| 835 |
AZO |
12/15(74) |
PUT |
2500.00 / 1980.00 |
$7,170 / $44,830 / 0.16 |
59.64% / $2,812.18 / 6.27% / 32.12% |
70.16% / $2,428.30 |
$71.70 / $83.20 / $11.50 / 4 |
79 / 34.96% / 95 |
| 5 |
Legs |
Vertical |
Bullish |
$2522.93 (-0.67%) / 109K |
|
Earnings: 12/05 |
|
Bearish / 5 hours 39 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
| AZO |
Short (Sell) |
12/15/2023 (M) |
PUT |
2500.00 |
40.36% |
$83.20 / 6 |
$92.50 / 1 |
0 / 26 |
24.467591% |
-0.419067 |
-0.758993 |
0.001124 |
4.468980 |
-2.409579 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1980.00 |
1.58% |
$1.50 / 13 |
$11.50 / 4 |
0 / 4 |
33.275510% |
-0.028898 |
-0.143236 |
0.000190 |
0.754480 |
-0.158188 |
|
| 836 |
Legs |
12/15(74) |
PUT |
2500.00 / 2000.00 |
$6,970 / $43,030 / 0.16 |
59.64% / $2,507.98 / 5.83% / 29.61% |
69.89% / $2,430.30 |
$69.70 / $83.20 / $13.50 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2500.00 |
40.36% |
$83.20 / 6 |
$92.50 / 1 |
0 / 26 |
24.467591% |
-0.419067 |
-0.758993 |
0.001124 |
4.468980 |
-2.409579 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2000.00 |
1.86% |
$1.20 / 1 |
$13.50 / 1 |
0 / 11 |
32.990852% |
-0.034055 |
-0.163733 |
0.000217 |
0.864194 |
-0.186657 |
|
| 800 |
Legs |
12/15(74) |
PUT |
2500.00 / 2100.00 |
$6,630 / $33,370 / 0.20 |
59.64% / $1,257.77 / 3.77% / 18.46% |
69.42% / $2,433.70 |
$66.30 / $83.20 / $16.90 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2500.00 |
40.36% |
$83.20 / 6 |
$92.50 / 1 |
0 / 26 |
24.467591% |
-0.419067 |
-0.758993 |
0.001124 |
4.468980 |
-2.409579 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2100.00 |
4.08% |
$7.30 / 2 |
$16.90 / 2 |
0 / 31 |
30.860297% |
-0.070773 |
-0.290034 |
0.000390 |
1.548806 |
-0.390629 |
|
| 532 |
Legs |
12/15(74) |
PUT |
2400.00 / 1960.00 |
$3,930 / $40,070 / 0.10 |
73.87% / $1,841.32 / 4.60% / 22.84% |
78.54% / $2,360.70 |
$39.30 / $50.50 / $11.20 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2400.00 |
26.13% |
$50.50 / 6 |
$59.80 / 6 |
0 / 20 |
25.787064% |
-0.308311 |
-0.709211 |
0.001013 |
4.025721 |
-1.750697 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1960.00 |
1.33% |
$1.20 / 13 |
$11.20 / 4 |
0 / 4 |
34.064991% |
-0.024365 |
-0.124447 |
0.000165 |
0.654242 |
-0.133208 |
|
| 526 |
Legs |
12/15(74) |
PUT |
2400.00 / 1980.00 |
$3,900 / $38,100 / 0.10 |
73.87% / $1,694.05 / 4.45% / 22.04% |
78.50% / $2,361.00 |
$39.00 / $50.50 / $11.50 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2400.00 |
26.13% |
$50.50 / 6 |
$59.80 / 6 |
0 / 20 |
25.787064% |
-0.308311 |
-0.709211 |
0.001013 |
4.025721 |
-1.750697 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1980.00 |
1.58% |
$1.50 / 13 |
$11.50 / 4 |
0 / 4 |
33.275510% |
-0.028898 |
-0.143236 |
0.000190 |
0.754480 |
-0.158188 |
|
| 281 |
Legs |
11/17(46) |
CALL |
2710.00 / 3000.00 |
$1,280 / $27,720 / 0.05 |
81.04% / $288.79 / 1.04% / 7.74% |
82.65% / $2,722.80 |
$12.80 / $17.60 / $4.80 / 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) |
CALL |
2710.00 |
18.96% |
$17.60 / 7 |
$26.50 / 9 |
2 / 1 |
21.421416% |
0.292473 |
-1.092059 |
0.001249 |
3.111803 |
0.888682 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
3000.00 |
1.42% |
0 / 0 |
$4.80 / 1 |
0 / 17 |
27.236601% |
0.069635 |
-0.412350 |
0.000486 |
1.210882 |
0.215806 |
|
|
|
| 340 |
^SPXW |
11/07(36) |
CALL |
4340.00 / 4700.00 |
$6,225 / $29,775 / 0.21 |
58.88% / $1,751.79 / 5.88% / 70.36% |
69.72% / $4,402.25 |
$62.25 / $62.90 / $0.65 / 8 |
99 / 77.83% / 11 |
| 5 |
Legs |
Vertical |
Bearish |
$4288.39 (+0.01%) / 2.38B |
|
|
|
Bullish / 5 hours 34 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
| SPXW.IN |
Short (Sell) |
11/07/2023 (W) |
CALL |
4340.00 |
41.12% |
$62.90 / 8 |
$63.50 / 8 |
4 / 2 |
14.533348% |
0.457089 |
-1.825285 |
0.001334 |
5.401625 |
1.881490 |
| S&P / Index |
Long (Buy) |
11/07/2023 (W) |
CALL |
4700.00 |
3.16% |
$0.50 / 289 |
$0.65 / 842 |
1 / 5 |
11.856840% |
0.104892 |
-0.784254 |
0.000611 |
2.474526 |
0.440127 |
|
| 408 |
Legs |
11/07(36) |
CALL |
4350.00 / 4800.00 |
$5,420 / $39,580 / 0.14 |
60.70% / $2,386.30 / 6.03% / 72.56% |
70.04% / $4,404.20 |
$54.20 / $54.50 / $0.30 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/07/2023 (W) |
CALL |
4350.00 |
39.30% |
$54.50 / 2 |
$62.00 / 1 |
0 / 1 |
14.373319% |
0.443983 |
-1.812268 |
0.001328 |
5.379436 |
1.828930 |
| S&P / Index |
Long (Buy) |
11/07/2023 (W) |
CALL |
4800.00 |
1.10% |
$0.10 / 654 |
$0.30 / 398 |
1 / 3 |
12.703714% |
0.059731 |
-0.507912 |
0.000399 |
1.616609 |
0.251451 |
|
| 314 |
Legs |
11/07(36) |
CALL |
4350.00 / 4700.00 |
$5,385 / $29,615 / 0.18 |
60.70% / $1,394.38 / 4.71% / 53.53% |
69.98% / $4,403.85 |
$53.85 / $54.50 / $0.65 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/07/2023 (W) |
CALL |
4350.00 |
39.30% |
$54.50 / 2 |
$62.00 / 1 |
0 / 1 |
14.373319% |
0.443983 |
-1.812268 |
0.001328 |
5.379436 |
1.828930 |
| S&P / Index |
Long (Buy) |
11/07/2023 (W) |
CALL |
4700.00 |
3.16% |
$0.50 / 289 |
$0.65 / 842 |
1 / 5 |
11.856840% |
0.104892 |
-0.784254 |
0.000611 |
2.474526 |
0.440127 |
|
| 237 |
Legs |
11/06(35) |
CALL |
4360.00 / 4700.00 |
$5,130 / $28,870 / 0.18 |
62.85% / $1,550.08 / 5.37% / 65.88% |
71.64% / $4,411.30 |
$51.30 / $51.90 / $0.60 / 10 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/06/2023 (W) |
CALL |
4360.00 |
37.15% |
$51.90 / 10 |
$52.50 / 10 |
2 / 19 |
14.200275% |
0.428936 |
-1.817060 |
0.001339 |
5.273910 |
1.721831 |
| S&P / Index |
Long (Buy) |
11/06/2023 (W) |
CALL |
4700.00 |
2.89% |
$0.40 / 458 |
$0.60 / 539 |
1 / 11 |
11.829358% |
0.101291 |
-0.773955 |
0.000604 |
2.379700 |
0.413807 |
|
| 228 |
Legs |
11/07(36) |
CALL |
4375.00 / 4800.00 |
$4,660 / $37,840 / 0.12 |
65.14% / $2,180.00 / 5.76% / 68.54% |
72.79% / $4,421.60 |
$46.60 / $46.90 / $0.30 / 11 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/07/2023 (W) |
CALL |
4375.00 |
34.86% |
$46.90 / 11 |
$47.60 / 11 |
7 / 1 |
14.057732% |
0.411643 |
-1.772602 |
0.001309 |
5.299280 |
1.698813 |
| S&P / Index |
Long (Buy) |
11/07/2023 (W) |
CALL |
4800.00 |
1.10% |
$0.10 / 654 |
$0.30 / 398 |
1 / 3 |
12.703714% |
0.059731 |
-0.507912 |
0.000399 |
1.616609 |
0.251451 |
|
| 152 |
Legs |
11/07(36) |
CALL |
4375.00 / 4700.00 |
$4,625 / $27,875 / 0.17 |
65.14% / $1,278.06 / 4.58% / 51.86% |
72.73% / $4,421.25 |
$46.25 / $46.90 / $0.65 / 11 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/07/2023 (W) |
CALL |
4375.00 |
34.86% |
$46.90 / 11 |
$47.60 / 11 |
7 / 1 |
14.057732% |
0.411643 |
-1.772602 |
0.001309 |
5.299280 |
1.698813 |
| S&P / Index |
Long (Buy) |
11/07/2023 (W) |
CALL |
4700.00 |
3.16% |
$0.50 / 289 |
$0.65 / 842 |
1 / 5 |
11.856840% |
0.104892 |
-0.784254 |
0.000611 |
2.474526 |
0.440127 |
|
|
| 96 |
MELI |
12/15(74) |
PUT |
1160.00 / 1040.00 |
$2,730 / $9,270 / 0.29 |
71.31% / $11.66 / 0.13% / 0.58% |
75.06% / $1,132.70 |
$27.30 / $50.20 / $22.90 / 6 |
35 / 21.44% / 28 |
| 2 |
Legs |
Vertical |
Bullish |
$1259.41 (-0.67%) / 347K |
|
Earnings: 11/02 |
|
Bullish / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
| MELI |
Short (Sell) |
12/15/2023 (M) |
PUT |
1160.00 |
28.69% |
$50.20 / 6 |
$54.00 / 48 |
0 / 26 |
44.600882% |
-0.315101 |
-0.678969 |
0.001141 |
2.022313 |
-0.962694 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1040.00 |
14.75% |
$19.80 / 46 |
$22.90 / 25 |
0 / 10 |
45.955899% |
-0.178299 |
-0.509230 |
0.000838 |
1.484706 |
-0.529651 |
|
| 384 |
Legs |
12/15(74) |
PUT |
1100.00 / 1000.00 |
$1,650 / $8,350 / 0.20 |
79.10% / $11.35 / 0.14% / 0.62% |
80.96% / $1,083.50 |
$16.50 / $33.10 / $16.60 / 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 |
1100.00 |
20.90% |
$33.10 / 7 |
$36.00 / 37 |
1 / 292 |
45.408406% |
-0.243325 |
-0.605595 |
0.001006 |
1.782780 |
-0.732636 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1000.00 |
11.50% |
$12.90 / 43 |
$16.60 / 1 |
0 / 507 |
46.171587% |
-0.140060 |
-0.437060 |
0.000715 |
1.267289 |
-0.412573 |
|
| 562 |
Legs |
12/15(74) |
PUT |
1080.00 / 960.00 |
$1,620 / $10,380 / 0.16 |
81.33% / $18.81 / 0.18% / 0.83% |
83.01% / $1,063.80 |
$16.20 / $28.10 / $11.90 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
1080.00 |
18.67% |
$28.10 / 19 |
$30.90 / 29 |
0 / 17 |
45.500497% |
-0.220753 |
-0.575599 |
0.000953 |
1.688691 |
-0.661610 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
960.00 |
8.86% |
$10.30 / 10 |
$11.90 / 1 |
0 / 42 |
47.932945% |
-0.106622 |
-0.362702 |
0.000591 |
1.046554 |
-0.311587 |
|
|
| 661 |
AVGO |
12/15(74) |
CALL |
860.00 / 940.00 |
$2,540 / $5,460 / 0.47 |
60.40% / $10.06 / 0.18% / 0.85% |
68.32% / $885.40 |
$25.40 / $41.40 / $16.00 / 4 |
57 / 24.91% / 86 |
| 4 |
Legs |
Vertical |
Bearish |
$834.95 (+0.53%) / 1.47M |
|
Earnings: 12/14 |
|
Bearish / 5 hours 32 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
| AVGO |
Short (Sell) |
12/15/2023 (M) |
CALL |
860.00 |
39.60% |
$41.40 / 8 |
$42.10 / 3 |
20 / 471 |
33.814243% |
0.480730 |
-0.445106 |
0.002465 |
1.498370 |
0.711924 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
940.00 |
18.03% |
$15.40 / 9 |
$16.00 / 4 |
0 / 241 |
31.906140% |
0.306053 |
-0.388552 |
0.002174 |
1.321439 |
0.465154 |
|
| 190 |
Legs |
12/15(74) |
CALL |
880.00 / 950.00 |
$1,910 / $5,090 / 0.38 |
66.71% / $63.88 / 1.25% / 5.88% |
72.21% / $899.10 |
$19.10 / $33.10 / $14.00 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
880.00 |
33.29% |
$33.10 / 7 |
$33.70 / 2 |
35 / 389 |
33.218404% |
0.433759 |
-0.438362 |
0.002435 |
1.480234 |
0.647145 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
950.00 |
16.07% |
$13.30 / 33 |
$14.00 / 4 |
1 / 806 |
31.716396% |
0.287163 |
-0.377068 |
0.002111 |
1.283604 |
0.437595 |
|
| 196 |
Legs |
12/15(74) |
CALL |
880.00 / 940.00 |
$1,710 / $4,290 / 0.40 |
66.71% / $45.65 / 1.06% / 4.97% |
71.66% / $897.10 |
$17.10 / $33.10 / $16.00 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
880.00 |
33.29% |
$33.10 / 7 |
$33.70 / 2 |
35 / 389 |
33.218404% |
0.433759 |
-0.438362 |
0.002435 |
1.480234 |
0.647145 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
940.00 |
18.03% |
$15.40 / 9 |
$16.00 / 4 |
0 / 241 |
31.906140% |
0.306053 |
-0.388552 |
0.002174 |
1.321439 |
0.465154 |
|
| 197 |
Legs |
12/15(74) |
CALL |
880.00 / 930.00 |
$1,480 / $3,520 / 0.42 |
66.71% / $30.17 / 0.86% / 3.98% |
71.02% / $894.80 |
$14.80 / $33.10 / $18.30 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
880.00 |
33.29% |
$33.10 / 7 |
$33.70 / 2 |
35 / 389 |
33.218404% |
0.433759 |
-0.438362 |
0.002435 |
1.480234 |
0.647145 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
930.00 |
20.16% |
$17.70 / 8 |
$18.30 / 4 |
4 / 230 |
32.116285% |
0.325681 |
-0.399316 |
0.002232 |
1.356672 |
0.493627 |
|
| 83 |
Legs |
12/15(74) |
CALL |
900.00 / 960.00 |
$1,360 / $4,640 / 0.29 |
72.45% / $51.33 / 1.11% / 5.17% |
75.99% / $913.60 |
$13.60 / $25.80 / $12.20 / 8 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
900.00 |
27.55% |
$25.80 / 8 |
$26.70 / 12 |
11 / 581 |
32.646748% |
0.388705 |
-0.426142 |
0.002373 |
1.442848 |
0.583853 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
960.00 |
14.27% |
$11.60 / 7 |
$12.20 / 15 |
0 / 129 |
31.611631% |
0.269029 |
-0.364975 |
0.002045 |
1.243556 |
0.410997 |
|
|
| 865 |
BKNG |
12/15(74) |
CALL |
3600.00 / 4100.00 |
$2,090 / $47,910 / 0.04 |
88.80% / $826.97 / 1.73% / 8.15% |
89.67% / $3,620.90 |
$20.90 / $25.70 / $4.80 / 8 |
60 / 39.63% / 42 |
| 2 |
Legs |
Vertical |
Bearish |
$3093.76 (+0.32%) / 161K |
|
Earnings: 11/01 |
|
Neutral / 5 hours 32 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
| BKNG |
Short (Sell) |
12/15/2023 (M) |
CALL |
3600.00 |
11.20% |
$25.70 / 13 |
$29.90 / 7 |
0 / 15 |
27.847549% |
0.232069 |
-1.178682 |
0.000566 |
4.276299 |
1.336096 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
4100.00 |
1.16% |
$0.30 / 9 |
$4.80 / 8 |
0 / 13 |
27.866096% |
0.069800 |
-0.506813 |
0.000248 |
1.877335 |
0.411366 |
|
| 857 |
Legs |
12/15(74) |
CALL |
3600.00 / 4000.00 |
$1,920 / $38,080 / 0.05 |
88.80% / $427.24 / 1.12% / 5.24% |
89.60% / $3,619.20 |
$19.20 / $25.70 / $6.50 / 10 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
3600.00 |
11.20% |
$25.70 / 13 |
$29.90 / 7 |
0 / 15 |
27.847549% |
0.232069 |
-1.178682 |
0.000566 |
4.276299 |
1.336096 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
4000.00 |
1.93% |
$2.10 / 5 |
$6.50 / 10 |
0 / 52 |
27.885299% |
0.090809 |
-0.620312 |
0.000303 |
2.290729 |
0.533204 |
|
| 841 |
Legs |
12/15(74) |
CALL |
3600.00 / 3900.00 |
$1,640 / $28,360 / 0.06 |
88.80% / $45.30 / 0.16% / 0.73% |
89.49% / $3,616.40 |
$16.40 / $25.70 / $9.30 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
3600.00 |
11.20% |
$25.70 / 13 |
$29.90 / 7 |
0 / 15 |
27.847549% |
0.232069 |
-1.178682 |
0.000566 |
4.276299 |
1.336096 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
3900.00 |
3.11% |
$4.80 / 8 |
$9.30 / 7 |
0 / 62 |
27.857825% |
0.116883 |
-0.747693 |
0.000364 |
2.751478 |
0.683481 |
|
|
| 652 |
SMCI |
12/15(74) |
PUT |
280.00 / 220.00 |
$2,070 / $3,930 / 0.53 |
60.69% / $132.97 / 3.38% / 16.46% |
69.20% / $259.30 |
$20.70 / $29.50 / $8.80 / 25 |
35 / 22.95% / 11 |
| 5 |
Legs |
Vertical |
Bullish |
$290.70 (+6.01%) / 3.49M |
|
Earnings: 11/07 |
|
Bullish / 5 hours 35 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
| SMCI |
Short (Sell) |
12/15/2023 (M) |
PUT |
280.00 |
39.31% |
$29.50 / 25 |
$29.80 / 17 |
6 / 91 |
68.331686% |
-0.383498 |
-0.285388 |
0.003193 |
0.498087 |
-0.312021 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
18.41% |
$8.50 / 55 |
$8.80 / 52 |
16 / 105 |
71.430003% |
-0.190302 |
-0.207750 |
0.002272 |
0.354355 |
-0.144332 |
|
| 162 |
Legs |
11/17(46) |
PUT |
280.00 / 220.00 |
$1,880 / $4,120 / 0.46 |
60.17% / $118.09 / 2.87% / 22.54% |
69.90% / $261.20 |
$18.80 / $24.60 / $5.80 / 50 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
280.00 |
39.83% |
$24.60 / 51 |
$24.90 / 20 |
29 / 236 |
72.544667% |
-0.395230 |
-0.369523 |
0.004069 |
0.397701 |
-0.188247 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
14.72% |
$5.60 / 125 |
$5.80 / 50 |
142 / 503 |
76.597340% |
-0.158901 |
-0.237028 |
0.002559 |
0.250139 |
-0.070801 |
|
| 679 |
Legs |
12/15(74) |
PUT |
280.00 / 230.00 |
$1,830 / $3,170 / 0.58 |
60.69% / $123.76 / 3.90% / 19.17% |
68.28% / $261.70 |
$18.30 / $29.50 / $11.20 / 25 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
280.00 |
39.31% |
$29.50 / 25 |
$29.80 / 17 |
6 / 91 |
68.331686% |
-0.383498 |
-0.285388 |
0.003193 |
0.498087 |
-0.312021 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
21.10% |
$10.90 / 49 |
$11.20 / 60 |
5 / 117 |
70.821176% |
-0.220713 |
-0.226172 |
0.002481 |
0.386985 |
-0.169276 |
|
| 274 |
Legs |
12/15(74) |
PUT |
270.00 / 210.00 |
$1,800 / $4,200 / 0.43 |
64.97% / $139.31 / 3.32% / 16.11% |
71.88% / $252.00 |
$18.00 / $24.80 / $6.80 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
35.03% |
$24.80 / 20 |
$25.10 / 20 |
57 / 100 |
68.629507% |
-0.350547 |
-0.278300 |
0.003100 |
0.483478 |
-0.281744 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
16.00% |
$6.60 / 42 |
$6.80 / 28 |
3 / 109 |
72.299252% |
-0.161391 |
-0.187689 |
0.002047 |
0.319211 |
-0.121073 |
|
| 182 |
Legs |
11/17(46) |
PUT |
280.00 / 230.00 |
$1,690 / $3,310 / 0.51 |
60.17% / $90.18 / 2.72% / 21.32% |
68.99% / $263.10 |
$16.90 / $24.60 / $7.70 / 14 |
|
| Underlying |
Leg |
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 |
39.83% |
$24.60 / 51 |
$24.90 / 20 |
29 / 236 |
72.544667% |
-0.395230 |
-0.369523 |
0.004069 |
0.397701 |
-0.188247 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
230.00 |
17.71% |
$7.50 / 64 |
$7.70 / 14 |
90 / 325 |
75.578045% |
-0.193841 |
-0.268153 |
0.002902 |
0.283696 |
-0.087253 |
|
| 282 |
Legs |
12/15(74) |
PUT |
270.00 / 220.00 |
$1,600 / $3,400 / 0.47 |
64.97% / $127.36 / 3.75% / 18.34% |
71.16% / $254.00 |
$16.00 / $24.80 / $8.80 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
35.03% |
$24.80 / 20 |
$25.10 / 20 |
57 / 100 |
68.629507% |
-0.350547 |
-0.278300 |
0.003100 |
0.483478 |
-0.281744 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
18.41% |
$8.50 / 55 |
$8.80 / 52 |
16 / 105 |
71.430003% |
-0.190302 |
-0.207750 |
0.002272 |
0.354355 |
-0.144332 |
|
|
| 596 |
MSTR |
12/15(74) |
PUT |
320.00 / 260.00 |
$1,965 / $4,035 / 0.49 |
60.72% / $44.10 / 1.09% / 5.10% |
68.68% / $300.35 |
$19.65 / $31.10 / $11.45 / 6 |
11 / 8.54% / 86 |
| 5 |
Legs |
Vertical |
Bullish |
$325.00 (-1.00%) / 854K |
|
Earnings: 11/07 |
|
Bearish / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
| MSTR |
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
39.28% |
$31.10 / 6 |
$32.20 / 37 |
8 / 96 |
64.842400% |
-0.387381 |
-0.291303 |
0.003129 |
0.571192 |
-0.347967 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
260.00 |
18.60% |
$10.50 / 22 |
$11.45 / 30 |
12 / 312 |
68.840709% |
-0.199212 |
-0.217645 |
0.002282 |
0.416601 |
-0.168456 |
|
| 627 |
Legs |
12/15(74) |
PUT |
320.00 / 270.00 |
$1,760 / $3,240 / 0.54 |
60.72% / $62.63 / 1.93% / 9.16% |
67.90% / $302.40 |
$17.60 / $31.10 / $13.50 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
39.28% |
$31.10 / 6 |
$32.20 / 37 |
8 / 96 |
64.842400% |
-0.387381 |
-0.291303 |
0.003129 |
0.571192 |
-0.347967 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
21.30% |
$12.85 / 19 |
$13.50 / 6 |
32 / 113 |
67.431248% |
-0.228752 |
-0.235129 |
0.002474 |
0.451542 |
-0.195284 |
|
| 115 |
Legs |
11/17(46) |
PUT |
320.00 / 260.00 |
$1,735 / $4,265 / 0.41 |
60.41% / $11.98 / 0.28% / 2.04% |
69.26% / $302.65 |
$17.35 / $23.70 / $6.35 / 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 |
320.00 |
39.59% |
$23.70 / 6 |
$24.25 / 6 |
8 / 32 |
63.600119% |
-0.396697 |
-0.376943 |
0.003979 |
0.455183 |
-0.210136 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
260.00 |
14.81% |
$6.05 / 13 |
$6.35 / 2 |
3 / 96 |
69.061311% |
-0.166735 |
-0.249495 |
0.002580 |
0.295098 |
-0.083396 |
|
| 254 |
Legs |
12/15(74) |
PUT |
310.00 / 250.00 |
$1,680 / $4,320 / 0.39 |
64.91% / $33.46 / 0.77% / 3.60% |
71.29% / $293.20 |
$16.80 / $26.35 / $9.55 / 14 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
310.00 |
35.09% |
$26.35 / 14 |
$27.25 / 12 |
1 / 86 |
64.714538% |
-0.355127 |
-0.284619 |
0.003042 |
0.555381 |
-0.315629 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
250.00 |
16.18% |
$8.55 / 30 |
$9.55 / 49 |
35 / 194 |
70.242884% |
-0.171084 |
-0.198600 |
0.002076 |
0.378994 |
-0.143332 |
|
| 72 |
Legs |
12/15(74) |
PUT |
300.00 / 240.00 |
$1,495 / $4,505 / 0.33 |
68.81% / $77.38 / 1.72% / 8.11% |
74.08% / $285.05 |
$14.95 / $22.35 / $7.40 / 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 |
300.00 |
31.19% |
$22.35 / 6 |
$23.35 / 33 |
7 / 237 |
65.466835% |
-0.322874 |
-0.275610 |
0.002933 |
0.535400 |
-0.283995 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
14.03% |
$7.05 / 6 |
$7.40 / 16 |
12 / 334 |
71.113325% |
-0.144652 |
-0.178365 |
0.001859 |
0.339420 |
-0.120093 |
|
| 258 |
Legs |
12/15(74) |
PUT |
310.00 / 260.00 |
$1,490 / $3,510 / 0.43 |
64.91% / $28.73 / 0.82% / 3.80% |
70.61% / $295.10 |
$14.90 / $26.35 / $11.45 / 14 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
310.00 |
35.09% |
$26.35 / 14 |
$27.25 / 12 |
1 / 86 |
64.714538% |
-0.355127 |
-0.284619 |
0.003042 |
0.555381 |
-0.315629 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
260.00 |
18.60% |
$10.50 / 22 |
$11.45 / 30 |
12 / 312 |
68.840709% |
-0.199212 |
-0.217645 |
0.002282 |
0.416601 |
-0.168456 |
|
|
| 394 |
HUBS |
12/15(74) |
CALL |
530.00 / 620.00 |
$1,950 / $7,050 / 0.28 |
66.26% / $108.65 / 1.54% / 7.25% |
73.23% / $549.50 |
$19.50 / $26.10 / $6.60 / 5 |
53 / 32.63% / 42 |
| 5 |
Legs |
Vertical |
Bearish |
$495.40 (+0.59%) / 443K |
|
Earnings: 11/01 |
|
Neutral / 5 hours 33 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
| HUBS |
Short (Sell) |
12/15/2023 (M) |
CALL |
530.00 |
33.74% |
$26.10 / 5 |
$26.90 / 15 |
1 / 51 |
42.868699% |
0.457310 |
-0.357301 |
0.003142 |
0.889146 |
0.386778 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
9.89% |
$5.10 / 22 |
$6.60 / 6 |
0 / 47 |
40.111338% |
0.235263 |
-0.271368 |
0.002436 |
0.689273 |
0.207376 |
|
| 323 |
Legs |
12/15(74) |
CALL |
540.00 / 640.00 |
$1,820 / $8,180 / 0.22 |
69.96% / $246.89 / 3.02% / 14.58% |
76.01% / $558.20 |
$18.20 / $22.70 / $4.50 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
30.04% |
$22.70 / 1 |
$23.30 / 6 |
2 / 56 |
42.587980% |
0.428405 |
-0.352446 |
0.003109 |
0.879832 |
0.364428 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
640.00 |
7.16% |
$0.20 / 14 |
$4.50 / 6 |
0 / 46 |
35.137014% |
0.198777 |
-0.245450 |
0.002210 |
0.625252 |
0.176388 |
|
| 251 |
Legs |
12/15(74) |
CALL |
540.00 / 620.00 |
$1,610 / $6,390 / 0.25 |
69.96% / $95.29 / 1.49% / 7.01% |
75.36% / $556.10 |
$16.10 / $22.70 / $6.60 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
30.04% |
$22.70 / 1 |
$23.30 / 6 |
2 / 56 |
42.587980% |
0.428405 |
-0.352446 |
0.003109 |
0.879832 |
0.364428 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
9.89% |
$5.10 / 22 |
$6.60 / 6 |
0 / 47 |
40.111338% |
0.235263 |
-0.271368 |
0.002436 |
0.689273 |
0.207376 |
|
| 303 |
Legs |
12/15(74) |
CALL |
550.00 / 640.00 |
$1,500 / $7,500 / 0.20 |
73.39% / $192.59 / 2.57% / 12.31% |
78.05% / $565.00 |
$15.00 / $19.50 / $4.50 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
550.00 |
26.61% |
$19.50 / 4 |
$20.20 / 6 |
0 / 36 |
42.307706% |
0.400398 |
-0.346014 |
0.003061 |
0.866253 |
0.342455 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
640.00 |
7.16% |
$0.20 / 14 |
$4.50 / 6 |
0 / 46 |
35.137014% |
0.198777 |
-0.245450 |
0.002210 |
0.625252 |
0.176388 |
|
| 98 |
Legs |
12/15(74) |
PUT |
460.00 / 400.00 |
$1,370 / $4,630 / 0.30 |
69.79% / $30.79 / 0.66% / 3.08% |
74.53% / $446.30 |
$13.70 / $21.80 / $8.10 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
460.00 |
30.21% |
$21.80 / 1 |
$22.50 / 2 |
0 / 51 |
45.392671% |
-0.327190 |
-0.279628 |
0.002859 |
0.808999 |
-0.396762 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
400.00 |
13.28% |
$7.10 / 7 |
$8.10 / 11 |
0 / 30 |
48.083241% |
-0.159823 |
-0.193257 |
0.001926 |
0.545014 |
-0.187016 |
|
| 12 |
Legs |
11/17(46) |
CALL |
540.00 / 600.00 |
$1,050 / $4,950 / 0.21 |
73.93% / $98.94 / 2.00% / 15.29% |
78.10% / $550.50 |
$10.50 / $15.80 / $5.30 / 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) |
CALL |
540.00 |
26.07% |
$15.80 / 25 |
$16.70 / 15 |
0 / 104 |
44.613700% |
0.380024 |
-0.425278 |
0.003810 |
0.675666 |
0.211463 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
600.00 |
8.46% |
$4.50 / 7 |
$5.30 / 3 |
1 / 4 |
43.627388% |
0.204175 |
-0.312624 |
0.002836 |
0.502975 |
0.116571 |
|
|
| 875 |
SNPS |
12/15(74) |
CALL |
470.00 / 540.00 |
$1,950 / $5,050 / 0.39 |
54.63% / $67.27 / 1.33% / 6.25% |
67.27% / $489.50 |
$19.50 / $23.50 / $4.00 / 12 |
42 / 40.39% / 31 |
| 5 |
Legs |
Vertical |
Bearish |
$458.97 (0.00%) / 734K |
|
Earnings: 11/29 |
|
Bullish / 5 hours 35 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
| SNPS |
Short (Sell) |
12/15/2023 (M) |
CALL |
470.00 |
45.37% |
$23.50 / 12 |
$24.30 / 7 |
3 / 90 |
30.365963% |
0.518023 |
-0.239314 |
0.004966 |
0.835115 |
0.429496 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
10.63% |
$3.60 / 7 |
$4.00 / 43 |
224 / 38 |
27.706282% |
0.225273 |
-0.172369 |
0.003740 |
0.628888 |
0.194209 |
|
| 512 |
Legs |
12/15(74) |
CALL |
480.00 / 540.00 |
$1,490 / $4,510 / 0.33 |
61.33% / $71.81 / 1.59% / 7.50% |
70.43% / $494.90 |
$14.90 / $18.90 / $4.00 / 11 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
38.67% |
$18.90 / 11 |
$19.60 / 7 |
1 / 47 |
29.803482% |
0.469680 |
-0.236651 |
0.004957 |
0.833553 |
0.392228 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
10.63% |
$3.60 / 7 |
$4.00 / 43 |
224 / 38 |
27.706282% |
0.225273 |
-0.172369 |
0.003740 |
0.628888 |
0.194209 |
|
| 781 |
Legs |
12/15(74) |
CALL |
480.00 / 560.00 |
$1,450 / $6,550 / 0.22 |
61.33% / $129.98 / 1.98% / 9.41% |
70.20% / $494.50 |
$14.50 / $18.90 / $4.40 / 11 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
38.67% |
$18.90 / 11 |
$19.60 / 7 |
1 / 47 |
29.803482% |
0.469680 |
-0.236651 |
0.004957 |
0.833553 |
0.392228 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
560.00 |
6.14% |
$1.80 / 14 |
$4.40 / 36 |
10 / 3 |
30.569897% |
0.167528 |
-0.142961 |
0.003124 |
0.525296 |
0.145511 |
|
| 402 |
Legs |
12/15(74) |
PUT |
450.00 / 390.00 |
$1,300 / $4,700 / 0.28 |
63.86% / $65.02 / 1.38% / 6.49% |
71.73% / $437.00 |
$13.00 / $18.00 / $5.00 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
450.00 |
36.14% |
$18.00 / 4 |
$18.50 / 2 |
7 / 80 |
31.408853% |
-0.383743 |
-0.179207 |
0.004758 |
0.800216 |
-0.413528 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
390.00 |
9.28% |
$4.20 / 11 |
$5.00 / 30 |
0 / 62 |
35.770926% |
-0.131373 |
-0.105717 |
0.002655 |
0.446516 |
-0.136547 |
|
| 298 |
Legs |
12/15(74) |
PUT |
450.00 / 400.00 |
$1,210 / $3,790 / 0.32 |
63.86% / $12.82 / 0.34% / 1.56% |
71.22% / $437.90 |
$12.10 / $18.00 / $5.90 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
450.00 |
36.14% |
$18.00 / 4 |
$18.50 / 2 |
7 / 80 |
31.408853% |
-0.383743 |
-0.179207 |
0.004758 |
0.800216 |
-0.413528 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
400.00 |
12.10% |
$5.50 / 5 |
$5.90 / 6 |
0 / 41 |
34.534246% |
-0.165005 |
-0.122347 |
0.003093 |
0.520173 |
-0.172392 |
|
| 153 |
Legs |
11/17(46) |
PUT |
450.00 / 390.00 |
$880 / $5,120 / 0.17 |
64.83% / $49.51 / 0.97% / 7.17% |
71.53% / $441.20 |
$8.80 / $11.80 / $3.00 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
450.00 |
35.17% |
$11.80 / 2 |
$12.20 / 33 |
9 / 50 |
28.437273% |
-0.379371 |
-0.233061 |
0.005990 |
0.631284 |
-0.249219 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
390.00 |
5.48% |
$1.60 / 56 |
$3.00 / 53 |
0 / 4 |
36.499525% |
-0.088772 |
-0.103174 |
0.002530 |
0.266636 |
-0.056397 |
|
|
| 598 |
MDB |
12/15(74) |
PUT |
340.00 / 280.00 |
$1,930 / $4,070 / 0.47 |
60.53% / $134.17 / 3.30% / 16.01% |
69.90% / $320.70 |
$19.30 / $28.60 / $9.30 / 6 |
30 / 19.23% / 50 |
| 5 |
Legs |
Vertical |
Bullish |
$351.75 (+1.70%) / 1.14M |
|
Earnings: 12/05 |
|
Neutral / 5 hours 32 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
| MDB |
Short (Sell) |
12/15/2023 (M) |
PUT |
340.00 |
39.47% |
$28.60 / 6 |
$28.90 / 9 |
0 / 63 |
55.892970% |
-0.396453 |
-0.240565 |
0.003779 |
0.608851 |
-0.354386 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
15.45% |
$8.95 / 22 |
$9.30 / 25 |
0 / 28 |
59.488704% |
-0.177252 |
-0.167595 |
0.002548 |
0.410511 |
-0.150078 |
|
| 629 |
Legs |
12/15(74) |
PUT |
340.00 / 290.00 |
$1,705 / $3,295 / 0.52 |
60.53% / $90.85 / 2.76% / 13.26% |
68.88% / $322.95 |
$17.05 / $28.60 / $11.55 / 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 |
340.00 |
39.47% |
$28.60 / 6 |
$28.90 / 9 |
0 / 63 |
55.892970% |
-0.396453 |
-0.240565 |
0.003779 |
0.608851 |
-0.354386 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
290.00 |
18.40% |
$11.15 / 25 |
$11.55 / 25 |
0 / 21 |
58.751745% |
-0.210123 |
-0.185147 |
0.002827 |
0.455421 |
-0.179386 |
|
| 221 |
Legs |
12/15(74) |
PUT |
330.00 / 270.00 |
$1,680 / $4,320 / 0.39 |
65.56% / $192.78 / 4.46% / 22.13% |
73.13% / $313.20 |
$16.80 / $24.20 / $7.40 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
34.44% |
$24.20 / 7 |
$24.45 / 33 |
0 / 55 |
56.290494% |
-0.357730 |
-0.234608 |
0.003660 |
0.589689 |
-0.316646 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
12.88% |
$7.15 / 12 |
$7.40 / 21 |
2 / 151 |
60.349456% |
-0.146827 |
-0.148804 |
0.002253 |
0.363086 |
-0.123331 |
|
| 432 |
Legs |
12/15(74) |
CALL |
370.00 / 430.00 |
$1,590 / $4,410 / 0.36 |
63.51% / $8.63 / 0.20% / 0.90% |
70.83% / $385.90 |
$15.90 / $27.20 / $11.30 / 9 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
36.49% |
$27.20 / 14 |
$27.60 / 8 |
4 / 94 |
55.017365% |
0.489485 |
-0.288328 |
0.003910 |
0.629981 |
0.282330 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
430.00 |
14.21% |
$11.05 / 14 |
$11.30 / 9 |
1 / 22 |
54.330313% |
0.294664 |
-0.245264 |
0.003381 |
0.544757 |
0.177310 |
|
| 233 |
Legs |
12/15(74) |
PUT |
330.00 / 280.00 |
$1,490 / $3,510 / 0.43 |
65.56% / $140.68 / 4.01% / 19.71% |
72.33% / $315.10 |
$14.90 / $24.20 / $9.30 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
34.44% |
$24.20 / 7 |
$24.45 / 33 |
0 / 55 |
56.290494% |
-0.357730 |
-0.234608 |
0.003660 |
0.589689 |
-0.316646 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
15.45% |
$8.95 / 22 |
$9.30 / 25 |
0 / 28 |
59.488704% |
-0.177252 |
-0.167595 |
0.002548 |
0.410511 |
-0.150078 |
|
| 21 |
Legs |
11/17(46) |
PUT |
330.00 / 270.00 |
$1,150 / $4,850 / 0.24 |
66.78% / $34.91 / 0.72% / 5.29% |
73.28% / $318.50 |
$11.50 / $13.70 / $2.20 / 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 |
330.00 |
33.22% |
$13.70 / 22 |
$13.95 / 23 |
2 / 139 |
47.000183% |
-0.353313 |
-0.301135 |
0.004603 |
0.464765 |
-0.186923 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
270.00 |
8.79% |
$2.04 / 55 |
$2.20 / 7 |
0 / 425 |
52.347682% |
-0.107032 |
-0.153144 |
0.002283 |
0.230558 |
-0.053942 |
|
|
| 744 |
|
11/17(46) |
PUT |
165.00 / 135.00 |
$1,930 / $1,070 / 1.80 |
56.53% / $708.70 / 66.23% / > 1000% |
76.91% / $145.70 |
$19.30 / $23.10 / $3.80 / 1 |
88 / 80.07% / 8 |
| 5 |
Legs |
Vertical |
Bullish |
$166.36 (-0.07%) / 1.24M |
|
Earnings: 11/28 |
|
Bullish / 5 hours 35 min |
| Underlying |
Leg |
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 |
43.47% |
$23.10 / 8 |
$24.20 / 1 |
8 / 475 |
105.473070% |
-0.427684 |
-0.175475 |
0.008786 |
0.233951 |
-0.112892 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
135.00 |
15.20% |
$0.60 / 1 |
$3.80 / 1 |
0 / 3 |
56.093634% |
-0.176473 |
-0.118857 |
0.005803 |
0.154517 |
-0.043998 |
|
| 1 |
Legs |
11/17(46) |
PUT |
165.00 / 145.00 |
$1,660 / $340 / 4.88 |
56.53% / $790.63 / 232.54% / > 1000% |
74.53% / $148.40 |
$16.60 / $23.10 / $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 |
165.00 |
43.47% |
$23.10 / 8 |
$24.20 / 1 |
8 / 475 |
105.473070% |
-0.427684 |
-0.175475 |
0.008786 |
0.233951 |
-0.112892 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
22.49% |
$4.50 / 1 |
$6.50 / 1 |
4 / 20 |
62.582641% |
-0.253659 |
-0.145902 |
0.007170 |
0.190934 |
-0.064355 |
|
| 630 |
Legs |
11/17(46) |
PUT |
160.00 / 135.00 |
$1,440 / $1,060 / 1.36 |
62.50% / $578.07 / 54.53% / > 1000% |
77.00% / $145.60 |
$14.40 / $18.20 / $3.80 / 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 |
160.00 |
37.50% |
$18.20 / 20 |
$20.00 / 5 |
3 / 102 |
97.349823% |
-0.383324 |
-0.171669 |
0.008548 |
0.227623 |
-0.100125 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
135.00 |
15.20% |
$0.60 / 1 |
$3.80 / 1 |
0 / 3 |
56.093634% |
-0.176473 |
-0.118857 |
0.005803 |
0.154517 |
-0.043998 |
|
| 868 |
Legs |
11/17(46) |
PUT |
165.00 / 140.00 |
$1,310 / $1,190 / 1.10 |
56.53% / $333.15 / 28.00% / 490.07% |
71.20% / $151.90 |
$13.10 / $23.10 / $10.00 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
165.00 |
43.47% |
$23.10 / 8 |
$24.20 / 1 |
8 / 475 |
105.473070% |
-0.427684 |
-0.175475 |
0.008786 |
0.233951 |
-0.112892 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
18.58% |
$0.10 / 1 |
$10.00 / 2 |
0 / 16 |
68.201302% |
-0.213720 |
-0.133130 |
0.006520 |
0.173615 |
-0.053741 |
|
| 2 |
Legs |
11/17(46) |
PUT |
165.00 / 150.00 |
$1,210 / $290 / 4.17 |
56.53% / $557.97 / 192.40% / > 1000% |
70.19% / $152.90 |
$12.10 / $23.10 / $11.00 / 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 |
165.00 |
43.47% |
$23.10 / 8 |
$24.20 / 1 |
8 / 475 |
105.473070% |
-0.427684 |
-0.175475 |
0.008786 |
0.233951 |
-0.112892 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
150.00 |
26.96% |
$8.00 / 25 |
$11.00 / 5 |
0 / 39 |
74.320479% |
-0.295673 |
-0.156761 |
0.007734 |
0.205943 |
-0.075715 |
|
| 501 |
Legs |
10/20(18) |
PUT |
160.00 / 130.00 |
$385 / $2,615 / 0.15 |
64.72% / $20.25 / 0.77% / 13.83% |
71.12% / $156.15 |
$3.85 / $4.50 / $0.65 / 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 |
35.28% |
$4.50 / 20 |
$6.00 / 1 |
3 / 1,691 |
54.833853% |
-0.374339 |
-0.274414 |
0.013347 |
0.143674 |
-0.036608 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
4.66% |
$0.40 / 4 |
$0.65 / 1 |
31 / 261 |
67.885899% |
-0.062338 |
-0.090317 |
0.004322 |
0.046529 |
-0.005819 |
|
|
| 649 |
|
11/17(46) |
CALL |
540.00 / 600.00 |
$1,840 / $4,160 / 0.44 |
51.97% / $13.94 / 0.34% / 2.44% |
65.70% / $558.40 |
$18.40 / $23.40 / $5.00 / 11 |
64 / 54.42% / 80 |
| 5 |
Legs |
Vertical |
Bearish |
$538.00 (+0.16%) / 2.81M |
|
Earnings: 11/07 |
|
Bearish / 5 hours 36 min |
| Underlying |
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 |
540.00 |
48.03% |
$23.40 / 11 |
$23.80 / 8 |
127 / 272 |
30.678243% |
0.524442 |
-0.327107 |
0.005575 |
0.766641 |
0.326320 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
600.00 |
12.19% |
$4.35 / 86 |
$5.00 / 31 |
283 / 1,444 |
28.739892% |
0.232272 |
-0.243226 |
0.004278 |
0.588229 |
0.148979 |
|
| 125 |
Legs |
11/17(46) |
CALL |
550.00 / 610.00 |
$1,495 / $4,505 / 0.33 |
59.63% / $142.91 / 3.17% / 25.18% |
70.12% / $564.95 |
$14.95 / $18.70 / $3.75 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
550.00 |
40.37% |
$18.70 / 1 |
$19.05 / 18 |
88 / 926 |
30.285551% |
0.469430 |
-0.324375 |
0.005570 |
0.765966 |
0.293961 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
610.00 |
9.00% |
$3.45 / 1 |
$3.75 / 109 |
20 / 595 |
29.144378% |
0.196060 |
-0.219698 |
0.003876 |
0.532962 |
0.126203 |
|
| 368 |
Legs |
12/15(74) |
CALL |
560.00 / 620.00 |
$1,480 / $4,520 / 0.33 |
63.40% / $58.08 / 1.29% / 6.02% |
71.30% / $574.80 |
$14.80 / $20.65 / $5.85 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
560.00 |
36.60% |
$20.65 / 4 |
$21.00 / 5 |
8 / 34 |
29.317966% |
0.451965 |
-0.258909 |
0.004388 |
0.962919 |
0.441434 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
11.51% |
$5.35 / 3 |
$5.85 / 49 |
25 / 103 |
28.341803% |
0.233702 |
-0.195329 |
0.003397 |
0.745391 |
0.234598 |
|
| 138 |
Legs |
11/17(46) |
PUT |
530.00 / 470.00 |
$1,400 / $4,600 / 0.30 |
59.53% / $84.82 / 1.84% / 14.04% |
69.51% / $516.00 |
$14.00 / $18.80 / $4.80 / 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 |
530.00 |
40.47% |
$18.80 / 3 |
$19.15 / 12 |
114 / 482 |
31.111669% |
-0.418947 |
-0.270337 |
0.005472 |
0.752416 |
-0.320136 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
470.00 |
8.87% |
$4.10 / 35 |
$4.80 / 62 |
30 / 149 |
35.518377% |
-0.133781 |
-0.155729 |
0.003023 |
0.415762 |
-0.099110 |
|
| 141 |
Legs |
11/17(46) |
CALL |
550.00 / 600.00 |
$1,370 / $3,630 / 0.38 |
59.63% / $47.74 / 1.32% / 9.85% |
69.30% / $563.70 |
$13.70 / $18.70 / $5.00 / 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) |
CALL |
550.00 |
40.37% |
$18.70 / 1 |
$19.05 / 18 |
88 / 926 |
30.285551% |
0.469430 |
-0.324375 |
0.005570 |
0.765966 |
0.293961 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
600.00 |
12.19% |
$4.35 / 86 |
$5.00 / 31 |
283 / 1,444 |
28.739892% |
0.232272 |
-0.243226 |
0.004278 |
0.588229 |
0.148979 |
|
| 359 |
Legs |
12/15(74) |
CALL |
560.00 / 610.00 |
$1,345 / $3,655 / 0.37 |
63.40% / $13.44 / 0.37% / 1.70% |
70.63% / $573.45 |
$13.45 / $20.65 / $7.20 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
560.00 |
36.60% |
$20.65 / 4 |
$21.00 / 5 |
8 / 34 |
29.317966% |
0.451965 |
-0.258909 |
0.004388 |
0.962919 |
0.441434 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
610.00 |
14.39% |
$6.85 / 6 |
$7.20 / 20 |
4 / 73 |
28.291039% |
0.264390 |
-0.209238 |
0.003627 |
0.795935 |
0.264414 |
|
|
| 735 |
|
12/15(74) |
CALL |
530.00 / 590.00 |
$1,740 / $4,260 / 0.41 |
58.22% / $40.00 / 0.94% / 4.37% |
68.50% / $547.40 |
$17.40 / $23.30 / $5.90 / 7 |
26 / 27.93% / 30 |
| 5 |
Legs |
Vertical |
Bearish |
$517.80 (+1.34%) / 1.62M |
|
Earnings: 12/05 / Ex-Div: 10/05 ($0.90) |
|
Bullish / 5 hours 37 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
530.00 |
41.78% |
$23.30 / 13 |
$23.70 / 2 |
7 / 108 |
29.176112% |
0.489586 |
-0.251315 |
0.004630 |
0.932383 |
0.457788 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
590.00 |
13.18% |
$5.50 / 42 |
$5.90 / 7 |
0 / 76 |
27.287120% |
0.251605 |
-0.194947 |
0.003705 |
0.745996 |
0.242491 |
|
| 361 |
Legs |
12/15(74) |
CALL |
540.00 / 600.00 |
$1,420 / $4,580 / 0.31 |
64.29% / $95.52 / 2.09% / 9.91% |
72.12% / $554.20 |
$14.20 / $18.80 / $4.60 / 12 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
35.71% |
$18.80 / 26 |
$19.50 / 16 |
0 / 136 |
28.732927% |
0.445041 |
-0.247330 |
0.004588 |
0.924001 |
0.418707 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
10.38% |
$4.20 / 45 |
$4.60 / 12 |
9 / 48 |
27.266125% |
0.220560 |
-0.180702 |
0.003445 |
0.693798 |
0.213373 |
|
| 285 |
Legs |
12/15(74) |
CALL |
540.00 / 590.00 |
$1,290 / $3,710 / 0.35 |
64.29% / $36.60 / 0.99% / 4.60% |
71.45% / $552.90 |
$12.90 / $18.80 / $5.90 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
35.71% |
$18.80 / 26 |
$19.50 / 16 |
0 / 136 |
28.732927% |
0.445041 |
-0.247330 |
0.004588 |
0.924001 |
0.418707 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
590.00 |
13.18% |
$5.50 / 42 |
$5.90 / 7 |
0 / 76 |
27.287120% |
0.251605 |
-0.194947 |
0.003705 |
0.745996 |
0.242491 |
|
| 331 |
Legs |
12/15(74) |
PUT |
500.00 / 440.00 |
$1,270 / $4,730 / 0.27 |
65.40% / $47.30 / 1.00% / 4.66% |
72.44% / $487.30 |
$12.70 / $18.20 / $5.50 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
500.00 |
34.60% |
$18.20 / 6 |
$18.80 / 11 |
2 / 164 |
30.580633% |
-0.371848 |
-0.193327 |
0.004392 |
0.884524 |
-0.444618 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
440.00 |
9.66% |
$5.10 / 33 |
$5.50 / 33 |
0 / 126 |
34.731854% |
-0.136969 |
-0.117409 |
0.002548 |
0.513146 |
-0.158596 |
|
| 249 |
Legs |
11/17(46) |
CALL |
530.00 / 590.00 |
$1,190 / $4,810 / 0.25 |
60.51% / $23.44 / 0.49% / 3.56% |
69.27% / $541.90 |
$11.90 / $14.90 / $3.00 / 17 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
530.00 |
39.49% |
$14.90 / 17 |
$16.20 / 108 |
7 / 415 |
27.075614% |
0.462756 |
-0.309943 |
0.005829 |
0.735561 |
0.279037 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
590.00 |
7.91% |
$1.50 / 55 |
$3.00 / 60 |
0 / 270 |
26.578291% |
0.182323 |
-0.200690 |
0.003883 |
0.490074 |
0.113059 |
|
| 232 |
Legs |
12/15(74) |
CALL |
550.00 / 610.00 |
$1,170 / $4,830 / 0.24 |
69.92% / $149.18 / 3.09% / 14.94% |
75.82% / $561.70 |
$11.70 / $15.20 / $3.50 / 12 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
550.00 |
30.08% |
$15.20 / 17 |
$15.60 / 2 |
0 / 103 |
28.342897% |
0.401969 |
-0.240697 |
0.004493 |
0.904692 |
0.380326 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
610.00 |
8.06% |
$3.20 / 26 |
$3.50 / 12 |
0 / 63 |
27.216853% |
0.192288 |
-0.166096 |
0.003176 |
0.639641 |
0.186672 |
|
|
| 999 |
|
12/15(74) |
CALL |
4295.00 / 4325.00 |
$1,710 / $1,290 / 1.33 |
48.16% / $154.73 / 11.99% / 67.97% |
50.40% / $4,312.10 |
$17.10 / $130.70 / $113.60 / 21 |
99 / 83.60% / 48 |
| 5 |
Legs |
Vertical |
Bearish |
$4288.39 (+0.01%) / 2.38B |
|
|
|
Neutral / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4295.00 |
51.84% |
$130.70 / 21 |
$131.30 / 87 |
546 / 1,614 |
14.969807% |
0.540954 |
-1.395242 |
0.000930 |
7.694685 |
4.382249 |
| S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4325.00 |
47.91% |
$113.00 / 23 |
$113.60 / 106 |
3,637 / 8,017 |
14.627686% |
0.513193 |
-1.387596 |
0.000934 |
7.731251 |
4.167999 |
|
| 1000 |
Legs |
12/15(74) |
CALL |
4290.00 / 4320.00 |
$1,710 / $1,290 / 1.33 |
47.50% / $135.01 / 10.47% / 57.73% |
49.75% / $4,307.10 |
$17.10 / $133.50 / $116.40 / 61 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4290.00 |
52.50% |
$133.50 / 80 |
$134.40 / 16 |
4 / 355 |
15.011946% |
0.545584 |
-1.395970 |
0.000929 |
7.684929 |
4.417819 |
| S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4320.00 |
48.56% |
$115.90 / 22 |
$116.40 / 61 |
4,764 / 5,066 |
14.681532% |
0.517814 |
-1.389258 |
0.000934 |
7.727768 |
4.203778 |
|
| 998 |
Legs |
12/15(74) |
CALL |
4300.00 / 4330.00 |
$1,690 / $1,310 / 1.29 |
48.81% / $154.44 / 11.79% / 66.57% |
51.03% / $4,316.90 |
$16.90 / $127.60 / $110.70 / 21 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4300.00 |
51.19% |
$127.60 / 21 |
$128.30 / 165 |
6,850 / 34,376 |
14.910407% |
0.536324 |
-1.394357 |
0.000931 |
7.703394 |
4.346630 |
| S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4330.00 |
47.26% |
$110.20 / 30 |
$110.70 / 107 |
519 / 10,924 |
14.566683% |
0.508575 |
-1.385781 |
0.000935 |
7.733694 |
4.132204 |
|
| 997 |
Legs |
12/15(74) |
CALL |
4305.00 / 4335.00 |
$1,670 / $1,330 / 1.26 |
49.47% / $154.14 / 11.59% / 65.21% |
51.66% / $4,321.70 |
$16.70 / $124.60 / $107.90 / 21 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4305.00 |
50.53% |
$124.60 / 21 |
$125.30 / 103 |
3,746 / 1,851 |
14.853318% |
0.531694 |
-1.393315 |
0.000932 |
7.711056 |
4.310968 |
| S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4335.00 |
46.61% |
$107.40 / 30 |
$107.90 / 109 |
861 / 6,740 |
14.511464% |
0.503961 |
-1.383813 |
0.000935 |
7.735100 |
4.096399 |
|
| 996 |
Legs |
12/15(74) |
CALL |
4310.00 / 4340.00 |
$1,660 / $1,340 / 1.24 |
50.13% / $163.82 / 12.23% / 69.56% |
52.30% / $4,326.60 |
$16.60 / $121.70 / $105.10 / 22 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4310.00 |
49.87% |
$121.70 / 22 |
$122.30 / 103 |
4,347 / 8,196 |
14.798493% |
0.527066 |
-1.392118 |
0.000933 |
7.717672 |
4.275268 |
| S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4340.00 |
45.96% |
$104.60 / 30 |
$105.10 / 120 |
1,591 / 2,776 |
14.449888% |
0.499352 |
-1.381693 |
0.000935 |
7.735471 |
4.060589 |
|
| 986 |
Legs |
11/17(46) |
CALL |
4290.00 / 4320.00 |
$1,620 / $1,380 / 1.17 |
48.77% / $83.17 / 6.03% / 52.33% |
51.45% / $4,306.20 |
$16.20 / $100.80 / $84.60 / 105 |
|
| Underlying |
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 |
4290.00 |
51.23% |
$100.80 / 105 |
$101.60 / 105 |
29 / 210 |
15.072755% |
0.530645 |
-1.695311 |
0.001177 |
6.105508 |
2.741318 |
| S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
4320.00 |
46.28% |
$83.80 / 165 |
$84.60 / 105 |
11 / 304 |
14.699953% |
0.495477 |
-1.682472 |
0.001181 |
6.123190 |
2.566105 |
|
|
| 847 |
|
12/15(74) |
CALL |
390.00 / 450.00 |
$1,690 / $4,310 / 0.39 |
55.76% / $80.61 / 1.87% / 8.85% |
68.01% / $406.90 |
$16.90 / $21.45 / $4.55 / 2 |
59 / 23.61% / 51 |
| 5 |
Legs |
Vertical |
Bearish |
$382.75 (-0.74%) / 1.2M |
|
Earnings: 12/14 |
|
Neutral / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
44.24% |
$21.45 / 13 |
$21.65 / 2 |
77 / 1,562 |
33.647820% |
0.513633 |
-0.209689 |
0.005623 |
0.690748 |
0.349197 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
10.84% |
$4.30 / 58 |
$4.55 / 2 |
13 / 531 |
31.827655% |
0.230529 |
-0.153636 |
0.004288 |
0.526734 |
0.163145 |
|
| 681 |
Legs |
12/15(74) |
PUT |
380.00 / 320.00 |
$1,545 / $4,455 / 0.35 |
57.30% / $75.75 / 1.70% / 8.03% |
68.59% / $364.55 |
$15.45 / $20.20 / $4.75 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
380.00 |
42.70% |
$20.20 / 2 |
$20.40 / 3 |
3 / 893 |
33.998725% |
-0.430861 |
-0.162052 |
0.005541 |
0.680746 |
-0.390277 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
320.00 |
9.87% |
$4.55 / 8 |
$4.75 / 58 |
0 / 210 |
39.396746% |
-0.135574 |
-0.095812 |
0.003071 |
0.377244 |
-0.117335 |
|
| 492 |
Legs |
12/15(74) |
CALL |
400.00 / 460.00 |
$1,360 / $4,640 / 0.29 |
63.22% / $177.46 / 3.82% / 18.75% |
72.32% / $413.60 |
$13.60 / $17.00 / $3.40 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
36.78% |
$17.00 / 7 |
$17.20 / 2 |
14 / 865 |
33.101163% |
0.459268 |
-0.206733 |
0.005597 |
0.687546 |
0.314912 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
8.04% |
$3.25 / 9 |
$3.40 / 7 |
2 / 293 |
31.904290% |
0.196118 |
-0.139258 |
0.003902 |
0.479316 |
0.139443 |
|
| 365 |
Legs |
12/15(74) |
PUT |
370.00 / 310.00 |
$1,255 / $4,745 / 0.26 |
64.79% / $183.72 / 3.87% / 19.00% |
73.18% / $357.45 |
$12.55 / $16.15 / $3.60 / 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 |
370.00 |
35.21% |
$16.15 / 1 |
$16.35 / 2 |
3 / 483 |
34.678707% |
-0.375273 |
-0.158837 |
0.005349 |
0.657091 |
-0.336933 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
310.00 |
7.23% |
$3.45 / 7 |
$3.60 / 2 |
6 / 168 |
40.493158% |
-0.101768 |
-0.078713 |
0.002507 |
0.307953 |
-0.087551 |
|
| 381 |
Legs |
12/15(74) |
CALL |
400.00 / 450.00 |
$1,245 / $3,755 / 0.33 |
63.22% / $84.74 / 2.26% / 10.76% |
71.61% / $412.45 |
$12.45 / $17.00 / $4.55 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
36.78% |
$17.00 / 7 |
$17.20 / 2 |
14 / 865 |
33.101163% |
0.459268 |
-0.206733 |
0.005597 |
0.687546 |
0.314912 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
10.84% |
$4.30 / 58 |
$4.55 / 2 |
13 / 531 |
31.827655% |
0.230529 |
-0.153636 |
0.004288 |
0.526734 |
0.163145 |
|
| 417 |
Legs |
11/17(46) |
CALL |
390.00 / 450.00 |
$1,193 / $4,807 / 0.25 |
57.40% / $127.77 / 2.66% / 20.76% |
68.27% / $401.93 |
$11.93 / $12.95 / $1.02 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
42.60% |
$12.95 / 13 |
$13.20 / 11 |
31 / 888 |
28.256168% |
0.490282 |
-0.259066 |
0.007105 |
0.546969 |
0.215688 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
5.97% |
$0.89 / 21 |
$1.02 / 6 |
10 / 56 |
27.390658% |
0.158977 |
-0.151722 |
0.004316 |
0.332293 |
0.072579 |
|
|
| 917 |
|
12/15(74) |
CALL |
410.00 / 470.00 |
$1,680 / $4,320 / 0.39 |
53.57% / $9.13 / 0.21% / 0.97% |
66.34% / $426.80 |
$16.80 / $19.90 / $3.10 / 8 |
99 / 82.14% / 48 |
| 5 |
Legs |
Vertical |
Bearish |
$405.70 (-1.16%) / 474K |
|
Earnings: 11/01 |
|
Neutral / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
410.00 |
46.43% |
$19.90 / 30 |
$20.40 / 5 |
0 / 29 |
28.313026% |
0.524135 |
-0.202553 |
0.005742 |
0.730231 |
0.381273 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
11.14% |
$2.35 / 23 |
$3.10 / 8 |
0 / 14 |
25.371534% |
0.230318 |
-0.148951 |
0.004386 |
0.557774 |
0.174174 |
|
| 398 |
Legs |
11/17(46) |
CALL |
410.00 / 470.00 |
$1,425 / $4,575 / 0.31 |
54.64% / $211.34 / 4.62% / 38.37% |
68.15% / $424.25 |
$14.25 / $15.90 / $1.65 / 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) |
CALL |
410.00 |
45.36% |
$15.90 / 3 |
$16.50 / 14 |
0 / 8 |
30.063443% |
0.506243 |
-0.251432 |
0.007270 |
0.579430 |
0.237679 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
6.21% |
$1.20 / 30 |
$1.65 / 10 |
0 / 41 |
27.565266% |
0.160281 |
-0.148299 |
0.004442 |
0.354057 |
0.078013 |
|
| 372 |
Legs |
11/17(46) |
CALL |
410.00 / 460.00 |
$1,335 / $3,665 / 0.36 |
54.64% / $73.37 / 2.00% / 15.32% |
67.36% / $423.35 |
$13.35 / $15.90 / $2.55 / 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) |
CALL |
410.00 |
45.36% |
$15.90 / 3 |
$16.50 / 14 |
0 / 8 |
30.063443% |
0.506243 |
-0.251432 |
0.007270 |
0.579430 |
0.237679 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
460.00 |
9.45% |
$2.05 / 9 |
$2.55 / 10 |
0 / 50 |
27.730208% |
0.202030 |
-0.172084 |
0.005136 |
0.409374 |
0.097909 |
|
| 639 |
Legs |
12/15(74) |
CALL |
420.00 / 480.00 |
$1,315 / $4,685 / 0.28 |
61.37% / $104.74 / 2.24% / 10.65% |
70.68% / $433.15 |
$13.15 / $15.30 / $2.15 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
420.00 |
38.63% |
$15.30 / 1 |
$15.70 / 8 |
0 / 48 |
27.743403% |
0.468013 |
-0.200481 |
0.005735 |
0.729403 |
0.343280 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
480.00 |
8.18% |
$1.60 / 33 |
$2.15 / 11 |
0 / 33 |
25.405550% |
0.194642 |
-0.134504 |
0.003975 |
0.505532 |
0.147858 |
|
| 525 |
Legs |
12/15(74) |
CALL |
420.00 / 470.00 |
$1,220 / $3,780 / 0.32 |
61.37% / $20.01 / 0.53% / 2.45% |
70.05% / $432.20 |
$12.20 / $15.30 / $3.10 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
420.00 |
38.63% |
$15.30 / 1 |
$15.70 / 8 |
0 / 48 |
27.743403% |
0.468013 |
-0.200481 |
0.005735 |
0.729403 |
0.343280 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
11.14% |
$2.35 / 23 |
$3.10 / 8 |
0 / 14 |
25.371534% |
0.230318 |
-0.148951 |
0.004386 |
0.557774 |
0.174174 |
|
| 210 |
Legs |
11/17(46) |
PUT |
400.00 / 350.00 |
$1,075 / $3,925 / 0.27 |
59.28% / $76.84 / 1.96% / 14.96% |
69.28% / $389.25 |
$10.75 / $13.60 / $2.85 / 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 |
400.00 |
40.72% |
$13.60 / 8 |
$14.00 / 1 |
0 / 26 |
30.022812% |
-0.420617 |
-0.207637 |
0.007128 |
0.568113 |
-0.242955 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
350.00 |
7.63% |
$2.55 / 9 |
$2.85 / 9 |
0 / 1 |
35.422348% |
-0.117636 |
-0.109558 |
0.003597 |
0.286713 |
-0.065692 |
|
|
| 849 |
|
12/15(74) |
CALL |
390.00 / 450.00 |
$1,590 / $4,410 / 0.36 |
55.05% / $9.09 / 0.21% / 0.95% |
66.95% / $405.90 |
$15.90 / $18.60 / $2.70 / 19 |
97 / 75.91% / 86 |
| 5 |
Legs |
Vertical |
Bearish |
$385.24 (-1.10%) / 482K |
|
Earnings: 11/02 |
|
Bearish / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
44.95% |
$18.60 / 19 |
$19.10 / 13 |
0 / 69 |
29.021806% |
0.516122 |
-0.197766 |
0.005707 |
0.692204 |
0.353778 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
10.69% |
$2.40 / 27 |
$2.70 / 24 |
0 / 133 |
26.615667% |
0.227274 |
-0.146076 |
0.004326 |
0.524768 |
0.162181 |
|
| 370 |
Legs |
11/17(46) |
CALL |
390.00 / 450.00 |
$1,350 / $4,650 / 0.29 |
56.11% / $208.02 / 4.47% / 36.99% |
68.71% / $403.50 |
$13.50 / $14.70 / $1.20 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
43.89% |
$14.70 / 7 |
$15.10 / 10 |
0 / 38 |
30.344128% |
0.497855 |
-0.246986 |
0.007224 |
0.549133 |
0.220577 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
5.96% |
$0.90 / 39 |
$1.20 / 21 |
0 / 178 |
27.411040% |
0.158145 |
-0.146036 |
0.004378 |
0.332785 |
0.072733 |
|
| 270 |
Legs |
11/17(46) |
CALL |
390.00 / 440.00 |
$1,275 / $3,725 / 0.34 |
56.11% / $80.22 / 2.15% / 16.56% |
68.06% / $402.75 |
$12.75 / $14.70 / $1.95 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
43.89% |
$14.70 / 7 |
$15.10 / 10 |
0 / 38 |
30.344128% |
0.497855 |
-0.246986 |
0.007224 |
0.549133 |
0.220577 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
9.05% |
$1.65 / 36 |
$1.95 / 12 |
0 / 209 |
27.697336% |
0.198912 |
-0.169175 |
0.005059 |
0.384544 |
0.091073 |
|
| 615 |
Legs |
12/15(74) |
CALL |
400.00 / 460.00 |
$1,235 / $4,765 / 0.26 |
62.72% / $92.97 / 1.95% / 9.25% |
71.28% / $412.35 |
$12.35 / $14.20 / $1.85 / 17 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
37.28% |
$14.20 / 17 |
$14.60 / 19 |
0 / 49 |
28.513402% |
0.460600 |
-0.195840 |
0.005687 |
0.689745 |
0.318443 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
7.86% |
$1.50 / 29 |
$1.85 / 32 |
0 / 176 |
26.370471% |
0.192416 |
-0.132126 |
0.003923 |
0.475869 |
0.137947 |
|
| 284 |
Legs |
11/17(46) |
PUT |
380.00 / 320.00 |
$1,200 / $4,800 / 0.25 |
58.00% / $189.51 / 3.95% / 32.11% |
69.15% / $368.00 |
$12.00 / $14.10 / $2.10 / 19 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
380.00 |
42.00% |
$14.10 / 19 |
$14.60 / 12 |
0 / 62 |
31.666785% |
-0.428470 |
-0.213622 |
0.007111 |
0.540489 |
-0.236482 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
320.00 |
5.36% |
$1.85 / 34 |
$2.10 / 25 |
0 / 100 |
38.749271% |
-0.084168 |
-0.087532 |
0.002801 |
0.212925 |
-0.044555 |
|
| 514 |
Legs |
12/15(74) |
CALL |
400.00 / 450.00 |
$1,150 / $3,850 / 0.30 |
62.72% / $13.57 / 0.35% / 1.62% |
70.73% / $411.50 |
$11.50 / $14.20 / $2.70 / 17 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
37.28% |
$14.20 / 17 |
$14.60 / 19 |
0 / 49 |
28.513402% |
0.460600 |
-0.195840 |
0.005687 |
0.689745 |
0.318443 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
10.69% |
$2.40 / 27 |
$2.70 / 24 |
0 / 133 |
26.615667% |
0.227274 |
-0.146076 |
0.004326 |
0.524768 |
0.162181 |
|
|
| 673 |
|
11/17(46) |
CALL |
410.00 / 470.00 |
$1,570 / $4,430 / 0.35 |
50.08% / $23.88 / 0.54% / 3.94% |
64.55% / $425.70 |
$15.70 / $19.10 / $3.40 / 1 |
57 / 50.86% / 95 |
|
Legs |
Vertical |
Bearish |
$409.38 (-1.15%) / 126K |
|
Earnings: 10/26 |
|
Bearish / 5 hours 33 min |
| Underlying |
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 |
410.00 |
49.92% |
$19.10 / 1 |
$20.90 / 5 |
0 / 1 |
32.407070% |
0.541088 |
-0.270160 |
0.006798 |
0.583066 |
0.254245 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
8.84% |
$0.50 / 30 |
$3.40 / 30 |
0 / 1 |
27.947281% |
0.196250 |
-0.180828 |
0.004742 |
0.406733 |
0.095825 |
|
| 193 |
|
11/17(46) |
PUT |
390.00 / 330.00 |
$1,560 / $4,440 / 0.35 |
56.73% / $254.23 / 5.73% / 49.25% |
69.94% / $374.40 |
$15.60 / $19.60 / $4.00 / 6 |
70 / 27.64% / 90 |
| 5 |
Legs |
Vertical |
Bullish |
$393.71 (+1.07%) / 104K |
|
Earnings: 10/19 |
|
Bearish / 5 hours 38 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
390.00 |
43.27% |
$19.60 / 6 |
$24.70 / 18 |
1 / 1 |
44.193512% |
-0.437727 |
-0.229853 |
0.006504 |
0.555046 |
-0.249154 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
330.00 |
7.23% |
$3.60 / 14 |
$4.00 / 13 |
0 / 7 |
44.859169% |
-0.107676 |
-0.113659 |
0.003056 |
0.260811 |
-0.058739 |
|
| 318 |
Legs |
11/17(46) |
CALL |
400.00 / 460.00 |
$1,410 / $4,590 / 0.31 |
56.77% / $144.47 / 3.15% / 24.96% |
68.66% / $414.10 |
$14.10 / $18.90 / $4.80 / 15 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
400.00 |
43.23% |
$18.90 / 15 |
$21.30 / 18 |
28 / 41 |
39.668957% |
0.497094 |
-0.278755 |
0.006584 |
0.561891 |
0.223151 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
460.00 |
7.43% |
$3.90 / 7 |
$4.80 / 15 |
1 / 2 |
39.498443% |
0.180695 |
-0.177697 |
0.004341 |
0.370482 |
0.084189 |
|
| 289 |
Legs |
11/17(46) |
PUT |
390.00 / 350.00 |
$1,240 / $2,760 / 0.45 |
56.73% / $7.64 / 0.28% / 2.01% |
67.41% / $377.60 |
$12.40 / $19.60 / $7.20 / 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 |
390.00 |
43.27% |
$19.60 / 6 |
$24.70 / 18 |
1 / 1 |
44.193512% |
-0.437727 |
-0.229853 |
0.006504 |
0.555046 |
-0.249154 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
350.00 |
14.71% |
$6.70 / 4 |
$7.20 / 5 |
0 / 1 |
42.878464% |
-0.195505 |
-0.167527 |
0.004558 |
0.388943 |
-0.107932 |
|
| 268 |
Legs |
12/15(74) |
CALL |
420.00 / 470.00 |
$1,020 / $3,980 / 0.26 |
68.74% / $63.73 / 1.60% / 7.54% |
74.61% / $430.20 |
$10.20 / $15.10 / $4.90 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
420.00 |
31.26% |
$15.10 / 14 |
$16.50 / 21 |
1 / 92 |
35.164754% |
0.420088 |
-0.217413 |
0.005108 |
0.695526 |
0.295659 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
9.62% |
$4.40 / 7 |
$4.90 / 5 |
0 / 54 |
34.299126% |
0.218135 |
-0.159936 |
0.003850 |
0.524249 |
0.158012 |
|
| 14 |
Legs |
11/17(46) |
PUT |
370.00 / 320.00 |
$860 / $4,140 / 0.21 |
73.23% / $259.15 / 6.26% / 54.75% |
79.01% / $361.40 |
$8.60 / $11.60 / $3.00 / 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 |
370.00 |
26.77% |
$11.60 / 7 |
$16.60 / 18 |
0 / 5 |
45.313402% |
-0.309318 |
-0.210390 |
0.005817 |
0.496428 |
-0.173186 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
320.00 |
4.88% |
$2.25 / 1 |
$3.00 / 6 |
0 / 2 |
45.336149% |
-0.075170 |
-0.087443 |
0.002340 |
0.199723 |
-0.040791 |
|
| 156 |
Legs |
11/17(46) |
PUT |
380.00 / 320.00 |
$810 / $5,190 / 0.16 |
65.45% / $56.74 / 1.09% / 8.13% |
71.84% / $371.90 |
$8.10 / $11.10 / $3.00 / 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 |
380.00 |
34.55% |
$11.10 / 7 |
$18.90 / 19 |
0 / 9 |
39.442235% |
-0.372585 |
-0.223531 |
0.006246 |
0.532997 |
-0.210268 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
320.00 |
4.88% |
$2.25 / 1 |
$3.00 / 6 |
0 / 2 |
45.336149% |
-0.075170 |
-0.087443 |
0.002340 |
0.199723 |
-0.040791 |
|
|
| 366 |
|
11/17(46) |
CALL |
500.00 / 560.00 |
$1,515 / $4,485 / 0.34 |
54.39% / $41.45 / 0.92% / 6.84% |
66.65% / $515.15 |
$15.15 / $17.00 / $1.85 / 23 |
77 / 73.83% / 70 |
| 5 |
Legs |
Vertical |
Bearish |
$495.79 (-2.05%) / 1.65M |
|
Earnings: 10/25 |
|
Bearish / 5 hours 35 min |
| Underlying |
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 |
500.00 |
45.61% |
$17.00 / 23 |
$17.60 / 7 |
7 / 99 |
25.973329% |
0.506952 |
-0.301345 |
0.006150 |
0.707044 |
0.291158 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
560.00 |
9.25% |
$1.50 / 49 |
$1.85 / 144 |
2 / 71 |
23.672253% |
0.198755 |
-0.203022 |
0.004301 |
0.494499 |
0.117766 |
|
| 676 |
Legs |
10/27(25) |
CALL |
500.00 / 560.00 |
$1,150 / $4,850 / 0.24 |
56.21% / $272.39 / 5.62% / 99.07% |
68.49% / $511.50 |
$11.50 / $12.30 / $0.80 / 16 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
500.00 |
43.79% |
$12.30 / 16 |
$13.50 / 82 |
2 / 11 |
27.792969% |
0.483719 |
-0.395460 |
0.008264 |
0.525612 |
0.157998 |
| NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
560.00 |
3.78% |
$0.35 / 39 |
$0.80 / 60 |
5 / 18 |
25.773386% |
0.114691 |
-0.185974 |
0.004017 |
0.255490 |
0.038528 |
|
| 185 |
Legs |
11/17(46) |
CALL |
510.00 / 570.00 |
$1,120 / $4,880 / 0.23 |
62.65% / $111.43 / 2.28% / 17.63% |
71.08% / $521.20 |
$11.20 / $12.50 / $1.30 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
37.35% |
$12.50 / 6 |
$12.90 / 9 |
4 / 72 |
25.351819% |
0.446922 |
-0.296017 |
0.006096 |
0.700927 |
0.258403 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
570.00 |
6.48% |
$0.95 / 37 |
$1.30 / 82 |
0 / 58 |
24.009709% |
0.163308 |
-0.178858 |
0.003802 |
0.437183 |
0.097109 |
|
| 581 |
Legs |
10/27(25) |
CALL |
500.00 / 550.00 |
$1,080 / $3,920 / 0.28 |
56.21% / $115.50 / 2.95% / 44.18% |
67.79% / $510.80 |
$10.80 / $12.30 / $1.50 / 16 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
500.00 |
43.79% |
$12.30 / 16 |
$13.50 / 82 |
2 / 11 |
27.792969% |
0.483719 |
-0.395460 |
0.008264 |
0.525612 |
0.157998 |
| NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
550.00 |
6.44% |
$0.95 / 12 |
$1.50 / 53 |
1 / 11 |
26.638417% |
0.154497 |
-0.228981 |
0.004930 |
0.313574 |
0.051731 |
|
| 118 |
Legs |
11/17(46) |
CALL |
510.00 / 560.00 |
$1,065 / $3,935 / 0.27 |
62.65% / $24.48 / 0.62% / 4.56% |
70.69% / $520.65 |
$10.65 / $12.50 / $1.85 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
37.35% |
$12.50 / 6 |
$12.90 / 9 |
4 / 72 |
25.351819% |
0.446922 |
-0.296017 |
0.006096 |
0.700927 |
0.258403 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
560.00 |
9.25% |
$1.50 / 49 |
$1.85 / 144 |
2 / 71 |
23.672253% |
0.198755 |
-0.203022 |
0.004301 |
0.494499 |
0.117766 |
|
| 436 |
Legs |
10/27(25) |
CALL |
500.00 / 540.00 |
$1,025 / $2,975 / 0.35 |
56.21% / $8.74 / 0.29% / 3.76% |
67.24% / $510.25 |
$10.25 / $12.30 / $2.05 / 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) |
CALL |
500.00 |
43.79% |
$12.30 / 16 |
$13.50 / 82 |
2 / 11 |
27.792969% |
0.483719 |
-0.395460 |
0.008264 |
0.525612 |
0.157998 |
| NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
540.00 |
10.44% |
$1.70 / 23 |
$2.05 / 6 |
98 / 106 |
25.756265% |
0.203459 |
-0.273421 |
0.005865 |
0.373013 |
0.067872 |
|
|
| 754 |
|
12/15(74) |
CALL |
380.00 / 440.00 |
$1,511 / $4,489 / 0.34 |
56.64% / $207.59 / 4.62% / 22.99% |
69.40% / $395.11 |
$15.11 / $17.50 / $2.39 / 6 |
53 / 48.24% / 20 |
| 5 |
Legs |
Vertical |
Bearish |
$373.84 (-0.94%) / 1.99M |
|
Earnings: 11/22 |
|
Bullish / 5 hours 38 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
380.00 |
43.36% |
$17.50 / 6 |
$17.70 / 11 |
19 / 696 |
28.970238% |
0.499099 |
-0.173641 |
0.006583 |
0.672044 |
0.337360 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
7.42% |
$2.18 / 52 |
$2.39 / 18 |
66 / 490 |
26.948167% |
0.182781 |
-0.111815 |
0.004379 |
0.447092 |
0.128479 |
|
| 791 |
Legs |
12/15(74) |
CALL |
380.00 / 430.00 |
$1,405 / $3,595 / 0.39 |
56.64% / $89.86 / 2.50% / 11.97% |
68.57% / $394.05 |
$14.05 / $17.50 / $3.45 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
380.00 |
43.36% |
$17.50 / 6 |
$17.70 / 11 |
19 / 696 |
28.970238% |
0.499099 |
-0.173641 |
0.006583 |
0.672044 |
0.337360 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
430.00 |
10.66% |
$3.25 / 52 |
$3.45 / 58 |
4 / 518 |
27.019505% |
0.222674 |
-0.126253 |
0.004928 |
0.503067 |
0.155767 |
|
| 796 |
Legs |
12/15(74) |
PUT |
370.00 / 310.00 |
$1,282 / $4,718 / 0.27 |
57.12% / $96.13 / 2.04% / 9.67% |
68.16% / $357.18 |
$12.82 / $15.80 / $2.98 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
370.00 |
42.88% |
$15.80 / 6 |
$16.00 / 21 |
70 / 208 |
27.994543% |
-0.432914 |
-0.141427 |
0.006493 |
0.662870 |
-0.375495 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
310.00 |
7.05% |
$2.63 / 110 |
$2.98 / 57 |
2 / 77 |
34.632326% |
-0.104075 |
-0.068968 |
0.002988 |
0.304990 |
-0.086319 |
|
| 839 |
Legs |
12/15(74) |
CALL |
380.00 / 420.00 |
$1,260 / $2,740 / 0.46 |
56.64% / $13.45 / 0.49% / 2.27% |
67.42% / $392.60 |
$12.60 / $17.50 / $4.90 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
380.00 |
43.36% |
$17.50 / 6 |
$17.70 / 11 |
19 / 696 |
28.970238% |
0.499099 |
-0.173641 |
0.006583 |
0.672044 |
0.337360 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
14.93% |
$4.70 / 42 |
$4.90 / 44 |
22 / 432 |
27.073423% |
0.268201 |
-0.140083 |
0.005446 |
0.555928 |
0.186609 |
|
| 511 |
Legs |
12/15(74) |
CALL |
390.00 / 450.00 |
$1,120 / $4,880 / 0.23 |
65.31% / $259.85 / 5.32% / 26.81% |
73.91% / $401.20 |
$11.20 / $12.95 / $1.75 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
34.69% |
$12.95 / 20 |
$13.20 / 38 |
30 / 330 |
28.137248% |
0.435635 |
-0.170084 |
0.006500 |
0.663617 |
0.297000 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
5.04% |
$1.51 / 57 |
$1.75 / 67 |
3 / 631 |
27.286794% |
0.148410 |
-0.097426 |
0.003827 |
0.390733 |
0.104773 |
|
| 392 |
Legs |
11/17(46) |
CALL |
380.00 / 440.00 |
$1,075 / $4,925 / 0.22 |
58.37% / $282.24 / 5.73% / 49.29% |
69.75% / $390.75 |
$10.75 / $11.50 / $0.75 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
380.00 |
41.63% |
$11.50 / 7 |
$11.70 / 2 |
55 / 317 |
26.196036% |
0.477035 |
-0.215691 |
0.008312 |
0.531757 |
0.207757 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
3.45% |
$0.43 / 153 |
$0.75 / 157 |
4 / 219 |
25.493568% |
0.115326 |
-0.102330 |
0.004064 |
0.259973 |
0.052059 |
|
|
| 937 |
|
12/15(74) |
CALL |
240.00 / 300.00 |
$1,475 / $4,525 / 0.33 |
53.09% / $65.70 / 1.45% / 6.82% |
66.59% / $254.75 |
$14.75 / $16.80 / $2.05 / 1 |
82 / 48.49% / 88 |
| 5 |
Legs |
Vertical |
Bearish |
$238.63 (-1.36%) / 304K |
|
Earnings: 11/02 |
|
Bearish / 5 hours 33 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
46.91% |
$16.80 / 1 |
$17.30 / 16 |
6 / 61 |
38.824217% |
0.549071 |
-0.164269 |
0.006929 |
0.427049 |
0.221563 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
8.21% |
$1.30 / 14 |
$2.05 / 20 |
0 / 93 |
35.464374% |
0.210132 |
-0.115302 |
0.005046 |
0.310975 |
0.090236 |
|
| 670 |
Legs |
11/17(46) |
CALL |
240.00 / 300.00 |
$1,230 / $4,770 / 0.26 |
53.39% / $253.13 / 5.31% / 45.04% |
67.55% / $252.30 |
$12.30 / $13.50 / $1.20 / 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) |
CALL |
240.00 |
46.61% |
$13.50 / 6 |
$14.00 / 5 |
0 / 5 |
40.666961% |
0.532188 |
-0.204932 |
0.008791 |
0.339533 |
0.140244 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
4.12% |
$0.95 / 5 |
$1.20 / 5 |
2 / 1 |
40.892455% |
0.137171 |
-0.109333 |
0.004853 |
0.187425 |
0.038293 |
|
| 704 |
Legs |
12/15(74) |
CALL |
250.00 / 300.00 |
$1,005 / $3,995 / 0.25 |
62.47% / $36.67 / 0.92% / 4.27% |
70.88% / $260.05 |
$10.05 / $12.10 / $2.05 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
37.53% |
$12.10 / 6 |
$12.60 / 6 |
4 / 61 |
37.686884% |
0.481381 |
-0.163764 |
0.006974 |
0.429840 |
0.197014 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
8.21% |
$1.30 / 14 |
$2.05 / 20 |
0 / 93 |
35.464374% |
0.210132 |
-0.115302 |
0.005046 |
0.310975 |
0.090236 |
|
| 808 |
Legs |
12/15(74) |
CALL |
250.00 / 310.00 |
$1,000 / $5,000 / 0.20 |
62.47% / $91.18 / 1.82% / 8.63% |
70.84% / $260.00 |
$10.00 / $12.10 / $2.10 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
37.53% |
$12.10 / 6 |
$12.60 / 6 |
4 / 61 |
37.686884% |
0.481381 |
-0.163764 |
0.006974 |
0.429840 |
0.197014 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
5.66% |
$0.80 / 13 |
$2.10 / 13 |
0 / 119 |
37.912099% |
0.172964 |
-0.102004 |
0.004478 |
0.275981 |
0.074764 |
|
| 203 |
Legs |
11/17(46) |
CALL |
250.00 / 300.00 |
$780 / $4,220 / 0.19 |
65.07% / $171.18 / 4.06% / 33.10% |
73.06% / $257.80 |
$7.80 / $9.00 / $1.20 / 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) |
CALL |
250.00 |
34.93% |
$9.00 / 14 |
$9.60 / 5 |
0 / 3 |
39.627076% |
0.446708 |
-0.201817 |
0.008741 |
0.337598 |
0.119355 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
4.12% |
$0.95 / 5 |
$1.20 / 5 |
2 / 1 |
40.892455% |
0.137171 |
-0.109333 |
0.004853 |
0.187425 |
0.038293 |
|
| 80 |
Legs |
11/17(46) |
PUT |
230.00 / 195.00 |
$700 / $2,800 / 0.25 |
63.94% / $7.14 / 0.26% / 1.85% |
71.38% / $223.00 |
$7.00 / $9.50 / $2.50 / 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 |
230.00 |
36.06% |
$9.50 / 9 |
$9.90 / 6 |
0 / 7 |
42.040229% |
-0.380311 |
-0.170296 |
0.008420 |
0.325194 |
-0.133788 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
195.00 |
8.98% |
$1.90 / 13 |
$2.50 / 13 |
0 / 1 |
48.865543% |
-0.120379 |
-0.092533 |
0.004432 |
0.171187 |
-0.040640 |
|
|
| 900 |
|
12/15(74) |
CALL |
200.00 / 260.00 |
$1,460 / $4,540 / 0.32 |
55.61% / $38.21 / 0.84% / 3.91% |
67.78% / $214.60 |
$14.60 / $17.60 / $3.00 / 10 |
59 / 21.95% / 44 |
| 5 |
Legs |
Vertical |
Bearish |
$197.46 (-2.01%) / 1.22M |
|
Earnings: 11/02 |
|
Neutral / 5 hours 39 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
44.39% |
$17.60 / 10 |
$18.00 / 20 |
0 / 432 |
51.498124% |
0.552432 |
-0.171777 |
0.006470 |
0.352618 |
0.174650 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
9.11% |
$2.85 / 15 |
$3.00 / 12 |
0 / 1,556 |
49.841192% |
0.238110 |
-0.131062 |
0.005064 |
0.275977 |
0.081038 |
|
| 541 |
Legs |
11/17(46) |
CALL |
200.00 / 260.00 |
$1,265 / $4,735 / 0.27 |
55.86% / $233.52 / 4.93% / 41.37% |
69.08% / $212.65 |
$12.65 / $14.30 / $1.65 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
44.14% |
$14.30 / 1 |
$15.00 / 2 |
1 / 81 |
55.110138% |
0.531491 |
-0.215492 |
0.008219 |
0.280698 |
0.111035 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
4.97% |
$1.50 / 12 |
$1.65 / 50 |
2 / 14 |
53.911223% |
0.161723 |
-0.129640 |
0.005063 |
0.172936 |
0.036182 |
|
| 430 |
Legs |
11/17(46) |
CALL |
200.00 / 250.00 |
$1,190 / $3,810 / 0.31 |
55.86% / $98.97 / 2.60% / 20.25% |
68.36% / $211.90 |
$11.90 / $14.30 / $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) |
CALL |
200.00 |
44.14% |
$14.30 / 1 |
$15.00 / 2 |
1 / 81 |
55.110138% |
0.531491 |
-0.215492 |
0.008219 |
0.280698 |
0.111035 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
7.73% |
$2.20 / 5 |
$2.40 / 10 |
16 / 33 |
53.393199% |
0.203840 |
-0.150158 |
0.005852 |
0.199861 |
0.045256 |
|
| 713 |
Legs |
12/15(74) |
CALL |
210.00 / 270.00 |
$1,120 / $4,880 / 0.23 |
64.17% / $123.51 / 2.53% / 12.12% |
72.55% / $221.20 |
$11.20 / $13.40 / $2.20 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
210.00 |
35.83% |
$13.40 / 5 |
$13.70 / 6 |
5 / 272 |
50.758874% |
0.489954 |
-0.172091 |
0.006524 |
0.355581 |
0.157507 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
270.00 |
6.60% |
$2.05 / 10 |
$2.20 / 15 |
1 / 211 |
50.005642% |
0.202188 |
-0.119049 |
0.004610 |
0.251246 |
0.069354 |
|
| 624 |
Legs |
12/15(74) |
CALL |
210.00 / 260.00 |
$1,040 / $3,960 / 0.26 |
64.17% / $36.04 / 0.91% / 4.24% |
72.00% / $220.40 |
$10.40 / $13.40 / $3.00 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
210.00 |
35.83% |
$13.40 / 5 |
$13.70 / 6 |
5 / 272 |
50.758874% |
0.489954 |
-0.172091 |
0.006524 |
0.355581 |
0.157507 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
9.11% |
$2.85 / 15 |
$3.00 / 12 |
0 / 1,556 |
49.841192% |
0.238110 |
-0.131062 |
0.005064 |
0.275977 |
0.081038 |
|
| 176 |
Legs |
11/17(46) |
CALL |
210.00 / 270.00 |
$910 / $5,090 / 0.18 |
66.51% / $291.33 / 5.72% / 49.22% |
74.83% / $219.10 |
$9.10 / $10.20 / $1.10 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
33.49% |
$10.20 / 20 |
$10.60 / 5 |
5 / 92 |
53.865757% |
0.452520 |
-0.213228 |
0.008186 |
0.279579 |
0.096089 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
3.12% |
$1.00 / 1 |
$1.10 / 40 |
0 / 303 |
54.149467% |
0.126976 |
-0.109908 |
0.004301 |
0.146890 |
0.028601 |
|
|
| 30 |
|
11/17(46) |
CALL |
480.00 / 540.00 |
$1,450 / $4,550 / 0.32 |
64.31% / $11.65 / 0.26% / 1.86% |
71.46% / $494.50 |
$14.50 / $21.80 / $7.30 / 4 |
44 / 34.93% / 93 |
| 5 |
Legs |
Vertical |
Bearish |
$459.34 (-0.58%) / 284K |
|
Earnings: 10/26 |
|
Bearish / 5 hours 36 min |
| Underlying |
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 |
480.00 |
35.69% |
$21.80 / 6 |
$22.50 / 4 |
0 / 33 |
46.664011% |
0.457874 |
-0.420841 |
0.004142 |
0.650327 |
0.231567 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
540.00 |
12.33% |
$6.40 / 20 |
$7.30 / 4 |
0 / 27 |
45.325695% |
0.251996 |
-0.334657 |
0.003333 |
0.523361 |
0.131588 |
|
| 13 |
Legs |
11/17(46) |
CALL |
490.00 / 550.00 |
$1,210 / $4,790 / 0.25 |
69.34% / $55.61 / 1.16% / 8.65% |
74.84% / $502.10 |
$12.10 / $18.20 / $6.10 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
490.00 |
30.66% |
$18.20 / 10 |
$19.10 / 2 |
7 / 69 |
46.533641% |
0.419086 |
-0.413435 |
0.004079 |
0.640549 |
0.213314 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
9.99% |
$5.10 / 20 |
$6.10 / 6 |
0 / 22 |
45.439472% |
0.224866 |
-0.314002 |
0.003132 |
0.491722 |
0.117901 |
|
| 6 |
Legs |
11/17(46) |
CALL |
490.00 / 540.00 |
$1,090 / $3,910 / 0.28 |
69.34% / $10.81 / 0.28% / 2.01% |
74.32% / $500.90 |
$10.90 / $18.20 / $7.30 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
490.00 |
30.66% |
$18.20 / 10 |
$19.10 / 2 |
7 / 69 |
46.533641% |
0.419086 |
-0.413435 |
0.004079 |
0.640549 |
0.213314 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
540.00 |
12.33% |
$6.40 / 20 |
$7.30 / 4 |
0 / 27 |
45.325695% |
0.251996 |
-0.334657 |
0.003333 |
0.523361 |
0.131588 |
|
| 290 |
Legs |
12/15(74) |
PUT |
410.00 / 350.00 |
$1,080 / $4,920 / 0.22 |
74.60% / $35.80 / 0.73% / 3.37% |
78.09% / $399.20 |
$10.80 / $15.90 / $5.10 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
410.00 |
25.40% |
$15.90 / 6 |
$19.30 / 30 |
0 / 37 |
48.518677% |
-0.282611 |
-0.256170 |
0.002795 |
0.700242 |
-0.315961 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
350.00 |
10.33% |
$3.10 / 11 |
$5.10 / 6 |
0 / 16 |
47.755829% |
-0.120354 |
-0.154910 |
0.001657 |
0.415291 |
-0.129668 |
|
| 668 |
Legs |
10/20(18) |
PUT |
450.00 / 390.00 |
$1,065 / $4,935 / 0.22 |
59.26% / $12.55 / 0.25% / 4.36% |
68.09% / $439.35 |
$10.65 / $12.20 / $1.55 / 21 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
450.00 |
40.74% |
$12.20 / 21 |
$14.80 / 6 |
1 / 76 |
42.038942% |
-0.419955 |
-0.603780 |
0.006422 |
0.407667 |
-0.110468 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
390.00 |
6.69% |
$0.40 / 11 |
$1.55 / 21 |
1 / 48 |
44.089935% |
-0.100748 |
-0.277469 |
0.002900 |
0.184075 |
-0.025583 |
|
| 565 |
Legs |
10/20(18) |
CALL |
470.00 / 530.00 |
$1,030 / $4,970 / 0.21 |
62.25% / $89.32 / 1.80% / 34.88% |
70.46% / $480.30 |
$10.30 / $11.50 / $1.20 / 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 |
470.00 |
37.75% |
$11.50 / 11 |
$12.20 / 30 |
27 / 37 |
40.494823% |
0.449932 |
-0.651787 |
0.006503 |
0.412775 |
0.097158 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
530.00 |
5.90% |
$0.90 / 13 |
$1.20 / 1 |
15 / 41 |
39.923206% |
0.151835 |
-0.382711 |
0.003863 |
0.245196 |
0.033785 |
|
|
| 267 |
|
11/17(46) |
PUT |
400.00 / 340.00 |
$1,420 / $4,580 / 0.31 |
56.51% / $56.22 / 1.23% / 9.17% |
67.80% / $385.80 |
$14.20 / $17.70 / $3.50 / 6 |
59 / 47.81% / 33 |
| 5 |
Legs |
Vertical |
Bullish |
$403.19 (-1.45%) / 600K |
|
Earnings: 10/25 |
|
Bullish / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
400.00 |
43.49% |
$17.70 / 30 |
$18.40 / 10 |
2 / 25 |
35.812910% |
-0.438154 |
-0.251154 |
0.006022 |
0.569264 |
-0.257538 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
340.00 |
8.70% |
$1.45 / 57 |
$3.50 / 6 |
33 / 16 |
38.494880% |
-0.123915 |
-0.136157 |
0.003127 |
0.295592 |
-0.069810 |
|
| 87 |
Legs |
11/17(46) |
PUT |
390.00 / 330.00 |
$1,085 / $4,915 / 0.22 |
64.62% / $140.46 / 2.86% / 22.46% |
72.52% / $379.15 |
$10.85 / $13.50 / $2.65 / 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 |
390.00 |
35.38% |
$13.50 / 30 |
$14.30 / 6 |
0 / 22 |
36.356314% |
-0.377743 |
-0.244736 |
0.005807 |
0.548967 |
-0.220172 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
330.00 |
6.13% |
$2.00 / 6 |
$2.65 / 6 |
39 / 98 |
42.677996% |
-0.090230 |
-0.108717 |
0.002486 |
0.235057 |
-0.050559 |
|
| 50 |
Legs |
11/17(46) |
PUT |
390.00 / 340.00 |
$1,000 / $4,000 / 0.25 |
64.62% / $35.02 / 0.88% / 6.47% |
71.94% / $380.00 |
$10.00 / $13.50 / $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 |
390.00 |
35.38% |
$13.50 / 30 |
$14.30 / 6 |
0 / 22 |
36.356314% |
-0.377743 |
-0.244736 |
0.005807 |
0.548967 |
-0.220172 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
340.00 |
8.70% |
$1.45 / 57 |
$3.50 / 6 |
33 / 16 |
38.494880% |
-0.123915 |
-0.136157 |
0.003127 |
0.295592 |
-0.069810 |
|
| 795 |
Legs |
10/20(18) |
PUT |
400.00 / 340.00 |
$965 / $5,035 / 0.19 |
56.26% / $309.98 / 6.16% / 172.83% |
68.19% / $390.35 |
$9.65 / $10.10 / $0.45 / 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 |
400.00 |
43.74% |
$10.10 / 20 |
$10.60 / 5 |
51 / 219 |
33.050307% |
-0.445463 |
-0.410255 |
0.009499 |
0.363016 |
-0.101080 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
340.00 |
2.23% |
$0.10 / 4 |
$0.45 / 5 |
40 / 146 |
37.706771% |
-0.043617 |
-0.099082 |
0.002222 |
0.084915 |
-0.009544 |
|
| 759 |
Legs |
10/20(18) |
PUT |
400.00 / 350.00 |
$925 / $4,075 / 0.23 |
56.26% / $169.01 / 4.15% / 97.93% |
67.73% / $390.75 |
$9.25 / $10.10 / $0.85 / 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 |
400.00 |
43.74% |
$10.10 / 20 |
$10.60 / 5 |
51 / 219 |
33.050307% |
-0.445463 |
-0.410255 |
0.009499 |
0.363016 |
-0.101080 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
350.00 |
4.29% |
$0.40 / 6 |
$0.85 / 5 |
95 / 84 |
37.343780% |
-0.076418 |
-0.153484 |
0.003452 |
0.131910 |
-0.016793 |
|
| 24 |
Legs |
11/17(46) |
PUT |
380.00 / 320.00 |
$850 / $5,150 / 0.17 |
71.94% / $205.95 / 4.00% / 32.58% |
77.41% / $371.50 |
$8.50 / $10.40 / $1.90 / 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 |
380.00 |
28.06% |
$10.40 / 6 |
$10.90 / 10 |
12 / 27 |
37.270068% |
-0.318738 |
-0.231936 |
0.005455 |
0.515715 |
-0.184331 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
320.00 |
4.24% |
$1.45 / 9 |
$1.90 / 5 |
31 / 20 |
43.996810% |
-0.063169 |
-0.083162 |
0.001895 |
0.179163 |
-0.035219 |
|
|
| 938 |
|
12/15(74) |
CALL |
300.00 / 360.00 |
$1,415 / $4,585 / 0.31 |
52.75% / $150.84 / 3.29% / 15.97% |
66.78% / $314.15 |
$14.15 / $16.50 / $2.35 / 1 |
64 / 34.84% / 99 |
| 5 |
Legs |
Vertical |
Bearish |
$297.40 (-0.05%) / 452K |
|
Earnings: 11/01 |
|
Bearish / 5 hours 39 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
300.00 |
47.25% |
$16.50 / 1 |
$17.80 / 29 |
2 / 53 |
31.852967% |
0.532901 |
-0.157598 |
0.007502 |
0.534997 |
0.282003 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
360.00 |
6.52% |
$0.90 / 35 |
$2.35 / 35 |
0 / 122 |
29.010202% |
0.173951 |
-0.096601 |
0.004845 |
0.345545 |
0.096701 |
|
| 931 |
Legs |
12/15(74) |
CALL |
300.00 / 350.00 |
$1,390 / $3,610 / 0.39 |
52.75% / $54.16 / 1.50% / 7.06% |
66.55% / $313.90 |
$13.90 / $16.50 / $2.60 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
300.00 |
47.25% |
$16.50 / 1 |
$17.80 / 29 |
2 / 53 |
31.852967% |
0.532901 |
-0.157598 |
0.007502 |
0.534997 |
0.282003 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
350.00 |
9.87% |
$1.80 / 36 |
$2.60 / 5 |
0 / 139 |
27.895052% |
0.217439 |
-0.111210 |
0.005549 |
0.395752 |
0.120179 |
|
| 641 |
Legs |
11/17(46) |
CALL |
300.00 / 360.00 |
$1,150 / $4,850 / 0.24 |
53.72% / $331.74 / 6.84% / 60.93% |
68.01% / $311.50 |
$11.50 / $12.70 / $1.20 / 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) |
CALL |
300.00 |
46.28% |
$12.70 / 9 |
$13.90 / 20 |
0 / 5 |
32.483420% |
0.514947 |
-0.194999 |
0.009502 |
0.424663 |
0.176138 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
360.00 |
2.82% |
0 / 0 |
$1.20 / 16 |
0 / 12 |
34.654785% |
0.105181 |
-0.084905 |
0.004340 |
0.193937 |
0.037640 |
|
| 707 |
Legs |
12/15(74) |
CALL |
310.00 / 370.00 |
$1,065 / $4,935 / 0.22 |
62.87% / $262.51 / 5.32% / 26.78% |
72.44% / $320.65 |
$10.65 / $11.90 / $1.25 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
310.00 |
37.13% |
$11.90 / 1 |
$12.80 / 21 |
0 / 92 |
30.774995% |
0.459735 |
-0.155175 |
0.007489 |
0.534087 |
0.246035 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
370.00 |
4.19% |
$0.70 / 20 |
$1.25 / 20 |
0 / 101 |
28.698467% |
0.137387 |
-0.082299 |
0.004146 |
0.295684 |
0.076768 |
|
| 557 |
Legs |
12/15(74) |
PUT |
290.00 / 240.00 |
$980 / $4,020 / 0.24 |
62.61% / $134.65 / 3.35% / 16.28% |
71.67% / $280.20 |
$9.80 / $12.10 / $2.30 / 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 |
290.00 |
37.39% |
$12.10 / 10 |
$13.50 / 20 |
0 / 40 |
32.912522% |
-0.392636 |
-0.119232 |
0.007253 |
0.517264 |
-0.273082 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
6.32% |
$1.25 / 33 |
$2.30 / 10 |
0 / 14 |
36.437682% |
-0.091357 |
-0.054329 |
0.003098 |
0.220956 |
-0.060712 |
|
| 465 |
Legs |
11/17(46) |
CALL |
300.00 / 340.00 |
$970 / $3,030 / 0.32 |
53.72% / $4.77 / 0.16% / 1.14% |
65.92% / $309.70 |
$9.70 / $12.70 / $3.00 / 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) |
CALL |
300.00 |
46.28% |
$12.70 / 9 |
$13.90 / 20 |
0 / 5 |
32.483420% |
0.514947 |
-0.194999 |
0.009502 |
0.424663 |
0.176138 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
9.02% |
$1.00 / 58 |
$3.00 / 30 |
0 / 7 |
30.326618% |
0.198181 |
-0.131066 |
0.006636 |
0.296584 |
0.070170 |
|
|
| 375 |
|
11/17(46) |
CALL |
520.00 / 580.00 |
$1,402 / $4,598 / 0.31 |
55.21% / $111.83 / 2.43% / 18.87% |
67.39% / $534.02 |
$14.02 / $15.00 / $0.98 / 2 |
86 / 69.34% / 57 |
| 5 |
Legs |
Vertical |
Bearish |
$514.60 (+2.06%) / 3.55M |
|
Earnings: 10/13 |
|
Neutral / 5 hours 35 min |
| Underlying |
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 |
520.00 |
44.79% |
$15.00 / 2 |
$15.15 / 8 |
100 / 624 |
22.937023% |
0.496289 |
-0.273844 |
0.006614 |
0.734388 |
0.299970 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
580.00 |
7.45% |
$0.89 / 40 |
$0.98 / 30 |
0 / 8 |
20.367896% |
0.173463 |
-0.170934 |
0.004255 |
0.472448 |
0.107949 |
|
| 333 |
Legs |
11/17(46) |
CALL |
520.00 / 570.00 |
$1,333 / $3,667 / 0.36 |
55.21% / $6.61 / 0.18% / 1.30% |
66.82% / $533.33 |
$13.33 / $15.00 / $1.67 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
520.00 |
44.79% |
$15.00 / 2 |
$15.15 / 8 |
100 / 624 |
22.937023% |
0.496289 |
-0.273844 |
0.006614 |
0.734388 |
0.299970 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
570.00 |
10.86% |
$1.53 / 54 |
$1.67 / 35 |
11 / 310 |
20.407378% |
0.214126 |
-0.194987 |
0.004838 |
0.537204 |
0.132772 |
|
| 390 |
Legs |
11/17(46) |
PUT |
510.00 / 450.00 |
$1,114 / $4,886 / 0.23 |
57.33% / $21.70 / 0.44% / 3.24% |
67.02% / $498.86 |
$11.14 / $13.25 / $2.11 / 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 |
510.00 |
42.67% |
$13.25 / 10 |
$13.55 / 16 |
31 / 186 |
22.344166% |
-0.436077 |
-0.230216 |
0.006532 |
0.725200 |
-0.315575 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
450.00 |
6.66% |
$2.00 / 20 |
$2.11 / 1 |
50 / 363 |
28.573137% |
-0.109616 |
-0.114866 |
0.003114 |
0.345752 |
-0.076861 |
|
| 177 |
Legs |
11/17(46) |
CALL |
530.00 / 590.00 |
$979 / $5,021 / 0.20 |
64.05% / $152.21 / 3.03% / 23.96% |
71.89% / $539.79 |
$9.79 / $10.45 / $0.66 / 10 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
530.00 |
35.95% |
$10.45 / 10 |
$10.65 / 15 |
44 / 359 |
22.195416% |
0.431853 |
-0.267923 |
0.006520 |
0.723921 |
0.262683 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
590.00 |
4.96% |
$0.35 / 104 |
$0.66 / 49 |
0 / 11 |
20.178553% |
0.138646 |
-0.147048 |
0.003671 |
0.407559 |
0.086564 |
|
| 114 |
Legs |
11/17(46) |
CALL |
530.00 / 580.00 |
$947 / $4,053 / 0.23 |
64.05% / $59.88 / 1.48% / 11.12% |
71.65% / $539.47 |
$9.47 / $10.45 / $0.98 / 10 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
530.00 |
35.95% |
$10.45 / 10 |
$10.65 / 15 |
44 / 359 |
22.195416% |
0.431853 |
-0.267923 |
0.006520 |
0.723921 |
0.262683 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
580.00 |
7.45% |
$0.89 / 40 |
$0.98 / 30 |
0 / 8 |
20.367896% |
0.173463 |
-0.170934 |
0.004255 |
0.472448 |
0.107949 |
|
| 905 |
Legs |
10/13(11) |
CALL |
515.00 / 545.00 |
$861 / $2,139 / 0.40 |
51.64% / $70.03 / 3.27% / 125.19% |
66.40% / $523.61 |
$8.61 / $9.95 / $1.34 / 2 |
|
| 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) |
CALL |
515.00 |
48.36% |
$9.95 / 2 |
$10.10 / 7 |
24 / 182 |
27.886767% |
0.504983 |
-0.525838 |
0.013108 |
0.371578 |
0.081424 |
| NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
545.00 |
8.91% |
$1.25 / 9 |
$1.34 / 7 |
7 / 85 |
25.882894% |
0.172606 |
-0.330974 |
0.008399 |
0.238093 |
0.028265 |
|
|
| 488 |
|
12/15(74) |
PUT |
115.00 / 85.00 |
$1,400 / $1,600 / 0.88 |
65.62% / $409.95 / 25.62% / 184.16% |
71.22% / $101.00 |
$14.00 / $27.30 / $13.30 / 12 |
99 / 100.00% / 70 |
| 5 |
Legs |
Vertical |
Bullish |
$119.15 (-1.71%) / 917K |
|
Earnings: 11/01 |
|
Bearish / 5 hours 34 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
115.00 |
34.38% |
$27.30 / 32 |
$29.30 / 20 |
0 / 256 |
148.813164% |
-0.298786 |
-0.257386 |
0.003008 |
0.186643 |
-0.157241 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
85.00 |
23.54% |
$11.60 / 29 |
$13.30 / 12 |
0 / 503 |
146.917932% |
-0.200808 |
-0.210041 |
0.002432 |
0.150927 |
-0.095718 |
|
| 321 |
Legs |
12/15(74) |
PUT |
110.00 / 80.00 |
$1,380 / $1,620 / 0.85 |
67.74% / $452.74 / 27.95% / 209.04% |
72.91% / $96.20 |
$13.80 / $24.80 / $11.00 / 8 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
110.00 |
32.26% |
$24.80 / 18 |
$26.50 / 6 |
12 / 1,898 |
150.351116% |
-0.283117 |
-0.251392 |
0.002933 |
0.182003 |
-0.146668 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
22.12% |
$10.10 / 9 |
$11.00 / 8 |
0 / 311 |
147.823198% |
-0.183773 |
-0.199233 |
0.002304 |
0.142960 |
-0.086059 |
|
| 191 |
Legs |
12/15(74) |
PUT |
105.00 / 75.00 |
$1,320 / $1,680 / 0.79 |
69.72% / $455.18 / 27.09% / 199.72% |
74.37% / $91.80 |
$13.20 / $22.00 / $8.80 / 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 |
105.00 |
30.28% |
$22.00 / 20 |
$23.70 / 7 |
0 / 229 |
150.491081% |
-0.267154 |
-0.244693 |
0.002851 |
0.176874 |
-0.136200 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
20.79% |
$7.60 / 22 |
$8.80 / 5 |
0 / 343 |
143.881834% |
-0.166660 |
-0.187513 |
0.002166 |
0.134365 |
-0.076642 |
|
| 163 |
Legs |
12/15(74) |
PUT |
100.00 / 70.00 |
$1,240 / $1,760 / 0.71 |
71.58% / $435.02 / 24.72% / 174.90% |
75.68% / $87.60 |
$12.40 / $19.30 / $6.90 / 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 |
100.00 |
28.42% |
$19.30 / 10 |
$21.00 / 18 |
0 / 147 |
150.437518% |
-0.250914 |
-0.237247 |
0.002760 |
0.171229 |
-0.125850 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
19.55% |
$6.10 / 7 |
$6.90 / 5 |
0 / 280 |
143.169778% |
-0.149543 |
-0.174870 |
0.002017 |
0.125136 |
-0.067502 |
|
| 8 |
Legs |
11/17(46) |
PUT |
105.00 / 75.00 |
$1,210 / $1,790 / 0.68 |
68.57% / $343.07 / 19.17% / 252.89% |
74.02% / $92.90 |
$12.10 / $20.40 / $8.30 / 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 |
105.00 |
31.43% |
$20.40 / 66 |
$24.20 / 20 |
1 / 152 |
184.779306% |
-0.290755 |
-0.325351 |
0.003753 |
0.145906 |
-0.078839 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
19.56% |
$6.70 / 53 |
$8.30 / 5 |
31 / 1,956 |
173.536588% |
-0.161513 |
-0.234013 |
0.002680 |
0.104223 |
-0.039704 |
|
| 111 |
Legs |
11/17(46) |
PUT |
115.00 / 85.00 |
$1,210 / $1,790 / 0.68 |
63.31% / $196.90 / 11.00% / 111.80% |
69.59% / $102.90 |
$12.10 / $25.90 / $13.80 / 19 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
115.00 |
36.69% |
$25.90 / 66 |
$29.50 / 17 |
7 / 793 |
182.378919% |
-0.332505 |
-0.343914 |
0.003977 |
0.154643 |
-0.093022 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
85.00 |
22.93% |
$10.10 / 62 |
$13.80 / 19 |
1 / 233 |
180.141962% |
-0.204495 |
-0.270617 |
0.003106 |
0.120783 |
-0.051983 |
|
|
| 924 |
|
12/15(74) |
CALL |
440.00 / 500.00 |
$1,390 / $4,610 / 0.30 |
53.15% / $78.98 / 1.71% / 8.09% |
66.01% / $453.90 |
$13.90 / $15.10 / $1.20 / 2 |
24 / 20.99% / 53 |
| 5 |
Legs |
Vertical |
Bearish |
$436.07 (-0.27%) / 235K |
|
Earnings: 12/19 |
|
Neutral / 5 hours 38 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
440.00 |
46.85% |
$15.10 / 2 |
$17.30 / 27 |
0 / 16 |
21.129245% |
0.515033 |
-0.171862 |
0.006941 |
0.784977 |
0.415126 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
7.34% |
$0.55 / 19 |
$1.20 / 6 |
0 / 552 |
17.896396% |
0.175764 |
-0.105783 |
0.004506 |
0.509606 |
0.146659 |
|
| 793 |
Legs |
12/15(74) |
PUT |
430.00 / 370.00 |
$975 / $5,025 / 0.19 |
60.23% / $89.55 / 1.78% / 8.42% |
68.94% / $420.25 |
$9.75 / $11.60 / $1.85 / 3 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
430.00 |
39.77% |
$11.60 / 15 |
$16.80 / 38 |
0 / 7 |
23.653349% |
-0.414302 |
-0.128273 |
0.006788 |
0.767730 |
-0.408773 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
370.00 |
5.16% |
$0.55 / 24 |
$1.85 / 3 |
0 / 5 |
24.616136% |
-0.087484 |
-0.056606 |
0.002772 |
0.313527 |
-0.083255 |
|
| 708 |
Legs |
12/15(74) |
CALL |
450.00 / 500.00 |
$890 / $4,110 / 0.22 |
62.56% / $8.13 / 0.20% / 0.91% |
70.20% / $458.90 |
$8.90 / $10.10 / $1.20 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
450.00 |
37.44% |
$10.10 / 8 |
$13.90 / 29 |
0 / 22 |
21.157292% |
0.447248 |
-0.168256 |
0.006887 |
0.778939 |
0.363256 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
7.34% |
$0.55 / 19 |
$1.20 / 6 |
0 / 552 |
17.896396% |
0.175764 |
-0.105783 |
0.004506 |
0.509606 |
0.146659 |
|
| 425 |
Legs |
12/15(74) |
PUT |
420.00 / 370.00 |
$625 / $4,375 / 0.14 |
69.15% / $22.47 / 0.51% / 2.37% |
74.15% / $413.75 |
$6.25 / $8.10 / $1.85 / 3 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
420.00 |
30.85% |
$8.10 / 34 |
$12.60 / 28 |
0 / 27 |
23.814691% |
-0.346460 |
-0.123919 |
0.006429 |
0.727167 |
-0.339312 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
370.00 |
5.16% |
$0.55 / 24 |
$1.85 / 3 |
0 / 5 |
24.616136% |
-0.087484 |
-0.056606 |
0.002772 |
0.313527 |
-0.083255 |
|
| 500 |
Legs |
11/17(46) |
PUT |
430.00 / 370.00 |
$555 / $5,445 / 0.10 |
60.46% / $83.73 / 1.54% / 11.60% |
66.79% / $424.45 |
$5.55 / $7.20 / $1.65 / 15 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
430.00 |
39.54% |
$7.20 / 58 |
$11.90 / 29 |
5 / 3 |
21.096411% |
-0.415203 |
-0.168086 |
0.008584 |
0.608371 |
-0.251409 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
370.00 |
2.34% |
0 / 0 |
$1.65 / 15 |
0 / 1 |
32.934781% |
-0.048995 |
-0.046718 |
0.002236 |
0.158444 |
-0.028698 |
|
| 675 |
Legs |
10/20(18) |
PUT |
430.00 / 380.00 |
$480 / $4,520 / 0.11 |
62.41% / $250.89 / 5.55% / 147.82% |
70.63% / $425.20 |
$4.80 / $5.30 / $0.50 / 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 |
430.00 |
37.59% |
$5.30 / 6 |
$6.00 / 1 |
13 / 243 |
21.320887% |
-0.403576 |
-0.275194 |
0.013415 |
0.384372 |
-0.095938 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
380.00 |
0.52% |
$0.10 / 1 |
$0.50 / 1 |
0 / 9 |
31.386499% |
-0.017506 |
-0.032034 |
0.001498 |
0.042922 |
-0.004063 |
|
|
| 538 |
|
11/17(46) |
CALL |
440.00 / 500.00 |
$1,370 / $4,630 / 0.30 |
52.31% / $327.99 / 7.08% / 63.59% |
67.86% / $453.70 |
$13.70 / $15.10 / $1.40 / 6 |
64 / 41.17% / 66 |
| 5 |
Legs |
Vertical |
Bearish |
$437.42 (+0.59%) / 492K |
|
Earnings: 11/01 |
|
Bearish / 5 hours 36 min |
| Underlying |
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 |
440.00 |
47.69% |
$15.10 / 6 |
$15.80 / 7 |
1 / 120 |
25.024882% |
0.513952 |
-0.219215 |
0.008576 |
0.624657 |
0.265821 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
500.00 |
4.01% |
$0.80 / 15 |
$1.40 / 40 |
0 / 116 |
23.585305% |
0.121639 |
-0.105276 |
0.004346 |
0.316588 |
0.065004 |
|
| 472 |
Legs |
11/17(46) |
CALL |
440.00 / 490.00 |
$1,325 / $3,675 / 0.36 |
52.31% / $181.11 / 4.93% / 41.33% |
67.39% / $453.25 |
$13.25 / $15.10 / $1.85 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
47.69% |
$15.10 / 6 |
$15.80 / 7 |
1 / 120 |
25.024882% |
0.513952 |
-0.219215 |
0.008576 |
0.624657 |
0.265821 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
490.00 |
6.91% |
$1.60 / 10 |
$1.85 / 6 |
1 / 42 |
23.171114% |
0.164318 |
-0.129699 |
0.005328 |
0.388068 |
0.087484 |
|
| 590 |
Legs |
11/17(46) |
CALL |
440.00 / 480.00 |
$1,215 / $2,785 / 0.44 |
52.31% / $41.19 / 1.48% / 11.13% |
66.22% / $452.15 |
$12.15 / $15.10 / $2.95 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
47.69% |
$15.10 / 6 |
$15.80 / 7 |
1 / 120 |
25.024882% |
0.513952 |
-0.219215 |
0.008576 |
0.624657 |
0.265821 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
11.32% |
$2.35 / 58 |
$2.95 / 9 |
2 / 90 |
22.682743% |
0.216816 |
-0.154755 |
0.006318 |
0.460230 |
0.114942 |
|
| 129 |
Legs |
11/17(46) |
CALL |
450.00 / 500.00 |
$890 / $4,110 / 0.22 |
63.89% / $243.55 / 5.93% / 51.29% |
73.06% / $458.90 |
$8.90 / $10.30 / $1.40 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
450.00 |
36.11% |
$10.30 / 7 |
$10.80 / 1 |
17 / 580 |
23.969860% |
0.430051 |
-0.212853 |
0.008450 |
0.615512 |
0.224122 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
500.00 |
4.01% |
$0.80 / 15 |
$1.40 / 40 |
0 / 116 |
23.585305% |
0.121639 |
-0.105276 |
0.004346 |
0.316588 |
0.065004 |
|
| 60 |
Legs |
11/17(46) |
CALL |
450.00 / 490.00 |
$845 / $3,155 / 0.27 |
63.89% / $134.18 / 4.25% / 34.92% |
72.63% / $458.45 |
$8.45 / $10.30 / $1.85 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
450.00 |
36.11% |
$10.30 / 7 |
$10.80 / 1 |
17 / 580 |
23.969860% |
0.430051 |
-0.212853 |
0.008450 |
0.615512 |
0.224122 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
490.00 |
6.91% |
$1.60 / 10 |
$1.85 / 6 |
1 / 42 |
23.171114% |
0.164318 |
-0.129699 |
0.005328 |
0.388068 |
0.087484 |
|
| 603 |
Legs |
10/20(18) |
CALL |
445.00 / 475.00 |
$365 / $2,635 / 0.14 |
63.77% / $6.54 / 0.25% / 4.25% |
69.84% / $448.65 |
$3.65 / $4.30 / $0.65 / 13 |
|
| 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 |
445.00 |
36.23% |
$4.30 / 13 |
$5.10 / 17 |
12 / 80 |
19.180723% |
0.418344 |
-0.322443 |
0.013219 |
0.389257 |
0.090651 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
475.00 |
4.56% |
$0.05 / 49 |
$0.65 / 50 |
0 / 18 |
20.404997% |
0.120785 |
-0.161759 |
0.006803 |
0.200321 |
0.026583 |
|
|
| 903 |
|
12/15(74) |
CALL |
240.00 / 300.00 |
$1,349 / $4,651 / 0.29 |
54.71% / $368.39 / 7.92% / 41.76% |
69.99% / $253.49 |
$13.49 / $14.80 / $1.31 / 1 |
35 / 11.40% / 8 |
| 5 |
Legs |
Vertical |
Bearish |
$236.89 (+1.05%) / 2.53M |
|
Earnings: 11/16 |
|
Bullish / 5 hours 34 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
45.29% |
$14.80 / 3 |
$14.95 / 1 |
55 / 6,220 |
35.794278% |
0.522643 |
-0.132624 |
0.008860 |
0.426149 |
0.218303 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
3.80% |
$1.26 / 7 |
$1.31 / 1 |
11 / 650 |
34.087275% |
0.132461 |
-0.067781 |
0.004767 |
0.229287 |
0.058564 |
|
| 838 |
Legs |
12/15(74) |
CALL |
240.00 / 290.00 |
$1,273 / $3,727 / 0.34 |
54.71% / $217.56 / 5.84% / 29.66% |
69.21% / $252.73 |
$12.73 / $14.80 / $2.07 / 3 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
45.29% |
$14.80 / 3 |
$14.95 / 1 |
55 / 6,220 |
35.794278% |
0.522643 |
-0.132624 |
0.008860 |
0.426149 |
0.218303 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
290.00 |
6.39% |
$1.89 / 77 |
$2.07 / 27 |
56 / 608 |
33.831245% |
0.174423 |
-0.081745 |
0.005722 |
0.275221 |
0.076632 |
|
| 891 |
Legs |
12/15(74) |
CALL |
240.00 / 280.00 |
$1,160 / $2,840 / 0.41 |
54.71% / $80.90 / 2.85% / 13.72% |
68.03% / $251.60 |
$11.60 / $14.80 / $3.20 / 3 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
45.29% |
$14.80 / 3 |
$14.95 / 1 |
55 / 6,220 |
35.794278% |
0.522643 |
-0.132624 |
0.008860 |
0.426149 |
0.218303 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
10.34% |
$2.99 / 16 |
$3.20 / 24 |
2 / 800 |
33.877643% |
0.225850 |
-0.096056 |
0.006686 |
0.321568 |
0.098510 |
|
| 556 |
Legs |
11/17(46) |
CALL |
240.00 / 300.00 |
$1,045 / $4,955 / 0.21 |
56.01% / $450.02 / 9.08% / 86.85% |
70.85% / $250.45 |
$10.45 / $10.95 / $0.50 / 16 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
43.99% |
$10.95 / 16 |
$11.25 / 14 |
24 / 1,304 |
35.359620% |
0.501457 |
-0.164175 |
0.011210 |
0.337891 |
0.135650 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
1.27% |
$0.36 / 220 |
$0.50 / 225 |
0 / 43 |
34.995193% |
0.069922 |
-0.052717 |
0.003770 |
0.113624 |
0.019914 |
|
| 453 |
Legs |
11/17(46) |
CALL |
240.00 / 290.00 |
$1,012 / $3,988 / 0.25 |
56.01% / $335.17 / 8.40% / 78.67% |
70.43% / $250.12 |
$10.12 / $10.95 / $0.83 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
43.99% |
$10.95 / 16 |
$11.25 / 14 |
24 / 1,304 |
35.359620% |
0.501457 |
-0.164175 |
0.011210 |
0.337891 |
0.135650 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
2.76% |
$0.73 / 75 |
$0.83 / 6 |
6 / 409 |
34.651823% |
0.105373 |
-0.071909 |
0.005123 |
0.154406 |
0.029853 |
|
| 455 |
Legs |
12/15(74) |
PUT |
230.00 / 185.00 |
$957 / $3,543 / 0.27 |
62.84% / $219.30 / 6.19% / 31.65% |
73.08% / $220.43 |
$9.57 / $11.25 / $1.68 / 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 |
230.00 |
37.16% |
$11.25 / 21 |
$11.45 / 7 |
60 / 2,269 |
36.825552% |
-0.389643 |
-0.101756 |
0.008533 |
0.410399 |
-0.217351 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
185.00 |
5.56% |
$1.60 / 5 |
$1.68 / 6 |
222 / 1,620 |
42.101913% |
-0.077308 |
-0.040925 |
0.003222 |
0.154988 |
-0.040972 |
|
|
| 855 |
|
12/15(74) |
CALL |
340.00 / 400.00 |
$1,325 / $4,675 / 0.28 |
56.56% / $160.36 / 3.43% / 16.70% |
68.56% / $353.25 |
$13.25 / $15.00 / $1.75 / 11 |
71 / 29.47% / 70 |
| 5 |
Legs |
Vertical |
Bearish |
$332.46 (+1.39%) / 280K |
|
Earnings: 10/25 |
|
Bearish / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
43.44% |
$15.00 / 11 |
$15.60 / 16 |
9 / 40 |
28.335583% |
0.503093 |
-0.168511 |
0.007064 |
0.601175 |
0.301489 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
6.46% |
$1.40 / 14 |
$1.75 / 23 |
0 / 139 |
27.085705% |
0.171336 |
-0.102265 |
0.004503 |
0.383259 |
0.107170 |
|
| 783 |
Legs |
12/15(74) |
CALL |
340.00 / 390.00 |
$1,245 / $3,755 / 0.33 |
56.56% / $39.44 / 1.05% / 4.90% |
67.89% / $352.45 |
$12.45 / $15.00 / $2.55 / 11 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
43.44% |
$15.00 / 11 |
$15.60 / 16 |
9 / 40 |
28.335583% |
0.503093 |
-0.168511 |
0.007064 |
0.601175 |
0.301489 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
9.56% |
$0.90 / 31 |
$2.55 / 15 |
0 / 131 |
24.703642% |
0.211894 |
-0.117091 |
0.005130 |
0.436602 |
0.131856 |
|
| 297 |
Legs |
11/17(46) |
CALL |
340.00 / 390.00 |
$1,030 / $3,970 / 0.26 |
58.62% / $215.39 / 5.43% / 46.22% |
70.20% / $350.30 |
$10.30 / $11.80 / $1.50 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
41.38% |
$11.80 / 4 |
$12.10 / 2 |
1 / 5 |
29.988224% |
0.477573 |
-0.207345 |
0.008909 |
0.475166 |
0.184706 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
4.91% |
$0.55 / 33 |
$1.50 / 56 |
1 / 1 |
28.078264% |
0.140862 |
-0.111769 |
0.004999 |
0.266631 |
0.056396 |
|
| 301 |
Legs |
11/17(46) |
PUT |
330.00 / 280.00 |
$1,015 / $3,985 / 0.26 |
57.51% / $187.64 / 4.71% / 39.22% |
69.21% / $319.85 |
$10.15 / $12.10 / $1.95 / 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 |
330.00 |
42.49% |
$12.10 / 6 |
$13.00 / 54 |
6 / 5 |
31.367450% |
-0.434182 |
-0.167198 |
0.008802 |
0.469426 |
-0.205957 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
280.00 |
4.99% |
$1.50 / 7 |
$1.95 / 26 |
0 / 7 |
37.360761% |
-0.082649 |
-0.068817 |
0.003408 |
0.181764 |
-0.037674 |
|
| 202 |
Legs |
11/17(46) |
CALL |
340.00 / 380.00 |
$965 / $3,035 / 0.32 |
58.62% / $90.33 / 2.98% / 23.48% |
69.52% / $349.65 |
$9.65 / $11.80 / $2.15 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
41.38% |
$11.80 / 4 |
$12.10 / 2 |
1 / 5 |
29.988224% |
0.477573 |
-0.207345 |
0.008909 |
0.475166 |
0.184706 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
8.35% |
$1.45 / 30 |
$2.15 / 53 |
0 / 345 |
28.166935% |
0.188536 |
-0.135732 |
0.006041 |
0.322187 |
0.075103 |
|
| 618 |
Legs |
12/15(74) |
CALL |
350.00 / 410.00 |
$935 / $5,065 / 0.19 |
65.78% / $201.46 / 3.98% / 19.55% |
73.43% / $359.35 |
$9.35 / $10.80 / $1.45 / 11 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
350.00 |
34.22% |
$10.80 / 11 |
$11.20 / 9 |
3 / 49 |
27.668470% |
0.435307 |
-0.164221 |
0.006971 |
0.593271 |
0.263373 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
4.25% |
$0.85 / 9 |
$1.45 / 22 |
0 / 29 |
27.861717% |
0.136923 |
-0.087768 |
0.003882 |
0.330374 |
0.086042 |
|
|
| 505 |
|
11/17(46) |
CALL |
350.00 / 400.00 |
$1,320 / $3,680 / 0.36 |
52.47% / $108.94 / 2.96% / 23.34% |
66.74% / $363.20 |
$13.20 / $14.90 / $1.70 / 1 |
70 / 57.66% / 31 |
| 5 |
Legs |
Vertical |
Bearish |
$347.63 (+1.73%) / 191K |
|
Earnings: 10/25 |
|
Bullish / 5 hours 34 min |
| Underlying |
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 |
350.00 |
47.53% |
$14.90 / 1 |
$15.40 / 13 |
1 / 9 |
30.365278% |
0.523401 |
-0.224741 |
0.008154 |
0.496490 |
0.209569 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
8.07% |
$1.10 / 30 |
$1.70 / 30 |
0 / 2 |
27.039534% |
0.186219 |
-0.145845 |
0.005490 |
0.334265 |
0.077348 |
|
| 771 |
Legs |
12/15(74) |
CALL |
360.00 / 420.00 |
$1,180 / $4,820 / 0.25 |
60.67% / $108.63 / 2.25% / 10.74% |
70.12% / $371.80 |
$11.80 / $13.50 / $1.70 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
39.33% |
$13.50 / 5 |
$14.20 / 14 |
0 / 3 |
27.970229% |
0.475281 |
-0.179562 |
0.006452 |
0.626908 |
0.297410 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
6.69% |
$0.75 / 30 |
$1.70 / 30 |
0 / 2 |
25.781459% |
0.176037 |
-0.112533 |
0.004195 |
0.407587 |
0.114633 |
|
| 651 |
Legs |
12/15(74) |
PUT |
340.00 / 280.00 |
$1,105 / $4,895 / 0.23 |
62.03% / $125.34 / 2.56% / 12.27% |
70.90% / $328.95 |
$11.05 / $12.90 / $1.85 / 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 |
340.00 |
37.97% |
$12.90 / 5 |
$13.50 / 7 |
0 / 3 |
29.593519% |
-0.396546 |
-0.140438 |
0.006247 |
0.606985 |
-0.322904 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
6.06% |
$0.80 / 30 |
$1.85 / 11 |
0 / 1 |
33.130013% |
-0.087479 |
-0.061590 |
0.002578 |
0.250480 |
-0.067992 |
|
| 88 |
Legs |
11/17(46) |
CALL |
360.00 / 400.00 |
$860 / $3,140 / 0.27 |
63.47% / $86.20 / 2.75% / 21.50% |
71.93% / $368.60 |
$8.60 / $10.30 / $1.70 / 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) |
CALL |
360.00 |
36.53% |
$10.30 / 1 |
$10.80 / 13 |
0 / 7 |
29.649385% |
0.443610 |
-0.220466 |
0.008087 |
0.492436 |
0.179331 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
8.07% |
$1.10 / 30 |
$1.70 / 30 |
0 / 2 |
27.039534% |
0.186219 |
-0.145845 |
0.005490 |
0.334265 |
0.077348 |
|
| 356 |
Legs |
12/15(74) |
PUT |
330.00 / 270.00 |
$810 / $5,190 / 0.16 |
70.11% / $168.59 / 3.25% / 15.76% |
75.87% / $321.90 |
$8.10 / $9.50 / $1.40 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
29.89% |
$9.50 / 5 |
$10.90 / 32 |
0 / 5 |
31.094978% |
-0.333418 |
-0.134496 |
0.005894 |
0.572697 |
-0.268987 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
4.10% |
$0.60 / 31 |
$1.40 / 26 |
0 / 3 |
35.215614% |
-0.059212 |
-0.045930 |
0.001912 |
0.185742 |
-0.045753 |
|
| 217 |
Legs |
11/17(46) |
PUT |
340.00 / 290.00 |
$785 / $4,215 / 0.19 |
62.69% / $89.24 / 2.12% / 16.26% |
70.63% / $332.15 |
$7.85 / $10.80 / $2.95 / 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 |
340.00 |
37.31% |
$10.80 / 2 |
$11.20 / 6 |
0 / 2 |
31.607930% |
-0.394932 |
-0.182567 |
0.007884 |
0.480093 |
-0.195894 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
290.00 |
5.02% |
$0.95 / 30 |
$2.95 / 35 |
0 / 1 |
39.669626% |
-0.080905 |
-0.074449 |
0.003071 |
0.187009 |
-0.038663 |
|
|
| 524 |
|
12/15(74) |
CALL |
500.00 / 600.00 |
$1,310 / $8,690 / 0.15 |
70.48% / $0.02 / 0.00% / 0.00% |
75.24% / $513.10 |
$13.10 / $14.60 / $1.50 / 7 |
99 / 94.46% / 70 |
| 3 |
Legs |
Vertical |
Bearish |
$460.63 (+0.43%) / 717K |
|
Earnings: 10/25 |
|
Bearish / 5 hours 37 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
500.00 |
29.52% |
$14.60 / 7 |
$15.20 / 10 |
0 / 84 |
34.903484% |
0.423119 |
-0.317556 |
0.003357 |
0.811098 |
0.333771 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
6.04% |
$1.30 / 19 |
$1.50 / 10 |
0 / 149 |
33.614487% |
0.181376 |
-0.210950 |
0.002263 |
0.546748 |
0.149572 |
|
| 573 |
Legs |
12/15(74) |
CALL |
510.00 / 620.00 |
$1,035 / $9,965 / 0.10 |
74.16% / $24.51 / 0.25% / 1.13% |
77.64% / $520.35 |
$10.35 / $11.90 / $1.55 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
510.00 |
25.84% |
$11.90 / 7 |
$12.50 / 16 |
0 / 232 |
34.740299% |
0.392937 |
-0.311255 |
0.003297 |
0.796675 |
0.311765 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
4.15% |
$0.25 / 237 |
$1.55 / 98 |
0 / 40 |
34.106491% |
0.149403 |
-0.185737 |
0.001996 |
0.482266 |
0.123967 |
|
| 650 |
Legs |
12/15(74) |
CALL |
520.00 / 640.00 |
$835 / $11,165 / 0.08 |
77.52% / $72.56 / 0.65% / 3.01% |
80.09% / $528.35 |
$8.35 / $9.60 / $1.25 / 10 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
22.48% |
$9.60 / 10 |
$10.10 / 15 |
1 / 164 |
34.502671% |
0.363947 |
-0.303449 |
0.003221 |
0.778183 |
0.290337 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
640.00 |
2.80% |
$0.05 / 243 |
$1.25 / 114 |
0 / 138 |
35.192772% |
0.122256 |
-0.161645 |
0.001740 |
0.420371 |
0.102006 |
|
| 807 |
Legs |
12/15(74) |
CALL |
540.00 / 660.00 |
$490 / $11,510 / 0.04 |
83.30% / $13.91 / 0.12% / 0.55% |
84.52% / $544.90 |
$4.90 / $6.00 / $1.10 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
16.70% |
$6.00 / 2 |
$6.50 / 20 |
0 / 107 |
34.084272% |
0.309890 |
-0.284162 |
0.003026 |
0.731158 |
0.249663 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
660.00 |
1.87% |
0 / 0 |
$1.10 / 72 |
0 / 9 |
41.205354% |
0.099442 |
-0.139212 |
0.001501 |
0.362536 |
0.083388 |
|
|
| 107 |
|
11/17(46) |
CALL |
660.00 / 720.00 |
$1,280 / $4,720 / 0.27 |
62.85% / $20.04 / 0.42% / 3.09% |
70.72% / $672.80 |
$12.80 / $15.80 / $3.00 / 4 |
86 / 77.18% / 90 |
| 5 |
Legs |
Vertical |
Bearish |
$643.04 (-0.53%) / 569K |
|
Earnings: 10/12 |
|
Bearish / 5 hours 38 min |
| Underlying |
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 |
660.00 |
37.15% |
$15.80 / 4 |
$16.70 / 13 |
16 / 48 |
25.633151% |
0.442457 |
-0.343043 |
0.004925 |
0.906973 |
0.334256 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
720.00 |
9.47% |
$2.45 / 7 |
$3.00 / 22 |
2 / 37 |
24.360854% |
0.199688 |
-0.241572 |
0.003496 |
0.643691 |
0.154337 |
|
| 698 |
Legs |
10/27(25) |
PUT |
640.00 / 580.00 |
$1,255 / $4,745 / 0.26 |
54.20% / $9.79 / 0.21% / 2.63% |
65.40% / $627.45 |
$12.55 / $15.40 / $2.85 / 13 |
|
| 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 |
640.00 |
45.80% |
$15.40 / 13 |
$16.40 / 1 |
1 / 60 |
24.967818% |
-0.460253 |
-0.437803 |
0.006668 |
0.679229 |
-0.226343 |
| NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
580.00 |
7.38% |
$1.95 / 54 |
$2.85 / 36 |
0 / 5 |
30.177604% |
-0.122467 |
-0.228023 |
0.003413 |
0.347661 |
-0.058705 |
|
| 540 |
Legs |
10/27(25) |
CALL |
650.00 / 710.00 |
$1,220 / $4,780 / 0.26 |
57.71% / $119.48 / 2.50% / 36.49% |
68.26% / $662.20 |
$12.20 / $14.10 / $1.90 / 16 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
650.00 |
42.29% |
$14.10 / 16 |
$15.30 / 12 |
0 / 4 |
26.737943% |
0.470940 |
-0.463649 |
0.006683 |
0.680764 |
0.200908 |
| NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
710.00 |
6.34% |
$1.00 / 25 |
$1.90 / 26 |
0 / 8 |
25.619932% |
0.152399 |
-0.272522 |
0.003963 |
0.403666 |
0.066510 |
|
| 169 |
Legs |
11/03(32) |
CALL |
660.00 / 720.00 |
$1,030 / $4,970 / 0.21 |
64.89% / $113.05 / 2.27% / 25.45% |
72.26% / $670.30 |
$10.30 / $12.10 / $1.80 / 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) |
CALL |
660.00 |
35.11% |
$12.10 / 6 |
$13.80 / 36 |
0 / 5 |
26.377147% |
0.421489 |
-0.404633 |
0.005831 |
0.753912 |
0.227213 |
| NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
720.00 |
6.03% |
$1.35 / 5 |
$1.80 / 31 |
5 / 16 |
25.517982% |
0.151083 |
-0.240772 |
0.003496 |
0.452071 |
0.083206 |
|
| 294 |
Legs |
10/27(25) |
PUT |
630.00 / 570.00 |
$1,000 / $5,000 / 0.20 |
63.22% / $167.11 / 3.34% / 51.32% |
71.44% / $620.00 |
$10.00 / $11.60 / $1.60 / 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 |
630.00 |
36.78% |
$11.60 / 10 |
$12.50 / 16 |
1 / 21 |
25.882996% |
-0.393679 |
-0.426299 |
0.006464 |
0.658462 |
-0.192584 |
| NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
570.00 |
4.84% |
$1.40 / 7 |
$1.60 / 1 |
1 / 2 |
30.246974% |
-0.088406 |
-0.180357 |
0.002695 |
0.274567 |
-0.042247 |
|
| 32 |
Legs |
11/17(46) |
CALL |
670.00 / 730.00 |
$960 / $5,040 / 0.19 |
69.08% / $38.33 / 0.76% / 5.60% |
74.50% / $679.60 |
$9.60 / $11.80 / $2.20 / 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) |
CALL |
670.00 |
30.92% |
$11.80 / 8 |
$12.60 / 14 |
16 / 43 |
24.841713% |
0.395397 |
-0.334240 |
0.004807 |
0.885220 |
0.300100 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
730.00 |
7.10% |
$1.65 / 13 |
$2.20 / 20 |
0 / 19 |
24.301894% |
0.170175 |
-0.218547 |
0.003165 |
0.582844 |
0.131897 |
|
|
| 235 |
|
11/17(46) |
CALL |
520.00 / 580.00 |
$1,260 / $4,740 / 0.27 |
60.28% / $9.91 / 0.21% / 1.51% |
69.18% / $532.60 |
$12.60 / $15.30 / $2.70 / 5 |
84 / 74.94% / 50 |
| 5 |
Legs |
Vertical |
Bearish |
$506.99 (-1.19%) / 306K |
|
Earnings: 10/24 |
|
Neutral / 5 hours 36 min |
| Underlying |
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 |
520.00 |
39.72% |
$15.30 / 18 |
$19.00 / 10 |
0 / 15 |
30.102056% |
0.466843 |
-0.319818 |
0.005590 |
0.722085 |
0.274419 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
580.00 |
8.74% |
$1.45 / 11 |
$2.70 / 5 |
0 / 5 |
26.645543% |
0.194438 |
-0.216421 |
0.003873 |
0.500232 |
0.117644 |
|
| 57 |
Legs |
11/17(46) |
CALL |
530.00 / 590.00 |
$1,020 / $4,980 / 0.21 |
67.43% / $117.12 / 2.35% / 18.19% |
73.99% / $540.20 |
$10.20 / $12.00 / $1.80 / 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) |
CALL |
530.00 |
32.57% |
$12.00 / 5 |
$15.20 / 8 |
0 / 9 |
30.276148% |
0.413343 |
-0.311659 |
0.005478 |
0.707556 |
0.244449 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
590.00 |
6.32% |
$0.50 / 8 |
$1.80 / 6 |
1 / 3 |
25.534809% |
0.162667 |
-0.192955 |
0.003461 |
0.447047 |
0.098758 |
|
| 34 |
Legs |
11/17(46) |
CALL |
530.00 / 580.00 |
$930 / $4,070 / 0.23 |
67.43% / $19.22 / 0.47% / 3.45% |
73.45% / $539.30 |
$9.30 / $12.00 / $2.70 / 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) |
CALL |
530.00 |
32.57% |
$12.00 / 5 |
$15.20 / 8 |
0 / 9 |
30.276148% |
0.413343 |
-0.311659 |
0.005478 |
0.707556 |
0.244449 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
580.00 |
8.74% |
$1.45 / 11 |
$2.70 / 5 |
0 / 5 |
26.645543% |
0.194438 |
-0.216421 |
0.003873 |
0.500232 |
0.117644 |
|
| 882 |
Legs |
10/20(18) |
CALL |
510.00 / 560.00 |
$925 / $4,075 / 0.23 |
53.98% / $23.30 / 0.57% / 10.05% |
64.78% / $519.25 |
$9.25 / $11.60 / $2.35 / 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 |
510.00 |
46.02% |
$11.60 / 4 |
$12.50 / 2 |
0 / 8 |
28.466205% |
0.497222 |
-0.495928 |
0.008829 |
0.461004 |
0.122361 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
560.00 |
6.01% |
$0.20 / 2 |
$2.35 / 1 |
20 / 18 |
30.173332% |
0.145462 |
-0.278079 |
0.005057 |
0.264046 |
0.036681 |
|
| 25 |
Legs |
11/17(46) |
CALL |
540.00 / 590.00 |
$680 / $4,320 / 0.16 |
73.87% / $36.44 / 0.84% / 6.23% |
77.79% / $546.80 |
$6.80 / $8.60 / $1.80 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
540.00 |
26.13% |
$8.60 / 7 |
$11.00 / 13 |
5 / 13 |
29.103927% |
0.362350 |
-0.298662 |
0.005274 |
0.681241 |
0.215471 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
590.00 |
6.32% |
$0.50 / 8 |
$1.80 / 6 |
1 / 3 |
25.534809% |
0.162667 |
-0.192955 |
0.003461 |
0.447047 |
0.098758 |
|
| 970 |
Legs |
10/20(18) |
CALL |
510.00 / 570.00 |
$680 / $5,320 / 0.13 |
53.98% / $13.21 / 0.25% / 4.25% |
62.01% / $516.80 |
$6.80 / $11.60 / $4.80 / 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 |
510.00 |
46.02% |
$11.60 / 4 |
$12.50 / 2 |
0 / 8 |
28.466205% |
0.497222 |
-0.495928 |
0.008829 |
0.461004 |
0.122361 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
570.00 |
3.37% |
0 / 0 |
$4.80 / 1 |
0 / 49 |
49.449353% |
0.104799 |
-0.220598 |
0.004020 |
0.209919 |
0.026510 |
|
|
| 291 |
|
11/17(46) |
CALL |
260.00 / 320.00 |
$1,255 / $4,745 / 0.26 |
59.88% / $187.68 / 3.96% / 32.18% |
70.65% / $272.55 |
$12.55 / $14.70 / $2.15 / 32 |
62 / 61.73% / 26 |
| 5 |
Legs |
Vertical |
Bearish |
$247.9654 (-4.53%) / 405K |
|
Earnings: 11/06 |
|
Bullish / 5 hours 30 min |
| Underlying |
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 |
260.00 |
40.12% |
$14.70 / 51 |
$15.30 / 28 |
8 / 49 |
50.324130% |
0.496039 |
-0.252072 |
0.006997 |
0.359950 |
0.135494 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
6.16% |
$1.75 / 44 |
$2.15 / 32 |
0 / 24 |
48.229403% |
0.177002 |
-0.161308 |
0.004556 |
0.234414 |
0.051024 |
|
| 223 |
Legs |
11/17(46) |
CALL |
260.00 / 310.00 |
$1,170 / $3,830 / 0.31 |
59.88% / $73.46 / 1.92% / 14.64% |
69.98% / $271.70 |
$11.70 / $14.70 / $3.00 / 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) |
CALL |
260.00 |
40.12% |
$14.70 / 51 |
$15.30 / 28 |
8 / 49 |
50.324130% |
0.496039 |
-0.252072 |
0.006997 |
0.359950 |
0.135494 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
8.95% |
$2.75 / 20 |
$3.00 / 1 |
0 / 1 |
48.492624% |
0.215752 |
-0.182220 |
0.005138 |
0.264324 |
0.061794 |
|
| 70 |
Legs |
11/17(46) |
PUT |
240.00 / 190.00 |
$905 / $4,095 / 0.22 |
65.36% / $72.48 / 1.77% / 13.45% |
72.74% / $230.95 |
$9.05 / $11.80 / $2.75 / 40 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
240.00 |
34.64% |
$11.80 / 46 |
$12.20 / 2 |
2 / 88 |
50.482570% |
-0.364714 |
-0.215974 |
0.006593 |
0.339173 |
-0.139111 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
190.00 |
7.00% |
$1.90 / 6 |
$2.75 / 40 |
0 / 97 |
62.421899% |
-0.084146 |
-0.091053 |
0.002711 |
0.139446 |
-0.030377 |
|
| 39 |
Legs |
11/17(46) |
CALL |
270.00 / 320.00 |
$885 / $4,115 / 0.22 |
68.61% / $146.56 / 3.56% / 28.62% |
75.34% / $278.85 |
$8.85 / $11.00 / $2.15 / 8 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
31.39% |
$11.00 / 8 |
$11.50 / 6 |
136 / 82 |
49.927609% |
0.429934 |
-0.247122 |
0.006890 |
0.354464 |
0.118870 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
6.16% |
$1.75 / 44 |
$2.15 / 32 |
0 / 24 |
48.229403% |
0.177002 |
-0.161308 |
0.004556 |
0.234414 |
0.051024 |
|
| 43 |
Legs |
11/17(46) |
PUT |
240.00 / 195.00 |
$885 / $3,615 / 0.25 |
65.36% / $42.08 / 1.16% / 8.68% |
72.59% / $231.15 |
$8.85 / $11.80 / $2.95 / 19 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
240.00 |
34.64% |
$11.80 / 46 |
$12.20 / 2 |
2 / 88 |
50.482570% |
-0.364714 |
-0.215974 |
0.006593 |
0.339173 |
-0.139111 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
195.00 |
8.44% |
$2.25 / 52 |
$2.95 / 19 |
2 / 49 |
59.899249% |
-0.103300 |
-0.105768 |
0.003154 |
0.162253 |
-0.037464 |
|
| 685 |
Legs |
10/20(18) |
CALL |
260.00 / 320.00 |
$700 / $5,300 / 0.13 |
63.45% / $339.10 / 6.40% / 183.46% |
72.56% / $267.00 |
$7.00 / $7.30 / $0.30 / 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) |
CALL |
260.00 |
36.55% |
$7.30 / 66 |
$7.80 / 14 |
232 / 306 |
47.749043% |
0.444143 |
-0.386635 |
0.010904 |
0.226766 |
0.052420 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
320.00 |
0.96% |
0 / 0 |
$0.30 / 25 |
0 / 1 |
52.733595% |
0.056686 |
-0.109953 |
0.003145 |
0.065415 |
0.006995 |
|
|
| 696 |
|
11/17(46) |
CALL |
195.00 / 250.00 |
$1,245 / $4,255 / 0.29 |
52.29% / $123.76 / 2.91% / 22.90% |
66.49% / $207.45 |
$12.45 / $14.30 / $1.85 / 8 |
82 / 68.19% / 59 |
| 5 |
Legs |
Vertical |
Bearish |
$194.76 (-1.85%) / 554K |
|
Earnings: 11/07 |
|
Neutral / 5 hours 32 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
195.00 |
47.71% |
$14.30 / 8 |
$14.70 / 8 |
0 / 9 |
50.390610% |
0.553917 |
-0.204517 |
0.008596 |
0.276121 |
0.114804 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
6.21% |
$1.05 / 13 |
$1.85 / 13 |
0 / 40 |
48.866402% |
0.179799 |
-0.132150 |
0.005702 |
0.183163 |
0.039871 |
|
| 606 |
Legs |
11/17(46) |
CALL |
195.00 / 240.00 |
$1,190 / $3,310 / 0.36 |
52.29% / $8.06 / 0.24% / 1.76% |
65.92% / $206.90 |
$11.90 / $14.30 / $2.40 / 8 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
195.00 |
47.71% |
$14.30 / 8 |
$14.70 / 8 |
0 / 9 |
50.390610% |
0.553917 |
-0.204517 |
0.008596 |
0.276121 |
0.114804 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
9.78% |
$1.95 / 13 |
$2.40 / 13 |
4 / 212 |
47.940755% |
0.228639 |
-0.152934 |
0.006581 |
0.211400 |
0.050277 |
|
| 543 |
Legs |
11/17(46) |
CALL |
200.00 / 260.00 |
$1,035 / $4,965 / 0.21 |
58.24% / $221.58 / 4.46% / 36.89% |
69.45% / $210.35 |
$10.35 / $11.60 / $1.25 / 33 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
41.76% |
$11.60 / 33 |
$12.40 / 6 |
0 / 20 |
49.395026% |
0.511327 |
-0.205461 |
0.008671 |
0.278557 |
0.106936 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
3.83% |
$0.30 / 33 |
$1.25 / 33 |
0 / 29 |
47.522522% |
0.139594 |
-0.111700 |
0.004830 |
0.155168 |
0.031182 |
|
| 460 |
Legs |
11/17(46) |
CALL |
200.00 / 250.00 |
$975 / $4,025 / 0.24 |
58.24% / $87.75 / 2.18% / 16.78% |
68.85% / $209.75 |
$9.75 / $11.60 / $1.85 / 13 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
41.76% |
$11.60 / 33 |
$12.40 / 6 |
0 / 20 |
49.395026% |
0.511327 |
-0.205461 |
0.008671 |
0.278557 |
0.106936 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
6.21% |
$1.05 / 13 |
$1.85 / 13 |
0 / 40 |
48.866402% |
0.179799 |
-0.132150 |
0.005702 |
0.183163 |
0.039871 |
|
| 915 |
Legs |
10/20(18) |
CALL |
195.00 / 230.00 |
$755 / $2,745 / 0.28 |
51.85% / $71.41 / 2.60% / 53.95% |
65.42% / $202.55 |
$7.55 / $8.10 / $0.55 / 3 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
195.00 |
48.15% |
$8.10 / 7 |
$8.40 / 8 |
0 / 17 |
45.976215% |
0.531592 |
-0.317462 |
0.013601 |
0.176625 |
0.047770 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
230.00 |
5.83% |
$0.35 / 30 |
$0.55 / 3 |
4 / 264 |
43.891793% |
0.153930 |
-0.185982 |
0.008112 |
0.105346 |
0.014454 |
|
| 150 |
Legs |
11/17(46) |
CALL |
210.00 / 270.00 |
$710 / $5,290 / 0.13 |
69.10% / $250.24 / 4.73% / 39.43% |
75.70% / $217.10 |
$7.10 / $8.10 / $1.00 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
30.90% |
$8.10 / 4 |
$8.50 / 11 |
0 / 234 |
49.189480% |
0.429313 |
-0.200945 |
0.008538 |
0.274284 |
0.091214 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
2.30% |
$0.05 / 32 |
$1.00 / 34 |
0 / 7 |
48.723902% |
0.107138 |
-0.092600 |
0.004012 |
0.128880 |
0.024086 |
|
|
| 921 |
|
12/15(74) |
CALL |
300.00 / 350.00 |
$1,210 / $3,790 / 0.32 |
52.89% / $102.01 / 2.69% / 12.93% |
66.58% / $312.10 |
$12.10 / $13.10 / $1.00 / 12 |
93 / 83.18% / 30 |
| 5 |
Legs |
Vertical |
Bearish |
$296.59 (+0.36%) / 248K |
|
Earnings: 11/01 |
|
Bullish / 5 hours 33 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
300.00 |
47.11% |
$13.10 / 31 |
$13.50 / 7 |
2 / 197 |
24.899135% |
0.524782 |
-0.137834 |
0.008530 |
0.535148 |
0.282727 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
350.00 |
7.21% |
$0.80 / 20 |
$1.00 / 12 |
0 / 35 |
22.362136% |
0.179035 |
-0.086346 |
0.005608 |
0.351826 |
0.100583 |
|
| 965 |
Legs |
12/15(74) |
CALL |
300.00 / 360.00 |
$1,210 / $4,790 / 0.25 |
52.89% / $216.91 / 4.53% / 22.48% |
66.58% / $312.10 |
$12.10 / $13.10 / $1.00 / 17 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
300.00 |
47.11% |
$13.10 / 31 |
$13.50 / 7 |
2 / 197 |
24.899135% |
0.524782 |
-0.137834 |
0.008530 |
0.535148 |
0.282727 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
360.00 |
4.32% |
0 / 0 |
$1.00 / 17 |
0 / 42 |
26.001630% |
0.136007 |
-0.071699 |
0.004680 |
0.293611 |
0.076818 |
|
| 450 |
Legs |
11/17(46) |
CALL |
300.00 / 340.00 |
$935 / $3,065 / 0.31 |
53.99% / $112.41 / 3.67% / 29.57% |
67.29% / $309.35 |
$9.35 / $10.20 / $0.85 / 10 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
300.00 |
46.01% |
$10.20 / 10 |
$10.60 / 38 |
3 / 138 |
25.781065% |
0.507477 |
-0.170708 |
0.010801 |
0.424639 |
0.176054 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
6.45% |
$0.65 / 40 |
$0.85 / 30 |
0 / 74 |
23.650356% |
0.161569 |
-0.100816 |
0.006635 |
0.260838 |
0.057945 |
|
| 733 |
Legs |
11/17(46) |
CALL |
300.00 / 360.00 |
$920 / $5,080 / 0.18 |
53.99% / $334.27 / 6.58% / 58.14% |
67.09% / $309.20 |
$9.20 / $10.20 / $1.00 / 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) |
CALL |
300.00 |
46.01% |
$10.20 / 10 |
$10.60 / 38 |
3 / 138 |
25.781065% |
0.507477 |
-0.170708 |
0.010801 |
0.424639 |
0.176054 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
360.00 |
1.52% |
0 / 0 |
$1.00 / 30 |
0 / 145 |
33.330773% |
0.073819 |
-0.057069 |
0.003790 |
0.148987 |
0.026733 |
|
| 724 |
Legs |
12/15(74) |
PUT |
290.00 / 230.00 |
$770 / $5,230 / 0.15 |
63.27% / $226.45 / 4.33% / 21.42% |
71.37% / $282.30 |
$7.70 / $8.80 / $1.10 / 27 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
290.00 |
36.73% |
$8.80 / 38 |
$9.30 / 38 |
0 / 151 |
25.369865% |
-0.389213 |
-0.104992 |
0.008219 |
0.515635 |
-0.266274 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
2.49% |
$0.80 / 32 |
$1.10 / 27 |
0 / 101 |
36.205000% |
-0.039425 |
-0.025113 |
0.001827 |
0.114605 |
-0.025668 |
|
| 567 |
Legs |
12/15(74) |
CALL |
310.00 / 350.00 |
$760 / $3,240 / 0.24 |
64.34% / $64.14 / 1.98% / 9.39% |
72.10% / $317.60 |
$7.60 / $8.60 / $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) |
CALL |
310.00 |
35.66% |
$8.60 / 10 |
$9.00 / 11 |
0 / 59 |
24.215101% |
0.441776 |
-0.134694 |
0.008458 |
0.530643 |
0.240665 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
350.00 |
7.21% |
$0.80 / 20 |
$1.00 / 12 |
0 / 35 |
22.362136% |
0.179035 |
-0.086346 |
0.005608 |
0.351826 |
0.100583 |
|
|
| 936 |
|
12/15(74) |
CALL |
200.00 / 260.00 |
$1,200 / $4,800 / 0.25 |
55.52% / $342.61 / 7.14% / 37.12% |
69.78% / $212.00 |
$12.00 / $13.10 / $1.10 / 5 |
57 / 18.20% / 55 |
| 5 |
Legs |
Vertical |
Bearish |
$196.15 (-1.43%) / 428K |
|
Earnings: 11/14 |
|
Neutral / 5 hours 30 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
44.48% |
$13.10 / 5 |
$13.40 / 6 |
1 / 312 |
39.652999% |
0.524965 |
-0.123909 |
0.009348 |
0.354059 |
0.178568 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
3.24% |
$0.95 / 37 |
$1.10 / 31 |
0 / 213 |
38.610045% |
0.125962 |
-0.061549 |
0.004859 |
0.184034 |
0.045766 |
|
| 888 |
Legs |
12/15(74) |
CALL |
200.00 / 250.00 |
$1,140 / $3,860 / 0.30 |
55.52% / $200.84 / 5.20% / 26.14% |
69.13% / $211.40 |
$11.40 / $13.10 / $1.70 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
44.48% |
$13.10 / 5 |
$13.40 / 6 |
1 / 312 |
39.652999% |
0.524965 |
-0.123909 |
0.009348 |
0.354059 |
0.178568 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
5.58% |
$1.50 / 5 |
$1.70 / 35 |
0 / 291 |
38.261285% |
0.167258 |
-0.074776 |
0.005879 |
0.222684 |
0.060339 |
|
| 842 |
Legs |
12/15(74) |
CALL |
200.00 / 240.00 |
$1,045 / $2,955 / 0.35 |
55.52% / $64.19 / 2.17% / 10.34% |
68.09% / $210.45 |
$10.45 / $13.10 / $2.65 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
44.48% |
$13.10 / 5 |
$13.40 / 6 |
1 / 312 |
39.652999% |
0.524965 |
-0.123909 |
0.009348 |
0.354059 |
0.178568 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
9.25% |
$2.35 / 5 |
$2.65 / 34 |
1 / 255 |
38.023475% |
0.218563 |
-0.088514 |
0.006925 |
0.262307 |
0.078201 |
|
| 564 |
Legs |
11/17(46) |
CALL |
200.00 / 260.00 |
$1,005 / $4,995 / 0.20 |
56.69% / $459.72 / 9.20% / 88.36% |
71.56% / $210.05 |
$10.05 / $10.70 / $0.65 / 39 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
43.31% |
$10.70 / 39 |
$11.00 / 21 |
26 / 30 |
42.804704% |
0.503022 |
-0.153889 |
0.011831 |
0.280823 |
0.111306 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
1.03% |
$0.20 / 66 |
$0.65 / 65 |
0 / 5 |
41.552283% |
0.064407 |
-0.046627 |
0.003734 |
0.088623 |
0.015127 |
|
| 457 |
Legs |
11/17(46) |
CALL |
200.00 / 250.00 |
$975 / $4,025 / 0.24 |
56.69% / $356.75 / 8.86% / 84.18% |
71.16% / $209.75 |
$9.75 / $10.70 / $0.95 / 39 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
43.31% |
$10.70 / 39 |
$11.00 / 21 |
26 / 30 |
42.804704% |
0.503022 |
-0.153889 |
0.011831 |
0.280823 |
0.111306 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
2.30% |
$0.80 / 32 |
$0.95 / 48 |
0 / 2 |
42.431660% |
0.098418 |
-0.064451 |
0.005144 |
0.122108 |
0.022979 |
|
| 351 |
Legs |
11/17(46) |
CALL |
200.00 / 240.00 |
$905 / $3,095 / 0.29 |
56.69% / $208.91 / 6.75% / 59.96% |
70.22% / $209.05 |
$9.05 / $10.70 / $1.65 / 39 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
43.31% |
$10.70 / 39 |
$11.00 / 21 |
26 / 30 |
42.804704% |
0.503022 |
-0.153889 |
0.011831 |
0.280823 |
0.111306 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
4.83% |
$1.40 / 36 |
$1.65 / 42 |
0 / 123 |
42.224135% |
0.146142 |
-0.085475 |
0.006795 |
0.161292 |
0.033883 |
|
|
| 874 |
|
12/15(74) |
PUT |
270.00 / 210.00 |
$1,199 / $4,801 / 0.25 |
55.57% / $185.83 / 3.87% / 18.99% |
67.92% / $258.01 |
$11.99 / $13.25 / $1.26 / 17 |
99 / 100.00% / 53 |
| 5 |
Legs |
Vertical |
Bullish |
$271.80 (-0.44%) / 1.78M |
|
Earnings: 10/26 |
|
Neutral / 5 hours 38 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
44.43% |
$13.25 / 17 |
$13.45 / 67 |
14 / 222 |
30.633982% |
-0.440873 |
-0.121956 |
0.007747 |
0.483276 |
-0.284197 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
5.01% |
$1.18 / 56 |
$1.26 / 42 |
0 / 11 |
38.725889% |
-0.068324 |
-0.042992 |
0.002594 |
0.161794 |
-0.041445 |
|
| 834 |
Legs |
12/15(74) |
PUT |
270.00 / 220.00 |
$1,125 / $3,875 / 0.29 |
55.57% / $44.26 / 1.14% / 5.34% |
67.21% / $258.75 |
$11.25 / $13.25 / $2.00 / 17 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
44.43% |
$13.25 / 17 |
$13.45 / 67 |
14 / 222 |
30.633982% |
-0.440873 |
-0.121956 |
0.007747 |
0.483276 |
-0.284197 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
7.88% |
$1.84 / 154 |
$2.00 / 141 |
45 / 117 |
37.190447% |
-0.107445 |
-0.060005 |
0.003638 |
0.226943 |
-0.065695 |
|
| 506 |
Legs |
11/17(46) |
PUT |
270.00 / 210.00 |
$1,054 / $4,946 / 0.21 |
54.98% / $352.10 / 7.12% / 63.98% |
68.65% / $259.46 |
$10.54 / $11.30 / $0.76 / 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 |
270.00 |
45.02% |
$11.30 / 22 |
$11.45 / 10 |
87 / 1,497 |
32.592031% |
-0.449412 |
-0.158000 |
0.009827 |
0.384154 |
-0.176106 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
2.19% |
$0.48 / 469 |
$0.76 / 120 |
0 / 1,819 |
42.126773% |
-0.034328 |
-0.031743 |
0.001892 |
0.073946 |
-0.012723 |
|
| 832 |
Legs |
12/15(74) |
CALL |
280.00 / 340.00 |
$1,031 / $4,969 / 0.21 |
60.52% / $214.93 / 4.33% / 21.39% |
70.53% / $290.31 |
$10.31 / $11.05 / $0.74 / 40 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
39.48% |
$11.05 / 63 |
$11.25 / 44 |
58 / 380 |
28.863391% |
0.478334 |
-0.141778 |
0.007819 |
0.487743 |
0.231600 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
4.16% |
$0.66 / 37 |
$0.74 / 40 |
0 / 22 |
28.329012% |
0.138109 |
-0.076894 |
0.004339 |
0.270652 |
0.070167 |
|
| 435 |
Legs |
11/17(46) |
PUT |
270.00 / 220.00 |
$1,010 / $3,990 / 0.25 |
54.98% / $212.36 / 5.32% / 45.19% |
68.12% / $259.90 |
$10.10 / $11.30 / $1.20 / 22 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
270.00 |
45.02% |
$11.30 / 22 |
$11.45 / 10 |
87 / 1,497 |
32.592031% |
-0.449412 |
-0.158000 |
0.009827 |
0.384154 |
-0.176106 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
4.22% |
$1.13 / 64 |
$1.20 / 91 |
21 / 2,058 |
41.026981% |
-0.065901 |
-0.053291 |
0.003187 |
0.124595 |
-0.024587 |
|
| 777 |
Legs |
12/15(74) |
CALL |
280.00 / 330.00 |
$987 / $4,013 / 0.25 |
60.52% / $97.39 / 2.43% / 11.60% |
70.13% / $289.87 |
$9.87 / $11.05 / $1.18 / 42 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
39.48% |
$11.05 / 63 |
$11.25 / 44 |
58 / 380 |
28.863391% |
0.478334 |
-0.141778 |
0.007819 |
0.487743 |
0.231600 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
6.59% |
$1.11 / 11 |
$1.18 / 42 |
20 / 243 |
28.074508% |
0.176274 |
-0.090489 |
0.005094 |
0.317766 |
0.089056 |
|
|
| 787 |
|
12/15(74) |
CALL |
240.00 / 290.00 |
$1,195 / $3,805 / 0.31 |
57.86% / $88.66 / 2.33% / 11.12% |
69.17% / $251.95 |
$11.95 / $14.30 / $2.35 / 12 |
77 / 45.47% / 95 |
| 5 |
Legs |
Vertical |
Bearish |
$233.63 (-1.23%) / 246K |
|
Earnings: 11/07 |
|
Bearish / 5 hours 34 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
42.14% |
$14.30 / 20 |
$14.80 / 1 |
18 / 281 |
38.723615% |
0.511184 |
-0.153368 |
0.007526 |
0.421526 |
0.205708 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
290.00 |
8.45% |
$2.00 / 30 |
$2.35 / 12 |
0 / 87 |
36.481390% |
0.210483 |
-0.107363 |
0.005446 |
0.305047 |
0.089165 |
|
| 899 |
Legs |
12/15(74) |
CALL |
240.00 / 300.00 |
$1,165 / $4,835 / 0.24 |
57.86% / $143.49 / 2.97% / 14.33% |
68.91% / $251.65 |
$11.65 / $14.30 / $2.65 / 12 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
42.14% |
$14.30 / 20 |
$14.80 / 1 |
18 / 281 |
38.723615% |
0.511184 |
-0.153368 |
0.007526 |
0.421526 |
0.205708 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
5.63% |
$1.40 / 1 |
$2.65 / 12 |
2 / 80 |
39.829407% |
0.170059 |
-0.093818 |
0.004777 |
0.267543 |
0.072531 |
|
| 300 |
Legs |
11/17(46) |
CALL |
240.00 / 290.00 |
$1,005 / $3,995 / 0.25 |
59.51% / $255.25 / 6.39% / 56.11% |
71.28% / $250.05 |
$10.05 / $11.60 / $1.55 / 21 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
40.49% |
$11.60 / 21 |
$12.10 / 4 |
2 / 22 |
42.050744% |
0.485008 |
-0.190226 |
0.009504 |
0.333585 |
0.127170 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
4.26% |
$0.10 / 34 |
$1.55 / 25 |
0 / 52 |
36.943576% |
0.137949 |
-0.102006 |
0.005253 |
0.184382 |
0.037917 |
|
| 187 |
Legs |
11/17(46) |
CALL |
240.00 / 280.00 |
$955 / $3,045 / 0.31 |
59.51% / $138.36 / 4.54% / 37.65% |
70.74% / $249.55 |
$9.55 / $11.60 / $2.05 / 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) |
CALL |
240.00 |
40.49% |
$11.60 / 21 |
$12.10 / 4 |
2 / 22 |
42.050744% |
0.485008 |
-0.190226 |
0.009504 |
0.333585 |
0.127170 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
7.40% |
$1.85 / 5 |
$2.05 / 9 |
1 / 198 |
39.911879% |
0.185524 |
-0.124235 |
0.006375 |
0.223750 |
0.050655 |
|
| 482 |
Legs |
11/17(46) |
CALL |
240.00 / 300.00 |
$910 / $5,090 / 0.18 |
59.51% / $296.33 / 5.82% / 50.22% |
70.26% / $249.10 |
$9.10 / $11.60 / $2.50 / 21 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
40.49% |
$11.60 / 21 |
$12.10 / 4 |
2 / 22 |
42.050744% |
0.485008 |
-0.190226 |
0.009504 |
0.333585 |
0.127170 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
2.35% |
0 / 0 |
$2.50 / 22 |
0 / 128 |
53.855331% |
0.100618 |
-0.081364 |
0.004203 |
0.147512 |
0.027816 |
|
| 279 |
Legs |
11/17(46) |
PUT |
230.00 / 185.00 |
$885 / $3,615 / 0.25 |
58.65% / $119.67 / 3.31% / 26.39% |
69.36% / $221.15 |
$8.85 / $11.50 / $2.65 / 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 |
230.00 |
41.35% |
$11.50 / 35 |
$12.10 / 33 |
0 / 63 |
42.853618% |
-0.421132 |
-0.160488 |
0.009324 |
0.327276 |
-0.144972 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
185.00 |
5.68% |
$1.10 / 23 |
$2.65 / 16 |
1 / 40 |
52.417134% |
-0.079370 |
-0.063435 |
0.003523 |
0.123657 |
-0.025922 |
|
|
| 984 |
|
12/15(74) |
CALL |
350.00 / 410.00 |
$1,190 / $4,810 / 0.25 |
51.42% / $6.55 / 0.14% / 0.62% |
63.65% / $361.90 |
$11.90 / $16.70 / $4.80 / 4 |
50 / 56.73% / 35 |
| 5 |
Legs |
Vertical |
Bearish |
$347.83 (+0.03%) / 750K |
|
Earnings: 10/26 |
|
Neutral / 5 hours 35 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
350.00 |
48.58% |
$16.70 / 10 |
$17.20 / 2 |
6 / 19 |
26.136818% |
0.533769 |
-0.159212 |
0.007594 |
0.625679 |
0.337493 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
6.44% |
$0.10 / 1 |
$4.80 / 4 |
0 / 17 |
27.667301% |
0.167311 |
-0.094111 |
0.004785 |
0.394242 |
0.110418 |
|
| 760 |
Legs |
11/17(46) |
CALL |
350.00 / 410.00 |
$1,035 / $4,965 / 0.21 |
52.50% / $265.85 / 5.35% / 45.51% |
65.78% / $360.35 |
$10.35 / $12.30 / $1.95 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
350.00 |
47.50% |
$12.30 / 6 |
$12.80 / 6 |
25 / 63 |
25.523211% |
0.516843 |
-0.196079 |
0.009619 |
0.496641 |
0.210256 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
410.00 |
2.69% |
$0.55 / 9 |
$1.95 / 16 |
0 / 14 |
30.011924% |
0.099633 |
-0.081240 |
0.004224 |
0.218085 |
0.042152 |
|
| 722 |
Legs |
11/17(46) |
CALL |
350.00 / 400.00 |
$950 / $4,050 / 0.24 |
52.50% / $88.33 / 2.18% / 16.78% |
64.75% / $359.50 |
$9.50 / $12.30 / $2.80 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
350.00 |
47.50% |
$12.30 / 6 |
$12.80 / 6 |
25 / 63 |
25.523211% |
0.516843 |
-0.196079 |
0.009619 |
0.496641 |
0.210256 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
5.08% |
$1.00 / 14 |
$2.80 / 15 |
1 / 23 |
29.461482% |
0.140801 |
-0.104245 |
0.005392 |
0.278408 |
0.059315 |
|
| 705 |
Legs |
12/15(74) |
PUT |
340.00 / 280.00 |
$845 / $5,155 / 0.16 |
63.26% / $175.65 / 3.41% / 16.58% |
71.21% / $331.55 |
$8.45 / $11.40 / $2.95 / 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 |
340.00 |
36.74% |
$11.40 / 6 |
$11.80 / 3 |
5 / 59 |
26.755780% |
-0.390875 |
-0.115070 |
0.007335 |
0.604290 |
-0.311282 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
3.55% |
$1.40 / 10 |
$2.95 / 14 |
0 / 4 |
37.229671% |
-0.058792 |
-0.038190 |
0.002240 |
0.184533 |
-0.044826 |
|
| 644 |
Legs |
12/15(74) |
PUT |
340.00 / 290.00 |
$830 / $4,170 / 0.20 |
63.26% / $75.42 / 1.81% / 8.55% |
71.08% / $331.70 |
$8.30 / $11.40 / $3.10 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
340.00 |
36.74% |
$11.40 / 6 |
$11.80 / 3 |
5 / 59 |
26.755780% |
-0.390875 |
-0.115070 |
0.007335 |
0.604290 |
-0.311282 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
290.00 |
5.75% |
$1.15 / 15 |
$3.10 / 14 |
0 / 3 |
32.520855% |
-0.091396 |
-0.053063 |
0.003138 |
0.258536 |
-0.070079 |
|
| 890 |
Legs |
12/15(74) |
CALL |
360.00 / 420.00 |
$720 / $5,280 / 0.14 |
61.78% / $34.72 / 0.66% / 3.05% |
68.63% / $367.20 |
$7.20 / $12.00 / $4.80 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
38.22% |
$12.00 / 8 |
$12.50 / 1 |
3 / 64 |
25.577003% |
0.459328 |
-0.156301 |
0.007582 |
0.624664 |
0.293268 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
4.05% |
0 / 0 |
$4.80 / 2 |
0 / 4 |
37.393079% |
0.130358 |
-0.079210 |
0.004049 |
0.333604 |
0.086417 |
|
|
| 380 |
|
11/17(46) |
PUT |
260.00 / 200.00 |
$1,185 / $4,815 / 0.25 |
56.74% / $169.50 / 3.52% / 28.25% |
68.44% / $248.15 |
$11.85 / $13.10 / $1.25 / 34 |
50 / 23.23% / 32 |
| 5 |
Legs |
Vertical |
Bullish |
$262.01 (-0.89%) / 495K |
|
Earnings: 12/14 |
|
Bullish / 5 hours 32 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
260.00 |
43.26% |
$13.10 / 34 |
$13.40 / 17 |
29 / 307 |
40.739349% |
-0.433120 |
-0.201680 |
0.007543 |
0.369859 |
-0.170476 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
200.00 |
5.29% |
$1.15 / 97 |
$1.25 / 97 |
8 / 98 |
51.264243% |
-0.068526 |
-0.070821 |
0.002533 |
0.124204 |
-0.025320 |
|
| 317 |
Legs |
11/17(46) |
PUT |
260.00 / 210.00 |
$1,115 / $3,885 / 0.29 |
56.74% / $38.42 / 0.99% / 7.33% |
67.80% / $248.85 |
$11.15 / $13.10 / $1.95 / 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 |
260.00 |
43.26% |
$13.10 / 34 |
$13.40 / 17 |
29 / 307 |
40.739349% |
-0.433120 |
-0.201680 |
0.007543 |
0.369859 |
-0.170476 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
8.14% |
$1.80 / 84 |
$1.95 / 94 |
6 / 82 |
49.108018% |
-0.107177 |
-0.098512 |
0.003539 |
0.173542 |
-0.039934 |
|
| 428 |
Legs |
11/17(46) |
CALL |
270.00 / 330.00 |
$1,060 / $4,940 / 0.22 |
59.41% / $159.20 / 3.22% / 25.62% |
69.51% / $280.60 |
$10.60 / $12.10 / $1.50 / 15 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
40.59% |
$12.10 / 15 |
$12.40 / 65 |
33 / 389 |
39.630934% |
0.491538 |
-0.235096 |
0.007649 |
0.375058 |
0.142698 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
4.87% |
$1.20 / 252 |
$1.50 / 312 |
6 / 576 |
41.983869% |
0.151595 |
-0.134749 |
0.004503 |
0.220799 |
0.046304 |
|
| 334 |
Legs |
11/17(46) |
CALL |
270.00 / 320.00 |
$1,015 / $3,985 / 0.26 |
59.41% / $46.12 / 1.16% / 8.63% |
69.11% / $280.15 |
$10.15 / $12.10 / $1.95 / 15 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
40.59% |
$12.10 / 15 |
$12.40 / 65 |
33 / 389 |
39.630934% |
0.491538 |
-0.235096 |
0.007649 |
0.375058 |
0.142698 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
7.50% |
$1.70 / 151 |
$1.95 / 94 |
17 / 424 |
40.559779% |
0.190791 |
-0.156542 |
0.005217 |
0.255829 |
0.057930 |
|
| 82 |
Legs |
11/17(46) |
PUT |
250.00 / 195.00 |
$805 / $4,695 / 0.17 |
66.73% / $159.23 / 3.39% / 27.11% |
73.80% / $241.95 |
$8.05 / $9.20 / $1.15 / 54 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
250.00 |
33.27% |
$9.20 / 54 |
$9.50 / 17 |
20 / 630 |
41.961067% |
-0.357359 |
-0.193559 |
0.007156 |
0.350900 |
-0.138854 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
195.00 |
4.22% |
$0.80 / 377 |
$1.15 / 179 |
0 / 11 |
52.624504% |
-0.053254 |
-0.058258 |
0.002079 |
0.101969 |
-0.019601 |
|
| 387 |
Legs |
10/20(18) |
PUT |
255.00 / 225.00 |
$495 / $2,505 / 0.20 |
64.23% / $23.99 / 0.96% / 17.37% |
71.37% / $250.05 |
$4.95 / $6.00 / $1.05 / 52 |
|
| 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 |
255.00 |
35.77% |
$6.00 / 68 |
$6.30 / 122 |
23 / 302 |
40.845630% |
-0.383025 |
-0.319298 |
0.011511 |
0.228192 |
-0.057222 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
225.00 |
6.40% |
$0.90 / 65 |
$1.05 / 52 |
1 / 110 |
48.624569% |
-0.099086 |
-0.148658 |
0.005258 |
0.104225 |
-0.014369 |
|
|
| 878 |
|
12/15(74) |
CALL |
290.00 / 350.00 |
$1,180 / $4,820 / 0.25 |
57.23% / $270.07 / 5.60% / 28.35% |
69.54% / $301.80 |
$11.80 / $12.80 / $1.00 / 8 |
75 / 52.79% / 55 |
| 5 |
Legs |
Vertical |
Bearish |
$283.95 (-0.67%) / 631K |
|
Earnings: 11/01 |
|
Neutral / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
290.00 |
42.77% |
$12.80 / 8 |
$13.20 / 20 |
0 / 40 |
28.981906% |
0.497481 |
-0.138120 |
0.008171 |
0.511790 |
0.254515 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
350.00 |
4.15% |
$0.80 / 20 |
$1.00 / 24 |
1 / 85 |
27.756863% |
0.135329 |
-0.073168 |
0.004464 |
0.279643 |
0.072598 |
|
| 815 |
Legs |
12/15(74) |
CALL |
290.00 / 340.00 |
$1,125 / $3,875 / 0.29 |
57.23% / $136.33 / 3.52% / 17.15% |
69.01% / $301.25 |
$11.25 / $12.80 / $1.55 / 8 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
290.00 |
42.77% |
$12.80 / 8 |
$13.20 / 20 |
0 / 40 |
28.981906% |
0.497481 |
-0.138120 |
0.008171 |
0.511790 |
0.254515 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
6.76% |
$1.35 / 6 |
$1.55 / 39 |
9 / 102 |
27.534615% |
0.175516 |
-0.087135 |
0.005301 |
0.332015 |
0.093645 |
|
| 785 |
Legs |
12/15(74) |
PUT |
280.00 / 220.00 |
$1,080 / $4,920 / 0.22 |
58.97% / $270.58 / 5.50% / 27.78% |
70.21% / $269.20 |
$10.80 / $12.20 / $1.40 / 8 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
280.00 |
41.03% |
$12.20 / 8 |
$12.60 / 8 |
3 / 197 |
29.973045% |
-0.418298 |
-0.114812 |
0.008005 |
0.501390 |
-0.277881 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
3.69% |
$1.20 / 38 |
$1.40 / 20 |
0 / 26 |
38.782621% |
-0.053530 |
-0.033936 |
0.002236 |
0.140055 |
-0.033652 |
|
| 738 |
Legs |
12/15(74) |
CALL |
290.00 / 330.00 |
$1,030 / $2,970 / 0.35 |
57.23% / $18.95 / 0.64% / 2.95% |
68.09% / $300.30 |
$10.30 / $12.80 / $2.50 / 8 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
290.00 |
42.77% |
$12.80 / 8 |
$13.20 / 20 |
0 / 40 |
28.981906% |
0.497481 |
-0.138120 |
0.008171 |
0.511790 |
0.254515 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
10.60% |
$2.10 / 17 |
$2.50 / 37 |
0 / 64 |
27.315397% |
0.224039 |
-0.101285 |
0.006139 |
0.384548 |
0.118795 |
|
| 739 |
Legs |
12/15(74) |
PUT |
280.00 / 230.00 |
$1,015 / $3,985 / 0.26 |
58.97% / $130.24 / 3.27% / 15.86% |
69.59% / $269.85 |
$10.15 / $12.20 / $2.05 / 8 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
280.00 |
41.03% |
$12.20 / 8 |
$12.60 / 8 |
3 / 197 |
29.973045% |
-0.418298 |
-0.114812 |
0.008005 |
0.501390 |
-0.277881 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
6.09% |
$1.80 / 33 |
$2.05 / 30 |
0 / 78 |
36.924283% |
-0.088130 |
-0.049553 |
0.003283 |
0.205610 |
-0.055796 |
|
| 343 |
Legs |
11/17(46) |
CALL |
290.00 / 340.00 |
$925 / $4,075 / 0.23 |
58.91% / $290.06 / 7.12% / 63.97% |
70.91% / $299.25 |
$9.25 / $10.10 / $0.85 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
290.00 |
41.09% |
$10.10 / 5 |
$10.40 / 4 |
1 / 37 |
30.615805% |
0.475236 |
-0.172019 |
0.010316 |
0.404934 |
0.156884 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
3.04% |
$0.70 / 4 |
$0.85 / 27 |
0 / 11 |
30.524942% |
0.108725 |
-0.078603 |
0.004838 |
0.189891 |
0.037297 |
|
|
| 926 |
|
12/15(74) |
CALL |
190.00 / 240.00 |
$1,180 / $3,820 / 0.31 |
54.11% / $125.26 / 3.28% / 15.92% |
67.75% / $201.80 |
$11.80 / $13.30 / $1.50 / 39 |
68 / 25.54% / 17 |
| 5 |
Legs |
Vertical |
Bearish |
$187.80 (+2.10%) / 1.67M |
|
Earnings: 10/30 |
|
Bullish / 5 hours 33 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
190.00 |
45.89% |
$13.30 / 62 |
$13.60 / 39 |
16 / 276 |
40.245323% |
0.541294 |
-0.128672 |
0.008882 |
0.337329 |
0.172691 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
6.82% |
$1.40 / 31 |
$1.50 / 39 |
0 / 161 |
38.167039% |
0.190254 |
-0.084818 |
0.006079 |
0.230881 |
0.064678 |
|
| 919 |
Legs |
12/15(74) |
CALL |
190.00 / 230.00 |
$1,085 / $2,915 / 0.37 |
54.11% / $4.60 / 0.16% / 0.72% |
66.74% / $200.85 |
$10.85 / $13.30 / $2.45 / 22 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
190.00 |
45.89% |
$13.30 / 62 |
$13.60 / 39 |
16 / 276 |
40.245323% |
0.541294 |
-0.128672 |
0.008882 |
0.337329 |
0.172691 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
230.00 |
10.81% |
$2.30 / 54 |
$2.45 / 22 |
0 / 143 |
38.199881% |
0.242493 |
-0.098074 |
0.006998 |
0.265766 |
0.081701 |
|
| 561 |
Legs |
11/17(46) |
CALL |
190.00 / 240.00 |
$1,030 / $3,970 / 0.26 |
54.69% / $302.30 / 7.61% / 69.51% |
69.56% / $200.30 |
$10.30 / $11.20 / $0.90 / 66 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
190.00 |
45.31% |
$11.20 / 69 |
$11.40 / 1 |
20 / 105 |
44.119758% |
0.522444 |
-0.160407 |
0.011262 |
0.268052 |
0.108814 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
3.14% |
$0.75 / 94 |
$0.90 / 66 |
0 / 14 |
42.801962% |
0.118503 |
-0.077136 |
0.005606 |
0.133434 |
0.026168 |
|
| 846 |
Legs |
12/15(74) |
CALL |
195.00 / 250.00 |
$1,015 / $4,485 / 0.23 |
60.16% / $237.85 / 5.30% / 26.69% |
71.17% / $205.15 |
$10.15 / $11.10 / $0.95 / 23 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
39.84% |
$11.10 / 23 |
$11.30 / 42 |
4 / 165 |
39.894166% |
0.497868 |
-0.128554 |
0.008929 |
0.339142 |
0.160283 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
4.17% |
$0.85 / 31 |
$0.95 / 50 |
0 / 54 |
38.467402% |
0.147245 |
-0.071653 |
0.005155 |
0.195771 |
0.050447 |
|
| 421 |
Legs |
11/17(46) |
CALL |
190.00 / 230.00 |
$970 / $3,030 / 0.32 |
54.69% / $157.75 / 5.21% / 44.05% |
68.77% / $199.70 |
$9.70 / $11.20 / $1.50 / 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) |
CALL |
190.00 |
45.31% |
$11.20 / 69 |
$11.40 / 1 |
20 / 105 |
44.119758% |
0.522444 |
-0.160407 |
0.011262 |
0.268052 |
0.108814 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
6.14% |
$1.35 / 123 |
$1.50 / 22 |
4 / 21 |
42.261222% |
0.169329 |
-0.098564 |
0.007137 |
0.169866 |
0.037105 |
|
| 776 |
Legs |
12/15(74) |
CALL |
195.00 / 240.00 |
$960 / $3,540 / 0.27 |
60.16% / $118.89 / 3.36% / 16.33% |
70.63% / $204.60 |
$9.60 / $11.10 / $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) |
CALL |
195.00 |
39.84% |
$11.10 / 23 |
$11.30 / 42 |
4 / 165 |
39.894166% |
0.497868 |
-0.128554 |
0.008929 |
0.339142 |
0.160283 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
6.82% |
$1.40 / 31 |
$1.50 / 39 |
0 / 161 |
38.167039% |
0.190254 |
-0.084818 |
0.006079 |
0.230881 |
0.064678 |
|
|
| 883 |
|
12/15(74) |
CALL |
320.00 / 370.00 |
$1,175 / $3,825 / 0.31 |
54.20% / $139.40 / 3.64% / 17.81% |
67.51% / $331.75 |
$11.75 / $13.10 / $1.35 / 1 |
93 / 44.68% / 51 |
| 5 |
Legs |
Vertical |
Bearish |
$316.22 (+0.02%) / 652K |
|
Earnings: 10/24 |
|
Neutral / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
320.00 |
45.80% |
$13.10 / 1 |
$14.00 / 17 |
0 / 70 |
24.851100% |
0.511990 |
-0.136238 |
0.008617 |
0.569607 |
0.296236 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
370.00 |
6.57% |
$1.10 / 6 |
$1.35 / 7 |
0 / 57 |
23.073468% |
0.168159 |
-0.082050 |
0.005438 |
0.359438 |
0.101138 |
|
| 955 |
Legs |
12/15(74) |
CALL |
320.00 / 380.00 |
$1,155 / $4,845 / 0.24 |
54.20% / $242.70 / 5.01% / 25.08% |
67.30% / $331.55 |
$11.55 / $13.10 / $1.55 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
320.00 |
45.80% |
$13.10 / 1 |
$14.00 / 17 |
0 / 70 |
24.851100% |
0.511990 |
-0.136238 |
0.008617 |
0.569607 |
0.296236 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
380.00 |
3.87% |
0 / 0 |
$1.55 / 16 |
0 / 140 |
27.578541% |
0.126373 |
-0.067407 |
0.004489 |
0.296731 |
0.076383 |
|
| 608 |
Legs |
11/17(46) |
CALL |
320.00 / 380.00 |
$945 / $5,055 / 0.19 |
55.70% / $389.12 / 7.70% / 70.46% |
69.04% / $329.45 |
$9.45 / $10.30 / $0.85 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
320.00 |
44.30% |
$10.30 / 5 |
$11.10 / 24 |
0 / 59 |
26.126123% |
0.492566 |
-0.168583 |
0.010898 |
0.451421 |
0.183172 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
1.28% |
0 / 0 |
$0.85 / 15 |
0 / 30 |
30.872743% |
0.066528 |
-0.052132 |
0.003530 |
0.146241 |
0.025737 |
|
| 348 |
Legs |
11/17(46) |
CALL |
320.00 / 360.00 |
$925 / $3,075 / 0.30 |
55.70% / $160.52 / 5.22% / 44.19% |
68.78% / $329.25 |
$9.25 / $10.30 / $1.05 / 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) |
CALL |
320.00 |
44.30% |
$10.30 / 5 |
$11.10 / 24 |
0 / 59 |
26.126123% |
0.492566 |
-0.168583 |
0.010898 |
0.451421 |
0.183172 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
360.00 |
5.76% |
$0.80 / 5 |
$1.05 / 38 |
0 / 85 |
23.907670% |
0.150265 |
-0.095076 |
0.006383 |
0.264397 |
0.057614 |
|
| 523 |
Legs |
11/17(46) |
CALL |
320.00 / 370.00 |
$920 / $4,080 / 0.23 |
55.70% / $273.26 / 6.70% / 59.39% |
68.72% / $329.20 |
$9.20 / $10.30 / $1.10 / 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) |
CALL |
320.00 |
44.30% |
$10.30 / 5 |
$11.10 / 24 |
0 / 59 |
26.126123% |
0.492566 |
-0.168583 |
0.010898 |
0.451421 |
0.183172 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
2.82% |
0 / 0 |
$1.10 / 16 |
0 / 119 |
28.883114% |
0.101709 |
-0.072027 |
0.004859 |
0.201263 |
0.039186 |
|
| 643 |
Legs |
12/15(74) |
PUT |
310.00 / 270.00 |
$760 / $3,240 / 0.24 |
61.85% / $22.46 / 0.69% / 3.21% |
70.11% / $302.40 |
$7.60 / $10.40 / $2.80 / 9 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
310.00 |
38.15% |
$10.40 / 9 |
$10.60 / 7 |
0 / 65 |
25.609222% |
-0.400618 |
-0.104567 |
0.008357 |
0.552417 |
-0.289528 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
7.57% |
$1.95 / 16 |
$2.80 / 22 |
1 / 112 |
30.981922% |
-0.115939 |
-0.056117 |
0.004225 |
0.279284 |
-0.080956 |
|
|
| 315 |
|
11/17(46) |
CALL |
450.00 / 510.00 |
$1,170 / $4,830 / 0.24 |
59.59% / $39.38 / 0.82% / 6.01% |
68.82% / $461.70 |
$11.70 / $13.10 / $1.40 / 7 |
95 / 85.75% / 20 |
| 5 |
Legs |
Vertical |
Bearish |
$440.19 (+1.10%) / 1.17M |
|
Earnings: 10/18 |
|
Bullish / 5 hours 33 min |
| Underlying |
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 |
450.00 |
40.41% |
$13.10 / 7 |
$13.50 / 40 |
7 / 64 |
26.962119% |
0.473427 |
-0.286136 |
0.006215 |
0.626443 |
0.240073 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
510.00 |
7.32% |
$1.10 / 6 |
$1.40 / 50 |
0 / 8 |
26.358038% |
0.177335 |
-0.182920 |
0.004063 |
0.409476 |
0.092911 |
|
| 239 |
Legs |
11/17(46) |
PUT |
430.00 / 370.00 |
$1,015 / $4,985 / 0.20 |
61.63% / $20.10 / 0.40% / 2.94% |
69.57% / $419.85 |
$10.15 / $11.90 / $1.75 / 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 |
430.00 |
38.37% |
$11.90 / 21 |
$12.40 / 51 |
0 / 34 |
28.033320% |
-0.401524 |
-0.244596 |
0.006040 |
0.608796 |
-0.252855 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
370.00 |
6.56% |
$1.55 / 33 |
$1.75 / 31 |
0 / 4 |
34.270518% |
-0.100109 |
-0.115120 |
0.002745 |
0.276717 |
-0.060777 |
|
| 132 |
Legs |
11/17(46) |
CALL |
460.00 / 520.00 |
$805 / $5,195 / 0.16 |
67.55% / $60.28 / 1.16% / 8.65% |
73.33% / $468.05 |
$8.05 / $9.10 / $1.05 / 14 |
|
| Underlying |
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 |
460.00 |
32.45% |
$9.10 / 14 |
$9.50 / 42 |
6 / 541 |
26.269977% |
0.413940 |
-0.278637 |
0.006085 |
0.613329 |
0.211388 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
520.00 |
5.05% |
$0.65 / 60 |
$1.05 / 78 |
0 / 1 |
26.832124% |
0.144828 |
-0.159927 |
0.003560 |
0.358769 |
0.076163 |
|
| 61 |
Legs |
11/17(46) |
PUT |
420.00 / 360.00 |
$670 / $5,330 / 0.13 |
69.46% / $26.85 / 0.50% / 3.68% |
74.19% / $413.30 |
$6.70 / $8.70 / $2.00 / 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 |
420.00 |
30.54% |
$8.70 / 1 |
$9.10 / 1 |
15 / 42 |
28.805706% |
-0.340589 |
-0.233916 |
0.005728 |
0.577317 |
-0.212915 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
360.00 |
4.48% |
$0.40 / 74 |
$2.00 / 244 |
0 / 1 |
35.796671% |
-0.070909 |
-0.089181 |
0.002120 |
0.213659 |
-0.042852 |
|
| 262 |
Legs |
10/20(18) |
CALL |
450.00 / 480.00 |
$630 / $2,370 / 0.27 |
64.35% / $27.31 / 1.15% / 21.23% |
71.76% / $456.30 |
$6.30 / $8.00 / $1.70 / 30 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
450.00 |
35.65% |
$8.00 / 30 |
$8.40 / 41 |
12 / 175 |
31.172139% |
0.421733 |
-0.433330 |
0.009618 |
0.391878 |
0.090248 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
480.00 |
9.11% |
$1.55 / 12 |
$1.70 / 34 |
6 / 224 |
30.609818% |
0.185537 |
-0.292774 |
0.006576 |
0.267922 |
0.040365 |
|
| 253 |
Legs |
10/20(18) |
PUT |
430.00 / 400.00 |
$600 / $2,400 / 0.25 |
64.54% / $11.27 / 0.47% / 8.19% |
71.63% / $424.00 |
$6.00 / $8.30 / $2.30 / 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 |
430.00 |
35.46% |
$8.30 / 20 |
$8.70 / 41 |
10 / 235 |
32.556882% |
-0.383947 |
-0.392041 |
0.009390 |
0.382586 |
-0.093789 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
400.00 |
8.98% |
$2.10 / 20 |
$2.30 / 2 |
5 / 480 |
36.529342% |
-0.140916 |
-0.233268 |
0.005498 |
0.224000 |
-0.033807 |
|
|
| 845 |
|
12/15(74) |
CALL |
380.00 / 440.00 |
$1,170 / $4,830 / 0.24 |
58.83% / $29.43 / 0.61% / 2.82% |
68.36% / $391.70 |
$11.70 / $15.60 / $3.90 / 1 |
75 / 58.47% / 64 |
| 5 |
Legs |
Vertical |
Bearish |
$370.58 (-1.23%) / 346K |
|
Earnings: 10/26 |
|
Neutral / 5 hours 35 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
380.00 |
41.17% |
$15.60 / 1 |
$17.50 / 11 |
0 / 13 |
29.285868% |
0.486157 |
-0.183917 |
0.006411 |
0.666960 |
0.324675 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
7.30% |
$0.75 / 31 |
$3.90 / 11 |
0 / 4 |
27.983804% |
0.182721 |
-0.117098 |
0.004260 |
0.443199 |
0.126828 |
|
| 687 |
Legs |
12/15(74) |
PUT |
360.00 / 300.00 |
$930 / $5,070 / 0.18 |
63.48% / $51.27 / 1.01% / 4.71% |
70.83% / $350.70 |
$9.30 / $13.70 / $4.40 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
360.00 |
36.52% |
$13.70 / 1 |
$15.30 / 10 |
0 / 2 |
31.105814% |
-0.386952 |
-0.139249 |
0.006156 |
0.640450 |
-0.331867 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
5.71% |
$0.45 / 9 |
$4.40 / 9 |
0 / 8 |
36.669196% |
-0.085384 |
-0.060620 |
0.002511 |
0.261263 |
-0.070141 |
|
| 299 |
Legs |
11/17(46) |
CALL |
380.00 / 430.00 |
$840 / $4,160 / 0.20 |
61.39% / $77.61 / 1.87% / 14.22% |
69.86% / $388.40 |
$8.40 / $12.10 / $3.70 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
380.00 |
38.61% |
$12.10 / 4 |
$14.00 / 10 |
0 / 1 |
31.486893% |
0.456890 |
-0.225758 |
0.008057 |
0.525300 |
0.196852 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
430.00 |
5.54% |
$1.00 / 1 |
$3.70 / 11 |
0 / 27 |
32.488771% |
0.150241 |
-0.128361 |
0.004742 |
0.309186 |
0.066767 |
|
| 658 |
Legs |
12/15(74) |
CALL |
390.00 / 450.00 |
$780 / $5,220 / 0.15 |
67.05% / $38.74 / 0.74% / 3.44% |
72.82% / $397.80 |
$7.80 / $11.60 / $3.80 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
32.95% |
$11.60 / 1 |
$13.30 / 10 |
0 / 4 |
28.791183% |
0.425087 |
-0.178897 |
0.006301 |
0.655605 |
0.286283 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
5.03% |
$0.35 / 31 |
$3.80 / 11 |
0 / 1 |
29.804809% |
0.149525 |
-0.102447 |
0.003742 |
0.389310 |
0.104238 |
|
| 93 |
Legs |
11/17(46) |
PUT |
360.00 / 320.00 |
$730 / $3,270 / 0.22 |
64.41% / $23.03 / 0.70% / 5.18% |
71.60% / $352.70 |
$7.30 / $10.90 / $3.60 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
360.00 |
35.59% |
$10.90 / 4 |
$12.70 / 1 |
0 / 6 |
32.724112% |
-0.382906 |
-0.181135 |
0.007753 |
0.505483 |
-0.200356 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
320.00 |
7.63% |
$1.40 / 31 |
$3.60 / 6 |
0 / 1 |
35.251983% |
-0.118746 |
-0.098345 |
0.004034 |
0.263031 |
-0.060366 |
|
| 52 |
Legs |
11/17(46) |
CALL |
390.00 / 450.00 |
$705 / $5,295 / 0.13 |
71.35% / $302.37 / 5.71% / 49.09% |
77.42% / $397.05 |
$7.05 / $8.40 / $1.35 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
28.65% |
$8.40 / 4 |
$10.40 / 10 |
0 / 1 |
31.286449% |
0.380914 |
-0.214723 |
0.007741 |
0.504691 |
0.165438 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
1.90% |
0 / 0 |
$1.35 / 9 |
0 / 1 |
34.584104% |
0.084349 |
-0.084488 |
0.003143 |
0.204947 |
0.037776 |
|
|
| 941 |
|
10/20(18) |
CALL |
400.00 / 460.00 |
$1,165 / $4,835 / 0.24 |
51.86% / $33.33 / 0.69% / 12.23% |
63.92% / $411.65 |
$11.65 / $13.10 / $1.45 / 7 |
46 / 40.54% / 82 |
|
Legs |
Vertical |
Bearish |
$399.77 (+0.28%) / 312K |
|
Earnings: 10/30 |
|
Bearish / 5 hours 36 min |
| 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 |
400.00 |
48.14% |
$13.10 / 7 |
$16.40 / 17 |
0 / 10 |
40.743307% |
0.524806 |
-0.560541 |
0.007770 |
0.362425 |
0.098379 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
460.00 |
6.01% |
$0.45 / 6 |
$1.45 / 14 |
4 / 28 |
39.068009% |
0.152483 |
-0.324994 |
0.004600 |
0.214558 |
0.029667 |
|
| 648 |
|
11/17(46) |
CALL |
370.00 / 430.00 |
$1,160 / $4,840 / 0.24 |
53.11% / $311.57 / 6.44% / 56.62% |
67.30% / $381.60 |
$11.60 / $12.00 / $0.40 / 6 |
97 / 81.84% / 55 |
| 5 |
Legs |
Vertical |
Bearish |
$366.72 (+0.36%) / 1.57M |
|
Earnings: 10/26 / Ex-Div: 11/27 ($0.90) |
|
Neutral / 5 hours 33 min |
| Underlying |
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 |
370.00 |
46.89% |
$12.00 / 6 |
$12.50 / 18 |
0 / 184 |
24.047748% |
0.511531 |
-0.198965 |
0.009240 |
0.524599 |
0.220427 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
430.00 |
3.01% |
$0.10 / 55 |
$0.40 / 74 |
0 / 220 |
21.156680% |
0.105621 |
-0.087247 |
0.004236 |
0.240461 |
0.047250 |
|
| 522 |
Legs |
11/17(46) |
CALL |
370.00 / 420.00 |
$1,140 / $3,860 / 0.30 |
53.11% / $175.20 / 4.54% / 37.61% |
67.07% / $381.40 |
$11.40 / $12.00 / $0.60 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
370.00 |
46.89% |
$12.00 / 6 |
$12.50 / 18 |
0 / 184 |
24.047748% |
0.511531 |
-0.198965 |
0.009240 |
0.524599 |
0.220427 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
5.51% |
$0.10 / 17 |
$0.60 / 42 |
0 / 398 |
19.484899% |
0.146900 |
-0.110285 |
0.005332 |
0.302740 |
0.065443 |
|
| 473 |
Legs |
11/17(46) |
CALL |
370.00 / 410.00 |
$1,100 / $2,900 / 0.38 |
53.11% / $55.17 / 1.90% / 14.51% |
66.61% / $381.00 |
$11.00 / $12.00 / $1.00 / 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) |
CALL |
370.00 |
46.89% |
$12.00 / 6 |
$12.50 / 18 |
0 / 184 |
24.047748% |
0.511531 |
-0.198965 |
0.009240 |
0.524599 |
0.220427 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
410.00 |
9.54% |
$0.90 / 15 |
$1.00 / 6 |
2 / 642 |
20.310594% |
0.199145 |
-0.134580 |
0.006476 |
0.367643 |
0.088295 |
|
| 689 |
Legs |
12/15(74) |
PUT |
360.00 / 310.00 |
$870 / $4,130 / 0.21 |
62.10% / $33.30 / 0.81% / 3.75% |
70.10% / $351.30 |
$8.70 / $10.90 / $2.20 / 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 |
360.00 |
37.90% |
$10.90 / 14 |
$11.40 / 23 |
3 / 25 |
24.169164% |
-0.398525 |
-0.123423 |
0.007079 |
0.641293 |
-0.335258 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
310.00 |
6.64% |
$2.05 / 5 |
$2.20 / 13 |
0 / 3 |
30.371564% |
-0.103039 |
-0.061000 |
0.003293 |
0.298297 |
-0.083573 |
|
| 579 |
Legs |
10/27(25) |
CALL |
370.00 / 400.00 |
$725 / $2,275 / 0.32 |
54.54% / $20.54 / 0.90% / 11.99% |
66.42% / $377.25 |
$7.25 / $8.30 / $1.05 / 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) |
CALL |
370.00 |
45.46% |
$8.30 / 6 |
$9.70 / 17 |
0 / 1 |
25.089106% |
0.492541 |
-0.261994 |
0.012434 |
0.390518 |
0.120352 |
| NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
400.00 |
8.69% |
$0.55 / 6 |
$1.05 / 13 |
0 / 1 |
21.920834% |
0.181131 |
-0.168504 |
0.008216 |
0.258023 |
0.045203 |
|
| 222 |
Legs |
11/17(46) |
PUT |
360.00 / 310.00 |
$715 / $4,285 / 0.17 |
62.90% / $166.93 / 3.90% / 31.63% |
71.09% / $352.85 |
$7.15 / $8.40 / $1.25 / 15 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
360.00 |
37.10% |
$8.40 / 15 |
$8.90 / 25 |
3 / 358 |
24.520357% |
-0.395444 |
-0.160575 |
0.008928 |
0.506886 |
-0.203595 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
310.00 |
3.34% |
$1.00 / 30 |
$1.25 / 35 |
0 / 114 |
32.341235% |
-0.062017 |
-0.053648 |
0.002835 |
0.160977 |
-0.030875 |
|
|
| 866 |
|
12/15(74) |
CALL |
250.00 / 310.00 |
$1,160 / $4,840 / 0.24 |
58.79% / $162.28 / 3.35% / 16.30% |
69.57% / $261.60 |
$11.60 / $14.10 / $2.50 / 6 |
77 / 41.34% / 91 |
| 5 |
Legs |
Vertical |
Bearish |
$242.56 (+0.18%) / 202K |
|
Earnings: 10/23 |
|
Bearish / 5 hours 33 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
41.21% |
$14.10 / 7 |
$16.30 / 22 |
0 / 36 |
39.965083% |
0.502636 |
-0.155206 |
0.007452 |
0.437695 |
0.211225 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
5.52% |
$1.80 / 6 |
$2.50 / 6 |
0 / 13 |
39.615621% |
0.167034 |
-0.093804 |
0.004674 |
0.274517 |
0.074204 |
|
| 692 |
Legs |
12/15(74) |
PUT |
240.00 / 200.00 |
$1,090 / $2,910 / 0.38 |
57.72% / $4.22 / 0.15% / 0.67% |
68.22% / $229.10 |
$10.90 / $14.90 / $4.00 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
240.00 |
42.28% |
$14.90 / 5 |
$16.80 / 16 |
0 / 3 |
41.846663% |
-0.424196 |
-0.124613 |
0.007317 |
0.429779 |
-0.250127 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
12.21% |
$2.75 / 25 |
$4.00 / 4 |
0 / 6 |
43.307447% |
-0.154938 |
-0.079743 |
0.004450 |
0.261372 |
-0.086927 |
|
| 817 |
Legs |
12/15(74) |
CALL |
250.00 / 300.00 |
$1,080 / $3,920 / 0.28 |
58.79% / $35.65 / 0.91% / 4.23% |
68.88% / $260.80 |
$10.80 / $14.10 / $3.30 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
41.21% |
$14.10 / 7 |
$16.30 / 22 |
0 / 36 |
39.965083% |
0.502636 |
-0.155206 |
0.007452 |
0.437695 |
0.211225 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
8.27% |
$2.45 / 2 |
$3.30 / 6 |
0 / 19 |
38.772283% |
0.206764 |
-0.107462 |
0.005334 |
0.313321 |
0.091256 |
|
| 257 |
Legs |
11/17(46) |
CALL |
250.00 / 300.00 |
$975 / $4,025 / 0.24 |
60.73% / $259.89 / 6.46% / 56.83% |
71.90% / $259.75 |
$9.75 / $12.10 / $2.35 / 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) |
CALL |
250.00 |
39.27% |
$12.10 / 1 |
$13.70 / 30 |
2 / 8 |
45.040010% |
0.474579 |
-0.192075 |
0.009395 |
0.345794 |
0.129809 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
4.11% |
$1.50 / 6 |
$2.35 / 35 |
0 / 2 |
44.340484% |
0.134568 |
-0.101402 |
0.005112 |
0.188162 |
0.038499 |
|
| 180 |
Legs |
11/17(46) |
CALL |
250.00 / 290.00 |
$890 / $3,110 / 0.29 |
60.73% / $120.57 / 3.88% / 31.46% |
71.00% / $258.90 |
$8.90 / $12.10 / $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) |
CALL |
250.00 |
39.27% |
$12.10 / 1 |
$13.70 / 30 |
2 / 8 |
45.040010% |
0.474579 |
-0.192075 |
0.009395 |
0.345794 |
0.129809 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
7.14% |
$2.45 / 6 |
$3.20 / 20 |
0 / 3 |
43.833468% |
0.181034 |
-0.123714 |
0.006214 |
0.228725 |
0.051463 |
|
| 502 |
Legs |
12/15(74) |
CALL |
260.00 / 310.00 |
$800 / $4,200 / 0.19 |
68.18% / $119.56 / 2.85% / 13.71% |
74.75% / $268.00 |
$8.00 / $10.50 / $2.50 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
260.00 |
31.82% |
$10.50 / 6 |
$11.80 / 6 |
0 / 40 |
39.190845% |
0.432223 |
-0.151493 |
0.007344 |
0.431373 |
0.183957 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
5.52% |
$1.80 / 6 |
$2.50 / 6 |
0 / 13 |
39.615621% |
0.167034 |
-0.093804 |
0.004674 |
0.274517 |
0.074204 |
|
|
| 954 |
|
12/15(74) |
CALL |
185.00 / 230.00 |
$1,160 / $3,340 / 0.35 |
51.98% / $9.77 / 0.29% / 1.35% |
65.73% / $196.60 |
$11.60 / $14.10 / $2.50 / 1 |
59 / 26.37% / 95 |
| 5 |
Legs |
Vertical |
Bearish |
$184.31 (+2.49%) / 729K |
|
Earnings: 10/25 |
|
Bearish / 5 hours 33 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
185.00 |
48.02% |
$14.10 / 1 |
$14.40 / 33 |
0 / 69 |
41.122198% |
0.556893 |
-0.126468 |
0.008842 |
0.329874 |
0.173711 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
230.00 |
9.30% |
$2.05 / 58 |
$2.50 / 80 |
0 / 254 |
40.220377% |
0.224561 |
-0.093021 |
0.006714 |
0.250455 |
0.074523 |
|
| 634 |
Legs |
11/17(46) |
CALL |
185.00 / 230.00 |
$1,055 / $3,445 / 0.31 |
51.86% / $194.05 / 5.63% / 48.30% |
67.53% / $195.55 |
$10.55 / $11.80 / $1.25 / 25 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
185.00 |
48.14% |
$11.80 / 44 |
$12.20 / 53 |
27 / 65 |
44.572693% |
0.543145 |
-0.158267 |
0.011224 |
0.262405 |
0.110660 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
4.97% |
$1.05 / 81 |
$1.25 / 25 |
10 / 6 |
42.739493% |
0.151765 |
-0.091052 |
0.006653 |
0.155548 |
0.032758 |
|
| 873 |
Legs |
12/15(74) |
CALL |
190.00 / 240.00 |
$1,020 / $3,980 / 0.26 |
58.14% / $142.57 / 3.58% / 17.48% |
69.54% / $200.20 |
$10.20 / $11.70 / $1.50 / 40 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
190.00 |
41.86% |
$11.70 / 40 |
$12.20 / 58 |
25 / 46 |
40.876523% |
0.513124 |
-0.127000 |
0.008930 |
0.333141 |
0.161589 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
5.80% |
$1.25 / 40 |
$1.50 / 45 |
0 / 16 |
39.898017% |
0.175445 |
-0.079885 |
0.005786 |
0.215868 |
0.058730 |
|
| 617 |
Legs |
11/17(46) |
CALL |
185.00 / 220.00 |
$965 / $2,535 / 0.38 |
51.86% / $43.48 / 1.72% / 13.01% |
66.30% / $194.65 |
$9.65 / $11.80 / $2.15 / 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) |
CALL |
185.00 |
48.14% |
$11.80 / 44 |
$12.20 / 53 |
27 / 65 |
44.572693% |
0.543145 |
-0.158267 |
0.011224 |
0.262405 |
0.110660 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
9.33% |
$1.95 / 53 |
$2.15 / 1 |
1 / 8 |
42.652578% |
0.212822 |
-0.112972 |
0.008224 |
0.192265 |
0.045534 |
|
| 809 |
Legs |
12/15(74) |
CALL |
190.00 / 230.00 |
$920 / $3,080 / 0.30 |
58.14% / $11.84 / 0.38% / 1.77% |
68.51% / $199.20 |
$9.20 / $11.70 / $2.50 / 40 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
190.00 |
41.86% |
$11.70 / 40 |
$12.20 / 58 |
25 / 46 |
40.876523% |
0.513124 |
-0.127000 |
0.008930 |
0.333141 |
0.161589 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
230.00 |
9.30% |
$2.05 / 58 |
$2.50 / 80 |
0 / 254 |
40.220377% |
0.224561 |
-0.093021 |
0.006714 |
0.250455 |
0.074523 |
|
| 382 |
Legs |
11/17(46) |
CALL |
190.00 / 240.00 |
$880 / $4,120 / 0.21 |
59.59% / $311.26 / 7.55% / 68.84% |
71.76% / $198.80 |
$8.80 / $9.50 / $0.70 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
190.00 |
40.41% |
$9.50 / 20 |
$9.80 / 71 |
0 / 29 |
43.987174% |
0.487674 |
-0.158221 |
0.011286 |
0.263854 |
0.100294 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
2.50% |
$0.55 / 10 |
$0.70 / 43 |
0 / 49 |
42.824913% |
0.105423 |
-0.070455 |
0.005164 |
0.120723 |
0.022924 |
|
|
| 992 |
|
12/15(74) |
CALL |
430.00 / 460.00 |
$1,160 / $1,840 / 0.63 |
50.61% / $13.45 / 0.73% / 3.39% |
64.70% / $441.60 |
$11.60 / $13.60 / $2.00 / 162 |
99 / 84.56% / 50 |
| 5 |
Legs |
Vertical |
Bearish |
$429.01 (-0.10%) / 4.67M |
|
|
|
Neutral / 5 hours 37 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
430.00 |
49.39% |
$13.60 / 631 |
$14.20 / 64 |
0 / 20 |
16.989802% |
0.523919 |
-0.133960 |
0.008920 |
0.769758 |
0.423770 |
| ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
17.56% |
$1.70 / 1,031 |
$2.00 / 162 |
0 / 335 |
13.000086% |
0.278572 |
-0.108356 |
0.007535 |
0.650240 |
0.229971 |
|
| 994 |
Legs |
12/15(74) |
CALL |
430.00 / 455.00 |
$1,060 / $1,440 / 0.74 |
50.61% / $13.17 / 0.91% / 4.26% |
63.55% / $440.60 |
$10.60 / $13.60 / $3.00 / 19 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
430.00 |
49.39% |
$13.60 / 631 |
$14.20 / 64 |
0 / 20 |
16.989802% |
0.523919 |
-0.133960 |
0.008920 |
0.769758 |
0.423770 |
| ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
455.00 |
21.67% |
$2.75 / 841 |
$3.00 / 19 |
1 / 965 |
13.483707% |
0.314847 |
-0.115191 |
0.007968 |
0.687630 |
0.259194 |
|
| 646 |
Legs |
11/17(46) |
CALL |
430.00 / 460.00 |
$950 / $2,050 / 0.46 |
51.72% / $40.87 / 1.99% / 15.25% |
66.16% / $439.50 |
$9.50 / $10.20 / $0.70 / 67 |
|
| Underlying |
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 |
430.00 |
48.28% |
$10.20 / 67 |
$10.50 / 20 |
20 / 29 |
16.624360% |
0.510348 |
-0.165404 |
0.011300 |
0.611090 |
0.263417 |
| ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
460.00 |
11.58% |
$0.55 / 559 |
$0.70 / 365 |
0 / 242 |
12.608902% |
0.214082 |
-0.116153 |
0.008269 |
0.447156 |
0.112639 |
|
| 802 |
Legs |
12/15(74) |
CALL |
435.00 / 465.00 |
$940 / $2,060 / 0.46 |
56.85% / $31.03 / 1.51% / 7.08% |
67.84% / $444.40 |
$9.40 / $10.70 / $1.30 / 149 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
435.00 |
43.15% |
$10.70 / 831 |
$11.20 / 57 |
0 / 53 |
16.203549% |
0.479726 |
-0.132798 |
0.008929 |
0.770493 |
0.389617 |
| ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
465.00 |
14.03% |
$1.10 / 717 |
$1.30 / 149 |
0 / 187 |
12.772238% |
0.244812 |
-0.100939 |
0.007053 |
0.608603 |
0.202626 |
|
| 995 |
Legs |
12/15(74) |
CALL |
430.00 / 450.00 |
$910 / $1,090 / 0.84 |
50.61% / $13.24 / 1.21% / 5.68% |
61.79% / $439.10 |
$9.10 / $13.60 / $4.50 / 100 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
430.00 |
49.39% |
$13.60 / 631 |
$14.20 / 64 |
0 / 20 |
16.989802% |
0.523919 |
-0.133960 |
0.008920 |
0.769758 |
0.423770 |
| ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
26.33% |
$4.10 / 881 |
$4.50 / 100 |
4 / 498 |
14.088908% |
0.353425 |
-0.121241 |
0.008338 |
0.719492 |
0.290079 |
|
| 748 |
Legs |
11/17(46) |
CALL |
430.00 / 455.00 |
$895 / $1,605 / 0.56 |
51.72% / $12.16 / 0.76% / 5.58% |
65.37% / $438.95 |
$8.95 / $10.20 / $1.25 / 67 |
|
| Underlying |
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 |
430.00 |
48.28% |
$10.20 / 67 |
$10.50 / 20 |
20 / 29 |
16.624360% |
0.510348 |
-0.165404 |
0.011300 |
0.611090 |
0.263417 |
| ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
455.00 |
15.64% |
$1.10 / 487 |
$1.25 / 245 |
31 / 26 |
13.026905% |
0.254731 |
-0.128475 |
0.009104 |
0.492308 |
0.133691 |
|
|
| 752 |
|
12/15(74) |
CALL |
310.00 / 340.00 |
$1,140 / $1,860 / 0.61 |
65.07% / $112.14 / 6.03% / 30.74% |
66.80% / $321.40 |
$11.40 / $22.00 / $10.60 / 11 |
13 / 15.15% / 25 |
| 5 |
Legs |
Vertical |
Bearish |
$307.00 (+2.26%) / 16.26M |
|
Earnings: 10/25 |
|
Bullish / 5 hours 34 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
310.00 |
34.93% |
$22.00 / 15 |
$22.15 / 22 |
55 / 4,063 |
40.179694% |
0.703213 |
-0.770198 |
0.001052 |
0.479187 |
0.185199 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
30.56% |
$10.45 / 106 |
$10.60 / 11 |
427 / 3,478 |
38.631357% |
0.672883 |
-0.802706 |
0.001097 |
0.499790 |
0.183180 |
|
| 201 |
Legs |
12/15(74) |
PUT |
305.00 / 275.00 |
$1,080 / $1,920 / 0.56 |
65.40% / $65.01 / 3.39% / 16.47% |
67.06% / $294.20 |
$10.80 / $19.95 / $9.15 / 26 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
305.00 |
34.60% |
$19.95 / 26 |
$20.15 / 40 |
187 / 1,226 |
40.590203% |
-0.291584 |
-0.726331 |
0.001043 |
0.475287 |
-0.435422 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
275.00 |
30.19% |
$9.00 / 37 |
$9.15 / 209 |
49 / 1,311 |
42.415224% |
-0.259493 |
-0.688113 |
0.000985 |
0.448782 |
-0.373465 |
|
| 656 |
Legs |
12/15(74) |
CALL |
315.00 / 345.00 |
$1,035 / $1,965 / 0.53 |
65.84% / $34.34 / 1.75% / 8.26% |
67.38% / $325.35 |
$10.35 / $19.65 / $9.30 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
315.00 |
34.16% |
$19.65 / 20 |
$19.80 / 40 |
82 / 2,179 |
39.901252% |
0.698052 |
-0.776138 |
0.001060 |
0.482948 |
0.184920 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
345.00 |
29.89% |
$9.15 / 24 |
$9.30 / 199 |
35 / 5,852 |
38.537446% |
0.667976 |
-0.807429 |
0.001103 |
0.502787 |
0.182771 |
|
| 769 |
Legs |
12/15(74) |
CALL |
310.00 / 335.00 |
$990 / $1,510 / 0.66 |
65.07% / $128.84 / 8.53% / 45.48% |
66.58% / $319.90 |
$9.90 / $22.00 / $12.10 / 15 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
310.00 |
34.93% |
$22.00 / 15 |
$22.15 / 22 |
55 / 4,063 |
40.179694% |
0.703213 |
-0.770198 |
0.001052 |
0.479187 |
0.185199 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
335.00 |
31.24% |
$12.00 / 16 |
$12.10 / 27 |
27 / 124 |
38.888585% |
0.677832 |
-0.797793 |
0.001090 |
0.496673 |
0.183570 |
|
| 212 |
Legs |
12/15(74) |
PUT |
305.00 / 280.00 |
$940 / $1,560 / 0.60 |
65.40% / $89.16 / 5.72% / 28.98% |
66.85% / $295.60 |
$9.40 / $19.95 / $10.55 / 26 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
305.00 |
34.60% |
$19.95 / 26 |
$20.15 / 40 |
187 / 1,226 |
40.590203% |
-0.291584 |
-0.726331 |
0.001043 |
0.475287 |
-0.435422 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
30.88% |
$10.40 / 115 |
$10.55 / 32 |
129 / 2,054 |
42.041472% |
-0.264944 |
-0.695102 |
0.000995 |
0.453587 |
-0.383708 |
|
| 309 |
Legs |
11/17(46) |
CALL |
310.00 / 335.00 |
$940 / $1,560 / 0.60 |
62.42% / $19.32 / 1.24% / 9.25% |
64.28% / $319.40 |
$9.40 / $18.25 / $8.85 / 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) |
CALL |
310.00 |
37.58% |
$18.25 / 41 |
$18.35 / 22 |
220 / 7,186 |
43.438451% |
0.661332 |
-1.026514 |
0.001405 |
0.401116 |
0.131462 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
335.00 |
32.83% |
$8.70 / 233 |
$8.85 / 79 |
152 / 1,571 |
41.933167% |
0.627456 |
-1.060963 |
0.001453 |
0.414871 |
0.128209 |
|
|
| 910 |
|
12/15(74) |
CALL |
280.00 / 330.00 |
$1,140 / $3,860 / 0.30 |
53.54% / $257.01 / 6.66% / 34.33% |
68.48% / $291.40 |
$11.40 / $12.00 / $0.60 / 12 |
70 / 55.39% / 55 |
| 5 |
Legs |
Vertical |
Bearish |
$279.08 (-1.52%) / 1.02M |
|
Earnings: 11/02 |
|
Neutral / 5 hours 39 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
46.46% |
$12.00 / 18 |
$13.80 / 18 |
6 / 30 |
26.390570% |
0.514766 |
-0.112052 |
0.009933 |
0.499114 |
0.262204 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
4.42% |
$0.45 / 28 |
$0.60 / 12 |
0 / 200 |
21.503706% |
0.135209 |
-0.059649 |
0.005435 |
0.273105 |
0.071855 |
|
| 959 |
Legs |
12/15(74) |
CALL |
280.00 / 340.00 |
$1,140 / $4,860 / 0.24 |
53.54% / $374.50 / 7.71% / 40.48% |
68.48% / $291.40 |
$11.40 / $12.00 / $0.60 / 18 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
46.46% |
$12.00 / 18 |
$13.80 / 18 |
6 / 30 |
26.390570% |
0.514766 |
-0.112052 |
0.009933 |
0.499114 |
0.262204 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
2.29% |
$0.10 / 24 |
$0.60 / 36 |
0 / 85 |
22.818742% |
0.095202 |
-0.046344 |
0.004234 |
0.212764 |
0.050852 |
|
| 879 |
Legs |
12/15(74) |
CALL |
280.00 / 320.00 |
$1,080 / $2,920 / 0.37 |
53.54% / $115.98 / 3.97% / 19.52% |
67.76% / $290.80 |
$10.80 / $12.00 / $1.20 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
46.46% |
$12.00 / 18 |
$13.80 / 18 |
6 / 30 |
26.390570% |
0.514766 |
-0.112052 |
0.009933 |
0.499114 |
0.262204 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
8.06% |
$0.95 / 18 |
$1.20 / 5 |
1 / 723 |
21.503601% |
0.187135 |
-0.073997 |
0.006720 |
0.337687 |
0.098865 |
|
| 587 |
Legs |
11/17(46) |
CALL |
280.00 / 330.00 |
$910 / $4,090 / 0.22 |
54.35% / $353.14 / 8.63% / 81.41% |
69.31% / $289.10 |
$9.10 / $9.60 / $0.50 / 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 |
280.00 |
45.65% |
$9.60 / 18 |
$10.70 / 18 |
11 / 9 |
27.053372% |
0.501039 |
-0.140422 |
0.012582 |
0.396206 |
0.163900 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
1.62% |
$0.05 / 25 |
$0.50 / 50 |
1 / 426 |
24.442075% |
0.075173 |
-0.048745 |
0.004483 |
0.141168 |
0.025562 |
|
| 507 |
Legs |
11/17(46) |
CALL |
280.00 / 320.00 |
$835 / $3,165 / 0.26 |
54.35% / $197.65 / 6.24% / 54.59% |
68.17% / $288.35 |
$8.35 / $9.60 / $1.25 / 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 |
280.00 |
45.65% |
$9.60 / 18 |
$10.70 / 18 |
11 / 9 |
27.053372% |
0.501039 |
-0.140422 |
0.012582 |
0.396206 |
0.163900 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
3.92% |
$0.10 / 43 |
$1.25 / 76 |
1 / 129 |
24.680255% |
0.121353 |
-0.069488 |
0.006373 |
0.200685 |
0.041060 |
|
| 347 |
Legs |
11/17(46) |
CALL |
280.00 / 310.00 |
$760 / $2,240 / 0.34 |
54.35% / $45.11 / 2.01% / 15.42% |
67.02% / $287.60 |
$7.60 / $9.60 / $2.00 / 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 |
280.00 |
45.65% |
$9.60 / 18 |
$10.70 / 18 |
11 / 9 |
27.053372% |
0.501039 |
-0.140422 |
0.012582 |
0.396206 |
0.163900 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
8.58% |
$0.10 / 18 |
$2.00 / 18 |
15 / 32 |
22.556609% |
0.186821 |
-0.092858 |
0.008486 |
0.267232 |
0.062831 |
|
|
| 204 |
|
12/15(74) |
CALL |
740.00 / 800.00 |
$1,130 / $4,870 / 0.23 |
72.08% / $83.73 / 1.72% / 8.12% |
76.69% / $751.30 |
$11.30 / $15.40 / $4.10 / 5 |
70 / 45.82% / 48 |
| 5 |
Legs |
Vertical |
Bearish |
$694.62 (+0.40%) / 280K |
|
Earnings: 10/27 |
|
Neutral / 5 hours 37 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
740.00 |
27.92% |
$15.40 / 15 |
$16.80 / 14 |
4 / 40 |
24.659160% |
0.379522 |
-0.284504 |
0.003669 |
1.196062 |
0.489583 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
800.00 |
9.28% |
$2.50 / 19 |
$4.10 / 5 |
0 / 13 |
22.214977% |
0.203629 |
-0.207400 |
0.002730 |
0.889867 |
0.267806 |
|
| 10 |
Legs |
11/17(46) |
PUT |
670.00 / 610.00 |
$1,080 / $4,920 / 0.22 |
69.45% / $131.55 / 2.67% / 20.90% |
75.38% / $659.20 |
$10.80 / $16.50 / $5.70 / 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 |
670.00 |
30.55% |
$16.50 / 6 |
$17.60 / 11 |
0 / 6 |
29.913558% |
-0.344536 |
-0.295513 |
0.004487 |
0.916696 |
-0.334032 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
610.00 |
7.16% |
$4.80 / 6 |
$5.70 / 7 |
0 / 2 |
33.912234% |
-0.116223 |
-0.162180 |
0.002384 |
0.487049 |
-0.110221 |
|
| 79 |
Legs |
11/17(46) |
PUT |
650.00 / 610.00 |
$560 / $3,440 / 0.16 |
79.84% / $64.59 / 1.88% / 14.31% |
82.27% / $644.40 |
$5.60 / $11.30 / $5.70 / 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 |
650.00 |
20.16% |
$11.30 / 6 |
$13.50 / 23 |
1 / 14 |
32.049109% |
-0.255738 |
-0.261659 |
0.003920 |
0.800712 |
-0.245891 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
610.00 |
7.16% |
$4.80 / 6 |
$5.70 / 7 |
0 / 2 |
33.912234% |
-0.116223 |
-0.162180 |
0.002384 |
0.487049 |
-0.110221 |
|
| 448 |
Legs |
10/20(18) |
PUT |
680.00 / 620.00 |
$550 / $5,450 / 0.10 |
67.00% / $91.49 / 1.68% / 32.27% |
71.99% / $674.50 |
$5.50 / $7.20 / $1.70 / 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 |
680.00 |
33.00% |
$7.20 / 3 |
$8.50 / 19 |
0 / 55 |
23.349884% |
-0.367124 |
-0.490351 |
0.007221 |
0.596351 |
-0.139822 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
620.00 |
2.62% |
$0.40 / 7 |
$1.70 / 8 |
0 / 23 |
31.486154% |
-0.058272 |
-0.155661 |
0.002233 |
0.184402 |
-0.021758 |
|
| 341 |
Legs |
11/17(46) |
PUT |
630.00 / 570.00 |
$400 / $5,600 / 0.07 |
87.58% / $154.62 / 2.76% / 21.64% |
88.82% / $626.00 |
$4.00 / $7.30 / $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 |
630.00 |
12.42% |
$7.30 / 6 |
$11.40 / 21 |
0 / 1 |
34.727928% |
-0.178518 |
-0.214666 |
0.003182 |
0.650034 |
-0.170392 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
570.00 |
1.96% |
$1.30 / 15 |
$3.30 / 5 |
0 / 1 |
37.147413% |
-0.038513 |
-0.070141 |
0.001019 |
0.208128 |
-0.036137 |
|
| 308 |
Legs |
11/17(46) |
PUT |
640.00 / 580.00 |
$390 / $5,610 / 0.07 |
84.04% / $54.75 / 0.98% / 7.23% |
85.50% / $636.10 |
$3.90 / $7.90 / $4.00 / 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 |
640.00 |
15.96% |
$7.90 / 25 |
$10.50 / 24 |
0 / 3 |
31.201980% |
-0.215423 |
-0.239357 |
0.003566 |
0.728386 |
-0.206347 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
580.00 |
2.78% |
$1.20 / 20 |
$4.00 / 8 |
0 / 10 |
35.581721% |
-0.052512 |
-0.089785 |
0.001307 |
0.267098 |
-0.049391 |
|
|
| 229 |
|
11/17(46) |
PUT |
280.00 / 220.00 |
$1,110 / $4,890 / 0.23 |
61.09% / $74.94 / 1.53% / 11.56% |
70.06% / $268.90 |
$11.10 / $12.70 / $1.60 / 3 |
97 / 77.63% / 75 |
| 5 |
Legs |
Vertical |
Bullish |
$288.78 (-2.22%) / 154K |
|
Earnings: 10/18 |
|
Bearish / 5 hours 36 min |
| Underlying |
Leg |
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 |
38.91% |
$12.70 / 3 |
$13.20 / 3 |
0 / 1 |
42.675145% |
-0.399206 |
-0.236207 |
0.006314 |
0.398145 |
-0.173222 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
6.59% |
$1.25 / 60 |
$1.60 / 20 |
0 / 2 |
51.721607% |
-0.082335 |
-0.095923 |
0.002485 |
0.156718 |
-0.033710 |
|
| 909 |
Legs |
10/20(18) |
CALL |
290.00 / 350.00 |
$995 / $5,005 / 0.20 |
54.54% / $326.89 / 6.53% / 189.48% |
67.72% / $299.95 |
$9.95 / $10.60 / $0.65 / 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 |
290.00 |
45.46% |
$10.60 / 5 |
$11.10 / 3 |
0 / 25 |
44.182386% |
0.507403 |
-0.421450 |
0.010261 |
0.261565 |
0.068338 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
350.00 |
2.06% |
0 / 0 |
$0.65 / 31 |
0 / 11 |
49.722325% |
0.084933 |
-0.161435 |
0.004002 |
0.102008 |
0.011965 |
|
| 853 |
Legs |
10/20(18) |
CALL |
290.00 / 340.00 |
$980 / $4,020 / 0.24 |
54.54% / $202.21 / 5.03% / 128.07% |
67.54% / $299.80 |
$9.80 / $10.60 / $0.80 / 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 |
290.00 |
45.46% |
$10.60 / 5 |
$11.10 / 3 |
0 / 25 |
44.182386% |
0.507403 |
-0.421450 |
0.010261 |
0.261565 |
0.068338 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
340.00 |
4.05% |
$0.10 / 25 |
$0.80 / 32 |
0 / 27 |
40.761368% |
0.123397 |
-0.212086 |
0.005249 |
0.133811 |
0.017301 |
|
| 773 |
Legs |
10/20(18) |
CALL |
290.00 / 330.00 |
$930 / $3,070 / 0.30 |
54.54% / $61.38 / 2.00% / 39.46% |
66.92% / $299.30 |
$9.30 / $10.60 / $1.30 / 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 |
290.00 |
45.46% |
$10.60 / 5 |
$11.10 / 3 |
0 / 25 |
44.182386% |
0.507403 |
-0.421450 |
0.010261 |
0.261565 |
0.068338 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
330.00 |
7.51% |
$0.80 / 21 |
$1.30 / 30 |
0 / 15 |
41.787791% |
0.174300 |
-0.267802 |
0.006616 |
0.168648 |
0.024303 |
|
| 20 |
Legs |
11/17(46) |
PUT |
270.00 / 220.00 |
$760 / $4,240 / 0.18 |
69.22% / $33.42 / 0.79% / 5.81% |
74.70% / $262.40 |
$7.60 / $9.20 / $1.60 / 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 |
270.00 |
30.78% |
$9.20 / 3 |
$9.80 / 8 |
0 / 4 |
44.075744% |
-0.334909 |
-0.224552 |
0.005957 |
0.375641 |
-0.143663 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
6.59% |
$1.25 / 60 |
$1.60 / 20 |
0 / 2 |
51.721607% |
-0.082335 |
-0.095923 |
0.002485 |
0.156718 |
-0.033710 |
|
| 101 |
Legs |
11/17(46) |
CALL |
310.00 / 370.00 |
$730 / $5,270 / 0.14 |
70.50% / $90.39 / 1.72% / 13.01% |
75.58% / $317.30 |
$7.30 / $8.30 / $1.00 / 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) |
CALL |
310.00 |
29.50% |
$8.30 / 9 |
$8.90 / 4 |
2 / 4 |
39.608709% |
0.410900 |
-0.263291 |
0.006360 |
0.401033 |
0.131394 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
4.36% |
$0.25 / 63 |
$1.00 / 42 |
0 / 9 |
37.913967% |
0.145199 |
-0.152210 |
0.003732 |
0.235308 |
0.048395 |
|
|
| 765 |
|
10/20(18) |
CALL |
720.00 / 780.00 |
$1,105 / $4,895 / 0.23 |
57.32% / $58.46 / 1.19% / 22.07% |
67.13% / $731.05 |
$11.05 / $13.20 / $2.15 / 5 |
71 / 78.75% / 93 |
|
Legs |
Vertical |
Bearish |
$712.68 (-1.87%) / 368K |
|
Earnings: 11/01 |
|
Bearish / 5 hours 33 min |
| 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 |
720.00 |
42.68% |
$13.20 / 5 |
$14.30 / 5 |
23 / 33 |
25.923319% |
0.470510 |
-0.629824 |
0.006842 |
0.646052 |
0.164015 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
780.00 |
6.12% |
$0.25 / 11 |
$2.15 / 23 |
0 / 65 |
25.647181% |
0.145732 |
-0.356630 |
0.003935 |
0.371579 |
0.051852 |
|
| 792 |
|
12/15(74) |
CALL |
280.00 / 340.00 |
$1,080 / $4,920 / 0.22 |
61.00% / $263.25 / 5.35% / 26.95% |
71.40% / $290.80 |
$10.80 / $11.70 / $0.90 / 10 |
60 / 42.66% / 24 |
| 5 |
Legs |
Vertical |
Bearish |
$270.52 (-1.35%) / 409K |
|
Earnings: 11/07 |
|
Bullish / 5 hours 35 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
39.00% |
$11.70 / 10 |
$12.10 / 15 |
0 / 41 |
30.702237% |
0.476173 |
-0.147804 |
0.007898 |
0.486584 |
0.229430 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
4.04% |
$0.30 / 18 |
$0.90 / 25 |
0 / 14 |
27.629871% |
0.136181 |
-0.077604 |
0.004332 |
0.266877 |
0.068829 |
|
| 717 |
Legs |
12/15(74) |
CALL |
280.00 / 330.00 |
$1,035 / $3,965 / 0.26 |
61.00% / $146.72 / 3.70% / 18.10% |
71.01% / $290.35 |
$10.35 / $11.70 / $1.35 / 10 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
39.00% |
$11.70 / 10 |
$12.10 / 15 |
0 / 41 |
30.702237% |
0.476173 |
-0.147804 |
0.007898 |
0.486584 |
0.229430 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
6.42% |
$0.20 / 66 |
$1.35 / 30 |
0 / 8 |
25.916874% |
0.174107 |
-0.091688 |
0.005096 |
0.313945 |
0.087509 |
|
| 261 |
Legs |
11/17(46) |
CALL |
280.00 / 340.00 |
$810 / $5,190 / 0.16 |
63.87% / $367.93 / 7.09% / 63.65% |
73.43% / $288.10 |
$8.10 / $8.80 / $0.70 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
36.13% |
$8.80 / 2 |
$9.20 / 10 |
2 / 199 |
32.332239% |
0.443068 |
-0.181071 |
0.009892 |
0.381944 |
0.138149 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
1.39% |
0 / 0 |
$0.70 / 28 |
0 / 3 |
36.463613% |
0.072935 |
-0.061143 |
0.003471 |
0.134030 |
0.023737 |
|
| 589 |
Legs |
12/15(74) |
PUT |
260.00 / 200.00 |
$790 / $5,210 / 0.15 |
65.67% / $207.54 / 3.98% / 19.58% |
73.05% / $252.10 |
$7.90 / $9.90 / $2.00 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
260.00 |
34.33% |
$9.90 / 2 |
$10.30 / 10 |
0 / 85 |
32.865683% |
-0.368288 |
-0.112569 |
0.007476 |
0.460640 |
-0.233223 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
3.04% |
$1.05 / 10 |
$2.00 / 10 |
0 / 5 |
46.616786% |
-0.041027 |
-0.028079 |
0.001745 |
0.107483 |
-0.024572 |
|
| 214 |
Legs |
11/17(46) |
CALL |
280.00 / 330.00 |
$785 / $4,215 / 0.19 |
63.87% / $266.12 / 6.31% / 55.31% |
73.16% / $287.85 |
$7.85 / $8.80 / $0.95 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
36.13% |
$8.80 / 2 |
$9.20 / 10 |
2 / 199 |
32.332239% |
0.443068 |
-0.181071 |
0.009892 |
0.381944 |
0.138149 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
2.77% |
$0.05 / 28 |
$0.95 / 45 |
0 / 20 |
30.554658% |
0.105160 |
-0.080603 |
0.004560 |
0.176075 |
0.034066 |
|
| 531 |
Legs |
12/15(74) |
PUT |
260.00 / 210.00 |
$775 / $4,225 / 0.18 |
65.67% / $113.87 / 2.70% / 12.95% |
72.92% / $252.25 |
$7.75 / $9.90 / $2.15 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
260.00 |
34.33% |
$9.90 / 2 |
$10.30 / 10 |
0 / 85 |
32.865683% |
-0.368288 |
-0.112569 |
0.007476 |
0.460640 |
-0.233223 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
4.96% |
$1.50 / 10 |
$2.15 / 10 |
0 / 4 |
42.515388% |
-0.069694 |
-0.042431 |
0.002654 |
0.163505 |
-0.042044 |
|
|
| 982 |
|
12/15(74) |
CALL |
230.00 / 280.00 |
$1,040 / $3,960 / 0.26 |
51.09% / $56.22 / 1.42% / 6.67% |
64.43% / $240.40 |
$10.40 / $11.90 / $1.50 / 7 |
71 / 47.46% / 60 |
| 5 |
Legs |
Vertical |
Bearish |
$229.53 (-2.01%) / 187K |
|
Earnings: 10/25 / Ex-Div: 10/05 ($0.38) |
|
Neutral / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
230.00 |
48.91% |
$11.90 / 86 |
$15.80 / 31 |
0 / 2 |
32.153549% |
0.545182 |
-0.121612 |
0.009464 |
0.411128 |
0.221560 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
6.05% |
$0.75 / 7 |
$1.50 / 7 |
1 / 6 |
29.365062% |
0.167641 |
-0.073578 |
0.005994 |
0.260396 |
0.071861 |
|
| 814 |
Legs |
11/17(46) |
CALL |
230.00 / 270.00 |
$725 / $3,275 / 0.22 |
51.39% / $16.30 / 0.50% / 3.64% |
63.20% / $237.25 |
$7.25 / $10.00 / $2.75 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
48.61% |
$10.00 / 2 |
$13.00 / 21 |
0 / 1 |
34.598179% |
0.532168 |
-0.151336 |
0.012001 |
0.326694 |
0.139863 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
5.52% |
$0.40 / 30 |
$2.75 / 83 |
0 / 10 |
35.300359% |
0.151819 |
-0.086179 |
0.007098 |
0.193223 |
0.041642 |
|
| 712 |
Legs |
12/15(74) |
CALL |
240.00 / 280.00 |
$660 / $3,340 / 0.20 |
63.95% / $47.77 / 1.43% / 6.72% |
71.47% / $246.60 |
$6.60 / $8.10 / $1.50 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
36.05% |
$8.10 / 21 |
$10.20 / 7 |
0 / 2 |
30.983479% |
0.452472 |
-0.119826 |
0.009461 |
0.411003 |
0.186596 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
6.05% |
$0.75 / 7 |
$1.50 / 7 |
1 / 6 |
29.365062% |
0.167641 |
-0.073578 |
0.005994 |
0.260396 |
0.071861 |
|
| 862 |
Legs |
12/15(74) |
CALL |
240.00 / 300.00 |
$600 / $5,400 / 0.11 |
63.95% / $183.42 / 3.40% / 16.52% |
70.83% / $246.00 |
$6.00 / $8.10 / $2.10 / 18 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
36.05% |
$8.10 / 21 |
$10.20 / 7 |
0 / 2 |
30.983479% |
0.452472 |
-0.119826 |
0.009461 |
0.411003 |
0.186596 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
1.85% |
0 / 0 |
$2.10 / 18 |
0 / 4 |
42.840366% |
0.089887 |
-0.047223 |
0.003878 |
0.168474 |
0.038995 |
|
| 985 |
Legs |
10/20(18) |
CALL |
230.00 / 280.00 |
$465 / $4,535 / 0.10 |
52.18% / $230.70 / 5.09% / 130.16% |
63.93% / $234.65 |
$4.65 / $5.20 / $0.55 / 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) |
CALL |
230.00 |
47.82% |
$5.20 / 7 |
$7.50 / 19 |
0 / 1 |
31.525963% |
0.511115 |
-0.232356 |
0.018940 |
0.208431 |
0.056695 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
280.00 |
0.13% |
0 / 0 |
$0.55 / 24 |
0 / 1 |
51.414933% |
0.017278 |
-0.024086 |
0.002031 |
0.022350 |
0.001995 |
|
| 981 |
Legs |
10/20(18) |
CALL |
230.00 / 270.00 |
$425 / $3,575 / 0.12 |
52.18% / $171.80 / 4.81% / 120.02% |
62.96% / $234.25 |
$4.25 / $5.20 / $0.95 / 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) |
CALL |
230.00 |
47.82% |
$5.20 / 7 |
$7.50 / 19 |
0 / 1 |
31.525963% |
0.511115 |
-0.232356 |
0.018940 |
0.208431 |
0.056695 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
270.00 |
0.67% |
0 / 0 |
$0.95 / 45 |
0 / 8 |
49.555084% |
0.042936 |
-0.051559 |
0.004336 |
0.047714 |
0.004936 |
|
|
| 945 |
|
10/20(18) |
CALL |
350.00 / 410.00 |
$1,035 / $4,965 / 0.21 |
52.57% / $207.51 / 4.18% / 98.95% |
65.21% / $360.35 |
$10.35 / $12.10 / $1.75 / 9 |
90 / 77.10% / 40 |
| 4 |
Legs |
Vertical |
Bearish |
$349.00 (-1.99%) / 316K |
|
Earnings: 10/19 |
|
Neutral / 5 hours 36 min |
| 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 |
350.00 |
47.43% |
$12.10 / 9 |
$16.20 / 34 |
15 / 121 |
45.718411% |
0.518066 |
-0.466135 |
0.009238 |
0.316866 |
0.085267 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
410.00 |
3.31% |
0 / 0 |
$1.75 / 20 |
0 / 50 |
51.448315% |
0.108584 |
-0.214484 |
0.004320 |
0.148192 |
0.018595 |
|
| 904 |
Legs |
10/20(18) |
CALL |
350.00 / 400.00 |
$1,025 / $3,975 / 0.26 |
52.57% / $72.77 / 1.83% / 35.63% |
65.10% / $360.25 |
$10.25 / $12.10 / $1.85 / 9 |
|
| 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 |
350.00 |
47.43% |
$12.10 / 9 |
$16.20 / 34 |
15 / 121 |
45.718411% |
0.518066 |
-0.466135 |
0.009238 |
0.316866 |
0.085267 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
400.00 |
5.93% |
$0.70 / 14 |
$1.85 / 36 |
2 / 132 |
42.067208% |
0.150475 |
-0.269389 |
0.005419 |
0.185858 |
0.025657 |
|
| 503 |
Legs |
10/20(18) |
PUT |
340.00 / 290.00 |
$705 / $4,295 / 0.16 |
63.40% / $150.94 / 3.51% / 78.65% |
71.27% / $332.95 |
$7.05 / $8.60 / $1.55 / 4 |
|
| 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 |
340.00 |
36.60% |
$8.60 / 6 |
$10.00 / 33 |
30 / 270 |
42.934632% |
-0.389251 |
-0.420929 |
0.008891 |
0.304957 |
-0.077270 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
290.00 |
3.52% |
$0.70 / 1 |
$1.55 / 4 |
0 / 70 |
54.063315% |
-0.058488 |
-0.130453 |
0.002708 |
0.092886 |
-0.011208 |
|
| 467 |
Legs |
10/20(18) |
PUT |
340.00 / 300.00 |
$635 / $3,365 / 0.19 |
63.40% / $13.41 / 0.40% / 6.91% |
70.54% / $333.65 |
$6.35 / $8.60 / $2.25 / 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 |
340.00 |
36.60% |
$8.60 / 6 |
$10.00 / 33 |
30 / 270 |
42.934632% |
-0.389251 |
-0.420929 |
0.008891 |
0.304957 |
-0.077270 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
300.00 |
6.29% |
$0.85 / 6 |
$2.25 / 6 |
14 / 142 |
49.922134% |
-0.097934 |
-0.192687 |
0.004008 |
0.137491 |
-0.018869 |
|
| 682 |
Legs |
10/20(18) |
CALL |
360.00 / 410.00 |
$495 / $4,505 / 0.11 |
64.81% / $35.00 / 0.78% / 13.89% |
70.31% / $364.95 |
$4.95 / $6.70 / $1.75 / 11 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
360.00 |
35.19% |
$6.70 / 11 |
$10.80 / 32 |
0 / 65 |
41.710774% |
0.427621 |
-0.456871 |
0.009096 |
0.312008 |
0.071051 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
410.00 |
3.31% |
0 / 0 |
$1.75 / 20 |
0 / 50 |
51.448315% |
0.108584 |
-0.214484 |
0.004320 |
0.148192 |
0.018595 |
|
|
| 907 |
|
12/15(74) |
CALL |
200.00 / 240.00 |
$1,025 / $2,975 / 0.35 |
53.25% / $43.99 / 1.48% / 6.95% |
66.65% / $210.25 |
$10.25 / $11.40 / $1.15 / 6 |
75 / 40.00% / 68 |
| 5 |
Legs |
Vertical |
Bearish |
$198.24 (-0.96%) / 1.03M |
|
Earnings: 10/30 |
|
Bearish / 5 hours 32 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
46.75% |
$11.40 / 6 |
$11.80 / 2 |
0 / 11 |
32.567414% |
0.535110 |
-0.112435 |
0.009846 |
0.356160 |
0.185781 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
8.79% |
$0.90 / 3 |
$1.15 / 15 |
0 / 135 |
28.719543% |
0.209013 |
-0.079627 |
0.007138 |
0.258221 |
0.076352 |
|
| 968 |
Legs |
12/15(74) |
CALL |
200.00 / 250.00 |
$1,025 / $3,975 / 0.26 |
53.25% / $140.79 / 3.54% / 17.28% |
66.65% / $210.25 |
$10.25 / $11.40 / $1.15 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
46.75% |
$11.40 / 6 |
$11.80 / 2 |
0 / 11 |
32.567414% |
0.535110 |
-0.112435 |
0.009846 |
0.356160 |
0.185781 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
5.06% |
0 / 0 |
$1.15 / 9 |
3 / 53 |
34.249291% |
0.155977 |
-0.066103 |
0.005945 |
0.215034 |
0.057441 |
|
| 626 |
Legs |
11/17(46) |
CALL |
200.00 / 240.00 |
$820 / $3,180 / 0.26 |
53.56% / $144.55 / 4.55% / 37.67% |
67.07% / $208.20 |
$8.20 / $8.90 / $0.70 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
46.44% |
$8.90 / 6 |
$9.30 / 9 |
27 / 21 |
33.154594% |
0.521125 |
-0.141126 |
0.012488 |
0.283090 |
0.117360 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
4.56% |
0 / 0 |
$0.70 / 52 |
0 / 91 |
33.575874% |
0.139489 |
-0.077022 |
0.006971 |
0.158029 |
0.032934 |
|
| 444 |
Legs |
11/17(46) |
CALL |
200.00 / 230.00 |
$780 / $2,220 / 0.35 |
53.56% / $21.65 / 0.98% / 7.23% |
66.46% / $207.80 |
$7.80 / $8.90 / $1.10 / 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) |
CALL |
200.00 |
46.44% |
$8.90 / 6 |
$9.30 / 9 |
27 / 21 |
33.154594% |
0.521125 |
-0.141126 |
0.012488 |
0.283090 |
0.117360 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
9.41% |
$0.80 / 35 |
$1.10 / 1 |
0 / 17 |
29.743045% |
0.206851 |
-0.099409 |
0.008967 |
0.203273 |
0.048432 |
|
| 993 |
Legs |
12/15(74) |
CALL |
200.00 / 260.00 |
$660 / $5,340 / 0.12 |
53.25% / $53.76 / 1.01% / 4.69% |
62.10% / $206.60 |
$6.60 / $11.40 / $4.80 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
46.75% |
$11.40 / 6 |
$11.80 / 2 |
0 / 11 |
32.567414% |
0.535110 |
-0.112435 |
0.009846 |
0.356160 |
0.185781 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
2.79% |
0 / 0 |
$4.80 / 23 |
0 / 77 |
57.513376% |
0.114187 |
-0.053227 |
0.004799 |
0.173590 |
0.042344 |
|
| 690 |
Legs |
12/15(74) |
CALL |
210.00 / 250.00 |
$555 / $3,445 / 0.16 |
66.35% / $44.20 / 1.28% / 6.01% |
72.71% / $215.55 |
$5.55 / $6.70 / $1.15 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
210.00 |
33.65% |
$6.70 / 7 |
$7.20 / 10 |
0 / 55 |
30.679840% |
0.439614 |
-0.110754 |
0.009781 |
0.353800 |
0.155154 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
5.06% |
0 / 0 |
$1.15 / 9 |
3 / 53 |
34.249291% |
0.155977 |
-0.066103 |
0.005945 |
0.215034 |
0.057441 |
|
|
| 976 |
|
12/15(74) |
CALL |
300.00 / 330.00 |
$1,023 / $1,977 / 0.52 |
51.44% / $27.97 / 1.41% / 6.64% |
65.91% / $310.23 |
$10.23 / $12.50 / $2.27 / 12 |
55 / 40.67% / 97 |
| 5 |
Legs |
Vertical |
Bearish |
$299.83 (-0.77%) / 2.81M |
|
Earnings: 11/21 |
|
Bearish / 5 hours 37 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
300.00 |
48.56% |
$12.50 / 12 |
$12.65 / 1 |
44 / 51 |
22.739647% |
0.524185 |
-0.106067 |
0.010437 |
0.536538 |
0.291036 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
13.60% |
$2.14 / 33 |
$2.27 / 41 |
7 / 382 |
19.884068% |
0.245746 |
-0.082448 |
0.008282 |
0.425734 |
0.140305 |
|
| 597 |
Legs |
11/17(46) |
CALL |
300.00 / 330.00 |
$927 / $2,073 / 0.45 |
51.80% / $130.25 / 6.28% / 55.00% |
68.15% / $309.27 |
$9.27 / $10.55 / $1.28 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
300.00 |
48.20% |
$10.55 / 213 |
$10.75 / 25 |
2 / 278 |
24.809919% |
0.514945 |
-0.133125 |
0.013231 |
0.426232 |
0.183081 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
8.36% |
$1.21 / 40 |
$1.28 / 20 |
42 / 2,048 |
21.365875% |
0.181448 |
-0.086489 |
0.008773 |
0.282628 |
0.066225 |
|
| 709 |
Legs |
11/17(46) |
CALL |
300.00 / 325.00 |
$861 / $1,639 / 0.53 |
51.80% / $65.32 / 3.99% / 32.45% |
67.07% / $308.61 |
$8.61 / $10.55 / $1.94 / 27 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
300.00 |
48.20% |
$10.55 / 213 |
$10.75 / 25 |
2 / 278 |
24.809919% |
0.514945 |
-0.133125 |
0.013231 |
0.426232 |
0.183081 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
325.00 |
12.16% |
$1.84 / 45 |
$1.94 / 27 |
83 / 1,151 |
21.554459% |
0.224230 |
-0.098361 |
0.009956 |
0.320724 |
0.081574 |
|
| 642 |
Legs |
12/15(74) |
CALL |
305.00 / 335.00 |
$823 / $2,177 / 0.38 |
58.72% / $74.27 / 3.41% / 16.60% |
69.75% / $313.23 |
$8.23 / $9.85 / $1.62 / 13 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
305.00 |
41.28% |
$9.85 / 13 |
$10.00 / 2 |
59 / 136 |
22.012415% |
0.472510 |
-0.105605 |
0.010441 |
0.536738 |
0.263870 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
335.00 |
10.27% |
$1.52 / 25 |
$1.62 / 42 |
6 / 157 |
19.794744% |
0.210053 |
-0.075334 |
0.007584 |
0.389834 |
0.120330 |
|
| 415 |
Legs |
11/10(39) |
CALL |
300.00 / 330.00 |
$778 / $2,222 / 0.35 |
51.95% / $101.25 / 4.56% / 45.32% |
66.90% / $307.78 |
$7.78 / $8.35 / $0.57 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/10/2023 (W) |
CALL |
300.00 |
48.05% |
$8.35 / 16 |
$8.65 / 20 |
0 / 5 |
21.595494% |
0.511882 |
-0.143967 |
0.014354 |
0.393542 |
0.155871 |
| NYSE / Stock |
Long (Buy) |
11/10/2023 (W) |
CALL |
330.00 |
6.76% |
$0.46 / 20 |
$0.57 / 6 |
8 / 4 |
18.683151% |
0.159256 |
-0.086005 |
0.008750 |
0.239890 |
0.049752 |
|
| 801 |
Legs |
11/17(46) |
CALL |
300.00 / 320.00 |
$767 / $1,233 / 0.62 |
51.80% / $23.50 / 1.91% / 14.54% |
65.51% / $307.67 |
$7.67 / $10.55 / $2.88 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
300.00 |
48.20% |
$10.55 / 213 |
$10.75 / 25 |
2 / 278 |
24.809919% |
0.514945 |
-0.133125 |
0.013231 |
0.426232 |
0.183081 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
17.11% |
$2.80 / 9 |
$2.88 / 20 |
103 / 1,439 |
21.937499% |
0.272991 |
-0.109499 |
0.011055 |
0.356138 |
0.098953 |
|
|
| 962 |
|
12/15(74) |
CALL |
395.00 / 425.00 |
$1,010 / $1,990 / 0.51 |
52.54% / $30.53 / 1.53% / 7.22% |
66.23% / $405.10 |
$10.10 / $11.60 / $1.50 / 121 |
97 / 80.00% / 40 |
| 5 |
Legs |
Vertical |
Bearish |
$392.7401 (+0.01%) / 5.89M |
|
|
|
Neutral / 5 hours 34 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
395.00 |
47.46% |
$11.60 / 121 |
$12.30 / 80 |
5 / 258 |
16.774161% |
0.509252 |
-0.118765 |
0.010095 |
0.705769 |
0.378576 |
| ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
425.00 |
13.72% |
$1.15 / 5 |
$1.50 / 805 |
0 / 175 |
13.215877% |
0.240928 |
-0.088712 |
0.007900 |
0.552296 |
0.182947 |
|
| 977 |
Legs |
12/15(74) |
CALL |
395.00 / 420.00 |
$950 / $1,550 / 0.61 |
52.54% / $22.48 / 1.45% / 6.82% |
65.46% / $404.50 |
$9.50 / $11.60 / $2.10 / 8 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
395.00 |
47.46% |
$11.60 / 121 |
$12.30 / 80 |
5 / 258 |
16.774161% |
0.509252 |
-0.118765 |
0.010095 |
0.705769 |
0.378576 |
| ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
17.71% |
$1.90 / 82 |
$2.10 / 8 |
7 / 331 |
13.329292% |
0.279008 |
-0.096200 |
0.008520 |
0.595650 |
0.211264 |
|
| 988 |
Legs |
12/15(74) |
CALL |
395.00 / 415.00 |
$840 / $1,160 / 0.72 |
52.54% / $20.57 / 1.77% / 8.38% |
64.04% / $403.40 |
$8.40 / $11.60 / $3.20 / 11 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
395.00 |
47.46% |
$11.60 / 121 |
$12.30 / 80 |
5 / 258 |
16.774161% |
0.509252 |
-0.118765 |
0.010095 |
0.705769 |
0.378576 |
| ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
415.00 |
22.42% |
$3.00 / 36 |
$3.20 / 11 |
10 / 903 |
13.778982% |
0.320295 |
-0.103026 |
0.009068 |
0.633982 |
0.241781 |
|
| 568 |
Legs |
12/15(74) |
CALL |
400.00 / 430.00 |
$815 / $2,185 / 0.37 |
59.50% / $72.24 / 3.31% / 16.06% |
69.99% / $408.15 |
$8.15 / $9.00 / $0.85 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
40.50% |
$9.00 / 5 |
$9.40 / 11 |
4 / 260 |
16.057068% |
0.459561 |
-0.116989 |
0.010050 |
0.702664 |
0.343123 |
| ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
430.00 |
10.43% |
$0.65 / 50 |
$0.85 / 6 |
3 / 390 |
12.728720% |
0.206251 |
-0.080820 |
0.007232 |
0.505619 |
0.157024 |
|
| 349 |
Legs |
11/17(46) |
CALL |
395.00 / 425.00 |
$805 / $2,195 / 0.37 |
54.20% / $89.36 / 4.07% / 33.24% |
67.80% / $403.05 |
$8.05 / $8.60 / $0.55 / 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) |
CALL |
395.00 |
45.80% |
$8.60 / 3 |
$8.90 / 76 |
1 / 105 |
16.408875% |
0.491837 |
-0.146320 |
0.012770 |
0.559495 |
0.233180 |
| ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
425.00 |
8.08% |
$0.25 / 363 |
$0.55 / 823 |
37 / 61 |
12.866580% |
0.173827 |
-0.090273 |
0.008228 |
0.360496 |
0.084052 |
|
| 446 |
Legs |
11/17(46) |
CALL |
395.00 / 420.00 |
$770 / $1,730 / 0.45 |
54.20% / $41.72 / 2.41% / 18.69% |
67.25% / $402.70 |
$7.70 / $8.60 / $0.90 / 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) |
CALL |
395.00 |
45.80% |
$8.60 / 3 |
$8.90 / 76 |
1 / 105 |
16.408875% |
0.491837 |
-0.146320 |
0.012770 |
0.559495 |
0.233180 |
| ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
11.69% |
$0.60 / 311 |
$0.90 / 16 |
82 / 137 |
13.024091% |
0.214599 |
-0.103124 |
0.009355 |
0.409884 |
0.103508 |
|
|
| 872 |
|
12/15(74) |
CALL |
220.00 / 280.00 |
$1,006 / $4,994 / 0.20 |
59.18% / $414.67 / 8.30% / 44.08% |
71.95% / $230.06 |
$10.06 / $10.85 / $0.79 / 22 |
28 / 16.15% / 90 |
| 5 |
Legs |
Vertical |
Bearish |
$213.66 (-0.55%) / 2.17M |
|
Earnings: 12/05 |
|
Bearish / 5 hours 34 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
220.00 |
40.82% |
$10.85 / 22 |
$11.10 / 14 |
40 / 516 |
33.212404% |
0.487585 |
-0.113901 |
0.010333 |
0.385373 |
0.186305 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
1.72% |
$0.52 / 69 |
$0.79 / 22 |
0 / 124 |
33.542608% |
0.086364 |
-0.042633 |
0.004081 |
0.152192 |
0.034903 |
|
| 810 |
Legs |
12/15(74) |
CALL |
220.00 / 270.00 |
$976 / $4,024 / 0.24 |
59.18% / $300.61 / 7.47% / 39.08% |
71.61% / $229.76 |
$9.76 / $10.85 / $1.09 / 22 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
220.00 |
40.82% |
$10.85 / 22 |
$11.10 / 14 |
40 / 516 |
33.212404% |
0.487585 |
-0.113901 |
0.010333 |
0.385373 |
0.186305 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
270.00 |
3.35% |
$0.95 / 23 |
$1.09 / 35 |
0 / 312 |
32.772141% |
0.122502 |
-0.055206 |
0.005259 |
0.196157 |
0.049216 |
|
| 719 |
Legs |
12/15(74) |
CALL |
220.00 / 260.00 |
$917 / $3,083 / 0.30 |
59.18% / $168.07 / 5.45% / 27.51% |
70.92% / $229.17 |
$9.17 / $10.85 / $1.68 / 22 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
220.00 |
40.82% |
$10.85 / 22 |
$11.10 / 14 |
40 / 516 |
33.212404% |
0.487585 |
-0.113901 |
0.010333 |
0.385373 |
0.186305 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
6.22% |
$1.45 / 39 |
$1.68 / 23 |
0 / 1,003 |
31.815037% |
0.170026 |
-0.069230 |
0.006558 |
0.244589 |
0.067839 |
|
| 667 |
Legs |
12/15(74) |
CALL |
220.00 / 250.00 |
$817 / $2,183 / 0.37 |
59.18% / $55.67 / 2.55% / 12.22% |
69.74% / $228.17 |
$8.17 / $10.85 / $2.68 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
220.00 |
40.82% |
$10.85 / 22 |
$11.10 / 14 |
40 / 516 |
33.212404% |
0.487585 |
-0.113901 |
0.010333 |
0.385373 |
0.186305 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
10.93% |
$2.55 / 20 |
$2.68 / 5 |
389 / 790 |
31.645478% |
0.230447 |
-0.083743 |
0.007877 |
0.293781 |
0.091203 |
|
| 645 |
Legs |
12/15(74) |
PUT |
210.00 / 175.00 |
$757 / $2,743 / 0.28 |
60.15% / $63.34 / 2.31% / 11.02% |
70.05% / $202.43 |
$7.57 / $10.05 / $2.48 / 44 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
210.00 |
39.85% |
$10.05 / 44 |
$10.45 / 20 |
44 / 964 |
33.982885% |
-0.410644 |
-0.087535 |
0.010077 |
0.375847 |
-0.206091 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
175.00 |
7.67% |
$1.98 / 8 |
$2.48 / 89 |
0 / 130 |
40.554498% |
-0.108755 |
-0.044816 |
0.004833 |
0.180248 |
-0.052139 |
|
| 669 |
Legs |
11/03(32) |
CALL |
215.00 / 245.00 |
$626 / $2,374 / 0.26 |
53.56% / $81.94 / 3.45% / 40.78% |
66.43% / $221.26 |
$6.26 / $6.90 / $0.64 / 1 |
|
| 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) |
CALL |
215.00 |
46.44% |
$6.90 / 47 |
$7.45 / 7 |
8 / 61 |
28.925375% |
0.509774 |
-0.167026 |
0.015580 |
0.255675 |
0.089423 |
| NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
245.00 |
5.33% |
$0.54 / 8 |
$0.64 / 1 |
0 / 3 |
29.439560% |
0.143795 |
-0.091506 |
0.008854 |
0.145296 |
0.026098 |
|
|
| 591 |
|
11/17(46) |
CALL |
290.00 / 340.00 |
$995 / $4,005 / 0.25 |
53.73% / $266.35 / 6.65% / 58.89% |
67.95% / $299.95 |
$9.95 / $10.60 / $0.65 / 9 |
62 / 52.43% / 86 |
| 5 |
Legs |
Vertical |
Bearish |
$287.54 (+0.51%) / 979K |
|
Earnings: 11/02 |
|
Bearish / 5 hours 31 min |
| Underlying |
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 |
290.00 |
46.27% |
$10.60 / 9 |
$10.90 / 1 |
9 / 337 |
27.587905% |
0.509875 |
-0.164923 |
0.010860 |
0.410674 |
0.170852 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
3.21% |
$0.10 / 46 |
$0.65 / 48 |
0 / 163 |
24.957605% |
0.110812 |
-0.075918 |
0.005156 |
0.194964 |
0.038638 |
|
| 429 |
Legs |
11/17(46) |
CALL |
290.00 / 330.00 |
$970 / $3,030 / 0.32 |
53.73% / $132.80 / 4.38% / 36.13% |
67.62% / $299.70 |
$9.70 / $10.60 / $0.90 / 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) |
CALL |
290.00 |
46.27% |
$10.60 / 9 |
$10.90 / 1 |
9 / 337 |
27.587905% |
0.509875 |
-0.164923 |
0.010860 |
0.410674 |
0.170852 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
6.41% |
$0.70 / 18 |
$0.90 / 20 |
0 / 51 |
24.798844% |
0.161560 |
-0.098667 |
0.006677 |
0.252510 |
0.056029 |
|
| 751 |
Legs |
11/17(46) |
CALL |
290.00 / 350.00 |
$915 / $5,085 / 0.18 |
53.73% / $331.34 / 6.52% / 57.45% |
66.89% / $299.15 |
$9.15 / $10.60 / $1.45 / 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) |
CALL |
290.00 |
46.27% |
$10.60 / 9 |
$10.90 / 1 |
9 / 337 |
27.587905% |
0.509875 |
-0.164923 |
0.010860 |
0.410674 |
0.170852 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
350.00 |
1.50% |
$0.05 / 44 |
$1.45 / 145 |
0 / 3 |
32.400769% |
0.073583 |
-0.055878 |
0.003805 |
0.143904 |
0.025775 |
|
| 487 |
Legs |
11/17(46) |
CALL |
290.00 / 320.00 |
$875 / $2,125 / 0.41 |
53.73% / $6.98 / 0.33% / 2.39% |
66.35% / $298.75 |
$8.75 / $10.60 / $1.85 / 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) |
CALL |
290.00 |
46.27% |
$10.60 / 9 |
$10.90 / 1 |
9 / 337 |
27.587905% |
0.509875 |
-0.164923 |
0.010860 |
0.410674 |
0.170852 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
11.88% |
$1.40 / 45 |
$1.85 / 21 |
2 / 84 |
24.660386% |
0.227607 |
-0.122148 |
0.008231 |
0.311244 |
0.078431 |
|
| 431 |
Legs |
11/03(32) |
CALL |
290.00 / 320.00 |
$745 / $2,255 / 0.33 |
54.41% / $55.52 / 2.46% / 27.78% |
67.14% / $297.45 |
$7.45 / $8.60 / $1.15 / 1 |
|
| 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) |
CALL |
290.00 |
45.59% |
$8.60 / 41 |
$9.70 / 41 |
3 / 5 |
28.789109% |
0.499192 |
-0.195185 |
0.012974 |
0.344469 |
0.119445 |
| NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
320.00 |
8.03% |
$0.95 / 8 |
$1.15 / 1 |
1 / 3 |
26.284259% |
0.177940 |
-0.124800 |
0.008480 |
0.225151 |
0.043723 |
|
| 135 |
Legs |
11/17(46) |
PUT |
280.00 / 240.00 |
$590 / $3,410 / 0.17 |
64.68% / $132.40 / 3.88% / 31.51% |
72.42% / $274.10 |
$5.90 / $7.00 / $1.10 / 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 |
280.00 |
35.32% |
$7.00 / 30 |
$7.40 / 30 |
10 / 172 |
27.252253% |
-0.380139 |
-0.138302 |
0.010377 |
0.392403 |
-0.154246 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
240.00 |
3.75% |
$0.95 / 6 |
$1.10 / 30 |
0 / 105 |
35.027291% |
-0.065017 |
-0.047803 |
0.003459 |
0.130818 |
-0.025487 |
|
|
| 614 |
|
11/17(46) |
CALL |
490.00 / 550.00 |
$995 / $5,005 / 0.20 |
55.22% / $204.20 / 4.08% / 33.32% |
66.50% / $499.95 |
$9.95 / $10.70 / $0.75 / 7 |
64 / 37.45% / 48 |
| 5 |
Legs |
Vertical |
Bearish |
$484.87 (+0.80%) / 499K |
|
Earnings: 12/20 |
|
Neutral / 5 hours 38 min |
| Underlying |
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 |
490.00 |
44.78% |
$10.70 / 15 |
$11.80 / 2 |
4 / 67 |
18.626533% |
0.489784 |
-0.217252 |
0.008566 |
0.692380 |
0.283723 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
3.40% |
0 / 0 |
$0.75 / 7 |
0 / 61 |
20.524438% |
0.109639 |
-0.097461 |
0.004033 |
0.326001 |
0.065354 |
|
| 548 |
Legs |
11/17(46) |
CALL |
490.00 / 540.00 |
$945 / $4,055 / 0.23 |
55.22% / $50.53 / 1.25% / 9.31% |
65.96% / $499.45 |
$9.45 / $10.70 / $1.25 / 15 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
490.00 |
44.78% |
$10.70 / 15 |
$11.80 / 2 |
4 / 67 |
18.626533% |
0.489784 |
-0.217252 |
0.008566 |
0.692380 |
0.283723 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
540.00 |
5.98% |
0 / 0 |
$1.25 / 16 |
0 / 41 |
20.250413% |
0.149794 |
-0.121574 |
0.005008 |
0.404786 |
0.088996 |
|
| 213 |
Legs |
11/17(46) |
CALL |
500.00 / 550.00 |
$535 / $4,465 / 0.12 |
66.55% / $65.70 / 1.47% / 11.08% |
72.03% / $505.35 |
$5.35 / $6.10 / $0.75 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
500.00 |
33.45% |
$6.10 / 27 |
$7.40 / 1 |
10 / 62 |
17.573069% |
0.406760 |
-0.208684 |
0.008337 |
0.673811 |
0.237190 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
3.40% |
0 / 0 |
$0.75 / 7 |
0 / 61 |
20.524438% |
0.109639 |
-0.097461 |
0.004033 |
0.326001 |
0.065354 |
|
| 770 |
Legs |
10/20(18) |
PUT |
480.00 / 420.00 |
$515 / $5,485 / 0.09 |
60.85% / $292.32 / 5.33% / 139.24% |
69.62% / $474.85 |
$5.15 / $5.80 / $0.65 / 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 |
480.00 |
39.15% |
$5.80 / 1 |
$6.20 / 2 |
31 / 211 |
18.765386% |
-0.415750 |
-0.283083 |
0.013188 |
0.430914 |
-0.109662 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
420.00 |
0.18% |
0 / 0 |
$0.65 / 14 |
0 / 18 |
36.573069% |
-0.008176 |
-0.016995 |
0.000756 |
0.024695 |
-0.002104 |
|
| 869 |
Legs |
10/20(18) |
CALL |
490.00 / 550.00 |
$500 / $5,500 / 0.09 |
59.28% / $271.99 / 4.95% / 124.99% |
67.91% / $495.00 |
$5.00 / $5.60 / $0.60 / 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 |
490.00 |
40.72% |
$5.60 / 1 |
$6.00 / 4 |
32 / 119 |
18.275345% |
0.449689 |
-0.327061 |
0.013382 |
0.437250 |
0.108378 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
550.00 |
0.21% |
$0.05 / 1 |
$0.60 / 12 |
3 / 83 |
28.346719% |
0.021728 |
-0.041362 |
0.001757 |
0.057404 |
0.005358 |
|
| 840 |
Legs |
10/20(18) |
CALL |
490.00 / 540.00 |
$495 / $4,505 / 0.11 |
59.28% / $225.11 / 5.00% / 126.86% |
67.83% / $494.95 |
$4.95 / $5.60 / $0.65 / 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 |
490.00 |
40.72% |
$5.60 / 1 |
$6.00 / 4 |
32 / 119 |
18.275345% |
0.449689 |
-0.327061 |
0.013382 |
0.437250 |
0.108378 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
540.00 |
0.73% |
0 / 0 |
$0.65 / 16 |
2 / 138 |
28.270222% |
0.042845 |
-0.072760 |
0.003082 |
0.100697 |
0.010542 |
|
|
| 822 |
|
12/15(74) |
PUT |
160.00 / 130.00 |
$990 / $2,010 / 0.49 |
57.00% / $13.45 / 0.67% / 3.10% |
67.57% / $150.10 |
$9.90 / $14.20 / $4.30 / 15 |
39 / 21.41% / 71 |
| 5 |
Legs |
Vertical |
Bullish |
$160.99 (+1.11%) / 495K |
|
Earnings: 11/13 |
|
Bearish / 5 hours 40 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
160.00 |
43.00% |
$14.20 / 32 |
$14.70 / 13 |
0 / 30 |
54.413322% |
-0.421320 |
-0.115463 |
0.008085 |
0.285152 |
-0.176123 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
130.00 |
16.44% |
$4.00 / 35 |
$4.30 / 15 |
0 / 180 |
58.029980% |
-0.187070 |
-0.082215 |
0.005556 |
0.195937 |
-0.073646 |
|
| 336 |
Legs |
11/17(46) |
PUT |
160.00 / 130.00 |
$900 / $2,100 / 0.43 |
56.02% / $36.56 / 1.74% / 13.21% |
68.14% / $151.00 |
$9.00 / $11.80 / $2.80 / 30 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
43.98% |
$11.80 / 30 |
$12.20 / 1 |
0 / 369 |
56.449307% |
-0.434407 |
-0.149835 |
0.010276 |
0.227106 |
-0.108369 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
12.36% |
$2.45 / 54 |
$2.80 / 40 |
2 / 74 |
61.094052% |
-0.149849 |
-0.091509 |
0.006084 |
0.134463 |
-0.035308 |
|
| 399 |
Legs |
12/15(74) |
PUT |
155.00 / 125.00 |
$860 / $2,140 / 0.40 |
62.54% / $55.54 / 2.60% / 12.45% |
71.09% / $146.40 |
$8.60 / $11.90 / $3.30 / 12 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
155.00 |
37.46% |
$11.90 / 31 |
$12.30 / 12 |
0 / 79 |
54.832260% |
-0.380543 |
-0.113301 |
0.007874 |
0.277689 |
-0.157357 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
125.00 |
13.62% |
$3.10 / 6 |
$3.30 / 12 |
0 / 16 |
58.754112% |
-0.154073 |
-0.072898 |
0.004906 |
0.173023 |
-0.060125 |
|
| 388 |
Legs |
11/17(46) |
PUT |
160.00 / 135.00 |
$820 / $1,680 / 0.49 |
56.02% / $6.96 / 0.41% / 3.02% |
67.14% / $151.80 |
$8.20 / $11.80 / $3.60 / 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 |
160.00 |
43.98% |
$11.80 / 30 |
$12.20 / 1 |
0 / 369 |
56.449307% |
-0.434407 |
-0.149835 |
0.010276 |
0.227106 |
-0.108369 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
135.00 |
15.84% |
$3.30 / 34 |
$3.60 / 49 |
0 / 40 |
59.572185% |
-0.189808 |
-0.106122 |
0.007081 |
0.156505 |
-0.045095 |
|
| 266 |
Legs |
11/17(46) |
CALL |
165.00 / 195.00 |
$800 / $2,200 / 0.36 |
57.91% / $5.55 / 0.25% / 1.83% |
68.41% / $173.00 |
$8.00 / $11.30 / $3.30 / 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) |
CALL |
165.00 |
42.09% |
$11.30 / 45 |
$11.70 / 37 |
0 / 59 |
56.082196% |
0.514338 |
-0.171029 |
0.010410 |
0.230076 |
0.088689 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
195.00 |
11.77% |
$2.95 / 17 |
$3.30 / 46 |
10 / 265 |
54.456434% |
0.252852 |
-0.134677 |
0.008347 |
0.184488 |
0.045702 |
|
| 422 |
Legs |
12/15(74) |
PUT |
155.00 / 130.00 |
$760 / $1,740 / 0.44 |
62.54% / $28.86 / 1.66% / 7.82% |
70.17% / $147.40 |
$7.60 / $11.90 / $4.30 / 15 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
155.00 |
37.46% |
$11.90 / 31 |
$12.30 / 12 |
0 / 79 |
54.832260% |
-0.380543 |
-0.113301 |
0.007874 |
0.277689 |
-0.157357 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
130.00 |
16.44% |
$4.00 / 35 |
$4.30 / 15 |
0 / 180 |
58.029980% |
-0.187070 |
-0.082215 |
0.005556 |
0.195937 |
-0.073646 |
|
|
| 36 |
|
11/17(46) |
PUT |
45.00 / 22.50 |
$975 / $1,275 / 0.77 |
67.33% / $309.93 / 24.31% / 378.19% |
75.00% / $35.25 |
$9.75 / $12.50 / $2.75 / 10 |
99 / 100.00% / 19 |
| 5 |
Legs |
Vertical |
Bullish |
$45.98 (-9.09%) / 1.4M |
|
Earnings: 11/03 |
|
Bullish / 5 hours 31 min |
| Underlying |
Leg |
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 |
32.67% |
$12.50 / 10 |
$13.60 / 30 |
588 / 4,198 |
214.765297% |
-0.270109 |
-0.187026 |
0.006091 |
0.054335 |
-0.041293 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
17.97% |
$1.80 / 1 |
$2.75 / 20 |
22 / 29 |
216.057043% |
-0.115659 |
-0.111192 |
0.003589 |
0.032020 |
-0.014274 |
|
| 81 |
Legs |
11/17(46) |
PUT |
45.00 / 25.00 |
$965 / $1,035 / 0.93 |
67.33% / $351.62 / 33.97% / 719.27% |
74.93% / $35.35 |
$9.65 / $12.50 / $2.85 / 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 |
45.00 |
32.67% |
$12.50 / 10 |
$13.60 / 30 |
588 / 4,198 |
214.765297% |
-0.270109 |
-0.187026 |
0.006091 |
0.054335 |
-0.041293 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
19.14% |
$2.30 / 10 |
$2.85 / 10 |
402 / 481 |
200.671176% |
-0.133904 |
-0.123066 |
0.003976 |
0.035472 |
-0.016994 |
|
| 574 |
Legs |
10/20(18) |
PUT |
45.00 / 25.00 |
$820 / $1,180 / 0.70 |
62.10% / $182.07 / 15.43% / > 1000% |
72.78% / $36.80 |
$8.20 / $10.10 / $1.90 / 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 |
45.00 |
37.90% |
$10.10 / 1 |
$10.50 / 10 |
693 / 1,265 |
263.997975% |
-0.343442 |
-0.330584 |
0.010654 |
0.038422 |
-0.014890 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
25.00 |
16.74% |
$1.30 / 1 |
$1.90 / 10 |
515 / 286 |
262.663841% |
-0.118478 |
-0.179064 |
0.005743 |
0.020709 |
-0.004338 |
|
| 5 |
Legs |
11/17(46) |
PUT |
40.00 / 20.00 |
$800 / $1,200 / 0.67 |
71.56% / $283.84 / 23.65% / 360.35% |
77.07% / $32.00 |
$8.00 / $9.30 / $1.30 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
40.00 |
28.44% |
$9.30 / 13 |
$10.30 / 10 |
20 / 452 |
210.841867% |
-0.238294 |
-0.175484 |
0.005703 |
0.050876 |
-0.034937 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
16.88% |
$0.15 / 297 |
$1.30 / 1 |
4 / 22 |
171.450577% |
-0.097438 |
-0.098333 |
0.003171 |
0.028291 |
-0.011676 |
|
| 77 |
Legs |
11/17(46) |
PUT |
45.00 / 30.00 |
$760 / $740 / 1.03 |
67.33% / $285.19 / 38.54% / 942.58% |
73.51% / $37.40 |
$7.60 / $12.50 / $4.90 / 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 |
45.00 |
32.67% |
$12.50 / 10 |
$13.60 / 30 |
588 / 4,198 |
214.765297% |
-0.270109 |
-0.187026 |
0.006091 |
0.054335 |
-0.041293 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
21.76% |
$4.30 / 10 |
$4.90 / 10 |
71 / 178 |
206.297975% |
-0.169944 |
-0.143938 |
0.004660 |
0.041567 |
-0.022718 |
|
| 632 |
Legs |
10/20(18) |
PUT |
45.00 / 30.00 |
$680 / $820 / 0.83 |
62.10% / $162.11 / 19.77% / > 1000% |
71.18% / $38.20 |
$6.80 / $10.10 / $3.30 / 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 |
45.00 |
37.90% |
$10.10 / 1 |
$10.50 / 10 |
693 / 1,265 |
263.997975% |
-0.343442 |
-0.330584 |
0.010654 |
0.038422 |
-0.014890 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
20.58% |
$3.00 / 1 |
$3.30 / 10 |
101 / 751 |
266.839745% |
-0.173396 |
-0.231228 |
0.007423 |
0.026770 |
-0.006635 |
|
|
| 483 |
|
11/17(46) |
CALL |
330.00 / 380.00 |
$970 / $4,030 / 0.24 |
56.69% / $61.32 / 1.52% / 11.47% |
67.30% / $339.70 |
$9.70 / $10.40 / $0.70 / 30 |
99 / 100.00% / 95 |
| 5 |
Legs |
Vertical |
Bearish |
$325.86 (-1.16%) / 447K |
|
Earnings: 10/24 |
|
Bearish / 5 hours 39 min |
| Underlying |
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 |
330.00 |
43.31% |
$10.40 / 30 |
$11.30 / 20 |
1 / 5 |
27.197412% |
0.494323 |
-0.211243 |
0.008410 |
0.463873 |
0.184804 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
6.30% |
$0.30 / 37 |
$0.70 / 37 |
0 / 21 |
24.405458% |
0.163336 |
-0.127877 |
0.005206 |
0.287151 |
0.063359 |
|
| 593 |
Legs |
11/17(46) |
CALL |
330.00 / 390.00 |
$965 / $5,035 / 0.19 |
56.69% / $169.65 / 3.37% / 26.91% |
67.25% / $339.65 |
$9.65 / $10.40 / $0.75 / 30 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
330.00 |
43.31% |
$10.40 / 30 |
$11.30 / 20 |
1 / 5 |
27.197412% |
0.494323 |
-0.211243 |
0.008410 |
0.463873 |
0.184804 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
3.74% |
$0.10 / 31 |
$0.75 / 34 |
0 / 4 |
26.884312% |
0.123245 |
-0.105455 |
0.004303 |
0.237365 |
0.048036 |
|
| 588 |
Legs |
12/15(74) |
PUT |
310.00 / 250.00 |
$650 / $5,350 / 0.12 |
67.52% / $0.35 / 0.01% / 0.03% |
72.57% / $303.50 |
$6.50 / $8.30 / $1.80 / 34 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
310.00 |
32.48% |
$8.30 / 48 |
$9.40 / 19 |
0 / 5 |
27.888547% |
-0.351949 |
-0.136482 |
0.006194 |
0.545159 |
-0.267297 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
250.00 |
4.42% |
$0.75 / 55 |
$1.80 / 34 |
0 / 33 |
38.218073% |
-0.060959 |
-0.046243 |
0.002016 |
0.177408 |
-0.044156 |
|
| 227 |
Legs |
11/17(46) |
CALL |
340.00 / 400.00 |
$560 / $5,440 / 0.10 |
67.61% / $149.64 / 2.75% / 21.55% |
73.05% / $345.60 |
$5.60 / $6.20 / $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) |
CALL |
340.00 |
32.39% |
$6.20 / 34 |
$8.20 / 16 |
0 / 11 |
27.337811% |
0.413460 |
-0.204998 |
0.008216 |
0.453165 |
0.156079 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
2.14% |
0 / 0 |
$0.60 / 35 |
0 / 1 |
31.804624% |
0.091349 |
-0.084786 |
0.003467 |
0.191225 |
0.035754 |
|
| 192 |
Legs |
11/17(46) |
CALL |
340.00 / 390.00 |
$545 / $4,455 / 0.12 |
67.61% / $53.22 / 1.19% / 8.92% |
72.91% / $345.45 |
$5.45 / $6.20 / $0.75 / 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) |
CALL |
340.00 |
32.39% |
$6.20 / 34 |
$8.20 / 16 |
0 / 11 |
27.337811% |
0.413460 |
-0.204998 |
0.008216 |
0.453165 |
0.156079 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
3.74% |
$0.10 / 31 |
$0.75 / 34 |
0 / 4 |
26.884312% |
0.123245 |
-0.105455 |
0.004303 |
0.237365 |
0.048036 |
|
| 640 |
Legs |
12/15(74) |
PUT |
300.00 / 240.00 |
$475 / $5,525 / 0.09 |
75.08% / $57.20 / 1.04% / 4.83% |
78.25% / $295.25 |
$4.75 / $5.90 / $1.15 / 15 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
300.00 |
24.92% |
$5.90 / 15 |
$6.70 / 1 |
0 / 5 |
29.106370% |
-0.288495 |
-0.126864 |
0.005700 |
0.501753 |
-0.217031 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
2.92% |
$0.50 / 31 |
$1.15 / 15 |
0 / 32 |
39.326841% |
-0.038504 |
-0.032154 |
0.001396 |
0.122897 |
-0.027727 |
|
|
| 447 |
|
12/15(74) |
CALL |
360.00 / 400.00 |
$955 / $3,045 / 0.31 |
62.72% / $49.72 / 1.63% / 7.70% |
71.14% / $369.55 |
$9.55 / $12.10 / $2.55 / 1 |
70 / 39.08% / 71 |
| 5 |
Legs |
Vertical |
Bearish |
$346.00 (+0.70%) / 419K |
|
Earnings: 11/07 |
|
Bearish / 5 hours 37 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
37.28% |
$12.10 / 1 |
$14.30 / 32 |
0 / 35 |
27.982701% |
0.454901 |
-0.162669 |
0.007215 |
0.621515 |
0.287830 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
10.35% |
$1.85 / 30 |
$2.55 / 5 |
0 / 14 |
24.253968% |
0.218697 |
-0.116726 |
0.005371 |
0.462674 |
0.142317 |
|
| 784 |
Legs |
12/15(74) |
PUT |
340.00 / 280.00 |
$880 / $5,120 / 0.17 |
61.56% / $97.85 / 1.91% / 9.05% |
69.63% / $331.20 |
$8.80 / $13.10 / $4.30 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
340.00 |
38.44% |
$13.10 / 5 |
$14.70 / 30 |
0 / 28 |
29.809568% |
-0.402624 |
-0.122203 |
0.007044 |
0.606789 |
-0.321871 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
4.50% |
$0.60 / 12 |
$4.30 / 12 |
0 / 2 |
37.980246% |
-0.070930 |
-0.046390 |
0.002469 |
0.212671 |
-0.054199 |
|
| 131 |
Legs |
11/17(46) |
CALL |
360.00 / 420.00 |
$835 / $5,165 / 0.16 |
66.36% / $385.46 / 7.46% / 67.80% |
75.14% / $368.35 |
$8.35 / $9.20 / $0.85 / 12 |
|
| Underlying |
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 |
360.00 |
33.64% |
$9.20 / 36 |
$11.80 / 42 |
0 / 12 |
30.911806% |
0.417477 |
-0.197112 |
0.008976 |
0.484541 |
0.170125 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
1.59% |
0 / 0 |
$0.85 / 12 |
0 / 2 |
31.269085% |
0.075745 |
-0.069086 |
0.003279 |
0.177030 |
0.031924 |
|
| 236 |
Legs |
11/17(46) |
PUT |
340.00 / 300.00 |
$660 / $3,340 / 0.20 |
61.92% / $3.68 / 0.11% / 0.79% |
69.54% / $333.40 |
$6.60 / $11.20 / $4.60 / 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 |
340.00 |
38.08% |
$11.20 / 32 |
$13.30 / 45 |
0 / 4 |
32.931313% |
-0.402756 |
-0.160010 |
0.008899 |
0.480388 |
-0.196755 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
300.00 |
6.57% |
$1.75 / 35 |
$4.60 / 30 |
0 / 15 |
38.649413% |
-0.107188 |
-0.080476 |
0.004244 |
0.229085 |
-0.050784 |
|
| 89 |
Legs |
11/17(46) |
CALL |
370.00 / 420.00 |
$515 / $4,485 / 0.12 |
76.70% / $254.54 / 5.68% / 48.73% |
81.16% / $375.15 |
$5.15 / $6.00 / $0.85 / 12 |
|
| Underlying |
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 |
370.00 |
23.30% |
$6.00 / 30 |
$8.50 / 63 |
0 / 9 |
30.715898% |
0.334962 |
-0.181892 |
0.008376 |
0.452172 |
0.137585 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
1.59% |
0 / 0 |
$0.85 / 12 |
0 / 2 |
31.269085% |
0.075745 |
-0.069086 |
0.003279 |
0.177030 |
0.031924 |
|
| 342 |
Legs |
11/17(46) |
CALL |
380.00 / 420.00 |
$180 / $3,820 / 0.05 |
84.79% / $40.47 / 1.06% / 7.87% |
86.00% / $381.80 |
$1.80 / $2.65 / $0.85 / 12 |
|
| Underlying |
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 |
380.00 |
15.21% |
$2.65 / 43 |
$6.10 / 44 |
1 / 4 |
29.297609% |
0.261626 |
-0.161049 |
0.007482 |
0.403900 |
0.108192 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
1.59% |
0 / 0 |
$0.85 / 12 |
0 / 2 |
31.269085% |
0.075745 |
-0.069086 |
0.003279 |
0.177030 |
0.031924 |
|
|
| 174 |
|
11/17(46) |
CALL |
180.00 / 220.00 |
$945 / $3,055 / 0.31 |
60.53% / $196.38 / 6.43% / 56.52% |
72.20% / $189.45 |
$9.45 / $12.10 / $2.65 / 5 |
44 / 21.39% / 53 |
| 5 |
Legs |
Vertical |
Bearish |
$176.18 (+2.67%) / 835K |
|
Earnings: 11/08 |
|
Neutral / 5 hours 38 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
180.00 |
39.47% |
$12.10 / 5 |
$12.70 / 19 |
11 / 83 |
59.134682% |
0.490831 |
-0.173798 |
0.010268 |
0.248498 |
0.092763 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
6.31% |
$2.35 / 74 |
$2.65 / 62 |
9 / 103 |
56.447796% |
0.178788 |
-0.111419 |
0.006727 |
0.162797 |
0.035591 |
|
| 124 |
Legs |
11/17(46) |
PUT |
170.00 / 140.00 |
$870 / $2,130 / 0.41 |
59.82% / $101.01 / 4.74% / 39.54% |
70.89% / $161.30 |
$8.70 / $12.10 / $3.40 / 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 |
170.00 |
40.18% |
$12.10 / 100 |
$12.60 / 13 |
14 / 114 |
59.558861% |
-0.408069 |
-0.149985 |
0.009997 |
0.241934 |
-0.108048 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
10.89% |
$3.20 / 11 |
$3.40 / 6 |
13 / 176 |
64.952422% |
-0.135578 |
-0.086676 |
0.005606 |
0.135674 |
-0.034110 |
|
| 58 |
Legs |
11/17(46) |
CALL |
185.00 / 230.00 |
$835 / $3,665 / 0.23 |
66.98% / $302.15 / 8.24% / 76.77% |
76.33% / $193.35 |
$8.35 / $10.10 / $1.75 / 11 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
185.00 |
33.02% |
$10.10 / 13 |
$10.60 / 18 |
24 / 154 |
58.423242% |
0.442174 |
-0.171288 |
0.010163 |
0.245948 |
0.084310 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
3.52% |
$1.50 / 90 |
$1.75 / 11 |
338 / 288 |
56.522492% |
0.131635 |
-0.090734 |
0.005493 |
0.132948 |
0.026420 |
|
| 143 |
Legs |
11/17(46) |
CALL |
180.00 / 210.00 |
$810 / $2,190 / 0.37 |
60.53% / $68.64 / 3.13% / 24.85% |
70.67% / $188.10 |
$8.10 / $12.10 / $4.00 / 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) |
CALL |
180.00 |
39.47% |
$12.10 / 5 |
$12.70 / 19 |
11 / 83 |
59.134682% |
0.490831 |
-0.173798 |
0.010268 |
0.248498 |
0.092763 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
210.00 |
10.81% |
$3.70 / 54 |
$4.00 / 76 |
124 / 210 |
56.735449% |
0.238218 |
-0.132489 |
0.007971 |
0.192904 |
0.046964 |
|
| 157 |
Legs |
11/17(46) |
PUT |
170.00 / 145.00 |
$780 / $1,720 / 0.45 |
59.82% / $55.93 / 3.25% / 25.88% |
69.83% / $162.20 |
$7.80 / $12.10 / $4.30 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
170.00 |
40.18% |
$12.10 / 100 |
$12.60 / 13 |
14 / 114 |
59.558861% |
-0.408069 |
-0.149985 |
0.009997 |
0.241934 |
-0.108048 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
14.04% |
$4.10 / 11 |
$4.30 / 6 |
3 / 174 |
63.627188% |
-0.172701 |
-0.101385 |
0.006581 |
0.159264 |
-0.043772 |
|
| 780 |
Legs |
10/20(18) |
PUT |
172.50 / 145.00 |
$540 / $2,210 / 0.24 |
55.56% / $45.35 / 2.05% / 40.67% |
66.86% / $167.10 |
$5.40 / $6.00 / $0.60 / 11 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
172.50 |
44.44% |
$6.00 / 11 |
$6.30 / 14 |
1 / 84 |
43.701214% |
-0.446823 |
-0.246161 |
0.016010 |
0.156633 |
-0.045096 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
145.00 |
5.90% |
$0.50 / 11 |
$0.60 / 80 |
1 / 463 |
52.976209% |
-0.087768 |
-0.101551 |
0.006454 |
0.063139 |
-0.008485 |
|
|
| 677 |
|
12/15(74) |
CALL |
400.00 / 460.00 |
$935 / $5,065 / 0.19 |
65.09% / $97.22 / 1.92% / 9.09% |
72.22% / $409.35 |
$9.35 / $11.90 / $2.55 / 20 |
60 / 62.24% / 50 |
| 5 |
Legs |
Vertical |
Bearish |
$382.36 (-0.98%) / 233K |
|
Earnings: 10/25 |
|
Neutral / 5 hours 35 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
34.91% |
$11.90 / 30 |
$12.70 / 6 |
0 / 20 |
26.499444% |
0.438141 |
-0.180992 |
0.006376 |
0.681335 |
0.305612 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
5.41% |
$0.55 / 33 |
$2.55 / 20 |
0 / 8 |
26.447129% |
0.154370 |
-0.104707 |
0.003844 |
0.410815 |
0.111437 |
|
| 225 |
Legs |
11/17(46) |
CALL |
390.00 / 430.00 |
$930 / $3,070 / 0.30 |
58.83% / $5.73 / 0.19% / 1.35% |
68.50% / $399.30 |
$9.30 / $12.10 / $2.80 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
41.17% |
$12.10 / 31 |
$12.60 / 1 |
5 / 2 |
27.597214% |
0.474159 |
-0.227741 |
0.008135 |
0.544791 |
0.211397 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
430.00 |
9.78% |
$2.20 / 7 |
$2.80 / 20 |
1 / 12 |
27.573861% |
0.204488 |
-0.156767 |
0.005797 |
0.388237 |
0.093599 |
|
| 379 |
Legs |
11/17(46) |
CALL |
390.00 / 440.00 |
$915 / $4,085 / 0.22 |
58.83% / $62.56 / 1.53% / 11.55% |
68.35% / $399.15 |
$9.15 / $12.10 / $2.95 / 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) |
CALL |
390.00 |
41.17% |
$12.10 / 31 |
$12.60 / 1 |
5 / 2 |
27.597214% |
0.474159 |
-0.227741 |
0.008135 |
0.544791 |
0.211397 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
6.10% |
$1.40 / 30 |
$2.95 / 20 |
2 / 2 |
30.112167% |
0.157485 |
-0.132378 |
0.004921 |
0.329521 |
0.072419 |
|
| 563 |
Legs |
12/15(74) |
CALL |
410.00 / 470.00 |
$520 / $5,480 / 0.10 |
72.68% / $11.33 / 0.21% / 0.95% |
76.21% / $415.20 |
$5.20 / $7.80 / $2.60 / 11 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
410.00 |
27.32% |
$7.80 / 37 |
$9.30 / 4 |
0 / 24 |
25.541650% |
0.379037 |
-0.172972 |
0.006154 |
0.657692 |
0.266358 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
3.64% |
$1.00 / 7 |
$2.60 / 11 |
0 / 11 |
29.833072% |
0.124961 |
-0.090317 |
0.003329 |
0.355775 |
0.090559 |
|
| 947 |
Legs |
10/20(18) |
PUT |
380.00 / 320.00 |
$510 / $5,490 / 0.09 |
55.32% / $230.15 / 4.19% / 99.36% |
64.00% / $374.90 |
$5.10 / $7.20 / $2.10 / 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 |
380.00 |
44.68% |
$7.20 / 10 |
$7.80 / 30 |
0 / 25 |
24.940174% |
-0.454825 |
-0.301507 |
0.012739 |
0.344884 |
-0.096160 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
320.00 |
0.46% |
0 / 0 |
$2.10 / 13 |
0 / 3 |
59.499506% |
-0.013217 |
-0.027158 |
0.001091 |
0.029547 |
-0.002701 |
|
| 486 |
Legs |
10/20(18) |
CALL |
390.00 / 420.00 |
$445 / $2,555 / 0.17 |
64.28% / $36.29 / 1.42% / 26.74% |
71.18% / $394.45 |
$4.45 / $5.10 / $0.65 / 4 |
|
| 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 |
390.00 |
35.72% |
$5.10 / 5 |
$5.40 / 5 |
0 / 17 |
24.314688% |
0.418830 |
-0.338672 |
0.012555 |
0.339902 |
0.078432 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
420.00 |
5.21% |
$0.40 / 30 |
$0.65 / 4 |
1 / 9 |
25.519820% |
0.132813 |
-0.181862 |
0.006900 |
0.186802 |
0.025320 |
|
|
| 790 |
|
12/15(74) |
PUT |
150.00 / 120.00 |
$935 / $2,065 / 0.45 |
57.13% / $35.33 / 1.71% / 8.08% |
68.45% / $140.65 |
$9.35 / $12.35 / $3.00 / 2 |
33 / 21.56% / 75 |
| 5 |
Legs |
Vertical |
Bullish |
$151.2486 (-1.00%) / 3.41M |
|
Earnings: 11/29 |
|
Bearish / 5 hours 30 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
150.00 |
42.87% |
$12.35 / 2 |
$12.50 / 54 |
48 / 6,504 |
50.896646% |
-0.422384 |
-0.100749 |
0.009228 |
0.267760 |
-0.163039 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
120.00 |
13.86% |
$2.94 / 51 |
$3.00 / 29 |
4 / 542 |
55.205933% |
-0.161101 |
-0.065552 |
0.005763 |
0.167212 |
-0.058425 |
|
| 819 |
Legs |
12/15(74) |
PUT |
150.00 / 125.00 |
$840 / $1,660 / 0.51 |
57.13% / $10.67 / 0.64% / 2.98% |
67.38% / $141.60 |
$8.40 / $12.35 / $3.95 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
150.00 |
42.87% |
$12.35 / 2 |
$12.50 / 54 |
48 / 6,504 |
50.896646% |
-0.422384 |
-0.100749 |
0.009228 |
0.267760 |
-0.163039 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
125.00 |
17.20% |
$3.85 / 96 |
$3.95 / 37 |
12 / 340 |
54.183333% |
-0.199150 |
-0.074523 |
0.006585 |
0.191049 |
-0.072899 |
|
| 305 |
Legs |
12/15(74) |
PUT |
145.00 / 115.00 |
$779 / $2,221 / 0.35 |
63.41% / $70.36 / 3.17% / 15.35% |
72.12% / $137.21 |
$7.79 / $10.05 / $2.26 / 16 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
145.00 |
36.59% |
$10.05 / 43 |
$10.20 / 29 |
23 / 1,029 |
51.281395% |
-0.375831 |
-0.098574 |
0.008948 |
0.259612 |
-0.143410 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
115.00 |
11.07% |
$2.20 / 13 |
$2.26 / 16 |
0 / 161 |
56.327722% |
-0.126850 |
-0.056031 |
0.004904 |
0.142288 |
-0.045598 |
|
| 452 |
Legs |
12/15(74) |
CALL |
160.00 / 190.00 |
$740 / $2,260 / 0.33 |
63.44% / $33.69 / 1.49% / 7.01% |
71.60% / $167.40 |
$7.40 / $10.65 / $3.25 / 17 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
160.00 |
36.56% |
$10.65 / 26 |
$10.75 / 4 |
19 / 842 |
50.111835% |
0.486483 |
-0.120173 |
0.009402 |
0.272785 |
0.122605 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
190.00 |
11.35% |
$3.15 / 77 |
$3.25 / 17 |
2 / 451 |
48.917056% |
0.259306 |
-0.095740 |
0.007638 |
0.221613 |
0.068498 |
|
| 272 |
Legs |
11/17(46) |
PUT |
150.00 / 120.00 |
$730 / $2,270 / 0.32 |
56.25% / $4.40 / 0.19% / 1.40% |
67.52% / $142.70 |
$7.30 / $8.40 / $1.10 / 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 |
150.00 |
43.75% |
$8.40 / 37 |
$8.55 / 29 |
65 / 1,553 |
44.294586% |
-0.434326 |
-0.130819 |
0.011722 |
0.213132 |
-0.100380 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
9.72% |
$1.07 / 28 |
$1.10 / 4 |
35 / 1,296 |
50.548892% |
-0.121291 |
-0.069423 |
0.006004 |
0.109161 |
-0.026429 |
|
| 332 |
Legs |
12/15(74) |
PUT |
145.00 / 120.00 |
$705 / $1,795 / 0.39 |
63.41% / $42.10 / 2.35% / 11.20% |
71.36% / $137.95 |
$7.05 / $10.05 / $3.00 / 29 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
145.00 |
36.59% |
$10.05 / 43 |
$10.20 / 29 |
23 / 1,029 |
51.281395% |
-0.375831 |
-0.098574 |
0.008948 |
0.259612 |
-0.143410 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
120.00 |
13.86% |
$2.94 / 51 |
$3.00 / 29 |
4 / 542 |
55.205933% |
-0.161101 |
-0.065552 |
0.005763 |
0.167212 |
-0.058425 |
|
|
| 987 |
|
12/15(74) |
CALL |
195.00 / 250.00 |
$935 / $4,565 / 0.21 |
51.66% / $273.38 / 5.99% / 30.51% |
66.05% / $204.35 |
$9.35 / $10.00 / $0.65 / 8 |
97 / 90.65% / 82 |
| 5 |
Legs |
Vertical |
Bearish |
$193.88 (-1.46%) / 1.12M |
|
Earnings: 10/25 |
|
Bearish / 5 hours 32 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
48.34% |
$10.00 / 8 |
$10.30 / 16 |
0 / 5 |
28.025155% |
0.540346 |
-0.102408 |
0.011529 |
0.348332 |
0.186373 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
2.19% |
0 / 0 |
$0.65 / 32 |
0 / 131 |
32.538650% |
0.097478 |
-0.041703 |
0.005004 |
0.151170 |
0.035756 |
|
| 975 |
Legs |
12/15(74) |
CALL |
195.00 / 240.00 |
$930 / $3,570 / 0.26 |
51.66% / $149.78 / 4.20% / 20.70% |
65.98% / $204.30 |
$9.30 / $10.00 / $0.70 / 8 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
48.34% |
$10.00 / 8 |
$10.30 / 16 |
0 / 5 |
28.025155% |
0.540346 |
-0.102408 |
0.011529 |
0.348332 |
0.186373 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
4.53% |
$0.05 / 48 |
$0.70 / 50 |
0 / 100 |
25.358831% |
0.143105 |
-0.055012 |
0.006562 |
0.198265 |
0.052128 |
|
| 942 |
Legs |
12/15(74) |
CALL |
195.00 / 230.00 |
$905 / $2,595 / 0.35 |
51.66% / $26.50 / 1.02% / 4.76% |
65.63% / $204.05 |
$9.05 / $10.00 / $0.95 / 8 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
48.34% |
$10.00 / 8 |
$10.30 / 16 |
0 / 5 |
28.025155% |
0.540346 |
-0.102408 |
0.011529 |
0.348332 |
0.186373 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
230.00 |
8.79% |
$0.70 / 13 |
$0.95 / 13 |
0 / 74 |
24.992095% |
0.204086 |
-0.069512 |
0.008231 |
0.248695 |
0.073726 |
|
| 925 |
Legs |
12/15(74) |
CALL |
200.00 / 250.00 |
$685 / $4,315 / 0.16 |
59.60% / $215.79 / 5.00% / 25.03% |
69.52% / $206.85 |
$6.85 / $7.50 / $0.65 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
40.40% |
$7.50 / 6 |
$7.90 / 30 |
2 / 107 |
27.330218% |
0.483615 |
-0.101701 |
0.011579 |
0.349829 |
0.168295 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
2.19% |
0 / 0 |
$0.65 / 32 |
0 / 131 |
32.538650% |
0.097478 |
-0.041703 |
0.005004 |
0.151170 |
0.035756 |
|
| 871 |
Legs |
12/15(74) |
CALL |
200.00 / 240.00 |
$680 / $3,320 / 0.21 |
59.60% / $110.16 / 3.32% / 16.12% |
69.45% / $206.80 |
$6.80 / $7.50 / $0.70 / 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) |
CALL |
200.00 |
40.40% |
$7.50 / 6 |
$7.90 / 30 |
2 / 107 |
27.330218% |
0.483615 |
-0.101701 |
0.011579 |
0.349829 |
0.168295 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
4.53% |
$0.05 / 48 |
$0.70 / 50 |
0 / 100 |
25.358831% |
0.143105 |
-0.055012 |
0.006562 |
0.198265 |
0.052128 |
|
| 742 |
Legs |
11/17(46) |
CALL |
195.00 / 230.00 |
$660 / $2,840 / 0.23 |
52.37% / $94.54 / 3.33% / 26.55% |
65.25% / $201.60 |
$6.60 / $7.10 / $0.50 / 59 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
195.00 |
47.63% |
$7.10 / 80 |
$8.10 / 30 |
6 / 27 |
27.550336% |
0.524409 |
-0.126771 |
0.014612 |
0.276647 |
0.116902 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
4.37% |
$0.05 / 38 |
$0.50 / 59 |
3 / 434 |
25.600033% |
0.133159 |
-0.065357 |
0.007892 |
0.149427 |
0.030981 |
|
|
| 19 |
|
11/17(46) |
PUT |
490.00 / 430.00 |
$920 / $5,080 / 0.18 |
70.91% / $8.18 / 0.16% / 1.16% |
75.60% / $480.80 |
$9.20 / $14.10 / $4.90 / 7 |
73 / 57.40% / 48 |
| 3 |
Legs |
Vertical |
Bullish |
$517.55 (+0.67%) / 303K |
|
Earnings: 10/26 |
|
Neutral / 5 hours 38 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
490.00 |
29.09% |
$14.10 / 7 |
$16.20 / 8 |
0 / 367 |
38.725499% |
-0.327431 |
-0.304145 |
0.004230 |
0.670175 |
-0.243981 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
430.00 |
7.46% |
$2.20 / 28 |
$4.90 / 7 |
0 / 28 |
42.414354% |
-0.107720 |
-0.160634 |
0.002170 |
0.343851 |
-0.077871 |
|
| 691 |
Legs |
10/20(18) |
CALL |
530.00 / 590.00 |
$755 / $5,245 / 0.14 |
62.67% / $61.09 / 1.16% / 21.48% |
69.50% / $537.55 |
$7.55 / $8.80 / $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) |
CALL |
530.00 |
37.33% |
$8.80 / 7 |
$11.70 / 13 |
19 / 125 |
32.042410% |
0.438169 |
-0.589069 |
0.007263 |
0.465211 |
0.109334 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
590.00 |
4.10% |
$0.05 / 4 |
$1.25 / 1 |
0 / 38 |
32.219437% |
0.119398 |
-0.291987 |
0.003673 |
0.235275 |
0.030567 |
|
| 376 |
Legs |
10/20(18) |
CALL |
540.00 / 600.00 |
$460 / $5,540 / 0.08 |
71.57% / $65.83 / 1.19% / 21.95% |
75.24% / $544.60 |
$4.60 / $5.60 / $1.00 / 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) |
CALL |
540.00 |
28.43% |
$5.60 / 8 |
$7.10 / 8 |
18 / 90 |
30.377593% |
0.369262 |
-0.561056 |
0.006953 |
0.445361 |
0.092665 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
600.00 |
2.49% |
0 / 0 |
$1.00 / 5 |
0 / 48 |
38.604605% |
0.090412 |
-0.238256 |
0.003003 |
0.192323 |
0.023211 |
|
| 319 |
Legs |
11/17(46) |
PUT |
460.00 / 400.00 |
$400 / $5,600 / 0.07 |
84.33% / $32.83 / 0.59% / 4.29% |
85.71% / $456.00 |
$4.00 / $7.10 / $3.10 / 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 |
15.67% |
$7.10 / 14 |
$10.00 / 7 |
0 / 7 |
42.225654% |
-0.203280 |
-0.242249 |
0.003312 |
0.524808 |
-0.149001 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
400.00 |
3.18% |
0 / 0 |
$3.10 / 6 |
0 / 5 |
52.423098% |
-0.046761 |
-0.085523 |
0.001145 |
0.181476 |
-0.033413 |
|
|
| 610 |
|
12/15(74) |
CALL |
480.00 / 580.00 |
$920 / $9,080 / 0.10 |
72.05% / $26.76 / 0.29% / 1.36% |
75.92% / $489.20 |
$9.20 / $10.70 / $1.50 / 14 |
75 / 73.29% / 50 |
| 1 |
Legs |
Vertical |
Bearish |
$438.50 (-0.30%) / 976K |
|
Earnings: 10/27 |
|
Neutral / 5 hours 33 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
27.95% |
$10.70 / 14 |
$11.30 / 11 |
0 / 83 |
30.370989% |
0.402589 |
-0.273600 |
0.003920 |
0.769391 |
0.311266 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
3.81% |
$0.25 / 33 |
$1.50 / 30 |
0 / 20 |
31.781672% |
0.138430 |
-0.152157 |
0.002237 |
0.439131 |
0.111784 |
|
| 775 |
Legs |
12/15(74) |
CALL |
500.00 / 620.00 |
$490 / $11,510 / 0.04 |
79.97% / $80.42 / 0.70% / 3.24% |
81.65% / $504.90 |
$4.90 / $6.40 / $1.50 / 7 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
500.00 |
20.03% |
$6.40 / 7 |
$6.90 / 15 |
1 / 82 |
30.179044% |
0.334321 |
-0.255458 |
0.003687 |
0.723732 |
0.261424 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
1.42% |
0 / 0 |
$1.50 / 16 |
8 / 23 |
41.750332% |
0.083227 |
-0.104932 |
0.001551 |
0.304514 |
0.067942 |
|
|
| 666 |
|
12/15(74) |
PUT |
120.00 / 90.00 |
$920 / $2,080 / 0.44 |
59.67% / $50.56 / 2.43% / 11.62% |
69.79% / $110.80 |
$9.20 / $12.00 / $2.80 / 13 |
66 / 34.61% / 84 |
| 5 |
Legs |
Vertical |
Bullish |
$122.76 (-5.21%) / 2.52M |
|
Earnings: 11/06 |
|
Bearish / 5 hours 33 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
120.00 |
40.33% |
$12.00 / 13 |
$12.30 / 24 |
20 / 167 |
64.388342% |
-0.395595 |
-0.107439 |
0.008567 |
0.213864 |
-0.132094 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
90.00 |
14.16% |
$2.70 / 18 |
$2.80 / 35 |
1 / 35 |
70.437552% |
-0.147217 |
-0.066261 |
0.005121 |
0.127839 |
-0.045404 |
|
| 155 |
Legs |
11/17(46) |
PUT |
120.00 / 90.00 |
$835 / $2,165 / 0.39 |
59.11% / $90.08 / 4.16% / 34.07% |
70.67% / $111.65 |
$8.35 / $10.20 / $1.85 / 15 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
120.00 |
40.89% |
$10.20 / 15 |
$10.40 / 17 |
51 / 266 |
69.021941% |
-0.406765 |
-0.139144 |
0.010901 |
0.170528 |
-0.080161 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
10.16% |
$1.70 / 33 |
$1.85 / 90 |
2 / 110 |
76.510818% |
-0.110129 |
-0.069306 |
0.005287 |
0.082713 |
-0.020143 |
|
| 697 |
Legs |
12/15(74) |
PUT |
120.00 / 95.00 |
$830 / $1,670 / 0.50 |
59.67% / $35.50 / 2.13% / 10.11% |
68.88% / $111.70 |
$8.30 / $12.00 / $3.70 / 10 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
120.00 |
40.33% |
$12.00 / 13 |
$12.30 / 24 |
20 / 167 |
64.388342% |
-0.395595 |
-0.107439 |
0.008567 |
0.213864 |
-0.132094 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
95.00 |
17.18% |
$3.60 / 78 |
$3.70 / 10 |
6 / 82 |
68.854133% |
-0.183752 |
-0.076190 |
0.005912 |
0.147576 |
-0.057368 |
|
| 363 |
Legs |
11/17(46) |
CALL |
125.00 / 155.00 |
$810 / $2,190 / 0.37 |
56.82% / $15.94 / 0.73% / 5.35% |
68.29% / $133.10 |
$8.10 / $11.10 / $3.00 / 23 |
|
| Underlying |
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 |
125.00 |
43.18% |
$11.10 / 74 |
$11.40 / 81 |
12 / 6 |
68.286655% |
0.538001 |
-0.156924 |
0.011158 |
0.174543 |
0.067626 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
155.00 |
11.25% |
$2.85 / 66 |
$3.00 / 23 |
6 / 53 |
66.237592% |
0.259516 |
-0.126061 |
0.009105 |
0.142424 |
0.034680 |
|
| 102 |
Legs |
11/10(39) |
PUT |
120.00 / 90.00 |
$790 / $2,210 / 0.36 |
59.03% / $102.37 / 4.63% / 46.21% |
70.86% / $112.10 |
$7.90 / $9.40 / $1.50 / 5 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/10/2023 (W) |
PUT |
120.00 |
40.97% |
$9.40 / 32 |
$9.90 / 188 |
1 / 2 |
70.303383% |
-0.409448 |
-0.151823 |
0.011836 |
0.157570 |
-0.067468 |
| NASDAQ / Stock |
Long (Buy) |
11/10/2023 (W) |
PUT |
90.00 |
8.76% |
$1.40 / 39 |
$1.50 / 5 |
1 / 1 |
77.960863% |
-0.096447 |
-0.068465 |
0.005205 |
0.069297 |
-0.014777 |
|
| 194 |
Legs |
11/17(46) |
PUT |
120.00 / 95.00 |
$760 / $1,740 / 0.44 |
59.11% / $49.10 / 2.82% / 22.15% |
69.72% / $112.40 |
$7.60 / $10.20 / $2.60 / 15 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
120.00 |
40.89% |
$10.20 / 15 |
$10.40 / 17 |
51 / 266 |
69.021941% |
-0.406765 |
-0.139144 |
0.010901 |
0.170528 |
-0.080161 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
95.00 |
13.27% |
$2.45 / 40 |
$2.60 / 133 |
11 / 185 |
74.958360% |
-0.149220 |
-0.085303 |
0.006528 |
0.102119 |
-0.027591 |
|
|
| 889 |
|
12/15(74) |
CALL |
250.00 / 300.00 |
$920 / $4,080 / 0.23 |
58.34% / $77.64 / 1.90% / 9.01% |
68.42% / $259.20 |
$9.20 / $11.00 / $1.80 / 17 |
59 / 30.37% / 8 |
| 5 |
Legs |
Vertical |
Bearish |
$243.14 (-1.26%) / 493K |
|
Earnings: 11/01 |
|
Bullish / 5 hours 34 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
41.66% |
$11.00 / 20 |
$13.40 / 17 |
1 / 27 |
32.442095% |
0.496411 |
-0.135659 |
0.008651 |
0.439116 |
0.214339 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
5.85% |
$0.55 / 20 |
$1.80 / 17 |
0 / 21 |
30.308678% |
0.166257 |
-0.081260 |
0.005409 |
0.274586 |
0.075259 |
|
| 939 |
Legs |
12/15(74) |
CALL |
250.00 / 310.00 |
$915 / $5,085 / 0.18 |
58.34% / $178.17 / 3.50% / 17.08% |
68.37% / $259.15 |
$9.15 / $11.00 / $1.85 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
41.66% |
$11.00 / 20 |
$13.40 / 17 |
1 / 27 |
32.442095% |
0.496411 |
-0.135659 |
0.008651 |
0.439116 |
0.214339 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
3.50% |
0 / 0 |
$1.85 / 28 |
0 / 3 |
37.795256% |
0.126784 |
-0.067421 |
0.004508 |
0.228843 |
0.057735 |
|
| 653 |
Legs |
12/15(74) |
CALL |
260.00 / 310.00 |
$495 / $4,505 / 0.11 |
69.23% / $45.61 / 1.01% / 4.72% |
73.98% / $264.95 |
$4.95 / $6.80 / $1.85 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
260.00 |
30.77% |
$6.80 / 20 |
$9.20 / 19 |
0 / 33 |
31.132275% |
0.414680 |
-0.130843 |
0.008452 |
0.429052 |
0.181318 |
| NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
3.50% |
0 / 0 |
$1.85 / 28 |
0 / 3 |
37.795256% |
0.126784 |
-0.067421 |
0.004508 |
0.228843 |
0.057735 |
|
| 805 |
Legs |
10/20(18) |
PUT |
240.00 / 195.00 |
$415 / $4,085 / 0.10 |
59.48% / $215.38 / 5.27% / 137.08% |
68.54% / $235.85 |
$4.15 / $4.70 / $0.55 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
240.00 |
40.52% |
$4.70 / 2 |
$5.30 / 9 |
1 / 74 |
29.910226% |
-0.422603 |
-0.225322 |
0.016863 |
0.216853 |
-0.057371 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
195.00 |
0.37% |
0 / 0 |
$0.55 / 1 |
0 / 1 |
57.859792% |
-0.008953 |
-0.014498 |
0.001042 |
0.013404 |
-0.001169 |
|
| 797 |
Legs |
10/20(18) |
PUT |
240.00 / 200.00 |
$400 / $3,600 / 0.11 |
59.48% / $181.15 / 5.03% / 128.14% |
68.23% / $236.00 |
$4.00 / $4.70 / $0.70 / 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 |
240.00 |
40.52% |
$4.70 / 2 |
$5.30 / 9 |
1 / 74 |
29.910226% |
-0.422603 |
-0.225322 |
0.016863 |
0.216853 |
-0.057371 |
| NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
200.00 |
0.76% |
0 / 0 |
$0.70 / 1 |
0 / 33 |
55.085536% |
-0.017746 |
-0.026157 |
0.001884 |
0.024230 |
-0.002323 |
|
| 48 |
Legs |
11/17(46) |
CALL |
260.00 / 290.00 |
$345 / $2,655 / 0.13 |
73.72% / $24.36 / 0.92% / 6.79% |
77.58% / $263.45 |
$3.45 / $4.80 / $1.35 / 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) |
CALL |
260.00 |
26.28% |
$4.80 / 20 |
$5.30 / 10 |
0 / 4 |
31.040552% |
0.366824 |
-0.156275 |
0.010314 |
0.328074 |
0.103795 |
| NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
4.88% |
$0.15 / 20 |
$1.35 / 32 |
0 / 5 |
30.654267% |
0.143063 |
-0.091738 |
0.006187 |
0.196813 |
0.041506 |
|
|
| 881 |
|
12/15(74) |
CALL |
280.00 / 330.00 |
$910 / $4,090 / 0.22 |
57.89% / $181.88 / 4.45% / 22.04% |
69.02% / $289.10 |
$9.10 / $9.90 / $0.80 / 20 |
71 / 61.78% / 62 |
| 5 |
Legs |
Vertical |
Bearish |
$273.84 (+0.21%) / 1.16M |
|
Earnings: 10/30 |
|
Neutral / 5 hours 35 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
42.11% |
$9.90 / 20 |
$10.30 / 61 |
0 / 456 |
24.216468% |
0.487303 |
-0.121202 |
0.009562 |
0.493470 |
0.244020 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
4.22% |
$0.20 / 39 |
$0.80 / 153 |
0 / 213 |
22.640830% |
0.133312 |
-0.062801 |
0.005170 |
0.266776 |
0.069564 |
|
| 952 |
Legs |
12/15(74) |
CALL |
280.00 / 340.00 |
$825 / $5,175 / 0.16 |
57.89% / $239.24 / 4.62% / 22.99% |
68.04% / $288.25 |
$8.25 / $9.90 / $1.65 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
42.11% |
$9.90 / 20 |
$10.30 / 61 |
0 / 456 |
24.216468% |
0.487303 |
-0.121202 |
0.009562 |
0.493470 |
0.244020 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
2.26% |
0 / 0 |
$1.65 / 62 |
0 / 78 |
32.911669% |
0.095598 |
-0.049337 |
0.004078 |
0.210471 |
0.050137 |
|
| 854 |
Legs |
12/15(74) |
CALL |
280.00 / 320.00 |
$805 / $3,195 / 0.25 |
57.89% / $17.48 / 0.55% / 2.53% |
67.81% / $288.05 |
$8.05 / $9.90 / $1.85 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
42.11% |
$9.90 / 20 |
$10.30 / 61 |
0 / 456 |
24.216468% |
0.487303 |
-0.121202 |
0.009562 |
0.493470 |
0.244020 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
7.49% |
$0.85 / 6 |
$1.85 / 91 |
0 / 592 |
24.388961% |
0.181758 |
-0.077411 |
0.006340 |
0.327155 |
0.094292 |
|
| 826 |
Legs |
12/15(74) |
PUT |
270.00 / 220.00 |
$770 / $4,230 / 0.18 |
59.67% / $148.75 / 3.52% / 17.14% |
69.13% / $262.30 |
$7.70 / $8.80 / $1.10 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
40.33% |
$8.80 / 20 |
$9.30 / 53 |
5 / 411 |
24.026509% |
-0.415881 |
-0.095491 |
0.009358 |
0.482907 |
-0.262109 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
3.70% |
$0.20 / 50 |
$1.10 / 53 |
0 / 17 |
29.908228% |
-0.059637 |
-0.031182 |
0.002848 |
0.146970 |
-0.035857 |
|
| 861 |
Legs |
12/15(74) |
PUT |
270.00 / 210.00 |
$765 / $5,235 / 0.15 |
59.67% / $249.02 / 4.76% / 23.71% |
69.07% / $262.35 |
$7.65 / $8.80 / $1.15 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
40.33% |
$8.80 / 20 |
$9.30 / 53 |
5 / 411 |
24.026509% |
-0.415881 |
-0.095491 |
0.009358 |
0.482907 |
-0.262109 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
1.94% |
$0.10 / 50 |
$1.15 / 52 |
0 / 6 |
34.668220% |
-0.031189 |
-0.018608 |
0.001688 |
0.087117 |
-0.018632 |
|
| 312 |
Legs |
11/17(46) |
CALL |
280.00 / 320.00 |
$695 / $3,305 / 0.21 |
60.16% / $188.11 / 5.69% / 48.90% |
70.68% / $286.95 |
$6.95 / $7.70 / $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) |
CALL |
280.00 |
39.84% |
$7.70 / 20 |
$8.00 / 1 |
25 / 110 |
25.734865% |
0.461637 |
-0.149607 |
0.012041 |
0.389386 |
0.148702 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
3.45% |
$0.05 / 48 |
$0.75 / 78 |
0 / 74 |
24.006195% |
0.114162 |
-0.070382 |
0.005860 |
0.189506 |
0.037979 |
|
|
| 961 |
|
12/15(74) |
CALL |
180.00 / 220.00 |
$905 / $3,095 / 0.29 |
52.59% / $38.40 / 1.24% / 5.81% |
65.74% / $189.05 |
$9.05 / $9.80 / $0.75 / 21 |
95 / 61.88% / 68 |
| 5 |
Legs |
Vertical |
Bearish |
$178.93 (-2.32%) / 847K |
|
Earnings: 10/18 |
|
Bearish / 5 hours 38 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
180.00 |
47.41% |
$9.80 / 33 |
$10.20 / 41 |
0 / 20 |
30.692023% |
0.540875 |
-0.104139 |
0.010878 |
0.320914 |
0.168808 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
220.00 |
7.25% |
$0.55 / 21 |
$0.75 / 21 |
1 / 172 |
28.267987% |
0.189057 |
-0.068624 |
0.007425 |
0.219061 |
0.062347 |
|
| 716 |
Legs |
11/17(46) |
CALL |
180.00 / 220.00 |
$755 / $3,245 / 0.23 |
52.95% / $171.84 / 5.30% / 44.93% |
66.73% / $187.55 |
$7.55 / $8.10 / $0.55 / 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) |
CALL |
180.00 |
47.05% |
$8.10 / 136 |
$8.50 / 59 |
1 / 1 |
33.207001% |
0.526134 |
-0.130058 |
0.013795 |
0.255041 |
0.106562 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
3.40% |
$0.15 / 93 |
$0.55 / 171 |
0 / 14 |
31.962230% |
0.119368 |
-0.063059 |
0.006912 |
0.127793 |
0.025439 |
|
| 529 |
Legs |
11/17(46) |
CALL |
180.00 / 210.00 |
$725 / $2,275 / 0.32 |
52.95% / $39.28 / 1.73% / 13.10% |
66.22% / $187.25 |
$7.25 / $8.10 / $0.85 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
180.00 |
47.05% |
$8.10 / 136 |
$8.50 / 59 |
1 / 1 |
33.207001% |
0.526134 |
-0.130058 |
0.013795 |
0.255041 |
0.106562 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
210.00 |
7.79% |
$0.50 / 71 |
$0.85 / 6 |
0 / 10 |
29.960776% |
0.186798 |
-0.085353 |
0.009313 |
0.172175 |
0.039465 |
|
| 828 |
Legs |
12/15(74) |
CALL |
185.00 / 220.00 |
$665 / $2,835 / 0.24 |
60.07% / $18.07 / 0.64% / 2.95% |
69.15% / $191.65 |
$6.65 / $7.40 / $0.75 / 21 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
185.00 |
39.93% |
$7.40 / 36 |
$7.70 / 32 |
1 / 18 |
29.789921% |
0.487384 |
-0.103926 |
0.010933 |
0.322548 |
0.153579 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
220.00 |
7.25% |
$0.55 / 21 |
$0.75 / 21 |
1 / 172 |
28.267987% |
0.189057 |
-0.068624 |
0.007425 |
0.219061 |
0.062347 |
|
| 943 |
Legs |
12/15(74) |
CALL |
185.00 / 230.00 |
$570 / $3,930 / 0.15 |
60.07% / $46.78 / 1.19% / 5.57% |
67.92% / $190.70 |
$5.70 / $7.40 / $1.70 / 36 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
185.00 |
39.93% |
$7.40 / 36 |
$7.70 / 32 |
1 / 18 |
29.789921% |
0.487384 |
-0.103926 |
0.010933 |
0.322548 |
0.153579 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
230.00 |
3.87% |
$0.10 / 47 |
$1.70 / 204 |
0 / 122 |
35.363149% |
0.135781 |
-0.055059 |
0.005984 |
0.176524 |
0.045155 |
|
| 328 |
Legs |
11/17(46) |
CALL |
185.00 / 220.00 |
$515 / $2,985 / 0.17 |
62.29% / $120.05 / 4.02% / 32.78% |
70.98% / $190.15 |
$5.15 / $5.70 / $0.55 / 171 |
|
| Underlying |
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 |
185.00 |
37.71% |
$5.70 / 218 |
$6.20 / 74 |
1 / 2 |
32.227568% |
0.458511 |
-0.128725 |
0.013753 |
0.254263 |
0.093742 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
3.40% |
$0.15 / 93 |
$0.55 / 171 |
0 / 14 |
31.962230% |
0.119368 |
-0.063059 |
0.006912 |
0.127793 |
0.025439 |
|
|
| 967 |
|
12/15(74) |
CALL |
260.00 / 310.00 |
$905 / $4,095 / 0.22 |
54.50% / $79.66 / 1.95% / 9.22% |
65.87% / $269.05 |
$9.05 / $11.60 / $2.55 / 13 |
62 / 46.33% / 6 |
| 5 |
Legs |
Vertical |
Bearish |
$255.88 (+0.21%) / 417K |
|
Earnings: 11/01 |
|
Bullish / 5 hours 38 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
260.00 |
45.50% |
$11.60 / 13 |
$12.10 / 8 |
0 / 133 |
27.013661% |
0.515849 |
-0.125636 |
0.009531 |
0.462250 |
0.238571 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
5.12% |
0 / 0 |
$2.55 / 33 |
0 / 19 |
34.042469% |
0.150080 |
-0.069447 |
0.005577 |
0.270468 |
0.072666 |
|
| 504 |
Legs |
11/17(46) |
CALL |
260.00 / 300.00 |
$760 / $3,240 / 0.24 |
56.15% / $142.82 / 4.41% / 36.37% |
68.01% / $267.60 |
$7.60 / $9.00 / $1.40 / 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) |
CALL |
260.00 |
43.85% |
$9.00 / 6 |
$9.40 / 9 |
0 / 128 |
28.177901% |
0.493876 |
-0.154771 |
0.012048 |
0.366174 |
0.147262 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
4.36% |
0 / 0 |
$1.40 / 25 |
0 / 17 |
32.257066% |
0.131141 |
-0.078891 |
0.006428 |
0.195368 |
0.040543 |
|
| 990 |
Legs |
12/15(74) |
CALL |
260.00 / 320.00 |
$720 / $5,280 / 0.14 |
54.50% / $94.22 / 1.78% / 8.44% |
63.66% / $267.20 |
$7.20 / $11.60 / $4.40 / 13 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
260.00 |
45.50% |
$11.60 / 13 |
$12.10 / 8 |
0 / 133 |
27.013661% |
0.515849 |
-0.125636 |
0.009531 |
0.462250 |
0.238571 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
2.82% |
0 / 0 |
$4.40 / 19 |
0 / 1 |
44.903467% |
0.109296 |
-0.055420 |
0.004475 |
0.217045 |
0.053216 |
|
| 718 |
Legs |
11/17(46) |
CALL |
260.00 / 310.00 |
$645 / $4,355 / 0.15 |
56.15% / $189.27 / 4.35% / 35.79% |
66.32% / $266.45 |
$6.45 / $9.00 / $2.55 / 6 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
43.85% |
$9.00 / 6 |
$9.40 / 9 |
0 / 128 |
28.177901% |
0.493876 |
-0.154771 |
0.012048 |
0.366174 |
0.147262 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
1.94% |
0 / 0 |
$2.55 / 12 |
0 / 15 |
43.658217% |
0.084664 |
-0.057197 |
0.004686 |
0.142421 |
0.026318 |
|
| 827 |
Legs |
12/15(74) |
PUT |
250.00 / 200.00 |
$490 / $4,510 / 0.11 |
63.20% / $29.10 / 0.65% / 2.99% |
69.06% / $245.10 |
$4.90 / $8.10 / $3.20 / 20 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
250.00 |
36.80% |
$8.10 / 38 |
$9.40 / 14 |
0 / 53 |
27.616748% |
-0.389881 |
-0.092947 |
0.009173 |
0.444878 |
-0.230931 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
3.22% |
$0.60 / 65 |
$3.20 / 20 |
0 / 9 |
42.927836% |
-0.050039 |
-0.027061 |
0.002467 |
0.119671 |
-0.028216 |
|
| 173 |
Legs |
11/17(46) |
PUT |
250.00 / 220.00 |
$465 / $2,535 / 0.18 |
63.98% / $8.94 / 0.35% / 2.56% |
70.87% / $245.35 |
$4.65 / $7.10 / $2.45 / 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 |
250.00 |
36.02% |
$7.10 / 5 |
$7.60 / 13 |
0 / 211 |
29.641493% |
-0.386793 |
-0.121263 |
0.011561 |
0.351372 |
-0.139895 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
6.20% |
$1.35 / 53 |
$2.45 / 42 |
0 / 25 |
37.566725% |
-0.101086 |
-0.058867 |
0.005343 |
0.162376 |
-0.035459 |
|
|
| 209 |
|
11/17(46) |
CALL |
270.00 / 320.00 |
$895 / $4,105 / 0.22 |
63.04% / $232.39 / 5.66% / 48.59% |
72.67% / $278.95 |
$8.95 / $10.70 / $1.75 / 18 |
60 / 40.82% / 30 |
| 5 |
Legs |
Vertical |
Bearish |
$260.04 (+0.30%) / 502K |
|
Earnings: 11/07 |
|
Bullish / 5 hours 33 min |
| Underlying |
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 |
270.00 |
36.96% |
$10.70 / 21 |
$11.20 / 22 |
1 / 15 |
39.314294% |
0.455675 |
-0.197246 |
0.008975 |
0.369454 |
0.134660 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
4.09% |
$1.10 / 65 |
$1.75 / 18 |
2 / 247 |
39.652578% |
0.133287 |
-0.104480 |
0.004874 |
0.200637 |
0.041046 |
|
| 104 |
Legs |
11/17(46) |
CALL |
270.00 / 310.00 |
$870 / $3,130 / 0.28 |
63.04% / $139.35 / 4.45% / 36.79% |
72.43% / $278.70 |
$8.70 / $10.70 / $2.00 / 4 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
36.96% |
$10.70 / 21 |
$11.20 / 22 |
1 / 15 |
39.314294% |
0.455675 |
-0.197246 |
0.008975 |
0.369454 |
0.134660 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
6.98% |
$1.85 / 41 |
$2.00 / 4 |
1 / 235 |
37.900106% |
0.177702 |
-0.126744 |
0.005894 |
0.242637 |
0.054399 |
|
| 313 |
Legs |
11/17(46) |
CALL |
270.00 / 330.00 |
$840 / $5,160 / 0.16 |
63.04% / $288.78 / 5.60% / 47.94% |
72.13% / $278.40 |
$8.40 / $10.70 / $2.30 / 10 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
36.96% |
$10.70 / 21 |
$11.20 / 22 |
1 / 15 |
39.314294% |
0.455675 |
-0.197246 |
0.008975 |
0.369454 |
0.134660 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
2.30% |
$0.65 / 1 |
$2.30 / 10 |
4 / 126 |
44.382765% |
0.098166 |
-0.083835 |
0.003921 |
0.161410 |
0.030388 |
|
| 97 |
Legs |
11/17(46) |
PUT |
250.00 / 195.00 |
$765 / $4,735 / 0.16 |
66.04% / $263.35 / 5.56% / 47.59% |
74.06% / $242.35 |
$7.65 / $9.60 / $1.95 / 12 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
250.00 |
33.96% |
$9.60 / 27 |
$9.90 / 15 |
0 / 1,791 |
40.523291% |
-0.365704 |
-0.164684 |
0.008516 |
0.350537 |
-0.138085 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
195.00 |
2.55% |
$0.40 / 7 |
$1.95 / 12 |
0 / 47 |
53.405941% |
-0.035511 |
-0.035631 |
0.001771 |
0.072902 |
-0.012734 |
|
| 28 |
Legs |
11/17(46) |
CALL |
270.00 / 300.00 |
$760 / $2,240 / 0.34 |
63.04% / $42.96 / 1.92% / 14.64% |
71.32% / $277.60 |
$7.60 / $10.70 / $3.10 / 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) |
CALL |
270.00 |
36.96% |
$10.70 / 21 |
$11.20 / 22 |
1 / 15 |
39.314294% |
0.455675 |
-0.197246 |
0.008975 |
0.369454 |
0.134660 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
11.40% |
$3.00 / 1 |
$3.10 / 1 |
3 / 210 |
37.821459% |
0.232325 |
-0.149245 |
0.006915 |
0.284636 |
0.070632 |
|
| 475 |
Legs |
10/20(18) |
CALL |
270.00 / 320.00 |
$330 / $4,670 / 0.07 |
69.20% / $193.26 / 4.14% / 97.63% |
74.45% / $273.30 |
$3.30 / $3.50 / $0.20 / 2 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
270.00 |
30.80% |
$3.50 / 2 |
$3.80 / 10 |
29 / 68 |
31.036105% |
0.389019 |
-0.293242 |
0.013657 |
0.227256 |
0.048854 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
320.00 |
0.37% |
$0.15 / 1 |
$0.20 / 11 |
4 / 64 |
42.725717% |
0.031829 |
-0.053637 |
0.002546 |
0.042362 |
0.004130 |
|
|
| 811 |
|
12/15(74) |
CALL |
270.00 / 330.00 |
$895 / $5,105 / 0.18 |
62.33% / $239.28 / 4.69% / 23.33% |
71.42% / $278.95 |
$8.95 / $9.30 / $0.35 / 13 |
97 / 54.02% / 91 |
| 5 |
Legs |
Vertical |
Bearish |
$260.00 (-0.85%) / 323K |
|
Earnings: 10/26 |
|
Bearish / 5 hours 36 min |
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
270.00 |
37.67% |
$9.30 / 13 |
$9.70 / 22 |
0 / 83 |
27.850969% |
0.464060 |
-0.133825 |
0.008327 |
0.466432 |
0.216367 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
3.13% |
$0.15 / 42 |
$0.35 / 33 |
0 / 14 |
25.081251% |
0.118263 |
-0.064987 |
0.004157 |
0.232867 |
0.057850 |
|
| 761 |
Legs |
12/15(74) |
CALL |
270.00 / 320.00 |
$870 / $4,130 / 0.21 |
62.33% / $129.98 / 3.15% / 15.24% |
71.19% / $278.70 |
$8.70 / $9.30 / $0.60 / 13 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
270.00 |
37.67% |
$9.30 / 13 |
$9.70 / 22 |
0 / 83 |
27.850969% |
0.464060 |
-0.133825 |
0.008327 |
0.466432 |
0.216367 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
5.21% |
$0.40 / 48 |
$0.60 / 29 |
0 / 24 |
25.098269% |
0.154833 |
-0.078360 |
0.004999 |
0.280020 |
0.075323 |
|
| 655 |
Legs |
12/15(74) |
CALL |
270.00 / 310.00 |
$820 / $3,180 / 0.26 |
62.33% / $31.46 / 0.99% / 4.61% |
70.71% / $278.20 |
$8.20 / $9.30 / $1.10 / 13 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
270.00 |
37.67% |
$9.30 / 13 |
$9.70 / 22 |
0 / 83 |
27.850969% |
0.464060 |
-0.133825 |
0.008327 |
0.466432 |
0.216367 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
8.38% |
$0.90 / 46 |
$1.10 / 15 |
0 / 63 |
25.353817% |
0.199661 |
-0.092317 |
0.005871 |
0.328831 |
0.096525 |
|
| 576 |
Legs |
12/15(74) |
PUT |
250.00 / 195.00 |
$760 / $4,740 / 0.16 |
65.48% / $187.11 / 3.95% / 19.39% |
73.00% / $242.40 |
$7.60 / $8.50 / $0.90 / 18 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
250.00 |
34.52% |
$8.50 / 18 |
$8.90 / 20 |
0 / 28 |
29.937101% |
-0.368236 |
-0.109687 |
0.007906 |
0.442860 |
-0.224061 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
195.00 |
3.35% |
$0.65 / 37 |
$0.90 / 20 |
0 / 197 |
38.861671% |
-0.045409 |
-0.029166 |
0.002005 |
0.112332 |
-0.026192 |
|
| 554 |
Legs |
12/15(74) |
PUT |
250.00 / 200.00 |
$740 / $4,260 / 0.17 |
65.48% / $130.59 / 3.07% / 14.83% |
72.82% / $242.60 |
$7.40 / $8.50 / $1.10 / 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 |
250.00 |
34.52% |
$8.50 / 18 |
$8.90 / 20 |
0 / 28 |
29.937101% |
-0.368236 |
-0.109687 |
0.007906 |
0.442860 |
-0.224061 |
| NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
4.35% |
$0.80 / 10 |
$1.10 / 10 |
0 / 172 |
37.629962% |
-0.060212 |
-0.036396 |
0.002509 |
0.140526 |
-0.034859 |
|
| 158 |
Legs |
11/17(46) |
CALL |
270.00 / 310.00 |
$635 / $3,365 / 0.19 |
65.12% / $140.86 / 4.19% / 34.30% |
73.05% / $276.35 |
$6.35 / $6.80 / $0.45 / 30 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
34.88% |
$6.80 / 31 |
$7.10 / 1 |
2 / 7 |
28.871726% |
0.432192 |
-0.165263 |
0.010422 |
0.365815 |
0.130264 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
4.19% |
$0.25 / 33 |
$0.45 / 30 |
0 / 1 |
26.249147% |
0.130851 |
-0.087640 |
0.005638 |
0.197914 |
0.040763 |
|
|
| 439 |
|
11/17(46) |
PUT |
370.00 / 310.00 |
$890 / $5,110 / 0.17 |
58.75% / $42.62 / 0.83% / 6.15% |
67.28% / $361.10 |
$8.90 / $12.10 / $3.20 / 6 |
59 / 46.58% / 17 |
| 5 |
Legs |
Vertical |
Bullish |
$375.55 (-0.57%) / 221K |
|
Earnings: 10/19 |
|
Bullish / 5 hours 35 min |
| Underlying |
Leg |
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 |
41.25% |
$12.10 / 6 |
$14.80 / 6 |
2 / 11 |
31.435851% |
-0.422078 |
-0.212518 |
0.007250 |
0.525934 |
-0.227440 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
310.00 |
4.88% |
$0.10 / 33 |
$3.20 / 6 |
0 / 11 |
38.455135% |
-0.076498 |
-0.080403 |
0.002667 |
0.193491 |
-0.039519 |
|
| 725 |
Legs |
10/20(18) |
PUT |
370.00 / 310.00 |
$625 / $5,375 / 0.12 |
60.72% / $309.05 / 5.75% / 155.80% |
69.83% / $363.75 |
$6.25 / $8.40 / $2.15 / 1 |
|
| Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
370.00 |
39.28% |
$8.40 / 5 |
$9.60 / 7 |
2 / 1 |
34.942823% |
-0.412571 |
-0.340427 |
0.011363 |
0.333222 |
-0.086259 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
310.00 |
0.63% |
$0.05 / 1 |
$2.15 / 1 |
0 / 7 |
54.621891% |
-0.015337 |
-0.034420 |
0.001128 |
0.033066 |
-0.003098 |
|
| 468 |
Legs |
10/20(18) |
PUT |
370.00 / 340.00 |
$595 / $2,405 / 0.25 |
60.72% / $20.09 / 0.84% / 15.00% |
69.41% / $364.05 |
$5.95 / $8.40 / $2.45 / 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 |
370.00 |
39.28% |
$8.40 / 5 |
$9.60 / 7 |
2 / 1 |
34.942823% |
-0.412571 |
-0.340427 |
0.011363 |
0.333222 |
-0.086259 |
| NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
340.00 |
7.72% |
$1.75 / 5 |
$2.45 / 7 |
0 / 55 |
39.450040% |
-0.125470 |
-0.182951 |
0.006028 |
0.176761 |
-0.025683 |
|
| 324 |
Legs |
11/17(46) |
CALL |
390.00 / 450.00 |
$575 / $5,425 / 0.11 |
65.37% / $6.02 / 0.11% / 0.80% |
70.51% / $395.75 |
$5.75 / $8.30 / $2.55 / 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) |
CALL |
390.00 |
34.63% |
$8.30 / 3 |
$10.60 / 5 |
0 / 77 |
27.599824% |
0.429448 |
-0.231212 |
0.007276 |
0.527757 |
0.187428 |
| NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
3.59% |
$0.35 / 5 |
$2.55 / 6 |
0 / 1 |
33.087739% |
0.120115 |
-0.116635 |
0.003715 |
0.269480 |
0.054220 |
|
| 746 |
Legs |
10/20(18) |
PUT |
370.00 / 330.00 |
$470 / $3,530 / 0.13 |
60.72% / $33.71 / 0.95% / 17.31% |
67.67% / $365.30 |
$4.70 / $8.40 / $3.70 / 5 |
|
|
|