1
1
152.3%
0.996
$230.70
220
$0.17
-0.025
217.6%
1
10
Call · $220
In the money
Last $230.70
Breakeven $450.70
Implied vol 152.3%
Delta 0.996 ≈100% ITM
Gamma 0
Theta -0.064
Vega 0.014
Open interest 1
Model this call
Put · $220
Last $0.17
Breakeven $219.83
Implied vol 217.6%
Delta -0.025 ≈3% ITM
Gamma 0
Theta -0.405
Vega 0.065
Open interest 10
Model this put
0
—
172.6%
0.987
—
230
—
-0.012
171.4%
—
0
Call · $230
In the money
Last —
Breakeven —
Implied vol 172.6%
Delta 0.987 ≈99% ITM
Gamma 0
Theta -0.186
Vega 0.034
Open interest 0
Model this call
Put · $230
Last —
Breakeven —
Implied vol 171.4%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.17
Vega 0.034
Open interest 0
Model this put
1
1
155.6%
0.99
$211.10
240
$2.09
-0.013
162.2%
1
1
Call · $240
In the money
Last $211.10
Breakeven $451.10
Implied vol 155.6%
Delta 0.99 ≈99% ITM
Gamma 0
Theta -0.141
Vega 0.034
Open interest 1
Model this call
Put · $240
Last $2.09
Breakeven $237.91
Implied vol 162.2%
Delta -0.013 ≈1% ITM
Gamma 0
Theta -0.169
Vega 0.034
Open interest 1
Model this put
0
—
—
—
—
250
$0.10
-0.011
147.6%
1
2
Call · $250
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $250
Last $0.10
Breakeven $249.90
Implied vol 147.6%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.133
Vega 0.035
Open interest 2
Model this put
0
—
139%
0.988
—
260
$1.32
-0.014
144.8%
1
1
Call · $260
In the money
Last —
Breakeven —
Implied vol 139%
Delta 0.988 ≈99% ITM
Gamma 0
Theta -0.143
Vega 0.036
Open interest 0
Model this call
Put · $260
Last $1.32
Breakeven $258.68
Implied vol 144.8%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.166
Vega 0.036
Open interest 1
Model this put
1
1
130.6%
0.988
$167.65
270
$0.27
-0.015
136.6%
1
4
Call · $270
In the money
Last $167.65
Breakeven $437.65
Implied vol 130.6%
Delta 0.988 ≈99% ITM
Gamma 0
Theta -0.14
Vega 0.037
Open interest 1
Model this call
Put · $270
Last $0.27
Breakeven $269.73
Implied vol 136.6%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.165
Vega 0.037
Open interest 4
Model this put
0
—
122.4%
0.987
—
280
$0.90
-0.016
128.8%
4
8
Call · $280
In the money
Last —
Breakeven —
Implied vol 122.4%
Delta 0.987 ≈99% ITM
Gamma 0
Theta -0.137
Vega 0.037
Open interest 0
Model this call
Put · $280
Last $0.90
Breakeven $279.10
Implied vol 128.8%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.163
Vega 0.037
Open interest 8
Model this put
0
—
111.9%
0.989
—
290
$3.45
-0.017
121.2%
1
9
Call · $290
In the money
Last —
Breakeven —
Implied vol 111.9%
Delta 0.989 ≈99% ITM
Gamma 0
Theta -0.117
Vega 0.038
Open interest 0
Model this call
Put · $290
Last $3.45
Breakeven $286.55
Implied vol 121.2%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -0.162
Vega 0.038
Open interest 9
Model this put
75
1
105.7%
0.987
$163.46
300
$2.64
-0.018
113.9%
1
1
Call · $300
In the money
Last $163.46
Breakeven $463.46
Implied vol 105.7%
Delta 0.987 ≈99% ITM
Gamma 0
Theta -0.123
Vega 0.039
Open interest 75
Model this call
Put · $300
Last $2.64
Breakeven $297.36
Implied vol 113.9%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -0.161
Vega 0.039
Open interest 1
Model this put
0
—
98.3%
0.987
—
310
$0.05
-0.019
106.8%
1
42
Call · $310
In the money
Last —
Breakeven —
Implied vol 98.3%
Delta 0.987 ≈99% ITM
Gamma 0
Theta -0.12
Vega 0.039
Open interest 0
Model this call
Put · $310
Last $0.05
Breakeven $309.95
Implied vol 106.8%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.159
Vega 0.039
Open interest 42
Model this put
0
—
100%
0.979
—
320
$1.85
-0.021
100%
5
66
Call · $320
In the money
Last —
Breakeven —
Implied vol 100%
Delta 0.979 ≈98% ITM
Gamma 0.001
Theta -0.176
Vega 0.04
Open interest 0
Model this call
Put · $320
Last $1.85
Breakeven $318.15
Implied vol 100%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -0.158
Vega 0.04
Open interest 66
Model this put
1
1
88.1%
0.982
$163.24
330
$0.82
-0.023
94.6%
1
22
Call · $330
In the money
Last $163.24
Breakeven $493.24
Implied vol 88.1%
Delta 0.982 ≈98% ITM
Gamma 0.001
Theta -0.139
Vega 0.04
Open interest 1
Model this call
Put · $330
Last $0.82
Breakeven $329.18
Implied vol 94.6%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.165
Vega 0.04
Open interest 22
Model this put
0
—
77.8%
0.985
—
340
$0.33
-0.051
107.3%
7
31
Call · $340
In the money
Last —
Breakeven —
Implied vol 77.8%
Delta 0.985 ≈98% ITM
Gamma 0
Theta -0.111
Vega 0.041
Open interest 0
Model this call
Put · $340
Last $0.33
Breakeven $339.67
Implied vol 107.3%
Delta -0.051 ≈5% ITM
Gamma 0.001
Theta -0.36
Vega 0.082
Open interest 31
Model this put
2
1
79.7%
0.975
$147.50
350
$0.15
-0.018
73.5%
1
53
Call · $350
In the money
Last $147.50
Breakeven $497.50
Implied vol 79.7%
Delta 0.975 ≈98% ITM
Gamma 0.001
Theta -0.167
Vega 0.042
Open interest 2
Model this call
Put · $350
Last $0.15
Breakeven $349.85
Implied vol 73.5%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.103
Vega 0.042
Open interest 53
Model this put
199
1
69.8%
0.977
$112.90
360
$0.50
-0.027
73.8%
1
156
Call · $360
In the money
Last $112.90
Breakeven $472.90
Implied vol 69.8%
Delta 0.977 ≈98% ITM
Gamma 0.001
Theta -0.139
Vega 0.042
Open interest 199
Model this call
Put · $360
Last $0.50
Breakeven $359.50
Implied vol 73.8%
Delta -0.027 ≈3% ITM
Gamma 0.001
Theta -0.149
Vega 0.085
Open interest 156
Model this put
3
3
61.3%
0.979
$122.75
370
$0.75
-0.03
67.2%
2
25
Call · $370
In the money
Last $122.75
Breakeven $492.75
Implied vol 61.3%
Delta 0.979 ≈98% ITM
Gamma 0.001
Theta -0.119
Vega 0.043
Open interest 3
Model this call
Put · $370
Last $0.75
Breakeven $369.25
Implied vol 67.2%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.144
Vega 0.086
Open interest 25
Model this put
3
2
55.3%
0.978
$69.30
380
$0.85
-0.033
60.7%
3
45
Call · $380
In the money
Last $69.30
Breakeven $449.30
Implied vol 55.3%
Delta 0.978 ≈98% ITM
Gamma 0.001
Theta -0.116
Vega 0.043
Open interest 3
Model this call
Put · $380
Last $0.85
Breakeven $379.15
Implied vol 60.7%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -0.14
Vega 0.087
Open interest 45
Model this put
2
1
50.7%
0.974
$94.32
390
$0.75
-0.036
54.5%
2
104
Call · $390
In the money
Last $94.32
Breakeven $484.32
Implied vol 50.7%
Delta 0.974 ≈97% ITM
Gamma 0.001
Theta -0.121
Vega 0.044
Open interest 2
Model this call
Put · $390
Last $0.75
Breakeven $389.25
Implied vol 54.5%
Delta -0.036 ≈4% ITM
Gamma 0.002
Theta -0.135
Vega 0.088
Open interest 104
Model this put
26
1
45.4%
0.97
$85.46
400
$0.28
-0.02
40.9%
2
289
Call · $400
In the money
Last $85.46
Breakeven $485.46
Implied vol 45.4%
Delta 0.97 ≈97% ITM
Gamma 0.002
Theta -0.124
Vega 0.089
Open interest 26
Model this call
Put · $400
Last $0.28
Breakeven $399.72
Implied vol 40.9%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.061
Vega 0.044
Open interest 289
Model this put
80
10
41%
0.96
$45.87
410
$0.42
-0.13
66.6%
4
60
Call · $410
In the money
Last $45.87
Breakeven $455.87
Implied vol 41%
Delta 0.96 ≈96% ITM
Gamma 0.002
Theta -0.137
Vega 0.09
Open interest 80
Model this call
Put · $410
Last $0.42
Breakeven $409.58
Implied vol 66.6%
Delta -0.13 ≈13% ITM
Gamma 0.003
Theta -0.449
Vega 0.235
Open interest 60
Model this put
13
5
37.8%
0.944
$86.17
420
$0.90
-0.041
34.2%
2
536
Call · $420
In the money
Last $86.17
Breakeven $506.17
Implied vol 37.8%
Delta 0.944 ≈94% ITM
Gamma 0.003
Theta -0.163
Vega 0.091
Open interest 13
Model this call
Put · $420
Last $0.90
Breakeven $419.10
Implied vol 34.2%
Delta -0.041 ≈4% ITM
Gamma 0.003
Theta -0.094
Vega 0.09
Open interest 536
Model this put
38
1
38.1%
0.897
$46.08
430
$1.35
-0.071
32.6%
4
598
Call · $430
In the money
Last $46.08
Breakeven $476.08
Implied vol 38.1%
Delta 0.897 ≈90% ITM
Gamma 0.005
Theta -0.244
Vega 0.159
Open interest 38
Model this call
Put · $430
Last $1.35
Breakeven $428.65
Implied vol 32.6%
Delta -0.071 ≈7% ITM
Gamma 0.004
Theta -0.139
Vega 0.158
Open interest 598
Model this put
31
1
25.3%
0.923
$46.37
440
$1.52
-0.11
29.6%
3
129
Call · $440
In the money
Last $46.37
Breakeven $486.37
Implied vol 25.3%
Delta 0.923 ≈92% ITM
Gamma 0.006
Theta -0.143
Vega 0.159
Open interest 31
Model this call
Put · $440
Last $1.52
Breakeven $438.48
Implied vol 29.6%
Delta -0.11 ≈11% ITM
Gamma 0.007
Theta -0.176
Vega 0.161
Open interest 129
Model this put
218
7
29.3%
0.805
$38.90
450
$2.52
-0.182
27.5%
2
580
Call · $450
In the money
Last $38.90
Breakeven $488.90
Implied vol 29.3%
Delta 0.805 ≈80% ITM
Gamma 0.01
Theta -0.284
Vega 0.245
Open interest 218
Model this call
Put · $450
Last $2.52
Breakeven $447.48
Implied vol 27.5%
Delta -0.182 ≈18% ITM
Gamma 0.01
Theta -0.226
Vega 0.245
Open interest 580
Model this put
169
7
26.4%
0.703
$37.71
460
$5.75
-0.308
28.2%
3
165
Call · $460
In the money
Last $37.71
Breakeven $497.71
Implied vol 26.4%
Delta 0.703 ≈70% ITM
Gamma 0.014
Theta -0.314
Vega 0.325
Open interest 169
Model this call
Put · $460
Last $5.75
Breakeven $454.25
Implied vol 28.2%
Delta -0.308 ≈31% ITM
Gamma 0.013
Theta -0.309
Vega 0.326
Open interest 165
Model this put
66
3
25.3%
0.555
$12.00
470
$8.80
-0.448
26.3%
4
38
Call · $470
In the money
Last $12.00
Breakeven $482.00
Implied vol 25.3%
Delta 0.555 ≈55% ITM
Gamma 0.016
Theta -0.339
Vega 0.379
Open interest 66
Model this call
Put · $470
Last $8.80
Breakeven $461.20
Implied vol 26.3%
Delta -0.448 ≈45% ITM
Gamma 0.016
Theta -0.32
Vega 0.379
Open interest 38
Model this put
Underlying $472.09
109
2
27.2%
0.402
$7.35
480
$14.13
-0.604
26.4%
1
180
Call · $480
Last $7.35
Breakeven $487.35
Implied vol 27.2%
Delta 0.402 ≈40% ITM
Gamma 0.015
Theta -0.351
Vega 0.386
Open interest 109
Model this call
Put · $480
In the money
Last $14.13
Breakeven $465.87
Implied vol 26.4%
Delta -0.604 ≈60% ITM
Gamma 0.016
Theta -0.31
Vega 0.385
Open interest 180
Model this put
278
3
27%
0.265
$5.42
490
$14.96
-0.755
25.4%
12
317
Call · $490
Last $5.42
Breakeven $495.42
Implied vol 27%
Delta 0.265 ≈26% ITM
Gamma 0.013
Theta -0.292
Vega 0.344
Open interest 278
Model this call
Put · $490
In the money
Last $14.96
Breakeven $475.04
Implied vol 25.4%
Delta -0.755 ≈75% ITM
Gamma 0.013
Theta -0.237
Vega 0.334
Open interest 317
Model this put
280
3
25.8%
0.146
$6.19
500
$20.53
-0.869
25%
1
66
Call · $500
Last $6.19
Breakeven $506.19
Implied vol 25.8%
Delta 0.146 ≈15% ITM
Gamma 0.009
Theta -0.195
Vega 0.268
Open interest 280
Model this call
Put · $500
In the money
Last $20.53
Breakeven $479.47
Implied vol 25%
Delta -0.869 ≈87% ITM
Gamma 0.01
Theta -0.15
Vega 0.174
Open interest 66
Model this put
115
14
27.4%
0.09
$1.10
510
$28.40
-0.97
21.7%
1
43
Call · $510
Last $1.10
Breakeven $511.10
Implied vol 27.4%
Delta 0.09 ≈9% ITM
Gamma 0.006
Theta -0.145
Vega 0.181
Open interest 115
Model this call
Put · $510
In the money
Last $28.40
Breakeven $481.60
Implied vol 21.7%
Delta -0.97 ≈97% ITM
Gamma 0.005
Theta -0.035
Vega 0.076
Open interest 43
Model this put
1k
1
33.7%
0.086
$1.55
520
$36.50
—
—
1
49
Call · $520
Last $1.55
Breakeven $521.55
Implied vol 33.7%
Delta 0.086 ≈9% ITM
Gamma 0.005
Theta -0.172
Vega 0.182
Open interest 1k
Model this call
Put · $520
In the money
Last $36.50
Breakeven $483.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 49
Model this put
158
1
54.9%
0.166
$0.80
530
$26.41
—
—
15
23
Call · $530
Last $0.80
Breakeven $530.80
Implied vol 54.9%
Delta 0.166 ≈17% ITM
Gamma 0.005
Theta -0.443
Vega 0.272
Open interest 158
Model this call
Put · $530
In the money
Last $26.41
Breakeven $503.59
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 23
Model this put
3.8k
11
40.5%
0.058
$0.70
540
—
—
—
—
0
Call · $540
Last $0.70
Breakeven $540.70
Implied vol 40.5%
Delta 0.058 ≈6% ITM
Gamma 0.003
Theta -0.15
Vega 0.107
Open interest 3.8k
Model this call
Put · $540
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
199
1
53.2%
0.088
$1.80
550
$106.87
—
—
2
100
Call · $550
Last $1.80
Breakeven $551.80
Implied vol 53.2%
Delta 0.088 ≈9% ITM
Gamma 0.003
Theta -0.274
Vega 0.186
Open interest 199
Model this call
Put · $550
In the money
Last $106.87
Breakeven $443.13
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 100
Model this put
133
4
47.6%
0.043
$0.60
560
—
—
—
—
0
Call · $560
Last $0.60
Breakeven $560.60
Implied vol 47.6%
Delta 0.043 ≈4% ITM
Gamma 0.002
Theta -0.14
Vega 0.109
Open interest 133
Model this call
Put · $560
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
59
1
51.8%
0.04
$1.32
570
—
—
—
—
0
Call · $570
Last $1.32
Breakeven $571.32
Implied vol 51.8%
Delta 0.04 ≈4% ITM
Gamma 0.002
Theta -0.145
Vega 0.11
Open interest 59
Model this call
Put · $570
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
37
12
55.8%
0.038
$0.30
580
—
—
—
—
0
Call · $580
Last $0.30
Breakeven $580.30
Implied vol 55.8%
Delta 0.038 ≈4% ITM
Gamma 0.002
Theta -0.149
Vega 0.111
Open interest 37
Model this call
Put · $580
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
85
1
59.8%
0.036
$1.71
590
—
—
—
—
0
Call · $590
Last $1.71
Breakeven $591.71
Implied vol 59.8%
Delta 0.036 ≈4% ITM
Gamma 0.001
Theta -0.154
Vega 0.111
Open interest 85
Model this call
Put · $590
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
59
32
63.3%
0.034
$0.70
600
—
—
—
—
0
Call · $600
Last $0.70
Breakeven $600.70
Implied vol 63.3%
Delta 0.034 ≈3% ITM
Gamma 0.001
Theta -0.155
Vega 0.056
Open interest 59
Model this call
Put · $600
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
66.6%
0.033
$3.10
610
—
—
—
—
0
Call · $610
Last $3.10
Breakeven $613.10
Implied vol 66.6%
Delta 0.033 ≈3% ITM
Gamma 0.001
Theta -0.157
Vega 0.057
Open interest 1
Model this call
Put · $610
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
69.8%
0.031
$2.50
620
—
—
—
—
0
Call · $620
Last $2.50
Breakeven $622.50
Implied vol 69.8%
Delta 0.031 ≈3% ITM
Gamma 0.001
Theta -0.158
Vega 0.057
Open interest 1
Model this call
Put · $620
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
11
1
73%
0.03
$2.05
630
—
—
—
—
0
Call · $630
Last $2.05
Breakeven $632.05
Implied vol 73%
Delta 0.03 ≈3% ITM
Gamma 0.001
Theta -0.16
Vega 0.057
Open interest 11
Model this call
Put · $630
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
76.1%
0.029
$0.30
640
—
—
—
—
0
Call · $640
Last $0.30
Breakeven $640.30
Implied vol 76.1%
Delta 0.029 ≈3% ITM
Gamma 0.001
Theta -0.161
Vega 0.058
Open interest 1
Model this call
Put · $640
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
79.2%
0.028
—
650
—
—
—
—
0
Call · $650
Last —
Breakeven —
Implied vol 79.2%
Delta 0.028 ≈3% ITM
Gamma 0.001
Theta -0.163
Vega 0.058
Open interest 0
Model this call
Put · $650
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
6
4
82.2%
0.027
$0.80
660
—
—
—
—
0
Call · $660
Last $0.80
Breakeven $660.80
Implied vol 82.2%
Delta 0.027 ≈3% ITM
Gamma 0.001
Theta -0.164
Vega 0.059
Open interest 6
Model this call
Put · $660
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
85.2%
0.026
$0.30
670
—
—
—
—
0
Call · $670
Last $0.30
Breakeven $670.30
Implied vol 85.2%
Delta 0.026 ≈3% ITM
Gamma 0.001
Theta -0.166
Vega 0.059
Open interest 1
Model this call
Put · $670
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
88.2%
0.026
—
680
—
—
—
—
0
Call · $680
Last —
Breakeven —
Implied vol 88.2%
Delta 0.026 ≈3% ITM
Gamma 0.001
Theta -0.167
Vega 0.059
Open interest 0
Model this call
Put · $680
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put