1
1
43.8%
0.98
$102.00
405
—
-0.03
48.7%
—
0
Call · $405
In the money
Last $102.00
Breakeven $507.00
Implied vol 43.8%
Delta 0.98 ≈98% ITM
Gamma 0.001
Theta -0.078
Vega 0.059
Open interest 1
Model this call
Put · $405
Last —
Breakeven —
Implied vol 48.7%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.088
Vega 0.118
Open interest 0
Model this put
0
—
41.6%
0.979
—
410
—
-0.068
58.8%
—
0
Call · $410
In the money
Last —
Breakeven —
Implied vol 41.6%
Delta 0.979 ≈98% ITM
Gamma 0.001
Theta -0.076
Vega 0.059
Open interest 0
Model this call
Put · $410
Last —
Breakeven —
Implied vol 58.8%
Delta -0.068 ≈7% ITM
Gamma 0.002
Theta -0.205
Vega 0.206
Open interest 0
Model this put
0
—
40.2%
0.977
—
415
—
-0.071
56.1%
—
0
Call · $415
In the money
Last —
Breakeven —
Implied vol 40.2%
Delta 0.977 ≈98% ITM
Gamma 0.001
Theta -0.08
Vega 0.059
Open interest 0
Model this call
Put · $415
Last —
Breakeven —
Implied vol 56.1%
Delta -0.071 ≈7% ITM
Gamma 0.002
Theta -0.201
Vega 0.207
Open interest 0
Model this put
0
2
38.9%
0.975
$94.00
420
$2.37
-0.06
50%
3
3
Call · $420
In the money
Last $94.00
Breakeven $514.00
Implied vol 38.9%
Delta 0.975 ≈97% ITM
Gamma 0.001
Theta -0.084
Vega 0.06
Open interest 0
Model this call
Put · $420
Last $2.37
Breakeven $417.63
Implied vol 50%
Delta -0.06 ≈6% ITM
Gamma 0.002
Theta -0.159
Vega 0.208
Open interest 3
Model this put
0
1
37.5%
0.972
$89.00
425
$2.48
-0.143
70.4%
3
3
Call · $425
In the money
Last $89.00
Breakeven $514.00
Implied vol 37.5%
Delta 0.972 ≈97% ITM
Gamma 0.001
Theta -0.088
Vega 0.12
Open interest 0
Model this call
Put · $425
Last $2.48
Breakeven $422.52
Implied vol 70.4%
Delta -0.143 ≈14% ITM
Gamma 0.002
Theta -0.42
Vega 0.317
Open interest 3
Model this put
1
1
36%
0.967
$88.25
430
$1.00
-0.038
37.4%
1
2
Call · $430
In the money
Last $88.25
Breakeven $518.25
Implied vol 36%
Delta 0.967 ≈97% ITM
Gamma 0.002
Theta -0.093
Vega 0.121
Open interest 1
Model this call
Put · $430
Last $1.00
Breakeven $429.00
Implied vol 37.4%
Delta -0.038 ≈4% ITM
Gamma 0.002
Theta -0.081
Vega 0.121
Open interest 2
Model this put
0
—
35.8%
0.957
—
435
$1.30
-0.086
45.8%
1
4
Call · $435
In the money
Last —
Breakeven —
Implied vol 35.8%
Delta 0.957 ≈96% ITM
Gamma 0.002
Theta -0.111
Vega 0.121
Open interest 0
Model this call
Put · $435
Last $1.30
Breakeven $433.70
Implied vol 45.8%
Delta -0.086 ≈9% ITM
Gamma 0.003
Theta -0.188
Vega 0.212
Open interest 4
Model this put
1
1
34.8%
0.95
$71.15
440
$1.40
-0.092
43.7%
4
3
Call · $440
In the money
Last $71.15
Breakeven $511.15
Implied vol 34.8%
Delta 0.95 ≈95% ITM
Gamma 0.002
Theta -0.12
Vega 0.122
Open interest 1
Model this call
Put · $440
Last $1.40
Breakeven $438.60
Implied vol 43.7%
Delta -0.092 ≈9% ITM
Gamma 0.003
Theta -0.19
Vega 0.213
Open interest 3
Model this put
1
1
34.6%
0.939
$64.68
445
$1.50
-0.056
33.5%
1
1
Call · $445
In the money
Last $64.68
Breakeven $509.68
Implied vol 34.6%
Delta 0.939 ≈94% ITM
Gamma 0.003
Theta -0.137
Vega 0.213
Open interest 1
Model this call
Put · $445
Last $1.50
Breakeven $443.50
Implied vol 33.5%
Delta -0.056 ≈6% ITM
Gamma 0.003
Theta -0.1
Vega 0.123
Open interest 1
Model this put
2
2
32.6%
0.932
$97.45
450
$1.75
-0.092
36.6%
3
13
Call · $450
In the money
Last $97.45
Breakeven $547.45
Implied vol 32.6%
Delta 0.932 ≈93% ITM
Gamma 0.003
Theta -0.139
Vega 0.214
Open interest 2
Model this call
Put · $450
Last $1.75
Breakeven $448.25
Implied vol 36.6%
Delta -0.092 ≈9% ITM
Gamma 0.003
Theta -0.158
Vega 0.215
Open interest 13
Model this put
0
—
31.9%
0.915
—
455
$2.50
-0.1
34.6%
1
11
Call · $455
In the money
Last —
Breakeven —
Implied vol 31.9%
Delta 0.915 ≈92% ITM
Gamma 0.004
Theta -0.157
Vega 0.215
Open interest 0
Model this call
Put · $455
Last $2.50
Breakeven $452.50
Implied vol 34.6%
Delta -0.1 ≈10% ITM
Gamma 0.004
Theta -0.16
Vega 0.216
Open interest 11
Model this put
0
—
30.6%
0.902
—
460
$2.82
-0.105
31.9%
1
7
Call · $460
In the money
Last —
Breakeven —
Implied vol 30.6%
Delta 0.902 ≈90% ITM
Gamma 0.004
Theta -0.166
Vega 0.217
Open interest 0
Model this call
Put · $460
Last $2.82
Breakeven $457.18
Implied vol 31.9%
Delta -0.105 ≈11% ITM
Gamma 0.004
Theta -0.153
Vega 0.217
Open interest 7
Model this put
1
1
29.8%
0.885
$85.15
465
$3.00
-0.122
30.9%
1
95
Call · $465
In the money
Last $85.15
Breakeven $550.15
Implied vol 29.8%
Delta 0.885 ≈88% ITM
Gamma 0.005
Theta -0.182
Vega 0.218
Open interest 1
Model this call
Put · $465
Last $3.00
Breakeven $462.00
Implied vol 30.9%
Delta -0.122 ≈12% ITM
Gamma 0.005
Theta -0.166
Vega 0.328
Open interest 95
Model this put
6
1
29.1%
0.859
$44.89
470
$2.52
-0.14
29.1%
67
49
Call · $470
In the money
Last $44.89
Breakeven $514.89
Implied vol 29.1%
Delta 0.859 ≈86% ITM
Gamma 0.006
Theta -0.199
Vega 0.329
Open interest 6
Model this call
Put · $470
Last $2.52
Breakeven $467.48
Implied vol 29.1%
Delta -0.14 ≈14% ITM
Gamma 0.006
Theta -0.169
Vega 0.33
Open interest 49
Model this put
2
1
28.8%
0.827
$50.97
475
$3.53
-0.16
27.2%
1
108
Call · $475
In the money
Last $50.97
Breakeven $525.97
Implied vol 28.8%
Delta 0.827 ≈83% ITM
Gamma 0.007
Theta -0.222
Vega 0.332
Open interest 2
Model this call
Put · $475
Last $3.53
Breakeven $471.47
Implied vol 27.2%
Delta -0.16 ≈16% ITM
Gamma 0.007
Theta -0.173
Vega 0.331
Open interest 108
Model this put
12
1
28.6%
0.793
$50.70
480
$4.07
-0.189
26.1%
2
80
Call · $480
In the money
Last $50.70
Breakeven $530.70
Implied vol 28.6%
Delta 0.793 ≈79% ITM
Gamma 0.008
Theta -0.245
Vega 0.335
Open interest 12
Model this call
Put · $480
Last $4.07
Breakeven $475.93
Implied vol 26.1%
Delta -0.189 ≈19% ITM
Gamma 0.008
Theta -0.184
Vega 0.334
Open interest 80
Model this put
14
1
28%
0.753
$28.40
485
$5.80
-0.233
26.2%
3
43
Call · $485
In the money
Last $28.40
Breakeven $513.40
Implied vol 28%
Delta 0.753 ≈75% ITM
Gamma 0.009
Theta -0.26
Vega 0.441
Open interest 14
Model this call
Put · $485
Last $5.80
Breakeven $479.20
Implied vol 26.2%
Delta -0.233 ≈23% ITM
Gamma 0.009
Theta -0.208
Vega 0.44
Open interest 43
Model this put
2
1
27.2%
0.711
$38.70
490
$6.62
-0.292
27.7%
1
137
Call · $490
In the money
Last $38.70
Breakeven $528.70
Implied vol 27.2%
Delta 0.711 ≈71% ITM
Gamma 0.01
Theta -0.271
Vega 0.445
Open interest 2
Model this call
Put · $490
Last $6.62
Breakeven $483.38
Implied vol 27.7%
Delta -0.292 ≈29% ITM
Gamma 0.009
Theta -0.246
Vega 0.445
Open interest 137
Model this put
11
2
27.7%
0.66
$27.10
495
$8.64
-0.334
26.3%
11
376
Call · $495
In the money
Last $27.10
Breakeven $522.10
Implied vol 27.7%
Delta 0.66 ≈66% ITM
Gamma 0.01
Theta -0.296
Vega 0.513
Open interest 11
Model this call
Put · $495
Last $8.64
Breakeven $486.36
Implied vol 26.3%
Delta -0.334 ≈33% ITM
Gamma 0.011
Theta -0.251
Vega 0.462
Open interest 376
Model this put
10
2
26.3%
0.61
$18.42
500
$10.50
-0.393
27.1%
3
278
Call · $500
In the money
Last $18.42
Breakeven $518.42
Implied vol 26.3%
Delta 0.61 ≈61% ITM
Gamma 0.011
Theta -0.29
Vega 0.517
Open interest 10
Model this call
Put · $500
Last $10.50
Breakeven $489.50
Implied vol 27.1%
Delta -0.393 ≈39% ITM
Gamma 0.011
Theta -0.267
Vega 0.517
Open interest 278
Model this put
17
6
27.4%
0.553
$16.76
505
$14.20
-0.448
26.6%
60
77
Call · $505
In the money
Last $16.76
Breakeven $521.76
Implied vol 27.4%
Delta 0.553 ≈55% ITM
Gamma 0.011
Theta -0.309
Vega 0.521
Open interest 17
Model this call
Put · $505
Last $14.20
Breakeven $490.80
Implied vol 26.6%
Delta -0.448 ≈45% ITM
Gamma 0.011
Theta -0.27
Vega 0.521
Open interest 77
Model this put
Underlying $506.96
301
6
26.1%
0.497
$16.03
510
$13.60
-0.505
26.4%
1
127
Call · $510
Last $16.03
Breakeven $526.03
Implied vol 26.1%
Delta 0.497 ≈50% ITM
Gamma 0.012
Theta -0.297
Vega 0.525
Open interest 301
Model this call
Put · $510
In the money
Last $13.60
Breakeven $496.40
Implied vol 26.4%
Delta -0.505 ≈51% ITM
Gamma 0.012
Theta -0.269
Vega 0.525
Open interest 127
Model this put
291
3
26%
0.439
$12.71
515
$17.30
-0.562
26.3%
6
68
Call · $515
Last $12.71
Breakeven $527.71
Implied vol 26%
Delta 0.439 ≈44% ITM
Gamma 0.012
Theta -0.289
Vega 0.53
Open interest 291
Model this call
Put · $515
In the money
Last $17.30
Breakeven $497.70
Implied vol 26.3%
Delta -0.562 ≈56% ITM
Gamma 0.012
Theta -0.26
Vega 0.529
Open interest 68
Model this put
38
2
25.9%
0.382
$10.90
520
$19.13
-0.615
27.1%
1
131
Call · $520
Last $10.90
Breakeven $530.90
Implied vol 25.9%
Delta 0.382 ≈38% ITM
Gamma 0.011
Theta -0.281
Vega 0.534
Open interest 38
Model this call
Put · $520
In the money
Last $19.13
Breakeven $500.87
Implied vol 27.1%
Delta -0.615 ≈61% ITM
Gamma 0.011
Theta -0.263
Vega 0.53
Open interest 131
Model this put
99
20
25.5%
0.328
$7.26
525
$20.50
-0.666
26.9%
2
21
Call · $525
Last $7.26
Breakeven $532.26
Implied vol 25.5%
Delta 0.328 ≈33% ITM
Gamma 0.011
Theta -0.258
Vega 0.471
Open interest 99
Model this call
Put · $525
In the money
Last $20.50
Breakeven $504.50
Implied vol 26.9%
Delta -0.666 ≈67% ITM
Gamma 0.01
Theta -0.244
Vega 0.469
Open interest 21
Model this put
168
2
25.9%
0.281
$6.75
530
$18.70
-0.71
27.4%
1
12
Call · $530
Last $6.75
Breakeven $536.75
Implied vol 25.9%
Delta 0.281 ≈28% ITM
Gamma 0.01
Theta -0.244
Vega 0.475
Open interest 168
Model this call
Put · $530
In the money
Last $18.70
Breakeven $511.30
Implied vol 27.4%
Delta -0.71 ≈71% ITM
Gamma 0.01
Theta -0.231
Vega 0.471
Open interest 12
Model this put
123
8
26%
0.236
$4.70
535
$18.30
-0.756
27.7%
37
31
Call · $535
Last $4.70
Breakeven $539.70
Implied vol 26%
Delta 0.236 ≈24% ITM
Gamma 0.009
Theta -0.225
Vega 0.366
Open interest 123
Model this call
Put · $535
In the money
Last $18.30
Breakeven $516.70
Implied vol 27.7%
Delta -0.756 ≈76% ITM
Gamma 0.009
Theta -0.215
Vega 0.452
Open interest 31
Model this put
265
10
28.8%
0.222
$4.60
540
$27.90
-0.793
27.7%
1
17
Call · $540
Last $4.60
Breakeven $544.60
Implied vol 28.8%
Delta 0.222 ≈22% ITM
Gamma 0.008
Theta -0.238
Vega 0.368
Open interest 265
Model this call
Put · $540
In the money
Last $27.90
Breakeven $512.10
Implied vol 27.7%
Delta -0.793 ≈79% ITM
Gamma 0.008
Theta -0.19
Vega 0.364
Open interest 17
Model this put
383
4
29.8%
0.198
$3.23
545
$17.50
-0.824
28.1%
1
5
Call · $545
Last $3.23
Breakeven $548.23
Implied vol 29.8%
Delta 0.198 ≈20% ITM
Gamma 0.007
Theta -0.228
Vega 0.37
Open interest 383
Model this call
Put · $545
In the money
Last $17.50
Breakeven $527.50
Implied vol 28.1%
Delta -0.824 ≈82% ITM
Gamma 0.007
Theta -0.173
Vega 0.362
Open interest 5
Model this put
166
13
25.7%
0.127
$2.65
550
$41.00
-0.852
28.8%
1
27
Call · $550
Last $2.65
Breakeven $552.65
Implied vol 25.7%
Delta 0.127 ≈13% ITM
Gamma 0.006
Theta -0.148
Vega 0.25
Open interest 166
Model this call
Put · $550
In the money
Last $41.00
Breakeven $509.00
Implied vol 28.8%
Delta -0.852 ≈85% ITM
Gamma 0.007
Theta -0.158
Vega 0.352
Open interest 27
Model this put
121
3
28.1%
0.123
$2.30
555
—
-0.877
29.1%
—
0
Call · $555
Last $2.30
Breakeven $557.30
Implied vol 28.1%
Delta 0.123 ≈12% ITM
Gamma 0.006
Theta -0.157
Vega 0.251
Open interest 121
Model this call
Put · $555
In the money
Last —
Breakeven —
Implied vol 29.1%
Delta -0.877 ≈88% ITM
Gamma 0.006
Theta -0.138
Vega 0.241
Open interest 0
Model this put
241
4
29.2%
0.11
$1.89
560
—
-0.894
29.8%
—
0
Call · $560
Last $1.89
Breakeven $561.89
Implied vol 29.2%
Delta 0.11 ≈11% ITM
Gamma 0.005
Theta -0.15
Vega 0.252
Open interest 241
Model this call
Put · $560
In the money
Last —
Breakeven —
Implied vol 29.8%
Delta -0.894 ≈89% ITM
Gamma 0.005
Theta -0.125
Vega 0.239
Open interest 0
Model this put
112
4
32.5%
0.115
$1.75
565
—
-0.902
31.3%
—
0
Call · $565
Last $1.75
Breakeven $566.75
Implied vol 32.5%
Delta 0.115 ≈12% ITM
Gamma 0.005
Theta -0.172
Vega 0.252
Open interest 112
Model this call
Put · $565
In the money
Last —
Breakeven —
Implied vol 31.3%
Delta -0.902 ≈90% ITM
Gamma 0.005
Theta -0.123
Vega 0.237
Open interest 0
Model this put
245
1
35.4%
0.117
$0.95
570
$54.50
-0.922
31.5%
2
2
Call · $570
Last $0.95
Breakeven $570.95
Implied vol 35.4%
Delta 0.117 ≈12% ITM
Gamma 0.004
Theta -0.19
Vega 0.253
Open interest 245
Model this call
Put · $570
In the money
Last $54.50
Breakeven $515.50
Implied vol 31.5%
Delta -0.922 ≈92% ITM
Gamma 0.004
Theta -0.102
Vega 0.225
Open interest 2
Model this put
23
1
34.5%
0.092
$0.95
575
—
-0.926
33.3%
—
0
Call · $575
Last $0.95
Breakeven $575.95
Implied vol 34.5%
Delta 0.092 ≈9% ITM
Gamma 0.004
Theta -0.155
Vega 0.255
Open interest 23
Model this call
Put · $575
In the money
Last —
Breakeven —
Implied vol 33.3%
Delta -0.926 ≈93% ITM
Gamma 0.004
Theta -0.105
Vega 0.223
Open interest 0
Model this put
20
22
36.3%
0.088
$0.90
580
—
-0.933
34.6%
—
0
Call · $580
Last $0.90
Breakeven $580.90
Implied vol 36.3%
Delta 0.088 ≈9% ITM
Gamma 0.003
Theta -0.158
Vega 0.256
Open interest 20
Model this call
Put · $580
In the money
Last —
Breakeven —
Implied vol 34.6%
Delta -0.933 ≈93% ITM
Gamma 0.003
Theta -0.101
Vega 0.139
Open interest 0
Model this put
77
38
29.8%
0.036
$0.52
585
—
-0.939
35.5%
—
0
Call · $585
Last $0.52
Breakeven $585.52
Implied vol 29.8%
Delta 0.036 ≈4% ITM
Gamma 0.002
Theta -0.064
Vega 0.151
Open interest 77
Model this call
Put · $585
In the money
Last —
Breakeven —
Implied vol 35.5%
Delta -0.939 ≈94% ITM
Gamma 0.003
Theta -0.095
Vega 0.136
Open interest 0
Model this put
6
1
42.4%
0.098
$0.49
590
—
-0.938
37.8%
—
0
Call · $590
Last $0.49
Breakeven $590.49
Implied vol 42.4%
Delta 0.098 ≈10% ITM
Gamma 0.003
Theta -0.199
Vega 0.257
Open interest 6
Model this call
Put · $590
In the money
Last —
Breakeven —
Implied vol 37.8%
Delta -0.938 ≈94% ITM
Gamma 0.003
Theta -0.104
Vega 0.137
Open interest 0
Model this put
13
9
44.2%
0.095
$0.40
595
—
-0.945
38.3%
—
0
Call · $595
Last $0.40
Breakeven $595.40
Implied vol 44.2%
Delta 0.095 ≈9% ITM
Gamma 0.003
Theta -0.202
Vega 0.257
Open interest 13
Model this call
Put · $595
In the money
Last —
Breakeven —
Implied vol 38.3%
Delta -0.945 ≈95% ITM
Gamma 0.003
Theta -0.093
Vega 0.136
Open interest 0
Model this put
304
10
45.6%
0.089
$0.70
600
—
-0.947
39.8%
—
0
Call · $600
Last $0.70
Breakeven $600.70
Implied vol 45.6%
Delta 0.089 ≈9% ITM
Gamma 0.003
Theta -0.201
Vega 0.258
Open interest 304
Model this call
Put · $600
In the money
Last —
Breakeven —
Implied vol 39.8%
Delta -0.947 ≈95% ITM
Gamma 0.002
Theta -0.094
Vega 0.136
Open interest 0
Model this put
2
1
38%
0.042
$2.85
605
—
-0.949
41.3%
—
0
Call · $605
Last $2.85
Breakeven $607.85
Implied vol 38%
Delta 0.042 ≈4% ITM
Gamma 0.002
Theta -0.092
Vega 0.152
Open interest 2
Model this call
Put · $605
In the money
Last —
Breakeven —
Implied vol 41.3%
Delta -0.949 ≈95% ITM
Gamma 0.002
Theta -0.096
Vega 0.136
Open interest 0
Model this put
3
1
39.1%
0.039
$1.15
610
—
-0.95
42.9%
—
0
Call · $610
Last $1.15
Breakeven $611.15
Implied vol 39.1%
Delta 0.039 ≈4% ITM
Gamma 0.002
Theta -0.09
Vega 0.152
Open interest 3
Model this call
Put · $610
In the money
Last —
Breakeven —
Implied vol 42.9%
Delta -0.95 ≈95% ITM
Gamma 0.002
Theta -0.097
Vega 0.136
Open interest 0
Model this put
1
1
40.6%
0.038
$3.10
615
—
-0.952
44.4%
—
0
Call · $615
Last $3.10
Breakeven $618.10
Implied vol 40.6%
Delta 0.038 ≈4% ITM
Gamma 0.002
Theta -0.091
Vega 0.153
Open interest 1
Model this call
Put · $615
In the money
Last —
Breakeven —
Implied vol 44.4%
Delta -0.952 ≈95% ITM
Gamma 0.002
Theta -0.098
Vega 0.134
Open interest 0
Model this put
5
5
42.4%
0.039
$0.60
620
—
-0.953
45.8%
—
0
Call · $620
Last $0.60
Breakeven $620.60
Implied vol 42.4%
Delta 0.039 ≈4% ITM
Gamma 0.001
Theta -0.097
Vega 0.153
Open interest 5
Model this call
Put · $620
In the money
Last —
Breakeven —
Implied vol 45.8%
Delta -0.953 ≈95% ITM
Gamma 0.002
Theta -0.099
Vega 0.135
Open interest 0
Model this put
11
10
43.9%
0.038
$1.40
625
—
-0.954
47.3%
—
0
Call · $625
Last $1.40
Breakeven $626.40
Implied vol 43.9%
Delta 0.038 ≈4% ITM
Gamma 0.001
Theta -0.098
Vega 0.154
Open interest 11
Model this call
Put · $625
In the money
Last —
Breakeven —
Implied vol 47.3%
Delta -0.954 ≈95% ITM
Gamma 0.002
Theta -0.101
Vega 0.135
Open interest 0
Model this put
1
1
44.8%
0.035
$1.10
630
—
-0.955
48.8%
—
0
Call · $630
Last $1.10
Breakeven $631.10
Implied vol 44.8%
Delta 0.035 ≈4% ITM
Gamma 0.001
Theta -0.095
Vega 0.077
Open interest 1
Model this call
Put · $630
In the money
Last —
Breakeven —
Implied vol 48.8%
Delta -0.955 ≈96% ITM
Gamma 0.002
Theta -0.102
Vega 0.136
Open interest 0
Model this put
1
1
57.9%
0.078
$1.00
635
—
-0.956
50.2%
—
0
Call · $635
Last $1.00
Breakeven $636.00
Implied vol 57.9%
Delta 0.078 ≈8% ITM
Gamma 0.002
Theta -0.23
Vega 0.153
Open interest 1
Model this call
Put · $635
In the money
Last —
Breakeven —
Implied vol 50.2%
Delta -0.956 ≈96% ITM
Gamma 0.002
Theta -0.103
Vega 0.136
Open interest 0
Model this put
1
1
47.3%
0.033
$0.80
640
—
-0.957
51.7%
—
0
Call · $640
Last $0.80
Breakeven $640.80
Implied vol 47.3%
Delta 0.033 ≈3% ITM
Gamma 0.001
Theta -0.095
Vega 0.078
Open interest 1
Model this call
Put · $640
In the money
Last —
Breakeven —
Implied vol 51.7%
Delta -0.957 ≈96% ITM
Gamma 0.002
Theta -0.104
Vega 0.136
Open interest 0
Model this put
1
1
46.9%
0.029
$0.35
645
—
-0.958
53.1%
—
0
Call · $645
Last $0.35
Breakeven $645.35
Implied vol 46.9%
Delta 0.029 ≈3% ITM
Gamma 0.001
Theta -0.083
Vega 0.078
Open interest 1
Model this call
Put · $645
In the money
Last —
Breakeven —
Implied vol 53.1%
Delta -0.958 ≈96% ITM
Gamma 0.002
Theta -0.105
Vega 0.135
Open interest 0
Model this put
1
1
61.9%
0.073
$0.80
650
—
-0.959
54.5%
—
0
Call · $650
Last $0.80
Breakeven $650.80
Implied vol 61.9%
Delta 0.073 ≈7% ITM
Gamma 0.002
Theta -0.232
Vega 0.155
Open interest 1
Model this call
Put · $650
In the money
Last —
Breakeven —
Implied vol 54.5%
Delta -0.959 ≈96% ITM
Gamma 0.001
Theta -0.106
Vega 0.136
Open interest 0
Model this put