0
—
—
—
—
1200
$3.35
-0.012
153%
1
8
Call · $1200
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1200
Last $3.35
Breakeven $1,196.65
Implied vol 153%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.913
Vega 0.096
Open interest 8
Model this put
0
—
—
—
—
1220
$0.25
-0.012
147.5%
7
84
Call · $1220
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1220
Last $0.25
Breakeven $1,219.75
Implied vol 147.5%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.906
Vega 0.097
Open interest 84
Model this put
0
—
—
—
—
1240
$0.30
-0.013
142.1%
3
1
Call · $1240
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1240
Last $0.30
Breakeven $1,239.70
Implied vol 142.1%
Delta -0.013 ≈1% ITM
Gamma 0
Theta -0.899
Vega 0.098
Open interest 1
Model this put
0
—
—
—
—
1260
$0.81
-0.013
136.7%
1
2
Call · $1260
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1260
Last $0.81
Breakeven $1,259.19
Implied vol 136.7%
Delta -0.013 ≈1% ITM
Gamma 0
Theta -0.892
Vega 0.098
Open interest 2
Model this put
0
—
—
—
—
1280
$0.10
-0.014
131.5%
1
3
Call · $1280
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1280
Last $0.10
Breakeven $1,279.90
Implied vol 131.5%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.885
Vega 0.099
Open interest 3
Model this put
1
1
—
—
$500.30
1300
$0.10
-0.014
126.3%
1
0
Call · $1300
In the money
Last $500.30
Breakeven $1,800.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $1300
Last $0.10
Breakeven $1,299.90
Implied vol 126.3%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.877
Vega 0.1
Open interest 0
Model this put
0
—
—
—
—
1320
—
-0.015
121.2%
—
0
Call · $1320
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1320
Last —
Breakeven —
Implied vol 121.2%
Delta -0.015 ≈1% ITM
Gamma 0
Theta -0.87
Vega 0.101
Open interest 0
Model this put
0
—
—
—
—
1340
$1.00
-0.015
116.2%
4
3
Call · $1340
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1340
Last $1.00
Breakeven $1,339.00
Implied vol 116.2%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.863
Vega 0.101
Open interest 3
Model this put
0
—
—
—
—
1360
$4.78
-0.036
134%
2
10
Call · $1360
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1360
Last $4.78
Breakeven $1,355.22
Implied vol 134%
Delta -0.036 ≈4% ITM
Gamma 0
Theta -2.038
Vega 0.205
Open interest 10
Model this put
0
—
—
—
—
1380
$0.10
-0.017
107.3%
2
4
Call · $1380
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1380
Last $0.10
Breakeven $1,379.90
Implied vol 107.3%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -0.891
Vega 0.103
Open interest 4
Model this put
0
—
—
—
—
1400
$0.85
-0.02
104.5%
2
3
Call · $1400
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1400
Last $0.85
Breakeven $1,399.15
Implied vol 104.5%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.97
Vega 0.104
Open interest 3
Model this put
0
—
—
—
—
1420
$4.48
-0.02
98.8%
4
3
Call · $1420
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1420
Last $4.48
Breakeven $1,415.52
Implied vol 98.8%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.919
Vega 0.104
Open interest 3
Model this put
1
1
—
—
$380.90
1430
$1.10
-0.043
115.6%
2
3
Call · $1430
In the money
Last $380.90
Breakeven $1,810.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $1430
Last $1.10
Breakeven $1,428.90
Implied vol 115.6%
Delta -0.043 ≈4% ITM
Gamma 0
Theta -2.032
Vega 0.21
Open interest 3
Model this put
0
—
—
—
—
1440
$1.85
-0.044
113.1%
4
2
Call · $1440
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1440
Last $1.85
Breakeven $1,438.15
Implied vol 113.1%
Delta -0.044 ≈4% ITM
Gamma 0
Theta -2.029
Vega 0.211
Open interest 2
Model this put
1
1
—
—
$422.40
1450
$4.46
-0.045
110.6%
4
101
Call · $1450
In the money
Last $422.40
Breakeven $1,872.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $1450
Last $4.46
Breakeven $1,445.54
Implied vol 110.6%
Delta -0.045 ≈4% ITM
Gamma 0
Theta -2.033
Vega 0.211
Open interest 101
Model this put
0
—
—
—
—
1460
$2.65
-0.02
88.1%
2
12
Call · $1460
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1460
Last $2.65
Breakeven $1,457.35
Implied vol 88.1%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.84
Vega 0.106
Open interest 12
Model this put
0
—
—
—
—
1470
$5.50
-0.02
85.3%
4
2
Call · $1470
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1470
Last $5.50
Breakeven $1,464.50
Implied vol 85.3%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.815
Vega 0.106
Open interest 2
Model this put
0
—
—
—
—
1480
$1.05
-0.017
79.3%
21
8
Call · $1480
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1480
Last $1.05
Breakeven $1,478.95
Implied vol 79.3%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -0.64
Vega 0.106
Open interest 8
Model this put
0
—
—
—
—
1490
$9.24
-0.07
113.2%
9
21
Call · $1490
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1490
Last $9.24
Breakeven $1,480.76
Implied vol 113.2%
Delta -0.07 ≈7% ITM
Gamma 0.001
Theta -2.957
Vega 0.371
Open interest 21
Model this put
2
2
—
—
$283.00
1500
$1.68
-0.023
79.3%
11
9
Call · $1500
In the money
Last $283.00
Breakeven $1,783.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $1500
Last $1.68
Breakeven $1,498.32
Implied vol 79.3%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -0.836
Vega 0.107
Open interest 9
Model this put
0
—
—
—
—
1510
$1.67
-0.033
83.6%
11
6
Call · $1510
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1510
Last $1.67
Breakeven $1,508.33
Implied vol 83.6%
Delta -0.033 ≈3% ITM
Gamma 0
Theta -1.204
Vega 0.215
Open interest 6
Model this put
1
1
—
—
$280.00
1520
$1.90
-0.036
81.8%
14
5
Call · $1520
In the money
Last $280.00
Breakeven $1,800.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $1520
Last $1.90
Breakeven $1,518.10
Implied vol 81.8%
Delta -0.036 ≈4% ITM
Gamma 0
Theta -1.24
Vega 0.216
Open interest 5
Model this put
0
—
—
—
—
1530
$1.95
-0.056
90.6%
18
14
Call · $1530
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1530
Last $1.95
Breakeven $1,528.05
Implied vol 90.6%
Delta -0.056 ≈6% ITM
Gamma 0.001
Theta -1.999
Vega 0.217
Open interest 14
Model this put
6
12
—
—
$295.90
1540
$5.70
-0.025
69.9%
2
12
Call · $1540
In the money
Last $295.90
Breakeven $1,835.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $1540
Last $5.70
Breakeven $1,534.30
Implied vol 69.9%
Delta -0.025 ≈2% ITM
Gamma 0
Theta -0.789
Vega 0.108
Open interest 12
Model this put
5
10
—
—
$278.30
1550
$0.60
-0.027
68.9%
10
11
Call · $1550
In the money
Last $278.30
Breakeven $1,828.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $1550
Last $0.60
Breakeven $1,549.40
Implied vol 68.9%
Delta -0.027 ≈3% ITM
Gamma 0
Theta -0.839
Vega 0.109
Open interest 11
Model this put
19
38
—
—
$269.20
1560
$1.00
-0.05
77%
1
25
Call · $1560
In the money
Last $269.20
Breakeven $1,829.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 19
Model this call
Put · $1560
Last $1.00
Breakeven $1,559.00
Implied vol 77%
Delta -0.05 ≈5% ITM
Gamma 0.001
Theta -1.549
Vega 0.219
Open interest 25
Model this put
6
10
—
—
$261.70
1570
$7.82
-0.036
67.4%
1
0
Call · $1570
In the money
Last $261.70
Breakeven $1,831.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $1570
Last $7.82
Breakeven $1,562.18
Implied vol 67.4%
Delta -0.036 ≈4% ITM
Gamma 0.001
Theta -1.042
Vega 0.219
Open interest 0
Model this put
11
20
—
—
$252.80
1580
$0.66
-0.024
58.6%
30
26
Call · $1580
In the money
Last $252.80
Breakeven $1,832.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 11
Model this call
Put · $1580
Last $0.66
Breakeven $1,579.34
Implied vol 58.6%
Delta -0.024 ≈2% ITM
Gamma 0
Theta -0.646
Vega 0.11
Open interest 26
Model this put
4
2
—
—
$252.90
1590
$1.00
-0.031
59.4%
1
3
Call · $1590
In the money
Last $252.90
Breakeven $1,842.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $1590
Last $1.00
Breakeven $1,589.00
Implied vol 59.4%
Delta -0.031 ≈3% ITM
Gamma 0.001
Theta -0.8
Vega 0.22
Open interest 3
Model this put
4
2
—
—
$180.60
1600
$0.75
-0.032
57.2%
40
34
Call · $1600
In the money
Last $180.60
Breakeven $1,780.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $1600
Last $0.75
Breakeven $1,599.25
Implied vol 57.2%
Delta -0.032 ≈3% ITM
Gamma 0.001
Theta -0.804
Vega 0.221
Open interest 34
Model this put
3
2
—
—
$236.10
1610
$1.40
-0.029
53.5%
7
19
Call · $1610
In the money
Last $236.10
Breakeven $1,846.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $1610
Last $1.40
Breakeven $1,608.60
Implied vol 53.5%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -0.699
Vega 0.221
Open interest 19
Model this put
4
2
—
—
$240.50
1620
$1.55
-0.044
55.6%
27
10
Call · $1620
In the money
Last $240.50
Breakeven $1,860.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $1620
Last $1.55
Breakeven $1,618.45
Implied vol 55.6%
Delta -0.044 ≈4% ITM
Gamma 0.001
Theta -0.994
Vega 0.222
Open interest 10
Model this put
5
6
—
—
$221.70
1630
$2.10
-0.034
49.4%
3
11
Call · $1630
In the money
Last $221.70
Breakeven $1,851.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $1630
Last $2.10
Breakeven $1,627.90
Implied vol 49.4%
Delta -0.034 ≈3% ITM
Gamma 0.001
Theta -0.715
Vega 0.222
Open interest 11
Model this put
5
2
—
—
$210.80
1640
$1.50
-0.035
47.1%
5
10
Call · $1640
In the money
Last $210.80
Breakeven $1,850.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $1640
Last $1.50
Breakeven $1,638.50
Implied vol 47.1%
Delta -0.035 ≈4% ITM
Gamma 0.001
Theta -0.704
Vega 0.223
Open interest 10
Model this put
3
2
0.1%
1
$135.10
1650
$0.70
-0.041
46.1%
26
59
Call · $1650
In the money
Last $135.10
Breakeven $1,785.10
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.165
Vega 0
Open interest 3
Model this call
Put · $1650
Last $0.70
Breakeven $1,649.30
Implied vol 46.1%
Delta -0.041 ≈4% ITM
Gamma 0.001
Theta -0.787
Vega 0.224
Open interest 59
Model this put
3
2
—
—
$235.00
1660
$5.00
-0.052
46.5%
5
19
Call · $1660
In the money
Last $235.00
Breakeven $1,895.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $1660
Last $5.00
Breakeven $1,655.00
Implied vol 46.5%
Delta -0.052 ≈5% ITM
Gamma 0.001
Theta -0.965
Vega 0.225
Open interest 19
Model this put
22
4
—
—
$120.00
1670
$2.69
-0.048
42.4%
23
68
Call · $1670
In the money
Last $120.00
Breakeven $1,790.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 22
Model this call
Put · $1670
Last $2.69
Breakeven $1,667.31
Implied vol 42.4%
Delta -0.048 ≈5% ITM
Gamma 0.001
Theta -0.82
Vega 0.225
Open interest 68
Model this put
6
3
0.1%
1
$143.80
1680
$11.90
-0.041
37.7%
6
19
Call · $1680
In the money
Last $143.80
Breakeven $1,823.80
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.168
Vega -0.001
Open interest 6
Model this call
Put · $1680
Last $11.90
Breakeven $1,668.10
Implied vol 37.7%
Delta -0.041 ≈4% ITM
Gamma 0.001
Theta -0.636
Vega 0.225
Open interest 19
Model this put
32
30
30.4%
0.977
$240.00
1690
$2.77
-0.043
35.4%
220
208
Call · $1690
In the money
Last $240.00
Breakeven $1,930.00
Implied vol 30.4%
Delta 0.977 ≈98% ITM
Gamma 0.001
Theta -0.483
Vega 0.112
Open interest 32
Model this call
Put · $1690
Last $2.77
Breakeven $1,687.23
Implied vol 35.4%
Delta -0.043 ≈4% ITM
Gamma 0.001
Theta -0.624
Vega 0.225
Open interest 208
Model this put
23
3
28%
0.978
$103.93
1700
$3.50
-0.058
35.8%
52
156
Call · $1700
In the money
Last $103.93
Breakeven $1,803.93
Implied vol 28%
Delta 0.978 ≈98% ITM
Gamma 0.001
Theta -0.456
Vega 0.112
Open interest 23
Model this call
Put · $1700
Last $3.50
Breakeven $1,696.50
Implied vol 35.8%
Delta -0.058 ≈6% ITM
Gamma 0.001
Theta -0.802
Vega 0.226
Open interest 156
Model this put
11
10
0.1%
1
$229.00
1710
$4.20
-0.083
37.2%
7
8
Call · $1710
In the money
Last $229.00
Breakeven $1,939.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.171
Vega -0.001
Open interest 11
Model this call
Put · $1710
Last $4.20
Breakeven $1,705.80
Implied vol 37.2%
Delta -0.083 ≈8% ITM
Gamma 0.002
Theta -1.094
Vega 0.393
Open interest 8
Model this put
22
2
27.6%
0.955
$89.50
1720
$5.80
-0.094
35.5%
21
20
Call · $1720
In the money
Last $89.50
Breakeven $1,809.50
Implied vol 27.6%
Delta 0.955 ≈95% ITM
Gamma 0.001
Theta -0.677
Vega 0.226
Open interest 22
Model this call
Put · $1720
Last $5.80
Breakeven $1,714.20
Implied vol 35.5%
Delta -0.094 ≈9% ITM
Gamma 0.002
Theta -1.142
Vega 0.395
Open interest 20
Model this put
3
3
29.4%
0.925
$106.90
1730
$7.90
-0.118
36%
1
10
Call · $1730
In the money
Last $106.90
Breakeven $1,836.90
Implied vol 29.4%
Delta 0.925 ≈92% ITM
Gamma 0.002
Theta -0.977
Vega 0.394
Open interest 3
Model this call
Put · $1730
Last $7.90
Breakeven $1,722.10
Implied vol 36%
Delta -0.118 ≈12% ITM
Gamma 0.002
Theta -1.385
Vega 0.397
Open interest 10
Model this put
29
2
30.5%
0.892
$74.00
1740
$7.40
-0.119
32.2%
19
25
Call · $1740
In the money
Last $74.00
Breakeven $1,814.00
Implied vol 30.5%
Delta 0.892 ≈89% ITM
Gamma 0.003
Theta -1.27
Vega 0.396
Open interest 29
Model this call
Put · $1740
Last $7.40
Breakeven $1,732.60
Implied vol 32.2%
Delta -0.119 ≈12% ITM
Gamma 0.003
Theta -1.249
Vega 0.397
Open interest 25
Model this put
7
4
33.2%
0.842
$104.40
1750
$9.50
-0.176
35.8%
274
84
Call · $1750
In the money
Last $104.40
Breakeven $1,854.40
Implied vol 33.2%
Delta 0.842 ≈84% ITM
Gamma 0.003
Theta -1.713
Vega 0.599
Open interest 7
Model this call
Put · $1750
Last $9.50
Breakeven $1,740.50
Implied vol 35.8%
Delta -0.176 ≈18% ITM
Gamma 0.003
Theta -1.782
Vega 0.6
Open interest 84
Model this put
8
6
34%
0.803
$70.19
1760
$9.88
-0.187
32.3%
89
7
Call · $1760
In the money
Last $70.19
Breakeven $1,830.19
Implied vol 34%
Delta 0.803 ≈80% ITM
Gamma 0.004
Theta -1.997
Vega 0.602
Open interest 8
Model this call
Put · $1760
Last $9.88
Breakeven $1,750.12
Implied vol 32.3%
Delta -0.187 ≈19% ITM
Gamma 0.004
Theta -1.667
Vega 0.601
Open interest 7
Model this put
0
—
32.8%
0.793
—
1765
$15.39
-0.236
37.4%
37
20
Call · $1765
In the money
Last —
Breakeven —
Implied vol 32.8%
Delta 0.793 ≈79% ITM
Gamma 0.004
Theta -1.992
Vega 0.603
Open interest 0
Model this call
Put · $1765
Last $15.39
Breakeven $1,749.61
Implied vol 37.4%
Delta -0.236 ≈24% ITM
Gamma 0.004
Theta -2.234
Vega 0.791
Open interest 20
Model this put
7
1
34%
0.765
$52.15
1770
$14.90
-0.245
35.4%
167
6
Call · $1770
In the money
Last $52.15
Breakeven $1,822.15
Implied vol 34%
Delta 0.765 ≈76% ITM
Gamma 0.004
Theta -2.198
Vega 0.791
Open interest 7
Model this call
Put · $1770
Last $14.90
Breakeven $1,755.10
Implied vol 35.4%
Delta -0.245 ≈24% ITM
Gamma 0.004
Theta -2.146
Vega 0.792
Open interest 6
Model this put
4
12
33.2%
0.748
$66.85
1775
$16.40
-0.277
37.5%
8
0
Call · $1775
In the money
Last $66.85
Breakeven $1,841.85
Implied vol 33.2%
Delta 0.748 ≈75% ITM
Gamma 0.004
Theta -2.213
Vega 0.793
Open interest 4
Model this call
Put · $1775
Last $16.40
Breakeven $1,758.60
Implied vol 37.5%
Delta -0.277 ≈28% ITM
Gamma 0.004
Theta -2.411
Vega 0.794
Open interest 0
Model this put
10
3
34.7%
0.718
$53.45
1780
$19.00
-0.273
32.8%
11
4
Call · $1780
In the money
Last $53.45
Breakeven $1,833.45
Implied vol 34.7%
Delta 0.718 ≈72% ITM
Gamma 0.004
Theta -2.423
Vega 0.795
Open interest 10
Model this call
Put · $1780
Last $19.00
Breakeven $1,761.00
Implied vol 32.8%
Delta -0.273 ≈27% ITM
Gamma 0.004
Theta -2.089
Vega 0.794
Open interest 4
Model this put
21
1
33.4%
0.703
$71.00
1785
$19.26
-0.327
40.6%
2
23
Call · $1785
In the money
Last $71.00
Breakeven $1,856.00
Implied vol 33.4%
Delta 0.703 ≈70% ITM
Gamma 0.004
Theta -2.389
Vega 0.796
Open interest 21
Model this call
Put · $1785
Last $19.26
Breakeven $1,765.74
Implied vol 40.6%
Delta -0.327 ≈33% ITM
Gamma 0.004
Theta -2.843
Vega 0.799
Open interest 23
Model this put
27
6
35.1%
0.673
$45.40
1790
$20.02
-0.33
35.9%
146
9
Call · $1790
In the money
Last $45.40
Breakeven $1,835.40
Implied vol 35.1%
Delta 0.673 ≈67% ITM
Gamma 0.004
Theta -2.627
Vega 0.799
Open interest 27
Model this call
Put · $1790
Last $20.02
Breakeven $1,769.98
Implied vol 35.9%
Delta -0.33 ≈33% ITM
Gamma 0.004
Theta -2.521
Vega 0.8
Open interest 9
Model this put
19
1
35.5%
0.65
$70.00
1795
$47.00
-0.357
37.2%
2
1
Call · $1795
In the money
Last $70.00
Breakeven $1,865.00
Implied vol 35.5%
Delta 0.65 ≈65% ITM
Gamma 0.005
Theta -2.727
Vega 0.915
Open interest 19
Model this call
Put · $1795
Last $47.00
Breakeven $1,748.00
Implied vol 37.2%
Delta -0.357 ≈36% ITM
Gamma 0.004
Theta -2.687
Vega 0.915
Open interest 1
Model this put
27
31
35%
0.628
$39.70
1800
$24.69
-0.38
37.3%
34
38
Call · $1800
In the money
Last $39.70
Breakeven $1,839.70
Implied vol 35%
Delta 0.628 ≈63% ITM
Gamma 0.005
Theta -2.716
Vega 0.917
Open interest 27
Model this call
Put · $1800
Last $24.69
Breakeven $1,775.31
Implied vol 37.3%
Delta -0.38 ≈38% ITM
Gamma 0.004
Theta -2.728
Vega 0.917
Open interest 38
Model this put
4
23
34.7%
0.604
$38.44
1805
$27.72
-0.404
38.2%
23
2
Call · $1805
In the money
Last $38.44
Breakeven $1,843.44
Implied vol 34.7%
Delta 0.604 ≈60% ITM
Gamma 0.005
Theta -2.731
Vega 0.919
Open interest 4
Model this call
Put · $1805
Last $27.72
Breakeven $1,777.28
Implied vol 38.2%
Delta -0.404 ≈40% ITM
Gamma 0.004
Theta -2.833
Vega 0.919
Open interest 2
Model this put
19
139
34.7%
0.58
$36.16
1810
$32.58
-0.426
38.1%
91
12
Call · $1810
In the money
Last $36.16
Breakeven $1,846.16
Implied vol 34.7%
Delta 0.58 ≈58% ITM
Gamma 0.005
Theta -2.763
Vega 0.921
Open interest 19
Model this call
Put · $1810
Last $32.58
Breakeven $1,777.42
Implied vol 38.1%
Delta -0.426 ≈43% ITM
Gamma 0.004
Theta -2.856
Vega 0.921
Open interest 12
Model this put
0
13
34.8%
0.568
$33.25
1812.5
$60.20
-0.438
38.9%
2
1
Call · $1812.5
In the money
Last $33.25
Breakeven $1,845.75
Implied vol 34.8%
Delta 0.568 ≈57% ITM
Gamma 0.005
Theta -2.785
Vega 0.922
Open interest 0
Model this call
Put · $1812.5
Last $60.20
Breakeven $1,752.30
Implied vol 38.9%
Delta -0.438 ≈44% ITM
Gamma 0.004
Theta -2.935
Vega 0.922
Open interest 1
Model this put
2
49
32.6%
0.558
$34.36
1815
$34.66
-0.449
38.1%
49
2
Call · $1815
In the money
Last $34.36
Breakeven $1,849.36
Implied vol 32.6%
Delta 0.558 ≈56% ITM
Gamma 0.005
Theta -2.628
Vega 0.923
Open interest 2
Model this call
Put · $1815
Last $34.66
Breakeven $1,780.34
Implied vol 38.1%
Delta -0.449 ≈45% ITM
Gamma 0.004
Theta -2.893
Vega 0.923
Open interest 2
Model this put
0
13
34.6%
0.544
$33.00
1817.5
—
-0.46
38.6%
—
0
Call · $1817.5
In the money
Last $33.00
Breakeven $1,850.50
Implied vol 34.6%
Delta 0.544 ≈54% ITM
Gamma 0.005
Theta -2.8
Vega 0.924
Open interest 0
Model this call
Put · $1817.5
Last —
Breakeven —
Implied vol 38.6%
Delta -0.46 ≈46% ITM
Gamma 0.004
Theta -2.946
Vega 0.924
Open interest 0
Model this put
24
175
34.6%
0.531
$33.40
1820
$34.60
-0.471
38.4%
185
12
Call · $1820
In the money
Last $33.40
Breakeven $1,853.40
Implied vol 34.6%
Delta 0.531 ≈53% ITM
Gamma 0.005
Theta -2.823
Vega 0.925
Open interest 24
Model this call
Put · $1820
Last $34.60
Breakeven $1,785.40
Implied vol 38.4%
Delta -0.471 ≈47% ITM
Gamma 0.005
Theta -2.947
Vega 0.925
Open interest 12
Model this put
Underlying $1,820.69
1
14
34.9%
0.507
$29.21
1825
$38.41
-0.493
38.9%
11
3
Call · $1825
Last $29.21
Breakeven $1,854.21
Implied vol 34.9%
Delta 0.507 ≈51% ITM
Gamma 0.005
Theta -2.861
Vega 0.927
Open interest 1
Model this call
Put · $1825
In the money
Last $38.41
Breakeven $1,786.59
Implied vol 38.9%
Delta -0.493 ≈49% ITM
Gamma 0.004
Theta -2.999
Vega 0.927
Open interest 3
Model this put
203
29
34.5%
0.482
$30.90
1830
$42.82
-0.517
36.9%
7
10
Call · $1830
Last $30.90
Breakeven $1,860.90
Implied vol 34.5%
Delta 0.482 ≈48% ITM
Gamma 0.005
Theta -2.795
Vega 0.929
Open interest 203
Model this call
Put · $1830
In the money
Last $42.82
Breakeven $1,787.18
Implied vol 36.9%
Delta -0.517 ≈52% ITM
Gamma 0.005
Theta -2.817
Vega 0.929
Open interest 10
Model this put
0
2
36%
0.46
$32.41
1835
$40.55
-0.54
36.8%
4
12
Call · $1835
Last $32.41
Breakeven $1,867.41
Implied vol 36%
Delta 0.46 ≈46% ITM
Gamma 0.005
Theta -2.883
Vega 0.931
Open interest 0
Model this call
Put · $1835
In the money
Last $40.55
Breakeven $1,794.45
Implied vol 36.8%
Delta -0.54 ≈54% ITM
Gamma 0.005
Theta -2.781
Vega 0.931
Open interest 12
Model this put
19
149
32.7%
0.429
$25.15
1840
$47.61
-0.56
38%
147
20
Call · $1840
Last $25.15
Breakeven $1,865.15
Implied vol 32.7%
Delta 0.429 ≈43% ITM
Gamma 0.005
Theta -2.594
Vega 0.933
Open interest 19
Model this call
Put · $1840
In the money
Last $47.61
Breakeven $1,792.39
Implied vol 38%
Delta -0.56 ≈56% ITM
Gamma 0.004
Theta -2.848
Vega 0.932
Open interest 20
Model this put
0
—
34.5%
0.409
—
1845
—
-0.586
36.8%
—
0
Call · $1845
Last —
Breakeven —
Implied vol 34.5%
Delta 0.409 ≈41% ITM
Gamma 0.005
Theta -2.712
Vega 0.935
Open interest 0
Model this call
Put · $1845
In the money
Last —
Breakeven —
Implied vol 36.8%
Delta -0.586 ≈59% ITM
Gamma 0.005
Theta -2.718
Vega 0.934
Open interest 0
Model this put
14
46
34%
0.383
$22.00
1850
$58.07
-0.608
36.9%
4
21
Call · $1850
Last $22.00
Breakeven $1,872.00
Implied vol 34%
Delta 0.383 ≈38% ITM
Gamma 0.005
Theta -2.642
Vega 0.937
Open interest 14
Model this call
Put · $1850
In the money
Last $58.07
Breakeven $1,791.93
Implied vol 36.9%
Delta -0.608 ≈61% ITM
Gamma 0.005
Theta -2.699
Vega 0.935
Open interest 21
Model this put
1
1
36.6%
0.37
$16.56
1855
$49.49
-0.63
37.2%
8
4
Call · $1855
Last $16.56
Breakeven $1,871.56
Implied vol 36.6%
Delta 0.37 ≈37% ITM
Gamma 0.005
Theta -2.82
Vega 0.939
Open interest 1
Model this call
Put · $1855
In the money
Last $49.49
Breakeven $1,805.51
Implied vol 37.2%
Delta -0.63 ≈63% ITM
Gamma 0.004
Theta -2.692
Vega 0.929
Open interest 4
Model this put
59
107
34.4%
0.34
$15.12
1860
$59.05
-0.652
36.9%
1
38
Call · $1860
Last $15.12
Breakeven $1,875.12
Implied vol 34.4%
Delta 0.34 ≈34% ITM
Gamma 0.005
Theta -2.547
Vega 0.824
Open interest 59
Model this call
Put · $1860
In the money
Last $59.05
Breakeven $1,800.95
Implied vol 36.9%
Delta -0.652 ≈65% ITM
Gamma 0.004
Theta -2.59
Vega 0.822
Open interest 38
Model this put
2
37
34.4%
0.318
$14.93
1865
$66.43
-0.674
36.4%
4
6
Call · $1865
Last $14.93
Breakeven $1,879.93
Implied vol 34.4%
Delta 0.318 ≈32% ITM
Gamma 0.004
Theta -2.467
Vega 0.825
Open interest 2
Model this call
Put · $1865
In the money
Last $66.43
Breakeven $1,798.57
Implied vol 36.4%
Delta -0.674 ≈67% ITM
Gamma 0.004
Theta -2.467
Vega 0.824
Open interest 6
Model this put
0
6
31%
0.286
$13.94
1867.5
—
-0.682
36.7%
—
0
Call · $1867.5
Last $13.94
Breakeven $1,881.44
Implied vol 31%
Delta 0.286 ≈29% ITM
Gamma 0.005
Theta -2.114
Vega 0.828
Open interest 0
Model this call
Put · $1867.5
In the money
Last —
Breakeven —
Implied vol 36.7%
Delta -0.682 ≈68% ITM
Gamma 0.004
Theta -2.462
Vega 0.825
Open interest 0
Model this put
17
184
37.7%
0.315
$14.00
1870
$66.10
-0.686
38%
1
11
Call · $1870
Last $14.00
Breakeven $1,884.00
Implied vol 37.7%
Delta 0.315 ≈31% ITM
Gamma 0.004
Theta -2.68
Vega 0.826
Open interest 17
Model this call
Put · $1870
In the money
Last $66.10
Breakeven $1,803.90
Implied vol 38%
Delta -0.686 ≈69% ITM
Gamma 0.004
Theta -2.534
Vega 0.825
Open interest 11
Model this put
8
2
34.2%
0.285
$12.28
1872.5
$95.40
-0.696
37.9%
2
1
Call · $1872.5
Last $12.28
Breakeven $1,884.78
Implied vol 34.2%
Delta 0.285 ≈28% ITM
Gamma 0.004
Theta -2.322
Vega 0.828
Open interest 8
Model this call
Put · $1872.5
In the money
Last $95.40
Breakeven $1,777.10
Implied vol 37.9%
Delta -0.696 ≈70% ITM
Gamma 0.004
Theta -2.491
Vega 0.825
Open interest 1
Model this put
6
9
33.5%
0.27
$12.13
1875
$71.00
-0.712
36.8%
1
7
Call · $1875
Last $12.13
Breakeven $1,887.13
Implied vol 33.5%
Delta 0.27 ≈27% ITM
Gamma 0.004
Theta -2.225
Vega 0.829
Open interest 6
Model this call
Put · $1875
In the money
Last $71.00
Breakeven $1,804.00
Implied vol 36.8%
Delta -0.712 ≈71% ITM
Gamma 0.004
Theta -2.351
Vega 0.826
Open interest 7
Model this put
0
12
34.5%
0.265
$21.00
1877.5
$80.80
-0.724
36.5%
2
1
Call · $1877.5
Last $21.00
Breakeven $1,898.50
Implied vol 34.5%
Delta 0.265 ≈27% ITM
Gamma 0.004
Theta -2.269
Vega 0.83
Open interest 0
Model this call
Put · $1877.5
In the money
Last $80.80
Breakeven $1,796.70
Implied vol 36.5%
Delta -0.724 ≈72% ITM
Gamma 0.004
Theta -2.286
Vega 0.826
Open interest 1
Model this put
118
25
32.5%
0.24
$10.50
1880
$110.88
-0.732
36.8%
7
17
Call · $1880
Last $10.50
Breakeven $1,890.50
Implied vol 32.5%
Delta 0.24 ≈24% ITM
Gamma 0.004
Theta -2.052
Vega 0.636
Open interest 118
Model this call
Put · $1880
In the money
Last $110.88
Breakeven $1,769.12
Implied vol 36.8%
Delta -0.732 ≈73% ITM
Gamma 0.004
Theta -2.271
Vega 0.826
Open interest 17
Model this put
18
1
34.5%
0.245
$18.00
1882.5
$103.20
-0.732
38.3%
2
1
Call · $1882.5
Last $18.00
Breakeven $1,900.50
Implied vol 34.5%
Delta 0.245 ≈24% ITM
Gamma 0.004
Theta -2.198
Vega 0.832
Open interest 18
Model this call
Put · $1882.5
In the money
Last $103.20
Breakeven $1,779.30
Implied vol 38.3%
Delta -0.732 ≈73% ITM
Gamma 0.004
Theta -2.369
Vega 0.827
Open interest 1
Model this put
24
12
36.2%
0.246
$18.40
1885
—
-0.749
37.3%
—
0
Call · $1885
Last $18.40
Breakeven $1,903.40
Implied vol 36.2%
Delta 0.246 ≈25% ITM
Gamma 0.004
Theta -2.304
Vega 0.832
Open interest 24
Model this call
Put · $1885
In the money
Last —
Breakeven —
Implied vol 37.3%
Delta -0.749 ≈75% ITM
Gamma 0.004
Theta -2.233
Vega 0.824
Open interest 0
Model this put
6
2
34.3%
0.226
$15.25
1887.5
$88.70
-0.758
37.4%
6
3
Call · $1887.5
Last $15.25
Breakeven $1,902.75
Implied vol 34.3%
Delta 0.226 ≈23% ITM
Gamma 0.004
Theta -2.075
Vega 0.637
Open interest 6
Model this call
Put · $1887.5
In the money
Last $88.70
Breakeven $1,798.80
Implied vol 37.4%
Delta -0.758 ≈76% ITM
Gamma 0.004
Theta -2.205
Vega 0.81
Open interest 3
Model this put
35
151
33.9%
0.215
$7.55
1890
$84.20
-0.766
37.5%
5
18
Call · $1890
Last $7.55
Breakeven $1,897.55
Implied vol 33.9%
Delta 0.215 ≈21% ITM
Gamma 0.004
Theta -1.985
Vega 0.638
Open interest 35
Model this call
Put · $1890
In the money
Last $84.20
Breakeven $1,805.80
Implied vol 37.5%
Delta -0.766 ≈77% ITM
Gamma 0.004
Theta -2.165
Vega 0.635
Open interest 18
Model this put
9
16
34.8%
0.205
$87.68
1895
$79.27
-0.783
37.2%
31
16
Call · $1895
Last $87.68
Breakeven $1,982.68
Implied vol 34.8%
Delta 0.205 ≈20% ITM
Gamma 0.004
Theta -1.971
Vega 0.639
Open interest 9
Model this call
Put · $1895
In the money
Last $79.27
Breakeven $1,815.73
Implied vol 37.2%
Delta -0.783 ≈78% ITM
Gamma 0.003
Theta -2.038
Vega 0.636
Open interest 16
Model this put
50
9
33%
0.175
$9.00
1900
$98.15
-0.794
37.8%
1
23
Call · $1900
Last $9.00
Breakeven $1,909.00
Implied vol 33%
Delta 0.175 ≈17% ITM
Gamma 0.003
Theta -1.694
Vega 0.641
Open interest 50
Model this call
Put · $1900
In the money
Last $98.15
Breakeven $1,801.85
Implied vol 37.8%
Delta -0.794 ≈79% ITM
Gamma 0.003
Theta -1.997
Vega 0.637
Open interest 23
Model this put
0
—
36.5%
0.193
—
1902.5
$128.30
-0.809
36.7%
9
9
Call · $1902.5
Last —
Breakeven —
Implied vol 36.5%
Delta 0.193 ≈19% ITM
Gamma 0.003
Theta -1.994
Vega 0.64
Open interest 0
Model this call
Put · $1902.5
In the money
Last $128.30
Breakeven $1,774.20
Implied vol 36.7%
Delta -0.809 ≈81% ITM
Gamma 0.003
Theta -1.837
Vega 0.636
Open interest 9
Model this put
7
8
36.5%
0.185
$7.64
1905
$121.60
-0.817
36.7%
2
16
Call · $1905
Last $7.64
Breakeven $1,912.64
Implied vol 36.5%
Delta 0.185 ≈19% ITM
Gamma 0.003
Theta -1.942
Vega 0.641
Open interest 7
Model this call
Put · $1905
In the money
Last $121.60
Breakeven $1,783.40
Implied vol 36.7%
Delta -0.817 ≈82% ITM
Gamma 0.003
Theta -1.785
Vega 0.635
Open interest 16
Model this put
0
—
38.1%
0.189
—
1907.5
$121.77
-0.822
37%
2
1
Call · $1907.5
Last —
Breakeven —
Implied vol 38.1%
Delta 0.189 ≈19% ITM
Gamma 0.003
Theta -2.049
Vega 0.641
Open interest 0
Model this call
Put · $1907.5
In the money
Last $121.77
Breakeven $1,785.73
Implied vol 37%
Delta -0.822 ≈82% ITM
Gamma 0.003
Theta -1.764
Vega 0.636
Open interest 1
Model this put
17
1
29.8%
0.119
$7.17
1910
$127.27
-0.816
38.9%
1
3
Call · $1910
Last $7.17
Breakeven $1,917.17
Implied vol 29.8%
Delta 0.119 ≈12% ITM
Gamma 0.003
Theta -1.184
Vega 0.431
Open interest 17
Model this call
Put · $1910
In the money
Last $127.27
Breakeven $1,782.73
Implied vol 38.9%
Delta -0.816 ≈82% ITM
Gamma 0.003
Theta -1.906
Vega 0.636
Open interest 3
Model this put
2
3
38%
0.173
$10.56
1912.5
—
-0.822
39.2%
—
0
Call · $1912.5
Last $10.56
Breakeven $1,923.06
Implied vol 38%
Delta 0.173 ≈17% ITM
Gamma 0.003
Theta -1.934
Vega 0.642
Open interest 2
Model this call
Put · $1912.5
In the money
Last —
Breakeven —
Implied vol 39.2%
Delta -0.822 ≈82% ITM
Gamma 0.003
Theta -1.878
Vega 0.636
Open interest 0
Model this put
4
1
31.1%
0.116
$12.70
1915
$144.25
-0.842
37.4%
3
8
Call · $1915
Last $12.70
Breakeven $1,927.70
Implied vol 31.1%
Delta 0.116 ≈12% ITM
Gamma 0.003
Theta -1.21
Vega 0.431
Open interest 4
Model this call
Put · $1915
In the money
Last $144.25
Breakeven $1,770.75
Implied vol 37.4%
Delta -0.842 ≈84% ITM
Gamma 0.003
Theta -1.655
Vega 0.633
Open interest 8
Model this put
0
—
38.1%
0.159
—
1917.5
—
-0.848
37.6%
—
0
Call · $1917.5
Last —
Breakeven —
Implied vol 38.1%
Delta 0.159 ≈16% ITM
Gamma 0.003
Theta -1.843
Vega 0.644
Open interest 0
Model this call
Put · $1917.5
In the money
Last —
Breakeven —
Implied vol 37.6%
Delta -0.848 ≈85% ITM
Gamma 0.003
Theta -1.625
Vega 0.631
Open interest 0
Model this put
11
4
36.7%
0.141
$8.50
1920
$78.95
-0.853
37.9%
53
28
Call · $1920
Last $8.50
Breakeven $1,928.50
Implied vol 36.7%
Delta 0.141 ≈14% ITM
Gamma 0.003
Theta -1.656
Vega 0.645
Open interest 11
Model this call
Put · $1920
In the money
Last $78.95
Breakeven $1,841.05
Implied vol 37.9%
Delta -0.853 ≈85% ITM
Gamma 0.003
Theta -1.603
Vega 0.628
Open interest 28
Model this put
0
—
39.3%
0.154
—
1922.5
—
-0.845
39.9%
—
0
Call · $1922.5
Last —
Breakeven —
Implied vol 39.3%
Delta 0.154 ≈15% ITM
Gamma 0.003
Theta -1.86
Vega 0.644
Open interest 0
Model this call
Put · $1922.5
In the money
Last —
Breakeven —
Implied vol 39.9%
Delta -0.845 ≈85% ITM
Gamma 0.003
Theta -1.747
Vega 0.633
Open interest 0
Model this put
4
5
36.6%
0.13
$5.00
1925
$77.90
-0.861
38.8%
2
1
Call · $1925
Last $5.00
Breakeven $1,930.00
Implied vol 36.6%
Delta 0.13 ≈13% ITM
Gamma 0.003
Theta -1.552
Vega 0.431
Open interest 4
Model this call
Put · $1925
In the money
Last $77.90
Breakeven $1,847.10
Implied vol 38.8%
Delta -0.861 ≈86% ITM
Gamma 0.003
Theta -1.589
Vega 0.61
Open interest 1
Model this put
0
—
40.9%
0.152
—
1927.5
—
-0.839
42.7%
—
0
Call · $1927.5
Last —
Breakeven —
Implied vol 40.9%
Delta 0.152 ≈15% ITM
Gamma 0.002
Theta -1.923
Vega 0.645
Open interest 0
Model this call
Put · $1927.5
In the money
Last —
Breakeven —
Implied vol 42.7%
Delta -0.839 ≈84% ITM
Gamma 0.003
Theta -1.93
Vega 0.636
Open interest 0
Model this put
7
2
42.2%
0.154
$3.10
1930
$80.85
-0.888
36.1%
16
11
Call · $1930
Last $3.10
Breakeven $1,933.10
Implied vol 42.2%
Delta 0.154 ≈15% ITM
Gamma 0.002
Theta -2.002
Vega 0.645
Open interest 7
Model this call
Put · $1930
In the money
Last $80.85
Breakeven $1,849.15
Implied vol 36.1%
Delta -0.888 ≈89% ITM
Gamma 0.002
Theta -1.231
Vega 0.425
Open interest 11
Model this put
4
5
38%
0.118
$64.72
1935
$82.70
-0.879
39.1%
4
3
Call · $1935
Last $64.72
Breakeven $1,999.72
Implied vol 38%
Delta 0.118 ≈12% ITM
Gamma 0.002
Theta -1.493
Vega 0.432
Open interest 4
Model this call
Put · $1935
In the money
Last $82.70
Breakeven $1,852.30
Implied vol 39.1%
Delta -0.879 ≈88% ITM
Gamma 0.002
Theta -1.426
Vega 0.426
Open interest 3
Model this put
17
2
41.9%
0.131
$83.15
1940
$118.50
-0.887
39.3%
2
2
Call · $1940
Last $83.15
Breakeven $2,023.15
Implied vol 41.9%
Delta 0.131 ≈13% ITM
Gamma 0.002
Theta -1.782
Vega 0.432
Open interest 17
Model this call
Put · $1940
In the money
Last $118.50
Breakeven $1,821.50
Implied vol 39.3%
Delta -0.887 ≈89% ITM
Gamma 0.002
Theta -1.35
Vega 0.426
Open interest 2
Model this put
1
2
34.8%
0.076
$7.20
1945
$161.08
-0.894
39.7%
6
4
Call · $1945
Last $7.20
Breakeven $1,952.20
Implied vol 34.8%
Delta 0.076 ≈8% ITM
Gamma 0.002
Theta -0.999
Vega 0.435
Open interest 1
Model this call
Put · $1945
In the money
Last $161.08
Breakeven $1,783.92
Implied vol 39.7%
Delta -0.894 ≈89% ITM
Gamma 0.002
Theta -1.298
Vega 0.425
Open interest 4
Model this put
29
63
31.2%
0.05
$1.88
1950
$121.28
-0.885
42.8%
20
3
Call · $1950
Last $1.88
Breakeven $1,951.88
Implied vol 31.2%
Delta 0.05 ≈5% ITM
Gamma 0.001
Theta -0.629
Vega 0.254
Open interest 29
Model this call
Put · $1950
In the money
Last $121.28
Breakeven $1,828.72
Implied vol 42.8%
Delta -0.885 ≈89% ITM
Gamma 0.002
Theta -1.504
Vega 0.427
Open interest 3
Model this put
0
4
31.9%
0.047
$1.52
1955
—
-0.909
40.3%
—
0
Call · $1955
Last $1.52
Breakeven $1,956.52
Implied vol 31.9%
Delta 0.047 ≈5% ITM
Gamma 0.001
Theta -0.619
Vega 0.254
Open interest 0
Model this call
Put · $1955
In the money
Last —
Breakeven —
Implied vol 40.3%
Delta -0.909 ≈91% ITM
Gamma 0.002
Theta -1.168
Vega 0.422
Open interest 0
Model this put
6
10
32.6%
0.044
$44.15
1960
$127.00
-0.899
43.5%
2
20
Call · $1960
Last $44.15
Breakeven $2,004.15
Implied vol 32.6%
Delta 0.044 ≈4% ITM
Gamma 0.001
Theta -0.601
Vega 0.254
Open interest 6
Model this call
Put · $1960
In the money
Last $127.00
Breakeven $1,833.00
Implied vol 43.5%
Delta -0.899 ≈90% ITM
Gamma 0.002
Theta -1.387
Vega 0.426
Open interest 20
Model this put
0
—
34%
0.046
—
1965
$135.40
-0.9
44.8%
20
1
Call · $1965
Last —
Breakeven —
Implied vol 34%
Delta 0.046 ≈5% ITM
Gamma 0.001
Theta -0.646
Vega 0.254
Open interest 0
Model this call
Put · $1965
In the money
Last $135.40
Breakeven $1,829.60
Implied vol 44.8%
Delta -0.9 ≈90% ITM
Gamma 0.002
Theta -1.413
Vega 0.425
Open interest 1
Model this put
6
2
41.1%
0.073
$53.16
1970
—
-0.919
43%
—
0
Call · $1970
Last $53.16
Breakeven $2,023.16
Implied vol 41.1%
Delta 0.073 ≈7% ITM
Gamma 0.001
Theta -1.14
Vega 0.253
Open interest 6
Model this call
Put · $1970
In the money
Last —
Breakeven —
Implied vol 43%
Delta -0.919 ≈92% ITM
Gamma 0.002
Theta -1.153
Vega 0.42
Open interest 0
Model this put
0
1
34.6%
0.036
$1.30
1975
$180.80
-0.919
44.4%
2
1
Call · $1975
Last $1.30
Breakeven $1,976.30
Implied vol 34.6%
Delta 0.036 ≈4% ITM
Gamma 0.001
Theta -0.547
Vega 0.255
Open interest 0
Model this call
Put · $1975
In the money
Last $180.80
Breakeven $1,794.20
Implied vol 44.4%
Delta -0.919 ≈92% ITM
Gamma 0.002
Theta -1.191
Vega 0.42
Open interest 1
Model this put
70
10
42.9%
0.07
$55.63
1980
$215.10
-0.903
48.7%
2
1
Call · $1980
Last $55.63
Breakeven $2,035.63
Implied vol 42.9%
Delta 0.07 ≈7% ITM
Gamma 0.001
Theta -1.143
Vega 0.253
Open interest 70
Model this call
Put · $1980
In the money
Last $215.10
Breakeven $1,764.90
Implied vol 48.7%
Delta -0.903 ≈90% ITM
Gamma 0.002
Theta -1.514
Vega 0.428
Open interest 1
Model this put
0
1
37.8%
0.042
$2.17
1985
—
-0.929
45.5%
—
0
Call · $1985
Last $2.17
Breakeven $1,987.17
Implied vol 37.8%
Delta 0.042 ≈4% ITM
Gamma 0.001
Theta -0.669
Vega 0.255
Open interest 0
Model this call
Put · $1985
In the money
Last —
Breakeven —
Implied vol 45.5%
Delta -0.929 ≈93% ITM
Gamma 0.001
Theta -1.111
Vega 0.394
Open interest 0
Model this put
5
2
42.3%
0.057
$56.90
1990
$195.10
-0.901
51.9%
3
3
Call · $1990
Last $56.90
Breakeven $2,046.90
Implied vol 42.3%
Delta 0.057 ≈6% ITM
Gamma 0.001
Theta -0.958
Vega 0.254
Open interest 5
Model this call
Put · $1990
In the money
Last $195.10
Breakeven $1,794.90
Implied vol 51.9%
Delta -0.901 ≈90% ITM
Gamma 0.001
Theta -1.645
Vega 0.429
Open interest 3
Model this put
94
7
35.9%
0.024
$0.73
2000
$212.37
-0.932
48.7%
5
6
Call · $2000
Last $0.73
Breakeven $2,000.73
Implied vol 35.9%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.391
Vega 0.129
Open interest 94
Model this call
Put · $2000
In the money
Last $212.37
Breakeven $1,787.63
Implied vol 48.7%
Delta -0.932 ≈93% ITM
Gamma 0.001
Theta -1.15
Vega 0.248
Open interest 6
Model this put
7
1
43.2%
0.041
$2.05
2010
$180.70
-0.919
53.9%
2
1
Call · $2010
Last $2.05
Breakeven $2,012.05
Implied vol 43.2%
Delta 0.041 ≈4% ITM
Gamma 0.001
Theta -0.752
Vega 0.256
Open interest 7
Model this call
Put · $2010
In the money
Last $180.70
Breakeven $1,829.30
Implied vol 53.9%
Delta -0.919 ≈92% ITM
Gamma 0.001
Theta -1.464
Vega 0.424
Open interest 1
Model this put
43
40
54.5%
0.074
$0.65
2020
$131.90
-0.917
57%
10
0
Call · $2020
Last $0.65
Breakeven $2,020.65
Implied vol 54.5%
Delta 0.074 ≈7% ITM
Gamma 0.001
Theta -1.518
Vega 0.255
Open interest 43
Model this call
Put · $2020
In the money
Last $131.90
Breakeven $1,888.10
Implied vol 57%
Delta -0.917 ≈92% ITM
Gamma 0.001
Theta -1.585
Vega 0.425
Open interest 0
Model this put
19
2
46.5%
0.037
$29.60
2030
$139.10
-0.925
57.9%
12
1
Call · $2030
Last $29.60
Breakeven $2,059.60
Implied vol 46.5%
Delta 0.037 ≈4% ITM
Gamma 0.001
Theta -0.743
Vega 0.257
Open interest 19
Model this call
Put · $2030
In the money
Last $139.10
Breakeven $1,890.90
Implied vol 57.9%
Delta -0.925 ≈93% ITM
Gamma 0.001
Theta -1.497
Vega 0.418
Open interest 1
Model this put
36
4
53.4%
0.055
$27.70
2040
$145.00
-0.903
65.6%
10
0
Call · $2040
Last $27.70
Breakeven $2,067.70
Implied vol 53.4%
Delta 0.055 ≈5% ITM
Gamma 0.001
Theta -1.163
Vega 0.257
Open interest 36
Model this call
Put · $2040
In the money
Last $145.00
Breakeven $1,895.00
Implied vol 65.6%
Delta -0.903 ≈90% ITM
Gamma 0.001
Theta -2.064
Vega 0.435
Open interest 0
Model this put
13
1
53.3%
0.047
$1.50
2050
$280.15
-0.94
58.3%
1
0
Call · $2050
Last $1.50
Breakeven $2,051.50
Implied vol 53.3%
Delta 0.047 ≈5% ITM
Gamma 0.001
Theta -1.017
Vega 0.257
Open interest 13
Model this call
Put · $2050
In the money
Last $280.15
Breakeven $1,769.85
Implied vol 58.3%
Delta -0.94 ≈94% ITM
Gamma 0.001
Theta -1.238
Vega 0.25
Open interest 0
Model this put
8
1
55.3%
0.046
$29.50
2060
$166.80
-0.948
58.1%
6
0
Call · $2060
Last $29.50
Breakeven $2,089.50
Implied vol 55.3%
Delta 0.046 ≈5% ITM
Gamma 0.001
Theta -1.044
Vega 0.258
Open interest 8
Model this call
Put · $2060
In the money
Last $166.80
Breakeven $1,893.20
Implied vol 58.1%
Delta -0.948 ≈95% ITM
Gamma 0.001
Theta -1.087
Vega 0.247
Open interest 0
Model this put
4
1
54.6%
0.036
$22.80
2070
$176.29
-0.937
64.1%
8
0
Call · $2070
Last $22.80
Breakeven $2,092.80
Implied vol 54.6%
Delta 0.036 ≈4% ITM
Gamma 0.001
Theta -0.851
Vega 0.259
Open interest 4
Model this call
Put · $2070
In the money
Last $176.29
Breakeven $1,893.71
Implied vol 64.1%
Delta -0.937 ≈94% ITM
Gamma 0.001
Theta -1.436
Vega 0.252
Open interest 0
Model this put
6
1
56.4%
0.035
$21.85
2080
$170.41
-0.933
68%
2
7
Call · $2080
Last $21.85
Breakeven $2,101.85
Implied vol 56.4%
Delta 0.035 ≈3% ITM
Gamma 0.001
Theta -0.862
Vega 0.259
Open interest 6
Model this call
Put · $2080
In the money
Last $170.41
Breakeven $1,909.59
Implied vol 68%
Delta -0.933 ≈93% ITM
Gamma 0.001
Theta -1.624
Vega 0.253
Open interest 7
Model this put
6
1
57.4%
0.033
$19.50
2090
$254.60
-0.913
76.5%
2
0
Call · $2090
Last $19.50
Breakeven $2,109.50
Implied vol 57.4%
Delta 0.033 ≈3% ITM
Gamma 0.001
Theta -0.832
Vega 0.13
Open interest 6
Model this call
Put · $2090
In the money
Last $254.60
Breakeven $1,835.40
Implied vol 76.5%
Delta -0.913 ≈91% ITM
Gamma 0.001
Theta -2.245
Vega 0.438
Open interest 0
Model this put
37
11
58.2%
0.031
$0.10
2100
$252.00
-0.918
77.6%
2
0
Call · $2100
Last $0.10
Breakeven $2,100.10
Implied vol 58.2%
Delta 0.031 ≈3% ITM
Gamma 0.001
Theta -0.792
Vega 0.13
Open interest 37
Model this call
Put · $2100
In the money
Last $252.00
Breakeven $1,848.00
Implied vol 77.6%
Delta -0.918 ≈92% ITM
Gamma 0.001
Theta -2.182
Vega 0.434
Open interest 0
Model this put
8
2
107.1%
0.159
$7.93
2110
—
-0.934
74.3%
—
0
Call · $2110
Last $7.93
Breakeven $2,117.93
Implied vol 107.1%
Delta 0.159 ≈16% ITM
Gamma 0.001
Theta -5.135
Vega 0.668
Open interest 8
Model this call
Put · $2110
In the money
Last —
Breakeven —
Implied vol 74.3%
Delta -0.934 ≈93% ITM
Gamma 0.001
Theta -1.737
Vega 0.255
Open interest 0
Model this put
10
2
108.5%
0.153
$3.98
2120
$257.48
-0.937
75.5%
6
0
Call · $2120
Last $3.98
Breakeven $2,123.98
Implied vol 108.5%
Delta 0.153 ≈15% ITM
Gamma 0.001
Theta -5.099
Vega 0.67
Open interest 10
Model this call
Put · $2120
In the money
Last $257.48
Breakeven $1,862.52
Implied vol 75.5%
Delta -0.937 ≈94% ITM
Gamma 0.001
Theta -1.7
Vega 0.256
Open interest 0
Model this put
16
1
108.6%
0.145
$1.70
2130
$281.20
-0.956
70.5%
14
0
Call · $2130
Last $1.70
Breakeven $2,131.70
Implied vol 108.6%
Delta 0.145 ≈15% ITM
Gamma 0.001
Theta -4.937
Vega 0.448
Open interest 16
Model this call
Put · $2130
In the money
Last $281.20
Breakeven $1,848.80
Implied vol 70.5%
Delta -0.956 ≈96% ITM
Gamma 0.001
Theta -1.163
Vega 0.249
Open interest 0
Model this put
40
4
89.7%
0.091
$0.05
2140
$265.30
-0.921
86.7%
1
0
Call · $2140
Last $0.05
Breakeven $2,140.05
Implied vol 89.7%
Delta 0.091 ≈9% ITM
Gamma 0.001
Theta -2.878
Vega 0.45
Open interest 40
Model this call
Put · $2140
In the money
Last $265.30
Breakeven $1,874.70
Implied vol 86.7%
Delta -0.921 ≈92% ITM
Gamma 0.001
Theta -2.388
Vega 0.437
Open interest 0
Model this put
13
7
91.6%
0.089
$5.75
2150
$238.15
-0.922
88.8%
6
0
Call · $2150
Last $5.75
Breakeven $2,155.75
Implied vol 91.6%
Delta 0.089 ≈9% ITM
Gamma 0.001
Theta -2.897
Vega 0.451
Open interest 13
Model this call
Put · $2150
In the money
Last $238.15
Breakeven $1,911.85
Implied vol 88.8%
Delta -0.922 ≈92% ITM
Gamma 0.001
Theta -2.416
Vega 0.434
Open interest 0
Model this put
71
10
110.3%
0.13
$10.50
2160
$259.00
-0.944
81.2%
10
0
Call · $2160
Last $10.50
Breakeven $2,170.50
Implied vol 110.3%
Delta 0.13 ≈13% ITM
Gamma 0.001
Theta -4.603
Vega 0.451
Open interest 71
Model this call
Put · $2160
In the money
Last $259.00
Breakeven $1,901.00
Implied vol 81.2%
Delta -0.944 ≈94% ITM
Gamma 0.001
Theta -1.649
Vega 0.257
Open interest 0
Model this put
10
2
109.1%
0.121
$11.70
2170
$246.24
-0.959
77.6%
2
0
Call · $2170
Last $11.70
Breakeven $2,181.70
Implied vol 109.1%
Delta 0.121 ≈12% ITM
Gamma 0.001
Theta -4.31
Vega 0.452
Open interest 10
Model this call
Put · $2170
In the money
Last $246.24
Breakeven $1,923.76
Implied vol 77.6%
Delta -0.959 ≈96% ITM
Gamma 0.001
Theta -1.221
Vega 0.251
Open interest 0
Model this put
9
10
107.9%
0.112
$8.00
2180
—
-0.947
84.2%
—
0
Call · $2180
Last $8.00
Breakeven $2,188.00
Implied vol 107.9%
Delta 0.112 ≈11% ITM
Gamma 0.001
Theta -4.022
Vega 0.453
Open interest 9
Model this call
Put · $2180
In the money
Last —
Breakeven —
Implied vol 84.2%
Delta -0.947 ≈95% ITM
Gamma 0.001
Theta -1.638
Vega 0.257
Open interest 0
Model this put
9
2
114.5%
0.121
$0.15
2190
—
-0.943
88.2%
—
0
Call · $2190
Last $0.15
Breakeven $2,190.15
Implied vol 114.5%
Delta 0.121 ≈12% ITM
Gamma 0.001
Theta -4.526
Vega 0.454
Open interest 9
Model this call
Put · $2190
In the money
Last —
Breakeven —
Implied vol 88.2%
Delta -0.943 ≈94% ITM
Gamma 0.001
Theta -1.842
Vega 0.259
Open interest 0
Model this put
58
9
66%
0.013
$0.10
2200
$391.20
-0.961
82.7%
1
0
Call · $2200
Last $0.10
Breakeven $2,200.10
Implied vol 66%
Delta 0.013 ≈1% ITM
Gamma 0
Theta -0.438
Vega 0.057
Open interest 58
Model this call
Put · $2200
In the money
Last $391.20
Breakeven $1,808.80
Implied vol 82.7%
Delta -0.961 ≈96% ITM
Gamma 0
Theta -1.253
Vega 0.249
Open interest 0
Model this put
3
6
104.9%
0.085
$4.73
2210
$336.00
-0.962
84.2%
1
0
Call · $2210
Last $4.73
Breakeven $2,214.73
Implied vol 104.9%
Delta 0.085 ≈8% ITM
Gamma 0.001
Theta -3.21
Vega 0.457
Open interest 3
Model this call
Put · $2210
In the money
Last $336.00
Breakeven $1,874.00
Implied vol 84.2%
Delta -0.962 ≈96% ITM
Gamma 0
Theta -1.246
Vega 0.247
Open interest 0
Model this put
12
3
93.3%
0.057
$5.00
2220
$383.20
-0.95
91%
1
0
Call · $2220
Last $5.00
Breakeven $2,225.00
Implied vol 93.3%
Delta 0.057 ≈6% ITM
Gamma 0.001
Theta -2.073
Vega 0.266
Open interest 12
Model this call
Put · $2220
In the money
Last $383.20
Breakeven $1,836.80
Implied vol 91%
Delta -0.95 ≈95% ITM
Gamma 0.001
Theta -1.682
Vega 0.259
Open interest 0
Model this put
3
6
106.1%
0.076
$9.70
2230
—
-0.946
95.1%
—
0
Call · $2230
Last $9.70
Breakeven $2,239.70
Implied vol 106.1%
Delta 0.076 ≈8% ITM
Gamma 0.001
Theta -3.019
Vega 0.266
Open interest 3
Model this call
Put · $2230
In the money
Last —
Breakeven —
Implied vol 95.1%
Delta -0.946 ≈95% ITM
Gamma 0.001
Theta -1.902
Vega 0.26
Open interest 0
Model this put
17
2
117.9%
0.099
$12.97
2240
$393.00
-0.964
89.2%
2
0
Call · $2240
Last $12.97
Breakeven $2,252.97
Implied vol 117.9%
Delta 0.099 ≈10% ITM
Gamma 0.001
Theta -4.04
Vega 0.459
Open interest 17
Model this call
Put · $2240
In the money
Last $393.00
Breakeven $1,847.00
Implied vol 89.2%
Delta -0.964 ≈96% ITM
Gamma 0
Theta -1.276
Vega 0.247
Open interest 0
Model this put
16
14
114.3%
0.085
$4.90
2250
—
-0.97
87.6%
—
0
Call · $2250
Last $4.90
Breakeven $2,254.90
Implied vol 114.3%
Delta 0.085 ≈8% ITM
Gamma 0.001
Theta -3.501
Vega 0.461
Open interest 16
Model this call
Put · $2250
In the money
Last —
Breakeven —
Implied vol 87.6%
Delta -0.97 ≈97% ITM
Gamma 0
Theta -1.066
Vega 0.128
Open interest 0
Model this put
2
2
98%
0.05
$7.00
2260
$452.90
-0.965
92.5%
1
0
Call · $2260
Last $7.00
Breakeven $2,267.00
Implied vol 98%
Delta 0.05 ≈5% ITM
Gamma 0
Theta -1.96
Vega 0.268
Open interest 2
Model this call
Put · $2260
In the money
Last $452.90
Breakeven $1,807.10
Implied vol 92.5%
Delta -0.965 ≈96% ITM
Gamma 0
Theta -1.295
Vega 0.245
Open interest 0
Model this put
10
2
110%
0.068
$11.37
2270
—
-0.956
98%
—
0
Call · $2270
Last $11.37
Breakeven $2,281.37
Implied vol 110%
Delta 0.068 ≈7% ITM
Gamma 0.001
Theta -2.852
Vega 0.268
Open interest 10
Model this call
Put · $2270
In the money
Last —
Breakeven —
Implied vol 98%
Delta -0.956 ≈96% ITM
Gamma 0
Theta -1.638
Vega 0.257
Open interest 0
Model this put
8
8
121.2%
0.085
$6.10
2280
—
-0.955
100.4%
—
0
Call · $2280
Last $6.10
Breakeven $2,286.10
Implied vol 121.2%
Delta 0.085 ≈8% ITM
Gamma 0.001
Theta -3.713
Vega 0.463
Open interest 8
Model this call
Put · $2280
In the money
Last —
Breakeven —
Implied vol 100.4%
Delta -0.955 ≈96% ITM
Gamma 0
Theta -1.714
Vega 0.259
Open interest 0
Model this put
13
6
123.6%
0.085
$4.40
2290
$492.60
-0.966
97.3%
1
0
Call · $2290
Last $4.40
Breakeven $2,294.40
Implied vol 123.6%
Delta 0.085 ≈8% ITM
Gamma 0.001
Theta -3.793
Vega 0.464
Open interest 13
Model this call
Put · $2290
In the money
Last $492.60
Breakeven $1,797.40
Implied vol 97.3%
Delta -0.966 ≈97% ITM
Gamma 0
Theta -1.324
Vega 0.234
Open interest 0
Model this put
8
4
71.2%
0.005
$0.07
2300
—
-0.967
98.9%
—
0
Call · $2300
Last $0.07
Breakeven $2,300.07
Implied vol 71.2%
Delta 0.005 ≈1% ITM
Gamma 0
Theta -0.208
Vega 0.058
Open interest 8
Model this call
Put · $2300
In the money
Last —
Breakeven —
Implied vol 98.9%
Delta -0.967 ≈97% ITM
Gamma 0
Theta -1.331
Vega 0.131
Open interest 0
Model this put
1
2
100%
0.035
$5.93
2310
—
-0.967
100.2%
—
0
Call · $2310
Last $5.93
Breakeven $2,315.93
Implied vol 100%
Delta 0.035 ≈3% ITM
Gamma 0
Theta -1.524
Vega 0.136
Open interest 1
Model this call
Put · $2310
In the money
Last —
Breakeven —
Implied vol 100.2%
Delta -0.967 ≈97% ITM
Gamma 0
Theta -1.335
Vega 0.131
Open interest 0
Model this put
2
6
125.7%
0.076
$3.96
2320
—
-0.967
101.6%
—
0
Call · $2320
Last $3.96
Breakeven $2,323.96
Implied vol 125.7%
Delta 0.076 ≈8% ITM
Gamma 0
Theta -3.567
Vega 0.271
Open interest 2
Model this call
Put · $2320
In the money
Last —
Breakeven —
Implied vol 101.6%
Delta -0.967 ≈97% ITM
Gamma 0
Theta -1.339
Vega 0.131
Open interest 0
Model this put
13
10
130.3%
0.08
$1.86
2330
—
-0.96
107.7%
—
0
Call · $2330
Last $1.86
Breakeven $2,331.86
Implied vol 130.3%
Delta 0.08 ≈8% ITM
Gamma 0
Theta -3.838
Vega 0.271
Open interest 13
Model this call
Put · $2330
In the money
Last —
Breakeven —
Implied vol 107.7%
Delta -0.96 ≈96% ITM
Gamma 0
Theta -1.702
Vega 0.26
Open interest 0
Model this put
53
2
100.4%
0.03
$1.96
2340
—
-0.968
104.4%
—
0
Call · $2340
Last $1.96
Breakeven $2,341.96
Implied vol 100.4%
Delta 0.03 ≈3% ITM
Gamma 0
Theta -1.321
Vega 0.136
Open interest 53
Model this call
Put · $2340
In the money
Last —
Breakeven —
Implied vol 104.4%
Delta -0.968 ≈97% ITM
Gamma 0
Theta -1.346
Vega 0.131
Open interest 0
Model this put
17
30
116.9%
0.053
$1.25
2350
—
-0.968
106.1%
—
0
Call · $2350
Last $1.25
Breakeven $2,351.25
Implied vol 116.9%
Delta 0.053 ≈5% ITM
Gamma 0
Theta -2.446
Vega 0.273
Open interest 17
Model this call
Put · $2350
In the money
Last —
Breakeven —
Implied vol 106.1%
Delta -0.968 ≈97% ITM
Gamma 0
Theta -1.372
Vega 0.132
Open interest 0
Model this put
1
2
132.7%
0.074
$6.50
2360
—
-0.969
107.1%
—
0
Call · $2360
Last $6.50
Breakeven $2,366.50
Implied vol 132.7%
Delta 0.074 ≈7% ITM
Gamma 0
Theta -3.682
Vega 0.273
Open interest 1
Model this call
Put · $2360
In the money
Last —
Breakeven —
Implied vol 107.1%
Delta -0.969 ≈97% ITM
Gamma 0
Theta -1.354
Vega 0.132
Open interest 0
Model this put
3
6
110.1%
0.035
$1.49
2370
—
-0.98
99.5%
—
0
Call · $2370
Last $1.49
Breakeven $2,371.49
Implied vol 110.1%
Delta 0.035 ≈3% ITM
Gamma 0
Theta -1.664
Vega 0.137
Open interest 3
Model this call
Put · $2370
In the money
Last —
Breakeven —
Implied vol 99.5%
Delta -0.98 ≈98% ITM
Gamma 0
Theta -0.839
Vega 0.126
Open interest 0
Model this put
16
2
135.5%
0.073
$0.01
2380
—
-0.959
116.7%
—
0
Call · $2380
Last $0.01
Breakeven $2,380.01
Implied vol 135.5%
Delta 0.073 ≈7% ITM
Gamma 0
Theta -3.681
Vega 0.274
Open interest 16
Model this call
Put · $2380
In the money
Last —
Breakeven —
Implied vol 116.7%
Delta -0.959 ≈96% ITM
Gamma 0
Theta -1.853
Vega 0.263
Open interest 0
Model this put
15
2
103%
0.023
$2.45
2390
—
-0.962
117.1%
—
0
Call · $2390
Last $2.45
Breakeven $2,392.45
Implied vol 103%
Delta 0.023 ≈2% ITM
Gamma 0
Theta -1.092
Vega 0.138
Open interest 15
Model this call
Put · $2390
In the money
Last —
Breakeven —
Implied vol 117.1%
Delta -0.962 ≈96% ITM
Gamma 0
Theta -1.765
Vega 0.259
Open interest 0
Model this put
0
—
100.5%
0.018
—
2400
—
-0.97
112.4%
—
0
Call · $2400
Last —
Breakeven —
Implied vol 100.5%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.871
Vega 0.138
Open interest 0
Model this call
Put · $2400
In the money
Last —
Breakeven —
Implied vol 112.4%
Delta -0.97 ≈97% ITM
Gamma 0
Theta -1.369
Vega 0.133
Open interest 0
Model this put
17
1
114.5%
0.032
$9.60
2410
$525.30
-0.97
113.8%
1
0
Call · $2410
Last $9.60
Breakeven $2,419.60
Implied vol 114.5%
Delta 0.032 ≈3% ITM
Gamma 0
Theta -1.625
Vega 0.138
Open interest 17
Model this call
Put · $2410
In the money
Last $525.30
Breakeven $1,884.70
Implied vol 113.8%
Delta -0.97 ≈97% ITM
Gamma 0
Theta -1.373
Vega 0.133
Open interest 0
Model this put
1
2
105.7%
0.021
$2.85
2420
—
-0.971
115.1%
—
0
Call · $2420
Last $2.85
Breakeven $2,422.85
Implied vol 105.7%
Delta 0.021 ≈2% ITM
Gamma 0
Theta -1.028
Vega 0.139
Open interest 1
Model this call
Put · $2420
In the money
Last —
Breakeven —
Implied vol 115.1%
Delta -0.971 ≈97% ITM
Gamma 0
Theta -1.376
Vega 0.133
Open interest 0
Model this put
0
—
106.5%
0.02
—
2430
$556.00
-0.961
124.4%
2
0
Call · $2430
Last —
Breakeven —
Implied vol 106.5%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -1
Vega 0.139
Open interest 0
Model this call
Put · $2430
In the money
Last $556.00
Breakeven $1,874.00
Implied vol 124.4%
Delta -0.961 ≈96% ITM
Gamma 0
Theta -1.906
Vega 0.262
Open interest 0
Model this put
2
2
107.8%
0.02
$2.30
2440
—
-0.962
125.9%
—
0
Call · $2440
Last $2.30
Breakeven $2,442.30
Implied vol 107.8%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -1.004
Vega 0.139
Open interest 2
Model this call
Put · $2440
In the money
Last —
Breakeven —
Implied vol 125.9%
Delta -0.962 ≈96% ITM
Gamma 0
Theta -1.916
Vega 0.263
Open interest 0
Model this put
4
1
109.8%
0.02
$0.66
2450
—
-0.971
119%
—
0
Call · $2450
Last $0.66
Breakeven $2,450.66
Implied vol 109.8%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -1.05
Vega 0.14
Open interest 4
Model this call
Put · $2450
In the money
Last —
Breakeven —
Implied vol 119%
Delta -0.971 ≈97% ITM
Gamma 0
Theta -1.388
Vega 0.134
Open interest 0
Model this put
5
4
110.4%
0.019
$4.84
2460
—
-0.963
128.9%
—
0
Call · $2460
Last $4.84
Breakeven $2,464.84
Implied vol 110.4%
Delta 0.019 ≈2% ITM
Gamma 0
Theta -1.011
Vega 0.14
Open interest 5
Model this call
Put · $2460
In the money
Last —
Breakeven —
Implied vol 128.9%
Delta -0.963 ≈96% ITM
Gamma 0
Theta -1.936
Vega 0.262
Open interest 0
Model this put
10
2
111.5%
0.019
$0.40
2470
—
-0.972
121.6%
—
0
Call · $2470
Last $0.40
Breakeven $2,470.40
Implied vol 111.5%
Delta 0.019 ≈2% ITM
Gamma 0
Theta -1.004
Vega 0.14
Open interest 10
Model this call
Put · $2470
In the money
Last —
Breakeven —
Implied vol 121.6%
Delta -0.972 ≈97% ITM
Gamma 0
Theta -1.395
Vega 0.135
Open interest 0
Model this put
11
1
111.9%
0.018
$0.45
2480
—
-0.972
122.9%
—
0
Call · $2480
Last $0.45
Breakeven $2,480.45
Implied vol 111.9%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.954
Vega 0.14
Open interest 11
Model this call
Put · $2480
In the money
Last —
Breakeven —
Implied vol 122.9%
Delta -0.972 ≈97% ITM
Gamma 0
Theta -1.399
Vega 0.135
Open interest 0
Model this put
2
3
113.6%
0.018
$0.40
2490
—
-0.959
136%
—
0
Call · $2490
Last $0.40
Breakeven $2,490.40
Implied vol 113.6%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.979
Vega 0.141
Open interest 2
Model this call
Put · $2490
In the money
Last —
Breakeven —
Implied vol 136%
Delta -0.959 ≈96% ITM
Gamma 0
Theta -2.197
Vega 0.269
Open interest 0
Model this put
27
2
114.8%
0.018
$9.58
2500
—
-0.973
125.5%
—
0
Call · $2500
Last $9.58
Breakeven $2,509.58
Implied vol 114.8%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.983
Vega 0.141
Open interest 27
Model this call
Put · $2500
In the money
Last —
Breakeven —
Implied vol 125.5%
Delta -0.973 ≈97% ITM
Gamma 0
Theta -1.407
Vega 0.135
Open interest 0
Model this put