104 |
QQQ |
12/15(81) |
CALL |
385.00 / 387.00 |
$53 / $147 / 0.36 |
73.38% / $0.59 / 0.40% / 1.67% |
73.82% / $385.53 |
$0.53 / $4.80 / $4.27 / 253 |
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 |
385.00 |
26.62% |
$4.80 / 259 |
$4.82 / 63 |
235 / 29,341 |
17.640204% |
0.369250 |
-0.127140 |
0.007318 |
0.654967 |
0.281390 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
387.00 |
24.95% |
$4.24 / 423 |
$4.27 / 253 |
30 / 2,396 |
17.464587% |
0.355683 |
-0.125245 |
0.007226 |
0.646703 |
0.271446 |
|
109 |
Legs |
12/15(81) |
CALL |
385.00 / 388.00 |
$79 / $221 / 0.36 |
73.38% / $1.07 / 0.48% / 2.01% |
74.04% / $385.79 |
$0.79 / $4.80 / $4.01 / 170 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
385.00 |
26.62% |
$4.80 / 259 |
$4.82 / 63 |
235 / 29,341 |
17.640204% |
0.369250 |
-0.127140 |
0.007318 |
0.654967 |
0.281390 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
388.00 |
24.14% |
$3.98 / 656 |
$4.01 / 170 |
602 / 2,392 |
17.376891% |
0.348991 |
-0.124255 |
0.007177 |
0.642311 |
0.266530 |
|
110 |
Legs |
12/15(81) |
CALL |
385.00 / 389.00 |
$104 / $296 / 0.35 |
73.38% / $1.08 / 0.36% / 1.51% |
74.25% / $386.04 |
$1.04 / $4.80 / $3.76 / 189 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
385.00 |
26.62% |
$4.80 / 259 |
$4.82 / 63 |
235 / 29,341 |
17.640204% |
0.369250 |
-0.127140 |
0.007318 |
0.654967 |
0.281390 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
389.00 |
23.35% |
$3.74 / 278 |
$3.76 / 189 |
51 / 2,434 |
17.298401% |
0.342363 |
-0.123238 |
0.007126 |
0.637754 |
0.261652 |
|
113 |
Legs |
12/15(81) |
CALL |
385.00 / 390.00 |
$128 / $372 / 0.34 |
73.38% / $0.66 / 0.18% / 0.73% |
74.45% / $386.28 |
$1.28 / $4.80 / $3.52 / 69 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
385.00 |
26.62% |
$4.80 / 259 |
$4.82 / 63 |
235 / 29,341 |
17.640204% |
0.369250 |
-0.127140 |
0.007318 |
0.654967 |
0.281390 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
22.57% |
$3.50 / 656 |
$3.52 / 69 |
438 / 13,909 |
17.207510% |
0.335801 |
-0.122194 |
0.007073 |
0.633037 |
0.256815 |
|
119 |
Legs |
12/15(81) |
CALL |
384.00 / 386.00 |
$55 / $145 / 0.38 |
72.52% / $0.85 / 0.59% / 2.45% |
72.99% / $384.55 |
$0.55 / $5.09 / $4.54 / 189 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
384.00 |
27.48% |
$5.09 / 599 |
$5.12 / 86 |
225 / 33,027 |
17.730576% |
0.376124 |
-0.128042 |
0.007362 |
0.658828 |
0.286414 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
386.00 |
25.78% |
$4.51 / 361 |
$4.54 / 189 |
9 / 2,258 |
17.549816% |
0.362436 |
-0.126207 |
0.007273 |
0.650923 |
0.276400 |
|
2 |
Legs |
11/17(53) |
CALL |
379.00 / 381.00 |
$55 / $145 / 0.38 |
72.23% / $0.49 / 0.34% / 2.10% |
72.82% / $379.55 |
$0.55 / $4.07 / $3.52 / 288 |
|
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 |
379.00 |
27.77% |
$4.07 / 288 |
$4.09 / 76 |
269 / 1,051 |
17.599007% |
0.371615 |
-0.153070 |
0.008958 |
0.537623 |
0.193099 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
381.00 |
25.66% |
$3.50 / 392 |
$3.52 / 503 |
89 / 664 |
17.390436% |
0.354770 |
-0.150315 |
0.008819 |
0.529256 |
0.184621 |
|
|
|
106 |
SPY |
12/15(81) |
CALL |
455.00 / 456.00 |
$27 / $73 / 0.37 |
72.83% / $0.06 / 0.08% / 0.35% |
73.09% / $455.27 |
$0.27 / $4.03 / $3.76 / 300 |
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 |
455.00 |
27.17% |
$4.03 / 473 |
$4.06 / 341 |
1,446 / 20,040 |
12.687237% |
0.362626 |
-0.113477 |
0.008109 |
0.781581 |
0.340363 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
456.00 |
26.20% |
$3.74 / 250 |
$3.76 / 300 |
753 / 3,613 |
12.591251% |
0.354948 |
-0.112489 |
0.008050 |
0.775833 |
0.333364 |
|
108 |
Legs |
12/15(81) |
CALL |
456.00 / 457.00 |
$26 / $74 / 0.35 |
73.80% / $0.03 / 0.04% / 0.18% |
74.04% / $456.26 |
$0.26 / $3.74 / $3.48 / 250 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
456.00 |
26.20% |
$3.74 / 250 |
$3.76 / 300 |
753 / 3,613 |
12.591251% |
0.354948 |
-0.112489 |
0.008050 |
0.775833 |
0.333364 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
457.00 |
25.26% |
$3.46 / 259 |
$3.48 / 381 |
1,354 / 14,284 |
12.500973% |
0.347346 |
-0.111468 |
0.007987 |
0.769815 |
0.326424 |
|
115 |
Legs |
12/15(81) |
CALL |
455.00 / 457.00 |
$55 / $145 / 0.38 |
72.83% / $1.59 / 1.10% / 4.61% |
73.36% / $455.55 |
$0.55 / $4.03 / $3.48 / 381 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
455.00 |
27.17% |
$4.03 / 473 |
$4.06 / 341 |
1,446 / 20,040 |
12.687237% |
0.362626 |
-0.113477 |
0.008109 |
0.781581 |
0.340363 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
457.00 |
25.26% |
$3.46 / 259 |
$3.48 / 381 |
1,354 / 14,284 |
12.500973% |
0.347346 |
-0.111468 |
0.007987 |
0.769815 |
0.326424 |
|
117 |
Legs |
12/15(81) |
CALL |
456.00 / 458.00 |
$53 / $147 / 0.36 |
73.80% / $1.54 / 1.05% / 4.40% |
74.30% / $456.53 |
$0.53 / $3.74 / $3.21 / 250 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
456.00 |
26.20% |
$3.74 / 250 |
$3.76 / 300 |
753 / 3,613 |
12.591251% |
0.354948 |
-0.112489 |
0.008050 |
0.775833 |
0.333364 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
458.00 |
24.33% |
$3.19 / 409 |
$3.21 / 424 |
701 / 6,577 |
12.404867% |
0.339820 |
-0.110415 |
0.007922 |
0.763535 |
0.319544 |
|
118 |
Legs |
12/15(81) |
CALL |
456.00 / 459.00 |
$78 / $222 / 0.35 |
73.80% / $1.62 / 0.73% / 3.05% |
74.54% / $456.78 |
$0.78 / $3.74 / $2.96 / 190 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
456.00 |
26.20% |
$3.74 / 250 |
$3.76 / 300 |
753 / 3,613 |
12.591251% |
0.354948 |
-0.112489 |
0.008050 |
0.775833 |
0.333364 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
459.00 |
23.43% |
$2.94 / 449 |
$2.96 / 190 |
558 / 6,200 |
12.313893% |
0.332373 |
-0.109331 |
0.007854 |
0.757003 |
0.312728 |
|
1 |
Legs |
11/17(53) |
CALL |
451.00 / 452.00 |
$27 / $73 / 0.37 |
73.35% / $0.63 / 0.87% / 5.44% |
73.67% / $451.27 |
$0.27 / $3.11 / $2.84 / 292 |
|
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 |
451.00 |
26.65% |
$3.11 / 292 |
$3.12 / 220 |
1,270 / 4,033 |
12.642001% |
0.353944 |
-0.134948 |
0.009827 |
0.635153 |
0.225756 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
452.00 |
25.47% |
$2.83 / 150 |
$2.84 / 487 |
2,032 / 17,571 |
12.536744% |
0.344569 |
-0.133448 |
0.009732 |
0.628977 |
0.219913 |
|
|
112 |
XLE |
12/15(81) |
CALL |
96.00 / 97.00 |
$26 / $74 / 0.35 |
73.95% / $0.77 / 1.04% / 4.35% |
74.76% / $96.26 |
$0.26 / $1.78 / $1.52 / 14 |
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 |
XLE |
Short (Sell) |
12/15/2023 (M) |
CALL |
96.00 |
26.05% |
$1.78 / 288 |
$1.80 / 14 |
14 / 1,952 |
22.666538% |
0.365956 |
-0.031247 |
0.027000 |
0.162228 |
0.069076 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
97.00 |
23.03% |
$1.50 / 384 |
$1.52 / 14 |
2 / 727 |
22.448511% |
0.341124 |
-0.030461 |
0.026340 |
0.158261 |
0.064574 |
|
123 |
Legs |
12/15(81) |
CALL |
96.00 / 98.00 |
$50 / $150 / 0.33 |
73.95% / $1.53 / 1.02% / 4.27% |
75.49% / $96.50 |
$0.50 / $1.78 / $1.28 / 67 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
96.00 |
26.05% |
$1.78 / 288 |
$1.80 / 14 |
14 / 1,952 |
22.666538% |
0.365956 |
-0.031247 |
0.027000 |
0.162228 |
0.069076 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
98.00 |
20.25% |
$1.26 / 422 |
$1.28 / 67 |
35 / 2,066 |
22.286680% |
0.317197 |
-0.029572 |
0.025589 |
0.153747 |
0.060209 |
|
153 |
Legs |
12/15(81) |
CALL |
95.00 / 96.00 |
$30 / $70 / 0.43 |
70.71% / $1.45 / 2.08% / 8.86% |
71.71% / $95.30 |
$0.30 / $2.10 / $1.80 / 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 |
95.00 |
29.29% |
$2.10 / 458 |
$2.13 / 450 |
30 / 11,102 |
22.951817% |
0.391622 |
-0.031916 |
0.027558 |
0.165577 |
0.073697 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
96.00 |
26.05% |
$1.78 / 288 |
$1.80 / 14 |
14 / 1,952 |
22.666538% |
0.365956 |
-0.031247 |
0.027000 |
0.162228 |
0.069076 |
|
175 |
Legs |
12/15(81) |
CALL |
95.00 / 97.00 |
$58 / $142 / 0.41 |
70.71% / $2.80 / 1.97% / 8.39% |
72.62% / $95.58 |
$0.58 / $2.10 / $1.52 / 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 |
95.00 |
29.29% |
$2.10 / 458 |
$2.13 / 450 |
30 / 11,102 |
22.951817% |
0.391622 |
-0.031916 |
0.027558 |
0.165577 |
0.073697 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
97.00 |
23.03% |
$1.50 / 384 |
$1.52 / 14 |
2 / 727 |
22.448511% |
0.341124 |
-0.030461 |
0.026340 |
0.158261 |
0.064574 |
|
187 |
Legs |
12/15(81) |
CALL |
95.00 / 98.00 |
$82 / $218 / 0.38 |
70.71% / $2.75 / 1.26% / 5.31% |
73.38% / $95.82 |
$0.82 / $2.10 / $1.28 / 67 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
95.00 |
29.29% |
$2.10 / 458 |
$2.13 / 450 |
30 / 11,102 |
22.951817% |
0.391622 |
-0.031916 |
0.027558 |
0.165577 |
0.073697 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
98.00 |
20.25% |
$1.26 / 422 |
$1.28 / 67 |
35 / 2,066 |
22.286680% |
0.317197 |
-0.029572 |
0.025589 |
0.153747 |
0.060209 |
|
9 |
Legs |
11/17(53) |
CALL |
94.00 / 95.00 |
$29 / $71 / 0.41 |
70.40% / $0.39 / 0.54% / 3.39% |
71.60% / $94.29 |
$0.29 / $1.62 / $1.33 / 217 |
|
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 |
94.00 |
29.60% |
$1.62 / 217 |
$1.64 / 299 |
82 / 6,570 |
22.233985% |
0.387257 |
-0.038822 |
0.033608 |
0.135412 |
0.049815 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
95.00 |
25.60% |
$1.31 / 646 |
$1.33 / 263 |
4,360 / 16,029 |
21.958431% |
0.355723 |
-0.037751 |
0.032711 |
0.131798 |
0.045898 |
|
|
121 |
HD |
12/15(81) |
CALL |
325.00 / 330.00 |
$130 / $370 / 0.35 |
72.52% / $0.09 / 0.03% / 0.10% |
73.92% / $326.30 |
$1.30 / $5.50 / $4.20 / 14 |
58 / 39.31% / 93 |
5 |
Legs |
Vertical |
Bearish |
$307.1689 (+0.13%) / 2.29M |
|
Earnings: 11/21 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
HD |
Short (Sell) |
12/15/2023 (M) |
CALL |
325.00 |
27.48% |
$5.50 / 14 |
$5.65 / 50 |
12 / 34 |
19.591564% |
0.372132 |
-0.095958 |
0.009148 |
0.558423 |
0.243277 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
22.34% |
$4.05 / 28 |
$4.20 / 61 |
2 / 346 |
19.192093% |
0.330087 |
-0.091637 |
0.008764 |
0.534945 |
0.216708 |
|
158 |
Legs |
12/15(81) |
CALL |
325.00 / 335.00 |
$245 / $755 / 0.33 |
72.52% / $4.97 / 0.66% / 2.75% |
75.12% / $327.45 |
$2.45 / $5.50 / $3.05 / 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 |
325.00 |
27.48% |
$5.50 / 14 |
$5.65 / 50 |
12 / 34 |
19.591564% |
0.372132 |
-0.095958 |
0.009148 |
0.558423 |
0.243277 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
335.00 |
17.85% |
$2.95 / 13 |
$3.05 / 31 |
1 / 216 |
18.889718% |
0.290653 |
-0.086494 |
0.008295 |
0.506322 |
0.191565 |
|
357 |
Legs |
12/15(81) |
CALL |
325.00 / 340.00 |
$331 / $1,169 / 0.28 |
72.52% / $7.81 / 0.67% / 2.79% |
76.00% / $328.31 |
$3.31 / $5.50 / $2.19 / 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 |
325.00 |
27.48% |
$5.50 / 14 |
$5.65 / 50 |
12 / 34 |
19.591564% |
0.372132 |
-0.095958 |
0.009148 |
0.558423 |
0.243277 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
14.03% |
$2.10 / 11 |
$2.19 / 27 |
0 / 131 |
18.656773% |
0.254092 |
-0.080731 |
0.007761 |
0.473753 |
0.168071 |
|
508 |
Legs |
12/15(81) |
CALL |
320.00 / 325.00 |
$160 / $340 / 0.47 |
66.75% / $0.32 / 0.10% / 0.39% |
68.66% / $321.60 |
$1.60 / $7.25 / $5.65 / 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 |
320.00 |
33.25% |
$7.25 / 40 |
$7.45 / 45 |
2 / 275 |
20.026771% |
0.416423 |
-0.099263 |
0.009430 |
0.575625 |
0.270976 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
325.00 |
27.48% |
$5.50 / 14 |
$5.65 / 50 |
12 / 34 |
19.591564% |
0.372132 |
-0.095958 |
0.009148 |
0.558423 |
0.243277 |
|
524 |
Legs |
12/15(81) |
CALL |
320.00 / 340.00 |
$506 / $1,494 / 0.34 |
66.75% / $14.09 / 0.94% / 3.95% |
72.58% / $325.06 |
$5.06 / $7.25 / $2.19 / 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 |
320.00 |
33.25% |
$7.25 / 40 |
$7.45 / 45 |
2 / 275 |
20.026771% |
0.416423 |
-0.099263 |
0.009430 |
0.575625 |
0.270976 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
14.03% |
$2.10 / 11 |
$2.19 / 27 |
0 / 131 |
18.656773% |
0.254092 |
-0.080731 |
0.007761 |
0.473753 |
0.168071 |
|
19 |
Legs |
11/17(53) |
CALL |
320.00 / 325.00 |
$150 / $350 / 0.43 |
70.20% / $9.66 / 2.76% / 18.19% |
72.28% / $321.50 |
$1.50 / $5.65 / $4.15 / 66 |
|
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 |
320.00 |
29.80% |
$5.65 / 66 |
$5.85 / 110 |
153 / 1,227 |
21.359579% |
0.384350 |
-0.117754 |
0.011298 |
0.462464 |
0.171037 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
325.00 |
23.20% |
$4.00 / 113 |
$4.15 / 90 |
73 / 900 |
20.715809% |
0.331798 |
-0.111516 |
0.010737 |
0.439501 |
0.148300 |
|
|
128 |
BP |
12/15(81) |
CALL |
41.00 / 42.00 |
$25 / $75 / 0.33 |
73.53% / $0.83 / 1.10% / 4.64% |
75.42% / $41.25 |
$0.25 / $0.82 / $0.57 / 12 |
32 / 32.77% / 65 |
5 |
Legs |
Vertical |
Bearish |
$38.45 (+0.89%) / 9.07M |
|
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 |
BP |
Short (Sell) |
12/15/2023 (M) |
CALL |
41.00 |
26.47% |
$0.82 / 18 |
$0.83 / 145 |
0 / 1,178 |
22.889635% |
0.367001 |
-0.012598 |
0.065679 |
0.069653 |
0.029868 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
42.00 |
19.44% |
$0.56 / 38 |
$0.57 / 12 |
274 / 263 |
22.585351% |
0.307832 |
-0.011782 |
0.061407 |
0.065122 |
0.025217 |
|
383 |
Legs |
12/15(81) |
CALL |
41.00 / 43.00 |
$43 / $157 / 0.27 |
73.53% / $1.27 / 0.81% / 3.38% |
76.73% / $41.43 |
$0.43 / $0.82 / $0.39 / 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 |
41.00 |
26.47% |
$0.82 / 18 |
$0.83 / 145 |
0 / 1,178 |
22.889635% |
0.367001 |
-0.012598 |
0.065679 |
0.069653 |
0.029868 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
43.00 |
13.80% |
$0.38 / 349 |
$0.39 / 204 |
142 / 173 |
22.540522% |
0.254458 |
-0.010755 |
0.056046 |
0.059437 |
0.020966 |
|
580 |
Legs |
12/15(81) |
CALL |
41.00 / 44.00 |
$56 / $244 / 0.23 |
73.53% / $4.60 / 1.88% / 8.01% |
77.64% / $41.56 |
$0.56 / $0.82 / $0.26 / 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 |
41.00 |
26.47% |
$0.82 / 18 |
$0.83 / 145 |
0 / 1,178 |
22.889635% |
0.367001 |
-0.012598 |
0.065679 |
0.069653 |
0.029868 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
44.00 |
9.48% |
$0.25 / 307 |
$0.26 / 343 |
19 / 69 |
22.480984% |
0.207389 |
-0.009599 |
0.050020 |
0.053046 |
0.017176 |
|
675 |
Legs |
12/15(81) |
CALL |
40.00 / 43.00 |
$76 / $224 / 0.34 |
65.19% / $0.73 / 0.33% / 1.36% |
71.64% / $40.76 |
$0.76 / $1.15 / $0.39 / 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 |
40.00 |
34.81% |
$1.15 / 13 |
$1.16 / 13 |
14 / 10,612 |
23.088783% |
0.431012 |
-0.013123 |
0.068450 |
0.072591 |
0.034820 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
43.00 |
13.80% |
$0.38 / 349 |
$0.39 / 204 |
142 / 173 |
22.540522% |
0.254458 |
-0.010755 |
0.056046 |
0.059437 |
0.020966 |
|
690 |
Legs |
12/15(81) |
PUT |
36.00 / 34.00 |
$38 / $162 / 0.24 |
75.44% / $0.19 / 0.12% / 0.49% |
78.15% / $35.62 |
$0.38 / $0.81 / $0.43 / 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 |
36.00 |
24.56% |
$0.81 / 13 |
$0.83 / 307 |
3 / 11 |
26.116893% |
-0.288591 |
-0.011077 |
0.059646 |
0.063254 |
-0.028524 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
34.00 |
12.57% |
$0.42 / 40 |
$0.43 / 16 |
31 / 2 |
27.707086% |
-0.172878 |
-0.008369 |
0.044741 |
0.047448 |
-0.016852 |
|
62 |
Legs |
11/17(53) |
PUT |
37.00 / 35.00 |
$45 / $155 / 0.29 |
70.01% / $0.22 / 0.14% / 0.87% |
74.42% / $36.55 |
$0.45 / $0.86 / $0.41 / 78 |
|
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 |
37.00 |
29.99% |
$0.86 / 78 |
$0.89 / 1,283 |
327 / 1,313 |
26.368348% |
-0.338286 |
-0.014566 |
0.078079 |
0.055526 |
-0.022131 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
13.58% |
$0.40 / 49 |
$0.41 / 257 |
6 / 922 |
27.935171% |
-0.190755 |
-0.010927 |
0.058162 |
0.041362 |
-0.012303 |
|
|
131 |
MDT |
12/15(81) |
CALL |
85.00 / 87.50 |
$64 / $186 / 0.34 |
72.37% / $3.23 / 1.74% / 7.36% |
75.05% / $85.64 |
$0.64 / $1.63 / $0.99 / 36 |
48 / 31.77% / 78 |
5 |
Legs |
Vertical |
Bearish |
$80.40 (-0.07%) / 5.07M |
|
Earnings: 11/28 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
MDT |
Short (Sell) |
12/15/2023 (M) |
CALL |
85.00 |
27.63% |
$1.63 / 36 |
$1.69 / 84 |
5 / 2 |
20.755718% |
0.371740 |
-0.023903 |
0.035855 |
0.146341 |
0.063938 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
87.50 |
18.09% |
$0.93 / 58 |
$0.99 / 55 |
4 / 1 |
20.022665% |
0.291513 |
-0.021650 |
0.032573 |
0.132945 |
0.050532 |
|
425 |
Legs |
12/15(81) |
CALL |
85.00 / 90.00 |
$107 / $393 / 0.27 |
72.37% / $10.10 / 2.57% / 11.04% |
76.76% / $86.07 |
$1.07 / $1.63 / $0.56 / 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 |
85.00 |
27.63% |
$1.63 / 36 |
$1.69 / 84 |
5 / 2 |
20.755718% |
0.371740 |
-0.023903 |
0.035855 |
0.146341 |
0.063938 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
90.00 |
11.11% |
$0.51 / 12 |
$0.56 / 48 |
5 / 185 |
19.685382% |
0.222240 |
-0.018760 |
0.028293 |
0.115479 |
0.038781 |
|
811 |
Legs |
12/15(81) |
CALL |
85.00 / 95.00 |
$144 / $856 / 0.17 |
72.37% / $47.36 / 5.53% / 24.90% |
78.18% / $86.44 |
$1.44 / $1.63 / $0.19 / 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 |
85.00 |
27.63% |
$1.63 / 36 |
$1.69 / 84 |
5 / 2 |
20.755718% |
0.371740 |
-0.023903 |
0.035855 |
0.146341 |
0.063938 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
95.00 |
3.48% |
$0.14 / 139 |
$0.19 / 175 |
0 / 5 |
19.884983% |
0.119200 |
-0.012508 |
0.018935 |
0.077282 |
0.021022 |
|
883 |
Legs |
12/15(81) |
CALL |
87.50 / 90.00 |
$37 / $213 / 0.17 |
81.91% / $0.01 / 0.00% / 0.01% |
83.10% / $87.87 |
$0.37 / $0.93 / $0.56 / 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 |
87.50 |
18.09% |
$0.93 / 58 |
$0.99 / 55 |
4 / 1 |
20.022665% |
0.291513 |
-0.021650 |
0.032573 |
0.132945 |
0.050532 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
90.00 |
11.11% |
$0.51 / 12 |
$0.56 / 48 |
5 / 185 |
19.685382% |
0.222240 |
-0.018760 |
0.028293 |
0.115479 |
0.038781 |
|
956 |
Legs |
12/15(81) |
CALL |
82.50 / 90.00 |
$212 / $538 / 0.39 |
60.50% / $21.78 / 4.05% / 17.80% |
70.70% / $84.62 |
$2.12 / $2.68 / $0.56 / 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 |
82.50 |
39.50% |
$2.68 / 5 |
$2.72 / 53 |
6 / 14 |
21.906470% |
0.460483 |
-0.025146 |
0.037581 |
0.153384 |
0.078474 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
90.00 |
11.11% |
$0.51 / 12 |
$0.56 / 48 |
5 / 185 |
19.685382% |
0.222240 |
-0.018760 |
0.028293 |
0.115479 |
0.038781 |
|
217 |
Legs |
11/17(53) |
CALL |
82.50 / 87.50 |
$134 / $366 / 0.37 |
62.56% / $3.26 / 0.89% / 5.60% |
70.41% / $83.84 |
$1.34 / $1.76 / $0.42 / 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 |
82.50 |
37.44% |
$1.76 / 30 |
$1.81 / 43 |
58 / 1,274 |
19.738902% |
0.440016 |
-0.030452 |
0.045713 |
0.125116 |
0.051252 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
87.50 |
13.36% |
$0.38 / 466 |
$0.42 / 296 |
10 / 3,619 |
18.031725% |
0.241550 |
-0.023961 |
0.036227 |
0.099152 |
0.028592 |
|
|
137 |
TSLA |
12/15(81) |
PUT |
220.00 / 215.00 |
$140 / $360 / 0.39 |
71.64% / $0.92 / 0.25% / 1.06% |
72.29% / $218.60 |
$1.40 / $11.00 / $9.60 / 89 |
76 / 62.26% / 76 |
5 |
Legs |
Vertical |
Bullish |
$244.20 (-4.50%) / 127.52M |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
TSLA |
Short (Sell) |
12/15/2023 (M) |
PUT |
220.00 |
28.36% |
$11.00 / 185 |
$11.10 / 292 |
804 / 21,093 |
51.724204% |
-0.298424 |
-0.178585 |
0.003715 |
0.414282 |
-0.222911 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
215.00 |
26.10% |
$9.50 / 439 |
$9.60 / 89 |
114 / 3,186 |
52.076545% |
-0.277638 |
-0.173106 |
0.003590 |
0.400398 |
-0.206002 |
|
154 |
Legs |
12/15(81) |
PUT |
225.00 / 220.00 |
$155 / $345 / 0.45 |
69.24% / $3.73 / 1.08% / 4.54% |
70.00% / $223.45 |
$1.55 / $12.65 / $11.10 / 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) |
PUT |
225.00 |
30.76% |
$12.65 / 42 |
$12.75 / 381 |
1,148 / 6,725 |
51.372539% |
-0.319401 |
-0.183408 |
0.003827 |
0.426784 |
-0.240204 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
28.36% |
$11.00 / 185 |
$11.10 / 292 |
804 / 21,093 |
51.724204% |
-0.298424 |
-0.178585 |
0.003715 |
0.414282 |
-0.222911 |
|
183 |
Legs |
12/15(81) |
PUT |
225.00 / 215.00 |
$305 / $695 / 0.44 |
69.24% / $8.41 / 1.21% / 5.09% |
70.72% / $221.95 |
$3.05 / $12.65 / $9.60 / 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) |
PUT |
225.00 |
30.76% |
$12.65 / 42 |
$12.75 / 381 |
1,148 / 6,725 |
51.372539% |
-0.319401 |
-0.183408 |
0.003827 |
0.426784 |
-0.240204 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
215.00 |
26.10% |
$9.50 / 439 |
$9.60 / 89 |
114 / 3,186 |
52.076545% |
-0.277638 |
-0.173106 |
0.003590 |
0.400398 |
-0.206002 |
|
210 |
Legs |
12/15(81) |
PUT |
225.00 / 210.00 |
$435 / $1,065 / 0.41 |
69.24% / $1.33 / 0.12% / 0.51% |
71.33% / $220.65 |
$4.35 / $12.65 / $8.30 / 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) |
PUT |
225.00 |
30.76% |
$12.65 / 42 |
$12.75 / 381 |
1,148 / 6,725 |
51.372539% |
-0.319401 |
-0.183408 |
0.003827 |
0.426784 |
-0.240204 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
23.97% |
$8.20 / 213 |
$8.30 / 382 |
243 / 7,717 |
52.589919% |
-0.257124 |
-0.166993 |
0.003454 |
0.385186 |
-0.189526 |
|
424 |
Legs |
12/15(81) |
PUT |
230.00 / 225.00 |
$170 / $330 / 0.52 |
66.71% / $5.83 / 1.77% / 7.50% |
67.59% / $228.30 |
$1.70 / $14.45 / $12.75 / 23 |
|
Underlying |
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 |
230.00 |
33.29% |
$14.45 / 23 |
$14.55 / 288 |
274 / 6,181 |
51.010066% |
-0.340492 |
-0.187563 |
0.003926 |
0.437871 |
-0.257832 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
225.00 |
30.76% |
$12.65 / 42 |
$12.75 / 381 |
1,148 / 6,725 |
51.372539% |
-0.319401 |
-0.183408 |
0.003827 |
0.426784 |
-0.240204 |
|
44 |
Legs |
11/17(53) |
PUT |
230.00 / 225.00 |
$160 / $340 / 0.47 |
67.65% / $1.37 / 0.40% / 2.50% |
68.65% / $228.40 |
$1.60 / $11.55 / $9.95 / 189 |
|
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 |
230.00 |
32.35% |
$11.55 / 189 |
$11.65 / 302 |
1,056 / 7,230 |
52.878802% |
-0.339126 |
-0.232490 |
0.004787 |
0.358018 |
-0.163279 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
225.00 |
29.31% |
$9.85 / 490 |
$9.95 / 227 |
833 / 6,672 |
53.263855% |
-0.313488 |
-0.225814 |
0.004636 |
0.346729 |
-0.149929 |
|
|
140 |
SNOW |
12/15(81) |
CALL |
170.00 / 175.00 |
$125 / $375 / 0.33 |
73.97% / $1.29 / 0.34% / 1.43% |
75.11% / $171.25 |
$1.25 / $7.60 / $6.35 / 23 |
27 / 19.38% / 99 |
5 |
Legs |
Vertical |
Bearish |
$149.20 (+0.11%) / 2.92M |
|
Earnings: 11/29 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SNOW |
Short (Sell) |
12/15/2023 (M) |
CALL |
170.00 |
26.03% |
$7.60 / 23 |
$7.70 / 67 |
118 / 567 |
48.137485% |
0.408456 |
-0.107557 |
0.008762 |
0.281966 |
0.117273 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
175.00 |
21.68% |
$6.25 / 95 |
$6.35 / 55 |
36 / 1,055 |
47.862161% |
0.370739 |
-0.104265 |
0.008523 |
0.274286 |
0.107314 |
|
167 |
Legs |
12/15(81) |
PUT |
135.00 / 130.00 |
$135 / $365 / 0.37 |
73.55% / $8.94 / 2.45% / 10.51% |
74.82% / $133.65 |
$1.35 / $6.90 / $5.55 / 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) |
PUT |
135.00 |
26.45% |
$6.90 / 159 |
$7.05 / 257 |
44 / 458 |
51.194139% |
-0.290872 |
-0.082732 |
0.007733 |
0.248856 |
-0.124085 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
130.00 |
21.97% |
$5.45 / 92 |
$5.55 / 10 |
2 / 324 |
51.869148% |
-0.248593 |
-0.076988 |
0.007147 |
0.230009 |
-0.104957 |
|
225 |
Legs |
12/15(81) |
PUT |
135.00 / 125.00 |
$255 / $745 / 0.34 |
73.55% / $18.96 / 2.54% / 10.93% |
75.91% / $132.45 |
$2.55 / $6.90 / $4.35 / 159 |
|
Underlying |
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 |
135.00 |
26.45% |
$6.90 / 159 |
$7.05 / 257 |
44 / 458 |
51.194139% |
-0.290872 |
-0.082732 |
0.007733 |
0.248856 |
-0.124085 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
125.00 |
18.06% |
$4.25 / 59 |
$4.35 / 247 |
10 / 328 |
52.769607% |
-0.208386 |
-0.070140 |
0.006472 |
0.208281 |
-0.087112 |
|
273 |
Legs |
12/15(81) |
PUT |
140.00 / 135.00 |
$160 / $340 / 0.47 |
68.48% / $8.07 / 2.37% / 10.17% |
70.16% / $138.40 |
$1.60 / $8.65 / $7.05 / 114 |
|
Underlying |
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 |
140.00 |
31.52% |
$8.65 / 114 |
$8.80 / 136 |
26 / 623 |
50.629789% |
-0.334539 |
-0.087213 |
0.008214 |
0.264343 |
-0.144258 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
135.00 |
26.45% |
$6.90 / 159 |
$7.05 / 257 |
44 / 458 |
51.194139% |
-0.290872 |
-0.082732 |
0.007733 |
0.248856 |
-0.124085 |
|
294 |
Legs |
12/15(81) |
CALL |
170.00 / 180.00 |
$235 / $765 / 0.31 |
73.97% / $3.83 / 0.50% / 2.08% |
76.09% / $172.35 |
$2.35 / $7.60 / $5.25 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
170.00 |
26.03% |
$7.60 / 23 |
$7.70 / 67 |
118 / 567 |
48.137485% |
0.408456 |
-0.107557 |
0.008762 |
0.281966 |
0.117273 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
180.00 |
17.89% |
$5.10 / 344 |
$5.25 / 165 |
14 / 672 |
47.699642% |
0.335235 |
-0.100259 |
0.008221 |
0.264558 |
0.097764 |
|
126 |
Legs |
11/17(53) |
PUT |
140.00 / 115.00 |
$428 / $2,072 / 0.21 |
70.03% / $8.51 / 0.41% / 2.55% |
75.20% / $135.72 |
$4.28 / $5.20 / $0.92 / 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) |
PUT |
140.00 |
29.97% |
$5.20 / 299 |
$5.35 / 326 |
70 / 1,488 |
44.275684% |
-0.327006 |
-0.107639 |
0.009940 |
0.214508 |
-0.090749 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
8.37% |
$0.89 / 158 |
$0.92 / 1 |
2 / 1,440 |
49.647894% |
-0.103215 |
-0.054999 |
0.004947 |
0.106766 |
-0.027345 |
|
|
141 |
MSTR |
12/15(81) |
PUT |
290.00 / 280.00 |
$285 / $715 / 0.40 |
70.77% / $0.68 / 0.09% / 0.39% |
71.73% / $287.15 |
$2.85 / $20.55 / $17.70 / 6 |
11 / 11.37% / 72 |
5 |
Legs |
Vertical |
Bullish |
$322.70 (-1.03%) / 283K |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
MSTR |
Short (Sell) |
12/15/2023 (M) |
PUT |
290.00 |
29.23% |
$20.55 / 14 |
$21.20 / 11 |
26 / 165 |
63.148686% |
-0.303702 |
-0.251646 |
0.002684 |
0.548878 |
-0.303964 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
25.97% |
$17.20 / 15 |
$17.70 / 6 |
10 / 294 |
63.715281% |
-0.273783 |
-0.240624 |
0.002556 |
0.522705 |
-0.271213 |
|
195 |
Legs |
12/15(81) |
PUT |
290.00 / 270.00 |
$585 / $1,415 / 0.41 |
70.77% / $33.76 / 2.39% / 10.22% |
72.71% / $284.15 |
$5.85 / $20.55 / $14.70 / 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) |
PUT |
290.00 |
29.23% |
$20.55 / 14 |
$21.20 / 11 |
26 / 165 |
63.148686% |
-0.303702 |
-0.251646 |
0.002684 |
0.548878 |
-0.303964 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
22.99% |
$14.25 / 34 |
$14.70 / 6 |
0 / 87 |
64.425555% |
-0.244398 |
-0.227758 |
0.002410 |
0.492885 |
-0.239668 |
|
218 |
Legs |
12/15(81) |
PUT |
280.00 / 260.00 |
$505 / $1,495 / 0.34 |
74.03% / $20.73 / 1.39% / 5.85% |
75.57% / $274.95 |
$5.05 / $17.20 / $12.15 / 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) |
PUT |
280.00 |
25.97% |
$17.20 / 15 |
$17.70 / 6 |
10 / 294 |
63.715281% |
-0.273783 |
-0.240624 |
0.002556 |
0.522705 |
-0.271213 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
260.00 |
20.28% |
$11.70 / 8 |
$12.15 / 6 |
0 / 273 |
65.295731% |
-0.215797 |
-0.213180 |
0.002248 |
0.459712 |
-0.209531 |
|
238 |
Legs |
12/15(81) |
PUT |
290.00 / 260.00 |
$840 / $2,160 / 0.39 |
70.77% / $46.44 / 2.15% / 9.18% |
73.53% / $281.60 |
$8.40 / $20.55 / $12.15 / 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) |
PUT |
290.00 |
29.23% |
$20.55 / 14 |
$21.20 / 11 |
26 / 165 |
63.148686% |
-0.303702 |
-0.251646 |
0.002684 |
0.548878 |
-0.303964 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
260.00 |
20.28% |
$11.70 / 8 |
$12.15 / 6 |
0 / 273 |
65.295731% |
-0.215797 |
-0.213180 |
0.002248 |
0.459712 |
-0.209531 |
|
258 |
Legs |
12/15(81) |
PUT |
290.00 / 250.00 |
$1,055 / $2,945 / 0.36 |
70.77% / $48.70 / 1.65% / 7.01% |
74.20% / $279.45 |
$10.55 / $20.55 / $10.00 / 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) |
PUT |
290.00 |
29.23% |
$20.55 / 14 |
$21.20 / 11 |
26 / 165 |
63.148686% |
-0.303702 |
-0.251646 |
0.002684 |
0.548878 |
-0.303964 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
250.00 |
17.83% |
$9.60 / 8 |
$10.00 / 6 |
2 / 148 |
66.429464% |
-0.188239 |
-0.197078 |
0.002071 |
0.423595 |
-0.181003 |
|
48 |
Legs |
11/17(53) |
PUT |
300.00 / 280.00 |
$600 / $1,400 / 0.43 |
68.20% / $8.08 / 0.58% / 3.60% |
70.79% / $294.00 |
$6.00 / $18.00 / $12.00 / 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) |
PUT |
300.00 |
31.80% |
$18.00 / 2 |
$18.50 / 1 |
1 / 29 |
61.276906% |
-0.332568 |
-0.322937 |
0.003405 |
0.467029 |
-0.213156 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
280.00 |
23.73% |
$11.70 / 2 |
$12.00 / 7 |
6 / 9 |
62.758761% |
-0.260042 |
-0.290532 |
0.003041 |
0.417047 |
-0.163364 |
|
|
142 |
ACRS |
12/15(81) |
PUT |
6.00 / 4.00 |
$135 / $65 / 2.08 |
68.03% / $71.06 / 109.33% / > 1000% |
77.41% / $4.65 |
$1.35 / $2.90 / $1.55 / 1 |
71 / 25.96% / 30 |
5 |
Legs |
Vertical |
Bullish |
$6.59 (-3.37%) / 1.02M |
|
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 |
ACRS |
Short (Sell) |
12/15/2023 (M) |
PUT |
6.00 |
31.97% |
$2.90 / 8 |
$3.30 / 30 |
48 / 149 |
311.984307% |
-0.288748 |
-0.010978 |
0.060022 |
0.010919 |
-0.008554 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
4.00 |
19.12% |
$1.10 / 85 |
$1.55 / 1 |
0 / 79 |
260.276301% |
-0.151757 |
-0.007653 |
0.041286 |
0.007511 |
-0.003987 |
|
484 |
Legs |
12/15(81) |
PUT |
4.00 / 2.50 |
$40 / $110 / 0.36 |
80.88% / $14.29 / 12.99% / 65.58% |
82.74% / $3.60 |
$0.40 / $1.10 / $0.70 / 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) |
PUT |
4.00 |
19.12% |
$1.10 / 85 |
$1.55 / 1 |
0 / 79 |
260.276301% |
-0.151757 |
-0.007653 |
0.041286 |
0.007511 |
-0.003987 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
13.07% |
$0.35 / 6 |
$0.70 / 10 |
0 / 1,574 |
253.141414% |
-0.057522 |
-0.003785 |
0.020249 |
0.003684 |
-0.001364 |
|
738 |
Legs |
12/15(81) |
PUT |
5.00 / 4.00 |
$50 / $50 / 1.00 |
75.28% / $25.64 / 51.28% / 452.26% |
78.26% / $4.50 |
$0.50 / $2.05 / $1.55 / 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 |
5.00 |
24.72% |
$2.05 / 10 |
$2.40 / 69 |
1 / 867 |
293.619436% |
-0.220877 |
-0.009605 |
0.052144 |
0.009486 |
-0.006174 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
4.00 |
19.12% |
$1.10 / 85 |
$1.55 / 1 |
0 / 79 |
260.276301% |
-0.151757 |
-0.007653 |
0.041286 |
0.007511 |
-0.003987 |
|
835 |
Legs |
12/15(81) |
PUT |
6.00 / 5.00 |
$50 / $50 / 1.00 |
68.03% / $18.49 / 36.99% / 266.68% |
71.88% / $5.50 |
$0.50 / $2.90 / $2.40 / 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) |
PUT |
6.00 |
31.97% |
$2.90 / 8 |
$3.30 / 30 |
48 / 149 |
311.984307% |
-0.288748 |
-0.010978 |
0.060022 |
0.010919 |
-0.008554 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
24.72% |
$2.05 / 10 |
$2.40 / 69 |
1 / 867 |
293.619436% |
-0.220877 |
-0.009605 |
0.052144 |
0.009486 |
-0.006174 |
|
878 |
Legs |
12/15(81) |
PUT |
6.00 / 2.50 |
$220 / $130 / 1.69 |
68.03% / $113.49 / 87.30% / > 1000% |
81.83% / $3.80 |
$2.20 / $2.90 / $0.70 / 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) |
PUT |
6.00 |
31.97% |
$2.90 / 8 |
$3.30 / 30 |
48 / 149 |
311.984307% |
-0.288748 |
-0.010978 |
0.060022 |
0.010919 |
-0.008554 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
13.07% |
$0.35 / 6 |
$0.70 / 10 |
0 / 1,574 |
253.141414% |
-0.057522 |
-0.003785 |
0.020249 |
0.003684 |
-0.001364 |
|
56 |
Legs |
11/17(53) |
PUT |
5.00 / 4.00 |
$25 / $75 / 0.33 |
76.00% / $3.18 / 4.24% / 29.05% |
77.85% / $4.75 |
$0.25 / $1.70 / $1.45 / 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) |
PUT |
5.00 |
24.00% |
$1.70 / 6 |
$2.30 / 96 |
0 / 34 |
324.567831% |
-0.223159 |
-0.011909 |
0.064051 |
0.007814 |
-0.003697 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
4.00 |
17.39% |
$1.10 / 8 |
$1.45 / 50 |
13 / 2,824 |
308.132486% |
-0.140362 |
-0.008940 |
0.047841 |
0.005836 |
-0.002194 |
|
|
144 |
|
12/15(81) |
PUT |
37.00 / 36.00 |
$27 / $73 / 0.37 |
72.44% / $0.61 / 0.83% / 3.47% |
73.64% / $36.73 |
$0.27 / $1.49 / $1.22 / 27 |
48 / 39.61% / 30 |
5 |
Legs |
Vertical |
Bullish |
$40.19 (+3.66%) / 5.57M |
|
Earnings: 10/26 |
|
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 |
37.00 |
27.56% |
$1.49 / 110 |
$1.53 / 134 |
37 / 1,403 |
40.312623% |
-0.306930 |
-0.018418 |
0.035988 |
0.068114 |
-0.033839 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
36.00 |
23.27% |
$1.19 / 93 |
$1.22 / 27 |
16 / 590 |
40.569286% |
-0.268484 |
-0.017412 |
0.033781 |
0.063938 |
-0.029375 |
|
180 |
Legs |
12/15(81) |
PUT |
37.00 / 35.00 |
$52 / $148 / 0.35 |
72.44% / $2.16 / 1.46% / 6.16% |
74.73% / $36.48 |
$0.52 / $1.49 / $0.97 / 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) |
PUT |
37.00 |
27.56% |
$1.49 / 110 |
$1.53 / 134 |
37 / 1,403 |
40.312623% |
-0.306930 |
-0.018418 |
0.035988 |
0.068114 |
-0.033839 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
35.00 |
19.46% |
$0.94 / 84 |
$0.97 / 54 |
2 / 416 |
41.005819% |
-0.231651 |
-0.016203 |
0.031236 |
0.059121 |
-0.025160 |
|
305 |
Legs |
12/15(81) |
PUT |
37.00 / 34.00 |
$73 / $227 / 0.32 |
72.44% / $3.60 / 1.59% / 6.72% |
75.62% / $36.27 |
$0.73 / $1.49 / $0.76 / 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 |
37.00 |
27.56% |
$1.49 / 110 |
$1.53 / 134 |
37 / 1,403 |
40.312623% |
-0.306930 |
-0.018418 |
0.035988 |
0.068114 |
-0.033839 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
34.00 |
16.13% |
$0.74 / 52 |
$0.76 / 12 |
213 / 730 |
41.540463% |
-0.196884 |
-0.014825 |
0.028415 |
0.053781 |
-0.021234 |
|
394 |
Legs |
12/15(81) |
PUT |
38.00 / 36.00 |
$62 / $138 / 0.45 |
67.68% / $2.27 / 1.65% / 6.97% |
70.68% / $37.38 |
$0.62 / $1.84 / $1.22 / 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) |
PUT |
38.00 |
32.32% |
$1.84 / 33 |
$1.87 / 40 |
255 / 52 |
39.937192% |
-0.346514 |
-0.019197 |
0.037808 |
0.071559 |
-0.038508 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
36.00 |
23.27% |
$1.19 / 93 |
$1.22 / 27 |
16 / 590 |
40.569286% |
-0.268484 |
-0.017412 |
0.033781 |
0.063938 |
-0.029375 |
|
412 |
Legs |
12/15(81) |
PUT |
38.00 / 34.00 |
$108 / $292 / 0.37 |
67.68% / $4.43 / 1.52% / 6.42% |
72.80% / $36.92 |
$1.08 / $1.84 / $0.76 / 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 |
38.00 |
32.32% |
$1.84 / 33 |
$1.87 / 40 |
255 / 52 |
39.937192% |
-0.346514 |
-0.019197 |
0.037808 |
0.071559 |
-0.038508 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
34.00 |
16.13% |
$0.74 / 52 |
$0.76 / 12 |
213 / 730 |
41.540463% |
-0.196884 |
-0.014825 |
0.028415 |
0.053781 |
-0.021234 |
|
15 |
Legs |
11/17(53) |
PUT |
38.00 / 37.00 |
$30 / $70 / 0.43 |
69.21% / $0.62 / 0.89% / 5.56% |
70.97% / $37.70 |
$0.30 / $1.43 / $1.13 / 28 |
|
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 |
38.00 |
30.79% |
$1.43 / 28 |
$1.45 / 111 |
538 / 269 |
40.478089% |
-0.338619 |
-0.023770 |
0.045774 |
0.058098 |
-0.024397 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.00 |
25.16% |
$1.11 / 64 |
$1.13 / 123 |
62 / 106 |
40.908607% |
-0.291037 |
-0.022437 |
0.042903 |
0.054453 |
-0.020808 |
|
|
148 |
|
12/15(81) |
CALL |
220.00 / 230.00 |
$250 / $750 / 0.33 |
73.29% / $21.88 / 2.92% / 12.60% |
76.24% / $222.50 |
$2.50 / $6.50 / $4.00 / 5 |
39 / 18.62% / 95 |
5 |
Legs |
Vertical |
Bearish |
$203.14 (-0.03%) / 659K |
|
Earnings: 12/07 |
|
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 |
220.00 |
26.71% |
$6.50 / 22 |
$6.70 / 11 |
19 / 440 |
30.622906% |
0.379417 |
-0.088009 |
0.010723 |
0.373171 |
0.159689 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
230.00 |
16.23% |
$3.80 / 44 |
$4.00 / 5 |
6 / 595 |
29.864577% |
0.287225 |
-0.077694 |
0.009601 |
0.334126 |
0.122322 |
|
370 |
Legs |
12/15(81) |
PUT |
195.00 / 180.00 |
$370 / $1,130 / 0.33 |
68.20% / $1.46 / 0.13% / 0.53% |
73.08% / $191.30 |
$3.70 / $7.90 / $4.20 / 22 |
|
Underlying |
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 |
195.00 |
31.80% |
$7.90 / 35 |
$8.10 / 1 |
12 / 393 |
33.136559% |
-0.350636 |
-0.067332 |
0.010443 |
0.363431 |
-0.187477 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
180.00 |
15.06% |
$4.00 / 45 |
$4.20 / 22 |
7 / 348 |
35.726305% |
-0.199932 |
-0.052827 |
0.007887 |
0.274458 |
-0.104652 |
|
466 |
Legs |
12/15(81) |
PUT |
190.00 / 180.00 |
$220 / $780 / 0.28 |
74.68% / $8.55 / 1.10% / 4.61% |
77.25% / $187.80 |
$2.20 / $6.40 / $4.20 / 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) |
PUT |
190.00 |
25.32% |
$6.40 / 10 |
$6.60 / 7 |
11 / 229 |
34.096204% |
-0.297252 |
-0.063832 |
0.009756 |
0.339503 |
-0.157739 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
180.00 |
15.06% |
$4.00 / 45 |
$4.20 / 22 |
7 / 348 |
35.726305% |
-0.199932 |
-0.052827 |
0.007887 |
0.274458 |
-0.104652 |
|
477 |
Legs |
12/15(81) |
CALL |
220.00 / 240.00 |
$415 / $1,585 / 0.26 |
73.29% / $69.89 / 4.41% / 19.50% |
78.06% / $224.15 |
$4.15 / $6.50 / $2.35 / 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 |
220.00 |
26.71% |
$6.50 / 22 |
$6.70 / 11 |
19 / 440 |
30.622906% |
0.379417 |
-0.088009 |
0.010723 |
0.373171 |
0.159689 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
9.13% |
$2.20 / 27 |
$2.35 / 5 |
0 / 1,480 |
29.724401% |
0.210361 |
-0.065075 |
0.008129 |
0.282878 |
0.090463 |
|
492 |
Legs |
12/15(81) |
PUT |
195.00 / 175.00 |
$460 / $1,540 / 0.30 |
68.20% / $32.76 / 2.13% / 9.08% |
74.19% / $190.40 |
$4.60 / $7.90 / $3.30 / 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 |
195.00 |
31.80% |
$7.90 / 35 |
$8.10 / 1 |
12 / 393 |
33.136559% |
-0.350636 |
-0.067332 |
0.010443 |
0.363431 |
-0.187477 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
175.00 |
11.27% |
$3.10 / 59 |
$3.30 / 1 |
10 / 487 |
36.537607% |
-0.157895 |
-0.045955 |
0.006796 |
0.236515 |
-0.082138 |
|
125 |
Legs |
11/17(53) |
PUT |
195.00 / 175.00 |
$330 / $1,670 / 0.20 |
69.77% / $8.88 / 0.53% / 3.31% |
74.94% / $191.70 |
$3.30 / $4.60 / $1.30 / 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) |
PUT |
195.00 |
30.23% |
$4.60 / 17 |
$4.80 / 8 |
3 / 33 |
28.030460% |
-0.341313 |
-0.084002 |
0.012626 |
0.294645 |
-0.119487 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
7.76% |
$1.15 / 31 |
$1.30 / 17 |
0 / 1 |
32.156012% |
-0.121920 |
-0.048247 |
0.006960 |
0.162428 |
-0.041596 |
|
|
149 |
|
12/15(81) |
PUT |
150.00 / 145.00 |
$135 / $365 / 0.37 |
71.91% / $1.54 / 0.42% / 1.75% |
73.33% / $148.65 |
$1.35 / $6.75 / $5.40 / 70 |
36 / 19.28% / 74 |
5 |
Legs |
Vertical |
Bullish |
$162.1201 (-0.25%) / 3.13M |
|
Earnings: 12/05 |
|
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) |
PUT |
150.00 |
28.09% |
$6.75 / 70 |
$6.85 / 14 |
40 / 848 |
43.300816% |
-0.310000 |
-0.079374 |
0.008427 |
0.277676 |
-0.140150 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
145.00 |
23.09% |
$5.25 / 152 |
$5.40 / 188 |
0 / 577 |
43.961281% |
-0.265028 |
-0.074310 |
0.007824 |
0.257816 |
-0.118687 |
|
191 |
Legs |
12/15(81) |
PUT |
150.00 / 140.00 |
$260 / $740 / 0.35 |
71.91% / $10.88 / 1.47% / 6.21% |
74.59% / $147.40 |
$2.60 / $6.75 / $4.15 / 60 |
|
Underlying |
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 |
150.00 |
28.09% |
$6.75 / 70 |
$6.85 / 14 |
40 / 848 |
43.300816% |
-0.310000 |
-0.079374 |
0.008427 |
0.277676 |
-0.140150 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
140.00 |
18.75% |
$4.05 / 189 |
$4.15 / 60 |
0 / 1,086 |
44.644603% |
-0.222247 |
-0.068060 |
0.007114 |
0.234407 |
-0.098631 |
|
349 |
Legs |
12/15(81) |
PUT |
150.00 / 135.00 |
$355 / $1,145 / 0.31 |
71.91% / $14.84 / 1.30% / 5.46% |
75.53% / $146.45 |
$3.55 / $6.75 / $3.20 / 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) |
PUT |
150.00 |
28.09% |
$6.75 / 70 |
$6.85 / 14 |
40 / 848 |
43.300816% |
-0.310000 |
-0.079374 |
0.008427 |
0.277676 |
-0.140150 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
135.00 |
15.04% |
$3.05 / 229 |
$3.20 / 493 |
5 / 217 |
45.483714% |
-0.182387 |
-0.060857 |
0.006319 |
0.208240 |
-0.080246 |
|
418 |
Legs |
12/15(81) |
CALL |
185.00 / 195.00 |
$205 / $795 / 0.26 |
76.73% / $3.92 / 0.49% / 2.05% |
78.56% / $187.05 |
$2.05 / $5.85 / $3.80 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
185.00 |
23.27% |
$5.85 / 19 |
$5.95 / 49 |
18 / 356 |
40.606192% |
0.374043 |
-0.099744 |
0.009050 |
0.298215 |
0.120074 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
195.00 |
15.32% |
$3.70 / 159 |
$3.80 / 67 |
4 / 301 |
40.256216% |
0.299357 |
-0.090765 |
0.008297 |
0.273395 |
0.097426 |
|
428 |
Legs |
12/15(81) |
CALL |
180.00 / 195.00 |
$345 / $1,155 / 0.30 |
71.82% / $2.89 / 0.25% / 1.04% |
75.27% / $183.45 |
$3.45 / $7.25 / $3.80 / 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 |
180.00 |
28.18% |
$7.25 / 45 |
$7.40 / 70 |
47 / 1,319 |
40.878192% |
0.415107 |
-0.103100 |
0.009312 |
0.306862 |
0.132215 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
195.00 |
15.32% |
$3.70 / 159 |
$3.80 / 67 |
4 / 301 |
40.256216% |
0.299357 |
-0.090765 |
0.008297 |
0.273395 |
0.097426 |
|
207 |
Legs |
11/17(53) |
PUT |
155.00 / 130.00 |
$442 / $2,058 / 0.22 |
67.47% / $1.96 / 0.10% / 0.59% |
73.44% / $150.58 |
$4.42 / $5.35 / $0.93 / 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) |
PUT |
155.00 |
32.53% |
$5.35 / 101 |
$5.45 / 16 |
5 / 102 |
37.574139% |
-0.351502 |
-0.103268 |
0.010821 |
0.239105 |
-0.103847 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
8.38% |
$0.88 / 35 |
$0.93 / 31 |
1 / 27 |
42.712233% |
-0.111606 |
-0.054615 |
0.005542 |
0.122460 |
-0.031600 |
|
|
150 |
|
12/15(81) |
PUT |
32.00 / 31.00 |
$28 / $72 / 0.39 |
71.00% / $0.41 / 0.57% / 2.39% |
72.54% / $31.72 |
$0.28 / $1.23 / $0.95 / 1 |
46 / 23.62% / 51 |
5 |
Legs |
Vertical |
Bullish |
$34.20 (-1.30%) / 29.24M |
|
Earnings: 10/26 |
|
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 |
32.00 |
29.00% |
$1.23 / 219 |
$1.24 / 52 |
82 / 3,094 |
37.449753% |
-0.318210 |
-0.015951 |
0.043534 |
0.059326 |
-0.030080 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
31.00 |
23.76% |
$0.94 / 361 |
$0.95 / 1 |
101 / 3,639 |
37.981250% |
-0.272098 |
-0.014946 |
0.040513 |
0.055209 |
-0.025491 |
|
620 |
Legs |
12/15(81) |
PUT |
33.00 / 32.00 |
$34 / $66 / 0.52 |
65.12% / $0.33 / 0.50% / 2.09% |
67.19% / $32.66 |
$0.34 / $1.58 / $1.24 / 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) |
PUT |
33.00 |
34.88% |
$1.58 / 18 |
$1.59 / 662 |
2,113 / 1,647 |
36.955726% |
-0.365765 |
-0.016682 |
0.045884 |
0.062529 |
-0.034902 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
32.00 |
29.00% |
$1.23 / 219 |
$1.24 / 52 |
82 / 3,094 |
37.449753% |
-0.318210 |
-0.015951 |
0.043534 |
0.059326 |
-0.030080 |
|
703 |
Legs |
12/15(81) |
PUT |
32.00 / 27.00 |
$92 / $408 / 0.23 |
71.00% / $2.97 / 0.73% / 3.04% |
75.84% / $31.08 |
$0.92 / $1.23 / $0.31 / 219 |
|
Underlying |
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 |
32.00 |
29.00% |
$1.23 / 219 |
$1.24 / 52 |
82 / 3,094 |
37.449753% |
-0.318210 |
-0.015951 |
0.043534 |
0.059326 |
-0.030080 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
27.00 |
9.40% |
$0.30 / 200 |
$0.31 / 726 |
24 / 1,746 |
41.978737% |
-0.117247 |
-0.009047 |
0.024035 |
0.032754 |
-0.010643 |
|
758 |
Legs |
12/15(81) |
PUT |
33.00 / 28.00 |
$117 / $383 / 0.31 |
65.12% / $0.62 / 0.16% / 0.68% |
71.94% / $31.83 |
$1.17 / $1.58 / $0.41 / 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) |
PUT |
33.00 |
34.88% |
$1.58 / 18 |
$1.59 / 662 |
2,113 / 1,647 |
36.955726% |
-0.365765 |
-0.016682 |
0.045884 |
0.062529 |
-0.034902 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
28.00 |
12.07% |
$0.40 / 1,105 |
$0.41 / 482 |
14 / 1,701 |
40.686451% |
-0.150214 |
-0.010684 |
0.028501 |
0.038840 |
-0.013735 |
|
791 |
Legs |
12/15(81) |
PUT |
32.00 / 26.00 |
$100 / $500 / 0.20 |
71.00% / $8.70 / 1.74% / 7.39% |
76.24% / $31.00 |
$1.00 / $1.23 / $0.23 / 219 |
|
Underlying |
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 |
32.00 |
29.00% |
$1.23 / 219 |
$1.24 / 52 |
82 / 3,094 |
37.449753% |
-0.318210 |
-0.015951 |
0.043534 |
0.059326 |
-0.030080 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
26.00 |
7.24% |
$0.22 / 1,333 |
$0.23 / 705 |
20 / 4,115 |
43.188925% |
-0.088826 |
-0.007422 |
0.019644 |
0.026770 |
-0.008007 |
|
16 |
Legs |
11/17(53) |
PUT |
32.00 / 31.00 |
$25 / $75 / 0.33 |
73.40% / $0.29 / 0.38% / 2.38% |
75.00% / $31.75 |
$0.25 / $0.98 / $0.73 / 8 |
|
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 |
32.00 |
26.60% |
$0.98 / 1,328 |
$0.99 / 13 |
180 / 5,899 |
39.559274% |
-0.303081 |
-0.019422 |
0.052084 |
0.047597 |
-0.018589 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
31.00 |
20.58% |
$0.72 / 1,094 |
$0.73 / 8 |
32 / 3,141 |
40.333945% |
-0.248562 |
-0.017723 |
0.047249 |
0.043178 |
-0.015115 |
|
|
151 |
|
12/15(81) |
PUT |
180.00 / 175.00 |
$150 / $350 / 0.43 |
70.82% / $8.49 / 2.43% / 10.41% |
71.98% / $178.50 |
$1.50 / $10.20 / $8.70 / 8 |
25 / 12.88% / 99 |
5 |
Legs |
Vertical |
Bullish |
$195.00 (+2.66%) / 1.08M |
|
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) |
PUT |
180.00 |
29.18% |
$10.20 / 8 |
$10.40 / 30 |
3 / 274 |
50.607457% |
-0.314924 |
-0.111254 |
0.006148 |
0.336873 |
-0.176456 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
175.00 |
25.44% |
$8.50 / 70 |
$8.70 / 14 |
0 / 488 |
50.931084% |
-0.281709 |
-0.106344 |
0.005844 |
0.320194 |
-0.156567 |
|
189 |
Legs |
12/15(81) |
PUT |
180.00 / 170.00 |
$290 / $710 / 0.41 |
70.82% / $18.20 / 2.56% / 11.01% |
73.03% / $177.10 |
$2.90 / $10.20 / $7.30 / 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) |
PUT |
180.00 |
29.18% |
$10.20 / 8 |
$10.40 / 30 |
3 / 274 |
50.607457% |
-0.314924 |
-0.111254 |
0.006148 |
0.336873 |
-0.176456 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
170.00 |
22.04% |
$7.10 / 30 |
$7.30 / 57 |
2 / 505 |
51.620470% |
-0.249398 |
-0.100485 |
0.005494 |
0.300994 |
-0.137520 |
|
235 |
Legs |
12/15(81) |
PUT |
180.00 / 165.00 |
$420 / $1,080 / 0.39 |
70.82% / $32.18 / 2.98% / 12.89% |
73.99% / $175.80 |
$4.20 / $10.20 / $6.00 / 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) |
PUT |
180.00 |
29.18% |
$10.20 / 8 |
$10.40 / 30 |
3 / 274 |
50.607457% |
-0.314924 |
-0.111254 |
0.006148 |
0.336873 |
-0.176456 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
165.00 |
18.98% |
$5.80 / 79 |
$6.00 / 16 |
1 / 93 |
52.037876% |
-0.218303 |
-0.093775 |
0.005102 |
0.279568 |
-0.119457 |
|
242 |
Legs |
12/15(81) |
PUT |
175.00 / 165.00 |
$250 / $750 / 0.33 |
74.56% / $16.48 / 2.20% / 9.39% |
76.31% / $172.50 |
$2.50 / $8.50 / $6.00 / 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) |
PUT |
175.00 |
25.44% |
$8.50 / 70 |
$8.70 / 14 |
0 / 488 |
50.931084% |
-0.281709 |
-0.106344 |
0.005844 |
0.320194 |
-0.156567 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
165.00 |
18.98% |
$5.80 / 79 |
$6.00 / 16 |
1 / 93 |
52.037876% |
-0.218303 |
-0.093775 |
0.005102 |
0.279568 |
-0.119457 |
|
252 |
Legs |
12/15(81) |
PUT |
180.00 / 160.00 |
$530 / $1,470 / 0.36 |
70.82% / $43.92 / 2.99% / 12.92% |
74.78% / $174.70 |
$5.30 / $10.20 / $4.90 / 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) |
PUT |
180.00 |
29.18% |
$10.20 / 8 |
$10.40 / 30 |
3 / 274 |
50.607457% |
-0.314924 |
-0.111254 |
0.006148 |
0.336873 |
-0.176456 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
160.00 |
16.26% |
$4.70 / 45 |
$4.90 / 13 |
0 / 107 |
52.569309% |
-0.188721 |
-0.086344 |
0.004678 |
0.256296 |
-0.102507 |
|
7 |
Legs |
11/17(53) |
PUT |
180.00 / 175.00 |
$130 / $370 / 0.35 |
72.81% / $0.26 / 0.07% / 0.44% |
74.00% / $178.70 |
$1.30 / $8.20 / $6.90 / 66 |
|
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 |
180.00 |
27.19% |
$8.20 / 66 |
$8.50 / 177 |
10 / 22 |
53.473188% |
-0.303316 |
-0.136263 |
0.007386 |
0.271370 |
-0.109403 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
22.82% |
$6.70 / 19 |
$6.90 / 83 |
0 / 68 |
53.995276% |
-0.263722 |
-0.128052 |
0.006906 |
0.253758 |
-0.094383 |
|
|
152 |
|
12/15(81) |
CALL |
155.00 / 160.00 |
$131 / $369 / 0.36 |
71.68% / $1.21 / 0.33% / 1.36% |
73.79% / $156.31 |
$1.31 / $4.10 / $2.79 / 5 |
37 / 65.39% / 99 |
5 |
Legs |
Vertical |
Bearish |
$143.50 (-0.24%) / 4.93M |
|
|
|
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 |
155.00 |
28.32% |
$4.10 / 449 |
$4.15 / 5 |
25 / 4,973 |
28.388001% |
0.394649 |
-0.063954 |
0.014077 |
0.266775 |
0.116504 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
160.00 |
20.80% |
$2.75 / 105 |
$2.79 / 5 |
479 / 27,389 |
27.914470% |
0.331896 |
-0.060132 |
0.013283 |
0.251721 |
0.098850 |
|
405 |
Legs |
12/15(81) |
CALL |
155.00 / 165.00 |
$226 / $774 / 0.29 |
71.68% / $1.13 / 0.15% / 0.60% |
75.26% / $157.26 |
$2.26 / $4.10 / $1.84 / 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 |
155.00 |
28.32% |
$4.10 / 449 |
$4.15 / 5 |
25 / 4,973 |
28.388001% |
0.394649 |
-0.063954 |
0.014077 |
0.266775 |
0.116504 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
165.00 |
14.78% |
$1.80 / 344 |
$1.84 / 3 |
20 / 2,790 |
27.653285% |
0.275223 |
-0.055165 |
0.012221 |
0.231613 |
0.082609 |
|
643 |
Legs |
12/15(81) |
CALL |
155.00 / 170.00 |
$290 / $1,210 / 0.24 |
71.68% / $12.74 / 1.05% / 4.42% |
76.22% / $157.90 |
$2.90 / $4.10 / $1.20 / 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 |
155.00 |
28.32% |
$4.10 / 449 |
$4.15 / 5 |
25 / 4,973 |
28.388001% |
0.394649 |
-0.063954 |
0.014077 |
0.266775 |
0.116504 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
170.00 |
10.18% |
$1.16 / 403 |
$1.20 / 11 |
1 / 16,157 |
27.573156% |
0.225208 |
-0.049487 |
0.010991 |
0.208291 |
0.068061 |
|
803 |
Legs |
12/15(81) |
CALL |
155.00 / 175.00 |
$331 / $1,669 / 0.20 |
71.68% / $40.32 / 2.42% / 10.36% |
76.82% / $158.31 |
$3.31 / $4.10 / $0.79 / 449 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
155.00 |
28.32% |
$4.10 / 449 |
$4.15 / 5 |
25 / 4,973 |
28.388001% |
0.394649 |
-0.063954 |
0.014077 |
0.266775 |
0.116504 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
175.00 |
6.80% |
$0.75 / 75 |
$0.79 / 511 |
2 / 1,200 |
27.720053% |
0.181981 |
-0.043493 |
0.009680 |
0.183457 |
0.055331 |
|
829 |
Legs |
12/15(81) |
CALL |
160.00 / 170.00 |
$155 / $845 / 0.18 |
79.20% / $1.83 / 0.22% / 0.90% |
81.22% / $161.55 |
$1.55 / $2.75 / $1.20 / 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 |
160.00 |
20.80% |
$2.75 / 105 |
$2.79 / 5 |
479 / 27,389 |
27.914470% |
0.331896 |
-0.060132 |
0.013283 |
0.251721 |
0.098850 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
170.00 |
10.18% |
$1.16 / 403 |
$1.20 / 11 |
1 / 16,157 |
27.573156% |
0.225208 |
-0.049487 |
0.010991 |
0.208291 |
0.068061 |
|
336 |
Legs |
11/17(53) |
PUT |
135.00 / 120.00 |
$194 / $1,306 / 0.15 |
74.45% / $2.77 / 0.21% / 1.31% |
78.04% / $133.06 |
$1.94 / $2.65 / $0.71 / 771 |
|
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 |
135.00 |
25.55% |
$2.65 / 771 |
$2.71 / 634 |
84 / 178 |
29.258279% |
-0.298680 |
-0.064613 |
0.015526 |
0.197318 |
-0.074431 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
6.43% |
$0.67 / 61 |
$0.71 / 2,008 |
0 / 43 |
34.546933% |
-0.098775 |
-0.033007 |
0.007790 |
0.099003 |
-0.023978 |
|
|
155 |
|
12/15(81) |
PUT |
20.00 / 17.50 |
$64 / $186 / 0.34 |
74.15% / $1.38 / 0.74% / 3.11% |
74.94% / $19.36 |
$0.64 / $1.50 / $0.86 / 49 |
90 / 81.68% / 72 |
5 |
Legs |
Vertical |
Bullish |
$24.49 (-4.52%) / 7.58M |
|
Earnings: 12/06 |
|
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) |
PUT |
20.00 |
25.85% |
$1.50 / 49 |
$1.55 / 23 |
39 / 1,519 |
81.817070% |
-0.212208 |
-0.050538 |
0.009477 |
0.034605 |
-0.030852 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.50 |
22.91% |
$0.80 / 66 |
$0.86 / 50 |
17 / 2,353 |
83.149999% |
-0.182280 |
-0.046242 |
0.008644 |
0.031563 |
-0.025384 |
|
262 |
Legs |
12/15(81) |
PUT |
22.50 / 15.00 |
$209 / $541 / 0.39 |
70.73% / $10.26 / 1.90% / 8.07% |
73.62% / $20.41 |
$2.09 / $2.51 / $0.42 / 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 |
22.50 |
29.27% |
$2.51 / 59 |
$2.57 / 21 |
58 / 3,690 |
81.748139% |
-0.240844 |
-0.054107 |
0.010179 |
0.037171 |
-0.036458 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
20.36% |
$0.37 / 72 |
$0.42 / 49 |
10 / 1,856 |
85.295088% |
-0.151201 |
-0.041112 |
0.007661 |
0.027973 |
-0.020102 |
|
266 |
Legs |
12/15(81) |
PUT |
22.50 / 17.50 |
$165 / $335 / 0.49 |
70.73% / $26.00 / 7.76% / 36.15% |
73.04% / $20.85 |
$1.65 / $2.51 / $0.86 / 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 |
29.27% |
$2.51 / 59 |
$2.57 / 21 |
58 / 3,690 |
81.748139% |
-0.240844 |
-0.054107 |
0.010179 |
0.037171 |
-0.036458 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.50 |
22.91% |
$0.80 / 66 |
$0.86 / 50 |
17 / 2,353 |
83.149999% |
-0.182280 |
-0.046242 |
0.008644 |
0.031563 |
-0.025384 |
|
281 |
Legs |
12/15(81) |
PUT |
22.50 / 20.00 |
$96 / $154 / 0.62 |
70.73% / $24.08 / 15.64% / 82.18% |
72.10% / $21.54 |
$0.96 / $2.51 / $1.55 / 23 |
|
Underlying |
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 |
29.27% |
$2.51 / 59 |
$2.57 / 21 |
58 / 3,690 |
81.748139% |
-0.240844 |
-0.054107 |
0.010179 |
0.037171 |
-0.036458 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
20.00 |
25.85% |
$1.50 / 49 |
$1.55 / 23 |
39 / 1,519 |
81.817070% |
-0.212208 |
-0.050538 |
0.009477 |
0.034605 |
-0.030852 |
|
974 |
Legs |
12/15(81) |
CALL |
25.00 / 27.50 |
$82 / $168 / 0.49 |
66.76% / $0.87 / 0.52% / 2.16% |
68.10% / $25.82 |
$0.82 / $3.25 / $2.43 / 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 |
25.00 |
33.24% |
$3.25 / 63 |
$3.35 / 117 |
96 / 3,154 |
68.927336% |
0.731855 |
-0.060134 |
0.010769 |
0.039323 |
0.015439 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
27.50 |
29.35% |
$2.37 / 12 |
$2.43 / 21 |
75 / 680 |
69.794249% |
0.705885 |
-0.062842 |
0.011261 |
0.041120 |
0.015414 |
|
33 |
Legs |
11/17(53) |
PUT |
22.50 / 20.00 |
$78 / $172 / 0.45 |
68.67% / $2.08 / 1.21% / 7.68% |
70.08% / $21.72 |
$0.78 / $1.59 / $0.81 / 5 |
|
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 |
22.50 |
31.33% |
$1.59 / 5 |
$1.61 / 58 |
323 / 2,201 |
71.581777% |
-0.271962 |
-0.071103 |
0.013244 |
0.032430 |
-0.022947 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
27.04% |
$0.79 / 46 |
$0.81 / 170 |
20 / 404 |
72.740330% |
-0.234797 |
-0.065989 |
0.012259 |
0.030017 |
-0.019045 |
|
|
156 |
|
12/15(81) |
PUT |
200.00 / 195.00 |
$130 / $370 / 0.35 |
74.84% / $6.70 / 1.81% / 7.69% |
75.35% / $198.70 |
$1.30 / $12.70 / $11.40 / 35 |
18 / 13.31% / 81 |
5 |
Legs |
Vertical |
Bullish |
$236.25 (+2.03%) / 1.6M |
|
Earnings: 11/07 |
|
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) |
PUT |
200.00 |
25.16% |
$12.70 / 86 |
$13.00 / 55 |
7 / 294 |
67.784232% |
-0.263440 |
-0.181566 |
0.003270 |
0.372636 |
-0.192022 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
195.00 |
23.24% |
$11.20 / 49 |
$11.40 / 35 |
0 / 103 |
68.109482% |
-0.244244 |
-0.174910 |
0.003142 |
0.358123 |
-0.176785 |
|
211 |
Legs |
12/15(81) |
PUT |
200.00 / 190.00 |
$270 / $730 / 0.37 |
74.84% / $28.45 / 3.90% / 17.10% |
75.89% / $197.30 |
$2.70 / $12.70 / $10.00 / 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) |
PUT |
200.00 |
25.16% |
$12.70 / 86 |
$13.00 / 55 |
7 / 294 |
67.784232% |
-0.263440 |
-0.181566 |
0.003270 |
0.372636 |
-0.192022 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
190.00 |
21.44% |
$9.80 / 46 |
$10.00 / 31 |
1 / 267 |
68.513256% |
-0.225360 |
-0.167679 |
0.003006 |
0.342538 |
-0.161988 |
|
221 |
Legs |
12/15(81) |
PUT |
210.00 / 200.00 |
$330 / $670 / 0.49 |
70.66% / $45.28 / 6.76% / 31.00% |
72.09% / $206.70 |
$3.30 / $16.30 / $13.00 / 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) |
PUT |
210.00 |
29.34% |
$16.30 / 31 |
$16.50 / 38 |
4 / 101 |
67.305468% |
-0.302487 |
-0.193047 |
0.003494 |
0.398227 |
-0.223652 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
25.16% |
$12.70 / 86 |
$13.00 / 55 |
7 / 294 |
67.784232% |
-0.263440 |
-0.181566 |
0.003270 |
0.372636 |
-0.192022 |
|
251 |
Legs |
12/15(81) |
PUT |
200.00 / 185.00 |
$400 / $1,100 / 0.36 |
74.84% / $46.42 / 4.22% / 18.61% |
76.38% / $196.00 |
$4.00 / $12.70 / $8.70 / 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) |
PUT |
200.00 |
25.16% |
$12.70 / 86 |
$13.00 / 55 |
7 / 294 |
67.784232% |
-0.263440 |
-0.181566 |
0.003270 |
0.372636 |
-0.192022 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
185.00 |
19.76% |
$8.50 / 76 |
$8.70 / 74 |
0 / 42 |
68.851651% |
-0.206864 |
-0.159910 |
0.002860 |
0.325959 |
-0.147675 |
|
260 |
Legs |
12/15(81) |
PUT |
210.00 / 195.00 |
$490 / $1,010 / 0.49 |
70.66% / $71.02 / 7.03% / 32.38% |
72.77% / $205.10 |
$4.90 / $16.30 / $11.40 / 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) |
PUT |
210.00 |
29.34% |
$16.30 / 31 |
$16.50 / 38 |
4 / 101 |
67.305468% |
-0.302487 |
-0.193047 |
0.003494 |
0.398227 |
-0.223652 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
195.00 |
23.24% |
$11.20 / 49 |
$11.40 / 35 |
0 / 103 |
68.109482% |
-0.244244 |
-0.174910 |
0.003142 |
0.358123 |
-0.176785 |
|
20 |
Legs |
11/17(53) |
PUT |
210.00 / 200.00 |
$290 / $710 / 0.41 |
72.23% / $25.00 / 3.52% / 23.67% |
73.73% / $207.10 |
$2.90 / $12.70 / $9.80 / 231 |
|
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 |
210.00 |
27.77% |
$12.70 / 241 |
$13.00 / 115 |
28 / 385 |
69.874296% |
-0.295771 |
-0.236795 |
0.004224 |
0.322799 |
-0.138185 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
200.00 |
22.85% |
$9.50 / 297 |
$9.80 / 231 |
78 / 621 |
70.552705% |
-0.248993 |
-0.218326 |
0.003877 |
0.296305 |
-0.114751 |
|
|
159 |
|
12/15(81) |
CALL |
73.00 / 74.00 |
$29 / $71 / 0.41 |
70.43% / $1.53 / 2.15% / 9.18% |
72.71% / $73.29 |
$0.29 / $0.74 / $0.45 / 58 |
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 |
73.00 |
29.57% |
$0.74 / 58 |
$0.76 / 10 |
115 / 236 |
11.317129% |
0.374149 |
-0.014394 |
0.063594 |
0.128415 |
0.058021 |
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 |
|
233 |
Legs |
12/15(81) |
CALL |
73.00 / 75.00 |
$49 / $151 / 0.33 |
70.43% / $0.85 / 0.56% / 2.35% |
74.23% / $73.49 |
$0.49 / $0.74 / $0.25 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
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 |
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 |
|
516 |
Legs |
12/15(81) |
CALL |
73.00 / 76.00 |
$61 / $239 / 0.26 |
70.43% / $1.26 / 0.53% / 2.20% |
75.11% / $73.61 |
$0.61 / $0.74 / $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 |
73.00 |
29.57% |
$0.74 / 58 |
$0.76 / 10 |
115 / 236 |
11.317129% |
0.374149 |
-0.014394 |
0.063594 |
0.128415 |
0.058021 |
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 |
|
735 |
Legs |
12/15(81) |
CALL |
73.00 / 77.00 |
$67 / $333 / 0.20 |
70.43% / $4.51 / 1.35% / 5.71% |
75.55% / $73.67 |
$0.67 / $0.74 / $0.07 / 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 |
73.00 |
29.57% |
$0.74 / 58 |
$0.76 / 10 |
115 / 236 |
11.317129% |
0.374149 |
-0.014394 |
0.063594 |
0.128415 |
0.058021 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
77.00 |
7.46% |
$0.06 / 66 |
$0.07 / 55 |
201 / 737 |
9.962469% |
0.170305 |
-0.009398 |
0.042603 |
0.086027 |
0.026755 |
|
858 |
Legs |
12/15(81) |
CALL |
73.00 / 78.00 |
$69 / $431 / 0.16 |
70.43% / $10.37 / 2.41% / 10.32% |
75.69% / $73.69 |
$0.69 / $0.74 / $0.05 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
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 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
78.00 |
4.84% |
$0.04 / 1 |
$0.05 / 1,795 |
22 / 718 |
10.485880% |
0.134364 |
-0.007996 |
0.036403 |
0.073508 |
0.021161 |
|
102 |
Legs |
11/17(53) |
CALL |
72.00 / 74.00 |
$56 / $144 / 0.39 |
65.19% / $0.48 / 0.33% / 2.07% |
70.92% / $72.56 |
$0.56 / $0.77 / $0.21 / 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 |
72.00 |
34.81% |
$0.77 / 177 |
$0.79 / 15 |
79 / 249 |
11.441372% |
0.410132 |
-0.017888 |
0.079762 |
0.108008 |
0.043006 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
74.00 |
16.88% |
$0.19 / 118 |
$0.21 / 188 |
29 / 304 |
10.135731% |
0.266362 |
-0.014875 |
0.067448 |
0.091333 |
0.028143 |
|
|
161 |
|
12/15(81) |
PUT |
140.00 / 135.00 |
$130 / $370 / 0.35 |
73.97% / $5.65 / 1.53% / 6.45% |
75.08% / $138.70 |
$1.30 / $7.60 / $6.30 / 13 |
32 / 16.14% / 48 |
5 |
Legs |
Vertical |
Bullish |
$157.00 (-0.90%) / 549K |
|
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) |
PUT |
140.00 |
26.03% |
$7.60 / 13 |
$7.80 / 20 |
0 / 104 |
54.113755% |
-0.285693 |
-0.089101 |
0.007081 |
0.257779 |
-0.128132 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
135.00 |
21.93% |
$6.10 / 61 |
$6.30 / 21 |
0 / 92 |
54.776126% |
-0.246644 |
-0.083209 |
0.006573 |
0.239275 |
-0.109524 |
|
203 |
Legs |
12/15(81) |
PUT |
145.00 / 140.00 |
$160 / $340 / 0.47 |
69.37% / $11.92 / 3.51% / 15.29% |
70.90% / $143.40 |
$1.60 / $9.40 / $7.80 / 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) |
PUT |
145.00 |
30.63% |
$9.40 / 44 |
$9.60 / 34 |
0 / 149 |
53.731028% |
-0.325954 |
-0.093827 |
0.007507 |
0.273291 |
-0.147702 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
140.00 |
26.03% |
$7.60 / 13 |
$7.80 / 20 |
0 / 104 |
54.113755% |
-0.285693 |
-0.089101 |
0.007081 |
0.257779 |
-0.128132 |
|
232 |
Legs |
12/15(81) |
PUT |
140.00 / 130.00 |
$260 / $740 / 0.35 |
73.97% / $24.90 / 3.36% / 14.64% |
76.17% / $137.40 |
$2.60 / $7.60 / $5.00 / 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 |
140.00 |
26.03% |
$7.60 / 13 |
$7.80 / 20 |
0 / 104 |
54.113755% |
-0.285693 |
-0.089101 |
0.007081 |
0.257779 |
-0.128132 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
130.00 |
18.32% |
$4.80 / 87 |
$5.00 / 13 |
0 / 162 |
55.372107% |
-0.209355 |
-0.076291 |
0.005994 |
0.218180 |
-0.092079 |
|
267 |
Legs |
12/15(81) |
PUT |
145.00 / 135.00 |
$310 / $690 / 0.45 |
69.37% / $27.44 / 3.98% / 17.47% |
72.28% / $141.90 |
$3.10 / $9.40 / $6.30 / 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) |
PUT |
145.00 |
30.63% |
$9.40 / 44 |
$9.60 / 34 |
0 / 149 |
53.731028% |
-0.325954 |
-0.093827 |
0.007507 |
0.273291 |
-0.147702 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
135.00 |
21.93% |
$6.10 / 61 |
$6.30 / 21 |
0 / 92 |
54.776126% |
-0.246644 |
-0.083209 |
0.006573 |
0.239275 |
-0.109524 |
|
279 |
Legs |
12/15(81) |
PUT |
145.00 / 120.00 |
$640 / $1,860 / 0.34 |
69.37% / $80.03 / 4.30% / 19.00% |
75.17% / $138.60 |
$6.40 / $9.40 / $3.00 / 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) |
PUT |
145.00 |
30.63% |
$9.40 / 44 |
$9.60 / 34 |
0 / 149 |
53.731028% |
-0.325954 |
-0.093827 |
0.007507 |
0.273291 |
-0.147702 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
120.00 |
12.50% |
$2.85 / 7 |
$3.00 / 25 |
10 / 183 |
56.771712% |
-0.142143 |
-0.060204 |
0.004685 |
0.170553 |
-0.061394 |
|
11 |
Legs |
11/17(53) |
PUT |
145.00 / 140.00 |
$140 / $360 / 0.39 |
71.06% / $2.65 / 0.74% / 4.61% |
72.65% / $143.60 |
$1.40 / $7.40 / $6.00 / 7 |
|
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 |
145.00 |
28.94% |
$7.40 / 7 |
$7.60 / 23 |
45 / 132 |
55.404537% |
-0.317221 |
-0.115467 |
0.009065 |
0.221284 |
-0.092371 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
23.53% |
$5.70 / 37 |
$6.00 / 74 |
7 / 213 |
55.929023% |
-0.269016 |
-0.107596 |
0.008397 |
0.204975 |
-0.077562 |
|
|
163 |
|
12/15(81) |
CALL |
250.00 / 260.00 |
$250 / $750 / 0.33 |
72.39% / $2.29 / 0.30% / 1.27% |
74.67% / $252.50 |
$2.50 / $7.95 / $5.45 / 38 |
46 / 11.92% / 20 |
5 |
Legs |
Vertical |
Bearish |
$228.70 (+0.55%) / 2.22M |
|
Earnings: 11/16 |
|
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 |
250.00 |
27.61% |
$7.95 / 70 |
$8.10 / 9 |
16 / 1,082 |
33.227705% |
0.395196 |
-0.115993 |
0.008219 |
0.426421 |
0.183862 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
19.25% |
$5.30 / 93 |
$5.45 / 38 |
64 / 2,768 |
32.846459% |
0.323522 |
-0.107167 |
0.007667 |
0.397792 |
0.152147 |
|
448 |
Legs |
12/15(81) |
CALL |
250.00 / 270.00 |
$440 / $1,560 / 0.28 |
72.39% / $24.08 / 1.54% / 6.53% |
76.32% / $254.40 |
$4.40 / $7.95 / $3.55 / 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 |
250.00 |
27.61% |
$7.95 / 70 |
$8.10 / 9 |
16 / 1,082 |
33.227705% |
0.395196 |
-0.115993 |
0.008219 |
0.426421 |
0.183862 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
270.00 |
12.87% |
$3.45 / 115 |
$3.55 / 3 |
32 / 1,375 |
32.578243% |
0.260212 |
-0.096058 |
0.006926 |
0.359324 |
0.123511 |
|
479 |
Legs |
12/15(81) |
PUT |
220.00 / 195.00 |
$635 / $1,865 / 0.34 |
66.65% / $37.96 / 2.04% / 8.68% |
73.03% / $213.65 |
$6.35 / $10.05 / $3.70 / 4 |
|
Underlying |
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 |
220.00 |
33.35% |
$10.05 / 7 |
$10.20 / 48 |
56 / 1,938 |
35.925834% |
-0.359342 |
-0.091152 |
0.007979 |
0.414003 |
-0.222037 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
195.00 |
13.01% |
$3.60 / 46 |
$3.70 / 4 |
13 / 457 |
38.588987% |
-0.170814 |
-0.064481 |
0.005417 |
0.281068 |
-0.102267 |
|
490 |
Legs |
12/15(81) |
PUT |
220.00 / 200.00 |
$540 / $1,460 / 0.37 |
66.65% / $13.16 / 0.90% / 3.77% |
72.13% / $214.60 |
$5.40 / $10.05 / $4.65 / 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) |
PUT |
220.00 |
33.35% |
$10.05 / 7 |
$10.20 / 48 |
56 / 1,938 |
35.925834% |
-0.359342 |
-0.091152 |
0.007979 |
0.414003 |
-0.222037 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
16.05% |
$4.50 / 19 |
$4.65 / 85 |
36 / 1,397 |
38.063872% |
-0.204127 |
-0.071526 |
0.006048 |
0.313818 |
-0.122914 |
|
506 |
Legs |
12/15(81) |
PUT |
210.00 / 200.00 |
$215 / $785 / 0.27 |
76.33% / $7.32 / 0.93% / 3.91% |
78.14% / $207.85 |
$2.15 / $6.80 / $4.65 / 85 |
|
Underlying |
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 |
210.00 |
23.67% |
$6.80 / 119 |
$7.00 / 172 |
13 / 2,541 |
36.863670% |
-0.278254 |
-0.083410 |
0.007162 |
0.371615 |
-0.169625 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
16.05% |
$4.50 / 19 |
$4.65 / 85 |
36 / 1,397 |
38.063872% |
-0.204127 |
-0.071526 |
0.006048 |
0.313818 |
-0.122914 |
|
81 |
Legs |
11/17(53) |
PUT |
220.00 / 200.00 |
$465 / $1,535 / 0.30 |
67.95% / $15.41 / 1.00% / 6.33% |
73.60% / $215.35 |
$4.65 / $7.50 / $2.85 / 5 |
|
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 |
220.00 |
32.05% |
$7.50 / 27 |
$7.65 / 42 |
57 / 170 |
35.125369% |
-0.352745 |
-0.113666 |
0.009681 |
0.336817 |
-0.142100 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
200.00 |
12.44% |
$2.77 / 15 |
$2.85 / 5 |
19 / 123 |
37.910680% |
-0.171592 |
-0.080292 |
0.006635 |
0.230834 |
-0.067449 |
|
|
164 |
|
12/15(81) |
CALL |
120.00 / 125.00 |
$130 / $370 / 0.35 |
71.76% / $3.10 / 0.84% / 3.51% |
74.21% / $121.30 |
$1.30 / $4.30 / $3.00 / 21 |
55 / 29.12% / 39 |
5 |
Legs |
Vertical |
Bearish |
$110.67 (-0.07%) / 1.38M |
|
Earnings: 11/28 |
|
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 |
120.00 |
28.24% |
$4.30 / 46 |
$4.40 / 19 |
130 / 476 |
35.266070% |
0.398404 |
-0.052585 |
0.016631 |
0.205984 |
0.089610 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
125.00 |
19.58% |
$2.85 / 63 |
$3.00 / 21 |
1 / 619 |
34.658401% |
0.325151 |
-0.049089 |
0.015531 |
0.192361 |
0.073966 |
|
351 |
Legs |
12/15(81) |
CALL |
120.00 / 130.00 |
$235 / $765 / 0.31 |
71.76% / $21.20 / 2.77% / 11.95% |
76.09% / $122.35 |
$2.35 / $4.30 / $1.95 / 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 |
120.00 |
28.24% |
$4.30 / 46 |
$4.40 / 19 |
130 / 476 |
35.266070% |
0.398404 |
-0.052585 |
0.016631 |
0.205984 |
0.089610 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
130.00 |
12.99% |
$1.85 / 63 |
$1.95 / 3 |
7 / 771 |
34.150707% |
0.260530 |
-0.044299 |
0.014021 |
0.173661 |
0.059841 |
|
603 |
Legs |
12/15(81) |
CALL |
120.00 / 135.00 |
$300 / $1,200 / 0.25 |
71.76% / $48.09 / 4.01% / 17.61% |
77.21% / $123.00 |
$3.00 / $4.30 / $1.30 / 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 |
120.00 |
28.24% |
$4.30 / 46 |
$4.40 / 19 |
130 / 476 |
35.266070% |
0.398404 |
-0.052585 |
0.016631 |
0.205984 |
0.089610 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
135.00 |
8.28% |
$1.20 / 53 |
$1.30 / 27 |
1 / 320 |
34.194410% |
0.205224 |
-0.038797 |
0.012285 |
0.152155 |
0.047532 |
|
664 |
Legs |
12/15(81) |
PUT |
105.00 / 90.00 |
$310 / $1,190 / 0.26 |
67.99% / $16.43 / 1.38% / 5.82% |
74.11% / $101.90 |
$3.10 / $4.70 / $1.60 / 98 |
|
Underlying |
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 |
105.00 |
32.01% |
$4.70 / 126 |
$4.90 / 98 |
0 / 541 |
37.293430% |
-0.343548 |
-0.047819 |
0.015866 |
0.196514 |
-0.102946 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
90.00 |
9.77% |
$1.45 / 44 |
$1.60 / 98 |
1 / 126 |
42.563731% |
-0.126364 |
-0.027473 |
0.008970 |
0.111099 |
-0.036459 |
|
667 |
Legs |
12/15(81) |
CALL |
125.00 / 130.00 |
$90 / $410 / 0.22 |
80.42% / $5.98 / 1.46% / 6.16% |
81.76% / $125.90 |
$0.90 / $2.85 / $1.95 / 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 |
125.00 |
19.58% |
$2.85 / 63 |
$3.00 / 21 |
1 / 619 |
34.658401% |
0.325151 |
-0.049089 |
0.015531 |
0.192361 |
0.073966 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
130.00 |
12.99% |
$1.85 / 63 |
$1.95 / 3 |
7 / 771 |
34.150707% |
0.260530 |
-0.044299 |
0.014021 |
0.173661 |
0.059841 |
|
343 |
Legs |
11/17(53) |
CALL |
120.00 / 135.00 |
$165 / $1,335 / 0.12 |
75.22% / $13.07 / 0.98% / 6.17% |
78.71% / $121.65 |
$1.65 / $1.95 / $0.30 / 194 |
|
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 |
24.78% |
$1.95 / 194 |
$2.05 / 3 |
5 / 99 |
28.350273% |
0.361002 |
-0.062439 |
0.019754 |
0.164067 |
0.056090 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
135.00 |
4.71% |
$0.20 / 276 |
$0.30 / 397 |
0 / 22 |
28.369373% |
0.147357 |
-0.038408 |
0.012176 |
0.101128 |
0.023520 |
|
|
165 |
|
12/15(81) |
PUT |
310.00 / 300.00 |
$315 / $685 / 0.46 |
69.92% / $23.76 / 3.47% / 15.12% |
71.32% / $306.85 |
$3.15 / $20.50 / $17.35 / 4 |
23 / 16.13% / 86 |
5 |
Legs |
Vertical |
Bullish |
$335.76 (+0.64%) / 1.26M |
|
Earnings: 12/05 |
|
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) |
PUT |
310.00 |
30.08% |
$20.50 / 4 |
$20.80 / 5 |
7 / 68 |
54.967135% |
-0.321511 |
-0.199035 |
0.003501 |
0.583010 |
-0.311778 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
25.80% |
$17.00 / 9 |
$17.35 / 6 |
3 / 86 |
55.580727% |
-0.283834 |
-0.189405 |
0.003310 |
0.551317 |
-0.272621 |
|
169 |
Legs |
12/15(81) |
PUT |
300.00 / 290.00 |
$270 / $730 / 0.37 |
74.20% / $22.35 / 3.06% / 13.26% |
75.28% / $297.30 |
$2.70 / $17.00 / $14.30 / 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 |
300.00 |
25.80% |
$17.00 / 9 |
$17.35 / 6 |
3 / 86 |
55.580727% |
-0.283834 |
-0.189405 |
0.003310 |
0.551317 |
-0.272621 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
290.00 |
21.96% |
$13.90 / 11 |
$14.30 / 10 |
0 / 21 |
56.171297% |
-0.247252 |
-0.177602 |
0.003086 |
0.514016 |
-0.235297 |
|
219 |
Legs |
12/15(81) |
CALL |
380.00 / 400.00 |
$495 / $1,505 / 0.33 |
73.15% / $6.53 / 0.43% / 1.80% |
75.12% / $384.95 |
$4.95 / $19.85 / $14.90 / 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 |
380.00 |
26.85% |
$19.85 / 11 |
$20.15 / 3 |
0 / 81 |
52.528722% |
0.417931 |
-0.249401 |
0.003815 |
0.635332 |
0.266844 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
19.53% |
$14.60 / 5 |
$14.90 / 12 |
7 / 87 |
52.249417% |
0.353402 |
-0.236062 |
0.003631 |
0.604780 |
0.228888 |
|
240 |
Legs |
12/15(81) |
PUT |
310.00 / 290.00 |
$620 / $1,380 / 0.45 |
69.92% / $61.92 / 4.49% / 19.87% |
72.62% / $303.80 |
$6.20 / $20.50 / $14.30 / 4 |
|
Underlying |
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 |
310.00 |
30.08% |
$20.50 / 4 |
$20.80 / 5 |
7 / 68 |
54.967135% |
-0.321511 |
-0.199035 |
0.003501 |
0.583010 |
-0.311778 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
290.00 |
21.96% |
$13.90 / 11 |
$14.30 / 10 |
0 / 21 |
56.171297% |
-0.247252 |
-0.177602 |
0.003086 |
0.514016 |
-0.235297 |
|
244 |
Legs |
12/15(81) |
PUT |
300.00 / 280.00 |
$540 / $1,460 / 0.37 |
74.20% / $69.10 / 4.73% / 21.04% |
76.33% / $294.60 |
$5.40 / $17.00 / $11.60 / 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 |
300.00 |
25.80% |
$17.00 / 9 |
$17.35 / 6 |
3 / 86 |
55.580727% |
-0.283834 |
-0.189405 |
0.003310 |
0.551317 |
-0.272621 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
18.56% |
$11.30 / 1 |
$11.60 / 10 |
2 / 27 |
56.827303% |
-0.212216 |
-0.163871 |
0.002833 |
0.471823 |
-0.200157 |
|
129 |
Legs |
11/17(53) |
PUT |
310.00 / 260.00 |
$877 / $4,123 / 0.21 |
71.72% / $3.98 / 0.10% / 0.59% |
76.16% / $301.23 |
$8.77 / $11.25 / $2.48 / 22 |
|
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 |
310.00 |
28.28% |
$11.25 / 22 |
$11.45 / 5 |
10 / 136 |
45.864985% |
-0.311760 |
-0.244505 |
0.004219 |
0.471225 |
-0.194332 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
260.00 |
9.44% |
$2.37 / 14 |
$2.48 / 22 |
0 / 578 |
50.477034% |
-0.115381 |
-0.137539 |
0.002321 |
0.259234 |
-0.068982 |
|
|
166 |
|
12/15(81) |
CALL |
380.00 / 390.00 |
$270 / $730 / 0.37 |
70.87% / $4.00 / 0.55% / 2.28% |
73.22% / $382.70 |
$2.70 / $9.60 / $6.90 / 10 |
39 / 18.32% / 41 |
5 |
Legs |
Vertical |
Bearish |
$356.26 (+2.02%) / 528K |
|
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) |
CALL |
380.00 |
29.13% |
$9.60 / 31 |
$10.10 / 10 |
0 / 4 |
24.720873% |
0.389937 |
-0.132212 |
0.007435 |
0.661661 |
0.294050 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
21.00% |
$6.40 / 30 |
$6.90 / 10 |
0 / 15 |
23.977577% |
0.322980 |
-0.122113 |
0.006957 |
0.619116 |
0.245326 |
|
245 |
Legs |
12/15(81) |
CALL |
380.00 / 400.00 |
$500 / $1,500 / 0.33 |
70.87% / $39.22 / 2.61% / 11.24% |
75.14% / $385.00 |
$5.00 / $9.60 / $4.60 / 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 |
380.00 |
29.13% |
$9.60 / 31 |
$10.10 / 10 |
0 / 4 |
24.720873% |
0.389937 |
-0.132212 |
0.007435 |
0.661661 |
0.294050 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
14.53% |
$4.20 / 30 |
$4.60 / 5 |
0 / 4 |
23.556958% |
0.262804 |
-0.109765 |
0.006321 |
0.562489 |
0.200885 |
|
518 |
Legs |
12/15(81) |
CALL |
380.00 / 410.00 |
$630 / $2,370 / 0.27 |
70.87% / $71.97 / 3.04% / 13.15% |
76.18% / $386.30 |
$6.30 / $9.60 / $3.30 / 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 |
380.00 |
29.13% |
$9.60 / 31 |
$10.10 / 10 |
0 / 4 |
24.720873% |
0.389937 |
-0.132212 |
0.007435 |
0.661661 |
0.294050 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
9.66% |
$2.00 / 30 |
$3.30 / 30 |
0 / 9 |
22.790809% |
0.210197 |
-0.096186 |
0.005588 |
0.497304 |
0.161569 |
|
750 |
Legs |
12/15(81) |
PUT |
340.00 / 300.00 |
$685 / $3,315 / 0.21 |
73.50% / $193.89 / 5.85% / 26.45% |
79.02% / $333.15 |
$6.85 / $9.40 / $2.55 / 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) |
PUT |
340.00 |
26.50% |
$9.40 / 31 |
$10.00 / 1 |
0 / 28 |
27.715050% |
-0.311773 |
-0.092050 |
0.006854 |
0.609934 |
-0.285563 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
5.15% |
$2.15 / 30 |
$2.55 / 14 |
0 / 2 |
30.621755% |
-0.087284 |
-0.044012 |
0.003076 |
0.273738 |
-0.077774 |
|
804 |
Legs |
12/15(81) |
PUT |
340.00 / 310.00 |
$500 / $2,500 / 0.20 |
73.50% / $31.68 / 1.27% / 5.34% |
77.61% / $335.00 |
$5.00 / $9.40 / $4.40 / 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) |
PUT |
340.00 |
26.50% |
$9.40 / 31 |
$10.00 / 1 |
0 / 28 |
27.715050% |
-0.311773 |
-0.092050 |
0.006854 |
0.609934 |
-0.285563 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
310.00 |
8.24% |
$3.20 / 30 |
$4.40 / 33 |
4 / 12 |
30.787912% |
-0.129116 |
-0.057708 |
0.004080 |
0.363109 |
-0.115731 |
|
96 |
Legs |
11/17(53) |
PUT |
340.00 / 320.00 |
$400 / $1,600 / 0.25 |
75.92% / $75.21 / 4.70% / 32.58% |
79.73% / $336.00 |
$4.00 / $8.20 / $4.20 / 22 |
|
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 |
340.00 |
24.08% |
$8.20 / 22 |
$8.70 / 33 |
0 / 4 |
30.323172% |
-0.294326 |
-0.113590 |
0.008157 |
0.486765 |
-0.177302 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
320.00 |
9.14% |
$3.80 / 30 |
$4.20 / 30 |
0 / 7 |
32.016999% |
-0.146052 |
-0.077964 |
0.005420 |
0.323455 |
-0.086744 |
|
|
168 |
|
12/15(81) |
PUT |
10.00 / 9.00 |
$30 / $70 / 0.43 |
70.39% / $1.34 / 1.91% / 8.13% |
71.65% / $9.70 |
$0.30 / $1.50 / $1.20 / 10 |
23 / 13.03% / 55 |
5 |
Legs |
Vertical |
Bullish |
$11.65 (-0.77%) / 438K |
|
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) |
PUT |
10.00 |
29.61% |
$1.50 / 81 |
$1.65 / 44 |
0 / 2,188 |
115.361968% |
-0.266533 |
-0.018816 |
0.032644 |
0.018517 |
-0.013688 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
9.00 |
25.61% |
$1.10 / 10 |
$1.20 / 10 |
0 / 1 |
116.883402% |
-0.227831 |
-0.017360 |
0.030024 |
0.017031 |
-0.011318 |
|
272 |
Legs |
12/15(81) |
PUT |
9.00 / 7.50 |
$40 / $110 / 0.36 |
74.39% / $3.75 / 3.41% / 14.83% |
75.84% / $8.60 |
$0.40 / $1.10 / $0.70 / 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) |
PUT |
9.00 |
25.61% |
$1.10 / 10 |
$1.20 / 10 |
0 / 1 |
116.883402% |
-0.227831 |
-0.017360 |
0.030024 |
0.017031 |
-0.011318 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.50 |
20.60% |
$0.60 / 52 |
$0.70 / 47 |
0 / 303 |
119.831903% |
-0.168935 |
-0.014555 |
0.025066 |
0.014218 |
-0.007967 |
|
339 |
Legs |
12/15(81) |
PUT |
10.00 / 7.50 |
$80 / $170 / 0.47 |
70.39% / $12.05 / 7.09% / 32.68% |
73.64% / $9.20 |
$0.80 / $1.50 / $0.70 / 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) |
PUT |
10.00 |
29.61% |
$1.50 / 81 |
$1.65 / 44 |
0 / 2,188 |
115.361968% |
-0.266533 |
-0.018816 |
0.032644 |
0.018517 |
-0.013688 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.50 |
20.60% |
$0.60 / 52 |
$0.70 / 47 |
0 / 303 |
119.831903% |
-0.168935 |
-0.014555 |
0.025066 |
0.014218 |
-0.007967 |
|
417 |
Legs |
12/15(81) |
PUT |
10.00 / 5.00 |
$125 / $375 / 0.33 |
70.39% / $9.17 / 2.45% / 10.49% |
75.30% / $8.75 |
$1.25 / $1.50 / $0.25 / 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) |
PUT |
10.00 |
29.61% |
$1.50 / 81 |
$1.65 / 44 |
0 / 2,188 |
115.361968% |
-0.266533 |
-0.018816 |
0.032644 |
0.018517 |
-0.013688 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
14.38% |
$0.15 / 16 |
$0.25 / 64 |
0 / 382 |
133.402602% |
-0.076219 |
-0.008333 |
0.014262 |
0.008090 |
-0.003271 |
|
567 |
Legs |
12/15(81) |
PUT |
11.00 / 10.00 |
$35 / $65 / 0.54 |
65.79% / $1.65 / 2.53% / 10.88% |
67.47% / $10.65 |
$0.35 / $2.00 / $1.65 / 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) |
PUT |
11.00 |
34.21% |
$2.00 / 37 |
$2.15 / 10 |
0 / 2 |
114.337280% |
-0.304187 |
-0.019965 |
0.034754 |
0.019714 |
-0.016134 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
29.61% |
$1.50 / 81 |
$1.65 / 44 |
0 / 2,188 |
115.361968% |
-0.266533 |
-0.018816 |
0.032644 |
0.018517 |
-0.013688 |
|
93 |
Legs |
11/17(53) |
PUT |
10.00 / 5.00 |
$110 / $390 / 0.28 |
70.21% / $4.92 / 1.26% / 8.00% |
75.52% / $8.90 |
$1.10 / $1.20 / $0.10 / 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) |
PUT |
10.00 |
29.79% |
$1.20 / 115 |
$1.35 / 39 |
0 / 117 |
120.791668% |
-0.279560 |
-0.023743 |
0.040854 |
0.015540 |
-0.008497 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
11.99% |
$0.05 / 357 |
$0.10 / 2 |
0 / 1 |
129.733498% |
-0.058078 |
-0.008290 |
0.014120 |
0.005371 |
-0.001494 |
|
|
170 |
|
12/15(81) |
CALL |
42.00 / 43.00 |
$27 / $73 / 0.37 |
73.27% / $0.93 / 1.28% / 5.39% |
73.99% / $42.27 |
$0.27 / $1.79 / $1.52 / 167 |
93 / 84.68% / 85 |
5 |
Legs |
Vertical |
Bearish |
$35.6999 (+0.28%) / 94.09M |
|
|
|
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 |
42.00 |
26.73% |
$1.79 / 167 |
$1.80 / 202 |
208 / 3,491 |
52.227810% |
0.448132 |
-0.035815 |
0.026238 |
0.069115 |
0.028478 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
43.00 |
24.13% |
$1.51 / 22 |
$1.52 / 570 |
128 / 1,307 |
51.473179% |
0.425811 |
-0.035473 |
0.026008 |
0.068508 |
0.027246 |
|
202 |
Legs |
12/15(81) |
CALL |
42.00 / 44.00 |
$51 / $149 / 0.34 |
73.27% / $0.51 / 0.34% / 1.41% |
74.62% / $42.51 |
$0.51 / $1.79 / $1.28 / 167 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
42.00 |
26.73% |
$1.79 / 167 |
$1.80 / 202 |
208 / 3,491 |
52.227810% |
0.448132 |
-0.035815 |
0.026238 |
0.069115 |
0.028478 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
44.00 |
21.73% |
$1.27 / 1 |
$1.28 / 1,346 |
58 / 1,824 |
50.854537% |
0.404226 |
-0.035033 |
0.025704 |
0.067709 |
0.026034 |
|
318 |
Legs |
12/15(81) |
CALL |
42.00 / 45.00 |
$73 / $227 / 0.32 |
73.27% / $0.05 / 0.02% / 0.08% |
75.19% / $42.73 |
$0.73 / $1.79 / $1.06 / 167 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
42.00 |
26.73% |
$1.79 / 167 |
$1.80 / 202 |
208 / 3,491 |
52.227810% |
0.448132 |
-0.035815 |
0.026238 |
0.069115 |
0.028478 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
19.52% |
$1.05 / 326 |
$1.06 / 212 |
566 / 3,340 |
50.061606% |
0.383401 |
-0.034507 |
0.025336 |
0.066737 |
0.024845 |
|
334 |
Legs |
12/15(81) |
CALL |
41.00 / 42.00 |
$31 / $69 / 0.45 |
70.47% / $2.07 / 3.00% / 12.98% |
71.36% / $41.31 |
$0.31 / $2.11 / $1.80 / 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 |
41.00 |
29.53% |
$2.11 / 25 |
$2.12 / 321 |
168 / 1,379 |
53.079203% |
0.471158 |
-0.036050 |
0.026388 |
0.069509 |
0.029723 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
42.00 |
26.73% |
$1.79 / 167 |
$1.80 / 202 |
208 / 3,491 |
52.227810% |
0.448132 |
-0.035815 |
0.026238 |
0.069115 |
0.028478 |
|
365 |
Legs |
12/15(81) |
CALL |
41.00 / 43.00 |
$59 / $141 / 0.42 |
70.47% / $2.69 / 1.91% / 8.13% |
72.15% / $41.59 |
$0.59 / $2.11 / $1.52 / 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 |
41.00 |
29.53% |
$2.11 / 25 |
$2.12 / 321 |
168 / 1,379 |
53.079203% |
0.471158 |
-0.036050 |
0.026388 |
0.069509 |
0.029723 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
43.00 |
24.13% |
$1.51 / 22 |
$1.52 / 570 |
128 / 1,307 |
51.473179% |
0.425811 |
-0.035473 |
0.026008 |
0.068508 |
0.027246 |
|
61 |
Legs |
11/17(53) |
CALL |
40.00 / 41.00 |
$31 / $69 / 0.45 |
69.34% / $1.13 / 1.64% / 10.48% |
70.48% / $40.31 |
$0.31 / $1.71 / $1.40 / 899 |
|
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 |
30.66% |
$1.71 / 1,053 |
$1.72 / 200 |
366 / 1,039 |
52.756842% |
0.458592 |
-0.043793 |
0.032167 |
0.056820 |
0.020450 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
41.00 |
27.10% |
$1.38 / 1,304 |
$1.40 / 899 |
352 / 471 |
51.715738% |
0.429889 |
-0.043313 |
0.031845 |
0.056252 |
0.019314 |
|
|
171 |
|
12/15(81) |
PUT |
42.50 / 40.00 |
$65 / $185 / 0.35 |
71.28% / $0.94 / 0.51% / 2.12% |
73.91% / $41.85 |
$0.65 / $2.00 / $1.35 / 16 |
4 / 3.39% / 11 |
5 |
Legs |
Vertical |
Bullish |
$45.34 (-2.60%) / 1.64M |
|
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) |
PUT |
42.50 |
28.72% |
$2.00 / 16 |
$2.15 / 10 |
0 / 22 |
43.516232% |
-0.317731 |
-0.020711 |
0.032732 |
0.078734 |
-0.039829 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
40.00 |
19.49% |
$1.20 / 6 |
$1.35 / 35 |
0 / 223 |
43.618720% |
-0.233082 |
-0.018061 |
0.028084 |
0.067553 |
-0.028740 |
|
328 |
Legs |
12/15(81) |
PUT |
42.50 / 37.50 |
$120 / $380 / 0.32 |
71.28% / $12.97 / 3.41% / 14.86% |
76.01% / $41.30 |
$1.20 / $2.00 / $0.80 / 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) |
PUT |
42.50 |
28.72% |
$2.00 / 16 |
$2.15 / 10 |
0 / 22 |
43.516232% |
-0.317731 |
-0.020711 |
0.032732 |
0.078734 |
-0.039829 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
37.50 |
12.63% |
$0.65 / 8 |
$0.80 / 21 |
0 / 182 |
43.920708% |
-0.158691 |
-0.014474 |
0.022217 |
0.053441 |
-0.019276 |
|
464 |
Legs |
12/15(81) |
CALL |
50.00 / 55.00 |
$115 / $385 / 0.30 |
70.86% / $6.13 / 1.59% / 6.74% |
75.36% / $51.15 |
$1.15 / $2.25 / $1.10 / 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 |
50.00 |
29.14% |
$2.25 / 5 |
$2.35 / 10 |
0 / 258 |
41.968709% |
0.417351 |
-0.027034 |
0.035835 |
0.086199 |
0.037736 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
13.12% |
$1.00 / 7 |
$1.10 / 20 |
0 / 979 |
40.948167% |
0.271241 |
-0.022583 |
0.030424 |
0.073182 |
0.025152 |
|
548 |
Legs |
12/15(81) |
PUT |
42.50 / 35.00 |
$155 / $595 / 0.26 |
71.28% / $30.20 / 5.08% / 22.68% |
77.29% / $40.95 |
$1.55 / $2.00 / $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) |
PUT |
42.50 |
28.72% |
$2.00 / 16 |
$2.15 / 10 |
0 / 22 |
43.516232% |
-0.317731 |
-0.020711 |
0.032732 |
0.078734 |
-0.039829 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
35.00 |
7.85% |
$0.15 / 208 |
$0.45 / 20 |
0 / 123 |
41.866128% |
-0.098580 |
-0.010495 |
0.015944 |
0.038351 |
-0.011813 |
|
651 |
Legs |
12/15(81) |
CALL |
52.50 / 55.00 |
$45 / $205 / 0.22 |
80.01% / $2.31 / 1.13% / 4.73% |
81.41% / $52.95 |
$0.45 / $1.55 / $1.10 / 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 |
52.50 |
19.99% |
$1.55 / 6 |
$1.60 / 14 |
0 / 11 |
41.396492% |
0.339570 |
-0.025134 |
0.033621 |
0.080873 |
0.031126 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
13.12% |
$1.00 / 7 |
$1.10 / 20 |
0 / 979 |
40.948167% |
0.271241 |
-0.022583 |
0.030424 |
0.073182 |
0.025152 |
|
49 |
Legs |
11/17(53) |
CALL |
50.00 / 52.50 |
$55 / $195 / 0.28 |
74.68% / $1.76 / 0.90% / 5.66% |
77.18% / $50.55 |
$0.55 / $1.70 / $1.15 / 7 |
|
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 |
50.00 |
25.32% |
$1.70 / 7 |
$1.75 / 5 |
0 / 32 |
43.753104% |
0.374247 |
-0.031529 |
0.042483 |
0.068527 |
0.023498 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
52.50 |
15.33% |
$1.05 / 8 |
$1.15 / 33 |
0 / 111 |
43.476213% |
0.284027 |
-0.027965 |
0.037998 |
0.061293 |
0.018062 |
|
|
172 |
|
12/15(81) |
PUT |
1180.00 / 1120.00 |
$1,560 / $4,440 / 0.35 |
72.52% / $54.25 / 1.22% / 5.14% |
74.62% / $1,164.40 |
$15.60 / $51.70 / $36.10 / 5 |
25 / 14.05% / 15 |
5 |
Legs |
Vertical |
Bullish |
$1276.96 (-1.26%) / 280K |
|
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) |
PUT |
1180.00 |
27.48% |
$51.70 / 5 |
$53.60 / 20 |
1 / 29 |
42.970809% |
-0.305915 |
-0.598998 |
0.001102 |
2.173336 |
-1.081132 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1120.00 |
19.99% |
$33.50 / 40 |
$36.10 / 10 |
1 / 9 |
43.372344% |
-0.236405 |
-0.533318 |
0.000968 |
1.910420 |
-0.823756 |
|
176 |
Legs |
12/15(81) |
PUT |
1190.00 / 1120.00 |
$1,860 / $5,140 / 0.36 |
71.11% / $40.25 / 0.78% / 3.27% |
73.69% / $1,171.40 |
$18.60 / $54.70 / $36.10 / 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) |
PUT |
1190.00 |
28.89% |
$54.70 / 7 |
$56.90 / 11 |
0 / 47 |
42.755416% |
-0.317952 |
-0.607626 |
0.001120 |
2.209915 |
-1.126441 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1120.00 |
19.99% |
$33.50 / 40 |
$36.10 / 10 |
1 / 9 |
43.372344% |
-0.236405 |
-0.533318 |
0.000968 |
1.910420 |
-0.823756 |
|
179 |
Legs |
12/15(81) |
PUT |
1200.00 / 1140.00 |
$1,700 / $4,300 / 0.40 |
69.66% / $20.75 / 0.48% / 2.01% |
72.10% / $1,183.00 |
$17.00 / $58.40 / $41.40 / 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) |
PUT |
1200.00 |
30.34% |
$58.40 / 5 |
$60.60 / 11 |
4 / 134 |
42.730815% |
-0.330082 |
-0.615539 |
0.001138 |
2.244227 |
-1.172329 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1140.00 |
22.31% |
$39.50 / 30 |
$41.40 / 11 |
12 / 11 |
43.372335% |
-0.258966 |
-0.557698 |
0.001017 |
2.005751 |
-0.906523 |
|
200 |
Legs |
12/15(81) |
PUT |
1190.00 / 1100.00 |
$2,340 / $6,660 / 0.35 |
71.11% / $95.37 / 1.43% / 6.05% |
74.33% / $1,166.60 |
$23.40 / $54.70 / $31.30 / 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) |
PUT |
1190.00 |
28.89% |
$54.70 / 7 |
$56.90 / 11 |
0 / 47 |
42.755416% |
-0.317952 |
-0.607626 |
0.001120 |
2.209915 |
-1.126441 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1100.00 |
17.86% |
$30.20 / 1 |
$31.30 / 5 |
2 / 277 |
44.002016% |
-0.214595 |
-0.506773 |
0.000917 |
1.808535 |
-0.744420 |
|
205 |
Legs |
12/15(81) |
PUT |
1180.00 / 1100.00 |
$2,040 / $5,960 / 0.34 |
72.52% / $111.70 / 1.87% / 7.97% |
75.24% / $1,159.60 |
$20.40 / $51.70 / $31.30 / 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) |
PUT |
1180.00 |
27.48% |
$51.70 / 5 |
$53.60 / 20 |
1 / 29 |
42.970809% |
-0.305915 |
-0.598998 |
0.001102 |
2.173336 |
-1.081132 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1100.00 |
17.86% |
$30.20 / 1 |
$31.30 / 5 |
2 / 277 |
44.002016% |
-0.214595 |
-0.506773 |
0.000917 |
1.808535 |
-0.744420 |
|
14 |
Legs |
11/17(53) |
PUT |
1200.00 / 1140.00 |
$1,570 / $4,430 / 0.35 |
71.52% / $48.35 / 1.09% / 6.89% |
74.18% / $1,184.30 |
$15.70 / $46.20 / $30.50 / 11 |
|
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 |
1200.00 |
28.48% |
$46.20 / 23 |
$47.70 / 11 |
7 / 951 |
44.111895% |
-0.319233 |
-0.758396 |
0.001370 |
1.812752 |
-0.734636 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1140.00 |
19.19% |
$29.50 / 12 |
$30.50 / 11 |
0 / 187 |
45.180380% |
-0.235011 |
-0.660251 |
0.001179 |
1.559339 |
-0.533387 |
|
|
173 |
|
12/15(81) |
PUT |
53.00 / 50.00 |
$90 / $210 / 0.43 |
72.14% / $8.29 / 3.95% / 17.33% |
72.99% / $52.10 |
$0.90 / $7.50 / $6.60 / 115 |
64 / 42.87% / 13 |
5 |
Legs |
Vertical |
Bullish |
$63.55 (-2.29%) / 727K |
|
|
|
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 |
53.00 |
27.86% |
$7.50 / 115 |
$8.00 / 466 |
0 / 6 |
114.793367% |
-0.266164 |
-0.079377 |
0.007658 |
0.100837 |
-0.063447 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
50.00 |
25.11% |
$6.20 / 132 |
$6.60 / 319 |
0 / 7 |
114.573639% |
-0.238548 |
-0.075136 |
0.007228 |
0.095177 |
-0.055880 |
|
185 |
Legs |
12/15(81) |
PUT |
55.00 / 52.00 |
$100 / $200 / 0.50 |
70.17% / $12.19 / 6.09% / 27.66% |
71.17% / $54.00 |
$1.00 / $8.50 / $7.50 / 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) |
PUT |
55.00 |
29.83% |
$8.50 / 56 |
$9.00 / 442 |
0 / 2 |
115.240109% |
-0.284525 |
-0.081863 |
0.007914 |
0.104203 |
-0.068613 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
52.00 |
26.91% |
$7.10 / 50 |
$7.50 / 328 |
0 / 6 |
114.861565% |
-0.256962 |
-0.078032 |
0.007521 |
0.099032 |
-0.060899 |
|
198 |
Legs |
12/15(81) |
PUT |
52.00 / 49.00 |
$90 / $210 / 0.43 |
73.09% / $11.06 / 5.27% / 23.61% |
73.91% / $51.10 |
$0.90 / $7.10 / $6.20 / 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 |
52.00 |
26.91% |
$7.10 / 50 |
$7.50 / 328 |
0 / 6 |
114.861565% |
-0.256962 |
-0.078032 |
0.007521 |
0.099032 |
-0.060899 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
49.00 |
24.25% |
$5.80 / 81 |
$6.20 / 221 |
0 / 1 |
114.735407% |
-0.229353 |
-0.073585 |
0.007072 |
0.093126 |
-0.053413 |
|
215 |
Legs |
12/15(81) |
PUT |
54.00 / 51.00 |
$100 / $200 / 0.50 |
71.17% / $15.14 / 7.57% / 35.16% |
72.14% / $53.00 |
$1.00 / $8.00 / $7.00 / 92 |
|
Underlying |
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 |
54.00 |
28.83% |
$8.00 / 95 |
$8.50 / 455 |
0 / 17 |
115.084729% |
-0.275354 |
-0.080654 |
0.007789 |
0.102561 |
-0.066019 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
51.00 |
26.00% |
$6.70 / 31 |
$7.00 / 92 |
0 / 3 |
114.790880% |
-0.247754 |
-0.076618 |
0.007378 |
0.097145 |
-0.058376 |
|
229 |
Legs |
12/15(81) |
PUT |
51.00 / 48.00 |
$90 / $210 / 0.43 |
74.00% / $13.75 / 6.55% / 29.94% |
74.80% / $50.10 |
$0.90 / $6.70 / $5.80 / 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) |
PUT |
51.00 |
26.00% |
$6.70 / 31 |
$7.00 / 92 |
0 / 3 |
114.790880% |
-0.247754 |
-0.076618 |
0.007378 |
0.097145 |
-0.058376 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
48.00 |
23.42% |
$5.50 / 19 |
$5.80 / 248 |
0 / 3 |
115.311691% |
-0.220177 |
-0.071965 |
0.006910 |
0.090995 |
-0.050977 |
|
8 |
Legs |
11/17(53) |
PUT |
55.00 / 53.00 |
$60 / $140 / 0.43 |
70.62% / $2.29 / 1.64% / 10.48% |
71.35% / $54.40 |
$0.60 / $5.70 / $5.10 / 215 |
|
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 |
55.00 |
29.38% |
$5.70 / 215 |
$5.90 / 216 |
0 / 61 |
104.982602% |
-0.289925 |
-0.101990 |
0.009750 |
0.086094 |
-0.042568 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
53.00 |
27.00% |
$4.90 / 154 |
$5.10 / 229 |
22 / 208 |
105.309425% |
-0.267375 |
-0.098214 |
0.009373 |
0.082765 |
-0.038820 |
|
|
174 |
|
12/15(81) |
PUT |
185.00 / 175.00 |
$260 / $740 / 0.35 |
71.30% / $8.06 / 1.09% / 4.57% |
74.20% / $182.40 |
$2.60 / $8.10 / $5.50 / 1 |
41 / 8.53% / 37 |
5 |
Legs |
Vertical |
Bullish |
$195.42 (-0.36%) / 369K |
|
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) |
PUT |
185.00 |
28.70% |
$8.10 / 41 |
$8.50 / 44 |
0 / 79 |
38.914882% |
-0.322159 |
-0.074756 |
0.009024 |
0.340707 |
-0.169448 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
175.00 |
18.59% |
$5.20 / 36 |
$5.50 / 1 |
1 / 40 |
39.990360% |
-0.230575 |
-0.064683 |
0.007651 |
0.288889 |
-0.119476 |
|
268 |
Legs |
12/15(81) |
PUT |
185.00 / 170.00 |
$370 / $1,130 / 0.33 |
71.30% / $27.32 / 2.42% / 10.37% |
75.38% / $181.30 |
$3.70 / $8.10 / $4.40 / 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) |
PUT |
185.00 |
28.70% |
$8.10 / 41 |
$8.50 / 44 |
0 / 79 |
38.914882% |
-0.322159 |
-0.074756 |
0.009024 |
0.340707 |
-0.169448 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
170.00 |
14.62% |
$4.20 / 36 |
$4.40 / 5 |
0 / 315 |
40.909783% |
-0.189280 |
-0.058071 |
0.006812 |
0.257213 |
-0.097406 |
|
400 |
Legs |
12/15(81) |
PUT |
185.00 / 165.00 |
$460 / $1,540 / 0.30 |
71.30% / $55.17 / 3.58% / 15.64% |
76.31% / $180.40 |
$4.60 / $8.10 / $3.50 / 32 |
|
Underlying |
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 |
185.00 |
28.70% |
$8.10 / 41 |
$8.50 / 44 |
0 / 79 |
38.914882% |
-0.322159 |
-0.074756 |
0.009024 |
0.340707 |
-0.169448 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
165.00 |
11.33% |
$3.20 / 42 |
$3.50 / 32 |
1 / 25 |
41.507576% |
-0.151872 |
-0.050798 |
0.005915 |
0.223352 |
-0.077650 |
|
491 |
Legs |
12/15(81) |
PUT |
185.00 / 160.00 |
$535 / $1,965 / 0.27 |
71.30% / $95.20 / 4.84% / 21.57% |
77.07% / $179.65 |
$5.35 / $8.10 / $2.75 / 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 |
185.00 |
28.70% |
$8.10 / 41 |
$8.50 / 44 |
0 / 79 |
38.914882% |
-0.322159 |
-0.074756 |
0.009024 |
0.340707 |
-0.169448 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
160.00 |
8.66% |
$2.55 / 65 |
$2.75 / 43 |
0 / 79 |
42.525349% |
-0.118826 |
-0.043206 |
0.004999 |
0.188738 |
-0.060384 |
|
564 |
Legs |
12/15(81) |
CALL |
210.00 / 230.00 |
$500 / $1,500 / 0.33 |
67.36% / $19.14 / 1.28% / 5.38% |
73.12% / $215.00 |
$5.00 / $9.20 / $4.20 / 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 |
210.00 |
32.64% |
$9.20 / 16 |
$9.50 / 17 |
9 / 213 |
36.279762% |
0.433985 |
-0.101224 |
0.009901 |
0.373820 |
0.172455 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
230.00 |
13.71% |
$3.90 / 15 |
$4.20 / 39 |
10 / 248 |
35.584320% |
0.268652 |
-0.082966 |
0.008299 |
0.313348 |
0.109418 |
|
25 |
Legs |
11/17(53) |
CALL |
210.00 / 220.00 |
$260 / $740 / 0.35 |
70.98% / $14.46 / 1.95% / 12.62% |
74.51% / $212.60 |
$2.60 / $7.20 / $4.60 / 4 |
|
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 |
210.00 |
29.02% |
$7.20 / 4 |
$7.40 / 13 |
7 / 26 |
38.418628% |
0.395605 |
-0.118647 |
0.011836 |
0.299690 |
0.108621 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
16.98% |
$4.40 / 16 |
$4.60 / 21 |
14 / 57 |
38.022062% |
0.292479 |
-0.104608 |
0.010560 |
0.267374 |
0.081324 |
|
|
177 |
|
12/15(81) |
PUT |
90.00 / 85.00 |
$130 / $370 / 0.35 |
72.98% / $4.34 / 1.17% / 4.93% |
74.70% / $88.70 |
$1.30 / $4.35 / $3.05 / 15 |
48 / 39.21% / 30 |
5 |
Legs |
Vertical |
Bullish |
$100.35 (+0.12%) / 2.28M |
|
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) |
PUT |
90.00 |
27.02% |
$4.35 / 194 |
$4.45 / 26 |
104 / 379 |
49.743913% |
-0.293611 |
-0.059356 |
0.010910 |
0.167004 |
-0.084913 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
85.00 |
20.82% |
$2.97 / 26 |
$3.05 / 15 |
45 / 48 |
50.657161% |
-0.234244 |
-0.053366 |
0.009721 |
0.148800 |
-0.066695 |
|
441 |
Legs |
12/15(81) |
PUT |
90.00 / 80.00 |
$228 / $772 / 0.30 |
72.98% / $3.25 / 0.42% / 1.75% |
75.95% / $87.72 |
$2.28 / $4.35 / $2.07 / 137 |
|
Underlying |
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 |
90.00 |
27.02% |
$4.35 / 194 |
$4.45 / 26 |
104 / 379 |
49.743913% |
-0.293611 |
-0.059356 |
0.010910 |
0.167004 |
-0.084913 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
15.76% |
$1.94 / 536 |
$2.07 / 137 |
34 / 95 |
51.962461% |
-0.179294 |
-0.045892 |
0.008295 |
0.126971 |
-0.050301 |
|
604 |
Legs |
12/15(81) |
PUT |
95.00 / 90.00 |
$170 / $330 / 0.52 |
65.64% / $6.27 / 1.90% / 8.08% |
68.26% / $93.30 |
$1.70 / $6.15 / $4.45 / 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) |
PUT |
95.00 |
34.36% |
$6.15 / 80 |
$6.25 / 15 |
61 / 131 |
49.001019% |
-0.355454 |
-0.063537 |
0.011803 |
0.180672 |
-0.104500 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
90.00 |
27.02% |
$4.35 / 194 |
$4.45 / 26 |
104 / 379 |
49.743913% |
-0.293611 |
-0.059356 |
0.010910 |
0.167004 |
-0.084913 |
|
630 |
Legs |
12/15(81) |
PUT |
95.00 / 80.00 |
$408 / $1,092 / 0.37 |
65.64% / $7.99 / 0.73% / 3.06% |
71.71% / $90.92 |
$4.08 / $6.15 / $2.07 / 80 |
|
Underlying |
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 |
34.36% |
$6.15 / 80 |
$6.25 / 15 |
61 / 131 |
49.001019% |
-0.355454 |
-0.063537 |
0.011803 |
0.180672 |
-0.104500 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
15.76% |
$1.94 / 536 |
$2.07 / 137 |
34 / 95 |
51.962461% |
-0.179294 |
-0.045892 |
0.008295 |
0.126971 |
-0.050301 |
|
644 |
Legs |
12/15(81) |
PUT |
90.00 / 75.00 |
$305 / $1,195 / 0.26 |
72.98% / $12.96 / 1.08% / 4.56% |
76.90% / $86.95 |
$3.05 / $4.35 / $1.30 / 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) |
PUT |
90.00 |
27.02% |
$4.35 / 194 |
$4.45 / 26 |
104 / 379 |
49.743913% |
-0.293611 |
-0.059356 |
0.010910 |
0.167004 |
-0.084913 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
11.73% |
$1.25 / 9 |
$1.30 / 21 |
135 / 21 |
53.280528% |
-0.130582 |
-0.037453 |
0.006725 |
0.102934 |
-0.036127 |
|
95 |
Legs |
11/17(53) |
PUT |
95.00 / 80.00 |
$357 / $1,143 / 0.31 |
66.56% / $12.60 / 1.10% / 6.96% |
72.97% / $91.43 |
$3.57 / $4.85 / $1.28 / 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) |
PUT |
95.00 |
33.44% |
$4.85 / 483 |
$5.00 / 241 |
96 / 1,015 |
49.952341% |
-0.353505 |
-0.078933 |
0.014386 |
0.147663 |
-0.066687 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
80.00 |
12.23% |
$1.21 / 177 |
$1.28 / 1 |
157 / 373 |
53.467545% |
-0.148159 |
-0.050280 |
0.008949 |
0.091856 |
-0.026739 |
|
|
178 |
|
12/15(81) |
PUT |
35.00 / 33.00 |
$56 / $144 / 0.39 |
71.70% / $2.58 / 1.79% / 7.62% |
73.41% / $34.44 |
$0.56 / $2.00 / $1.44 / 50 |
64 / 26.14% / 97 |
5 |
Legs |
Vertical |
Bullish |
$39.26 (+2.56%) / 5.7M |
|
Earnings: 12/08 |
|
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) |
PUT |
35.00 |
28.30% |
$2.00 / 50 |
$2.05 / 102 |
37 / 1,264 |
55.284217% |
-0.300099 |
-0.026757 |
0.024845 |
0.065749 |
-0.034979 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
33.00 |
22.54% |
$1.40 / 12 |
$1.44 / 65 |
0 / 178 |
56.084872% |
-0.245466 |
-0.024401 |
0.022483 |
0.059498 |
-0.028142 |
|
214 |
Legs |
12/15(81) |
PUT |
35.00 / 32.00 |
$80 / $220 / 0.36 |
71.70% / $3.03 / 1.38% / 5.81% |
74.12% / $34.20 |
$0.80 / $2.00 / $1.20 / 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 |
35.00 |
28.30% |
$2.00 / 50 |
$2.05 / 102 |
37 / 1,264 |
55.284217% |
-0.300099 |
-0.026757 |
0.024845 |
0.065749 |
-0.034979 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
32.00 |
20.01% |
$1.16 / 54 |
$1.20 / 111 |
0 / 251 |
56.701150% |
-0.219181 |
-0.022990 |
0.021109 |
0.055863 |
-0.024928 |
|
226 |
Legs |
12/15(81) |
PUT |
36.00 / 35.00 |
$31 / $69 / 0.45 |
68.46% / $0.16 / 0.24% / 0.98% |
69.49% / $35.69 |
$0.31 / $2.36 / $2.05 / 61 |
|
Underlying |
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 |
36.00 |
31.54% |
$2.36 / 61 |
$2.41 / 65 |
6 / 1,937 |
54.929640% |
-0.328066 |
-0.027680 |
0.025813 |
0.068310 |
-0.038566 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
35.00 |
28.30% |
$2.00 / 50 |
$2.05 / 102 |
37 / 1,264 |
55.284217% |
-0.300099 |
-0.026757 |
0.024845 |
0.065749 |
-0.034979 |
|
247 |
Legs |
12/15(81) |
PUT |
35.00 / 31.00 |
$101 / $299 / 0.34 |
71.70% / $3.15 / 1.05% / 4.43% |
74.73% / $33.99 |
$1.01 / $2.00 / $0.99 / 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 |
35.00 |
28.30% |
$2.00 / 50 |
$2.05 / 102 |
37 / 1,264 |
55.284217% |
-0.300099 |
-0.026757 |
0.024845 |
0.065749 |
-0.034979 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
31.00 |
17.71% |
$0.94 / 355 |
$0.99 / 140 |
0 / 215 |
57.199932% |
-0.193839 |
-0.021446 |
0.019627 |
0.051940 |
-0.021873 |
|
299 |
Legs |
12/15(81) |
PUT |
36.00 / 34.00 |
$63 / $137 / 0.46 |
68.46% / $2.91 / 2.13% / 9.07% |
70.53% / $35.37 |
$0.63 / $2.36 / $1.73 / 61 |
|
Underlying |
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 |
36.00 |
31.54% |
$2.36 / 61 |
$2.41 / 65 |
6 / 1,937 |
54.929640% |
-0.328066 |
-0.027680 |
0.025813 |
0.068310 |
-0.038566 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
34.00 |
25.30% |
$1.67 / 238 |
$1.73 / 269 |
2 / 273 |
55.605738% |
-0.272503 |
-0.025661 |
0.023732 |
0.062804 |
-0.031498 |
|
90 |
Legs |
11/17(53) |
PUT |
37.00 / 35.00 |
$65 / $135 / 0.48 |
65.64% / $0.15 / 0.11% / 0.70% |
68.40% / $36.35 |
$0.65 / $2.03 / $1.38 / 57 |
|
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 |
37.00 |
34.36% |
$2.03 / 57 |
$2.07 / 110 |
4 / 132 |
52.630665% |
-0.357079 |
-0.035351 |
0.032548 |
0.057761 |
-0.026999 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
26.33% |
$1.34 / 35 |
$1.38 / 160 |
2 / 518 |
53.345967% |
-0.289026 |
-0.032644 |
0.029818 |
0.052915 |
-0.021491 |
|
|
181 |
|
12/15(81) |
PUT |
41.00 / 39.00 |
$60 / $140 / 0.43 |
70.63% / $4.20 / 3.00% / 12.97% |
72.45% / $40.40 |
$0.60 / $2.85 / $2.25 / 2 |
18 / 11.41% / 11 |
5 |
Legs |
Vertical |
Bullish |
$45.00 (+0.33%) / 1.03M |
|
Earnings: 12/04 |
|
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 |
41.00 |
29.37% |
$2.85 / 62 |
$2.95 / 36 |
92 / 2 |
59.111342% |
-0.313252 |
-0.028142 |
0.024347 |
0.077061 |
-0.041097 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
39.00 |
23.61% |
$2.15 / 204 |
$2.25 / 2 |
0 / 2 |
59.703166% |
-0.260609 |
-0.026000 |
0.022311 |
0.070618 |
-0.033706 |
|
201 |
Legs |
12/15(81) |
PUT |
40.00 / 38.00 |
$55 / $145 / 0.38 |
73.62% / $5.24 / 3.61% / 15.78% |
75.17% / $39.45 |
$0.55 / $2.50 / $1.95 / 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 |
40.00 |
26.38% |
$2.50 / 103 |
$2.60 / 318 |
0 / 9 |
59.618349% |
-0.286686 |
-0.027150 |
0.023389 |
0.074031 |
-0.037341 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
38.00 |
21.05% |
$1.85 / 277 |
$1.95 / 2 |
0 / 1 |
60.076320% |
-0.235184 |
-0.024705 |
0.021121 |
0.066851 |
-0.030208 |
|
241 |
Legs |
12/15(81) |
PUT |
41.00 / 38.00 |
$90 / $210 / 0.43 |
70.63% / $8.95 / 4.26% / 18.79% |
73.33% / $40.10 |
$0.90 / $2.85 / $1.95 / 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 |
41.00 |
29.37% |
$2.85 / 62 |
$2.95 / 36 |
92 / 2 |
59.111342% |
-0.313252 |
-0.028142 |
0.024347 |
0.077061 |
-0.041097 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
38.00 |
21.05% |
$1.85 / 277 |
$1.95 / 2 |
0 / 1 |
60.076320% |
-0.235184 |
-0.024705 |
0.021121 |
0.066851 |
-0.030208 |
|
435 |
Legs |
12/15(81) |
PUT |
42.00 / 39.00 |
$95 / $205 / 0.46 |
67.43% / $4.36 / 2.13% / 9.08% |
70.48% / $41.05 |
$0.95 / $3.20 / $2.25 / 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 |
42.00 |
32.57% |
$3.20 / 269 |
$3.40 / 1,163 |
2 / 4 |
58.866287% |
-0.340150 |
-0.028969 |
0.025177 |
0.079688 |
-0.044956 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
39.00 |
23.61% |
$2.15 / 204 |
$2.25 / 2 |
0 / 2 |
59.703166% |
-0.260609 |
-0.026000 |
0.022311 |
0.070618 |
-0.033706 |
|
465 |
Legs |
12/15(81) |
PUT |
42.00 / 38.00 |
$125 / $275 / 0.46 |
67.43% / $8.30 / 3.02% / 13.07% |
71.40% / $40.75 |
$1.25 / $3.20 / $1.95 / 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 |
42.00 |
32.57% |
$3.20 / 269 |
$3.40 / 1,163 |
2 / 4 |
58.866287% |
-0.340150 |
-0.028969 |
0.025177 |
0.079688 |
-0.044956 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
38.00 |
21.05% |
$1.85 / 277 |
$1.95 / 2 |
0 / 1 |
60.076320% |
-0.235184 |
-0.024705 |
0.021121 |
0.066851 |
-0.030208 |
|
404 |
Legs |
11/17(53) |
CALL |
50.00 / 60.00 |
$120 / $880 / 0.14 |
73.08% / $3.28 / 0.37% / 2.31% |
77.14% / $51.20 |
$1.20 / $1.50 / $0.30 / 296 |
|
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 |
50.00 |
26.92% |
$1.50 / 296 |
$1.60 / 41 |
6 / 547 |
44.758549% |
0.407453 |
-0.042500 |
0.032564 |
0.069118 |
0.023958 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
5.47% |
$0.20 / 602 |
$0.30 / 719 |
0 / 1,038 |
45.689785% |
0.177917 |
-0.028109 |
0.021853 |
0.046384 |
0.010926 |
|
|
182 |
|
12/15(81) |
PUT |
150.00 / 140.00 |
$275 / $725 / 0.38 |
70.49% / $6.98 / 0.96% / 4.03% |
73.09% / $147.25 |
$2.75 / $7.35 / $4.60 / 13 |
18 / 27.20% / 53 |
5 |
Legs |
Vertical |
Bullish |
$162.45 (-2.28%) / 1.54M |
|
Earnings: 10/26 |
|
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 |
150.00 |
29.51% |
$7.35 / 58 |
$7.50 / 34 |
9 / 6,942 |
45.554281% |
-0.318529 |
-0.090478 |
0.007617 |
0.280909 |
-0.147519 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
140.00 |
20.81% |
$4.50 / 41 |
$4.60 / 13 |
13 / 642 |
46.660540% |
-0.238250 |
-0.079548 |
0.006608 |
0.243692 |
-0.108246 |
|
213 |
Legs |
12/15(81) |
PUT |
150.00 / 135.00 |
$380 / $1,120 / 0.34 |
70.49% / $6.87 / 0.61% / 2.56% |
74.04% / $146.20 |
$3.80 / $7.35 / $3.55 / 58 |
|
Underlying |
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 |
150.00 |
29.51% |
$7.35 / 58 |
$7.50 / 34 |
9 / 6,942 |
45.554281% |
-0.318529 |
-0.090478 |
0.007617 |
0.280909 |
-0.147519 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
135.00 |
17.24% |
$3.45 / 34 |
$3.55 / 78 |
20 / 525 |
47.422290% |
-0.200870 |
-0.072525 |
0.005990 |
0.220916 |
-0.090442 |
|
286 |
Legs |
12/15(81) |
PUT |
145.00 / 140.00 |
$120 / $380 / 0.32 |
75.10% / $1.72 / 0.45% / 1.88% |
76.13% / $143.80 |
$1.20 / $5.80 / $4.60 / 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 |
145.00 |
24.90% |
$5.80 / 86 |
$5.95 / 77 |
19 / 397 |
46.147466% |
-0.277659 |
-0.085587 |
0.007154 |
0.263855 |
-0.127342 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
140.00 |
20.81% |
$4.50 / 41 |
$4.60 / 13 |
13 / 642 |
46.660540% |
-0.238250 |
-0.079548 |
0.006608 |
0.243692 |
-0.108246 |
|
380 |
Legs |
12/15(81) |
PUT |
150.00 / 130.00 |
$467 / $1,533 / 0.31 |
70.49% / $12.48 / 0.81% / 3.40% |
74.81% / $145.33 |
$4.67 / $7.35 / $2.68 / 22 |
|
Underlying |
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 |
150.00 |
29.51% |
$7.35 / 58 |
$7.50 / 34 |
9 / 6,942 |
45.554281% |
-0.318529 |
-0.090478 |
0.007617 |
0.280909 |
-0.147519 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
130.00 |
14.17% |
$2.62 / 18 |
$2.68 / 22 |
14 / 4,247 |
48.229437% |
-0.166056 |
-0.064735 |
0.005319 |
0.196176 |
-0.074121 |
|
453 |
Legs |
12/15(81) |
PUT |
145.00 / 135.00 |
$225 / $775 / 0.29 |
75.10% / $4.00 / 0.52% / 2.15% |
77.00% / $142.75 |
$2.25 / $5.80 / $3.55 / 78 |
|
Underlying |
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 |
145.00 |
24.90% |
$5.80 / 86 |
$5.95 / 77 |
19 / 397 |
46.147466% |
-0.277659 |
-0.085587 |
0.007154 |
0.263855 |
-0.127342 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
135.00 |
17.24% |
$3.45 / 34 |
$3.55 / 78 |
20 / 525 |
47.422290% |
-0.200870 |
-0.072525 |
0.005990 |
0.220916 |
-0.090442 |
|
10 |
Legs |
11/17(53) |
PUT |
150.00 / 145.00 |
$130 / $370 / 0.35 |
72.43% / $0.08 / 0.02% / 0.13% |
73.91% / $148.70 |
$1.30 / $5.70 / $4.40 / 43 |
|
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 |
150.00 |
27.57% |
$5.70 / 109 |
$5.85 / 187 |
12 / 86 |
47.108313% |
-0.307298 |
-0.110971 |
0.009159 |
0.226506 |
-0.091699 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
22.19% |
$4.30 / 99 |
$4.40 / 43 |
4 / 273 |
47.738011% |
-0.258618 |
-0.102774 |
0.008430 |
0.208479 |
-0.076455 |
|
|
184 |
|
12/15(81) |
PUT |
120.00 / 115.00 |
$140 / $360 / 0.39 |
73.59% / $13.64 / 3.79% / 16.59% |
74.85% / $118.60 |
$1.40 / $7.50 / $6.10 / 1 |
62 / 17.18% / 23 |
5 |
Legs |
Vertical |
Bullish |
$134.69 (-1.17%) / 1.28M |
|
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) |
PUT |
120.00 |
26.41% |
$7.50 / 1 |
$7.70 / 94 |
2 / 164 |
60.145471% |
-0.285298 |
-0.085318 |
0.007427 |
0.222597 |
-0.113059 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
115.00 |
22.11% |
$5.90 / 422 |
$6.10 / 99 |
4 / 71 |
60.696636% |
-0.243982 |
-0.079259 |
0.006859 |
0.205552 |
-0.095559 |
|
257 |
Legs |
12/15(81) |
PUT |
120.00 / 110.00 |
$270 / $730 / 0.37 |
73.59% / $31.65 / 4.34% / 19.15% |
75.98% / $117.30 |
$2.70 / $7.50 / $4.80 / 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 |
120.00 |
26.41% |
$7.50 / 1 |
$7.70 / 94 |
2 / 164 |
60.145471% |
-0.285298 |
-0.085318 |
0.007427 |
0.222597 |
-0.113059 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
110.00 |
18.36% |
$4.60 / 438 |
$4.80 / 87 |
5 / 75 |
61.601448% |
-0.204530 |
-0.072085 |
0.006204 |
0.185943 |
-0.079206 |
|
313 |
Legs |
12/15(81) |
PUT |
125.00 / 115.00 |
$310 / $690 / 0.45 |
68.75% / $22.65 / 3.28% / 14.26% |
71.81% / $121.90 |
$3.10 / $9.20 / $6.10 / 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 |
125.00 |
31.25% |
$9.20 / 373 |
$9.50 / 125 |
8 / 85 |
59.177976% |
-0.327815 |
-0.090117 |
0.007898 |
0.236694 |
-0.131491 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
115.00 |
22.11% |
$5.90 / 422 |
$6.10 / 99 |
4 / 71 |
60.696636% |
-0.243982 |
-0.079259 |
0.006859 |
0.205552 |
-0.095559 |
|
323 |
Legs |
12/15(81) |
PUT |
120.00 / 105.00 |
$370 / $1,130 / 0.33 |
73.59% / $39.69 / 3.51% / 15.32% |
76.82% / $116.30 |
$3.70 / $7.50 / $3.80 / 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 |
120.00 |
26.41% |
$7.50 / 1 |
$7.70 / 94 |
2 / 164 |
60.145471% |
-0.285298 |
-0.085318 |
0.007427 |
0.222597 |
-0.113059 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
105.00 |
15.13% |
$3.60 / 201 |
$3.80 / 267 |
0 / 87 |
63.104901% |
-0.167601 |
-0.064016 |
0.005483 |
0.164327 |
-0.064200 |
|
324 |
Legs |
12/15(81) |
PUT |
125.00 / 100.00 |
$635 / $1,865 / 0.34 |
68.75% / $71.75 / 3.85% / 16.87% |
74.81% / $118.65 |
$6.35 / $9.20 / $2.85 / 84 |
|
Underlying |
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 |
125.00 |
31.25% |
$9.20 / 373 |
$9.50 / 125 |
8 / 85 |
59.177976% |
-0.327815 |
-0.090117 |
0.007898 |
0.236694 |
-0.131491 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
100.00 |
12.38% |
$2.75 / 22 |
$2.85 / 84 |
1 / 23 |
64.110498% |
-0.133808 |
-0.055336 |
0.004719 |
0.141422 |
-0.050719 |
|
13 |
Legs |
11/17(53) |
PUT |
125.00 / 120.00 |
$150 / $350 / 0.43 |
70.23% / $8.39 / 2.40% / 15.66% |
72.03% / $123.50 |
$1.50 / $7.60 / $6.10 / 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) |
PUT |
125.00 |
29.77% |
$7.60 / 69 |
$7.80 / 47 |
2 / 39 |
62.508063% |
-0.321260 |
-0.111085 |
0.009565 |
0.192227 |
-0.082429 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
24.05% |
$6.00 / 1 |
$6.10 / 49 |
1 / 53 |
63.618788% |
-0.270201 |
-0.103185 |
0.008832 |
0.177507 |
-0.068524 |
|
|
188 |
|
12/15(81) |
CALL |
16.00 / 17.00 |
$24 / $76 / 0.32 |
74.91% / $2.91 / 3.83% / 16.79% |
77.74% / $16.24 |
$0.24 / $0.55 / $0.31 / 83 |
29 / 12.88% / 81 |
5 |
Legs |
Vertical |
Bearish |
$15.10 (+0.80%) / 8.99M |
|
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 |
16.00 |
25.09% |
$0.55 / 83 |
$0.59 / 1,534 |
19 / 5,668 |
40.212676% |
0.366611 |
-0.004938 |
0.103964 |
0.026560 |
0.011057 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.00 |
14.80% |
$0.27 / 1,534 |
$0.31 / 1,534 |
101 / 3,350 |
37.380494% |
0.275919 |
-0.004792 |
0.093055 |
0.023773 |
0.008456 |
|
685 |
Legs |
12/15(81) |
CALL |
16.00 / 18.00 |
$34 / $166 / 0.21 |
74.91% / $3.70 / 2.23% / 9.52% |
78.85% / $16.34 |
$0.34 / $0.55 / $0.21 / 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 |
16.00 |
25.09% |
$0.55 / 83 |
$0.59 / 1,534 |
19 / 5,668 |
40.212676% |
0.366611 |
-0.004938 |
0.103964 |
0.026560 |
0.011057 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
18.00 |
8.12% |
$0.12 / 575 |
$0.21 / 10 |
1 / 207 |
37.602961% |
0.201510 |
-0.004281 |
0.078726 |
0.020112 |
0.006255 |
|
41 |
Legs |
11/17(53) |
CALL |
16.00 / 17.00 |
$23 / $77 / 0.30 |
75.53% / $3.67 / 4.76% / 33.05% |
78.78% / $16.23 |
$0.23 / $0.47 / $0.24 / 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 |
16.00 |
24.47% |
$0.47 / 53 |
$0.48 / 5 |
48 / 18,448 |
41.259900% |
0.355703 |
-0.006704 |
0.127148 |
0.021782 |
0.007408 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
17.00 |
12.55% |
$0.21 / 73 |
$0.24 / 1,538 |
103 / 1,715 |
39.080589% |
0.247074 |
-0.006114 |
0.108432 |
0.018576 |
0.005226 |
|
92 |
Legs |
11/17 (53) - 12/15 |
CALL |
16.00 / 17.00 |
$16 / $84 / 0.19 |
75.53% / $0.48 / 0.57% / 3.52% |
77.82% / $16.16 |
$0.16 / $0.47 / $0.31 / 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 |
16.00 |
24.47% |
$0.47 / 53 |
$0.48 / 5 |
48 / 18,448 |
41.259900% |
0.355703 |
-0.006704 |
0.127148 |
0.021782 |
0.007408 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.00 |
14.80% |
$0.27 / 1,534 |
$0.31 / 1,534 |
101 / 3,350 |
37.380494% |
0.275919 |
-0.004792 |
0.093055 |
0.023773 |
0.008456 |
|
145 |
Legs |
11/17(53) |
CALL |
16.00 / 18.00 |
$30 / $170 / 0.18 |
75.53% / $5.82 / 3.43% / 22.98% |
79.70% / $16.30 |
$0.30 / $0.47 / $0.17 / 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 |
16.00 |
24.47% |
$0.47 / 53 |
$0.48 / 5 |
48 / 18,448 |
41.259900% |
0.355703 |
-0.006704 |
0.127148 |
0.021782 |
0.007408 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
18.00 |
5.72% |
0 / 0 |
$0.17 / 130 |
0 / 726 |
44.096344% |
0.163301 |
-0.005006 |
0.084988 |
0.014560 |
0.003496 |
|
264 |
Legs |
11/17(53) |
CALL |
16.00 / 19.00 |
$37 / $263 / 0.14 |
75.53% / $15.94 / 6.06% / 43.52% |
80.60% / $16.37 |
$0.37 / $0.47 / $0.10 / 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 |
16.00 |
24.47% |
$0.47 / 53 |
$0.48 / 5 |
48 / 18,448 |
41.259900% |
0.355703 |
-0.006704 |
0.127148 |
0.021782 |
0.007408 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
19.00 |
2.35% |
0 / 0 |
$0.10 / 73 |
10 / 56 |
45.214334% |
0.103288 |
-0.003769 |
0.062089 |
0.010637 |
0.002233 |
|
|
190 |
|
12/15(81) |
CALL |
170.00 / 175.00 |
$135 / $365 / 0.37 |
70.49% / $10.52 / 2.88% / 12.44% |
74.31% / $171.35 |
$1.35 / $2.53 / $1.18 / 6 |
46 / 24.93% / 39 |
5 |
Legs |
Vertical |
Bearish |
$162.35 (+0.27%) / 4.41M |
|
Earnings: 11/21 / Ex-Div: 12/07 ($0.57) |
|
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 |
170.00 |
29.51% |
$2.53 / 25 |
$2.58 / 36 |
136 / 7,702 |
15.184410% |
0.378638 |
-0.040734 |
0.023616 |
0.298394 |
0.134331 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
175.00 |
16.90% |
$1.13 / 98 |
$1.18 / 6 |
6 / 4,339 |
14.329721% |
0.273444 |
-0.034954 |
0.020673 |
0.261209 |
0.097769 |
|
525 |
Legs |
12/15(81) |
CALL |
170.00 / 180.00 |
$204 / $796 / 0.26 |
70.49% / $28.18 / 3.54% / 15.45% |
76.15% / $172.04 |
$2.04 / $2.53 / $0.49 / 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 |
170.00 |
29.51% |
$2.53 / 25 |
$2.58 / 36 |
136 / 7,702 |
15.184410% |
0.378638 |
-0.040734 |
0.023616 |
0.298394 |
0.134331 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
180.00 |
8.60% |
$0.46 / 258 |
$0.49 / 222 |
9 / 3,323 |
13.985062% |
0.187359 |
-0.027856 |
0.016722 |
0.211282 |
0.067416 |
|
787 |
Legs |
12/15(81) |
CALL |
170.00 / 185.00 |
$233 / $1,267 / 0.18 |
70.49% / $70.02 / 5.53% / 24.87% |
76.90% / $172.33 |
$2.33 / $2.53 / $0.20 / 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 |
170.00 |
29.51% |
$2.53 / 25 |
$2.58 / 36 |
136 / 7,702 |
15.184410% |
0.378638 |
-0.040734 |
0.023616 |
0.298394 |
0.134331 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
185.00 |
3.90% |
$0.19 / 58 |
$0.20 / 8 |
8 / 359 |
14.080376% |
0.121971 |
-0.020720 |
0.012580 |
0.158953 |
0.044119 |
|
887 |
Legs |
12/15(81) |
CALL |
170.00 / 190.00 |
$243 / $1,757 / 0.14 |
70.49% / $115.04 / 6.55% / 29.93% |
77.16% / $172.43 |
$2.43 / $2.53 / $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 |
170.00 |
29.51% |
$2.53 / 25 |
$2.58 / 36 |
136 / 7,702 |
15.184410% |
0.378638 |
-0.040734 |
0.023616 |
0.298394 |
0.134331 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
190.00 |
1.58% |
$0.09 / 5 |
$0.10 / 2 |
0 / 392 |
14.716172% |
0.075591 |
-0.014456 |
0.008855 |
0.111887 |
0.027461 |
|
918 |
Legs |
12/15(81) |
PUT |
160.00 / 145.00 |
$250 / $1,250 / 0.20 |
65.67% / $48.24 / 3.86% / 16.92% |
73.24% / $157.50 |
$2.50 / $3.40 / $0.90 / 24 |
|
Underlying |
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 |
160.00 |
34.33% |
$3.40 / 24 |
$3.45 / 150 |
56 / 2,943 |
17.242119% |
-0.377494 |
-0.029933 |
0.023594 |
0.298118 |
-0.153639 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
145.00 |
4.88% |
$0.87 / 108 |
$0.90 / 43 |
18 / 1,486 |
21.614321% |
-0.095293 |
-0.014556 |
0.010533 |
0.133089 |
-0.037903 |
|
72 |
Legs |
11/17(53) |
CALL |
170.00 / 175.00 |
$108 / $392 / 0.28 |
75.46% / $15.74 / 4.01% / 27.34% |
78.85% / $171.08 |
$1.08 / $1.82 / $0.74 / 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 |
170.00 |
24.54% |
$1.82 / 10 |
$1.86 / 38 |
90 / 12,248 |
16.048172% |
0.335251 |
-0.046410 |
0.027657 |
0.234342 |
0.080937 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
175.00 |
11.46% |
$0.70 / 252 |
$0.74 / 96 |
54 / 10,785 |
15.301564% |
0.216520 |
-0.036707 |
0.022275 |
0.188739 |
0.052648 |
|
|
192 |
|
12/15(81) |
PUT |
285.00 / 280.00 |
$160 / $340 / 0.47 |
68.52% / $3.22 / 0.95% / 3.97% |
68.74% / $283.40 |
$1.60 / $13.90 / $12.30 / 52 |
62 / 33.85% / 9 |
5 |
Legs |
Vertical |
Bullish |
$299.32 (+1.21%) / 25.37M |
|
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) |
PUT |
285.00 |
31.48% |
$13.90 / 240 |
$14.05 / 58 |
45 / 671 |
40.450786% |
-0.263643 |
-0.640187 |
0.000944 |
0.475633 |
-0.457378 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
30.80% |
$12.20 / 31 |
$12.30 / 52 |
34 / 1,816 |
40.764895% |
-0.258624 |
-0.634270 |
0.000935 |
0.470957 |
-0.445859 |
|
206 |
Legs |
12/15(81) |
PUT |
285.00 / 275.00 |
$315 / $685 / 0.46 |
68.52% / $2.83 / 0.41% / 1.71% |
68.95% / $281.85 |
$3.15 / $13.90 / $10.75 / 240 |
|
Underlying |
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 |
285.00 |
31.48% |
$13.90 / 240 |
$14.05 / 58 |
45 / 671 |
40.450786% |
-0.263643 |
-0.640187 |
0.000944 |
0.475633 |
-0.457378 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
275.00 |
30.13% |
$10.60 / 188 |
$10.75 / 247 |
16 / 1,190 |
41.069709% |
-0.253566 |
-0.628140 |
0.000926 |
0.466131 |
-0.434375 |
|
317 |
Legs |
12/15(81) |
PUT |
290.00 / 270.00 |
$655 / $1,345 / 0.49 |
67.81% / $21.82 / 1.62% / 6.87% |
68.73% / $283.45 |
$6.55 / $15.85 / $9.30 / 66 |
|
Underlying |
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 |
290.00 |
32.19% |
$15.85 / 69 |
$16.00 / 204 |
130 / 2,983 |
40.263585% |
-0.268622 |
-0.645895 |
0.000953 |
0.480161 |
-0.468931 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
29.48% |
$9.20 / 65 |
$9.30 / 66 |
162 / 2,096 |
41.382080% |
-0.248469 |
-0.621792 |
0.000916 |
0.461149 |
-0.422929 |
|
322 |
Legs |
12/15(81) |
PUT |
290.00 / 275.00 |
$510 / $990 / 0.52 |
67.81% / $32.66 / 3.30% / 14.34% |
68.53% / $284.90 |
$5.10 / $15.85 / $10.75 / 69 |
|
Underlying |
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 |
290.00 |
32.19% |
$15.85 / 69 |
$16.00 / 204 |
130 / 2,983 |
40.263585% |
-0.268622 |
-0.645895 |
0.000953 |
0.480161 |
-0.468931 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
275.00 |
30.13% |
$10.60 / 188 |
$10.75 / 247 |
16 / 1,190 |
41.069709% |
-0.253566 |
-0.628140 |
0.000926 |
0.466131 |
-0.434375 |
|
327 |
Legs |
12/15(81) |
PUT |
290.00 / 285.00 |
$180 / $320 / 0.56 |
67.81% / $19.58 / 6.12% / 27.79% |
68.07% / $288.20 |
$1.80 / $15.85 / $14.05 / 58 |
|
Underlying |
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 |
290.00 |
32.19% |
$15.85 / 69 |
$16.00 / 204 |
130 / 2,983 |
40.263585% |
-0.268622 |
-0.645895 |
0.000953 |
0.480161 |
-0.468931 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
285.00 |
31.48% |
$13.90 / 240 |
$14.05 / 58 |
45 / 671 |
40.450786% |
-0.263643 |
-0.640187 |
0.000944 |
0.475633 |
-0.457378 |
|
105 |
Legs |
11/17(53) |
PUT |
295.00 / 280.00 |
$545 / $955 / 0.57 |
64.54% / $19.32 / 2.02% / 13.09% |
65.53% / $289.55 |
$5.45 / $15.65 / $10.20 / 29 |
|
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 |
295.00 |
35.46% |
$15.65 / 119 |
$15.75 / 21 |
49 / 1,911 |
42.628649% |
-0.308215 |
-0.849887 |
0.001242 |
0.419557 |
-0.306141 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
280.00 |
32.81% |
$10.10 / 505 |
$10.20 / 29 |
317 / 8,687 |
43.648962% |
-0.288934 |
-0.826516 |
0.001206 |
0.407406 |
-0.281725 |
|
|
194 |
|
12/15(81) |
CALL |
75.00 / 77.50 |
$60 / $190 / 0.32 |
76.29% / $7.46 / 3.93% / 17.23% |
78.30% / $75.60 |
$0.60 / $1.83 / $1.23 / 34 |
50 / 23.68% / 86 |
5 |
Legs |
Vertical |
Bearish |
$69.17 (-1.82%) / 2.32M |
|
Earnings: 11/28 |
|
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 |
23.71% |
$1.83 / 75 |
$1.90 / 32 |
10 / 685 |
29.318908% |
0.350235 |
-0.025055 |
0.030922 |
0.123162 |
0.050625 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
77.50 |
16.13% |
$1.18 / 44 |
$1.23 / 34 |
3 / 1,155 |
28.499597% |
0.282720 |
-0.022993 |
0.028266 |
0.112584 |
0.041216 |
|
474 |
Legs |
12/15(81) |
CALL |
75.00 / 80.00 |
$104 / $396 / 0.26 |
76.29% / $17.50 / 4.42% / 19.55% |
79.69% / $76.04 |
$1.04 / $1.83 / $0.79 / 35 |
|
Underlying |
Leg |
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 |
23.71% |
$1.83 / 75 |
$1.90 / 32 |
10 / 685 |
29.318908% |
0.350235 |
-0.025055 |
0.030922 |
0.123162 |
0.050625 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
80.00 |
10.50% |
$0.74 / 66 |
$0.79 / 35 |
452 / 3,165 |
28.074889% |
0.223908 |
-0.020417 |
0.025023 |
0.099668 |
0.032884 |
|
553 |
Legs |
12/15(81) |
CALL |
72.50 / 80.00 |
$193 / $557 / 0.35 |
66.76% / $29.43 / 5.28% / 23.68% |
74.29% / $74.43 |
$1.93 / $2.72 / $0.79 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
72.50 |
33.24% |
$2.72 / 113 |
$2.83 / 15 |
46 / 245 |
30.418144% |
0.425255 |
-0.026317 |
0.032648 |
0.130038 |
0.060863 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
80.00 |
10.50% |
$0.74 / 66 |
$0.79 / 35 |
452 / 3,165 |
28.074889% |
0.223908 |
-0.020417 |
0.025023 |
0.099668 |
0.032884 |
|
607 |
Legs |
12/15(81) |
CALL |
72.50 / 75.00 |
$82 / $168 / 0.49 |
66.76% / $4.99 / 2.97% / 12.86% |
70.09% / $73.32 |
$0.82 / $2.72 / $1.90 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
72.50 |
33.24% |
$2.72 / 113 |
$2.83 / 15 |
46 / 245 |
30.418144% |
0.425255 |
-0.026317 |
0.032648 |
0.130038 |
0.060863 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
23.71% |
$1.83 / 75 |
$1.90 / 32 |
10 / 685 |
29.318908% |
0.350235 |
-0.025055 |
0.030922 |
0.123162 |
0.050625 |
|
622 |
Legs |
12/15(81) |
CALL |
72.50 / 77.50 |
$149 / $351 / 0.43 |
66.76% / $14.90 / 4.24% / 18.72% |
72.67% / $73.99 |
$1.49 / $2.72 / $1.23 / 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 |
72.50 |
33.24% |
$2.72 / 113 |
$2.83 / 15 |
46 / 245 |
30.418144% |
0.425255 |
-0.026317 |
0.032648 |
0.130038 |
0.060863 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
77.50 |
16.13% |
$1.18 / 44 |
$1.23 / 34 |
3 / 1,155 |
28.499597% |
0.282720 |
-0.022993 |
0.028266 |
0.112584 |
0.041216 |
|
42 |
Legs |
11/17(53) |
CALL |
72.50 / 75.00 |
$69 / $181 / 0.38 |
69.19% / $1.07 / 0.59% / 3.70% |
72.50% / $73.19 |
$0.69 / $1.62 / $0.93 / 8 |
|
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 |
72.50 |
30.81% |
$1.62 / 483 |
$1.68 / 176 |
97 / 751 |
26.268390% |
0.399639 |
-0.032087 |
0.039434 |
0.105326 |
0.039303 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
75.00 |
19.86% |
$0.89 / 878 |
$0.93 / 8 |
108 / 1,719 |
25.306199% |
0.310408 |
-0.029486 |
0.036088 |
0.096390 |
0.030818 |
|
|
196 |
|
12/15(81) |
CALL |
420.00 / 430.00 |
$280 / $720 / 0.39 |
70.47% / $0.53 / 0.07% / 0.31% |
72.16% / $422.80 |
$2.80 / $13.50 / $10.70 / 3 |
64 / 22.09% / 11 |
5 |
Legs |
Vertical |
Bearish |
$388.05 (+1.08%) / 1.1M |
|
Earnings: 12/14 |
|
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 |
420.00 |
29.53% |
$13.50 / 3 |
$13.75 / 8 |
3 / 441 |
31.021127% |
0.406628 |
-0.187253 |
0.005211 |
0.730313 |
0.323873 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
430.00 |
23.76% |
$10.45 / 5 |
$10.70 / 5 |
5 / 788 |
30.685568% |
0.359603 |
-0.179224 |
0.005023 |
0.703979 |
0.288356 |
|
248 |
Legs |
12/15(81) |
CALL |
420.00 / 440.00 |
$525 / $1,475 / 0.36 |
70.47% / $9.41 / 0.64% / 2.66% |
73.60% / $425.25 |
$5.25 / $13.50 / $8.25 / 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 |
420.00 |
29.53% |
$13.50 / 3 |
$13.75 / 8 |
3 / 441 |
31.021127% |
0.406628 |
-0.187253 |
0.005211 |
0.730313 |
0.323873 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
18.78% |
$8.00 / 7 |
$8.25 / 30 |
1 / 452 |
30.457008% |
0.315621 |
-0.169343 |
0.004776 |
0.669269 |
0.254642 |
|
332 |
Legs |
12/15(81) |
PUT |
370.00 / 340.00 |
$700 / $2,300 / 0.30 |
69.99% / $2.01 / 0.09% / 0.36% |
74.23% / $363.00 |
$7.00 / $13.85 / $6.85 / 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) |
PUT |
370.00 |
30.01% |
$13.85 / 6 |
$14.10 / 2 |
2 / 484 |
33.497189% |
-0.334357 |
-0.140860 |
0.004890 |
0.685275 |
-0.346396 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
340.00 |
14.64% |
$6.60 / 7 |
$6.85 / 25 |
4 / 297 |
35.942242% |
-0.191885 |
-0.109139 |
0.003667 |
0.513927 |
-0.194458 |
|
360 |
Legs |
12/15(81) |
CALL |
420.00 / 450.00 |
$720 / $2,280 / 0.32 |
70.47% / $26.54 / 1.16% / 4.89% |
74.70% / $427.20 |
$7.20 / $13.50 / $6.30 / 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 |
420.00 |
29.53% |
$13.50 / 3 |
$13.75 / 8 |
3 / 441 |
31.021127% |
0.406628 |
-0.187253 |
0.005211 |
0.730313 |
0.323873 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
14.59% |
$6.05 / 9 |
$6.30 / 24 |
1 / 495 |
30.283843% |
0.275010 |
-0.158081 |
0.004482 |
0.628122 |
0.223116 |
|
434 |
Legs |
12/15(81) |
CALL |
430.00 / 450.00 |
$415 / $1,585 / 0.26 |
76.24% / $15.37 / 0.97% / 4.06% |
78.40% / $434.15 |
$4.15 / $10.45 / $6.30 / 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 |
430.00 |
23.76% |
$10.45 / 5 |
$10.70 / 5 |
5 / 788 |
30.685568% |
0.359603 |
-0.179224 |
0.005023 |
0.703979 |
0.288356 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
14.59% |
$6.05 / 9 |
$6.30 / 24 |
1 / 495 |
30.283843% |
0.275010 |
-0.158081 |
0.004482 |
0.628122 |
0.223116 |
|
297 |
Legs |
11/17(53) |
PUT |
370.00 / 320.00 |
$634 / $4,366 / 0.15 |
71.92% / $55.04 / 1.26% / 8.00% |
76.45% / $363.66 |
$6.34 / $7.85 / $1.51 / 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) |
PUT |
370.00 |
28.08% |
$7.85 / 13 |
$8.05 / 7 |
12 / 106 |
28.643362% |
-0.322109 |
-0.174345 |
0.005882 |
0.552770 |
-0.218002 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
320.00 |
5.13% |
$1.40 / 5 |
$1.51 / 29 |
3 / 25 |
35.017837% |
-0.082150 |
-0.076807 |
0.002488 |
0.233802 |
-0.053843 |
|
|
204 |
|
12/15(81) |
PUT |
100.00 / 95.00 |
$138 / $362 / 0.38 |
69.47% / $3.38 / 0.93% / 3.91% |
72.76% / $98.62 |
$1.38 / $4.05 / $2.67 / 4 |
62 / 29.55% / 41 |
5 |
Legs |
Vertical |
Bullish |
$104.50 (-0.95%) / 2.06M |
|
Earnings: 11/28 |
|
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 |
100.00 |
30.53% |
$4.05 / 4 |
$4.10 / 5 |
89 / 1,312 |
34.285474% |
-0.339382 |
-0.036632 |
0.018920 |
0.185522 |
-0.094267 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
95.00 |
19.67% |
$2.60 / 229 |
$2.67 / 75 |
7 / 94 |
35.582012% |
-0.244332 |
-0.032149 |
0.016220 |
0.159048 |
-0.066914 |
|
352 |
Legs |
12/15(81) |
CALL |
115.00 / 120.00 |
$108 / $392 / 0.28 |
75.33% / $2.88 / 0.73% / 3.07% |
77.56% / $116.08 |
$1.08 / $3.00 / $1.92 / 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 |
115.00 |
24.67% |
$3.00 / 544 |
$3.15 / 78 |
43 / 1,315 |
30.964709% |
0.365383 |
-0.047044 |
0.019429 |
0.190515 |
0.079124 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
120.00 |
15.51% |
$1.85 / 12 |
$1.92 / 20 |
23 / 567 |
30.545947% |
0.282643 |
-0.041811 |
0.017473 |
0.171335 |
0.061889 |
|
359 |
Legs |
12/15(81) |
PUT |
100.00 / 90.00 |
$234 / $766 / 0.31 |
69.47% / $19.64 / 2.56% / 11.02% |
74.93% / $97.66 |
$2.34 / $4.05 / $1.71 / 4 |
|
Underlying |
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 |
100.00 |
30.53% |
$4.05 / 4 |
$4.10 / 5 |
89 / 1,312 |
34.285474% |
-0.339382 |
-0.036632 |
0.018920 |
0.185522 |
-0.094267 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
90.00 |
11.84% |
$1.65 / 228 |
$1.71 / 41 |
0 / 80 |
37.361367% |
-0.162123 |
-0.025588 |
0.012681 |
0.124346 |
-0.043847 |
|
570 |
Legs |
12/15(81) |
PUT |
100.00 / 85.00 |
$297 / $1,203 / 0.25 |
69.47% / $61.57 / 5.12% / 22.88% |
76.28% / $97.03 |
$2.97 / $4.05 / $1.08 / 4 |
|
Underlying |
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 |
100.00 |
30.53% |
$4.05 / 4 |
$4.10 / 5 |
89 / 1,312 |
34.285474% |
-0.339382 |
-0.036632 |
0.018920 |
0.185522 |
-0.094267 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
85.00 |
6.69% |
$1.03 / 166 |
$1.08 / 32 |
0 / 5 |
39.413637% |
-0.097510 |
-0.018216 |
0.008903 |
0.087295 |
-0.026081 |
|
615 |
Legs |
12/15(81) |
CALL |
115.00 / 125.00 |
$184 / $816 / 0.23 |
75.33% / $21.86 / 2.68% / 11.53% |
79.04% / $116.84 |
$1.84 / $3.00 / $1.16 / 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 |
115.00 |
24.67% |
$3.00 / 544 |
$3.15 / 78 |
43 / 1,315 |
30.964709% |
0.365383 |
-0.047044 |
0.019429 |
0.190515 |
0.079124 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
125.00 |
9.16% |
$1.09 / 187 |
$1.16 / 47 |
76 / 849 |
30.393120% |
0.212876 |
-0.035592 |
0.015011 |
0.147193 |
0.047048 |
|
274 |
Legs |
11/17(53) |
PUT |
100.00 / 85.00 |
$184 / $1,316 / 0.14 |
71.30% / $37.26 / 2.83% / 18.70% |
76.40% / $98.16 |
$1.84 / $2.20 / $0.36 / 22 |
|
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 |
100.00 |
28.70% |
$2.20 / 22 |
$2.23 / 6 |
37 / 95 |
28.151347% |
-0.327971 |
-0.045460 |
0.022795 |
0.149888 |
-0.059566 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
85.00 |
3.81% |
$0.32 / 73 |
$0.36 / 198 |
6 / 19 |
35.610930% |
-0.063974 |
-0.016513 |
0.007902 |
0.051962 |
-0.011221 |
|
|
208 |
|
12/15(81) |
PUT |
170.00 / 160.00 |
$280 / $720 / 0.39 |
69.68% / $9.55 / 1.33% / 5.59% |
72.81% / $167.20 |
$2.80 / $8.10 / $5.30 / 66 |
36 / 13.60% / 20 |
5 |
Legs |
Vertical |
Bullish |
$181.05 (+1.79%) / 1.41M |
|
Earnings: 10/30 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
170.00 |
30.32% |
$8.10 / 66 |
$8.30 / 10 |
0 / 159 |
40.929768% |
-0.332542 |
-0.078410 |
0.008903 |
0.316948 |
-0.163700 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
160.00 |
20.12% |
$5.10 / 76 |
$5.30 / 90 |
5 / 907 |
42.106434% |
-0.241475 |
-0.068595 |
0.007645 |
0.272148 |
-0.116894 |
|
224 |
Legs |
12/15(81) |
PUT |
170.00 / 155.00 |
$390 / $1,110 / 0.35 |
69.68% / $19.48 / 1.76% / 7.45% |
73.98% / $166.10 |
$3.90 / $8.10 / $4.20 / 66 |
|
Underlying |
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 |
30.32% |
$8.10 / 66 |
$8.30 / 10 |
0 / 159 |
40.929768% |
-0.332542 |
-0.078410 |
0.008903 |
0.316948 |
-0.163700 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
155.00 |
16.06% |
$4.00 / 65 |
$4.20 / 113 |
4 / 254 |
42.935738% |
-0.199821 |
-0.062011 |
0.006858 |
0.244140 |
-0.095983 |
|
276 |
Legs |
12/15(81) |
CALL |
200.00 / 210.00 |
$230 / $770 / 0.30 |
74.16% / $4.95 / 0.64% / 2.68% |
76.44% / $202.30 |
$2.30 / $7.00 / $4.70 / 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 |
200.00 |
25.84% |
$7.00 / 48 |
$7.20 / 36 |
3 / 766 |
38.173701% |
0.386941 |
-0.099381 |
0.009383 |
0.334010 |
0.140091 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
210.00 |
16.93% |
$4.50 / 96 |
$4.70 / 75 |
4 / 808 |
37.753125% |
0.307301 |
-0.090386 |
0.008614 |
0.306641 |
0.112719 |
|
278 |
Legs |
12/15(81) |
PUT |
165.00 / 160.00 |
$120 / $380 / 0.32 |
75.12% / $3.04 / 0.80% / 3.35% |
76.32% / $163.80 |
$1.20 / $6.50 / $5.30 / 32 |
|
Underlying |
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 |
165.00 |
24.88% |
$6.50 / 32 |
$6.70 / 84 |
8 / 147 |
41.588464% |
-0.285969 |
-0.074133 |
0.008335 |
0.296699 |
-0.139569 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
160.00 |
20.12% |
$5.10 / 76 |
$5.30 / 90 |
5 / 907 |
42.106434% |
-0.241475 |
-0.068595 |
0.007645 |
0.272148 |
-0.116894 |
|
301 |
Legs |
12/15(81) |
PUT |
170.00 / 150.00 |
$490 / $1,510 / 0.33 |
69.68% / $46.52 / 3.08% / 13.35% |
75.02% / $165.10 |
$4.90 / $8.10 / $3.20 / 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) |
PUT |
170.00 |
30.32% |
$8.10 / 66 |
$8.30 / 10 |
0 / 159 |
40.929768% |
-0.332542 |
-0.078410 |
0.008903 |
0.316948 |
-0.163700 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
150.00 |
12.64% |
$3.10 / 63 |
$3.20 / 36 |
2 / 529 |
43.575278% |
-0.161682 |
-0.054663 |
0.006004 |
0.213748 |
-0.077095 |
|
5 |
Legs |
11/17(53) |
CALL |
195.00 / 200.00 |
$130 / $370 / 0.35 |
72.33% / $0.98 / 0.26% / 1.63% |
74.03% / $196.30 |
$1.30 / $6.80 / $5.50 / 99 |
|
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 |
195.00 |
27.67% |
$6.80 / 99 |
$7.00 / 114 |
15 / 132 |
41.254782% |
0.390458 |
-0.120257 |
0.011488 |
0.274230 |
0.097274 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
200.00 |
21.52% |
$5.30 / 145 |
$5.50 / 125 |
24 / 93 |
40.899366% |
0.339022 |
-0.114064 |
0.010955 |
0.261510 |
0.085058 |
|
|
209 |
|
12/15(81) |
PUT |
40.00 / 37.50 |
$66 / $184 / 0.36 |
73.37% / $4.53 / 2.46% / 10.57% |
75.26% / $39.34 |
$0.66 / $2.13 / $1.47 / 100 |
60 / 51.69% / 92 |
5 |
Legs |
Vertical |
Bullish |
$44.71 (-1.99%) / 11.87M |
|
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) |
PUT |
40.00 |
26.63% |
$2.13 / 488 |
$2.15 / 20 |
117 / 1,119 |
53.377402% |
-0.289301 |
-0.026932 |
0.023760 |
0.074119 |
-0.037519 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
37.50 |
19.98% |
$1.45 / 699 |
$1.47 / 100 |
8 / 343 |
54.860631% |
-0.224558 |
-0.023825 |
0.020818 |
0.064941 |
-0.028620 |
|
371 |
Legs |
12/15(81) |
CALL |
52.50 / 55.00 |
$51 / $199 / 0.26 |
77.59% / $0.23 / 0.12% / 0.48% |
78.86% / $53.01 |
$0.51 / $1.89 / $1.38 / 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 |
52.50 |
22.41% |
$1.89 / 10 |
$1.90 / 1 |
445 / 1,142 |
48.950521% |
0.384595 |
-0.034095 |
0.026555 |
0.082836 |
0.032623 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
16.71% |
$1.37 / 14 |
$1.38 / 1 |
275 / 1,683 |
48.760602% |
0.330458 |
-0.032193 |
0.025180 |
0.078548 |
0.028378 |
|
432 |
Legs |
12/15(81) |
PUT |
40.00 / 35.00 |
$116 / $384 / 0.30 |
73.37% / $7.50 / 1.95% / 8.31% |
76.63% / $38.84 |
$1.16 / $2.13 / $0.97 / 456 |
|
Underlying |
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 |
40.00 |
26.63% |
$2.13 / 488 |
$2.15 / 20 |
117 / 1,119 |
53.377402% |
-0.289301 |
-0.026932 |
0.023760 |
0.074119 |
-0.037519 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
35.00 |
14.68% |
$0.96 / 10 |
$0.97 / 456 |
21 / 303 |
56.660108% |
-0.165462 |
-0.019939 |
0.017281 |
0.053908 |
-0.020745 |
|
649 |
Legs |
12/15(81) |
PUT |
42.50 / 40.00 |
$85 / $165 / 0.52 |
65.35% / $2.89 / 1.75% / 7.44% |
68.23% / $41.65 |
$0.85 / $3.00 / $2.15 / 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) |
PUT |
42.50 |
34.65% |
$3.00 / 742 |
$3.05 / 249 |
1,137 / 649 |
52.067256% |
-0.357114 |
-0.029052 |
0.025925 |
0.080872 |
-0.047174 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
40.00 |
26.63% |
$2.13 / 488 |
$2.15 / 20 |
117 / 1,119 |
53.377402% |
-0.289301 |
-0.026932 |
0.023760 |
0.074119 |
-0.037519 |
|
663 |
Legs |
12/15(81) |
PUT |
40.00 / 32.50 |
$151 / $599 / 0.25 |
73.37% / $13.15 / 2.19% / 9.38% |
77.55% / $38.49 |
$1.51 / $2.13 / $0.62 / 229 |
|
Underlying |
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 |
40.00 |
26.63% |
$2.13 / 488 |
$2.15 / 20 |
117 / 1,119 |
53.377402% |
-0.289301 |
-0.026932 |
0.023760 |
0.074119 |
-0.037519 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
32.50 |
10.59% |
$0.61 / 10 |
$0.62 / 229 |
527 / 396 |
58.682269% |
-0.114374 |
-0.015610 |
0.013436 |
0.041913 |
-0.014120 |
|
35 |
Legs |
11/17(53) |
CALL |
50.00 / 52.50 |
$59 / $191 / 0.31 |
73.75% / $0.33 / 0.17% / 1.05% |
75.79% / $50.59 |
$0.59 / $1.89 / $1.30 / 11 |
|
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 |
50.00 |
26.25% |
$1.89 / 11 |
$1.90 / 10 |
739 / 1,801 |
50.798162% |
0.401257 |
-0.041853 |
0.032812 |
0.068638 |
0.023582 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
52.50 |
18.36% |
$1.29 / 2 |
$1.30 / 174 |
150 / 2,071 |
50.631725% |
0.331389 |
-0.039075 |
0.030783 |
0.064395 |
0.019737 |
|
|
212 |
|
12/15(81) |
PUT |
105.00 / 100.00 |
$135 / $365 / 0.37 |
74.81% / $15.49 / 4.24% / 18.72% |
76.12% / $103.65 |
$1.35 / $5.90 / $4.55 / 43 |
60 / 12.56% / 43 |
5 |
Legs |
Vertical |
Bullish |
$120.00 (-3.88%) / 4.06M |
|
Earnings: 10/24 |
|
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 |
105.00 |
25.19% |
$5.90 / 47 |
$6.00 / 32 |
3 / 134 |
58.445999% |
-0.273544 |
-0.074954 |
0.008134 |
0.193257 |
-0.095957 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
100.00 |
20.60% |
$4.45 / 82 |
$4.55 / 43 |
17 / 133 |
59.216043% |
-0.227946 |
-0.068485 |
0.007384 |
0.175444 |
-0.078921 |
|
239 |
Legs |
12/15(81) |
PUT |
110.00 / 105.00 |
$165 / $335 / 0.49 |
69.53% / $18.39 / 5.49% / 24.68% |
71.35% / $108.35 |
$1.65 / $7.65 / $6.00 / 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) |
PUT |
110.00 |
30.47% |
$7.65 / 7 |
$7.75 / 10 |
16 / 159 |
57.790374% |
-0.320855 |
-0.080050 |
0.008750 |
0.207898 |
-0.114094 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
105.00 |
25.19% |
$5.90 / 47 |
$6.00 / 32 |
3 / 134 |
58.445999% |
-0.273544 |
-0.074954 |
0.008134 |
0.193257 |
-0.095957 |
|
291 |
Legs |
12/15(81) |
PUT |
110.00 / 100.00 |
$310 / $690 / 0.45 |
69.53% / $33.60 / 4.87% / 21.69% |
72.89% / $106.90 |
$3.10 / $7.65 / $4.55 / 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) |
PUT |
110.00 |
30.47% |
$7.65 / 7 |
$7.75 / 10 |
16 / 159 |
57.790374% |
-0.320855 |
-0.080050 |
0.008750 |
0.207898 |
-0.114094 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
100.00 |
20.60% |
$4.45 / 82 |
$4.55 / 43 |
17 / 133 |
59.216043% |
-0.227946 |
-0.068485 |
0.007384 |
0.175444 |
-0.078921 |
|
292 |
Legs |
12/15(81) |
PUT |
110.00 / 90.00 |
$518 / $1,482 / 0.35 |
69.53% / $57.65 / 3.89% / 17.06% |
74.99% / $104.82 |
$5.18 / $7.65 / $2.47 / 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) |
PUT |
110.00 |
30.47% |
$7.65 / 7 |
$7.75 / 10 |
16 / 159 |
57.790374% |
-0.320855 |
-0.080050 |
0.008750 |
0.207898 |
-0.114094 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
90.00 |
13.37% |
$2.40 / 25 |
$2.47 / 14 |
6 / 84 |
61.404316% |
-0.145597 |
-0.052372 |
0.005586 |
0.132722 |
-0.049180 |
|
295 |
Legs |
12/15(81) |
PUT |
105.00 / 95.00 |
$250 / $750 / 0.33 |
74.81% / $28.06 / 3.74% / 16.38% |
77.19% / $102.50 |
$2.50 / $5.90 / $3.40 / 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) |
PUT |
105.00 |
25.19% |
$5.90 / 47 |
$6.00 / 32 |
3 / 134 |
58.445999% |
-0.273544 |
-0.074954 |
0.008134 |
0.193257 |
-0.095957 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
95.00 |
16.67% |
$3.30 / 42 |
$3.40 / 75 |
1 / 64 |
60.267858% |
-0.184996 |
-0.060853 |
0.006524 |
0.155005 |
-0.063249 |
|
18 |
Legs |
11/17(53) |
CALL |
135.00 / 140.00 |
$120 / $380 / 0.32 |
74.22% / $0.20 / 0.05% / 0.32% |
75.67% / $136.20 |
$1.20 / $6.05 / $4.85 / 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 |
135.00 |
25.78% |
$6.05 / 13 |
$6.15 / 12 |
273 / 3,847 |
58.350039% |
0.401969 |
-0.118697 |
0.011546 |
0.183954 |
0.062632 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
140.00 |
20.13% |
$4.75 / 7 |
$4.85 / 77 |
34 / 837 |
58.147765% |
0.352392 |
-0.113561 |
0.011082 |
0.176573 |
0.055463 |
|
|
216 |
|
12/15(81) |
CALL |
80.00 / 82.50 |
$59 / $191 / 0.31 |
73.70% / $1.71 / 0.89% / 3.75% |
76.09% / $80.59 |
$0.59 / $1.51 / $0.92 / 1 |
34 / 24.91% / 39 |
5 |
Legs |
Vertical |
Bearish |
$74.58 (-0.92%) / 4.35M |
|
Earnings: 10/26 |
|
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 |
80.00 |
26.30% |
$1.51 / 1 |
$1.56 / 94 |
60 / 1,097 |
21.901576% |
0.363488 |
-0.023310 |
0.035437 |
0.135811 |
0.058182 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
82.50 |
17.14% |
$0.88 / 3 |
$0.92 / 67 |
11 / 133 |
21.368150% |
0.284871 |
-0.021101 |
0.032086 |
0.122968 |
0.045972 |
|
519 |
Legs |
12/15(81) |
CALL |
80.00 / 85.00 |
$98 / $402 / 0.24 |
73.70% / $7.51 / 1.87% / 7.94% |
77.59% / $80.98 |
$0.98 / $1.51 / $0.53 / 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 |
80.00 |
26.30% |
$1.51 / 1 |
$1.56 / 94 |
60 / 1,097 |
21.901576% |
0.363488 |
-0.023310 |
0.035437 |
0.135811 |
0.058182 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
85.00 |
10.49% |
$0.49 / 67 |
$0.53 / 176 |
3 / 93 |
21.143717% |
0.217285 |
-0.018287 |
0.027816 |
0.106603 |
0.035310 |
|
833 |
Legs |
12/15(81) |
PUT |
72.50 / 65.00 |
$133 / $617 / 0.22 |
67.55% / $2.36 / 0.38% / 1.59% |
73.48% / $71.17 |
$1.33 / $1.91 / $0.58 / 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 |
72.50 |
32.45% |
$1.91 / 1 |
$1.94 / 76 |
12 / 148 |
23.069904% |
-0.354385 |
-0.022073 |
0.035132 |
0.134643 |
-0.068638 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
65.00 |
8.22% |
$0.54 / 78 |
$0.58 / 47 |
12 / 10,029 |
27.248589% |
-0.124517 |
-0.012420 |
0.019446 |
0.074526 |
-0.023487 |
|
864 |
Legs |
12/15(81) |
CALL |
80.00 / 90.00 |
$130 / $870 / 0.15 |
73.70% / $41.49 / 4.77% / 21.21% |
78.78% / $81.30 |
$1.30 / $1.51 / $0.21 / 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 |
80.00 |
26.30% |
$1.51 / 1 |
$1.56 / 94 |
60 / 1,097 |
21.901576% |
0.363488 |
-0.023310 |
0.035437 |
0.135811 |
0.058182 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
90.00 |
3.30% |
$0.14 / 200 |
$0.21 / 590 |
36 / 34 |
21.762646% |
0.117103 |
-0.012237 |
0.018625 |
0.071380 |
0.019242 |
|
890 |
Legs |
12/15(81) |
CALL |
77.50 / 85.00 |
$196 / $554 / 0.35 |
62.14% / $19.15 / 3.46% / 15.06% |
71.39% / $79.46 |
$1.96 / $2.49 / $0.53 / 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 |
77.50 |
37.86% |
$2.49 / 1 |
$2.51 / 5 |
53 / 391 |
22.899743% |
0.450954 |
-0.024544 |
0.037312 |
0.142996 |
0.071489 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
85.00 |
10.49% |
$0.49 / 67 |
$0.53 / 176 |
3 / 93 |
21.143717% |
0.217285 |
-0.018287 |
0.027816 |
0.106603 |
0.035310 |
|
97 |
Legs |
11/17(53) |
CALL |
80.00 / 82.50 |
$47 / $203 / 0.23 |
77.70% / $2.23 / 1.10% / 6.95% |
79.83% / $80.47 |
$0.47 / $1.07 / $0.60 / 58 |
|
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 |
80.00 |
22.30% |
$1.07 / 109 |
$1.12 / 37 |
270 / 5,364 |
22.624792% |
0.325011 |
-0.027360 |
0.041596 |
0.106901 |
0.035585 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
82.50 |
12.57% |
$0.55 / 50 |
$0.60 / 58 |
19 / 1,966 |
22.230057% |
0.235115 |
-0.023372 |
0.035555 |
0.091377 |
0.025939 |
|
|
220 |
|
12/15(81) |
CALL |
410.00 / 430.00 |
$490 / $1,510 / 0.33 |
72.49% / $19.16 / 1.27% / 5.34% |
75.41% / $414.90 |
$4.90 / $13.50 / $8.60 / 3 |
44 / 17.90% / 83 |
5 |
Legs |
Vertical |
Bearish |
$378.31 (+1.72%) / 102K |
|
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 |
410.00 |
27.51% |
$13.50 / 3 |
$13.90 / 7 |
30 / 8 |
33.076616% |
0.389952 |
-0.177258 |
0.005376 |
0.699911 |
0.302130 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
430.00 |
16.91% |
$8.10 / 6 |
$8.60 / 6 |
0 / 19 |
32.537447% |
0.297459 |
-0.157911 |
0.004853 |
0.631837 |
0.233438 |
|
379 |
Legs |
12/15(81) |
CALL |
410.00 / 440.00 |
$680 / $2,320 / 0.29 |
72.49% / $53.93 / 2.32% / 9.95% |
76.48% / $416.80 |
$6.80 / $13.50 / $6.70 / 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 |
410.00 |
27.51% |
$13.50 / 3 |
$13.90 / 7 |
30 / 8 |
33.076616% |
0.389952 |
-0.177258 |
0.005376 |
0.699911 |
0.302130 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
12.89% |
$6.20 / 5 |
$6.70 / 9 |
0 / 63 |
32.412077% |
0.256718 |
-0.146135 |
0.004515 |
0.587848 |
0.202580 |
|
402 |
Legs |
12/15(81) |
PUT |
360.00 / 320.00 |
$930 / $3,070 / 0.30 |
69.18% / $98.53 / 3.21% / 13.93% |
75.07% / $350.70 |
$9.30 / $15.10 / $5.80 / 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) |
PUT |
360.00 |
30.82% |
$15.10 / 5 |
$15.60 / 6 |
0 / 125 |
35.423408% |
-0.341110 |
-0.135672 |
0.005140 |
0.669264 |
-0.342326 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
320.00 |
10.96% |
$5.40 / 5 |
$5.80 / 5 |
0 / 140 |
38.206766% |
-0.150727 |
-0.090329 |
0.003278 |
0.426718 |
-0.146869 |
|
500 |
Legs |
12/15(81) |
CALL |
410.00 / 450.00 |
$840 / $3,160 / 0.27 |
72.49% / $118.31 / 3.74% / 16.39% |
77.36% / $418.40 |
$8.40 / $13.50 / $5.10 / 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 |
410.00 |
27.51% |
$13.50 / 3 |
$13.90 / 7 |
30 / 8 |
33.076616% |
0.389952 |
-0.177258 |
0.005376 |
0.699911 |
0.302130 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
9.65% |
$4.40 / 7 |
$5.10 / 6 |
0 / 10 |
31.912343% |
0.219899 |
-0.133616 |
0.004148 |
0.540013 |
0.174399 |
|
502 |
Legs |
12/15(81) |
PUT |
360.00 / 310.00 |
$1,070 / $3,930 / 0.27 |
69.18% / $186.85 / 4.75% / 21.14% |
75.89% / $349.30 |
$10.70 / $15.10 / $4.40 / 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) |
PUT |
360.00 |
30.82% |
$15.10 / 5 |
$15.60 / 6 |
0 / 125 |
35.423408% |
-0.341110 |
-0.135672 |
0.005140 |
0.669264 |
-0.342326 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
310.00 |
8.07% |
$4.00 / 7 |
$4.40 / 10 |
0 / 106 |
38.957491% |
-0.114781 |
-0.075421 |
0.002716 |
0.353615 |
-0.111147 |
|
23 |
Legs |
11/17(53) |
PUT |
360.00 / 340.00 |
$530 / $1,470 / 0.36 |
70.97% / $52.04 / 3.54% / 23.82% |
75.03% / $354.70 |
$5.30 / $13.20 / $7.90 / 5 |
|
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 |
360.00 |
29.03% |
$13.20 / 5 |
$13.70 / 5 |
1 / 15 |
38.695232% |
-0.330181 |
-0.168398 |
0.006198 |
0.541128 |
-0.216525 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
340.00 |
15.67% |
$7.60 / 6 |
$7.90 / 5 |
1 / 10 |
40.013785% |
-0.209219 |
-0.136625 |
0.004921 |
0.429598 |
-0.135164 |
|
|
222 |
|
12/15(81) |
CALL |
36.00 / 41.00 |
$130 / $370 / 0.35 |
75.19% / $34.93 / 9.44% / 45.13% |
79.55% / $37.30 |
$1.30 / $2.80 / $1.50 / 1 |
18 / 15.89% / 22 |
4 |
Legs |
Vertical |
Bearish |
$30.95 (-0.93%) / 408K |
|
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 |
36.00 |
24.81% |
$2.80 / 1 |
$3.30 / 30 |
0 / 21 |
78.001459% |
0.413876 |
-0.026099 |
0.035961 |
0.058416 |
0.023691 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
41.00 |
11.26% |
$1.15 / 9 |
$1.50 / 6 |
0 / 2 |
66.962352% |
0.277412 |
-0.022236 |
0.030930 |
0.050244 |
0.016419 |
|
307 |
Legs |
12/15(81) |
CALL |
37.00 / 41.00 |
$90 / $310 / 0.29 |
78.60% / $21.85 / 7.05% / 32.47% |
81.35% / $37.90 |
$0.90 / $2.40 / $1.50 / 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 |
37.00 |
21.40% |
$2.40 / 6 |
$2.70 / 10 |
0 / 27 |
74.150239% |
0.383554 |
-0.025519 |
0.035243 |
0.057249 |
0.022124 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
41.00 |
11.26% |
$1.15 / 9 |
$1.50 / 6 |
0 / 2 |
66.962352% |
0.277412 |
-0.022236 |
0.030930 |
0.050244 |
0.016419 |
|
403 |
Legs |
12/15(81) |
CALL |
36.00 / 40.00 |
$90 / $310 / 0.29 |
75.19% / $10.34 / 3.34% / 14.50% |
78.27% / $36.90 |
$0.90 / $2.80 / $1.90 / 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 |
36.00 |
24.81% |
$2.80 / 1 |
$3.30 / 30 |
0 / 21 |
78.001459% |
0.413876 |
-0.026099 |
0.035961 |
0.058416 |
0.023691 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
13.31% |
$1.50 / 6 |
$1.90 / 10 |
0 / 40 |
70.933789% |
0.301624 |
-0.023164 |
0.032170 |
0.052259 |
0.017749 |
|
406 |
Legs |
12/15(81) |
CALL |
35.00 / 41.00 |
$160 / $440 / 0.36 |
71.40% / $35.31 / 8.02% / 37.53% |
77.28% / $36.60 |
$1.60 / $3.10 / $1.50 / 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 |
35.00 |
28.60% |
$3.10 / 20 |
$4.50 / 31 |
0 / 6 |
85.503889% |
0.445595 |
-0.026543 |
0.036480 |
0.059259 |
0.025296 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
41.00 |
11.26% |
$1.15 / 9 |
$1.50 / 6 |
0 / 2 |
66.962352% |
0.277412 |
-0.022236 |
0.030930 |
0.050244 |
0.016419 |
|
463 |
Legs |
12/15(81) |
CALL |
35.00 / 40.00 |
$120 / $380 / 0.32 |
71.40% / $10.81 / 2.85% / 12.28% |
75.90% / $36.20 |
$1.20 / $3.10 / $1.90 / 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 |
28.60% |
$3.10 / 20 |
$4.50 / 31 |
0 / 6 |
85.503889% |
0.445595 |
-0.026543 |
0.036480 |
0.059259 |
0.025296 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
13.31% |
$1.50 / 6 |
$1.90 / 10 |
0 / 40 |
70.933789% |
0.301624 |
-0.023164 |
0.032170 |
0.052259 |
0.017749 |
|
|
223 |
|
12/15(81) |
CALL |
85.00 / 90.00 |
$125 / $375 / 0.33 |
71.87% / $1.92 / 0.51% / 2.14% |
74.61% / $86.25 |
$1.25 / $3.80 / $2.55 / 5 |
32 / 15.48% / 18 |
5 |
Legs |
Vertical |
Bearish |
$77.52 (-2.64%) / 189K |
|
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 |
85.00 |
28.13% |
$3.80 / 8 |
$4.00 / 5 |
2 / 39 |
43.695948% |
0.406205 |
-0.040801 |
0.019477 |
0.145100 |
0.062634 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
90.00 |
18.26% |
$2.40 / 5 |
$2.55 / 5 |
1 / 65 |
42.615621% |
0.321591 |
-0.038315 |
0.018050 |
0.134471 |
0.050375 |
|
514 |
Legs |
12/15(81) |
CALL |
85.00 / 95.00 |
$215 / $785 / 0.27 |
71.87% / $18.11 / 2.31% / 9.88% |
76.47% / $87.15 |
$2.15 / $3.80 / $1.65 / 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 |
85.00 |
28.13% |
$3.80 / 8 |
$4.00 / 5 |
2 / 39 |
43.695948% |
0.406205 |
-0.040801 |
0.019477 |
0.145100 |
0.062634 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
95.00 |
11.23% |
$1.45 / 24 |
$1.65 / 22 |
0 / 55 |
42.193985% |
0.249037 |
-0.034305 |
0.016008 |
0.119255 |
0.039522 |
|
728 |
Legs |
12/15(81) |
CALL |
85.00 / 100.00 |
$275 / $1,225 / 0.22 |
71.87% / $55.62 / 4.54% / 20.12% |
77.66% / $87.75 |
$2.75 / $3.80 / $1.05 / 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 |
85.00 |
28.13% |
$3.80 / 8 |
$4.00 / 5 |
2 / 39 |
43.695948% |
0.406205 |
-0.040801 |
0.019477 |
0.145100 |
0.062634 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
100.00 |
6.59% |
$0.85 / 18 |
$1.05 / 22 |
0 / 59 |
41.962023% |
0.189114 |
-0.029526 |
0.013679 |
0.101909 |
0.030342 |
|
847 |
Legs |
12/15(81) |
CALL |
85.00 / 105.00 |
$315 / $1,685 / 0.19 |
71.87% / $107.08 / 6.36% / 28.96% |
78.43% / $88.15 |
$3.15 / $3.80 / $0.65 / 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 |
85.00 |
28.13% |
$3.80 / 8 |
$4.00 / 5 |
2 / 39 |
43.695948% |
0.406205 |
-0.040801 |
0.019477 |
0.145100 |
0.062634 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
105.00 |
3.71% |
$0.50 / 17 |
$0.65 / 19 |
0 / 30 |
41.894402% |
0.141159 |
-0.024587 |
0.011328 |
0.084394 |
0.022858 |
|
856 |
Legs |
12/15(81) |
CALL |
90.00 / 95.00 |
$75 / $425 / 0.18 |
81.74% / $0.18 / 0.04% / 0.17% |
82.97% / $90.75 |
$0.75 / $2.40 / $1.65 / 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 |
90.00 |
18.26% |
$2.40 / 5 |
$2.55 / 5 |
1 / 65 |
42.615621% |
0.321591 |
-0.038315 |
0.018050 |
0.134471 |
0.050375 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
95.00 |
11.23% |
$1.45 / 24 |
$1.65 / 22 |
0 / 55 |
42.193985% |
0.249037 |
-0.034305 |
0.016008 |
0.119255 |
0.039522 |
|
66 |
Legs |
11/17(53) |
CALL |
85.00 / 90.00 |
$105 / $395 / 0.27 |
74.37% / $0.42 / 0.11% / 0.66% |
77.05% / $86.05 |
$1.05 / $3.00 / $1.95 / 21 |
|
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 |
85.00 |
25.63% |
$3.00 / 21 |
$3.20 / 5 |
7 / 6 |
45.797790% |
0.375629 |
-0.050049 |
0.023389 |
0.116850 |
0.040218 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
90.00 |
14.59% |
$1.75 / 19 |
$1.95 / 75 |
8 / 5 |
45.253252% |
0.276178 |
-0.044691 |
0.020659 |
0.103206 |
0.030015 |
|
|
227 |
|
12/15(81) |
PUT |
80.00 / 75.00 |
$129 / $371 / 0.35 |
74.43% / $12.99 / 3.50% / 15.27% |
76.48% / $78.71 |
$1.29 / $3.85 / $2.56 / 70 |
25 / 21.90% / 97 |
5 |
Legs |
Vertical |
Bullish |
$88.42 (0.00%) / 2.49M |
|
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) |
PUT |
80.00 |
25.57% |
$3.85 / 70 |
$3.95 / 386 |
5 / 20 |
49.868743% |
-0.284138 |
-0.046906 |
0.013326 |
0.146280 |
-0.071414 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
18.29% |
$2.51 / 28 |
$2.56 / 73 |
29 / 67 |
50.875366% |
-0.212602 |
-0.040626 |
0.011411 |
0.125257 |
-0.052537 |
|
469 |
Legs |
12/15(81) |
CALL |
100.00 / 110.00 |
$222 / $778 / 0.29 |
72.78% / $8.38 / 1.08% / 4.52% |
76.31% / $102.22 |
$2.22 / $4.55 / $2.33 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
100.00 |
27.22% |
$4.55 / 100 |
$4.65 / 143 |
1 / 54 |
46.874463% |
0.415393 |
-0.062171 |
0.015328 |
0.168255 |
0.071238 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
110.00 |
13.91% |
$2.26 / 30 |
$2.33 / 28 |
12 / 840 |
46.105531% |
0.291612 |
-0.054107 |
0.013490 |
0.148085 |
0.051292 |
|
494 |
Legs |
12/15(81) |
PUT |
80.00 / 70.00 |
$224 / $776 / 0.29 |
74.43% / $25.44 / 3.28% / 14.25% |
77.91% / $77.76 |
$2.24 / $3.85 / $1.61 / 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) |
PUT |
80.00 |
25.57% |
$3.85 / 70 |
$3.95 / 386 |
5 / 20 |
49.868743% |
-0.284138 |
-0.046906 |
0.013326 |
0.146280 |
-0.071414 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
12.71% |
$1.55 / 62 |
$1.61 / 74 |
8 / 1 |
52.235345% |
-0.149189 |
-0.032821 |
0.009132 |
0.100243 |
-0.036292 |
|
598 |
Legs |
12/15(81) |
CALL |
97.50 / 110.00 |
$302 / $948 / 0.32 |
68.41% / $7.21 / 0.76% / 3.18% |
73.64% / $100.52 |
$3.02 / $5.35 / $2.33 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
97.50 |
31.59% |
$5.35 / 84 |
$5.45 / 61 |
0 / 23 |
47.083947% |
0.450377 |
-0.063346 |
0.015560 |
0.170807 |
0.076651 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
110.00 |
13.91% |
$2.26 / 30 |
$2.33 / 28 |
12 / 840 |
46.105531% |
0.291612 |
-0.054107 |
0.013490 |
0.148085 |
0.051292 |
|
652 |
Legs |
12/15(81) |
PUT |
85.00 / 70.00 |
$404 / $1,096 / 0.37 |
65.40% / $36.79 / 3.36% / 14.60% |
72.83% / $80.96 |
$4.04 / $5.65 / $1.61 / 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) |
PUT |
85.00 |
34.60% |
$5.65 / 76 |
$5.75 / 127 |
6 / 3 |
48.919889% |
-0.360354 |
-0.051063 |
0.014711 |
0.161484 |
-0.092230 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
12.71% |
$1.55 / 62 |
$1.61 / 74 |
8 / 1 |
52.235345% |
-0.149189 |
-0.032821 |
0.009132 |
0.100243 |
-0.036292 |
|
37 |
Legs |
11/17(53) |
PUT |
82.50 / 75.00 |
$187 / $563 / 0.33 |
72.02% / $16.96 / 3.01% / 19.99% |
75.84% / $80.63 |
$1.87 / $3.70 / $1.83 / 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) |
PUT |
82.50 |
27.98% |
$3.70 / 480 |
$3.80 / 99 |
7 / 560 |
51.198473% |
-0.311187 |
-0.060514 |
0.016963 |
0.124866 |
-0.050865 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
14.84% |
$1.78 / 150 |
$1.83 / 214 |
69 / 5,243 |
53.336471% |
-0.183645 |
-0.046217 |
0.012754 |
0.093888 |
-0.029292 |
|
|
228 |
|
12/15(81) |
PUT |
155.00 / 140.00 |
$390 / $1,110 / 0.35 |
69.54% / $0.13 / 0.01% / 0.05% |
73.14% / $151.10 |
$3.90 / $8.60 / $4.70 / 10 |
32 / 40.59% / 64 |
5 |
Legs |
Vertical |
Bullish |
$166.74 (+1.08%) / 284K |
|
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) |
PUT |
155.00 |
30.46% |
$8.60 / 10 |
$8.90 / 14 |
14 / 49 |
48.231109% |
-0.326366 |
-0.094337 |
0.007446 |
0.291456 |
-0.155742 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
140.00 |
18.23% |
$3.30 / 16 |
$4.70 / 20 |
0 / 26 |
47.872117% |
-0.211239 |
-0.077112 |
0.005973 |
0.233789 |
-0.098047 |
|
312 |
Legs |
12/15(81) |
PUT |
155.00 / 135.00 |
$490 / $1,510 / 0.33 |
69.54% / $10.72 / 0.71% / 2.96% |
74.02% / $150.10 |
$4.90 / $8.60 / $3.70 / 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) |
PUT |
155.00 |
30.46% |
$8.60 / 10 |
$8.90 / 14 |
14 / 49 |
48.231109% |
-0.326366 |
-0.094337 |
0.007446 |
0.291456 |
-0.155742 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
135.00 |
15.11% |
$1.40 / 22 |
$3.70 / 20 |
0 / 11 |
45.597399% |
-0.176714 |
-0.069513 |
0.005357 |
0.209678 |
-0.081323 |
|
433 |
Legs |
12/15(81) |
PUT |
155.00 / 130.00 |
$575 / $1,925 / 0.30 |
69.54% / $29.83 / 1.55% / 6.55% |
74.74% / $149.25 |
$5.75 / $8.60 / $2.85 / 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) |
PUT |
155.00 |
30.46% |
$8.60 / 10 |
$8.90 / 14 |
14 / 49 |
48.231109% |
-0.326366 |
-0.094337 |
0.007446 |
0.291456 |
-0.155742 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
130.00 |
12.44% |
$2.60 / 14 |
$2.85 / 6 |
0 / 21 |
51.990296% |
-0.144905 |
-0.061342 |
0.004705 |
0.184173 |
-0.066138 |
|
497 |
Legs |
12/15(81) |
PUT |
150.00 / 135.00 |
$330 / $1,170 / 0.28 |
74.10% / $8.09 / 0.69% / 2.88% |
76.85% / $146.70 |
$3.30 / $7.00 / $3.70 / 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 |
150.00 |
25.90% |
$7.00 / 9 |
$8.50 / 24 |
31 / 92 |
51.311174% |
-0.286575 |
-0.089688 |
0.007030 |
0.275175 |
-0.135449 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
135.00 |
15.11% |
$1.40 / 22 |
$3.70 / 20 |
0 / 11 |
45.597399% |
-0.176714 |
-0.069513 |
0.005357 |
0.209678 |
-0.081323 |
|
544 |
Legs |
12/15(81) |
PUT |
155.00 / 125.00 |
$635 / $2,365 / 0.27 |
69.54% / $48.96 / 2.07% / 8.83% |
75.25% / $148.65 |
$6.35 / $8.60 / $2.25 / 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) |
PUT |
155.00 |
30.46% |
$8.60 / 10 |
$8.90 / 14 |
14 / 49 |
48.231109% |
-0.326366 |
-0.094337 |
0.007446 |
0.291456 |
-0.155742 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
125.00 |
10.16% |
$1.95 / 6 |
$2.25 / 24 |
0 / 90 |
53.093906% |
-0.116192 |
-0.052869 |
0.004038 |
0.158068 |
-0.052615 |
|
569 |
Legs |
11/17(53) |
CALL |
180.00 / 220.00 |
$515 / $3,485 / 0.15 |
68.18% / $53.17 / 1.53% / 9.74% |
73.99% / $185.15 |
$5.15 / $7.90 / $2.75 / 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 |
180.00 |
31.82% |
$7.90 / 2 |
$8.30 / 10 |
1 / 4 |
47.314537% |
0.438332 |
-0.144841 |
0.009941 |
0.260938 |
0.097009 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
4.60% |
$1.10 / 43 |
$2.75 / 28 |
0 / 1 |
52.726573% |
0.157917 |
-0.086830 |
0.006084 |
0.159695 |
0.036684 |
|
|
230 |
|
12/15(81) |
PUT |
17.00 / 16.00 |
$28 / $72 / 0.39 |
73.56% / $2.74 / 3.80% / 16.65% |
74.86% / $16.72 |
$0.28 / $0.68 / $0.40 / 202 |
90 / 66.60% / 23 |
5 |
Legs |
Vertical |
Bullish |
$20.43 (-0.24%) / 133.89M |
|
|
|
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 |
17.00 |
26.44% |
$0.68 / 1,724 |
$0.70 / 124 |
202 / 1,264 |
52.021794% |
-0.269276 |
-0.016266 |
0.038541 |
0.031851 |
-0.016756 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
16.00 |
22.01% |
$0.39 / 10 |
$0.40 / 202 |
42 / 767 |
50.066766% |
-0.224438 |
-0.014791 |
0.034982 |
0.028910 |
-0.013735 |
|
364 |
Legs |
12/15(81) |
PUT |
17.00 / 15.00 |
$48 / $152 / 0.32 |
73.56% / $0.94 / 0.62% / 2.57% |
75.77% / $16.52 |
$0.48 / $0.68 / $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) |
PUT |
17.00 |
26.44% |
$0.68 / 1,724 |
$0.70 / 124 |
202 / 1,264 |
52.021794% |
-0.269276 |
-0.016266 |
0.038541 |
0.031851 |
-0.016756 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
18.19% |
$0.19 / 1,668 |
$0.20 / 1 |
67 / 938 |
48.008202% |
-0.181711 |
-0.013065 |
0.030853 |
0.025497 |
-0.010941 |
|
372 |
Legs |
12/15(81) |
PUT |
18.00 / 15.00 |
$88 / $212 / 0.42 |
68.49% / $7.09 / 3.34% / 14.54% |
72.98% / $17.12 |
$0.88 / $1.08 / $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) |
PUT |
18.00 |
31.51% |
$1.08 / 405 |
$1.11 / 176 |
6 / 1,622 |
54.273766% |
-0.315272 |
-0.017455 |
0.041444 |
0.034250 |
-0.019957 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
18.19% |
$0.19 / 1,668 |
$0.20 / 1 |
67 / 938 |
48.008202% |
-0.181711 |
-0.013065 |
0.030853 |
0.025497 |
-0.010941 |
|
389 |
Legs |
12/15(81) |
PUT |
18.00 / 17.00 |
$38 / $62 / 0.61 |
68.49% / $7.32 / 11.80% / 58.51% |
70.49% / $17.62 |
$0.38 / $1.08 / $0.70 / 124 |
|
Underlying |
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 |
18.00 |
31.51% |
$1.08 / 405 |
$1.11 / 176 |
6 / 1,622 |
54.273766% |
-0.315272 |
-0.017455 |
0.041444 |
0.034250 |
-0.019957 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.00 |
26.44% |
$0.68 / 1,724 |
$0.70 / 124 |
202 / 1,264 |
52.021794% |
-0.269276 |
-0.016266 |
0.038541 |
0.031851 |
-0.016756 |
|
393 |
Legs |
12/15(81) |
PUT |
18.00 / 14.00 |
$99 / $301 / 0.33 |
68.49% / $1.54 / 0.51% / 2.13% |
73.51% / $17.01 |
$0.99 / $1.08 / $0.09 / 89 |
|
Underlying |
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 |
18.00 |
31.51% |
$1.08 / 405 |
$1.11 / 176 |
6 / 1,622 |
54.273766% |
-0.315272 |
-0.017455 |
0.041444 |
0.034250 |
-0.019957 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
14.00 |
14.93% |
$0.08 / 2,373 |
$0.09 / 89 |
35 / 652 |
46.629986% |
-0.142084 |
-0.011149 |
0.026293 |
0.021728 |
-0.008421 |
|
32 |
Legs |
11/17(53) |
PUT |
18.00 / 16.00 |
$55 / $145 / 0.38 |
70.17% / $2.78 / 1.92% / 12.37% |
73.57% / $17.45 |
$0.55 / $0.75 / $0.20 / 38 |
|
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 |
18.00 |
29.83% |
$0.75 / 863 |
$0.77 / 4,257 |
70 / 425 |
53.382420% |
-0.309583 |
-0.021313 |
0.050324 |
0.027888 |
-0.012364 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
16.00 |
18.82% |
$0.19 / 2,990 |
$0.20 / 38 |
8 / 240 |
48.454983% |
-0.201817 |
-0.017082 |
0.040225 |
0.022291 |
-0.007806 |
|
|
231 |
|
12/15(81) |
CALL |
65.00 / 67.50 |
$57 / $193 / 0.30 |
75.57% / $1.88 / 0.98% / 4.09% |
77.25% / $65.57 |
$0.57 / $2.03 / $1.46 / 2 |
58 / 15.53% / 92 |
5 |
Legs |
Vertical |
Bearish |
$57.87 (-1.28%) / 12.76M |
|
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 |
65.00 |
24.43% |
$2.03 / 2 |
$2.04 / 11 |
291 / 4,372 |
37.115411% |
0.376046 |
-0.032138 |
0.028445 |
0.106739 |
0.043874 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
67.50 |
17.67% |
$1.44 / 124 |
$1.46 / 11 |
57 / 1,718 |
36.975716% |
0.315354 |
-0.029886 |
0.026637 |
0.099956 |
0.037165 |
|
284 |
Legs |
12/15(81) |
PUT |
55.00 / 52.50 |
$77 / $173 / 0.45 |
68.78% / $4.43 / 2.56% / 11.01% |
71.47% / $54.23 |
$0.77 / $2.55 / $1.78 / 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 |
55.00 |
31.22% |
$2.55 / 9 |
$2.57 / 29 |
70 / 5,557 |
39.319341% |
-0.339506 |
-0.025844 |
0.027447 |
0.102993 |
-0.054071 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
52.50 |
23.03% |
$1.77 / 1 |
$1.78 / 1 |
21 / 709 |
40.092964% |
-0.268613 |
-0.023622 |
0.024718 |
0.092752 |
-0.042216 |
|
302 |
Legs |
12/15(81) |
PUT |
55.00 / 50.00 |
$134 / $366 / 0.37 |
68.78% / $6.52 / 1.78% / 7.56% |
73.37% / $53.66 |
$1.34 / $2.55 / $1.21 / 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 |
55.00 |
31.22% |
$2.55 / 9 |
$2.57 / 29 |
70 / 5,557 |
39.319341% |
-0.339506 |
-0.025844 |
0.027447 |
0.102993 |
-0.054071 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
50.00 |
16.44% |
$1.19 / 57 |
$1.21 / 119 |
48 / 4,129 |
41.157381% |
-0.203233 |
-0.020494 |
0.021185 |
0.079497 |
-0.031551 |
|
440 |
Legs |
12/15(81) |
PUT |
55.00 / 47.50 |
$175 / $575 / 0.30 |
68.78% / $15.19 / 2.64% / 11.37% |
74.68% / $53.25 |
$1.75 / $2.55 / $0.80 / 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 |
55.00 |
31.22% |
$2.55 / 9 |
$2.57 / 29 |
70 / 5,557 |
39.319341% |
-0.339506 |
-0.025844 |
0.027447 |
0.102993 |
-0.054071 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
47.50 |
11.38% |
$0.79 / 1 |
$0.80 / 114 |
68 / 677 |
42.499021% |
-0.145901 |
-0.016763 |
0.017154 |
0.064369 |
-0.022395 |
|
462 |
Legs |
12/15(81) |
PUT |
52.50 / 50.00 |
$56 / $194 / 0.29 |
76.97% / $4.35 / 2.24% / 9.60% |
78.59% / $51.94 |
$0.56 / $1.77 / $1.21 / 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 |
52.50 |
23.03% |
$1.77 / 1 |
$1.78 / 1 |
21 / 709 |
40.092964% |
-0.268613 |
-0.023622 |
0.024718 |
0.092752 |
-0.042216 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
50.00 |
16.44% |
$1.19 / 57 |
$1.21 / 119 |
48 / 4,129 |
41.157381% |
-0.203233 |
-0.020494 |
0.021185 |
0.079497 |
-0.031551 |
|
22 |
Legs |
11/17(53) |
PUT |
55.00 / 52.50 |
$72 / $178 / 0.40 |
70.50% / $5.58 / 3.13% / 20.86% |
73.48% / $54.28 |
$0.72 / $2.14 / $1.42 / 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) |
PUT |
55.00 |
29.50% |
$2.14 / 2 |
$2.15 / 9 |
905 / 13,507 |
41.922561% |
-0.329735 |
-0.031972 |
0.033135 |
0.083379 |
-0.034118 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
52.50 |
19.98% |
$1.41 / 137 |
$1.42 / 3 |
539 / 7,602 |
42.988590% |
-0.245479 |
-0.028157 |
0.028802 |
0.072477 |
-0.025079 |
|
|
234 |
|
12/15(81) |
CALL |
150.00 / 180.00 |
$760 / $2,240 / 0.34 |
77.78% / $252.61 / 11.28% / 55.45% |
81.71% / $157.60 |
$7.60 / $17.60 / $10.00 / 6 |
99 / 100.00% / 23 |
5 |
Legs |
Vertical |
Bearish |
$119.11 (-0.37%) / 553K |
|
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 |
150.00 |
22.22% |
$17.60 / 6 |
$19.20 / 1 |
9 / 2,078 |
119.041607% |
0.436707 |
-0.145917 |
0.006463 |
0.229012 |
0.087425 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
180.00 |
10.04% |
$8.60 / 10 |
$10.00 / 10 |
0 / 271 |
105.255449% |
0.301638 |
-0.128358 |
0.005718 |
0.202639 |
0.063265 |
|
236 |
Legs |
12/15(81) |
CALL |
160.00 / 185.00 |
$590 / $1,910 / 0.31 |
82.82% / $250.48 / 13.11% / 66.32% |
85.30% / $165.90 |
$5.90 / $14.60 / $8.70 / 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 |
160.00 |
17.18% |
$14.60 / 10 |
$16.80 / 10 |
111 / 329 |
117.627461% |
0.387099 |
-0.141496 |
0.006281 |
0.222586 |
0.078875 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
185.00 |
8.74% |
$7.50 / 10 |
$8.70 / 5 |
0 / 68 |
102.850635% |
0.283035 |
-0.124522 |
0.005552 |
0.196726 |
0.059730 |
|
243 |
Legs |
12/15(81) |
CALL |
155.00 / 185.00 |
$710 / $2,290 / 0.31 |
80.44% / $270.65 / 11.82% / 58.59% |
83.74% / $162.10 |
$7.10 / $15.80 / $8.70 / 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 |
155.00 |
19.56% |
$15.80 / 10 |
$17.80 / 7 |
0 / 72 |
117.438974% |
0.411327 |
-0.143941 |
0.006383 |
0.226184 |
0.083101 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
185.00 |
8.74% |
$7.50 / 10 |
$8.70 / 5 |
0 / 68 |
102.850635% |
0.283035 |
-0.124522 |
0.005552 |
0.196726 |
0.059730 |
|
255 |
Legs |
12/15(81) |
CALL |
150.00 / 170.00 |
$490 / $1,510 / 0.33 |
77.78% / $114.87 / 7.61% / 35.35% |
80.39% / $154.90 |
$4.90 / $17.60 / $12.70 / 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 |
150.00 |
22.22% |
$17.60 / 6 |
$19.20 / 1 |
9 / 2,078 |
119.041607% |
0.436707 |
-0.145917 |
0.006463 |
0.229012 |
0.087425 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
170.00 |
13.18% |
$11.10 / 10 |
$12.70 / 5 |
0 / 115 |
109.642983% |
0.342108 |
-0.135475 |
0.006026 |
0.213526 |
0.070789 |
|
259 |
Legs |
12/15(81) |
CALL |
155.00 / 180.00 |
$580 / $1,920 / 0.30 |
80.44% / $193.09 / 10.06% / 48.53% |
83.18% / $160.80 |
$5.80 / $15.80 / $10.00 / 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 |
155.00 |
19.56% |
$15.80 / 10 |
$17.80 / 7 |
0 / 72 |
117.438974% |
0.411327 |
-0.143941 |
0.006383 |
0.226184 |
0.083101 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
180.00 |
10.04% |
$8.60 / 10 |
$10.00 / 10 |
0 / 271 |
105.255449% |
0.301638 |
-0.128358 |
0.005718 |
0.202639 |
0.063265 |
|
3 |
Legs |
11/17(53) |
CALL |
150.00 / 160.00 |
$280 / $720 / 0.39 |
80.95% / $106.05 / 14.73% / 132.48% |
82.63% / $152.80 |
$2.80 / $17.60 / $14.80 / 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 |
150.00 |
19.05% |
$17.60 / 32 |
$18.10 / 4 |
315 / 1,594 |
143.285565% |
0.380279 |
-0.171131 |
0.007630 |
0.181314 |
0.054903 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
160.00 |
13.60% |
$12.60 / 31 |
$14.80 / 13 |
2 / 4,665 |
133.601709% |
0.322569 |
-0.160879 |
0.007189 |
0.170822 |
0.047344 |
|
|
249 |
|
12/15(81) |
PUT |
25.00 / 22.50 |
$65 / $185 / 0.35 |
72.66% / $4.99 / 2.70% / 11.61% |
75.46% / $24.35 |
$0.65 / $1.46 / $0.81 / 328 |
48 / 16.45% / 92 |
5 |
Legs |
Vertical |
Bullish |
$27.8584 (-2.97%) / 9.61M |
|
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) |
PUT |
25.00 |
27.34% |
$1.46 / 328 |
$1.50 / 227 |
32 / 2,041 |
56.589880% |
-0.293440 |
-0.018045 |
0.036033 |
0.046648 |
-0.024164 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
22.50 |
17.71% |
$0.78 / 416 |
$0.81 / 415 |
235 / 1,505 |
58.345630% |
-0.196790 |
-0.014733 |
0.029024 |
0.037575 |
-0.015759 |
|
583 |
Legs |
12/15(81) |
PUT |
25.00 / 20.00 |
$106 / $394 / 0.27 |
72.66% / $10.26 / 2.60% / 11.20% |
77.12% / $23.94 |
$1.06 / $1.46 / $0.40 / 328 |
|
Underlying |
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 |
27.34% |
$1.46 / 328 |
$1.50 / 227 |
32 / 2,041 |
56.589880% |
-0.293440 |
-0.018045 |
0.036033 |
0.046648 |
-0.024164 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
20.00 |
10.99% |
$0.38 / 463 |
$0.40 / 353 |
75 / 2,287 |
61.007134% |
-0.115177 |
-0.010437 |
0.020343 |
0.026336 |
-0.008990 |
|
836 |
Legs |
12/15(81) |
PUT |
25.00 / 17.50 |
$124 / $626 / 0.20 |
72.66% / $18.66 / 2.98% / 12.89% |
77.82% / $23.76 |
$1.24 / $1.46 / $0.22 / 328 |
|
Underlying |
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 |
27.34% |
$1.46 / 328 |
$1.50 / 227 |
32 / 2,041 |
56.589880% |
-0.293440 |
-0.018045 |
0.036033 |
0.046648 |
-0.024164 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.50 |
6.58% |
$0.15 / 1,909 |
$0.22 / 1,387 |
0 / 2,714 |
65.392586% |
-0.055686 |
-0.006085 |
0.011760 |
0.015225 |
-0.004246 |
|
889 |
Legs |
12/15(81) |
PUT |
25.00 / 15.00 |
$138 / $862 / 0.16 |
72.66% / $38.32 / 4.45% / 19.67% |
78.36% / $23.62 |
$1.38 / $1.46 / $0.08 / 328 |
|
Underlying |
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 |
27.34% |
$1.46 / 328 |
$1.50 / 227 |
32 / 2,041 |
56.589880% |
-0.293440 |
-0.018045 |
0.036033 |
0.046648 |
-0.024164 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
3.83% |
$0.07 / 545 |
$0.08 / 394 |
44 / 7,359 |
69.743600% |
-0.020413 |
-0.002687 |
0.005158 |
0.006677 |
-0.001524 |
|
914 |
Legs |
12/15(81) |
PUT |
25.00 / 12.50 |
$142 / $1,108 / 0.13 |
72.66% / $55.79 / 5.04% / 22.48% |
78.51% / $23.58 |
$1.42 / $1.46 / $0.04 / 328 |
|
Underlying |
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 |
27.34% |
$1.46 / 328 |
$1.50 / 227 |
32 / 2,041 |
56.589880% |
-0.293440 |
-0.018045 |
0.036033 |
0.046648 |
-0.024164 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
12.50 |
2.18% |
$0.03 / 360 |
$0.04 / 1,470 |
180 / 846 |
77.880036% |
-0.004921 |
-0.000782 |
0.001492 |
0.001932 |
-0.000360 |
|
71 |
Legs |
11/17(53) |
PUT |
25.00 / 22.50 |
$58 / $192 / 0.30 |
74.85% / $6.09 / 3.17% / 21.13% |
77.77% / $24.42 |
$0.58 / $1.15 / $0.57 / 320 |
|
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 |
25.00 |
25.15% |
$1.15 / 543 |
$1.18 / 470 |
1,192 / 27,340 |
59.463633% |
-0.280088 |
-0.021922 |
0.043041 |
0.037366 |
-0.014751 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
14.33% |
$0.55 / 643 |
$0.57 / 320 |
27 / 13,606 |
61.573500% |
-0.168309 |
-0.016562 |
0.032144 |
0.027905 |
-0.008635 |
|
|
250 |
|
12/15(81) |
PUT |
55.00 / 50.00 |
$143 / $357 / 0.40 |
70.01% / $12.10 / 3.39% / 14.75% |
73.68% / $53.57 |
$1.43 / $3.30 / $1.87 / 74 |
25 / 14.25% / 29 |
5 |
Legs |
Vertical |
Bullish |
$59.28 (+1.80%) / 2.86M |
|
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) |
PUT |
55.00 |
29.99% |
$3.30 / 74 |
$3.40 / 223 |
39 / 134 |
51.248966% |
-0.322506 |
-0.033347 |
0.020872 |
0.103223 |
-0.054693 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
50.00 |
18.52% |
$1.82 / 19 |
$1.87 / 156 |
14 / 172 |
52.863849% |
-0.214391 |
-0.027598 |
0.016970 |
0.083928 |
-0.035427 |
|
387 |
Legs |
12/15(81) |
PUT |
55.00 / 45.00 |
$234 / $766 / 0.31 |
70.01% / $30.87 / 4.03% / 17.72% |
75.86% / $52.66 |
$2.34 / $3.30 / $0.96 / 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) |
PUT |
55.00 |
29.99% |
$3.30 / 74 |
$3.40 / 223 |
39 / 134 |
51.248966% |
-0.322506 |
-0.033347 |
0.020872 |
0.103223 |
-0.054693 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
45.00 |
10.73% |
$0.91 / 38 |
$0.96 / 216 |
0 / 29 |
55.269635% |
-0.123695 |
-0.019592 |
0.011888 |
0.058793 |
-0.019969 |
|
637 |
Legs |
12/15(81) |
PUT |
55.00 / 40.00 |
$284 / $1,216 / 0.23 |
70.01% / $67.78 / 5.57% / 25.10% |
77.00% / $52.16 |
$2.84 / $3.30 / $0.46 / 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) |
PUT |
55.00 |
29.99% |
$3.30 / 74 |
$3.40 / 223 |
39 / 134 |
51.248966% |
-0.322506 |
-0.033347 |
0.020872 |
0.103223 |
-0.054693 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
40.00 |
5.89% |
$0.43 / 15 |
$0.46 / 224 |
0 / 4 |
58.683678% |
-0.058764 |
-0.011352 |
0.006818 |
0.033718 |
-0.009292 |
|
701 |
Legs |
12/15(81) |
CALL |
70.00 / 75.00 |
$85 / $415 / 0.21 |
80.00% / $3.71 / 0.90% / 3.75% |
81.63% / $70.85 |
$0.85 / $2.34 / $1.49 / 22 |
|
Underlying |
Leg |
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 |
20.00% |
$2.34 / 22 |
$2.39 / 16 |
29 / 3,360 |
48.238575% |
0.353552 |
-0.039779 |
0.021627 |
0.106956 |
0.040860 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
11.83% |
$1.44 / 41 |
$1.49 / 41 |
26 / 158 |
48.351552% |
0.269263 |
-0.035083 |
0.019209 |
0.095000 |
0.031654 |
|
737 |
Legs |
12/15(81) |
CALL |
65.00 / 75.00 |
$226 / $774 / 0.29 |
68.25% / $8.58 / 1.11% / 4.65% |
74.02% / $67.26 |
$2.26 / $3.75 / $1.49 / 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 |
65.00 |
31.75% |
$3.75 / 27 |
$3.85 / 327 |
24 / 148 |
48.857443% |
0.452752 |
-0.042800 |
0.023046 |
0.113974 |
0.051221 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
11.83% |
$1.44 / 41 |
$1.49 / 41 |
26 / 158 |
48.351552% |
0.269263 |
-0.035083 |
0.019209 |
0.095000 |
0.031654 |
|
31 |
Legs |
11/17(53) |
PUT |
55.00 / 50.00 |
$134 / $366 / 0.37 |
71.86% / $18.28 / 4.99% / 34.88% |
75.92% / $53.66 |
$1.34 / $2.69 / $1.35 / 22 |
|
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 |
55.00 |
28.14% |
$2.69 / 22 |
$2.72 / 80 |
28 / 766 |
53.717906% |
-0.312137 |
-0.040967 |
0.025138 |
0.083368 |
-0.034101 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
50.00 |
15.09% |
$1.31 / 112 |
$1.35 / 203 |
1 / 376 |
55.485507% |
-0.185798 |
-0.031465 |
0.019014 |
0.063058 |
-0.019806 |
|
|
253 |
|
12/15(81) |
CALL |
33.00 / 34.00 |
$30 / $70 / 0.43 |
70.19% / $2.17 / 3.10% / 13.44% |
72.52% / $33.30 |
$0.30 / $1.05 / $0.75 / 271 |
46 / 50.32% / 90 |
5 |
Legs |
Vertical |
Bearish |
$31.23 (+0.10%) / 17.87M |
|
|
|
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 |
33.00 |
29.81% |
$1.05 / 271 |
$1.08 / 1,011 |
11 / 18,252 |
30.681945% |
0.401510 |
-0.011775 |
0.064556 |
0.057605 |
0.025702 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
34.00 |
22.48% |
$0.73 / 560 |
$0.75 / 1,028 |
19 / 69,514 |
29.734133% |
0.342488 |
-0.011369 |
0.061479 |
0.054859 |
0.022111 |
|
270 |
Legs |
12/15(81) |
CALL |
33.00 / 35.00 |
$55 / $145 / 0.38 |
70.19% / $5.24 / 3.61% / 15.77% |
74.38% / $33.55 |
$0.55 / $1.05 / $0.50 / 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 |
33.00 |
29.81% |
$1.05 / 271 |
$1.08 / 1,011 |
11 / 18,252 |
30.681945% |
0.401510 |
-0.011775 |
0.064556 |
0.057605 |
0.025702 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
16.47% |
$0.49 / 1,034 |
$0.50 / 21 |
10 / 75,169 |
28.915495% |
0.288520 |
-0.010703 |
0.057241 |
0.051078 |
0.018767 |
|
271 |
Legs |
12/15(81) |
CALL |
34.00 / 35.00 |
$23 / $77 / 0.30 |
77.52% / $2.61 / 3.39% / 14.74% |
79.02% / $34.23 |
$0.23 / $0.73 / $0.50 / 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 |
34.00 |
22.48% |
$0.73 / 560 |
$0.75 / 1,028 |
19 / 69,514 |
29.734133% |
0.342488 |
-0.011369 |
0.061479 |
0.054859 |
0.022111 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
16.47% |
$0.49 / 1,034 |
$0.50 / 21 |
10 / 75,169 |
28.915495% |
0.288520 |
-0.010703 |
0.057241 |
0.051078 |
0.018767 |
|
356 |
Legs |
12/15(81) |
CALL |
33.00 / 36.00 |
$72 / $228 / 0.32 |
70.19% / $8.49 / 3.72% / 16.29% |
75.60% / $33.72 |
$0.72 / $1.05 / $0.33 / 271 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
33.00 |
29.81% |
$1.05 / 271 |
$1.08 / 1,011 |
11 / 18,252 |
30.681945% |
0.401510 |
-0.011775 |
0.064556 |
0.057605 |
0.025702 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
36.00 |
11.73% |
$0.31 / 1,194 |
$0.33 / 1,357 |
25,000 / 49,797 |
28.247771% |
0.240188 |
-0.009850 |
0.052208 |
0.046586 |
0.015728 |
|
521 |
Legs |
12/15(81) |
CALL |
34.00 / 36.00 |
$40 / $160 / 0.25 |
77.52% / $4.87 / 3.04% / 13.18% |
80.08% / $34.40 |
$0.40 / $0.73 / $0.33 / 560 |
|
Underlying |
Leg |
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 |
22.48% |
$0.73 / 560 |
$0.75 / 1,028 |
19 / 69,514 |
29.734133% |
0.342488 |
-0.011369 |
0.061479 |
0.054859 |
0.022111 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
36.00 |
11.73% |
$0.31 / 1,194 |
$0.33 / 1,357 |
25,000 / 49,797 |
28.247771% |
0.240188 |
-0.009850 |
0.052208 |
0.046586 |
0.015728 |
|
4 |
Legs |
11/17(53) |
CALL |
33.00 / 34.00 |
$26 / $74 / 0.35 |
72.38% / $1.16 / 1.56% / 9.99% |
74.75% / $33.26 |
$0.26 / $0.72 / $0.46 / 460 |
|
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 |
33.00 |
27.62% |
$0.72 / 460 |
$0.73 / 38 |
1 / 18,510 |
29.236332% |
0.377341 |
-0.014628 |
0.077873 |
0.046598 |
0.016625 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
34.00 |
19.20% |
$0.45 / 26 |
$0.46 / 1,719 |
42 / 2,843 |
28.552394% |
0.307042 |
-0.013709 |
0.072129 |
0.043161 |
0.013639 |
|
|
261 |
|
12/15(81) |
CALL |
590.00 / 620.00 |
$760 / $2,240 / 0.34 |
69.93% / $2.70 / 0.12% / 0.50% |
73.56% / $597.60 |
$7.60 / $16.15 / $8.55 / 7 |
62 / 44.85% / 92 |
5 |
Legs |
Vertical |
Bearish |
$550.50 (+0.07%) / 2.35M |
|
Earnings: 11/07 |
|
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 |
590.00 |
30.07% |
$16.15 / 18 |
$16.55 / 12 |
3 / 42 |
26.614335% |
0.404116 |
-0.233817 |
0.004116 |
1.033017 |
0.463145 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
17.38% |
$8.30 / 11 |
$8.55 / 7 |
12 / 89 |
26.003372% |
0.296527 |
-0.205905 |
0.003677 |
0.922669 |
0.344484 |
|
280 |
Legs |
12/15(81) |
CALL |
600.00 / 620.00 |
$450 / $1,550 / 0.29 |
74.65% / $1.75 / 0.11% / 0.47% |
76.62% / $604.50 |
$4.50 / $13.05 / $8.55 / 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 |
600.00 |
25.35% |
$13.05 / 23 |
$13.40 / 12 |
386 / 61 |
26.362922% |
0.366346 |
-0.226004 |
0.004000 |
1.003763 |
0.421908 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
17.38% |
$8.30 / 11 |
$8.55 / 7 |
12 / 89 |
26.003372% |
0.296527 |
-0.205905 |
0.003677 |
0.922669 |
0.344484 |
|
414 |
Legs |
12/15(81) |
CALL |
590.00 / 630.00 |
$940 / $3,060 / 0.31 |
69.93% / $20.68 / 0.68% / 2.82% |
74.38% / $599.40 |
$9.40 / $16.15 / $6.75 / 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 |
590.00 |
30.07% |
$16.15 / 18 |
$16.55 / 12 |
3 / 42 |
26.614335% |
0.404116 |
-0.233817 |
0.004116 |
1.033017 |
0.463145 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
630.00 |
14.15% |
$6.50 / 11 |
$6.75 / 8 |
2 / 121 |
25.853939% |
0.264824 |
-0.194220 |
0.003481 |
0.873606 |
0.308853 |
|
419 |
Legs |
12/15(81) |
CALL |
600.00 / 630.00 |
$630 / $2,370 / 0.27 |
74.65% / $14.71 / 0.62% / 2.59% |
77.38% / $606.30 |
$6.30 / $13.05 / $6.75 / 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 |
600.00 |
25.35% |
$13.05 / 23 |
$13.40 / 12 |
386 / 61 |
26.362922% |
0.366346 |
-0.226004 |
0.004000 |
1.003763 |
0.421908 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
630.00 |
14.15% |
$6.50 / 11 |
$6.75 / 8 |
2 / 121 |
25.853939% |
0.264824 |
-0.194220 |
0.003481 |
0.873606 |
0.308853 |
|
520 |
Legs |
12/15(81) |
PUT |
530.00 / 480.00 |
$1,100 / $3,900 / 0.28 |
68.55% / $23.47 / 0.60% / 2.51% |
73.96% / $519.00 |
$11.00 / $17.25 / $6.25 / 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) |
PUT |
530.00 |
31.45% |
$17.25 / 10 |
$17.55 / 1 |
7 / 412 |
28.636506% |
-0.347361 |
-0.181117 |
0.003926 |
0.985250 |
-0.503859 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
480.00 |
11.86% |
$6.05 / 14 |
$6.25 / 6 |
4 / 12 |
31.062338% |
-0.164671 |
-0.126451 |
0.002636 |
0.661611 |
-0.232910 |
|
67 |
Legs |
11/17(53) |
CALL |
580.00 / 610.00 |
$775 / $2,225 / 0.35 |
68.07% / $9.00 / 0.40% / 2.51% |
72.78% / $587.75 |
$7.75 / $14.25 / $6.50 / 16 |
|
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 |
580.00 |
31.93% |
$14.25 / 26 |
$14.60 / 29 |
57 / 472 |
27.037883% |
0.410079 |
-0.282973 |
0.005047 |
0.849364 |
0.321526 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
610.00 |
16.16% |
$6.20 / 67 |
$6.50 / 16 |
122 / 428 |
26.260073% |
0.277697 |
-0.240500 |
0.004354 |
0.732721 |
0.220748 |
|
|
263 |
|
12/15(81) |
PUT |
60.00 / 55.00 |
$134 / $366 / 0.37 |
75.15% / $18.12 / 4.95% / 22.08% |
76.78% / $58.66 |
$1.34 / $4.20 / $2.86 / 169 |
20 / 10.70% / 95 |
5 |
Legs |
Vertical |
Bullish |
$71.30 (-4.19%) / 6.32M |
|
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) |
PUT |
60.00 |
24.85% |
$4.20 / 759 |
$4.35 / 568 |
39 / 1,542 |
73.210806% |
-0.258931 |
-0.056244 |
0.010387 |
0.111772 |
-0.057564 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
55.00 |
19.19% |
$2.77 / 797 |
$2.86 / 169 |
107 / 790 |
74.372043% |
-0.198647 |
-0.048794 |
0.008948 |
0.096283 |
-0.043156 |
|
391 |
Legs |
12/15(81) |
PUT |
65.00 / 60.00 |
$175 / $325 / 0.54 |
68.29% / $23.67 / 7.28% / 33.67% |
70.83% / $63.25 |
$1.75 / $6.10 / $4.35 / 38 |
|
Underlying |
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 |
65.00 |
31.71% |
$6.10 / 38 |
$6.20 / 195 |
42 / 1,153 |
72.226300% |
-0.321742 |
-0.061773 |
0.011502 |
0.123771 |
-0.073251 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
60.00 |
24.85% |
$4.20 / 759 |
$4.35 / 568 |
39 / 1,542 |
73.210806% |
-0.258931 |
-0.056244 |
0.010387 |
0.111772 |
-0.057564 |
|
436 |
Legs |
12/15(81) |
PUT |
65.00 / 45.00 |
$497 / $1,503 / 0.33 |
68.29% / $66.31 / 4.41% / 19.51% |
75.11% / $60.03 |
$4.97 / $6.10 / $1.13 / 38 |
|
Underlying |
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 |
65.00 |
31.71% |
$6.10 / 38 |
$6.20 / 195 |
42 / 1,153 |
72.226300% |
-0.321742 |
-0.061773 |
0.011502 |
0.123771 |
-0.073251 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
45.00 |
11.06% |
$1.08 / 148 |
$1.13 / 80 |
16 / 1,352 |
79.628230% |
-0.095557 |
-0.030049 |
0.005448 |
0.058617 |
-0.019872 |
|
437 |
Legs |
12/15(81) |
PUT |
65.00 / 50.00 |
$428 / $1,072 / 0.40 |
68.29% / $54.39 / 5.07% / 22.67% |
74.24% / $60.72 |
$4.28 / $6.10 / $1.82 / 38 |
|
Underlying |
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 |
65.00 |
31.71% |
$6.10 / 38 |
$6.20 / 195 |
42 / 1,153 |
72.226300% |
-0.321742 |
-0.061773 |
0.011502 |
0.123771 |
-0.073251 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
50.00 |
14.65% |
$1.74 / 945 |
$1.82 / 46 |
23 / 3,394 |
76.355596% |
-0.143362 |
-0.039827 |
0.007259 |
0.078106 |
-0.030460 |
|
438 |
Legs |
12/15(81) |
PUT |
60.00 / 50.00 |
$238 / $762 / 0.31 |
75.15% / $29.41 / 3.86% / 16.92% |
77.99% / $57.62 |
$2.38 / $4.20 / $1.82 / 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) |
PUT |
60.00 |
24.85% |
$4.20 / 759 |
$4.35 / 568 |
39 / 1,542 |
73.210806% |
-0.258931 |
-0.056244 |
0.010387 |
0.111772 |
-0.057564 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
50.00 |
14.65% |
$1.74 / 945 |
$1.82 / 46 |
23 / 3,394 |
76.355596% |
-0.143362 |
-0.039827 |
0.007259 |
0.078106 |
-0.030460 |
|
39 |
Legs |
11/17(53) |
PUT |
65.00 / 60.00 |
$160 / $340 / 0.47 |
69.34% / $17.12 / 5.03% / 35.20% |
72.13% / $63.40 |
$1.60 / $4.65 / $3.05 / 95 |
|
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 |
65.00 |
30.66% |
$4.65 / 132 |
$4.75 / 551 |
204 / 974 |
72.539732% |
-0.319961 |
-0.076371 |
0.014014 |
0.101121 |
-0.045931 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
22.54% |
$2.97 / 947 |
$3.05 / 95 |
104 / 1,453 |
73.679076% |
-0.244382 |
-0.067530 |
0.012303 |
0.088776 |
-0.034288 |
|
|
265 |
|
12/15(81) |
CALL |
29.00 / 30.00 |
$23 / $77 / 0.30 |
75.52% / $1.46 / 1.90% / 8.08% |
77.55% / $29.23 |
$0.23 / $0.60 / $0.37 / 15 |
57 / 31.09% / 41 |
5 |
Legs |
Vertical |
Bearish |
$26.77 (-0.11%) / 7.02M |
|
Earnings: 11/28 |
|
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 |
29.00 |
24.48% |
$0.60 / 58 |
$0.61 / 217 |
153 / 243 |
26.306312% |
0.357278 |
-0.010061 |
0.081023 |
0.048059 |
0.019968 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
16.48% |
$0.36 / 137 |
$0.37 / 15 |
14 / 155 |
25.633907% |
0.286554 |
-0.009188 |
0.073993 |
0.043889 |
0.016158 |
|
575 |
Legs |
12/15(81) |
CALL |
29.00 / 31.00 |
$38 / $162 / 0.24 |
75.52% / $3.18 / 1.96% / 8.34% |
78.82% / $29.38 |
$0.38 / $0.60 / $0.22 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
29.00 |
24.48% |
$0.60 / 58 |
$0.61 / 217 |
153 / 243 |
26.306312% |
0.357278 |
-0.010061 |
0.081023 |
0.048059 |
0.019968 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
31.00 |
10.58% |
$0.21 / 118 |
$0.22 / 380 |
14 / 135 |
25.326259% |
0.225151 |
-0.008105 |
0.065275 |
0.038718 |
0.012793 |
|
717 |
Legs |
12/15(81) |
CALL |
28.00 / 30.00 |
$57 / $143 / 0.40 |
65.44% / $2.06 / 1.44% / 6.08% |
71.43% / $28.57 |
$0.57 / $0.94 / $0.37 / 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 |
28.00 |
34.56% |
$0.94 / 69 |
$0.96 / 124 |
1 / 571 |
27.180250% |
0.435913 |
-0.010600 |
0.085376 |
0.050641 |
0.024111 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
16.48% |
$0.36 / 137 |
$0.37 / 15 |
14 / 155 |
25.633907% |
0.286554 |
-0.009188 |
0.073993 |
0.043889 |
0.016158 |
|
736 |
Legs |
12/15(81) |
CALL |
28.00 / 29.00 |
$33 / $67 / 0.49 |
65.44% / $1.02 / 1.52% / 6.42% |
68.98% / $28.33 |
$0.33 / $0.94 / $0.61 / 69 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
28.00 |
34.56% |
$0.94 / 69 |
$0.96 / 124 |
1 / 571 |
27.180250% |
0.435913 |
-0.010600 |
0.085376 |
0.050641 |
0.024111 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
29.00 |
24.48% |
$0.60 / 58 |
$0.61 / 217 |
153 / 243 |
26.306312% |
0.357278 |
-0.010061 |
0.081023 |
0.048059 |
0.019968 |
|
762 |
Legs |
12/15(81) |
CALL |
28.00 / 31.00 |
$72 / $228 / 0.32 |
65.44% / $6.14 / 2.69% / 11.60% |
72.90% / $28.72 |
$0.72 / $0.94 / $0.22 / 69 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
28.00 |
34.56% |
$0.94 / 69 |
$0.96 / 124 |
1 / 571 |
27.180250% |
0.435913 |
-0.010600 |
0.085376 |
0.050641 |
0.024111 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
31.00 |
10.58% |
$0.21 / 118 |
$0.22 / 380 |
14 / 135 |
25.326259% |
0.225151 |
-0.008105 |
0.065275 |
0.038718 |
0.012793 |
|
103 |
Legs |
11/17(53) |
CALL |
28.00 / 30.00 |
$44 / $156 / 0.28 |
68.00% / $0.25 / 0.16% / 1.00% |
73.48% / $28.44 |
$0.44 / $0.60 / $0.16 / 181 |
|
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 |
28.00 |
32.00% |
$0.60 / 181 |
$0.62 / 461 |
20 / 1,657 |
24.940147% |
0.409170 |
-0.012819 |
0.103163 |
0.041034 |
0.015555 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
12.02% |
$0.15 / 14 |
$0.16 / 512 |
0 / 1,708 |
23.550308% |
0.235169 |
-0.010153 |
0.081773 |
0.032526 |
0.009104 |
|
|
275 |
|
12/15(81) |
PUT |
15.00 / 12.50 |
$65 / $185 / 0.35 |
72.14% / $4.02 / 2.17% / 9.29% |
75.08% / $14.35 |
$0.65 / $1.25 / $0.60 / 94 |
95 / 53.98% / 39 |
5 |
Legs |
Vertical |
Bullish |
$17.50 (-1.19%) / 1.22M |
|
Earnings: 10/26 |
|
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 |
15.00 |
27.86% |
$1.25 / 287 |
$1.35 / 69 |
1 / 432 |
78.428300% |
-0.280678 |
-0.016712 |
0.037998 |
0.028494 |
-0.016254 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
12.50 |
17.91% |
$0.50 / 410 |
$0.60 / 94 |
1 / 180 |
79.767047% |
-0.173358 |
-0.012856 |
0.028890 |
0.021664 |
-0.009559 |
|
709 |
Legs |
12/15(81) |
PUT |
15.00 / 10.00 |
$100 / $400 / 0.25 |
72.14% / $3.41 / 0.85% / 3.56% |
76.56% / $14.00 |
$1.00 / $1.25 / $0.25 / 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) |
PUT |
15.00 |
27.86% |
$1.25 / 287 |
$1.35 / 69 |
1 / 432 |
78.428300% |
-0.280678 |
-0.016712 |
0.037998 |
0.028494 |
-0.016254 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
11.21% |
$0.05 / 2,249 |
$0.25 / 209 |
0 / 14 |
79.859343% |
-0.083522 |
-0.007777 |
0.017315 |
0.012984 |
-0.004393 |
|
907 |
Legs |
12/15(81) |
PUT |
15.00 / 7.50 |
$110 / $640 / 0.17 |
72.14% / $4.04 / 0.63% / 2.63% |
76.97% / $13.90 |
$1.10 / $1.25 / $0.15 / 287 |
|
Underlying |
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 |
15.00 |
27.86% |
$1.25 / 287 |
$1.35 / 69 |
1 / 432 |
78.428300% |
-0.280678 |
-0.016712 |
0.037998 |
0.028494 |
-0.016254 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.50 |
6.89% |
0 / 0 |
$0.15 / 433 |
0 / 2 |
113.473196% |
-0.025586 |
-0.003040 |
0.006719 |
0.005038 |
-0.001286 |
|
952 |
Legs |
12/15(81) |
PUT |
15.00 / 5.00 |
$110 / $890 / 0.12 |
72.14% / $11.08 / 1.25% / 5.24% |
76.97% / $13.90 |
$1.10 / $1.25 / $0.15 / 287 |
|
Underlying |
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 |
15.00 |
27.86% |
$1.25 / 287 |
$1.35 / 69 |
1 / 432 |
78.428300% |
-0.280678 |
-0.016712 |
0.037998 |
0.028494 |
-0.016254 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
4.19% |
0 / 0 |
$0.15 / 468 |
0 / 2 |
161.550994% |
-0.002971 |
-0.000466 |
0.001023 |
0.000767 |
-0.000143 |
|
984 |
Legs |
12/15(81) |
CALL |
22.50 / 35.00 |
$85 / $1,165 / 0.07 |
80.29% / $28.65 / 2.46% / 10.55% |
83.06% / $23.35 |
$0.85 / $1.25 / $0.40 / 110 |
|
Underlying |
Leg |
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 |
19.71% |
$1.25 / 110 |
$1.35 / 16 |
26 / 7,903 |
81.738008% |
0.412895 |
-0.020965 |
0.043903 |
0.032922 |
0.012122 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
1.79% |
$0.30 / 260 |
$0.40 / 148 |
0 / 2,659 |
95.660337% |
0.137224 |
-0.011692 |
0.024755 |
0.018563 |
0.004427 |
|
727 |
Legs |
11/17(53) |
CALL |
20.00 / 30.00 |
$95 / $905 / 0.11 |
71.78% / $25.98 / 2.87% / 18.98% |
76.92% / $20.95 |
$0.95 / $1.35 / $0.40 / 210 |
|
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 |
28.22% |
$1.35 / 293 |
$1.50 / 124 |
16 / 4,564 |
81.915558% |
0.462192 |
-0.026059 |
0.054681 |
0.027497 |
0.009465 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
2.42% |
$0.30 / 289 |
$0.40 / 210 |
0 / 20 |
98.281226% |
0.141640 |
-0.014547 |
0.030888 |
0.015532 |
0.003183 |
|
|
282 |
|
12/15(81) |
PUT |
47.50 / 45.00 |
$61 / $189 / 0.32 |
74.47% / $2.74 / 1.45% / 6.12% |
76.24% / $46.89 |
$0.61 / $1.99 / $1.38 / 57 |
32 / 19.51% / 81 |
5 |
Legs |
Vertical |
Bullish |
$52.4751 (+1.23%) / 8.55M |
|
Earnings: 12/07 / Ex-Div: 10/05 ($0.06) |
|
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) |
PUT |
47.50 |
25.53% |
$1.99 / 57 |
$2.02 / 15 |
83 / 842 |
45.012583% |
-0.285659 |
-0.025956 |
0.024231 |
0.086511 |
-0.041836 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
45.00 |
18.82% |
$1.35 / 43 |
$1.38 / 60 |
4 / 1,532 |
46.143273% |
-0.220782 |
-0.022891 |
0.021155 |
0.075528 |
-0.031877 |
|
288 |
Legs |
12/15(81) |
CALL |
60.00 / 62.50 |
$55 / $195 / 0.28 |
76.72% / $2.29 / 1.17% / 4.93% |
78.20% / $60.55 |
$0.55 / $1.90 / $1.35 / 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 |
60.00 |
23.28% |
$1.90 / 42 |
$1.92 / 10 |
27 / 3,707 |
41.183287% |
0.376269 |
-0.033115 |
0.027059 |
0.096605 |
0.038848 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
62.50 |
17.13% |
$1.33 / 113 |
$1.35 / 3 |
29 / 2,011 |
40.704413% |
0.319580 |
-0.031033 |
0.025480 |
0.090970 |
0.033354 |
|
384 |
Legs |
12/15(81) |
CALL |
57.50 / 60.00 |
$73 / $177 / 0.41 |
69.18% / $1.19 / 0.67% / 2.81% |
71.53% / $58.23 |
$0.73 / $2.65 / $1.92 / 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 |
57.50 |
30.82% |
$2.65 / 21 |
$2.68 / 16 |
40 / 4,014 |
41.802306% |
0.438332 |
-0.034584 |
0.028093 |
0.100298 |
0.044698 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
23.28% |
$1.90 / 42 |
$1.92 / 10 |
27 / 3,707 |
41.183287% |
0.376269 |
-0.033115 |
0.027059 |
0.096605 |
0.038848 |
|
415 |
Legs |
12/15(81) |
CALL |
57.50 / 62.50 |
$130 / $370 / 0.35 |
69.18% / $2.12 / 0.57% / 2.39% |
73.28% / $58.80 |
$1.30 / $2.65 / $1.35 / 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 |
57.50 |
30.82% |
$2.65 / 21 |
$2.68 / 16 |
40 / 4,014 |
41.802306% |
0.438332 |
-0.034584 |
0.028093 |
0.100298 |
0.044698 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
62.50 |
17.13% |
$1.33 / 113 |
$1.35 / 3 |
29 / 2,011 |
40.704413% |
0.319580 |
-0.031033 |
0.025480 |
0.090970 |
0.033354 |
|
523 |
Legs |
12/15(81) |
PUT |
50.00 / 42.50 |
$192 / $558 / 0.34 |
66.32% / $8.58 / 1.54% / 6.50% |
72.71% / $48.08 |
$1.92 / $2.84 / $0.92 / 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) |
PUT |
50.00 |
33.68% |
$2.84 / 31 |
$2.87 / 48 |
5 / 5,475 |
44.113866% |
-0.354526 |
-0.028072 |
0.026526 |
0.094705 |
-0.052719 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
42.50 |
13.52% |
$0.89 / 105 |
$0.92 / 123 |
1 / 1,080 |
47.550771% |
-0.162398 |
-0.019119 |
0.017519 |
0.062548 |
-0.023138 |
|
289 |
Legs |
11/17(53) |
PUT |
50.00 / 40.00 |
$157 / $843 / 0.19 |
67.58% / $12.62 / 1.50% / 9.55% |
73.87% / $48.43 |
$1.57 / $1.82 / $0.25 / 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) |
PUT |
50.00 |
32.42% |
$1.82 / 30 |
$1.84 / 22 |
194 / 3,818 |
39.297007% |
-0.349305 |
-0.034802 |
0.032228 |
0.077158 |
-0.033562 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
6.13% |
$0.24 / 5 |
$0.25 / 456 |
10 / 2,108 |
47.711425% |
-0.078864 |
-0.014283 |
0.012809 |
0.030666 |
-0.007199 |
|
|
283 |
|
12/15(81) |
PUT |
17.00 / 15.00 |
$50 / $150 / 0.33 |
73.60% / $1.59 / 1.06% / 4.44% |
75.45% / $16.50 |
$0.50 / $1.05 / $0.55 / 141 |
32 / 53.21% / 9 |
5 |
Legs |
Vertical |
Bullish |
$20.85 (+3.53%) / 3.27M |
|
|
|
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 |
17.00 |
26.40% |
$1.05 / 2,043 |
$1.15 / 155 |
0 / 13 |
70.336858% |
-0.262480 |
-0.019482 |
0.031056 |
0.032150 |
-0.017714 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
19.63% |
$0.45 / 2,094 |
$0.55 / 141 |
1 / 48 |
68.202252% |
-0.189320 |
-0.016274 |
0.025818 |
0.026727 |
-0.012352 |
|
458 |
Legs |
12/15(81) |
PUT |
17.00 / 14.00 |
$70 / $230 / 0.30 |
73.60% / $1.63 / 0.71% / 2.95% |
76.16% / $16.30 |
$0.70 / $1.05 / $0.35 / 65 |
|
Underlying |
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 |
17.00 |
26.40% |
$1.05 / 2,043 |
$1.15 / 155 |
0 / 13 |
70.336858% |
-0.262480 |
-0.019482 |
0.031056 |
0.032150 |
-0.017714 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
14.00 |
16.84% |
$0.25 / 2,247 |
$0.35 / 65 |
1 / 43 |
66.915865% |
-0.154970 |
-0.014354 |
0.022725 |
0.023525 |
-0.009944 |
|
990 |
Legs |
12/15(81) |
PUT |
20.00 / 14.00 |
$215 / $385 / 0.56 |
60.17% / $23.54 / 6.11% / 27.76% |
70.20% / $17.85 |
$2.15 / $2.50 / $0.35 / 65 |
|
Underlying |
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 |
20.00 |
39.83% |
$2.50 / 1,837 |
$2.65 / 74 |
10 / 1 |
74.977658% |
-0.375117 |
-0.022428 |
0.036083 |
0.037353 |
-0.026670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
14.00 |
16.84% |
$0.25 / 2,247 |
$0.35 / 65 |
1 / 43 |
66.915865% |
-0.154970 |
-0.014354 |
0.022725 |
0.023525 |
-0.009944 |
|
993 |
Legs |
12/15(81) |
PUT |
20.00 / 15.00 |
$195 / $305 / 0.64 |
60.17% / $24.11 / 7.91% / 36.90% |
69.36% / $18.05 |
$1.95 / $2.50 / $0.55 / 141 |
|
Underlying |
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 |
20.00 |
39.83% |
$2.50 / 1,837 |
$2.65 / 74 |
10 / 1 |
74.977658% |
-0.375117 |
-0.022428 |
0.036083 |
0.037353 |
-0.026670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
19.63% |
$0.45 / 2,094 |
$0.55 / 141 |
1 / 48 |
68.202252% |
-0.189320 |
-0.016274 |
0.025818 |
0.026727 |
-0.012352 |
|
996 |
Legs |
12/15(81) |
PUT |
20.00 / 16.00 |
$165 / $235 / 0.70 |
60.17% / $20.88 / 8.89% / 42.12% |
68.05% / $18.35 |
$1.65 / $2.50 / $0.85 / 1,701 |
|
Underlying |
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 |
20.00 |
39.83% |
$2.50 / 1,837 |
$2.65 / 74 |
10 / 1 |
74.977658% |
-0.375117 |
-0.022428 |
0.036083 |
0.037353 |
-0.026670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
16.00 |
22.80% |
$0.70 / 2,096 |
$0.85 / 1,701 |
0 / 9 |
69.682919% |
-0.225361 |
-0.017994 |
0.028612 |
0.029620 |
-0.014952 |
|
619 |
Legs |
11/17(53) |
PUT |
20.00 / 14.00 |
$180 / $420 / 0.43 |
59.43% / $9.18 / 2.19% / 14.20% |
69.84% / $18.20 |
$1.80 / $2.00 / $0.20 / 330 |
|
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 |
20.00 |
40.57% |
$2.00 / 330 |
$2.10 / 493 |
10 / 4 |
73.941188% |
-0.389880 |
-0.028009 |
0.044640 |
0.030990 |
-0.017266 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
14.00 |
13.61% |
$0.10 / 1,993 |
$0.20 / 2,934 |
0 / 1 |
67.848757% |
-0.128856 |
-0.015579 |
0.024512 |
0.017017 |
-0.005176 |
|
|
285 |
|
12/15(81) |
PUT |
90.00 / 85.00 |
$155 / $345 / 0.45 |
68.77% / $8.85 / 2.56% / 11.02% |
71.31% / $88.45 |
$1.55 / $4.65 / $3.10 / 45 |
25 / 26.88% / 99 |
5 |
Legs |
Vertical |
Bullish |
$96.05 (-0.06%) / 52.17M |
|
Earnings: 11/07 |
|
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) |
PUT |
90.00 |
31.23% |
$4.65 / 474 |
$4.70 / 170 |
55 / 11,272 |
45.118354% |
-0.332648 |
-0.055118 |
0.012930 |
0.169710 |
-0.091951 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
85.00 |
23.54% |
$3.05 / 223 |
$3.10 / 45 |
351 / 11,210 |
45.648258% |
-0.264499 |
-0.050229 |
0.011646 |
0.152858 |
-0.071918 |
|
310 |
Legs |
12/15(81) |
PUT |
90.00 / 80.00 |
$270 / $730 / 0.37 |
68.77% / $9.74 / 1.33% / 5.63% |
73.10% / $87.30 |
$2.70 / $4.65 / $1.95 / 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 |
90.00 |
31.23% |
$4.65 / 474 |
$4.70 / 170 |
55 / 11,272 |
45.118354% |
-0.332648 |
-0.055118 |
0.012930 |
0.169710 |
-0.091951 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
17.30% |
$1.91 / 177 |
$1.95 / 33 |
648 / 16,100 |
46.465490% |
-0.200902 |
-0.043514 |
0.009991 |
0.131133 |
-0.053788 |
|
471 |
Legs |
12/15(81) |
PUT |
90.00 / 75.00 |
$346 / $1,154 / 0.30 |
68.77% / $14.36 / 1.24% / 5.24% |
74.24% / $86.54 |
$3.46 / $4.65 / $1.19 / 127 |
|
Underlying |
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 |
90.00 |
31.23% |
$4.65 / 474 |
$4.70 / 170 |
55 / 11,272 |
45.118354% |
-0.332648 |
-0.055118 |
0.012930 |
0.169710 |
-0.091951 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
12.42% |
$1.15 / 55 |
$1.19 / 127 |
432 / 3,468 |
47.733762% |
-0.144401 |
-0.035523 |
0.008089 |
0.106173 |
-0.038106 |
|
485 |
Legs |
12/15(81) |
PUT |
85.00 / 80.00 |
$110 / $390 / 0.28 |
76.46% / $3.42 / 0.88% / 3.67% |
77.96% / $83.90 |
$1.10 / $3.05 / $1.95 / 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 |
85.00 |
23.54% |
$3.05 / 223 |
$3.10 / 45 |
351 / 11,210 |
45.648258% |
-0.264499 |
-0.050229 |
0.011646 |
0.152858 |
-0.071918 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
17.30% |
$1.91 / 177 |
$1.95 / 33 |
648 / 16,100 |
46.465490% |
-0.200902 |
-0.043514 |
0.009991 |
0.131133 |
-0.053788 |
|
678 |
Legs |
12/15(81) |
PUT |
90.00 / 70.00 |
$394 / $1,606 / 0.25 |
68.77% / $32.41 / 2.02% / 8.60% |
74.95% / $86.06 |
$3.94 / $4.65 / $0.71 / 259 |
|
Underlying |
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 |
90.00 |
31.23% |
$4.65 / 474 |
$4.70 / 170 |
55 / 11,272 |
45.118354% |
-0.332648 |
-0.055118 |
0.012930 |
0.169710 |
-0.091951 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
8.73% |
$0.68 / 282 |
$0.71 / 259 |
21 / 3,025 |
49.520745% |
-0.097067 |
-0.027026 |
0.006112 |
0.080213 |
-0.025272 |
|
17 |
Legs |
11/17(53) |
PUT |
90.00 / 85.00 |
$139 / $361 / 0.39 |
70.38% / $4.87 / 1.35% / 8.58% |
73.09% / $88.61 |
$1.39 / $3.65 / $2.26 / 45 |
|
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 |
90.00 |
29.62% |
$3.65 / 995 |
$3.70 / 84 |
1,222 / 24,447 |
46.582893% |
-0.324480 |
-0.067977 |
0.015633 |
0.137588 |
-0.057761 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
85.00 |
20.64% |
$2.23 / 58 |
$2.26 / 45 |
858 / 20,904 |
47.430584% |
-0.243313 |
-0.059805 |
0.013612 |
0.119807 |
-0.042634 |
|
|
287 |
|
12/15(81) |
PUT |
125.00 / 120.00 |
$150 / $350 / 0.43 |
68.34% / $0.42 / 0.12% / 0.50% |
70.46% / $123.50 |
$1.50 / $6.10 / $4.60 / 1 |
37 / 20.13% / 99 |
5 |
Legs |
Vertical |
Bullish |
$131.80 (-0.72%) / 4.28M |
|
Earnings: 11/07 |
|
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) |
PUT |
125.00 |
31.66% |
$6.10 / 233 |
$6.25 / 255 |
86 / 476 |
41.382974% |
-0.340580 |
-0.065045 |
0.011017 |
0.235067 |
-0.125663 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
120.00 |
24.94% |
$4.50 / 210 |
$4.60 / 1 |
48 / 1,170 |
42.039867% |
-0.283038 |
-0.060715 |
0.010167 |
0.216943 |
-0.103197 |
|
319 |
Legs |
12/15(81) |
PUT |
125.00 / 115.00 |
$275 / $725 / 0.38 |
68.34% / $1.46 / 0.20% / 0.83% |
72.16% / $122.25 |
$2.75 / $6.10 / $3.35 / 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 |
125.00 |
31.66% |
$6.10 / 233 |
$6.25 / 255 |
86 / 476 |
41.382974% |
-0.340580 |
-0.065045 |
0.011017 |
0.235067 |
-0.125663 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
115.00 |
19.25% |
$3.25 / 153 |
$3.35 / 2 |
4 / 875 |
42.975480% |
-0.228518 |
-0.054815 |
0.009091 |
0.193971 |
-0.082389 |
|
373 |
Legs |
12/15(81) |
PUT |
125.00 / 110.00 |
$371 / $1,129 / 0.33 |
68.34% / $8.18 / 0.72% / 3.02% |
73.42% / $121.29 |
$3.71 / $6.10 / $2.39 / 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) |
PUT |
125.00 |
31.66% |
$6.10 / 233 |
$6.25 / 255 |
86 / 476 |
41.382974% |
-0.340580 |
-0.065045 |
0.011017 |
0.235067 |
-0.125663 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
110.00 |
14.58% |
$2.33 / 10 |
$2.39 / 25 |
7 / 811 |
44.139275% |
-0.178477 |
-0.047684 |
0.007842 |
0.167334 |
-0.063672 |
|
556 |
Legs |
12/15(81) |
PUT |
125.00 / 105.00 |
$443 / $1,557 / 0.29 |
68.34% / $27.68 / 1.78% / 7.55% |
74.34% / $120.57 |
$4.43 / $6.10 / $1.67 / 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) |
PUT |
125.00 |
31.66% |
$6.10 / 233 |
$6.25 / 255 |
86 / 476 |
41.382974% |
-0.340580 |
-0.065045 |
0.011017 |
0.235067 |
-0.125663 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
105.00 |
10.85% |
$1.65 / 1 |
$1.67 / 8 |
53 / 72 |
45.440912% |
-0.134170 |
-0.039786 |
0.006496 |
0.138612 |
-0.047394 |
|
560 |
Legs |
12/15(81) |
PUT |
120.00 / 110.00 |
$211 / $789 / 0.27 |
75.06% / $5.11 / 0.65% / 2.70% |
77.59% / $117.89 |
$2.11 / $4.50 / $2.39 / 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) |
PUT |
120.00 |
24.94% |
$4.50 / 210 |
$4.60 / 1 |
48 / 1,170 |
42.039867% |
-0.283038 |
-0.060715 |
0.010167 |
0.216943 |
-0.103197 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
110.00 |
14.58% |
$2.33 / 10 |
$2.39 / 25 |
7 / 811 |
44.139275% |
-0.178477 |
-0.047684 |
0.007842 |
0.167334 |
-0.063672 |
|
29 |
Legs |
11/17(53) |
PUT |
125.00 / 115.00 |
$247 / $753 / 0.33 |
69.95% / $4.49 / 0.60% / 3.72% |
74.03% / $122.53 |
$2.47 / $4.90 / $2.43 / 9 |
|
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 |
125.00 |
30.05% |
$4.90 / 188 |
$5.00 / 21 |
99 / 1,630 |
42.935121% |
-0.332023 |
-0.080448 |
0.013321 |
0.190596 |
-0.079342 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
15.83% |
$2.37 / 34 |
$2.43 / 9 |
7 / 494 |
45.247268% |
-0.200229 |
-0.063235 |
0.010280 |
0.147084 |
-0.046807 |
|
|
290 |
|
12/15(81) |
PUT |
17.50 / 12.50 |
$150 / $350 / 0.43 |
75.21% / $32.85 / 9.38% / 44.82% |
76.97% / $16.00 |
$1.50 / $6.60 / $5.10 / 30 |
83 / 77.87% / 83 |
5 |
Legs |
Vertical |
Bullish |
$20.39 (-4.05%) / 2.16M |
|
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) |
PUT |
17.50 |
24.79% |
$6.60 / 30 |
$8.00 / 86 |
0 / 2 |
260.014647% |
-0.188283 |
-0.048864 |
0.008487 |
0.026904 |
-0.029988 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
12.50 |
19.55% |
$3.10 / 603 |
$5.10 / 232 |
0 / 324 |
258.250054% |
-0.135041 |
-0.039584 |
0.006830 |
0.021651 |
-0.019258 |
|
303 |
Legs |
12/15(81) |
PUT |
20.00 / 10.00 |
$260 / $740 / 0.35 |
71.85% / $16.52 / 2.23% / 9.55% |
75.33% / $17.40 |
$2.60 / $6.50 / $3.90 / 267 |
|
Underlying |
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 |
20.00 |
28.15% |
$6.50 / 480 |
$10.20 / 151 |
0 / 48 |
238.699172% |
-0.212588 |
-0.052387 |
0.009130 |
0.028940 |
-0.035522 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
17.49% |
$2.45 / 418 |
$3.90 / 267 |
11 / 564 |
281.010017% |
-0.106039 |
-0.033493 |
0.005760 |
0.018259 |
-0.014160 |
|
429 |
Legs |
12/15(81) |
PUT |
15.00 / 10.00 |
$120 / $380 / 0.32 |
78.05% / $17.30 / 4.55% / 20.18% |
79.25% / $13.80 |
$1.20 / $5.10 / $3.90 / 103 |
|
Underlying |
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 |
15.00 |
21.95% |
$5.10 / 103 |
$7.20 / 370 |
0 / 825 |
278.623274% |
-0.162458 |
-0.044646 |
0.007729 |
0.024501 |
-0.024554 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
17.49% |
$2.45 / 418 |
$3.90 / 267 |
11 / 564 |
281.010017% |
-0.106039 |
-0.033493 |
0.005760 |
0.018259 |
-0.014160 |
|
459 |
Legs |
12/15(81) |
PUT |
20.00 / 7.50 |
$395 / $855 / 0.46 |
71.85% / $93.74 / 10.96% / 53.65% |
76.91% / $16.05 |
$3.95 / $6.50 / $2.55 / 44 |
|
Underlying |
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 |
20.00 |
28.15% |
$6.50 / 480 |
$10.20 / 151 |
0 / 48 |
238.699172% |
-0.212588 |
-0.052387 |
0.009130 |
0.028940 |
-0.035522 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.50 |
15.71% |
$0.95 / 469 |
$2.55 / 44 |
2 / 69 |
269.859775% |
-0.075672 |
-0.026154 |
0.004482 |
0.014209 |
-0.009358 |
|
460 |
Legs |
12/15(81) |
PUT |
17.50 / 10.00 |
$270 / $480 / 0.56 |
75.21% / $96.48 / 20.10% / 112.99% |
78.25% / $14.80 |
$2.70 / $6.60 / $3.90 / 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) |
PUT |
17.50 |
24.79% |
$6.60 / 30 |
$8.00 / 86 |
0 / 2 |
260.014647% |
-0.188283 |
-0.048864 |
0.008487 |
0.026904 |
-0.029988 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
17.49% |
$2.45 / 418 |
$3.90 / 267 |
11 / 564 |
281.010017% |
-0.106039 |
-0.033493 |
0.005760 |
0.018259 |
-0.014160 |
|
27 |
Legs |
11/17(53) |
PUT |
17.50 / 12.50 |
$130 / $370 / 0.35 |
72.92% / $4.94 / 1.33% / 8.48% |
74.88% / $16.20 |
$1.30 / $5.00 / $3.70 / 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) |
PUT |
17.50 |
27.08% |
$5.00 / 365 |
$7.20 / 157 |
0 / 22 |
267.509106% |
-0.221395 |
-0.066377 |
0.011413 |
0.024262 |
-0.018694 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.50 |
20.42% |
$2.85 / 189 |
$3.70 / 30 |
0 / 75 |
271.183635% |
-0.150457 |
-0.052447 |
0.008973 |
0.019074 |
-0.011422 |
|
|
293 |
|
12/15(81) |
PUT |
65.00 / 60.00 |
$140 / $360 / 0.39 |
68.76% / $3.18 / 0.88% / 3.70% |
72.37% / $63.60 |
$1.40 / $3.35 / $1.95 / 70 |
29 / 13.58% / 81 |
5 |
Legs |
Vertical |
Bullish |
$68.69 (+0.56%) / 2.5M |
|
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) |
PUT |
65.00 |
31.24% |
$3.35 / 168 |
$3.45 / 122 |
44 / 675 |
43.638848% |
-0.336460 |
-0.034703 |
0.020514 |
0.122130 |
-0.065035 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
60.00 |
19.64% |
$1.91 / 39 |
$1.95 / 70 |
110 / 1,244 |
45.248689% |
-0.231418 |
-0.029540 |
0.017128 |
0.101970 |
-0.043749 |
|
467 |
Legs |
12/15(81) |
PUT |
65.00 / 55.00 |
$230 / $770 / 0.30 |
68.76% / $16.01 / 2.08% / 8.87% |
74.54% / $62.70 |
$2.30 / $3.35 / $1.05 / 92 |
|
Underlying |
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 |
65.00 |
31.24% |
$3.35 / 168 |
$3.45 / 122 |
44 / 675 |
43.638848% |
-0.336460 |
-0.034703 |
0.020514 |
0.122130 |
-0.065035 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
55.00 |
11.56% |
$1.01 / 187 |
$1.05 / 92 |
1 / 286 |
47.488502% |
-0.141548 |
-0.022060 |
0.012606 |
0.075046 |
-0.026233 |
|
714 |
Legs |
12/15(81) |
PUT |
65.00 / 50.00 |
$279 / $1,221 / 0.23 |
68.76% / $49.97 / 4.09% / 18.01% |
75.68% / $62.21 |
$2.79 / $3.35 / $0.56 / 168 |
|
Underlying |
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 |
65.00 |
31.24% |
$3.35 / 168 |
$3.45 / 122 |
44 / 675 |
43.638848% |
-0.336460 |
-0.034703 |
0.020514 |
0.122130 |
-0.065035 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
50.00 |
6.42% |
$0.52 / 389 |
$0.56 / 348 |
207 / 502 |
50.757273% |
-0.074236 |
-0.013973 |
0.007895 |
0.047005 |
-0.013518 |
|
827 |
Legs |
12/15(81) |
PUT |
65.00 / 45.00 |
$305 / $1,695 / 0.18 |
68.76% / $97.56 / 5.76% / 25.99% |
76.27% / $61.95 |
$3.05 / $3.35 / $0.30 / 168 |
|
Underlying |
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 |
65.00 |
31.24% |
$3.35 / 168 |
$3.45 / 122 |
44 / 675 |
43.638848% |
-0.336460 |
-0.034703 |
0.020514 |
0.122130 |
-0.065035 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
45.00 |
3.40% |
$0.26 / 79 |
$0.30 / 374 |
6 / 128 |
54.838634% |
-0.031749 |
-0.007157 |
0.004009 |
0.023864 |
-0.005692 |
|
872 |
Legs |
12/15(81) |
PUT |
60.00 / 55.00 |
$86 / $414 / 0.21 |
80.36% / $6.29 / 1.52% / 6.42% |
81.99% / $59.14 |
$0.86 / $1.91 / $1.05 / 39 |
|
Underlying |
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 |
19.64% |
$1.91 / 39 |
$1.95 / 70 |
110 / 1,244 |
45.248689% |
-0.231418 |
-0.029540 |
0.017128 |
0.101970 |
-0.043749 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
55.00 |
11.56% |
$1.01 / 187 |
$1.05 / 92 |
1 / 286 |
47.488502% |
-0.141548 |
-0.022060 |
0.012606 |
0.075046 |
-0.026233 |
|
139 |
Legs |
11/17(53) |
PUT |
65.00 / 55.00 |
$163 / $837 / 0.20 |
70.44% / $1.62 / 0.19% / 1.19% |
75.37% / $63.37 |
$1.63 / $2.03 / $0.40 / 79 |
|
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 |
65.00 |
29.56% |
$2.03 / 79 |
$2.08 / 179 |
81 / 2,221 |
38.277488% |
-0.327338 |
-0.042855 |
0.024779 |
0.098925 |
-0.040944 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
8.03% |
$0.39 / 11 |
$0.40 / 135 |
406 / 2,388 |
43.626155% |
-0.107016 |
-0.022529 |
0.012655 |
0.050522 |
-0.012871 |
|
|
296 |
|
12/15(81) |
CALL |
730.00 / 760.00 |
$690 / $2,310 / 0.30 |
72.71% / $9.46 / 0.41% / 1.70% |
75.70% / $736.90 |
$6.90 / $14.90 / $8.00 / 1 |
32 / 29.28% / 58 |
5 |
Legs |
Vertical |
Bearish |
$681.48 (-0.14%) / 161K |
|
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 |
730.00 |
27.29% |
$14.90 / 1 |
$15.30 / 6 |
0 / 48 |
22.836196% |
0.374801 |
-0.242540 |
0.003811 |
1.249921 |
0.541818 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
760.00 |
15.85% |
$7.10 / 33 |
$8.00 / 7 |
0 / 56 |
22.011921% |
0.275493 |
-0.210835 |
0.003359 |
1.101510 |
0.402521 |
|
510 |
Legs |
12/15(81) |
CALL |
730.00 / 780.00 |
$1,000 / $4,000 / 0.25 |
72.71% / $75.80 / 1.89% / 8.06% |
76.98% / $740.00 |
$10.00 / $14.90 / $4.90 / 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 |
730.00 |
27.29% |
$14.90 / 1 |
$15.30 / 6 |
0 / 48 |
22.836196% |
0.374801 |
-0.242540 |
0.003811 |
1.249921 |
0.541818 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
780.00 |
10.46% |
$4.20 / 32 |
$4.90 / 6 |
0 / 49 |
21.692418% |
0.219149 |
-0.185223 |
0.002972 |
0.974627 |
0.322118 |
|
618 |
Legs |
12/15(81) |
CALL |
730.00 / 790.00 |
$1,110 / $4,890 / 0.23 |
72.71% / $132.09 / 2.70% / 11.63% |
77.42% / $741.10 |
$11.10 / $14.90 / $3.80 / 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 |
730.00 |
27.29% |
$14.90 / 1 |
$15.30 / 6 |
0 / 48 |
22.836196% |
0.374801 |
-0.242540 |
0.003811 |
1.249921 |
0.541818 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
790.00 |
8.36% |
$3.40 / 10 |
$3.80 / 5 |
0 / 11 |
21.760130% |
0.194133 |
-0.171868 |
0.002766 |
0.907167 |
0.286122 |
|
660 |
Legs |
12/15(81) |
PUT |
660.00 / 600.00 |
$1,210 / $4,790 / 0.25 |
68.32% / $30.33 / 0.63% / 2.64% |
74.00% / $647.90 |
$12.10 / $19.80 / $7.70 / 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) |
PUT |
660.00 |
31.68% |
$19.80 / 9 |
$20.80 / 4 |
0 / 16 |
25.834399% |
-0.351839 |
-0.190325 |
0.003731 |
1.223591 |
-0.620377 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
600.00 |
10.09% |
$7.00 / 6 |
$7.70 / 8 |
0 / 10 |
28.969387% |
-0.150012 |
-0.125297 |
0.002346 |
0.769401 |
-0.258293 |
|
665 |
Legs |
12/15(81) |
CALL |
720.00 / 780.00 |
$1,320 / $4,680 / 0.28 |
68.03% / $90.52 / 1.93% / 8.23% |
74.13% / $733.20 |
$13.20 / $18.10 / $4.90 / 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 |
720.00 |
31.97% |
$18.10 / 26 |
$18.80 / 6 |
0 / 22 |
23.076439% |
0.411267 |
-0.250226 |
0.003910 |
1.282310 |
0.592115 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
780.00 |
10.46% |
$4.20 / 32 |
$4.90 / 6 |
0 / 49 |
21.692418% |
0.219149 |
-0.185223 |
0.002972 |
0.974627 |
0.322118 |
|
74 |
Legs |
11/17(53) |
PUT |
660.00 / 620.00 |
$850 / $3,150 / 0.27 |
70.17% / $23.23 / 0.74% / 4.61% |
74.94% / $651.50 |
$8.50 / $16.40 / $7.90 / 5 |
|
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 |
660.00 |
29.83% |
$16.40 / 5 |
$16.90 / 5 |
0 / 6 |
26.992702% |
-0.340347 |
-0.236587 |
0.004503 |
0.990269 |
-0.394494 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
620.00 |
11.71% |
$6.10 / 90 |
$7.90 / 8 |
0 / 7 |
28.515141% |
-0.174326 |
-0.170964 |
0.003160 |
0.694991 |
-0.198904 |
|
|
298 |
|
12/15(81) |
PUT |
80.00 / 70.00 |
$245 / $755 / 0.33 |
69.96% / $9.47 / 1.25% / 5.28% |
74.42% / $77.55 |
$2.45 / $4.50 / $2.05 / 56 |
25 / 16.17% / 50 |
5 |
Legs |
Vertical |
Bullish |
$86.85 (+0.89%) / 784K |
|
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) |
PUT |
80.00 |
30.04% |
$4.50 / 394 |
$4.70 / 67 |
4 / 282 |
48.932153% |
-0.324003 |
-0.046779 |
0.014897 |
0.150008 |
-0.079183 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
14.78% |
$1.90 / 359 |
$2.05 / 56 |
1 / 1,901 |
52.080256% |
-0.174873 |
-0.034360 |
0.010678 |
0.107524 |
-0.041274 |
|
513 |
Legs |
12/15(81) |
PUT |
80.00 / 65.00 |
$320 / $1,180 / 0.27 |
69.96% / $32.46 / 2.75% / 11.86% |
75.69% / $76.80 |
$3.20 / $4.50 / $1.30 / 75 |
|
Underlying |
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 |
80.00 |
30.04% |
$4.50 / 394 |
$4.70 / 67 |
4 / 282 |
48.932153% |
-0.324003 |
-0.046779 |
0.014897 |
0.150008 |
-0.079183 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
65.00 |
9.88% |
$1.20 / 27 |
$1.30 / 75 |
0 / 2,192 |
54.475580% |
-0.114939 |
-0.026109 |
0.008041 |
0.080971 |
-0.026713 |
|
668 |
Legs |
12/15(81) |
PUT |
80.00 / 60.00 |
$370 / $1,630 / 0.23 |
69.96% / $70.94 / 4.35% / 19.23% |
76.51% / $76.30 |
$3.70 / $4.50 / $0.80 / 97 |
|
Underlying |
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 |
80.00 |
30.04% |
$4.50 / 394 |
$4.70 / 67 |
4 / 282 |
48.932153% |
-0.324003 |
-0.046779 |
0.014897 |
0.150008 |
-0.079183 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
60.00 |
6.42% |
$0.70 / 177 |
$0.80 / 97 |
0 / 115 |
56.833870% |
-0.068438 |
-0.017889 |
0.005468 |
0.055066 |
-0.015682 |
|
744 |
Legs |
12/15(81) |
PUT |
75.00 / 70.00 |
$95 / $405 / 0.24 |
78.56% / $1.18 / 0.29% / 1.21% |
79.97% / $74.05 |
$0.95 / $3.00 / $2.05 / 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) |
PUT |
75.00 |
21.44% |
$3.00 / 198 |
$3.20 / 158 |
20 / 159 |
50.573714% |
-0.245781 |
-0.041537 |
0.013050 |
0.131413 |
-0.058990 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
14.78% |
$1.90 / 359 |
$2.05 / 56 |
1 / 1,901 |
52.080256% |
-0.174873 |
-0.034360 |
0.010678 |
0.107524 |
-0.041274 |
|
754 |
Legs |
12/15(81) |
CALL |
95.00 / 110.00 |
$300 / $1,200 / 0.25 |
69.94% / $12.63 / 1.05% / 4.42% |
75.23% / $98.00 |
$3.00 / $4.70 / $1.70 / 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 |
95.00 |
30.06% |
$4.70 / 448 |
$4.90 / 58 |
44 / 352 |
45.838658% |
0.436700 |
-0.059789 |
0.016324 |
0.164384 |
0.072359 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
110.00 |
10.15% |
$1.55 / 279 |
$1.70 / 55 |
8 / 413 |
45.360975% |
0.246755 |
-0.047069 |
0.013078 |
0.131692 |
0.042475 |
|
77 |
Legs |
11/17(53) |
PUT |
80.00 / 70.00 |
$220 / $780 / 0.28 |
71.82% / $22.46 / 2.88% / 19.04% |
76.54% / $77.80 |
$2.20 / $3.70 / $1.50 / 7 |
|
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 |
28.18% |
$3.70 / 185 |
$3.90 / 33 |
202 / 742 |
52.025803% |
-0.313453 |
-0.057496 |
0.017940 |
0.121142 |
-0.049415 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
11.19% |
$1.40 / 75 |
$1.50 / 7 |
1 / 19 |
56.118799% |
-0.142204 |
-0.037257 |
0.011384 |
0.076872 |
-0.021697 |
|
|
300 |
|
12/15(81) |
PUT |
22.50 / 20.00 |
$69 / $181 / 0.38 |
73.76% / $12.26 / 6.77% / 31.08% |
76.98% / $21.81 |
$0.69 / $1.49 / $0.80 / 1 |
37 / 20.53% / 99 |
5 |
Legs |
Vertical |
Bullish |
$25.35 (+0.16%) / 7.11M |
|
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) |
PUT |
22.50 |
26.24% |
$1.49 / 52 |
$1.51 / 46 |
5 / 222 |
62.185502% |
-0.284051 |
-0.015861 |
0.039779 |
0.041678 |
-0.021077 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
20.00 |
15.98% |
$0.79 / 102 |
$0.80 / 1 |
3 / 90 |
64.166197% |
-0.177992 |
-0.012373 |
0.030578 |
0.032038 |
-0.012814 |
|
473 |
Legs |
12/15(81) |
CALL |
30.00 / 32.50 |
$49 / $201 / 0.24 |
77.87% / $3.04 / 1.51% / 6.39% |
79.87% / $30.49 |
$0.49 / $1.45 / $0.96 / 52 |
|
Underlying |
Leg |
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 |
22.13% |
$1.45 / 52 |
$1.47 / 99 |
36 / 464 |
58.702259% |
0.386143 |
-0.020163 |
0.044898 |
0.047042 |
0.018414 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
32.50 |
13.36% |
$0.94 / 230 |
$0.96 / 616 |
88 / 363 |
58.805072% |
0.298496 |
-0.018167 |
0.040711 |
0.042655 |
0.014530 |
|
522 |
Legs |
12/15(81) |
PUT |
22.50 / 17.50 |
$111 / $389 / 0.29 |
73.76% / $23.85 / 6.13% / 27.84% |
78.79% / $21.39 |
$1.11 / $1.49 / $0.38 / 52 |
|
Underlying |
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 |
26.24% |
$1.49 / 52 |
$1.51 / 46 |
5 / 222 |
62.185502% |
-0.284051 |
-0.015861 |
0.039779 |
0.041678 |
-0.021077 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.50 |
9.23% |
$0.37 / 267 |
$0.38 / 432 |
7 / 70 |
66.956421% |
-0.093029 |
-0.007993 |
0.019531 |
0.020463 |
-0.006516 |
|
732 |
Legs |
12/15(81) |
CALL |
30.00 / 35.00 |
$82 / $418 / 0.20 |
77.87% / $13.05 / 3.12% / 13.53% |
81.13% / $30.82 |
$0.82 / $1.45 / $0.63 / 52 |
|
Underlying |
Leg |
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 |
22.13% |
$1.45 / 52 |
$1.47 / 99 |
36 / 464 |
58.702259% |
0.386143 |
-0.020163 |
0.044898 |
0.047042 |
0.018414 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
7.70% |
$0.61 / 77 |
$0.63 / 1,036 |
103 / 2,109 |
59.253007% |
0.226528 |
-0.015691 |
0.035331 |
0.037019 |
0.011211 |
|
761 |
Legs |
12/15(81) |
PUT |
22.50 / 15.00 |
$133 / $617 / 0.22 |
73.76% / $40.76 / 6.61% / 30.22% |
79.70% / $21.17 |
$1.33 / $1.49 / $0.16 / 52 |
|
Underlying |
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 |
26.24% |
$1.49 / 52 |
$1.51 / 46 |
5 / 222 |
62.185502% |
-0.284051 |
-0.015861 |
0.039779 |
0.041678 |
-0.021077 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
5.11% |
$0.15 / 1,154 |
$0.16 / 589 |
3 / 117 |
70.628608% |
-0.037270 |
-0.003941 |
0.009547 |
0.010003 |
-0.002547 |
|
59 |
Legs |
11/17(53) |
PUT |
22.50 / 20.00 |
$61 / $189 / 0.32 |
76.15% / $13.09 / 6.92% / 50.84% |
79.44% / $21.89 |
$0.61 / $1.20 / $0.59 / 110 |
|
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 |
22.50 |
23.85% |
$1.20 / 110 |
$1.21 / 96 |
30 / 574 |
66.021189% |
-0.268593 |
-0.019166 |
0.047261 |
0.033206 |
-0.012759 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
12.49% |
$0.58 / 300 |
$0.59 / 381 |
13 / 202 |
68.806183% |
-0.147512 |
-0.013569 |
0.033043 |
0.023216 |
-0.006812 |
|
|
304 |
|
12/15(81) |
PUT |
120.00 / 115.00 |
$119 / $381 / 0.31 |
73.84% / $0.06 / 0.02% / 0.07% |
75.64% / $118.81 |
$1.19 / $3.90 / $2.71 / 52 |
53 / 35.08% / 81 |
5 |
Legs |
Vertical |
Bullish |
$129.2705 (-0.05%) / 59.9M |
|
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) |
PUT |
120.00 |
26.16% |
$3.90 / 76 |
$3.95 / 463 |
273 / 10,355 |
35.419962% |
-0.298740 |
-0.051459 |
0.012418 |
0.217657 |
-0.104279 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
115.00 |
19.17% |
$2.69 / 51 |
$2.71 / 52 |
408 / 6,111 |
36.384544% |
-0.233930 |
-0.046062 |
0.010969 |
0.192253 |
-0.080738 |
|
577 |
Legs |
12/15(81) |
PUT |
120.00 / 110.00 |
$206 / $794 / 0.26 |
73.84% / $0.95 / 0.12% / 0.50% |
76.90% / $117.94 |
$2.06 / $3.90 / $1.84 / 76 |
|
Underlying |
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 |
120.00 |
26.16% |
$3.90 / 76 |
$3.95 / 463 |
273 / 10,355 |
35.419962% |
-0.298740 |
-0.051459 |
0.012418 |
0.217657 |
-0.104279 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
110.00 |
13.64% |
$1.83 / 38 |
$1.84 / 90 |
266 / 7,800 |
37.649433% |
-0.175487 |
-0.039238 |
0.009240 |
0.161962 |
-0.059937 |
|
673 |
Legs |
12/15(81) |
CALL |
140.00 / 155.00 |
$323 / $1,177 / 0.27 |
69.02% / $1.53 / 0.13% / 0.54% |
74.15% / $143.23 |
$3.23 / $4.75 / $1.52 / 61 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
140.00 |
30.98% |
$4.75 / 622 |
$4.85 / 1,128 |
973 / 12,043 |
32.119225% |
0.425086 |
-0.070352 |
0.014023 |
0.245792 |
0.110692 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
155.00 |
12.05% |
$1.49 / 169 |
$1.52 / 61 |
926 / 8,347 |
31.247232% |
0.253899 |
-0.056306 |
0.011464 |
0.200944 |
0.067918 |
|
782 |
Legs |
12/15(81) |
PUT |
120.00 / 105.00 |
$265 / $1,235 / 0.22 |
73.84% / $12.73 / 1.03% / 4.32% |
77.73% / $117.35 |
$2.65 / $3.90 / $1.25 / 76 |
|
Underlying |
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 |
120.00 |
26.16% |
$3.90 / 76 |
$3.95 / 463 |
273 / 10,355 |
35.419962% |
-0.298740 |
-0.051459 |
0.012418 |
0.217657 |
-0.104279 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
105.00 |
9.43% |
$1.22 / 87 |
$1.25 / 259 |
65 / 3,678 |
39.144913% |
-0.125266 |
-0.031619 |
0.007377 |
0.129303 |
-0.042374 |
|
816 |
Legs |
12/15(81) |
CALL |
145.00 / 160.00 |
$228 / $1,272 / 0.18 |
76.71% / $9.81 / 0.77% / 3.22% |
79.76% / $147.28 |
$2.28 / $3.30 / $1.02 / 71 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
145.00 |
23.29% |
$3.30 / 494 |
$3.35 / 147 |
764 / 13,234 |
31.652982% |
0.362381 |
-0.066747 |
0.013418 |
0.235177 |
0.095327 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
160.00 |
8.33% |
$0.99 / 346 |
$1.02 / 71 |
359 / 9,015 |
31.336026% |
0.208991 |
-0.050259 |
0.010284 |
0.180248 |
0.056294 |
|
6 |
Legs |
11/17(53) |
CALL |
140.00 / 145.00 |
$127 / $373 / 0.34 |
72.77% / $5.41 / 1.45% / 9.24% |
75.15% / $141.27 |
$1.27 / $3.60 / $2.33 / 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 |
140.00 |
27.23% |
$3.60 / 69 |
$3.65 / 887 |
1,338 / 27,127 |
33.981045% |
0.384469 |
-0.082240 |
0.016697 |
0.196248 |
0.069300 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
145.00 |
18.65% |
$2.31 / 78 |
$2.33 / 49 |
1,524 / 38,951 |
33.466767% |
0.310984 |
-0.075440 |
0.015438 |
0.181449 |
0.056591 |
|
|
306 |
|
12/15(81) |
PUT |
35.00 / 30.00 |
$125 / $375 / 0.33 |
73.29% / $8.31 / 2.22% / 9.47% |
75.97% / $33.75 |
$1.25 / $2.45 / $1.20 / 7 |
65 / 28.58% / 44 |
5 |
Legs |
Vertical |
Bullish |
$41.00 (+12.33%) / 4.79M |
|
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) |
PUT |
35.00 |
26.71% |
$2.45 / 7 |
$2.70 / 8 |
1 / 190 |
71.324101% |
-0.275439 |
-0.034255 |
0.018138 |
0.065958 |
-0.035622 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
30.00 |
17.27% |
$0.95 / 7 |
$1.20 / 7 |
24 / 100 |
70.526548% |
-0.173826 |
-0.026640 |
0.013942 |
0.050698 |
-0.021588 |
|
708 |
Legs |
12/15(81) |
PUT |
35.00 / 25.00 |
$200 / $800 / 0.25 |
73.29% / $14.12 / 1.76% / 7.49% |
77.47% / $33.00 |
$2.00 / $2.45 / $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) |
PUT |
35.00 |
26.71% |
$2.45 / 7 |
$2.70 / 8 |
1 / 190 |
71.324101% |
-0.275439 |
-0.034255 |
0.018138 |
0.065958 |
-0.035622 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
25.00 |
10.83% |
$0.25 / 10 |
$0.45 / 8 |
0 / 20 |
71.799127% |
-0.089395 |
-0.016926 |
0.008776 |
0.031915 |
-0.010684 |
|
966 |
Legs |
12/15(81) |
PUT |
40.00 / 25.00 |
$415 / $1,085 / 0.38 |
60.39% / $40.41 / 3.72% / 16.30% |
71.35% / $35.85 |
$4.15 / $4.60 / $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) |
PUT |
40.00 |
39.61% |
$4.60 / 7 |
$5.10 / 25 |
0 / 33 |
71.888164% |
-0.382249 |
-0.038544 |
0.020718 |
0.075340 |
-0.051587 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
25.00 |
10.83% |
$0.25 / 10 |
$0.45 / 8 |
0 / 20 |
71.799127% |
-0.089395 |
-0.016926 |
0.008776 |
0.031915 |
-0.010684 |
|
976 |
Legs |
12/15(81) |
PUT |
40.00 / 35.00 |
$190 / $310 / 0.61 |
60.39% / $5.97 / 1.93% / 8.19% |
65.70% / $38.10 |
$1.90 / $4.60 / $2.70 / 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) |
PUT |
40.00 |
39.61% |
$4.60 / 7 |
$5.10 / 25 |
0 / 33 |
71.888164% |
-0.382249 |
-0.038544 |
0.020718 |
0.075340 |
-0.051587 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
35.00 |
26.71% |
$2.45 / 7 |
$2.70 / 8 |
1 / 190 |
71.324101% |
-0.275439 |
-0.034255 |
0.018138 |
0.065958 |
-0.035622 |
|
979 |
Legs |
12/15(81) |
PUT |
40.00 / 30.00 |
$340 / $660 / 0.52 |
60.39% / $23.50 / 3.56% / 15.54% |
69.54% / $36.60 |
$3.40 / $4.60 / $1.20 / 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) |
PUT |
40.00 |
39.61% |
$4.60 / 7 |
$5.10 / 25 |
0 / 33 |
71.888164% |
-0.382249 |
-0.038544 |
0.020718 |
0.075340 |
-0.051587 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
30.00 |
17.27% |
$0.95 / 7 |
$1.20 / 7 |
24 / 100 |
70.526548% |
-0.173826 |
-0.026640 |
0.013942 |
0.050698 |
-0.021588 |
|
422 |
Legs |
10/20(25) |
PUT |
40.00 / 30.00 |
$250 / $750 / 0.33 |
59.27% / $34.50 / 4.60% / 71.53% |
70.94% / $37.50 |
$2.50 / $3.10 / $0.60 / 7 |
|
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 |
40.00 |
40.73% |
$3.10 / 7 |
$3.40 / 1 |
16 / 28 |
83.441777% |
-0.408028 |
-0.069446 |
0.036108 |
0.044798 |
-0.016213 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
7.99% |
$0.20 / 7 |
$0.60 / 7 |
54 / 1,026 |
86.967943% |
-0.092158 |
-0.030107 |
0.015369 |
0.019067 |
-0.003407 |
|
|
308 |
|
12/15(81) |
PUT |
85.00 / 80.00 |
$122 / $378 / 0.32 |
75.50% / $10.09 / 2.67% / 11.49% |
77.19% / $83.78 |
$1.22 / $3.90 / $2.68 / 36 |
18 / 11.94% / 99 |
5 |
Legs |
Vertical |
Bullish |
$95.90 (+4.05%) / 8.98M |
|
Earnings: 11/27 |
|
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) |
PUT |
85.00 |
24.50% |
$3.90 / 254 |
$4.00 / 508 |
51 / 1,279 |
50.613889% |
-0.272968 |
-0.051379 |
0.011746 |
0.154335 |
-0.074115 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
18.11% |
$2.64 / 71 |
$2.68 / 36 |
90 / 1,635 |
51.741494% |
-0.208995 |
-0.044855 |
0.010154 |
0.133416 |
-0.055860 |
|
399 |
Legs |
12/15(81) |
PUT |
90.00 / 85.00 |
$160 / $340 / 0.47 |
67.69% / $8.17 / 2.40% / 10.30% |
70.34% / $88.40 |
$1.60 / $5.60 / $4.00 / 186 |
|
Underlying |
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 |
90.00 |
32.31% |
$5.60 / 186 |
$5.70 / 263 |
286 / 1,578 |
49.684047% |
-0.341054 |
-0.056031 |
0.012961 |
0.170302 |
-0.094165 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
85.00 |
24.50% |
$3.90 / 254 |
$4.00 / 508 |
51 / 1,279 |
50.613889% |
-0.272968 |
-0.051379 |
0.011746 |
0.154335 |
-0.074115 |
|
420 |
Legs |
12/15(81) |
PUT |
90.00 / 75.00 |
$384 / $1,116 / 0.34 |
67.69% / $30.79 / 2.76% / 11.89% |
73.82% / $86.16 |
$3.84 / $5.60 / $1.76 / 186 |
|
Underlying |
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 |
90.00 |
32.31% |
$5.60 / 186 |
$5.70 / 263 |
286 / 1,578 |
49.684047% |
-0.341054 |
-0.056031 |
0.012961 |
0.170302 |
-0.094165 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
13.08% |
$1.71 / 159 |
$1.76 / 428 |
255 / 2,550 |
53.190405% |
-0.151677 |
-0.036967 |
0.008299 |
0.109044 |
-0.039947 |
|
439 |
Legs |
12/15(81) |
PUT |
90.00 / 80.00 |
$292 / $708 / 0.41 |
67.69% / $18.45 / 2.61% / 11.20% |
72.43% / $87.08 |
$2.92 / $5.60 / $2.68 / 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) |
PUT |
90.00 |
32.31% |
$5.60 / 186 |
$5.70 / 263 |
286 / 1,578 |
49.684047% |
-0.341054 |
-0.056031 |
0.012961 |
0.170302 |
-0.094165 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
18.11% |
$2.64 / 71 |
$2.68 / 36 |
90 / 1,635 |
51.741494% |
-0.208995 |
-0.044855 |
0.010154 |
0.133416 |
-0.055860 |
|
505 |
Legs |
12/15(81) |
CALL |
110.00 / 120.00 |
$198 / $802 / 0.25 |
75.82% / $6.28 / 0.78% / 3.27% |
78.44% / $111.98 |
$1.98 / $4.45 / $2.47 / 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 |
110.00 |
24.18% |
$4.45 / 60 |
$4.55 / 372 |
80 / 1,077 |
48.079469% |
0.392635 |
-0.067878 |
0.013581 |
0.178455 |
0.072355 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
120.00 |
13.08% |
$2.41 / 222 |
$2.47 / 48 |
104 / 1,457 |
47.781215% |
0.284952 |
-0.059398 |
0.011994 |
0.157595 |
0.053705 |
|
197 |
Legs |
11/17(53) |
PUT |
90.00 / 70.00 |
$299 / $1,701 / 0.18 |
69.08% / $24.07 / 1.41% / 9.01% |
74.82% / $87.01 |
$2.99 / $3.45 / $0.46 / 506 |
|
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 |
90.00 |
30.92% |
$3.45 / 506 |
$3.55 / 654 |
49 / 1,693 |
43.715682% |
-0.334874 |
-0.069305 |
0.015716 |
0.138477 |
-0.059504 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
5.98% |
$0.34 / 476 |
$0.46 / 963 |
3 / 476 |
51.991120% |
-0.070838 |
-0.026599 |
0.005846 |
0.051512 |
-0.011896 |
|
|
309 |
|
12/15(81) |
PUT |
8.00 / 7.00 |
$33 / $67 / 0.49 |
71.22% / $5.73 / 8.55% / 40.30% |
73.51% / $7.67 |
$0.33 / $0.87 / $0.54 / 170 |
23 / 17.51% / 86 |
5 |
Legs |
Vertical |
Bullish |
$9.23 (-3.65%) / 10.15M |
|
Earnings: 11/06 |
|
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) |
PUT |
8.00 |
28.78% |
$0.87 / 170 |
$0.90 / 524 |
15 / 757 |
92.040572% |
-0.278685 |
-0.011121 |
0.057047 |
0.015227 |
-0.009510 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.00 |
22.31% |
$0.51 / 461 |
$0.54 / 434 |
6 / 641 |
93.069686% |
-0.211901 |
-0.009661 |
0.049212 |
0.013136 |
-0.006956 |
|
353 |
Legs |
12/15(81) |
PUT |
8.00 / 6.00 |
$59 / $141 / 0.42 |
71.22% / $9.12 / 6.47% / 29.54% |
75.21% / $7.41 |
$0.59 / $0.87 / $0.28 / 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) |
PUT |
8.00 |
28.78% |
$0.87 / 170 |
$0.90 / 524 |
15 / 757 |
92.040572% |
-0.278685 |
-0.011121 |
0.057047 |
0.015227 |
-0.009510 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
17.18% |
$0.26 / 441 |
$0.28 / 31 |
1 / 968 |
94.100583% |
-0.147818 |
-0.007746 |
0.039218 |
0.010468 |
-0.004667 |
|
409 |
Legs |
12/15(81) |
PUT |
8.00 / 5.00 |
$74 / $226 / 0.33 |
71.22% / $8.25 / 3.65% / 15.94% |
76.14% / $7.26 |
$0.74 / $0.87 / $0.13 / 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) |
PUT |
8.00 |
28.78% |
$0.87 / 170 |
$0.90 / 524 |
15 / 757 |
92.040572% |
-0.278685 |
-0.011121 |
0.057047 |
0.015227 |
-0.009510 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
13.16% |
$0.12 / 338 |
$0.13 / 13 |
1 / 1,196 |
97.712490% |
-0.090646 |
-0.005506 |
0.027730 |
0.007402 |
-0.002751 |
|
503 |
Legs |
12/15(81) |
PUT |
7.00 / 6.00 |
$23 / $77 / 0.30 |
77.69% / $2.41 / 3.13% / 13.55% |
78.98% / $6.77 |
$0.23 / $0.51 / $0.28 / 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) |
PUT |
7.00 |
22.31% |
$0.51 / 461 |
$0.54 / 434 |
6 / 641 |
93.069686% |
-0.211901 |
-0.009661 |
0.049212 |
0.013136 |
-0.006956 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
17.18% |
$0.26 / 441 |
$0.28 / 31 |
1 / 968 |
94.100583% |
-0.147818 |
-0.007746 |
0.039218 |
0.010468 |
-0.004667 |
|
842 |
Legs |
12/15(81) |
PUT |
7.00 / 5.00 |
$38 / $162 / 0.24 |
77.69% / $1.41 / 0.87% / 3.63% |
79.78% / $6.62 |
$0.38 / $0.51 / $0.13 / 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) |
PUT |
7.00 |
22.31% |
$0.51 / 461 |
$0.54 / 434 |
6 / 641 |
93.069686% |
-0.211901 |
-0.009661 |
0.049212 |
0.013136 |
-0.006956 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
13.16% |
$0.12 / 338 |
$0.13 / 13 |
1 / 1,196 |
97.712490% |
-0.090646 |
-0.005506 |
0.027730 |
0.007402 |
-0.002751 |
|
38 |
Legs |
11/17(53) |
PUT |
8.00 / 7.00 |
$29 / $71 / 0.41 |
72.09% / $3.30 / 4.65% / 32.21% |
74.52% / $7.71 |
$0.29 / $0.63 / $0.34 / 9 |
|
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 |
8.00 |
27.91% |
$0.63 / 640 |
$0.66 / 329 |
35 / 758 |
91.575026% |
-0.279721 |
-0.013761 |
0.069790 |
0.012492 |
-0.005854 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
20.26% |
$0.33 / 940 |
$0.34 / 9 |
10 / 187 |
92.555781% |
-0.199366 |
-0.011496 |
0.057960 |
0.010374 |
-0.004021 |
|
|
311 |
|
12/15(81) |
PUT |
7.00 / 6.00 |
$28 / $72 / 0.39 |
74.76% / $4.45 / 6.18% / 28.10% |
76.56% / $6.72 |
$0.28 / $0.69 / $0.41 / 611 |
27 / 18.41% / 95 |
5 |
Legs |
Vertical |
Bullish |
$8.69 (-5.13%) / 17.2M |
|
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) |
PUT |
7.00 |
25.24% |
$0.69 / 2,708 |
$0.73 / 1,731 |
17 / 1,262 |
98.594941% |
-0.242266 |
-0.010051 |
0.054882 |
0.013315 |
-0.007716 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
19.34% |
$0.39 / 115 |
$0.41 / 611 |
12 / 1,177 |
100.589082% |
-0.174095 |
-0.008320 |
0.045127 |
0.010948 |
-0.005318 |
|
472 |
Legs |
12/15(81) |
PUT |
7.00 / 5.00 |
$48 / $152 / 0.32 |
74.76% / $5.74 / 3.78% / 16.54% |
77.77% / $6.52 |
$0.48 / $0.69 / $0.21 / 566 |
|
Underlying |
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 |
7.00 |
25.24% |
$0.69 / 2,708 |
$0.73 / 1,731 |
17 / 1,262 |
98.594941% |
-0.242266 |
-0.010051 |
0.054882 |
0.013315 |
-0.007716 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
14.74% |
$0.19 / 396 |
$0.21 / 566 |
0 / 1,559 |
104.191770% |
-0.111068 |
-0.006167 |
0.033256 |
0.008068 |
-0.003252 |
|
550 |
Legs |
12/15(81) |
PUT |
8.00 / 4.00 |
$103 / $297 / 0.35 |
67.33% / $14.16 / 4.77% / 21.20% |
74.96% / $6.97 |
$1.03 / $1.12 / $0.09 / 4 |
|
Underlying |
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 |
8.00 |
32.67% |
$1.12 / 4 |
$1.15 / 1,053 |
178 / 7,755 |
97.455212% |
-0.311382 |
-0.011284 |
0.062085 |
0.015062 |
-0.010336 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
4.00 |
11.20% |
$0.07 / 1,265 |
$0.09 / 100 |
1 / 1,596 |
108.034247% |
-0.058564 |
-0.003826 |
0.020529 |
0.004980 |
-0.001643 |
|
593 |
Legs |
12/15(81) |
PUT |
8.00 / 7.00 |
$39 / $61 / 0.64 |
67.33% / $7.62 / 12.49% / 62.58% |
70.42% / $7.61 |
$0.39 / $1.12 / $0.73 / 4 |
|
Underlying |
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 |
8.00 |
32.67% |
$1.12 / 4 |
$1.15 / 1,053 |
178 / 7,755 |
97.455212% |
-0.311382 |
-0.011284 |
0.062085 |
0.015062 |
-0.010336 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.00 |
25.24% |
$0.69 / 2,708 |
$0.73 / 1,731 |
17 / 1,262 |
98.594941% |
-0.242266 |
-0.010051 |
0.054882 |
0.013315 |
-0.007716 |
|
628 |
Legs |
12/15(81) |
PUT |
8.00 / 5.00 |
$91 / $209 / 0.44 |
67.33% / $13.74 / 6.57% / 30.06% |
74.16% / $7.09 |
$0.91 / $1.12 / $0.21 / 4 |
|
Underlying |
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 |
8.00 |
32.67% |
$1.12 / 4 |
$1.15 / 1,053 |
178 / 7,755 |
97.455212% |
-0.311382 |
-0.011284 |
0.062085 |
0.015062 |
-0.010336 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
14.74% |
$0.19 / 396 |
$0.21 / 566 |
0 / 1,559 |
104.191770% |
-0.111068 |
-0.006167 |
0.033256 |
0.008068 |
-0.003252 |
|
79 |
Legs |
11/17(53) |
PUT |
7.00 / 6.00 |
$23 / $77 / 0.30 |
76.25% / $1.67 / 2.16% / 14.04% |
78.00% / $6.77 |
$0.23 / $0.49 / $0.26 / 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) |
PUT |
7.00 |
23.75% |
$0.49 / 959 |
$0.51 / 368 |
115 / 1,039 |
98.986873% |
-0.236587 |
-0.012246 |
0.066157 |
0.010763 |
-0.004612 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
16.93% |
$0.25 / 14 |
$0.26 / 27 |
1 / 334 |
102.633940% |
-0.156422 |
-0.009570 |
0.051418 |
0.008365 |
-0.002932 |
|
|
314 |
|
12/15(81) |
CALL |
36.00 / 38.00 |
$48 / $152 / 0.32 |
70.81% / $0.28 / 0.18% / 0.76% |
74.44% / $36.48 |
$0.48 / $0.97 / $0.49 / 21 |
27 / 29.01% / 36 |
5 |
Legs |
Vertical |
Bearish |
$33.87 (-0.94%) / 7.85M |
|
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 |
36.00 |
29.19% |
$0.97 / 248 |
$1.00 / 40 |
4 / 707 |
27.114207% |
0.395514 |
-0.013119 |
0.064919 |
0.062571 |
0.027730 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
38.00 |
16.05% |
$0.47 / 189 |
$0.49 / 21 |
9 / 211 |
26.468394% |
0.282852 |
-0.011582 |
0.057136 |
0.055069 |
0.020122 |
|
531 |
Legs |
12/15(81) |
CALL |
36.00 / 39.00 |
$63 / $237 / 0.27 |
70.81% / $2.64 / 1.11% / 4.67% |
75.51% / $36.63 |
$0.63 / $0.97 / $0.34 / 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 |
36.00 |
29.19% |
$0.97 / 248 |
$1.00 / 40 |
4 / 707 |
27.114207% |
0.395514 |
-0.013119 |
0.064919 |
0.062571 |
0.027730 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
39.00 |
11.39% |
$0.32 / 180 |
$0.34 / 36 |
0 / 1,408 |
26.432104% |
0.234765 |
-0.010535 |
0.051915 |
0.050037 |
0.016803 |
|
711 |
Legs |
12/15(81) |
CALL |
36.00 / 40.00 |
$73 / $327 / 0.22 |
70.81% / $7.88 / 2.41% / 10.33% |
76.21% / $36.73 |
$0.73 / $0.97 / $0.24 / 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 |
36.00 |
29.19% |
$0.97 / 248 |
$1.00 / 40 |
4 / 707 |
27.114207% |
0.395514 |
-0.013119 |
0.064919 |
0.062571 |
0.027730 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
7.86% |
$0.22 / 126 |
$0.24 / 83 |
5 / 341 |
26.649153% |
0.192580 |
-0.009399 |
0.046278 |
0.044604 |
0.013859 |
|
729 |
Legs |
12/15(81) |
PUT |
32.00 / 28.00 |
$70 / $330 / 0.21 |
69.70% / $2.54 / 0.77% / 3.21% |
75.01% / $31.30 |
$0.70 / $0.96 / $0.26 / 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) |
PUT |
32.00 |
30.30% |
$0.96 / 11 |
$0.97 / 10 |
2 / 556 |
28.421627% |
-0.332425 |
-0.012273 |
0.061295 |
0.059077 |
-0.029583 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
28.00 |
8.29% |
$0.24 / 79 |
$0.26 / 896 |
0 / 372 |
32.597327% |
-0.115278 |
-0.006652 |
0.032919 |
0.031728 |
-0.009939 |
|
734 |
Legs |
12/15(81) |
CALL |
37.00 / 39.00 |
$34 / $166 / 0.21 |
78.03% / $0.40 / 0.24% / 1.00% |
80.19% / $37.34 |
$0.34 / $0.68 / $0.34 / 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 |
37.00 |
21.97% |
$0.68 / 246 |
$0.71 / 37 |
24 / 15,484 |
26.726636% |
0.336625 |
-0.012469 |
0.061593 |
0.059365 |
0.023784 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
39.00 |
11.39% |
$0.32 / 180 |
$0.34 / 36 |
0 / 1,408 |
26.432104% |
0.234765 |
-0.010535 |
0.051915 |
0.050037 |
0.016803 |
|
30 |
Legs |
11/17(53) |
CALL |
36.00 / 37.00 |
$23 / $77 / 0.30 |
74.11% / $0.03 / 0.04% / 0.28% |
76.14% / $36.23 |
$0.23 / $0.73 / $0.50 / 659 |
|
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 |
36.00 |
25.89% |
$0.73 / 659 |
$0.76 / 1,435 |
8 / 101 |
28.256888% |
0.361964 |
-0.015704 |
0.077372 |
0.050008 |
0.017444 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
37.00 |
17.82% |
$0.47 / 745 |
$0.50 / 1,626 |
0 / 152 |
27.810048% |
0.292837 |
-0.014436 |
0.071042 |
0.045917 |
0.014216 |
|
|
315 |
|
12/15(81) |
PUT |
40.00 / 35.00 |
$125 / $375 / 0.33 |
68.81% / $1.64 / 0.44% / 1.82% |
73.44% / $38.75 |
$1.25 / $2.40 / $1.15 / 63 |
15 / 16.12% / 29 |
5 |
Legs |
Vertical |
Bullish |
$42.93 (-0.26%) / 146K |
|
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) |
PUT |
40.00 |
31.19% |
$2.40 / 63 |
$2.50 / 5 |
0 / 136 |
49.965171% |
-0.333100 |
-0.023796 |
0.029924 |
0.075358 |
-0.040640 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
35.00 |
15.57% |
$1.00 / 14 |
$1.15 / 103 |
0 / 31 |
53.075085% |
-0.183100 |
-0.017796 |
0.021834 |
0.054984 |
-0.021561 |
|
669 |
Legs |
12/15(81) |
PUT |
40.00 / 30.00 |
$195 / $805 / 0.24 |
68.81% / $34.96 / 4.34% / 19.18% |
75.82% / $38.05 |
$1.95 / $2.40 / $0.45 / 52 |
|
Underlying |
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 |
40.00 |
31.19% |
$2.40 / 63 |
$2.50 / 5 |
0 / 136 |
49.965171% |
-0.333100 |
-0.023796 |
0.029924 |
0.075358 |
-0.040640 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
30.00 |
6.87% |
$0.25 / 136 |
$0.45 / 52 |
0 / 23 |
55.300098% |
-0.073699 |
-0.009529 |
0.011499 |
0.028957 |
-0.008420 |
|
773 |
Legs |
12/15(81) |
CALL |
50.00 / 55.00 |
$80 / $420 / 0.19 |
79.11% / $4.30 / 1.02% / 4.30% |
81.33% / $50.80 |
$0.80 / $1.70 / $0.90 / 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 |
50.00 |
20.89% |
$1.70 / 30 |
$1.80 / 31 |
0 / 49 |
47.267696% |
0.360247 |
-0.028349 |
0.030806 |
0.077578 |
0.030059 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
9.83% |
$0.80 / 69 |
$0.90 / 9 |
0 / 123 |
46.823129% |
0.243567 |
-0.023506 |
0.025798 |
0.064966 |
0.020800 |
|
926 |
Legs |
12/15(81) |
CALL |
50.00 / 60.00 |
$120 / $880 / 0.14 |
79.11% / $30.34 / 3.45% / 15.02% |
82.38% / $51.20 |
$1.20 / $1.70 / $0.50 / 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 |
50.00 |
20.89% |
$1.70 / 30 |
$1.80 / 31 |
0 / 49 |
47.267696% |
0.360247 |
-0.028349 |
0.030806 |
0.077578 |
0.030059 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
4.18% |
$0.35 / 82 |
$0.50 / 60 |
0 / 77 |
47.527603% |
0.158028 |
-0.017981 |
0.019868 |
0.050034 |
0.013733 |
|
964 |
Legs |
12/15(81) |
CALL |
50.00 / 65.00 |
$140 / $1,360 / 0.10 |
79.11% / $67.46 / 4.96% / 22.12% |
82.88% / $51.40 |
$1.40 / $1.70 / $0.30 / 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 |
50.00 |
20.89% |
$1.70 / 30 |
$1.80 / 31 |
0 / 49 |
47.267696% |
0.360247 |
-0.028349 |
0.030806 |
0.077578 |
0.030059 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
1.64% |
$0.20 / 43 |
$0.30 / 46 |
0 / 185 |
49.842857% |
0.099278 |
-0.012943 |
0.014371 |
0.036191 |
0.008745 |
|
65 |
Legs |
11/17(53) |
PUT |
40.00 / 35.00 |
$115 / $385 / 0.30 |
70.45% / $9.52 / 2.47% / 16.17% |
75.49% / $38.85 |
$1.15 / $1.85 / $0.70 / 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) |
PUT |
40.00 |
29.55% |
$1.85 / 1 |
$2.00 / 89 |
0 / 79 |
51.245428% |
-0.324624 |
-0.029350 |
0.036165 |
0.061073 |
-0.025533 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
11.99% |
$0.60 / 65 |
$0.70 / 52 |
4 / 51 |
53.217822% |
-0.151154 |
-0.019530 |
0.023559 |
0.039785 |
-0.011498 |
|
|
316 |
|
12/15(81) |
PUT |
125.00 / 120.00 |
$155 / $345 / 0.45 |
68.16% / $4.32 / 1.25% / 5.27% |
70.38% / $123.45 |
$1.55 / $5.80 / $4.25 / 28 |
9 / 8.85% / 60 |
5 |
Legs |
Vertical |
Bullish |
$132.35 (+3.40%) / 1.51M |
|
Earnings: 11/28 |
|
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 |
125.00 |
31.84% |
$5.80 / 35 |
$5.95 / 32 |
13 / 799 |
39.835004% |
-0.342366 |
-0.064325 |
0.011171 |
0.235153 |
-0.125925 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
120.00 |
25.02% |
$4.10 / 32 |
$4.25 / 28 |
39 / 1,027 |
39.990948% |
-0.284117 |
-0.060049 |
0.010308 |
0.216987 |
-0.103263 |
|
342 |
Legs |
12/15(81) |
PUT |
125.00 / 115.00 |
$281 / $719 / 0.39 |
68.16% / $5.67 / 0.79% / 3.30% |
72.12% / $122.19 |
$2.81 / $5.80 / $2.99 / 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 |
125.00 |
31.84% |
$5.80 / 35 |
$5.95 / 32 |
13 / 799 |
39.835004% |
-0.342366 |
-0.064325 |
0.011171 |
0.235153 |
-0.125925 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
115.00 |
19.25% |
$2.86 / 11 |
$2.99 / 3 |
0 / 361 |
40.638590% |
-0.228952 |
-0.054184 |
0.009209 |
0.193864 |
-0.082285 |
|
361 |
Legs |
12/15(81) |
PUT |
125.00 / 110.00 |
$377 / $1,123 / 0.34 |
68.16% / $12.50 / 1.11% / 4.68% |
73.40% / $121.23 |
$3.77 / $5.80 / $2.03 / 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) |
PUT |
125.00 |
31.84% |
$5.80 / 35 |
$5.95 / 32 |
13 / 799 |
39.835004% |
-0.342366 |
-0.064325 |
0.011171 |
0.235153 |
-0.125925 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
110.00 |
14.52% |
$1.94 / 11 |
$2.03 / 6 |
1 / 806 |
41.358142% |
-0.178374 |
-0.047075 |
0.007933 |
0.167002 |
-0.063435 |
|
576 |
Legs |
12/15(81) |
PUT |
125.00 / 105.00 |
$442 / $1,558 / 0.28 |
68.16% / $27.20 / 1.75% / 7.41% |
74.24% / $120.58 |
$4.42 / $5.80 / $1.38 / 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) |
PUT |
125.00 |
31.84% |
$5.80 / 35 |
$5.95 / 32 |
13 / 799 |
39.835004% |
-0.342366 |
-0.064325 |
0.011171 |
0.235153 |
-0.125925 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
105.00 |
10.76% |
$1.32 / 11 |
$1.38 / 5 |
40 / 421 |
42.576425% |
-0.133672 |
-0.039197 |
0.006557 |
0.138034 |
-0.047069 |
|
587 |
Legs |
12/15(81) |
PUT |
120.00 / 110.00 |
$207 / $793 / 0.26 |
74.98% / $1.48 / 0.19% / 0.77% |
77.50% / $117.93 |
$2.07 / $4.10 / $2.03 / 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) |
PUT |
120.00 |
25.02% |
$4.10 / 32 |
$4.25 / 28 |
39 / 1,027 |
39.990948% |
-0.284117 |
-0.060049 |
0.010308 |
0.216987 |
-0.103263 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
110.00 |
14.52% |
$1.94 / 11 |
$2.03 / 6 |
1 / 806 |
41.358142% |
-0.178374 |
-0.047075 |
0.007933 |
0.167002 |
-0.063435 |
|
124 |
Legs |
11/17(53) |
CALL |
145.00 / 160.00 |
$243 / $1,257 / 0.19 |
74.11% / $1.44 / 0.11% / 0.71% |
77.75% / $147.43 |
$2.43 / $3.75 / $1.32 / 103 |
|
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 |
25.89% |
$3.75 / 159 |
$3.85 / 63 |
30 / 361 |
37.620596% |
0.381233 |
-0.095549 |
0.014152 |
0.199774 |
0.068951 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
160.00 |
9.01% |
$1.25 / 80 |
$1.32 / 103 |
5 / 805 |
38.386341% |
0.215621 |
-0.072336 |
0.010867 |
0.153412 |
0.039958 |
|
|
320 |
|
12/15(81) |
PUT |
32.50 / 30.00 |
$60 / $190 / 0.32 |
73.75% / $1.22 / 0.64% / 2.69% |
75.83% / $31.90 |
$0.60 / $1.75 / $1.15 / 95 |
50 / 19.21% / 44 |
5 |
Legs |
Vertical |
Bullish |
$36.70 (+1.05%) / 2.67M |
|
Earnings: 10/25 |
|
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 |
32.50 |
26.25% |
$1.75 / 95 |
$1.85 / 184 |
10 / 2,811 |
55.065696% |
-0.285879 |
-0.021832 |
0.029006 |
0.060074 |
-0.030188 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
30.00 |
18.37% |
$1.05 / 155 |
$1.15 / 161 |
0 / 183 |
56.187717% |
-0.207395 |
-0.018582 |
0.024407 |
0.050549 |
-0.021442 |
|
597 |
Legs |
12/15(81) |
PUT |
32.50 / 27.50 |
$105 / $395 / 0.27 |
73.75% / $5.99 / 1.52% / 6.41% |
77.31% / $31.45 |
$1.05 / $1.75 / $0.70 / 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) |
PUT |
32.50 |
26.25% |
$1.75 / 95 |
$1.85 / 184 |
10 / 2,811 |
55.065696% |
-0.285879 |
-0.021832 |
0.029006 |
0.060074 |
-0.030188 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
27.50 |
12.47% |
$0.60 / 87 |
$0.70 / 194 |
0 / 261 |
58.322799% |
-0.138454 |
-0.014482 |
0.018846 |
0.039031 |
-0.014036 |
|
790 |
Legs |
12/15(81) |
PUT |
32.50 / 25.00 |
$135 / $615 / 0.22 |
73.75% / $16.62 / 2.70% / 11.64% |
78.26% / $31.15 |
$1.35 / $1.75 / $0.40 / 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) |
PUT |
32.50 |
26.25% |
$1.75 / 95 |
$1.85 / 184 |
10 / 2,811 |
55.065696% |
-0.285879 |
-0.021832 |
0.029006 |
0.060074 |
-0.030188 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
25.00 |
8.24% |
$0.30 / 110 |
$0.40 / 153 |
0 / 162 |
60.282738% |
-0.083024 |
-0.010101 |
0.013043 |
0.027013 |
-0.008265 |
|
805 |
Legs |
12/15(81) |
PUT |
35.00 / 27.50 |
$200 / $550 / 0.36 |
63.80% / $13.42 / 2.44% / 10.46% |
71.92% / $33.00 |
$2.00 / $2.70 / $0.70 / 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 |
35.00 |
36.20% |
$2.70 / 104 |
$2.80 / 41 |
3 / 807 |
54.062080% |
-0.369199 |
-0.023887 |
0.032188 |
0.066664 |
-0.039880 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
27.50 |
12.47% |
$0.60 / 87 |
$0.70 / 194 |
0 / 261 |
58.322799% |
-0.138454 |
-0.014482 |
0.018846 |
0.039031 |
-0.014036 |
|
809 |
Legs |
12/15(81) |
PUT |
35.00 / 32.50 |
$85 / $165 / 0.52 |
63.80% / $0.45 / 0.27% / 1.13% |
67.40% / $34.15 |
$0.85 / $2.70 / $1.85 / 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 |
35.00 |
36.20% |
$2.70 / 104 |
$2.80 / 41 |
3 / 807 |
54.062080% |
-0.369199 |
-0.023887 |
0.032188 |
0.066664 |
-0.039880 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
32.50 |
26.25% |
$1.75 / 95 |
$1.85 / 184 |
10 / 2,811 |
55.065696% |
-0.285879 |
-0.021832 |
0.029006 |
0.060074 |
-0.030188 |
|
101 |
Legs |
11/17(53) |
CALL |
40.00 / 45.00 |
$105 / $395 / 0.27 |
70.34% / $1.15 / 0.29% / 1.80% |
75.03% / $41.05 |
$1.05 / $1.95 / $0.90 / 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 |
40.00 |
29.66% |
$1.95 / 262 |
$2.05 / 11 |
0 / 937 |
54.900720% |
0.428853 |
-0.034675 |
0.040899 |
0.056802 |
0.020434 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
45.00 |
11.97% |
$0.80 / 289 |
$0.90 / 49 |
0 / 18 |
54.561856% |
0.264811 |
-0.028601 |
0.034111 |
0.047375 |
0.013016 |
|
|
321 |
|
12/15(81) |
PUT |
10.00 / 8.00 |
$65 / $135 / 0.48 |
70.13% / $9.63 / 7.13% / 32.90% |
73.18% / $9.35 |
$0.65 / $1.75 / $1.10 / 82 |
9 / 7.49% / 32 |
5 |
Legs |
Vertical |
Bullish |
$11.7505 (+3.99%) / 523K |
|
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) |
PUT |
10.00 |
29.87% |
$1.75 / 625 |
$1.95 / 102 |
200 / 22 |
129.007372% |
-0.278046 |
-0.016735 |
0.037966 |
0.018763 |
-0.013110 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
8.00 |
21.40% |
$0.95 / 367 |
$1.10 / 82 |
0 / 65 |
133.822157% |
-0.189067 |
-0.013615 |
0.030618 |
0.015132 |
-0.008344 |
|
354 |
Legs |
12/15(81) |
PUT |
10.00 / 6.00 |
$105 / $295 / 0.36 |
70.13% / $8.81 / 2.99% / 12.92% |
74.91% / $8.95 |
$1.05 / $1.75 / $0.70 / 625 |
|
Underlying |
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 |
10.00 |
29.87% |
$1.75 / 625 |
$1.95 / 102 |
200 / 22 |
129.007372% |
-0.278046 |
-0.016735 |
0.037966 |
0.018763 |
-0.013110 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
15.28% |
$0.40 / 401 |
$0.70 / 961 |
0 / 1 |
149.908943% |
-0.104074 |
-0.009161 |
0.020447 |
0.010105 |
-0.004284 |
|
826 |
Legs |
12/15(81) |
PUT |
11.00 / 9.00 |
$75 / $125 / 0.60 |
64.82% / $8.72 / 6.98% / 32.11% |
68.88% / $10.25 |
$0.75 / $2.25 / $1.50 / 217 |
|
Underlying |
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 |
11.00 |
35.18% |
$2.25 / 528 |
$2.50 / 160 |
0 / 8 |
127.995902% |
-0.321451 |
-0.017784 |
0.040547 |
0.020039 |
-0.015650 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
9.00 |
25.30% |
$1.30 / 575 |
$1.50 / 217 |
1 / 105 |
130.918996% |
-0.233658 |
-0.015351 |
0.034667 |
0.017133 |
-0.010663 |
|
871 |
Legs |
12/15(81) |
PUT |
11.00 / 6.00 |
$155 / $345 / 0.45 |
64.82% / $17.62 / 5.11% / 22.84% |
72.73% / $9.45 |
$1.55 / $2.25 / $0.70 / 528 |
|
Underlying |
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 |
11.00 |
35.18% |
$2.25 / 528 |
$2.50 / 160 |
0 / 8 |
127.995902% |
-0.321451 |
-0.017784 |
0.040547 |
0.020039 |
-0.015650 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
15.28% |
$0.40 / 401 |
$0.70 / 961 |
0 / 1 |
149.908943% |
-0.104074 |
-0.009161 |
0.020447 |
0.010105 |
-0.004284 |
|
897 |
Legs |
12/15(81) |
PUT |
11.00 / 8.00 |
$115 / $185 / 0.62 |
64.82% / $19.32 / 10.44% / 50.69% |
70.86% / $9.85 |
$1.15 / $2.25 / $1.10 / 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) |
PUT |
11.00 |
35.18% |
$2.25 / 528 |
$2.50 / 160 |
0 / 8 |
127.995902% |
-0.321451 |
-0.017784 |
0.040547 |
0.020039 |
-0.015650 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
8.00 |
21.40% |
$0.95 / 367 |
$1.10 / 82 |
0 / 65 |
133.822157% |
-0.189067 |
-0.013615 |
0.030618 |
0.015132 |
-0.008344 |
|
47 |
Legs |
11/17(53) |
PUT |
10.00 / 8.00 |
$60 / $140 / 0.43 |
70.18% / $6.48 / 4.63% / 32.04% |
73.61% / $9.40 |
$0.60 / $1.40 / $0.80 / 292 |
|
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 |
10.00 |
29.82% |
$1.40 / 302 |
$1.60 / 791 |
2 / 668 |
133.791426% |
-0.287773 |
-0.020997 |
0.047135 |
0.015621 |
-0.008151 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
19.68% |
$0.65 / 413 |
$0.80 / 292 |
0 / 162 |
136.865740% |
-0.179488 |
-0.016244 |
0.036199 |
0.011997 |
-0.004773 |
|
|
325 |
|
12/15(81) |
PUT |
7.00 / 6.00 |
$36 / $64 / 0.56 |
69.83% / $7.06 / 11.04% / 54.07% |
72.24% / $6.64 |
$0.36 / $0.83 / $0.47 / 28 |
79 / 64.52% / 76 |
5 |
Legs |
Vertical |
Bullish |
$8.11 (+4.38%) / 2.98M |
|
|
|
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) |
PUT |
7.00 |
30.17% |
$0.83 / 28 |
$0.86 / 27 |
1 / 3,185 |
94.115074% |
-0.279030 |
-0.012013 |
0.053089 |
0.013071 |
-0.009341 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
23.93% |
$0.43 / 125 |
$0.47 / 427 |
100 / 225 |
93.284673% |
-0.217106 |
-0.010570 |
0.046421 |
0.011429 |
-0.006931 |
|
347 |
Legs |
12/15(81) |
PUT |
7.00 / 5.00 |
$60 / $140 / 0.43 |
69.83% / $6.72 / 4.80% / 21.34% |
73.74% / $6.40 |
$0.60 / $0.83 / $0.23 / 28 |
|
Underlying |
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 |
7.00 |
30.17% |
$0.83 / 28 |
$0.86 / 27 |
1 / 3,185 |
94.115074% |
-0.279030 |
-0.012013 |
0.053089 |
0.013071 |
-0.009341 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
18.94% |
$0.19 / 53 |
$0.23 / 261 |
1 / 1,086 |
95.434080% |
-0.155254 |
-0.008630 |
0.037685 |
0.009278 |
-0.004718 |
|
480 |
Legs |
12/15(81) |
PUT |
7.00 / 4.00 |
$71 / $229 / 0.31 |
69.83% / $0.12 / 0.05% / 0.21% |
74.40% / $6.29 |
$0.71 / $0.83 / $0.12 / 28 |
|
Underlying |
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 |
7.00 |
30.17% |
$0.83 / 28 |
$0.86 / 27 |
1 / 3,185 |
94.115074% |
-0.279030 |
-0.012013 |
0.053089 |
0.013071 |
-0.009341 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
4.00 |
15.00% |
$0.06 / 170 |
$0.12 / 1,095 |
1 / 289 |
102.199836% |
-0.097095 |
-0.006245 |
0.027133 |
0.006680 |
-0.002802 |
|
950 |
Legs |
12/15(81) |
PUT |
8.00 / 3.00 |
$134 / $366 / 0.37 |
62.11% / $8.67 / 2.37% / 10.15% |
72.11% / $6.66 |
$1.34 / $1.36 / $0.02 / 71 |
|
Underlying |
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 |
8.00 |
37.89% |
$1.36 / 99 |
$1.42 / 421 |
20 / 163 |
96.529440% |
-0.338814 |
-0.012989 |
0.057807 |
0.014233 |
-0.011875 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
3.00 |
11.89% |
$0.01 / 532 |
$0.02 / 71 |
0 / 60 |
99.062232% |
-0.047998 |
-0.003647 |
0.015770 |
0.003883 |
-0.001311 |
|
965 |
Legs |
12/15(81) |
PUT |
8.00 / 4.00 |
$124 / $276 / 0.45 |
62.11% / $9.65 / 3.50% / 15.25% |
71.45% / $6.76 |
$1.24 / $1.36 / $0.12 / 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 |
8.00 |
37.89% |
$1.36 / 99 |
$1.42 / 421 |
20 / 163 |
96.529440% |
-0.338814 |
-0.012989 |
0.057807 |
0.014233 |
-0.011875 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
4.00 |
15.00% |
$0.06 / 170 |
$0.12 / 1,095 |
1 / 289 |
102.199836% |
-0.097095 |
-0.006245 |
0.027133 |
0.006680 |
-0.002802 |
|
36 |
Legs |
11/17(53) |
PUT |
7.00 / 6.00 |
$30 / $70 / 0.43 |
69.70% / $1.75 / 2.50% / 16.35% |
72.17% / $6.70 |
$0.30 / $0.65 / $0.35 / 460 |
|
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 |
7.00 |
30.30% |
$0.65 / 460 |
$0.70 / 246 |
1 / 1,569 |
98.030188% |
-0.290519 |
-0.015113 |
0.066091 |
0.010912 |
-0.005822 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
22.75% |
$0.31 / 157 |
$0.35 / 757 |
7 / 1,531 |
98.329124% |
-0.214309 |
-0.012933 |
0.056263 |
0.009289 |
-0.004103 |
|
|
326 |
|
12/15(81) |
CALL |
100.00 / 105.00 |
$113 / $387 / 0.29 |
72.59% / $5.56 / 1.44% / 6.07% |
76.18% / $101.13 |
$1.13 / $2.04 / $0.91 / 9 |
51 / 25.30% / 99 |
5 |
Legs |
Vertical |
Bearish |
$93.70 (+0.64%) / 5.12M |
|
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 |
100.00 |
27.41% |
$2.04 / 9 |
$2.07 / 29 |
81 / 767 |
22.376261% |
0.374593 |
-0.031865 |
0.027978 |
0.171511 |
0.074525 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
105.00 |
13.88% |
$0.87 / 338 |
$0.91 / 172 |
17 / 1,147 |
21.692133% |
0.255033 |
-0.026746 |
0.023727 |
0.145454 |
0.051386 |
|
689 |
Legs |
12/15(81) |
PUT |
90.00 / 80.00 |
$174 / $826 / 0.21 |
70.18% / $23.80 / 2.88% / 12.44% |
75.94% / $88.26 |
$1.74 / $2.50 / $0.76 / 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) |
PUT |
90.00 |
29.82% |
$2.50 / 43 |
$2.54 / 1 |
43 / 634 |
25.537011% |
-0.335654 |
-0.026424 |
0.026920 |
0.165026 |
-0.081131 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
6.75% |
$0.72 / 292 |
$0.76 / 472 |
22 / 442 |
29.968443% |
-0.106854 |
-0.013864 |
0.013620 |
0.083495 |
-0.025130 |
|
726 |
Legs |
12/15(81) |
CALL |
100.00 / 110.00 |
$165 / $835 / 0.20 |
72.59% / $30.35 / 3.63% / 15.88% |
77.73% / $101.65 |
$1.65 / $2.04 / $0.39 / 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 |
100.00 |
27.41% |
$2.04 / 9 |
$2.07 / 29 |
81 / 767 |
22.376261% |
0.374593 |
-0.031865 |
0.027978 |
0.171511 |
0.074525 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
110.00 |
6.07% |
$0.36 / 94 |
$0.39 / 124 |
5 / 287 |
21.825818% |
0.162988 |
-0.020374 |
0.018207 |
0.111616 |
0.033167 |
|
815 |
Legs |
12/15(81) |
PUT |
90.00 / 75.00 |
$208 / $1,292 / 0.16 |
70.18% / $79.82 / 6.18% / 28.08% |
76.98% / $87.92 |
$2.08 / $2.50 / $0.42 / 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) |
PUT |
90.00 |
29.82% |
$2.50 / 43 |
$2.54 / 1 |
43 / 634 |
25.537011% |
-0.335654 |
-0.026424 |
0.026920 |
0.165026 |
-0.081131 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
2.59% |
$0.40 / 41 |
$0.42 / 262 |
5 / 37 |
32.875228% |
-0.045260 |
-0.007248 |
0.007046 |
0.043195 |
-0.010535 |
|
873 |
Legs |
12/15(81) |
PUT |
90.00 / 70.00 |
$222 / $1,778 / 0.13 |
70.18% / $123.62 / 6.95% / 31.98% |
77.40% / $87.78 |
$2.22 / $2.50 / $0.28 / 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) |
PUT |
90.00 |
29.82% |
$2.50 / 43 |
$2.54 / 1 |
43 / 634 |
25.537011% |
-0.335654 |
-0.026424 |
0.026920 |
0.165026 |
-0.081131 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
0.88% |
$0.19 / 640 |
$0.28 / 1,122 |
0 / 38 |
36.163773% |
-0.014888 |
-0.002887 |
0.002785 |
0.017072 |
-0.003436 |
|
87 |
Legs |
11/17(53) |
PUT |
90.00 / 85.00 |
$102 / $398 / 0.26 |
72.73% / $5.68 / 1.43% / 9.09% |
76.74% / $88.98 |
$1.02 / $2.07 / $1.05 / 79 |
|
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 |
90.00 |
27.27% |
$2.07 / 79 |
$2.12 / 605 |
95 / 4,172 |
27.336297% |
-0.318717 |
-0.032318 |
0.032226 |
0.132479 |
-0.050644 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
85.00 |
11.33% |
$1.01 / 561 |
$1.05 / 968 |
40 / 1,660 |
29.630241% |
-0.169294 |
-0.023288 |
0.022799 |
0.093724 |
-0.026525 |
|
|
329 |
|
12/15(81) |
PUT |
13.00 / 10.00 |
$76 / $224 / 0.34 |
68.78% / $7.99 / 3.57% / 15.56% |
74.76% / $12.24 |
$0.76 / $1.01 / $0.25 / 19 |
23 / 13.93% / 97 |
5 |
Legs |
Vertical |
Bullish |
$14.20 (+1.43%) / 47.71M |
|
Earnings: 11/06 |
|
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) |
PUT |
13.00 |
31.22% |
$1.01 / 19 |
$1.02 / 915 |
239 / 15,397 |
62.742130% |
-0.322609 |
-0.010822 |
0.065428 |
0.024692 |
-0.014072 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
12.60% |
$0.24 / 1,595 |
$0.25 / 94 |
53 / 7,058 |
67.205051% |
-0.126600 |
-0.006423 |
0.037870 |
0.014292 |
-0.005166 |
|
331 |
Legs |
12/15(81) |
PUT |
13.00 / 12.00 |
$34 / $66 / 0.52 |
68.78% / $4.55 / 6.89% / 31.66% |
71.57% / $12.66 |
$0.34 / $1.01 / $0.67 / 19 |
|
Underlying |
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 |
13.00 |
31.22% |
$1.01 / 19 |
$1.02 / 915 |
239 / 15,397 |
62.742130% |
-0.322609 |
-0.010822 |
0.065428 |
0.024692< | |