1 |
VMW |
11/17(53) |
PUT |
160.00 / 145.00 |
$1,200 / $300 / 4.00 |
64.57% / $668.61 / 222.87% / > 1000% |
76.61% / $148.00 |
$12.00 / $18.50 / $6.50 / 1 |
81 / 67.18% / 72 |
5 |
Legs |
Vertical |
Bullish |
$167.23 (+2.59%) / 2.1M |
|
Earnings: 11/28 |
|
Bearish / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
VMW |
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
34 |
Legs |
11/17(53) |
PUT |
155.00 / 145.00 |
$650 / $350 / 1.86 |
69.97% / $349.65 / 99.90% / > 1000% |
76.17% / $148.50 |
$6.50 / $13.00 / $6.50 / 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 |
155.00 |
30.03% |
$13.00 / 1 |
$20.00 / 3 |
2 / 2 |
90.693539% |
-0.324334 |
-0.133908 |
0.007984 |
0.238418 |
-0.102331 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
103 |
Legs |
11/17(53) |
PUT |
155.00 / 140.00 |
$420 / $1,080 / 0.39 |
69.97% / $38.41 / 3.56% / 23.94% |
74.08% / $150.80 |
$4.20 / $13.00 / $8.80 / 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 |
155.00 |
30.03% |
$13.00 / 1 |
$20.00 / 3 |
2 / 2 |
90.693539% |
-0.324334 |
-0.133908 |
0.007984 |
0.238418 |
-0.102331 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
17.15% |
0 / 0 |
$8.80 / 1 |
0 / 10 |
83.508892% |
-0.201936 |
-0.106302 |
0.006252 |
0.186687 |
-0.062001 |
|
407 |
Legs |
11/17(53) |
PUT |
150.00 / 145.00 |
$300 / $200 / 1.50 |
74.82% / $174.10 / 87.05% / > 1000% |
77.47% / $147.00 |
$3.00 / $9.50 / $6.50 / 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 |
150.00 |
25.18% |
$9.50 / 21 |
$16.00 / 5 |
14 / 10 |
84.245756% |
-0.281717 |
-0.126360 |
0.007496 |
0.223838 |
-0.088047 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
627 |
Legs |
11/17(53) |
PUT |
160.00 / 130.00 |
$850 / $2,150 / 0.40 |
64.57% / $132.51 / 6.16% / 44.37% |
73.42% / $151.50 |
$8.50 / $18.50 / $10.00 / 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 |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
11.24% |
$0.35 / 1 |
$10.00 / 1 |
0 / 19 |
79.662200% |
-0.133336 |
-0.081839 |
0.004779 |
0.142726 |
-0.040278 |
|
862 |
Legs |
10/20(25) |
PUT |
160.00 / 130.00 |
$385 / $2,615 / 0.15 |
66.78% / $3.69 / 0.14% / 1.71% |
72.46% / $156.15 |
$3.85 / $5.10 / $1.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
160.00 |
33.22% |
$5.10 / 1 |
$6.00 / 1 |
16 / 1,588 |
49.883857% |
-0.358574 |
-0.198351 |
0.011629 |
0.176676 |
-0.054744 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
5.29% |
$0.30 / 25 |
$1.25 / 2 |
0 / 247 |
61.903017% |
-0.074010 |
-0.075928 |
0.004362 |
0.066266 |
-0.010778 |
|
|
|
2 |
ROKU |
11/03(39) |
PUT |
63.00 / 61.00 |
$52 / $148 / 0.35 |
73.21% / $0.97 / 0.65% / 5.44% |
74.42% / $62.48 |
$0.52 / $3.10 / $2.58 / 35 |
30 / 17.89% / 71 |
5 |
Legs |
Vertical |
Bullish |
$69.10 (-3.53%) / 5.89M |
|
Earnings: 11/01 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
ROKU |
Short (Sell) |
11/03/2023 (W) |
PUT |
63.00 |
26.79% |
$3.10 / 37 |
$3.20 / 49 |
0 / 5 |
66.662428% |
-0.296950 |
-0.069921 |
0.019080 |
0.082675 |
-0.028981 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
61.00 |
22.32% |
$2.47 / 51 |
$2.58 / 35 |
0 / 1 |
67.287761% |
-0.255595 |
-0.065188 |
0.017725 |
0.076803 |
-0.024725 |
|
7 |
Legs |
11/03(39) |
PUT |
65.00 / 63.00 |
$65 / $135 / 0.48 |
68.18% / $3.56 / 2.63% / 23.54% |
69.87% / $64.35 |
$0.65 / $3.85 / $3.20 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
65.00 |
31.82% |
$3.85 / 49 |
$3.95 / 180 |
1 / 7 |
66.380896% |
-0.339704 |
-0.073709 |
0.020194 |
0.087502 |
-0.033462 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
63.00 |
26.79% |
$3.10 / 37 |
$3.20 / 49 |
0 / 5 |
66.662428% |
-0.296950 |
-0.069921 |
0.019080 |
0.082675 |
-0.028981 |
|
17 |
Legs |
11/03(39) |
PUT |
65.00 / 62.00 |
$99 / $201 / 0.49 |
68.18% / $8.72 / 4.34% / 41.24% |
70.74% / $64.01 |
$0.99 / $3.85 / $2.86 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
65.00 |
31.82% |
$3.85 / 49 |
$3.95 / 180 |
1 / 7 |
66.380896% |
-0.339704 |
-0.073709 |
0.020194 |
0.087502 |
-0.033462 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
62.00 |
24.49% |
$2.79 / 44 |
$2.86 / 19 |
0 / 3 |
66.962765% |
-0.276058 |
-0.067666 |
0.018431 |
0.079861 |
-0.026822 |
|
18 |
Legs |
11/03(39) |
PUT |
65.00 / 61.00 |
$127 / $273 / 0.47 |
68.18% / $10.00 / 3.66% / 33.98% |
71.44% / $63.73 |
$1.27 / $3.85 / $2.58 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
65.00 |
31.82% |
$3.85 / 49 |
$3.95 / 180 |
1 / 7 |
66.380896% |
-0.339704 |
-0.073709 |
0.020194 |
0.087502 |
-0.033462 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
61.00 |
22.32% |
$2.47 / 51 |
$2.58 / 35 |
0 / 1 |
67.287761% |
-0.255595 |
-0.065188 |
0.017725 |
0.076803 |
-0.024725 |
|
148 |
Legs |
11/03(39) |
PUT |
66.00 / 63.00 |
$105 / $195 / 0.54 |
65.48% / $6.38 / 3.27% / 29.89% |
68.32% / $64.95 |
$1.05 / $4.25 / $3.20 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
66.00 |
34.52% |
$4.25 / 37 |
$4.35 / 39 |
0 / 5 |
66.094588% |
-0.361412 |
-0.075222 |
0.020654 |
0.089493 |
-0.035770 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
63.00 |
26.79% |
$3.10 / 37 |
$3.20 / 49 |
0 / 5 |
66.662428% |
-0.296950 |
-0.069921 |
0.019080 |
0.082675 |
-0.028981 |
|
197 |
Legs |
10/27(32) |
PUT |
65.00 / 55.00 |
$209 / $791 / 0.26 |
68.99% / $9.63 / 1.22% / 12.44% |
74.62% / $62.91 |
$2.09 / $2.71 / $0.62 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
65.00 |
31.01% |
$2.71 / 1 |
$2.83 / 37 |
462 / 671 |
57.764703% |
-0.335484 |
-0.080582 |
0.021964 |
0.079677 |
-0.027193 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
55.00 |
10.46% |
$0.58 / 20 |
$0.62 / 19 |
411 / 76 |
61.369671% |
-0.130210 |
-0.047535 |
0.012761 |
0.046292 |
-0.010129 |
|
|
3 |
SMCI |
11/03(39) |
PUT |
215.00 / 205.00 |
$290 / $710 / 0.41 |
70.72% / $12.92 / 1.82% / 15.78% |
72.53% / $212.10 |
$2.90 / $11.70 / $8.80 / 6 |
18 / 13.31% / 81 |
5 |
Legs |
Vertical |
Bullish |
$236.25 (+2.03%) / 1.6M |
|
Earnings: 11/07 |
|
Bearish / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SMCI |
Short (Sell) |
11/03/2023 (W) |
PUT |
215.00 |
29.28% |
$11.70 / 6 |
$13.60 / 74 |
0 / 10 |
72.277282% |
-0.313921 |
-0.281608 |
0.004993 |
0.287890 |
-0.107542 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
205.00 |
23.37% |
$8.50 / 10 |
$8.80 / 32 |
0 / 5 |
70.271189% |
-0.260013 |
-0.258628 |
0.004566 |
0.263264 |
-0.087881 |
|
6 |
Legs |
11/03(39) |
PUT |
215.00 / 185.00 |
$740 / $2,260 / 0.33 |
70.72% / $53.99 / 2.39% / 21.16% |
75.18% / $207.60 |
$7.40 / $11.70 / $4.30 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
215.00 |
29.28% |
$11.70 / 6 |
$13.60 / 74 |
0 / 10 |
72.277282% |
-0.313921 |
-0.281608 |
0.004993 |
0.287890 |
-0.107542 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
185.00 |
14.23% |
$4.00 / 38 |
$4.30 / 22 |
2 / 1 |
72.115012% |
-0.162310 |
-0.197200 |
0.003457 |
0.199329 |
-0.053501 |
|
21 |
Legs |
11/03(39) |
PUT |
220.00 / 210.00 |
$320 / $680 / 0.47 |
67.43% / $9.20 / 1.35% / 11.54% |
69.56% / $216.80 |
$3.20 / $13.60 / $10.40 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
220.00 |
32.57% |
$13.60 / 6 |
$14.10 / 30 |
4 / 2 |
69.487222% |
-0.341549 |
-0.290703 |
0.005167 |
0.297897 |
-0.117828 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
210.00 |
26.21% |
$10.00 / 20 |
$10.40 / 11 |
2 / 12 |
69.974912% |
-0.286686 |
-0.270887 |
0.004793 |
0.276315 |
-0.097544 |
|
28 |
Legs |
11/03(39) |
PUT |
220.00 / 200.00 |
$580 / $1,420 / 0.41 |
67.43% / $4.38 / 0.31% / 2.53% |
71.23% / $214.20 |
$5.80 / $13.60 / $7.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
220.00 |
32.57% |
$13.60 / 6 |
$14.10 / 30 |
4 / 2 |
69.487222% |
-0.341549 |
-0.290703 |
0.005167 |
0.297897 |
-0.117828 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
200.00 |
20.76% |
$7.10 / 30 |
$7.80 / 16 |
3 / 5 |
71.375357% |
-0.234073 |
-0.244954 |
0.004316 |
0.248863 |
-0.078600 |
|
29 |
Legs |
11/03(39) |
PUT |
220.00 / 205.00 |
$480 / $1,020 / 0.47 |
67.43% / $27.64 / 2.71% / 24.28% |
70.59% / $215.20 |
$4.80 / $13.60 / $8.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
220.00 |
32.57% |
$13.60 / 6 |
$14.10 / 30 |
4 / 2 |
69.487222% |
-0.341549 |
-0.290703 |
0.005167 |
0.297897 |
-0.117828 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
205.00 |
23.37% |
$8.50 / 10 |
$8.80 / 32 |
0 / 5 |
70.271189% |
-0.260013 |
-0.258628 |
0.004566 |
0.263264 |
-0.087881 |
|
66 |
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 |
|
|
4 |
CCJ |
11/03(39) |
PUT |
38.00 / 36.00 |
$50 / $150 / 0.33 |
70.70% / $0.07 / 0.05% / 0.37% |
73.95% / $37.50 |
$0.50 / $1.16 / $0.66 / 11 |
48 / 39.61% / 30 |
5 |
Legs |
Vertical |
Bullish |
$40.19 (+3.66%) / 5.57M |
|
Earnings: 10/26 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
CCJ |
Short (Sell) |
11/03/2023 (W) |
PUT |
38.00 |
29.30% |
$1.16 / 11 |
$1.19 / 23 |
1 / 4 |
40.607290% |
-0.329474 |
-0.027424 |
0.052140 |
0.049923 |
-0.017551 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
36.00 |
17.69% |
$0.63 / 46 |
$0.66 / 22 |
1 / 2 |
41.743812% |
-0.225286 |
-0.023020 |
0.043240 |
0.041402 |
-0.011829 |
|
23 |
Legs |
11/03(39) |
PUT |
38.00 / 35.00 |
$68 / $232 / 0.29 |
70.70% / $2.21 / 0.95% / 8.03% |
75.07% / $37.32 |
$0.68 / $1.16 / $0.48 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
38.00 |
29.30% |
$1.16 / 11 |
$1.19 / 23 |
1 / 4 |
40.607290% |
-0.329474 |
-0.027424 |
0.052140 |
0.049923 |
-0.017551 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
35.00 |
13.31% |
$0.45 / 38 |
$0.48 / 30 |
3 / 166 |
42.443618% |
-0.179414 |
-0.020183 |
0.037728 |
0.036124 |
-0.009359 |
|
56 |
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 |
|
82 |
Legs |
11/17(53) |
PUT |
38.00 / 36.00 |
$56 / $144 / 0.39 |
69.21% / $1.25 / 0.87% / 5.45% |
72.45% / $37.44 |
$0.56 / $1.43 / $0.87 / 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 |
36.00 |
20.23% |
$0.85 / 112 |
$0.87 / 83 |
40 / 287 |
41.463342% |
-0.245675 |
-0.020730 |
0.039394 |
0.050000 |
-0.017438 |
|
88 |
Legs |
11/17(53) |
PUT |
38.00 / 35.00 |
$77 / $223 / 0.35 |
69.21% / $2.40 / 1.08% / 6.79% |
73.61% / $37.23 |
$0.77 / $1.43 / $0.66 / 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 |
35.00 |
16.02% |
$0.65 / 2 |
$0.66 / 125 |
59 / 1,526 |
42.192166% |
-0.203312 |
-0.018719 |
0.035378 |
0.044903 |
-0.014332 |
|
126 |
Legs |
11/17(53) |
PUT |
37.00 / 36.00 |
$24 / $76 / 0.32 |
74.84% / $0.39 / 0.51% / 3.19% |
76.09% / $36.76 |
$0.24 / $1.11 / $0.87 / 64 |
|
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 |
25.16% |
$1.11 / 64 |
$1.13 / 123 |
62 / 106 |
40.908607% |
-0.291037 |
-0.022437 |
0.042903 |
0.054453 |
-0.020808 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
36.00 |
20.23% |
$0.85 / 112 |
$0.87 / 83 |
40 / 287 |
41.463342% |
-0.245675 |
-0.020730 |
0.039394 |
0.050000 |
-0.017438 |
|
|
5 |
ENPH |
11/03(39) |
PUT |
110.00 / 100.00 |
$259 / $741 / 0.35 |
72.74% / $34.42 / 4.64% / 44.64% |
76.46% / $107.41 |
$2.59 / $5.45 / $2.86 / 6 |
60 / 12.56% / 43 |
5 |
Legs |
Vertical |
Bullish |
$120.00 (-3.88%) / 4.06M |
|
Earnings: 10/24 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
ENPH |
Short (Sell) |
11/03/2023 (W) |
PUT |
110.00 |
27.26% |
$5.45 / 11 |
$5.60 / 1 |
57 / 4 |
64.300365% |
-0.303474 |
-0.112903 |
0.012010 |
0.144352 |
-0.050602 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
100.00 |
14.88% |
$2.75 / 7 |
$2.86 / 6 |
4 / 1 |
66.571277% |
-0.181793 |
-0.086211 |
0.009073 |
0.109054 |
-0.029584 |
|
13 |
Legs |
10/27(32) |
PUT |
110.00 / 105.00 |
$125 / $375 / 0.33 |
73.92% / $6.58 / 1.75% / 18.35% |
75.88% / $108.75 |
$1.25 / $4.70 / $3.45 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
110.00 |
26.08% |
$4.70 / 70 |
$4.85 / 1 |
17 / 154 |
64.147760% |
-0.295714 |
-0.122602 |
0.012973 |
0.130540 |
-0.040631 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
105.00 |
18.83% |
$3.25 / 52 |
$3.45 / 36 |
9 / 185 |
65.417295% |
-0.227530 |
-0.107709 |
0.011335 |
0.114060 |
-0.030882 |
|
26 |
Legs |
11/03(39) |
PUT |
110.00 / 95.00 |
$349 / $1,151 / 0.30 |
72.74% / $61.97 / 5.38% / 53.15% |
77.67% / $106.51 |
$3.49 / $5.45 / $1.96 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
110.00 |
27.26% |
$5.45 / 11 |
$5.60 / 1 |
57 / 4 |
64.300365% |
-0.303474 |
-0.112903 |
0.012010 |
0.144352 |
-0.050602 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
95.00 |
10.59% |
$1.84 / 28 |
$1.96 / 3 |
0 / 3 |
67.803868% |
-0.131217 |
-0.069808 |
0.007316 |
0.087939 |
-0.021123 |
|
44 |
Legs |
10/27(32) |
PUT |
110.00 / 100.00 |
$238 / $762 / 0.31 |
73.92% / $32.27 / 4.24% / 49.49% |
77.57% / $107.62 |
$2.38 / $4.70 / $2.32 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
110.00 |
26.08% |
$4.70 / 70 |
$4.85 / 1 |
17 / 154 |
64.147760% |
-0.295714 |
-0.122602 |
0.012973 |
0.130540 |
-0.040631 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
100.00 |
13.17% |
$2.17 / 61 |
$2.32 / 7 |
19 / 225 |
66.500028% |
-0.166646 |
-0.089563 |
0.009383 |
0.094416 |
-0.022364 |
|
80 |
Legs |
11/17(53) |
PUT |
110.00 / 105.00 |
$155 / $345 / 0.45 |
71.15% / $18.53 / 5.37% / 37.89% |
73.19% / $108.45 |
$1.55 / $6.25 / $4.70 / 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 |
110.00 |
28.85% |
$6.25 / 11 |
$6.35 / 12 |
26 / 1,935 |
61.078189% |
-0.313030 |
-0.098437 |
0.010574 |
0.168474 |
-0.071173 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
105.00 |
22.64% |
$4.60 / 86 |
$4.70 / 63 |
101 / 3,053 |
61.734108% |
-0.256440 |
-0.090054 |
0.009612 |
0.153149 |
-0.057551 |
|
92 |
Legs |
11/03(39) |
PUT |
110.00 / 90.00 |
$413 / $1,587 / 0.26 |
72.74% / $98.66 / 6.22% / 63.28% |
78.50% / $105.87 |
$4.13 / $5.45 / $1.32 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
110.00 |
27.26% |
$5.45 / 11 |
$5.60 / 1 |
57 / 4 |
64.300365% |
-0.303474 |
-0.112903 |
0.012010 |
0.144352 |
-0.050602 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
90.00 |
7.38% |
$1.21 / 111 |
$1.32 / 7 |
3 / 4 |
69.503326% |
-0.089437 |
-0.053184 |
0.005554 |
0.066760 |
-0.014252 |
|
|
8 |
SNAP |
11/03 (39) - 11/17 |
PUT |
8.00 / 7.00 |
$23 / $77 / 0.30 |
70.68% / $0.95 / 1.23% / 10.47% |
74.59% / $7.77 |
$0.23 / $0.49 / $0.26 / 14 |
65 / 13.63% / 16 |
5 |
Legs |
Diagonal |
Bullish |
$8.70 (+0.81%) / 11.43M |
|
Earnings: 10/19 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SNAP |
Short (Sell) |
11/03/2023 (W) |
PUT |
8.00 |
29.32% |
$0.49 / 14 |
$0.53 / 523 |
35 / 25 |
75.110047% |
-0.315455 |
-0.010087 |
0.139808 |
0.010700 |
-0.003979 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
17.48% |
$0.25 / 2,079 |
$0.26 / 418 |
55 / 5,804 |
71.860173% |
-0.193909 |
-0.006797 |
0.093867 |
0.009523 |
-0.003236 |
|
12 |
Legs |
10/27(32) |
PUT |
8.00 / 7.50 |
$14 / $36 / 0.39 |
71.64% / $1.14 / 3.17% / 35.26% |
74.25% / $7.86 |
$0.14 / $0.46 / $0.32 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
8.00 |
28.36% |
$0.46 / 612 |
$0.48 / 13 |
333 / 273 |
77.599645% |
-0.309947 |
-0.010992 |
0.151642 |
0.009716 |
-0.003211 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
7.50 |
19.81% |
$0.31 / 963 |
$0.32 / 32 |
136 / 129 |
79.520670% |
-0.229861 |
-0.009512 |
0.130483 |
0.008360 |
-0.002340 |
|
24 |
Legs |
10/27(32) |
PUT |
8.00 / 7.00 |
$25 / $75 / 0.33 |
71.64% / $3.11 / 4.14% / 48.23% |
76.18% / $7.75 |
$0.25 / $0.46 / $0.21 / 612 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
8.00 |
28.36% |
$0.46 / 612 |
$0.48 / 13 |
333 / 273 |
77.599645% |
-0.309947 |
-0.010992 |
0.151642 |
0.009716 |
-0.003211 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
7.00 |
13.33% |
$0.19 / 624 |
$0.21 / 1,236 |
56 / 147 |
81.470258% |
-0.158800 |
-0.007622 |
0.104077 |
0.006668 |
-0.001591 |
|
32 |
Legs |
11/03(39) |
PUT |
8.00 / 6.50 |
$34 / $116 / 0.29 |
70.68% / $4.69 / 4.04% / 38.00% |
76.33% / $7.66 |
$0.34 / $0.49 / $0.15 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
8.00 |
29.32% |
$0.49 / 14 |
$0.53 / 523 |
35 / 25 |
75.110047% |
-0.315455 |
-0.010087 |
0.139808 |
0.010700 |
-0.003979 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
6.50 |
10.28% |
$0.13 / 266 |
$0.15 / 405 |
0 / 1 |
80.416719% |
-0.115715 |
-0.005617 |
0.076682 |
0.005869 |
-0.001388 |
|
127 |
Legs |
10/27(32) |
PUT |
8.00 / 6.50 |
$33 / $117 / 0.28 |
71.64% / $6.59 / 5.63% / 70.04% |
77.52% / $7.67 |
$0.33 / $0.46 / $0.13 / 612 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
8.00 |
28.36% |
$0.46 / 612 |
$0.48 / 13 |
333 / 273 |
77.599645% |
-0.309947 |
-0.010992 |
0.151642 |
0.009716 |
-0.003211 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
6.50 |
8.67% |
$0.12 / 428 |
$0.13 / 1,595 |
23 / 1,029 |
84.650093% |
-0.100487 |
-0.005565 |
0.075708 |
0.004851 |
-0.000992 |
|
136 |
Legs |
11/03(39) |
PUT |
8.00 / 6.00 |
$39 / $161 / 0.24 |
70.68% / $7.95 / 4.94% / 47.95% |
77.10% / $7.61 |
$0.39 / $0.49 / $0.10 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
8.00 |
29.32% |
$0.49 / 14 |
$0.53 / 523 |
35 / 25 |
75.110047% |
-0.315455 |
-0.010087 |
0.139808 |
0.010700 |
-0.003979 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
6.00 |
6.89% |
$0.07 / 600 |
$0.10 / 454 |
0 / 1 |
83.453725% |
-0.070405 |
-0.003899 |
0.053045 |
0.004060 |
-0.000833 |
|
|
9 |
UPST |
10/27(32) |
PUT |
24.00 / 23.00 |
$31 / $69 / 0.45 |
69.21% / $1.25 / 1.81% / 18.99% |
70.67% / $23.69 |
$0.31 / $1.40 / $1.09 / 6 |
11 / 2.23% / 95 |
5 |
Legs |
Vertical |
Bullish |
$26.43 (-2.44%) / 4.07M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
UPST |
Short (Sell) |
10/27/2023 (W) |
PUT |
24.00 |
30.79% |
$1.40 / 10 |
$1.44 / 6 |
1 / 22 |
80.228117% |
-0.319975 |
-0.046484 |
0.037117 |
0.029772 |
-0.010803 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
23.00 |
26.26% |
$1.05 / 10 |
$1.09 / 6 |
1 / 72 |
80.320351% |
-0.279316 |
-0.043812 |
0.034898 |
0.027993 |
-0.009313 |
|
20 |
Legs |
10/27(32) |
PUT |
24.00 / 22.00 |
$59 / $141 / 0.42 |
69.21% / $2.31 / 1.64% / 17.09% |
71.94% / $23.41 |
$0.59 / $1.40 / $0.81 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
24.00 |
30.79% |
$1.40 / 10 |
$1.44 / 6 |
1 / 22 |
80.228117% |
-0.319975 |
-0.046484 |
0.037117 |
0.029772 |
-0.010803 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
22.00 |
22.22% |
$0.77 / 10 |
$0.81 / 6 |
1 / 40 |
80.825071% |
-0.239725 |
-0.040574 |
0.032247 |
0.025866 |
-0.007896 |
|
22 |
Legs |
10/27(32) |
PUT |
24.00 / 21.00 |
$81 / $219 / 0.37 |
69.21% / $1.43 / 0.65% / 6.53% |
72.92% / $23.19 |
$0.81 / $1.40 / $0.59 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
24.00 |
30.79% |
$1.40 / 10 |
$1.44 / 6 |
1 / 22 |
80.228117% |
-0.319975 |
-0.046484 |
0.037117 |
0.029772 |
-0.010803 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
21.00 |
18.68% |
$0.55 / 16 |
$0.59 / 17 |
0 / 11 |
81.609372% |
-0.201805 |
-0.036834 |
0.029215 |
0.023434 |
-0.006568 |
|
31 |
Legs |
10/20(25) |
PUT |
24.00 / 23.00 |
$29 / $71 / 0.41 |
70.13% / $0.39 / 0.56% / 6.88% |
71.63% / $23.71 |
$0.29 / $1.15 / $0.86 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
24.00 |
29.87% |
$1.15 / 17 |
$1.17 / 6 |
11 / 124 |
78.833877% |
-0.315923 |
-0.051718 |
0.041133 |
0.026578 |
-0.008345 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
23.00 |
24.91% |
$0.83 / 227 |
$0.86 / 147 |
53 / 50 |
79.271196% |
-0.271061 |
-0.048282 |
0.038312 |
0.024756 |
-0.007072 |
|
35 |
Legs |
10/27(32) |
PUT |
24.00 / 20.00 |
$99 / $301 / 0.33 |
69.21% / $1.14 / 0.38% / 3.72% |
73.70% / $23.01 |
$0.99 / $1.40 / $0.41 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
24.00 |
30.79% |
$1.40 / 10 |
$1.44 / 6 |
1 / 22 |
80.228117% |
-0.319975 |
-0.046484 |
0.037117 |
0.029772 |
-0.010803 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
20.00 |
15.60% |
$0.38 / 10 |
$0.41 / 17 |
24 / 46 |
82.221941% |
-0.166162 |
-0.032691 |
0.025882 |
0.020761 |
-0.005346 |
|
36 |
Legs |
10/20(25) |
PUT |
23.50 / 22.50 |
$26 / $74 / 0.35 |
72.69% / $0.02 / 0.03% / 0.30% |
73.95% / $23.24 |
$0.26 / $0.98 / $0.72 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
23.50 |
27.31% |
$0.98 / 152 |
$1.01 / 27 |
0 / 140 |
79.083022% |
-0.293333 |
-0.050097 |
0.039797 |
0.025715 |
-0.007700 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
22.50 |
22.66% |
$0.70 / 163 |
$0.72 / 6 |
33 / 1,887 |
79.407979% |
-0.249206 |
-0.046282 |
0.036687 |
0.023706 |
-0.006463 |
|
|
10 |
SQQQ |
11/03(39) |
PUT |
18.50 / 17.50 |
$31 / $69 / 0.45 |
68.01% / $0.84 / 1.22% / 10.34% |
70.38% / $18.19 |
$0.31 / $0.72 / $0.41 / 18 |
90 / 66.60% / 23 |
5 |
Legs |
Vertical |
Bullish |
$20.43 (-0.24%) / 133.89M |
|
|
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SQQQ |
Short (Sell) |
11/03/2023 (W) |
PUT |
18.50 |
31.99% |
$0.72 / 2,880 |
$0.77 / 646 |
0 / 2 |
53.175228% |
-0.333531 |
-0.025380 |
0.059811 |
0.025005 |
-0.009773 |
NASDAQ / ETF |
Long (Buy) |
11/03/2023 (W) |
PUT |
17.50 |
24.76% |
$0.38 / 88 |
$0.41 / 18 |
15 / 3 |
50.724490% |
-0.269630 |
-0.023102 |
0.054373 |
0.022731 |
-0.007774 |
|
19 |
Legs |
10/27(32) |
PUT |
18.50 / 17.50 |
$30 / $70 / 0.43 |
68.91% / $1.01 / 1.44% / 14.82% |
71.38% / $18.20 |
$0.30 / $0.61 / $0.31 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
18.50 |
31.09% |
$0.61 / 18 |
$0.64 / 1,918 |
121 / 60 |
52.448390% |
-0.329200 |
-0.027647 |
0.065067 |
0.022774 |
-0.007914 |
NASDAQ / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
17.50 |
23.35% |
$0.28 / 2,007 |
$0.31 / 682 |
2 / 106 |
49.292504% |
-0.260093 |
-0.024831 |
0.058378 |
0.020432 |
-0.006154 |
|
33 |
Legs |
10/20(25) |
PUT |
18.50 / 18.00 |
$15 / $35 / 0.43 |
70.18% / $0.62 / 1.77% / 23.38% |
71.55% / $18.35 |
$0.15 / $0.49 / $0.34 / 1,269 |
|
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 |
18.50 |
29.82% |
$0.49 / 1,269 |
$0.50 / 2,877 |
13 / 157 |
51.422114% |
-0.322213 |
-0.030592 |
0.071906 |
0.020274 |
-0.006102 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
18.00 |
25.41% |
$0.32 / 3,487 |
$0.34 / 2,975 |
188 / 2,341 |
49.762534% |
-0.283677 |
-0.028916 |
0.067935 |
0.019154 |
-0.005330 |
|
108 |
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 |
|
110 |
Legs |
11/17(53) |
PUT |
18.00 / 17.00 |
$33 / $67 / 0.49 |
70.17% / $4.51 / 6.74% / 49.23% |
72.24% / $17.67 |
$0.33 / $0.75 / $0.42 / 201 |
|
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 |
17.00 |
23.86% |
$0.41 / 2,318 |
$0.42 / 201 |
60 / 282 |
50.704477% |
-0.254286 |
-0.019423 |
0.045794 |
0.025378 |
-0.009991 |
|
311 |
Legs |
10/27(32) |
PUT |
19.00 / 18.50 |
$18 / $32 / 0.56 |
64.51% / $0.63 / 1.98% / 20.92% |
66.13% / $18.82 |
$0.18 / $0.82 / $0.64 / 947 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
19.00 |
35.49% |
$0.82 / 947 |
$0.86 / 2,025 |
26 / 189 |
53.818589% |
-0.364770 |
-0.028689 |
0.067564 |
0.023648 |
-0.008842 |
NASDAQ / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
18.50 |
31.09% |
$0.61 / 18 |
$0.64 / 1,918 |
121 / 60 |
52.448390% |
-0.329200 |
-0.027647 |
0.065067 |
0.022774 |
-0.007914 |
|
|
11 |
SQ |
11/03(39) |
PUT |
41.00 / 39.00 |
$47 / $153 / 0.31 |
73.89% / $0.01 / 0.01% / 0.07% |
75.81% / $40.53 |
$0.47 / $1.59 / $1.12 / 10 |
60 / 51.69% / 92 |
5 |
Legs |
Vertical |
Bullish |
$44.71 (-1.99%) / 11.87M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SQ |
Short (Sell) |
11/03/2023 (W) |
PUT |
41.00 |
26.11% |
$1.59 / 175 |
$1.65 / 10 |
0 / 12 |
56.377026% |
-0.295198 |
-0.039152 |
0.033721 |
0.053214 |
-0.018166 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
39.00 |
18.61% |
$1.07 / 10 |
$1.12 / 10 |
3 / 3 |
57.866084% |
-0.224300 |
-0.034188 |
0.029250 |
0.046159 |
-0.013623 |
|
248 |
Legs |
11/17(53) |
PUT |
40.00 / 37.50 |
$58 / $192 / 0.30 |
75.74% / $4.12 / 2.14% / 13.91% |
77.67% / $39.42 |
$0.58 / $1.62 / $1.04 / 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 |
40.00 |
24.26% |
$1.62 / 835 |
$1.63 / 3 |
376 / 591 |
55.231688% |
-0.274082 |
-0.032613 |
0.028269 |
0.059134 |
-0.022801 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.50 |
16.74% |
$1.03 / 985 |
$1.04 / 8 |
117 / 1,476 |
57.149152% |
-0.198629 |
-0.027521 |
0.023659 |
0.049492 |
-0.016255 |
|
446 |
Legs |
11/17(53) |
PUT |
42.50 / 40.00 |
$82 / $168 / 0.49 |
66.19% / $3.54 / 2.10% / 13.64% |
69.54% / $41.68 |
$0.82 / $2.45 / $1.63 / 3 |
|
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 |
42.50 |
33.81% |
$2.45 / 35 |
$2.46 / 121 |
241 / 1,846 |
53.725290% |
-0.355909 |
-0.036110 |
0.031621 |
0.066147 |
-0.030140 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
24.26% |
$1.62 / 835 |
$1.63 / 3 |
376 / 591 |
55.231688% |
-0.274082 |
-0.032613 |
0.028269 |
0.059134 |
-0.022801 |
|
453 |
Legs |
11/17(53) |
PUT |
42.50 / 37.50 |
$141 / $359 / 0.39 |
66.19% / $4.96 / 1.38% / 8.80% |
71.82% / $41.09 |
$1.41 / $2.45 / $1.04 / 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 |
42.50 |
33.81% |
$2.45 / 35 |
$2.46 / 121 |
241 / 1,846 |
53.725290% |
-0.355909 |
-0.036110 |
0.031621 |
0.066147 |
-0.030140 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.50 |
16.74% |
$1.03 / 985 |
$1.04 / 8 |
117 / 1,476 |
57.149152% |
-0.198629 |
-0.027521 |
0.023659 |
0.049492 |
-0.016255 |
|
514 |
Legs |
11/17(53) |
PUT |
42.50 / 35.00 |
$181 / $569 / 0.32 |
66.19% / $14.23 / 2.50% / 16.38% |
73.30% / $40.69 |
$1.81 / $2.45 / $0.64 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
42.50 |
33.81% |
$2.45 / 35 |
$2.46 / 121 |
241 / 1,846 |
53.725290% |
-0.355909 |
-0.036110 |
0.031621 |
0.066147 |
-0.030140 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
11.14% |
$0.63 / 199 |
$0.64 / 348 |
268 / 383 |
59.428996% |
-0.133602 |
-0.021423 |
0.018293 |
0.038267 |
-0.010770 |
|
589 |
Legs |
11/17(53) |
PUT |
40.00 / 35.00 |
$98 / $402 / 0.24 |
75.74% / $8.78 / 2.18% / 14.19% |
78.93% / $39.02 |
$0.98 / $1.62 / $0.64 / 348 |
|
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 |
24.26% |
$1.62 / 835 |
$1.63 / 3 |
376 / 591 |
55.231688% |
-0.274082 |
-0.032613 |
0.028269 |
0.059134 |
-0.022801 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
11.14% |
$0.63 / 199 |
$0.64 / 348 |
268 / 383 |
59.428996% |
-0.133602 |
-0.021423 |
0.018293 |
0.038267 |
-0.010770 |
|
|
14 |
PYPL |
11/03(39) |
PUT |
55.00 / 52.00 |
$70 / $230 / 0.30 |
72.13% / $1.16 / 0.50% / 4.16% |
75.37% / $54.30 |
$0.70 / $1.67 / $0.97 / 66 |
58 / 15.53% / 92 |
5 |
Legs |
Vertical |
Bullish |
$57.87 (-1.28%) / 12.76M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
PYPL |
Short (Sell) |
11/03/2023 (W) |
PUT |
55.00 |
27.87% |
$1.67 / 66 |
$1.72 / 115 |
115 / 16 |
41.292488% |
-0.319143 |
-0.036828 |
0.037641 |
0.071454 |
-0.024446 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
52.00 |
15.74% |
$0.92 / 87 |
$0.97 / 126 |
17 / 25 |
43.019646% |
-0.207663 |
-0.029933 |
0.030170 |
0.057272 |
-0.015677 |
|
30 |
Legs |
11/03(39) |
PUT |
55.00 / 51.00 |
$89 / $311 / 0.29 |
72.13% / $5.69 / 1.83% / 15.87% |
76.21% / $54.11 |
$0.89 / $1.67 / $0.78 / 66 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
55.00 |
27.87% |
$1.67 / 66 |
$1.72 / 115 |
115 / 16 |
41.292488% |
-0.319143 |
-0.036828 |
0.037641 |
0.071454 |
-0.024446 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
51.00 |
12.71% |
$0.74 / 71 |
$0.78 / 108 |
6 / 5 |
43.511887% |
-0.175201 |
-0.027071 |
0.027183 |
0.051602 |
-0.013169 |
|
67 |
Legs |
11/03(39) |
PUT |
55.00 / 50.00 |
$104 / $396 / 0.26 |
72.13% / $11.21 / 2.83% / 25.47% |
76.85% / $53.96 |
$1.04 / $1.67 / $0.63 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
55.00 |
27.87% |
$1.67 / 66 |
$1.72 / 115 |
115 / 16 |
41.292488% |
-0.319143 |
-0.036828 |
0.037641 |
0.071454 |
-0.024446 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
50.00 |
10.14% |
$0.60 / 36 |
$0.63 / 43 |
15 / 32 |
44.243873% |
-0.145616 |
-0.024068 |
0.024086 |
0.045723 |
-0.010900 |
|
71 |
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 |
|
94 |
Legs |
11/03(39) |
PUT |
54.00 / 52.00 |
$41 / $159 / 0.26 |
76.68% / $0.31 / 0.19% / 1.58% |
78.40% / $53.59 |
$0.41 / $1.38 / $0.97 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
54.00 |
23.32% |
$1.38 / 41 |
$1.43 / 31 |
0 / 6 |
41.834870% |
-0.280019 |
-0.034886 |
0.035473 |
0.067339 |
-0.021341 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
52.00 |
15.74% |
$0.92 / 87 |
$0.97 / 126 |
17 / 25 |
43.019646% |
-0.207663 |
-0.029933 |
0.030170 |
0.057272 |
-0.015677 |
|
122 |
Legs |
11/17(53) |
PUT |
55.00 / 50.00 |
$123 / $377 / 0.33 |
70.50% / $13.05 / 3.46% / 23.24% |
75.48% / $53.77 |
$1.23 / $2.14 / $0.91 / 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 |
50.00 |
12.84% |
$0.90 / 5 |
$0.91 / 470 |
386 / 4,440 |
44.355408% |
-0.171302 |
-0.022990 |
0.023274 |
0.058566 |
-0.017301 |
|
|
15 |
|
11/03(39) |
PUT |
42.00 / 39.00 |
$70 / $230 / 0.30 |
71.10% / $1.71 / 0.74% / 6.20% |
75.01% / $41.30 |
$0.70 / $1.42 / $0.72 / 5 |
67 / 34.52% / 99 |
5 |
Legs |
Vertical |
Bullish |
$44.60 (0.00%) / 16.16M |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
42.00 |
28.90% |
$1.42 / 5 |
$1.47 / 7 |
7 / 7 |
44.333586% |
-0.325565 |
-0.031256 |
0.045298 |
0.055098 |
-0.019298 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
39.00 |
14.65% |
$0.67 / 46 |
$0.72 / 57 |
14 / 2 |
46.432219% |
-0.192806 |
-0.024128 |
0.034437 |
0.041888 |
-0.011212 |
|
42 |
Legs |
11/03(39) |
PUT |
42.00 / 38.00 |
$86 / $314 / 0.27 |
71.10% / $5.85 / 1.86% / 16.20% |
75.85% / $41.14 |
$0.86 / $1.42 / $0.56 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
42.00 |
28.90% |
$1.42 / 5 |
$1.47 / 7 |
7 / 7 |
44.333586% |
-0.325565 |
-0.031256 |
0.045298 |
0.055098 |
-0.019298 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
38.00 |
11.31% |
$0.51 / 51 |
$0.56 / 151 |
6,023 / 3 |
47.326177% |
-0.155480 |
-0.021124 |
0.030030 |
0.036527 |
-0.008991 |
|
105 |
Legs |
11/03(39) |
PUT |
42.00 / 37.00 |
$99 / $401 / 0.25 |
71.10% / $12.63 / 3.15% / 28.67% |
76.52% / $41.01 |
$0.99 / $1.42 / $0.43 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
42.00 |
28.90% |
$1.42 / 5 |
$1.47 / 7 |
7 / 7 |
44.333586% |
-0.325565 |
-0.031256 |
0.045298 |
0.055098 |
-0.019298 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
37.00 |
8.60% |
$0.38 / 70 |
$0.43 / 103 |
1 / 5 |
48.171522% |
-0.122476 |
-0.018016 |
0.025523 |
0.031045 |
-0.007045 |
|
137 |
Legs |
11/03(39) |
PUT |
41.00 / 39.00 |
$40 / $160 / 0.25 |
76.58% / $0.44 / 0.28% / 2.28% |
78.56% / $40.60 |
$0.40 / $1.12 / $0.72 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
41.00 |
23.42% |
$1.12 / 13 |
$1.17 / 10 |
0 / 1 |
44.964272% |
-0.278511 |
-0.029305 |
0.042227 |
0.051363 |
-0.016398 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
39.00 |
14.65% |
$0.67 / 46 |
$0.72 / 57 |
14 / 2 |
46.432219% |
-0.192806 |
-0.024128 |
0.034437 |
0.041888 |
-0.011212 |
|
141 |
Legs |
11/03(39) |
PUT |
43.00 / 39.00 |
$104 / $296 / 0.35 |
64.96% / $0.16 / 0.06% / 0.45% |
71.34% / $41.96 |
$1.04 / $1.76 / $0.72 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
43.00 |
35.04% |
$1.76 / 38 |
$1.83 / 51 |
1 / 3 |
43.651278% |
-0.374373 |
-0.032673 |
0.047665 |
0.057978 |
-0.022350 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
39.00 |
14.65% |
$0.67 / 46 |
$0.72 / 57 |
14 / 2 |
46.432219% |
-0.192806 |
-0.024128 |
0.034437 |
0.041888 |
-0.011212 |
|
328 |
Legs |
11/17(53) |
PUT |
42.50 / 37.50 |
$125 / $375 / 0.33 |
66.95% / $8.38 / 2.23% / 14.53% |
73.33% / $41.25 |
$1.25 / $1.90 / $0.65 / 42 |
|
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 |
42.50 |
33.05% |
$1.90 / 42 |
$1.93 / 797 |
179 / 10,189 |
43.432153% |
-0.356114 |
-0.027638 |
0.040713 |
0.065644 |
-0.028671 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.50 |
12.56% |
$0.63 / 350 |
$0.65 / 306 |
49 / 8,782 |
46.461125% |
-0.163977 |
-0.018832 |
0.027007 |
0.043545 |
-0.012781 |
|
|
16 |
|
11/03(39) |
PUT |
26.00 / 23.00 |
$71 / $229 / 0.31 |
70.57% / $4.13 / 1.80% / 15.63% |
75.13% / $25.29 |
$0.71 / $1.26 / $0.55 / 12 |
48 / 16.45% / 92 |
5 |
Legs |
Vertical |
Bullish |
$27.8584 (-2.97%) / 9.61M |
|
Earnings: 11/03 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
26.00 |
29.43% |
$1.26 / 12 |
$1.34 / 32 |
2 / 11 |
61.014645% |
-0.322036 |
-0.026993 |
0.052776 |
0.034564 |
-0.012579 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
23.00 |
13.52% |
$0.49 / 16 |
$0.55 / 45 |
2 / 12 |
64.027998% |
-0.166315 |
-0.019044 |
0.036725 |
0.024052 |
-0.006297 |
|
113 |
Legs |
11/03(39) |
PUT |
26.00 / 21.00 |
$99 / $401 / 0.25 |
70.57% / $18.23 / 4.55% / 43.54% |
76.80% / $25.01 |
$0.99 / $1.26 / $0.27 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
26.00 |
29.43% |
$1.26 / 12 |
$1.34 / 32 |
2 / 11 |
61.014645% |
-0.322036 |
-0.026993 |
0.052776 |
0.034564 |
-0.012579 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
21.00 |
7.37% |
$0.23 / 72 |
$0.27 / 83 |
1 / 1 |
66.508533% |
-0.089331 |
-0.012406 |
0.023770 |
0.015567 |
-0.003322 |
|
171 |
Legs |
11/03(39) |
PUT |
25.00 / 23.00 |
$40 / $160 / 0.25 |
76.85% / $2.01 / 1.26% / 10.69% |
79.09% / $24.60 |
$0.40 / $0.95 / $0.55 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
25.00 |
23.15% |
$0.95 / 10 |
$1.02 / 94 |
13 / 16 |
62.085161% |
-0.266266 |
-0.024849 |
0.048328 |
0.031651 |
-0.010287 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
23.00 |
13.52% |
$0.49 / 16 |
$0.55 / 45 |
2 / 12 |
64.027998% |
-0.166315 |
-0.019044 |
0.036725 |
0.024052 |
-0.006297 |
|
188 |
Legs |
11/03(39) |
PUT |
26.00 / 20.00 |
$107 / $493 / 0.22 |
70.57% / $27.17 / 5.51% / 54.65% |
77.26% / $24.93 |
$1.07 / $1.26 / $0.19 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
26.00 |
29.43% |
$1.26 / 12 |
$1.34 / 32 |
2 / 11 |
61.014645% |
-0.322036 |
-0.026993 |
0.052776 |
0.034564 |
-0.012579 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
20.00 |
5.32% |
$0.15 / 92 |
$0.19 / 83 |
45 / 1 |
68.209826% |
-0.060983 |
-0.009293 |
0.017758 |
0.011630 |
-0.002250 |
|
282 |
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 |
|
326 |
Legs |
11/03(39) |
PUT |
27.00 / 23.00 |
$108 / $292 / 0.37 |
63.36% / $4.03 / 1.38% / 11.78% |
71.11% / $25.92 |
$1.08 / $1.63 / $0.55 / 45 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
27.00 |
36.64% |
$1.63 / 120 |
$1.74 / 31 |
603 / 2 |
60.134790% |
-0.379802 |
-0.028485 |
0.056034 |
0.036698 |
-0.015011 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
23.00 |
13.52% |
$0.49 / 16 |
$0.55 / 45 |
2 / 12 |
64.027998% |
-0.166315 |
-0.019044 |
0.036725 |
0.024052 |
-0.006297 |
|
|
25 |
|
10/27(32) |
PUT |
285.00 / 265.00 |
$490 / $1,510 / 0.33 |
69.21% / $0.57 / 0.04% / 0.37% |
73.52% / $280.10 |
$4.90 / $11.00 / $6.10 / 5 |
64 / 32.17% / 92 |
5 |
Legs |
Vertical |
Bullish |
$298.56 (-0.57%) / 614K |
|
Earnings: 10/25 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
285.00 |
30.79% |
$11.00 / 10 |
$12.80 / 10 |
2 / 17 |
52.216114% |
-0.341432 |
-0.251929 |
0.007023 |
0.345841 |
-0.113986 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
265.00 |
15.66% |
$5.60 / 6 |
$6.10 / 5 |
0 / 1 |
53.095090% |
-0.204298 |
-0.197320 |
0.005426 |
0.267201 |
-0.066905 |
|
50 |
Legs |
10/27(32) |
PUT |
285.00 / 260.00 |
$580 / $1,920 / 0.30 |
69.21% / $21.33 / 1.11% / 11.30% |
74.28% / $279.20 |
$5.80 / $11.00 / $5.20 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
285.00 |
30.79% |
$11.00 / 10 |
$12.80 / 10 |
2 / 17 |
52.216114% |
-0.341432 |
-0.251929 |
0.007023 |
0.345841 |
-0.113986 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
260.00 |
12.92% |
$4.70 / 5 |
$5.20 / 5 |
0 / 1 |
54.054064% |
-0.174702 |
-0.179672 |
0.004928 |
0.242652 |
-0.056968 |
|
64 |
Legs |
11/17(53) |
PUT |
280.00 / 260.00 |
$510 / $1,490 / 0.34 |
70.76% / $14.20 / 0.95% / 6.00% |
74.20% / $274.90 |
$5.10 / $12.10 / $7.00 / 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 |
280.00 |
29.24% |
$12.10 / 8 |
$12.30 / 9 |
2 / 62 |
47.491542% |
-0.323553 |
-0.193133 |
0.005464 |
0.425992 |
-0.176133 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
260.00 |
17.31% |
$6.80 / 10 |
$7.00 / 6 |
0 / 6 |
49.799521% |
-0.213022 |
-0.158537 |
0.004420 |
0.344610 |
-0.113696 |
|
200 |
Legs |
10/27(32) |
PUT |
280.00 / 260.00 |
$410 / $1,590 / 0.26 |
73.61% / $7.87 / 0.49% / 4.90% |
76.92% / $275.90 |
$4.10 / $9.30 / $5.20 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
280.00 |
26.39% |
$9.30 / 10 |
$9.90 / 5 |
0 / 36 |
50.877058% |
-0.304957 |
-0.241385 |
0.006703 |
0.330065 |
-0.101288 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
260.00 |
12.92% |
$4.70 / 5 |
$5.20 / 5 |
0 / 1 |
54.054064% |
-0.174702 |
-0.179672 |
0.004928 |
0.242652 |
-0.056968 |
|
238 |
Legs |
11/17(53) |
PUT |
280.00 / 250.00 |
$690 / $2,310 / 0.30 |
70.76% / $40.09 / 1.74% / 11.14% |
75.35% / $273.10 |
$6.90 / $12.10 / $5.20 / 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 |
280.00 |
29.24% |
$12.10 / 8 |
$12.30 / 9 |
2 / 62 |
47.491542% |
-0.323553 |
-0.193133 |
0.005464 |
0.425992 |
-0.176133 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
250.00 |
12.91% |
$5.00 / 24 |
$5.20 / 16 |
0 / 1 |
51.225609% |
-0.164789 |
-0.136089 |
0.003772 |
0.294102 |
-0.087171 |
|
247 |
Legs |
11/03(39) |
PUT |
275.00 / 255.00 |
$370 / $1,630 / 0.23 |
76.16% / $2.88 / 0.18% / 1.44% |
78.71% / $271.30 |
$3.70 / $8.70 / $5.00 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
275.00 |
23.84% |
$8.70 / 10 |
$9.40 / 5 |
0 / 1 |
50.067808% |
-0.280425 |
-0.211831 |
0.005899 |
0.346944 |
-0.112076 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
255.00 |
12.29% |
$4.70 / 5 |
$5.00 / 5 |
0 / 1 |
53.387692% |
-0.163961 |
-0.157352 |
0.004329 |
0.254611 |
-0.064348 |
|
|
27 |
|
11/03(39) |
PUT |
8.00 / 7.00 |
$30 / $70 / 0.43 |
67.65% / $0.62 / 0.89% / 7.45% |
71.00% / $7.70 |
$0.30 / $0.68 / $0.38 / 19 |
27 / 18.41% / 95 |
5 |
Legs |
Vertical |
Bullish |
$8.69 (-5.13%) / 17.2M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
8.00 |
32.35% |
$0.68 / 42 |
$0.72 / 21 |
24 / 15 |
94.677925% |
-0.324105 |
-0.016431 |
0.088779 |
0.010896 |
-0.004696 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
7.00 |
22.20% |
$0.35 / 202 |
$0.38 / 19 |
3 / 1 |
97.525406% |
-0.227405 |
-0.013871 |
0.074508 |
0.009144 |
-0.003169 |
|
170 |
Legs |
11/03(39) |
PUT |
8.00 / 5.50 |
$56 / $194 / 0.29 |
67.65% / $0.90 / 0.47% / 3.85% |
73.69% / $7.44 |
$0.56 / $0.68 / $0.12 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
8.00 |
32.35% |
$0.68 / 42 |
$0.72 / 21 |
24 / 15 |
94.677925% |
-0.324105 |
-0.016431 |
0.088779 |
0.010896 |
-0.004696 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
5.50 |
11.97% |
$0.09 / 367 |
$0.12 / 277 |
0 / 1 |
104.788635% |
-0.101459 |
-0.008210 |
0.043799 |
0.005375 |
-0.001338 |
|
346 |
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 |
|
420 |
Legs |
11/17(53) |
PUT |
8.00 / 5.00 |
$75 / $225 / 0.33 |
67.28% / $7.02 / 3.12% / 20.77% |
74.22% / $7.25 |
$0.75 / $0.87 / $0.12 / 55 |
|
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 |
32.72% |
$0.87 / 55 |
$0.89 / 182 |
104 / 1,867 |
97.306070% |
-0.321170 |
-0.014127 |
0.076819 |
0.012498 |
-0.006517 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
11.90% |
$0.11 / 1,180 |
$0.12 / 604 |
1 / 336 |
108.371798% |
-0.087777 |
-0.006392 |
0.034188 |
0.005562 |
-0.001583 |
|
435 |
Legs |
11/17(53) |
PUT |
8.00 / 7.00 |
$36 / $64 / 0.56 |
67.28% / $5.25 / 8.20% / 62.25% |
70.77% / $7.64 |
$0.36 / $0.87 / $0.51 / 55 |
|
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 |
32.72% |
$0.87 / 55 |
$0.89 / 182 |
104 / 1,867 |
97.306070% |
-0.321170 |
-0.014127 |
0.076819 |
0.012498 |
-0.006517 |
NASDAQ / Stock |
Long (Buy) |
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 |
|
451 |
Legs |
11/17(53) |
PUT |
8.00 / 6.00 |
$61 / $139 / 0.44 |
67.28% / $6.75 / 4.85% / 33.77% |
73.02% / $7.39 |
$0.61 / $0.87 / $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 |
8.00 |
32.72% |
$0.87 / 55 |
$0.89 / 182 |
104 / 1,867 |
97.306070% |
-0.321170 |
-0.014127 |
0.076819 |
0.012498 |
-0.006517 |
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 |
|
|
37 |
|
11/03(39) |
PUT |
4.00 / 3.00 |
$23 / $77 / 0.30 |
69.49% / $2.68 / 3.49% / 32.12% |
75.56% / $3.77 |
$0.23 / $0.33 / $0.10 / 21 |
39 / 20.69% / 29 |
5 |
Legs |
Vertical |
Bullish |
$4.50 (+0.67%) / 10.51M |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
4.00 |
30.51% |
$0.33 / 21 |
$0.37 / 22 |
1 / 1 |
95.984530% |
-0.317666 |
-0.006445 |
0.221518 |
0.005415 |
-0.002137 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
3.00 |
10.60% |
$0.07 / 20 |
$0.10 / 34 |
0 / 1 |
103.636800% |
-0.102898 |
-0.003285 |
0.111339 |
0.002722 |
-0.000646 |
|
262 |
Legs |
11/17(53) |
PUT |
4.00 / 3.00 |
$29 / $71 / 0.41 |
68.60% / $5.25 / 7.39% / 54.91% |
75.26% / $3.71 |
$0.29 / $0.42 / $0.13 / 961 |
|
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 |
4.00 |
31.40% |
$0.42 / 1,017 |
$0.44 / 583 |
15 / 900 |
96.845828% |
-0.320072 |
-0.005575 |
0.193012 |
0.006254 |
-0.002981 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
13.04% |
$0.09 / 4,006 |
$0.13 / 961 |
30 / 414 |
98.252364% |
-0.124148 |
-0.003244 |
0.110564 |
0.003582 |
-0.001074 |
|
287 |
Legs |
11/17 (53) - 12/15 |
PUT |
4.00 / 3.00 |
$23 / $77 / 0.30 |
68.60% / $0.58 / 0.75% / 4.69% |
73.98% / $3.77 |
$0.23 / $0.42 / $0.19 / 266 |
|
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 |
4.00 |
31.40% |
$0.42 / 1,017 |
$0.44 / 583 |
15 / 900 |
96.845828% |
-0.320072 |
-0.005575 |
0.193012 |
0.006254 |
-0.002981 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
3.00 |
16.13% |
$0.15 / 3,887 |
$0.19 / 266 |
5 / 1,467 |
94.899283% |
-0.149992 |
-0.002992 |
0.103037 |
0.004979 |
-0.002072 |
|
866 |
Legs |
10/20(25) |
PUT |
4.00 / 2.00 |
$13 / $187 / 0.07 |
71.32% / $4.43 / 2.37% / 32.42% |
75.49% / $3.87 |
$0.13 / $0.15 / $0.02 / 359 |
|
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 |
4.00 |
28.68% |
$0.15 / 1,743 |
$0.17 / 1,334 |
40 / 1,610 |
71.837897% |
-0.308705 |
-0.007816 |
0.266438 |
0.004392 |
-0.001331 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
2.00 |
1.31% |
0 / 0 |
$0.02 / 359 |
0 / 1 |
160.040905% |
-0.002400 |
-0.000169 |
0.005659 |
0.000093 |
-0.000009 |
|
879 |
Legs |
12/15(81) |
PUT |
4.00 / 2.00 |
$49 / $151 / 0.33 |
67.93% / $12.34 / 8.17% / 38.31% |
76.86% / $3.51 |
$0.49 / $0.54 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
4.00 |
32.07% |
$0.54 / 1 |
$0.55 / 211 |
61 / 2,579 |
95.436641% |
-0.317790 |
-0.004492 |
0.157581 |
0.007614 |
-0.004746 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.00 |
7.64% |
0 / 0 |
$0.05 / 354 |
0 / 16 |
114.161011% |
-0.033671 |
-0.000973 |
0.033079 |
0.001598 |
-0.000432 |
|
918 |
Legs |
12/15(81) |
PUT |
4.00 / 3.00 |
$35 / $65 / 0.54 |
67.93% / $7.95 / 12.23% / 61.04% |
74.54% / $3.65 |
$0.35 / $0.54 / $0.19 / 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 |
4.00 |
32.07% |
$0.54 / 1 |
$0.55 / 211 |
61 / 2,579 |
95.436641% |
-0.317790 |
-0.004492 |
0.157581 |
0.007614 |
-0.004746 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
3.00 |
16.13% |
$0.15 / 3,887 |
$0.19 / 266 |
5 / 1,467 |
94.899283% |
-0.149992 |
-0.002992 |
0.103037 |
0.004979 |
-0.002072 |
|
|
38 |
|
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 |
25 / 12.88% / 99 |
5 |
Legs |
Vertical |
Bullish |
$195.00 (+2.66%) / 1.08M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
68 |
Legs |
11/17(53) |
PUT |
180.00 / 170.00 |
$260 / $740 / 0.35 |
72.81% / $15.22 / 2.06% / 13.32% |
75.15% / $177.40 |
$2.60 / $8.20 / $5.60 / 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 |
170.00 |
18.96% |
$5.40 / 23 |
$5.60 / 129 |
1 / 27 |
54.689212% |
-0.225926 |
-0.118338 |
0.006354 |
0.233466 |
-0.080255 |
|
135 |
Legs |
11/17(53) |
PUT |
180.00 / 165.00 |
$370 / $1,130 / 0.33 |
72.81% / $29.78 / 2.64% / 17.32% |
76.10% / $176.30 |
$3.70 / $8.20 / $4.50 / 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 |
165.00 |
15.60% |
$4.30 / 24 |
$4.50 / 136 |
1 / 18 |
55.424432% |
-0.190421 |
-0.107401 |
0.005744 |
0.211040 |
-0.067162 |
|
213 |
Legs |
11/17(53) |
PUT |
185.00 / 175.00 |
$310 / $690 / 0.45 |
67.94% / $14.77 / 2.14% / 13.89% |
71.02% / $181.90 |
$3.10 / $10.00 / $6.90 / 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 |
185.00 |
32.06% |
$10.00 / 6 |
$10.20 / 13 |
0 / 8 |
52.862908% |
-0.344186 |
-0.142763 |
0.007781 |
0.285891 |
-0.125157 |
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 |
|
227 |
Legs |
11/17(53) |
PUT |
185.00 / 160.00 |
$650 / $1,850 / 0.35 |
67.94% / $69.08 / 3.73% / 25.24% |
74.18% / $178.50 |
$6.50 / $10.00 / $3.50 / 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 |
185.00 |
32.06% |
$10.00 / 6 |
$10.20 / 13 |
0 / 8 |
52.862908% |
-0.344186 |
-0.142763 |
0.007781 |
0.285891 |
-0.125157 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
160.00 |
12.72% |
$3.40 / 15 |
$3.50 / 40 |
5 / 2 |
56.028667% |
-0.157647 |
-0.095584 |
0.005093 |
0.187139 |
-0.055224 |
|
708 |
Legs |
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 |
|
Underlying |
Leg |
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 |
|
|
39 |
|
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 |
64 / 42.87% / 13 |
5 |
Legs |
Vertical |
Bullish |
$63.55 (-2.29%) / 727K |
|
|
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
47 |
Legs |
11/17(53) |
PUT |
54.00 / 52.00 |
$60 / $140 / 0.43 |
71.83% / $4.68 / 3.35% / 22.39% |
72.54% / $53.40 |
$0.60 / $5.30 / $4.70 / 133 |
|
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 |
54.00 |
28.17% |
$5.30 / 133 |
$5.50 / 263 |
0 / 34 |
105.243873% |
-0.278643 |
-0.100160 |
0.009567 |
0.084476 |
-0.040683 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
52.00 |
25.86% |
$4.50 / 193 |
$4.70 / 220 |
0 / 10 |
105.154451% |
-0.256133 |
-0.096152 |
0.009169 |
0.080961 |
-0.036981 |
|
59 |
Legs |
11/17(53) |
PUT |
54.00 / 51.00 |
$90 / $210 / 0.43 |
71.83% / $7.86 / 3.74% / 25.32% |
72.89% / $53.10 |
$0.90 / $5.30 / $4.40 / 133 |
|
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 |
54.00 |
28.17% |
$5.30 / 133 |
$5.50 / 263 |
0 / 34 |
105.243873% |
-0.278643 |
-0.100160 |
0.009567 |
0.084476 |
-0.040683 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
51.00 |
24.77% |
$4.20 / 18 |
$4.40 / 397 |
0 / 18 |
106.085932% |
-0.244932 |
-0.093976 |
0.008954 |
0.079065 |
-0.035167 |
|
63 |
Legs |
10/20(25) |
PUT |
57.50 / 54.00 |
$105 / $245 / 0.43 |
68.70% / $0.79 / 0.32% / 3.95% |
70.60% / $56.45 |
$1.05 / $3.50 / $2.45 / 163 |
|
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 |
57.50 |
31.30% |
$3.50 / 195 |
$3.70 / 228 |
0 / 1 |
93.029748% |
-0.321198 |
-0.151250 |
0.014305 |
0.064264 |
-0.021472 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
54.00 |
25.27% |
$2.30 / 224 |
$2.45 / 163 |
0 / 22 |
92.750187% |
-0.266312 |
-0.139011 |
0.013114 |
0.058916 |
-0.017476 |
|
65 |
Legs |
11/17(53) |
PUT |
52.00 / 49.00 |
$80 / $220 / 0.36 |
74.14% / $4.94 / 2.25% / 14.61% |
75.02% / $51.20 |
$0.80 / $4.50 / $3.70 / 193 |
|
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 |
52.00 |
25.86% |
$4.50 / 193 |
$4.70 / 220 |
0 / 10 |
105.154451% |
-0.256133 |
-0.096152 |
0.009169 |
0.080961 |
-0.036981 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
49.00 |
22.70% |
$3.50 / 196 |
$3.70 / 350 |
0 / 6 |
105.978397% |
-0.222712 |
-0.089289 |
0.008494 |
0.075004 |
-0.031623 |
|
73 |
Legs |
11/17(53) |
PUT |
51.00 / 49.00 |
$50 / $150 / 0.33 |
75.23% / $1.59 / 1.06% / 6.69% |
75.76% / $50.50 |
$0.50 / $4.20 / $3.70 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
51.00 |
24.77% |
$4.20 / 18 |
$4.40 / 397 |
0 / 18 |
106.085932% |
-0.244932 |
-0.093976 |
0.008954 |
0.079065 |
-0.035167 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
49.00 |
22.70% |
$3.50 / 196 |
$3.70 / 350 |
0 / 6 |
105.978397% |
-0.222712 |
-0.089289 |
0.008494 |
0.075004 |
-0.031623 |
|
|
40 |
|
11/17(53) |
PUT |
155.00 / 150.00 |
$140 / $360 / 0.39 |
71.15% / $1.93 / 0.54% / 3.33% |
72.51% / $153.60 |
$1.40 / $8.90 / $7.50 / 1 |
60 / 33.37% / 55 |
5 |
Legs |
Vertical |
Bullish |
$167.1501 (-1.84%) / 1.08M |
|
Earnings: 11/08 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
155.00 |
28.85% |
$8.90 / 1 |
$9.10 / 12 |
1 / 17 |
60.940215% |
-0.314207 |
-0.133590 |
0.007803 |
0.237087 |
-0.099715 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
150.00 |
24.17% |
$7.30 / 1 |
$7.50 / 46 |
10 / 104 |
61.950147% |
-0.272303 |
-0.125619 |
0.007302 |
0.221850 |
-0.085616 |
|
75 |
Legs |
11/17(53) |
PUT |
155.00 / 145.00 |
$280 / $720 / 0.39 |
71.15% / $18.82 / 2.61% / 17.17% |
73.84% / $152.20 |
$2.80 / $8.90 / $6.10 / 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 |
155.00 |
28.85% |
$8.90 / 1 |
$9.10 / 12 |
1 / 17 |
60.940215% |
-0.314207 |
-0.133590 |
0.007803 |
0.237087 |
-0.099715 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.04% |
$5.80 / 97 |
$6.10 / 63 |
0 / 21 |
62.651044% |
-0.232114 |
-0.115971 |
0.006711 |
0.203914 |
-0.072331 |
|
99 |
Legs |
11/17(53) |
PUT |
155.00 / 140.00 |
$400 / $1,100 / 0.36 |
71.15% / $36.09 / 3.28% / 21.92% |
74.94% / $151.00 |
$4.00 / $8.90 / $4.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
155.00 |
28.85% |
$8.90 / 1 |
$9.10 / 12 |
1 / 17 |
60.940215% |
-0.314207 |
-0.133590 |
0.007803 |
0.237087 |
-0.099715 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
16.45% |
$4.60 / 88 |
$4.90 / 58 |
76 / 94 |
63.577610% |
-0.194244 |
-0.104930 |
0.006048 |
0.183773 |
-0.060015 |
|
143 |
Legs |
11/17(53) |
PUT |
150.00 / 145.00 |
$120 / $380 / 0.32 |
75.83% / $5.49 / 1.45% / 9.21% |
76.87% / $148.80 |
$1.20 / $7.30 / $6.10 / 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 |
150.00 |
24.17% |
$7.30 / 1 |
$7.50 / 46 |
10 / 104 |
61.950147% |
-0.272303 |
-0.125619 |
0.007302 |
0.221850 |
-0.085616 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.04% |
$5.80 / 97 |
$6.10 / 63 |
0 / 21 |
62.651044% |
-0.232114 |
-0.115971 |
0.006711 |
0.203914 |
-0.072331 |
|
156 |
Legs |
11/17(53) |
PUT |
155.00 / 135.00 |
$490 / $1,510 / 0.33 |
71.15% / $48.54 / 3.21% / 21.44% |
75.74% / $150.10 |
$4.90 / $8.90 / $4.00 / 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 |
155.00 |
28.85% |
$8.90 / 1 |
$9.10 / 12 |
1 / 17 |
60.940215% |
-0.314207 |
-0.133590 |
0.007803 |
0.237087 |
-0.099715 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
135.00 |
13.38% |
$3.70 / 35 |
$4.00 / 62 |
0 / 206 |
65.235540% |
-0.159245 |
-0.092862 |
0.005334 |
0.162060 |
-0.048800 |
|
776 |
Legs |
10/27(32) |
PUT |
155.00 / 125.00 |
$315 / $2,685 / 0.12 |
73.94% / $2.68 / 0.10% / 0.97% |
77.52% / $151.85 |
$3.15 / $4.10 / $0.95 / 60 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
155.00 |
26.06% |
$4.10 / 63 |
$4.60 / 125 |
50 / 28 |
49.822836% |
-0.296545 |
-0.166403 |
0.009570 |
0.183644 |
-0.056959 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
125.00 |
4.85% |
$0.20 / 98 |
$0.95 / 60 |
0 / 1 |
59.648272% |
-0.061699 |
-0.059682 |
0.003369 |
0.064647 |
-0.011325 |
|
|
41 |
|
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 |
18 / 27.20% / 53 |
5 |
Legs |
Vertical |
Bullish |
$162.45 (-2.28%) / 1.54M |
|
Earnings: 10/26 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
152 |
Legs |
11/17(53) |
PUT |
150.00 / 140.00 |
$240 / $760 / 0.32 |
72.43% / $1.32 / 0.17% / 1.07% |
75.11% / $147.60 |
$2.40 / $5.70 / $3.30 / 109 |
|
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 |
140.00 |
17.59% |
$3.15 / 263 |
$3.30 / 171 |
363 / 55 |
48.527761% |
-0.212797 |
-0.092782 |
0.007569 |
0.187191 |
-0.062354 |
|
273 |
Legs |
11/03(39) |
PUT |
155.00 / 130.00 |
$495 / $2,005 / 0.25 |
67.34% / $51.43 / 2.56% / 22.86% |
74.18% / $150.05 |
$4.95 / $6.30 / $1.35 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
155.00 |
32.66% |
$6.30 / 12 |
$6.55 / 116 |
10 / 2 |
47.641340% |
-0.352917 |
-0.135681 |
0.011147 |
0.207966 |
-0.078333 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
130.00 |
8.01% |
$1.17 / 150 |
$1.35 / 100 |
0 / 2 |
53.140334% |
-0.107829 |
-0.069406 |
0.005562 |
0.103762 |
-0.022943 |
|
354 |
Legs |
11/17(53) |
PUT |
150.00 / 135.00 |
$326 / $1,174 / 0.28 |
72.43% / $5.88 / 0.50% / 3.12% |
76.03% / $146.74 |
$3.26 / $5.70 / $2.44 / 109 |
|
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 |
135.00 |
13.74% |
$2.33 / 79 |
$2.44 / 162 |
3 / 126 |
49.676167% |
-0.170720 |
-0.081446 |
0.006612 |
0.163535 |
-0.049607 |
|
363 |
Legs |
11/03(39) |
PUT |
150.00 / 130.00 |
$330 / $1,670 / 0.20 |
74.25% / $27.13 / 1.62% / 14.00% |
78.26% / $146.70 |
$3.30 / $4.65 / $1.35 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
150.00 |
25.75% |
$4.65 / 30 |
$4.85 / 51 |
0 / 4 |
48.177856% |
-0.295320 |
-0.126907 |
0.010358 |
0.193241 |
-0.064921 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
130.00 |
8.01% |
$1.17 / 150 |
$1.35 / 100 |
0 / 2 |
53.140334% |
-0.107829 |
-0.069406 |
0.005562 |
0.103762 |
-0.022943 |
|
379 |
Legs |
10/27(32) |
PUT |
155.00 / 135.00 |
$384 / $1,616 / 0.24 |
68.14% / $8.31 / 0.51% / 5.10% |
73.95% / $151.16 |
$3.84 / $5.35 / $1.51 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
155.00 |
31.86% |
$5.35 / 28 |
$5.60 / 20 |
0 / 70 |
46.609541% |
-0.348389 |
-0.148538 |
0.012125 |
0.189398 |
-0.063873 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
135.00 |
9.36% |
$1.25 / 14 |
$1.51 / 30 |
0 / 14 |
51.983612% |
-0.129554 |
-0.086482 |
0.006920 |
0.108095 |
-0.022961 |
|
|
43 |
|
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 |
32 / 16.14% / 48 |
5 |
Legs |
Vertical |
Bullish |
$157.00 (-0.90%) / 549K |
|
Earnings: 11/13 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
81 |
Legs |
11/17(53) |
PUT |
145.00 / 135.00 |
$280 / $720 / 0.39 |
71.06% / $23.43 / 3.25% / 21.73% |
74.18% / $142.20 |
$2.80 / $7.40 / $4.60 / 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 |
135.00 |
18.86% |
$4.40 / 24 |
$4.60 / 20 |
1 / 37 |
56.648864% |
-0.223267 |
-0.097857 |
0.007597 |
0.185447 |
-0.063769 |
|
96 |
Legs |
11/17(53) |
PUT |
145.00 / 130.00 |
$390 / $1,110 / 0.35 |
71.06% / $40.10 / 3.61% / 24.35% |
75.34% / $141.10 |
$3.90 / $7.40 / $3.50 / 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 |
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 |
130.00 |
14.91% |
$3.30 / 40 |
$3.50 / 36 |
0 / 74 |
57.440949% |
-0.180857 |
-0.086651 |
0.006696 |
0.163452 |
-0.051197 |
|
187 |
Legs |
11/17(53) |
PUT |
145.00 / 125.00 |
$480 / $1,520 / 0.32 |
71.06% / $64.98 / 4.27% / 29.31% |
76.27% / $140.20 |
$4.80 / $7.40 / $2.60 / 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 |
125.00 |
11.64% |
$2.45 / 31 |
$2.60 / 40 |
1 / 24 |
58.333846% |
-0.142552 |
-0.074490 |
0.005732 |
0.139936 |
-0.040013 |
|
305 |
Legs |
11/17(53) |
PUT |
140.00 / 135.00 |
$110 / $390 / 0.28 |
76.47% / $0.18 / 0.05% / 0.29% |
77.56% / $138.90 |
$1.10 / $5.70 / $4.60 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
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 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
135.00 |
18.86% |
$4.40 / 24 |
$4.60 / 20 |
1 / 37 |
56.648864% |
-0.223267 |
-0.097857 |
0.007597 |
0.185447 |
-0.063769 |
|
720 |
Legs |
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 |
|
Underlying |
Leg |
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 |
|
|
45 |
|
11/17(53) |
PUT |
29.00 / 28.00 |
$29 / $71 / 0.41 |
71.26% / $1.34 / 1.88% / 12.12% |
72.55% / $28.71 |
$0.29 / $1.71 / $1.42 / 394 |
37 / 24.78% / 99 |
5 |
Legs |
Vertical |
Bullish |
$31.59 (-0.44%) / 10.21M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
29.00 |
28.74% |
$1.71 / 394 |
$1.75 / 201 |
2 / 976 |
64.703232% |
-0.308773 |
-0.028850 |
0.035822 |
0.044564 |
-0.019055 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
28.00 |
24.45% |
$1.38 / 620 |
$1.42 / 508 |
13 / 580 |
65.369033% |
-0.269733 |
-0.027184 |
0.033615 |
0.041818 |
-0.016480 |
|
78 |
Legs |
11/17(53) |
PUT |
28.00 / 27.00 |
$25 / $75 / 0.33 |
75.55% / $1.67 / 2.23% / 14.48% |
76.55% / $27.75 |
$0.25 / $1.38 / $1.13 / 327 |
|
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 |
28.00 |
24.45% |
$1.38 / 620 |
$1.42 / 508 |
13 / 580 |
65.369033% |
-0.269733 |
-0.027184 |
0.033615 |
0.041818 |
-0.016480 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
27.00 |
20.63% |
$1.10 / 608 |
$1.13 / 327 |
6 / 3,711 |
66.036213% |
-0.232064 |
-0.025195 |
0.031040 |
0.038614 |
-0.014042 |
|
87 |
Legs |
11/17(53) |
PUT |
29.00 / 27.00 |
$58 / $142 / 0.41 |
71.26% / $5.26 / 3.71% / 25.03% |
73.81% / $28.42 |
$0.58 / $1.71 / $1.13 / 327 |
|
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 |
29.00 |
28.74% |
$1.71 / 394 |
$1.75 / 201 |
2 / 976 |
64.703232% |
-0.308773 |
-0.028850 |
0.035822 |
0.044564 |
-0.019055 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
27.00 |
20.63% |
$1.10 / 608 |
$1.13 / 327 |
6 / 3,711 |
66.036213% |
-0.232064 |
-0.025195 |
0.031040 |
0.038614 |
-0.014042 |
|
109 |
Legs |
11/17(53) |
PUT |
29.00 / 26.00 |
$82 / $218 / 0.38 |
71.26% / $7.87 / 3.61% / 24.32% |
74.82% / $28.18 |
$0.82 / $1.71 / $0.89 / 344 |
|
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 |
29.00 |
28.74% |
$1.71 / 394 |
$1.75 / 201 |
2 / 976 |
64.703232% |
-0.308773 |
-0.028850 |
0.035822 |
0.044564 |
-0.019055 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
26.00 |
17.27% |
$0.86 / 666 |
$0.89 / 344 |
29 / 1,659 |
66.775648% |
-0.196280 |
-0.022932 |
0.028155 |
0.035026 |
-0.011766 |
|
115 |
Legs |
11/17(53) |
PUT |
29.00 / 25.00 |
$102 / $298 / 0.34 |
71.26% / $10.73 / 3.60% / 24.26% |
75.63% / $27.98 |
$1.02 / $1.71 / $0.69 / 274 |
|
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 |
29.00 |
28.74% |
$1.71 / 394 |
$1.75 / 201 |
2 / 976 |
64.703232% |
-0.308773 |
-0.028850 |
0.035822 |
0.044564 |
-0.019055 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
14.36% |
$0.67 / 485 |
$0.69 / 274 |
37 / 5,628 |
67.727768% |
-0.162872 |
-0.020455 |
0.025037 |
0.031147 |
-0.009676 |
|
779 |
Legs |
10/20(25) |
PUT |
30.00 / 23.00 |
$86 / $614 / 0.14 |
69.20% / $11.40 / 1.86% / 24.70% |
74.70% / $29.14 |
$0.86 / $0.95 / $0.09 / 230 |
|
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 |
30.00 |
30.80% |
$0.95 / 230 |
$0.97 / 1,850 |
283 / 2,153 |
52.815611% |
-0.335940 |
-0.042533 |
0.052009 |
0.032917 |
-0.009950 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
23.00 |
4.20% |
$0.04 / 602 |
$0.09 / 1,861 |
1 / 1,183 |
64.866181% |
-0.050836 |
-0.012412 |
0.014903 |
0.009432 |
-0.001423 |
|
|
46 |
|
11/17(53) |
PUT |
170.00 / 165.00 |
$140 / $360 / 0.39 |
71.57% / $6.83 / 1.90% / 12.23% |
73.45% / $168.60 |
$1.40 / $6.90 / $5.50 / 1 |
36 / 13.60% / 20 |
5 |
Legs |
Vertical |
Bullish |
$181.05 (+1.79%) / 1.41M |
|
Earnings: 10/30 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
170.00 |
28.43% |
$6.90 / 1 |
$7.00 / 61 |
15 / 50 |
44.019123% |
-0.321198 |
-0.096758 |
0.010720 |
0.255911 |
-0.102778 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
165.00 |
22.08% |
$5.30 / 43 |
$5.50 / 139 |
7 / 62 |
44.698182% |
-0.265689 |
-0.089384 |
0.009816 |
0.234338 |
-0.084317 |
|
77 |
Legs |
11/17(53) |
PUT |
170.00 / 160.00 |
$270 / $730 / 0.37 |
71.57% / $27.61 / 3.78% / 25.60% |
75.12% / $167.30 |
$2.70 / $6.90 / $4.20 / 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 |
170.00 |
28.43% |
$6.90 / 1 |
$7.00 / 61 |
15 / 50 |
44.019123% |
-0.321198 |
-0.096758 |
0.010720 |
0.255911 |
-0.102778 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
160.00 |
16.76% |
$4.10 / 11 |
$4.20 / 94 |
2 / 27 |
45.535130% |
-0.214056 |
-0.080029 |
0.008723 |
0.208236 |
-0.067410 |
|
129 |
Legs |
11/17(53) |
PUT |
170.00 / 155.00 |
$370 / $1,130 / 0.33 |
71.57% / $51.21 / 4.53% / 31.28% |
76.36% / $166.30 |
$3.70 / $6.90 / $3.20 / 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 |
170.00 |
28.43% |
$6.90 / 1 |
$7.00 / 61 |
15 / 50 |
44.019123% |
-0.321198 |
-0.096758 |
0.010720 |
0.255911 |
-0.102778 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
155.00 |
12.44% |
$3.10 / 8 |
$3.20 / 107 |
1 / 17 |
46.463026% |
-0.167463 |
-0.069267 |
0.007501 |
0.179068 |
-0.052360 |
|
153 |
Legs |
11/03(39) |
PUT |
170.00 / 155.00 |
$290 / $1,210 / 0.24 |
73.33% / $26.67 / 2.20% / 19.39% |
77.55% / $167.10 |
$2.90 / $5.50 / $2.60 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
170.00 |
26.67% |
$5.50 / 47 |
$6.20 / 94 |
0 / 1 |
45.059408% |
-0.309378 |
-0.111174 |
0.012147 |
0.218745 |
-0.073309 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
155.00 |
9.76% |
$1.80 / 56 |
$2.60 / 43 |
0 / 8 |
46.569574% |
-0.141601 |
-0.072209 |
0.007729 |
0.139197 |
-0.032822 |
|
268 |
Legs |
11/17(53) |
PUT |
170.00 / 150.00 |
$450 / $1,550 / 0.29 |
71.57% / $88.34 / 5.70% / 40.54% |
77.33% / $165.50 |
$4.50 / $6.90 / $2.40 / 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 |
170.00 |
28.43% |
$6.90 / 1 |
$7.00 / 61 |
15 / 50 |
44.019123% |
-0.321198 |
-0.096758 |
0.010720 |
0.255911 |
-0.102778 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
150.00 |
9.04% |
$2.30 / 96 |
$2.40 / 71 |
3 / 25 |
47.395268% |
-0.126793 |
-0.057786 |
0.006223 |
0.148550 |
-0.039379 |
|
322 |
Legs |
11/17(53) |
PUT |
165.00 / 160.00 |
$110 / $390 / 0.28 |
77.92% / $8.86 / 2.27% / 14.79% |
79.18% / $163.90 |
$1.10 / $5.30 / $4.20 / 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 |
165.00 |
22.08% |
$5.30 / 43 |
$5.50 / 139 |
7 / 62 |
44.698182% |
-0.265689 |
-0.089384 |
0.009816 |
0.234338 |
-0.084317 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
160.00 |
16.76% |
$4.10 / 11 |
$4.20 / 94 |
2 / 27 |
45.535130% |
-0.214056 |
-0.080029 |
0.008723 |
0.208236 |
-0.067410 |
|
|
48 |
|
11/17(53) |
PUT |
16.00 / 15.00 |
$29 / $71 / 0.41 |
70.25% / $0.50 / 0.70% / 4.37% |
71.74% / $15.71 |
$0.29 / $1.28 / $0.99 / 76 |
74 / 66.48% / 86 |
5 |
Legs |
Vertical |
Bullish |
$17.84 (+2.41%) / 65.38M |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
16.00 |
29.75% |
$1.28 / 1,326 |
$1.32 / 2,378 |
133 / 2,269 |
85.036041% |
-0.300708 |
-0.024908 |
0.041225 |
0.025004 |
-0.011836 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
24.85% |
$0.97 / 1,141 |
$0.99 / 76 |
65 / 3,823 |
87.263617% |
-0.254172 |
-0.023021 |
0.037971 |
0.023031 |
-0.009816 |
|
91 |
Legs |
11/17(53) |
PUT |
16.00 / 14.00 |
$55 / $145 / 0.38 |
70.25% / $1.27 / 0.88% / 5.50% |
73.03% / $15.45 |
$0.55 / $1.28 / $0.73 / 338 |
|
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 |
16.00 |
29.75% |
$1.28 / 1,326 |
$1.32 / 2,378 |
133 / 2,269 |
85.036041% |
-0.300708 |
-0.024908 |
0.041225 |
0.025004 |
-0.011836 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
14.00 |
20.61% |
$0.71 / 1,393 |
$0.73 / 338 |
122 / 3,829 |
89.662094% |
-0.208948 |
-0.020701 |
0.034040 |
0.020646 |
-0.007921 |
|
138 |
Legs |
11/17(53) |
PUT |
16.00 / 13.00 |
$75 / $225 / 0.33 |
70.25% / $0.55 / 0.24% / 1.51% |
73.99% / $15.25 |
$0.75 / $1.28 / $0.53 / 1,326 |
|
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 |
16.00 |
29.75% |
$1.28 / 1,326 |
$1.32 / 2,378 |
133 / 2,269 |
85.036041% |
-0.300708 |
-0.024908 |
0.041225 |
0.025004 |
-0.011836 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
13.00 |
16.99% |
$0.51 / 1,038 |
$0.53 / 2,968 |
65 / 1,846 |
92.643106% |
-0.166080 |
-0.018009 |
0.029532 |
0.017912 |
-0.006183 |
|
168 |
Legs |
11/17(53) |
PUT |
15.00 / 14.00 |
$24 / $76 / 0.32 |
75.15% / $0.45 / 0.59% / 3.68% |
76.22% / $14.76 |
$0.24 / $0.97 / $0.73 / 338 |
|
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 |
15.00 |
24.85% |
$0.97 / 1,141 |
$0.99 / 76 |
65 / 3,823 |
87.263617% |
-0.254172 |
-0.023021 |
0.037971 |
0.023031 |
-0.009816 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
14.00 |
20.61% |
$0.71 / 1,393 |
$0.73 / 338 |
122 / 3,829 |
89.662094% |
-0.208948 |
-0.020701 |
0.034040 |
0.020646 |
-0.007921 |
|
336 |
Legs |
11/17(53) |
PUT |
16.00 / 12.00 |
$91 / $309 / 0.29 |
70.25% / $0.72 / 0.23% / 1.44% |
74.73% / $15.09 |
$0.91 / $1.28 / $0.37 / 418 |
|
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 |
16.00 |
29.75% |
$1.28 / 1,326 |
$1.32 / 2,378 |
133 / 2,269 |
85.036041% |
-0.300708 |
-0.024908 |
0.041225 |
0.025004 |
-0.011836 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.00 |
13.92% |
$0.36 / 1,084 |
$0.37 / 418 |
72 / 1,901 |
95.840837% |
-0.126673 |
-0.015048 |
0.024616 |
0.014930 |
-0.004633 |
|
896 |
Legs |
10/20(25) |
PUT |
15.50 / 10.00 |
$52 / $498 / 0.10 |
76.65% / $3.84 / 0.77% / 9.66% |
79.79% / $14.98 |
$0.52 / $0.57 / $0.05 / 210 |
|
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 |
15.50 |
23.35% |
$0.57 / 2,356 |
$0.59 / 3,382 |
3 / 175 |
84.486743% |
-0.255022 |
-0.032688 |
0.053342 |
0.016460 |
-0.004561 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
4.07% |
$0.03 / 1,726 |
$0.05 / 210 |
12 / 622 |
109.554487% |
-0.023677 |
-0.005741 |
0.009277 |
0.002863 |
-0.000390 |
|
|
49 |
|
11/17(53) |
PUT |
28.00 / 27.00 |
$30 / $70 / 0.43 |
69.63% / $0.63 / 0.91% / 5.70% |
70.94% / $27.70 |
$0.30 / $1.12 / $0.82 / 680 |
88 / 82.46% / 34 |
5 |
Legs |
Vertical |
Bullish |
$31.20 (+0.42%) / 9.21M |
|
|
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
28.00 |
30.37% |
$1.12 / 3,217 |
$1.17 / 151 |
0 / 23 |
50.954294% |
-0.317138 |
-0.031366 |
0.034553 |
0.043410 |
-0.019312 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
27.00 |
26.14% |
$0.77 / 3,274 |
$0.82 / 680 |
0 / 27 |
49.733834% |
-0.279336 |
-0.029669 |
0.032622 |
0.040983 |
-0.016830 |
|
85 |
Legs |
11/17(53) |
PUT |
28.00 / 26.00 |
$58 / $142 / 0.41 |
69.63% / $1.85 / 1.31% / 8.29% |
72.14% / $27.42 |
$0.58 / $1.12 / $0.54 / 360 |
|
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 |
28.00 |
30.37% |
$1.12 / 3,217 |
$1.17 / 151 |
0 / 23 |
50.954294% |
-0.317138 |
-0.031366 |
0.034553 |
0.043410 |
-0.019312 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
26.00 |
22.34% |
$0.50 / 3,735 |
$0.54 / 360 |
10 / 24 |
48.507425% |
-0.242568 |
-0.027645 |
0.030344 |
0.038122 |
-0.014465 |
|
149 |
Legs |
10/20(25) |
PUT |
29.00 / 28.00 |
$31 / $69 / 0.45 |
67.53% / $0.05 / 0.07% / 0.87% |
69.55% / $28.69 |
$0.31 / $0.87 / $0.56 / 143 |
|
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 |
29.00 |
32.47% |
$0.87 / 2,374 |
$0.91 / 302 |
44 / 110 |
50.527689% |
-0.345917 |
-0.045928 |
0.050214 |
0.032096 |
-0.010048 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
28.00 |
26.23% |
$0.53 / 1,241 |
$0.56 / 143 |
69 / 153 |
48.868820% |
-0.293173 |
-0.042922 |
0.046854 |
0.029948 |
-0.008429 |
|
536 |
Legs |
10/20(25) |
PUT |
29.50 / 29.00 |
$18 / $32 / 0.56 |
64.12% / $0.34 / 1.07% / 13.64% |
65.37% / $29.32 |
$0.18 / $1.09 / $0.91 / 302 |
|
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 |
29.50 |
35.88% |
$1.09 / 1,037 |
$1.13 / 281 |
0 / 9 |
51.643088% |
-0.372820 |
-0.047087 |
0.051527 |
0.032935 |
-0.010888 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
29.00 |
32.47% |
$0.87 / 2,374 |
$0.91 / 302 |
44 / 110 |
50.527689% |
-0.345917 |
-0.045928 |
0.050214 |
0.032096 |
-0.010048 |
|
607 |
Legs |
11/17(53) |
PUT |
29.00 / 25.00 |
$121 / $279 / 0.43 |
64.98% / $3.15 / 1.13% / 7.13% |
70.55% / $27.79 |
$1.21 / $1.56 / $0.35 / 1,823 |
|
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 |
29.00 |
35.02% |
$1.56 / 2,981 |
$1.61 / 282 |
0 / 210 |
52.508296% |
-0.355511 |
-0.032712 |
0.036114 |
0.045370 |
-0.021888 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
18.97% |
$0.31 / 2,348 |
$0.35 / 1,823 |
0 / 6 |
47.890522% |
-0.207310 |
-0.025334 |
0.027765 |
0.034881 |
-0.012239 |
|
608 |
Legs |
11/17(53) |
PUT |
29.00 / 28.00 |
$39 / $61 / 0.64 |
64.98% / $4.66 / 7.64% / 57.13% |
66.84% / $28.61 |
$0.39 / $1.56 / $1.17 / 151 |
|
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 |
29.00 |
35.02% |
$1.56 / 2,981 |
$1.61 / 282 |
0 / 210 |
52.508296% |
-0.355511 |
-0.032712 |
0.036114 |
0.045370 |
-0.021888 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
28.00 |
30.37% |
$1.12 / 3,217 |
$1.17 / 151 |
0 / 23 |
50.954294% |
-0.317138 |
-0.031366 |
0.034553 |
0.043410 |
-0.019312 |
|
|
51 |
|
11/17(53) |
PUT |
450.00 / 430.00 |
$520 / $1,480 / 0.35 |
71.92% / $9.68 / 0.65% / 4.09% |
74.15% / $444.80 |
$5.20 / $17.70 / $12.50 / 1 |
32 / 22.43% / 16 |
5 |
Legs |
Vertical |
Bullish |
$482.39 (+0.42%) / 307K |
|
Earnings: 11/01 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
450.00 |
28.08% |
$17.70 / 1 |
$18.20 / 7 |
0 / 10 |
45.648740% |
-0.314831 |
-0.296274 |
0.003477 |
0.678995 |
-0.274333 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
430.00 |
20.13% |
$12.00 / 10 |
$12.50 / 1 |
8 / 9 |
46.636669% |
-0.242731 |
-0.263545 |
0.003062 |
0.597999 |
-0.208913 |
|
226 |
Legs |
11/17(53) |
PUT |
450.00 / 410.00 |
$930 / $3,070 / 0.30 |
71.92% / $54.08 / 1.76% / 11.32% |
75.83% / $440.70 |
$9.30 / $17.70 / $8.40 / 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 |
450.00 |
28.08% |
$17.70 / 1 |
$18.20 / 7 |
0 / 10 |
45.648740% |
-0.314831 |
-0.296274 |
0.003477 |
0.678995 |
-0.274333 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
410.00 |
13.91% |
$5.60 / 39 |
$8.40 / 6 |
1 / 2 |
45.355329% |
-0.177966 |
-0.221315 |
0.002551 |
0.498087 |
-0.151447 |
|
281 |
Legs |
11/17(53) |
PUT |
460.00 / 410.00 |
$1,260 / $3,740 / 0.34 |
67.30% / $47.52 / 1.27% / 8.06% |
73.05% / $447.40 |
$12.60 / $21.00 / $8.40 / 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 |
460.00 |
32.70% |
$21.00 / 10 |
$21.50 / 1 |
1 / 2 |
44.924394% |
-0.352680 |
-0.308051 |
0.003637 |
0.710093 |
-0.309338 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
410.00 |
13.91% |
$5.60 / 39 |
$8.40 / 6 |
1 / 2 |
45.355329% |
-0.177966 |
-0.221315 |
0.002551 |
0.498087 |
-0.151447 |
|
393 |
Legs |
11/17(53) |
PUT |
450.00 / 400.00 |
$1,060 / $3,940 / 0.27 |
71.92% / $71.80 / 1.82% / 11.73% |
76.35% / $439.40 |
$10.60 / $17.70 / $7.10 / 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 |
450.00 |
28.08% |
$17.70 / 1 |
$18.20 / 7 |
0 / 10 |
45.648740% |
-0.314831 |
-0.296274 |
0.003477 |
0.678995 |
-0.274333 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
400.00 |
11.41% |
$6.50 / 6 |
$7.10 / 38 |
1 / 4 |
49.199745% |
-0.149145 |
-0.198011 |
0.002274 |
0.444061 |
-0.126251 |
|
460 |
Legs |
11/17(53) |
PUT |
460.00 / 400.00 |
$1,390 / $4,610 / 0.30 |
67.30% / $78.94 / 1.71% / 10.99% |
73.61% / $446.10 |
$13.90 / $21.00 / $7.10 / 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) |
PUT |
460.00 |
32.70% |
$21.00 / 10 |
$21.50 / 1 |
1 / 2 |
44.924394% |
-0.352680 |
-0.308051 |
0.003637 |
0.710093 |
-0.309338 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
400.00 |
11.41% |
$6.50 / 6 |
$7.10 / 38 |
1 / 4 |
49.199745% |
-0.149145 |
-0.198011 |
0.002274 |
0.444061 |
-0.126251 |
|
785 |
Legs |
10/20(25) |
PUT |
460.00 / 400.00 |
$715 / $5,285 / 0.14 |
70.73% / $0.44 / 0.01% / 0.10% |
75.14% / $452.85 |
$7.15 / $9.40 / $2.25 / 23 |
|
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 |
460.00 |
29.27% |
$9.40 / 23 |
$9.90 / 22 |
4 / 45 |
37.648918% |
-0.332079 |
-0.433813 |
0.004983 |
0.495091 |
-0.141425 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
400.00 |
5.36% |
$1.10 / 6 |
$2.25 / 23 |
0 / 121 |
46.038332% |
-0.086552 |
-0.192510 |
0.002165 |
0.215092 |
-0.035723 |
|
|
52 |
|
11/17(53) |
PUT |
25.00 / 24.00 |
$28 / $72 / 0.39 |
71.10% / $1.14 / 1.59% / 10.15% |
73.20% / $24.72 |
$0.28 / $1.09 / $0.81 / 160 |
43 / 11.18% / 76 |
5 |
Legs |
Vertical |
Bullish |
$26.74 (+1.10%) / 9.92M |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
25.00 |
28.90% |
$1.09 / 338 |
$1.11 / 120 |
282 / 2,114 |
48.261027% |
-0.320474 |
-0.017394 |
0.060247 |
0.037975 |
-0.015628 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
24.00 |
21.84% |
$0.79 / 115 |
$0.81 / 160 |
0 / 4,057 |
49.217972% |
-0.257539 |
-0.015824 |
0.054344 |
0.034254 |
-0.012417 |
|
74 |
Legs |
11/17(53) |
PUT |
25.00 / 23.00 |
$51 / $149 / 0.34 |
71.10% / $3.14 / 2.11% / 13.68% |
74.86% / $24.49 |
$0.51 / $1.09 / $0.58 / 193 |
|
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 |
28.90% |
$1.09 / 338 |
$1.11 / 120 |
282 / 2,114 |
48.261027% |
-0.320474 |
-0.017394 |
0.060247 |
0.037975 |
-0.015628 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
23.00 |
16.07% |
$0.56 / 260 |
$0.58 / 193 |
0 / 4,024 |
50.379116% |
-0.199507 |
-0.013804 |
0.047066 |
0.029667 |
-0.009519 |
|
272 |
Legs |
11/17(53) |
PUT |
25.00 / 22.00 |
$68 / $232 / 0.29 |
71.10% / $6.73 / 2.90% / 19.19% |
76.04% / $24.32 |
$0.68 / $1.09 / $0.41 / 338 |
|
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 |
28.90% |
$1.09 / 338 |
$1.11 / 120 |
282 / 2,114 |
48.261027% |
-0.320474 |
-0.017394 |
0.060247 |
0.037975 |
-0.015628 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.00 |
11.53% |
$0.39 / 230 |
$0.41 / 342 |
3 / 1,331 |
51.797910% |
-0.148157 |
-0.011488 |
0.038933 |
0.024540 |
-0.007000 |
|
454 |
Legs |
11/17(53) |
PUT |
24.00 / 23.00 |
$21 / $79 / 0.27 |
78.16% / $1.27 / 1.61% / 10.30% |
79.48% / $23.79 |
$0.21 / $0.79 / $0.58 / 115 |
|
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 |
24.00 |
21.84% |
$0.79 / 115 |
$0.81 / 160 |
0 / 4,057 |
49.217972% |
-0.257539 |
-0.015824 |
0.054344 |
0.034254 |
-0.012417 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
23.00 |
16.07% |
$0.56 / 260 |
$0.58 / 193 |
0 / 4,024 |
50.379116% |
-0.199507 |
-0.013804 |
0.047066 |
0.029667 |
-0.009519 |
|
459 |
Legs |
11/17(53) |
PUT |
25.00 / 21.00 |
$81 / $319 / 0.25 |
71.10% / $13.59 / 4.26% / 29.21% |
76.92% / $24.19 |
$0.81 / $1.09 / $0.28 / 338 |
|
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 |
28.90% |
$1.09 / 338 |
$1.11 / 120 |
282 / 2,114 |
48.261027% |
-0.320474 |
-0.017394 |
0.060247 |
0.037975 |
-0.015628 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
21.00 |
8.09% |
$0.27 / 210 |
$0.28 / 417 |
5 / 834 |
53.330764% |
-0.104792 |
-0.009068 |
0.030571 |
0.019270 |
-0.004906 |
|
546 |
Legs |
10/27(32) |
PUT |
25.00 / 22.00 |
$47 / $253 / 0.19 |
74.01% / $4.04 / 1.60% / 16.62% |
78.11% / $24.53 |
$0.47 / $0.65 / $0.18 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
25.00 |
25.99% |
$0.65 / 22 |
$0.68 / 7 |
0 / 96 |
44.689260% |
-0.301299 |
-0.021705 |
0.073805 |
0.029381 |
-0.008962 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
22.00 |
7.29% |
$0.15 / 19 |
$0.18 / 33 |
0 / 179 |
49.474840% |
-0.106022 |
-0.011617 |
0.038794 |
0.015444 |
-0.003063 |
|
|
53 |
|
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 |
62 / 17.18% / 23 |
5 |
Legs |
Vertical |
Bullish |
$134.69 (-1.17%) / 1.28M |
|
Earnings: 11/06 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
79 |
Legs |
11/17(53) |
PUT |
120.00 / 115.00 |
$130 / $370 / 0.35 |
75.95% / $17.06 / 4.61% / 31.89% |
77.31% / $118.70 |
$1.30 / $6.00 / $4.70 / 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 |
120.00 |
24.05% |
$6.00 / 1 |
$6.10 / 49 |
1 / 53 |
63.618788% |
-0.270201 |
-0.103185 |
0.008832 |
0.177507 |
-0.068524 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
19.13% |
$4.60 / 5 |
$4.70 / 41 |
0 / 19 |
64.657606% |
-0.221680 |
-0.093251 |
0.007941 |
0.159592 |
-0.055599 |
|
98 |
Legs |
11/17(53) |
PUT |
125.00 / 115.00 |
$290 / $710 / 0.41 |
70.23% / $26.20 / 3.69% / 24.92% |
73.65% / $122.10 |
$2.90 / $7.60 / $4.70 / 41 |
|
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 |
115.00 |
19.13% |
$4.60 / 5 |
$4.70 / 41 |
0 / 19 |
64.657606% |
-0.221680 |
-0.093251 |
0.007941 |
0.159592 |
-0.055599 |
|
106 |
Legs |
11/17(53) |
PUT |
125.00 / 110.00 |
$400 / $1,100 / 0.36 |
70.23% / $41.57 / 3.78% / 25.58% |
74.87% / $121.00 |
$4.00 / $7.60 / $3.60 / 69 |
|
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 |
110.00 |
15.01% |
$3.40 / 186 |
$3.60 / 171 |
2 / 7 |
65.732388% |
-0.176776 |
-0.081719 |
0.006927 |
0.139222 |
-0.043872 |
|
154 |
Legs |
11/17(53) |
PUT |
125.00 / 105.00 |
$490 / $1,510 / 0.33 |
70.23% / $66.64 / 4.41% / 30.37% |
75.85% / $120.10 |
$4.90 / $7.60 / $2.70 / 69 |
|
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 |
105.00 |
11.63% |
$2.55 / 95 |
$2.70 / 154 |
1 / 6 |
67.288766% |
-0.136449 |
-0.069170 |
0.005840 |
0.117372 |
-0.033527 |
|
601 |
Legs |
10/27(32) |
PUT |
125.00 / 105.00 |
$295 / $1,705 / 0.17 |
72.81% / $3.07 / 0.18% / 1.76% |
76.96% / $122.05 |
$2.95 / $3.80 / $0.85 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
125.00 |
27.19% |
$3.80 / 119 |
$4.00 / 44 |
0 / 26 |
51.760461% |
-0.305657 |
-0.138933 |
0.011780 |
0.149532 |
-0.047410 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
105.00 |
7.44% |
$0.70 / 30 |
$0.85 / 38 |
0 / 6 |
58.965346% |
-0.096161 |
-0.068680 |
0.005730 |
0.072731 |
-0.014336 |
|
|
54 |
|
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 |
25 / 14.05% / 15 |
5 |
Legs |
Vertical |
Bullish |
$1276.96 (-1.26%) / 280K |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
125 |
Legs |
11/17(53) |
PUT |
1180.00 / 1140.00 |
$970 / $3,030 / 0.32 |
74.88% / $42.22 / 1.39% / 8.87% |
76.42% / $1,170.30 |
$9.70 / $40.20 / $30.50 / 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 |
1180.00 |
25.12% |
$40.20 / 6 |
$41.50 / 11 |
0 / 38 |
44.565054% |
-0.290264 |
-0.730124 |
0.001313 |
1.737649 |
-0.664793 |
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 |
|
193 |
Legs |
11/17(53) |
PUT |
1180.00 / 1120.00 |
$1,420 / $4,580 / 0.31 |
74.88% / $98.78 / 2.16% / 14.00% |
77.11% / $1,165.80 |
$14.20 / $40.20 / $26.00 / 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 |
1180.00 |
25.12% |
$40.20 / 6 |
$41.50 / 11 |
0 / 38 |
44.565054% |
-0.290264 |
-0.730124 |
0.001313 |
1.737649 |
-0.664793 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1120.00 |
16.63% |
$25.20 / 6 |
$26.00 / 11 |
0 / 51 |
45.601169% |
-0.209084 |
-0.619719 |
0.001102 |
1.458624 |
-0.472502 |
|
380 |
Legs |
11/17(53) |
PUT |
1160.00 / 1120.00 |
$860 / $3,140 / 0.27 |
77.98% / $55.65 / 1.77% / 11.39% |
79.23% / $1,151.40 |
$8.60 / $34.60 / $26.00 / 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 |
1160.00 |
22.02% |
$34.60 / 11 |
$36.00 / 5 |
0 / 34 |
44.984291% |
-0.262129 |
-0.697247 |
0.001249 |
1.652797 |
-0.597592 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1120.00 |
16.63% |
$25.20 / 6 |
$26.00 / 11 |
0 / 51 |
45.601169% |
-0.209084 |
-0.619719 |
0.001102 |
1.458624 |
-0.472502 |
|
473 |
Legs |
11/17(53) |
PUT |
1160.00 / 1100.00 |
$1,260 / $4,740 / 0.27 |
77.98% / $121.25 / 2.56% / 16.78% |
79.79% / $1,147.40 |
$12.60 / $34.60 / $22.00 / 3 |
|
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 |
1160.00 |
22.02% |
$34.60 / 11 |
$36.00 / 5 |
0 / 34 |
44.984291% |
-0.262129 |
-0.697247 |
0.001249 |
1.652797 |
-0.597592 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1100.00 |
14.34% |
$21.20 / 13 |
$22.00 / 3 |
0 / 64 |
45.933730% |
-0.184503 |
-0.576316 |
0.001022 |
1.352179 |
-0.415222 |
|
733 |
Legs |
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 |
|
Underlying |
Leg |
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 |
|
|
55 |
|
11/17(53) |
PUT |
140.00 / 135.00 |
$150 / $350 / 0.43 |
71.25% / $12.59 / 3.60% / 24.22% |
72.85% / $138.50 |
$1.50 / $7.50 / $6.00 / 1 |
39 / 19.44% / 44 |
5 |
Legs |
Vertical |
Bullish |
$152.67 (+0.20%) / 339K |
|
Earnings: 11/09 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
140.00 |
28.75% |
$7.50 / 1 |
$7.70 / 40 |
6 / 81 |
58.794172% |
-0.313137 |
-0.121459 |
0.008561 |
0.214084 |
-0.089956 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
135.00 |
23.65% |
$5.60 / 1 |
$6.00 / 20 |
0 / 258 |
58.538742% |
-0.267195 |
-0.113347 |
0.007947 |
0.198725 |
-0.075974 |
|
86 |
Legs |
11/17(53) |
PUT |
140.00 / 130.00 |
$280 / $720 / 0.39 |
71.25% / $22.94 / 3.19% / 21.24% |
74.19% / $137.20 |
$2.80 / $7.50 / $4.70 / 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 |
140.00 |
28.75% |
$7.50 / 1 |
$7.70 / 40 |
6 / 81 |
58.794172% |
-0.313137 |
-0.121459 |
0.008561 |
0.214084 |
-0.089956 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
19.22% |
$4.30 / 21 |
$4.70 / 16 |
24 / 104 |
59.507208% |
-0.223409 |
-0.103424 |
0.007217 |
0.180474 |
-0.062904 |
|
100 |
Legs |
11/17(53) |
PUT |
140.00 / 125.00 |
$390 / $1,110 / 0.35 |
71.25% / $36.79 / 3.31% / 22.17% |
75.28% / $136.10 |
$3.90 / $7.50 / $3.60 / 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 |
28.75% |
$7.50 / 1 |
$7.70 / 40 |
6 / 81 |
58.794172% |
-0.313137 |
-0.121459 |
0.008561 |
0.214084 |
-0.089956 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
125.00 |
15.43% |
$3.10 / 16 |
$3.60 / 52 |
0 / 17 |
59.957634% |
-0.182572 |
-0.092049 |
0.006396 |
0.159953 |
-0.050926 |
|
249 |
Legs |
11/17(53) |
PUT |
140.00 / 120.00 |
$465 / $1,535 / 0.30 |
71.25% / $44.53 / 2.90% / 19.20% |
76.01% / $135.35 |
$4.65 / $7.50 / $2.85 / 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 |
28.75% |
$7.50 / 1 |
$7.70 / 40 |
6 / 81 |
58.794172% |
-0.313137 |
-0.121459 |
0.008561 |
0.214084 |
-0.089956 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
12.26% |
$2.45 / 20 |
$2.85 / 16 |
0 / 79 |
62.216054% |
-0.145392 |
-0.079690 |
0.005517 |
0.137958 |
-0.040196 |
|
376 |
Legs |
11/17(53) |
PUT |
140.00 / 115.00 |
$540 / $1,960 / 0.28 |
71.25% / $75.84 / 3.87% / 26.25% |
76.73% / $134.60 |
$5.40 / $7.50 / $2.10 / 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 |
28.75% |
$7.50 / 1 |
$7.70 / 40 |
6 / 81 |
58.794172% |
-0.313137 |
-0.121459 |
0.008561 |
0.214084 |
-0.089956 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
9.64% |
$1.80 / 20 |
$2.10 / 30 |
0 / 64 |
63.282169% |
-0.112448 |
-0.066890 |
0.004615 |
0.115413 |
-0.030825 |
|
858 |
Legs |
10/20(25) |
PUT |
145.00 / 115.00 |
$315 / $2,685 / 0.12 |
68.04% / $10.12 / 0.38% / 4.62% |
73.01% / $141.85 |
$3.15 / $4.40 / $1.25 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
145.00 |
31.96% |
$4.40 / 20 |
$4.70 / 20 |
5 / 65 |
48.544562% |
-0.348384 |
-0.180608 |
0.012525 |
0.159355 |
-0.048450 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
115.00 |
4.08% |
$0.10 / 34 |
$1.25 / 49 |
0 / 96 |
66.886741% |
-0.055902 |
-0.056194 |
0.003817 |
0.048560 |
-0.007393 |
|
|
57 |
|
11/17(53) |
PUT |
4.50 / 4.00 |
$15 / $35 / 0.43 |
69.19% / $0.08 / 0.22% / 1.37% |
70.49% / $4.35 |
$0.15 / $0.95 / $0.80 / 153 |
29 / 35.73% / 22 |
5 |
Legs |
Vertical |
Bullish |
$5.20 (+7.22%) / 533K |
|
Earnings: 10/16 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
4.50 |
30.81% |
$0.95 / 980 |
$1.10 / 146 |
0 / 28 |
172.824907% |
-0.265565 |
-0.014599 |
0.063008 |
0.006453 |
-0.004621 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
4.00 |
26.72% |
$0.65 / 1,329 |
$0.80 / 153 |
0 / 152 |
167.724510% |
-0.229956 |
-0.013553 |
0.058342 |
0.005975 |
-0.003847 |
|
139 |
Legs |
10/20(25) |
PUT |
4.00 / 3.00 |
$25 / $75 / 0.33 |
73.00% / $1.10 / 1.47% / 19.12% |
75.55% / $3.75 |
$0.25 / $0.40 / $0.15 / 954 |
|
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 |
4.00 |
27.00% |
$0.40 / 954 |
$0.50 / 481 |
21 / 1,511 |
171.512731% |
-0.250947 |
-0.020115 |
0.085780 |
0.004470 |
-0.001677 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
3.00 |
18.10% |
$0.05 / 1,341 |
$0.15 / 1,451 |
12 / 855 |
154.699488% |
-0.145151 |
-0.014456 |
0.061445 |
0.003202 |
-0.000897 |
|
163 |
Legs |
11/17(53) |
PUT |
4.00 / 3.00 |
$30 / $70 / 0.43 |
73.28% / $5.02 / 7.18% / 53.06% |
75.44% / $3.70 |
$0.30 / $0.65 / $0.35 / 490 |
|
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 |
4.00 |
26.72% |
$0.65 / 1,329 |
$0.80 / 153 |
0 / 152 |
167.724510% |
-0.229956 |
-0.013553 |
0.058342 |
0.005975 |
-0.003847 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
20.23% |
$0.20 / 1,034 |
$0.35 / 490 |
7 / 59 |
158.952500% |
-0.155224 |
-0.010698 |
0.045832 |
0.004694 |
-0.002383 |
|
250 |
Legs |
11/17(53) |
PUT |
4.00 / 2.50 |
$45 / $105 / 0.43 |
73.28% / $9.02 / 8.59% / 65.88% |
76.45% / $3.55 |
$0.45 / $0.65 / $0.20 / 310 |
|
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 |
4.00 |
26.72% |
$0.65 / 1,329 |
$0.80 / 153 |
0 / 152 |
167.724510% |
-0.229956 |
-0.013553 |
0.058342 |
0.005975 |
-0.003847 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.50 |
17.66% |
$0.05 / 1,056 |
$0.20 / 310 |
0 / 5 |
151.693832% |
-0.117269 |
-0.008847 |
0.037819 |
0.003873 |
-0.001717 |
|
324 |
Legs |
11/17(53) |
PUT |
4.50 / 3.50 |
$40 / $60 / 0.67 |
69.19% / $10.48 / 17.47% / 168.80% |
72.51% / $4.10 |
$0.40 / $0.95 / $0.55 / 303 |
|
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 |
4.50 |
30.81% |
$0.95 / 980 |
$1.10 / 146 |
0 / 28 |
172.824907% |
-0.265565 |
-0.014599 |
0.063008 |
0.006453 |
-0.004621 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.50 |
23.23% |
$0.40 / 995 |
$0.55 / 303 |
0 / 38 |
163.495242% |
-0.193034 |
-0.012261 |
0.052653 |
0.005392 |
-0.003097 |
|
329 |
Legs |
10/20(25) |
PUT |
4.00 / 2.50 |
$35 / $115 / 0.30 |
73.00% / $2.05 / 1.78% / 23.65% |
76.51% / $3.65 |
$0.35 / $0.40 / $0.05 / 276 |
|
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 |
4.00 |
27.00% |
$0.40 / 954 |
$0.50 / 481 |
21 / 1,511 |
171.512731% |
-0.250947 |
-0.020115 |
0.085780 |
0.004470 |
-0.001677 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
2.50 |
14.79% |
0 / 0 |
$0.05 / 276 |
0 / 11 |
165.840823% |
-0.096449 |
-0.010848 |
0.046043 |
0.002399 |
-0.000572 |
|
|
58 |
|
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 |
46 / 23.62% / 51 |
5 |
Legs |
Vertical |
Bullish |
$34.20 (-1.30%) / 29.24M |
|
Earnings: 10/26 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
183 |
Legs |
10/27(32) |
PUT |
33.00 / 30.00 |
$64 / $236 / 0.27 |
68.62% / $2.18 / 0.92% / 9.32% |
74.17% / $32.36 |
$0.64 / $0.97 / $0.33 / 1,310 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
33.00 |
31.38% |
$0.97 / 1,310 |
$1.00 / 14 |
187 / 532 |
39.850497% |
-0.347747 |
-0.026098 |
0.069358 |
0.040031 |
-0.013180 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
30.00 |
10.96% |
$0.31 / 1,026 |
$0.33 / 3,606 |
30 / 229 |
43.130938% |
-0.156445 |
-0.017196 |
0.045018 |
0.025983 |
-0.005789 |
|
225 |
Legs |
11/03(39) |
PUT |
33.00 / 29.00 |
$80 / $320 / 0.25 |
67.66% / $5.79 / 1.81% / 15.70% |
74.05% / $32.20 |
$0.80 / $1.09 / $0.29 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
33.00 |
32.34% |
$1.09 / 2,113 |
$1.13 / 627 |
6 / 2 |
39.604816% |
-0.353534 |
-0.023884 |
0.063831 |
0.044004 |
-0.016184 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
29.00 |
8.81% |
$0.26 / 18 |
$0.29 / 22 |
2 / 2 |
43.958147% |
-0.126720 |
-0.013628 |
0.035705 |
0.024615 |
-0.005621 |
|
279 |
Legs |
11/17(53) |
PUT |
32.00 / 30.00 |
$45 / $155 / 0.29 |
73.40% / $0.75 / 0.48% / 3.00% |
76.23% / $31.55 |
$0.45 / $0.98 / $0.53 / 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 |
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 |
30.00 |
15.57% |
$0.52 / 1,649 |
$0.53 / 1 |
112 / 5,538 |
41.230655% |
-0.198254 |
-0.015661 |
0.041541 |
0.037962 |
-0.011960 |
|
333 |
Legs |
11/17(53) |
PUT |
33.00 / 32.00 |
$32 / $68 / 0.47 |
66.39% / $0.06 / 0.09% / 0.56% |
68.74% / $32.68 |
$0.32 / $1.31 / $0.99 / 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 |
33.00 |
33.61% |
$1.31 / 1,037 |
$1.32 / 1 |
181 / 5,537 |
38.917952% |
-0.360486 |
-0.020664 |
0.055799 |
0.050991 |
-0.022312 |
NASDAQ / Stock |
Long (Buy) |
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 |
|
349 |
Legs |
10/27(32) |
PUT |
33.00 / 29.00 |
$74 / $326 / 0.23 |
68.62% / $9.41 / 2.89% / 31.78% |
74.98% / $32.26 |
$0.74 / $0.97 / $0.23 / 1,310 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
33.00 |
31.38% |
$0.97 / 1,310 |
$1.00 / 14 |
187 / 532 |
39.850497% |
-0.347747 |
-0.026098 |
0.069358 |
0.040031 |
-0.013180 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
29.00 |
7.16% |
$0.21 / 427 |
$0.23 / 1,588 |
50 / 37 |
44.949023% |
-0.109543 |
-0.013494 |
0.035205 |
0.020319 |
-0.004027 |
|
|
60 |
|
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 |
25 / 26.88% / 99 |
5 |
Legs |
Vertical |
Bullish |
$96.05 (-0.06%) / 52.17M |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
209 |
Legs |
11/17(53) |
PUT |
90.00 / 80.00 |
$234 / $766 / 0.31 |
70.38% / $8.73 / 1.14% / 7.21% |
74.85% / $87.66 |
$2.34 / $3.65 / $1.31 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
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 |
80.00 |
13.80% |
$1.28 / 392 |
$1.31 / 32 |
832 / 8,655 |
48.605044% |
-0.170868 |
-0.048882 |
0.011034 |
0.097117 |
-0.029511 |
|
522 |
Legs |
11/17(53) |
PUT |
90.00 / 75.00 |
$291 / $1,209 / 0.24 |
70.38% / $25.79 / 2.13% / 13.84% |
75.87% / $87.09 |
$2.91 / $3.65 / $0.74 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
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 |
75.00 |
8.87% |
$0.72 / 571 |
$0.74 / 32 |
90 / 1,628 |
50.512050% |
-0.110803 |
-0.036640 |
0.008215 |
0.072306 |
-0.018888 |
|
605 |
Legs |
10/27(32) |
PUT |
91.00 / 75.00 |
$211 / $1,389 / 0.15 |
70.62% / $22.32 / 1.61% / 16.71% |
75.71% / $88.89 |
$2.11 / $2.36 / $0.25 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
91.00 |
29.38% |
$2.36 / 12 |
$2.40 / 184 |
83 / 22 |
41.954859% |
-0.328042 |
-0.087243 |
0.019758 |
0.109831 |
-0.035634 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
75.00 |
5.02% |
$0.23 / 312 |
$0.25 / 345 |
112 / 594 |
49.000799% |
-0.070914 |
-0.033506 |
0.007417 |
0.041227 |
-0.007383 |
|
664 |
Legs |
11/17(53) |
PUT |
90.00 / 70.00 |
$323 / $1,677 / 0.19 |
70.38% / $59.20 / 3.53% / 23.74% |
76.42% / $86.77 |
$3.23 / $3.65 / $0.42 / 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 |
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 |
70.00 |
5.51% |
$0.41 / 21 |
$0.42 / 189 |
19 / 2,605 |
53.256364% |
-0.065199 |
-0.024774 |
0.005524 |
0.048618 |
-0.010982 |
|
670 |
Legs |
11/17(53) |
PUT |
85.00 / 80.00 |
$92 / $408 / 0.23 |
79.36% / $3.01 / 0.74% / 4.61% |
80.77% / $84.08 |
$0.92 / $2.23 / $1.31 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
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 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
80.00 |
13.80% |
$1.28 / 392 |
$1.31 / 32 |
832 / 8,655 |
48.605044% |
-0.170868 |
-0.048882 |
0.011034 |
0.097117 |
-0.029511 |
|
|
61 |
|
11/17(53) |
PUT |
42.50 / 40.00 |
$65 / $185 / 0.35 |
70.92% / $2.47 / 1.34% / 8.50% |
74.21% / $41.85 |
$0.65 / $1.57 / $0.92 / 2 |
41 / 30.59% / 27 |
5 |
Legs |
Vertical |
Bullish |
$45.14 (+1.58%) / 5.08M |
|
Earnings: 10/26 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
42.50 |
29.08% |
$1.57 / 4 |
$1.59 / 4 |
242 / 3,406 |
41.885809% |
-0.325248 |
-0.025775 |
0.040794 |
0.064351 |
-0.026243 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
17.79% |
$0.91 / 5 |
$0.92 / 2 |
27 / 557 |
43.402401% |
-0.222502 |
-0.021660 |
0.033767 |
0.053267 |
-0.017664 |
|
202 |
Legs |
11/03(39) |
PUT |
42.00 / 39.00 |
$57 / $243 / 0.24 |
75.44% / $2.38 / 0.98% / 8.24% |
78.44% / $41.43 |
$0.57 / $1.15 / $0.58 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
42.00 |
24.56% |
$1.15 / 34 |
$1.23 / 11 |
0 / 1 |
43.489728% |
-0.289935 |
-0.028681 |
0.044651 |
0.053135 |
-0.017247 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
39.00 |
11.58% |
$0.51 / 11 |
$0.58 / 11 |
0 / 2 |
45.453592% |
-0.160880 |
-0.020769 |
0.031855 |
0.037908 |
-0.009401 |
|
206 |
Legs |
10/27(32) |
PUT |
43.00 / 39.00 |
$79 / $321 / 0.25 |
70.59% / $4.49 / 1.40% / 14.40% |
75.62% / $42.21 |
$0.79 / $1.26 / $0.47 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
43.00 |
29.41% |
$1.26 / 11 |
$1.35 / 15 |
0 / 19 |
42.670797% |
-0.332670 |
-0.033305 |
0.051800 |
0.051607 |
-0.016496 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
39.00 |
9.86% |
$0.40 / 16 |
$0.47 / 22 |
1 / 7 |
45.869585% |
-0.144074 |
-0.021225 |
0.032356 |
0.032236 |
-0.006976 |
|
344 |
Legs |
11/03(39) |
PUT |
44.00 / 39.00 |
$124 / $376 / 0.33 |
63.02% / $4.30 / 1.14% / 9.67% |
71.05% / $42.76 |
$1.24 / $1.82 / $0.58 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
44.00 |
36.98% |
$1.82 / 11 |
$1.91 / 31 |
0 / 2 |
42.242898% |
-0.390091 |
-0.031709 |
0.050056 |
0.059568 |
-0.023529 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
39.00 |
11.58% |
$0.51 / 11 |
$0.58 / 11 |
0 / 2 |
45.453592% |
-0.160880 |
-0.020769 |
0.031855 |
0.037908 |
-0.009401 |
|
386 |
Legs |
11/17(53) |
PUT |
42.50 / 37.50 |
$105 / $395 / 0.27 |
70.92% / $10.24 / 2.59% / 17.02% |
76.11% / $41.45 |
$1.05 / $1.57 / $0.52 / 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) |
PUT |
42.50 |
29.08% |
$1.57 / 4 |
$1.59 / 4 |
242 / 3,406 |
41.885809% |
-0.325248 |
-0.025775 |
0.040794 |
0.064351 |
-0.026243 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.50 |
10.07% |
$0.50 / 24 |
$0.52 / 541 |
51 / 176 |
45.522683% |
-0.136863 |
-0.016111 |
0.024833 |
0.039173 |
-0.010712 |
|
484 |
Legs |
10/27(32) |
PUT |
43.00 / 38.00 |
$78 / $422 / 0.19 |
70.59% / $3.34 / 0.79% / 7.95% |
75.56% / $42.22 |
$0.78 / $1.26 / $0.48 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
43.00 |
29.41% |
$1.26 / 11 |
$1.35 / 15 |
0 / 19 |
42.670797% |
-0.332670 |
-0.033305 |
0.051800 |
0.051607 |
-0.016496 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
38.00 |
7.11% |
$0.29 / 11 |
$0.48 / 66 |
0 / 10 |
49.362443% |
-0.109404 |
-0.017579 |
0.026705 |
0.026606 |
-0.005271 |
|
|
62 |
|
11/03(39) |
PUT |
18.00 / 16.00 |
$56 / $144 / 0.39 |
66.55% / $2.93 / 2.04% / 17.80% |
72.30% / $17.44 |
$0.56 / $1.05 / $0.49 / 11 |
60 / 28.14% / 65 |
5 |
Legs |
Vertical |
Bullish |
$18.89 (-2.18%) / 6.71M |
|
Earnings: 10/25 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
18.00 |
33.45% |
$1.05 / 11 |
$1.11 / 11 |
4 / 1 |
62.391232% |
-0.355134 |
-0.018791 |
0.081452 |
0.024306 |
-0.009446 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
16.00 |
16.00% |
$0.46 / 11 |
$0.49 / 11 |
0 / 5 |
65.480566% |
-0.194475 |
-0.014100 |
0.060214 |
0.017968 |
-0.005010 |
|
89 |
Legs |
10/27(32) |
PUT |
18.00 / 16.00 |
$50 / $150 / 0.33 |
67.25% / $0.96 / 0.64% / 6.36% |
72.82% / $17.50 |
$0.50 / $0.96 / $0.46 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
18.00 |
32.75% |
$0.96 / 11 |
$1.02 / 11 |
150 / 394 |
63.751921% |
-0.351729 |
-0.020581 |
0.088713 |
0.022163 |
-0.007709 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
16.00 |
14.30% |
$0.40 / 11 |
$0.46 / 11 |
127 / 6 |
68.437368% |
-0.179779 |
-0.014749 |
0.062686 |
0.015661 |
-0.003820 |
|
184 |
Legs |
11/17(53) |
PUT |
17.50 / 15.00 |
$60 / $190 / 0.32 |
70.24% / $4.64 / 2.44% / 15.97% |
75.18% / $16.90 |
$0.60 / $0.99 / $0.39 / 93 |
|
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 |
29.76% |
$0.99 / 424 |
$1.01 / 61 |
381 / 335 |
59.336334% |
-0.321052 |
-0.015610 |
0.068040 |
0.026914 |
-0.011544 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
13.04% |
$0.38 / 15 |
$0.39 / 93 |
61 / 84 |
64.570511% |
-0.153440 |
-0.010504 |
0.044973 |
0.017790 |
-0.005306 |
|
251 |
Legs |
10/27(32) |
PUT |
18.00 / 15.00 |
$67 / $233 / 0.29 |
67.25% / $9.49 / 4.07% / 47.22% |
74.57% / $17.33 |
$0.67 / $0.96 / $0.29 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
18.00 |
32.75% |
$0.96 / 11 |
$1.02 / 11 |
150 / 394 |
63.751921% |
-0.351729 |
-0.020581 |
0.088713 |
0.022163 |
-0.007709 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
15.00 |
8.75% |
$0.21 / 115 |
$0.29 / 11 |
1 / 10 |
69.651771% |
-0.113204 |
-0.010850 |
0.045889 |
0.011464 |
-0.002373 |
|
253 |
Legs |
11/03(39) |
PUT |
18.00 / 14.00 |
$84 / $316 / 0.27 |
66.55% / $17.70 / 5.60% / 55.73% |
74.93% / $17.16 |
$0.84 / $1.05 / $0.21 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
18.00 |
33.45% |
$1.05 / 11 |
$1.11 / 11 |
4 / 1 |
62.391232% |
-0.355134 |
-0.018791 |
0.081452 |
0.024306 |
-0.009446 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
14.00 |
6.53% |
$0.17 / 11 |
$0.21 / 34 |
0 / 2 |
71.194889% |
-0.078232 |
-0.007562 |
0.031976 |
0.009542 |
-0.001963 |
|
539 |
Legs |
10/27(32) |
PUT |
18.00 / 14.00 |
$70 / $330 / 0.21 |
67.25% / $15.24 / 4.62% / 54.87% |
74.88% / $17.30 |
$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) |
10/27/2023 (W) |
PUT |
18.00 |
32.75% |
$0.96 / 11 |
$1.02 / 11 |
150 / 394 |
63.751921% |
-0.351729 |
-0.020581 |
0.088713 |
0.022163 |
-0.007709 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
14.00 |
5.12% |
$0.15 / 11 |
$0.26 / 928 |
145 / 145 |
79.251617% |
-0.063833 |
-0.007096 |
0.029890 |
0.007467 |
-0.001323 |
|
|
69 |
|
11/17(53) |
PUT |
85.00 / 80.00 |
$135 / $365 / 0.37 |
69.58% / $0.55 / 0.15% / 0.93% |
72.71% / $83.65 |
$1.35 / $4.00 / $2.65 / 30 |
22 / 16.61% / 85 |
5 |
Legs |
Vertical |
Bullish |
$89.97 (+0.04%) / 389K |
|
Earnings: 11/09 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
85.00 |
30.42% |
$4.00 / 208 |
$4.20 / 31 |
0 / 364 |
49.310007% |
-0.333614 |
-0.058354 |
0.018499 |
0.130079 |
-0.054800 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
80.00 |
19.87% |
$2.50 / 25 |
$2.65 / 30 |
0 / 84 |
50.631517% |
-0.239164 |
-0.050429 |
0.015781 |
0.110967 |
-0.038635 |
|
176 |
Legs |
11/17(53) |
PUT |
85.00 / 75.00 |
$240 / $760 / 0.32 |
69.58% / $21.96 / 2.89% / 19.11% |
75.01% / $82.60 |
$2.40 / $4.00 / $1.60 / 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 |
85.00 |
30.42% |
$4.00 / 208 |
$4.20 / 31 |
0 / 364 |
49.310007% |
-0.333614 |
-0.058354 |
0.018499 |
0.130079 |
-0.054800 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
12.22% |
$1.45 / 146 |
$1.60 / 45 |
2 / 11 |
52.136146% |
-0.157196 |
-0.039482 |
0.012232 |
0.086014 |
-0.025017 |
|
401 |
Legs |
11/17(53) |
PUT |
85.00 / 70.00 |
$310 / $1,190 / 0.26 |
69.58% / $64.78 / 5.44% / 38.47% |
76.46% / $81.90 |
$3.10 / $4.00 / $0.90 / 52 |
|
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 |
85.00 |
30.42% |
$4.00 / 208 |
$4.20 / 31 |
0 / 364 |
49.310007% |
-0.333614 |
-0.058354 |
0.018499 |
0.130079 |
-0.054800 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
7.11% |
$0.80 / 156 |
$0.90 / 52 |
0 / 31 |
53.849067% |
-0.092817 |
-0.027491 |
0.008450 |
0.059418 |
-0.014576 |
|
710 |
Legs |
11/17(53) |
PUT |
80.00 / 75.00 |
$90 / $410 / 0.22 |
80.13% / $7.46 / 1.82% / 11.70% |
81.72% / $79.10 |
$0.90 / $2.50 / $1.60 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
80.00 |
19.87% |
$2.50 / 25 |
$2.65 / 30 |
0 / 84 |
50.631517% |
-0.239164 |
-0.050429 |
0.015781 |
0.110967 |
-0.038635 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
12.22% |
$1.45 / 146 |
$1.60 / 45 |
2 / 11 |
52.136146% |
-0.157196 |
-0.039482 |
0.012232 |
0.086014 |
-0.025017 |
|
796 |
Legs |
11/17(53) |
PUT |
80.00 / 70.00 |
$160 / $840 / 0.19 |
80.13% / $34.83 / 4.15% / 28.33% |
82.89% / $78.40 |
$1.60 / $2.50 / $0.90 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
80.00 |
19.87% |
$2.50 / 25 |
$2.65 / 30 |
0 / 84 |
50.631517% |
-0.239164 |
-0.050429 |
0.015781 |
0.110967 |
-0.038635 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
7.11% |
$0.80 / 156 |
$0.90 / 52 |
0 / 31 |
53.849067% |
-0.092817 |
-0.027491 |
0.008450 |
0.059418 |
-0.014576 |
|
802 |
Legs |
10/20(25) |
PUT |
85.00 / 75.00 |
$125 / $875 / 0.14 |
73.72% / $1.74 / 0.20% / 2.42% |
77.48% / $83.75 |
$1.25 / $1.55 / $0.30 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
85.00 |
26.28% |
$1.55 / 3 |
$1.65 / 52 |
0 / 1,985 |
39.265831% |
-0.306630 |
-0.081063 |
0.025035 |
0.089565 |
-0.024426 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
75.00 |
6.02% |
$0.20 / 131 |
$0.30 / 100 |
0 / 158 |
43.539918% |
-0.094576 |
-0.039584 |
0.012012 |
0.042974 |
-0.007327 |
|
|
70 |
|
10/20(25) |
PUT |
7.00 / 6.00 |
$26 / $74 / 0.35 |
71.16% / $0.61 / 0.82% / 10.34% |
74.09% / $6.74 |
$0.26 / $0.45 / $0.19 / 22 |
79 / 64.52% / 76 |
5 |
Legs |
Vertical |
Bullish |
$8.11 (+4.38%) / 2.98M |
|
|
|
Bearish / 2 days 11 hours |
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 |
7.00 |
28.84% |
$0.45 / 577 |
$0.51 / 1,693 |
1,397 / 10,975 |
110.194588% |
-0.293004 |
-0.021521 |
0.093026 |
0.007814 |
-0.002581 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
6.00 |
18.84% |
$0.18 / 230 |
$0.19 / 22 |
20 / 1,731 |
109.116989% |
-0.189249 |
-0.017006 |
0.073215 |
0.006150 |
-0.001599 |
|
117 |
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 |
|
312 |
Legs |
10/20(25) |
PUT |
6.50 / 6.00 |
$11 / $39 / 0.28 |
76.58% / $0.06 / 0.15% / 1.76% |
77.66% / $6.39 |
$0.11 / $0.30 / $0.19 / 22 |
|
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 |
6.50 |
23.42% |
$0.30 / 137 |
$0.32 / 261 |
122 / 298 |
109.539623% |
-0.240038 |
-0.019494 |
0.084086 |
0.007063 |
-0.002070 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
6.00 |
18.84% |
$0.18 / 230 |
$0.19 / 22 |
20 / 1,731 |
109.116989% |
-0.189249 |
-0.017006 |
0.073215 |
0.006150 |
-0.001599 |
|
404 |
Legs |
10/27(32) |
PUT |
7.50 / 5.00 |
$65 / $185 / 0.35 |
64.79% / $1.70 / 0.92% / 9.30% |
72.02% / $6.85 |
$0.65 / $0.74 / $0.09 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
7.50 |
35.21% |
$0.74 / 36 |
$0.77 / 68 |
0 / 88 |
106.345550% |
-0.342653 |
-0.020521 |
0.089208 |
0.009302 |
-0.003993 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
5.00 |
13.70% |
$0.07 / 22 |
$0.09 / 32 |
0 / 99 |
110.155546% |
-0.115353 |
-0.010977 |
0.047220 |
0.004924 |
-0.001207 |
|
448 |
Legs |
10/27(32) |
PUT |
7.50 / 5.50 |
$58 / $142 / 0.41 |
64.79% / $1.91 / 1.35% / 13.85% |
71.30% / $6.92 |
$0.58 / $0.74 / $0.16 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
7.50 |
35.21% |
$0.74 / 36 |
$0.77 / 68 |
0 / 88 |
106.345550% |
-0.342653 |
-0.020521 |
0.089208 |
0.009302 |
-0.003993 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
5.50 |
16.73% |
$0.12 / 35 |
$0.16 / 662 |
2 / 6 |
107.936400% |
-0.155754 |
-0.013467 |
0.058029 |
0.006051 |
-0.001664 |
|
458 |
Legs |
10/27(32) |
PUT |
7.50 / 7.00 |
$20 / $30 / 0.67 |
64.79% / $2.80 / 9.34% / 137.53% |
67.14% / $7.30 |
$0.20 / $0.74 / $0.54 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
7.50 |
35.21% |
$0.74 / 36 |
$0.77 / 68 |
0 / 88 |
106.345550% |
-0.342653 |
-0.020521 |
0.089208 |
0.009302 |
-0.003993 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
7.00 |
29.54% |
$0.51 / 23 |
$0.54 / 23 |
22 / 487 |
104.618306% |
-0.294522 |
-0.019302 |
0.083693 |
0.008727 |
-0.003357 |
|
|
72 |
|
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 |
44 / 17.90% / 83 |
5 |
Legs |
Vertical |
Bullish |
$378.31 (+1.72%) / 102K |
|
Earnings: 10/19 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
133 |
Legs |
11/17(53) |
PUT |
360.00 / 330.00 |
$730 / $2,270 / 0.32 |
70.97% / $120.18 / 5.29% / 37.27% |
76.46% / $352.70 |
$7.30 / $13.20 / $5.90 / 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 |
330.00 |
10.98% |
$5.70 / 5 |
$5.90 / 5 |
0 / 7 |
40.931737% |
-0.158116 |
-0.115663 |
0.004131 |
0.360669 |
-0.101479 |
|
274 |
Legs |
11/17(53) |
PUT |
360.00 / 320.00 |
$880 / $3,120 / 0.28 |
70.97% / $215.19 / 6.90% / 50.61% |
77.51% / $351.20 |
$8.80 / $13.20 / $4.40 / 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 |
320.00 |
7.46% |
$2.20 / 22 |
$4.40 / 5 |
0 / 1 |
38.603293% |
-0.114822 |
-0.093546 |
0.003318 |
0.289648 |
-0.073249 |
|
402 |
Legs |
11/17(53) |
PUT |
360.00 / 310.00 |
$990 / $4,010 / 0.25 |
70.97% / $329.98 / 8.23% / 62.51% |
78.25% / $350.10 |
$9.90 / $13.20 / $3.30 / 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 |
310.00 |
4.93% |
$3.00 / 7 |
$3.30 / 5 |
0 / 2 |
43.048017% |
-0.079768 |
-0.072004 |
0.002538 |
0.221602 |
-0.050605 |
|
699 |
Legs |
11/17(53) |
PUT |
370.00 / 320.00 |
$1,260 / $3,740 / 0.34 |
62.40% / $257.49 / 6.88% / 50.50% |
73.00% / $357.40 |
$12.60 / $17.00 / $4.40 / 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 |
370.00 |
37.60% |
$17.00 / 5 |
$17.40 / 5 |
0 / 5 |
38.001197% |
-0.396589 |
-0.176653 |
0.006596 |
0.575838 |
-0.262279 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
320.00 |
7.46% |
$2.20 / 22 |
$4.40 / 5 |
0 / 1 |
38.603293% |
-0.114822 |
-0.093546 |
0.003318 |
0.289648 |
-0.073249 |
|
846 |
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 |
|
|
76 |
|
11/17(53) |
PUT |
11.00 / 10.00 |
$27 / $73 / 0.37 |
70.07% / $0.79 / 1.08% / 6.82% |
73.35% / $10.73 |
$0.27 / $0.74 / $0.47 / 114 |
16 / 5.66% / 32 |
5 |
Legs |
Vertical |
Bullish |
$12.01 (-1.88%) / 379K |
|
Earnings: 11/09 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
11.00 |
29.93% |
$0.74 / 136 |
$0.78 / 98 |
64 / 6 |
68.974902% |
-0.319713 |
-0.010770 |
0.098665 |
0.016980 |
-0.007397 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
19.03% |
$0.44 / 32 |
$0.47 / 114 |
0 / 1 |
71.879691% |
-0.216314 |
-0.008930 |
0.080932 |
0.013928 |
-0.004876 |
|
263 |
Legs |
11/17(53) |
PUT |
11.00 / 9.00 |
$46 / $154 / 0.30 |
70.07% / $4.37 / 2.84% / 18.76% |
75.51% / $10.54 |
$0.46 / $0.74 / $0.28 / 136 |
|
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 |
11.00 |
29.93% |
$0.74 / 136 |
$0.78 / 98 |
64 / 6 |
68.974902% |
-0.319713 |
-0.010770 |
0.098665 |
0.016980 |
-0.007397 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
11.45% |
$0.25 / 84 |
$0.28 / 177 |
0 / 1 |
76.520992% |
-0.128346 |
-0.006438 |
0.057872 |
0.009960 |
-0.002826 |
|
717 |
Legs |
11/17(53) |
PUT |
11.00 / 6.00 |
$66 / $434 / 0.15 |
70.07% / $29.28 / 6.75% / 49.31% |
77.65% / $10.34 |
$0.66 / $0.74 / $0.08 / 136 |
|
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 |
11.00 |
29.93% |
$0.74 / 136 |
$0.78 / 98 |
64 / 6 |
68.974902% |
-0.319713 |
-0.010770 |
0.098665 |
0.016980 |
-0.007397 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
1.94% |
$0.02 / 890 |
$0.08 / 1,074 |
0 / 1 |
100.312485% |
-0.006580 |
-0.000575 |
0.005092 |
0.000876 |
-0.000137 |
|
812 |
Legs |
11/17(53) |
PUT |
10.00 / 9.00 |
$16 / $84 / 0.19 |
80.97% / $0.49 / 0.58% / 3.64% |
82.39% / $9.84 |
$0.16 / $0.44 / $0.28 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
19.03% |
$0.44 / 32 |
$0.47 / 114 |
0 / 1 |
71.879691% |
-0.216314 |
-0.008930 |
0.080932 |
0.013928 |
-0.004876 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
11.45% |
$0.25 / 84 |
$0.28 / 177 |
0 / 1 |
76.520992% |
-0.128346 |
-0.006438 |
0.057872 |
0.009960 |
-0.002826 |
|
880 |
Legs |
10/20(25) |
PUT |
11.00 / 8.00 |
$23 / $277 / 0.08 |
74.01% / $5.68 / 2.05% / 27.60% |
77.65% / $10.77 |
$0.23 / $0.29 / $0.06 / 62 |
|
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 |
11.00 |
25.99% |
$0.29 / 62 |
$0.31 / 105 |
0 / 85 |
55.353064% |
-0.295710 |
-0.014879 |
0.133659 |
0.011703 |
-0.003255 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
8.00 |
2.13% |
$0.01 / 846 |
$0.06 / 1,197 |
0 / 205 |
82.722238% |
-0.021798 |
-0.002285 |
0.020152 |
0.001764 |
-0.000226 |
|
900 |
Legs |
10/20(25) |
PUT |
11.00 / 6.00 |
$25 / $475 / 0.05 |
74.01% / $16.12 / 3.39% / 49.27% |
77.95% / $10.75 |
$0.25 / $0.29 / $0.04 / 62 |
|
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 |
11.00 |
25.99% |
$0.29 / 62 |
$0.31 / 105 |
0 / 85 |
55.353064% |
-0.295710 |
-0.014879 |
0.133659 |
0.011703 |
-0.003255 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
6.00 |
0.25% |
0 / 0 |
$0.04 / 271 |
0 / 1 |
134.403210% |
-0.000395 |
-0.000063 |
0.000553 |
0.000048 |
-0.000004 |
|
|
83 |
|
11/17(53) |
PUT |
17.00 / 16.00 |
$25 / $75 / 0.33 |
73.08% / $0.75 / 1.01% / 6.34% |
75.25% / $16.75 |
$0.25 / $0.80 / $0.55 / 30 |
44 / 13.82% / 51 |
5 |
Legs |
Vertical |
Bullish |
$18.65 (+0.54%) / 6.47M |
|
Earnings: 11/09 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
17.00 |
26.92% |
$0.80 / 30 |
$0.85 / 1,263 |
8 / 54 |
56.610762% |
-0.298609 |
-0.013928 |
0.071556 |
0.025663 |
-0.010381 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
16.00 |
18.97% |
$0.50 / 754 |
$0.55 / 996 |
2 / 37 |
57.113881% |
-0.222903 |
-0.012079 |
0.061525 |
0.022065 |
-0.007625 |
|
314 |
Legs |
11/17(53) |
PUT |
17.00 / 15.00 |
$45 / $155 / 0.29 |
73.08% / $3.79 / 2.44% / 15.98% |
76.90% / $16.55 |
$0.45 / $0.80 / $0.35 / 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 |
17.00 |
26.92% |
$0.80 / 30 |
$0.85 / 1,263 |
8 / 54 |
56.610762% |
-0.298609 |
-0.013928 |
0.071556 |
0.025663 |
-0.010381 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
12.91% |
$0.30 / 507 |
$0.35 / 614 |
0 / 6 |
58.543618% |
-0.155876 |
-0.009753 |
0.049327 |
0.017691 |
-0.005254 |
|
629 |
Legs |
11/17(53) |
PUT |
17.00 / 14.00 |
$55 / $245 / 0.22 |
73.08% / $6.06 / 2.47% / 16.18% |
77.69% / $16.45 |
$0.55 / $0.80 / $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 |
17.00 |
26.92% |
$0.80 / 30 |
$0.85 / 1,263 |
8 / 54 |
56.610762% |
-0.298609 |
-0.013928 |
0.071556 |
0.025663 |
-0.010381 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
14.00 |
8.52% |
$0.15 / 982 |
$0.25 / 3,474 |
0 / 1 |
60.972529% |
-0.100647 |
-0.007232 |
0.036365 |
0.013042 |
-0.003346 |
|
705 |
Legs |
11/17(53) |
PUT |
18.00 / 15.00 |
$80 / $220 / 0.36 |
63.24% / $3.59 / 1.63% / 10.45% |
71.26% / $17.20 |
$0.80 / $1.15 / $0.35 / 583 |
|
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 |
36.76% |
$1.15 / 583 |
$1.20 / 359 |
0 / 306 |
54.556953% |
-0.379131 |
-0.015112 |
0.078471 |
0.028143 |
-0.013413 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
12.91% |
$0.30 / 507 |
$0.35 / 614 |
0 / 6 |
58.543618% |
-0.155876 |
-0.009753 |
0.049327 |
0.017691 |
-0.005254 |
|
798 |
Legs |
11/17(53) |
PUT |
18.00 / 14.00 |
$90 / $310 / 0.29 |
63.24% / $9.27 / 2.99% / 19.83% |
72.18% / $17.10 |
$0.90 / $1.15 / $0.25 / 583 |
|
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 |
36.76% |
$1.15 / 583 |
$1.20 / 359 |
0 / 306 |
54.556953% |
-0.379131 |
-0.015112 |
0.078471 |
0.028143 |
-0.013413 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
14.00 |
8.52% |
$0.15 / 982 |
$0.25 / 3,474 |
0 / 1 |
60.972529% |
-0.100647 |
-0.007232 |
0.036365 |
0.013042 |
-0.003346 |
|
894 |
Legs |
12/15(81) |
PUT |
17.00 / 14.00 |
$65 / $235 / 0.28 |
71.09% / $3.11 / 1.32% / 5.57% |
75.72% / $16.35 |
$0.65 / $1.00 / $0.35 / 728 |
|
Underlying |
Leg |
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 |
28.91% |
$1.00 / 809 |
$1.10 / 2,312 |
1 / 2,486 |
54.499823% |
-0.309998 |
-0.011388 |
0.059582 |
0.031865 |
-0.016795 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
14.00 |
12.01% |
$0.30 / 220 |
$0.35 / 728 |
0 / 20 |
58.378508% |
-0.133587 |
-0.007138 |
0.036404 |
0.019470 |
-0.006897 |
|
|
84 |
|
10/27(32) |
PUT |
150.00 / 135.00 |
$360 / $1,140 / 0.32 |
68.02% / $22.87 / 2.01% / 21.23% |
73.90% / $146.40 |
$3.60 / $6.00 / $2.40 / 28 |
67 / 33.16% / 79 |
5 |
Legs |
Vertical |
Bullish |
$156.35 (+1.49%) / 1.21M |
|
Earnings: 10/24 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
150.00 |
31.98% |
$6.00 / 58 |
$6.30 / 63 |
3 / 43 |
50.860041% |
-0.350152 |
-0.138196 |
0.013055 |
0.183212 |
-0.061696 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
135.00 |
12.28% |
$2.25 / 35 |
$2.40 / 28 |
0 / 23 |
54.332706% |
-0.166119 |
-0.094656 |
0.008786 |
0.123303 |
-0.028490 |
|
222 |
Legs |
10/27(32) |
PUT |
150.00 / 130.00 |
$430 / $1,570 / 0.27 |
68.02% / $62.63 / 3.99% / 46.10% |
74.96% / $145.70 |
$4.30 / $6.00 / $1.70 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
150.00 |
31.98% |
$6.00 / 58 |
$6.30 / 63 |
3 / 43 |
50.860041% |
-0.350152 |
-0.138196 |
0.013055 |
0.183212 |
-0.061696 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
130.00 |
8.39% |
$1.60 / 50 |
$1.70 / 29 |
0 / 33 |
56.097101% |
-0.119188 |
-0.075895 |
0.007016 |
0.098459 |
-0.020287 |
|
269 |
Legs |
10/27(32) |
PUT |
145.00 / 135.00 |
$200 / $800 / 0.25 |
75.99% / $14.02 / 1.75% / 18.34% |
78.79% / $143.00 |
$2.00 / $4.40 / $2.40 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
145.00 |
24.01% |
$4.40 / 81 |
$4.60 / 6 |
1 / 66 |
51.644775% |
-0.283306 |
-0.127166 |
0.011930 |
0.167424 |
-0.049434 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
135.00 |
12.28% |
$2.25 / 35 |
$2.40 / 28 |
0 / 23 |
54.332706% |
-0.166119 |
-0.094656 |
0.008786 |
0.123303 |
-0.028490 |
|
353 |
Legs |
10/27(32) |
PUT |
150.00 / 125.00 |
$475 / $2,025 / 0.24 |
68.02% / $112.15 / 5.54% / 68.62% |
75.62% / $145.25 |
$4.75 / $6.00 / $1.25 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
150.00 |
31.98% |
$6.00 / 58 |
$6.30 / 63 |
3 / 43 |
50.860041% |
-0.350152 |
-0.138196 |
0.013055 |
0.183212 |
-0.061696 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
125.00 |
5.58% |
$1.10 / 41 |
$1.25 / 69 |
0 / 17 |
58.227288% |
-0.081250 |
-0.057544 |
0.005301 |
0.074390 |
-0.013733 |
|
400 |
Legs |
11/17(53) |
PUT |
145.00 / 130.00 |
$320 / $1,180 / 0.27 |
72.77% / $13.38 / 1.13% / 7.17% |
76.53% / $141.80 |
$3.20 / $5.80 / $2.60 / 80 |
|
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 |
27.23% |
$5.80 / 80 |
$6.00 / 234 |
12 / 36 |
48.495039% |
-0.305468 |
-0.102797 |
0.009817 |
0.218128 |
-0.087454 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
12.73% |
$2.45 / 52 |
$2.60 / 227 |
2 / 28 |
51.861073% |
-0.161003 |
-0.072935 |
0.006842 |
0.152033 |
-0.044861 |
|
441 |
Legs |
10/27(32) |
PUT |
145.00 / 130.00 |
$270 / $1,230 / 0.22 |
75.99% / $41.24 / 3.35% / 37.66% |
79.71% / $142.30 |
$2.70 / $4.40 / $1.70 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
145.00 |
24.01% |
$4.40 / 81 |
$4.60 / 6 |
1 / 66 |
51.644775% |
-0.283306 |
-0.127166 |
0.011930 |
0.167424 |
-0.049434 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
130.00 |
8.39% |
$1.60 / 50 |
$1.70 / 29 |
0 / 33 |
56.097101% |
-0.119188 |
-0.075895 |
0.007016 |
0.098459 |
-0.020287 |
|
|
90 |
|
10/20(25) |
PUT |
17.50 / 15.00 |
$85 / $165 / 0.52 |
70.75% / $14.62 / 8.86% / 176.93% |
72.65% / $16.65 |
$0.85 / $3.80 / $2.95 / 33 |
83 / 77.87% / 83 |
5 |
Legs |
Vertical |
Bullish |
$20.39 (-4.05%) / 2.16M |
|
Earnings: 11/03 |
|
Bearish / 2 days 11 hours |
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 |
17.50 |
29.25% |
$3.80 / 33 |
$4.30 / 31 |
489 / 7,726 |
264.222203% |
-0.261688 |
-0.102897 |
0.017524 |
0.018952 |
-0.008352 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
15.00 |
24.02% |
$2.75 / 5 |
$2.95 / 55 |
4,472 / 12,086 |
269.430208% |
-0.209075 |
-0.091044 |
0.015478 |
0.016740 |
-0.006360 |
|
95 |
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 |
|
142 |
Legs |
10/20(25) |
PUT |
15.00 / 12.50 |
$75 / $175 / 0.43 |
75.98% / $17.61 / 10.06% / 215.99% |
77.35% / $14.25 |
$0.75 / $2.75 / $2.00 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
24.02% |
$2.75 / 5 |
$2.95 / 55 |
4,472 / 12,086 |
269.430208% |
-0.209075 |
-0.091044 |
0.015478 |
0.016740 |
-0.006360 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
12.50 |
19.75% |
$1.75 / 5 |
$2.00 / 5 |
3,088 / 2,415 |
277.451240% |
-0.155660 |
-0.075807 |
0.012867 |
0.013916 |
-0.004501 |
|
182 |
Legs |
10/20(25) |
PUT |
17.50 / 2.50 |
$375 / $1,125 / 0.33 |
70.75% / $89.44 / 7.95% / 150.44% |
78.23% / $13.75 |
$3.75 / $3.80 / $0.05 / 33 |
|
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 |
17.50 |
29.25% |
$3.80 / 33 |
$4.30 / 31 |
489 / 7,726 |
264.222203% |
-0.261688 |
-0.102897 |
0.017524 |
0.018952 |
-0.008352 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
2.50 |
9.23% |
0 / 0 |
$0.05 / 763 |
0 / 92 |
366.868266% |
-0.002533 |
-0.002505 |
0.000423 |
0.000457 |
-0.000056 |
|
189 |
Legs |
11/17(53) |
PUT |
15.00 / 10.00 |
$130 / $370 / 0.35 |
76.54% / $21.33 / 5.76% / 41.07% |
78.18% / $13.70 |
$1.30 / $4.20 / $2.90 / 166 |
|
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 |
15.00 |
23.46% |
$4.20 / 166 |
$5.50 / 144 |
0 / 82 |
279.560399% |
-0.186785 |
-0.060131 |
0.010313 |
0.021923 |
-0.014990 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
17.85% |
$0.80 / 324 |
$2.90 / 179 |
2 / 215 |
256.492455% |
-0.112844 |
-0.043094 |
0.007355 |
0.015635 |
-0.008054 |
|
199 |
Legs |
11/17(53) |
PUT |
17.50 / 10.00 |
$210 / $540 / 0.39 |
72.92% / $29.25 / 5.42% / 38.25% |
76.00% / $15.40 |
$2.10 / $5.00 / $2.90 / 179 |
|
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 |
10.00 |
17.85% |
$0.80 / 324 |
$2.90 / 179 |
2 / 215 |
256.492455% |
-0.112844 |
-0.043094 |
0.007355 |
0.015635 |
-0.008054 |
|
|
93 |
|
11/17(53) |
PUT |
35.00 / 32.50 |
$70 / $180 / 0.39 |
71.52% / $7.63 / 4.24% / 29.04% |
74.82% / $34.30 |
$0.70 / $2.25 / $1.55 / 528 |
25 / 9.19% / 71 |
5 |
Legs |
Vertical |
Bullish |
$37.76 (-1.77%) / 2.1M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
35.00 |
28.48% |
$2.25 / 679 |
$2.35 / 375 |
1 / 647 |
64.836672% |
-0.314321 |
-0.026836 |
0.038647 |
0.053212 |
-0.021955 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
32.50 |
17.90% |
$1.45 / 353 |
$1.55 / 528 |
3 / 252 |
66.803330% |
-0.214819 |
-0.022350 |
0.031802 |
0.043787 |
-0.014711 |
|
116 |
Legs |
11/17(53) |
PUT |
35.00 / 30.00 |
$130 / $370 / 0.35 |
71.52% / $29.65 / 8.01% / 60.52% |
77.44% / $33.70 |
$1.30 / $2.25 / $0.95 / 104 |
|
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 |
35.00 |
28.48% |
$2.25 / 679 |
$2.35 / 375 |
1 / 647 |
64.836672% |
-0.314321 |
-0.026836 |
0.038647 |
0.053212 |
-0.021955 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
10.56% |
$0.85 / 612 |
$0.95 / 104 |
2 / 2,698 |
68.279483% |
-0.131251 |
-0.016449 |
0.023189 |
0.031928 |
-0.008831 |
|
293 |
Legs |
11/17(53) |
PUT |
35.00 / 27.50 |
$165 / $585 / 0.28 |
71.52% / $54.44 / 9.31% / 72.70% |
78.88% / $33.35 |
$1.65 / $2.25 / $0.60 / 528 |
|
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 |
35.00 |
28.48% |
$2.25 / 679 |
$2.35 / 375 |
1 / 647 |
64.836672% |
-0.314321 |
-0.026836 |
0.038647 |
0.053212 |
-0.021955 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
27.50 |
5.90% |
$0.45 / 980 |
$0.60 / 528 |
0 / 1,744 |
70.988226% |
-0.069440 |
-0.010382 |
0.014531 |
0.020007 |
-0.004600 |
|
456 |
Legs |
11/17(53) |
PUT |
35.00 / 25.00 |
$190 / $810 / 0.24 |
71.52% / $85.32 / 10.53% / 84.95% |
79.87% / $33.10 |
$1.90 / $2.25 / $0.35 / 328 |
|
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 |
35.00 |
28.48% |
$2.25 / 679 |
$2.35 / 375 |
1 / 647 |
64.836672% |
-0.314321 |
-0.026836 |
0.038647 |
0.053212 |
-0.021955 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
3.14% |
$0.20 / 1,062 |
$0.35 / 328 |
0 / 159 |
73.234020% |
-0.030483 |
-0.005395 |
0.007508 |
0.010337 |
-0.001991 |
|
630 |
Legs |
11/17(53) |
PUT |
32.50 / 30.00 |
$50 / $200 / 0.25 |
82.10% / $13.11 / 6.56% / 47.69% |
83.81% / $32.00 |
$0.50 / $1.45 / $0.95 / 104 |
|
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 |
32.50 |
17.90% |
$1.45 / 353 |
$1.55 / 528 |
3 / 252 |
66.803330% |
-0.214819 |
-0.022350 |
0.031802 |
0.043787 |
-0.014711 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
10.56% |
$0.85 / 612 |
$0.95 / 104 |
2 / 2,698 |
68.279483% |
-0.131251 |
-0.016449 |
0.023189 |
0.031928 |
-0.008831 |
|
806 |
Legs |
10/20(25) |
CALL |
40.00 / 45.00 |
$80 / $420 / 0.19 |
68.06% / $0.50 / 0.12% / 1.44% |
73.70% / $40.80 |
$0.80 / $1.00 / $0.20 / 172 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
40.00 |
31.94% |
$1.00 / 172 |
$1.05 / 31 |
49 / 1,130 |
41.340064% |
0.421146 |
-0.045938 |
0.059711 |
0.041828 |
0.011244 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
45.00 |
7.36% |
$0.15 / 349 |
$0.20 / 484 |
48 / 1,981 |
41.785013% |
0.189111 |
-0.031375 |
0.041309 |
0.028937 |
0.005200 |
|
|
97 |
|
11/17(53) |
PUT |
35.00 / 30.00 |
$130 / $370 / 0.35 |
75.17% / $10.87 / 2.94% / 19.45% |
76.16% / $33.70 |
$1.30 / $6.10 / $4.80 / 10 |
99 / 94.97% / 79 |
5 |
Legs |
Vertical |
Bullish |
$45.92 (-5.24%) / 881K |
|
Earnings: 11/03 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
35.00 |
24.83% |
$6.10 / 10 |
$7.10 / 33 |
426 / 1,328 |
186.546129% |
-0.213683 |
-0.115593 |
0.006296 |
0.053742 |
-0.031357 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
21.23% |
$3.90 / 10 |
$4.80 / 10 |
0 / 174 |
185.732431% |
-0.171204 |
-0.101193 |
0.005497 |
0.046922 |
-0.024011 |
|
112 |
Legs |
10/20(25) |
PUT |
35.00 / 30.00 |
$130 / $370 / 0.35 |
76.06% / $17.53 / 4.74% / 74.30% |
77.43% / $33.70 |
$1.30 / $3.80 / $2.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
35.00 |
23.94% |
$3.80 / 1 |
$4.50 / 10 |
441 / 3,138 |
196.551286% |
-0.221567 |
-0.166999 |
0.009014 |
0.039143 |
-0.013183 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
19.07% |
$2.10 / 10 |
$2.50 / 1 |
20 / 187 |
192.886398% |
-0.162260 |
-0.138184 |
0.007445 |
0.032330 |
-0.009265 |
|
180 |
Legs |
10/20(25) |
PUT |
40.00 / 25.00 |
$420 / $1,080 / 0.39 |
70.07% / $56.08 / 5.19% / 83.58% |
75.18% / $35.80 |
$4.20 / $5.80 / $1.60 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
40.00 |
29.93% |
$5.80 / 10 |
$6.50 / 10 |
0 / 130 |
191.243880% |
-0.281697 |
-0.189251 |
0.010236 |
0.044450 |
-0.017450 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
25.00 |
15.16% |
$1.05 / 10 |
$1.60 / 10 |
10 / 69 |
203.934140% |
-0.106859 |
-0.103808 |
0.005583 |
0.024246 |
-0.005849 |
|
191 |
Legs |
10/20(25) |
PUT |
40.00 / 30.00 |
$330 / $670 / 0.49 |
70.07% / $61.18 / 9.13% / 185.37% |
74.16% / $36.70 |
$3.30 / $5.80 / $2.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
40.00 |
29.93% |
$5.80 / 10 |
$6.50 / 10 |
0 / 130 |
191.243880% |
-0.281697 |
-0.189251 |
0.010236 |
0.044450 |
-0.017450 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
19.07% |
$2.10 / 10 |
$2.50 / 1 |
20 / 187 |
192.886398% |
-0.162260 |
-0.138184 |
0.007445 |
0.032330 |
-0.009265 |
|
218 |
Legs |
11/17(53) |
PUT |
40.00 / 30.00 |
$350 / $650 / 0.54 |
70.91% / $76.99 / 11.85% / 98.84% |
73.97% / $36.50 |
$3.50 / $8.30 / $4.80 / 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) |
PUT |
40.00 |
29.09% |
$8.30 / 20 |
$9.40 / 10 |
2 / 452 |
180.958933% |
-0.255005 |
-0.127132 |
0.006944 |
0.059273 |
-0.039058 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
21.23% |
$3.90 / 10 |
$4.80 / 10 |
0 / 174 |
185.732431% |
-0.171204 |
-0.101193 |
0.005497 |
0.046922 |
-0.024011 |
|
234 |
Legs |
11/17(53) |
PUT |
35.00 / 25.00 |
$300 / $700 / 0.43 |
75.17% / $70.08 / 10.01% / 79.66% |
77.40% / $32.00 |
$3.00 / $6.10 / $3.10 / 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) |
PUT |
35.00 |
24.83% |
$6.10 / 10 |
$7.10 / 33 |
426 / 1,328 |
186.546129% |
-0.213683 |
-0.115593 |
0.006296 |
0.053742 |
-0.031357 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
18.19% |
$2.15 / 10 |
$3.10 / 10 |
2 / 396 |
187.047205% |
-0.128485 |
-0.083743 |
0.004538 |
0.038732 |
-0.017169 |
|
|
101 |
|
11/17(53) |
PUT |
27.00 / 24.00 |
$75 / $225 / 0.33 |
70.22% / $0.57 / 0.25% / 1.55% |
73.91% / $26.25 |
$0.75 / $1.55 / $0.80 / 26 |
37 / 11.66% / 0 |
5 |
Legs |
Vertical |
Bullish |
$29.40 (-0.03%) / 2.37M |
|
Earnings: 11/01 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
27.00 |
29.78% |
$1.55 / 284 |
$1.65 / 1 |
2 / 7 |
62.486746% |
-0.318493 |
-0.026348 |
0.040203 |
0.041649 |
-0.018086 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
24.00 |
16.95% |
$0.70 / 366 |
$0.80 / 26 |
0 / 8 |
64.737656% |
-0.193874 |
-0.020542 |
0.030948 |
0.032061 |
-0.010669 |
|
295 |
Legs |
11/17(53) |
PUT |
27.00 / 23.00 |
$90 / $310 / 0.29 |
70.22% / $0.21 / 0.07% / 0.41% |
74.61% / $26.10 |
$0.90 / $1.55 / $0.65 / 284 |
|
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 |
27.00 |
29.78% |
$1.55 / 284 |
$1.65 / 1 |
2 / 7 |
62.486746% |
-0.318493 |
-0.026348 |
0.040203 |
0.041649 |
-0.018086 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
23.00 |
13.79% |
$0.55 / 195 |
$0.65 / 313 |
5 / 26 |
67.182525% |
-0.157382 |
-0.018058 |
0.027113 |
0.028088 |
-0.008578 |
|
308 |
Legs |
11/17(53) |
PUT |
26.00 / 24.00 |
$45 / $155 / 0.29 |
75.07% / $1.05 / 0.68% / 4.24% |
77.07% / $25.55 |
$0.45 / $1.25 / $0.80 / 26 |
|
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 |
26.00 |
24.93% |
$1.25 / 93 |
$1.35 / 1 |
0 / 8 |
64.103029% |
-0.275102 |
-0.024754 |
0.037593 |
0.038945 |
-0.015453 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
24.00 |
16.95% |
$0.70 / 366 |
$0.80 / 26 |
0 / 8 |
64.737656% |
-0.193874 |
-0.020542 |
0.030948 |
0.032061 |
-0.010669 |
|
549 |
Legs |
11/17(53) |
PUT |
26.00 / 23.00 |
$60 / $240 / 0.25 |
75.07% / $0.05 / 0.02% / 0.13% |
77.71% / $25.40 |
$0.60 / $1.25 / $0.65 / 93 |
|
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 |
26.00 |
24.93% |
$1.25 / 93 |
$1.35 / 1 |
0 / 8 |
64.103029% |
-0.275102 |
-0.024754 |
0.037593 |
0.038945 |
-0.015453 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
23.00 |
13.79% |
$0.55 / 195 |
$0.65 / 313 |
5 / 26 |
67.182525% |
-0.157382 |
-0.018058 |
0.027113 |
0.028088 |
-0.008578 |
|
567 |
Legs |
11/17(53) |
PUT |
27.00 / 20.00 |
$130 / $570 / 0.23 |
70.22% / $20.41 / 3.58% / 24.11% |
76.42% / $25.70 |
$1.30 / $1.55 / $0.25 / 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 |
27.00 |
29.78% |
$1.55 / 284 |
$1.65 / 1 |
2 / 7 |
62.486746% |
-0.318493 |
-0.026348 |
0.040203 |
0.041649 |
-0.018086 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
7.08% |
$0.20 / 105 |
$0.25 / 79 |
0 / 1 |
70.134923% |
-0.070757 |
-0.010243 |
0.015250 |
0.015799 |
-0.003755 |
|
829 |
Legs |
10/20(25) |
PUT |
28.00 / 22.50 |
$80 / $470 / 0.17 |
66.92% / $0.33 / 0.07% / 0.85% |
72.84% / $27.20 |
$0.80 / $0.95 / $0.15 / 128 |
|
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 |
28.00 |
33.08% |
$0.95 / 364 |
$1.05 / 393 |
42 / 152 |
52.779873% |
-0.354872 |
-0.039118 |
0.058786 |
0.030984 |
-0.009694 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
22.50 |
6.30% |
0 / 0 |
$0.15 / 128 |
0 / 90 |
66.584576% |
-0.081953 |
-0.016195 |
0.023909 |
0.012602 |
-0.002128 |
|
|
102 |
|
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 |
37 / 20.13% / 99 |
5 |
Legs |
Vertical |
Bullish |
$131.80 (-0.72%) / 4.28M |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
317 |
Legs |
11/17(53) |
PUT |
125.00 / 110.00 |
$325 / $1,175 / 0.28 |
69.95% / $22.06 / 1.88% / 12.10% |
75.24% / $121.75 |
$3.25 / $4.90 / $1.65 / 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 |
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 |
110.00 |
10.96% |
$1.60 / 61 |
$1.65 / 5 |
1,019 / 984 |
46.748088% |
-0.145142 |
-0.051839 |
0.008369 |
0.119741 |
-0.033602 |
|
496 |
Legs |
11/17(53) |
PUT |
120.00 / 115.00 |
$102 / $398 / 0.26 |
77.82% / $3.15 / 0.79% / 4.97% |
79.24% / $118.98 |
$1.02 / $3.45 / $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 |
120.00 |
22.18% |
$3.45 / 307 |
$3.55 / 194 |
201 / 2,154 |
44.075888% |
-0.263258 |
-0.073072 |
0.011978 |
0.171387 |
-0.062194 |
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 |
|
519 |
Legs |
11/17(53) |
PUT |
125.00 / 105.00 |
$379 / $1,621 / 0.23 |
69.95% / $56.39 / 3.48% / 23.36% |
76.06% / $121.21 |
$3.79 / $4.90 / $1.11 / 42 |
|
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 |
105.00 |
7.37% |
$1.07 / 146 |
$1.11 / 42 |
4 / 939 |
48.520465% |
-0.099523 |
-0.039984 |
0.006417 |
0.091817 |
-0.022836 |
|
617 |
Legs |
11/17(53) |
PUT |
125.00 / 100.00 |
$416 / $2,084 / 0.20 |
69.95% / $103.35 / 4.96% / 34.61% |
76.61% / $120.84 |
$4.16 / $4.90 / $0.74 / 141 |
|
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 |
100.00 |
4.82% |
$0.71 / 131 |
$0.74 / 141 |
4 / 1,001 |
50.514375% |
-0.063990 |
-0.028782 |
0.004596 |
0.065763 |
-0.014563 |
|
662 |
Legs |
10/27(32) |
PUT |
126.00 / 105.00 |
$236 / $1,864 / 0.13 |
70.53% / $33.28 / 1.79% / 18.71% |
75.40% / $123.64 |
$2.36 / $2.76 / $0.40 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
126.00 |
29.47% |
$2.76 / 26 |
$2.92 / 45 |
3 / 17 |
36.153172% |
-0.332135 |
-0.103066 |
0.016764 |
0.151491 |
-0.048645 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
105.00 |
3.82% |
$0.21 / 207 |
$0.40 / 422 |
0 / 4 |
45.070162% |
-0.060285 |
-0.034893 |
0.005520 |
0.049887 |
-0.008491 |
|
|
104 |
|
11/17(53) |
PUT |
14.00 / 13.00 |
$25 / $75 / 0.33 |
74.56% / $1.25 / 1.67% / 10.70% |
76.02% / $13.75 |
$0.25 / $0.72 / $0.47 / 7 |
41 / 24.50% / 97 |
5 |
Legs |
Vertical |
Bullish |
$16.52 (+3.96%) / 13.55M |
|
Earnings: 11/29 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
14.00 |
25.44% |
$0.72 / 7 |
$0.73 / 13 |
48 / 395 |
72.118671% |
-0.267211 |
-0.018526 |
0.049315 |
0.021408 |
-0.008995 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
13.00 |
19.98% |
$0.45 / 273 |
$0.47 / 274 |
0 / 27 |
72.930314% |
-0.210622 |
-0.016336 |
0.043284 |
0.018790 |
-0.006951 |
|
204 |
Legs |
11/17(53) |
PUT |
15.00 / 14.00 |
$33 / $67 / 0.49 |
68.05% / $2.53 / 3.77% / 25.54% |
70.32% / $14.67 |
$0.33 / $1.06 / $0.73 / 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 |
15.00 |
31.95% |
$1.06 / 102 |
$1.08 / 28 |
11 / 241 |
71.169230% |
-0.326029 |
-0.020190 |
0.054031 |
0.023456 |
-0.011203 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
14.00 |
25.44% |
$0.72 / 7 |
$0.73 / 13 |
48 / 395 |
72.118671% |
-0.267211 |
-0.018526 |
0.049315 |
0.021408 |
-0.008995 |
|
235 |
Legs |
11/17(53) |
PUT |
15.00 / 12.00 |
$77 / $223 / 0.35 |
68.05% / $1.71 / 0.77% / 4.80% |
73.16% / $14.23 |
$0.77 / $1.06 / $0.29 / 102 |
|
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 |
15.00 |
31.95% |
$1.06 / 102 |
$1.08 / 28 |
11 / 241 |
71.169230% |
-0.326029 |
-0.020190 |
0.054031 |
0.023456 |
-0.011203 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.00 |
15.50% |
$0.28 / 240 |
$0.29 / 123 |
0 / 90 |
74.976125% |
-0.158193 |
-0.013721 |
0.036208 |
0.015719 |
-0.005122 |
|
245 |
Legs |
11/17(53) |
PUT |
15.00 / 13.00 |
$59 / $141 / 0.42 |
68.05% / $2.77 / 1.96% / 12.69% |
72.02% / $14.41 |
$0.59 / $1.06 / $0.47 / 102 |
|
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 |
15.00 |
31.95% |
$1.06 / 102 |
$1.08 / 28 |
11 / 241 |
71.169230% |
-0.326029 |
-0.020190 |
0.054031 |
0.023456 |
-0.011203 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
13.00 |
19.98% |
$0.45 / 273 |
$0.47 / 274 |
0 / 27 |
72.930314% |
-0.210622 |
-0.016336 |
0.043284 |
0.018790 |
-0.006951 |
|
425 |
Legs |
10/20(25) |
PUT |
15.50 / 15.00 |
$18 / $32 / 0.56 |
65.67% / $1.28 / 4.01% / 60.27% |
67.53% / $15.32 |
$0.18 / $0.77 / $0.59 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.50 |
34.33% |
$0.77 / 1 |
$0.78 / 153 |
560 / 1,907 |
68.240343% |
-0.356774 |
-0.029688 |
0.078391 |
0.017314 |
-0.005753 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
15.00 |
29.32% |
$0.58 / 743 |
$0.59 / 16 |
8,285 / 13,414 |
67.961229% |
-0.315397 |
-0.028364 |
0.074708 |
0.016501 |
-0.005035 |
|
449 |
Legs |
10/20(25) |
PUT |
15.50 / 14.50 |
$33 / $67 / 0.49 |
65.67% / $1.05 / 1.57% / 20.62% |
69.03% / $15.17 |
$0.33 / $0.77 / $0.44 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.50 |
34.33% |
$0.77 / 1 |
$0.78 / 153 |
560 / 1,907 |
68.240343% |
-0.356774 |
-0.029688 |
0.078391 |
0.017314 |
-0.005753 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
14.50 |
24.80% |
$0.43 / 562 |
$0.44 / 13 |
318 / 2,370 |
68.225508% |
-0.274929 |
-0.026684 |
0.070126 |
0.015489 |
-0.004346 |
|
|
107 |
|
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 |
25 / 14.25% / 29 |
5 |
Legs |
Vertical |
Bullish |
$59.28 (+1.80%) / 2.86M |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
436 |
Legs |
11/17(53) |
PUT |
55.00 / 45.00 |
$207 / $793 / 0.26 |
71.86% / $48.05 / 6.06% / 43.51% |
77.96% / $52.93 |
$2.07 / $2.69 / $0.62 / 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 |
45.00 |
7.29% |
$0.59 / 130 |
$0.62 / 199 |
57 / 251 |
58.706555% |
-0.090165 |
-0.019327 |
0.011552 |
0.038312 |
-0.009411 |
|
646 |
Legs |
11/17(53) |
PUT |
55.00 / 40.00 |
$240 / $1,260 / 0.19 |
71.86% / $93.48 / 7.42% / 55.19% |
78.84% / $52.60 |
$2.40 / $2.69 / $0.29 / 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 |
40.00 |
3.22% |
$0.23 / 557 |
$0.29 / 1,426 |
3 / 15 |
63.157469% |
-0.032986 |
-0.008817 |
0.005228 |
0.017339 |
-0.003382 |
|
743 |
Legs |
11/17(53) |
PUT |
55.00 / 35.00 |
$256 / $1,744 / 0.15 |
71.86% / $136.84 / 7.85% / 59.01% |
79.25% / $52.44 |
$2.56 / $2.69 / $0.13 / 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 |
35.00 |
1.32% |
$0.08 / 1,232 |
$0.13 / 512 |
2 / 3 |
68.567118% |
-0.008104 |
-0.002672 |
0.001575 |
0.005224 |
-0.000818 |
|
775 |
Legs |
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 |
|
Underlying |
Leg |
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 |
|
833 |
Legs |
11/17(53) |
PUT |
55.00 / 30.00 |
$219 / $2,281 / 0.10 |
71.86% / $133.43 / 5.85% / 41.77% |
78.28% / $52.81 |
$2.19 / $2.69 / $0.50 / 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 |
30.00 |
0.51% |
$0.01 / 420 |
$0.50 / 1,473 |
0 / 3 |
99.670981% |
-0.001118 |
-0.000451 |
0.000265 |
0.000878 |
-0.000111 |
|
|
111 |
|
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 |
90 / 81.68% / 72 |
5 |
Legs |
Vertical |
Bullish |
$24.49 (-4.52%) / 7.58M |
|
Earnings: 12/06 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
521 |
Legs |
10/27(32) |
PUT |
24.00 / 22.00 |
$75 / $125 / 0.60 |
63.33% / $3.26 / 2.61% / 28.36% |
65.26% / $23.25 |
$0.75 / $1.65 / $0.90 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
24.00 |
36.67% |
$1.65 / 26 |
$1.68 / 14 |
8 / 852 |
68.335004% |
-0.328017 |
-0.098006 |
0.018143 |
0.028058 |
-0.015094 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
22.00 |
31.72% |
$0.87 / 31 |
$0.90 / 12 |
65 / 157 |
68.759327% |
-0.289976 |
-0.093028 |
0.017189 |
0.026584 |
-0.012948 |
|
526 |
Legs |
10/27(32) |
PUT |
24.00 / 23.00 |
$40 / $60 / 0.67 |
63.33% / $3.64 / 6.06% / 76.87% |
64.37% / $23.60 |
$0.40 / $1.65 / $1.25 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
24.00 |
36.67% |
$1.65 / 26 |
$1.68 / 14 |
8 / 852 |
68.335004% |
-0.328017 |
-0.098006 |
0.018143 |
0.028058 |
-0.015094 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
23.00 |
34.11% |
$1.22 / 21 |
$1.25 / 21 |
38 / 101 |
68.479747% |
-0.309154 |
-0.095681 |
0.017696 |
0.027367 |
-0.014014 |
|
527 |
Legs |
10/20(25) |
PUT |
23.50 / 23.00 |
$18 / $32 / 0.56 |
63.88% / $0.05 / 0.15% / 1.80% |
64.40% / $23.32 |
$0.18 / $1.20 / $1.02 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
23.50 |
36.12% |
$1.20 / 80 |
$1.22 / 80 |
23 / 16 |
66.916607% |
-0.331075 |
-0.109949 |
0.020290 |
0.025277 |
-0.011394 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
23.00 |
34.71% |
$1.01 / 30 |
$1.02 / 12 |
69 / 45 |
67.021755% |
-0.320355 |
-0.108528 |
0.020019 |
0.024940 |
-0.010943 |
|
694 |
Legs |
10/20(25) |
PUT |
24.00 / 23.50 |
$19 / $31 / 0.61 |
62.43% / $0.31 / 0.99% / 12.59% |
62.99% / $23.81 |
$0.19 / $1.41 / $1.22 / 76 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
24.00 |
37.57% |
$1.41 / 76 |
$1.43 / 12 |
45 / 144 |
66.562707% |
-0.341704 |
-0.111261 |
0.020541 |
0.025590 |
-0.011848 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
23.50 |
36.12% |
$1.20 / 80 |
$1.22 / 80 |
23 / 16 |
66.916607% |
-0.331075 |
-0.109949 |
0.020290 |
0.025277 |
-0.011394 |
|
716 |
Legs |
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 |
|
Underlying |
Leg |
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 |
|
|
114 |
|
11/17(53) |
PUT |
13.00 / 12.00 |
$31 / $69 / 0.45 |
70.11% / $3.63 / 5.26% / 36.97% |
73.15% / $12.69 |
$0.31 / $0.82 / $0.51 / 26 |
23 / 13.93% / 97 |
5 |
Legs |
Vertical |
Bullish |
$14.20 (+1.43%) / 47.71M |
|
Earnings: 11/06 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
13.00 |
29.89% |
$0.82 / 26 |
$0.83 / 1,472 |
213 / 27,823 |
65.918108% |
-0.317824 |
-0.013344 |
0.079400 |
0.020094 |
-0.008807 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.00 |
20.87% |
$0.50 / 1,797 |
$0.51 / 622 |
177 / 15,520 |
67.087560% |
-0.233323 |
-0.011553 |
0.068155 |
0.017249 |
-0.006323 |
|
118 |
Legs |
11/17(53) |
PUT |
13.00 / 11.00 |
$52 / $148 / 0.35 |
70.11% / $5.53 / 3.73% / 25.25% |
75.09% / $12.48 |
$0.52 / $0.82 / $0.30 / 26 |
|
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 |
13.00 |
29.89% |
$0.82 / 26 |
$0.83 / 1,472 |
213 / 27,823 |
65.918108% |
-0.317824 |
-0.013344 |
0.079400 |
0.020094 |
-0.008807 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
11.00 |
14.06% |
$0.29 / 2,080 |
$0.30 / 881 |
66 / 9,504 |
69.364692% |
-0.157635 |
-0.009158 |
0.053651 |
0.013578 |
-0.004184 |
|
366 |
Legs |
11/17(53) |
PUT |
13.00 / 10.00 |
$65 / $235 / 0.28 |
70.11% / $9.40 / 4.00% / 27.24% |
76.23% / $12.35 |
$0.65 / $0.82 / $0.17 / 26 |
|
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 |
13.00 |
29.89% |
$0.82 / 26 |
$0.83 / 1,472 |
213 / 27,823 |
65.918108% |
-0.317824 |
-0.013344 |
0.079400 |
0.020094 |
-0.008807 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
9.18% |
$0.16 / 1,083 |
$0.17 / 776 |
26 / 12,979 |
72.553792% |
-0.095630 |
-0.006492 |
0.037819 |
0.009571 |
-0.002490 |
|
566 |
Legs |
11/17(53) |
PUT |
13.00 / 9.00 |
$73 / $327 / 0.22 |
70.11% / $16.37 / 5.01% / 34.97% |
76.92% / $12.27 |
$0.73 / $0.82 / $0.09 / 26 |
|
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 |
13.00 |
29.89% |
$0.82 / 26 |
$0.83 / 1,472 |
213 / 27,823 |
65.918108% |
-0.317824 |
-0.013344 |
0.079400 |
0.020094 |
-0.008807 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
5.84% |
$0.08 / 3,123 |
$0.09 / 2,441 |
12 / 17,699 |
75.894364% |
-0.050357 |
-0.003983 |
0.023095 |
0.005845 |
-0.001289 |
|
595 |
Legs |
11/17(53) |
PUT |
12.00 / 11.00 |
$20 / $80 / 0.25 |
79.13% / $1.84 / 2.30% / 14.99% |
80.67% / $11.80 |
$0.20 / $0.50 / $0.30 / 881 |
|
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 |
12.00 |
20.87% |
$0.50 / 1,797 |
$0.51 / 622 |
177 / 15,520 |
67.087560% |
-0.233323 |
-0.011553 |
0.068155 |
0.017249 |
-0.006323 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
11.00 |
14.06% |
$0.29 / 2,080 |
$0.30 / 881 |
66 / 9,504 |
69.364692% |
-0.157635 |
-0.009158 |
0.053651 |
0.013578 |
-0.004184 |
|
714 |
Legs |
10/27(32) |
PUT |
13.00 / 10.00 |
$36 / $264 / 0.14 |
72.53% / $1.14 / 0.43% / 4.26% |
76.73% / $12.64 |
$0.36 / $0.41 / $0.05 / 108 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
13.00 |
27.47% |
$0.41 / 108 |
$0.42 / 49 |
150 / 576 |
54.936262% |
-0.304079 |
-0.016700 |
0.098010 |
0.015666 |
-0.005061 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
10.00 |
5.36% |
$0.04 / 932 |
$0.05 / 3,058 |
122 / 206 |
67.229740% |
-0.059267 |
-0.005730 |
0.033056 |
0.005284 |
-0.000933 |
|
|
119 |
|
10/27 (32) - 11/03 |
PUT |
3.00 / 2.50 |
$15 / $35 / 0.43 |
66.03% / $0.35 / 0.99% / 10.02% |
69.22% / $2.85 |
$0.15 / $0.40 / $0.25 / 1 |
74 / 30.98% / 90 |
5 |
Legs |
Diagonal |
Bullish |
$3.4101 (-0.29%) / 17.94M |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
3.00 |
33.97% |
$0.40 / 1 |
$0.45 / 1,106 |
23 / 95 |
141.911446% |
-0.319017 |
-0.010658 |
0.162917 |
0.003668 |
-0.001706 |
BATS / ETF |
Long (Buy) |
11/03/2023 (W) |
PUT |
2.50 |
24.83% |
$0.15 / 3,803 |
$0.25 / 3,303 |
10 / 19 |
127.048648% |
-0.229612 |
-0.008297 |
0.126617 |
0.003405 |
-0.001456 |
|
341 |
Legs |
11/17 (53) - 12/15 |
PUT |
3.00 / 2.00 |
$30 / $70 / 0.43 |
67.07% / $3.33 / 4.75% / 33.01% |
71.89% / $2.70 |
$0.30 / $0.50 / $0.20 / 1,422 |
|
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 |
3.00 |
32.93% |
$0.50 / 3,345 |
$0.60 / 1,127 |
83 / 565 |
140.495089% |
-0.297233 |
-0.008147 |
0.125515 |
0.004474 |
-0.002894 |
BATS / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.00 |
20.31% |
$0.15 / 10 |
$0.20 / 1,422 |
44 / 164 |
126.410433% |
-0.158021 |
-0.004656 |
0.071644 |
0.003808 |
-0.002355 |
|
351 |
Legs |
10/27(32) |
PUT |
3.00 / 2.00 |
$30 / $70 / 0.43 |
66.03% / $2.12 / 3.03% / 33.51% |
72.15% / $2.70 |
$0.30 / $0.40 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
3.00 |
33.97% |
$0.40 / 1 |
$0.45 / 1,106 |
23 / 95 |
141.911446% |
-0.319017 |
-0.010658 |
0.162917 |
0.003668 |
-0.001706 |
BATS / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
2.00 |
17.22% |
0 / 0 |
$0.10 / 2,958 |
0 / 4 |
155.473936% |
-0.141130 |
-0.006729 |
0.102086 |
0.002298 |
-0.000673 |
|
450 |
Legs |
10/27(32) |
PUT |
3.00 / 2.50 |
$20 / $30 / 0.67 |
66.03% / $3.90 / 12.99% / 226.53% |
70.22% / $2.80 |
$0.20 / $0.40 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
3.00 |
33.97% |
$0.40 / 1 |
$0.45 / 1,106 |
23 / 95 |
141.911446% |
-0.319017 |
-0.010658 |
0.162917 |
0.003668 |
-0.001706 |
BATS / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
2.50 |
24.33% |
$0.10 / 4,291 |
$0.20 / 2,948 |
95 / 85 |
120.714189% |
-0.228920 |
-0.009075 |
0.138147 |
0.003110 |
-0.001157 |
|
579 |
Legs |
11/17(53) |
PUT |
3.00 / 2.00 |
$35 / $65 / 0.54 |
67.07% / $5.85 / 9.00% / 69.78% |
72.63% / $2.65 |
$0.35 / $0.50 / $0.15 / 2,279 |
|
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 |
3.00 |
32.93% |
$0.50 / 3,345 |
$0.60 / 1,127 |
83 / 565 |
140.495089% |
-0.297233 |
-0.008147 |
0.125515 |
0.004474 |
-0.002894 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
19.39% |
$0.05 / 2,734 |
$0.15 / 2,279 |
15 / 291 |
124.135361% |
-0.155523 |
-0.005672 |
0.086576 |
0.003086 |
-0.001342 |
|
902 |
Legs |
12/15(81) |
PUT |
3.00 / 1.00 |
$50 / $150 / 0.33 |
68.65% / $3.44 / 2.29% / 9.80% |
74.82% / $2.50 |
$0.50 / $0.65 / $0.15 / 923 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
3.00 |
31.35% |
$0.65 / 3,277 |
$0.75 / 846 |
26 / 484 |
142.866466% |
-0.271255 |
-0.006321 |
0.098384 |
0.005230 |
-0.004584 |
BATS / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
1.00 |
13.42% |
0 / 0 |
$0.15 / 923 |
0 / 212 |
241.798812% |
-0.046919 |
-0.001910 |
0.029099 |
0.001547 |
-0.000598 |
|
|
120 |
|
11/17(53) |
PUT |
70.00 / 65.00 |
$126 / $374 / 0.34 |
74.83% / $19.05 / 5.09% / 35.68% |
77.73% / $68.74 |
$1.26 / $3.15 / $1.89 / 1 |
41 / 18.19% / 53 |
5 |
Legs |
Vertical |
Bullish |
$76.10 (+0.50%) / 2.93M |
|
Earnings: 11/08 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
70.00 |
25.17% |
$3.15 / 1 |
$3.20 / 89 |
19 / 457 |
54.055152% |
-0.287379 |
-0.048955 |
0.019539 |
0.103620 |
-0.040060 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
15.05% |
$1.82 / 1 |
$1.89 / 10 |
5 / 66 |
55.790200% |
-0.187303 |
-0.039112 |
0.015420 |
0.081774 |
-0.025627 |
|
479 |
Legs |
11/17(53) |
PUT |
70.00 / 60.00 |
$209 / $791 / 0.26 |
74.83% / $48.07 / 6.08% / 43.65% |
79.51% / $67.91 |
$2.09 / $3.15 / $1.06 / 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 |
70.00 |
25.17% |
$3.15 / 1 |
$3.20 / 89 |
19 / 457 |
54.055152% |
-0.287379 |
-0.048955 |
0.019539 |
0.103620 |
-0.040060 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
8.39% |
$1.02 / 9 |
$1.06 / 2 |
0 / 1,644 |
58.385778% |
-0.107327 |
-0.027114 |
0.010590 |
0.056162 |
-0.014445 |
|
656 |
Legs |
11/17(53) |
PUT |
70.00 / 55.00 |
$258 / $1,242 / 0.21 |
74.83% / $92.12 / 7.42% / 55.17% |
80.51% / $67.42 |
$2.58 / $3.15 / $0.57 / 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 |
70.00 |
25.17% |
$3.15 / 1 |
$3.20 / 89 |
19 / 457 |
54.055152% |
-0.287379 |
-0.048955 |
0.019539 |
0.103620 |
-0.040060 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
4.40% |
$0.54 / 70 |
$0.57 / 149 |
10 / 10 |
61.465244% |
-0.052124 |
-0.015761 |
0.006111 |
0.032410 |
-0.006915 |
|
728 |
Legs |
10/20(25) |
PUT |
74.00 / 65.00 |
$169 / $731 / 0.23 |
66.31% / $3.80 / 0.52% / 6.41% |
72.80% / $72.31 |
$1.69 / $2.09 / $0.40 / 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 |
74.00 |
33.69% |
$2.09 / 7 |
$2.12 / 3 |
293 / 116 |
41.185144% |
-0.365677 |
-0.076749 |
0.030227 |
0.081557 |
-0.025070 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
65.00 |
8.55% |
$0.36 / 390 |
$0.40 / 703 |
6 / 1,966 |
45.717121% |
-0.126085 |
-0.043114 |
0.016644 |
0.044908 |
-0.008373 |
|
747 |
Legs |
10/20(25) |
PUT |
73.00 / 60.00 |
$160 / $1,140 / 0.14 |
70.24% / $42.83 / 3.76% / 55.68% |
75.97% / $71.40 |
$1.60 / $1.74 / $0.14 / 43 |
|
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 |
73.00 |
29.76% |
$1.74 / 43 |
$1.80 / 43 |
780 / 21 |
41.441521% |
-0.334527 |
-0.074525 |
0.029263 |
0.078956 |
-0.022841 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
60.00 |
3.18% |
$0.13 / 153 |
$0.14 / 68 |
56 / 6,940 |
49.756531% |
-0.050505 |
-0.021784 |
0.008355 |
0.022544 |
-0.003309 |
|
763 |
Legs |
11/17(53) |
PUT |
70.00 / 50.00 |
$277 / $1,723 / 0.16 |
74.83% / $133.00 / 7.72% / 57.86% |
80.89% / $67.23 |
$2.77 / $3.15 / $0.38 / 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 |
70.00 |
25.17% |
$3.15 / 1 |
$3.20 / 89 |
19 / 457 |
54.055152% |
-0.287379 |
-0.048955 |
0.019539 |
0.103620 |
-0.040060 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
50.00 |
2.18% |
$0.20 / 779 |
$0.38 / 1,466 |
0 / 11 |
65.358964% |
-0.020431 |
-0.007330 |
0.002826 |
0.014988 |
-0.002676 |
|
|
121 |
|
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 |
25 / 21.90% / 97 |
5 |
Legs |
Vertical |
Bullish |
$88.42 (0.00%) / 2.49M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
339 |
Legs |
11/17(53) |
PUT |
80.00 / 75.00 |
$112 / $388 / 0.29 |
77.05% / $12.80 / 3.30% / 22.05% |
79.09% / $78.88 |
$1.12 / $2.95 / $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 |
80.00 |
22.95% |
$2.95 / 446 |
$3.05 / 575 |
10 / 1,542 |
52.026600% |
-0.266129 |
-0.056540 |
0.015756 |
0.115986 |
-0.043129 |
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 |
|
360 |
Legs |
11/17(53) |
PUT |
85.00 / 82.50 |
$85 / $165 / 0.52 |
66.35% / $3.79 / 2.30% / 14.97% |
68.34% / $84.15 |
$0.85 / $4.65 / $3.80 / 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) |
PUT |
85.00 |
33.65% |
$4.65 / 361 |
$4.75 / 510 |
32 / 508 |
50.953434% |
-0.357795 |
-0.063507 |
0.017920 |
0.131912 |
-0.059012 |
NASDAQ / Stock |
Long (Buy) |
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 |
|
405 |
Legs |
11/17(53) |
PUT |
82.50 / 70.00 |
$265 / $985 / 0.27 |
72.02% / $42.77 / 4.34% / 29.82% |
77.33% / $79.85 |
$2.65 / $3.70 / $1.05 / 71 |
|
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 |
70.00 |
9.14% |
$1.02 / 320 |
$1.05 / 71 |
53 / 3,894 |
55.107148% |
-0.115521 |
-0.034134 |
0.009347 |
0.068806 |
-0.018164 |
|
428 |
Legs |
11/17(53) |
PUT |
85.00 / 80.00 |
$160 / $340 / 0.47 |
66.35% / $6.44 / 1.89% / 12.20% |
70.05% / $83.40 |
$1.60 / $4.65 / $3.05 / 361 |
|
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 |
85.00 |
33.65% |
$4.65 / 361 |
$4.75 / 510 |
32 / 508 |
50.953434% |
-0.357795 |
-0.063507 |
0.017920 |
0.131912 |
-0.059012 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
80.00 |
22.95% |
$2.95 / 446 |
$3.05 / 575 |
10 / 1,542 |
52.026600% |
-0.266129 |
-0.056540 |
0.015756 |
0.115986 |
-0.043129 |
|
576 |
Legs |
10/27(32) |
PUT |
84.00 / 70.00 |
$192 / $1,208 / 0.16 |
71.07% / $22.24 / 1.84% / 19.34% |
76.13% / $82.08 |
$1.92 / $2.22 / $0.30 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
84.00 |
28.93% |
$2.22 / 6 |
$2.28 / 9 |
4 / 3,014 |
42.478137% |
-0.324831 |
-0.078633 |
0.021734 |
0.101047 |
-0.032491 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
70.00 |
5.24% |
$0.24 / 408 |
$0.30 / 410 |
6 / 4 |
49.176669% |
-0.075091 |
-0.031668 |
0.008558 |
0.039787 |
-0.007215 |
|
|
123 |
|
11/17(53) |
PUT |
10.00 / 7.50 |
$80 / $170 / 0.47 |
73.96% / $17.96 / 10.57% / 85.29% |
75.80% / $9.20 |
$0.80 / $3.00 / $2.20 / 20 |
99 / 100.00% / 67 |
5 |
Legs |
Vertical |
Bullish |
$11.0001 (-7.09%) / 249K |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
26.04% |
$3.00 / 26 |
$3.60 / 90 |
0 / 30 |
244.206011% |
-0.197413 |
-0.041259 |
0.016040 |
0.012316 |
-0.011718 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
20.84% |
$1.75 / 20 |
$2.20 / 20 |
0 / 54 |
254.858987% |
-0.149800 |
-0.034742 |
0.013452 |
0.010329 |
-0.008066 |
|
220 |
Legs |
10/20(25) |
PUT |
7.50 / 5.00 |
$70 / $180 / 0.39 |
77.69% / $18.25 / 10.14% / 218.65% |
79.43% / $6.80 |
$0.70 / $1.25 / $0.55 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
7.50 |
22.31% |
$1.25 / 50 |
$1.60 / 20 |
6 / 969 |
289.757246% |
-0.178889 |
-0.055132 |
0.021161 |
0.008266 |
-0.003396 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
16.77% |
$0.35 / 20 |
$0.55 / 5 |
3 / 561 |
281.408085% |
-0.098889 |
-0.036806 |
0.014093 |
0.005505 |
-0.001686 |
|
243 |
Legs |
10/20(25) |
PUT |
10.00 / 7.50 |
$100 / $150 / 0.67 |
69.94% / $28.22 / 18.81% / 691.32% |
73.35% / $9.00 |
$1.00 / $2.60 / $1.60 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
10.00 |
30.06% |
$2.60 / 10 |
$2.85 / 80 |
2 / 901 |
286.044025% |
-0.255175 |
-0.067576 |
0.026006 |
0.010159 |
-0.005312 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.50 |
22.31% |
$1.25 / 50 |
$1.60 / 20 |
6 / 969 |
289.757246% |
-0.178889 |
-0.055132 |
0.021161 |
0.008266 |
-0.003396 |
|
261 |
Legs |
11/17(53) |
PUT |
7.50 / 5.00 |
$80 / $170 / 0.47 |
79.16% / $30.12 / 17.72% / 172.28% |
80.51% / $6.70 |
$0.80 / $1.75 / $0.95 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
7.50 |
20.84% |
$1.75 / 20 |
$2.20 / 20 |
0 / 54 |
254.858987% |
-0.149800 |
-0.034742 |
0.013452 |
0.010329 |
-0.008066 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
16.98% |
$0.85 / 25 |
$0.95 / 20 |
0 / 7 |
264.950502% |
-0.096801 |
-0.025662 |
0.009896 |
0.007598 |
-0.004622 |
|
464 |
Legs |
11/17(53) |
PUT |
10.00 / 5.00 |
$205 / $295 / 0.70 |
73.96% / $83.66 / 28.36% / 363.22% |
78.33% / $7.95 |
$2.05 / $3.00 / $0.95 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
26.04% |
$3.00 / 26 |
$3.60 / 90 |
0 / 30 |
244.206011% |
-0.197413 |
-0.041259 |
0.016040 |
0.012316 |
-0.011718 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
16.98% |
$0.85 / 25 |
$0.95 / 20 |
0 / 7 |
264.950502% |
-0.096801 |
-0.025662 |
0.009896 |
0.007598 |
-0.004622 |
|
491 |
Legs |
10/20(25) |
PUT |
10.00 / 5.00 |
$205 / $295 / 0.70 |
69.94% / $70.12 / 23.77% / > 1000% |
76.48% / $7.95 |
$2.05 / $2.60 / $0.55 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
10.00 |
30.06% |
$2.60 / 10 |
$2.85 / 80 |
2 / 901 |
286.044025% |
-0.255175 |
-0.067576 |
0.026006 |
0.010159 |
-0.005312 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
16.77% |
$0.35 / 20 |
$0.55 / 5 |
3 / 561 |
281.408085% |
-0.098889 |
-0.036806 |
0.014093 |
0.005505 |
-0.001686 |
|
|
124 |
|
11/17(53) |
PUT |
9.00 / 8.00 |
$30 / $70 / 0.43 |
69.77% / $2.26 / 3.23% / 21.52% |
72.63% / $8.70 |
$0.30 / $0.65 / $0.35 / 1 |
4 / 13.74% / 39 |
5 |
Legs |
Vertical |
Bullish |
$10.08 (-11.19%) / 5.9M |
|
|
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
30.23% |
$0.65 / 3,724 |
$0.70 / 1,521 |
20 / 8 |
79.164856% |
-0.304933 |
-0.013573 |
0.077316 |
0.014061 |
-0.006630 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
21.49% |
$0.30 / 6,558 |
$0.35 / 1 |
11 / 114 |
77.208671% |
-0.219116 |
-0.011501 |
0.065252 |
0.011867 |
-0.004607 |
|
167 |
Legs |
11/17(53) |
PUT |
9.00 / 7.00 |
$50 / $150 / 0.33 |
69.77% / $2.39 / 1.60% / 10.20% |
74.43% / $8.50 |
$0.50 / $0.65 / $0.15 / 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) |
PUT |
9.00 |
30.23% |
$0.65 / 3,724 |
$0.70 / 1,521 |
20 / 8 |
79.164856% |
-0.304933 |
-0.013573 |
0.077316 |
0.014061 |
-0.006630 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
14.92% |
$0.10 / 14,697 |
$0.15 / 10 |
8 / 45 |
76.206358% |
-0.141033 |
-0.008742 |
0.049435 |
0.008990 |
-0.002872 |
|
881 |
Legs |
10/20(25) |
PUT |
9.00 / 5.00 |
$30 / $370 / 0.08 |
73.09% / $5.26 / 1.42% / 18.44% |
76.85% / $8.70 |
$0.30 / $0.35 / $0.05 / 3,631 |
|
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 |
9.00 |
26.91% |
$0.35 / 5,635 |
$0.40 / 2,784 |
2,039 / 942 |
78.566323% |
-0.289382 |
-0.018766 |
0.105976 |
0.009805 |
-0.002896 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
2.36% |
0 / 0 |
$0.05 / 3,631 |
0 / 7 |
146.812760% |
-0.007937 |
-0.001205 |
0.006753 |
0.000625 |
-0.000072 |
|
937 |
Legs |
10/20(25) |
PUT |
10.00 / 7.00 |
$70 / $230 / 0.30 |
57.84% / $2.85 / 1.24% / 15.92% |
68.94% / $9.30 |
$0.70 / $0.75 / $0.05 / 170 |
|
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 |
10.00 |
42.16% |
$0.75 / 4,294 |
$0.85 / 4,987 |
1,159 / 1,043 |
79.514437% |
-0.411885 |
-0.021263 |
0.120538 |
0.011153 |
-0.004262 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.00 |
8.83% |
0 / 0 |
$0.05 / 170 |
12 / 205 |
85.104645% |
-0.088703 |
-0.008864 |
0.049818 |
0.004609 |
-0.000838 |
|
956 |
Legs |
11/17(53) |
PUT |
10.00 / 7.00 |
$100 / $200 / 0.50 |
58.75% / $7.94 / 3.97% / 27.01% |
69.77% / $9.00 |
$1.00 / $1.15 / $0.15 / 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) |
PUT |
10.00 |
41.25% |
$1.15 / 2,107 |
$1.20 / 2,344 |
55 / 49 |
81.419211% |
-0.392253 |
-0.014805 |
0.084768 |
0.015416 |
-0.008830 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
14.92% |
$0.10 / 14,697 |
$0.15 / 10 |
8 / 45 |
76.206358% |
-0.141033 |
-0.008742 |
0.049435 |
0.008990 |
-0.002872 |
|
971 |
Legs |
11/17(53) |
PUT |
10.00 / 8.00 |
$80 / $120 / 0.67 |
58.75% / $7.68 / 6.40% / 46.36% |
67.75% / $9.20 |
$0.80 / $1.15 / $0.35 / 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 |
10.00 |
41.25% |
$1.15 / 2,107 |
$1.20 / 2,344 |
55 / 49 |
81.419211% |
-0.392253 |
-0.014805 |
0.084768 |
0.015416 |
-0.008830 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
21.49% |
$0.30 / 6,558 |
$0.35 / 1 |
11 / 114 |
77.208671% |
-0.219116 |
-0.011501 |
0.065252 |
0.011867 |
-0.004607 |
|
|
128 |
|
11/17(53) |
PUT |
9.00 / 8.00 |
$27 / $73 / 0.37 |
72.46% / $3.59 / 4.91% / 34.24% |
75.99% / $8.73 |
$0.27 / $0.56 / $0.29 / 252 |
29 / 11.51% / 81 |
5 |
Legs |
Vertical |
Bullish |
$9.95 (-3.68%) / 10.95M |
|
Earnings: 11/06 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
27.54% |
$0.56 / 1,723 |
$0.57 / 505 |
98 / 506 |
69.338203% |
-0.297481 |
-0.009103 |
0.110033 |
0.013756 |
-0.005771 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
16.11% |
$0.28 / 2,598 |
$0.29 / 252 |
0 / 1,537 |
71.845564% |
-0.182016 |
-0.007023 |
0.083944 |
0.010494 |
-0.003425 |
|
471 |
Legs |
11/17(53) |
PUT |
9.00 / 7.00 |
$42 / $158 / 0.27 |
72.46% / $7.43 / 4.70% / 32.61% |
77.81% / $8.58 |
$0.42 / $0.56 / $0.14 / 328 |
|
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 |
9.00 |
27.54% |
$0.56 / 1,723 |
$0.57 / 505 |
98 / 506 |
69.338203% |
-0.297481 |
-0.009103 |
0.110033 |
0.013756 |
-0.005771 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
8.81% |
$0.13 / 2,605 |
$0.14 / 328 |
0 / 7 |
76.754753% |
-0.091095 |
-0.004391 |
0.052054 |
0.006508 |
-0.001668 |
|
666 |
Legs |
11/17(53) |
PUT |
9.00 / 6.00 |
$50 / $250 / 0.20 |
72.46% / $15.00 / 6.00% / 43.03% |
78.74% / $8.50 |
$0.50 / $0.56 / $0.06 / 1,532 |
|
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 |
9.00 |
27.54% |
$0.56 / 1,723 |
$0.57 / 505 |
98 / 506 |
69.338203% |
-0.297481 |
-0.009103 |
0.110033 |
0.013756 |
-0.005771 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
4.57% |
$0.05 / 1,926 |
$0.06 / 1,532 |
16 / 85 |
81.948790% |
-0.033910 |
-0.002030 |
0.023917 |
0.002990 |
-0.000606 |
|
759 |
Legs |
11/17(53) |
PUT |
9.00 / 5.00 |
$53 / $347 / 0.15 |
72.46% / $22.83 / 6.58% / 47.88% |
79.08% / $8.47 |
$0.53 / $0.56 / $0.03 / 1,631 |
|
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 |
9.00 |
27.54% |
$0.56 / 1,723 |
$0.57 / 505 |
98 / 506 |
69.338203% |
-0.297481 |
-0.009103 |
0.110033 |
0.013756 |
-0.005771 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
2.27% |
$0.02 / 1,367 |
$0.03 / 1,631 |
960 / 13 |
92.036714% |
-0.008013 |
-0.000595 |
0.006974 |
0.000872 |
-0.000140 |
|
817 |
Legs |
10/20(25) |
PUT |
9.50 / 7.50 |
$29 / $171 / 0.17 |
67.15% / $0.93 / 0.55% / 6.76% |
73.16% / $9.21 |
$0.29 / $0.34 / $0.05 / 1,065 |
|
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 |
9.50 |
32.85% |
$0.34 / 2,061 |
$0.35 / 437 |
22 / 51 |
54.376174% |
-0.352022 |
-0.013851 |
0.165313 |
0.010515 |
-0.003293 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.50 |
5.99% |
$0.04 / 25 |
$0.05 / 1,065 |
133 / 7,949 |
68.648059% |
-0.075221 |
-0.005387 |
0.063188 |
0.004019 |
-0.000667 |
|
842 |
Legs |
10/20(25) |
PUT |
9.50 / 7.00 |
$31 / $219 / 0.14 |
67.15% / $5.90 / 2.69% / 37.56% |
73.54% / $9.19 |
$0.31 / $0.34 / $0.03 / 671 |
|
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 |
9.50 |
32.85% |
$0.34 / 2,061 |
$0.35 / 437 |
22 / 51 |
54.376174% |
-0.352022 |
-0.013851 |
0.165313 |
0.010515 |
-0.003293 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.00 |
3.55% |
$0.02 / 78 |
$0.03 / 671 |
0 / 2 |
72.621448% |
-0.040336 |
-0.003303 |
0.038642 |
0.002458 |
-0.000354 |
|
|
130 |
|
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 |
23 / 17.51% / 86 |
5 |
Legs |
Vertical |
Bullish |
$9.23 (-3.65%) / 10.15M |
|
Earnings: 11/06 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
306 |
Legs |
11/17(53) |
PUT |
8.00 / 6.00 |
$47 / $153 / 0.31 |
72.09% / $2.56 / 1.67% / 10.71% |
75.94% / $7.53 |
$0.47 / $0.63 / $0.16 / 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 |
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 |
6.00 |
14.48% |
$0.15 / 940 |
$0.16 / 29 |
0 / 344 |
95.827352% |
-0.126252 |
-0.008570 |
0.042997 |
0.007696 |
-0.002456 |
|
592 |
Legs |
11/03(39) |
PUT |
9.00 / 8.00 |
$36 / $64 / 0.56 |
62.00% / $0.53 / 0.83% / 6.94% |
66.33% / $8.64 |
$0.36 / $0.86 / $0.50 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
9.00 |
38.00% |
$0.86 / 10 |
$0.90 / 19 |
24 / 20 |
87.217226% |
-0.370224 |
-0.017778 |
0.090186 |
0.012178 |
-0.005753 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
8.00 |
26.83% |
$0.47 / 58 |
$0.50 / 13 |
2 / 10 |
89.274453% |
-0.275746 |
-0.015831 |
0.079792 |
0.010774 |
-0.004129 |
|
648 |
Legs |
10/27(32) |
PUT |
8.50 / 5.00 |
$52 / $298 / 0.17 |
68.38% / $0.84 / 0.28% / 2.77% |
74.27% / $7.98 |
$0.52 / $0.56 / $0.04 / 166 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
8.50 |
31.62% |
$0.56 / 166 |
$0.59 / 10 |
11 / 161 |
87.406009% |
-0.322612 |
-0.018589 |
0.093653 |
0.010587 |
-0.003998 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
5.00 |
6.58% |
$0.01 / 6 |
$0.04 / 285 |
0 / 67 |
106.568871% |
-0.039071 |
-0.004444 |
0.022066 |
0.002494 |
-0.000432 |
|
674 |
Legs |
11/17(53) |
PUT |
8.00 / 5.00 |
$56 / $244 / 0.23 |
72.09% / $1.20 / 0.49% / 3.05% |
76.62% / $7.44 |
$0.56 / $0.63 / $0.07 / 227 |
|
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 |
5.00 |
10.22% |
$0.06 / 856 |
$0.07 / 227 |
54 / 333 |
101.934026% |
-0.066861 |
-0.005380 |
0.026882 |
0.004812 |
-0.001256 |
|
795 |
Legs |
11/17(53) |
PUT |
8.00 / 4.00 |
$60 / $340 / 0.18 |
72.09% / $1.96 / 0.58% / 3.59% |
76.92% / $7.40 |
$0.60 / $0.63 / $0.03 / 56 |
|
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 |
4.00 |
7.16% |
$0.02 / 717 |
$0.03 / 56 |
31 / 172 |
111.394874% |
-0.026530 |
-0.002559 |
0.012741 |
0.002280 |
-0.000481 |
|
|
131 |
|
10/20(25) |
PUT |
12.50 / 10.00 |
$70 / $180 / 0.39 |
73.95% / $10.01 / 5.56% / 91.42% |
76.10% / $11.80 |
$0.70 / $1.45 / $0.75 / 1 |
95 / 85.42% / 55 |
5 |
Legs |
Vertical |
Bullish |
$15.96 (-1.85%) / 1.17M |
|
Earnings: 11/02 |
|
Neutral / 2 days 11 hours |
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 |
12.50 |
26.05% |
$1.45 / 262 |
$1.70 / 96 |
14 / 818 |
191.455431% |
-0.240819 |
-0.063540 |
0.025991 |
0.013989 |
-0.005139 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
19.12% |
$0.70 / 1 |
$0.75 / 1 |
9 / 2,751 |
193.780800% |
-0.158558 |
-0.049473 |
0.020184 |
0.010864 |
-0.003182 |
|
236 |
Legs |
11/17(53) |
PUT |
12.50 / 7.50 |
$125 / $375 / 0.33 |
74.00% / $10.99 / 2.93% / 19.41% |
76.67% / $11.25 |
$1.25 / $1.60 / $0.35 / 51 |
|
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 |
12.50 |
26.00% |
$1.60 / 183 |
$1.80 / 97 |
0 / 1,258 |
144.171979% |
-0.222381 |
-0.042953 |
0.017734 |
0.018761 |
-0.011903 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
16.99% |
$0.20 / 237 |
$0.35 / 51 |
0 / 5 |
147.350955% |
-0.105887 |
-0.026567 |
0.010890 |
0.011520 |
-0.004918 |
|
252 |
Legs |
10/20 (25) - 11/17 |
PUT |
15.00 / 12.50 |
$85 / $165 / 0.52 |
64.72% / $20.91 / 12.67% / 318.56% |
68.14% / $14.15 |
$0.85 / $2.65 / $1.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
35.28% |
$2.65 / 6 |
$2.85 / 131 |
562 / 17,066 |
188.116230% |
-0.322320 |
-0.072961 |
0.029933 |
0.016111 |
-0.007296 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.50 |
26.00% |
$1.60 / 183 |
$1.80 / 97 |
0 / 1,258 |
144.171979% |
-0.222381 |
-0.042953 |
0.017734 |
0.018761 |
-0.011903 |
|
389 |
Legs |
10/20(25) |
PUT |
12.50 / 7.50 |
$115 / $385 / 0.30 |
73.95% / $10.06 / 2.61% / 36.29% |
77.39% / $11.35 |
$1.15 / $1.45 / $0.30 / 73 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
12.50 |
26.05% |
$1.45 / 262 |
$1.70 / 96 |
14 / 818 |
191.455431% |
-0.240819 |
-0.063540 |
0.025991 |
0.013989 |
-0.005139 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.50 |
14.00% |
$0.20 / 40 |
$0.30 / 73 |
72 / 195 |
200.539643% |
-0.083339 |
-0.031431 |
0.012795 |
0.006887 |
-0.001568 |
|
466 |
Legs |
11/17(53) |
PUT |
15.00 / 12.50 |
$100 / $150 / 0.67 |
67.58% / $21.44 / 14.29% / 127.09% |
70.33% / $14.00 |
$1.00 / $2.80 / $1.80 / 36 |
|
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 |
15.00 |
32.42% |
$2.80 / 36 |
$3.00 / 74 |
52 / 68 |
142.099173% |
-0.277179 |
-0.048103 |
0.019939 |
0.021093 |
-0.015777 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.50 |
26.00% |
$1.60 / 183 |
$1.80 / 97 |
0 / 1,258 |
144.171979% |
-0.222381 |
-0.042953 |
0.017734 |
0.018761 |
-0.011903 |
|
562 |
Legs |
11/17(53) |
PUT |
15.00 / 7.50 |
$245 / $505 / 0.49 |
67.58% / $39.99 / 7.92% / 59.67% |
73.89% / $12.55 |
$2.45 / $2.80 / $0.35 / 36 |
|
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 |
15.00 |
32.42% |
$2.80 / 36 |
$3.00 / 74 |
52 / 68 |
142.099173% |
-0.277179 |
-0.048103 |
0.019939 |
0.021093 |
-0.015777 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
16.99% |
$0.20 / 237 |
$0.35 / 51 |
0 / 5 |
147.350955% |
-0.105887 |
-0.026567 |
0.010890 |
0.011520 |
-0.004918 |
|
|
132 |
|
11/03(39) |
PUT |
5.00 / 4.00 |
$21 / $79 / 0.27 |
73.66% / $2.17 / 2.75% / 24.67% |
77.74% / $4.79 |
$0.21 / $0.32 / $0.11 / 11 |
34 / 14.20% / 9 |
5 |
Legs |
Vertical |
Bullish |
$5.67 (-5.18%) / 7.11M |
|
Earnings: 11/01 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
5.00 |
26.34% |
$0.32 / 11 |
$0.37 / 1 |
2 / 11 |
89.942423% |
-0.281639 |
-0.007640 |
0.167852 |
0.006637 |
-0.002404 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
4.00 |
11.11% |
$0.09 / 141 |
$0.11 / 35 |
10 / 50 |
94.437319% |
-0.112465 |
-0.004371 |
0.094992 |
0.003756 |
-0.000910 |
|
173 |
Legs |
11/17(53) |
PUT |
5.00 / 4.00 |
$25 / $75 / 0.33 |
72.25% / $3.22 / 4.30% / 29.49% |
76.57% / $4.75 |
$0.25 / $0.42 / $0.17 / 558 |
|
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 |
27.75% |
$0.42 / 1,511 |
$0.45 / 369 |
26 / 1,907 |
90.556611% |
-0.289115 |
-0.006670 |
0.147619 |
0.007737 |
-0.003409 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
4.00 |
13.58% |
$0.14 / 1,486 |
$0.17 / 558 |
0 / 2,013 |
95.232571% |
-0.133936 |
-0.004267 |
0.093259 |
0.004888 |
-0.001494 |
|
547 |
Legs |
11/03(39) |
PUT |
5.50 / 4.00 |
$42 / $108 / 0.39 |
61.95% / $4.88 / 4.52% / 43.25% |
71.98% / $5.08 |
$0.42 / $0.53 / $0.11 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
5.50 |
38.05% |
$0.53 / 651 |
$0.60 / 7 |
54 / 47 |
90.025424% |
-0.379603 |
-0.008548 |
0.189263 |
0.007483 |
-0.003337 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
4.00 |
11.11% |
$0.09 / 141 |
$0.11 / 35 |
10 / 50 |
94.437319% |
-0.112465 |
-0.004371 |
0.094992 |
0.003756 |
-0.000910 |
|
786 |
Legs |
11/17(53) |
PUT |
5.00 / 2.00 |
$38 / $262 / 0.15 |
72.25% / $14.09 / 5.38% / 37.93% |
78.60% / $4.62 |
$0.38 / $0.42 / $0.04 / 473 |
|
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 |
27.75% |
$0.42 / 1,511 |
$0.45 / 369 |
26 / 1,907 |
90.556611% |
-0.289115 |
-0.006670 |
0.147619 |
0.007737 |
-0.003409 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
2.62% |
0 / 0 |
$0.04 / 473 |
0 / 80 |
160.205675% |
-0.002381 |
-0.000149 |
0.003208 |
0.000168 |
-0.000024 |
|
824 |
Legs |
12/15(81) |
PUT |
5.00 / 4.00 |
$30 / $70 / 0.43 |
70.90% / $5.07 / 7.24% / 33.47% |
75.23% / $4.70 |
$0.30 / $0.56 / $0.26 / 317 |
|
Underlying |
Leg |
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 |
29.10% |
$0.56 / 1,879 |
$0.59 / 16 |
63 / 706 |
90.003054% |
-0.293336 |
-0.005428 |
0.121705 |
0.009512 |
-0.005531 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
4.00 |
16.68% |
$0.23 / 744 |
$0.26 / 317 |
3 / 320 |
93.603716% |
-0.159698 |
-0.003890 |
0.085943 |
0.006717 |
-0.002837 |
|
848 |
Legs |
11/17(53) |
PUT |
5.00 / 1.00 |
$35 / $365 / 0.10 |
72.25% / $17.31 / 4.74% / 32.91% |
78.14% / $4.65 |
$0.35 / $0.42 / $0.07 / 1,511 |
|
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 |
27.75% |
$0.42 / 1,511 |
$0.45 / 369 |
26 / 1,907 |
90.556611% |
-0.289115 |
-0.006670 |
0.147619 |
0.007737 |
-0.003409 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1.00 |
1.09% |
0 / 0 |
$0.07 / 1,613 |
0 / 504 |
293.626262% |
-0.000003 |
0.000000 |
0.000006 |
0.000000 |
0.000000 |
|
|
134 |
|
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 |
20 / 10.70% / 95 |
5 |
Legs |
Vertical |
Bullish |
$71.30 (-4.19%) / 6.32M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
155 |
Legs |
11/17(53) |
PUT |
65.00 / 55.00 |
$279 / $721 / 0.39 |
69.34% / $26.98 / 3.74% / 25.30% |
74.09% / $62.21 |
$2.79 / $4.65 / $1.86 / 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 |
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 |
55.00 |
16.15% |
$1.79 / 1,357 |
$1.86 / 29 |
59 / 1,444 |
75.548498% |
-0.174564 |
-0.055692 |
0.010086 |
0.072779 |
-0.023969 |
|
256 |
Legs |
11/17(53) |
PUT |
65.00 / 50.00 |
$357 / $1,143 / 0.31 |
69.34% / $39.93 / 3.49% / 23.47% |
75.32% / $61.43 |
$3.57 / $4.65 / $1.08 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
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 |
50.00 |
11.32% |
$1.04 / 1,156 |
$1.08 / 32 |
40 / 475 |
78.421145% |
-0.114379 |
-0.042050 |
0.007578 |
0.054678 |
-0.015390 |
|
388 |
Legs |
11/17(53) |
PUT |
60.00 / 55.00 |
$111 / $389 / 0.29 |
77.46% / $9.84 / 2.53% / 16.58% |
79.03% / $58.89 |
$1.11 / $2.97 / $1.86 / 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 |
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 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
16.15% |
$1.79 / 1,357 |
$1.86 / 29 |
59 / 1,444 |
75.548498% |
-0.174564 |
-0.055692 |
0.010086 |
0.072779 |
-0.023969 |
|
520 |
Legs |
11/17(53) |
PUT |
65.00 / 45.00 |
$403 / $1,597 / 0.25 |
69.34% / $62.37 / 3.91% / 26.52% |
76.03% / $60.97 |
$4.03 / $4.65 / $0.62 / 42 |
|
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 |
45.00 |
7.79% |
$0.60 / 137 |
$0.62 / 42 |
21 / 378 |
82.830917% |
-0.066933 |
-0.028327 |
0.005083 |
0.036679 |
-0.008836 |
|
572 |
Legs |
10/27(32) |
PUT |
65.00 / 50.00 |
$226 / $1,274 / 0.18 |
71.42% / $3.62 / 0.28% / 2.79% |
76.12% / $62.74 |
$2.26 / $2.65 / $0.39 / 76 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
65.00 |
28.58% |
$2.65 / 76 |
$2.81 / 31 |
127 / 271 |
64.777820% |
-0.309685 |
-0.095966 |
0.017389 |
0.079249 |
-0.026520 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
50.00 |
7.29% |
$0.32 / 399 |
$0.39 / 683 |
12 / 25 |
74.376998% |
-0.077434 |
-0.040060 |
0.007152 |
0.032595 |
-0.006251 |
|
|
140 |
|
10/20(25) |
PUT |
14.00 / 13.00 |
$30 / $70 / 0.43 |
68.04% / $0.45 / 0.64% / 7.93% |
70.83% / $13.70 |
$0.30 / $0.80 / $0.50 / 15 |
76 / 59.61% / 90 |
3 |
Legs |
Vertical |
Bullish |
$14.94 (-6.74%) / 15.71M |
|
|
|
Bearish / 2 days 11 hours |
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 |
14.00 |
31.96% |
$0.80 / 24 |
$0.85 / 1,088 |
25 / 235 |
83.930608% |
-0.332975 |
-0.030489 |
0.073228 |
0.015600 |
-0.005078 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
13.00 |
23.31% |
$0.45 / 1,477 |
$0.50 / 15 |
20 / 206 |
83.168711% |
-0.254854 |
-0.027013 |
0.064690 |
0.013781 |
-0.003804 |
|
742 |
Legs |
10/20(25) |
PUT |
14.50 / 13.00 |
$50 / $100 / 0.50 |
63.03% / $0.29 / 0.29% / 3.50% |
68.04% / $14.00 |
$0.50 / $1.00 / $0.50 / 15 |
|
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 |
14.50 |
36.97% |
$1.00 / 62 |
$1.05 / 596 |
20 / 59 |
83.090726% |
-0.372981 |
-0.031698 |
0.076263 |
0.016246 |
-0.005752 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
13.00 |
23.31% |
$0.45 / 1,477 |
$0.50 / 15 |
20 / 206 |
83.168711% |
-0.254854 |
-0.027013 |
0.064690 |
0.013781 |
-0.003804 |
|
996 |
Legs |
12/15(81) |
CALL |
20.00 / 30.00 |
$60 / $940 / 0.06 |
80.90% / $1.58 / 0.17% / 0.70% |
82.89% / $20.60 |
$0.60 / $0.75 / $0.15 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
19.10% |
$0.75 / 54 |
$0.80 / 178 |
155 / 2,094 |
72.090688% |
0.420085 |
-0.019721 |
0.045900 |
0.028660 |
0.010381 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
2.79% |
$0.10 / 184 |
$0.15 / 307 |
4 / 892 |
78.669377% |
0.176722 |
-0.013066 |
0.030506 |
0.019048 |
0.004778 |
|
999 |
Legs |
09/29(4) |
CALL |
15.50 / 18.50 |
$40 / $260 / 0.15 |
57.86% / $1.62 / 0.62% / 29.71% |
66.19% / $15.90 |
$0.40 / $0.45 / $0.05 / 237 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
15.50 |
42.14% |
$0.45 / 445 |
$0.50 / 92 |
128 / 133 |
64.882292% |
0.495881 |
-0.065393 |
0.153100 |
0.008997 |
0.001454 |
NASDAQ / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
18.50 |
4.26% |
0 / 0 |
$0.05 / 237 |
168 / 410 |
82.463995% |
0.147936 |
-0.037755 |
0.088680 |
0.005211 |
0.000454 |
|
|
144 |
|
11/17(53) |
PUT |
67.50 / 65.00 |
$60 / $190 / 0.32 |
73.44% / $3.47 / 1.83% / 11.75% |
76.23% / $66.90 |
$0.60 / $1.95 / $1.35 / 8 |
22 / 20.44% / 0 |
5 |
Legs |
Vertical |
Bullish |
$70.81 (-0.10%) / 339K |
|
Earnings: 10/23 / Ex-Div: 09/25 ($1.19) |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
67.50 |
26.56% |
$1.95 / 8 |
$2.10 / 231 |
0 / 5 |
33.653699% |
-0.311461 |
-0.026789 |
0.037947 |
0.099085 |
-0.037678 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
16.20% |
$1.25 / 104 |
$1.35 / 9 |
0 / 12 |
34.137669% |
-0.217837 |
-0.022609 |
0.031615 |
0.082551 |
-0.026097 |
|
396 |
Legs |
11/17(53) |
PUT |
67.50 / 62.50 |
$105 / $395 / 0.27 |
73.44% / $18.89 / 4.78% / 33.22% |
78.20% / $66.45 |
$1.05 / $1.95 / $0.90 / 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 |
67.50 |
26.56% |
$1.95 / 8 |
$2.10 / 231 |
0 / 5 |
33.653699% |
-0.311461 |
-0.026789 |
0.037947 |
0.099085 |
-0.037678 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
62.50 |
9.10% |
$0.80 / 210 |
$0.90 / 214 |
3 / 49 |
35.578779% |
-0.140359 |
-0.017295 |
0.023948 |
0.062533 |
-0.016673 |
|
730 |
Legs |
10/20(25) |
PUT |
70.00 / 65.00 |
$125 / $375 / 0.33 |
61.41% / $13.36 / 3.56% / 52.22% |
71.04% / $68.75 |
$1.25 / $1.65 / $0.40 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
70.00 |
38.59% |
$1.65 / 15 |
$1.75 / 64 |
89 / 731 |
28.650351% |
-0.409344 |
-0.041833 |
0.058507 |
0.077726 |
-0.024744 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
65.00 |
9.32% |
$0.30 / 229 |
$0.40 / 56 |
28 / 124 |
28.656534% |
-0.153386 |
-0.026122 |
0.035649 |
0.047358 |
-0.009096 |
|
734 |
Legs |
11/17(53) |
PUT |
67.50 / 55.00 |
$165 / $1,085 / 0.15 |
73.44% / $98.24 / 9.05% / 70.27% |
80.65% / $65.85 |
$1.65 / $1.95 / $0.30 / 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 |
67.50 |
26.56% |
$1.95 / 8 |
$2.10 / 231 |
0 / 5 |
33.653699% |
-0.311461 |
-0.026789 |
0.037947 |
0.099085 |
-0.037678 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
1.02% |
$0.20 / 127 |
$0.30 / 133 |
0 / 2 |
41.890608% |
-0.019976 |
-0.003823 |
0.005198 |
0.013572 |
-0.002327 |
|
840 |
Legs |
11/17(53) |
PUT |
70.00 / 62.50 |
$210 / $540 / 0.39 |
60.02% / $33.97 / 6.29% / 45.44% |
71.48% / $67.90 |
$2.10 / $3.00 / $0.90 / 195 |
|
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 |
70.00 |
39.98% |
$3.00 / 195 |
$3.20 / 195 |
104 / 101 |
34.140217% |
-0.415080 |
-0.029019 |
0.041827 |
0.109218 |
-0.050775 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
62.50 |
9.10% |
$0.80 / 210 |
$0.90 / 214 |
3 / 49 |
35.578779% |
-0.140359 |
-0.017295 |
0.023948 |
0.062533 |
-0.016673 |
|
861 |
Legs |
11/17(53) |
PUT |
65.00 / 62.50 |
$35 / $215 / 0.16 |
83.80% / $3.38 / 1.57% / 10.05% |
84.98% / $64.65 |
$0.35 / $1.25 / $0.90 / 104 |
|
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 |
16.20% |
$1.25 / 104 |
$1.35 / 9 |
0 / 12 |
34.137669% |
-0.217837 |
-0.022609 |
0.031615 |
0.082551 |
-0.026097 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
62.50 |
9.10% |
$0.80 / 210 |
$0.90 / 214 |
3 / 49 |
35.578779% |
-0.140359 |
-0.017295 |
0.023948 |
0.062533 |
-0.016673 |
|
|
145 |
|
11/03(39) |
PUT |
27.00 / 26.00 |
$18 / $82 / 0.22 |
70.70% / $2.51 / 3.06% / 27.78% |
76.20% / $26.82 |
$0.18 / $0.31 / $0.13 / 10 |
22 / 21.09% / 59 |
5 |
Legs |
Vertical |
Bullish |
$27.45 (+0.73%) / 15.77M |
|
Earnings: 11/07 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
27.00 |
29.30% |
$0.31 / 10 |
$0.35 / 48 |
111 / 3 |
15.313684% |
-0.339756 |
-0.006949 |
0.243562 |
0.034573 |
-0.011475 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
26.00 |
7.16% |
$0.10 / 50 |
$0.13 / 13 |
4 / 5 |
16.383694% |
-0.133980 |
-0.003992 |
0.143982 |
0.020438 |
-0.004485 |
|
758 |
Legs |
11/17(53) |
PUT |
27.00 / 25.00 |
$29 / $171 / 0.17 |
67.52% / $12.11 / 7.08% / 52.20% |
75.44% / $26.71 |
$0.29 / $0.36 / $0.07 / 132 |
|
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 |
27.00 |
32.48% |
$0.36 / 132 |
$0.40 / 901 |
314 / 68 |
14.391413% |
-0.361357 |
-0.006259 |
0.215871 |
0.040619 |
-0.016288 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
2.16% |
$0.06 / 440 |
$0.07 / 1,715 |
15 / 71 |
17.465021% |
-0.056537 |
-0.001817 |
0.065841 |
0.012389 |
-0.002507 |
|
830 |
Legs |
11/17(53) |
PUT |
27.00 / 24.00 |
$32 / $268 / 0.12 |
67.52% / $20.02 / 7.47% / 55.62% |
76.19% / $26.68 |
$0.32 / $0.36 / $0.04 / 132 |
|
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 |
27.00 |
32.48% |
$0.36 / 132 |
$0.40 / 901 |
314 / 68 |
14.391413% |
-0.361357 |
-0.006259 |
0.215871 |
0.040619 |
-0.016288 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
24.00 |
0.28% |
$0.03 / 112 |
$0.04 / 1,423 |
15 / 5 |
20.219963% |
-0.012600 |
-0.000515 |
0.018886 |
0.003554 |
-0.000556 |
|
917 |
Legs |
10/20(25) |
PUT |
27.00 / 25.50 |
$7 / $143 / 0.05 |
75.49% / $2.71 / 1.89% / 25.23% |
77.94% / $26.93 |
$0.07 / $0.10 / $0.03 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
27.00 |
24.51% |
$0.10 / 12 |
$0.12 / 977 |
2,452 / 1,480 |
10.540654% |
-0.305136 |
-0.007955 |
0.284237 |
0.027211 |
-0.006896 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
25.50 |
0.91% |
0 / 0 |
$0.03 / 150 |
0 / 25 |
17.442937% |
-0.036473 |
-0.001759 |
0.064981 |
0.006221 |
-0.000815 |
|
974 |
Legs |
11/17(53) |
PUT |
26.00 / 25.00 |
$6 / $94 / 0.06 |
89.46% / $1.91 / 2.03% / 13.16% |
90.29% / $25.94 |
$0.06 / $0.13 / $0.07 / 270 |
|
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 |
26.00 |
10.54% |
$0.13 / 270 |
$0.16 / 794 |
6 / 80 |
15.291990% |
-0.169251 |
-0.004103 |
0.145902 |
0.027454 |
-0.007557 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
2.16% |
$0.06 / 440 |
$0.07 / 1,715 |
15 / 71 |
17.465021% |
-0.056537 |
-0.001817 |
0.065841 |
0.012389 |
-0.002507 |
|
978 |
Legs |
11/17(53) |
PUT |
26.00 / 24.00 |
$9 / $191 / 0.05 |
89.46% / $6.97 / 3.65% / 24.64% |
90.69% / $25.91 |
$0.09 / $0.13 / $0.04 / 270 |
|
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 |
26.00 |
10.54% |
$0.13 / 270 |
$0.16 / 794 |
6 / 80 |
15.291990% |
-0.169251 |
-0.004103 |
0.145902 |
0.027454 |
-0.007557 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
24.00 |
0.28% |
$0.03 / 112 |
$0.04 / 1,423 |
15 / 5 |
20.219963% |
-0.012600 |
-0.000515 |
0.018886 |
0.003554 |
-0.000556 |
|
|
146 |
|
11/03(39) |
PUT |
6.50 / 4.00 |
$66 / $184 / 0.36 |
66.16% / $8.26 / 4.49% / 42.88% |
74.07% / $5.84 |
$0.66 / $0.82 / $0.16 / 7 |
18 / 20.84% / 71 |
5 |
Legs |
Vertical |
Bullish |
$7.1113 (+4.42%) / 6.6M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
6.50 |
33.84% |
$0.82 / 7 |
$1.32 / 340 |
2 / 4 |
148.347559% |
-0.331236 |
-0.015012 |
0.099056 |
0.008825 |
-0.004051 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
4.00 |
11.54% |
$0.12 / 19 |
$0.16 / 13 |
0 / 4 |
140.136361% |
-0.084340 |
-0.006490 |
0.042251 |
0.003764 |
-0.000914 |
|
181 |
Legs |
11/03(39) |
PUT |
6.50 / 5.00 |
$47 / $103 / 0.46 |
66.16% / $4.22 / 4.10% / 38.63% |
71.96% / $6.03 |
$0.47 / $0.82 / $0.35 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
6.50 |
33.84% |
$0.82 / 7 |
$1.32 / 340 |
2 / 4 |
148.347559% |
-0.331236 |
-0.015012 |
0.099056 |
0.008825 |
-0.004051 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
5.00 |
18.10% |
$0.28 / 8 |
$0.35 / 6 |
4 / 1 |
129.773013% |
-0.172471 |
-0.010666 |
0.069753 |
0.006214 |
-0.001959 |
|
216 |
Legs |
10/27(32) |
PUT |
6.50 / 5.50 |
$31 / $69 / 0.45 |
66.30% / $1.01 / 1.46% / 15.08% |
70.57% / $6.19 |
$0.31 / $0.68 / $0.37 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
6.50 |
33.70% |
$0.68 / 14 |
$0.75 / 6 |
1 / 81 |
117.840254% |
-0.333867 |
-0.016512 |
0.108599 |
0.008100 |
-0.003301 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
5.50 |
21.41% |
$0.32 / 7 |
$0.37 / 5 |
1 / 65 |
120.831880% |
-0.216893 |
-0.013407 |
0.087660 |
0.006538 |
-0.002043 |
|
246 |
Legs |
10/27(32) |
PUT |
6.50 / 5.00 |
$43 / $107 / 0.40 |
66.30% / $2.10 / 1.97% / 20.78% |
72.11% / $6.07 |
$0.43 / $0.68 / $0.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
6.50 |
33.70% |
$0.68 / 14 |
$0.75 / 6 |
1 / 81 |
117.840254% |
-0.333867 |
-0.016512 |
0.108599 |
0.008100 |
-0.003301 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
5.00 |
16.80% |
$0.19 / 9 |
$0.25 / 6 |
0 / 46 |
122.765021% |
-0.162460 |
-0.011246 |
0.073353 |
0.005471 |
-0.001494 |
|
373 |
Legs |
10/20(25) |
PUT |
6.50 / 6.00 |
$18 / $32 / 0.56 |
66.65% / $2.07 / 6.47% / 112.12% |
69.45% / $6.32 |
$0.18 / $0.57 / $0.39 / 23 |
|
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 |
6.50 |
33.35% |
$0.57 / 23 |
$0.60 / 121 |
2 / 263 |
112.923125% |
-0.335413 |
-0.018492 |
0.121218 |
0.007283 |
-0.002571 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
6.00 |
25.98% |
$0.36 / 180 |
$0.39 / 32 |
0 / 260 |
111.343214% |
-0.269702 |
-0.016815 |
0.109901 |
0.006603 |
-0.002018 |
|
394 |
Legs |
10/20(25) |
PUT |
6.50 / 5.00 |
$42 / $108 / 0.39 |
66.65% / $3.21 / 2.97% / 42.11% |
72.93% / $6.08 |
$0.42 / $0.57 / $0.15 / 23 |
|
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 |
6.50 |
33.35% |
$0.57 / 23 |
$0.60 / 121 |
2 / 263 |
112.923125% |
-0.335413 |
-0.018492 |
0.121218 |
0.007283 |
-0.002571 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
15.04% |
$0.12 / 288 |
$0.15 / 204 |
70 / 4,152 |
115.260075% |
-0.148351 |
-0.011832 |
0.076971 |
0.004624 |
-0.001060 |
|
|
147 |
|
11/17(53) |
PUT |
42.50 / 40.00 |
$60 / $190 / 0.32 |
71.61% / $4.68 / 2.46% / 16.11% |
75.71% / $41.90 |
$0.60 / $1.60 / $1.00 / 5 |
23 / 17.60% / 48 |
5 |
Legs |
Vertical |
Bullish |
$44.37 (+0.75%) / 618K |
|
Earnings: 11/06 |
|
Neutral / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
42.50 |
28.39% |
$1.60 / 52 |
$1.70 / 67 |
0 / 34 |
39.385445% |
-0.326273 |
-0.018442 |
0.055760 |
0.063500 |
-0.025049 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
13.88% |
$0.90 / 79 |
$1.00 / 5 |
6 / 109 |
41.179243% |
-0.192636 |
-0.014356 |
0.042330 |
0.048206 |
-0.014562 |
|
417 |
Legs |
11/17(53) |
PUT |
42.50 / 37.50 |
$100 / $400 / 0.25 |
71.61% / $29.45 / 7.36% / 54.67% |
78.24% / $41.50 |
$1.00 / $1.60 / $0.60 / 52 |
|
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 |
42.50 |
28.39% |
$1.60 / 52 |
$1.70 / 67 |
0 / 34 |
39.385445% |
-0.326273 |
-0.018442 |
0.055760 |
0.063500 |
-0.025049 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.50 |
5.77% |
$0.50 / 52 |
$0.60 / 261 |
0 / 2 |
44.169583% |
-0.094557 |
-0.008988 |
0.026054 |
0.029670 |
-0.007057 |
|
594 |
Legs |
11/17(53) |
PUT |
42.50 / 35.00 |
$120 / $630 / 0.19 |
71.61% / $59.54 / 9.45% / 74.10% |
79.43% / $41.30 |
$1.20 / $1.60 / $0.40 / 52 |
|
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 |
42.50 |
28.39% |
$1.60 / 52 |
$1.70 / 67 |
0 / 34 |
39.385445% |
-0.326273 |
-0.018442 |
0.055760 |
0.063500 |
-0.025049 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
2.06% |
$0.30 / 69 |
$0.40 / 425 |
0 / 5 |
48.916099% |
-0.036815 |
-0.004350 |
0.012458 |
0.014187 |
-0.002719 |
|
914 |
Legs |
11/17(53) |
PUT |
40.00 / 37.50 |
$30 / $220 / 0.14 |
86.12% / $7.20 / 3.27% / 21.86% |
87.40% / $39.70 |
$0.30 / $0.90 / $0.60 / 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 |
40.00 |
13.88% |
$0.90 / 79 |
$1.00 / 5 |
6 / 109 |
41.179243% |
-0.192636 |
-0.014356 |
0.042330 |
0.048206 |
-0.014562 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.50 |
5.77% |
$0.50 / 52 |
$0.60 / 261 |
0 / 2 |
44.169583% |
-0.094557 |
-0.008988 |
0.026054 |
0.029670 |
-0.007057 |
|
930 |
Legs |
11/17(53) |
PUT |
40.00 / 35.00 |
$50 / $450 / 0.11 |
86.12% / $26.12 / 5.81% / 41.41% |
88.21% / $39.50 |
$0.50 / $0.90 / $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 |
40.00 |
13.88% |
$0.90 / 79 |
$1.00 / 5 |
6 / 109 |
41.179243% |
-0.192636 |
-0.014356 |
0.042330 |
0.048206 |
-0.014562 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
2.06% |
$0.30 / 69 |
$0.40 / 425 |
0 / 5 |
48.916099% |
-0.036815 |
-0.004350 |
0.012458 |
0.014187 |
-0.002719 |
|
994 |
Legs |
10/20(25) |
CALL |
45.00 / 50.00 |
$85 / $415 / 0.21 |
54.64% / $0.60 / 0.14% / 1.74% |
64.67% / $45.85 |
$0.85 / $1.00 / $0.15 / 113 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
45.00 |
45.36% |
$1.00 / 113 |
$1.15 / 414 |
35 / 436 |
23.710364% |
0.497997 |
-0.034274 |
0.086512 |
0.050124 |
0.016274 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
50.00 |
5.71% |
$0.05 / 62 |
$0.15 / 299 |
0 / 419 |
26.083563% |
0.153043 |
-0.019594 |
0.051241 |
0.029689 |
0.005141 |
|
|
150 |
|
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 |
76 / 62.26% / 76 |
5 |
Legs |
Vertical |
Bullish |
$244.20 (-4.50%) / 127.52M |
|
Earnings: 10/18 |
|
Bearish / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
185 |
Legs |
11/17(53) |
PUT |
230.00 / 220.00 |
$310 / $690 / 0.45 |
67.65% / $0.66 / 0.10% / 0.59% |
69.56% / $226.90 |
$3.10 / $11.55 / $8.45 / 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 |
220.00 |
26.46% |
$8.35 / 539 |
$8.45 / 591 |
459 / 6,974 |
53.718279% |
-0.288175 |
-0.217988 |
0.004463 |
0.333802 |
-0.136924 |
|
584 |
Legs |
11/17(53) |
PUT |
235.00 / 225.00 |
$345 / $655 / 0.53 |
64.42% / $1.99 / 0.30% / 1.88% |
66.67% / $231.55 |
$3.45 / $13.40 / $9.95 / 227 |
|
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 |
235.00 |
35.58% |
$13.40 / 433 |
$13.50 / 47 |
173 / 6,042 |
52.399303% |
-0.364956 |
-0.237982 |
0.004915 |
0.367616 |
-0.176920 |
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 |
|
679 |
Legs |
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 |
|
Underlying |
Leg |
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 |
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 |
|
712 |
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 |
|
745 |
Legs |
10/20(25) |
PUT |
225.00 / 195.00 |
$469 / $2,531 / 0.19 |
74.79% / $1.31 / 0.05% / 0.62% |
78.23% / $220.31 |
$4.69 / $6.05 / $1.36 / 122 |
|
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 |
225.00 |
25.21% |
$6.05 / 821 |
$6.10 / 10 |
2,295 / 10,994 |
56.459357% |
-0.288049 |
-0.310606 |
0.006256 |
0.238046 |
-0.065444 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
195.00 |
8.78% |
$1.34 / 316 |
$1.36 / 122 |
2,188 / 8,178 |
60.987214% |
-0.113440 |
-0.176851 |
0.003524 |
0.134102 |
-0.024941 |
|
|
151 |
|
11/17(53) |
PUT |
95.00 / 90.00 |
$120 / $380 / 0.32 |
73.06% / $5.72 / 1.51% / 9.61% |
75.95% / $93.80 |
$1.20 / $3.30 / $2.10 / 21 |
32 / 24.26% / 29 |
5 |
Legs |
Vertical |
Bullish |
$100.87 (-1.07%) / 2.34M |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
26.94% |
$3.30 / 447 |
$3.45 / 189 |
60 / 83 |
40.993544% |
-0.309841 |
-0.050840 |
0.019753 |
0.141280 |
-0.055156 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
16.28% |
$2.05 / 33 |
$2.10 / 21 |
0 / 90 |
42.560043% |
-0.210927 |
-0.042301 |
0.016182 |
0.115738 |
-0.037025 |
|
468 |
Legs |
11/17(53) |
PUT |
95.00 / 85.00 |
$204 / $796 / 0.26 |
73.06% / $31.62 / 3.97% / 27.02% |
77.84% / $92.96 |
$2.04 / $3.30 / $1.26 / 34 |
|
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 |
26.94% |
$3.30 / 447 |
$3.45 / 189 |
60 / 83 |
40.993544% |
-0.309841 |
-0.050840 |
0.019753 |
0.141280 |
-0.055156 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
85.00 |
9.09% |
$1.20 / 133 |
$1.26 / 34 |
10 / 11 |
44.460996% |
-0.129731 |
-0.031290 |
0.011830 |
0.084613 |
-0.022495 |
|
634 |
Legs |
11/17(53) |
PUT |
95.00 / 80.00 |
$255 / $1,245 / 0.21 |
73.06% / $77.83 / 6.25% / 45.11% |
78.95% / $92.45 |
$2.55 / $3.30 / $0.75 / 52 |
|
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 |
26.94% |
$3.30 / 447 |
$3.45 / 189 |
60 / 83 |
40.993544% |
-0.309841 |
-0.050840 |
0.019753 |
0.141280 |
-0.055156 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
80.00 |
4.72% |
$0.68 / 569 |
$0.75 / 52 |
2 / 15 |
46.788582% |
-0.070539 |
-0.020188 |
0.007564 |
0.054099 |
-0.012101 |
|
723 |
Legs |
11/17(53) |
PUT |
95.00 / 75.00 |
$283 / $1,717 / 0.17 |
73.06% / $128.71 / 7.50% / 55.87% |
79.53% / $92.17 |
$2.83 / $3.30 / $0.47 / 229 |
|
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 |
26.94% |
$3.30 / 447 |
$3.45 / 189 |
60 / 83 |
40.993544% |
-0.309841 |
-0.050840 |
0.019753 |
0.141280 |
-0.055156 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
2.29% |
$0.42 / 42 |
$0.47 / 229 |
2 / 31 |
50.354722% |
-0.033021 |
-0.011089 |
0.004125 |
0.029504 |
-0.005612 |
|
753 |
Legs |
10/27(32) |
PUT |
95.00 / 85.00 |
$117 / $883 / 0.13 |
76.39% / $10.56 / 1.20% / 12.21% |
79.66% / $93.83 |
$1.17 / $1.55 / $0.38 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
95.00 |
23.61% |
$1.55 / 65 |
$1.79 / 100 |
0 / 58 |
34.604900% |
-0.286056 |
-0.063073 |
0.023966 |
0.108262 |
-0.031289 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
85.00 |
5.17% |
$0.33 / 16 |
$0.38 / 10 |
4 / 24 |
39.173103% |
-0.087011 |
-0.030035 |
0.011159 |
0.050409 |
-0.009293 |
|
777 |
Legs |
10/20(25) |
PUT |
97.00 / 85.00 |
$142 / $1,058 / 0.13 |
71.47% / $29.46 / 2.78% / 39.03% |
76.41% / $95.58 |
$1.42 / $1.67 / $0.25 / 79 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
97.00 |
28.53% |
$1.67 / 108 |
$1.75 / 45 |
15 / 8 |
32.349315% |
-0.329415 |
-0.074935 |
0.028413 |
0.103394 |
-0.028877 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
85.00 |
3.62% |
$0.22 / 75 |
$0.25 / 79 |
6 / 586 |
39.690371% |
-0.067787 |
-0.027856 |
0.010284 |
0.037423 |
-0.005776 |
|
|
157 |
|
11/17(53) |
PUT |
12.50 / 10.00 |
$70 / $180 / 0.39 |
70.80% / $7.01 / 3.90% / 26.44% |
74.56% / $11.80 |
$0.70 / $1.40 / $0.70 / 43 |
27 / 27.00% / 72 |
5 |
Legs |
Vertical |
Bullish |
$14.40 (-3.29%) / 476K |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
12.50 |
29.20% |
$1.40 / 43 |
$1.55 / 232 |
0 / 32 |
112.708289% |
-0.290453 |
-0.022135 |
0.044960 |
0.019561 |
-0.009499 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
17.57% |
$0.60 / 132 |
$0.70 / 95 |
1 / 18 |
117.851075% |
-0.164713 |
-0.016166 |
0.032544 |
0.014159 |
-0.005072 |
|
822 |
Legs |
12/15(81) |
PUT |
12.50 / 10.00 |
$80 / $170 / 0.47 |
70.21% / $12.43 / 7.31% / 33.81% |
73.76% / $11.70 |
$0.80 / $1.80 / $1.00 / 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) |
PUT |
12.50 |
29.79% |
$1.80 / 10 |
$2.00 / 409 |
63 / 112 |
111.194028% |
-0.286528 |
-0.017807 |
0.036583 |
0.023734 |
-0.015323 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
19.91% |
$0.85 / 204 |
$1.00 / 168 |
0 / 119 |
113.575070% |
-0.181380 |
-0.013942 |
0.028338 |
0.018385 |
-0.009102 |
|
882 |
Legs |
10/20(25) |
PUT |
12.50 / 5.00 |
$55 / $695 / 0.08 |
73.51% / $14.41 / 2.07% / 27.91% |
77.47% / $11.95 |
$0.55 / $0.60 / $0.05 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
12.50 |
26.49% |
$0.60 / 66 |
$0.70 / 227 |
2 / 803 |
95.309517% |
-0.279906 |
-0.030886 |
0.061932 |
0.013709 |
-0.004136 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
1.94% |
0 / 0 |
$0.05 / 18 |
0 / 465 |
198.278282% |
-0.001266 |
-0.000389 |
0.000769 |
0.000170 |
-0.000016 |
|
892 |
Legs |
10/20(25) |
PUT |
12.50 / 2.50 |
$55 / $945 / 0.06 |
73.51% / $26.79 / 2.83% / 39.86% |
77.47% / $11.95 |
$0.55 / $0.60 / $0.05 / 66 |
|
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 |
12.50 |
26.49% |
$0.60 / 66 |
$0.70 / 227 |
2 / 803 |
95.309517% |
-0.279906 |
-0.030886 |
0.061932 |
0.013709 |
-0.004136 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
2.50 |
0.72% |
0 / 0 |
$0.05 / 266 |
0 / 100 |
321.629198% |
-0.000001 |
0.000000 |
0.000001 |
0.000000 |
0.000000 |
|
955 |
Legs |
12/15(81) |
PUT |
12.50 / 2.50 |
$175 / $825 / 0.21 |
70.21% / $37.93 / 4.60% / 20.39% |
77.49% / $10.75 |
$1.75 / $1.80 / $0.05 / 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 |
12.50 |
29.79% |
$1.80 / 10 |
$2.00 / 409 |
63 / 112 |
111.194028% |
-0.286528 |
-0.017807 |
0.036583 |
0.023734 |
-0.015323 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
5.64% |
0 / 0 |
$0.05 / 21 |
70 / 2,156 |
188.741662% |
-0.001095 |
-0.000198 |
0.000393 |
0.000255 |
-0.000045 |
|
957 |
Legs |
12/15(81) |
PUT |
12.50 / 5.00 |
$140 / $610 / 0.23 |
70.21% / $10.18 / 1.67% / 7.07% |
76.18% / $11.10 |
$1.40 / $1.80 / $0.40 / 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 |
12.50 |
29.79% |
$1.80 / 10 |
$2.00 / 409 |
63 / 112 |
111.194028% |
-0.286528 |
-0.017807 |
0.036583 |
0.023734 |
-0.015323 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
8.61% |
$0.10 / 95 |
$0.40 / 454 |
0 / 423 |
163.130646% |
-0.023481 |
-0.002979 |
0.005960 |
0.003866 |
-0.001033 |
|
|
158 |
|
11/17(53) |
PUT |
75.00 / 70.00 |
$120 / $380 / 0.32 |
72.46% / $4.26 / 1.12% / 7.08% |
75.54% / $73.80 |
$1.20 / $3.10 / $1.90 / 24 |
64 / 22.83% / 11 |
4 |
Legs |
Vertical |
Bullish |
$80.83 (-0.47%) / 845K |
|
Earnings: 10/25 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
75.00 |
27.54% |
$3.10 / 47 |
$3.30 / 52 |
800 / 1,223 |
47.821258% |
-0.310728 |
-0.048236 |
0.021106 |
0.112679 |
-0.045032 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
16.25% |
$1.80 / 28 |
$1.90 / 24 |
500 / 643 |
49.564717% |
-0.204203 |
-0.039284 |
0.016941 |
0.090445 |
-0.029068 |
|
498 |
Legs |
11/17(53) |
PUT |
75.00 / 65.00 |
$200 / $800 / 0.25 |
72.46% / $28.86 / 3.61% / 24.31% |
77.47% / $73.00 |
$2.00 / $3.10 / $1.10 / 47 |
|
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 |
75.00 |
27.54% |
$3.10 / 47 |
$3.30 / 52 |
800 / 1,223 |
47.821258% |
-0.310728 |
-0.048236 |
0.021106 |
0.112679 |
-0.045032 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
8.83% |
$0.95 / 51 |
$1.10 / 53 |
0 / 48 |
52.030937% |
-0.118148 |
-0.027718 |
0.011825 |
0.063129 |
-0.016556 |
|
643 |
Legs |
11/17(53) |
PUT |
75.00 / 60.00 |
$250 / $1,250 / 0.20 |
72.46% / $77.19 / 6.18% / 44.47% |
78.62% / $72.50 |
$2.50 / $3.10 / $0.60 / 47 |
|
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 |
75.00 |
27.54% |
$3.10 / 47 |
$3.30 / 52 |
800 / 1,223 |
47.821258% |
-0.310728 |
-0.048236 |
0.021106 |
0.112679 |
-0.045032 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
4.46% |
$0.50 / 53 |
$0.60 / 71 |
1 / 26 |
55.113546% |
-0.058146 |
-0.016417 |
0.006946 |
0.037084 |
-0.008038 |
|
789 |
Legs |
11/17(53) |
PUT |
75.00 / 55.00 |
$240 / $1,760 / 0.14 |
72.46% / $100.58 / 5.71% / 40.67% |
78.39% / $72.60 |
$2.40 / $3.10 / $0.70 / 47 |
|
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 |
75.00 |
27.54% |
$3.10 / 47 |
$3.30 / 52 |
800 / 1,223 |
47.821258% |
-0.310728 |
-0.048236 |
0.021106 |
0.112679 |
-0.045032 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
2.11% |
0 / 0 |
$0.70 / 78 |
0 / 103 |
71.470093% |
-0.023274 |
-0.007824 |
0.003289 |
0.017560 |
-0.003179 |
|
807 |
Legs |
11/17(53) |
PUT |
75.00 / 50.00 |
$260 / $2,240 / 0.12 |
72.46% / $145.24 / 6.48% / 47.07% |
78.84% / $72.40 |
$2.60 / $3.10 / $0.50 / 47 |
|
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 |
75.00 |
27.54% |
$3.10 / 47 |
$3.30 / 52 |
800 / 1,223 |
47.821258% |
-0.310728 |
-0.048236 |
0.021106 |
0.112679 |
-0.045032 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
50.00 |
0.94% |
0 / 0 |
$0.50 / 77 |
0 / 256 |
79.065297% |
-0.007137 |
-0.002833 |
0.001185 |
0.006325 |
-0.000965 |
|
|
159 |
|
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 |
9 / 7.49% / 32 |
5 |
Legs |
Vertical |
Bullish |
$11.7505 (+3.99%) / 523K |
|
Earnings: 11/06 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
765 |
Legs |
10/20(25) |
PUT |
11.00 / 8.00 |
$85 / $215 / 0.40 |
62.82% / $2.06 / 0.96% / 12.10% |
70.70% / $10.15 |
$0.85 / $1.10 / $0.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
11.00 |
37.18% |
$1.10 / 79 |
$1.15 / 21 |
112 / 2,454 |
112.572643% |
-0.363878 |
-0.032677 |
0.072751 |
0.012267 |
-0.004691 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
8.00 |
14.98% |
$0.20 / 132 |
$0.25 / 1 |
17 / 753 |
121.330560% |
-0.143841 |
-0.019906 |
0.043922 |
0.007406 |
-0.001699 |
|
768 |
Legs |
11/17(53) |
PUT |
11.00 / 6.00 |
$125 / $375 / 0.33 |
63.64% / $0.91 / 0.24% / 1.50% |
71.65% / $9.75 |
$1.25 / $1.90 / $0.65 / 403 |
|
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 |
11.00 |
36.36% |
$1.90 / 403 |
$2.10 / 481 |
0 / 307 |
132.615199% |
-0.341915 |
-0.022509 |
0.050746 |
0.016818 |
-0.009994 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
12.79% |
$0.20 / 925 |
$0.65 / 1,124 |
0 / 24 |
165.977068% |
-0.084086 |
-0.009630 |
0.021331 |
0.007069 |
-0.002098 |
|
773 |
Legs |
10/20(25) |
PUT |
10.00 / 6.00 |
$60 / $340 / 0.18 |
71.96% / $0.14 / 0.04% / 0.50% |
76.58% / $9.40 |
$0.60 / $0.65 / $0.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
10.00 |
28.04% |
$0.65 / 471 |
$0.75 / 76 |
12 / 4,536 |
113.236439% |
-0.287011 |
-0.029749 |
0.065999 |
0.011128 |
-0.003590 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
6.00 |
7.54% |
0 / 0 |
$0.05 / 2 |
0 / 4,145 |
134.187261% |
-0.043704 |
-0.008162 |
0.017938 |
0.003025 |
-0.000490 |
|
783 |
Legs |
10/20(25) |
PUT |
11.00 / 9.00 |
$65 / $135 / 0.48 |
62.82% / $1.11 / 0.82% / 10.36% |
68.96% / $10.35 |
$0.65 / $1.10 / $0.45 / 25 |
|
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 |
11.00 |
37.18% |
$1.10 / 79 |
$1.15 / 21 |
112 / 2,454 |
112.572643% |
-0.363878 |
-0.032677 |
0.072751 |
0.012267 |
-0.004691 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
9.00 |
20.68% |
$0.40 / 2 |
$0.45 / 25 |
10 / 3,097 |
118.152395% |
-0.212223 |
-0.025400 |
0.056185 |
0.009474 |
-0.002578 |
|
801 |
Legs |
11/17(53) |
PUT |
11.00 / 9.00 |
$75 / $125 / 0.60 |
63.64% / $7.69 / 6.15% / 44.30% |
68.64% / $10.25 |
$0.75 / $1.90 / $1.15 / 403 |
|
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 |
11.00 |
36.36% |
$1.90 / 403 |
$2.10 / 481 |
0 / 307 |
132.615199% |
-0.341915 |
-0.022509 |
0.050746 |
0.016818 |
-0.009994 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
24.29% |
$1.00 / 86 |
$1.15 / 492 |
0 / 119 |
135.275031% |
-0.233104 |
-0.018907 |
0.042279 |
0.014012 |
-0.006398 |
|
|
160 |
|
11/17(53) |
PUT |
17.50 / 15.00 |
$69 / $181 / 0.38 |
73.73% / $12.17 / 6.72% / 49.10% |
76.96% / $16.81 |
$0.69 / $1.32 / $0.63 / 7 |
25 / 18.29% / 95 |
5 |
Legs |
Vertical |
Bullish |
$20.20 (-4.94%) / 15.02M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
17.50 |
26.27% |
$1.32 / 204 |
$1.33 / 13 |
286 / 8,426 |
86.747122% |
-0.275055 |
-0.023341 |
0.040264 |
0.026897 |
-0.011510 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
16.02% |
$0.62 / 907 |
$0.63 / 7 |
30 / 5,273 |
89.681093% |
-0.164294 |
-0.017468 |
0.029868 |
0.019953 |
-0.006608 |
|
512 |
Legs |
11/17(53) |
PUT |
17.50 / 12.50 |
$106 / $394 / 0.27 |
73.73% / $19.07 / 4.84% / 33.68% |
78.57% / $16.44 |
$1.06 / $1.32 / $0.26 / 204 |
|
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 |
26.27% |
$1.32 / 204 |
$1.33 / 13 |
286 / 8,426 |
86.747122% |
-0.275055 |
-0.023341 |
0.040264 |
0.026897 |
-0.011510 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.50 |
9.36% |
$0.24 / 925 |
$0.26 / 705 |
318 / 7,212 |
94.620154% |
-0.076984 |
-0.010259 |
0.017423 |
0.011639 |
-0.002985 |
|
725 |
Legs |
11/17(53) |
PUT |
17.50 / 10.00 |
$123 / $627 / 0.20 |
73.73% / $31.10 / 4.96% / 34.62% |
79.27% / $16.27 |
$1.23 / $1.32 / $0.09 / 204 |
|
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 |
26.27% |
$1.32 / 204 |
$1.33 / 13 |
286 / 8,426 |
86.747122% |
-0.275055 |
-0.023341 |
0.040264 |
0.026897 |
-0.011510 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
5.29% |
$0.08 / 1,096 |
$0.09 / 634 |
49 / 2,991 |
102.471746% |
-0.024145 |
-0.004054 |
0.006849 |
0.004575 |
-0.000905 |
|
774 |
Legs |
10/06(11) |
PUT |
19.50 / 19.00 |
$17 / $33 / 0.52 |
64.94% / $0.06 / 0.19% / 4.45% |
66.97% / $19.33 |
$0.17 / $0.74 / $0.57 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
19.50 |
35.06% |
$0.74 / 5 |
$0.75 / 19 |
47 / 109 |
71.664969% |
-0.371147 |
-0.052464 |
0.088896 |
0.015627 |
-0.003616 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
19.00 |
29.29% |
$0.56 / 286 |
$0.57 / 13 |
46 / 323 |
71.887658% |
-0.325119 |
-0.050060 |
0.084667 |
0.014884 |
-0.003143 |
|
791 |
Legs |
10/20(25) |
PUT |
18.50 / 12.50 |
$72 / $528 / 0.14 |
71.22% / $11.29 / 2.14% / 28.90% |
76.34% / $17.78 |
$0.72 / $0.76 / $0.04 / 325 |
|
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 |
18.50 |
28.78% |
$0.76 / 325 |
$0.78 / 516 |
62 / 376 |
71.766591% |
-0.310616 |
-0.035025 |
0.059730 |
0.020300 |
-0.006138 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
12.50 |
4.08% |
$0.03 / 1,553 |
$0.04 / 1,872 |
138 / 1,713 |
88.325176% |
-0.032392 |
-0.007296 |
0.012264 |
0.004168 |
-0.000591 |
|
799 |
Legs |
11/17(53) |
PUT |
17.50 / 7.50 |
$129 / $871 / 0.15 |
73.73% / $46.21 / 5.31% / 37.35% |
79.52% / $16.21 |
$1.29 / $1.32 / $0.03 / 204 |
|
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 |
26.27% |
$1.32 / 204 |
$1.33 / 13 |
286 / 8,426 |
86.747122% |
-0.275055 |
-0.023341 |
0.040264 |
0.026897 |
-0.011510 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
2.93% |
$0.02 / 2,033 |
$0.03 / 1,000 |
8 / 2,355 |
114.791111% |
-0.003650 |
-0.000783 |
0.001317 |
0.000880 |
-0.000133 |
|
|
161 |
|
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 |
11 / 11.37% / 72 |
5 |
Legs |
Vertical |
Bullish |
$322.70 (-1.03%) / 283K |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
190 |
Legs |
11/17(53) |
PUT |
300.00 / 270.00 |
$850 / $2,150 / 0.40 |
68.20% / $8.98 / 0.42% / 2.59% |
71.83% / $291.50 |
$8.50 / $18.00 / $9.50 / 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 |
270.00 |
20.29% |
$9.20 / 15 |
$9.50 / 5 |
8 / 12 |
63.581727% |
-0.225390 |
-0.269745 |
0.002814 |
0.385954 |
-0.140245 |
|
195 |
Legs |
11/17(53) |
PUT |
300.00 / 260.00 |
$1,050 / $2,950 / 0.36 |
68.20% / $2.56 / 0.09% / 0.53% |
72.64% / $289.50 |
$10.50 / $18.00 / $7.50 / 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 |
260.00 |
17.25% |
$7.25 / 9 |
$7.50 / 9 |
17 / 13 |
64.814194% |
-0.192369 |
-0.246420 |
0.002563 |
0.351536 |
-0.118592 |
|
291 |
Legs |
11/17(53) |
PUT |
300.00 / 250.00 |
$1,210 / $3,790 / 0.32 |
68.20% / $1.90 / 0.05% / 0.31% |
73.28% / $287.90 |
$12.10 / $18.00 / $5.90 / 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 |
250.00 |
14.58% |
$5.65 / 24 |
$5.90 / 7 |
1 / 11 |
66.221788% |
-0.161381 |
-0.221109 |
0.002293 |
0.314569 |
-0.098598 |
|
467 |
Legs |
11/17(53) |
PUT |
300.00 / 240.00 |
$1,340 / $4,660 / 0.29 |
68.20% / $16.22 / 0.35% / 2.16% |
73.79% / $286.60 |
$13.40 / $18.00 / $4.60 / 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 |
240.00 |
12.26% |
$4.45 / 11 |
$4.60 / 5 |
0 / 6 |
67.938507% |
-0.132795 |
-0.194478 |
0.002012 |
0.275992 |
-0.080429 |
|
691 |
Legs |
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 |
|
Underlying |
Leg |
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 |
280.00 |
25.97% |
$17.20 / 15 |
$17.70 / 6 |
10 / 294 |
63.715281% |
-0.273783 |
-0.240624 |
0.002556 |
0.522705 |
-0.271213 |
|
|
162 |
|
10/20(25) |
PUT |
5.00 / 4.00 |
$35 / $65 / 0.54 |
70.23% / $7.05 / 10.85% / 244.27% |
73.31% / $4.65 |
$0.35 / $0.70 / $0.35 / 15 |
76 / 59.34% / 16 |
5 |
Legs |
Vertical |
Bullish |
$5.79 (+4.32%) / 366K |
|
|
|
Bullish / 2 days 11 hours |
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 |
5.00 |
29.77% |
$0.70 / 358 |
$0.85 / 6 |
0 / 956 |
193.094079% |
-0.273460 |
-0.026464 |
0.071171 |
0.005496 |
-0.002286 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
4.00 |
21.75% |
$0.25 / 472 |
$0.35 / 15 |
0 / 77 |
177.144283% |
-0.188870 |
-0.021562 |
0.057829 |
0.004466 |
-0.001477 |
|
164 |
Legs |
11/17(53) |
PUT |
5.00 / 4.00 |
$35 / $65 / 0.54 |
71.75% / $7.92 / 12.19% / 102.60% |
73.91% / $4.65 |
$0.35 / $1.10 / $0.75 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
28.25% |
$1.10 / 20 |
$1.25 / 6 |
0 / 26 |
190.361019% |
-0.239621 |
-0.017450 |
0.047387 |
0.007193 |
-0.005113 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
4.00 |
22.58% |
$0.55 / 181 |
$0.75 / 61 |
0 / 25 |
186.514313% |
-0.182199 |
-0.014913 |
0.040338 |
0.006123 |
-0.003621 |
|
174 |
Legs |
10/20(25) |
PUT |
5.00 / 3.00 |
$55 / $145 / 0.38 |
70.23% / $5.95 / 4.10% / 61.98% |
74.94% / $4.45 |
$0.55 / $0.70 / $0.15 / 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 |
5.00 |
29.77% |
$0.70 / 358 |
$0.85 / 6 |
0 / 956 |
193.094079% |
-0.273460 |
-0.026464 |
0.071171 |
0.005496 |
-0.002286 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
3.00 |
15.87% |
$0.05 / 85 |
$0.15 / 7 |
0 / 250 |
185.356883% |
-0.107000 |
-0.014736 |
0.039426 |
0.003045 |
-0.000780 |
|
375 |
Legs |
11/17(53) |
PUT |
5.00 / 3.00 |
$75 / $125 / 0.60 |
71.75% / $23.21 / 18.57% / 184.54% |
76.14% / $4.25 |
$0.75 / $1.10 / $0.35 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
28.25% |
$1.10 / 20 |
$1.25 / 6 |
0 / 26 |
190.361019% |
-0.239621 |
-0.017450 |
0.047387 |
0.007193 |
-0.005113 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
18.18% |
$0.20 / 63 |
$0.35 / 20 |
0 / 69 |
183.549140% |
-0.122169 |
-0.011469 |
0.030906 |
0.004691 |
-0.002241 |
|
483 |
Legs |
10/20(25) |
PUT |
5.00 / 2.00 |
$65 / $235 / 0.28 |
70.23% / $3.11 / 1.32% / 17.08% |
75.71% / $4.35 |
$0.65 / $0.70 / $0.05 / 250 |
|
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 |
5.00 |
29.77% |
$0.70 / 358 |
$0.85 / 6 |
0 / 956 |
193.094079% |
-0.273460 |
-0.026464 |
0.071171 |
0.005496 |
-0.002286 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
2.00 |
11.60% |
0 / 0 |
$0.05 / 250 |
0 / 36 |
237.680864% |
-0.039986 |
-0.006902 |
0.018426 |
0.001423 |
-0.000270 |
|
528 |
Legs |
11/17(53) |
PUT |
5.00 / 1.00 |
$90 / $310 / 0.29 |
71.75% / $7.85 / 2.53% / 16.59% |
76.92% / $4.10 |
$0.90 / $1.10 / $0.20 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
28.25% |
$1.10 / 20 |
$1.25 / 6 |
0 / 26 |
190.361019% |
-0.239621 |
-0.017450 |
0.047387 |
0.007193 |
-0.005113 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
1.00 |
12.05% |
0 / 0 |
$0.20 / 80 |
0 / 9 |
397.484853% |
-0.015921 |
-0.002273 |
0.006081 |
0.000923 |
-0.000236 |
|
|
165 |
|
11/17(53) |
PUT |
55.00 / 50.00 |
$160 / $340 / 0.47 |
68.96% / $18.04 / 5.31% / 37.36% |
72.35% / $53.40 |
$1.60 / $4.20 / $2.60 / 76 |
29 / 16.82% / 81 |
5 |
Legs |
Vertical |
Bullish |
$59.34 (-1.97%) / 2.89M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
55.00 |
31.04% |
$4.20 / 647 |
$4.30 / 49 |
37 / 1,093 |
74.860031% |
-0.323815 |
-0.063459 |
0.017016 |
0.085606 |
-0.039018 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
50.00 |
21.34% |
$2.54 / 21 |
$2.60 / 76 |
106 / 6,519 |
76.636043% |
-0.232973 |
-0.054474 |
0.014481 |
0.072851 |
-0.027325 |
|
175 |
Legs |
11/17(53) |
PUT |
55.00 / 45.00 |
$274 / $726 / 0.38 |
68.96% / $33.43 / 4.60% / 31.83% |
74.60% / $52.26 |
$2.74 / $4.20 / $1.46 / 237 |
|
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 |
31.04% |
$4.20 / 647 |
$4.30 / 49 |
37 / 1,093 |
74.860031% |
-0.323815 |
-0.063459 |
0.017016 |
0.085606 |
-0.039018 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
45.00 |
14.14% |
$1.41 / 73 |
$1.46 / 237 |
13 / 2,442 |
79.087002% |
-0.151550 |
-0.042106 |
0.011116 |
0.055922 |
-0.017334 |
|
315 |
Legs |
11/17(53) |
PUT |
55.00 / 40.00 |
$344 / $1,156 / 0.30 |
68.96% / $57.65 / 4.99% / 34.82% |
75.91% / $51.56 |
$3.44 / $4.20 / $0.76 / 82 |
|
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 |
31.04% |
$4.20 / 647 |
$4.30 / 49 |
37 / 1,093 |
74.860031% |
-0.323815 |
-0.063459 |
0.017016 |
0.085606 |
-0.039018 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
9.09% |
$0.73 / 122 |
$0.76 / 82 |
124 / 832 |
82.590109% |
-0.085972 |
-0.028307 |
0.007431 |
0.037384 |
-0.009608 |
|
490 |
Legs |
11/17(53) |
PUT |
50.00 / 45.00 |
$108 / $392 / 0.28 |
78.66% / $15.18 / 3.87% / 26.28% |
80.42% / $48.92 |
$1.08 / $2.54 / $1.46 / 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) |
PUT |
50.00 |
21.34% |
$2.54 / 21 |
$2.60 / 76 |
106 / 6,519 |
76.636043% |
-0.232973 |
-0.054474 |
0.014481 |
0.072851 |
-0.027325 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
45.00 |
14.14% |
$1.41 / 73 |
$1.46 / 237 |
13 / 2,442 |
79.087002% |
-0.151550 |
-0.042106 |
0.011116 |
0.055922 |
-0.017334 |
|
575 |
Legs |
11/03(39) |
PUT |
58.00 / 55.00 |
$115 / $185 / 0.62 |
62.05% / $5.39 / 2.91% / 26.29% |
65.26% / $56.85 |
$1.15 / $4.85 / $3.70 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
58.00 |
37.95% |
$4.85 / 11 |
$5.00 / 12 |
0 / 1 |
76.676824% |
-0.383454 |
-0.077813 |
0.020814 |
0.078992 |
-0.034195 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
55.00 |
29.90% |
$3.60 / 11 |
$3.70 / 24 |
10 / 4 |
77.345771% |
-0.318839 |
-0.073199 |
0.019466 |
0.073875 |
-0.027959 |
|
583 |
Legs |
11/17(53) |
PUT |
55.00 / 35.00 |
$371 / $1,629 / 0.23 |
68.96% / $84.59 / 5.19% / 36.45% |
76.41% / $51.29 |
$3.71 / $4.20 / $0.49 / 647 |
|
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 |
31.04% |
$4.20 / 647 |
$4.30 / 49 |
37 / 1,093 |
74.860031% |
-0.323815 |
-0.063459 |
0.017016 |
0.085606 |
-0.039018 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
5.69% |
$0.25 / 1,033 |
$0.49 / 1,810 |
0 / 353 |
87.737631% |
-0.040309 |
-0.015712 |
0.004106 |
0.020656 |
-0.004409 |
|
|
166 |
|
11/17(53) |
PUT |
35.00 / 30.00 |
$148 / $352 / 0.42 |
73.81% / $27.17 / 7.72% / 57.85% |
76.13% / $33.52 |
$1.48 / $3.55 / $2.07 / 10 |
25 / 14.35% / 97 |
5 |
Legs |
Vertical |
Bullish |
$42.12 (-1.82%) / 7.88M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
35.00 |
26.19% |
$3.55 / 515 |
$3.70 / 327 |
15 / 1,869 |
114.635162% |
-0.258144 |
-0.066472 |
0.013375 |
0.054595 |
-0.025321 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
19.04% |
$2.02 / 51 |
$2.07 / 10 |
279 / 3,007 |
117.955677% |
-0.178313 |
-0.053947 |
0.010796 |
0.044067 |
-0.016778 |
|
240 |
Legs |
11/17(53) |
PUT |
35.00 / 25.00 |
$249 / $751 / 0.33 |
73.81% / $38.09 / 5.07% / 35.49% |
77.62% / $32.51 |
$2.49 / $3.55 / $1.06 / 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 |
35.00 |
26.19% |
$3.55 / 515 |
$3.70 / 327 |
15 / 1,869 |
114.635162% |
-0.258144 |
-0.066472 |
0.013375 |
0.054595 |
-0.025321 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
13.69% |
$1.02 / 52 |
$1.06 / 49 |
110 / 2,257 |
123.696344% |
-0.106678 |
-0.038215 |
0.007612 |
0.031073 |
-0.009633 |
|
461 |
Legs |
11/17(53) |
PUT |
35.00 / 22.50 |
$282 / $968 / 0.29 |
73.81% / $40.18 / 4.15% / 28.36% |
78.08% / $32.18 |
$2.82 / $3.55 / $0.73 / 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 |
35.00 |
26.19% |
$3.55 / 515 |
$3.70 / 327 |
15 / 1,869 |
114.635162% |
-0.258144 |
-0.066472 |
0.013375 |
0.054595 |
-0.025321 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
11.57% |
$0.70 / 37 |
$0.73 / 22 |
12 / 763 |
127.879389% |
-0.076243 |
-0.029842 |
0.005932 |
0.024216 |
-0.006746 |
|
559 |
Legs |
11/03(39) |
PUT |
41.00 / 37.00 |
$145 / $255 / 0.57 |
61.96% / $0.34 / 0.13% / 1.07% |
65.47% / $39.55 |
$1.45 / $5.25 / $3.80 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
41.00 |
38.04% |
$5.25 / 25 |
$5.45 / 13 |
5 / 1 |
110.969719% |
-0.366353 |
-0.088991 |
0.017933 |
0.055221 |
-0.026874 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
37.00 |
28.93% |
$3.35 / 54 |
$3.80 / 58 |
1 / 15 |
113.082902% |
-0.290941 |
-0.081471 |
0.016336 |
0.050303 |
-0.020645 |
|
618 |
Legs |
11/17(53) |
PUT |
35.00 / 20.00 |
$304 / $1,196 / 0.25 |
73.81% / $40.74 / 3.41% / 22.83% |
78.39% / $31.96 |
$3.04 / $3.55 / $0.51 / 187 |
|
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 |
35.00 |
26.19% |
$3.55 / 515 |
$3.70 / 327 |
15 / 1,869 |
114.635162% |
-0.258144 |
-0.066472 |
0.013375 |
0.054595 |
-0.025321 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
9.76% |
$0.47 / 155 |
$0.51 / 187 |
208 / 13,225 |
133.807923% |
-0.050586 |
-0.021713 |
0.004308 |
0.017586 |
-0.004385 |
|
665 |
Legs |
11/17(53) |
PUT |
40.00 / 20.00 |
$524 / $1,476 / 0.36 |
64.57% / $83.42 / 5.65% / 40.15% |
74.20% / $34.76 |
$5.24 / $5.75 / $0.51 / 187 |
|
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 |
35.43% |
$5.75 / 324 |
$5.85 / 6 |
77 / 3,161 |
112.377630% |
-0.339868 |
-0.074871 |
0.015162 |
0.061891 |
-0.034767 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
9.76% |
$0.47 / 155 |
$0.51 / 187 |
208 / 13,225 |
133.807923% |
-0.050586 |
-0.021713 |
0.004308 |
0.017586 |
-0.004385 |
|
|
169 |
|
11/17(53) |
PUT |
100.00 / 95.00 |
$120 / $380 / 0.32 |
76.17% / $6.18 / 1.63% / 10.42% |
77.06% / $98.80 |
$1.20 / $17.40 / $16.20 / 1 |
99 / 100.00% / 23 |
5 |
Legs |
Vertical |
Bullish |
$119.11 (-0.37%) / 553K |
|
Earnings: 11/01 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
100.00 |
23.83% |
$17.40 / 5 |
$19.80 / 13 |
4 / 311 |
164.891134% |
-0.250180 |
-0.134260 |
0.006369 |
0.151348 |
-0.061647 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
95.00 |
20.27% |
$15.10 / 15 |
$16.20 / 1 |
1 / 262 |
161.561469% |
-0.212513 |
-0.122938 |
0.005814 |
0.138169 |
-0.051660 |
|
231 |
Legs |
11/17(53) |
PUT |
95.00 / 90.00 |
$170 / $330 / 0.52 |
79.73% / $71.79 / 21.75% / 234.86% |
80.84% / $93.30 |
$1.70 / $15.10 / $13.40 / 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 |
95.00 |
20.27% |
$15.10 / 15 |
$16.20 / 1 |
1 / 262 |
161.561469% |
-0.212513 |
-0.122938 |
0.005814 |
0.138169 |
-0.051660 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
17.15% |
$12.80 / 15 |
$13.40 / 5 |
3 / 32 |
159.526984% |
-0.176643 |
-0.110146 |
0.005195 |
0.123453 |
-0.042375 |
|
239 |
Legs |
11/17(53) |
PUT |
105.00 / 95.00 |
$370 / $630 / 0.59 |
72.14% / $107.26 / 17.03% / 162.57% |
75.17% / $101.30 |
$3.70 / $19.90 / $16.20 / 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 |
105.00 |
27.86% |
$19.90 / 6 |
$21.30 / 5 |
1 / 136 |
161.168295% |
-0.289051 |
-0.143870 |
0.006847 |
0.162716 |
-0.072222 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
95.00 |
20.27% |
$15.10 / 15 |
$16.20 / 1 |
1 / 262 |
161.561469% |
-0.212513 |
-0.122938 |
0.005814 |
0.138169 |
-0.051660 |
|
259 |
Legs |
11/17(53) |
PUT |
85.00 / 55.00 |
$805 / $2,195 / 0.37 |
85.56% / $512.00 / 23.33% / 262.31% |
89.14% / $76.95 |
$8.05 / $10.70 / $2.65 / 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 |
85.00 |
14.44% |
$10.70 / 5 |
$11.70 / 6 |
0 / 230 |
160.894336% |
-0.143167 |
-0.096230 |
0.004527 |
0.107585 |
-0.033903 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
4.77% |
$1.95 / 10 |
$2.65 / 10 |
1 / 189 |
156.512499% |
-0.017133 |
-0.018280 |
0.000850 |
0.020206 |
-0.003780 |
|
264 |
Legs |
11/17(53) |
PUT |
90.00 / 80.00 |
$280 / $720 / 0.39 |
82.85% / $123.91 / 17.21% / 165.13% |
84.41% / $87.20 |
$2.80 / $12.80 / $10.00 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
90.00 |
17.15% |
$12.80 / 15 |
$13.40 / 5 |
3 / 32 |
159.526984% |
-0.176643 |
-0.110146 |
0.005195 |
0.123453 |
-0.042375 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
80.00 |
12.11% |
$8.60 / 15 |
$10.00 / 10 |
23 / 217 |
160.998741% |
-0.112655 |
-0.081641 |
0.003832 |
0.091063 |
-0.026344 |
|
309 |
Legs |
10/27(32) |
PUT |
100.00 / 75.00 |
$520 / $1,980 / 0.26 |
79.34% / $203.75 / 10.29% / 158.39% |
83.55% / $94.80 |
$5.20 / $8.80 / $3.60 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
100.00 |
20.66% |
$8.80 / 5 |
$10.20 / 5 |
0 / 1 |
132.627305% |
-0.228434 |
-0.162435 |
0.007626 |
0.114448 |
-0.033301 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
75.00 |
6.31% |
$2.60 / 10 |
$3.60 / 10 |
1 / 1 |
143.473604% |
-0.052858 |
-0.058468 |
0.002718 |
0.040786 |
-0.007275 |
|
|
172 |
|
11/17(53) |
PUT |
3.50 / 3.00 |
$15 / $35 / 0.43 |
68.36% / $0.21 / 0.60% / 3.74% |
70.86% / $3.35 |
$0.15 / $0.45 / $0.30 / 13 |
95 / 44.36% / 4 |
5 |
Legs |
Vertical |
Bullish |
$3.95 (+7.92%) / 8.27M |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
3.50 |
31.64% |
$0.45 / 13 |
$0.55 / 13 |
0 / 36 |
124.282443% |
-0.299747 |
-0.007864 |
0.130716 |
0.005418 |
-0.003035 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
23.99% |
$0.25 / 165 |
$0.30 / 100 |
1,047 / 6,824 |
121.565135% |
-0.225473 |
-0.006829 |
0.112930 |
0.004681 |
-0.002178 |
|
805 |
Legs |
10/20(25) |
PUT |
3.50 / 1.50 |
$25 / $175 / 0.14 |
69.06% / $0.57 / 0.33% / 3.99% |
74.64% / $3.25 |
$0.25 / $0.30 / $0.05 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
3.50 |
30.94% |
$0.30 / 6 |
$0.35 / 90 |
22 / 4,688 |
127.557758% |
-0.309644 |
-0.011315 |
0.185926 |
0.003921 |
-0.001368 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
1.50 |
5.27% |
0 / 0 |
$0.05 / 832 |
0 / 5 |
237.043318% |
-0.011932 |
-0.001009 |
0.016388 |
0.000346 |
-0.000045 |
|
831 |
Legs |
10/20(25) |
PUT |
3.50 / 1.00 |
$25 / $225 / 0.11 |
69.06% / $3.35 / 1.49% / 19.38% |
74.64% / $3.25 |
$0.25 / $0.30 / $0.05 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
3.50 |
30.94% |
$0.30 / 6 |
$0.35 / 90 |
22 / 4,688 |
127.557758% |
-0.309644 |
-0.011315 |
0.185926 |
0.003921 |
-0.001368 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
1.00 |
3.26% |
0 / 0 |
$0.05 / 928 |
0 / 116 |
327.269899% |
-0.000959 |
-0.000105 |
0.001708 |
0.000036 |
-0.000003 |
|
898 |
Legs |
10/20(25) |
CALL |
5.00 / 7.00 |
$15 / $185 / 0.08 |
80.63% / $1.94 / 1.05% / 13.31% |
82.96% / $5.15 |
$0.15 / $0.25 / $0.10 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
5.00 |
19.37% |
$0.25 / 16 |
$0.30 / 862 |
272 / 10,105 |
133.007551% |
0.403206 |
-0.012805 |
0.204129 |
0.004305 |
0.000926 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.00 |
3.08% |
$0.05 / 31 |
$0.10 / 53 |
5 / 5,387 |
142.240235% |
0.172342 |
-0.008414 |
0.134601 |
0.002839 |
0.000427 |
|
931 |
Legs |
10/20(25) |
CALL |
5.00 / 8.00 |
$15 / $285 / 0.05 |
80.63% / $5.68 / 1.99% / 26.70% |
82.96% / $5.15 |
$0.15 / $0.25 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
5.00 |
19.37% |
$0.25 / 16 |
$0.30 / 862 |
272 / 10,105 |
133.007551% |
0.403206 |
-0.012805 |
0.204129 |
0.004305 |
0.000926 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
8.00 |
1.16% |
$0.05 / 4 |
$0.10 / 1 |
90 / 2,728 |
164.953270% |
0.110720 |
-0.006221 |
0.099611 |
0.002101 |
0.000280 |
|
936 |
Legs |
10/20(25) |
CALL |
5.00 / 9.00 |
$20 / $380 / 0.05 |
80.63% / $12.78 / 3.36% / 48.72% |
83.68% / $5.20 |
$0.20 / $0.25 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
5.00 |
19.37% |
$0.25 / 16 |
$0.30 / 862 |
272 / 10,105 |
133.007551% |
0.403206 |
-0.012805 |
0.204129 |
0.004305 |
0.000926 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
9.00 |
0.44% |
0 / 0 |
$0.05 / 1 |
0 / 512 |
169.410806% |
0.071092 |
-0.004472 |
0.071643 |
0.001511 |
0.000183 |
|
|
177 |
|
11/17(53) |
PUT |
8.00 / 6.00 |
$50 / $150 / 0.33 |
70.89% / $5.05 / 3.37% / 22.55% |
75.66% / $7.50 |
$0.50 / $0.80 / $0.30 / 456 |
39 / 14.34% / 92 |
5 |
Legs |
Vertical |
Bullish |
$9.20 (-0.54%) / 2.54M |
|
Earnings: 11/09 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
29.11% |
$0.80 / 947 |
$0.85 / 8 |
0 / 1,087 |
100.944589% |
-0.295378 |
-0.012438 |
0.081014 |
0.012490 |
-0.005845 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
13.69% |
$0.20 / 1,117 |
$0.30 / 456 |
0 / 88 |
107.408515% |
-0.123888 |
-0.007465 |
0.048005 |
0.007401 |
-0.002279 |
|
447 |
Legs |
11/17(53) |
PUT |
8.00 / 5.00 |
$65 / $235 / 0.28 |
70.89% / $10.39 / 4.42% / 30.41% |
76.97% / $7.35 |
$0.65 / $0.80 / $0.15 / 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 |
8.00 |
29.11% |
$0.80 / 947 |
$0.85 / 8 |
0 / 1,087 |
100.944589% |
-0.295378 |
-0.012438 |
0.081014 |
0.012490 |
-0.005845 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
9.10% |
$0.10 / 11 |
$0.15 / 1 |
0 / 468 |
115.432590% |
-0.060877 |
-0.004417 |
0.028273 |
0.004359 |
-0.001083 |
|
769 |
Legs |
11/17(53) |
PUT |
8.00 / 4.00 |
$60 / $340 / 0.18 |
70.89% / $6.46 / 1.90% / 12.25% |
76.54% / $7.40 |
$0.60 / $0.80 / $0.20 / 396 |
|
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 |
29.11% |
$0.80 / 947 |
$0.85 / 8 |
0 / 1,087 |
100.944589% |
-0.295378 |
-0.012438 |
0.081014 |
0.012490 |
-0.005845 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
4.00 |
5.97% |
0 / 0 |
$0.20 / 396 |
10 / 2 |
170.191241% |
-0.021340 |
-0.001883 |
0.012003 |
0.001851 |
-0.000367 |
|
859 |
Legs |
11/17(53) |
PUT |
7.00 / 5.00 |
$30 / $170 / 0.18 |
79.80% / $1.57 / 0.92% / 5.80% |
81.98% / $6.70 |
$0.30 / $0.45 / $0.15 / 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 |
7.00 |
20.20% |
$0.45 / 9 |
$0.55 / 902 |
0 / 158 |
105.627092% |
-0.204797 |
-0.010303 |
0.066634 |
0.010273 |
-0.003905 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
9.10% |
$0.10 / 11 |
$0.15 / 1 |
0 / 468 |
115.432590% |
-0.060877 |
-0.004417 |
0.028273 |
0.004359 |
-0.001083 |
|
906 |
Legs |
11/17(53) |
PUT |
9.00 / 5.00 |
$110 / $290 / 0.38 |
59.36% / $15.81 / 5.45% / 38.53% |
71.90% / $7.90 |
$1.10 / $1.25 / $0.15 / 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 |
9.00 |
40.64% |
$1.25 / 9 |
$1.40 / 1,405 |
0 / 3,833 |
101.492357% |
-0.387935 |
-0.013683 |
0.089897 |
0.013860 |
-0.007979 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
9.10% |
$0.10 / 11 |
$0.15 / 1 |
0 / 468 |
115.432590% |
-0.060877 |
-0.004417 |
0.028273 |
0.004359 |
-0.001083 |
|
997 |
Legs |
10/06(11) |
CALL |
9.50 / 12.50 |
$25 / $275 / 0.09 |
61.62% / $1.93 / 0.70% / 17.41% |
67.47% / $9.75 |
$0.25 / $0.35 / $0.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
9.50 |
38.38% |
$0.35 / 2,942 |
$0.50 / 26 |
0 / 29 |
76.071395% |
0.488958 |
-0.029527 |
0.182421 |
0.007401 |
0.001539 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
12.50 |
2.50% |
0 / 0 |
$0.10 / 10 |
0 / 83 |
113.098425% |
0.119603 |
-0.014665 |
0.091292 |
0.003704 |
0.000402 |
|
|
178 |
|
11/03(39) |
PUT |
305.00 / 285.00 |
$368 / $1,632 / 0.23 |
72.20% / $0.95 / 0.06% / 0.48% |
76.27% / $301.32 |
$3.68 / $6.15 / $2.47 / 11 |
58 / 40.67% / 90 |
5 |
Legs |
Vertical |
Bullish |
$316.96 (-0.80%) / 21.45M |
|
Earnings: 10/24 / Ex-Div: 11/15 ($0.75) |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
305.00 |
27.80% |
$6.15 / 11 |
$6.30 / 31 |
35 / 45 |
29.372625% |
-0.323202 |
-0.154706 |
0.009017 |
0.392990 |
-0.132075 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
285.00 |
10.41% |
$2.40 / 5 |
$2.47 / 38 |
9 / 141 |
32.224443% |
-0.158115 |
-0.106236 |
0.006064 |
0.264290 |
-0.063553 |
|
260 |
Legs |
11/03(39) |
PUT |
305.00 / 280.00 |
$422 / $2,078 / 0.20 |
72.20% / $33.45 / 1.61% / 13.86% |
76.83% / $300.78 |
$4.22 / $6.15 / $1.93 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
305.00 |
27.80% |
$6.15 / 11 |
$6.30 / 31 |
35 / 45 |
29.372625% |
-0.323202 |
-0.154706 |
0.009017 |
0.392990 |
-0.132075 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
280.00 |
7.78% |
$1.88 / 5 |
$1.93 / 87 |
21 / 15 |
33.020777% |
-0.126295 |
-0.091585 |
0.005208 |
0.226981 |
-0.050585 |
|
301 |
Legs |
11/03(39) |
PUT |
310.00 / 285.00 |
$523 / $1,977 / 0.27 |
66.09% / $1.78 / 0.09% / 0.73% |
72.46% / $304.77 |
$5.23 / $7.70 / $2.47 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
310.00 |
33.91% |
$7.70 / 14 |
$7.85 / 31 |
37 / 8 |
28.814733% |
-0.371270 |
-0.161659 |
0.009491 |
0.413627 |
-0.152454 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
285.00 |
10.41% |
$2.40 / 5 |
$2.47 / 38 |
9 / 141 |
32.224443% |
-0.158115 |
-0.106236 |
0.006064 |
0.264290 |
-0.063553 |
|
335 |
Legs |
11/03(39) |
PUT |
305.00 / 275.00 |
$463 / $2,537 / 0.18 |
72.20% / $76.22 / 3.00% / 27.21% |
77.25% / $300.37 |
$4.63 / $6.15 / $1.52 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
305.00 |
27.80% |
$6.15 / 11 |
$6.30 / 31 |
35 / 45 |
29.372625% |
-0.323202 |
-0.154706 |
0.009017 |
0.392990 |
-0.132075 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
275.00 |
5.72% |
$1.47 / 16 |
$1.52 / 120 |
18 / 1 |
33.898880% |
-0.098787 |
-0.077094 |
0.004369 |
0.190425 |
-0.039438 |
|
410 |
Legs |
11/03(39) |
PUT |
310.00 / 280.00 |
$577 / $2,423 / 0.24 |
66.09% / $46.44 / 1.92% / 16.69% |
73.08% / $304.23 |
$5.77 / $7.70 / $1.93 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
310.00 |
33.91% |
$7.70 / 14 |
$7.85 / 31 |
37 / 8 |
28.814733% |
-0.371270 |
-0.161659 |
0.009491 |
0.413627 |
-0.152454 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
280.00 |
7.78% |
$1.88 / 5 |
$1.93 / 87 |
21 / 15 |
33.020777% |
-0.126295 |
-0.091585 |
0.005208 |
0.226981 |
-0.050585 |
|
439 |
Legs |
10/27(32) |
PUT |
305.00 / 285.00 |
$339 / $1,661 / 0.20 |
73.48% / $16.66 / 1.00% / 10.15% |
77.47% / $301.61 |
$3.39 / $5.30 / $1.91 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
305.00 |
26.52% |
$5.30 / 58 |
$5.35 / 1 |
72 / 1,163 |
29.218287% |
-0.314216 |
-0.168441 |
0.009740 |
0.355384 |
-0.106633 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
285.00 |
8.69% |
$1.86 / 31 |
$1.91 / 17 |
45 / 301 |
32.343640% |
-0.140527 |
-0.108028 |
0.006126 |
0.223527 |
-0.046932 |
|
|
179 |
|
11/17(53) |
PUT |
45.00 / 40.00 |
$120 / $380 / 0.32 |
71.45% / $4.16 / 1.09% / 6.91% |
75.14% / $43.80 |
$1.20 / $2.45 / $1.25 / 15 |
23 / 15.00% / 37 |
5 |
Legs |
Vertical |
Bullish |
$49.60 (+1.64%) / 915K |
|
Earnings: 11/02 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
45.00 |
28.55% |
$2.45 / 26 |
$2.55 / 6 |
0 / 19 |
60.795083% |
-0.310198 |
-0.040622 |
0.025442 |
0.068842 |
-0.028968 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
15.41% |
$1.10 / 30 |
$1.25 / 15 |
0 / 50 |
63.768659% |
-0.180233 |
-0.030648 |
0.018933 |
0.051230 |
-0.016325 |
|
992 |
Legs |
12/15(81) |
PUT |
45.00 / 20.00 |
$150 / $2,350 / 0.06 |
69.78% / $24.49 / 1.04% / 4.37% |
73.65% / $43.50 |
$1.50 / $3.00 / $1.50 / 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 |
45.00 |
30.22% |
$3.00 / 23 |
$3.20 / 5 |
0 / 1,283 |
57.907290% |
-0.318361 |
-0.033062 |
0.021067 |
0.085007 |
-0.046516 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
20.00 |
1.75% |
0 / 0 |
$1.50 / 44 |
0 / 1 |
166.331466% |
-0.002287 |
-0.000698 |
0.000423 |
0.001705 |
-0.000292 |
|
986 |
Legs |
10/20(25) |
CALL |
50.00 / 60.00 |
$210 / $790 / 0.27 |
55.37% / $3.98 / 0.50% / 6.22% |
66.63% / $52.10 |
$2.10 / $2.45 / $0.35 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
50.00 |
44.63% |
$2.45 / 10 |
$2.60 / 43 |
16 / 166 |
48.633854% |
0.521729 |
-0.070699 |
0.040263 |
0.055429 |
0.017495 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
60.00 |
7.47% |
$0.20 / 20 |
$0.35 / 16 |
0 / 310 |
48.359958% |
0.196217 |
-0.048295 |
0.027973 |
0.038509 |
0.006914 |
|
988 |
Legs |
12/15(81) |
CALL |
55.00 / 70.00 |
$210 / $1,290 / 0.16 |
70.00% / $3.56 / 0.28% / 1.14% |
75.19% / $57.10 |
$2.10 / $3.20 / $1.10 / 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 |
55.00 |
30.00% |
$3.20 / 25 |
$3.50 / 46 |
12 / 38 |
54.865325% |
0.455194 |
-0.041701 |
0.023404 |
0.094437 |
0.041100 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
70.00 |
6.33% |
$0.45 / 65 |
$1.10 / 104 |
0 / 4 |
55.404665% |
0.207423 |
-0.029573 |
0.016891 |
0.068158 |
0.019892 |
|
998 |
Legs |
10/20(25) |
CALL |
50.00 / 80.00 |
$220 / $2,780 / 0.08 |
55.37% / $120.48 / 4.33% / 66.38% |
67.13% / $52.20 |
$2.20 / $2.45 / $0.25 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
50.00 |
44.63% |
$2.45 / 10 |
$2.60 / 43 |
16 / 166 |
48.633854% |
0.521729 |
-0.070699 |
0.040263 |
0.055429 |
0.017495 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
80.00 |
0.02% |
0 / 0 |
$0.25 / 5 |
0 / 79 |
95.130145% |
0.010993 |
-0.005001 |
0.002925 |
0.004027 |
0.000403 |
|
1000 |
Legs |
12/15(81) |
CALL |
50.00 / 70.00 |
$410 / $1,590 / 0.26 |
55.09% / $30.00 / 1.89% / 8.02% |
67.57% / $54.10 |
$4.10 / $5.20 / $1.10 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
50.00 |
44.91% |
$5.20 / 33 |
$5.50 / 54 |
0 / 121 |
56.300141% |
0.565616 |
-0.041861 |
0.023233 |
0.093749 |
0.049471 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
70.00 |
6.33% |
$0.45 / 65 |
$1.10 / 104 |
0 / 4 |
55.404665% |
0.207423 |
-0.029573 |
0.016891 |
0.068158 |
0.019892 |
|
|
186 |
|
11/17(53) |
PUT |
2.00 / 1.50 |
$14 / $36 / 0.39 |
70.49% / $2.02 / 5.61% / 39.81% |
75.39% / $1.86 |
$0.14 / $0.20 / $0.06 / 1,135 |
6 / 5.27% / 62 |
5 |
Legs |
Vertical |
Bullish |
$2.31 (-7.23%) / 12.42M |
|
Earnings: 11/03 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
2.00 |
29.51% |
$0.20 / 1,135 |
$0.22 / 1,038 |
241 / 3,378 |
102.740990% |
-0.294991 |
-0.003405 |
0.296163 |
0.003129 |
-0.001512 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1.50 |
15.02% |
$0.05 / 3,637 |
$0.06 / 1,729 |
115 / 533 |
103.294417% |
-0.134453 |
-0.002162 |
0.185850 |
0.001964 |
-0.000639 |
|
650 |
Legs |
11/17(53) |
PUT |
2.00 / 1.00 |
$18 / $82 / 0.22 |
70.49% / $2.36 / 2.88% / 19.07% |
76.66% / $1.82 |
$0.18 / $0.20 / $0.02 / 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 |
2.00 |
29.51% |
$0.20 / 1,135 |
$0.22 / 1,038 |
241 / 3,378 |
102.740990% |
-0.294991 |
-0.003405 |
0.296163 |
0.003129 |
-0.001512 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1.00 |
7.24% |
0 / 0 |
$0.02 / 7 |
0 / 1,312 |
135.850209% |
-0.028433 |
-0.000655 |
0.055860 |
0.000590 |
-0.000126 |
|
816 |
Legs |
11/17(53) |
PUT |
2.00 / 0.50 |
$17 / $133 / 0.13 |
70.49% / $3.42 / 2.57% / 16.87% |
76.35% / $1.83 |
$0.17 / $0.20 / $0.03 / 782 |
|
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 |
2.00 |
29.51% |
$0.20 / 1,135 |
$0.22 / 1,038 |
241 / 3,378 |
102.740990% |
-0.294991 |
-0.003405 |
0.296163 |
0.003129 |
-0.001512 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
0.50 |
3.40% |
0 / 0 |
$0.03 / 782 |
0 / 164 |
260.407999% |
-0.000538 |
-0.000019 |
0.001633 |
0.000017 |
-0.000002 |
|
912 |
Legs |
10/20(25) |
PUT |
2.00 / 0.50 |
$6 / $144 / 0.04 |
73.25% / $2.25 / 1.56% / 20.48% |
76.15% / $1.94 |
$0.06 / $0.08 / $0.02 / 352 |
|
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 |
2.00 |
26.75% |
$0.08 / 1,644 |
$0.10 / 1,023 |
430 / 1,576 |
86.388087% |
-0.283993 |
-0.004752 |
0.407867 |
0.002193 |
-0.000661 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
0.50 |
0.75% |
0 / 0 |
$0.02 / 352 |
0 / 1 |
332.593070% |
-0.000005 |
0.000000 |
0.000030 |
0.000000 |
0.000000 |
|
964 |
Legs |
10/13(18) |
PUT |
2.00 / 1.00 |
$4 / $96 / 0.04 |
75.00% / $0.20 / 0.21% / 3.33% |
77.17% / $1.96 |
$0.04 / $0.06 / $0.02 / 276 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
2.00 |
25.00% |
$0.06 / 2,382 |
$0.08 / 252 |
4 / 145 |
87.182927% |
-0.273368 |
-0.005376 |
0.459666 |
0.001875 |
-0.000465 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
1.00 |
1.52% |
0 / 0 |
$0.02 / 276 |
0 / 3 |
217.492588% |
-0.002551 |
-0.000129 |
0.010919 |
0.000045 |
-0.000004 |
|
870 |
Legs |
11/17(53) |
CALL |
3.00 / 4.00 |
$10 / $90 / 0.11 |
81.89% / $1.72 / 1.91% / 12.33% |
84.22% / $3.10 |
$0.10 / $0.17 / $0.07 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
3.00 |
18.11% |
$0.17 / 18 |
$0.18 / 415 |
106 / 4,920 |
105.498062% |
0.397476 |
-0.004024 |
0.331068 |
0.003498 |
0.001030 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.00 |
4.26% |
$0.06 / 3,612 |
$0.07 / 1,564 |
86 / 2,165 |
110.438467% |
0.204230 |
-0.002942 |
0.243339 |
0.002571 |
0.000565 |
|
|
192 |
|
11/17(53) |
PUT |
25.00 / 22.50 |
$75 / $175 / 0.43 |
68.47% / $4.53 / 2.59% / 16.99% |
72.10% / $24.25 |
$0.75 / $1.90 / $1.15 / 45 |
15 / 1.69% / 15 |
4 |
Legs |
Vertical |
Bullish |
$27.15 (+0.67%) / 1.25M |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
25.00 |
31.53% |
$1.90 / 94 |
$2.00 / 33 |
1 / 2,116 |
73.825472% |
-0.328944 |
-0.028097 |
0.038871 |
0.038934 |
-0.017819 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
20.57% |
$1.05 / 80 |
$1.15 / 45 |
96 / 2,742 |
75.425756% |
-0.226242 |
-0.023605 |
0.032333 |
0.032385 |
-0.011897 |
|
203 |
Legs |
11/17(53) |
PUT |
25.00 / 20.00 |
$130 / $370 / 0.35 |
68.47% / $14.64 / 3.96% / 26.90% |
74.58% / $23.70 |
$1.30 / $1.90 / $0.60 / 34 |
|
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 |
31.53% |
$1.90 / 94 |
$2.00 / 33 |
1 / 2,116 |
73.825472% |
-0.328944 |
-0.028097 |
0.038871 |
0.038934 |
-0.017819 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
12.79% |
$0.50 / 82 |
$0.60 / 34 |
0 / 1,608 |
77.495259% |
-0.136518 |
-0.017299 |
0.023514 |
0.023552 |
-0.006986 |
|
486 |
Legs |
11/17(53) |
PUT |
25.00 / 17.50 |
$160 / $590 / 0.27 |
68.47% / $29.47 / 5.00% / 34.89% |
75.86% / $23.40 |
$1.60 / $1.90 / $0.30 / 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) |
PUT |
25.00 |
31.53% |
$1.90 / 94 |
$2.00 / 33 |
1 / 2,116 |
73.825472% |
-0.328944 |
-0.028097 |
0.038871 |
0.038934 |
-0.017819 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
17.50 |
7.65% |
$0.20 / 88 |
$0.30 / 16 |
0 / 122 |
81.111072% |
-0.068505 |
-0.010505 |
0.014192 |
0.014215 |
-0.003419 |
|
735 |
Legs |
11/17(53) |
PUT |
22.50 / 20.00 |
$45 / $205 / 0.22 |
79.43% / $2.07 / 1.01% / 6.35% |
81.05% / $22.05 |
$0.45 / $1.05 / $0.60 / 34 |
|
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 |
20.57% |
$1.05 / 80 |
$1.15 / 45 |
96 / 2,742 |
75.425756% |
-0.226242 |
-0.023605 |
0.032333 |
0.032385 |
-0.011897 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
12.79% |
$0.50 / 82 |
$0.60 / 34 |
0 / 1,608 |
77.495259% |
-0.136518 |
-0.017299 |
0.023514 |
0.023552 |
-0.006986 |
|
740 |
Legs |
11/17(53) |
PUT |
25.00 / 12.50 |
$180 / $1,070 / 0.17 |
68.47% / $69.84 / 6.53% / 47.44% |
76.69% / $23.20 |
$1.80 / $1.90 / $0.10 / 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 |
25.00 |
31.53% |
$1.90 / 94 |
$2.00 / 33 |
1 / 2,116 |
73.825472% |
-0.328944 |
-0.028097 |
0.038871 |
0.038934 |
-0.017819 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.50 |
2.50% |
0 / 0 |
$0.10 / 5 |
0 / 125 |
108.315695% |
-0.006717 |
-0.001508 |
0.002019 |
0.002023 |
-0.000321 |
|
|
194 |
|
11/17(53) |
PUT |
35.00 / 30.00 |
$130 / $370 / 0.35 |
68.25% / $0.61 / 0.16% / 1.01% |
72.79% / $33.70 |
$1.30 / $2.50 / $1.20 / 218 |
48 / 25.56% / 48 |
5 |
Legs |
Vertical |
Bullish |
$38.11 (+6.07%) / 5.04M |
|
Earnings: 10/25 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
35.00 |
31.75% |
$2.50 / 218 |
$2.65 / 120 |
28 / 5,804 |
70.445642% |
-0.331201 |
-0.038852 |
0.028245 |
0.054519 |
-0.024994 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
16.83% |
$1.05 / 526 |
$1.20 / 978 |
152 / 538 |
74.867081% |
-0.185853 |
-0.029076 |
0.020848 |
0.040241 |
-0.013453 |
|
561 |
Legs |
11/17(53) |
PUT |
35.00 / 25.00 |
$205 / $795 / 0.26 |
68.25% / $27.26 / 3.43% / 23.00% |
75.20% / $32.95 |
$2.05 / $2.50 / $0.45 / 218 |
|
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 |
35.00 |
31.75% |
$2.50 / 218 |
$2.65 / 120 |
28 / 5,804 |
70.445642% |
-0.331201 |
-0.038852 |
0.028245 |
0.054519 |
-0.024994 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
8.12% |
$0.40 / 1 |
$0.45 / 399 |
2 / 727 |
81.802178% |
-0.075868 |
-0.015661 |
0.011122 |
0.021467 |
-0.005294 |
|
709 |
Legs |
11/17(53) |
PUT |
35.00 / 22.50 |
$215 / $1,035 / 0.21 |
68.25% / $41.62 / 4.02% / 27.39% |
75.51% / $32.85 |
$2.15 / $2.50 / $0.35 / 218 |
|
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 |
35.00 |
31.75% |
$2.50 / 218 |
$2.65 / 120 |
28 / 5,804 |
70.445642% |
-0.331201 |
-0.038852 |
0.028245 |
0.054519 |
-0.024994 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
5.48% |
$0.20 / 216 |
$0.35 / 585 |
0 / 4 |
88.250448% |
-0.040443 |
-0.009571 |
0.006772 |
0.013071 |
-0.002776 |
|
823 |
Legs |
10/20(25) |
PUT |
35.00 / 25.00 |
$100 / $900 / 0.11 |
71.38% / $18.32 / 2.04% / 27.35% |
76.05% / $34.00 |
$1.00 / $1.10 / $0.10 / 67 |
|
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 |
35.00 |
28.62% |
$1.10 / 67 |
$1.25 / 738 |
199 / 851 |
59.813224% |
-0.315132 |
-0.054343 |
0.038794 |
0.038097 |
-0.011220 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
25.00 |
3.11% |
0 / 0 |
$0.10 / 80 |
0 / 17 |
83.148557% |
-0.030131 |
-0.010626 |
0.007456 |
0.007322 |
-0.001003 |
|
872 |
Legs |
10/20(25) |
PUT |
36.00 / 25.00 |
$135 / $965 / 0.14 |
66.18% / $30.81 / 3.19% / 45.81% |
73.07% / $34.65 |
$1.35 / $1.45 / $0.10 / 80 |
|
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 |
36.00 |
33.82% |
$1.45 / 399 |
$1.55 / 24 |
32 / 48 |
58.879934% |
-0.357799 |
-0.056933 |
0.040762 |
0.040029 |
-0.012848 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
25.00 |
3.11% |
0 / 0 |
$0.10 / 80 |
0 / 17 |
83.148557% |
-0.030131 |
-0.010626 |
0.007456 |
0.007322 |
-0.001003 |
|
877 |
Legs |
12/15(81) |
PUT |
35.00 / 30.00 |
$145 / $355 / 0.41 |