0
—
585.2%
0.882
—
260
—
-0.01
241.1%
—
0
Call · $260
In the money
Last —
Breakeven —
Implied vol 585.2%
Delta 0.882 ≈88% ITM
Gamma 0.001
Theta -6.949
Vega 0.087
Open interest 0
Model this call
Put · $260
Last —
Breakeven —
Implied vol 241.1%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.396
Vega 0.017
Open interest 0
Model this put
0
—
553.1%
0.875
—
270
—
-0.011
225.1%
—
0
Call · $270
In the money
Last —
Breakeven —
Implied vol 553.1%
Delta 0.875 ≈88% ITM
Gamma 0.001
Theta -6.823
Vega 0.089
Open interest 0
Model this call
Put · $270
Last —
Breakeven —
Implied vol 225.1%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.391
Vega 0.018
Open interest 0
Model this put
0
—
522.9%
0.868
—
280
—
-0.012
209.7%
—
0
Call · $280
In the money
Last —
Breakeven —
Implied vol 522.9%
Delta 0.868 ≈87% ITM
Gamma 0.001
Theta -6.706
Vega 0.091
Open interest 0
Model this call
Put · $280
Last —
Breakeven —
Implied vol 209.7%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.385
Vega 0.018
Open interest 0
Model this put
0
—
497.1%
0.86
—
290
—
-0.014
197.5%
—
0
Call · $290
In the money
Last —
Breakeven —
Implied vol 497.1%
Delta 0.86 ≈86% ITM
Gamma 0.001
Theta -6.658
Vega 0.093
Open interest 0
Model this call
Put · $290
Last —
Breakeven —
Implied vol 197.5%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.414
Vega 0.018
Open interest 0
Model this put
0
—
470.7%
0.852
—
300
—
-0.015
183.1%
—
0
Call · $300
In the money
Last —
Breakeven —
Implied vol 470.7%
Delta 0.852 ≈85% ITM
Gamma 0.001
Theta -6.572
Vega 0.095
Open interest 0
Model this call
Put · $300
Last —
Breakeven —
Implied vol 183.1%
Delta -0.015 ≈1% ITM
Gamma 0
Theta -0.408
Vega 0.019
Open interest 0
Model this put
0
—
447.3%
0.842
—
310
—
-0.016
169.1%
—
0
Call · $310
In the money
Last —
Breakeven —
Implied vol 447.3%
Delta 0.842 ≈84% ITM
Gamma 0.001
Theta -6.532
Vega 0.097
Open interest 0
Model this call
Put · $310
Last —
Breakeven —
Implied vol 169.1%
Delta -0.016 ≈2% ITM
Gamma 0.001
Theta -0.402
Vega 0.019
Open interest 0
Model this put
0
—
419.1%
0.834
—
320
—
-0.019
158.3%
—
0
Call · $320
In the money
Last —
Breakeven —
Implied vol 419.1%
Delta 0.834 ≈83% ITM
Gamma 0.001
Theta -6.358
Vega 0.099
Open interest 0
Model this call
Put · $320
Last —
Breakeven —
Implied vol 158.3%
Delta -0.019 ≈2% ITM
Gamma 0.001
Theta -0.431
Vega 0.019
Open interest 0
Model this put
0
—
393.5%
0.823
—
330
—
-0.022
147.7%
—
1
Call · $330
In the money
Last —
Breakeven —
Implied vol 393.5%
Delta 0.823 ≈82% ITM
Gamma 0.002
Theta -6.208
Vega 0.131
Open interest 0
Model this call
Put · $330
Last —
Breakeven —
Implied vol 147.7%
Delta -0.022 ≈2% ITM
Gamma 0.001
Theta -0.459
Vega 0.02
Open interest 1
Model this put
0
—
376.7%
0.819
—
335
—
-0.023
141.3%
—
0
Call · $335
In the money
Last —
Breakeven —
Implied vol 376.7%
Delta 0.819 ≈82% ITM
Gamma 0.002
Theta -6.024
Vega 0.132
Open interest 0
Model this call
Put · $335
Last —
Breakeven —
Implied vol 141.3%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.456
Vega 0.02
Open interest 0
Model this put
0
—
367.3%
0.811
—
340
—
-0.024
135%
—
0
Call · $340
In the money
Last —
Breakeven —
Implied vol 367.3%
Delta 0.811 ≈81% ITM
Gamma 0.002
Theta -6.001
Vega 0.134
Open interest 0
Model this call
Put · $340
Last —
Breakeven —
Implied vol 135%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.453
Vega 0.02
Open interest 0
Model this put
0
—
351.7%
0.806
—
345
—
-0.026
131.1%
—
0
Call · $345
In the money
Last —
Breakeven —
Implied vol 351.7%
Delta 0.806 ≈81% ITM
Gamma 0.002
Theta -5.834
Vega 0.135
Open interest 0
Model this call
Put · $345
Last —
Breakeven —
Implied vol 131.1%
Delta -0.026 ≈3% ITM
Gamma 0.001
Theta -0.484
Vega 0.04
Open interest 0
Model this put
0
—
340%
0.799
—
350
$0.18
-0.028
124.1%
1
1
Call · $350
In the money
Last —
Breakeven —
Implied vol 340%
Delta 0.799 ≈80% ITM
Gamma 0.002
Theta -5.75
Vega 0.136
Open interest 0
Model this call
Put · $350
Last $0.18
Breakeven $349.82
Implied vol 124.1%
Delta -0.028 ≈3% ITM
Gamma 0.001
Theta -0.475
Vega 0.04
Open interest 1
Model this put
0
—
326.7%
0.793
—
355
$0.62
-0.029
117.3%
1
4
Call · $355
In the money
Last —
Breakeven —
Implied vol 326.7%
Delta 0.793 ≈79% ITM
Gamma 0.002
Theta -5.624
Vega 0.137
Open interest 0
Model this call
Put · $355
Last $0.62
Breakeven $354.38
Implied vol 117.3%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -0.466
Vega 0.041
Open interest 4
Model this put
0
—
313.6%
0.786
—
360
$0.10
-0.032
111.8%
5
11
Call · $360
In the money
Last —
Breakeven —
Implied vol 313.6%
Delta 0.786 ≈79% ITM
Gamma 0.002
Theta -5.497
Vega 0.138
Open interest 0
Model this call
Put · $360
Last $0.10
Breakeven $359.90
Implied vol 111.8%
Delta -0.032 ≈3% ITM
Gamma 0.001
Theta -0.482
Vega 0.041
Open interest 11
Model this put
0
—
301.7%
0.778
—
365
$1.30
-0.083
140%
1
16
Call · $365
In the money
Last —
Breakeven —
Implied vol 301.7%
Delta 0.778 ≈78% ITM
Gamma 0.002
Theta -5.395
Vega 0.139
Open interest 0
Model this call
Put · $365
Last $1.30
Breakeven $363.70
Implied vol 140%
Delta -0.083 ≈8% ITM
Gamma 0.002
Theta -1.267
Vega 0.071
Open interest 16
Model this put
0
—
290.7%
0.769
—
370
$3.00
-0.036
98.5%
1
4
Call · $370
In the money
Last —
Breakeven —
Implied vol 290.7%
Delta 0.769 ≈77% ITM
Gamma 0.002
Theta -5.311
Vega 0.14
Open interest 0
Model this call
Put · $370
Last $3.00
Breakeven $367.00
Implied vol 98.5%
Delta -0.036 ≈4% ITM
Gamma 0.002
Theta -0.464
Vega 0.042
Open interest 4
Model this put
0
—
277.8%
0.76
—
375
$2.00
-0.041
93.2%
1
17
Call · $375
In the money
Last —
Breakeven —
Implied vol 277.8%
Delta 0.76 ≈76% ITM
Gamma 0.003
Theta -5.174
Vega 0.141
Open interest 0
Model this call
Put · $375
Last $2.00
Breakeven $373.00
Implied vol 93.2%
Delta -0.041 ≈4% ITM
Gamma 0.002
Theta -0.481
Vega 0.042
Open interest 17
Model this put
0
—
267.2%
0.75
—
380
$0.75
-0.097
116.4%
7
17
Call · $380
In the money
Last —
Breakeven —
Implied vol 267.2%
Delta 0.75 ≈75% ITM
Gamma 0.003
Theta -5.088
Vega 0.142
Open interest 0
Model this call
Put · $380
Last $0.75
Breakeven $379.25
Implied vol 116.4%
Delta -0.097 ≈10% ITM
Gamma 0.003
Theta -1.186
Vega 0.073
Open interest 17
Model this put
0
—
255.6%
0.74
—
385
$2.24
-0.034
74.6%
1
14
Call · $385
In the money
Last —
Breakeven —
Implied vol 255.6%
Delta 0.74 ≈74% ITM
Gamma 0.003
Theta -4.977
Vega 0.143
Open interest 0
Model this call
Put · $385
Last $2.24
Breakeven $382.76
Implied vol 74.6%
Delta -0.034 ≈3% ITM
Gamma 0.002
Theta -0.337
Vega 0.042
Open interest 14
Model this put
0
—
244.9%
0.729
—
390
$2.44
-0.042
70.7%
1
16
Call · $390
In the money
Last —
Breakeven —
Implied vol 244.9%
Delta 0.729 ≈73% ITM
Gamma 0.003
Theta -4.882
Vega 0.144
Open interest 0
Model this call
Put · $390
Last $2.44
Breakeven $387.56
Implied vol 70.7%
Delta -0.042 ≈4% ITM
Gamma 0.003
Theta -0.378
Vega 0.043
Open interest 16
Model this put
0
—
233.7%
0.717
—
395
—
-0.051
66.9%
—
9
Call · $395
In the money
Last —
Breakeven —
Implied vol 233.7%
Delta 0.717 ≈72% ITM
Gamma 0.003
Theta -4.769
Vega 0.145
Open interest 0
Model this call
Put · $395
Last —
Breakeven —
Implied vol 66.9%
Delta -0.051 ≈5% ITM
Gamma 0.004
Theta -0.42
Vega 0.043
Open interest 9
Model this put
0
—
222.6%
0.704
—
400
$2.80
-0.064
64.2%
2
8
Call · $400
In the money
Last —
Breakeven —
Implied vol 222.6%
Delta 0.704 ≈70% ITM
Gamma 0.004
Theta -4.657
Vega 0.146
Open interest 0
Model this call
Put · $400
Last $2.80
Breakeven $397.20
Implied vol 64.2%
Delta -0.064 ≈6% ITM
Gamma 0.004
Theta -0.484
Vega 0.075
Open interest 8
Model this put
0
—
61.4%
0.93
—
402.5
$1.00
-0.095
68.7%
1
0
Call · $402.5
In the money
Last —
Breakeven —
Implied vol 61.4%
Delta 0.93 ≈93% ITM
Gamma 0.005
Theta -0.518
Vega 0.075
Open interest 0
Model this call
Put · $402.5
Last $1.00
Breakeven $401.50
Implied vol 68.7%
Delta -0.095 ≈9% ITM
Gamma 0.006
Theta -0.686
Vega 0.075
Open interest 0
Model this put
1
1
212.4%
0.69
$69.10
405
—
-0.081
59.8%
—
2
Call · $405
In the money
Last $69.10
Breakeven $474.10
Implied vol 212.4%
Delta 0.69 ≈69% ITM
Gamma 0.004
Theta -4.561
Vega 0.147
Open interest 1
Model this call
Put · $405
Last —
Breakeven —
Implied vol 59.8%
Delta -0.081 ≈8% ITM
Gamma 0.006
Theta -0.532
Vega 0.075
Open interest 2
Model this put
0
—
62.4%
0.894
—
407.5
$0.80
-0.107
62.7%
2
6
Call · $407.5
In the money
Last —
Breakeven —
Implied vol 62.4%
Delta 0.894 ≈89% ITM
Gamma 0.007
Theta -0.708
Vega 0.075
Open interest 0
Model this call
Put · $407.5
Last $0.80
Breakeven $406.70
Implied vol 62.7%
Delta -0.107 ≈11% ITM
Gamma 0.007
Theta -0.689
Vega 0.075
Open interest 6
Model this put
4
1
200.6%
0.674
$64.40
410
$2.62
-0.092
53.6%
1
2
Call · $410
In the money
Last $64.40
Breakeven $474.40
Implied vol 200.6%
Delta 0.674 ≈67% ITM
Gamma 0.004
Theta -4.397
Vega 0.17
Open interest 4
Model this call
Put · $410
Last $2.62
Breakeven $407.38
Implied vol 53.6%
Delta -0.092 ≈9% ITM
Gamma 0.007
Theta -0.525
Vega 0.076
Open interest 2
Model this put
0
—
57.4%
0.876
—
412.5
$2.15
-0.149
63.2%
3
3
Call · $412.5
In the money
Last —
Breakeven —
Implied vol 57.4%
Delta 0.876 ≈88% ITM
Gamma 0.008
Theta -0.737
Vega 0.076
Open interest 0
Model this call
Put · $412.5
Last $2.15
Breakeven $410.35
Implied vol 63.2%
Delta -0.149 ≈15% ITM
Gamma 0.008
Theta -0.873
Vega 0.114
Open interest 3
Model this put
22
—
187.8%
0.657
—
415
—
-0.167
61.5%
—
5
Call · $415
In the money
Last —
Breakeven —
Implied vol 187.8%
Delta 0.657 ≈66% ITM
Gamma 0.004
Theta -4.176
Vega 0.171
Open interest 22
Model this call
Put · $415
Last —
Breakeven —
Implied vol 61.5%
Delta -0.167 ≈17% ITM
Gamma 0.009
Theta -0.912
Vega 0.114
Open interest 5
Model this put
0
—
61.5%
0.808
—
417.5
$3.70
-0.186
60%
19
1
Call · $417.5
In the money
Last —
Breakeven —
Implied vol 61.5%
Delta 0.808 ≈81% ITM
Gamma 0.01
Theta -1.028
Vega 0.115
Open interest 0
Model this call
Put · $417.5
Last $3.70
Breakeven $413.80
Implied vol 60%
Delta -0.186 ≈19% ITM
Gamma 0.01
Theta -0.958
Vega 0.115
Open interest 1
Model this put
1
1
176%
0.637
$36.09
420
$4.50
-0.191
54.2%
1
2
Call · $420
In the money
Last $36.09
Breakeven $456.09
Implied vol 176%
Delta 0.637 ≈64% ITM
Gamma 0.005
Theta -3.976
Vega 0.172
Open interest 1
Model this call
Put · $420
Last $4.50
Breakeven $415.50
Implied vol 54.2%
Delta -0.191 ≈19% ITM
Gamma 0.011
Theta -0.88
Vega 0.115
Open interest 2
Model this put
47
57
56.6%
0.771
$21.50
422.5
$3.72
-0.207
50.8%
2
0
Call · $422.5
In the money
Last $21.50
Breakeven $444.00
Implied vol 56.6%
Delta 0.771 ≈77% ITM
Gamma 0.012
Theta -1.057
Vega 0.151
Open interest 47
Model this call
Put · $422.5
Last $3.72
Breakeven $418.78
Implied vol 50.8%
Delta -0.207 ≈21% ITM
Gamma 0.013
Theta -0.869
Vega 0.115
Open interest 0
Model this put
13
1
164.7%
0.614
$31.50
425
—
-0.223
46.8%
—
2
Call · $425
In the money
Last $31.50
Breakeven $456.50
Implied vol 164.7%
Delta 0.614 ≈61% ITM
Gamma 0.005
Theta -3.782
Vega 0.173
Open interest 13
Model this call
Put · $425
Last —
Breakeven —
Implied vol 46.8%
Delta -0.223 ≈22% ITM
Gamma 0.015
Theta -0.841
Vega 0.151
Open interest 2
Model this put
0
—
60.8%
0.69
—
427.5
$5.40
-0.308
60%
2
3
Call · $427.5
In the money
Last —
Breakeven —
Implied vol 60.8%
Delta 0.69 ≈69% ITM
Gamma 0.013
Theta -1.307
Vega 0.152
Open interest 0
Model this call
Put · $427.5
Last $5.40
Breakeven $422.10
Implied vol 60%
Delta -0.308 ≈31% ITM
Gamma 0.013
Theta -1.257
Vega 0.152
Open interest 3
Model this put
10
2
155.2%
0.589
$30.50
430
$3.19
-0.281
40.3%
1
2
Call · $430
In the money
Last $30.50
Breakeven $460.50
Implied vol 155.2%
Delta 0.589 ≈59% ITM
Gamma 0.006
Theta -3.628
Vega 0.174
Open interest 10
Model this call
Put · $430
Last $3.19
Breakeven $426.81
Implied vol 40.3%
Delta -0.281 ≈28% ITM
Gamma 0.019
Theta -0.804
Vega 0.152
Open interest 2
Model this put
0
—
58.6%
0.625
—
432.5
$8.65
-0.371
56.4%
6
21
Call · $432.5
In the money
Last —
Breakeven —
Implied vol 58.6%
Delta 0.625 ≈63% ITM
Gamma 0.015
Theta -1.352
Vega 0.175
Open interest 0
Model this call
Put · $432.5
Last $8.65
Breakeven $423.85
Implied vol 56.4%
Delta -0.371 ≈37% ITM
Gamma 0.015
Theta -1.272
Vega 0.175
Open interest 21
Model this put
3
1
147.8%
0.56
$37.50
435
$14.44
-0.367
34.8%
1
1
Call · $435
In the money
Last $37.50
Breakeven $472.50
Implied vol 147.8%
Delta 0.56 ≈56% ITM
Gamma 0.006
Theta -3.523
Vega 0.175
Open interest 3
Model this call
Put · $435
Last $14.44
Breakeven $420.56
Implied vol 34.8%
Delta -0.367 ≈37% ITM
Gamma 0.025
Theta -0.78
Vega 0.175
Open interest 1
Model this put
60
4
58.9%
0.549
$11.43
437.5
$9.40
-0.452
61.9%
26
3
Call · $437.5
In the money
Last $11.43
Breakeven $448.93
Implied vol 58.9%
Delta 0.549 ≈55% ITM
Gamma 0.015
Theta -1.417
Vega 0.176
Open interest 60
Model this call
Put · $437.5
Last $9.40
Breakeven $428.10
Implied vol 61.9%
Delta -0.452 ≈45% ITM
Gamma 0.015
Theta -1.46
Vega 0.176
Open interest 3
Model this put
Underlying $439.83
14
1
139.5%
0.528
$30.52
440
$5.38
-0.497
23.1%
1
3
Call · $440
Last $30.52
Breakeven $470.52
Implied vol 139.5%
Delta 0.528 ≈53% ITM
Gamma 0.007
Theta -3.391
Vega 0.176
Open interest 14
Model this call
Put · $440
In the money
Last $5.38
Breakeven $434.62
Implied vol 23.1%
Delta -0.497 ≈50% ITM
Gamma 0.04
Theta -0.544
Vega 0.177
Open interest 3
Model this put
32
169
46.4%
0.461
$10.90
442.5
$10.90
-0.534
50.5%
16
2
Call · $442.5
Last $10.90
Breakeven $453.40
Implied vol 46.4%
Delta 0.461 ≈46% ITM
Gamma 0.019
Theta -1.117
Vega 0.177
Open interest 32
Model this call
Put · $442.5
In the money
Last $10.90
Breakeven $431.60
Implied vol 50.5%
Delta -0.534 ≈53% ITM
Gamma 0.018
Theta -1.187
Vega 0.177
Open interest 2
Model this put
3
10
129.1%
0.492
$33.77
445
$12.50
—
—
1
0
Call · $445
Last $33.77
Breakeven $478.77
Implied vol 129.1%
Delta 0.492 ≈49% ITM
Gamma 0.007
Theta -3.108
Vega 0.177
Open interest 3
Model this call
Put · $445
In the money
Last $12.50
Breakeven $432.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
12
26
55.1%
0.391
$8.60
447.5
$15.80
-0.599
59.7%
15
14
Call · $447.5
Last $8.60
Breakeven $456.10
Implied vol 55.1%
Delta 0.391 ≈39% ITM
Gamma 0.016
Theta -1.285
Vega 0.178
Open interest 12
Model this call
Put · $447.5
In the money
Last $15.80
Breakeven $431.70
Implied vol 59.7%
Delta -0.599 ≈60% ITM
Gamma 0.015
Theta -1.369
Vega 0.178
Open interest 14
Model this put
26
1
119.4%
0.451
$13.31
450
$16.80
—
—
6
7
Call · $450
Last $13.31
Breakeven $463.31
Implied vol 119.4%
Delta 0.451 ≈45% ITM
Gamma 0.007
Theta -2.838
Vega 0.179
Open interest 26
Model this call
Put · $450
In the money
Last $16.80
Breakeven $433.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this put
13
35
57.7%
0.327
$5.50
452.5
$18.50
-0.686
54.1%
5
66
Call · $452.5
Last $5.50
Breakeven $458.00
Implied vol 57.7%
Delta 0.327 ≈33% ITM
Gamma 0.014
Theta -1.258
Vega 0.157
Open interest 13
Model this call
Put · $452.5
In the money
Last $18.50
Breakeven $434.00
Implied vol 54.1%
Delta -0.686 ≈69% ITM
Gamma 0.015
Theta -1.128
Vega 0.157
Open interest 66
Model this put
0
10
114.5%
0.408
$25.67
455
—
—
—
—
0
Call · $455
Last $25.67
Breakeven $480.67
Implied vol 114.5%
Delta 0.408 ≈41% ITM
Gamma 0.008
Theta -2.685
Vega 0.18
Open interest 0
Model this call
Put · $455
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
12
2
58.2%
0.263
$4.40
457.5
—
-0.72
62.8%
—
0
Call · $457.5
Last $4.40
Breakeven $461.90
Implied vol 58.2%
Delta 0.263 ≈26% ITM
Gamma 0.013
Theta -1.147
Vega 0.158
Open interest 12
Model this call
Put · $457.5
In the money
Last —
Breakeven —
Implied vol 62.8%
Delta -0.72 ≈72% ITM
Gamma 0.012
Theta -1.243
Vega 0.158
Open interest 0
Model this put
6
1
108.1%
0.362
$9.75
460
—
—
—
—
1
Call · $460
Last $9.75
Breakeven $469.75
Implied vol 108.1%
Delta 0.362 ≈36% ITM
Gamma 0.008
Theta -2.459
Vega 0.158
Open interest 6
Model this call
Put · $460
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
5
1
58.1%
0.207
$2.50
462.5
—
-0.789
59.3%
—
0
Call · $462.5
Last $2.50
Breakeven $465.00
Implied vol 58.1%
Delta 0.207 ≈21% ITM
Gamma 0.011
Theta -0.999
Vega 0.122
Open interest 5
Model this call
Put · $462.5
In the money
Last —
Breakeven —
Implied vol 59.3%
Delta -0.789 ≈79% ITM
Gamma 0.011
Theta -1.005
Vega 0.122
Open interest 0
Model this put
1
1
102.6%
0.317
$9.53
465
—
—
—
—
0
Call · $465
Last $9.53
Breakeven $474.53
Implied vol 102.6%
Delta 0.317 ≈32% ITM
Gamma 0.008
Theta -2.192
Vega 0.159
Open interest 1
Model this call
Put · $465
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
12
14
58.9%
0.161
$2.34
467.5
—
-0.812
65.2%
—
0
Call · $467.5
Last $2.34
Breakeven $469.84
Implied vol 58.9%
Delta 0.161 ≈16% ITM
Gamma 0.009
Theta -0.865
Vega 0.122
Open interest 12
Model this call
Put · $467.5
In the money
Last —
Breakeven —
Implied vol 65.2%
Delta -0.812 ≈81% ITM
Gamma 0.009
Theta -1.025
Vega 0.122
Open interest 0
Model this put
1
—
98.7%
0.27
—
470
—
—
—
—
0
Call · $470
Last —
Breakeven —
Implied vol 98.7%
Delta 0.27 ≈27% ITM
Gamma 0.008
Theta -1.969
Vega 0.16
Open interest 1
Model this call
Put · $470
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
5
3
61.6%
0.131
$2.00
472.5
—
-0.862
63.9%
—
0
Call · $472.5
Last $2.00
Breakeven $474.50
Implied vol 61.6%
Delta 0.131 ≈13% ITM
Gamma 0.008
Theta -0.793
Vega 0.082
Open interest 5
Model this call
Put · $472.5
In the money
Last —
Breakeven —
Implied vol 63.9%
Delta -0.862 ≈86% ITM
Gamma 0.008
Theta -0.83
Vega 0.082
Open interest 0
Model this put
1
—
97.4%
0.233
—
475
—
—
—
—
0
Call · $475
Last —
Breakeven —
Implied vol 97.4%
Delta 0.233 ≈23% ITM
Gamma 0.007
Theta -1.803
Vega 0.123
Open interest 1
Model this call
Put · $475
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
—
92.1%
0.189
—
480
—
—
—
—
0
Call · $480
Last —
Breakeven —
Implied vol 92.1%
Delta 0.189 ≈19% ITM
Gamma 0.007
Theta -1.49
Vega 0.124
Open interest 2
Model this call
Put · $480
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
—
89.7%
0.15
—
485
—
—
—
—
0
Call · $485
Last —
Breakeven —
Implied vol 89.7%
Delta 0.15 ≈15% ITM
Gamma 0.006
Theta -1.263
Vega 0.124
Open interest 2
Model this call
Put · $485
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
—
77.4%
0.09
—
490
—
—
—
—
0
Call · $490
Last —
Breakeven —
Implied vol 77.4%
Delta 0.09 ≈9% ITM
Gamma 0.005
Theta -0.752
Vega 0.084
Open interest 2
Model this call
Put · $490
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
—
77.2%
0.069
—
495
—
—
—
—
0
Call · $495
Last —
Breakeven —
Implied vol 77.2%
Delta 0.069 ≈7% ITM
Gamma 0.004
Theta -0.616
Vega 0.049
Open interest 2
Model this call
Put · $495
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
—
75.7%
0.051
—
500
—
—
—
—
0
Call · $500
Last —
Breakeven —
Implied vol 75.7%
Delta 0.051 ≈5% ITM
Gamma 0.003
Theta -0.474
Vega 0.049
Open interest 1
Model this call
Put · $500
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
75.3%
0.036
—
505
—
—
—
—
0
Call · $505
Last —
Breakeven —
Implied vol 75.3%
Delta 0.036 ≈4% ITM
Gamma 0.002
Theta -0.357
Vega 0.049
Open interest 0
Model this call
Put · $505
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
82%
0.039
—
510
—
—
—
—
0
Call · $510
Last —
Breakeven —
Implied vol 82%
Delta 0.039 ≈4% ITM
Gamma 0.002
Theta -0.417
Vega 0.049
Open interest 0
Model this call
Put · $510
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
84.1%
0.033
—
515
—
—
—
—
0
Call · $515
Last —
Breakeven —
Implied vol 84.1%
Delta 0.033 ≈3% ITM
Gamma 0.002
Theta -0.371
Vega 0.025
Open interest 0
Model this call
Put · $515
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
86%
0.029
$2.35
520
—
—
—
—
0
Call · $520
Last $2.35
Breakeven $522.35
Implied vol 86%
Delta 0.029 ≈3% ITM
Gamma 0.002
Theta -0.34
Vega 0.025
Open interest 1
Model this call
Put · $520
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
25
100.1%
0.044
$0.08
525
—
-0.975
88.8%
—
0
Call · $525
Last $0.08
Breakeven $525.08
Implied vol 100.1%
Delta 0.044 ≈4% ITM
Gamma 0.002
Theta -0.557
Vega 0.05
Open interest 0
Model this call
Put · $525
In the money
Last —
Breakeven —
Implied vol 88.8%
Delta -0.975 ≈97% ITM
Gamma 0.002
Theta -0.291
Vega 0.024
Open interest 0
Model this put
1
1
93.7%
0.027
$1.50
530
—
—
—
—
0
Call · $530
Last $1.50
Breakeven $531.50
Implied vol 93.7%
Delta 0.027 ≈3% ITM
Gamma 0.001
Theta -0.346
Vega 0.025
Open interest 1
Model this call
Put · $530
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
103.2%
0.027
—
540
—
—
—
—
0
Call · $540
Last —
Breakeven —
Implied vol 103.2%
Delta 0.027 ≈3% ITM
Gamma 0.001
Theta -0.386
Vega 0.025
Open interest 0
Model this call
Put · $540
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
114.5%
0.03
—
550
—
—
—
—
0
Call · $550
Last —
Breakeven —
Implied vol 114.5%
Delta 0.03 ≈3% ITM
Gamma 0.001
Theta -0.46
Vega 0.026
Open interest 0
Model this call
Put · $550
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
117.9%
0.024
—
560
—
—
—
—
0
Call · $560
Last —
Breakeven —
Implied vol 117.9%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.398
Vega 0.026
Open interest 0
Model this call
Put · $560
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
123.1%
0.021
—
570
—
—
—
—
0
Call · $570
Last —
Breakeven —
Implied vol 123.1%
Delta 0.021 ≈2% ITM
Gamma 0.001
Theta -0.369
Vega 0.026
Open interest 0
Model this call
Put · $570
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
130.1%
0.02
—
580
—
—
—
—
0
Call · $580
Last —
Breakeven —
Implied vol 130.1%
Delta 0.02 ≈2% ITM
Gamma 0.001
Theta -0.375
Vega 0.026
Open interest 0
Model this call
Put · $580
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
137%
0.019
—
590
—
—
—
—
0
Call · $590
Last —
Breakeven —
Implied vol 137%
Delta 0.019 ≈2% ITM
Gamma 0.001
Theta -0.381
Vega 0.026
Open interest 0
Model this call
Put · $590
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put