VLO Stock — Valero Energy Corp: Options Chain

Calls		Puts
0	—	—	—	—	—	-0.009	311.3%	—	0
Call · $130 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $130 Last — Breakeven — Implied vol 311.3% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.246 Vega 0.013 Open interest 0 Model this put
0	—	—	—	—	—	-0.009	298.3%	—	0
Call · $135 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $135 Last — Breakeven — Implied vol 298.3% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.244 Vega 0.013 Open interest 0 Model this put
0	—	—	—	—	—	-0.01	285.8%	—	0
Call · $140 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $140 Last — Breakeven — Implied vol 285.8% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.242 Vega 0.013 Open interest 0 Model this put
0	—	—	—	—	—	-0.01	273.7%	—	0
Call · $145 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $145 Last — Breakeven — Implied vol 273.7% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.241 Vega 0.013 Open interest 0 Model this put
0	—	—	—	—	—	-0.011	262%	—	0
Call · $150 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $150 Last — Breakeven — Implied vol 262% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.239 Vega 0.014 Open interest 0 Model this put
1	1	—	—	$112.30	—	-0.011	250.8%	—	0
Call · $155 In the money Last $112.30 Breakeven $267.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $155 Last — Breakeven — Implied vol 250.8% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.238 Vega 0.014 Open interest 0 Model this put
0	—	—	—	—	—	-0.012	239.9%	—	0
Call · $160 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $160 Last — Breakeven — Implied vol 239.9% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.236 Vega 0.014 Open interest 0 Model this put
1	1	—	—	$102.40	$0.37	-0.012	229.3%	10	10
Call · $165 In the money Last $102.40 Breakeven $267.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $165 Last $0.37 Breakeven $164.63 Implied vol 229.3% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.234 Vega 0.014 Open interest 10 Model this put
0	—	—	—	—	—	-0.013	219.1%	—	0
Call · $170 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $170 Last — Breakeven — Implied vol 219.1% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.233 Vega 0.015 Open interest 0 Model this put
1	1	—	—	$99.50	—	-0.026	243.8%	—	0
Call · $175 In the money Last $99.50 Breakeven $274.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $175 Last — Breakeven — Implied vol 243.8% Delta -0.026 ≈3% ITM Gamma 0.001 Theta -0.475 Vega 0.03 Open interest 0 Model this put
1	1	—	—	$87.50	$0.25	-0.014	199.6%	5	7
Call · $180 In the money Last $87.50 Breakeven $267.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $180 Last $0.25 Breakeven $179.75 Implied vol 199.6% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.229 Vega 0.015 Open interest 7 Model this put
1	1	—	—	$82.50	—	-0.015	190.2%	—	0
Call · $185 In the money Last $82.50 Breakeven $267.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $185 Last — Breakeven — Implied vol 190.2% Delta -0.015 ≈1% ITM Gamma 0 Theta -0.228 Vega 0.015 Open interest 0 Model this put
0	—	—	—	—	$0.42	-0.012	174.7%	1	4
Call · $190 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $190 Last $0.42 Breakeven $189.58 Implied vol 174.7% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.183 Vega 0.016 Open interest 4 Model this put
0	—	—	—	—	$1.25	-0.014	167.5%	1	1
Call · $195 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $195 Last $1.25 Breakeven $193.75 Implied vol 167.5% Delta -0.014 ≈1% ITM Gamma 0.001 Theta -0.192 Vega 0.016 Open interest 1 Model this put
0	—	—	—	—	$1.00	-0.015	158.9%	2	4
Call · $200 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $200 Last $1.00 Breakeven $199.00 Implied vol 158.9% Delta -0.015 ≈1% ITM Gamma 0.001 Theta -0.19 Vega 0.016 Open interest 4 Model this put
0	—	—	—	—	—	-0.015	150.5%	—	0
Call · $205 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $205 Last — Breakeven — Implied vol 150.5% Delta -0.015 ≈2% ITM Gamma 0.001 Theta -0.188 Vega 0.016 Open interest 0 Model this put
17	10	—	—	$52.47	$0.31	-0.016	142.4%	18	20
Call · $210 In the money Last $52.47 Breakeven $262.47 Implied vol — Delta — Gamma — Theta — Vega — Open interest 17 Model this call Put · $210 Last $0.31 Breakeven $209.69 Implied vol 142.4% Delta -0.016 ≈2% ITM Gamma 0.001 Theta -0.186 Vega 0.016 Open interest 20 Model this put
3	3	—	—	$49.95	$0.05	-0.017	134.4%	8	135
Call · $215 In the money Last $49.95 Breakeven $264.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $215 Last $0.05 Breakeven $214.95 Implied vol 134.4% Delta -0.017 ≈2% ITM Gamma 0.001 Theta -0.184 Vega 0.017 Open interest 135 Model this put
0	—	—	—	—	$0.33	-0.017	125.2%	3	111
Call · $220 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $220 Last $0.33 Breakeven $219.67 Implied vol 125.2% Delta -0.017 ≈2% ITM Gamma 0.001 Theta -0.172 Vega 0.017 Open interest 111 Model this put
2	1	—	—	$30.61	$0.30	-0.018	117.6%	1	109
Call · $225 In the money Last $30.61 Breakeven $255.61 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $225 Last $0.30 Breakeven $224.70 Implied vol 117.6% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.17 Vega 0.017 Open interest 109 Model this put
43	1	—	—	$34.76	$0.25	-0.019	110.2%	21	145
Call · $230 In the money Last $34.76 Breakeven $264.76 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 Model this call Put · $230 Last $0.25 Breakeven $229.75 Implied vol 110.2% Delta -0.019 ≈2% ITM Gamma 0.001 Theta -0.168 Vega 0.017 Open interest 145 Model this put
10	1	—	—	$76.60	$0.06	-0.018	100.1%	1	14
Call · $235 In the money Last $76.60 Breakeven $311.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $235 Last $0.06 Breakeven $234.94 Implied vol 100.1% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.145 Vega 0.017 Open interest 14 Model this put
16	2	—	—	$77.15	$0.13	-0.021	94.4%	20	55
Call · $240 In the money Last $77.15 Breakeven $317.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this call Put · $240 Last $0.13 Breakeven $239.87 Implied vol 94.4% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.154 Vega 0.018 Open interest 55 Model this put
29	25	—	—	$38.10	$0.66	-0.022	87.5%	5	42
Call · $245 In the money Last $38.10 Breakeven $283.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 29 Model this call Put · $245 Last $0.66 Breakeven $244.34 Implied vol 87.5% Delta -0.022 ≈2% ITM Gamma 0.002 Theta -0.152 Vega 0.018 Open interest 42 Model this put
38	8	—	—	$64.80	$0.15	-0.026	82.1%	13	84
Call · $250 In the money Last $64.80 Breakeven $314.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 38 Model this call Put · $250 Last $0.15 Breakeven $249.85 Implied vol 82.1% Delta -0.026 ≈3% ITM Gamma 0.002 Theta -0.161 Vega 0.018 Open interest 84 Model this put
0	—	—	—	—	—	-0.028	79.8%	—	0
Call · $252.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $252.5 Last — Breakeven — Implied vol 79.8% Delta -0.028 ≈3% ITM Gamma 0.002 Theta -0.169 Vega 0.036 Open interest 0 Model this put
17	4	—	—	$54.91	$1.20	-0.031	76.7%	20	12
Call · $255 In the money Last $54.91 Breakeven $309.91 Implied vol — Delta — Gamma — Theta — Vega — Open interest 17 Model this call Put · $255 Last $1.20 Breakeven $253.80 Implied vol 76.7% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.174 Vega 0.036 Open interest 12 Model this put
0	—	—	—	—	$0.35	-0.034	73.7%	50	62
Call · $257.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $257.5 Last $0.35 Breakeven $257.15 Implied vol 73.7% Delta -0.034 ≈3% ITM Gamma 0.003 Theta -0.179 Vega 0.036 Open interest 62 Model this put
89	9	—	—	$45.25	$0.28	-0.027	66.2%	54	147
Call · $260 In the money Last $45.25 Breakeven $305.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 89 Model this call Put · $260 Last $0.28 Breakeven $259.72 Implied vol 66.2% Delta -0.027 ≈3% ITM Gamma 0.002 Theta -0.135 Vega 0.018 Open interest 147 Model this put
0	—	—	—	—	—	-0.042	68.4%	—	0
Call · $262.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $262.5 Last — Breakeven — Implied vol 68.4% Delta -0.042 ≈4% ITM Gamma 0.003 Theta -0.197 Vega 0.037 Open interest 0 Model this put
51	13	—	—	$39.53	$0.60	-0.047	66.1%	12	54
Call · $265 In the money Last $39.53 Breakeven $304.53 Implied vol — Delta — Gamma — Theta — Vega — Open interest 51 Model this call Put · $265 Last $0.60 Breakeven $264.40 Implied vol 66.1% Delta -0.047 ≈5% ITM Gamma 0.004 Theta -0.21 Vega 0.037 Open interest 54 Model this put
1	1	—	—	$27.30	$0.56	-0.06	67.2%	7	70
Call · $267.5 In the money Last $27.30 Breakeven $294.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $267.5 Last $0.56 Breakeven $266.94 Implied vol 67.2% Delta -0.06 ≈6% ITM Gamma 0.005 Theta -0.263 Vega 0.037 Open interest 70 Model this put
101	2	—	—	$39.85	$0.66	-0.071	65.8%	1	76
Call · $270 In the money Last $39.85 Breakeven $309.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 101 Model this call Put · $270 Last $0.66 Breakeven $269.34 Implied vol 65.8% Delta -0.071 ≈7% ITM Gamma 0.005 Theta -0.293 Vega 0.064 Open interest 76 Model this put
0	—	—	—	—	$0.80	-0.081	63.2%	15	15
Call · $272.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $272.5 Last $0.80 Breakeven $271.70 Implied vol 63.2% Delta -0.081 ≈8% ITM Gamma 0.006 Theta -0.308 Vega 0.065 Open interest 15 Model this put
226	37	—	—	$29.00	$1.10	-0.1	63.4%	17	85
Call · $275 In the money Last $29.00 Breakeven $304.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 226 Model this call Put · $275 Last $1.10 Breakeven $273.90 Implied vol 63.4% Delta -0.1 ≈10% ITM Gamma 0.007 Theta -0.363 Vega 0.065 Open interest 85 Model this put
0	1	—	—	$29.20	$1.37	-0.121	64.3%	1	1
Call · $277.5 In the money Last $29.20 Breakeven $306.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $277.5 Last $1.37 Breakeven $276.13 Implied vol 64.3% Delta -0.121 ≈12% ITM Gamma 0.008 Theta -0.428 Vega 0.065 Open interest 1 Model this put
60	2	—	—	$26.30	$2.02	-0.145	63.4%	27	82
Call · $280 In the money Last $26.30 Breakeven $306.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 60 Model this call Put · $280 Last $2.02 Breakeven $277.98 Implied vol 63.4% Delta -0.145 ≈14% ITM Gamma 0.009 Theta -0.472 Vega 0.098 Open interest 82 Model this put
2	1	33.7%	0.959	$26.10	$1.96	-0.167	61.9%	113	135
Call · $282.5 In the money Last $26.10 Breakeven $308.60 Implied vol 33.7% Delta 0.959 ≈96% ITM Gamma 0.007 Theta -0.108 Vega 0.038 Open interest 2 Model this call Put · $282.5 Last $1.96 Breakeven $280.54 Implied vol 61.9% Delta -0.167 ≈17% ITM Gamma 0.01 Theta -0.504 Vega 0.099 Open interest 135 Model this put
20	12	38.9%	0.907	$20.39	$2.85	-0.197	62.4%	17	197
Call · $285 In the money Last $20.39 Breakeven $305.39 Implied vol 38.9% Delta 0.907 ≈91% ITM Gamma 0.011 Theta -0.221 Vega 0.066 Open interest 20 Model this call Put · $285 Last $2.85 Breakeven $282.15 Implied vol 62.4% Delta -0.197 ≈20% ITM Gamma 0.012 Theta -0.568 Vega 0.099 Open interest 197 Model this put
3	2	43.1%	0.852	$18.52	$3.45	-0.228	62.5%	112	122
Call · $287.5 In the money Last $18.52 Breakeven $306.02 Implied vol 43.1% Delta 0.852 ≈85% ITM Gamma 0.014 Theta -0.337 Vega 0.099 Open interest 3 Model this call Put · $287.5 Last $3.45 Breakeven $284.05 Implied vol 62.5% Delta -0.228 ≈23% ITM Gamma 0.013 Theta -0.622 Vega 0.13 Open interest 122 Model this put
128	41	46.4%	0.797	$16.00	$4.17	-0.264	62.4%	49	364
Call · $290 In the money Last $16.00 Breakeven $306.00 Implied vol 46.4% Delta 0.797 ≈80% ITM Gamma 0.016 Theta -0.443 Vega 0.1 Open interest 128 Model this call Put · $290 Last $4.17 Breakeven $285.83 Implied vol 62.4% Delta -0.264 ≈26% ITM Gamma 0.014 Theta -0.665 Vega 0.131 Open interest 364 Model this put
7	12	45.4%	0.758	$17.62	$4.83	-0.306	65%	3	30
Call · $292.5 In the money Last $17.62 Breakeven $310.12 Implied vol 45.4% Delta 0.758 ≈76% ITM Gamma 0.018 Theta -0.477 Vega 0.131 Open interest 7 Model this call Put · $292.5 Last $4.83 Breakeven $287.67 Implied vol 65% Delta -0.306 ≈31% ITM Gamma 0.014 Theta -0.746 Vega 0.132 Open interest 30 Model this put
188	12	47.3%	0.701	$15.87	$5.87	-0.338	63.3%	55	321
Call · $295 In the money Last $15.87 Breakeven $310.87 Implied vol 47.3% Delta 0.701 ≈70% ITM Gamma 0.019 Theta -0.547 Vega 0.132 Open interest 188 Model this call Put · $295 Last $5.87 Breakeven $289.13 Implied vol 63.3% Delta -0.338 ≈34% ITM Gamma 0.015 Theta -0.768 Vega 0.133 Open interest 321 Model this put
19	9	50%	0.646	$17.38	$7.01	-0.379	63.7%	19	18
Call · $297.5 In the money Last $17.38 Breakeven $314.88 Implied vol 50% Delta 0.646 ≈65% ITM Gamma 0.019 Theta -0.626 Vega 0.152 Open interest 19 Model this call Put · $297.5 Last $7.01 Breakeven $290.49 Implied vol 63.7% Delta -0.379 ≈38% ITM Gamma 0.016 Theta -0.792 Vega 0.152 Open interest 18 Model this put
201	86	51%	0.594	$10.07	$8.30	-0.419	63%	72	151
Call · $300 In the money Last $10.07 Breakeven $310.07 Implied vol 51% Delta 0.594 ≈59% ITM Gamma 0.02 Theta -0.657 Vega 0.153 Open interest 201 Model this call Put · $300 Last $8.30 Breakeven $291.70 Implied vol 63% Delta -0.419 ≈42% ITM Gamma 0.016 Theta -0.802 Vega 0.153 Open interest 151 Model this put
Underlying $302.46
16	22	51.7%	0.543	$11.34	$8.71	-0.46	66.6%	9	19
Call · $302.5 Last $11.34 Breakeven $313.84 Implied vol 51.7% Delta 0.543 ≈54% ITM Gamma 0.02 Theta -0.684 Vega 0.153 Open interest 16 Model this call Put · $302.5 In the money Last $8.71 Breakeven $293.79 Implied vol 66.6% Delta -0.46 ≈46% ITM Gamma 0.016 Theta -0.868 Vega 0.153 Open interest 19 Model this put
173	55	52.7%	0.495	$7.75	$10.03	-0.499	65.2%	6	93
Call · $305 Last $7.75 Breakeven $312.75 Implied vol 52.7% Delta 0.495 ≈49% ITM Gamma 0.02 Theta -0.702 Vega 0.154 Open interest 173 Model this call Put · $305 In the money Last $10.03 Breakeven $294.97 Implied vol 65.2% Delta -0.499 ≈50% ITM Gamma 0.016 Theta -0.855 Vega 0.154 Open interest 93 Model this put
17	7	52.9%	0.447	$7.97	$11.30	-0.537	65.7%	1	19
Call · $307.5 Last $7.97 Breakeven $315.47 Implied vol 52.9% Delta 0.447 ≈45% ITM Gamma 0.019 Theta -0.692 Vega 0.155 Open interest 17 Model this call Put · $307.5 In the money Last $11.30 Breakeven $296.20 Implied vol 65.7% Delta -0.537 ≈54% ITM Gamma 0.016 Theta -0.85 Vega 0.155 Open interest 19 Model this put
276	45	53.2%	0.4	$5.60	$12.80	-0.569	69.5%	52	15
Call · $310 Last $5.60 Breakeven $315.60 Implied vol 53.2% Delta 0.4 ≈40% ITM Gamma 0.019 Theta -0.683 Vega 0.155 Open interest 276 Model this call Put · $310 In the money Last $12.80 Breakeven $297.20 Implied vol 69.5% Delta -0.569 ≈57% ITM Gamma 0.015 Theta -0.888 Vega 0.155 Open interest 15 Model this put
61	51	54.4%	0.358	$4.85	$14.10	-0.607	68.7%	10	21
Call · $312.5 Last $4.85 Breakeven $317.35 Implied vol 54.4% Delta 0.358 ≈36% ITM Gamma 0.018 Theta -0.679 Vega 0.137 Open interest 61 Model this call Put · $312.5 In the money Last $14.10 Breakeven $298.40 Implied vol 68.7% Delta -0.607 ≈61% ITM Gamma 0.015 Theta -0.865 Vega 0.156 Open interest 21 Model this put
72	40	53.3%	0.314	$4.31	$16.03	-0.636	71.4%	7	28
Call · $315 Last $4.31 Breakeven $319.31 Implied vol 53.3% Delta 0.314 ≈31% ITM Gamma 0.017 Theta -0.625 Vega 0.137 Open interest 72 Model this call Put · $315 In the money Last $16.03 Breakeven $298.97 Implied vol 71.4% Delta -0.636 ≈64% ITM Gamma 0.014 Theta -0.882 Vega 0.137 Open interest 28 Model this put
11	314	55.2%	0.281	$3.96	$15.00	-0.664	72.1%	8	6
Call · $317.5 Last $3.96 Breakeven $321.46 Implied vol 55.2% Delta 0.281 ≈28% ITM Gamma 0.016 Theta -0.615 Vega 0.138 Open interest 11 Model this call Put · $317.5 In the money Last $15.00 Breakeven $302.50 Implied vol 72.1% Delta -0.664 ≈66% ITM Gamma 0.013 Theta -0.856 Vega 0.138 Open interest 6 Model this put
136	417	53.1%	0.233	$2.87	$17.02	-0.685	75.3%	1	1
Call · $320 Last $2.87 Breakeven $322.87 Implied vol 53.1% Delta 0.233 ≈23% ITM Gamma 0.015 Theta -0.543 Vega 0.106 Open interest 136 Model this call Put · $320 In the money Last $17.02 Breakeven $302.98 Implied vol 75.3% Delta -0.685 ≈69% ITM Gamma 0.012 Theta -0.867 Vega 0.138 Open interest 1 Model this put
6	1k	55.8%	0.214	$2.89	—	-0.712	76%	—	0
Call · $322.5 Last $2.89 Breakeven $325.39 Implied vol 55.8% Delta 0.214 ≈21% ITM Gamma 0.014 Theta -0.538 Vega 0.106 Open interest 6 Model this call Put · $322.5 In the money Last — Breakeven — Implied vol 76% Delta -0.712 ≈71% ITM Gamma 0.012 Theta -0.84 Vega 0.139 Open interest 0 Model this put
69	23	56.3%	0.187	$2.21	$57.90	-0.735	77.7%	2	2
Call · $325 Last $2.21 Breakeven $327.21 Implied vol 56.3% Delta 0.187 ≈19% ITM Gamma 0.012 Theta -0.497 Vega 0.107 Open interest 69 Model this call Put · $325 In the money Last $57.90 Breakeven $267.10 Implied vol 77.7% Delta -0.735 ≈73% ITM Gamma 0.011 Theta -0.83 Vega 0.139 Open interest 2 Model this put
5	2	55.9%	0.155	$3.50	—	-0.751	80.9%	—	0
Call · $327.5 Last $3.50 Breakeven $331.00 Implied vol 55.9% Delta 0.155 ≈16% ITM Gamma 0.011 Theta -0.441 Vega 0.107 Open interest 5 Model this call Put · $327.5 In the money Last — Breakeven — Implied vol 80.9% Delta -0.751 ≈75% ITM Gamma 0.01 Theta -0.841 Vega 0.139 Open interest 0 Model this put
98	10	57%	0.135	$1.67	$61.00	-0.768	82.3%	1	1
Call · $330 Last $1.67 Breakeven $331.67 Implied vol 57% Delta 0.135 ≈14% ITM Gamma 0.01 Theta -0.412 Vega 0.072 Open interest 98 Model this call Put · $330 In the money Last $61.00 Breakeven $269.00 Implied vol 82.3% Delta -0.768 ≈77% ITM Gamma 0.01 Theta -0.819 Vega 0.107 Open interest 1 Model this put
48	8	57.9%	0.12	$2.09	—	-0.782	84.4%	—	0
Call · $332.5 Last $2.09 Breakeven $334.59 Implied vol 57.9% Delta 0.12 ≈12% ITM Gamma 0.009 Theta -0.38 Vega 0.072 Open interest 48 Model this call Put · $332.5 In the money Last — Breakeven — Implied vol 84.4% Delta -0.782 ≈78% ITM Gamma 0.009 Theta -0.806 Vega 0.108 Open interest 0 Model this put
44	4	57.7%	0.1	$1.75	$43.90	-0.793	86.8%	2	7
Call · $335 Last $1.75 Breakeven $336.75 Implied vol 57.7% Delta 0.1 ≈10% ITM Gamma 0.008 Theta -0.332 Vega 0.072 Open interest 44 Model this call Put · $335 In the money Last $43.90 Breakeven $291.10 Implied vol 86.8% Delta -0.793 ≈79% ITM Gamma 0.009 Theta -0.8 Vega 0.108 Open interest 7 Model this put
1	1	59.2%	0.088	$1.85	—	-0.804	89.3%	—	0
Call · $337.5 Last $1.85 Breakeven $339.35 Implied vol 59.2% Delta 0.088 ≈9% ITM Gamma 0.007 Theta -0.311 Vega 0.073 Open interest 1 Model this call Put · $337.5 In the money Last — Breakeven — Implied vol 89.3% Delta -0.804 ≈80% ITM Gamma 0.008 Theta -0.795 Vega 0.108 Open interest 0 Model this put
19	15	60.7%	0.077	$1.09	$72.60	-0.819	90.4%	2	3
Call · $340 Last $1.09 Breakeven $341.09 Implied vol 60.7% Delta 0.077 ≈8% ITM Gamma 0.006 Theta -0.291 Vega 0.073 Open interest 19 Model this call Put · $340 In the money Last $72.60 Breakeven $267.40 Implied vol 90.4% Delta -0.819 ≈82% ITM Gamma 0.008 Theta -0.766 Vega 0.109 Open interest 3 Model this put
1	1	60.4%	0.064	$1.35	—	-0.83	92.4%	—	0
Call · $342.5 Last $1.35 Breakeven $343.85 Implied vol 60.4% Delta 0.064 ≈6% ITM Gamma 0.005 Theta -0.251 Vega 0.042 Open interest 1 Model this call Put · $342.5 In the money Last — Breakeven — Implied vol 92.4% Delta -0.83 ≈83% ITM Gamma 0.007 Theta -0.753 Vega 0.109 Open interest 0 Model this put
17	4	60.2%	0.053	$1.27	$53.10	-0.837	95.7%	4	3
Call · $345 Last $1.27 Breakeven $346.27 Implied vol 60.2% Delta 0.053 ≈5% ITM Gamma 0.005 Theta -0.214 Vega 0.043 Open interest 17 Model this call Put · $345 In the money Last $53.10 Breakeven $291.90 Implied vol 95.7% Delta -0.837 ≈84% ITM Gamma 0.007 Theta -0.763 Vega 0.109 Open interest 3 Model this put
0	—	61.7%	0.048	—	—	-0.844	98.6%	—	0
Call · $347.5 Last — Breakeven — Implied vol 61.7% Delta 0.048 ≈5% ITM Gamma 0.004 Theta -0.201 Vega 0.043 Open interest 0 Model this call Put · $347.5 In the money Last — Breakeven — Implied vol 98.6% Delta -0.844 ≈84% ITM Gamma 0.006 Theta -0.766 Vega 0.11 Open interest 0 Model this put
19	5	63.2%	0.043	$1.00	$82.50	-0.85	101.9%	1	1
Call · $350 Last $1.00 Breakeven $351.00 Implied vol 63.2% Delta 0.043 ≈4% ITM Gamma 0.004 Theta -0.188 Vega 0.043 Open interest 19 Model this call Put · $350 In the money Last $82.50 Breakeven $267.50 Implied vol 101.9% Delta -0.85 ≈85% ITM Gamma 0.006 Theta -0.776 Vega 0.11 Open interest 1 Model this put
0	—	65.3%	0.04	—	—	-0.859	102.7%	—	0
Call · $352.5 Last — Breakeven — Implied vol 65.3% Delta 0.04 ≈4% ITM Gamma 0.003 Theta -0.183 Vega 0.043 Open interest 0 Model this call Put · $352.5 In the money Last — Breakeven — Implied vol 102.7% Delta -0.859 ≈86% ITM Gamma 0.006 Theta -0.746 Vega 0.074 Open interest 0 Model this put
12	2	67.3%	0.037	$1.10	—	-0.855	109.1%	—	0
Call · $355 Last $1.10 Breakeven $356.10 Implied vol 67.3% Delta 0.037 ≈4% ITM Gamma 0.003 Theta -0.178 Vega 0.043 Open interest 12 Model this call Put · $355 In the money Last — Breakeven — Implied vol 109.1% Delta -0.855 ≈86% ITM Gamma 0.005 Theta -0.81 Vega 0.074 Open interest 0 Model this put
11	2	69.2%	0.034	$0.35	—	-0.861	110.8%	—	0
Call · $357.5 Last $0.35 Breakeven $357.85 Implied vol 69.2% Delta 0.034 ≈3% ITM Gamma 0.003 Theta -0.172 Vega 0.022 Open interest 11 Model this call Put · $357.5 In the money Last — Breakeven — Implied vol 110.8% Delta -0.861 ≈86% ITM Gamma 0.005 Theta -0.795 Vega 0.074 Open interest 0 Model this put
0	—	70.3%	0.031	—	—	-0.87	111.1%	—	0
Call · $360 Last — Breakeven — Implied vol 70.3% Delta 0.031 ≈3% ITM Gamma 0.003 Theta -0.162 Vega 0.022 Open interest 0 Model this call Put · $360 In the money Last — Breakeven — Implied vol 111.1% Delta -0.87 ≈87% ITM Gamma 0.005 Theta -0.758 Vega 0.075 Open interest 0 Model this put
1	1	72.5%	0.03	$0.30	—	-0.868	116.1%	—	0
Call · $362.5 Last $0.30 Breakeven $362.80 Implied vol 72.5% Delta 0.03 ≈3% ITM Gamma 0.002 Theta -0.163 Vega 0.022 Open interest 1 Model this call Put · $362.5 In the money Last — Breakeven — Implied vol 116.1% Delta -0.868 ≈87% ITM Gamma 0.005 Theta -0.799 Vega 0.075 Open interest 0 Model this put
0	—	73.6%	0.028	—	—	-0.88	115%	—	0
Call · $365 Last — Breakeven — Implied vol 73.6% Delta 0.028 ≈3% ITM Gamma 0.002 Theta -0.153 Vega 0.022 Open interest 0 Model this call Put · $365 In the money Last — Breakeven — Implied vol 115% Delta -0.88 ≈88% ITM Gamma 0.005 Theta -0.739 Vega 0.075 Open interest 0 Model this put
0	—	75.8%	0.027	—	—	-0.872	122.6%	—	0
Call · $367.5 Last — Breakeven — Implied vol 75.8% Delta 0.027 ≈3% ITM Gamma 0.002 Theta -0.154 Vega 0.022 Open interest 0 Model this call Put · $367.5 In the money Last — Breakeven — Implied vol 122.6% Delta -0.872 ≈87% ITM Gamma 0.004 Theta -0.825 Vega 0.075 Open interest 0 Model this put
1	1	76.8%	0.025	$0.24	—	-0.876	124.8%	—	0
Call · $370 Last $0.24 Breakeven $370.24 Implied vol 76.8% Delta 0.025 ≈2% ITM Gamma 0.002 Theta -0.144 Vega 0.022 Open interest 1 Model this call Put · $370 In the money Last — Breakeven — Implied vol 124.8% Delta -0.876 ≈88% ITM Gamma 0.004 Theta -0.821 Vega 0.075 Open interest 0 Model this put
0	—	81.1%	0.023	—	—	-0.89	126%	—	0
Call · $375 Last — Breakeven — Implied vol 81.1% Delta 0.023 ≈2% ITM Gamma 0.002 Theta -0.146 Vega 0.022 Open interest 0 Model this call Put · $375 In the money Last — Breakeven — Implied vol 126% Delta -0.89 ≈89% ITM Gamma 0.004 Theta -0.758 Vega 0.076 Open interest 0 Model this put
1	75	86.5%	0.024	$0.05	—	-0.891	133%	—	0
Call · $380 Last $0.05 Breakeven $380.05 Implied vol 86.5% Delta 0.024 ≈2% ITM Gamma 0.002 Theta -0.159 Vega 0.022 Open interest 1 Model this call Put · $380 In the money Last — Breakeven — Implied vol 133% Delta -0.891 ≈89% ITM Gamma 0.004 Theta -0.795 Vega 0.076 Open interest 0 Model this put

Call · $130 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $130

Last: —
Breakeven: —
Implied vol: 311.3%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.246
Vega: 0.013
Open interest: 0

Model this put

Call · $135 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $135

Last: —
Breakeven: —
Implied vol: 298.3%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.244
Vega: 0.013
Open interest: 0

Model this put

Call · $140 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $140

Last: —
Breakeven: —
Implied vol: 285.8%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.242
Vega: 0.013
Open interest: 0

Model this put

Call · $145 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $145

Last: —
Breakeven: —
Implied vol: 273.7%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.241
Vega: 0.013
Open interest: 0

Model this put

Call · $150 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $150

Last: —
Breakeven: —
Implied vol: 262%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.239
Vega: 0.014
Open interest: 0

Model this put

Call · $155 In the money

Last: $112.30
Breakeven: $267.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $155

Last: —
Breakeven: —
Implied vol: 250.8%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.238
Vega: 0.014
Open interest: 0

Model this put

Call · $160 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $160

Last: —
Breakeven: —
Implied vol: 239.9%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.236
Vega: 0.014
Open interest: 0

Model this put

Call · $165 In the money

Last: $102.40
Breakeven: $267.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $165

Last: $0.37
Breakeven: $164.63
Implied vol: 229.3%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.234
Vega: 0.014
Open interest: 10

Model this put

Call · $170 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $170

Last: —
Breakeven: —
Implied vol: 219.1%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.233
Vega: 0.015
Open interest: 0

Model this put

Call · $175 In the money

Last: $99.50
Breakeven: $274.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $175

Last: —
Breakeven: —
Implied vol: 243.8%
Delta: -0.026 ≈3% ITM
Gamma: 0.001
Theta: -0.475
Vega: 0.03
Open interest: 0

Model this put

Call · $180 In the money

Last: $87.50
Breakeven: $267.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $180

Last: $0.25
Breakeven: $179.75
Implied vol: 199.6%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.229
Vega: 0.015
Open interest: 7

Model this put

Call · $185 In the money

Last: $82.50
Breakeven: $267.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $185

Last: —
Breakeven: —
Implied vol: 190.2%
Delta: -0.015 ≈1% ITM
Gamma: 0
Theta: -0.228
Vega: 0.015
Open interest: 0

Model this put

Call · $190 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $190

Last: $0.42
Breakeven: $189.58
Implied vol: 174.7%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.183
Vega: 0.016
Open interest: 4

Model this put

Call · $195 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $195

Last: $1.25
Breakeven: $193.75
Implied vol: 167.5%
Delta: -0.014 ≈1% ITM
Gamma: 0.001
Theta: -0.192
Vega: 0.016
Open interest: 1

Model this put

Call · $200 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $200

Last: $1.00
Breakeven: $199.00
Implied vol: 158.9%
Delta: -0.015 ≈1% ITM
Gamma: 0.001
Theta: -0.19
Vega: 0.016
Open interest: 4

Model this put

Call · $205 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $205

Last: —
Breakeven: —
Implied vol: 150.5%
Delta: -0.015 ≈2% ITM
Gamma: 0.001
Theta: -0.188
Vega: 0.016
Open interest: 0

Model this put

Call · $210 In the money

Last: $52.47
Breakeven: $262.47
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 17

Model this call

Put · $210

Last: $0.31
Breakeven: $209.69
Implied vol: 142.4%
Delta: -0.016 ≈2% ITM
Gamma: 0.001
Theta: -0.186
Vega: 0.016
Open interest: 20

Model this put

Call · $215 In the money

Last: $49.95
Breakeven: $264.95
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $215

Last: $0.05
Breakeven: $214.95
Implied vol: 134.4%
Delta: -0.017 ≈2% ITM
Gamma: 0.001
Theta: -0.184
Vega: 0.017
Open interest: 135

Model this put

Call · $220 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $220

Last: $0.33
Breakeven: $219.67
Implied vol: 125.2%
Delta: -0.017 ≈2% ITM
Gamma: 0.001
Theta: -0.172
Vega: 0.017
Open interest: 111

Model this put

Call · $225 In the money

Last: $30.61
Breakeven: $255.61
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $225

Last: $0.30
Breakeven: $224.70
Implied vol: 117.6%
Delta: -0.018 ≈2% ITM
Gamma: 0.001
Theta: -0.17
Vega: 0.017
Open interest: 109

Model this put

Call · $230 In the money

Last: $34.76
Breakeven: $264.76
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 43

Model this call

Put · $230

Last: $0.25
Breakeven: $229.75
Implied vol: 110.2%
Delta: -0.019 ≈2% ITM
Gamma: 0.001
Theta: -0.168
Vega: 0.017
Open interest: 145

Model this put

Call · $235 In the money

Last: $76.60
Breakeven: $311.60
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 10

Model this call

Put · $235

Last: $0.06
Breakeven: $234.94
Implied vol: 100.1%
Delta: -0.018 ≈2% ITM
Gamma: 0.001
Theta: -0.145
Vega: 0.017
Open interest: 14

Model this put

Call · $240 In the money

Last: $77.15
Breakeven: $317.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 16

Model this call

Put · $240

Last: $0.13
Breakeven: $239.87
Implied vol: 94.4%
Delta: -0.021 ≈2% ITM
Gamma: 0.001
Theta: -0.154
Vega: 0.018
Open interest: 55

Model this put

Call · $245 In the money

Last: $38.10
Breakeven: $283.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 29

Model this call

Put · $245

Last: $0.66
Breakeven: $244.34
Implied vol: 87.5%
Delta: -0.022 ≈2% ITM
Gamma: 0.002
Theta: -0.152
Vega: 0.018
Open interest: 42

Model this put

Call · $250 In the money

Last: $64.80
Breakeven: $314.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 38

Model this call

Put · $250

Last: $0.15
Breakeven: $249.85
Implied vol: 82.1%
Delta: -0.026 ≈3% ITM
Gamma: 0.002
Theta: -0.161
Vega: 0.018
Open interest: 84

Model this put

Call · $252.5 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $252.5

Last: —
Breakeven: —
Implied vol: 79.8%
Delta: -0.028 ≈3% ITM
Gamma: 0.002
Theta: -0.169
Vega: 0.036
Open interest: 0

Model this put

Call · $255 In the money

Last: $54.91
Breakeven: $309.91
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 17

Model this call

Put · $255

Last: $1.20
Breakeven: $253.80
Implied vol: 76.7%
Delta: -0.031 ≈3% ITM
Gamma: 0.002
Theta: -0.174
Vega: 0.036
Open interest: 12

Model this put

Call · $257.5 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $257.5

Last: $0.35
Breakeven: $257.15
Implied vol: 73.7%
Delta: -0.034 ≈3% ITM
Gamma: 0.003
Theta: -0.179
Vega: 0.036
Open interest: 62

Model this put

Call · $260 In the money

Last: $45.25
Breakeven: $305.25
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 89

Model this call

Put · $260

Last: $0.28
Breakeven: $259.72
Implied vol: 66.2%
Delta: -0.027 ≈3% ITM
Gamma: 0.002
Theta: -0.135
Vega: 0.018
Open interest: 147

Model this put

Call · $262.5 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $262.5

Last: —
Breakeven: —
Implied vol: 68.4%
Delta: -0.042 ≈4% ITM
Gamma: 0.003
Theta: -0.197
Vega: 0.037
Open interest: 0

Model this put

Call · $265 In the money

Last: $39.53
Breakeven: $304.53
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 51

Model this call

Put · $265

Last: $0.60
Breakeven: $264.40
Implied vol: 66.1%
Delta: -0.047 ≈5% ITM
Gamma: 0.004
Theta: -0.21
Vega: 0.037
Open interest: 54

Model this put

Call · $267.5 In the money

Last: $27.30
Breakeven: $294.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $267.5

Last: $0.56
Breakeven: $266.94
Implied vol: 67.2%
Delta: -0.06 ≈6% ITM
Gamma: 0.005
Theta: -0.263
Vega: 0.037
Open interest: 70

Model this put

Call · $270 In the money

Last: $39.85
Breakeven: $309.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 101

Model this call

Put · $270

Last: $0.66
Breakeven: $269.34
Implied vol: 65.8%
Delta: -0.071 ≈7% ITM
Gamma: 0.005
Theta: -0.293
Vega: 0.064
Open interest: 76

Model this put

Call · $272.5 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $272.5

Last: $0.80
Breakeven: $271.70
Implied vol: 63.2%
Delta: -0.081 ≈8% ITM
Gamma: 0.006
Theta: -0.308
Vega: 0.065
Open interest: 15

Model this put

Call · $275 In the money

Last: $29.00
Breakeven: $304.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 226

Model this call

Put · $275

Last: $1.10
Breakeven: $273.90
Implied vol: 63.4%
Delta: -0.1 ≈10% ITM
Gamma: 0.007
Theta: -0.363
Vega: 0.065
Open interest: 85

Model this put

Call · $277.5 In the money

Last: $29.20
Breakeven: $306.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $277.5

Last: $1.37
Breakeven: $276.13
Implied vol: 64.3%
Delta: -0.121 ≈12% ITM
Gamma: 0.008
Theta: -0.428
Vega: 0.065
Open interest: 1

Model this put

Call · $280 In the money

Last: $26.30
Breakeven: $306.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 60

Model this call

Put · $280

Last: $2.02
Breakeven: $277.98
Implied vol: 63.4%
Delta: -0.145 ≈14% ITM
Gamma: 0.009
Theta: -0.472
Vega: 0.098
Open interest: 82

Model this put

Call · $282.5 In the money

Last: $26.10
Breakeven: $308.60
Implied vol: 33.7%
Delta: 0.959 ≈96% ITM
Gamma: 0.007
Theta: -0.108
Vega: 0.038
Open interest: 2

Model this call

Put · $282.5

Last: $1.96
Breakeven: $280.54
Implied vol: 61.9%
Delta: -0.167 ≈17% ITM
Gamma: 0.01
Theta: -0.504
Vega: 0.099
Open interest: 135

Model this put

Call · $285 In the money

Last: $20.39
Breakeven: $305.39
Implied vol: 38.9%
Delta: 0.907 ≈91% ITM
Gamma: 0.011
Theta: -0.221
Vega: 0.066
Open interest: 20

Model this call

Put · $285

Last: $2.85
Breakeven: $282.15
Implied vol: 62.4%
Delta: -0.197 ≈20% ITM
Gamma: 0.012
Theta: -0.568
Vega: 0.099
Open interest: 197

Model this put

Call · $287.5 In the money

Last: $18.52
Breakeven: $306.02
Implied vol: 43.1%
Delta: 0.852 ≈85% ITM
Gamma: 0.014
Theta: -0.337
Vega: 0.099
Open interest: 3

Model this call

Put · $287.5

Last: $3.45
Breakeven: $284.05
Implied vol: 62.5%
Delta: -0.228 ≈23% ITM
Gamma: 0.013
Theta: -0.622
Vega: 0.13
Open interest: 122

Model this put

Call · $290 In the money

Last: $16.00
Breakeven: $306.00
Implied vol: 46.4%
Delta: 0.797 ≈80% ITM
Gamma: 0.016
Theta: -0.443
Vega: 0.1
Open interest: 128

Model this call

Put · $290

Last: $4.17
Breakeven: $285.83
Implied vol: 62.4%
Delta: -0.264 ≈26% ITM
Gamma: 0.014
Theta: -0.665
Vega: 0.131
Open interest: 364

Model this put

Call · $292.5 In the money

Last: $17.62
Breakeven: $310.12
Implied vol: 45.4%
Delta: 0.758 ≈76% ITM
Gamma: 0.018
Theta: -0.477
Vega: 0.131
Open interest: 7

Model this call

Put · $292.5

Last: $4.83
Breakeven: $287.67
Implied vol: 65%
Delta: -0.306 ≈31% ITM
Gamma: 0.014
Theta: -0.746
Vega: 0.132
Open interest: 30

Model this put

Call · $295 In the money

Last: $15.87
Breakeven: $310.87
Implied vol: 47.3%
Delta: 0.701 ≈70% ITM
Gamma: 0.019
Theta: -0.547
Vega: 0.132
Open interest: 188

Model this call

Put · $295

Last: $5.87
Breakeven: $289.13
Implied vol: 63.3%
Delta: -0.338 ≈34% ITM
Gamma: 0.015
Theta: -0.768
Vega: 0.133
Open interest: 321

Model this put

Call · $297.5 In the money

Last: $17.38
Breakeven: $314.88
Implied vol: 50%
Delta: 0.646 ≈65% ITM
Gamma: 0.019
Theta: -0.626
Vega: 0.152
Open interest: 19

Model this call

Put · $297.5

Last: $7.01
Breakeven: $290.49
Implied vol: 63.7%
Delta: -0.379 ≈38% ITM
Gamma: 0.016
Theta: -0.792
Vega: 0.152
Open interest: 18

Model this put

Call · $300 In the money

Last: $10.07
Breakeven: $310.07
Implied vol: 51%
Delta: 0.594 ≈59% ITM
Gamma: 0.02
Theta: -0.657
Vega: 0.153
Open interest: 201

Model this call

Put · $300

Last: $8.30
Breakeven: $291.70
Implied vol: 63%
Delta: -0.419 ≈42% ITM
Gamma: 0.016
Theta: -0.802
Vega: 0.153
Open interest: 151

Model this put

Call · $302.5

Last: $11.34
Breakeven: $313.84
Implied vol: 51.7%
Delta: 0.543 ≈54% ITM
Gamma: 0.02
Theta: -0.684
Vega: 0.153
Open interest: 16

Model this call

Put · $302.5 In the money

Last: $8.71
Breakeven: $293.79
Implied vol: 66.6%
Delta: -0.46 ≈46% ITM
Gamma: 0.016
Theta: -0.868
Vega: 0.153
Open interest: 19

Model this put

Call · $305

Last: $7.75
Breakeven: $312.75
Implied vol: 52.7%
Delta: 0.495 ≈49% ITM
Gamma: 0.02
Theta: -0.702
Vega: 0.154
Open interest: 173

Model this call

Put · $305 In the money

Last: $10.03
Breakeven: $294.97
Implied vol: 65.2%
Delta: -0.499 ≈50% ITM
Gamma: 0.016
Theta: -0.855
Vega: 0.154
Open interest: 93

Model this put

Call · $307.5

Last: $7.97
Breakeven: $315.47
Implied vol: 52.9%
Delta: 0.447 ≈45% ITM
Gamma: 0.019
Theta: -0.692
Vega: 0.155
Open interest: 17

Model this call

Put · $307.5 In the money

Last: $11.30
Breakeven: $296.20
Implied vol: 65.7%
Delta: -0.537 ≈54% ITM
Gamma: 0.016
Theta: -0.85
Vega: 0.155
Open interest: 19

Model this put

Call · $310

Last: $5.60
Breakeven: $315.60
Implied vol: 53.2%
Delta: 0.4 ≈40% ITM
Gamma: 0.019
Theta: -0.683
Vega: 0.155
Open interest: 276

Model this call

Put · $310 In the money

Last: $12.80
Breakeven: $297.20
Implied vol: 69.5%
Delta: -0.569 ≈57% ITM
Gamma: 0.015
Theta: -0.888
Vega: 0.155
Open interest: 15

Model this put

Call · $312.5

Last: $4.85
Breakeven: $317.35
Implied vol: 54.4%
Delta: 0.358 ≈36% ITM
Gamma: 0.018
Theta: -0.679
Vega: 0.137
Open interest: 61

Model this call

Put · $312.5 In the money

Last: $14.10
Breakeven: $298.40
Implied vol: 68.7%
Delta: -0.607 ≈61% ITM
Gamma: 0.015
Theta: -0.865
Vega: 0.156
Open interest: 21

Model this put

Call · $315

Last: $4.31
Breakeven: $319.31
Implied vol: 53.3%
Delta: 0.314 ≈31% ITM
Gamma: 0.017
Theta: -0.625
Vega: 0.137
Open interest: 72

Model this call

Put · $315 In the money

Last: $16.03
Breakeven: $298.97
Implied vol: 71.4%
Delta: -0.636 ≈64% ITM
Gamma: 0.014
Theta: -0.882
Vega: 0.137
Open interest: 28

Model this put

Call · $317.5

Last: $3.96
Breakeven: $321.46
Implied vol: 55.2%
Delta: 0.281 ≈28% ITM
Gamma: 0.016
Theta: -0.615
Vega: 0.138
Open interest: 11

Model this call

Put · $317.5 In the money

Last: $15.00
Breakeven: $302.50
Implied vol: 72.1%
Delta: -0.664 ≈66% ITM
Gamma: 0.013
Theta: -0.856
Vega: 0.138
Open interest: 6

Model this put

Call · $320

Last: $2.87
Breakeven: $322.87
Implied vol: 53.1%
Delta: 0.233 ≈23% ITM
Gamma: 0.015
Theta: -0.543
Vega: 0.106
Open interest: 136

Model this call

Put · $320 In the money

Last: $17.02
Breakeven: $302.98
Implied vol: 75.3%
Delta: -0.685 ≈69% ITM
Gamma: 0.012
Theta: -0.867
Vega: 0.138
Open interest: 1

Model this put

Call · $322.5

Last: $2.89
Breakeven: $325.39
Implied vol: 55.8%
Delta: 0.214 ≈21% ITM
Gamma: 0.014
Theta: -0.538
Vega: 0.106
Open interest: 6

Model this call

Put · $322.5 In the money

Last: —
Breakeven: —
Implied vol: 76%
Delta: -0.712 ≈71% ITM
Gamma: 0.012
Theta: -0.84
Vega: 0.139
Open interest: 0

Model this put

Call · $325

Last: $2.21
Breakeven: $327.21
Implied vol: 56.3%
Delta: 0.187 ≈19% ITM
Gamma: 0.012
Theta: -0.497
Vega: 0.107
Open interest: 69

Model this call

Put · $325 In the money

Last: $57.90
Breakeven: $267.10
Implied vol: 77.7%
Delta: -0.735 ≈73% ITM
Gamma: 0.011
Theta: -0.83
Vega: 0.139
Open interest: 2

Model this put

Call · $327.5

Last: $3.50
Breakeven: $331.00
Implied vol: 55.9%
Delta: 0.155 ≈16% ITM
Gamma: 0.011
Theta: -0.441
Vega: 0.107
Open interest: 5

Model this call

Put · $327.5 In the money

Last: —
Breakeven: —
Implied vol: 80.9%
Delta: -0.751 ≈75% ITM
Gamma: 0.01
Theta: -0.841
Vega: 0.139
Open interest: 0

Model this put

Call · $330

Last: $1.67
Breakeven: $331.67
Implied vol: 57%
Delta: 0.135 ≈14% ITM
Gamma: 0.01
Theta: -0.412
Vega: 0.072
Open interest: 98

Model this call

Put · $330 In the money

Last: $61.00
Breakeven: $269.00
Implied vol: 82.3%
Delta: -0.768 ≈77% ITM
Gamma: 0.01
Theta: -0.819
Vega: 0.107
Open interest: 1

Model this put

Call · $332.5

Last: $2.09
Breakeven: $334.59
Implied vol: 57.9%
Delta: 0.12 ≈12% ITM
Gamma: 0.009
Theta: -0.38
Vega: 0.072
Open interest: 48

Model this call

Put · $332.5 In the money

Last: —
Breakeven: —
Implied vol: 84.4%
Delta: -0.782 ≈78% ITM
Gamma: 0.009
Theta: -0.806
Vega: 0.108
Open interest: 0

Model this put

Call · $335

Last: $1.75
Breakeven: $336.75
Implied vol: 57.7%
Delta: 0.1 ≈10% ITM
Gamma: 0.008
Theta: -0.332
Vega: 0.072
Open interest: 44

Model this call

Put · $335 In the money

Last: $43.90
Breakeven: $291.10
Implied vol: 86.8%
Delta: -0.793 ≈79% ITM
Gamma: 0.009
Theta: -0.8
Vega: 0.108
Open interest: 7

Model this put

Call · $337.5

Last: $1.85
Breakeven: $339.35
Implied vol: 59.2%
Delta: 0.088 ≈9% ITM
Gamma: 0.007
Theta: -0.311
Vega: 0.073
Open interest: 1

Model this call

Put · $337.5 In the money

Last: —
Breakeven: —
Implied vol: 89.3%
Delta: -0.804 ≈80% ITM
Gamma: 0.008
Theta: -0.795
Vega: 0.108
Open interest: 0

Model this put

Call · $340

Last: $1.09
Breakeven: $341.09
Implied vol: 60.7%
Delta: 0.077 ≈8% ITM
Gamma: 0.006
Theta: -0.291
Vega: 0.073
Open interest: 19

Model this call

Put · $340 In the money

Last: $72.60
Breakeven: $267.40
Implied vol: 90.4%
Delta: -0.819 ≈82% ITM
Gamma: 0.008
Theta: -0.766
Vega: 0.109
Open interest: 3

Model this put

Call · $342.5

Last: $1.35
Breakeven: $343.85
Implied vol: 60.4%
Delta: 0.064 ≈6% ITM
Gamma: 0.005
Theta: -0.251
Vega: 0.042
Open interest: 1

Model this call

Put · $342.5 In the money

Last: —
Breakeven: —
Implied vol: 92.4%
Delta: -0.83 ≈83% ITM
Gamma: 0.007
Theta: -0.753
Vega: 0.109
Open interest: 0

Model this put

Call · $345

Last: $1.27
Breakeven: $346.27
Implied vol: 60.2%
Delta: 0.053 ≈5% ITM
Gamma: 0.005
Theta: -0.214
Vega: 0.043
Open interest: 17

Model this call

Put · $345 In the money

Last: $53.10
Breakeven: $291.90
Implied vol: 95.7%
Delta: -0.837 ≈84% ITM
Gamma: 0.007
Theta: -0.763
Vega: 0.109
Open interest: 3

Model this put

Call · $347.5

Last: —
Breakeven: —
Implied vol: 61.7%
Delta: 0.048 ≈5% ITM
Gamma: 0.004
Theta: -0.201
Vega: 0.043
Open interest: 0

Model this call

Put · $347.5 In the money

Last: —
Breakeven: —
Implied vol: 98.6%
Delta: -0.844 ≈84% ITM
Gamma: 0.006
Theta: -0.766
Vega: 0.11
Open interest: 0

Model this put

Call · $350

Last: $1.00
Breakeven: $351.00
Implied vol: 63.2%
Delta: 0.043 ≈4% ITM
Gamma: 0.004
Theta: -0.188
Vega: 0.043
Open interest: 19

Model this call

Put · $350 In the money

Last: $82.50
Breakeven: $267.50
Implied vol: 101.9%
Delta: -0.85 ≈85% ITM
Gamma: 0.006
Theta: -0.776
Vega: 0.11
Open interest: 1

Model this put

Call · $352.5

Last: —
Breakeven: —
Implied vol: 65.3%
Delta: 0.04 ≈4% ITM
Gamma: 0.003
Theta: -0.183
Vega: 0.043
Open interest: 0

Model this call

Put · $352.5 In the money

Last: —
Breakeven: —
Implied vol: 102.7%
Delta: -0.859 ≈86% ITM
Gamma: 0.006
Theta: -0.746
Vega: 0.074
Open interest: 0

Model this put

Call · $355

Last: $1.10
Breakeven: $356.10
Implied vol: 67.3%
Delta: 0.037 ≈4% ITM
Gamma: 0.003
Theta: -0.178
Vega: 0.043
Open interest: 12

Model this call

Put · $355 In the money

Last: —
Breakeven: —
Implied vol: 109.1%
Delta: -0.855 ≈86% ITM
Gamma: 0.005
Theta: -0.81
Vega: 0.074
Open interest: 0

Model this put

Call · $357.5

Last: $0.35
Breakeven: $357.85
Implied vol: 69.2%
Delta: 0.034 ≈3% ITM
Gamma: 0.003
Theta: -0.172
Vega: 0.022
Open interest: 11

Model this call

Put · $357.5 In the money

Last: —
Breakeven: —
Implied vol: 110.8%
Delta: -0.861 ≈86% ITM
Gamma: 0.005
Theta: -0.795
Vega: 0.074
Open interest: 0

Model this put

Call · $360

Last: —
Breakeven: —
Implied vol: 70.3%
Delta: 0.031 ≈3% ITM
Gamma: 0.003
Theta: -0.162
Vega: 0.022
Open interest: 0

Model this call

Put · $360 In the money

Last: —
Breakeven: —
Implied vol: 111.1%
Delta: -0.87 ≈87% ITM
Gamma: 0.005
Theta: -0.758
Vega: 0.075
Open interest: 0

Model this put

Call · $362.5

Last: $0.30
Breakeven: $362.80
Implied vol: 72.5%
Delta: 0.03 ≈3% ITM
Gamma: 0.002
Theta: -0.163
Vega: 0.022
Open interest: 1

Model this call

Put · $362.5 In the money

Last: —
Breakeven: —
Implied vol: 116.1%
Delta: -0.868 ≈87% ITM
Gamma: 0.005
Theta: -0.799
Vega: 0.075
Open interest: 0

Model this put

Call · $365

Last: —
Breakeven: —
Implied vol: 73.6%
Delta: 0.028 ≈3% ITM
Gamma: 0.002
Theta: -0.153
Vega: 0.022
Open interest: 0

Model this call

Put · $365 In the money

Last: —
Breakeven: —
Implied vol: 115%
Delta: -0.88 ≈88% ITM
Gamma: 0.005
Theta: -0.739
Vega: 0.075
Open interest: 0

Model this put

Call · $367.5

Last: —
Breakeven: —
Implied vol: 75.8%
Delta: 0.027 ≈3% ITM
Gamma: 0.002
Theta: -0.154
Vega: 0.022
Open interest: 0

Model this call

Put · $367.5 In the money

Last: —
Breakeven: —
Implied vol: 122.6%
Delta: -0.872 ≈87% ITM
Gamma: 0.004
Theta: -0.825
Vega: 0.075
Open interest: 0

Model this put

Call · $370

Last: $0.24
Breakeven: $370.24
Implied vol: 76.8%
Delta: 0.025 ≈2% ITM
Gamma: 0.002
Theta: -0.144
Vega: 0.022
Open interest: 1

Model this call

Put · $370 In the money

Last: —
Breakeven: —
Implied vol: 124.8%
Delta: -0.876 ≈88% ITM
Gamma: 0.004
Theta: -0.821
Vega: 0.075
Open interest: 0

Model this put

Call · $375

Last: —
Breakeven: —
Implied vol: 81.1%
Delta: 0.023 ≈2% ITM
Gamma: 0.002
Theta: -0.146
Vega: 0.022
Open interest: 0

Model this call

Put · $375 In the money

Last: —
Breakeven: —
Implied vol: 126%
Delta: -0.89 ≈89% ITM
Gamma: 0.004
Theta: -0.758
Vega: 0.076
Open interest: 0

Model this put

Call · $380

Last: $0.05
Breakeven: $380.05
Implied vol: 86.5%
Delta: 0.024 ≈2% ITM
Gamma: 0.002
Theta: -0.159
Vega: 0.022
Open interest: 1

Model this call

Put · $380 In the money

Last: —
Breakeven: —
Implied vol: 133%
Delta: -0.891 ≈89% ITM
Gamma: 0.004
Theta: -0.795
Vega: 0.076
Open interest: 0

Model this put

VLO · Valero Energy Corp/Tx

Options Chain

Positioning

Open interest by strike · near the money

Chain