2
2
271.6%
0.973
$163.30
300
$0.21
-0.016
238.3%
100
112
Call · $300
In the money
Last $163.30
Breakeven $463.30
Implied vol 271.6%
Delta 0.973 ≈97% ITM
Gamma 0
Theta -1.145
Vega 0.04
Open interest 2
Model this call
Put · $300
Last $0.21
Breakeven $299.79
Implied vol 238.3%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.615
Vega 0.02
Open interest 112
Model this put
4
1
251.8%
0.973
$156.86
310
$0.11
-0.017
224.4%
78
46
Call · $310
In the money
Last $156.86
Breakeven $466.86
Implied vol 251.8%
Delta 0.973 ≈97% ITM
Gamma 0
Theta -1.056
Vega 0.041
Open interest 4
Model this call
Put · $310
Last $0.11
Breakeven $309.89
Implied vol 224.4%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -0.609
Vega 0.02
Open interest 46
Model this put
11
1
295%
0.943
$144.40
320
$0.02
-0.004
164.8%
277
39
Call · $320
In the money
Last $144.40
Breakeven $464.40
Implied vol 295%
Delta 0.943 ≈94% ITM
Gamma 0.001
Theta -2.257
Vega 0.072
Open interest 11
Model this call
Put · $320
Last $0.02
Breakeven $319.98
Implied vol 164.8%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.119
Vega 0.009
Open interest 39
Model this put
13
1
275.7%
0.94
$137.51
330
$0.02
-0.003
151.5%
33
37
Call · $330
In the money
Last $137.51
Breakeven $467.51
Implied vol 275.7%
Delta 0.94 ≈94% ITM
Gamma 0.001
Theta -2.179
Vega 0.073
Open interest 13
Model this call
Put · $330
Last $0.02
Breakeven $329.98
Implied vol 151.5%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.1
Vega 0.009
Open interest 37
Model this put
14
1
232.4%
0.953
$128.07
340
$0.02
-0.008
157.6%
72
32
Call · $340
In the money
Last $128.07
Breakeven $468.07
Implied vol 232.4%
Delta 0.953 ≈95% ITM
Gamma 0.001
Theta -1.534
Vega 0.043
Open interest 14
Model this call
Put · $340
Last $0.02
Breakeven $339.98
Implied vol 157.6%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -0.233
Vega 0.009
Open interest 32
Model this put
23
4
210.5%
0.954
$115.53
350
$0.18
-0.022
174%
1
38
Call · $350
In the money
Last $115.53
Breakeven $465.53
Implied vol 210.5%
Delta 0.954 ≈95% ITM
Gamma 0.001
Theta -1.36
Vega 0.044
Open interest 23
Model this call
Put · $350
Last $0.18
Breakeven $349.82
Implied vol 174%
Delta -0.022 ≈2% ITM
Gamma 0.001
Theta -0.601
Vega 0.022
Open interest 38
Model this put
15
1
203.4%
0.953
$117.00
355
$0.02
-0.004
126.3%
6
22
Call · $355
In the money
Last $117.00
Breakeven $472.00
Implied vol 203.4%
Delta 0.953 ≈95% ITM
Gamma 0.001
Theta -1.351
Vega 0.044
Open interest 15
Model this call
Put · $355
Last $0.02
Breakeven $354.98
Implied vol 126.3%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.105
Vega 0.009
Open interest 22
Model this put
44
2
209%
0.943
$121.60
360
$0.02
-0.003
115.1%
51
53
Call · $360
In the money
Last $121.60
Breakeven $481.60
Implied vol 209%
Delta 0.943 ≈94% ITM
Gamma 0.001
Theta -1.62
Vega 0.076
Open interest 44
Model this call
Put · $360
Last $0.02
Breakeven $359.98
Implied vol 115.1%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.067
Vega 0.003
Open interest 53
Model this put
24
1
201.8%
0.94
$129.77
365
$0.02
-0.001
100.5%
95
21
Call · $365
In the money
Last $129.77
Breakeven $494.77
Implied vol 201.8%
Delta 0.94 ≈94% ITM
Gamma 0.001
Theta -1.614
Vega 0.077
Open interest 24
Model this call
Put · $365
Last $0.02
Breakeven $364.98
Implied vol 100.5%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.027
Vega 0.003
Open interest 21
Model this put
19
1
190.8%
0.942
$124.87
370
$0.02
-0.011
126.5%
13
2.2k
Call · $370
In the money
Last $124.87
Breakeven $494.87
Implied vol 190.8%
Delta 0.942 ≈94% ITM
Gamma 0.001
Theta -1.506
Vega 0.077
Open interest 19
Model this call
Put · $370
Last $0.02
Breakeven $369.98
Implied vol 126.5%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.234
Vega 0.022
Open interest 2.2k
Model this put
19
2
174.7%
0.947
$120.77
375
$0.02
-0.004
103.9%
15
22
Call · $375
In the money
Last $120.77
Breakeven $495.77
Implied vol 174.7%
Delta 0.947 ≈95% ITM
Gamma 0.001
Theta -1.28
Vega 0.045
Open interest 19
Model this call
Put · $375
Last $0.02
Breakeven $374.98
Implied vol 103.9%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.08
Vega 0.01
Open interest 22
Model this put
24
2
167%
0.946
$115.87
380
$0.03
-0.001
87.6%
28
13
Call · $380
In the money
Last $115.87
Breakeven $495.87
Implied vol 167%
Delta 0.946 ≈95% ITM
Gamma 0.001
Theta -1.247
Vega 0.045
Open interest 24
Model this call
Put · $380
Last $0.03
Breakeven $379.97
Implied vol 87.6%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.027
Vega 0.004
Open interest 13
Model this put
19
2
162.2%
0.943
$94.15
385
$0.02
-0.004
94%
24
27
Call · $385
In the money
Last $94.15
Breakeven $479.15
Implied vol 162.2%
Delta 0.943 ≈94% ITM
Gamma 0.001
Theta -1.274
Vega 0.046
Open interest 19
Model this call
Put · $385
Last $0.02
Breakeven $384.98
Implied vol 94%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.074
Vega 0.01
Open interest 27
Model this put
19
2
155%
0.94
$96.56
390
$0.18
-0.02
114.3%
7
19
Call · $390
In the money
Last $96.56
Breakeven $486.56
Implied vol 155%
Delta 0.94 ≈94% ITM
Gamma 0.002
Theta -1.252
Vega 0.08
Open interest 19
Model this call
Put · $390
Last $0.18
Breakeven $389.82
Implied vol 114.3%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.364
Vega 0.023
Open interest 19
Model this put
0
2
150.8%
0.94
$94.16
392.5
$0.19
-0.032
123.8%
8
0
Call · $392.5
In the money
Last $94.16
Breakeven $486.66
Implied vol 150.8%
Delta 0.94 ≈94% ITM
Gamma 0.002
Theta -1.224
Vega 0.08
Open interest 0
Model this call
Put · $392.5
Last $0.19
Breakeven $392.31
Implied vol 123.8%
Delta -0.032 ≈3% ITM
Gamma 0.001
Theta -0.577
Vega 0.046
Open interest 0
Model this put
12
2
147.8%
0.938
$87.35
395
$0.17
-0.012
98.2%
6
19
Call · $395
In the money
Last $87.35
Breakeven $482.35
Implied vol 147.8%
Delta 0.938 ≈94% ITM
Gamma 0.002
Theta -1.229
Vega 0.08
Open interest 12
Model this call
Put · $395
Last $0.17
Breakeven $394.83
Implied vol 98.2%
Delta -0.012 ≈1% ITM
Gamma 0.001
Theta -0.197
Vega 0.023
Open interest 19
Model this put
0
—
143.6%
0.938
—
397.5
$0.18
-0.034
118.4%
4
0
Call · $397.5
In the money
Last —
Breakeven —
Implied vol 143.6%
Delta 0.938 ≈94% ITM
Gamma 0.002
Theta -1.201
Vega 0.08
Open interest 0
Model this call
Put · $397.5
Last $0.18
Breakeven $397.32
Implied vol 118.4%
Delta -0.034 ≈3% ITM
Gamma 0.001
Theta -0.583
Vega 0.046
Open interest 0
Model this put
5
2
140.4%
0.936
$91.65
400
$0.06
-0.004
78.8%
86
59
Call · $400
In the money
Last $91.65
Breakeven $491.65
Implied vol 140.4%
Delta 0.936 ≈94% ITM
Gamma 0.002
Theta -1.198
Vega 0.081
Open interest 5
Model this call
Put · $400
Last $0.06
Breakeven $399.94
Implied vol 78.8%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.058
Vega 0.01
Open interest 59
Model this put
0
—
136.9%
0.934
—
402.5
$0.30
-0.018
95.9%
1
4
Call · $402.5
In the money
Last —
Breakeven —
Implied vol 136.9%
Delta 0.934 ≈93% ITM
Gamma 0.002
Theta -1.186
Vega 0.081
Open interest 0
Model this call
Put · $402.5
Last $0.30
Breakeven $402.20
Implied vol 95.9%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.275
Vega 0.023
Open interest 4
Model this put
7
10
133.4%
0.933
$87.38
405
$0.04
-0.003
71.4%
55
23
Call · $405
In the money
Last $87.38
Breakeven $492.38
Implied vol 133.4%
Delta 0.933 ≈93% ITM
Gamma 0.002
Theta -1.175
Vega 0.081
Open interest 7
Model this call
Put · $405
Last $0.04
Breakeven $404.96
Implied vol 71.4%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.043
Vega 0.004
Open interest 23
Model this put
0
—
130.6%
0.931
—
407.5
$0.30
-0.03
101.4%
1
0
Call · $407.5
In the money
Last —
Breakeven —
Implied vol 130.6%
Delta 0.931 ≈93% ITM
Gamma 0.002
Theta -1.18
Vega 0.081
Open interest 0
Model this call
Put · $407.5
Last $0.30
Breakeven $407.20
Implied vol 101.4%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.447
Vega 0.047
Open interest 0
Model this put
5
1
127.4%
0.928
$85.57
410
$0.17
-0.007
73.9%
9
28
Call · $410
In the money
Last $85.57
Breakeven $495.57
Implied vol 127.4%
Delta 0.928 ≈93% ITM
Gamma 0.002
Theta -1.177
Vega 0.082
Open interest 5
Model this call
Put · $410
Last $0.17
Breakeven $409.83
Implied vol 73.9%
Delta -0.007 ≈1% ITM
Gamma 0.001
Theta -0.092
Vega 0.01
Open interest 28
Model this put
1
1
137.4%
0.906
$83.17
412.5
—
-0.026
92.2%
—
0
Call · $412.5
In the money
Last $83.17
Breakeven $495.67
Implied vol 137.4%
Delta 0.906 ≈91% ITM
Gamma 0.002
Theta -1.542
Vega 0.082
Open interest 1
Model this call
Put · $412.5
Last —
Breakeven —
Implied vol 92.2%
Delta -0.026 ≈3% ITM
Gamma 0.001
Theta -0.368
Vega 0.024
Open interest 0
Model this put
3
6
120.6%
0.925
$70.65
415
$1.46
-0.016
79.6%
2
21
Call · $415
In the money
Last $70.65
Breakeven $485.65
Implied vol 120.6%
Delta 0.925 ≈92% ITM
Gamma 0.002
Theta -1.154
Vega 0.082
Open interest 3
Model this call
Put · $415
Last $1.46
Breakeven $413.54
Implied vol 79.6%
Delta -0.016 ≈2% ITM
Gamma 0.001
Theta -0.208
Vega 0.024
Open interest 21
Model this put
1
2
117.5%
0.923
$65.42
417.5
$0.75
-0.033
89.9%
127
84
Call · $417.5
In the money
Last $65.42
Breakeven $482.92
Implied vol 117.5%
Delta 0.923 ≈92% ITM
Gamma 0.002
Theta -1.151
Vega 0.082
Open interest 1
Model this call
Put · $417.5
Last $0.75
Breakeven $416.75
Implied vol 89.9%
Delta -0.033 ≈3% ITM
Gamma 0.002
Theta -0.427
Vega 0.048
Open interest 84
Model this put
11
2
114.2%
0.921
$53.32
420
$0.20
-0.015
73.2%
11
106
Call · $420
In the money
Last $53.32
Breakeven $473.32
Implied vol 114.2%
Delta 0.921 ≈92% ITM
Gamma 0.003
Theta -1.14
Vega 0.083
Open interest 11
Model this call
Put · $420
Last $0.20
Breakeven $419.80
Implied vol 73.2%
Delta -0.015 ≈2% ITM
Gamma 0.001
Theta -0.182
Vega 0.024
Open interest 106
Model this put
1
2
111.1%
0.918
$63.60
422.5
$0.62
-0.044
89.8%
2
10
Call · $422.5
In the money
Last $63.60
Breakeven $486.10
Implied vol 111.1%
Delta 0.918 ≈92% ITM
Gamma 0.003
Theta -1.137
Vega 0.083
Open interest 1
Model this call
Put · $422.5
Last $0.62
Breakeven $421.88
Implied vol 89.8%
Delta -0.044 ≈4% ITM
Gamma 0.002
Theta -0.547
Vega 0.048
Open interest 10
Model this put
7
1
108.1%
0.915
$43.00
425
$0.74
-0.063
97.7%
4
98
Call · $425
In the money
Last $43.00
Breakeven $468.00
Implied vol 108.1%
Delta 0.915 ≈92% ITM
Gamma 0.003
Theta -1.134
Vega 0.083
Open interest 7
Model this call
Put · $425
Last $0.74
Breakeven $424.26
Implied vol 97.7%
Delta -0.063 ≈6% ITM
Gamma 0.003
Theta -0.796
Vega 0.083
Open interest 98
Model this put
0
—
105.1%
0.912
—
427.5
$0.67
-0.052
86.9%
38
10
Call · $427.5
In the money
Last —
Breakeven —
Implied vol 105.1%
Delta 0.912 ≈91% ITM
Gamma 0.003
Theta -1.131
Vega 0.083
Open interest 0
Model this call
Put · $427.5
Last $0.67
Breakeven $426.83
Implied vol 86.9%
Delta -0.052 ≈5% ITM
Gamma 0.002
Theta -0.601
Vega 0.048
Open interest 10
Model this put
5
3
102.1%
0.909
$50.25
430
$0.42
-0.05
82.1%
1
130
Call · $430
In the money
Last $50.25
Breakeven $480.25
Implied vol 102.1%
Delta 0.909 ≈91% ITM
Gamma 0.003
Theta -1.128
Vega 0.084
Open interest 5
Model this call
Put · $430
Last $0.42
Breakeven $429.58
Implied vol 82.1%
Delta -0.05 ≈5% ITM
Gamma 0.002
Theta -0.551
Vega 0.048
Open interest 130
Model this put
0
—
101.5%
0.901
—
432.5
$0.72
-0.039
73%
13
6
Call · $432.5
In the money
Last —
Breakeven —
Implied vol 101.5%
Delta 0.901 ≈90% ITM
Gamma 0.003
Theta -1.193
Vega 0.084
Open interest 0
Model this call
Put · $432.5
Last $0.72
Breakeven $431.78
Implied vol 73%
Delta -0.039 ≈4% ITM
Gamma 0.002
Theta -0.397
Vega 0.048
Open interest 6
Model this put
1
1
96.2%
0.903
$43.00
435
$1.09
-0.053
76.8%
2
59
Call · $435
In the money
Last $43.00
Breakeven $478.00
Implied vol 96.2%
Delta 0.903 ≈90% ITM
Gamma 0.004
Theta -1.122
Vega 0.084
Open interest 1
Model this call
Put · $435
Last $1.09
Breakeven $433.91
Implied vol 76.8%
Delta -0.053 ≈5% ITM
Gamma 0.003
Theta -0.545
Vega 0.049
Open interest 59
Model this put
0
—
93.3%
0.899
—
437.5
$0.60
-0.029
62.7%
10
13
Call · $437.5
In the money
Last —
Breakeven —
Implied vol 93.3%
Delta 0.899 ≈90% ITM
Gamma 0.004
Theta -1.119
Vega 0.084
Open interest 0
Model this call
Put · $437.5
Last $0.60
Breakeven $436.90
Implied vol 62.7%
Delta -0.029 ≈3% ITM
Gamma 0.002
Theta -0.275
Vega 0.049
Open interest 13
Model this put
12
1
90.1%
0.896
$39.58
440
$0.26
-0.031
60.2%
77
233
Call · $440
In the money
Last $39.58
Breakeven $479.58
Implied vol 90.1%
Delta 0.896 ≈90% ITM
Gamma 0.004
Theta -1.107
Vega 0.085
Open interest 12
Model this call
Put · $440
Last $0.26
Breakeven $439.74
Implied vol 60.2%
Delta -0.031 ≈3% ITM
Gamma 0.002
Theta -0.273
Vega 0.049
Open interest 233
Model this put
1
1
88%
0.89
$40.94
442.5
$1.79
-0.061
69.4%
2
1
Call · $442.5
In the money
Last $40.94
Breakeven $483.44
Implied vol 88%
Delta 0.89 ≈89% ITM
Gamma 0.004
Theta -1.13
Vega 0.085
Open interest 1
Model this call
Put · $442.5
Last $1.79
Breakeven $440.71
Implied vol 69.4%
Delta -0.061 ≈6% ITM
Gamma 0.003
Theta -0.549
Vega 0.049
Open interest 1
Model this put
17
1
88.4%
0.879
$48.93
445
$0.49
-0.035
55.5%
2
51
Call · $445
In the money
Last $48.93
Breakeven $493.93
Implied vol 88.4%
Delta 0.879 ≈88% ITM
Gamma 0.005
Theta -1.221
Vega 0.085
Open interest 17
Model this call
Put · $445
Last $0.49
Breakeven $444.51
Implied vol 55.5%
Delta -0.035 ≈4% ITM
Gamma 0.003
Theta -0.278
Vega 0.049
Open interest 51
Model this put
0
—
83.5%
0.879
—
447.5
$0.43
-0.043
54.9%
2
8
Call · $447.5
In the money
Last —
Breakeven —
Implied vol 83.5%
Delta 0.879 ≈88% ITM
Gamma 0.005
Theta -1.158
Vega 0.085
Open interest 0
Model this call
Put · $447.5
Last $0.43
Breakeven $447.07
Implied vol 54.9%
Delta -0.043 ≈4% ITM
Gamma 0.003
Theta -0.323
Vega 0.049
Open interest 8
Model this put
4
1
80.3%
0.873
$37.00
450
$0.59
-0.047
53.1%
95
38
Call · $450
In the money
Last $37.00
Breakeven $487.00
Implied vol 80.3%
Delta 0.873 ≈87% ITM
Gamma 0.005
Theta -1.147
Vega 0.128
Open interest 4
Model this call
Put · $450
Last $0.59
Breakeven $449.41
Implied vol 53.1%
Delta -0.047 ≈5% ITM
Gamma 0.004
Theta -0.338
Vega 0.049
Open interest 38
Model this put
0
—
77.4%
0.866
—
452.5
$4.94
-0.074
58.2%
20
11
Call · $452.5
In the money
Last —
Breakeven —
Implied vol 77.4%
Delta 0.866 ≈87% ITM
Gamma 0.006
Theta -1.143
Vega 0.129
Open interest 0
Model this call
Put · $452.5
Last $4.94
Breakeven $447.56
Implied vol 58.2%
Delta -0.074 ≈7% ITM
Gamma 0.005
Theta -0.532
Vega 0.085
Open interest 11
Model this put
20
1
77.9%
0.847
$39.47
455
$1.10
-0.072
53.9%
15
27
Call · $455
In the money
Last $39.47
Breakeven $494.47
Implied vol 77.9%
Delta 0.847 ≈85% ITM
Gamma 0.006
Theta -1.246
Vega 0.129
Open interest 20
Model this call
Put · $455
Last $1.10
Breakeven $453.90
Implied vol 53.9%
Delta -0.072 ≈7% ITM
Gamma 0.005
Theta -0.485
Vega 0.086
Open interest 27
Model this put
0
—
73.5%
0.843
—
457.5
$3.32
-0.079
51.7%
10
11
Call · $457.5
In the money
Last —
Breakeven —
Implied vol 73.5%
Delta 0.843 ≈84% ITM
Gamma 0.006
Theta -1.195
Vega 0.129
Open interest 0
Model this call
Put · $457.5
Last $3.32
Breakeven $454.18
Implied vol 51.7%
Delta -0.079 ≈8% ITM
Gamma 0.006
Theta -0.495
Vega 0.086
Open interest 11
Model this put
28
6
75%
0.82
$24.90
460
$1.23
-0.095
51.3%
22
41
Call · $460
In the money
Last $24.90
Breakeven $484.90
Implied vol 75%
Delta 0.82 ≈82% ITM
Gamma 0.007
Theta -1.327
Vega 0.13
Open interest 28
Model this call
Put · $460
Last $1.23
Breakeven $458.77
Implied vol 51.3%
Delta -0.095 ≈10% ITM
Gamma 0.006
Theta -0.563
Vega 0.086
Open interest 41
Model this put
8
4
68.9%
0.82
$17.15
462.5
$1.49
-0.11
50.6%
2
38
Call · $462.5
In the money
Last $17.15
Breakeven $479.65
Implied vol 68.9%
Delta 0.82 ≈82% ITM
Gamma 0.008
Theta -1.223
Vega 0.13
Open interest 8
Model this call
Put · $462.5
Last $1.49
Breakeven $461.01
Implied vol 50.6%
Delta -0.11 ≈11% ITM
Gamma 0.007
Theta -0.62
Vega 0.086
Open interest 38
Model this put
86
1
69.1%
0.8
$33.23
465
$1.50
-0.126
50.2%
5
27
Call · $465
In the money
Last $33.23
Breakeven $498.23
Implied vol 69.1%
Delta 0.8 ≈80% ITM
Gamma 0.008
Theta -1.314
Vega 0.131
Open interest 86
Model this call
Put · $465
Last $1.50
Breakeven $463.50
Implied vol 50.2%
Delta -0.126 ≈13% ITM
Gamma 0.008
Theta -0.685
Vega 0.13
Open interest 27
Model this put
4
3
66.6%
0.787
$13.70
467.5
$1.85
-0.151
50%
2
6
Call · $467.5
In the money
Last $13.70
Breakeven $481.20
Implied vol 66.6%
Delta 0.787 ≈79% ITM
Gamma 0.009
Theta -1.322
Vega 0.131
Open interest 4
Model this call
Put · $467.5
Last $1.85
Breakeven $465.65
Implied vol 50%
Delta -0.151 ≈15% ITM
Gamma 0.009
Theta -0.76
Vega 0.131
Open interest 6
Model this put
43
3
62.6%
0.777
$28.88
470
$2.57
-0.169
48.1%
22
1.1k
Call · $470
In the money
Last $28.88
Breakeven $498.88
Implied vol 62.6%
Delta 0.777 ≈78% ITM
Gamma 0.01
Theta -1.277
Vega 0.172
Open interest 43
Model this call
Put · $470
Last $2.57
Breakeven $467.43
Implied vol 48.1%
Delta -0.169 ≈17% ITM
Gamma 0.01
Theta -0.785
Vega 0.131
Open interest 1.1k
Model this put
4
2
61.3%
0.754
$11.80
472.5
$3.00
-0.198
48.5%
20
9
Call · $472.5
In the money
Last $11.80
Breakeven $484.30
Implied vol 61.3%
Delta 0.754 ≈75% ITM
Gamma 0.01
Theta -1.305
Vega 0.172
Open interest 4
Model this call
Put · $472.5
Last $3.00
Breakeven $469.50
Implied vol 48.5%
Delta -0.198 ≈20% ITM
Gamma 0.011
Theta -0.88
Vega 0.131
Open interest 9
Model this put
16
4
60.5%
0.728
$22.57
475
$3.70
-0.23
49.3%
14
15
Call · $475
In the money
Last $22.57
Breakeven $497.57
Implied vol 60.5%
Delta 0.728 ≈73% ITM
Gamma 0.011
Theta -1.35
Vega 0.173
Open interest 16
Model this call
Put · $475
Last $3.70
Breakeven $471.30
Implied vol 49.3%
Delta -0.23 ≈23% ITM
Gamma 0.012
Theta -0.98
Vega 0.172
Open interest 15
Model this put
25
3
63.7%
0.692
$15.01
477.5
$9.28
-0.252
46.2%
5
5
Call · $477.5
In the money
Last $15.01
Breakeven $492.51
Implied vol 63.7%
Delta 0.692 ≈69% ITM
Gamma 0.011
Theta -1.508
Vega 0.173
Open interest 25
Model this call
Put · $477.5
Last $9.28
Breakeven $468.22
Implied vol 46.2%
Delta -0.252 ≈25% ITM
Gamma 0.014
Theta -0.956
Vega 0.173
Open interest 5
Model this put
93
32
63.9%
0.664
$18.35
480
$4.35
-0.286
45.5%
278
19
Call · $480
In the money
Last $18.35
Breakeven $498.35
Implied vol 63.9%
Delta 0.664 ≈66% ITM
Gamma 0.011
Theta -1.582
Vega 0.174
Open interest 93
Model this call
Put · $480
Last $4.35
Breakeven $475.65
Implied vol 45.5%
Delta -0.286 ≈29% ITM
Gamma 0.015
Theta -1.002
Vega 0.174
Open interest 19
Model this put
130
1
64.3%
0.634
$12.71
482.5
$10.85
-0.329
47.4%
3
7
Call · $482.5
In the money
Last $12.71
Breakeven $495.21
Implied vol 64.3%
Delta 0.634 ≈63% ITM
Gamma 0.012
Theta -1.627
Vega 0.199
Open interest 130
Model this call
Put · $482.5
Last $10.85
Breakeven $471.65
Implied vol 47.4%
Delta -0.329 ≈33% ITM
Gamma 0.015
Theta -1.122
Vega 0.174
Open interest 7
Model this put
40
11
57.8%
0.612
$15.79
485
$5.60
-0.369
47.8%
3
83
Call · $485
In the money
Last $15.79
Breakeven $500.79
Implied vol 57.8%
Delta 0.612 ≈61% ITM
Gamma 0.013
Theta -1.484
Vega 0.2
Open interest 40
Model this call
Put · $485
Last $5.60
Breakeven $479.40
Implied vol 47.8%
Delta -0.369 ≈37% ITM
Gamma 0.016
Theta -1.174
Vega 0.2
Open interest 83
Model this put
13
17
61.1%
0.576
$16.40
487.5
$8.08
-0.407
45.6%
1
4
Call · $487.5
In the money
Last $16.40
Breakeven $503.90
Implied vol 61.1%
Delta 0.576 ≈58% ITM
Gamma 0.013
Theta -1.597
Vega 0.201
Open interest 13
Model this call
Put · $487.5
Last $8.08
Breakeven $479.42
Implied vol 45.6%
Delta -0.407 ≈41% ITM
Gamma 0.017
Theta -1.142
Vega 0.2
Open interest 4
Model this put
67
79
58.1%
0.545
$14.50
490
$12.81
-0.45
46.7%
5
12
Call · $490
In the money
Last $14.50
Breakeven $504.50
Implied vol 58.1%
Delta 0.545 ≈54% ITM
Gamma 0.014
Theta -1.546
Vega 0.201
Open interest 67
Model this call
Put · $490
Last $12.81
Breakeven $477.19
Implied vol 46.7%
Delta -0.45 ≈45% ITM
Gamma 0.017
Theta -1.197
Vega 0.201
Open interest 12
Model this put
153
11
60.6%
0.512
$10.60
492.5
$9.30
-0.492
46%
6
150
Call · $492.5
In the money
Last $10.60
Breakeven $503.10
Implied vol 60.6%
Delta 0.512 ≈51% ITM
Gamma 0.013
Theta -1.634
Vega 0.202
Open interest 153
Model this call
Put · $492.5
Last $9.30
Breakeven $483.20
Implied vol 46%
Delta -0.492 ≈49% ITM
Gamma 0.017
Theta -1.199
Vega 0.202
Open interest 150
Model this put
Underlying $494.44
83
86
59.3%
0.479
$10.71
495
$10.95
-0.538
42.8%
7
16
Call · $495
Last $10.71
Breakeven $505.71
Implied vol 59.3%
Delta 0.479 ≈48% ITM
Gamma 0.013
Theta -1.58
Vega 0.202
Open interest 83
Model this call
Put · $495
In the money
Last $10.95
Breakeven $484.05
Implied vol 42.8%
Delta -0.538 ≈54% ITM
Gamma 0.018
Theta -1.092
Vega 0.203
Open interest 16
Model this put
5
23
55.6%
0.441
$10.00
497.5
$12.25
-0.582
43.2%
3
6
Call · $497.5
Last $10.00
Breakeven $507.50
Implied vol 55.6%
Delta 0.441 ≈44% ITM
Gamma 0.014
Theta -1.46
Vega 0.203
Open interest 5
Model this call
Put · $497.5
In the money
Last $12.25
Breakeven $485.25
Implied vol 43.2%
Delta -0.582 ≈58% ITM
Gamma 0.018
Theta -1.081
Vega 0.203
Open interest 6
Model this put
229
216
55.6%
0.407
$7.49
500
$11.70
-0.638
40.1%
55
29
Call · $500
Last $7.49
Breakeven $507.49
Implied vol 55.6%
Delta 0.407 ≈41% ITM
Gamma 0.014
Theta -1.439
Vega 0.204
Open interest 229
Model this call
Put · $500
In the money
Last $11.70
Breakeven $488.30
Implied vol 40.1%
Delta -0.638 ≈64% ITM
Gamma 0.019
Theta -0.973
Vega 0.179
Open interest 29
Model this put
114
45
55.8%
0.373
$7.25
502.5
—
-0.674
41.6%
—
0
Call · $502.5
Last $7.25
Breakeven $509.75
Implied vol 55.8%
Delta 0.373 ≈37% ITM
Gamma 0.014
Theta -1.424
Vega 0.204
Open interest 114
Model this call
Put · $502.5
In the money
Last —
Breakeven —
Implied vol 41.6%
Delta -0.674 ≈67% ITM
Gamma 0.017
Theta -0.957
Vega 0.179
Open interest 0
Model this put
129
41
57.3%
0.347
$5.93
505
$34.90
-0.731
38.6%
6
16
Call · $505
Last $5.93
Breakeven $510.93
Implied vol 57.3%
Delta 0.347 ≈35% ITM
Gamma 0.013
Theta -1.415
Vega 0.179
Open interest 129
Model this call
Put · $505
In the money
Last $34.90
Breakeven $470.10
Implied vol 38.6%
Delta -0.731 ≈73% ITM
Gamma 0.017
Theta -0.808
Vega 0.179
Open interest 16
Model this put
8
4
56.6%
0.315
$6.05
507.5
—
-0.765
39.9%
—
0
Call · $507.5
Last $6.05
Breakeven $513.55
Implied vol 56.6%
Delta 0.315 ≈31% ITM
Gamma 0.012
Theta -1.333
Vega 0.18
Open interest 8
Model this call
Put · $507.5
In the money
Last —
Breakeven —
Implied vol 39.9%
Delta -0.765 ≈77% ITM
Gamma 0.016
Theta -0.783
Vega 0.138
Open interest 0
Model this put
78
37
56.2%
0.284
$4.38
510
$32.18
-0.842
33.7%
1
25
Call · $510
Last $4.38
Breakeven $514.38
Implied vol 56.2%
Delta 0.284 ≈28% ITM
Gamma 0.012
Theta -1.263
Vega 0.18
Open interest 78
Model this call
Put · $510
In the money
Last $32.18
Breakeven $477.82
Implied vol 33.7%
Delta -0.842 ≈84% ITM
Gamma 0.014
Theta -0.501
Vega 0.137
Open interest 25
Model this put
149
25
57.1%
0.258
$3.40
512.5
—
-0.845
37.8%
—
0
Call · $512.5
Last $3.40
Breakeven $515.90
Implied vol 57.1%
Delta 0.258 ≈26% ITM
Gamma 0.011
Theta -1.231
Vega 0.181
Open interest 149
Model this call
Put · $512.5
In the money
Last —
Breakeven —
Implied vol 37.8%
Delta -0.845 ≈85% ITM
Gamma 0.013
Theta -0.559
Vega 0.138
Open interest 0
Model this put
21
26
56.1%
0.227
$3.20
515
$32.38
-0.881
36.6%
1
15
Call · $515
Last $3.20
Breakeven $518.20
Implied vol 56.1%
Delta 0.227 ≈23% ITM
Gamma 0.011
Theta -1.131
Vega 0.139
Open interest 21
Model this call
Put · $515
In the money
Last $32.38
Breakeven $482.62
Implied vol 36.6%
Delta -0.881 ≈88% ITM
Gamma 0.011
Theta -0.446
Vega 0.092
Open interest 15
Model this put
7
2
52.1%
0.187
$2.68
517.5
—
-0.959
28.4%
—
0
Call · $517.5
Last $2.68
Breakeven $520.18
Implied vol 52.1%
Delta 0.187 ≈19% ITM
Gamma 0.01
Theta -0.925
Vega 0.139
Open interest 7
Model this call
Put · $517.5
In the money
Last —
Breakeven —
Implied vol 28.4%
Delta -0.959 ≈96% ITM
Gamma 0.007
Theta -0.138
Vega 0.049
Open interest 0
Model this put
224
101
53.8%
0.171
$2.11
520
$40.80
—
—
1
13
Call · $520
Last $2.11
Breakeven $522.11
Implied vol 53.8%
Delta 0.171 ≈17% ITM
Gamma 0.009
Theta -0.901
Vega 0.14
Open interest 224
Model this call
Put · $520
In the money
Last $40.80
Breakeven $479.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 13
Model this put
18
4
54.1%
0.149
$1.88
522.5
—
—
—
—
0
Call · $522.5
Last $1.88
Breakeven $524.38
Implied vol 54.1%
Delta 0.149 ≈15% ITM
Gamma 0.009
Theta -0.837
Vega 0.14
Open interest 18
Model this call
Put · $522.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
180
32
55%
0.134
$1.50
525
$71.45
—
—
12
6
Call · $525
Last $1.50
Breakeven $526.50
Implied vol 55%
Delta 0.134 ≈13% ITM
Gamma 0.008
Theta -0.791
Vega 0.094
Open interest 180
Model this call
Put · $525
In the money
Last $71.45
Breakeven $453.55
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
101
19
52.5%
0.108
$1.68
527.5
—
—
—
—
0
Call · $527.5
Last $1.68
Breakeven $529.18
Implied vol 52.5%
Delta 0.108 ≈11% ITM
Gamma 0.007
Theta -0.642
Vega 0.094
Open interest 101
Model this call
Put · $527.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
206
48
53.3%
0.096
$1.15
530
$55.37
—
—
1
18
Call · $530
Last $1.15
Breakeven $531.15
Implied vol 53.3%
Delta 0.096 ≈10% ITM
Gamma 0.006
Theta -0.597
Vega 0.094
Open interest 206
Model this call
Put · $530
In the money
Last $55.37
Breakeven $474.63
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 18
Model this put
0
—
52.9%
0.078
—
532.5
—
—
—
—
0
Call · $532.5
Last —
Breakeven —
Implied vol 52.9%
Delta 0.078 ≈8% ITM
Gamma 0.005
Theta -0.512
Vega 0.095
Open interest 0
Model this call
Put · $532.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
32
8
53.2%
0.067
$0.88
535
$54.20
—
—
2
1
Call · $535
Last $0.88
Breakeven $535.88
Implied vol 53.2%
Delta 0.067 ≈7% ITM
Gamma 0.005
Theta -0.46
Vega 0.055
Open interest 32
Model this call
Put · $535
In the money
Last $54.20
Breakeven $480.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
0
—
55.5%
0.066
—
537.5
—
—
—
—
0
Call · $537.5
Last —
Breakeven —
Implied vol 55.5%
Delta 0.066 ≈7% ITM
Gamma 0.005
Theta -0.469
Vega 0.055
Open interest 0
Model this call
Put · $537.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
81
17
54.4%
0.053
$0.70
540
—
—
—
—
0
Call · $540
Last $0.70
Breakeven $540.70
Implied vol 54.4%
Delta 0.053 ≈5% ITM
Gamma 0.004
Theta -0.387
Vega 0.055
Open interest 81
Model this call
Put · $540
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
59.2%
0.06
—
542.5
—
—
—
—
0
Call · $542.5
Last —
Breakeven —
Implied vol 59.2%
Delta 0.06 ≈6% ITM
Gamma 0.004
Theta -0.461
Vega 0.055
Open interest 0
Model this call
Put · $542.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
36
12
58.6%
0.05
$0.60
545
$63.30
—
—
2
3
Call · $545
Last $0.60
Breakeven $545.60
Implied vol 58.6%
Delta 0.05 ≈5% ITM
Gamma 0.003
Theta -0.393
Vega 0.055
Open interest 36
Model this call
Put · $545
In the money
Last $63.30
Breakeven $481.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
0
—
66.5%
0.064
—
547.5
—
—
—
—
0
Call · $547.5
Last —
Breakeven —
Implied vol 66.5%
Delta 0.064 ≈6% ITM
Gamma 0.004
Theta -0.552
Vega 0.055
Open interest 0
Model this call
Put · $547.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
121
12
59%
0.035
$0.40
550
$63.00
—
—
1
0
Call · $550
Last $0.40
Breakeven $550.40
Implied vol 59%
Delta 0.035 ≈3% ITM
Gamma 0.003
Theta -0.3
Vega 0.056
Open interest 121
Model this call
Put · $550
In the money
Last $63.00
Breakeven $487.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
72.5%
0.066
—
552.5
—
—
—
—
0
Call · $552.5
Last —
Breakeven —
Implied vol 72.5%
Delta 0.066 ≈7% ITM
Gamma 0.003
Theta -0.611
Vega 0.056
Open interest 0
Model this call
Put · $552.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
43
27
70%
0.053
$0.97
555
—
—
—
—
0
Call · $555
Last $0.97
Breakeven $555.97
Implied vol 70%
Delta 0.053 ≈5% ITM
Gamma 0.003
Theta -0.492
Vega 0.056
Open interest 43
Model this call
Put · $555
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
77.7%
0.065
—
557.5
—
—
—
—
0
Call · $557.5
Last —
Breakeven —
Implied vol 77.7%
Delta 0.065 ≈6% ITM
Gamma 0.003
Theta -0.649
Vega 0.056
Open interest 0
Model this call
Put · $557.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
78
2
78.7%
0.061
$2.08
560
$71.00
—
—
1
0
Call · $560
Last $2.08
Breakeven $562.08
Implied vol 78.7%
Delta 0.061 ≈6% ITM
Gamma 0.003
Theta -0.624
Vega 0.056
Open interest 78
Model this call
Put · $560
In the money
Last $71.00
Breakeven $489.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
74.5%
0.045
—
562.5
—
—
—
—
0
Call · $562.5
Last —
Breakeven —
Implied vol 74.5%
Delta 0.045 ≈4% ITM
Gamma 0.002
Theta -0.459
Vega 0.056
Open interest 0
Model this call
Put · $562.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
9
2
75.2%
0.04
$2.65
565
$82.70
—
—
8
0
Call · $565
Last $2.65
Breakeven $567.65
Implied vol 75.2%
Delta 0.04 ≈4% ITM
Gamma 0.002
Theta -0.428
Vega 0.056
Open interest 9
Model this call
Put · $565
In the money
Last $82.70
Breakeven $482.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
82.3%
0.052
—
567.5
—
—
—
—
0
Call · $567.5
Last —
Breakeven —
Implied vol 82.3%
Delta 0.052 ≈5% ITM
Gamma 0.003
Theta -0.57
Vega 0.056
Open interest 0
Model this call
Put · $567.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
19
2
87.1%
0.057
$1.45
570
$85.93
—
—
1
0
Call · $570
Last $1.45
Breakeven $571.45
Implied vol 87.1%
Delta 0.057 ≈6% ITM
Gamma 0.003
Theta -0.649
Vega 0.056
Open interest 19
Model this call
Put · $570
In the money
Last $85.93
Breakeven $484.07
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
76.1%
0.029
—
572.5
—
—
—
—
0
Call · $572.5
Last —
Breakeven —
Implied vol 76.1%
Delta 0.029 ≈3% ITM
Gamma 0.002
Theta -0.33
Vega 0.028
Open interest 0
Model this call
Put · $572.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
142
27
68.9%
0.014
$0.18
575
$91.80
—
—
18
0
Call · $575
Last $0.18
Breakeven $575.18
Implied vol 68.9%
Delta 0.014 ≈1% ITM
Gamma 0.001
Theta -0.163
Vega 0.028
Open interest 142
Model this call
Put · $575
In the money
Last $91.80
Breakeven $483.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
298
19
77.1%
0.021
$0.24
580
$102.25
—
—
2
0
Call · $580
Last $0.24
Breakeven $580.24
Implied vol 77.1%
Delta 0.021 ≈2% ITM
Gamma 0.001
Theta -0.255
Vega 0.029
Open interest 298
Model this call
Put · $580
In the money
Last $102.25
Breakeven $477.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
203
1
88%
0.031
$0.32
585
$98.10
—
—
8
0
Call · $585
Last $0.32
Breakeven $585.32
Implied vol 88%
Delta 0.031 ≈3% ITM
Gamma 0.002
Theta -0.4
Vega 0.029
Open interest 203
Model this call
Put · $585
In the money
Last $98.10
Breakeven $486.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
87
6
81.1%
0.016
$0.20
590
$109.35
—
—
2
0
Call · $590
Last $0.20
Breakeven $590.20
Implied vol 81.1%
Delta 0.016 ≈2% ITM
Gamma 0.001
Theta -0.208
Vega 0.029
Open interest 87
Model this call
Put · $590
In the money
Last $109.35
Breakeven $480.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
13
53
94.2%
0.028
$0.20
595
$115.20
—
—
2
0
Call · $595
Last $0.20
Breakeven $595.20
Implied vol 94.2%
Delta 0.028 ≈3% ITM
Gamma 0.001
Theta -0.396
Vega 0.029
Open interest 13
Model this call
Put · $595
In the money
Last $115.20
Breakeven $479.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
80
20
120.8%
0.063
$0.25
600
$141.70
—
—
2
0
Call · $600
Last $0.25
Breakeven $600.25
Implied vol 120.8%
Delta 0.063 ≈6% ITM
Gamma 0.002
Theta -0.986
Vega 0.058
Open interest 80
Model this call
Put · $600
In the money
Last $141.70
Breakeven $458.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
15
293
96.3%
0.021
$0.19
605
—
—
—
—
0
Call · $605
Last $0.19
Breakeven $605.19
Implied vol 96.3%
Delta 0.021 ≈2% ITM
Gamma 0.001
Theta -0.316
Vega 0.029
Open interest 15
Model this call
Put · $605
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
11
110
98.6%
0.019
$0.19
610
—
—
—
—
0
Call · $610
Last $0.19
Breakeven $610.19
Implied vol 98.6%
Delta 0.019 ≈2% ITM
Gamma 0.001
Theta -0.299
Vega 0.029
Open interest 11
Model this call
Put · $610
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
9
18
99.4%
0.016
$0.19
615
—
—
—
—
0
Call · $615
Last $0.19
Breakeven $615.19
Implied vol 99.4%
Delta 0.016 ≈2% ITM
Gamma 0.001
Theta -0.255
Vega 0.029
Open interest 9
Model this call
Put · $615
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
12
13
129.7%
0.048
$0.26
620
—
—
—
—
0
Call · $620
Last $0.26
Breakeven $620.26
Implied vol 129.7%
Delta 0.048 ≈5% ITM
Gamma 0.002
Theta -0.851
Vega 0.059
Open interest 12
Model this call
Put · $620
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
24
9
105.5%
0.014
$0.16
625
—
—
—
—
0
Call · $625
Last $0.16
Breakeven $625.16
Implied vol 105.5%
Delta 0.014 ≈1% ITM
Gamma 0.001
Theta -0.255
Vega 0.03
Open interest 24
Model this call
Put · $625
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
24
15
104.5%
0.012
$0.21
630
—
—
—
—
0
Call · $630
Last $0.21
Breakeven $630.21
Implied vol 104.5%
Delta 0.012 ≈1% ITM
Gamma 0.001
Theta -0.21
Vega 0.013
Open interest 24
Model this call
Put · $630
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
7
11
155.4%
0.066
$0.20
635
—
—
—
—
0
Call · $635
Last $0.20
Breakeven $635.20
Implied vol 155.4%
Delta 0.066 ≈7% ITM
Gamma 0.002
Theta -1.301
Vega 0.059
Open interest 7
Model this call
Put · $635
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
10
12
118.9%
0.018
$0.17
640
—
—
—
—
0
Call · $640
Last $0.17
Breakeven $640.17
Implied vol 118.9%
Delta 0.018 ≈2% ITM
Gamma 0.001
Theta -0.339
Vega 0.03
Open interest 10
Model this call
Put · $640
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
6
8
113.5%
0.011
$0.15
645
—
—
—
—
0
Call · $645
Last $0.15
Breakeven $645.15
Implied vol 113.5%
Delta 0.011 ≈1% ITM
Gamma 0.001
Theta -0.221
Vega 0.013
Open interest 6
Model this call
Put · $645
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
90
14
122.9%
0.015
$0.15
650
—
—
—
—
0
Call · $650
Last $0.15
Breakeven $650.15
Implied vol 122.9%
Delta 0.015 ≈1% ITM
Gamma 0.001
Theta -0.302
Vega 0.03
Open interest 90
Model this call
Put · $650
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
7
35
113.8%
0.007
$0.04
660
—
—
—
—
0
Call · $660
Last $0.04
Breakeven $660.04
Implied vol 113.8%
Delta 0.007 ≈1% ITM
Gamma 0
Theta -0.137
Vega 0.013
Open interest 7
Model this call
Put · $660
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
49
2
109%
0.003
$0.05
670
—
—
—
—
0
Call · $670
Last $0.05
Breakeven $670.05
Implied vol 109%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.069
Vega 0.005
Open interest 49
Model this call
Put · $670
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
13
113.7%
0.003
$0.03
680
—
—
—
—
0
Call · $680
Last $0.03
Breakeven $680.03
Implied vol 113.7%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.069
Vega 0.005
Open interest 1
Model this call
Put · $680
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
66
127.5%
0.005
$0.10
690
—
—
—
—
0
Call · $690
Last $0.10
Breakeven $690.10
Implied vol 127.5%
Delta 0.005 ≈0% ITM
Gamma 0
Theta -0.12
Vega 0.013
Open interest 1
Model this call
Put · $690
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
63
2
136.6%
0.007
$0.15
700
—
—
—
—
0
Call · $700
Last $0.15
Breakeven $700.15
Implied vol 136.6%
Delta 0.007 ≈1% ITM
Gamma 0
Theta -0.169
Vega 0.013
Open interest 63
Model this call
Put · $700
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
10
40
156.8%
0.013
$0.05
710
—
—
—
—
0
Call · $710
Last $0.05
Breakeven $710.05
Implied vol 156.8%
Delta 0.013 ≈1% ITM
Gamma 0
Theta -0.349
Vega 0.013
Open interest 10
Model this call
Put · $710
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
26
52
177.6%
0.023
$0.32
720
—
—
—
—
0
Call · $720
Last $0.32
Breakeven $720.32
Implied vol 177.6%
Delta 0.023 ≈2% ITM
Gamma 0.001
Theta -0.631
Vega 0.032
Open interest 26
Model this call
Put · $720
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
45
28
151.7%
0.006
$0.05
730
—
—
—
—
0
Call · $730
Last $0.05
Breakeven $730.05
Implied vol 151.7%
Delta 0.006 ≈1% ITM
Gamma 0
Theta -0.178
Vega 0.014
Open interest 45
Model this call
Put · $730
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
31
7
140%
0.003
$0.05
740
—
—
—
—
0
Call · $740
Last $0.05
Breakeven $740.05
Implied vol 140%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.071
Vega 0.005
Open interest 31
Model this call
Put · $740
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
151
25
193.7%
0.022
$0.01
750
—
—
—
—
0
Call · $750
Last $0.01
Breakeven $750.01
Implied vol 193.7%
Delta 0.022 ≈2% ITM
Gamma 0.001
Theta -0.647
Vega 0.032
Open interest 151
Model this call
Put · $750
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put