1
1
—
—
$246.50
60
$0.10
-0.014
259.6%
100
100
Call · $60
In the money
Last $246.50
Breakeven $306.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $60
Last $0.10
Breakeven $59.90
Implied vol 259.6%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.1
Vega 0.029
Open interest 100
Model this put
2
1
—
—
$236.20
65
—
-0.015
245.4%
—
0
Call · $65
In the money
Last $236.20
Breakeven $301.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $65
Last —
Breakeven —
Implied vol 245.4%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.103
Vega 0.03
Open interest 0
Model this put
3
2
—
—
$224.09
70
—
-0.016
230.7%
—
0
Call · $70
In the money
Last $224.09
Breakeven $294.09
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $70
Last —
Breakeven —
Implied vol 230.7%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.102
Vega 0.031
Open interest 0
Model this put
1
1
—
—
$199.50
75
$0.08
-0.015
211.7%
3
13
Call · $75
In the money
Last $199.50
Breakeven $274.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $75
Last $0.08
Breakeven $74.92
Implied vol 211.7%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.09
Vega 0.016
Open interest 13
Model this put
3
4
—
—
$237.00
80
$0.15
-0.016
199.9%
1
11
Call · $80
In the money
Last $237.00
Breakeven $317.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $80
Last $0.15
Breakeven $79.85
Implied vol 199.9%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.089
Vega 0.017
Open interest 11
Model this put
1
1
—
—
$270.00
85
$0.05
-0.036
234.7%
10
16
Call · $85
In the money
Last $270.00
Breakeven $355.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $85
Last $0.05
Breakeven $84.95
Implied vol 234.7%
Delta -0.036 ≈4% ITM
Gamma 0.001
Theta -0.205
Vega 0.06
Open interest 16
Model this put
4
2
—
—
$223.10
90
$0.05
-0.036
216.8%
10
20
Call · $90
In the money
Last $223.10
Breakeven $313.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $90
Last $0.05
Breakeven $89.95
Implied vol 216.8%
Delta -0.036 ≈4% ITM
Gamma 0.001
Theta -0.19
Vega 0.036
Open interest 20
Model this put
2
1
—
—
$260.10
95
$0.10
-0.019
166.8%
10
25
Call · $95
In the money
Last $260.10
Breakeven $355.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $95
Last $0.10
Breakeven $94.90
Implied vol 166.8%
Delta -0.019 ≈2% ITM
Gamma 0.001
Theta -0.087
Vega 0.037
Open interest 25
Model this put
16
2
—
—
$142.55
100
$1.20
-0.023
160.8%
25
25
Call · $100
In the money
Last $142.55
Breakeven $242.55
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $100
Last $1.20
Breakeven $98.80
Implied vol 160.8%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.096
Vega 0.038
Open interest 25
Model this put
1
1
—
—
$159.80
105
$8.43
-0.034
166%
72
36
Call · $105
In the money
Last $159.80
Breakeven $264.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $105
Last $8.43
Breakeven $96.57
Implied vol 166%
Delta -0.034 ≈3% ITM
Gamma 0.001
Theta -0.137
Vega 0.039
Open interest 36
Model this put
2
1
—
—
$180.00
110
$0.85
-0.023
138.6%
1
13
Call · $110
In the money
Last $180.00
Breakeven $290.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $110
Last $0.85
Breakeven $109.15
Implied vol 138.6%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.083
Vega 0.04
Open interest 13
Model this put
1
1
0.2%
1
$64.00
115
$0.53
-0.033
140.4%
2
44
Call · $115
In the money
Last $64.00
Breakeven $179.00
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.011
Vega 0
Open interest 1
Model this call
Put · $115
Last $0.53
Breakeven $114.47
Implied vol 140.4%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -0.113
Vega 0.041
Open interest 44
Model this put
2
4
0.2%
1
$56.40
120
$0.70
-0.05
150.3%
2
211
Call · $120
In the money
Last $56.40
Breakeven $176.40
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.012
Vega 0
Open interest 2
Model this call
Put · $120
Last $0.70
Breakeven $119.30
Implied vol 150.3%
Delta -0.05 ≈5% ITM
Gamma 0.001
Theta -0.17
Vega 0.073
Open interest 211
Model this put
3
1
86.7%
0.993
$144.60
125
$1.42
-0.033
119.5%
11
49
Call · $125
In the money
Last $144.60
Breakeven $269.60
Implied vol 86.7%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.031
Vega 0.009
Open interest 3
Model this call
Put · $125
Last $1.42
Breakeven $123.58
Implied vol 119.5%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -0.096
Vega 0.043
Open interest 49
Model this put
1
1
0.2%
1
$140.20
130
$0.75
-0.041
117.6%
3
102
Call · $130
In the money
Last $140.20
Breakeven $270.20
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.013
Vega 0
Open interest 1
Model this call
Put · $130
Last $0.75
Breakeven $129.25
Implied vol 117.6%
Delta -0.041 ≈4% ITM
Gamma 0.001
Theta -0.113
Vega 0.044
Open interest 102
Model this put
1
1
103%
0.964
$117.90
135
$1.75
-0.055
119.3%
9
1.1k
Call · $135
In the money
Last $117.90
Breakeven $252.90
Implied vol 103%
Delta 0.964 ≈96% ITM
Gamma 0.001
Theta -0.102
Vega 0.045
Open interest 1
Model this call
Put · $135
Last $1.75
Breakeven $133.25
Implied vol 119.3%
Delta -0.055 ≈5% ITM
Gamma 0.002
Theta -0.144
Vega 0.078
Open interest 1.1k
Model this put
9
3
94.7%
0.963
$182.30
140
$2.00
-0.068
117.8%
128
186
Call · $140
In the money
Last $182.30
Breakeven $322.30
Implied vol 94.7%
Delta 0.963 ≈96% ITM
Gamma 0.002
Theta -0.096
Vega 0.046
Open interest 9
Model this call
Put · $140
Last $2.00
Breakeven $138.00
Implied vol 117.8%
Delta -0.068 ≈7% ITM
Gamma 0.002
Theta -0.168
Vega 0.079
Open interest 186
Model this put
19
2
98%
0.947
$177.60
145
$2.76
-0.083
116.6%
31
60
Call · $145
In the money
Last $177.60
Breakeven $322.60
Implied vol 98%
Delta 0.947 ≈95% ITM
Gamma 0.002
Theta -0.13
Vega 0.081
Open interest 19
Model this call
Put · $145
Last $2.76
Breakeven $142.24
Implied vol 116.6%
Delta -0.083 ≈8% ITM
Gamma 0.002
Theta -0.193
Vega 0.081
Open interest 60
Model this put
13
1
102%
0.922
$162.41
150
$3.51
-0.1
117.6%
95
101
Call · $150
In the money
Last $162.41
Breakeven $312.41
Implied vol 102%
Delta 0.922 ≈92% ITM
Gamma 0.003
Theta -0.176
Vega 0.082
Open interest 13
Model this call
Put · $150
Last $3.51
Breakeven $146.49
Implied vol 117.6%
Delta -0.1 ≈10% ITM
Gamma 0.003
Theta -0.227
Vega 0.083
Open interest 101
Model this put
3
1
105.1%
0.9
$141.09
155
$4.36
-0.119
115.7%
4
35
Call · $155
In the money
Last $141.09
Breakeven $296.09
Implied vol 105.1%
Delta 0.9 ≈90% ITM
Gamma 0.003
Theta -0.218
Vega 0.084
Open interest 3
Model this call
Put · $155
Last $4.36
Breakeven $150.64
Implied vol 115.7%
Delta -0.119 ≈12% ITM
Gamma 0.003
Theta -0.25
Vega 0.125
Open interest 35
Model this put
3
2
104.6%
0.877
$131.30
160
$5.22
-0.138
113.1%
17
105
Call · $160
In the money
Last $131.30
Breakeven $291.30
Implied vol 104.6%
Delta 0.877 ≈88% ITM
Gamma 0.003
Theta -0.247
Vega 0.127
Open interest 3
Model this call
Put · $160
Last $5.22
Breakeven $154.78
Implied vol 113.1%
Delta -0.138 ≈14% ITM
Gamma 0.003
Theta -0.269
Vega 0.127
Open interest 105
Model this put
34
1
104.3%
0.853
$80.60
165
$6.43
-0.159
112.2%
16
209
Call · $165
In the money
Last $80.60
Breakeven $245.60
Implied vol 104.3%
Delta 0.853 ≈85% ITM
Gamma 0.004
Theta -0.276
Vega 0.13
Open interest 34
Model this call
Put · $165
Last $6.43
Breakeven $158.57
Implied vol 112.2%
Delta -0.159 ≈16% ITM
Gamma 0.004
Theta -0.296
Vega 0.13
Open interest 209
Model this put
40
3
106.2%
0.825
$72.40
170
$7.52
-0.189
116.5%
48
51
Call · $170
In the money
Last $72.40
Breakeven $242.40
Implied vol 106.2%
Delta 0.825 ≈83% ITM
Gamma 0.004
Theta -0.316
Vega 0.132
Open interest 40
Model this call
Put · $170
Last $7.52
Breakeven $162.48
Implied vol 116.5%
Delta -0.189 ≈19% ITM
Gamma 0.004
Theta -0.346
Vega 0.172
Open interest 51
Model this put
19
10
106.7%
0.797
$54.00
175
$8.80
-0.217
116.1%
7
96
Call · $175
In the money
Last $54.00
Breakeven $229.00
Implied vol 106.7%
Delta 0.797 ≈80% ITM
Gamma 0.005
Theta -0.346
Vega 0.175
Open interest 19
Model this call
Put · $175
Last $8.80
Breakeven $166.20
Implied vol 116.1%
Delta -0.217 ≈22% ITM
Gamma 0.005
Theta -0.37
Vega 0.175
Open interest 96
Model this put
10
2
99.6%
0.776
$56.70
180
$10.60
-0.241
112.6%
239
279
Call · $180
In the money
Last $56.70
Breakeven $236.70
Implied vol 99.6%
Delta 0.776 ≈78% ITM
Gamma 0.005
Theta -0.34
Vega 0.177
Open interest 10
Model this call
Put · $180
Last $10.60
Breakeven $169.40
Implied vol 112.6%
Delta -0.241 ≈24% ITM
Gamma 0.005
Theta -0.379
Vega 0.177
Open interest 279
Model this put
10
26
107.4%
0.735
$110.00
185
$12.20
-0.271
113.3%
1
15
Call · $185
In the money
Last $110.00
Breakeven $295.00
Implied vol 107.4%
Delta 0.735 ≈73% ITM
Gamma 0.005
Theta -0.399
Vega 0.18
Open interest 10
Model this call
Put · $185
Last $12.20
Breakeven $172.80
Implied vol 113.3%
Delta -0.271 ≈27% ITM
Gamma 0.005
Theta -0.408
Vega 0.18
Open interest 15
Model this put
7
3
105.2%
0.706
$40.00
190
$13.60
-0.303
117.9%
5
86
Call · $190
In the money
Last $40.00
Breakeven $230.00
Implied vol 105.2%
Delta 0.706 ≈71% ITM
Gamma 0.006
Theta -0.414
Vega 0.183
Open interest 7
Model this call
Put · $190
Last $13.60
Breakeven $176.40
Implied vol 117.9%
Delta -0.303 ≈30% ITM
Gamma 0.005
Theta -0.451
Vega 0.208
Open interest 86
Model this put
7
1
108.4%
0.672
$48.20
195
$16.20
-0.333
117.3%
3
22
Call · $195
In the money
Last $48.20
Breakeven $243.20
Implied vol 108.4%
Delta 0.672 ≈67% ITM
Gamma 0.006
Theta -0.443
Vega 0.212
Open interest 7
Model this call
Put · $195
Last $16.20
Breakeven $178.80
Implied vol 117.3%
Delta -0.333 ≈33% ITM
Gamma 0.006
Theta -0.462
Vega 0.211
Open interest 22
Model this put
93
1
107.4%
0.639
$28.85
200
$18.00
-0.362
111.3%
24
169
Call · $200
In the money
Last $28.85
Breakeven $228.85
Implied vol 107.4%
Delta 0.639 ≈64% ITM
Gamma 0.006
Theta -0.452
Vega 0.214
Open interest 93
Model this call
Put · $200
Last $18.00
Breakeven $182.00
Implied vol 111.3%
Delta -0.362 ≈36% ITM
Gamma 0.006
Theta -0.45
Vega 0.214
Open interest 169
Model this put
130
5
107.7%
0.573
$27.50
210
$23.50
-0.424
115.9%
2
81
Call · $210
In the money
Last $27.50
Breakeven $237.50
Implied vol 107.7%
Delta 0.573 ≈57% ITM
Gamma 0.007
Theta -0.479
Vega 0.22
Open interest 130
Model this call
Put · $210
Last $23.50
Breakeven $186.50
Implied vol 115.9%
Delta -0.424 ≈42% ITM
Gamma 0.006
Theta -0.495
Vega 0.22
Open interest 81
Model this put
Underlying $210.96
56
10
108.1%
0.51
$21.10
220
$27.06
-0.485
113.7%
6
632
Call · $220
Last $21.10
Breakeven $241.10
Implied vol 108.1%
Delta 0.51 ≈51% ITM
Gamma 0.007
Theta -0.483
Vega 0.225
Open interest 56
Model this call
Put · $220
In the money
Last $27.06
Breakeven $192.94
Implied vol 113.7%
Delta -0.485 ≈49% ITM
Gamma 0.006
Theta -0.487
Vega 0.225
Open interest 632
Model this put
58
13
107.8%
0.448
$17.42
230
$31.40
-0.542
115.6%
120
247
Call · $230
Last $17.42
Breakeven $247.42
Implied vol 107.8%
Delta 0.448 ≈45% ITM
Gamma 0.007
Theta -0.478
Vega 0.231
Open interest 58
Model this call
Put · $230
In the money
Last $31.40
Breakeven $198.60
Implied vol 115.6%
Delta -0.542 ≈54% ITM
Gamma 0.006
Theta -0.492
Vega 0.23
Open interest 247
Model this put
156
18
106.9%
0.388
$13.90
240
$35.80
-0.603
112.7%
10
72
Call · $240
Last $13.90
Breakeven $253.90
Implied vol 106.9%
Delta 0.388 ≈39% ITM
Gamma 0.006
Theta -0.46
Vega 0.207
Open interest 156
Model this call
Put · $240
In the money
Last $35.80
Breakeven $204.20
Implied vol 112.7%
Delta -0.603 ≈60% ITM
Gamma 0.006
Theta -0.467
Vega 0.206
Open interest 72
Model this put
204
9
104%
0.328
$11.50
250
$50.63
-0.646
115.3%
8
496
Call · $250
Last $11.50
Breakeven $261.50
Implied vol 104%
Delta 0.328 ≈33% ITM
Gamma 0.006
Theta -0.418
Vega 0.211
Open interest 204
Model this call
Put · $250
In the money
Last $50.63
Breakeven $199.37
Implied vol 115.3%
Delta -0.646 ≈65% ITM
Gamma 0.006
Theta -0.455
Vega 0.211
Open interest 496
Model this put
298
5
105.7%
0.279
$9.50
260
$47.46
-0.71
110%
3
33
Call · $260
Last $9.50
Breakeven $269.50
Implied vol 105.7%
Delta 0.279 ≈28% ITM
Gamma 0.006
Theta -0.401
Vega 0.216
Open interest 298
Model this call
Put · $260
In the money
Last $47.46
Breakeven $212.54
Implied vol 110%
Delta -0.71 ≈71% ITM
Gamma 0.006
Theta -0.4
Vega 0.214
Open interest 33
Model this put
500
134
108.6%
0.247
$7.60
270
$66.90
-0.753
109.2%
1
45
Call · $270
Last $7.60
Breakeven $277.60
Implied vol 108.6%
Delta 0.247 ≈25% ITM
Gamma 0.005
Theta -0.382
Vega 0.168
Open interest 500
Model this call
Put · $270
In the money
Last $66.90
Breakeven $203.10
Implied vol 109.2%
Delta -0.753 ≈75% ITM
Gamma 0.005
Theta -0.362
Vega 0.168
Open interest 45
Model this put
529
28
112.5%
0.221
$6.13
280
$75.17
-0.789
109.9%
1
66
Call · $280
Last $6.13
Breakeven $286.13
Implied vol 112.5%
Delta 0.221 ≈22% ITM
Gamma 0.005
Theta -0.37
Vega 0.171
Open interest 529
Model this call
Put · $280
In the money
Last $75.17
Breakeven $204.83
Implied vol 109.9%
Delta -0.789 ≈79% ITM
Gamma 0.005
Theta -0.33
Vega 0.17
Open interest 66
Model this put
233
12
103.1%
0.157
$4.50
290
$69.50
-0.811
114.6%
1
24
Call · $290
Last $4.50
Breakeven $294.50
Implied vol 103.1%
Delta 0.157 ≈16% ITM
Gamma 0.004
Theta -0.277
Vega 0.117
Open interest 233
Model this call
Put · $290
In the money
Last $69.50
Breakeven $220.50
Implied vol 114.6%
Delta -0.811 ≈81% ITM
Gamma 0.004
Theta -0.322
Vega 0.172
Open interest 24
Model this put
821
216
107.7%
0.144
$4.07
300
$95.15
-0.848
111.9%
10
85
Call · $300
Last $4.07
Breakeven $304.07
Implied vol 107.7%
Delta 0.144 ≈14% ITM
Gamma 0.004
Theta -0.271
Vega 0.119
Open interest 821
Model this call
Put · $300
In the money
Last $95.15
Breakeven $204.85
Implied vol 111.9%
Delta -0.848 ≈85% ITM
Gamma 0.004
Theta -0.271
Vega 0.118
Open interest 85
Model this put
217
3
109.8%
0.126
$3.80
310
$71.10
-0.866
113.8%
3
11
Call · $310
Last $3.80
Breakeven $313.80
Implied vol 109.8%
Delta 0.126 ≈13% ITM
Gamma 0.003
Theta -0.251
Vega 0.121
Open interest 217
Model this call
Put · $310
In the money
Last $71.10
Breakeven $238.90
Implied vol 113.8%
Delta -0.866 ≈87% ITM
Gamma 0.003
Theta -0.249
Vega 0.119
Open interest 11
Model this put
139
59
107.8%
0.097
$5.00
320
$80.50
-0.882
116.5%
2
4
Call · $320
Last $5.00
Breakeven $325.00
Implied vol 107.8%
Delta 0.097 ≈10% ITM
Gamma 0.003
Theta -0.205
Vega 0.123
Open interest 139
Model this call
Put · $320
In the money
Last $80.50
Breakeven $239.50
Implied vol 116.5%
Delta -0.882 ≈88% ITM
Gamma 0.003
Theta -0.232
Vega 0.12
Open interest 4
Model this put
229
18
109.3%
0.083
$2.26
330
$91.80
-0.89
121.5%
1
23
Call · $330
Last $2.26
Breakeven $332.26
Implied vol 109.3%
Delta 0.083 ≈8% ITM
Gamma 0.003
Theta -0.186
Vega 0.072
Open interest 229
Model this call
Put · $330
In the money
Last $91.80
Breakeven $238.20
Implied vol 121.5%
Delta -0.89 ≈89% ITM
Gamma 0.003
Theta -0.231
Vega 0.121
Open interest 23
Model this put
77
4
99.3%
0.048
$1.50
340
$115.01
-0.9
125.1%
1
84
Call · $340
Last $1.50
Breakeven $341.50
Implied vol 99.3%
Delta 0.048 ≈5% ITM
Gamma 0.002
Theta -0.108
Vega 0.074
Open interest 77
Model this call
Put · $340
In the money
Last $115.01
Breakeven $224.99
Implied vol 125.1%
Delta -0.9 ≈90% ITM
Gamma 0.003
Theta -0.221
Vega 0.121
Open interest 84
Model this put
206
11
113.5%
0.066
$1.60
350
$124.98
-0.915
125.5%
1
4
Call · $350
Last $1.60
Breakeven $351.60
Implied vol 113.5%
Delta 0.066 ≈7% ITM
Gamma 0.002
Theta -0.16
Vega 0.074
Open interest 206
Model this call
Put · $350
In the money
Last $124.98
Breakeven $225.02
Implied vol 125.5%
Delta -0.915 ≈92% ITM
Gamma 0.002
Theta -0.195
Vega 0.072
Open interest 4
Model this put
194
2
114%
0.055
$1.25
360
$62.50
-0.932
122.7%
3
5
Call · $360
Last $1.25
Breakeven $361.25
Implied vol 114%
Delta 0.055 ≈5% ITM
Gamma 0.002
Theta -0.139
Vega 0.075
Open interest 194
Model this call
Put · $360
In the money
Last $62.50
Breakeven $297.50
Implied vol 122.7%
Delta -0.932 ≈93% ITM
Gamma 0.002
Theta -0.157
Vega 0.072
Open interest 5
Model this put
41
3
135.8%
0.086
$1.11
370
$80.60
-0.923
133%
1
1
Call · $370
Last $1.11
Breakeven $371.11
Implied vol 135.8%
Delta 0.086 ≈9% ITM
Gamma 0.002
Theta -0.236
Vega 0.076
Open interest 41
Model this call
Put · $370
In the money
Last $80.60
Breakeven $289.40
Implied vol 133%
Delta -0.923 ≈92% ITM
Gamma 0.002
Theta -0.189
Vega 0.074
Open interest 1
Model this put
75
2
117.8%
0.042
$0.75
380
$128.25
-0.94
130.1%
2
4
Call · $380
Last $0.75
Breakeven $380.75
Implied vol 117.8%
Delta 0.042 ≈4% ITM
Gamma 0.001
Theta -0.116
Vega 0.039
Open interest 75
Model this call
Put · $380
In the money
Last $128.25
Breakeven $251.75
Implied vol 130.1%
Delta -0.94 ≈94% ITM
Gamma 0.002
Theta -0.15
Vega 0.072
Open interest 4
Model this put
103
2
142.6%
0.079
$2.22
390
$81.00
-0.932
139.4%
2
2
Call · $390
Last $2.22
Breakeven $392.22
Implied vol 142.6%
Delta 0.079 ≈8% ITM
Gamma 0.002
Theta -0.229
Vega 0.078
Open interest 103
Model this call
Put · $390
In the money
Last $81.00
Breakeven $309.00
Implied vol 139.4%
Delta -0.932 ≈93% ITM
Gamma 0.002
Theta -0.179
Vega 0.074
Open interest 2
Model this put
172
1
125.9%
0.04
$0.60
400
$146.38
-0.941
139.7%
2
2
Call · $400
Last $0.60
Breakeven $400.60
Implied vol 125.9%
Delta 0.04 ≈4% ITM
Gamma 0.001
Theta -0.12
Vega 0.04
Open interest 172
Model this call
Put · $400
In the money
Last $146.38
Breakeven $253.62
Implied vol 139.7%
Delta -0.941 ≈94% ITM
Gamma 0.002
Theta -0.159
Vega 0.074
Open interest 2
Model this put
18
1
139%
0.053
$0.86
410
$134.40
-0.955
137.8%
19
19
Call · $410
Last $0.86
Breakeven $410.86
Implied vol 139%
Delta 0.053 ≈5% ITM
Gamma 0.001
Theta -0.166
Vega 0.08
Open interest 18
Model this call
Put · $410
In the money
Last $134.40
Breakeven $275.60
Implied vol 137.8%
Delta -0.955 ≈95% ITM
Gamma 0.001
Theta -0.126
Vega 0.069
Open interest 19
Model this put
14
7
155.6%
0.075
$1.00
420
$100.30
-0.962
138%
1
1
Call · $420
Last $1.00
Breakeven $421.00
Implied vol 155.6%
Delta 0.075 ≈7% ITM
Gamma 0.002
Theta -0.24
Vega 0.08
Open interest 14
Model this call
Put · $420
In the money
Last $100.30
Breakeven $319.70
Implied vol 138%
Delta -0.962 ≈96% ITM
Gamma 0.001
Theta -0.109
Vega 0.037
Open interest 1
Model this put
47
3
157%
0.069
$0.39
430
$220.30
-0.964
140.3%
1
0
Call · $430
Last $0.39
Breakeven $430.39
Implied vol 157%
Delta 0.069 ≈7% ITM
Gamma 0.001
Theta -0.228
Vega 0.081
Open interest 47
Model this call
Put · $430
In the money
Last $220.30
Breakeven $209.70
Implied vol 140.3%
Delta -0.964 ≈96% ITM
Gamma 0.001
Theta -0.104
Vega 0.037
Open interest 0
Model this put
36
30
133.7%
0.03
$1.92
440
$224.20
-0.934
162.2%
1
0
Call · $440
Last $1.92
Breakeven $441.92
Implied vol 133.7%
Delta 0.03 ≈3% ITM
Gamma 0.001
Theta -0.099
Vega 0.042
Open interest 36
Model this call
Put · $440
In the money
Last $224.20
Breakeven $215.80
Implied vol 162.2%
Delta -0.934 ≈93% ITM
Gamma 0.002
Theta -0.203
Vega 0.078
Open interest 0
Model this put
87
3
134%
0.026
$0.30
450
$172.35
-0.935
166.1%
2
0
Call · $450
Last $0.30
Breakeven $450.30
Implied vol 134%
Delta 0.026 ≈3% ITM
Gamma 0.001
Theta -0.087
Vega 0.042
Open interest 87
Model this call
Put · $450
In the money
Last $172.35
Breakeven $277.65
Implied vol 166.1%
Delta -0.935 ≈94% ITM
Gamma 0.001
Theta -0.205
Vega 0.078
Open interest 0
Model this put
223
96
148%
0.038
$2.15
460
—
-0.942
166.7%
—
0
Call · $460
Last $2.15
Breakeven $462.15
Implied vol 148%
Delta 0.038 ≈4% ITM
Gamma 0.001
Theta -0.132
Vega 0.042
Open interest 223
Model this call
Put · $460
In the money
Last —
Breakeven —
Implied vol 166.7%
Delta -0.942 ≈94% ITM
Gamma 0.001
Theta -0.188
Vega 0.077
Open interest 0
Model this put
50
1
164.6%
0.052
$0.45
470
$160.20
-0.943
170.5%
1
0
Call · $470
Last $0.45
Breakeven $470.45
Implied vol 164.6%
Delta 0.052 ≈5% ITM
Gamma 0.001
Theta -0.192
Vega 0.085
Open interest 50
Model this call
Put · $470
In the money
Last $160.20
Breakeven $309.80
Implied vol 170.5%
Delta -0.943 ≈94% ITM
Gamma 0.001
Theta -0.19
Vega 0.078
Open interest 0
Model this put
27
3
187.3%
0.083
$2.50
480
—
-0.944
174.1%
—
0
Call · $480
Last $2.50
Breakeven $482.50
Implied vol 187.3%
Delta 0.083 ≈8% ITM
Gamma 0.001
Theta -0.312
Vega 0.085
Open interest 27
Model this call
Put · $480
In the money
Last —
Breakeven —
Implied vol 174.1%
Delta -0.944 ≈94% ITM
Gamma 0.001
Theta -0.192
Vega 0.079
Open interest 0
Model this put
5
3
182.2%
0.068
$0.70
490
—
-0.959
167.9%
—
0
Call · $490
Last $0.70
Breakeven $490.70
Implied vol 182.2%
Delta 0.068 ≈7% ITM
Gamma 0.001
Theta -0.262
Vega 0.086
Open interest 5
Model this call
Put · $490
In the money
Last —
Breakeven —
Implied vol 167.9%
Delta -0.959 ≈96% ITM
Gamma 0.001
Theta -0.142
Vega 0.04
Open interest 0
Model this put
48
4
162.4%
0.038
$1.20
500
—
-0.96
169.7%
—
0
Call · $500
Last $1.20
Breakeven $501.20
Implied vol 162.4%
Delta 0.038 ≈4% ITM
Gamma 0.001
Theta -0.145
Vega 0.044
Open interest 48
Model this call
Put · $500
In the money
Last —
Breakeven —
Implied vol 169.7%
Delta -0.96 ≈96% ITM
Gamma 0.001
Theta -0.137
Vega 0.04
Open interest 0
Model this put
83
5
206.7%
0.093
$1.00
510
$194.40
-0.957
176.3%
1
0
Call · $510
Last $1.00
Breakeven $511.00
Implied vol 206.7%
Delta 0.093 ≈9% ITM
Gamma 0.001
Theta -0.378
Vega 0.087
Open interest 83
Model this call
Put · $510
In the money
Last $194.40
Breakeven $315.60
Implied vol 176.3%
Delta -0.957 ≈96% ITM
Gamma 0.001
Theta -0.154
Vega 0.041
Open interest 0
Model this put
0
—
196.5%
0.072
—
520
—
-0.958
179.3%
—
0
Call · $520
Last —
Breakeven —
Implied vol 196.5%
Delta 0.072 ≈7% ITM
Gamma 0.001
Theta -0.295
Vega 0.088
Open interest 0
Model this call
Put · $520
In the money
Last —
Breakeven —
Implied vol 179.3%
Delta -0.958 ≈96% ITM
Gamma 0.001
Theta -0.155
Vega 0.041
Open interest 0
Model this put
6
4
192.9%
0.061
$1.12
530
—
-0.947
191.4%
—
0
Call · $530
Last $1.12
Breakeven $531.12
Implied vol 192.9%
Delta 0.061 ≈6% ITM
Gamma 0.001
Theta -0.255
Vega 0.089
Open interest 6
Model this call
Put · $530
In the money
Last —
Breakeven —
Implied vol 191.4%
Delta -0.947 ≈95% ITM
Gamma 0.001
Theta -0.202
Vega 0.08
Open interest 0
Model this put
41
4
140.4%
0.009
$0.05
540
$233.50
-0.947
194.6%
65
0
Call · $540
Last $0.05
Breakeven $540.05
Implied vol 140.4%
Delta 0.009 ≈1% ITM
Gamma 0
Theta -0.037
Vega 0.02
Open interest 41
Model this call
Put · $540
In the money
Last $233.50
Breakeven $306.50
Implied vol 194.6%
Delta -0.947 ≈95% ITM
Gamma 0.001
Theta -0.204
Vega 0.08
Open interest 0
Model this put