MEDP Stock — Medpace Holdings, Inc.: Options Chain

Calls		Puts
0	—	—	—	—	—	-0.011	129.1%	—	0
Call · $300 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $300 Last — Breakeven — Implied vol 129.1% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.119 Vega 0.052 Open interest 0 Model this put
0	—	—	—	—	—	-0.025	148%	—	0
Call · $310 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $310 Last — Breakeven — Implied vol 148% Delta -0.025 ≈3% ITM Gamma 0 Theta -0.285 Vega 0.106 Open interest 0 Model this put
0	—	—	—	—	—	-0.016	124.3%	—	0
Call · $320 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $320 Last — Breakeven — Implied vol 124.3% Delta -0.016 ≈2% ITM Gamma 0 Theta -0.157 Vega 0.054 Open interest 0 Model this put
0	—	—	—	—	—	-0.026	133.1%	—	0
Call · $330 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $330 Last — Breakeven — Implied vol 133.1% Delta -0.026 ≈3% ITM Gamma 0 Theta -0.261 Vega 0.109 Open interest 0 Model this put
0	—	—	—	—	$1.06	-0.03	130.3%	2	2
Call · $340 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $340 Last $1.06 Breakeven $338.94 Implied vol 130.3% Delta -0.03 ≈3% ITM Gamma 0 Theta -0.289 Vega 0.111 Open interest 2 Model this put
0	—	—	—	—	$1.91	-0.022	115.3%	5	2
Call · $350 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $350 Last $1.91 Breakeven $348.09 Implied vol 115.3% Delta -0.022 ≈2% ITM Gamma 0 Theta -0.201 Vega 0.112 Open interest 2 Model this put
0	—	—	—	—	—	-0.038	123.6%	—	0
Call · $360 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $360 Last — Breakeven — Implied vol 123.6% Delta -0.038 ≈4% ITM Gamma 0 Theta -0.332 Vega 0.114 Open interest 0 Model this put
0	—	—	—	—	$0.69	-0.034	112.1%	1	22
Call · $370 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $370 Last $0.69 Breakeven $369.31 Implied vol 112.1% Delta -0.034 ≈3% ITM Gamma 0 Theta -0.273 Vega 0.116 Open interest 22 Model this put
2	2	—	—	$268.00	$2.71	-0.035	106%	95	93
Call · $380 In the money Last $268.00 Breakeven $648.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $380 Last $2.71 Breakeven $377.29 Implied vol 106% Delta -0.035 ≈3% ITM Gamma 0 Theta -0.263 Vega 0.117 Open interest 93 Model this put
2	2	—	—	$258.00	$0.20	-0.049	112%	1	8
Call · $390 In the money Last $258.00 Breakeven $648.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $390 Last $0.20 Breakeven $389.80 Implied vol 112% Delta -0.049 ≈5% ITM Gamma 0.001 Theta -0.374 Vega 0.119 Open interest 8 Model this put
0	—	—	—	—	$0.17	-0.039	95.7%	1	11
Call · $400 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $400 Last $0.17 Breakeven $399.83 Implied vol 95.7% Delta -0.039 ≈4% ITM Gamma 0.001 Theta -0.26 Vega 0.12 Open interest 11 Model this put
0	—	—	—	—	$0.85	-0.019	75.2%	1	4
Call · $410 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $410 Last $0.85 Breakeven $409.15 Implied vol 75.2% Delta -0.019 ≈2% ITM Gamma 0 Theta -0.114 Vega 0.061 Open interest 4 Model this put
0	—	—	—	—	$7.85	-0.043	85.8%	1	4
Call · $420 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $420 Last $7.85 Breakeven $412.15 Implied vol 85.8% Delta -0.043 ≈4% ITM Gamma 0.001 Theta -0.254 Vega 0.123 Open interest 4 Model this put
0	—	—	—	—	$1.48	-0.046	81.4%	5	5
Call · $430 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $430 Last $1.48 Breakeven $428.52 Implied vol 81.4% Delta -0.046 ≈5% ITM Gamma 0.001 Theta -0.255 Vega 0.125 Open interest 5 Model this put
0	—	—	—	—	$1.68	-0.049	76.9%	4	7
Call · $440 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $440 Last $1.68 Breakeven $438.32 Implied vol 76.9% Delta -0.049 ≈5% ITM Gamma 0.001 Theta -0.255 Vega 0.126 Open interest 7 Model this put
0	—	—	—	—	$2.34	-0.051	71.5%	3	13
Call · $450 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $450 Last $2.34 Breakeven $447.66 Implied vol 71.5% Delta -0.051 ≈5% ITM Gamma 0.001 Theta -0.243 Vega 0.128 Open interest 13 Model this put
0	1	—	—	$88.48	$0.55	-0.053	66.3%	1	14
Call · $460 In the money Last $88.48 Breakeven $548.48 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $460 Last $0.55 Breakeven $459.45 Implied vol 66.3% Delta -0.053 ≈5% ITM Gamma 0.001 Theta -0.232 Vega 0.129 Open interest 14 Model this put
0	—	—	—	—	$1.42	-0.039	54.3%	1	16
Call · $470 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $470 Last $1.42 Breakeven $468.58 Implied vol 54.3% Delta -0.039 ≈4% ITM Gamma 0.001 Theta -0.145 Vega 0.13 Open interest 16 Model this put
4	4	—	—	$77.21	$2.74	-0.062	57.6%	10	102
Call · $480 In the money Last $77.21 Breakeven $557.21 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $480 Last $2.74 Breakeven $477.26 Implied vol 57.6% Delta -0.062 ≈6% ITM Gamma 0.001 Theta -0.228 Vega 0.227 Open interest 102 Model this put
31	30	—	—	$115.93	$3.11	-0.093	60.2%	7	11
Call · $490 In the money Last $115.93 Breakeven $605.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest 31 Model this call Put · $490 Last $3.11 Breakeven $486.89 Implied vol 60.2% Delta -0.093 ≈9% ITM Gamma 0.002 Theta -0.321 Vega 0.231 Open interest 11 Model this put
38	30	—	—	$106.52	$2.98	-0.089	52.2%	1	14
Call · $500 In the money Last $106.52 Breakeven $606.52 Implied vol — Delta — Gamma — Theta — Vega — Open interest 38 Model this call Put · $500 Last $2.98 Breakeven $497.02 Implied vol 52.2% Delta -0.089 ≈9% ITM Gamma 0.002 Theta -0.269 Vega 0.232 Open interest 14 Model this put
7	1	0.2%	1	$54.00	$3.55	-0.108	50.6%	2	2
Call · $510 In the money Last $54.00 Breakeven $564.00 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.051 Vega 0 Open interest 7 Model this call Put · $510 Last $3.55 Breakeven $506.45 Implied vol 50.6% Delta -0.108 ≈11% ITM Gamma 0.003 Theta -0.302 Vega 0.235 Open interest 2 Model this put
2	2	0.2%	1	$87.00	$4.08	-0.126	47.6%	1	61
Call · $520 In the money Last $87.00 Breakeven $607.00 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.052 Vega 0 Open interest 2 Model this call Put · $520 Last $4.08 Breakeven $515.92 Implied vol 47.6% Delta -0.126 ≈13% ITM Gamma 0.003 Theta -0.318 Vega 0.356 Open interest 61 Model this put
4	3	33.9%	0.908	$60.69	$6.50	-0.134	41.5%	8	43
Call · $530 In the money Last $60.69 Breakeven $590.69 Implied vol 33.9% Delta 0.908 ≈91% ITM Gamma 0.003 Theta -0.229 Vega 0.237 Open interest 4 Model this call Put · $530 Last $6.50 Breakeven $523.50 Implied vol 41.5% Delta -0.134 ≈13% ITM Gamma 0.004 Theta -0.286 Vega 0.359 Open interest 43 Model this put
85	1	34.5%	0.863	$60.00	$8.00	-0.18	41.8%	1	23
Call · $540 In the money Last $60.00 Breakeven $600.00 Implied vol 34.5% Delta 0.863 ≈86% ITM Gamma 0.004 Theta -0.294 Vega 0.361 Open interest 85 Model this call Put · $540 Last $8.00 Breakeven $532.00 Implied vol 41.8% Delta -0.18 ≈18% ITM Gamma 0.004 Theta -0.349 Vega 0.364 Open interest 23 Model this put
19	1	34.6%	0.809	$45.00	$11.62	-0.221	40.2%	1	15
Call · $550 In the money Last $45.00 Breakeven $595.00 Implied vol 34.6% Delta 0.809 ≈81% ITM Gamma 0.005 Theta -0.353 Vega 0.366 Open interest 19 Model this call Put · $550 Last $11.62 Breakeven $538.38 Implied vol 40.2% Delta -0.221 ≈22% ITM Gamma 0.005 Theta -0.381 Vega 0.482 Open interest 15 Model this put
12	9	36.7%	0.736	$51.67	$15.50	-0.288	42.1%	1	7
Call · $560 In the money Last $51.67 Breakeven $611.67 Implied vol 36.7% Delta 0.736 ≈74% ITM Gamma 0.006 Theta -0.432 Vega 0.487 Open interest 12 Model this call Put · $560 Last $15.50 Breakeven $544.50 Implied vol 42.1% Delta -0.288 ≈29% ITM Gamma 0.006 Theta -0.455 Vega 0.488 Open interest 7 Model this put
3	1	37.1%	0.669	$97.20	$17.80	-0.35	42.8%	5	7
Call · $570 In the money Last $97.20 Breakeven $667.20 Implied vol 37.1% Delta 0.669 ≈67% ITM Gamma 0.007 Theta -0.484 Vega 0.564 Open interest 3 Model this call Put · $570 Last $17.80 Breakeven $552.20 Implied vol 42.8% Delta -0.35 ≈35% ITM Gamma 0.006 Theta -0.502 Vega 0.565 Open interest 7 Model this put
6	6	34.3%	0.601	$19.70	$20.50	-0.41	40%	1	9
Call · $580 In the money Last $19.70 Breakeven $599.70 Implied vol 34.3% Delta 0.601 ≈60% ITM Gamma 0.008 Theta -0.466 Vega 0.571 Open interest 6 Model this call Put · $580 Last $20.50 Breakeven $559.50 Implied vol 40% Delta -0.41 ≈41% ITM Gamma 0.007 Theta -0.485 Vega 0.572 Open interest 9 Model this put
Underlying $584.93
11	3	35.1%	0.523	$19.10	$23.00	-0.478	41%	1	11
Call · $590 Last $19.10 Breakeven $609.10 Implied vol 35.1% Delta 0.523 ≈52% ITM Gamma 0.008 Theta -0.494 Vega 0.579 Open interest 11 Model this call Put · $590 In the money Last $23.00 Breakeven $567.00 Implied vol 41% Delta -0.478 ≈48% ITM Gamma 0.007 Theta -0.516 Vega 0.579 Open interest 11 Model this put
13	2	34.2%	0.444	$17.00	$36.00	-0.545	40.2%	4	13
Call · $600 Last $17.00 Breakeven $617.00 Implied vol 34.2% Delta 0.444 ≈44% ITM Gamma 0.008 Theta -0.467 Vega 0.587 Open interest 13 Model this call Put · $600 In the money Last $36.00 Breakeven $564.00 Implied vol 40.2% Delta -0.545 ≈54% ITM Gamma 0.007 Theta -0.492 Vega 0.585 Open interest 13 Model this put
28	8	34.3%	0.368	$10.60	$33.00	-0.605	42.3%	2	6
Call · $610 Last $10.60 Breakeven $620.60 Implied vol 34.3% Delta 0.368 ≈37% ITM Gamma 0.008 Theta -0.449 Vega 0.521 Open interest 28 Model this call Put · $610 In the money Last $33.00 Breakeven $577.00 Implied vol 42.3% Delta -0.605 ≈60% ITM Gamma 0.006 Theta -0.506 Vega 0.589 Open interest 6 Model this put
55	7	33.2%	0.293	$7.10	$52.50	-0.669	40.8%	2	24
Call · $620 Last $7.10 Breakeven $627.10 Implied vol 33.2% Delta 0.293 ≈29% ITM Gamma 0.007 Theta -0.39 Vega 0.528 Open interest 55 Model this call Put · $620 In the money Last $52.50 Breakeven $567.50 Implied vol 40.8% Delta -0.669 ≈67% ITM Gamma 0.006 Theta -0.449 Vega 0.523 Open interest 24 Model this put
27	25	35.5%	0.244	$18.69	$37.90	-0.719	42%	2	12
Call · $630 Last $18.69 Breakeven $648.69 Implied vol 35.5% Delta 0.244 ≈24% ITM Gamma 0.006 Theta -0.382 Vega 0.408 Open interest 27 Model this call Put · $630 In the money Last $37.90 Breakeven $592.10 Implied vol 42% Delta -0.719 ≈72% ITM Gamma 0.006 Theta -0.428 Vega 0.525 Open interest 12 Model this put
17	3	33.5%	0.178	$5.00	$60.50	-0.761	43.6%	3	29
Call · $640 Last $5.00 Breakeven $645.00 Implied vol 33.5% Delta 0.178 ≈18% ITM Gamma 0.005 Theta -0.295 Vega 0.414 Open interest 17 Model this call Put · $640 In the money Last $60.50 Breakeven $579.50 Implied vol 43.6% Delta -0.761 ≈76% ITM Gamma 0.005 Theta -0.409 Vega 0.407 Open interest 29 Model this put
253	1	33.4%	0.131	$3.75	$56.80	-0.797	44.3%	1	1
Call · $650 Last $3.75 Breakeven $653.75 Implied vol 33.4% Delta 0.131 ≈13% ITM Gamma 0.004 Theta -0.241 Vega 0.28 Open interest 253 Model this call Put · $650 In the money Last $56.80 Breakeven $593.20 Implied vol 44.3% Delta -0.797 ≈80% ITM Gamma 0.005 Theta -0.37 Vega 0.409 Open interest 1 Model this put
16	4	34.2%	0.103	$7.10	$53.00	-0.82	47%	2	1
Call · $660 Last $7.10 Breakeven $667.10 Implied vol 34.2% Delta 0.103 ≈10% ITM Gamma 0.004 Theta -0.206 Vega 0.283 Open interest 16 Model this call Put · $660 In the money Last $53.00 Breakeven $607.00 Implied vol 47% Delta -0.82 ≈82% ITM Gamma 0.004 Theta -0.364 Vega 0.409 Open interest 1 Model this put
45	49	38.5%	0.102	$9.00	—	-0.85	48.1%	—	0
Call · $670 Last $9.00 Breakeven $679.00 Implied vol 38.5% Delta 0.102 ≈10% ITM Gamma 0.003 Theta -0.229 Vega 0.284 Open interest 45 Model this call Put · $670 In the money Last — Breakeven — Implied vol 48.1% Delta -0.85 ≈85% ITM Gamma 0.004 Theta -0.331 Vega 0.399 Open interest 0 Model this put
12	28	44%	0.108	$10.00	—	-0.864	50.6%	—	0
Call · $680 Last $10.00 Breakeven $690.00 Implied vol 44% Delta 0.108 ≈11% ITM Gamma 0.003 Theta -0.272 Vega 0.285 Open interest 12 Model this call Put · $680 In the money Last — Breakeven — Implied vol 50.6% Delta -0.864 ≈86% ITM Gamma 0.003 Theta -0.324 Vega 0.278 Open interest 0 Model this put
240	11	37.6%	0.052	$4.95	—	-0.874	53.1%	—	0
Call · $690 Last $4.95 Breakeven $694.95 Implied vol 37.6% Delta 0.052 ≈5% ITM Gamma 0.002 Theta -0.133 Vega 0.168 Open interest 240 Model this call Put · $690 In the money Last — Breakeven — Implied vol 53.1% Delta -0.874 ≈87% ITM Gamma 0.003 Theta -0.32 Vega 0.277 Open interest 0 Model this put
13	2	47.5%	0.08	$0.70	$97.00	-0.875	57.4%	10	5
Call · $700 Last $0.70 Breakeven $700.70 Implied vol 47.5% Delta 0.08 ≈8% ITM Gamma 0.002 Theta -0.238 Vega 0.289 Open interest 13 Model this call Put · $700 In the money Last $97.00 Breakeven $603.00 Implied vol 57.4% Delta -0.875 ≈88% ITM Gamma 0.003 Theta -0.346 Vega 0.279 Open interest 5 Model this put
24	32	52.3%	0.085	$3.80	—	-0.883	60%	—	0
Call · $710 Last $3.80 Breakeven $713.80 Implied vol 52.3% Delta 0.085 ≈9% ITM Gamma 0.002 Theta -0.272 Vega 0.29 Open interest 24 Model this call Put · $710 In the money Last — Breakeven — Implied vol 60% Delta -0.883 ≈88% ITM Gamma 0.002 Theta -0.344 Vega 0.28 Open interest 0 Model this put
12	12	53%	0.073	$3.22	—	-0.877	65.7%	—	0
Call · $720 Last $3.22 Breakeven $723.22 Implied vol 53% Delta 0.073 ≈7% ITM Gamma 0.002 Theta -0.245 Vega 0.169 Open interest 12 Model this call Put · $720 In the money Last — Breakeven — Implied vol 65.7% Delta -0.877 ≈88% ITM Gamma 0.002 Theta -0.395 Vega 0.284 Open interest 0 Model this put
2	2	55.6%	0.07	$8.20	—	-0.887	67.3%	—	0
Call · $730 Last $8.20 Breakeven $738.20 Implied vol 55.6% Delta 0.07 ≈7% ITM Gamma 0.002 Theta -0.248 Vega 0.17 Open interest 2 Model this call Put · $730 In the money Last — Breakeven — Implied vol 67.3% Delta -0.887 ≈89% ITM Gamma 0.002 Theta -0.378 Vega 0.283 Open interest 0 Model this put
0	—	54.8%	0.056	—	—	-0.891	70.3%	—	0
Call · $740 Last — Breakeven — Implied vol 54.8% Delta 0.056 ≈6% ITM Gamma 0.001 Theta -0.203 Vega 0.172 Open interest 0 Model this call Put · $740 In the money Last — Breakeven — Implied vol 70.3% Delta -0.891 ≈89% ITM Gamma 0.002 Theta -0.386 Vega 0.285 Open interest 0 Model this put
2	6	50.2%	0.03	$1.47	$155.01	-0.894	73.3%	14	0
Call · $750 Last $1.47 Breakeven $751.47 Implied vol 50.2% Delta 0.03 ≈3% ITM Gamma 0.001 Theta -0.114 Vega 0.087 Open interest 2 Model this call Put · $750 In the money Last $155.01 Breakeven $594.99 Implied vol 73.3% Delta -0.894 ≈89% ITM Gamma 0.002 Theta -0.393 Vega 0.287 Open interest 0 Model this put
0	2	52.9%	0.031	$1.00	$128.00	-0.897	76.3%	1	0
Call · $760 Last $1.00 Breakeven $761.00 Implied vol 52.9% Delta 0.031 ≈3% ITM Gamma 0.001 Theta -0.121 Vega 0.088 Open interest 0 Model this call Put · $760 In the money Last $128.00 Breakeven $632.00 Implied vol 76.3% Delta -0.897 ≈90% ITM Gamma 0.002 Theta -0.401 Vega 0.287 Open interest 0 Model this put
2	2	55.1%	0.03	$2.74	—	-0.9	79.2%	—	0
Call · $770 Last $2.74 Breakeven $772.74 Implied vol 55.1% Delta 0.03 ≈3% ITM Gamma 0.001 Theta -0.122 Vega 0.088 Open interest 2 Model this call Put · $770 In the money Last — Breakeven — Implied vol 79.2% Delta -0.9 ≈90% ITM Gamma 0.002 Theta -0.408 Vega 0.287 Open interest 0 Model this put
1	2	68.3%	0.059	$2.13	$147.20	-0.903	82.1%	1	0
Call · $780 Last $2.13 Breakeven $782.13 Implied vol 68.3% Delta 0.059 ≈6% ITM Gamma 0.001 Theta -0.265 Vega 0.175 Open interest 1 Model this call Put · $780 In the money Last $147.20 Breakeven $632.80 Implied vol 82.1% Delta -0.903 ≈90% ITM Gamma 0.002 Theta -0.416 Vega 0.288 Open interest 0 Model this put
6	2	68%	0.049	$3.45	—	-0.905	84.9%	—	0
Call · $790 Last $3.45 Breakeven $793.45 Implied vol 68% Delta 0.049 ≈5% ITM Gamma 0.001 Theta -0.228 Vega 0.177 Open interest 6 Model this call Put · $790 In the money Last — Breakeven — Implied vol 84.9% Delta -0.905 ≈91% ITM Gamma 0.001 Theta -0.423 Vega 0.289 Open interest 0 Model this put
0	—	—	—	—	—	-0.907	87.7%	—	0
Call · $800 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $800 In the money Last — Breakeven — Implied vol 87.7% Delta -0.907 ≈91% ITM Gamma 0.001 Theta -0.431 Vega 0.288 Open interest 0 Model this put
0	—	—	—	—	—	-0.909	90.4%	—	0
Call · $810 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $810 In the money Last — Breakeven — Implied vol 90.4% Delta -0.909 ≈91% ITM Gamma 0.001 Theta -0.438 Vega 0.289 Open interest 0 Model this put
0	—	—	—	—	—	-0.911	93.2%	—	0
Call · $820 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $820 In the money Last — Breakeven — Implied vol 93.2% Delta -0.911 ≈91% ITM Gamma 0.001 Theta -0.445 Vega 0.289 Open interest 0 Model this put
0	—	—	—	—	—	-0.913	95.8%	—	0
Call · $830 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $830 In the money Last — Breakeven — Implied vol 95.8% Delta -0.913 ≈91% ITM Gamma 0.001 Theta -0.452 Vega 0.291 Open interest 0 Model this put
0	—	—	—	—	—	-0.915	98.5%	—	0
Call · $840 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $840 In the money Last — Breakeven — Implied vol 98.5% Delta -0.915 ≈91% ITM Gamma 0.001 Theta -0.459 Vega 0.287 Open interest 0 Model this put
0	—	—	—	—	—	-0.916	101.1%	—	0
Call · $850 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $850 In the money Last — Breakeven — Implied vol 101.1% Delta -0.916 ≈92% ITM Gamma 0.001 Theta -0.466 Vega 0.27 Open interest 0 Model this put
0	—	—	—	—	—	-0.918	103.4%	—	0
Call · $860 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $860 In the money Last — Breakeven — Implied vol 103.4% Delta -0.918 ≈92% ITM Gamma 0.001 Theta -0.47 Vega 0.177 Open interest 0 Model this put
0	—	—	—	—	—	-0.919	105.6%	—	0
Call · $870 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $870 In the money Last — Breakeven — Implied vol 105.6% Delta -0.919 ≈92% ITM Gamma 0.001 Theta -0.473 Vega 0.178 Open interest 0 Model this put
0	—	—	—	—	—	-0.92	107.7%	—	0
Call · $880 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $880 In the money Last — Breakeven — Implied vol 107.7% Delta -0.92 ≈92% ITM Gamma 0.001 Theta -0.476 Vega 0.178 Open interest 0 Model this put
0	—	—	—	—	—	-0.921	109.8%	—	0
Call · $890 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $890 In the money Last — Breakeven — Implied vol 109.8% Delta -0.921 ≈92% ITM Gamma 0.001 Theta -0.479 Vega 0.179 Open interest 0 Model this put
0	—	—	—	—	—	-0.923	111.9%	—	0
Call · $900 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $900 In the money Last — Breakeven — Implied vol 111.9% Delta -0.923 ≈92% ITM Gamma 0.001 Theta -0.482 Vega 0.18 Open interest 0 Model this put
0	—	—	—	—	—	-0.925	115.7%	—	0
Call · $920 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $920 In the money Last — Breakeven — Implied vol 115.7% Delta -0.925 ≈93% ITM Gamma 0.001 Theta -0.484 Vega 0.181 Open interest 0 Model this put
0	—	—	—	—	—	-0.927	119.9%	—	0
Call · $940 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $940 In the money Last — Breakeven — Implied vol 119.9% Delta -0.927 ≈93% ITM Gamma 0.001 Theta -0.494 Vega 0.183 Open interest 0 Model this put
0	—	—	—	—	—	-0.928	123.9%	—	0
Call · $960 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $960 In the money Last — Breakeven — Implied vol 123.9% Delta -0.928 ≈93% ITM Gamma 0.001 Theta -0.5 Vega 0.184 Open interest 0 Model this put

Call · $300 In the money

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

Model this call

Put · $300

Last: —
Breakeven: —
Implied vol: 129.1%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.119
Vega: 0.052
Open interest: 0

Model this put

Call · $310 In the money

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

Model this call

Put · $310

Last: —
Breakeven: —
Implied vol: 148%
Delta: -0.025 ≈3% ITM
Gamma: 0
Theta: -0.285
Vega: 0.106
Open interest: 0

Model this put

Call · $320 In the money

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

Model this call

Put · $320

Last: —
Breakeven: —
Implied vol: 124.3%
Delta: -0.016 ≈2% ITM
Gamma: 0
Theta: -0.157
Vega: 0.054
Open interest: 0

Model this put

Call · $330 In the money

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

Model this call

Put · $330

Last: —
Breakeven: —
Implied vol: 133.1%
Delta: -0.026 ≈3% ITM
Gamma: 0
Theta: -0.261
Vega: 0.109
Open interest: 0

Model this put

Call · $340 In the money

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

Model this call

Put · $340

Last: $1.06
Breakeven: $338.94
Implied vol: 130.3%
Delta: -0.03 ≈3% ITM
Gamma: 0
Theta: -0.289
Vega: 0.111
Open interest: 2

Model this put

Call · $350 In the money

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

Model this call

Put · $350

Last: $1.91
Breakeven: $348.09
Implied vol: 115.3%
Delta: -0.022 ≈2% ITM
Gamma: 0
Theta: -0.201
Vega: 0.112
Open interest: 2

Model this put

Call · $360 In the money

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

Model this call

Put · $360

Last: —
Breakeven: —
Implied vol: 123.6%
Delta: -0.038 ≈4% ITM
Gamma: 0
Theta: -0.332
Vega: 0.114
Open interest: 0

Model this put

Call · $370 In the money

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

Model this call

Put · $370

Last: $0.69
Breakeven: $369.31
Implied vol: 112.1%
Delta: -0.034 ≈3% ITM
Gamma: 0
Theta: -0.273
Vega: 0.116
Open interest: 22

Model this put

Call · $380 In the money

Last: $268.00
Breakeven: $648.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $380

Last: $2.71
Breakeven: $377.29
Implied vol: 106%
Delta: -0.035 ≈3% ITM
Gamma: 0
Theta: -0.263
Vega: 0.117
Open interest: 93

Model this put

Call · $390 In the money

Last: $258.00
Breakeven: $648.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $390

Last: $0.20
Breakeven: $389.80
Implied vol: 112%
Delta: -0.049 ≈5% ITM
Gamma: 0.001
Theta: -0.374
Vega: 0.119
Open interest: 8

Model this put

Call · $400 In the money

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

Model this call

Put · $400

Last: $0.17
Breakeven: $399.83
Implied vol: 95.7%
Delta: -0.039 ≈4% ITM
Gamma: 0.001
Theta: -0.26
Vega: 0.12
Open interest: 11

Model this put

Call · $410 In the money

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

Model this call

Put · $410

Last: $0.85
Breakeven: $409.15
Implied vol: 75.2%
Delta: -0.019 ≈2% ITM
Gamma: 0
Theta: -0.114
Vega: 0.061
Open interest: 4

Model this put

Call · $420 In the money

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

Model this call

Put · $420

Last: $7.85
Breakeven: $412.15
Implied vol: 85.8%
Delta: -0.043 ≈4% ITM
Gamma: 0.001
Theta: -0.254
Vega: 0.123
Open interest: 4

Model this put

Call · $430 In the money

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

Model this call

Put · $430

Last: $1.48
Breakeven: $428.52
Implied vol: 81.4%
Delta: -0.046 ≈5% ITM
Gamma: 0.001
Theta: -0.255
Vega: 0.125
Open interest: 5

Model this put

Call · $440 In the money

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

Model this call

Put · $440

Last: $1.68
Breakeven: $438.32
Implied vol: 76.9%
Delta: -0.049 ≈5% ITM
Gamma: 0.001
Theta: -0.255
Vega: 0.126
Open interest: 7

Model this put

Call · $450 In the money

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

Model this call

Put · $450

Last: $2.34
Breakeven: $447.66
Implied vol: 71.5%
Delta: -0.051 ≈5% ITM
Gamma: 0.001
Theta: -0.243
Vega: 0.128
Open interest: 13

Model this put

Call · $460 In the money

Last: $88.48
Breakeven: $548.48
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $460

Last: $0.55
Breakeven: $459.45
Implied vol: 66.3%
Delta: -0.053 ≈5% ITM
Gamma: 0.001
Theta: -0.232
Vega: 0.129
Open interest: 14

Model this put

Call · $470 In the money

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

Model this call

Put · $470

Last: $1.42
Breakeven: $468.58
Implied vol: 54.3%
Delta: -0.039 ≈4% ITM
Gamma: 0.001
Theta: -0.145
Vega: 0.13
Open interest: 16

Model this put

Call · $480 In the money

Last: $77.21
Breakeven: $557.21
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $480

Last: $2.74
Breakeven: $477.26
Implied vol: 57.6%
Delta: -0.062 ≈6% ITM
Gamma: 0.001
Theta: -0.228
Vega: 0.227
Open interest: 102

Model this put

Call · $490 In the money

Last: $115.93
Breakeven: $605.93
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 31

Model this call

Put · $490

Last: $3.11
Breakeven: $486.89
Implied vol: 60.2%
Delta: -0.093 ≈9% ITM
Gamma: 0.002
Theta: -0.321
Vega: 0.231
Open interest: 11

Model this put

Call · $500 In the money

Last: $106.52
Breakeven: $606.52
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 38

Model this call

Put · $500

Last: $2.98
Breakeven: $497.02
Implied vol: 52.2%
Delta: -0.089 ≈9% ITM
Gamma: 0.002
Theta: -0.269
Vega: 0.232
Open interest: 14

Model this put

Call · $510 In the money

Last: $54.00
Breakeven: $564.00
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.051
Vega: 0
Open interest: 7

Model this call

Put · $510

Last: $3.55
Breakeven: $506.45
Implied vol: 50.6%
Delta: -0.108 ≈11% ITM
Gamma: 0.003
Theta: -0.302
Vega: 0.235
Open interest: 2

Model this put

Call · $520 In the money

Last: $87.00
Breakeven: $607.00
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.052
Vega: 0
Open interest: 2

Model this call

Put · $520

Last: $4.08
Breakeven: $515.92
Implied vol: 47.6%
Delta: -0.126 ≈13% ITM
Gamma: 0.003
Theta: -0.318
Vega: 0.356
Open interest: 61

Model this put

Call · $530 In the money

Last: $60.69
Breakeven: $590.69
Implied vol: 33.9%
Delta: 0.908 ≈91% ITM
Gamma: 0.003
Theta: -0.229
Vega: 0.237
Open interest: 4

Model this call

Put · $530

Last: $6.50
Breakeven: $523.50
Implied vol: 41.5%
Delta: -0.134 ≈13% ITM
Gamma: 0.004
Theta: -0.286
Vega: 0.359
Open interest: 43

Model this put

Call · $540 In the money

Last: $60.00
Breakeven: $600.00
Implied vol: 34.5%
Delta: 0.863 ≈86% ITM
Gamma: 0.004
Theta: -0.294
Vega: 0.361
Open interest: 85

Model this call

Put · $540

Last: $8.00
Breakeven: $532.00
Implied vol: 41.8%
Delta: -0.18 ≈18% ITM
Gamma: 0.004
Theta: -0.349
Vega: 0.364
Open interest: 23

Model this put

Call · $550 In the money

Last: $45.00
Breakeven: $595.00
Implied vol: 34.6%
Delta: 0.809 ≈81% ITM
Gamma: 0.005
Theta: -0.353
Vega: 0.366
Open interest: 19

Model this call

Put · $550

Last: $11.62
Breakeven: $538.38
Implied vol: 40.2%
Delta: -0.221 ≈22% ITM
Gamma: 0.005
Theta: -0.381
Vega: 0.482
Open interest: 15

Model this put

Call · $560 In the money

Last: $51.67
Breakeven: $611.67
Implied vol: 36.7%
Delta: 0.736 ≈74% ITM
Gamma: 0.006
Theta: -0.432
Vega: 0.487
Open interest: 12

Model this call

Put · $560

Last: $15.50
Breakeven: $544.50
Implied vol: 42.1%
Delta: -0.288 ≈29% ITM
Gamma: 0.006
Theta: -0.455
Vega: 0.488
Open interest: 7

Model this put

Call · $570 In the money

Last: $97.20
Breakeven: $667.20
Implied vol: 37.1%
Delta: 0.669 ≈67% ITM
Gamma: 0.007
Theta: -0.484
Vega: 0.564
Open interest: 3

Model this call

Put · $570

Last: $17.80
Breakeven: $552.20
Implied vol: 42.8%
Delta: -0.35 ≈35% ITM
Gamma: 0.006
Theta: -0.502
Vega: 0.565
Open interest: 7

Model this put

Call · $580 In the money

Last: $19.70
Breakeven: $599.70
Implied vol: 34.3%
Delta: 0.601 ≈60% ITM
Gamma: 0.008
Theta: -0.466
Vega: 0.571
Open interest: 6

Model this call

Put · $580

Last: $20.50
Breakeven: $559.50
Implied vol: 40%
Delta: -0.41 ≈41% ITM
Gamma: 0.007
Theta: -0.485
Vega: 0.572
Open interest: 9

Model this put

Call · $590

Last: $19.10
Breakeven: $609.10
Implied vol: 35.1%
Delta: 0.523 ≈52% ITM
Gamma: 0.008
Theta: -0.494
Vega: 0.579
Open interest: 11

Model this call

Put · $590 In the money

Last: $23.00
Breakeven: $567.00
Implied vol: 41%
Delta: -0.478 ≈48% ITM
Gamma: 0.007
Theta: -0.516
Vega: 0.579
Open interest: 11

Model this put

Call · $600

Last: $17.00
Breakeven: $617.00
Implied vol: 34.2%
Delta: 0.444 ≈44% ITM
Gamma: 0.008
Theta: -0.467
Vega: 0.587
Open interest: 13

Model this call

Put · $600 In the money

Last: $36.00
Breakeven: $564.00
Implied vol: 40.2%
Delta: -0.545 ≈54% ITM
Gamma: 0.007
Theta: -0.492
Vega: 0.585
Open interest: 13

Model this put

Call · $610

Last: $10.60
Breakeven: $620.60
Implied vol: 34.3%
Delta: 0.368 ≈37% ITM
Gamma: 0.008
Theta: -0.449
Vega: 0.521
Open interest: 28

Model this call

Put · $610 In the money

Last: $33.00
Breakeven: $577.00
Implied vol: 42.3%
Delta: -0.605 ≈60% ITM
Gamma: 0.006
Theta: -0.506
Vega: 0.589
Open interest: 6

Model this put

Call · $620

Last: $7.10
Breakeven: $627.10
Implied vol: 33.2%
Delta: 0.293 ≈29% ITM
Gamma: 0.007
Theta: -0.39
Vega: 0.528
Open interest: 55

Model this call

Put · $620 In the money

Last: $52.50
Breakeven: $567.50
Implied vol: 40.8%
Delta: -0.669 ≈67% ITM
Gamma: 0.006
Theta: -0.449
Vega: 0.523
Open interest: 24

Model this put

Call · $630

Last: $18.69
Breakeven: $648.69
Implied vol: 35.5%
Delta: 0.244 ≈24% ITM
Gamma: 0.006
Theta: -0.382
Vega: 0.408
Open interest: 27

Model this call

Put · $630 In the money

Last: $37.90
Breakeven: $592.10
Implied vol: 42%
Delta: -0.719 ≈72% ITM
Gamma: 0.006
Theta: -0.428
Vega: 0.525
Open interest: 12

Model this put

Call · $640

Last: $5.00
Breakeven: $645.00
Implied vol: 33.5%
Delta: 0.178 ≈18% ITM
Gamma: 0.005
Theta: -0.295
Vega: 0.414
Open interest: 17

Model this call

Put · $640 In the money

Last: $60.50
Breakeven: $579.50
Implied vol: 43.6%
Delta: -0.761 ≈76% ITM
Gamma: 0.005
Theta: -0.409
Vega: 0.407
Open interest: 29

Model this put

Call · $650

Last: $3.75
Breakeven: $653.75
Implied vol: 33.4%
Delta: 0.131 ≈13% ITM
Gamma: 0.004
Theta: -0.241
Vega: 0.28
Open interest: 253

Model this call

Put · $650 In the money

Last: $56.80
Breakeven: $593.20
Implied vol: 44.3%
Delta: -0.797 ≈80% ITM
Gamma: 0.005
Theta: -0.37
Vega: 0.409
Open interest: 1

Model this put

Call · $660

Last: $7.10
Breakeven: $667.10
Implied vol: 34.2%
Delta: 0.103 ≈10% ITM
Gamma: 0.004
Theta: -0.206
Vega: 0.283
Open interest: 16

Model this call

Put · $660 In the money

Last: $53.00
Breakeven: $607.00
Implied vol: 47%
Delta: -0.82 ≈82% ITM
Gamma: 0.004
Theta: -0.364
Vega: 0.409
Open interest: 1

Model this put

Call · $670

Last: $9.00
Breakeven: $679.00
Implied vol: 38.5%
Delta: 0.102 ≈10% ITM
Gamma: 0.003
Theta: -0.229
Vega: 0.284
Open interest: 45

Model this call

Put · $670 In the money

Last: —
Breakeven: —
Implied vol: 48.1%
Delta: -0.85 ≈85% ITM
Gamma: 0.004
Theta: -0.331
Vega: 0.399
Open interest: 0

Model this put

Call · $680

Last: $10.00
Breakeven: $690.00
Implied vol: 44%
Delta: 0.108 ≈11% ITM
Gamma: 0.003
Theta: -0.272
Vega: 0.285
Open interest: 12

Model this call

Put · $680 In the money

Last: —
Breakeven: —
Implied vol: 50.6%
Delta: -0.864 ≈86% ITM
Gamma: 0.003
Theta: -0.324
Vega: 0.278
Open interest: 0

Model this put

Call · $690

Last: $4.95
Breakeven: $694.95
Implied vol: 37.6%
Delta: 0.052 ≈5% ITM
Gamma: 0.002
Theta: -0.133
Vega: 0.168
Open interest: 240

Model this call

Put · $690 In the money

Last: —
Breakeven: —
Implied vol: 53.1%
Delta: -0.874 ≈87% ITM
Gamma: 0.003
Theta: -0.32
Vega: 0.277
Open interest: 0

Model this put

Call · $700

Last: $0.70
Breakeven: $700.70
Implied vol: 47.5%
Delta: 0.08 ≈8% ITM
Gamma: 0.002
Theta: -0.238
Vega: 0.289
Open interest: 13

Model this call

Put · $700 In the money

Last: $97.00
Breakeven: $603.00
Implied vol: 57.4%
Delta: -0.875 ≈88% ITM
Gamma: 0.003
Theta: -0.346
Vega: 0.279
Open interest: 5

Model this put

Call · $710

Last: $3.80
Breakeven: $713.80
Implied vol: 52.3%
Delta: 0.085 ≈9% ITM
Gamma: 0.002
Theta: -0.272
Vega: 0.29
Open interest: 24

Model this call

Put · $710 In the money

Last: —
Breakeven: —
Implied vol: 60%
Delta: -0.883 ≈88% ITM
Gamma: 0.002
Theta: -0.344
Vega: 0.28
Open interest: 0

Model this put

Call · $720

Last: $3.22
Breakeven: $723.22
Implied vol: 53%
Delta: 0.073 ≈7% ITM
Gamma: 0.002
Theta: -0.245
Vega: 0.169
Open interest: 12

Model this call

Put · $720 In the money

Last: —
Breakeven: —
Implied vol: 65.7%
Delta: -0.877 ≈88% ITM
Gamma: 0.002
Theta: -0.395
Vega: 0.284
Open interest: 0

Model this put

Call · $730

Last: $8.20
Breakeven: $738.20
Implied vol: 55.6%
Delta: 0.07 ≈7% ITM
Gamma: 0.002
Theta: -0.248
Vega: 0.17
Open interest: 2

Model this call

Put · $730 In the money

Last: —
Breakeven: —
Implied vol: 67.3%
Delta: -0.887 ≈89% ITM
Gamma: 0.002
Theta: -0.378
Vega: 0.283
Open interest: 0

Model this put

Call · $740

Last: —
Breakeven: —
Implied vol: 54.8%
Delta: 0.056 ≈6% ITM
Gamma: 0.001
Theta: -0.203
Vega: 0.172
Open interest: 0

Model this call

Put · $740 In the money

Last: —
Breakeven: —
Implied vol: 70.3%
Delta: -0.891 ≈89% ITM
Gamma: 0.002
Theta: -0.386
Vega: 0.285
Open interest: 0

Model this put

Call · $750

Last: $1.47
Breakeven: $751.47
Implied vol: 50.2%
Delta: 0.03 ≈3% ITM
Gamma: 0.001
Theta: -0.114
Vega: 0.087
Open interest: 2

Model this call

Put · $750 In the money

Last: $155.01
Breakeven: $594.99
Implied vol: 73.3%
Delta: -0.894 ≈89% ITM
Gamma: 0.002
Theta: -0.393
Vega: 0.287
Open interest: 0

Model this put

Call · $760

Last: $1.00
Breakeven: $761.00
Implied vol: 52.9%
Delta: 0.031 ≈3% ITM
Gamma: 0.001
Theta: -0.121
Vega: 0.088
Open interest: 0

Model this call

Put · $760 In the money

Last: $128.00
Breakeven: $632.00
Implied vol: 76.3%
Delta: -0.897 ≈90% ITM
Gamma: 0.002
Theta: -0.401
Vega: 0.287
Open interest: 0

Model this put

Call · $770

Last: $2.74
Breakeven: $772.74
Implied vol: 55.1%
Delta: 0.03 ≈3% ITM
Gamma: 0.001
Theta: -0.122
Vega: 0.088
Open interest: 2

Model this call

Put · $770 In the money

Last: —
Breakeven: —
Implied vol: 79.2%
Delta: -0.9 ≈90% ITM
Gamma: 0.002
Theta: -0.408
Vega: 0.287
Open interest: 0

Model this put

Call · $780

Last: $2.13
Breakeven: $782.13
Implied vol: 68.3%
Delta: 0.059 ≈6% ITM
Gamma: 0.001
Theta: -0.265
Vega: 0.175
Open interest: 1

Model this call

Put · $780 In the money

Last: $147.20
Breakeven: $632.80
Implied vol: 82.1%
Delta: -0.903 ≈90% ITM
Gamma: 0.002
Theta: -0.416
Vega: 0.288
Open interest: 0

Model this put

Call · $790

Last: $3.45
Breakeven: $793.45
Implied vol: 68%
Delta: 0.049 ≈5% ITM
Gamma: 0.001
Theta: -0.228
Vega: 0.177
Open interest: 6

Model this call

Put · $790 In the money

Last: —
Breakeven: —
Implied vol: 84.9%
Delta: -0.905 ≈91% ITM
Gamma: 0.001
Theta: -0.423
Vega: 0.289
Open interest: 0

Model this put

Call · $800

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

Model this call

Put · $800 In the money

Last: —
Breakeven: —
Implied vol: 87.7%
Delta: -0.907 ≈91% ITM
Gamma: 0.001
Theta: -0.431
Vega: 0.288
Open interest: 0

Model this put

Call · $810

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

Model this call

Put · $810 In the money

Last: —
Breakeven: —
Implied vol: 90.4%
Delta: -0.909 ≈91% ITM
Gamma: 0.001
Theta: -0.438
Vega: 0.289
Open interest: 0

Model this put

Call · $820

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

Model this call

Put · $820 In the money

Last: —
Breakeven: —
Implied vol: 93.2%
Delta: -0.911 ≈91% ITM
Gamma: 0.001
Theta: -0.445
Vega: 0.289
Open interest: 0

Model this put

Call · $830

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

Model this call

Put · $830 In the money

Last: —
Breakeven: —
Implied vol: 95.8%
Delta: -0.913 ≈91% ITM
Gamma: 0.001
Theta: -0.452
Vega: 0.291
Open interest: 0

Model this put

Call · $840

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

Model this call

Put · $840 In the money

Last: —
Breakeven: —
Implied vol: 98.5%
Delta: -0.915 ≈91% ITM
Gamma: 0.001
Theta: -0.459
Vega: 0.287
Open interest: 0

Model this put

Call · $850

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

Model this call

Put · $850 In the money

Last: —
Breakeven: —
Implied vol: 101.1%
Delta: -0.916 ≈92% ITM
Gamma: 0.001
Theta: -0.466
Vega: 0.27
Open interest: 0

Model this put

Call · $860

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

Model this call

Put · $860 In the money

Last: —
Breakeven: —
Implied vol: 103.4%
Delta: -0.918 ≈92% ITM
Gamma: 0.001
Theta: -0.47
Vega: 0.177
Open interest: 0

Model this put

Call · $870

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

Model this call

Put · $870 In the money

Last: —
Breakeven: —
Implied vol: 105.6%
Delta: -0.919 ≈92% ITM
Gamma: 0.001
Theta: -0.473
Vega: 0.178
Open interest: 0

Model this put

Call · $880

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

Model this call

Put · $880 In the money

Last: —
Breakeven: —
Implied vol: 107.7%
Delta: -0.92 ≈92% ITM
Gamma: 0.001
Theta: -0.476
Vega: 0.178
Open interest: 0

Model this put

Call · $890

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

Model this call

Put · $890 In the money

Last: —
Breakeven: —
Implied vol: 109.8%
Delta: -0.921 ≈92% ITM
Gamma: 0.001
Theta: -0.479
Vega: 0.179
Open interest: 0

Model this put

Call · $900

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

Model this call

Put · $900 In the money

Last: —
Breakeven: —
Implied vol: 111.9%
Delta: -0.923 ≈92% ITM
Gamma: 0.001
Theta: -0.482
Vega: 0.18
Open interest: 0

Model this put

Call · $920

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

Model this call

Put · $920 In the money

Last: —
Breakeven: —
Implied vol: 115.7%
Delta: -0.925 ≈93% ITM
Gamma: 0.001
Theta: -0.484
Vega: 0.181
Open interest: 0

Model this put

Call · $940

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

Model this call

Put · $940 In the money

Last: —
Breakeven: —
Implied vol: 119.9%
Delta: -0.927 ≈93% ITM
Gamma: 0.001
Theta: -0.494
Vega: 0.183
Open interest: 0

Model this put

Call · $960

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

Model this call

Put · $960 In the money

Last: —
Breakeven: —
Implied vol: 123.9%
Delta: -0.928 ≈93% ITM
Gamma: 0.001
Theta: -0.5
Vega: 0.184
Open interest: 0

Model this put

MEDP · Medpace Holdings, Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain