NVMI Stock — Nova Ltd.: Options Chain

Calls		Puts
1	1	—	—	$365.00	$1.90	—	—	1	2
Call · $140 In the money Last $365.00 Breakeven $505.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $140 Last $1.90 Breakeven $138.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
1	1	—	—	$156.80	$2.20	—	—	1	2
Call · $145 In the money Last $156.80 Breakeven $301.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $145 Last $2.20 Breakeven $142.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
1	1	—	—	$152.50	—	—	—	—	0
Call · $150 In the money Last $152.50 Breakeven $302.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $150 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$367.00	—	—	—	—	0
Call · $155 In the money Last $367.00 Breakeven $522.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $155 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $160 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $160 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$373.00	—	—	—	—	0
Call · $165 In the money Last $373.00 Breakeven $538.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $165 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	1	—	—	$300.00	—	—	—	—	0
Call · $170 In the money Last $300.00 Breakeven $470.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $170 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	—	—	$295.00	—	—	—	—	0
Call · $175 In the money Last $295.00 Breakeven $470.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $175 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$391.00	—	—	—	—	0
Call · $180 In the money Last $391.00 Breakeven $571.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $180 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	—	—	$284.60	—	-0.007	142%	—	0
Call · $185 In the money Last $284.60 Breakeven $469.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $185 Last — Breakeven — Implied vol 142% Delta -0.007 ≈1% ITM Gamma 0 Theta -0.058 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	—	-0.007	139.6%	—	0
Call · $190 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $190 Last — Breakeven — Implied vol 139.6% Delta -0.007 ≈1% ITM Gamma 0 Theta -0.06 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	—	-0.008	136.3%	—	0
Call · $195 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $195 Last — Breakeven — Implied vol 136.3% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.063 Vega 0.04 Open interest 0 Model this put
0	—	—	—	—	—	-0.007	130.6%	—	0
Call · $200 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $200 Last — Breakeven — Implied vol 130.6% Delta -0.007 ≈1% ITM Gamma 0 Theta -0.057 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	$0.44	-0.028	161.1%	1	2
Call · $210 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $210 Last $0.44 Breakeven $209.56 Implied vol 161.1% Delta -0.028 ≈3% ITM Gamma 0 Theta -0.224 Vega 0.083 Open interest 2 Model this put
0	—	—	—	—	$2.54	-0.009	117.3%	1	13
Call · $220 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $220 Last $2.54 Breakeven $217.46 Implied vol 117.3% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.061 Vega 0.043 Open interest 13 Model this put
0	—	—	—	—	$1.01	-0.032	144.9%	3	23
Call · $230 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $230 Last $1.01 Breakeven $228.99 Implied vol 144.9% Delta -0.032 ≈3% ITM Gamma 0 Theta -0.227 Vega 0.087 Open interest 23 Model this put
0	—	—	—	—	$2.85	-0.034	136.8%	5	3
Call · $240 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $240 Last $2.85 Breakeven $237.15 Implied vol 136.8% Delta -0.034 ≈3% ITM Gamma 0 Theta -0.225 Vega 0.089 Open interest 3 Model this put
2	2	—	—	$62.85	$1.80	-0.037	130.1%	1	22
Call · $250 In the money Last $62.85 Breakeven $312.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $250 Last $1.80 Breakeven $248.20 Implied vol 130.1% Delta -0.037 ≈4% ITM Gamma 0.001 Theta -0.23 Vega 0.091 Open interest 22 Model this put
2	1	—	—	$196.50	$2.41	-0.038	121.6%	1	13
Call · $260 In the money Last $196.50 Breakeven $456.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $260 Last $2.41 Breakeven $257.59 Implied vol 121.6% Delta -0.038 ≈4% ITM Gamma 0.001 Theta -0.221 Vega 0.093 Open interest 13 Model this put
1	1	—	—	$220.50	$12.75	-0.04	114.4%	1	1
Call · $270 In the money Last $220.50 Breakeven $490.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $270 Last $12.75 Breakeven $257.25 Implied vol 114.4% Delta -0.04 ≈4% ITM Gamma 0.001 Theta -0.218 Vega 0.095 Open interest 1 Model this put
1	1	—	—	$64.50	$4.10	-0.035	100.1%	48	41
Call · $280 In the money Last $64.50 Breakeven $344.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $280 Last $4.10 Breakeven $275.90 Implied vol 100.1% Delta -0.035 ≈3% ITM Gamma 0.001 Theta -0.167 Vega 0.097 Open interest 41 Model this put
1	2	—	—	$69.00	$3.50	-0.058	109.5%	1	0
Call · $290 In the money Last $69.00 Breakeven $359.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $290 Last $3.50 Breakeven $286.50 Implied vol 109.5% Delta -0.058 ≈6% ITM Gamma 0.001 Theta -0.277 Vega 0.17 Open interest 0 Model this put
1	—	—	—	—	$5.68	-0.068	106.3%	1	5
Call · $300 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $300 Last $5.68 Breakeven $294.32 Implied vol 106.3% Delta -0.068 ≈7% ITM Gamma 0.001 Theta -0.306 Vega 0.173 Open interest 5 Model this put
3	1	59.6%	0.99	$183.05	$56.60	-0.082	104.8%	1	2
Call · $310 In the money Last $183.05 Breakeven $493.05 Implied vol 59.6% Delta 0.99 ≈99% ITM Gamma 0 Theta -0.066 Vega 0.05 Open interest 3 Model this call Put · $310 Last $56.60 Breakeven $253.40 Implied vol 104.8% Delta -0.082 ≈8% ITM Gamma 0.001 Theta -0.348 Vega 0.176 Open interest 2 Model this put
5	3	78.4%	0.95	$132.50	$5.22	-0.1	106.1%	10	11
Call · $320 In the money Last $132.50 Breakeven $452.50 Implied vol 78.4% Delta 0.95 ≈95% ITM Gamma 0.001 Theta -0.209 Vega 0.103 Open interest 5 Model this call Put · $320 Last $5.22 Breakeven $314.78 Implied vol 106.1% Delta -0.1 ≈10% ITM Gamma 0.001 Theta -0.414 Vega 0.18 Open interest 11 Model this put
6	1	78.5%	0.932	$123.40	$9.80	-0.118	104.1%	1	3
Call · $330 In the money Last $123.40 Breakeven $453.40 Implied vol 78.5% Delta 0.932 ≈93% ITM Gamma 0.001 Theta -0.258 Vega 0.182 Open interest 6 Model this call Put · $330 Last $9.80 Breakeven $320.20 Implied vol 104.1% Delta -0.118 ≈12% ITM Gamma 0.002 Theta -0.452 Vega 0.273 Open interest 3 Model this put
27	31	81.4%	0.905	$176.50	$10.30	-0.135	100.8%	2	114
Call · $340 In the money Last $176.50 Breakeven $516.50 Implied vol 81.4% Delta 0.905 ≈90% ITM Gamma 0.002 Theta -0.336 Vega 0.185 Open interest 27 Model this call Put · $340 Last $10.30 Breakeven $329.70 Implied vol 100.8% Delta -0.135 ≈14% ITM Gamma 0.002 Theta -0.479 Vega 0.278 Open interest 114 Model this put
38	38	80.6%	0.884	$112.00	$9.30	-0.158	100.2%	12	9
Call · $350 In the money Last $112.00 Breakeven $462.00 Implied vol 80.6% Delta 0.884 ≈88% ITM Gamma 0.002 Theta -0.381 Vega 0.282 Open interest 38 Model this call Put · $350 Last $9.30 Breakeven $340.70 Implied vol 100.2% Delta -0.158 ≈16% ITM Gamma 0.002 Theta -0.53 Vega 0.282 Open interest 9 Model this put
63	56	82.8%	0.85	$98.60	$17.25	-0.184	101.3%	2	29
Call · $360 In the money Last $98.60 Breakeven $458.60 Implied vol 82.8% Delta 0.85 ≈85% ITM Gamma 0.002 Theta -0.457 Vega 0.286 Open interest 63 Model this call Put · $360 Last $17.25 Breakeven $342.75 Implied vol 101.3% Delta -0.184 ≈18% ITM Gamma 0.002 Theta -0.598 Vega 0.287 Open interest 29 Model this put
3	1	84.4%	0.818	$90.65	$18.60	-0.21	99.4%	2	52
Call · $370 In the money Last $90.65 Breakeven $460.65 Implied vol 84.4% Delta 0.818 ≈82% ITM Gamma 0.003 Theta -0.526 Vega 0.291 Open interest 3 Model this call Put · $370 Last $18.60 Breakeven $351.40 Implied vol 99.4% Delta -0.21 ≈21% ITM Gamma 0.002 Theta -0.628 Vega 0.38 Open interest 52 Model this put
37	32	84.2%	0.786	$97.00	$15.49	-0.24	99.1%	3	62
Call · $380 In the money Last $97.00 Breakeven $477.00 Implied vol 84.2% Delta 0.786 ≈79% ITM Gamma 0.003 Theta -0.574 Vega 0.386 Open interest 37 Model this call Put · $380 Last $15.49 Breakeven $364.51 Implied vol 99.1% Delta -0.24 ≈24% ITM Gamma 0.003 Theta -0.671 Vega 0.386 Open interest 62 Model this put
1	1	84.3%	0.751	$117.35	$26.00	-0.269	98.1%	4	143
Call · $390 In the money Last $117.35 Breakeven $507.35 Implied vol 84.3% Delta 0.751 ≈75% ITM Gamma 0.003 Theta -0.619 Vega 0.391 Open interest 1 Model this call Put · $390 Last $26.00 Breakeven $364.00 Implied vol 98.1% Delta -0.269 ≈27% ITM Gamma 0.003 Theta -0.708 Vega 0.391 Open interest 143 Model this put
7	6	85%	0.714	$67.00	$21.10	-0.302	100.4%	3	80
Call · $400 In the money Last $67.00 Breakeven $467.00 Implied vol 85% Delta 0.714 ≈71% ITM Gamma 0.003 Theta -0.67 Vega 0.397 Open interest 7 Model this call Put · $400 Last $21.10 Breakeven $378.90 Implied vol 100.4% Delta -0.302 ≈30% ITM Gamma 0.003 Theta -0.774 Vega 0.402 Open interest 80 Model this put
1	1	86.1%	0.677	$87.25	$25.00	-0.333	98.2%	1	30
Call · $410 In the money Last $87.25 Breakeven $497.25 Implied vol 86.1% Delta 0.677 ≈68% ITM Gamma 0.003 Theta -0.716 Vega 0.46 Open interest 1 Model this call Put · $410 Last $25.00 Breakeven $385.00 Implied vol 98.2% Delta -0.333 ≈33% ITM Gamma 0.003 Theta -0.78 Vega 0.459 Open interest 30 Model this put
2	1	83.9%	0.641	$124.40	$34.02	-0.366	97.1%	143	241
Call · $420 In the money Last $124.40 Breakeven $544.40 Implied vol 83.9% Delta 0.641 ≈64% ITM Gamma 0.004 Theta -0.719 Vega 0.466 Open interest 2 Model this call Put · $420 Last $34.02 Breakeven $385.98 Implied vol 97.1% Delta -0.366 ≈37% ITM Gamma 0.003 Theta -0.793 Vega 0.465 Open interest 241 Model this put
4	4	84.4%	0.601	$65.50	$34.16	-0.4	97.1%	1	32
Call · $430 In the money Last $65.50 Breakeven $495.50 Implied vol 84.4% Delta 0.601 ≈60% ITM Gamma 0.004 Theta -0.745 Vega 0.472 Open interest 4 Model this call Put · $430 Last $34.16 Breakeven $395.84 Implied vol 97.1% Delta -0.4 ≈40% ITM Gamma 0.003 Theta -0.815 Vega 0.471 Open interest 32 Model this put
Underlying $437.98
4	1	86.6%	0.564	$44.70	$48.60	-0.433	97.4%	5	72
Call · $440 Last $44.70 Breakeven $484.70 Implied vol 86.6% Delta 0.564 ≈56% ITM Gamma 0.004 Theta -0.786 Vega 0.478 Open interest 4 Model this call Put · $440 In the money Last $48.60 Breakeven $391.40 Implied vol 97.4% Delta -0.433 ≈43% ITM Gamma 0.003 Theta -0.84 Vega 0.477 Open interest 72 Model this put
21	1	84.6%	0.525	$44.00	$46.00	-0.466	98%	1	14
Call · $450 Last $44.00 Breakeven $494.00 Implied vol 84.6% Delta 0.525 ≈53% ITM Gamma 0.004 Theta -0.772 Vega 0.484 Open interest 21 Model this call Put · $450 In the money Last $46.00 Breakeven $404.00 Implied vol 98% Delta -0.466 ≈47% ITM Gamma 0.003 Theta -0.849 Vega 0.483 Open interest 14 Model this put
3	3	84.3%	0.488	$62.50	$56.50	-0.5	96.2%	1	183
Call · $460 Last $62.50 Breakeven $522.50 Implied vol 84.3% Delta 0.488 ≈49% ITM Gamma 0.004 Theta -0.764 Vega 0.49 Open interest 3 Model this call Put · $460 In the money Last $56.50 Breakeven $403.50 Implied vol 96.2% Delta -0.5 ≈50% ITM Gamma 0.003 Theta -0.828 Vega 0.489 Open interest 183 Model this put
12	6	84%	0.45	$35.87	$66.45	-0.533	96%	3	130
Call · $470 Last $35.87 Breakeven $505.87 Implied vol 84% Delta 0.45 ≈45% ITM Gamma 0.004 Theta -0.756 Vega 0.496 Open interest 12 Model this call Put · $470 In the money Last $66.45 Breakeven $403.55 Implied vol 96% Delta -0.533 ≈53% ITM Gamma 0.003 Theta -0.821 Vega 0.494 Open interest 130 Model this put
59	11	85.2%	0.415	$39.85	$62.30	-0.564	96.8%	1	11
Call · $480 Last $39.85 Breakeven $519.85 Implied vol 85.2% Delta 0.415 ≈41% ITM Gamma 0.004 Theta -0.761 Vega 0.502 Open interest 59 Model this call Put · $480 In the money Last $62.30 Breakeven $417.70 Implied vol 96.8% Delta -0.564 ≈56% ITM Gamma 0.003 Theta -0.824 Vega 0.499 Open interest 11 Model this put
363	8	85.6%	0.383	$29.80	$52.90	-0.591	99.3%	1	3
Call · $490 Last $29.80 Breakeven $519.80 Implied vol 85.6% Delta 0.383 ≈38% ITM Gamma 0.004 Theta -0.745 Vega 0.444 Open interest 363 Model this call Put · $490 In the money Last $52.90 Breakeven $437.10 Implied vol 99.3% Delta -0.591 ≈59% ITM Gamma 0.003 Theta -0.841 Vega 0.442 Open interest 3 Model this put
26	1	85.8%	0.353	$25.00	$85.07	-0.621	97.6%	1	19
Call · $500 Last $25.00 Breakeven $525.00 Implied vol 85.8% Delta 0.353 ≈35% ITM Gamma 0.004 Theta -0.72 Vega 0.449 Open interest 26 Model this call Put · $500 In the money Last $85.07 Breakeven $414.93 Implied vol 97.6% Delta -0.621 ≈62% ITM Gamma 0.003 Theta -0.798 Vega 0.447 Open interest 19 Model this put
73	2	85.9%	0.322	$22.12	$44.00	-0.648	97.7%	1	1
Call · $510 Last $22.12 Breakeven $532.12 Implied vol 85.9% Delta 0.322 ≈32% ITM Gamma 0.003 Theta -0.695 Vega 0.454 Open interest 73 Model this call Put · $510 In the money Last $44.00 Breakeven $466.00 Implied vol 97.7% Delta -0.648 ≈65% ITM Gamma 0.003 Theta -0.772 Vega 0.452 Open interest 1 Model this put
34	1	86.6%	0.294	$27.00	$48.70	-0.673	98.2%	1	10
Call · $520 Last $27.00 Breakeven $547.00 Implied vol 86.6% Delta 0.294 ≈29% ITM Gamma 0.003 Theta -0.675 Vega 0.458 Open interest 34 Model this call Put · $520 In the money Last $48.70 Breakeven $471.30 Implied vol 98.2% Delta -0.673 ≈67% ITM Gamma 0.003 Theta -0.753 Vega 0.456 Open interest 10 Model this put
30	25	88.7%	0.271	$14.00	$63.90	-0.698	98.8%	1	1
Call · $530 Last $14.00 Breakeven $544.00 Implied vol 88.7% Delta 0.271 ≈27% ITM Gamma 0.003 Theta -0.672 Vega 0.354 Open interest 30 Model this call Put · $530 In the money Last $63.90 Breakeven $466.10 Implied vol 98.8% Delta -0.698 ≈70% ITM Gamma 0.003 Theta -0.733 Vega 0.459 Open interest 1 Model this put
60	14	86.8%	0.243	$18.20	$78.00	-0.718	100.9%	1	3
Call · $540 Last $18.20 Breakeven $558.20 Implied vol 86.8% Delta 0.243 ≈24% ITM Gamma 0.003 Theta -0.614 Vega 0.358 Open interest 60 Model this call Put · $540 In the money Last $78.00 Breakeven $462.00 Implied vol 100.9% Delta -0.718 ≈72% ITM Gamma 0.003 Theta -0.731 Vega 0.459 Open interest 3 Model this put
71	273	87.6%	0.224	$11.60	$68.32	-0.737	101.7%	2	1
Call · $550 Last $11.60 Breakeven $561.60 Implied vol 87.6% Delta 0.224 ≈22% ITM Gamma 0.003 Theta -0.588 Vega 0.361 Open interest 71 Model this call Put · $550 In the money Last $68.32 Breakeven $481.68 Implied vol 101.7% Delta -0.737 ≈74% ITM Gamma 0.003 Theta -0.707 Vega 0.359 Open interest 1 Model this put
16	3	88.6%	0.205	$13.70	$134.00	-0.752	103.1%	50	51
Call · $560 Last $13.70 Breakeven $573.70 Implied vol 88.6% Delta 0.205 ≈21% ITM Gamma 0.003 Theta -0.565 Vega 0.365 Open interest 16 Model this call Put · $560 In the money Last $134.00 Breakeven $426.00 Implied vol 103.1% Delta -0.752 ≈75% ITM Gamma 0.003 Theta -0.689 Vega 0.362 Open interest 51 Model this put
1	1	89.1%	0.185	$13.20	—	-0.771	103%	—	0
Call · $570 Last $13.20 Breakeven $583.20 Implied vol 89.1% Delta 0.185 ≈19% ITM Gamma 0.002 Theta -0.535 Vega 0.368 Open interest 1 Model this call Put · $570 In the money Last — Breakeven — Implied vol 103% Delta -0.771 ≈77% ITM Gamma 0.002 Theta -0.655 Vega 0.365 Open interest 0 Model this put
107	1	90.1%	0.167	$13.20	—	-0.787	103.7%	—	0
Call · $580 Last $13.20 Breakeven $593.20 Implied vol 90.1% Delta 0.167 ≈17% ITM Gamma 0.002 Theta -0.512 Vega 0.372 Open interest 107 Model this call Put · $580 In the money Last — Breakeven — Implied vol 103.7% Delta -0.787 ≈79% ITM Gamma 0.002 Theta -0.628 Vega 0.367 Open interest 0 Model this put
1	1	88.5%	0.148	$38.80	—	-0.799	105.6%	—	0
Call · $590 Last $38.80 Breakeven $628.80 Implied vol 88.5% Delta 0.148 ≈15% ITM Gamma 0.002 Theta -0.46 Vega 0.25 Open interest 1 Model this call Put · $590 In the money Last — Breakeven — Implied vol 105.6% Delta -0.799 ≈80% ITM Gamma 0.002 Theta -0.618 Vega 0.369 Open interest 0 Model this put
77	6	88.8%	0.134	$8.50	$81.60	-0.813	106.9%	3	3
Call · $600 Last $8.50 Breakeven $608.50 Implied vol 88.8% Delta 0.134 ≈13% ITM Gamma 0.002 Theta -0.43 Vega 0.252 Open interest 77 Model this call Put · $600 In the money Last $81.60 Breakeven $518.40 Implied vol 106.9% Delta -0.813 ≈81% ITM Gamma 0.002 Theta -0.599 Vega 0.371 Open interest 3 Model this put
12	10	90.4%	0.126	$7.40	—	-0.818	110.7%	—	0
Call · $610 Last $7.40 Breakeven $617.40 Implied vol 90.4% Delta 0.126 ≈13% ITM Gamma 0.002 Theta -0.417 Vega 0.255 Open interest 12 Model this call Put · $610 In the money Last — Breakeven — Implied vol 110.7% Delta -0.818 ≈82% ITM Gamma 0.002 Theta -0.614 Vega 0.371 Open interest 0 Model this put
34	10	89.3%	0.108	$9.20	—	-0.836	110.2%	—	0
Call · $620 Last $9.20 Breakeven $629.20 Implied vol 89.3% Delta 0.108 ≈11% ITM Gamma 0.002 Theta -0.371 Vega 0.257 Open interest 34 Model this call Put · $620 In the money Last — Breakeven — Implied vol 110.2% Delta -0.836 ≈84% ITM Gamma 0.002 Theta -0.573 Vega 0.253 Open interest 0 Model this put
20	10	91.5%	0.102	$8.30	—	-0.844	111.3%	—	0
Call · $630 Last $8.30 Breakeven $638.30 Implied vol 91.5% Delta 0.102 ≈10% ITM Gamma 0.002 Theta -0.365 Vega 0.259 Open interest 20 Model this call Put · $630 In the money Last — Breakeven — Implied vol 111.3% Delta -0.844 ≈84% ITM Gamma 0.002 Theta -0.556 Vega 0.255 Open interest 0 Model this put
48	1	92.1%	0.091	$9.95	—	-0.852	112.4%	—	0
Call · $640 Last $9.95 Breakeven $649.95 Implied vol 92.1% Delta 0.091 ≈9% ITM Gamma 0.001 Theta -0.34 Vega 0.261 Open interest 48 Model this call Put · $640 In the money Last — Breakeven — Implied vol 112.4% Delta -0.852 ≈85% ITM Gamma 0.002 Theta -0.538 Vega 0.256 Open interest 0 Model this put
1	1	92%	0.082	$7.99	—	-0.865	111.5%	—	0
Call · $650 Last $7.99 Breakeven $657.99 Implied vol 92% Delta 0.082 ≈8% ITM Gamma 0.001 Theta -0.314 Vega 0.152 Open interest 1 Model this call Put · $650 In the money Last — Breakeven — Implied vol 111.5% Delta -0.865 ≈86% ITM Gamma 0.002 Theta -0.495 Vega 0.257 Open interest 0 Model this put
88	1	91.3%	0.073	$7.52	—	-0.873	112.5%	—	0
Call · $660 Last $7.52 Breakeven $667.52 Implied vol 91.3% Delta 0.073 ≈7% ITM Gamma 0.001 Theta -0.282 Vega 0.154 Open interest 88 Model this call Put · $660 In the money Last — Breakeven — Implied vol 112.5% Delta -0.873 ≈87% ITM Gamma 0.002 Theta -0.478 Vega 0.258 Open interest 0 Model this put
6	12	91.5%	0.066	$6.40	—	-0.875	115.5%	—	0
Call · $670 Last $6.40 Breakeven $676.40 Implied vol 91.5% Delta 0.066 ≈7% ITM Gamma 0.001 Theta -0.261 Vega 0.155 Open interest 6 Model this call Put · $670 In the money Last — Breakeven — Implied vol 115.5% Delta -0.875 ≈87% ITM Gamma 0.002 Theta -0.484 Vega 0.259 Open interest 0 Model this put
7	2	91%	0.057	$6.23	$227.00	-0.883	116.4%	1	1
Call · $680 Last $6.23 Breakeven $686.23 Implied vol 91% Delta 0.057 ≈6% ITM Gamma 0.001 Theta -0.231 Vega 0.156 Open interest 7 Model this call Put · $680 In the money Last $227.00 Breakeven $453.00 Implied vol 116.4% Delta -0.883 ≈88% ITM Gamma 0.001 Theta -0.466 Vega 0.26 Open interest 1 Model this put
1	2	93.4%	0.056	$5.25	—	-0.874	123.1%	—	0
Call · $690 Last $5.25 Breakeven $695.25 Implied vol 93.4% Delta 0.056 ≈6% ITM Gamma 0.001 Theta -0.233 Vega 0.157 Open interest 1 Model this call Put · $690 In the money Last — Breakeven — Implied vol 123.1% Delta -0.874 ≈87% ITM Gamma 0.001 Theta -0.52 Vega 0.263 Open interest 0 Model this put
18	3	95.8%	0.055	$14.89	$288.00	-0.889	121.2%	1	2
Call · $700 Last $14.89 Breakeven $714.89 Implied vol 95.8% Delta 0.055 ≈5% ITM Gamma 0.001 Theta -0.235 Vega 0.158 Open interest 18 Model this call Put · $700 In the money Last $288.00 Breakeven $412.00 Implied vol 121.2% Delta -0.889 ≈89% ITM Gamma 0.001 Theta -0.465 Vega 0.263 Open interest 2 Model this put
0	—	98.8%	0.055	—	—	-0.893	123%	—	0
Call · $710 Last — Breakeven — Implied vol 98.8% Delta 0.055 ≈6% ITM Gamma 0.001 Theta -0.244 Vega 0.159 Open interest 0 Model this call Put · $710 In the money Last — Breakeven — Implied vol 123% Delta -0.893 ≈89% ITM Gamma 0.001 Theta -0.459 Vega 0.262 Open interest 0 Model this put
2	3	101.2%	0.054	$21.37	$306.50	-0.895	125.8%	1	1
Call · $720 Last $21.37 Breakeven $741.37 Implied vol 101.2% Delta 0.054 ≈5% ITM Gamma 0.001 Theta -0.247 Vega 0.16 Open interest 2 Model this call Put · $720 In the money Last $306.50 Breakeven $413.50 Implied vol 125.8% Delta -0.895 ≈90% ITM Gamma 0.001 Theta -0.465 Vega 0.264 Open interest 1 Model this put
0	—	102.9%	0.052	—	—	-0.902	126.6%	—	0
Call · $730 Last — Breakeven — Implied vol 102.9% Delta 0.052 ≈5% ITM Gamma 0.001 Theta -0.242 Vega 0.161 Open interest 0 Model this call Put · $730 In the money Last — Breakeven — Implied vol 126.6% Delta -0.902 ≈90% ITM Gamma 0.001 Theta -0.445 Vega 0.26 Open interest 0 Model this put
0	—	105.2%	0.051	—	—	-0.903	129.3%	—	0
Call · $740 Last — Breakeven — Implied vol 105.2% Delta 0.051 ≈5% ITM Gamma 0.001 Theta -0.245 Vega 0.162 Open interest 0 Model this call Put · $740 In the money Last — Breakeven — Implied vol 129.3% Delta -0.903 ≈90% ITM Gamma 0.001 Theta -0.451 Vega 0.261 Open interest 0 Model this put
0	—	107.4%	0.05	—	—	-0.905	131.9%	—	0
Call · $750 Last — Breakeven — Implied vol 107.4% Delta 0.05 ≈5% ITM Gamma 0.001 Theta -0.247 Vega 0.163 Open interest 0 Model this call Put · $750 In the money Last — Breakeven — Implied vol 131.9% Delta -0.905 ≈90% ITM Gamma 0.001 Theta -0.456 Vega 0.259 Open interest 0 Model this put
0	—	109.7%	0.049	—	—	-0.906	134.5%	—	0
Call · $760 Last — Breakeven — Implied vol 109.7% Delta 0.049 ≈5% ITM Gamma 0.001 Theta -0.249 Vega 0.164 Open interest 0 Model this call Put · $760 In the money Last — Breakeven — Implied vol 134.5% Delta -0.906 ≈91% ITM Gamma 0.001 Theta -0.462 Vega 0.255 Open interest 0 Model this put
0	—	111.9%	0.049	—	—	-0.907	137%	—	0
Call · $770 Last — Breakeven — Implied vol 111.9% Delta 0.049 ≈5% ITM Gamma 0.001 Theta -0.252 Vega 0.165 Open interest 0 Model this call Put · $770 In the money Last — Breakeven — Implied vol 137% Delta -0.907 ≈91% ITM Gamma 0.001 Theta -0.466 Vega 0.16 Open interest 0 Model this put
1	1	114.6%	0.049	$7.40	$323.50	-0.908	139.1%	1	1
Call · $780 Last $7.40 Breakeven $787.40 Implied vol 114.6% Delta 0.049 ≈5% ITM Gamma 0.001 Theta -0.261 Vega 0.166 Open interest 1 Model this call Put · $780 In the money Last $323.50 Breakeven $456.50 Implied vol 139.1% Delta -0.908 ≈91% ITM Gamma 0.001 Theta -0.469 Vega 0.161 Open interest 1 Model this put
0	—	116.8%	0.049	—	—	-0.909	141.2%	—	0
Call · $790 Last — Breakeven — Implied vol 116.8% Delta 0.049 ≈5% ITM Gamma 0.001 Theta -0.263 Vega 0.167 Open interest 0 Model this call Put · $790 In the money Last — Breakeven — Implied vol 141.2% Delta -0.909 ≈91% ITM Gamma 0.001 Theta -0.471 Vega 0.162 Open interest 0 Model this put
3	1	118.3%	0.047	$21.50	—	-0.915	140.2%	—	0
Call · $800 Last $21.50 Breakeven $821.50 Implied vol 118.3% Delta 0.047 ≈5% ITM Gamma 0.001 Theta -0.258 Vega 0.168 Open interest 3 Model this call Put · $800 In the money Last — Breakeven — Implied vol 140.2% Delta -0.915 ≈92% ITM Gamma 0.001 Theta -0.439 Vega 0.162 Open interest 0 Model this put
0	—	122.4%	0.046	—	—	-0.907	150.3%	—	0
Call · $820 Last — Breakeven — Implied vol 122.4% Delta 0.046 ≈5% ITM Gamma 0.001 Theta -0.263 Vega 0.17 Open interest 0 Model this call Put · $820 In the money Last — Breakeven — Implied vol 150.3% Delta -0.907 ≈91% ITM Gamma 0.001 Theta -0.513 Vega 0.165 Open interest 0 Model this put
0	—	126.1%	0.045	—	—	-0.908	154.2%	—	0
Call · $840 Last — Breakeven — Implied vol 126.1% Delta 0.045 ≈4% ITM Gamma 0.001 Theta -0.266 Vega 0.086 Open interest 0 Model this call Put · $840 In the money Last — Breakeven — Implied vol 154.2% Delta -0.908 ≈91% ITM Gamma 0.001 Theta -0.517 Vega 0.166 Open interest 0 Model this put
0	—	129.4%	0.044	—	—	-0.91	158.1%	—	0
Call · $860 Last — Breakeven — Implied vol 129.4% Delta 0.044 ≈4% ITM Gamma 0.001 Theta -0.267 Vega 0.087 Open interest 0 Model this call Put · $860 In the money Last — Breakeven — Implied vol 158.1% Delta -0.91 ≈91% ITM Gamma 0.001 Theta -0.522 Vega 0.168 Open interest 0 Model this put
0	—	131.4%	0.041	—	—	-0.911	161.8%	—	0
Call · $880 Last — Breakeven — Implied vol 131.4% Delta 0.041 ≈4% ITM Gamma 0.001 Theta -0.26 Vega 0.088 Open interest 0 Model this call Put · $880 In the money Last — Breakeven — Implied vol 161.8% Delta -0.911 ≈91% ITM Gamma 0.001 Theta -0.526 Vega 0.169 Open interest 0 Model this put
0	—	134.6%	0.041	—	$401.50	-0.913	165.5%	1	0
Call · $900 Last — Breakeven — Implied vol 134.6% Delta 0.041 ≈4% ITM Gamma 0.001 Theta -0.261 Vega 0.089 Open interest 0 Model this call Put · $900 In the money Last $401.50 Breakeven $498.50 Implied vol 165.5% Delta -0.913 ≈91% ITM Gamma 0.001 Theta -0.531 Vega 0.171 Open interest 0 Model this put

Call · $140 In the money

Last: $365.00
Breakeven: $505.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $140

Last: $1.90
Breakeven: $138.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $145 In the money

Last: $156.80
Breakeven: $301.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $145

Last: $2.20
Breakeven: $142.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $150 In the money

Last: $152.50
Breakeven: $302.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $150

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

Model this put

Call · $155 In the money

Last: $367.00
Breakeven: $522.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $155

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

Model this put

Call · $160 In the money

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

Model this call

Put · $160

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

Model this put

Call · $165 In the money

Last: $373.00
Breakeven: $538.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $165

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

Model this put

Call · $170 In the money

Last: $300.00
Breakeven: $470.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $170

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

Model this put

Call · $175 In the money

Last: $295.00
Breakeven: $470.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $175

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

Model this put

Call · $180 In the money

Last: $391.00
Breakeven: $571.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $180

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

Model this put

Call · $185 In the money

Last: $284.60
Breakeven: $469.60
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $185

Last: —
Breakeven: —
Implied vol: 142%
Delta: -0.007 ≈1% ITM
Gamma: 0
Theta: -0.058
Vega: 0.017
Open interest: 0

Model this put

Call · $190 In the money

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

Model this call

Put · $190

Last: —
Breakeven: —
Implied vol: 139.6%
Delta: -0.007 ≈1% ITM
Gamma: 0
Theta: -0.06
Vega: 0.017
Open interest: 0

Model this put

Call · $195 In the money

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

Model this call

Put · $195

Last: —
Breakeven: —
Implied vol: 136.3%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.063
Vega: 0.04
Open interest: 0

Model this put

Call · $200 In the money

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

Model this call

Put · $200

Last: —
Breakeven: —
Implied vol: 130.6%
Delta: -0.007 ≈1% ITM
Gamma: 0
Theta: -0.057
Vega: 0.017
Open interest: 0

Model this put

Call · $210 In the money

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

Model this call

Put · $210

Last: $0.44
Breakeven: $209.56
Implied vol: 161.1%
Delta: -0.028 ≈3% ITM
Gamma: 0
Theta: -0.224
Vega: 0.083
Open interest: 2

Model this put

Call · $220 In the money

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

Model this call

Put · $220

Last: $2.54
Breakeven: $217.46
Implied vol: 117.3%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.061
Vega: 0.043
Open interest: 13

Model this put

Call · $230 In the money

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

Model this call

Put · $230

Last: $1.01
Breakeven: $228.99
Implied vol: 144.9%
Delta: -0.032 ≈3% ITM
Gamma: 0
Theta: -0.227
Vega: 0.087
Open interest: 23

Model this put

Call · $240 In the money

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

Model this call

Put · $240

Last: $2.85
Breakeven: $237.15
Implied vol: 136.8%
Delta: -0.034 ≈3% ITM
Gamma: 0
Theta: -0.225
Vega: 0.089
Open interest: 3

Model this put

Call · $250 In the money

Last: $62.85
Breakeven: $312.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $250

Last: $1.80
Breakeven: $248.20
Implied vol: 130.1%
Delta: -0.037 ≈4% ITM
Gamma: 0.001
Theta: -0.23
Vega: 0.091
Open interest: 22

Model this put

Call · $260 In the money

Last: $196.50
Breakeven: $456.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $260

Last: $2.41
Breakeven: $257.59
Implied vol: 121.6%
Delta: -0.038 ≈4% ITM
Gamma: 0.001
Theta: -0.221
Vega: 0.093
Open interest: 13

Model this put

Call · $270 In the money

Last: $220.50
Breakeven: $490.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $270

Last: $12.75
Breakeven: $257.25
Implied vol: 114.4%
Delta: -0.04 ≈4% ITM
Gamma: 0.001
Theta: -0.218
Vega: 0.095
Open interest: 1

Model this put

Call · $280 In the money

Last: $64.50
Breakeven: $344.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $280

Last: $4.10
Breakeven: $275.90
Implied vol: 100.1%
Delta: -0.035 ≈3% ITM
Gamma: 0.001
Theta: -0.167
Vega: 0.097
Open interest: 41

Model this put

Call · $290 In the money

Last: $69.00
Breakeven: $359.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $290

Last: $3.50
Breakeven: $286.50
Implied vol: 109.5%
Delta: -0.058 ≈6% ITM
Gamma: 0.001
Theta: -0.277
Vega: 0.17
Open interest: 0

Model this put

Call · $300 In the money

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

Model this call

Put · $300

Last: $5.68
Breakeven: $294.32
Implied vol: 106.3%
Delta: -0.068 ≈7% ITM
Gamma: 0.001
Theta: -0.306
Vega: 0.173
Open interest: 5

Model this put

Call · $310 In the money

Last: $183.05
Breakeven: $493.05
Implied vol: 59.6%
Delta: 0.99 ≈99% ITM
Gamma: 0
Theta: -0.066
Vega: 0.05
Open interest: 3

Model this call

Put · $310

Last: $56.60
Breakeven: $253.40
Implied vol: 104.8%
Delta: -0.082 ≈8% ITM
Gamma: 0.001
Theta: -0.348
Vega: 0.176
Open interest: 2

Model this put

Call · $320 In the money

Last: $132.50
Breakeven: $452.50
Implied vol: 78.4%
Delta: 0.95 ≈95% ITM
Gamma: 0.001
Theta: -0.209
Vega: 0.103
Open interest: 5

Model this call

Put · $320

Last: $5.22
Breakeven: $314.78
Implied vol: 106.1%
Delta: -0.1 ≈10% ITM
Gamma: 0.001
Theta: -0.414
Vega: 0.18
Open interest: 11

Model this put

Call · $330 In the money

Last: $123.40
Breakeven: $453.40
Implied vol: 78.5%
Delta: 0.932 ≈93% ITM
Gamma: 0.001
Theta: -0.258
Vega: 0.182
Open interest: 6

Model this call

Put · $330

Last: $9.80
Breakeven: $320.20
Implied vol: 104.1%
Delta: -0.118 ≈12% ITM
Gamma: 0.002
Theta: -0.452
Vega: 0.273
Open interest: 3

Model this put

Call · $340 In the money

Last: $176.50
Breakeven: $516.50
Implied vol: 81.4%
Delta: 0.905 ≈90% ITM
Gamma: 0.002
Theta: -0.336
Vega: 0.185
Open interest: 27

Model this call

Put · $340

Last: $10.30
Breakeven: $329.70
Implied vol: 100.8%
Delta: -0.135 ≈14% ITM
Gamma: 0.002
Theta: -0.479
Vega: 0.278
Open interest: 114

Model this put

Call · $350 In the money

Last: $112.00
Breakeven: $462.00
Implied vol: 80.6%
Delta: 0.884 ≈88% ITM
Gamma: 0.002
Theta: -0.381
Vega: 0.282
Open interest: 38

Model this call

Put · $350

Last: $9.30
Breakeven: $340.70
Implied vol: 100.2%
Delta: -0.158 ≈16% ITM
Gamma: 0.002
Theta: -0.53
Vega: 0.282
Open interest: 9

Model this put

Call · $360 In the money

Last: $98.60
Breakeven: $458.60
Implied vol: 82.8%
Delta: 0.85 ≈85% ITM
Gamma: 0.002
Theta: -0.457
Vega: 0.286
Open interest: 63

Model this call

Put · $360

Last: $17.25
Breakeven: $342.75
Implied vol: 101.3%
Delta: -0.184 ≈18% ITM
Gamma: 0.002
Theta: -0.598
Vega: 0.287
Open interest: 29

Model this put

Call · $370 In the money

Last: $90.65
Breakeven: $460.65
Implied vol: 84.4%
Delta: 0.818 ≈82% ITM
Gamma: 0.003
Theta: -0.526
Vega: 0.291
Open interest: 3

Model this call

Put · $370

Last: $18.60
Breakeven: $351.40
Implied vol: 99.4%
Delta: -0.21 ≈21% ITM
Gamma: 0.002
Theta: -0.628
Vega: 0.38
Open interest: 52

Model this put

Call · $380 In the money

Last: $97.00
Breakeven: $477.00
Implied vol: 84.2%
Delta: 0.786 ≈79% ITM
Gamma: 0.003
Theta: -0.574
Vega: 0.386
Open interest: 37

Model this call

Put · $380

Last: $15.49
Breakeven: $364.51
Implied vol: 99.1%
Delta: -0.24 ≈24% ITM
Gamma: 0.003
Theta: -0.671
Vega: 0.386
Open interest: 62

Model this put

Call · $390 In the money

Last: $117.35
Breakeven: $507.35
Implied vol: 84.3%
Delta: 0.751 ≈75% ITM
Gamma: 0.003
Theta: -0.619
Vega: 0.391
Open interest: 1

Model this call

Put · $390

Last: $26.00
Breakeven: $364.00
Implied vol: 98.1%
Delta: -0.269 ≈27% ITM
Gamma: 0.003
Theta: -0.708
Vega: 0.391
Open interest: 143

Model this put

Call · $400 In the money

Last: $67.00
Breakeven: $467.00
Implied vol: 85%
Delta: 0.714 ≈71% ITM
Gamma: 0.003
Theta: -0.67
Vega: 0.397
Open interest: 7

Model this call

Put · $400

Last: $21.10
Breakeven: $378.90
Implied vol: 100.4%
Delta: -0.302 ≈30% ITM
Gamma: 0.003
Theta: -0.774
Vega: 0.402
Open interest: 80

Model this put

Call · $410 In the money

Last: $87.25
Breakeven: $497.25
Implied vol: 86.1%
Delta: 0.677 ≈68% ITM
Gamma: 0.003
Theta: -0.716
Vega: 0.46
Open interest: 1

Model this call

Put · $410

Last: $25.00
Breakeven: $385.00
Implied vol: 98.2%
Delta: -0.333 ≈33% ITM
Gamma: 0.003
Theta: -0.78
Vega: 0.459
Open interest: 30

Model this put

Call · $420 In the money

Last: $124.40
Breakeven: $544.40
Implied vol: 83.9%
Delta: 0.641 ≈64% ITM
Gamma: 0.004
Theta: -0.719
Vega: 0.466
Open interest: 2

Model this call

Put · $420

Last: $34.02
Breakeven: $385.98
Implied vol: 97.1%
Delta: -0.366 ≈37% ITM
Gamma: 0.003
Theta: -0.793
Vega: 0.465
Open interest: 241

Model this put

Call · $430 In the money

Last: $65.50
Breakeven: $495.50
Implied vol: 84.4%
Delta: 0.601 ≈60% ITM
Gamma: 0.004
Theta: -0.745
Vega: 0.472
Open interest: 4

Model this call

Put · $430

Last: $34.16
Breakeven: $395.84
Implied vol: 97.1%
Delta: -0.4 ≈40% ITM
Gamma: 0.003
Theta: -0.815
Vega: 0.471
Open interest: 32

Model this put

Call · $440

Last: $44.70
Breakeven: $484.70
Implied vol: 86.6%
Delta: 0.564 ≈56% ITM
Gamma: 0.004
Theta: -0.786
Vega: 0.478
Open interest: 4

Model this call

Put · $440 In the money

Last: $48.60
Breakeven: $391.40
Implied vol: 97.4%
Delta: -0.433 ≈43% ITM
Gamma: 0.003
Theta: -0.84
Vega: 0.477
Open interest: 72

Model this put

Call · $450

Last: $44.00
Breakeven: $494.00
Implied vol: 84.6%
Delta: 0.525 ≈53% ITM
Gamma: 0.004
Theta: -0.772
Vega: 0.484
Open interest: 21

Model this call

Put · $450 In the money

Last: $46.00
Breakeven: $404.00
Implied vol: 98%
Delta: -0.466 ≈47% ITM
Gamma: 0.003
Theta: -0.849
Vega: 0.483
Open interest: 14

Model this put

Call · $460

Last: $62.50
Breakeven: $522.50
Implied vol: 84.3%
Delta: 0.488 ≈49% ITM
Gamma: 0.004
Theta: -0.764
Vega: 0.49
Open interest: 3

Model this call

Put · $460 In the money

Last: $56.50
Breakeven: $403.50
Implied vol: 96.2%
Delta: -0.5 ≈50% ITM
Gamma: 0.003
Theta: -0.828
Vega: 0.489
Open interest: 183

Model this put

Call · $470

Last: $35.87
Breakeven: $505.87
Implied vol: 84%
Delta: 0.45 ≈45% ITM
Gamma: 0.004
Theta: -0.756
Vega: 0.496
Open interest: 12

Model this call

Put · $470 In the money

Last: $66.45
Breakeven: $403.55
Implied vol: 96%
Delta: -0.533 ≈53% ITM
Gamma: 0.003
Theta: -0.821
Vega: 0.494
Open interest: 130

Model this put

Call · $480

Last: $39.85
Breakeven: $519.85
Implied vol: 85.2%
Delta: 0.415 ≈41% ITM
Gamma: 0.004
Theta: -0.761
Vega: 0.502
Open interest: 59

Model this call

Put · $480 In the money

Last: $62.30
Breakeven: $417.70
Implied vol: 96.8%
Delta: -0.564 ≈56% ITM
Gamma: 0.003
Theta: -0.824
Vega: 0.499
Open interest: 11

Model this put

Call · $490

Last: $29.80
Breakeven: $519.80
Implied vol: 85.6%
Delta: 0.383 ≈38% ITM
Gamma: 0.004
Theta: -0.745
Vega: 0.444
Open interest: 363

Model this call

Put · $490 In the money

Last: $52.90
Breakeven: $437.10
Implied vol: 99.3%
Delta: -0.591 ≈59% ITM
Gamma: 0.003
Theta: -0.841
Vega: 0.442
Open interest: 3

Model this put

Call · $500

Last: $25.00
Breakeven: $525.00
Implied vol: 85.8%
Delta: 0.353 ≈35% ITM
Gamma: 0.004
Theta: -0.72
Vega: 0.449
Open interest: 26

Model this call

Put · $500 In the money

Last: $85.07
Breakeven: $414.93
Implied vol: 97.6%
Delta: -0.621 ≈62% ITM
Gamma: 0.003
Theta: -0.798
Vega: 0.447
Open interest: 19

Model this put

Call · $510

Last: $22.12
Breakeven: $532.12
Implied vol: 85.9%
Delta: 0.322 ≈32% ITM
Gamma: 0.003
Theta: -0.695
Vega: 0.454
Open interest: 73

Model this call

Put · $510 In the money

Last: $44.00
Breakeven: $466.00
Implied vol: 97.7%
Delta: -0.648 ≈65% ITM
Gamma: 0.003
Theta: -0.772
Vega: 0.452
Open interest: 1

Model this put

Call · $520

Last: $27.00
Breakeven: $547.00
Implied vol: 86.6%
Delta: 0.294 ≈29% ITM
Gamma: 0.003
Theta: -0.675
Vega: 0.458
Open interest: 34

Model this call

Put · $520 In the money

Last: $48.70
Breakeven: $471.30
Implied vol: 98.2%
Delta: -0.673 ≈67% ITM
Gamma: 0.003
Theta: -0.753
Vega: 0.456
Open interest: 10

Model this put

Call · $530

Last: $14.00
Breakeven: $544.00
Implied vol: 88.7%
Delta: 0.271 ≈27% ITM
Gamma: 0.003
Theta: -0.672
Vega: 0.354
Open interest: 30

Model this call

Put · $530 In the money

Last: $63.90
Breakeven: $466.10
Implied vol: 98.8%
Delta: -0.698 ≈70% ITM
Gamma: 0.003
Theta: -0.733
Vega: 0.459
Open interest: 1

Model this put

Call · $540

Last: $18.20
Breakeven: $558.20
Implied vol: 86.8%
Delta: 0.243 ≈24% ITM
Gamma: 0.003
Theta: -0.614
Vega: 0.358
Open interest: 60

Model this call

Put · $540 In the money

Last: $78.00
Breakeven: $462.00
Implied vol: 100.9%
Delta: -0.718 ≈72% ITM
Gamma: 0.003
Theta: -0.731
Vega: 0.459
Open interest: 3

Model this put

Call · $550

Last: $11.60
Breakeven: $561.60
Implied vol: 87.6%
Delta: 0.224 ≈22% ITM
Gamma: 0.003
Theta: -0.588
Vega: 0.361
Open interest: 71

Model this call

Put · $550 In the money

Last: $68.32
Breakeven: $481.68
Implied vol: 101.7%
Delta: -0.737 ≈74% ITM
Gamma: 0.003
Theta: -0.707
Vega: 0.359
Open interest: 1

Model this put

Call · $560

Last: $13.70
Breakeven: $573.70
Implied vol: 88.6%
Delta: 0.205 ≈21% ITM
Gamma: 0.003
Theta: -0.565
Vega: 0.365
Open interest: 16

Model this call

Put · $560 In the money

Last: $134.00
Breakeven: $426.00
Implied vol: 103.1%
Delta: -0.752 ≈75% ITM
Gamma: 0.003
Theta: -0.689
Vega: 0.362
Open interest: 51

Model this put

Call · $570

Last: $13.20
Breakeven: $583.20
Implied vol: 89.1%
Delta: 0.185 ≈19% ITM
Gamma: 0.002
Theta: -0.535
Vega: 0.368
Open interest: 1

Model this call

Put · $570 In the money

Last: —
Breakeven: —
Implied vol: 103%
Delta: -0.771 ≈77% ITM
Gamma: 0.002
Theta: -0.655
Vega: 0.365
Open interest: 0

Model this put

Call · $580

Last: $13.20
Breakeven: $593.20
Implied vol: 90.1%
Delta: 0.167 ≈17% ITM
Gamma: 0.002
Theta: -0.512
Vega: 0.372
Open interest: 107

Model this call

Put · $580 In the money

Last: —
Breakeven: —
Implied vol: 103.7%
Delta: -0.787 ≈79% ITM
Gamma: 0.002
Theta: -0.628
Vega: 0.367
Open interest: 0

Model this put

Call · $590

Last: $38.80
Breakeven: $628.80
Implied vol: 88.5%
Delta: 0.148 ≈15% ITM
Gamma: 0.002
Theta: -0.46
Vega: 0.25
Open interest: 1

Model this call

Put · $590 In the money

Last: —
Breakeven: —
Implied vol: 105.6%
Delta: -0.799 ≈80% ITM
Gamma: 0.002
Theta: -0.618
Vega: 0.369
Open interest: 0

Model this put

Call · $600

Last: $8.50
Breakeven: $608.50
Implied vol: 88.8%
Delta: 0.134 ≈13% ITM
Gamma: 0.002
Theta: -0.43
Vega: 0.252
Open interest: 77

Model this call

Put · $600 In the money

Last: $81.60
Breakeven: $518.40
Implied vol: 106.9%
Delta: -0.813 ≈81% ITM
Gamma: 0.002
Theta: -0.599
Vega: 0.371
Open interest: 3

Model this put

Call · $610

Last: $7.40
Breakeven: $617.40
Implied vol: 90.4%
Delta: 0.126 ≈13% ITM
Gamma: 0.002
Theta: -0.417
Vega: 0.255
Open interest: 12

Model this call

Put · $610 In the money

Last: —
Breakeven: —
Implied vol: 110.7%
Delta: -0.818 ≈82% ITM
Gamma: 0.002
Theta: -0.614
Vega: 0.371
Open interest: 0

Model this put

Call · $620

Last: $9.20
Breakeven: $629.20
Implied vol: 89.3%
Delta: 0.108 ≈11% ITM
Gamma: 0.002
Theta: -0.371
Vega: 0.257
Open interest: 34

Model this call

Put · $620 In the money

Last: —
Breakeven: —
Implied vol: 110.2%
Delta: -0.836 ≈84% ITM
Gamma: 0.002
Theta: -0.573
Vega: 0.253
Open interest: 0

Model this put

Call · $630

Last: $8.30
Breakeven: $638.30
Implied vol: 91.5%
Delta: 0.102 ≈10% ITM
Gamma: 0.002
Theta: -0.365
Vega: 0.259
Open interest: 20

Model this call

Put · $630 In the money

Last: —
Breakeven: —
Implied vol: 111.3%
Delta: -0.844 ≈84% ITM
Gamma: 0.002
Theta: -0.556
Vega: 0.255
Open interest: 0

Model this put

Call · $640

Last: $9.95
Breakeven: $649.95
Implied vol: 92.1%
Delta: 0.091 ≈9% ITM
Gamma: 0.001
Theta: -0.34
Vega: 0.261
Open interest: 48

Model this call

Put · $640 In the money

Last: —
Breakeven: —
Implied vol: 112.4%
Delta: -0.852 ≈85% ITM
Gamma: 0.002
Theta: -0.538
Vega: 0.256
Open interest: 0

Model this put

Call · $650

Last: $7.99
Breakeven: $657.99
Implied vol: 92%
Delta: 0.082 ≈8% ITM
Gamma: 0.001
Theta: -0.314
Vega: 0.152
Open interest: 1

Model this call

Put · $650 In the money

Last: —
Breakeven: —
Implied vol: 111.5%
Delta: -0.865 ≈86% ITM
Gamma: 0.002
Theta: -0.495
Vega: 0.257
Open interest: 0

Model this put

Call · $660

Last: $7.52
Breakeven: $667.52
Implied vol: 91.3%
Delta: 0.073 ≈7% ITM
Gamma: 0.001
Theta: -0.282
Vega: 0.154
Open interest: 88

Model this call

Put · $660 In the money

Last: —
Breakeven: —
Implied vol: 112.5%
Delta: -0.873 ≈87% ITM
Gamma: 0.002
Theta: -0.478
Vega: 0.258
Open interest: 0

Model this put

Call · $670

Last: $6.40
Breakeven: $676.40
Implied vol: 91.5%
Delta: 0.066 ≈7% ITM
Gamma: 0.001
Theta: -0.261
Vega: 0.155
Open interest: 6

Model this call

Put · $670 In the money

Last: —
Breakeven: —
Implied vol: 115.5%
Delta: -0.875 ≈87% ITM
Gamma: 0.002
Theta: -0.484
Vega: 0.259
Open interest: 0

Model this put

Call · $680

Last: $6.23
Breakeven: $686.23
Implied vol: 91%
Delta: 0.057 ≈6% ITM
Gamma: 0.001
Theta: -0.231
Vega: 0.156
Open interest: 7

Model this call

Put · $680 In the money

Last: $227.00
Breakeven: $453.00
Implied vol: 116.4%
Delta: -0.883 ≈88% ITM
Gamma: 0.001
Theta: -0.466
Vega: 0.26
Open interest: 1

Model this put

Call · $690

Last: $5.25
Breakeven: $695.25
Implied vol: 93.4%
Delta: 0.056 ≈6% ITM
Gamma: 0.001
Theta: -0.233
Vega: 0.157
Open interest: 1

Model this call

Put · $690 In the money

Last: —
Breakeven: —
Implied vol: 123.1%
Delta: -0.874 ≈87% ITM
Gamma: 0.001
Theta: -0.52
Vega: 0.263
Open interest: 0

Model this put

Call · $700

Last: $14.89
Breakeven: $714.89
Implied vol: 95.8%
Delta: 0.055 ≈5% ITM
Gamma: 0.001
Theta: -0.235
Vega: 0.158
Open interest: 18

Model this call

Put · $700 In the money

Last: $288.00
Breakeven: $412.00
Implied vol: 121.2%
Delta: -0.889 ≈89% ITM
Gamma: 0.001
Theta: -0.465
Vega: 0.263
Open interest: 2

Model this put

Call · $710

Last: —
Breakeven: —
Implied vol: 98.8%
Delta: 0.055 ≈6% ITM
Gamma: 0.001
Theta: -0.244
Vega: 0.159
Open interest: 0

Model this call

Put · $710 In the money

Last: —
Breakeven: —
Implied vol: 123%
Delta: -0.893 ≈89% ITM
Gamma: 0.001
Theta: -0.459
Vega: 0.262
Open interest: 0

Model this put

Call · $720

Last: $21.37
Breakeven: $741.37
Implied vol: 101.2%
Delta: 0.054 ≈5% ITM
Gamma: 0.001
Theta: -0.247
Vega: 0.16
Open interest: 2

Model this call

Put · $720 In the money

Last: $306.50
Breakeven: $413.50
Implied vol: 125.8%
Delta: -0.895 ≈90% ITM
Gamma: 0.001
Theta: -0.465
Vega: 0.264
Open interest: 1

Model this put

Call · $730

Last: —
Breakeven: —
Implied vol: 102.9%
Delta: 0.052 ≈5% ITM
Gamma: 0.001
Theta: -0.242
Vega: 0.161
Open interest: 0

Model this call

Put · $730 In the money

Last: —
Breakeven: —
Implied vol: 126.6%
Delta: -0.902 ≈90% ITM
Gamma: 0.001
Theta: -0.445
Vega: 0.26
Open interest: 0

Model this put

Call · $740

Last: —
Breakeven: —
Implied vol: 105.2%
Delta: 0.051 ≈5% ITM
Gamma: 0.001
Theta: -0.245
Vega: 0.162
Open interest: 0

Model this call

Put · $740 In the money

Last: —
Breakeven: —
Implied vol: 129.3%
Delta: -0.903 ≈90% ITM
Gamma: 0.001
Theta: -0.451
Vega: 0.261
Open interest: 0

Model this put

Call · $750

Last: —
Breakeven: —
Implied vol: 107.4%
Delta: 0.05 ≈5% ITM
Gamma: 0.001
Theta: -0.247
Vega: 0.163
Open interest: 0

Model this call

Put · $750 In the money

Last: —
Breakeven: —
Implied vol: 131.9%
Delta: -0.905 ≈90% ITM
Gamma: 0.001
Theta: -0.456
Vega: 0.259
Open interest: 0

Model this put

Call · $760

Last: —
Breakeven: —
Implied vol: 109.7%
Delta: 0.049 ≈5% ITM
Gamma: 0.001
Theta: -0.249
Vega: 0.164
Open interest: 0

Model this call

Put · $760 In the money

Last: —
Breakeven: —
Implied vol: 134.5%
Delta: -0.906 ≈91% ITM
Gamma: 0.001
Theta: -0.462
Vega: 0.255
Open interest: 0

Model this put

Call · $770

Last: —
Breakeven: —
Implied vol: 111.9%
Delta: 0.049 ≈5% ITM
Gamma: 0.001
Theta: -0.252
Vega: 0.165
Open interest: 0

Model this call

Put · $770 In the money

Last: —
Breakeven: —
Implied vol: 137%
Delta: -0.907 ≈91% ITM
Gamma: 0.001
Theta: -0.466
Vega: 0.16
Open interest: 0

Model this put

Call · $780

Last: $7.40
Breakeven: $787.40
Implied vol: 114.6%
Delta: 0.049 ≈5% ITM
Gamma: 0.001
Theta: -0.261
Vega: 0.166
Open interest: 1

Model this call

Put · $780 In the money

Last: $323.50
Breakeven: $456.50
Implied vol: 139.1%
Delta: -0.908 ≈91% ITM
Gamma: 0.001
Theta: -0.469
Vega: 0.161
Open interest: 1

Model this put

Call · $790

Last: —
Breakeven: —
Implied vol: 116.8%
Delta: 0.049 ≈5% ITM
Gamma: 0.001
Theta: -0.263
Vega: 0.167
Open interest: 0

Model this call

Put · $790 In the money

Last: —
Breakeven: —
Implied vol: 141.2%
Delta: -0.909 ≈91% ITM
Gamma: 0.001
Theta: -0.471
Vega: 0.162
Open interest: 0

Model this put

Call · $800

Last: $21.50
Breakeven: $821.50
Implied vol: 118.3%
Delta: 0.047 ≈5% ITM
Gamma: 0.001
Theta: -0.258
Vega: 0.168
Open interest: 3

Model this call

Put · $800 In the money

Last: —
Breakeven: —
Implied vol: 140.2%
Delta: -0.915 ≈92% ITM
Gamma: 0.001
Theta: -0.439
Vega: 0.162
Open interest: 0

Model this put

Call · $820

Last: —
Breakeven: —
Implied vol: 122.4%
Delta: 0.046 ≈5% ITM
Gamma: 0.001
Theta: -0.263
Vega: 0.17
Open interest: 0

Model this call

Put · $820 In the money

Last: —
Breakeven: —
Implied vol: 150.3%
Delta: -0.907 ≈91% ITM
Gamma: 0.001
Theta: -0.513
Vega: 0.165
Open interest: 0

Model this put

Call · $840

Last: —
Breakeven: —
Implied vol: 126.1%
Delta: 0.045 ≈4% ITM
Gamma: 0.001
Theta: -0.266
Vega: 0.086
Open interest: 0

Model this call

Put · $840 In the money

Last: —
Breakeven: —
Implied vol: 154.2%
Delta: -0.908 ≈91% ITM
Gamma: 0.001
Theta: -0.517
Vega: 0.166
Open interest: 0

Model this put

Call · $860

Last: —
Breakeven: —
Implied vol: 129.4%
Delta: 0.044 ≈4% ITM
Gamma: 0.001
Theta: -0.267
Vega: 0.087
Open interest: 0

Model this call

Put · $860 In the money

Last: —
Breakeven: —
Implied vol: 158.1%
Delta: -0.91 ≈91% ITM
Gamma: 0.001
Theta: -0.522
Vega: 0.168
Open interest: 0

Model this put

Call · $880

Last: —
Breakeven: —
Implied vol: 131.4%
Delta: 0.041 ≈4% ITM
Gamma: 0.001
Theta: -0.26
Vega: 0.088
Open interest: 0

Model this call

Put · $880 In the money

Last: —
Breakeven: —
Implied vol: 161.8%
Delta: -0.911 ≈91% ITM
Gamma: 0.001
Theta: -0.526
Vega: 0.169
Open interest: 0

Model this put

Call · $900

Last: —
Breakeven: —
Implied vol: 134.6%
Delta: 0.041 ≈4% ITM
Gamma: 0.001
Theta: -0.261
Vega: 0.089
Open interest: 0

Model this call

Put · $900 In the money

Last: $401.50
Breakeven: $498.50
Implied vol: 165.5%
Delta: -0.913 ≈91% ITM
Gamma: 0.001
Theta: -0.531
Vega: 0.171
Open interest: 0

Model this put

NVMI · Nova Ltd.

Options Chain

Positioning

Open interest by strike · near the money

Chain