IESC Stock — IES Holdings, Inc.: Options Chain

Calls		Puts
0	—	104.6%	0.975	—	—	-0.017	94.6%	—	0
Call · $380 In the money Last — Breakeven — Implied vol 104.6% Delta 0.975 ≈97% ITM Gamma 0 Theta -0.235 Vega 0.13 Open interest 0 Model this call Put · $380 Last — Breakeven — Implied vol 94.6% Delta -0.017 ≈2% ITM Gamma 0 Theta -0.126 Vega 0.065 Open interest 0 Model this put
0	—	106.7%	0.965	—	—	-0.031	103%	—	0
Call · $390 In the money Last — Breakeven — Implied vol 106.7% Delta 0.965 ≈97% ITM Gamma 0 Theta -0.3 Vega 0.132 Open interest 0 Model this call Put · $390 Last — Breakeven — Implied vol 103% Delta -0.031 ≈3% ITM Gamma 0 Theta -0.226 Vega 0.132 Open interest 0 Model this put
0	—	101.7%	0.964	—	—	-0.023	91.9%	—	0
Call · $400 In the money Last — Breakeven — Implied vol 101.7% Delta 0.964 ≈96% ITM Gamma 0 Theta -0.296 Vega 0.133 Open interest 0 Model this call Put · $400 Last — Breakeven — Implied vol 91.9% Delta -0.023 ≈2% ITM Gamma 0 Theta -0.162 Vega 0.133 Open interest 0 Model this put
0	—	102.7%	0.955	—	—	-0.055	111%	—	0
Call · $410 In the money Last — Breakeven — Implied vol 102.7% Delta 0.955 ≈96% ITM Gamma 0.001 Theta -0.351 Vega 0.135 Open interest 0 Model this call Put · $410 Last — Breakeven — Implied vol 111% Delta -0.055 ≈6% ITM Gamma 0.001 Theta -0.397 Vega 0.234 Open interest 0 Model this put
0	—	99.7%	0.951	—	$3.71	-0.055	104%	1	1
Call · $420 In the money Last — Breakeven — Implied vol 99.7% Delta 0.951 ≈95% ITM Gamma 0.001 Theta -0.365 Vega 0.137 Open interest 0 Model this call Put · $420 Last $3.71 Breakeven $416.29 Implied vol 104% Delta -0.055 ≈5% ITM Gamma 0.001 Theta -0.371 Vega 0.237 Open interest 1 Model this put
0	—	96.2%	0.948	—	$7.00	-0.061	101%	2	2
Call · $430 In the money Last — Breakeven — Implied vol 96.2% Delta 0.948 ≈95% ITM Gamma 0.001 Theta -0.375 Vega 0.24 Open interest 0 Model this call Put · $430 Last $7.00 Breakeven $423.00 Implied vol 101% Delta -0.061 ≈6% ITM Gamma 0.001 Theta -0.391 Vega 0.24 Open interest 2 Model this put
1	1	97.2%	0.933	$191.80	—	-0.059	92.9%	—	0
Call · $440 In the money Last $191.80 Breakeven $631.80 Implied vol 97.2% Delta 0.933 ≈93% ITM Gamma 0.001 Theta -0.444 Vega 0.243 Open interest 1 Model this call Put · $440 Last — Breakeven — Implied vol 92.9% Delta -0.059 ≈6% ITM Gamma 0.001 Theta -0.347 Vega 0.242 Open interest 0 Model this put
0	—	97.4%	0.92	—	$4.95	-0.071	92.5%	6	3
Call · $450 In the money Last — Breakeven — Implied vol 97.4% Delta 0.92 ≈92% ITM Gamma 0.001 Theta -0.504 Vega 0.245 Open interest 0 Model this call Put · $450 Last $4.95 Breakeven $445.05 Implied vol 92.5% Delta -0.071 ≈7% ITM Gamma 0.001 Theta -0.398 Vega 0.245 Open interest 3 Model this put
1	1	95.8%	0.911	$169.10	$9.00	-0.078	89.6%	1	1
Call · $460 In the money Last $169.10 Breakeven $629.10 Implied vol 95.8% Delta 0.911 ≈91% ITM Gamma 0.001 Theta -0.54 Vega 0.248 Open interest 1 Model this call Put · $460 Last $9.00 Breakeven $451.00 Implied vol 89.6% Delta -0.078 ≈8% ITM Gamma 0.001 Theta -0.417 Vega 0.248 Open interest 1 Model this put
0	—	95.6%	0.898	—	—	-0.094	90.6%	—	0
Call · $470 In the money Last — Breakeven — Implied vol 95.6% Delta 0.898 ≈90% ITM Gamma 0.001 Theta -0.594 Vega 0.251 Open interest 0 Model this call Put · $470 Last — Breakeven — Implied vol 90.6% Delta -0.094 ≈9% ITM Gamma 0.001 Theta -0.484 Vega 0.251 Open interest 0 Model this put
0	—	93.4%	0.887	—	$13.20	-0.108	90.9%	1	3
Call · $480 In the money Last — Breakeven — Implied vol 93.4% Delta 0.887 ≈89% ITM Gamma 0.001 Theta -0.623 Vega 0.381 Open interest 0 Model this call Put · $480 Last $13.20 Breakeven $466.80 Implied vol 90.9% Delta -0.108 ≈11% ITM Gamma 0.001 Theta -0.543 Vega 0.381 Open interest 3 Model this put
0	—	93%	0.869	—	$9.00	-0.123	89.4%	10	400
Call · $490 In the money Last — Breakeven — Implied vol 93% Delta 0.869 ≈87% ITM Gamma 0.001 Theta -0.678 Vega 0.385 Open interest 0 Model this call Put · $490 Last $9.00 Breakeven $481.00 Implied vol 89.4% Delta -0.123 ≈12% ITM Gamma 0.001 Theta -0.582 Vega 0.385 Open interest 400 Model this put
62	2	92.4%	0.851	$185.00	$16.45	-0.142	88.9%	400	400
Call · $500 In the money Last $185.00 Breakeven $685.00 Implied vol 92.4% Delta 0.851 ≈85% ITM Gamma 0.002 Theta -0.729 Vega 0.39 Open interest 62 Model this call Put · $500 Last $16.45 Breakeven $483.55 Implied vol 88.9% Delta -0.142 ≈14% ITM Gamma 0.002 Theta -0.633 Vega 0.39 Open interest 400 Model this put
0	—	91.9%	0.834	—	$14.00	-0.157	87%	10	11
Call · $510 In the money Last — Breakeven — Implied vol 91.9% Delta 0.834 ≈83% ITM Gamma 0.002 Theta -0.781 Vega 0.394 Open interest 0 Model this call Put · $510 Last $14.00 Breakeven $496.00 Implied vol 87% Delta -0.157 ≈16% ITM Gamma 0.002 Theta -0.664 Vega 0.394 Open interest 11 Model this put
0	—	91.5%	0.815	—	$18.00	-0.18	88.4%	4	11
Call · $520 In the money Last — Breakeven — Implied vol 91.5% Delta 0.815 ≈82% ITM Gamma 0.002 Theta -0.836 Vega 0.398 Open interest 0 Model this call Put · $520 Last $18.00 Breakeven $502.00 Implied vol 88.4% Delta -0.18 ≈18% ITM Gamma 0.002 Theta -0.742 Vega 0.398 Open interest 11 Model this put
0	—	91.5%	0.793	—	$14.97	-0.202	88.9%	10	6
Call · $530 In the money Last — Breakeven — Implied vol 91.5% Delta 0.793 ≈79% ITM Gamma 0.002 Theta -0.888 Vega 0.526 Open interest 0 Model this call Put · $530 Last $14.97 Breakeven $515.03 Implied vol 88.9% Delta -0.202 ≈20% ITM Gamma 0.002 Theta -0.803 Vega 0.526 Open interest 6 Model this put
0	—	90.6%	0.771	—	$15.00	-0.227	89%	1	1
Call · $540 In the money Last — Breakeven — Implied vol 90.6% Delta 0.771 ≈77% ITM Gamma 0.002 Theta -0.924 Vega 0.531 Open interest 0 Model this call Put · $540 Last $15.00 Breakeven $525.00 Implied vol 89% Delta -0.227 ≈23% ITM Gamma 0.002 Theta -0.851 Vega 0.531 Open interest 1 Model this put
0	—	90.2%	0.748	—	$14.40	-0.249	88%	10	14
Call · $550 In the money Last — Breakeven — Implied vol 90.2% Delta 0.748 ≈75% ITM Gamma 0.002 Theta -0.965 Vega 0.537 Open interest 0 Model this call Put · $550 Last $14.40 Breakeven $535.60 Implied vol 88% Delta -0.249 ≈25% ITM Gamma 0.002 Theta -0.884 Vega 0.537 Open interest 14 Model this put
0	—	90.1%	0.724	—	—	-0.274	87.8%	—	0
Call · $560 In the money Last — Breakeven — Implied vol 90.1% Delta 0.724 ≈72% ITM Gamma 0.002 Theta -1.012 Vega 0.542 Open interest 0 Model this call Put · $560 Last — Breakeven — Implied vol 87.8% Delta -0.274 ≈27% ITM Gamma 0.002 Theta -0.928 Vega 0.542 Open interest 0 Model this put
1	1	91.2%	0.698	$88.60	$38.84	-0.299	88.4%	1	2
Call · $570 In the money Last $88.60 Breakeven $658.60 Implied vol 91.2% Delta 0.698 ≈70% ITM Gamma 0.002 Theta -1.074 Vega 0.547 Open interest 1 Model this call Put · $570 Last $38.84 Breakeven $531.16 Implied vol 88.4% Delta -0.299 ≈30% ITM Gamma 0.002 Theta -0.983 Vega 0.548 Open interest 2 Model this put
0	—	89.8%	0.674	—	—	-0.325	87.4%	—	0
Call · $580 In the money Last — Breakeven — Implied vol 89.8% Delta 0.674 ≈67% ITM Gamma 0.002 Theta -1.087 Vega 0.631 Open interest 0 Model this call Put · $580 Last — Breakeven — Implied vol 87.4% Delta -0.325 ≈32% ITM Gamma 0.003 Theta -1.003 Vega 0.632 Open interest 0 Model this put
0	—	88.6%	0.648	—	—	-0.352	87.5%	—	0
Call · $590 In the money Last — Breakeven — Implied vol 88.6% Delta 0.648 ≈65% ITM Gamma 0.003 Theta -1.096 Vega 0.637 Open interest 0 Model this call Put · $590 Last — Breakeven — Implied vol 87.5% Delta -0.352 ≈35% ITM Gamma 0.003 Theta -1.027 Vega 0.638 Open interest 0 Model this put
7	1	87%	0.622	$103.53	$42.81	-0.379	85.8%	2	4
Call · $600 In the money Last $103.53 Breakeven $703.53 Implied vol 87% Delta 0.622 ≈62% ITM Gamma 0.003 Theta -1.099 Vega 0.643 Open interest 7 Model this call Put · $600 Last $42.81 Breakeven $557.19 Implied vol 85.8% Delta -0.379 ≈38% ITM Gamma 0.003 Theta -1.028 Vega 0.644 Open interest 4 Model this put
2	2	87%	0.594	$66.78	—	-0.406	86.9%	—	0
Call · $610 In the money Last $66.78 Breakeven $676.78 Implied vol 87% Delta 0.594 ≈59% ITM Gamma 0.003 Theta -1.121 Vega 0.649 Open interest 2 Model this call Put · $610 Last — Breakeven — Implied vol 86.9% Delta -0.406 ≈41% ITM Gamma 0.003 Theta -1.064 Vega 0.649 Open interest 0 Model this put
8	8	87.9%	0.567	$59.38	$38.00	-0.434	86.6%	1	1
Call · $620 In the money Last $59.38 Breakeven $679.38 Implied vol 87.9% Delta 0.567 ≈57% ITM Gamma 0.003 Theta -1.157 Vega 0.655 Open interest 8 Model this call Put · $620 Last $38.00 Breakeven $582.00 Implied vol 86.6% Delta -0.434 ≈43% ITM Gamma 0.003 Theta -1.083 Vega 0.655 Open interest 1 Model this put
Underlying $626.07
1	1	87.8%	0.541	$60.80	—	-0.461	86.7%	—	0
Call · $630 Last $60.80 Breakeven $690.80 Implied vol 87.8% Delta 0.541 ≈54% ITM Gamma 0.003 Theta -1.167 Vega 0.661 Open interest 1 Model this call Put · $630 In the money Last — Breakeven — Implied vol 86.7% Delta -0.461 ≈46% ITM Gamma 0.003 Theta -1.094 Vega 0.661 Open interest 0 Model this put
46	100	87%	0.514	$80.25	$38.55	-0.488	86.6%	1	1
Call · $640 Last $80.25 Breakeven $720.25 Implied vol 87% Delta 0.514 ≈51% ITM Gamma 0.003 Theta -1.151 Vega 0.666 Open interest 46 Model this call Put · $640 In the money Last $38.55 Breakeven $601.45 Implied vol 86.6% Delta -0.488 ≈49% ITM Gamma 0.003 Theta -1.086 Vega 0.667 Open interest 1 Model this put
27	51	87.4%	0.488	$79.80	$84.98	-0.518	84.3%	1	2
Call · $650 Last $79.80 Breakeven $729.80 Implied vol 87.4% Delta 0.488 ≈49% ITM Gamma 0.003 Theta -1.151 Vega 0.672 Open interest 27 Model this call Put · $650 In the money Last $84.98 Breakeven $565.02 Implied vol 84.3% Delta -0.518 ≈52% ITM Gamma 0.003 Theta -1.049 Vega 0.672 Open interest 2 Model this put
4	2	87.3%	0.461	$47.65	—	-0.543	85.7%	—	0
Call · $660 Last $47.65 Breakeven $707.65 Implied vol 87.3% Delta 0.461 ≈46% ITM Gamma 0.003 Theta -1.143 Vega 0.678 Open interest 4 Model this call Put · $660 In the money Last — Breakeven — Implied vol 85.7% Delta -0.543 ≈54% ITM Gamma 0.003 Theta -1.062 Vega 0.678 Open interest 0 Model this put
6	2	87.4%	0.435	$68.53	—	-0.568	86.3%	—	0
Call · $670 Last $68.53 Breakeven $738.53 Implied vol 87.4% Delta 0.435 ≈44% ITM Gamma 0.003 Theta -1.139 Vega 0.683 Open interest 6 Model this call Put · $670 In the money Last — Breakeven — Implied vol 86.3% Delta -0.568 ≈57% ITM Gamma 0.003 Theta -1.063 Vega 0.683 Open interest 0 Model this put
2	1	88%	0.41	$38.23	—	-0.594	86.9%	—	0
Call · $680 Last $38.23 Breakeven $718.23 Implied vol 88% Delta 0.41 ≈41% ITM Gamma 0.003 Theta -1.142 Vega 0.689 Open interest 2 Model this call Put · $680 In the money Last — Breakeven — Implied vol 86.9% Delta -0.594 ≈59% ITM Gamma 0.003 Theta -1.065 Vega 0.683 Open interest 0 Model this put
0	—	87.6%	0.387	—	—	-0.618	86.4%	—	0
Call · $690 Last — Breakeven — Implied vol 87.6% Delta 0.387 ≈39% ITM Gamma 0.003 Theta -1.113 Vega 0.608 Open interest 0 Model this call Put · $690 In the money Last — Breakeven — Implied vol 86.4% Delta -0.618 ≈62% ITM Gamma 0.003 Theta -1.031 Vega 0.608 Open interest 0 Model this put
123	120	87.3%	0.364	$52.20	—	-0.642	85.8%	—	0
Call · $700 Last $52.20 Breakeven $752.20 Implied vol 87.3% Delta 0.364 ≈36% ITM Gamma 0.003 Theta -1.08 Vega 0.612 Open interest 123 Model this call Put · $700 In the money Last — Breakeven — Implied vol 85.8% Delta -0.642 ≈64% ITM Gamma 0.003 Theta -0.993 Vega 0.612 Open interest 0 Model this put
2	2	88.1%	0.344	$49.60	—	-0.666	85.3%	—	0
Call · $710 Last $49.60 Breakeven $759.60 Implied vol 88.1% Delta 0.344 ≈34% ITM Gamma 0.003 Theta -1.064 Vega 0.617 Open interest 2 Model this call Put · $710 In the money Last — Breakeven — Implied vol 85.3% Delta -0.666 ≈67% ITM Gamma 0.003 Theta -0.958 Vega 0.616 Open interest 0 Model this put
4	1	86.7%	0.318	$30.00	$72.21	-0.688	85.7%	1	1
Call · $720 Last $30.00 Breakeven $750.00 Implied vol 86.7% Delta 0.318 ≈32% ITM Gamma 0.002 Theta -1.013 Vega 0.622 Open interest 4 Model this call Put · $720 In the money Last $72.21 Breakeven $647.79 Implied vol 85.7% Delta -0.688 ≈69% ITM Gamma 0.003 Theta -0.935 Vega 0.621 Open interest 1 Model this put
0	—	87.2%	0.297	—	$120.40	-0.711	85.5%	1	1
Call · $730 Last — Breakeven — Implied vol 87.2% Delta 0.297 ≈30% ITM Gamma 0.002 Theta -0.993 Vega 0.627 Open interest 0 Model this call Put · $730 In the money Last $120.40 Breakeven $609.60 Implied vol 85.5% Delta -0.711 ≈71% ITM Gamma 0.002 Theta -0.903 Vega 0.623 Open interest 1 Model this put
8	1	87.3%	0.276	$40.14	$127.40	-0.733	85.6%	1	1
Call · $740 Last $40.14 Breakeven $780.14 Implied vol 87.3% Delta 0.276 ≈28% ITM Gamma 0.002 Theta -0.967 Vega 0.631 Open interest 8 Model this call Put · $740 In the money Last $127.40 Breakeven $612.60 Implied vol 85.6% Delta -0.733 ≈73% ITM Gamma 0.002 Theta -0.875 Vega 0.583 Open interest 1 Model this put
4	3	87.5%	0.258	$34.65	$89.00	-0.751	85.3%	1	1
Call · $750 Last $34.65 Breakeven $784.65 Implied vol 87.5% Delta 0.258 ≈26% ITM Gamma 0.002 Theta -0.935 Vega 0.486 Open interest 4 Model this call Put · $750 In the money Last $89.00 Breakeven $661.00 Implied vol 85.3% Delta -0.751 ≈75% ITM Gamma 0.002 Theta -0.83 Vega 0.485 Open interest 1 Model this put
3	1	86.2%	0.238	$34.00	—	-0.771	84.5%	—	0
Call · $760 Last $34.00 Breakeven $794.00 Implied vol 86.2% Delta 0.238 ≈24% ITM Gamma 0.002 Theta -0.875 Vega 0.49 Open interest 3 Model this call Put · $760 In the money Last — Breakeven — Implied vol 84.5% Delta -0.771 ≈77% ITM Gamma 0.002 Theta -0.778 Vega 0.489 Open interest 0 Model this put
1	1	85.8%	0.22	$21.82	—	-0.791	83.8%	—	0
Call · $770 Last $21.82 Breakeven $791.82 Implied vol 85.8% Delta 0.22 ≈22% ITM Gamma 0.002 Theta -0.83 Vega 0.494 Open interest 1 Model this call Put · $770 In the money Last — Breakeven — Implied vol 83.8% Delta -0.791 ≈79% ITM Gamma 0.002 Theta -0.727 Vega 0.49 Open interest 0 Model this put
1	1	86.2%	0.205	$16.50	—	-0.812	82.7%	—	0
Call · $780 Last $16.50 Breakeven $796.50 Implied vol 86.2% Delta 0.205 ≈20% ITM Gamma 0.002 Theta -0.798 Vega 0.497 Open interest 1 Model this call Put · $780 In the money Last — Breakeven — Implied vol 82.7% Delta -0.812 ≈81% ITM Gamma 0.002 Theta -0.67 Vega 0.492 Open interest 0 Model this put
3	1	85.7%	0.186	$25.59	—	-0.825	83.8%	—	0
Call · $790 Last $25.59 Breakeven $815.59 Implied vol 85.7% Delta 0.186 ≈19% ITM Gamma 0.002 Theta -0.751 Vega 0.501 Open interest 3 Model this call Put · $790 In the money Last — Breakeven — Implied vol 83.8% Delta -0.825 ≈82% ITM Gamma 0.002 Theta -0.65 Vega 0.491 Open interest 0 Model this put
2	2	86.8%	0.174	$13.05	—	-0.841	84%	—	0
Call · $800 Last $13.05 Breakeven $813.05 Implied vol 86.8% Delta 0.174 ≈17% ITM Gamma 0.002 Theta -0.732 Vega 0.504 Open interest 2 Model this call Put · $800 In the money Last — Breakeven — Implied vol 84% Delta -0.841 ≈84% ITM Gamma 0.002 Theta -0.615 Vega 0.477 Open interest 0 Model this put
9	9	86%	0.157	$15.89	—	-0.858	82.6%	—	0
Call · $810 Last $15.89 Breakeven $825.89 Implied vol 86% Delta 0.157 ≈16% ITM Gamma 0.002 Theta -0.681 Vega 0.338 Open interest 9 Model this call Put · $810 In the money Last — Breakeven — Implied vol 82.6% Delta -0.858 ≈86% ITM Gamma 0.002 Theta -0.552 Vega 0.335 Open interest 0 Model this put
2	1	85.4%	0.145	$19.59	—	-0.865	83.7%	—	0
Call · $820 Last $19.59 Breakeven $839.59 Implied vol 85.4% Delta 0.145 ≈14% ITM Gamma 0.002 Theta -0.637 Vega 0.341 Open interest 2 Model this call Put · $820 In the money Last — Breakeven — Implied vol 83.7% Delta -0.865 ≈87% ITM Gamma 0.002 Theta -0.536 Vega 0.336 Open interest 0 Model this put
3	3	84.7%	0.131	$16.80	—	-0.877	83.5%	—	0
Call · $830 Last $16.80 Breakeven $846.80 Implied vol 84.7% Delta 0.131 ≈13% ITM Gamma 0.002 Theta -0.587 Vega 0.343 Open interest 3 Model this call Put · $830 In the money Last — Breakeven — Implied vol 83.5% Delta -0.877 ≈88% ITM Gamma 0.002 Theta -0.496 Vega 0.336 Open interest 0 Model this put
1	1	84.5%	0.12	$15.00	—	-0.89	83.1%	—	0
Call · $840 Last $15.00 Breakeven $855.00 Implied vol 84.5% Delta 0.12 ≈12% ITM Gamma 0.001 Theta -0.548 Vega 0.346 Open interest 1 Model this call Put · $840 In the money Last — Breakeven — Implied vol 83.1% Delta -0.89 ≈89% ITM Gamma 0.001 Theta -0.453 Vega 0.336 Open interest 0 Model this put
1	1	84.1%	0.108	$32.20	—	-0.896	84.4%	—	0
Call · $850 Last $32.20 Breakeven $882.20 Implied vol 84.1% Delta 0.108 ≈11% ITM Gamma 0.001 Theta -0.506 Vega 0.348 Open interest 1 Model this call Put · $850 In the money Last — Breakeven — Implied vol 84.4% Delta -0.896 ≈90% ITM Gamma 0.001 Theta -0.439 Vega 0.335 Open interest 0 Model this put
206	6	85.4%	0.101	$15.40	—	-0.918	81.9%	—	0
Call · $860 Last $15.40 Breakeven $875.40 Implied vol 85.4% Delta 0.101 ≈10% ITM Gamma 0.001 Theta -0.493 Vega 0.35 Open interest 206 Model this call Put · $860 In the money Last — Breakeven — Implied vol 81.9% Delta -0.918 ≈92% ITM Gamma 0.001 Theta -0.359 Vega 0.319 Open interest 0 Model this put
200	200	85.2%	0.09	$13.02	—	-0.92	83.9%	—	0
Call · $870 Last $13.02 Breakeven $883.02 Implied vol 85.2% Delta 0.09 ≈9% ITM Gamma 0.001 Theta -0.454 Vega 0.352 Open interest 200 Model this call Put · $870 In the money Last — Breakeven — Implied vol 83.9% Delta -0.92 ≈92% ITM Gamma 0.001 Theta -0.358 Vega 0.195 Open interest 0 Model this put
1	1	83.9%	0.079	$8.65	—	-0.924	84.9%	—	0
Call · $880 Last $8.65 Breakeven $888.65 Implied vol 83.9% Delta 0.079 ≈8% ITM Gamma 0.001 Theta -0.405 Vega 0.205 Open interest 1 Model this call Put · $880 In the money Last — Breakeven — Implied vol 84.9% Delta -0.924 ≈92% ITM Gamma 0.001 Theta -0.345 Vega 0.196 Open interest 0 Model this put
1	1	88.2%	0.083	$6.03	—	-0.933	83.8%	—	0
Call · $890 Last $6.03 Breakeven $896.03 Implied vol 88.2% Delta 0.083 ≈8% ITM Gamma 0.001 Theta -0.444 Vega 0.206 Open interest 1 Model this call Put · $890 In the money Last — Breakeven — Implied vol 83.8% Delta -0.933 ≈93% ITM Gamma 0.001 Theta -0.303 Vega 0.195 Open interest 0 Model this put
4	1	91.9%	0.086	$9.63	—	-0.939	84%	—	0
Call · $900 Last $9.63 Breakeven $909.63 Implied vol 91.9% Delta 0.086 ≈9% ITM Gamma 0.001 Theta -0.473 Vega 0.207 Open interest 4 Model this call Put · $900 In the money Last — Breakeven — Implied vol 84% Delta -0.939 ≈94% ITM Gamma 0.001 Theta -0.278 Vega 0.194 Open interest 0 Model this put
0	—	88.3%	0.072	—	—	-0.94	85.9%	—	0
Call · $910 Last — Breakeven — Implied vol 88.3% Delta 0.072 ≈7% ITM Gamma 0.001 Theta -0.393 Vega 0.209 Open interest 0 Model this call Put · $910 In the money Last — Breakeven — Implied vol 85.9% Delta -0.94 ≈94% ITM Gamma 0.001 Theta -0.28 Vega 0.195 Open interest 0 Model this put
0	—	93.3%	0.078	—	—	-0.951	84.4%	—	0
Call · $920 Last — Breakeven — Implied vol 93.3% Delta 0.078 ≈8% ITM Gamma 0.001 Theta -0.442 Vega 0.209 Open interest 0 Model this call Put · $920 In the money Last — Breakeven — Implied vol 84.4% Delta -0.951 ≈95% ITM Gamma 0.001 Theta -0.233 Vega 0.189 Open interest 0 Model this put
0	—	94.3%	0.075	—	—	-0.957	84.5%	—	0
Call · $930 Last — Breakeven — Implied vol 94.3% Delta 0.075 ≈7% ITM Gamma 0.001 Theta -0.432 Vega 0.21 Open interest 0 Model this call Put · $930 In the money Last — Breakeven — Implied vol 84.5% Delta -0.957 ≈96% ITM Gamma 0.001 Theta -0.207 Vega 0.183 Open interest 0 Model this put
0	—	96.8%	0.075	—	—	-0.967	83.2%	—	0
Call · $940 Last — Breakeven — Implied vol 96.8% Delta 0.075 ≈8% ITM Gamma 0.001 Theta -0.445 Vega 0.211 Open interest 0 Model this call Put · $940 In the money Last — Breakeven — Implied vol 83.2% Delta -0.967 ≈97% ITM Gamma 0.001 Theta -0.157 Vega 0.145 Open interest 0 Model this put
0	—	98.6%	0.074	—	—	-0.967	85.3%	—	0
Call · $950 Last — Breakeven — Implied vol 98.6% Delta 0.074 ≈7% ITM Gamma 0.001 Theta -0.448 Vega 0.212 Open interest 0 Model this call Put · $950 In the money Last — Breakeven — Implied vol 85.3% Delta -0.967 ≈97% ITM Gamma 0.001 Theta -0.164 Vega 0.155 Open interest 0 Model this put
0	—	99.4%	0.071	—	—	-0.977	81.4%	—	0
Call · $960 Last — Breakeven — Implied vol 99.4% Delta 0.071 ≈7% ITM Gamma 0.001 Theta -0.436 Vega 0.213 Open interest 0 Model this call Put · $960 In the money Last — Breakeven — Implied vol 81.4% Delta -0.977 ≈98% ITM Gamma 0.001 Theta -0.11 Vega 0.085 Open interest 0 Model this put
0	—	101.7%	0.071	—	—	-0.989	77.5%	—	0
Call · $970 Last — Breakeven — Implied vol 101.7% Delta 0.071 ≈7% ITM Gamma 0.001 Theta -0.445 Vega 0.214 Open interest 0 Model this call Put · $970 In the money Last — Breakeven — Implied vol 77.5% Delta -0.989 ≈99% ITM Gamma 0 Theta -0.052 Vega 0.058 Open interest 0 Model this put
2	2	101.3%	0.065	$2.87	—	-0.991	78.1%	—	0
Call · $980 Last $2.87 Breakeven $982.87 Implied vol 101.3% Delta 0.065 ≈7% ITM Gamma 0.001 Theta -0.416 Vega 0.216 Open interest 2 Model this call Put · $980 In the money Last — Breakeven — Implied vol 78.1% Delta -0.991 ≈99% ITM Gamma 0 Theta -0.045 Vega 0.053 Open interest 0 Model this put
0	—	104.7%	0.068	—	—	-0.991	79.7%	—	0
Call · $990 Last — Breakeven — Implied vol 104.7% Delta 0.068 ≈7% ITM Gamma 0.001 Theta -0.443 Vega 0.216 Open interest 0 Model this call Put · $990 In the money Last — Breakeven — Implied vol 79.7% Delta -0.991 ≈99% ITM Gamma 0 Theta -0.045 Vega 0.053 Open interest 0 Model this put
0	3	101.8%	0.057	$13.98	—	-0.995	78.5%	—	0
Call · $1000 Last $13.98 Breakeven $1,013.98 Implied vol 101.8% Delta 0.057 ≈6% ITM Gamma 0.001 Theta -0.374 Vega 0.218 Open interest 0 Model this call Put · $1000 In the money Last — Breakeven — Implied vol 78.5% Delta -0.995 ≈100% ITM Gamma 0 Theta -0.011 Vega 0.022 Open interest 0 Model this put
1	1	110.5%	0.067	$3.18	—	-0.994	83.4%	—	0
Call · $1020 Last $3.18 Breakeven $1,023.18 Implied vol 110.5% Delta 0.067 ≈7% ITM Gamma 0.001 Theta -0.461 Vega 0.219 Open interest 1 Model this call Put · $1020 In the money Last — Breakeven — Implied vol 83.4% Delta -0.994 ≈99% ITM Gamma 0 Theta -0.038 Vega 0.049 Open interest 0 Model this put
3	3	106.3%	0.049	$2.77	—	—	—	—	0
Call · $1040 Last $2.77 Breakeven $1,042.77 Implied vol 106.3% Delta 0.049 ≈5% ITM Gamma 0.001 Theta -0.348 Vega 0.222 Open interest 3 Model this call Put · $1040 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	112.3%	0.054	—	—	-0.996	86.8%	—	0
Call · $1060 Last — Breakeven — Implied vol 112.3% Delta 0.054 ≈5% ITM Gamma 0.001 Theta -0.396 Vega 0.224 Open interest 0 Model this call Put · $1060 In the money Last — Breakeven — Implied vol 86.8% Delta -0.996 ≈100% ITM Gamma 0 Theta -0.011 Vega 0.022 Open interest 0 Model this put
0	—	116%	0.054	—	$446.00	—	—	1	0
Call · $1080 Last — Breakeven — Implied vol 116% Delta 0.054 ≈5% ITM Gamma 0.001 Theta -0.408 Vega 0.225 Open interest 0 Model this call Put · $1080 In the money Last $446.00 Breakeven $634.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	3	118.7%	0.052	$1.97	$466.00	—	—	1	0
Call · $1100 Last $1.97 Breakeven $1,101.97 Implied vol 118.7% Delta 0.052 ≈5% ITM Gamma 0.001 Theta -0.405 Vega 0.227 Open interest 2 Model this call Put · $1100 In the money Last $466.00 Breakeven $634.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $380 In the money

Last: —
Breakeven: —
Implied vol: 104.6%
Delta: 0.975 ≈97% ITM
Gamma: 0
Theta: -0.235
Vega: 0.13
Open interest: 0

Model this call

Put · $380

Last: —
Breakeven: —
Implied vol: 94.6%
Delta: -0.017 ≈2% ITM
Gamma: 0
Theta: -0.126
Vega: 0.065
Open interest: 0

Model this put

Call · $390 In the money

Last: —
Breakeven: —
Implied vol: 106.7%
Delta: 0.965 ≈97% ITM
Gamma: 0
Theta: -0.3
Vega: 0.132
Open interest: 0

Model this call

Put · $390

Last: —
Breakeven: —
Implied vol: 103%
Delta: -0.031 ≈3% ITM
Gamma: 0
Theta: -0.226
Vega: 0.132
Open interest: 0

Model this put

Call · $400 In the money

Last: —
Breakeven: —
Implied vol: 101.7%
Delta: 0.964 ≈96% ITM
Gamma: 0
Theta: -0.296
Vega: 0.133
Open interest: 0

Model this call

Put · $400

Last: —
Breakeven: —
Implied vol: 91.9%
Delta: -0.023 ≈2% ITM
Gamma: 0
Theta: -0.162
Vega: 0.133
Open interest: 0

Model this put

Call · $410 In the money

Last: —
Breakeven: —
Implied vol: 102.7%
Delta: 0.955 ≈96% ITM
Gamma: 0.001
Theta: -0.351
Vega: 0.135
Open interest: 0

Model this call

Put · $410

Last: —
Breakeven: —
Implied vol: 111%
Delta: -0.055 ≈6% ITM
Gamma: 0.001
Theta: -0.397
Vega: 0.234
Open interest: 0

Model this put

Call · $420 In the money

Last: —
Breakeven: —
Implied vol: 99.7%
Delta: 0.951 ≈95% ITM
Gamma: 0.001
Theta: -0.365
Vega: 0.137
Open interest: 0

Model this call

Put · $420

Last: $3.71
Breakeven: $416.29
Implied vol: 104%
Delta: -0.055 ≈5% ITM
Gamma: 0.001
Theta: -0.371
Vega: 0.237
Open interest: 1

Model this put

Call · $430 In the money

Last: —
Breakeven: —
Implied vol: 96.2%
Delta: 0.948 ≈95% ITM
Gamma: 0.001
Theta: -0.375
Vega: 0.24
Open interest: 0

Model this call

Put · $430

Last: $7.00
Breakeven: $423.00
Implied vol: 101%
Delta: -0.061 ≈6% ITM
Gamma: 0.001
Theta: -0.391
Vega: 0.24
Open interest: 2

Model this put

Call · $440 In the money

Last: $191.80
Breakeven: $631.80
Implied vol: 97.2%
Delta: 0.933 ≈93% ITM
Gamma: 0.001
Theta: -0.444
Vega: 0.243
Open interest: 1

Model this call

Put · $440

Last: —
Breakeven: —
Implied vol: 92.9%
Delta: -0.059 ≈6% ITM
Gamma: 0.001
Theta: -0.347
Vega: 0.242
Open interest: 0

Model this put

Call · $450 In the money

Last: —
Breakeven: —
Implied vol: 97.4%
Delta: 0.92 ≈92% ITM
Gamma: 0.001
Theta: -0.504
Vega: 0.245
Open interest: 0

Model this call

Put · $450

Last: $4.95
Breakeven: $445.05
Implied vol: 92.5%
Delta: -0.071 ≈7% ITM
Gamma: 0.001
Theta: -0.398
Vega: 0.245
Open interest: 3

Model this put

Call · $460 In the money

Last: $169.10
Breakeven: $629.10
Implied vol: 95.8%
Delta: 0.911 ≈91% ITM
Gamma: 0.001
Theta: -0.54
Vega: 0.248
Open interest: 1

Model this call

Put · $460

Last: $9.00
Breakeven: $451.00
Implied vol: 89.6%
Delta: -0.078 ≈8% ITM
Gamma: 0.001
Theta: -0.417
Vega: 0.248
Open interest: 1

Model this put

Call · $470 In the money

Last: —
Breakeven: —
Implied vol: 95.6%
Delta: 0.898 ≈90% ITM
Gamma: 0.001
Theta: -0.594
Vega: 0.251
Open interest: 0

Model this call

Put · $470

Last: —
Breakeven: —
Implied vol: 90.6%
Delta: -0.094 ≈9% ITM
Gamma: 0.001
Theta: -0.484
Vega: 0.251
Open interest: 0

Model this put

Call · $480 In the money

Last: —
Breakeven: —
Implied vol: 93.4%
Delta: 0.887 ≈89% ITM
Gamma: 0.001
Theta: -0.623
Vega: 0.381
Open interest: 0

Model this call

Put · $480

Last: $13.20
Breakeven: $466.80
Implied vol: 90.9%
Delta: -0.108 ≈11% ITM
Gamma: 0.001
Theta: -0.543
Vega: 0.381
Open interest: 3

Model this put

Call · $490 In the money

Last: —
Breakeven: —
Implied vol: 93%
Delta: 0.869 ≈87% ITM
Gamma: 0.001
Theta: -0.678
Vega: 0.385
Open interest: 0

Model this call

Put · $490

Last: $9.00
Breakeven: $481.00
Implied vol: 89.4%
Delta: -0.123 ≈12% ITM
Gamma: 0.001
Theta: -0.582
Vega: 0.385
Open interest: 400

Model this put

Call · $500 In the money

Last: $185.00
Breakeven: $685.00
Implied vol: 92.4%
Delta: 0.851 ≈85% ITM
Gamma: 0.002
Theta: -0.729
Vega: 0.39
Open interest: 62

Model this call

Put · $500

Last: $16.45
Breakeven: $483.55
Implied vol: 88.9%
Delta: -0.142 ≈14% ITM
Gamma: 0.002
Theta: -0.633
Vega: 0.39
Open interest: 400

Model this put

Call · $510 In the money

Last: —
Breakeven: —
Implied vol: 91.9%
Delta: 0.834 ≈83% ITM
Gamma: 0.002
Theta: -0.781
Vega: 0.394
Open interest: 0

Model this call

Put · $510

Last: $14.00
Breakeven: $496.00
Implied vol: 87%
Delta: -0.157 ≈16% ITM
Gamma: 0.002
Theta: -0.664
Vega: 0.394
Open interest: 11

Model this put

Call · $520 In the money

Last: —
Breakeven: —
Implied vol: 91.5%
Delta: 0.815 ≈82% ITM
Gamma: 0.002
Theta: -0.836
Vega: 0.398
Open interest: 0

Model this call

Put · $520

Last: $18.00
Breakeven: $502.00
Implied vol: 88.4%
Delta: -0.18 ≈18% ITM
Gamma: 0.002
Theta: -0.742
Vega: 0.398
Open interest: 11

Model this put

Call · $530 In the money

Last: —
Breakeven: —
Implied vol: 91.5%
Delta: 0.793 ≈79% ITM
Gamma: 0.002
Theta: -0.888
Vega: 0.526
Open interest: 0

Model this call

Put · $530

Last: $14.97
Breakeven: $515.03
Implied vol: 88.9%
Delta: -0.202 ≈20% ITM
Gamma: 0.002
Theta: -0.803
Vega: 0.526
Open interest: 6

Model this put

Call · $540 In the money

Last: —
Breakeven: —
Implied vol: 90.6%
Delta: 0.771 ≈77% ITM
Gamma: 0.002
Theta: -0.924
Vega: 0.531
Open interest: 0

Model this call

Put · $540

Last: $15.00
Breakeven: $525.00
Implied vol: 89%
Delta: -0.227 ≈23% ITM
Gamma: 0.002
Theta: -0.851
Vega: 0.531
Open interest: 1

Model this put

Call · $550 In the money

Last: —
Breakeven: —
Implied vol: 90.2%
Delta: 0.748 ≈75% ITM
Gamma: 0.002
Theta: -0.965
Vega: 0.537
Open interest: 0

Model this call

Put · $550

Last: $14.40
Breakeven: $535.60
Implied vol: 88%
Delta: -0.249 ≈25% ITM
Gamma: 0.002
Theta: -0.884
Vega: 0.537
Open interest: 14

Model this put

Call · $560 In the money

Last: —
Breakeven: —
Implied vol: 90.1%
Delta: 0.724 ≈72% ITM
Gamma: 0.002
Theta: -1.012
Vega: 0.542
Open interest: 0

Model this call

Put · $560

Last: —
Breakeven: —
Implied vol: 87.8%
Delta: -0.274 ≈27% ITM
Gamma: 0.002
Theta: -0.928
Vega: 0.542
Open interest: 0

Model this put

Call · $570 In the money

Last: $88.60
Breakeven: $658.60
Implied vol: 91.2%
Delta: 0.698 ≈70% ITM
Gamma: 0.002
Theta: -1.074
Vega: 0.547
Open interest: 1

Model this call

Put · $570

Last: $38.84
Breakeven: $531.16
Implied vol: 88.4%
Delta: -0.299 ≈30% ITM
Gamma: 0.002
Theta: -0.983
Vega: 0.548
Open interest: 2

Model this put

Call · $580 In the money

Last: —
Breakeven: —
Implied vol: 89.8%
Delta: 0.674 ≈67% ITM
Gamma: 0.002
Theta: -1.087
Vega: 0.631
Open interest: 0

Model this call

Put · $580

Last: —
Breakeven: —
Implied vol: 87.4%
Delta: -0.325 ≈32% ITM
Gamma: 0.003
Theta: -1.003
Vega: 0.632
Open interest: 0

Model this put

Call · $590 In the money

Last: —
Breakeven: —
Implied vol: 88.6%
Delta: 0.648 ≈65% ITM
Gamma: 0.003
Theta: -1.096
Vega: 0.637
Open interest: 0

Model this call

Put · $590

Last: —
Breakeven: —
Implied vol: 87.5%
Delta: -0.352 ≈35% ITM
Gamma: 0.003
Theta: -1.027
Vega: 0.638
Open interest: 0

Model this put

Call · $600 In the money

Last: $103.53
Breakeven: $703.53
Implied vol: 87%
Delta: 0.622 ≈62% ITM
Gamma: 0.003
Theta: -1.099
Vega: 0.643
Open interest: 7

Model this call

Put · $600

Last: $42.81
Breakeven: $557.19
Implied vol: 85.8%
Delta: -0.379 ≈38% ITM
Gamma: 0.003
Theta: -1.028
Vega: 0.644
Open interest: 4

Model this put

Call · $610 In the money

Last: $66.78
Breakeven: $676.78
Implied vol: 87%
Delta: 0.594 ≈59% ITM
Gamma: 0.003
Theta: -1.121
Vega: 0.649
Open interest: 2

Model this call

Put · $610

Last: —
Breakeven: —
Implied vol: 86.9%
Delta: -0.406 ≈41% ITM
Gamma: 0.003
Theta: -1.064
Vega: 0.649
Open interest: 0

Model this put

Call · $620 In the money

Last: $59.38
Breakeven: $679.38
Implied vol: 87.9%
Delta: 0.567 ≈57% ITM
Gamma: 0.003
Theta: -1.157
Vega: 0.655
Open interest: 8

Model this call

Put · $620

Last: $38.00
Breakeven: $582.00
Implied vol: 86.6%
Delta: -0.434 ≈43% ITM
Gamma: 0.003
Theta: -1.083
Vega: 0.655
Open interest: 1

Model this put

Call · $630

Last: $60.80
Breakeven: $690.80
Implied vol: 87.8%
Delta: 0.541 ≈54% ITM
Gamma: 0.003
Theta: -1.167
Vega: 0.661
Open interest: 1

Model this call

Put · $630 In the money

Last: —
Breakeven: —
Implied vol: 86.7%
Delta: -0.461 ≈46% ITM
Gamma: 0.003
Theta: -1.094
Vega: 0.661
Open interest: 0

Model this put

Call · $640

Last: $80.25
Breakeven: $720.25
Implied vol: 87%
Delta: 0.514 ≈51% ITM
Gamma: 0.003
Theta: -1.151
Vega: 0.666
Open interest: 46

Model this call

Put · $640 In the money

Last: $38.55
Breakeven: $601.45
Implied vol: 86.6%
Delta: -0.488 ≈49% ITM
Gamma: 0.003
Theta: -1.086
Vega: 0.667
Open interest: 1

Model this put

Call · $650

Last: $79.80
Breakeven: $729.80
Implied vol: 87.4%
Delta: 0.488 ≈49% ITM
Gamma: 0.003
Theta: -1.151
Vega: 0.672
Open interest: 27

Model this call

Put · $650 In the money

Last: $84.98
Breakeven: $565.02
Implied vol: 84.3%
Delta: -0.518 ≈52% ITM
Gamma: 0.003
Theta: -1.049
Vega: 0.672
Open interest: 2

Model this put

Call · $660

Last: $47.65
Breakeven: $707.65
Implied vol: 87.3%
Delta: 0.461 ≈46% ITM
Gamma: 0.003
Theta: -1.143
Vega: 0.678
Open interest: 4

Model this call

Put · $660 In the money

Last: —
Breakeven: —
Implied vol: 85.7%
Delta: -0.543 ≈54% ITM
Gamma: 0.003
Theta: -1.062
Vega: 0.678
Open interest: 0

Model this put

Call · $670

Last: $68.53
Breakeven: $738.53
Implied vol: 87.4%
Delta: 0.435 ≈44% ITM
Gamma: 0.003
Theta: -1.139
Vega: 0.683
Open interest: 6

Model this call

Put · $670 In the money

Last: —
Breakeven: —
Implied vol: 86.3%
Delta: -0.568 ≈57% ITM
Gamma: 0.003
Theta: -1.063
Vega: 0.683
Open interest: 0

Model this put

Call · $680

Last: $38.23
Breakeven: $718.23
Implied vol: 88%
Delta: 0.41 ≈41% ITM
Gamma: 0.003
Theta: -1.142
Vega: 0.689
Open interest: 2

Model this call

Put · $680 In the money

Last: —
Breakeven: —
Implied vol: 86.9%
Delta: -0.594 ≈59% ITM
Gamma: 0.003
Theta: -1.065
Vega: 0.683
Open interest: 0

Model this put

Call · $690

Last: —
Breakeven: —
Implied vol: 87.6%
Delta: 0.387 ≈39% ITM
Gamma: 0.003
Theta: -1.113
Vega: 0.608
Open interest: 0

Model this call

Put · $690 In the money

Last: —
Breakeven: —
Implied vol: 86.4%
Delta: -0.618 ≈62% ITM
Gamma: 0.003
Theta: -1.031
Vega: 0.608
Open interest: 0

Model this put

Call · $700

Last: $52.20
Breakeven: $752.20
Implied vol: 87.3%
Delta: 0.364 ≈36% ITM
Gamma: 0.003
Theta: -1.08
Vega: 0.612
Open interest: 123

Model this call

Put · $700 In the money

Last: —
Breakeven: —
Implied vol: 85.8%
Delta: -0.642 ≈64% ITM
Gamma: 0.003
Theta: -0.993
Vega: 0.612
Open interest: 0

Model this put

Call · $710

Last: $49.60
Breakeven: $759.60
Implied vol: 88.1%
Delta: 0.344 ≈34% ITM
Gamma: 0.003
Theta: -1.064
Vega: 0.617
Open interest: 2

Model this call

Put · $710 In the money

Last: —
Breakeven: —
Implied vol: 85.3%
Delta: -0.666 ≈67% ITM
Gamma: 0.003
Theta: -0.958
Vega: 0.616
Open interest: 0

Model this put

Call · $720

Last: $30.00
Breakeven: $750.00
Implied vol: 86.7%
Delta: 0.318 ≈32% ITM
Gamma: 0.002
Theta: -1.013
Vega: 0.622
Open interest: 4

Model this call

Put · $720 In the money

Last: $72.21
Breakeven: $647.79
Implied vol: 85.7%
Delta: -0.688 ≈69% ITM
Gamma: 0.003
Theta: -0.935
Vega: 0.621
Open interest: 1

Model this put

Call · $730

Last: —
Breakeven: —
Implied vol: 87.2%
Delta: 0.297 ≈30% ITM
Gamma: 0.002
Theta: -0.993
Vega: 0.627
Open interest: 0

Model this call

Put · $730 In the money

Last: $120.40
Breakeven: $609.60
Implied vol: 85.5%
Delta: -0.711 ≈71% ITM
Gamma: 0.002
Theta: -0.903
Vega: 0.623
Open interest: 1

Model this put

Call · $740

Last: $40.14
Breakeven: $780.14
Implied vol: 87.3%
Delta: 0.276 ≈28% ITM
Gamma: 0.002
Theta: -0.967
Vega: 0.631
Open interest: 8

Model this call

Put · $740 In the money

Last: $127.40
Breakeven: $612.60
Implied vol: 85.6%
Delta: -0.733 ≈73% ITM
Gamma: 0.002
Theta: -0.875
Vega: 0.583
Open interest: 1

Model this put

Call · $750

Last: $34.65
Breakeven: $784.65
Implied vol: 87.5%
Delta: 0.258 ≈26% ITM
Gamma: 0.002
Theta: -0.935
Vega: 0.486
Open interest: 4

Model this call

Put · $750 In the money

Last: $89.00
Breakeven: $661.00
Implied vol: 85.3%
Delta: -0.751 ≈75% ITM
Gamma: 0.002
Theta: -0.83
Vega: 0.485
Open interest: 1

Model this put

Call · $760

Last: $34.00
Breakeven: $794.00
Implied vol: 86.2%
Delta: 0.238 ≈24% ITM
Gamma: 0.002
Theta: -0.875
Vega: 0.49
Open interest: 3

Model this call

Put · $760 In the money

Last: —
Breakeven: —
Implied vol: 84.5%
Delta: -0.771 ≈77% ITM
Gamma: 0.002
Theta: -0.778
Vega: 0.489
Open interest: 0

Model this put

Call · $770

Last: $21.82
Breakeven: $791.82
Implied vol: 85.8%
Delta: 0.22 ≈22% ITM
Gamma: 0.002
Theta: -0.83
Vega: 0.494
Open interest: 1

Model this call

Put · $770 In the money

Last: —
Breakeven: —
Implied vol: 83.8%
Delta: -0.791 ≈79% ITM
Gamma: 0.002
Theta: -0.727
Vega: 0.49
Open interest: 0

Model this put

Call · $780

Last: $16.50
Breakeven: $796.50
Implied vol: 86.2%
Delta: 0.205 ≈20% ITM
Gamma: 0.002
Theta: -0.798
Vega: 0.497
Open interest: 1

Model this call

Put · $780 In the money

Last: —
Breakeven: —
Implied vol: 82.7%
Delta: -0.812 ≈81% ITM
Gamma: 0.002
Theta: -0.67
Vega: 0.492
Open interest: 0

Model this put

Call · $790

Last: $25.59
Breakeven: $815.59
Implied vol: 85.7%
Delta: 0.186 ≈19% ITM
Gamma: 0.002
Theta: -0.751
Vega: 0.501
Open interest: 3

Model this call

Put · $790 In the money

Last: —
Breakeven: —
Implied vol: 83.8%
Delta: -0.825 ≈82% ITM
Gamma: 0.002
Theta: -0.65
Vega: 0.491
Open interest: 0

Model this put

Call · $800

Last: $13.05
Breakeven: $813.05
Implied vol: 86.8%
Delta: 0.174 ≈17% ITM
Gamma: 0.002
Theta: -0.732
Vega: 0.504
Open interest: 2

Model this call

Put · $800 In the money

Last: —
Breakeven: —
Implied vol: 84%
Delta: -0.841 ≈84% ITM
Gamma: 0.002
Theta: -0.615
Vega: 0.477
Open interest: 0

Model this put

Call · $810

Last: $15.89
Breakeven: $825.89
Implied vol: 86%
Delta: 0.157 ≈16% ITM
Gamma: 0.002
Theta: -0.681
Vega: 0.338
Open interest: 9

Model this call

Put · $810 In the money

Last: —
Breakeven: —
Implied vol: 82.6%
Delta: -0.858 ≈86% ITM
Gamma: 0.002
Theta: -0.552
Vega: 0.335
Open interest: 0

Model this put

Call · $820

Last: $19.59
Breakeven: $839.59
Implied vol: 85.4%
Delta: 0.145 ≈14% ITM
Gamma: 0.002
Theta: -0.637
Vega: 0.341
Open interest: 2

Model this call

Put · $820 In the money

Last: —
Breakeven: —
Implied vol: 83.7%
Delta: -0.865 ≈87% ITM
Gamma: 0.002
Theta: -0.536
Vega: 0.336
Open interest: 0

Model this put

Call · $830

Last: $16.80
Breakeven: $846.80
Implied vol: 84.7%
Delta: 0.131 ≈13% ITM
Gamma: 0.002
Theta: -0.587
Vega: 0.343
Open interest: 3

Model this call

Put · $830 In the money

Last: —
Breakeven: —
Implied vol: 83.5%
Delta: -0.877 ≈88% ITM
Gamma: 0.002
Theta: -0.496
Vega: 0.336
Open interest: 0

Model this put

Call · $840

Last: $15.00
Breakeven: $855.00
Implied vol: 84.5%
Delta: 0.12 ≈12% ITM
Gamma: 0.001
Theta: -0.548
Vega: 0.346
Open interest: 1

Model this call

Put · $840 In the money

Last: —
Breakeven: —
Implied vol: 83.1%
Delta: -0.89 ≈89% ITM
Gamma: 0.001
Theta: -0.453
Vega: 0.336
Open interest: 0

Model this put

Call · $850

Last: $32.20
Breakeven: $882.20
Implied vol: 84.1%
Delta: 0.108 ≈11% ITM
Gamma: 0.001
Theta: -0.506
Vega: 0.348
Open interest: 1

Model this call

Put · $850 In the money

Last: —
Breakeven: —
Implied vol: 84.4%
Delta: -0.896 ≈90% ITM
Gamma: 0.001
Theta: -0.439
Vega: 0.335
Open interest: 0

Model this put

Call · $860

Last: $15.40
Breakeven: $875.40
Implied vol: 85.4%
Delta: 0.101 ≈10% ITM
Gamma: 0.001
Theta: -0.493
Vega: 0.35
Open interest: 206

Model this call

Put · $860 In the money

Last: —
Breakeven: —
Implied vol: 81.9%
Delta: -0.918 ≈92% ITM
Gamma: 0.001
Theta: -0.359
Vega: 0.319
Open interest: 0

Model this put

Call · $870

Last: $13.02
Breakeven: $883.02
Implied vol: 85.2%
Delta: 0.09 ≈9% ITM
Gamma: 0.001
Theta: -0.454
Vega: 0.352
Open interest: 200

Model this call

Put · $870 In the money

Last: —
Breakeven: —
Implied vol: 83.9%
Delta: -0.92 ≈92% ITM
Gamma: 0.001
Theta: -0.358
Vega: 0.195
Open interest: 0

Model this put

Call · $880

Last: $8.65
Breakeven: $888.65
Implied vol: 83.9%
Delta: 0.079 ≈8% ITM
Gamma: 0.001
Theta: -0.405
Vega: 0.205
Open interest: 1

Model this call

Put · $880 In the money

Last: —
Breakeven: —
Implied vol: 84.9%
Delta: -0.924 ≈92% ITM
Gamma: 0.001
Theta: -0.345
Vega: 0.196
Open interest: 0

Model this put

Call · $890

Last: $6.03
Breakeven: $896.03
Implied vol: 88.2%
Delta: 0.083 ≈8% ITM
Gamma: 0.001
Theta: -0.444
Vega: 0.206
Open interest: 1

Model this call

Put · $890 In the money

Last: —
Breakeven: —
Implied vol: 83.8%
Delta: -0.933 ≈93% ITM
Gamma: 0.001
Theta: -0.303
Vega: 0.195
Open interest: 0

Model this put

Call · $900

Last: $9.63
Breakeven: $909.63
Implied vol: 91.9%
Delta: 0.086 ≈9% ITM
Gamma: 0.001
Theta: -0.473
Vega: 0.207
Open interest: 4

Model this call

Put · $900 In the money

Last: —
Breakeven: —
Implied vol: 84%
Delta: -0.939 ≈94% ITM
Gamma: 0.001
Theta: -0.278
Vega: 0.194
Open interest: 0

Model this put

Call · $910

Last: —
Breakeven: —
Implied vol: 88.3%
Delta: 0.072 ≈7% ITM
Gamma: 0.001
Theta: -0.393
Vega: 0.209
Open interest: 0

Model this call

Put · $910 In the money

Last: —
Breakeven: —
Implied vol: 85.9%
Delta: -0.94 ≈94% ITM
Gamma: 0.001
Theta: -0.28
Vega: 0.195
Open interest: 0

Model this put

Call · $920

Last: —
Breakeven: —
Implied vol: 93.3%
Delta: 0.078 ≈8% ITM
Gamma: 0.001
Theta: -0.442
Vega: 0.209
Open interest: 0

Model this call

Put · $920 In the money

Last: —
Breakeven: —
Implied vol: 84.4%
Delta: -0.951 ≈95% ITM
Gamma: 0.001
Theta: -0.233
Vega: 0.189
Open interest: 0

Model this put

Call · $930

Last: —
Breakeven: —
Implied vol: 94.3%
Delta: 0.075 ≈7% ITM
Gamma: 0.001
Theta: -0.432
Vega: 0.21
Open interest: 0

Model this call

Put · $930 In the money

Last: —
Breakeven: —
Implied vol: 84.5%
Delta: -0.957 ≈96% ITM
Gamma: 0.001
Theta: -0.207
Vega: 0.183
Open interest: 0

Model this put

Call · $940

Last: —
Breakeven: —
Implied vol: 96.8%
Delta: 0.075 ≈8% ITM
Gamma: 0.001
Theta: -0.445
Vega: 0.211
Open interest: 0

Model this call

Put · $940 In the money

Last: —
Breakeven: —
Implied vol: 83.2%
Delta: -0.967 ≈97% ITM
Gamma: 0.001
Theta: -0.157
Vega: 0.145
Open interest: 0

Model this put

Call · $950

Last: —
Breakeven: —
Implied vol: 98.6%
Delta: 0.074 ≈7% ITM
Gamma: 0.001
Theta: -0.448
Vega: 0.212
Open interest: 0

Model this call

Put · $950 In the money

Last: —
Breakeven: —
Implied vol: 85.3%
Delta: -0.967 ≈97% ITM
Gamma: 0.001
Theta: -0.164
Vega: 0.155
Open interest: 0

Model this put

Call · $960

Last: —
Breakeven: —
Implied vol: 99.4%
Delta: 0.071 ≈7% ITM
Gamma: 0.001
Theta: -0.436
Vega: 0.213
Open interest: 0

Model this call

Put · $960 In the money

Last: —
Breakeven: —
Implied vol: 81.4%
Delta: -0.977 ≈98% ITM
Gamma: 0.001
Theta: -0.11
Vega: 0.085
Open interest: 0

Model this put

Call · $970

Last: —
Breakeven: —
Implied vol: 101.7%
Delta: 0.071 ≈7% ITM
Gamma: 0.001
Theta: -0.445
Vega: 0.214
Open interest: 0

Model this call

Put · $970 In the money

Last: —
Breakeven: —
Implied vol: 77.5%
Delta: -0.989 ≈99% ITM
Gamma: 0
Theta: -0.052
Vega: 0.058
Open interest: 0

Model this put

Call · $980

Last: $2.87
Breakeven: $982.87
Implied vol: 101.3%
Delta: 0.065 ≈7% ITM
Gamma: 0.001
Theta: -0.416
Vega: 0.216
Open interest: 2

Model this call

Put · $980 In the money

Last: —
Breakeven: —
Implied vol: 78.1%
Delta: -0.991 ≈99% ITM
Gamma: 0
Theta: -0.045
Vega: 0.053
Open interest: 0

Model this put

Call · $990

Last: —
Breakeven: —
Implied vol: 104.7%
Delta: 0.068 ≈7% ITM
Gamma: 0.001
Theta: -0.443
Vega: 0.216
Open interest: 0

Model this call

Put · $990 In the money

Last: —
Breakeven: —
Implied vol: 79.7%
Delta: -0.991 ≈99% ITM
Gamma: 0
Theta: -0.045
Vega: 0.053
Open interest: 0

Model this put

Call · $1000

Last: $13.98
Breakeven: $1,013.98
Implied vol: 101.8%
Delta: 0.057 ≈6% ITM
Gamma: 0.001
Theta: -0.374
Vega: 0.218
Open interest: 0

Model this call

Put · $1000 In the money

Last: —
Breakeven: —
Implied vol: 78.5%
Delta: -0.995 ≈100% ITM
Gamma: 0
Theta: -0.011
Vega: 0.022
Open interest: 0

Model this put

Call · $1020

Last: $3.18
Breakeven: $1,023.18
Implied vol: 110.5%
Delta: 0.067 ≈7% ITM
Gamma: 0.001
Theta: -0.461
Vega: 0.219
Open interest: 1

Model this call

Put · $1020 In the money

Last: —
Breakeven: —
Implied vol: 83.4%
Delta: -0.994 ≈99% ITM
Gamma: 0
Theta: -0.038
Vega: 0.049
Open interest: 0

Model this put

Call · $1040

Last: $2.77
Breakeven: $1,042.77
Implied vol: 106.3%
Delta: 0.049 ≈5% ITM
Gamma: 0.001
Theta: -0.348
Vega: 0.222
Open interest: 3

Model this call

Put · $1040 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1060

Last: —
Breakeven: —
Implied vol: 112.3%
Delta: 0.054 ≈5% ITM
Gamma: 0.001
Theta: -0.396
Vega: 0.224
Open interest: 0

Model this call

Put · $1060 In the money

Last: —
Breakeven: —
Implied vol: 86.8%
Delta: -0.996 ≈100% ITM
Gamma: 0
Theta: -0.011
Vega: 0.022
Open interest: 0

Model this put

Call · $1080

Last: —
Breakeven: —
Implied vol: 116%
Delta: 0.054 ≈5% ITM
Gamma: 0.001
Theta: -0.408
Vega: 0.225
Open interest: 0

Model this call

Put · $1080 In the money

Last: $446.00
Breakeven: $634.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1100

Last: $1.97
Breakeven: $1,101.97
Implied vol: 118.7%
Delta: 0.052 ≈5% ITM
Gamma: 0.001
Theta: -0.405
Vega: 0.227
Open interest: 2

Model this call

Put · $1100 In the money

Last: $466.00
Breakeven: $634.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

IESC · IES Holdings, Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain