1000 |
^SPX |
12/15(81) |
CALL |
4350.00 / 4370.00 |
$1,150 / $850 / 1.35 |
46.07% / $71.31 / 8.39% / 39.46% |
47.53% / $4,361.50 |
$11.50 / $138.80 / $127.30 / 75 |
99 / 93.26% / 50 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPX.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.93% |
$138.80 / 90 |
$139.80 / 90 |
230 / 10,292 |
13.688681% |
0.556719 |
-1.312814 |
0.000886 |
8.279571 |
5.171671 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4370.00 |
51.39% |
$126.40 / 15 |
$127.30 / 75 |
1,376 / 1,607 |
13.473518% |
0.539016 |
-1.310053 |
0.000891 |
8.324216 |
5.015927 |
|
999 |
Legs |
12/15(81) |
CALL |
4350.00 / 4375.00 |
$1,460 / $1,040 / 1.40 |
46.07% / $111.64 / 10.73% / 52.34% |
47.92% / $4,364.60 |
$14.60 / $138.80 / $124.20 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.93% |
$138.80 / 90 |
$139.80 / 90 |
230 / 10,292 |
13.688681% |
0.556719 |
-1.312814 |
0.000886 |
8.279571 |
5.171671 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4375.00 |
50.76% |
$123.30 / 75 |
$124.20 / 15 |
2,857 / 6,166 |
13.411408% |
0.534589 |
-1.309032 |
0.000891 |
8.332790 |
4.976854 |
|
998 |
Legs |
12/15(81) |
CALL |
4355.00 / 4385.00 |
$1,730 / $1,270 / 1.36 |
46.70% / $131.01 / 10.32% / 49.98% |
48.90% / $4,372.30 |
$17.30 / $135.60 / $118.30 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4355.00 |
53.30% |
$135.60 / 15 |
$136.60 / 15 |
0 / 19 |
13.630163% |
0.552295 |
-1.312323 |
0.000887 |
8.292284 |
5.132828 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4385.00 |
49.49% |
$117.40 / 91 |
$118.30 / 75 |
2,919 / 1,297 |
13.311309% |
0.525739 |
-1.306594 |
0.000893 |
8.346833 |
4.898585 |
|
997 |
Legs |
12/15(81) |
CALL |
4350.00 / 4380.00 |
$1,770 / $1,230 / 1.44 |
46.07% / $151.96 / 12.35% / 61.76% |
48.31% / $4,367.70 |
$17.70 / $138.80 / $121.10 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.93% |
$138.80 / 90 |
$139.80 / 90 |
230 / 10,292 |
13.688681% |
0.556719 |
-1.312814 |
0.000886 |
8.279571 |
5.171671 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
50.13% |
$120.30 / 60 |
$121.10 / 15 |
5,009 / 2,157 |
13.351359% |
0.530164 |
-1.307879 |
0.000892 |
8.340328 |
4.937739 |
|
996 |
Legs |
12/15(81) |
CALL |
4355.00 / 4375.00 |
$1,140 / $860 / 1.33 |
46.70% / $74.01 / 8.61% / 40.61% |
48.15% / $4,366.40 |
$11.40 / $135.60 / $124.20 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4355.00 |
53.30% |
$135.60 / 15 |
$136.60 / 15 |
0 / 19 |
13.630163% |
0.552295 |
-1.312323 |
0.000887 |
8.292284 |
5.132828 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4375.00 |
50.76% |
$123.30 / 75 |
$124.20 / 15 |
2,857 / 6,166 |
13.411408% |
0.534589 |
-1.309032 |
0.000891 |
8.332790 |
4.976854 |
|
885 |
Legs |
11/17(53) |
CALL |
4350.00 / 4380.00 |
$1,690 / $1,310 / 1.29 |
47.06% / $101.70 / 7.76% / 58.26% |
49.69% / $4,366.90 |
$16.90 / $107.50 / $90.60 / 135 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4350.00 |
52.94% |
$107.50 / 135 |
$108.50 / 15 |
800 / 1,118 |
13.499102% |
0.544583 |
-1.545187 |
0.001086 |
6.806622 |
3.447704 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
4380.00 |
48.28% |
$89.70 / 75 |
$90.60 / 135 |
151 / 95 |
13.133334% |
0.512047 |
-1.536791 |
0.001092 |
6.846314 |
3.249970 |
|
|
|
995 |
^SPXW |
12/15(81) |
CALL |
4350.00 / 4360.00 |
$570 / $430 / 1.33 |
46.49% / $34.93 / 8.12% / 38.05% |
47.21% / $4,355.70 |
$5.70 / $137.80 / $132.10 / 7 |
99 / 95.01% / 44 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPXW.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4360.00 |
52.25% |
$131.70 / 7 |
$132.10 / 7 |
2 / 22 |
13.631235% |
0.545300 |
-1.321042 |
0.000880 |
8.304834 |
5.063640 |
|
994 |
Legs |
12/15(81) |
CALL |
4350.00 / 4365.00 |
$880 / $620 / 1.42 |
46.49% / $77.40 / 12.48% / 62.52% |
47.60% / $4,358.80 |
$8.80 / $137.80 / $129.00 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4365.00 |
51.62% |
$128.60 / 7 |
$129.00 / 7 |
11 / 15 |
13.574630% |
0.540917 |
-1.320234 |
0.000881 |
8.314778 |
5.025097 |
|
992 |
Legs |
12/15(81) |
CALL |
4350.00 / 4380.00 |
$1,790 / $1,210 / 1.48 |
46.49% / $184.79 / 15.27% / 79.81% |
48.74% / $4,367.90 |
$17.90 / $137.80 / $119.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
49.74% |
$119.50 / 7 |
$119.90 / 7 |
37 / 68 |
13.405311% |
0.527768 |
-1.317024 |
0.000884 |
8.338525 |
4.909188 |
|
990 |
Legs |
12/15(81) |
CALL |
4355.00 / 4365.00 |
$580 / $420 / 1.38 |
47.12% / $51.22 / 12.20% / 60.81% |
47.85% / $4,360.80 |
$5.80 / $134.80 / $129.00 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4355.00 |
52.88% |
$134.80 / 7 |
$135.20 / 7 |
6 / 3 |
13.683921% |
0.549684 |
-1.321719 |
0.000879 |
8.293875 |
5.102128 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4365.00 |
51.62% |
$128.60 / 7 |
$129.00 / 7 |
11 / 15 |
13.574630% |
0.540917 |
-1.320234 |
0.000881 |
8.314778 |
5.025097 |
|
989 |
Legs |
12/15(81) |
CALL |
4350.00 / 4370.00 |
$1,190 / $810 / 1.47 |
46.49% / $119.86 / 14.80% / 76.78% |
47.99% / $4,361.90 |
$11.90 / $137.80 / $125.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4370.00 |
50.99% |
$125.50 / 7 |
$125.90 / 7 |
14 / 59 |
13.514112% |
0.536533 |
-1.319294 |
0.000882 |
8.323708 |
4.986504 |
|
963 |
Legs |
11/30(66) |
CALL |
4350.00 / 4360.00 |
$570 / $430 / 1.33 |
47.04% / $40.36 / 9.39% / 57.11% |
47.83% / $4,355.70 |
$5.70 / $120.30 / $114.60 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/30/2023 (W) |
CALL |
4350.00 |
52.96% |
$120.30 / 26 |
$120.90 / 26 |
252 / 350 |
13.476448% |
0.547689 |
-1.430480 |
0.000969 |
7.531208 |
4.219821 |
S&P / Index |
Long (Buy) |
11/30/2023 (W) |
CALL |
4360.00 |
51.57% |
$114.10 / 7 |
$114.60 / 14 |
27 / 59 |
13.351263% |
0.538011 |
-1.428901 |
0.000972 |
7.551013 |
4.148838 |
|
|
993 |
XLV |
12/15(81) |
CALL |
131.00 / 133.00 |
$111 / $89 / 1.25 |
48.04% / $7.07 / 7.95% / 37.12% |
53.38% / $132.11 |
$1.11 / $3.75 / $2.64 / 19 |
60 / 33.40% / 95 |
5 |
Legs |
Vertical |
Bearish |
$130.15 (-0.21%) / 7.79M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
XLV |
Short (Sell) |
12/15/2023 (M) |
CALL |
131.00 |
51.96% |
$3.75 / 184 |
$3.85 / 136 |
22 / 348 |
13.382603% |
0.537533 |
-0.032411 |
0.033640 |
0.249528 |
0.152052 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
133.00 |
42.41% |
$2.58 / 52 |
$2.64 / 19 |
0 / 259 |
12.427873% |
0.470651 |
-0.031890 |
0.033726 |
0.250161 |
0.133855 |
|
991 |
Legs |
12/15(81) |
CALL |
131.00 / 134.00 |
$162 / $138 / 1.17 |
48.04% / $7.75 / 5.62% / 25.32% |
55.80% / $132.62 |
$1.62 / $3.75 / $2.13 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
131.00 |
51.96% |
$3.75 / 184 |
$3.85 / 136 |
22 / 348 |
13.382603% |
0.537533 |
-0.032411 |
0.033640 |
0.249528 |
0.152052 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
134.00 |
37.82% |
$2.09 / 67 |
$2.13 / 13 |
0 / 117 |
12.030098% |
0.437755 |
-0.031342 |
0.033416 |
0.247861 |
0.124809 |
|
987 |
Legs |
12/15(81) |
CALL |
131.00 / 135.00 |
$205 / $195 / 1.05 |
48.04% / $4.27 / 2.19% / 9.35% |
57.82% / $133.05 |
$2.05 / $3.75 / $1.70 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
131.00 |
51.96% |
$3.75 / 184 |
$3.85 / 136 |
22 / 348 |
13.382603% |
0.537533 |
-0.032411 |
0.033640 |
0.249528 |
0.152052 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
135.00 |
33.42% |
$1.65 / 43 |
$1.70 / 13 |
3 / 1,904 |
11.676853% |
0.405514 |
-0.030617 |
0.032884 |
0.243921 |
0.115887 |
|
837 |
Legs |
12/15(81) |
CALL |
132.00 / 134.00 |
$102 / $98 / 1.04 |
52.85% / $8.54 / 8.71% / 41.17% |
57.68% / $133.02 |
$1.02 / $3.15 / $2.13 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
132.00 |
47.15% |
$3.15 / 74 |
$3.25 / 329 |
0 / 113 |
12.981850% |
0.503986 |
-0.032249 |
0.033803 |
0.250734 |
0.142960 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
134.00 |
37.82% |
$2.09 / 67 |
$2.13 / 13 |
0 / 117 |
12.030098% |
0.437755 |
-0.031342 |
0.033416 |
0.247861 |
0.124809 |
|
797 |
Legs |
12/15(81) |
CALL |
132.00 / 135.00 |
$145 / $155 / 0.94 |
52.85% / $7.74 / 5.00% / 22.29% |
59.67% / $133.45 |
$1.45 / $3.15 / $1.70 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
132.00 |
47.15% |
$3.15 / 74 |
$3.25 / 329 |
0 / 113 |
12.981850% |
0.503986 |
-0.032249 |
0.033803 |
0.250734 |
0.142960 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
135.00 |
33.42% |
$1.65 / 43 |
$1.70 / 13 |
3 / 1,904 |
11.676853% |
0.405514 |
-0.030617 |
0.032884 |
0.243921 |
0.115887 |
|
765 |
Legs |
11/17(53) |
CALL |
131.00 / 133.00 |
$107 / $93 / 1.15 |
48.90% / $5.48 / 5.89% / 42.13% |
55.19% / $132.07 |
$1.07 / $2.88 / $1.81 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
131.00 |
51.10% |
$2.88 / 32 |
$2.92 / 11 |
145 / 313 |
12.856818% |
0.527542 |
-0.038596 |
0.041226 |
0.205061 |
0.101464 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
133.00 |
39.49% |
$1.77 / 77 |
$1.81 / 139 |
15 / 219 |
11.885929% |
0.445844 |
-0.037637 |
0.040968 |
0.203780 |
0.086205 |
|
|
988 |
VTI |
12/15(81) |
CALL |
215.00 / 220.00 |
$270 / $230 / 1.17 |
48.15% / $12.42 / 5.40% / 24.24% |
54.87% / $217.70 |
$2.70 / $7.30 / $4.60 / 16 |
97 / 86.48% / 60 |
5 |
Legs |
Vertical |
Bearish |
$213.53 (-0.26%) / 3.26M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
VTI |
Short (Sell) |
12/15/2023 (M) |
CALL |
215.00 |
51.85% |
$7.30 / 16 |
$7.60 / 494 |
5 / 412 |
16.138978% |
0.541563 |
-0.061160 |
0.017436 |
0.409545 |
0.248427 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
220.00 |
39.57% |
$4.40 / 30 |
$4.60 / 109 |
16 / 427 |
14.516394% |
0.455132 |
-0.059901 |
0.017437 |
0.409571 |
0.210478 |
|
977 |
Legs |
12/15(81) |
CALL |
215.00 / 225.00 |
$490 / $510 / 0.96 |
48.15% / $7.83 / 1.53% / 6.49% |
60.20% / $219.90 |
$4.90 / $7.30 / $2.40 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
215.00 |
51.85% |
$7.30 / 16 |
$7.60 / 494 |
5 / 412 |
16.138978% |
0.541563 |
-0.061160 |
0.017436 |
0.409545 |
0.248427 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
225.00 |
28.48% |
$2.30 / 26 |
$2.40 / 98 |
116 / 954 |
13.179980% |
0.372562 |
-0.056297 |
0.016656 |
0.391232 |
0.173495 |
|
782 |
Legs |
12/15(81) |
CALL |
215.00 / 235.00 |
$685 / $1,315 / 0.52 |
48.15% / $15.17 / 1.15% / 4.85% |
64.73% / $221.85 |
$6.85 / $7.30 / $0.45 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
215.00 |
51.85% |
$7.30 / 16 |
$7.60 / 494 |
5 / 412 |
16.138978% |
0.541563 |
-0.061160 |
0.017436 |
0.409545 |
0.248427 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
235.00 |
12.36% |
$0.40 / 1 |
$0.45 / 182 |
7 / 371 |
11.736227% |
0.230764 |
-0.044256 |
0.013402 |
0.314785 |
0.108668 |
|
579 |
Legs |
12/15(81) |
CALL |
215.00 / 240.00 |
$710 / $1,790 / 0.40 |
48.15% / $68.49 / 3.83% / 16.77% |
65.29% / $222.10 |
$7.10 / $7.30 / $0.20 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
215.00 |
51.85% |
$7.30 / 16 |
$7.60 / 494 |
5 / 412 |
16.138978% |
0.541563 |
-0.061160 |
0.017436 |
0.409545 |
0.248427 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
7.47% |
$0.15 / 17 |
$0.20 / 225 |
21 / 310 |
11.706522% |
0.174753 |
-0.037160 |
0.011349 |
0.266568 |
0.082662 |
|
563 |
Legs |
12/15(81) |
CALL |
215.00 / 245.00 |
$715 / $2,285 / 0.31 |
48.15% / $138.32 / 6.05% / 27.46% |
65.40% / $222.15 |
$7.15 / $7.30 / $0.15 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
215.00 |
51.85% |
$7.30 / 16 |
$7.60 / 494 |
5 / 412 |
16.138978% |
0.541563 |
-0.061160 |
0.017436 |
0.409545 |
0.248427 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
245.00 |
4.26% |
$0.05 / 103 |
$0.15 / 982 |
0 / 129 |
12.418754% |
0.129090 |
-0.030168 |
0.009279 |
0.217939 |
0.061302 |
|
400 |
Legs |
10/20(25) |
CALL |
215.00 / 245.00 |
$325 / $2,675 / 0.12 |
49.61% / $154.42 / 5.77% / 96.10% |
63.31% / $218.25 |
$3.25 / $3.60 / $0.35 / 111 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
215.00 |
50.39% |
$3.60 / 111 |
$3.80 / 789 |
21 / 201 |
14.596799% |
0.520048 |
-0.099442 |
0.030059 |
0.240884 |
0.084438 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
245.00 |
0.12% |
0 / 0 |
$0.35 / 518 |
0 / 1 |
27.435593% |
0.019335 |
-0.011070 |
0.003553 |
0.028475 |
0.003226 |
|
|
986 |
QQQ |
12/15(81) |
CALL |
361.00 / 367.00 |
$336 / $264 / 1.27 |
49.28% / $31.67 / 12.00% / 59.64% |
52.96% / $364.36 |
$3.36 / $15.61 / $12.25 / 30 |
97 / 93.40% / 95 |
5 |
Legs |
Vertical |
Bearish |
$358.23 (+0.10%) / 51.59M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
QQQ |
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
367.00 |
44.18% |
$12.21 / 167 |
$12.25 / 30 |
280 / 485 |
19.680550% |
0.500184 |
-0.137905 |
0.007734 |
0.692187 |
0.375452 |
|
985 |
Legs |
12/15(81) |
CALL |
361.00 / 366.00 |
$282 / $218 / 1.29 |
49.28% / $28.39 / 13.02% / 65.77% |
52.37% / $363.82 |
$2.82 / $15.61 / $12.79 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
366.00 |
45.26% |
$12.75 / 169 |
$12.79 / 43 |
478 / 1,178 |
19.815597% |
0.507781 |
-0.138120 |
0.007733 |
0.692032 |
0.380790 |
|
984 |
Legs |
12/15(81) |
CALL |
361.00 / 365.00 |
$227 / $173 / 1.31 |
49.28% / $24.11 / 13.94% / 71.38% |
51.77% / $363.27 |
$2.27 / $15.61 / $13.34 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
365.00 |
46.34% |
$13.30 / 200 |
$13.34 / 50 |
350 / 8,272 |
19.948803% |
0.515396 |
-0.138290 |
0.007728 |
0.691624 |
0.386126 |
|
982 |
Legs |
12/15(81) |
CALL |
361.00 / 364.00 |
$171 / $129 / 1.33 |
49.28% / $18.84 / 14.60% / 75.53% |
51.16% / $362.71 |
$1.71 / $15.61 / $13.90 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
364.00 |
47.43% |
$13.86 / 168 |
$13.90 / 55 |
34 / 6,595 |
20.080402% |
0.523026 |
-0.138416 |
0.007721 |
0.690962 |
0.391456 |
|
980 |
Legs |
12/15(81) |
CALL |
361.00 / 363.00 |
$114 / $86 / 1.33 |
49.28% / $12.56 / 14.60% / 75.53% |
50.53% / $362.14 |
$1.14 / $15.61 / $14.47 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
363.00 |
48.52% |
$14.43 / 255 |
$14.47 / 13 |
227 / 2,792 |
20.210770% |
0.530669 |
-0.138496 |
0.007710 |
0.690043 |
0.396780 |
|
687 |
Legs |
11/17(53) |
CALL |
361.00 / 366.00 |
$273 / $227 / 1.20 |
49.84% / $22.19 / 9.78% / 77.32% |
53.50% / $363.73 |
$2.73 / $12.15 / $9.42 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
361.00 |
50.16% |
$12.15 / 216 |
$12.19 / 18 |
587 / 228 |
20.030346% |
0.534829 |
-0.165625 |
0.009412 |
0.564863 |
0.273516 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
366.00 |
43.49% |
$9.39 / 216 |
$9.42 / 20 |
359 / 567 |
19.284622% |
0.488080 |
-0.164604 |
0.009445 |
0.566853 |
0.250838 |
|
|
983 |
DIA |
12/15(81) |
CALL |
342.00 / 348.00 |
$325 / $275 / 1.18 |
48.84% / $19.24 / 7.00% / 32.21% |
54.85% / $345.25 |
$3.25 / $9.35 / $6.10 / 31 |
92 / 82.30% / 92 |
5 |
Legs |
Vertical |
Bearish |
$339.95 (-0.18%) / 3.38M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
DIA |
Short (Sell) |
12/15/2023 (M) |
CALL |
342.00 |
51.16% |
$9.35 / 93 |
$9.50 / 164 |
4 / 20 |
13.024217% |
0.531501 |
-0.082495 |
0.012971 |
0.651461 |
0.392640 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
348.00 |
40.19% |
$5.95 / 286 |
$6.10 / 31 |
0 / 151 |
12.033064% |
0.454391 |
-0.080772 |
0.012940 |
0.649919 |
0.337734 |
|
981 |
Legs |
12/15(81) |
CALL |
342.00 / 346.00 |
$220 / $180 / 1.22 |
48.84% / $15.35 / 8.53% / 40.20% |
52.92% / $344.20 |
$2.20 / $9.35 / $7.15 / 93 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
342.00 |
51.16% |
$9.35 / 93 |
$9.50 / 164 |
4 / 20 |
13.024217% |
0.531501 |
-0.082495 |
0.012971 |
0.651461 |
0.392640 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
346.00 |
43.78% |
$7.00 / 154 |
$7.15 / 173 |
5 / 1,631 |
12.355027% |
0.479907 |
-0.081645 |
0.013005 |
0.653161 |
0.356006 |
|
979 |
Legs |
12/15(81) |
CALL |
342.00 / 347.00 |
$270 / $230 / 1.17 |
48.84% / $14.62 / 6.36% / 28.97% |
53.84% / $344.70 |
$2.70 / $9.35 / $6.65 / 93 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
342.00 |
51.16% |
$9.35 / 93 |
$9.50 / 164 |
4 / 20 |
13.024217% |
0.531501 |
-0.082495 |
0.012971 |
0.651461 |
0.392640 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
347.00 |
41.97% |
$6.40 / 675 |
$6.65 / 209 |
0 / 137 |
12.171553% |
0.467115 |
-0.081245 |
0.012979 |
0.651874 |
0.346857 |
|
976 |
Legs |
12/15(81) |
CALL |
342.00 / 345.00 |
$165 / $135 / 1.22 |
48.84% / $11.52 / 8.53% / 40.20% |
51.90% / $343.65 |
$1.65 / $9.35 / $7.70 / 93 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
342.00 |
51.16% |
$9.35 / 93 |
$9.50 / 164 |
4 / 20 |
13.024217% |
0.531501 |
-0.082495 |
0.012971 |
0.651461 |
0.392640 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
345.00 |
45.61% |
$7.55 / 209 |
$7.70 / 130 |
4 / 1,681 |
12.507851% |
0.492755 |
-0.081972 |
0.013017 |
0.653770 |
0.365169 |
|
958 |
Legs |
12/15(81) |
CALL |
342.00 / 344.00 |
$105 / $95 / 1.11 |
48.84% / $2.68 / 2.82% / 12.16% |
50.79% / $343.05 |
$1.05 / $9.35 / $8.30 / 93 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
342.00 |
51.16% |
$9.35 / 93 |
$9.50 / 164 |
4 / 20 |
13.024217% |
0.531501 |
-0.082495 |
0.012971 |
0.651461 |
0.392640 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
344.00 |
47.45% |
$8.10 / 259 |
$8.30 / 179 |
2 / 164 |
12.670162% |
0.505646 |
-0.082223 |
0.013016 |
0.653693 |
0.374336 |
|
667 |
Legs |
11/17(53) |
CALL |
342.00 / 346.00 |
$215 / $185 / 1.16 |
49.70% / $14.21 / 7.68% / 57.53% |
54.57% / $344.15 |
$2.15 / $7.30 / $5.15 / 53 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
342.00 |
50.30% |
$7.30 / 53 |
$7.40 / 35 |
0 / 33 |
12.837878% |
0.521683 |
-0.098568 |
0.015894 |
0.535291 |
0.261994 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
346.00 |
41.31% |
$5.05 / 162 |
$5.15 / 142 |
2 / 89 |
12.078171% |
0.458609 |
-0.096956 |
0.015841 |
0.533503 |
0.231260 |
|
|
978 |
^XSP |
12/15(81) |
CALL |
437.00 / 443.00 |
$320 / $280 / 1.14 |
48.25% / $9.74 / 3.48% / 15.17% |
52.27% / $440.20 |
$3.20 / $12.62 / $9.42 / 74 |
99 / 92.03% / 55 |
5 |
Legs |
Vertical |
Bearish |
$432.01 (-0.23%) |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
XSP.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
437.00 |
51.75% |
$12.62 / 113 |
$13.01 / 113 |
0 / 2 |
13.565609% |
0.541734 |
-0.131877 |
0.008830 |
0.832430 |
0.504051 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
443.00 |
44.26% |
$9.33 / 74 |
$9.42 / 74 |
0 / 272 |
12.894816% |
0.489172 |
-0.129915 |
0.008875 |
0.836706 |
0.457390 |
|
975 |
Legs |
12/15(81) |
CALL |
437.00 / 442.00 |
$267 / $233 / 1.15 |
48.25% / $8.24 / 3.54% / 15.42% |
51.60% / $439.67 |
$2.67 / $12.62 / $9.95 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
437.00 |
51.75% |
$12.62 / 113 |
$13.01 / 113 |
0 / 2 |
13.565609% |
0.541734 |
-0.131877 |
0.008830 |
0.832430 |
0.504051 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
442.00 |
45.49% |
$9.89 / 56 |
$9.95 / 56 |
0 / 795 |
13.014723% |
0.497895 |
-0.130370 |
0.008878 |
0.837002 |
0.465179 |
|
970 |
Legs |
12/15(81) |
CALL |
437.00 / 441.00 |
$212 / $188 / 1.13 |
48.25% / $4.99 / 2.65% / 11.42% |
50.91% / $439.12 |
$2.12 / $12.62 / $10.50 / 70 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
437.00 |
51.75% |
$12.62 / 113 |
$13.01 / 113 |
0 / 2 |
13.565609% |
0.541734 |
-0.131877 |
0.008830 |
0.832430 |
0.504051 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
441.00 |
46.73% |
$10.41 / 70 |
$10.50 / 70 |
72 / 28 |
13.105352% |
0.506638 |
-0.130774 |
0.008877 |
0.836898 |
0.472968 |
|
969 |
Legs |
12/15(81) |
CALL |
438.00 / 443.00 |
$273 / $227 / 1.20 |
49.51% / $20.53 / 9.05% / 42.98% |
52.93% / $440.73 |
$2.73 / $12.15 / $9.42 / 74 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
438.00 |
50.49% |
$12.15 / 121 |
$12.24 / 121 |
0 / 16 |
13.438683% |
0.532950 |
-0.131679 |
0.008848 |
0.834157 |
0.496300 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
443.00 |
44.26% |
$9.33 / 74 |
$9.42 / 74 |
0 / 272 |
12.894816% |
0.489172 |
-0.129915 |
0.008875 |
0.836706 |
0.457390 |
|
968 |
Legs |
12/15(81) |
CALL |
438.00 / 442.00 |
$220 / $180 / 1.22 |
49.51% / $18.03 / 10.02% / 48.30% |
52.27% / $440.20 |
$2.20 / $12.15 / $9.95 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
438.00 |
50.49% |
$12.15 / 121 |
$12.24 / 121 |
0 / 16 |
13.438683% |
0.532950 |
-0.131679 |
0.008848 |
0.834157 |
0.496300 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
442.00 |
45.49% |
$9.89 / 56 |
$9.95 / 56 |
0 / 795 |
13.014723% |
0.497895 |
-0.130370 |
0.008878 |
0.837002 |
0.465179 |
|
783 |
Legs |
11/17(53) |
CALL |
436.00 / 440.00 |
$218 / $182 / 1.20 |
48.16% / $10.66 / 5.86% / 41.83% |
51.52% / $438.18 |
$2.18 / $10.26 / $8.08 / 65 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
436.00 |
51.84% |
$10.26 / 114 |
$10.38 / 114 |
5 / 7 |
13.492557% |
0.537040 |
-0.155400 |
0.010795 |
0.682470 |
0.340277 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
45.69% |
$7.96 / 65 |
$8.08 / 65 |
52 / 18 |
12.982360% |
0.494044 |
-0.153847 |
0.010841 |
0.685350 |
0.314073 |
|
|
974 |
SPY |
12/15(81) |
CALL |
434.00 / 440.00 |
$361 / $239 / 1.51 |
49.00% / $54.99 / 23.01% / 135.11% |
53.42% / $437.61 |
$3.61 / $14.25 / $10.64 / 40 |
97 / 89.16% / 93 |
5 |
Legs |
Vertical |
Bearish |
$430.60 (-0.18%) / 100.83M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPY |
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
43.69% |
$10.62 / 80 |
$10.64 / 40 |
14,648 / 21,259 |
14.631692% |
0.484892 |
-0.123520 |
0.008611 |
0.829935 |
0.450356 |
|
971 |
Legs |
12/15(81) |
CALL |
435.00 / 441.00 |
$352 / $248 / 1.42 |
50.23% / $53.37 / 21.52% / 123.58% |
54.52% / $438.52 |
$3.52 / $13.61 / $10.09 / 139 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
435.00 |
49.77% |
$13.61 / 139 |
$13.65 / 89 |
3,073 / 13,669 |
15.419448% |
0.527482 |
-0.124559 |
0.008593 |
0.828167 |
0.487922 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
441.00 |
42.50% |
$10.06 / 190 |
$10.09 / 150 |
239 / 4,546 |
14.482190% |
0.476434 |
-0.123163 |
0.008603 |
0.829152 |
0.442846 |
|
967 |
Legs |
12/15(81) |
CALL |
436.00 / 442.00 |
$345 / $255 / 1.35 |
51.45% / $53.73 / 21.07% / 120.18% |
55.65% / $439.45 |
$3.45 / $12.99 / $9.54 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
436.00 |
48.55% |
$12.99 / 59 |
$13.02 / 59 |
133 / 4,387 |
15.261040% |
0.518936 |
-0.124452 |
0.008604 |
0.829286 |
0.480420 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
442.00 |
41.31% |
$9.51 / 250 |
$9.54 / 40 |
444 / 8,544 |
14.321951% |
0.468006 |
-0.122758 |
0.008591 |
0.827996 |
0.435345 |
|
966 |
Legs |
12/15(81) |
CALL |
434.00 / 439.00 |
$304 / $196 / 1.55 |
49.00% / $48.99 / 25.00% / 151.20% |
52.73% / $437.04 |
$3.04 / $14.25 / $11.21 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
439.00 |
44.90% |
$11.18 / 59 |
$11.21 / 59 |
65 / 2,680 |
14.777208% |
0.493374 |
-0.123827 |
0.008615 |
0.830343 |
0.457873 |
|
964 |
Legs |
12/15(81) |
CALL |
435.00 / 440.00 |
$297 / $203 / 1.46 |
50.23% / $48.14 / 23.71% / 140.73% |
53.86% / $437.97 |
$2.97 / $13.61 / $10.64 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
435.00 |
49.77% |
$13.61 / 139 |
$13.65 / 89 |
3,073 / 13,669 |
15.419448% |
0.527482 |
-0.124559 |
0.008593 |
0.828167 |
0.487922 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
43.69% |
$10.62 / 80 |
$10.64 / 40 |
14,648 / 21,259 |
14.631692% |
0.484892 |
-0.123520 |
0.008611 |
0.829935 |
0.450356 |
|
828 |
Legs |
11/17(53) |
CALL |
434.00 / 440.00 |
$343 / $257 / 1.34 |
49.77% / $41.62 / 16.19% / 151.32% |
54.90% / $437.43 |
$3.43 / $11.06 / $7.63 / 230 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
434.00 |
50.23% |
$11.06 / 242 |
$11.08 / 108 |
1,822 / 3,144 |
15.237378% |
0.525733 |
-0.148914 |
0.010509 |
0.679231 |
0.331182 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
41.33% |
$7.61 / 305 |
$7.63 / 230 |
7,828 / 15,103 |
14.213333% |
0.463206 |
-0.146743 |
0.010491 |
0.678052 |
0.293206 |
|
|
973 |
^RUT |
12/15(81) |
CALL |
1790.00 / 1830.00 |
$2,060 / $1,940 / 1.06 |
48.17% / $0.43 / 0.02% / 0.09% |
53.13% / $1,810.60 |
$20.60 / $68.80 / $48.20 / 9 |
93 / 85.55% / 33 |
5 |
Legs |
Vertical |
Bearish |
$1776.503 (-0.30%) |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
RUT.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
1790.00 |
51.83% |
$68.80 / 9 |
$69.40 / 14 |
0 / 64 |
17.476908% |
0.550753 |
-0.655504 |
0.001689 |
3.409705 |
2.056269 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1830.00 |
42.29% |
$47.80 / 28 |
$48.20 / 65 |
0 / 80 |
16.831183% |
0.483697 |
-0.646854 |
0.001701 |
3.434690 |
1.820285 |
|
972 |
Legs |
12/15(81) |
CALL |
1790.00 / 1810.00 |
$1,060 / $940 / 1.13 |
48.17% / $23.40 / 2.49% / 10.68% |
50.73% / $1,800.60 |
$10.60 / $68.80 / $58.20 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1790.00 |
51.83% |
$68.80 / 9 |
$69.40 / 14 |
0 / 64 |
17.476908% |
0.550753 |
-0.655504 |
0.001689 |
3.409705 |
2.056269 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1810.00 |
47.01% |
$57.80 / 13 |
$58.20 / 8 |
115 / 602 |
17.146708% |
0.517101 |
-0.653144 |
0.001701 |
3.434402 |
1.938531 |
|
961 |
Legs |
12/15(81) |
CALL |
1790.00 / 1800.00 |
$520 / $480 / 1.08 |
48.17% / $1.70 / 0.35% / 1.47% |
49.43% / $1,795.20 |
$5.20 / $68.80 / $63.60 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1790.00 |
51.83% |
$68.80 / 9 |
$69.40 / 14 |
0 / 64 |
17.476908% |
0.550753 |
-0.655504 |
0.001689 |
3.409705 |
2.056269 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1800.00 |
49.41% |
$63.20 / 9 |
$63.60 / 8 |
262 / 5,699 |
17.304873% |
0.533911 |
-0.654824 |
0.001697 |
3.425135 |
1.997526 |
|
902 |
Legs |
12/15(81) |
CALL |
1800.00 / 1830.00 |
$1,500 / $1,500 / 1.00 |
50.59% / $25.94 / 1.73% / 7.34% |
54.18% / $1,815.00 |
$15.00 / $63.20 / $48.20 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1800.00 |
49.41% |
$63.20 / 9 |
$63.60 / 8 |
262 / 5,699 |
17.304873% |
0.533911 |
-0.654824 |
0.001697 |
3.425135 |
1.997526 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1830.00 |
42.29% |
$47.80 / 28 |
$48.20 / 65 |
0 / 80 |
16.831183% |
0.483697 |
-0.646854 |
0.001701 |
3.434690 |
1.820285 |
|
860 |
Legs |
12/15(81) |
CALL |
1800.00 / 1810.00 |
$500 / $500 / 1.00 |
50.59% / $6.18 / 1.24% / 5.20% |
51.79% / $1,805.00 |
$5.00 / $63.20 / $58.20 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1800.00 |
49.41% |
$63.20 / 9 |
$63.60 / 8 |
262 / 5,699 |
17.304873% |
0.533911 |
-0.654824 |
0.001697 |
3.425135 |
1.997526 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1810.00 |
47.01% |
$57.80 / 13 |
$58.20 / 8 |
115 / 602 |
17.146708% |
0.517101 |
-0.653144 |
0.001701 |
3.434402 |
1.938531 |
|
586 |
Legs |
11/17(53) |
CALL |
1790.00 / 1815.00 |
$1,280 / $1,220 / 1.05 |
48.94% / $8.35 / 0.68% / 4.28% |
52.72% / $1,802.80 |
$12.80 / $54.00 / $41.20 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1790.00 |
51.06% |
$54.00 / 19 |
$54.60 / 34 |
0 / 88 |
17.395393% |
0.538585 |
-0.778175 |
0.002070 |
2.801823 |
1.376057 |
RUSSELL / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
1815.00 |
43.73% |
$40.70 / 52 |
$41.20 / 10 |
1 / 9 |
16.883394% |
0.487147 |
-0.770964 |
0.002078 |
2.813539 |
1.250848 |
|
|
965 |
XLF |
12/15(81) |
CALL |
34.00 / 35.00 |
$53 / $47 / 1.13 |
50.50% / $4.20 / 8.93% / 42.36% |
57.96% / $34.53 |
$0.53 / $1.21 / $0.68 / 47 |
97 / 97.15% / 99 |
5 |
Legs |
Vertical |
Bearish |
$33.72 (-0.59%) / 41.69M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
XLF |
Short (Sell) |
12/15/2023 (M) |
CALL |
34.00 |
49.50% |
$1.21 / 47 |
$1.22 / 173 |
424 / 22,291 |
17.733066% |
0.528357 |
-0.010342 |
0.099722 |
0.064714 |
0.037916 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
35.74% |
$0.67 / 140 |
$0.68 / 852 |
594 / 54,881 |
15.951302% |
0.430527 |
-0.010050 |
0.098581 |
0.063973 |
0.031203 |
|
890 |
Legs |
12/15(81) |
CALL |
34.00 / 36.00 |
$89 / $111 / 0.80 |
50.50% / $1.72 / 1.55% / 6.54% |
62.82% / $34.89 |
$0.89 / $1.21 / $0.32 / 47 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
34.00 |
49.50% |
$1.21 / 47 |
$1.22 / 173 |
424 / 22,291 |
17.733066% |
0.528357 |
-0.010342 |
0.099722 |
0.064714 |
0.037916 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
36.00 |
23.93% |
$0.31 / 631 |
$0.32 / 88 |
205 / 38,931 |
14.569486% |
0.339246 |
-0.009253 |
0.091941 |
0.059664 |
0.024792 |
|
683 |
Legs |
12/15(81) |
CALL |
34.00 / 37.00 |
$107 / $193 / 0.55 |
50.50% / $1.34 / 0.70% / 2.90% |
65.17% / $35.07 |
$1.07 / $1.21 / $0.14 / 47 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
34.00 |
49.50% |
$1.21 / 47 |
$1.22 / 173 |
424 / 22,291 |
17.733066% |
0.528357 |
-0.010342 |
0.099722 |
0.064714 |
0.037916 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
37.00 |
14.87% |
$0.13 / 663 |
$0.14 / 713 |
64 / 28,712 |
14.010680% |
0.258616 |
-0.008099 |
0.081285 |
0.052749 |
0.019032 |
|
568 |
Legs |
12/15(81) |
CALL |
34.00 / 40.00 |
$119 / $481 / 0.25 |
50.50% / $36.24 / 7.54% / 34.97% |
66.69% / $35.19 |
$1.19 / $1.21 / $0.02 / 47 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
34.00 |
49.50% |
$1.21 / 47 |
$1.22 / 173 |
424 / 22,291 |
17.733066% |
0.528357 |
-0.010342 |
0.099722 |
0.064714 |
0.037916 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
2.32% |
$0.01 / 1,165 |
$0.02 / 528 |
0 / 4,497 |
15.266731% |
0.094857 |
-0.004150 |
0.042467 |
0.027558 |
0.007089 |
|
491 |
Legs |
12/15(81) |
CALL |
34.00 / 38.00 |
$115 / $285 / 0.40 |
50.50% / $9.42 / 3.31% / 14.37% |
66.19% / $35.15 |
$1.15 / $1.21 / $0.06 / 47 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
34.00 |
49.50% |
$1.21 / 47 |
$1.22 / 173 |
424 / 22,291 |
17.733066% |
0.528357 |
-0.010342 |
0.099722 |
0.064714 |
0.037916 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
38.00 |
8.58% |
$0.05 / 1,181 |
$0.06 / 1,256 |
29 / 14,376 |
13.880673% |
0.190893 |
-0.006764 |
0.068417 |
0.044398 |
0.014132 |
|
481 |
Legs |
09/29(4) |
CALL |
34.00 / 37.00 |
$21 / $279 / 0.08 |
56.04% / $11.68 / 4.19% / 459.81% |
65.68% / $34.21 |
$0.21 / $0.22 / $0.01 / 303 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
34.00 |
43.96% |
$0.22 / 1,207 |
$0.23 / 703 |
682 / 1,008 |
13.803063% |
0.469297 |
-0.031368 |
0.326383 |
0.019934 |
0.003389 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
37.00 |
0.02% |
0 / 0 |
$0.01 / 303 |
0 / 2,998 |
28.426577% |
0.007606 |
-0.001615 |
0.017211 |
0.001051 |
0.000056 |
|
|
962 |
|
12/15(81) |
CALL |
40.00 / 65.00 |
$110 / $2,390 / 0.05 |
52.53% / $41.68 / 1.74% / 7.40% |
58.38% / $41.10 |
$1.10 / $3.10 / $2.00 / 46 |
29 / 14.88% / 34 |
3 |
Legs |
Vertical |
Bearish |
$39.57 (-0.85%) / 580K |
|
Earnings: 11/14 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
47.47% |
$3.10 / 46 |
$3.30 / 70 |
0 / 768 |
40.510585% |
0.559317 |
-0.026379 |
0.037943 |
0.075717 |
0.041967 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
0.33% |
0 / 0 |
$2.00 / 90 |
0 / 59 |
99.726896% |
0.043842 |
-0.005873 |
0.008926 |
0.017813 |
0.003664 |
|
940 |
Legs |
12/15(81) |
CALL |
40.00 / 60.00 |
$160 / $1,840 / 0.09 |
52.53% / $41.43 / 2.25% / 9.63% |
60.93% / $41.60 |
$1.60 / $3.10 / $1.50 / 46 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
47.47% |
$3.10 / 46 |
$3.30 / 70 |
0 / 768 |
40.510585% |
0.559317 |
-0.026379 |
0.037943 |
0.075717 |
0.041967 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
1.14% |
0 / 0 |
$1.50 / 85 |
0 / 1 |
81.093243% |
0.080518 |
-0.009494 |
0.014368 |
0.028671 |
0.006657 |
|
457 |
Legs |
12/15(81) |
CALL |
40.00 / 50.00 |
$265 / $735 / 0.36 |
52.53% / $0.58 / 0.08% / 0.33% |
66.05% / $42.65 |
$2.65 / $3.10 / $0.45 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
47.47% |
$3.10 / 46 |
$3.30 / 70 |
0 / 768 |
40.510585% |
0.559317 |
-0.026379 |
0.037943 |
0.075717 |
0.041967 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
50.00 |
9.99% |
$0.30 / 15 |
$0.45 / 12 |
0 / 245 |
35.685912% |
0.240639 |
-0.020073 |
0.029941 |
0.059749 |
0.019251 |
|
188 |
Legs |
10/20(25) |
CALL |
40.00 / 50.00 |
$150 / $850 / 0.18 |
52.90% / $52.63 / 6.19% / 105.64% |
66.24% / $41.50 |
$1.50 / $1.60 / $0.10 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
40.00 |
47.10% |
$1.60 / 42 |
$1.70 / 16 |
1 / 231 |
37.968852% |
0.524835 |
-0.044001 |
0.065559 |
0.044635 |
0.014692 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
50.00 |
1.49% |
$0.05 / 1 |
$0.10 / 5 |
2 / 73 |
43.999980% |
0.080922 |
-0.016078 |
0.024691 |
0.016810 |
0.002390 |
|
|
960 |
|
12/15(81) |
CALL |
144.00 / 147.00 |
$155 / $145 / 1.07 |
50.02% / $6.73 / 4.64% / 20.60% |
56.06% / $145.55 |
$1.55 / $4.40 / $2.85 / 19 |
97 / 96.68% / 53 |
5 |
Legs |
Vertical |
Bearish |
$142.39 (-0.61%) / 3.36M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
144.00 |
49.98% |
$4.40 / 255 |
$4.60 / 171 |
0 / 33 |
15.376352% |
0.526827 |
-0.038681 |
0.027512 |
0.274196 |
0.162222 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
147.00 |
38.46% |
$2.70 / 400 |
$2.85 / 19 |
4 / 128 |
13.930617% |
0.445456 |
-0.037740 |
0.027343 |
0.272515 |
0.138149 |
|
954 |
Legs |
12/15(81) |
CALL |
144.00 / 148.00 |
$200 / $200 / 1.00 |
50.02% / $5.48 / 2.74% / 11.81% |
57.79% / $146.00 |
$2.00 / $4.40 / $2.40 / 148 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
144.00 |
49.98% |
$4.40 / 255 |
$4.60 / 171 |
0 / 33 |
15.376352% |
0.526827 |
-0.038681 |
0.027512 |
0.274196 |
0.162222 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
148.00 |
34.83% |
$2.25 / 116 |
$2.40 / 148 |
26 / 200 |
13.605184% |
0.419015 |
-0.037123 |
0.027038 |
0.269473 |
0.130230 |
|
942 |
Legs |
12/15(81) |
CALL |
144.00 / 149.00 |
$240 / $260 / 0.92 |
50.02% / $2.60 / 1.00% / 4.19% |
59.30% / $146.40 |
$2.40 / $4.40 / $2.00 / 255 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
144.00 |
49.98% |
$4.40 / 255 |
$4.60 / 171 |
0 / 33 |
15.376352% |
0.526827 |
-0.038681 |
0.027512 |
0.274196 |
0.162222 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
149.00 |
31.37% |
$1.80 / 535 |
$2.00 / 569 |
0 / 450 |
13.206418% |
0.393103 |
-0.036369 |
0.026618 |
0.265286 |
0.122429 |
|
933 |
Legs |
12/15(81) |
CALL |
144.00 / 150.00 |
$280 / $320 / 0.88 |
50.02% / $2.93 / 0.92% / 3.83% |
60.80% / $146.80 |
$2.80 / $4.40 / $1.60 / 171 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
144.00 |
49.98% |
$4.40 / 255 |
$4.60 / 171 |
0 / 33 |
15.376352% |
0.526827 |
-0.038681 |
0.027512 |
0.274196 |
0.162222 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
150.00 |
28.08% |
$1.45 / 322 |
$1.60 / 171 |
16 / 1,504 |
12.821980% |
0.367819 |
-0.035488 |
0.026091 |
0.260033 |
0.114780 |
|
921 |
Legs |
12/15(81) |
CALL |
144.00 / 146.00 |
$100 / $100 / 1.00 |
50.02% / $0.69 / 0.69% / 2.88% |
53.93% / $145.00 |
$1.00 / $4.40 / $3.40 / 112 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
144.00 |
49.98% |
$4.40 / 255 |
$4.60 / 171 |
0 / 33 |
15.376352% |
0.526827 |
-0.038681 |
0.027512 |
0.274196 |
0.162222 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
146.00 |
42.21% |
$3.20 / 716 |
$3.40 / 112 |
0 / 133 |
14.375534% |
0.472317 |
-0.038209 |
0.027527 |
0.274347 |
0.146148 |
|
59 |
Legs |
11/17(53) |
CALL |
145.00 / 149.00 |
$165 / $235 / 0.70 |
55.78% / $2.74 / 1.17% / 7.37% |
63.38% / $146.65 |
$1.65 / $2.70 / $1.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
145.00 |
44.22% |
$2.70 / 525 |
$2.85 / 131 |
0 / 8 |
14.032281% |
0.481981 |
-0.045942 |
0.033700 |
0.225233 |
0.101308 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
149.00 |
26.82% |
$0.95 / 1,726 |
$1.05 / 1 |
0 / 13 |
12.043769% |
0.353734 |
-0.041987 |
0.031467 |
0.210307 |
0.074988 |
|
|
959 |
|
12/15(81) |
CALL |
25.00 / 45.00 |
$110 / $1,890 / 0.06 |
52.01% / $56.62 / 3.00% / 12.96% |
62.22% / $26.10 |
$1.10 / $1.85 / $0.75 / 64 |
41 / 11.06% / 32 |
4 |
Legs |
Vertical |
Bearish |
$24.38 (-0.61%) / 462K |
|
Earnings: 12/06 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
47.99% |
$1.85 / 64 |
$1.95 / 26 |
52 / 292 |
38.163305% |
0.555316 |
-0.015054 |
0.067374 |
0.047399 |
0.026582 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
0.02% |
0 / 0 |
$0.75 / 346 |
0 / 3,810 |
95.736450% |
0.009320 |
-0.000891 |
0.004273 |
0.003006 |
0.000500 |
|
943 |
Legs |
12/15(81) |
CALL |
25.00 / 40.00 |
$110 / $1,390 / 0.08 |
52.01% / $51.76 / 3.72% / 16.29% |
62.22% / $26.10 |
$1.10 / $1.85 / $0.75 / 64 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
47.99% |
$1.85 / 64 |
$1.95 / 26 |
52 / 292 |
38.163305% |
0.555316 |
-0.015054 |
0.067374 |
0.047399 |
0.026582 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
0.19% |
0 / 0 |
$0.75 / 353 |
0 / 4,559 |
82.726000% |
0.031916 |
-0.002561 |
0.012213 |
0.008592 |
0.001691 |
|
804 |
Legs |
12/15(81) |
CALL |
25.00 / 35.00 |
$150 / $850 / 0.18 |
52.01% / $45.27 / 5.33% / 23.89% |
65.66% / $26.50 |
$1.50 / $1.85 / $0.35 / 64 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
47.99% |
$1.85 / 64 |
$1.95 / 26 |
52 / 292 |
38.163305% |
0.555316 |
-0.015054 |
0.067374 |
0.047399 |
0.026582 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
1.84% |
$0.05 / 5 |
$0.35 / 312 |
0 / 1,138 |
46.216744% |
0.098998 |
-0.006285 |
0.029707 |
0.020900 |
0.005150 |
|
421 |
Legs |
10/20(25) |
CALL |
25.00 / 35.00 |
$70 / $930 / 0.08 |
52.72% / $36.57 / 3.93% / 58.85% |
63.91% / $25.70 |
$0.70 / $0.80 / $0.10 / 164 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
25.00 |
47.28% |
$0.80 / 164 |
$0.90 / 60 |
31 / 105 |
31.101168% |
0.521692 |
-0.024977 |
0.116296 |
0.027914 |
0.009238 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
35.00 |
0.02% |
0 / 0 |
$0.10 / 301 |
0 / 178 |
69.680274% |
0.008479 |
-0.001388 |
0.006735 |
0.001616 |
0.000160 |
|
240 |
Legs |
10/20(25) |
CALL |
25.00 / 30.00 |
$70 / $430 / 0.16 |
52.72% / $15.34 / 3.57% / 52.31% |
63.91% / $25.70 |
$0.70 / $0.80 / $0.10 / 84 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
25.00 |
47.28% |
$0.80 / 164 |
$0.90 / 60 |
31 / 105 |
31.101168% |
0.521692 |
-0.024977 |
0.116296 |
0.027914 |
0.009238 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
2.45% |
$0.05 / 10 |
$0.10 / 84 |
0 / 552 |
41.046735% |
0.102250 |
-0.010831 |
0.052073 |
0.012499 |
0.001895 |
|
|
957 |
|
12/15(81) |
CALL |
12.50 / 25.00 |
$80 / $1,170 / 0.07 |
53.18% / $40.68 / 3.48% / 15.15% |
63.91% / $13.30 |
$0.80 / $1.10 / $0.30 / 1 |
16 / 14.10% / 41 |
5 |
Legs |
Vertical |
Bearish |
$12.21 (-0.97%) / 1.16M |
|
Earnings: 11/09 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
46.82% |
$1.10 / 1 |
$1.40 / 12 |
3 / 957 |
50.169649% |
0.572256 |
-0.009902 |
0.098276 |
0.023584 |
0.012815 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
0.08% |
0 / 0 |
$0.30 / 1,993 |
2 / 957 |
100.663992% |
0.023843 |
-0.001352 |
0.014068 |
0.003376 |
0.000617 |
|
924 |
Legs |
12/15(81) |
CALL |
12.50 / 22.50 |
$95 / $905 / 0.11 |
53.18% / $43.91 / 4.85% / 21.61% |
65.76% / $13.45 |
$0.95 / $1.10 / $0.15 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
46.82% |
$1.10 / 1 |
$1.40 / 12 |
3 / 957 |
50.169649% |
0.572256 |
-0.009902 |
0.098276 |
0.023584 |
0.012815 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.50 |
0.35% |
0 / 0 |
$0.15 / 5 |
0 / 6,253 |
76.300054% |
0.049320 |
-0.002463 |
0.025551 |
0.006132 |
0.001260 |
|
883 |
Legs |
12/15(81) |
CALL |
12.50 / 20.00 |
$90 / $660 / 0.14 |
53.18% / $27.55 / 4.17% / 18.39% |
65.15% / $13.40 |
$0.90 / $1.10 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
46.82% |
$1.10 / 1 |
$1.40 / 12 |
3 / 957 |
50.169649% |
0.572256 |
-0.009902 |
0.098276 |
0.023584 |
0.012815 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
1.49% |
$0.05 / 6 |
$0.20 / 10 |
0 / 5,210 |
62.111217% |
0.099561 |
-0.004243 |
0.043815 |
0.010514 |
0.002502 |
|
358 |
Legs |
10/20(25) |
CALL |
12.50 / 17.50 |
$55 / $445 / 0.12 |
52.58% / $25.10 / 5.64% / 93.17% |
65.35% / $13.05 |
$0.55 / $0.70 / $0.15 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
12.50 |
47.42% |
$0.70 / 30 |
$0.90 / 815 |
49 / 938 |
56.923520% |
0.537321 |
-0.016690 |
0.170316 |
0.013944 |
0.004579 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
17.50 |
0.41% |
$0.05 / 5 |
$0.15 / 10 |
12 / 323 |
80.130476% |
0.044256 |
-0.003824 |
0.040102 |
0.003283 |
0.000407 |
|
233 |
Legs |
11/17(53) |
CALL |
12.50 / 17.50 |
$90 / $410 / 0.22 |
52.86% / $23.29 / 5.68% / 40.39% |
67.37% / $13.40 |
$0.90 / $1.05 / $0.15 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
12.50 |
47.14% |
$1.05 / 13 |
$1.15 / 25 |
0 / 2 |
54.757820% |
0.557491 |
-0.012024 |
0.120749 |
0.019431 |
0.008782 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
17.50 |
2.85% |
$0.10 / 5 |
$0.15 / 100 |
0 / 25 |
59.722546% |
0.127739 |
-0.006169 |
0.063919 |
0.010286 |
0.002193 |
|
167 |
Legs |
12/15(81) |
CALL |
15.00 / 22.50 |
$35 / $715 / 0.05 |
81.37% / $23.46 / 3.28% / 14.26% |
84.00% / $15.35 |
$0.35 / $0.50 / $0.15 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
18.63% |
$0.50 / 6 |
$0.55 / 1 |
20 / 459 |
53.613094% |
0.349514 |
-0.009139 |
0.092724 |
0.022251 |
0.008286 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.50 |
0.35% |
0 / 0 |
$0.15 / 5 |
0 / 6,253 |
76.300054% |
0.049320 |
-0.002463 |
0.025551 |
0.006132 |
0.001260 |
|
|
956 |
|
12/15(81) |
CALL |
6.00 / 9.00 |
$15 / $285 / 0.05 |
52.07% / $6.17 / 2.17% / 9.25% |
58.60% / $6.15 |
$0.15 / $0.30 / $0.15 / 330 |
15 / 25.09% / 29 |
|
Legs |
Vertical |
Bearish |
$5.92 (+0.85%) / 1.89M |
|
Earnings: 11/07 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
6.00 |
47.93% |
$0.30 / 330 |
$0.40 / 1,649 |
1 / 1,512 |
29.351037% |
0.548153 |
-0.003299 |
0.312085 |
0.011381 |
0.006405 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
9.00 |
0.28% |
0 / 0 |
$0.15 / 1,711 |
0 / 1 |
71.363193% |
0.037396 |
-0.000635 |
0.064284 |
0.002344 |
0.000478 |
|
955 |
|
12/15(81) |
CALL |
20.00 / 35.00 |
$80 / $1,420 / 0.06 |
53.04% / $39.06 / 2.75% / 11.85% |
61.19% / $20.80 |
$0.80 / $1.55 / $0.75 / 16 |
23 / 14.06% / 43 |
1 |
Legs |
Vertical |
Bearish |
$19.78 (+0.20%) / 91K |
|
Earnings: 11/08 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
46.96% |
$1.55 / 16 |
$1.75 / 67 |
0 / 20 |
42.010309% |
0.558019 |
-0.013512 |
0.073919 |
0.037810 |
0.020785 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
0.12% |
0 / 0 |
$0.75 / 228 |
0 / 7 |
99.143257% |
0.026535 |
-0.001989 |
0.011505 |
0.005885 |
0.001112 |
|
929 |
Legs |
12/15(81) |
CALL |
20.00 / 30.00 |
$80 / $920 / 0.09 |
53.04% / $18.29 / 1.99% / 8.47% |
61.19% / $20.80 |
$0.80 / $1.55 / $0.75 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
46.96% |
$1.55 / 16 |
$1.75 / 67 |
0 / 20 |
42.010309% |
0.558019 |
-0.013512 |
0.073919 |
0.037810 |
0.020785 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
1.29% |
0 / 0 |
$0.75 / 224 |
0 / 768 |
81.187242% |
0.086708 |
-0.005152 |
0.029578 |
0.015129 |
0.003561 |
|
|
953 |
|
12/15(81) |
CALL |
178.00 / 181.00 |
$157 / $143 / 1.10 |
50.06% / $7.50 / 5.25% / 23.51% |
53.81% / $179.57 |
$1.57 / $6.71 / $5.14 / 32 |
90 / 80.02% / 23 |
5 |
Legs |
Vertical |
Bearish |
$176.97 (-0.06%) / 23.17M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
178.00 |
49.94% |
$6.71 / 209 |
$6.75 / 291 |
282 / 1,054 |
18.233743% |
0.536608 |
-0.061695 |
0.016710 |
0.338841 |
0.199087 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
181.00 |
42.84% |
$5.11 / 226 |
$5.14 / 32 |
56 / 4,692 |
17.622228% |
0.486871 |
-0.061379 |
0.016782 |
0.340295 |
0.181714 |
|
950 |
Legs |
12/15(81) |
CALL |
178.00 / 182.00 |
$205 / $195 / 1.05 |
50.06% / $6.73 / 3.45% / 15.04% |
54.94% / $180.05 |
$2.05 / $6.71 / $4.66 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
178.00 |
49.94% |
$6.71 / 209 |
$6.75 / 291 |
282 / 1,054 |
18.233743% |
0.536608 |
-0.061695 |
0.016710 |
0.338841 |
0.199087 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
182.00 |
40.54% |
$4.63 / 173 |
$4.66 / 40 |
5 / 2,583 |
17.432233% |
0.470475 |
-0.061081 |
0.016748 |
0.339605 |
0.175923 |
|
949 |
Legs |
12/15(81) |
CALL |
178.00 / 180.00 |
$106 / $94 / 1.13 |
50.06% / $6.12 / 6.51% / 29.76% |
52.60% / $179.06 |
$1.06 / $6.71 / $5.65 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
178.00 |
49.94% |
$6.71 / 209 |
$6.75 / 291 |
282 / 1,054 |
18.233743% |
0.536608 |
-0.061695 |
0.016710 |
0.338841 |
0.199087 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
180.00 |
45.18% |
$5.61 / 1,206 |
$5.65 / 48 |
7,011 / 36,582 |
17.812327% |
0.503377 |
-0.061582 |
0.016787 |
0.340404 |
0.187513 |
|
945 |
Legs |
12/15(81) |
CALL |
178.00 / 183.00 |
$250 / $250 / 1.00 |
50.06% / $4.16 / 1.66% / 7.05% |
55.99% / $180.50 |
$2.50 / $6.71 / $4.21 / 176 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
178.00 |
49.94% |
$6.71 / 209 |
$6.75 / 291 |
282 / 1,054 |
18.233743% |
0.536608 |
-0.061695 |
0.016710 |
0.338841 |
0.199087 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
183.00 |
38.28% |
$4.18 / 210 |
$4.21 / 176 |
36 / 1,060 |
17.248321% |
0.454217 |
-0.060690 |
0.016686 |
0.338348 |
0.170151 |
|
938 |
Legs |
12/15(81) |
CALL |
178.00 / 184.00 |
$292 / $308 / 0.95 |
50.06% / $0.18 / 0.06% / 0.24% |
56.97% / $180.92 |
$2.92 / $6.71 / $3.79 / 209 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
178.00 |
49.94% |
$6.71 / 209 |
$6.75 / 291 |
282 / 1,054 |
18.233743% |
0.536608 |
-0.061695 |
0.016710 |
0.338841 |
0.199087 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
184.00 |
36.08% |
$3.75 / 1,146 |
$3.79 / 292 |
30 / 2,995 |
17.062051% |
0.438120 |
-0.060211 |
0.016597 |
0.336538 |
0.164410 |
|
484 |
Legs |
11/17(53) |
CALL |
178.00 / 180.00 |
$103 / $97 / 1.06 |
50.56% / $4.31 / 4.44% / 30.60% |
53.57% / $179.03 |
$1.03 / $5.14 / $4.11 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
178.00 |
49.44% |
$5.14 / 10 |
$5.16 / 153 |
202 / 595 |
17.474272% |
0.526766 |
-0.074203 |
0.020475 |
0.278422 |
0.133722 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
180.00 |
43.63% |
$4.08 / 352 |
$4.11 / 56 |
298 / 3,444 |
17.046599% |
0.486088 |
-0.073859 |
0.020516 |
0.278971 |
0.123887 |
|
|
952 |
|
12/15(81) |
CALL |
200.00 / 260.00 |
$600 / $5,400 / 0.11 |
49.14% / $121.89 / 2.26% / 9.65% |
58.84% / $206.00 |
$6.00 / $10.80 / $4.80 / 3 |
69 / 63.91% / 71 |
5 |
Legs |
Vertical |
Bearish |
$198.75 (-0.22%) / 1.09M |
|
Earnings: 10/25 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
50.86% |
$10.80 / 3 |
$11.10 / 30 |
0 / 65 |
25.597085% |
0.556361 |
-0.091999 |
0.011477 |
0.380798 |
0.224814 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
1.57% |
0 / 0 |
$4.80 / 47 |
0 / 71 |
52.347773% |
0.083572 |
-0.033033 |
0.004465 |
0.148135 |
0.036023 |
|
727 |
Legs |
12/15(81) |
CALL |
200.00 / 250.00 |
$1,015 / $3,985 / 0.26 |
49.14% / $216.21 / 5.43% / 24.37% |
65.12% / $210.15 |
$10.15 / $10.80 / $0.65 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
50.86% |
$10.80 / 3 |
$11.10 / 30 |
0 / 65 |
25.597085% |
0.556361 |
-0.091999 |
0.011477 |
0.380798 |
0.224814 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
3.38% |
0 / 0 |
$0.65 / 47 |
0 / 131 |
27.157226% |
0.124304 |
-0.044362 |
0.005958 |
0.197702 |
0.053240 |
|
594 |
Legs |
11/17(53) |
CALL |
200.00 / 260.00 |
$400 / $5,600 / 0.07 |
49.43% / $150.68 / 2.69% / 17.71% |
57.39% / $204.00 |
$4.00 / $8.80 / $4.80 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
50.57% |
$8.80 / 30 |
$9.10 / 42 |
0 / 20 |
26.166264% |
0.545255 |
-0.110105 |
0.014065 |
0.312953 |
0.151672 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
0.41% |
0 / 0 |
$4.80 / 47 |
0 / 16 |
64.559698% |
0.040373 |
-0.022416 |
0.003081 |
0.068553 |
0.011914 |
|
569 |
Legs |
11/17(53) |
CALL |
200.00 / 250.00 |
$400 / $4,600 / 0.09 |
49.43% / $82.43 / 1.79% / 11.52% |
57.39% / $204.00 |
$4.00 / $8.80 / $4.80 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
50.57% |
$8.80 / 30 |
$9.10 / 42 |
0 / 20 |
26.166264% |
0.545255 |
-0.110105 |
0.014065 |
0.312953 |
0.151672 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
1.23% |
0 / 0 |
$4.80 / 47 |
0 / 85 |
58.348207% |
0.071010 |
-0.035225 |
0.004817 |
0.107184 |
0.020843 |
|
542 |
Legs |
12/15(81) |
CALL |
200.00 / 240.00 |
$1,005 / $2,995 / 0.34 |
49.14% / $81.38 / 2.72% / 11.70% |
64.98% / $210.05 |
$10.05 / $10.80 / $0.75 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
50.86% |
$10.80 / 3 |
$11.10 / 30 |
0 / 65 |
25.597085% |
0.556361 |
-0.091999 |
0.011477 |
0.380798 |
0.224814 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
6.82% |
$0.50 / 25 |
$0.75 / 46 |
0 / 100 |
22.848380% |
0.179639 |
-0.057144 |
0.007615 |
0.252676 |
0.076359 |
|
378 |
Legs |
12/15(81) |
PUT |
170.00 / 150.00 |
$85 / $1,915 / 0.04 |
90.37% / $4.49 / 0.23% / 0.97% |
90.88% / $169.15 |
$0.85 / $1.75 / $0.90 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
170.00 |
9.63% |
$1.75 / 13 |
$1.90 / 6 |
0 / 20 |
31.917766% |
-0.138901 |
-0.041025 |
0.006433 |
0.213451 |
-0.070749 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
150.00 |
2.30% |
$0.05 / 232 |
$0.90 / 43 |
0 / 3 |
35.418542% |
-0.034999 |
-0.014706 |
0.002245 |
0.074499 |
-0.017467 |
|
|
951 |
|
12/15(81) |
CALL |
166.00 / 170.00 |
$205 / $195 / 1.05 |
50.09% / $6.79 / 3.48% / 15.17% |
54.87% / $168.05 |
$2.05 / $7.10 / $5.05 / 954 |
81 / 66.96% / 64 |
5 |
Legs |
Vertical |
Bearish |
$164.15 (+0.05%) / 6.27M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
166.00 |
49.91% |
$7.10 / 954 |
$7.25 / 1,449 |
2 / 32 |
21.013965% |
0.540907 |
-0.064062 |
0.016410 |
0.315950 |
0.185064 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
170.00 |
40.70% |
$4.95 / 762 |
$5.05 / 1,235 |
3 / 441 |
19.848447% |
0.476029 |
-0.063411 |
0.016474 |
0.317179 |
0.164241 |
|
947 |
Legs |
12/15(81) |
CALL |
166.00 / 169.00 |
$155 / $145 / 1.07 |
50.09% / $5.71 / 3.94% / 17.30% |
53.72% / $167.55 |
$1.55 / $7.10 / $5.55 / 893 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
166.00 |
49.91% |
$7.10 / 954 |
$7.25 / 1,449 |
2 / 32 |
21.013965% |
0.540907 |
-0.064062 |
0.016410 |
0.315950 |
0.185064 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
169.00 |
42.95% |
$5.45 / 436 |
$5.55 / 893 |
0 / 236 |
20.113182% |
0.492114 |
-0.063715 |
0.016499 |
0.317661 |
0.169451 |
|
946 |
Legs |
12/15(81) |
CALL |
166.00 / 171.00 |
$250 / $250 / 1.00 |
50.09% / $4.16 / 1.66% / 7.04% |
55.91% / $168.50 |
$2.50 / $7.10 / $4.60 / 954 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
166.00 |
49.91% |
$7.10 / 954 |
$7.25 / 1,449 |
2 / 32 |
21.013965% |
0.540907 |
-0.064062 |
0.016410 |
0.315950 |
0.185064 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
171.00 |
38.49% |
$4.45 / 1,363 |
$4.60 / 1,439 |
12 / 195 |
19.578515% |
0.460075 |
-0.063017 |
0.016423 |
0.316188 |
0.159046 |
|
944 |
Legs |
12/15(81) |
CALL |
166.00 / 172.00 |
$295 / $305 / 0.97 |
50.09% / $2.66 / 0.87% / 3.64% |
56.93% / $168.95 |
$2.95 / $7.10 / $4.15 / 954 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
166.00 |
49.91% |
$7.10 / 954 |
$7.25 / 1,449 |
2 / 32 |
21.013965% |
0.540907 |
-0.064062 |
0.016410 |
0.315950 |
0.185064 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
172.00 |
36.33% |
$4.00 / 1,707 |
$4.15 / 1,512 |
1 / 141 |
19.309346% |
0.444276 |
-0.062536 |
0.016345 |
0.314701 |
0.153875 |
|
903 |
Legs |
12/15(81) |
CALL |
166.00 / 168.00 |
$100 / $100 / 1.00 |
50.09% / $0.42 / 0.42% / 1.73% |
52.44% / $167.00 |
$1.00 / $7.10 / $6.10 / 954 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
166.00 |
49.91% |
$7.10 / 954 |
$7.25 / 1,449 |
2 / 32 |
21.013965% |
0.540907 |
-0.064062 |
0.016410 |
0.315950 |
0.185064 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
168.00 |
45.24% |
$5.95 / 1,524 |
$6.10 / 1,322 |
2 / 203 |
20.382677% |
0.508306 |
-0.063926 |
0.016497 |
0.317623 |
0.174664 |
|
301 |
Legs |
10/20(25) |
CALL |
166.00 / 168.00 |
$96 / $104 / 0.92 |
51.80% / $0.64 / 0.61% / 7.62% |
55.66% / $166.96 |
$0.96 / $3.50 / $2.54 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
166.00 |
48.20% |
$3.50 / 2,548 |
$3.65 / 2,925 |
29 / 60 |
19.526618% |
0.512115 |
-0.104759 |
0.028274 |
0.185723 |
0.062877 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
168.00 |
40.24% |
$2.52 / 17 |
$2.54 / 48 |
70 / 636 |
18.610454% |
0.456187 |
-0.103400 |
0.028119 |
0.184707 |
0.056243 |
|
|
948 |
|
12/15(81) |
CALL |
7.50 / 22.50 |
$97 / $1,403 / 0.07 |
56.30% / $54.08 / 3.85% / 16.90% |
70.39% / $8.47 |
$0.97 / $1.01 / $0.04 / 11 |
37 / 28.54% / 76 |
5 |
Legs |
Vertical |
Bearish |
$7.47 (-1.71%) / 17.32M |
|
Earnings: 11/14 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.50 |
43.70% |
$1.01 / 35 |
$1.02 / 101 |
401 / 2,040 |
70.420379% |
0.591482 |
-0.008188 |
0.113645 |
0.013917 |
0.007076 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.50 |
0.02% |
$0.03 / 871 |
$0.04 / 11 |
0 / 409 |
105.152962% |
0.015566 |
-0.000798 |
0.011439 |
0.001401 |
0.000231 |
|
935 |
Legs |
12/15(81) |
CALL |
7.50 / 20.00 |
$96 / $1,154 / 0.08 |
56.30% / $52.40 / 4.54% / 20.12% |
70.27% / $8.46 |
$0.96 / $1.01 / $0.05 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.50 |
43.70% |
$1.01 / 35 |
$1.02 / 101 |
401 / 2,040 |
70.420379% |
0.591482 |
-0.008188 |
0.113645 |
0.013917 |
0.007076 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
0.07% |
$0.04 / 829 |
$0.05 / 25 |
1 / 1,463 |
99.866763% |
0.028750 |
-0.001343 |
0.019217 |
0.002353 |
0.000421 |
|
904 |
Legs |
12/15(81) |
CALL |
7.50 / 17.50 |
$95 / $905 / 0.11 |
56.30% / $48.44 / 5.35% / 24.02% |
70.14% / $8.45 |
$0.95 / $1.01 / $0.06 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.50 |
43.70% |
$1.01 / 35 |
$1.02 / 101 |
401 / 2,040 |
70.420379% |
0.591482 |
-0.008188 |
0.113645 |
0.013917 |
0.007076 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.50 |
0.27% |
$0.05 / 471 |
$0.06 / 20 |
0 / 1,832 |
92.126582% |
0.053765 |
-0.002238 |
0.031969 |
0.003915 |
0.000776 |
|
845 |
Legs |
12/15(81) |
CALL |
7.50 / 15.00 |
$93 / $657 / 0.14 |
56.30% / $37.97 / 5.78% / 26.10% |
69.88% / $8.43 |
$0.93 / $1.01 / $0.08 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.50 |
43.70% |
$1.01 / 35 |
$1.02 / 101 |
401 / 2,040 |
70.420379% |
0.591482 |
-0.008188 |
0.113645 |
0.013917 |
0.007076 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
15.00 |
1.05% |
$0.07 / 815 |
$0.08 / 30 |
137 / 6,048 |
83.688594% |
0.101242 |
-0.003637 |
0.051814 |
0.006345 |
0.001430 |
|
673 |
Legs |
12/15(81) |
CALL |
7.50 / 12.50 |
$87 / $413 / 0.21 |
56.30% / $15.30 / 3.71% / 16.21% |
69.11% / $8.37 |
$0.87 / $1.01 / $0.14 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.50 |
43.70% |
$1.01 / 35 |
$1.02 / 101 |
401 / 2,040 |
70.420379% |
0.591482 |
-0.008188 |
0.113645 |
0.013917 |
0.007076 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
12.50 |
4.07% |
$0.13 / 1,159 |
$0.14 / 27 |
32 / 5,125 |
76.395732% |
0.189860 |
-0.005593 |
0.079364 |
0.009719 |
0.002602 |
|
581 |
Legs |
09/29(4) |
CALL |
7.50 / 10.50 |
$20 / $280 / 0.07 |
55.67% / $11.06 / 3.95% / 408.61% |
66.15% / $7.70 |
$0.20 / $0.22 / $0.02 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
7.50 |
44.33% |
$0.22 / 79 |
$0.23 / 918 |
748 / 378 |
57.216116% |
0.502595 |
-0.026560 |
0.380478 |
0.004385 |
0.000733 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
10.50 |
0.01% |
$0.01 / 12 |
$0.02 / 28 |
4 / 709 |
119.082468% |
0.008745 |
-0.001561 |
0.022606 |
0.000261 |
0.000014 |
|
|
941 |
|
12/15(81) |
CALL |
65.00 / 85.00 |
$195 / $1,805 / 0.11 |
49.82% / $53.04 / 2.94% / 12.70% |
59.68% / $66.95 |
$1.95 / $3.40 / $1.45 / 10 |
64 / 45.04% / 8 |
3 |
Legs |
Vertical |
Bearish |
$64.50 (+0.72%) / 1.47M |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
65.00 |
50.18% |
$3.40 / 10 |
$3.60 / 84 |
0 / 197 |
25.821919% |
0.550510 |
-0.029254 |
0.036110 |
0.123709 |
0.072395 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
85.00 |
1.19% |
0 / 0 |
$1.45 / 121 |
0 / 258 |
52.136104% |
0.072208 |
-0.009388 |
0.012551 |
0.042997 |
0.010128 |
|
249 |
Legs |
10/20(25) |
CALL |
65.00 / 75.00 |
$150 / $850 / 0.18 |
51.08% / $45.47 / 5.35% / 86.89% |
64.02% / $66.50 |
$1.50 / $1.60 / $0.10 / 69 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
65.00 |
48.92% |
$1.60 / 69 |
$1.75 / 33 |
56 / 891 |
22.571560% |
0.521412 |
-0.047729 |
0.062247 |
0.072756 |
0.024807 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
75.00 |
1.75% |
0 / 0 |
$0.10 / 70 |
0 / 38 |
29.314516% |
0.081459 |
-0.017240 |
0.023551 |
0.027527 |
0.004013 |
|
78 |
Legs |
12/15(81) |
PUT |
60.00 / 50.00 |
$90 / $910 / 0.10 |
77.41% / $19.92 / 2.19% / 9.35% |
80.53% / $59.10 |
$0.90 / $1.30 / $0.40 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
60.00 |
22.59% |
$1.30 / 12 |
$1.40 / 34 |
45 / 341 |
28.717333% |
-0.273911 |
-0.019051 |
0.030393 |
0.104123 |
-0.046034 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
50.00 |
2.96% |
$0.25 / 51 |
$0.40 / 63 |
0 / 138 |
38.205834% |
-0.046544 |
-0.005882 |
0.008889 |
0.030453 |
-0.007547 |
|
72 |
Legs |
11/17(53) |
CALL |
65.00 / 75.00 |
$255 / $745 / 0.34 |
50.27% / $24.81 / 3.33% / 22.28% |
65.70% / $67.55 |
$2.55 / $2.75 / $0.20 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
65.00 |
49.73% |
$2.75 / 49 |
$2.90 / 69 |
0 / 12 |
26.140930% |
0.538515 |
-0.035018 |
0.044251 |
0.101660 |
0.048726 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
75.00 |
6.88% |
$0.10 / 112 |
$0.20 / 70 |
0 / 5 |
22.197722% |
0.174433 |
-0.021516 |
0.028672 |
0.065869 |
0.016416 |
|
|
939 |
|
12/15(81) |
CALL |
4.79 / 9.79 |
$40 / $460 / 0.09 |
57.01% / $6.21 / 1.35% / 5.70% |
65.25% / $5.19 |
$0.40 / $0.60 / $0.20 / 14 |
35 / 12.12% / 4 |
|
Legs |
Vertical |
Bearish |
$4.72 (-2.48%) / 378K |
|
Earnings: 11/28 / Ex-Div: 09/28 ($0.06) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.79 |
42.99% |
$0.60 / 14 |
$0.70 / 1 |
0 / 587 |
70.200872% |
0.607186 |
-0.005952 |
0.152073 |
0.008822 |
0.004388 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
9.79 |
1.80% |
0 / 0 |
$0.20 / 289 |
0 / 160 |
119.476282% |
0.141747 |
-0.003404 |
0.088785 |
0.005150 |
0.001226 |
|
937 |
|
12/15(81) |
CALL |
20.00 / 40.00 |
$180 / $1,820 / 0.10 |
52.90% / $92.63 / 5.09% / 22.75% |
67.80% / $21.80 |
$1.80 / $1.85 / $0.05 / 370 |
60 / 42.65% / 48 |
5 |
Legs |
Vertical |
Bearish |
$19.94 (+0.71%) / 1.96M |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
47.10% |
$1.85 / 414 |
$1.95 / 350 |
5 / 292 |
47.135165% |
0.572853 |
-0.015651 |
0.062224 |
0.037765 |
0.020616 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
0.07% |
0 / 0 |
$0.05 / 370 |
1 / 398 |
65.888344% |
0.022222 |
-0.002012 |
0.008396 |
0.005096 |
0.000923 |
|
892 |
Legs |
12/15(81) |
CALL |
20.00 / 35.00 |
$175 / $1,325 / 0.13 |
52.90% / $79.58 / 6.01% / 27.22% |
67.42% / $21.75 |
$1.75 / $1.85 / $0.10 / 414 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
47.10% |
$1.85 / 414 |
$1.95 / 350 |
5 / 292 |
47.135165% |
0.572853 |
-0.015651 |
0.062224 |
0.037765 |
0.020616 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
0.46% |
0 / 0 |
$0.10 / 463 |
0 / 653 |
61.849426% |
0.056221 |
-0.004320 |
0.017954 |
0.010897 |
0.002298 |
|
764 |
Legs |
12/15(81) |
CALL |
20.00 / 30.00 |
$170 / $830 / 0.21 |
52.90% / $41.15 / 4.96% / 22.11% |
67.05% / $21.70 |
$1.70 / $1.85 / $0.15 / 372 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
47.10% |
$1.85 / 414 |
$1.95 / 350 |
5 / 292 |
47.135165% |
0.572853 |
-0.015651 |
0.062224 |
0.037765 |
0.020616 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
2.84% |
$0.10 / 407 |
$0.15 / 372 |
11 / 6,133 |
50.096457% |
0.135778 |
-0.008374 |
0.034577 |
0.020985 |
0.005424 |
|
416 |
Legs |
10/20(25) |
CALL |
20.00 / 30.00 |
$95 / $905 / 0.11 |
52.20% / $48.33 / 5.34% / 86.69% |
66.14% / $20.95 |
$0.95 / $1.00 / $0.05 / 134 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
20.00 |
47.80% |
$1.00 / 134 |
$1.05 / 237 |
137 / 947 |
44.874091% |
0.539166 |
-0.026364 |
0.107819 |
0.022326 |
0.007372 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
0.07% |
0 / 0 |
$0.05 / 558 |
0 / 337 |
73.703198% |
0.017934 |
-0.002843 |
0.011984 |
0.002482 |
0.000266 |
|
368 |
Legs |
11/17(53) |
CALL |
20.00 / 30.00 |
$140 / $860 / 0.16 |
52.55% / $54.29 / 6.31% / 45.63% |
66.92% / $21.40 |
$1.40 / $1.55 / $0.15 / 214 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
20.00 |
47.45% |
$1.55 / 214 |
$1.60 / 274 |
21 / 405 |
48.347097% |
0.558512 |
-0.019000 |
0.076445 |
0.031113 |
0.014128 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
1.06% |
0 / 0 |
$0.15 / 561 |
0 / 16 |
64.045179% |
0.077846 |
-0.006768 |
0.028209 |
0.011481 |
0.002169 |
|
201 |
Legs |
12/15(81) |
CALL |
25.00 / 30.00 |
$30 / $470 / 0.06 |
86.01% / $3.04 / 0.65% / 2.69% |
87.18% / $25.30 |
$0.30 / $0.45 / $0.15 / 245 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
13.99% |
$0.45 / 245 |
$0.50 / 351 |
47 / 3,594 |
47.238717% |
0.300656 |
-0.013526 |
0.055208 |
0.033507 |
0.011571 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
2.84% |
$0.10 / 407 |
$0.15 / 372 |
11 / 6,133 |
50.096457% |
0.135778 |
-0.008374 |
0.034577 |
0.020985 |
0.005424 |
|
|
936 |
|
12/15(81) |
CALL |
365.00 / 375.00 |
$490 / $510 / 0.96 |
50.25% / $5.80 / 1.14% / 4.78% |
57.39% / $369.90 |
$4.90 / $11.30 / $6.40 / 28 |
81 / 69.88% / 78 |
5 |
Legs |
Vertical |
Bearish |
$360.33 (-0.81%) / 3.97M |
|
Earnings: 11/03 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
365.00 |
49.75% |
$11.30 / 42 |
$11.55 / 41 |
24 / 1,360 |
15.451806% |
0.528507 |
-0.111599 |
0.010386 |
0.694869 |
0.408988 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
375.00 |
35.54% |
$6.25 / 14 |
$6.40 / 28 |
6 / 2,690 |
14.219531% |
0.427103 |
-0.106282 |
0.010238 |
0.684986 |
0.333573 |
|
928 |
Legs |
12/15(81) |
CALL |
365.00 / 370.00 |
$255 / $245 / 1.04 |
50.25% / $7.34 / 3.00% / 12.97% |
53.99% / $367.55 |
$2.55 / $11.30 / $8.75 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
365.00 |
49.75% |
$11.30 / 42 |
$11.55 / 41 |
24 / 1,360 |
15.451806% |
0.528507 |
-0.111599 |
0.010386 |
0.694869 |
0.408988 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
370.00 |
42.47% |
$8.60 / 22 |
$8.75 / 29 |
56 / 1,445 |
14.822549% |
0.477280 |
-0.109654 |
0.010395 |
0.695518 |
0.371127 |
|
495 |
Legs |
09/29(4) |
CALL |
362.50 / 380.00 |
$242 / $1,508 / 0.16 |
51.88% / $79.59 / 5.28% / 767.30% |
63.62% / $364.92 |
$2.42 / $2.65 / $0.23 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
362.50 |
48.12% |
$2.65 / 14 |
$2.82 / 49 |
150 / 72 |
13.354356% |
0.497038 |
-0.314949 |
0.033939 |
0.213716 |
0.038423 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
380.00 |
1.46% |
$0.02 / 10 |
$0.23 / 52 |
122 / 437 |
17.573142% |
0.072303 |
-0.104341 |
0.011710 |
0.073741 |
0.005653 |
|
361 |
Legs |
09/29(4) |
CALL |
362.50 / 375.00 |
$252 / $998 / 0.25 |
51.88% / $18.01 / 1.80% / 111.92% |
64.09% / $365.02 |
$2.52 / $2.65 / $0.13 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
362.50 |
48.12% |
$2.65 / 14 |
$2.82 / 49 |
150 / 72 |
13.354356% |
0.497038 |
-0.314949 |
0.033939 |
0.213716 |
0.038423 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
375.00 |
5.68% |
$0.10 / 12 |
$0.13 / 21 |
99 / 429 |
13.288179% |
0.146608 |
-0.175199 |
0.019535 |
0.123012 |
0.011436 |
|
351 |
Legs |
12/15(81) |
PUT |
330.00 / 305.00 |
$114 / $2,386 / 0.05 |
90.69% / $38.04 / 1.59% / 6.75% |
91.33% / $328.86 |
$1.14 / $2.35 / $1.21 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
9.31% |
$2.35 / 145 |
$2.68 / 39 |
4 / 538 |
20.441798% |
-0.153021 |
-0.045941 |
0.006167 |
0.412584 |
-0.136408 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
305.00 |
1.57% |
$0.89 / 97 |
$1.21 / 41 |
0 / 1,062 |
24.666077% |
-0.038563 |
-0.017034 |
0.002183 |
0.146067 |
-0.033933 |
|
347 |
Legs |
12/15(81) |
PUT |
330.00 / 300.00 |
$131 / $2,869 / 0.05 |
90.69% / $64.13 / 2.24% / 9.56% |
91.42% / $328.69 |
$1.31 / $2.35 / $1.04 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
9.31% |
$2.35 / 145 |
$2.68 / 39 |
4 / 538 |
20.441798% |
-0.153021 |
-0.045941 |
0.006167 |
0.412584 |
-0.136408 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
1.04% |
$0.81 / 65 |
$1.04 / 33 |
10 / 470 |
25.741151% |
-0.027195 |
-0.012853 |
0.001637 |
0.109501 |
-0.023879 |
|
|
934 |
|
12/15(81) |
CALL |
9.00 / 13.00 |
$20 / $380 / 0.05 |
53.42% / $7.29 / 1.92% / 8.16% |
59.38% / $9.20 |
$0.20 / $0.55 / $0.35 / 5 |
6 / 5.51% / 35 |
|
Legs |
Vertical |
Bearish |
$8.92 (-0.11%) / 346K |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
9.00 |
46.58% |
$0.55 / 5 |
$0.65 / 203 |
6 / 265 |
35.233784% |
0.536934 |
-0.004806 |
0.215794 |
0.017032 |
0.009424 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
13.00 |
0.44% |
0 / 0 |
$0.35 / 853 |
0 / 95 |
78.381061% |
0.046265 |
-0.001097 |
0.052653 |
0.004156 |
0.000881 |
|
932 |
|
12/15(81) |
CALL |
5.00 / 17.50 |
$55 / $1,195 / 0.05 |
59.42% / $32.40 / 2.71% / 11.68% |
70.04% / $5.55 |
$0.55 / $0.65 / $0.10 / 174 |
18 / 6.69% / 93 |
5 |
Legs |
Vertical |
Bearish |
$4.84 (-3.87%) / 8.71M |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
40.58% |
$0.65 / 174 |
$0.75 / 555 |
51 / 16,079 |
79.685023% |
0.586789 |
-0.005997 |
0.154868 |
0.009106 |
0.004403 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.50 |
0.01% |
0 / 0 |
$0.10 / 315 |
0 / 121 |
149.948577% |
0.014108 |
-0.000539 |
0.014285 |
0.000840 |
0.000134 |
|
917 |
Legs |
12/15(81) |
CALL |
5.00 / 12.50 |
$40 / $710 / 0.06 |
59.42% / $19.56 / 2.76% / 11.87% |
67.37% / $5.40 |
$0.40 / $0.65 / $0.25 / 174 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
40.58% |
$0.65 / 174 |
$0.75 / 555 |
51 / 16,079 |
79.685023% |
0.586789 |
-0.005997 |
0.154868 |
0.009106 |
0.004403 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
12.50 |
0.29% |
$0.05 / 2 |
$0.25 / 810 |
0 / 3,527 |
132.094861% |
0.061050 |
-0.001816 |
0.048016 |
0.002823 |
0.000560 |
|
905 |
Legs |
12/15(81) |
CALL |
5.00 / 15.00 |
$60 / $940 / 0.06 |
59.42% / $34.57 / 3.68% / 16.08% |
70.89% / $5.60 |
$0.60 / $0.65 / $0.05 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
40.58% |
$0.65 / 174 |
$0.75 / 555 |
51 / 16,079 |
79.685023% |
0.586789 |
-0.005997 |
0.154868 |
0.009106 |
0.004403 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
15.00 |
0.06% |
0 / 0 |
$0.05 / 6 |
0 / 980 |
120.601221% |
0.028896 |
-0.000990 |
0.026227 |
0.001542 |
0.000271 |
|
789 |
Legs |
12/15(81) |
CALL |
5.00 / 10.00 |
$55 / $445 / 0.12 |
59.42% / $18.18 / 4.09% / 17.98% |
70.04% / $5.55 |
$0.55 / $0.65 / $0.10 / 174 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
40.58% |
$0.65 / 174 |
$0.75 / 555 |
51 / 16,079 |
79.685023% |
0.586789 |
-0.005997 |
0.154868 |
0.009106 |
0.004403 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
1.60% |
$0.05 / 6 |
$0.10 / 260 |
42 / 21,333 |
93.532313% |
0.132187 |
-0.003229 |
0.085095 |
0.005003 |
0.001175 |
|
322 |
Legs |
10/20(25) |
CALL |
5.00 / 10.00 |
$20 / $480 / 0.04 |
59.38% / $11.67 / 2.43% / 33.39% |
66.39% / $5.20 |
$0.20 / $0.25 / $0.05 / 549 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
5.00 |
40.62% |
$0.25 / 1,594 |
$0.35 / 310 |
178 / 7,196 |
65.823261% |
0.523786 |
-0.010337 |
0.271107 |
0.005439 |
0.001598 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
10.00 |
0.02% |
0 / 0 |
$0.05 / 549 |
32 / 8,024 |
148.688646% |
0.012987 |
-0.000854 |
0.022770 |
0.000457 |
0.000045 |
|
220 |
Legs |
10/20(25) |
CALL |
5.00 / 7.50 |
$20 / $230 / 0.09 |
59.38% / $4.74 / 2.06% / 27.73% |
66.39% / $5.20 |
$0.20 / $0.25 / $0.05 / 124 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
5.00 |
40.62% |
$0.25 / 1,594 |
$0.35 / 310 |
178 / 7,196 |
65.823261% |
0.523786 |
-0.010337 |
0.271107 |
0.005439 |
0.001598 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.50 |
1.55% |
0 / 0 |
$0.05 / 124 |
230 / 17,091 |
102.127304% |
0.100676 |
-0.004520 |
0.120064 |
0.002409 |
0.000338 |
|
|
931 |
|
12/15(81) |
CALL |
7.50 / 17.50 |
$75 / $925 / 0.08 |
55.30% / $40.32 / 4.36% / 19.26% |
68.53% / $8.25 |
$0.75 / $0.90 / $0.15 / 416 |
23 / 11.11% / 4 |
5 |
Legs |
Vertical |
Bearish |
$7.365 (+0.20%) / 1.05M |
|
Earnings: 11/08 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.50 |
44.70% |
$0.90 / 416 |
$1.00 / 384 |
0 / 472 |
66.612284% |
0.577742 |
-0.007048 |
0.135358 |
0.014022 |
0.007317 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.50 |
0.06% |
0 / 0 |
$0.15 / 1,782 |
0 / 809 |
111.999498% |
0.023858 |
-0.000975 |
0.019437 |
0.002014 |
0.000359 |
|
877 |
Legs |
12/15(81) |
CALL |
7.50 / 15.00 |
$80 / $670 / 0.12 |
55.30% / $38.97 / 5.82% / 26.29% |
69.32% / $8.30 |
$0.80 / $0.90 / $0.10 / 416 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.50 |
44.70% |
$0.90 / 416 |
$1.00 / 384 |
0 / 472 |
66.612284% |
0.577742 |
-0.007048 |
0.135358 |
0.014022 |
0.007317 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
15.00 |
0.37% |
0 / 0 |
$0.10 / 1,138 |
2 / 329 |
88.987742% |
0.056597 |
-0.001980 |
0.039355 |
0.004077 |
0.000837 |
|
829 |
Legs |
12/15(81) |
CALL |
7.50 / 12.50 |
$65 / $435 / 0.15 |
55.30% / $16.05 / 3.69% / 16.14% |
66.93% / $8.15 |
$0.65 / $0.90 / $0.25 / 416 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.50 |
44.70% |
$0.90 / 416 |
$1.00 / 384 |
0 / 472 |
66.612284% |
0.577742 |
-0.007048 |
0.135358 |
0.014022 |
0.007317 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
12.50 |
2.24% |
$0.05 / 532 |
$0.25 / 3,379 |
0 / 596 |
78.813032% |
0.132261 |
-0.003743 |
0.074046 |
0.007671 |
0.001905 |
|
402 |
Legs |
10/20(25) |
CALL |
7.50 / 12.50 |
$35 / $465 / 0.08 |
54.75% / $18.77 / 4.04% / 60.77% |
65.82% / $7.85 |
$0.35 / $0.40 / $0.05 / 118 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
7.50 |
45.25% |
$0.40 / 118 |
$0.45 / 409 |
12 / 41 |
53.969696% |
0.534045 |
-0.011987 |
0.235376 |
0.008319 |
0.002633 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
12.50 |
0.04% |
0 / 0 |
$0.05 / 620 |
0 / 190 |
106.860756% |
0.015365 |
-0.001139 |
0.022894 |
0.000809 |
0.000084 |
|
359 |
Legs |
11/17(53) |
CALL |
7.50 / 12.50 |
$60 / $440 / 0.14 |
54.93% / $25.68 / 5.84% / 41.66% |
68.04% / $8.10 |
$0.60 / $0.75 / $0.15 / 359 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
7.50 |
45.07% |
$0.75 / 359 |
$0.85 / 247 |
0 / 1 |
69.524427% |
0.559704 |
-0.008595 |
0.166613 |
0.011574 |
0.005036 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
12.50 |
0.79% |
0 / 0 |
$0.15 / 1,096 |
0 / 23 |
96.768291% |
0.073278 |
-0.002947 |
0.058738 |
0.004080 |
0.000742 |
|
208 |
Legs |
10/20(25) |
CALL |
7.50 / 10.00 |
$35 / $215 / 0.16 |
54.75% / $7.61 / 3.54% / 51.77% |
65.82% / $7.85 |
$0.35 / $0.40 / $0.05 / 118 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
7.50 |
45.25% |
$0.40 / 118 |
$0.45 / 409 |
12 / 41 |
53.969696% |
0.534045 |
-0.011987 |
0.235376 |
0.008319 |
0.002633 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
10.00 |
2.64% |
0 / 0 |
$0.05 / 410 |
0 / 540 |
69.952547% |
0.119113 |
-0.005893 |
0.117837 |
0.004165 |
0.000631 |
|
|
930 |
|
12/15(81) |
CALL |
460.00 / 475.00 |
$730 / $770 / 0.95 |
50.39% / $8.86 / 1.15% / 4.84% |
57.89% / $467.30 |
$7.30 / $15.90 / $8.60 / 1 |
99 / 94.37% / 65 |
5 |
Legs |
Vertical |
Bearish |
$455.57 (-0.05%) / 914K |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
49.61% |
$15.90 / 1 |
$16.30 / 21 |
0 / 41 |
17.246143% |
0.530215 |
-0.145783 |
0.007299 |
0.875578 |
0.513496 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
475.00 |
34.62% |
$8.30 / 1 |
$8.60 / 12 |
0 / 228 |
15.669538% |
0.423187 |
-0.140288 |
0.007191 |
0.862565 |
0.414333 |
|
926 |
Legs |
12/15(81) |
CALL |
460.00 / 470.00 |
$500 / $500 / 1.00 |
50.39% / $9.73 / 1.95% / 8.28% |
55.56% / $465.00 |
$5.00 / $15.90 / $10.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
49.61% |
$15.90 / 1 |
$16.30 / 21 |
0 / 41 |
17.246143% |
0.530215 |
-0.145783 |
0.007299 |
0.875578 |
0.513496 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
39.42% |
$10.50 / 1 |
$10.90 / 22 |
0 / 79 |
16.168518% |
0.458257 |
-0.143124 |
0.007285 |
0.873862 |
0.447147 |
|
888 |
Legs |
12/15(81) |
CALL |
460.00 / 465.00 |
$250 / $250 / 1.00 |
50.39% / $2.66 / 1.06% / 4.46% |
52.99% / $462.50 |
$2.50 / $15.90 / $13.40 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
49.61% |
$15.90 / 1 |
$16.30 / 21 |
0 / 41 |
17.246143% |
0.530215 |
-0.145783 |
0.007299 |
0.875578 |
0.513496 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
465.00 |
44.44% |
$13.00 / 2 |
$13.40 / 20 |
0 / 74 |
16.630680% |
0.494025 |
-0.144975 |
0.007322 |
0.878311 |
0.480303 |
|
451 |
Legs |
12/15(81) |
CALL |
465.00 / 475.00 |
$440 / $560 / 0.79 |
55.56% / $7.59 / 1.35% / 5.71% |
59.99% / $469.40 |
$4.40 / $13.00 / $8.60 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
465.00 |
44.44% |
$13.00 / 2 |
$13.40 / 20 |
0 / 74 |
16.630680% |
0.494025 |
-0.144975 |
0.007322 |
0.878311 |
0.480303 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
475.00 |
34.62% |
$8.30 / 1 |
$8.60 / 12 |
0 / 228 |
15.669538% |
0.423187 |
-0.140288 |
0.007191 |
0.862565 |
0.414333 |
|
448 |
Legs |
12/15(81) |
CALL |
465.00 / 480.00 |
$630 / $870 / 0.72 |
55.56% / $1.30 / 0.15% / 0.62% |
61.85% / $471.30 |
$6.30 / $13.00 / $6.70 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
465.00 |
44.44% |
$13.00 / 2 |
$13.40 / 20 |
0 / 74 |
16.630680% |
0.494025 |
-0.144975 |
0.007322 |
0.878311 |
0.480303 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
480.00 |
30.10% |
$6.40 / 1 |
$6.70 / 12 |
27 / 90 |
15.247080% |
0.389064 |
-0.136549 |
0.007043 |
0.844895 |
0.382140 |
|
24 |
Legs |
10/20(25) |
CALL |
460.00 / 490.00 |
$705 / $2,295 / 0.31 |
53.09% / $10.33 / 0.45% / 5.54% |
65.27% / $467.05 |
$7.05 / $7.50 / $0.45 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
460.00 |
46.91% |
$7.50 / 12 |
$7.80 / 20 |
24 / 17 |
15.717444% |
0.498254 |
-0.237049 |
0.012560 |
0.514054 |
0.171562 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
490.00 |
8.28% |
$0.20 / 234 |
$0.45 / 384 |
0 / 106 |
13.546116% |
0.180107 |
-0.150596 |
0.008270 |
0.338456 |
0.063095 |
|
|
927 |
|
12/15(81) |
CALL |
20.00 / 35.00 |
$85 / $1,415 / 0.06 |
54.25% / $42.07 / 2.97% / 12.86% |
62.60% / $20.85 |
$0.85 / $1.60 / $0.75 / 146 |
4 / 0.52% / 41 |
4 |
Legs |
Vertical |
Bearish |
$19.71 (+0.77%) / 186K |
|
Earnings: 11/28 / Ex-Div: 10/19 ($0.40) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
45.75% |
$1.60 / 146 |
$1.75 / 79 |
6 / 868 |
44.356315% |
0.548373 |
-0.012912 |
0.071292 |
0.037696 |
0.020375 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
0.14% |
0 / 0 |
$0.75 / 1,011 |
0 / 466 |
99.981343% |
0.029226 |
-0.002172 |
0.012072 |
0.006383 |
0.001222 |
|
887 |
Legs |
12/15(81) |
CALL |
20.00 / 30.00 |
$85 / $915 / 0.09 |
54.25% / $20.09 / 2.20% / 9.38% |
62.60% / $20.85 |
$0.85 / $1.60 / $0.75 / 146 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
45.75% |
$1.60 / 146 |
$1.75 / 79 |
6 / 868 |
44.356315% |
0.548373 |
-0.012912 |
0.071292 |
0.037696 |
0.020375 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
1.40% |
0 / 0 |
$0.75 / 952 |
0 / 666 |
82.069553% |
0.090688 |
-0.005332 |
0.029592 |
0.015647 |
0.003715 |
|
414 |
Legs |
10/20(25) |
CALL |
20.00 / 30.00 |
$60 / $940 / 0.06 |
53.76% / $32.04 / 3.41% / 49.51% |
63.94% / $20.60 |
$0.60 / $0.75 / $0.15 / 248 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
20.00 |
46.24% |
$0.75 / 400 |
$0.90 / 107 |
35 / 2,639 |
38.792005% |
0.520386 |
-0.022324 |
0.123504 |
0.022280 |
0.007239 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
0.01% |
0 / 0 |
$0.15 / 248 |
0 / 78 |
91.632796% |
0.007084 |
-0.001097 |
0.006119 |
0.001104 |
0.000106 |
|
260 |
Legs |
10/20(25) |
CALL |
20.00 / 25.00 |
$60 / $440 / 0.14 |
53.76% / $15.17 / 3.45% / 50.21% |
63.94% / $20.60 |
$0.60 / $0.75 / $0.15 / 171 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
20.00 |
46.24% |
$0.75 / 400 |
$0.90 / 107 |
35 / 2,639 |
38.792005% |
0.520386 |
-0.022324 |
0.123504 |
0.022280 |
0.007239 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
25.00 |
1.90% |
0 / 0 |
$0.15 / 171 |
0 / 41 |
59.487756% |
0.092349 |
-0.009237 |
0.051410 |
0.009274 |
0.001356 |
|
87 |
Legs |
11/17(53) |
CALL |
20.00 / 25.00 |
$105 / $395 / 0.27 |
53.93% / $5.73 / 1.45% / 9.25% |
66.32% / $21.05 |
$1.05 / $1.20 / $0.15 / 145 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
20.00 |
46.07% |
$1.20 / 172 |
$1.35 / 129 |
18 / 67 |
41.668653% |
0.537107 |
-0.015860 |
0.087583 |
0.031055 |
0.013936 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
25.00 |
6.61% |
$0.05 / 237 |
$0.15 / 145 |
0 / 266 |
38.294862% |
0.187377 |
-0.010731 |
0.059534 |
0.021109 |
0.005166 |
|
|
925 |
|
12/15(81) |
CALL |
75.00 / 105.00 |
$140 / $2,860 / 0.05 |
53.54% / $49.94 / 1.75% / 7.41% |
59.03% / $76.40 |
$1.40 / $2.40 / $1.00 / 80 |
69 / 17.14% / 76 |
5 |
Legs |
Vertical |
Bearish |
$73.42 (-0.30%) / 1.03M |
|
Earnings: 10/24 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
75.00 |
46.46% |
$2.40 / 129 |
$4.00 / 49 |
0 / 192 |
22.857005% |
0.530144 |
-0.036387 |
0.028337 |
0.141973 |
0.078705 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
105.00 |
0.43% |
0 / 0 |
$1.00 / 80 |
0 / 1 |
53.445327% |
0.044484 |
-0.008074 |
0.006697 |
0.033555 |
0.007115 |
|
282 |
Legs |
10/20(25) |
CALL |
75.00 / 95.00 |
$95 / $1,905 / 0.05 |
56.37% / $51.14 / 2.68% / 37.43% |
62.69% / $75.95 |
$0.95 / $1.70 / $0.75 / 79 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
75.00 |
43.63% |
$1.70 / 79 |
$1.95 / 11 |
0 / 218 |
25.564369% |
0.487826 |
-0.059872 |
0.048678 |
0.083208 |
0.026369 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
95.00 |
0.06% |
0 / 0 |
$0.75 / 80 |
0 / 8 |
67.742418% |
0.015071 |
-0.005485 |
0.004643 |
0.007937 |
0.000853 |
|
58 |
Legs |
10/20(25) |
CALL |
75.00 / 85.00 |
$155 / $845 / 0.18 |
56.37% / $24.84 / 2.94% / 41.57% |
66.49% / $76.55 |
$1.55 / $1.70 / $0.15 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
75.00 |
43.63% |
$1.70 / 79 |
$1.95 / 11 |
0 / 218 |
25.564369% |
0.487826 |
-0.059872 |
0.048678 |
0.083208 |
0.026369 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
85.00 |
3.70% |
0 / 0 |
$0.15 / 72 |
1 / 1,067 |
29.548387% |
0.122555 |
-0.029596 |
0.024792 |
0.042377 |
0.006835 |
|
53 |
Legs |
12/15(81) |
PUT |
70.00 / 55.00 |
$125 / $1,375 / 0.09 |
70.59% / $7.94 / 0.58% / 2.40% |
74.57% / $68.75 |
$1.25 / $1.95 / $0.70 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
70.00 |
29.41% |
$1.95 / 51 |
$2.30 / 42 |
0 / 79 |
29.754350% |
-0.328892 |
-0.026705 |
0.025779 |
0.129157 |
-0.064568 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
55.00 |
3.10% |
$0.25 / 71 |
$0.70 / 91 |
0 / 48 |
44.897236% |
-0.043037 |
-0.007155 |
0.006521 |
0.032671 |
-0.008039 |
|
8 |
Legs |
10/20(25) |
PUT |
70.00 / 55.00 |
$60 / $1,440 / 0.04 |
78.05% / $43.55 / 3.02% / 42.97% |
80.87% / $69.40 |
$0.60 / $0.75 / $0.15 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
70.00 |
21.95% |
$0.75 / 10 |
$0.90 / 89 |
1 / 387 |
29.588773% |
-0.276126 |
-0.044761 |
0.040823 |
0.069780 |
-0.017422 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
55.00 |
0.11% |
0 / 0 |
$0.15 / 1 |
1 / 157 |
59.265755% |
-0.002757 |
-0.001173 |
0.001035 |
0.001770 |
-0.000168 |
|
6 |
Legs |
10/20(25) |
PUT |
70.00 / 60.00 |
$60 / $940 / 0.06 |
78.05% / $28.87 / 3.07% / 43.77% |
80.87% / $69.40 |
$0.60 / $0.75 / $0.15 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
70.00 |
21.95% |
$0.75 / 10 |
$0.90 / 89 |
1 / 387 |
29.588773% |
-0.276126 |
-0.044761 |
0.040823 |
0.069780 |
-0.017422 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
60.00 |
0.97% |
0 / 0 |
$0.15 / 1 |
0 / 45 |
44.549541% |
-0.023381 |
-0.007600 |
0.006747 |
0.011533 |
-0.001435 |
|
|
923 |
|
12/15(81) |
CALL |
15.00 / 35.00 |
$120 / $1,880 / 0.06 |
55.64% / $66.29 / 3.53% / 15.38% |
67.80% / $16.20 |
$1.20 / $1.40 / $0.20 / 36 |
20 / 16.12% / 37 |
5 |
Legs |
Vertical |
Bearish |
$14.66 (-1.87%) / 251K |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
44.36% |
$1.40 / 36 |
$1.55 / 20 |
0 / 52 |
52.923482% |
0.561775 |
-0.012531 |
0.077825 |
0.028074 |
0.014709 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
0.01% |
0 / 0 |
$0.20 / 55 |
0 / 26 |
103.537594% |
0.010338 |
-0.000834 |
0.005417 |
0.001954 |
0.000318 |
|
920 |
Legs |
12/15(81) |
CALL |
15.00 / 25.00 |
$65 / $935 / 0.07 |
55.64% / $14.15 / 1.51% / 6.40% |
62.49% / $15.65 |
$0.65 / $1.40 / $0.75 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
44.36% |
$1.40 / 36 |
$1.55 / 20 |
0 / 52 |
52.923482% |
0.561775 |
-0.012531 |
0.077825 |
0.028074 |
0.014709 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
1.17% |
0 / 0 |
$0.75 / 359 |
0 / 21 |
104.219440% |
0.091224 |
-0.005031 |
0.032387 |
0.011683 |
0.002698 |
|
394 |
Legs |
11/17(53) |
CALL |
15.00 / 25.00 |
$85 / $915 / 0.09 |
55.69% / $41.53 / 4.54% / 31.33% |
66.41% / $15.85 |
$0.85 / $1.15 / $0.30 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
15.00 |
44.31% |
$1.15 / 50 |
$1.25 / 24 |
0 / 29 |
53.916959% |
0.543163 |
-0.015231 |
0.095628 |
0.023133 |
0.010036 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
25.00 |
0.31% |
0 / 0 |
$0.30 / 94 |
0 / 1 |
97.494301% |
0.043673 |
-0.003438 |
0.022310 |
0.005397 |
0.000902 |
|
310 |
Legs |
10/20(25) |
CALL |
15.00 / 20.00 |
$35 / $465 / 0.08 |
56.32% / $7.37 / 1.59% / 20.78% |
62.71% / $15.35 |
$0.35 / $0.65 / $0.30 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
15.00 |
43.68% |
$0.65 / 50 |
$0.80 / 20 |
1 / 25 |
48.569363% |
0.515073 |
-0.021145 |
0.134761 |
0.016586 |
0.005170 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
20.00 |
1.32% |
0 / 0 |
$0.30 / 100 |
0 / 1 |
94.829985% |
0.081119 |
-0.007799 |
0.050785 |
0.006250 |
0.000871 |
|
293 |
Legs |
11/17(53) |
CALL |
15.00 / 22.50 |
$90 / $660 / 0.14 |
55.69% / $31.43 / 4.76% / 33.07% |
66.99% / $15.90 |
$0.90 / $1.15 / $0.25 / 44 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
15.00 |
44.31% |
$1.15 / 50 |
$1.25 / 24 |
0 / 29 |
53.916959% |
0.543163 |
-0.015231 |
0.095628 |
0.023133 |
0.010036 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
22.50 |
1.37% |
0 / 0 |
$0.25 / 44 |
0 / 15 |
79.587303% |
0.091004 |
-0.006105 |
0.039479 |
0.009550 |
0.001852 |
|
79 |
Legs |
11/17(53) |
CALL |
15.00 / 20.00 |
$100 / $400 / 0.25 |
55.69% / $12.92 / 3.23% / 21.56% |
68.14% / $16.00 |
$1.00 / $1.15 / $0.15 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
15.00 |
44.31% |
$1.15 / 50 |
$1.25 / 24 |
0 / 29 |
53.916959% |
0.543163 |
-0.015231 |
0.095628 |
0.023133 |
0.010036 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
20.00 |
5.41% |
$0.05 / 11 |
$0.15 / 31 |
0 / 14 |
50.029010% |
0.179985 |
-0.009833 |
0.063266 |
0.015304 |
0.003590 |
|
|
922 |
|
12/15(81) |
CALL |
55.00 / 75.00 |
$260 / $1,740 / 0.15 |
47.99% / $121.11 / 6.96% / 32.02% |
66.21% / $57.60 |
$2.60 / $2.75 / $0.15 / 40 |
13 / 10.36% / 44 |
4 |
Legs |
Vertical |
Bearish |
$54.69 (-0.51%) / 296K |
|
Earnings: 11/01 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
52.01% |
$2.75 / 44 |
$3.00 / 20 |
1 / 126 |
24.224923% |
0.554872 |
-0.021365 |
0.051095 |
0.104768 |
0.063224 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
0.10% |
0 / 0 |
$0.15 / 40 |
0 / 3 |
34.346559% |
0.019447 |
-0.002278 |
0.006113 |
0.012535 |
0.002366 |
|
599 |
Legs |
12/15(81) |
CALL |
55.00 / 65.00 |
$240 / $760 / 0.32 |
47.99% / $35.81 / 4.71% / 20.94% |
64.91% / $57.40 |
$2.40 / $2.75 / $0.35 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
52.01% |
$2.75 / 44 |
$3.00 / 20 |
1 / 126 |
24.224923% |
0.554872 |
-0.021365 |
0.051095 |
0.104768 |
0.063224 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
5.01% |
$0.15 / 67 |
$0.35 / 20 |
0 / 8 |
23.209076% |
0.147150 |
-0.011412 |
0.029763 |
0.061028 |
0.017541 |
|
425 |
Legs |
10/20(25) |
CALL |
55.00 / 65.00 |
$110 / $890 / 0.12 |
49.34% / $50.78 / 5.71% / 94.61% |
62.90% / $56.10 |
$1.10 / $1.15 / $0.05 / 76 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
55.00 |
50.66% |
$1.15 / 76 |
$1.35 / 58 |
1 / 22 |
18.711340% |
0.528639 |
-0.034383 |
0.088085 |
0.061621 |
0.021590 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
65.00 |
0.19% |
0 / 0 |
$0.05 / 181 |
0 / 4 |
29.921042% |
0.025007 |
-0.004719 |
0.012941 |
0.009053 |
0.001059 |
|
146 |
Legs |
12/15(81) |
CALL |
60.00 / 75.00 |
$70 / $1,430 / 0.05 |
79.73% / $52.95 / 3.70% / 16.19% |
82.89% / $60.70 |
$0.70 / $0.85 / $0.15 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
60.00 |
20.27% |
$0.85 / 82 |
$1.05 / 20 |
61 / 114 |
23.165557% |
0.315567 |
-0.018154 |
0.045968 |
0.094255 |
0.036959 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
0.10% |
0 / 0 |
$0.15 / 40 |
0 / 3 |
34.346559% |
0.019447 |
-0.002278 |
0.006113 |
0.012535 |
0.002366 |
|
63 |
Legs |
12/15(81) |
CALL |
60.00 / 65.00 |
$50 / $450 / 0.11 |
79.73% / $2.20 / 0.49% / 2.04% |
82.02% / $60.50 |
$0.50 / $0.85 / $0.35 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
60.00 |
20.27% |
$0.85 / 82 |
$1.05 / 20 |
61 / 114 |
23.165557% |
0.315567 |
-0.018154 |
0.045968 |
0.094255 |
0.036959 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
5.01% |
$0.15 / 67 |
$0.35 / 20 |
0 / 8 |
23.209076% |
0.147150 |
-0.011412 |
0.029763 |
0.061028 |
0.017541 |
|
|
919 |
|
12/15(81) |
CALL |
4.50 / 10.00 |
$55 / $495 / 0.11 |
56.56% / $21.50 / 4.34% / 19.18% |
68.46% / $5.05 |
$0.55 / $0.65 / $0.10 / 1,023 |
4 / 6.63% / 57 |
5 |
Legs |
Vertical |
Bearish |
$4.4101 (-0.67%) / 1.38M |
|
Earnings: 11/06 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.50 |
43.44% |
$0.65 / 1,818 |
$0.80 / 212 |
0 / 10 |
83.216323% |
0.607485 |
-0.005510 |
0.164374 |
0.008310 |
0.004164 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
0.94% |
$0.05 / 1 |
$0.10 / 1,023 |
0 / 20 |
102.607928% |
0.104370 |
-0.002537 |
0.077422 |
0.003914 |
0.000867 |
|
875 |
Legs |
12/15(81) |
CALL |
4.50 / 9.00 |
$55 / $395 / 0.14 |
56.56% / $15.27 / 3.87% / 16.95% |
68.46% / $5.05 |
$0.55 / $0.65 / $0.10 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.50 |
43.44% |
$0.65 / 1,818 |
$0.80 / 212 |
0 / 10 |
83.216323% |
0.607485 |
-0.005510 |
0.164374 |
0.008310 |
0.004164 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
9.00 |
1.96% |
0 / 0 |
$0.10 / 2 |
0 / 3 |
99.041891% |
0.145670 |
-0.003209 |
0.097772 |
0.004943 |
0.001190 |
|
523 |
Legs |
12/15(81) |
CALL |
5.00 / 10.00 |
$25 / $475 / 0.05 |
67.48% / $7.97 / 1.68% / 7.11% |
72.13% / $5.25 |
$0.25 / $0.35 / $0.10 / 1,023 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
32.52% |
$0.35 / 3,995 |
$0.60 / 230 |
0 / 19 |
75.725618% |
0.528268 |
-0.005675 |
0.170176 |
0.008603 |
0.003756 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
0.94% |
$0.05 / 1 |
$0.10 / 1,023 |
0 / 20 |
102.607928% |
0.104370 |
-0.002537 |
0.077422 |
0.003914 |
0.000867 |
|
490 |
Legs |
12/15(81) |
CALL |
5.00 / 9.00 |
$25 / $375 / 0.07 |
67.48% / $2.54 / 0.68% / 2.83% |
72.13% / $5.25 |
$0.25 / $0.35 / $0.10 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
32.52% |
$0.35 / 3,995 |
$0.60 / 230 |
0 / 19 |
75.725618% |
0.528268 |
-0.005675 |
0.170176 |
0.008603 |
0.003756 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
9.00 |
1.96% |
0 / 0 |
$0.10 / 2 |
0 / 3 |
99.041891% |
0.145670 |
-0.003209 |
0.097772 |
0.004943 |
0.001190 |
|
477 |
Legs |
10/20(25) |
CALL |
4.50 / 7.50 |
$20 / $280 / 0.07 |
54.37% / $7.48 / 2.67% / 37.23% |
62.35% / $4.70 |
$0.20 / $0.25 / $0.05 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
4.50 |
45.63% |
$0.25 / 1,475 |
$0.45 / 302 |
0 / 24 |
70.217848% |
0.559499 |
-0.009535 |
0.288825 |
0.004982 |
0.001562 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.50 |
0.59% |
0 / 0 |
$0.05 / 35 |
0 / 126 |
117.534917% |
0.063531 |
-0.002965 |
0.091196 |
0.001573 |
0.000199 |
|
165 |
Legs |
12/15(81) |
CALL |
6.00 / 9.00 |
$15 / $285 / 0.05 |
82.95% / $2.17 / 0.76% / 3.17% |
84.60% / $6.15 |
$0.15 / $0.25 / $0.10 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
6.00 |
17.05% |
$0.25 / 669 |
$0.40 / 3,140 |
0 / 28 |
87.452610% |
0.390360 |
-0.005436 |
0.164120 |
0.008297 |
0.002928 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
9.00 |
1.96% |
0 / 0 |
$0.10 / 2 |
0 / 3 |
99.041891% |
0.145670 |
-0.003209 |
0.097772 |
0.004943 |
0.001190 |
|
|
918 |
|
12/15(81) |
CALL |
5.00 / 12.50 |
$30 / $720 / 0.04 |
60.24% / $13.70 / 1.90% / 8.09% |
66.20% / $5.30 |
$0.30 / $0.50 / $0.20 / 2,368 |
9 / 15.32% / 4 |
3 |
Legs |
Vertical |
Bearish |
$4.77 (-0.83%) / 600K |
|
Earnings: 11/09 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
39.76% |
$0.50 / 2,552 |
$0.70 / 22 |
1 / 162 |
70.340360% |
0.582916 |
-0.006038 |
0.154338 |
0.009059 |
0.004330 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
12.50 |
0.30% |
0 / 0 |
$0.20 / 2,368 |
0 / 90 |
142.452628% |
0.062579 |
-0.001862 |
0.048680 |
0.002857 |
0.000568 |
|
863 |
Legs |
12/15(81) |
CALL |
5.00 / 10.00 |
$35 / $465 / 0.08 |
60.24% / $6.18 / 1.33% / 5.60% |
67.13% / $5.35 |
$0.35 / $0.50 / $0.15 / 1,951 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
39.76% |
$0.50 / 2,552 |
$0.70 / 22 |
1 / 162 |
70.340360% |
0.582916 |
-0.006038 |
0.154338 |
0.009059 |
0.004330 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
1.61% |
$0.05 / 13 |
$0.15 / 1,951 |
0 / 285 |
100.349968% |
0.133704 |
-0.003271 |
0.085291 |
0.005006 |
0.001176 |
|
261 |
Legs |
10/20(25) |
CALL |
5.00 / 10.00 |
$20 / $480 / 0.04 |
60.68% / $11.92 / 2.48% / 34.22% |
67.52% / $5.20 |
$0.20 / $0.25 / $0.05 / 132 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
5.00 |
39.32% |
$0.25 / 2,142 |
$0.40 / 557 |
0 / 381 |
72.632660% |
0.515624 |
-0.010397 |
0.269878 |
0.005405 |
0.001561 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
10.00 |
0.02% |
0 / 0 |
$0.05 / 132 |
0 / 152 |
149.631454% |
0.013278 |
-0.000875 |
0.023081 |
0.000462 |
0.000046 |
|
218 |
Legs |
10/20(25) |
CALL |
5.00 / 7.50 |
$15 / $235 / 0.06 |
60.68% / $2.06 / 0.88% / 11.03% |
65.88% / $5.15 |
$0.15 / $0.25 / $0.10 / 161 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
5.00 |
39.32% |
$0.25 / 2,142 |
$0.40 / 557 |
0 / 381 |
72.632660% |
0.515624 |
-0.010397 |
0.269878 |
0.005405 |
0.001561 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.50 |
1.51% |
0 / 0 |
$0.10 / 161 |
0 / 361 |
122.549277% |
0.100066 |
-0.004524 |
0.118870 |
0.002381 |
0.000333 |
|
|
916 |
|
12/15(81) |
CALL |
40.00 / 60.00 |
$80 / $1,920 / 0.04 |
54.70% / $31.20 / 1.62% / 6.88% |
59.69% / $40.80 |
$0.80 / $2.00 / $1.20 / 33 |
60 / 38.61% / 76 |
2 |
Legs |
Vertical |
Bearish |
$39.95 (+0.91%) / 55K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
45.30% |
$2.00 / 33 |
$2.30 / 1 |
13 / 339 |
28.754625% |
0.529113 |
-0.020917 |
0.044875 |
0.075453 |
0.040958 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
0.32% |
0 / 0 |
$1.20 / 139 |
0 / 13 |
76.415546% |
0.040423 |
-0.004545 |
0.009865 |
0.016588 |
0.003418 |
|
732 |
Legs |
12/15(81) |
CALL |
40.00 / 55.00 |
$180 / $1,320 / 0.14 |
54.70% / $57.05 / 4.32% / 19.09% |
65.58% / $41.80 |
$1.80 / $2.00 / $0.20 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
45.30% |
$2.00 / 33 |
$2.30 / 1 |
13 / 339 |
28.754625% |
0.529113 |
-0.020917 |
0.044875 |
0.075453 |
0.040958 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
1.52% |
0 / 0 |
$0.20 / 63 |
0 / 740 |
40.865630% |
0.087745 |
-0.008342 |
0.018079 |
0.030398 |
0.007331 |
|
190 |
Legs |
12/15(81) |
CALL |
45.00 / 55.00 |
$40 / $960 / 0.04 |
80.92% / $4.80 / 0.50% / 2.08% |
82.43% / $45.40 |
$0.40 / $0.60 / $0.20 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
45.00 |
19.08% |
$0.60 / 10 |
$0.80 / 63 |
10 / 250 |
30.077253% |
0.324887 |
-0.018894 |
0.040732 |
0.068487 |
0.026071 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
1.52% |
0 / 0 |
$0.20 / 63 |
0 / 740 |
40.865630% |
0.087745 |
-0.008342 |
0.018079 |
0.030398 |
0.007331 |
|
|
915 |
|
12/15(81) |
CALL |
23.00 / 29.00 |
$55 / $545 / 0.10 |
50.64% / $17.69 / 3.25% / 14.10% |
60.08% / $23.55 |
$0.55 / $0.90 / $0.35 / 13 |
99 / 96.85% / 8 |
3 |
Legs |
Vertical |
Bearish |
$22.83 (+0.31%) / 3.92M |
|
Earnings: 10/27 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
23.00 |
49.36% |
$0.90 / 13 |
$1.00 / 1 |
1 / 111 |
20.410763% |
0.535712 |
-0.008639 |
0.123042 |
0.043759 |
0.025462 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
29.00 |
0.90% |
0 / 0 |
$0.35 / 151 |
0 / 26 |
42.355723% |
0.060175 |
-0.002397 |
0.037029 |
0.013169 |
0.003020 |
|
766 |
Legs |
12/15(81) |
CALL |
23.00 / 28.00 |
$80 / $420 / 0.19 |
50.64% / $20.96 / 4.99% / 22.27% |
64.15% / $23.80 |
$0.80 / $0.90 / $0.10 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
23.00 |
49.36% |
$0.90 / 13 |
$1.00 / 1 |
1 / 111 |
20.410763% |
0.535712 |
-0.008639 |
0.123042 |
0.043759 |
0.025462 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
28.00 |
2.23% |
0 / 0 |
$0.10 / 199 |
0 / 116 |
26.886358% |
0.096036 |
-0.003442 |
0.052835 |
0.018791 |
0.004794 |
|
611 |
Legs |
12/15(81) |
CALL |
23.00 / 27.00 |
$80 / $320 / 0.25 |
50.64% / $7.91 / 2.47% / 10.60% |
64.15% / $23.80 |
$0.80 / $0.90 / $0.10 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
23.00 |
49.36% |
$0.90 / 13 |
$1.00 / 1 |
1 / 111 |
20.410763% |
0.535712 |
-0.008639 |
0.123042 |
0.043759 |
0.025462 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
27.00 |
5.05% |
0 / 0 |
$0.10 / 149 |
0 / 360 |
23.001552% |
0.147639 |
-0.004697 |
0.071535 |
0.025441 |
0.007323 |
|
144 |
Legs |
12/15(81) |
CALL |
24.00 / 28.00 |
$35 / $365 / 0.10 |
67.26% / $7.62 / 2.09% / 8.90% |
72.37% / $24.35 |
$0.35 / $0.45 / $0.10 / 79 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
24.00 |
32.74% |
$0.45 / 79 |
$0.55 / 53 |
0 / 305 |
19.423672% |
0.416132 |
-0.008272 |
0.120868 |
0.042987 |
0.020064 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
28.00 |
2.23% |
0 / 0 |
$0.10 / 199 |
0 / 116 |
26.886358% |
0.096036 |
-0.003442 |
0.052835 |
0.018791 |
0.004794 |
|
|
914 |
|
12/15(81) |
CALL |
2.50 / 5.50 |
$30 / $270 / 0.11 |
59.19% / $0.19 / 0.07% / 0.29% |
67.81% / $2.80 |
$0.30 / $0.40 / $0.10 / 1,339 |
4 / 0.01% / 67 |
3 |
Legs |
Vertical |
Bearish |
$2.40 (-9.77%) / 804K |
|
Earnings: 11/13 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2.50 |
40.81% |
$0.40 / 1,339 |
$0.55 / 2,286 |
0 / 2 |
98.874736% |
0.641067 |
-0.003966 |
0.213240 |
0.004491 |
0.002108 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
5.50 |
3.35% |
0 / 0 |
$0.10 / 1,870 |
0 / 3 |
125.511091% |
0.223968 |
-0.003133 |
0.170675 |
0.003594 |
0.000910 |
|
516 |
Legs |
10/20(25) |
CALL |
2.50 / 5.00 |
$15 / $235 / 0.06 |
55.74% / $5.89 / 2.51% / 34.62% |
63.60% / $2.65 |
$0.15 / $0.25 / $0.10 / 141 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
2.50 |
44.26% |
$0.25 / 141 |
$0.30 / 269 |
7 / 25 |
99.442899% |
0.581066 |
-0.007026 |
0.381624 |
0.002742 |
0.000828 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
5.00 |
0.51% |
0 / 0 |
$0.10 / 2,888 |
0 / 106 |
199.312431% |
0.069261 |
-0.002369 |
0.130089 |
0.000935 |
0.000116 |
|
478 |
Legs |
10/20(25) |
CALL |
2.50 / 4.50 |
$15 / $185 / 0.08 |
55.74% / $3.15 / 1.70% / 22.45% |
63.60% / $2.65 |
$0.15 / $0.25 / $0.10 / 141 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
2.50 |
44.26% |
$0.25 / 141 |
$0.30 / 269 |
7 / 25 |
99.442899% |
0.581066 |
-0.007026 |
0.381624 |
0.002742 |
0.000828 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
4.50 |
1.40% |
0 / 0 |
$0.10 / 1,088 |
0 / 4 |
179.757323% |
0.110278 |
-0.003353 |
0.184011 |
0.001322 |
0.000181 |
|
470 |
Legs |
11/17(53) |
CALL |
2.50 / 5.00 |
$25 / $225 / 0.11 |
57.67% / $2.03 / 0.90% / 5.66% |
66.63% / $2.75 |
$0.25 / $0.35 / $0.10 / 952 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.50 |
42.33% |
$0.35 / 952 |
$0.45 / 1,244 |
7 / 7 |
102.182651% |
0.615463 |
-0.004931 |
0.266239 |
0.003760 |
0.001507 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.00 |
2.79% |
0 / 0 |
$0.10 / 1,939 |
0 / 13 |
141.640410% |
0.181684 |
-0.003365 |
0.183898 |
0.002597 |
0.000533 |
|
|
913 |
|
12/15(81) |
CALL |
20.00 / 40.00 |
$180 / $1,820 / 0.10 |
56.01% / $68.37 / 3.76% / 16.44% |
66.57% / $21.80 |
$1.80 / $2.55 / $0.75 / 15 |
65 / 49.70% / 32 |
5 |
Legs |
Vertical |
Bearish |
$19.80 (-0.05%) / 271K |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
43.99% |
$2.55 / 15 |
$2.65 / 34 |
0 / 191 |
67.908261% |
0.588790 |
-0.021151 |
0.044220 |
0.037189 |
0.019036 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
0.87% |
0 / 0 |
$0.75 / 357 |
0 / 218 |
113.986185% |
0.090708 |
-0.008638 |
0.018567 |
0.015615 |
0.003456 |
|
743 |
Legs |
12/15(81) |
CALL |
20.00 / 35.00 |
$235 / $1,265 / 0.19 |
56.01% / $65.11 / 5.15% / 23.02% |
69.44% / $22.35 |
$2.35 / $2.55 / $0.20 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
43.99% |
$2.55 / 15 |
$2.65 / 34 |
0 / 191 |
67.908261% |
0.588790 |
-0.021151 |
0.044220 |
0.037189 |
0.019036 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
2.56% |
$0.10 / 22 |
$0.20 / 126 |
0 / 244 |
67.450312% |
0.150167 |
-0.012375 |
0.026523 |
0.022306 |
0.005602 |
|
511 |
Legs |
12/15(81) |
CALL |
20.00 / 30.00 |
$215 / $785 / 0.27 |
56.01% / $11.03 / 1.41% / 5.93% |
68.42% / $22.15 |
$2.15 / $2.55 / $0.40 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
43.99% |
$2.55 / 15 |
$2.65 / 34 |
0 / 191 |
67.908261% |
0.588790 |
-0.021151 |
0.044220 |
0.037189 |
0.019036 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
7.29% |
$0.30 / 123 |
$0.40 / 55 |
0 / 360 |
64.771136% |
0.245538 |
-0.016764 |
0.035776 |
0.030088 |
0.008895 |
|
385 |
Legs |
10/20(25) |
CALL |
20.00 / 35.00 |
$125 / $1,375 / 0.09 |
54.89% / $66.78 / 4.86% / 76.66% |
67.67% / $21.25 |
$1.25 / $1.30 / $0.05 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
20.00 |
45.11% |
$1.30 / 18 |
$1.40 / 90 |
15 / 107 |
62.978803% |
0.542545 |
-0.036236 |
0.077195 |
0.022150 |
0.006957 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
35.00 |
0.06% |
0 / 0 |
$0.05 / 3 |
0 / 221 |
96.860665% |
0.020155 |
-0.004363 |
0.009484 |
0.002721 |
0.000289 |
|
357 |
Legs |
12/15(81) |
CALL |
22.50 / 40.00 |
$85 / $1,665 / 0.05 |
70.19% / $30.91 / 1.86% / 7.89% |
74.18% / $23.35 |
$0.85 / $1.60 / $0.75 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
22.50 |
29.81% |
$1.60 / 16 |
$1.70 / 38 |
0 / 169 |
66.801489% |
0.483731 |
-0.021500 |
0.045310 |
0.038106 |
0.016273 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
0.87% |
0 / 0 |
$0.75 / 357 |
0 / 218 |
113.986185% |
0.090708 |
-0.008638 |
0.018567 |
0.015615 |
0.003456 |
|
294 |
Legs |
10/20(25) |
CALL |
20.00 / 30.00 |
$115 / $885 / 0.13 |
54.89% / $46.61 / 5.27% / 85.13% |
66.73% / $21.15 |
$1.15 / $1.30 / $0.15 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
20.00 |
45.11% |
$1.30 / 18 |
$1.40 / 90 |
15 / 107 |
62.978803% |
0.542545 |
-0.036236 |
0.077195 |
0.022150 |
0.006957 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
0.89% |
$0.05 / 1 |
$0.15 / 124 |
0 / 388 |
84.670545% |
0.072657 |
-0.012401 |
0.026887 |
0.007715 |
0.001024 |
|
|
912 |
|
12/15(81) |
CALL |
71.00 / 72.00 |
$54 / $46 / 1.17 |
52.61% / $6.74 / 14.66% / 75.90% |
57.69% / $71.54 |
$0.54 / $1.76 / $1.22 / 18 |
79 / 12.79% / 55 |
5 |
Legs |
Vertical |
Bearish |
$70.14 (-0.54%) / 12.24M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
47.39% |
$1.76 / 62 |
$1.82 / 331 |
7 / 56 |
13.354264% |
0.503030 |
-0.015445 |
0.066818 |
0.134926 |
0.077308 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
72.00 |
38.10% |
$1.19 / 82 |
$1.22 / 18 |
9 / 114 |
12.232478% |
0.437345 |
-0.015097 |
0.066069 |
0.133413 |
0.067534 |
|
880 |
Legs |
12/15(81) |
CALL |
71.00 / 73.00 |
$100 / $100 / 1.00 |
52.61% / $9.35 / 9.35% / 44.61% |
61.90% / $72.00 |
$1.00 / $1.76 / $0.76 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
47.39% |
$1.76 / 62 |
$1.82 / 331 |
7 / 56 |
13.354264% |
0.503030 |
-0.015445 |
0.066818 |
0.134926 |
0.077308 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
73.00 |
29.57% |
$0.74 / 58 |
$0.76 / 10 |
115 / 236 |
11.317129% |
0.374149 |
-0.014394 |
0.063594 |
0.128415 |
0.058021 |
|
738 |
Legs |
12/15(81) |
CALL |
71.00 / 74.00 |
$131 / $169 / 0.78 |
52.61% / $7.39 / 4.37% / 19.33% |
64.64% / $72.31 |
$1.31 / $1.76 / $0.45 / 62 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
47.39% |
$1.76 / 62 |
$1.82 / 331 |
7 / 56 |
13.354264% |
0.503030 |
-0.015445 |
0.066818 |
0.134926 |
0.077308 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
74.00 |
22.13% |
$0.42 / 35 |
$0.45 / 66 |
1 / 243 |
10.672255% |
0.314915 |
-0.013394 |
0.059652 |
0.120456 |
0.049021 |
|
553 |
Legs |
12/15(81) |
CALL |
71.00 / 75.00 |
$151 / $249 / 0.61 |
52.61% / $7.98 / 3.21% / 13.91% |
66.37% / $72.51 |
$1.51 / $1.76 / $0.25 / 62 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
47.39% |
$1.76 / 62 |
$1.82 / 331 |
7 / 56 |
13.354264% |
0.503030 |
-0.015445 |
0.066818 |
0.134926 |
0.077308 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
15.98% |
$0.22 / 144 |
$0.25 / 300 |
15 / 760 |
10.218987% |
0.260767 |
-0.012173 |
0.054586 |
0.110226 |
0.040731 |
|
439 |
Legs |
12/15(81) |
CALL |
71.00 / 76.00 |
$163 / $337 / 0.48 |
52.61% / $13.82 / 4.10% / 18.05% |
67.39% / $72.63 |
$1.63 / $1.76 / $0.13 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
47.39% |
$1.76 / 62 |
$1.82 / 331 |
7 / 56 |
13.354264% |
0.503030 |
-0.015445 |
0.066818 |
0.134926 |
0.077308 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
76.00 |
11.12% |
$0.11 / 77 |
$0.13 / 55 |
1 / 668 |
9.931842% |
0.212445 |
-0.010815 |
0.048777 |
0.098496 |
0.033284 |
|
314 |
Legs |
11/17(53) |
CALL |
71.00 / 72.00 |
$51 / $49 / 1.04 |
53.99% / $5.65 / 11.54% / 95.49% |
59.82% / $71.51 |
$0.51 / $1.30 / $0.79 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
71.00 |
46.01% |
$1.30 / 42 |
$1.32 / 26 |
0 / 26 |
12.562821% |
0.490054 |
-0.018548 |
0.081752 |
0.110702 |
0.051150 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
72.00 |
34.81% |
$0.77 / 177 |
$0.79 / 15 |
79 / 249 |
11.441372% |
0.410132 |
-0.017888 |
0.079762 |
0.108008 |
0.043006 |
|
|
911 |
|
12/15(81) |
CALL |
51.00 / 57.00 |
$40 / $560 / 0.07 |
50.07% / $19.79 / 3.53% / 15.42% |
59.87% / $51.40 |
$0.40 / $0.65 / $0.25 / 27 |
25 / 39.12% / 71 |
4 |
Legs |
Vertical |
Bearish |
$50.95 (+0.35%) / 779K |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
51.00 |
49.93% |
$0.65 / 27 |
$0.75 / 22 |
12 / 102 |
6.683123% |
0.507820 |
-0.005658 |
0.172521 |
0.097140 |
0.058116 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
57.00 |
0.02% |
0 / 0 |
$0.25 / 49 |
0 / 8 |
18.412451% |
0.007220 |
-0.000275 |
0.008735 |
0.004918 |
0.000844 |
|
857 |
Legs |
12/15(81) |
CALL |
51.00 / 55.00 |
$40 / $360 / 0.11 |
50.07% / $13.90 / 3.86% / 16.93% |
59.87% / $51.40 |
$0.40 / $0.65 / $0.25 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
51.00 |
49.93% |
$0.65 / 27 |
$0.75 / 22 |
12 / 102 |
6.683123% |
0.507820 |
-0.005658 |
0.172521 |
0.097140 |
0.058116 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
0.82% |
0 / 0 |
$0.25 / 76 |
0 / 44 |
14.028428% |
0.049194 |
-0.001407 |
0.044370 |
0.024983 |
0.005729 |
|
848 |
Legs |
12/15(81) |
CALL |
51.00 / 56.00 |
$50 / $450 / 0.11 |
50.07% / $23.64 / 5.25% / 23.53% |
62.23% / $51.50 |
$0.50 / $0.65 / $0.15 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
51.00 |
49.93% |
$0.65 / 27 |
$0.75 / 22 |
12 / 102 |
6.683123% |
0.507820 |
-0.005658 |
0.172521 |
0.097140 |
0.058116 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
56.00 |
0.15% |
0 / 0 |
$0.15 / 44 |
0 / 9 |
14.139160% |
0.020042 |
-0.000668 |
0.021149 |
0.011908 |
0.002339 |
|
805 |
Legs |
12/15(81) |
CALL |
51.00 / 54.00 |
$40 / $260 / 0.15 |
50.07% / $2.00 / 0.77% / 3.21% |
59.87% / $51.40 |
$0.40 / $0.65 / $0.25 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
51.00 |
49.93% |
$0.65 / 27 |
$0.75 / 22 |
12 / 102 |
6.683123% |
0.507820 |
-0.005658 |
0.172521 |
0.097140 |
0.058116 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
54.00 |
3.46% |
0 / 0 |
$0.25 / 62 |
0 / 34 |
11.622440% |
0.106485 |
-0.002548 |
0.080000 |
0.045045 |
0.012365 |
|
236 |
Legs |
10/20(25) |
CALL |
51.00 / 53.00 |
$25 / $175 / 0.14 |
51.60% / $7.11 / 4.06% / 61.23% |
62.08% / $51.25 |
$0.25 / $0.30 / $0.05 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
51.00 |
48.40% |
$0.30 / 14 |
$0.40 / 38 |
0 / 13 |
6.141826% |
0.494946 |
-0.009546 |
0.297277 |
0.057108 |
0.019623 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
53.00 |
1.60% |
0 / 0 |
$0.05 / 15 |
0 / 3 |
9.654959% |
0.070065 |
-0.003154 |
0.100367 |
0.019281 |
0.002803 |
|
|
910 |
|
12/15(81) |
CALL |
55.00 / 75.00 |
$250 / $1,750 / 0.14 |
48.57% / $119.29 / 6.82% / 31.29% |
66.84% / $57.50 |
$2.50 / $2.65 / $0.15 / 26 |
41 / 12.76% / 6 |
5 |
Legs |
Vertical |
Bearish |
$54.20 (-1.00%) / 7.06M |
|
Earnings: 11/02 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
51.43% |
$2.65 / 26 |
$2.75 / 483 |
17 / 2,560 |
23.192534% |
0.548990 |
-0.020562 |
0.053620 |
0.104761 |
0.062781 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
0.06% |
0 / 0 |
$0.15 / 206 |
0 / 19 |
34.559511% |
0.014631 |
-0.001706 |
0.005020 |
0.009808 |
0.001783 |
|
836 |
Legs |
12/15(81) |
CALL |
55.00 / 70.00 |
$245 / $1,255 / 0.20 |
48.57% / $103.08 / 8.21% / 38.52% |
66.50% / $57.45 |
$2.45 / $2.65 / $0.20 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
51.43% |
$2.65 / 26 |
$2.75 / 483 |
17 / 2,560 |
23.192534% |
0.548990 |
-0.020562 |
0.053620 |
0.104761 |
0.062781 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
70.00 |
0.59% |
0 / 0 |
$0.20 / 168 |
0 / 375 |
29.807260% |
0.047694 |
-0.004623 |
0.013450 |
0.026279 |
0.005766 |
|
617 |
Legs |
12/15(81) |
CALL |
55.00 / 62.50 |
$220 / $530 / 0.42 |
48.57% / $8.75 / 1.65% / 6.99% |
64.80% / $57.20 |
$2.20 / $2.65 / $0.45 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
51.43% |
$2.65 / 26 |
$2.75 / 483 |
17 / 2,560 |
23.192534% |
0.548990 |
-0.020562 |
0.053620 |
0.104761 |
0.062781 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
62.50 |
9.35% |
$0.35 / 149 |
$0.45 / 104 |
4 / 1,420 |
21.824967% |
0.204370 |
-0.013618 |
0.038408 |
0.075041 |
0.024242 |
|
559 |
Legs |
12/15(81) |
CALL |
55.00 / 65.00 |
$240 / $760 / 0.32 |
48.57% / $49.95 / 6.57% / 30.06% |
66.17% / $57.40 |
$2.40 / $2.65 / $0.25 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
51.43% |
$2.65 / 26 |
$2.75 / 483 |
17 / 2,560 |
23.192534% |
0.548990 |
-0.020562 |
0.053620 |
0.104761 |
0.062781 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
4.14% |
$0.15 / 260 |
$0.25 / 778 |
0 / 989 |
22.242403% |
0.131923 |
-0.010127 |
0.028941 |
0.056545 |
0.015768 |
|
387 |
Legs |
10/20(25) |
CALL |
55.00 / 65.00 |
$100 / $900 / 0.11 |
50.67% / $48.62 / 5.40% / 88.01% |
63.52% / $56.00 |
$1.00 / $1.15 / $0.15 / 89 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
55.00 |
49.33% |
$1.15 / 121 |
$1.25 / 139 |
16 / 56 |
18.928146% |
0.518337 |
-0.032965 |
0.092399 |
0.061592 |
0.021203 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
65.00 |
0.11% |
0 / 0 |
$0.15 / 89 |
0 / 50 |
37.122761% |
0.018868 |
-0.003552 |
0.010684 |
0.007122 |
0.000799 |
|
296 |
Legs |
10/20(25) |
CALL |
55.00 / 62.50 |
$100 / $650 / 0.15 |
50.67% / $37.81 / 5.82% / 97.11% |
63.52% / $56.00 |
$1.00 / $1.15 / $0.15 / 121 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
55.00 |
49.33% |
$1.15 / 121 |
$1.25 / 139 |
16 / 56 |
18.928146% |
0.518337 |
-0.032965 |
0.092399 |
0.061592 |
0.021203 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
62.50 |
0.94% |
0 / 0 |
$0.15 / 242 |
0 / 136 |
30.205456% |
0.057155 |
-0.008905 |
0.026586 |
0.017722 |
0.002409 |
|
|
909 |
|
12/15(81) |
CALL |
12.50 / 22.50 |
$70 / $930 / 0.08 |
55.47% / $31.08 / 3.34% / 14.54% |
64.44% / $13.20 |
$0.70 / $1.00 / $0.30 / 125 |
16 / 17.11% / 37 |
2 |
Legs |
Vertical |
Bearish |
$12.35 (+1.65%) / 1.48M |
|
Earnings: 11/09 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
44.53% |
$1.00 / 125 |
$1.30 / 103 |
0 / 15 |
49.445598% |
0.560351 |
-0.010203 |
0.095863 |
0.023418 |
0.012316 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.50 |
0.41% |
0 / 0 |
$0.30 / 125 |
0 / 1 |
91.436459% |
0.054107 |
-0.002730 |
0.026693 |
0.006521 |
0.001356 |
|
894 |
Legs |
12/15(81) |
CALL |
12.50 / 20.00 |
$60 / $690 / 0.09 |
55.47% / $11.09 / 1.61% / 6.81% |
63.23% / $13.10 |
$0.60 / $1.00 / $0.40 / 125 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
44.53% |
$1.00 / 125 |
$1.30 / 103 |
0 / 15 |
49.445598% |
0.560351 |
-0.010203 |
0.095863 |
0.023418 |
0.012316 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
1.60% |
0 / 0 |
$0.40 / 141 |
0 / 5 |
85.756048% |
0.104927 |
-0.004537 |
0.044178 |
0.010792 |
0.002586 |
|
614 |
Legs |
12/15(81) |
CALL |
12.50 / 17.50 |
$85 / $415 / 0.21 |
55.47% / $0.98 / 0.24% / 0.98% |
66.22% / $13.35 |
$0.85 / $1.00 / $0.15 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
44.53% |
$1.00 / 125 |
$1.30 / 103 |
0 / 15 |
49.445598% |
0.560351 |
-0.010203 |
0.095863 |
0.023418 |
0.012316 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.50 |
5.77% |
$0.10 / 95 |
$0.15 / 10 |
12 / 164 |
49.902426% |
0.196397 |
-0.006954 |
0.067310 |
0.016443 |
0.004728 |
|
|
908 |
|
12/15(81) |
CALL |
15.00 / 20.00 |
$45 / $455 / 0.10 |
51.68% / $12.68 / 2.79% / 12.02% |
60.71% / $15.45 |
$0.45 / $0.70 / $0.25 / 39 |
9 / 4.01% / 8 |
|
Legs |
Vertical |
Bearish |
$14.88 (-0.47%) / 60K |
|
Earnings: 12/28 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
48.32% |
$0.70 / 60 |
$0.85 / 15 |
0 / 38 |
25.871588% |
0.539915 |
-0.006811 |
0.143834 |
0.028488 |
0.016218 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
1.13% |
0 / 0 |
$0.25 / 39 |
0 / 25 |
50.344951% |
0.071798 |
-0.002275 |
0.049816 |
0.009867 |
0.002309 |
|
907 |
|
12/15(81) |
CALL |
5.50 / 10.00 |
$25 / $425 / 0.06 |
54.75% / $13.33 / 3.14% / 13.59% |
64.03% / $5.75 |
$0.25 / $0.30 / $0.05 / 828 |
79 / 22.36% / 78 |
1 |
Legs |
Vertical |
Bearish |
$5.45 (+0.18%) / 17.55M |
|
Earnings: 11/09 / Ex-Div: 10/02 ($0.003) |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.50 |
45.25% |
$0.30 / 828 |
$0.35 / 1,728 |
0 / 5,578 |
32.038296% |
0.540179 |
-0.003321 |
0.271472 |
0.010358 |
0.005575 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
0.04% |
0 / 0 |
$0.05 / 3,762 |
0 / 624 |
74.266890% |
0.015836 |
-0.000338 |
0.027389 |
0.001045 |
0.000184 |
|
831 |
Legs |
12/15(81) |
CALL |
5.50 / 8.00 |
$25 / $225 / 0.11 |
54.75% / $6.29 / 2.79% / 12.05% |
64.03% / $5.75 |
$0.25 / $0.30 / $0.05 / 828 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.50 |
45.25% |
$0.30 / 828 |
$0.35 / 1,728 |
0 / 5,578 |
32.038296% |
0.540179 |
-0.003321 |
0.271472 |
0.010358 |
0.005575 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
8.00 |
1.62% |
0 / 0 |
$0.05 / 3,799 |
0 / 11 |
52.712548% |
0.095589 |
-0.001443 |
0.117075 |
0.004467 |
0.001080 |
|
|
906 |
|
12/15(81) |
CALL |
15.00 / 35.00 |
$145 / $1,855 / 0.08 |
58.38% / $66.53 / 3.59% / 15.66% |
68.12% / $16.45 |
$1.45 / $1.80 / $0.35 / 133 |
9 / 4.20% / 6 |
5 |
Legs |
Vertical |
Bearish |
$14.81 (+2.42%) / 79K |
|
Earnings: 11/07 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
41.62% |
$1.80 / 133 |
$2.20 / 134 |
0 / 186 |
73.582561% |
0.590851 |
-0.017744 |
0.052176 |
0.027488 |
0.013494 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
0.48% |
0 / 0 |
$0.35 / 250 |
0 / 132 |
117.287743% |
0.075181 |
-0.006324 |
0.019044 |
0.010033 |
0.002082 |
|
873 |
Legs |
12/15(81) |
CALL |
15.00 / 30.00 |
$135 / $1,365 / 0.10 |
58.38% / $36.36 / 2.66% / 11.46% |
67.50% / $16.35 |
$1.35 / $1.80 / $0.45 / 133 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
41.62% |
$1.80 / 133 |
$2.20 / 134 |
0 / 186 |
73.582561% |
0.590851 |
-0.017744 |
0.052176 |
0.027488 |
0.013494 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
1.54% |
$0.10 / 5 |
$0.45 / 174 |
0 / 84 |
96.745670% |
0.128231 |
-0.009365 |
0.028138 |
0.014824 |
0.003471 |
|
712 |
Legs |
12/15(81) |
CALL |
15.00 / 25.00 |
$145 / $855 / 0.17 |
58.38% / $3.00 / 0.35% / 1.46% |
68.12% / $16.45 |
$1.45 / $1.80 / $0.35 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
41.62% |
$1.80 / 133 |
$2.20 / 134 |
0 / 186 |
73.582561% |
0.590851 |
-0.017744 |
0.052176 |
0.027488 |
0.013494 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
4.97% |
$0.10 / 258 |
$0.35 / 27 |
5 / 59 |
74.753727% |
0.218911 |
-0.013241 |
0.039647 |
0.020888 |
0.005737 |
|
386 |
Legs |
10/20(25) |
CALL |
15.00 / 25.00 |
$45 / $955 / 0.05 |
57.79% / $18.65 / 1.95% / 26.12% |
63.29% / $15.45 |
$0.45 / $0.95 / $0.50 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
15.00 |
42.21% |
$0.95 / 42 |
$1.25 / 78 |
0 / 24 |
74.259365% |
0.533185 |
-0.030590 |
0.091398 |
0.016428 |
0.004934 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
25.00 |
0.38% |
0 / 0 |
$0.50 / 238 |
0 / 79 |
159.906269% |
0.050674 |
-0.007900 |
0.023965 |
0.004308 |
0.000524 |
|
354 |
Legs |
12/15(81) |
CALL |
17.50 / 35.00 |
$70 / $1,680 / 0.04 |
74.05% / $35.82 / 2.13% / 9.10% |
77.49% / $18.20 |
$0.70 / $1.05 / $0.35 / 57 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
17.50 |
25.95% |
$1.05 / 57 |
$1.60 / 263 |
0 / 63 |
79.150822% |
0.470614 |
-0.018034 |
0.053426 |
0.028147 |
0.011306 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
0.48% |
0 / 0 |
$0.35 / 250 |
0 / 132 |
117.287743% |
0.075181 |
-0.006324 |
0.019044 |
0.010033 |
0.002082 |
|
323 |
Legs |
12/15(81) |
CALL |
17.50 / 30.00 |
$60 / $1,190 / 0.05 |
74.05% / $9.02 / 0.76% / 3.17% |
77.02% / $18.10 |
$0.60 / $1.05 / $0.45 / 57 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
17.50 |
25.95% |
$1.05 / 57 |
$1.60 / 263 |
0 / 63 |
79.150822% |
0.470614 |
-0.018034 |
0.053426 |
0.028147 |
0.011306 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
1.54% |
$0.10 / 5 |
$0.45 / 174 |
0 / 84 |
96.745670% |
0.128231 |
-0.009365 |
0.028138 |
0.014824 |
0.003471 |
|
|
901 |
|
12/15(81) |
CALL |
55.00 / 75.00 |
$110 / $1,890 / 0.06 |
53.94% / $31.04 / 1.64% / 6.96% |
59.80% / $56.10 |
$1.10 / $1.85 / $0.75 / 33 |
13 / 3.05% / 67 |
1 |
Legs |
Vertical |
Bearish |
$54.18 (-0.06%) / 273K |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
46.06% |
$1.85 / 198 |
$4.10 / 57 |
0 / 9 |
29.257239% |
0.526439 |
-0.025987 |
0.038542 |
0.104033 |
0.057378 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
0.74% |
0 / 0 |
$0.75 / 33 |
0 / 1 |
51.014296% |
0.058329 |
-0.007292 |
0.011314 |
0.030537 |
0.006824 |
|
133 |
Legs |
12/15(81) |
PUT |
50.00 / 35.00 |
$60 / $1,440 / 0.04 |
75.92% / $23.44 / 1.63% / 6.89% |
78.24% / $49.40 |
$0.60 / $0.95 / $0.35 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
50.00 |
24.08% |
$0.95 / 24 |
$1.45 / 12 |
0 / 79 |
30.193454% |
-0.282062 |
-0.018843 |
0.032770 |
0.088452 |
-0.040352 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
35.00 |
0.78% |
0 / 0 |
$0.35 / 2 |
0 / 8 |
61.024972% |
-0.006970 |
-0.001139 |
0.001886 |
0.005090 |
-0.000940 |
|
|
900 |
|
12/15(81) |
CALL |
4.00 / 10.00 |
$35 / $565 / 0.06 |
57.65% / $19.80 / 3.50% / 15.28% |
68.71% / $4.35 |
$0.35 / $0.45 / $0.10 / 454 |
76 / 35.13% / 43 |
5 |
Legs |
Vertical |
Bearish |
$3.92 (+3.43%) / 6.55M |
|
Earnings: 11/29 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
42.35% |
$0.45 / 454 |
$0.55 / 1,111 |
120 / 30 |
69.430577% |
0.566286 |
-0.003867 |
0.248300 |
0.007404 |
0.003737 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
0.03% |
0 / 0 |
$0.10 / 1,860 |
0 / 457 |
125.774521% |
0.018380 |
-0.000428 |
0.028440 |
0.000848 |
0.000145 |
|
882 |
Legs |
12/15(81) |
CALL |
4.00 / 9.00 |
$35 / $465 / 0.08 |
57.65% / $19.05 / 4.10% / 18.03% |
68.71% / $4.35 |
$0.35 / $0.45 / $0.10 / 454 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
42.35% |
$0.45 / 454 |
$0.55 / 1,111 |
120 / 30 |
69.430577% |
0.566286 |
-0.003867 |
0.248300 |
0.007404 |
0.003737 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
9.00 |
0.12% |
0 / 0 |
$0.10 / 2,445 |
16 / 573 |
115.807182% |
0.033693 |
-0.000712 |
0.047265 |
0.001409 |
0.000263 |
|
813 |
Legs |
12/15(81) |
CALL |
4.00 / 7.00 |
$30 / $270 / 0.11 |
57.65% / $8.84 / 3.27% / 14.22% |
67.26% / $4.30 |
$0.30 / $0.45 / $0.15 / 454 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
42.35% |
$0.45 / 454 |
$0.55 / 1,111 |
120 / 30 |
69.430577% |
0.566286 |
-0.003867 |
0.248300 |
0.007404 |
0.003737 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
7.00 |
1.54% |
0 / 0 |
$0.15 / 2,385 |
1 / 292 |
101.519107% |
0.113042 |
-0.001833 |
0.121014 |
0.003609 |
0.000854 |
|
812 |
Legs |
12/15(81) |
CALL |
4.00 / 8.00 |
$40 / $360 / 0.11 |
57.65% / $19.84 / 5.51% / 24.79% |
70.12% / $4.40 |
$0.40 / $0.45 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
42.35% |
$0.45 / 454 |
$0.55 / 1,111 |
120 / 30 |
69.430577% |
0.566286 |
-0.003867 |
0.248300 |
0.007404 |
0.003737 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
8.00 |
0.43% |
0 / 0 |
$0.05 / 1 |
0 / 215 |
89.202561% |
0.061880 |
-0.001163 |
0.077017 |
0.002297 |
0.000477 |
|
543 |
Legs |
12/15(81) |
CALL |
4.00 / 6.00 |
$35 / $165 / 0.21 |
57.65% / $3.23 / 1.96% / 8.33% |
68.71% / $4.35 |
$0.35 / $0.45 / $0.10 / 142 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
42.35% |
$0.45 / 454 |
$0.55 / 1,111 |
120 / 30 |
69.430577% |
0.566286 |
-0.003867 |
0.248300 |
0.007404 |
0.003737 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
6.00 |
5.29% |
$0.05 / 1,123 |
$0.10 / 142 |
4 / 669 |
67.830556% |
0.202963 |
-0.002712 |
0.178256 |
0.005316 |
0.001493 |
|
306 |
Legs |
11/17(53) |
CALL |
4.00 / 6.00 |
$20 / $180 / 0.11 |
57.68% / $2.11 / 1.17% / 7.43% |
65.67% / $4.20 |
$0.20 / $0.30 / $0.10 / 278 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4.00 |
42.32% |
$0.30 / 278 |
$0.40 / 1,318 |
331 / 73 |
61.420131% |
0.544441 |
-0.004717 |
0.305558 |
0.006110 |
0.002559 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
6.00 |
2.64% |
0 / 0 |
$0.10 / 1,463 |
0 / 3 |
90.462768% |
0.134125 |
-0.002516 |
0.166589 |
0.003331 |
0.000697 |
|
|
899 |
|
12/15(81) |
CALL |
17.50 / 30.00 |
$50 / $1,200 / 0.04 |
57.23% / $16.63 / 1.39% / 5.85% |
62.08% / $18.00 |
$0.50 / $0.90 / $0.40 / 54 |
25 / 27.85% / 36 |
|
Legs |
Vertical |
Bearish |
$16.90 (-0.82%) / 216K |
|
Earnings: 11/08 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
17.50 |
42.77% |
$0.90 / 54 |
$1.10 / 6 |
0 / 184 |
33.954273% |
0.544027 |
-0.013660 |
0.072482 |
0.032605 |
0.016801 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
0.50% |
0 / 0 |
$0.40 / 95 |
0 / 2 |
86.628024% |
0.058401 |
-0.003862 |
0.021319 |
0.009590 |
0.002034 |
|
898 |
|
12/15(81) |
CALL |
40.00 / 70.00 |
$275 / $2,725 / 0.10 |
53.02% / $142.61 / 5.23% / 23.44% |
67.51% / $42.75 |
$2.75 / $3.50 / $0.75 / 42 |
11 / 6.01% / 39 |
5 |
Legs |
Vertical |
Bearish |
$39.41 (-1.25%) / 822K |
|
Earnings: 12/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
46.98% |
$3.50 / 42 |
$3.70 / 237 |
1 / 261 |
46.260045% |
0.552802 |
-0.025387 |
0.039735 |
0.075664 |
0.041746 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
70.00 |
0.06% |
0 / 0 |
$0.75 / 351 |
0 / 6 |
82.186769% |
0.018004 |
-0.002674 |
0.004449 |
0.008472 |
0.001523 |
|
867 |
Legs |
12/15(81) |
CALL |
40.00 / 65.00 |
$275 / $2,225 / 0.12 |
53.02% / $135.12 / 6.07% / 27.56% |
67.51% / $42.75 |
$2.75 / $3.50 / $0.75 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
46.98% |
$3.50 / 42 |
$3.70 / 237 |
1 / 261 |
46.260045% |
0.552802 |
-0.025387 |
0.039735 |
0.075664 |
0.041746 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
0.23% |
0 / 0 |
$0.75 / 351 |
0 / 59 |
74.467941% |
0.035806 |
-0.004770 |
0.007911 |
0.015064 |
0.003004 |
|
694 |
Legs |
12/15(81) |
CALL |
40.00 / 60.00 |
$330 / $1,670 / 0.20 |
53.02% / $144.00 / 8.62% / 40.70% |
70.08% / $43.30 |
$3.30 / $3.50 / $0.20 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
46.98% |
$3.50 / 42 |
$3.70 / 237 |
1 / 261 |
46.260045% |
0.552802 |
-0.025387 |
0.039735 |
0.075664 |
0.041746 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
0.86% |
$0.10 / 97 |
$0.20 / 170 |
0 / 389 |
46.009287% |
0.069080 |
-0.008088 |
0.013355 |
0.025431 |
0.005736 |
|
537 |
Legs |
12/15(81) |
CALL |
40.00 / 55.00 |
$310 / $1,190 / 0.26 |
53.02% / $90.08 / 7.57% / 35.15% |
69.16% / $43.10 |
$3.10 / $3.50 / $0.40 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
46.98% |
$3.50 / 42 |
$3.70 / 237 |
1 / 261 |
46.260045% |
0.552802 |
-0.025387 |
0.039735 |
0.075664 |
0.041746 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
2.96% |
$0.30 / 76 |
$0.40 / 204 |
0 / 418 |
45.596301% |
0.127976 |
-0.012812 |
0.021026 |
0.040039 |
0.010483 |
|
498 |
Legs |
11/17(53) |
CALL |
40.00 / 65.00 |
$140 / $2,360 / 0.06 |
53.28% / $73.27 / 3.10% / 20.65% |
62.61% / $41.40 |
$1.40 / $2.15 / $0.75 / 167 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
40.00 |
46.72% |
$2.15 / 167 |
$2.25 / 22 |
6 / 223 |
35.198909% |
0.537691 |
-0.030651 |
0.048733 |
0.062230 |
0.028272 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
65.00 |
0.03% |
0 / 0 |
$0.75 / 228 |
0 / 1 |
91.463770% |
0.011680 |
-0.002235 |
0.003744 |
0.004781 |
0.000675 |
|
466 |
Legs |
11/17(53) |
CALL |
40.00 / 60.00 |
$140 / $1,860 / 0.08 |
53.28% / $67.46 / 3.63% / 24.45% |
62.61% / $41.40 |
$1.40 / $2.15 / $0.75 / 167 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
40.00 |
46.72% |
$2.15 / 167 |
$2.25 / 22 |
6 / 223 |
35.198909% |
0.537691 |
-0.030651 |
0.048733 |
0.062230 |
0.028272 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
0.19% |
0 / 0 |
$0.75 / 204 |
0 / 38 |
80.908688% |
0.030186 |
-0.005027 |
0.008392 |
0.010716 |
0.001730 |
|
|
897 |
|
12/15(81) |
CALL |
35.00 / 48.00 |
$160 / $1,140 / 0.14 |
51.90% / $1.53 / 0.13% / 0.55% |
61.62% / $36.60 |
$1.60 / $2.15 / $0.55 / 15 |
15 / 14.08% / 46 |
|
Legs |
Vertical |
Bearish |
$34.69 (-1.64%) / 118K |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
35.00 |
48.10% |
$2.15 / 76 |
$3.70 / 34 |
0 / 1 |
41.375408% |
0.562537 |
-0.022821 |
0.043839 |
0.066337 |
0.037104 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
48.00 |
3.61% |
0 / 0 |
$0.55 / 15 |
0 / 174 |
52.150989% |
0.142637 |
-0.012465 |
0.025078 |
0.037949 |
0.010218 |
|
896 |
|
12/15(81) |
CALL |
30.00 / 50.00 |
$80 / $1,920 / 0.04 |
57.74% / $10.36 / 0.54% / 2.25% |
62.03% / $30.80 |
$0.80 / $2.55 / $1.75 / 5 |
23 / 15.32% / 81 |
3 |
Legs |
Vertical |
Bearish |
$28.81 (-4.13%) / 125K |
|
Earnings: 12/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
42.26% |
$2.55 / 5 |
$4.50 / 148 |
0 / 49 |
67.481924% |
0.545564 |
-0.024500 |
0.040216 |
0.055734 |
0.028444 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
50.00 |
0.93% |
0 / 0 |
$1.75 / 99 |
0 / 1 |
112.424246% |
0.081363 |
-0.008985 |
0.015279 |
0.021174 |
0.004775 |
|
551 |
Legs |
12/15(81) |
CALL |
30.00 / 45.00 |
$230 / $1,270 / 0.18 |
57.74% / $59.80 / 4.71% / 20.92% |
69.39% / $32.30 |
$2.30 / $2.55 / $0.25 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
42.26% |
$2.55 / 5 |
$4.50 / 148 |
0 / 49 |
67.481924% |
0.545564 |
-0.024500 |
0.040216 |
0.055734 |
0.028444 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
2.83% |
$0.15 / 31 |
$0.25 / 14 |
0 / 12 |
53.880726% |
0.139087 |
-0.013276 |
0.022485 |
0.031160 |
0.008028 |
|
116 |
Legs |
10/20(25) |
CALL |
30.00 / 40.00 |
$75 / $925 / 0.08 |
60.01% / $27.15 / 2.94% / 41.50% |
66.75% / $30.75 |
$0.75 / $0.85 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
30.00 |
39.99% |
$0.85 / 67 |
$1.25 / 31 |
1 / 229 |
42.676637% |
0.487976 |
-0.041106 |
0.069272 |
0.032753 |
0.009736 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
40.00 |
0.95% |
0 / 0 |
$0.10 / 1 |
0 / 1 |
63.970376% |
0.068581 |
-0.013347 |
0.022960 |
0.010856 |
0.001460 |
|
90 |
Legs |
12/15(81) |
CALL |
35.00 / 45.00 |
$75 / $925 / 0.08 |
80.12% / $12.71 / 1.37% / 5.79% |
82.52% / $35.75 |
$0.75 / $1.00 / $0.25 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
35.00 |
19.88% |
$1.00 / 48 |
$1.25 / 7 |
0 / 36 |
51.445821% |
0.366426 |
-0.022892 |
0.038190 |
0.052925 |
0.020033 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
2.83% |
$0.15 / 31 |
$0.25 / 14 |
0 / 12 |
53.880726% |
0.139087 |
-0.013276 |
0.022485 |
0.031160 |
0.008028 |
|
|
895 |
|
12/15(81) |
CALL |
64.00 / 70.00 |
$100 / $500 / 0.20 |
46.16% / $10.17 / 2.03% / 8.67% |
59.23% / $65.00 |
$1.00 / $1.15 / $0.15 / 100 |
20 / 18.13% / 47 |
1 |
Legs |
Vertical |
Bearish |
$63.78 (+0.37%) / 4K |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
64.00 |
53.84% |
$1.15 / 102 |
$1.30 / 21 |
0 / 42 |
7.621511% |
0.544305 |
-0.013324 |
0.092506 |
0.121779 |
0.076479 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
70.00 |
3.51% |
0 / 0 |
$0.15 / 100 |
0 / 11 |
12.193634% |
0.110555 |
-0.005450 |
0.044099 |
0.058055 |
0.015903 |
|
430 |
Legs |
12/15(81) |
CALL |
65.00 / 70.00 |
$55 / $445 / 0.12 |
59.23% / $2.23 / 0.50% / 2.08% |
66.02% / $65.55 |
$0.55 / $0.70 / $0.15 / 100 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
65.00 |
40.77% |
$0.70 / 105 |
$0.85 / 22 |
1 / 2,378 |
7.985892% |
0.452441 |
-0.012770 |
0.092466 |
0.121727 |
0.063924 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
70.00 |
3.51% |
0 / 0 |
$0.15 / 100 |
0 / 11 |
12.193634% |
0.110555 |
-0.005450 |
0.044099 |
0.058055 |
0.015903 |
|
|
893 |
|
12/15(81) |
CALL |
5.00 / 8.00 |
$25 / $275 / 0.09 |
53.02% / $12.80 / 4.65% / 20.66% |
65.39% / $5.25 |
$0.25 / $0.30 / $0.05 / 928 |
4 / 11.79% / 48 |
2 |
Legs |
Vertical |
Bearish |
$4.96 (-0.20%) / 1.16M |
|
Earnings: 11/06 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
46.98% |
$0.30 / 1,393 |
$0.40 / 742 |
4 / 605 |
36.132165% |
0.541560 |
-0.002708 |
0.366267 |
0.009467 |
0.005258 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
8.00 |
0.08% |
0 / 0 |
$0.05 / 928 |
0 / 269 |
62.804228% |
0.020097 |
-0.000317 |
0.045001 |
0.001163 |
0.000215 |
|
806 |
Legs |
12/15(81) |
CALL |
5.00 / 7.00 |
$25 / $175 / 0.14 |
53.02% / $9.15 / 5.23% / 23.40% |
65.39% / $5.25 |
$0.25 / $0.30 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
46.98% |
$0.30 / 1,393 |
$0.40 / 742 |
4 / 605 |
36.132165% |
0.541560 |
-0.002708 |
0.366267 |
0.009467 |
0.005258 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
7.00 |
1.12% |
0 / 0 |
$0.05 / 1 |
0 / 744 |
49.203649% |
0.075109 |
-0.000930 |
0.131142 |
0.003390 |
0.000790 |
|
272 |
Legs |
10/20(25) |
CALL |
5.00 / 6.00 |
$10 / $90 / 0.11 |
54.15% / $2.61 / 2.90% / 40.99% |
62.85% / $5.10 |
$0.10 / $0.15 / $0.05 / 451 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
5.00 |
45.85% |
$0.15 / 451 |
$0.20 / 214 |
44 / 249 |
32.963728% |
0.508116 |
-0.004537 |
0.631726 |
0.005571 |
0.001813 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
6.00 |
1.53% |
0 / 0 |
$0.05 / 861 |
0 / 404 |
55.919883% |
0.078884 |
-0.001633 |
0.233141 |
0.002056 |
0.000294 |
|
|
891 |
|
12/15(81) |
CALL |
510.00 / 520.00 |
$505 / $495 / 1.02 |
51.23% / $19.53 / 3.95% / 17.32% |
54.74% / $515.05 |
$5.05 / $21.05 / $16.00 / 2 |
92 / 72.38% / 97 |
5 |
Legs |
Vertical |
Bearish |
$506.10 (+0.99%) / 4.56M |
|
Earnings: 10/13 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
510.00 |
48.77% |
$21.05 / 30 |
$21.35 / 12 |
26 / 515 |
20.700644% |
0.536335 |
-0.206976 |
0.004889 |
0.969534 |
0.557853 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
520.00 |
41.89% |
$15.80 / 10 |
$16.00 / 2 |
56 / 2,444 |
19.900821% |
0.487971 |
-0.206295 |
0.004910 |
0.973686 |
0.511049 |
|
427 |
Legs |
09/29(4) |
CALL |
510.00 / 540.00 |
$370 / $2,630 / 0.14 |
55.25% / $36.75 / 1.40% / 79.10% |
63.66% / $513.70 |
$3.70 / $3.80 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
510.00 |
44.75% |
$3.80 / 6 |
$3.95 / 7 |
994 / 399 |
15.867785% |
0.478488 |
-0.637129 |
0.016038 |
0.299341 |
0.051278 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
540.00 |
3.21% |
$0.06 / 62 |
$0.10 / 1 |
2 / 27 |
19.019163% |
0.110762 |
-0.297751 |
0.007610 |
0.142027 |
0.012040 |
|
401 |
Legs |
11/17(53) |
CALL |
510.00 / 520.00 |
$490 / $510 / 0.96 |
51.65% / $11.32 / 2.22% / 14.43% |
55.81% / $514.90 |
$4.90 / $17.10 / $12.20 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
48.35% |
$17.10 / 11 |
$17.30 / 43 |
105 / 394 |
21.131423% |
0.525580 |
-0.249786 |
0.005991 |
0.796734 |
0.375456 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
520.00 |
39.97% |
$12.05 / 7 |
$12.20 / 2 |
113 / 527 |
20.272394% |
0.466434 |
-0.247595 |
0.005985 |
0.795896 |
0.335464 |
|
363 |
Legs |
12/15(81) |
PUT |
440.00 / 390.00 |
$211 / $4,789 / 0.04 |
89.30% / $1.52 / 0.03% / 0.13% |
89.89% / $437.89 |
$2.11 / $3.20 / $1.09 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
440.00 |
10.70% |
$3.20 / 40 |
$3.35 / 30 |
6 / 592 |
26.112222% |
-0.152826 |
-0.104936 |
0.002913 |
0.577712 |
-0.196843 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
390.00 |
2.34% |
$0.82 / 91 |
$1.09 / 170 |
1 / 286 |
31.390802% |
-0.037503 |
-0.037158 |
0.001010 |
0.200208 |
-0.047342 |
|
287 |
Legs |
12/15(81) |
PUT |
450.00 / 390.00 |
$306 / $5,694 / 0.05 |
86.11% / $30.61 / 0.54% / 2.24% |
87.15% / $446.94 |
$3.06 / $4.15 / $1.09 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
450.00 |
13.89% |
$4.15 / 50 |
$4.30 / 12 |
10 / 776 |
25.170626% |
-0.188457 |
-0.119282 |
0.003331 |
0.660652 |
-0.243912 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
390.00 |
2.34% |
$0.82 / 91 |
$1.09 / 170 |
1 / 286 |
31.390802% |
-0.037503 |
-0.037158 |
0.001010 |
0.200208 |
-0.047342 |
|
246 |
Legs |
12/15(81) |
CALL |
520.00 / 530.00 |
$415 / $585 / 0.71 |
58.11% / $4.37 / 0.75% / 3.12% |
60.87% / $524.15 |
$4.15 / $15.80 / $11.65 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
41.89% |
$15.80 / 10 |
$16.00 / 2 |
56 / 2,444 |
19.900821% |
0.487971 |
-0.206295 |
0.004910 |
0.973686 |
0.511049 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
530.00 |
35.37% |
$11.45 / 11 |
$11.65 / 11 |
22 / 734 |
19.259575% |
0.440672 |
-0.202870 |
0.004860 |
0.963781 |
0.464415 |
|
|
889 |
|
12/15(81) |
CALL |
1.00 / 4.00 |
$15 / $285 / 0.05 |
73.40% / $2.63 / 0.92% / 3.87% |
78.24% / $1.15 |
$0.15 / $0.20 / $0.05 / 1 |
62 / 17.23% / 46 |
|
Legs |
Vertical |
Bearish |
$0.8759 (-3.70%) / 1.09M |
|
Earnings: 11/13 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1.00 |
26.60% |
$0.20 / 1 |
$0.25 / 697 |
20 / 4,524 |
168.897052% |
0.698213 |
-0.002253 |
0.321246 |
0.001422 |
0.000512 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
4.00 |
1.52% |
0 / 0 |
$0.05 / 428 |
0 / 2,027 |
212.618764% |
0.287687 |
-0.002193 |
0.314235 |
0.001391 |
0.000300 |
|
886 |
|
12/15(81) |
CALL |
40.00 / 65.00 |
$160 / $2,340 / 0.07 |
54.51% / $79.81 / 3.41% / 14.85% |
63.43% / $41.60 |
$1.60 / $2.75 / $1.15 / 7 |
18 / 21.19% / 20 |
5 |
Legs |
Vertical |
Bearish |
$39.92 (+1.66%) / 121K |
|
Earnings: 11/02 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
45.49% |
$2.75 / 7 |
$3.60 / 36 |
30 / 37 |
42.811881% |
0.533762 |
-0.021307 |
0.040316 |
0.075441 |
0.040915 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
0.15% |
$0.05 / 1 |
$1.15 / 30 |
0 / 61 |
71.338866% |
0.028872 |
-0.003713 |
0.006769 |
0.012666 |
0.002451 |
|
768 |
Legs |
12/15(81) |
CALL |
40.00 / 60.00 |
$230 / $1,770 / 0.13 |
54.51% / $101.72 / 5.75% / 25.95% |
67.04% / $42.30 |
$2.30 / $2.75 / $0.45 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
45.49% |
$2.75 / 7 |
$3.60 / 36 |
30 / 37 |
42.811881% |
0.533762 |
-0.021307 |
0.040316 |
0.075441 |
0.040915 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
0.64% |
$0.10 / 10 |
$0.45 / 10 |
0 / 159 |
52.570247% |
0.058247 |
-0.006538 |
0.011945 |
0.022352 |
0.004896 |
|
610 |
Legs |
12/15(81) |
CALL |
40.00 / 55.00 |
$230 / $1,270 / 0.18 |
54.51% / $62.98 / 4.96% / 22.12% |
67.04% / $42.30 |
$2.30 / $2.75 / $0.45 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
45.49% |
$2.75 / 7 |
$3.60 / 36 |
30 / 37 |
42.811881% |
0.533762 |
-0.021307 |
0.040316 |
0.075441 |
0.040915 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
2.38% |
$0.25 / 2 |
$0.45 / 21 |
0 / 258 |
46.483160% |
0.112488 |
-0.010690 |
0.019592 |
0.036662 |
0.009333 |
|
356 |
Legs |
10/20(25) |
CALL |
40.00 / 55.00 |
$125 / $1,375 / 0.09 |
53.22% / $65.13 / 4.74% / 74.25% |
65.24% / $41.25 |
$1.25 / $1.55 / $0.30 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
40.00 |
46.78% |
$1.55 / 30 |
$2.10 / 46 |
0 / 9 |
42.088873% |
0.517379 |
-0.037945 |
0.069899 |
0.044625 |
0.014662 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
55.00 |
0.05% |
0 / 0 |
$0.30 / 46 |
0 / 8 |
76.491517% |
0.014194 |
-0.003512 |
0.006359 |
0.004060 |
0.000429 |
|
257 |
Legs |
10/20(25) |
CALL |
40.00 / 50.00 |
$120 / $880 / 0.14 |
53.22% / $45.89 / 5.21% / 84.04% |
64.78% / $41.20 |
$1.20 / $1.55 / $0.35 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
40.00 |
46.78% |
$1.55 / 30 |
$2.10 / 46 |
0 / 9 |
42.088873% |
0.517379 |
-0.037945 |
0.069899 |
0.044625 |
0.014662 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
50.00 |
0.98% |
$0.05 / 1 |
$0.35 / 59 |
0 / 75 |
53.702223% |
0.063987 |
-0.012151 |
0.022049 |
0.014077 |
0.001910 |
|
148 |
Legs |
12/15(81) |
CALL |
45.00 / 60.00 |
$65 / $1,435 / 0.05 |
78.93% / $33.18 / 2.31% / 9.90% |
81.28% / $45.65 |
$0.65 / $1.10 / $0.45 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
45.00 |
21.07% |
$1.10 / 1 |
$1.75 / 36 |
2 / 219 |
41.935742% |
0.346887 |
-0.020277 |
0.037684 |
0.070517 |
0.027584 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
0.64% |
$0.10 / 10 |
$0.45 / 10 |
0 / 159 |
52.570247% |
0.058247 |
-0.006538 |
0.011945 |
0.022352 |
0.004896 |
|
|
884 |
|
12/15(81) |
CALL |
25.00 / 35.00 |
$100 / $900 / 0.11 |
52.96% / $22.44 / 2.49% / 10.70% |
62.31% / $26.00 |
$1.00 / $1.20 / $0.20 / 20 |
4 / 8.99% / 71 |
5 |
Legs |
Vertical |
Bearish |
$24.53 (-1.49%) / 223K |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
47.04% |
$1.20 / 36 |
$2.10 / 19 |
0 / 343 |
33.815325% |
0.548169 |
-0.014894 |
0.068395 |
0.047320 |
0.026215 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
1.67% |
$0.05 / 20 |
$0.20 / 20 |
0 / 3 |
42.081784% |
0.093795 |
-0.005964 |
0.028916 |
0.020006 |
0.004869 |
|
518 |
Legs |
11/17(53) |
CALL |
25.00 / 40.00 |
$65 / $1,435 / 0.05 |
53.37% / $34.21 / 2.38% / 15.56% |
60.88% / $25.65 |
$0.65 / $1.40 / $0.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
25.00 |
46.63% |
$1.40 / 6 |
$1.60 / 18 |
0 / 1,301 |
38.661791% |
0.532885 |
-0.017951 |
0.083849 |
0.038902 |
0.017700 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
40.00 |
0.02% |
0 / 0 |
$0.75 / 72 |
0 / 10 |
102.131920% |
0.008853 |
-0.001022 |
0.005053 |
0.002344 |
0.000322 |
|
467 |
Legs |
11/17(53) |
CALL |
25.00 / 35.00 |
$65 / $935 / 0.07 |
53.37% / $25.66 / 2.74% / 18.08% |
60.88% / $25.65 |
$0.65 / $1.40 / $0.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
25.00 |
46.63% |
$1.40 / 6 |
$1.60 / 18 |
0 / 1,301 |
38.661791% |
0.532885 |
-0.017951 |
0.083849 |
0.038902 |
0.017700 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
0.47% |
0 / 0 |
$0.75 / 77 |
0 / 61 |
82.892472% |
0.047021 |
-0.004219 |
0.020708 |
0.009608 |
0.001684 |
|
276 |
Legs |
12/15(81) |
CALL |
30.00 / 35.00 |
$25 / $475 / 0.05 |
88.24% / $7.89 / 1.66% / 7.03% |
89.21% / $30.25 |
$0.25 / $0.45 / $0.20 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
11.76% |
$0.45 / 12 |
$0.60 / 6 |
0 / 3 |
40.789691% |
0.255082 |
-0.011628 |
0.055465 |
0.038374 |
0.012863 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
1.67% |
$0.05 / 20 |
$0.20 / 20 |
0 / 3 |
42.081784% |
0.093795 |
-0.005964 |
0.028916 |
0.020006 |
0.004869 |
|
145 |
Legs |
10/20(25) |
CALL |
25.00 / 30.00 |
$70 / $430 / 0.16 |
54.39% / $19.20 / 4.47% / 68.92% |
65.57% / $25.70 |
$0.70 / $0.80 / $0.10 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
25.00 |
45.61% |
$0.80 / 17 |
$0.95 / 45 |
0 / 2 |
33.442689% |
0.509643 |
-0.024672 |
0.117920 |
0.027835 |
0.009010 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
2.13% |
0 / 0 |
$0.10 / 18 |
0 / 157 |
44.328525% |
0.095004 |
-0.010132 |
0.049975 |
0.011796 |
0.001756 |
|
76 |
Legs |
11/17(53) |
CALL |
25.00 / 30.00 |
$110 / $390 / 0.28 |
53.37% / $2.87 / 0.73% / 4.60% |
65.76% / $26.10 |
$1.10 / $1.40 / $0.30 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
25.00 |
46.63% |
$1.40 / 6 |
$1.60 / 18 |
0 / 1,301 |
38.661791% |
0.532885 |
-0.017951 |
0.083849 |
0.038902 |
0.017700 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
7.42% |
$0.10 / 35 |
$0.30 / 56 |
0 / 319 |
37.019070% |
0.192282 |
-0.011907 |
0.057650 |
0.026747 |
0.006714 |
|
|
881 |
|
12/15(81) |
CALL |
5.00 / 7.50 |
$30 / $220 / 0.14 |
53.03% / $6.21 / 2.82% / 12.17% |
63.89% / $5.30 |
$0.30 / $0.45 / $0.15 / 193 |
4 / 0.56% / 69 |
|
Legs |
Vertical |
Bearish |
$4.93 (+1.44%) / 191K |
|
Earnings: 11/20 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
46.97% |
$0.45 / 418 |
$0.60 / 157 |
0 / 1,501 |
53.227229% |
0.566557 |
-0.003703 |
0.265659 |
0.009444 |
0.005165 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
7.50 |
2.17% |
0 / 0 |
$0.15 / 193 |
0 / 238 |
75.128098% |
0.116112 |
-0.001765 |
0.131982 |
0.004692 |
0.001172 |
|
879 |
|
12/15(81) |
CALL |
2.00 / 4.00 |
$10 / $190 / 0.05 |
58.06% / $5.22 / 2.75% / 11.83% |
65.46% / $2.10 |
$0.10 / $0.15 / $0.05 / 655 |
6 / 1.51% / 46 |
1 |
Legs |
Vertical |
Bearish |
$1.9413 (-2.45%) / 1.13M |
|
Earnings: 11/08 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2.00 |
41.94% |
$0.15 / 1,574 |
$0.25 / 30 |
100 / 77 |
58.538462% |
0.549284 |
-0.001720 |
0.569282 |
0.003706 |
0.001877 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
4.00 |
0.15% |
0 / 0 |
$0.05 / 655 |
0 / 43 |
105.386774% |
0.035164 |
-0.000325 |
0.111540 |
0.000726 |
0.000139 |
|
169 |
Legs |
10/20(25) |
CALL |
2.00 / 3.00 |
$5 / $95 / 0.05 |
60.12% / $2.77 / 2.92% / 41.26% |
66.49% / $2.05 |
$0.05 / $0.10 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
2.00 |
39.88% |
$0.10 / 1 |
$0.15 / 539 |
1 / 174 |
68.783306% |
0.490627 |
-0.002895 |
0.981858 |
0.002181 |
0.000646 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
3.00 |
0.12% |
0 / 0 |
$0.05 / 994 |
0 / 35 |
129.710981% |
0.024999 |
-0.000415 |
0.143877 |
0.000320 |
0.000036 |
|
|
878 |
|
12/15(81) |
CALL |
12.50 / 25.00 |
$85 / $1,165 / 0.07 |
57.34% / $43.26 / 3.71% / 16.24% |
66.88% / $13.35 |
$0.85 / $1.00 / $0.15 / 11 |
71 / 35.65% / 99 |
4 |
Legs |
Vertical |
Bearish |
$12.10 (-0.25%) / 771K |
|
Earnings: 11/08 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
42.66% |
$1.00 / 11 |
$1.15 / 55 |
0 / 284 |
48.751093% |
0.558726 |
-0.011194 |
0.086738 |
0.023213 |
0.011832 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
0.23% |
0 / 0 |
$0.15 / 30 |
0 / 3 |
88.536125% |
0.043679 |
-0.002534 |
0.020340 |
0.005444 |
0.001074 |
|
835 |
Legs |
12/15(81) |
CALL |
12.50 / 22.50 |
$90 / $910 / 0.10 |
57.34% / $37.58 / 4.13% / 18.18% |
67.40% / $13.40 |
$0.90 / $1.00 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
42.66% |
$1.00 / 11 |
$1.15 / 55 |
0 / 284 |
48.751093% |
0.558726 |
-0.011194 |
0.086738 |
0.023213 |
0.011832 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.50 |
0.75% |
$0.05 / 20 |
$0.10 / 1 |
0 / 221 |
68.674286% |
0.076762 |
-0.003956 |
0.031670 |
0.008476 |
0.001861 |
|
790 |
Legs |
12/15(81) |
CALL |
12.50 / 20.00 |
$80 / $670 / 0.12 |
57.34% / $14.11 / 2.11% / 8.98% |
66.36% / $13.30 |
$0.80 / $1.00 / $0.20 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
42.66% |
$1.00 / 11 |
$1.15 / 55 |
0 / 284 |
48.751093% |
0.558726 |
-0.011194 |
0.086738 |
0.023213 |
0.011832 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
2.37% |
$0.05 / 1 |
$0.20 / 145 |
0 / 142 |
64.477477% |
0.133155 |
-0.005926 |
0.047275 |
0.012652 |
0.003170 |
|
269 |
Legs |
10/20(25) |
CALL |
12.50 / 20.00 |
$35 / $715 / 0.05 |
58.59% / $19.83 / 2.77% / 38.87% |
65.51% / $12.85 |
$0.35 / $0.40 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
12.50 |
41.41% |
$0.40 / 20 |
$0.50 / 36 |
2 / 642 |
40.967630% |
0.504149 |
-0.018927 |
0.150119 |
0.013707 |
0.004134 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
20.00 |
0.05% |
0 / 0 |
$0.05 / 1 |
0 / 1 |
93.542091% |
0.015951 |
-0.001852 |
0.015024 |
0.001372 |
0.000143 |
|
205 |
Legs |
10/20(25) |
CALL |
12.50 / 17.50 |
$35 / $465 / 0.08 |
58.59% / $13.44 / 2.89% / 40.76% |
65.51% / $12.85 |
$0.35 / $0.40 / $0.05 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
12.50 |
41.41% |
$0.40 / 20 |
$0.50 / 36 |
2 / 642 |
40.967630% |
0.504149 |
-0.018927 |
0.150119 |
0.013707 |
0.004134 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
17.50 |
0.75% |
0 / 0 |
$0.05 / 84 |
0 / 72 |
72.950412% |
0.062628 |
-0.005731 |
0.046354 |
0.004232 |
0.000554 |
|
|
876 |
|
12/15(81) |
CALL |
1.50 / 4.50 |
$15 / $285 / 0.05 |
62.55% / $8.28 / 2.91% / 12.55% |
70.66% / $1.65 |
$0.15 / $0.20 / $0.05 / 1,069 |
0 / 0.00% / 78 |
2 |
Legs |
Vertical |
Bearish |
$1.42 (-4.05%) / 1.71M |
|
Earnings: 11/08 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1.50 |
37.45% |
$0.20 / 1,540 |
$0.30 / 660 |
0 / 322 |
102.193665% |
0.590653 |
-0.002039 |
0.450128 |
0.002659 |
0.001217 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
4.50 |
0.19% |
0 / 0 |
$0.05 / 1,069 |
0 / 31 |
155.883877% |
0.057641 |
-0.000594 |
0.133709 |
0.000790 |
0.000150 |
|
851 |
Legs |
12/15(81) |
CALL |
1.50 / 4.00 |
$15 / $235 / 0.06 |
62.55% / $7.27 / 3.09% / 13.41% |
70.66% / $1.65 |
$0.15 / $0.20 / $0.05 / 396 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1.50 |
37.45% |
$0.20 / 1,540 |
$0.30 / 660 |
0 / 322 |
102.193665% |
0.590653 |
-0.002039 |
0.450128 |
0.002659 |
0.001217 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
4.00 |
0.44% |
0 / 0 |
$0.05 / 396 |
0 / 1,513 |
145.024716% |
0.083567 |
-0.000792 |
0.177963 |
0.001051 |
0.000214 |
|
809 |
Legs |
12/15(81) |
CALL |
1.50 / 3.50 |
$15 / $185 / 0.08 |
62.55% / $5.44 / 2.94% / 12.71% |
70.66% / $1.65 |
$0.15 / $0.20 / $0.05 / 138 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1.50 |
37.45% |
$0.20 / 1,540 |
$0.30 / 660 |
0 / 322 |
102.193665% |
0.590653 |
-0.002039 |
0.450128 |
0.002659 |
0.001217 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
3.50 |
1.05% |
0 / 0 |
$0.05 / 138 |
0 / 191 |
132.271265% |
0.122580 |
-0.001048 |
0.235207 |
0.001389 |
0.000309 |
|
|
874 |
|
12/15(81) |
CALL |
103.00 / 106.00 |
$144 / $156 / 0.92 |
51.44% / $2.96 / 1.90% / 8.06% |
58.57% / $104.44 |
$1.44 / $3.30 / $1.86 / 54 |
60 / 35.22% / 68 |
5 |
Legs |
Vertical |
Bearish |
$101.96 (-0.18%) / 10.97M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
103.00 |
48.56% |
$3.30 / 185 |
$3.40 / 57 |
1 / 87 |
16.654146% |
0.519904 |
-0.029952 |
0.035292 |
0.195905 |
0.113458 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
106.00 |
34.13% |
$1.79 / 43 |
$1.86 / 54 |
3 / 546 |
15.178075% |
0.416683 |
-0.028749 |
0.034601 |
0.192068 |
0.091814 |
|
864 |
Legs |
12/15(81) |
CALL |
103.00 / 105.00 |
$98 / $102 / 0.96 |
51.44% / $2.17 / 2.13% / 9.09% |
56.32% / $103.98 |
$0.98 / $3.30 / $2.32 / 148 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
103.00 |
48.56% |
$3.30 / 185 |
$3.40 / 57 |
1 / 87 |
16.654146% |
0.519904 |
-0.029952 |
0.035292 |
0.195905 |
0.113458 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
105.00 |
38.75% |
$2.24 / 129 |
$2.32 / 148 |
11 / 8,818 |
15.661173% |
0.450493 |
-0.029343 |
0.035091 |
0.194791 |
0.098964 |
|
850 |
Legs |
12/15(81) |
CALL |
103.00 / 107.00 |
$183 / $217 / 0.84 |
51.44% / $0.96 / 0.44% / 1.83% |
60.44% / $104.83 |
$1.83 / $3.30 / $1.47 / 53 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
103.00 |
48.56% |
$3.30 / 185 |
$3.40 / 57 |
1 / 87 |
16.654146% |
0.519904 |
-0.029952 |
0.035292 |
0.195905 |
0.113458 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
107.00 |
29.77% |
$1.40 / 62 |
$1.47 / 53 |
0 / 463 |
14.755109% |
0.383777 |
-0.027982 |
0.033873 |
0.188025 |
0.084804 |
|
492 |
Legs |
10/20(25) |
CALL |
102.50 / 103.50 |
$52 / $48 / 1.08 |
50.53% / $2.76 / 5.76% / 95.71% |
55.03% / $103.02 |
$0.52 / $1.78 / $1.26 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
102.50 |
49.47% |
$1.78 / 21 |
$1.80 / 32 |
139 / 50 |
15.179252% |
0.514438 |
-0.048972 |
0.060620 |
0.114806 |
0.039720 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
103.50 |
40.89% |
$1.25 / 30 |
$1.26 / 29 |
5 / 114 |
14.450423% |
0.454286 |
-0.048280 |
0.060275 |
0.114153 |
0.035194 |
|
437 |
Legs |
10/20(25) |
CALL |
102.50 / 103.00 |
$26 / $24 / 1.08 |
50.53% / $1.27 / 5.29% / 85.61% |
52.79% / $102.76 |
$0.26 / $1.78 / $1.52 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
102.50 |
49.47% |
$1.78 / 21 |
$1.80 / 32 |
139 / 50 |
15.179252% |
0.514438 |
-0.048972 |
0.060620 |
0.114806 |
0.039720 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
103.00 |
45.14% |
$1.50 / 81 |
$1.52 / 67 |
4 / 63 |
14.808724% |
0.484246 |
-0.048754 |
0.060620 |
0.114806 |
0.037454 |
|
428 |
Legs |
12/15(81) |
CALL |
104.00 / 106.00 |
$90 / $110 / 0.82 |
56.42% / $4.93 / 4.48% / 19.83% |
60.77% / $104.90 |
$0.90 / $2.76 / $1.86 / 45 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
104.00 |
43.58% |
$2.76 / 45 |
$2.83 / 44 |
434 / 127 |
16.182142% |
0.484982 |
-0.029748 |
0.035326 |
0.196093 |
0.106199 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
106.00 |
34.13% |
$1.79 / 43 |
$1.86 / 54 |
3 / 546 |
15.178075% |
0.416683 |
-0.028749 |
0.034601 |
0.192068 |
0.091814 |
|
|
872 |
|
12/15(81) |
CALL |
12.50 / 22.50 |
$50 / $950 / 0.05 |
59.26% / $6.23 / 0.66% / 2.74% |
64.37% / $13.00 |
$0.50 / $1.25 / $0.75 / 106 |
20 / 11.17% / 65 |
5 |
Legs |
Vertical |
Bearish |
$11.87 (-3.42%) / 327K |
|
Earnings: 11/03 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
40.74% |
$1.25 / 106 |
$1.35 / 32 |
0 / 259 |
61.575255% |
0.558112 |
-0.012281 |
0.078501 |
0.022952 |
0.011324 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.50 |
1.24% |
0 / 0 |
$0.75 / 247 |
0 / 31 |
123.432950% |
0.103386 |
-0.005447 |
0.035761 |
0.010456 |
0.002411 |
|
825 |
Legs |
12/15(81) |
CALL |
12.50 / 25.00 |
$90 / $1,160 / 0.08 |
59.26% / $42.42 / 3.66% / 15.98% |
68.16% / $13.40 |
$0.90 / $1.25 / $0.35 / 106 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
40.74% |
$1.25 / 106 |
$1.35 / 32 |
0 / 259 |
61.575255% |
0.558112 |
-0.012281 |
0.078501 |
0.022952 |
0.011324 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
0.46% |
0 / 0 |
$0.35 / 118 |
0 / 3 |
108.835677% |
0.064887 |
-0.003827 |
0.025183 |
0.007363 |
0.001536 |
|
556 |
Legs |
12/15(81) |
CALL |
12.50 / 20.00 |
$110 / $640 / 0.17 |
59.26% / $23.36 / 3.65% / 15.95% |
69.94% / $13.60 |
$1.10 / $1.25 / $0.15 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
40.74% |
$1.25 / 106 |
$1.35 / 32 |
0 / 259 |
61.575255% |
0.558112 |
-0.012281 |
0.078501 |
0.022952 |
0.011324 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
3.27% |
$0.05 / 1 |
$0.15 / 31 |
0 / 106 |
62.740682% |
0.163490 |
-0.007499 |
0.049077 |
0.014349 |
0.003739 |
|
102 |
Legs |
12/15(81) |
CALL |
15.00 / 20.00 |
$35 / $465 / 0.08 |
80.46% / $1.28 / 0.28% / 1.14% |
82.56% / $15.35 |
$0.35 / $0.50 / $0.15 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
19.54% |
$0.50 / 154 |
$0.60 / 14 |
0 / 79 |
60.586091% |
0.385616 |
-0.011754 |
0.076060 |
0.022238 |
0.008277 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
3.27% |
$0.05 / 1 |
$0.15 / 31 |
0 / 106 |
62.740682% |
0.163490 |
-0.007499 |
0.049077 |
0.014349 |
0.003739 |
|
69 |
Legs |
10/20(25) |
CALL |
12.50 / 17.50 |
$50 / $450 / 0.11 |
61.00% / $19.59 / 4.35% / 66.76% |
69.51% / $13.00 |
$0.50 / $0.55 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
12.50 |
39.00% |
$0.55 / 1 |
$0.65 / 40 |
17 / 331 |
56.721124% |
0.494526 |
-0.020818 |
0.135826 |
0.013549 |
0.003943 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
17.50 |
1.18% |
0 / 0 |
$0.05 / 1 |
0 / 14 |
74.943835% |
0.081618 |
-0.007753 |
0.051392 |
0.005126 |
0.000703 |
|
56 |
Legs |
11/17(53) |
CALL |
12.50 / 17.50 |
$85 / $415 / 0.21 |
59.57% / $10.76 / 2.59% / 17.02% |
69.76% / $13.35 |
$0.85 / $1.00 / $0.15 / 120 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
12.50 |
40.43% |
$1.00 / 133 |
$1.20 / 91 |
0 / 26 |
65.744236% |
0.533616 |
-0.014975 |
0.096547 |
0.018930 |
0.007723 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
17.50 |
4.95% |
$0.05 / 159 |
$0.15 / 120 |
3 / 2 |
61.146023% |
0.183965 |
-0.009840 |
0.064604 |
0.012667 |
0.002906 |
|
|
871 |
|
12/15(81) |
CALL |
115.00 / 145.00 |
$230 / $2,770 / 0.08 |
53.22% / $44.11 / 1.59% / 6.74% |
60.32% / $117.30 |
$2.30 / $2.85 / $0.55 / 14 |
78 / 54.21% / 99 |
1 |
Legs |
Vertical |
Bearish |
$113.30 (-0.07%) / 192K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
115.00 |
46.78% |
$2.85 / 76 |
$5.80 / 32 |
0 / 8 |
20.159585% |
0.520808 |
-0.044557 |
0.022226 |
0.218021 |
0.122198 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
145.00 |
1.40% |
0 / 0 |
$0.55 / 14 |
0 / 7 |
31.840525% |
0.076880 |
-0.015607 |
0.008081 |
0.079274 |
0.019061 |
|
210 |
Legs |
12/15(81) |
CALL |
120.00 / 145.00 |
$135 / $2,365 / 0.06 |
68.06% / $26.75 / 1.13% / 4.75% |
71.62% / $121.35 |
$1.35 / $1.90 / $0.55 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
120.00 |
31.94% |
$1.90 / 10 |
$2.70 / 11 |
0 / 99 |
19.653445% |
0.413420 |
-0.043147 |
0.021763 |
0.213484 |
0.098379 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
145.00 |
1.40% |
0 / 0 |
$0.55 / 14 |
0 / 7 |
31.840525% |
0.076880 |
-0.015607 |
0.008081 |
0.079274 |
0.019061 |
|
|
870 |
|
12/15(81) |
CALL |
2.50 / 10.00 |
$35 / $715 / 0.05 |
79.92% / $8.54 / 1.19% / 5.02% |
83.31% / $2.85 |
$0.35 / $0.65 / $0.30 / 1 |
78 / 11.45% / 4 |
1 |
Legs |
Vertical |
Bearish |
$1.79 (+0.56%) / 1.27M |
|
Earnings: 11/14 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2.50 |
20.08% |
$0.65 / 50 |
$0.80 / 55 |
2 / 5,722 |
276.619160% |
0.692588 |
-0.005409 |
0.135673 |
0.003002 |
0.000970 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
1.42% |
$0.05 / 27 |
$0.30 / 1 |
0 / 3,305 |
258.912176% |
0.328558 |
-0.005544 |
0.139537 |
0.003088 |
0.000650 |
|
734 |
Legs |
12/15(81) |
CALL |
2.50 / 7.50 |
$35 / $465 / 0.08 |
79.92% / $4.35 / 0.93% / 3.91% |
83.31% / $2.85 |
$0.35 / $0.65 / $0.30 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2.50 |
20.08% |
$0.65 / 50 |
$0.80 / 55 |
2 / 5,722 |
276.619160% |
0.692588 |
-0.005409 |
0.135673 |
0.003002 |
0.000970 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
7.50 |
2.80% |
$0.20 / 100 |
$0.30 / 2 |
47 / 8,501 |
259.695820% |
0.402315 |
-0.005937 |
0.149345 |
0.003305 |
0.000752 |
|
|
869 |
|
12/15(81) |
CALL |
17.00 / 27.00 |
$45 / $955 / 0.05 |
57.85% / $7.94 / 0.83% / 3.48% |
62.53% / $17.45 |
$0.45 / $1.20 / $0.75 / 581 |
27 / 23.45% / 69 |
5 |
Legs |
Vertical |
Bearish |
$16.41 (+0.06%) / 992K |
|
Earnings: 11/03 / Ex-Div: 09/28 ($0.01) |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
17.00 |
42.15% |
$1.20 / 581 |
$1.35 / 217 |
0 / 99 |
44.484965% |
0.535313 |
-0.012662 |
0.078298 |
0.031622 |
0.016205 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
27.00 |
0.95% |
0 / 0 |
$0.75 / 1,525 |
0 / 5 |
96.461720% |
0.078407 |
-0.004501 |
0.028864 |
0.011657 |
0.002641 |
|
582 |
Legs |
12/15(81) |
CALL |
17.00 / 25.00 |
$105 / $695 / 0.15 |
57.85% / $27.82 / 4.00% / 17.59% |
68.31% / $18.05 |
$1.05 / $1.20 / $0.15 / 408 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
17.00 |
42.15% |
$1.20 / 581 |
$1.35 / 217 |
0 / 99 |
44.484965% |
0.535313 |
-0.012662 |
0.078298 |
0.031622 |
0.016205 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
2.33% |
0 / 0 |
$0.15 / 408 |
0 / 507 |
55.144674% |
0.121899 |
-0.006239 |
0.039871 |
0.016103 |
0.004057 |
|
204 |
Legs |
12/15(81) |
CALL |
18.00 / 25.00 |
$70 / $630 / 0.11 |
67.85% / $18.68 / 2.96% / 12.82% |
73.92% / $18.70 |
$0.70 / $0.85 / $0.15 / 164 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
18.00 |
32.15% |
$0.85 / 164 |
$0.95 / 312 |
0 / 1,298 |
44.242570% |
0.461281 |
-0.012556 |
0.078245 |
0.031601 |
0.014231 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
2.33% |
0 / 0 |
$0.15 / 408 |
0 / 507 |
55.144674% |
0.121899 |
-0.006239 |
0.039871 |
0.016103 |
0.004057 |
|
200 |
Legs |
12/15(81) |
PUT |
16.00 / 10.00 |
$90 / $510 / 0.18 |
61.58% / $11.38 / 2.23% / 9.54% |
70.33% / $15.10 |
$0.90 / $1.05 / $0.15 / 283 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
16.00 |
38.42% |
$1.05 / 407 |
$1.20 / 424 |
0 / 254 |
46.459705% |
-0.387015 |
-0.010454 |
0.075449 |
0.030471 |
-0.018740 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
4.47% |
0 / 0 |
$0.15 / 283 |
0 / 158 |
73.648573% |
-0.034704 |
-0.002212 |
0.015127 |
0.006109 |
-0.001515 |
|
130 |
Legs |
12/15(81) |
PUT |
16.00 / 11.00 |
$90 / $410 / 0.22 |
61.58% / $3.85 / 0.94% / 3.94% |
70.33% / $15.10 |
$0.90 / $1.05 / $0.15 / 134 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
16.00 |
38.42% |
$1.05 / 407 |
$1.20 / 424 |
0 / 254 |
46.459705% |
-0.387015 |
-0.010454 |
0.075449 |
0.030471 |
-0.018740 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
11.00 |
6.79% |
$0.05 / 431 |
$0.15 / 134 |
0 / 108 |
56.589905% |
-0.066068 |
-0.003681 |
0.025313 |
0.010223 |
-0.002926 |
|
81 |
Legs |
10/20(25) |
CALL |
17.00 / 23.00 |
$45 / $555 / 0.08 |
60.77% / $23.28 / 4.19% / 63.73% |
68.52% / $17.45 |
$0.45 / $0.55 / $0.10 / 132 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
17.00 |
39.23% |
$0.55 / 132 |
$0.65 / 553 |
1 / 260 |
42.565105% |
0.477048 |
-0.021150 |
0.134410 |
0.018521 |
0.005469 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
23.00 |
0.36% |
0 / 0 |
$0.10 / 243 |
0 / 12 |
74.054698% |
0.040849 |
-0.004551 |
0.029586 |
0.004077 |
0.000499 |
|
|
868 |
|
12/15(81) |
CALL |
12.50 / 30.00 |
$115 / $1,635 / 0.07 |
59.65% / $61.41 / 3.76% / 16.44% |
69.39% / $13.65 |
$1.15 / $1.50 / $0.35 / 355 |
37 / 7.38% / 67 |
5 |
Legs |
Vertical |
Bearish |
$12.31 (+0.65%) / 676K |
|
Earnings: 11/09 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
40.35% |
$1.50 / 355 |
$1.65 / 78 |
0 / 153 |
73.590749% |
0.573272 |
-0.013892 |
0.068039 |
0.022806 |
0.011075 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
0.21% |
0 / 0 |
$0.35 / 1,231 |
0 / 317 |
126.766252% |
0.049941 |
-0.003556 |
0.017875 |
0.005992 |
0.001164 |
|
798 |
Legs |
12/15(81) |
CALL |
12.50 / 25.00 |
$115 / $1,135 / 0.10 |
59.65% / $44.54 / 3.92% / 17.22% |
69.39% / $13.65 |
$1.15 / $1.50 / $0.35 / 355 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
40.35% |
$1.50 / 355 |
$1.65 / 78 |
0 / 153 |
73.590749% |
0.573272 |
-0.013892 |
0.068039 |
0.022806 |
0.011075 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
1.04% |
0 / 0 |
$0.35 / 1,218 |
2 / 148 |
108.889142% |
0.103063 |
-0.006209 |
0.031122 |
0.010432 |
0.002344 |
|
645 |
Legs |
12/15(81) |
CALL |
12.50 / 22.50 |
$130 / $870 / 0.15 |
59.65% / $37.31 / 4.29% / 18.93% |
70.53% / $13.80 |
$1.30 / $1.50 / $0.20 / 355 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
40.35% |
$1.50 / 355 |
$1.65 / 78 |
0 / 153 |
73.590749% |
0.573272 |
-0.013892 |
0.068039 |
0.022806 |
0.011075 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.50 |
2.28% |
$0.10 / 1 |
$0.20 / 594 |
0 / 127 |
80.015843% |
0.148234 |
-0.008021 |
0.040130 |
0.013451 |
0.003316 |
|
540 |
Legs |
12/15(81) |
CALL |
12.50 / 20.00 |
$120 / $630 / 0.19 |
59.65% / $11.10 / 1.76% / 7.48% |
69.78% / $13.70 |
$1.20 / $1.50 / $0.30 / 355 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
40.35% |
$1.50 / 355 |
$1.65 / 78 |
0 / 153 |
73.590749% |
0.573272 |
-0.013892 |
0.068039 |
0.022806 |
0.011075 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
4.98% |
$0.15 / 557 |
$0.30 / 421 |
0 / 73 |
75.587541% |
0.212489 |
-0.010089 |
0.050344 |
0.016875 |
0.004652 |
|
227 |
Legs |
12/15(81) |
CALL |
15.00 / 25.00 |
$40 / $960 / 0.04 |
78.48% / $12.04 / 1.25% / 5.28% |
80.70% / $15.40 |
$0.40 / $0.75 / $0.35 / 192 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
21.52% |
$0.75 / 192 |
$0.90 / 240 |
20 / 764 |
73.943484% |
0.422138 |
-0.013732 |
0.067887 |
0.022755 |
0.008637 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
1.04% |
0 / 0 |
$0.35 / 1,218 |
2 / 148 |
108.889142% |
0.103063 |
-0.006209 |
0.031122 |
0.010432 |
0.002344 |
|
222 |
Legs |
10/20(25) |
CALL |
12.50 / 22.50 |
$50 / $950 / 0.05 |
60.52% / $29.28 / 3.08% / 43.94% |
68.03% / $13.00 |
$0.50 / $0.65 / $0.15 / 201 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
12.50 |
39.48% |
$0.65 / 201 |
$0.80 / 391 |
2 / 640 |
66.162839% |
0.508553 |
-0.023772 |
0.118461 |
0.013547 |
0.003941 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
22.50 |
0.05% |
0 / 0 |
$0.15 / 308 |
0 / 12 |
138.311488% |
0.018662 |
-0.002676 |
0.013559 |
0.001551 |
0.000162 |
|
|
866 |
|
12/15(81) |
CALL |
90.00 / 92.00 |
$100 / $100 / 1.00 |
51.79% / $4.30 / 4.30% / 18.97% |
55.84% / $91.00 |
$1.00 / $4.35 / $3.35 / 91 |
62 / 49.25% / 90 |
5 |
Legs |
Vertical |
Bearish |
$89.36 (+0.22%) / 21.04M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
90.00 |
48.21% |
$4.35 / 131 |
$4.40 / 506 |
88 / 3,488 |
24.861196% |
0.529031 |
-0.033112 |
0.028461 |
0.171004 |
0.097801 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
92.00 |
40.20% |
$3.30 / 734 |
$3.35 / 91 |
81 / 886 |
23.895699% |
0.472702 |
-0.033102 |
0.028509 |
0.171294 |
0.088062 |
|
859 |
Legs |
12/15(81) |
CALL |
90.00 / 93.00 |
$145 / $155 / 0.94 |
51.79% / $3.43 / 2.21% / 9.45% |
57.64% / $91.45 |
$1.45 / $4.35 / $2.90 / 99 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
90.00 |
48.21% |
$4.35 / 131 |
$4.40 / 506 |
88 / 3,488 |
24.861196% |
0.529031 |
-0.033112 |
0.028461 |
0.171004 |
0.097801 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
93.00 |
36.39% |
$2.87 / 126 |
$2.90 / 99 |
35 / 1,188 |
23.586800% |
0.445099 |
-0.032855 |
0.028321 |
0.170166 |
0.083214 |
|
842 |
Legs |
12/15(81) |
CALL |
90.00 / 94.00 |
$186 / $214 / 0.87 |
51.79% / $1.22 / 0.57% / 2.38% |
59.25% / $91.86 |
$1.86 / $4.35 / $2.49 / 83 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
90.00 |
48.21% |
$4.35 / 131 |
$4.40 / 506 |
88 / 3,488 |
24.861196% |
0.529031 |
-0.033112 |
0.028461 |
0.171004 |
0.097801 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
94.00 |
32.74% |
$2.47 / 23 |
$2.49 / 83 |
4 / 1,975 |
23.260311% |
0.418035 |
-0.032456 |
0.028001 |
0.168243 |
0.078417 |
|
821 |
Legs |
12/15(81) |
CALL |
90.00 / 91.00 |
$50 / $50 / 1.00 |
51.79% / $1.88 / 3.75% / 16.41% |
53.83% / $90.50 |
$0.50 / $4.35 / $3.85 / 91 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
90.00 |
48.21% |
$4.35 / 131 |
$4.40 / 506 |
88 / 3,488 |
24.861196% |
0.529031 |
-0.033112 |
0.028461 |
0.171004 |
0.097801 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
91.00 |
44.16% |
$3.80 / 991 |
$3.85 / 91 |
42 / 523 |
24.340535% |
0.500724 |
-0.033190 |
0.028558 |
0.171585 |
0.092934 |
|
460 |
Legs |
12/15(81) |
CALL |
91.00 / 94.00 |
$131 / $169 / 0.78 |
55.84% / $3.24 / 1.92% / 8.16% |
61.00% / $92.31 |
$1.31 / $3.80 / $2.49 / 83 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
91.00 |
44.16% |
$3.80 / 991 |
$3.85 / 91 |
42 / 523 |
24.340535% |
0.500724 |
-0.033190 |
0.028558 |
0.171585 |
0.092934 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
94.00 |
32.74% |
$2.47 / 23 |
$2.49 / 83 |
4 / 1,975 |
23.260311% |
0.418035 |
-0.032456 |
0.028001 |
0.168243 |
0.078417 |
|
432 |
Legs |
09/29(4) |
CALL |
90.00 / 96.00 |
$92 / $508 / 0.18 |
52.79% / $28.41 / 5.59% / 883.19% |
65.03% / $90.92 |
$0.92 / $0.95 / $0.03 / 296 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
90.00 |
47.21% |
$0.95 / 296 |
$0.97 / 182 |
4,147 / 2,786 |
19.352741% |
0.494532 |
-0.107272 |
0.093735 |
0.053007 |
0.009381 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
96.00 |
1.90% |
$0.02 / 3,133 |
$0.03 / 1,133 |
14 / 929 |
22.170737% |
0.084360 |
-0.041358 |
0.036378 |
0.020572 |
0.001625 |
|
|
865 |
|
12/15(81) |
CALL |
25.00 / 55.00 |
$290 / $2,710 / 0.11 |
57.16% / $149.48 / 5.52% / 24.81% |
70.53% / $27.90 |
$2.90 / $3.20 / $0.30 / 25 |
39 / 8.20% / 72 |
5 |
Legs |
Vertical |
Bearish |
$24.40 (-1.73%) / 292K |
|
Earnings: 10/25 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
42.84% |
$3.20 / 25 |
$3.30 / 60 |
2 / 611 |
70.694447% |
0.578424 |
-0.025855 |
0.036593 |
0.046291 |
0.023381 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
0.29% |
0 / 0 |
$0.30 / 100 |
0 / 50 |
96.569835% |
0.053643 |
-0.006997 |
0.010202 |
0.012905 |
0.002579 |
|
819 |
Legs |
12/15(81) |
CALL |
25.00 / 50.00 |
$285 / $2,215 / 0.13 |
57.16% / $129.82 / 5.86% / 26.51% |
70.33% / $27.85 |
$2.85 / $3.20 / $0.35 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
42.84% |
$3.20 / 25 |
$3.30 / 60 |
2 / 611 |
70.694447% |
0.578424 |
-0.025855 |
0.036593 |
0.046291 |
0.023381 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
50.00 |
0.71% |
0 / 0 |
$0.35 / 130 |
0 / 72 |
90.781640% |
0.081974 |
-0.009731 |
0.014164 |
0.017918 |
0.003892 |
|
761 |
Legs |
12/15(81) |
CALL |
25.00 / 45.00 |
$265 / $1,735 / 0.15 |
57.16% / $88.37 / 5.09% / 22.76% |
69.51% / $27.65 |
$2.65 / $3.20 / $0.55 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
42.84% |
$3.20 / 25 |
$3.30 / 60 |
2 / 611 |
70.694447% |
0.578424 |
-0.025855 |
0.036593 |
0.046291 |
0.023381 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
1.76% |
0 / 0 |
$0.55 / 161 |
0 / 75 |
89.857518% |
0.125018 |
-0.013260 |
0.019257 |
0.024360 |
0.005842 |
|
530 |
Legs |
12/15(81) |
CALL |
25.00 / 40.00 |
$285 / $1,215 / 0.24 |
57.16% / $58.44 / 4.81% / 21.40% |
70.33% / $27.85 |
$2.85 / $3.20 / $0.35 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
42.84% |
$3.20 / 25 |
$3.30 / 60 |
2 / 611 |
70.694447% |
0.578424 |
-0.025855 |
0.036593 |
0.046291 |
0.023381 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
4.28% |
$0.20 / 66 |
$0.35 / 44 |
0 / 113 |
65.220574% |
0.189397 |
-0.017497 |
0.025334 |
0.032047 |
0.008670 |
|
348 |
Legs |
12/15(81) |
CALL |
25.00 / 35.00 |
$245 / $755 / 0.33 |
57.16% / $2.51 / 0.33% / 1.38% |
68.67% / $27.45 |
$2.45 / $3.20 / $0.75 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
42.84% |
$3.20 / 25 |
$3.30 / 60 |
2 / 611 |
70.694447% |
0.578424 |
-0.025855 |
0.036593 |
0.046291 |
0.023381 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
9.99% |
$0.60 / 84 |
$0.75 / 60 |
8 / 497 |
66.503887% |
0.283032 |
-0.021955 |
0.031651 |
0.040039 |
0.012604 |
|
141 |
Legs |
10/20(25) |
CALL |
25.00 / 35.00 |
$130 / $870 / 0.15 |
57.03% / $40.23 / 4.62% / 72.01% |
67.84% / $26.30 |
$1.30 / $1.45 / $0.15 / 73 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
25.00 |
42.97% |
$1.45 / 73 |
$1.55 / 85 |
0 / 780 |
60.476138% |
0.526080 |
-0.044181 |
0.063750 |
0.027514 |
0.008410 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
35.00 |
1.90% |
0 / 0 |
$0.15 / 100 |
0 / 17 |
78.078450% |
0.104597 |
-0.019808 |
0.029038 |
0.012533 |
0.001814 |
|
|
862 |
|
12/15(81) |
CALL |
15.00 / 30.00 |
$110 / $1,390 / 0.08 |
55.96% / $61.11 / 4.40% / 19.44% |
69.24% / $16.10 |
$1.10 / $1.30 / $0.20 / 12 |
9 / 9.10% / 4 |
5 |
Legs |
Vertical |
Bearish |
$14.59 (+0.41%) / 774K |
|
Earnings: 11/08 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
44.04% |
$1.30 / 12 |
$1.40 / 80 |
3 / 84 |
49.733644% |
0.542764 |
-0.010615 |
0.094235 |
0.028118 |
0.014825 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
0.02% |
0 / 0 |
$0.20 / 208 |
0 / 53 |
90.011117% |
0.010397 |
-0.000700 |
0.006551 |
0.001955 |
0.000324 |
|
767 |
Legs |
12/15(81) |
CALL |
15.00 / 25.00 |
$110 / $890 / 0.12 |
55.96% / $54.97 / 6.18% / 28.07% |
69.24% / $16.10 |
$1.10 / $1.30 / $0.20 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
44.04% |
$1.30 / 12 |
$1.40 / 80 |
3 / 84 |
49.733644% |
0.542764 |
-0.010615 |
0.094235 |
0.028118 |
0.014825 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
0.35% |
0 / 0 |
$0.20 / 205 |
0 / 168 |
72.450995% |
0.046928 |
-0.002504 |
0.023291 |
0.006950 |
0.001434 |
|
759 |
Legs |
12/15(81) |
CALL |
15.00 / 22.50 |
$85 / $665 / 0.13 |
55.96% / $27.10 / 4.07% / 17.92% |
66.45% / $15.85 |
$0.85 / $1.30 / $0.45 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
44.04% |
$1.30 / 12 |
$1.40 / 80 |
3 / 84 |
49.733644% |
0.542764 |
-0.010615 |
0.094235 |
0.028118 |
0.014825 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.50 |
1.50% |
0 / 0 |
$0.45 / 331 |
0 / 7 |
77.331618% |
0.095490 |
-0.004355 |
0.040308 |
0.012027 |
0.002874 |
|
408 |
Legs |
12/15(81) |
CALL |
15.00 / 20.00 |
$110 / $390 / 0.28 |
55.96% / $17.59 / 4.51% / 19.97% |
69.24% / $16.10 |
$1.10 / $1.30 / $0.20 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
44.04% |
$1.30 / 12 |
$1.40 / 80 |
3 / 84 |
49.733644% |
0.542764 |
-0.010615 |
0.094235 |
0.028118 |
0.014825 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
5.67% |
$0.10 / 269 |
$0.20 / 87 |
0 / 137 |
45.254309% |
0.184961 |
-0.006901 |
0.063408 |
0.018920 |
0.005455 |
|
339 |
Legs |
11/17(53) |
CALL |
15.00 / 25.00 |
$75 / $925 / 0.08 |
56.55% / $41.40 / 4.48% / 30.84% |
67.80% / $15.75 |
$0.75 / $1.05 / $0.30 / 177 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
15.00 |
43.45% |
$1.05 / 307 |
$1.15 / 82 |
0 / 179 |
51.066614% |
0.523377 |
-0.012841 |
0.115543 |
0.023119 |
0.010005 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
25.00 |
0.05% |
0 / 0 |
$0.30 / 177 |
0 / 53 |
98.171276% |
0.017068 |
-0.001308 |
0.012274 |
0.002456 |
0.000361 |
|
265 |
Legs |
11/17(53) |
CALL |
15.00 / 22.50 |
$75 / $675 / 0.11 |
56.55% / $36.48 / 5.40% / 38.15% |
67.80% / $15.75 |
$0.75 / $1.05 / $0.30 / 198 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
15.00 |
43.45% |
$1.05 / 307 |
$1.15 / 82 |
0 / 179 |
51.066614% |
0.523377 |
-0.012841 |
0.115543 |
0.023119 |
0.010005 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
22.50 |
0.42% |
0 / 0 |
$0.30 / 198 |
0 / 76 |
84.311490% |
0.047518 |
-0.003073 |
0.028728 |
0.005748 |
0.000993 |
|
|
861 |
|
12/15(81) |
CALL |
17.50 / 35.00 |
$85 / $1,665 / 0.05 |
58.87% / $43.87 / 2.63% / 11.33% |
65.83% / $18.35 |
$0.85 / $1.60 / $0.75 / 28 |
4 / 2.80% / 29 |
1 |
Legs |
Vertical |
Bearish |
$16.57 (-0.96%) / 414K |
|
Earnings: 11/08 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
17.50 |
41.13% |
$1.60 / 31 |
$4.90 / 196 |
5 / 27 |
105.645425% |
0.546508 |
-0.015377 |
0.063639 |
0.032295 |
0.016154 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
0.18% |
0 / 0 |
$0.75 / 28 |
0 / 32 |
121.958918% |
0.038910 |
-0.003157 |
0.013533 |
0.006868 |
0.001331 |
|
817 |
Legs |
12/15(81) |
CALL |
17.50 / 30.00 |
$85 / $1,165 / 0.07 |
58.87% / $25.57 / 2.20% / 9.38% |
65.83% / $18.35 |
$0.85 / $1.60 / $0.75 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
17.50 |
41.13% |
$1.60 / 31 |
$4.90 / 196 |
5 / 27 |
105.645425% |
0.546508 |
-0.015377 |
0.063639 |
0.032295 |
0.016154 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
1.04% |
0 / 0 |
$0.75 / 15 |
0 / 50 |
105.015373% |
0.089263 |
-0.006072 |
0.025923 |
0.013155 |
0.002991 |
|
|
858 |
|
12/15(81) |
CALL |
25.00 / 40.00 |
$105 / $1,395 / 0.08 |
54.33% / $56.70 / 4.06% / 17.88% |
66.31% / $26.05 |
$1.05 / $1.30 / $0.25 / 83 |
20 / 6.09% / 46 |
5 |
Legs |
Vertical |
Bearish |
$24.46 (+0.25%) / 671K |
|
Earnings: 11/01 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
45.67% |
$1.30 / 118 |
$1.55 / 130 |
6 / 132 |
31.120215% |
0.523127 |
-0.011648 |
0.085454 |
0.047251 |
0.025936 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
0.01% |
0 / 0 |
$0.25 / 83 |
0 / 5 |
63.555605% |
0.007386 |
-0.000571 |
0.004400 |
0.002433 |
0.000400 |
|
442 |
Legs |
12/15(81) |
CALL |
25.00 / 30.00 |
$105 / $395 / 0.27 |
54.33% / $5.18 / 1.31% / 5.53% |
66.31% / $26.05 |
$1.05 / $1.30 / $0.25 / 95 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
45.67% |
$1.30 / 118 |
$1.55 / 130 |
6 / 132 |
31.120215% |
0.523127 |
-0.011648 |
0.085454 |
0.047251 |
0.025936 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
6.77% |
$0.10 / 74 |
$0.25 / 95 |
0 / 2,131 |
29.674509% |
0.181614 |
-0.007503 |
0.056768 |
0.031389 |
0.009458 |
|
150 |
Legs |
10/20 (25) - 11/17 |
CALL |
25.00 / 30.00 |
$40 / $460 / 0.09 |
56.87% / $5.08 / 1.10% / 14.08% |
64.83% / $25.40 |
$0.40 / $0.55 / $0.15 / 69 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
25.00 |
43.13% |
$0.55 / 123 |
$0.70 / 43 |
1 / 830 |
26.552319% |
0.483710 |
-0.019451 |
0.146841 |
0.027701 |
0.008723 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
3.43% |
$0.05 / 105 |
$0.15 / 69 |
0 / 3 |
31.929714% |
0.122795 |
-0.006991 |
0.053446 |
0.019817 |
0.004396 |
|
134 |
Legs |
10/20(25) |
CALL |
25.00 / 30.00 |
$45 / $455 / 0.10 |
56.87% / $20.62 / 4.53% / 70.22% |
65.78% / $25.45 |
$0.45 / $0.55 / $0.10 / 123 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
25.00 |
43.13% |
$0.55 / 123 |
$0.70 / 43 |
1 / 830 |
26.552319% |
0.483710 |
-0.019451 |
0.146841 |
0.027701 |
0.008723 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
0.53% |
0 / 0 |
$0.10 / 146 |
0 / 181 |
45.256480% |
0.044577 |
-0.004479 |
0.034687 |
0.006544 |
0.000836 |
|
111 |
Legs |
12/15(81) |
PUT |
22.50 / 17.50 |
$35 / $465 / 0.08 |
77.74% / $9.76 / 2.10% / 8.96% |
80.55% / $22.15 |
$0.35 / $0.55 / $0.20 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
22.50 |
22.26% |
$0.55 / 116 |
$0.70 / 34 |
3 / 26 |
33.919653% |
-0.265549 |
-0.008305 |
0.070508 |
0.038987 |
-0.017197 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.50 |
1.97% |
$0.10 / 63 |
$0.20 / 50 |
0 / 6 |
49.374741% |
-0.024916 |
-0.001535 |
0.012548 |
0.006938 |
-0.001541 |
|
80 |
Legs |
11/17 (53) - 12/15 |
CALL |
25.00 / 30.00 |
$85 / $415 / 0.21 |
55.09% / $6.08 / 1.46% / 9.34% |
66.94% / $25.85 |
$0.85 / $1.10 / $0.25 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
25.00 |
44.91% |
$1.10 / 2 |
$1.25 / 91 |
3 / 3 |
32.336297% |
0.508460 |
-0.014097 |
0.104659 |
0.038807 |
0.017384 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
6.77% |
$0.10 / 74 |
$0.25 / 95 |
0 / 2,131 |
29.674509% |
0.181614 |
-0.007503 |
0.056768 |
0.031389 |
0.009458 |
|
|
856 |
|
12/15(81) |
CALL |
40.00 / 65.00 |
$240 / $2,260 / 0.11 |
55.44% / $82.81 / 3.66% / 16.02% |
65.39% / $42.40 |
$2.40 / $2.70 / $0.30 / 37 |
22 / 21.11% / 30 |
5 |
Legs |
Vertical |
Bearish |
$39.14 (-1.09%) / 247K |
|
Earnings: 11/08 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
44.56% |
$2.70 / 88 |
$4.10 / 41 |
0 / 323 |
45.775951% |
0.556648 |
-0.031458 |
0.031270 |
0.074991 |
0.039556 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
1.08% |
$0.15 / 37 |
$0.30 / 37 |
0 / 2 |
57.880489% |
0.085304 |
-0.011955 |
0.012354 |
0.029628 |
0.006800 |
|
352 |
Legs |
11/17(53) |
CALL |
40.00 / 65.00 |
$235 / $2,265 / 0.10 |
55.62% / $117.92 / 5.21% / 36.56% |
67.43% / $42.35 |
$2.35 / $3.10 / $0.75 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
40.00 |
44.38% |
$3.10 / 32 |
$3.30 / 61 |
0 / 6 |
53.831655% |
0.538294 |
-0.038175 |
0.038397 |
0.061750 |
0.026906 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
65.00 |
0.27% |
0 / 0 |
$0.75 / 46 |
0 / 5 |
92.622734% |
0.039960 |
-0.007989 |
0.008326 |
0.013389 |
0.002218 |
|
286 |
Legs |
12/15(81) |
CALL |
50.00 / 65.00 |
$60 / $1,440 / 0.04 |
87.06% / $22.92 / 1.59% / 6.74% |
88.15% / $50.60 |
$0.60 / $0.90 / $0.30 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
50.00 |
12.94% |
$0.90 / 21 |
$1.45 / 48 |
0 / 259 |
53.334935% |
0.290204 |
-0.026618 |
0.027113 |
0.065022 |
0.022020 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
1.08% |
$0.15 / 37 |
$0.30 / 37 |
0 / 2 |
57.880489% |
0.085304 |
-0.011955 |
0.012354 |
0.029628 |
0.006800 |
|
247 |
Legs |
10/20(25) |
CALL |
40.00 / 60.00 |
$165 / $1,835 / 0.09 |
56.46% / $91.09 / 4.96% / 78.85% |
68.17% / $41.65 |
$1.65 / $1.70 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
40.00 |
43.54% |
$1.70 / 44 |
$1.85 / 40 |
0 / 83 |
44.880622% |
0.510229 |
-0.052890 |
0.054063 |
0.044235 |
0.013798 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
60.00 |
0.05% |
0 / 0 |
$0.05 / 1 |
0 / 131 |
68.306471% |
0.016290 |
-0.005245 |
0.005510 |
0.004509 |
0.000477 |
|
99 |
Legs |
10/20(25) |
CALL |
40.00 / 50.00 |
$145 / $855 / 0.17 |
56.46% / $29.17 / 3.41% / 49.56% |
66.84% / $41.45 |
$1.45 / $1.70 / $0.25 / 44 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
40.00 |
43.54% |
$1.70 / 44 |
$1.85 / 40 |
0 / 83 |
44.880622% |
0.510229 |
-0.052890 |
0.054063 |
0.044235 |
0.013798 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
50.00 |
3.06% |
$0.10 / 13 |
$0.25 / 51 |
0 / 2,576 |
53.750968% |
0.122077 |
-0.026300 |
0.027447 |
0.022457 |
0.003490 |
|
91 |
Legs |
12/15(81) |
CALL |
45.00 / 65.00 |
$160 / $1,840 / 0.09 |
74.56% / $79.50 / 4.32% / 19.08% |
79.28% / $46.60 |
$1.60 / $1.90 / $0.30 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
45.00 |
25.44% |
$1.90 / 21 |
$2.20 / 64 |
0 / 83 |
50.979221% |
0.411181 |
-0.030526 |
0.030802 |
0.073871 |
0.030352 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
1.08% |
$0.15 / 37 |
$0.30 / 37 |
0 / 2 |
57.880489% |
0.085304 |
-0.011955 |
0.012354 |
0.029628 |
0.006800 |
|
|
855 |
|
12/15(81) |
CALL |
180.00 / 220.00 |
$640 / $3,360 / 0.19 |
49.55% / $22.70 / 0.68% / 2.82% |
61.33% / $186.40 |
$6.40 / $9.60 / $3.20 / 73 |
51 / 23.28% / 90 |
|
Legs |
Vertical |
Bearish |
$178.19 (-1.18%) / 111K |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
180.00 |
50.45% |
$9.60 / 88 |
$12.00 / 1 |
0 / 2 |
28.556448% |
0.551825 |
-0.080382 |
0.013226 |
0.342651 |
0.201365 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
220.00 |
4.38% |
$0.45 / 43 |
$3.20 / 73 |
0 / 1 |
33.206313% |
0.141387 |
-0.042337 |
0.007492 |
0.194095 |
0.054420 |
|
854 |
|
12/15(81) |
CALL |
4.00 / 8.00 |
$25 / $375 / 0.07 |
61.39% / $0.42 / 0.11% / 0.46% |
67.12% / $4.25 |
$0.25 / $0.30 / $0.05 / 1 |
48 / 15.36% / 23 |
|
Legs |
Vertical |
Bearish |
$3.85 (+1.05%) / 2.46M |
|
Earnings: 01/29 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
38.61% |
$0.30 / 1,064 |
$0.55 / 1,059 |
10 / 26 |
65.818922% |
0.585590 |
-0.005104 |
0.181457 |
0.007175 |
0.003358 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
8.00 |
2.03% |
0 / 0 |
$0.05 / 1 |
0 / 249 |
91.782492% |
0.155052 |
-0.003068 |
0.110972 |
0.004388 |
0.001056 |
|
853 |
|
12/15(81) |
CALL |
35.00 / 65.00 |
$220 / $2,780 / 0.08 |
58.62% / $66.40 / 2.39% / 10.24% |
66.33% / $37.20 |
$2.20 / $3.30 / $1.10 / 10 |
65 / 28.15% / 71 |
4 |
Legs |
Vertical |
Bearish |
$33.72 (-0.56%) / 56K |
|
Earnings: 10/19 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
35.00 |
41.38% |
$3.30 / 10 |
$3.60 / 12 |
9 / 284 |
57.142299% |
0.565588 |
-0.035270 |
0.027149 |
0.064418 |
0.031983 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
1.11% |
0 / 0 |
$1.10 / 20 |
0 / 1 |
103.689280% |
0.099675 |
-0.015279 |
0.012078 |
0.028659 |
0.006525 |
|
590 |
Legs |
12/15(81) |
CALL |
35.00 / 55.00 |
$295 / $1,705 / 0.17 |
58.62% / $32.80 / 1.92% / 8.18% |
68.73% / $37.95 |
$2.95 / $3.30 / $0.35 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
35.00 |
41.38% |
$3.30 / 10 |
$3.60 / 12 |
9 / 284 |
57.142299% |
0.565588 |
-0.035270 |
0.027149 |
0.064418 |
0.031983 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
4.20% |
0 / 0 |
$0.35 / 53 |
0 / 130 |
63.387171% |
0.186064 |
-0.023476 |
0.018480 |
0.043849 |
0.011842 |
|
405 |
Legs |
12/15(81) |
PUT |
17.50 / 2.50 |
$60 / $1,440 / 0.04 |
93.38% / $33.39 / 2.32% / 9.93% |
93.88% / $16.90 |
$0.60 / $0.65 / $0.05 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
17.50 |
6.62% |
$0.65 / 9 |
$0.90 / 71 |
0 / 150 |
117.931869% |
-0.036959 |
-0.006701 |
0.005574 |
0.013225 |
-0.003506 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
0.87% |
0 / 0 |
$0.05 / 10 |
0 / 268 |
249.665101% |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
|
333 |
Legs |
12/15(81) |
PUT |
22.50 / 10.00 |
$60 / $1,190 / 0.05 |
87.61% / $2.94 / 0.25% / 1.02% |
88.48% / $21.90 |
$0.60 / $1.10 / $0.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
22.50 |
12.39% |
$1.10 / 1 |
$1.40 / 30 |
0 / 184 |
96.740881% |
-0.115256 |
-0.015965 |
0.013412 |
0.031823 |
-0.011413 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
2.45% |
0 / 0 |
$0.50 / 60 |
0 / 324 |
178.220230% |
-0.000979 |
-0.000277 |
0.000228 |
0.000540 |
-0.000088 |
|
232 |
Legs |
12/15(81) |
PUT |
25.00 / 10.00 |
$90 / $1,410 / 0.06 |
83.30% / $13.13 / 0.93% / 3.90% |
84.98% / $24.10 |
$0.90 / $1.40 / $0.50 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
25.00 |
16.70% |
$1.40 / 3 |
$1.60 / 17 |
1 / 165 |
85.690524% |
-0.170422 |
-0.020687 |
0.017485 |
0.041488 |
-0.017266 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
2.45% |
0 / 0 |
$0.50 / 60 |
0 / 324 |
178.220230% |
-0.000979 |
-0.000277 |
0.000228 |
0.000540 |
-0.000088 |
|
|
852 |
|
12/15(81) |
CALL |
63.00 / 69.00 |
$100 / $500 / 0.20 |
47.45% / $12.83 / 2.57% / 11.02% |
60.40% / $64.00 |
$1.00 / $1.15 / $0.15 / 107 |
74 / 42.50% / 16 |
5 |
Legs |
Vertical |
Bearish |
$62.56 (-0.62%) / 56K |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
63.00 |
52.55% |
$1.15 / 180 |
$1.35 / 34 |
0 / 140 |
8.826071% |
0.536426 |
-0.013993 |
0.092534 |
0.119976 |
0.073904 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
69.00 |
3.37% |
$0.05 / 83 |
$0.15 / 107 |
0 / 227 |
11.552662% |
0.108491 |
-0.005522 |
0.043365 |
0.056225 |
0.015303 |
|
395 |
Legs |
12/15(81) |
CALL |
64.00 / 70.00 |
$60 / $540 / 0.11 |
60.40% / $18.07 / 3.35% / 14.56% |
67.65% / $64.60 |
$0.60 / $0.75 / $0.15 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
64.00 |
39.60% |
$0.75 / 34 |
$0.90 / 58 |
8 / 683 |
9.172697% |
0.445073 |
-0.013283 |
0.092040 |
0.119335 |
0.061659 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
70.00 |
1.66% |
$0.05 / 98 |
$0.15 / 821 |
0 / 168 |
13.034957% |
0.074324 |
-0.004113 |
0.032744 |
0.042455 |
0.010508 |
|
389 |
Legs |
11/17(53) |
CALL |
63.00 / 69.00 |
$70 / $530 / 0.13 |
50.16% / $23.83 / 4.50% / 31.00% |
61.22% / $63.70 |
$0.70 / $0.90 / $0.20 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
63.00 |
49.84% |
$0.90 / 17 |
$1.00 / 1 |
6 / 13 |
9.090601% |
0.514224 |
-0.016135 |
0.113400 |
0.098596 |
0.048044 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
69.00 |
1.02% |
0 / 0 |
$0.20 / 419 |
0 / 400 |
17.276032% |
0.056640 |
-0.003943 |
0.032383 |
0.028155 |
0.005405 |
|
346 |
Legs |
12/15(81) |
CALL |
64.00 / 69.00 |
$60 / $440 / 0.14 |
60.40% / $7.21 / 1.64% / 6.94% |
67.65% / $64.60 |
$0.60 / $0.75 / $0.15 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
64.00 |
39.60% |
$0.75 / 34 |
$0.90 / 58 |
8 / 683 |
9.172697% |
0.445073 |
-0.013283 |
0.092040 |
0.119335 |
0.061659 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
69.00 |
3.37% |
$0.05 / 83 |
$0.15 / 107 |
0 / 227 |
11.552662% |
0.108491 |
-0.005522 |
0.043365 |
0.056225 |
0.015303 |
|
271 |
Legs |
11/17(53) |
CALL |
63.00 / 68.00 |
$80 / $420 / 0.19 |
50.16% / $17.70 / 4.21% / 28.85% |
62.74% / $63.80 |
$0.80 / $0.90 / $0.10 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
63.00 |
49.84% |
$0.90 / 17 |
$1.00 / 1 |
6 / 13 |
9.090601% |
0.514224 |
-0.016135 |
0.113400 |
0.098596 |
0.048044 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
68.00 |
2.58% |
$0.05 / 76 |
$0.10 / 61 |
0 / 10 |
11.969023% |
0.092790 |
-0.005829 |
0.047247 |
0.041079 |
0.008836 |
|
263 |
Legs |
10/20(25) |
CALL |
63.00 / 69.00 |
$35 / $565 / 0.06 |
54.84% / $18.78 / 3.32% / 48.04% |
62.56% / $63.35 |
$0.35 / $0.50 / $0.15 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
63.00 |
45.16% |
$0.50 / 11 |
$0.60 / 91 |
32 / 160 |
8.826305% |
0.477456 |
-0.020837 |
0.158831 |
0.070259 |
0.023018 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
69.00 |
0.04% |
0 / 0 |
$0.15 / 235 |
0 / 1,020 |
23.281523% |
0.009990 |
-0.001228 |
0.010619 |
0.004697 |
0.000490 |
|
|
849 |
|
12/15(81) |
CALL |
440.00 / 450.00 |
$480 / $520 / 0.92 |
51.54% / $6.58 / 1.26% / 5.33% |
57.50% / $444.80 |
$4.80 / $11.90 / $7.10 / 56 |
92 / 81.10% / 15 |
5 |
Legs |
Vertical |
Bearish |
$434.34 (-0.23%) / 9.35M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
440.00 |
48.46% |
$11.90 / 56 |
$12.30 / 63 |
1 / 128 |
14.047151% |
0.517196 |
-0.121835 |
0.008830 |
0.836861 |
0.484538 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
36.31% |
$6.70 / 63 |
$7.10 / 96 |
0 / 463 |
12.860047% |
0.430774 |
-0.117796 |
0.008713 |
0.825705 |
0.406667 |
|
418 |
Legs |
12/15(81) |
PUT |
390.00 / 370.00 |
$80 / $1,920 / 0.04 |
93.90% / $22.13 / 1.15% / 4.84% |
94.17% / $389.20 |
$0.80 / $2.30 / $1.50 / 109 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
390.00 |
6.10% |
$2.30 / 715 |
$2.50 / 58 |
0 / 17 |
21.263188% |
-0.111047 |
-0.045637 |
0.004206 |
0.398566 |
-0.118816 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
370.00 |
1.75% |
$1.30 / 59 |
$1.50 / 109 |
0 / 24 |
24.308744% |
-0.041659 |
-0.021916 |
0.001979 |
0.187561 |
-0.044207 |
|
412 |
Legs |
12/15(81) |
PUT |
390.00 / 375.00 |
$65 / $1,435 / 0.05 |
93.90% / $10.31 / 0.72% / 3.00% |
94.12% / $389.35 |
$0.65 / $2.30 / $1.65 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
390.00 |
6.10% |
$2.30 / 715 |
$2.50 / 58 |
0 / 17 |
21.263188% |
-0.111047 |
-0.045637 |
0.004206 |
0.398566 |
-0.118816 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
375.00 |
2.44% |
$1.50 / 77 |
$1.65 / 13 |
0 / 8 |
23.468152% |
-0.054633 |
-0.027109 |
0.002459 |
0.233018 |
-0.058084 |
|
371 |
Legs |
12/15(81) |
PUT |
395.00 / 365.00 |
$135 / $2,865 / 0.05 |
91.96% / $61.49 / 2.15% / 9.16% |
92.52% / $393.65 |
$1.35 / $2.70 / $1.35 / 104 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
395.00 |
8.04% |
$2.70 / 703 |
$2.90 / 84 |
0 / 55 |
20.591093% |
-0.136232 |
-0.052321 |
0.004853 |
0.459899 |
-0.146111 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
365.00 |
1.24% |
$1.15 / 70 |
$1.35 / 104 |
0 / 22 |
25.163132% |
-0.031176 |
-0.017355 |
0.001561 |
0.147938 |
-0.033024 |
|
367 |
Legs |
12/15(81) |
PUT |
395.00 / 370.00 |
$120 / $2,380 / 0.05 |
91.96% / $40.60 / 1.71% / 7.23% |
92.46% / $393.80 |
$1.20 / $2.70 / $1.50 / 109 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
395.00 |
8.04% |
$2.70 / 703 |
$2.90 / 84 |
0 / 55 |
20.591093% |
-0.136232 |
-0.052321 |
0.004853 |
0.459899 |
-0.146111 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
370.00 |
1.75% |
$1.30 / 59 |
$1.50 / 109 |
0 / 24 |
24.308744% |
-0.041659 |
-0.021916 |
0.001979 |
0.187561 |
-0.044207 |
|
192 |
Legs |
09/29(4) |
PUT |
425.00 / 415.00 |
$40 / $960 / 0.04 |
89.81% / $16.85 / 1.75% / 107.64% |
90.53% / $424.60 |
$0.40 / $0.80 / $0.40 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
425.00 |
10.19% |
$0.80 / 950 |
$1.05 / 669 |
2 / 27 |
18.466630% |
-0.185078 |
-0.223226 |
0.019350 |
0.172595 |
-0.018025 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
415.00 |
1.08% |
$0.25 / 974 |
$0.40 / 31 |
0 / 1 |
22.001216% |
-0.049496 |
-0.086356 |
0.007415 |
0.066136 |
-0.004801 |
|
|
847 |
|
12/15(81) |
CALL |
9.00 / 15.00 |
$70 / $530 / 0.13 |
53.33% / $33.31 / 6.28% / 28.61% |
67.92% / $9.70 |
$0.70 / $0.75 / $0.05 / 133 |
23 / 20.34% / 34 |
5 |
Legs |
Vertical |
Bearish |
$8.96 (-1.21%) / 4.45M |
|
Earnings: 10/27 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
9.00 |
46.67% |
$0.75 / 133 |
$0.80 / 333 |
13 / 3,747 |
43.954827% |
0.555753 |
-0.005902 |
0.155688 |
0.016999 |
0.009295 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
15.00 |
0.36% |
0 / 0 |
$0.05 / 995 |
0 / 2,827 |
59.177571% |
0.046660 |
-0.001456 |
0.038722 |
0.004228 |
0.000874 |
|
843 |
Legs |
12/15(81) |
CALL |
9.00 / 14.00 |
$60 / $440 / 0.14 |
53.33% / $23.05 / 5.24% / 23.47% |
66.01% / $9.60 |
$0.60 / $0.75 / $0.15 / 133 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
9.00 |
46.67% |
$0.75 / 133 |
$0.80 / 333 |
13 / 3,747 |
43.954827% |
0.555753 |
-0.005902 |
0.155688 |
0.016999 |
0.009295 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
14.00 |
0.97% |
0 / 0 |
$0.15 / 1,980 |
5 / 162 |
67.554983% |
0.076063 |
-0.002136 |
0.056759 |
0.006197 |
0.001412 |
|
721 |
Legs |
12/15(81) |
CALL |
9.00 / 13.00 |
$65 / $335 / 0.19 |
53.33% / $17.26 / 5.15% / 23.05% |
66.97% / $9.65 |
$0.65 / $0.75 / $0.10 / 133 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
9.00 |
46.67% |
$0.75 / 133 |
$0.80 / 333 |
13 / 3,747 |
43.954827% |
0.555753 |
-0.005902 |
0.155688 |
0.016999 |
0.009295 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
13.00 |
2.51% |
$0.05 / 2 |
$0.10 / 1,645 |
0 / 3,093 |
50.039670% |
0.121438 |
-0.003013 |
0.079991 |
0.008734 |
0.002229 |
|
520 |
Legs |
12/15(81) |
CALL |
9.00 / 12.00 |
$65 / $235 / 0.28 |
53.33% / $6.46 / 2.75% / 11.85% |
66.97% / $9.65 |
$0.65 / $0.75 / $0.10 / 133 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
9.00 |
46.67% |
$0.75 / 133 |
$0.80 / 333 |
13 / 3,747 |
43.954827% |
0.555753 |
-0.005902 |
0.155688 |
0.016999 |
0.009295 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
12.00 |
6.05% |
$0.05 / 429 |
$0.10 / 814 |
5 / 4,016 |
41.721774% |
0.188735 |
-0.004039 |
0.107100 |
0.011694 |
0.003414 |
|
415 |
Legs |
10/20(25) |
CALL |
9.00 / 13.00 |
$35 / $365 / 0.10 |
52.19% / $17.88 / 4.90% / 77.50% |
65.18% / $9.35 |
$0.35 / $0.40 / $0.05 / 416 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
9.00 |
47.81% |
$0.40 / 416 |
$0.45 / 1,201 |
62 / 156 |
41.572502% |
0.531844 |
-0.010197 |
0.269820 |
0.010051 |
0.003334 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
13.00 |
0.05% |
0 / 0 |
$0.05 / 509 |
0 / 96 |
79.048028% |
0.015129 |
-0.000972 |
0.025943 |
0.000966 |
0.000102 |
|
406 |
Legs |
11/17(53) |
CALL |
9.00 / 13.00 |
$45 / $355 / 0.13 |
52.81% / $17.07 / 4.81% / 33.43% |
64.61% / $9.45 |
$0.45 / $0.60 / $0.15 / 538 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
9.00 |
47.19% |
$0.60 / 538 |
$0.70 / 853 |
6 / 8 |
45.175199% |
0.545691 |
-0.007247 |
0.191286 |
0.014006 |
0.006376 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
13.00 |
0.90% |
0 / 0 |
$0.15 / 1,128 |
0 / 1 |
72.834437% |
0.068729 |
-0.002412 |
0.064168 |
0.004698 |
0.000875 |
|
|
846 |
|
12/15(81) |
CALL |
7.00 / 13.00 |
$60 / $540 / 0.11 |
56.59% / $25.21 / 4.67% / 20.73% |
67.91% / $7.60 |
$0.60 / $0.75 / $0.15 / 54 |
30 / 26.27% / 15 |
5 |
Legs |
Vertical |
Bearish |
$6.82 (+0.15%) / 755K |
|
Earnings: 11/06 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.00 |
43.41% |
$0.75 / 54 |
$0.80 / 112 |
1 / 62 |
60.472107% |
0.569668 |
-0.006590 |
0.145677 |
0.013024 |
0.006679 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
13.00 |
0.78% |
0 / 0 |
$0.15 / 2,157 |
0 / 747 |
92.483961% |
0.080530 |
-0.002428 |
0.055405 |
0.004953 |
0.001090 |
|
827 |
Legs |
12/15(81) |
CALL |
7.00 / 12.00 |
$55 / $445 / 0.12 |
56.59% / $15.93 / 3.58% / 15.63% |
67.04% / $7.55 |
$0.55 / $0.75 / $0.20 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.00 |
43.41% |
$0.75 / 54 |
$0.80 / 112 |
1 / 62 |
60.472107% |
0.569668 |
-0.006590 |
0.145677 |
0.013024 |
0.006679 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
12.00 |
1.67% |
0 / 0 |
$0.20 / 2,310 |
0 / 77 |
91.026292% |
0.115536 |
-0.003172 |
0.072216 |
0.006456 |
0.001546 |
|
616 |
Legs |
12/15(81) |
CALL |
7.00 / 11.00 |
$65 / $335 / 0.19 |
56.59% / $13.05 / 3.90% / 17.09% |
68.75% / $7.65 |
$0.65 / $0.75 / $0.10 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.00 |
43.41% |
$0.75 / 54 |
$0.80 / 112 |
1 / 62 |
60.472107% |
0.569668 |
-0.006590 |
0.145677 |
0.013024 |
0.006679 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
11.00 |
3.52% |
$0.05 / 267 |
$0.10 / 873 |
0 / 109 |
63.079919% |
0.164548 |
-0.004047 |
0.091888 |
0.008215 |
0.002169 |
|
501 |
Legs |
12/15(81) |
CALL |
7.00 / 10.00 |
$60 / $240 / 0.25 |
56.59% / $1.33 / 0.56% / 2.31% |
67.91% / $7.60 |
$0.60 / $0.75 / $0.15 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
7.00 |
43.41% |
$0.75 / 54 |
$0.80 / 112 |
1 / 62 |
60.472107% |
0.569668 |
-0.006590 |
0.145677 |
0.013024 |
0.006679 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
7.17% |
$0.10 / 202 |
$0.15 / 865 |
0 / 374 |
60.947371% |
0.231741 |
-0.004998 |
0.113076 |
0.010109 |
0.002999 |
|
313 |
Legs |
10/20(25) |
CALL |
7.00 / 11.00 |
$25 / $375 / 0.07 |
56.91% / $13.21 / 3.52% / 51.48% |
65.32% / $7.25 |
$0.25 / $0.35 / $0.10 / 327 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
7.00 |
43.09% |
$0.35 / 327 |
$0.40 / 351 |
31 / 288 |
54.775514% |
0.519406 |
-0.011194 |
0.252974 |
0.007716 |
0.002374 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
11.00 |
0.13% |
0 / 0 |
$0.10 / 819 |
0 / 20 |
116.977095% |
0.027260 |
-0.001728 |
0.039890 |
0.001217 |
0.000137 |
|
256 |
Legs |
12/15(81) |
CALL |
8.00 / 13.00 |
$20 / $480 / 0.04 |
74.27% / $7.43 / 1.55% / 6.54% |
77.08% / $8.20 |
$0.20 / $0.35 / $0.15 / 1,034 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
8.00 |
25.73% |
$0.35 / 1,034 |
$0.45 / 871 |
0 / 1,927 |
57.662529% |
0.434609 |
-0.006528 |
0.145946 |
0.013048 |
0.005322 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
13.00 |
0.78% |
0 / 0 |
$0.15 / 2,157 |
0 / 747 |
92.483961% |
0.080530 |
-0.002428 |
0.055405 |
0.004953 |
0.001090 |
|
|
844 |
|
12/15(81) |
CALL |
60.00 / 90.00 |
$355 / $2,645 / 0.13 |
53.90% / $85.50 / 3.23% / 14.04% |
64.67% / $63.55 |
$3.55 / $4.30 / $0.75 / 48 |
99 / 75.07% / 53 |
5 |
Legs |
Vertical |
Bearish |
$59.58 (-0.58%) / 536K |
|
Earnings: 10/18 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
60.00 |
46.10% |
$4.30 / 48 |
$4.50 / 1 |
0 / 239 |
37.899447% |
0.557204 |
-0.042085 |
0.022315 |
0.113110 |
0.061199 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
90.00 |
1.96% |
0 / 0 |
$0.75 / 205 |
0 / 61 |
59.417517% |
0.109709 |
-0.019752 |
0.010653 |
0.053998 |
0.013324 |
|
791 |
Legs |
12/15(81) |
CALL |
60.00 / 85.00 |
$355 / $2,145 / 0.17 |
53.90% / $32.77 / 1.53% / 6.46% |
64.67% / $63.55 |
$3.55 / $4.30 / $0.75 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
60.00 |
46.10% |
$4.30 / 48 |
$4.50 / 1 |
0 / 239 |
37.899447% |
0.557204 |
-0.042085 |
0.022315 |
0.113110 |
0.061199 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
85.00 |
3.71% |
$0.05 / 109 |
$0.75 / 245 |
0 / 74 |
45.982931% |
0.150474 |
-0.024620 |
0.013259 |
0.067209 |
0.018098 |
|
571 |
Legs |
12/15(81) |
CALL |
60.00 / 80.00 |
$395 / $1,605 / 0.25 |
53.90% / $2.95 / 0.18% / 0.76% |
65.79% / $63.95 |
$3.95 / $4.30 / $0.35 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
60.00 |
46.10% |
$4.30 / 48 |
$4.50 / 1 |
0 / 239 |
37.899447% |
0.557204 |
-0.042085 |
0.022315 |
0.113110 |
0.061199 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
80.00 |
6.79% |
$0.20 / 73 |
$0.35 / 63 |
0 / 87 |
36.705902% |
0.203540 |
-0.029854 |
0.016050 |
0.081354 |
0.024199 |
|
373 |
Legs |
10/20(25) |
CALL |
60.00 / 90.00 |
$260 / $2,740 / 0.10 |
53.37% / $137.25 / 5.01% / 79.78% |
66.95% / $62.60 |
$2.60 / $2.70 / $0.10 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
60.00 |
46.63% |
$2.70 / 17 |
$2.80 / 64 |
4 / 210 |
42.101132% |
0.526554 |
-0.072103 |
0.038667 |
0.066868 |
0.021793 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
90.00 |
0.03% |
0 / 0 |
$0.10 / 73 |
0 / 52 |
69.834930% |
0.011087 |
-0.005207 |
0.002837 |
0.004906 |
0.000496 |
|
315 |
Legs |
10/20(25) |
CALL |
60.00 / 85.00 |
$260 / $2,240 / 0.12 |
53.37% / $132.18 / 5.90% / 98.98% |
66.95% / $62.60 |
$2.60 / $2.70 / $0.10 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
60.00 |
46.63% |
$2.70 / 17 |
$2.80 / 64 |
4 / 210 |
42.101132% |
0.526554 |
-0.072103 |
0.038667 |
0.066868 |
0.021793 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
85.00 |
0.14% |
0 / 0 |
$0.10 / 52 |
0 / 43 |
61.709476% |
0.025269 |
-0.010540 |
0.005737 |
0.009921 |
0.001125 |
|
285 |
Legs |
11/17(53) |
CALL |
60.00 / 80.00 |
$300 / $1,700 / 0.18 |
53.58% / $36.60 / 2.15% / 13.97% |
64.76% / $63.00 |
$3.00 / $3.50 / $0.50 / 77 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
60.00 |
46.42% |
$3.50 / 77 |
$3.70 / 100 |
2 / 11 |
38.398497% |
0.544622 |
-0.051484 |
0.027417 |
0.093191 |
0.041892 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
80.00 |
3.64% |
0 / 0 |
$0.50 / 169 |
0 / 10 |
51.597863% |
0.140598 |
-0.028653 |
0.015478 |
0.052609 |
0.011650 |
|
|
841 |
|
12/15(81) |
CALL |
30.00 / 50.00 |
$180 / $1,820 / 0.10 |
56.12% / $70.94 / 3.90% / 17.10% |
65.95% / $31.80 |
$1.80 / $2.15 / $0.35 / 11 |
30 / 27.31% / 18 |
1 |
Legs |
Vertical |
Bearish |
$29.47 (-1.47%) / 113K |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
43.88% |
$2.15 / 66 |
$2.70 / 56 |
0 / 935 |
44.600767% |
0.552169 |
-0.023527 |
0.041490 |
0.056112 |
0.029324 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
50.00 |
0.80% |
0 / 0 |
$0.35 / 11 |
0 / 4 |
70.188829% |
0.073980 |
-0.008058 |
0.014707 |
0.019890 |
0.004421 |
|
163 |
Legs |
10/20(25) |
CALL |
30.00 / 40.00 |
$95 / $905 / 0.11 |
57.38% / $38.03 / 4.20% / 63.88% |
66.38% / $30.95 |
$0.95 / $1.15 / $0.20 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
30.00 |
42.62% |
$1.15 / 40 |
$1.50 / 104 |
0 / 12 |
46.033953% |
0.504024 |
-0.039684 |
0.071697 |
0.033082 |
0.010192 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
40.00 |
0.88% |
0 / 0 |
$0.20 / 6 |
0 / 15 |
71.404981% |
0.065290 |
-0.012401 |
0.022873 |
0.010554 |
0.001409 |
|
|
840 |
|
12/15(81) |
CALL |
200.00 / 250.00 |
$555 / $4,445 / 0.13 |
51.54% / $213.06 / 4.79% / 21.32% |
62.94% / $205.55 |
$5.55 / $6.60 / $1.05 / 27 |
32 / 20.90% / 74 |
2 |
Legs |
Vertical |
Bearish |
$198.06 (+0.11%) / 131K |
|
Earnings: 11/14 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
48.46% |
$6.60 / 53 |
$8.80 / 5 |
0 / 3 |
19.334417% |
0.526792 |
-0.070192 |
0.014903 |
0.380222 |
0.218864 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
0.79% |
0 / 0 |
$1.05 / 27 |
0 / 10 |
31.082924% |
0.055366 |
-0.018413 |
0.004198 |
0.107100 |
0.024217 |
|
397 |
Legs |
11/17(53) |
CALL |
200.00 / 250.00 |
$430 / $4,570 / 0.09 |
52.48% / $211.36 / 4.62% / 32.00% |
63.28% / $204.30 |
$4.30 / $5.80 / $1.50 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
47.52% |
$5.80 / 51 |
$7.90 / 5 |
0 / 1 |
21.823064% |
0.513746 |
-0.084182 |
0.018251 |
0.312243 |
0.146067 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
0.15% |
0 / 0 |
$1.50 / 25 |
0 / 15 |
41.819940% |
0.022938 |
-0.010779 |
0.002493 |
0.042652 |
0.006832 |
|
264 |
Legs |
10/20(25) |
CALL |
200.00 / 230.00 |
$240 / $2,760 / 0.09 |
54.32% / $108.87 / 3.94% / 59.08% |
62.83% / $202.40 |
$2.40 / $3.00 / $0.60 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
200.00 |
45.68% |
$3.00 / 8 |
$6.00 / 64 |
0 / 1 |
21.354491% |
0.492332 |
-0.114884 |
0.025626 |
0.223053 |
0.073094 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
230.00 |
0.38% |
$0.05 / 6 |
$0.60 / 8 |
0 / 8 |
29.722427% |
0.035665 |
-0.021643 |
0.005046 |
0.043918 |
0.005457 |
|
|
839 |
|
11/17(53) |
PUT |
80.00 / 50.00 |
$185 / $2,815 / 0.07 |
41.72% / $21.87 / 0.78% / 4.87% |
48.95% / $78.15 |
$1.85 / $2.50 / $0.65 / 8 |
23 / 15.37% / 46 |
1 |
Legs |
Vertical |
Bullish |
$80.35 (+2.15%) / 30K |
|
Earnings: 10/30 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
80.00 |
58.28% |
$2.50 / 10 |
$6.80 / 1 |
0 / 136 |
24.411281% |
-0.514374 |
-0.073914 |
0.026663 |
0.120669 |
-0.075336 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
50.00 |
0.97% |
0 / 0 |
$0.65 / 8 |
0 / 503 |
77.083857% |
-0.005029 |
-0.002071 |
0.001015 |
0.004595 |
-0.000669 |
|
11 |
Legs |
10/20(25) |
CALL |
85.00 / 95.00 |
$45 / $955 / 0.05 |
81.50% / $9.03 / 0.95% / 11.96% |
83.06% / $85.45 |
$0.45 / $0.70 / $0.25 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
85.00 |
18.50% |
$0.70 / 20 |
$1.25 / 2 |
5 / 251 |
34.409891% |
0.292055 |
-0.043681 |
0.033393 |
0.076889 |
0.017259 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
95.00 |
1.53% |
$0.10 / 10 |
$0.25 / 10 |
0 / 19 |
39.166650% |
0.077734 |
-0.021166 |
0.014240 |
0.032789 |
0.004696 |
|
|
838 |
|
12/15(81) |
CALL |
22.50 / 35.00 |
$115 / $1,135 / 0.10 |
56.62% / $18.68 / 1.65% / 6.97% |
64.75% / $23.65 |
$1.15 / $1.45 / $0.30 / 12 |
37 / 36.35% / 92 |
1 |
Legs |
Vertical |
Bearish |
$21.95 (+1.01%) / 417K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
22.50 |
43.38% |
$1.45 / 12 |
$1.95 / 11 |
0 / 4 |
42.458102% |
0.552746 |
-0.018353 |
0.053519 |
0.041983 |
0.021747 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
2.04% |
0 / 0 |
$0.30 / 130 |
0 / 1 |
65.625762% |
0.118422 |
-0.008892 |
0.026821 |
0.021040 |
0.005194 |
|
297 |
Legs |
10/20(25) |
CALL |
22.50 / 30.00 |
$30 / $720 / 0.04 |
58.16% / $2.56 / 0.36% / 4.35% |
61.90% / $22.80 |
$0.30 / $0.60 / $0.30 / 95 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
22.50 |
41.84% |
$0.60 / 105 |
$0.80 / 13 |
0 / 6 |
35.394639% |
0.500791 |
-0.030870 |
0.092434 |
0.024739 |
0.007535 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
1.04% |
0 / 0 |
$0.30 / 95 |
0 / 10 |
85.512327% |
0.071537 |
-0.010340 |
0.031633 |
0.008466 |
0.001149 |
|
|
834 |
|
12/15(81) |
PUT |
35.00 / 30.00 |
$35 / $465 / 0.08 |
51.15% / $17.13 / 3.68% / 16.10% |
60.31% / $34.65 |
$0.35 / $0.70 / $0.35 / 101 |
13 / 19.08% / 46 |
4 |
Legs |
Vertical |
Bullish |
$35.03 (+0.32%) / 10.76M |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
35.00 |
48.85% |
$0.70 / 101 |
$0.80 / 64 |
27 / 5,663 |
11.744517% |
-0.473982 |
-0.006563 |
0.184538 |
0.066659 |
-0.040914 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
30.00 |
0.08% |
0 / 0 |
$0.35 / 375 |
0 / 34 |
30.521569% |
-0.004384 |
-0.000176 |
0.006059 |
0.002189 |
-0.000368 |
|
658 |
Legs |
12/15(81) |
PUT |
35.00 / 31.00 |
$50 / $350 / 0.14 |
51.15% / $21.70 / 6.20% / 28.18% |
64.07% / $34.50 |
$0.50 / $0.70 / $0.20 / 101 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
35.00 |
48.85% |
$0.70 / 101 |
$0.80 / 64 |
27 / 5,663 |
11.744517% |
-0.473982 |
-0.006563 |
0.184538 |
0.066659 |
-0.040914 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
31.00 |
0.52% |
$0.05 / 139 |
$0.20 / 511 |
0 / 124 |
19.058434% |
-0.018988 |
-0.000646 |
0.021812 |
0.007879 |
-0.001598 |
|
601 |
Legs |
12/15(81) |
PUT |
35.00 / 32.00 |
$45 / $255 / 0.18 |
51.15% / $9.64 / 3.78% / 16.56% |
62.83% / $34.55 |
$0.45 / $0.70 / $0.25 / 101 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
35.00 |
48.85% |
$0.70 / 101 |
$0.80 / 64 |
27 / 5,663 |
11.744517% |
-0.473982 |
-0.006563 |
0.184538 |
0.066659 |
-0.040914 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
32.00 |
2.55% |
$0.10 / 120 |
$0.25 / 503 |
0 / 506 |
16.836221% |
-0.060916 |
-0.001719 |
0.056674 |
0.020472 |
-0.005147 |
|
104 |
Legs |
12/15(81) |
PUT |
34.00 / 31.00 |
$15 / $285 / 0.05 |
75.41% / $8.31 / 2.92% / 12.61% |
78.36% / $33.85 |
$0.15 / $0.35 / $0.20 / 99 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
34.00 |
24.59% |
$0.35 / 99 |
$0.45 / 297 |
385 / 1,578 |
12.511710% |
-0.293817 |
-0.005307 |
0.160890 |
0.058117 |
-0.025133 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
31.00 |
0.52% |
$0.05 / 139 |
$0.20 / 511 |
0 / 124 |
19.058434% |
-0.018988 |
-0.000646 |
0.021812 |
0.007879 |
-0.001598 |
|
95 |
Legs |
12/15(81) |
CALL |
36.00 / 40.00 |
$20 / $380 / 0.05 |
75.24% / $14.50 / 3.82% / 16.72% |
79.22% / $36.20 |
$0.20 / $0.30 / $0.10 / 164 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
36.00 |
24.76% |
$0.30 / 164 |
$0.40 / 346 |
3 / 6,680 |
10.642475% |
0.327587 |
-0.003148 |
0.168489 |
0.060862 |
0.025930 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
0.07% |
0 / 0 |
$0.10 / 210 |
0 / 4 |
18.396583% |
0.014091 |
-0.000391 |
0.016899 |
0.006104 |
0.001136 |
|
|
833 |
|
12/15(81) |
CALL |
4.00 / 10.00 |
$43 / $557 / 0.08 |
60.63% / $23.83 / 4.28% / 18.88% |
71.27% / $4.43 |
$0.43 / $0.46 / $0.03 / 1,304 |
32 / 52.70% / 79 |
5 |
Legs |
Vertical |
Bearish |
$3.80 (-3.31%) / 26.25M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
39.37% |
$0.46 / 1,304 |
$0.48 / 81 |
404 / 2,991 |
70.682109% |
0.572263 |
-0.004585 |
0.204793 |
0.007247 |
0.003463 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
0.19% |
0 / 0 |
$0.03 / 3,374 |
0 / 2,124 |
101.567241% |
0.049438 |
-0.001169 |
0.053380 |
0.001889 |
0.000364 |
|
788 |
Legs |
12/15(81) |
CALL |
4.00 / 9.00 |
$43 / $457 / 0.09 |
60.63% / $21.48 / 4.70% / 20.88% |
71.27% / $4.43 |
$0.43 / $0.46 / $0.03 / 1,304 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
39.37% |
$0.46 / 1,304 |
$0.48 / 81 |
404 / 2,991 |
70.682109% |
0.572263 |
-0.004585 |
0.204793 |
0.007247 |
0.003463 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
9.00 |
0.49% |
0 / 0 |
$0.03 / 3,479 |
15 / 2,770 |
92.824438% |
0.074993 |
-0.001621 |
0.073923 |
0.002616 |
0.000544 |
|
703 |
Legs |
12/15(81) |
CALL |
4.00 / 8.00 |
$44 / $356 / 0.12 |
60.63% / $17.72 / 4.98% / 22.20% |
71.49% / $4.44 |
$0.44 / $0.46 / $0.02 / 1,304 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
39.37% |
$0.46 / 1,304 |
$0.48 / 81 |
404 / 2,991 |
70.682109% |
0.572263 |
-0.004585 |
0.204793 |
0.007247 |
0.003463 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
8.00 |
1.22% |
$0.01 / 4,531 |
$0.02 / 1,548 |
1 / 2,150 |
73.727303% |
0.114296 |
-0.002217 |
0.100926 |
0.003571 |
0.000815 |
|
558 |
Legs |
12/15(81) |
CALL |
4.00 / 7.00 |
$43 / $257 / 0.17 |
60.63% / $10.22 / 3.98% / 17.47% |
71.27% / $4.43 |
$0.43 / $0.46 / $0.03 / 1,304 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
39.37% |
$0.46 / 1,304 |
$0.48 / 81 |
404 / 2,991 |
70.682109% |
0.572263 |
-0.004585 |
0.204793 |
0.007247 |
0.003463 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
7.00 |
3.09% |
$0.02 / 1,621 |
$0.03 / 2,868 |
150 / 1,716 |
68.511421% |
0.174402 |
-0.002956 |
0.134322 |
0.004753 |
0.001217 |
|
403 |
Legs |
12/15(81) |
CALL |
4.00 / 6.00 |
$39 / $161 / 0.24 |
60.63% / $0.97 / 0.60% / 2.50% |
70.38% / $4.39 |
$0.39 / $0.46 / $0.07 / 957 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
39.37% |
$0.46 / 1,304 |
$0.48 / 81 |
404 / 2,991 |
70.682109% |
0.572263 |
-0.004585 |
0.204793 |
0.007247 |
0.003463 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
6.00 |
7.67% |
$0.06 / 925 |
$0.07 / 957 |
48 / 6,346 |
67.620265% |
0.264803 |
-0.003775 |
0.170970 |
0.006050 |
0.001793 |
|
241 |
Legs |
11/17(53) |
CALL |
4.00 / 7.00 |
$27 / $273 / 0.10 |
60.67% / $9.16 / 3.36% / 22.47% |
69.11% / $4.27 |
$0.27 / $0.34 / $0.07 / 5,382 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4.00 |
39.33% |
$0.34 / 5,724 |
$0.37 / 199 |
714 / 747 |
68.257688% |
0.545528 |
-0.005623 |
0.252686 |
0.005996 |
0.002383 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
7.00 |
1.30% |
0 / 0 |
$0.07 / 5,382 |
0 / 2 |
104.246802% |
0.105208 |
-0.002543 |
0.116137 |
0.002756 |
0.000524 |
|
|
832 |
|
12/15(81) |
PUT |
22.00 / 19.00 |
$50 / $250 / 0.20 |
47.12% / $0.29 / 0.12% / 0.48% |
59.31% / $21.50 |
$0.50 / $0.65 / $0.15 / 38 |
41 / 26.11% / 19 |
|
Legs |
Vertical |
Bullish |
$22.30 (+1.09%) / 120K |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
22.00 |
52.88% |
$0.65 / 153 |
$0.85 / 15 |
0 / 16 |
16.092586% |
-0.493769 |
-0.007242 |
0.170883 |
0.041601 |
-0.027789 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
19.00 |
4.64% |
$0.05 / 267 |
$0.15 / 38 |
1 / 1 |
22.347808% |
-0.076366 |
-0.002231 |
0.062781 |
0.015284 |
-0.004141 |
|
830 |
|
12/15(81) |
CALL |
32.50 / 47.50 |
$160 / $1,340 / 0.12 |
52.92% / $78.09 / 5.83% / 26.34% |
66.36% / $34.10 |
$1.60 / $1.75 / $0.15 / 63 |
39 / 26.38% / 69 |
5 |
Legs |
Vertical |
Bearish |
$32.27 (0.00%) / 205K |
|
Earnings: 11/17 / Ex-Div: 10/12 ($0.35) |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
32.50 |
47.08% |
$1.75 / 63 |
$1.90 / 10 |
2 / 46 |
29.468932% |
0.532592 |
-0.014597 |
0.061644 |
0.061590 |
0.034416 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
47.50 |
0.23% |
0 / 0 |
$0.15 / 88 |
0 / 1 |
45.781362% |
0.032884 |
-0.002750 |
0.011487 |
0.011477 |
0.002306 |
|
771 |
Legs |
12/15(81) |
CALL |
32.50 / 45.00 |
$160 / $1,090 / 0.15 |
52.92% / $67.63 / 6.20% / 28.21% |
66.36% / $34.10 |
$1.60 / $1.75 / $0.15 / 63 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
32.50 |
47.08% |
$1.75 / 63 |
$1.90 / 10 |
2 / 46 |
29.468932% |
0.532592 |
-0.014597 |
0.061644 |
0.061590 |
0.034416 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
0.74% |
$0.05 / 1 |
$0.15 / 88 |
0 / 24 |
37.628399% |
0.058738 |
-0.004385 |
0.018325 |
0.018310 |
0.004091 |
|
650 |
Legs |
12/15(81) |
CALL |
32.50 / 42.50 |
$160 / $840 / 0.19 |
52.92% / $46.83 / 5.57% / 25.10% |
66.36% / $34.10 |
$1.60 / $1.75 / $0.15 / 63 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
32.50 |
47.08% |
$1.75 / 63 |
$1.90 / 10 |
2 / 46 |
29.468932% |
0.532592 |
-0.014597 |
0.061644 |
0.061590 |
0.034416 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
42.50 |
2.16% |
$0.05 / 1 |
$0.15 / 74 |
3 / 27 |
32.322650% |
0.101091 |
-0.006614 |
0.027655 |
0.027631 |
0.006981 |
|
510 |
Legs |
12/15(81) |
CALL |
32.50 / 40.00 |
$155 / $595 / 0.26 |
52.92% / $14.71 / 2.47% / 10.61% |
65.97% / $34.05 |
$1.55 / $1.75 / $0.20 / 63 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
32.50 |
47.08% |
$1.75 / 63 |
$1.90 / 10 |
2 / 46 |
29.468932% |
0.532592 |
-0.014597 |
0.061644 |
0.061590 |
0.034416 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
5.69% |
$0.10 / 66 |
$0.20 / 138 |
3 / 136 |
28.908500% |
0.166552 |
-0.009322 |
0.039011 |
0.038977 |
0.011379 |
|
364 |
Legs |
10/20(25) |
CALL |
32.50 / 40.00 |
$70 / $680 / 0.10 |
52.15% / $30.83 / 4.53% / 70.26% |
62.58% / $33.20 |
$0.70 / $0.85 / $0.15 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
32.50 |
47.85% |
$0.85 / 58 |
$0.95 / 62 |
0 / 96 |
25.286358% |
0.517230 |
-0.025481 |
0.106583 |
0.036332 |
0.012175 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
40.00 |
0.40% |
$0.05 / 1 |
$0.15 / 77 |
0 / 37 |
45.516245% |
0.038993 |
-0.005423 |
0.022637 |
0.007717 |
0.000961 |
|
254 |
Legs |
10/20(25) |
CALL |
32.50 / 37.50 |
$70 / $430 / 0.16 |
52.15% / $8.30 / 1.93% / 25.78% |
62.58% / $33.20 |
$0.70 / $0.85 / $0.15 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
32.50 |
47.85% |
$0.85 / 58 |
$0.95 / 62 |
0 / 96 |
25.286358% |
0.517230 |
-0.025481 |
0.106583 |
0.036332 |
0.012175 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
37.50 |
3.26% |
$0.05 / 1 |
$0.15 / 77 |
3 / 125 |
34.298924% |
0.114913 |
-0.012460 |
0.052012 |
0.017730 |
0.002805 |
|
|
826 |
|
12/15(81) |
CALL |
17.50 / 35.00 |
$85 / $1,665 / 0.05 |
60.37% / $39.53 / 2.37% / 10.17% |
66.63% / $18.35 |
$0.85 / $1.35 / $0.50 / 30 |
6 / 7.92% / 57 |
5 |
Legs |
Vertical |
Bearish |
$16.86 (+6.17%) / 1.13M |
|
Earnings: 11/13 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
17.50 |
39.63% |
$1.35 / 30 |
$1.50 / 16 |
0 / 27 |
51.904182% |
0.546173 |
-0.016520 |
0.058126 |
0.031978 |
0.015586 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
0.35% |
0 / 0 |
$0.50 / 93 |
0 / 3 |
110.636126% |
0.056075 |
-0.004605 |
0.016591 |
0.009127 |
0.001860 |
|
730 |
Legs |
12/15(81) |
CALL |
17.50 / 30.00 |
$100 / $1,150 / 0.09 |
60.37% / $24.61 / 2.14% / 9.13% |
67.66% / $18.50 |
$1.00 / $1.35 / $0.35 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
17.50 |
39.63% |
$1.35 / 30 |
$1.50 / 16 |
0 / 27 |
51.904182% |
0.546173 |
-0.016520 |
0.058126 |
0.031978 |
0.015586 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
1.55% |
0 / 0 |
$0.35 / 51 |
0 / 5 |
86.056656% |
0.113261 |
-0.007849 |
0.028200 |
0.015514 |
0.003675 |
|
283 |
Legs |
11/17(53) |
CALL |
17.50 / 30.00 |
$60 / $1,190 / 0.05 |
60.93% / $25.09 / 2.11% / 13.67% |
66.36% / $18.10 |
$0.60 / $1.10 / $0.50 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
17.50 |
39.07% |
$1.10 / 20 |
$1.20 / 16 |
0 / 113 |
53.852132% |
0.520730 |
-0.020157 |
0.071409 |
0.026344 |
0.010581 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
0.48% |
0 / 0 |
$0.50 / 71 |
0 / 3 |
115.934190% |
0.058546 |
-0.005802 |
0.020962 |
0.007733 |
0.001338 |
|
101 |
Legs |
11/17(53) |
CALL |
17.50 / 25.00 |
$90 / $660 / 0.14 |
60.93% / $9.60 / 1.45% / 9.27% |
68.89% / $18.40 |
$0.90 / $1.10 / $0.20 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
17.50 |
39.07% |
$1.10 / 20 |
$1.20 / 16 |
0 / 113 |
53.852132% |
0.520730 |
-0.020157 |
0.071409 |
0.026344 |
0.010581 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
25.00 |
3.52% |
$0.10 / 54 |
$0.20 / 42 |
0 / 10 |
65.869983% |
0.154029 |
-0.011828 |
0.042563 |
0.015702 |
0.003422 |
|
98 |
Legs |
10/20(25) |
CALL |
17.50 / 25.00 |
$35 / $715 / 0.05 |
62.87% / $12.73 / 1.78% / 23.59% |
67.30% / $17.85 |
$0.35 / $0.65 / $0.30 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
17.50 |
37.13% |
$0.65 / 34 |
$0.70 / 1 |
490 / 845 |
51.257836% |
0.478758 |
-0.027998 |
0.100164 |
0.018800 |
0.005346 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
25.00 |
0.64% |
0 / 0 |
$0.30 / 10 |
0 / 1 |
110.284182% |
0.059886 |
-0.008249 |
0.029917 |
0.005615 |
0.000722 |
|
49 |
Legs |
10/20(25) |
CALL |
17.50 / 22.50 |
$45 / $455 / 0.10 |
62.87% / $0.11 / 0.02% / 0.28% |
68.51% / $17.95 |
$0.45 / $0.65 / $0.20 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
17.50 |
37.13% |
$0.65 / 34 |
$0.70 / 1 |
490 / 845 |
51.257836% |
0.478758 |
-0.027998 |
0.100164 |
0.018800 |
0.005346 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
22.50 |
3.22% |
$0.05 / 67 |
$0.20 / 8 |
3 / 16 |
71.110639% |
0.133098 |
-0.014946 |
0.054077 |
0.010150 |
0.001580 |
|
|
824 |
|
12/15(81) |
CALL |
25.00 / 50.00 |
$125 / $2,375 / 0.05 |
60.40% / $57.83 / 2.43% / 10.44% |
66.78% / $26.25 |
$1.25 / $1.90 / $0.65 / 5 |
4 / 12.17% / 64 |
|
Legs |
Vertical |
Bearish |
$23.72 (-1.74%) / 309K |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
39.60% |
$1.90 / 95 |
$3.20 / 61 |
0 / 145 |
62.869173% |
0.547575 |
-0.023970 |
0.040518 |
0.045665 |
0.022238 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
50.00 |
0.37% |
0 / 0 |
$0.65 / 5 |
0 / 9 |
107.935094% |
0.057703 |
-0.006790 |
0.011818 |
0.013319 |
0.002725 |
|
823 |
|
12/15(81) |
CALL |
55.00 / 85.00 |
$295 / $2,705 / 0.11 |
54.87% / $134.96 / 4.99% / 22.26% |
66.23% / $57.95 |
$2.95 / $3.70 / $0.75 / 6 |
16 / 15.87% / 34 |
5 |
Legs |
Vertical |
Bearish |
$53.77 (+2.17%) / 612K |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
45.13% |
$3.70 / 6 |
$4.00 / 6 |
0 / 264 |
38.383161% |
0.540055 |
-0.034760 |
0.029169 |
0.103579 |
0.055756 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
85.00 |
0.48% |
0 / 0 |
$0.75 / 16 |
0 / 1 |
64.816208% |
0.051626 |
-0.008783 |
0.007775 |
0.027608 |
0.005874 |
|
773 |
Legs |
12/15(81) |
CALL |
55.00 / 80.00 |
$295 / $2,205 / 0.13 |
54.87% / $105.70 / 4.79% / 21.33% |
66.23% / $57.95 |
$2.95 / $3.70 / $0.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
45.13% |
$3.70 / 6 |
$4.00 / 6 |
0 / 264 |
38.383161% |
0.540055 |
-0.034760 |
0.029169 |
0.103579 |
0.055756 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
80.00 |
1.23% |
0 / 0 |
$0.75 / 16 |
0 / 10 |
58.413566% |
0.082510 |
-0.012680 |
0.011183 |
0.039710 |
0.009309 |
|
675 |
Legs |
12/15(81) |
CALL |
55.00 / 75.00 |
$295 / $1,705 / 0.17 |
54.87% / $58.47 / 3.43% / 14.93% |
66.23% / $57.95 |
$2.95 / $3.70 / $0.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
45.13% |
$3.70 / 6 |
$4.00 / 6 |
0 / 264 |
38.383161% |
0.540055 |
-0.034760 |
0.029169 |
0.103579 |
0.055756 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
2.99% |
0 / 0 |
$0.75 / 17 |
0 / 12 |
51.343499% |
0.128834 |
-0.017599 |
0.015449 |
0.054859 |
0.014386 |
|
450 |
Legs |
12/15(81) |
CALL |
55.00 / 70.00 |
$320 / $1,180 / 0.27 |
54.87% / $19.99 / 1.69% / 7.18% |
67.12% / $58.20 |
$3.20 / $3.70 / $0.50 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
45.13% |
$3.70 / 6 |
$4.00 / 6 |
0 / 264 |
38.383161% |
0.540055 |
-0.034760 |
0.029169 |
0.103579 |
0.055756 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
70.00 |
6.80% |
$0.30 / 5 |
$0.50 / 11 |
1 / 40 |
36.652269% |
0.195514 |
-0.023260 |
0.020293 |
0.072062 |
0.021553 |
|
318 |
Legs |
11/17(53) |
CALL |
55.00 / 80.00 |
$225 / $2,275 / 0.10 |
55.53% / $110.30 / 4.85% / 33.74% |
66.17% / $57.25 |
$2.25 / $3.00 / $0.75 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
55.00 |
44.47% |
$3.00 / 18 |
$3.30 / 44 |
0 / 50 |
39.814440% |
0.522029 |
-0.041936 |
0.035746 |
0.085121 |
0.037529 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
80.00 |
0.31% |
0 / 0 |
$0.75 / 26 |
0 / 15 |
71.864912% |
0.038950 |
-0.008486 |
0.007568 |
0.018020 |
0.003036 |
|
214 |
Legs |
11/17(53) |
CALL |
55.00 / 75.00 |
$255 / $1,745 / 0.15 |
55.53% / $101.49 / 5.82% / 41.50% |
67.49% / $57.55 |
$2.55 / $3.00 / $0.45 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
55.00 |
44.47% |
$3.00 / 18 |
$3.30 / 44 |
0 / 50 |
39.814440% |
0.522029 |
-0.041936 |
0.035746 |
0.085121 |
0.037529 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
75.00 |
1.10% |
0 / 0 |
$0.45 / 19 |
0 / 26 |
55.608796% |
0.073554 |
-0.014087 |
0.012516 |
0.029803 |
0.005683 |
|
|
822 |
|
12/15(81) |
CALL |
4.00 / 7.00 |
$16 / $284 / 0.06 |
57.44% / $8.89 / 3.13% / 13.57% |
65.71% / $4.16 |
$0.16 / $0.18 / $0.02 / 35 |
93 / 42.16% / 93 |
5 |
Legs |
Vertical |
Bearish |
$3.89 (+0.52%) / 10.66M |
|
Earnings: 10/19 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
42.56% |
$0.18 / 1,971 |
$0.19 / 21 |
1 / 6,647 |
28.507586% |
0.521805 |
-0.002456 |
0.393256 |
0.007472 |
0.003886 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
7.00 |
0.05% |
$0.01 / 71 |
$0.02 / 35 |
10 / 40,869 |
61.361291% |
0.017480 |
-0.000260 |
0.042795 |
0.000813 |
0.000145 |
|
722 |
Legs |
12/15(81) |
CALL |
4.00 / 5.50 |
$14 / $136 / 0.10 |
57.44% / $1.14 / 0.84% / 3.49% |
64.72% / $4.14 |
$0.14 / $0.18 / $0.04 / 1,385 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4.00 |
42.56% |
$0.18 / 1,971 |
$0.19 / 21 |
1 / 6,647 |
28.507586% |
0.521805 |
-0.002456 |
0.393256 |
0.007472 |
0.003886 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
5.50 |
2.57% |
$0.01 / 2,362 |
$0.04 / 1,385 |
0 / 8,068 |
44.412248% |
0.119873 |
-0.001212 |
0.198002 |
0.003762 |
0.000965 |
|
288 |
Legs |
11/17(53) |
CALL |
4.00 / 6.00 |
$11 / $189 / 0.06 |
58.21% / $5.78 / 3.06% / 20.33% |
65.20% / $4.11 |
$0.11 / $0.14 / $0.03 / 251 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4.00 |
41.79% |
$0.14 / 3,479 |
$0.16 / 2,536 |
40 / 1,247 |
29.768939% |
0.503317 |
-0.002990 |
0.481754 |
0.006138 |
0.002611 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
6.00 |
0.16% |
0 / 0 |
$0.03 / 251 |
0 / 32 |
67.333433% |
0.028262 |
-0.000476 |
0.078385 |
0.000999 |
0.000159 |
|
244 |
Legs |
11/17(53) |
CALL |
4.00 / 5.50 |
$11 / $139 / 0.08 |
58.21% / $3.82 / 2.75% / 18.13% |
65.20% / $4.11 |
$0.11 / $0.14 / $0.03 / 1,376 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4.00 |
41.79% |
$0.14 / 3,479 |
$0.16 / 2,536 |
40 / 1,247 |
29.768939% |
0.503317 |
-0.002990 |
0.481754 |
0.006138 |
0.002611 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.50 |
0.91% |
$0.01 / 2,359 |
$0.03 / 1,376 |
0 / 62 |
52.045421% |
0.067368 |
-0.000960 |
0.157781 |
0.002010 |
0.000376 |
|
89 |
Legs |
10/20(25) |
CALL |
4.00 / 5.50 |
$10 / $140 / 0.07 |
60.28% / $5.89 / 4.20% / 63.91% |
69.00% / $4.10 |
$0.10 / $0.11 / $0.01 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
4.00 |
39.72% |
$0.11 / 2,368 |
$0.12 / 6 |
140 / 14,253 |
34.612314% |
0.471501 |
-0.004147 |
0.674770 |
0.004374 |
0.001307 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
5.50 |
0.05% |
0 / 0 |
$0.01 / 10 |
0 / 2,315 |
64.459035% |
0.014558 |
-0.000379 |
0.062657 |
0.000406 |
0.000043 |
|
83 |
Legs |
10/27(32) |
CALL |
4.00 / 5.50 |
$8 / $142 / 0.06 |
59.50% / $4.31 / 3.04% / 33.62% |
65.89% / $4.08 |
$0.08 / $0.11 / $0.03 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
4.00 |
40.50% |
$0.11 / 3 |
$0.12 / 11 |
1 / 442 |
30.858078% |
0.481895 |
-0.003737 |
0.606319 |
0.004879 |
0.001635 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
5.50 |
0.15% |
0 / 0 |
$0.03 / 104 |
0 / 1 |
71.737856% |
0.026239 |
-0.000561 |
0.092726 |
0.000746 |
0.000095 |
|
|
820 |
|
12/15(81) |
CALL |
60.00 / 90.00 |
$155 / $2,845 / 0.05 |
55.95% / $86.02 / 3.02% / 13.09% |
64.48% / $61.55 |
$1.55 / $1.90 / $0.35 / 1 |
72 / 46.30% / 13 |
3 |
Legs |
Vertical |
Bearish |
$58.87 (-0.88%) / 2.93M |
|
Earnings: 10/16 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
60.00 |
44.05% |
$1.90 / 20 |
$2.45 / 70 |
1 / 80 |
21.483164% |
0.505266 |
-0.025113 |
0.041145 |
0.113044 |
0.060980 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
90.00 |
0.01% |
0 / 0 |
$0.35 / 1 |
0 / 29 |
51.437621% |
0.007102 |
-0.001161 |
0.002040 |
0.005604 |
0.000924 |
|
691 |
Legs |
12/15(81) |
CALL |
60.00 / 75.00 |
$150 / $1,350 / 0.11 |
55.95% / $33.76 / 2.50% / 10.73% |
64.22% / $61.50 |
$1.50 / $1.90 / $0.40 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
60.00 |
44.05% |
$1.90 / 20 |
$2.45 / 70 |
1 / 80 |
21.483164% |
0.505266 |
-0.025113 |
0.041145 |
0.113044 |
0.060980 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
1.84% |
$0.05 / 27 |
$0.40 / 1 |
0 / 55 |
30.177888% |
0.089628 |
-0.009676 |
0.016727 |
0.045957 |
0.011409 |
|
94 |
Legs |
10/20(25) |
CALL |
60.00 / 70.00 |
$40 / $960 / 0.04 |
60.92% / $14.92 / 1.55% / 20.33% |
64.68% / $60.40 |
$0.40 / $0.95 / $0.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
60.00 |
39.08% |
$0.95 / 1 |
$1.10 / 30 |
8 / 28 |
21.727008% |
0.450994 |
-0.040915 |
0.070032 |
0.065645 |
0.019646 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
70.00 |
0.49% |
$0.05 / 5 |
$0.55 / 22 |
0 / 876 |
43.650333% |
0.041942 |
-0.008952 |
0.015848 |
0.014855 |
0.001887 |
|
64 |
Legs |
10/20(25) |
CALL |
60.00 / 75.00 |
$90 / $1,410 / 0.06 |
60.92% / $54.39 / 3.86% / 57.50% |
69.15% / $60.90 |
$0.90 / $0.95 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
60.00 |
39.08% |
$0.95 / 1 |
$1.10 / 30 |
8 / 28 |
21.727008% |
0.450994 |
-0.040915 |
0.070032 |
0.065645 |
0.019646 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
75.00 |
0.01% |
0 / 0 |
$0.05 / 3 |
0 / 976 |
40.536848% |
0.007197 |
-0.001985 |
0.003534 |
0.003313 |
0.000326 |
|
|
818 |
|
12/15(81) |
CALL |
30.00 / 45.00 |
$190 / $1,310 / 0.15 |
53.84% / $62.12 / 4.74% / 21.08% |
65.96% / $31.90 |
$1.90 / $2.25 / $0.35 / 137 |
27 / 26.67% / 0 |
5 |
Legs |
Vertical |
Bearish |
$29.63 (+3.67%) / 131K |
|
Earnings: 11/02 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
46.16% |
$2.25 / 137 |
$2.65 / 74 |
1 / 68 |
42.891532% |
0.555190 |
-0.020852 |
0.047816 |
0.056592 |
0.030725 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
1.48% |
0 / 0 |
$0.35 / 165 |
0 / 37 |
58.679462% |
0.093825 |
-0.008447 |
0.020267 |
0.023987 |
0.005729 |
|
574 |
Legs |
12/15(81) |
CALL |
30.00 / 40.00 |
$195 / $805 / 0.24 |
53.84% / $13.24 / 1.64% / 6.97% |
66.26% / $31.95 |
$1.95 / $2.25 / $0.30 / 82 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
46.16% |
$2.25 / 137 |
$2.65 / 74 |
1 / 68 |
42.891532% |
0.555190 |
-0.020852 |
0.047816 |
0.056592 |
0.030725 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
5.80% |
$0.20 / 61 |
$0.30 / 82 |
1 / 65 |
42.246248% |
0.185524 |
-0.013592 |
0.032360 |
0.038299 |
0.011098 |
|
277 |
Legs |
10/20(25) |
CALL |
30.00 / 40.00 |
$95 / $905 / 0.11 |
54.73% / $44.61 / 4.93% / 78.13% |
65.33% / $30.95 |
$0.95 / $1.00 / $0.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
30.00 |
45.27% |
$1.00 / 10 |
$1.15 / 40 |
6 / 142 |
35.448961% |
0.515004 |
-0.034855 |
0.082596 |
0.033352 |
0.010693 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
40.00 |
0.39% |
0 / 0 |
$0.05 / 2 |
0 / 1 |
53.673018% |
0.041689 |
-0.007561 |
0.018463 |
0.007455 |
0.000922 |
|
178 |
Legs |
12/15(81) |
CALL |
35.00 / 45.00 |
$45 / $955 / 0.05 |
81.25% / $9.81 / 1.03% / 4.31% |
82.96% / $35.45 |
$0.45 / $0.80 / $0.35 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
35.00 |
18.75% |
$0.80 / 48 |
$0.95 / 101 |
201 / 329 |
42.832175% |
0.339110 |
-0.018847 |
0.044297 |
0.052427 |
0.019683 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
1.48% |
0 / 0 |
$0.35 / 165 |
0 / 37 |
58.679462% |
0.093825 |
-0.008447 |
0.020267 |
0.023987 |
0.005729 |
|
126 |
Legs |
11/17(53) |
CALL |
30.00 / 40.00 |
$185 / $815 / 0.23 |
54.03% / $51.72 / 6.35% / 45.91% |
68.31% / $31.85 |
$1.85 / $2.05 / $0.20 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
30.00 |
45.97% |
$2.05 / 35 |
$2.25 / 129 |
13 / 27 |
47.122331% |
0.539096 |
-0.025233 |
0.058673 |
0.046566 |
0.020856 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
40.00 |
2.84% |
$0.10 / 41 |
$0.20 / 118 |
1 / 1 |
46.424382% |
0.122281 |
-0.012439 |
0.029956 |
0.023775 |
0.005087 |
|
100 |
Legs |
12/15(81) |
PUT |
25.00 / 20.00 |
$55 / $445 / 0.12 |
81.71% / $5.84 / 1.31% / 5.53% |
83.79% / $24.45 |
$0.55 / $0.80 / $0.25 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
25.00 |
18.29% |
$0.80 / 60 |
$0.90 / 35 |
0 / 115 |
50.217235% |
-0.213700 |
-0.013217 |
0.035236 |
0.041702 |
-0.017465 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
20.00 |
5.47% |
$0.15 / 32 |
$0.25 / 49 |
0 / 12 |
56.694799% |
-0.055341 |
-0.005202 |
0.013528 |
0.016011 |
-0.004330 |
|
|
816 |
|
12/15(81) |
CALL |
32.50 / 47.50 |
$140 / $1,360 / 0.10 |
53.33% / $74.02 / 5.44% / 24.46% |
67.87% / $33.90 |
$1.40 / $1.55 / $0.15 / 43 |
36 / 24.67% / 58 |
5 |
Legs |
Vertical |
Bearish |
$32.25 (-1.32%) / 1.2M |
|
Earnings: 11/14 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
32.50 |
46.67% |
$1.55 / 43 |
$1.65 / 5 |
7 / 46 |
26.208587% |
0.519539 |
-0.012254 |
0.077319 |
0.061603 |
0.034476 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
47.50 |
0.02% |
0 / 0 |
$0.15 / 212 |
0 / 52 |
45.926007% |
0.009609 |
-0.000783 |
0.005030 |
0.004008 |
0.000686 |
|
760 |
Legs |
12/15(81) |
CALL |
32.50 / 45.00 |
$140 / $1,110 / 0.13 |
53.33% / $71.68 / 6.46% / 29.48% |
67.87% / $33.90 |
$1.40 / $1.55 / $0.15 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
32.50 |
46.67% |
$1.55 / 43 |
$1.65 / 5 |
7 / 46 |
26.208587% |
0.519539 |
-0.012254 |
0.077319 |
0.061603 |
0.034476 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
0.13% |
0 / 0 |
$0.15 / 222 |
0 / 828 |
40.812310% |
0.022746 |
-0.001643 |
0.010547 |
0.008403 |
0.001615 |
|
649 |
Legs |
12/15(81) |
CALL |
32.50 / 42.50 |
$140 / $860 / 0.16 |
53.33% / $63.38 / 7.37% / 34.12% |
67.87% / $33.90 |
$1.40 / $1.55 / $0.15 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
32.50 |
46.67% |
$1.55 / 43 |
$1.65 / 5 |
7 / 46 |
26.208587% |
0.519539 |
-0.012254 |
0.077319 |
0.061603 |
0.034476 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
42.50 |
0.62% |
0 / 0 |
$0.15 / 154 |
0 / 44 |
35.231338% |
0.050556 |
-0.003171 |
0.020322 |
0.016191 |
0.003564 |
|
527 |
Legs |
12/15(81) |
CALL |
32.50 / 40.00 |
$135 / $615 / 0.22 |
53.33% / $39.52 / 6.43% / 29.32% |
67.39% / $33.85 |
$1.35 / $1.55 / $0.20 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
32.50 |
46.67% |
$1.55 / 43 |
$1.65 / 5 |
7 / 46 |
26.208587% |
0.519539 |
-0.012254 |
0.077319 |
0.061603 |
0.034476 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
2.52% |
0 / 0 |
$0.20 / 243 |
0 / 230 |
31.121704% |
0.104342 |
-0.005526 |
0.035333 |
0.028151 |
0.007290 |
|
337 |
Legs |
12/15(81) |
CALL |
32.50 / 37.50 |
$130 / $370 / 0.35 |
53.33% / $8.66 / 2.34% / 10.03% |
66.91% / $33.80 |
$1.30 / $1.55 / $0.25 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
32.50 |
46.67% |
$1.55 / 43 |
$1.65 / 5 |
7 / 46 |
26.208587% |
0.519539 |
-0.012254 |
0.077319 |
0.061603 |
0.034476 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
37.50 |
8.47% |
$0.15 / 300 |
$0.25 / 84 |
0 / 176 |
23.878896% |
0.197521 |
-0.008499 |
0.054191 |
0.043176 |
0.013637 |
|
311 |
Legs |
11/17(53) |
CALL |
32.50 / 45.00 |
$120 / $1,130 / 0.11 |
53.65% / $64.10 / 5.67% / 40.32% |
68.84% / $33.70 |
$1.20 / $1.35 / $0.15 / 108 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
32.50 |
46.35% |
$1.35 / 108 |
$1.45 / 48 |
0 / 126 |
28.445596% |
0.510224 |
-0.014973 |
0.094767 |
0.050632 |
0.023239 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
45.00 |
0.01% |
0 / 0 |
$0.15 / 237 |
0 / 71 |
49.995408% |
0.006568 |
-0.000683 |
0.004397 |
0.002349 |
0.000318 |
|
|
815 |
|
12/15(81) |
CALL |
42.50 / 60.00 |
$270 / $1,480 / 0.18 |
51.33% / $90.72 / 6.13% / 27.84% |
66.03% / $45.20 |
$2.70 / $3.00 / $0.30 / 134 |
48 / 33.04% / 78 |
5 |
Legs |
Vertical |
Bearish |
$42.20 (+1.17%) / 799K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
42.50 |
48.67% |
$3.00 / 134 |
$3.20 / 99 |
0 / 470 |
35.720171% |
0.558735 |
-0.025198 |
0.040266 |
0.080675 |
0.045703 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
1.53% |
0 / 0 |
$0.30 / 153 |
0 / 7 |
45.452746% |
0.089646 |
-0.009762 |
0.016522 |
0.033102 |
0.007979 |
|
585 |
Legs |
12/15(81) |
CALL |
42.50 / 55.00 |
$270 / $980 / 0.28 |
51.33% / $34.94 / 3.57% / 15.56% |
66.03% / $45.20 |
$2.70 / $3.00 / $0.30 / 108 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
42.50 |
48.67% |
$3.00 / 134 |
$3.20 / 99 |
0 / 470 |
35.720171% |
0.558735 |
-0.025198 |
0.040266 |
0.080675 |
0.045703 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
5.21% |
$0.15 / 151 |
$0.30 / 108 |
0 / 835 |
34.070467% |
0.166822 |
-0.015196 |
0.025510 |
0.051111 |
0.014629 |
|
479 |
Legs |
12/15(81) |
CALL |
42.50 / 52.50 |
$255 / $745 / 0.34 |
51.33% / $1.29 / 0.17% / 0.72% |
65.28% / $45.05 |
$2.55 / $3.00 / $0.45 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
42.50 |
48.67% |
$3.00 / 134 |
$3.20 / 99 |
0 / 470 |
35.720171% |
0.558735 |
-0.025198 |
0.040266 |
0.080675 |
0.045703 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
52.50 |
9.05% |
$0.35 / 121 |
$0.45 / 72 |
0 / 305 |
33.897000% |
0.221928 |
-0.018188 |
0.030364 |
0.060837 |
0.019280 |
|
464 |
Legs |
10/20(25) |
CALL |
42.50 / 52.50 |
$70 / $930 / 0.08 |
51.66% / $15.30 / 1.65% / 21.63% |
58.53% / $43.20 |
$0.70 / $1.45 / $0.75 / 194 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
42.50 |
48.34% |
$1.45 / 194 |
$1.55 / 9 |
1 / 98 |
30.936679% |
0.528220 |
-0.041782 |
0.069518 |
0.047521 |
0.015960 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
52.50 |
1.11% |
0 / 0 |
$0.75 / 220 |
0 / 329 |
72.262752% |
0.067709 |
-0.013254 |
0.022862 |
0.015628 |
0.002150 |
|
446 |
Legs |
10/20(25) |
CALL |
42.50 / 60.00 |
$125 / $1,625 / 0.08 |
51.66% / $64.23 / 3.95% / 59.23% |
63.68% / $43.75 |
$1.25 / $1.45 / $0.20 / 109 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
42.50 |
48.34% |
$1.45 / 194 |
$1.55 / 9 |
1 / 98 |
30.936679% |
0.528220 |
-0.041782 |
0.069518 |
0.047521 |
0.015960 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
60.00 |
0.01% |
0 / 0 |
$0.20 / 109 |
0 / 8 |
72.785135% |
0.006545 |
-0.001845 |
0.003208 |
0.002193 |
0.000211 |
|
391 |
Legs |
10/20(25) |
CALL |
42.50 / 55.00 |
$125 / $1,125 / 0.11 |
51.66% / $58.21 / 5.17% / 83.20% |
63.68% / $43.75 |
$1.25 / $1.45 / $0.20 / 109 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
42.50 |
48.34% |
$1.45 / 194 |
$1.55 / 9 |
1 / 98 |
30.936679% |
0.528220 |
-0.041782 |
0.069518 |
0.047521 |
0.015960 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
55.00 |
0.27% |
0 / 0 |
$0.20 / 109 |
0 / 6 |
58.237961% |
0.033078 |
-0.007446 |
0.012886 |
0.008809 |
0.001057 |
|
|
814 |
|
12/15(81) |
CALL |
115.00 / 140.00 |
$370 / $2,130 / 0.17 |
50.73% / $61.30 / 2.88% / 12.43% |
62.56% / $118.70 |
$3.70 / $4.20 / $0.50 / 11 |
13 / 17.40% / 29 |
3 |
Legs |
Vertical |
Bearish |
$113.74 (+0.56%) / 477K |
|
Earnings: 11/07 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
115.00 |
49.27% |
$4.20 / 15 |
$7.50 / 15 |
0 / 7 |
25.219862% |
0.538522 |
-0.046702 |
0.023244 |
0.218754 |
0.126899 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
140.00 |
2.90% |
$0.20 / 10 |
$0.50 / 11 |
0 / 2 |
24.777328% |
0.111641 |
-0.020579 |
0.011125 |
0.104695 |
0.027657 |
|
379 |
Legs |
11/17(53) |
CALL |
115.00 / 135.00 |
$240 / $1,760 / 0.14 |
51.72% / $25.59 / 1.45% / 9.27% |
61.19% / $117.40 |
$2.40 / $3.00 / $0.60 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
115.00 |
48.28% |
$3.00 / 261 |
$5.70 / 67 |
0 / 15 |
23.709165% |
0.523718 |
-0.055634 |
0.028468 |
0.179658 |
0.084676 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
135.00 |
2.78% |
0 / 0 |
$0.60 / 27 |
0 / 3 |
29.847436% |
0.105830 |
-0.023864 |
0.013073 |
0.082501 |
0.017814 |
|
175 |
Legs |
12/15(81) |
CALL |
120.00 / 140.00 |
$190 / $1,810 / 0.11 |
66.43% / $24.81 / 1.37% / 5.78% |
71.71% / $121.90 |
$1.90 / $2.40 / $0.50 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
120.00 |
33.57% |
$2.40 / 28 |
$4.20 / 26 |
0 / 226 |
23.087750% |
0.425555 |
-0.044840 |
0.022946 |
0.215942 |
0.101734 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
140.00 |
2.90% |
$0.20 / 10 |
$0.50 / 11 |
0 / 2 |
24.777328% |
0.111641 |
-0.020579 |
0.011125 |
0.104695 |
0.027657 |
|
4 |
Legs |
11/17(53) |
CALL |
120.00 / 135.00 |
$145 / $1,355 / 0.11 |
70.53% / $30.04 / 2.22% / 14.41% |
75.17% / $121.45 |
$1.45 / $2.05 / $0.60 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
120.00 |
29.47% |
$2.05 / 150 |
$5.00 / 126 |
0 / 193 |
30.461626% |
0.386740 |
-0.052035 |
0.027361 |
0.172673 |
0.063407 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
135.00 |
2.78% |
0 / 0 |
$0.60 / 27 |
0 / 3 |
29.847436% |
0.105830 |
-0.023864 |
0.013073 |
0.082501 |
0.017814 |
|
|
811 |
|
12/15(81) |
CALL |
70.00 / 95.00 |
$390 / $2,110 / 0.19 |
51.40% / $89.02 / 4.22% / 18.60% |
64.62% / $73.90 |
$3.90 / $4.80 / $0.90 / 31 |
46 / 32.38% / 8 |
5 |
Legs |
Vertical |
Bearish |
$69.35 (-0.82%) / 1.05M |
|
Earnings: 11/07 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
70.00 |
48.60% |
$4.80 / 31 |
$5.30 / 5 |
0 / 3 |
35.456683% |
0.556608 |
-0.040419 |
0.024823 |
0.132874 |
0.075264 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
95.00 |
2.56% |
0 / 0 |
$0.90 / 36 |
0 / 22 |
48.201154% |
0.115368 |
-0.018982 |
0.012240 |
0.065519 |
0.016858 |
|
792 |
Legs |
12/15(81) |
CALL |
70.00 / 90.00 |
$340 / $1,660 / 0.21 |
51.40% / $0.03 / 0.00% / 0.01% |
63.03% / $73.40 |
$3.40 / $4.80 / $1.40 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
70.00 |
48.60% |
$4.80 / 31 |
$5.30 / 5 |
0 / 3 |
35.456683% |
0.556608 |
-0.040419 |
0.024823 |
0.132874 |
0.075264 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
90.00 |
5.35% |
$0.25 / 1 |
$1.40 / 32 |
0 / 4 |
40.970988% |
0.168276 |
-0.024649 |
0.015816 |
0.084662 |
0.024353 |
|
417 |
Legs |
10/20(25) |
CALL |
70.00 / 90.00 |
$180 / $1,820 / 0.10 |
51.59% / $81.71 / 4.49% / 69.39% |
62.33% / $71.80 |
$1.80 / $2.80 / $1.00 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
70.00 |
48.41% |
$2.80 / 8 |
$3.00 / 31 |
3 / 11 |
36.344267% |
0.527936 |
-0.067337 |
0.042863 |
0.078279 |
0.026329 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
90.00 |
0.29% |
0 / 0 |
$1.00 / 46 |
0 / 16 |
75.684859% |
0.034384 |
-0.012440 |
0.008205 |
0.014984 |
0.001812 |
|
250 |
Legs |
10/20(25) |
CALL |
70.00 / 85.00 |
$225 / $1,275 / 0.18 |
51.59% / $72.47 / 5.68% / 94.14% |
64.86% / $72.25 |
$2.25 / $2.80 / $0.55 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
70.00 |
48.41% |
$2.80 / 8 |
$3.00 / 31 |
3 / 11 |
36.344267% |
0.527936 |
-0.067337 |
0.042863 |
0.078279 |
0.026329 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
85.00 |
1.63% |
$0.15 / 1 |
$0.55 / 30 |
1 / 6,760 |
47.655256% |
0.082258 |
-0.024897 |
0.016357 |
0.029872 |
0.004300 |
|
136 |
Legs |
12/15(81) |
CALL |
75.00 / 95.00 |
$200 / $1,800 / 0.11 |
68.00% / $46.46 / 2.58% / 11.09% |
73.66% / $77.00 |
$2.00 / $2.90 / $0.90 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
75.00 |
32.00% |
$2.90 / 13 |
$3.10 / 6 |
0 / 1 |
35.136429% |
0.436272 |
-0.039639 |
0.024765 |
0.132564 |
0.060386 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
95.00 |
2.56% |
0 / 0 |
$0.90 / 36 |
0 / 22 |
48.201154% |
0.115368 |
-0.018982 |
0.012240 |
0.065519 |
0.016858 |
|
85 |
Legs |
10/20(25) |
CALL |
70.00 / 80.00 |
$220 / $780 / 0.28 |
51.59% / $7.74 / 0.99% / 12.57% |
64.58% / $72.20 |
$2.20 / $2.80 / $0.60 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
70.00 |
48.41% |
$2.80 / 8 |
$3.00 / 31 |
3 / 11 |
36.344267% |
0.527936 |
-0.067337 |
0.042863 |
0.078279 |
0.026329 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
80.00 |
6.91% |
$0.30 / 61 |
$0.60 / 8 |
0 / 337 |
38.805596% |
0.175130 |
-0.042534 |
0.027784 |
0.050741 |
0.009059 |
|
|
810 |
|
12/15(81) |
CALL |
13.00 / 19.00 |
$95 / $505 / 0.19 |
51.84% / $28.73 / 5.69% / 25.66% |
66.33% / $13.95 |
$0.95 / $0.99 / $0.04 / 18 |
97 / 94.36% / 57 |
5 |
Legs |
Vertical |
Bearish |
$12.94 (-0.92%) / 24.67M |
|
Earnings: 10/19 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
13.00 |
48.16% |
$0.99 / 18 |
$1.01 / 349 |
651 / 666 |
37.516735% |
0.566094 |
-0.008789 |
0.113100 |
0.024636 |
0.013764 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
19.00 |
1.94% |
$0.03 / 55 |
$0.04 / 1,569 |
1 / 58 |
40.571714% |
0.105841 |
-0.003894 |
0.052572 |
0.011451 |
0.002829 |
|
726 |
Legs |
12/15(81) |
CALL |
13.00 / 18.00 |
$93 / $407 / 0.23 |
51.84% / $16.80 / 4.13% / 18.17% |
66.05% / $13.93 |
$0.93 / $0.99 / $0.06 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
13.00 |
48.16% |
$0.99 / 18 |
$1.01 / 349 |
651 / 666 |
37.516735% |
0.566094 |
-0.008789 |
0.113100 |
0.024636 |
0.013764 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
18.00 |
3.76% |
$0.05 / 1 |
$0.06 / 2,441 |
1 / 426 |
38.922354% |
0.147482 |
-0.004927 |
0.066268 |
0.014435 |
0.003906 |
|
702 |
Legs |
09/29(4) |
CALL |
13.00 / 15.50 |
$22 / $228 / 0.10 |
51.80% / $11.05 / 4.85% / 630.42% |
63.49% / $13.22 |
$0.22 / $0.23 / $0.01 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
13.00 |
48.20% |
$0.23 / 677 |
$0.24 / 415 |
1,349 / 862 |
31.295961% |
0.511911 |
-0.027375 |
0.373637 |
0.007660 |
0.001364 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
15.50 |
0.07% |
0 / 0 |
$0.01 / 36 |
95 / 1,121 |
59.103222% |
0.017493 |
-0.002909 |
0.040480 |
0.000830 |
0.000048 |
|
621 |
Legs |
09/29(4) |
CALL |
13.00 / 15.00 |
$21 / $179 / 0.12 |
51.80% / $9.14 / 5.11% / 710.02% |
62.98% / $13.21 |
$0.21 / $0.23 / $0.02 / 339 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
13.00 |
48.20% |
$0.23 / 677 |
$0.24 / 415 |
1,349 / 862 |
31.295961% |
0.511911 |
-0.027375 |
0.373637 |
0.007660 |
0.001364 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
15.00 |
0.46% |
$0.01 / 209 |
$0.02 / 339 |
74 / 874 |
53.424328% |
0.043645 |
-0.006237 |
0.086652 |
0.001776 |
0.000120 |
|
560 |
Legs |
12/15(81) |
CALL |
13.00 / 17.00 |
$91 / $309 / 0.29 |
51.84% / $4.55 / 1.47% / 6.22% |
65.77% / $13.91 |
$0.91 / $0.99 / $0.08 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
13.00 |
48.16% |
$0.99 / 18 |
$1.01 / 349 |
651 / 666 |
37.516735% |
0.566094 |
-0.008789 |
0.113100 |
0.024636 |
0.013764 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.00 |
7.02% |
$0.07 / 1,383 |
$0.08 / 2,794 |
5 / 3,447 |
35.708760% |
0.202109 |
-0.006049 |
0.080984 |
0.017640 |
0.005295 |
|
545 |
Legs |
09/29(4) |
CALL |
13.00 / 14.50 |
$21 / $129 / 0.16 |
51.80% / $4.79 / 3.71% / 362.62% |
62.98% / $13.21 |
$0.21 / $0.23 / $0.02 / 216 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
13.00 |
48.20% |
$0.23 / 677 |
$0.24 / 415 |
1,349 / 862 |
31.295961% |
0.511911 |
-0.027375 |
0.373637 |
0.007660 |
0.001364 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
14.50 |
2.29% |
$0.01 / 700 |
$0.02 / 216 |
129 / 2,227 |
43.041055% |
0.097192 |
-0.011616 |
0.161047 |
0.003302 |
0.000266 |
|
|
808 |
|
12/15(81) |
CALL |
30.00 / 60.00 |
$265 / $2,735 / 0.10 |
57.97% / $139.60 / 5.10% / 22.82% |
69.85% / $32.65 |
$2.65 / $3.00 / $0.35 / 37 |
23 / 12.31% / 92 |
5 |
Legs |
Vertical |
Bearish |
$29.00 (-2.46%) / 835K |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
42.03% |
$3.00 / 37 |
$3.20 / 47 |
2 / 44 |
59.666347% |
0.555970 |
-0.027167 |
0.035764 |
0.055547 |
0.028054 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
0.25% |
0 / 0 |
$0.35 / 129 |
0 / 188 |
88.681851% |
0.045706 |
-0.006379 |
0.008690 |
0.013497 |
0.002677 |
|
740 |
Legs |
12/15(81) |
CALL |
30.00 / 55.00 |
$275 / $2,225 / 0.12 |
57.97% / $129.25 / 5.81% / 26.25% |
70.25% / $32.75 |
$2.75 / $3.00 / $0.25 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
42.03% |
$3.00 / 37 |
$3.20 / 47 |
2 / 44 |
59.666347% |
0.555970 |
-0.027167 |
0.035764 |
0.055547 |
0.028054 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
0.65% |
0 / 0 |
$0.25 / 99 |
1 / 325 |
75.327949% |
0.072362 |
-0.009173 |
0.012470 |
0.019368 |
0.004191 |
|
604 |
Legs |
12/15(81) |
CALL |
30.00 / 50.00 |
$280 / $1,720 / 0.16 |
57.97% / $102.47 / 5.96% / 26.99% |
70.45% / $32.80 |
$2.80 / $3.00 / $0.20 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
42.03% |
$3.00 / 37 |
$3.20 / 47 |
2 / 44 |
59.666347% |
0.555970 |
-0.027167 |
0.035764 |
0.055547 |
0.028054 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
50.00 |
1.68% |
$0.10 / 182 |
$0.20 / 50 |
0 / 332 |
60.358737% |
0.113723 |
-0.012859 |
0.017435 |
0.027079 |
0.006494 |
|
508 |
Legs |
12/15(81) |
CALL |
30.00 / 45.00 |
$260 / $1,240 / 0.21 |
57.97% / $47.20 / 3.81% / 16.67% |
69.65% / $32.60 |
$2.60 / $3.00 / $0.40 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
42.03% |
$3.00 / 37 |
$3.20 / 47 |
2 / 44 |
59.666347% |
0.555970 |
-0.027167 |
0.035764 |
0.055547 |
0.028054 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
4.20% |
$0.30 / 94 |
$0.40 / 27 |
1 / 443 |
60.880090% |
0.176447 |
-0.017365 |
0.023461 |
0.036438 |
0.009895 |
|
291 |
Legs |
12/15(81) |
CALL |
40.00 / 50.00 |
$50 / $950 / 0.05 |
90.06% / $17.15 / 1.81% / 7.67% |
90.85% / $40.50 |
$0.50 / $0.70 / $0.20 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
9.94% |
$0.70 / 11 |
$0.80 / 74 |
4 / 166 |
60.578783% |
0.268209 |
-0.022197 |
0.029837 |
0.046341 |
0.014684 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
50.00 |
1.68% |
$0.10 / 182 |
$0.20 / 50 |
0 / 332 |
60.358737% |
0.113723 |
-0.012859 |
0.017435 |
0.027079 |
0.006494 |
|
193 |
Legs |
10/20(25) |
CALL |
30.00 / 50.00 |
$110 / $1,890 / 0.06 |
59.56% / $64.78 / 3.43% / 49.84% |
68.28% / $31.10 |
$1.10 / $1.35 / $0.25 / 60 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
30.00 |
40.44% |
$1.35 / 60 |
$1.50 / 42 |
60 / 126 |
53.965296% |
0.498270 |
-0.045906 |
0.061838 |
0.032768 |
0.009754 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
50.00 |
0.02% |
0 / 0 |
$0.25 / 142 |
0 / 48 |
115.211783% |
0.010398 |
-0.003102 |
0.004274 |
0.002265 |
0.000224 |
|
|
807 |
|
12/15(81) |
CALL |
105.00 / 135.00 |
$420 / $2,580 / 0.16 |
51.30% / $129.31 / 5.01% / 22.37% |
64.14% / $109.20 |
$4.20 / $5.10 / $0.90 / 42 |
53 / 52.40% / 93 |
4 |
Legs |
Vertical |
Bearish |
$103.82 (-0.03%) / 513K |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
105.00 |
48.70% |
$5.10 / 42 |
$5.70 / 11 |
0 / 10 |
25.631498% |
0.538695 |
-0.044815 |
0.022240 |
0.199559 |
0.114478 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
135.00 |
1.60% |
0 / 0 |
$0.90 / 57 |
0 / 5 |
38.040039% |
0.083955 |
-0.016706 |
0.008666 |
0.077759 |
0.018966 |
|
718 |
Legs |
12/15(81) |
CALL |
105.00 / 130.00 |
$430 / $2,070 / 0.21 |
51.30% / $77.07 / 3.72% / 16.29% |
64.43% / $109.30 |
$4.30 / $5.10 / $0.80 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
105.00 |
48.70% |
$5.10 / 42 |
$5.70 / 11 |
0 / 10 |
25.631498% |
0.538695 |
-0.044815 |
0.022240 |
0.199559 |
0.114478 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
130.00 |
3.38% |
0 / 0 |
$0.80 / 70 |
0 / 2 |
32.770021% |
0.123628 |
-0.022211 |
0.011480 |
0.103007 |
0.027758 |
|
521 |
Legs |
12/15(81) |
CALL |
105.00 / 125.00 |
$450 / $1,550 / 0.29 |
51.30% / $25.24 / 1.63% / 6.89% |
65.00% / $109.50 |
$4.50 / $5.10 / $0.60 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
105.00 |
48.70% |
$5.10 / 42 |
$5.70 / 11 |
0 / 10 |
25.631498% |
0.538695 |
-0.044815 |
0.022240 |
0.199559 |
0.114478 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
125.00 |
6.71% |
$0.30 / 1 |
$0.60 / 11 |
0 / 37 |
24.390762% |
0.177100 |
-0.028360 |
0.014592 |
0.130936 |
0.039476 |
|
242 |
Legs |
12/15(81) |
CALL |
110.00 / 135.00 |
$190 / $2,310 / 0.08 |
66.41% / $52.91 / 2.29% / 9.80% |
71.48% / $111.90 |
$1.90 / $2.80 / $0.90 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
110.00 |
33.59% |
$2.80 / 11 |
$3.30 / 12 |
0 / 20 |
24.132706% |
0.430287 |
-0.043804 |
0.022032 |
0.197691 |
0.092892 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
135.00 |
1.60% |
0 / 0 |
$0.90 / 57 |
0 / 5 |
38.040039% |
0.083955 |
-0.016706 |
0.008666 |
0.077759 |
0.018966 |
|
197 |
Legs |
12/15(81) |
PUT |
95.00 / 75.00 |
$90 / $1,910 / 0.05 |
80.40% / $23.09 / 1.21% / 5.09% |
82.17% / $94.10 |
$0.90 / $1.55 / $0.65 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
95.00 |
19.60% |
$1.55 / 41 |
$2.70 / 31 |
0 / 22 |
31.181396% |
-0.243588 |
-0.030369 |
0.017600 |
0.157929 |
-0.065866 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
1.35% |
0 / 0 |
$0.65 / 50 |
0 / 1 |
48.376155% |
-0.018543 |
-0.004577 |
0.002553 |
0.022909 |
-0.004814 |
|
|
803 |
|
12/15(81) |
CALL |
39.00 / 60.00 |
$264 / $1,836 / 0.14 |
53.46% / $119.98 / 6.53% / 29.87% |
67.75% / $41.64 |
$2.64 / $2.69 / $0.05 / 12 |
62 / 59.36% / 88 |
5 |
Legs |
Vertical |
Bearish |
$38.45 (-0.75%) / 4.93M |
|
Earnings: 10/25 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
39.00 |
46.54% |
$2.69 / 12 |
$2.71 / 4 |
1 / 402 |
36.094108% |
0.547738 |
-0.023768 |
0.040746 |
0.073709 |
0.040452 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
0.54% |
$0.04 / 162 |
$0.05 / 15 |
0 / 25 |
40.400742% |
0.054815 |
-0.006466 |
0.011452 |
0.020716 |
0.004464 |
|
705 |
Legs |
12/15(81) |
CALL |
39.00 / 55.00 |
$253 / $1,347 / 0.19 |
53.46% / $78.41 / 5.82% / 26.31% |
67.21% / $41.53 |
$2.53 / $2.69 / $0.16 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
39.00 |
46.54% |
$2.69 / 12 |
$2.71 / 4 |
1 / 402 |
36.094108% |
0.547738 |
-0.023768 |
0.040746 |
0.073709 |
0.040452 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
2.02% |
$0.07 / 254 |
$0.16 / 915 |
0 / 154 |
38.903292% |
0.105258 |
-0.010651 |
0.018797 |
0.034004 |
0.008464 |
|
531 |
Legs |
12/15(81) |
CALL |
40.00 / 60.00 |
$218 / $1,782 / 0.12 |
59.15% / $108.65 / 6.10% / 27.68% |
70.34% / $42.18 |
$2.18 / $2.23 / $0.05 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
40.85% |
$2.23 / 12 |
$2.26 / 62 |
4 / 1,941 |
35.810515% |
0.507610 |
-0.023860 |
0.041053 |
0.074265 |
0.037825 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
0.54% |
$0.04 / 162 |
$0.05 / 15 |
0 / 25 |
40.400742% |
0.054815 |
-0.006466 |
0.011452 |
0.020716 |
0.004464 |
|
489 |
Legs |
12/15(81) |
CALL |
39.00 / 50.00 |
$243 / $857 / 0.28 |
53.46% / $18.63 / 2.17% / 9.28% |
66.71% / $41.43 |
$2.43 / $2.69 / $0.26 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
39.00 |
46.54% |
$2.69 / 12 |
$2.71 / 4 |
1 / 402 |
36.094108% |
0.547738 |
-0.023768 |
0.040746 |
0.073709 |
0.040452 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
50.00 |
6.61% |
$0.25 / 11 |
$0.26 / 7 |
24 / 852 |
35.712661% |
0.191770 |
-0.016031 |
0.028152 |
0.050926 |
0.015158 |
|
461 |
Legs |
12/15(81) |
CALL |
40.00 / 55.00 |
$207 / $1,293 / 0.16 |
59.15% / $68.88 / 5.33% / 23.89% |
69.83% / $42.07 |
$2.07 / $2.23 / $0.16 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
40.85% |
$2.23 / 12 |
$2.26 / 62 |
4 / 1,941 |
35.810515% |
0.507610 |
-0.023860 |
0.041053 |
0.074265 |
0.037825 |
NYSE / Stock |
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