0
—
—
—
—
190
$0.01
-0.002
250.5%
45
569
Call · $190
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $190
Last $0.01
Breakeven $189.99
Implied vol 250.5%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.079
Vega 0.002
Open interest 569
Model this put
0
—
328%
0.985
—
195
$0.02
-0.01
303%
1
955
Call · $195
In the money
Last —
Breakeven —
Implied vol 328%
Delta 0.985 ≈98% ITM
Gamma 0
Theta -0.663
Vega 0.013
Open interest 0
Model this call
Put · $195
Last $0.02
Breakeven $194.98
Implied vol 303%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.404
Vega 0.013
Open interest 955
Model this put
0
—
306.6%
0.986
—
200
$0.02
-0.003
242%
42
702
Call · $200
In the money
Last —
Breakeven —
Implied vol 306.6%
Delta 0.986 ≈99% ITM
Gamma 0
Theta -0.564
Vega 0.013
Open interest 0
Model this call
Put · $200
Last $0.02
Breakeven $199.98
Implied vol 242%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.105
Vega 0.002
Open interest 702
Model this put
0
—
312.1%
0.982
—
205
$0.09
-0.002
223.5%
23
391
Call · $205
In the money
Last —
Breakeven —
Implied vol 312.1%
Delta 0.982 ≈98% ITM
Gamma 0
Theta -0.732
Vega 0.013
Open interest 0
Model this call
Put · $205
Last $0.09
Breakeven $204.91
Implied vol 223.5%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.079
Vega 0.002
Open interest 391
Model this put
0
—
247.4%
0.993
—
210
$0.09
-0.002
215%
1
486
Call · $210
In the money
Last —
Breakeven —
Implied vol 247.4%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.249
Vega 0.006
Open interest 0
Model this call
Put · $210
Last $0.09
Breakeven $209.91
Implied vol 215%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.078
Vega 0.002
Open interest 486
Model this put
0
—
237.7%
0.993
—
215
$0.10
-0.005
225.2%
13
474
Call · $215
In the money
Last —
Breakeven —
Implied vol 237.7%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.247
Vega 0.006
Open interest 0
Model this call
Put · $215
Last $0.10
Breakeven $214.90
Implied vol 225.2%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.159
Vega 0.006
Open interest 474
Model this put
0
—
246.2%
0.989
—
220
$0.01
-0.002
198.5%
1
830
Call · $220
In the money
Last —
Breakeven —
Implied vol 246.2%
Delta 0.989 ≈99% ITM
Gamma 0
Theta -0.378
Vega 0.014
Open interest 0
Model this call
Put · $220
Last $0.01
Breakeven $219.99
Implied vol 198.5%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.078
Vega 0.002
Open interest 830
Model this put
0
—
266.5%
0.98
—
225
$0.11
-0.003
195.2%
26
357
Call · $225
In the money
Last —
Breakeven —
Implied vol 266.5%
Delta 0.98 ≈98% ITM
Gamma 0.001
Theta -0.698
Vega 0.014
Open interest 0
Model this call
Put · $225
Last $0.11
Breakeven $224.89
Implied vol 195.2%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.091
Vega 0.002
Open interest 357
Model this put
1
1
257.9%
0.978
$123.65
230
$0.02
-0.001
169.2%
19
928
Call · $230
In the money
Last $123.65
Breakeven $353.65
Implied vol 257.9%
Delta 0.978 ≈98% ITM
Gamma 0.001
Theta -0.713
Vega 0.014
Open interest 1
Model this call
Put · $230
Last $0.02
Breakeven $229.98
Implied vol 169.2%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.039
Vega 0.002
Open interest 928
Model this put
0
—
209.2%
0.991
—
235
$0.03
-0.003
175.2%
4
654
Call · $235
In the money
Last —
Breakeven —
Implied vol 209.2%
Delta 0.991 ≈99% ITM
Gamma 0
Theta -0.289
Vega 0.006
Open interest 0
Model this call
Put · $235
Last $0.03
Breakeven $234.97
Implied vol 175.2%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.077
Vega 0.002
Open interest 654
Model this put
0
—
201.6%
0.99
—
240
$0.02
-0.004
173.9%
2
581
Call · $240
In the money
Last —
Breakeven —
Implied vol 201.6%
Delta 0.99 ≈99% ITM
Gamma 0
Theta -0.305
Vega 0.014
Open interest 0
Model this call
Put · $240
Last $0.02
Breakeven $239.98
Implied vol 173.9%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.104
Vega 0.006
Open interest 581
Model this put
0
—
192.3%
0.989
—
245
$0.15
-0.007
178.6%
4
839
Call · $245
In the money
Last —
Breakeven —
Implied vol 192.3%
Delta 0.989 ≈99% ITM
Gamma 0
Theta -0.301
Vega 0.015
Open interest 0
Model this call
Put · $245
Last $0.15
Breakeven $244.85
Implied vol 178.6%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.184
Vega 0.006
Open interest 839
Model this put
25
2
183.2%
0.989
$111.42
250
$0.12
-0.008
171.4%
3
275
Call · $250
In the money
Last $111.42
Breakeven $361.42
Implied vol 183.2%
Delta 0.989 ≈99% ITM
Gamma 0
Theta -0.297
Vega 0.015
Open interest 25
Model this call
Put · $250
Last $0.12
Breakeven $249.88
Implied vol 171.4%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -0.188
Vega 0.006
Open interest 275
Model this put
2
2
205.5%
0.975
$106.52
255
$0.15
-0.004
150.3%
1
448
Call · $255
In the money
Last $106.52
Breakeven $361.52
Implied vol 205.5%
Delta 0.975 ≈97% ITM
Gamma 0.001
Theta -0.651
Vega 0.03
Open interest 2
Model this call
Put · $255
Last $0.15
Breakeven $254.85
Implied vol 150.3%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.102
Vega 0.006
Open interest 448
Model this put
1
1
165.6%
0.988
$71.60
260
$0.13
-0.007
151.3%
2
214
Call · $260
In the money
Last $71.60
Breakeven $331.60
Implied vol 165.6%
Delta 0.988 ≈99% ITM
Gamma 0.001
Theta -0.289
Vega 0.015
Open interest 1
Model this call
Put · $260
Last $0.13
Breakeven $259.87
Implied vol 151.3%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.156
Vega 0.006
Open interest 214
Model this put
0
—
155.4%
0.988
—
265
$0.08
-0.009
148.4%
5
232
Call · $265
In the money
Last —
Breakeven —
Implied vol 155.4%
Delta 0.988 ≈99% ITM
Gamma 0.001
Theta -0.266
Vega 0.015
Open interest 0
Model this call
Put · $265
Last $0.08
Breakeven $264.92
Implied vol 148.4%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.185
Vega 0.007
Open interest 232
Model this put
1
2
169.8%
0.976
$60.55
270
$0.05
-0.005
128.1%
4
247
Call · $270
In the money
Last $60.55
Breakeven $330.55
Implied vol 169.8%
Delta 0.976 ≈98% ITM
Gamma 0.001
Theta -0.529
Vega 0.015
Open interest 1
Model this call
Put · $270
Last $0.05
Breakeven $269.95
Implied vol 128.1%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.099
Vega 0.007
Open interest 247
Model this put
1
2
167.3%
0.969
$51.85
275
$0.03
-0.003
111.5%
4
167
Call · $275
In the money
Last $51.85
Breakeven $326.85
Implied vol 167.3%
Delta 0.969 ≈97% ITM
Gamma 0.001
Theta -0.625
Vega 0.031
Open interest 1
Model this call
Put · $275
Last $0.03
Breakeven $274.97
Implied vol 111.5%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.05
Vega 0.002
Open interest 167
Model this put
0
—
132.3%
0.985
—
280
$0.01
-0.004
110.2%
25
276
Call · $280
In the money
Last —
Breakeven —
Implied vol 132.3%
Delta 0.985 ≈99% ITM
Gamma 0.001
Theta -0.272
Vega 0.016
Open interest 0
Model this call
Put · $280
Last $0.01
Breakeven $279.99
Implied vol 110.2%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.072
Vega 0.007
Open interest 276
Model this put
0
—
122.8%
0.986
—
285
$0.04
-0.004
101.1%
11
101
Call · $285
In the money
Last —
Breakeven —
Implied vol 122.8%
Delta 0.986 ≈99% ITM
Gamma 0.001
Theta -0.249
Vega 0.016
Open interest 0
Model this call
Put · $285
Last $0.04
Breakeven $284.96
Implied vol 101.1%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.056
Vega 0.003
Open interest 101
Model this put
32
40
119.7%
0.981
$67.49
290
$0.05
-0.009
106.2%
3
98
Call · $290
In the money
Last $67.49
Breakeven $357.49
Implied vol 119.7%
Delta 0.981 ≈98% ITM
Gamma 0.001
Theta -0.303
Vega 0.016
Open interest 32
Model this call
Put · $290
Last $0.05
Breakeven $289.95
Implied vol 106.2%
Delta -0.009 ≈1% ITM
Gamma 0.001
Theta -0.135
Vega 0.007
Open interest 98
Model this put
0
—
130.2%
0.963
—
295
$0.10
-0.005
90%
1
133
Call · $295
In the money
Last —
Breakeven —
Implied vol 130.2%
Delta 0.963 ≈96% ITM
Gamma 0.002
Theta -0.569
Vega 0.032
Open interest 0
Model this call
Put · $295
Last $0.10
Breakeven $294.90
Implied vol 90%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.069
Vega 0.007
Open interest 133
Model this put
1
1
101.3%
0.982
$42.16
300
$0.04
-0.004
81.4%
21
461
Call · $300
In the money
Last $42.16
Breakeven $342.16
Implied vol 101.3%
Delta 0.982 ≈98% ITM
Gamma 0.001
Theta -0.256
Vega 0.016
Open interest 1
Model this call
Put · $300
Last $0.04
Breakeven $299.96
Implied vol 81.4%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.053
Vega 0.007
Open interest 461
Model this put
5
1
114.5%
0.956
$57.56
305
$0.07
-0.011
86.4%
1
185
Call · $305
In the money
Last $57.56
Breakeven $362.56
Implied vol 114.5%
Delta 0.956 ≈96% ITM
Gamma 0.002
Theta -0.577
Vega 0.033
Open interest 5
Model this call
Put · $305
Last $0.07
Breakeven $304.93
Implied vol 86.4%
Delta -0.011 ≈1% ITM
Gamma 0.001
Theta -0.135
Vega 0.016
Open interest 185
Model this put
19
1
88.2%
0.978
$39.78
310
$0.04
-0.013
79.6%
36
116
Call · $310
In the money
Last $39.78
Breakeven $349.78
Implied vol 88.2%
Delta 0.978 ≈98% ITM
Gamma 0.002
Theta -0.267
Vega 0.016
Open interest 19
Model this call
Put · $310
Last $0.04
Breakeven $309.96
Implied vol 79.6%
Delta -0.013 ≈1% ITM
Gamma 0.001
Theta -0.136
Vega 0.016
Open interest 116
Model this put
33
1
81%
0.976
$40.01
315
$0.15
-0.009
67.5%
3
177
Call · $315
In the money
Last $40.01
Breakeven $355.01
Implied vol 81%
Delta 0.976 ≈98% ITM
Gamma 0.002
Theta -0.263
Vega 0.017
Open interest 33
Model this call
Put · $315
Last $0.15
Breakeven $314.85
Implied vol 67.5%
Delta -0.009 ≈1% ITM
Gamma 0.001
Theta -0.085
Vega 0.007
Open interest 177
Model this put
0
—
68.4%
0.987
—
317.5
$0.08
-0.016
70%
2
6
Call · $317.5
In the money
Last —
Breakeven —
Implied vol 68.4%
Delta 0.987 ≈99% ITM
Gamma 0.001
Theta -0.146
Vega 0.017
Open interest 0
Model this call
Put · $317.5
Last $0.08
Breakeven $317.42
Implied vol 70%
Delta -0.016 ≈2% ITM
Gamma 0.002
Theta -0.142
Vega 0.017
Open interest 6
Model this put
18
1
64.9%
0.986
$41.52
320
$0.07
-0.01
62.1%
8
431
Call · $320
In the money
Last $41.52
Breakeven $361.52
Implied vol 64.9%
Delta 0.986 ≈99% ITM
Gamma 0.002
Theta -0.144
Vega 0.017
Open interest 18
Model this call
Put · $320
Last $0.07
Breakeven $319.93
Implied vol 62.1%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.089
Vega 0.007
Open interest 431
Model this put
1
1
72.3%
0.969
$39.12
322.5
$0.06
-0.008
55.6%
3
52
Call · $322.5
In the money
Last $39.12
Breakeven $361.62
Implied vol 72.3%
Delta 0.969 ≈97% ITM
Gamma 0.003
Theta -0.288
Vega 0.033
Open interest 1
Model this call
Put · $322.5
Last $0.06
Breakeven $322.44
Implied vol 55.6%
Delta -0.008 ≈1% ITM
Gamma 0.001
Theta -0.064
Vega 0.007
Open interest 52
Model this put
51
1
69.1%
0.966
$39.95
325
$0.10
-0.014
57.4%
8
814
Call · $325
In the money
Last $39.95
Breakeven $364.95
Implied vol 69.1%
Delta 0.966 ≈97% ITM
Gamma 0.003
Theta -0.297
Vega 0.034
Open interest 51
Model this call
Put · $325
Last $0.10
Breakeven $324.90
Implied vol 57.4%
Delta -0.014 ≈1% ITM
Gamma 0.002
Theta -0.107
Vega 0.017
Open interest 814
Model this put
2
2
57.6%
0.979
$26.60
327.5
$0.18
-0.02
57%
8
94
Call · $327.5
In the money
Last $26.60
Breakeven $354.10
Implied vol 57.6%
Delta 0.979 ≈98% ITM
Gamma 0.002
Theta -0.176
Vega 0.017
Open interest 2
Model this call
Put · $327.5
Last $0.18
Breakeven $327.32
Implied vol 57%
Delta -0.02 ≈2% ITM
Gamma 0.002
Theta -0.143
Vega 0.017
Open interest 94
Model this put
68
1
62.8%
0.959
$33.50
330
$0.15
-0.027
56.9%
6
768
Call · $330
In the money
Last $33.50
Breakeven $363.50
Implied vol 62.8%
Delta 0.959 ≈96% ITM
Gamma 0.004
Theta -0.314
Vega 0.034
Open interest 68
Model this call
Put · $330
Last $0.15
Breakeven $329.85
Implied vol 56.9%
Delta -0.027 ≈3% ITM
Gamma 0.003
Theta -0.184
Vega 0.017
Open interest 768
Model this put
2
2
61.9%
0.949
$20.03
332.5
$0.14
-0.021
49.4%
54
40
Call · $332.5
In the money
Last $20.03
Breakeven $352.53
Implied vol 61.9%
Delta 0.949 ≈95% ITM
Gamma 0.005
Theta -0.365
Vega 0.034
Open interest 2
Model this call
Put · $332.5
Last $0.14
Breakeven $332.36
Implied vol 49.4%
Delta -0.021 ≈2% ITM
Gamma 0.003
Theta -0.129
Vega 0.017
Open interest 40
Model this put
181
16
72%
0.903
$28.66
335
$0.22
-0.041
53.2%
12
188
Call · $335
In the money
Last $28.66
Breakeven $363.66
Implied vol 72%
Delta 0.903 ≈90% ITM
Gamma 0.007
Theta -0.67
Vega 0.059
Open interest 181
Model this call
Put · $335
Last $0.22
Breakeven $334.78
Implied vol 53.2%
Delta -0.041 ≈4% ITM
Gamma 0.005
Theta -0.24
Vega 0.034
Open interest 188
Model this put
1
1
57.8%
0.931
$26.21
337.5
$0.36
-0.036
47.2%
6
67
Call · $337.5
In the money
Last $26.21
Breakeven $363.71
Implied vol 57.8%
Delta 0.931 ≈93% ITM
Gamma 0.007
Theta -0.428
Vega 0.059
Open interest 1
Model this call
Put · $337.5
Last $0.36
Breakeven $337.14
Implied vol 47.2%
Delta -0.036 ≈4% ITM
Gamma 0.005
Theta -0.193
Vega 0.034
Open interest 67
Model this put
127
8
52.6%
0.93
$24.03
340
$0.40
-0.056
48.7%
111
377
Call · $340
In the money
Last $24.03
Breakeven $364.03
Implied vol 52.6%
Delta 0.93 ≈93% ITM
Gamma 0.007
Theta -0.394
Vega 0.059
Open interest 127
Model this call
Put · $340
Last $0.40
Breakeven $339.60
Implied vol 48.7%
Delta -0.056 ≈6% ITM
Gamma 0.007
Theta -0.289
Vega 0.034
Open interest 377
Model this put
2
2
63%
0.869
$17.86
342.5
$0.55
-0.071
47.5%
21
87
Call · $342.5
In the money
Last $17.86
Breakeven $360.36
Implied vol 63%
Delta 0.869 ≈87% ITM
Gamma 0.01
Theta -0.734
Vega 0.09
Open interest 2
Model this call
Put · $342.5
Last $0.55
Breakeven $341.95
Implied vol 47.5%
Delta -0.071 ≈7% ITM
Gamma 0.008
Theta -0.336
Vega 0.06
Open interest 87
Model this put
340
26
51.8%
0.884
$19.46
345
$0.83
-0.096
47.1%
208
356
Call · $345
In the money
Last $19.46
Breakeven $364.46
Implied vol 51.8%
Delta 0.884 ≈88% ITM
Gamma 0.011
Theta -0.556
Vega 0.06
Open interest 340
Model this call
Put · $345
Last $0.83
Breakeven $344.17
Implied vol 47.1%
Delta -0.096 ≈10% ITM
Gamma 0.01
Theta -0.416
Vega 0.06
Open interest 356
Model this put
16
6
50.4%
0.86
$17.29
347.5
$1.00
-0.129
48.2%
66
71
Call · $347.5
In the money
Last $17.29
Breakeven $364.79
Implied vol 50.4%
Delta 0.86 ≈86% ITM
Gamma 0.013
Theta -0.615
Vega 0.09
Open interest 16
Model this call
Put · $347.5
Last $1.00
Breakeven $346.50
Implied vol 48.2%
Delta -0.129 ≈13% ITM
Gamma 0.013
Theta -0.534
Vega 0.09
Open interest 71
Model this put
203
1
49.7%
0.825
$17.38
350
$1.35
-0.163
47.2%
223
446
Call · $350
In the money
Last $17.38
Breakeven $367.38
Implied vol 49.7%
Delta 0.825 ≈83% ITM
Gamma 0.015
Theta -0.693
Vega 0.091
Open interest 203
Model this call
Put · $350
Last $1.35
Breakeven $348.65
Implied vol 47.2%
Delta -0.163 ≈16% ITM
Gamma 0.015
Theta -0.604
Vega 0.091
Open interest 446
Model this put
795
6
48.7%
0.79
$12.95
352.5
$1.92
-0.188
43.9%
187
245
Call · $352.5
In the money
Last $12.95
Breakeven $365.45
Implied vol 48.7%
Delta 0.79 ≈79% ITM
Gamma 0.017
Theta -0.764
Vega 0.091
Open interest 795
Model this call
Put · $352.5
Last $1.92
Breakeven $350.58
Implied vol 43.9%
Delta -0.188 ≈19% ITM
Gamma 0.018
Theta -0.616
Vega 0.091
Open interest 245
Model this put
1.3k
12
46.9%
0.751
$14.01
355
$2.46
-0.249
46.7%
85
371
Call · $355
In the money
Last $14.01
Breakeven $369.01
Implied vol 46.9%
Delta 0.751 ≈75% ITM
Gamma 0.019
Theta -0.803
Vega 0.119
Open interest 1.3k
Model this call
Put · $355
Last $2.46
Breakeven $352.54
Implied vol 46.7%
Delta -0.249 ≈25% ITM
Gamma 0.02
Theta -0.771
Vega 0.119
Open interest 371
Model this put
356
18
46.5%
0.699
$10.05
357.5
$4.20
-0.299
45.9%
182
183
Call · $357.5
In the money
Last $10.05
Breakeven $367.55
Implied vol 46.5%
Delta 0.699 ≈70% ITM
Gamma 0.021
Theta -0.87
Vega 0.12
Open interest 356
Model this call
Put · $357.5
Last $4.20
Breakeven $353.30
Implied vol 45.9%
Delta -0.299 ≈30% ITM
Gamma 0.022
Theta -0.829
Vega 0.12
Open interest 183
Model this put
1.2k
271
45.2%
0.648
$10.25
360
$3.71
-0.354
45.9%
12
345
Call · $360
In the money
Last $10.25
Breakeven $370.25
Implied vol 45.2%
Delta 0.648 ≈65% ITM
Gamma 0.024
Theta -0.91
Vega 0.138
Open interest 1.2k
Model this call
Put · $360
Last $3.71
Breakeven $356.29
Implied vol 45.9%
Delta -0.354 ≈35% ITM
Gamma 0.024
Theta -0.896
Vega 0.138
Open interest 345
Model this put
217
289
44.6%
0.587
$8.70
362.5
$4.45
-0.415
45.4%
210
67
Call · $362.5
In the money
Last $8.70
Breakeven $371.20
Implied vol 44.6%
Delta 0.587 ≈59% ITM
Gamma 0.025
Theta -0.927
Vega 0.138
Open interest 217
Model this call
Put · $362.5
Last $4.45
Breakeven $358.05
Implied vol 45.4%
Delta -0.415 ≈41% ITM
Gamma 0.025
Theta -0.917
Vega 0.138
Open interest 67
Model this put
Underlying $364.52
858
867
44.2%
0.524
$6.60
365
$6.09
-0.477
45.9%
40
34
Call · $365
Last $6.60
Breakeven $371.60
Implied vol 44.2%
Delta 0.524 ≈52% ITM
Gamma 0.026
Theta -0.948
Vega 0.139
Open interest 858
Model this call
Put · $365
In the money
Last $6.09
Breakeven $358.91
Implied vol 45.9%
Delta -0.477 ≈48% ITM
Gamma 0.025
Theta -0.957
Vega 0.139
Open interest 34
Model this put
200
34
44.9%
0.461
$5.80
367.5
$6.95
-0.54
44.5%
15
34
Call · $367.5
Last $5.80
Breakeven $373.30
Implied vol 44.9%
Delta 0.461 ≈46% ITM
Gamma 0.025
Theta -0.949
Vega 0.14
Open interest 200
Model this call
Put · $367.5
In the money
Last $6.95
Breakeven $360.55
Implied vol 44.5%
Delta -0.54 ≈54% ITM
Gamma 0.026
Theta -0.912
Vega 0.14
Open interest 34
Model this put
655
108
44%
0.396
$4.20
370
$8.40
-0.6
45.7%
115
25
Call · $370
Last $4.20
Breakeven $374.20
Implied vol 44%
Delta 0.396 ≈40% ITM
Gamma 0.025
Theta -0.906
Vega 0.14
Open interest 655
Model this call
Put · $370
In the money
Last $8.40
Breakeven $361.60
Implied vol 45.7%
Delta -0.6 ≈60% ITM
Gamma 0.024
Theta -0.915
Vega 0.14
Open interest 25
Model this put
212
59
47.3%
0.348
$3.70
372.5
$12.05
-0.697
36.6%
1
1
Call · $372.5
Last $3.70
Breakeven $376.20
Implied vol 47.3%
Delta 0.348 ≈35% ITM
Gamma 0.023
Theta -0.935
Vega 0.123
Open interest 212
Model this call
Put · $372.5
In the money
Last $12.05
Breakeven $360.45
Implied vol 36.6%
Delta -0.697 ≈70% ITM
Gamma 0.027
Theta -0.653
Vega 0.123
Open interest 1
Model this put
696
318
43.5%
0.279
$2.91
375
$17.80
-0.716
44.7%
2
2
Call · $375
Last $2.91
Breakeven $377.91
Implied vol 43.5%
Delta 0.279 ≈28% ITM
Gamma 0.022
Theta -0.776
Vega 0.124
Open interest 696
Model this call
Put · $375
In the money
Last $17.80
Breakeven $357.20
Implied vol 44.7%
Delta -0.716 ≈72% ITM
Gamma 0.022
Theta -0.775
Vega 0.124
Open interest 2
Model this put
497
49
43.7%
0.227
$2.06
377.5
—
-0.774
43.7%
—
0
Call · $377.5
Last $2.06
Breakeven $379.56
Implied vol 43.7%
Delta 0.227 ≈23% ITM
Gamma 0.02
Theta -0.705
Vega 0.095
Open interest 497
Model this call
Put · $377.5
In the money
Last —
Breakeven —
Implied vol 43.7%
Delta -0.774 ≈77% ITM
Gamma 0.02
Theta -0.675
Vega 0.095
Open interest 0
Model this put
1.2k
137
43.1%
0.181
$1.36
380
—
-0.822
42.8%
—
0
Call · $380
Last $1.36
Breakeven $381.36
Implied vol 43.1%
Delta 0.181 ≈18% ITM
Gamma 0.017
Theta -0.599
Vega 0.095
Open interest 1.2k
Model this call
Put · $380
In the money
Last —
Breakeven —
Implied vol 42.8%
Delta -0.822 ≈82% ITM
Gamma 0.018
Theta -0.563
Vega 0.095
Open interest 0
Model this put
103
35
43.7%
0.142
$1.10
382.5
—
-0.865
42.8%
—
0
Call · $382.5
Last $1.10
Breakeven $383.60
Implied vol 43.7%
Delta 0.142 ≈14% ITM
Gamma 0.015
Theta -0.526
Vega 0.096
Open interest 103
Model this call
Put · $382.5
In the money
Last —
Breakeven —
Implied vol 42.8%
Delta -0.865 ≈86% ITM
Gamma 0.015
Theta -0.474
Vega 0.064
Open interest 0
Model this put
320
47
43.5%
0.112
$0.79
385
$26.48
-0.968
30.2%
10
17
Call · $385
Last $0.79
Breakeven $385.79
Implied vol 43.5%
Delta 0.112 ≈11% ITM
Gamma 0.013
Theta -0.437
Vega 0.064
Open interest 320
Model this call
Put · $385
In the money
Last $26.48
Breakeven $358.52
Implied vol 30.2%
Delta -0.968 ≈97% ITM
Gamma 0.008
Theta -0.1
Vega 0.033
Open interest 17
Model this put
34
17
43.9%
0.086
$0.66
387.5
—
—
—
—
0
Call · $387.5
Last $0.66
Breakeven $388.16
Implied vol 43.9%
Delta 0.086 ≈9% ITM
Gamma 0.01
Theta -0.363
Vega 0.064
Open interest 34
Model this call
Put · $387.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
415
73
44.1%
0.065
$0.43
390
$24.66
—
—
3
3
Call · $390
Last $0.43
Breakeven $390.43
Implied vol 44.1%
Delta 0.065 ≈6% ITM
Gamma 0.008
Theta -0.294
Vega 0.037
Open interest 415
Model this call
Put · $390
In the money
Last $24.66
Breakeven $365.34
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
23
14
43.6%
0.046
$0.31
392.5
—
-0.96
42.7%
—
0
Call · $392.5
Last $0.31
Breakeven $392.81
Implied vol 43.6%
Delta 0.046 ≈5% ITM
Gamma 0.006
Theta -0.221
Vega 0.038
Open interest 23
Model this call
Put · $392.5
In the money
Last —
Breakeven —
Implied vol 42.7%
Delta -0.96 ≈96% ITM
Gamma 0.006
Theta -0.174
Vega 0.036
Open interest 0
Model this put
141
13
43.5%
0.031
$0.18
395
$29.48
—
—
3
3
Call · $395
Last $0.18
Breakeven $395.18
Implied vol 43.5%
Delta 0.031 ≈3% ITM
Gamma 0.005
Theta -0.162
Vega 0.019
Open interest 141
Model this call
Put · $395
In the money
Last $29.48
Breakeven $365.52
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
65
56
43.3%
0.023
$0.13
397.5
—
—
—
—
0
Call · $397.5
Last $0.13
Breakeven $397.63
Implied vol 43.3%
Delta 0.023 ≈2% ITM
Gamma 0.004
Theta -0.121
Vega 0.019
Open interest 65
Model this call
Put · $397.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
200
41
45%
0.019
$0.10
400
$45.00
—
—
1
0
Call · $400
Last $0.10
Breakeven $400.10
Implied vol 45%
Delta 0.019 ≈2% ITM
Gamma 0.003
Theta -0.107
Vega 0.019
Open interest 200
Model this call
Put · $400
In the money
Last $45.00
Breakeven $355.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
82
14
41.8%
0.008
$0.08
402.5
—
—
—
—
0
Call · $402.5
Last $0.08
Breakeven $402.58
Implied vol 41.8%
Delta 0.008 ≈1% ITM
Gamma 0.001
Theta -0.048
Vega 0.008
Open interest 82
Model this call
Put · $402.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
119
18
45.3%
0.009
$0.09
405
—
—
—
—
0
Call · $405
Last $0.09
Breakeven $405.09
Implied vol 45.3%
Delta 0.009 ≈1% ITM
Gamma 0.002
Theta -0.058
Vega 0.008
Open interest 119
Model this call
Put · $405
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
17
14
47.6%
0.006
$0.04
410
—
—
—
—
0
Call · $410
Last $0.04
Breakeven $410.04
Implied vol 47.6%
Delta 0.006 ≈1% ITM
Gamma 0.001
Theta -0.039
Vega 0.008
Open interest 17
Model this call
Put · $410
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
35
10
63.5%
0.019
$0.05
415
—
—
—
—
0
Call · $415
Last $0.05
Breakeven $415.05
Implied vol 63.5%
Delta 0.019 ≈2% ITM
Gamma 0.002
Theta -0.156
Vega 0.019
Open interest 35
Model this call
Put · $415
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
92
35
68.9%
0.019
$0.02
420
—
—
—
—
0
Call · $420
Last $0.02
Breakeven $420.02
Implied vol 68.9%
Delta 0.019 ≈2% ITM
Gamma 0.002
Theta -0.163
Vega 0.019
Open interest 92
Model this call
Put · $420
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
63
58
73%
0.016
$0.05
425
—
—
—
—
0
Call · $425
Last $0.05
Breakeven $425.05
Implied vol 73%
Delta 0.016 ≈2% ITM
Gamma 0.002
Theta -0.151
Vega 0.02
Open interest 63
Model this call
Put · $425
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
93
1
67.5%
0.006
$0.15
430
—
—
—
—
0
Call · $430
Last $0.15
Breakeven $430.15
Implied vol 67.5%
Delta 0.006 ≈1% ITM
Gamma 0.001
Theta -0.058
Vega 0.008
Open interest 93
Model this call
Put · $430
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
320
1
84.3%
0.016
$0.34
435
—
—
—
—
0
Call · $435
Last $0.34
Breakeven $435.34
Implied vol 84.3%
Delta 0.016 ≈2% ITM
Gamma 0.001
Theta -0.177
Vega 0.02
Open interest 320
Model this call
Put · $435
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
204
4
88.5%
0.014
$0.07
440
—
—
—
—
0
Call · $440
Last $0.07
Breakeven $440.07
Implied vol 88.5%
Delta 0.014 ≈1% ITM
Gamma 0.001
Theta -0.168
Vega 0.02
Open interest 204
Model this call
Put · $440
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
221
44
73.5%
0.003
$0.01
445
—
—
—
—
0
Call · $445
Last $0.01
Breakeven $445.01
Implied vol 73.5%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.03
Vega 0.003
Open interest 221
Model this call
Put · $445
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put