0
—
55.6%
0.967
—
420
—
-0.031
55%
—
0
Call · $420
In the money
Last —
Breakeven —
Implied vol 55.6%
Delta 0.967 ≈97% ITM
Gamma 0.001
Theta -0.154
Vega 0.126
Open interest 0
Model this call
Put · $420
Last —
Breakeven —
Implied vol 55%
Delta -0.031 ≈3% ITM
Gamma 0.001
Theta -0.106
Vega 0.126
Open interest 0
Model this put
0
—
54.2%
0.957
—
430
—
-0.042
53.8%
—
0
Call · $430
In the money
Last —
Breakeven —
Implied vol 54.2%
Delta 0.957 ≈96% ITM
Gamma 0.001
Theta -0.179
Vega 0.128
Open interest 0
Model this call
Put · $430
Last —
Breakeven —
Implied vol 53.8%
Delta -0.042 ≈4% ITM
Gamma 0.001
Theta -0.133
Vega 0.128
Open interest 0
Model this put
0
—
54.2%
0.942
—
440
$1.45
-0.064
55.8%
2
2
Call · $440
In the money
Last —
Breakeven —
Implied vol 54.2%
Delta 0.942 ≈94% ITM
Gamma 0.001
Theta -0.218
Vega 0.224
Open interest 0
Model this call
Put · $440
Last $1.45
Breakeven $438.55
Implied vol 55.8%
Delta -0.064 ≈6% ITM
Gamma 0.002
Theta -0.193
Vega 0.224
Open interest 2
Model this put
0
—
54.6%
0.917
—
450
$1.08
-0.069
50.9%
1
3
Call · $450
In the money
Last —
Breakeven —
Implied vol 54.6%
Delta 0.917 ≈92% ITM
Gamma 0.002
Theta -0.273
Vega 0.227
Open interest 0
Model this call
Put · $450
Last $1.08
Breakeven $448.92
Implied vol 50.9%
Delta -0.069 ≈7% ITM
Gamma 0.002
Theta -0.186
Vega 0.227
Open interest 3
Model this put
0
—
53.2%
0.898
—
460
$2.27
-0.108
54.9%
1
49
Call · $460
In the money
Last —
Breakeven —
Implied vol 53.2%
Delta 0.898 ≈90% ITM
Gamma 0.002
Theta -0.307
Vega 0.23
Open interest 0
Model this call
Put · $460
Last $2.27
Breakeven $457.73
Implied vol 54.9%
Delta -0.108 ≈11% ITM
Gamma 0.002
Theta -0.282
Vega 0.231
Open interest 49
Model this put
0
—
51.6%
0.875
—
470
$6.15
-0.114
49.1%
1
8
Call · $470
In the money
Last —
Breakeven —
Implied vol 51.6%
Delta 0.875 ≈88% ITM
Gamma 0.003
Theta -0.339
Vega 0.35
Open interest 0
Model this call
Put · $470
Last $6.15
Breakeven $463.85
Implied vol 49.1%
Delta -0.114 ≈11% ITM
Gamma 0.003
Theta -0.262
Vega 0.235
Open interest 8
Model this put
0
—
52%
0.837
—
480
$6.20
-0.159
50.9%
6
18
Call · $480
In the money
Last —
Breakeven —
Implied vol 52%
Delta 0.837 ≈84% ITM
Gamma 0.003
Theta -0.398
Vega 0.354
Open interest 0
Model this call
Put · $480
Last $6.20
Breakeven $473.80
Implied vol 50.9%
Delta -0.159 ≈16% ITM
Gamma 0.003
Theta -0.337
Vega 0.354
Open interest 18
Model this put
0
—
53.1%
0.797
—
490
$13.70
-0.197
50.9%
1
12
Call · $490
In the money
Last —
Breakeven —
Implied vol 53.1%
Delta 0.797 ≈80% ITM
Gamma 0.004
Theta -0.465
Vega 0.47
Open interest 0
Model this call
Put · $490
Last $13.70
Breakeven $476.30
Implied vol 50.9%
Delta -0.197 ≈20% ITM
Gamma 0.004
Theta -0.39
Vega 0.36
Open interest 12
Model this put
2
2
53.7%
0.749
$75.54
500
$10.10
-0.243
50.9%
2
29
Call · $500
In the money
Last $75.54
Breakeven $575.54
Implied vol 53.7%
Delta 0.749 ≈75% ITM
Gamma 0.004
Theta -0.515
Vega 0.476
Open interest 2
Model this call
Put · $500
Last $10.10
Breakeven $489.90
Implied vol 50.9%
Delta -0.243 ≈24% ITM
Gamma 0.004
Theta -0.434
Vega 0.476
Open interest 29
Model this put
0
1
54.4%
0.702
$63.70
510
$14.10
-0.278
46.8%
2
7
Call · $510
In the money
Last $63.70
Breakeven $573.70
Implied vol 54.4%
Delta 0.702 ≈70% ITM
Gamma 0.004
Theta -0.566
Vega 0.482
Open interest 0
Model this call
Put · $510
Last $14.10
Breakeven $495.90
Implied vol 46.8%
Delta -0.278 ≈28% ITM
Gamma 0.005
Theta -0.426
Vega 0.481
Open interest 7
Model this put
3
1
51.2%
0.66
$48.20
520
$21.00
-0.342
51.8%
1
6
Call · $520
In the money
Last $48.20
Breakeven $568.20
Implied vol 51.2%
Delta 0.66 ≈66% ITM
Gamma 0.005
Theta -0.563
Vega 0.557
Open interest 3
Model this call
Put · $520
Last $21.00
Breakeven $499.00
Implied vol 51.8%
Delta -0.342 ≈34% ITM
Gamma 0.005
Theta -0.52
Vega 0.557
Open interest 6
Model this put
1
1
53.7%
0.604
$30.80
530
$16.80
-0.395
51.3%
1
5
Call · $530
In the money
Last $30.80
Breakeven $560.80
Implied vol 53.7%
Delta 0.604 ≈60% ITM
Gamma 0.005
Theta -0.61
Vega 0.564
Open interest 1
Model this call
Put · $530
Last $16.80
Breakeven $513.20
Implied vol 51.3%
Delta -0.395 ≈39% ITM
Gamma 0.005
Theta -0.533
Vega 0.564
Open interest 5
Model this put
5
1
51.6%
0.553
$40.50
540
$29.69
-0.448
51%
2
5
Call · $540
In the money
Last $40.50
Breakeven $580.50
Implied vol 51.6%
Delta 0.553 ≈55% ITM
Gamma 0.005
Theta -0.605
Vega 0.571
Open interest 5
Model this call
Put · $540
Last $29.69
Breakeven $510.31
Implied vol 51%
Delta -0.448 ≈45% ITM
Gamma 0.005
Theta -0.548
Vega 0.571
Open interest 5
Model this put
Underlying $544.32
19
1
51.2%
0.501
$27.56
550
$33.46
-0.504
49.1%
2
5
Call · $550
Last $27.56
Breakeven $577.56
Implied vol 51.2%
Delta 0.501 ≈50% ITM
Gamma 0.005
Theta -0.6
Vega 0.578
Open interest 19
Model this call
Put · $550
In the money
Last $33.46
Breakeven $516.54
Implied vol 49.1%
Delta -0.504 ≈50% ITM
Gamma 0.006
Theta -0.526
Vega 0.578
Open interest 5
Model this put
11
1
51.8%
0.449
$23.40
560
$32.80
-0.56
48.6%
1
5
Call · $560
Last $23.40
Breakeven $583.40
Implied vol 51.8%
Delta 0.449 ≈45% ITM
Gamma 0.005
Theta -0.597
Vega 0.584
Open interest 11
Model this call
Put · $560
In the money
Last $32.80
Breakeven $527.20
Implied vol 48.6%
Delta -0.56 ≈56% ITM
Gamma 0.006
Theta -0.51
Vega 0.584
Open interest 5
Model this put
20
1
51.8%
0.398
$33.82
570
$36.70
-0.613
49.5%
2
5
Call · $570
Last $33.82
Breakeven $603.82
Implied vol 51.8%
Delta 0.398 ≈40% ITM
Gamma 0.005
Theta -0.588
Vega 0.591
Open interest 20
Model this call
Put · $570
In the money
Last $36.70
Breakeven $533.30
Implied vol 49.5%
Delta -0.613 ≈61% ITM
Gamma 0.006
Theta -0.509
Vega 0.58
Open interest 5
Model this put
7
1
48.9%
0.341
$17.50
580
$35.64
-0.67
47.3%
1
1
Call · $580
Last $17.50
Breakeven $597.50
Implied vol 48.9%
Delta 0.341 ≈34% ITM
Gamma 0.005
Theta -0.521
Vega 0.523
Open interest 7
Model this call
Put · $580
In the money
Last $35.64
Breakeven $544.36
Implied vol 47.3%
Delta -0.67 ≈67% ITM
Gamma 0.005
Theta -0.448
Vega 0.522
Open interest 1
Model this put
29
7
46.8%
0.282
$23.10
590
$42.45
-0.729
45.5%
1
1
Call · $590
Last $23.10
Breakeven $613.10
Implied vol 46.8%
Delta 0.282 ≈28% ITM
Gamma 0.005
Theta -0.459
Vega 0.53
Open interest 29
Model this call
Put · $590
In the money
Last $42.45
Breakeven $547.55
Implied vol 45.5%
Delta -0.729 ≈73% ITM
Gamma 0.005
Theta -0.391
Vega 0.522
Open interest 1
Model this put
9
4
47.8%
0.244
$9.00
600
$62.50
-0.772
45.8%
1
1
Call · $600
Last $9.00
Breakeven $609.00
Implied vol 47.8%
Delta 0.244 ≈24% ITM
Gamma 0.005
Theta -0.437
Vega 0.409
Open interest 9
Model this call
Put · $600
In the money
Last $62.50
Breakeven $537.50
Implied vol 45.8%
Delta -0.772 ≈77% ITM
Gamma 0.005
Theta -0.354
Vega 0.406
Open interest 1
Model this put
7
2
46.5%
0.199
$8.40
610
—
-0.816
45%
—
0
Call · $610
Last $8.40
Breakeven $618.40
Implied vol 46.5%
Delta 0.199 ≈20% ITM
Gamma 0.004
Theta -0.373
Vega 0.414
Open interest 7
Model this call
Put · $610
In the money
Last —
Breakeven —
Implied vol 45%
Delta -0.816 ≈82% ITM
Gamma 0.004
Theta -0.299
Vega 0.405
Open interest 0
Model this put
29
1
46.5%
0.162
$8.56
620
—
-0.856
45.1%
—
0
Call · $620
Last $8.56
Breakeven $628.56
Implied vol 46.5%
Delta 0.162 ≈16% ITM
Gamma 0.004
Theta -0.33
Vega 0.419
Open interest 29
Model this call
Put · $620
In the money
Last —
Breakeven —
Implied vol 45.1%
Delta -0.856 ≈86% ITM
Gamma 0.004
Theta -0.255
Vega 0.358
Open interest 0
Model this put
16
1
46.4%
0.133
$5.00
630
—
-0.893
43.3%
—
0
Call · $630
Last $5.00
Breakeven $635.00
Implied vol 46.4%
Delta 0.133 ≈13% ITM
Gamma 0.003
Theta -0.286
Vega 0.282
Open interest 16
Model this call
Put · $630
In the money
Last —
Breakeven —
Implied vol 43.3%
Delta -0.893 ≈89% ITM
Gamma 0.003
Theta -0.189
Vega 0.267
Open interest 0
Model this put
2
1
43%
0.087
$9.68
640
—
-0.921
43.4%
—
0
Call · $640
Last $9.68
Breakeven $649.68
Implied vol 43%
Delta 0.087 ≈9% ITM
Gamma 0.003
Theta -0.196
Vega 0.287
Open interest 2
Model this call
Put · $640
In the money
Last —
Breakeven —
Implied vol 43.4%
Delta -0.921 ≈92% ITM
Gamma 0.003
Theta -0.147
Vega 0.253
Open interest 0
Model this put
5
1
46.2%
0.082
$2.00
650
—
-0.97
38.2%
—
0
Call · $650
Last $2.00
Breakeven $652.00
Implied vol 46.2%
Delta 0.082 ≈8% ITM
Gamma 0.002
Theta -0.203
Vega 0.288
Open interest 5
Model this call
Put · $650
In the money
Last —
Breakeven —
Implied vol 38.2%
Delta -0.97 ≈97% ITM
Gamma 0.002
Theta -0.052
Vega 0.118
Open interest 0
Model this put
1
2
44.1%
0.058
$5.30
660
—
-0.991
36.9%
—
0
Call · $660
Last $5.30
Breakeven $665.30
Implied vol 44.1%
Delta 0.058 ≈6% ITM
Gamma 0.002
Theta -0.145
Vega 0.169
Open interest 1
Model this call
Put · $660
In the money
Last —
Breakeven —
Implied vol 36.9%
Delta -0.991 ≈99% ITM
Gamma 0.001
Theta -0.017
Vega 0.035
Open interest 0
Model this put
1
1
48.7%
0.063
$4.12
670
$120.00
-0.987
40.4%
1
0
Call · $670
Last $4.12
Breakeven $674.12
Implied vol 48.7%
Delta 0.063 ≈6% ITM
Gamma 0.002
Theta -0.171
Vega 0.17
Open interest 1
Model this call
Put · $670
In the money
Last $120.00
Breakeven $550.00
Implied vol 40.4%
Delta -0.987 ≈99% ITM
Gamma 0.001
Theta -0.027
Vega 0.044
Open interest 0
Model this put
1
1
46.5%
0.04
$3.00
680
—
—
—
—
0
Call · $680
Last $3.00
Breakeven $683.00
Implied vol 46.5%
Delta 0.04 ≈4% ITM
Gamma 0.001
Theta -0.114
Vega 0.172
Open interest 1
Model this call
Put · $680
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
47.6%
0.034
—
690
—
—
—
—
0
Call · $690
Last —
Breakeven —
Implied vol 47.6%
Delta 0.034 ≈3% ITM
Gamma 0.001
Theta -0.102
Vega 0.087
Open interest 0
Model this call
Put · $690
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
47.5%
0.027
—
700
—
—
—
—
0
Call · $700
Last —
Breakeven —
Implied vol 47.5%
Delta 0.027 ≈3% ITM
Gamma 0.001
Theta -0.084
Vega 0.088
Open interest 0
Model this call
Put · $700
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
53.1%
0.034
—
710
—
—
—
—
0
Call · $710
Last —
Breakeven —
Implied vol 53.1%
Delta 0.034 ≈3% ITM
Gamma 0.001
Theta -0.114
Vega 0.088
Open interest 0
Model this call
Put · $710
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
3
51.2%
0.024
$0.30
720
—
—
—
—
0
Call · $720
Last $0.30
Breakeven $720.30
Implied vol 51.2%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.08
Vega 0.089
Open interest 3
Model this call
Put · $720
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put