3
1
—
—
$132.52
170
$0.40
-0.015
224.2%
2
9
Call · $170
In the money
Last $132.52
Breakeven $302.52
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $170
Last $0.40
Breakeven $169.60
Implied vol 224.2%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.284
Vega 0.013
Open interest 9
Model this put
0
—
—
—
—
175
—
-0.014
207.5%
—
0
Call · $175
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $175
Last —
Breakeven —
Implied vol 207.5%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.242
Vega 0.014
Open interest 0
Model this put
1
1
—
—
$126.49
180
$0.05
-0.03
234.4%
3
0
Call · $180
In the money
Last $126.49
Breakeven $306.49
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $180
Last $0.05
Breakeven $179.95
Implied vol 234.4%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.537
Vega 0.027
Open interest 0
Model this put
1
1
—
—
$125.20
185
$0.05
-0.032
224%
1
0
Call · $185
In the money
Last $125.20
Breakeven $310.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $185
Last $0.05
Breakeven $184.95
Implied vol 224%
Delta -0.032 ≈3% ITM
Gamma 0.001
Theta -0.544
Vega 0.028
Open interest 0
Model this put
44
1
—
—
$118.15
190
$0.38
-0.033
211.7%
6
0
Call · $190
In the money
Last $118.15
Breakeven $308.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 44
Model this call
Put · $190
Last $0.38
Breakeven $189.62
Implied vol 211.7%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -0.528
Vega 0.028
Open interest 0
Model this put
5
5
—
—
$99.80
195
$0.40
-0.018
170%
1
6
Call · $195
In the money
Last $99.80
Breakeven $294.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $195
Last $0.40
Breakeven $194.60
Implied vol 170%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.249
Vega 0.014
Open interest 6
Model this put
12
10
—
—
$114.00
200
$0.15
-0.009
140.3%
11
89
Call · $200
In the money
Last $114.00
Breakeven $314.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 12
Model this call
Put · $200
Last $0.15
Breakeven $199.85
Implied vol 140.3%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.11
Vega 0.006
Open interest 89
Model this put
10
10
—
—
$100.52
205
$0.22
-0.012
138.4%
39
30
Call · $205
In the money
Last $100.52
Breakeven $305.52
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this call
Put · $205
Last $0.22
Breakeven $204.78
Implied vol 138.4%
Delta -0.012 ≈1% ITM
Gamma 0.001
Theta -0.147
Vega 0.015
Open interest 30
Model this put
0
1
—
—
$91.09
207.5
$0.30
-0.046
181.6%
3
17
Call · $207.5
In the money
Last $91.09
Breakeven $298.59
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $207.5
Last $0.30
Breakeven $207.20
Implied vol 181.6%
Delta -0.046 ≈5% ITM
Gamma 0.002
Theta -0.587
Vega 0.03
Open interest 17
Model this put
1
1
—
—
$88.25
210
$0.30
-0.02
141.5%
17
43
Call · $210
In the money
Last $88.25
Breakeven $298.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $210
Last $0.30
Breakeven $209.70
Implied vol 141.5%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.233
Vega 0.015
Open interest 43
Model this put
0
—
—
—
—
212.5
$0.67
-0.027
146.3%
255
84
Call · $212.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $212.5
Last $0.67
Breakeven $211.83
Implied vol 146.3%
Delta -0.027 ≈3% ITM
Gamma 0.001
Theta -0.306
Vega 0.03
Open interest 84
Model this put
1
5
—
—
$108.51
215
$0.45
-0.024
137.2%
165
113
Call · $215
In the money
Last $108.51
Breakeven $323.51
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $215
Last $0.45
Breakeven $214.55
Implied vol 137.2%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.263
Vega 0.015
Open interest 113
Model this put
0
—
0.1%
1
—
217.5
$0.51
-0.031
138.8%
65
23
Call · $217.5
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.021
Vega 0
Open interest 0
Model this call
Put · $217.5
Last $0.51
Breakeven $216.99
Implied vol 138.8%
Delta -0.031 ≈3% ITM
Gamma 0.001
Theta -0.323
Vega 0.03
Open interest 23
Model this put
1
1
108.4%
0.989
$112.70
220
$0.62
-0.032
134.2%
310
1.1k
Call · $220
In the money
Last $112.70
Breakeven $332.70
Implied vol 108.4%
Delta 0.989 ≈99% ITM
Gamma 0.001
Theta -0.127
Vega 0.015
Open interest 1
Model this call
Put · $220
Last $0.62
Breakeven $219.38
Implied vol 134.2%
Delta -0.032 ≈3% ITM
Gamma 0.002
Theta -0.322
Vega 0.03
Open interest 1.1k
Model this put
0
—
109.2%
0.985
—
222.5
$0.56
-0.034
130.8%
10
8
Call · $222.5
In the money
Last —
Breakeven —
Implied vol 109.2%
Delta 0.985 ≈98% ITM
Gamma 0.001
Theta -0.163
Vega 0.015
Open interest 0
Model this call
Put · $222.5
Last $0.56
Breakeven $221.94
Implied vol 130.8%
Delta -0.034 ≈3% ITM
Gamma 0.002
Theta -0.333
Vega 0.031
Open interest 8
Model this put
0
—
111.6%
0.979
—
225
$0.85
-0.046
136.2%
277
55
Call · $225
In the money
Last —
Breakeven —
Implied vol 111.6%
Delta 0.979 ≈98% ITM
Gamma 0.001
Theta -0.212
Vega 0.015
Open interest 0
Model this call
Put · $225
Last $0.85
Breakeven $224.15
Implied vol 136.2%
Delta -0.046 ≈5% ITM
Gamma 0.002
Theta -0.444
Vega 0.031
Open interest 55
Model this put
0
—
124.2%
0.96
—
227.5
$1.10
-0.051
135.3%
302
16
Call · $227.5
In the money
Last —
Breakeven —
Implied vol 124.2%
Delta 0.96 ≈96% ITM
Gamma 0.002
Theta -0.379
Vega 0.031
Open interest 0
Model this call
Put · $227.5
Last $1.10
Breakeven $226.40
Implied vol 135.3%
Delta -0.051 ≈5% ITM
Gamma 0.002
Theta -0.483
Vega 0.031
Open interest 16
Model this put
4
2
126%
0.952
$67.02
230
$1.27
-0.06
136.7%
94
520
Call · $230
In the money
Last $67.02
Breakeven $297.02
Implied vol 126%
Delta 0.952 ≈95% ITM
Gamma 0.002
Theta -0.449
Vega 0.031
Open interest 4
Model this call
Put · $230
Last $1.27
Breakeven $228.73
Implied vol 136.7%
Delta -0.06 ≈6% ITM
Gamma 0.003
Theta -0.552
Vega 0.054
Open interest 520
Model this put
0
—
125.4%
0.946
—
232.5
$1.39
-0.08
143.7%
5
3
Call · $232.5
In the money
Last —
Breakeven —
Implied vol 125.4%
Delta 0.946 ≈95% ITM
Gamma 0.003
Theta -0.491
Vega 0.031
Open interest 0
Model this call
Put · $232.5
Last $1.39
Breakeven $231.11
Implied vol 143.7%
Delta -0.08 ≈8% ITM
Gamma 0.003
Theta -0.717
Vega 0.054
Open interest 3
Model this put
21
21
127.7%
0.933
$88.41
235
$1.75
-0.079
136%
63
325
Call · $235
In the money
Last $88.41
Breakeven $323.41
Implied vol 127.7%
Delta 0.933 ≈93% ITM
Gamma 0.003
Theta -0.58
Vega 0.054
Open interest 21
Model this call
Put · $235
Last $1.75
Breakeven $233.25
Implied vol 136%
Delta -0.079 ≈8% ITM
Gamma 0.003
Theta -0.674
Vega 0.054
Open interest 325
Model this put
0
—
128%
0.922
—
237.5
$2.05
-0.084
131.7%
7
11
Call · $237.5
In the money
Last —
Breakeven —
Implied vol 128%
Delta 0.922 ≈92% ITM
Gamma 0.003
Theta -0.649
Vega 0.055
Open interest 0
Model this call
Put · $237.5
Last $2.05
Breakeven $235.45
Implied vol 131.7%
Delta -0.084 ≈8% ITM
Gamma 0.003
Theta -0.679
Vega 0.055
Open interest 11
Model this put
11
10
128.3%
0.911
$58.15
240
$2.13
-0.097
133.7%
70
339
Call · $240
In the money
Last $58.15
Breakeven $298.15
Implied vol 128.3%
Delta 0.911 ≈91% ITM
Gamma 0.004
Theta -0.718
Vega 0.055
Open interest 11
Model this call
Put · $240
Last $2.13
Breakeven $237.87
Implied vol 133.7%
Delta -0.097 ≈10% ITM
Gamma 0.004
Theta -0.773
Vega 0.055
Open interest 339
Model this put
0
—
121.8%
0.909
—
242.5
$2.75
-0.112
137.8%
3
10
Call · $242.5
In the money
Last —
Breakeven —
Implied vol 121.8%
Delta 0.909 ≈91% ITM
Gamma 0.004
Theta -0.69
Vega 0.055
Open interest 0
Model this call
Put · $242.5
Last $2.75
Breakeven $239.75
Implied vol 137.8%
Delta -0.112 ≈11% ITM
Gamma 0.004
Theta -0.897
Vega 0.055
Open interest 10
Model this put
3
1
128.8%
0.888
$48.52
245
$3.05
-0.122
135.3%
82
1.5k
Call · $245
In the money
Last $48.52
Breakeven $293.52
Implied vol 128.8%
Delta 0.888 ≈89% ITM
Gamma 0.004
Theta -0.857
Vega 0.056
Open interest 3
Model this call
Put · $245
Last $3.05
Breakeven $241.95
Implied vol 135.3%
Delta -0.122 ≈12% ITM
Gamma 0.004
Theta -0.929
Vega 0.083
Open interest 1.5k
Model this put
0
—
128.7%
0.875
—
247.5
$3.50
-0.132
132.2%
39
14
Call · $247.5
In the money
Last —
Breakeven —
Implied vol 128.7%
Delta 0.875 ≈87% ITM
Gamma 0.005
Theta -0.923
Vega 0.084
Open interest 0
Model this call
Put · $247.5
Last $3.50
Breakeven $244.00
Implied vol 132.2%
Delta -0.132 ≈13% ITM
Gamma 0.005
Theta -0.953
Vega 0.084
Open interest 14
Model this put
5
1
128.3%
0.86
$50.22
250
$3.70
-0.149
133.2%
148
527
Call · $250
In the money
Last $50.22
Breakeven $300.22
Implied vol 128.3%
Delta 0.86 ≈86% ITM
Gamma 0.005
Theta -0.988
Vega 0.084
Open interest 5
Model this call
Put · $250
Last $3.70
Breakeven $246.30
Implied vol 133.2%
Delta -0.149 ≈15% ITM
Gamma 0.005
Theta -1.038
Vega 0.084
Open interest 527
Model this put
0
—
127.1%
0.846
—
252.5
$2.59
-0.175
140.6%
2
9
Call · $252.5
In the money
Last —
Breakeven —
Implied vol 127.1%
Delta 0.846 ≈85% ITM
Gamma 0.005
Theta -1.039
Vega 0.085
Open interest 0
Model this call
Put · $252.5
Last $2.59
Breakeven $249.91
Implied vol 140.6%
Delta -0.175 ≈17% ITM
Gamma 0.005
Theta -1.22
Vega 0.085
Open interest 9
Model this put
0
1
128%
0.828
$44.80
255
$4.80
-0.189
140.2%
28
472
Call · $255
In the money
Last $44.80
Breakeven $299.80
Implied vol 128%
Delta 0.828 ≈83% ITM
Gamma 0.006
Theta -1.122
Vega 0.085
Open interest 0
Model this call
Put · $255
Last $4.80
Breakeven $250.20
Implied vol 140.2%
Delta -0.189 ≈19% ITM
Gamma 0.006
Theta -1.285
Vega 0.085
Open interest 472
Model this put
0
—
125%
0.817
—
257.5
$4.15
-0.195
133.7%
4
22
Call · $257.5
In the money
Last —
Breakeven —
Implied vol 125%
Delta 0.817 ≈82% ITM
Gamma 0.006
Theta -1.146
Vega 0.086
Open interest 0
Model this call
Put · $257.5
Last $4.15
Breakeven $253.35
Implied vol 133.7%
Delta -0.195 ≈20% ITM
Gamma 0.006
Theta -1.255
Vega 0.086
Open interest 22
Model this put
65
2
129.4%
0.795
$41.84
260
$5.95
-0.215
135.6%
107
288
Call · $260
In the money
Last $41.84
Breakeven $301.84
Implied vol 129.4%
Delta 0.795 ≈79% ITM
Gamma 0.007
Theta -1.283
Vega 0.086
Open interest 65
Model this call
Put · $260
Last $5.95
Breakeven $254.05
Implied vol 135.6%
Delta -0.215 ≈22% ITM
Gamma 0.006
Theta -1.347
Vega 0.113
Open interest 288
Model this put
0
—
125.9%
0.78
—
262.5
$5.50
-0.229
131.6%
26
12
Call · $262.5
In the money
Last —
Breakeven —
Implied vol 125.9%
Delta 0.78 ≈78% ITM
Gamma 0.007
Theta -1.29
Vega 0.113
Open interest 0
Model this call
Put · $262.5
Last $5.50
Breakeven $257.00
Implied vol 131.6%
Delta -0.229 ≈23% ITM
Gamma 0.007
Theta -1.347
Vega 0.113
Open interest 12
Model this put
13
1
124.9%
0.761
$37.42
265
$7.20
-0.247
130.8%
56
132
Call · $265
In the money
Last $37.42
Breakeven $302.42
Implied vol 124.9%
Delta 0.761 ≈76% ITM
Gamma 0.007
Theta -1.331
Vega 0.114
Open interest 13
Model this call
Put · $265
Last $7.20
Breakeven $257.80
Implied vol 130.8%
Delta -0.247 ≈25% ITM
Gamma 0.007
Theta -1.39
Vega 0.114
Open interest 132
Model this put
5
5
126.7%
0.738
$32.60
267.5
$8.00
-0.266
129.5%
20
38
Call · $267.5
In the money
Last $32.60
Breakeven $300.10
Implied vol 126.7%
Delta 0.738 ≈74% ITM
Gamma 0.007
Theta -1.412
Vega 0.114
Open interest 5
Model this call
Put · $267.5
Last $8.00
Breakeven $259.50
Implied vol 129.5%
Delta -0.266 ≈27% ITM
Gamma 0.007
Theta -1.428
Vega 0.114
Open interest 38
Model this put
4
4
125.2%
0.719
$29.91
270
$8.69
-0.286
130%
96
994
Call · $270
In the money
Last $29.91
Breakeven $299.91
Implied vol 125.2%
Delta 0.719 ≈72% ITM
Gamma 0.008
Theta -1.446
Vega 0.115
Open interest 4
Model this call
Put · $270
Last $8.69
Breakeven $261.31
Implied vol 130%
Delta -0.286 ≈29% ITM
Gamma 0.008
Theta -1.49
Vega 0.115
Open interest 994
Model this put
3
3
125.9%
0.698
$23.00
272.5
$9.78
-0.307
130.7%
15
17
Call · $272.5
In the money
Last $23.00
Breakeven $295.50
Implied vol 125.9%
Delta 0.698 ≈70% ITM
Gamma 0.008
Theta -1.512
Vega 0.115
Open interest 3
Model this call
Put · $272.5
Last $9.78
Breakeven $262.72
Implied vol 130.7%
Delta -0.307 ≈31% ITM
Gamma 0.008
Theta -1.556
Vega 0.115
Open interest 17
Model this put
12
4
126.4%
0.677
$26.47
275
$10.54
-0.326
130%
214
203
Call · $275
In the money
Last $26.47
Breakeven $301.47
Implied vol 126.4%
Delta 0.677 ≈68% ITM
Gamma 0.008
Theta -1.575
Vega 0.116
Open interest 12
Model this call
Put · $275
Last $10.54
Breakeven $264.46
Implied vol 130%
Delta -0.326 ≈33% ITM
Gamma 0.008
Theta -1.603
Vega 0.119
Open interest 203
Model this put
1
2
126%
0.655
$30.33
277.5
$11.12
-0.348
129.5%
21
29
Call · $277.5
In the money
Last $30.33
Breakeven $307.83
Implied vol 126%
Delta 0.655 ≈65% ITM
Gamma 0.009
Theta -1.601
Vega 0.133
Open interest 1
Model this call
Put · $277.5
Last $11.12
Breakeven $266.38
Implied vol 129.5%
Delta -0.348 ≈35% ITM
Gamma 0.008
Theta -1.622
Vega 0.133
Open interest 29
Model this put
14
28
123.1%
0.633
$23.25
280
$12.25
-0.369
127.7%
75
234
Call · $280
In the money
Last $23.25
Breakeven $303.25
Implied vol 123.1%
Delta 0.633 ≈63% ITM
Gamma 0.009
Theta -1.587
Vega 0.134
Open interest 14
Model this call
Put · $280
Last $12.25
Breakeven $267.75
Implied vol 127.7%
Delta -0.369 ≈37% ITM
Gamma 0.009
Theta -1.623
Vega 0.134
Open interest 234
Model this put
1
1
123.1%
0.61
$27.35
282.5
$11.50
-0.392
126.9%
14
19
Call · $282.5
In the money
Last $27.35
Breakeven $309.85
Implied vol 123.1%
Delta 0.61 ≈61% ITM
Gamma 0.009
Theta -1.613
Vega 0.134
Open interest 1
Model this call
Put · $282.5
Last $11.50
Breakeven $271.00
Implied vol 126.9%
Delta -0.392 ≈39% ITM
Gamma 0.009
Theta -1.637
Vega 0.134
Open interest 19
Model this put
13
1
123.4%
0.586
$24.10
285
$15.12
-0.414
126.4%
59
122
Call · $285
In the money
Last $24.10
Breakeven $309.10
Implied vol 123.4%
Delta 0.586 ≈59% ITM
Gamma 0.009
Theta -1.642
Vega 0.135
Open interest 13
Model this call
Put · $285
Last $15.12
Breakeven $269.88
Implied vol 126.4%
Delta -0.414 ≈41% ITM
Gamma 0.009
Theta -1.655
Vega 0.135
Open interest 122
Model this put
0
28
125.7%
0.563
$19.00
287.5
$16.30
-0.437
126.6%
18
12
Call · $287.5
In the money
Last $19.00
Breakeven $306.50
Implied vol 125.7%
Delta 0.563 ≈56% ITM
Gamma 0.009
Theta -1.698
Vega 0.136
Open interest 0
Model this call
Put · $287.5
Last $16.30
Breakeven $271.20
Implied vol 126.6%
Delta -0.437 ≈44% ITM
Gamma 0.009
Theta -1.684
Vega 0.136
Open interest 12
Model this put
176
18
124.1%
0.54
$17.65
290
$16.70
-0.46
128.9%
123
265
Call · $290
In the money
Last $17.65
Breakeven $307.65
Implied vol 124.1%
Delta 0.54 ≈54% ITM
Gamma 0.009
Theta -1.702
Vega 0.136
Open interest 176
Model this call
Put · $290
Last $16.70
Breakeven $273.30
Implied vol 128.9%
Delta -0.46 ≈46% ITM
Gamma 0.009
Theta -1.74
Vega 0.136
Open interest 265
Model this put
Underlying $290.23
7
25
125.3%
0.517
$16.44
292.5
$18.50
-0.482
128.8%
23
9
Call · $292.5
Last $16.44
Breakeven $308.94
Implied vol 125.3%
Delta 0.517 ≈52% ITM
Gamma 0.009
Theta -1.722
Vega 0.137
Open interest 7
Model this call
Put · $292.5
In the money
Last $18.50
Breakeven $274.00
Implied vol 128.8%
Delta -0.482 ≈48% ITM
Gamma 0.009
Theta -1.742
Vega 0.137
Open interest 9
Model this put
57
28
121.9%
0.493
$15.41
295
$20.12
-0.504
128.2%
77
74
Call · $295
Last $15.41
Breakeven $310.41
Implied vol 121.9%
Delta 0.493 ≈49% ITM
Gamma 0.01
Theta -1.663
Vega 0.137
Open interest 57
Model this call
Put · $295
In the money
Last $20.12
Breakeven $274.88
Implied vol 128.2%
Delta -0.504 ≈50% ITM
Gamma 0.009
Theta -1.724
Vega 0.137
Open interest 74
Model this put
47
6
122.1%
0.47
$14.54
297.5
$21.11
-0.526
127.7%
18
23
Call · $297.5
Last $14.54
Breakeven $312.04
Implied vol 122.1%
Delta 0.47 ≈47% ITM
Gamma 0.01
Theta -1.655
Vega 0.138
Open interest 47
Model this call
Put · $297.5
In the money
Last $21.11
Breakeven $276.39
Implied vol 127.7%
Delta -0.526 ≈53% ITM
Gamma 0.009
Theta -1.705
Vega 0.138
Open interest 23
Model this put
188
77
121.3%
0.446
$13.46
300
$22.54
-0.547
128.9%
140
179
Call · $300
Last $13.46
Breakeven $313.46
Implied vol 121.3%
Delta 0.446 ≈45% ITM
Gamma 0.009
Theta -1.634
Vega 0.139
Open interest 188
Model this call
Put · $300
In the money
Last $22.54
Breakeven $277.46
Implied vol 128.9%
Delta -0.547 ≈55% ITM
Gamma 0.009
Theta -1.711
Vega 0.139
Open interest 179
Model this put
79
13
122.6%
0.424
$12.14
302.5
$23.85
-0.571
127%
74
52
Call · $302.5
Last $12.14
Breakeven $314.64
Implied vol 122.6%
Delta 0.424 ≈42% ITM
Gamma 0.009
Theta -1.64
Vega 0.139
Open interest 79
Model this call
Put · $302.5
In the money
Last $23.85
Breakeven $278.65
Implied vol 127%
Delta -0.571 ≈57% ITM
Gamma 0.009
Theta -1.673
Vega 0.139
Open interest 52
Model this put
312
40
122.4%
0.401
$11.28
305
$25.37
-0.596
125.2%
31
137
Call · $305
Last $11.28
Breakeven $316.28
Implied vol 122.4%
Delta 0.401 ≈40% ITM
Gamma 0.009
Theta -1.626
Vega 0.14
Open interest 312
Model this call
Put · $305
In the money
Last $25.37
Breakeven $279.63
Implied vol 125.2%
Delta -0.596 ≈60% ITM
Gamma 0.009
Theta -1.637
Vega 0.14
Open interest 137
Model this put
16
15
124.8%
0.382
$10.05
307.5
$24.53
-0.613
129.1%
3
4
Call · $307.5
Last $10.05
Breakeven $317.55
Implied vol 124.8%
Delta 0.382 ≈38% ITM
Gamma 0.009
Theta -1.645
Vega 0.123
Open interest 16
Model this call
Put · $307.5
In the money
Last $24.53
Breakeven $282.97
Implied vol 129.1%
Delta -0.613 ≈61% ITM
Gamma 0.009
Theta -1.68
Vega 0.14
Open interest 4
Model this put
283
220
124.2%
0.362
$9.65
310
$28.10
-0.633
128.2%
34
229
Call · $310
Last $9.65
Breakeven $319.65
Implied vol 124.2%
Delta 0.362 ≈36% ITM
Gamma 0.009
Theta -1.595
Vega 0.123
Open interest 283
Model this call
Put · $310
In the money
Last $28.10
Breakeven $281.90
Implied vol 128.2%
Delta -0.633 ≈63% ITM
Gamma 0.009
Theta -1.63
Vega 0.123
Open interest 229
Model this put
14
11
121.3%
0.338
$8.90
312.5
$28.30
-0.649
130%
1
28
Call · $312.5
Last $8.90
Breakeven $321.40
Implied vol 121.3%
Delta 0.338 ≈34% ITM
Gamma 0.009
Theta -1.51
Vega 0.124
Open interest 14
Model this call
Put · $312.5
In the money
Last $28.30
Breakeven $284.20
Implied vol 130%
Delta -0.649 ≈65% ITM
Gamma 0.008
Theta -1.618
Vega 0.124
Open interest 28
Model this put
148
283
123.9%
0.323
$8.25
315
$25.60
-0.676
124.7%
2
49
Call · $315
Last $8.25
Breakeven $323.25
Implied vol 123.9%
Delta 0.323 ≈32% ITM
Gamma 0.008
Theta -1.511
Vega 0.124
Open interest 148
Model this call
Put · $315
In the money
Last $25.60
Breakeven $289.40
Implied vol 124.7%
Delta -0.676 ≈68% ITM
Gamma 0.008
Theta -1.496
Vega 0.124
Open interest 49
Model this put
133
10
122.3%
0.3
$7.60
317.5
$28.85
-0.692
126.5%
5
13
Call · $317.5
Last $7.60
Breakeven $325.10
Implied vol 122.3%
Delta 0.3 ≈30% ITM
Gamma 0.008
Theta -1.445
Vega 0.125
Open interest 133
Model this call
Put · $317.5
In the money
Last $28.85
Breakeven $288.65
Implied vol 126.5%
Delta -0.692 ≈69% ITM
Gamma 0.008
Theta -1.484
Vega 0.125
Open interest 13
Model this put
417
153
122.6%
0.281
$6.60
320
$35.39
-0.714
125.3%
34
81
Call · $320
Last $6.60
Breakeven $326.60
Implied vol 122.6%
Delta 0.281 ≈28% ITM
Gamma 0.008
Theta -1.411
Vega 0.125
Open interest 417
Model this call
Put · $320
In the money
Last $35.39
Breakeven $284.61
Implied vol 125.3%
Delta -0.714 ≈71% ITM
Gamma 0.008
Theta -1.424
Vega 0.125
Open interest 81
Model this put
38
38
122.6%
0.262
$6.40
322.5
$51.45
-0.726
128.6%
10
5
Call · $322.5
Last $6.40
Breakeven $328.90
Implied vol 122.6%
Delta 0.262 ≈26% ITM
Gamma 0.008
Theta -1.371
Vega 0.126
Open interest 38
Model this call
Put · $322.5
In the money
Last $51.45
Breakeven $271.05
Implied vol 128.6%
Delta -0.726 ≈73% ITM
Gamma 0.008
Theta -1.437
Vega 0.126
Open interest 5
Model this put
105
267
122.7%
0.245
$5.90
325
$39.66
-0.745
128.4%
2
21
Call · $325
Last $5.90
Breakeven $330.90
Implied vol 122.7%
Delta 0.245 ≈25% ITM
Gamma 0.008
Theta -1.325
Vega 0.097
Open interest 105
Model this call
Put · $325
In the money
Last $39.66
Breakeven $285.34
Implied vol 128.4%
Delta -0.745 ≈74% ITM
Gamma 0.007
Theta -1.393
Vega 0.125
Open interest 21
Model this put
55
25
121.5%
0.228
$5.36
327.5
$38.72
-0.768
124.1%
5
0
Call · $327.5
Last $5.36
Breakeven $332.86
Implied vol 121.5%
Delta 0.228 ≈23% ITM
Gamma 0.007
Theta -1.252
Vega 0.097
Open interest 55
Model this call
Put · $327.5
In the money
Last $38.72
Breakeven $288.78
Implied vol 124.1%
Delta -0.768 ≈77% ITM
Gamma 0.007
Theta -1.267
Vega 0.097
Open interest 0
Model this put
536
107
120.8%
0.212
$4.88
330
$39.35
-0.774
127.7%
16
142
Call · $330
Last $4.88
Breakeven $334.88
Implied vol 120.8%
Delta 0.212 ≈21% ITM
Gamma 0.007
Theta -1.187
Vega 0.098
Open interest 536
Model this call
Put · $330
In the money
Last $39.35
Breakeven $290.65
Implied vol 127.7%
Delta -0.774 ≈77% ITM
Gamma 0.007
Theta -1.279
Vega 0.097
Open interest 142
Model this put
42
33
120.6%
0.196
$4.05
332.5
—
-0.794
125%
—
0
Call · $332.5
Last $4.05
Breakeven $336.55
Implied vol 120.6%
Delta 0.196 ≈20% ITM
Gamma 0.007
Theta -1.131
Vega 0.098
Open interest 42
Model this call
Put · $332.5
In the money
Last —
Breakeven —
Implied vol 125%
Delta -0.794 ≈79% ITM
Gamma 0.007
Theta -1.178
Vega 0.098
Open interest 0
Model this put
190
67
120.7%
0.182
$3.75
335
$43.39
-0.809
124.8%
1
38
Call · $335
Last $3.75
Breakeven $338.75
Implied vol 120.7%
Delta 0.182 ≈18% ITM
Gamma 0.006
Theta -1.08
Vega 0.098
Open interest 190
Model this call
Put · $335
In the money
Last $43.39
Breakeven $291.61
Implied vol 124.8%
Delta -0.809 ≈81% ITM
Gamma 0.006
Theta -1.123
Vega 0.098
Open interest 38
Model this put
19
12
121.3%
0.168
$4.01
337.5
—
-0.82
126.1%
—
0
Call · $337.5
Last $4.01
Breakeven $341.51
Implied vol 121.3%
Delta 0.168 ≈17% ITM
Gamma 0.006
Theta -1.038
Vega 0.099
Open interest 19
Model this call
Put · $337.5
In the money
Last —
Breakeven —
Implied vol 126.1%
Delta -0.82 ≈82% ITM
Gamma 0.006
Theta -1.094
Vega 0.098
Open interest 0
Model this put
348
146
121.9%
0.155
$3.32
340
$47.13
-0.833
126.7%
1
42
Call · $340
Last $3.32
Breakeven $343.32
Implied vol 121.9%
Delta 0.155 ≈16% ITM
Gamma 0.006
Theta -0.997
Vega 0.099
Open interest 348
Model this call
Put · $340
In the money
Last $47.13
Breakeven $292.87
Implied vol 126.7%
Delta -0.833 ≈83% ITM
Gamma 0.006
Theta -1.051
Vega 0.099
Open interest 42
Model this put
40
12
122.1%
0.144
$3.90
342.5
$39.50
-0.847
126.7%
1
1
Call · $342.5
Last $3.90
Breakeven $346.40
Implied vol 122.1%
Delta 0.144 ≈14% ITM
Gamma 0.005
Theta -0.949
Vega 0.066
Open interest 40
Model this call
Put · $342.5
In the money
Last $39.50
Breakeven $303.00
Implied vol 126.7%
Delta -0.847 ≈85% ITM
Gamma 0.006
Theta -1
Vega 0.098
Open interest 1
Model this put
87
34
121.3%
0.133
$2.65
345
$47.58
-0.856
127.7%
1
3
Call · $345
Last $2.65
Breakeven $347.65
Implied vol 121.3%
Delta 0.133 ≈13% ITM
Gamma 0.005
Theta -0.887
Vega 0.067
Open interest 87
Model this call
Put · $345
In the money
Last $47.58
Breakeven $297.42
Implied vol 127.7%
Delta -0.856 ≈86% ITM
Gamma 0.005
Theta -0.967
Vega 0.066
Open interest 3
Model this put
39
1
120.3%
0.121
$3.60
347.5
—
-0.867
126.5%
—
0
Call · $347.5
Last $3.60
Breakeven $351.10
Implied vol 120.3%
Delta 0.121 ≈12% ITM
Gamma 0.005
Theta -0.82
Vega 0.067
Open interest 39
Model this call
Put · $347.5
In the money
Last —
Breakeven —
Implied vol 126.5%
Delta -0.867 ≈87% ITM
Gamma 0.005
Theta -0.898
Vega 0.067
Open interest 0
Model this put
350
251
120.6%
0.112
$2.16
350
$46.00
-0.874
128%
3
26
Call · $350
Last $2.16
Breakeven $352.16
Implied vol 120.6%
Delta 0.112 ≈11% ITM
Gamma 0.005
Theta -0.777
Vega 0.067
Open interest 350
Model this call
Put · $350
In the money
Last $46.00
Breakeven $304.00
Implied vol 128%
Delta -0.874 ≈87% ITM
Gamma 0.005
Theta -0.874
Vega 0.067
Open interest 26
Model this put
606
20
120.5%
0.102
$2.98
352.5
—
-0.885
126.8%
—
0
Call · $352.5
Last $2.98
Breakeven $355.48
Implied vol 120.5%
Delta 0.102 ≈10% ITM
Gamma 0.004
Theta -0.726
Vega 0.067
Open interest 606
Model this call
Put · $352.5
In the money
Last —
Breakeven —
Implied vol 126.8%
Delta -0.885 ≈89% ITM
Gamma 0.004
Theta -0.804
Vega 0.067
Open interest 0
Model this put
113
30
120.5%
0.093
$2.36
355
$65.28
-0.894
126.7%
1
28
Call · $355
Last $2.36
Breakeven $357.36
Implied vol 120.5%
Delta 0.093 ≈9% ITM
Gamma 0.004
Theta -0.677
Vega 0.068
Open interest 113
Model this call
Put · $355
In the money
Last $65.28
Breakeven $289.72
Implied vol 126.7%
Delta -0.894 ≈89% ITM
Gamma 0.004
Theta -0.754
Vega 0.067
Open interest 28
Model this put
24
3
132.4%
0.11
$3.55
357.5
—
-0.893
131.4%
—
0
Call · $357.5
Last $3.55
Breakeven $361.05
Implied vol 132.4%
Delta 0.11 ≈11% ITM
Gamma 0.004
Theta -0.838
Vega 0.068
Open interest 24
Model this call
Put · $357.5
In the money
Last —
Breakeven —
Implied vol 131.4%
Delta -0.893 ≈89% ITM
Gamma 0.004
Theta -0.789
Vega 0.067
Open interest 0
Model this put
2.4k
85
122%
0.078
$1.35
360
$40.47
-0.911
127.6%
4
4
Call · $360
Last $1.35
Breakeven $361.35
Implied vol 122%
Delta 0.078 ≈8% ITM
Gamma 0.004
Theta -0.608
Vega 0.039
Open interest 2.4k
Model this call
Put · $360
In the money
Last $40.47
Breakeven $319.53
Implied vol 127.6%
Delta -0.911 ≈91% ITM
Gamma 0.004
Theta -0.673
Vega 0.067
Open interest 4
Model this put
37
27
133.4%
0.094
$3.00
362.5
—
-0.917
129%
—
0
Call · $362.5
Last $3.00
Breakeven $365.50
Implied vol 133.4%
Delta 0.094 ≈9% ITM
Gamma 0.004
Theta -0.759
Vega 0.068
Open interest 37
Model this call
Put · $362.5
In the money
Last —
Breakeven —
Implied vol 129%
Delta -0.917 ≈92% ITM
Gamma 0.004
Theta -0.649
Vega 0.067
Open interest 0
Model this put
69
31
134.7%
0.089
$1.16
365
$71.12
-0.91
135.9%
10
11
Call · $365
Last $1.16
Breakeven $366.16
Implied vol 134.7%
Delta 0.089 ≈9% ITM
Gamma 0.003
Theta -0.734
Vega 0.068
Open interest 69
Model this call
Put · $365
In the money
Last $71.12
Breakeven $293.88
Implied vol 135.9%
Delta -0.91 ≈91% ITM
Gamma 0.004
Theta -0.723
Vega 0.068
Open interest 11
Model this put
1
1
133.1%
0.078
$2.83
367.5
—
-0.904
142.8%
—
0
Call · $367.5
Last $2.83
Breakeven $370.33
Implied vol 133.1%
Delta 0.078 ≈8% ITM
Gamma 0.003
Theta -0.662
Vega 0.04
Open interest 1
Model this call
Put · $367.5
In the money
Last —
Breakeven —
Implied vol 142.8%
Delta -0.904 ≈90% ITM
Gamma 0.004
Theta -0.797
Vega 0.068
Open interest 0
Model this put
313
19
118.7%
0.051
$1.00
370
$77.99
-0.93
131.7%
2
24
Call · $370
Last $1.00
Breakeven $371.00
Implied vol 118.7%
Delta 0.051 ≈5% ITM
Gamma 0.003
Theta -0.415
Vega 0.04
Open interest 313
Model this call
Put · $370
In the money
Last $77.99
Breakeven $292.01
Implied vol 131.7%
Delta -0.93 ≈93% ITM
Gamma 0.003
Theta -0.573
Vega 0.04
Open interest 24
Model this put
19
18
123.5%
0.053
$2.61
372.5
—
-0.924
140%
—
0
Call · $372.5
Last $2.61
Breakeven $375.11
Implied vol 123.5%
Delta 0.053 ≈5% ITM
Gamma 0.003
Theta -0.45
Vega 0.04
Open interest 19
Model this call
Put · $372.5
In the money
Last —
Breakeven —
Implied vol 140%
Delta -0.924 ≈92% ITM
Gamma 0.003
Theta -0.659
Vega 0.04
Open interest 0
Model this put
88
6
125.7%
0.051
$2.37
375
$76.80
-0.927
140.7%
1
1
Call · $375
Last $2.37
Breakeven $377.37
Implied vol 125.7%
Delta 0.051 ≈5% ITM
Gamma 0.002
Theta -0.446
Vega 0.04
Open interest 88
Model this call
Put · $375
In the money
Last $76.80
Breakeven $298.20
Implied vol 140.7%
Delta -0.927 ≈93% ITM
Gamma 0.003
Theta -0.635
Vega 0.04
Open interest 1
Model this put
3
3
128.2%
0.05
$2.50
377.5
—
-0.932
140.8%
—
0
Call · $377.5
Last $2.50
Breakeven $380.00
Implied vol 128.2%
Delta 0.05 ≈5% ITM
Gamma 0.002
Theta -0.447
Vega 0.04
Open interest 3
Model this call
Put · $377.5
In the money
Last —
Breakeven —
Implied vol 140.8%
Delta -0.932 ≈93% ITM
Gamma 0.003
Theta -0.601
Vega 0.04
Open interest 0
Model this put
250
18
126.2%
0.042
$0.42
380
—
-0.935
142.2%
—
0
Call · $380
Last $0.42
Breakeven $380.42
Implied vol 126.2%
Delta 0.042 ≈4% ITM
Gamma 0.002
Theta -0.382
Vega 0.041
Open interest 250
Model this call
Put · $380
In the money
Last —
Breakeven —
Implied vol 142.2%
Delta -0.935 ≈93% ITM
Gamma 0.003
Theta -0.586
Vega 0.04
Open interest 0
Model this put
1
1
146.6%
0.068
$1.98
382.5
—
-0.944
139.1%
—
0
Call · $382.5
Last $1.98
Breakeven $384.48
Implied vol 146.6%
Delta 0.068 ≈7% ITM
Gamma 0.003
Theta -0.65
Vega 0.041
Open interest 1
Model this call
Put · $382.5
In the money
Last —
Breakeven —
Implied vol 139.1%
Delta -0.944 ≈94% ITM
Gamma 0.002
Theta -0.506
Vega 0.04
Open interest 0
Model this put
175
1
127.2%
0.035
$0.68
385
$87.70
-0.943
143%
1
2
Call · $385
Last $0.68
Breakeven $385.68
Implied vol 127.2%
Delta 0.035 ≈3% ITM
Gamma 0.002
Theta -0.334
Vega 0.02
Open interest 175
Model this call
Put · $385
In the money
Last $87.70
Breakeven $297.30
Implied vol 143%
Delta -0.943 ≈94% ITM
Gamma 0.002
Theta -0.528
Vega 0.04
Open interest 2
Model this put
1
1
139.5%
0.049
$1.87
387.5
—
-0.959
135.5%
—
0
Call · $387.5
Last $1.87
Breakeven $389.37
Implied vol 139.5%
Delta 0.049 ≈5% ITM
Gamma 0.002
Theta -0.475
Vega 0.041
Open interest 1
Model this call
Put · $387.5
In the money
Last —
Breakeven —
Implied vol 135.5%
Delta -0.959 ≈96% ITM
Gamma 0.002
Theta -0.381
Vega 0.039
Open interest 0
Model this put
50
5
121.3%
0.024
$0.50
390
$90.70
-0.946
146.8%
2
4
Call · $390
Last $0.50
Breakeven $390.50
Implied vol 121.3%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.231
Vega 0.021
Open interest 50
Model this call
Put · $390
In the money
Last $90.70
Breakeven $299.30
Implied vol 146.8%
Delta -0.946 ≈95% ITM
Gamma 0.002
Theta -0.516
Vega 0.04
Open interest 4
Model this put
0
—
151.1%
0.057
—
392.5
—
-0.955
143.8%
—
0
Call · $392.5
Last —
Breakeven —
Implied vol 151.1%
Delta 0.057 ≈6% ITM
Gamma 0.002
Theta -0.58
Vega 0.041
Open interest 0
Model this call
Put · $392.5
In the money
Last —
Breakeven —
Implied vol 143.8%
Delta -0.955 ≈96% ITM
Gamma 0.002
Theta -0.435
Vega 0.04
Open interest 0
Model this put
34
2
146.5%
0.046
$1.29
395
$90.57
-0.961
143.1%
3
3
Call · $395
Last $1.29
Breakeven $396.29
Implied vol 146.5%
Delta 0.046 ≈5% ITM
Gamma 0.002
Theta -0.475
Vega 0.041
Open interest 34
Model this call
Put · $395
In the money
Last $90.57
Breakeven $304.43
Implied vol 143.1%
Delta -0.961 ≈96% ITM
Gamma 0.002
Theta -0.39
Vega 0.04
Open interest 3
Model this put
0
1
148.6%
0.045
$0.41
397.5
—
-0.962
145%
—
0
Call · $397.5
Last $0.41
Breakeven $397.91
Implied vol 148.6%
Delta 0.045 ≈4% ITM
Gamma 0.002
Theta -0.473
Vega 0.041
Open interest 0
Model this call
Put · $397.5
In the money
Last —
Breakeven —
Implied vol 145%
Delta -0.962 ≈96% ITM
Gamma 0.002
Theta -0.384
Vega 0.039
Open interest 0
Model this put
202
32
126.7%
0.019
$0.27
400
$109.53
-0.961
148.8%
2
10
Call · $400
Last $0.27
Breakeven $400.27
Implied vol 126.7%
Delta 0.019 ≈2% ITM
Gamma 0.001
Theta -0.2
Vega 0.021
Open interest 202
Model this call
Put · $400
In the money
Last $109.53
Breakeven $290.47
Implied vol 148.8%
Delta -0.961 ≈96% ITM
Gamma 0.002
Theta -0.406
Vega 0.04
Open interest 10
Model this put
0
—
150.8%
0.04
—
402.5
—
-0.958
153.1%
—
0
Call · $402.5
Last —
Breakeven —
Implied vol 150.8%
Delta 0.04 ≈4% ITM
Gamma 0.002
Theta -0.437
Vega 0.042
Open interest 0
Model this call
Put · $402.5
In the money
Last —
Breakeven —
Implied vol 153.1%
Delta -0.958 ≈96% ITM
Gamma 0.002
Theta -0.438
Vega 0.04
Open interest 0
Model this put
64
20
148.4%
0.035
$0.98
405
$101.16
-0.971
143.9%
1
1
Call · $405
Last $0.98
Breakeven $405.98
Implied vol 148.4%
Delta 0.035 ≈3% ITM
Gamma 0.002
Theta -0.385
Vega 0.021
Open interest 64
Model this call
Put · $405
In the money
Last $101.16
Breakeven $303.84
Implied vol 143.9%
Delta -0.971 ≈97% ITM
Gamma 0.001
Theta -0.303
Vega 0.02
Open interest 1
Model this put
25
4
130%
0.014
$0.43
410
$110.25
-0.958
161.7%
2
2
Call · $410
Last $0.43
Breakeven $410.43
Implied vol 130%
Delta 0.014 ≈1% ITM
Gamma 0.001
Theta -0.157
Vega 0.009
Open interest 25
Model this call
Put · $410
In the money
Last $110.25
Breakeven $299.75
Implied vol 161.7%
Delta -0.958 ≈96% ITM
Gamma 0.002
Theta -0.466
Vega 0.041
Open interest 2
Model this put
29
10
147.4%
0.025
$0.63
415
$115.50
-0.966
159.6%
1
1
Call · $415
Last $0.63
Breakeven $415.63
Implied vol 147.4%
Delta 0.025 ≈3% ITM
Gamma 0.001
Theta -0.292
Vega 0.021
Open interest 29
Model this call
Put · $415
In the money
Last $115.50
Breakeven $299.50
Implied vol 159.6%
Delta -0.966 ≈97% ITM
Gamma 0.001
Theta -0.385
Vega 0.021
Open interest 1
Model this put
34
1
151.1%
0.024
$0.40
420
$120.30
-0.961
170%
1
9
Call · $420
Last $0.40
Breakeven $420.40
Implied vol 151.1%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.289
Vega 0.021
Open interest 34
Model this call
Put · $420
In the money
Last $120.30
Breakeven $299.70
Implied vol 170%
Delta -0.961 ≈96% ITM
Gamma 0.001
Theta -0.459
Vega 0.04
Open interest 9
Model this put
28
12
120.9%
0.004
$0.06
425
$131.60
-0.962
174.7%
1
7
Call · $425
Last $0.06
Breakeven $425.06
Implied vol 120.9%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.051
Vega 0.003
Open interest 28
Model this call
Put · $425
In the money
Last $131.60
Breakeven $293.40
Implied vol 174.7%
Delta -0.962 ≈96% ITM
Gamma 0.001
Theta -0.465
Vega 0.038
Open interest 7
Model this put
22
3
155.4%
0.02
$0.10
430
—
-0.963
178.8%
—
0
Call · $430
Last $0.10
Breakeven $430.10
Implied vol 155.4%
Delta 0.02 ≈2% ITM
Gamma 0.001
Theta -0.253
Vega 0.022
Open interest 22
Model this call
Put · $430
In the money
Last —
Breakeven —
Implied vol 178.8%
Delta -0.963 ≈96% ITM
Gamma 0.001
Theta -0.467
Vega 0.021
Open interest 0
Model this put
17
9
127.2%
0.004
$0.19
435
$133.35
-0.964
182.7%
1
1
Call · $435
Last $0.19
Breakeven $435.19
Implied vol 127.2%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.051
Vega 0.003
Open interest 17
Model this call
Put · $435
In the money
Last $133.35
Breakeven $301.65
Implied vol 182.7%
Delta -0.964 ≈96% ITM
Gamma 0.001
Theta -0.47
Vega 0.021
Open interest 1
Model this put
18
3
163.3%
0.019
$0.29
440
$140.25
-0.964
186.5%
1
0
Call · $440
Last $0.29
Breakeven $440.29
Implied vol 163.3%
Delta 0.019 ≈2% ITM
Gamma 0.001
Theta -0.257
Vega 0.022
Open interest 18
Model this call
Put · $440
In the money
Last $140.25
Breakeven $299.75
Implied vol 186.5%
Delta -0.964 ≈96% ITM
Gamma 0.001
Theta -0.472
Vega 0.021
Open interest 0
Model this put
89
2
176.3%
0.023
$0.15
450
$141.45
-0.966
193%
1
0
Call · $450
Last $0.15
Breakeven $450.15
Implied vol 176.3%
Delta 0.023 ≈2% ITM
Gamma 0.001
Theta -0.319
Vega 0.022
Open interest 89
Model this call
Put · $450
In the money
Last $141.45
Breakeven $308.55
Implied vol 193%
Delta -0.966 ≈97% ITM
Gamma 0.001
Theta -0.464
Vega 0.022
Open interest 0
Model this put