NOC Stock — Northrop Grumman Corp: Options Chain

Calls		Puts
0	—	60.3%	0.982	—	$0.10	-0.006	50.3%	10	82
Call · $390 In the money Last — Breakeven — Implied vol 60.3% Delta 0.982 ≈98% ITM Gamma 0 Theta -0.082 Vega 0.063 Open interest 0 Model this call Put · $390 Last $0.10 Breakeven $389.90 Implied vol 50.3% Delta -0.006 ≈1% ITM Gamma 0 Theta -0.022 Vega 0.027 Open interest 82 Model this put
1	1	55.7%	0.985	$115.39	$0.50	-0.019	59.5%	1	50
Call · $395 In the money Last $115.39 Breakeven $510.39 Implied vol 55.7% Delta 0.985 ≈99% ITM Gamma 0 Theta -0.066 Vega 0.063 Open interest 1 Model this call Put · $395 Last $0.50 Breakeven $394.50 Implied vol 59.5% Delta -0.019 ≈2% ITM Gamma 0.001 Theta -0.076 Vega 0.063 Open interest 50 Model this put
3	20	52.7%	0.986	$145.00	$0.30	-0.011	52%	13	15
Call · $400 In the money Last $145.00 Breakeven $545.00 Implied vol 52.7% Delta 0.986 ≈99% ITM Gamma 0 Theta -0.06 Vega 0.063 Open interest 3 Model this call Put · $400 Last $0.30 Breakeven $399.70 Implied vol 52% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.042 Vega 0.063 Open interest 15 Model this put
3	2	45.2%	0.992	$151.23	$0.55	-0.059	75%	4	4
Call · $405 In the money Last $151.23 Breakeven $556.23 Implied vol 45.2% Delta 0.992 ≈99% ITM Gamma 0 Theta -0.037 Vega 0.027 Open interest 3 Model this call Put · $405 Last $0.55 Breakeven $404.45 Implied vol 75% Delta -0.059 ≈6% ITM Gamma 0.001 Theta -0.242 Vega 0.222 Open interest 4 Model this put
2	2	50.8%	0.982	$141.90	$0.15	-0.018	51.3%	10	63
Call · $410 In the money Last $141.90 Breakeven $551.90 Implied vol 50.8% Delta 0.982 ≈98% ITM Gamma 0.001 Theta -0.072 Vega 0.064 Open interest 2 Model this call Put · $410 Last $0.15 Breakeven $409.85 Implied vol 51.3% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.06 Vega 0.064 Open interest 63 Model this put
3	2	47.1%	0.985	$141.31	$1.89	-0.091	81.3%	1	3
Call · $415 In the money Last $141.31 Breakeven $556.31 Implied vol 47.1% Delta 0.985 ≈98% ITM Gamma 0.001 Theta -0.061 Vega 0.064 Open interest 3 Model this call Put · $415 Last $1.89 Breakeven $413.11 Implied vol 81.3% Delta -0.091 ≈9% ITM Gamma 0.001 Theta -0.364 Vega 0.225 Open interest 3 Model this put
3	2	40.6%	0.991	$137.21	$0.85	-0.022	49.1%	16	24
Call · $420 In the money Last $137.21 Breakeven $557.21 Implied vol 40.6% Delta 0.991 ≈99% ITM Gamma 0 Theta -0.039 Vega 0.028 Open interest 3 Model this call Put · $420 Last $0.85 Breakeven $419.15 Implied vol 49.1% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.069 Vega 0.065 Open interest 24 Model this put
1	1	40.3%	0.989	$135.83	$0.13	-0.037	53.1%	2	13
Call · $425 In the money Last $135.83 Breakeven $560.83 Implied vol 40.3% Delta 0.989 ≈99% ITM Gamma 0 Theta -0.044 Vega 0.028 Open interest 1 Model this call Put · $425 Last $0.13 Breakeven $424.87 Implied vol 53.1% Delta -0.037 ≈4% ITM Gamma 0.001 Theta -0.117 Vega 0.131 Open interest 13 Model this put
0	—	44.8%	0.976	—	$0.40	-0.015	41.2%	1	36
Call · $430 In the money Last — Breakeven — Implied vol 44.8% Delta 0.976 ≈98% ITM Gamma 0.001 Theta -0.082 Vega 0.066 Open interest 0 Model this call Put · $430 Last $0.40 Breakeven $429.60 Implied vol 41.2% Delta -0.015 ≈2% ITM Gamma 0.001 Theta -0.042 Vega 0.065 Open interest 36 Model this put
0	—	40.5%	0.981	—	$0.80	-0.062	56.7%	7	11
Call · $435 In the money Last — Breakeven — Implied vol 40.5% Delta 0.981 ≈98% ITM Gamma 0.001 Theta -0.066 Vega 0.066 Open interest 0 Model this call Put · $435 Last $0.80 Breakeven $434.20 Implied vol 56.7% Delta -0.062 ≈6% ITM Gamma 0.001 Theta -0.19 Vega 0.23 Open interest 11 Model this put
0	—	44.5%	0.964	—	$0.42	-0.022	40.2%	15	61
Call · $440 In the money Last — Breakeven — Implied vol 44.5% Delta 0.964 ≈96% ITM Gamma 0.001 Theta -0.109 Vega 0.133 Open interest 0 Model this call Put · $440 Last $0.42 Breakeven $439.58 Implied vol 40.2% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.058 Vega 0.066 Open interest 61 Model this put
3	3	42.3%	0.963	$109.98	$2.27	-0.03	40.9%	1	8
Call · $445 In the money Last $109.98 Breakeven $554.98 Implied vol 42.3% Delta 0.963 ≈96% ITM Gamma 0.001 Theta -0.108 Vega 0.134 Open interest 3 Model this call Put · $445 Last $2.27 Breakeven $442.73 Implied vol 40.9% Delta -0.03 ≈3% ITM Gamma 0.001 Theta -0.076 Vega 0.134 Open interest 8 Model this put
25	1	0.1%	0.999	$83.35	$0.60	-0.046	43%	1.1k	1.2k
Call · $450 In the money Last $83.35 Breakeven $533.35 Implied vol 0.1% Delta 0.999 ≈100% ITM Gamma 0 Theta -0.019 Vega 0 Open interest 25 Model this call Put · $450 Last $0.60 Breakeven $449.40 Implied vol 43% Delta -0.046 ≈5% ITM Gamma 0.002 Theta -0.113 Vega 0.135 Open interest 1.2k Model this put
4	1	33.4%	0.977	$64.10	$1.05	-0.031	36.5%	1	46
Call · $455 In the money Last $64.10 Breakeven $519.10 Implied vol 33.4% Delta 0.977 ≈98% ITM Gamma 0.001 Theta -0.066 Vega 0.067 Open interest 4 Model this call Put · $455 Last $1.05 Breakeven $453.95 Implied vol 36.5% Delta -0.031 ≈3% ITM Gamma 0.001 Theta -0.07 Vega 0.135 Open interest 46 Model this put
3	3	33.5%	0.971	$96.40	$1.16	-0.049	38.4%	18	105
Call · $460 In the money Last $96.40 Breakeven $556.40 Implied vol 33.5% Delta 0.971 ≈97% ITM Gamma 0.001 Theta -0.078 Vega 0.135 Open interest 3 Model this call Put · $460 Last $1.16 Breakeven $458.84 Implied vol 38.4% Delta -0.049 ≈5% ITM Gamma 0.002 Theta -0.105 Vega 0.136 Open interest 105 Model this put
1	1	32.2%	0.966	$55.67	$0.74	-0.038	33.4%	6	43
Call · $465 In the money Last $55.67 Breakeven $520.67 Implied vol 32.2% Delta 0.966 ≈97% ITM Gamma 0.002 Theta -0.084 Vega 0.136 Open interest 1 Model this call Put · $465 Last $0.74 Breakeven $464.26 Implied vol 33.4% Delta -0.038 ≈4% ITM Gamma 0.002 Theta -0.074 Vega 0.136 Open interest 43 Model this put
45	40	35%	0.943	$94.99	$1.00	-0.06	36.2%	136	236
Call · $470 In the money Last $94.99 Breakeven $564.99 Implied vol 35% Delta 0.943 ≈94% ITM Gamma 0.002 Theta -0.127 Vega 0.137 Open interest 45 Model this call Put · $470 Last $1.00 Breakeven $469.00 Implied vol 36.2% Delta -0.06 ≈6% ITM Gamma 0.002 Theta -0.118 Vega 0.174 Open interest 236 Model this put
1	1	34.3%	0.934	$61.00	$2.42	-0.122	45.5%	4	48
Call · $475 In the money Last $61.00 Breakeven $536.00 Implied vol 34.3% Delta 0.934 ≈93% ITM Gamma 0.003 Theta -0.139 Vega 0.239 Open interest 1 Model this call Put · $475 Last $2.42 Breakeven $472.58 Implied vol 45.5% Delta -0.122 ≈12% ITM Gamma 0.003 Theta -0.252 Vega 0.361 Open interest 48 Model this put
7	11	31.4%	0.935	$37.78	$1.75	-0.053	29.2%	4	128
Call · $480 In the money Last $37.78 Breakeven $517.78 Implied vol 31.4% Delta 0.935 ≈93% ITM Gamma 0.003 Theta -0.129 Vega 0.239 Open interest 7 Model this call Put · $480 Last $1.75 Breakeven $478.25 Implied vol 29.2% Delta -0.053 ≈5% ITM Gamma 0.003 Theta -0.084 Vega 0.138 Open interest 128 Model this put
5	3	33.5%	0.902	$50.00	$1.88	-0.12	37.8%	10	30
Call · $485 In the money Last $50.00 Breakeven $535.00 Implied vol 33.5% Delta 0.902 ≈90% ITM Gamma 0.003 Theta -0.177 Vega 0.242 Open interest 5 Model this call Put · $485 Last $1.88 Breakeven $483.12 Implied vol 37.8% Delta -0.12 ≈12% ITM Gamma 0.004 Theta -0.207 Vega 0.364 Open interest 30 Model this put
11	1	31.7%	0.894	$57.24	$2.70	-0.108	32.1%	3	91
Call · $490 In the money Last $57.24 Breakeven $547.24 Implied vol 31.7% Delta 0.894 ≈89% ITM Gamma 0.004 Theta -0.178 Vega 0.243 Open interest 11 Model this call Put · $490 Last $2.70 Breakeven $487.30 Implied vol 32.1% Delta -0.108 ≈11% ITM Gamma 0.004 Theta -0.161 Vega 0.243 Open interest 91 Model this put
5	3	30.1%	0.884	$34.10	$4.27	-0.127	31.8%	3	24
Call · $495 In the money Last $34.10 Breakeven $529.10 Implied vol 30.1% Delta 0.884 ≈88% ITM Gamma 0.004 Theta -0.182 Vega 0.244 Open interest 5 Model this call Put · $495 Last $4.27 Breakeven $490.73 Implied vol 31.8% Delta -0.127 ≈13% ITM Gamma 0.005 Theta -0.18 Vega 0.367 Open interest 24 Model this put
28	1	33.1%	0.834	$48.44	$4.10	-0.182	35.8%	17	121
Call · $500 In the money Last $48.44 Breakeven $548.44 Implied vol 33.1% Delta 0.834 ≈83% ITM Gamma 0.005 Theta -0.244 Vega 0.37 Open interest 28 Model this call Put · $500 Last $4.10 Breakeven $495.90 Implied vol 35.8% Delta -0.182 ≈18% ITM Gamma 0.005 Theta -0.255 Vega 0.371 Open interest 121 Model this put
9	6	29.7%	0.828	$23.62	$5.31	-0.206	35.4%	7	33
Call · $505 In the money Last $23.62 Breakeven $528.62 Implied vol 29.7% Delta 0.828 ≈83% ITM Gamma 0.006 Theta -0.226 Vega 0.371 Open interest 9 Model this call Put · $505 Last $5.31 Breakeven $499.69 Implied vol 35.4% Delta -0.206 ≈21% ITM Gamma 0.006 Theta -0.274 Vega 0.374 Open interest 33 Model this put
32	1	31.7%	0.786	$40.11	$6.10	-0.215	31.8%	11	253
Call · $510 In the money Last $40.11 Breakeven $550.11 Implied vol 31.7% Delta 0.786 ≈79% ITM Gamma 0.006 Theta -0.275 Vega 0.49 Open interest 32 Model this call Put · $510 Last $6.10 Breakeven $503.90 Implied vol 31.8% Delta -0.215 ≈21% ITM Gamma 0.006 Theta -0.252 Vega 0.49 Open interest 253 Model this put
12	2	31.2%	0.751	$35.88	$7.44	-0.249	31.3%	4	111
Call · $515 In the money Last $35.88 Breakeven $550.88 Implied vol 31.2% Delta 0.751 ≈75% ITM Gamma 0.007 Theta -0.289 Vega 0.493 Open interest 12 Model this call Put · $515 Last $7.44 Breakeven $507.56 Implied vol 31.3% Delta -0.249 ≈25% ITM Gamma 0.007 Theta -0.265 Vega 0.493 Open interest 111 Model this put
58	1	30.3%	0.718	$31.95	$9.18	-0.288	31.6%	2	84
Call · $520 In the money Last $31.95 Breakeven $551.95 Implied vol 30.3% Delta 0.718 ≈72% ITM Gamma 0.008 Theta -0.297 Vega 0.496 Open interest 58 Model this call Put · $520 Last $9.18 Breakeven $510.82 Implied vol 31.6% Delta -0.288 ≈29% ITM Gamma 0.007 Theta -0.288 Vega 0.497 Open interest 84 Model this put
55	2	30.5%	0.679	$29.20	$11.20	-0.336	34.4%	2	166
Call · $525 In the money Last $29.20 Breakeven $554.20 Implied vol 30.5% Delta 0.679 ≈68% ITM Gamma 0.008 Theta -0.319 Vega 0.5 Open interest 55 Model this call Put · $525 Last $11.20 Breakeven $513.80 Implied vol 34.4% Delta -0.336 ≈34% ITM Gamma 0.007 Theta -0.34 Vega 0.572 Open interest 166 Model this put
48	7	29.8%	0.639	$25.50	$12.71	-0.371	32.9%	3	101
Call · $530 In the money Last $25.50 Breakeven $555.50 Implied vol 29.8% Delta 0.639 ≈64% ITM Gamma 0.009 Theta -0.323 Vega 0.575 Open interest 48 Model this call Put · $530 Last $12.71 Breakeven $517.29 Implied vol 32.9% Delta -0.371 ≈37% ITM Gamma 0.008 Theta -0.332 Vega 0.575 Open interest 101 Model this put
183	20	29.3%	0.595	$23.12	$15.10	-0.409	31.2%	23	51
Call · $535 In the money Last $23.12 Breakeven $558.12 Implied vol 29.3% Delta 0.595 ≈60% ITM Gamma 0.009 Theta -0.326 Vega 0.578 Open interest 183 Model this call Put · $535 Last $15.10 Breakeven $519.90 Implied vol 31.2% Delta -0.409 ≈41% ITM Gamma 0.009 Theta -0.321 Vega 0.579 Open interest 51 Model this put
162	26	29.9%	0.549	$20.06	$18.40	-0.452	31.6%	7	145
Call · $540 In the money Last $20.06 Breakeven $560.06 Implied vol 29.9% Delta 0.549 ≈55% ITM Gamma 0.009 Theta -0.34 Vega 0.582 Open interest 162 Model this call Put · $540 Last $18.40 Breakeven $521.60 Implied vol 31.6% Delta -0.452 ≈45% ITM Gamma 0.009 Theta -0.334 Vega 0.583 Open interest 145 Model this put
Underlying $542.54
226	113	28.7%	0.504	$17.86	$19.20	-0.495	31.7%	2	24
Call · $545 Last $17.86 Breakeven $562.86 Implied vol 28.7% Delta 0.504 ≈50% ITM Gamma 0.01 Theta -0.33 Vega 0.586 Open interest 226 Model this call Put · $545 In the money Last $19.20 Breakeven $525.80 Implied vol 31.7% Delta -0.495 ≈49% ITM Gamma 0.009 Theta -0.337 Vega 0.586 Open interest 24 Model this put
313	14	30.8%	0.462	$15.90	$22.10	-0.538	31%	1	160
Call · $550 Last $15.90 Breakeven $565.90 Implied vol 30.8% Delta 0.462 ≈46% ITM Gamma 0.009 Theta -0.348 Vega 0.59 Open interest 313 Model this call Put · $550 In the money Last $22.10 Breakeven $527.90 Implied vol 31% Delta -0.538 ≈54% ITM Gamma 0.009 Theta -0.323 Vega 0.59 Open interest 160 Model this put
120	15	30.7%	0.419	$9.26	$37.20	-0.579	31.5%	7	51
Call · $555 Last $9.26 Breakeven $564.26 Implied vol 30.7% Delta 0.419 ≈42% ITM Gamma 0.009 Theta -0.341 Vega 0.594 Open interest 120 Model this call Put · $555 In the money Last $37.20 Breakeven $517.80 Implied vol 31.5% Delta -0.579 ≈58% ITM Gamma 0.009 Theta -0.323 Vega 0.593 Open interest 51 Model this put
80	4	30.1%	0.373	$11.10	$38.00	-0.619	32.1%	4	115
Call · $560 Last $11.10 Breakeven $571.10 Implied vol 30.1% Delta 0.373 ≈37% ITM Gamma 0.009 Theta -0.327 Vega 0.523 Open interest 80 Model this call Put · $560 In the money Last $38.00 Breakeven $522.00 Implied vol 32.1% Delta -0.619 ≈62% ITM Gamma 0.008 Theta -0.324 Vega 0.591 Open interest 115 Model this put
63	1	29.6%	0.332	$10.30	$41.25	-0.666	30.3%	1	163
Call · $565 Last $10.30 Breakeven $575.30 Implied vol 29.6% Delta 0.332 ≈33% ITM Gamma 0.008 Theta -0.304 Vega 0.526 Open interest 63 Model this call Put · $565 In the money Last $41.25 Breakeven $523.75 Implied vol 30.3% Delta -0.666 ≈67% ITM Gamma 0.008 Theta -0.285 Vega 0.525 Open interest 163 Model this put
302	5	29.9%	0.296	$7.10	$34.34	-0.698	31.1%	15	51
Call · $570 Last $7.10 Breakeven $577.10 Implied vol 29.9% Delta 0.296 ≈30% ITM Gamma 0.008 Theta -0.291 Vega 0.53 Open interest 302 Model this call Put · $570 In the money Last $34.34 Breakeven $535.66 Implied vol 31.1% Delta -0.698 ≈70% ITM Gamma 0.008 Theta -0.278 Vega 0.528 Open interest 51 Model this put
122	5	32.4%	0.277	$7.10	$51.20	-0.732	31.5%	2	29
Call · $575 Last $7.10 Breakeven $582.10 Implied vol 32.4% Delta 0.277 ≈28% ITM Gamma 0.007 Theta -0.306 Vega 0.532 Open interest 122 Model this call Put · $575 In the money Last $51.20 Breakeven $523.80 Implied vol 31.5% Delta -0.732 ≈73% ITM Gamma 0.007 Theta -0.267 Vega 0.527 Open interest 29 Model this put
164	1	29.4%	0.222	$5.80	$76.70	-0.778	29.9%	4	61
Call · $580 Last $5.80 Breakeven $585.80 Implied vol 29.4% Delta 0.222 ≈22% ITM Gamma 0.007 Theta -0.247 Vega 0.41 Open interest 164 Model this call Put · $580 In the money Last $76.70 Breakeven $503.30 Implied vol 29.9% Delta -0.778 ≈78% ITM Gamma 0.007 Theta -0.225 Vega 0.407 Open interest 61 Model this put
42	4	33.9%	0.227	$4.85	$55.95	-0.801	30.7%	1	154
Call · $585 Last $4.85 Breakeven $589.85 Implied vol 33.9% Delta 0.227 ≈23% ITM Gamma 0.006 Theta -0.287 Vega 0.411 Open interest 42 Model this call Put · $585 In the money Last $55.95 Breakeven $529.05 Implied vol 30.7% Delta -0.801 ≈80% ITM Gamma 0.006 Theta -0.214 Vega 0.408 Open interest 154 Model this put
149	70	29.9%	0.167	$1.40	$84.00	-0.814	32.4%	16	30
Call · $590 Last $1.40 Breakeven $591.40 Implied vol 29.9% Delta 0.167 ≈17% ITM Gamma 0.006 Theta -0.21 Vega 0.415 Open interest 149 Model this call Put · $590 In the money Last $84.00 Breakeven $506.00 Implied vol 32.4% Delta -0.814 ≈81% ITM Gamma 0.006 Theta -0.217 Vega 0.409 Open interest 30 Model this put
50	11	28.9%	0.133	$4.00	$89.50	-0.846	31.9%	4	9
Call · $595 Last $4.00 Breakeven $599.00 Implied vol 28.9% Delta 0.133 ≈13% ITM Gamma 0.005 Theta -0.175 Vega 0.279 Open interest 50 Model this call Put · $595 In the money Last $89.50 Breakeven $505.50 Implied vol 31.9% Delta -0.846 ≈85% ITM Gamma 0.005 Theta -0.188 Vega 0.403 Open interest 9 Model this put
228	2	30.7%	0.127	$2.50	$52.50	-0.858	33.5%	1	114
Call · $600 Last $2.50 Breakeven $602.50 Implied vol 30.7% Delta 0.127 ≈13% ITM Gamma 0.005 Theta -0.18 Vega 0.28 Open interest 228 Model this call Put · $600 In the money Last $52.50 Breakeven $547.50 Implied vol 33.5% Delta -0.858 ≈86% ITM Gamma 0.005 Theta -0.188 Vega 0.361 Open interest 114 Model this put
20	1	28%	0.084	$1.71	$52.85	-0.877	33.4%	5	8
Call · $605 Last $1.71 Breakeven $606.71 Implied vol 28% Delta 0.084 ≈8% ITM Gamma 0.004 Theta -0.121 Vega 0.283 Open interest 20 Model this call Put · $605 In the money Last $52.85 Breakeven $552.15 Implied vol 33.4% Delta -0.877 ≈88% ITM Gamma 0.004 Theta -0.167 Vega 0.273 Open interest 8 Model this put
77	1	26.7%	0.061	$1.50	$106.87	-0.913	31.2%	5	1
Call · $610 Last $1.50 Breakeven $611.50 Implied vol 26.7% Delta 0.061 ≈6% ITM Gamma 0.003 Theta -0.089 Vega 0.165 Open interest 77 Model this call Put · $610 In the money Last $106.87 Breakeven $503.13 Implied vol 31.2% Delta -0.913 ≈91% ITM Gamma 0.004 Theta -0.116 Vega 0.264 Open interest 1 Model this put
9	2	29.1%	0.064	$2.02	$66.05	-0.937	30.4%	1	0
Call · $615 Last $2.02 Breakeven $617.02 Implied vol 29.1% Delta 0.064 ≈6% ITM Gamma 0.003 Theta -0.101 Vega 0.165 Open interest 9 Model this call Put · $615 In the money Last $66.05 Breakeven $548.95 Implied vol 30.4% Delta -0.937 ≈94% ITM Gamma 0.003 Theta -0.086 Vega 0.151 Open interest 0 Model this put
163	2	34.4%	0.086	$1.13	$107.45	-0.915	35.1%	1	0
Call · $620 Last $1.13 Breakeven $621.13 Implied vol 34.4% Delta 0.086 ≈9% ITM Gamma 0.003 Theta -0.151 Vega 0.285 Open interest 163 Model this call Put · $620 In the money Last $107.45 Breakeven $512.55 Implied vol 35.1% Delta -0.915 ≈91% ITM Gamma 0.003 Theta -0.13 Vega 0.267 Open interest 0 Model this put
88	2	30.5%	0.051	$0.60	$21.20	-0.932	34.8%	1	0
Call · $625 Last $0.60 Breakeven $625.60 Implied vol 30.5% Delta 0.051 ≈5% ITM Gamma 0.002 Theta -0.088 Vega 0.167 Open interest 88 Model this call Put · $625 In the money Last $21.20 Breakeven $603.80 Implied vol 34.8% Delta -0.932 ≈93% ITM Gamma 0.003 Theta -0.107 Vega 0.156 Open interest 0 Model this put
32	1	29.8%	0.035	$0.58	$124.55	-0.926	37.6%	1	0
Call · $630 Last $0.58 Breakeven $630.58 Implied vol 29.8% Delta 0.035 ≈3% ITM Gamma 0.002 Theta -0.065 Vega 0.168 Open interest 32 Model this call Put · $630 In the money Last $124.55 Breakeven $505.45 Implied vol 37.6% Delta -0.926 ≈93% ITM Gamma 0.003 Theta -0.125 Vega 0.25 Open interest 0 Model this put
7	1	37.8%	0.07	$1.73	$73.00	-0.935	38%	1	0
Call · $635 Last $1.73 Breakeven $636.73 Implied vol 37.8% Delta 0.07 ≈7% ITM Gamma 0.002 Theta -0.142 Vega 0.167 Open interest 7 Model this call Put · $635 In the money Last $73.00 Breakeven $562.00 Implied vol 38% Delta -0.935 ≈93% ITM Gamma 0.003 Theta -0.113 Vega 0.157 Open interest 0 Model this put
32	6	38.4%	0.065	$1.85	$94.10	-0.943	38.1%	2	0
Call · $640 Last $1.85 Breakeven $641.85 Implied vol 38.4% Delta 0.065 ≈6% ITM Gamma 0.002 Theta -0.135 Vega 0.167 Open interest 32 Model this call Put · $640 In the money Last $94.10 Breakeven $545.90 Implied vol 38.1% Delta -0.943 ≈94% ITM Gamma 0.002 Theta -0.1 Vega 0.152 Open interest 0 Model this put
17	2	44.1%	0.084	$3.04	$97.60	-0.926	43.4%	1	0
Call · $645 Last $3.04 Breakeven $648.04 Implied vol 44.1% Delta 0.084 ≈8% ITM Gamma 0.002 Theta -0.19 Vega 0.289 Open interest 17 Model this call Put · $645 In the money Last $97.60 Breakeven $547.40 Implied vol 43.4% Delta -0.926 ≈93% ITM Gamma 0.002 Theta -0.148 Vega 0.252 Open interest 0 Model this put
276	1	32.5%	0.024	$0.33	$115.00	-0.923	45.8%	2	0
Call · $650 Last $0.33 Breakeven $650.33 Implied vol 32.5% Delta 0.024 ≈2% ITM Gamma 0.001 Theta -0.05 Vega 0.085 Open interest 276 Model this call Put · $650 In the money Last $115.00 Breakeven $535.00 Implied vol 45.8% Delta -0.923 ≈92% ITM Gamma 0.002 Theta -0.162 Vega 0.265 Open interest 0 Model this put
37	3	33.1%	0.021	$0.28	—	-0.925	47.4%	—	0
Call · $655 Last $0.28 Breakeven $655.28 Implied vol 33.1% Delta 0.021 ≈2% ITM Gamma 0.001 Theta -0.045 Vega 0.086 Open interest 37 Model this call Put · $655 In the money Last — Breakeven — Implied vol 47.4% Delta -0.925 ≈92% ITM Gamma 0.002 Theta -0.164 Vega 0.257 Open interest 0 Model this put
10	8	41.5%	0.048	$0.85	$123.51	-0.946	44.2%	1	0
Call · $660 Last $0.85 Breakeven $660.85 Implied vol 41.5% Delta 0.048 ≈5% ITM Gamma 0.002 Theta -0.114 Vega 0.17 Open interest 10 Model this call Put · $660 In the money Last $123.51 Breakeven $536.49 Implied vol 44.2% Delta -0.946 ≈95% ITM Gamma 0.002 Theta -0.112 Vega 0.154 Open interest 0 Model this put
21	5	41.2%	0.039	$1.35	$114.20	-0.947	45.5%	1	0
Call · $665 Last $1.35 Breakeven $666.35 Implied vol 41.2% Delta 0.039 ≈4% ITM Gamma 0.001 Theta -0.096 Vega 0.171 Open interest 21 Model this call Put · $665 In the money Last $114.20 Breakeven $550.80 Implied vol 45.5% Delta -0.947 ≈95% ITM Gamma 0.002 Theta -0.113 Vega 0.155 Open interest 0 Model this put
110	74	51.9%	0.077	$0.95	$127.48	-0.958	44.9%	2	0
Call · $670 Last $0.95 Breakeven $670.95 Implied vol 51.9% Delta 0.077 ≈8% ITM Gamma 0.002 Theta -0.208 Vega 0.17 Open interest 110 Model this call Put · $670 In the money Last $127.48 Breakeven $542.52 Implied vol 44.9% Delta -0.958 ≈96% ITM Gamma 0.002 Theta -0.092 Vega 0.15 Open interest 0 Model this put
3	1	47.8%	0.055	$0.14	—	-0.95	48.1%	—	0
Call · $675 Last $0.14 Breakeven $675.14 Implied vol 47.8% Delta 0.055 ≈5% ITM Gamma 0.002 Theta -0.145 Vega 0.171 Open interest 3 Model this call Put · $675 In the money Last — Breakeven — Implied vol 48.1% Delta -0.95 ≈95% ITM Gamma 0.002 Theta -0.115 Vega 0.155 Open interest 0 Model this put
171	2	39.4%	0.02	$0.50	$140.00	-0.945	50.7%	3	0
Call · $680 Last $0.50 Breakeven $680.50 Implied vol 39.4% Delta 0.02 ≈2% ITM Gamma 0.001 Theta -0.052 Vega 0.087 Open interest 171 Model this call Put · $680 In the money Last $140.00 Breakeven $540.00 Implied vol 50.7% Delta -0.945 ≈95% ITM Gamma 0.002 Theta -0.131 Vega 0.16 Open interest 0 Model this put
0	—	58%	0.079	—	—	-0.948	51.7%	—	0
Call · $685 Last — Breakeven — Implied vol 58% Delta 0.079 ≈8% ITM Gamma 0.002 Theta -0.24 Vega 0.171 Open interest 0 Model this call Put · $685 In the money Last — Breakeven — Implied vol 51.7% Delta -0.948 ≈95% ITM Gamma 0.002 Theta -0.129 Vega 0.16 Open interest 0 Model this put
1	1	56.4%	0.069	$1.81	—	-0.958	50.7%	—	0
Call · $690 Last $1.81 Breakeven $691.81 Implied vol 56.4% Delta 0.069 ≈7% ITM Gamma 0.002 Theta -0.206 Vega 0.172 Open interest 1 Model this call Put · $690 In the money Last — Breakeven — Implied vol 50.7% Delta -0.958 ≈96% ITM Gamma 0.001 Theta -0.104 Vega 0.152 Open interest 0 Model this put
0	—	57.6%	0.067	—	$160.00	-0.946	55.2%	1	0
Call · $695 Last — Breakeven — Implied vol 57.6% Delta 0.067 ≈7% ITM Gamma 0.002 Theta -0.208 Vega 0.173 Open interest 0 Model this call Put · $695 In the money Last $160.00 Breakeven $535.00 Implied vol 55.2% Delta -0.946 ≈95% ITM Gamma 0.002 Theta -0.142 Vega 0.162 Open interest 0 Model this put
187	4	41.5%	0.013	$0.05	$147.45	-0.947	56.4%	1	0
Call · $700 Last $0.05 Breakeven $700.05 Implied vol 41.5% Delta 0.013 ≈1% ITM Gamma 0.001 Theta -0.038 Vega 0.038 Open interest 187 Model this call Put · $700 In the money Last $147.45 Breakeven $552.55 Implied vol 56.4% Delta -0.947 ≈95% ITM Gamma 0.001 Theta -0.143 Vega 0.162 Open interest 0 Model this put
0	—	65.6%	0.082	—	$170.00	-0.936	61%	1	0
Call · $705 Last — Breakeven — Implied vol 65.6% Delta 0.082 ≈8% ITM Gamma 0.002 Theta -0.277 Vega 0.3 Open interest 0 Model this call Put · $705 In the money Last $170.00 Breakeven $535.00 Implied vol 61% Delta -0.936 ≈94% ITM Gamma 0.002 Theta -0.185 Vega 0.167 Open interest 0 Model this put
0	—	59.3%	0.057	—	—	-0.952	58%	—	0
Call · $710 Last — Breakeven — Implied vol 59.3% Delta 0.057 ≈6% ITM Gamma 0.001 Theta -0.187 Vega 0.175 Open interest 0 Model this call Put · $710 In the money Last — Breakeven — Implied vol 58% Delta -0.952 ≈95% ITM Gamma 0.001 Theta -0.135 Vega 0.158 Open interest 0 Model this put
0	—	58.9%	0.051	—	—	-0.962	57%	—	0
Call · $715 Last — Breakeven — Implied vol 58.9% Delta 0.051 ≈5% ITM Gamma 0.001 Theta -0.169 Vega 0.176 Open interest 0 Model this call Put · $715 In the money Last — Breakeven — Implied vol 57% Delta -0.962 ≈96% ITM Gamma 0.001 Theta -0.109 Vega 0.151 Open interest 0 Model this put
17	7	48.9%	0.019	$0.68	$71.38	-0.957	59.5%	4	0
Call · $720 Last $0.68 Breakeven $720.68 Implied vol 48.9% Delta 0.019 ≈2% ITM Gamma 0.001 Theta -0.062 Vega 0.089 Open interest 17 Model this call Put · $720 In the money Last $71.38 Breakeven $648.62 Implied vol 59.5% Delta -0.957 ≈96% ITM Gamma 0.001 Theta -0.126 Vega 0.157 Open interest 0 Model this put
0	—	61.3%	0.049	—	—	-0.954	61.7%	—	0
Call · $725 Last — Breakeven — Implied vol 61.3% Delta 0.049 ≈5% ITM Gamma 0.001 Theta -0.172 Vega 0.177 Open interest 0 Model this call Put · $725 In the money Last — Breakeven — Implied vol 61.7% Delta -0.954 ≈95% ITM Gamma 0.001 Theta -0.138 Vega 0.16 Open interest 0 Model this put
0	—	61.9%	0.047	—	—	-0.958	61.9%	—	0
Call · $730 Last — Breakeven — Implied vol 61.9% Delta 0.047 ≈5% ITM Gamma 0.001 Theta -0.166 Vega 0.177 Open interest 0 Model this call Put · $730 In the money Last — Breakeven — Implied vol 61.9% Delta -0.958 ≈96% ITM Gamma 0.001 Theta -0.128 Vega 0.158 Open interest 0 Model this put
0	—	62.5%	0.044	—	—	-0.964	61.8%	—	0
Call · $735 Last — Breakeven — Implied vol 62.5% Delta 0.044 ≈4% ITM Gamma 0.001 Theta -0.16 Vega 0.178 Open interest 0 Model this call Put · $735 In the money Last — Breakeven — Implied vol 61.8% Delta -0.964 ≈96% ITM Gamma 0.001 Theta -0.113 Vega 0.152 Open interest 0 Model this put
59	2	63.7%	0.043	$1.10	$108.50	-0.962	63.7%	1	0
Call · $740 Last $1.10 Breakeven $741.10 Implied vol 63.7% Delta 0.043 ≈4% ITM Gamma 0.001 Theta -0.161 Vega 0.178 Open interest 59 Model this call Put · $740 In the money Last $108.50 Breakeven $631.50 Implied vol 63.7% Delta -0.962 ≈96% ITM Gamma 0.001 Theta -0.122 Vega 0.153 Open interest 0 Model this put
0	—	64.9%	0.043	—	—	-0.956	66.7%	—	0
Call · $745 Last — Breakeven — Implied vol 64.9% Delta 0.043 ≈4% ITM Gamma 0.001 Theta -0.163 Vega 0.179 Open interest 0 Model this call Put · $745 In the money Last — Breakeven — Implied vol 66.7% Delta -0.956 ≈96% ITM Gamma 0.001 Theta -0.146 Vega 0.162 Open interest 0 Model this put
1	1	66%	0.042	$1.05	—	-0.961	66.7%	—	0
Call · $750 Last $1.05 Breakeven $751.05 Implied vol 66% Delta 0.042 ≈4% ITM Gamma 0.001 Theta -0.164 Vega 0.179 Open interest 1 Model this call Put · $750 In the money Last — Breakeven — Implied vol 66.7% Delta -0.961 ≈96% ITM Gamma 0.001 Theta -0.132 Vega 0.156 Open interest 0 Model this put
0	—	67.2%	0.042	—	—	-0.967	66.2%	—	0
Call · $755 Last — Breakeven — Implied vol 67.2% Delta 0.042 ≈4% ITM Gamma 0.001 Theta -0.165 Vega 0.18 Open interest 0 Model this call Put · $755 In the money Last — Breakeven — Implied vol 66.2% Delta -0.967 ≈97% ITM Gamma 0.001 Theta -0.112 Vega 0.123 Open interest 0 Model this put
42	3	60.6%	0.025	$0.40	$61.60	-0.95	72.4%	6	0
Call · $760 Last $0.40 Breakeven $760.40 Implied vol 60.6% Delta 0.025 ≈2% ITM Gamma 0.001 Theta -0.097 Vega 0.091 Open interest 42 Model this call Put · $760 In the money Last $61.60 Breakeven $698.40 Implied vol 72.4% Delta -0.95 ≈95% ITM Gamma 0.001 Theta -0.176 Vega 0.167 Open interest 0 Model this put
0	—	74%	0.055	—	—	-0.966	69.1%	—	0
Call · $765 Last — Breakeven — Implied vol 74% Delta 0.055 ≈5% ITM Gamma 0.001 Theta -0.225 Vega 0.181 Open interest 0 Model this call Put · $765 In the money Last — Breakeven — Implied vol 69.1% Delta -0.966 ≈97% ITM Gamma 0.001 Theta -0.123 Vega 0.149 Open interest 0 Model this put
23	2	72.4%	0.038	$1.45	$73.00	-0.971	69.9%	3	0
Call · $780 Last $1.45 Breakeven $781.45 Implied vol 72.4% Delta 0.038 ≈4% ITM Gamma 0.001 Theta -0.167 Vega 0.091 Open interest 23 Model this call Put · $780 In the money Last $73.00 Breakeven $707.00 Implied vol 69.9% Delta -0.971 ≈97% ITM Gamma 0.001 Theta -0.103 Vega 0.081 Open interest 0 Model this put
87	1	76.6%	0.037	$0.05	$259.05	-0.952	82.2%	6	0
Call · $800 Last $0.05 Breakeven $800.05 Implied vol 76.6% Delta 0.037 ≈4% ITM Gamma 0.001 Theta -0.173 Vega 0.092 Open interest 87 Model this call Put · $800 In the money Last $259.05 Breakeven $540.95 Implied vol 82.2% Delta -0.952 ≈95% ITM Gamma 0.001 Theta -0.196 Vega 0.171 Open interest 0 Model this put
14	1	67.9%	0.015	$1.60	$279.02	-0.964	82.9%	3	3
Call · $820 Last $1.60 Breakeven $821.60 Implied vol 67.9% Delta 0.015 ≈1% ITM Gamma 0 Theta -0.069 Vega 0.04 Open interest 14 Model this call Put · $820 In the money Last $279.02 Breakeven $540.98 Implied vol 82.9% Delta -0.964 ≈96% ITM Gamma 0.001 Theta -0.154 Vega 0.152 Open interest 3 Model this put
34	3	83%	0.033	$0.05	$299.06	-0.954	91%	2	2
Call · $840 Last $0.05 Breakeven $840.05 Implied vol 83% Delta 0.033 ≈3% ITM Gamma 0.001 Theta -0.169 Vega 0.095 Open interest 34 Model this call Put · $840 In the money Last $299.06 Breakeven $540.94 Implied vol 91% Delta -0.954 ≈95% ITM Gamma 0.001 Theta -0.209 Vega 0.173 Open interest 2 Model this put
12	3	—	—	$1.45	$319.09	-0.955	95.4%	1	1
Call · $860 Last $1.45 Breakeven $861.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $860 In the money Last $319.09 Breakeven $540.91 Implied vol 95.4% Delta -0.955 ≈95% ITM Gamma 0.001 Theta -0.217 Vega 0.172 Open interest 1 Model this put
12	1	—	—	$5.20	—	-0.958	98.8%	—	0
Call · $880 Last $5.20 Breakeven $885.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $880 In the money Last — Breakeven — Implied vol 98.8% Delta -0.958 ≈96% ITM Gamma 0.001 Theta -0.214 Vega 0.172 Open interest 0 Model this put
9	2	111.1%	0.064	$0.29	—	-0.969	96.6%	—	0
Call · $900 Last $0.29 Breakeven $900.29 Implied vol 111.1% Delta 0.064 ≈6% ITM Gamma 0.001 Theta -0.382 Vega 0.194 Open interest 9 Model this call Put · $900 In the money Last — Breakeven — Implied vol 96.6% Delta -0.969 ≈97% ITM Gamma 0.001 Theta -0.157 Vega 0.088 Open interest 0 Model this put
3	1	—	—	$12.80	—	-0.97	100%	—	0
Call · $920 Last $12.80 Breakeven $932.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $920 In the money Last — Breakeven — Implied vol 100% Delta -0.97 ≈97% ITM Gamma 0.001 Theta -0.159 Vega 0.088 Open interest 0 Model this put
0	—	—	—	—	—	-0.971	102.7%	—	0
Call · $940 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $940 In the money Last — Breakeven — Implied vol 102.7% Delta -0.971 ≈97% ITM Gamma 0.001 Theta -0.155 Vega 0.088 Open interest 0 Model this put
0	—	—	—	—	—	-0.97	107.1%	—	0
Call · $960 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $960 In the money Last — Breakeven — Implied vol 107.1% Delta -0.97 ≈97% ITM Gamma 0.001 Theta -0.167 Vega 0.09 Open interest 0 Model this put
1	1	—	—	$6.03	—	-0.972	109.1%	—	0
Call · $980 Last $6.03 Breakeven $986.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $980 In the money Last — Breakeven — Implied vol 109.1% Delta -0.972 ≈97% ITM Gamma 0 Theta -0.158 Vega 0.09 Open interest 0 Model this put
3	1	—	—	$10.43	—	-0.972	112.7%	—	0
Call · $1000 Last $10.43 Breakeven $1,010.43 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $1000 In the money Last — Breakeven — Implied vol 112.7% Delta -0.972 ≈97% ITM Gamma 0 Theta -0.165 Vega 0.091 Open interest 0 Model this put
0	—	—	—	—	—	-0.972	115.8%	—	0
Call · $1020 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $1020 In the money Last — Breakeven — Implied vol 115.8% Delta -0.972 ≈97% ITM Gamma 0 Theta -0.166 Vega 0.092 Open interest 0 Model this put
2	1	—	—	$1.50	—	-0.972	119.3%	—	0
Call · $1040 Last $1.50 Breakeven $1,041.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $1040 In the money Last — Breakeven — Implied vol 119.3% Delta -0.972 ≈97% ITM Gamma 0 Theta -0.173 Vega 0.092 Open interest 0 Model this put
0	—	—	—	—	—	-0.973	121.7%	—	0
Call · $1060 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $1060 In the money Last — Breakeven — Implied vol 121.7% Delta -0.973 ≈97% ITM Gamma 0 Theta -0.169 Vega 0.092 Open interest 0 Model this put
0	—	—	—	—	—	-0.974	124%	—	0
Call · $1080 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $1080 In the money Last — Breakeven — Implied vol 124% Delta -0.974 ≈97% ITM Gamma 0 Theta -0.165 Vega 0.091 Open interest 0 Model this put
1	1	—	—	$0.10	—	-0.975	126.8%	—	0
Call · $1100 Last $0.10 Breakeven $1,100.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $1100 In the money Last — Breakeven — Implied vol 126.8% Delta -0.975 ≈97% ITM Gamma 0 Theta -0.166 Vega 0.089 Open interest 0 Model this put

Call · $390 In the money

Last: —
Breakeven: —
Implied vol: 60.3%
Delta: 0.982 ≈98% ITM
Gamma: 0
Theta: -0.082
Vega: 0.063
Open interest: 0

Model this call

Put · $390

Last: $0.10
Breakeven: $389.90
Implied vol: 50.3%
Delta: -0.006 ≈1% ITM
Gamma: 0
Theta: -0.022
Vega: 0.027
Open interest: 82

Model this put

Call · $395 In the money

Last: $115.39
Breakeven: $510.39
Implied vol: 55.7%
Delta: 0.985 ≈99% ITM
Gamma: 0
Theta: -0.066
Vega: 0.063
Open interest: 1

Model this call

Put · $395

Last: $0.50
Breakeven: $394.50
Implied vol: 59.5%
Delta: -0.019 ≈2% ITM
Gamma: 0.001
Theta: -0.076
Vega: 0.063
Open interest: 50

Model this put

Call · $400 In the money

Last: $145.00
Breakeven: $545.00
Implied vol: 52.7%
Delta: 0.986 ≈99% ITM
Gamma: 0
Theta: -0.06
Vega: 0.063
Open interest: 3

Model this call

Put · $400

Last: $0.30
Breakeven: $399.70
Implied vol: 52%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.042
Vega: 0.063
Open interest: 15

Model this put

Call · $405 In the money

Last: $151.23
Breakeven: $556.23
Implied vol: 45.2%
Delta: 0.992 ≈99% ITM
Gamma: 0
Theta: -0.037
Vega: 0.027
Open interest: 3

Model this call

Put · $405

Last: $0.55
Breakeven: $404.45
Implied vol: 75%
Delta: -0.059 ≈6% ITM
Gamma: 0.001
Theta: -0.242
Vega: 0.222
Open interest: 4

Model this put

Call · $410 In the money

Last: $141.90
Breakeven: $551.90
Implied vol: 50.8%
Delta: 0.982 ≈98% ITM
Gamma: 0.001
Theta: -0.072
Vega: 0.064
Open interest: 2

Model this call

Put · $410

Last: $0.15
Breakeven: $409.85
Implied vol: 51.3%
Delta: -0.018 ≈2% ITM
Gamma: 0.001
Theta: -0.06
Vega: 0.064
Open interest: 63

Model this put

Call · $415 In the money

Last: $141.31
Breakeven: $556.31
Implied vol: 47.1%
Delta: 0.985 ≈98% ITM
Gamma: 0.001
Theta: -0.061
Vega: 0.064
Open interest: 3

Model this call

Put · $415

Last: $1.89
Breakeven: $413.11
Implied vol: 81.3%
Delta: -0.091 ≈9% ITM
Gamma: 0.001
Theta: -0.364
Vega: 0.225
Open interest: 3

Model this put

Call · $420 In the money

Last: $137.21
Breakeven: $557.21
Implied vol: 40.6%
Delta: 0.991 ≈99% ITM
Gamma: 0
Theta: -0.039
Vega: 0.028
Open interest: 3

Model this call

Put · $420

Last: $0.85
Breakeven: $419.15
Implied vol: 49.1%
Delta: -0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.069
Vega: 0.065
Open interest: 24

Model this put

Call · $425 In the money

Last: $135.83
Breakeven: $560.83
Implied vol: 40.3%
Delta: 0.989 ≈99% ITM
Gamma: 0
Theta: -0.044
Vega: 0.028
Open interest: 1

Model this call

Put · $425

Last: $0.13
Breakeven: $424.87
Implied vol: 53.1%
Delta: -0.037 ≈4% ITM
Gamma: 0.001
Theta: -0.117
Vega: 0.131
Open interest: 13

Model this put

Call · $430 In the money

Last: —
Breakeven: —
Implied vol: 44.8%
Delta: 0.976 ≈98% ITM
Gamma: 0.001
Theta: -0.082
Vega: 0.066
Open interest: 0

Model this call

Put · $430

Last: $0.40
Breakeven: $429.60
Implied vol: 41.2%
Delta: -0.015 ≈2% ITM
Gamma: 0.001
Theta: -0.042
Vega: 0.065
Open interest: 36

Model this put

Call · $435 In the money

Last: —
Breakeven: —
Implied vol: 40.5%
Delta: 0.981 ≈98% ITM
Gamma: 0.001
Theta: -0.066
Vega: 0.066
Open interest: 0

Model this call

Put · $435

Last: $0.80
Breakeven: $434.20
Implied vol: 56.7%
Delta: -0.062 ≈6% ITM
Gamma: 0.001
Theta: -0.19
Vega: 0.23
Open interest: 11

Model this put

Call · $440 In the money

Last: —
Breakeven: —
Implied vol: 44.5%
Delta: 0.964 ≈96% ITM
Gamma: 0.001
Theta: -0.109
Vega: 0.133
Open interest: 0

Model this call

Put · $440

Last: $0.42
Breakeven: $439.58
Implied vol: 40.2%
Delta: -0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.058
Vega: 0.066
Open interest: 61

Model this put

Call · $445 In the money

Last: $109.98
Breakeven: $554.98
Implied vol: 42.3%
Delta: 0.963 ≈96% ITM
Gamma: 0.001
Theta: -0.108
Vega: 0.134
Open interest: 3

Model this call

Put · $445

Last: $2.27
Breakeven: $442.73
Implied vol: 40.9%
Delta: -0.03 ≈3% ITM
Gamma: 0.001
Theta: -0.076
Vega: 0.134
Open interest: 8

Model this put

Call · $450 In the money

Last: $83.35
Breakeven: $533.35
Implied vol: 0.1%
Delta: 0.999 ≈100% ITM
Gamma: 0
Theta: -0.019
Vega: 0
Open interest: 25

Model this call

Put · $450

Last: $0.60
Breakeven: $449.40
Implied vol: 43%
Delta: -0.046 ≈5% ITM
Gamma: 0.002
Theta: -0.113
Vega: 0.135
Open interest: 1.2k

Model this put

Call · $455 In the money

Last: $64.10
Breakeven: $519.10
Implied vol: 33.4%
Delta: 0.977 ≈98% ITM
Gamma: 0.001
Theta: -0.066
Vega: 0.067
Open interest: 4

Model this call

Put · $455

Last: $1.05
Breakeven: $453.95
Implied vol: 36.5%
Delta: -0.031 ≈3% ITM
Gamma: 0.001
Theta: -0.07
Vega: 0.135
Open interest: 46

Model this put

Call · $460 In the money

Last: $96.40
Breakeven: $556.40
Implied vol: 33.5%
Delta: 0.971 ≈97% ITM
Gamma: 0.001
Theta: -0.078
Vega: 0.135
Open interest: 3

Model this call

Put · $460

Last: $1.16
Breakeven: $458.84
Implied vol: 38.4%
Delta: -0.049 ≈5% ITM
Gamma: 0.002
Theta: -0.105
Vega: 0.136
Open interest: 105

Model this put

Call · $465 In the money

Last: $55.67
Breakeven: $520.67
Implied vol: 32.2%
Delta: 0.966 ≈97% ITM
Gamma: 0.002
Theta: -0.084
Vega: 0.136
Open interest: 1

Model this call

Put · $465

Last: $0.74
Breakeven: $464.26
Implied vol: 33.4%
Delta: -0.038 ≈4% ITM
Gamma: 0.002
Theta: -0.074
Vega: 0.136
Open interest: 43

Model this put

Call · $470 In the money

Last: $94.99
Breakeven: $564.99
Implied vol: 35%
Delta: 0.943 ≈94% ITM
Gamma: 0.002
Theta: -0.127
Vega: 0.137
Open interest: 45

Model this call

Put · $470

Last: $1.00
Breakeven: $469.00
Implied vol: 36.2%
Delta: -0.06 ≈6% ITM
Gamma: 0.002
Theta: -0.118
Vega: 0.174
Open interest: 236

Model this put

Call · $475 In the money

Last: $61.00
Breakeven: $536.00
Implied vol: 34.3%
Delta: 0.934 ≈93% ITM
Gamma: 0.003
Theta: -0.139
Vega: 0.239
Open interest: 1

Model this call

Put · $475

Last: $2.42
Breakeven: $472.58
Implied vol: 45.5%
Delta: -0.122 ≈12% ITM
Gamma: 0.003
Theta: -0.252
Vega: 0.361
Open interest: 48

Model this put

Call · $480 In the money

Last: $37.78
Breakeven: $517.78
Implied vol: 31.4%
Delta: 0.935 ≈93% ITM
Gamma: 0.003
Theta: -0.129
Vega: 0.239
Open interest: 7

Model this call

Put · $480

Last: $1.75
Breakeven: $478.25
Implied vol: 29.2%
Delta: -0.053 ≈5% ITM
Gamma: 0.003
Theta: -0.084
Vega: 0.138
Open interest: 128

Model this put

Call · $485 In the money

Last: $50.00
Breakeven: $535.00
Implied vol: 33.5%
Delta: 0.902 ≈90% ITM
Gamma: 0.003
Theta: -0.177
Vega: 0.242
Open interest: 5

Model this call

Put · $485

Last: $1.88
Breakeven: $483.12
Implied vol: 37.8%
Delta: -0.12 ≈12% ITM
Gamma: 0.004
Theta: -0.207
Vega: 0.364
Open interest: 30

Model this put

Call · $490 In the money

Last: $57.24
Breakeven: $547.24
Implied vol: 31.7%
Delta: 0.894 ≈89% ITM
Gamma: 0.004
Theta: -0.178
Vega: 0.243
Open interest: 11

Model this call

Put · $490

Last: $2.70
Breakeven: $487.30
Implied vol: 32.1%
Delta: -0.108 ≈11% ITM
Gamma: 0.004
Theta: -0.161
Vega: 0.243
Open interest: 91

Model this put

Call · $495 In the money

Last: $34.10
Breakeven: $529.10
Implied vol: 30.1%
Delta: 0.884 ≈88% ITM
Gamma: 0.004
Theta: -0.182
Vega: 0.244
Open interest: 5

Model this call

Put · $495

Last: $4.27
Breakeven: $490.73
Implied vol: 31.8%
Delta: -0.127 ≈13% ITM
Gamma: 0.005
Theta: -0.18
Vega: 0.367
Open interest: 24

Model this put

Call · $500 In the money

Last: $48.44
Breakeven: $548.44
Implied vol: 33.1%
Delta: 0.834 ≈83% ITM
Gamma: 0.005
Theta: -0.244
Vega: 0.37
Open interest: 28

Model this call

Put · $500

Last: $4.10
Breakeven: $495.90
Implied vol: 35.8%
Delta: -0.182 ≈18% ITM
Gamma: 0.005
Theta: -0.255
Vega: 0.371
Open interest: 121

Model this put

Call · $505 In the money

Last: $23.62
Breakeven: $528.62
Implied vol: 29.7%
Delta: 0.828 ≈83% ITM
Gamma: 0.006
Theta: -0.226
Vega: 0.371
Open interest: 9

Model this call

Put · $505

Last: $5.31
Breakeven: $499.69
Implied vol: 35.4%
Delta: -0.206 ≈21% ITM
Gamma: 0.006
Theta: -0.274
Vega: 0.374
Open interest: 33

Model this put

Call · $510 In the money

Last: $40.11
Breakeven: $550.11
Implied vol: 31.7%
Delta: 0.786 ≈79% ITM
Gamma: 0.006
Theta: -0.275
Vega: 0.49
Open interest: 32

Model this call

Put · $510

Last: $6.10
Breakeven: $503.90
Implied vol: 31.8%
Delta: -0.215 ≈21% ITM
Gamma: 0.006
Theta: -0.252
Vega: 0.49
Open interest: 253

Model this put

Call · $515 In the money

Last: $35.88
Breakeven: $550.88
Implied vol: 31.2%
Delta: 0.751 ≈75% ITM
Gamma: 0.007
Theta: -0.289
Vega: 0.493
Open interest: 12

Model this call

Put · $515

Last: $7.44
Breakeven: $507.56
Implied vol: 31.3%
Delta: -0.249 ≈25% ITM
Gamma: 0.007
Theta: -0.265
Vega: 0.493
Open interest: 111

Model this put

Call · $520 In the money

Last: $31.95
Breakeven: $551.95
Implied vol: 30.3%
Delta: 0.718 ≈72% ITM
Gamma: 0.008
Theta: -0.297
Vega: 0.496
Open interest: 58

Model this call

Put · $520

Last: $9.18
Breakeven: $510.82
Implied vol: 31.6%
Delta: -0.288 ≈29% ITM
Gamma: 0.007
Theta: -0.288
Vega: 0.497
Open interest: 84

Model this put

Call · $525 In the money

Last: $29.20
Breakeven: $554.20
Implied vol: 30.5%
Delta: 0.679 ≈68% ITM
Gamma: 0.008
Theta: -0.319
Vega: 0.5
Open interest: 55

Model this call

Put · $525

Last: $11.20
Breakeven: $513.80
Implied vol: 34.4%
Delta: -0.336 ≈34% ITM
Gamma: 0.007
Theta: -0.34
Vega: 0.572
Open interest: 166

Model this put

Call · $530 In the money

Last: $25.50
Breakeven: $555.50
Implied vol: 29.8%
Delta: 0.639 ≈64% ITM
Gamma: 0.009
Theta: -0.323
Vega: 0.575
Open interest: 48

Model this call

Put · $530

Last: $12.71
Breakeven: $517.29
Implied vol: 32.9%
Delta: -0.371 ≈37% ITM
Gamma: 0.008
Theta: -0.332
Vega: 0.575
Open interest: 101

Model this put

Call · $535 In the money

Last: $23.12
Breakeven: $558.12
Implied vol: 29.3%
Delta: 0.595 ≈60% ITM
Gamma: 0.009
Theta: -0.326
Vega: 0.578
Open interest: 183

Model this call

Put · $535

Last: $15.10
Breakeven: $519.90
Implied vol: 31.2%
Delta: -0.409 ≈41% ITM
Gamma: 0.009
Theta: -0.321
Vega: 0.579
Open interest: 51

Model this put

Call · $540 In the money

Last: $20.06
Breakeven: $560.06
Implied vol: 29.9%
Delta: 0.549 ≈55% ITM
Gamma: 0.009
Theta: -0.34
Vega: 0.582
Open interest: 162

Model this call

Put · $540

Last: $18.40
Breakeven: $521.60
Implied vol: 31.6%
Delta: -0.452 ≈45% ITM
Gamma: 0.009
Theta: -0.334
Vega: 0.583
Open interest: 145

Model this put

Call · $545

Last: $17.86
Breakeven: $562.86
Implied vol: 28.7%
Delta: 0.504 ≈50% ITM
Gamma: 0.01
Theta: -0.33
Vega: 0.586
Open interest: 226

Model this call

Put · $545 In the money

Last: $19.20
Breakeven: $525.80
Implied vol: 31.7%
Delta: -0.495 ≈49% ITM
Gamma: 0.009
Theta: -0.337
Vega: 0.586
Open interest: 24

Model this put

Call · $550

Last: $15.90
Breakeven: $565.90
Implied vol: 30.8%
Delta: 0.462 ≈46% ITM
Gamma: 0.009
Theta: -0.348
Vega: 0.59
Open interest: 313

Model this call

Put · $550 In the money

Last: $22.10
Breakeven: $527.90
Implied vol: 31%
Delta: -0.538 ≈54% ITM
Gamma: 0.009
Theta: -0.323
Vega: 0.59
Open interest: 160

Model this put

Call · $555

Last: $9.26
Breakeven: $564.26
Implied vol: 30.7%
Delta: 0.419 ≈42% ITM
Gamma: 0.009
Theta: -0.341
Vega: 0.594
Open interest: 120

Model this call

Put · $555 In the money

Last: $37.20
Breakeven: $517.80
Implied vol: 31.5%
Delta: -0.579 ≈58% ITM
Gamma: 0.009
Theta: -0.323
Vega: 0.593
Open interest: 51

Model this put

Call · $560

Last: $11.10
Breakeven: $571.10
Implied vol: 30.1%
Delta: 0.373 ≈37% ITM
Gamma: 0.009
Theta: -0.327
Vega: 0.523
Open interest: 80

Model this call

Put · $560 In the money

Last: $38.00
Breakeven: $522.00
Implied vol: 32.1%
Delta: -0.619 ≈62% ITM
Gamma: 0.008
Theta: -0.324
Vega: 0.591
Open interest: 115

Model this put

Call · $565

Last: $10.30
Breakeven: $575.30
Implied vol: 29.6%
Delta: 0.332 ≈33% ITM
Gamma: 0.008
Theta: -0.304
Vega: 0.526
Open interest: 63

Model this call

Put · $565 In the money

Last: $41.25
Breakeven: $523.75
Implied vol: 30.3%
Delta: -0.666 ≈67% ITM
Gamma: 0.008
Theta: -0.285
Vega: 0.525
Open interest: 163

Model this put

Call · $570

Last: $7.10
Breakeven: $577.10
Implied vol: 29.9%
Delta: 0.296 ≈30% ITM
Gamma: 0.008
Theta: -0.291
Vega: 0.53
Open interest: 302

Model this call

Put · $570 In the money

Last: $34.34
Breakeven: $535.66
Implied vol: 31.1%
Delta: -0.698 ≈70% ITM
Gamma: 0.008
Theta: -0.278
Vega: 0.528
Open interest: 51

Model this put

Call · $575

Last: $7.10
Breakeven: $582.10
Implied vol: 32.4%
Delta: 0.277 ≈28% ITM
Gamma: 0.007
Theta: -0.306
Vega: 0.532
Open interest: 122

Model this call

Put · $575 In the money

Last: $51.20
Breakeven: $523.80
Implied vol: 31.5%
Delta: -0.732 ≈73% ITM
Gamma: 0.007
Theta: -0.267
Vega: 0.527
Open interest: 29

Model this put

Call · $580

Last: $5.80
Breakeven: $585.80
Implied vol: 29.4%
Delta: 0.222 ≈22% ITM
Gamma: 0.007
Theta: -0.247
Vega: 0.41
Open interest: 164

Model this call

Put · $580 In the money

Last: $76.70
Breakeven: $503.30
Implied vol: 29.9%
Delta: -0.778 ≈78% ITM
Gamma: 0.007
Theta: -0.225
Vega: 0.407
Open interest: 61

Model this put

Call · $585

Last: $4.85
Breakeven: $589.85
Implied vol: 33.9%
Delta: 0.227 ≈23% ITM
Gamma: 0.006
Theta: -0.287
Vega: 0.411
Open interest: 42

Model this call

Put · $585 In the money

Last: $55.95
Breakeven: $529.05
Implied vol: 30.7%
Delta: -0.801 ≈80% ITM
Gamma: 0.006
Theta: -0.214
Vega: 0.408
Open interest: 154

Model this put

Call · $590

Last: $1.40
Breakeven: $591.40
Implied vol: 29.9%
Delta: 0.167 ≈17% ITM
Gamma: 0.006
Theta: -0.21
Vega: 0.415
Open interest: 149

Model this call

Put · $590 In the money

Last: $84.00
Breakeven: $506.00
Implied vol: 32.4%
Delta: -0.814 ≈81% ITM
Gamma: 0.006
Theta: -0.217
Vega: 0.409
Open interest: 30

Model this put

Call · $595

Last: $4.00
Breakeven: $599.00
Implied vol: 28.9%
Delta: 0.133 ≈13% ITM
Gamma: 0.005
Theta: -0.175
Vega: 0.279
Open interest: 50

Model this call

Put · $595 In the money

Last: $89.50
Breakeven: $505.50
Implied vol: 31.9%
Delta: -0.846 ≈85% ITM
Gamma: 0.005
Theta: -0.188
Vega: 0.403
Open interest: 9

Model this put

Call · $600

Last: $2.50
Breakeven: $602.50
Implied vol: 30.7%
Delta: 0.127 ≈13% ITM
Gamma: 0.005
Theta: -0.18
Vega: 0.28
Open interest: 228

Model this call

Put · $600 In the money

Last: $52.50
Breakeven: $547.50
Implied vol: 33.5%
Delta: -0.858 ≈86% ITM
Gamma: 0.005
Theta: -0.188
Vega: 0.361
Open interest: 114

Model this put

Call · $605

Last: $1.71
Breakeven: $606.71
Implied vol: 28%
Delta: 0.084 ≈8% ITM
Gamma: 0.004
Theta: -0.121
Vega: 0.283
Open interest: 20

Model this call

Put · $605 In the money

Last: $52.85
Breakeven: $552.15
Implied vol: 33.4%
Delta: -0.877 ≈88% ITM
Gamma: 0.004
Theta: -0.167
Vega: 0.273
Open interest: 8

Model this put

Call · $610

Last: $1.50
Breakeven: $611.50
Implied vol: 26.7%
Delta: 0.061 ≈6% ITM
Gamma: 0.003
Theta: -0.089
Vega: 0.165
Open interest: 77

Model this call

Put · $610 In the money

Last: $106.87
Breakeven: $503.13
Implied vol: 31.2%
Delta: -0.913 ≈91% ITM
Gamma: 0.004
Theta: -0.116
Vega: 0.264
Open interest: 1

Model this put

Call · $615

Last: $2.02
Breakeven: $617.02
Implied vol: 29.1%
Delta: 0.064 ≈6% ITM
Gamma: 0.003
Theta: -0.101
Vega: 0.165
Open interest: 9

Model this call

Put · $615 In the money

Last: $66.05
Breakeven: $548.95
Implied vol: 30.4%
Delta: -0.937 ≈94% ITM
Gamma: 0.003
Theta: -0.086
Vega: 0.151
Open interest: 0

Model this put

Call · $620

Last: $1.13
Breakeven: $621.13
Implied vol: 34.4%
Delta: 0.086 ≈9% ITM
Gamma: 0.003
Theta: -0.151
Vega: 0.285
Open interest: 163

Model this call

Put · $620 In the money

Last: $107.45
Breakeven: $512.55
Implied vol: 35.1%
Delta: -0.915 ≈91% ITM
Gamma: 0.003
Theta: -0.13
Vega: 0.267
Open interest: 0

Model this put

Call · $625

Last: $0.60
Breakeven: $625.60
Implied vol: 30.5%
Delta: 0.051 ≈5% ITM
Gamma: 0.002
Theta: -0.088
Vega: 0.167
Open interest: 88

Model this call

Put · $625 In the money

Last: $21.20
Breakeven: $603.80
Implied vol: 34.8%
Delta: -0.932 ≈93% ITM
Gamma: 0.003
Theta: -0.107
Vega: 0.156
Open interest: 0

Model this put

Call · $630

Last: $0.58
Breakeven: $630.58
Implied vol: 29.8%
Delta: 0.035 ≈3% ITM
Gamma: 0.002
Theta: -0.065
Vega: 0.168
Open interest: 32

Model this call

Put · $630 In the money

Last: $124.55
Breakeven: $505.45
Implied vol: 37.6%
Delta: -0.926 ≈93% ITM
Gamma: 0.003
Theta: -0.125
Vega: 0.25
Open interest: 0

Model this put

Call · $635

Last: $1.73
Breakeven: $636.73
Implied vol: 37.8%
Delta: 0.07 ≈7% ITM
Gamma: 0.002
Theta: -0.142
Vega: 0.167
Open interest: 7

Model this call

Put · $635 In the money

Last: $73.00
Breakeven: $562.00
Implied vol: 38%
Delta: -0.935 ≈93% ITM
Gamma: 0.003
Theta: -0.113
Vega: 0.157
Open interest: 0

Model this put

Call · $640

Last: $1.85
Breakeven: $641.85
Implied vol: 38.4%
Delta: 0.065 ≈6% ITM
Gamma: 0.002
Theta: -0.135
Vega: 0.167
Open interest: 32

Model this call

Put · $640 In the money

Last: $94.10
Breakeven: $545.90
Implied vol: 38.1%
Delta: -0.943 ≈94% ITM
Gamma: 0.002
Theta: -0.1
Vega: 0.152
Open interest: 0

Model this put

Call · $645

Last: $3.04
Breakeven: $648.04
Implied vol: 44.1%
Delta: 0.084 ≈8% ITM
Gamma: 0.002
Theta: -0.19
Vega: 0.289
Open interest: 17

Model this call

Put · $645 In the money

Last: $97.60
Breakeven: $547.40
Implied vol: 43.4%
Delta: -0.926 ≈93% ITM
Gamma: 0.002
Theta: -0.148
Vega: 0.252
Open interest: 0

Model this put

Call · $650

Last: $0.33
Breakeven: $650.33
Implied vol: 32.5%
Delta: 0.024 ≈2% ITM
Gamma: 0.001
Theta: -0.05
Vega: 0.085
Open interest: 276

Model this call

Put · $650 In the money

Last: $115.00
Breakeven: $535.00
Implied vol: 45.8%
Delta: -0.923 ≈92% ITM
Gamma: 0.002
Theta: -0.162
Vega: 0.265
Open interest: 0

Model this put

Call · $655

Last: $0.28
Breakeven: $655.28
Implied vol: 33.1%
Delta: 0.021 ≈2% ITM
Gamma: 0.001
Theta: -0.045
Vega: 0.086
Open interest: 37

Model this call

Put · $655 In the money

Last: —
Breakeven: —
Implied vol: 47.4%
Delta: -0.925 ≈92% ITM
Gamma: 0.002
Theta: -0.164
Vega: 0.257
Open interest: 0

Model this put

Call · $660

Last: $0.85
Breakeven: $660.85
Implied vol: 41.5%
Delta: 0.048 ≈5% ITM
Gamma: 0.002
Theta: -0.114
Vega: 0.17
Open interest: 10

Model this call

Put · $660 In the money

Last: $123.51
Breakeven: $536.49
Implied vol: 44.2%
Delta: -0.946 ≈95% ITM
Gamma: 0.002
Theta: -0.112
Vega: 0.154
Open interest: 0

Model this put

Call · $665

Last: $1.35
Breakeven: $666.35
Implied vol: 41.2%
Delta: 0.039 ≈4% ITM
Gamma: 0.001
Theta: -0.096
Vega: 0.171
Open interest: 21

Model this call

Put · $665 In the money

Last: $114.20
Breakeven: $550.80
Implied vol: 45.5%
Delta: -0.947 ≈95% ITM
Gamma: 0.002
Theta: -0.113
Vega: 0.155
Open interest: 0

Model this put

Call · $670

Last: $0.95
Breakeven: $670.95
Implied vol: 51.9%
Delta: 0.077 ≈8% ITM
Gamma: 0.002
Theta: -0.208
Vega: 0.17
Open interest: 110

Model this call

Put · $670 In the money

Last: $127.48
Breakeven: $542.52
Implied vol: 44.9%
Delta: -0.958 ≈96% ITM
Gamma: 0.002
Theta: -0.092
Vega: 0.15
Open interest: 0

Model this put

Call · $675

Last: $0.14
Breakeven: $675.14
Implied vol: 47.8%
Delta: 0.055 ≈5% ITM
Gamma: 0.002
Theta: -0.145
Vega: 0.171
Open interest: 3

Model this call

Put · $675 In the money

Last: —
Breakeven: —
Implied vol: 48.1%
Delta: -0.95 ≈95% ITM
Gamma: 0.002
Theta: -0.115
Vega: 0.155
Open interest: 0

Model this put

Call · $680

Last: $0.50
Breakeven: $680.50
Implied vol: 39.4%
Delta: 0.02 ≈2% ITM
Gamma: 0.001
Theta: -0.052
Vega: 0.087
Open interest: 171

Model this call

Put · $680 In the money

Last: $140.00
Breakeven: $540.00
Implied vol: 50.7%
Delta: -0.945 ≈95% ITM
Gamma: 0.002
Theta: -0.131
Vega: 0.16
Open interest: 0

Model this put

Call · $685

Last: —
Breakeven: —
Implied vol: 58%
Delta: 0.079 ≈8% ITM
Gamma: 0.002
Theta: -0.24
Vega: 0.171
Open interest: 0

Model this call

Put · $685 In the money

Last: —
Breakeven: —
Implied vol: 51.7%
Delta: -0.948 ≈95% ITM
Gamma: 0.002
Theta: -0.129
Vega: 0.16
Open interest: 0

Model this put

Call · $690

Last: $1.81
Breakeven: $691.81
Implied vol: 56.4%
Delta: 0.069 ≈7% ITM
Gamma: 0.002
Theta: -0.206
Vega: 0.172
Open interest: 1

Model this call

Put · $690 In the money

Last: —
Breakeven: —
Implied vol: 50.7%
Delta: -0.958 ≈96% ITM
Gamma: 0.001
Theta: -0.104
Vega: 0.152
Open interest: 0

Model this put

Call · $695

Last: —
Breakeven: —
Implied vol: 57.6%
Delta: 0.067 ≈7% ITM
Gamma: 0.002
Theta: -0.208
Vega: 0.173
Open interest: 0

Model this call

Put · $695 In the money

Last: $160.00
Breakeven: $535.00
Implied vol: 55.2%
Delta: -0.946 ≈95% ITM
Gamma: 0.002
Theta: -0.142
Vega: 0.162
Open interest: 0

Model this put

Call · $700

Last: $0.05
Breakeven: $700.05
Implied vol: 41.5%
Delta: 0.013 ≈1% ITM
Gamma: 0.001
Theta: -0.038
Vega: 0.038
Open interest: 187

Model this call

Put · $700 In the money

Last: $147.45
Breakeven: $552.55
Implied vol: 56.4%
Delta: -0.947 ≈95% ITM
Gamma: 0.001
Theta: -0.143
Vega: 0.162
Open interest: 0

Model this put

Call · $705

Last: —
Breakeven: —
Implied vol: 65.6%
Delta: 0.082 ≈8% ITM
Gamma: 0.002
Theta: -0.277
Vega: 0.3
Open interest: 0

Model this call

Put · $705 In the money

Last: $170.00
Breakeven: $535.00
Implied vol: 61%
Delta: -0.936 ≈94% ITM
Gamma: 0.002
Theta: -0.185
Vega: 0.167
Open interest: 0

Model this put

Call · $710

Last: —
Breakeven: —
Implied vol: 59.3%
Delta: 0.057 ≈6% ITM
Gamma: 0.001
Theta: -0.187
Vega: 0.175
Open interest: 0

Model this call

Put · $710 In the money

Last: —
Breakeven: —
Implied vol: 58%
Delta: -0.952 ≈95% ITM
Gamma: 0.001
Theta: -0.135
Vega: 0.158
Open interest: 0

Model this put

Call · $715

Last: —
Breakeven: —
Implied vol: 58.9%
Delta: 0.051 ≈5% ITM
Gamma: 0.001
Theta: -0.169
Vega: 0.176
Open interest: 0

Model this call

Put · $715 In the money

Last: —
Breakeven: —
Implied vol: 57%
Delta: -0.962 ≈96% ITM
Gamma: 0.001
Theta: -0.109
Vega: 0.151
Open interest: 0

Model this put

Call · $720

Last: $0.68
Breakeven: $720.68
Implied vol: 48.9%
Delta: 0.019 ≈2% ITM
Gamma: 0.001
Theta: -0.062
Vega: 0.089
Open interest: 17

Model this call

Put · $720 In the money

Last: $71.38
Breakeven: $648.62
Implied vol: 59.5%
Delta: -0.957 ≈96% ITM
Gamma: 0.001
Theta: -0.126
Vega: 0.157
Open interest: 0

Model this put

Call · $725

Last: —
Breakeven: —
Implied vol: 61.3%
Delta: 0.049 ≈5% ITM
Gamma: 0.001
Theta: -0.172
Vega: 0.177
Open interest: 0

Model this call

Put · $725 In the money

Last: —
Breakeven: —
Implied vol: 61.7%
Delta: -0.954 ≈95% ITM
Gamma: 0.001
Theta: -0.138
Vega: 0.16
Open interest: 0

Model this put

Call · $730

Last: —
Breakeven: —
Implied vol: 61.9%
Delta: 0.047 ≈5% ITM
Gamma: 0.001
Theta: -0.166
Vega: 0.177
Open interest: 0

Model this call

Put · $730 In the money

Last: —
Breakeven: —
Implied vol: 61.9%
Delta: -0.958 ≈96% ITM
Gamma: 0.001
Theta: -0.128
Vega: 0.158
Open interest: 0

Model this put

Call · $735

Last: —
Breakeven: —
Implied vol: 62.5%
Delta: 0.044 ≈4% ITM
Gamma: 0.001
Theta: -0.16
Vega: 0.178
Open interest: 0

Model this call

Put · $735 In the money

Last: —
Breakeven: —
Implied vol: 61.8%
Delta: -0.964 ≈96% ITM
Gamma: 0.001
Theta: -0.113
Vega: 0.152
Open interest: 0

Model this put

Call · $740

Last: $1.10
Breakeven: $741.10
Implied vol: 63.7%
Delta: 0.043 ≈4% ITM
Gamma: 0.001
Theta: -0.161
Vega: 0.178
Open interest: 59

Model this call

Put · $740 In the money

Last: $108.50
Breakeven: $631.50
Implied vol: 63.7%
Delta: -0.962 ≈96% ITM
Gamma: 0.001
Theta: -0.122
Vega: 0.153
Open interest: 0

Model this put

Call · $745

Last: —
Breakeven: —
Implied vol: 64.9%
Delta: 0.043 ≈4% ITM
Gamma: 0.001
Theta: -0.163
Vega: 0.179
Open interest: 0

Model this call

Put · $745 In the money

Last: —
Breakeven: —
Implied vol: 66.7%
Delta: -0.956 ≈96% ITM
Gamma: 0.001
Theta: -0.146
Vega: 0.162
Open interest: 0

Model this put

Call · $750

Last: $1.05
Breakeven: $751.05
Implied vol: 66%
Delta: 0.042 ≈4% ITM
Gamma: 0.001
Theta: -0.164
Vega: 0.179
Open interest: 1

Model this call

Put · $750 In the money

Last: —
Breakeven: —
Implied vol: 66.7%
Delta: -0.961 ≈96% ITM
Gamma: 0.001
Theta: -0.132
Vega: 0.156
Open interest: 0

Model this put

Call · $755

Last: —
Breakeven: —
Implied vol: 67.2%
Delta: 0.042 ≈4% ITM
Gamma: 0.001
Theta: -0.165
Vega: 0.18
Open interest: 0

Model this call

Put · $755 In the money

Last: —
Breakeven: —
Implied vol: 66.2%
Delta: -0.967 ≈97% ITM
Gamma: 0.001
Theta: -0.112
Vega: 0.123
Open interest: 0

Model this put

Call · $760

Last: $0.40
Breakeven: $760.40
Implied vol: 60.6%
Delta: 0.025 ≈2% ITM
Gamma: 0.001
Theta: -0.097
Vega: 0.091
Open interest: 42

Model this call

Put · $760 In the money

Last: $61.60
Breakeven: $698.40
Implied vol: 72.4%
Delta: -0.95 ≈95% ITM
Gamma: 0.001
Theta: -0.176
Vega: 0.167
Open interest: 0

Model this put

Call · $765

Last: —
Breakeven: —
Implied vol: 74%
Delta: 0.055 ≈5% ITM
Gamma: 0.001
Theta: -0.225
Vega: 0.181
Open interest: 0

Model this call

Put · $765 In the money

Last: —
Breakeven: —
Implied vol: 69.1%
Delta: -0.966 ≈97% ITM
Gamma: 0.001
Theta: -0.123
Vega: 0.149
Open interest: 0

Model this put

Call · $780

Last: $1.45
Breakeven: $781.45
Implied vol: 72.4%
Delta: 0.038 ≈4% ITM
Gamma: 0.001
Theta: -0.167
Vega: 0.091
Open interest: 23

Model this call

Put · $780 In the money

Last: $73.00
Breakeven: $707.00
Implied vol: 69.9%
Delta: -0.971 ≈97% ITM
Gamma: 0.001
Theta: -0.103
Vega: 0.081
Open interest: 0

Model this put

Call · $800

Last: $0.05
Breakeven: $800.05
Implied vol: 76.6%
Delta: 0.037 ≈4% ITM
Gamma: 0.001
Theta: -0.173
Vega: 0.092
Open interest: 87

Model this call

Put · $800 In the money

Last: $259.05
Breakeven: $540.95
Implied vol: 82.2%
Delta: -0.952 ≈95% ITM
Gamma: 0.001
Theta: -0.196
Vega: 0.171
Open interest: 0

Model this put

Call · $820

Last: $1.60
Breakeven: $821.60
Implied vol: 67.9%
Delta: 0.015 ≈1% ITM
Gamma: 0
Theta: -0.069
Vega: 0.04
Open interest: 14

Model this call

Put · $820 In the money

Last: $279.02
Breakeven: $540.98
Implied vol: 82.9%
Delta: -0.964 ≈96% ITM
Gamma: 0.001
Theta: -0.154
Vega: 0.152
Open interest: 3

Model this put

Call · $840

Last: $0.05
Breakeven: $840.05
Implied vol: 83%
Delta: 0.033 ≈3% ITM
Gamma: 0.001
Theta: -0.169
Vega: 0.095
Open interest: 34

Model this call

Put · $840 In the money

Last: $299.06
Breakeven: $540.94
Implied vol: 91%
Delta: -0.954 ≈95% ITM
Gamma: 0.001
Theta: -0.209
Vega: 0.173
Open interest: 2

Model this put

Call · $860

Last: $1.45
Breakeven: $861.45
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 12

Model this call

Put · $860 In the money

Last: $319.09
Breakeven: $540.91
Implied vol: 95.4%
Delta: -0.955 ≈95% ITM
Gamma: 0.001
Theta: -0.217
Vega: 0.172
Open interest: 1

Model this put

Call · $880

Last: $5.20
Breakeven: $885.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 12

Model this call

Put · $880 In the money

Last: —
Breakeven: —
Implied vol: 98.8%
Delta: -0.958 ≈96% ITM
Gamma: 0.001
Theta: -0.214
Vega: 0.172
Open interest: 0

Model this put

Call · $900

Last: $0.29
Breakeven: $900.29
Implied vol: 111.1%
Delta: 0.064 ≈6% ITM
Gamma: 0.001
Theta: -0.382
Vega: 0.194
Open interest: 9

Model this call

Put · $900 In the money

Last: —
Breakeven: —
Implied vol: 96.6%
Delta: -0.969 ≈97% ITM
Gamma: 0.001
Theta: -0.157
Vega: 0.088
Open interest: 0

Model this put

Call · $920

Last: $12.80
Breakeven: $932.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $920 In the money

Last: —
Breakeven: —
Implied vol: 100%
Delta: -0.97 ≈97% ITM
Gamma: 0.001
Theta: -0.159
Vega: 0.088
Open interest: 0

Model this put

Call · $940

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $940 In the money

Last: —
Breakeven: —
Implied vol: 102.7%
Delta: -0.971 ≈97% ITM
Gamma: 0.001
Theta: -0.155
Vega: 0.088
Open interest: 0

Model this put

Call · $960

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $960 In the money

Last: —
Breakeven: —
Implied vol: 107.1%
Delta: -0.97 ≈97% ITM
Gamma: 0.001
Theta: -0.167
Vega: 0.09
Open interest: 0

Model this put

Call · $980

Last: $6.03
Breakeven: $986.03
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $980 In the money

Last: —
Breakeven: —
Implied vol: 109.1%
Delta: -0.972 ≈97% ITM
Gamma: 0
Theta: -0.158
Vega: 0.09
Open interest: 0

Model this put

Call · $1000

Last: $10.43
Breakeven: $1,010.43
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $1000 In the money

Last: —
Breakeven: —
Implied vol: 112.7%
Delta: -0.972 ≈97% ITM
Gamma: 0
Theta: -0.165
Vega: 0.091
Open interest: 0

Model this put

Call · $1020

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $1020 In the money

Last: —
Breakeven: —
Implied vol: 115.8%
Delta: -0.972 ≈97% ITM
Gamma: 0
Theta: -0.166
Vega: 0.092
Open interest: 0

Model this put

Call · $1040

Last: $1.50
Breakeven: $1,041.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $1040 In the money

Last: —
Breakeven: —
Implied vol: 119.3%
Delta: -0.972 ≈97% ITM
Gamma: 0
Theta: -0.173
Vega: 0.092
Open interest: 0

Model this put

Call · $1060

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $1060 In the money

Last: —
Breakeven: —
Implied vol: 121.7%
Delta: -0.973 ≈97% ITM
Gamma: 0
Theta: -0.169
Vega: 0.092
Open interest: 0

Model this put

Call · $1080

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $1080 In the money

Last: —
Breakeven: —
Implied vol: 124%
Delta: -0.974 ≈97% ITM
Gamma: 0
Theta: -0.165
Vega: 0.091
Open interest: 0

Model this put

Call · $1100

Last: $0.10
Breakeven: $1,100.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $1100 In the money

Last: —
Breakeven: —
Implied vol: 126.8%
Delta: -0.975 ≈97% ITM
Gamma: 0
Theta: -0.166
Vega: 0.089
Open interest: 0

Model this put

NOC · Northrop Grumman Corp /De/

Options Chain

Positioning

Open interest by strike · near the money

Chain