VRTX Stock — Vertex Pharmaceuticals Inc: Options Chain

Calls		Puts
0	—	—	—	—	$0.10	-0.011	280.9%	8	140
Call · $250 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $250 Last $0.10 Breakeven $249.90 Implied vol 280.9% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.493 Vega 0.02 Open interest 140 Model this put
0	—	—	—	—	$0.03	-0.014	271.8%	2	78
Call · $260 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $260 Last $0.03 Breakeven $259.97 Implied vol 271.8% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.559 Vega 0.02 Open interest 78 Model this put
0	—	—	—	—	$0.16	-0.014	264.2%	1	1
Call · $265 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $265 Last $0.16 Breakeven $264.84 Implied vol 264.2% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.557 Vega 0.02 Open interest 1 Model this put
0	—	—	—	—	—	-0.014	256.8%	—	0
Call · $270 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $270 Last — Breakeven — Implied vol 256.8% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.555 Vega 0.02 Open interest 0 Model this put
0	—	—	—	—	—	-0.015	249.6%	—	0
Call · $275 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $275 Last — Breakeven — Implied vol 249.6% Delta -0.015 ≈1% ITM Gamma 0 Theta -0.552 Vega 0.021 Open interest 0 Model this put
0	—	—	—	—	—	-0.015	242.5%	—	0
Call · $280 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $280 Last — Breakeven — Implied vol 242.5% Delta -0.015 ≈2% ITM Gamma 0 Theta -0.55 Vega 0.021 Open interest 0 Model this put
0	—	—	—	—	—	-0.016	235.5%	—	0
Call · $285 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $285 Last — Breakeven — Implied vol 235.5% Delta -0.016 ≈2% ITM Gamma 0 Theta -0.548 Vega 0.021 Open interest 0 Model this put
0	—	—	—	—	$0.05	-0.016	228.6%	2	1
Call · $290 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $290 Last $0.05 Breakeven $289.95 Implied vol 228.6% Delta -0.016 ≈2% ITM Gamma 0 Theta -0.546 Vega 0.021 Open interest 1 Model this put
0	—	—	—	—	—	-0.017	221.9%	—	0
Call · $295 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $295 Last — Breakeven — Implied vol 221.9% Delta -0.017 ≈2% ITM Gamma 0 Theta -0.543 Vega 0.021 Open interest 0 Model this put
0	—	—	—	—	—	-0.037	260.8%	—	0
Call · $300 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $300 Last — Breakeven — Implied vol 260.8% Delta -0.037 ≈4% ITM Gamma 0.001 Theta -1.251 Vega 0.043 Open interest 0 Model this put
0	—	—	—	—	$0.03	-0.018	208.8%	28	14
Call · $305 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $305 Last $0.03 Breakeven $304.97 Implied vol 208.8% Delta -0.018 ≈2% ITM Gamma 0 Theta -0.539 Vega 0.022 Open interest 14 Model this put
0	—	—	—	—	$0.07	-0.018	202.4%	2	44
Call · $310 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $310 Last $0.07 Breakeven $309.93 Implied vol 202.4% Delta -0.018 ≈2% ITM Gamma 0 Theta -0.537 Vega 0.022 Open interest 44 Model this put
0	—	—	—	—	$0.12	-0.019	196.1%	4	9
Call · $315 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $315 Last $0.12 Breakeven $314.88 Implied vol 196.1% Delta -0.019 ≈2% ITM Gamma 0 Theta -0.534 Vega 0.022 Open interest 9 Model this put
0	—	—	—	—	$2.46	-0.019	189.9%	32	96
Call · $320 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $320 Last $2.46 Breakeven $317.54 Implied vol 189.9% Delta -0.019 ≈2% ITM Gamma 0 Theta -0.532 Vega 0.022 Open interest 96 Model this put
0	—	—	—	—	—	-0.043	223.9%	—	0
Call · $325 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $325 Last — Breakeven — Implied vol 223.9% Delta -0.043 ≈4% ITM Gamma 0.001 Theta -1.216 Vega 0.045 Open interest 0 Model this put
0	—	—	—	—	$1.27	-0.022	180%	76	76
Call · $330 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $330 Last $1.27 Breakeven $328.73 Implied vol 180% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.556 Vega 0.023 Open interest 76 Model this put
0	—	—	—	—	$0.07	-0.036	194.6%	2	18
Call · $335 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $335 Last $0.07 Breakeven $334.93 Implied vol 194.6% Delta -0.036 ≈4% ITM Gamma 0.001 Theta -0.912 Vega 0.045 Open interest 18 Model this put
1	1	—	—	$134.50	$2.98	-0.022	166.1%	78	78
Call · $340 In the money Last $134.50 Breakeven $474.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $340 Last $2.98 Breakeven $337.02 Implied vol 166.1% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.522 Vega 0.023 Open interest 78 Model this put
0	—	—	—	—	$2.11	-0.049	196.5%	1	2
Call · $345 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $345 Last $2.11 Breakeven $342.89 Implied vol 196.5% Delta -0.049 ≈5% ITM Gamma 0.001 Theta -1.188 Vega 0.046 Open interest 2 Model this put
11	60	—	—	$124.55	$2.44	-0.034	167.3%	1	56
Call · $350 In the money Last $124.55 Breakeven $474.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $350 Last $2.44 Breakeven $347.56 Implied vol 167.3% Delta -0.034 ≈3% ITM Gamma 0.001 Theta -0.745 Vega 0.047 Open interest 56 Model this put
11	60	—	—	$119.55	—	-0.053	184.5%	—	0
Call · $355 In the money Last $119.55 Breakeven $474.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $355 Last — Breakeven — Implied vol 184.5% Delta -0.053 ≈5% ITM Gamma 0.001 Theta -1.195 Vega 0.047 Open interest 0 Model this put
2	2	—	—	$90.05	$2.43	-0.026	143.6%	74	74
Call · $360 In the money Last $90.05 Breakeven $450.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $360 Last $2.43 Breakeven $357.57 Implied vol 143.6% Delta -0.026 ≈3% ITM Gamma 0.001 Theta -0.513 Vega 0.047 Open interest 74 Model this put
0	—	—	—	—	$0.19	-0.05	162.3%	2	72
Call · $365 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $365 Last $0.19 Breakeven $364.81 Implied vol 162.3% Delta -0.05 ≈5% ITM Gamma 0.001 Theta -0.993 Vega 0.048 Open interest 72 Model this put
0	—	—	—	—	$1.30	-0.044	147.7%	68	92
Call · $370 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $370 Last $1.30 Breakeven $368.70 Implied vol 147.7% Delta -0.044 ≈4% ITM Gamma 0.001 Theta -0.82 Vega 0.048 Open interest 92 Model this put
0	—	—	—	—	$1.64	-0.047	142.8%	85	236
Call · $375 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $375 Last $1.64 Breakeven $373.36 Implied vol 142.8% Delta -0.047 ≈5% ITM Gamma 0.001 Theta -0.833 Vega 0.048 Open interest 236 Model this put
0	—	—	—	—	$1.99	-0.03	119.8%	21	78
Call · $380 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $380 Last $1.99 Breakeven $378.01 Implied vol 119.8% Delta -0.03 ≈3% ITM Gamma 0.001 Theta -0.483 Vega 0.048 Open interest 78 Model this put
10	10	—	—	$66.80	$1.83	-0.05	129.9%	44	7
Call · $385 In the money Last $66.80 Breakeven $451.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $385 Last $1.83 Breakeven $383.17 Implied vol 129.9% Delta -0.05 ≈5% ITM Gamma 0.001 Theta -0.798 Vega 0.049 Open interest 7 Model this put
10	1	—	—	$81.53	$0.29	-0.062	132.1%	2	52
Call · $390 In the money Last $81.53 Breakeven $471.53 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $390 Last $0.29 Breakeven $389.71 Implied vol 132.1% Delta -0.062 ≈6% ITM Gamma 0.002 Theta -0.961 Vega 0.085 Open interest 52 Model this put
0	—	—	—	—	—	-0.034	102.8%	—	0
Call · $395 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $395 Last — Breakeven — Implied vol 102.8% Delta -0.034 ≈3% ITM Gamma 0.001 Theta -0.461 Vega 0.049 Open interest 0 Model this put
0	—	—	—	—	—	-0.057	112.8%	—	0
Call · $400 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $400 Last — Breakeven — Implied vol 112.8% Delta -0.057 ≈6% ITM Gamma 0.002 Theta -0.776 Vega 0.05 Open interest 0 Model this put
0	—	—	—	—	$0.60	-0.079	117.1%	4	18
Call · $405 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $405 Last $0.60 Breakeven $404.40 Implied vol 117.1% Delta -0.079 ≈8% ITM Gamma 0.002 Theta -1.02 Vega 0.087 Open interest 18 Model this put
0	—	—	—	—	—	-0.083	110.7%	—	0
Call · $410 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $410 Last — Breakeven — Implied vol 110.7% Delta -0.083 ≈8% ITM Gamma 0.003 Theta -1 Vega 0.087 Open interest 0 Model this put
0	—	—	—	—	—	-0.037	78.1%	—	0
Call · $415 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $415 Last — Breakeven — Implied vol 78.1% Delta -0.037 ≈4% ITM Gamma 0.002 Theta -0.369 Vega 0.051 Open interest 0 Model this put
0	—	—	—	—	$1.05	-0.045	75.8%	25	22
Call · $420 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $420 Last $1.05 Breakeven $418.95 Implied vol 75.8% Delta -0.045 ≈5% ITM Gamma 0.002 Theta -0.424 Vega 0.051 Open interest 22 Model this put
0	—	—	—	—	$1.16	-0.048	70.6%	1	32
Call · $425 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $425 Last $1.16 Breakeven $423.84 Implied vol 70.6% Delta -0.048 ≈5% ITM Gamma 0.003 Theta -0.417 Vega 0.051 Open interest 32 Model this put
0	—	—	—	—	$1.45	-0.054	66.4%	29	12
Call · $430 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $430 Last $1.45 Breakeven $428.55 Implied vol 66.4% Delta -0.054 ≈5% ITM Gamma 0.003 Theta -0.43 Vega 0.051 Open interest 12 Model this put
1	1	—	—	$37.77	$0.30	-0.066	64.5%	20	50
Call · $435 In the money Last $37.77 Breakeven $472.77 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $435 Last $0.30 Breakeven $434.70 Implied vol 64.5% Delta -0.066 ≈7% ITM Gamma 0.004 Theta -0.496 Vega 0.089 Open interest 50 Model this put
1	1	—	—	$21.89	$2.30	-0.077	60%	41	22
Call · $440 In the money Last $21.89 Breakeven $461.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $440 Last $2.30 Breakeven $437.70 Implied vol 60% Delta -0.077 ≈8% ITM Gamma 0.004 Theta -0.513 Vega 0.09 Open interest 22 Model this put
4	3	—	—	$79.23	$2.85	-0.101	58.6%	10	31
Call · $445 In the money Last $79.23 Breakeven $524.23 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $445 Last $2.85 Breakeven $442.15 Implied vol 58.6% Delta -0.101 ≈10% ITM Gamma 0.006 Theta -0.611 Vega 0.091 Open interest 31 Model this put
4	1	—	—	$26.55	$3.37	-0.091	48.2%	32	14
Call · $450 In the money Last $26.55 Breakeven $476.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $450 Last $3.37 Breakeven $446.63 Implied vol 48.2% Delta -0.091 ≈9% ITM Gamma 0.006 Theta -0.465 Vega 0.091 Open interest 14 Model this put
0	—	—	—	—	—	-0.099	45.9%	—	0
Call · $452.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $452.5 Last — Breakeven — Implied vol 45.9% Delta -0.099 ≈10% ITM Gamma 0.007 Theta -0.47 Vega 0.091 Open interest 0 Model this put
71	1	—	—	$22.17	$0.94	-0.159	54.7%	8	14
Call · $455 In the money Last $22.17 Breakeven $477.17 Implied vol — Delta — Gamma — Theta — Vega — Open interest 71 Model this call Put · $455 Last $0.94 Breakeven $454.06 Implied vol 54.7% Delta -0.159 ≈16% ITM Gamma 0.008 Theta -0.782 Vega 0.138 Open interest 14 Model this put
0	—	—	—	—	—	-0.144	46.6%	—	0
Call · $457.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $457.5 Last — Breakeven — Implied vol 46.6% Delta -0.144 ≈14% ITM Gamma 0.009 Theta -0.625 Vega 0.138 Open interest 0 Model this put
11	3	—	—	$23.12	$1.75	-0.167	45.8%	15	28
Call · $460 In the money Last $23.12 Breakeven $483.12 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $460 Last $1.75 Breakeven $458.25 Implied vol 45.8% Delta -0.167 ≈17% ITM Gamma 0.01 Theta -0.673 Vega 0.138 Open interest 28 Model this put
2	1	—	—	$17.55	$3.55	-0.228	54%	2	2
Call · $462.5 In the money Last $17.55 Breakeven $480.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $462.5 Last $3.55 Breakeven $458.95 Implied vol 54% Delta -0.228 ≈23% ITM Gamma 0.011 Theta -0.973 Vega 0.182 Open interest 2 Model this put
4	1	—	—	$15.20	$2.55	-0.246	51%	2	101
Call · $465 In the money Last $15.20 Breakeven $480.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $465 Last $2.55 Breakeven $462.45 Implied vol 51% Delta -0.246 ≈25% ITM Gamma 0.012 Theta -0.95 Vega 0.182 Open interest 101 Model this put
1	1	—	—	$13.15	$5.20	-0.274	49.8%	2	6
Call · $467.5 In the money Last $13.15 Breakeven $480.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $467.5 Last $5.20 Breakeven $462.30 Implied vol 49.8% Delta -0.274 ≈27% ITM Gamma 0.013 Theta -0.975 Vega 0.183 Open interest 6 Model this put
5	5	0.1%	1	$9.60	$4.10	-0.301	48.2%	10	121
Call · $470 In the money Last $9.60 Breakeven $479.60 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.047 Vega 0 Open interest 5 Model this call Put · $470 Last $4.10 Breakeven $465.90 Implied vol 48.2% Delta -0.301 ≈30% ITM Gamma 0.014 Theta -0.988 Vega 0.183 Open interest 121 Model this put
47	47	10.6%	0.967	$15.40	$7.30	-0.338	49.5%	1	63
Call · $472.5 In the money Last $15.40 Breakeven $487.90 Implied vol 10.6% Delta 0.967 ≈97% ITM Gamma 0.013 Theta -0.092 Vega 0.051 Open interest 47 Model this call Put · $472.5 Last $7.30 Breakeven $465.20 Implied vol 49.5% Delta -0.338 ≈34% ITM Gamma 0.014 Theta -1.081 Vega 0.184 Open interest 63 Model this put
12	10	16.8%	0.808	$13.85	$6.20	-0.375	49.6%	5	11
Call · $475 In the money Last $13.85 Breakeven $488.85 Implied vol 16.8% Delta 0.808 ≈81% ITM Gamma 0.031 Theta -0.312 Vega 0.139 Open interest 12 Model this call Put · $475 Last $6.20 Breakeven $468.80 Implied vol 49.6% Delta -0.375 ≈37% ITM Gamma 0.014 Theta -1.109 Vega 0.211 Open interest 11 Model this put
Underlying $477.42
1	1	26.6%	0.65	$9.00	$9.50	-0.412	49.9%	100	102
Call · $477.5 Last $9.00 Breakeven $486.50 Implied vol 26.6% Delta 0.65 ≈65% ITM Gamma 0.026 Theta -0.627 Vega 0.211 Open interest 1 Model this call Put · $477.5 In the money Last $9.50 Breakeven $468.00 Implied vol 49.9% Delta -0.412 ≈41% ITM Gamma 0.015 Theta -1.139 Vega 0.212 Open interest 102 Model this put
107	34	24.2%	0.588	$6.80	$7.39	-0.447	46.8%	6	129
Call · $480 Last $6.80 Breakeven $486.80 Implied vol 24.2% Delta 0.588 ≈59% ITM Gamma 0.03 Theta -0.588 Vega 0.212 Open interest 107 Model this call Put · $480 In the money Last $7.39 Breakeven $472.61 Implied vol 46.8% Delta -0.447 ≈45% ITM Gamma 0.016 Theta -1.089 Vega 0.212 Open interest 129 Model this put
47	20	24.1%	0.512	$7.19	$9.00	-0.487	47.6%	28	41
Call · $482.5 Last $7.19 Breakeven $489.69 Implied vol 24.1% Delta 0.512 ≈51% ITM Gamma 0.032 Theta -0.607 Vega 0.213 Open interest 47 Model this call Put · $482.5 In the money Last $9.00 Breakeven $473.50 Implied vol 47.6% Delta -0.487 ≈49% ITM Gamma 0.016 Theta -1.129 Vega 0.213 Open interest 41 Model this put
76	27	31%	0.453	$4.80	$10.82	-0.524	49%	6	21
Call · $485 Last $4.80 Breakeven $489.80 Implied vol 31% Delta 0.453 ≈45% ITM Gamma 0.024 Theta -0.753 Vega 0.214 Open interest 76 Model this call Put · $485 In the money Last $10.82 Breakeven $474.18 Implied vol 49% Delta -0.524 ≈52% ITM Gamma 0.015 Theta -1.145 Vega 0.214 Open interest 21 Model this put
4	2	30.9%	0.394	$4.60	$12.70	-0.57	44.1%	18	49
Call · $487.5 Last $4.60 Breakeven $492.10 Implied vol 30.9% Delta 0.394 ≈39% ITM Gamma 0.023 Theta -0.732 Vega 0.215 Open interest 4 Model this call Put · $487.5 In the money Last $12.70 Breakeven $474.80 Implied vol 44.1% Delta -0.57 ≈57% ITM Gamma 0.017 Theta -1.008 Vega 0.215 Open interest 49 Model this put
80	7	28.9%	0.328	$4.80	$14.70	-0.589	53%	4	28
Call · $490 Last $4.80 Breakeven $494.80 Implied vol 28.9% Delta 0.328 ≈33% ITM Gamma 0.023 Theta -0.641 Vega 0.189 Open interest 80 Model this call Put · $490 In the money Last $14.70 Breakeven $475.30 Implied vol 53% Delta -0.589 ≈59% ITM Gamma 0.014 Theta -1.205 Vega 0.215 Open interest 28 Model this put
5	5	37%	0.322	$6.80	—	-0.628	51.5%	—	0
Call · $492.5 Last $6.80 Breakeven $499.30 Implied vol 37% Delta 0.322 ≈32% ITM Gamma 0.018 Theta -0.807 Vega 0.19 Open interest 5 Model this call Put · $492.5 In the money Last — Breakeven — Implied vol 51.5% Delta -0.628 ≈63% ITM Gamma 0.014 Theta -1.153 Vega 0.215 Open interest 0 Model this put
53	12	35.3%	0.268	$2.00	$23.47	-0.656	52.6%	1	3
Call · $495 Last $2.00 Breakeven $497.00 Implied vol 35.3% Delta 0.268 ≈27% ITM Gamma 0.018 Theta -0.707 Vega 0.19 Open interest 53 Model this call Put · $495 In the money Last $23.47 Breakeven $471.53 Implied vol 52.6% Delta -0.656 ≈66% ITM Gamma 0.013 Theta -1.133 Vega 0.19 Open interest 3 Model this put
73	3	32.2%	0.206	$2.76	—	-0.676	55.5%	—	0
Call · $497.5 Last $2.76 Breakeven $500.26 Implied vol 32.2% Delta 0.206 ≈21% ITM Gamma 0.017 Theta -0.557 Vega 0.146 Open interest 73 Model this call Put · $497.5 In the money Last — Breakeven — Implied vol 55.5% Delta -0.676 ≈68% ITM Gamma 0.012 Theta -1.162 Vega 0.19 Open interest 0 Model this put
69	7	29.3%	0.141	$1.50	$22.50	-0.701	56.6%	1	2
Call · $500 Last $1.50 Breakeven $501.50 Implied vol 29.3% Delta 0.141 ≈14% ITM Gamma 0.014 Theta -0.402 Vega 0.147 Open interest 69 Model this call Put · $500 In the money Last $22.50 Breakeven $477.50 Implied vol 56.6% Delta -0.701 ≈70% ITM Gamma 0.012 Theta -1.142 Vega 0.19 Open interest 2 Model this put
8	14	37.4%	0.174	$1.30	—	-0.714	60.3%	—	0
Call · $502.5 Last $1.30 Breakeven $503.80 Implied vol 37.4% Delta 0.174 ≈17% ITM Gamma 0.013 Theta -0.579 Vega 0.147 Open interest 8 Model this call Put · $502.5 In the money Last — Breakeven — Implied vol 60.3% Delta -0.714 ≈71% ITM Gamma 0.011 Theta -1.193 Vega 0.191 Open interest 0 Model this put
33	58	31.2%	0.1	$0.90	—	-0.728	63.5%	—	0
Call · $505 Last $0.90 Breakeven $505.90 Implied vol 31.2% Delta 0.1 ≈10% ITM Gamma 0.01 Theta -0.329 Vega 0.099 Open interest 33 Model this call Put · $505 In the money Last — Breakeven — Implied vol 63.5% Delta -0.728 ≈73% ITM Gamma 0.01 Theta -1.23 Vega 0.191 Open interest 0 Model this put
34	80	55%	0.216	$2.28	—	-0.743	65.9%	—	0
Call · $507.5 Last $2.28 Breakeven $509.78 Implied vol 55% Delta 0.216 ≈22% ITM Gamma 0.01 Theta -0.974 Vega 0.147 Open interest 34 Model this call Put · $507.5 In the money Last — Breakeven — Implied vol 65.9% Delta -0.743 ≈74% ITM Gamma 0.009 Theta -1.245 Vega 0.191 Open interest 0 Model this put
12	2	39.2%	0.108	$0.05	$13.50	-0.753	69.3%	30	31
Call · $510 Last $0.05 Breakeven $510.05 Implied vol 39.2% Delta 0.108 ≈11% ITM Gamma 0.009 Theta -0.438 Vega 0.099 Open interest 12 Model this call Put · $510 In the money Last $13.50 Breakeven $496.50 Implied vol 69.3% Delta -0.753 ≈75% ITM Gamma 0.009 Theta -1.288 Vega 0.191 Open interest 31 Model this put
91	1	43.1%	0.092	$1.90	—	-0.771	74.8%	—	0
Call · $515 Last $1.90 Breakeven $516.90 Implied vol 43.1% Delta 0.092 ≈9% ITM Gamma 0.007 Theta -0.428 Vega 0.1 Open interest 91 Model this call Put · $515 In the money Last — Breakeven — Implied vol 74.8% Delta -0.771 ≈77% ITM Gamma 0.008 Theta -1.329 Vega 0.148 Open interest 0 Model this put
81	3	46%	0.073	$0.36	$18.58	-0.786	79.9%	1	1
Call · $520 Last $0.36 Breakeven $520.36 Implied vol 46% Delta 0.073 ≈7% ITM Gamma 0.006 Theta -0.389 Vega 0.1 Open interest 81 Model this call Put · $520 In the money Last $18.58 Breakeven $501.42 Implied vol 79.9% Delta -0.786 ≈79% ITM Gamma 0.007 Theta -1.356 Vega 0.148 Open interest 1 Model this put
53	2	67.1%	0.136	$1.75	$20.10	-0.797	85.6%	64	1
Call · $525 Last $1.75 Breakeven $526.75 Implied vol 67.1% Delta 0.136 ≈14% ITM Gamma 0.006 Theta -0.888 Vega 0.1 Open interest 53 Model this call Put · $525 In the money Last $20.10 Breakeven $504.90 Implied vol 85.6% Delta -0.797 ≈80% ITM Gamma 0.006 Theta -1.404 Vega 0.149 Open interest 1 Model this put
150	1	70.8%	0.125	$1.50	$43.00	-0.807	91.3%	1	0
Call · $530 Last $1.50 Breakeven $531.50 Implied vol 70.8% Delta 0.125 ≈13% ITM Gamma 0.005 Theta -0.878 Vega 0.1 Open interest 150 Model this call Put · $530 In the money Last $43.00 Breakeven $487.00 Implied vol 91.3% Delta -0.807 ≈81% ITM Gamma 0.006 Theta -1.451 Vega 0.15 Open interest 0 Model this put
118	201	56.1%	0.053	$0.15	—	-0.816	96.9%	—	0
Call · $535 Last $0.15 Breakeven $535.15 Implied vol 56.1% Delta 0.053 ≈5% ITM Gamma 0.004 Theta -0.361 Vega 0.059 Open interest 118 Model this call Put · $535 In the money Last — Breakeven — Implied vol 96.9% Delta -0.816 ≈82% ITM Gamma 0.005 Theta -1.498 Vega 0.15 Open interest 0 Model this put
116	30	78.1%	0.107	$0.82	—	-0.823	102.4%	—	0
Call · $540 Last $0.82 Breakeven $540.82 Implied vol 78.1% Delta 0.107 ≈11% ITM Gamma 0.004 Theta -0.859 Vega 0.101 Open interest 116 Model this call Put · $540 In the money Last — Breakeven — Implied vol 102.4% Delta -0.823 ≈82% ITM Gamma 0.005 Theta -1.545 Vega 0.151 Open interest 0 Model this put
0	—	77.3%	0.084	—	—	-0.83	107.9%	—	0
Call · $545 Last — Breakeven — Implied vol 77.3% Delta 0.084 ≈8% ITM Gamma 0.004 Theta -0.717 Vega 0.102 Open interest 0 Model this call Put · $545 In the money Last — Breakeven — Implied vol 107.9% Delta -0.83 ≈83% ITM Gamma 0.004 Theta -1.592 Vega 0.152 Open interest 0 Model this put
36	28	70%	0.051	$0.50	—	-0.836	113.4%	—	0
Call · $550 Last $0.50 Breakeven $550.50 Implied vol 70% Delta 0.051 ≈5% ITM Gamma 0.003 Theta -0.435 Vega 0.059 Open interest 36 Model this call Put · $550 In the money Last — Breakeven — Implied vol 113.4% Delta -0.836 ≈84% ITM Gamma 0.004 Theta -1.64 Vega 0.152 Open interest 0 Model this put
16	17	106.4%	0.131	$6.50	—	-0.841	118.8%	—	0
Call · $555 Last $6.50 Breakeven $561.50 Implied vol 106.4% Delta 0.131 ≈13% ITM Gamma 0.004 Theta -1.361 Vega 0.102 Open interest 16 Model this call Put · $555 In the money Last — Breakeven — Implied vol 118.8% Delta -0.841 ≈84% ITM Gamma 0.004 Theta -1.686 Vega 0.152 Open interest 0 Model this put
24	1	91.4%	0.076	$0.56	—	-0.846	124.1%	—	0
Call · $560 Last $0.56 Breakeven $560.56 Implied vol 91.4% Delta 0.076 ≈8% ITM Gamma 0.003 Theta -0.791 Vega 0.103 Open interest 24 Model this call Put · $560 In the money Last — Breakeven — Implied vol 124.1% Delta -0.846 ≈85% ITM Gamma 0.004 Theta -1.733 Vega 0.153 Open interest 0 Model this put
2	1	81.5%	0.045	$0.18	$42.80	-0.851	129.4%	1	0
Call · $565 Last $0.18 Breakeven $565.18 Implied vol 81.5% Delta 0.045 ≈4% ITM Gamma 0.002 Theta -0.457 Vega 0.06 Open interest 2 Model this call Put · $565 In the money Last $42.80 Breakeven $522.20 Implied vol 129.4% Delta -0.851 ≈85% ITM Gamma 0.003 Theta -1.779 Vega 0.151 Open interest 0 Model this put
0	—	85.3%	0.043	—	$76.10	-0.855	133.9%	5	0
Call · $570 Last — Breakeven — Implied vol 85.3% Delta 0.043 ≈4% ITM Gamma 0.002 Theta -0.465 Vega 0.06 Open interest 0 Model this call Put · $570 In the money Last $76.10 Breakeven $493.90 Implied vol 133.9% Delta -0.855 ≈85% ITM Gamma 0.003 Theta -1.804 Vega 0.103 Open interest 0 Model this put
0	—	110.9%	0.086	—	$95.10	-0.858	138.1%	2	0
Call · $575 Last — Breakeven — Implied vol 110.9% Delta 0.086 ≈9% ITM Gamma 0.003 Theta -1.042 Vega 0.104 Open interest 0 Model this call Put · $575 In the money Last $95.10 Breakeven $479.90 Implied vol 138.1% Delta -0.858 ≈86% ITM Gamma 0.003 Theta -1.823 Vega 0.104 Open interest 0 Model this put
0	—	116.2%	0.086	—	—	-0.868	138.5%	—	0
Call · $580 Last — Breakeven — Implied vol 116.2% Delta 0.086 ≈9% ITM Gamma 0.003 Theta -1.091 Vega 0.105 Open interest 0 Model this call Put · $580 In the money Last — Breakeven — Implied vol 138.5% Delta -0.868 ≈87% ITM Gamma 0.003 Theta -1.725 Vega 0.104 Open interest 0 Model this put
0	—	122.5%	0.077	—	—	-0.868	150.7%	—	0
Call · $590 Last — Breakeven — Implied vol 122.5% Delta 0.077 ≈8% ITM Gamma 0.002 Theta -1.066 Vega 0.061 Open interest 0 Model this call Put · $590 In the money Last — Breakeven — Implied vol 150.7% Delta -0.868 ≈87% ITM Gamma 0.003 Theta -1.882 Vega 0.105 Open interest 0 Model this put
0	—	107.2%	0.036	—	$119.53	-0.874	158.9%	1	0
Call · $600 Last — Breakeven — Implied vol 107.2% Delta 0.036 ≈4% ITM Gamma 0.001 Theta -0.509 Vega 0.062 Open interest 0 Model this call Put · $600 In the money Last $119.53 Breakeven $480.47 Implied vol 158.9% Delta -0.874 ≈87% ITM Gamma 0.002 Theta -1.921 Vega 0.106 Open interest 0 Model this put
0	—	140.4%	0.075	—	$129.57	-0.878	166.9%	1	0
Call · $610 Last — Breakeven — Implied vol 140.4% Delta 0.075 ≈8% ITM Gamma 0.002 Theta -1.199 Vega 0.062 Open interest 0 Model this call Put · $610 In the money Last $129.57 Breakeven $480.43 Implied vol 166.9% Delta -0.878 ≈88% ITM Gamma 0.002 Theta -1.961 Vega 0.107 Open interest 0 Model this put
2	3	125.9%	0.041	$4.50	—	-0.889	171.1%	—	0
Call · $620 Last $4.50 Breakeven $624.50 Implied vol 125.9% Delta 0.041 ≈4% ITM Gamma 0.001 Theta -0.663 Vega 0.063 Open interest 2 Model this call Put · $620 In the money Last — Breakeven — Implied vol 171.1% Delta -0.889 ≈89% ITM Gamma 0.002 Theta -1.882 Vega 0.107 Open interest 0 Model this put
0	—	131.1%	0.037	—	—	-0.892	179%	—	0
Call · $630 Last — Breakeven — Implied vol 131.1% Delta 0.037 ≈4% ITM Gamma 0.001 Theta -0.636 Vega 0.063 Open interest 0 Model this call Put · $630 In the money Last — Breakeven — Implied vol 179% Delta -0.892 ≈89% ITM Gamma 0.002 Theta -1.921 Vega 0.108 Open interest 0 Model this put
0	—	137.2%	0.036	—	—	-0.896	186.7%	—	0
Call · $640 Last — Breakeven — Implied vol 137.2% Delta 0.036 ≈4% ITM Gamma 0.001 Theta -0.645 Vega 0.032 Open interest 0 Model this call Put · $640 In the money Last — Breakeven — Implied vol 186.7% Delta -0.896 ≈90% ITM Gamma 0.002 Theta -1.96 Vega 0.109 Open interest 0 Model this put

Call · $250 In the money

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

Model this call

Put · $250

Last: $0.10
Breakeven: $249.90
Implied vol: 280.9%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.493
Vega: 0.02
Open interest: 140

Model this put

Call · $260 In the money

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

Model this call

Put · $260

Last: $0.03
Breakeven: $259.97
Implied vol: 271.8%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.559
Vega: 0.02
Open interest: 78

Model this put

Call · $265 In the money

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

Model this call

Put · $265

Last: $0.16
Breakeven: $264.84
Implied vol: 264.2%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.557
Vega: 0.02
Open interest: 1

Model this put

Call · $270 In the money

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

Model this call

Put · $270

Last: —
Breakeven: —
Implied vol: 256.8%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.555
Vega: 0.02
Open interest: 0

Model this put

Call · $275 In the money

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

Model this call

Put · $275

Last: —
Breakeven: —
Implied vol: 249.6%
Delta: -0.015 ≈1% ITM
Gamma: 0
Theta: -0.552
Vega: 0.021
Open interest: 0

Model this put

Call · $280 In the money

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

Model this call

Put · $280

Last: —
Breakeven: —
Implied vol: 242.5%
Delta: -0.015 ≈2% ITM
Gamma: 0
Theta: -0.55
Vega: 0.021
Open interest: 0

Model this put

Call · $285 In the money

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

Model this call

Put · $285

Last: —
Breakeven: —
Implied vol: 235.5%
Delta: -0.016 ≈2% ITM
Gamma: 0
Theta: -0.548
Vega: 0.021
Open interest: 0

Model this put

Call · $290 In the money

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

Model this call

Put · $290

Last: $0.05
Breakeven: $289.95
Implied vol: 228.6%
Delta: -0.016 ≈2% ITM
Gamma: 0
Theta: -0.546
Vega: 0.021
Open interest: 1

Model this put

Call · $295 In the money

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

Model this call

Put · $295

Last: —
Breakeven: —
Implied vol: 221.9%
Delta: -0.017 ≈2% ITM
Gamma: 0
Theta: -0.543
Vega: 0.021
Open interest: 0

Model this put

Call · $300 In the money

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

Model this call

Put · $300

Last: —
Breakeven: —
Implied vol: 260.8%
Delta: -0.037 ≈4% ITM
Gamma: 0.001
Theta: -1.251
Vega: 0.043
Open interest: 0

Model this put

Call · $305 In the money

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

Model this call

Put · $305

Last: $0.03
Breakeven: $304.97
Implied vol: 208.8%
Delta: -0.018 ≈2% ITM
Gamma: 0
Theta: -0.539
Vega: 0.022
Open interest: 14

Model this put

Call · $310 In the money

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

Model this call

Put · $310

Last: $0.07
Breakeven: $309.93
Implied vol: 202.4%
Delta: -0.018 ≈2% ITM
Gamma: 0
Theta: -0.537
Vega: 0.022
Open interest: 44

Model this put

Call · $315 In the money

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

Model this call

Put · $315

Last: $0.12
Breakeven: $314.88
Implied vol: 196.1%
Delta: -0.019 ≈2% ITM
Gamma: 0
Theta: -0.534
Vega: 0.022
Open interest: 9

Model this put

Call · $320 In the money

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

Model this call

Put · $320

Last: $2.46
Breakeven: $317.54
Implied vol: 189.9%
Delta: -0.019 ≈2% ITM
Gamma: 0
Theta: -0.532
Vega: 0.022
Open interest: 96

Model this put

Call · $325 In the money

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

Model this call

Put · $325

Last: —
Breakeven: —
Implied vol: 223.9%
Delta: -0.043 ≈4% ITM
Gamma: 0.001
Theta: -1.216
Vega: 0.045
Open interest: 0

Model this put

Call · $330 In the money

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

Model this call

Put · $330

Last: $1.27
Breakeven: $328.73
Implied vol: 180%
Delta: -0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.556
Vega: 0.023
Open interest: 76

Model this put

Call · $335 In the money

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

Model this call

Put · $335

Last: $0.07
Breakeven: $334.93
Implied vol: 194.6%
Delta: -0.036 ≈4% ITM
Gamma: 0.001
Theta: -0.912
Vega: 0.045
Open interest: 18

Model this put

Call · $340 In the money

Last: $134.50
Breakeven: $474.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $340

Last: $2.98
Breakeven: $337.02
Implied vol: 166.1%
Delta: -0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.522
Vega: 0.023
Open interest: 78

Model this put

Call · $345 In the money

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

Model this call

Put · $345

Last: $2.11
Breakeven: $342.89
Implied vol: 196.5%
Delta: -0.049 ≈5% ITM
Gamma: 0.001
Theta: -1.188
Vega: 0.046
Open interest: 2

Model this put

Call · $350 In the money

Last: $124.55
Breakeven: $474.55
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this call

Put · $350

Last: $2.44
Breakeven: $347.56
Implied vol: 167.3%
Delta: -0.034 ≈3% ITM
Gamma: 0.001
Theta: -0.745
Vega: 0.047
Open interest: 56

Model this put

Call · $355 In the money

Last: $119.55
Breakeven: $474.55
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this call

Put · $355

Last: —
Breakeven: —
Implied vol: 184.5%
Delta: -0.053 ≈5% ITM
Gamma: 0.001
Theta: -1.195
Vega: 0.047
Open interest: 0

Model this put

Call · $360 In the money

Last: $90.05
Breakeven: $450.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $360

Last: $2.43
Breakeven: $357.57
Implied vol: 143.6%
Delta: -0.026 ≈3% ITM
Gamma: 0.001
Theta: -0.513
Vega: 0.047
Open interest: 74

Model this put

Call · $365 In the money

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

Model this call

Put · $365

Last: $0.19
Breakeven: $364.81
Implied vol: 162.3%
Delta: -0.05 ≈5% ITM
Gamma: 0.001
Theta: -0.993
Vega: 0.048
Open interest: 72

Model this put

Call · $370 In the money

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

Model this call

Put · $370

Last: $1.30
Breakeven: $368.70
Implied vol: 147.7%
Delta: -0.044 ≈4% ITM
Gamma: 0.001
Theta: -0.82
Vega: 0.048
Open interest: 92

Model this put

Call · $375 In the money

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

Model this call

Put · $375

Last: $1.64
Breakeven: $373.36
Implied vol: 142.8%
Delta: -0.047 ≈5% ITM
Gamma: 0.001
Theta: -0.833
Vega: 0.048
Open interest: 236

Model this put

Call · $380 In the money

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

Model this call

Put · $380

Last: $1.99
Breakeven: $378.01
Implied vol: 119.8%
Delta: -0.03 ≈3% ITM
Gamma: 0.001
Theta: -0.483
Vega: 0.048
Open interest: 78

Model this put

Call · $385 In the money

Last: $66.80
Breakeven: $451.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 10

Model this call

Put · $385

Last: $1.83
Breakeven: $383.17
Implied vol: 129.9%
Delta: -0.05 ≈5% ITM
Gamma: 0.001
Theta: -0.798
Vega: 0.049
Open interest: 7

Model this put

Call · $390 In the money

Last: $81.53
Breakeven: $471.53
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 10

Model this call

Put · $390

Last: $0.29
Breakeven: $389.71
Implied vol: 132.1%
Delta: -0.062 ≈6% ITM
Gamma: 0.002
Theta: -0.961
Vega: 0.085
Open interest: 52

Model this put

Call · $395 In the money

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

Model this call

Put · $395

Last: —
Breakeven: —
Implied vol: 102.8%
Delta: -0.034 ≈3% ITM
Gamma: 0.001
Theta: -0.461
Vega: 0.049
Open interest: 0

Model this put

Call · $400 In the money

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

Model this call

Put · $400

Last: —
Breakeven: —
Implied vol: 112.8%
Delta: -0.057 ≈6% ITM
Gamma: 0.002
Theta: -0.776
Vega: 0.05
Open interest: 0

Model this put

Call · $405 In the money

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

Model this call

Put · $405

Last: $0.60
Breakeven: $404.40
Implied vol: 117.1%
Delta: -0.079 ≈8% ITM
Gamma: 0.002
Theta: -1.02
Vega: 0.087
Open interest: 18

Model this put

Call · $410 In the money

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

Model this call

Put · $410

Last: —
Breakeven: —
Implied vol: 110.7%
Delta: -0.083 ≈8% ITM
Gamma: 0.003
Theta: -1
Vega: 0.087
Open interest: 0

Model this put

Call · $415 In the money

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

Model this call

Put · $415

Last: —
Breakeven: —
Implied vol: 78.1%
Delta: -0.037 ≈4% ITM
Gamma: 0.002
Theta: -0.369
Vega: 0.051
Open interest: 0

Model this put

Call · $420 In the money

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

Model this call

Put · $420

Last: $1.05
Breakeven: $418.95
Implied vol: 75.8%
Delta: -0.045 ≈5% ITM
Gamma: 0.002
Theta: -0.424
Vega: 0.051
Open interest: 22

Model this put

Call · $425 In the money

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

Model this call

Put · $425

Last: $1.16
Breakeven: $423.84
Implied vol: 70.6%
Delta: -0.048 ≈5% ITM
Gamma: 0.003
Theta: -0.417
Vega: 0.051
Open interest: 32

Model this put

Call · $430 In the money

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

Model this call

Put · $430

Last: $1.45
Breakeven: $428.55
Implied vol: 66.4%
Delta: -0.054 ≈5% ITM
Gamma: 0.003
Theta: -0.43
Vega: 0.051
Open interest: 12

Model this put

Call · $435 In the money

Last: $37.77
Breakeven: $472.77
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $435

Last: $0.30
Breakeven: $434.70
Implied vol: 64.5%
Delta: -0.066 ≈7% ITM
Gamma: 0.004
Theta: -0.496
Vega: 0.089
Open interest: 50

Model this put

Call · $440 In the money

Last: $21.89
Breakeven: $461.89
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $440

Last: $2.30
Breakeven: $437.70
Implied vol: 60%
Delta: -0.077 ≈8% ITM
Gamma: 0.004
Theta: -0.513
Vega: 0.09
Open interest: 22

Model this put

Call · $445 In the money

Last: $79.23
Breakeven: $524.23
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $445

Last: $2.85
Breakeven: $442.15
Implied vol: 58.6%
Delta: -0.101 ≈10% ITM
Gamma: 0.006
Theta: -0.611
Vega: 0.091
Open interest: 31

Model this put

Call · $450 In the money

Last: $26.55
Breakeven: $476.55
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $450

Last: $3.37
Breakeven: $446.63
Implied vol: 48.2%
Delta: -0.091 ≈9% ITM
Gamma: 0.006
Theta: -0.465
Vega: 0.091
Open interest: 14

Model this put

Call · $452.5 In the money

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

Model this call

Put · $452.5

Last: —
Breakeven: —
Implied vol: 45.9%
Delta: -0.099 ≈10% ITM
Gamma: 0.007
Theta: -0.47
Vega: 0.091
Open interest: 0

Model this put

Call · $455 In the money

Last: $22.17
Breakeven: $477.17
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 71

Model this call

Put · $455

Last: $0.94
Breakeven: $454.06
Implied vol: 54.7%
Delta: -0.159 ≈16% ITM
Gamma: 0.008
Theta: -0.782
Vega: 0.138
Open interest: 14

Model this put

Call · $457.5 In the money

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

Model this call

Put · $457.5

Last: —
Breakeven: —
Implied vol: 46.6%
Delta: -0.144 ≈14% ITM
Gamma: 0.009
Theta: -0.625
Vega: 0.138
Open interest: 0

Model this put

Call · $460 In the money

Last: $23.12
Breakeven: $483.12
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this call

Put · $460

Last: $1.75
Breakeven: $458.25
Implied vol: 45.8%
Delta: -0.167 ≈17% ITM
Gamma: 0.01
Theta: -0.673
Vega: 0.138
Open interest: 28

Model this put

Call · $462.5 In the money

Last: $17.55
Breakeven: $480.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $462.5

Last: $3.55
Breakeven: $458.95
Implied vol: 54%
Delta: -0.228 ≈23% ITM
Gamma: 0.011
Theta: -0.973
Vega: 0.182
Open interest: 2

Model this put

Call · $465 In the money

Last: $15.20
Breakeven: $480.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $465

Last: $2.55
Breakeven: $462.45
Implied vol: 51%
Delta: -0.246 ≈25% ITM
Gamma: 0.012
Theta: -0.95
Vega: 0.182
Open interest: 101

Model this put

Call · $467.5 In the money

Last: $13.15
Breakeven: $480.65
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $467.5

Last: $5.20
Breakeven: $462.30
Implied vol: 49.8%
Delta: -0.274 ≈27% ITM
Gamma: 0.013
Theta: -0.975
Vega: 0.183
Open interest: 6

Model this put

Call · $470 In the money

Last: $9.60
Breakeven: $479.60
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.047
Vega: 0
Open interest: 5

Model this call

Put · $470

Last: $4.10
Breakeven: $465.90
Implied vol: 48.2%
Delta: -0.301 ≈30% ITM
Gamma: 0.014
Theta: -0.988
Vega: 0.183
Open interest: 121

Model this put

Call · $472.5 In the money

Last: $15.40
Breakeven: $487.90
Implied vol: 10.6%
Delta: 0.967 ≈97% ITM
Gamma: 0.013
Theta: -0.092
Vega: 0.051
Open interest: 47

Model this call

Put · $472.5

Last: $7.30
Breakeven: $465.20
Implied vol: 49.5%
Delta: -0.338 ≈34% ITM
Gamma: 0.014
Theta: -1.081
Vega: 0.184
Open interest: 63

Model this put

Call · $475 In the money

Last: $13.85
Breakeven: $488.85
Implied vol: 16.8%
Delta: 0.808 ≈81% ITM
Gamma: 0.031
Theta: -0.312
Vega: 0.139
Open interest: 12

Model this call

Put · $475

Last: $6.20
Breakeven: $468.80
Implied vol: 49.6%
Delta: -0.375 ≈37% ITM
Gamma: 0.014
Theta: -1.109
Vega: 0.211
Open interest: 11

Model this put

Call · $477.5

Last: $9.00
Breakeven: $486.50
Implied vol: 26.6%
Delta: 0.65 ≈65% ITM
Gamma: 0.026
Theta: -0.627
Vega: 0.211
Open interest: 1

Model this call

Put · $477.5 In the money

Last: $9.50
Breakeven: $468.00
Implied vol: 49.9%
Delta: -0.412 ≈41% ITM
Gamma: 0.015
Theta: -1.139
Vega: 0.212
Open interest: 102

Model this put

Call · $480

Last: $6.80
Breakeven: $486.80
Implied vol: 24.2%
Delta: 0.588 ≈59% ITM
Gamma: 0.03
Theta: -0.588
Vega: 0.212
Open interest: 107

Model this call

Put · $480 In the money

Last: $7.39
Breakeven: $472.61
Implied vol: 46.8%
Delta: -0.447 ≈45% ITM
Gamma: 0.016
Theta: -1.089
Vega: 0.212
Open interest: 129

Model this put

Call · $482.5

Last: $7.19
Breakeven: $489.69
Implied vol: 24.1%
Delta: 0.512 ≈51% ITM
Gamma: 0.032
Theta: -0.607
Vega: 0.213
Open interest: 47

Model this call

Put · $482.5 In the money

Last: $9.00
Breakeven: $473.50
Implied vol: 47.6%
Delta: -0.487 ≈49% ITM
Gamma: 0.016
Theta: -1.129
Vega: 0.213
Open interest: 41

Model this put

Call · $485

Last: $4.80
Breakeven: $489.80
Implied vol: 31%
Delta: 0.453 ≈45% ITM
Gamma: 0.024
Theta: -0.753
Vega: 0.214
Open interest: 76

Model this call

Put · $485 In the money

Last: $10.82
Breakeven: $474.18
Implied vol: 49%
Delta: -0.524 ≈52% ITM
Gamma: 0.015
Theta: -1.145
Vega: 0.214
Open interest: 21

Model this put

Call · $487.5

Last: $4.60
Breakeven: $492.10
Implied vol: 30.9%
Delta: 0.394 ≈39% ITM
Gamma: 0.023
Theta: -0.732
Vega: 0.215
Open interest: 4

Model this call

Put · $487.5 In the money

Last: $12.70
Breakeven: $474.80
Implied vol: 44.1%
Delta: -0.57 ≈57% ITM
Gamma: 0.017
Theta: -1.008
Vega: 0.215
Open interest: 49

Model this put

Call · $490

Last: $4.80
Breakeven: $494.80
Implied vol: 28.9%
Delta: 0.328 ≈33% ITM
Gamma: 0.023
Theta: -0.641
Vega: 0.189
Open interest: 80

Model this call

Put · $490 In the money

Last: $14.70
Breakeven: $475.30
Implied vol: 53%
Delta: -0.589 ≈59% ITM
Gamma: 0.014
Theta: -1.205
Vega: 0.215
Open interest: 28

Model this put

Call · $492.5

Last: $6.80
Breakeven: $499.30
Implied vol: 37%
Delta: 0.322 ≈32% ITM
Gamma: 0.018
Theta: -0.807
Vega: 0.19
Open interest: 5

Model this call

Put · $492.5 In the money

Last: —
Breakeven: —
Implied vol: 51.5%
Delta: -0.628 ≈63% ITM
Gamma: 0.014
Theta: -1.153
Vega: 0.215
Open interest: 0

Model this put

Call · $495

Last: $2.00
Breakeven: $497.00
Implied vol: 35.3%
Delta: 0.268 ≈27% ITM
Gamma: 0.018
Theta: -0.707
Vega: 0.19
Open interest: 53

Model this call

Put · $495 In the money

Last: $23.47
Breakeven: $471.53
Implied vol: 52.6%
Delta: -0.656 ≈66% ITM
Gamma: 0.013
Theta: -1.133
Vega: 0.19
Open interest: 3

Model this put

Call · $497.5

Last: $2.76
Breakeven: $500.26
Implied vol: 32.2%
Delta: 0.206 ≈21% ITM
Gamma: 0.017
Theta: -0.557
Vega: 0.146
Open interest: 73

Model this call

Put · $497.5 In the money

Last: —
Breakeven: —
Implied vol: 55.5%
Delta: -0.676 ≈68% ITM
Gamma: 0.012
Theta: -1.162
Vega: 0.19
Open interest: 0

Model this put

Call · $500

Last: $1.50
Breakeven: $501.50
Implied vol: 29.3%
Delta: 0.141 ≈14% ITM
Gamma: 0.014
Theta: -0.402
Vega: 0.147
Open interest: 69

Model this call

Put · $500 In the money

Last: $22.50
Breakeven: $477.50
Implied vol: 56.6%
Delta: -0.701 ≈70% ITM
Gamma: 0.012
Theta: -1.142
Vega: 0.19
Open interest: 2

Model this put

Call · $502.5

Last: $1.30
Breakeven: $503.80
Implied vol: 37.4%
Delta: 0.174 ≈17% ITM
Gamma: 0.013
Theta: -0.579
Vega: 0.147
Open interest: 8

Model this call

Put · $502.5 In the money

Last: —
Breakeven: —
Implied vol: 60.3%
Delta: -0.714 ≈71% ITM
Gamma: 0.011
Theta: -1.193
Vega: 0.191
Open interest: 0

Model this put

Call · $505

Last: $0.90
Breakeven: $505.90
Implied vol: 31.2%
Delta: 0.1 ≈10% ITM
Gamma: 0.01
Theta: -0.329
Vega: 0.099
Open interest: 33

Model this call

Put · $505 In the money

Last: —
Breakeven: —
Implied vol: 63.5%
Delta: -0.728 ≈73% ITM
Gamma: 0.01
Theta: -1.23
Vega: 0.191
Open interest: 0

Model this put

Call · $507.5

Last: $2.28
Breakeven: $509.78
Implied vol: 55%
Delta: 0.216 ≈22% ITM
Gamma: 0.01
Theta: -0.974
Vega: 0.147
Open interest: 34

Model this call

Put · $507.5 In the money

Last: —
Breakeven: —
Implied vol: 65.9%
Delta: -0.743 ≈74% ITM
Gamma: 0.009
Theta: -1.245
Vega: 0.191
Open interest: 0

Model this put

Call · $510

Last: $0.05
Breakeven: $510.05
Implied vol: 39.2%
Delta: 0.108 ≈11% ITM
Gamma: 0.009
Theta: -0.438
Vega: 0.099
Open interest: 12

Model this call

Put · $510 In the money

Last: $13.50
Breakeven: $496.50
Implied vol: 69.3%
Delta: -0.753 ≈75% ITM
Gamma: 0.009
Theta: -1.288
Vega: 0.191
Open interest: 31

Model this put

Call · $515

Last: $1.90
Breakeven: $516.90
Implied vol: 43.1%
Delta: 0.092 ≈9% ITM
Gamma: 0.007
Theta: -0.428
Vega: 0.1
Open interest: 91

Model this call

Put · $515 In the money

Last: —
Breakeven: —
Implied vol: 74.8%
Delta: -0.771 ≈77% ITM
Gamma: 0.008
Theta: -1.329
Vega: 0.148
Open interest: 0

Model this put

Call · $520

Last: $0.36
Breakeven: $520.36
Implied vol: 46%
Delta: 0.073 ≈7% ITM
Gamma: 0.006
Theta: -0.389
Vega: 0.1
Open interest: 81

Model this call

Put · $520 In the money

Last: $18.58
Breakeven: $501.42
Implied vol: 79.9%
Delta: -0.786 ≈79% ITM
Gamma: 0.007
Theta: -1.356
Vega: 0.148
Open interest: 1

Model this put

Call · $525

Last: $1.75
Breakeven: $526.75
Implied vol: 67.1%
Delta: 0.136 ≈14% ITM
Gamma: 0.006
Theta: -0.888
Vega: 0.1
Open interest: 53

Model this call

Put · $525 In the money

Last: $20.10
Breakeven: $504.90
Implied vol: 85.6%
Delta: -0.797 ≈80% ITM
Gamma: 0.006
Theta: -1.404
Vega: 0.149
Open interest: 1

Model this put

Call · $530

Last: $1.50
Breakeven: $531.50
Implied vol: 70.8%
Delta: 0.125 ≈13% ITM
Gamma: 0.005
Theta: -0.878
Vega: 0.1
Open interest: 150

Model this call

Put · $530 In the money

Last: $43.00
Breakeven: $487.00
Implied vol: 91.3%
Delta: -0.807 ≈81% ITM
Gamma: 0.006
Theta: -1.451
Vega: 0.15
Open interest: 0

Model this put

Call · $535

Last: $0.15
Breakeven: $535.15
Implied vol: 56.1%
Delta: 0.053 ≈5% ITM
Gamma: 0.004
Theta: -0.361
Vega: 0.059
Open interest: 118

Model this call

Put · $535 In the money

Last: —
Breakeven: —
Implied vol: 96.9%
Delta: -0.816 ≈82% ITM
Gamma: 0.005
Theta: -1.498
Vega: 0.15
Open interest: 0

Model this put

Call · $540

Last: $0.82
Breakeven: $540.82
Implied vol: 78.1%
Delta: 0.107 ≈11% ITM
Gamma: 0.004
Theta: -0.859
Vega: 0.101
Open interest: 116

Model this call

Put · $540 In the money

Last: —
Breakeven: —
Implied vol: 102.4%
Delta: -0.823 ≈82% ITM
Gamma: 0.005
Theta: -1.545
Vega: 0.151
Open interest: 0

Model this put

Call · $545

Last: —
Breakeven: —
Implied vol: 77.3%
Delta: 0.084 ≈8% ITM
Gamma: 0.004
Theta: -0.717
Vega: 0.102
Open interest: 0

Model this call

Put · $545 In the money

Last: —
Breakeven: —
Implied vol: 107.9%
Delta: -0.83 ≈83% ITM
Gamma: 0.004
Theta: -1.592
Vega: 0.152
Open interest: 0

Model this put

Call · $550

Last: $0.50
Breakeven: $550.50
Implied vol: 70%
Delta: 0.051 ≈5% ITM
Gamma: 0.003
Theta: -0.435
Vega: 0.059
Open interest: 36

Model this call

Put · $550 In the money

Last: —
Breakeven: —
Implied vol: 113.4%
Delta: -0.836 ≈84% ITM
Gamma: 0.004
Theta: -1.64
Vega: 0.152
Open interest: 0

Model this put

Call · $555

Last: $6.50
Breakeven: $561.50
Implied vol: 106.4%
Delta: 0.131 ≈13% ITM
Gamma: 0.004
Theta: -1.361
Vega: 0.102
Open interest: 16

Model this call

Put · $555 In the money

Last: —
Breakeven: —
Implied vol: 118.8%
Delta: -0.841 ≈84% ITM
Gamma: 0.004
Theta: -1.686
Vega: 0.152
Open interest: 0

Model this put

Call · $560

Last: $0.56
Breakeven: $560.56
Implied vol: 91.4%
Delta: 0.076 ≈8% ITM
Gamma: 0.003
Theta: -0.791
Vega: 0.103
Open interest: 24

Model this call

Put · $560 In the money

Last: —
Breakeven: —
Implied vol: 124.1%
Delta: -0.846 ≈85% ITM
Gamma: 0.004
Theta: -1.733
Vega: 0.153
Open interest: 0

Model this put

Call · $565

Last: $0.18
Breakeven: $565.18
Implied vol: 81.5%
Delta: 0.045 ≈4% ITM
Gamma: 0.002
Theta: -0.457
Vega: 0.06
Open interest: 2

Model this call

Put · $565 In the money

Last: $42.80
Breakeven: $522.20
Implied vol: 129.4%
Delta: -0.851 ≈85% ITM
Gamma: 0.003
Theta: -1.779
Vega: 0.151
Open interest: 0

Model this put

Call · $570

Last: —
Breakeven: —
Implied vol: 85.3%
Delta: 0.043 ≈4% ITM
Gamma: 0.002
Theta: -0.465
Vega: 0.06
Open interest: 0

Model this call

Put · $570 In the money

Last: $76.10
Breakeven: $493.90
Implied vol: 133.9%
Delta: -0.855 ≈85% ITM
Gamma: 0.003
Theta: -1.804
Vega: 0.103
Open interest: 0

Model this put

Call · $575

Last: —
Breakeven: —
Implied vol: 110.9%
Delta: 0.086 ≈9% ITM
Gamma: 0.003
Theta: -1.042
Vega: 0.104
Open interest: 0

Model this call

Put · $575 In the money

Last: $95.10
Breakeven: $479.90
Implied vol: 138.1%
Delta: -0.858 ≈86% ITM
Gamma: 0.003
Theta: -1.823
Vega: 0.104
Open interest: 0

Model this put

Call · $580

Last: —
Breakeven: —
Implied vol: 116.2%
Delta: 0.086 ≈9% ITM
Gamma: 0.003
Theta: -1.091
Vega: 0.105
Open interest: 0

Model this call

Put · $580 In the money

Last: —
Breakeven: —
Implied vol: 138.5%
Delta: -0.868 ≈87% ITM
Gamma: 0.003
Theta: -1.725
Vega: 0.104
Open interest: 0

Model this put

Call · $590

Last: —
Breakeven: —
Implied vol: 122.5%
Delta: 0.077 ≈8% ITM
Gamma: 0.002
Theta: -1.066
Vega: 0.061
Open interest: 0

Model this call

Put · $590 In the money

Last: —
Breakeven: —
Implied vol: 150.7%
Delta: -0.868 ≈87% ITM
Gamma: 0.003
Theta: -1.882
Vega: 0.105
Open interest: 0

Model this put

Call · $600

Last: —
Breakeven: —
Implied vol: 107.2%
Delta: 0.036 ≈4% ITM
Gamma: 0.001
Theta: -0.509
Vega: 0.062
Open interest: 0

Model this call

Put · $600 In the money

Last: $119.53
Breakeven: $480.47
Implied vol: 158.9%
Delta: -0.874 ≈87% ITM
Gamma: 0.002
Theta: -1.921
Vega: 0.106
Open interest: 0

Model this put

Call · $610

Last: —
Breakeven: —
Implied vol: 140.4%
Delta: 0.075 ≈8% ITM
Gamma: 0.002
Theta: -1.199
Vega: 0.062
Open interest: 0

Model this call

Put · $610 In the money

Last: $129.57
Breakeven: $480.43
Implied vol: 166.9%
Delta: -0.878 ≈88% ITM
Gamma: 0.002
Theta: -1.961
Vega: 0.107
Open interest: 0

Model this put

Call · $620

Last: $4.50
Breakeven: $624.50
Implied vol: 125.9%
Delta: 0.041 ≈4% ITM
Gamma: 0.001
Theta: -0.663
Vega: 0.063
Open interest: 2

Model this call

Put · $620 In the money

Last: —
Breakeven: —
Implied vol: 171.1%
Delta: -0.889 ≈89% ITM
Gamma: 0.002
Theta: -1.882
Vega: 0.107
Open interest: 0

Model this put

Call · $630

Last: —
Breakeven: —
Implied vol: 131.1%
Delta: 0.037 ≈4% ITM
Gamma: 0.001
Theta: -0.636
Vega: 0.063
Open interest: 0

Model this call

Put · $630 In the money

Last: —
Breakeven: —
Implied vol: 179%
Delta: -0.892 ≈89% ITM
Gamma: 0.002
Theta: -1.921
Vega: 0.108
Open interest: 0

Model this put

Call · $640

Last: —
Breakeven: —
Implied vol: 137.2%
Delta: 0.036 ≈4% ITM
Gamma: 0.001
Theta: -0.645
Vega: 0.032
Open interest: 0

Model this call

Put · $640 In the money

Last: —
Breakeven: —
Implied vol: 186.7%
Delta: -0.896 ≈90% ITM
Gamma: 0.002
Theta: -1.96
Vega: 0.109
Open interest: 0

Model this put

VRTX · Vertex Pharmaceuticals Inc / Ma

Options Chain

Positioning

Open interest by strike · near the money

Chain