0
—
0.1%
0.999
—
210
$0.95
-0.014
103%
2
4
Call · $210
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.011
Vega 0
Open interest 0
Model this call
Put · $210
Last $0.95
Breakeven $209.05
Implied vol 103%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.069
Vega 0.037
Open interest 4
Model this put
0
—
0.1%
0.999
—
220
$0.15
-0.014
94.1%
12
15
Call · $220
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.012
Vega 0
Open interest 0
Model this call
Put · $220
Last $0.15
Breakeven $219.85
Implied vol 94.1%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.064
Vega 0.038
Open interest 15
Model this put
0
—
76.2%
0.992
—
230
$1.34
-0.024
96.9%
2
3
Call · $230
In the money
Last —
Breakeven —
Implied vol 76.2%
Delta 0.992 ≈99% ITM
Gamma 0
Theta -0.041
Vega 0.017
Open interest 0
Model this call
Put · $230
Last $1.34
Breakeven $228.66
Implied vol 96.9%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.103
Vega 0.078
Open interest 3
Model this put
0
—
0.1%
0.999
—
240
$0.52
-0.026
89%
2
2
Call · $240
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.014
Vega 0
Open interest 0
Model this call
Put · $240
Last $0.52
Breakeven $239.48
Implied vol 89%
Delta -0.026 ≈3% ITM
Gamma 0.001
Theta -0.1
Vega 0.08
Open interest 2
Model this put
2
2
76.2%
0.978
$136.90
250
$0.85
-0.029
82%
2
16
Call · $250
In the money
Last $136.90
Breakeven $386.90
Implied vol 76.2%
Delta 0.978 ≈98% ITM
Gamma 0.001
Theta -0.088
Vega 0.041
Open interest 2
Model this call
Put · $250
Last $0.85
Breakeven $249.15
Implied vol 82%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -0.101
Vega 0.081
Open interest 16
Model this put
1
1
71.3%
0.975
$115.70
260
$2.58
-0.033
75.3%
4
20
Call · $260
In the money
Last $115.70
Breakeven $375.70
Implied vol 71.3%
Delta 0.975 ≈97% ITM
Gamma 0.001
Theta -0.094
Vega 0.083
Open interest 1
Model this call
Put · $260
Last $2.58
Breakeven $257.42
Implied vol 75.3%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -0.102
Vega 0.083
Open interest 20
Model this put
3
3
77%
0.948
$187.50
270
$3.50
-0.081
91.1%
2
9
Call · $270
In the money
Last $187.50
Breakeven $457.50
Implied vol 77%
Delta 0.948 ≈95% ITM
Gamma 0.001
Theta -0.17
Vega 0.085
Open interest 3
Model this call
Put · $270
Last $3.50
Breakeven $266.50
Implied vol 91.1%
Delta -0.081 ≈8% ITM
Gamma 0.002
Theta -0.255
Vega 0.147
Open interest 9
Model this put
1
1
71.2%
0.94
$90.88
280
$2.95
-0.066
73.6%
2
30
Call · $280
In the money
Last $90.88
Breakeven $370.88
Implied vol 71.2%
Delta 0.94 ≈94% ITM
Gamma 0.002
Theta -0.177
Vega 0.149
Open interest 1
Model this call
Put · $280
Last $2.95
Breakeven $277.05
Implied vol 73.6%
Delta -0.066 ≈7% ITM
Gamma 0.002
Theta -0.177
Vega 0.149
Open interest 30
Model this put
0
—
64%
0.932
—
290
$0.73
-0.06
61.8%
1
36
Call · $290
In the money
Last —
Breakeven —
Implied vol 64%
Delta 0.932 ≈93% ITM
Gamma 0.002
Theta -0.175
Vega 0.152
Open interest 0
Model this call
Put · $290
Last $0.73
Breakeven $289.27
Implied vol 61.8%
Delta -0.06 ≈6% ITM
Gamma 0.002
Theta -0.139
Vega 0.152
Open interest 36
Model this put
3
3
55.5%
0.929
$72.60
300
$1.67
-0.086
60.1%
6
28
Call · $300
In the money
Last $72.60
Breakeven $372.60
Implied vol 55.5%
Delta 0.929 ≈93% ITM
Gamma 0.002
Theta -0.16
Vega 0.154
Open interest 3
Model this call
Put · $300
Last $1.67
Breakeven $298.33
Implied vol 60.1%
Delta -0.086 ≈9% ITM
Gamma 0.003
Theta -0.176
Vega 0.154
Open interest 28
Model this put
3
1
52.7%
0.903
$62.08
310
$1.26
-0.061
44.3%
2
9
Call · $310
In the money
Last $62.08
Breakeven $372.08
Implied vol 52.7%
Delta 0.903 ≈90% ITM
Gamma 0.003
Theta -0.188
Vega 0.157
Open interest 3
Model this call
Put · $310
Last $1.26
Breakeven $308.74
Implied vol 44.3%
Delta -0.061 ≈6% ITM
Gamma 0.003
Theta -0.101
Vega 0.156
Open interest 9
Model this put
37
1
49.5%
0.874
$45.00
320
$2.00
-0.117
47.8%
6
141
Call · $320
In the money
Last $45.00
Breakeven $365.00
Implied vol 49.5%
Delta 0.874 ≈87% ITM
Gamma 0.004
Theta -0.213
Vega 0.239
Open interest 37
Model this call
Put · $320
Last $2.00
Breakeven $318.00
Implied vol 47.8%
Delta -0.117 ≈12% ITM
Gamma 0.004
Theta -0.178
Vega 0.239
Open interest 141
Model this put
124
1
43.8%
0.842
$33.93
330
$4.50
-0.153
42.8%
3
51
Call · $330
In the money
Last $33.93
Breakeven $363.93
Implied vol 43.8%
Delta 0.842 ≈84% ITM
Gamma 0.006
Theta -0.218
Vega 0.243
Open interest 124
Model this call
Put · $330
Last $4.50
Breakeven $325.50
Implied vol 42.8%
Delta -0.153 ≈15% ITM
Gamma 0.006
Theta -0.187
Vega 0.243
Open interest 51
Model this put
28
4
41.3%
0.788
$31.25
340
$6.16
-0.205
39.9%
6
18
Call · $340
In the money
Last $31.25
Breakeven $371.25
Implied vol 41.3%
Delta 0.788 ≈79% ITM
Gamma 0.007
Theta -0.247
Vega 0.324
Open interest 28
Model this call
Put · $340
Last $6.16
Breakeven $333.84
Implied vol 39.9%
Delta -0.205 ≈21% ITM
Gamma 0.007
Theta -0.212
Vega 0.25
Open interest 18
Model this put
30
10
36.9%
0.718
$19.53
350
$5.98
-0.275
35.4%
13
54
Call · $350
In the money
Last $19.53
Breakeven $369.53
Implied vol 36.9%
Delta 0.718 ≈72% ITM
Gamma 0.009
Theta -0.253
Vega 0.329
Open interest 30
Model this call
Put · $350
Last $5.98
Breakeven $344.02
Implied vol 35.4%
Delta -0.275 ≈28% ITM
Gamma 0.01
Theta -0.216
Vega 0.329
Open interest 54
Model this put
908
25
37.3%
0.615
$18.13
360
$15.40
-0.377
33.7%
14
23
Call · $360
In the money
Last $18.13
Breakeven $378.13
Implied vol 37.3%
Delta 0.615 ≈62% ITM
Gamma 0.01
Theta -0.284
Vega 0.384
Open interest 908
Model this call
Put · $360
Last $15.40
Breakeven $344.60
Implied vol 33.7%
Delta -0.377 ≈38% ITM
Gamma 0.012
Theta -0.233
Vega 0.384
Open interest 23
Model this put
Underlying $367.34
24
1
34.2%
0.505
$11.00
370
$43.10
-0.498
32.4%
6
20
Call · $370
Last $11.00
Breakeven $381.00
Implied vol 34.2%
Delta 0.505 ≈51% ITM
Gamma 0.012
Theta -0.273
Vega 0.391
Open interest 24
Model this call
Put · $370
In the money
Last $43.10
Breakeven $326.90
Implied vol 32.4%
Delta -0.498 ≈50% ITM
Gamma 0.013
Theta -0.234
Vega 0.391
Open interest 20
Model this put
43
8
33.7%
0.387
$9.10
380
$19.60
-0.623
32.3%
3
7
Call · $380
Last $9.10
Breakeven $389.10
Implied vol 33.7%
Delta 0.387 ≈39% ITM
Gamma 0.012
Theta -0.257
Vega 0.399
Open interest 43
Model this call
Put · $380
In the money
Last $19.60
Breakeven $360.40
Implied vol 32.3%
Delta -0.623 ≈62% ITM
Gamma 0.012
Theta -0.221
Vega 0.385
Open interest 7
Model this put
57
1
37.1%
0.306
$5.30
390
$66.24
-0.722
33.5%
1
4
Call · $390
Last $5.30
Breakeven $395.30
Implied vol 37.1%
Delta 0.306 ≈31% ITM
Gamma 0.01
Theta -0.254
Vega 0.355
Open interest 57
Model this call
Put · $390
In the money
Last $66.24
Breakeven $323.76
Implied vol 33.5%
Delta -0.722 ≈72% ITM
Gamma 0.01
Theta -0.196
Vega 0.352
Open interest 4
Model this put
88
44
34.5%
0.204
$3.50
400
$63.00
-0.824
31.8%
1
126
Call · $400
Last $3.50
Breakeven $403.50
Implied vol 34.5%
Delta 0.204 ≈20% ITM
Gamma 0.008
Theta -0.19
Vega 0.277
Open interest 88
Model this call
Put · $400
In the money
Last $63.00
Breakeven $337.00
Implied vol 31.8%
Delta -0.824 ≈82% ITM
Gamma 0.009
Theta -0.138
Vega 0.271
Open interest 126
Model this put
97
7
37.4%
0.155
$1.30
410
$89.81
-0.874
34.3%
1
29
Call · $410
Last $1.30
Breakeven $411.30
Implied vol 37.4%
Delta 0.155 ≈15% ITM
Gamma 0.007
Theta -0.174
Vega 0.281
Open interest 97
Model this call
Put · $410
In the money
Last $89.81
Breakeven $320.19
Implied vol 34.3%
Delta -0.874 ≈87% ITM
Gamma 0.007
Theta -0.117
Vega 0.181
Open interest 29
Model this put
70
1
38.8%
0.116
$1.05
420
$77.95
—
—
1
0
Call · $420
Last $1.05
Breakeven $421.05
Implied vol 38.8%
Delta 0.116 ≈12% ITM
Gamma 0.005
Theta -0.146
Vega 0.19
Open interest 70
Model this call
Put · $420
In the money
Last $77.95
Breakeven $342.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
79
3
34.9%
0.055
$0.80
430
$40.40
—
—
12
0
Call · $430
Last $0.80
Breakeven $430.80
Implied vol 34.9%
Delta 0.055 ≈6% ITM
Gamma 0.003
Theta -0.075
Vega 0.113
Open interest 79
Model this call
Put · $430
In the money
Last $40.40
Breakeven $389.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
5
1
39%
0.05
$1.25
440
$30.60
-0.944
42.1%
52
0
Call · $440
Last $1.25
Breakeven $441.25
Implied vol 39%
Delta 0.05 ≈5% ITM
Gamma 0.003
Theta -0.077
Vega 0.114
Open interest 5
Model this call
Put · $440
In the money
Last $30.60
Breakeven $409.40
Implied vol 42.1%
Delta -0.944 ≈94% ITM
Gamma 0.003
Theta -0.074
Vega 0.102
Open interest 0
Model this put
4
1
42.8%
0.045
$1.10
450
$95.70
-0.973
41.3%
12
0
Call · $450
Last $1.10
Breakeven $451.10
Implied vol 42.8%
Delta 0.045 ≈5% ITM
Gamma 0.002
Theta -0.078
Vega 0.115
Open interest 4
Model this call
Put · $450
In the money
Last $95.70
Breakeven $354.30
Implied vol 41.3%
Delta -0.973 ≈97% ITM
Gamma 0.002
Theta -0.038
Vega 0.077
Open interest 0
Model this put
3
3
46.9%
0.043
$1.23
460
—
-0.972
45.8%
—
0
Call · $460
Last $1.23
Breakeven $461.23
Implied vol 46.9%
Delta 0.043 ≈4% ITM
Gamma 0.002
Theta -0.082
Vega 0.116
Open interest 3
Model this call
Put · $460
In the money
Last —
Breakeven —
Implied vol 45.8%
Delta -0.972 ≈97% ITM
Gamma 0.002
Theta -0.044
Vega 0.083
Open interest 0
Model this put
4
1
50.7%
0.041
$2.35
470
—
-0.976
48.4%
—
0
Call · $470
Last $2.35
Breakeven $472.35
Implied vol 50.7%
Delta 0.041 ≈4% ITM
Gamma 0.002
Theta -0.085
Vega 0.117
Open interest 4
Model this call
Put · $470
In the money
Last —
Breakeven —
Implied vol 48.4%
Delta -0.976 ≈98% ITM
Gamma 0.002
Theta -0.039
Vega 0.046
Open interest 0
Model this put
5
1
54.9%
0.04
$3.50
480
$64.50
-0.977
51.7%
2
0
Call · $480
Last $3.50
Breakeven $483.50
Implied vol 54.9%
Delta 0.04 ≈4% ITM
Gamma 0.002
Theta -0.091
Vega 0.118
Open interest 5
Model this call
Put · $480
In the money
Last $64.50
Breakeven $415.50
Implied vol 51.7%
Delta -0.977 ≈98% ITM
Gamma 0.002
Theta -0.04
Vega 0.046
Open interest 0
Model this put
1
1
57.9%
0.037
$2.90
490
—
-0.979
54.9%
—
0
Call · $490
Last $2.90
Breakeven $492.90
Implied vol 57.9%
Delta 0.037 ≈4% ITM
Gamma 0.001
Theta -0.089
Vega 0.059
Open interest 1
Model this call
Put · $490
In the money
Last —
Breakeven —
Implied vol 54.9%
Delta -0.979 ≈98% ITM
Gamma 0.001
Theta -0.041
Vega 0.047
Open interest 0
Model this put
0
—
62.5%
0.038
—
500
—
-0.979
58.1%
—
0
Call · $500
Last —
Breakeven —
Implied vol 62.5%
Delta 0.038 ≈4% ITM
Gamma 0.001
Theta -0.1
Vega 0.12
Open interest 0
Model this call
Put · $500
In the money
Last —
Breakeven —
Implied vol 58.1%
Delta -0.979 ≈98% ITM
Gamma 0.001
Theta -0.042
Vega 0.047
Open interest 0
Model this put
0
—
63.9%
0.034
—
510
—
-0.965
67.4%
—
0
Call · $510
Last —
Breakeven —
Implied vol 63.9%
Delta 0.034 ≈3% ITM
Gamma 0.001
Theta -0.091
Vega 0.06
Open interest 0
Model this call
Put · $510
In the money
Last —
Breakeven —
Implied vol 67.4%
Delta -0.965 ≈97% ITM
Gamma 0.001
Theta -0.081
Vega 0.099
Open interest 0
Model this put
0
—
75%
0.053
—
520
—
-0.981
64.3%
—
0
Call · $520
Last —
Breakeven —
Implied vol 75%
Delta 0.053 ≈5% ITM
Gamma 0.001
Theta -0.153
Vega 0.121
Open interest 0
Model this call
Put · $520
In the money
Last —
Breakeven —
Implied vol 64.3%
Delta -0.981 ≈98% ITM
Gamma 0.001
Theta -0.043
Vega 0.047
Open interest 0
Model this put
0
—
69.7%
0.031
—
530
—
-0.982
67.2%
—
0
Call · $530
Last —
Breakeven —
Implied vol 69.7%
Delta 0.031 ≈3% ITM
Gamma 0.001
Theta -0.093
Vega 0.061
Open interest 0
Model this call
Put · $530
In the money
Last —
Breakeven —
Implied vol 67.2%
Delta -0.982 ≈98% ITM
Gamma 0.001
Theta -0.044
Vega 0.044
Open interest 0
Model this put
0
—
—
—
—
540
—
-0.982
70.2%
—
0
Call · $540
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $540
In the money
Last —
Breakeven —
Implied vol 70.2%
Delta -0.982 ≈98% ITM
Gamma 0.001
Theta -0.044
Vega 0.044
Open interest 0
Model this put
1
1
—
—
$11.50
550
—
-0.983
73%
—
0
Call · $550
Last $11.50
Breakeven $561.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $550
In the money
Last —
Breakeven —
Implied vol 73%
Delta -0.983 ≈98% ITM
Gamma 0.001
Theta -0.045
Vega 0.044
Open interest 0
Model this put
3
3
—
—
$10.10
560
—
-0.983
75.8%
—
0
Call · $560
Last $10.10
Breakeven $570.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $560
In the money
Last —
Breakeven —
Implied vol 75.8%
Delta -0.983 ≈98% ITM
Gamma 0.001
Theta -0.045
Vega 0.045
Open interest 0
Model this put
0
—
—
—
—
570
—
-0.982
79.7%
—
0
Call · $570
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $570
In the money
Last —
Breakeven —
Implied vol 79.7%
Delta -0.982 ≈98% ITM
Gamma 0.001
Theta -0.053
Vega 0.049
Open interest 0
Model this put
0
—
—
—
—
580
—
-0.984
81.3%
—
0
Call · $580
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $580
In the money
Last —
Breakeven —
Implied vol 81.3%
Delta -0.984 ≈98% ITM
Gamma 0.001
Theta -0.046
Vega 0.045
Open interest 0
Model this put
0
—
—
—
—
600
—
-0.983
87.7%
—
0
Call · $600
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $600
In the money
Last —
Breakeven —
Implied vol 87.7%
Delta -0.983 ≈98% ITM
Gamma 0.001
Theta -0.055
Vega 0.049
Open interest 0
Model this put
0
—
—
—
—
620
—
-0.987
90.6%
—
0
Call · $620
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $620
In the money
Last —
Breakeven —
Implied vol 90.6%
Delta -0.987 ≈99% ITM
Gamma 0.001
Theta -0.038
Vega 0.036
Open interest 0
Model this put
0
—
—
—
—
640
—
-0.984
97.7%
—
0
Call · $640
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $640
In the money
Last —
Breakeven —
Implied vol 97.7%
Delta -0.984 ≈98% ITM
Gamma 0.001
Theta -0.057
Vega 0.047
Open interest 0
Model this put
3
2
—
—
$0.50
660
—
-0.986
101.5%
—
0
Call · $660
Last $0.50
Breakeven $660.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $660
In the money
Last —
Breakeven —
Implied vol 101.5%
Delta -0.986 ≈99% ITM
Gamma 0.001
Theta -0.049
Vega 0.047
Open interest 0
Model this put