1
1
461.6%
0.952
$440.00
400
$1.10
-0.017
336.5%
1
3
Call · $400
In the money
Last $440.00
Breakeven $840.00
Implied vol 461.6%
Delta 0.952 ≈95% ITM
Gamma 0
Theta -4.652
Vega 0.115
Open interest 1
Model this call
Put · $400
Last $1.10
Breakeven $398.90
Implied vol 336.5%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -1.417
Vega 0.034
Open interest 3
Model this put
0
—
442.5%
0.952
—
410
$0.50
-0.018
328.9%
4
5
Call · $410
In the money
Last —
Breakeven —
Implied vol 442.5%
Delta 0.952 ≈95% ITM
Gamma 0
Theta -4.451
Vega 0.116
Open interest 0
Model this call
Put · $410
Last $0.50
Breakeven $409.50
Implied vol 328.9%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -1.452
Vega 0.034
Open interest 5
Model this put
1
2
430.3%
0.95
$491.80
420
$0.15
-0.002
227.7%
1
219
Call · $420
In the money
Last $491.80
Breakeven $911.80
Implied vol 430.3%
Delta 0.95 ≈95% ITM
Gamma 0
Theta -4.448
Vega 0.118
Open interest 1
Model this call
Put · $420
Last $0.15
Breakeven $419.85
Implied vol 227.7%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.168
Vega 0.005
Open interest 219
Model this put
0
1
421.8%
0.947
$406.00
430
$0.08
-0.011
272.2%
12
3
Call · $430
In the money
Last $406.00
Breakeven $836.00
Implied vol 421.8%
Delta 0.947 ≈95% ITM
Gamma 0
Theta -4.552
Vega 0.119
Open interest 0
Model this call
Put · $430
Last $0.08
Breakeven $429.92
Implied vol 272.2%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.754
Vega 0.035
Open interest 3
Model this put
0
—
408.5%
0.946
—
440
$0.20
-0.02
302.3%
33
37
Call · $440
In the money
Last —
Breakeven —
Implied vol 408.5%
Delta 0.946 ≈95% ITM
Gamma 0
Theta -4.495
Vega 0.121
Open interest 0
Model this call
Put · $440
Last $0.20
Breakeven $439.80
Implied vol 302.3%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -1.467
Vega 0.035
Open interest 37
Model this put
2
2
400.3%
0.946
$392.00
445
$0.10
-0.003
217.4%
7
16
Call · $445
In the money
Last $392.00
Breakeven $837.00
Implied vol 400.3%
Delta 0.946 ≈95% ITM
Gamma 0
Theta -4.413
Vega 0.122
Open interest 2
Model this call
Put · $445
Last $0.10
Breakeven $444.90
Implied vol 217.4%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.223
Vega 0.015
Open interest 16
Model this put
1
1
391.5%
0.946
$418.30
450
$0.21
-0.015
269.7%
8
3
Call · $450
In the money
Last $418.30
Breakeven $868.30
Implied vol 391.5%
Delta 0.946 ≈95% ITM
Gamma 0
Theta -4.305
Vega 0.123
Open interest 1
Model this call
Put · $450
Last $0.21
Breakeven $449.79
Implied vol 269.7%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -1.02
Vega 0.036
Open interest 3
Model this put
2
1
393.2%
0.942
$462.50
455
$0.18
-0.018
275.1%
20
2
Call · $455
In the money
Last $462.50
Breakeven $917.50
Implied vol 393.2%
Delta 0.942 ≈94% ITM
Gamma 0
Theta -4.543
Vega 0.123
Open interest 2
Model this call
Put · $455
Last $0.18
Breakeven $454.82
Implied vol 275.1%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -1.201
Vega 0.036
Open interest 2
Model this put
0
—
381.7%
0.944
—
460
$1.36
-0.019
273%
14
21
Call · $460
In the money
Last —
Breakeven —
Implied vol 381.7%
Delta 0.944 ≈94% ITM
Gamma 0
Theta -4.34
Vega 0.124
Open interest 0
Model this call
Put · $460
Last $1.36
Breakeven $458.64
Implied vol 273%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -1.238
Vega 0.036
Open interest 21
Model this put
1
1
375.9%
0.943
$452.60
465
$0.23
-0.021
277.6%
2
2
Call · $465
In the money
Last $452.60
Breakeven $917.60
Implied vol 375.9%
Delta 0.943 ≈94% ITM
Gamma 0
Theta -4.325
Vega 0.125
Open interest 1
Model this call
Put · $465
Last $0.23
Breakeven $464.77
Implied vol 277.6%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -1.405
Vega 0.037
Open interest 2
Model this put
7
—
371.3%
0.941
—
470
$0.17
-0.02
268%
10
2
Call · $470
In the money
Last —
Breakeven —
Implied vol 371.3%
Delta 0.941 ≈94% ITM
Gamma 0
Theta -4.349
Vega 0.126
Open interest 7
Model this call
Put · $470
Last $0.17
Breakeven $469.83
Implied vol 268%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -1.299
Vega 0.037
Open interest 2
Model this put
7
1
374.3%
0.937
$442.70
475
$0.06
-0.018
256.4%
1
2
Call · $475
In the money
Last $442.70
Breakeven $917.70
Implied vol 374.3%
Delta 0.937 ≈94% ITM
Gamma 0
Theta -4.628
Vega 0.126
Open interest 7
Model this call
Put · $475
Last $0.06
Breakeven $474.94
Implied vol 256.4%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -1.153
Vega 0.037
Open interest 2
Model this put
2
2
363.5%
0.938
$320.20
480
$0.21
-0.011
225.5%
26
6
Call · $480
In the money
Last $320.20
Breakeven $800.20
Implied vol 363.5%
Delta 0.938 ≈94% ITM
Gamma 0
Theta -4.438
Vega 0.127
Open interest 2
Model this call
Put · $480
Last $0.21
Breakeven $479.79
Implied vol 225.5%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.63
Vega 0.037
Open interest 6
Model this put
2
1
362.2%
0.936
$416.00
485
$0.12
-0.021
255.7%
4
11
Call · $485
In the money
Last $416.00
Breakeven $901.00
Implied vol 362.2%
Delta 0.936 ≈94% ITM
Gamma 0
Theta -4.57
Vega 0.128
Open interest 2
Model this call
Put · $485
Last $0.12
Breakeven $484.88
Implied vol 255.7%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -1.293
Vega 0.037
Open interest 11
Model this put
1
1
351.2%
0.937
$532.37
490
$0.20
-0.026
261.4%
46
71
Call · $490
In the money
Last $532.37
Breakeven $1,022.37
Implied vol 351.2%
Delta 0.937 ≈94% ITM
Gamma 0
Theta -4.366
Vega 0.129
Open interest 1
Model this call
Put · $490
Last $0.20
Breakeven $489.80
Implied vol 261.4%
Delta -0.026 ≈3% ITM
Gamma 0
Theta -1.55
Vega 0.075
Open interest 71
Model this put
2
2
341.9%
0.937
$421.30
495
$0.19
-0.018
235.9%
8
12
Call · $495
In the money
Last $421.30
Breakeven $916.30
Implied vol 341.9%
Delta 0.937 ≈94% ITM
Gamma 0
Theta -4.215
Vega 0.129
Open interest 2
Model this call
Put · $495
Last $0.19
Breakeven $494.81
Implied vol 235.9%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -1.054
Vega 0.038
Open interest 12
Model this put
0
—
347.7%
0.933
—
497.5
—
-0.023
248.8%
—
0
Call · $497.5
In the money
Last —
Breakeven —
Implied vol 347.7%
Delta 0.933 ≈93% ITM
Gamma 0
Theta -4.503
Vega 0.13
Open interest 0
Model this call
Put · $497.5
Last —
Breakeven —
Implied vol 248.8%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -1.369
Vega 0.076
Open interest 0
Model this put
2
1
337.3%
0.936
$421.80
500
$0.21
-0.002
167.3%
42
104
Call · $500
In the money
Last $421.80
Breakeven $921.80
Implied vol 337.3%
Delta 0.936 ≈94% ITM
Gamma 0
Theta -4.226
Vega 0.13
Open interest 2
Model this call
Put · $500
Last $0.21
Breakeven $499.79
Implied vol 167.3%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.121
Vega 0.006
Open interest 104
Model this put
0
—
333.9%
0.936
—
502.5
$0.10
-0.002
165.9%
20
0
Call · $502.5
In the money
Last —
Breakeven —
Implied vol 333.9%
Delta 0.936 ≈94% ITM
Gamma 0
Theta -4.191
Vega 0.131
Open interest 0
Model this call
Put · $502.5
Last $0.10
Breakeven $502.40
Implied vol 165.9%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.121
Vega 0.006
Open interest 0
Model this put
1
2
332%
0.935
$401.50
505
$0.10
-0.019
229.5%
4
17
Call · $505
In the money
Last $401.50
Breakeven $906.50
Implied vol 332%
Delta 0.935 ≈94% ITM
Gamma 0
Theta -4.21
Vega 0.131
Open interest 1
Model this call
Put · $505
Last $0.10
Breakeven $504.90
Implied vol 229.5%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -1.076
Vega 0.038
Open interest 17
Model this put
0
—
329.7%
0.935
—
507.5
$0.27
-0.017
219.8%
18
0
Call · $507.5
In the money
Last —
Breakeven —
Implied vol 329.7%
Delta 0.935 ≈93% ITM
Gamma 0
Theta -4.215
Vega 0.131
Open interest 0
Model this call
Put · $507.5
Last $0.27
Breakeven $507.23
Implied vol 219.8%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -0.918
Vega 0.038
Open interest 0
Model this put
0
—
330.1%
0.933
—
510
$3.47
-0.011
200.4%
1
7
Call · $510
In the money
Last —
Breakeven —
Implied vol 330.1%
Delta 0.933 ≈93% ITM
Gamma 0
Theta -4.314
Vega 0.132
Open interest 0
Model this call
Put · $510
Last $3.47
Breakeven $506.53
Implied vol 200.4%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.565
Vega 0.038
Open interest 7
Model this put
0
—
329.4%
0.931
—
512.5
—
-0.011
198.5%
—
0
Call · $512.5
In the money
Last —
Breakeven —
Implied vol 329.4%
Delta 0.931 ≈93% ITM
Gamma 0
Theta -4.373
Vega 0.132
Open interest 0
Model this call
Put · $512.5
Last —
Breakeven —
Implied vol 198.5%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.564
Vega 0.039
Open interest 0
Model this put
1
1
326.8%
0.931
$518.10
515
$0.63
-0.011
196.7%
1
7
Call · $515
In the money
Last $518.10
Breakeven $1,033.10
Implied vol 326.8%
Delta 0.931 ≈93% ITM
Gamma 0
Theta -4.365
Vega 0.132
Open interest 1
Model this call
Put · $515
Last $0.63
Breakeven $514.37
Implied vol 196.7%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.563
Vega 0.039
Open interest 7
Model this put
0
—
325.7%
0.929
—
517.5
—
-0.012
196.2%
—
0
Call · $517.5
In the money
Last —
Breakeven —
Implied vol 325.7%
Delta 0.929 ≈93% ITM
Gamma 0
Theta -4.41
Vega 0.133
Open interest 0
Model this call
Put · $517.5
Last —
Breakeven —
Implied vol 196.2%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.588
Vega 0.039
Open interest 0
Model this put
2
1
325%
0.928
$388.45
520
$1.44
-0.012
194.4%
1
11
Call · $520
In the money
Last $388.45
Breakeven $908.45
Implied vol 325%
Delta 0.928 ≈93% ITM
Gamma 0
Theta -4.469
Vega 0.133
Open interest 2
Model this call
Put · $520
Last $1.44
Breakeven $518.56
Implied vol 194.4%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.587
Vega 0.039
Open interest 11
Model this put
0
—
316.7%
0.93
—
522.5
—
-0.012
193.9%
—
0
Call · $522.5
In the money
Last —
Breakeven —
Implied vol 316.7%
Delta 0.93 ≈93% ITM
Gamma 0
Theta -4.259
Vega 0.133
Open interest 0
Model this call
Put · $522.5
Last —
Breakeven —
Implied vol 193.9%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.612
Vega 0.039
Open interest 0
Model this put
6
10
316.8%
0.928
$264.70
525
$3.60
-0.012
192.2%
1
11
Call · $525
In the money
Last $264.70
Breakeven $789.70
Implied vol 316.8%
Delta 0.928 ≈93% ITM
Gamma 0
Theta -4.345
Vega 0.134
Open interest 6
Model this call
Put · $525
Last $3.60
Breakeven $521.40
Implied vol 192.2%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.611
Vega 0.039
Open interest 11
Model this put
5
10
315%
0.927
$262.20
527.5
—
-0.013
191.7%
—
0
Call · $527.5
In the money
Last $262.20
Breakeven $789.70
Implied vol 315%
Delta 0.927 ≈93% ITM
Gamma 0
Theta -4.364
Vega 0.134
Open interest 5
Model this call
Put · $527.5
Last —
Breakeven —
Implied vol 191.7%
Delta -0.013 ≈1% ITM
Gamma 0
Theta -0.636
Vega 0.039
Open interest 0
Model this put
3
16
312.8%
0.927
$289.20
530
$3.75
-0.026
222.2%
1
21
Call · $530
In the money
Last $289.20
Breakeven $819.20
Implied vol 312.8%
Delta 0.927 ≈93% ITM
Gamma 0
Theta -4.369
Vega 0.134
Open interest 3
Model this call
Put · $530
Last $3.75
Breakeven $526.25
Implied vol 222.2%
Delta -0.026 ≈3% ITM
Gamma 0
Theta -1.346
Vega 0.078
Open interest 21
Model this put
0
10
307%
0.928
$286.70
532.5
—
-0.014
190.7%
—
0
Call · $532.5
In the money
Last $286.70
Breakeven $819.20
Implied vol 307%
Delta 0.928 ≈93% ITM
Gamma 0
Theta -4.239
Vega 0.135
Open interest 0
Model this call
Put · $532.5
Last —
Breakeven —
Implied vol 190.7%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.686
Vega 0.039
Open interest 0
Model this put
5
10
304.8%
0.927
$284.40
535
$0.35
-0.006
162%
8
44
Call · $535
In the money
Last $284.40
Breakeven $819.40
Implied vol 304.8%
Delta 0.927 ≈93% ITM
Gamma 0
Theta -4.244
Vega 0.135
Open interest 5
Model this call
Put · $535
Last $0.35
Breakeven $534.65
Implied vol 162%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.263
Vega 0.017
Open interest 44
Model this put
0
2
300.1%
0.927
$254.10
537.5
—
-0.027
216.1%
—
0
Call · $537.5
In the money
Last $254.10
Breakeven $791.60
Implied vol 300.1%
Delta 0.927 ≈93% ITM
Gamma 0
Theta -4.155
Vega 0.136
Open interest 0
Model this call
Put · $537.5
Last —
Breakeven —
Implied vol 216.1%
Delta -0.027 ≈3% ITM
Gamma 0
Theta -1.337
Vega 0.079
Open interest 0
Model this put
3
4
301.7%
0.925
$260.50
540
$0.35
-0.015
185.5%
2
21
Call · $540
In the money
Last $260.50
Breakeven $800.50
Implied vol 301.7%
Delta 0.925 ≈92% ITM
Gamma 0
Theta -4.295
Vega 0.136
Open interest 3
Model this call
Put · $540
Last $0.35
Breakeven $539.65
Implied vol 185.5%
Delta -0.015 ≈1% ITM
Gamma 0
Theta -0.683
Vega 0.04
Open interest 21
Model this put
2
4
285.6%
0.931
$248.40
542.5
$0.51
-0.027
211.5%
1
0
Call · $542.5
In the money
Last $248.40
Breakeven $790.90
Implied vol 285.6%
Delta 0.931 ≈93% ITM
Gamma 0
Theta -3.788
Vega 0.136
Open interest 2
Model this call
Put · $542.5
Last $0.51
Breakeven $541.99
Implied vol 211.5%
Delta -0.027 ≈3% ITM
Gamma 0
Theta -1.311
Vega 0.079
Open interest 0
Model this put
13
22
292.7%
0.926
$275.70
545
$0.50
-0.021
197.8%
1
201
Call · $545
In the money
Last $275.70
Breakeven $820.70
Implied vol 292.7%
Delta 0.926 ≈93% ITM
Gamma 0
Theta -4.13
Vega 0.137
Open interest 13
Model this call
Put · $545
Last $0.50
Breakeven $544.50
Implied vol 197.8%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -1.007
Vega 0.04
Open interest 201
Model this put
1
2
292.1%
0.924
$272.50
547.5
—
-0.015
180.3%
—
0
Call · $547.5
In the money
Last $272.50
Breakeven $820.00
Implied vol 292.1%
Delta 0.924 ≈92% ITM
Gamma 0.001
Theta -4.189
Vega 0.137
Open interest 1
Model this call
Put · $547.5
Last —
Breakeven —
Implied vol 180.3%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.679
Vega 0.04
Open interest 0
Model this put
3
2
298.8%
0.919
$327.20
550
$0.50
-0.016
181.1%
19
37
Call · $550
In the money
Last $327.20
Breakeven $877.20
Implied vol 298.8%
Delta 0.919 ≈92% ITM
Gamma 0.001
Theta -4.517
Vega 0.137
Open interest 3
Model this call
Put · $550
Last $0.50
Breakeven $549.50
Implied vol 181.1%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.73
Vega 0.04
Open interest 37
Model this put
1
2
292.7%
0.92
$267.80
552.5
$6.13
-0.015
177%
2
0
Call · $552.5
In the money
Last $267.80
Breakeven $820.30
Implied vol 292.7%
Delta 0.92 ≈92% ITM
Gamma 0.001
Theta -4.374
Vega 0.138
Open interest 1
Model this call
Put · $552.5
Last $6.13
Breakeven $546.37
Implied vol 177%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.677
Vega 0.04
Open interest 0
Model this put
3
6
293.5%
0.918
$340.60
555
$5.55
-0.019
184%
2
15
Call · $555
In the money
Last $340.60
Breakeven $895.60
Implied vol 293.5%
Delta 0.918 ≈92% ITM
Gamma 0.001
Theta -4.487
Vega 0.138
Open interest 3
Model this call
Put · $555
Last $5.55
Breakeven $549.45
Implied vol 184%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.859
Vega 0.04
Open interest 15
Model this put
0
—
283.1%
0.921
—
557.5
$2.10
-0.032
204.7%
2
1
Call · $557.5
In the money
Last —
Breakeven —
Implied vol 283.1%
Delta 0.921 ≈92% ITM
Gamma 0.001
Theta -4.182
Vega 0.138
Open interest 0
Model this call
Put · $557.5
Last $2.10
Breakeven $555.40
Implied vol 204.7%
Delta -0.032 ≈3% ITM
Gamma 0
Theta -1.444
Vega 0.08
Open interest 1
Model this put
3
2
291.6%
0.915
$300.10
560
$0.70
-0.014
168.2%
25
53
Call · $560
In the money
Last $300.10
Breakeven $860.10
Implied vol 291.6%
Delta 0.915 ≈91% ITM
Gamma 0.001
Theta -4.578
Vega 0.138
Open interest 3
Model this call
Put · $560
Last $0.70
Breakeven $559.30
Implied vol 168.2%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.595
Vega 0.04
Open interest 53
Model this put
0
—
284.5%
0.917
—
562.5
$1.05
-0.01
157.9%
1
0
Call · $562.5
In the money
Last —
Breakeven —
Implied vol 284.5%
Delta 0.917 ≈92% ITM
Gamma 0.001
Theta -4.394
Vega 0.139
Open interest 0
Model this call
Put · $562.5
Last $1.05
Breakeven $561.45
Implied vol 157.9%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.411
Vega 0.04
Open interest 0
Model this put
4
8
283.2%
0.915
$330.00
565
$1.03
-0.03
194.6%
44
6
Call · $565
In the money
Last $330.00
Breakeven $895.00
Implied vol 283.2%
Delta 0.915 ≈92% ITM
Gamma 0.001
Theta -4.426
Vega 0.139
Open interest 4
Model this call
Put · $565
Last $1.03
Breakeven $563.97
Implied vol 194.6%
Delta -0.03 ≈3% ITM
Gamma 0
Theta -1.301
Vega 0.081
Open interest 6
Model this put
0
—
277.9%
0.916
—
567.5
$1.02
-0.034
198.9%
20
9
Call · $567.5
In the money
Last —
Breakeven —
Implied vol 277.9%
Delta 0.916 ≈92% ITM
Gamma 0.001
Theta -4.31
Vega 0.14
Open interest 0
Model this call
Put · $567.5
Last $1.02
Breakeven $566.48
Implied vol 198.9%
Delta -0.034 ≈3% ITM
Gamma 0
Theta -1.489
Vega 0.081
Open interest 9
Model this put
5
2
275.6%
0.916
$278.84
570
$0.80
-0.015
162.9%
2
40
Call · $570
In the money
Last $278.84
Breakeven $848.84
Implied vol 275.6%
Delta 0.916 ≈92% ITM
Gamma 0.001
Theta -4.301
Vega 0.14
Open interest 5
Model this call
Put · $570
Last $0.80
Breakeven $569.20
Implied vol 162.9%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.617
Vega 0.041
Open interest 40
Model this put
0
—
271.5%
0.916
—
572.5
$1.05
-0.031
188.9%
93
15
Call · $572.5
In the money
Last —
Breakeven —
Implied vol 271.5%
Delta 0.916 ≈92% ITM
Gamma 0.001
Theta -4.225
Vega 0.14
Open interest 0
Model this call
Put · $572.5
Last $1.05
Breakeven $571.45
Implied vol 188.9%
Delta -0.031 ≈3% ITM
Gamma 0
Theta -1.291
Vega 0.082
Open interest 15
Model this put
1
2
277.3%
0.911
$229.20
575
$0.47
-0.027
182.2%
1
705
Call · $575
In the money
Last $229.20
Breakeven $804.20
Implied vol 277.3%
Delta 0.911 ≈91% ITM
Gamma 0.001
Theta -4.527
Vega 0.141
Open interest 1
Model this call
Put · $575
Last $0.47
Breakeven $574.53
Implied vol 182.2%
Delta -0.027 ≈3% ITM
Gamma 0
Theta -1.134
Vega 0.082
Open interest 705
Model this put
0
—
273.6%
0.911
—
577.5
$1.20
-0.031
185.2%
104
35
Call · $577.5
In the money
Last —
Breakeven —
Implied vol 273.6%
Delta 0.911 ≈91% ITM
Gamma 0.001
Theta -4.464
Vega 0.141
Open interest 0
Model this call
Put · $577.5
Last $1.20
Breakeven $576.30
Implied vol 185.2%
Delta -0.031 ≈3% ITM
Gamma 0
Theta -1.284
Vega 0.082
Open interest 35
Model this put
3
3
274.4%
0.908
$490.00
580
$1.28
-0.035
188.8%
6
39
Call · $580
In the money
Last $490.00
Breakeven $1,070.00
Implied vol 274.4%
Delta 0.908 ≈91% ITM
Gamma 0.001
Theta -4.577
Vega 0.141
Open interest 3
Model this call
Put · $580
Last $1.28
Breakeven $578.72
Implied vol 188.8%
Delta -0.035 ≈4% ITM
Gamma 0
Theta -1.453
Vega 0.082
Open interest 39
Model this put
0
—
268.6%
0.909
—
582.5
$1.50
-0.029
178.1%
40
10
Call · $582.5
In the money
Last —
Breakeven —
Implied vol 268.6%
Delta 0.909 ≈91% ITM
Gamma 0.001
Theta -4.434
Vega 0.142
Open interest 0
Model this call
Put · $582.5
Last $1.50
Breakeven $581.00
Implied vol 178.1%
Delta -0.029 ≈3% ITM
Gamma 0
Theta -1.172
Vega 0.082
Open interest 10
Model this put
1
1
267%
0.908
$430.00
585
$1.85
-0.016
153.2%
171
3
Call · $585
In the money
Last $430.00
Breakeven $1,015.00
Implied vol 267%
Delta 0.908 ≈91% ITM
Gamma 0.001
Theta -4.452
Vega 0.142
Open interest 1
Model this call
Put · $585
Last $1.85
Breakeven $583.15
Implied vol 153.2%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.611
Vega 0.041
Open interest 3
Model this put
0
—
266.1%
0.907
—
587.5
$1.83
-0.024
168%
77
22
Call · $587.5
In the money
Last —
Breakeven —
Implied vol 266.1%
Delta 0.907 ≈91% ITM
Gamma 0.001
Theta -4.497
Vega 0.142
Open interest 0
Model this call
Put · $587.5
Last $1.83
Breakeven $585.67
Implied vol 168%
Delta -0.024 ≈2% ITM
Gamma 0
Theta -0.962
Vega 0.041
Open interest 22
Model this put
26
2
263.8%
0.906
$237.65
590
$1.56
-0.019
154.9%
91
295
Call · $590
In the money
Last $237.65
Breakeven $827.65
Implied vol 263.8%
Delta 0.906 ≈91% ITM
Gamma 0.001
Theta -4.489
Vega 0.143
Open interest 26
Model this call
Put · $590
Last $1.56
Breakeven $588.44
Implied vol 154.9%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.713
Vega 0.041
Open interest 295
Model this put
0
—
256.6%
0.908
—
592.5
$1.61
-0.037
179.6%
28
21
Call · $592.5
In the money
Last —
Breakeven —
Implied vol 256.6%
Delta 0.908 ≈91% ITM
Gamma 0.001
Theta -4.291
Vega 0.143
Open interest 0
Model this call
Put · $592.5
Last $1.61
Breakeven $590.89
Implied vol 179.6%
Delta -0.037 ≈4% ITM
Gamma 0
Theta -1.437
Vega 0.083
Open interest 21
Model this put
1
1
258.9%
0.905
$264.70
595
$1.46
-0.023
158.9%
3
92
Call · $595
In the money
Last $264.70
Breakeven $859.70
Implied vol 258.9%
Delta 0.905 ≈90% ITM
Gamma 0.001
Theta -4.458
Vega 0.143
Open interest 1
Model this call
Put · $595
Last $1.46
Breakeven $593.54
Implied vol 158.9%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -0.868
Vega 0.042
Open interest 92
Model this put
0
—
261.2%
0.901
—
597.5
$1.80
-0.026
161.6%
7
3
Call · $597.5
In the money
Last —
Breakeven —
Implied vol 261.2%
Delta 0.901 ≈90% ITM
Gamma 0.001
Theta -4.625
Vega 0.143
Open interest 0
Model this call
Put · $597.5
Last $1.80
Breakeven $595.70
Implied vol 161.6%
Delta -0.026 ≈3% ITM
Gamma 0
Theta -0.971
Vega 0.083
Open interest 3
Model this put
30
1
254.7%
0.903
$210.96
600
$1.51
-0.028
161.9%
97
338
Call · $600
In the money
Last $210.96
Breakeven $810.96
Implied vol 254.7%
Delta 0.903 ≈90% ITM
Gamma 0.001
Theta -4.454
Vega 0.144
Open interest 30
Model this call
Put · $600
Last $1.51
Breakeven $598.49
Implied vol 161.9%
Delta -0.028 ≈3% ITM
Gamma 0
Theta -1.034
Vega 0.084
Open interest 338
Model this put
0
—
253.5%
0.901
—
602.5
$2.17
-0.041
175%
42
13
Call · $602.5
In the money
Last —
Breakeven —
Implied vol 253.5%
Delta 0.901 ≈90% ITM
Gamma 0.001
Theta -4.486
Vega 0.144
Open interest 0
Model this call
Put · $602.5
Last $2.17
Breakeven $600.33
Implied vol 175%
Delta -0.041 ≈4% ITM
Gamma 0.001
Theta -1.51
Vega 0.084
Open interest 13
Model this put
0
—
256.8%
0.897
—
605
$2.21
-0.046
179.8%
102
39
Call · $605
In the money
Last —
Breakeven —
Implied vol 256.8%
Delta 0.897 ≈90% ITM
Gamma 0.001
Theta -4.693
Vega 0.144
Open interest 0
Model this call
Put · $605
Last $2.21
Breakeven $602.79
Implied vol 179.8%
Delta -0.046 ≈5% ITM
Gamma 0.001
Theta -1.717
Vega 0.084
Open interest 39
Model this put
0
—
250.5%
0.899
—
607.5
$2.00
-0.046
178%
80
26
Call · $607.5
In the money
Last —
Breakeven —
Implied vol 250.5%
Delta 0.899 ≈90% ITM
Gamma 0.001
Theta -4.523
Vega 0.145
Open interest 0
Model this call
Put · $607.5
Last $2.00
Breakeven $605.50
Implied vol 178%
Delta -0.046 ≈5% ITM
Gamma 0.001
Theta -1.714
Vega 0.084
Open interest 26
Model this put
0
—
251%
0.896
—
610
$2.77
-0.026
151.9%
35
285
Call · $610
In the money
Last —
Breakeven —
Implied vol 251%
Delta 0.896 ≈90% ITM
Gamma 0.001
Theta -4.622
Vega 0.145
Open interest 0
Model this call
Put · $610
Last $2.77
Breakeven $607.23
Implied vol 151.9%
Delta -0.026 ≈3% ITM
Gamma 0
Theta -0.925
Vega 0.084
Open interest 285
Model this put
0
—
251.9%
0.892
—
612.5
$5.55
-0.032
155.7%
24
18
Call · $612.5
In the money
Last —
Breakeven —
Implied vol 251.9%
Delta 0.892 ≈89% ITM
Gamma 0.001
Theta -4.741
Vega 0.218
Open interest 0
Model this call
Put · $612.5
Last $5.55
Breakeven $606.95
Implied vol 155.7%
Delta -0.032 ≈3% ITM
Gamma 0
Theta -1.104
Vega 0.085
Open interest 18
Model this put
0
—
245.5%
0.895
—
615
$2.35
-0.036
158.1%
12
40
Call · $615
In the money
Last —
Breakeven —
Implied vol 245.5%
Delta 0.895 ≈89% ITM
Gamma 0.001
Theta -4.562
Vega 0.219
Open interest 0
Model this call
Put · $615
Last $2.35
Breakeven $612.65
Implied vol 158.1%
Delta -0.036 ≈4% ITM
Gamma 0.001
Theta -1.235
Vega 0.085
Open interest 40
Model this put
0
—
242.1%
0.895
—
617.5
$3.10
-0.042
163.2%
93
10
Call · $617.5
In the money
Last —
Breakeven —
Implied vol 242.1%
Delta 0.895 ≈89% ITM
Gamma 0.001
Theta -4.504
Vega 0.219
Open interest 0
Model this call
Put · $617.5
Last $3.10
Breakeven $614.40
Implied vol 163.2%
Delta -0.042 ≈4% ITM
Gamma 0.001
Theta -1.451
Vega 0.085
Open interest 10
Model this put
2
1
239.3%
0.894
$149.37
620
$3.78
-0.033
150.5%
6
24
Call · $620
In the money
Last $149.37
Breakeven $769.37
Implied vol 239.3%
Delta 0.894 ≈89% ITM
Gamma 0.001
Theta -4.474
Vega 0.22
Open interest 2
Model this call
Put · $620
Last $3.78
Breakeven $616.22
Implied vol 150.5%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -1.094
Vega 0.085
Open interest 24
Model this put
0
—
242.3%
0.888
—
622.5
$3.40
-0.045
162.3%
100
12
Call · $622.5
In the money
Last —
Breakeven —
Implied vol 242.3%
Delta 0.888 ≈89% ITM
Gamma 0.001
Theta -4.676
Vega 0.22
Open interest 0
Model this call
Put · $622.5
Last $3.40
Breakeven $619.10
Implied vol 162.3%
Delta -0.045 ≈5% ITM
Gamma 0.001
Theta -1.531
Vega 0.085
Open interest 12
Model this put
1
1
240.7%
0.886
$442.00
625
$3.84
-0.046
160.6%
176
20
Call · $625
In the money
Last $442.00
Breakeven $1,067.00
Implied vol 240.7%
Delta 0.886 ≈89% ITM
Gamma 0.001
Theta -4.693
Vega 0.221
Open interest 1
Model this call
Put · $625
Last $3.84
Breakeven $621.16
Implied vol 160.6%
Delta -0.046 ≈5% ITM
Gamma 0.001
Theta -1.528
Vega 0.085
Open interest 20
Model this put
1
1
239.3%
0.884
$128.00
627.5
—
-0.04
151.5%
—
0
Call · $627.5
In the money
Last $128.00
Breakeven $755.50
Implied vol 239.3%
Delta 0.884 ≈88% ITM
Gamma 0.001
Theta -4.718
Vega 0.221
Open interest 1
Model this call
Put · $627.5
Last —
Breakeven —
Implied vol 151.5%
Delta -0.04 ≈4% ITM
Gamma 0.001
Theta -1.285
Vega 0.086
Open interest 0
Model this put
1
1
236.6%
0.884
$276.00
630
$2.59
-0.056
169.1%
11
12
Call · $630
In the money
Last $276.00
Breakeven $906.00
Implied vol 236.6%
Delta 0.884 ≈88% ITM
Gamma 0.001
Theta -4.688
Vega 0.221
Open interest 1
Model this call
Put · $630
Last $2.59
Breakeven $627.41
Implied vol 169.1%
Delta -0.056 ≈6% ITM
Gamma 0.001
Theta -1.914
Vega 0.086
Open interest 12
Model this put
0
—
231.2%
0.885
—
632.5
$4.15
-0.053
163.2%
140
222
Call · $632.5
In the money
Last —
Breakeven —
Implied vol 231.2%
Delta 0.885 ≈89% ITM
Gamma 0.001
Theta -4.546
Vega 0.222
Open interest 0
Model this call
Put · $632.5
Last $4.15
Breakeven $628.35
Implied vol 163.2%
Delta -0.053 ≈5% ITM
Gamma 0.001
Theta -1.776
Vega 0.086
Open interest 222
Model this put
5
4
230.8%
0.882
$262.60
635
$3.21
-0.056
164.8%
2
480
Call · $635
In the money
Last $262.60
Breakeven $897.60
Implied vol 230.8%
Delta 0.882 ≈88% ITM
Gamma 0.001
Theta -4.609
Vega 0.222
Open interest 5
Model this call
Put · $635
Last $3.21
Breakeven $631.79
Implied vol 164.8%
Delta -0.056 ≈6% ITM
Gamma 0.001
Theta -1.885
Vega 0.149
Open interest 480
Model this put
20
40
228.3%
0.881
$189.21
637.5
$3.91
-0.066
170.3%
1
22
Call · $637.5
In the money
Last $189.21
Breakeven $826.71
Implied vol 228.3%
Delta 0.881 ≈88% ITM
Gamma 0.001
Theta -4.588
Vega 0.223
Open interest 20
Model this call
Put · $637.5
Last $3.91
Breakeven $633.59
Implied vol 170.3%
Delta -0.066 ≈7% ITM
Gamma 0.001
Theta -2.174
Vega 0.149
Open interest 22
Model this put
10
3
226.8%
0.879
$214.71
640
$8.40
-0.055
158.1%
8
56
Call · $640
In the money
Last $214.71
Breakeven $854.71
Implied vol 226.8%
Delta 0.879 ≈88% ITM
Gamma 0.001
Theta -4.604
Vega 0.223
Open interest 10
Model this call
Put · $640
Last $8.40
Breakeven $631.60
Implied vol 158.1%
Delta -0.055 ≈6% ITM
Gamma 0.001
Theta -1.766
Vega 0.086
Open interest 56
Model this put
1
1
229.3%
0.874
$118.00
642.5
$4.00
-0.061
160.8%
1
77
Call · $642.5
In the money
Last $118.00
Breakeven $760.50
Implied vol 229.3%
Delta 0.874 ≈87% ITM
Gamma 0.001
Theta -4.788
Vega 0.224
Open interest 1
Model this call
Put · $642.5
Last $4.00
Breakeven $638.50
Implied vol 160.8%
Delta -0.061 ≈6% ITM
Gamma 0.001
Theta -1.932
Vega 0.15
Open interest 77
Model this put
1
1
225.1%
0.874
$274.20
645
$4.47
-0.069
165%
7
7
Call · $645
In the money
Last $274.20
Breakeven $919.20
Implied vol 225.1%
Delta 0.874 ≈87% ITM
Gamma 0.001
Theta -4.693
Vega 0.224
Open interest 1
Model this call
Put · $645
Last $4.47
Breakeven $640.53
Implied vol 165%
Delta -0.069 ≈7% ITM
Gamma 0.001
Theta -2.174
Vega 0.15
Open interest 7
Model this put
1
2
226%
0.87
$182.11
647.5
—
-0.065
159.4%
—
0
Call · $647.5
In the money
Last $182.11
Breakeven $829.61
Implied vol 226%
Delta 0.87 ≈87% ITM
Gamma 0.001
Theta -4.812
Vega 0.225
Open interest 1
Model this call
Put · $647.5
Last —
Breakeven —
Implied vol 159.4%
Delta -0.065 ≈7% ITM
Gamma 0.001
Theta -2.016
Vega 0.15
Open interest 0
Model this put
2
1
220.5%
0.872
$232.00
650
$5.21
-0.066
157.4%
61
98
Call · $650
In the money
Last $232.00
Breakeven $882.00
Implied vol 220.5%
Delta 0.872 ≈87% ITM
Gamma 0.001
Theta -4.66
Vega 0.225
Open interest 2
Model this call
Put · $650
Last $5.21
Breakeven $644.79
Implied vol 157.4%
Delta -0.066 ≈7% ITM
Gamma 0.001
Theta -2.007
Vega 0.151
Open interest 98
Model this put
0
—
221.4%
0.867
—
652.5
$5.80
-0.076
163%
14
0
Call · $652.5
In the money
Last —
Breakeven —
Implied vol 221.4%
Delta 0.867 ≈87% ITM
Gamma 0.001
Theta -4.779
Vega 0.226
Open interest 0
Model this call
Put · $652.5
Last $5.80
Breakeven $646.70
Implied vol 163%
Delta -0.076 ≈8% ITM
Gamma 0.001
Theta -2.304
Vega 0.151
Open interest 0
Model this put
1
1
220.5%
0.865
$199.01
655
$6.39
-0.069
155.2%
9
21
Call · $655
In the money
Last $199.01
Breakeven $854.01
Implied vol 220.5%
Delta 0.865 ≈86% ITM
Gamma 0.001
Theta -4.823
Vega 0.226
Open interest 1
Model this call
Put · $655
Last $6.39
Breakeven $648.61
Implied vol 155.2%
Delta -0.069 ≈7% ITM
Gamma 0.001
Theta -2.057
Vega 0.151
Open interest 21
Model this put
0
—
217%
0.864
—
657.5
$7.07
-0.067
150.5%
1
1
Call · $657.5
In the money
Last —
Breakeven —
Implied vol 217%
Delta 0.864 ≈86% ITM
Gamma 0.001
Theta -4.755
Vega 0.227
Open interest 0
Model this call
Put · $657.5
Last $7.07
Breakeven $650.43
Implied vol 150.5%
Delta -0.067 ≈7% ITM
Gamma 0.001
Theta -1.933
Vega 0.151
Open interest 1
Model this put
1
1
218%
0.86
$238.98
660
$5.66
-0.084
161.9%
14
14
Call · $660
In the money
Last $238.98
Breakeven $898.98
Implied vol 218%
Delta 0.86 ≈86% ITM
Gamma 0.001
Theta -4.874
Vega 0.227
Open interest 1
Model this call
Put · $660
Last $5.66
Breakeven $654.34
Implied vol 161.9%
Delta -0.084 ≈8% ITM
Gamma 0.001
Theta -2.473
Vega 0.152
Open interest 14
Model this put
0
—
214%
0.86
—
662.5
$35.60
-0.076
152.9%
2
1
Call · $662.5
In the money
Last —
Breakeven —
Implied vol 214%
Delta 0.86 ≈86% ITM
Gamma 0.001
Theta -4.788
Vega 0.227
Open interest 0
Model this call
Put · $662.5
Last $35.60
Breakeven $626.90
Implied vol 152.9%
Delta -0.076 ≈8% ITM
Gamma 0.001
Theta -2.173
Vega 0.152
Open interest 1
Model this put
0
—
213.2%
0.857
—
665
$6.31
-0.081
153.8%
20
434
Call · $665
In the money
Last —
Breakeven —
Implied vol 213.2%
Delta 0.857 ≈86% ITM
Gamma 0.001
Theta -4.832
Vega 0.228
Open interest 0
Model this call
Put · $665
Last $6.31
Breakeven $658.69
Implied vol 153.8%
Delta -0.081 ≈8% ITM
Gamma 0.001
Theta -2.279
Vega 0.152
Open interest 434
Model this put
0
—
213.9%
0.853
—
667.5
—
-0.082
152.6%
—
0
Call · $667.5
In the money
Last —
Breakeven —
Implied vol 213.9%
Delta 0.853 ≈85% ITM
Gamma 0.001
Theta -4.942
Vega 0.228
Open interest 0
Model this call
Put · $667.5
Last —
Breakeven —
Implied vol 152.6%
Delta -0.082 ≈8% ITM
Gamma 0.001
Theta -2.297
Vega 0.153
Open interest 0
Model this put
0
1
213.3%
0.85
$187.84
670
$7.69
-0.091
156.9%
14
25
Call · $670
In the money
Last $187.84
Breakeven $857.84
Implied vol 213.3%
Delta 0.85 ≈85% ITM
Gamma 0.001
Theta -4.995
Vega 0.229
Open interest 0
Model this call
Put · $670
Last $7.69
Breakeven $662.31
Implied vol 156.9%
Delta -0.091 ≈9% ITM
Gamma 0.001
Theta -2.546
Vega 0.153
Open interest 25
Model this put
0
—
209.7%
0.85
—
672.5
—
-0.09
153.3%
—
0
Call · $672.5
In the money
Last —
Breakeven —
Implied vol 209.7%
Delta 0.85 ≈85% ITM
Gamma 0.001
Theta -4.918
Vega 0.229
Open interest 0
Model this call
Put · $672.5
Last —
Breakeven —
Implied vol 153.3%
Delta -0.09 ≈9% ITM
Gamma 0.001
Theta -2.469
Vega 0.153
Open interest 0
Model this put
1
2
211.5%
0.845
$167.70
675
$6.42
-0.103
162.5%
14
58
Call · $675
In the money
Last $167.70
Breakeven $842.70
Implied vol 211.5%
Delta 0.845 ≈84% ITM
Gamma 0.001
Theta -5.074
Vega 0.23
Open interest 1
Model this call
Put · $675
Last $6.42
Breakeven $668.58
Implied vol 162.5%
Delta -0.103 ≈10% ITM
Gamma 0.001
Theta -2.922
Vega 0.153
Open interest 58
Model this put
0
—
202.6%
0.849
—
677.5
$39.52
-0.106
162.6%
5
5
Call · $677.5
In the money
Last —
Breakeven —
Implied vol 202.6%
Delta 0.849 ≈85% ITM
Gamma 0.001
Theta -4.772
Vega 0.23
Open interest 0
Model this call
Put · $677.5
Last $39.52
Breakeven $637.98
Implied vol 162.6%
Delta -0.106 ≈11% ITM
Gamma 0.001
Theta -2.994
Vega 0.154
Open interest 5
Model this put
8
14
202.5%
0.845
$209.84
680
$8.83
-0.094
148.6%
39
61
Call · $680
In the money
Last $209.84
Breakeven $889.84
Implied vol 202.5%
Delta 0.845 ≈85% ITM
Gamma 0.001
Theta -4.845
Vega 0.231
Open interest 8
Model this call
Put · $680
Last $8.83
Breakeven $671.17
Implied vol 148.6%
Delta -0.094 ≈9% ITM
Gamma 0.001
Theta -2.483
Vega 0.154
Open interest 61
Model this put
0
—
201.9%
0.842
—
682.5
$8.89
-0.113
162.9%
25
0
Call · $682.5
In the money
Last —
Breakeven —
Implied vol 201.9%
Delta 0.842 ≈84% ITM
Gamma 0.001
Theta -4.898
Vega 0.231
Open interest 0
Model this call
Put · $682.5
Last $8.89
Breakeven $673.61
Implied vol 162.9%
Delta -0.113 ≈11% ITM
Gamma 0.001
Theta -3.152
Vega 0.231
Open interest 0
Model this put
1
1
208%
0.833
$258.10
685
$8.29
-0.107
153.9%
10
32
Call · $685
In the money
Last $258.10
Breakeven $943.10
Implied vol 208%
Delta 0.833 ≈83% ITM
Gamma 0.001
Theta -5.242
Vega 0.231
Open interest 1
Model this call
Put · $685
Last $8.29
Breakeven $676.71
Implied vol 153.9%
Delta -0.107 ≈11% ITM
Gamma 0.001
Theta -2.845
Vega 0.155
Open interest 32
Model this put
0
—
207.4%
0.83
—
687.5
$11.10
-0.125
165.2%
15
6
Call · $687.5
In the money
Last —
Breakeven —
Implied vol 207.4%
Delta 0.83 ≈83% ITM
Gamma 0.001
Theta -5.295
Vega 0.232
Open interest 0
Model this call
Put · $687.5
Last $11.10
Breakeven $676.40
Implied vol 165.2%
Delta -0.125 ≈13% ITM
Gamma 0.001
Theta -3.4
Vega 0.232
Open interest 6
Model this put
0
—
208.8%
0.825
—
690
$10.95
-0.121
159.1%
41
71
Call · $690
In the money
Last —
Breakeven —
Implied vol 208.8%
Delta 0.825 ≈83% ITM
Gamma 0.001
Theta -5.433
Vega 0.232
Open interest 0
Model this call
Put · $690
Last $10.95
Breakeven $679.05
Implied vol 159.1%
Delta -0.121 ≈12% ITM
Gamma 0.001
Theta -3.21
Vega 0.233
Open interest 71
Model this put
0
—
200%
0.829
—
692.5
$10.00
-0.124
158.2%
15
7
Call · $692.5
In the money
Last —
Breakeven —
Implied vol 200%
Delta 0.829 ≈83% ITM
Gamma 0.001
Theta -5.131
Vega 0.233
Open interest 0
Model this call
Put · $692.5
Last $10.00
Breakeven $682.50
Implied vol 158.2%
Delta -0.124 ≈12% ITM
Gamma 0.001
Theta -3.244
Vega 0.233
Open interest 7
Model this put
0
4
207.8%
0.819
$192.70
695
$10.58
-0.126
156.2%
4
24
Call · $695
In the money
Last $192.70
Breakeven $887.70
Implied vol 207.8%
Delta 0.819 ≈82% ITM
Gamma 0.001
Theta -5.55
Vega 0.233
Open interest 0
Model this call
Put · $695
Last $10.58
Breakeven $684.42
Implied vol 156.2%
Delta -0.126 ≈13% ITM
Gamma 0.001
Theta -3.232
Vega 0.234
Open interest 24
Model this put
5
10
205.1%
0.817
$216.60
697.5
$8.90
-0.127
153.8%
5
14
Call · $697.5
In the money
Last $216.60
Breakeven $914.10
Implied vol 205.1%
Delta 0.817 ≈82% ITM
Gamma 0.001
Theta -5.51
Vega 0.234
Open interest 5
Model this call
Put · $697.5
Last $8.90
Breakeven $688.60
Implied vol 153.8%
Delta -0.127 ≈13% ITM
Gamma 0.001
Theta -3.201
Vega 0.234
Open interest 14
Model this put
13
11
198.3%
0.819
$190.00
700
$11.43
-0.134
155.2%
128
121
Call · $700
In the money
Last $190.00
Breakeven $890.00
Implied vol 198.3%
Delta 0.819 ≈82% ITM
Gamma 0.001
Theta -5.292
Vega 0.234
Open interest 13
Model this call
Put · $700
Last $11.43
Breakeven $688.57
Implied vol 155.2%
Delta -0.134 ≈13% ITM
Gamma 0.001
Theta -3.339
Vega 0.235
Open interest 121
Model this put
5
10
198.6%
0.815
$212.50
702.5
$9.85
-0.141
156.9%
8
10
Call · $702.5
In the money
Last $212.50
Breakeven $915.00
Implied vol 198.6%
Delta 0.815 ≈82% ITM
Gamma 0.001
Theta -5.383
Vega 0.235
Open interest 5
Model this call
Put · $702.5
Last $9.85
Breakeven $692.65
Implied vol 156.9%
Delta -0.141 ≈14% ITM
Gamma 0.001
Theta -3.487
Vega 0.235
Open interest 10
Model this put
1
2
196.8%
0.813
$207.27
705
$10.50
-0.144
155.3%
5
31
Call · $705
In the money
Last $207.27
Breakeven $912.27
Implied vol 196.8%
Delta 0.813 ≈81% ITM
Gamma 0.001
Theta -5.381
Vega 0.235
Open interest 1
Model this call
Put · $705
Last $10.50
Breakeven $694.50
Implied vol 155.3%
Delta -0.144 ≈14% ITM
Gamma 0.002
Theta -3.493
Vega 0.235
Open interest 31
Model this put
0
—
203%
0.804
—
707.5
$11.09
-0.151
157.4%
6
39
Call · $707.5
In the money
Last —
Breakeven —
Implied vol 203%
Delta 0.804 ≈80% ITM
Gamma 0.001
Theta -5.727
Vega 0.308
Open interest 0
Model this call
Put · $707.5
Last $11.09
Breakeven $696.41
Implied vol 157.4%
Delta -0.151 ≈15% ITM
Gamma 0.002
Theta -3.659
Vega 0.236
Open interest 39
Model this put
32
62
203.8%
0.799
$204.43
710
$12.30
-0.154
156.1%
7
50
Call · $710
In the money
Last $204.43
Breakeven $914.43
Implied vol 203.8%
Delta 0.799 ≈80% ITM
Gamma 0.001
Theta -5.826
Vega 0.308
Open interest 32
Model this call
Put · $710
Last $12.30
Breakeven $697.70
Implied vol 156.1%
Delta -0.154 ≈15% ITM
Gamma 0.002
Theta -3.675
Vega 0.236
Open interest 50
Model this put
0
—
200%
0.798
—
712.5
$9.89
-0.158
155.2%
22
13
Call · $712.5
In the money
Last —
Breakeven —
Implied vol 200%
Delta 0.798 ≈80% ITM
Gamma 0.001
Theta -5.734
Vega 0.309
Open interest 0
Model this call
Put · $712.5
Last $9.89
Breakeven $702.61
Implied vol 155.2%
Delta -0.158 ≈16% ITM
Gamma 0.002
Theta -3.71
Vega 0.237
Open interest 13
Model this put
18
5
198.9%
0.794
$189.36
715
$11.13
-0.165
157.2%
18
31
Call · $715
In the money
Last $189.36
Breakeven $904.36
Implied vol 198.9%
Delta 0.794 ≈79% ITM
Gamma 0.001
Theta -5.753
Vega 0.31
Open interest 18
Model this call
Put · $715
Last $11.13
Breakeven $703.87
Implied vol 157.2%
Delta -0.165 ≈16% ITM
Gamma 0.002
Theta -3.876
Vega 0.237
Open interest 31
Model this put
2
2
198.3%
0.79
$79.90
717.5
$13.60
-0.168
155.9%
6
2
Call · $717.5
In the money
Last $79.90
Breakeven $797.40
Implied vol 198.3%
Delta 0.79 ≈79% ITM
Gamma 0.002
Theta -5.792
Vega 0.31
Open interest 2
Model this call
Put · $717.5
Last $13.60
Breakeven $703.90
Implied vol 155.9%
Delta -0.168 ≈17% ITM
Gamma 0.002
Theta -3.892
Vega 0.238
Open interest 2
Model this put
20
16
195.3%
0.788
$187.39
720
$15.90
-0.168
152.3%
413
49
Call · $720
In the money
Last $187.39
Breakeven $907.39
Implied vol 195.3%
Delta 0.788 ≈79% ITM
Gamma 0.002
Theta -5.733
Vega 0.311
Open interest 20
Model this call
Put · $720
Last $15.90
Breakeven $704.10
Implied vol 152.3%
Delta -0.168 ≈17% ITM
Gamma 0.002
Theta -3.805
Vega 0.238
Open interest 49
Model this put
0
—
191%
0.787
—
722.5
$12.90
-0.178
156.9%
14
1
Call · $722.5
In the money
Last —
Breakeven —
Implied vol 191%
Delta 0.787 ≈79% ITM
Gamma 0.002
Theta -5.621
Vega 0.311
Open interest 0
Model this call
Put · $722.5
Last $12.90
Breakeven $709.60
Implied vol 156.9%
Delta -0.178 ≈18% ITM
Gamma 0.002
Theta -4.083
Vega 0.238
Open interest 1
Model this put
16
6
190.3%
0.783
$193.60
725
$16.80
-0.176
150.9%
41
114
Call · $725
In the money
Last $193.60
Breakeven $918.60
Implied vol 190.3%
Delta 0.783 ≈78% ITM
Gamma 0.002
Theta -5.653
Vega 0.312
Open interest 16
Model this call
Put · $725
Last $16.80
Breakeven $708.20
Implied vol 150.9%
Delta -0.176 ≈18% ITM
Gamma 0.002
Theta -3.893
Vega 0.239
Open interest 114
Model this put
1
2
194.2%
0.774
$192.07
727.5
$14.15
-0.187
156.1%
36
0
Call · $727.5
In the money
Last $192.07
Breakeven $919.57
Implied vol 194.2%
Delta 0.774 ≈77% ITM
Gamma 0.002
Theta -5.876
Vega 0.312
Open interest 1
Model this call
Put · $727.5
Last $14.15
Breakeven $713.35
Implied vol 156.1%
Delta -0.187 ≈19% ITM
Gamma 0.002
Theta -4.2
Vega 0.239
Open interest 0
Model this put
0
1
193.1%
0.771
$171.73
730
$17.95
-0.192
156.9%
81
103
Call · $730
In the money
Last $171.73
Breakeven $901.73
Implied vol 193.1%
Delta 0.771 ≈77% ITM
Gamma 0.002
Theta -5.896
Vega 0.313
Open interest 0
Model this call
Put · $730
Last $17.95
Breakeven $712.05
Implied vol 156.9%
Delta -0.192 ≈19% ITM
Gamma 0.002
Theta -4.31
Vega 0.24
Open interest 103
Model this put
1
1
186.4%
0.772
$76.79
732.5
$20.35
-0.196
155.4%
32
46
Call · $732.5
In the money
Last $76.79
Breakeven $809.29
Implied vol 186.4%
Delta 0.772 ≈77% ITM
Gamma 0.002
Theta -5.679
Vega 0.314
Open interest 1
Model this call
Put · $732.5
Last $20.35
Breakeven $712.15
Implied vol 155.4%
Delta -0.196 ≈20% ITM
Gamma 0.002
Theta -4.316
Vega 0.24
Open interest 46
Model this put
9
9
191.7%
0.762
$385.82
735
$15.35
-0.201
156.6%
3
26
Call · $735
In the money
Last $385.82
Breakeven $1,120.82
Implied vol 191.7%
Delta 0.762 ≈76% ITM
Gamma 0.002
Theta -5.961
Vega 0.314
Open interest 9
Model this call
Put · $735
Last $15.35
Breakeven $719.65
Implied vol 156.6%
Delta -0.201 ≈20% ITM
Gamma 0.002
Theta -4.445
Vega 0.241
Open interest 26
Model this put
8
13
186.5%
0.761
$177.70
737.5
$16.70
-0.205
155.3%
4
0
Call · $737.5
In the money
Last $177.70
Breakeven $915.20
Implied vol 186.5%
Delta 0.761 ≈76% ITM
Gamma 0.002
Theta -5.81
Vega 0.315
Open interest 8
Model this call
Put · $737.5
Last $16.70
Breakeven $720.80
Implied vol 155.3%
Delta -0.205 ≈21% ITM
Gamma 0.002
Theta -4.452
Vega 0.315
Open interest 0
Model this put
8
14
189.9%
0.754
$186.92
740
$20.30
-0.208
152.4%
210
30
Call · $740
In the money
Last $186.92
Breakeven $926.92
Implied vol 189.9%
Delta 0.754 ≈75% ITM
Gamma 0.002
Theta -6.013
Vega 0.315
Open interest 8
Model this call
Put · $740
Last $20.30
Breakeven $719.70
Implied vol 152.4%
Delta -0.208 ≈21% ITM
Gamma 0.002
Theta -4.392
Vega 0.316
Open interest 30
Model this put
1
1
188.7%
0.75
$67.80
742.5
$20.50
-0.215
153.5%
4
3
Call · $742.5
In the money
Last $67.80
Breakeven $810.30
Implied vol 188.7%
Delta 0.75 ≈75% ITM
Gamma 0.002
Theta -6.026
Vega 0.316
Open interest 1
Model this call
Put · $742.5
Last $20.50
Breakeven $722.00
Implied vol 153.5%
Delta -0.215 ≈22% ITM
Gamma 0.002
Theta -4.497
Vega 0.316
Open interest 3
Model this put
2
2
184%
0.748
$118.85
745
$19.70
-0.221
153.1%
6
37
Call · $745
In the money
Last $118.85
Breakeven $863.85
Implied vol 184%
Delta 0.748 ≈75% ITM
Gamma 0.002
Theta -5.894
Vega 0.316
Open interest 2
Model this call
Put · $745
Last $19.70
Breakeven $725.30
Implied vol 153.1%
Delta -0.221 ≈22% ITM
Gamma 0.002
Theta -4.543
Vega 0.317
Open interest 37
Model this put
5
1
183.6%
0.744
$176.64
747.5
$21.80
-0.225
151.5%
3
5
Call · $747.5
In the money
Last $176.64
Breakeven $924.14
Implied vol 183.6%
Delta 0.744 ≈74% ITM
Gamma 0.002
Theta -5.94
Vega 0.317
Open interest 5
Model this call
Put · $747.5
Last $21.80
Breakeven $725.70
Implied vol 151.5%
Delta -0.225 ≈22% ITM
Gamma 0.002
Theta -4.535
Vega 0.317
Open interest 5
Model this put
48
4
184.4%
0.738
$125.00
750
$22.92
-0.23
150.6%
255
96
Call · $750
In the money
Last $125.00
Breakeven $875.00
Implied vol 184.4%
Delta 0.738 ≈74% ITM
Gamma 0.002
Theta -6.031
Vega 0.317
Open interest 48
Model this call
Put · $750
Last $22.92
Breakeven $727.08
Implied vol 150.6%
Delta -0.23 ≈23% ITM
Gamma 0.002
Theta -4.555
Vega 0.318
Open interest 96
Model this put
2
1
182.8%
0.729
$146.34
755
$25.50
-0.241
149.6%
3
28
Call · $755
In the money
Last $146.34
Breakeven $901.34
Implied vol 182.8%
Delta 0.729 ≈73% ITM
Gamma 0.002
Theta -6.09
Vega 0.318
Open interest 2
Model this call
Put · $755
Last $25.50
Breakeven $729.50
Implied vol 149.6%
Delta -0.241 ≈24% ITM
Gamma 0.002
Theta -4.632
Vega 0.319
Open interest 28
Model this put
4
3
186.7%
0.716
$97.15
760
$23.50
-0.254
150.3%
10
38
Call · $760
In the money
Last $97.15
Breakeven $857.15
Implied vol 186.7%
Delta 0.716 ≈72% ITM
Gamma 0.002
Theta -6.379
Vega 0.319
Open interest 4
Model this call
Put · $760
Last $23.50
Breakeven $736.50
Implied vol 150.3%
Delta -0.254 ≈25% ITM
Gamma 0.002
Theta -4.783
Vega 0.32
Open interest 38
Model this put
22
2
185.8%
0.707
$177.09
765
$25.95
-0.265
148.7%
2
74
Call · $765
In the money
Last $177.09
Breakeven $942.09
Implied vol 185.8%
Delta 0.707 ≈71% ITM
Gamma 0.002
Theta -6.463
Vega 0.321
Open interest 22
Model this call
Put · $765
Last $25.95
Breakeven $739.05
Implied vol 148.7%
Delta -0.265 ≈26% ITM
Gamma 0.002
Theta -4.835
Vega 0.321
Open interest 74
Model this put
41
2
187.5%
0.696
$125.60
770
$31.01
-0.275
146.7%
5
111
Call · $770
In the money
Last $125.60
Breakeven $895.60
Implied vol 187.5%
Delta 0.696 ≈70% ITM
Gamma 0.002
Theta -6.66
Vega 0.322
Open interest 41
Model this call
Put · $770
Last $31.01
Breakeven $738.99
Implied vol 146.7%
Delta -0.275 ≈28% ITM
Gamma 0.002
Theta -4.866
Vega 0.322
Open interest 111
Model this put
45
1
182.2%
0.688
$102.94
775
$30.70
-0.29
149.8%
4
20
Call · $775
In the money
Last $102.94
Breakeven $877.94
Implied vol 182.2%
Delta 0.688 ≈69% ITM
Gamma 0.002
Theta -6.561
Vega 0.323
Open interest 45
Model this call
Put · $775
Last $30.70
Breakeven $744.30
Implied vol 149.8%
Delta -0.29 ≈29% ITM
Gamma 0.002
Theta -5.116
Vega 0.323
Open interest 20
Model this put
27
1
180.3%
0.679
$169.72
780
$33.39
-0.299
145.1%
173
66
Call · $780
In the money
Last $169.72
Breakeven $949.72
Implied vol 180.3%
Delta 0.679 ≈68% ITM
Gamma 0.002
Theta -6.579
Vega 0.37
Open interest 27
Model this call
Put · $780
Last $33.39
Breakeven $746.61
Implied vol 145.1%
Delta -0.299 ≈30% ITM
Gamma 0.002
Theta -5.035
Vega 0.324
Open interest 66
Model this put
12
6
184.2%
0.666
$172.21
785
$29.65
-0.311
144%
5
101
Call · $785
In the money
Last $172.21
Breakeven $957.21
Implied vol 184.2%
Delta 0.666 ≈67% ITM
Gamma 0.002
Theta -6.789
Vega 0.371
Open interest 12
Model this call
Put · $785
Last $29.65
Breakeven $755.35
Implied vol 144%
Delta -0.311 ≈31% ITM
Gamma 0.003
Theta -5.107
Vega 0.325
Open interest 101
Model this put
5
1
182.3%
0.655
$101.81
790
$35.24
-0.325
145.9%
19
33
Call · $790
In the money
Last $101.81
Breakeven $891.81
Implied vol 182.3%
Delta 0.655 ≈66% ITM
Gamma 0.002
Theta -6.776
Vega 0.372
Open interest 5
Model this call
Put · $790
Last $35.24
Breakeven $754.76
Implied vol 145.9%
Delta -0.325 ≈33% ITM
Gamma 0.003
Theta -5.301
Vega 0.373
Open interest 33
Model this put
23
1
178%
0.645
$98.16
795
$28.50
-0.343
151.8%
4
38
Call · $795
In the money
Last $98.16
Breakeven $893.16
Implied vol 178%
Delta 0.645 ≈65% ITM
Gamma 0.002
Theta -6.67
Vega 0.374
Open interest 23
Model this call
Put · $795
Last $28.50
Breakeven $766.50
Implied vol 151.8%
Delta -0.343 ≈34% ITM
Gamma 0.003
Theta -5.584
Vega 0.374
Open interest 38
Model this put
34
3
180.7%
0.633
$94.25
800
$40.20
-0.354
147.2%
46
81
Call · $800
In the money
Last $94.25
Breakeven $894.25
Implied vol 180.7%
Delta 0.633 ≈63% ITM
Gamma 0.002
Theta -6.834
Vega 0.375
Open interest 34
Model this call
Put · $800
Last $40.20
Breakeven $759.80
Implied vol 147.2%
Delta -0.354 ≈35% ITM
Gamma 0.003
Theta -5.462
Vega 0.376
Open interest 81
Model this put
12
2
178.6%
0.622
$92.14
805
$42.05
-0.367
145.8%
4
22
Call · $805
In the money
Last $92.14
Breakeven $897.14
Implied vol 178.6%
Delta 0.622 ≈62% ITM
Gamma 0.002
Theta -6.811
Vega 0.376
Open interest 12
Model this call
Put · $805
Last $42.05
Breakeven $762.95
Implied vol 145.8%
Delta -0.367 ≈37% ITM
Gamma 0.003
Theta -5.459
Vega 0.377
Open interest 22
Model this put
59
2
173.9%
0.612
$82.43
810
$46.49
-0.379
139.7%
73
76
Call · $810
In the money
Last $82.43
Breakeven $892.43
Implied vol 173.9%
Delta 0.612 ≈61% ITM
Gamma 0.002
Theta -6.684
Vega 0.377
Open interest 59
Model this call
Put · $810
Last $46.49
Breakeven $763.51
Implied vol 139.7%
Delta -0.379 ≈38% ITM
Gamma 0.003
Theta -5.275
Vega 0.378
Open interest 76
Model this put
3
2
173.4%
0.6
$35.77
815
$49.10
-0.395
145.2%
257
17
Call · $815
In the money
Last $35.77
Breakeven $850.77
Implied vol 173.4%
Delta 0.6 ≈60% ITM
Gamma 0.002
Theta -6.724
Vega 0.379
Open interest 3
Model this call
Put · $815
Last $49.10
Breakeven $765.90
Implied vol 145.2%
Delta -0.395 ≈40% ITM
Gamma 0.003
Theta -5.548
Vega 0.379
Open interest 17
Model this put
24
2
175.6%
0.588
$75.00
820
$45.20
-0.409
145.4%
18
78
Call · $820
In the money
Last $75.00
Breakeven $895.00
Implied vol 175.6%
Delta 0.588 ≈59% ITM
Gamma 0.002
Theta -6.872
Vega 0.38
Open interest 24
Model this call
Put · $820
Last $45.20
Breakeven $774.80
Implied vol 145.4%
Delta -0.409 ≈41% ITM
Gamma 0.003
Theta -5.607
Vega 0.38
Open interest 78
Model this put
13
2
167.5%
0.576
$125.85
825
$46.70
-0.423
136.9%
16
32
Call · $825
In the money
Last $125.85
Breakeven $950.85
Implied vol 167.5%
Delta 0.576 ≈58% ITM
Gamma 0.002
Theta -6.61
Vega 0.381
Open interest 13
Model this call
Put · $825
Last $46.70
Breakeven $778.30
Implied vol 136.9%
Delta -0.423 ≈42% ITM
Gamma 0.003
Theta -5.324
Vega 0.382
Open interest 32
Model this put
113
3
175.8%
0.565
$75.27
830
$55.23
-0.438
144.7%
19
42
Call · $830
In the money
Last $75.27
Breakeven $905.27
Implied vol 175.8%
Delta 0.565 ≈56% ITM
Gamma 0.002
Theta -6.997
Vega 0.382
Open interest 113
Model this call
Put · $830
Last $55.23
Breakeven $774.77
Implied vol 144.7%
Delta -0.438 ≈44% ITM
Gamma 0.003
Theta -5.691
Vega 0.383
Open interest 42
Model this put
24
42
174.8%
0.553
$77.00
835
$57.70
-0.452
142%
7
22
Call · $835
In the money
Last $77.00
Breakeven $912.00
Implied vol 174.8%
Delta 0.553 ≈55% ITM
Gamma 0.002
Theta -7.015
Vega 0.383
Open interest 24
Model this call
Put · $835
Last $57.70
Breakeven $777.30
Implied vol 142%
Delta -0.452 ≈45% ITM
Gamma 0.003
Theta -5.636
Vega 0.384
Open interest 22
Model this put
30
5
175.2%
0.541
$64.10
840
$53.32
-0.466
143.4%
28
60
Call · $840
In the money
Last $64.10
Breakeven $904.10
Implied vol 175.2%
Delta 0.541 ≈54% ITM
Gamma 0.002
Theta -7.091
Vega 0.385
Open interest 30
Model this call
Put · $840
Last $53.32
Breakeven $786.68
Implied vol 143.4%
Delta -0.466 ≈47% ITM
Gamma 0.003
Theta -5.747
Vega 0.385
Open interest 60
Model this put
39
6
165.7%
0.527
$63.39
845
$57.55
-0.482
136.5%
6
54
Call · $845
In the money
Last $63.39
Breakeven $908.39
Implied vol 165.7%
Delta 0.527 ≈53% ITM
Gamma 0.003
Theta -6.694
Vega 0.386
Open interest 39
Model this call
Put · $845
Last $57.55
Breakeven $787.45
Implied vol 136.5%
Delta -0.482 ≈48% ITM
Gamma 0.003
Theta -5.448
Vega 0.386
Open interest 54
Model this put
1.9k
67
174.5%
0.518
$61.42
850
$60.10
-0.495
141%
49
93
Call · $850
In the money
Last $61.42
Breakeven $911.42
Implied vol 174.5%
Delta 0.518 ≈52% ITM
Gamma 0.002
Theta -7.029
Vega 0.387
Open interest 1.9k
Model this call
Put · $850
Last $60.10
Breakeven $789.90
Implied vol 141%
Delta -0.495 ≈49% ITM
Gamma 0.003
Theta -5.606
Vega 0.388
Open interest 93
Model this put
Underlying $851.69
157
9
164.6%
0.503
$58.00
855
$61.20
-0.511
136.8%
10
22
Call · $855
Last $58.00
Breakeven $913.00
Implied vol 164.6%
Delta 0.503 ≈50% ITM
Gamma 0.003
Theta -6.612
Vega 0.388
Open interest 157
Model this call
Put · $855
In the money
Last $61.20
Breakeven $793.80
Implied vol 136.8%
Delta -0.511 ≈51% ITM
Gamma 0.003
Theta -5.417
Vega 0.389
Open interest 22
Model this put
30
22
169.9%
0.493
$53.00
860
$58.10
-0.525
138.2%
6
36
Call · $860
Last $53.00
Breakeven $913.00
Implied vol 169.9%
Delta 0.493 ≈49% ITM
Gamma 0.002
Theta -6.806
Vega 0.389
Open interest 30
Model this call
Put · $860
In the money
Last $58.10
Breakeven $801.90
Implied vol 138.2%
Delta -0.525 ≈52% ITM
Gamma 0.003
Theta -5.45
Vega 0.39
Open interest 36
Model this put
9
11
165.4%
0.479
$52.00
865
$56.30
-0.544
131.8%
1
7
Call · $865
Last $52.00
Breakeven $917.00
Implied vol 165.4%
Delta 0.479 ≈48% ITM
Gamma 0.002
Theta -6.607
Vega 0.39
Open interest 9
Model this call
Put · $865
In the money
Last $56.30
Breakeven $808.70
Implied vol 131.8%
Delta -0.544 ≈54% ITM
Gamma 0.003
Theta -5.167
Vega 0.391
Open interest 7
Model this put
46
23
161.8%
0.465
$51.00
870
$55.70
-0.556
135.3%
22
16
Call · $870
Last $51.00
Breakeven $921.00
Implied vol 161.8%
Delta 0.465 ≈46% ITM
Gamma 0.003
Theta -6.444
Vega 0.392
Open interest 46
Model this call
Put · $870
In the money
Last $55.70
Breakeven $814.30
Implied vol 135.3%
Delta -0.556 ≈56% ITM
Gamma 0.003
Theta -5.289
Vega 0.392
Open interest 16
Model this put
28
25
165.3%
0.455
$50.00
875
$63.69
-0.571
135.7%
3
11
Call · $875
Last $50.00
Breakeven $925.00
Implied vol 165.3%
Delta 0.455 ≈46% ITM
Gamma 0.002
Theta -6.566
Vega 0.393
Open interest 28
Model this call
Put · $875
In the money
Last $63.69
Breakeven $811.31
Implied vol 135.7%
Delta -0.571 ≈57% ITM
Gamma 0.003
Theta -5.282
Vega 0.393
Open interest 11
Model this put
58
35
160.7%
0.439
$47.42
880
$64.07
-0.589
132.4%
5
40
Call · $880
Last $47.42
Breakeven $927.42
Implied vol 160.7%
Delta 0.439 ≈44% ITM
Gamma 0.003
Theta -6.361
Vega 0.394
Open interest 58
Model this call
Put · $880
In the money
Last $64.07
Breakeven $815.93
Implied vol 132.4%
Delta -0.589 ≈59% ITM
Gamma 0.003
Theta -5.123
Vega 0.395
Open interest 40
Model this put
61
32
167.2%
0.433
$45.87
885
$69.93
-0.601
134.5%
1
3
Call · $885
Last $45.87
Breakeven $930.87
Implied vol 167.2%
Delta 0.433 ≈43% ITM
Gamma 0.002
Theta -6.607
Vega 0.395
Open interest 61
Model this call
Put · $885
In the money
Last $69.93
Breakeven $815.07
Implied vol 134.5%
Delta -0.601 ≈60% ITM
Gamma 0.003
Theta -5.188
Vega 0.396
Open interest 3
Model this put
598
112
167.6%
0.421
$40.00
890
$62.42
-0.616
134.8%
29
24
Call · $890
Last $40.00
Breakeven $930.00
Implied vol 167.6%
Delta 0.421 ≈42% ITM
Gamma 0.002
Theta -6.605
Vega 0.396
Open interest 598
Model this call
Put · $890
In the money
Last $62.42
Breakeven $827.58
Implied vol 134.8%
Delta -0.616 ≈62% ITM
Gamma 0.003
Theta -5.171
Vega 0.347
Open interest 24
Model this put
40
12
165.8%
0.408
$38.50
895
$65.68
-0.628
135.2%
22
19
Call · $895
Last $38.50
Breakeven $933.50
Implied vol 165.8%
Delta 0.408 ≈41% ITM
Gamma 0.002
Theta -6.514
Vega 0.397
Open interest 40
Model this call
Put · $895
In the money
Last $65.68
Breakeven $829.32
Implied vol 135.2%
Delta -0.628 ≈63% ITM
Gamma 0.003
Theta -5.106
Vega 0.348
Open interest 19
Model this put
50
140
164.6%
0.394
$38.40
900
$97.72
-0.652
127.3%
5
65
Call · $900
Last $38.40
Breakeven $938.40
Implied vol 164.6%
Delta 0.394 ≈39% ITM
Gamma 0.002
Theta -6.445
Vega 0.399
Open interest 50
Model this call
Put · $900
In the money
Last $97.72
Breakeven $802.28
Implied vol 127.3%
Delta -0.652 ≈65% ITM
Gamma 0.003
Theta -4.659
Vega 0.35
Open interest 65
Model this put
0
—
167.5%
0.392
—
902.5
—
-0.65
132.6%
—
0
Call · $902.5
Last —
Breakeven —
Implied vol 167.5%
Delta 0.392 ≈39% ITM
Gamma 0.002
Theta -6.548
Vega 0.349
Open interest 0
Model this call
Put · $902.5
In the money
Last —
Breakeven —
Implied vol 132.6%
Delta -0.65 ≈65% ITM
Gamma 0.003
Theta -4.864
Vega 0.35
Open interest 0
Model this put
15
17
163.2%
0.382
$34.26
905
$67.20
-0.658
131.7%
18
26
Call · $905
Last $34.26
Breakeven $939.26
Implied vol 163.2%
Delta 0.382 ≈38% ITM
Gamma 0.002
Theta -6.312
Vega 0.35
Open interest 15
Model this call
Put · $905
In the money
Last $67.20
Breakeven $837.80
Implied vol 131.7%
Delta -0.658 ≈66% ITM
Gamma 0.003
Theta -4.779
Vega 0.35
Open interest 26
Model this put
3
1
164.3%
0.378
$35.60
907.5
$68.20
-0.665
131.1%
4
2
Call · $907.5
Last $35.60
Breakeven $943.10
Implied vol 164.3%
Delta 0.378 ≈38% ITM
Gamma 0.002
Theta -6.326
Vega 0.35
Open interest 3
Model this call
Put · $907.5
In the money
Last $68.20
Breakeven $839.30
Implied vol 131.1%
Delta -0.665 ≈67% ITM
Gamma 0.003
Theta -4.713
Vega 0.351
Open interest 2
Model this put
53
12
165.4%
0.375
$35.57
910
$81.38
-0.676
128.8%
1
20
Call · $910
Last $35.57
Breakeven $945.57
Implied vol 165.4%
Delta 0.375 ≈37% ITM
Gamma 0.002
Theta -6.333
Vega 0.351
Open interest 53
Model this call
Put · $910
In the money
Last $81.38
Breakeven $828.62
Implied vol 128.8%
Delta -0.676 ≈68% ITM
Gamma 0.003
Theta -4.562
Vega 0.352
Open interest 20
Model this put
11
20
165.1%
0.369
$75.00
912.5
$69.90
-0.683
128.7%
2
1
Call · $912.5
Last $75.00
Breakeven $987.50
Implied vol 165.1%
Delta 0.369 ≈37% ITM
Gamma 0.002
Theta -6.281
Vega 0.351
Open interest 11
Model this call
Put · $912.5
In the money
Last $69.90
Breakeven $842.60
Implied vol 128.7%
Delta -0.683 ≈68% ITM
Gamma 0.003
Theta -4.517
Vega 0.352
Open interest 1
Model this put
43
5
165.6%
0.365
$35.33
915
$107.33
-0.684
131.3%
2
35
Call · $915
Last $35.33
Breakeven $950.33
Implied vol 165.6%
Delta 0.365 ≈36% ITM
Gamma 0.002
Theta -6.268
Vega 0.352
Open interest 43
Model this call
Put · $915
In the money
Last $107.33
Breakeven $807.67
Implied vol 131.3%
Delta -0.684 ≈68% ITM
Gamma 0.003
Theta -4.597
Vega 0.352
Open interest 35
Model this put
1
1
164.9%
0.359
$79.40
917.5
$69.80
-0.699
126.8%
11
5
Call · $917.5
Last $79.40
Breakeven $996.90
Implied vol 164.9%
Delta 0.359 ≈36% ITM
Gamma 0.002
Theta -6.197
Vega 0.352
Open interest 1
Model this call
Put · $917.5
In the money
Last $69.80
Breakeven $847.70
Implied vol 126.8%
Delta -0.699 ≈70% ITM
Gamma 0.003
Theta -4.347
Vega 0.353
Open interest 5
Model this put
38
21
154.7%
0.34
$30.80
920
$88.30
-0.71
124.8%
4
58
Call · $920
Last $30.80
Breakeven $950.80
Implied vol 154.7%
Delta 0.34 ≈34% ITM
Gamma 0.002
Theta -5.683
Vega 0.353
Open interest 38
Model this call
Put · $920
In the money
Last $88.30
Breakeven $831.70
Implied vol 124.8%
Delta -0.71 ≈71% ITM
Gamma 0.003
Theta -4.209
Vega 0.353
Open interest 58
Model this put
15
20
162.7%
0.346
$77.00
922.5
$74.58
-0.708
129.3%
16
8
Call · $922.5
Last $77.00
Breakeven $999.50
Implied vol 162.7%
Delta 0.346 ≈35% ITM
Gamma 0.002
Theta -6.013
Vega 0.353
Open interest 15
Model this call
Put · $922.5
In the money
Last $74.58
Breakeven $847.92
Implied vol 129.3%
Delta -0.708 ≈71% ITM
Gamma 0.003
Theta -4.381
Vega 0.354
Open interest 8
Model this put
41
32
157.7%
0.334
$31.29
925
$77.00
-0.718
127.4%
3
7
Call · $925
Last $31.29
Breakeven $956.29
Implied vol 157.7%
Delta 0.334 ≈33% ITM
Gamma 0.002
Theta -5.744
Vega 0.354
Open interest 41
Model this call
Put · $925
In the money
Last $77.00
Breakeven $848.00
Implied vol 127.4%
Delta -0.718 ≈72% ITM
Gamma 0.003
Theta -4.25
Vega 0.354
Open interest 7
Model this put
628
188
157.4%
0.323
$32.55
930
$95.00
-0.729
128.7%
2
23
Call · $930
Last $32.55
Breakeven $962.55
Implied vol 157.4%
Delta 0.323 ≈32% ITM
Gamma 0.002
Theta -5.646
Vega 0.355
Open interest 628
Model this call
Put · $930
In the money
Last $95.00
Breakeven $835.00
Implied vol 128.7%
Delta -0.729 ≈73% ITM
Gamma 0.003
Theta -4.225
Vega 0.355
Open interest 23
Model this put
44
70
161.6%
0.318
$32.99
935
$80.70
-0.742
128.5%
2
7
Call · $935
Last $32.99
Breakeven $967.99
Implied vol 161.6%
Delta 0.318 ≈32% ITM
Gamma 0.002
Theta -5.766
Vega 0.356
Open interest 44
Model this call
Put · $935
In the money
Last $80.70
Breakeven $854.30
Implied vol 128.5%
Delta -0.742 ≈74% ITM
Gamma 0.003
Theta -4.133
Vega 0.355
Open interest 7
Model this put
54
13
157.4%
0.301
$25.21
940
$84.70
-0.758
126.1%
1
13
Call · $940
Last $25.21
Breakeven $965.21
Implied vol 157.4%
Delta 0.301 ≈30% ITM
Gamma 0.002
Theta -5.491
Vega 0.357
Open interest 54
Model this call
Put · $940
In the money
Last $84.70
Breakeven $855.30
Implied vol 126.1%
Delta -0.758 ≈76% ITM
Gamma 0.003
Theta -3.91
Vega 0.273
Open interest 13
Model this put
11
1
161.5%
0.297
$38.79
945
$86.25
-0.763
128.5%
77
72
Call · $945
Last $38.79
Breakeven $983.79
Implied vol 161.5%
Delta 0.297 ≈30% ITM
Gamma 0.002
Theta -5.604
Vega 0.358
Open interest 11
Model this call
Put · $945
In the money
Last $86.25
Breakeven $858.75
Implied vol 128.5%
Delta -0.763 ≈76% ITM
Gamma 0.003
Theta -3.925
Vega 0.274
Open interest 72
Model this put
2.1k
111
160.1%
0.285
$24.79
950
$124.60
-0.79
120.4%
27
91
Call · $950
Last $24.79
Breakeven $974.79
Implied vol 160.1%
Delta 0.285 ≈28% ITM
Gamma 0.002
Theta -5.46
Vega 0.359
Open interest 2.1k
Model this call
Put · $950
In the money
Last $124.60
Breakeven $825.40
Implied vol 120.4%
Delta -0.79 ≈79% ITM
Gamma 0.002
Theta -3.396
Vega 0.275
Open interest 91
Model this put
11
1
160%
0.274
$66.00
955
$89.00
-0.795
123%
1
66
Call · $955
Last $66.00
Breakeven $1,021.00
Implied vol 160%
Delta 0.274 ≈27% ITM
Gamma 0.002
Theta -5.376
Vega 0.36
Open interest 11
Model this call
Put · $955
In the money
Last $89.00
Breakeven $866.00
Implied vol 123%
Delta -0.795 ≈79% ITM
Gamma 0.002
Theta -3.42
Vega 0.276
Open interest 66
Model this put
50
14
157.7%
0.259
$22.20
960
$123.83
-0.817
118%
10
23
Call · $960
Last $22.20
Breakeven $982.20
Implied vol 157.7%
Delta 0.259 ≈26% ITM
Gamma 0.002
Theta -5.186
Vega 0.361
Open interest 50
Model this call
Put · $960
In the money
Last $123.83
Breakeven $836.17
Implied vol 118%
Delta -0.817 ≈82% ITM
Gamma 0.002
Theta -3.05
Vega 0.276
Open interest 23
Model this put
14
1
161.6%
0.257
$33.50
965
$188.50
-0.832
116.6%
2
9
Call · $965
Last $33.50
Breakeven $998.50
Implied vol 161.6%
Delta 0.257 ≈26% ITM
Gamma 0.002
Theta -5.286
Vega 0.276
Open interest 14
Model this call
Put · $965
In the money
Last $188.50
Breakeven $776.50
Implied vol 116.6%
Delta -0.832 ≈83% ITM
Gamma 0.002
Theta -2.868
Vega 0.277
Open interest 9
Model this put
32
7
157.7%
0.243
$19.89
970
$141.95
-0.836
119.2%
1
16
Call · $970
Last $19.89
Breakeven $989.89
Implied vol 157.7%
Delta 0.243 ≈24% ITM
Gamma 0.002
Theta -4.983
Vega 0.277
Open interest 32
Model this call
Put · $970
In the money
Last $141.95
Breakeven $828.05
Implied vol 119.2%
Delta -0.836 ≈84% ITM
Gamma 0.002
Theta -2.893
Vega 0.277
Open interest 16
Model this put
32
1
157.4%
0.235
$21.13
975
$238.51
-0.858
114.2%
2
4
Call · $975
Last $21.13
Breakeven $996.13
Implied vol 157.4%
Delta 0.235 ≈23% ITM
Gamma 0.002
Theta -4.857
Vega 0.278
Open interest 32
Model this call
Put · $975
In the money
Last $238.51
Breakeven $736.49
Implied vol 114.2%
Delta -0.858 ≈86% ITM
Gamma 0.002
Theta -2.521
Vega 0.186
Open interest 4
Model this put
34
16
158.6%
0.229
$25.37
980
$123.40
-0.86
116.8%
2
11
Call · $980
Last $25.37
Breakeven $1,005.37
Implied vol 158.6%
Delta 0.229 ≈23% ITM
Gamma 0.002
Theta -4.816
Vega 0.279
Open interest 34
Model this call
Put · $980
In the money
Last $123.40
Breakeven $856.60
Implied vol 116.8%
Delta -0.86 ≈86% ITM
Gamma 0.002
Theta -2.553
Vega 0.186
Open interest 11
Model this put
43
4
158.2%
0.22
$18.00
985
$105.63
-0.877
112%
9
27
Call · $985
Last $18.00
Breakeven $1,003.00
Implied vol 158.2%
Delta 0.22 ≈22% ITM
Gamma 0.002
Theta -4.69
Vega 0.279
Open interest 43
Model this call
Put · $985
In the money
Last $105.63
Breakeven $879.37
Implied vol 112%
Delta -0.877 ≈88% ITM
Gamma 0.002
Theta -2.204
Vega 0.187
Open interest 27
Model this put
28
11
156.7%
0.21
$17.07
990
$127.40
-0.901
105.3%
6
5
Call · $990
Last $17.07
Breakeven $1,007.07
Implied vol 156.7%
Delta 0.21 ≈21% ITM
Gamma 0.002
Theta -4.508
Vega 0.28
Open interest 28
Model this call
Put · $990
In the money
Last $127.40
Breakeven $862.60
Implied vol 105.3%
Delta -0.901 ≈90% ITM
Gamma 0.002
Theta -1.759
Vega 0.187
Open interest 5
Model this put
62
43
157.6%
0.204
$46.38
995
$127.80
-0.904
107.2%
1
6
Call · $995
Last $46.38
Breakeven $1,041.38
Implied vol 157.6%
Delta 0.204 ≈20% ITM
Gamma 0.002
Theta -4.448
Vega 0.281
Open interest 62
Model this call
Put · $995
In the money
Last $127.80
Breakeven $867.20
Implied vol 107.2%
Delta -0.904 ≈90% ITM
Gamma 0.002
Theta -1.75
Vega 0.187
Open interest 6
Model this put
621
113
154.5%
0.19
$13.10
1000
$116.45
-0.903
110.6%
2
54
Call · $1000
Last $13.10
Breakeven $1,013.10
Implied vol 154.5%
Delta 0.19 ≈19% ITM
Gamma 0.002
Theta -4.182
Vega 0.282
Open interest 621
Model this call
Put · $1000
In the money
Last $116.45
Breakeven $883.55
Implied vol 110.6%
Delta -0.903 ≈90% ITM
Gamma 0.002
Theta -1.823
Vega 0.187
Open interest 54
Model this put
15
2
157.5%
0.188
$47.68
1005
$137.70
-0.937
98.1%
6
66
Call · $1005
Last $47.68
Breakeven $1,052.68
Implied vol 157.5%
Delta 0.188 ≈19% ITM
Gamma 0.002
Theta -4.234
Vega 0.282
Open interest 15
Model this call
Put · $1005
In the money
Last $137.70
Breakeven $867.30
Implied vol 98.1%
Delta -0.937 ≈94% ITM
Gamma 0.001
Theta -1.142
Vega 0.109
Open interest 66
Model this put
40
1
156.9%
0.179
$20.55
1010
$126.90
-0.942
98.2%
2
2
Call · $1010
Last $20.55
Breakeven $1,030.55
Implied vol 156.9%
Delta 0.179 ≈18% ITM
Gamma 0.002
Theta -4.099
Vega 0.283
Open interest 40
Model this call
Put · $1010
In the money
Last $126.90
Breakeven $883.10
Implied vol 98.2%
Delta -0.942 ≈94% ITM
Gamma 0.001
Theta -1.072
Vega 0.109
Open interest 2
Model this put
17
2
157.8%
0.173
$12.20
1015
$226.05
-0.956
93.8%
2
1
Call · $1015
Last $12.20
Breakeven $1,027.20
Implied vol 157.8%
Delta 0.173 ≈17% ITM
Gamma 0.002
Theta -4.039
Vega 0.284
Open interest 17
Model this call
Put · $1015
In the money
Last $226.05
Breakeven $788.95
Implied vol 93.8%
Delta -0.956 ≈96% ITM
Gamma 0.001
Theta -0.805
Vega 0.107
Open interest 1
Model this put
83
5
158.5%
0.166
$12.15
1020
$173.00
—
—
6
0
Call · $1020
Last $12.15
Breakeven $1,032.15
Implied vol 158.5%
Delta 0.166 ≈17% ITM
Gamma 0.002
Theta -3.97
Vega 0.284
Open interest 83
Model this call
Put · $1020
In the money
Last $173.00
Breakeven $847.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
29
2
156.5%
0.154
$16.81
1025
$116.80
-1
0.1%
2
2
Call · $1025
Last $16.81
Breakeven $1,041.81
Implied vol 156.5%
Delta 0.154 ≈15% ITM
Gamma 0.002
Theta -3.76
Vega 0.285
Open interest 29
Model this call
Put · $1025
In the money
Last $116.80
Breakeven $908.20
Implied vol 0.1%
Delta -1 ≈100% ITM
Gamma 0
Theta 0
Vega 0
Open interest 2
Model this put
85
8
159.4%
0.153
$12.10
1030
$223.70
—
—
2
2
Call · $1030
Last $12.10
Breakeven $1,042.10
Implied vol 159.4%
Delta 0.153 ≈15% ITM
Gamma 0.002
Theta -3.813
Vega 0.191
Open interest 85
Model this call
Put · $1030
In the money
Last $223.70
Breakeven $806.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
102
2
149.6%
0.132
$10.06
1035
—
—
—
—
0
Call · $1035
Last $10.06
Breakeven $1,045.06
Implied vol 149.6%
Delta 0.132 ≈13% ITM
Gamma 0.001
Theta -3.206
Vega 0.191
Open interest 102
Model this call
Put · $1035
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
32
1
156.3%
0.138
$16.00
1040
$162.30
—
—
10
6
Call · $1040
Last $16.00
Breakeven $1,056.00
Implied vol 156.3%
Delta 0.138 ≈14% ITM
Gamma 0.001
Theta -3.455
Vega 0.192
Open interest 32
Model this call
Put · $1040
In the money
Last $162.30
Breakeven $877.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
20
4
155.1%
0.131
$9.49
1045
$174.72
—
—
5
0
Call · $1045
Last $9.49
Breakeven $1,054.49
Implied vol 155.1%
Delta 0.131 ≈13% ITM
Gamma 0.001
Theta -3.297
Vega 0.192
Open interest 20
Model this call
Put · $1045
In the money
Last $174.72
Breakeven $870.28
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2k
42
152.9%
0.122
$10.00
1050
$187.64
—
—
2
6
Call · $1050
Last $10.00
Breakeven $1,060.00
Implied vol 152.9%
Delta 0.122 ≈12% ITM
Gamma 0.001
Theta -3.084
Vega 0.193
Open interest 2k
Model this call
Put · $1050
In the money
Last $187.64
Breakeven $862.36
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
45
5
151.5%
0.114
$29.90
1055
$223.51
—
—
1
3
Call · $1055
Last $29.90
Breakeven $1,084.90
Implied vol 151.5%
Delta 0.114 ≈11% ITM
Gamma 0.001
Theta -2.912
Vega 0.193
Open interest 45
Model this call
Put · $1055
In the money
Last $223.51
Breakeven $831.49
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
16
10
144.2%
0.095
$7.38
1060
$228.19
—
—
1
4
Call · $1060
Last $7.38
Breakeven $1,067.38
Implied vol 144.2%
Delta 0.095 ≈9% ITM
Gamma 0.001
Theta -2.428
Vega 0.194
Open interest 16
Model this call
Put · $1060
In the money
Last $228.19
Breakeven $831.81
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
31
1
151.2%
0.103
$12.05
1065
$167.25
—
—
3
2
Call · $1065
Last $12.05
Breakeven $1,077.05
Implied vol 151.2%
Delta 0.103 ≈10% ITM
Gamma 0.001
Theta -2.697
Vega 0.194
Open interest 31
Model this call
Put · $1065
In the money
Last $167.25
Breakeven $897.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
76
2
155.1%
0.105
$6.25
1070
—
—
—
—
0
Call · $1070
Last $6.25
Breakeven $1,076.25
Implied vol 155.1%
Delta 0.105 ≈10% ITM
Gamma 0.001
Theta -2.803
Vega 0.194
Open interest 76
Model this call
Put · $1070
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
25
192
155.5%
0.101
$6.20
1075
$188.60
—
—
6
4
Call · $1075
Last $6.20
Breakeven $1,081.20
Implied vol 155.5%
Delta 0.101 ≈10% ITM
Gamma 0.001
Theta -2.726
Vega 0.195
Open interest 25
Model this call
Put · $1075
In the money
Last $188.60
Breakeven $886.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
19
13
152.9%
0.09
$6.70
1080
$279.17
—
—
1
4
Call · $1080
Last $6.70
Breakeven $1,086.70
Implied vol 152.9%
Delta 0.09 ≈9% ITM
Gamma 0.001
Theta -2.493
Vega 0.195
Open interest 19
Model this call
Put · $1080
In the money
Last $279.17
Breakeven $800.83
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
6
5
153.2%
0.086
$22.40
1085
$254.90
—
—
2
1
Call · $1085
Last $22.40
Breakeven $1,107.40
Implied vol 153.2%
Delta 0.086 ≈9% ITM
Gamma 0.001
Theta -2.41
Vega 0.196
Open interest 6
Model this call
Put · $1085
In the money
Last $254.90
Breakeven $830.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
19
6
152.9%
0.08
$3.30
1090
$141.29
—
—
1
8
Call · $1090
Last $3.30
Breakeven $1,093.30
Implied vol 152.9%
Delta 0.08 ≈8% ITM
Gamma 0.001
Theta -2.3
Vega 0.114
Open interest 19
Model this call
Put · $1090
In the money
Last $141.29
Breakeven $948.71
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this put
9
10
153.4%
0.078
$24.70
1095
$234.00
—
—
1
0
Call · $1095
Last $24.70
Breakeven $1,119.70
Implied vol 153.4%
Delta 0.078 ≈8% ITM
Gamma 0.001
Theta -2.25
Vega 0.114
Open interest 9
Model this call
Put · $1095
In the money
Last $234.00
Breakeven $861.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
118
40
155.7%
0.078
$4.60
1100
$215.65
—
—
60
62
Call · $1100
Last $4.60
Breakeven $1,104.60
Implied vol 155.7%
Delta 0.078 ≈8% ITM
Gamma 0.001
Theta -2.276
Vega 0.114
Open interest 118
Model this call
Put · $1100
In the money
Last $215.65
Breakeven $884.35
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 62
Model this put
22
10
159%
0.079
$22.80
1105
$179.20
—
—
2
2
Call · $1105
Last $22.80
Breakeven $1,127.80
Implied vol 159%
Delta 0.079 ≈8% ITM
Gamma 0.001
Theta -2.349
Vega 0.114
Open interest 22
Model this call
Put · $1105
In the money
Last $179.20
Breakeven $925.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
24
51
158.8%
0.076
$5.28
1110
$248.00
—
—
1
62
Call · $1110
Last $5.28
Breakeven $1,115.28
Implied vol 158.8%
Delta 0.076 ≈8% ITM
Gamma 0.001
Theta -2.27
Vega 0.115
Open interest 24
Model this call
Put · $1110
In the money
Last $248.00
Breakeven $862.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 62
Model this put
4
2
160.8%
0.075
$19.30
1115
$200.40
—
—
2
1
Call · $1115
Last $19.30
Breakeven $1,134.30
Implied vol 160.8%
Delta 0.075 ≈8% ITM
Gamma 0.001
Theta -2.286
Vega 0.115
Open interest 4
Model this call
Put · $1115
In the money
Last $200.40
Breakeven $914.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
25
18
155.6%
0.066
$3.00
1120
$200.60
—
—
2
1
Call · $1120
Last $3.00
Breakeven $1,123.00
Implied vol 155.6%
Delta 0.066 ≈7% ITM
Gamma 0.001
Theta -1.986
Vega 0.115
Open interest 25
Model this call
Put · $1120
In the money
Last $200.60
Breakeven $919.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
12
13
153.7%
0.061
$6.20
1125
$209.60
—
—
2
1
Call · $1125
Last $6.20
Breakeven $1,131.20
Implied vol 153.7%
Delta 0.061 ≈6% ITM
Gamma 0.001
Theta -1.83
Vega 0.116
Open interest 12
Model this call
Put · $1125
In the money
Last $209.60
Breakeven $915.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
13
3
153.5%
0.057
$5.25
1130
—
—
—
—
0
Call · $1130
Last $5.25
Breakeven $1,135.25
Implied vol 153.5%
Delta 0.057 ≈6% ITM
Gamma 0.001
Theta -1.751
Vega 0.116
Open interest 13
Model this call
Put · $1130
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
23
5
154%
0.055
$2.83
1135
—
—
—
—
0
Call · $1135
Last $2.83
Breakeven $1,137.83
Implied vol 154%
Delta 0.055 ≈6% ITM
Gamma 0.001
Theta -1.7
Vega 0.116
Open interest 23
Model this call
Put · $1135
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
27
12
158.4%
0.058
$4.47
1140
$218.30
—
—
6
4
Call · $1140
Last $4.47
Breakeven $1,144.47
Implied vol 158.4%
Delta 0.058 ≈6% ITM
Gamma 0.001
Theta -1.822
Vega 0.116
Open interest 27
Model this call
Put · $1140
In the money
Last $218.30
Breakeven $921.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
20
38
155.4%
0.051
$3.00
1145
—
—
—
—
0
Call · $1145
Last $3.00
Breakeven $1,148.00
Implied vol 155.4%
Delta 0.051 ≈5% ITM
Gamma 0.001
Theta -1.618
Vega 0.117
Open interest 20
Model this call
Put · $1145
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2.1k
16
157.1%
0.051
$2.53
1150
$253.57
—
—
1
1
Call · $1150
Last $2.53
Breakeven $1,152.53
Implied vol 157.1%
Delta 0.051 ≈5% ITM
Gamma 0.001
Theta -1.624
Vega 0.117
Open interest 2.1k
Model this call
Put · $1150
In the money
Last $253.57
Breakeven $896.43
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
62
15
151.4%
0.037
$2.60
1160
—
—
—
—
0
Call · $1160
Last $2.60
Breakeven $1,162.60
Implied vol 151.4%
Delta 0.037 ≈4% ITM
Gamma 0.001
Theta -1.231
Vega 0.059
Open interest 62
Model this call
Put · $1160
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
37
3
163.2%
0.048
$4.07
1170
—
—
—
—
0
Call · $1170
Last $4.07
Breakeven $1,174.07
Implied vol 163.2%
Delta 0.048 ≈5% ITM
Gamma 0.001
Theta -1.613
Vega 0.118
Open interest 37
Model this call
Put · $1170
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
17
2
166.7%
0.047
$1.40
1180
$233.22
—
—
3
3
Call · $1180
Last $1.40
Breakeven $1,181.40
Implied vol 166.7%
Delta 0.047 ≈5% ITM
Gamma 0.001
Theta -1.626
Vega 0.118
Open interest 17
Model this call
Put · $1180
In the money
Last $233.22
Breakeven $946.78
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
59
1
168%
0.044
$3.34
1190
—
—
—
—
0
Call · $1190
Last $3.34
Breakeven $1,193.34
Implied vol 168%
Delta 0.044 ≈4% ITM
Gamma 0.001
Theta -1.544
Vega 0.119
Open interest 59
Model this call
Put · $1190
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
399
34
174.1%
0.046
$1.07
1200
$364.00
—
—
1
2
Call · $1200
Last $1.07
Breakeven $1,201.07
Implied vol 174.1%
Delta 0.046 ≈5% ITM
Gamma 0.001
Theta -1.682
Vega 0.119
Open interest 399
Model this call
Put · $1200
In the money
Last $364.00
Breakeven $836.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
22
2
165.1%
0.034
$6.20
1210
$230.10
—
—
2
1
Call · $1210
Last $6.20
Breakeven $1,216.20
Implied vol 165.1%
Delta 0.034 ≈3% ITM
Gamma 0
Theta -1.227
Vega 0.06
Open interest 22
Model this call
Put · $1210
In the money
Last $230.10
Breakeven $979.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
92
50
174.5%
0.038
$7.20
1220
—
—
—
—
0
Call · $1220
Last $7.20
Breakeven $1,227.20
Implied vol 174.5%
Delta 0.038 ≈4% ITM
Gamma 0
Theta -1.44
Vega 0.06
Open interest 92
Model this call
Put · $1220
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
9
11
144.7%
0.013
$0.88
1230
$345.51
—
—
9
9
Call · $1230
Last $0.88
Breakeven $1,230.88
Implied vol 144.7%
Delta 0.013 ≈1% ITM
Gamma 0
Theta -0.483
Vega 0.026
Open interest 9
Model this call
Put · $1230
In the money
Last $345.51
Breakeven $884.49
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this put
21
34
179.3%
0.036
$7.53
1240
$329.50
—
—
1
1
Call · $1240
Last $7.53
Breakeven $1,247.53
Implied vol 179.3%
Delta 0.036 ≈4% ITM
Gamma 0
Theta -1.423
Vega 0.061
Open interest 21
Model this call
Put · $1240
In the money
Last $329.50
Breakeven $910.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
101
50
146.8%
0.011
$0.50
1250
$338.63
—
—
4
7
Call · $1250
Last $0.50
Breakeven $1,250.50
Implied vol 146.8%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.433
Vega 0.026
Open interest 101
Model this call
Put · $1250
In the money
Last $338.63
Breakeven $911.37
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this put
56
1
169.6%
0.024
$5.10
1260
—
—
—
—
0
Call · $1260
Last $5.10
Breakeven $1,265.10
Implied vol 169.6%
Delta 0.024 ≈2% ITM
Gamma 0
Theta -0.948
Vega 0.061
Open interest 56
Model this call
Put · $1260
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
15
1
194%
0.039
$0.95
1270
$376.00
—
—
2
3
Call · $1270
Last $0.95
Breakeven $1,270.95
Implied vol 194%
Delta 0.039 ≈4% ITM
Gamma 0
Theta -1.645
Vega 0.061
Open interest 15
Model this call
Put · $1270
In the money
Last $376.00
Breakeven $894.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
6
2
190.9%
0.035
$3.97
1280
—
—
—
—
0
Call · $1280
Last $3.97
Breakeven $1,283.97
Implied vol 190.9%
Delta 0.035 ≈3% ITM
Gamma 0
Theta -1.467
Vega 0.061
Open interest 6
Model this call
Put · $1280
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
66
3
176.9%
0.02
$3.10
1300
$468.00
—
—
1
0
Call · $1300
Last $3.10
Breakeven $1,303.10
Implied vol 176.9%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -0.848
Vega 0.062
Open interest 66
Model this call
Put · $1300
In the money
Last $468.00
Breakeven $832.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
8
4
184.2%
0.021
$2.70
1320
$316.50
—
—
1
0
Call · $1320
Last $2.70
Breakeven $1,322.70
Implied vol 184.2%
Delta 0.021 ≈2% ITM
Gamma 0
Theta -0.922
Vega 0.062
Open interest 8
Model this call
Put · $1320
In the money
Last $316.50
Breakeven $1,003.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
23
35
177.4%
0.014
$2.90
1340
—
—
—
—
0
Call · $1340
Last $2.90
Breakeven $1,342.90
Implied vol 177.4%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.617
Vega 0.027
Open interest 23
Model this call
Put · $1340
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
15
5
185.2%
0.016
$2.61
1350
$493.90
—
—
1
1
Call · $1350
Last $2.61
Breakeven $1,352.61
Implied vol 185.2%
Delta 0.016 ≈2% ITM
Gamma 0
Theta -0.722
Vega 0.027
Open interest 15
Model this call
Put · $1350
In the money
Last $493.90
Breakeven $856.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
4
4
181.9%
0.013
$4.02
1360
$536.00
—
—
1
1
Call · $1360
Last $4.02
Breakeven $1,364.02
Implied vol 181.9%
Delta 0.013 ≈1% ITM
Gamma 0
Theta -0.62
Vega 0.027
Open interest 4
Model this call
Put · $1360
In the money
Last $536.00
Breakeven $824.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
3
3
185.9%
0.014
$52.21
1370
—
—
—
—
0
Call · $1370
Last $52.21
Breakeven $1,422.21
Implied vol 185.9%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.655
Vega 0.027
Open interest 3
Model this call
Put · $1370
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
23
1
188.1%
0.014
$0.64
1380
$550.00
—
—
1
0
Call · $1380
Last $0.64
Breakeven $1,380.64
Implied vol 188.1%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.657
Vega 0.027
Open interest 23
Model this call
Put · $1380
In the money
Last $550.00
Breakeven $830.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
56
5
188.5%
0.013
$1.65
1390
—
—
—
—
0
Call · $1390
Last $1.65
Breakeven $1,391.65
Implied vol 188.5%
Delta 0.013 ≈1% ITM
Gamma 0
Theta -0.623
Vega 0.027
Open interest 56
Model this call
Put · $1390
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
81
68
190.6%
0.013
$0.88
1400
—
—
—
—
0
Call · $1400
Last $0.88
Breakeven $1,400.88
Implied vol 190.6%
Delta 0.013 ≈1% ITM
Gamma 0
Theta -0.625
Vega 0.028
Open interest 81
Model this call
Put · $1400
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
84
20
224%
0.03
$0.05
1410
$561.50
—
—
1
0
Call · $1410
Last $0.05
Breakeven $1,410.05
Implied vol 224%
Delta 0.03 ≈3% ITM
Gamma 0
Theta -1.523
Vega 0.064
Open interest 84
Model this call
Put · $1410
In the money
Last $561.50
Breakeven $848.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
6
4
221.7%
0.027
$2.09
1420
—
—
—
—
0
Call · $1420
Last $2.09
Breakeven $1,422.09
Implied vol 221.7%
Delta 0.027 ≈3% ITM
Gamma 0
Theta -1.37
Vega 0.065
Open interest 6
Model this call
Put · $1420
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
1
211.8%
0.019
$59.97
1430
—
—
—
—
0
Call · $1430
Last $59.97
Breakeven $1,489.97
Implied vol 211.8%
Delta 0.019 ≈2% ITM
Gamma 0
Theta -0.957
Vega 0.065
Open interest 2
Model this call
Put · $1430
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
2
229.6%
0.029
$2.57
1440
—
—
—
—
0
Call · $1440
Last $2.57
Breakeven $1,442.57
Implied vol 229.6%
Delta 0.029 ≈3% ITM
Gamma 0
Theta -1.483
Vega 0.065
Open interest 1
Model this call
Put · $1440
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
8
2
219.7%
0.02
$0.10
1450
$616.00
—
—
1
0
Call · $1450
Last $0.10
Breakeven $1,450.10
Implied vol 219.7%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -1.07
Vega 0.065
Open interest 8
Model this call
Put · $1450
In the money
Last $616.00
Breakeven $834.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
12
6
180.2%
0.005
$0.05
1460
$584.00
—
—
1
0
Call · $1460
Last $0.05
Breakeven $1,460.05
Implied vol 180.2%
Delta 0.005 ≈0% ITM
Gamma 0
Theta -0.241
Vega 0.01
Open interest 12
Model this call
Put · $1460
In the money
Last $584.00
Breakeven $876.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
6
1
237.5%
0.028
$1.60
1470
$592.10
—
—
1
0
Call · $1470
Last $1.60
Breakeven $1,471.60
Implied vol 237.5%
Delta 0.028 ≈3% ITM
Gamma 0
Theta -1.522
Vega 0.066
Open interest 6
Model this call
Put · $1470
In the money
Last $592.10
Breakeven $877.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
2
240.6%
0.029
$3.67
1480
$604.00
—
—
1
0
Call · $1480
Last $3.67
Breakeven $1,483.67
Implied vol 240.6%
Delta 0.029 ≈3% ITM
Gamma 0
Theta -1.553
Vega 0.066
Open interest 3
Model this call
Put · $1480
In the money
Last $604.00
Breakeven $876.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
2
242.9%
0.028
$3.88
1490
$663.42
—
—
2
0
Call · $1490
Last $3.88
Breakeven $1,493.88
Implied vol 242.9%
Delta 0.028 ≈3% ITM
Gamma 0
Theta -1.557
Vega 0.066
Open interest 2
Model this call
Put · $1490
In the money
Last $663.42
Breakeven $826.58
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
134
8
185.1%
0.004
$0.05
1500
—
—
—
—
0
Call · $1500
Last $0.05
Breakeven $1,500.05
Implied vol 185.1%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.22
Vega 0.01
Open interest 134
Model this call
Put · $1500
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
2
249.7%
0.029
$4.02
1510
$769.80
—
—
1
0
Call · $1510
Last $4.02
Breakeven $1,514.02
Implied vol 249.7%
Delta 0.029 ≈3% ITM
Gamma 0
Theta -1.644
Vega 0.066
Open interest 4
Model this call
Put · $1510
In the money
Last $769.80
Breakeven $740.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
2
248.9%
0.027
$2.12
1520
$692.67
—
—
1
0
Call · $1520
Last $2.12
Breakeven $1,522.12
Implied vol 248.9%
Delta 0.027 ≈3% ITM
Gamma 0
Theta -1.544
Vega 0.067
Open interest 2
Model this call
Put · $1520
In the money
Last $692.67
Breakeven $827.33
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
2
249%
0.026
$3.73
1530
—
—
—
—
0
Call · $1530
Last $3.73
Breakeven $1,533.73
Implied vol 249%
Delta 0.026 ≈3% ITM
Gamma 0
Theta -1.47
Vega 0.067
Open interest 1
Model this call
Put · $1530
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
81
34
238.5%
0.018
$0.35
1540
$712.88
—
—
1
0
Call · $1540
Last $0.35
Breakeven $1,540.35
Implied vol 238.5%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -1.03
Vega 0.067
Open interest 81
Model this call
Put · $1540
In the money
Last $712.88
Breakeven $827.12
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
21
1
254.9%
0.026
$0.16
1550
$722.92
—
—
1
0
Call · $1550
Last $0.16
Breakeven $1,550.16
Implied vol 254.9%
Delta 0.026 ≈3% ITM
Gamma 0
Theta -1.53
Vega 0.067
Open interest 21
Model this call
Put · $1550
In the money
Last $722.92
Breakeven $827.08
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
2
223.4%
0.011
$28.70
1560
$655.90
—
—
1
0
Call · $1560
Last $28.70
Breakeven $1,588.70
Implied vol 223.4%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.644
Vega 0.029
Open interest 1
Model this call
Put · $1560
In the money
Last $655.90
Breakeven $904.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
4
225.4%
0.011
$2.05
1570
$712.00
—
—
1
0
Call · $1570
Last $2.05
Breakeven $1,572.05
Implied vol 225.4%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.646
Vega 0.029
Open interest 4
Model this call
Put · $1570
In the money
Last $712.00
Breakeven $858.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
1
227.3%
0.011
$15.50
1580
—
—
—
—
0
Call · $1580
Last $15.50
Breakeven $1,595.50
Implied vol 227.3%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.647
Vega 0.029
Open interest 3
Model this call
Put · $1580
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
2
229.2%
0.011
$2.10
1590
$601.10
—
—
2
0
Call · $1590
Last $2.10
Breakeven $1,592.10
Implied vol 229.2%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.648
Vega 0.029
Open interest 3
Model this call
Put · $1590
In the money
Last $601.10
Breakeven $988.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
10
1
231.1%
0.011
$0.15
1600
—
—
—
—
0
Call · $1600
Last $0.15
Breakeven $1,600.15
Implied vol 231.1%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.649
Vega 0.029
Open interest 10
Model this call
Put · $1600
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
1
233%
0.011
$2.40
1610
$753.00
—
—
1
0
Call · $1610
Last $2.40
Breakeven $1,612.40
Implied vol 233%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.651
Vega 0.029
Open interest 2
Model this call
Put · $1610
In the money
Last $753.00
Breakeven $857.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
234.9%
0.011
—
1620
$618.76
—
—
3
0
Call · $1620
Last —
Breakeven —
Implied vol 234.9%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.652
Vega 0.03
Open interest 0
Model this call
Put · $1620
In the money
Last $618.76
Breakeven $1,001.24
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
2
236.8%
0.011
$2.30
1630
$766.00
—
—
1
0
Call · $1630
Last $2.30
Breakeven $1,632.30
Implied vol 236.8%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.653
Vega 0.03
Open interest 4
Model this call
Put · $1630
In the money
Last $766.00
Breakeven $864.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
34
47
238.6%
0.011
$2.16
1640
—
—
—
—
0
Call · $1640
Last $2.16
Breakeven $1,642.16
Implied vol 238.6%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.654
Vega 0.03
Open interest 34
Model this call
Put · $1640
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
4
240.5%
0.011
$0.10
1650
—
—
—
—
0
Call · $1650
Last $0.10
Breakeven $1,650.10
Implied vol 240.5%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.655
Vega 0.03
Open interest 4
Model this call
Put · $1650
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
2
242.3%
0.01
$11.70
1660
—
—
—
—
0
Call · $1660
Last $11.70
Breakeven $1,671.70
Implied vol 242.3%
Delta 0.01 ≈1% ITM
Gamma 0
Theta -0.657
Vega 0.03
Open interest 1
Model this call
Put · $1660
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
244.1%
0.01
$4.00
1670
$778.00
—
—
1
0
Call · $1670
Last $4.00
Breakeven $1,674.00
Implied vol 244.1%
Delta 0.01 ≈1% ITM
Gamma 0
Theta -0.658
Vega 0.03
Open interest 1
Model this call
Put · $1670
In the money
Last $778.00
Breakeven $892.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
246%
0.01
$3.60
1680
$770.00
—
—
1
0
Call · $1680
Last $3.60
Breakeven $1,683.60
Implied vol 246%
Delta 0.01 ≈1% ITM
Gamma 0
Theta -0.659
Vega 0.03
Open interest 1
Model this call
Put · $1680
In the money
Last $770.00
Breakeven $910.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
4
247.8%
0.01
$19.15
1690
$863.30
—
—
1
0
Call · $1690
Last $19.15
Breakeven $1,709.15
Implied vol 247.8%
Delta 0.01 ≈1% ITM
Gamma 0
Theta -0.66
Vega 0.03
Open interest 2
Model this call
Put · $1690
In the money
Last $863.30
Breakeven $826.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
29
1
284.9%
0.023
$0.10
1700
$873.33
—
—
1
0
Call · $1700
Last $0.10
Breakeven $1,700.10
Implied vol 284.9%
Delta 0.023 ≈2% ITM
Gamma 0
Theta -1.528
Vega 0.07
Open interest 29
Model this call
Put · $1700
In the money
Last $873.33
Breakeven $826.67
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
9
2
251.3%
0.01
$2.49
1710
$883.34
—
—
2
0
Call · $1710
Last $2.49
Breakeven $1,712.49
Implied vol 251.3%
Delta 0.01 ≈1% ITM
Gamma 0
Theta -0.663
Vega 0.03
Open interest 9
Model this call
Put · $1710
In the money
Last $883.34
Breakeven $826.66
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put