0
—
81%
0.997
—
870
—
-0.017
105.7%
—
0
Call · $870
In the money
Last —
Breakeven —
Implied vol 81%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.147
Vega 0.02
Open interest 0
Model this call
Put · $870
Last —
Breakeven —
Implied vol 105.7%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -0.372
Vega 0.13
Open interest 0
Model this put
0
—
78.3%
0.997
—
880
—
-0.02
106.8%
—
0
Call · $880
In the money
Last —
Breakeven —
Implied vol 78.3%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.144
Vega 0.02
Open interest 0
Model this call
Put · $880
Last —
Breakeven —
Implied vol 106.8%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.425
Vega 0.131
Open interest 0
Model this put
0
—
91.3%
0.99
—
890
—
-0.021
105.1%
—
0
Call · $890
In the money
Last —
Breakeven —
Implied vol 91.3%
Delta 0.99 ≈99% ITM
Gamma 0
Theta -0.288
Vega 0.131
Open interest 0
Model this call
Put · $890
Last —
Breakeven —
Implied vol 105.1%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -0.431
Vega 0.132
Open interest 0
Model this put
0
—
83.5%
0.993
—
900
—
-0.018
99.2%
—
0
Call · $900
In the money
Last —
Breakeven —
Implied vol 83.5%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.224
Vega 0.056
Open interest 0
Model this call
Put · $900
Last —
Breakeven —
Implied vol 99.2%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -0.366
Vega 0.132
Open interest 0
Model this put
0
—
86.6%
0.99
—
910
—
-0.022
102.4%
—
0
Call · $910
In the money
Last —
Breakeven —
Implied vol 86.6%
Delta 0.99 ≈99% ITM
Gamma 0
Theta -0.276
Vega 0.133
Open interest 0
Model this call
Put · $910
Last —
Breakeven —
Implied vol 102.4%
Delta -0.022 ≈2% ITM
Gamma 0
Theta -0.454
Vega 0.133
Open interest 0
Model this put
0
—
72.2%
0.997
—
920
—
-0.019
95.1%
—
0
Call · $920
In the money
Last —
Breakeven —
Implied vol 72.2%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.151
Vega 0.057
Open interest 0
Model this call
Put · $920
Last —
Breakeven —
Implied vol 95.1%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.364
Vega 0.134
Open interest 0
Model this put
0
—
71%
0.996
—
930
—
-0.014
86.9%
—
0
Call · $930
In the money
Last —
Breakeven —
Implied vol 71%
Delta 0.996 ≈100% ITM
Gamma 0
Theta -0.156
Vega 0.057
Open interest 0
Model this call
Put · $930
Last —
Breakeven —
Implied vol 86.9%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.257
Vega 0.134
Open interest 0
Model this put
0
—
81.4%
0.989
—
940
—
-0.021
92.5%
—
0
Call · $940
In the money
Last —
Breakeven —
Implied vol 81.4%
Delta 0.989 ≈99% ITM
Gamma 0
Theta -0.288
Vega 0.135
Open interest 0
Model this call
Put · $940
Last —
Breakeven —
Implied vol 92.5%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -0.387
Vega 0.135
Open interest 0
Model this put
0
—
79.3%
0.989
—
950
—
-0.03
97.3%
—
0
Call · $950
In the money
Last —
Breakeven —
Implied vol 79.3%
Delta 0.989 ≈99% ITM
Gamma 0
Theta -0.285
Vega 0.135
Open interest 0
Model this call
Put · $950
Last —
Breakeven —
Implied vol 97.3%
Delta -0.03 ≈3% ITM
Gamma 0
Theta -0.539
Vega 0.272
Open interest 0
Model this put
0
—
65.8%
0.996
—
960
$10.01
-0.031
95.3%
1
1
Call · $960
In the money
Last —
Breakeven —
Implied vol 65.8%
Delta 0.996 ≈100% ITM
Gamma 0
Theta -0.157
Vega 0.058
Open interest 0
Model this call
Put · $960
Last $10.01
Breakeven $949.99
Implied vol 95.3%
Delta -0.031 ≈3% ITM
Gamma 0
Theta -0.54
Vega 0.274
Open interest 1
Model this put
0
—
76%
0.988
—
970
—
-0.016
79.2%
—
0
Call · $970
In the money
Last —
Breakeven —
Implied vol 76%
Delta 0.988 ≈99% ITM
Gamma 0
Theta -0.293
Vega 0.137
Open interest 0
Model this call
Put · $970
Last —
Breakeven —
Implied vol 79.2%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.253
Vega 0.137
Open interest 0
Model this put
0
—
79%
0.982
—
980
$12.79
-0.017
78%
1
1
Call · $980
In the money
Last —
Breakeven —
Implied vol 79%
Delta 0.982 ≈98% ITM
Gamma 0
Theta -0.38
Vega 0.138
Open interest 0
Model this call
Put · $980
Last $12.79
Breakeven $967.21
Implied vol 78%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -0.264
Vega 0.138
Open interest 1
Model this put
0
—
71.2%
0.988
—
990
—
-0.016
75.4%
—
0
Call · $990
In the money
Last —
Breakeven —
Implied vol 71.2%
Delta 0.988 ≈99% ITM
Gamma 0
Theta -0.274
Vega 0.138
Open interest 0
Model this call
Put · $990
Last —
Breakeven —
Implied vol 75.4%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.25
Vega 0.138
Open interest 0
Model this put
0
—
73.9%
0.983
—
1000
—
-0.06
104.9%
—
0
Call · $1000
In the money
Last —
Breakeven —
Implied vol 73.9%
Delta 0.983 ≈98% ITM
Gamma 0
Theta -0.355
Vega 0.139
Open interest 0
Model this call
Put · $1000
Last —
Breakeven —
Implied vol 104.9%
Delta -0.06 ≈6% ITM
Gamma 0
Theta -1.029
Vega 0.484
Open interest 0
Model this put
0
—
66.8%
0.986
—
1020
$1.50
-0.048
91.2%
1
1
Call · $1020
In the money
Last —
Breakeven —
Implied vol 66.8%
Delta 0.986 ≈99% ITM
Gamma 0
Theta -0.292
Vega 0.14
Open interest 0
Model this call
Put · $1020
Last $1.50
Breakeven $1,018.50
Implied vol 91.2%
Delta -0.048 ≈5% ITM
Gamma 0
Theta -0.755
Vega 0.283
Open interest 1
Model this put
0
—
55.6%
0.995
—
1030
—
-0.036
80.5%
—
0
Call · $1030
In the money
Last —
Breakeven —
Implied vol 55.6%
Delta 0.995 ≈99% ITM
Gamma 0
Theta -0.171
Vega 0.06
Open interest 0
Model this call
Put · $1030
Last —
Breakeven —
Implied vol 80.5%
Delta -0.036 ≈4% ITM
Gamma 0
Theta -0.522
Vega 0.283
Open interest 0
Model this put
0
—
53.7%
0.995
—
1040
—
-0.054
90%
—
0
Call · $1040
In the money
Last —
Breakeven —
Implied vol 53.7%
Delta 0.995 ≈99% ITM
Gamma 0
Theta -0.169
Vega 0.06
Open interest 0
Model this call
Put · $1040
Last —
Breakeven —
Implied vol 90%
Delta -0.054 ≈5% ITM
Gamma 0
Theta -0.828
Vega 0.362
Open interest 0
Model this put
0
1
51.9%
0.995
$180.50
1050
—
-0.038
76.6%
—
0
Call · $1050
In the money
Last $180.50
Breakeven $1,230.50
Implied vol 51.9%
Delta 0.995 ≈99% ITM
Gamma 0
Theta -0.166
Vega 0.06
Open interest 0
Model this call
Put · $1050
Last —
Breakeven —
Implied vol 76.6%
Delta -0.038 ≈4% ITM
Gamma 0
Theta -0.52
Vega 0.286
Open interest 0
Model this put
0
—
60.7%
0.984
—
1060
$5.25
-0.041
75.4%
1
1
Call · $1060
In the money
Last —
Breakeven —
Implied vol 60.7%
Delta 0.984 ≈98% ITM
Gamma 0
Theta -0.307
Vega 0.142
Open interest 0
Model this call
Put · $1060
Last $5.25
Breakeven $1,054.75
Implied vol 75.4%
Delta -0.041 ≈4% ITM
Gamma 0
Theta -0.54
Vega 0.287
Open interest 1
Model this put
0
—
51.5%
0.992
—
1070
—
-0.058
82.9%
—
0
Call · $1070
In the money
Last —
Breakeven —
Implied vol 51.5%
Delta 0.992 ≈99% ITM
Gamma 0
Theta -0.194
Vega 0.061
Open interest 0
Model this call
Put · $1070
Last —
Breakeven —
Implied vol 82.9%
Delta -0.058 ≈6% ITM
Gamma 0
Theta -0.802
Vega 0.5
Open interest 0
Model this put
0
—
57.7%
0.982
—
1080
—
-0.06
80.6%
—
0
Call · $1080
In the money
Last —
Breakeven —
Implied vol 57.7%
Delta 0.982 ≈98% ITM
Gamma 0
Theta -0.314
Vega 0.144
Open interest 0
Model this call
Put · $1080
Last —
Breakeven —
Implied vol 80.6%
Delta -0.06 ≈6% ITM
Gamma 0
Theta -0.793
Vega 0.502
Open interest 0
Model this put
0
—
55.9%
0.982
—
1090
—
-0.061
78.3%
—
0
Call · $1090
In the money
Last —
Breakeven —
Implied vol 55.9%
Delta 0.982 ≈98% ITM
Gamma 0
Theta -0.312
Vega 0.144
Open interest 0
Model this call
Put · $1090
Last —
Breakeven —
Implied vol 78.3%
Delta -0.061 ≈6% ITM
Gamma 0
Theta -0.784
Vega 0.505
Open interest 0
Model this put
0
—
52.7%
0.984
—
1100
—
-0.063
76%
—
0
Call · $1100
In the money
Last —
Breakeven —
Implied vol 52.7%
Delta 0.984 ≈98% ITM
Gamma 0
Theta -0.283
Vega 0.144
Open interest 0
Model this call
Put · $1100
Last —
Breakeven —
Implied vol 76%
Delta -0.063 ≈6% ITM
Gamma 0
Theta -0.776
Vega 0.507
Open interest 0
Model this put
0
—
57.6%
0.972
—
1110
—
-0.065
73.9%
—
0
Call · $1110
In the money
Last —
Breakeven —
Implied vol 57.6%
Delta 0.972 ≈97% ITM
Gamma 0
Theta -0.413
Vega 0.292
Open interest 0
Model this call
Put · $1110
Last —
Breakeven —
Implied vol 73.9%
Delta -0.065 ≈7% ITM
Gamma 0.001
Theta -0.772
Vega 0.509
Open interest 0
Model this put
1
1
56%
0.971
$207.25
1120
—
-0.067
71.7%
—
0
Call · $1120
In the money
Last $207.25
Breakeven $1,327.25
Implied vol 56%
Delta 0.971 ≈97% ITM
Gamma 0
Theta -0.419
Vega 0.293
Open interest 1
Model this call
Put · $1120
Last —
Breakeven —
Implied vol 71.7%
Delta -0.067 ≈7% ITM
Gamma 0.001
Theta -0.763
Vega 0.511
Open interest 0
Model this put
0
—
46.4%
0.985
—
1130
$7.00
-0.069
69.5%
1
1
Call · $1130
In the money
Last —
Breakeven —
Implied vol 46.4%
Delta 0.985 ≈98% ITM
Gamma 0
Theta -0.256
Vega 0.146
Open interest 0
Model this call
Put · $1130
Last $7.00
Breakeven $1,123.00
Implied vol 69.5%
Delta -0.069 ≈7% ITM
Gamma 0.001
Theta -0.754
Vega 0.513
Open interest 1
Model this put
1
1
44.6%
0.985
$146.70
1140
—
-0.073
68.1%
—
0
Call · $1140
In the money
Last $146.70
Breakeven $1,286.70
Implied vol 44.6%
Delta 0.985 ≈98% ITM
Gamma 0
Theta -0.253
Vega 0.146
Open interest 1
Model this call
Put · $1140
Last —
Breakeven —
Implied vol 68.1%
Delta -0.073 ≈7% ITM
Gamma 0.001
Theta -0.772
Vega 0.516
Open interest 0
Model this put
0
—
49%
0.973
—
1150
—
-0.025
48.1%
—
0
Call · $1150
In the money
Last —
Breakeven —
Implied vol 49%
Delta 0.973 ≈97% ITM
Gamma 0
Theta -0.368
Vega 0.296
Open interest 0
Model this call
Put · $1150
Last —
Breakeven —
Implied vol 48.1%
Delta -0.025 ≈3% ITM
Gamma 0
Theta -0.233
Vega 0.148
Open interest 0
Model this put
0
—
50.6%
0.961
—
1160
—
-0.028
47.2%
—
0
Call · $1160
In the money
Last —
Breakeven —
Implied vol 50.6%
Delta 0.961 ≈96% ITM
Gamma 0.001
Theta -0.463
Vega 0.298
Open interest 0
Model this call
Put · $1160
Last —
Breakeven —
Implied vol 47.2%
Delta -0.028 ≈3% ITM
Gamma 0
Theta -0.251
Vega 0.297
Open interest 0
Model this put
0
—
52.3%
0.95
—
1170
$1.63
-0.032
46.1%
1
0
Call · $1170
In the money
Last —
Breakeven —
Implied vol 52.3%
Delta 0.95 ≈95% ITM
Gamma 0.001
Theta -0.557
Vega 0.3
Open interest 0
Model this call
Put · $1170
Last $1.63
Breakeven $1,168.37
Implied vol 46.1%
Delta -0.032 ≈3% ITM
Gamma 0
Theta -0.266
Vega 0.298
Open interest 0
Model this put
0
—
50.1%
0.95
—
1180
$18.70
-0.035
45%
1
2
Call · $1180
In the money
Last —
Breakeven —
Implied vol 50.1%
Delta 0.95 ≈95% ITM
Gamma 0.001
Theta -0.544
Vega 0.301
Open interest 0
Model this call
Put · $1180
Last $18.70
Breakeven $1,161.30
Implied vol 45%
Delta -0.035 ≈3% ITM
Gamma 0.001
Theta -0.282
Vega 0.3
Open interest 2
Model this put
0
—
46.9%
0.952
—
1190
$19.15
-0.039
43.9%
1
0
Call · $1190
In the money
Last —
Breakeven —
Implied vol 46.9%
Delta 0.952 ≈95% ITM
Gamma 0.001
Theta -0.502
Vega 0.302
Open interest 0
Model this call
Put · $1190
Last $19.15
Breakeven $1,170.85
Implied vol 43.9%
Delta -0.039 ≈4% ITM
Gamma 0.001
Theta -0.297
Vega 0.301
Open interest 0
Model this put
0
—
45.9%
0.948
—
1200
$56.35
-0.084
54.5%
1
1
Call · $1200
In the money
Last —
Breakeven —
Implied vol 45.9%
Delta 0.948 ≈95% ITM
Gamma 0.001
Theta -0.521
Vega 0.303
Open interest 0
Model this call
Put · $1200
Last $56.35
Breakeven $1,143.65
Implied vol 54.5%
Delta -0.084 ≈8% ITM
Gamma 0.001
Theta -0.687
Vega 0.528
Open interest 1
Model this put
1
1
47.4%
0.934
$67.17
1210
—
-0.085
51.8%
—
0
Call · $1210
In the money
Last $67.17
Breakeven $1,277.17
Implied vol 47.4%
Delta 0.934 ≈93% ITM
Gamma 0.001
Theta -0.621
Vega 0.528
Open interest 1
Model this call
Put · $1210
Last —
Breakeven —
Implied vol 51.8%
Delta -0.085 ≈9% ITM
Gamma 0.001
Theta -0.658
Vega 0.53
Open interest 0
Model this put
1
1
44.9%
0.933
$61.90
1220
$2.35
-0.047
39.7%
1
1
Call · $1220
In the money
Last $61.90
Breakeven $1,281.90
Implied vol 44.9%
Delta 0.933 ≈93% ITM
Gamma 0.001
Theta -0.595
Vega 0.529
Open interest 1
Model this call
Put · $1220
Last $2.35
Breakeven $1,217.65
Implied vol 39.7%
Delta -0.047 ≈5% ITM
Gamma 0.001
Theta -0.316
Vega 0.304
Open interest 1
Model this put
1
1
44.9%
0.921
$119.00
1230
$13.90
-0.093
48.2%
25
25
Call · $1230
In the money
Last $119.00
Breakeven $1,349.00
Implied vol 44.9%
Delta 0.921 ≈92% ITM
Gamma 0.001
Theta -0.659
Vega 0.532
Open interest 1
Model this call
Put · $1230
Last $13.90
Breakeven $1,216.10
Implied vol 48.2%
Delta -0.093 ≈9% ITM
Gamma 0.001
Theta -0.653
Vega 0.534
Open interest 25
Model this put
0
—
41.8%
0.924
—
1240
—
-0.098
46.4%
—
0
Call · $1240
In the money
Last —
Breakeven —
Implied vol 41.8%
Delta 0.924 ≈92% ITM
Gamma 0.001
Theta -0.61
Vega 0.533
Open interest 0
Model this call
Put · $1240
Last —
Breakeven —
Implied vol 46.4%
Delta -0.098 ≈10% ITM
Gamma 0.001
Theta -0.651
Vega 0.536
Open interest 0
Model this put
0
—
41.4%
0.912
—
1250
$16.70
-0.102
44.5%
28
28
Call · $1250
In the money
Last —
Breakeven —
Implied vol 41.4%
Delta 0.912 ≈91% ITM
Gamma 0.001
Theta -0.657
Vega 0.536
Open interest 0
Model this call
Put · $1250
Last $16.70
Breakeven $1,233.30
Implied vol 44.5%
Delta -0.102 ≈10% ITM
Gamma 0.001
Theta -0.647
Vega 0.538
Open interest 28
Model this put
0
—
39.8%
0.906
—
1260
—
-0.106
42.6%
—
0
Call · $1260
In the money
Last —
Breakeven —
Implied vol 39.8%
Delta 0.906 ≈91% ITM
Gamma 0.001
Theta -0.665
Vega 0.538
Open interest 0
Model this call
Put · $1260
Last —
Breakeven —
Implied vol 42.6%
Delta -0.106 ≈11% ITM
Gamma 0.001
Theta -0.638
Vega 0.54
Open interest 0
Model this put
0
—
38.1%
0.901
—
1270
—
-0.113
41.2%
—
0
Call · $1270
In the money
Last —
Breakeven —
Implied vol 38.1%
Delta 0.901 ≈90% ITM
Gamma 0.001
Theta -0.665
Vega 0.54
Open interest 0
Model this call
Put · $1270
Last —
Breakeven —
Implied vol 41.2%
Delta -0.113 ≈11% ITM
Gamma 0.001
Theta -0.649
Vega 0.544
Open interest 0
Model this put
0
—
39%
0.883
—
1280
—
-0.123
39.9%
—
0
Call · $1280
In the money
Last —
Breakeven —
Implied vol 39%
Delta 0.883 ≈88% ITM
Gamma 0.002
Theta -0.759
Vega 0.544
Open interest 0
Model this call
Put · $1280
Last —
Breakeven —
Implied vol 39.9%
Delta -0.123 ≈12% ITM
Gamma 0.002
Theta -0.664
Vega 0.816
Open interest 0
Model this put
0
—
37.4%
0.873
—
1290
$11.00
-0.137
38.9%
1
0
Call · $1290
In the money
Last —
Breakeven —
Implied vol 37.4%
Delta 0.873 ≈87% ITM
Gamma 0.002
Theta -0.762
Vega 0.819
Open interest 0
Model this call
Put · $1290
Last $11.00
Breakeven $1,279.00
Implied vol 38.9%
Delta -0.137 ≈14% ITM
Gamma 0.002
Theta -0.694
Vega 0.82
Open interest 0
Model this put
1
1
36.3%
0.859
$27.94
1300
$6.00
-0.156
38.5%
1
3
Call · $1300
In the money
Last $27.94
Breakeven $1,327.94
Implied vol 36.3%
Delta 0.859 ≈86% ITM
Gamma 0.002
Theta -0.786
Vega 0.822
Open interest 1
Model this call
Put · $1300
Last $6.00
Breakeven $1,294.00
Implied vol 38.5%
Delta -0.156 ≈16% ITM
Gamma 0.002
Theta -0.741
Vega 0.825
Open interest 3
Model this put
3
1
34.6%
0.824
$59.01
1320
$13.80
-0.186
36.2%
1
1
Call · $1320
In the money
Last $59.01
Breakeven $1,379.01
Implied vol 34.6%
Delta 0.824 ≈82% ITM
Gamma 0.002
Theta -0.85
Vega 0.831
Open interest 3
Model this call
Put · $1320
Last $13.80
Breakeven $1,306.20
Implied vol 36.2%
Delta -0.186 ≈19% ITM
Gamma 0.002
Theta -0.784
Vega 0.833
Open interest 1
Model this put
6
1
33.9%
0.778
$34.05
1340
$15.40
-0.211
32.2%
1
1
Call · $1340
In the money
Last $34.05
Breakeven $1,374.05
Implied vol 33.9%
Delta 0.778 ≈78% ITM
Gamma 0.003
Theta -0.948
Vega 1.099
Open interest 6
Model this call
Put · $1340
Last $15.40
Breakeven $1,324.60
Implied vol 32.2%
Delta -0.211 ≈21% ITM
Gamma 0.003
Theta -0.759
Vega 0.951
Open interest 1
Model this put
4
1
31.7%
0.728
$63.50
1360
$47.00
-0.268
30.8%
1
2
Call · $1360
In the money
Last $63.50
Breakeven $1,423.50
Implied vol 31.7%
Delta 0.728 ≈73% ITM
Gamma 0.003
Theta -0.971
Vega 1.11
Open interest 4
Model this call
Put · $1360
Last $47.00
Breakeven $1,313.00
Implied vol 30.8%
Delta -0.268 ≈27% ITM
Gamma 0.003
Theta -0.807
Vega 1.11
Open interest 2
Model this put
19
2
31.7%
0.662
$81.00
1380
$56.94
-0.331
29.6%
4
4
Call · $1380
In the money
Last $81.00
Breakeven $1,461.00
Implied vol 31.7%
Delta 0.662 ≈66% ITM
Gamma 0.004
Theta -1.065
Vega 1.285
Open interest 19
Model this call
Put · $1380
Last $56.94
Breakeven $1,323.06
Implied vol 29.6%
Delta -0.331 ≈33% ITM
Gamma 0.004
Theta -0.863
Vega 1.138
Open interest 4
Model this put
2
1
29.5%
0.591
$42.31
1400
—
-0.405
26.8%
—
0
Call · $1400
In the money
Last $42.31
Breakeven $1,442.31
Implied vol 29.5%
Delta 0.591 ≈59% ITM
Gamma 0.004
Theta -1.035
Vega 1.3
Open interest 2
Model this call
Put · $1400
Last —
Breakeven —
Implied vol 26.8%
Delta -0.405 ≈41% ITM
Gamma 0.004
Theta -0.811
Vega 1.299
Open interest 0
Model this put
Underlying $1,416.30
6
2
29.1%
0.51
$32.97
1420
—
-0.496
25.8%
—
0
Call · $1420
Last $32.97
Breakeven $1,452.97
Implied vol 29.1%
Delta 0.51 ≈51% ITM
Gamma 0.004
Theta -1.046
Vega 1.317
Open interest 6
Model this call
Put · $1420
In the money
Last —
Breakeven —
Implied vol 25.8%
Delta -0.496 ≈50% ITM
Gamma 0.005
Theta -0.803
Vega 1.317
Open interest 0
Model this put
4
1
28.3%
0.426
$30.50
1440
—
-0.595
24.5%
—
0
Call · $1440
Last $30.50
Breakeven $1,470.50
Implied vol 28.3%
Delta 0.426 ≈43% ITM
Gamma 0.004
Theta -0.981
Vega 1.335
Open interest 4
Model this call
Put · $1440
In the money
Last —
Breakeven —
Implied vol 24.5%
Delta -0.595 ≈60% ITM
Gamma 0.005
Theta -0.721
Vega 1.331
Open interest 0
Model this put
14
11
27.1%
0.339
$23.15
1460
—
-0.687
24.4%
—
0
Call · $1460
Last $23.15
Breakeven $1,483.15
Implied vol 27.1%
Delta 0.339 ≈34% ITM
Gamma 0.004
Theta -0.873
Vega 1.185
Open interest 14
Model this call
Put · $1460
In the money
Last —
Breakeven —
Implied vol 24.4%
Delta -0.687 ≈69% ITM
Gamma 0.005
Theta -0.639
Vega 1.178
Open interest 0
Model this put
0
1
25.9%
0.251
$11.20
1480
—
-0.775
24%
—
0
Call · $1480
Last $11.20
Breakeven $1,491.20
Implied vol 25.9%
Delta 0.251 ≈25% ITM
Gamma 0.004
Theta -0.729
Vega 1.204
Open interest 0
Model this call
Put · $1480
In the money
Last —
Breakeven —
Implied vol 24%
Delta -0.775 ≈77% ITM
Gamma 0.004
Theta -0.522
Vega 0.909
Open interest 0
Model this put
3
1
28.2%
0.211
$12.37
1500
—
-0.874
21.8%
—
0
Call · $1500
Last $12.37
Breakeven $1,512.37
Implied vol 28.2%
Delta 0.211 ≈21% ITM
Gamma 0.003
Theta -0.707
Vega 0.929
Open interest 3
Model this call
Put · $1500
In the money
Last —
Breakeven —
Implied vol 21.8%
Delta -0.874 ≈87% ITM
Gamma 0.003
Theta -0.302
Vega 0.592
Open interest 0
Model this put
5
1
23.9%
0.115
$9.48
1520
—
-0.919
22.3%
—
0
Call · $1520
Last $9.48
Breakeven $1,529.48
Implied vol 23.9%
Delta 0.115 ≈12% ITM
Gamma 0.002
Theta -0.401
Vega 0.635
Open interest 5
Model this call
Put · $1520
In the money
Last —
Breakeven —
Implied vol 22.3%
Delta -0.919 ≈92% ITM
Gamma 0.003
Theta -0.21
Vega 0.546
Open interest 0
Model this put
11
1
32.3%
0.145
$7.53
1540
—
—
—
—
0
Call · $1540
Last $7.53
Breakeven $1,547.53
Implied vol 32.3%
Delta 0.145 ≈15% ITM
Gamma 0.002
Theta -0.643
Vega 0.629
Open interest 11
Model this call
Put · $1540
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
10
10
35%
0.132
$5.55
1560
—
—
—
—
0
Call · $1560
Last $5.55
Breakeven $1,565.55
Implied vol 35%
Delta 0.132 ≈13% ITM
Gamma 0.002
Theta -0.642
Vega 0.633
Open interest 10
Model this call
Put · $1560
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
38.1%
0.123
$1.55
1580
$147.30
—
—
1
0
Call · $1580
Last $1.55
Breakeven $1,581.55
Implied vol 38.1%
Delta 0.123 ≈12% ITM
Gamma 0.002
Theta -0.66
Vega 0.636
Open interest 1
Model this call
Put · $1580
In the money
Last $147.30
Breakeven $1,432.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
41.1%
0.115
—
1600
—
—
—
—
0
Call · $1600
Last —
Breakeven —
Implied vol 41.1%
Delta 0.115 ≈12% ITM
Gamma 0.001
Theta -0.678
Vega 0.639
Open interest 0
Model this call
Put · $1600
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
1620
—
—
—
—
0
Call · $1620
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1620
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put