0
—
80.7%
0.987
—
390
$0.65
-0.019
86.9%
1
1
Call · $390
In the money
Last —
Breakeven —
Implied vol 80.7%
Delta 0.987 ≈99% ITM
Gamma 0
Theta -0.117
Vega 0.064
Open interest 0
Model this call
Put · $390
Last $0.65
Breakeven $389.35
Implied vol 86.9%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.125
Vega 0.064
Open interest 1
Model this put
0
—
73.1%
0.99
—
400
—
-0.02
82.7%
—
0
Call · $400
In the money
Last —
Breakeven —
Implied vol 73.1%
Delta 0.99 ≈99% ITM
Gamma 0
Theta -0.094
Vega 0.064
Open interest 0
Model this call
Put · $400
Last —
Breakeven —
Implied vol 82.7%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.124
Vega 0.065
Open interest 0
Model this put
0
—
69.5%
0.989
—
410
—
-0.029
84.7%
—
0
Call · $410
In the money
Last —
Breakeven —
Implied vol 69.5%
Delta 0.989 ≈99% ITM
Gamma 0
Theta -0.097
Vega 0.065
Open interest 0
Model this call
Put · $410
Last —
Breakeven —
Implied vol 84.7%
Delta -0.029 ≈3% ITM
Gamma 0
Theta -0.174
Vega 0.131
Open interest 0
Model this put
0
—
67.5%
0.986
—
420
—
-0.02
73.1%
—
0
Call · $420
In the money
Last —
Breakeven —
Implied vol 67.5%
Delta 0.986 ≈99% ITM
Gamma 0
Theta -0.11
Vega 0.066
Open interest 0
Model this call
Put · $420
Last —
Breakeven —
Implied vol 73.1%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.112
Vega 0.066
Open interest 0
Model this put
0
—
67%
0.981
—
430
—
-0.024
71.4%
—
0
Call · $430
In the money
Last —
Breakeven —
Implied vol 67%
Delta 0.981 ≈98% ITM
Gamma 0
Theta -0.133
Vega 0.067
Open interest 0
Model this call
Put · $430
Last —
Breakeven —
Implied vol 71.4%
Delta -0.024 ≈2% ITM
Gamma 0
Theta -0.127
Vega 0.067
Open interest 0
Model this put
0
—
59.1%
0.985
—
440
$1.30
-0.044
77.3%
10
11
Call · $440
In the money
Last —
Breakeven —
Implied vol 59.1%
Delta 0.985 ≈99% ITM
Gamma 0
Theta -0.105
Vega 0.067
Open interest 0
Model this call
Put · $440
Last $1.30
Breakeven $438.70
Implied vol 77.3%
Delta -0.044 ≈4% ITM
Gamma 0.001
Theta -0.226
Vega 0.136
Open interest 11
Model this put
2
2
63.9%
0.971
$107.81
450
—
-0.048
73.7%
—
0
Call · $450
In the money
Last $107.81
Breakeven $557.81
Implied vol 63.9%
Delta 0.971 ≈97% ITM
Gamma 0.001
Theta -0.168
Vega 0.137
Open interest 2
Model this call
Put · $450
Last —
Breakeven —
Implied vol 73.7%
Delta -0.048 ≈5% ITM
Gamma 0.001
Theta -0.231
Vega 0.138
Open interest 0
Model this put
1
1
60.3%
0.968
$162.71
460
—
-0.069
77.4%
—
0
Call · $460
In the money
Last $162.71
Breakeven $622.71
Implied vol 60.3%
Delta 0.968 ≈97% ITM
Gamma 0.001
Theta -0.172
Vega 0.138
Open interest 1
Model this call
Put · $460
Last —
Breakeven —
Implied vol 77.4%
Delta -0.069 ≈7% ITM
Gamma 0.001
Theta -0.322
Vega 0.241
Open interest 0
Model this put
0
—
58.3%
0.961
—
470
—
-0.077
74.2%
—
0
Call · $470
In the money
Last —
Breakeven —
Implied vol 58.3%
Delta 0.961 ≈96% ITM
Gamma 0.001
Theta -0.191
Vega 0.14
Open interest 0
Model this call
Put · $470
Last —
Breakeven —
Implied vol 74.2%
Delta -0.077 ≈8% ITM
Gamma 0.001
Theta -0.336
Vega 0.243
Open interest 0
Model this put
0
—
59.8%
0.946
—
480
$7.35
-0.072
66.1%
2
4
Call · $480
In the money
Last —
Breakeven —
Implied vol 59.8%
Delta 0.946 ≈95% ITM
Gamma 0.001
Theta -0.247
Vega 0.142
Open interest 0
Model this call
Put · $480
Last $7.35
Breakeven $472.65
Implied vol 66.1%
Delta -0.072 ≈7% ITM
Gamma 0.001
Theta -0.284
Vega 0.246
Open interest 4
Model this put
0
—
55.7%
0.943
—
490
—
-0.076
61.3%
—
0
Call · $490
In the money
Last —
Breakeven —
Implied vol 55.7%
Delta 0.943 ≈94% ITM
Gamma 0.001
Theta -0.243
Vega 0.143
Open interest 0
Model this call
Put · $490
Last —
Breakeven —
Implied vol 61.3%
Delta -0.076 ≈8% ITM
Gamma 0.001
Theta -0.275
Vega 0.248
Open interest 0
Model this put
0
—
40.5%
0.974
—
500
$4.85
-0.084
57.3%
51
54
Call · $500
In the money
Last —
Breakeven —
Implied vol 40.5%
Delta 0.974 ≈97% ITM
Gamma 0.001
Theta -0.12
Vega 0.142
Open interest 0
Model this call
Put · $500
Last $4.85
Breakeven $495.15
Implied vol 57.3%
Delta -0.084 ≈8% ITM
Gamma 0.002
Theta -0.274
Vega 0.25
Open interest 54
Model this put
1
2
51.9%
0.914
$42.58
510
—
-0.112
60.1%
—
0
Call · $510
In the money
Last $42.58
Breakeven $552.58
Implied vol 51.9%
Delta 0.914 ≈91% ITM
Gamma 0.002
Theta -0.298
Vega 0.253
Open interest 1
Model this call
Put · $510
Last —
Breakeven —
Implied vol 60.1%
Delta -0.112 ≈11% ITM
Gamma 0.002
Theta -0.364
Vega 0.256
Open interest 0
Model this put
15
15
43.8%
0.923
$115.66
520
$8.23
-0.131
57.5%
1
1
Call · $520
In the money
Last $115.66
Breakeven $635.66
Implied vol 43.8%
Delta 0.923 ≈92% ITM
Gamma 0.002
Theta -0.24
Vega 0.254
Open interest 15
Model this call
Put · $520
Last $8.23
Breakeven $511.77
Implied vol 57.5%
Delta -0.131 ≈13% ITM
Gamma 0.002
Theta -0.383
Vega 0.385
Open interest 1
Model this put
1
1
49.8%
0.871
$54.00
530
$7.90
-0.144
53%
2
2
Call · $530
In the money
Last $54.00
Breakeven $584.00
Implied vol 49.8%
Delta 0.871 ≈87% ITM
Gamma 0.003
Theta -0.373
Vega 0.388
Open interest 1
Model this call
Put · $530
Last $7.90
Breakeven $522.10
Implied vol 53%
Delta -0.144 ≈14% ITM
Gamma 0.003
Theta -0.373
Vega 0.388
Open interest 2
Model this put
15
15
44%
0.864
$97.57
540
$6.80
-0.182
54.7%
1
1
Call · $540
In the money
Last $97.57
Breakeven $637.57
Implied vol 44%
Delta 0.864 ≈86% ITM
Gamma 0.003
Theta -0.345
Vega 0.391
Open interest 15
Model this call
Put · $540
Last $6.80
Breakeven $533.20
Implied vol 54.7%
Delta -0.182 ≈18% ITM
Gamma 0.003
Theta -0.453
Vega 0.393
Open interest 1
Model this put
1
1
48.9%
0.805
$68.00
550
$10.20
-0.206
51.9%
1
1
Call · $550
In the money
Last $68.00
Breakeven $618.00
Implied vol 48.9%
Delta 0.805 ≈81% ITM
Gamma 0.004
Theta -0.469
Vega 0.397
Open interest 1
Model this call
Put · $550
Last $10.20
Breakeven $539.80
Implied vol 51.9%
Delta -0.206 ≈21% ITM
Gamma 0.004
Theta -0.466
Vega 0.519
Open interest 1
Model this put
0
—
47.7%
0.768
—
560
$12.45
-0.241
49.9%
1
1
Call · $560
In the money
Last —
Breakeven —
Implied vol 47.7%
Delta 0.768 ≈77% ITM
Gamma 0.004
Theta -0.5
Vega 0.524
Open interest 0
Model this call
Put · $560
Last $12.45
Breakeven $547.55
Implied vol 49.9%
Delta -0.241 ≈24% ITM
Gamma 0.004
Theta -0.483
Vega 0.525
Open interest 1
Model this put
1
2
47.9%
0.721
$32.04
570
$13.05
-0.281
48.2%
1
1
Call · $570
In the money
Last $32.04
Breakeven $602.04
Implied vol 47.9%
Delta 0.721 ≈72% ITM
Gamma 0.004
Theta -0.546
Vega 0.53
Open interest 1
Model this call
Put · $570
Last $13.05
Breakeven $556.95
Implied vol 48.2%
Delta -0.281 ≈28% ITM
Gamma 0.004
Theta -0.503
Vega 0.531
Open interest 1
Model this put
1
2
46.2%
0.679
$27.52
580
$17.00
-0.328
48.7%
2
2
Call · $580
In the money
Last $27.52
Breakeven $607.52
Implied vol 46.2%
Delta 0.679 ≈68% ITM
Gamma 0.005
Theta -0.567
Vega 0.536
Open interest 1
Model this call
Put · $580
Last $17.00
Breakeven $563.00
Implied vol 48.7%
Delta -0.328 ≈33% ITM
Gamma 0.005
Theta -0.552
Vega 0.613
Open interest 2
Model this put
1
1
46%
0.626
$40.90
590
—
-0.379
48.3%
—
0
Call · $590
In the money
Last $40.90
Breakeven $630.90
Implied vol 46%
Delta 0.626 ≈63% ITM
Gamma 0.005
Theta -0.586
Vega 0.62
Open interest 1
Model this call
Put · $590
Last —
Breakeven —
Implied vol 48.3%
Delta -0.379 ≈38% ITM
Gamma 0.005
Theta -0.565
Vega 0.62
Open interest 0
Model this put
3
1
44.8%
0.573
$45.10
600
$21.75
-0.431
50.8%
1
1
Call · $600
In the money
Last $45.10
Breakeven $645.10
Implied vol 44.8%
Delta 0.573 ≈57% ITM
Gamma 0.006
Theta -0.588
Vega 0.626
Open interest 3
Model this call
Put · $600
Last $21.75
Breakeven $578.25
Implied vol 50.8%
Delta -0.431 ≈43% ITM
Gamma 0.005
Theta -0.615
Vega 0.627
Open interest 1
Model this put
Underlying $608.83
2
1
45.1%
0.518
$31.80
610
—
-0.483
46.5%
—
0
Call · $610
Last $31.80
Breakeven $641.80
Implied vol 45.1%
Delta 0.518 ≈52% ITM
Gamma 0.006
Theta -0.604
Vega 0.633
Open interest 2
Model this call
Put · $610
In the money
Last —
Breakeven —
Implied vol 46.5%
Delta -0.483 ≈48% ITM
Gamma 0.005
Theta -0.571
Vega 0.633
Open interest 0
Model this put
1
1
44.4%
0.462
$31.90
620
—
-0.538
45.6%
—
0
Call · $620
Last $31.90
Breakeven $651.90
Implied vol 44.4%
Delta 0.462 ≈46% ITM
Gamma 0.006
Theta -0.584
Vega 0.64
Open interest 1
Model this call
Put · $620
In the money
Last —
Breakeven —
Implied vol 45.6%
Delta -0.538 ≈54% ITM
Gamma 0.006
Theta -0.549
Vega 0.64
Open interest 0
Model this put
2
1
44.2%
0.406
$27.34
630
$43.30
-0.585
47.7%
2
1
Call · $630
Last $27.34
Breakeven $657.34
Implied vol 44.2%
Delta 0.406 ≈41% ITM
Gamma 0.006
Theta -0.57
Vega 0.647
Open interest 2
Model this call
Put · $630
In the money
Last $43.30
Breakeven $586.70
Implied vol 47.7%
Delta -0.585 ≈59% ITM
Gamma 0.005
Theta -0.565
Vega 0.645
Open interest 1
Model this put
10
10
44.1%
0.355
$23.60
640
—
-0.638
46.7%
—
0
Call · $640
Last $23.60
Breakeven $663.60
Implied vol 44.1%
Delta 0.355 ≈36% ITM
Gamma 0.005
Theta -0.543
Vega 0.572
Open interest 10
Model this call
Put · $640
In the money
Last —
Breakeven —
Implied vol 46.7%
Delta -0.638 ≈64% ITM
Gamma 0.005
Theta -0.529
Vega 0.571
Open interest 0
Model this put
3
3
44.6%
0.31
$18.78
650
—
-0.687
46%
—
0
Call · $650
Last $18.78
Breakeven $668.78
Implied vol 44.6%
Delta 0.31 ≈31% ITM
Gamma 0.005
Theta -0.516
Vega 0.578
Open interest 3
Model this call
Put · $650
In the money
Last —
Breakeven —
Implied vol 46%
Delta -0.687 ≈69% ITM
Gamma 0.005
Theta -0.484
Vega 0.576
Open interest 0
Model this put
250
250
42.8%
0.252
$17.30
660
$63.40
-0.727
47%
4
2
Call · $660
Last $17.30
Breakeven $677.30
Implied vol 42.8%
Delta 0.252 ≈25% ITM
Gamma 0.005
Theta -0.454
Vega 0.447
Open interest 250
Model this call
Put · $660
In the money
Last $63.40
Breakeven $596.60
Implied vol 47%
Delta -0.727 ≈73% ITM
Gamma 0.005
Theta -0.465
Vega 0.577
Open interest 2
Model this put
61
1
43.5%
0.219
$14.00
670
—
-0.771
46.3%
—
0
Call · $670
Last $14.00
Breakeven $684.00
Implied vol 43.5%
Delta 0.219 ≈22% ITM
Gamma 0.004
Theta -0.42
Vega 0.451
Open interest 61
Model this call
Put · $670
In the money
Last —
Breakeven —
Implied vol 46.3%
Delta -0.771 ≈77% ITM
Gamma 0.004
Theta -0.413
Vega 0.447
Open interest 0
Model this put
0
—
43.4%
0.181
—
680
—
-0.81
45.6%
—
0
Call · $680
Last —
Breakeven —
Implied vol 43.4%
Delta 0.181 ≈18% ITM
Gamma 0.004
Theta -0.373
Vega 0.456
Open interest 0
Model this call
Put · $680
In the money
Last —
Breakeven —
Implied vol 45.6%
Delta -0.81 ≈81% ITM
Gamma 0.004
Theta -0.357
Vega 0.448
Open interest 0
Model this put
0
—
45.6%
0.16
—
690
—
-0.811
50.9%
—
0
Call · $690
Last —
Breakeven —
Implied vol 45.6%
Delta 0.16 ≈16% ITM
Gamma 0.003
Theta -0.364
Vega 0.459
Open interest 0
Model this call
Put · $690
In the money
Last —
Breakeven —
Implied vol 50.9%
Delta -0.811 ≈81% ITM
Gamma 0.003
Theta -0.399
Vega 0.451
Open interest 0
Model this put
3
3
43.4%
0.122
$5.50
700
—
-0.869
46.2%
—
0
Call · $700
Last $5.50
Breakeven $705.50
Implied vol 43.4%
Delta 0.122 ≈12% ITM
Gamma 0.003
Theta -0.286
Vega 0.31
Open interest 3
Model this call
Put · $700
In the money
Last —
Breakeven —
Implied vol 46.2%
Delta -0.869 ≈87% ITM
Gamma 0.003
Theta -0.277
Vega 0.301
Open interest 0
Model this put
1
1
46.4%
0.116
$2.00
710
—
-0.871
50.2%
—
0
Call · $710
Last $2.00
Breakeven $712.00
Implied vol 46.4%
Delta 0.116 ≈12% ITM
Gamma 0.003
Theta -0.293
Vega 0.312
Open interest 1
Model this call
Put · $710
In the money
Last —
Breakeven —
Implied vol 50.2%
Delta -0.871 ≈87% ITM
Gamma 0.003
Theta -0.3
Vega 0.303
Open interest 0
Model this put
1
1
49.7%
0.112
$4.95
720
—
-0.895
49.7%
—
0
Call · $720
Last $4.95
Breakeven $724.95
Implied vol 49.7%
Delta 0.112 ≈11% ITM
Gamma 0.002
Theta -0.305
Vega 0.313
Open interest 1
Model this call
Put · $720
In the money
Last —
Breakeven —
Implied vol 49.7%
Delta -0.895 ≈89% ITM
Gamma 0.002
Theta -0.25
Vega 0.301
Open interest 0
Model this put
0
—
51.3%
0.1
—
730
—
-0.912
50.4%
—
0
Call · $730
Last —
Breakeven —
Implied vol 51.3%
Delta 0.1 ≈10% ITM
Gamma 0.002
Theta -0.291
Vega 0.316
Open interest 0
Model this call
Put · $730
In the money
Last —
Breakeven —
Implied vol 50.4%
Delta -0.912 ≈91% ITM
Gamma 0.002
Theta -0.221
Vega 0.295
Open interest 0
Model this put
10
10
57.1%
0.11
$4.55
740
—
-0.924
51.9%
—
0
Call · $740
Last $4.55
Breakeven $744.55
Implied vol 57.1%
Delta 0.11 ≈11% ITM
Gamma 0.002
Theta -0.346
Vega 0.317
Open interest 10
Model this call
Put · $740
In the money
Last —
Breakeven —
Implied vol 51.9%
Delta -0.924 ≈92% ITM
Gamma 0.002
Theta -0.204
Vega 0.281
Open interest 0
Model this put
10
10
55.2%
0.083
$4.45
750
—
-0.953
48.3%
—
0
Call · $750
Last $4.45
Breakeven $754.45
Implied vol 55.2%
Delta 0.083 ≈8% ITM
Gamma 0.002
Theta -0.274
Vega 0.32
Open interest 10
Model this call
Put · $750
In the money
Last —
Breakeven —
Implied vol 48.3%
Delta -0.953 ≈95% ITM
Gamma 0.002
Theta -0.121
Vega 0.163
Open interest 0
Model this put
0
—
56%
0.074
—
760
—
-0.955
50.7%
—
0
Call · $760
Last —
Breakeven —
Implied vol 56%
Delta 0.074 ≈7% ITM
Gamma 0.002
Theta -0.254
Vega 0.187
Open interest 0
Model this call
Put · $760
In the money
Last —
Breakeven —
Implied vol 50.7%
Delta -0.955 ≈95% ITM
Gamma 0.001
Theta -0.123
Vega 0.163
Open interest 0
Model this put
1
1
48%
0.034
$2.30
770
—
-0.958
52.8%
—
0
Call · $770
Last $2.30
Breakeven $772.30
Implied vol 48%
Delta 0.034 ≈3% ITM
Gamma 0.001
Theta -0.117
Vega 0.095
Open interest 1
Model this call
Put · $770
In the money
Last —
Breakeven —
Implied vol 52.8%
Delta -0.958 ≈96% ITM
Gamma 0.001
Theta -0.12
Vega 0.156
Open interest 0
Model this put
0
—
58.5%
0.062
—
780
—
-0.962
54.5%
—
0
Call · $780
Last —
Breakeven —
Implied vol 58.5%
Delta 0.062 ≈6% ITM
Gamma 0.001
Theta -0.229
Vega 0.189
Open interest 0
Model this call
Put · $780
In the money
Last —
Breakeven —
Implied vol 54.5%
Delta -0.962 ≈96% ITM
Gamma 0.001
Theta -0.113
Vega 0.157
Open interest 0
Model this put