1
1
—
—
$138.50
130
$0.03
-0.005
275.2%
5
68
Call · $130
In the money
Last $138.50
Breakeven $268.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $130
Last $0.03
Breakeven $129.97
Implied vol 275.2%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.128
Vega 0.004
Open interest 68
Model this put
1
1
252.9%
0.996
$137.10
135
$0.01
-0.011
297.3%
2
120
Call · $135
In the money
Last $137.10
Breakeven $272.10
Implied vol 252.9%
Delta 0.996 ≈100% ITM
Gamma 0
Theta -0.11
Vega 0.004
Open interest 1
Model this call
Put · $135
Last $0.01
Breakeven $134.99
Implied vol 297.3%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.282
Vega 0.01
Open interest 120
Model this put
2
1
239.7%
0.996
$127.00
140
$0.02
-0.01
279.2%
2
219
Call · $140
In the money
Last $127.00
Breakeven $267.00
Implied vol 239.7%
Delta 0.996 ≈100% ITM
Gamma 0
Theta -0.108
Vega 0.004
Open interest 2
Model this call
Put · $140
Last $0.02
Breakeven $139.98
Implied vol 279.2%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.259
Vega 0.01
Open interest 219
Model this put
1
1
226.8%
0.996
$127.55
145
$0.02
-0.011
266.9%
2
203
Call · $145
In the money
Last $127.55
Breakeven $272.55
Implied vol 226.8%
Delta 0.996 ≈100% ITM
Gamma 0
Theta -0.106
Vega 0.005
Open interest 1
Model this call
Put · $145
Last $0.02
Breakeven $144.98
Implied vol 266.9%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.269
Vega 0.011
Open interest 203
Model this put
1
1
209.1%
0.997
$122.60
150
$0.07
-0.024
296.2%
2
116
Call · $150
In the money
Last $122.60
Breakeven $272.60
Implied vol 209.1%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.084
Vega 0.005
Open interest 1
Model this call
Put · $150
Last $0.07
Breakeven $149.93
Implied vol 296.2%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.567
Vega 0.022
Open interest 116
Model this put
1
1
202.5%
0.996
$117.60
155
$0.02
-0.002
181.3%
60
53
Call · $155
In the money
Last $117.60
Breakeven $272.60
Implied vol 202.5%
Delta 0.996 ≈100% ITM
Gamma 0
Theta -0.102
Vega 0.005
Open interest 1
Model this call
Put · $155
Last $0.02
Breakeven $154.98
Implied vol 181.3%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.035
Vega 0.002
Open interest 53
Model this put
7
1
190.9%
0.995
$108.60
160
$0.02
-0.002
177.1%
132
19
Call · $160
In the money
Last $108.60
Breakeven $268.60
Implied vol 190.9%
Delta 0.995 ≈100% ITM
Gamma 0
Theta -0.1
Vega 0.005
Open interest 7
Model this call
Put · $160
Last $0.02
Breakeven $159.98
Implied vol 177.1%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.045
Vega 0.002
Open interest 19
Model this put
1
1
174.6%
0.996
$103.55
165
$0.05
-0.026
247.6%
2
3
Call · $165
In the money
Last $103.55
Breakeven $268.55
Implied vol 174.6%
Delta 0.996 ≈100% ITM
Gamma 0
Theta -0.078
Vega 0.005
Open interest 1
Model this call
Put · $165
Last $0.05
Breakeven $164.95
Implied vol 247.6%
Delta -0.026 ≈3% ITM
Gamma 0.001
Theta -0.505
Vega 0.023
Open interest 3
Model this put
1
1
195.4%
0.988
$49.83
170
$0.02
-0.003
158%
30
17
Call · $170
In the money
Last $49.83
Breakeven $219.83
Implied vol 195.4%
Delta 0.988 ≈99% ITM
Gamma 0.001
Theta -0.222
Vega 0.012
Open interest 1
Model this call
Put · $170
Last $0.02
Breakeven $169.98
Implied vol 158%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.045
Vega 0.002
Open interest 17
Model this put
3
1
181.6%
0.988
$93.60
175
$0.05
-0.007
167.4%
22
2k
Call · $175
In the money
Last $93.60
Breakeven $268.60
Implied vol 181.6%
Delta 0.988 ≈99% ITM
Gamma 0.001
Theta -0.204
Vega 0.012
Open interest 3
Model this call
Put · $175
Last $0.05
Breakeven $174.95
Implied vol 167.4%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.114
Vega 0.005
Open interest 2k
Model this put
3
1
174.4%
0.986
$48.37
180
$0.17
-0.017
179.2%
17
48
Call · $180
In the money
Last $48.37
Breakeven $228.37
Implied vol 174.4%
Delta 0.986 ≈99% ITM
Gamma 0.001
Theta -0.231
Vega 0.012
Open interest 3
Model this call
Put · $180
Last $0.17
Breakeven $179.83
Implied vol 179.2%
Delta -0.017 ≈2% ITM
Gamma 0.001
Theta -0.248
Vega 0.012
Open interest 48
Model this put
2
1
159.1%
0.987
$100.10
185
$0.03
-0.018
168.2%
8
65
Call · $185
In the money
Last $100.10
Breakeven $285.10
Implied vol 159.1%
Delta 0.987 ≈99% ITM
Gamma 0.001
Theta -0.197
Vega 0.012
Open interest 2
Model this call
Put · $185
Last $0.03
Breakeven $184.97
Implied vol 168.2%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.246
Vega 0.012
Open interest 65
Model this put
2
1
152.4%
0.984
$78.60
190
$0.05
-0.005
126.9%
22
317
Call · $190
In the money
Last $78.60
Breakeven $268.60
Implied vol 152.4%
Delta 0.984 ≈98% ITM
Gamma 0.001
Theta -0.224
Vega 0.012
Open interest 2
Model this call
Put · $190
Last $0.05
Breakeven $189.95
Implied vol 126.9%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.064
Vega 0.005
Open interest 317
Model this put
2
2
131.8%
0.989
$55.80
195
$0.04
-0.003
107%
11
91
Call · $195
In the money
Last $55.80
Breakeven $250.80
Implied vol 131.8%
Delta 0.989 ≈99% ITM
Gamma 0.001
Theta -0.145
Vega 0.012
Open interest 2
Model this call
Put · $195
Last $0.04
Breakeven $194.96
Implied vol 107%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.028
Vega 0.002
Open interest 91
Model this put
6
2
135.6%
0.979
$66.07
200
$0.14
-0.008
114.6%
20
33
Call · $200
In the money
Last $66.07
Breakeven $266.07
Implied vol 135.6%
Delta 0.979 ≈98% ITM
Gamma 0.001
Theta -0.248
Vega 0.013
Open interest 6
Model this call
Put · $200
Last $0.14
Breakeven $199.86
Implied vol 114.6%
Delta -0.008 ≈1% ITM
Gamma 0.001
Theta -0.086
Vega 0.005
Open interest 33
Model this put
4
2
125.5%
0.978
$60.75
205
$0.03
-0.043
147.3%
1
32
Call · $205
In the money
Last $60.75
Breakeven $265.75
Implied vol 125.5%
Delta 0.978 ≈98% ITM
Gamma 0.001
Theta -0.245
Vega 0.013
Open interest 4
Model this call
Put · $205
Last $0.03
Breakeven $204.97
Implied vol 147.3%
Delta -0.043 ≈4% ITM
Gamma 0.002
Theta -0.45
Vega 0.026
Open interest 32
Model this put
4
1
119.5%
0.974
$59.15
210
$0.07
-0.011
100.6%
114
111
Call · $210
In the money
Last $59.15
Breakeven $269.15
Implied vol 119.5%
Delta 0.974 ≈97% ITM
Gamma 0.002
Theta -0.271
Vega 0.026
Open interest 4
Model this call
Put · $210
Last $0.07
Breakeven $209.93
Implied vol 100.6%
Delta -0.011 ≈1% ITM
Gamma 0.001
Theta -0.102
Vega 0.013
Open interest 111
Model this put
6
1
108.7%
0.971
$47.05
215
$0.25
-0.063
137.1%
9
47
Call · $215
In the money
Last $47.05
Breakeven $262.05
Implied vol 108.7%
Delta 0.971 ≈97% ITM
Gamma 0.002
Theta -0.263
Vega 0.026
Open interest 6
Model this call
Put · $215
Last $0.25
Breakeven $214.75
Implied vol 137.1%
Delta -0.063 ≈6% ITM
Gamma 0.003
Theta -0.579
Vega 0.045
Open interest 47
Model this put
32
61
103.4%
0.97
$48.12
217.5
$0.22
-0.061
128.2%
5
4
Call · $217.5
In the money
Last $48.12
Breakeven $265.62
Implied vol 103.4%
Delta 0.97 ≈97% ITM
Gamma 0.002
Theta -0.259
Vega 0.026
Open interest 32
Model this call
Put · $217.5
Last $0.22
Breakeven $217.28
Implied vol 128.2%
Delta -0.061 ≈6% ITM
Gamma 0.003
Theta -0.531
Vega 0.045
Open interest 4
Model this put
9
2
101.1%
0.964
$46.24
220
$0.18
-0.017
85%
113
252
Call · $220
In the money
Last $46.24
Breakeven $266.24
Implied vol 101.1%
Delta 0.964 ≈96% ITM
Gamma 0.003
Theta -0.288
Vega 0.026
Open interest 9
Model this call
Put · $220
Last $0.18
Breakeven $219.82
Implied vol 85%
Delta -0.017 ≈2% ITM
Gamma 0.002
Theta -0.118
Vega 0.013
Open interest 252
Model this put
1
1
96.8%
0.961
$46.80
222.5
$0.62
-0.034
94%
1
21
Call · $222.5
In the money
Last $46.80
Breakeven $269.30
Implied vol 96.8%
Delta 0.961 ≈96% ITM
Gamma 0.003
Theta -0.295
Vega 0.027
Open interest 1
Model this call
Put · $222.5
Last $0.62
Breakeven $221.88
Implied vol 94%
Delta -0.034 ≈3% ITM
Gamma 0.003
Theta -0.24
Vega 0.027
Open interest 21
Model this put
22
2
72.7%
0.986
$51.48
225
$0.25
-0.026
82.9%
4
94
Call · $225
In the money
Last $51.48
Breakeven $276.48
Implied vol 72.7%
Delta 0.986 ≈99% ITM
Gamma 0.002
Theta -0.109
Vega 0.013
Open interest 22
Model this call
Put · $225
Last $0.25
Breakeven $224.75
Implied vol 82.9%
Delta -0.026 ≈3% ITM
Gamma 0.003
Theta -0.17
Vega 0.013
Open interest 94
Model this put
0
—
87.5%
0.956
—
227.5
$0.26
-0.03
79.8%
18
8
Call · $227.5
In the money
Last —
Breakeven —
Implied vol 87.5%
Delta 0.956 ≈96% ITM
Gamma 0.004
Theta -0.298
Vega 0.027
Open interest 0
Model this call
Put · $227.5
Last $0.26
Breakeven $227.24
Implied vol 79.8%
Delta -0.03 ≈3% ITM
Gamma 0.003
Theta -0.183
Vega 0.027
Open interest 8
Model this put
36
2
88.1%
0.944
$33.77
230
$0.40
-0.041
79.5%
68
374
Call · $230
In the money
Last $33.77
Breakeven $263.77
Implied vol 88.1%
Delta 0.944 ≈94% ITM
Gamma 0.005
Theta -0.361
Vega 0.027
Open interest 36
Model this call
Put · $230
Last $0.40
Breakeven $229.60
Implied vol 79.5%
Delta -0.041 ≈4% ITM
Gamma 0.004
Theta -0.235
Vega 0.027
Open interest 374
Model this put
0
—
86.4%
0.934
—
232.5
$0.52
-0.062
84.7%
2
10
Call · $232.5
In the money
Last —
Breakeven —
Implied vol 86.4%
Delta 0.934 ≈93% ITM
Gamma 0.005
Theta -0.402
Vega 0.047
Open interest 0
Model this call
Put · $232.5
Last $0.52
Breakeven $231.98
Implied vol 84.7%
Delta -0.062 ≈6% ITM
Gamma 0.005
Theta -0.353
Vega 0.03
Open interest 10
Model this put
8
1
83.3%
0.923
$30.55
235
$0.87
-0.063
78.1%
7
160
Call · $235
In the money
Last $30.55
Breakeven $265.55
Implied vol 83.3%
Delta 0.923 ≈92% ITM
Gamma 0.006
Theta -0.431
Vega 0.047
Open interest 8
Model this call
Put · $235
Last $0.87
Breakeven $234.13
Implied vol 78.1%
Delta -0.063 ≈6% ITM
Gamma 0.006
Theta -0.33
Vega 0.047
Open interest 160
Model this put
5
5
80.3%
0.911
$26.68
237.5
$1.06
-0.088
79.9%
2
316
Call · $237.5
In the money
Last $26.68
Breakeven $264.18
Implied vol 80.3%
Delta 0.911 ≈91% ITM
Gamma 0.007
Theta -0.46
Vega 0.047
Open interest 5
Model this call
Put · $237.5
Last $1.06
Breakeven $236.44
Implied vol 79.9%
Delta -0.088 ≈9% ITM
Gamma 0.007
Theta -0.43
Vega 0.047
Open interest 316
Model this put
81
1
78.3%
0.896
$24.64
240
$0.86
-0.087
72%
74
500
Call · $240
In the money
Last $24.64
Breakeven $264.64
Implied vol 78.3%
Delta 0.896 ≈90% ITM
Gamma 0.008
Theta -0.504
Vega 0.048
Open interest 81
Model this call
Put · $240
Last $0.86
Breakeven $239.14
Implied vol 72%
Delta -0.087 ≈9% ITM
Gamma 0.008
Theta -0.385
Vega 0.048
Open interest 500
Model this put
0
—
71.2%
0.893
—
242.5
$1.76
-0.127
78.6%
4
12
Call · $242.5
In the money
Last —
Breakeven —
Implied vol 71.2%
Delta 0.893 ≈89% ITM
Gamma 0.009
Theta -0.47
Vega 0.048
Open interest 0
Model this call
Put · $242.5
Last $1.76
Breakeven $240.74
Implied vol 78.6%
Delta -0.127 ≈13% ITM
Gamma 0.009
Theta -0.56
Vega 0.072
Open interest 12
Model this put
76
2
70.1%
0.871
$28.58
245
$1.47
-0.136
71.8%
164
332
Call · $245
In the money
Last $28.58
Breakeven $273.58
Implied vol 70.1%
Delta 0.871 ≈87% ITM
Gamma 0.011
Theta -0.528
Vega 0.072
Open interest 76
Model this call
Put · $245
Last $1.47
Breakeven $243.53
Implied vol 71.8%
Delta -0.136 ≈14% ITM
Gamma 0.011
Theta -0.531
Vega 0.072
Open interest 332
Model this put
0
—
68.7%
0.841
—
247.5
$1.86
-0.162
69.8%
3
674
Call · $247.5
In the money
Last —
Breakeven —
Implied vol 68.7%
Delta 0.841 ≈84% ITM
Gamma 0.012
Theta -0.585
Vega 0.073
Open interest 0
Model this call
Put · $247.5
Last $1.86
Breakeven $245.64
Implied vol 69.8%
Delta -0.162 ≈16% ITM
Gamma 0.012
Theta -0.578
Vega 0.073
Open interest 674
Model this put
1.8k
4
70.8%
0.801
$14.65
250
$2.30
-0.193
68.5%
73
4.5k
Call · $250
In the money
Last $14.65
Breakeven $264.65
Implied vol 70.8%
Delta 0.801 ≈80% ITM
Gamma 0.014
Theta -0.696
Vega 0.073
Open interest 1.8k
Model this call
Put · $250
Last $2.30
Breakeven $247.70
Implied vol 68.5%
Delta -0.193 ≈19% ITM
Gamma 0.014
Theta -0.636
Vega 0.073
Open interest 4.5k
Model this put
5
8
70.1%
0.765
$17.05
252.5
$2.88
-0.234
69.5%
6
511
Call · $252.5
In the money
Last $17.05
Breakeven $269.55
Implied vol 70.1%
Delta 0.765 ≈76% ITM
Gamma 0.016
Theta -0.757
Vega 0.096
Open interest 5
Model this call
Put · $252.5
Last $2.88
Breakeven $249.62
Implied vol 69.5%
Delta -0.234 ≈23% ITM
Gamma 0.016
Theta -0.723
Vega 0.096
Open interest 511
Model this put
47
1
66.9%
0.729
$13.15
255
$3.28
-0.275
68.5%
92
1.3k
Call · $255
In the money
Last $13.15
Breakeven $268.15
Implied vol 66.9%
Delta 0.729 ≈73% ITM
Gamma 0.017
Theta -0.771
Vega 0.097
Open interest 47
Model this call
Put · $255
Last $3.28
Breakeven $251.72
Implied vol 68.5%
Delta -0.275 ≈28% ITM
Gamma 0.017
Theta -0.77
Vega 0.097
Open interest 1.3k
Model this put
24
4
68.4%
0.68
$11.45
257.5
$5.69
-0.319
67.9%
250
237
Call · $257.5
In the money
Last $11.45
Breakeven $268.95
Implied vol 68.4%
Delta 0.68 ≈68% ITM
Gamma 0.019
Theta -0.855
Vega 0.097
Open interest 24
Model this call
Put · $257.5
Last $5.69
Breakeven $251.81
Implied vol 67.9%
Delta -0.319 ≈32% ITM
Gamma 0.019
Theta -0.823
Vega 0.097
Open interest 237
Model this put
270
5
68.9%
0.632
$10.90
260
$5.35
-0.367
67.6%
22
390
Call · $260
In the money
Last $10.90
Breakeven $270.90
Implied vol 68.9%
Delta 0.632 ≈63% ITM
Gamma 0.019
Theta -0.904
Vega 0.112
Open interest 270
Model this call
Put · $260
Last $5.35
Breakeven $254.65
Implied vol 67.6%
Delta -0.367 ≈37% ITM
Gamma 0.02
Theta -0.861
Vega 0.112
Open interest 390
Model this put
22
2
67.8%
0.582
$9.00
262.5
$6.00
-0.417
66.7%
11
292
Call · $262.5
In the money
Last $9.00
Breakeven $271.50
Implied vol 67.8%
Delta 0.582 ≈58% ITM
Gamma 0.02
Theta -0.915
Vega 0.112
Open interest 22
Model this call
Put · $262.5
Last $6.00
Breakeven $256.50
Implied vol 66.7%
Delta -0.417 ≈42% ITM
Gamma 0.021
Theta -0.875
Vega 0.112
Open interest 292
Model this put
3.1k
41
68.2%
0.531
$6.51
265
$7.05
-0.469
66.9%
14
2.8k
Call · $265
In the money
Last $6.51
Breakeven $271.51
Implied vol 68.2%
Delta 0.531 ≈53% ITM
Gamma 0.021
Theta -0.947
Vega 0.113
Open interest 3.1k
Model this call
Put · $265
Last $7.05
Breakeven $257.95
Implied vol 66.9%
Delta -0.469 ≈47% ITM
Gamma 0.021
Theta -0.904
Vega 0.113
Open interest 2.8k
Model this put
Underlying $266.62
32
5
67.2%
0.48
$5.48
267.5
$8.20
-0.521
66.8%
34
225
Call · $267.5
Last $5.48
Breakeven $272.98
Implied vol 67.2%
Delta 0.48 ≈48% ITM
Gamma 0.021
Theta -0.927
Vega 0.114
Open interest 32
Model this call
Put · $267.5
In the money
Last $8.20
Breakeven $259.30
Implied vol 66.8%
Delta -0.521 ≈52% ITM
Gamma 0.021
Theta -0.896
Vega 0.114
Open interest 225
Model this put
394
36
67.1%
0.429
$5.43
270
$10.20
-0.574
65.8%
17
179
Call · $270
Last $5.43
Breakeven $275.43
Implied vol 67.1%
Delta 0.429 ≈43% ITM
Gamma 0.021
Theta -0.908
Vega 0.114
Open interest 394
Model this call
Put · $270
In the money
Last $10.20
Breakeven $259.80
Implied vol 65.8%
Delta -0.574 ≈57% ITM
Gamma 0.021
Theta -0.864
Vega 0.114
Open interest 179
Model this put
56
1.4k
66.8%
0.377
$4.65
272.5
$15.00
-0.625
66.2%
91
61
Call · $272.5
Last $4.65
Breakeven $277.15
Implied vol 66.8%
Delta 0.377 ≈38% ITM
Gamma 0.02
Theta -0.885
Vega 0.115
Open interest 56
Model this call
Put · $272.5
In the money
Last $15.00
Breakeven $257.50
Implied vol 66.2%
Delta -0.625 ≈63% ITM
Gamma 0.021
Theta -0.851
Vega 0.115
Open interest 61
Model this put
287
77
66.2%
0.33
$3.80
275
$10.15
-0.67
66.5%
5
293
Call · $275
Last $3.80
Breakeven $278.80
Implied vol 66.2%
Delta 0.33 ≈33% ITM
Gamma 0.019
Theta -0.826
Vega 0.101
Open interest 287
Model this call
Put · $275
In the money
Last $10.15
Breakeven $264.85
Implied vol 66.5%
Delta -0.67 ≈67% ITM
Gamma 0.019
Theta -0.804
Vega 0.101
Open interest 293
Model this put
8
38
66.3%
0.286
$2.24
277.5
$16.33
-0.715
66.5%
1
18
Call · $277.5
Last $2.24
Breakeven $279.74
Implied vol 66.3%
Delta 0.286 ≈29% ITM
Gamma 0.018
Theta -0.774
Vega 0.102
Open interest 8
Model this call
Put · $277.5
In the money
Last $16.33
Breakeven $261.17
Implied vol 66.5%
Delta -0.715 ≈71% ITM
Gamma 0.018
Theta -0.752
Vega 0.102
Open interest 18
Model this put
103
34
66.9%
0.243
$2.40
280
$19.32
-0.761
65.9%
1
21
Call · $280
Last $2.40
Breakeven $282.40
Implied vol 66.9%
Delta 0.243 ≈24% ITM
Gamma 0.017
Theta -0.729
Vega 0.102
Open interest 103
Model this call
Put · $280
In the money
Last $19.32
Breakeven $260.68
Implied vol 65.9%
Delta -0.761 ≈76% ITM
Gamma 0.017
Theta -0.686
Vega 0.078
Open interest 21
Model this put
66
10
66.2%
0.207
$2.05
282.5
$18.41
-0.798
65.3%
2
1
Call · $282.5
Last $2.05
Breakeven $284.55
Implied vol 66.2%
Delta 0.207 ≈21% ITM
Gamma 0.015
Theta -0.648
Vega 0.079
Open interest 66
Model this call
Put · $282.5
In the money
Last $18.41
Breakeven $264.09
Implied vol 65.3%
Delta -0.798 ≈80% ITM
Gamma 0.015
Theta -0.608
Vega 0.078
Open interest 1
Model this put
71
21
64.7%
0.167
$1.68
285
$22.39
-0.833
65.1%
7
105
Call · $285
Last $1.68
Breakeven $286.68
Implied vol 64.7%
Delta 0.167 ≈17% ITM
Gamma 0.014
Theta -0.554
Vega 0.079
Open interest 71
Model this call
Put · $285
In the money
Last $22.39
Breakeven $262.61
Implied vol 65.1%
Delta -0.833 ≈83% ITM
Gamma 0.014
Theta -0.535
Vega 0.079
Open interest 105
Model this put
94
32
66.3%
0.14
$1.23
287.5
$24.40
-0.86
66.7%
2
10
Call · $287.5
Last $1.23
Breakeven $288.73
Implied vol 66.3%
Delta 0.14 ≈14% ITM
Gamma 0.012
Theta -0.513
Vega 0.053
Open interest 94
Model this call
Put · $287.5
In the money
Last $24.40
Breakeven $263.10
Implied vol 66.7%
Delta -0.86 ≈86% ITM
Gamma 0.012
Theta -0.492
Vega 0.053
Open interest 10
Model this put
340
363
65.4%
0.114
$1.00
290
$18.85
-0.883
66.4%
7
5
Call · $290
Last $1.00
Breakeven $291.00
Implied vol 65.4%
Delta 0.114 ≈11% ITM
Gamma 0.01
Theta -0.432
Vega 0.053
Open interest 340
Model this call
Put · $290
In the money
Last $18.85
Breakeven $271.15
Implied vol 66.4%
Delta -0.883 ≈88% ITM
Gamma 0.011
Theta -0.424
Vega 0.053
Open interest 5
Model this put
67
6
69.2%
0.106
$0.54
292.5
$26.80
-0.903
67.1%
10
12
Call · $292.5
Last $0.54
Breakeven $293.04
Implied vol 69.2%
Delta 0.106 ≈11% ITM
Gamma 0.009
Theta -0.431
Vega 0.053
Open interest 67
Model this call
Put · $292.5
In the money
Last $26.80
Breakeven $265.70
Implied vol 67.1%
Delta -0.903 ≈90% ITM
Gamma 0.009
Theta -0.371
Vega 0.053
Open interest 12
Model this put
238
119
69.3%
0.085
$0.40
295
$22.60
-0.945
60.4%
7
16
Call · $295
Last $0.40
Breakeven $295.40
Implied vol 69.3%
Delta 0.085 ≈9% ITM
Gamma 0.008
Theta -0.369
Vega 0.054
Open interest 238
Model this call
Put · $295
In the money
Last $22.60
Breakeven $272.40
Implied vol 60.4%
Delta -0.945 ≈94% ITM
Gamma 0.007
Theta -0.211
Vega 0.03
Open interest 16
Model this put
89
208
68.7%
0.067
$0.48
297.5
—
—
—
—
0
Call · $297.5
Last $0.48
Breakeven $297.98
Implied vol 68.7%
Delta 0.067 ≈7% ITM
Gamma 0.007
Theta -0.304
Vega 0.031
Open interest 89
Model this call
Put · $297.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
395
24
64.5%
0.043
$0.41
300
$24.45
-0.981
55.4%
1
5
Call · $300
Last $0.41
Breakeven $300.41
Implied vol 64.5%
Delta 0.043 ≈4% ITM
Gamma 0.005
Theta -0.199
Vega 0.031
Open interest 395
Model this call
Put · $300
In the money
Last $24.45
Breakeven $275.55
Implied vol 55.4%
Delta -0.981 ≈98% ITM
Gamma 0.003
Theta -0.072
Vega 0.014
Open interest 5
Model this put
76
9
69.8%
0.045
$0.38
302.5
—
—
—
—
0
Call · $302.5
Last $0.38
Breakeven $302.88
Implied vol 69.8%
Delta 0.045 ≈5% ITM
Gamma 0.005
Theta -0.225
Vega 0.032
Open interest 76
Model this call
Put · $302.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
141
10
72%
0.039
$0.24
305
$28.45
—
—
3
3
Call · $305
Last $0.24
Breakeven $305.24
Implied vol 72%
Delta 0.039 ≈4% ITM
Gamma 0.004
Theta -0.209
Vega 0.032
Open interest 141
Model this call
Put · $305
In the money
Last $28.45
Breakeven $276.55
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
25
1
75.6%
0.038
$0.28
307.5
—
—
—
—
0
Call · $307.5
Last $0.28
Breakeven $307.78
Implied vol 75.6%
Delta 0.038 ≈4% ITM
Gamma 0.004
Theta -0.213
Vega 0.032
Open interest 25
Model this call
Put · $307.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
60
1
81.4%
0.042
$0.10
310
$48.12
—
—
1
3
Call · $310
Last $0.10
Breakeven $310.10
Implied vol 81.4%
Delta 0.042 ≈4% ITM
Gamma 0.004
Theta -0.248
Vega 0.032
Open interest 60
Model this call
Put · $310
In the money
Last $48.12
Breakeven $261.88
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
9
1
71.7%
0.019
$1.09
312.5
—
—
—
—
0
Call · $312.5
Last $1.09
Breakeven $313.59
Implied vol 71.7%
Delta 0.019 ≈2% ITM
Gamma 0.002
Theta -0.11
Vega 0.016
Open interest 9
Model this call
Put · $312.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
17
10
80.6%
0.027
$0.05
315
—
—
—
—
0
Call · $315
Last $0.05
Breakeven $315.05
Implied vol 80.6%
Delta 0.027 ≈3% ITM
Gamma 0.003
Theta -0.17
Vega 0.016
Open interest 17
Model this call
Put · $315
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
20
20
78.1%
0.018
$0.10
317.5
—
—
—
—
0
Call · $317.5
Last $0.10
Breakeven $317.60
Implied vol 78.1%
Delta 0.018 ≈2% ITM
Gamma 0.002
Theta -0.116
Vega 0.016
Open interest 20
Model this call
Put · $317.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
29
1
91.9%
0.032
$0.37
320
$55.25
—
—
1
0
Call · $320
Last $0.37
Breakeven $320.37
Implied vol 91.9%
Delta 0.032 ≈3% ITM
Gamma 0.003
Theta -0.224
Vega 0.016
Open interest 29
Model this call
Put · $320
In the money
Last $55.25
Breakeven $264.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
15
15
94.2%
0.03
$1.14
322.5
—
—
—
—
0
Call · $322.5
Last $1.14
Breakeven $323.64
Implied vol 94.2%
Delta 0.03 ≈3% ITM
Gamma 0.003
Theta -0.219
Vega 0.016
Open interest 15
Model this call
Put · $322.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
34
6
95.3%
0.027
$0.10
325
—
—
—
—
0
Call · $325
Last $0.10
Breakeven $325.10
Implied vol 95.3%
Delta 0.027 ≈3% ITM
Gamma 0.002
Theta -0.202
Vega 0.016
Open interest 34
Model this call
Put · $325
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
98.8%
0.027
$1.05
327.5
—
—
—
—
0
Call · $327.5
Last $1.05
Breakeven $328.55
Implied vol 98.8%
Delta 0.027 ≈3% ITM
Gamma 0.002
Theta -0.21
Vega 0.016
Open interest 1
Model this call
Put · $327.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
45
12
88.8%
0.012
$0.20
330
—
—
—
—
0
Call · $330
Last $0.20
Breakeven $330.20
Implied vol 88.8%
Delta 0.012 ≈1% ITM
Gamma 0.001
Theta -0.094
Vega 0.007
Open interest 45
Model this call
Put · $330
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
203
81.5%
0.005
$0.03
332.5
—
—
—
—
0
Call · $332.5
Last $0.03
Breakeven $332.53
Implied vol 81.5%
Delta 0.005 ≈0% ITM
Gamma 0.001
Theta -0.038
Vega 0.007
Open interest 1
Model this call
Put · $332.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
97
110
84%
0.005
$0.03
335
—
—
—
—
0
Call · $335
Last $0.03
Breakeven $335.03
Implied vol 84%
Delta 0.005 ≈0% ITM
Gamma 0.001
Theta -0.039
Vega 0.003
Open interest 97
Model this call
Put · $335
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
344
91.4%
0.008
$0.03
337.5
—
—
—
—
0
Call · $337.5
Last $0.03
Breakeven $337.53
Implied vol 91.4%
Delta 0.008 ≈1% ITM
Gamma 0.001
Theta -0.067
Vega 0.007
Open interest 0
Model this call
Put · $337.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
13
16
89.7%
0.005
$0.02
340
$74.30
—
—
1
0
Call · $340
Last $0.02
Breakeven $340.02
Implied vol 89.7%
Delta 0.005 ≈0% ITM
Gamma 0.001
Theta -0.044
Vega 0.007
Open interest 13
Model this call
Put · $340
In the money
Last $74.30
Breakeven $265.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
22
92.9%
0.005
$0.02
342.5
—
—
—
—
0
Call · $342.5
Last $0.02
Breakeven $342.52
Implied vol 92.9%
Delta 0.005 ≈1% ITM
Gamma 0.001
Theta -0.048
Vega 0.007
Open interest 0
Model this call
Put · $342.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
13
50
92.7%
0.004
$0.03
345
$79.15
—
—
1
0
Call · $345
Last $0.03
Breakeven $345.03
Implied vol 92.7%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.039
Vega 0.003
Open interest 13
Model this call
Put · $345
In the money
Last $79.15
Breakeven $265.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
58
116.3%
0.017
$0.02
347.5
—
—
—
—
0
Call · $347.5
Last $0.02
Breakeven $347.52
Implied vol 116.3%
Delta 0.017 ≈2% ITM
Gamma 0.001
Theta -0.168
Vega 0.017
Open interest 0
Model this call
Put · $347.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
41
64
118.2%
0.016
$0.02
350
$74.05
—
—
1
0
Call · $350
Last $0.02
Breakeven $350.02
Implied vol 118.2%
Delta 0.016 ≈2% ITM
Gamma 0.001
Theta -0.16
Vega 0.017
Open interest 41
Model this call
Put · $350
In the money
Last $74.05
Breakeven $275.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put