0
—
—
—
—
170
$0.01
-0.003
173.2%
56
74
Call · $170
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $170
Last $0.01
Breakeven $169.99
Implied vol 173.2%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.062
Vega 0.005
Open interest 74
Model this put
2
2
136.4%
0.999
$107.75
180
$0.01
-0.004
153%
4
13
Call · $180
In the money
Last $107.75
Breakeven $287.75
Implied vol 136.4%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.018
Vega 0.002
Open interest 2
Model this call
Put · $180
Last $0.01
Breakeven $179.99
Implied vol 153%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.06
Vega 0.005
Open interest 13
Model this put
2
2
—
—
$99.06
190
$0.01
—
—
2
3
Call · $190
In the money
Last $99.06
Breakeven $289.06
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $190
Last $0.01
Breakeven $189.99
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
0
44
132.2%
0.993
$75.09
195
$0.06
-0.002
114.7%
8
0
Call · $195
In the money
Last $75.09
Breakeven $270.09
Implied vol 132.2%
Delta 0.993 ≈99% ITM
Gamma 0.001
Theta -0.087
Vega 0.005
Open interest 0
Model this call
Put · $195
Last $0.06
Breakeven $194.94
Implied vol 114.7%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.03
Vega 0.002
Open interest 0
Model this put
0
46
—
—
$70.11
200
$0.60
-0.046
181.1%
1
1
Call · $200
In the money
Last $70.11
Breakeven $270.11
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $200
Last $0.60
Breakeven $199.40
Implied vol 181.1%
Delta -0.046 ≈5% ITM
Gamma 0.002
Theta -0.614
Vega 0.025
Open interest 1
Model this put
1
2
—
—
$65.14
205
$0.19
-0.049
169.5%
11
0
Call · $205
In the money
Last $65.14
Breakeven $270.14
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $205
Last $0.19
Breakeven $204.81
Implied vol 169.5%
Delta -0.049 ≈5% ITM
Gamma 0.002
Theta -0.608
Vega 0.025
Open interest 0
Model this put
1
2
100.7%
0.993
$55.60
210
$0.13
-0.053
158.1%
6
1
Call · $210
In the money
Last $55.60
Breakeven $265.60
Implied vol 100.7%
Delta 0.993 ≈99% ITM
Gamma 0.001
Theta -0.063
Vega 0.005
Open interest 1
Model this call
Put · $210
Last $0.13
Breakeven $209.87
Implied vol 158.1%
Delta -0.053 ≈5% ITM
Gamma 0.002
Theta -0.603
Vega 0.026
Open interest 1
Model this put
1
2
106%
0.983
$55.14
215
$0.17
-0.056
146.5%
5
30
Call · $215
In the money
Last $55.14
Breakeven $270.14
Implied vol 106%
Delta 0.983 ≈98% ITM
Gamma 0.001
Theta -0.15
Vega 0.013
Open interest 1
Model this call
Put · $215
Last $0.17
Breakeven $214.83
Implied vol 146.5%
Delta -0.056 ≈6% ITM
Gamma 0.003
Theta -0.59
Vega 0.026
Open interest 30
Model this put
0
2
79.3%
0.995
$50.16
220
$0.07
-0.03
109.2%
1
53
Call · $220
In the money
Last $50.16
Breakeven $270.16
Implied vol 79.3%
Delta 0.995 ≈99% ITM
Gamma 0.001
Theta -0.039
Vega 0.005
Open interest 0
Model this call
Put · $220
Last $0.07
Breakeven $219.93
Implied vol 109.2%
Delta -0.03 ≈3% ITM
Gamma 0.002
Theta -0.261
Vega 0.026
Open interest 53
Model this put
0
—
—
—
—
225
$0.07
-0.026
94.2%
13
51
Call · $225
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $225
Last $0.07
Breakeven $224.93
Implied vol 94.2%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -0.203
Vega 0.013
Open interest 51
Model this put
0
—
—
—
—
230
$0.05
-0.051
98%
9
15
Call · $230
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $230
Last $0.05
Breakeven $229.95
Implied vol 98%
Delta -0.051 ≈5% ITM
Gamma 0.004
Theta -0.363
Vega 0.027
Open interest 15
Model this put
0
—
—
—
—
235
$0.12
-0.079
98.9%
2
25
Call · $235
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $235
Last $0.12
Breakeven $234.88
Implied vol 98.9%
Delta -0.079 ≈8% ITM
Gamma 0.005
Theta -0.515
Vega 0.047
Open interest 25
Model this put
1
1
59.4%
0.975
$32.66
240
$0.02
-0.024
58.9%
24
718
Call · $240
In the money
Last $32.66
Breakeven $272.66
Implied vol 59.4%
Delta 0.975 ≈98% ITM
Gamma 0.003
Theta -0.119
Vega 0.014
Open interest 1
Model this call
Put · $240
Last $0.02
Breakeven $239.98
Implied vol 58.9%
Delta -0.024 ≈2% ITM
Gamma 0.003
Theta -0.115
Vega 0.014
Open interest 718
Model this put
0
—
—
—
—
242.5
$0.17
-0.019
51.1%
5
82
Call · $242.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $242.5
Last $0.17
Breakeven $242.33
Implied vol 51.1%
Delta -0.019 ≈2% ITM
Gamma 0.003
Theta -0.082
Vega 0.014
Open interest 82
Model this put
2
2
—
—
$27.57
245
$0.02
-0.007
38.9%
16
372
Call · $245
In the money
Last $27.57
Breakeven $272.57
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $245
Last $0.02
Breakeven $244.98
Implied vol 38.9%
Delta -0.007 ≈1% ITM
Gamma 0.002
Theta -0.025
Vega 0.006
Open interest 372
Model this put
0
—
—
—
—
247.5
$0.02
-0.02
42.2%
10
71
Call · $247.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $247.5
Last $0.02
Breakeven $247.48
Implied vol 42.2%
Delta -0.02 ≈2% ITM
Gamma 0.004
Theta -0.073
Vega 0.014
Open interest 71
Model this put
25
1
—
—
$18.50
250
$0.04
-0.017
36.1%
224
559
Call · $250
In the money
Last $18.50
Breakeven $268.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 25
Model this call
Put · $250
Last $0.04
Breakeven $249.96
Implied vol 36.1%
Delta -0.017 ≈2% ITM
Gamma 0.004
Theta -0.053
Vega 0.014
Open interest 559
Model this put
1
1
33.5%
0.977
$12.63
252.5
$0.05
-0.022
33.2%
15
375
Call · $252.5
In the money
Last $12.63
Breakeven $265.13
Implied vol 33.5%
Delta 0.977 ≈98% ITM
Gamma 0.006
Theta -0.064
Vega 0.014
Open interest 1
Model this call
Put · $252.5
Last $0.05
Breakeven $252.45
Implied vol 33.2%
Delta -0.022 ≈2% ITM
Gamma 0.006
Theta -0.061
Vega 0.014
Open interest 375
Model this put
7
1
32.8%
0.959
$14.00
255
$0.10
-0.023
28.9%
226
1.7k
Call · $255
In the money
Last $14.00
Breakeven $269.00
Implied vol 32.8%
Delta 0.959 ≈96% ITM
Gamma 0.009
Theta -0.1
Vega 0.028
Open interest 7
Model this call
Put · $255
Last $0.10
Breakeven $254.90
Implied vol 28.9%
Delta -0.023 ≈2% ITM
Gamma 0.007
Theta -0.056
Vega 0.014
Open interest 1.7k
Model this put
1
1
18.7%
0.995
$9.25
257.5
$0.27
-0.049
28.9%
63
363
Call · $257.5
In the money
Last $9.25
Breakeven $266.75
Implied vol 18.7%
Delta 0.995 ≈99% ITM
Gamma 0.003
Theta -0.009
Vega 0.006
Open interest 1
Model this call
Put · $257.5
Last $0.27
Breakeven $257.23
Implied vol 28.9%
Delta -0.049 ≈5% ITM
Gamma 0.012
Theta -0.103
Vega 0.028
Open interest 363
Model this put
190
25
30.3%
0.898
$10.70
260
$0.28
-0.082
27.7%
313
663
Call · $260
In the money
Last $10.70
Breakeven $270.70
Implied vol 30.3%
Delta 0.898 ≈90% ITM
Gamma 0.021
Theta -0.191
Vega 0.049
Open interest 190
Model this call
Put · $260
Last $0.28
Breakeven $259.72
Implied vol 27.7%
Delta -0.082 ≈8% ITM
Gamma 0.019
Theta -0.148
Vega 0.049
Open interest 663
Model this put
124
45
29.2%
0.843
$8.00
262.5
$0.51
-0.134
26.9%
100
185
Call · $262.5
In the money
Last $8.00
Breakeven $270.50
Implied vol 29.2%
Delta 0.843 ≈84% ITM
Gamma 0.029
Theta -0.249
Vega 0.074
Open interest 124
Model this call
Put · $262.5
Last $0.51
Breakeven $261.99
Implied vol 26.9%
Delta -0.134 ≈13% ITM
Gamma 0.029
Theta -0.207
Vega 0.074
Open interest 185
Model this put
389
147
29.2%
0.76
$6.88
265
$0.92
-0.212
25.7%
235
1.1k
Call · $265
In the money
Last $6.88
Breakeven $271.88
Implied vol 29.2%
Delta 0.76 ≈76% ITM
Gamma 0.038
Theta -0.324
Vega 0.098
Open interest 389
Model this call
Put · $265
Last $0.92
Breakeven $264.08
Implied vol 25.7%
Delta -0.212 ≈21% ITM
Gamma 0.04
Theta -0.265
Vega 0.075
Open interest 1.1k
Model this put
205
150
27.9%
0.66
$5.00
267.5
$1.60
-0.323
24.9%
59
375
Call · $267.5
In the money
Last $5.00
Breakeven $272.50
Implied vol 27.9%
Delta 0.66 ≈66% ITM
Gamma 0.047
Theta -0.367
Vega 0.098
Open interest 205
Model this call
Put · $267.5
Last $1.60
Breakeven $265.90
Implied vol 24.9%
Delta -0.323 ≈32% ITM
Gamma 0.051
Theta -0.318
Vega 0.098
Open interest 375
Model this put
2k
1k
28.2%
0.538
$3.45
270
$2.70
-0.459
25.2%
280
516
Call · $270
In the money
Last $3.45
Breakeven $273.45
Implied vol 28.2%
Delta 0.538 ≈54% ITM
Gamma 0.05
Theta -0.398
Vega 0.113
Open interest 2k
Model this call
Put · $270
Last $2.70
Breakeven $267.30
Implied vol 25.2%
Delta -0.459 ≈46% ITM
Gamma 0.056
Theta -0.355
Vega 0.113
Open interest 516
Model this put
Underlying $270.65
712
729
27.1%
0.411
$2.30
272.5
$3.91
-0.597
25%
75
436
Call · $272.5
Last $2.30
Breakeven $274.80
Implied vol 27.1%
Delta 0.411 ≈41% ITM
Gamma 0.051
Theta -0.374
Vega 0.113
Open interest 712
Model this call
Put · $272.5
In the money
Last $3.91
Breakeven $268.59
Implied vol 25%
Delta -0.597 ≈60% ITM
Gamma 0.055
Theta -0.342
Vega 0.113
Open interest 436
Model this put
1k
313
28%
0.3
$1.48
275
$6.10
-0.71
26.5%
36
484
Call · $275
Last $1.48
Breakeven $276.48
Implied vol 28%
Delta 0.3 ≈30% ITM
Gamma 0.044
Theta -0.345
Vega 0.1
Open interest 1k
Model this call
Put · $275
In the money
Last $6.10
Breakeven $268.90
Implied vol 26.5%
Delta -0.71 ≈71% ITM
Gamma 0.045
Theta -0.319
Vega 0.1
Open interest 484
Model this put
253
193
29%
0.21
$0.91
277.5
$8.16
-0.819
25.6%
16
57
Call · $277.5
Last $0.91
Breakeven $278.41
Implied vol 29%
Delta 0.21 ≈21% ITM
Gamma 0.035
Theta -0.297
Vega 0.077
Open interest 253
Model this call
Put · $277.5
In the money
Last $8.16
Breakeven $269.34
Implied vol 25.6%
Delta -0.819 ≈82% ITM
Gamma 0.036
Theta -0.236
Vega 0.077
Open interest 57
Model this put
825
860
28.7%
0.131
$0.55
280
$9.85
-0.886
26.5%
19
632
Call · $280
Last $0.55
Breakeven $280.55
Implied vol 28.7%
Delta 0.131 ≈13% ITM
Gamma 0.026
Theta -0.218
Vega 0.051
Open interest 825
Model this call
Put · $280
In the money
Last $9.85
Breakeven $270.15
Implied vol 26.5%
Delta -0.886 ≈89% ITM
Gamma 0.026
Theta -0.179
Vega 0.051
Open interest 632
Model this put
1.3k
72
30.6%
0.095
$0.34
282.5
$17.65
-0.92
28.8%
1
4
Call · $282.5
Last $0.34
Breakeven $282.84
Implied vol 30.6%
Delta 0.095 ≈9% ITM
Gamma 0.019
Theta -0.182
Vega 0.052
Open interest 1.3k
Model this call
Put · $282.5
In the money
Last $17.65
Breakeven $264.85
Implied vol 28.8%
Delta -0.92 ≈92% ITM
Gamma 0.018
Theta -0.149
Vega 0.051
Open interest 4
Model this put
1.3k
585
27.8%
0.039
$0.20
285
$21.18
-0.925
34%
5
4
Call · $285
Last $0.20
Breakeven $285.20
Implied vol 27.8%
Delta 0.039 ≈4% ITM
Gamma 0.011
Theta -0.082
Vega 0.03
Open interest 1.3k
Model this call
Put · $285
In the money
Last $21.18
Breakeven $263.82
Implied vol 34%
Delta -0.925 ≈93% ITM
Gamma 0.015
Theta -0.168
Vega 0.052
Open interest 4
Model this put
94
59
31.6%
0.034
$0.09
287.5
$19.22
-0.922
40.2%
1
0
Call · $287.5
Last $0.09
Breakeven $287.59
Implied vol 31.6%
Delta 0.034 ≈3% ITM
Gamma 0.008
Theta -0.084
Vega 0.03
Open interest 94
Model this call
Put · $287.5
In the money
Last $19.22
Breakeven $268.28
Implied vol 40.2%
Delta -0.922 ≈92% ITM
Gamma 0.013
Theta -0.204
Vega 0.052
Open interest 0
Model this put
1.7k
234
31.3%
0.018
$0.03
290
$19.20
-0.952
39%
4
0
Call · $290
Last $0.03
Breakeven $290.03
Implied vol 31.3%
Delta 0.018 ≈2% ITM
Gamma 0.005
Theta -0.049
Vega 0.015
Open interest 1.7k
Model this call
Put · $290
In the money
Last $19.20
Breakeven $270.80
Implied vol 39%
Delta -0.952 ≈95% ITM
Gamma 0.009
Theta -0.134
Vega 0.03
Open interest 0
Model this put
126
206
32.4%
0.011
$0.06
292.5
—
-0.946
45.4%
—
0
Call · $292.5
Last $0.06
Breakeven $292.56
Implied vol 32.4%
Delta 0.011 ≈1% ITM
Gamma 0.003
Theta -0.033
Vega 0.007
Open interest 126
Model this call
Put · $292.5
In the money
Last —
Breakeven —
Implied vol 45.4%
Delta -0.946 ≈95% ITM
Gamma 0.009
Theta -0.173
Vega 0.03
Open interest 0
Model this put
399
45
37.8%
0.014
$0.05
295
$20.53
-0.949
49.3%
1
0
Call · $295
Last $0.05
Breakeven $295.05
Implied vol 37.8%
Delta 0.014 ≈1% ITM
Gamma 0.003
Theta -0.048
Vega 0.015
Open interest 399
Model this call
Put · $295
In the money
Last $20.53
Breakeven $274.47
Implied vol 49.3%
Delta -0.949 ≈95% ITM
Gamma 0.007
Theta -0.177
Vega 0.03
Open interest 0
Model this put
64
1
47.9%
0.03
$0.01
297.5
—
-0.965
49.8%
—
0
Call · $297.5
Last $0.01
Breakeven $297.51
Implied vol 47.9%
Delta 0.03 ≈3% ITM
Gamma 0.005
Theta -0.116
Vega 0.015
Open interest 64
Model this call
Put · $297.5
In the money
Last —
Breakeven —
Implied vol 49.8%
Delta -0.965 ≈96% ITM
Gamma 0.006
Theta -0.134
Vega 0.03
Open interest 0
Model this put
538
133
40.4%
0.008
$0.02
300
$29.83
-0.95
58.5%
10
0
Call · $300
Last $0.02
Breakeven $300.02
Implied vol 40.4%
Delta 0.008 ≈1% ITM
Gamma 0.002
Theta -0.03
Vega 0.007
Open interest 538
Model this call
Put · $300
In the money
Last $29.83
Breakeven $270.17
Implied vol 58.5%
Delta -0.95 ≈95% ITM
Gamma 0.006
Theta -0.209
Vega 0.031
Open interest 0
Model this put
515
1
46.2%
0.007
$0.05
305
$34.88
-0.95
67.7%
10
0
Call · $305
Last $0.05
Breakeven $305.05
Implied vol 46.2%
Delta 0.007 ≈1% ITM
Gamma 0.001
Theta -0.031
Vega 0.007
Open interest 515
Model this call
Put · $305
In the money
Last $34.88
Breakeven $270.12
Implied vol 67.7%
Delta -0.95 ≈95% ITM
Gamma 0.005
Theta -0.241
Vega 0.031
Open interest 0
Model this put
94
2
64.4%
0.024
$0.21
310
—
-0.926
87.9%
—
0
Call · $310
Last $0.21
Breakeven $310.21
Implied vol 64.4%
Delta 0.024 ≈2% ITM
Gamma 0.003
Theta -0.126
Vega 0.016
Open interest 94
Model this call
Put · $310
In the money
Last —
Breakeven —
Implied vol 87.9%
Delta -0.926 ≈93% ITM
Gamma 0.006
Theta -0.435
Vega 0.031
Open interest 0
Model this put
89
110
63.3%
0.011
$0.05
315
$27.30
-0.965
79.1%
2
0
Call · $315
Last $0.05
Breakeven $315.05
Implied vol 63.3%
Delta 0.011 ≈1% ITM
Gamma 0.002
Theta -0.066
Vega 0.007
Open interest 89
Model this call
Put · $315
In the money
Last $27.30
Breakeven $287.70
Implied vol 79.1%
Delta -0.965 ≈97% ITM
Gamma 0.003
Theta -0.21
Vega 0.031
Open interest 0
Model this put
167
17
62.8%
0.005
$0.02
320
—
-0.934
102.8%
—
0
Call · $320
Last $0.02
Breakeven $320.02
Implied vol 62.8%
Delta 0.005 ≈1% ITM
Gamma 0.001
Theta -0.033
Vega 0.007
Open interest 167
Model this call
Put · $320
In the money
Last —
Breakeven —
Implied vol 102.8%
Delta -0.934 ≈93% ITM
Gamma 0.004
Theta -0.464
Vega 0.032
Open interest 0
Model this put
5
103
75.5%
0.011
$0.01
325
—
-0.969
91.7%
—
0
Call · $325
Last $0.01
Breakeven $325.01
Implied vol 75.5%
Delta 0.011 ≈1% ITM
Gamma 0.001
Theta -0.076
Vega 0.007
Open interest 5
Model this call
Put · $325
In the money
Last —
Breakeven —
Implied vol 91.7%
Delta -0.969 ≈97% ITM
Gamma 0.003
Theta -0.218
Vega 0.016
Open interest 0
Model this put
4
5
102.5%
0.034
$0.11
330
—
-0.971
97.6%
—
0
Call · $330
Last $0.11
Breakeven $330.11
Implied vol 102.5%
Delta 0.034 ≈3% ITM
Gamma 0.003
Theta -0.277
Vega 0.016
Open interest 4
Model this call
Put · $330
In the money
Last —
Breakeven —
Implied vol 97.6%
Delta -0.971 ≈97% ITM
Gamma 0.002
Theta -0.221
Vega 0.016
Open interest 0
Model this put
2
7
86.6%
0.01
$0.14
335
—
-0.945
121.8%
—
0
Call · $335
Last $0.14
Breakeven $335.14
Implied vol 86.6%
Delta 0.01 ≈1% ITM
Gamma 0.001
Theta -0.081
Vega 0.007
Open interest 2
Model this call
Put · $335
In the money
Last —
Breakeven —
Implied vol 121.8%
Delta -0.945 ≈95% ITM
Gamma 0.003
Theta -0.466
Vega 0.032
Open interest 0
Model this put
5
13
89.5%
0.008
$0.19
340
$70.06
-0.974
109.3%
2
0
Call · $340
Last $0.19
Breakeven $340.19
Implied vol 89.5%
Delta 0.008 ≈1% ITM
Gamma 0.001
Theta -0.07
Vega 0.007
Open interest 5
Model this call
Put · $340
In the money
Last $70.06
Breakeven $269.94
Implied vol 109.3%
Delta -0.974 ≈97% ITM
Gamma 0.002
Theta -0.227
Vega 0.016
Open interest 0
Model this put
1
2
122%
0.032
$0.09
345
$75.04
-0.969
121.1%
2
0
Call · $345
Last $0.09
Breakeven $345.09
Implied vol 122%
Delta 0.032 ≈3% ITM
Gamma 0.002
Theta -0.31
Vega 0.016
Open interest 1
Model this call
Put · $345
In the money
Last $75.04
Breakeven $269.96
Implied vol 121.1%
Delta -0.969 ≈97% ITM
Gamma 0.002
Theta -0.294
Vega 0.016
Open interest 0
Model this put
2
8
126.3%
0.03
$0.16
350
$80.27
-0.948
143.7%
2
0
Call · $350
Last $0.16
Breakeven $350.16
Implied vol 126.3%
Delta 0.03 ≈3% ITM
Gamma 0.002
Theta -0.3
Vega 0.017
Open interest 2
Model this call
Put · $350
In the money
Last $80.27
Breakeven $269.73
Implied vol 143.7%
Delta -0.948 ≈95% ITM
Gamma 0.003
Theta -0.526
Vega 0.033
Open interest 0
Model this put
2
4
131.2%
0.028
$0.15
355
$85.25
-0.95
150%
2
0
Call · $355
Last $0.15
Breakeven $355.15
Implied vol 131.2%
Delta 0.028 ≈3% ITM
Gamma 0.002
Theta -0.297
Vega 0.017
Open interest 2
Model this call
Put · $355
In the money
Last $85.25
Breakeven $269.75
Implied vol 150%
Delta -0.95 ≈95% ITM
Gamma 0.002
Theta -0.534
Vega 0.033
Open interest 0
Model this put
6
9
136%
0.027
$0.18
360
$92.64
-0.972
137.6%
4
0
Call · $360
Last $0.18
Breakeven $360.18
Implied vol 136%
Delta 0.027 ≈3% ITM
Gamma 0.002
Theta -0.293
Vega 0.017
Open interest 6
Model this call
Put · $360
In the money
Last $92.64
Breakeven $267.36
Implied vol 137.6%
Delta -0.972 ≈97% ITM
Gamma 0.002
Theta -0.303
Vega 0.017
Open interest 0
Model this put
3
13
141.9%
0.026
$0.19
365
$95.45
-0.952
163.2%
10
0
Call · $365
Last $0.19
Breakeven $365.19
Implied vol 141.9%
Delta 0.026 ≈3% ITM
Gamma 0.001
Theta -0.302
Vega 0.017
Open interest 3
Model this call
Put · $365
In the money
Last $95.45
Breakeven $269.55
Implied vol 163.2%
Delta -0.952 ≈95% ITM
Gamma 0.002
Theta -0.562
Vega 0.034
Open interest 0
Model this put
7
8
146.5%
0.025
$0.14
370
$100.43
-0.989
127.6%
10
0
Call · $370
Last $0.14
Breakeven $370.14
Implied vol 146.5%
Delta 0.025 ≈2% ITM
Gamma 0.001
Theta -0.299
Vega 0.017
Open interest 7
Model this call
Put · $370
In the money
Last $100.43
Breakeven $269.57
Implied vol 127.6%
Delta -0.989 ≈99% ITM
Gamma 0.001
Theta -0.12
Vega 0.007
Open interest 0
Model this put
3
3
151.7%
0.024
$0.17
375
$105.55
-0.99
132.2%
10
0
Call · $375
Last $0.17
Breakeven $375.17
Implied vol 151.7%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.301
Vega 0.017
Open interest 3
Model this call
Put · $375
In the money
Last $105.55
Breakeven $269.45
Implied vol 132.2%
Delta -0.99 ≈99% ITM
Gamma 0.001
Theta -0.121
Vega 0.007
Open interest 0
Model this put
5
3
156.8%
0.024
$0.16
380
$110.53
-0.981
151.3%
10
0
Call · $380
Last $0.16
Breakeven $380.16
Implied vol 156.8%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.304
Vega 0.017
Open interest 5
Model this call
Put · $380
In the money
Last $110.53
Breakeven $269.47
Implied vol 151.3%
Delta -0.981 ≈98% ITM
Gamma 0.001
Theta -0.234
Vega 0.017
Open interest 0
Model this put
8
7
—
—
$0.19
385
$115.19
-0.96
184.1%
14
0
Call · $385
Last $0.19
Breakeven $385.19
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $385
In the money
Last $115.19
Breakeven $269.81
Implied vol 184.1%
Delta -0.96 ≈96% ITM
Gamma 0.002
Theta -0.548
Vega 0.034
Open interest 0
Model this put
3
56
160.2%
0.017
$0.18
390
$120.44
-0.976
168.8%
16
0
Call · $390
Last $0.18
Breakeven $390.18
Implied vol 160.2%
Delta 0.017 ≈2% ITM
Gamma 0.001
Theta -0.236
Vega 0.017
Open interest 3
Model this call
Put · $390
In the money
Last $120.44
Breakeven $269.56
Implied vol 168.8%
Delta -0.976 ≈98% ITM
Gamma 0.001
Theta -0.32
Vega 0.017
Open interest 0
Model this put
6
5
—
—
$0.21
395
$125.39
-0.972
180.9%
24
0
Call · $395
Last $0.21
Breakeven $395.21
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $395
In the money
Last $125.39
Breakeven $269.61
Implied vol 180.9%
Delta -0.972 ≈97% ITM
Gamma 0.001
Theta -0.403
Vega 0.017
Open interest 0
Model this put
2
15
159.9%
0.012
$0.02
400
$130.42
-0.975
181.5%
36
0
Call · $400
Last $0.02
Breakeven $400.02
Implied vol 159.9%
Delta 0.012 ≈1% ITM
Gamma 0.001
Theta -0.171
Vega 0.008
Open interest 2
Model this call
Put · $400
In the money
Last $130.42
Breakeven $269.58
Implied vol 181.5%
Delta -0.975 ≈98% ITM
Gamma 0.001
Theta -0.358
Vega 0.018
Open interest 0
Model this put
5
2
—
—
$0.17
405
$135.28
-0.978
183.4%
18
0
Call · $405
Last $0.17
Breakeven $405.17
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $405
In the money
Last $135.28
Breakeven $269.72
Implied vol 183.4%
Delta -0.978 ≈98% ITM
Gamma 0.001
Theta -0.329
Vega 0.018
Open interest 0
Model this put