LLY Stock — ELI LILLY & Co: Options Chain

Calls		Puts
0	—	—	—	—	$0.03	0	250.4%	1	272
Call · $570 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $570 Last $0.03 Breakeven $569.97 Implied vol 250.4% Delta 0 ≈0% ITM Gamma 0 Theta -0.062 Vega 0.002 Open interest 272 Model this put
2	2	—	—	$629.73	$0.03	-0.001	271.7%	1	116
Call · $580 In the money Last $629.73 Breakeven $1,209.73 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $580 Last $0.03 Breakeven $579.97 Implied vol 271.7% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.189 Vega 0.006 Open interest 116 Model this put
0	—	423.3%	0.977	—	$0.03	0	237%	4	322
Call · $590 In the money Last — Breakeven — Implied vol 423.3% Delta 0.977 ≈98% ITM Gamma 0 Theta -3.981 Vega 0.082 Open interest 0 Model this call Put · $590 Last $0.03 Breakeven $589.97 Implied vol 237% Delta 0 ≈0% ITM Gamma 0 Theta -0.054 Vega 0.002 Open interest 322 Model this put
0	—	—	—	—	$0.03	-0.001	259.8%	10	296
Call · $600 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $600 Last $0.03 Breakeven $599.97 Implied vol 259.8% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.188 Vega 0.007 Open interest 296 Model this put
0	—	—	—	—	$0.01	-0.003	278.4%	1	316
Call · $610 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $610 Last $0.01 Breakeven $609.99 Implied vol 278.4% Delta -0.003 ≈0% ITM Gamma 0 Theta -0.392 Vega 0.007 Open interest 316 Model this put
0	—	—	—	—	$0.03	-0.001	250.7%	4	618
Call · $620 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $620 Last $0.03 Breakeven $619.97 Implied vol 250.7% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.206 Vega 0.007 Open interest 618 Model this put
0	—	—	—	—	$0.01	0	209.1%	4	488
Call · $630 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $630 Last $0.01 Breakeven $629.99 Implied vol 209.1% Delta 0 ≈0% ITM Gamma 0 Theta -0.03 Vega 0.002 Open interest 488 Model this put
1	1	—	—	$566.00	$0.01	0	204.3%	1	519
Call · $640 In the money Last $566.00 Breakeven $1,206.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $640 Last $0.01 Breakeven $639.99 Implied vol 204.3% Delta 0 ≈0% ITM Gamma 0 Theta -0.029 Vega 0.002 Open interest 519 Model this put
0	—	—	—	—	$0.01	-0.001	230.5%	3	211
Call · $650 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $650 Last $0.01 Breakeven $649.99 Implied vol 230.5% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.173 Vega 0.007 Open interest 211 Model this put
0	—	—	—	—	$0.01	0	194.8%	14	403
Call · $660 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $660 Last $0.01 Breakeven $659.99 Implied vol 194.8% Delta 0 ≈0% ITM Gamma 0 Theta -0.029 Vega 0.002 Open interest 403 Model this put
2	2	—	—	$535.02	$0.01	-0.001	202%	4	286
Call · $670 In the money Last $535.02 Breakeven $1,205.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $670 Last $0.01 Breakeven $669.99 Implied vol 202% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.069 Vega 0.002 Open interest 286 Model this put
2	2	—	—	$525.09	$0.03	-0.001	213.4%	9	292
Call · $680 In the money Last $525.09 Breakeven $1,205.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $680 Last $0.03 Breakeven $679.97 Implied vol 213.4% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.159 Vega 0.007 Open interest 292 Model this put
0	—	—	—	—	$0.01	0	183.4%	69	409
Call · $690 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $690 Last $0.01 Breakeven $689.99 Implied vol 183.4% Delta 0 ≈0% ITM Gamma 0 Theta -0.037 Vega 0.002 Open interest 409 Model this put
0	—	—	—	—	$0.01	-0.002	206.2%	158	1.3k
Call · $700 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $700 Last $0.01 Breakeven $699.99 Implied vol 206.2% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.184 Vega 0.007 Open interest 1.3k Model this put
0	—	—	—	—	$0.01	0	174.6%	118	397
Call · $710 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $710 Last $0.01 Breakeven $709.99 Implied vol 174.6% Delta 0 ≈0% ITM Gamma 0 Theta -0.037 Vega 0.002 Open interest 397 Model this put
5	4	—	—	$489.74	$0.01	-0.001	193.6%	22	743
Call · $720 In the money Last $489.74 Breakeven $1,209.74 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this call Put · $720 Last $0.01 Breakeven $719.99 Implied vol 193.6% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.157 Vega 0.007 Open interest 743 Model this put
2	2	—	—	$477.52	$0.01	0	166%	219	861
Call · $730 In the money Last $477.52 Breakeven $1,207.52 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $730 Last $0.01 Breakeven $729.99 Implied vol 166% Delta 0 ≈0% ITM Gamma 0 Theta -0.037 Vega 0.002 Open interest 861 Model this put
0	1	—	—	$410.00	$0.01	0	161.8%	170	575
Call · $740 In the money Last $410.00 Breakeven $1,150.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $740 Last $0.01 Breakeven $739.99 Implied vol 161.8% Delta 0 ≈0% ITM Gamma 0 Theta -0.037 Vega 0.002 Open interest 575 Model this put
2	2	—	—	$454.75	$0.06	-0.002	181.5%	16	752
Call · $750 In the money Last $454.75 Breakeven $1,204.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $750 Last $0.06 Breakeven $749.94 Implied vol 181.5% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.175 Vega 0.007 Open interest 752 Model this put
1	1	—	—	$464.90	$0.01	0	153.5%	161	452
Call · $760 In the money Last $464.90 Breakeven $1,224.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $760 Last $0.01 Breakeven $759.99 Implied vol 153.5% Delta 0 ≈0% ITM Gamma 0 Theta -0.036 Vega 0.002 Open interest 452 Model this put
4	4	—	—	$434.20	$0.07	-0.001	165.6%	17	566
Call · $770 In the money Last $434.20 Breakeven $1,204.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $770 Last $0.07 Breakeven $769.93 Implied vol 165.6% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.11 Vega 0.007 Open interest 566 Model this put
12	10	—	—	$437.30	$0.13	-0.002	167.9%	9	334
Call · $780 In the money Last $437.30 Breakeven $1,217.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $780 Last $0.13 Breakeven $779.87 Implied vol 167.9% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.174 Vega 0.007 Open interest 334 Model this put
13	14	—	—	$434.45	$0.03	-0.002	162.3%	11	279
Call · $785 In the money Last $434.45 Breakeven $1,219.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 Model this call Put · $785 Last $0.03 Breakeven $784.97 Implied vol 162.3% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.141 Vega 0.007 Open interest 279 Model this put
16	4	—	—	$429.54	$0.04	-0.002	160.1%	227	1.2k
Call · $790 In the money Last $429.54 Breakeven $1,219.54 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this call Put · $790 Last $0.04 Breakeven $789.96 Implied vol 160.1% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.141 Vega 0.008 Open interest 1.2k Model this put
21	64	—	—	$404.02	$0.04	-0.001	148.3%	325	511
Call · $795 In the money Last $404.02 Breakeven $1,199.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 Model this call Put · $795 Last $0.04 Breakeven $794.96 Implied vol 148.3% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.068 Vega 0.002 Open interest 511 Model this put
9	20	—	—	$399.69	$0.10	-0.002	157.8%	202	589
Call · $800 In the money Last $399.69 Breakeven $1,199.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this call Put · $800 Last $0.10 Breakeven $799.90 Implied vol 157.8% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.16 Vega 0.008 Open interest 589 Model this put
4	6	—	—	$395.00	$0.04	-0.001	149.7%	247	229
Call · $805 In the money Last $395.00 Breakeven $1,200.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $805 Last $0.04 Breakeven $804.96 Implied vol 149.7% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.102 Vega 0.008 Open interest 229 Model this put
3	2	—	—	$389.88	$0.04	-0.002	150.9%	415	359
Call · $810 In the money Last $389.88 Breakeven $1,199.88 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $810 Last $0.04 Breakeven $809.96 Implied vol 150.9% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.134 Vega 0.008 Open interest 359 Model this put
3	4	—	—	$384.92	$0.03	-0.002	149.4%	8	561
Call · $815 In the money Last $384.92 Breakeven $1,199.92 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $815 Last $0.03 Breakeven $814.97 Implied vol 149.4% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.14 Vega 0.008 Open interest 561 Model this put
1	2	—	—	$380.54	$0.03	-0.002	151.2%	646	437
Call · $820 In the money Last $380.54 Breakeven $1,200.54 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $820 Last $0.03 Breakeven $819.97 Implied vol 151.2% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.178 Vega 0.008 Open interest 437 Model this put
7	1	—	—	$414.15	$0.04	-0.001	136.7%	80	290
Call · $825 In the money Last $414.15 Breakeven $1,239.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $825 Last $0.04 Breakeven $824.96 Implied vol 136.7% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.068 Vega 0.002 Open interest 290 Model this put
8	8	—	—	$376.56	$0.04	-0.002	141.8%	25	241
Call · $830 In the money Last $376.56 Breakeven $1,206.56 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $830 Last $0.04 Breakeven $829.96 Implied vol 141.8% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.127 Vega 0.008 Open interest 241 Model this put
14	4	—	—	$362.06	$0.05	-0.002	140.4%	160	526
Call · $835 In the money Last $362.06 Breakeven $1,197.06 Implied vol — Delta — Gamma — Theta — Vega — Open interest 14 Model this call Put · $835 Last $0.05 Breakeven $834.95 Implied vol 140.4% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.133 Vega 0.008 Open interest 526 Model this put
12	4	—	—	$357.08	$0.15	-0.003	151.2%	16	498
Call · $840 In the money Last $357.08 Breakeven $1,197.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $840 Last $0.15 Breakeven $839.85 Implied vol 151.2% Delta -0.003 ≈0% ITM Gamma 0 Theta -0.26 Vega 0.021 Open interest 498 Model this put
7	2	—	—	$359.22	$0.15	-0.004	152.4%	4	491
Call · $845 In the money Last $359.22 Breakeven $1,204.22 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $845 Last $0.15 Breakeven $844.85 Implied vol 152.4% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.334 Vega 0.021 Open interest 491 Model this put
3	2	—	—	$354.20	$0.04	-0.007	159.9%	5	1.1k
Call · $850 In the money Last $354.20 Breakeven $1,204.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $850 Last $0.04 Breakeven $849.96 Implied vol 159.9% Delta -0.007 ≈1% ITM Gamma 0 Theta -0.543 Vega 0.021 Open interest 1.1k Model this put
0	—	—	—	—	$0.04	-0.003	138.6%	32	530
Call · $855 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $855 Last $0.04 Breakeven $854.96 Implied vol 138.6% Delta -0.003 ≈0% ITM Gamma 0 Theta -0.196 Vega 0.008 Open interest 530 Model this put
2	4	—	—	$341.31	$0.05	-0.002	132.1%	864	141
Call · $860 In the money Last $341.31 Breakeven $1,201.31 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $860 Last $0.05 Breakeven $859.95 Implied vol 132.1% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.151 Vega 0.008 Open interest 141 Model this put
8	4	—	—	$336.30	$0.07	-0.001	121.9%	55	197
Call · $865 In the money Last $336.30 Breakeven $1,201.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $865 Last $0.07 Breakeven $864.93 Implied vol 121.9% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.067 Vega 0.004 Open interest 197 Model this put
10	10	—	—	$327.41	$0.09	-0.003	135.8%	290	437
Call · $870 In the money Last $327.41 Breakeven $1,197.41 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $870 Last $0.09 Breakeven $869.91 Implied vol 135.8% Delta -0.003 ≈0% ITM Gamma 0 Theta -0.227 Vega 0.008 Open interest 437 Model this put
6	6	—	—	$321.53	$0.24	-0.001	117.9%	1	247
Call · $875 In the money Last $321.53 Breakeven $1,196.53 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $875 Last $0.24 Breakeven $874.76 Implied vol 117.9% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.067 Vega 0.008 Open interest 247 Model this put
11	6	—	—	$320.63	$0.02	-0.002	124.8%	3	234
Call · $880 In the money Last $320.63 Breakeven $1,200.63 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $880 Last $0.02 Breakeven $879.98 Implied vol 124.8% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.156 Vega 0.008 Open interest 234 Model this put
9	6	—	—	$315.65	$0.05	-0.005	135.7%	82	282
Call · $885 In the money Last $315.65 Breakeven $1,200.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this call Put · $885 Last $0.05 Breakeven $884.95 Implied vol 135.7% Delta -0.005 ≈1% ITM Gamma 0 Theta -0.352 Vega 0.022 Open interest 282 Model this put
9	9	—	—	$321.06	$0.08	-0.002	119%	288	317
Call · $890 In the money Last $321.06 Breakeven $1,211.06 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this call Put · $890 Last $0.08 Breakeven $889.92 Implied vol 119% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.137 Vega 0.008 Open interest 317 Model this put
7	7	—	—	$318.15	$0.10	-0.002	118.4%	17	237
Call · $895 In the money Last $318.15 Breakeven $1,213.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $895 Last $0.10 Breakeven $894.90 Implied vol 118.4% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.149 Vega 0.008 Open interest 237 Model this put
20	34	—	—	$299.21	$0.20	-0.005	128.5%	1	466
Call · $900 In the money Last $299.21 Breakeven $1,199.21 Implied vol — Delta — Gamma — Theta — Vega — Open interest 20 Model this call Put · $900 Last $0.20 Breakeven $899.80 Implied vol 128.5% Delta -0.005 ≈1% ITM Gamma 0 Theta -0.334 Vega 0.022 Open interest 466 Model this put
8	36	195.4%	0.954	$295.70	$0.19	-0.007	130.4%	5	95
Call · $905 In the money Last $295.70 Breakeven $1,200.70 Implied vol 195.4% Delta 0.954 ≈95% ITM Gamma 0 Theta -3.313 Vega 0.103 Open interest 8 Model this call Put · $905 Last $0.19 Breakeven $904.81 Implied vol 130.4% Delta -0.007 ≈1% ITM Gamma 0 Theta -0.423 Vega 0.022 Open interest 95 Model this put
8	12	—	—	$290.71	$0.01	-0.008	132.8%	4	110
Call · $910 In the money Last $290.71 Breakeven $1,200.71 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $910 Last $0.01 Breakeven $909.99 Implied vol 132.8% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.522 Vega 0.022 Open interest 110 Model this put
2	2	—	—	$281.55	$0.67	-0.006	123.2%	4	98
Call · $915 In the money Last $281.55 Breakeven $1,196.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $915 Last $0.67 Breakeven $914.33 Implied vol 123.2% Delta -0.006 ≈1% ITM Gamma 0 Theta -0.356 Vega 0.022 Open interest 98 Model this put
2	1	—	—	$286.81	$0.56	-0.011	135%	4	89
Call · $920 In the money Last $286.81 Breakeven $1,206.81 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $920 Last $0.56 Breakeven $919.44 Implied vol 135% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.69 Vega 0.052 Open interest 89 Model this put
50	8	—	—	$276.42	$0.19	-0.004	114.3%	142	155
Call · $925 In the money Last $276.42 Breakeven $1,201.42 Implied vol — Delta — Gamma — Theta — Vega — Open interest 50 Model this call Put · $925 Last $0.19 Breakeven $924.81 Implied vol 114.3% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.25 Vega 0.022 Open interest 155 Model this put
12	8	—	—	$271.43	$0.20	-0.006	115.4%	1	170
Call · $930 In the money Last $271.43 Breakeven $1,201.43 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $930 Last $0.20 Breakeven $929.80 Implied vol 115.4% Delta -0.006 ≈1% ITM Gamma 0 Theta -0.318 Vega 0.022 Open interest 170 Model this put
4	4	—	—	$265.08	$0.10	-0.004	110.2%	17	149
Call · $935 In the money Last $265.08 Breakeven $1,200.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $935 Last $0.10 Breakeven $934.90 Implied vol 110.2% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.248 Vega 0.022 Open interest 149 Model this put
5	1	—	—	$255.74	$0.09	-0.001	94.7%	19	106
Call · $940 In the money Last $255.74 Breakeven $1,195.74 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this call Put · $940 Last $0.09 Breakeven $939.91 Implied vol 94.7% Delta -0.001 ≈0% ITM Gamma 0 Theta -0.077 Vega 0.008 Open interest 106 Model this put
2	2	—	—	$263.43	$0.08	-0.004	105.6%	340	433
Call · $945 In the money Last $263.43 Breakeven $1,208.43 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $945 Last $0.08 Breakeven $944.92 Implied vol 105.6% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.236 Vega 0.023 Open interest 433 Model this put
3	3	—	—	$262.34	$0.05	-0.003	100.2%	9	963
Call · $950 In the money Last $262.34 Breakeven $1,212.34 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $950 Last $0.05 Breakeven $949.95 Implied vol 100.2% Delta -0.003 ≈0% ITM Gamma 0 Theta -0.172 Vega 0.008 Open interest 963 Model this put
6	6	—	—	$256.57	$0.17	-0.003	96%	19	84
Call · $955 In the money Last $256.57 Breakeven $1,211.57 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $955 Last $0.17 Breakeven $954.83 Implied vol 96% Delta -0.003 ≈0% ITM Gamma 0 Theta -0.147 Vega 0.008 Open interest 84 Model this put
8	5	—	—	$251.19	$0.19	-0.007	105.7%	12	16
Call · $960 In the money Last $251.19 Breakeven $1,211.19 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $960 Last $0.19 Breakeven $959.81 Implied vol 105.7% Delta -0.007 ≈1% ITM Gamma 0 Theta -0.373 Vega 0.023 Open interest 16 Model this put
4	4	—	—	$247.14	$0.19	-0.003	91.8%	4	27
Call · $965 In the money Last $247.14 Breakeven $1,212.14 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $965 Last $0.19 Breakeven $964.81 Implied vol 91.8% Delta -0.003 ≈0% ITM Gamma 0 Theta -0.14 Vega 0.008 Open interest 27 Model this put
6	6	—	—	$246.05	$0.06	-0.002	87%	84	83
Call · $970 In the money Last $246.05 Breakeven $1,216.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $970 Last $0.06 Breakeven $969.94 Implied vol 87% Delta -0.002 ≈0% ITM Gamma 0 Theta -0.107 Vega 0.008 Open interest 83 Model this put
15	4	—	—	$240.69	$0.09	-0.003	89.4%	5	17
Call · $975 In the money Last $240.69 Breakeven $1,215.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 15 Model this call Put · $975 Last $0.09 Breakeven $974.91 Implied vol 89.4% Delta -0.003 ≈0% ITM Gamma 0 Theta -0.152 Vega 0.008 Open interest 17 Model this put
16	10	—	—	$218.47	$0.20	-0.022	118%	1	51
Call · $980 In the money Last $218.47 Breakeven $1,198.47 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this call Put · $980 Last $0.20 Breakeven $979.80 Implied vol 118% Delta -0.022 ≈2% ITM Gamma 0 Theta -1.086 Vega 0.054 Open interest 51 Model this put
12	6	—	—	$228.37	$0.20	-0.009	97.1%	1	135
Call · $985 In the money Last $228.37 Breakeven $1,213.37 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $985 Last $0.20 Breakeven $984.80 Implied vol 97.1% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.398 Vega 0.023 Open interest 135 Model this put
8	8	—	—	$228.15	$0.11	-0.009	96%	19	377
Call · $990 In the money Last $228.15 Breakeven $1,218.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $990 Last $0.11 Breakeven $989.89 Implied vol 96% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.417 Vega 0.023 Open interest 377 Model this put
9	8	—	—	$223.47	$0.05	-0.01	95.5%	20	74
Call · $995 In the money Last $223.47 Breakeven $1,218.47 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this call Put · $995 Last $0.05 Breakeven $994.95 Implied vol 95.5% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.451 Vega 0.023 Open interest 74 Model this put
11	1	—	—	$219.05	$0.22	-0.004	80.9%	1	66
Call · $1000 In the money Last $219.05 Breakeven $1,219.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $1000 Last $0.22 Breakeven $999.78 Implied vol 80.9% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.156 Vega 0.023 Open interest 66 Model this put
0	—	—	—	—	$0.16	-0.004	79%	81	82
Call · $1005 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $1005 Last $0.16 Breakeven $1,004.84 Implied vol 79% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.155 Vega 0.023 Open interest 82 Model this put
5	3	—	—	$192.30	$0.12	-0.004	77.3%	3	39
Call · $1010 In the money Last $192.30 Breakeven $1,202.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this call Put · $1010 Last $0.12 Breakeven $1,009.88 Implied vol 77.3% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.159 Vega 0.023 Open interest 39 Model this put
2	2	—	—	$198.02	$0.06	-0.004	75.2%	41	81
Call · $1015 In the money Last $198.02 Breakeven $1,213.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $1015 Last $0.06 Breakeven $1,014.94 Implied vol 75.2% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.153 Vega 0.023 Open interest 81 Model this put
12	15	—	—	$167.74	$0.39	-0.015	88.8%	2	53
Call · $1020 In the money Last $167.74 Breakeven $1,187.74 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $1020 Last $0.39 Breakeven $1,019.61 Implied vol 88.8% Delta -0.015 ≈2% ITM Gamma 0 Theta -0.587 Vega 0.055 Open interest 53 Model this put
3	2	—	—	$172.90	$0.14	-0.005	72.7%	55	112
Call · $1025 In the money Last $172.90 Breakeven $1,197.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $1025 Last $0.14 Breakeven $1,024.86 Implied vol 72.7% Delta -0.005 ≈1% ITM Gamma 0 Theta -0.181 Vega 0.023 Open interest 112 Model this put
15	2	—	—	$172.03	$0.15	-0.005	70.8%	30	90
Call · $1030 In the money Last $172.03 Breakeven $1,202.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 15 Model this call Put · $1030 Last $0.15 Breakeven $1,029.85 Implied vol 70.8% Delta -0.005 ≈1% ITM Gamma 0 Theta -0.18 Vega 0.024 Open interest 90 Model this put
8	2	—	—	$162.35	$0.41	-0.012	78.5%	4	30
Call · $1035 In the money Last $162.35 Breakeven $1,197.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $1035 Last $0.41 Breakeven $1,034.59 Implied vol 78.5% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.415 Vega 0.055 Open interest 30 Model this put
8	2	—	—	$91.95	$0.45	-0.015	78.9%	2	53
Call · $1040 In the money Last $91.95 Breakeven $1,131.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $1040 Last $0.45 Breakeven $1,039.55 Implied vol 78.9% Delta -0.015 ≈2% ITM Gamma 0 Theta -0.514 Vega 0.055 Open interest 53 Model this put
7	2	—	—	$156.77	$0.29	-0.01	71.4%	43	73
Call · $1045 In the money Last $156.77 Breakeven $1,201.77 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $1045 Last $0.29 Breakeven $1,044.71 Implied vol 71.4% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.322 Vega 0.024 Open interest 73 Model this put
6	2	—	—	$143.15	$0.13	-0.003	58.7%	32	509
Call · $1050 In the money Last $143.15 Breakeven $1,193.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $1050 Last $0.13 Breakeven $1,049.87 Implied vol 58.7% Delta -0.003 ≈0% ITM Gamma 0 Theta -0.091 Vega 0.009 Open interest 509 Model this put
23	2	—	—	$138.15	$0.01	-0.005	61%	20	77
Call · $1055 In the money Last $138.15 Breakeven $1,193.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this call Put · $1055 Last $0.01 Breakeven $1,054.99 Implied vol 61% Delta -0.005 ≈1% ITM Gamma 0 Theta -0.16 Vega 0.024 Open interest 77 Model this put
11	2	—	—	$139.23	$1.45	-0.014	68.5%	5	106
Call · $1060 In the money Last $139.23 Breakeven $1,199.23 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $1060 Last $1.45 Breakeven $1,058.55 Implied vol 68.5% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.414 Vega 0.056 Open interest 106 Model this put
16	50	—	—	$104.31	$1.36	-0.012	65.4%	21	76
Call · $1065 In the money Last $104.31 Breakeven $1,169.31 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this call Put · $1065 Last $1.36 Breakeven $1,063.64 Implied vol 65.4% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.365 Vega 0.056 Open interest 76 Model this put
26	2	—	—	$123.30	$1.39	-0.015	64.8%	21	161
Call · $1070 In the money Last $123.30 Breakeven $1,193.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 26 Model this call Put · $1070 Last $1.39 Breakeven $1,068.61 Implied vol 64.8% Delta -0.015 ≈2% ITM Gamma 0 Theta -0.426 Vega 0.056 Open interest 161 Model this put
13	2	—	—	$118.40	$0.35	-0.009	57.2%	6	94
Call · $1075 In the money Last $118.40 Breakeven $1,193.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 Model this call Put · $1075 Last $0.35 Breakeven $1,074.65 Implied vol 57.2% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.236 Vega 0.024 Open interest 94 Model this put
11	2	—	—	$117.40	$0.22	-0.012	58.5%	27	81
Call · $1080 In the money Last $117.40 Breakeven $1,197.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $1080 Last $0.22 Breakeven $1,079.78 Implied vol 58.5% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.321 Vega 0.056 Open interest 81 Model this put
4	10	—	—	$71.70	$0.43	-0.024	63.8%	41	210
Call · $1085 In the money Last $71.70 Breakeven $1,156.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $1085 Last $0.43 Breakeven $1,084.57 Implied vol 63.8% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -0.632 Vega 0.056 Open interest 210 Model this put
12	2	—	—	$72.80	$1.55	-0.029	64.5%	4	267
Call · $1090 In the money Last $72.80 Breakeven $1,162.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $1090 Last $1.55 Breakeven $1,088.45 Implied vol 64.5% Delta -0.029 ≈3% ITM Gamma 0.001 Theta -0.752 Vega 0.113 Open interest 267 Model this put
14	19	—	—	$63.40	$1.63	-0.021	56.5%	7	258
Call · $1095 In the money Last $63.40 Breakeven $1,158.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 14 Model this call Put · $1095 Last $1.63 Breakeven $1,093.37 Implied vol 56.5% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.485 Vega 0.057 Open interest 258 Model this put
43	1	—	—	$125.40	$0.23	-0.014	50.5%	21	542
Call · $1100 In the money Last $125.40 Breakeven $1,225.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 Model this call Put · $1100 Last $0.23 Breakeven $1,099.77 Implied vol 50.5% Delta -0.014 ≈1% ITM Gamma 0.001 Theta -0.308 Vega 0.057 Open interest 542 Model this put
12	17	—	—	$94.10	$0.45	-0.018	50.1%	1	98
Call · $1105 In the money Last $94.10 Breakeven $1,199.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $1105 Last $0.45 Breakeven $1,104.55 Implied vol 50.1% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.373 Vega 0.057 Open interest 98 Model this put
16	2	—	—	$120.00	$0.83	-0.028	53.4%	106	127
Call · $1110 In the money Last $120.00 Breakeven $1,230.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this call Put · $1110 Last $0.83 Breakeven $1,109.17 Implied vol 53.4% Delta -0.028 ≈3% ITM Gamma 0.001 Theta -0.597 Vega 0.057 Open interest 127 Model this put
14	3	—	—	$90.20	$0.48	-0.02	46.8%	7	118
Call · $1115 In the money Last $90.20 Breakeven $1,205.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 14 Model this call Put · $1115 Last $0.48 Breakeven $1,114.52 Implied vol 46.8% Delta -0.02 ≈2% ITM Gamma 0.001 Theta -0.393 Vega 0.057 Open interest 118 Model this put
72	15	—	—	$84.00	$0.59	-0.029	48.8%	5	317
Call · $1120 In the money Last $84.00 Breakeven $1,204.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 72 Model this call Put · $1120 Last $0.59 Breakeven $1,119.41 Implied vol 48.8% Delta -0.029 ≈3% ITM Gamma 0.001 Theta -0.56 Vega 0.076 Open interest 317 Model this put
64	1	40.5%	0.984	$100.42	$1.52	-0.039	49.1%	35	93
Call · $1125 In the money Last $100.42 Breakeven $1,225.42 Implied vol 40.5% Delta 0.984 ≈98% ITM Gamma 0.001 Theta -0.373 Vega 0.057 Open interest 64 Model this call Put · $1125 Last $1.52 Breakeven $1,123.48 Implied vol 49.1% Delta -0.039 ≈4% ITM Gamma 0.001 Theta -0.711 Vega 0.115 Open interest 93 Model this put
36	1	—	—	$95.57	$1.09	-0.038	46.2%	18	555
Call · $1130 In the money Last $95.57 Breakeven $1,225.57 Implied vol — Delta — Gamma — Theta — Vega — Open interest 36 Model this call Put · $1130 Last $1.09 Breakeven $1,128.91 Implied vol 46.2% Delta -0.038 ≈4% ITM Gamma 0.002 Theta -0.657 Vega 0.115 Open interest 555 Model this put
22	6	36.6%	0.982	$68.05	$1.20	-0.041	44.3%	13	106
Call · $1135 In the money Last $68.05 Breakeven $1,203.05 Implied vol 36.6% Delta 0.982 ≈98% ITM Gamma 0.001 Theta -0.364 Vega 0.057 Open interest 22 Model this call Put · $1135 Last $1.20 Breakeven $1,133.80 Implied vol 44.3% Delta -0.041 ≈4% ITM Gamma 0.002 Theta -0.666 Vega 0.115 Open interest 106 Model this put
50	2	—	—	$89.14	$1.34	-0.056	45.7%	23	808
Call · $1140 In the money Last $89.14 Breakeven $1,229.14 Implied vol — Delta — Gamma — Theta — Vega — Open interest 50 Model this call Put · $1140 Last $1.34 Breakeven $1,138.66 Implied vol 45.7% Delta -0.056 ≈6% ITM Gamma 0.002 Theta -0.889 Vega 0.116 Open interest 808 Model this put
24	2	—	—	$58.27	$1.45	-0.069	46.2%	17	249
Call · $1145 In the money Last $58.27 Breakeven $1,203.27 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 Model this call Put · $1145 Last $1.45 Breakeven $1,143.55 Implied vol 46.2% Delta -0.069 ≈7% ITM Gamma 0.002 Theta -1.062 Vega 0.2 Open interest 249 Model this put
131	4	—	—	$72.17	$2.20	-0.081	44.4%	4	251
Call · $1150 In the money Last $72.17 Breakeven $1,222.17 Implied vol — Delta — Gamma — Theta — Vega — Open interest 131 Model this call Put · $1150 Last $2.20 Breakeven $1,147.80 Implied vol 44.4% Delta -0.081 ≈8% ITM Gamma 0.003 Theta -1.145 Vega 0.2 Open interest 251 Model this put
0	—	39.9%	0.938	—	$4.65	-0.091	44.6%	45	39
Call · $1152.5 In the money Last — Breakeven — Implied vol 39.9% Delta 0.938 ≈94% ITM Gamma 0.003 Theta -0.936 Vega 0.116 Open interest 0 Model this call Put · $1152.5 Last $4.65 Breakeven $1,147.85 Implied vol 44.6% Delta -0.091 ≈9% ITM Gamma 0.003 Theta -1.254 Vega 0.201 Open interest 39 Model this put
41	1	—	—	$64.50	$2.20	-0.096	44%	1	87
Call · $1155 In the money Last $64.50 Breakeven $1,219.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 41 Model this call Put · $1155 Last $2.20 Breakeven $1,152.80 Implied vol 44% Delta -0.096 ≈10% ITM Gamma 0.003 Theta -1.29 Vega 0.201 Open interest 87 Model this put
0	—	—	—	—	$5.77	-0.107	44.4%	12	20
Call · $1157.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $1157.5 Last $5.77 Breakeven $1,151.73 Implied vol 44.4% Delta -0.107 ≈11% ITM Gamma 0.004 Theta -1.408 Vega 0.201 Open interest 20 Model this put
88	5	38.5%	0.92	$45.41	$5.40	-0.081	37.7%	46	157
Call · $1160 In the money Last $45.41 Breakeven $1,205.41 Implied vol 38.5% Delta 0.92 ≈92% ITM Gamma 0.003 Theta -1.08 Vega 0.201 Open interest 88 Model this call Put · $1160 Last $5.40 Breakeven $1,154.60 Implied vol 37.7% Delta -0.081 ≈8% ITM Gamma 0.003 Theta -0.973 Vega 0.201 Open interest 157 Model this put
0	2	40.8%	0.898	$61.30	$3.60	-0.126	44.8%	1	13
Call · $1162.5 In the money Last $61.30 Breakeven $1,223.80 Implied vol 40.8% Delta 0.898 ≈90% ITM Gamma 0.004 Theta -1.341 Vega 0.202 Open interest 0 Model this call Put · $1162.5 Last $3.60 Breakeven $1,158.90 Implied vol 44.8% Delta -0.126 ≈13% ITM Gamma 0.004 Theta -1.622 Vega 0.204 Open interest 13 Model this put
55	15	38.7%	0.899	$44.10	$2.33	-0.117	40.9%	3	182
Call · $1165 In the money Last $44.10 Breakeven $1,209.10 Implied vol 38.7% Delta 0.899 ≈90% ITM Gamma 0.004 Theta -1.269 Vega 0.202 Open interest 55 Model this call Put · $1165 Last $2.33 Breakeven $1,162.67 Implied vol 40.9% Delta -0.117 ≈12% ITM Gamma 0.004 Theta -1.4 Vega 0.202 Open interest 182 Model this put
1	1	40.1%	0.883	$43.20	$7.80	-0.141	43.2%	6	16
Call · $1167.5 In the money Last $43.20 Breakeven $1,210.70 Implied vol 40.1% Delta 0.883 ≈88% ITM Gamma 0.004 Theta -1.462 Vega 0.202 Open interest 1 Model this call Put · $1167.5 Last $7.80 Breakeven $1,159.70 Implied vol 43.2% Delta -0.141 ≈14% ITM Gamma 0.004 Theta -1.678 Vega 0.304 Open interest 16 Model this put
86	1	—	—	$60.15	$7.88	-0.164	45%	33	78
Call · $1170 In the money Last $60.15 Breakeven $1,230.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 86 Model this call Put · $1170 Last $7.88 Breakeven $1,162.12 Implied vol 45% Delta -0.164 ≈16% ITM Gamma 0.005 Theta -1.918 Vega 0.304 Open interest 78 Model this put
24	3	39.5%	0.863	$35.10	$8.95	-0.157	41.4%	7	7
Call · $1172.5 In the money Last $35.10 Breakeven $1,207.60 Implied vol 39.5% Delta 0.863 ≈86% ITM Gamma 0.005 Theta -1.6 Vega 0.304 Open interest 24 Model this call Put · $1172.5 Last $8.95 Breakeven $1,163.55 Implied vol 41.4% Delta -0.157 ≈16% ITM Gamma 0.005 Theta -1.711 Vega 0.304 Open interest 7 Model this put
309	8	39.4%	0.849	$35.00	$3.41	-0.181	43.2%	3	45
Call · $1175 In the money Last $35.00 Breakeven $1,210.00 Implied vol 39.4% Delta 0.849 ≈85% ITM Gamma 0.005 Theta -1.684 Vega 0.305 Open interest 309 Model this call Put · $1175 Last $3.41 Breakeven $1,171.59 Implied vol 43.2% Delta -0.181 ≈18% ITM Gamma 0.005 Theta -1.959 Vega 0.305 Open interest 45 Model this put
13	8	39.6%	0.834	$30.33	$10.20	-0.19	42.4%	5	5
Call · $1177.5 In the money Last $30.33 Breakeven $1,207.83 Implied vol 39.6% Delta 0.834 ≈83% ITM Gamma 0.005 Theta -1.795 Vega 0.305 Open interest 13 Model this call Put · $1177.5 Last $10.20 Breakeven $1,167.30 Implied vol 42.4% Delta -0.19 ≈19% ITM Gamma 0.005 Theta -1.981 Vega 0.305 Open interest 5 Model this put
85	3	40%	0.817	$52.00	$7.00	-0.2	41.7%	4	290
Call · $1180 In the money Last $52.00 Breakeven $1,232.00 Implied vol 40% Delta 0.817 ≈82% ITM Gamma 0.006 Theta -1.92 Vega 0.306 Open interest 85 Model this call Put · $1180 Last $7.00 Breakeven $1,173.00 Implied vol 41.7% Delta -0.2 ≈20% ITM Gamma 0.006 Theta -2.018 Vega 0.306 Open interest 290 Model this put
36	4	38.4%	0.797	$50.00	$6.70	-0.243	44.3%	1	35
Call · $1185 In the money Last $50.00 Breakeven $1,235.00 Implied vol 38.4% Delta 0.797 ≈80% ITM Gamma 0.006 Theta -1.972 Vega 0.306 Open interest 36 Model this call Put · $1185 Last $6.70 Breakeven $1,178.30 Implied vol 44.3% Delta -0.243 ≈24% ITM Gamma 0.006 Theta -2.401 Vega 0.401 Open interest 35 Model this put
148	3	39.1%	0.761	$41.80	$9.00	-0.279	45%	1	78
Call · $1190 In the money Last $41.80 Breakeven $1,231.80 Implied vol 39.1% Delta 0.761 ≈76% ITM Gamma 0.007 Theta -2.198 Vega 0.402 Open interest 148 Model this call Put · $1190 Last $9.00 Breakeven $1,181.00 Implied vol 45% Delta -0.279 ≈28% ITM Gamma 0.006 Theta -2.604 Vega 0.402 Open interest 78 Model this put
39	54	32.3%	0.784	$22.39	$15.00	-0.284	42.2%	4	8
Call · $1192.5 In the money Last $22.39 Breakeven $1,214.89 Implied vol 32.3% Delta 0.784 ≈78% ITM Gamma 0.008 Theta -1.741 Vega 0.307 Open interest 39 Model this call Put · $1192.5 Last $15.00 Breakeven $1,177.50 Implied vol 42.2% Delta -0.284 ≈28% ITM Gamma 0.007 Theta -2.459 Vega 0.402 Open interest 8 Model this put
72	6	38.1%	0.728	$33.55	$7.30	-0.317	46.5%	1	56
Call · $1195 In the money Last $33.55 Breakeven $1,228.55 Implied vol 38.1% Delta 0.728 ≈73% ITM Gamma 0.007 Theta -2.272 Vega 0.403 Open interest 72 Model this call Put · $1195 Last $7.30 Breakeven $1,187.70 Implied vol 46.5% Delta -0.317 ≈32% ITM Gamma 0.007 Theta -2.865 Vega 0.403 Open interest 56 Model this put
752	185	38.1%	0.689	$31.50	$12.25	-0.342	44.1%	3	195
Call · $1200 In the money Last $31.50 Breakeven $1,231.50 Implied vol 38.1% Delta 0.689 ≈69% ITM Gamma 0.008 Theta -2.418 Vega 0.404 Open interest 752 Model this call Put · $1200 Last $12.25 Breakeven $1,187.75 Implied vol 44.1% Delta -0.342 ≈34% ITM Gamma 0.007 Theta -2.829 Vega 0.405 Open interest 195 Model this put
99	22	19.2%	0.769	$26.80	$14.00	-0.375	42.1%	7	165
Call · $1205 In the money Last $26.80 Breakeven $1,231.80 Implied vol 19.2% Delta 0.769 ≈77% ITM Gamma 0.014 Theta -1.105 Vega 0.402 Open interest 99 Model this call Put · $1205 Last $14.00 Breakeven $1,191.00 Implied vol 42.1% Delta -0.375 ≈37% ITM Gamma 0.008 Theta -2.758 Vega 0.463 Open interest 165 Model this put
202	28	22.6%	0.668	$24.18	$16.15	-0.415	42%	1	20
Call · $1210 In the money Last $24.18 Breakeven $1,234.18 Implied vol 22.6% Delta 0.668 ≈67% ITM Gamma 0.014 Theta -1.509 Vega 0.405 Open interest 202 Model this call Put · $1210 Last $16.15 Breakeven $1,193.85 Implied vol 42% Delta -0.415 ≈41% ITM Gamma 0.008 Theta -2.807 Vega 0.464 Open interest 20 Model this put
28	11	29%	0.607	$22.48	$27.55	-0.44	47.2%	1	4
Call · $1212.5 In the money Last $22.48 Breakeven $1,234.98 Implied vol 29% Delta 0.607 ≈61% ITM Gamma 0.011 Theta -2.002 Vega 0.465 Open interest 28 Model this call Put · $1212.5 Last $27.55 Breakeven $1,184.95 Implied vol 47.2% Delta -0.44 ≈44% ITM Gamma 0.007 Theta -3.201 Vega 0.465 Open interest 4 Model this put
46	9	35.8%	0.565	$21.05	$29.10	-0.459	49.7%	4	14
Call · $1215 In the money Last $21.05 Breakeven $1,236.05 Implied vol 35.8% Delta 0.565 ≈57% ITM Gamma 0.009 Theta -2.51 Vega 0.466 Open interest 46 Model this call Put · $1215 Last $29.10 Breakeven $1,185.90 Implied vol 49.7% Delta -0.459 ≈46% ITM Gamma 0.007 Theta -3.407 Vega 0.466 Open interest 14 Model this put
204	43	30.2%	0.519	$19.22	$28.70	-0.495	40.7%	2	79
Call · $1220 In the money Last $19.22 Breakeven $1,239.22 Implied vol 30.2% Delta 0.519 ≈52% ITM Gamma 0.011 Theta -2.177 Vega 0.467 Open interest 204 Model this call Put · $1220 Last $28.70 Breakeven $1,191.30 Implied vol 40.7% Delta -0.495 ≈50% ITM Gamma 0.009 Theta -2.824 Vega 0.467 Open interest 79 Model this put
Underlying $1,224.16
85	32	39.3%	0.476	$16.90	$45.00	-0.536	40.6%	2	16
Call · $1225 Last $16.90 Breakeven $1,241.90 Implied vol 39.3% Delta 0.476 ≈48% ITM Gamma 0.009 Theta -2.783 Vega 0.469 Open interest 85 Model this call Put · $1225 In the money Last $45.00 Breakeven $1,180.00 Implied vol 40.6% Delta -0.536 ≈54% ITM Gamma 0.008 Theta -2.764 Vega 0.468 Open interest 16 Model this put
170	13	38.6%	0.432	$15.00	$23.68	-0.563	47.8%	1	20
Call · $1230 Last $15.00 Breakeven $1,245.00 Implied vol 38.6% Delta 0.432 ≈43% ITM Gamma 0.009 Theta -2.682 Vega 0.47 Open interest 170 Model this call Put · $1230 In the money Last $23.68 Breakeven $1,206.32 Implied vol 47.8% Delta -0.563 ≈56% ITM Gamma 0.007 Theta -3.221 Vega 0.469 Open interest 20 Model this put
63	3	31.6%	0.361	$9.70	$78.00	-0.614	42%	1	13
Call · $1235 Last $9.70 Breakeven $1,244.70 Implied vol 31.6% Delta 0.361 ≈36% ITM Gamma 0.01 Theta -2.127 Vega 0.413 Open interest 63 Model this call Put · $1235 In the money Last $78.00 Breakeven $1,157.00 Implied vol 42% Delta -0.614 ≈61% ITM Gamma 0.008 Theta -2.765 Vega 0.47 Open interest 13 Model this put
262	25	30.3%	0.307	$10.38	$70.25	-0.663	39.1%	3	14
Call · $1240 Last $10.38 Breakeven $1,250.38 Implied vol 30.3% Delta 0.307 ≈31% ITM Gamma 0.01 Theta -1.886 Vega 0.414 Open interest 262 Model this call Put · $1240 In the money Last $70.25 Breakeven $1,169.75 Implied vol 39.1% Delta -0.663 ≈66% ITM Gamma 0.008 Theta -2.441 Vega 0.413 Open interest 14 Model this put
147	2	39.3%	0.313	$9.20	$57.25	-0.693	40.5%	14	9
Call · $1245 Last $9.20 Breakeven $1,254.20 Implied vol 39.3% Delta 0.313 ≈31% ITM Gamma 0.008 Theta -2.453 Vega 0.415 Open interest 147 Model this call Put · $1245 In the money Last $57.25 Breakeven $1,187.75 Implied vol 40.5% Delta -0.693 ≈69% ITM Gamma 0.007 Theta -2.414 Vega 0.414 Open interest 9 Model this put
1.2k	281	35.6%	0.253	$8.07	$61.50	-0.717	42.9%	36	32
Call · $1250 Last $8.07 Breakeven $1,258.07 Implied vol 35.6% Delta 0.253 ≈25% ITM Gamma 0.008 Theta -2.02 Vega 0.416 Open interest 1.2k Model this call Put · $1250 In the money Last $61.50 Breakeven $1,188.50 Implied vol 42.9% Delta -0.717 ≈72% ITM Gamma 0.007 Theta -2.46 Vega 0.415 Open interest 32 Model this put
163	55	39.2%	0.239	$3.10	—	-0.77	39.6%	—	0
Call · $1255 Last $3.10 Breakeven $1,258.10 Implied vol 39.2% Delta 0.239 ≈24% ITM Gamma 0.007 Theta -2.171 Vega 0.417 Open interest 163 Model this call Put · $1255 In the money Last — Breakeven — Implied vol 39.6% Delta -0.77 ≈77% ITM Gamma 0.007 Theta -2.052 Vega 0.318 Open interest 0 Model this put
953	50	33.3%	0.169	$5.50	$64.85	-0.689	64.2%	1	4
Call · $1260 Last $5.50 Breakeven $1,265.50 Implied vol 33.3% Delta 0.169 ≈17% ITM Gamma 0.006 Theta -1.477 Vega 0.32 Open interest 953 Model this call Put · $1260 In the money Last $64.85 Breakeven $1,195.15 Implied vol 64.2% Delta -0.689 ≈69% ITM Gamma 0.005 Theta -3.885 Vega 0.416 Open interest 4 Model this put
103	49	34.9%	0.15	$1.90	—	-0.831	38.9%	—	0
Call · $1265 Last $1.90 Breakeven $1,266.90 Implied vol 34.9% Delta 0.15 ≈15% ITM Gamma 0.006 Theta -1.439 Vega 0.321 Open interest 103 Model this call Put · $1265 In the money Last — Breakeven — Implied vol 38.9% Delta -0.831 ≈83% ITM Gamma 0.006 Theta -1.635 Vega 0.319 Open interest 0 Model this put
77	39	40.1%	0.16	$4.90	$72.40	-0.853	39.7%	12	6
Call · $1270 Last $4.90 Breakeven $1,274.90 Implied vol 40.1% Delta 0.16 ≈16% ITM Gamma 0.005 Theta -1.716 Vega 0.321 Open interest 77 Model this call Put · $1270 In the money Last $72.40 Breakeven $1,197.60 Implied vol 39.7% Delta -0.853 ≈85% ITM Gamma 0.005 Theta -1.533 Vega 0.318 Open interest 6 Model this put
129	6	38.5%	0.126	$3.20	$96.90	-0.87	40.8%	5	5
Call · $1275 Last $3.20 Breakeven $1,278.20 Implied vol 38.5% Delta 0.126 ≈13% ITM Gamma 0.005 Theta -1.405 Vega 0.215 Open interest 129 Model this call Put · $1275 In the money Last $96.90 Breakeven $1,178.10 Implied vol 40.8% Delta -0.87 ≈87% ITM Gamma 0.005 Theta -1.451 Vega 0.214 Open interest 5 Model this put
304	24	36.4%	0.093	$2.92	$136.38	—	—	1	1
Call · $1280 Last $2.92 Breakeven $1,282.92 Implied vol 36.4% Delta 0.093 ≈9% ITM Gamma 0.004 Theta -1.058 Vega 0.216 Open interest 304 Model this call Put · $1280 In the money Last $136.38 Breakeven $1,143.62 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
23	24	40.5%	0.1	$0.96	—	-0.904	41.2%	—	0
Call · $1285 Last $0.96 Breakeven $1,285.96 Implied vol 40.5% Delta 0.1 ≈10% ITM Gamma 0.004 Theta -1.242 Vega 0.216 Open interest 23 Model this call Put · $1285 In the money Last — Breakeven — Implied vol 41.2% Delta -0.904 ≈90% ITM Gamma 0.004 Theta -1.149 Vega 0.213 Open interest 0 Model this put
148	134	40.2%	0.08	$1.06	—	-0.922	41.1%	—	0
Call · $1290 Last $1.06 Breakeven $1,291.06 Implied vol 40.2% Delta 0.08 ≈8% ITM Gamma 0.003 Theta -1.05 Vega 0.217 Open interest 148 Model this call Put · $1290 In the money Last — Breakeven — Implied vol 41.1% Delta -0.922 ≈92% ITM Gamma 0.003 Theta -0.974 Vega 0.21 Open interest 0 Model this put
37	2	39.1%	0.061	$1.61	—	-0.945	38.9%	—	0
Call · $1295 Last $1.61 Breakeven $1,296.61 Implied vol 39.1% Delta 0.061 ≈6% ITM Gamma 0.003 Theta -0.827 Vega 0.126 Open interest 37 Model this call Put · $1295 In the money Last — Breakeven — Implied vol 38.9% Delta -0.945 ≈95% ITM Gamma 0.003 Theta -0.684 Vega 0.122 Open interest 0 Model this put
1.2k	758	40.9%	0.058	$1.20	$103.28	-0.781	81.2%	17	11
Call · $1300 Last $1.20 Breakeven $1,301.20 Implied vol 40.9% Delta 0.058 ≈6% ITM Gamma 0.002 Theta -0.834 Vega 0.126 Open interest 1.2k Model this call Put · $1300 In the money Last $103.28 Breakeven $1,196.72 Implied vol 81.2% Delta -0.781 ≈78% ITM Gamma 0.003 Theta -4.116 Vega 0.323 Open interest 11 Model this put
48	124	45.5%	0.066	$0.51	—	-0.88	58.6%	—	0
Call · $1305 Last $0.51 Breakeven $1,305.51 Implied vol 45.5% Delta 0.066 ≈7% ITM Gamma 0.002 Theta -1.03 Vega 0.126 Open interest 48 Model this call Put · $1305 In the money Last — Breakeven — Implied vol 58.6% Delta -0.88 ≈88% ITM Gamma 0.003 Theta -1.974 Vega 0.216 Open interest 0 Model this put
228	2	42.1%	0.043	$1.02	—	-0.845	71.1%	—	0
Call · $1310 Last $1.02 Breakeven $1,311.02 Implied vol 42.1% Delta 0.043 ≈4% ITM Gamma 0.002 Theta -0.671 Vega 0.127 Open interest 228 Model this call Put · $1310 In the money Last — Breakeven — Implied vol 71.1% Delta -0.845 ≈85% ITM Gamma 0.003 Theta -2.882 Vega 0.323 Open interest 0 Model this put
1	1	42%	0.033	$0.28	$94.50	-0.977	40.2%	6	0
Call · $1315 Last $0.28 Breakeven $1,315.28 Implied vol 42% Delta 0.033 ≈3% ITM Gamma 0.001 Theta -0.542 Vega 0.127 Open interest 1 Model this call Put · $1315 In the money Last $94.50 Breakeven $1,220.50 Implied vol 40.2% Delta -0.977 ≈98% ITM Gamma 0.001 Theta -0.336 Vega 0.059 Open interest 0 Model this put
480	30	41.2%	0.026	$0.31	$106.00	—	—	1	0
Call · $1320 Last $0.31 Breakeven $1,320.31 Implied vol 41.2% Delta 0.026 ≈3% ITM Gamma 0.001 Theta -0.426 Vega 0.064 Open interest 480 Model this call Put · $1320 In the money Last $106.00 Breakeven $1,214.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
105	141	59%	0.077	$0.26	$123.00	—	—	6	0
Call · $1325 Last $0.26 Breakeven $1,325.26 Implied vol 59% Delta 0.077 ≈8% ITM Gamma 0.002 Theta -1.505 Vega 0.219 Open interest 105 Model this call Put · $1325 In the money Last $123.00 Breakeven $1,202.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
15	5	42.3%	0.018	$0.20	$127.99	—	—	12	0
Call · $1330 Last $0.20 Breakeven $1,330.20 Implied vol 42.3% Delta 0.018 ≈2% ITM Gamma 0.001 Theta -0.33 Vega 0.064 Open interest 15 Model this call Put · $1330 In the money Last $127.99 Breakeven $1,202.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	1	63.5%	0.074	$0.42	$133.51	-0.813	99.5%	14	0
Call · $1335 Last $0.42 Breakeven $1,335.42 Implied vol 63.5% Delta 0.074 ≈7% ITM Gamma 0.002 Theta -1.567 Vega 0.219 Open interest 3 Model this call Put · $1335 In the money Last $133.51 Breakeven $1,201.49 Implied vol 99.5% Delta -0.813 ≈81% ITM Gamma 0.002 Theta -4.558 Vega 0.327 Open interest 0 Model this put
125	8	65.4%	0.072	$1.51	$138.47	-0.884	79.1%	8	0
Call · $1340 Last $1.51 Breakeven $1,341.51 Implied vol 65.4% Delta 0.072 ≈7% ITM Gamma 0.002 Theta -1.581 Vega 0.127 Open interest 125 Model this call Put · $1340 In the money Last $138.47 Breakeven $1,201.53 Implied vol 79.1% Delta -0.884 ≈88% ITM Gamma 0.002 Theta -2.602 Vega 0.219 Open interest 0 Model this put
14	30	46%	0.014	$0.15	$145.92	-0.988	47.2%	2	0
Call · $1345 Last $0.15 Breakeven $1,345.15 Implied vol 46% Delta 0.014 ≈1% ITM Gamma 0.001 Theta -0.287 Vega 0.064 Open interest 14 Model this call Put · $1345 In the money Last $145.92 Breakeven $1,199.08 Implied vol 47.2% Delta -0.988 ≈99% ITM Gamma 0.001 Theta -0.221 Vega 0.05 Open interest 0 Model this put
72	5	49.4%	0.018	$0.35	$149.16	-0.987	49.3%	4	0
Call · $1350 Last $0.35 Breakeven $1,350.35 Implied vol 49.4% Delta 0.018 ≈2% ITM Gamma 0.001 Theta -0.377 Vega 0.064 Open interest 72 Model this call Put · $1350 In the money Last $149.16 Breakeven $1,200.84 Implied vol 49.3% Delta -0.987 ≈99% ITM Gamma 0.001 Theta -0.245 Vega 0.052 Open interest 0 Model this put
28	25	53.2%	0.022	$0.17	$154.14	-0.972	57.7%	8	0
Call · $1355 Last $0.17 Breakeven $1,355.17 Implied vol 53.2% Delta 0.022 ≈2% ITM Gamma 0.001 Theta -0.486 Vega 0.064 Open interest 28 Model this call Put · $1355 In the money Last $154.14 Breakeven $1,200.86 Implied vol 57.7% Delta -0.972 ≈97% ITM Gamma 0.001 Theta -0.58 Vega 0.062 Open interest 0 Model this put
228	35	51.8%	0.015	$0.08	$157.49	-0.917	80.2%	6	0
Call · $1360 Last $0.08 Breakeven $1,360.08 Implied vol 51.8% Delta 0.015 ≈2% ITM Gamma 0.001 Theta -0.342 Vega 0.064 Open interest 228 Model this call Put · $1360 In the money Last $157.49 Breakeven $1,202.51 Implied vol 80.2% Delta -0.917 ≈92% ITM Gamma 0.002 Theta -2.056 Vega 0.218 Open interest 0 Model this put
80	19	52.5%	0.008	$0.13	$230.22	—	—	1	0
Call · $1380 Last $0.13 Breakeven $1,380.13 Implied vol 52.5% Delta 0.008 ≈1% ITM Gamma 0 Theta -0.195 Vega 0.028 Open interest 80 Model this call Put · $1380 In the money Last $230.22 Breakeven $1,149.78 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
321	45	61.7%	0.011	$0.05	$250.20	-0.957	82.4%	1	0
Call · $1400 Last $0.05 Breakeven $1,400.05 Implied vol 61.7% Delta 0.011 ≈1% ITM Gamma 0 Theta -0.304 Vega 0.028 Open interest 321 Model this call Put · $1400 In the money Last $250.20 Breakeven $1,149.80 Implied vol 82.4% Delta -0.957 ≈96% ITM Gamma 0.001 Theta -1.226 Vega 0.127 Open interest 0 Model this put
802	39	65.2%	0.008	$0.03	—	—	—	—	0
Call · $1420 Last $0.03 Breakeven $1,420.03 Implied vol 65.2% Delta 0.008 ≈1% ITM Gamma 0 Theta -0.258 Vega 0.028 Open interest 802 Model this call Put · $1420 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
314	48	63.6%	0.003	$0.10	$239.45	-0.888	134.3%	1	0
Call · $1440 Last $0.10 Breakeven $1,440.10 Implied vol 63.6% Delta 0.003 ≈0% ITM Gamma 0 Theta -0.113 Vega 0.01 Open interest 314 Model this call Put · $1440 In the money Last $239.45 Breakeven $1,200.55 Implied vol 134.3% Delta -0.888 ≈89% ITM Gamma 0.001 Theta -4.337 Vega 0.226 Open interest 0 Model this put
206	3	68.3%	0.003	$0.15	—	-0.976	93.7%	—	0
Call · $1460 Last $0.15 Breakeven $1,460.15 Implied vol 68.3% Delta 0.003 ≈0% ITM Gamma 0 Theta -0.114 Vega 0.01 Open interest 206 Model this call Put · $1460 In the money Last — Breakeven — Implied vol 93.7% Delta -0.976 ≈98% ITM Gamma 0.001 Theta -0.844 Vega 0.064 Open interest 0 Model this put
131	5	107.2%	0.033	$0.14	$243.55	-0.891	153.4%	2	0
Call · $1480 Last $0.14 Breakeven $1,480.14 Implied vol 107.2% Delta 0.033 ≈3% ITM Gamma 0.001 Theta -1.384 Vega 0.067 Open interest 131 Model this call Put · $1480 In the money Last $243.55 Breakeven $1,236.45 Implied vol 153.4% Delta -0.891 ≈89% ITM Gamma 0.001 Theta -4.862 Vega 0.229 Open interest 0 Model this put
252	30	78.8%	0.003	$0.01	—	-0.901	157.7%	—	0
Call · $1500 Last $0.01 Breakeven $1,500.01 Implied vol 78.8% Delta 0.003 ≈0% ITM Gamma 0 Theta -0.135 Vega 0.011 Open interest 252 Model this call Put · $1500 In the money Last — Breakeven — Implied vol 157.7% Delta -0.901 ≈90% ITM Gamma 0.001 Theta -4.662 Vega 0.23 Open interest 0 Model this put
191	22	74.6%	0.001	$0.03	—	-0.891	173.2%	—	0
Call · $1520 Last $0.03 Breakeven $1,520.03 Implied vol 74.6% Delta 0.001 ≈0% ITM Gamma 0 Theta -0.043 Vega 0.003 Open interest 191 Model this call Put · $1520 In the money Last — Breakeven — Implied vol 173.2% Delta -0.891 ≈89% ITM Gamma 0.001 Theta -5.493 Vega 0.232 Open interest 0 Model this put
314	1	80%	0.001	$0.09	$354.90	—	—	2	0
Call · $1540 Last $0.09 Breakeven $1,540.09 Implied vol 80% Delta 0.001 ≈0% ITM Gamma 0 Theta -0.051 Vega 0.003 Open interest 314 Model this call Put · $1540 In the money Last $354.90 Breakeven $1,185.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $570 In the money

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

Model this call

Put · $570

Last: $0.03
Breakeven: $569.97
Implied vol: 250.4%
Delta: 0 ≈0% ITM
Gamma: 0
Theta: -0.062
Vega: 0.002
Open interest: 272

Model this put

Call · $580 In the money

Last: $629.73
Breakeven: $1,209.73
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $580

Last: $0.03
Breakeven: $579.97
Implied vol: 271.7%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.189
Vega: 0.006
Open interest: 116

Model this put

Call · $590 In the money

Last: —
Breakeven: —
Implied vol: 423.3%
Delta: 0.977 ≈98% ITM
Gamma: 0
Theta: -3.981
Vega: 0.082
Open interest: 0

Model this call

Put · $590

Last: $0.03
Breakeven: $589.97
Implied vol: 237%
Delta: 0 ≈0% ITM
Gamma: 0
Theta: -0.054
Vega: 0.002
Open interest: 322

Model this put

Call · $600 In the money

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

Model this call

Put · $600

Last: $0.03
Breakeven: $599.97
Implied vol: 259.8%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.188
Vega: 0.007
Open interest: 296

Model this put

Call · $610 In the money

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

Model this call

Put · $610

Last: $0.01
Breakeven: $609.99
Implied vol: 278.4%
Delta: -0.003 ≈0% ITM
Gamma: 0
Theta: -0.392
Vega: 0.007
Open interest: 316

Model this put

Call · $620 In the money

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

Model this call

Put · $620

Last: $0.03
Breakeven: $619.97
Implied vol: 250.7%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.206
Vega: 0.007
Open interest: 618

Model this put

Call · $630 In the money

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

Model this call

Put · $630

Last: $0.01
Breakeven: $629.99
Implied vol: 209.1%
Delta: 0 ≈0% ITM
Gamma: 0
Theta: -0.03
Vega: 0.002
Open interest: 488

Model this put

Call · $640 In the money

Last: $566.00
Breakeven: $1,206.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $640

Last: $0.01
Breakeven: $639.99
Implied vol: 204.3%
Delta: 0 ≈0% ITM
Gamma: 0
Theta: -0.029
Vega: 0.002
Open interest: 519

Model this put

Call · $650 In the money

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

Model this call

Put · $650

Last: $0.01
Breakeven: $649.99
Implied vol: 230.5%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.173
Vega: 0.007
Open interest: 211

Model this put

Call · $660 In the money

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

Model this call

Put · $660

Last: $0.01
Breakeven: $659.99
Implied vol: 194.8%
Delta: 0 ≈0% ITM
Gamma: 0
Theta: -0.029
Vega: 0.002
Open interest: 403

Model this put

Call · $670 In the money

Last: $535.02
Breakeven: $1,205.02
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $670

Last: $0.01
Breakeven: $669.99
Implied vol: 202%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.069
Vega: 0.002
Open interest: 286

Model this put

Call · $680 In the money

Last: $525.09
Breakeven: $1,205.09
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $680

Last: $0.03
Breakeven: $679.97
Implied vol: 213.4%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.159
Vega: 0.007
Open interest: 292

Model this put

Call · $690 In the money

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

Model this call

Put · $690

Last: $0.01
Breakeven: $689.99
Implied vol: 183.4%
Delta: 0 ≈0% ITM
Gamma: 0
Theta: -0.037
Vega: 0.002
Open interest: 409

Model this put

Call · $700 In the money

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

Model this call

Put · $700

Last: $0.01
Breakeven: $699.99
Implied vol: 206.2%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.184
Vega: 0.007
Open interest: 1.3k

Model this put

Call · $710 In the money

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

Model this call

Put · $710

Last: $0.01
Breakeven: $709.99
Implied vol: 174.6%
Delta: 0 ≈0% ITM
Gamma: 0
Theta: -0.037
Vega: 0.002
Open interest: 397

Model this put

Call · $720 In the money

Last: $489.74
Breakeven: $1,209.74
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 5

Model this call

Put · $720

Last: $0.01
Breakeven: $719.99
Implied vol: 193.6%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.157
Vega: 0.007
Open interest: 743

Model this put

Call · $730 In the money

Last: $477.52
Breakeven: $1,207.52
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $730

Last: $0.01
Breakeven: $729.99
Implied vol: 166%
Delta: 0 ≈0% ITM
Gamma: 0
Theta: -0.037
Vega: 0.002
Open interest: 861

Model this put

Call · $740 In the money

Last: $410.00
Breakeven: $1,150.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $740

Last: $0.01
Breakeven: $739.99
Implied vol: 161.8%
Delta: 0 ≈0% ITM
Gamma: 0
Theta: -0.037
Vega: 0.002
Open interest: 575

Model this put

Call · $750 In the money

Last: $454.75
Breakeven: $1,204.75
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $750

Last: $0.06
Breakeven: $749.94
Implied vol: 181.5%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.175
Vega: 0.007
Open interest: 752

Model this put

Call · $760 In the money

Last: $464.90
Breakeven: $1,224.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $760

Last: $0.01
Breakeven: $759.99
Implied vol: 153.5%
Delta: 0 ≈0% ITM
Gamma: 0
Theta: -0.036
Vega: 0.002
Open interest: 452

Model this put

Call · $770 In the money

Last: $434.20
Breakeven: $1,204.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $770

Last: $0.07
Breakeven: $769.93
Implied vol: 165.6%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.11
Vega: 0.007
Open interest: 566

Model this put

Call · $780 In the money

Last: $437.30
Breakeven: $1,217.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 12

Model this call

Put · $780

Last: $0.13
Breakeven: $779.87
Implied vol: 167.9%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.174
Vega: 0.007
Open interest: 334

Model this put

Call · $785 In the money

Last: $434.45
Breakeven: $1,219.45
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 13

Model this call

Put · $785

Last: $0.03
Breakeven: $784.97
Implied vol: 162.3%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.141
Vega: 0.007
Open interest: 279

Model this put

Call · $790 In the money

Last: $429.54
Breakeven: $1,219.54
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 16

Model this call

Put · $790

Last: $0.04
Breakeven: $789.96
Implied vol: 160.1%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.141
Vega: 0.008
Open interest: 1.2k

Model this put

Call · $795 In the money

Last: $404.02
Breakeven: $1,199.02
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 21

Model this call

Put · $795

Last: $0.04
Breakeven: $794.96
Implied vol: 148.3%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.068
Vega: 0.002
Open interest: 511

Model this put

Call · $800 In the money

Last: $399.69
Breakeven: $1,199.69
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 9

Model this call

Put · $800

Last: $0.10
Breakeven: $799.90
Implied vol: 157.8%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.16
Vega: 0.008
Open interest: 589

Model this put

Call · $805 In the money

Last: $395.00
Breakeven: $1,200.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $805

Last: $0.04
Breakeven: $804.96
Implied vol: 149.7%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.102
Vega: 0.008
Open interest: 229

Model this put

Call · $810 In the money

Last: $389.88
Breakeven: $1,199.88
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $810

Last: $0.04
Breakeven: $809.96
Implied vol: 150.9%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.134
Vega: 0.008
Open interest: 359

Model this put

Call · $815 In the money

Last: $384.92
Breakeven: $1,199.92
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $815

Last: $0.03
Breakeven: $814.97
Implied vol: 149.4%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.14
Vega: 0.008
Open interest: 561

Model this put

Call · $820 In the money

Last: $380.54
Breakeven: $1,200.54
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $820

Last: $0.03
Breakeven: $819.97
Implied vol: 151.2%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.178
Vega: 0.008
Open interest: 437

Model this put

Call · $825 In the money

Last: $414.15
Breakeven: $1,239.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 7

Model this call

Put · $825

Last: $0.04
Breakeven: $824.96
Implied vol: 136.7%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.068
Vega: 0.002
Open interest: 290

Model this put

Call · $830 In the money

Last: $376.56
Breakeven: $1,206.56
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $830

Last: $0.04
Breakeven: $829.96
Implied vol: 141.8%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.127
Vega: 0.008
Open interest: 241

Model this put

Call · $835 In the money

Last: $362.06
Breakeven: $1,197.06
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 14

Model this call

Put · $835

Last: $0.05
Breakeven: $834.95
Implied vol: 140.4%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.133
Vega: 0.008
Open interest: 526

Model this put

Call · $840 In the money

Last: $357.08
Breakeven: $1,197.08
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 12

Model this call

Put · $840

Last: $0.15
Breakeven: $839.85
Implied vol: 151.2%
Delta: -0.003 ≈0% ITM
Gamma: 0
Theta: -0.26
Vega: 0.021
Open interest: 498

Model this put

Call · $845 In the money

Last: $359.22
Breakeven: $1,204.22
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 7

Model this call

Put · $845

Last: $0.15
Breakeven: $844.85
Implied vol: 152.4%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.334
Vega: 0.021
Open interest: 491

Model this put

Call · $850 In the money

Last: $354.20
Breakeven: $1,204.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $850

Last: $0.04
Breakeven: $849.96
Implied vol: 159.9%
Delta: -0.007 ≈1% ITM
Gamma: 0
Theta: -0.543
Vega: 0.021
Open interest: 1.1k

Model this put

Call · $855 In the money

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

Model this call

Put · $855

Last: $0.04
Breakeven: $854.96
Implied vol: 138.6%
Delta: -0.003 ≈0% ITM
Gamma: 0
Theta: -0.196
Vega: 0.008
Open interest: 530

Model this put

Call · $860 In the money

Last: $341.31
Breakeven: $1,201.31
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $860

Last: $0.05
Breakeven: $859.95
Implied vol: 132.1%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.151
Vega: 0.008
Open interest: 141

Model this put

Call · $865 In the money

Last: $336.30
Breakeven: $1,201.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $865

Last: $0.07
Breakeven: $864.93
Implied vol: 121.9%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.067
Vega: 0.004
Open interest: 197

Model this put

Call · $870 In the money

Last: $327.41
Breakeven: $1,197.41
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 10

Model this call

Put · $870

Last: $0.09
Breakeven: $869.91
Implied vol: 135.8%
Delta: -0.003 ≈0% ITM
Gamma: 0
Theta: -0.227
Vega: 0.008
Open interest: 437

Model this put

Call · $875 In the money

Last: $321.53
Breakeven: $1,196.53
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this call

Put · $875

Last: $0.24
Breakeven: $874.76
Implied vol: 117.9%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.067
Vega: 0.008
Open interest: 247

Model this put

Call · $880 In the money

Last: $320.63
Breakeven: $1,200.63
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this call

Put · $880

Last: $0.02
Breakeven: $879.98
Implied vol: 124.8%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.156
Vega: 0.008
Open interest: 234

Model this put

Call · $885 In the money

Last: $315.65
Breakeven: $1,200.65
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 9

Model this call

Put · $885

Last: $0.05
Breakeven: $884.95
Implied vol: 135.7%
Delta: -0.005 ≈1% ITM
Gamma: 0
Theta: -0.352
Vega: 0.022
Open interest: 282

Model this put

Call · $890 In the money

Last: $321.06
Breakeven: $1,211.06
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 9

Model this call

Put · $890

Last: $0.08
Breakeven: $889.92
Implied vol: 119%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.137
Vega: 0.008
Open interest: 317

Model this put

Call · $895 In the money

Last: $318.15
Breakeven: $1,213.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 7

Model this call

Put · $895

Last: $0.10
Breakeven: $894.90
Implied vol: 118.4%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.149
Vega: 0.008
Open interest: 237

Model this put

Call · $900 In the money

Last: $299.21
Breakeven: $1,199.21
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 20

Model this call

Put · $900

Last: $0.20
Breakeven: $899.80
Implied vol: 128.5%
Delta: -0.005 ≈1% ITM
Gamma: 0
Theta: -0.334
Vega: 0.022
Open interest: 466

Model this put

Call · $905 In the money

Last: $295.70
Breakeven: $1,200.70
Implied vol: 195.4%
Delta: 0.954 ≈95% ITM
Gamma: 0
Theta: -3.313
Vega: 0.103
Open interest: 8

Model this call

Put · $905

Last: $0.19
Breakeven: $904.81
Implied vol: 130.4%
Delta: -0.007 ≈1% ITM
Gamma: 0
Theta: -0.423
Vega: 0.022
Open interest: 95

Model this put

Call · $910 In the money

Last: $290.71
Breakeven: $1,200.71
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $910

Last: $0.01
Breakeven: $909.99
Implied vol: 132.8%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.522
Vega: 0.022
Open interest: 110

Model this put

Call · $915 In the money

Last: $281.55
Breakeven: $1,196.55
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $915

Last: $0.67
Breakeven: $914.33
Implied vol: 123.2%
Delta: -0.006 ≈1% ITM
Gamma: 0
Theta: -0.356
Vega: 0.022
Open interest: 98

Model this put

Call · $920 In the money

Last: $286.81
Breakeven: $1,206.81
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $920

Last: $0.56
Breakeven: $919.44
Implied vol: 135%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.69
Vega: 0.052
Open interest: 89

Model this put

Call · $925 In the money

Last: $276.42
Breakeven: $1,201.42
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 50

Model this call

Put · $925

Last: $0.19
Breakeven: $924.81
Implied vol: 114.3%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.25
Vega: 0.022
Open interest: 155

Model this put

Call · $930 In the money

Last: $271.43
Breakeven: $1,201.43
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 12

Model this call

Put · $930

Last: $0.20
Breakeven: $929.80
Implied vol: 115.4%
Delta: -0.006 ≈1% ITM
Gamma: 0
Theta: -0.318
Vega: 0.022
Open interest: 170

Model this put

Call · $935 In the money

Last: $265.08
Breakeven: $1,200.08
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $935

Last: $0.10
Breakeven: $934.90
Implied vol: 110.2%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.248
Vega: 0.022
Open interest: 149

Model this put

Call · $940 In the money

Last: $255.74
Breakeven: $1,195.74
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 5

Model this call

Put · $940

Last: $0.09
Breakeven: $939.91
Implied vol: 94.7%
Delta: -0.001 ≈0% ITM
Gamma: 0
Theta: -0.077
Vega: 0.008
Open interest: 106

Model this put

Call · $945 In the money

Last: $263.43
Breakeven: $1,208.43
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $945

Last: $0.08
Breakeven: $944.92
Implied vol: 105.6%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.236
Vega: 0.023
Open interest: 433

Model this put

Call · $950 In the money

Last: $262.34
Breakeven: $1,212.34
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $950

Last: $0.05
Breakeven: $949.95
Implied vol: 100.2%
Delta: -0.003 ≈0% ITM
Gamma: 0
Theta: -0.172
Vega: 0.008
Open interest: 963

Model this put

Call · $955 In the money

Last: $256.57
Breakeven: $1,211.57
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this call

Put · $955

Last: $0.17
Breakeven: $954.83
Implied vol: 96%
Delta: -0.003 ≈0% ITM
Gamma: 0
Theta: -0.147
Vega: 0.008
Open interest: 84

Model this put

Call · $960 In the money

Last: $251.19
Breakeven: $1,211.19
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $960

Last: $0.19
Breakeven: $959.81
Implied vol: 105.7%
Delta: -0.007 ≈1% ITM
Gamma: 0
Theta: -0.373
Vega: 0.023
Open interest: 16

Model this put

Call · $965 In the money

Last: $247.14
Breakeven: $1,212.14
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $965

Last: $0.19
Breakeven: $964.81
Implied vol: 91.8%
Delta: -0.003 ≈0% ITM
Gamma: 0
Theta: -0.14
Vega: 0.008
Open interest: 27

Model this put

Call · $970 In the money

Last: $246.05
Breakeven: $1,216.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this call

Put · $970

Last: $0.06
Breakeven: $969.94
Implied vol: 87%
Delta: -0.002 ≈0% ITM
Gamma: 0
Theta: -0.107
Vega: 0.008
Open interest: 83

Model this put

Call · $975 In the money

Last: $240.69
Breakeven: $1,215.69
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 15

Model this call

Put · $975

Last: $0.09
Breakeven: $974.91
Implied vol: 89.4%
Delta: -0.003 ≈0% ITM
Gamma: 0
Theta: -0.152
Vega: 0.008
Open interest: 17

Model this put

Call · $980 In the money

Last: $218.47
Breakeven: $1,198.47
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 16

Model this call

Put · $980

Last: $0.20
Breakeven: $979.80
Implied vol: 118%
Delta: -0.022 ≈2% ITM
Gamma: 0
Theta: -1.086
Vega: 0.054
Open interest: 51

Model this put

Call · $985 In the money

Last: $228.37
Breakeven: $1,213.37
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 12

Model this call

Put · $985

Last: $0.20
Breakeven: $984.80
Implied vol: 97.1%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.398
Vega: 0.023
Open interest: 135

Model this put

Call · $990 In the money

Last: $228.15
Breakeven: $1,218.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $990

Last: $0.11
Breakeven: $989.89
Implied vol: 96%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.417
Vega: 0.023
Open interest: 377

Model this put

Call · $995 In the money

Last: $223.47
Breakeven: $1,218.47
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 9

Model this call

Put · $995

Last: $0.05
Breakeven: $994.95
Implied vol: 95.5%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.451
Vega: 0.023
Open interest: 74

Model this put

Call · $1000 In the money

Last: $219.05
Breakeven: $1,219.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this call

Put · $1000

Last: $0.22
Breakeven: $999.78
Implied vol: 80.9%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.156
Vega: 0.023
Open interest: 66

Model this put

Call · $1005 In the money

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

Model this call

Put · $1005

Last: $0.16
Breakeven: $1,004.84
Implied vol: 79%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.155
Vega: 0.023
Open interest: 82

Model this put

Call · $1010 In the money

Last: $192.30
Breakeven: $1,202.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 5

Model this call

Put · $1010

Last: $0.12
Breakeven: $1,009.88
Implied vol: 77.3%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.159
Vega: 0.023
Open interest: 39

Model this put

Call · $1015 In the money

Last: $198.02
Breakeven: $1,213.02
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $1015

Last: $0.06
Breakeven: $1,014.94
Implied vol: 75.2%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.153
Vega: 0.023
Open interest: 81

Model this put

Call · $1020 In the money

Last: $167.74
Breakeven: $1,187.74
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 12

Model this call

Put · $1020

Last: $0.39
Breakeven: $1,019.61
Implied vol: 88.8%
Delta: -0.015 ≈2% ITM
Gamma: 0
Theta: -0.587
Vega: 0.055
Open interest: 53

Model this put

Call · $1025 In the money

Last: $172.90
Breakeven: $1,197.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $1025

Last: $0.14
Breakeven: $1,024.86
Implied vol: 72.7%
Delta: -0.005 ≈1% ITM
Gamma: 0
Theta: -0.181
Vega: 0.023
Open interest: 112

Model this put

Call · $1030 In the money

Last: $172.03
Breakeven: $1,202.03
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 15

Model this call

Put · $1030

Last: $0.15
Breakeven: $1,029.85
Implied vol: 70.8%
Delta: -0.005 ≈1% ITM
Gamma: 0
Theta: -0.18
Vega: 0.024
Open interest: 90

Model this put

Call · $1035 In the money

Last: $162.35
Breakeven: $1,197.35
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $1035

Last: $0.41
Breakeven: $1,034.59
Implied vol: 78.5%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.415
Vega: 0.055
Open interest: 30

Model this put

Call · $1040 In the money

Last: $91.95
Breakeven: $1,131.95
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $1040

Last: $0.45
Breakeven: $1,039.55
Implied vol: 78.9%
Delta: -0.015 ≈2% ITM
Gamma: 0
Theta: -0.514
Vega: 0.055
Open interest: 53

Model this put

Call · $1045 In the money

Last: $156.77
Breakeven: $1,201.77
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 7

Model this call

Put · $1045

Last: $0.29
Breakeven: $1,044.71
Implied vol: 71.4%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.322
Vega: 0.024
Open interest: 73

Model this put

Call · $1050 In the money

Last: $143.15
Breakeven: $1,193.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this call

Put · $1050

Last: $0.13
Breakeven: $1,049.87
Implied vol: 58.7%
Delta: -0.003 ≈0% ITM
Gamma: 0
Theta: -0.091
Vega: 0.009
Open interest: 509

Model this put

Call · $1055 In the money

Last: $138.15
Breakeven: $1,193.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 23

Model this call

Put · $1055

Last: $0.01
Breakeven: $1,054.99
Implied vol: 61%
Delta: -0.005 ≈1% ITM
Gamma: 0
Theta: -0.16
Vega: 0.024
Open interest: 77

Model this put

Call · $1060 In the money

Last: $139.23
Breakeven: $1,199.23
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this call

Put · $1060

Last: $1.45
Breakeven: $1,058.55
Implied vol: 68.5%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.414
Vega: 0.056
Open interest: 106

Model this put

Call · $1065 In the money

Last: $104.31
Breakeven: $1,169.31
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 16

Model this call

Put · $1065

Last: $1.36
Breakeven: $1,063.64
Implied vol: 65.4%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.365
Vega: 0.056
Open interest: 76

Model this put

Call · $1070 In the money

Last: $123.30
Breakeven: $1,193.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 26

Model this call

Put · $1070

Last: $1.39
Breakeven: $1,068.61
Implied vol: 64.8%
Delta: -0.015 ≈2% ITM
Gamma: 0
Theta: -0.426
Vega: 0.056
Open interest: 161

Model this put

Call · $1075 In the money

Last: $118.40
Breakeven: $1,193.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 13

Model this call

Put · $1075

Last: $0.35
Breakeven: $1,074.65
Implied vol: 57.2%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.236
Vega: 0.024
Open interest: 94

Model this put

Call · $1080 In the money

Last: $117.40
Breakeven: $1,197.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this call

Put · $1080

Last: $0.22
Breakeven: $1,079.78
Implied vol: 58.5%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.321
Vega: 0.056
Open interest: 81

Model this put

Call · $1085 In the money

Last: $71.70
Breakeven: $1,156.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $1085

Last: $0.43
Breakeven: $1,084.57
Implied vol: 63.8%
Delta: -0.024 ≈2% ITM
Gamma: 0.001
Theta: -0.632
Vega: 0.056
Open interest: 210

Model this put

Call · $1090 In the money

Last: $72.80
Breakeven: $1,162.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 12

Model this call

Put · $1090

Last: $1.55
Breakeven: $1,088.45
Implied vol: 64.5%
Delta: -0.029 ≈3% ITM
Gamma: 0.001
Theta: -0.752
Vega: 0.113
Open interest: 267

Model this put

Call · $1095 In the money

Last: $63.40
Breakeven: $1,158.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 14

Model this call

Put · $1095

Last: $1.63
Breakeven: $1,093.37
Implied vol: 56.5%
Delta: -0.021 ≈2% ITM
Gamma: 0.001
Theta: -0.485
Vega: 0.057
Open interest: 258

Model this put

Call · $1100 In the money

Last: $125.40
Breakeven: $1,225.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 43

Model this call

Put · $1100

Last: $0.23
Breakeven: $1,099.77
Implied vol: 50.5%
Delta: -0.014 ≈1% ITM
Gamma: 0.001
Theta: -0.308
Vega: 0.057
Open interest: 542

Model this put

Call · $1105 In the money

Last: $94.10
Breakeven: $1,199.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 12

Model this call

Put · $1105

Last: $0.45
Breakeven: $1,104.55
Implied vol: 50.1%
Delta: -0.018 ≈2% ITM
Gamma: 0.001
Theta: -0.373
Vega: 0.057
Open interest: 98

Model this put

Call · $1110 In the money

Last: $120.00
Breakeven: $1,230.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 16

Model this call

Put · $1110

Last: $0.83
Breakeven: $1,109.17
Implied vol: 53.4%
Delta: -0.028 ≈3% ITM
Gamma: 0.001
Theta: -0.597
Vega: 0.057
Open interest: 127

Model this put

Call · $1115 In the money

Last: $90.20
Breakeven: $1,205.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 14

Model this call

Put · $1115

Last: $0.48
Breakeven: $1,114.52
Implied vol: 46.8%
Delta: -0.02 ≈2% ITM
Gamma: 0.001
Theta: -0.393
Vega: 0.057
Open interest: 118

Model this put

Call · $1120 In the money

Last: $84.00
Breakeven: $1,204.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 72

Model this call

Put · $1120

Last: $0.59
Breakeven: $1,119.41
Implied vol: 48.8%
Delta: -0.029 ≈3% ITM
Gamma: 0.001
Theta: -0.56
Vega: 0.076
Open interest: 317

Model this put

Call · $1125 In the money

Last: $100.42
Breakeven: $1,225.42
Implied vol: 40.5%
Delta: 0.984 ≈98% ITM
Gamma: 0.001
Theta: -0.373
Vega: 0.057
Open interest: 64

Model this call

Put · $1125

Last: $1.52
Breakeven: $1,123.48
Implied vol: 49.1%
Delta: -0.039 ≈4% ITM
Gamma: 0.001
Theta: -0.711
Vega: 0.115
Open interest: 93

Model this put

Call · $1130 In the money

Last: $95.57
Breakeven: $1,225.57
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 36

Model this call

Put · $1130

Last: $1.09
Breakeven: $1,128.91
Implied vol: 46.2%
Delta: -0.038 ≈4% ITM
Gamma: 0.002
Theta: -0.657
Vega: 0.115
Open interest: 555

Model this put

Call · $1135 In the money

Last: $68.05
Breakeven: $1,203.05
Implied vol: 36.6%
Delta: 0.982 ≈98% ITM
Gamma: 0.001
Theta: -0.364
Vega: 0.057
Open interest: 22

Model this call

Put · $1135

Last: $1.20
Breakeven: $1,133.80
Implied vol: 44.3%
Delta: -0.041 ≈4% ITM
Gamma: 0.002
Theta: -0.666
Vega: 0.115
Open interest: 106

Model this put

Call · $1140 In the money

Last: $89.14
Breakeven: $1,229.14
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 50

Model this call

Put · $1140

Last: $1.34
Breakeven: $1,138.66
Implied vol: 45.7%
Delta: -0.056 ≈6% ITM
Gamma: 0.002
Theta: -0.889
Vega: 0.116
Open interest: 808

Model this put

Call · $1145 In the money

Last: $58.27
Breakeven: $1,203.27
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 24

Model this call

Put · $1145

Last: $1.45
Breakeven: $1,143.55
Implied vol: 46.2%
Delta: -0.069 ≈7% ITM
Gamma: 0.002
Theta: -1.062
Vega: 0.2
Open interest: 249

Model this put

Call · $1150 In the money

Last: $72.17
Breakeven: $1,222.17
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 131

Model this call

Put · $1150

Last: $2.20
Breakeven: $1,147.80
Implied vol: 44.4%
Delta: -0.081 ≈8% ITM
Gamma: 0.003
Theta: -1.145
Vega: 0.2
Open interest: 251

Model this put

Call · $1152.5 In the money

Last: —
Breakeven: —
Implied vol: 39.9%
Delta: 0.938 ≈94% ITM
Gamma: 0.003
Theta: -0.936
Vega: 0.116
Open interest: 0

Model this call

Put · $1152.5

Last: $4.65
Breakeven: $1,147.85
Implied vol: 44.6%
Delta: -0.091 ≈9% ITM
Gamma: 0.003
Theta: -1.254
Vega: 0.201
Open interest: 39

Model this put

Call · $1155 In the money

Last: $64.50
Breakeven: $1,219.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 41

Model this call

Put · $1155

Last: $2.20
Breakeven: $1,152.80
Implied vol: 44%
Delta: -0.096 ≈10% ITM
Gamma: 0.003
Theta: -1.29
Vega: 0.201
Open interest: 87

Model this put

Call · $1157.5 In the money

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

Model this call

Put · $1157.5

Last: $5.77
Breakeven: $1,151.73
Implied vol: 44.4%
Delta: -0.107 ≈11% ITM
Gamma: 0.004
Theta: -1.408
Vega: 0.201
Open interest: 20

Model this put

Call · $1160 In the money

Last: $45.41
Breakeven: $1,205.41
Implied vol: 38.5%
Delta: 0.92 ≈92% ITM
Gamma: 0.003
Theta: -1.08
Vega: 0.201
Open interest: 88

Model this call

Put · $1160

Last: $5.40
Breakeven: $1,154.60
Implied vol: 37.7%
Delta: -0.081 ≈8% ITM
Gamma: 0.003
Theta: -0.973
Vega: 0.201
Open interest: 157

Model this put

Call · $1162.5 In the money

Last: $61.30
Breakeven: $1,223.80
Implied vol: 40.8%
Delta: 0.898 ≈90% ITM
Gamma: 0.004
Theta: -1.341
Vega: 0.202
Open interest: 0

Model this call

Put · $1162.5

Last: $3.60
Breakeven: $1,158.90
Implied vol: 44.8%
Delta: -0.126 ≈13% ITM
Gamma: 0.004
Theta: -1.622
Vega: 0.204
Open interest: 13

Model this put

Call · $1165 In the money

Last: $44.10
Breakeven: $1,209.10
Implied vol: 38.7%
Delta: 0.899 ≈90% ITM
Gamma: 0.004
Theta: -1.269
Vega: 0.202
Open interest: 55

Model this call

Put · $1165

Last: $2.33
Breakeven: $1,162.67
Implied vol: 40.9%
Delta: -0.117 ≈12% ITM
Gamma: 0.004
Theta: -1.4
Vega: 0.202
Open interest: 182

Model this put

Call · $1167.5 In the money

Last: $43.20
Breakeven: $1,210.70
Implied vol: 40.1%
Delta: 0.883 ≈88% ITM
Gamma: 0.004
Theta: -1.462
Vega: 0.202
Open interest: 1

Model this call

Put · $1167.5

Last: $7.80
Breakeven: $1,159.70
Implied vol: 43.2%
Delta: -0.141 ≈14% ITM
Gamma: 0.004
Theta: -1.678
Vega: 0.304
Open interest: 16

Model this put

Call · $1170 In the money

Last: $60.15
Breakeven: $1,230.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 86

Model this call

Put · $1170

Last: $7.88
Breakeven: $1,162.12
Implied vol: 45%
Delta: -0.164 ≈16% ITM
Gamma: 0.005
Theta: -1.918
Vega: 0.304
Open interest: 78

Model this put

Call · $1172.5 In the money

Last: $35.10
Breakeven: $1,207.60
Implied vol: 39.5%
Delta: 0.863 ≈86% ITM
Gamma: 0.005
Theta: -1.6
Vega: 0.304
Open interest: 24

Model this call

Put · $1172.5

Last: $8.95
Breakeven: $1,163.55
Implied vol: 41.4%
Delta: -0.157 ≈16% ITM
Gamma: 0.005
Theta: -1.711
Vega: 0.304
Open interest: 7

Model this put

Call · $1175 In the money

Last: $35.00
Breakeven: $1,210.00
Implied vol: 39.4%
Delta: 0.849 ≈85% ITM
Gamma: 0.005
Theta: -1.684
Vega: 0.305
Open interest: 309

Model this call

Put · $1175

Last: $3.41
Breakeven: $1,171.59
Implied vol: 43.2%
Delta: -0.181 ≈18% ITM
Gamma: 0.005
Theta: -1.959
Vega: 0.305
Open interest: 45

Model this put

Call · $1177.5 In the money

Last: $30.33
Breakeven: $1,207.83
Implied vol: 39.6%
Delta: 0.834 ≈83% ITM
Gamma: 0.005
Theta: -1.795
Vega: 0.305
Open interest: 13

Model this call

Put · $1177.5

Last: $10.20
Breakeven: $1,167.30
Implied vol: 42.4%
Delta: -0.19 ≈19% ITM
Gamma: 0.005
Theta: -1.981
Vega: 0.305
Open interest: 5

Model this put

Call · $1180 In the money

Last: $52.00
Breakeven: $1,232.00
Implied vol: 40%
Delta: 0.817 ≈82% ITM
Gamma: 0.006
Theta: -1.92
Vega: 0.306
Open interest: 85

Model this call

Put · $1180

Last: $7.00
Breakeven: $1,173.00
Implied vol: 41.7%
Delta: -0.2 ≈20% ITM
Gamma: 0.006
Theta: -2.018
Vega: 0.306
Open interest: 290

Model this put

Call · $1185 In the money

Last: $50.00
Breakeven: $1,235.00
Implied vol: 38.4%
Delta: 0.797 ≈80% ITM
Gamma: 0.006
Theta: -1.972
Vega: 0.306
Open interest: 36

Model this call

Put · $1185

Last: $6.70
Breakeven: $1,178.30
Implied vol: 44.3%
Delta: -0.243 ≈24% ITM
Gamma: 0.006
Theta: -2.401
Vega: 0.401
Open interest: 35

Model this put

Call · $1190 In the money

Last: $41.80
Breakeven: $1,231.80
Implied vol: 39.1%
Delta: 0.761 ≈76% ITM
Gamma: 0.007
Theta: -2.198
Vega: 0.402
Open interest: 148

Model this call

Put · $1190

Last: $9.00
Breakeven: $1,181.00
Implied vol: 45%
Delta: -0.279 ≈28% ITM
Gamma: 0.006
Theta: -2.604
Vega: 0.402
Open interest: 78

Model this put

Call · $1192.5 In the money

Last: $22.39
Breakeven: $1,214.89
Implied vol: 32.3%
Delta: 0.784 ≈78% ITM
Gamma: 0.008
Theta: -1.741
Vega: 0.307
Open interest: 39

Model this call

Put · $1192.5

Last: $15.00
Breakeven: $1,177.50
Implied vol: 42.2%
Delta: -0.284 ≈28% ITM
Gamma: 0.007
Theta: -2.459
Vega: 0.402
Open interest: 8

Model this put

Call · $1195 In the money

Last: $33.55
Breakeven: $1,228.55
Implied vol: 38.1%
Delta: 0.728 ≈73% ITM
Gamma: 0.007
Theta: -2.272
Vega: 0.403
Open interest: 72

Model this call

Put · $1195

Last: $7.30
Breakeven: $1,187.70
Implied vol: 46.5%
Delta: -0.317 ≈32% ITM
Gamma: 0.007
Theta: -2.865
Vega: 0.403
Open interest: 56

Model this put

Call · $1200 In the money

Last: $31.50
Breakeven: $1,231.50
Implied vol: 38.1%
Delta: 0.689 ≈69% ITM
Gamma: 0.008
Theta: -2.418
Vega: 0.404
Open interest: 752

Model this call

Put · $1200

Last: $12.25
Breakeven: $1,187.75
Implied vol: 44.1%
Delta: -0.342 ≈34% ITM
Gamma: 0.007
Theta: -2.829
Vega: 0.405
Open interest: 195

Model this put

Call · $1205 In the money

Last: $26.80
Breakeven: $1,231.80
Implied vol: 19.2%
Delta: 0.769 ≈77% ITM
Gamma: 0.014
Theta: -1.105
Vega: 0.402
Open interest: 99

Model this call

Put · $1205

Last: $14.00
Breakeven: $1,191.00
Implied vol: 42.1%
Delta: -0.375 ≈37% ITM
Gamma: 0.008
Theta: -2.758
Vega: 0.463
Open interest: 165

Model this put

Call · $1210 In the money

Last: $24.18
Breakeven: $1,234.18
Implied vol: 22.6%
Delta: 0.668 ≈67% ITM
Gamma: 0.014
Theta: -1.509
Vega: 0.405
Open interest: 202

Model this call

Put · $1210

Last: $16.15
Breakeven: $1,193.85
Implied vol: 42%
Delta: -0.415 ≈41% ITM
Gamma: 0.008
Theta: -2.807
Vega: 0.464
Open interest: 20

Model this put

Call · $1212.5 In the money

Last: $22.48
Breakeven: $1,234.98
Implied vol: 29%
Delta: 0.607 ≈61% ITM
Gamma: 0.011
Theta: -2.002
Vega: 0.465
Open interest: 28

Model this call

Put · $1212.5

Last: $27.55
Breakeven: $1,184.95
Implied vol: 47.2%
Delta: -0.44 ≈44% ITM
Gamma: 0.007
Theta: -3.201
Vega: 0.465
Open interest: 4

Model this put

Call · $1215 In the money

Last: $21.05
Breakeven: $1,236.05
Implied vol: 35.8%
Delta: 0.565 ≈57% ITM
Gamma: 0.009
Theta: -2.51
Vega: 0.466
Open interest: 46

Model this call

Put · $1215

Last: $29.10
Breakeven: $1,185.90
Implied vol: 49.7%
Delta: -0.459 ≈46% ITM
Gamma: 0.007
Theta: -3.407
Vega: 0.466
Open interest: 14

Model this put

Call · $1220 In the money

Last: $19.22
Breakeven: $1,239.22
Implied vol: 30.2%
Delta: 0.519 ≈52% ITM
Gamma: 0.011
Theta: -2.177
Vega: 0.467
Open interest: 204

Model this call

Put · $1220

Last: $28.70
Breakeven: $1,191.30
Implied vol: 40.7%
Delta: -0.495 ≈50% ITM
Gamma: 0.009
Theta: -2.824
Vega: 0.467
Open interest: 79

Model this put

Call · $1225

Last: $16.90
Breakeven: $1,241.90
Implied vol: 39.3%
Delta: 0.476 ≈48% ITM
Gamma: 0.009
Theta: -2.783
Vega: 0.469
Open interest: 85

Model this call

Put · $1225 In the money

Last: $45.00
Breakeven: $1,180.00
Implied vol: 40.6%
Delta: -0.536 ≈54% ITM
Gamma: 0.008
Theta: -2.764
Vega: 0.468
Open interest: 16

Model this put

Call · $1230

Last: $15.00
Breakeven: $1,245.00
Implied vol: 38.6%
Delta: 0.432 ≈43% ITM
Gamma: 0.009
Theta: -2.682
Vega: 0.47
Open interest: 170

Model this call

Put · $1230 In the money

Last: $23.68
Breakeven: $1,206.32
Implied vol: 47.8%
Delta: -0.563 ≈56% ITM
Gamma: 0.007
Theta: -3.221
Vega: 0.469
Open interest: 20

Model this put

Call · $1235

Last: $9.70
Breakeven: $1,244.70
Implied vol: 31.6%
Delta: 0.361 ≈36% ITM
Gamma: 0.01
Theta: -2.127
Vega: 0.413
Open interest: 63

Model this call

Put · $1235 In the money

Last: $78.00
Breakeven: $1,157.00
Implied vol: 42%
Delta: -0.614 ≈61% ITM
Gamma: 0.008
Theta: -2.765
Vega: 0.47
Open interest: 13

Model this put

Call · $1240

Last: $10.38
Breakeven: $1,250.38
Implied vol: 30.3%
Delta: 0.307 ≈31% ITM
Gamma: 0.01
Theta: -1.886
Vega: 0.414
Open interest: 262

Model this call

Put · $1240 In the money

Last: $70.25
Breakeven: $1,169.75
Implied vol: 39.1%
Delta: -0.663 ≈66% ITM
Gamma: 0.008
Theta: -2.441
Vega: 0.413
Open interest: 14

Model this put

Call · $1245

Last: $9.20
Breakeven: $1,254.20
Implied vol: 39.3%
Delta: 0.313 ≈31% ITM
Gamma: 0.008
Theta: -2.453
Vega: 0.415
Open interest: 147

Model this call

Put · $1245 In the money

Last: $57.25
Breakeven: $1,187.75
Implied vol: 40.5%
Delta: -0.693 ≈69% ITM
Gamma: 0.007
Theta: -2.414
Vega: 0.414
Open interest: 9

Model this put

Call · $1250

Last: $8.07
Breakeven: $1,258.07
Implied vol: 35.6%
Delta: 0.253 ≈25% ITM
Gamma: 0.008
Theta: -2.02
Vega: 0.416
Open interest: 1.2k

Model this call

Put · $1250 In the money

Last: $61.50
Breakeven: $1,188.50
Implied vol: 42.9%
Delta: -0.717 ≈72% ITM
Gamma: 0.007
Theta: -2.46
Vega: 0.415
Open interest: 32

Model this put

Call · $1255

Last: $3.10
Breakeven: $1,258.10
Implied vol: 39.2%
Delta: 0.239 ≈24% ITM
Gamma: 0.007
Theta: -2.171
Vega: 0.417
Open interest: 163

Model this call

Put · $1255 In the money

Last: —
Breakeven: —
Implied vol: 39.6%
Delta: -0.77 ≈77% ITM
Gamma: 0.007
Theta: -2.052
Vega: 0.318
Open interest: 0

Model this put

Call · $1260

Last: $5.50
Breakeven: $1,265.50
Implied vol: 33.3%
Delta: 0.169 ≈17% ITM
Gamma: 0.006
Theta: -1.477
Vega: 0.32
Open interest: 953

Model this call

Put · $1260 In the money

Last: $64.85
Breakeven: $1,195.15
Implied vol: 64.2%
Delta: -0.689 ≈69% ITM
Gamma: 0.005
Theta: -3.885
Vega: 0.416
Open interest: 4

Model this put

Call · $1265

Last: $1.90
Breakeven: $1,266.90
Implied vol: 34.9%
Delta: 0.15 ≈15% ITM
Gamma: 0.006
Theta: -1.439
Vega: 0.321
Open interest: 103

Model this call

Put · $1265 In the money

Last: —
Breakeven: —
Implied vol: 38.9%
Delta: -0.831 ≈83% ITM
Gamma: 0.006
Theta: -1.635
Vega: 0.319
Open interest: 0

Model this put

Call · $1270

Last: $4.90
Breakeven: $1,274.90
Implied vol: 40.1%
Delta: 0.16 ≈16% ITM
Gamma: 0.005
Theta: -1.716
Vega: 0.321
Open interest: 77

Model this call

Put · $1270 In the money

Last: $72.40
Breakeven: $1,197.60
Implied vol: 39.7%
Delta: -0.853 ≈85% ITM
Gamma: 0.005
Theta: -1.533
Vega: 0.318
Open interest: 6

Model this put

Call · $1275

Last: $3.20
Breakeven: $1,278.20
Implied vol: 38.5%
Delta: 0.126 ≈13% ITM
Gamma: 0.005
Theta: -1.405
Vega: 0.215
Open interest: 129

Model this call

Put · $1275 In the money

Last: $96.90
Breakeven: $1,178.10
Implied vol: 40.8%
Delta: -0.87 ≈87% ITM
Gamma: 0.005
Theta: -1.451
Vega: 0.214
Open interest: 5

Model this put

Call · $1280

Last: $2.92
Breakeven: $1,282.92
Implied vol: 36.4%
Delta: 0.093 ≈9% ITM
Gamma: 0.004
Theta: -1.058
Vega: 0.216
Open interest: 304

Model this call

Put · $1280 In the money

Last: $136.38
Breakeven: $1,143.62
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $1285

Last: $0.96
Breakeven: $1,285.96
Implied vol: 40.5%
Delta: 0.1 ≈10% ITM
Gamma: 0.004
Theta: -1.242
Vega: 0.216
Open interest: 23

Model this call

Put · $1285 In the money

Last: —
Breakeven: —
Implied vol: 41.2%
Delta: -0.904 ≈90% ITM
Gamma: 0.004
Theta: -1.149
Vega: 0.213
Open interest: 0

Model this put

Call · $1290

Last: $1.06
Breakeven: $1,291.06
Implied vol: 40.2%
Delta: 0.08 ≈8% ITM
Gamma: 0.003
Theta: -1.05
Vega: 0.217
Open interest: 148

Model this call

Put · $1290 In the money

Last: —
Breakeven: —
Implied vol: 41.1%
Delta: -0.922 ≈92% ITM
Gamma: 0.003
Theta: -0.974
Vega: 0.21
Open interest: 0

Model this put

Call · $1295

Last: $1.61
Breakeven: $1,296.61
Implied vol: 39.1%
Delta: 0.061 ≈6% ITM
Gamma: 0.003
Theta: -0.827
Vega: 0.126
Open interest: 37

Model this call

Put · $1295 In the money

Last: —
Breakeven: —
Implied vol: 38.9%
Delta: -0.945 ≈95% ITM
Gamma: 0.003
Theta: -0.684
Vega: 0.122
Open interest: 0

Model this put

Call · $1300

Last: $1.20
Breakeven: $1,301.20
Implied vol: 40.9%
Delta: 0.058 ≈6% ITM
Gamma: 0.002
Theta: -0.834
Vega: 0.126
Open interest: 1.2k

Model this call

Put · $1300 In the money

Last: $103.28
Breakeven: $1,196.72
Implied vol: 81.2%
Delta: -0.781 ≈78% ITM
Gamma: 0.003
Theta: -4.116
Vega: 0.323
Open interest: 11

Model this put

Call · $1305

Last: $0.51
Breakeven: $1,305.51
Implied vol: 45.5%
Delta: 0.066 ≈7% ITM
Gamma: 0.002
Theta: -1.03
Vega: 0.126
Open interest: 48

Model this call

Put · $1305 In the money

Last: —
Breakeven: —
Implied vol: 58.6%
Delta: -0.88 ≈88% ITM
Gamma: 0.003
Theta: -1.974
Vega: 0.216
Open interest: 0

Model this put

Call · $1310

Last: $1.02
Breakeven: $1,311.02
Implied vol: 42.1%
Delta: 0.043 ≈4% ITM
Gamma: 0.002
Theta: -0.671
Vega: 0.127
Open interest: 228

Model this call

Put · $1310 In the money

Last: —
Breakeven: —
Implied vol: 71.1%
Delta: -0.845 ≈85% ITM
Gamma: 0.003
Theta: -2.882
Vega: 0.323
Open interest: 0

Model this put

Call · $1315

Last: $0.28
Breakeven: $1,315.28
Implied vol: 42%
Delta: 0.033 ≈3% ITM
Gamma: 0.001
Theta: -0.542
Vega: 0.127
Open interest: 1

Model this call

Put · $1315 In the money

Last: $94.50
Breakeven: $1,220.50
Implied vol: 40.2%
Delta: -0.977 ≈98% ITM
Gamma: 0.001
Theta: -0.336
Vega: 0.059
Open interest: 0

Model this put

Call · $1320

Last: $0.31
Breakeven: $1,320.31
Implied vol: 41.2%
Delta: 0.026 ≈3% ITM
Gamma: 0.001
Theta: -0.426
Vega: 0.064
Open interest: 480

Model this call

Put · $1320 In the money

Last: $106.00
Breakeven: $1,214.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1325

Last: $0.26
Breakeven: $1,325.26
Implied vol: 59%
Delta: 0.077 ≈8% ITM
Gamma: 0.002
Theta: -1.505
Vega: 0.219
Open interest: 105

Model this call

Put · $1325 In the money

Last: $123.00
Breakeven: $1,202.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1330

Last: $0.20
Breakeven: $1,330.20
Implied vol: 42.3%
Delta: 0.018 ≈2% ITM
Gamma: 0.001
Theta: -0.33
Vega: 0.064
Open interest: 15

Model this call

Put · $1330 In the money

Last: $127.99
Breakeven: $1,202.01
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1335

Last: $0.42
Breakeven: $1,335.42
Implied vol: 63.5%
Delta: 0.074 ≈7% ITM
Gamma: 0.002
Theta: -1.567
Vega: 0.219
Open interest: 3

Model this call

Put · $1335 In the money

Last: $133.51
Breakeven: $1,201.49
Implied vol: 99.5%
Delta: -0.813 ≈81% ITM
Gamma: 0.002
Theta: -4.558
Vega: 0.327
Open interest: 0

Model this put

Call · $1340

Last: $1.51
Breakeven: $1,341.51
Implied vol: 65.4%
Delta: 0.072 ≈7% ITM
Gamma: 0.002
Theta: -1.581
Vega: 0.127
Open interest: 125

Model this call

Put · $1340 In the money

Last: $138.47
Breakeven: $1,201.53
Implied vol: 79.1%
Delta: -0.884 ≈88% ITM
Gamma: 0.002
Theta: -2.602
Vega: 0.219
Open interest: 0

Model this put

Call · $1345

Last: $0.15
Breakeven: $1,345.15
Implied vol: 46%
Delta: 0.014 ≈1% ITM
Gamma: 0.001
Theta: -0.287
Vega: 0.064
Open interest: 14

Model this call

Put · $1345 In the money

Last: $145.92
Breakeven: $1,199.08
Implied vol: 47.2%
Delta: -0.988 ≈99% ITM
Gamma: 0.001
Theta: -0.221
Vega: 0.05
Open interest: 0

Model this put

Call · $1350

Last: $0.35
Breakeven: $1,350.35
Implied vol: 49.4%
Delta: 0.018 ≈2% ITM
Gamma: 0.001
Theta: -0.377
Vega: 0.064
Open interest: 72

Model this call

Put · $1350 In the money

Last: $149.16
Breakeven: $1,200.84
Implied vol: 49.3%
Delta: -0.987 ≈99% ITM
Gamma: 0.001
Theta: -0.245
Vega: 0.052
Open interest: 0

Model this put

Call · $1355

Last: $0.17
Breakeven: $1,355.17
Implied vol: 53.2%
Delta: 0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.486
Vega: 0.064
Open interest: 28

Model this call

Put · $1355 In the money

Last: $154.14
Breakeven: $1,200.86
Implied vol: 57.7%
Delta: -0.972 ≈97% ITM
Gamma: 0.001
Theta: -0.58
Vega: 0.062
Open interest: 0

Model this put

Call · $1360

Last: $0.08
Breakeven: $1,360.08
Implied vol: 51.8%
Delta: 0.015 ≈2% ITM
Gamma: 0.001
Theta: -0.342
Vega: 0.064
Open interest: 228

Model this call

Put · $1360 In the money

Last: $157.49
Breakeven: $1,202.51
Implied vol: 80.2%
Delta: -0.917 ≈92% ITM
Gamma: 0.002
Theta: -2.056
Vega: 0.218
Open interest: 0

Model this put

Call · $1380

Last: $0.13
Breakeven: $1,380.13
Implied vol: 52.5%
Delta: 0.008 ≈1% ITM
Gamma: 0
Theta: -0.195
Vega: 0.028
Open interest: 80

Model this call

Put · $1380 In the money

Last: $230.22
Breakeven: $1,149.78
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1400

Last: $0.05
Breakeven: $1,400.05
Implied vol: 61.7%
Delta: 0.011 ≈1% ITM
Gamma: 0
Theta: -0.304
Vega: 0.028
Open interest: 321

Model this call

Put · $1400 In the money

Last: $250.20
Breakeven: $1,149.80
Implied vol: 82.4%
Delta: -0.957 ≈96% ITM
Gamma: 0.001
Theta: -1.226
Vega: 0.127
Open interest: 0

Model this put

Call · $1420

Last: $0.03
Breakeven: $1,420.03
Implied vol: 65.2%
Delta: 0.008 ≈1% ITM
Gamma: 0
Theta: -0.258
Vega: 0.028
Open interest: 802

Model this call

Put · $1420 In the money

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

Model this put

Call · $1440

Last: $0.10
Breakeven: $1,440.10
Implied vol: 63.6%
Delta: 0.003 ≈0% ITM
Gamma: 0
Theta: -0.113
Vega: 0.01
Open interest: 314

Model this call

Put · $1440 In the money

Last: $239.45
Breakeven: $1,200.55
Implied vol: 134.3%
Delta: -0.888 ≈89% ITM
Gamma: 0.001
Theta: -4.337
Vega: 0.226
Open interest: 0

Model this put

Call · $1460

Last: $0.15
Breakeven: $1,460.15
Implied vol: 68.3%
Delta: 0.003 ≈0% ITM
Gamma: 0
Theta: -0.114
Vega: 0.01
Open interest: 206

Model this call

Put · $1460 In the money

Last: —
Breakeven: —
Implied vol: 93.7%
Delta: -0.976 ≈98% ITM
Gamma: 0.001
Theta: -0.844
Vega: 0.064
Open interest: 0

Model this put

Call · $1480

Last: $0.14
Breakeven: $1,480.14
Implied vol: 107.2%
Delta: 0.033 ≈3% ITM
Gamma: 0.001
Theta: -1.384
Vega: 0.067
Open interest: 131

Model this call

Put · $1480 In the money

Last: $243.55
Breakeven: $1,236.45
Implied vol: 153.4%
Delta: -0.891 ≈89% ITM
Gamma: 0.001
Theta: -4.862
Vega: 0.229
Open interest: 0

Model this put

Call · $1500

Last: $0.01
Breakeven: $1,500.01
Implied vol: 78.8%
Delta: 0.003 ≈0% ITM
Gamma: 0
Theta: -0.135
Vega: 0.011
Open interest: 252

Model this call

Put · $1500 In the money

Last: —
Breakeven: —
Implied vol: 157.7%
Delta: -0.901 ≈90% ITM
Gamma: 0.001
Theta: -4.662
Vega: 0.23
Open interest: 0

Model this put

Call · $1520

Last: $0.03
Breakeven: $1,520.03
Implied vol: 74.6%
Delta: 0.001 ≈0% ITM
Gamma: 0
Theta: -0.043
Vega: 0.003
Open interest: 191

Model this call

Put · $1520 In the money

Last: —
Breakeven: —
Implied vol: 173.2%
Delta: -0.891 ≈89% ITM
Gamma: 0.001
Theta: -5.493
Vega: 0.232
Open interest: 0

Model this put

Call · $1540

Last: $0.09
Breakeven: $1,540.09
Implied vol: 80%
Delta: 0.001 ≈0% ITM
Gamma: 0
Theta: -0.051
Vega: 0.003
Open interest: 314

Model this call

Put · $1540 In the money

Last: $354.90
Breakeven: $1,185.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

LLY · ELI LILLY & Co

Options Chain

Positioning

Open interest by strike · near the money

Chain