36
50
426.5%
1
$200.27
205
$0.11
-0.006
610.9%
17
17
Call · $205
In the money
Last $200.27
Breakeven $405.27
Implied vol 426.5%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.032
Vega 0
Open interest 36
Model this call
Put · $205
Last $0.11
Breakeven $204.89
Implied vol 610.9%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -1.27
Vega 0.003
Open interest 17
Model this put
23
90
—
—
$195.27
210
$0.01
-0.003
525.9%
13
15
Call · $210
In the money
Last $195.27
Breakeven $405.27
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 23
Model this call
Put · $210
Last $0.01
Breakeven $209.99
Implied vol 525.9%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.499
Vega 0.001
Open interest 15
Model this put
21
72
—
—
$189.87
215
$0.06
-0.005
543%
14
15
Call · $215
In the money
Last $189.87
Breakeven $404.87
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 21
Model this call
Put · $215
Last $0.06
Breakeven $214.94
Implied vol 543%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.903
Vega 0.003
Open interest 15
Model this put
7
50
—
—
$184.87
220
$0.01
-0.003
492.4%
29
102
Call · $220
In the money
Last $184.87
Breakeven $404.87
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this call
Put · $220
Last $0.01
Breakeven $219.99
Implied vol 492.4%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.497
Vega 0.001
Open interest 102
Model this put
2
96
—
—
$180.27
225
$0.05
-0.033
733.8%
17
92
Call · $225
In the money
Last $180.27
Breakeven $405.27
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $225
Last $0.05
Breakeven $224.95
Implied vol 733.8%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -6.207
Vega 0.015
Open interest 92
Model this put
4
90
—
—
$175.27
230
$0.01
-0.003
459.7%
3
21
Call · $230
In the money
Last $175.27
Breakeven $405.27
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $230
Last $0.01
Breakeven $229.99
Implied vol 459.7%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.511
Vega 0.003
Open interest 21
Model this put
6
40
—
—
$170.20
235
$0.01
-0.001
385.4%
440
237
Call · $235
In the money
Last $170.20
Breakeven $405.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $235
Last $0.01
Breakeven $234.99
Implied vol 385.4%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.134
Vega 0.001
Open interest 237
Model this put
6
36
—
—
$164.59
240
$0.01
-0.006
452.6%
180
180
Call · $240
In the money
Last $164.59
Breakeven $404.59
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $240
Last $0.01
Breakeven $239.99
Implied vol 452.6%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.845
Vega 0.003
Open interest 180
Model this put
7
8
—
—
$159.59
245
$0.01
-0.008
463.5%
3
121
Call · $245
In the money
Last $159.59
Breakeven $404.59
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this call
Put · $245
Last $0.01
Breakeven $244.99
Implied vol 463.5%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -1.203
Vega 0.003
Open interest 121
Model this put
6
7
513.2%
0.981
$159.53
250
$0.04
-0.009
455%
6
33
Call · $250
In the money
Last $159.53
Breakeven $409.53
Implied vol 513.2%
Delta 0.981 ≈98% ITM
Gamma 0
Theta -2.689
Vega 0.008
Open interest 6
Model this call
Put · $250
Last $0.04
Breakeven $249.96
Implied vol 455%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -1.313
Vega 0.008
Open interest 33
Model this put
3
12
374.1%
0.997
$155.67
255
$0.03
-0.001
329.2%
205
188
Call · $255
In the money
Last $155.67
Breakeven $410.67
Implied vol 374.1%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.424
Vega 0.003
Open interest 3
Model this call
Put · $255
Last $0.03
Breakeven $254.97
Implied vol 329.2%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.131
Vega 0.001
Open interest 188
Model this put
4
16
442.5%
0.986
$150.67
260
$0.04
-0.002
336%
25
706
Call · $260
In the money
Last $150.67
Breakeven $410.67
Implied vol 442.5%
Delta 0.986 ≈99% ITM
Gamma 0
Theta -1.828
Vega 0.008
Open interest 4
Model this call
Put · $260
Last $0.04
Breakeven $259.96
Implied vol 336%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.258
Vega 0.001
Open interest 706
Model this put
8
36
422.2%
0.986
$143.87
265
$0.01
-0.004
345.1%
3
601
Call · $265
In the money
Last $143.87
Breakeven $408.87
Implied vol 422.2%
Delta 0.986 ≈99% ITM
Gamma 0
Theta -1.738
Vega 0.008
Open interest 8
Model this call
Put · $265
Last $0.01
Breakeven $264.99
Implied vol 345.1%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.426
Vega 0.003
Open interest 601
Model this put
9
32
—
—
$138.88
270
$0.01
-0.002
309.6%
17
744
Call · $270
In the money
Last $138.88
Breakeven $408.88
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $270
Last $0.01
Breakeven $269.99
Implied vol 309.6%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.257
Vega 0.001
Open interest 744
Model this put
0
—
—
—
—
275
$0.01
-0.003
313.6%
26
450
Call · $275
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $275
Last $0.01
Breakeven $274.99
Implied vol 313.6%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.378
Vega 0.004
Open interest 450
Model this put
1
1
—
—
$124.21
280
$0.01
-0.004
302.5%
2
860
Call · $280
In the money
Last $124.21
Breakeven $404.21
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $280
Last $0.01
Breakeven $279.99
Implied vol 302.5%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.415
Vega 0.004
Open interest 860
Model this put
1
1
341.8%
0.987
$119.11
285
$0.01
-0.002
268%
13
625
Call · $285
In the money
Last $119.11
Breakeven $404.11
Implied vol 341.8%
Delta 0.987 ≈99% ITM
Gamma 0
Theta -1.305
Vega 0.008
Open interest 1
Model this call
Put · $285
Last $0.01
Breakeven $284.99
Implied vol 268%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.228
Vega 0.001
Open interest 625
Model this put
0
2
—
—
$147.31
290
$0.10
-0.01
311.3%
20
66
Call · $290
In the money
Last $147.31
Breakeven $437.31
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $290
Last $0.10
Breakeven $289.90
Implied vol 311.3%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.93
Vega 0.004
Open interest 66
Model this put
1
4
—
—
$115.68
295
$0.01
-0.003
251.6%
25
2.9k
Call · $295
In the money
Last $115.68
Breakeven $410.68
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $295
Last $0.01
Breakeven $294.99
Implied vol 251.6%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.278
Vega 0.001
Open interest 2.9k
Model this put
2
1
—
—
$107.88
300
$0.01
-0.001
213.6%
30
215
Call · $300
In the money
Last $107.88
Breakeven $407.88
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $300
Last $0.01
Breakeven $299.99
Implied vol 213.6%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.097
Vega 0.001
Open interest 215
Model this put
2
2
—
—
$110.17
305
$0.01
-0.003
228.1%
49
21
Call · $305
In the money
Last $110.17
Breakeven $415.17
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $305
Last $0.01
Breakeven $304.99
Implied vol 228.1%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.276
Vega 0.004
Open interest 21
Model this put
2
2
—
—
$105.27
310
$0.01
-0.003
205.9%
21
23
Call · $310
In the money
Last $105.27
Breakeven $415.27
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $310
Last $0.01
Breakeven $309.99
Implied vol 205.9%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.198
Vega 0.001
Open interest 23
Model this put
0
—
296.2%
0.966
—
315
$0.01
-0.003
191.1%
35
292
Call · $315
In the money
Last —
Breakeven —
Implied vol 296.2%
Delta 0.966 ≈97% ITM
Gamma 0.001
Theta -2.55
Vega 0.018
Open interest 0
Model this call
Put · $315
Last $0.01
Breakeven $314.99
Implied vol 191.1%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.171
Vega 0.001
Open interest 292
Model this put
1
1
250%
0.978
$107.27
320
$0.01
-0.004
192.4%
3
97
Call · $320
In the money
Last $107.27
Breakeven $427.27
Implied vol 250%
Delta 0.978 ≈98% ITM
Gamma 0.001
Theta -1.513
Vega 0.009
Open interest 1
Model this call
Put · $320
Last $0.01
Breakeven $319.99
Implied vol 192.4%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.284
Vega 0.004
Open interest 97
Model this put
0
2
239%
0.976
$85.44
325
$0.01
-0.005
183.1%
18
333
Call · $325
In the money
Last $85.44
Breakeven $410.44
Implied vol 239%
Delta 0.976 ≈98% ITM
Gamma 0.001
Theta -1.576
Vega 0.009
Open interest 0
Model this call
Put · $325
Last $0.01
Breakeven $324.99
Implied vol 183.1%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.321
Vega 0.004
Open interest 333
Model this put
6
5
237.2%
0.968
$93.87
330
$0.13
-0.017
203.4%
67
38
Call · $330
In the money
Last $93.87
Breakeven $423.87
Implied vol 237.2%
Delta 0.968 ≈97% ITM
Gamma 0.002
Theta -1.985
Vega 0.018
Open interest 6
Model this call
Put · $330
Last $0.13
Breakeven $329.87
Implied vol 203.4%
Delta -0.017 ≈2% ITM
Gamma 0.001
Theta -0.956
Vega 0.009
Open interest 38
Model this put
6
6
200.8%
0.977
$80.95
335
$0.14
-0.01
175.2%
51
1k
Call · $335
In the money
Last $80.95
Breakeven $415.95
Implied vol 200.8%
Delta 0.977 ≈98% ITM
Gamma 0.001
Theta -1.244
Vega 0.009
Open interest 6
Model this call
Put · $335
Last $0.14
Breakeven $334.86
Implied vol 175.2%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.555
Vega 0.004
Open interest 1k
Model this put
3
5
184.8%
0.977
$76.19
340
$0.05
-0.003
138.4%
11
448
Call · $340
In the money
Last $76.19
Breakeven $416.19
Implied vol 184.8%
Delta 0.977 ≈98% ITM
Gamma 0.001
Theta -1.154
Vega 0.009
Open interest 3
Model this call
Put · $340
Last $0.05
Breakeven $339.95
Implied vol 138.4%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.167
Vega 0.001
Open interest 448
Model this put
1
2
171.9%
0.976
$73.85
345
$0.15
-0.008
139.6%
3
119
Call · $345
In the money
Last $73.85
Breakeven $418.85
Implied vol 171.9%
Delta 0.976 ≈98% ITM
Gamma 0.002
Theta -1.14
Vega 0.009
Open interest 1
Model this call
Put · $345
Last $0.15
Breakeven $344.85
Implied vol 139.6%
Delta -0.008 ≈1% ITM
Gamma 0.001
Theta -0.346
Vega 0.004
Open interest 119
Model this put
2
1
167.7%
0.967
$59.22
350
$0.12
-0.064
205.7%
28
131
Call · $350
In the money
Last $59.22
Breakeven $409.22
Implied vol 167.7%
Delta 0.967 ≈97% ITM
Gamma 0.002
Theta -1.434
Vega 0.019
Open interest 2
Model this call
Put · $350
Last $0.12
Breakeven $349.88
Implied vol 205.7%
Delta -0.064 ≈6% ITM
Gamma 0.003
Theta -3.01
Vega 0.032
Open interest 131
Model this put
0
—
156%
0.961
—
355
$0.07
-0.005
107.5%
36
115
Call · $355
In the money
Last —
Breakeven —
Implied vol 156%
Delta 0.961 ≈96% ITM
Gamma 0.003
Theta -1.505
Vega 0.019
Open interest 0
Model this call
Put · $355
Last $0.07
Breakeven $354.93
Implied vol 107.5%
Delta -0.005 ≈1% ITM
Gamma 0.001
Theta -0.178
Vega 0.004
Open interest 115
Model this put
16
4
139.1%
0.961
$47.56
360
$0.07
-0.01
105.4%
13
250
Call · $360
In the money
Last $47.56
Breakeven $407.56
Implied vol 139.1%
Delta 0.961 ≈96% ITM
Gamma 0.003
Theta -1.353
Vega 0.019
Open interest 16
Model this call
Put · $360
Last $0.07
Breakeven $359.93
Implied vol 105.4%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.315
Vega 0.004
Open interest 250
Model this put
2
2
138.4%
0.942
$53.53
365
$0.05
-0.017
101.3%
2
174
Call · $365
In the money
Last $53.53
Breakeven $418.53
Implied vol 138.4%
Delta 0.942 ≈94% ITM
Gamma 0.004
Theta -1.871
Vega 0.019
Open interest 2
Model this call
Put · $365
Last $0.05
Breakeven $364.95
Implied vol 101.3%
Delta -0.017 ≈2% ITM
Gamma 0.002
Theta -0.483
Vega 0.009
Open interest 174
Model this put
1
1
127.4%
0.944
$40.44
367.5
$0.14
-0.013
91.1%
22
114
Call · $367.5
In the money
Last $40.44
Breakeven $407.94
Implied vol 127.4%
Delta 0.944 ≈94% ITM
Gamma 0.005
Theta -1.683
Vega 0.019
Open interest 1
Model this call
Put · $367.5
Last $0.14
Breakeven $367.36
Implied vol 91.1%
Delta -0.013 ≈1% ITM
Gamma 0.002
Theta -0.355
Vega 0.009
Open interest 114
Model this put
2
1
117.9%
0.944
$37.94
370
$0.08
-0.022
92.6%
102
488
Call · $370
In the money
Last $37.94
Breakeven $407.94
Implied vol 117.9%
Delta 0.944 ≈94% ITM
Gamma 0.005
Theta -1.552
Vega 0.019
Open interest 2
Model this call
Put · $370
Last $0.08
Breakeven $369.92
Implied vol 92.6%
Delta -0.022 ≈2% ITM
Gamma 0.003
Theta -0.561
Vega 0.01
Open interest 488
Model this put
2
2
113.7%
0.937
$32.12
372.5
$0.07
-0.011
75.4%
87
223
Call · $372.5
In the money
Last $32.12
Breakeven $404.62
Implied vol 113.7%
Delta 0.937 ≈94% ITM
Gamma 0.006
Theta -1.643
Vega 0.019
Open interest 2
Model this call
Put · $372.5
Last $0.07
Breakeven $372.43
Implied vol 75.4%
Delta -0.011 ≈1% ITM
Gamma 0.002
Theta -0.245
Vega 0.004
Open interest 223
Model this put
7
2
106.4%
0.934
$29.62
375
$0.05
-0.031
85.3%
19
340
Call · $375
In the money
Last $29.62
Breakeven $404.62
Implied vol 106.4%
Delta 0.934 ≈93% ITM
Gamma 0.006
Theta -1.609
Vega 0.033
Open interest 7
Model this call
Put · $375
Last $0.05
Breakeven $374.95
Implied vol 85.3%
Delta -0.031 ≈3% ITM
Gamma 0.004
Theta -0.689
Vega 0.019
Open interest 340
Model this put
2
1
98.5%
0.93
$26.86
377.5
$0.10
-0.019
69.3%
2
117
Call · $377.5
In the money
Last $26.86
Breakeven $404.36
Implied vol 98.5%
Delta 0.93 ≈93% ITM
Gamma 0.007
Theta -1.555
Vega 0.033
Open interest 2
Model this call
Put · $377.5
Last $0.10
Breakeven $377.40
Implied vol 69.3%
Delta -0.019 ≈2% ITM
Gamma 0.003
Theta -0.374
Vega 0.01
Open interest 117
Model this put
7
1
67.9%
0.973
$24.36
380
$0.05
-0.02
63%
40
1.3k
Call · $380
In the money
Last $24.36
Breakeven $404.36
Implied vol 67.9%
Delta 0.973 ≈97% ITM
Gamma 0.005
Theta -0.509
Vega 0.01
Open interest 7
Model this call
Put · $380
Last $0.05
Breakeven $379.95
Implied vol 63%
Delta -0.02 ≈2% ITM
Gamma 0.004
Theta -0.352
Vega 0.01
Open interest 1.3k
Model this put
5
10
79.1%
0.93
$26.27
382.5
$0.05
-0.046
68.5%
19
60
Call · $382.5
In the money
Last $26.27
Breakeven $408.77
Implied vol 79.1%
Delta 0.93 ≈93% ITM
Gamma 0.009
Theta -1.25
Vega 0.033
Open interest 5
Model this call
Put · $382.5
Last $0.05
Breakeven $382.45
Implied vol 68.5%
Delta -0.046 ≈5% ITM
Gamma 0.007
Theta -0.763
Vega 0.019
Open interest 60
Model this put
21
1
74.4%
0.914
$22.00
385
$0.14
-0.024
51.6%
70
585
Call · $385
In the money
Last $22.00
Breakeven $407.00
Implied vol 74.4%
Delta 0.914 ≈91% ITM
Gamma 0.011
Theta -1.355
Vega 0.034
Open interest 21
Model this call
Put · $385
Last $0.14
Breakeven $384.86
Implied vol 51.6%
Delta -0.024 ≈2% ITM
Gamma 0.006
Theta -0.339
Vega 0.01
Open interest 585
Model this put
13
62
76.4%
0.878
$17.08
387.5
$0.10
-0.095
66.9%
41
66
Call · $387.5
In the money
Last $17.08
Breakeven $404.58
Implied vol 76.4%
Delta 0.878 ≈88% ITM
Gamma 0.014
Theta -1.816
Vega 0.034
Open interest 13
Model this call
Put · $387.5
Last $0.10
Breakeven $387.40
Implied vol 66.9%
Delta -0.095 ≈10% ITM
Gamma 0.013
Theta -1.301
Vega 0.034
Open interest 66
Model this put
22
150
63.5%
0.881
$14.83
390
$0.26
-0.045
43.5%
212
1.2k
Call · $390
In the money
Last $14.83
Breakeven $404.83
Implied vol 63.5%
Delta 0.881 ≈88% ITM
Gamma 0.016
Theta -1.486
Vega 0.034
Open interest 22
Model this call
Put · $390
Last $0.26
Breakeven $389.74
Implied vol 43.5%
Delta -0.045 ≈4% ITM
Gamma 0.011
Theta -0.469
Vega 0.02
Open interest 1.2k
Model this put
12
84
56.5%
0.861
$12.40
392.5
$0.14
-0.058
38.6%
101
211
Call · $392.5
In the money
Last $12.40
Breakeven $404.90
Implied vol 56.5%
Delta 0.861 ≈86% ITM
Gamma 0.02
Theta -1.466
Vega 0.051
Open interest 12
Model this call
Put · $392.5
Last $0.14
Breakeven $392.36
Implied vol 38.6%
Delta -0.058 ≈6% ITM
Gamma 0.015
Theta -0.516
Vega 0.02
Open interest 211
Model this put
17
2
53.8%
0.811
$12.21
395
$0.32
-0.096
36.1%
297
691
Call · $395
In the money
Last $12.21
Breakeven $407.21
Implied vol 53.8%
Delta 0.811 ≈81% ITM
Gamma 0.026
Theta -1.695
Vega 0.051
Open interest 17
Model this call
Put · $395
Last $0.32
Breakeven $394.68
Implied vol 36.1%
Delta -0.096 ≈10% ITM
Gamma 0.024
Theta -0.706
Vega 0.034
Open interest 691
Model this put
7
12
39.9%
0.804
$9.95
397.5
$0.58
-0.166
35.1%
779
748
Call · $397.5
In the money
Last $9.95
Breakeven $407.45
Implied vol 39.9%
Delta 0.804 ≈80% ITM
Gamma 0.036
Theta -1.293
Vega 0.051
Open interest 7
Model this call
Put · $397.5
Last $0.58
Breakeven $396.92
Implied vol 35.1%
Delta -0.166 ≈17% ITM
Gamma 0.037
Theta -1.009
Vega 0.051
Open interest 748
Model this put
159
120
35.2%
0.724
$5.50
400
$1.18
-0.276
35.3%
1.5k
1.5k
Call · $400
In the money
Last $5.50
Breakeven $405.50
Implied vol 35.2%
Delta 0.724 ≈72% ITM
Gamma 0.049
Theta -1.37
Vega 0.067
Open interest 159
Model this call
Put · $400
Last $1.18
Breakeven $398.82
Implied vol 35.3%
Delta -0.276 ≈28% ITM
Gamma 0.049
Theta -1.359
Vega 0.067
Open interest 1.5k
Model this put
45
1.1k
37.5%
0.585
$3.78
402.5
$2.23
-0.415
37.6%
577
370
Call · $402.5
In the money
Last $3.78
Breakeven $406.28
Implied vol 37.5%
Delta 0.585 ≈59% ITM
Gamma 0.054
Theta -1.7
Vega 0.077
Open interest 45
Model this call
Put · $402.5
Last $2.23
Breakeven $400.27
Implied vol 37.6%
Delta -0.415 ≈41% ITM
Gamma 0.054
Theta -1.687
Vega 0.077
Open interest 370
Model this put
Underlying $403.91
137
8.7k
37.8%
0.45
$2.54
405
$3.30
-0.55
37.3%
872
991
Call · $405
Last $2.54
Breakeven $407.54
Implied vol 37.8%
Delta 0.45 ≈45% ITM
Gamma 0.054
Theta -1.74
Vega 0.077
Open interest 137
Model this call
Put · $405
In the money
Last $3.30
Breakeven $401.70
Implied vol 37.3%
Delta -0.55 ≈55% ITM
Gamma 0.055
Theta -1.703
Vega 0.077
Open interest 991
Model this put
186
13.3k
39.6%
0.33
$1.60
407.5
$5.00
-0.676
38.4%
454
342
Call · $407.5
Last $1.60
Breakeven $409.10
Implied vol 39.6%
Delta 0.33 ≈33% ITM
Gamma 0.048
Theta -1.673
Vega 0.068
Open interest 186
Model this call
Put · $407.5
In the money
Last $5.00
Breakeven $402.50
Implied vol 38.4%
Delta -0.676 ≈68% ITM
Gamma 0.049
Theta -1.595
Vega 0.068
Open interest 342
Model this put
1.6k
3.9k
38.8%
0.217
$0.89
410
$4.82
-0.783
38.8%
191
999
Call · $410
Last $0.89
Breakeven $410.89
Implied vol 38.8%
Delta 0.217 ≈22% ITM
Gamma 0.039
Theta -1.333
Vega 0.052
Open interest 1.6k
Model this call
Put · $410
In the money
Last $4.82
Breakeven $405.18
Implied vol 38.8%
Delta -0.783 ≈78% ITM
Gamma 0.04
Theta -1.316
Vega 0.052
Open interest 999
Model this put
144
486
39%
0.133
$0.50
412.5
$8.51
-0.795
51.7%
327
261
Call · $412.5
Last $0.50
Breakeven $413.00
Implied vol 39%
Delta 0.133 ≈13% ITM
Gamma 0.029
Theta -0.982
Vega 0.035
Open interest 144
Model this call
Put · $412.5
In the money
Last $8.51
Breakeven $403.99
Implied vol 51.7%
Delta -0.795 ≈80% ITM
Gamma 0.029
Theta -1.69
Vega 0.052
Open interest 261
Model this put
1.2k
1.8k
40.2%
0.083
$0.34
415
$11.00
-0.861
51.6%
111
292
Call · $415
Last $0.34
Breakeven $415.34
Implied vol 40.2%
Delta 0.083 ≈8% ITM
Gamma 0.02
Theta -0.711
Vega 0.035
Open interest 1.2k
Model this call
Put · $415
In the money
Last $11.00
Breakeven $404.00
Implied vol 51.6%
Delta -0.861 ≈86% ITM
Gamma 0.023
Theta -1.324
Vega 0.052
Open interest 292
Model this put
404
1.1k
41.3%
0.05
$0.20
417.5
$12.03
-0.863
62.4%
31
161
Call · $417.5
Last $0.20
Breakeven $417.70
Implied vol 41.3%
Delta 0.05 ≈5% ITM
Gamma 0.013
Theta -0.488
Vega 0.02
Open interest 404
Model this call
Put · $417.5
In the money
Last $12.03
Breakeven $405.47
Implied vol 62.4%
Delta -0.863 ≈86% ITM
Gamma 0.018
Theta -1.588
Vega 0.052
Open interest 161
Model this put
3.3k
3.6k
50.5%
0.056
$0.10
420
$16.10
—
—
32
512
Call · $420
Last $0.10
Breakeven $420.10
Implied vol 50.5%
Delta 0.056 ≈6% ITM
Gamma 0.011
Theta -0.653
Vega 0.02
Open interest 3.3k
Model this call
Put · $420
In the money
Last $16.10
Breakeven $403.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 512
Model this put
349
472
42.8%
0.014
$0.09
422.5
$19.75
—
—
81
54
Call · $422.5
Last $0.09
Breakeven $422.59
Implied vol 42.8%
Delta 0.014 ≈1% ITM
Gamma 0.004
Theta -0.171
Vega 0.01
Open interest 349
Model this call
Put · $422.5
In the money
Last $19.75
Breakeven $402.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 54
Model this put
1.7k
1.3k
50.3%
0.018
$0.05
425
$21.88
-0.933
70.7%
574
371
Call · $425
Last $0.05
Breakeven $425.05
Implied vol 50.3%
Delta 0.018 ≈2% ITM
Gamma 0.004
Theta -0.254
Vega 0.01
Open interest 1.7k
Model this call
Put · $425
In the money
Last $21.88
Breakeven $403.12
Implied vol 70.7%
Delta -0.933 ≈93% ITM
Gamma 0.01
Theta -1.061
Vega 0.02
Open interest 371
Model this put
440
107
56.9%
0.019
$0.14
427.5
$24.75
—
—
21
19
Call · $427.5
Last $0.14
Breakeven $427.64
Implied vol 56.9%
Delta 0.019 ≈2% ITM
Gamma 0.004
Theta -0.306
Vega 0.01
Open interest 440
Model this call
Put · $427.5
In the money
Last $24.75
Breakeven $402.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 19
Model this put
1.6k
388
64.8%
0.023
$0.02
430
$24.65
—
—
196
125
Call · $430
Last $0.02
Breakeven $430.02
Implied vol 64.8%
Delta 0.023 ≈2% ITM
Gamma 0.004
Theta -0.404
Vega 0.01
Open interest 1.6k
Model this call
Put · $430
In the money
Last $24.65
Breakeven $405.35
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 125
Model this put
253
85
58.8%
0.008
$0.03
432.5
$28.86
-0.936
92.9%
746
496
Call · $432.5
Last $0.03
Breakeven $432.53
Implied vol 58.8%
Delta 0.008 ≈1% ITM
Gamma 0.002
Theta -0.142
Vega 0.004
Open interest 253
Model this call
Put · $432.5
In the money
Last $28.86
Breakeven $403.64
Implied vol 92.9%
Delta -0.936 ≈94% ITM
Gamma 0.007
Theta -1.344
Vega 0.021
Open interest 496
Model this put
1k
83
63.2%
0.007
$0.03
435
$27.45
-0.952
91.3%
547
370
Call · $435
Last $0.03
Breakeven $435.03
Implied vol 63.2%
Delta 0.007 ≈1% ITM
Gamma 0.002
Theta -0.144
Vega 0.004
Open interest 1k
Model this call
Put · $435
In the money
Last $27.45
Breakeven $407.55
Implied vol 91.3%
Delta -0.952 ≈95% ITM
Gamma 0.006
Theta -1.029
Vega 0.021
Open interest 370
Model this put
1.2k
16
67.6%
0.007
$0.01
437.5
$17.23
—
—
2
0
Call · $437.5
Last $0.01
Breakeven $437.51
Implied vol 67.6%
Delta 0.007 ≈1% ITM
Gamma 0.001
Theta -0.146
Vega 0.004
Open interest 1.2k
Model this call
Put · $437.5
In the money
Last $17.23
Breakeven $420.27
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
885
76
88%
0.022
$0.12
440
$31.14
—
—
4
0
Call · $440
Last $0.12
Breakeven $440.12
Implied vol 88%
Delta 0.022 ≈2% ITM
Gamma 0.003
Theta -0.537
Vega 0.01
Open interest 885
Model this call
Put · $440
In the money
Last $31.14
Breakeven $408.86
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
157
12
104.4%
0.034
$0.06
442.5
$22.65
—
—
14
0
Call · $442.5
Last $0.06
Breakeven $442.56
Implied vol 104.4%
Delta 0.034 ≈3% ITM
Gamma 0.004
Theta -0.922
Vega 0.021
Open interest 157
Model this call
Put · $442.5
In the money
Last $22.65
Breakeven $419.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
517
132
74.9%
0.003
$0.02
445
$21.13
—
—
1
0
Call · $445
Last $0.02
Breakeven $445.02
Implied vol 74.9%
Delta 0.003 ≈0% ITM
Gamma 0.001
Theta -0.085
Vega 0.002
Open interest 517
Model this call
Put · $445
In the money
Last $21.13
Breakeven $423.87
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
148
7
83.6%
0.005
$0.02
447.5
$26.08
—
—
3
0
Call · $447.5
Last $0.02
Breakeven $447.52
Implied vol 83.6%
Delta 0.005 ≈0% ITM
Gamma 0.001
Theta -0.134
Vega 0.004
Open interest 148
Model this call
Put · $447.5
In the money
Last $26.08
Breakeven $421.42
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1.4k
14
89%
0.005
$0.02
450
$18.60
—
—
1
0
Call · $450
Last $0.02
Breakeven $450.02
Implied vol 89%
Delta 0.005 ≈1% ITM
Gamma 0.001
Theta -0.156
Vega 0.005
Open interest 1.4k
Model this call
Put · $450
In the money
Last $18.60
Breakeven $431.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
118
2
92.1%
0.004
$0.01
452.5
—
—
—
—
0
Call · $452.5
Last $0.01
Breakeven $452.51
Implied vol 92.1%
Delta 0.004 ≈0% ITM
Gamma 0.001
Theta -0.137
Vega 0.005
Open interest 118
Model this call
Put · $452.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
217
9
93%
0.004
$0.01
455
$38.85
—
—
1
0
Call · $455
Last $0.01
Breakeven $455.01
Implied vol 93%
Delta 0.004 ≈0% ITM
Gamma 0.001
Theta -0.113
Vega 0.002
Open interest 217
Model this call
Put · $455
In the money
Last $38.85
Breakeven $416.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
98
2
96.7%
0.003
$0.01
457.5
—
—
—
—
0
Call · $457.5
Last $0.01
Breakeven $457.51
Implied vol 96.7%
Delta 0.003 ≈0% ITM
Gamma 0.001
Theta -0.113
Vega 0.002
Open interest 98
Model this call
Put · $457.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1.4k
133
103.3%
0.004
$0.03
460
$36.40
-0.963
150.4%
1
0
Call · $460
Last $0.03
Breakeven $460.03
Implied vol 103.3%
Delta 0.004 ≈0% ITM
Gamma 0.001
Theta -0.139
Vega 0.002
Open interest 1.4k
Model this call
Put · $460
In the money
Last $36.40
Breakeven $423.60
Implied vol 150.4%
Delta -0.963 ≈96% ITM
Gamma 0.003
Theta -1.396
Vega 0.021
Open interest 0
Model this put
40
78
183.3%
0.067
$0.01
462.5
—
—
—
—
0
Call · $462.5
Last $0.01
Breakeven $462.51
Implied vol 183.3%
Delta 0.067 ≈7% ITM
Gamma 0.004
Theta -2.745
Vega 0.021
Open interest 40
Model this call
Put · $462.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
168
24
116.1%
0.005
$0.01
465
$19.80
—
—
4
0
Call · $465
Last $0.01
Breakeven $465.01
Implied vol 116.1%
Delta 0.005 ≈1% ITM
Gamma 0.001
Theta -0.207
Vega 0.005
Open interest 168
Model this call
Put · $465
In the money
Last $19.80
Breakeven $445.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
143
28
126.7%
0.008
$0.01
467.5
—
—
—
—
0
Call · $467.5
Last $0.01
Breakeven $467.51
Implied vol 126.7%
Delta 0.008 ≈1% ITM
Gamma 0.001
Theta -0.33
Vega 0.005
Open interest 143
Model this call
Put · $467.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
152
97
129.6%
0.008
$0.13
470
—
—
—
—
0
Call · $470
Last $0.13
Breakeven $470.13
Implied vol 129.6%
Delta 0.008 ≈1% ITM
Gamma 0.001
Theta -0.311
Vega 0.005
Open interest 152
Model this call
Put · $470
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
570
12
135.5%
0.006
$0.01
475
—
—
—
—
0
Call · $475
Last $0.01
Breakeven $475.01
Implied vol 135.5%
Delta 0.006 ≈1% ITM
Gamma 0.001
Theta -0.275
Vega 0.005
Open interest 570
Model this call
Put · $475
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
43
2
152%
0.009
$0.03
480
—
—
—
—
0
Call · $480
Last $0.03
Breakeven $480.03
Implied vol 152%
Delta 0.009 ≈1% ITM
Gamma 0.001
Theta -0.439
Vega 0.005
Open interest 43
Model this call
Put · $480
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
112
13
149.1%
0.005
$0.01
485
—
—
—
—
0
Call · $485
Last $0.01
Breakeven $485.01
Implied vol 149.1%
Delta 0.005 ≈0% ITM
Gamma 0
Theta -0.242
Vega 0.005
Open interest 112
Model this call
Put · $485
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
32
15
161.2%
0.006
$0.01
490
—
—
—
—
0
Call · $490
Last $0.01
Breakeven $490.01
Implied vol 161.2%
Delta 0.006 ≈1% ITM
Gamma 0.001
Theta -0.326
Vega 0.005
Open interest 32
Model this call
Put · $490
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
87
14
158.5%
0.004
$0.01
495
—
—
—
—
0
Call · $495
Last $0.01
Breakeven $495.01
Implied vol 158.5%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.197
Vega 0.002
Open interest 87
Model this call
Put · $495
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
395
1
182.8%
0.008
$0.09
500
—
—
—
—
0
Call · $500
Last $0.09
Breakeven $500.09
Implied vol 182.8%
Delta 0.008 ≈1% ITM
Gamma 0.001
Theta -0.455
Vega 0.005
Open interest 395
Model this call
Put · $500
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
56
7
169%
0.003
$0.01
505
—
—
—
—
0
Call · $505
Last $0.01
Breakeven $505.01
Implied vol 169%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.173
Vega 0.002
Open interest 56
Model this call
Put · $505
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
258
2
197.7%
0.007
$0.20
510
—
—
—
—
0
Call · $510
Last $0.20
Breakeven $510.20
Implied vol 197.7%
Delta 0.007 ≈1% ITM
Gamma 0.001
Theta -0.462
Vega 0.005
Open interest 258
Model this call
Put · $510
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
62
11
202.9%
0.004
$0.01
520
$99.93
—
—
2
0
Call · $520
Last $0.01
Breakeven $520.01
Implied vol 202.9%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.305
Vega 0.002
Open interest 62
Model this call
Put · $520
In the money
Last $99.93
Breakeven $420.07
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
287
6
193%
0.001
$0.01
530
—
—
—
—
0
Call · $530
Last $0.01
Breakeven $530.01
Implied vol 193%
Delta 0.001 ≈0% ITM
Gamma 0
Theta -0.101
Vega 0.002
Open interest 287
Model this call
Put · $530
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
24
11
208.4%
0.002
$0.01
540
—
—
—
—
0
Call · $540
Last $0.01
Breakeven $540.01
Implied vol 208.4%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.128
Vega 0.002
Open interest 24
Model this call
Put · $540
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put