2
1
—
—
$329.10
230
$0.30
—
—
1
9
Call · $230
In the money
Last $329.10
Breakeven $559.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $230
Last $0.30
Breakeven $229.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this put
1
1
—
—
$414.00
240
—
—
—
—
0
Call · $240
In the money
Last $414.00
Breakeven $654.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $240
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
250
—
—
—
—
0
Call · $250
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $250
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
260
—
—
—
—
0
Call · $260
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $260
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
1
—
—
$431.00
270
—
—
—
—
0
Call · $270
In the money
Last $431.00
Breakeven $701.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $270
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
280
$1.58
—
—
6
3
Call · $280
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $280
Last $1.58
Breakeven $278.42
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
0
—
—
—
—
290
$1.95
—
—
1
12
Call · $290
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $290
Last $1.95
Breakeven $288.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 12
Model this put
0
—
—
—
—
300
$2.33
—
—
60
37
Call · $300
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $300
Last $2.33
Breakeven $297.67
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 37
Model this put
0
—
—
—
—
310
$2.90
—
—
36
8
Call · $310
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $310
Last $2.90
Breakeven $307.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this put
0
—
—
—
—
320
$2.57
-0.021
165%
10
5
Call · $320
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $320
Last $2.57
Breakeven $317.43
Implied vol 165%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -0.31
Vega 0.111
Open interest 5
Model this put
1
1
—
—
$172.00
330
$9.28
-0.011
135.2%
1
0
Call · $330
In the money
Last $172.00
Breakeven $502.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $330
Last $9.28
Breakeven $320.72
Implied vol 135.2%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.142
Vega 0.057
Open interest 0
Model this put
0
—
—
—
—
340
$7.95
-0.005
112.2%
1
4
Call · $340
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $340
Last $7.95
Breakeven $332.05
Implied vol 112.2%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.056
Vega 0.025
Open interest 4
Model this put
0
—
—
—
—
350
$0.20
-0.023
145.4%
1
9
Call · $350
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $350
Last $0.20
Breakeven $349.80
Implied vol 145.4%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -0.294
Vega 0.117
Open interest 9
Model this put
0
—
—
—
—
360
—
-0.024
140%
—
0
Call · $360
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $360
Last —
Breakeven —
Implied vol 140%
Delta -0.024 ≈2% ITM
Gamma 0
Theta -0.295
Vega 0.118
Open interest 0
Model this put
0
—
—
—
—
370
—
-0.027
136.3%
—
0
Call · $370
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $370
Last —
Breakeven —
Implied vol 136.3%
Delta -0.027 ≈3% ITM
Gamma 0
Theta -0.314
Vega 0.12
Open interest 0
Model this put
9
3
—
—
$341.52
380
$3.52
-0.013
109.9%
1
0
Call · $380
In the money
Last $341.52
Breakeven $721.52
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $380
Last $3.52
Breakeven $376.48
Implied vol 109.9%
Delta -0.013 ≈1% ITM
Gamma 0
Theta -0.137
Vega 0.061
Open interest 0
Model this put
4
2
—
—
$332.82
390
$0.96
-0.023
118.9%
2
12
Call · $390
In the money
Last $332.82
Breakeven $722.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $390
Last $0.96
Breakeven $389.04
Implied vol 118.9%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -0.239
Vega 0.123
Open interest 12
Model this put
27
24
—
—
$233.58
400
$0.10
-0.015
101.1%
1
257
Call · $400
In the money
Last $233.58
Breakeven $633.58
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 27
Model this call
Put · $400
Last $0.10
Breakeven $399.90
Implied vol 101.1%
Delta -0.015 ≈1% ITM
Gamma 0
Theta -0.138
Vega 0.062
Open interest 257
Model this put
2
1
—
—
$198.94
410
$8.39
-0.03
113.4%
2
2
Call · $410
In the money
Last $198.94
Breakeven $608.94
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $410
Last $8.39
Breakeven $401.61
Implied vol 113.4%
Delta -0.03 ≈3% ITM
Gamma 0
Theta -0.285
Vega 0.127
Open interest 2
Model this put
7
7
—
—
$157.82
420
$0.75
-0.021
99%
1
52
Call · $420
In the money
Last $157.82
Breakeven $577.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this call
Put · $420
Last $0.75
Breakeven $419.25
Implied vol 99%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -0.187
Vega 0.064
Open interest 52
Model this put
1
1
—
—
$169.40
430
$0.80
-0.034
104.5%
1
14
Call · $430
In the money
Last $169.40
Breakeven $599.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $430
Last $0.80
Breakeven $429.20
Implied vol 104.5%
Delta -0.034 ≈3% ITM
Gamma 0
Theta -0.29
Vega 0.13
Open interest 14
Model this put
6
4
—
—
$277.60
440
$4.47
-0.012
78.7%
1
8
Call · $440
In the money
Last $277.60
Breakeven $717.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $440
Last $4.47
Breakeven $435.53
Implied vol 78.7%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.093
Vega 0.065
Open interest 8
Model this put
58
56
—
—
$217.70
450
$1.90
-0.02
81.6%
2
67
Call · $450
In the money
Last $217.70
Breakeven $667.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 58
Model this call
Put · $450
Last $1.90
Breakeven $448.10
Implied vol 81.6%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.145
Vega 0.066
Open interest 67
Model this put
6
1
—
—
$234.00
460
$0.55
-0.039
90.1%
2
48
Call · $460
In the money
Last $234.00
Breakeven $694.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $460
Last $0.55
Breakeven $459.45
Implied vol 90.1%
Delta -0.039 ≈4% ITM
Gamma 0.001
Theta -0.277
Vega 0.134
Open interest 48
Model this put
3
2
0.2%
1
$228.30
470
$8.20
-0.04
85.7%
2
26
Call · $470
In the money
Last $228.30
Breakeven $698.30
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.046
Vega 0
Open interest 3
Model this call
Put · $470
Last $8.20
Breakeven $461.80
Implied vol 85.7%
Delta -0.04 ≈4% ITM
Gamma 0.001
Theta -0.274
Vega 0.136
Open interest 26
Model this put
5
1
0.2%
1
$250.90
480
$1.00
-0.03
74.2%
49
261
Call · $480
In the money
Last $250.90
Breakeven $730.90
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.047
Vega 0
Open interest 5
Model this call
Put · $480
Last $1.00
Breakeven $479.00
Implied vol 74.2%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.186
Vega 0.137
Open interest 261
Model this put
55
1
64.8%
0.977
$276.60
490
$2.18
-0.04
74.2%
11
133
Call · $490
In the money
Last $276.60
Breakeven $766.60
Implied vol 64.8%
Delta 0.977 ≈98% ITM
Gamma 0.001
Theta -0.176
Vega 0.069
Open interest 55
Model this call
Put · $490
Last $2.18
Breakeven $487.82
Implied vol 74.2%
Delta -0.04 ≈4% ITM
Gamma 0.001
Theta -0.233
Vega 0.138
Open interest 133
Model this put
22
1
60.2%
0.978
$87.50
500
$1.40
-0.034
66.1%
63
1.8k
Call · $500
In the money
Last $87.50
Breakeven $587.50
Implied vol 60.2%
Delta 0.978 ≈98% ITM
Gamma 0.001
Theta -0.167
Vega 0.069
Open interest 22
Model this call
Put · $500
Last $1.40
Breakeven $498.60
Implied vol 66.1%
Delta -0.034 ≈3% ITM
Gamma 0.001
Theta -0.182
Vega 0.14
Open interest 1.8k
Model this put
4
2
45.6%
0.992
$130.10
510
$13.21
-0.059
73.1%
2
48
Call · $510
In the money
Last $130.10
Breakeven $640.10
Implied vol 45.6%
Delta 0.992 ≈99% ITM
Gamma 0
Theta -0.085
Vega 0.03
Open interest 4
Model this call
Put · $510
Last $13.21
Breakeven $496.79
Implied vol 73.1%
Delta -0.059 ≈6% ITM
Gamma 0.001
Theta -0.317
Vega 0.245
Open interest 48
Model this put
90
5
55.5%
0.969
$67.65
520
$2.25
-0.053
64.8%
13
915
Call · $520
In the money
Last $67.65
Breakeven $587.65
Implied vol 55.5%
Delta 0.969 ≈97% ITM
Gamma 0.001
Theta -0.194
Vega 0.142
Open interest 90
Model this call
Put · $520
Last $2.25
Breakeven $517.75
Implied vol 64.8%
Delta -0.053 ≈5% ITM
Gamma 0.001
Theta -0.259
Vega 0.143
Open interest 915
Model this put
22
6
53%
0.963
$48.40
530
$2.20
-0.063
63.2%
107
1.6k
Call · $530
In the money
Last $48.40
Breakeven $578.40
Implied vol 53%
Delta 0.963 ≈96% ITM
Gamma 0.001
Theta -0.208
Vega 0.143
Open interest 22
Model this call
Put · $530
Last $2.20
Breakeven $527.80
Implied vol 63.2%
Delta -0.063 ≈6% ITM
Gamma 0.001
Theta -0.289
Vega 0.249
Open interest 1.6k
Model this put
14
2
47.3%
0.966
$43.92
540
$3.58
-0.073
60.5%
135
2k
Call · $540
In the money
Last $43.92
Breakeven $583.92
Implied vol 47.3%
Delta 0.966 ≈97% ITM
Gamma 0.001
Theta -0.182
Vega 0.144
Open interest 14
Model this call
Put · $540
Last $3.58
Breakeven $536.42
Implied vol 60.5%
Delta -0.073 ≈7% ITM
Gamma 0.001
Theta -0.308
Vega 0.251
Open interest 2k
Model this put
14
1
54.2%
0.929
$96.65
550
$3.30
-0.077
55.7%
25
97
Call · $550
In the money
Last $96.65
Breakeven $646.65
Implied vol 54.2%
Delta 0.929 ≈93% ITM
Gamma 0.002
Theta -0.323
Vega 0.253
Open interest 14
Model this call
Put · $550
Last $3.30
Breakeven $546.70
Implied vol 55.7%
Delta -0.077 ≈8% ITM
Gamma 0.002
Theta -0.292
Vega 0.253
Open interest 97
Model this put
20
3
51.3%
0.918
$94.18
560
$5.92
-0.111
60.1%
680
170
Call · $560
In the money
Last $94.18
Breakeven $654.18
Implied vol 51.3%
Delta 0.918 ≈92% ITM
Gamma 0.002
Theta -0.336
Vega 0.255
Open interest 20
Model this call
Put · $560
Last $5.92
Breakeven $554.08
Implied vol 60.1%
Delta -0.111 ≈11% ITM
Gamma 0.002
Theta -0.421
Vega 0.258
Open interest 170
Model this put
20
10
53.7%
0.888
$85.63
570
$5.90
-0.117
55.1%
16
42
Call · $570
In the money
Last $85.63
Breakeven $655.63
Implied vol 53.7%
Delta 0.888 ≈89% ITM
Gamma 0.002
Theta -0.435
Vega 0.259
Open interest 20
Model this call
Put · $570
Last $5.90
Breakeven $564.10
Implied vol 55.1%
Delta -0.117 ≈12% ITM
Gamma 0.002
Theta -0.403
Vega 0.388
Open interest 42
Model this put
31
6
52.8%
0.861
$76.35
580
$7.48
-0.139
52.8%
121
833
Call · $580
In the money
Last $76.35
Breakeven $656.35
Implied vol 52.8%
Delta 0.861 ≈86% ITM
Gamma 0.003
Theta -0.483
Vega 0.392
Open interest 31
Model this call
Put · $580
Last $7.48
Breakeven $572.52
Implied vol 52.8%
Delta -0.139 ≈14% ITM
Gamma 0.003
Theta -0.427
Vega 0.392
Open interest 833
Model this put
26
9
52.2%
0.832
$67.94
590
$9.00
-0.179
55%
10
15
Call · $590
In the money
Last $67.94
Breakeven $657.94
Implied vol 52.2%
Delta 0.832 ≈83% ITM
Gamma 0.003
Theta -0.535
Vega 0.396
Open interest 26
Model this call
Put · $590
Last $9.00
Breakeven $581.00
Implied vol 55%
Delta -0.179 ≈18% ITM
Gamma 0.003
Theta -0.526
Vega 0.397
Open interest 15
Model this put
761
44
51.9%
0.8
$70.10
600
$15.20
-0.213
55.2%
28
674
Call · $600
In the money
Last $70.10
Breakeven $670.10
Implied vol 51.9%
Delta 0.8 ≈80% ITM
Gamma 0.003
Theta -0.595
Vega 0.4
Open interest 761
Model this call
Put · $600
Last $15.20
Breakeven $584.80
Implied vol 55.2%
Delta -0.213 ≈21% ITM
Gamma 0.003
Theta -0.591
Vega 0.524
Open interest 674
Model this put
12
5
50.9%
0.763
$53.90
610
$18.30
-0.244
52.5%
2
459
Call · $610
In the money
Last $53.90
Breakeven $663.90
Implied vol 50.9%
Delta 0.763 ≈76% ITM
Gamma 0.004
Theta -0.632
Vega 0.529
Open interest 12
Model this call
Put · $610
Last $18.30
Breakeven $591.70
Implied vol 52.5%
Delta -0.244 ≈24% ITM
Gamma 0.004
Theta -0.599
Vega 0.529
Open interest 459
Model this put
60
5
50.4%
0.721
$44.50
620
$17.00
-0.282
51.3%
8
97
Call · $620
In the money
Last $44.50
Breakeven $664.50
Implied vol 50.4%
Delta 0.721 ≈72% ITM
Gamma 0.004
Theta -0.673
Vega 0.534
Open interest 60
Model this call
Put · $620
Last $17.00
Breakeven $603.00
Implied vol 51.3%
Delta -0.282 ≈28% ITM
Gamma 0.004
Theta -0.63
Vega 0.535
Open interest 97
Model this put
42
15
51.4%
0.675
$45.00
630
$20.00
-0.329
52.8%
24
141
Call · $630
In the money
Last $45.00
Breakeven $675.00
Implied vol 51.4%
Delta 0.675 ≈68% ITM
Gamma 0.004
Theta -0.74
Vega 0.54
Open interest 42
Model this call
Put · $630
Last $20.00
Breakeven $610.00
Implied vol 52.8%
Delta -0.329 ≈33% ITM
Gamma 0.004
Theta -0.703
Vega 0.618
Open interest 141
Model this put
276
20
49.1%
0.631
$43.85
640
$23.50
-0.374
51.7%
52
157
Call · $640
In the money
Last $43.85
Breakeven $683.85
Implied vol 49.1%
Delta 0.631 ≈63% ITM
Gamma 0.005
Theta -0.729
Vega 0.623
Open interest 276
Model this call
Put · $640
Last $23.50
Breakeven $616.50
Implied vol 51.7%
Delta -0.374 ≈37% ITM
Gamma 0.005
Theta -0.709
Vega 0.624
Open interest 157
Model this put
117
52
49.8%
0.581
$38.07
650
$27.00
-0.422
52.8%
26
88
Call · $650
In the money
Last $38.07
Breakeven $688.07
Implied vol 49.8%
Delta 0.581 ≈58% ITM
Gamma 0.005
Theta -0.761
Vega 0.63
Open interest 117
Model this call
Put · $650
Last $27.00
Breakeven $623.00
Implied vol 52.8%
Delta -0.422 ≈42% ITM
Gamma 0.005
Theta -0.746
Vega 0.63
Open interest 88
Model this put
Underlying $657.98
86
43
51%
0.531
$32.90
660
$33.00
-0.471
50.6%
2
138
Call · $660
Last $32.90
Breakeven $692.90
Implied vol 51%
Delta 0.531 ≈53% ITM
Gamma 0.005
Theta -0.802
Vega 0.636
Open interest 86
Model this call
Put · $660
In the money
Last $33.00
Breakeven $627.00
Implied vol 50.6%
Delta -0.471 ≈47% ITM
Gamma 0.005
Theta -0.735
Vega 0.636
Open interest 138
Model this put
551
20
49.8%
0.482
$25.80
670
$59.75
-0.517
51.6%
9
112
Call · $670
Last $25.80
Breakeven $695.80
Implied vol 49.8%
Delta 0.482 ≈48% ITM
Gamma 0.005
Theta -0.77
Vega 0.642
Open interest 551
Model this call
Put · $670
In the money
Last $59.75
Breakeven $610.25
Implied vol 51.6%
Delta -0.517 ≈52% ITM
Gamma 0.005
Theta -0.737
Vega 0.642
Open interest 112
Model this put
261
57
50.4%
0.435
$23.90
680
$50.90
-0.57
49.3%
3
268
Call · $680
Last $23.90
Breakeven $703.90
Implied vol 50.4%
Delta 0.435 ≈44% ITM
Gamma 0.005
Theta -0.768
Vega 0.648
Open interest 261
Model this call
Put · $680
In the money
Last $50.90
Breakeven $629.10
Implied vol 49.3%
Delta -0.57 ≈57% ITM
Gamma 0.005
Theta -0.689
Vega 0.647
Open interest 268
Model this put
105
20
50.7%
0.388
$19.98
690
$56.95
-0.615
50.9%
6
130
Call · $690
Last $19.98
Breakeven $709.98
Implied vol 50.7%
Delta 0.388 ≈39% ITM
Gamma 0.005
Theta -0.76
Vega 0.654
Open interest 105
Model this call
Put · $690
In the money
Last $56.95
Breakeven $633.05
Implied vol 50.9%
Delta -0.615 ≈61% ITM
Gamma 0.005
Theta -0.7
Vega 0.642
Open interest 130
Model this put
258
77
50.5%
0.345
$16.30
700
$71.32
-0.663
49.1%
1
317
Call · $700
Last $16.30
Breakeven $716.30
Implied vol 50.5%
Delta 0.345 ≈35% ITM
Gamma 0.005
Theta -0.717
Vega 0.578
Open interest 258
Model this call
Put · $700
In the money
Last $71.32
Breakeven $628.68
Implied vol 49.1%
Delta -0.663 ≈66% ITM
Gamma 0.005
Theta -0.631
Vega 0.577
Open interest 317
Model this put
142
10
50.8%
0.305
$14.20
710
$136.59
-0.7
50.3%
1
18
Call · $710
Last $14.20
Breakeven $724.20
Implied vol 50.8%
Delta 0.305 ≈31% ITM
Gamma 0.004
Theta -0.682
Vega 0.583
Open interest 142
Model this call
Put · $710
In the money
Last $136.59
Breakeven $573.41
Implied vol 50.3%
Delta -0.7 ≈70% ITM
Gamma 0.004
Theta -0.61
Vega 0.58
Open interest 18
Model this put
151
31
49.8%
0.259
$13.30
720
$121.07
-0.746
49.7%
72
117
Call · $720
Last $13.30
Breakeven $733.30
Implied vol 49.8%
Delta 0.259 ≈26% ITM
Gamma 0.004
Theta -0.625
Vega 0.588
Open interest 151
Model this call
Put · $720
In the money
Last $121.07
Breakeven $598.93
Implied vol 49.7%
Delta -0.746 ≈75% ITM
Gamma 0.004
Theta -0.56
Vega 0.571
Open interest 117
Model this put
134
16
49.2%
0.223
$8.25
730
$147.00
-0.78
49.5%
2
11
Call · $730
Last $8.25
Breakeven $738.25
Implied vol 49.2%
Delta 0.223 ≈22% ITM
Gamma 0.004
Theta -0.562
Vega 0.454
Open interest 134
Model this call
Put · $730
In the money
Last $147.00
Breakeven $583.00
Implied vol 49.5%
Delta -0.78 ≈78% ITM
Gamma 0.004
Theta -0.504
Vega 0.45
Open interest 11
Model this put
356
23
46.2%
0.173
$7.10
740
$71.90
-0.806
50.6%
2
44
Call · $740
Last $7.10
Breakeven $747.10
Implied vol 46.2%
Delta 0.173 ≈17% ITM
Gamma 0.003
Theta -0.452
Vega 0.459
Open interest 356
Model this call
Put · $740
In the money
Last $71.90
Breakeven $668.10
Implied vol 50.6%
Delta -0.806 ≈81% ITM
Gamma 0.003
Theta -0.473
Vega 0.452
Open interest 44
Model this put
177
37
47.1%
0.146
$6.00
750
$175.79
-0.841
50.1%
1
4
Call · $750
Last $6.00
Breakeven $756.00
Implied vol 47.1%
Delta 0.146 ≈15% ITM
Gamma 0.003
Theta -0.416
Vega 0.309
Open interest 177
Model this call
Put · $750
In the money
Last $175.79
Breakeven $574.21
Implied vol 50.1%
Delta -0.841 ≈84% ITM
Gamma 0.003
Theta -0.412
Vega 0.447
Open interest 4
Model this put
52
1
48.1%
0.13
$4.00
760
$93.00
-0.865
50.6%
75
3
Call · $760
Last $4.00
Breakeven $764.00
Implied vol 48.1%
Delta 0.13 ≈13% ITM
Gamma 0.003
Theta -0.387
Vega 0.311
Open interest 52
Model this call
Put · $760
In the money
Last $93.00
Breakeven $667.00
Implied vol 50.6%
Delta -0.865 ≈86% ITM
Gamma 0.003
Theta -0.369
Vega 0.305
Open interest 3
Model this put
35
4
47.2%
0.103
$3.05
770
$133.40
-0.875
52.7%
1
40
Call · $770
Last $3.05
Breakeven $773.05
Implied vol 47.2%
Delta 0.103 ≈10% ITM
Gamma 0.002
Theta -0.32
Vega 0.314
Open interest 35
Model this call
Put · $770
In the money
Last $133.40
Breakeven $636.60
Implied vol 52.7%
Delta -0.875 ≈87% ITM
Gamma 0.003
Theta -0.362
Vega 0.304
Open interest 40
Model this put
213
3
49.9%
0.097
$2.50
780
$157.62
-0.911
49.9%
1
0
Call · $780
Last $2.50
Breakeven $782.50
Implied vol 49.9%
Delta 0.097 ≈10% ITM
Gamma 0.002
Theta -0.324
Vega 0.316
Open interest 213
Model this call
Put · $780
In the money
Last $157.62
Breakeven $622.38
Implied vol 49.9%
Delta -0.911 ≈91% ITM
Gamma 0.002
Theta -0.258
Vega 0.295
Open interest 0
Model this put
41
1
48.5%
0.072
$3.50
790
$93.00
-0.917
52.5%
2
1
Call · $790
Last $3.50
Breakeven $793.50
Implied vol 48.5%
Delta 0.072 ≈7% ITM
Gamma 0.002
Theta -0.254
Vega 0.185
Open interest 41
Model this call
Put · $790
In the money
Last $93.00
Breakeven $697.00
Implied vol 52.5%
Delta -0.917 ≈92% ITM
Gamma 0.002
Theta -0.259
Vega 0.292
Open interest 1
Model this put
152
25
44%
0.04
$1.15
800
$123.70
-0.925
54.5%
2
2
Call · $800
Last $1.15
Breakeven $801.15
Implied vol 44%
Delta 0.04 ≈4% ITM
Gamma 0.001
Theta -0.144
Vega 0.187
Open interest 152
Model this call
Put · $800
In the money
Last $123.70
Breakeven $676.30
Implied vol 54.5%
Delta -0.925 ≈93% ITM
Gamma 0.002
Theta -0.249
Vega 0.279
Open interest 2
Model this put
48
65
51.1%
0.058
$1.04
810
—
-0.952
50.7%
—
0
Call · $810
Last $1.04
Breakeven $811.04
Implied vol 51.1%
Delta 0.058 ≈6% ITM
Gamma 0.001
Theta -0.223
Vega 0.187
Open interest 48
Model this call
Put · $810
In the money
Last —
Breakeven —
Implied vol 50.7%
Delta -0.952 ≈95% ITM
Gamma 0.001
Theta -0.152
Vega 0.165
Open interest 0
Model this put
108
1
51.7%
0.049
$1.50
820
—
-0.936
57.9%
—
0
Call · $820
Last $1.50
Breakeven $821.50
Implied vol 51.7%
Delta 0.049 ≈5% ITM
Gamma 0.001
Theta -0.198
Vega 0.188
Open interest 108
Model this call
Put · $820
In the money
Last —
Breakeven —
Implied vol 57.9%
Delta -0.936 ≈94% ITM
Gamma 0.002
Theta -0.229
Vega 0.175
Open interest 0
Model this put
11
2
55.5%
0.053
$0.50
830
$115.70
-0.936
60.8%
2
0
Call · $830
Last $0.50
Breakeven $830.50
Implied vol 55.5%
Delta 0.053 ≈5% ITM
Gamma 0.001
Theta -0.225
Vega 0.189
Open interest 11
Model this call
Put · $830
In the money
Last $115.70
Breakeven $714.30
Implied vol 60.8%
Delta -0.936 ≈94% ITM
Gamma 0.001
Theta -0.242
Vega 0.177
Open interest 0
Model this put
141
4
51.7%
0.032
$2.10
840
$127.35
-0.936
63.7%
2
0
Call · $840
Last $2.10
Breakeven $842.10
Implied vol 51.7%
Delta 0.032 ≈3% ITM
Gamma 0.001
Theta -0.138
Vega 0.096
Open interest 141
Model this call
Put · $840
In the money
Last $127.35
Breakeven $712.65
Implied vol 63.7%
Delta -0.936 ≈94% ITM
Gamma 0.001
Theta -0.254
Vega 0.178
Open interest 0
Model this put
17
2
48.7%
0.019
$0.39
850
—
-0.936
66.6%
—
0
Call · $850
Last $0.39
Breakeven $850.39
Implied vol 48.7%
Delta 0.019 ≈2% ITM
Gamma 0.001
Theta -0.083
Vega 0.097
Open interest 17
Model this call
Put · $850
In the money
Last —
Breakeven —
Implied vol 66.6%
Delta -0.936 ≈94% ITM
Gamma 0.001
Theta -0.266
Vega 0.179
Open interest 0
Model this put
10
1
53.5%
0.025
$0.20
860
$209.00
-0.945
66.6%
5
0
Call · $860
Last $0.20
Breakeven $860.20
Implied vol 53.5%
Delta 0.025 ≈2% ITM
Gamma 0.001
Theta -0.117
Vega 0.097
Open interest 10
Model this call
Put · $860
In the money
Last $209.00
Breakeven $651.00
Implied vol 66.6%
Delta -0.945 ≈95% ITM
Gamma 0.001
Theta -0.232
Vega 0.173
Open interest 0
Model this put
29
1
55.5%
0.024
$1.31
870
—
-0.949
68.3%
—
0
Call · $870
Last $1.31
Breakeven $871.31
Implied vol 55.5%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.118
Vega 0.097
Open interest 29
Model this call
Put · $870
In the money
Last —
Breakeven —
Implied vol 68.3%
Delta -0.949 ≈95% ITM
Gamma 0.001
Theta -0.225
Vega 0.174
Open interest 0
Model this put
17
4
50.4%
0.011
$0.86
880
—
-0.941
73.3%
—
0
Call · $880
Last $0.86
Breakeven $880.86
Implied vol 50.4%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.054
Vega 0.042
Open interest 17
Model this call
Put · $880
In the money
Last —
Breakeven —
Implied vol 73.3%
Delta -0.941 ≈94% ITM
Gamma 0.001
Theta -0.275
Vega 0.18
Open interest 0
Model this put
1
1
59.3%
0.023
$3.19
890
$237.00
-0.948
73.5%
1
0
Call · $890
Last $3.19
Breakeven $893.19
Implied vol 59.3%
Delta 0.023 ≈2% ITM
Gamma 0.001
Theta -0.12
Vega 0.098
Open interest 1
Model this call
Put · $890
In the money
Last $237.00
Breakeven $653.00
Implied vol 73.5%
Delta -0.948 ≈95% ITM
Gamma 0.001
Theta -0.245
Vega 0.176
Open interest 0
Model this put
53
3
61.7%
0.023
$1.17
900
$225.00
-0.945
77.1%
1
0
Call · $900
Last $1.17
Breakeven $901.17
Implied vol 61.7%
Delta 0.023 ≈2% ITM
Gamma 0.001
Theta -0.127
Vega 0.099
Open interest 53
Model this call
Put · $900
In the money
Last $225.00
Breakeven $675.00
Implied vol 77.1%
Delta -0.945 ≈95% ITM
Gamma 0.001
Theta -0.271
Vega 0.181
Open interest 0
Model this put
2
1
74.3%
0.045
$2.42
910
$217.00
-0.945
79.8%
1
0
Call · $910
Last $2.42
Breakeven $912.42
Implied vol 74.3%
Delta 0.045 ≈5% ITM
Gamma 0.001
Theta -0.265
Vega 0.196
Open interest 2
Model this call
Put · $910
In the money
Last $217.00
Breakeven $693.00
Implied vol 79.8%
Delta -0.945 ≈94% ITM
Gamma 0.001
Theta -0.283
Vega 0.183
Open interest 0
Model this put
26
1
64.9%
0.021
$0.75
920
$232.20
-0.946
81.9%
1
0
Call · $920
Last $0.75
Breakeven $920.75
Implied vol 64.9%
Delta 0.021 ≈2% ITM
Gamma 0
Theta -0.123
Vega 0.1
Open interest 26
Model this call
Put · $920
In the money
Last $232.20
Breakeven $687.80
Implied vol 81.9%
Delta -0.946 ≈95% ITM
Gamma 0.001
Theta -0.286
Vega 0.182
Open interest 0
Model this put
0
2
79.5%
0.046
$2.92
930
$269.90
-0.947
84%
48
0
Call · $930
Last $2.92
Breakeven $932.92
Implied vol 79.5%
Delta 0.046 ≈5% ITM
Gamma 0.001
Theta -0.288
Vega 0.198
Open interest 0
Model this call
Put · $930
In the money
Last $269.90
Breakeven $660.10
Implied vol 84%
Delta -0.947 ≈95% ITM
Gamma 0.001
Theta -0.289
Vega 0.183
Open interest 0
Model this put
6
2
68.5%
0.02
$10.90
940
—
-0.948
86.1%
—
0
Call · $940
Last $10.90
Breakeven $950.90
Implied vol 68.5%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -0.125
Vega 0.1
Open interest 6
Model this call
Put · $940
In the money
Last —
Breakeven —
Implied vol 86.1%
Delta -0.948 ≈95% ITM
Gamma 0.001
Theta -0.292
Vega 0.182
Open interest 0
Model this put
0
—
77.7%
0.033
—
950
—
-0.949
88.2%
—
0
Call · $950
Last —
Breakeven —
Implied vol 77.7%
Delta 0.033 ≈3% ITM
Gamma 0.001
Theta -0.215
Vega 0.1
Open interest 0
Model this call
Put · $950
In the money
Last —
Breakeven —
Implied vol 88.2%
Delta -0.949 ≈95% ITM
Gamma 0.001
Theta -0.294
Vega 0.183
Open interest 0
Model this put
9
4
72%
0.019
$4.73
960
$261.00
-0.95
90.2%
1
0
Call · $960
Last $4.73
Breakeven $964.73
Implied vol 72%
Delta 0.019 ≈2% ITM
Gamma 0
Theta -0.127
Vega 0.101
Open interest 9
Model this call
Put · $960
In the money
Last $261.00
Breakeven $699.00
Implied vol 90.2%
Delta -0.95 ≈95% ITM
Gamma 0.001
Theta -0.297
Vega 0.181
Open interest 0
Model this put
5
5
73.8%
0.019
$3.00
970
—
-0.951
92.2%
—
0
Call · $970
Last $3.00
Breakeven $973.00
Implied vol 73.8%
Delta 0.019 ≈2% ITM
Gamma 0
Theta -0.128
Vega 0.102
Open interest 5
Model this call
Put · $970
In the money
Last —
Breakeven —
Implied vol 92.2%
Delta -0.951 ≈95% ITM
Gamma 0.001
Theta -0.3
Vega 0.182
Open interest 0
Model this put
2
2
76.5%
0.02
$10.60
980
—
-0.952
94.2%
—
0
Call · $980
Last $10.60
Breakeven $990.60
Implied vol 76.5%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -0.141
Vega 0.102
Open interest 2
Model this call
Put · $980
In the money
Last —
Breakeven —
Implied vol 94.2%
Delta -0.952 ≈95% ITM
Gamma 0.001
Theta -0.303
Vega 0.183
Open interest 0
Model this put
0
—
77.7%
0.019
—
990
—
-0.952
96.1%
—
0
Call · $990
Last —
Breakeven —
Implied vol 77.7%
Delta 0.019 ≈2% ITM
Gamma 0
Theta -0.136
Vega 0.103
Open interest 0
Model this call
Put · $990
In the money
Last —
Breakeven —
Implied vol 96.1%
Delta -0.952 ≈95% ITM
Gamma 0.001
Theta -0.306
Vega 0.184
Open interest 0
Model this put
22
15
78.9%
0.018
$3.80
1000
—
-0.953
98.1%
—
0
Call · $1000
Last $3.80
Breakeven $1,003.80
Implied vol 78.9%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.131
Vega 0.103
Open interest 22
Model this call
Put · $1000
In the money
Last —
Breakeven —
Implied vol 98.1%
Delta -0.953 ≈95% ITM
Gamma 0.001
Theta -0.309
Vega 0.185
Open interest 0
Model this put
6
2
82.2%
0.017
$2.75
1020
$318.00
-0.956
101.4%
4
0
Call · $1020
Last $2.75
Breakeven $1,022.75
Implied vol 82.2%
Delta 0.017 ≈2% ITM
Gamma 0
Theta -0.133
Vega 0.104
Open interest 6
Model this call
Put · $1020
In the money
Last $318.00
Breakeven $702.00
Implied vol 101.4%
Delta -0.956 ≈96% ITM
Gamma 0.001
Theta -0.305
Vega 0.184
Open interest 0
Model this put
1
1
86%
0.018
$12.19
1040
—
-0.956
105.7%
—
0
Call · $1040
Last $12.19
Breakeven $1,052.19
Implied vol 86%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.141
Vega 0.105
Open interest 1
Model this call
Put · $1040
In the money
Last —
Breakeven —
Implied vol 105.7%
Delta -0.956 ≈96% ITM
Gamma 0.001
Theta -0.32
Vega 0.185
Open interest 0
Model this put
1
1
88.7%
0.016
$3.64
1060
—
-0.958
108.8%
—
0
Call · $1060
Last $3.64
Breakeven $1,063.64
Implied vol 88.7%
Delta 0.016 ≈2% ITM
Gamma 0
Theta -0.137
Vega 0.106
Open interest 1
Model this call
Put · $1060
In the money
Last —
Breakeven —
Implied vol 108.8%
Delta -0.958 ≈96% ITM
Gamma 0.001
Theta -0.316
Vega 0.185
Open interest 0
Model this put
2
2
99.8%
0.028
$3.00
1080
—
-0.958
113%
—
0
Call · $1080
Last $3.00
Breakeven $1,083.00
Implied vol 99.8%
Delta 0.028 ≈3% ITM
Gamma 0
Theta -0.239
Vega 0.106
Open interest 2
Model this call
Put · $1080
In the money
Last —
Breakeven —
Implied vol 113%
Delta -0.958 ≈96% ITM
Gamma 0.001
Theta -0.331
Vega 0.187
Open interest 0
Model this put
1
1
102.1%
0.027
$7.30
1100
—
-0.959
116.2%
—
0
Call · $1100
Last $7.30
Breakeven $1,107.30
Implied vol 102.1%
Delta 0.027 ≈3% ITM
Gamma 0
Theta -0.232
Vega 0.107
Open interest 1
Model this call
Put · $1100
In the money
Last —
Breakeven —
Implied vol 116.2%
Delta -0.959 ≈96% ITM
Gamma 0.001
Theta -0.331
Vega 0.184
Open interest 0
Model this put
0
—
96.8%
0.015
—
1120
—
-0.966
116%
—
0
Call · $1120
Last —
Breakeven —
Implied vol 96.8%
Delta 0.015 ≈2% ITM
Gamma 0
Theta -0.139
Vega 0.047
Open interest 0
Model this call
Put · $1120
In the money
Last —
Breakeven —
Implied vol 116%
Delta -0.966 ≈97% ITM
Gamma 0
Theta -0.283
Vega 0.099
Open interest 0
Model this put
1
1
115.8%
0.035
$2.55
1140
—
-0.96
123.4%
—
0
Call · $1140
Last $2.55
Breakeven $1,142.55
Implied vol 115.8%
Delta 0.035 ≈4% ITM
Gamma 0
Theta -0.337
Vega 0.109
Open interest 1
Model this call
Put · $1140
In the money
Last —
Breakeven —
Implied vol 123.4%
Delta -0.96 ≈96% ITM
Gamma 0.001
Theta -0.346
Vega 0.181
Open interest 0
Model this put