REGN Stock — Regeneron Pharmaceuticals, Inc.: Options Chain

Calls		Puts
0	—	—	—	—	$0.10	-0.012	175.6%	2	40
Call · $410 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $410 Last $0.10 Breakeven $409.90 Implied vol 175.6% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.397 Vega 0.033 Open interest 40 Model this put
0	—	—	—	—	—	-0.032	204.5%	—	0
Call · $420 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $420 Last — Breakeven — Implied vol 204.5% Delta -0.032 ≈3% ITM Gamma 0 Theta -1.026 Vega 0.067 Open interest 0 Model this put
0	—	—	—	—	—	-0.033	195.2%	—	0
Call · $430 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $430 Last — Breakeven — Implied vol 195.2% Delta -0.033 ≈3% ITM Gamma 0 Theta -1.015 Vega 0.068 Open interest 0 Model this put
0	—	0.1%	1	—	$0.21	—	—	2	1
Call · $440 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.034 Vega 0 Open interest 0 Model this call Put · $440 Last $0.21 Breakeven $439.79 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	0.1%	1	—	—	-0.036	177.1%	—	0
Call · $450 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.035 Vega 0 Open interest 0 Model this call Put · $450 Last — Breakeven — Implied vol 177.1% Delta -0.036 ≈4% ITM Gamma 0.001 Theta -0.993 Vega 0.07 Open interest 0 Model this put
0	—	0.1%	1	—	—	-0.017	139.4%	—	0
Call · $460 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.036 Vega 0 Open interest 0 Model this call Put · $460 Last — Breakeven — Implied vol 139.4% Delta -0.017 ≈2% ITM Gamma 0 Theta -0.423 Vega 0.035 Open interest 0 Model this put
0	—	—	—	—	—	-0.04	159.9%	—	0
Call · $470 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $470 Last — Breakeven — Implied vol 159.9% Delta -0.04 ≈4% ITM Gamma 0.001 Theta -0.971 Vega 0.071 Open interest 0 Model this put
0	—	0.1%	1	—	—	-0.041	150.8%	—	0
Call · $480 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.038 Vega 0 Open interest 0 Model this call Put · $480 Last — Breakeven — Implied vol 150.8% Delta -0.041 ≈4% ITM Gamma 0.001 Theta -0.944 Vega 0.072 Open interest 0 Model this put
0	—	0.1%	1	—	—	-0.02	117.9%	—	0
Call · $490 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.039 Vega 0 Open interest 0 Model this call Put · $490 Last — Breakeven — Implied vol 117.9% Delta -0.02 ≈2% ITM Gamma 0.001 Theta -0.412 Vega 0.036 Open interest 0 Model this put
0	—	0.1%	1	—	—	-0.022	111.1%	—	0
Call · $500 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.04 Vega 0 Open interest 0 Model this call Put · $500 Last — Breakeven — Implied vol 111.1% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.408 Vega 0.037 Open interest 0 Model this put
0	—	79.1%	0.995	—	$3.20	-0.023	104.4%	1	2
Call · $510 In the money Last — Breakeven — Implied vol 79.1% Delta 0.995 ≈100% ITM Gamma 0 Theta -0.113 Vega 0.016 Open interest 0 Model this call Put · $510 Last $3.20 Breakeven $506.80 Implied vol 104.4% Delta -0.023 ≈2% ITM Gamma 0.001 Theta -0.404 Vega 0.037 Open interest 2 Model this put
0	—	0.1%	1	—	$4.80	-0.025	97.8%	1	1
Call · $520 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.042 Vega 0 Open interest 0 Model this call Put · $520 Last $4.80 Breakeven $515.20 Implied vol 97.8% Delta -0.025 ≈2% ITM Gamma 0.001 Theta -0.401 Vega 0.038 Open interest 1 Model this put
0	—	0.1%	1	—	$2.10	-0.026	91.3%	1	4
Call · $530 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.043 Vega 0 Open interest 0 Model this call Put · $530 Last $2.10 Breakeven $527.90 Implied vol 91.3% Delta -0.026 ≈3% ITM Gamma 0.001 Theta -0.397 Vega 0.038 Open interest 4 Model this put
0	—	88%	0.965	—	$2.90	-0.028	84.4%	1	1
Call · $540 In the money Last — Breakeven — Implied vol 88% Delta 0.965 ≈97% ITM Gamma 0.001 Theta -0.522 Vega 0.077 Open interest 0 Model this call Put · $540 Last $2.90 Breakeven $537.10 Implied vol 84.4% Delta -0.028 ≈3% ITM Gamma 0.001 Theta -0.388 Vega 0.077 Open interest 1 Model this put
0	—	58.6%	0.993	—	$0.50	-0.034	79.3%	1	1
Call · $550 In the money Last — Breakeven — Implied vol 58.6% Delta 0.993 ≈99% ITM Gamma 0 Theta -0.128 Vega 0.016 Open interest 0 Model this call Put · $550 Last $0.50 Breakeven $549.50 Implied vol 79.3% Delta -0.034 ≈3% ITM Gamma 0.001 Theta -0.425 Vega 0.077 Open interest 1 Model this put
11	22	70%	0.968	$53.70	$5.03	-0.041	74.2%	2	14
Call · $560 In the money Last $53.70 Breakeven $613.70 Implied vol 70% Delta 0.968 ≈97% ITM Gamma 0.001 Theta -0.401 Vega 0.078 Open interest 11 Model this call Put · $560 Last $5.03 Breakeven $554.97 Implied vol 74.2% Delta -0.041 ≈4% ITM Gamma 0.001 Theta -0.461 Vega 0.078 Open interest 14 Model this put
0	—	70.4%	0.958	—	—	-0.048	73.4%	—	0
Call · $565 In the money Last — Breakeven — Implied vol 70.4% Delta 0.958 ≈96% ITM Gamma 0.002 Theta -0.491 Vega 0.078 Open interest 0 Model this call Put · $565 Last — Breakeven — Implied vol 73.4% Delta -0.048 ≈5% ITM Gamma 0.002 Theta -0.52 Vega 0.078 Open interest 0 Model this put
24	22	69.5%	0.95	$46.40	$6.60	-0.057	73.1%	3	11
Call · $570 In the money Last $46.40 Breakeven $616.40 Implied vol 69.5% Delta 0.95 ≈95% ITM Gamma 0.002 Theta -0.549 Vega 0.079 Open interest 24 Model this call Put · $570 Last $6.60 Breakeven $563.40 Implied vol 73.1% Delta -0.057 ≈6% ITM Gamma 0.002 Theta -0.594 Vega 0.079 Open interest 11 Model this put
0	—	65.4%	0.95	—	$2.55	-0.052	65.9%	1	2
Call · $575 In the money Last — Breakeven — Implied vol 65.4% Delta 0.95 ≈95% ITM Gamma 0.002 Theta -0.527 Vega 0.079 Open interest 0 Model this call Put · $575 Last $2.55 Breakeven $572.45 Implied vol 65.9% Delta -0.052 ≈5% ITM Gamma 0.002 Theta -0.492 Vega 0.079 Open interest 2 Model this put
11	22	67.8%	0.932	$39.40	$2.80	-0.068	68%	2	52
Call · $580 In the money Last $39.40 Breakeven $619.40 Implied vol 67.8% Delta 0.932 ≈93% ITM Gamma 0.002 Theta -0.677 Vega 0.137 Open interest 11 Model this call Put · $580 Last $2.80 Breakeven $577.20 Implied vol 68% Delta -0.068 ≈7% ITM Gamma 0.002 Theta -0.633 Vega 0.137 Open interest 52 Model this put
0	—	65.8%	0.923	—	$1.21	-0.087	68.8%	1	2
Call · $585 In the money Last — Breakeven — Implied vol 65.8% Delta 0.923 ≈92% ITM Gamma 0.003 Theta -0.718 Vega 0.138 Open interest 0 Model this call Put · $585 Last $1.21 Breakeven $583.79 Implied vol 68.8% Delta -0.087 ≈9% ITM Gamma 0.003 Theta -0.766 Vega 0.138 Open interest 2 Model this put
71	2	69.5%	0.895	$43.48	$3.37	-0.095	66%	1	2
Call · $590 In the money Last $43.48 Breakeven $633.48 Implied vol 69.5% Delta 0.895 ≈90% ITM Gamma 0.003 Theta -0.941 Vega 0.139 Open interest 71 Model this call Put · $590 Last $3.37 Breakeven $586.63 Implied vol 66% Delta -0.095 ≈9% ITM Gamma 0.003 Theta -0.785 Vega 0.138 Open interest 2 Model this put
0	—	69.5%	0.879	—	$4.00	-0.097	61.3%	1	1
Call · $595 In the money Last — Breakeven — Implied vol 69.5% Delta 0.879 ≈88% ITM Gamma 0.004 Theta -1.051 Vega 0.139 Open interest 0 Model this call Put · $595 Last $4.00 Breakeven $591.00 Implied vol 61.3% Delta -0.097 ≈10% ITM Gamma 0.003 Theta -0.741 Vega 0.139 Open interest 1 Model this put
189	1	68.7%	0.859	$56.73	$3.70	-0.124	64.2%	10	22
Call · $600 In the money Last $56.73 Breakeven $656.73 Implied vol 68.7% Delta 0.859 ≈86% ITM Gamma 0.004 Theta -1.137 Vega 0.21 Open interest 189 Model this call Put · $600 Last $3.70 Breakeven $596.30 Implied vol 64.2% Delta -0.124 ≈12% ITM Gamma 0.004 Theta -0.939 Vega 0.21 Open interest 22 Model this put
0	—	67.3%	0.84	—	—	-0.16	67.3%	—	0
Call · $605 In the money Last — Breakeven — Implied vol 67.3% Delta 0.84 ≈84% ITM Gamma 0.004 Theta -1.203 Vega 0.211 Open interest 0 Model this call Put · $605 Last — Breakeven — Implied vol 67.3% Delta -0.16 ≈16% ITM Gamma 0.004 Theta -1.154 Vega 0.211 Open interest 0 Model this put
24	1	69.1%	0.81	$62.00	$12.30	-0.175	64.2%	1	14
Call · $610 In the money Last $62.00 Breakeven $672.00 Implied vol 69.1% Delta 0.81 ≈81% ITM Gamma 0.005 Theta -1.379 Vega 0.212 Open interest 24 Model this call Put · $610 Last $12.30 Breakeven $597.70 Implied vol 64.2% Delta -0.175 ≈17% ITM Gamma 0.005 Theta -1.165 Vega 0.212 Open interest 14 Model this put
0	—	69.7%	0.785	—	$4.50	-0.203	65.4%	10	1
Call · $615 In the money Last — Breakeven — Implied vol 69.7% Delta 0.785 ≈78% ITM Gamma 0.005 Theta -1.513 Vega 0.278 Open interest 0 Model this call Put · $615 Last $4.50 Breakeven $610.50 Implied vol 65.4% Delta -0.203 ≈20% ITM Gamma 0.005 Theta -1.318 Vega 0.213 Open interest 1 Model this put
27	5	66.6%	0.764	$54.00	$6.70	-0.234	65.9%	499	24
Call · $620 In the money Last $54.00 Breakeven $674.00 Implied vol 66.6% Delta 0.764 ≈76% ITM Gamma 0.006 Theta -1.506 Vega 0.279 Open interest 27 Model this call Put · $620 Last $6.70 Breakeven $613.30 Implied vol 65.9% Delta -0.234 ≈23% ITM Gamma 0.006 Theta -1.434 Vega 0.279 Open interest 24 Model this put
0	—	67.7%	0.729	—	$6.50	-0.263	64.7%	10	0
Call · $625 In the money Last — Breakeven — Implied vol 67.7% Delta 0.729 ≈73% ITM Gamma 0.006 Theta -1.632 Vega 0.281 Open interest 0 Model this call Put · $625 Last $6.50 Breakeven $618.50 Implied vol 64.7% Delta -0.263 ≈26% ITM Gamma 0.006 Theta -1.488 Vega 0.281 Open interest 0 Model this put
19	1	68.5%	0.696	$48.00	$9.30	-0.292	63.2%	81	32
Call · $630 In the money Last $48.00 Breakeven $678.00 Implied vol 68.5% Delta 0.696 ≈70% ITM Gamma 0.006 Theta -1.747 Vega 0.282 Open interest 19 Model this call Put · $630 Last $9.30 Breakeven $620.70 Implied vol 63.2% Delta -0.292 ≈29% ITM Gamma 0.007 Theta -1.531 Vega 0.282 Open interest 32 Model this put
0	—	67%	0.668	—	$13.17	-0.328	64.4%	1	1
Call · $635 In the money Last — Breakeven — Implied vol 67% Delta 0.668 ≈67% ITM Gamma 0.007 Theta -1.79 Vega 0.283 Open interest 0 Model this call Put · $635 Last $13.17 Breakeven $621.83 Implied vol 64.4% Delta -0.328 ≈33% ITM Gamma 0.007 Theta -1.657 Vega 0.283 Open interest 1 Model this put
0	—	67.6%	0.65	—	$20.01	-0.345	64.3%	1	1
Call · $637.5 In the money Last — Breakeven — Implied vol 67.6% Delta 0.65 ≈65% ITM Gamma 0.007 Theta -1.838 Vega 0.324 Open interest 0 Model this call Put · $637.5 Last $20.01 Breakeven $617.49 Implied vol 64.3% Delta -0.345 ≈34% ITM Gamma 0.007 Theta -1.691 Vega 0.324 Open interest 1 Model this put
50	1	66.5%	0.634	$35.00	$8.50	-0.363	64.3%	2	45
Call · $640 In the money Last $35.00 Breakeven $675.00 Implied vol 66.5% Delta 0.634 ≈63% ITM Gamma 0.007 Theta -1.826 Vega 0.325 Open interest 50 Model this call Put · $640 Last $8.50 Breakeven $631.50 Implied vol 64.3% Delta -0.363 ≈36% ITM Gamma 0.007 Theta -1.71 Vega 0.325 Open interest 45 Model this put
0	—	66.8%	0.615	—	—	-0.383	65.6%	—	0
Call · $642.5 In the money Last — Breakeven — Implied vol 66.8% Delta 0.615 ≈62% ITM Gamma 0.007 Theta -1.853 Vega 0.326 Open interest 0 Model this call Put · $642.5 Last — Breakeven — Implied vol 65.6% Delta -0.383 ≈38% ITM Gamma 0.007 Theta -1.767 Vega 0.326 Open interest 0 Model this put
4	4	66.8%	0.598	$19.08	$17.18	-0.401	65%	1	1
Call · $645 In the money Last $19.08 Breakeven $664.08 Implied vol 66.8% Delta 0.598 ≈60% ITM Gamma 0.007 Theta -1.871 Vega 0.327 Open interest 4 Model this call Put · $645 Last $17.18 Breakeven $627.82 Implied vol 65% Delta -0.401 ≈40% ITM Gamma 0.007 Theta -1.768 Vega 0.327 Open interest 1 Model this put
0	—	66.3%	0.58	—	—	-0.42	65.5%	—	0
Call · $647.5 In the money Last — Breakeven — Implied vol 66.3% Delta 0.58 ≈58% ITM Gamma 0.007 Theta -1.877 Vega 0.327 Open interest 0 Model this call Put · $647.5 Last — Breakeven — Implied vol 65.5% Delta -0.42 ≈42% ITM Gamma 0.007 Theta -1.8 Vega 0.327 Open interest 0 Model this put
99	2	65.7%	0.562	$22.50	$14.30	-0.437	63.9%	4	30
Call · $650 In the money Last $22.50 Breakeven $672.50 Implied vol 65.7% Delta 0.562 ≈56% ITM Gamma 0.007 Theta -1.878 Vega 0.328 Open interest 99 Model this call Put · $650 Last $14.30 Breakeven $635.70 Implied vol 63.9% Delta -0.437 ≈44% ITM Gamma 0.007 Theta -1.775 Vega 0.328 Open interest 30 Model this put
3	1	66.3%	0.544	$34.26	—	-0.456	63.2%	—	0
Call · $652.5 In the money Last $34.26 Breakeven $686.76 Implied vol 66.3% Delta 0.544 ≈54% ITM Gamma 0.007 Theta -1.914 Vega 0.329 Open interest 3 Model this call Put · $652.5 Last — Breakeven — Implied vol 63.2% Delta -0.456 ≈46% ITM Gamma 0.008 Theta -1.772 Vega 0.329 Open interest 0 Model this put
1	2	67.2%	0.526	$26.95	$16.88	-0.474	65.1%	3	0
Call · $655 In the money Last $26.95 Breakeven $681.95 Implied vol 67.2% Delta 0.526 ≈53% ITM Gamma 0.007 Theta -1.959 Vega 0.33 Open interest 1 Model this call Put · $655 Last $16.88 Breakeven $638.12 Implied vol 65.1% Delta -0.474 ≈47% ITM Gamma 0.008 Theta -1.847 Vega 0.33 Open interest 0 Model this put
Underlying $655.90
0	—	65.5%	0.508	—	$17.10	-0.493	63.1%	18	0
Call · $657.5 Last — Breakeven — Implied vol 65.5% Delta 0.508 ≈51% ITM Gamma 0.007 Theta -1.909 Vega 0.33 Open interest 0 Model this call Put · $657.5 In the money Last $17.10 Breakeven $640.40 Implied vol 63.1% Delta -0.493 ≈49% ITM Gamma 0.008 Theta -1.788 Vega 0.33 Open interest 0 Model this put
32	2	65.4%	0.49	$22.48	$20.06	-0.511	64.8%	1	3
Call · $660 Last $22.48 Breakeven $682.48 Implied vol 65.4% Delta 0.49 ≈49% ITM Gamma 0.007 Theta -1.895 Vega 0.331 Open interest 32 Model this call Put · $660 In the money Last $20.06 Breakeven $639.94 Implied vol 64.8% Delta -0.511 ≈51% ITM Gamma 0.007 Theta -1.826 Vega 0.331 Open interest 3 Model this put
5	9	64%	0.471	$32.10	—	-0.532	62.1%	—	0
Call · $662.5 Last $32.10 Breakeven $694.60 Implied vol 64% Delta 0.471 ≈47% ITM Gamma 0.008 Theta -1.842 Vega 0.332 Open interest 5 Model this call Put · $662.5 In the money Last — Breakeven — Implied vol 62.1% Delta -0.532 ≈53% ITM Gamma 0.008 Theta -1.733 Vega 0.332 Open interest 0 Model this put
3	1	64%	0.452	$22.17	—	-0.552	61.3%	—	0
Call · $665 Last $22.17 Breakeven $687.17 Implied vol 64% Delta 0.452 ≈45% ITM Gamma 0.007 Theta -1.828 Vega 0.332 Open interest 3 Model this call Put · $665 In the money Last — Breakeven — Implied vol 61.3% Delta -0.552 ≈55% ITM Gamma 0.008 Theta -1.697 Vega 0.332 Open interest 0 Model this put
4	3	63.9%	0.434	$20.25	—	-0.57	61.9%	—	0
Call · $667.5 Last $20.25 Breakeven $687.75 Implied vol 63.9% Delta 0.434 ≈43% ITM Gamma 0.007 Theta -1.813 Vega 0.333 Open interest 4 Model this call Put · $667.5 In the money Last — Breakeven — Implied vol 61.9% Delta -0.57 ≈57% ITM Gamma 0.008 Theta -1.701 Vega 0.333 Open interest 0 Model this put
62	59	63.6%	0.415	$16.20	$20.48	-0.591	61.1%	35	65
Call · $670 Last $16.20 Breakeven $686.20 Implied vol 63.6% Delta 0.415 ≈41% ITM Gamma 0.007 Theta -1.791 Vega 0.334 Open interest 62 Model this call Put · $670 In the money Last $20.48 Breakeven $649.52 Implied vol 61.1% Delta -0.591 ≈59% ITM Gamma 0.008 Theta -1.665 Vega 0.334 Open interest 65 Model this put
1	2	64%	0.397	$15.90	$24.35	-0.61	61.2%	1	61
Call · $672.5 Last $15.90 Breakeven $688.40 Implied vol 64% Delta 0.397 ≈40% ITM Gamma 0.007 Theta -1.79 Vega 0.335 Open interest 1 Model this call Put · $672.5 In the money Last $24.35 Breakeven $648.15 Implied vol 61.2% Delta -0.61 ≈61% ITM Gamma 0.008 Theta -1.655 Vega 0.334 Open interest 61 Model this put
1	13	63.9%	0.379	$17.06	—	-0.626	62.2%	—	0
Call · $675 Last $17.06 Breakeven $692.06 Implied vol 63.9% Delta 0.379 ≈38% ITM Gamma 0.007 Theta -1.776 Vega 0.335 Open interest 1 Model this call Put · $675 In the money Last — Breakeven — Implied vol 62.2% Delta -0.626 ≈63% ITM Gamma 0.007 Theta -1.671 Vega 0.332 Open interest 0 Model this put
3	4	63.4%	0.361	$24.28	$24.00	-0.645	61.2%	1	1
Call · $677.5 Last $24.28 Breakeven $701.78 Implied vol 63.4% Delta 0.361 ≈36% ITM Gamma 0.007 Theta -1.73 Vega 0.294 Open interest 3 Model this call Put · $677.5 In the money Last $24.00 Breakeven $653.50 Implied vol 61.2% Delta -0.645 ≈65% ITM Gamma 0.007 Theta -1.605 Vega 0.294 Open interest 1 Model this put
77	3	62.6%	0.343	$14.10	$32.40	-0.662	61.3%	1	2
Call · $680 Last $14.10 Breakeven $694.10 Implied vol 62.6% Delta 0.343 ≈34% ITM Gamma 0.007 Theta -1.664 Vega 0.295 Open interest 77 Model this call Put · $680 In the money Last $32.40 Breakeven $647.60 Implied vol 61.3% Delta -0.662 ≈66% ITM Gamma 0.007 Theta -1.567 Vega 0.295 Open interest 2 Model this put
1	1	63.6%	0.313	$25.06	—	-0.698	60.6%	—	0
Call · $685 Last $25.06 Breakeven $710.06 Implied vol 63.6% Delta 0.313 ≈31% ITM Gamma 0.007 Theta -1.621 Vega 0.296 Open interest 1 Model this call Put · $685 In the money Last — Breakeven — Implied vol 60.6% Delta -0.698 ≈70% ITM Gamma 0.007 Theta -1.468 Vega 0.296 Open interest 0 Model this put
17	1	60.4%	0.269	$8.10	—	-0.732	60.5%	—	0
Call · $690 Last $8.10 Breakeven $698.10 Implied vol 60.4% Delta 0.269 ≈27% ITM Gamma 0.007 Theta -1.44 Vega 0.297 Open interest 17 Model this call Put · $690 In the money Last — Breakeven — Implied vol 60.5% Delta -0.732 ≈73% ITM Gamma 0.007 Theta -1.387 Vega 0.297 Open interest 0 Model this put
4	4	63%	0.247	$15.30	—	-0.766	59.9%	—	0
Call · $695 Last $15.30 Breakeven $710.30 Implied vol 63% Delta 0.247 ≈25% ITM Gamma 0.006 Theta -1.447 Vega 0.298 Open interest 4 Model this call Put · $695 In the money Last — Breakeven — Implied vol 59.9% Delta -0.766 ≈77% ITM Gamma 0.006 Theta -1.285 Vega 0.228 Open interest 0 Model this put
12	15	61.5%	0.216	$6.40	$28.00	-0.795	59.1%	1	1
Call · $700 Last $6.40 Breakeven $706.40 Implied vol 61.5% Delta 0.216 ≈22% ITM Gamma 0.006 Theta -1.298 Vega 0.229 Open interest 12 Model this call Put · $700 In the money Last $28.00 Breakeven $672.00 Implied vol 59.1% Delta -0.795 ≈80% ITM Gamma 0.006 Theta -1.156 Vega 0.229 Open interest 1 Model this put
4	1	60.9%	0.188	$11.90	—	-0.821	59.1%	—	0
Call · $705 Last $11.90 Breakeven $716.90 Implied vol 60.9% Delta 0.188 ≈19% ITM Gamma 0.005 Theta -1.177 Vega 0.23 Open interest 4 Model this call Put · $705 In the money Last — Breakeven — Implied vol 59.1% Delta -0.821 ≈82% ITM Gamma 0.005 Theta -1.059 Vega 0.229 Open interest 0 Model this put
2	1	64.2%	0.178	$3.60	—	-0.845	59.6%	—	0
Call · $710 Last $3.60 Breakeven $713.60 Implied vol 64.2% Delta 0.178 ≈18% ITM Gamma 0.005 Theta -1.198 Vega 0.231 Open interest 2 Model this call Put · $710 In the money Last — Breakeven — Implied vol 59.6% Delta -0.845 ≈84% ITM Gamma 0.005 Theta -0.977 Vega 0.229 Open interest 0 Model this put
0	—	57.4%	0.126	—	—	-0.869	59.2%	—	0
Call · $715 Last — Breakeven — Implied vol 57.4% Delta 0.126 ≈13% ITM Gamma 0.004 Theta -0.856 Vega 0.155 Open interest 0 Model this call Put · $715 In the money Last — Breakeven — Implied vol 59.2% Delta -0.869 ≈87% ITM Gamma 0.004 Theta -0.864 Vega 0.154 Open interest 0 Model this put
12	1	71.6%	0.164	$3.46	—	-0.887	59%	—	0
Call · $720 Last $3.46 Breakeven $723.46 Implied vol 71.6% Delta 0.164 ≈16% ITM Gamma 0.004 Theta -1.271 Vega 0.232 Open interest 12 Model this call Put · $720 In the money Last — Breakeven — Implied vol 59% Delta -0.887 ≈89% ITM Gamma 0.004 Theta -0.765 Vega 0.154 Open interest 0 Model this put
1	1	57.2%	0.09	$3.22	—	-0.912	57.2%	—	0
Call · $725 Last $3.22 Breakeven $728.22 Implied vol 57.2% Delta 0.09 ≈9% ITM Gamma 0.003 Theta -0.665 Vega 0.156 Open interest 1 Model this call Put · $725 In the money Last — Breakeven — Implied vol 57.2% Delta -0.912 ≈91% ITM Gamma 0.003 Theta -0.608 Vega 0.153 Open interest 0 Model this put
2	1	72.7%	0.133	$4.46	—	-0.923	58.6%	—	0
Call · $730 Last $4.46 Breakeven $734.46 Implied vol 72.7% Delta 0.133 ≈13% ITM Gamma 0.004 Theta -1.124 Vega 0.156 Open interest 2 Model this call Put · $730 In the money Last — Breakeven — Implied vol 58.6% Delta -0.923 ≈92% ITM Gamma 0.003 Theta -0.564 Vega 0.15 Open interest 0 Model this put
0	2	68%	0.102	$4.55	—	-0.92	62.9%	—	0
Call · $735 Last $4.55 Breakeven $739.55 Implied vol 68% Delta 0.102 ≈10% ITM Gamma 0.003 Theta -0.866 Vega 0.157 Open interest 0 Model this call Put · $735 In the money Last — Breakeven — Implied vol 62.9% Delta -0.92 ≈92% ITM Gamma 0.003 Theta -0.626 Vega 0.152 Open interest 0 Model this put
2	4	66.4%	0.081	$3.70	—	-0.928	64.9%	—	0
Call · $740 Last $3.70 Breakeven $743.70 Implied vol 66.4% Delta 0.081 ≈8% ITM Gamma 0.003 Theta -0.717 Vega 0.158 Open interest 2 Model this call Put · $740 In the money Last — Breakeven — Implied vol 64.9% Delta -0.928 ≈93% ITM Gamma 0.003 Theta -0.604 Vega 0.129 Open interest 0 Model this put
0	—	66.8%	0.071	—	—	-0.96	57.3%	—	0
Call · $745 Last — Breakeven — Implied vol 66.8% Delta 0.071 ≈7% ITM Gamma 0.002 Theta -0.65 Vega 0.092 Open interest 0 Model this call Put · $745 In the money Last — Breakeven — Implied vol 57.3% Delta -0.96 ≈96% ITM Gamma 0.002 Theta -0.314 Vega 0.086 Open interest 0 Model this put
125	6	78.6%	0.099	$0.50	—	-0.97	57.1%	—	0
Call · $750 Last $0.50 Breakeven $750.50 Implied vol 78.6% Delta 0.099 ≈10% ITM Gamma 0.003 Theta -0.975 Vega 0.158 Open interest 125 Model this call Put · $750 In the money Last — Breakeven — Implied vol 57.1% Delta -0.97 ≈97% ITM Gamma 0.002 Theta -0.245 Vega 0.043 Open interest 0 Model this put
0	—	65.2%	0.049	—	—	-0.981	54.6%	—	0
Call · $755 Last — Breakeven — Implied vol 65.2% Delta 0.049 ≈5% ITM Gamma 0.002 Theta -0.469 Vega 0.092 Open interest 0 Model this call Put · $755 In the money Last — Breakeven — Implied vol 54.6% Delta -0.981 ≈98% ITM Gamma 0.001 Theta -0.151 Vega 0.04 Open interest 0 Model this put
0	—	65.5%	0.041	—	—	-0.962	65.4%	—	0
Call · $760 Last — Breakeven — Implied vol 65.5% Delta 0.041 ≈4% ITM Gamma 0.002 Theta -0.41 Vega 0.093 Open interest 0 Model this call Put · $760 In the money Last — Breakeven — Implied vol 65.4% Delta -0.962 ≈96% ITM Gamma 0.002 Theta -0.347 Vega 0.087 Open interest 0 Model this put
0	—	66.9%	0.037	—	—	-0.965	67.2%	—	0
Call · $765 Last — Breakeven — Implied vol 66.9% Delta 0.037 ≈4% ITM Gamma 0.001 Theta -0.384 Vega 0.093 Open interest 0 Model this call Put · $765 In the money Last — Breakeven — Implied vol 67.2% Delta -0.965 ≈97% ITM Gamma 0.001 Theta -0.334 Vega 0.085 Open interest 0 Model this put
0	—	69.4%	0.035	—	—	-0.966	69.7%	—	0
Call · $770 Last — Breakeven — Implied vol 69.4% Delta 0.035 ≈4% ITM Gamma 0.001 Theta -0.39 Vega 0.093 Open interest 0 Model this call Put · $770 In the money Last — Breakeven — Implied vol 69.7% Delta -0.966 ≈97% ITM Gamma 0.001 Theta -0.339 Vega 0.085 Open interest 0 Model this put
0	—	72.4%	0.036	—	—	-0.969	71.2%	—	0
Call · $775 Last — Breakeven — Implied vol 72.4% Delta 0.036 ≈4% ITM Gamma 0.001 Theta -0.411 Vega 0.093 Open interest 0 Model this call Put · $775 In the money Last — Breakeven — Implied vol 71.2% Delta -0.969 ≈97% ITM Gamma 0.001 Theta -0.323 Vega 0.045 Open interest 0 Model this put
0	—	74%	0.034	—	—	-0.97	73.3%	—	0
Call · $780 Last — Breakeven — Implied vol 74% Delta 0.034 ≈3% ITM Gamma 0.001 Theta -0.398 Vega 0.047 Open interest 0 Model this call Put · $780 In the money Last — Breakeven — Implied vol 73.3% Delta -0.97 ≈97% ITM Gamma 0.001 Theta -0.325 Vega 0.045 Open interest 0 Model this put
0	—	103.4%	0.096	—	—	-0.97	75.4%	—	0
Call · $785 Last — Breakeven — Implied vol 103.4% Delta 0.096 ≈10% ITM Gamma 0.002 Theta -1.258 Vega 0.162 Open interest 0 Model this call Put · $785 In the money Last — Breakeven — Implied vol 75.4% Delta -0.97 ≈97% ITM Gamma 0.001 Theta -0.327 Vega 0.045 Open interest 0 Model this put
0	—	78.1%	0.032	—	—	-0.971	77.5%	—	0
Call · $790 Last — Breakeven — Implied vol 78.1% Delta 0.032 ≈3% ITM Gamma 0.001 Theta -0.402 Vega 0.047 Open interest 0 Model this call Put · $790 In the money Last — Breakeven — Implied vol 77.5% Delta -0.971 ≈97% ITM Gamma 0.001 Theta -0.329 Vega 0.045 Open interest 0 Model this put
0	—	—	—	—	—	-0.972	79.5%	—	0
Call · $795 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $795 In the money Last — Breakeven — Implied vol 79.5% Delta -0.972 ≈97% ITM Gamma 0.001 Theta -0.331 Vega 0.045 Open interest 0 Model this put
0	—	82.1%	0.031	—	—	-0.972	81.6%	—	0
Call · $800 Last — Breakeven — Implied vol 82.1% Delta 0.031 ≈3% ITM Gamma 0.001 Theta -0.405 Vega 0.047 Open interest 0 Model this call Put · $800 In the money Last — Breakeven — Implied vol 81.6% Delta -0.972 ≈97% ITM Gamma 0.001 Theta -0.333 Vega 0.045 Open interest 0 Model this put
0	—	—	—	—	—	-0.973	85.6%	—	0
Call · $810 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $810 In the money Last — Breakeven — Implied vol 85.6% Delta -0.973 ≈97% ITM Gamma 0.001 Theta -0.337 Vega 0.045 Open interest 0 Model this put
0	—	—	—	—	—	-0.974	89.6%	—	0
Call · $820 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $820 In the money Last — Breakeven — Implied vol 89.6% Delta -0.974 ≈97% ITM Gamma 0.001 Theta -0.34 Vega 0.045 Open interest 0 Model this put
0	—	—	—	—	—	-0.975	93.5%	—	0
Call · $830 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $830 In the money Last — Breakeven — Implied vol 93.5% Delta -0.975 ≈98% ITM Gamma 0.001 Theta -0.344 Vega 0.045 Open interest 0 Model this put
0	—	—	—	—	—	-0.976	97.4%	—	0
Call · $840 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $840 In the money Last — Breakeven — Implied vol 97.4% Delta -0.976 ≈98% ITM Gamma 0.001 Theta -0.347 Vega 0.046 Open interest 0 Model this put
0	—	—	—	—	—	-0.977	101.2%	—	0
Call · $850 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $850 In the money Last — Breakeven — Implied vol 101.2% Delta -0.977 ≈98% ITM Gamma 0.001 Theta -0.351 Vega 0.046 Open interest 0 Model this put
0	—	—	—	—	—	-0.978	105%	—	0
Call · $860 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $860 In the money Last — Breakeven — Implied vol 105% Delta -0.978 ≈98% ITM Gamma 0.001 Theta -0.355 Vega 0.046 Open interest 0 Model this put
0	—	—	—	—	—	-0.978	108.8%	—	0
Call · $870 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $870 In the money Last — Breakeven — Implied vol 108.8% Delta -0.978 ≈98% ITM Gamma 0.001 Theta -0.359 Vega 0.046 Open interest 0 Model this put
0	—	—	—	—	—	-0.979	112.5%	—	0
Call · $880 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $880 In the money Last — Breakeven — Implied vol 112.5% Delta -0.979 ≈98% ITM Gamma 0.001 Theta -0.363 Vega 0.046 Open interest 0 Model this put
0	—	—	—	—	—	-0.979	116.2%	—	0
Call · $890 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $890 In the money Last — Breakeven — Implied vol 116.2% Delta -0.979 ≈98% ITM Gamma 0.001 Theta -0.366 Vega 0.046 Open interest 0 Model this put
0	—	—	—	—	—	-0.98	119.8%	—	0
Call · $900 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $900 In the money Last — Breakeven — Implied vol 119.8% Delta -0.98 ≈98% ITM Gamma 0.001 Theta -0.37 Vega 0.047 Open interest 0 Model this put
0	—	—	—	—	—	-0.98	123.4%	—	0
Call · $910 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $910 In the money Last — Breakeven — Implied vol 123.4% Delta -0.98 ≈98% ITM Gamma 0.001 Theta -0.374 Vega 0.047 Open interest 0 Model this put
0	—	—	—	—	—	-0.981	126.9%	—	0
Call · $920 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $920 In the money Last — Breakeven — Implied vol 126.9% Delta -0.981 ≈98% ITM Gamma 0 Theta -0.377 Vega 0.047 Open interest 0 Model this put

Call · $410 In the money

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

Model this call

Put · $410

Last: $0.10
Breakeven: $409.90
Implied vol: 175.6%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.397
Vega: 0.033
Open interest: 40

Model this put

Call · $420 In the money

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

Model this call

Put · $420

Last: —
Breakeven: —
Implied vol: 204.5%
Delta: -0.032 ≈3% ITM
Gamma: 0
Theta: -1.026
Vega: 0.067
Open interest: 0

Model this put

Call · $430 In the money

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

Model this call

Put · $430

Last: —
Breakeven: —
Implied vol: 195.2%
Delta: -0.033 ≈3% ITM
Gamma: 0
Theta: -1.015
Vega: 0.068
Open interest: 0

Model this put

Call · $440 In the money

Last: —
Breakeven: —
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.034
Vega: 0
Open interest: 0

Model this call

Put · $440

Last: $0.21
Breakeven: $439.79
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $450 In the money

Last: —
Breakeven: —
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.035
Vega: 0
Open interest: 0

Model this call

Put · $450

Last: —
Breakeven: —
Implied vol: 177.1%
Delta: -0.036 ≈4% ITM
Gamma: 0.001
Theta: -0.993
Vega: 0.07
Open interest: 0

Model this put

Call · $460 In the money

Last: —
Breakeven: —
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.036
Vega: 0
Open interest: 0

Model this call

Put · $460

Last: —
Breakeven: —
Implied vol: 139.4%
Delta: -0.017 ≈2% ITM
Gamma: 0
Theta: -0.423
Vega: 0.035
Open interest: 0

Model this put

Call · $470 In the money

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

Model this call

Put · $470

Last: —
Breakeven: —
Implied vol: 159.9%
Delta: -0.04 ≈4% ITM
Gamma: 0.001
Theta: -0.971
Vega: 0.071
Open interest: 0

Model this put

Call · $480 In the money

Last: —
Breakeven: —
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.038
Vega: 0
Open interest: 0

Model this call

Put · $480

Last: —
Breakeven: —
Implied vol: 150.8%
Delta: -0.041 ≈4% ITM
Gamma: 0.001
Theta: -0.944
Vega: 0.072
Open interest: 0

Model this put

Call · $490 In the money

Last: —
Breakeven: —
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.039
Vega: 0
Open interest: 0

Model this call

Put · $490

Last: —
Breakeven: —
Implied vol: 117.9%
Delta: -0.02 ≈2% ITM
Gamma: 0.001
Theta: -0.412
Vega: 0.036
Open interest: 0

Model this put

Call · $500 In the money

Last: —
Breakeven: —
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.04
Vega: 0
Open interest: 0

Model this call

Put · $500

Last: —
Breakeven: —
Implied vol: 111.1%
Delta: -0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.408
Vega: 0.037
Open interest: 0

Model this put

Call · $510 In the money

Last: —
Breakeven: —
Implied vol: 79.1%
Delta: 0.995 ≈100% ITM
Gamma: 0
Theta: -0.113
Vega: 0.016
Open interest: 0

Model this call

Put · $510

Last: $3.20
Breakeven: $506.80
Implied vol: 104.4%
Delta: -0.023 ≈2% ITM
Gamma: 0.001
Theta: -0.404
Vega: 0.037
Open interest: 2

Model this put

Call · $520 In the money

Last: —
Breakeven: —
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.042
Vega: 0
Open interest: 0

Model this call

Put · $520

Last: $4.80
Breakeven: $515.20
Implied vol: 97.8%
Delta: -0.025 ≈2% ITM
Gamma: 0.001
Theta: -0.401
Vega: 0.038
Open interest: 1

Model this put

Call · $530 In the money

Last: —
Breakeven: —
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.043
Vega: 0
Open interest: 0

Model this call

Put · $530

Last: $2.10
Breakeven: $527.90
Implied vol: 91.3%
Delta: -0.026 ≈3% ITM
Gamma: 0.001
Theta: -0.397
Vega: 0.038
Open interest: 4

Model this put

Call · $540 In the money

Last: —
Breakeven: —
Implied vol: 88%
Delta: 0.965 ≈97% ITM
Gamma: 0.001
Theta: -0.522
Vega: 0.077
Open interest: 0

Model this call

Put · $540

Last: $2.90
Breakeven: $537.10
Implied vol: 84.4%
Delta: -0.028 ≈3% ITM
Gamma: 0.001
Theta: -0.388
Vega: 0.077
Open interest: 1

Model this put

Call · $550 In the money

Last: —
Breakeven: —
Implied vol: 58.6%
Delta: 0.993 ≈99% ITM
Gamma: 0
Theta: -0.128
Vega: 0.016
Open interest: 0

Model this call

Put · $550

Last: $0.50
Breakeven: $549.50
Implied vol: 79.3%
Delta: -0.034 ≈3% ITM
Gamma: 0.001
Theta: -0.425
Vega: 0.077
Open interest: 1

Model this put

Call · $560 In the money

Last: $53.70
Breakeven: $613.70
Implied vol: 70%
Delta: 0.968 ≈97% ITM
Gamma: 0.001
Theta: -0.401
Vega: 0.078
Open interest: 11

Model this call

Put · $560

Last: $5.03
Breakeven: $554.97
Implied vol: 74.2%
Delta: -0.041 ≈4% ITM
Gamma: 0.001
Theta: -0.461
Vega: 0.078
Open interest: 14

Model this put

Call · $565 In the money

Last: —
Breakeven: —
Implied vol: 70.4%
Delta: 0.958 ≈96% ITM
Gamma: 0.002
Theta: -0.491
Vega: 0.078
Open interest: 0

Model this call

Put · $565

Last: —
Breakeven: —
Implied vol: 73.4%
Delta: -0.048 ≈5% ITM
Gamma: 0.002
Theta: -0.52
Vega: 0.078
Open interest: 0

Model this put

Call · $570 In the money

Last: $46.40
Breakeven: $616.40
Implied vol: 69.5%
Delta: 0.95 ≈95% ITM
Gamma: 0.002
Theta: -0.549
Vega: 0.079
Open interest: 24

Model this call

Put · $570

Last: $6.60
Breakeven: $563.40
Implied vol: 73.1%
Delta: -0.057 ≈6% ITM
Gamma: 0.002
Theta: -0.594
Vega: 0.079
Open interest: 11

Model this put

Call · $575 In the money

Last: —
Breakeven: —
Implied vol: 65.4%
Delta: 0.95 ≈95% ITM
Gamma: 0.002
Theta: -0.527
Vega: 0.079
Open interest: 0

Model this call

Put · $575

Last: $2.55
Breakeven: $572.45
Implied vol: 65.9%
Delta: -0.052 ≈5% ITM
Gamma: 0.002
Theta: -0.492
Vega: 0.079
Open interest: 2

Model this put

Call · $580 In the money

Last: $39.40
Breakeven: $619.40
Implied vol: 67.8%
Delta: 0.932 ≈93% ITM
Gamma: 0.002
Theta: -0.677
Vega: 0.137
Open interest: 11

Model this call

Put · $580

Last: $2.80
Breakeven: $577.20
Implied vol: 68%
Delta: -0.068 ≈7% ITM
Gamma: 0.002
Theta: -0.633
Vega: 0.137
Open interest: 52

Model this put

Call · $585 In the money

Last: —
Breakeven: —
Implied vol: 65.8%
Delta: 0.923 ≈92% ITM
Gamma: 0.003
Theta: -0.718
Vega: 0.138
Open interest: 0

Model this call

Put · $585

Last: $1.21
Breakeven: $583.79
Implied vol: 68.8%
Delta: -0.087 ≈9% ITM
Gamma: 0.003
Theta: -0.766
Vega: 0.138
Open interest: 2

Model this put

Call · $590 In the money

Last: $43.48
Breakeven: $633.48
Implied vol: 69.5%
Delta: 0.895 ≈90% ITM
Gamma: 0.003
Theta: -0.941
Vega: 0.139
Open interest: 71

Model this call

Put · $590

Last: $3.37
Breakeven: $586.63
Implied vol: 66%
Delta: -0.095 ≈9% ITM
Gamma: 0.003
Theta: -0.785
Vega: 0.138
Open interest: 2

Model this put

Call · $595 In the money

Last: —
Breakeven: —
Implied vol: 69.5%
Delta: 0.879 ≈88% ITM
Gamma: 0.004
Theta: -1.051
Vega: 0.139
Open interest: 0

Model this call

Put · $595

Last: $4.00
Breakeven: $591.00
Implied vol: 61.3%
Delta: -0.097 ≈10% ITM
Gamma: 0.003
Theta: -0.741
Vega: 0.139
Open interest: 1

Model this put

Call · $600 In the money

Last: $56.73
Breakeven: $656.73
Implied vol: 68.7%
Delta: 0.859 ≈86% ITM
Gamma: 0.004
Theta: -1.137
Vega: 0.21
Open interest: 189

Model this call

Put · $600

Last: $3.70
Breakeven: $596.30
Implied vol: 64.2%
Delta: -0.124 ≈12% ITM
Gamma: 0.004
Theta: -0.939
Vega: 0.21
Open interest: 22

Model this put

Call · $605 In the money

Last: —
Breakeven: —
Implied vol: 67.3%
Delta: 0.84 ≈84% ITM
Gamma: 0.004
Theta: -1.203
Vega: 0.211
Open interest: 0

Model this call

Put · $605

Last: —
Breakeven: —
Implied vol: 67.3%
Delta: -0.16 ≈16% ITM
Gamma: 0.004
Theta: -1.154
Vega: 0.211
Open interest: 0

Model this put

Call · $610 In the money

Last: $62.00
Breakeven: $672.00
Implied vol: 69.1%
Delta: 0.81 ≈81% ITM
Gamma: 0.005
Theta: -1.379
Vega: 0.212
Open interest: 24

Model this call

Put · $610

Last: $12.30
Breakeven: $597.70
Implied vol: 64.2%
Delta: -0.175 ≈17% ITM
Gamma: 0.005
Theta: -1.165
Vega: 0.212
Open interest: 14

Model this put

Call · $615 In the money

Last: —
Breakeven: —
Implied vol: 69.7%
Delta: 0.785 ≈78% ITM
Gamma: 0.005
Theta: -1.513
Vega: 0.278
Open interest: 0

Model this call

Put · $615

Last: $4.50
Breakeven: $610.50
Implied vol: 65.4%
Delta: -0.203 ≈20% ITM
Gamma: 0.005
Theta: -1.318
Vega: 0.213
Open interest: 1

Model this put

Call · $620 In the money

Last: $54.00
Breakeven: $674.00
Implied vol: 66.6%
Delta: 0.764 ≈76% ITM
Gamma: 0.006
Theta: -1.506
Vega: 0.279
Open interest: 27

Model this call

Put · $620

Last: $6.70
Breakeven: $613.30
Implied vol: 65.9%
Delta: -0.234 ≈23% ITM
Gamma: 0.006
Theta: -1.434
Vega: 0.279
Open interest: 24

Model this put

Call · $625 In the money

Last: —
Breakeven: —
Implied vol: 67.7%
Delta: 0.729 ≈73% ITM
Gamma: 0.006
Theta: -1.632
Vega: 0.281
Open interest: 0

Model this call

Put · $625

Last: $6.50
Breakeven: $618.50
Implied vol: 64.7%
Delta: -0.263 ≈26% ITM
Gamma: 0.006
Theta: -1.488
Vega: 0.281
Open interest: 0

Model this put

Call · $630 In the money

Last: $48.00
Breakeven: $678.00
Implied vol: 68.5%
Delta: 0.696 ≈70% ITM
Gamma: 0.006
Theta: -1.747
Vega: 0.282
Open interest: 19

Model this call

Put · $630

Last: $9.30
Breakeven: $620.70
Implied vol: 63.2%
Delta: -0.292 ≈29% ITM
Gamma: 0.007
Theta: -1.531
Vega: 0.282
Open interest: 32

Model this put

Call · $635 In the money

Last: —
Breakeven: —
Implied vol: 67%
Delta: 0.668 ≈67% ITM
Gamma: 0.007
Theta: -1.79
Vega: 0.283
Open interest: 0

Model this call

Put · $635

Last: $13.17
Breakeven: $621.83
Implied vol: 64.4%
Delta: -0.328 ≈33% ITM
Gamma: 0.007
Theta: -1.657
Vega: 0.283
Open interest: 1

Model this put

Call · $637.5 In the money

Last: —
Breakeven: —
Implied vol: 67.6%
Delta: 0.65 ≈65% ITM
Gamma: 0.007
Theta: -1.838
Vega: 0.324
Open interest: 0

Model this call

Put · $637.5

Last: $20.01
Breakeven: $617.49
Implied vol: 64.3%
Delta: -0.345 ≈34% ITM
Gamma: 0.007
Theta: -1.691
Vega: 0.324
Open interest: 1

Model this put

Call · $640 In the money

Last: $35.00
Breakeven: $675.00
Implied vol: 66.5%
Delta: 0.634 ≈63% ITM
Gamma: 0.007
Theta: -1.826
Vega: 0.325
Open interest: 50

Model this call

Put · $640

Last: $8.50
Breakeven: $631.50
Implied vol: 64.3%
Delta: -0.363 ≈36% ITM
Gamma: 0.007
Theta: -1.71
Vega: 0.325
Open interest: 45

Model this put

Call · $642.5 In the money

Last: —
Breakeven: —
Implied vol: 66.8%
Delta: 0.615 ≈62% ITM
Gamma: 0.007
Theta: -1.853
Vega: 0.326
Open interest: 0

Model this call

Put · $642.5

Last: —
Breakeven: —
Implied vol: 65.6%
Delta: -0.383 ≈38% ITM
Gamma: 0.007
Theta: -1.767
Vega: 0.326
Open interest: 0

Model this put

Call · $645 In the money

Last: $19.08
Breakeven: $664.08
Implied vol: 66.8%
Delta: 0.598 ≈60% ITM
Gamma: 0.007
Theta: -1.871
Vega: 0.327
Open interest: 4

Model this call

Put · $645

Last: $17.18
Breakeven: $627.82
Implied vol: 65%
Delta: -0.401 ≈40% ITM
Gamma: 0.007
Theta: -1.768
Vega: 0.327
Open interest: 1

Model this put

Call · $647.5 In the money

Last: —
Breakeven: —
Implied vol: 66.3%
Delta: 0.58 ≈58% ITM
Gamma: 0.007
Theta: -1.877
Vega: 0.327
Open interest: 0

Model this call

Put · $647.5

Last: —
Breakeven: —
Implied vol: 65.5%
Delta: -0.42 ≈42% ITM
Gamma: 0.007
Theta: -1.8
Vega: 0.327
Open interest: 0

Model this put

Call · $650 In the money

Last: $22.50
Breakeven: $672.50
Implied vol: 65.7%
Delta: 0.562 ≈56% ITM
Gamma: 0.007
Theta: -1.878
Vega: 0.328
Open interest: 99

Model this call

Put · $650

Last: $14.30
Breakeven: $635.70
Implied vol: 63.9%
Delta: -0.437 ≈44% ITM
Gamma: 0.007
Theta: -1.775
Vega: 0.328
Open interest: 30

Model this put

Call · $652.5 In the money

Last: $34.26
Breakeven: $686.76
Implied vol: 66.3%
Delta: 0.544 ≈54% ITM
Gamma: 0.007
Theta: -1.914
Vega: 0.329
Open interest: 3

Model this call

Put · $652.5

Last: —
Breakeven: —
Implied vol: 63.2%
Delta: -0.456 ≈46% ITM
Gamma: 0.008
Theta: -1.772
Vega: 0.329
Open interest: 0

Model this put

Call · $655 In the money

Last: $26.95
Breakeven: $681.95
Implied vol: 67.2%
Delta: 0.526 ≈53% ITM
Gamma: 0.007
Theta: -1.959
Vega: 0.33
Open interest: 1

Model this call

Put · $655

Last: $16.88
Breakeven: $638.12
Implied vol: 65.1%
Delta: -0.474 ≈47% ITM
Gamma: 0.008
Theta: -1.847
Vega: 0.33
Open interest: 0

Model this put

Call · $657.5

Last: —
Breakeven: —
Implied vol: 65.5%
Delta: 0.508 ≈51% ITM
Gamma: 0.007
Theta: -1.909
Vega: 0.33
Open interest: 0

Model this call

Put · $657.5 In the money

Last: $17.10
Breakeven: $640.40
Implied vol: 63.1%
Delta: -0.493 ≈49% ITM
Gamma: 0.008
Theta: -1.788
Vega: 0.33
Open interest: 0

Model this put

Call · $660

Last: $22.48
Breakeven: $682.48
Implied vol: 65.4%
Delta: 0.49 ≈49% ITM
Gamma: 0.007
Theta: -1.895
Vega: 0.331
Open interest: 32

Model this call

Put · $660 In the money

Last: $20.06
Breakeven: $639.94
Implied vol: 64.8%
Delta: -0.511 ≈51% ITM
Gamma: 0.007
Theta: -1.826
Vega: 0.331
Open interest: 3

Model this put

Call · $662.5

Last: $32.10
Breakeven: $694.60
Implied vol: 64%
Delta: 0.471 ≈47% ITM
Gamma: 0.008
Theta: -1.842
Vega: 0.332
Open interest: 5

Model this call

Put · $662.5 In the money

Last: —
Breakeven: —
Implied vol: 62.1%
Delta: -0.532 ≈53% ITM
Gamma: 0.008
Theta: -1.733
Vega: 0.332
Open interest: 0

Model this put

Call · $665

Last: $22.17
Breakeven: $687.17
Implied vol: 64%
Delta: 0.452 ≈45% ITM
Gamma: 0.007
Theta: -1.828
Vega: 0.332
Open interest: 3

Model this call

Put · $665 In the money

Last: —
Breakeven: —
Implied vol: 61.3%
Delta: -0.552 ≈55% ITM
Gamma: 0.008
Theta: -1.697
Vega: 0.332
Open interest: 0

Model this put

Call · $667.5

Last: $20.25
Breakeven: $687.75
Implied vol: 63.9%
Delta: 0.434 ≈43% ITM
Gamma: 0.007
Theta: -1.813
Vega: 0.333
Open interest: 4

Model this call

Put · $667.5 In the money

Last: —
Breakeven: —
Implied vol: 61.9%
Delta: -0.57 ≈57% ITM
Gamma: 0.008
Theta: -1.701
Vega: 0.333
Open interest: 0

Model this put

Call · $670

Last: $16.20
Breakeven: $686.20
Implied vol: 63.6%
Delta: 0.415 ≈41% ITM
Gamma: 0.007
Theta: -1.791
Vega: 0.334
Open interest: 62

Model this call

Put · $670 In the money

Last: $20.48
Breakeven: $649.52
Implied vol: 61.1%
Delta: -0.591 ≈59% ITM
Gamma: 0.008
Theta: -1.665
Vega: 0.334
Open interest: 65

Model this put

Call · $672.5

Last: $15.90
Breakeven: $688.40
Implied vol: 64%
Delta: 0.397 ≈40% ITM
Gamma: 0.007
Theta: -1.79
Vega: 0.335
Open interest: 1

Model this call

Put · $672.5 In the money

Last: $24.35
Breakeven: $648.15
Implied vol: 61.2%
Delta: -0.61 ≈61% ITM
Gamma: 0.008
Theta: -1.655
Vega: 0.334
Open interest: 61

Model this put

Call · $675

Last: $17.06
Breakeven: $692.06
Implied vol: 63.9%
Delta: 0.379 ≈38% ITM
Gamma: 0.007
Theta: -1.776
Vega: 0.335
Open interest: 1

Model this call

Put · $675 In the money

Last: —
Breakeven: —
Implied vol: 62.2%
Delta: -0.626 ≈63% ITM
Gamma: 0.007
Theta: -1.671
Vega: 0.332
Open interest: 0

Model this put

Call · $677.5

Last: $24.28
Breakeven: $701.78
Implied vol: 63.4%
Delta: 0.361 ≈36% ITM
Gamma: 0.007
Theta: -1.73
Vega: 0.294
Open interest: 3

Model this call

Put · $677.5 In the money

Last: $24.00
Breakeven: $653.50
Implied vol: 61.2%
Delta: -0.645 ≈65% ITM
Gamma: 0.007
Theta: -1.605
Vega: 0.294
Open interest: 1

Model this put

Call · $680

Last: $14.10
Breakeven: $694.10
Implied vol: 62.6%
Delta: 0.343 ≈34% ITM
Gamma: 0.007
Theta: -1.664
Vega: 0.295
Open interest: 77

Model this call

Put · $680 In the money

Last: $32.40
Breakeven: $647.60
Implied vol: 61.3%
Delta: -0.662 ≈66% ITM
Gamma: 0.007
Theta: -1.567
Vega: 0.295
Open interest: 2

Model this put

Call · $685

Last: $25.06
Breakeven: $710.06
Implied vol: 63.6%
Delta: 0.313 ≈31% ITM
Gamma: 0.007
Theta: -1.621
Vega: 0.296
Open interest: 1

Model this call

Put · $685 In the money

Last: —
Breakeven: —
Implied vol: 60.6%
Delta: -0.698 ≈70% ITM
Gamma: 0.007
Theta: -1.468
Vega: 0.296
Open interest: 0

Model this put

Call · $690

Last: $8.10
Breakeven: $698.10
Implied vol: 60.4%
Delta: 0.269 ≈27% ITM
Gamma: 0.007
Theta: -1.44
Vega: 0.297
Open interest: 17

Model this call

Put · $690 In the money

Last: —
Breakeven: —
Implied vol: 60.5%
Delta: -0.732 ≈73% ITM
Gamma: 0.007
Theta: -1.387
Vega: 0.297
Open interest: 0

Model this put

Call · $695

Last: $15.30
Breakeven: $710.30
Implied vol: 63%
Delta: 0.247 ≈25% ITM
Gamma: 0.006
Theta: -1.447
Vega: 0.298
Open interest: 4

Model this call

Put · $695 In the money

Last: —
Breakeven: —
Implied vol: 59.9%
Delta: -0.766 ≈77% ITM
Gamma: 0.006
Theta: -1.285
Vega: 0.228
Open interest: 0

Model this put

Call · $700

Last: $6.40
Breakeven: $706.40
Implied vol: 61.5%
Delta: 0.216 ≈22% ITM
Gamma: 0.006
Theta: -1.298
Vega: 0.229
Open interest: 12

Model this call

Put · $700 In the money

Last: $28.00
Breakeven: $672.00
Implied vol: 59.1%
Delta: -0.795 ≈80% ITM
Gamma: 0.006
Theta: -1.156
Vega: 0.229
Open interest: 1

Model this put

Call · $705

Last: $11.90
Breakeven: $716.90
Implied vol: 60.9%
Delta: 0.188 ≈19% ITM
Gamma: 0.005
Theta: -1.177
Vega: 0.23
Open interest: 4

Model this call

Put · $705 In the money

Last: —
Breakeven: —
Implied vol: 59.1%
Delta: -0.821 ≈82% ITM
Gamma: 0.005
Theta: -1.059
Vega: 0.229
Open interest: 0

Model this put

Call · $710

Last: $3.60
Breakeven: $713.60
Implied vol: 64.2%
Delta: 0.178 ≈18% ITM
Gamma: 0.005
Theta: -1.198
Vega: 0.231
Open interest: 2

Model this call

Put · $710 In the money

Last: —
Breakeven: —
Implied vol: 59.6%
Delta: -0.845 ≈84% ITM
Gamma: 0.005
Theta: -0.977
Vega: 0.229
Open interest: 0

Model this put

Call · $715

Last: —
Breakeven: —
Implied vol: 57.4%
Delta: 0.126 ≈13% ITM
Gamma: 0.004
Theta: -0.856
Vega: 0.155
Open interest: 0

Model this call

Put · $715 In the money

Last: —
Breakeven: —
Implied vol: 59.2%
Delta: -0.869 ≈87% ITM
Gamma: 0.004
Theta: -0.864
Vega: 0.154
Open interest: 0

Model this put

Call · $720

Last: $3.46
Breakeven: $723.46
Implied vol: 71.6%
Delta: 0.164 ≈16% ITM
Gamma: 0.004
Theta: -1.271
Vega: 0.232
Open interest: 12

Model this call

Put · $720 In the money

Last: —
Breakeven: —
Implied vol: 59%
Delta: -0.887 ≈89% ITM
Gamma: 0.004
Theta: -0.765
Vega: 0.154
Open interest: 0

Model this put

Call · $725

Last: $3.22
Breakeven: $728.22
Implied vol: 57.2%
Delta: 0.09 ≈9% ITM
Gamma: 0.003
Theta: -0.665
Vega: 0.156
Open interest: 1

Model this call

Put · $725 In the money

Last: —
Breakeven: —
Implied vol: 57.2%
Delta: -0.912 ≈91% ITM
Gamma: 0.003
Theta: -0.608
Vega: 0.153
Open interest: 0

Model this put

Call · $730

Last: $4.46
Breakeven: $734.46
Implied vol: 72.7%
Delta: 0.133 ≈13% ITM
Gamma: 0.004
Theta: -1.124
Vega: 0.156
Open interest: 2

Model this call

Put · $730 In the money

Last: —
Breakeven: —
Implied vol: 58.6%
Delta: -0.923 ≈92% ITM
Gamma: 0.003
Theta: -0.564
Vega: 0.15
Open interest: 0

Model this put

Call · $735

Last: $4.55
Breakeven: $739.55
Implied vol: 68%
Delta: 0.102 ≈10% ITM
Gamma: 0.003
Theta: -0.866
Vega: 0.157
Open interest: 0

Model this call

Put · $735 In the money

Last: —
Breakeven: —
Implied vol: 62.9%
Delta: -0.92 ≈92% ITM
Gamma: 0.003
Theta: -0.626
Vega: 0.152
Open interest: 0

Model this put

Call · $740

Last: $3.70
Breakeven: $743.70
Implied vol: 66.4%
Delta: 0.081 ≈8% ITM
Gamma: 0.003
Theta: -0.717
Vega: 0.158
Open interest: 2

Model this call

Put · $740 In the money

Last: —
Breakeven: —
Implied vol: 64.9%
Delta: -0.928 ≈93% ITM
Gamma: 0.003
Theta: -0.604
Vega: 0.129
Open interest: 0

Model this put

Call · $745

Last: —
Breakeven: —
Implied vol: 66.8%
Delta: 0.071 ≈7% ITM
Gamma: 0.002
Theta: -0.65
Vega: 0.092
Open interest: 0

Model this call

Put · $745 In the money

Last: —
Breakeven: —
Implied vol: 57.3%
Delta: -0.96 ≈96% ITM
Gamma: 0.002
Theta: -0.314
Vega: 0.086
Open interest: 0

Model this put

Call · $750

Last: $0.50
Breakeven: $750.50
Implied vol: 78.6%
Delta: 0.099 ≈10% ITM
Gamma: 0.003
Theta: -0.975
Vega: 0.158
Open interest: 125

Model this call

Put · $750 In the money

Last: —
Breakeven: —
Implied vol: 57.1%
Delta: -0.97 ≈97% ITM
Gamma: 0.002
Theta: -0.245
Vega: 0.043
Open interest: 0

Model this put

Call · $755

Last: —
Breakeven: —
Implied vol: 65.2%
Delta: 0.049 ≈5% ITM
Gamma: 0.002
Theta: -0.469
Vega: 0.092
Open interest: 0

Model this call

Put · $755 In the money

Last: —
Breakeven: —
Implied vol: 54.6%
Delta: -0.981 ≈98% ITM
Gamma: 0.001
Theta: -0.151
Vega: 0.04
Open interest: 0

Model this put

Call · $760

Last: —
Breakeven: —
Implied vol: 65.5%
Delta: 0.041 ≈4% ITM
Gamma: 0.002
Theta: -0.41
Vega: 0.093
Open interest: 0

Model this call

Put · $760 In the money

Last: —
Breakeven: —
Implied vol: 65.4%
Delta: -0.962 ≈96% ITM
Gamma: 0.002
Theta: -0.347
Vega: 0.087
Open interest: 0

Model this put

Call · $765

Last: —
Breakeven: —
Implied vol: 66.9%
Delta: 0.037 ≈4% ITM
Gamma: 0.001
Theta: -0.384
Vega: 0.093
Open interest: 0

Model this call

Put · $765 In the money

Last: —
Breakeven: —
Implied vol: 67.2%
Delta: -0.965 ≈97% ITM
Gamma: 0.001
Theta: -0.334
Vega: 0.085
Open interest: 0

Model this put

Call · $770

Last: —
Breakeven: —
Implied vol: 69.4%
Delta: 0.035 ≈4% ITM
Gamma: 0.001
Theta: -0.39
Vega: 0.093
Open interest: 0

Model this call

Put · $770 In the money

Last: —
Breakeven: —
Implied vol: 69.7%
Delta: -0.966 ≈97% ITM
Gamma: 0.001
Theta: -0.339
Vega: 0.085
Open interest: 0

Model this put

Call · $775

Last: —
Breakeven: —
Implied vol: 72.4%
Delta: 0.036 ≈4% ITM
Gamma: 0.001
Theta: -0.411
Vega: 0.093
Open interest: 0

Model this call

Put · $775 In the money

Last: —
Breakeven: —
Implied vol: 71.2%
Delta: -0.969 ≈97% ITM
Gamma: 0.001
Theta: -0.323
Vega: 0.045
Open interest: 0

Model this put

Call · $780

Last: —
Breakeven: —
Implied vol: 74%
Delta: 0.034 ≈3% ITM
Gamma: 0.001
Theta: -0.398
Vega: 0.047
Open interest: 0

Model this call

Put · $780 In the money

Last: —
Breakeven: —
Implied vol: 73.3%
Delta: -0.97 ≈97% ITM
Gamma: 0.001
Theta: -0.325
Vega: 0.045
Open interest: 0

Model this put

Call · $785

Last: —
Breakeven: —
Implied vol: 103.4%
Delta: 0.096 ≈10% ITM
Gamma: 0.002
Theta: -1.258
Vega: 0.162
Open interest: 0

Model this call

Put · $785 In the money

Last: —
Breakeven: —
Implied vol: 75.4%
Delta: -0.97 ≈97% ITM
Gamma: 0.001
Theta: -0.327
Vega: 0.045
Open interest: 0

Model this put

Call · $790

Last: —
Breakeven: —
Implied vol: 78.1%
Delta: 0.032 ≈3% ITM
Gamma: 0.001
Theta: -0.402
Vega: 0.047
Open interest: 0

Model this call

Put · $790 In the money

Last: —
Breakeven: —
Implied vol: 77.5%
Delta: -0.971 ≈97% ITM
Gamma: 0.001
Theta: -0.329
Vega: 0.045
Open interest: 0

Model this put

Call · $795

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

Model this call

Put · $795 In the money

Last: —
Breakeven: —
Implied vol: 79.5%
Delta: -0.972 ≈97% ITM
Gamma: 0.001
Theta: -0.331
Vega: 0.045
Open interest: 0

Model this put

Call · $800

Last: —
Breakeven: —
Implied vol: 82.1%
Delta: 0.031 ≈3% ITM
Gamma: 0.001
Theta: -0.405
Vega: 0.047
Open interest: 0

Model this call

Put · $800 In the money

Last: —
Breakeven: —
Implied vol: 81.6%
Delta: -0.972 ≈97% ITM
Gamma: 0.001
Theta: -0.333
Vega: 0.045
Open interest: 0

Model this put

Call · $810

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

Model this call

Put · $810 In the money

Last: —
Breakeven: —
Implied vol: 85.6%
Delta: -0.973 ≈97% ITM
Gamma: 0.001
Theta: -0.337
Vega: 0.045
Open interest: 0

Model this put

Call · $820

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

Model this call

Put · $820 In the money

Last: —
Breakeven: —
Implied vol: 89.6%
Delta: -0.974 ≈97% ITM
Gamma: 0.001
Theta: -0.34
Vega: 0.045
Open interest: 0

Model this put

Call · $830

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

Model this call

Put · $830 In the money

Last: —
Breakeven: —
Implied vol: 93.5%
Delta: -0.975 ≈98% ITM
Gamma: 0.001
Theta: -0.344
Vega: 0.045
Open interest: 0

Model this put

Call · $840

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

Model this call

Put · $840 In the money

Last: —
Breakeven: —
Implied vol: 97.4%
Delta: -0.976 ≈98% ITM
Gamma: 0.001
Theta: -0.347
Vega: 0.046
Open interest: 0

Model this put

Call · $850

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

Model this call

Put · $850 In the money

Last: —
Breakeven: —
Implied vol: 101.2%
Delta: -0.977 ≈98% ITM
Gamma: 0.001
Theta: -0.351
Vega: 0.046
Open interest: 0

Model this put

Call · $860

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

Model this call

Put · $860 In the money

Last: —
Breakeven: —
Implied vol: 105%
Delta: -0.978 ≈98% ITM
Gamma: 0.001
Theta: -0.355
Vega: 0.046
Open interest: 0

Model this put

Call · $870

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

Model this call

Put · $870 In the money

Last: —
Breakeven: —
Implied vol: 108.8%
Delta: -0.978 ≈98% ITM
Gamma: 0.001
Theta: -0.359
Vega: 0.046
Open interest: 0

Model this put

Call · $880

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

Model this call

Put · $880 In the money

Last: —
Breakeven: —
Implied vol: 112.5%
Delta: -0.979 ≈98% ITM
Gamma: 0.001
Theta: -0.363
Vega: 0.046
Open interest: 0

Model this put

Call · $890

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

Model this call

Put · $890 In the money

Last: —
Breakeven: —
Implied vol: 116.2%
Delta: -0.979 ≈98% ITM
Gamma: 0.001
Theta: -0.366
Vega: 0.046
Open interest: 0

Model this put

Call · $900

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

Model this call

Put · $900 In the money

Last: —
Breakeven: —
Implied vol: 119.8%
Delta: -0.98 ≈98% ITM
Gamma: 0.001
Theta: -0.37
Vega: 0.047
Open interest: 0

Model this put

Call · $910

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

Model this call

Put · $910 In the money

Last: —
Breakeven: —
Implied vol: 123.4%
Delta: -0.98 ≈98% ITM
Gamma: 0.001
Theta: -0.374
Vega: 0.047
Open interest: 0

Model this put

Call · $920

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

Model this call

Put · $920 In the money

Last: —
Breakeven: —
Implied vol: 126.9%
Delta: -0.981 ≈98% ITM
Gamma: 0
Theta: -0.377
Vega: 0.047
Open interest: 0

Model this put

REGN · Regeneron Pharmaceuticals, Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain