0
—
—
—
—
300
—
—
—
—
0
Call · $300
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $300
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
2
—
—
$311.50
310
—
—
—
—
0
Call · $310
In the money
Last $311.50
Breakeven $621.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $310
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
320
—
—
—
—
0
Call · $320
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $320
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
2
—
—
$292.10
330
$1.85
—
—
2
2
Call · $330
In the money
Last $292.10
Breakeven $622.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $330
Last $1.85
Breakeven $328.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
2
2
—
—
$282.40
340
—
—
—
—
0
Call · $340
In the money
Last $282.40
Breakeven $622.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $340
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
350
$0.31
-0.013
167.2%
2
2
Call · $350
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $350
Last $0.31
Breakeven $349.69
Implied vol 167.2%
Delta -0.013 ≈1% ITM
Gamma 0
Theta -0.267
Vega 0.048
Open interest 2
Model this put
2
2
—
—
$296.20
360
$3.30
—
—
1
1
Call · $360
In the money
Last $296.20
Breakeven $656.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $360
Last $3.30
Breakeven $356.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
0
—
—
—
—
370
—
-0.01
146.7%
—
0
Call · $370
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $370
Last —
Breakeven —
Implied vol 146.7%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.192
Vega 0.05
Open interest 0
Model this put
0
—
—
—
—
380
$1.56
-0.011
140.8%
5
0
Call · $380
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $380
Last $1.56
Breakeven $378.44
Implied vol 140.8%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.191
Vega 0.05
Open interest 0
Model this put
0
—
—
—
—
390
$1.50
-0.011
135.1%
1
1
Call · $390
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $390
Last $1.50
Breakeven $388.50
Implied vol 135.1%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.189
Vega 0.051
Open interest 1
Model this put
1
1
—
—
$224.80
400
—
-0.012
129.6%
—
0
Call · $400
In the money
Last $224.80
Breakeven $624.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $400
Last —
Breakeven —
Implied vol 129.6%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.188
Vega 0.052
Open interest 0
Model this put
0
—
—
—
—
410
$2.16
-0.013
126%
5
0
Call · $410
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $410
Last $2.16
Breakeven $407.84
Implied vol 126%
Delta -0.013 ≈1% ITM
Gamma 0
Theta -0.204
Vega 0.052
Open interest 0
Model this put
0
—
—
—
—
420
$1.95
-0.013
119.8%
1
1
Call · $420
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $420
Last $1.95
Breakeven $418.05
Implied vol 119.8%
Delta -0.013 ≈1% ITM
Gamma 0
Theta -0.194
Vega 0.053
Open interest 1
Model this put
0
—
—
—
—
430
—
-0.027
133.5%
—
0
Call · $430
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $430
Last —
Breakeven —
Implied vol 133.5%
Delta -0.027 ≈3% ITM
Gamma 0
Theta -0.396
Vega 0.108
Open interest 0
Model this put
0
—
—
—
—
440
—
-0.016
111.4%
—
0
Call · $440
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $440
Last —
Breakeven —
Implied vol 111.4%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.209
Vega 0.054
Open interest 0
Model this put
0
—
—
—
—
450
$0.05
-0.003
81.7%
1
16
Call · $450
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $450
Last $0.05
Breakeven $449.95
Implied vol 81.7%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.033
Vega 0.009
Open interest 16
Model this put
0
—
—
—
—
460
—
-0.015
98.9%
—
0
Call · $460
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $460
Last —
Breakeven —
Implied vol 98.9%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.179
Vega 0.056
Open interest 0
Model this put
0
—
—
—
—
470
$1.95
-0.016
94.2%
2
2
Call · $470
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $470
Last $1.95
Breakeven $468.05
Implied vol 94.2%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.177
Vega 0.056
Open interest 2
Model this put
0
—
—
—
—
480
$13.85
-0.028
101.5%
1
1
Call · $480
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $480
Last $13.85
Breakeven $466.15
Implied vol 101.5%
Delta -0.028 ≈3% ITM
Gamma 0
Theta -0.31
Vega 0.114
Open interest 1
Model this put
0
—
—
—
—
490
$0.75
-0.021
88.6%
14
16
Call · $490
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $490
Last $0.75
Breakeven $489.25
Implied vol 88.6%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -0.211
Vega 0.057
Open interest 16
Model this put
0
1
—
—
$43.98
500
$0.55
-0.033
92.3%
2
46
Call · $500
In the money
Last $43.98
Breakeven $543.98
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $500
Last $0.55
Breakeven $499.45
Implied vol 92.3%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -0.318
Vega 0.116
Open interest 46
Model this put
0
—
—
—
—
510
—
-0.02
77.3%
—
0
Call · $510
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $510
Last —
Breakeven —
Implied vol 77.3%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.18
Vega 0.058
Open interest 0
Model this put
6
1
—
—
$108.50
520
$1.00
-0.025
76.4%
2
2
Call · $520
In the money
Last $108.50
Breakeven $628.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $520
Last $1.00
Breakeven $519.00
Implied vol 76.4%
Delta -0.025 ≈3% ITM
Gamma 0.001
Theta -0.215
Vega 0.06
Open interest 2
Model this put
1
1
—
—
$145.00
530
$3.16
-0.033
74.7%
1
13
Call · $530
In the money
Last $145.00
Breakeven $675.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $530
Last $3.16
Breakeven $526.84
Implied vol 74.7%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -0.257
Vega 0.119
Open interest 13
Model this put
0
—
—
—
—
540
$0.18
-0.052
79.6%
10
14
Call · $540
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $540
Last $0.18
Breakeven $539.82
Implied vol 79.6%
Delta -0.052 ≈5% ITM
Gamma 0.001
Theta -0.405
Vega 0.121
Open interest 14
Model this put
0
—
0.1%
1
—
550
$4.80
-0.032
63.4%
1
4
Call · $550
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.055
Vega 0.001
Open interest 0
Model this call
Put · $550
Last $4.80
Breakeven $545.20
Implied vol 63.4%
Delta -0.032 ≈3% ITM
Gamma 0.001
Theta -0.215
Vega 0.121
Open interest 4
Model this put
0
1
0.1%
1
$18.98
560
$3.30
-0.04
61.4%
1
1
Call · $560
In the money
Last $18.98
Breakeven $578.98
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.056
Vega 0.001
Open interest 0
Model this call
Put · $560
Last $3.30
Breakeven $556.70
Implied vol 61.4%
Delta -0.04 ≈4% ITM
Gamma 0.001
Theta -0.25
Vega 0.122
Open interest 1
Model this put
1
1
0.1%
1
$46.70
570
$5.53
-0.082
71.5%
1
31
Call · $570
In the money
Last $46.70
Breakeven $616.70
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.057
Vega 0.001
Open interest 1
Model this call
Put · $570
Last $5.53
Breakeven $564.47
Implied vol 71.5%
Delta -0.082 ≈8% ITM
Gamma 0.002
Theta -0.511
Vega 0.215
Open interest 31
Model this put
1
2
0.1%
1
$76.86
580
$6.36
-0.055
55.9%
1
4
Call · $580
In the money
Last $76.86
Breakeven $656.86
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.058
Vega 0.001
Open interest 1
Model this call
Put · $580
Last $6.36
Breakeven $573.64
Implied vol 55.9%
Delta -0.055 ≈5% ITM
Gamma 0.001
Theta -0.294
Vega 0.125
Open interest 4
Model this put
1
1
0.1%
1
$72.60
590
$8.29
-0.109
66.5%
1
11
Call · $590
In the money
Last $72.60
Breakeven $662.60
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.059
Vega 0.001
Open interest 1
Model this call
Put · $590
Last $8.29
Breakeven $581.71
Implied vol 66.5%
Delta -0.109 ≈11% ITM
Gamma 0.002
Theta -0.592
Vega 0.219
Open interest 11
Model this put
2
1
—
—
$64.50
600
$5.05
-0.041
40.3%
1
600
Call · $600
In the money
Last $64.50
Breakeven $664.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $600
Last $5.05
Breakeven $594.95
Implied vol 40.3%
Delta -0.041 ≈4% ITM
Gamma 0.002
Theta -0.165
Vega 0.126
Open interest 600
Model this put
6
1
0.1%
1
$39.09
610
$4.75
-0.045
36.2%
1
55
Call · $610
In the money
Last $39.09
Breakeven $649.09
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.061
Vega 0.001
Open interest 6
Model this call
Put · $610
Last $4.75
Breakeven $605.25
Implied vol 36.2%
Delta -0.045 ≈4% ITM
Gamma 0.002
Theta -0.16
Vega 0.126
Open interest 55
Model this put
22
1
31.5%
0.954
$40.50
620
$2.00
-0.062
34.9%
1
5
Call · $620
In the money
Last $40.50
Breakeven $660.50
Implied vol 31.5%
Delta 0.954 ≈95% ITM
Gamma 0.002
Theta -0.204
Vega 0.127
Open interest 22
Model this call
Put · $620
Last $2.00
Breakeven $618.00
Implied vol 34.9%
Delta -0.062 ≈6% ITM
Gamma 0.003
Theta -0.201
Vega 0.221
Open interest 5
Model this put
2
1
27.5%
0.948
$24.46
630
$8.05
-0.109
36.7%
1
5
Call · $630
In the money
Last $24.46
Breakeven $654.46
Implied vol 27.5%
Delta 0.948 ≈95% ITM
Gamma 0.003
Theta -0.199
Vega 0.127
Open interest 2
Model this call
Put · $630
Last $8.05
Breakeven $621.95
Implied vol 36.7%
Delta -0.109 ≈11% ITM
Gamma 0.004
Theta -0.323
Vega 0.224
Open interest 5
Model this put
4
1
28.2%
0.902
$50.00
640
$22.00
-0.17
38.9%
1
1
Call · $640
In the money
Last $50.00
Breakeven $690.00
Implied vol 28.2%
Delta 0.902 ≈90% ITM
Gamma 0.005
Theta -0.289
Vega 0.224
Open interest 4
Model this call
Put · $640
Last $22.00
Breakeven $618.00
Implied vol 38.9%
Delta -0.17 ≈17% ITM
Gamma 0.005
Theta -0.46
Vega 0.341
Open interest 1
Model this put
9
1
28.4%
0.843
$20.45
650
$4.40
-0.194
33.5%
1
3
Call · $650
In the money
Last $20.45
Breakeven $670.45
Implied vol 28.4%
Delta 0.843 ≈84% ITM
Gamma 0.006
Theta -0.381
Vega 0.341
Open interest 9
Model this call
Put · $650
Last $4.40
Breakeven $645.60
Implied vol 33.5%
Delta -0.194 ≈19% ITM
Gamma 0.006
Theta -0.43
Vega 0.343
Open interest 3
Model this put
5
1
29.5%
0.762
$34.00
660
$7.08
-0.245
30.3%
1
1
Call · $660
In the money
Last $34.00
Breakeven $694.00
Implied vol 29.5%
Delta 0.762 ≈76% ITM
Gamma 0.008
Theta -0.487
Vega 0.453
Open interest 5
Model this call
Put · $660
Last $7.08
Breakeven $652.92
Implied vol 30.3%
Delta -0.245 ≈24% ITM
Gamma 0.008
Theta -0.441
Vega 0.453
Open interest 1
Model this put
5
1
27.4%
0.686
$7.63
670
$10.08
-0.328
30%
1
1
Call · $670
In the money
Last $7.63
Breakeven $677.63
Implied vol 27.4%
Delta 0.686 ≈69% ITM
Gamma 0.01
Theta -0.514
Vega 0.458
Open interest 5
Model this call
Put · $670
Last $10.08
Breakeven $659.92
Implied vol 30%
Delta -0.328 ≈33% ITM
Gamma 0.009
Theta -0.504
Vega 0.46
Open interest 1
Model this put
64
3
26.7%
0.584
$20.07
680
$12.60
-0.422
28.7%
1
2
Call · $680
In the money
Last $20.07
Breakeven $700.07
Implied vol 26.7%
Delta 0.584 ≈58% ITM
Gamma 0.011
Theta -0.537
Vega 0.531
Open interest 64
Model this call
Put · $680
Last $12.60
Breakeven $667.40
Implied vol 28.7%
Delta -0.422 ≈42% ITM
Gamma 0.01
Theta -0.512
Vega 0.532
Open interest 2
Model this put
Underlying $686.38
9
2
25.7%
0.473
$14.25
690
—
-0.527
27.7%
—
0
Call · $690
Last $14.25
Breakeven $704.25
Implied vol 25.7%
Delta 0.473 ≈47% ITM
Gamma 0.012
Theta -0.522
Vega 0.539
Open interest 9
Model this call
Put · $690
In the money
Last —
Breakeven —
Implied vol 27.7%
Delta -0.527 ≈53% ITM
Gamma 0.011
Theta -0.498
Vega 0.539
Open interest 0
Model this put
33
2
26.8%
0.368
$10.08
700
—
-0.635
27.3%
—
0
Call · $700
Last $10.08
Breakeven $710.08
Implied vol 26.8%
Delta 0.368 ≈37% ITM
Gamma 0.011
Theta -0.515
Vega 0.479
Open interest 33
Model this call
Put · $700
In the money
Last —
Breakeven —
Implied vol 27.3%
Delta -0.635 ≈63% ITM
Gamma 0.011
Theta -0.461
Vega 0.477
Open interest 0
Model this put
32
2
27.4%
0.277
$7.00
710
—
-0.741
26%
—
0
Call · $710
Last $7.00
Breakeven $717.00
Implied vol 27.4%
Delta 0.277 ≈28% ITM
Gamma 0.009
Theta -0.459
Vega 0.485
Open interest 32
Model this call
Put · $710
In the money
Last —
Breakeven —
Implied vol 26%
Delta -0.741 ≈74% ITM
Gamma 0.01
Theta -0.366
Vega 0.475
Open interest 0
Model this put
9
1
24.8%
0.173
$4.34
720
—
-0.823
26%
—
0
Call · $720
Last $4.34
Breakeven $724.34
Implied vol 24.8%
Delta 0.173 ≈17% ITM
Gamma 0.008
Theta -0.315
Vega 0.378
Open interest 9
Model this call
Put · $720
In the money
Last —
Breakeven —
Implied vol 26%
Delta -0.823 ≈82% ITM
Gamma 0.008
Theta -0.281
Vega 0.368
Open interest 0
Model this put
6
1
34.7%
0.196
$2.00
730
—
-0.876
27.5%
—
0
Call · $730
Last $2.00
Breakeven $732.00
Implied vol 34.7%
Delta 0.196 ≈20% ITM
Gamma 0.006
Theta -0.472
Vega 0.377
Open interest 6
Model this call
Put · $730
In the money
Last —
Breakeven —
Implied vol 27.5%
Delta -0.876 ≈88% ITM
Gamma 0.006
Theta -0.231
Vega 0.245
Open interest 0
Model this put
26
2
31.9%
0.123
$3.30
740
—
-0.907
29.3%
—
0
Call · $740
Last $3.30
Breakeven $743.30
Implied vol 31.9%
Delta 0.123 ≈12% ITM
Gamma 0.005
Theta -0.319
Vega 0.255
Open interest 26
Model this call
Put · $740
In the money
Last —
Breakeven —
Implied vol 29.3%
Delta -0.907 ≈91% ITM
Gamma 0.005
Theta -0.194
Vega 0.237
Open interest 0
Model this put
7
1
29.1%
0.064
$4.80
750
—
-0.916
33.1%
—
0
Call · $750
Last $4.80
Breakeven $754.80
Implied vol 29.1%
Delta 0.064 ≈6% ITM
Gamma 0.003
Theta -0.179
Vega 0.15
Open interest 7
Model this call
Put · $750
In the money
Last —
Breakeven —
Implied vol 33.1%
Delta -0.916 ≈92% ITM
Gamma 0.004
Theta -0.206
Vega 0.238
Open interest 0
Model this put
3
2
30.6%
0.049
$2.40
760
—
-0.942
34%
—
0
Call · $760
Last $2.40
Breakeven $762.40
Implied vol 30.6%
Delta 0.049 ≈5% ITM
Gamma 0.002
Theta -0.151
Vega 0.152
Open interest 3
Model this call
Put · $760
In the money
Last —
Breakeven —
Implied vol 34%
Delta -0.942 ≈94% ITM
Gamma 0.003
Theta -0.155
Vega 0.136
Open interest 0
Model this put
1
1
33.8%
0.045
$8.60
770
$111.60
-0.946
37.2%
2
0
Call · $770
Last $8.60
Breakeven $778.60
Implied vol 33.8%
Delta 0.045 ≈5% ITM
Gamma 0.002
Theta -0.156
Vega 0.152
Open interest 1
Model this call
Put · $770
In the money
Last $111.60
Breakeven $658.40
Implied vol 37.2%
Delta -0.946 ≈95% ITM
Gamma 0.003
Theta -0.16
Vega 0.137
Open interest 0
Model this put
2
2
46.2%
0.086
$1.80
780
$121.60
-0.973
36.3%
2
0
Call · $780
Last $1.80
Breakeven $781.80
Implied vol 46.2%
Delta 0.086 ≈9% ITM
Gamma 0.003
Theta -0.353
Vega 0.26
Open interest 2
Model this call
Put · $780
In the money
Last $121.60
Breakeven $658.40
Implied vol 36.3%
Delta -0.973 ≈97% ITM
Gamma 0.002
Theta -0.084
Vega 0.105
Open interest 0
Model this put
0
—
40%
0.039
—
790
$131.60
-0.953
43.4%
1
0
Call · $790
Last —
Breakeven —
Implied vol 40%
Delta 0.039 ≈4% ITM
Gamma 0.002
Theta -0.165
Vega 0.153
Open interest 0
Model this call
Put · $790
In the money
Last $131.60
Breakeven $658.40
Implied vol 43.4%
Delta -0.953 ≈95% ITM
Gamma 0.002
Theta -0.168
Vega 0.134
Open interest 0
Model this put
0
—
39.6%
0.027
—
800
—
-0.955
46.5%
—
0
Call · $800
Last —
Breakeven —
Implied vol 39.6%
Delta 0.027 ≈3% ITM
Gamma 0.001
Theta -0.119
Vega 0.077
Open interest 0
Model this call
Put · $800
In the money
Last —
Breakeven —
Implied vol 46.5%
Delta -0.955 ≈96% ITM
Gamma 0.002
Theta -0.172
Vega 0.135
Open interest 0
Model this put
1
1
46.4%
0.037
$0.10
810
—
-0.958
49.5%
—
0
Call · $810
Last $0.10
Breakeven $810.10
Implied vol 46.4%
Delta 0.037 ≈4% ITM
Gamma 0.001
Theta -0.181
Vega 0.155
Open interest 1
Model this call
Put · $810
In the money
Last —
Breakeven —
Implied vol 49.5%
Delta -0.958 ≈96% ITM
Gamma 0.002
Theta -0.176
Vega 0.135
Open interest 0
Model this put
0
—
48%
0.032
—
820
—
-0.97
50.1%
—
0
Call · $820
Last —
Breakeven —
Implied vol 48%
Delta 0.032 ≈3% ITM
Gamma 0.001
Theta -0.167
Vega 0.078
Open interest 0
Model this call
Put · $820
In the money
Last —
Breakeven —
Implied vol 50.1%
Delta -0.97 ≈97% ITM
Gamma 0.001
Theta -0.13
Vega 0.113
Open interest 0
Model this put
0
—
53%
0.029
—
840
—
-0.963
58.3%
—
0
Call · $840
Last —
Breakeven —
Implied vol 53%
Delta 0.029 ≈3% ITM
Gamma 0.001
Theta -0.17
Vega 0.079
Open interest 0
Model this call
Put · $840
In the money
Last —
Breakeven —
Implied vol 58.3%
Delta -0.963 ≈96% ITM
Gamma 0.001
Theta -0.188
Vega 0.134
Open interest 0
Model this put
0
—
—
—
—
860
—
-0.966
63.9%
—
0
Call · $860
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $860
In the money
Last —
Breakeven —
Implied vol 63.9%
Delta -0.966 ≈97% ITM
Gamma 0.001
Theta -0.195
Vega 0.132
Open interest 0
Model this put
0
—
—
—
—
880
—
-0.968
69.5%
—
0
Call · $880
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $880
In the money
Last —
Breakeven —
Implied vol 69.5%
Delta -0.968 ≈97% ITM
Gamma 0.001
Theta -0.202
Vega 0.127
Open interest 0
Model this put
0
—
—
—
—
900
—
-0.963
77.1%
—
0
Call · $900
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $900
In the money
Last —
Breakeven —
Implied vol 77.1%
Delta -0.963 ≈96% ITM
Gamma 0.001
Theta -0.257
Vega 0.139
Open interest 0
Model this put