5
3
475.7%
0.974
$216.18
270
$0.63
-0.002
315.1%
1.9k
2k
Call · $270
In the money
Last $216.18
Breakeven $486.18
Implied vol 475.7%
Delta 0.974 ≈97% ITM
Gamma 0
Theta -2.771
Vega 0.026
Open interest 5
Model this call
Put · $270
Last $0.63
Breakeven $269.37
Implied vol 315.1%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.223
Vega 0.002
Open interest 2k
Model this put
3
3
450.2%
0.972
$95.05
280
$0.01
-0.002
280.4%
40
178
Call · $280
In the money
Last $95.05
Breakeven $375.05
Implied vol 450.2%
Delta 0.972 ≈97% ITM
Gamma 0
Theta -2.762
Vega 0.026
Open interest 3
Model this call
Put · $280
Last $0.01
Breakeven $279.99
Implied vol 280.4%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.138
Vega 0.002
Open interest 178
Model this put
3
3
423.8%
0.97
$86.80
290
$0.02
-0.002
268.4%
1
175
Call · $290
In the money
Last $86.80
Breakeven $376.80
Implied vol 423.8%
Delta 0.97 ≈97% ITM
Gamma 0
Theta -2.701
Vega 0.027
Open interest 3
Model this call
Put · $290
Last $0.02
Breakeven $289.98
Implied vol 268.4%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.161
Vega 0.002
Open interest 175
Model this put
153
11
395.6%
0.97
$189.25
300
$0.06
-0.012
322.9%
1
778
Call · $300
In the money
Last $189.25
Breakeven $489.25
Implied vol 395.6%
Delta 0.97 ≈97% ITM
Gamma 0.001
Theta -2.562
Vega 0.027
Open interest 153
Model this call
Put · $300
Last $0.06
Breakeven $299.94
Implied vol 322.9%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.943
Vega 0.014
Open interest 778
Model this put
28
168
383.7%
0.969
$77.42
305
$0.31
-0.007
283.5%
10
95
Call · $305
In the money
Last $77.42
Breakeven $382.42
Implied vol 383.7%
Delta 0.969 ≈97% ITM
Gamma 0.001
Theta -2.544
Vega 0.027
Open interest 28
Model this call
Put · $305
Last $0.31
Breakeven $304.69
Implied vol 283.5%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.514
Vega 0.006
Open interest 95
Model this put
30
5
372%
0.968
$90.00
310
$0.17
-0.004
252%
10
330
Call · $310
In the money
Last $90.00
Breakeven $400.00
Implied vol 372%
Delta 0.968 ≈97% ITM
Gamma 0.001
Theta -2.527
Vega 0.028
Open interest 30
Model this call
Put · $310
Last $0.17
Breakeven $309.83
Implied vol 252%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.259
Vega 0.006
Open interest 330
Model this put
41
176
361.4%
0.967
$67.75
315
$0.04
-0.001
215.1%
9
324
Call · $315
In the money
Last $67.75
Breakeven $382.75
Implied vol 361.4%
Delta 0.967 ≈97% ITM
Gamma 0.001
Theta -2.535
Vega 0.028
Open interest 41
Model this call
Put · $315
Last $0.04
Breakeven $314.96
Implied vol 215.1%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.087
Vega 0.002
Open interest 324
Model this put
6
7
359.8%
0.962
$170.23
320
$0.11
-0.001
207.6%
22
296
Call · $320
In the money
Last $170.23
Breakeven $490.23
Implied vol 359.8%
Delta 0.962 ≈96% ITM
Gamma 0.001
Theta -2.803
Vega 0.028
Open interest 6
Model this call
Put · $320
Last $0.11
Breakeven $319.89
Implied vol 207.6%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.087
Vega 0.002
Open interest 296
Model this put
0
6
347.9%
0.964
$167.75
322.5
$0.01
-0.018
294.5%
20
26
Call · $322.5
In the money
Last $167.75
Breakeven $490.25
Implied vol 347.9%
Delta 0.964 ≈96% ITM
Gamma 0.001
Theta -2.612
Vega 0.028
Open interest 0
Model this call
Put · $322.5
Last $0.01
Breakeven $322.49
Implied vol 294.5%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -1.237
Vega 0.014
Open interest 26
Model this put
130
1
345%
0.963
$138.00
325
$0.01
-0.007
242.5%
14
299
Call · $325
In the money
Last $138.00
Breakeven $463.00
Implied vol 345%
Delta 0.963 ≈96% ITM
Gamma 0.001
Theta -2.681
Vega 0.028
Open interest 130
Model this call
Put · $325
Last $0.01
Breakeven $324.99
Implied vol 242.5%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.432
Vega 0.006
Open interest 299
Model this put
8
100
338.6%
0.962
$71.05
327.5
$0.28
-0.021
295.5%
21
62
Call · $327.5
In the money
Last $71.05
Breakeven $398.55
Implied vol 338.6%
Delta 0.962 ≈96% ITM
Gamma 0.001
Theta -2.646
Vega 0.029
Open interest 8
Model this call
Put · $327.5
Last $0.28
Breakeven $327.22
Implied vol 295.5%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -1.444
Vega 0.014
Open interest 62
Model this put
61
1
327.9%
0.964
$166.00
330
$0.02
-0.001
193.1%
5
2.5k
Call · $330
In the money
Last $166.00
Breakeven $496.00
Implied vol 327.9%
Delta 0.964 ≈96% ITM
Gamma 0.001
Theta -2.48
Vega 0.029
Open interest 61
Model this call
Put · $330
Last $0.02
Breakeven $329.98
Implied vol 193.1%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.086
Vega 0.002
Open interest 2.5k
Model this put
6
112
325.9%
0.962
$65.88
332.5
$0.02
-0.017
267.9%
6
66
Call · $332.5
In the money
Last $65.88
Breakeven $398.38
Implied vol 325.9%
Delta 0.962 ≈96% ITM
Gamma 0.001
Theta -2.575
Vega 0.029
Open interest 6
Model this call
Put · $332.5
Last $0.02
Breakeven $332.48
Implied vol 267.9%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -1.069
Vega 0.014
Open interest 66
Model this put
26
1
318.8%
0.962
$127.75
335
$0.10
-0.002
186%
4
1.3k
Call · $335
In the money
Last $127.75
Breakeven $462.75
Implied vol 318.8%
Delta 0.962 ≈96% ITM
Gamma 0.001
Theta -2.514
Vega 0.029
Open interest 26
Model this call
Put · $335
Last $0.10
Breakeven $334.90
Implied vol 186%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.085
Vega 0.002
Open interest 1.3k
Model this put
5
70
310%
0.963
$60.81
337.5
$0.02
-0.005
211.7%
13
30
Call · $337.5
In the money
Last $60.81
Breakeven $398.31
Implied vol 310%
Delta 0.963 ≈96% ITM
Gamma 0.001
Theta -2.401
Vega 0.029
Open interest 5
Model this call
Put · $337.5
Last $0.02
Breakeven $337.48
Implied vol 211.7%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.306
Vega 0.006
Open interest 30
Model this put
44
4
308.1%
0.961
$150.11
340
$0.07
-0.002
181.3%
2
744
Call · $340
In the money
Last $150.11
Breakeven $490.11
Implied vol 308.1%
Delta 0.961 ≈96% ITM
Gamma 0.001
Theta -2.496
Vega 0.029
Open interest 44
Model this call
Put · $340
Last $0.07
Breakeven $339.93
Implied vol 181.3%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.097
Vega 0.002
Open interest 744
Model this put
0
—
306.2%
0.959
—
342.5
$0.01
-0.007
209.5%
19
1
Call · $342.5
In the money
Last —
Breakeven —
Implied vol 306.2%
Delta 0.959 ≈96% ITM
Gamma 0.001
Theta -2.591
Vega 0.029
Open interest 0
Model this call
Put · $342.5
Last $0.01
Breakeven $342.49
Implied vol 209.5%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.37
Vega 0.006
Open interest 1
Model this put
89
1
297.6%
0.959
$116.24
345
$0.13
-0.027
269%
7
992
Call · $345
In the money
Last $116.24
Breakeven $461.24
Implied vol 297.6%
Delta 0.959 ≈96% ITM
Gamma 0.001
Theta -2.477
Vega 0.029
Open interest 89
Model this call
Put · $345
Last $0.13
Breakeven $344.87
Implied vol 269%
Delta -0.027 ≈3% ITM
Gamma 0.001
Theta -1.584
Vega 0.029
Open interest 992
Model this put
0
—
294.9%
0.957
—
347.5
$0.18
-0.044
297.6%
5
16
Call · $347.5
In the money
Last —
Breakeven —
Implied vol 294.9%
Delta 0.957 ≈96% ITM
Gamma 0.001
Theta -2.546
Vega 0.029
Open interest 0
Model this call
Put · $347.5
Last $0.18
Breakeven $347.32
Implied vol 297.6%
Delta -0.044 ≈4% ITM
Gamma 0.001
Theta -2.606
Vega 0.029
Open interest 16
Model this put
213
5
290.6%
0.956
$141.00
350
$0.05
-0.006
190.8%
10
3.2k
Call · $350
In the money
Last $141.00
Breakeven $491.00
Implied vol 290.6%
Delta 0.956 ≈96% ITM
Gamma 0.001
Theta -2.563
Vega 0.03
Open interest 213
Model this call
Put · $350
Last $0.05
Breakeven $349.95
Implied vol 190.8%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.282
Vega 0.006
Open interest 3.2k
Model this put
1
1
284.6%
0.956
$111.55
352.5
$0.01
-0.004
179.1%
16
48
Call · $352.5
In the money
Last $111.55
Breakeven $464.05
Implied vol 284.6%
Delta 0.956 ≈96% ITM
Gamma 0.001
Theta -2.528
Vega 0.03
Open interest 1
Model this call
Put · $352.5
Last $0.01
Breakeven $352.49
Implied vol 179.1%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.188
Vega 0.006
Open interest 48
Model this put
143
1
276.2%
0.957
$133.57
355
$0.07
-0.003
169.5%
1
978
Call · $355
In the money
Last $133.57
Breakeven $488.57
Implied vol 276.2%
Delta 0.957 ≈96% ITM
Gamma 0.001
Theta -2.415
Vega 0.03
Open interest 143
Model this call
Put · $355
Last $0.07
Breakeven $354.93
Implied vol 169.5%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.144
Vega 0.002
Open interest 978
Model this put
0
—
273.7%
0.955
—
357.5
$0.02
-0.009
193.5%
6
68
Call · $357.5
In the money
Last —
Breakeven —
Implied vol 273.7%
Delta 0.955 ≈95% ITM
Gamma 0.001
Theta -2.483
Vega 0.03
Open interest 0
Model this call
Put · $357.5
Last $0.02
Breakeven $357.48
Implied vol 193.5%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.449
Vega 0.006
Open interest 68
Model this put
260
2
267%
0.955
$103.57
360
$0.01
-0.005
173.5%
22
804
Call · $360
In the money
Last $103.57
Breakeven $463.57
Implied vol 267%
Delta 0.955 ≈95% ITM
Gamma 0.001
Theta -2.422
Vega 0.03
Open interest 260
Model this call
Put · $360
Last $0.01
Breakeven $359.99
Implied vol 173.5%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.251
Vega 0.006
Open interest 804
Model this put
2
1
263.7%
0.953
$126.55
362.5
$0.01
-0.003
155.2%
6
44
Call · $362.5
In the money
Last $126.55
Breakeven $489.05
Implied vol 263.7%
Delta 0.953 ≈95% ITM
Gamma 0.001
Theta -2.465
Vega 0.03
Open interest 2
Model this call
Put · $362.5
Last $0.01
Breakeven $362.49
Implied vol 155.2%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.119
Vega 0.002
Open interest 44
Model this put
605
24
269.5%
0.947
$126.24
365
$0.03
-0.002
145.6%
3
1.6k
Call · $365
In the money
Last $126.24
Breakeven $491.24
Implied vol 269.5%
Delta 0.947 ≈95% ITM
Gamma 0.001
Theta -2.794
Vega 0.03
Open interest 605
Model this call
Put · $365
Last $0.03
Breakeven $364.97
Implied vol 145.6%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.083
Vega 0.002
Open interest 1.6k
Model this put
6
88
254.6%
0.951
$123.37
367.5
$0.02
-0.01
178.7%
8
208
Call · $367.5
In the money
Last $123.37
Breakeven $490.87
Implied vol 254.6%
Delta 0.951 ≈95% ITM
Gamma 0.001
Theta -2.472
Vega 0.03
Open interest 6
Model this call
Put · $367.5
Last $0.02
Breakeven $367.48
Implied vol 178.7%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.445
Vega 0.006
Open interest 208
Model this put
416
98
258.8%
0.946
$120.88
370
$0.02
-0.023
203.6%
12
2k
Call · $370
In the money
Last $120.88
Breakeven $490.88
Implied vol 258.8%
Delta 0.946 ≈95% ITM
Gamma 0.001
Theta -2.75
Vega 0.03
Open interest 416
Model this call
Put · $370
Last $0.02
Breakeven $369.98
Implied vol 203.6%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -1.052
Vega 0.015
Open interest 2k
Model this put
28
40
245.7%
0.949
$118.22
372.5
$0.02
-0.003
144.4%
2
93
Call · $372.5
In the money
Last $118.22
Breakeven $490.72
Implied vol 245.7%
Delta 0.949 ≈95% ITM
Gamma 0.001
Theta -2.48
Vega 0.031
Open interest 28
Model this call
Put · $372.5
Last $0.02
Breakeven $372.48
Implied vol 144.4%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.13
Vega 0.002
Open interest 93
Model this put
358
18
254.6%
0.94
$115.60
375
$0.01
-0.006
151.8%
4
606
Call · $375
In the money
Last $115.60
Breakeven $490.60
Implied vol 254.6%
Delta 0.94 ≈94% ITM
Gamma 0.001
Theta -2.934
Vega 0.053
Open interest 358
Model this call
Put · $375
Last $0.01
Breakeven $374.99
Implied vol 151.8%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.246
Vega 0.007
Open interest 606
Model this put
24
14
235.3%
0.947
$113.12
377.5
$0.02
-0.003
133.9%
6
93
Call · $377.5
In the money
Last $113.12
Breakeven $490.62
Implied vol 235.3%
Delta 0.947 ≈95% ITM
Gamma 0.001
Theta -2.435
Vega 0.031
Open interest 24
Model this call
Put · $377.5
Last $0.02
Breakeven $377.48
Implied vol 133.9%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.106
Vega 0.002
Open interest 93
Model this put
391
25
239%
0.942
$111.23
380
$0.02
-0.001
120.4%
83
6.6k
Call · $380
In the money
Last $111.23
Breakeven $491.23
Implied vol 239%
Delta 0.942 ≈94% ITM
Gamma 0.001
Theta -2.7
Vega 0.053
Open interest 391
Model this call
Put · $380
Last $0.02
Breakeven $379.98
Implied vol 120.4%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.045
Vega 0.002
Open interest 6.6k
Model this put
164
14
225.8%
0.945
$108.74
382.5
$0.10
-0.006
139.8%
2
120
Call · $382.5
In the money
Last $108.74
Breakeven $491.24
Implied vol 225.8%
Delta 0.945 ≈95% ITM
Gamma 0.001
Theta -2.416
Vega 0.031
Open interest 164
Model this call
Put · $382.5
Last $0.10
Breakeven $382.40
Implied vol 139.8%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.224
Vega 0.007
Open interest 120
Model this put
497
9
219.6%
0.945
$105.35
385
$0.01
-0.002
118.4%
24
518
Call · $385
In the money
Last $105.35
Breakeven $490.35
Implied vol 219.6%
Delta 0.945 ≈95% ITM
Gamma 0.001
Theta -2.355
Vega 0.031
Open interest 497
Model this call
Put · $385
Last $0.01
Breakeven $384.99
Implied vol 118.4%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.069
Vega 0.002
Open interest 518
Model this put
307
2
222.8%
0.938
$102.86
387.5
$0.01
-0.038
189.4%
1
135
Call · $387.5
In the money
Last $102.86
Breakeven $490.36
Implied vol 222.8%
Delta 0.938 ≈94% ITM
Gamma 0.002
Theta -2.627
Vega 0.054
Open interest 307
Model this call
Put · $387.5
Last $0.01
Breakeven $387.49
Implied vol 189.4%
Delta -0.038 ≈4% ITM
Gamma 0.001
Theta -1.491
Vega 0.031
Open interest 135
Model this put
3k
23
221.6%
0.933
$100.43
390
$0.02
-0.002
114.4%
211
1.4k
Call · $390
In the money
Last $100.43
Breakeven $490.43
Implied vol 221.6%
Delta 0.933 ≈93% ITM
Gamma 0.002
Theta -2.768
Vega 0.054
Open interest 3k
Model this call
Put · $390
Last $0.02
Breakeven $389.98
Implied vol 114.4%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.081
Vega 0.002
Open interest 1.4k
Model this put
341
2
211.7%
0.936
$96.35
392.5
$0.01
-0.003
117.5%
284
248
Call · $392.5
In the money
Last $96.35
Breakeven $488.85
Implied vol 211.7%
Delta 0.936 ≈94% ITM
Gamma 0.002
Theta -2.559
Vega 0.054
Open interest 341
Model this call
Put · $392.5
Last $0.01
Breakeven $392.49
Implied vol 117.5%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.117
Vega 0.002
Open interest 248
Model this put
900
11
209.2%
0.932
$95.95
395
$0.01
-0.002
104.3%
69
1.2k
Call · $395
In the money
Last $95.95
Breakeven $490.95
Implied vol 209.2%
Delta 0.932 ≈93% ITM
Gamma 0.002
Theta -2.645
Vega 0.054
Open interest 900
Model this call
Put · $395
Last $0.01
Breakeven $394.99
Implied vol 104.3%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.056
Vega 0.002
Open interest 1.2k
Model this put
248
19
197.6%
0.937
$93.47
397.5
$0.02
-0.002
101.4%
38
316
Call · $397.5
In the money
Last $93.47
Breakeven $490.97
Implied vol 197.6%
Delta 0.937 ≈94% ITM
Gamma 0.002
Theta -2.362
Vega 0.054
Open interest 248
Model this call
Put · $397.5
Last $0.02
Breakeven $397.48
Implied vol 101.4%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.056
Vega 0.002
Open interest 316
Model this put
3.2k
22
197.9%
0.93
$90.43
400
$0.03
-0.001
96.4%
2.7k
2k
Call · $400
In the money
Last $90.43
Breakeven $490.43
Implied vol 197.9%
Delta 0.93 ≈93% ITM
Gamma 0.002
Theta -2.559
Vega 0.055
Open interest 3.2k
Model this call
Put · $400
Last $0.03
Breakeven $399.97
Implied vol 96.4%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.044
Vega 0.002
Open interest 2k
Model this put
112
18
189.1%
0.932
$94.14
402.5
$0.03
-0.005
106.2%
4
164
Call · $402.5
In the money
Last $94.14
Breakeven $496.64
Implied vol 189.1%
Delta 0.932 ≈93% ITM
Gamma 0.002
Theta -2.386
Vega 0.055
Open interest 112
Model this call
Put · $402.5
Last $0.03
Breakeven $402.47
Implied vol 106.2%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.133
Vega 0.007
Open interest 164
Model this put
442
49
183.5%
0.931
$85.71
405
$0.02
-0.002
92.6%
93
1.1k
Call · $405
In the money
Last $85.71
Breakeven $490.71
Implied vol 183.5%
Delta 0.931 ≈93% ITM
Gamma 0.002
Theta -2.343
Vega 0.055
Open interest 442
Model this call
Put · $405
Last $0.02
Breakeven $404.98
Implied vol 92.6%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.055
Vega 0.002
Open interest 1.1k
Model this put
115
52
182.1%
0.925
$83.22
407.5
$0.03
-0.003
93.7%
77
256
Call · $407.5
In the money
Last $83.22
Breakeven $490.72
Implied vol 182.1%
Delta 0.925 ≈93% ITM
Gamma 0.002
Theta -2.466
Vega 0.055
Open interest 115
Model this call
Put · $407.5
Last $0.03
Breakeven $407.47
Implied vol 93.7%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.079
Vega 0.002
Open interest 256
Model this put
605
22
178.8%
0.921
$80.61
410
$0.03
-0.005
96.5%
188
2.3k
Call · $410
In the money
Last $80.61
Breakeven $490.61
Implied vol 178.8%
Delta 0.921 ≈92% ITM
Gamma 0.002
Theta -2.515
Vega 0.055
Open interest 605
Model this call
Put · $410
Last $0.03
Breakeven $409.97
Implied vol 96.5%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.13
Vega 0.007
Open interest 2.3k
Model this put
552
20
172.4%
0.921
$76.53
412.5
$0.12
-0.01
102.8%
5
177
Call · $412.5
In the money
Last $76.53
Breakeven $489.03
Implied vol 172.4%
Delta 0.921 ≈92% ITM
Gamma 0.003
Theta -2.435
Vega 0.056
Open interest 552
Model this call
Put · $412.5
Last $0.12
Breakeven $412.38
Implied vol 102.8%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.251
Vega 0.007
Open interest 177
Model this put
1.2k
67
168.8%
0.917
$73.92
415
$0.03
-0.009
97.4%
14
3.8k
Call · $415
In the money
Last $73.92
Breakeven $488.92
Implied vol 168.8%
Delta 0.917 ≈92% ITM
Gamma 0.003
Theta -2.465
Vega 0.056
Open interest 1.2k
Model this call
Put · $415
Last $0.03
Breakeven $414.97
Implied vol 97.4%
Delta -0.009 ≈1% ITM
Gamma 0.001
Theta -0.222
Vega 0.007
Open interest 3.8k
Model this put
62
14
155.3%
0.926
$71.46
417.5
$0.07
-0.004
84.8%
7
225
Call · $417.5
In the money
Last $71.46
Breakeven $488.96
Implied vol 155.3%
Delta 0.926 ≈93% ITM
Gamma 0.003
Theta -2.089
Vega 0.056
Open interest 62
Model this call
Put · $417.5
Last $0.07
Breakeven $417.43
Implied vol 84.8%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.099
Vega 0.007
Open interest 225
Model this put
2.5k
72
161.6%
0.909
$70.20
420
$0.03
-0.005
83.1%
87
1.5k
Call · $420
In the money
Last $70.20
Breakeven $490.20
Implied vol 161.6%
Delta 0.909 ≈91% ITM
Gamma 0.003
Theta -2.527
Vega 0.056
Open interest 2.5k
Model this call
Put · $420
Last $0.03
Breakeven $419.97
Implied vol 83.1%
Delta -0.005 ≈1% ITM
Gamma 0.001
Theta -0.117
Vega 0.007
Open interest 1.5k
Model this put
88
21
156.2%
0.907
$68.07
422.5
$0.04
-0.027
107.4%
30
1.7k
Call · $422.5
In the money
Last $68.07
Breakeven $490.57
Implied vol 156.2%
Delta 0.907 ≈91% ITM
Gamma 0.003
Theta -2.483
Vega 0.056
Open interest 88
Model this call
Put · $422.5
Last $0.04
Breakeven $422.46
Implied vol 107.4%
Delta -0.027 ≈3% ITM
Gamma 0.002
Theta -0.647
Vega 0.016
Open interest 1.7k
Model this put
2.1k
51
141.5%
0.918
$64.47
425
$0.03
-0.007
79.8%
328
1.6k
Call · $425
In the money
Last $64.47
Breakeven $489.47
Implied vol 141.5%
Delta 0.918 ≈92% ITM
Gamma 0.003
Theta -2.052
Vega 0.056
Open interest 2.1k
Model this call
Put · $425
Last $0.03
Breakeven $424.97
Implied vol 79.8%
Delta -0.007 ≈1% ITM
Gamma 0.001
Theta -0.153
Vega 0.007
Open interest 1.6k
Model this put
150
21
150%
0.897
$63.00
427.5
$0.04
-0.005
73.1%
47
3.2k
Call · $427.5
In the money
Last $63.00
Breakeven $490.50
Implied vol 150%
Delta 0.897 ≈90% ITM
Gamma 0.004
Theta -2.581
Vega 0.057
Open interest 150
Model this call
Put · $427.5
Last $0.04
Breakeven $427.46
Implied vol 73.1%
Delta -0.005 ≈1% ITM
Gamma 0.001
Theta -0.105
Vega 0.007
Open interest 3.2k
Model this put
4k
93
142.9%
0.897
$58.93
430
$0.05
-0.005
69.3%
272
1.9k
Call · $430
In the money
Last $58.93
Breakeven $488.93
Implied vol 142.9%
Delta 0.897 ≈90% ITM
Gamma 0.004
Theta -2.464
Vega 0.057
Open interest 4k
Model this call
Put · $430
Last $0.05
Breakeven $429.95
Implied vol 69.3%
Delta -0.005 ≈1% ITM
Gamma 0.001
Theta -0.095
Vega 0.007
Open interest 1.9k
Model this put
137
34
132%
0.903
$58.00
432.5
$0.03
-0.007
69.1%
193
297
Call · $432.5
In the money
Last $58.00
Breakeven $490.50
Implied vol 132%
Delta 0.903 ≈90% ITM
Gamma 0.004
Theta -2.18
Vega 0.057
Open interest 137
Model this call
Put · $432.5
Last $0.03
Breakeven $432.47
Implied vol 69.1%
Delta -0.007 ≈1% ITM
Gamma 0.001
Theta -0.131
Vega 0.007
Open interest 297
Model this put
830
43
126.3%
0.901
$55.53
435
$0.05
-0.008
66.1%
166
878
Call · $435
In the money
Last $55.53
Breakeven $490.53
Implied vol 126.3%
Delta 0.901 ≈90% ITM
Gamma 0.004
Theta -2.118
Vega 0.057
Open interest 830
Model this call
Put · $435
Last $0.05
Breakeven $434.95
Implied vol 66.1%
Delta -0.008 ≈1% ITM
Gamma 0.001
Theta -0.131
Vega 0.007
Open interest 878
Model this put
119
13
126.4%
0.89
$52.60
437.5
$0.03
-0.007
61.7%
80
300
Call · $437.5
In the money
Last $52.60
Breakeven $490.10
Implied vol 126.4%
Delta 0.89 ≈89% ITM
Gamma 0.004
Theta -2.297
Vega 0.057
Open interest 119
Model this call
Put · $437.5
Last $0.03
Breakeven $437.47
Implied vol 61.7%
Delta -0.007 ≈1% ITM
Gamma 0.001
Theta -0.111
Vega 0.007
Open interest 300
Model this put
1.8k
149
119.5%
0.89
$49.33
440
$0.06
-0.008
60.1%
727
2.5k
Call · $440
In the money
Last $49.33
Breakeven $489.33
Implied vol 119.5%
Delta 0.89 ≈89% ITM
Gamma 0.005
Theta -2.18
Vega 0.057
Open interest 1.8k
Model this call
Put · $440
Last $0.06
Breakeven $439.94
Implied vol 60.1%
Delta -0.008 ≈1% ITM
Gamma 0.001
Theta -0.129
Vega 0.007
Open interest 2.5k
Model this put
339
15
117.9%
0.881
$47.80
442.5
$0.07
-0.014
61.9%
88
2k
Call · $442.5
In the money
Last $47.80
Breakeven $490.30
Implied vol 117.9%
Delta 0.881 ≈88% ITM
Gamma 0.005
Theta -2.284
Vega 0.058
Open interest 339
Model this call
Put · $442.5
Last $0.07
Breakeven $442.43
Implied vol 61.9%
Delta -0.014 ≈1% ITM
Gamma 0.002
Theta -0.209
Vega 0.017
Open interest 2k
Model this put
435
49
114.1%
0.874
$45.74
445
$0.11
-0.012
57.1%
141
805
Call · $445
In the money
Last $45.74
Breakeven $490.74
Implied vol 114.1%
Delta 0.874 ≈87% ITM
Gamma 0.005
Theta -2.299
Vega 0.087
Open interest 435
Model this call
Put · $445
Last $0.11
Breakeven $444.89
Implied vol 57.1%
Delta -0.012 ≈1% ITM
Gamma 0.002
Theta -0.171
Vega 0.017
Open interest 805
Model this put
264
28
106.6%
0.874
$43.12
447.5
$0.07
-0.034
65.6%
93
724
Call · $447.5
In the money
Last $43.12
Breakeven $490.62
Implied vol 106.6%
Delta 0.874 ≈87% ITM
Gamma 0.006
Theta -2.149
Vega 0.087
Open interest 264
Model this call
Put · $447.5
Last $0.07
Breakeven $447.43
Implied vol 65.6%
Delta -0.034 ≈3% ITM
Gamma 0.003
Theta -0.47
Vega 0.033
Open interest 724
Model this put
2.8k
727
101.4%
0.868
$39.89
450
$0.10
-0.017
51.9%
1.1k
3.7k
Call · $450
In the money
Last $39.89
Breakeven $489.89
Implied vol 101.4%
Delta 0.868 ≈87% ITM
Gamma 0.006
Theta -2.103
Vega 0.087
Open interest 2.8k
Model this call
Put · $450
Last $0.10
Breakeven $449.90
Implied vol 51.9%
Delta -0.017 ≈2% ITM
Gamma 0.002
Theta -0.2
Vega 0.017
Open interest 3.7k
Model this put
966
34
98.3%
0.857
$38.03
452.5
$0.15
-0.023
51.6%
125
1.7k
Call · $452.5
In the money
Last $38.03
Breakeven $490.53
Implied vol 98.3%
Delta 0.857 ≈86% ITM
Gamma 0.007
Theta -2.146
Vega 0.087
Open interest 966
Model this call
Put · $452.5
Last $0.15
Breakeven $452.35
Implied vol 51.6%
Delta -0.023 ≈2% ITM
Gamma 0.003
Theta -0.268
Vega 0.017
Open interest 1.7k
Model this put
3.6k
76
92.9%
0.85
$35.47
455
$0.19
-0.027
49.5%
837
1.3k
Call · $455
In the money
Last $35.47
Breakeven $490.47
Implied vol 92.9%
Delta 0.85 ≈85% ITM
Gamma 0.007
Theta -2.086
Vega 0.088
Open interest 3.6k
Model this call
Put · $455
Last $0.19
Breakeven $454.81
Implied vol 49.5%
Delta -0.027 ≈3% ITM
Gamma 0.004
Theta -0.294
Vega 0.017
Open interest 1.3k
Model this put
2k
41
88%
0.841
$32.00
457.5
$0.13
-0.033
47.5%
70
994
Call · $457.5
In the money
Last $32.00
Breakeven $489.50
Implied vol 88%
Delta 0.841 ≈84% ITM
Gamma 0.008
Theta -2.052
Vega 0.088
Open interest 2k
Model this call
Put · $457.5
Last $0.13
Breakeven $457.37
Implied vol 47.5%
Delta -0.033 ≈3% ITM
Gamma 0.005
Theta -0.334
Vega 0.034
Open interest 994
Model this put
3.1k
364
83.2%
0.831
$29.16
460
$0.25
-0.041
45.3%
1.5k
2k
Call · $460
In the money
Last $29.16
Breakeven $489.16
Implied vol 83.2%
Delta 0.831 ≈83% ITM
Gamma 0.009
Theta -2.018
Vega 0.088
Open interest 3.1k
Model this call
Put · $460
Last $0.25
Breakeven $459.75
Implied vol 45.3%
Delta -0.041 ≈4% ITM
Gamma 0.006
Theta -0.377
Vega 0.034
Open interest 2k
Model this put
899
118
80.2%
0.815
$28.22
462.5
$0.34
-0.049
42.6%
190
708
Call · $462.5
In the money
Last $28.22
Breakeven $490.72
Implied vol 80.2%
Delta 0.815 ≈82% ITM
Gamma 0.01
Theta -2.061
Vega 0.088
Open interest 899
Model this call
Put · $462.5
Last $0.34
Breakeven $462.16
Implied vol 42.6%
Delta -0.049 ≈5% ITM
Gamma 0.007
Theta -0.404
Vega 0.034
Open interest 708
Model this put
1.6k
180
73.7%
0.807
$23.60
465
$0.43
-0.067
42.5%
1.3k
966
Call · $465
In the money
Last $23.60
Breakeven $488.60
Implied vol 73.7%
Delta 0.807 ≈81% ITM
Gamma 0.011
Theta -1.951
Vega 0.089
Open interest 1.6k
Model this call
Put · $465
Last $0.43
Breakeven $464.57
Implied vol 42.5%
Delta -0.067 ≈7% ITM
Gamma 0.009
Theta -0.527
Vega 0.059
Open interest 966
Model this put
1.4k
94
65.7%
0.803
$23.17
467.5
$0.61
-0.086
40.3%
762
2.1k
Call · $467.5
In the money
Last $23.17
Breakeven $490.67
Implied vol 65.7%
Delta 0.803 ≈80% ITM
Gamma 0.012
Theta -1.763
Vega 0.089
Open interest 1.4k
Model this call
Put · $467.5
Last $0.61
Breakeven $466.89
Implied vol 40.3%
Delta -0.086 ≈9% ITM
Gamma 0.011
Theta -0.594
Vega 0.059
Open interest 2.1k
Model this put
10k
264
65.3%
0.773
$18.95
470
$0.83
-0.119
40.6%
2.9k
3.4k
Call · $470
In the money
Last $18.95
Breakeven $488.95
Implied vol 65.3%
Delta 0.773 ≈77% ITM
Gamma 0.014
Theta -1.921
Vega 0.116
Open interest 10k
Model this call
Put · $470
Last $0.83
Breakeven $469.17
Implied vol 40.6%
Delta -0.119 ≈12% ITM
Gamma 0.015
Theta -0.769
Vega 0.059
Open interest 3.4k
Model this put
1.2k
20
64.3%
0.737
$19.05
472.5
$1.10
-0.153
39.1%
894
659
Call · $472.5
In the money
Last $19.05
Breakeven $491.55
Implied vol 64.3%
Delta 0.737 ≈74% ITM
Gamma 0.015
Theta -2.018
Vega 0.117
Open interest 1.2k
Model this call
Put · $472.5
Last $1.10
Breakeven $471.40
Implied vol 39.1%
Delta -0.153 ≈15% ITM
Gamma 0.018
Theta -0.872
Vega 0.089
Open interest 659
Model this put
2.2k
717
56.4%
0.72
$15.04
475
$1.46
-0.196
37.9%
3.8k
1.3k
Call · $475
In the money
Last $15.04
Breakeven $490.04
Implied vol 56.4%
Delta 0.72 ≈72% ITM
Gamma 0.018
Theta -1.827
Vega 0.117
Open interest 2.2k
Model this call
Put · $475
Last $1.46
Breakeven $473.54
Implied vol 37.9%
Delta -0.196 ≈20% ITM
Gamma 0.022
Theta -0.995
Vega 0.089
Open interest 1.3k
Model this put
876
63
53.4%
0.683
$14.75
477.5
$1.95
-0.247
36.5%
1.5k
757
Call · $477.5
In the money
Last $14.75
Breakeven $492.25
Implied vol 53.4%
Delta 0.683 ≈68% ITM
Gamma 0.02
Theta -1.843
Vega 0.117
Open interest 876
Model this call
Put · $477.5
Last $1.95
Breakeven $475.55
Implied vol 36.5%
Delta -0.247 ≈25% ITM
Gamma 0.026
Theta -1.091
Vega 0.117
Open interest 757
Model this put
3k
899
52.2%
0.636
$11.38
480
$2.59
-0.314
36%
6k
1.8k
Call · $480
In the money
Last $11.38
Breakeven $491.38
Implied vol 52.2%
Delta 0.636 ≈64% ITM
Gamma 0.021
Theta -1.904
Vega 0.135
Open interest 3k
Model this call
Put · $480
Last $2.59
Breakeven $477.41
Implied vol 36%
Delta -0.314 ≈31% ITM
Gamma 0.029
Theta -1.208
Vega 0.118
Open interest 1.8k
Model this put
827
905
49.3%
0.584
$8.60
482.5
$3.30
-0.386
34.6%
807
649
Call · $482.5
In the money
Last $8.60
Breakeven $491.10
Implied vol 49.3%
Delta 0.584 ≈58% ITM
Gamma 0.023
Theta -1.85
Vega 0.135
Open interest 827
Model this call
Put · $482.5
Last $3.30
Breakeven $479.20
Implied vol 34.6%
Delta -0.386 ≈39% ITM
Gamma 0.033
Theta -1.251
Vega 0.135
Open interest 649
Model this put
1.7k
488
46.9%
0.526
$6.86
485
$4.23
-0.469
33.9%
4.8k
2.5k
Call · $485
In the money
Last $6.86
Breakeven $491.86
Implied vol 46.9%
Delta 0.526 ≈53% ITM
Gamma 0.025
Theta -1.811
Vega 0.135
Open interest 1.7k
Model this call
Put · $485
Last $4.23
Breakeven $480.77
Implied vol 33.9%
Delta -0.469 ≈47% ITM
Gamma 0.035
Theta -1.275
Vega 0.135
Open interest 2.5k
Model this put
Underlying $487.46
180
1.5k
46.2%
0.464
$5.41
487.5
$5.40
-0.557
32.5%
2.3k
549
Call · $487.5
Last $5.41
Breakeven $492.91
Implied vol 46.2%
Delta 0.464 ≈46% ITM
Gamma 0.025
Theta -1.768
Vega 0.136
Open interest 180
Model this call
Put · $487.5
In the money
Last $5.40
Breakeven $482.10
Implied vol 32.5%
Delta -0.557 ≈56% ITM
Gamma 0.036
Theta -1.204
Vega 0.136
Open interest 549
Model this put
2.5k
6.7k
44.3%
0.397
$4.40
490
$6.69
-0.65
31.4%
4.1k
2.3k
Call · $490
Last $4.40
Breakeven $494.40
Implied vol 44.3%
Delta 0.397 ≈40% ITM
Gamma 0.026
Theta -1.644
Vega 0.136
Open interest 2.5k
Model this call
Put · $490
In the money
Last $6.69
Breakeven $483.31
Implied vol 31.4%
Delta -0.65 ≈65% ITM
Gamma 0.035
Theta -1.098
Vega 0.119
Open interest 2.3k
Model this put
322
2.6k
44%
0.335
$3.20
492.5
$8.15
-0.758
27.8%
964
252
Call · $492.5
Last $3.20
Breakeven $495.70
Implied vol 44%
Delta 0.335 ≈33% ITM
Gamma 0.024
Theta -1.545
Vega 0.12
Open interest 322
Model this call
Put · $492.5
In the money
Last $8.15
Breakeven $484.35
Implied vol 27.8%
Delta -0.758 ≈76% ITM
Gamma 0.034
Theta -0.812
Vega 0.119
Open interest 252
Model this put
1.9k
6.4k
42.6%
0.27
$2.45
495
$9.46
-0.883
22.5%
504
717
Call · $495
Last $2.45
Breakeven $497.45
Implied vol 42.6%
Delta 0.27 ≈27% ITM
Gamma 0.023
Theta -1.351
Vega 0.12
Open interest 1.9k
Model this call
Put · $495
In the money
Last $9.46
Breakeven $485.54
Implied vol 22.5%
Delta -0.883 ≈88% ITM
Gamma 0.026
Theta -0.397
Vega 0.061
Open interest 717
Model this put
397
1.3k
42.4%
0.216
$1.90
497.5
$11.47
—
—
155
474
Call · $497.5
Last $1.90
Breakeven $499.40
Implied vol 42.4%
Delta 0.216 ≈22% ITM
Gamma 0.02
Theta -1.195
Vega 0.092
Open interest 397
Model this call
Put · $497.5
In the money
Last $11.47
Breakeven $486.03
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 474
Model this put
6k
12.2k
42%
0.169
$1.34
500
$13.20
—
—
237
1.5k
Call · $500
Last $1.34
Breakeven $501.34
Implied vol 42%
Delta 0.169 ≈17% ITM
Gamma 0.018
Theta -1.011
Vega 0.092
Open interest 6k
Model this call
Put · $500
In the money
Last $13.20
Breakeven $486.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1.5k
Model this put
1.2k
1.3k
42.6%
0.131
$0.95
502.5
$15.30
—
—
111
43
Call · $502.5
Last $0.95
Breakeven $503.45
Implied vol 42.6%
Delta 0.131 ≈13% ITM
Gamma 0.015
Theta -0.873
Vega 0.062
Open interest 1.2k
Model this call
Put · $502.5
In the money
Last $15.30
Breakeven $487.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 43
Model this put
2.7k
4.6k
42.7%
0.101
$0.70
505
$15.20
—
—
85
176
Call · $505
Last $0.70
Breakeven $505.70
Implied vol 42.7%
Delta 0.101 ≈10% ITM
Gamma 0.012
Theta -0.721
Vega 0.062
Open interest 2.7k
Model this call
Put · $505
In the money
Last $15.20
Breakeven $489.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 176
Model this put
323
992
43.9%
0.079
$0.54
507.5
$22.05
—
—
16
2
Call · $507.5
Last $0.54
Breakeven $508.04
Implied vol 43.9%
Delta 0.079 ≈8% ITM
Gamma 0.01
Theta -0.616
Vega 0.062
Open interest 323
Model this call
Put · $507.5
In the money
Last $22.05
Breakeven $485.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
3k
3.7k
43.6%
0.058
$0.38
510
$24.35
—
—
78
97
Call · $510
Last $0.38
Breakeven $510.38
Implied vol 43.6%
Delta 0.058 ≈6% ITM
Gamma 0.008
Theta -0.478
Vega 0.036
Open interest 3k
Model this call
Put · $510
In the money
Last $24.35
Breakeven $485.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 97
Model this put
775
446
44.6%
0.045
$0.31
512.5
$22.25
—
—
107
100
Call · $512.5
Last $0.31
Breakeven $512.81
Implied vol 44.6%
Delta 0.045 ≈4% ITM
Gamma 0.006
Theta -0.399
Vega 0.036
Open interest 775
Model this call
Put · $512.5
In the money
Last $22.25
Breakeven $490.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 100
Model this put
3.5k
1k
47.2%
0.039
$0.21
515
$26.02
—
—
100
101
Call · $515
Last $0.21
Breakeven $515.21
Implied vol 47.2%
Delta 0.039 ≈4% ITM
Gamma 0.005
Theta -0.382
Vega 0.036
Open interest 3.5k
Model this call
Put · $515
In the money
Last $26.02
Breakeven $488.98
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 101
Model this put
211
337
46.1%
0.026
$0.20
517.5
$29.52
—
—
2
33
Call · $517.5
Last $0.20
Breakeven $517.70
Implied vol 46.1%
Delta 0.026 ≈3% ITM
Gamma 0.004
Theta -0.26
Vega 0.018
Open interest 211
Model this call
Put · $517.5
In the money
Last $29.52
Breakeven $487.98
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 33
Model this put
2k
1.7k
47.8%
0.022
$0.25
520
$30.00
—
—
10
33
Call · $520
Last $0.25
Breakeven $520.25
Implied vol 47.8%
Delta 0.022 ≈2% ITM
Gamma 0.003
Theta -0.235
Vega 0.018
Open interest 2k
Model this call
Put · $520
In the money
Last $30.00
Breakeven $490.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 33
Model this put
178
415
50.7%
0.021
$0.14
522.5
—
—
—
—
0
Call · $522.5
Last $0.14
Breakeven $522.64
Implied vol 50.7%
Delta 0.021 ≈2% ITM
Gamma 0.003
Theta -0.238
Vega 0.018
Open interest 178
Model this call
Put · $522.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2.1k
417
50.8%
0.014
$0.08
525
$29.10
—
—
15
15
Call · $525
Last $0.08
Breakeven $525.08
Implied vol 50.8%
Delta 0.014 ≈1% ITM
Gamma 0.002
Theta -0.17
Vega 0.018
Open interest 2.1k
Model this call
Put · $525
In the money
Last $29.10
Breakeven $495.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 15
Model this put
103
166
53.2%
0.013
$0.07
527.5
—
—
—
—
0
Call · $527.5
Last $0.07
Breakeven $527.57
Implied vol 53.2%
Delta 0.013 ≈1% ITM
Gamma 0.002
Theta -0.165
Vega 0.008
Open interest 103
Model this call
Put · $527.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2.2k
1.9k
49.9%
0.006
$0.05
530
$41.13
—
—
2
2
Call · $530
Last $0.05
Breakeven $530.05
Implied vol 49.9%
Delta 0.006 ≈1% ITM
Gamma 0.001
Theta -0.082
Vega 0.008
Open interest 2.2k
Model this call
Put · $530
In the money
Last $41.13
Breakeven $488.87
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
29
7
68.9%
0.029
$0.04
532.5
—
—
—
—
0
Call · $532.5
Last $0.04
Breakeven $532.54
Implied vol 68.9%
Delta 0.029 ≈3% ITM
Gamma 0.003
Theta -0.435
Vega 0.018
Open interest 29
Model this call
Put · $532.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
743
300
54.2%
0.005
$0.02
535
$38.60
—
—
9
1
Call · $535
Last $0.02
Breakeven $535.02
Implied vol 54.2%
Delta 0.005 ≈1% ITM
Gamma 0.001
Theta -0.074
Vega 0.008
Open interest 743
Model this call
Put · $535
In the money
Last $38.60
Breakeven $496.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
7
9
64.2%
0.012
$0.08
537.5
—
—
—
—
0
Call · $537.5
Last $0.08
Breakeven $537.58
Implied vol 64.2%
Delta 0.012 ≈1% ITM
Gamma 0.001
Theta -0.188
Vega 0.008
Open interest 7
Model this call
Put · $537.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1.2k
178
56.1%
0.003
$0.01
540
$50.22
—
—
2
1
Call · $540
Last $0.01
Breakeven $540.01
Implied vol 56.1%
Delta 0.003 ≈0% ITM
Gamma 0.001
Theta -0.053
Vega 0.003
Open interest 1.2k
Model this call
Put · $540
In the money
Last $50.22
Breakeven $489.78
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
3
84
81.4%
0.028
$0.01
542.5
—
—
—
—
0
Call · $542.5
Last $0.01
Breakeven $542.51
Implied vol 81.4%
Delta 0.028 ≈3% ITM
Gamma 0.002
Theta -0.491
Vega 0.019
Open interest 3
Model this call
Put · $542.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1.2k
54
58.7%
0.002
$0.01
545
$147.86
—
—
1
0
Call · $545
Last $0.01
Breakeven $545.01
Implied vol 58.7%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.041
Vega 0.003
Open interest 1.2k
Model this call
Put · $545
In the money
Last $147.86
Breakeven $397.14
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
7
—
—
$0.01
547.5
—
—
—
—
0
Call · $547.5
Last $0.01
Breakeven $547.51
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $547.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1k
105
68%
0.004
$0.01
550
$62.39
—
—
6
0
Call · $550
Last $0.01
Breakeven $550.01
Implied vol 68%
Delta 0.004 ≈0% ITM
Gamma 0.001
Theta -0.078
Vega 0.003
Open interest 1k
Model this call
Put · $550
In the money
Last $62.39
Breakeven $487.61
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
15
46
94%
0.027
$0.03
552.5
—
—
—
—
0
Call · $552.5
Last $0.03
Breakeven $552.53
Implied vol 94%
Delta 0.027 ≈3% ITM
Gamma 0.002
Theta -0.553
Vega 0.019
Open interest 15
Model this call
Put · $552.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2.1k
5
71.2%
0.002
$0.01
560
—
—
—
—
0
Call · $560
Last $0.01
Breakeven $560.01
Implied vol 71.2%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.043
Vega 0.003
Open interest 2.1k
Model this call
Put · $560
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
22
22
—
—
$0.01
570
—
—
—
—
0
Call · $570
Last $0.01
Breakeven $570.01
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 22
Model this call
Put · $570
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
58
35
99.9%
0.005
$0.01
580
—
—
—
—
0
Call · $580
Last $0.01
Breakeven $580.01
Implied vol 99.9%
Delta 0.005 ≈1% ITM
Gamma 0
Theta -0.146
Vega 0.008
Open interest 58
Model this call
Put · $580
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
22
1
115.4%
0.009
$0.01
590
—
—
—
—
0
Call · $590
Last $0.01
Breakeven $590.01
Implied vol 115.4%
Delta 0.009 ≈1% ITM
Gamma 0.001
Theta -0.253
Vega 0.008
Open interest 22
Model this call
Put · $590
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
200
103
104.8%
0.002
$0.01
600
—
—
—
—
0
Call · $600
Last $0.01
Breakeven $600.01
Implied vol 104.8%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.058
Vega 0.003
Open interest 200
Model this call
Put · $600
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
1
—
—
$0.16
610
—
—
—
—
0
Call · $610
Last $0.16
Breakeven $610.16
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $610
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
5
1
—
—
$0.16
620
—
—
—
—
0
Call · $620
Last $0.16
Breakeven $620.16
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $620
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
1
—
—
$0.16
630
—
—
—
—
0
Call · $630
Last $0.16
Breakeven $630.16
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $630
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
2
—
—
$0.16
640
—
—
—
—
0
Call · $640
Last $0.16
Breakeven $640.16
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $640
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
—
—
$0.01
650
—
—
—
—
0
Call · $650
Last $0.01
Breakeven $650.01
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $650
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
—
—
$0.20
660
—
—
—
—
0
Call · $660
Last $0.20
Breakeven $660.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $660
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
—
—
$0.03
670
—
—
—
—
0
Call · $670
Last $0.03
Breakeven $670.03
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $670
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
23
23
204.3%
0.011
$0.01
680
—
—
—
—
0
Call · $680
Last $0.01
Breakeven $680.01
Implied vol 204.3%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.548
Vega 0.009
Open interest 23
Model this call
Put · $680
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put