0
2
475.8%
0.949
$319.23
230
$0.08
-0.019
346.1%
4
4
Call · $230
In the money
Last $319.23
Breakeven $549.23
Implied vol 475.8%
Delta 0.949 ≈95% ITM
Gamma 0
Theta -2.719
Vega 0.08
Open interest 0
Model this call
Put · $230
Last $0.08
Breakeven $229.92
Implied vol 346.1%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.892
Vega 0.047
Open interest 4
Model this put
0
—
455.6%
0.947
—
240
$0.06
-0.015
303.7%
4
11
Call · $240
In the money
Last —
Breakeven —
Implied vol 455.6%
Delta 0.947 ≈95% ITM
Gamma 0
Theta -2.711
Vega 0.082
Open interest 0
Model this call
Put · $240
Last $0.06
Breakeven $239.94
Implied vol 303.7%
Delta -0.015 ≈1% ITM
Gamma 0
Theta -0.616
Vega 0.024
Open interest 11
Model this put
0
—
376%
0.937
—
280
$0.24
-0.014
237.9%
2
291
Call · $280
In the money
Last —
Breakeven —
Implied vol 376%
Delta 0.937 ≈94% ITM
Gamma 0
Theta -2.545
Vega 0.09
Open interest 0
Model this call
Put · $280
Last $0.24
Breakeven $279.76
Implied vol 237.9%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.465
Vega 0.027
Open interest 291
Model this put
3
3
361.7%
0.933
$243.01
290
$0.60
-0.028
263.5%
2
58
Call · $290
In the money
Last $243.01
Breakeven $533.01
Implied vol 361.7%
Delta 0.933 ≈93% ITM
Gamma 0
Theta -2.567
Vega 0.092
Open interest 3
Model this call
Put · $290
Last $0.60
Breakeven $289.40
Implied vol 263.5%
Delta -0.028 ≈3% ITM
Gamma 0
Theta -0.916
Vega 0.054
Open interest 58
Model this put
4
1
341.3%
0.932
$168.36
300
$0.10
-0.015
213.9%
66
115
Call · $300
In the money
Last $168.36
Breakeven $468.36
Implied vol 341.3%
Delta 0.932 ≈93% ITM
Gamma 0.001
Theta -2.467
Vega 0.094
Open interest 4
Model this call
Put · $300
Last $0.10
Breakeven $299.90
Implied vol 213.9%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.444
Vega 0.028
Open interest 115
Model this put
0
—
337.9%
0.931
—
302.5
—
—
—
—
0
Call · $302.5
In the money
Last —
Breakeven —
Implied vol 337.9%
Delta 0.931 ≈93% ITM
Gamma 0.001
Theta -2.471
Vega 0.094
Open interest 0
Model this call
Put · $302.5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
320.5%
0.936
—
305
—
—
—
—
0
Call · $305
In the money
Last —
Breakeven —
Implied vol 320.5%
Delta 0.936 ≈94% ITM
Gamma 0.001
Theta -2.217
Vega 0.095
Open interest 0
Model this call
Put · $305
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
339.1%
0.926
—
307.5
—
-0.018
212.2%
—
0
Call · $307.5
In the money
Last —
Breakeven —
Implied vol 339.1%
Delta 0.926 ≈93% ITM
Gamma 0.001
Theta -2.626
Vega 0.095
Open interest 0
Model this call
Put · $307.5
Last —
Breakeven —
Implied vol 212.2%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -0.508
Vega 0.028
Open interest 0
Model this put
0
—
327.1%
0.928
—
310
$2.33
-0.031
237.8%
3
41
Call · $310
In the money
Last —
Breakeven —
Implied vol 327.1%
Delta 0.928 ≈93% ITM
Gamma 0.001
Theta -2.469
Vega 0.095
Open interest 0
Model this call
Put · $310
Last $2.33
Breakeven $307.67
Implied vol 237.8%
Delta -0.031 ≈3% ITM
Gamma 0
Theta -0.891
Vega 0.056
Open interest 41
Model this put
0
—
315.2%
0.931
—
312.5
—
-0.019
208.5%
—
0
Call · $312.5
In the money
Last —
Breakeven —
Implied vol 315.2%
Delta 0.931 ≈93% ITM
Gamma 0.001
Theta -2.312
Vega 0.096
Open interest 0
Model this call
Put · $312.5
Last —
Breakeven —
Implied vol 208.5%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.523
Vega 0.028
Open interest 0
Model this put
0
—
312.8%
0.929
—
315
—
-0.014
192.2%
—
0
Call · $315
In the money
Last —
Breakeven —
Implied vol 312.8%
Delta 0.929 ≈93% ITM
Gamma 0.001
Theta -2.331
Vega 0.096
Open interest 0
Model this call
Put · $315
Last —
Breakeven —
Implied vol 192.2%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.376
Vega 0.028
Open interest 0
Model this put
0
—
326.2%
0.921
—
317.5
—
-0.015
191.4%
—
0
Call · $317.5
In the money
Last —
Breakeven —
Implied vol 326.2%
Delta 0.921 ≈92% ITM
Gamma 0.001
Theta -2.647
Vega 0.097
Open interest 0
Model this call
Put · $317.5
Last —
Breakeven —
Implied vol 191.4%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.395
Vega 0.028
Open interest 0
Model this put
0
—
314.4%
0.924
—
320
$0.15
-0.002
142.7%
111
43
Call · $320
In the money
Last —
Breakeven —
Implied vol 314.4%
Delta 0.924 ≈92% ITM
Gamma 0.001
Theta -2.49
Vega 0.097
Open interest 0
Model this call
Put · $320
Last $0.15
Breakeven $319.85
Implied vol 142.7%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.057
Vega 0.004
Open interest 43
Model this put
0
—
314.1%
0.921
—
322.5
—
-0.033
222.5%
—
0
Call · $322.5
In the money
Last —
Breakeven —
Implied vol 314.1%
Delta 0.921 ≈92% ITM
Gamma 0.001
Theta -2.548
Vega 0.098
Open interest 0
Model this call
Put · $322.5
Last —
Breakeven —
Implied vol 222.5%
Delta -0.033 ≈3% ITM
Gamma 0
Theta -0.873
Vega 0.057
Open interest 0
Model this put
0
—
314.3%
0.919
—
325
$5.08
-0.033
219.6%
4
3
Call · $325
In the money
Last —
Breakeven —
Implied vol 314.3%
Delta 0.919 ≈92% ITM
Gamma 0.001
Theta -2.615
Vega 0.098
Open interest 0
Model this call
Put · $325
Last $5.08
Breakeven $319.92
Implied vol 219.6%
Delta -0.033 ≈3% ITM
Gamma 0
Theta -0.871
Vega 0.057
Open interest 3
Model this put
0
—
304.5%
0.92
—
327.5
$5.58
-0.034
218%
1
1
Call · $327.5
In the money
Last —
Breakeven —
Implied vol 304.5%
Delta 0.92 ≈92% ITM
Gamma 0.001
Theta -2.492
Vega 0.098
Open interest 0
Model this call
Put · $327.5
Last $5.58
Breakeven $321.92
Implied vol 218%
Delta -0.034 ≈3% ITM
Gamma 0
Theta -0.889
Vega 0.057
Open interest 1
Model this put
1
1
301.9%
0.919
$195.46
330
$0.18
-0.007
155.8%
26
171
Call · $330
In the money
Last $195.46
Breakeven $525.46
Implied vol 301.9%
Delta 0.919 ≈92% ITM
Gamma 0.001
Theta -2.506
Vega 0.099
Open interest 1
Model this call
Put · $330
Last $0.18
Breakeven $329.82
Implied vol 155.8%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.17
Vega 0.012
Open interest 171
Model this put
0
—
301.9%
0.916
—
332.5
—
-0.019
182.1%
—
0
Call · $332.5
In the money
Last —
Breakeven —
Implied vol 301.9%
Delta 0.916 ≈92% ITM
Gamma 0.001
Theta -2.568
Vega 0.099
Open interest 0
Model this call
Put · $332.5
Last —
Breakeven —
Implied vol 182.1%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.451
Vega 0.029
Open interest 0
Model this put
1
1
296.1%
0.916
$233.18
335
$0.35
-0.009
158.2%
62
58
Call · $335
In the money
Last $233.18
Breakeven $568.18
Implied vol 296.1%
Delta 0.916 ≈92% ITM
Gamma 0.001
Theta -2.518
Vega 0.1
Open interest 1
Model this call
Put · $335
Last $0.35
Breakeven $334.65
Implied vol 158.2%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.212
Vega 0.029
Open interest 58
Model this put
0
—
288.3%
0.917
—
337.5
$1.59
-0.018
174.5%
2
2
Call · $337.5
In the money
Last —
Breakeven —
Implied vol 288.3%
Delta 0.917 ≈92% ITM
Gamma 0.001
Theta -2.429
Vega 0.1
Open interest 0
Model this call
Put · $337.5
Last $1.59
Breakeven $335.91
Implied vol 174.5%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -0.419
Vega 0.029
Open interest 2
Model this put
12
1
291.8%
0.913
$196.27
340
$0.19
-0.019
173.8%
83
173
Call · $340
In the money
Last $196.27
Breakeven $536.27
Implied vol 291.8%
Delta 0.913 ≈91% ITM
Gamma 0.001
Theta -2.56
Vega 0.1
Open interest 12
Model this call
Put · $340
Last $0.19
Breakeven $339.81
Implied vol 173.8%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.437
Vega 0.029
Open interest 173
Model this put
0
—
289.3%
0.912
—
342.5
$1.16
-0.035
197.7%
23
23
Call · $342.5
In the money
Last —
Breakeven —
Implied vol 289.3%
Delta 0.912 ≈91% ITM
Gamma 0.001
Theta -2.574
Vega 0.101
Open interest 0
Model this call
Put · $342.5
Last $1.16
Breakeven $341.34
Implied vol 197.7%
Delta -0.035 ≈3% ITM
Gamma 0.001
Theta -0.82
Vega 0.059
Open interest 23
Model this put
3
3
286.9%
0.91
$184.11
345
$0.52
-0.008
143.3%
19
176
Call · $345
In the money
Last $184.11
Breakeven $529.11
Implied vol 286.9%
Delta 0.91 ≈91% ITM
Gamma 0.001
Theta -2.587
Vega 0.101
Open interest 3
Model this call
Put · $345
Last $0.52
Breakeven $344.48
Implied vol 143.3%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -0.169
Vega 0.013
Open interest 176
Model this put
0
—
279.5%
0.911
—
347.5
$0.27
-0.007
137.7%
3
20
Call · $347.5
In the money
Last —
Breakeven —
Implied vol 279.5%
Delta 0.911 ≈91% ITM
Gamma 0.001
Theta -2.503
Vega 0.102
Open interest 0
Model this call
Put · $347.5
Last $0.27
Breakeven $347.23
Implied vol 137.7%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.146
Vega 0.013
Open interest 20
Model this put
1
—
286.4%
0.905
—
350
$0.40
-0.009
143.1%
161
215
Call · $350
In the money
Last —
Breakeven —
Implied vol 286.4%
Delta 0.905 ≈91% ITM
Gamma 0.001
Theta -2.703
Vega 0.102
Open interest 1
Model this call
Put · $350
Last $0.40
Breakeven $349.60
Implied vol 143.1%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.194
Vega 0.013
Open interest 215
Model this put
0
—
280.8%
0.905
—
352.5
$1.16
-0.057
219.1%
2
15
Call · $352.5
In the money
Last —
Breakeven —
Implied vol 280.8%
Delta 0.905 ≈90% ITM
Gamma 0.001
Theta -2.653
Vega 0.102
Open interest 0
Model this call
Put · $352.5
Last $1.16
Breakeven $351.34
Implied vol 219.1%
Delta -0.057 ≈6% ITM
Gamma 0.001
Theta -1.374
Vega 0.103
Open interest 15
Model this put
4
4
269.9%
0.907
$144.55
355
$0.21
-0.007
131.7%
45
35
Call · $355
In the money
Last $144.55
Breakeven $499.55
Implied vol 269.9%
Delta 0.907 ≈91% ITM
Gamma 0.001
Theta -2.495
Vega 0.103
Open interest 4
Model this call
Put · $355
Last $0.21
Breakeven $354.79
Implied vol 131.7%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.145
Vega 0.013
Open interest 35
Model this put
0
—
266.8%
0.906
—
357.5
$0.60
-0.024
164.4%
122
22
Call · $357.5
In the money
Last —
Breakeven —
Implied vol 266.8%
Delta 0.906 ≈91% ITM
Gamma 0.001
Theta -2.494
Vega 0.103
Open interest 0
Model this call
Put · $357.5
Last $0.60
Breakeven $356.90
Implied vol 164.4%
Delta -0.024 ≈2% ITM
Gamma 0
Theta -0.514
Vega 0.06
Open interest 22
Model this put
30
6
263.8%
0.905
$132.99
360
$0.57
-0.014
141.7%
24
72
Call · $360
In the money
Last $132.99
Breakeven $492.99
Implied vol 263.8%
Delta 0.905 ≈90% ITM
Gamma 0.001
Theta -2.492
Vega 0.104
Open interest 30
Model this call
Put · $360
Last $0.57
Breakeven $359.43
Implied vol 141.7%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.275
Vega 0.03
Open interest 72
Model this put
0
—
267.5%
0.899
—
362.5
$1.70
-0.041
179.8%
37
9
Call · $362.5
In the money
Last —
Breakeven —
Implied vol 267.5%
Delta 0.899 ≈90% ITM
Gamma 0.001
Theta -2.632
Vega 0.156
Open interest 0
Model this call
Put · $362.5
Last $1.70
Breakeven $360.80
Implied vol 179.8%
Delta -0.041 ≈4% ITM
Gamma 0.001
Theta -0.857
Vega 0.061
Open interest 9
Model this put
0
—
256.1%
0.903
—
365
$1.05
-0.024
155.6%
1
54
Call · $365
In the money
Last —
Breakeven —
Implied vol 256.1%
Delta 0.903 ≈90% ITM
Gamma 0.001
Theta -2.456
Vega 0.105
Open interest 0
Model this call
Put · $365
Last $1.05
Breakeven $363.95
Implied vol 155.6%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.488
Vega 0.061
Open interest 54
Model this put
0
—
256.8%
0.899
—
367.5
$6.70
-0.036
166.5%
2
1
Call · $367.5
In the money
Last —
Breakeven —
Implied vol 256.8%
Delta 0.899 ≈90% ITM
Gamma 0.001
Theta -2.531
Vega 0.157
Open interest 0
Model this call
Put · $367.5
Last $6.70
Breakeven $360.80
Implied vol 166.5%
Delta -0.036 ≈4% ITM
Gamma 0.001
Theta -0.713
Vega 0.061
Open interest 1
Model this put
44
25
250.1%
0.9
$161.33
370
$0.93
-0.02
141.5%
68
191
Call · $370
In the money
Last $161.33
Breakeven $531.33
Implied vol 250.1%
Delta 0.9 ≈90% ITM
Gamma 0.001
Theta -2.452
Vega 0.158
Open interest 44
Model this call
Put · $370
Last $0.93
Breakeven $369.07
Implied vol 141.5%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.371
Vega 0.031
Open interest 191
Model this put
0
—
248.3%
0.897
—
372.5
$10.93
-0.047
174.5%
10
10
Call · $372.5
In the money
Last —
Breakeven —
Implied vol 248.3%
Delta 0.897 ≈90% ITM
Gamma 0.001
Theta -2.475
Vega 0.159
Open interest 0
Model this call
Put · $372.5
Last $10.93
Breakeven $361.57
Implied vol 174.5%
Delta -0.047 ≈5% ITM
Gamma 0.001
Theta -0.931
Vega 0.062
Open interest 10
Model this put
25
25
246.9%
0.894
$156.63
375
$1.00
-0.021
137.6%
9
79
Call · $375
In the money
Last $156.63
Breakeven $531.63
Implied vol 246.9%
Delta 0.894 ≈89% ITM
Gamma 0.001
Theta -2.507
Vega 0.159
Open interest 25
Model this call
Put · $375
Last $1.00
Breakeven $374.00
Implied vol 137.6%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -0.373
Vega 0.031
Open interest 79
Model this put
0
—
242.3%
0.894
—
377.5
$11.70
-0.049
170.2%
1
1
Call · $377.5
In the money
Last —
Breakeven —
Implied vol 242.3%
Delta 0.894 ≈89% ITM
Gamma 0.001
Theta -2.472
Vega 0.16
Open interest 0
Model this call
Put · $377.5
Last $11.70
Breakeven $365.80
Implied vol 170.2%
Delta -0.049 ≈5% ITM
Gamma 0.001
Theta -0.94
Vega 0.062
Open interest 1
Model this put
6
6
239.6%
0.892
$117.33
380
$1.05
-0.027
140.9%
23
310
Call · $380
In the money
Last $117.33
Breakeven $497.33
Implied vol 239.6%
Delta 0.892 ≈89% ITM
Gamma 0.001
Theta -2.474
Vega 0.16
Open interest 6
Model this call
Put · $380
Last $1.05
Breakeven $378.95
Implied vol 140.9%
Delta -0.027 ≈3% ITM
Gamma 0.001
Theta -0.472
Vega 0.062
Open interest 310
Model this put
0
—
235.9%
0.89
—
382.5
$13.65
-0.05
164.9%
2
2
Call · $382.5
In the money
Last —
Breakeven —
Implied vol 235.9%
Delta 0.89 ≈89% ITM
Gamma 0.001
Theta -2.455
Vega 0.161
Open interest 0
Model this call
Put · $382.5
Last $13.65
Breakeven $368.85
Implied vol 164.9%
Delta -0.05 ≈5% ITM
Gamma 0.001
Theta -0.928
Vega 0.062
Open interest 2
Model this put
5
5
235.6%
0.886
$95.70
385
$1.32
-0.024
131.7%
16
89
Call · $385
In the money
Last $95.70
Breakeven $480.70
Implied vol 235.6%
Delta 0.886 ≈89% ITM
Gamma 0.001
Theta -2.511
Vega 0.161
Open interest 5
Model this call
Put · $385
Last $1.32
Breakeven $383.68
Implied vol 131.7%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.4
Vega 0.031
Open interest 89
Model this put
0
—
230.8%
0.886
—
387.5
$1.47
-0.043
149.1%
18
149
Call · $387.5
In the money
Last —
Breakeven —
Implied vol 230.8%
Delta 0.886 ≈89% ITM
Gamma 0.001
Theta -2.466
Vega 0.162
Open interest 0
Model this call
Put · $387.5
Last $1.47
Breakeven $386.03
Implied vol 149.1%
Delta -0.043 ≈4% ITM
Gamma 0.001
Theta -0.732
Vega 0.063
Open interest 149
Model this put
0
—
227.4%
0.884
—
390
$1.64
-0.026
129.1%
15
214
Call · $390
In the money
Last —
Breakeven —
Implied vol 227.4%
Delta 0.884 ≈88% ITM
Gamma 0.001
Theta -2.454
Vega 0.163
Open interest 0
Model this call
Put · $390
Last $1.64
Breakeven $388.36
Implied vol 129.1%
Delta -0.026 ≈3% ITM
Gamma 0.001
Theta -0.42
Vega 0.063
Open interest 214
Model this put
0
—
229.8%
0.878
—
392.5
$1.52
-0.031
131.2%
1
2
Call · $392.5
In the money
Last —
Breakeven —
Implied vol 229.8%
Delta 0.878 ≈88% ITM
Gamma 0.001
Theta -2.568
Vega 0.163
Open interest 0
Model this call
Put · $392.5
Last $1.52
Breakeven $390.98
Implied vol 131.2%
Delta -0.031 ≈3% ITM
Gamma 0.001
Theta -0.496
Vega 0.063
Open interest 2
Model this put
5
3
222.6%
0.879
$153.97
395
$1.80
-0.042
138.6%
96
294
Call · $395
In the money
Last $153.97
Breakeven $548.97
Implied vol 222.6%
Delta 0.879 ≈88% ITM
Gamma 0.001
Theta -2.468
Vega 0.164
Open interest 5
Model this call
Put · $395
Last $1.80
Breakeven $393.20
Implied vol 138.6%
Delta -0.042 ≈4% ITM
Gamma 0.001
Theta -0.665
Vega 0.063
Open interest 294
Model this put
0
—
223.7%
0.874
—
397.5
$2.01
-0.042
135.5%
5
2
Call · $397.5
In the money
Last —
Breakeven —
Implied vol 223.7%
Delta 0.874 ≈87% ITM
Gamma 0.001
Theta -2.555
Vega 0.164
Open interest 0
Model this call
Put · $397.5
Last $2.01
Breakeven $395.49
Implied vol 135.5%
Delta -0.042 ≈4% ITM
Gamma 0.001
Theta -0.649
Vega 0.064
Open interest 2
Model this put
47
6
222.3%
0.87
$151.43
400
$2.06
-0.041
132%
467
430
Call · $400
In the money
Last $151.43
Breakeven $551.43
Implied vol 222.3%
Delta 0.87 ≈87% ITM
Gamma 0.001
Theta -2.584
Vega 0.165
Open interest 47
Model this call
Put · $400
Last $2.06
Breakeven $397.94
Implied vol 132%
Delta -0.041 ≈4% ITM
Gamma 0.001
Theta -0.627
Vega 0.064
Open interest 430
Model this put
0
—
217.7%
0.87
—
402.5
$1.93
-0.044
131.6%
7
5
Call · $402.5
In the money
Last —
Breakeven —
Implied vol 217.7%
Delta 0.87 ≈87% ITM
Gamma 0.001
Theta -2.541
Vega 0.165
Open interest 0
Model this call
Put · $402.5
Last $1.93
Breakeven $400.57
Implied vol 131.6%
Delta -0.044 ≈4% ITM
Gamma 0.001
Theta -0.658
Vega 0.064
Open interest 5
Model this put
1
1
213.6%
0.868
$145.09
405
$2.42
-0.043
128.1%
38
76
Call · $405
In the money
Last $145.09
Breakeven $550.09
Implied vol 213.6%
Delta 0.868 ≈87% ITM
Gamma 0.001
Theta -2.509
Vega 0.166
Open interest 1
Model this call
Put · $405
Last $2.42
Breakeven $402.58
Implied vol 128.1%
Delta -0.043 ≈4% ITM
Gamma 0.001
Theta -0.633
Vega 0.064
Open interest 76
Model this put
2
2
213.4%
0.864
$54.70
407.5
$5.15
-0.041
122.9%
2
1
Call · $407.5
In the money
Last $54.70
Breakeven $462.20
Implied vol 213.4%
Delta 0.864 ≈86% ITM
Gamma 0.001
Theta -2.565
Vega 0.166
Open interest 2
Model this call
Put · $407.5
Last $5.15
Breakeven $402.35
Implied vol 122.9%
Delta -0.041 ≈4% ITM
Gamma 0.001
Theta -0.578
Vega 0.064
Open interest 1
Model this put
9
1
208.3%
0.863
$148.30
410
$2.88
-0.061
138.6%
78
160
Call · $410
In the money
Last $148.30
Breakeven $558.30
Implied vol 208.3%
Delta 0.863 ≈86% ITM
Gamma 0.001
Theta -2.509
Vega 0.167
Open interest 9
Model this call
Put · $410
Last $2.88
Breakeven $407.12
Implied vol 138.6%
Delta -0.061 ≈6% ITM
Gamma 0.001
Theta -0.912
Vega 0.112
Open interest 160
Model this put
0
—
210%
0.857
—
412.5
$5.25
-0.071
142.3%
15
16
Call · $412.5
In the money
Last —
Breakeven —
Implied vol 210%
Delta 0.857 ≈86% ITM
Gamma 0.001
Theta -2.606
Vega 0.168
Open interest 0
Model this call
Put · $412.5
Last $5.25
Breakeven $407.25
Implied vol 142.3%
Delta -0.071 ≈7% ITM
Gamma 0.001
Theta -1.046
Vega 0.112
Open interest 16
Model this put
3
4
207.6%
0.854
$65.00
415
$3.12
-0.055
127.5%
34
89
Call · $415
In the money
Last $65.00
Breakeven $480.00
Implied vol 207.6%
Delta 0.854 ≈85% ITM
Gamma 0.002
Theta -2.611
Vega 0.168
Open interest 3
Model this call
Put · $415
Last $3.12
Breakeven $411.88
Implied vol 127.5%
Delta -0.055 ≈5% ITM
Gamma 0.001
Theta -0.776
Vega 0.065
Open interest 89
Model this put
0
—
201.8%
0.854
—
417.5
$3.41
-0.063
130.3%
2
29
Call · $417.5
In the money
Last —
Breakeven —
Implied vol 201.8%
Delta 0.854 ≈85% ITM
Gamma 0.002
Theta -2.538
Vega 0.169
Open interest 0
Model this call
Put · $417.5
Last $3.41
Breakeven $414.09
Implied vol 130.3%
Delta -0.063 ≈6% ITM
Gamma 0.001
Theta -0.881
Vega 0.113
Open interest 29
Model this put
2
6
200.6%
0.85
$137.34
420
$3.29
-0.069
130.4%
30
59
Call · $420
In the money
Last $137.34
Breakeven $557.34
Implied vol 200.6%
Delta 0.85 ≈85% ITM
Gamma 0.002
Theta -2.57
Vega 0.169
Open interest 2
Model this call
Put · $420
Last $3.29
Breakeven $416.71
Implied vol 130.4%
Delta -0.069 ≈7% ITM
Gamma 0.001
Theta -0.933
Vega 0.113
Open interest 59
Model this put
0
—
200.5%
0.846
—
422.5
$20.05
-0.056
119.1%
3
1
Call · $422.5
In the money
Last —
Breakeven —
Implied vol 200.5%
Delta 0.846 ≈85% ITM
Gamma 0.002
Theta -2.627
Vega 0.17
Open interest 0
Model this call
Put · $422.5
Last $20.05
Breakeven $402.45
Implied vol 119.1%
Delta -0.056 ≈6% ITM
Gamma 0.001
Theta -0.736
Vega 0.066
Open interest 1
Model this put
39
38
198.9%
0.842
$132.00
425
$4.30
-0.087
136.2%
255
85
Call · $425
In the money
Last $132.00
Breakeven $557.00
Implied vol 198.9%
Delta 0.842 ≈84% ITM
Gamma 0.002
Theta -2.649
Vega 0.17
Open interest 39
Model this call
Put · $425
Last $4.30
Breakeven $420.70
Implied vol 136.2%
Delta -0.087 ≈9% ITM
Gamma 0.002
Theta -1.167
Vega 0.114
Open interest 85
Model this put
0
—
200.7%
0.835
—
427.5
$21.70
-0.089
133.7%
2
2
Call · $427.5
In the money
Last —
Breakeven —
Implied vol 200.7%
Delta 0.835 ≈84% ITM
Gamma 0.002
Theta -2.749
Vega 0.171
Open interest 0
Model this call
Put · $427.5
Last $21.70
Breakeven $405.80
Implied vol 133.7%
Delta -0.089 ≈9% ITM
Gamma 0.002
Theta -1.16
Vega 0.114
Open interest 2
Model this put
28
2
197.3%
0.833
$125.90
430
$4.69
-0.098
136.8%
171
81
Call · $430
In the money
Last $125.90
Breakeven $555.90
Implied vol 197.3%
Delta 0.833 ≈83% ITM
Gamma 0.002
Theta -2.73
Vega 0.171
Open interest 28
Model this call
Put · $430
Last $4.69
Breakeven $425.31
Implied vol 136.8%
Delta -0.098 ≈10% ITM
Gamma 0.002
Theta -1.282
Vega 0.115
Open interest 81
Model this put
4
5
188.9%
0.835
$53.05
432.5
$4.35
-0.102
136.4%
13
24
Call · $432.5
In the money
Last $53.05
Breakeven $485.55
Implied vol 188.9%
Delta 0.835 ≈83% ITM
Gamma 0.002
Theta -2.592
Vega 0.172
Open interest 4
Model this call
Put · $432.5
Last $4.35
Breakeven $428.15
Implied vol 136.4%
Delta -0.102 ≈10% ITM
Gamma 0.002
Theta -1.325
Vega 0.115
Open interest 24
Model this put
7
1
196.2%
0.824
$97.10
435
$5.25
-0.096
128.2%
84
40
Call · $435
In the money
Last $97.10
Breakeven $532.10
Implied vol 196.2%
Delta 0.824 ≈82% ITM
Gamma 0.002
Theta -2.822
Vega 0.172
Open interest 7
Model this call
Put · $435
Last $5.25
Breakeven $429.75
Implied vol 128.2%
Delta -0.096 ≈10% ITM
Gamma 0.002
Theta -1.189
Vega 0.115
Open interest 40
Model this put
0
—
189.3%
0.824
—
437.5
$5.35
-0.108
133%
17
9
Call · $437.5
In the money
Last —
Breakeven —
Implied vol 189.3%
Delta 0.824 ≈82% ITM
Gamma 0.002
Theta -2.718
Vega 0.173
Open interest 0
Model this call
Put · $437.5
Last $5.35
Breakeven $432.15
Implied vol 133%
Delta -0.108 ≈11% ITM
Gamma 0.002
Theta -1.35
Vega 0.116
Open interest 9
Model this put
16
1
191.9%
0.816
$70.76
440
$5.80
-0.114
133.8%
365
80
Call · $440
In the money
Last $70.76
Breakeven $510.76
Implied vol 191.9%
Delta 0.816 ≈82% ITM
Gamma 0.002
Theta -2.839
Vega 0.173
Open interest 16
Model this call
Put · $440
Last $5.80
Breakeven $434.20
Implied vol 133.8%
Delta -0.114 ≈11% ITM
Gamma 0.002
Theta -1.42
Vega 0.174
Open interest 80
Model this put
33
62
185.4%
0.816
$45.16
442.5
$5.67
-0.124
135.2%
5
21
Call · $442.5
In the money
Last $45.16
Breakeven $487.66
Implied vol 185.4%
Delta 0.816 ≈82% ITM
Gamma 0.002
Theta -2.742
Vega 0.174
Open interest 33
Model this call
Put · $442.5
Last $5.67
Breakeven $436.83
Implied vol 135.2%
Delta -0.124 ≈12% ITM
Gamma 0.002
Theta -1.507
Vega 0.174
Open interest 21
Model this put
20
3
186.1%
0.81
$90.00
445
$7.36
-0.115
126.1%
60
108
Call · $445
In the money
Last $90.00
Breakeven $535.00
Implied vol 186.1%
Delta 0.81 ≈81% ITM
Gamma 0.002
Theta -2.818
Vega 0.175
Open interest 20
Model this call
Put · $445
Last $7.36
Breakeven $437.64
Implied vol 126.1%
Delta -0.115 ≈11% ITM
Gamma 0.002
Theta -1.344
Vega 0.175
Open interest 108
Model this put
34
1
178.2%
0.811
$95.58
447.5
$6.70
-0.136
133.6%
6
23
Call · $447.5
In the money
Last $95.58
Breakeven $543.08
Implied vol 178.2%
Delta 0.811 ≈81% ITM
Gamma 0.002
Theta -2.687
Vega 0.175
Open interest 34
Model this call
Put · $447.5
Last $6.70
Breakeven $440.80
Implied vol 133.6%
Delta -0.136 ≈14% ITM
Gamma 0.002
Theta -1.578
Vega 0.175
Open interest 23
Model this put
75
5
179.9%
0.804
$109.48
450
$7.46
-0.134
128.2%
242
314
Call · $450
In the money
Last $109.48
Breakeven $559.48
Implied vol 179.9%
Delta 0.804 ≈80% ITM
Gamma 0.002
Theta -2.78
Vega 0.23
Open interest 75
Model this call
Put · $450
Last $7.46
Breakeven $442.54
Implied vol 128.2%
Delta -0.134 ≈13% ITM
Gamma 0.002
Theta -1.501
Vega 0.176
Open interest 314
Model this put
69
14
176.4%
0.8
$101.10
452.5
$7.47
-0.143
129%
6
37
Call · $452.5
In the money
Last $101.10
Breakeven $553.60
Implied vol 176.4%
Delta 0.8 ≈80% ITM
Gamma 0.002
Theta -2.752
Vega 0.23
Open interest 69
Model this call
Put · $452.5
Last $7.47
Breakeven $445.03
Implied vol 129%
Delta -0.143 ≈14% ITM
Gamma 0.002
Theta -1.574
Vega 0.176
Open interest 37
Model this put
50
9
176.4%
0.793
$98.00
455
$7.90
-0.156
132.9%
39
81
Call · $455
In the money
Last $98.00
Breakeven $553.00
Implied vol 176.4%
Delta 0.793 ≈79% ITM
Gamma 0.002
Theta -2.797
Vega 0.231
Open interest 50
Model this call
Put · $455
Last $7.90
Breakeven $447.10
Implied vol 132.9%
Delta -0.156 ≈16% ITM
Gamma 0.002
Theta -1.723
Vega 0.177
Open interest 81
Model this put
31
3
173.5%
0.789
$95.70
457.5
$8.40
-0.158
129.3%
6
25
Call · $457.5
In the money
Last $95.70
Breakeven $553.20
Implied vol 173.5%
Delta 0.789 ≈79% ITM
Gamma 0.002
Theta -2.78
Vega 0.232
Open interest 31
Model this call
Put · $457.5
Last $8.40
Breakeven $449.10
Implied vol 129.3%
Delta -0.158 ≈16% ITM
Gamma 0.003
Theta -1.69
Vega 0.177
Open interest 25
Model this put
140
4
172.1%
0.783
$102.00
460
$8.95
-0.153
121.1%
101
119
Call · $460
In the money
Last $102.00
Breakeven $562.00
Implied vol 172.1%
Delta 0.783 ≈78% ITM
Gamma 0.002
Theta -2.794
Vega 0.232
Open interest 140
Model this call
Put · $460
Last $8.95
Breakeven $451.05
Implied vol 121.1%
Delta -0.153 ≈15% ITM
Gamma 0.003
Theta -1.544
Vega 0.178
Open interest 119
Model this put
5
5
172.5%
0.776
$82.00
462.5
$10.80
-0.174
129.3%
1
29
Call · $462.5
In the money
Last $82.00
Breakeven $544.50
Implied vol 172.5%
Delta 0.776 ≈78% ITM
Gamma 0.002
Theta -2.849
Vega 0.233
Open interest 5
Model this call
Put · $462.5
Last $10.80
Breakeven $451.70
Implied vol 129.3%
Delta -0.174 ≈17% ITM
Gamma 0.003
Theta -1.799
Vega 0.178
Open interest 29
Model this put
18
2
169.2%
0.772
$86.81
465
$10.10
-0.171
122.4%
75
94
Call · $465
In the money
Last $86.81
Breakeven $551.81
Implied vol 169.2%
Delta 0.772 ≈77% ITM
Gamma 0.002
Theta -2.823
Vega 0.234
Open interest 18
Model this call
Put · $465
Last $10.10
Breakeven $454.90
Implied vol 122.4%
Delta -0.171 ≈17% ITM
Gamma 0.003
Theta -1.684
Vega 0.179
Open interest 94
Model this put
14
5
167.8%
0.766
$86.85
467.5
$10.90
-0.198
136.4%
368
10
Call · $467.5
In the money
Last $86.85
Breakeven $554.35
Implied vol 167.8%
Delta 0.766 ≈77% ITM
Gamma 0.003
Theta -2.837
Vega 0.234
Open interest 14
Model this call
Put · $467.5
Last $10.90
Breakeven $456.60
Implied vol 136.4%
Delta -0.198 ≈20% ITM
Gamma 0.003
Theta -2.082
Vega 0.18
Open interest 10
Model this put
28
6
166.4%
0.759
$95.18
470
$11.07
-0.188
123.3%
40
124
Call · $470
In the money
Last $95.18
Breakeven $565.18
Implied vol 166.4%
Delta 0.759 ≈76% ITM
Gamma 0.003
Theta -2.851
Vega 0.235
Open interest 28
Model this call
Put · $470
Last $11.07
Breakeven $458.93
Implied vol 123.3%
Delta -0.188 ≈19% ITM
Gamma 0.003
Theta -1.813
Vega 0.18
Open interest 124
Model this put
3
10
166.8%
0.752
$86.25
472.5
$10.84
-0.214
135.8%
24
28
Call · $472.5
In the money
Last $86.25
Breakeven $558.75
Implied vol 166.8%
Delta 0.752 ≈75% ITM
Gamma 0.003
Theta -2.906
Vega 0.236
Open interest 3
Model this call
Put · $472.5
Last $10.84
Breakeven $461.66
Implied vol 135.8%
Delta -0.214 ≈21% ITM
Gamma 0.003
Theta -2.162
Vega 0.236
Open interest 28
Model this put
13
5
163.9%
0.747
$91.15
475
$11.90
-0.217
131.9%
60
73
Call · $475
In the money
Last $91.15
Breakeven $566.15
Implied vol 163.9%
Delta 0.747 ≈75% ITM
Gamma 0.003
Theta -2.886
Vega 0.236
Open interest 13
Model this call
Put · $475
Last $11.90
Breakeven $463.10
Implied vol 131.9%
Delta -0.217 ≈22% ITM
Gamma 0.003
Theta -2.116
Vega 0.237
Open interest 73
Model this put
20
13
165.2%
0.738
$73.72
477.5
$12.00
-0.219
126.8%
13
8
Call · $477.5
In the money
Last $73.72
Breakeven $551.22
Implied vol 165.2%
Delta 0.738 ≈74% ITM
Gamma 0.003
Theta -2.96
Vega 0.237
Open interest 20
Model this call
Put · $477.5
Last $12.00
Breakeven $465.50
Implied vol 126.8%
Delta -0.219 ≈22% ITM
Gamma 0.003
Theta -2.043
Vega 0.237
Open interest 8
Model this put
104
13
162%
0.733
$85.60
480
$13.20
-0.227
125.4%
32
67
Call · $480
In the money
Last $85.60
Breakeven $565.60
Implied vol 162%
Delta 0.733 ≈73% ITM
Gamma 0.003
Theta -2.934
Vega 0.238
Open interest 104
Model this call
Put · $480
Last $13.20
Breakeven $466.80
Implied vol 125.4%
Delta -0.227 ≈23% ITM
Gamma 0.003
Theta -2.055
Vega 0.238
Open interest 67
Model this put
1
1
162.9%
0.724
$34.48
482.5
$13.00
-0.237
125.8%
15
26
Call · $482.5
In the money
Last $34.48
Breakeven $516.98
Implied vol 162.9%
Delta 0.724 ≈72% ITM
Gamma 0.003
Theta -3.001
Vega 0.238
Open interest 1
Model this call
Put · $482.5
Last $13.00
Breakeven $469.50
Implied vol 125.8%
Delta -0.237 ≈24% ITM
Gamma 0.003
Theta -2.107
Vega 0.239
Open interest 26
Model this put
39
3
162.4%
0.717
$75.05
485
$13.76
-0.252
129.8%
40
94
Call · $485
In the money
Last $75.05
Breakeven $560.05
Implied vol 162.4%
Delta 0.717 ≈72% ITM
Gamma 0.003
Theta -3.034
Vega 0.239
Open interest 39
Model this call
Put · $485
Last $13.76
Breakeven $471.24
Implied vol 129.8%
Delta -0.252 ≈25% ITM
Gamma 0.003
Theta -2.241
Vega 0.239
Open interest 94
Model this put
6
1
161.9%
0.71
$81.13
487.5
$20.85
-0.252
121.8%
2
39
Call · $487.5
In the money
Last $81.13
Breakeven $568.63
Implied vol 161.9%
Delta 0.71 ≈71% ITM
Gamma 0.003
Theta -3.067
Vega 0.239
Open interest 6
Model this call
Put · $487.5
Last $20.85
Breakeven $466.65
Implied vol 121.8%
Delta -0.252 ≈25% ITM
Gamma 0.004
Theta -2.099
Vega 0.24
Open interest 39
Model this put
29
3
160.3%
0.703
$72.35
490
$16.43
-0.257
117.9%
92
642
Call · $490
In the money
Last $72.35
Breakeven $562.35
Implied vol 160.3%
Delta 0.703 ≈70% ITM
Gamma 0.003
Theta -3.077
Vega 0.24
Open interest 29
Model this call
Put · $490
Last $16.43
Breakeven $473.57
Implied vol 117.9%
Delta -0.257 ≈26% ITM
Gamma 0.004
Theta -2.053
Vega 0.241
Open interest 642
Model this put
8
2
161.6%
0.695
$71.39
492.5
$16.30
-0.278
126.9%
48
3
Call · $492.5
In the money
Last $71.39
Breakeven $563.89
Implied vol 161.6%
Delta 0.695 ≈69% ITM
Gamma 0.003
Theta -3.153
Vega 0.241
Open interest 8
Model this call
Put · $492.5
Last $16.30
Breakeven $476.20
Implied vol 126.9%
Delta -0.278 ≈28% ITM
Gamma 0.004
Theta -2.305
Vega 0.241
Open interest 3
Model this put
39
5
160.7%
0.687
$71.57
495
$17.42
-0.29
129.8%
58
39
Call · $495
In the money
Last $71.57
Breakeven $566.57
Implied vol 160.7%
Delta 0.687 ≈69% ITM
Gamma 0.003
Theta -3.177
Vega 0.241
Open interest 39
Model this call
Put · $495
Last $17.42
Breakeven $477.58
Implied vol 129.8%
Delta -0.29 ≈29% ITM
Gamma 0.004
Theta -2.415
Vega 0.242
Open interest 39
Model this put
4
1
159.3%
0.68
$72.37
497.5
$17.10
-0.3
130.4%
62
2
Call · $497.5
In the money
Last $72.37
Breakeven $569.87
Implied vol 159.3%
Delta 0.68 ≈68% ITM
Gamma 0.003
Theta -3.178
Vega 0.277
Open interest 4
Model this call
Put · $497.5
Last $17.10
Breakeven $480.40
Implied vol 130.4%
Delta -0.3 ≈30% ITM
Gamma 0.004
Theta -2.472
Vega 0.242
Open interest 2
Model this put
86
29
158.2%
0.672
$67.02
500
$19.80
-0.303
122.9%
174
133
Call · $500
In the money
Last $67.02
Breakeven $567.02
Implied vol 158.2%
Delta 0.672 ≈67% ITM
Gamma 0.003
Theta -3.175
Vega 0.277
Open interest 86
Model this call
Put · $500
Last $19.80
Breakeven $480.20
Implied vol 122.9%
Delta -0.303 ≈30% ITM
Gamma 0.004
Theta -2.34
Vega 0.243
Open interest 133
Model this put
1
2
156.9%
0.664
$24.64
502.5
$19.75
-0.31
118.9%
20
4
Call · $502.5
In the money
Last $24.64
Breakeven $527.14
Implied vol 156.9%
Delta 0.664 ≈66% ITM
Gamma 0.003
Theta -3.17
Vega 0.278
Open interest 1
Model this call
Put · $502.5
Last $19.75
Breakeven $482.75
Implied vol 118.9%
Delta -0.31 ≈31% ITM
Gamma 0.004
Theta -2.289
Vega 0.244
Open interest 4
Model this put
21
2
153%
0.657
$65.70
505
$19.45
-0.322
121.1%
192
32
Call · $505
In the money
Last $65.70
Breakeven $570.70
Implied vol 153%
Delta 0.657 ≈66% ITM
Gamma 0.003
Theta -3.109
Vega 0.279
Open interest 21
Model this call
Put · $505
Last $19.45
Breakeven $485.55
Implied vol 121.1%
Delta -0.322 ≈32% ITM
Gamma 0.004
Theta -2.385
Vega 0.245
Open interest 32
Model this put
10
12
153.6%
0.648
$55.05
507.5
$21.05
-0.338
127.8%
171
21
Call · $507.5
In the money
Last $55.05
Breakeven $562.55
Implied vol 153.6%
Delta 0.648 ≈65% ITM
Gamma 0.003
Theta -3.144
Vega 0.28
Open interest 10
Model this call
Put · $507.5
Last $21.05
Breakeven $486.45
Implied vol 127.8%
Delta -0.338 ≈34% ITM
Gamma 0.004
Theta -2.552
Vega 0.28
Open interest 21
Model this put
53
25
153.2%
0.639
$58.78
510
$22.56
-0.346
123.7%
67
81
Call · $510
In the money
Last $58.78
Breakeven $568.78
Implied vol 153.2%
Delta 0.639 ≈64% ITM
Gamma 0.003
Theta -3.157
Vega 0.28
Open interest 53
Model this call
Put · $510
Last $22.56
Breakeven $487.44
Implied vol 123.7%
Delta -0.346 ≈35% ITM
Gamma 0.004
Theta -2.483
Vega 0.281
Open interest 81
Model this put
35
1
151.7%
0.63
$19.45
512.5
$21.75
-0.355
121%
57
6
Call · $512.5
In the money
Last $19.45
Breakeven $531.95
Implied vol 151.7%
Delta 0.63 ≈63% ITM
Gamma 0.003
Theta -3.147
Vega 0.281
Open interest 35
Model this call
Put · $512.5
Last $21.75
Breakeven $490.75
Implied vol 121%
Delta -0.355 ≈36% ITM
Gamma 0.004
Theta -2.446
Vega 0.281
Open interest 6
Model this put
48
2
149.7%
0.622
$56.98
515
$22.67
-0.368
124.2%
33
59
Call · $515
In the money
Last $56.98
Breakeven $571.98
Implied vol 149.7%
Delta 0.622 ≈62% ITM
Gamma 0.003
Theta -3.125
Vega 0.282
Open interest 48
Model this call
Put · $515
Last $22.67
Breakeven $492.33
Implied vol 124.2%
Delta -0.368 ≈37% ITM
Gamma 0.004
Theta -2.534
Vega 0.282
Open interest 59
Model this put
11
1
150%
0.613
$47.43
517.5
$23.76
-0.377
119.6%
55
5
Call · $517.5
In the money
Last $47.43
Breakeven $564.93
Implied vol 150%
Delta 0.613 ≈61% ITM
Gamma 0.004
Theta -3.154
Vega 0.282
Open interest 11
Model this call
Put · $517.5
Last $23.76
Breakeven $493.74
Implied vol 119.6%
Delta -0.377 ≈38% ITM
Gamma 0.004
Theta -2.456
Vega 0.283
Open interest 5
Model this put
71
25
150.3%
0.604
$54.29
520
$26.40
-0.389
120.4%
24
114
Call · $520
In the money
Last $54.29
Breakeven $574.29
Implied vol 150.3%
Delta 0.604 ≈60% ITM
Gamma 0.004
Theta -3.182
Vega 0.283
Open interest 71
Model this call
Put · $520
Last $26.40
Breakeven $493.60
Implied vol 120.4%
Delta -0.389 ≈39% ITM
Gamma 0.004
Theta -2.492
Vega 0.284
Open interest 114
Model this put
6
4
149.3%
0.595
$43.70
522.5
$25.00
-0.4
119%
33
1
Call · $522.5
In the money
Last $43.70
Breakeven $566.20
Implied vol 149.3%
Delta 0.595 ≈59% ITM
Gamma 0.004
Theta -3.181
Vega 0.284
Open interest 6
Model this call
Put · $522.5
Last $25.00
Breakeven $497.50
Implied vol 119%
Delta -0.4 ≈40% ITM
Gamma 0.004
Theta -2.482
Vega 0.284
Open interest 1
Model this put
68
28
148.7%
0.585
$49.51
525
$26.81
-0.412
120.6%
81
112
Call · $525
In the money
Last $49.51
Breakeven $574.51
Implied vol 148.7%
Delta 0.585 ≈59% ITM
Gamma 0.004
Theta -3.19
Vega 0.285
Open interest 68
Model this call
Put · $525
Last $26.81
Breakeven $498.19
Implied vol 120.6%
Delta -0.412 ≈41% ITM
Gamma 0.004
Theta -2.536
Vega 0.285
Open interest 112
Model this put
28
2
146.3%
0.576
$56.10
527.5
$28.00
-0.423
120.2%
4
14
Call · $527.5
In the money
Last $56.10
Breakeven $583.60
Implied vol 146.3%
Delta 0.576 ≈58% ITM
Gamma 0.004
Theta -3.159
Vega 0.285
Open interest 28
Model this call
Put · $527.5
Last $28.00
Breakeven $499.50
Implied vol 120.2%
Delta -0.423 ≈42% ITM
Gamma 0.005
Theta -2.546
Vega 0.286
Open interest 14
Model this put
68
45
147.8%
0.567
$47.23
530
$31.75
-0.435
119.6%
23
143
Call · $530
In the money
Last $47.23
Breakeven $577.23
Implied vol 147.8%
Delta 0.567 ≈57% ITM
Gamma 0.004
Theta -3.213
Vega 0.286
Open interest 68
Model this call
Put · $530
Last $31.75
Breakeven $498.25
Implied vol 119.6%
Delta -0.435 ≈43% ITM
Gamma 0.005
Theta -2.553
Vega 0.286
Open interest 143
Model this put
7
2
148.5%
0.558
$48.35
532.5
$29.58
-0.446
119.8%
2
18
Call · $532.5
In the money
Last $48.35
Breakeven $580.85
Implied vol 148.5%
Delta 0.558 ≈56% ITM
Gamma 0.004
Theta -3.25
Vega 0.287
Open interest 7
Model this call
Put · $532.5
Last $29.58
Breakeven $502.92
Implied vol 119.8%
Delta -0.446 ≈45% ITM
Gamma 0.005
Theta -2.577
Vega 0.287
Open interest 18
Model this put
57
16
148%
0.549
$46.14
535
$34.00
-0.457
123.4%
41
78
Call · $535
In the money
Last $46.14
Breakeven $581.14
Implied vol 148%
Delta 0.549 ≈55% ITM
Gamma 0.004
Theta -3.26
Vega 0.287
Open interest 57
Model this call
Put · $535
Last $34.00
Breakeven $501.00
Implied vol 123.4%
Delta -0.457 ≈46% ITM
Gamma 0.004
Theta -2.676
Vega 0.288
Open interest 78
Model this put
34
3
147.6%
0.539
$49.55
537.5
$31.02
-0.469
119.3%
2
0
Call · $537.5
In the money
Last $49.55
Breakeven $587.05
Implied vol 147.6%
Delta 0.539 ≈54% ITM
Gamma 0.004
Theta -3.267
Vega 0.288
Open interest 34
Model this call
Put · $537.5
Last $31.02
Breakeven $506.48
Implied vol 119.3%
Delta -0.469 ≈47% ITM
Gamma 0.005
Theta -2.601
Vega 0.289
Open interest 0
Model this put
65
121
146.3%
0.53
$41.00
540
$34.00
-0.48
118.5%
23
109
Call · $540
In the money
Last $41.00
Breakeven $581.00
Implied vol 146.3%
Delta 0.53 ≈53% ITM
Gamma 0.004
Theta -3.233
Vega 0.289
Open interest 65
Model this call
Put · $540
Last $34.00
Breakeven $506.00
Implied vol 118.5%
Delta -0.48 ≈48% ITM
Gamma 0.005
Theta -2.574
Vega 0.289
Open interest 109
Model this put
8
8
144.6%
0.52
$48.40
542.5
$32.60
-0.491
119%
25
0
Call · $542.5
In the money
Last $48.40
Breakeven $590.90
Implied vol 144.6%
Delta 0.52 ≈52% ITM
Gamma 0.004
Theta -3.188
Vega 0.289
Open interest 8
Model this call
Put · $542.5
Last $32.60
Breakeven $509.90
Implied vol 119%
Delta -0.491 ≈49% ITM
Gamma 0.005
Theta -2.578
Vega 0.29
Open interest 0
Model this put
Underlying $544.84
88
103
142.6%
0.51
$38.50
545
$38.00
-0.504
116.8%
24
38
Call · $545
Last $38.50
Breakeven $583.50
Implied vol 142.6%
Delta 0.51 ≈51% ITM
Gamma 0.004
Theta -3.138
Vega 0.29
Open interest 88
Model this call
Put · $545
In the money
Last $38.00
Breakeven $507.00
Implied vol 116.8%
Delta -0.504 ≈50% ITM
Gamma 0.005
Theta -2.521
Vega 0.291
Open interest 38
Model this put
16
15
147.1%
0.503
$39.60
547.5
$37.89
-0.516
115.9%
15
1
Call · $547.5
Last $39.60
Breakeven $587.10
Implied vol 147.1%
Delta 0.503 ≈50% ITM
Gamma 0.004
Theta -3.23
Vega 0.291
Open interest 16
Model this call
Put · $547.5
In the money
Last $37.89
Breakeven $509.61
Implied vol 115.9%
Delta -0.516 ≈52% ITM
Gamma 0.005
Theta -2.493
Vega 0.291
Open interest 1
Model this put
160
354
144.1%
0.492
$36.20
550
$41.40
-0.527
116.8%
88
76
Call · $550
Last $36.20
Breakeven $586.20
Implied vol 144.1%
Delta 0.492 ≈49% ITM
Gamma 0.004
Theta -3.157
Vega 0.292
Open interest 160
Model this call
Put · $550
In the money
Last $41.40
Breakeven $508.60
Implied vol 116.8%
Delta -0.527 ≈53% ITM
Gamma 0.005
Theta -2.503
Vega 0.292
Open interest 76
Model this put
14
49
143.8%
0.483
$34.00
552.5
$42.12
-0.539
115.6%
23
0
Call · $552.5
Last $34.00
Breakeven $586.50
Implied vol 143.8%
Delta 0.483 ≈48% ITM
Gamma 0.004
Theta -3.145
Vega 0.292
Open interest 14
Model this call
Put · $552.5
In the money
Last $42.12
Breakeven $510.38
Implied vol 115.6%
Delta -0.539 ≈54% ITM
Gamma 0.005
Theta -2.47
Vega 0.293
Open interest 0
Model this put
80
43
142.4%
0.473
$34.78
555
$38.72
-0.551
115.2%
12
25
Call · $555
Last $34.78
Breakeven $589.78
Implied vol 142.4%
Delta 0.473 ≈47% ITM
Gamma 0.004
Theta -3.106
Vega 0.293
Open interest 80
Model this call
Put · $555
In the money
Last $38.72
Breakeven $516.28
Implied vol 115.2%
Delta -0.551 ≈55% ITM
Gamma 0.005
Theta -2.452
Vega 0.294
Open interest 25
Model this put
24
14
140.7%
0.462
$34.34
557.5
$39.70
-0.564
114.2%
2
1
Call · $557.5
Last $34.34
Breakeven $591.84
Implied vol 140.7%
Delta 0.462 ≈46% ITM
Gamma 0.004
Theta -3.062
Vega 0.294
Open interest 24
Model this call
Put · $557.5
In the money
Last $39.70
Breakeven $517.80
Implied vol 114.2%
Delta -0.564 ≈56% ITM
Gamma 0.005
Theta -2.421
Vega 0.294
Open interest 1
Model this put
122
136
141%
0.453
$32.00
560
$46.07
-0.575
114.6%
35
33
Call · $560
Last $32.00
Breakeven $592.00
Implied vol 141%
Delta 0.453 ≈45% ITM
Gamma 0.004
Theta -3.063
Vega 0.294
Open interest 122
Model this call
Put · $560
In the money
Last $46.07
Breakeven $513.93
Implied vol 114.6%
Delta -0.575 ≈57% ITM
Gamma 0.005
Theta -2.422
Vega 0.295
Open interest 33
Model this put
53
72
143.9%
0.446
$33.05
562.5
$47.75
-0.587
114.4%
3
1
Call · $562.5
Last $33.05
Breakeven $595.55
Implied vol 143.9%
Delta 0.446 ≈45% ITM
Gamma 0.004
Theta -3.121
Vega 0.295
Open interest 53
Model this call
Put · $562.5
In the money
Last $47.75
Breakeven $514.75
Implied vol 114.4%
Delta -0.587 ≈59% ITM
Gamma 0.005
Theta -2.41
Vega 0.296
Open interest 1
Model this put
63
43
142.6%
0.436
$30.00
565
$50.30
-0.598
114.7%
5
34
Call · $565
Last $30.00
Breakeven $595.00
Implied vol 142.6%
Delta 0.436 ≈44% ITM
Gamma 0.004
Theta -3.084
Vega 0.296
Open interest 63
Model this call
Put · $565
In the money
Last $50.30
Breakeven $514.70
Implied vol 114.7%
Delta -0.598 ≈60% ITM
Gamma 0.005
Theta -2.407
Vega 0.296
Open interest 34
Model this put
70
5
144.4%
0.429
$31.58
567.5
$66.69
-0.611
113.4%
2
2
Call · $567.5
Last $31.58
Breakeven $599.08
Implied vol 144.4%
Delta 0.429 ≈43% ITM
Gamma 0.004
Theta -3.119
Vega 0.296
Open interest 70
Model this call
Put · $567.5
In the money
Last $66.69
Breakeven $500.81
Implied vol 113.4%
Delta -0.611 ≈61% ITM
Gamma 0.005
Theta -2.37
Vega 0.296
Open interest 2
Model this put
97
132
139.3%
0.413
$27.50
570
$53.11
-0.623
112.3%
8
21
Call · $570
Last $27.50
Breakeven $597.50
Implied vol 139.3%
Delta 0.413 ≈41% ITM
Gamma 0.004
Theta -2.997
Vega 0.297
Open interest 97
Model this call
Put · $570
In the money
Last $53.11
Breakeven $516.89
Implied vol 112.3%
Delta -0.623 ≈62% ITM
Gamma 0.005
Theta -2.318
Vega 0.261
Open interest 21
Model this put
2
2
141.2%
0.406
$26.40
572.5
—
-0.644
105.9%
—
0
Call · $572.5
Last $26.40
Breakeven $598.90
Implied vol 141.2%
Delta 0.406 ≈41% ITM
Gamma 0.004
Theta -3.032
Vega 0.298
Open interest 2
Model this call
Put · $572.5
In the money
Last —
Breakeven —
Implied vol 105.9%
Delta -0.644 ≈64% ITM
Gamma 0.005
Theta -2.126
Vega 0.261
Open interest 0
Model this put
139
269
141%
0.397
$26.05
575
$48.12
-0.648
109.6%
6
12
Call · $575
Last $26.05
Breakeven $601.05
Implied vol 141%
Delta 0.397 ≈40% ITM
Gamma 0.004
Theta -3.022
Vega 0.298
Open interest 139
Model this call
Put · $575
In the money
Last $48.12
Breakeven $526.88
Implied vol 109.6%
Delta -0.648 ≈65% ITM
Gamma 0.005
Theta -2.189
Vega 0.262
Open interest 12
Model this put
3
7
140.1%
0.387
$30.80
577.5
$48.70
-0.66
109%
3
0
Call · $577.5
Last $30.80
Breakeven $608.30
Implied vol 140.1%
Delta 0.387 ≈39% ITM
Gamma 0.004
Theta -2.979
Vega 0.262
Open interest 3
Model this call
Put · $577.5
In the money
Last $48.70
Breakeven $528.80
Implied vol 109%
Delta -0.66 ≈66% ITM
Gamma 0.005
Theta -2.144
Vega 0.262
Open interest 0
Model this put
96
85
141.2%
0.381
$24.00
580
$59.00
-0.671
108.5%
6
33
Call · $580
Last $24.00
Breakeven $604.00
Implied vol 141.2%
Delta 0.381 ≈38% ITM
Gamma 0.004
Theta -2.98
Vega 0.262
Open interest 96
Model this call
Put · $580
In the money
Last $59.00
Breakeven $521.00
Implied vol 108.5%
Delta -0.671 ≈67% ITM
Gamma 0.005
Theta -2.101
Vega 0.263
Open interest 33
Model this put
11
25
139%
0.37
$24.40
582.5
$72.09
-0.685
106.7%
2
2
Call · $582.5
Last $24.40
Breakeven $606.90
Implied vol 139%
Delta 0.37 ≈37% ITM
Gamma 0.004
Theta -2.894
Vega 0.263
Open interest 11
Model this call
Put · $582.5
In the money
Last $72.09
Breakeven $510.41
Implied vol 106.7%
Delta -0.685 ≈69% ITM
Gamma 0.005
Theta -2.025
Vega 0.264
Open interest 2
Model this put
77
21
139.6%
0.363
$23.82
585
$55.55
-0.694
107.8%
1
9
Call · $585
Last $23.82
Breakeven $608.82
Implied vol 139.6%
Delta 0.363 ≈36% ITM
Gamma 0.004
Theta -2.882
Vega 0.263
Open interest 77
Model this call
Put · $585
In the money
Last $55.55
Breakeven $529.45
Implied vol 107.8%
Delta -0.694 ≈69% ITM
Gamma 0.004
Theta -2.02
Vega 0.264
Open interest 9
Model this put
2
1
140.4%
0.356
$22.50
587.5
—
-0.705
107.5%
—
0
Call · $587.5
Last $22.50
Breakeven $610.00
Implied vol 140.4%
Delta 0.356 ≈36% ITM
Gamma 0.004
Theta -2.873
Vega 0.264
Open interest 2
Model this call
Put · $587.5
In the money
Last —
Breakeven —
Implied vol 107.5%
Delta -0.705 ≈70% ITM
Gamma 0.004
Theta -1.983
Vega 0.265
Open interest 0
Model this put
103
88
136.9%
0.342
$20.45
590
$60.00
-0.718
106.4%
8
44
Call · $590
Last $20.45
Breakeven $610.45
Implied vol 136.9%
Delta 0.342 ≈34% ITM
Gamma 0.004
Theta -2.756
Vega 0.265
Open interest 103
Model this call
Put · $590
In the money
Last $60.00
Breakeven $530.00
Implied vol 106.4%
Delta -0.718 ≈72% ITM
Gamma 0.004
Theta -1.925
Vega 0.265
Open interest 44
Model this put
4
3
142.4%
0.343
$20.02
592.5
—
-0.729
106.5%
—
0
Call · $592.5
Last $20.02
Breakeven $612.52
Implied vol 142.4%
Delta 0.343 ≈34% ITM
Gamma 0.004
Theta -2.867
Vega 0.265
Open interest 4
Model this call
Put · $592.5
In the money
Last —
Breakeven —
Implied vol 106.5%
Delta -0.729 ≈73% ITM
Gamma 0.004
Theta -1.897
Vega 0.266
Open interest 0
Model this put
151
25
140.3%
0.331
$21.00
595
$85.00
-0.734
108.4%
2
27
Call · $595
Last $21.00
Breakeven $616.00
Implied vol 140.3%
Delta 0.331 ≈33% ITM
Gamma 0.004
Theta -2.783
Vega 0.266
Open interest 151
Model this call
Put · $595
In the money
Last $85.00
Breakeven $510.00
Implied vol 108.4%
Delta -0.734 ≈73% ITM
Gamma 0.004
Theta -1.914
Vega 0.266
Open interest 27
Model this put
2
19
143.4%
0.329
$20.09
597.5
—
-0.75
106.3%
—
0
Call · $597.5
Last $20.09
Breakeven $617.59
Implied vol 143.4%
Delta 0.329 ≈33% ITM
Gamma 0.003
Theta -2.834
Vega 0.266
Open interest 2
Model this call
Put · $597.5
In the money
Last —
Breakeven —
Implied vol 106.3%
Delta -0.75 ≈75% ITM
Gamma 0.004
Theta -1.827
Vega 0.204
Open interest 0
Model this put
353
327
137.6%
0.311
$18.25
600
$68.90
-0.767
102.4%
1
71
Call · $600
Last $18.25
Breakeven $618.25
Implied vol 137.6%
Delta 0.311 ≈31% ITM
Gamma 0.004
Theta -2.657
Vega 0.267
Open interest 353
Model this call
Put · $600
In the money
Last $68.90
Breakeven $531.10
Implied vol 102.4%
Delta -0.767 ≈77% ITM
Gamma 0.004
Theta -1.679
Vega 0.205
Open interest 71
Model this put
2
1
140.9%
0.309
$21.67
602.5
$88.60
-0.784
98.9%
2
2
Call · $602.5
Last $21.67
Breakeven $624.17
Implied vol 140.9%
Delta 0.309 ≈31% ITM
Gamma 0.003
Theta -2.715
Vega 0.267
Open interest 2
Model this call
Put · $602.5
In the money
Last $88.60
Breakeven $513.90
Implied vol 98.9%
Delta -0.784 ≈78% ITM
Gamma 0.004
Theta -1.54
Vega 0.205
Open interest 2
Model this put
41
19
139%
0.297
$17.50
605
$71.01
-0.777
105%
1
18
Call · $605
Last $17.50
Breakeven $622.50
Implied vol 139%
Delta 0.297 ≈30% ITM
Gamma 0.003
Theta -2.636
Vega 0.268
Open interest 41
Model this call
Put · $605
In the money
Last $71.01
Breakeven $533.99
Implied vol 105%
Delta -0.777 ≈78% ITM
Gamma 0.004
Theta -1.669
Vega 0.206
Open interest 18
Model this put
1
5
139.8%
0.291
$18.16
607.5
—
-0.804
98.1%
—
0
Call · $607.5
Last $18.16
Breakeven $625.66
Implied vol 139.8%
Delta 0.291 ≈29% ITM
Gamma 0.003
Theta -2.629
Vega 0.269
Open interest 1
Model this call
Put · $607.5
In the money
Last —
Breakeven —
Implied vol 98.1%
Delta -0.804 ≈80% ITM
Gamma 0.004
Theta -1.435
Vega 0.206
Open interest 0
Model this put
151
17
143.5%
0.29
$16.20
610
$92.90
-0.819
95.7%
1
18
Call · $610
Last $16.20
Breakeven $626.20
Implied vol 143.5%
Delta 0.29 ≈29% ITM
Gamma 0.003
Theta -2.695
Vega 0.269
Open interest 151
Model this call
Put · $610
In the money
Last $92.90
Breakeven $517.10
Implied vol 95.7%
Delta -0.819 ≈82% ITM
Gamma 0.004
Theta -1.328
Vega 0.206
Open interest 18
Model this put
4
23
143.8%
0.283
$17.70
612.5
—
-0.826
96.5%
—
0
Call · $612.5
Last $17.70
Breakeven $630.20
Implied vol 143.8%
Delta 0.283 ≈28% ITM
Gamma 0.003
Theta -2.674
Vega 0.27
Open interest 4
Model this call
Put · $612.5
In the money
Last —
Breakeven —
Implied vol 96.5%
Delta -0.826 ≈83% ITM
Gamma 0.004
Theta -1.309
Vega 0.207
Open interest 0
Model this put
43
13
137%
0.261
$15.25
615
$102.40
-0.844
93.8%
5
10
Call · $615
Last $15.25
Breakeven $630.25
Implied vol 137%
Delta 0.261 ≈26% ITM
Gamma 0.003
Theta -2.47
Vega 0.27
Open interest 43
Model this call
Put · $615
In the money
Last $102.40
Breakeven $512.60
Implied vol 93.8%
Delta -0.844 ≈84% ITM
Gamma 0.004
Theta -1.191
Vega 0.206
Open interest 10
Model this put
3
2
140.1%
0.259
$17.30
617.5
—
-0.85
94.8%
—
0
Call · $617.5
Last $17.30
Breakeven $634.80
Implied vol 140.1%
Delta 0.259 ≈26% ITM
Gamma 0.003
Theta -2.521
Vega 0.207
Open interest 3
Model this call
Put · $617.5
In the money
Last —
Breakeven —
Implied vol 94.8%
Delta -0.85 ≈85% ITM
Gamma 0.003
Theta -1.178
Vega 0.205
Open interest 0
Model this put
354
38
136.2%
0.247
$13.50
620
$100.18
-0.852
96.8%
1
33
Call · $620
Last $13.50
Breakeven $633.50
Implied vol 136.2%
Delta 0.247 ≈25% ITM
Gamma 0.003
Theta -2.373
Vega 0.208
Open interest 354
Model this call
Put · $620
In the money
Last $100.18
Breakeven $519.82
Implied vol 96.8%
Delta -0.852 ≈85% ITM
Gamma 0.003
Theta -1.193
Vega 0.204
Open interest 33
Model this put
32
5
139.3%
0.246
$15.38
622.5
$112.15
-0.868
92.8%
1
1
Call · $622.5
Last $15.38
Breakeven $637.88
Implied vol 139.3%
Delta 0.246 ≈25% ITM
Gamma 0.003
Theta -2.423
Vega 0.208
Open interest 32
Model this call
Put · $622.5
In the money
Last $112.15
Breakeven $510.35
Implied vol 92.8%
Delta -0.868 ≈87% ITM
Gamma 0.003
Theta -1.046
Vega 0.139
Open interest 1
Model this put
528
65
128.1%
0.218
$12.45
625
$104.89
-0.878
91.2%
1
21
Call · $625
Last $12.45
Breakeven $637.45
Implied vol 128.1%
Delta 0.218 ≈22% ITM
Gamma 0.003
Theta -2.066
Vega 0.209
Open interest 528
Model this call
Put · $625
In the money
Last $104.89
Breakeven $520.11
Implied vol 91.2%
Delta -0.878 ≈88% ITM
Gamma 0.003
Theta -0.963
Vega 0.139
Open interest 21
Model this put
3
3
141.4%
0.238
$12.85
627.5
—
-0.898
86.5%
—
0
Call · $627.5
Last $12.85
Breakeven $640.35
Implied vol 141.4%
Delta 0.238 ≈24% ITM
Gamma 0.003
Theta -2.406
Vega 0.209
Open interest 3
Model this call
Put · $627.5
In the money
Last —
Breakeven —
Implied vol 86.5%
Delta -0.898 ≈90% ITM
Gamma 0.003
Theta -0.796
Vega 0.139
Open interest 0
Model this put
112
85
137.8%
0.225
$13.53
630
$103.33
-0.903
86.9%
1
15
Call · $630
Last $13.53
Breakeven $643.53
Implied vol 137.8%
Delta 0.225 ≈23% ITM
Gamma 0.003
Theta -2.265
Vega 0.209
Open interest 112
Model this call
Put · $630
In the money
Last $103.33
Breakeven $526.67
Implied vol 86.9%
Delta -0.903 ≈90% ITM
Gamma 0.003
Theta -0.767
Vega 0.139
Open interest 15
Model this put
10
1
143%
0.23
$11.89
632.5
$96.60
-0.906
88%
10
0
Call · $632.5
Last $11.89
Breakeven $644.39
Implied vol 143%
Delta 0.23 ≈23% ITM
Gamma 0.003
Theta -2.376
Vega 0.21
Open interest 10
Model this call
Put · $632.5
In the money
Last $96.60
Breakeven $535.90
Implied vol 88%
Delta -0.906 ≈91% ITM
Gamma 0.003
Theta -0.759
Vega 0.139
Open interest 0
Model this put
65
45
129.3%
0.195
$10.95
635
$158.90
-0.921
85.4%
3
7
Call · $635
Last $10.95
Breakeven $645.95
Implied vol 129.3%
Delta 0.195 ≈19% ITM
Gamma 0.003
Theta -1.944
Vega 0.21
Open interest 65
Model this call
Put · $635
In the money
Last $158.90
Breakeven $476.10
Implied vol 85.4%
Delta -0.921 ≈92% ITM
Gamma 0.002
Theta -0.649
Vega 0.136
Open interest 7
Model this put
3
51
142.3%
0.217
$11.37
637.5
—
-0.933
82.3%
—
0
Call · $637.5
Last $11.37
Breakeven $648.87
Implied vol 142.3%
Delta 0.217 ≈22% ITM
Gamma 0.003
Theta -2.281
Vega 0.211
Open interest 3
Model this call
Put · $637.5
In the money
Last —
Breakeven —
Implied vol 82.3%
Delta -0.933 ≈93% ITM
Gamma 0.002
Theta -0.542
Vega 0.081
Open interest 0
Model this put
128
38
132.6%
0.19
$9.82
640
$111.90
-0.958
74.3%
2
25
Call · $640
Last $9.82
Breakeven $649.82
Implied vol 132.6%
Delta 0.19 ≈19% ITM
Gamma 0.003
Theta -1.962
Vega 0.211
Open interest 128
Model this call
Put · $640
In the money
Last $111.90
Breakeven $528.10
Implied vol 74.3%
Delta -0.958 ≈96% ITM
Gamma 0.002
Theta -0.329
Vega 0.078
Open interest 25
Model this put
2
22
137.3%
0.194
$10.74
642.5
—
-1
0.1%
—
0
Call · $642.5
Last $10.74
Breakeven $653.24
Implied vol 137.3%
Delta 0.194 ≈19% ITM
Gamma 0.003
Theta -2.06
Vega 0.212
Open interest 2
Model this call
Put · $642.5
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta -1 ≈100% ITM
Gamma 0
Theta 0
Vega 0
Open interest 0
Model this put
621
17
131%
0.173
$10.32
645
$121.00
—
—
3
60
Call · $645
Last $10.32
Breakeven $655.32
Implied vol 131%
Delta 0.173 ≈17% ITM
Gamma 0.003
Theta -1.84
Vega 0.212
Open interest 621
Model this call
Put · $645
In the money
Last $121.00
Breakeven $524.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 60
Model this put
4
3
134.2%
0.175
$11.65
647.5
—
—
—
—
0
Call · $647.5
Last $11.65
Breakeven $659.15
Implied vol 134.2%
Delta 0.175 ≈17% ITM
Gamma 0.003
Theta -1.893
Vega 0.212
Open interest 4
Model this call
Put · $647.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
224
175
133.6%
0.167
$8.07
650
$120.72
—
—
1
75
Call · $650
Last $8.07
Breakeven $658.07
Implied vol 133.6%
Delta 0.167 ≈17% ITM
Gamma 0.003
Theta -1.837
Vega 0.213
Open interest 224
Model this call
Put · $650
In the money
Last $120.72
Breakeven $529.28
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 75
Model this put
17
8
143.9%
0.185
$10.64
652.5
$224.85
—
—
1
1
Call · $652.5
Last $10.64
Breakeven $663.14
Implied vol 143.9%
Delta 0.185 ≈19% ITM
Gamma 0.003
Theta -2.099
Vega 0.213
Open interest 17
Model this call
Put · $652.5
In the money
Last $224.85
Breakeven $427.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
47
50
144.2%
0.18
$7.84
655
$200.13
—
—
1
5
Call · $655
Last $7.84
Breakeven $662.84
Implied vol 144.2%
Delta 0.18 ≈18% ITM
Gamma 0.003
Theta -2.07
Vega 0.214
Open interest 47
Model this call
Put · $655
In the money
Last $200.13
Breakeven $454.87
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this put
2
1
137%
0.157
$7.90
657.5
—
—
—
—
0
Call · $657.5
Last $7.90
Breakeven $665.40
Implied vol 137%
Delta 0.157 ≈16% ITM
Gamma 0.002
Theta -1.823
Vega 0.214
Open interest 2
Model this call
Put · $657.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
118
25
144.8%
0.17
$9.30
660
$107.00
—
—
1
57
Call · $660
Last $9.30
Breakeven $669.30
Implied vol 144.8%
Delta 0.17 ≈17% ITM
Gamma 0.002
Theta -2.013
Vega 0.214
Open interest 118
Model this call
Put · $660
In the money
Last $107.00
Breakeven $553.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 57
Model this put
4
14
145.1%
0.165
$7.00
662.5
$123.66
—
—
2
0
Call · $662.5
Last $7.00
Breakeven $669.50
Implied vol 145.1%
Delta 0.165 ≈17% ITM
Gamma 0.002
Theta -1.984
Vega 0.215
Open interest 4
Model this call
Put · $662.5
In the money
Last $123.66
Breakeven $538.84
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
161
26
127.7%
0.127
$8.04
665
$113.50
—
—
1
2
Call · $665
Last $8.04
Breakeven $673.04
Implied vol 127.7%
Delta 0.127 ≈13% ITM
Gamma 0.002
Theta -1.45
Vega 0.144
Open interest 161
Model this call
Put · $665
In the money
Last $113.50
Breakeven $551.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
1
2
133.4%
0.134
$5.80
667.5
—
—
—
—
0
Call · $667.5
Last $5.80
Breakeven $673.30
Implied vol 133.4%
Delta 0.134 ≈13% ITM
Gamma 0.002
Theta -1.574
Vega 0.144
Open interest 1
Model this call
Put · $667.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
78
74
146.5%
0.153
$6.20
670
$144.15
—
—
3
30
Call · $670
Last $6.20
Breakeven $676.20
Implied vol 146.5%
Delta 0.153 ≈15% ITM
Gamma 0.002
Theta -1.913
Vega 0.144
Open interest 78
Model this call
Put · $670
In the money
Last $144.15
Breakeven $525.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 30
Model this put
147
11
132.7%
0.12
$5.90
675
$223.35
—
—
1
4
Call · $675
Last $5.90
Breakeven $680.90
Implied vol 132.7%
Delta 0.12 ≈12% ITM
Gamma 0.002
Theta -1.449
Vega 0.145
Open interest 147
Model this call
Put · $675
In the money
Last $223.35
Breakeven $451.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
676
22
134.2%
0.115
$6.63
680
$201.85
—
—
1
1
Call · $680
Last $6.63
Breakeven $686.63
Implied vol 134.2%
Delta 0.115 ≈12% ITM
Gamma 0.002
Theta -1.42
Vega 0.145
Open interest 676
Model this call
Put · $680
In the money
Last $201.85
Breakeven $478.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
57
17
128.6%
0.095
$5.95
685
$136.70
—
—
10
14
Call · $685
Last $5.95
Breakeven $690.95
Implied vol 128.6%
Delta 0.095 ≈10% ITM
Gamma 0.002
Theta -1.185
Vega 0.146
Open interest 57
Model this call
Put · $685
In the money
Last $136.70
Breakeven $548.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 14
Model this put
34
25
137.9%
0.107
$3.80
690
$172.10
—
—
2
4
Call · $690
Last $3.80
Breakeven $693.80
Implied vol 137.9%
Delta 0.107 ≈11% ITM
Gamma 0.002
Theta -1.382
Vega 0.146
Open interest 34
Model this call
Put · $690
In the money
Last $172.10
Breakeven $517.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
14
6
141.1%
0.106
$4.15
695
—
—
—
—
0
Call · $695
Last $4.15
Breakeven $699.15
Implied vol 141.1%
Delta 0.106 ≈11% ITM
Gamma 0.002
Theta -1.405
Vega 0.147
Open interest 14
Model this call
Put · $695
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
954
108
133.5%
0.082
$3.50
700
$244.42
—
—
5
4
Call · $700
Last $3.50
Breakeven $703.50
Implied vol 133.5%
Delta 0.082 ≈8% ITM
Gamma 0.002
Theta -1.114
Vega 0.148
Open interest 954
Model this call
Put · $700
In the money
Last $244.42
Breakeven $455.58
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
11
9
138.1%
0.085
$4.00
705
—
—
—
—
0
Call · $705
Last $4.00
Breakeven $709.00
Implied vol 138.1%
Delta 0.085 ≈8% ITM
Gamma 0.002
Theta -1.177
Vega 0.148
Open interest 11
Model this call
Put · $705
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
23
24
134.9%
0.075
$3.34
710
$238.10
—
—
1
1
Call · $710
Last $3.34
Breakeven $713.34
Implied vol 134.9%
Delta 0.075 ≈7% ITM
Gamma 0.001
Theta -1.041
Vega 0.086
Open interest 23
Model this call
Put · $710
In the money
Last $238.10
Breakeven $471.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
8
4
133.7%
0.068
$2.78
715
$153.19
—
—
1
2
Call · $715
Last $2.78
Breakeven $717.78
Implied vol 133.7%
Delta 0.068 ≈7% ITM
Gamma 0.001
Theta -0.959
Vega 0.086
Open interest 8
Model this call
Put · $715
In the money
Last $153.19
Breakeven $561.81
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
145
20
134.6%
0.065
$2.91
720
$126.75
—
—
2
0
Call · $720
Last $2.91
Breakeven $722.91
Implied vol 134.6%
Delta 0.065 ≈7% ITM
Gamma 0.001
Theta -0.929
Vega 0.087
Open interest 145
Model this call
Put · $720
In the money
Last $126.75
Breakeven $593.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
34
15
134.5%
0.061
$3.00
725
—
—
—
—
0
Call · $725
Last $3.00
Breakeven $728.00
Implied vol 134.5%
Delta 0.061 ≈6% ITM
Gamma 0.001
Theta -0.874
Vega 0.087
Open interest 34
Model this call
Put · $725
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
26
23
133%
0.054
$1.51
730
$179.73
—
—
1
1
Call · $730
Last $1.51
Breakeven $731.51
Implied vol 133%
Delta 0.054 ≈5% ITM
Gamma 0.001
Theta -0.784
Vega 0.087
Open interest 26
Model this call
Put · $730
In the money
Last $179.73
Breakeven $550.27
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
14
8
134.5%
0.052
$2.52
735
$212.65
—
—
2
2
Call · $735
Last $2.52
Breakeven $737.52
Implied vol 134.5%
Delta 0.052 ≈5% ITM
Gamma 0.001
Theta -0.769
Vega 0.088
Open interest 14
Model this call
Put · $735
In the money
Last $212.65
Breakeven $522.35
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
66
624
134.5%
0.047
$2.16
740
—
—
—
—
0
Call · $740
Last $2.16
Breakeven $742.16
Implied vol 134.5%
Delta 0.047 ≈5% ITM
Gamma 0.001
Theta -0.716
Vega 0.088
Open interest 66
Model this call
Put · $740
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
21
1
153.2%
0.07
$1.68
745
—
—
—
—
0
Call · $745
Last $1.68
Breakeven $746.68
Implied vol 153.2%
Delta 0.07 ≈7% ITM
Gamma 0.001
Theta -1.124
Vega 0.088
Open interest 21
Model this call
Put · $745
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
91
105
137.8%
0.044
$1.47
750
$178.82
—
—
1
1
Call · $750
Last $1.47
Breakeven $751.47
Implied vol 137.8%
Delta 0.044 ≈4% ITM
Gamma 0.001
Theta -0.693
Vega 0.088
Open interest 91
Model this call
Put · $750
In the money
Last $178.82
Breakeven $571.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
33
237
130.1%
0.032
$2.15
755
$290.37
—
—
1
0
Call · $755
Last $2.15
Breakeven $757.15
Implied vol 130.1%
Delta 0.032 ≈3% ITM
Gamma 0.001
Theta -0.505
Vega 0.044
Open interest 33
Model this call
Put · $755
In the money
Last $290.37
Breakeven $464.63
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
25
1
153.6%
0.059
$0.98
760
$187.49
—
—
1
0
Call · $760
Last $0.98
Breakeven $760.98
Implied vol 153.6%
Delta 0.059 ≈6% ITM
Gamma 0.001
Theta -0.982
Vega 0.089
Open interest 25
Model this call
Put · $760
In the money
Last $187.49
Breakeven $572.51
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
26
1
156.6%
0.06
$8.30
765
—
—
—
—
0
Call · $765
Last $8.30
Breakeven $773.30
Implied vol 156.6%
Delta 0.06 ≈6% ITM
Gamma 0.001
Theta -1.005
Vega 0.089
Open interest 26
Model this call
Put · $765
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
17
2
143.1%
0.037
$0.80
770
$206.00
—
—
20
0
Call · $770
Last $0.80
Breakeven $770.80
Implied vol 143.1%
Delta 0.037 ≈4% ITM
Gamma 0.001
Theta -0.632
Vega 0.045
Open interest 17
Model this call
Put · $770
In the money
Last $206.00
Breakeven $564.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
36
1
163.2%
0.061
$0.55
775
—
—
—
—
0
Call · $775
Last $0.55
Breakeven $775.55
Implied vol 163.2%
Delta 0.061 ≈6% ITM
Gamma 0.001
Theta -1.071
Vega 0.09
Open interest 36
Model this call
Put · $775
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
15
14
160.1%
0.054
$0.40
780
—
—
—
—
0
Call · $780
Last $0.40
Breakeven $780.40
Implied vol 160.1%
Delta 0.054 ≈5% ITM
Gamma 0.001
Theta -0.943
Vega 0.09
Open interest 15
Model this call
Put · $780
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
22
5
164.2%
0.056
$6.38
785
$328.70
—
—
1
0
Call · $785
Last $6.38
Breakeven $791.38
Implied vol 164.2%
Delta 0.056 ≈6% ITM
Gamma 0.001
Theta -0.997
Vega 0.09
Open interest 22
Model this call
Put · $785
In the money
Last $328.70
Breakeven $456.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
22
2
139.5%
0.025
$1.69
790
—
—
—
—
0
Call · $790
Last $1.69
Breakeven $791.69
Implied vol 139.5%
Delta 0.025 ≈3% ITM
Gamma 0.001
Theta -0.446
Vega 0.045
Open interest 22
Model this call
Put · $790
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
27
2
149.7%
0.033
$1.33
795
—
—
—
—
0
Call · $795
Last $1.33
Breakeven $796.33
Implied vol 149.7%
Delta 0.033 ≈3% ITM
Gamma 0.001
Theta -0.592
Vega 0.046
Open interest 27
Model this call
Put · $795
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1.1k
582
136.1%
0.018
$0.53
800
$322.39
—
—
1
1
Call · $800
Last $0.53
Breakeven $800.53
Implied vol 136.1%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.325
Vega 0.046
Open interest 1.1k
Model this call
Put · $800
In the money
Last $322.39
Breakeven $477.61
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
88
2
171.2%
0.048
$5.50
810
—
—
—
—
0
Call · $810
Last $5.50
Breakeven $815.50
Implied vol 171.2%
Delta 0.048 ≈5% ITM
Gamma 0.001
Theta -0.925
Vega 0.092
Open interest 88
Model this call
Put · $810
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
33
3
175.6%
0.047
$0.10
820
—
—
—
—
0
Call · $820
Last $0.10
Breakeven $820.10
Implied vol 175.6%
Delta 0.047 ≈5% ITM
Gamma 0.001
Theta -0.941
Vega 0.092
Open interest 33
Model this call
Put · $820
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
12
2
205.1%
0.076
$3.60
830
—
—
—
—
0
Call · $830
Last $3.60
Breakeven $833.60
Implied vol 205.1%
Delta 0.076 ≈8% ITM
Gamma 0.001
Theta -1.605
Vega 0.092
Open interest 12
Model this call
Put · $830
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
96
1
186%
0.048
$0.45
840
—
—
—
—
0
Call · $840
Last $0.45
Breakeven $840.45
Implied vol 186%
Delta 0.048 ≈5% ITM
Gamma 0.001
Theta -1.015
Vega 0.093
Open interest 96
Model this call
Put · $840
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
37
21
186.8%
0.044
$0.35
850
—
—
—
—
0
Call · $850
Last $0.35
Breakeven $850.35
Implied vol 186.8%
Delta 0.044 ≈4% ITM
Gamma 0.001
Theta -0.941
Vega 0.094
Open interest 37
Model this call
Put · $850
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
22
4
213.7%
0.07
$2.69
860
—
—
—
—
0
Call · $860
Last $2.69
Breakeven $862.69
Implied vol 213.7%
Delta 0.07 ≈7% ITM
Gamma 0.001
Theta -1.549
Vega 0.094
Open interest 22
Model this call
Put · $860
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
22
1
196.7%
0.045
$2.56
870
—
—
—
—
0
Call · $870
Last $2.56
Breakeven $872.56
Implied vol 196.7%
Delta 0.045 ≈4% ITM
Gamma 0.001
Theta -1.009
Vega 0.095
Open interest 22
Model this call
Put · $870
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
34
2
200.3%
0.044
$2.39
880
—
—
—
—
0
Call · $880
Last $2.39
Breakeven $882.39
Implied vol 200.3%
Delta 0.044 ≈4% ITM
Gamma 0.001
Theta -1.011
Vega 0.095
Open interest 34
Model this call
Put · $880
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
54
120
171%
0.018
$0.88
890
—
—
—
—
0
Call · $890
Last $0.88
Breakeven $890.88
Implied vol 171%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.406
Vega 0.048
Open interest 54
Model this call
Put · $890
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
616
22
138.1%
0.003
$0.10
900
—
—
—
—
0
Call · $900
Last $0.10
Breakeven $900.10
Implied vol 138.1%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.076
Vega 0.008
Open interest 616
Model this call
Put · $900
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
21
1
205.9%
0.038
$2.05
910
—
—
—
—
0
Call · $910
Last $2.05
Breakeven $912.05
Implied vol 205.9%
Delta 0.038 ≈4% ITM
Gamma 0.001
Theta -0.933
Vega 0.048
Open interest 21
Model this call
Put · $910
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
2
181.1%
0.017
$1.50
920
—
—
—
—
0
Call · $920
Last $1.50
Breakeven $921.50
Implied vol 181.1%
Delta 0.017 ≈2% ITM
Gamma 0
Theta -0.419
Vega 0.049
Open interest 3
Model this call
Put · $920
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
80
87
131.8%
0.001
$0.04
930
$474.18
—
—
1
0
Call · $930
Last $0.04
Breakeven $930.04
Implied vol 131.8%
Delta 0.001 ≈0% ITM
Gamma 0
Theta -0.026
Vega 0.002
Open interest 80
Model this call
Put · $930
In the money
Last $474.18
Breakeven $455.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
18
55
165%
0.008
$0.02
940
$484.15
—
—
1
0
Call · $940
Last $0.02
Breakeven $940.02
Implied vol 165%
Delta 0.008 ≈1% ITM
Gamma 0
Theta -0.184
Vega 0.021
Open interest 18
Model this call
Put · $940
In the money
Last $484.15
Breakeven $455.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
92
1
144.4%
0.002
$0.21
950
—
—
—
—
0
Call · $950
Last $0.21
Breakeven $950.21
Implied vol 144.4%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.045
Vega 0.008
Open interest 92
Model this call
Put · $950
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
56
5
222.6%
0.037
$0.07
960
—
—
—
—
0
Call · $960
Last $0.07
Breakeven $960.07
Implied vol 222.6%
Delta 0.037 ≈4% ITM
Gamma 0
Theta -0.973
Vega 0.05
Open interest 56
Model this call
Put · $960
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
64
20
191.2%
0.014
$0.13
970
—
—
—
—
0
Call · $970
Last $0.13
Breakeven $970.13
Implied vol 191.2%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.38
Vega 0.021
Open interest 64
Model this call
Put · $970
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
85
196
168.2%
0.005
$1.11
980
—
—
—
—
0
Call · $980
Last $1.11
Breakeven $981.11
Implied vol 168.2%
Delta 0.005 ≈0% ITM
Gamma 0
Theta -0.13
Vega 0.008
Open interest 85
Model this call
Put · $980
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
41
3
214.8%
0.025
$0.21
990
$534.15
—
—
1
0
Call · $990
Last $0.21
Breakeven $990.21
Implied vol 214.8%
Delta 0.025 ≈2% ITM
Gamma 0
Theta -0.665
Vega 0.05
Open interest 41
Model this call
Put · $990
In the money
Last $534.15
Breakeven $455.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
34
24
149.1%
0.001
$0.10
1000
$544.12
—
—
1
0
Call · $1000
Last $0.10
Breakeven $1,000.10
Implied vol 149.1%
Delta 0.001 ≈0% ITM
Gamma 0
Theta -0.031
Vega 0.002
Open interest 34
Model this call
Put · $1000
In the money
Last $544.12
Breakeven $455.88
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
21
2
209.5%
0.016
$0.19
1020
—
—
—
—
0
Call · $1020
Last $0.19
Breakeven $1,020.19
Implied vol 209.5%
Delta 0.016 ≈2% ITM
Gamma 0
Theta -0.445
Vega 0.022
Open interest 21
Model this call
Put · $1020
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
761
183
165.4%
0.002
$0.02
1040
—
—
—
—
0
Call · $1040
Last $0.02
Breakeven $1,040.02
Implied vol 165.4%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.047
Vega 0.002
Open interest 761
Model this call
Put · $1040
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put