0
—
—
—
—
315
$0.09
-0.007
276.3%
8
8
Call · $315
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $315
Last $0.09
Breakeven $314.91
Implied vol 276.3%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.456
Vega 0.009
Open interest 8
Model this put
0
—
—
—
—
320
$0.10
-0.031
362.1%
6
6
Call · $320
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $320
Last $0.10
Breakeven $319.90
Implied vol 362.1%
Delta -0.031 ≈3% ITM
Gamma 0
Theta -2.045
Vega 0.043
Open interest 6
Model this put
0
—
—
—
—
325
$0.11
-0.031
351.7%
7
7
Call · $325
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $325
Last $0.11
Breakeven $324.89
Implied vol 351.7%
Delta -0.031 ≈3% ITM
Gamma 0
Theta -1.984
Vega 0.043
Open interest 7
Model this put
0
—
—
—
—
330
$0.09
-0.028
333.3%
7
7
Call · $330
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $330
Last $0.09
Breakeven $329.91
Implied vol 333.3%
Delta -0.028 ≈3% ITM
Gamma 0
Theta -1.737
Vega 0.044
Open interest 7
Model this put
0
—
—
—
—
335
$0.15
-0.047
385.5%
5
7
Call · $335
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $335
Last $0.15
Breakeven $334.85
Implied vol 385.5%
Delta -0.047 ≈5% ITM
Gamma 0
Theta -3.126
Vega 0.075
Open interest 7
Model this put
0
—
—
—
—
340
$0.18
-0.029
317.8%
56
56
Call · $340
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $340
Last $0.18
Breakeven $339.82
Implied vol 317.8%
Delta -0.029 ≈3% ITM
Gamma 0
Theta -1.719
Vega 0.044
Open interest 56
Model this put
0
—
—
—
—
345
$0.17
-0.03
310.3%
48
48
Call · $345
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $345
Last $0.17
Breakeven $344.83
Implied vol 310.3%
Delta -0.03 ≈3% ITM
Gamma 0
Theta -1.711
Vega 0.045
Open interest 48
Model this put
0
—
—
—
—
350
$0.17
-0.031
302.8%
58
64
Call · $350
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $350
Last $0.17
Breakeven $349.83
Implied vol 302.8%
Delta -0.031 ≈3% ITM
Gamma 0
Theta -1.702
Vega 0.045
Open interest 64
Model this put
1
2
—
—
$150.70
355
$0.18
-0.031
295.5%
15
15
Call · $355
In the money
Last $150.70
Breakeven $505.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $355
Last $0.18
Breakeven $354.82
Implied vol 295.5%
Delta -0.031 ≈3% ITM
Gamma 0
Theta -1.693
Vega 0.045
Open interest 15
Model this put
0
—
—
—
—
360
$0.18
-0.032
287.1%
58
56
Call · $360
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $360
Last $0.18
Breakeven $359.82
Implied vol 287.1%
Delta -0.032 ≈3% ITM
Gamma 0
Theta -1.658
Vega 0.046
Open interest 56
Model this put
0
—
—
—
—
365
$0.18
-0.034
283.3%
13
146
Call · $365
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $365
Last $0.18
Breakeven $364.82
Implied vol 283.3%
Delta -0.034 ≈3% ITM
Gamma 0
Theta -1.729
Vega 0.046
Open interest 146
Model this put
0
—
—
—
—
370
$0.14
-0.034
274.1%
20
20
Call · $370
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $370
Last $0.14
Breakeven $369.86
Implied vol 274.1%
Delta -0.034 ≈3% ITM
Gamma 0
Theta -1.667
Vega 0.046
Open interest 20
Model this put
28
10
—
—
$132.70
375
$0.10
-0.01
206.6%
24
24
Call · $375
In the money
Last $132.70
Breakeven $507.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 28
Model this call
Put · $375
Last $0.10
Breakeven $374.90
Implied vol 206.6%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.457
Vega 0.023
Open interest 24
Model this put
0
—
—
—
—
380
$0.18
-0.01
199.8%
49
49
Call · $380
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $380
Last $0.18
Breakeven $379.82
Implied vol 199.8%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.436
Vega 0.024
Open interest 49
Model this put
44
58
—
—
$122.90
385
$0.12
-0.036
252.5%
53
633
Call · $385
In the money
Last $122.90
Breakeven $507.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 44
Model this call
Put · $385
Last $0.12
Breakeven $384.88
Implied vol 252.5%
Delta -0.036 ≈4% ITM
Gamma 0.001
Theta -1.613
Vega 0.047
Open interest 633
Model this put
0
—
—
—
—
390
$0.18
-0.037
246.9%
53
414
Call · $390
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $390
Last $0.18
Breakeven $389.82
Implied vol 246.9%
Delta -0.037 ≈4% ITM
Gamma 0.001
Theta -1.631
Vega 0.048
Open interest 414
Model this put
6
12
—
—
$113.10
395
$0.18
-0.01
181%
46
382
Call · $395
In the money
Last $113.10
Breakeven $508.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $395
Last $0.18
Breakeven $394.82
Implied vol 181%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.391
Vega 0.024
Open interest 382
Model this put
0
—
—
—
—
400
$0.14
-0.009
172.1%
51
173
Call · $400
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $400
Last $0.14
Breakeven $399.86
Implied vol 172.1%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.345
Vega 0.01
Open interest 173
Model this put
10
20
—
—
$103.00
405
$0.16
-0.012
172.2%
45
105
Call · $405
In the money
Last $103.00
Breakeven $508.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this call
Put · $405
Last $0.16
Breakeven $404.84
Implied vol 172.2%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.421
Vega 0.024
Open interest 105
Model this put
3
6
—
—
$134.00
410
$0.16
-0.009
160.1%
47
110
Call · $410
In the money
Last $134.00
Breakeven $544.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $410
Last $0.16
Breakeven $409.84
Implied vol 160.1%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.32
Vega 0.011
Open interest 110
Model this put
11
12
—
—
$91.90
415
$0.17
-0.011
159.6%
44
137
Call · $415
In the money
Last $91.90
Breakeven $506.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 11
Model this call
Put · $415
Last $0.17
Breakeven $414.83
Implied vol 159.6%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.378
Vega 0.025
Open interest 137
Model this put
9
10
—
—
$93.30
420
$0.13
-0.014
158.4%
20
232
Call · $420
In the money
Last $93.30
Breakeven $513.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $420
Last $0.13
Breakeven $419.87
Implied vol 158.4%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.448
Vega 0.025
Open interest 232
Model this put
9
2
—
—
$84.00
425
$0.15
-0.045
202.6%
32
66
Call · $425
In the money
Last $84.00
Breakeven $509.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $425
Last $0.15
Breakeven $424.85
Implied vol 202.6%
Delta -0.045 ≈5% ITM
Gamma 0.001
Theta -1.567
Vega 0.05
Open interest 66
Model this put
15
20
—
—
$79.70
430
$0.15
-0.016
150.2%
36
62
Call · $430
In the money
Last $79.70
Breakeven $509.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 15
Model this call
Put · $430
Last $0.15
Breakeven $429.85
Implied vol 150.2%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.478
Vega 0.025
Open interest 62
Model this put
3
2
—
—
$80.20
435
$0.11
-0.023
157.1%
24
88
Call · $435
In the money
Last $80.20
Breakeven $515.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $435
Last $0.11
Breakeven $434.89
Implied vol 157.1%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.694
Vega 0.025
Open interest 88
Model this put
0
—
—
—
—
437.5
$0.17
-0.014
138.7%
21
22
Call · $437.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $437.5
Last $0.17
Breakeven $437.33
Implied vol 138.7%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.401
Vega 0.025
Open interest 22
Model this put
16
32
—
—
$75.00
440
$0.12
-0.004
112.1%
14
29
Call · $440
In the money
Last $75.00
Breakeven $515.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $440
Last $0.12
Breakeven $439.88
Implied vol 112.1%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.098
Vega 0.011
Open interest 29
Model this put
0
—
—
—
—
442.5
$0.10
—
—
9
9
Call · $442.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $442.5
Last $0.10
Breakeven $442.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this put
22
1
—
—
$140.00
445
$0.16
-0.019
138.2%
5
95
Call · $445
In the money
Last $140.00
Breakeven $585.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 22
Model this call
Put · $445
Last $0.16
Breakeven $444.84
Implied vol 138.2%
Delta -0.019 ≈2% ITM
Gamma 0.001
Theta -0.524
Vega 0.026
Open interest 95
Model this put
0
—
—
—
—
447.5
$0.17
-0.028
148.7%
3
8
Call · $447.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $447.5
Last $0.17
Breakeven $447.33
Implied vol 148.7%
Delta -0.028 ≈3% ITM
Gamma 0.001
Theta -0.778
Vega 0.051
Open interest 8
Model this put
13
2
—
—
$130.05
450
$0.18
-0.03
147.4%
4
181
Call · $450
In the money
Last $130.05
Breakeven $580.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 13
Model this call
Put · $450
Last $0.18
Breakeven $449.82
Implied vol 147.4%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.814
Vega 0.051
Open interest 181
Model this put
2
1
—
—
$132.00
452.5
$0.73
-0.031
145.1%
2
1
Call · $452.5
In the money
Last $132.00
Breakeven $584.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $452.5
Last $0.73
Breakeven $451.77
Implied vol 145.1%
Delta -0.031 ≈3% ITM
Gamma 0.001
Theta -0.822
Vega 0.052
Open interest 1
Model this put
19
10
—
—
$64.70
455
$0.05
-0.029
139.9%
1
43
Call · $455
In the money
Last $64.70
Breakeven $519.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 19
Model this call
Put · $455
Last $0.05
Breakeven $454.95
Implied vol 139.9%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -0.751
Vega 0.052
Open interest 43
Model this put
0
—
—
—
—
457.5
—
-0.082
190.3%
—
0
Call · $457.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $457.5
Last —
Breakeven —
Implied vol 190.3%
Delta -0.082 ≈8% ITM
Gamma 0.001
Theta -2.349
Vega 0.089
Open interest 0
Model this put
8
1
—
—
$107.00
460
$0.14
-0.057
162.9%
1
42
Call · $460
In the money
Last $107.00
Breakeven $567.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $460
Last $0.14
Breakeven $459.86
Implied vol 162.9%
Delta -0.057 ≈6% ITM
Gamma 0.001
Theta -1.529
Vega 0.052
Open interest 42
Model this put
1
2
—
—
$57.10
462.5
$0.16
-0.085
183.8%
2
2
Call · $462.5
In the money
Last $57.10
Breakeven $519.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $462.5
Last $0.16
Breakeven $462.34
Implied vol 183.8%
Delta -0.085 ≈8% ITM
Gamma 0.001
Theta -2.324
Vega 0.09
Open interest 2
Model this put
9
2
—
—
$55.00
465
$0.18
-0.048
144.9%
3
32
Call · $465
In the money
Last $55.00
Breakeven $520.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $465
Last $0.18
Breakeven $464.82
Implied vol 144.9%
Delta -0.048 ≈5% ITM
Gamma 0.001
Theta -1.172
Vega 0.052
Open interest 32
Model this put
2
3
—
—
$52.70
467.5
—
-0.067
159.6%
—
0
Call · $467.5
In the money
Last $52.70
Breakeven $520.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $467.5
Last —
Breakeven —
Implied vol 159.6%
Delta -0.067 ≈7% ITM
Gamma 0.001
Theta -1.695
Vega 0.09
Open interest 0
Model this put
8
2
—
—
$50.60
470
$0.11
-0.052
141.8%
5
41
Call · $470
In the money
Last $50.60
Breakeven $520.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $470
Last $0.11
Breakeven $469.89
Implied vol 141.8%
Delta -0.052 ≈5% ITM
Gamma 0.001
Theta -1.23
Vega 0.053
Open interest 41
Model this put
0
—
—
—
—
472.5
$5.00
-0.08
161.5%
2
2
Call · $472.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $472.5
Last $5.00
Breakeven $467.50
Implied vol 161.5%
Delta -0.08 ≈8% ITM
Gamma 0.002
Theta -1.953
Vega 0.091
Open interest 2
Model this put
9
2
—
—
$44.90
475
$0.20
-0.063
144.7%
4
154
Call · $475
In the money
Last $44.90
Breakeven $519.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $475
Last $0.20
Breakeven $474.80
Implied vol 144.7%
Delta -0.063 ≈6% ITM
Gamma 0.002
Theta -1.468
Vega 0.091
Open interest 154
Model this put
0
—
—
—
—
477.5
$4.70
-0.094
164.6%
12
6
Call · $477.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $477.5
Last $4.70
Breakeven $472.80
Implied vol 164.6%
Delta -0.094 ≈9% ITM
Gamma 0.002
Theta -2.249
Vega 0.091
Open interest 6
Model this put
8
2
—
—
$88.27
480
$0.50
-0.006
81.5%
3
26
Call · $480
In the money
Last $88.27
Breakeven $568.27
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $480
Last $0.50
Breakeven $479.50
Implied vol 81.5%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.115
Vega 0.011
Open interest 26
Model this put
1
1
—
—
$102.00
482.5
—
-0.097
158.3%
—
0
Call · $482.5
In the money
Last $102.00
Breakeven $584.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $482.5
Last —
Breakeven —
Implied vol 158.3%
Delta -0.097 ≈10% ITM
Gamma 0.002
Theta -2.224
Vega 0.092
Open interest 0
Model this put
9
1
—
—
$100.00
485
$2.02
-0.089
146.8%
1
27
Call · $485
In the money
Last $100.00
Breakeven $585.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $485
Last $2.02
Breakeven $482.98
Implied vol 146.8%
Delta -0.089 ≈9% ITM
Gamma 0.002
Theta -1.919
Vega 0.092
Open interest 27
Model this put
0
—
—
—
—
487.5
$4.68
-0.104
155.1%
5
378
Call · $487.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $487.5
Last $4.68
Breakeven $482.82
Implied vol 155.1%
Delta -0.104 ≈10% ITM
Gamma 0.002
Theta -2.303
Vega 0.092
Open interest 378
Model this put
85
1
—
—
$81.46
490
$0.18
-0.03
97.8%
3
179
Call · $490
In the money
Last $81.46
Breakeven $571.46
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 85
Model this call
Put · $490
Last $0.18
Breakeven $489.82
Implied vol 97.8%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.538
Vega 0.054
Open interest 179
Model this put
0
—
—
—
—
492.5
$10.30
-0.128
163.6%
34
32
Call · $492.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $492.5
Last $10.30
Breakeven $482.20
Implied vol 163.6%
Delta -0.128 ≈13% ITM
Gamma 0.002
Theta -2.803
Vega 0.139
Open interest 32
Model this put
4
2
—
—
$21.20
495
$0.30
-0.125
156.9%
2
16
Call · $495
In the money
Last $21.20
Breakeven $516.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $495
Last $0.30
Breakeven $494.70
Implied vol 156.9%
Delta -0.125 ≈13% ITM
Gamma 0.002
Theta -2.662
Vega 0.14
Open interest 16
Model this put
1
1
—
—
$27.47
497.5
$0.05
-0.146
166%
10
15
Call · $497.5
In the money
Last $27.47
Breakeven $524.97
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $497.5
Last $0.05
Breakeven $497.45
Implied vol 166%
Delta -0.146 ≈15% ITM
Gamma 0.002
Theta -3.096
Vega 0.14
Open interest 15
Model this put
72
1
—
—
$80.40
500
$0.05
-0.043
93.8%
50
143
Call · $500
In the money
Last $80.40
Breakeven $580.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 72
Model this call
Put · $500
Last $0.05
Breakeven $499.95
Implied vol 93.8%
Delta -0.043 ≈4% ITM
Gamma 0.002
Theta -0.693
Vega 0.054
Open interest 143
Model this put
4
7
—
—
$17.40
502.5
$8.98
-0.072
108.3%
1
1
Call · $502.5
In the money
Last $17.40
Breakeven $519.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $502.5
Last $8.98
Breakeven $493.52
Implied vol 108.3%
Delta -0.072 ≈7% ITM
Gamma 0.002
Theta -1.215
Vega 0.094
Open interest 1
Model this put
158
1
—
—
$75.40
505
$0.05
-0.043
87.5%
2
305
Call · $505
In the money
Last $75.40
Breakeven $580.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 158
Model this call
Put · $505
Last $0.05
Breakeven $504.95
Implied vol 87.5%
Delta -0.043 ≈4% ITM
Gamma 0.002
Theta -0.643
Vega 0.055
Open interest 305
Model this put
0
—
—
—
—
507.5
$2.42
-0.189
178.9%
20
12
Call · $507.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $507.5
Last $2.42
Breakeven $505.08
Implied vol 178.9%
Delta -0.189 ≈19% ITM
Gamma 0.003
Theta -3.982
Vega 0.141
Open interest 12
Model this put
33
1
—
—
$74.38
510
$0.05
-0.016
65.1%
5
95
Call · $510
In the money
Last $74.38
Breakeven $584.38
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 33
Model this call
Put · $510
Last $0.05
Breakeven $509.95
Implied vol 65.1%
Delta -0.016 ≈2% ITM
Gamma 0.001
Theta -0.21
Vega 0.027
Open interest 95
Model this put
16
7
—
—
$58.60
512.5
$0.67
-0.208
183.1%
1
16
Call · $512.5
In the money
Last $58.60
Breakeven $571.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $512.5
Last $0.67
Breakeven $511.83
Implied vol 183.1%
Delta -0.208 ≈21% ITM
Gamma 0.003
Theta -4.336
Vega 0.186
Open interest 16
Model this put
46
6
—
—
$49.60
515
$0.13
-0.077
91.8%
1
114
Call · $515
In the money
Last $49.60
Breakeven $564.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 46
Model this call
Put · $515
Last $0.13
Breakeven $514.87
Implied vol 91.8%
Delta -0.077 ≈8% ITM
Gamma 0.003
Theta -1.076
Vega 0.095
Open interest 114
Model this put
161
168
—
—
$63.20
517.5
$0.04
-0.091
94.2%
15
9
Call · $517.5
In the money
Last $63.20
Breakeven $580.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 161
Model this call
Put · $517.5
Last $0.04
Breakeven $517.46
Implied vol 94.2%
Delta -0.091 ≈9% ITM
Gamma 0.003
Theta -1.253
Vega 0.095
Open interest 9
Model this put
263
169
—
—
$60.75
520
$0.03
-0.02
57.7%
1
130
Call · $520
In the money
Last $60.75
Breakeven $580.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 263
Model this call
Put · $520
Last $0.03
Breakeven $519.97
Implied vol 57.7%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.222
Vega 0.028
Open interest 130
Model this put
8
5
—
—
$58.40
522.5
$19.60
-0.07
78.6%
21
10
Call · $522.5
In the money
Last $58.40
Breakeven $580.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $522.5
Last $19.60
Breakeven $502.90
Implied vol 78.6%
Delta -0.07 ≈7% ITM
Gamma 0.003
Theta -0.868
Vega 0.096
Open interest 10
Model this put
188
17
—
—
$58.19
525
$0.05
-0.043
63.6%
1
129
Call · $525
In the money
Last $58.19
Breakeven $583.19
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 188
Model this call
Put · $525
Last $0.05
Breakeven $524.95
Implied vol 63.6%
Delta -0.043 ≈4% ITM
Gamma 0.003
Theta -0.471
Vega 0.056
Open interest 129
Model this put
31
23
—
—
$55.64
527.5
$2.93
-0.144
100.9%
1
1
Call · $527.5
In the money
Last $55.64
Breakeven $583.14
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 31
Model this call
Put · $527.5
Last $2.93
Breakeven $524.57
Implied vol 100.9%
Delta -0.144 ≈14% ITM
Gamma 0.004
Theta -1.869
Vega 0.144
Open interest 1
Model this put
55
5
—
—
$53.75
530
$0.12
-0.013
45%
41
78
Call · $530
In the money
Last $53.75
Breakeven $583.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 55
Model this call
Put · $530
Last $0.12
Breakeven $529.88
Implied vol 45%
Delta -0.013 ≈1% ITM
Gamma 0.001
Theta -0.124
Vega 0.028
Open interest 78
Model this put
13
7
—
—
$49.03
532.5
$0.17
-0.02
45.7%
14
21
Call · $532.5
In the money
Last $49.03
Breakeven $581.53
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 13
Model this call
Put · $532.5
Last $0.17
Breakeven $532.33
Implied vol 45.7%
Delta -0.02 ≈2% ITM
Gamma 0.002
Theta -0.178
Vega 0.028
Open interest 21
Model this put
101
1
—
—
$47.99
535
$0.30
-0.096
69%
5
124
Call · $535
In the money
Last $47.99
Breakeven $582.99
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 101
Model this call
Put · $535
Last $0.30
Breakeven $534.70
Implied vol 69%
Delta -0.096 ≈10% ITM
Gamma 0.004
Theta -0.955
Vega 0.097
Open interest 124
Model this put
8
5
—
—
$42.00
537.5
$0.39
-0.056
53.3%
26
3
Call · $537.5
In the money
Last $42.00
Breakeven $579.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $537.5
Last $0.39
Breakeven $537.11
Implied vol 53.3%
Delta -0.056 ≈6% ITM
Gamma 0.004
Theta -0.488
Vega 0.056
Open interest 3
Model this put
120
18
—
—
$41.86
540
$0.30
-0.062
52.3%
6
78
Call · $540
In the money
Last $41.86
Breakeven $581.86
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 120
Model this call
Put · $540
Last $0.30
Breakeven $539.70
Implied vol 52.3%
Delta -0.062 ≈6% ITM
Gamma 0.004
Theta -0.523
Vega 0.056
Open interest 78
Model this put
11
11
—
—
$33.95
542.5
$0.53
-0.066
50.3%
34
13
Call · $542.5
In the money
Last $33.95
Breakeven $576.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 11
Model this call
Put · $542.5
Last $0.53
Breakeven $541.97
Implied vol 50.3%
Delta -0.066 ≈7% ITM
Gamma 0.004
Theta -0.529
Vega 0.098
Open interest 13
Model this put
27
10
—
—
$37.83
545
$0.25
-0.048
42%
10
19
Call · $545
In the money
Last $37.83
Breakeven $582.83
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 27
Model this call
Put · $545
Last $0.25
Breakeven $544.75
Implied vol 42%
Delta -0.048 ≈5% ITM
Gamma 0.004
Theta -0.34
Vega 0.057
Open interest 19
Model this put
3
1
—
—
$4.50
547.5
—
-0.123
57.5%
—
0
Call · $547.5
In the money
Last $4.50
Breakeven $552.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $547.5
Last —
Breakeven —
Implied vol 57.5%
Delta -0.123 ≈12% ITM
Gamma 0.006
Theta -0.967
Vega 0.098
Open interest 0
Model this put
125
22
—
—
$32.83
550
$0.75
-0.098
46.9%
185
218
Call · $550
In the money
Last $32.83
Breakeven $582.83
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 125
Model this call
Put · $550
Last $0.75
Breakeven $549.25
Implied vol 46.9%
Delta -0.098 ≈10% ITM
Gamma 0.006
Theta -0.661
Vega 0.098
Open interest 218
Model this put
3
2
—
—
$29.68
552.5
$0.77
-0.093
42.3%
4
39
Call · $552.5
In the money
Last $29.68
Breakeven $582.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $552.5
Last $0.77
Breakeven $551.73
Implied vol 42.3%
Delta -0.093 ≈9% ITM
Gamma 0.007
Theta -0.572
Vega 0.099
Open interest 39
Model this put
164
1
—
—
$28.96
555
$1.60
-0.101
40.1%
11
34
Call · $555
In the money
Last $28.96
Breakeven $583.96
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 164
Model this call
Put · $555
Last $1.60
Breakeven $553.40
Implied vol 40.1%
Delta -0.101 ≈10% ITM
Gamma 0.008
Theta -0.579
Vega 0.099
Open interest 34
Model this put
7
4
0%
1
$25.49
557.5
$1.20
-0.195
55%
4
24
Call · $557.5
In the money
Last $25.49
Breakeven $582.99
Implied vol 0%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.009
Vega 0
Open interest 7
Model this call
Put · $557.5
Last $1.20
Breakeven $556.30
Implied vol 55%
Delta -0.195 ≈20% ITM
Gamma 0.009
Theta -1.242
Vega 0.149
Open interest 24
Model this put
96
1
—
—
$27.30
560
$1.49
-0.129
37.6%
32
219
Call · $560
In the money
Last $27.30
Breakeven $587.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 96
Model this call
Put · $560
Last $1.49
Breakeven $558.51
Implied vol 37.6%
Delta -0.129 ≈13% ITM
Gamma 0.01
Theta -0.655
Vega 0.149
Open interest 219
Model this put
20
14
27.2%
0.914
$16.00
562.5
$1.87
-0.223
50.3%
15
82
Call · $562.5
In the money
Last $16.00
Breakeven $578.50
Implied vol 27.2%
Delta 0.914 ≈91% ITM
Gamma 0.01
Theta -0.355
Vega 0.099
Open interest 20
Model this call
Put · $562.5
Last $1.87
Breakeven $560.63
Implied vol 50.3%
Delta -0.223 ≈22% ITM
Gamma 0.011
Theta -1.242
Vega 0.195
Open interest 82
Model this put
38
1
29.5%
0.868
$20.01
565
$2.50
-0.205
40.1%
83
78
Call · $565
In the money
Last $20.01
Breakeven $585.01
Implied vol 29.5%
Delta 0.868 ≈87% ITM
Gamma 0.013
Theta -0.527
Vega 0.149
Open interest 38
Model this call
Put · $565
Last $2.50
Breakeven $562.50
Implied vol 40.1%
Delta -0.205 ≈20% ITM
Gamma 0.012
Theta -0.934
Vega 0.15
Open interest 78
Model this put
10
2
29.4%
0.83
$20.20
567.5
$2.65
-0.292
52.7%
5
20
Call · $567.5
In the money
Last $20.20
Breakeven $587.70
Implied vol 29.4%
Delta 0.83 ≈83% ITM
Gamma 0.015
Theta -0.615
Vega 0.15
Open interest 10
Model this call
Put · $567.5
Last $2.65
Breakeven $564.85
Implied vol 52.7%
Delta -0.292 ≈29% ITM
Gamma 0.011
Theta -1.475
Vega 0.196
Open interest 20
Model this put
81
3
28.7%
0.795
$16.03
570
$3.29
-0.243
34.3%
33
121
Call · $570
In the money
Last $16.03
Breakeven $586.03
Implied vol 28.7%
Delta 0.795 ≈80% ITM
Gamma 0.017
Theta -0.676
Vega 0.15
Open interest 81
Model this call
Put · $570
Last $3.29
Breakeven $566.71
Implied vol 34.3%
Delta -0.243 ≈24% ITM
Gamma 0.016
Theta -0.879
Vega 0.196
Open interest 121
Model this put
77
3
31.2%
0.731
$13.75
572.5
$4.00
-0.3
37%
18
20
Call · $572.5
In the money
Last $13.75
Breakeven $586.25
Implied vol 31.2%
Delta 0.731 ≈73% ITM
Gamma 0.019
Theta -0.848
Vega 0.197
Open interest 77
Model this call
Put · $572.5
Last $4.00
Breakeven $568.50
Implied vol 37%
Delta -0.3 ≈30% ITM
Gamma 0.017
Theta -1.048
Vega 0.197
Open interest 20
Model this put
176
52
27.2%
0.705
$11.50
575
$6.00
-0.347
38.7%
49
109
Call · $575
In the money
Last $11.50
Breakeven $586.50
Implied vol 27.2%
Delta 0.705 ≈70% ITM
Gamma 0.022
Theta -0.773
Vega 0.197
Open interest 176
Model this call
Put · $575
Last $6.00
Breakeven $569.00
Implied vol 38.7%
Delta -0.347 ≈35% ITM
Gamma 0.017
Theta -1.181
Vega 0.198
Open interest 109
Model this put
30
9
27.2%
0.649
$13.98
577.5
$6.10
-0.382
35.2%
4
12
Call · $577.5
In the money
Last $13.98
Breakeven $591.48
Implied vol 27.2%
Delta 0.649 ≈65% ITM
Gamma 0.024
Theta -0.843
Vega 0.226
Open interest 30
Model this call
Put · $577.5
Last $6.10
Breakeven $571.40
Implied vol 35.2%
Delta -0.382 ≈38% ITM
Gamma 0.019
Theta -1.097
Vega 0.226
Open interest 12
Model this put
Underlying $580.00
161
22
27.9%
0.584
$8.20
580
$7.70
-0.437
39.3%
38
25
Call · $580
Last $8.20
Breakeven $588.20
Implied vol 27.9%
Delta 0.584 ≈58% ITM
Gamma 0.024
Theta -0.896
Vega 0.227
Open interest 161
Model this call
Put · $580
Last $7.70
Breakeven $572.30
Implied vol 39.3%
Delta -0.437 ≈44% ITM
Gamma 0.018
Theta -1.259
Vega 0.227
Open interest 25
Model this put
52
40
30.7%
0.521
$7.30
582.5
$7.80
-0.481
39.5%
10
23
Call · $582.5
Last $7.30
Breakeven $589.80
Implied vol 30.7%
Delta 0.521 ≈52% ITM
Gamma 0.023
Theta -1.014
Vega 0.227
Open interest 52
Model this call
Put · $582.5
In the money
Last $7.80
Breakeven $574.70
Implied vol 39.5%
Delta -0.481 ≈48% ITM
Gamma 0.018
Theta -1.297
Vega 0.227
Open interest 23
Model this put
133
73
30.4%
0.465
$5.92
585
$8.90
-0.52
44.1%
3
7
Call · $585
Last $5.92
Breakeven $590.92
Implied vol 30.4%
Delta 0.465 ≈46% ITM
Gamma 0.023
Theta -0.995
Vega 0.228
Open interest 133
Model this call
Put · $585
In the money
Last $8.90
Breakeven $576.10
Implied vol 44.1%
Delta -0.52 ≈52% ITM
Gamma 0.016
Theta -1.438
Vega 0.228
Open interest 7
Model this put
73
36
30.7%
0.409
$5.09
587.5
$9.50
-0.571
37.8%
4
4
Call · $587.5
Last $5.09
Breakeven $592.59
Implied vol 30.7%
Delta 0.409 ≈41% ITM
Gamma 0.022
Theta -0.979
Vega 0.228
Open interest 73
Model this call
Put · $587.5
In the money
Last $9.50
Breakeven $578.00
Implied vol 37.8%
Delta -0.571 ≈57% ITM
Gamma 0.018
Theta -1.204
Vega 0.228
Open interest 4
Model this put
147
69
30.7%
0.354
$5.02
590
$15.87
-0.609
40%
9
8
Call · $590
Last $5.02
Breakeven $595.02
Implied vol 30.7%
Delta 0.354 ≈35% ITM
Gamma 0.022
Theta -0.949
Vega 0.2
Open interest 147
Model this call
Put · $590
In the money
Last $15.87
Breakeven $574.13
Implied vol 40%
Delta -0.609 ≈61% ITM
Gamma 0.017
Theta -1.253
Vega 0.229
Open interest 8
Model this put
39
25
31.8%
0.312
$3.40
592.5
$17.24
-0.647
40.8%
1
1
Call · $592.5
Last $3.40
Breakeven $595.90
Implied vol 31.8%
Delta 0.312 ≈31% ITM
Gamma 0.02
Theta -0.922
Vega 0.201
Open interest 39
Model this call
Put · $592.5
In the money
Last $17.24
Breakeven $575.26
Implied vol 40.8%
Delta -0.647 ≈65% ITM
Gamma 0.016
Theta -1.246
Vega 0.201
Open interest 1
Model this put
58
24
30.6%
0.257
$2.98
595
$17.49
-0.681
41.4%
2
2
Call · $595
Last $2.98
Breakeven $597.98
Implied vol 30.6%
Delta 0.257 ≈26% ITM
Gamma 0.019
Theta -0.813
Vega 0.201
Open interest 58
Model this call
Put · $595
In the money
Last $17.49
Breakeven $577.51
Implied vol 41.4%
Delta -0.681 ≈68% ITM
Gamma 0.015
Theta -1.201
Vega 0.201
Open interest 2
Model this put
41
37
32.4%
0.226
$3.00
597.5
$18.90
-0.697
45.7%
3
3
Call · $597.5
Last $3.00
Breakeven $600.50
Implied vol 32.4%
Delta 0.226 ≈23% ITM
Gamma 0.016
Theta -0.806
Vega 0.154
Open interest 41
Model this call
Put · $597.5
In the money
Last $18.90
Breakeven $578.60
Implied vol 45.7%
Delta -0.697 ≈70% ITM
Gamma 0.013
Theta -1.295
Vega 0.202
Open interest 3
Model this put
365
206
31.4%
0.183
$2.10
600
$22.00
-0.722
47.3%
5
5
Call · $600
Last $2.10
Breakeven $602.10
Implied vol 31.4%
Delta 0.183 ≈18% ITM
Gamma 0.015
Theta -0.679
Vega 0.155
Open interest 365
Model this call
Put · $600
In the money
Last $22.00
Breakeven $578.00
Implied vol 47.3%
Delta -0.722 ≈72% ITM
Gamma 0.012
Theta -1.286
Vega 0.202
Open interest 5
Model this put
29
14
35.7%
0.182
$2.12
602.5
—
-0.734
51%
—
0
Call · $602.5
Last $2.12
Breakeven $604.62
Implied vol 35.7%
Delta 0.182 ≈18% ITM
Gamma 0.013
Theta -0.769
Vega 0.155
Open interest 29
Model this call
Put · $602.5
In the money
Last —
Breakeven —
Implied vol 51%
Delta -0.734 ≈73% ITM
Gamma 0.011
Theta -1.361
Vega 0.202
Open interest 0
Model this put
56
10
48.4%
0.225
$1.82
605
$25.70
-0.756
52.6%
2
1
Call · $605
Last $1.82
Breakeven $606.82
Implied vol 48.4%
Delta 0.225 ≈23% ITM
Gamma 0.011
Theta -1.199
Vega 0.155
Open interest 56
Model this call
Put · $605
In the money
Last $25.70
Breakeven $579.30
Implied vol 52.6%
Delta -0.756 ≈76% ITM
Gamma 0.011
Theta -1.353
Vega 0.203
Open interest 1
Model this put
4
3
35.4%
0.122
$2.05
607.5
—
-0.779
52.6%
—
0
Call · $607.5
Last $2.05
Breakeven $609.55
Implied vol 35.4%
Delta 0.122 ≈12% ITM
Gamma 0.01
Theta -0.589
Vega 0.104
Open interest 4
Model this call
Put · $607.5
In the money
Last —
Breakeven —
Implied vol 52.6%
Delta -0.779 ≈78% ITM
Gamma 0.01
Theta -1.275
Vega 0.155
Open interest 0
Model this put
78
18
37.7%
0.116
$1.00
610
$29.00
-0.801
52.5%
4
2
Call · $610
Last $1.00
Breakeven $611.00
Implied vol 37.7%
Delta 0.116 ≈12% ITM
Gamma 0.009
Theta -0.602
Vega 0.104
Open interest 78
Model this call
Put · $610
In the money
Last $29.00
Breakeven $581.00
Implied vol 52.5%
Delta -0.801 ≈80% ITM
Gamma 0.009
Theta -1.187
Vega 0.156
Open interest 2
Model this put
77
36
37.2%
0.092
$1.20
612.5
—
-0.804
56.2%
—
0
Call · $612.5
Last $1.20
Breakeven $613.70
Implied vol 37.2%
Delta 0.092 ≈9% ITM
Gamma 0.008
Theta -0.501
Vega 0.104
Open interest 77
Model this call
Put · $612.5
In the money
Last —
Breakeven —
Implied vol 56.2%
Delta -0.804 ≈80% ITM
Gamma 0.009
Theta -1.257
Vega 0.156
Open interest 0
Model this put
79
3
39.3%
0.086
$0.95
615
—
-0.813
58.7%
—
0
Call · $615
Last $0.95
Breakeven $615.95
Implied vol 39.3%
Delta 0.086 ≈9% ITM
Gamma 0.007
Theta -0.505
Vega 0.104
Open interest 79
Model this call
Put · $615
In the money
Last —
Breakeven —
Implied vol 58.7%
Delta -0.813 ≈81% ITM
Gamma 0.008
Theta -1.274
Vega 0.156
Open interest 0
Model this put
135
45
40.3%
0.062
$0.35
620
—
-0.83
63.3%
—
0
Call · $620
Last $0.35
Breakeven $620.35
Implied vol 40.3%
Delta 0.062 ≈6% ITM
Gamma 0.005
Theta -0.405
Vega 0.061
Open interest 135
Model this call
Put · $620
In the money
Last —
Breakeven —
Implied vol 63.3%
Delta -0.83 ≈83% ITM
Gamma 0.007
Theta -1.296
Vega 0.157
Open interest 0
Model this put
85
16
45.5%
0.062
$0.25
625
—
-0.845
67.5%
—
0
Call · $625
Last $0.25
Breakeven $625.25
Implied vol 45.5%
Delta 0.062 ≈6% ITM
Gamma 0.005
Theta -0.454
Vega 0.061
Open interest 85
Model this call
Put · $625
In the money
Last —
Breakeven —
Implied vol 67.5%
Delta -0.845 ≈85% ITM
Gamma 0.006
Theta -1.304
Vega 0.157
Open interest 0
Model this put
62
13
39.3%
0.023
$0.22
630
—
-0.849
74.2%
—
0
Call · $630
Last $0.22
Breakeven $630.22
Implied vol 39.3%
Delta 0.023 ≈2% ITM
Gamma 0.002
Theta -0.175
Vega 0.031
Open interest 62
Model this call
Put · $630
In the money
Last —
Breakeven —
Implied vol 74.2%
Delta -0.849 ≈85% ITM
Gamma 0.006
Theta -1.417
Vega 0.158
Open interest 0
Model this put
19
1
58.8%
0.071
$0.05
635
—
-0.87
74.8%
—
0
Call · $635
Last $0.05
Breakeven $635.05
Implied vol 58.8%
Delta 0.071 ≈7% ITM
Gamma 0.004
Theta -0.661
Vega 0.061
Open interest 19
Model this call
Put · $635
In the money
Last —
Breakeven —
Implied vol 74.8%
Delta -0.87 ≈87% ITM
Gamma 0.005
Theta -1.282
Vega 0.106
Open interest 0
Model this put
117
29
48.4%
0.026
$0.21
640
$54.50
-0.868
82.5%
1
0
Call · $640
Last $0.21
Breakeven $640.21
Implied vol 48.4%
Delta 0.026 ≈3% ITM
Gamma 0.002
Theta -0.236
Vega 0.031
Open interest 117
Model this call
Put · $640
In the money
Last $54.50
Breakeven $585.50
Implied vol 82.5%
Delta -0.868 ≈87% ITM
Gamma 0.005
Theta -1.44
Vega 0.106
Open interest 0
Model this put
50
24
67.2%
0.066
$0.86
645
—
-0.872
87.4%
—
0
Call · $645
Last $0.86
Breakeven $645.86
Implied vol 67.2%
Delta 0.066 ≈7% ITM
Gamma 0.003
Theta -0.706
Vega 0.062
Open interest 50
Model this call
Put · $645
In the money
Last —
Breakeven —
Implied vol 87.4%
Delta -0.872 ≈87% ITM
Gamma 0.004
Theta -1.485
Vega 0.107
Open interest 0
Model this put
102
49
54.1%
0.021
$0.14
650
$66.96
-0.872
93.6%
1
0
Call · $650
Last $0.14
Breakeven $650.14
Implied vol 54.1%
Delta 0.021 ≈2% ITM
Gamma 0.002
Theta -0.225
Vega 0.031
Open interest 102
Model this call
Put · $650
In the money
Last $66.96
Breakeven $583.04
Implied vol 93.6%
Delta -0.872 ≈87% ITM
Gamma 0.004
Theta -1.586
Vega 0.107
Open interest 0
Model this put
53
2
82%
0.078
$0.04
655
—
-0.877
97.9%
—
0
Call · $655
Last $0.04
Breakeven $655.04
Implied vol 82%
Delta 0.078 ≈8% ITM
Gamma 0.003
Theta -0.983
Vega 0.108
Open interest 53
Model this call
Put · $655
In the money
Last —
Breakeven —
Implied vol 97.9%
Delta -0.877 ≈88% ITM
Gamma 0.004
Theta -1.612
Vega 0.107
Open interest 0
Model this put
439
1
79.5%
0.06
$0.05
660
—
-0.895
96.6%
—
0
Call · $660
Last $0.05
Breakeven $660.05
Implied vol 79.5%
Delta 0.06 ≈6% ITM
Gamma 0.003
Theta -0.775
Vega 0.063
Open interest 439
Model this call
Put · $660
In the money
Last —
Breakeven —
Implied vol 96.6%
Delta -0.895 ≈90% ITM
Gamma 0.003
Theta -1.41
Vega 0.108
Open interest 0
Model this put
57
2
75.9%
0.041
$0.14
665
—
-0.899
100.9%
—
0
Call · $665
Last $0.14
Breakeven $665.14
Implied vol 75.9%
Delta 0.041 ≈4% ITM
Gamma 0.002
Theta -0.544
Vega 0.063
Open interest 57
Model this call
Put · $665
In the money
Last —
Breakeven —
Implied vol 100.9%
Delta -0.899 ≈90% ITM
Gamma 0.003
Theta -1.435
Vega 0.108
Open interest 0
Model this put
79
1
107.3%
0.104
$0.10
670
—
-0.902
105.1%
—
0
Call · $670
Last $0.10
Breakeven $670.10
Implied vol 107.3%
Delta 0.104 ≈10% ITM
Gamma 0.003
Theta -1.571
Vega 0.109
Open interest 79
Model this call
Put · $670
In the money
Last —
Breakeven —
Implied vol 105.1%
Delta -0.902 ≈90% ITM
Gamma 0.003
Theta -1.461
Vega 0.109
Open interest 0
Model this put
204
166
90.7%
0.055
$1.42
675
—
-0.898
112.1%
—
0
Call · $675
Last $1.42
Breakeven $676.42
Implied vol 90.7%
Delta 0.055 ≈5% ITM
Gamma 0.002
Theta -0.817
Vega 0.063
Open interest 204
Model this call
Put · $675
In the money
Last —
Breakeven —
Implied vol 112.1%
Delta -0.898 ≈90% ITM
Gamma 0.003
Theta -1.6
Vega 0.109
Open interest 0
Model this put
137
1
88.3%
0.041
$1.25
680
—
-0.9
116.7%
—
0
Call · $680
Last $1.25
Breakeven $681.25
Implied vol 88.3%
Delta 0.041 ≈4% ITM
Gamma 0.002
Theta -0.626
Vega 0.063
Open interest 137
Model this call
Put · $680
In the money
Last —
Breakeven —
Implied vol 116.7%
Delta -0.9 ≈90% ITM
Gamma 0.003
Theta -1.644
Vega 0.109
Open interest 0
Model this put
181
17
114.8%
0.083
$3.42
685
—
-0.911
117.2%
—
0
Call · $685
Last $3.42
Breakeven $688.42
Implied vol 114.8%
Delta 0.083 ≈8% ITM
Gamma 0.002
Theta -1.439
Vega 0.11
Open interest 181
Model this call
Put · $685
In the money
Last —
Breakeven —
Implied vol 117.2%
Delta -0.911 ≈91% ITM
Gamma 0.002
Theta -1.518
Vega 0.11
Open interest 0
Model this put
83
1
118.9%
0.081
$1.18
690
—
-0.913
121.7%
—
0
Call · $690
Last $1.18
Breakeven $691.18
Implied vol 118.9%
Delta 0.081 ≈8% ITM
Gamma 0.002
Theta -1.464
Vega 0.11
Open interest 83
Model this call
Put · $690
In the money
Last —
Breakeven —
Implied vol 121.7%
Delta -0.913 ≈91% ITM
Gamma 0.002
Theta -1.562
Vega 0.11
Open interest 0
Model this put
114
50
123%
0.079
$4.80
695
—
-0.915
125.8%
—
0
Call · $695
Last $4.80
Breakeven $699.80
Implied vol 123%
Delta 0.079 ≈8% ITM
Gamma 0.002
Theta -1.489
Vega 0.111
Open interest 114
Model this call
Put · $695
In the money
Last —
Breakeven —
Implied vol 125.8%
Delta -0.915 ≈91% ITM
Gamma 0.002
Theta -1.588
Vega 0.11
Open interest 0
Model this put
142
13
103.1%
0.038
$0.05
700
—
-0.917
129.9%
—
0
Call · $700
Last $0.05
Breakeven $700.05
Implied vol 103.1%
Delta 0.038 ≈4% ITM
Gamma 0.001
Theta -0.691
Vega 0.064
Open interest 142
Model this call
Put · $700
In the money
Last —
Breakeven —
Implied vol 129.9%
Delta -0.917 ≈92% ITM
Gamma 0.002
Theta -1.613
Vega 0.111
Open interest 0
Model this put
118
12
102.2%
0.031
$0.05
705
—
-0.919
133.9%
—
0
Call · $705
Last $0.05
Breakeven $705.05
Implied vol 102.2%
Delta 0.031 ≈3% ITM
Gamma 0.001
Theta -0.587
Vega 0.032
Open interest 118
Model this call
Put · $705
In the money
Last —
Breakeven —
Implied vol 133.9%
Delta -0.919 ≈92% ITM
Gamma 0.002
Theta -1.638
Vega 0.111
Open interest 0
Model this put
68
1
131.6%
0.071
$0.05
710
—
-0.92
137.9%
—
0
Call · $710
Last $0.05
Breakeven $710.05
Implied vol 131.6%
Delta 0.071 ≈7% ITM
Gamma 0.002
Theta -1.457
Vega 0.065
Open interest 68
Model this call
Put · $710
In the money
Last —
Breakeven —
Implied vol 137.9%
Delta -0.92 ≈92% ITM
Gamma 0.002
Theta -1.663
Vega 0.111
Open interest 0
Model this put
129
14
135.7%
0.07
$1.64
715
—
-0.926
138.9%
—
0
Call · $715
Last $1.64
Breakeven $716.64
Implied vol 135.7%
Delta 0.07 ≈7% ITM
Gamma 0.002
Theta -1.493
Vega 0.065
Open interest 129
Model this call
Put · $715
In the money
Last —
Breakeven —
Implied vol 138.9%
Delta -0.926 ≈93% ITM
Gamma 0.002
Theta -1.585
Vega 0.065
Open interest 0
Model this put
78
1
146.5%
0.078
$2.43
720
—
-0.924
144.5%
—
0
Call · $720
Last $2.43
Breakeven $722.43
Implied vol 146.5%
Delta 0.078 ≈8% ITM
Gamma 0.002
Theta -1.767
Vega 0.113
Open interest 78
Model this call
Put · $720
In the money
Last —
Breakeven —
Implied vol 144.5%
Delta -0.924 ≈92% ITM
Gamma 0.002
Theta -1.675
Vega 0.065
Open interest 0
Model this put
148
1
142.2%
0.067
$2.37
725
—
-0.926
147.8%
—
0
Call · $725
Last $2.37
Breakeven $727.37
Implied vol 142.2%
Delta 0.067 ≈7% ITM
Gamma 0.002
Theta -1.512
Vega 0.065
Open interest 148
Model this call
Put · $725
In the money
Last —
Breakeven —
Implied vol 147.8%
Delta -0.926 ≈93% ITM
Gamma 0.002
Theta -1.684
Vega 0.065
Open interest 0
Model this put
125
1
146.2%
0.067
$2.45
730
—
-0.93
148.8%
—
0
Call · $730
Last $2.45
Breakeven $732.45
Implied vol 146.2%
Delta 0.067 ≈7% ITM
Gamma 0.002
Theta -1.548
Vega 0.066
Open interest 125
Model this call
Put · $730
In the money
Last —
Breakeven —
Implied vol 148.8%
Delta -0.93 ≈93% ITM
Gamma 0.002
Theta -1.614
Vega 0.066
Open interest 0
Model this put
174
1
155.3%
0.068
$2.40
740
—
-0.926
160.5%
—
0
Call · $740
Last $2.40
Breakeven $742.40
Implied vol 155.3%
Delta 0.068 ≈7% ITM
Gamma 0.001
Theta -1.66
Vega 0.066
Open interest 174
Model this call
Put · $740
In the money
Last —
Breakeven —
Implied vol 160.5%
Delta -0.926 ≈93% ITM
Gamma 0.002
Theta -1.82
Vega 0.066
Open interest 0
Model this put
9
1
166.5%
0.071
$2.43
750
—
-0.931
164.6%
—
0
Call · $750
Last $2.43
Breakeven $752.43
Implied vol 166.5%
Delta 0.071 ≈7% ITM
Gamma 0.001
Theta -1.853
Vega 0.066
Open interest 9
Model this call
Put · $750
In the money
Last —
Breakeven —
Implied vol 164.6%
Delta -0.931 ≈93% ITM
Gamma 0.001
Theta -1.759
Vega 0.066
Open interest 0
Model this put
125
1
172%
0.068
$2.37
760
—
-0.933
170.8%
—
0
Call · $760
Last $2.37
Breakeven $762.37
Implied vol 172%
Delta 0.068 ≈7% ITM
Gamma 0.001
Theta -1.845
Vega 0.067
Open interest 125
Model this call
Put · $760
In the money
Last —
Breakeven —
Implied vol 170.8%
Delta -0.933 ≈93% ITM
Gamma 0.001
Theta -1.778
Vega 0.067
Open interest 0
Model this put
27
1
161.4%
0.046
$0.16
770
—
-0.934
178.5%
—
0
Call · $770
Last $0.16
Breakeven $770.16
Implied vol 161.4%
Delta 0.046 ≈5% ITM
Gamma 0.001
Theta -1.263
Vega 0.067
Open interest 27
Model this call
Put · $770
In the money
Last —
Breakeven —
Implied vol 178.5%
Delta -0.934 ≈93% ITM
Gamma 0.001
Theta -1.85
Vega 0.067
Open interest 0
Model this put