1 |
VMW |
11/17(53) |
PUT |
160.00 / 145.00 |
$1,200 / $300 / 4.00 |
64.57% / $668.61 / 222.87% / > 1000% |
76.61% / $148.00 |
$12.00 / $18.50 / $6.50 / 1 |
81 / 67.18% / 72 |
5 |
Legs |
Vertical |
Bullish |
$167.23 (+2.59%) / 2.1M |
|
Earnings: 11/28 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
VMW |
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
2 |
Legs |
11/17(53) |
PUT |
155.00 / 145.00 |
$650 / $350 / 1.86 |
69.97% / $349.65 / 99.90% / > 1000% |
76.17% / $148.50 |
$6.50 / $13.00 / $6.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
155.00 |
30.03% |
$13.00 / 1 |
$20.00 / 3 |
2 / 2 |
90.693539% |
-0.324334 |
-0.133908 |
0.007984 |
0.238418 |
-0.102331 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
47 |
Legs |
11/17(53) |
PUT |
150.00 / 145.00 |
$300 / $200 / 1.50 |
74.82% / $174.10 / 87.05% / > 1000% |
77.47% / $147.00 |
$3.00 / $9.50 / $6.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
150.00 |
25.18% |
$9.50 / 21 |
$16.00 / 5 |
14 / 10 |
84.245756% |
-0.281717 |
-0.126360 |
0.007496 |
0.223838 |
-0.088047 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
838 |
Legs |
11/17(53) |
PUT |
165.00 / 145.00 |
$1,150 / $850 / 1.35 |
58.71% / $360.50 / 42.41% / 776.55% |
71.48% / $153.50 |
$11.50 / $18.00 / $6.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
165.00 |
41.29% |
$18.00 / 1 |
$23.70 / 1 |
15 / 366 |
87.966346% |
-0.411868 |
-0.143168 |
0.008640 |
0.258013 |
-0.132589 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
315 |
Legs |
11/17(53) |
PUT |
160.00 / 140.00 |
$970 / $1,030 / 0.94 |
64.57% / $330.52 / 32.09% / 452.27% |
74.55% / $150.30 |
$9.70 / $18.50 / $8.80 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
17.15% |
0 / 0 |
$8.80 / 1 |
0 / 10 |
83.508892% |
-0.201936 |
-0.106302 |
0.006252 |
0.186687 |
-0.062001 |
|
246 |
Legs |
10/20(25) |
PUT |
160.00 / 130.00 |
$385 / $2,615 / 0.15 |
66.78% / $3.69 / 0.14% / 1.71% |
72.46% / $156.15 |
$3.85 / $5.10 / $1.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
160.00 |
33.22% |
$5.10 / 1 |
$6.00 / 1 |
16 / 1,588 |
49.883857% |
-0.358574 |
-0.198351 |
0.011629 |
0.176676 |
-0.054744 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
5.29% |
$0.30 / 25 |
$1.25 / 2 |
0 / 247 |
61.903017% |
-0.074010 |
-0.075928 |
0.004362 |
0.066266 |
-0.010778 |
|
|
|
113 |
ACRS |
12/15(81) |
PUT |
6.00 / 4.00 |
$135 / $65 / 2.08 |
68.03% / $71.06 / 109.33% / > 1000% |
77.41% / $4.65 |
$1.35 / $2.90 / $1.55 / 1 |
71 / 25.96% / 30 |
5 |
Legs |
Vertical |
Bullish |
$6.59 (-3.37%) / 1.02M |
|
Earnings: 11/14 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
ACRS |
Short (Sell) |
12/15/2023 (M) |
PUT |
6.00 |
31.97% |
$2.90 / 8 |
$3.30 / 30 |
48 / 149 |
311.984307% |
-0.288748 |
-0.010978 |
0.060022 |
0.010919 |
-0.008554 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
4.00 |
19.12% |
$1.10 / 85 |
$1.55 / 1 |
0 / 79 |
260.276301% |
-0.151757 |
-0.007653 |
0.041286 |
0.007511 |
-0.003987 |
|
507 |
Legs |
12/15(81) |
PUT |
6.00 / 2.50 |
$220 / $130 / 1.69 |
68.03% / $113.49 / 87.30% / > 1000% |
81.83% / $3.80 |
$2.20 / $2.90 / $0.70 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
6.00 |
31.97% |
$2.90 / 8 |
$3.30 / 30 |
48 / 149 |
311.984307% |
-0.288748 |
-0.010978 |
0.060022 |
0.010919 |
-0.008554 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
13.07% |
$0.35 / 6 |
$0.70 / 10 |
0 / 1,574 |
253.141414% |
-0.057522 |
-0.003785 |
0.020249 |
0.003684 |
-0.001364 |
|
578 |
Legs |
12/15(81) |
PUT |
5.00 / 2.50 |
$135 / $115 / 1.17 |
75.28% / $76.53 / 66.55% / 721.41% |
82.52% / $3.65 |
$1.35 / $2.05 / $0.70 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
5.00 |
24.72% |
$2.05 / 10 |
$2.40 / 69 |
1 / 867 |
293.619436% |
-0.220877 |
-0.009605 |
0.052144 |
0.009486 |
-0.006174 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
13.07% |
$0.35 / 6 |
$0.70 / 10 |
0 / 1,574 |
253.141414% |
-0.057522 |
-0.003785 |
0.020249 |
0.003684 |
-0.001364 |
|
308 |
Legs |
11/17(53) |
PUT |
6.00 / 2.00 |
$210 / $190 / 1.11 |
67.14% / $103.18 / 54.31% / > 1000% |
83.16% / $3.90 |
$2.10 / $2.30 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
6.00 |
32.86% |
$2.30 / 7 |
$3.00 / 59 |
0 / 73 |
320.636452% |
-0.307674 |
-0.013945 |
0.075448 |
0.009204 |
-0.005393 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
9.07% |
$0.05 / 51 |
$0.20 / 1 |
0 / 287 |
226.762760% |
-0.019519 |
-0.001917 |
0.010176 |
0.001241 |
-0.000269 |
|
131 |
Legs |
11/17(53) |
PUT |
5.00 / 2.00 |
$150 / $150 / 1.00 |
76.00% / $88.12 / 58.74% / > 1000% |
85.22% / $3.50 |
$1.50 / $1.70 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
24.00% |
$1.70 / 6 |
$2.30 / 96 |
0 / 34 |
324.567831% |
-0.223159 |
-0.011909 |
0.064051 |
0.007814 |
-0.003697 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
9.07% |
$0.05 / 51 |
$0.20 / 1 |
0 / 287 |
226.762760% |
-0.019519 |
-0.001917 |
0.010176 |
0.001241 |
-0.000269 |
|
289 |
Legs |
11/17(53) |
PUT |
6.00 / 3.00 |
$150 / $150 / 1.00 |
67.14% / $65.03 / 43.35% / 812.69% |
79.56% / $4.50 |
$1.50 / $2.30 / $0.80 / 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 |
6.00 |
32.86% |
$2.30 / 7 |
$3.00 / 59 |
0 / 73 |
320.636452% |
-0.307674 |
-0.013945 |
0.075448 |
0.009204 |
-0.005393 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
12.56% |
$0.60 / 5 |
$0.80 / 40 |
0 / 630 |
297.553444% |
-0.068436 |
-0.005314 |
0.028312 |
0.003454 |
-0.001007 |
|
|
961 |
SPY |
12/15(81) |
CALL |
434.00 / 437.00 |
$185 / $115 / 1.61 |
49.00% / $32.00 / 27.82% / 175.49% |
51.27% / $435.85 |
$1.85 / $14.25 / $12.40 / 40 |
97 / 89.16% / 93 |
5 |
Legs |
Vertical |
Bearish |
$430.60 (-0.18%) / 100.83M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPY |
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
437.00 |
47.32% |
$12.37 / 59 |
$12.40 / 40 |
202 / 4,761 |
15.095026% |
0.510400 |
-0.124294 |
0.008612 |
0.830021 |
0.472908 |
|
958 |
Legs |
12/15(81) |
CALL |
434.00 / 436.00 |
$123 / $77 / 1.60 |
49.00% / $21.00 / 27.27% / 170.60% |
50.51% / $435.23 |
$1.23 / $14.25 / $13.02 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
436.00 |
48.55% |
$12.99 / 59 |
$13.02 / 59 |
133 / 4,387 |
15.261040% |
0.518936 |
-0.124452 |
0.008604 |
0.829286 |
0.480420 |
|
968 |
Legs |
12/15(81) |
CALL |
434.00 / 438.00 |
$244 / $156 / 1.56 |
49.00% / $39.99 / 25.64% / 156.56% |
51.99% / $436.44 |
$2.44 / $14.25 / $11.81 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
438.00 |
46.11% |
$11.77 / 59 |
$11.81 / 59 |
3,498 / 3,195 |
14.943355% |
0.501878 |
-0.124085 |
0.008615 |
0.830372 |
0.465391 |
|
972 |
Legs |
12/15(81) |
CALL |
434.00 / 439.00 |
$304 / $196 / 1.55 |
49.00% / $48.99 / 25.00% / 151.20% |
52.73% / $437.04 |
$3.04 / $14.25 / $11.21 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
439.00 |
44.90% |
$11.18 / 59 |
$11.21 / 59 |
65 / 2,680 |
14.777208% |
0.493374 |
-0.123827 |
0.008615 |
0.830343 |
0.457873 |
|
951 |
Legs |
12/15(81) |
CALL |
435.00 / 437.00 |
$121 / $79 / 1.53 |
50.23% / $21.46 / 27.16% / 169.64% |
51.71% / $436.21 |
$1.21 / $13.61 / $12.40 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
435.00 |
49.77% |
$13.61 / 139 |
$13.65 / 89 |
3,073 / 13,669 |
15.419448% |
0.527482 |
-0.124559 |
0.008593 |
0.828167 |
0.487922 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
437.00 |
47.32% |
$12.37 / 59 |
$12.40 / 40 |
202 / 4,761 |
15.095026% |
0.510400 |
-0.124294 |
0.008612 |
0.830021 |
0.472908 |
|
905 |
Legs |
11/17(53) |
CALL |
434.00 / 435.00 |
$60 / $40 / 1.50 |
49.77% / $9.77 / 24.42% / 282.58% |
50.67% / $434.60 |
$0.60 / $11.06 / $10.46 / 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 |
434.00 |
50.23% |
$11.06 / 242 |
$11.08 / 108 |
1,822 / 3,144 |
15.237378% |
0.525733 |
-0.148914 |
0.010509 |
0.679231 |
0.331182 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
435.00 |
48.73% |
$10.44 / 404 |
$10.46 / 59 |
6,327 / 6,989 |
15.055467% |
0.515257 |
-0.148780 |
0.010524 |
0.680206 |
0.324856 |
|
|
988 |
^SPXW |
12/15(81) |
CALL |
4355.00 / 4375.00 |
$1,200 / $800 / 1.50 |
47.12% / $142.44 / 17.81% / 96.69% |
48.63% / $4,367.00 |
$12.00 / $134.80 / $122.80 / 7 |
99 / 95.01% / 44 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPXW.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
4355.00 |
52.88% |
$134.80 / 7 |
$135.20 / 7 |
6 / 3 |
13.683921% |
0.549684 |
-1.321719 |
0.000879 |
8.293875 |
5.102128 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4375.00 |
50.36% |
$122.40 / 7 |
$122.80 / 7 |
3 / 55 |
13.449672% |
0.532150 |
-1.318224 |
0.000883 |
8.331623 |
4.947866 |
|
991 |
Legs |
12/15(81) |
CALL |
4350.00 / 4375.00 |
$1,500 / $1,000 / 1.50 |
46.49% / $162.33 / 16.23% / 86.08% |
48.38% / $4,365.00 |
$15.00 / $137.80 / $122.80 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4375.00 |
50.36% |
$122.40 / 7 |
$122.80 / 7 |
3 / 55 |
13.449672% |
0.532150 |
-1.318224 |
0.000883 |
8.331623 |
4.947866 |
|
994 |
Legs |
12/15(81) |
CALL |
4350.00 / 4380.00 |
$1,790 / $1,210 / 1.48 |
46.49% / $184.79 / 15.27% / 79.81% |
48.74% / $4,367.90 |
$17.90 / $137.80 / $119.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
49.74% |
$119.50 / 7 |
$119.90 / 7 |
37 / 68 |
13.405311% |
0.527768 |
-1.317024 |
0.000884 |
8.338525 |
4.909188 |
|
989 |
Legs |
12/15(81) |
CALL |
4355.00 / 4380.00 |
$1,490 / $1,010 / 1.48 |
47.12% / $168.05 / 16.64% / 88.78% |
49.00% / $4,369.90 |
$14.90 / $134.80 / $119.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4355.00 |
52.88% |
$134.80 / 7 |
$135.20 / 7 |
6 / 3 |
13.683921% |
0.549684 |
-1.321719 |
0.000879 |
8.293875 |
5.102128 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
49.74% |
$119.50 / 7 |
$119.90 / 7 |
37 / 68 |
13.405311% |
0.527768 |
-1.317024 |
0.000884 |
8.338525 |
4.909188 |
|
992 |
Legs |
12/15(81) |
CALL |
4350.00 / 4370.00 |
$1,190 / $810 / 1.47 |
46.49% / $119.86 / 14.80% / 76.78% |
47.99% / $4,361.90 |
$11.90 / $137.80 / $125.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4370.00 |
50.99% |
$125.50 / 7 |
$125.90 / 7 |
14 / 59 |
13.514112% |
0.536533 |
-1.319294 |
0.000882 |
8.323708 |
4.986504 |
|
966 |
Legs |
11/30(66) |
CALL |
4350.00 / 4375.00 |
$1,470 / $1,030 / 1.43 |
47.04% / $145.89 / 14.16% / 94.86% |
49.08% / $4,364.70 |
$14.70 / $120.30 / $105.60 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/30/2023 (W) |
CALL |
4350.00 |
52.96% |
$120.30 / 26 |
$120.90 / 26 |
252 / 350 |
13.476448% |
0.547689 |
-1.430480 |
0.000969 |
7.531208 |
4.219821 |
S&P / Index |
Long (Buy) |
11/30/2023 (W) |
CALL |
4375.00 |
49.49% |
$105.00 / 22 |
$105.60 / 22 |
41 / 127 |
13.170111% |
0.523494 |
-1.425220 |
0.000975 |
7.572312 |
4.042029 |
|
|
997 |
^SPX |
12/15(81) |
CALL |
4350.00 / 4380.00 |
$1,770 / $1,230 / 1.44 |
46.07% / $151.96 / 12.35% / 61.76% |
48.31% / $4,367.70 |
$17.70 / $138.80 / $121.10 / 15 |
99 / 93.26% / 50 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPX.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.93% |
$138.80 / 90 |
$139.80 / 90 |
230 / 10,292 |
13.688681% |
0.556719 |
-1.312814 |
0.000886 |
8.279571 |
5.171671 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
50.13% |
$120.30 / 60 |
$121.10 / 15 |
5,009 / 2,157 |
13.351359% |
0.530164 |
-1.307879 |
0.000892 |
8.340328 |
4.937739 |
|
999 |
Legs |
12/15(81) |
CALL |
4350.00 / 4375.00 |
$1,460 / $1,040 / 1.40 |
46.07% / $111.64 / 10.73% / 52.34% |
47.92% / $4,364.60 |
$14.60 / $138.80 / $124.20 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.93% |
$138.80 / 90 |
$139.80 / 90 |
230 / 10,292 |
13.688681% |
0.556719 |
-1.312814 |
0.000886 |
8.279571 |
5.171671 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4375.00 |
50.76% |
$123.30 / 75 |
$124.20 / 15 |
2,857 / 6,166 |
13.411408% |
0.534589 |
-1.309032 |
0.000891 |
8.332790 |
4.976854 |
|
996 |
Legs |
12/15(81) |
CALL |
4355.00 / 4380.00 |
$1,450 / $1,050 / 1.38 |
46.70% / $117.51 / 11.19% / 54.95% |
48.54% / $4,369.50 |
$14.50 / $135.60 / $121.10 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4355.00 |
53.30% |
$135.60 / 15 |
$136.60 / 15 |
0 / 19 |
13.630163% |
0.552295 |
-1.312323 |
0.000887 |
8.292284 |
5.132828 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
50.13% |
$120.30 / 60 |
$121.10 / 15 |
5,009 / 2,157 |
13.351359% |
0.530164 |
-1.307879 |
0.000892 |
8.340328 |
4.937739 |
|
998 |
Legs |
12/15(81) |
CALL |
4355.00 / 4385.00 |
$1,730 / $1,270 / 1.36 |
46.70% / $131.01 / 10.32% / 49.98% |
48.90% / $4,372.30 |
$17.30 / $135.60 / $118.30 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4355.00 |
53.30% |
$135.60 / 15 |
$136.60 / 15 |
0 / 19 |
13.630163% |
0.552295 |
-1.312323 |
0.000887 |
8.292284 |
5.132828 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4385.00 |
49.49% |
$117.40 / 91 |
$118.30 / 75 |
2,919 / 1,297 |
13.311309% |
0.525739 |
-1.306594 |
0.000893 |
8.346833 |
4.898585 |
|
1000 |
Legs |
12/15(81) |
CALL |
4350.00 / 4370.00 |
$1,150 / $850 / 1.35 |
46.07% / $71.31 / 8.39% / 39.46% |
47.53% / $4,361.50 |
$11.50 / $138.80 / $127.30 / 75 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.93% |
$138.80 / 90 |
$139.80 / 90 |
230 / 10,292 |
13.688681% |
0.556719 |
-1.312814 |
0.000886 |
8.279571 |
5.171671 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4370.00 |
51.39% |
$126.40 / 15 |
$127.30 / 75 |
1,376 / 1,607 |
13.473518% |
0.539016 |
-1.310053 |
0.000891 |
8.324216 |
5.015927 |
|
941 |
Legs |
11/17(53) |
CALL |
4350.00 / 4375.00 |
$1,410 / $1,090 / 1.29 |
47.06% / $86.42 / 7.93% / 59.75% |
49.25% / $4,364.10 |
$14.10 / $107.50 / $93.40 / 75 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4350.00 |
52.94% |
$107.50 / 135 |
$108.50 / 15 |
800 / 1,118 |
13.499102% |
0.544583 |
-1.545187 |
0.001086 |
6.806622 |
3.447704 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
4375.00 |
49.06% |
$92.50 / 105 |
$93.40 / 75 |
174 / 1,341 |
13.183964% |
0.517465 |
-1.538789 |
0.001092 |
6.842872 |
3.283003 |
|
|
982 |
QQQ |
12/15(81) |
CALL |
361.00 / 363.00 |
$114 / $86 / 1.33 |
49.28% / $12.56 / 14.60% / 75.53% |
50.53% / $362.14 |
$1.14 / $15.61 / $14.47 / 13 |
97 / 93.40% / 95 |
5 |
Legs |
Vertical |
Bearish |
$358.23 (+0.10%) / 51.59M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
QQQ |
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
363.00 |
48.52% |
$14.43 / 255 |
$14.47 / 13 |
227 / 2,792 |
20.210770% |
0.530669 |
-0.138496 |
0.007710 |
0.690043 |
0.396780 |
|
984 |
Legs |
12/15(81) |
CALL |
361.00 / 364.00 |
$171 / $129 / 1.33 |
49.28% / $18.84 / 14.60% / 75.53% |
51.16% / $362.71 |
$1.71 / $15.61 / $13.90 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
364.00 |
47.43% |
$13.86 / 168 |
$13.90 / 55 |
34 / 6,595 |
20.080402% |
0.523026 |
-0.138416 |
0.007721 |
0.690962 |
0.391456 |
|
986 |
Legs |
12/15(81) |
CALL |
361.00 / 365.00 |
$227 / $173 / 1.31 |
49.28% / $24.11 / 13.94% / 71.38% |
51.77% / $363.27 |
$2.27 / $15.61 / $13.34 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
365.00 |
46.34% |
$13.30 / 200 |
$13.34 / 50 |
350 / 8,272 |
19.948803% |
0.515396 |
-0.138290 |
0.007728 |
0.691624 |
0.386126 |
|
987 |
Legs |
12/15(81) |
CALL |
361.00 / 366.00 |
$282 / $218 / 1.29 |
49.28% / $28.39 / 13.02% / 65.77% |
52.37% / $363.82 |
$2.82 / $15.61 / $12.79 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
366.00 |
45.26% |
$12.75 / 169 |
$12.79 / 43 |
478 / 1,178 |
19.815597% |
0.507781 |
-0.138120 |
0.007733 |
0.692032 |
0.380790 |
|
969 |
Legs |
12/15(81) |
CALL |
362.00 / 364.00 |
$112 / $88 / 1.27 |
50.38% / $12.76 / 14.50% / 74.89% |
51.61% / $363.12 |
$1.12 / $15.02 / $13.90 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
362.00 |
49.62% |
$15.02 / 144 |
$15.06 / 35 |
66 / 470 |
20.354548% |
0.538320 |
-0.138531 |
0.007697 |
0.688867 |
0.402093 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
364.00 |
47.43% |
$13.86 / 168 |
$13.90 / 55 |
34 / 6,595 |
20.080402% |
0.523026 |
-0.138416 |
0.007721 |
0.690962 |
0.391456 |
|
922 |
Legs |
11/17(53) |
CALL |
361.00 / 363.00 |
$111 / $89 / 1.25 |
49.84% / $10.68 / 12.00% / 100.52% |
51.33% / $362.11 |
$1.11 / $12.15 / $11.04 / 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 |
361.00 |
50.16% |
$12.15 / 216 |
$12.19 / 18 |
587 / 228 |
20.030346% |
0.534829 |
-0.165625 |
0.009412 |
0.564863 |
0.273516 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
363.00 |
47.47% |
$11.00 / 233 |
$11.04 / 18 |
523 / 650 |
19.729626% |
0.516074 |
-0.165463 |
0.009441 |
0.566599 |
0.264458 |
|
|
995 |
XLV |
12/15(81) |
CALL |
131.00 / 133.00 |
$111 / $89 / 1.25 |
48.04% / $7.07 / 7.95% / 37.12% |
53.38% / $132.11 |
$1.11 / $3.75 / $2.64 / 19 |
60 / 33.40% / 95 |
5 |
Legs |
Vertical |
Bearish |
$130.15 (-0.21%) / 7.79M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
XLV |
Short (Sell) |
12/15/2023 (M) |
CALL |
131.00 |
51.96% |
$3.75 / 184 |
$3.85 / 136 |
22 / 348 |
13.382603% |
0.537533 |
-0.032411 |
0.033640 |
0.249528 |
0.152052 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
133.00 |
42.41% |
$2.58 / 52 |
$2.64 / 19 |
0 / 259 |
12.427873% |
0.470651 |
-0.031890 |
0.033726 |
0.250161 |
0.133855 |
|
927 |
Legs |
11/17(53) |
CALL |
131.00 / 132.00 |
$55 / $45 / 1.22 |
48.90% / $3.90 / 8.67% / 66.64% |
52.15% / $131.55 |
$0.55 / $2.88 / $2.33 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
131.00 |
51.10% |
$2.88 / 32 |
$2.92 / 11 |
145 / 313 |
12.856818% |
0.527542 |
-0.038596 |
0.041226 |
0.205061 |
0.101464 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
132.00 |
45.22% |
$2.29 / 41 |
$2.33 / 24 |
13 / 110 |
12.353210% |
0.486474 |
-0.038293 |
0.041314 |
0.205502 |
0.093821 |
|
993 |
Legs |
12/15(81) |
CALL |
131.00 / 134.00 |
$162 / $138 / 1.17 |
48.04% / $7.75 / 5.62% / 25.32% |
55.80% / $132.62 |
$1.62 / $3.75 / $2.13 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
131.00 |
51.96% |
$3.75 / 184 |
$3.85 / 136 |
22 / 348 |
13.382603% |
0.537533 |
-0.032411 |
0.033640 |
0.249528 |
0.152052 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
134.00 |
37.82% |
$2.09 / 67 |
$2.13 / 13 |
0 / 117 |
12.030098% |
0.437755 |
-0.031342 |
0.033416 |
0.247861 |
0.124809 |
|
930 |
Legs |
11/17(53) |
CALL |
131.00 / 133.00 |
$107 / $93 / 1.15 |
48.90% / $5.48 / 5.89% / 42.13% |
55.19% / $132.07 |
$1.07 / $2.88 / $1.81 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
131.00 |
51.10% |
$2.88 / 32 |
$2.92 / 11 |
145 / 313 |
12.856818% |
0.527542 |
-0.038596 |
0.041226 |
0.205061 |
0.101464 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
133.00 |
39.49% |
$1.77 / 77 |
$1.81 / 139 |
15 / 219 |
11.885929% |
0.445844 |
-0.037637 |
0.040968 |
0.203780 |
0.086205 |
|
873 |
Legs |
10/27(32) |
CALL |
131.00 / 132.00 |
$52 / $48 / 1.08 |
49.85% / $2.00 / 4.17% / 48.54% |
53.72% / $131.52 |
$0.52 / $2.06 / $1.54 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
131.00 |
50.15% |
$2.06 / 17 |
$2.17 / 1,588 |
2 / 32 |
12.221414% |
0.517145 |
-0.047363 |
0.052006 |
0.163379 |
0.063622 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
132.00 |
42.75% |
$1.48 / 25 |
$1.54 / 25 |
0 / 62 |
11.379498% |
0.465434 |
-0.046765 |
0.051871 |
0.162956 |
0.057414 |
|
899 |
Legs |
10/20(25) |
CALL |
131.00 / 132.00 |
$52 / $48 / 1.08 |
50.30% / $2.50 / 5.22% / 84.05% |
54.61% / $131.52 |
$0.52 / $1.77 / $1.25 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
131.00 |
49.70% |
$1.77 / 57 |
$1.82 / 57 |
31 / 565 |
11.750490% |
0.512539 |
-0.052222 |
0.057988 |
0.146751 |
0.051048 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
132.00 |
41.47% |
$1.24 / 20 |
$1.25 / 17 |
222 / 795 |
11.117066% |
0.454948 |
-0.051403 |
0.057659 |
0.145918 |
0.045433 |
|
|
971 |
^XSP |
12/15(81) |
CALL |
438.00 / 441.00 |
$165 / $135 / 1.22 |
49.51% / $13.52 / 10.02% / 48.30% |
51.58% / $439.65 |
$1.65 / $12.15 / $10.50 / 70 |
99 / 92.03% / 55 |
5 |
Legs |
Vertical |
Bearish |
$432.01 (-0.23%) |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
XSP.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
438.00 |
50.49% |
$12.15 / 121 |
$12.24 / 121 |
0 / 16 |
13.438683% |
0.532950 |
-0.131679 |
0.008848 |
0.834157 |
0.496300 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
441.00 |
46.73% |
$10.41 / 70 |
$10.50 / 70 |
72 / 28 |
13.105352% |
0.506638 |
-0.130774 |
0.008877 |
0.836898 |
0.472968 |
|
973 |
Legs |
12/15(81) |
CALL |
438.00 / 442.00 |
$220 / $180 / 1.22 |
49.51% / $18.03 / 10.02% / 48.30% |
52.27% / $440.20 |
$2.20 / $12.15 / $9.95 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
438.00 |
50.49% |
$12.15 / 121 |
$12.24 / 121 |
0 / 16 |
13.438683% |
0.532950 |
-0.131679 |
0.008848 |
0.834157 |
0.496300 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
442.00 |
45.49% |
$9.89 / 56 |
$9.95 / 56 |
0 / 795 |
13.014723% |
0.497895 |
-0.130370 |
0.008878 |
0.837002 |
0.465179 |
|
974 |
Legs |
12/15(81) |
CALL |
438.00 / 443.00 |
$273 / $227 / 1.20 |
49.51% / $20.53 / 9.05% / 42.98% |
52.93% / $440.73 |
$2.73 / $12.15 / $9.42 / 74 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
438.00 |
50.49% |
$12.15 / 121 |
$12.24 / 121 |
0 / 16 |
13.438683% |
0.532950 |
-0.131679 |
0.008848 |
0.834157 |
0.496300 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
443.00 |
44.26% |
$9.33 / 74 |
$9.42 / 74 |
0 / 272 |
12.894816% |
0.489172 |
-0.129915 |
0.008875 |
0.836706 |
0.457390 |
|
932 |
Legs |
11/17(53) |
CALL |
436.00 / 440.00 |
$218 / $182 / 1.20 |
48.16% / $10.66 / 5.86% / 41.83% |
51.52% / $438.18 |
$2.18 / $10.26 / $8.08 / 65 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
436.00 |
51.84% |
$10.26 / 114 |
$10.38 / 114 |
5 / 7 |
13.492557% |
0.537040 |
-0.155400 |
0.010795 |
0.682470 |
0.340277 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
45.69% |
$7.96 / 65 |
$8.08 / 65 |
52 / 18 |
12.982360% |
0.494044 |
-0.153847 |
0.010841 |
0.685350 |
0.314073 |
|
977 |
Legs |
12/15(81) |
CALL |
437.00 / 442.00 |
$267 / $233 / 1.15 |
48.25% / $8.24 / 3.54% / 15.42% |
51.60% / $439.67 |
$2.67 / $12.62 / $9.95 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
437.00 |
51.75% |
$12.62 / 113 |
$13.01 / 113 |
0 / 2 |
13.565609% |
0.541734 |
-0.131877 |
0.008830 |
0.832430 |
0.504051 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
442.00 |
45.49% |
$9.89 / 56 |
$9.95 / 56 |
0 / 795 |
13.014723% |
0.497895 |
-0.130370 |
0.008878 |
0.837002 |
0.465179 |
|
980 |
Legs |
12/15(81) |
CALL |
437.00 / 443.00 |
$320 / $280 / 1.14 |
48.25% / $9.74 / 3.48% / 15.17% |
52.27% / $440.20 |
$3.20 / $12.62 / $9.42 / 74 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
437.00 |
51.75% |
$12.62 / 113 |
$13.01 / 113 |
0 / 2 |
13.565609% |
0.541734 |
-0.131877 |
0.008830 |
0.832430 |
0.504051 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
443.00 |
44.26% |
$9.33 / 74 |
$9.42 / 74 |
0 / 272 |
12.894816% |
0.489172 |
-0.129915 |
0.008875 |
0.836706 |
0.457390 |
|
|
978 |
DIA |
12/15(81) |
CALL |
342.00 / 345.00 |
$165 / $135 / 1.22 |
48.84% / $11.52 / 8.53% / 40.20% |
51.90% / $343.65 |
$1.65 / $9.35 / $7.70 / 93 |
92 / 82.30% / 92 |
5 |
Legs |
Vertical |
Bearish |
$339.95 (-0.18%) / 3.38M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
DIA |
Short (Sell) |
12/15/2023 (M) |
CALL |
342.00 |
51.16% |
$9.35 / 93 |
$9.50 / 164 |
4 / 20 |
13.024217% |
0.531501 |
-0.082495 |
0.012971 |
0.651461 |
0.392640 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
345.00 |
45.61% |
$7.55 / 209 |
$7.70 / 130 |
4 / 1,681 |
12.507851% |
0.492755 |
-0.081972 |
0.013017 |
0.653770 |
0.365169 |
|
983 |
Legs |
12/15(81) |
CALL |
342.00 / 346.00 |
$220 / $180 / 1.22 |
48.84% / $15.35 / 8.53% / 40.20% |
52.92% / $344.20 |
$2.20 / $9.35 / $7.15 / 93 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
342.00 |
51.16% |
$9.35 / 93 |
$9.50 / 164 |
4 / 20 |
13.024217% |
0.531501 |
-0.082495 |
0.012971 |
0.651461 |
0.392640 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
346.00 |
43.78% |
$7.00 / 154 |
$7.15 / 173 |
5 / 1,631 |
12.355027% |
0.479907 |
-0.081645 |
0.013005 |
0.653161 |
0.356006 |
|
985 |
Legs |
12/15(81) |
CALL |
342.00 / 348.00 |
$325 / $275 / 1.18 |
48.84% / $19.24 / 7.00% / 32.21% |
54.85% / $345.25 |
$3.25 / $9.35 / $6.10 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
342.00 |
51.16% |
$9.35 / 93 |
$9.50 / 164 |
4 / 20 |
13.024217% |
0.531501 |
-0.082495 |
0.012971 |
0.651461 |
0.392640 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
348.00 |
40.19% |
$5.95 / 286 |
$6.10 / 31 |
0 / 151 |
12.033064% |
0.454391 |
-0.080772 |
0.012940 |
0.649919 |
0.337734 |
|
981 |
Legs |
12/15(81) |
CALL |
342.00 / 347.00 |
$270 / $230 / 1.17 |
48.84% / $14.62 / 6.36% / 28.97% |
53.84% / $344.70 |
$2.70 / $9.35 / $6.65 / 93 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
342.00 |
51.16% |
$9.35 / 93 |
$9.50 / 164 |
4 / 20 |
13.024217% |
0.531501 |
-0.082495 |
0.012971 |
0.651461 |
0.392640 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
347.00 |
41.97% |
$6.40 / 675 |
$6.65 / 209 |
0 / 137 |
12.171553% |
0.467115 |
-0.081245 |
0.012979 |
0.651874 |
0.346857 |
|
923 |
Legs |
11/17(53) |
CALL |
342.00 / 346.00 |
$215 / $185 / 1.16 |
49.70% / $14.21 / 7.68% / 57.53% |
54.57% / $344.15 |
$2.15 / $7.30 / $5.15 / 53 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
342.00 |
50.30% |
$7.30 / 53 |
$7.40 / 35 |
0 / 33 |
12.837878% |
0.521683 |
-0.098568 |
0.015894 |
0.535291 |
0.261994 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
346.00 |
41.31% |
$5.05 / 162 |
$5.15 / 142 |
2 / 89 |
12.078171% |
0.458609 |
-0.096956 |
0.015841 |
0.533503 |
0.231260 |
|
915 |
Legs |
11/17(53) |
CALL |
342.00 / 345.00 |
$160 / $140 / 1.14 |
49.70% / $9.15 / 6.54% / 47.53% |
53.33% / $343.60 |
$1.60 / $7.30 / $5.70 / 53 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
342.00 |
50.30% |
$7.30 / 53 |
$7.40 / 35 |
0 / 33 |
12.837878% |
0.521683 |
-0.098568 |
0.015894 |
0.535291 |
0.261994 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
345.00 |
43.53% |
$5.60 / 94 |
$5.70 / 216 |
6 / 105 |
12.312426% |
0.474277 |
-0.097564 |
0.015891 |
0.535207 |
0.238926 |
|
|
802 |
SQQQ |
11/17(53) |
PUT |
20.00 / 19.00 |
$54 / $46 / 1.17 |
55.58% / $9.64 / 20.96% / 221.65% |
59.83% / $19.46 |
$0.54 / $1.76 / $1.22 / 618 |
90 / 66.60% / 23 |
5 |
Legs |
Vertical |
Bullish |
$20.43 (-0.24%) / 133.89M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SQQQ |
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
44.42% |
$1.76 / 2,050 |
$1.78 / 461 |
131 / 236 |
57.995711% |
-0.422693 |
-0.023528 |
0.055773 |
0.030908 |
-0.017479 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
19.00 |
36.72% |
$1.21 / 1 |
$1.22 / 618 |
48 / 567 |
55.776520% |
-0.366183 |
-0.022687 |
0.053664 |
0.029739 |
-0.014876 |
|
804 |
Legs |
10/20(25) |
PUT |
20.00 / 19.50 |
$27 / $23 / 1.17 |
54.54% / $4.27 / 18.56% / 671.04% |
57.57% / $19.73 |
$0.27 / $1.21 / $0.94 / 499 |
|
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 |
20.00 |
45.46% |
$1.21 / 871 |
$1.22 / 520 |
476 / 1,601 |
55.996893% |
-0.441379 |
-0.033565 |
0.079047 |
0.022287 |
-0.008574 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
19.50 |
39.91% |
$0.93 / 1,546 |
$0.94 / 499 |
64 / 105 |
54.320686% |
-0.401516 |
-0.032929 |
0.077491 |
0.021849 |
-0.007732 |
|
908 |
Legs |
12/15(81) |
PUT |
20.00 / 19.00 |
$54 / $46 / 1.17 |
56.49% / $10.49 / 22.80% / 133.51% |
59.96% / $19.46 |
$0.54 / $2.16 / $1.62 / 1,897 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
43.51% |
$2.16 / 1,897 |
$2.20 / 331 |
32 / 798 |
58.603606% |
-0.407407 |
-0.018928 |
0.045175 |
0.037333 |
-0.026719 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
19.00 |
37.22% |
$1.57 / 3,304 |
$1.62 / 2,840 |
264 / 1,179 |
56.457584% |
-0.361565 |
-0.018342 |
0.043654 |
0.036076 |
-0.023292 |
|
918 |
Legs |
12/15(81) |
PUT |
20.00 / 18.00 |
$105 / $95 / 1.11 |
56.49% / $19.30 / 20.32% / 114.58% |
63.08% / $18.95 |
$1.05 / $2.16 / $1.11 / 176 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
43.51% |
$2.16 / 1,897 |
$2.20 / 331 |
32 / 798 |
58.603606% |
-0.407407 |
-0.018928 |
0.045175 |
0.037333 |
-0.026719 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
18.00 |
31.51% |
$1.08 / 405 |
$1.11 / 176 |
6 / 1,622 |
54.273766% |
-0.315272 |
-0.017455 |
0.041444 |
0.034250 |
-0.019957 |
|
630 |
Legs |
11/03(39) |
PUT |
20.00 / 19.00 |
$51 / $49 / 1.04 |
55.08% / $6.47 / 13.21% / 174.18% |
59.72% / $19.49 |
$0.51 / $1.51 / $1.00 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
20.00 |
44.92% |
$1.51 / 23 |
$1.54 / 745 |
10 / 105 |
57.548067% |
-0.431478 |
-0.027327 |
0.064565 |
0.026992 |
-0.012977 |
NASDAQ / ETF |
Long (Buy) |
11/03/2023 (W) |
PUT |
19.00 |
36.05% |
$0.97 / 18 |
$1.00 / 1,909 |
505 / 14 |
55.047757% |
-0.366159 |
-0.026230 |
0.061860 |
0.025862 |
-0.010820 |
|
787 |
Legs |
10/20(25) |
PUT |
20.00 / 19.00 |
$51 / $49 / 1.04 |
54.54% / $6.15 / 12.56% / 313.67% |
60.20% / $19.49 |
$0.51 / $1.21 / $0.70 / 871 |
|
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 |
20.00 |
45.46% |
$1.21 / 871 |
$1.22 / 520 |
476 / 1,601 |
55.996893% |
-0.441379 |
-0.033565 |
0.079047 |
0.022287 |
-0.008574 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
19.00 |
34.67% |
$0.69 / 1,025 |
$0.70 / 2,656 |
231 / 3,181 |
52.825582% |
-0.361646 |
-0.031935 |
0.075107 |
0.021176 |
-0.006905 |
|
|
946 |
|
12/15(81) |
CALL |
71.00 / 72.00 |
$54 / $46 / 1.17 |
52.61% / $6.74 / 14.66% / 75.90% |
57.69% / $71.54 |
$0.54 / $1.76 / $1.22 / 18 |
79 / 12.79% / 55 |
5 |
Legs |
Vertical |
Bearish |
$70.14 (-0.54%) / 12.24M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
47.39% |
$1.76 / 62 |
$1.82 / 331 |
7 / 56 |
13.354264% |
0.503030 |
-0.015445 |
0.066818 |
0.134926 |
0.077308 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
72.00 |
38.10% |
$1.19 / 82 |
$1.22 / 18 |
9 / 114 |
12.232478% |
0.437345 |
-0.015097 |
0.066069 |
0.133413 |
0.067534 |
|
841 |
Legs |
11/17(53) |
CALL |
71.00 / 72.00 |
$51 / $49 / 1.04 |
53.99% / $5.65 / 11.54% / 95.49% |
59.82% / $71.51 |
$0.51 / $1.30 / $0.79 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
71.00 |
46.01% |
$1.30 / 42 |
$1.32 / 26 |
0 / 26 |
12.562821% |
0.490054 |
-0.018548 |
0.081752 |
0.110702 |
0.051150 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
72.00 |
34.81% |
$0.77 / 177 |
$0.79 / 15 |
79 / 249 |
11.441372% |
0.410132 |
-0.017888 |
0.079762 |
0.108008 |
0.043006 |
|
940 |
Legs |
12/15(81) |
CALL |
71.00 / 73.00 |
$100 / $100 / 1.00 |
52.61% / $9.35 / 9.35% / 44.61% |
61.90% / $72.00 |
$1.00 / $1.76 / $0.76 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
47.39% |
$1.76 / 62 |
$1.82 / 331 |
7 / 56 |
13.354264% |
0.503030 |
-0.015445 |
0.066818 |
0.134926 |
0.077308 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
73.00 |
29.57% |
$0.74 / 58 |
$0.76 / 10 |
115 / 236 |
11.317129% |
0.374149 |
-0.014394 |
0.063594 |
0.128415 |
0.058021 |
|
548 |
Legs |
10/20(25) |
CALL |
71.00 / 71.50 |
$22 / $28 / 0.79 |
56.73% / $0.80 / 2.85% / 40.06% |
60.25% / $71.22 |
$0.22 / $0.76 / $0.54 / 158 |
|
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 |
71.00 |
43.27% |
$0.76 / 283 |
$0.78 / 19 |
447 / 518 |
11.577381% |
0.466352 |
-0.025312 |
0.114481 |
0.078870 |
0.025171 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
71.50 |
35.40% |
$0.52 / 221 |
$0.54 / 158 |
19 / 184 |
11.013034% |
0.410219 |
-0.024614 |
0.112001 |
0.077162 |
0.022192 |
|
928 |
Legs |
12/15(81) |
CALL |
71.00 / 74.00 |
$131 / $169 / 0.78 |
52.61% / $7.39 / 4.37% / 19.33% |
64.64% / $72.31 |
$1.31 / $1.76 / $0.45 / 62 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
47.39% |
$1.76 / 62 |
$1.82 / 331 |
7 / 56 |
13.354264% |
0.503030 |
-0.015445 |
0.066818 |
0.134926 |
0.077308 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
74.00 |
22.13% |
$0.42 / 35 |
$0.45 / 66 |
1 / 243 |
10.672255% |
0.314915 |
-0.013394 |
0.059652 |
0.120456 |
0.049021 |
|
762 |
Legs |
11/17(53) |
CALL |
71.00 / 73.00 |
$87 / $113 / 0.77 |
53.99% / $3.98 / 3.52% / 23.67% |
63.79% / $71.87 |
$0.87 / $1.30 / $0.43 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
71.00 |
46.01% |
$1.30 / 42 |
$1.32 / 26 |
0 / 26 |
12.562821% |
0.490054 |
-0.018548 |
0.081752 |
0.110702 |
0.051150 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
73.00 |
24.94% |
$0.41 / 74 |
$0.43 / 77 |
282 / 183 |
10.689095% |
0.334750 |
-0.016614 |
0.074768 |
0.101245 |
0.035244 |
|
|
990 |
|
12/15(81) |
CALL |
215.00 / 220.00 |
$270 / $230 / 1.17 |
48.15% / $12.42 / 5.40% / 24.24% |
54.87% / $217.70 |
$2.70 / $7.30 / $4.60 / 16 |
97 / 86.48% / 60 |
5 |
Legs |
Vertical |
Bearish |
$213.53 (-0.26%) / 3.26M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
215.00 |
51.85% |
$7.30 / 16 |
$7.60 / 494 |
5 / 412 |
16.138978% |
0.541563 |
-0.061160 |
0.017436 |
0.409545 |
0.248427 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
220.00 |
39.57% |
$4.40 / 30 |
$4.60 / 109 |
16 / 427 |
14.516394% |
0.455132 |
-0.059901 |
0.017437 |
0.409571 |
0.210478 |
|
979 |
Legs |
12/15(81) |
CALL |
215.00 / 225.00 |
$490 / $510 / 0.96 |
48.15% / $7.83 / 1.53% / 6.49% |
60.20% / $219.90 |
$4.90 / $7.30 / $2.40 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
215.00 |
51.85% |
$7.30 / 16 |
$7.60 / 494 |
5 / 412 |
16.138978% |
0.541563 |
-0.061160 |
0.017436 |
0.409545 |
0.248427 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
225.00 |
28.48% |
$2.30 / 26 |
$2.40 / 98 |
116 / 954 |
13.179980% |
0.372562 |
-0.056297 |
0.016656 |
0.391232 |
0.173495 |
|
725 |
Legs |
12/15(81) |
CALL |
220.00 / 225.00 |
$200 / $300 / 0.67 |
60.43% / $12.23 / 4.08% / 17.94% |
65.06% / $222.00 |
$2.00 / $4.40 / $2.40 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
220.00 |
39.57% |
$4.40 / 30 |
$4.60 / 109 |
16 / 427 |
14.516394% |
0.455132 |
-0.059901 |
0.017437 |
0.409571 |
0.210478 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
225.00 |
28.48% |
$2.30 / 26 |
$2.40 / 98 |
116 / 954 |
13.179980% |
0.372562 |
-0.056297 |
0.016656 |
0.391232 |
0.173495 |
|
931 |
Legs |
12/15(81) |
CALL |
215.00 / 235.00 |
$685 / $1,315 / 0.52 |
48.15% / $15.17 / 1.15% / 4.85% |
64.73% / $221.85 |
$6.85 / $7.30 / $0.45 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
215.00 |
51.85% |
$7.30 / 16 |
$7.60 / 494 |
5 / 412 |
16.138978% |
0.541563 |
-0.061160 |
0.017436 |
0.409545 |
0.248427 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
235.00 |
12.36% |
$0.40 / 1 |
$0.45 / 182 |
7 / 371 |
11.736227% |
0.230764 |
-0.044256 |
0.013402 |
0.314785 |
0.108668 |
|
911 |
Legs |
12/15(81) |
CALL |
215.00 / 240.00 |
$710 / $1,790 / 0.40 |
48.15% / $68.49 / 3.83% / 16.77% |
65.29% / $222.10 |
$7.10 / $7.30 / $0.20 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
215.00 |
51.85% |
$7.30 / 16 |
$7.60 / 494 |
5 / 412 |
16.138978% |
0.541563 |
-0.061160 |
0.017436 |
0.409545 |
0.248427 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
7.47% |
$0.15 / 17 |
$0.20 / 225 |
21 / 310 |
11.706522% |
0.174753 |
-0.037160 |
0.011349 |
0.266568 |
0.082662 |
|
728 |
Legs |
11/17(53) |
CALL |
215.00 / 235.00 |
$540 / $1,460 / 0.37 |
48.73% / $41.94 / 2.87% / 19.00% |
64.75% / $220.40 |
$5.40 / $5.60 / $0.20 / 102 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
215.00 |
51.27% |
$5.60 / 102 |
$5.80 / 462 |
9 / 63 |
15.422118% |
0.532673 |
-0.073110 |
0.021367 |
0.336550 |
0.166521 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
235.00 |
7.50% |
$0.05 / 517 |
$0.20 / 1,393 |
0 / 52 |
11.489520% |
0.172154 |
-0.044366 |
0.013733 |
0.216312 |
0.055163 |
|
|
953 |
|
12/15(81) |
CALL |
178.00 / 179.00 |
$53 / $47 / 1.13 |
50.06% / $3.06 / 6.51% / 29.76% |
51.33% / $178.53 |
$0.53 / $6.71 / $6.18 / 49 |
90 / 80.02% / 23 |
5 |
Legs |
Vertical |
Bearish |
$176.97 (-0.06%) / 23.17M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
178.00 |
49.94% |
$6.71 / 209 |
$6.75 / 291 |
282 / 1,054 |
18.233743% |
0.536608 |
-0.061695 |
0.016710 |
0.338841 |
0.199087 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
179.00 |
47.55% |
$6.15 / 204 |
$6.18 / 49 |
62 / 820 |
18.014700% |
0.519965 |
-0.061688 |
0.016763 |
0.339921 |
0.193308 |
|
959 |
Legs |
12/15(81) |
CALL |
178.00 / 180.00 |
$106 / $94 / 1.13 |
50.06% / $6.12 / 6.51% / 29.76% |
52.60% / $179.06 |
$1.06 / $6.71 / $5.65 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
178.00 |
49.94% |
$6.71 / 209 |
$6.75 / 291 |
282 / 1,054 |
18.233743% |
0.536608 |
-0.061695 |
0.016710 |
0.338841 |
0.199087 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
180.00 |
45.18% |
$5.61 / 1,206 |
$5.65 / 48 |
7,011 / 36,582 |
17.812327% |
0.503377 |
-0.061582 |
0.016787 |
0.340404 |
0.187513 |
|
963 |
Legs |
12/15(81) |
CALL |
178.00 / 181.00 |
$157 / $143 / 1.10 |
50.06% / $7.50 / 5.25% / 23.51% |
53.81% / $179.57 |
$1.57 / $6.71 / $5.14 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
178.00 |
49.94% |
$6.71 / 209 |
$6.75 / 291 |
282 / 1,054 |
18.233743% |
0.536608 |
-0.061695 |
0.016710 |
0.338841 |
0.199087 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
181.00 |
42.84% |
$5.11 / 226 |
$5.14 / 32 |
56 / 4,692 |
17.622228% |
0.486871 |
-0.061379 |
0.016782 |
0.340295 |
0.181714 |
|
891 |
Legs |
11/17(53) |
CALL |
178.00 / 179.00 |
$52 / $48 / 1.08 |
50.56% / $2.56 / 5.34% / 37.60% |
52.08% / $178.52 |
$0.52 / $5.14 / $4.62 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
178.00 |
49.44% |
$5.14 / 10 |
$5.16 / 153 |
202 / 595 |
17.474272% |
0.526766 |
-0.074203 |
0.020475 |
0.278422 |
0.133722 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
179.00 |
46.52% |
$4.59 / 148 |
$4.62 / 31 |
90 / 941 |
17.255734% |
0.506380 |
-0.074120 |
0.020522 |
0.279062 |
0.128808 |
|
896 |
Legs |
11/17(53) |
CALL |
178.00 / 180.00 |
$103 / $97 / 1.06 |
50.56% / $4.31 / 4.44% / 30.60% |
53.57% / $179.03 |
$1.03 / $5.14 / $4.11 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
178.00 |
49.44% |
$5.14 / 10 |
$5.16 / 153 |
202 / 595 |
17.474272% |
0.526766 |
-0.074203 |
0.020475 |
0.278422 |
0.133722 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
180.00 |
43.63% |
$4.08 / 352 |
$4.11 / 56 |
298 / 3,444 |
17.046599% |
0.486088 |
-0.073859 |
0.020516 |
0.278971 |
0.123887 |
|
960 |
Legs |
12/15(81) |
CALL |
178.00 / 182.00 |
$205 / $195 / 1.05 |
50.06% / $6.73 / 3.45% / 15.04% |
54.94% / $180.05 |
$2.05 / $6.71 / $4.66 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
178.00 |
49.94% |
$6.71 / 209 |
$6.75 / 291 |
282 / 1,054 |
18.233743% |
0.536608 |
-0.061695 |
0.016710 |
0.338841 |
0.199087 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
182.00 |
40.54% |
$4.63 / 173 |
$4.66 / 40 |
5 / 2,583 |
17.432233% |
0.470475 |
-0.061081 |
0.016748 |
0.339605 |
0.175923 |
|
|
970 |
|
12/15(81) |
CALL |
34.00 / 35.00 |
$53 / $47 / 1.13 |
50.50% / $4.20 / 8.93% / 42.36% |
57.96% / $34.53 |
$0.53 / $1.21 / $0.68 / 47 |
97 / 97.15% / 99 |
5 |
Legs |
Vertical |
Bearish |
$33.72 (-0.59%) / 41.69M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
34.00 |
49.50% |
$1.21 / 47 |
$1.22 / 173 |
424 / 22,291 |
17.733066% |
0.528357 |
-0.010342 |
0.099722 |
0.064714 |
0.037916 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
35.74% |
$0.67 / 140 |
$0.68 / 852 |
594 / 54,881 |
15.951302% |
0.430527 |
-0.010050 |
0.098581 |
0.063973 |
0.031203 |
|
894 |
Legs |
11/17(53) |
CALL |
34.00 / 35.00 |
$49 / $51 / 0.96 |
51.19% / $2.05 / 4.03% / 27.44% |
59.60% / $34.49 |
$0.49 / $0.93 / $0.44 / 427 |
|
Underlying |
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 |
34.00 |
48.81% |
$0.93 / 427 |
$0.94 / 632 |
138 / 4,469 |
17.165550% |
0.518175 |
-0.012438 |
0.122168 |
0.053164 |
0.025381 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
32.22% |
$0.43 / 717 |
$0.44 / 976 |
2,042 / 16,225 |
15.262813% |
0.399164 |
-0.011857 |
0.118483 |
0.051560 |
0.019741 |
|
777 |
Legs |
10/27(32) |
CALL |
34.00 / 34.50 |
$24 / $26 / 0.92 |
52.05% / $0.47 / 1.81% / 19.02% |
57.29% / $34.24 |
$0.24 / $0.67 / $0.43 / 62 |
|
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 |
34.00 |
47.95% |
$0.67 / 62 |
$0.70 / 1,060 |
5 / 71 |
16.429652% |
0.507062 |
-0.015404 |
0.154052 |
0.042341 |
0.015944 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
34.50 |
37.23% |
$0.41 / 341 |
$0.43 / 263 |
175 / 343 |
15.154884% |
0.431217 |
-0.015041 |
0.151842 |
0.041733 |
0.013626 |
|
823 |
Legs |
10/20(25) |
CALL |
34.00 / 34.50 |
$24 / $26 / 0.92 |
52.50% / $0.79 / 3.05% / 43.34% |
58.32% / $34.24 |
$0.24 / $0.59 / $0.35 / 732 |
|
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 |
34.00 |
47.50% |
$0.59 / 732 |
$0.60 / 1,425 |
7,744 / 19,140 |
16.208418% |
0.501929 |
-0.017046 |
0.171734 |
0.038023 |
0.012796 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
34.50 |
35.61% |
$0.34 / 1,115 |
$0.35 / 1,068 |
1,701 / 4,232 |
15.022980% |
0.417604 |
-0.016531 |
0.168119 |
0.037222 |
0.010698 |
|
843 |
Legs |
10/13(18) |
CALL |
34.00 / 34.50 |
$23 / $27 / 0.85 |
53.11% / $0.40 / 1.47% / 25.84% |
59.51% / $34.23 |
$0.23 / $0.48 / $0.25 / 303 |
|
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 |
34.00 |
46.89% |
$0.48 / 303 |
$0.49 / 736 |
27 / 113 |
15.597167% |
0.495352 |
-0.019411 |
0.197238 |
0.033128 |
0.009649 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
CALL |
34.50 |
33.34% |
$0.24 / 768 |
$0.25 / 426 |
926 / 2,015 |
14.210834% |
0.398924 |
-0.018618 |
0.190942 |
0.032071 |
0.007808 |
|
943 |
Legs |
12/15(81) |
CALL |
34.00 / 36.00 |
$89 / $111 / 0.80 |
50.50% / $1.72 / 1.55% / 6.54% |
62.82% / $34.89 |
$0.89 / $1.21 / $0.32 / 47 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
34.00 |
49.50% |
$1.21 / 47 |
$1.22 / 173 |
424 / 22,291 |
17.733066% |
0.528357 |
-0.010342 |
0.099722 |
0.064714 |
0.037916 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
36.00 |
23.93% |
$0.31 / 631 |
$0.32 / 88 |
205 / 38,931 |
14.569486% |
0.339246 |
-0.009253 |
0.091941 |
0.059664 |
0.024792 |
|
|
975 |
|
12/15(81) |
CALL |
1790.00 / 1810.00 |
$1,060 / $940 / 1.13 |
48.17% / $23.40 / 2.49% / 10.68% |
50.73% / $1,800.60 |
$10.60 / $68.80 / $58.20 / 8 |
93 / 85.55% / 33 |
5 |
Legs |
Vertical |
Bearish |
$1776.503 (-0.30%) |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1790.00 |
51.83% |
$68.80 / 9 |
$69.40 / 14 |
0 / 64 |
17.476908% |
0.550753 |
-0.655504 |
0.001689 |
3.409705 |
2.056269 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1810.00 |
47.01% |
$57.80 / 13 |
$58.20 / 8 |
115 / 602 |
17.146708% |
0.517101 |
-0.653144 |
0.001701 |
3.434402 |
1.938531 |
|
967 |
Legs |
12/15(81) |
CALL |
1790.00 / 1800.00 |
$520 / $480 / 1.08 |
48.17% / $1.70 / 0.35% / 1.47% |
49.43% / $1,795.20 |
$5.20 / $68.80 / $63.60 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1790.00 |
51.83% |
$68.80 / 9 |
$69.40 / 14 |
0 / 64 |
17.476908% |
0.550753 |
-0.655504 |
0.001689 |
3.409705 |
2.056269 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1800.00 |
49.41% |
$63.20 / 9 |
$63.60 / 8 |
262 / 5,699 |
17.304873% |
0.533911 |
-0.654824 |
0.001697 |
3.425135 |
1.997526 |
|
910 |
Legs |
11/17(53) |
CALL |
1790.00 / 1810.00 |
$1,030 / $970 / 1.06 |
48.94% / $10.60 / 1.09% / 6.90% |
51.98% / $1,800.30 |
$10.30 / $54.00 / $43.70 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1790.00 |
51.06% |
$54.00 / 19 |
$54.60 / 34 |
0 / 88 |
17.395393% |
0.538585 |
-0.778175 |
0.002070 |
2.801823 |
1.376057 |
RUSSELL / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
1810.00 |
45.18% |
$43.20 / 50 |
$43.70 / 10 |
21 / 29 |
16.983005% |
0.497388 |
-0.773302 |
0.002079 |
2.814939 |
1.275918 |
|
976 |
Legs |
12/15(81) |
CALL |
1790.00 / 1830.00 |
$2,060 / $1,940 / 1.06 |
48.17% / $0.43 / 0.02% / 0.09% |
53.13% / $1,810.60 |
$20.60 / $68.80 / $48.20 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1790.00 |
51.83% |
$68.80 / 9 |
$69.40 / 14 |
0 / 64 |
17.476908% |
0.550753 |
-0.655504 |
0.001689 |
3.409705 |
2.056269 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1830.00 |
42.29% |
$47.80 / 28 |
$48.20 / 65 |
0 / 80 |
16.831183% |
0.483697 |
-0.646854 |
0.001701 |
3.434690 |
1.820285 |
|
906 |
Legs |
11/17(53) |
CALL |
1790.00 / 1805.00 |
$770 / $730 / 1.06 |
48.94% / $4.69 / 0.64% / 4.01% |
51.22% / $1,797.70 |
$7.70 / $54.00 / $46.30 / 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 |
1790.00 |
51.06% |
$54.00 / 19 |
$54.60 / 34 |
0 / 88 |
17.395393% |
0.538585 |
-0.778175 |
0.002070 |
2.801823 |
1.376057 |
RUSSELL / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
1805.00 |
46.64% |
$45.80 / 26 |
$46.30 / 10 |
0 / 2 |
17.088921% |
0.507659 |
-0.775196 |
0.002079 |
2.814481 |
1.300993 |
|
913 |
Legs |
11/17(53) |
CALL |
1790.00 / 1815.00 |
$1,280 / $1,220 / 1.05 |
48.94% / $8.35 / 0.68% / 4.28% |
52.72% / $1,802.80 |
$12.80 / $54.00 / $41.20 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1790.00 |
51.06% |
$54.00 / 19 |
$54.60 / 34 |
0 / 88 |
17.395393% |
0.538585 |
-0.778175 |
0.002070 |
2.801823 |
1.376057 |
RUSSELL / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
1815.00 |
43.73% |
$40.70 / 52 |
$41.20 / 10 |
1 / 9 |
16.883394% |
0.487147 |
-0.770964 |
0.002078 |
2.813539 |
1.250848 |
|
|
866 |
|
11/17(53) |
CALL |
103.00 / 104.00 |
$52 / $48 / 1.08 |
52.60% / $4.69 / 9.77% / 77.25% |
55.78% / $103.52 |
$0.52 / $2.53 / $2.01 / 5 |
60 / 35.22% / 68 |
5 |
Legs |
Vertical |
Bearish |
$101.96 (-0.18%) / 10.97M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
103.00 |
47.40% |
$2.53 / 5 |
$2.55 / 17 |
108 / 73 |
16.140445% |
0.506679 |
-0.035844 |
0.043208 |
0.160836 |
0.075397 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
104.00 |
41.34% |
$1.98 / 64 |
$2.01 / 77 |
353 / 1,627 |
15.521434% |
0.464008 |
-0.035434 |
0.043052 |
0.160256 |
0.069279 |
|
879 |
Legs |
10/20(25) |
CALL |
102.50 / 103.00 |
$26 / $24 / 1.08 |
50.53% / $1.27 / 5.29% / 85.61% |
52.79% / $102.76 |
$0.26 / $1.78 / $1.52 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
102.50 |
49.47% |
$1.78 / 21 |
$1.80 / 32 |
139 / 50 |
15.179252% |
0.514438 |
-0.048972 |
0.060620 |
0.114806 |
0.039720 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
103.00 |
45.14% |
$1.50 / 81 |
$1.52 / 67 |
4 / 63 |
14.808724% |
0.484246 |
-0.048754 |
0.060620 |
0.114806 |
0.037454 |
|
898 |
Legs |
10/20(25) |
CALL |
102.50 / 103.50 |
$52 / $48 / 1.08 |
50.53% / $2.76 / 5.76% / 95.71% |
55.03% / $103.02 |
$0.52 / $1.78 / $1.26 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
102.50 |
49.47% |
$1.78 / 21 |
$1.80 / 32 |
139 / 50 |
15.179252% |
0.514438 |
-0.048972 |
0.060620 |
0.114806 |
0.039720 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
103.50 |
40.89% |
$1.25 / 30 |
$1.26 / 29 |
5 / 114 |
14.450423% |
0.454286 |
-0.048280 |
0.060275 |
0.114153 |
0.035194 |
|
862 |
Legs |
11/17(53) |
CALL |
103.00 / 105.00 |
$99 / $101 / 0.98 |
52.60% / $6.02 / 5.96% / 42.70% |
58.60% / $103.99 |
$0.99 / $2.53 / $1.54 / 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 |
103.00 |
47.40% |
$2.53 / 5 |
$2.55 / 17 |
108 / 73 |
16.140445% |
0.506679 |
-0.035844 |
0.043208 |
0.160836 |
0.075397 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
105.00 |
35.54% |
$1.51 / 269 |
$1.54 / 63 |
3 / 522 |
14.966996% |
0.422137 |
-0.034667 |
0.042413 |
0.157879 |
0.063223 |
|
938 |
Legs |
12/15(81) |
CALL |
103.00 / 105.00 |
$98 / $102 / 0.96 |
51.44% / $2.17 / 2.13% / 9.09% |
56.32% / $103.98 |
$0.98 / $3.30 / $2.32 / 148 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
103.00 |
48.56% |
$3.30 / 185 |
$3.40 / 57 |
1 / 87 |
16.654146% |
0.519904 |
-0.029952 |
0.035292 |
0.195905 |
0.113458 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
105.00 |
38.75% |
$2.24 / 129 |
$2.32 / 148 |
11 / 8,818 |
15.661173% |
0.450493 |
-0.029343 |
0.035091 |
0.194791 |
0.098964 |
|
683 |
Legs |
10/20(25) |
CALL |
103.00 / 103.50 |
$24 / $26 / 0.92 |
54.86% / $1.52 / 5.86% / 98.10% |
56.91% / $103.24 |
$0.24 / $1.50 / $1.26 / 29 |
|
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 |
103.00 |
45.14% |
$1.50 / 81 |
$1.52 / 67 |
4 / 63 |
14.808724% |
0.484246 |
-0.048754 |
0.060620 |
0.114806 |
0.037454 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
103.50 |
40.89% |
$1.25 / 30 |
$1.26 / 29 |
5 / 114 |
14.450423% |
0.454286 |
-0.048280 |
0.060275 |
0.114153 |
0.035194 |
|
|
917 |
|
11/17(53) |
CALL |
14825.00 / 14975.00 |
$7,780 / $7,220 / 1.08 |
48.56% / $69.92 / 0.97% / 6.10% |
51.20% / $14,902.80 |
$77.80 / $488.80 / $411.00 / 7 |
91 / 86.36% / 46 |
5 |
Legs |
Vertical |
Bearish |
$14701.0966 (+0.05%) / 837.12M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14825.00 |
51.44% |
$488.80 / 8 |
$495.90 / 8 |
236 / 72 |
19.068843% |
0.542965 |
-6.750752 |
0.000236 |
23.206006 |
11.444162 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
14975.00 |
46.37% |
$405.20 / 6 |
$411.00 / 7 |
0 / 5 |
18.596809% |
0.507600 |
-6.727349 |
0.000238 |
23.337264 |
10.738156 |
|
902 |
Legs |
10/20(25) |
CALL |
14825.00 / 14975.00 |
$7,700 / $7,300 / 1.06 |
49.44% / $141.94 / 1.94% / 26.00% |
53.11% / $14,902.00 |
$77.00 / $319.80 / $242.80 / 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 |
14825.00 |
50.56% |
$319.80 / 8 |
$324.00 / 5 |
53 / 66 |
18.304806% |
0.527518 |
-9.123450 |
0.000333 |
16.609462 |
5.812935 |
NASDAQI / Index |
Long (Buy) |
10/20/2023 (M) |
CALL |
14975.00 |
43.45% |
$239.40 / 5 |
$242.80 / 5 |
1 / 11 |
17.653730% |
0.477854 |
-9.047372 |
0.000333 |
16.623425 |
5.284593 |
|
904 |
Legs |
11/17(53) |
CALL |
14850.00 / 15000.00 |
$7,660 / $7,340 / 1.04 |
49.41% / $83.44 / 1.14% / 7.19% |
52.00% / $14,926.60 |
$76.60 / $474.60 / $398.00 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14850.00 |
50.59% |
$474.60 / 8 |
$481.30 / 9 |
20 / 6 |
18.998096% |
0.537062 |
-6.750106 |
0.000237 |
23.240704 |
11.326865 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
15000.00 |
45.54% |
$392.10 / 9 |
$398.00 / 7 |
13 / 135 |
18.527440% |
0.501727 |
-6.718932 |
0.000238 |
23.341281 |
10.620180 |
|
900 |
Legs |
10/20(25) |
CALL |
14825.00 / 14950.00 |
$6,380 / $6,120 / 1.04 |
49.44% / $75.30 / 1.23% / 15.81% |
52.48% / $14,888.80 |
$63.80 / $319.80 / $256.00 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
14825.00 |
50.56% |
$319.80 / 8 |
$324.00 / 5 |
53 / 66 |
18.304806% |
0.527518 |
-9.123450 |
0.000333 |
16.609462 |
5.812935 |
NASDAQI / Index |
Long (Buy) |
10/20/2023 (M) |
CALL |
14950.00 |
44.62% |
$252.00 / 11 |
$256.00 / 6 |
1 / 12 |
17.780257% |
0.486094 |
-9.068879 |
0.000333 |
16.638967 |
5.372614 |
|
901 |
Legs |
11/17(53) |
CALL |
14850.00 / 14975.00 |
$6,360 / $6,140 / 1.04 |
49.41% / $43.17 / 0.70% / 4.40% |
51.56% / $14,913.60 |
$63.60 / $474.60 / $411.00 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14850.00 |
50.59% |
$474.60 / 8 |
$481.30 / 9 |
20 / 6 |
18.998096% |
0.537062 |
-6.750106 |
0.000237 |
23.240704 |
11.326865 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
14975.00 |
46.37% |
$405.20 / 6 |
$411.00 / 7 |
0 / 5 |
18.596809% |
0.507600 |
-6.727349 |
0.000238 |
23.337264 |
10.738156 |
|
893 |
Legs |
10/20(25) |
CALL |
14825.00 / 14925.00 |
$5,080 / $4,920 / 1.03 |
49.44% / $31.84 / 0.65% / 8.05% |
51.86% / $14,875.80 |
$50.80 / $319.80 / $269.00 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
14825.00 |
50.56% |
$319.80 / 8 |
$324.00 / 5 |
53 / 66 |
18.304806% |
0.527518 |
-9.123450 |
0.000333 |
16.609462 |
5.812935 |
NASDAQI / Index |
Long (Buy) |
10/20/2023 (M) |
CALL |
14925.00 |
45.80% |
$265.00 / 8 |
$269.00 / 6 |
10 / 9 |
17.887308% |
0.494353 |
-9.086890 |
0.000333 |
16.647415 |
5.460705 |
|
|
957 |
|
12/15(81) |
CALL |
166.00 / 169.00 |
$155 / $145 / 1.07 |
50.09% / $5.71 / 3.94% / 17.30% |
53.72% / $167.55 |
$1.55 / $7.10 / $5.55 / 893 |
81 / 66.96% / 64 |
5 |
Legs |
Vertical |
Bearish |
$164.15 (+0.05%) / 6.27M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
166.00 |
49.91% |
$7.10 / 954 |
$7.25 / 1,449 |
2 / 32 |
21.013965% |
0.540907 |
-0.064062 |
0.016410 |
0.315950 |
0.185064 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
169.00 |
42.95% |
$5.45 / 436 |
$5.55 / 893 |
0 / 236 |
20.113182% |
0.492114 |
-0.063715 |
0.016499 |
0.317661 |
0.169451 |
|
962 |
Legs |
12/15(81) |
CALL |
166.00 / 170.00 |
$205 / $195 / 1.05 |
50.09% / $6.79 / 3.48% / 15.17% |
54.87% / $168.05 |
$2.05 / $7.10 / $5.05 / 954 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
166.00 |
49.91% |
$7.10 / 954 |
$7.25 / 1,449 |
2 / 32 |
21.013965% |
0.540907 |
-0.064062 |
0.016410 |
0.315950 |
0.185064 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
170.00 |
40.70% |
$4.95 / 762 |
$5.05 / 1,235 |
3 / 441 |
19.848447% |
0.476029 |
-0.063411 |
0.016474 |
0.317179 |
0.164241 |
|
945 |
Legs |
12/15(81) |
CALL |
166.00 / 168.00 |
$100 / $100 / 1.00 |
50.09% / $0.42 / 0.42% / 1.73% |
52.44% / $167.00 |
$1.00 / $7.10 / $6.10 / 954 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
166.00 |
49.91% |
$7.10 / 954 |
$7.25 / 1,449 |
2 / 32 |
21.013965% |
0.540907 |
-0.064062 |
0.016410 |
0.315950 |
0.185064 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
168.00 |
45.24% |
$5.95 / 1,524 |
$6.10 / 1,322 |
2 / 203 |
20.382677% |
0.508306 |
-0.063926 |
0.016497 |
0.317623 |
0.174664 |
|
956 |
Legs |
12/15(81) |
CALL |
166.00 / 171.00 |
$250 / $250 / 1.00 |
50.09% / $4.16 / 1.66% / 7.04% |
55.91% / $168.50 |
$2.50 / $7.10 / $4.60 / 954 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
166.00 |
49.91% |
$7.10 / 954 |
$7.25 / 1,449 |
2 / 32 |
21.013965% |
0.540907 |
-0.064062 |
0.016410 |
0.315950 |
0.185064 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
171.00 |
38.49% |
$4.45 / 1,363 |
$4.60 / 1,439 |
12 / 195 |
19.578515% |
0.460075 |
-0.063017 |
0.016423 |
0.316188 |
0.159046 |
|
955 |
Legs |
12/15(81) |
CALL |
166.00 / 172.00 |
$295 / $305 / 0.97 |
50.09% / $2.66 / 0.87% / 3.64% |
56.93% / $168.95 |
$2.95 / $7.10 / $4.15 / 954 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
166.00 |
49.91% |
$7.10 / 954 |
$7.25 / 1,449 |
2 / 32 |
21.013965% |
0.540907 |
-0.064062 |
0.016410 |
0.315950 |
0.185064 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
172.00 |
36.33% |
$4.00 / 1,707 |
$4.15 / 1,512 |
1 / 141 |
19.309346% |
0.444276 |
-0.062536 |
0.016345 |
0.314701 |
0.153875 |
|
810 |
Legs |
10/20(25) |
CALL |
166.00 / 167.50 |
$72 / $78 / 0.92 |
51.80% / $0.18 / 0.23% / 2.84% |
54.70% / $166.72 |
$0.72 / $3.50 / $2.78 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
166.00 |
48.20% |
$3.50 / 2,548 |
$3.65 / 2,925 |
29 / 60 |
19.526618% |
0.512115 |
-0.104759 |
0.028274 |
0.185723 |
0.062877 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
167.50 |
42.20% |
$2.76 / 22 |
$2.78 / 12 |
28 / 138 |
18.817255% |
0.470069 |
-0.103917 |
0.028210 |
0.185301 |
0.057896 |
|
|
965 |
|
12/15(81) |
CALL |
144.00 / 147.00 |
$155 / $145 / 1.07 |
50.02% / $6.73 / 4.64% / 20.60% |
56.06% / $145.55 |
$1.55 / $4.40 / $2.85 / 19 |
97 / 96.68% / 53 |
5 |
Legs |
Vertical |
Bearish |
$142.39 (-0.61%) / 3.36M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
144.00 |
49.98% |
$4.40 / 255 |
$4.60 / 171 |
0 / 33 |
15.376352% |
0.526827 |
-0.038681 |
0.027512 |
0.274196 |
0.162222 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
147.00 |
38.46% |
$2.70 / 400 |
$2.85 / 19 |
4 / 128 |
13.930617% |
0.445456 |
-0.037740 |
0.027343 |
0.272515 |
0.138149 |
|
947 |
Legs |
12/15(81) |
CALL |
144.00 / 146.00 |
$100 / $100 / 1.00 |
50.02% / $0.69 / 0.69% / 2.88% |
53.93% / $145.00 |
$1.00 / $4.40 / $3.40 / 112 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
144.00 |
49.98% |
$4.40 / 255 |
$4.60 / 171 |
0 / 33 |
15.376352% |
0.526827 |
-0.038681 |
0.027512 |
0.274196 |
0.162222 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
146.00 |
42.21% |
$3.20 / 716 |
$3.40 / 112 |
0 / 133 |
14.375534% |
0.472317 |
-0.038209 |
0.027527 |
0.274347 |
0.146148 |
|
964 |
Legs |
12/15(81) |
CALL |
144.00 / 148.00 |
$200 / $200 / 1.00 |
50.02% / $5.48 / 2.74% / 11.81% |
57.79% / $146.00 |
$2.00 / $4.40 / $2.40 / 148 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
144.00 |
49.98% |
$4.40 / 255 |
$4.60 / 171 |
0 / 33 |
15.376352% |
0.526827 |
-0.038681 |
0.027512 |
0.274196 |
0.162222 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
148.00 |
34.83% |
$2.25 / 116 |
$2.40 / 148 |
26 / 200 |
13.605184% |
0.419015 |
-0.037123 |
0.027038 |
0.269473 |
0.130230 |
|
954 |
Legs |
12/15(81) |
CALL |
144.00 / 149.00 |
$240 / $260 / 0.92 |
50.02% / $2.60 / 1.00% / 4.19% |
59.30% / $146.40 |
$2.40 / $4.40 / $2.00 / 255 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
144.00 |
49.98% |
$4.40 / 255 |
$4.60 / 171 |
0 / 33 |
15.376352% |
0.526827 |
-0.038681 |
0.027512 |
0.274196 |
0.162222 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
149.00 |
31.37% |
$1.80 / 535 |
$2.00 / 569 |
0 / 450 |
13.206418% |
0.393103 |
-0.036369 |
0.026618 |
0.265286 |
0.122429 |
|
916 |
Legs |
12/15(81) |
CALL |
145.00 / 147.00 |
$95 / $105 / 0.91 |
53.93% / $3.93 / 3.75% / 16.40% |
57.60% / $145.95 |
$0.95 / $3.80 / $2.85 / 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 |
145.00 |
46.07% |
$3.80 / 339 |
$4.00 / 678 |
0 / 205 |
14.945118% |
0.499482 |
-0.038525 |
0.027584 |
0.274919 |
0.154186 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
147.00 |
38.46% |
$2.70 / 400 |
$2.85 / 19 |
4 / 128 |
13.930617% |
0.445456 |
-0.037740 |
0.027343 |
0.272515 |
0.138149 |
|
647 |
Legs |
11/17(53) |
CALL |
145.00 / 149.00 |
$165 / $235 / 0.70 |
55.78% / $2.74 / 1.17% / 7.37% |
63.38% / $146.65 |
$1.65 / $2.70 / $1.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
145.00 |
44.22% |
$2.70 / 525 |
$2.85 / 131 |
0 / 8 |
14.032281% |
0.481981 |
-0.045942 |
0.033700 |
0.225233 |
0.101308 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
149.00 |
26.82% |
$0.95 / 1,726 |
$1.05 / 1 |
0 / 13 |
12.043769% |
0.353734 |
-0.041987 |
0.031467 |
0.210307 |
0.074988 |
|
|
949 |
|
12/15(81) |
CALL |
365.00 / 370.00 |
$255 / $245 / 1.04 |
50.25% / $7.34 / 3.00% / 12.97% |
53.99% / $367.55 |
$2.55 / $11.30 / $8.75 / 29 |
81 / 69.88% / 78 |
5 |
Legs |
Vertical |
Bearish |
$360.33 (-0.81%) / 3.97M |
|
Earnings: 11/03 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
365.00 |
49.75% |
$11.30 / 42 |
$11.55 / 41 |
24 / 1,360 |
15.451806% |
0.528507 |
-0.111599 |
0.010386 |
0.694869 |
0.408988 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
370.00 |
42.47% |
$8.60 / 22 |
$8.75 / 29 |
56 / 1,445 |
14.822549% |
0.477280 |
-0.109654 |
0.010395 |
0.695518 |
0.371127 |
|
952 |
Legs |
12/15(81) |
CALL |
365.00 / 375.00 |
$490 / $510 / 0.96 |
50.25% / $5.80 / 1.14% / 4.78% |
57.39% / $369.90 |
$4.90 / $11.30 / $6.40 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
365.00 |
49.75% |
$11.30 / 42 |
$11.55 / 41 |
24 / 1,360 |
15.451806% |
0.528507 |
-0.111599 |
0.010386 |
0.694869 |
0.408988 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
375.00 |
35.54% |
$6.25 / 14 |
$6.40 / 28 |
6 / 2,690 |
14.219531% |
0.427103 |
-0.106282 |
0.010238 |
0.684986 |
0.333573 |
|
840 |
Legs |
12/15(81) |
CALL |
370.00 / 375.00 |
$220 / $280 / 0.79 |
57.53% / $11.26 / 4.02% / 17.68% |
60.63% / $372.20 |
$2.20 / $8.60 / $6.40 / 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 |
370.00 |
42.47% |
$8.60 / 22 |
$8.75 / 29 |
56 / 1,445 |
14.822549% |
0.477280 |
-0.109654 |
0.010395 |
0.695518 |
0.371127 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
375.00 |
35.54% |
$6.25 / 14 |
$6.40 / 28 |
6 / 2,690 |
14.219531% |
0.427103 |
-0.106282 |
0.010238 |
0.684986 |
0.333573 |
|
830 |
Legs |
12/15(81) |
CALL |
370.00 / 380.00 |
$405 / $595 / 0.68 |
57.53% / $5.37 / 0.90% / 3.78% |
63.18% / $374.05 |
$4.05 / $8.60 / $4.55 / 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 |
370.00 |
42.47% |
$8.60 / 22 |
$8.75 / 29 |
56 / 1,445 |
14.822549% |
0.477280 |
-0.109654 |
0.010395 |
0.695518 |
0.371127 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
380.00 |
29.14% |
$4.35 / 99 |
$4.55 / 26 |
66 / 1,287 |
13.731254% |
0.378718 |
-0.101639 |
0.009927 |
0.664203 |
0.296975 |
|
671 |
Legs |
11/17(53) |
CALL |
365.00 / 390.00 |
$777 / $1,723 / 0.45 |
52.09% / $3.40 / 0.20% / 1.22% |
65.53% / $372.77 |
$7.77 / $8.75 / $0.98 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
365.00 |
47.91% |
$8.75 / 99 |
$9.00 / 48 |
114 / 210 |
15.673682% |
0.510268 |
-0.131275 |
0.012711 |
0.570293 |
0.269223 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
12.62% |
$0.85 / 80 |
$0.98 / 56 |
3 / 406 |
13.132963% |
0.230158 |
-0.093494 |
0.009682 |
0.434379 |
0.123773 |
|
608 |
Legs |
11/17(53) |
CALL |
365.00 / 395.00 |
$817 / $2,183 / 0.37 |
52.09% / $52.23 / 2.39% / 15.62% |
66.18% / $373.17 |
$8.17 / $8.75 / $0.58 / 80 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
365.00 |
47.91% |
$8.75 / 99 |
$9.00 / 48 |
114 / 210 |
15.673682% |
0.510268 |
-0.131275 |
0.012711 |
0.570293 |
0.269223 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
395.00 |
8.78% |
$0.45 / 131 |
$0.58 / 80 |
16 / 127 |
13.020743% |
0.188011 |
-0.082305 |
0.008593 |
0.385541 |
0.101387 |
|
|
944 |
|
12/15(81) |
CALL |
510.00 / 520.00 |
$505 / $495 / 1.02 |
51.23% / $19.53 / 3.95% / 17.32% |
54.74% / $515.05 |
$5.05 / $21.05 / $16.00 / 2 |
92 / 72.38% / 97 |
5 |
Legs |
Vertical |
Bearish |
$506.10 (+0.99%) / 4.56M |
|
Earnings: 10/13 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
510.00 |
48.77% |
$21.05 / 30 |
$21.35 / 12 |
26 / 515 |
20.700644% |
0.536335 |
-0.206976 |
0.004889 |
0.969534 |
0.557853 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
520.00 |
41.89% |
$15.80 / 10 |
$16.00 / 2 |
56 / 2,444 |
19.900821% |
0.487971 |
-0.206295 |
0.004910 |
0.973686 |
0.511049 |
|
870 |
Legs |
11/17(53) |
CALL |
510.00 / 520.00 |
$490 / $510 / 0.96 |
51.65% / $11.32 / 2.22% / 14.43% |
55.81% / $514.90 |
$4.90 / $17.10 / $12.20 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
48.35% |
$17.10 / 11 |
$17.30 / 43 |
105 / 394 |
21.131423% |
0.525580 |
-0.249786 |
0.005991 |
0.796734 |
0.375456 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
520.00 |
39.97% |
$12.05 / 7 |
$12.20 / 2 |
113 / 527 |
20.272394% |
0.466434 |
-0.247595 |
0.005985 |
0.795896 |
0.335464 |
|
801 |
Legs |
12/15(81) |
CALL |
520.00 / 530.00 |
$415 / $585 / 0.71 |
58.11% / $4.37 / 0.75% / 3.12% |
60.87% / $524.15 |
$4.15 / $15.80 / $11.65 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
41.89% |
$15.80 / 10 |
$16.00 / 2 |
56 / 2,444 |
19.900821% |
0.487971 |
-0.206295 |
0.004910 |
0.973686 |
0.511049 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
530.00 |
35.37% |
$11.45 / 11 |
$11.65 / 11 |
22 / 734 |
19.259575% |
0.440672 |
-0.202870 |
0.004860 |
0.963781 |
0.464415 |
|
331 |
Legs |
10/13(18) |
CALL |
515.00 / 545.00 |
$713 / $2,287 / 0.31 |
59.80% / $1.86 / 0.08% / 1.29% |
68.88% / $522.13 |
$7.13 / $8.40 / $1.27 / 15 |
|
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 |
40.20% |
$8.40 / 15 |
$8.70 / 40 |
14 / 96 |
22.731077% |
0.454832 |
-0.388186 |
0.009619 |
0.493694 |
0.131030 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
545.00 |
10.49% |
$1.16 / 10 |
$1.27 / 30 |
20 / 12 |
21.298737% |
0.208624 |
-0.276800 |
0.006969 |
0.357719 |
0.061028 |
|
450 |
Legs |
11/17(53) |
CALL |
520.00 / 580.00 |
$1,118 / $4,882 / 0.23 |
60.03% / $7.93 / 0.16% / 1.00% |
68.69% / $531.18 |
$11.18 / $12.05 / $0.87 / 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 |
520.00 |
39.97% |
$12.05 / 7 |
$12.20 / 2 |
113 / 527 |
20.272394% |
0.466434 |
-0.247595 |
0.005985 |
0.795896 |
0.335464 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
580.00 |
7.35% |
$0.54 / 125 |
$0.87 / 148 |
0 / 1 |
18.773289% |
0.178896 |
-0.158641 |
0.003940 |
0.523985 |
0.132386 |
|
227 |
Legs |
10/13(18) |
CALL |
520.00 / 550.00 |
$552 / $2,448 / 0.23 |
66.27% / $27.46 / 1.12% / 19.21% |
72.82% / $525.52 |
$5.52 / $6.40 / $0.88 / 7 |
|
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 |
520.00 |
33.73% |
$6.40 / 13 |
$6.70 / 40 |
119 / 108 |
22.402951% |
0.408072 |
-0.378942 |
0.009424 |
0.483682 |
0.117923 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
550.00 |
7.84% |
$0.77 / 31 |
$0.88 / 7 |
6 / 5 |
21.264842% |
0.177803 |
-0.250628 |
0.006321 |
0.324451 |
0.052112 |
|
|
749 |
|
12/15(81) |
PUT |
8.00 / 7.00 |
$50 / $50 / 1.00 |
62.11% / $12.55 / 25.10% / 152.03% |
66.17% / $7.50 |
$0.50 / $1.36 / $0.86 / 27 |
79 / 64.52% / 76 |
5 |
Legs |
Vertical |
Bullish |
$8.11 (+4.38%) / 2.98M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
8.00 |
37.89% |
$1.36 / 99 |
$1.42 / 421 |
20 / 163 |
96.529440% |
-0.338814 |
-0.012989 |
0.057807 |
0.014233 |
-0.011875 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.00 |
30.17% |
$0.83 / 28 |
$0.86 / 27 |
1 / 3,185 |
94.115074% |
-0.279030 |
-0.012013 |
0.053089 |
0.013071 |
-0.009341 |
|
409 |
Legs |
10/27(32) |
PUT |
8.00 / 7.50 |
$24 / $26 / 0.92 |
58.39% / $3.39 / 13.05% / 228.24% |
61.55% / $7.76 |
$0.24 / $1.01 / $0.77 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
8.00 |
41.61% |
$1.01 / 24 |
$1.05 / 55 |
1 / 48 |
108.373537% |
-0.390137 |
-0.021367 |
0.093146 |
0.009713 |
-0.004649 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
7.50 |
35.21% |
$0.74 / 36 |
$0.77 / 68 |
0 / 88 |
106.345550% |
-0.342653 |
-0.020521 |
0.089208 |
0.009302 |
-0.003993 |
|
489 |
Legs |
11/17(53) |
PUT |
8.00 / 7.00 |
$48 / $52 / 0.92 |
60.17% / $9.01 / 17.32% / 166.63% |
65.00% / $7.52 |
$0.48 / $1.18 / $0.70 / 207 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
39.83% |
$1.18 / 207 |
$1.23 / 372 |
3 / 37 |
101.337835% |
-0.365332 |
-0.016484 |
0.072534 |
0.011976 |
-0.007660 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
30.30% |
$0.65 / 460 |
$0.70 / 246 |
1 / 1,569 |
98.030188% |
-0.290519 |
-0.015113 |
0.066091 |
0.010912 |
-0.005822 |
|
568 |
Legs |
10/20(25) |
PUT |
8.00 / 7.50 |
$24 / $26 / 0.92 |
57.71% / $3.09 / 11.89% / 284.92% |
61.24% / $7.76 |
$0.24 / $0.95 / $0.71 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
8.00 |
42.29% |
$0.95 / 22 |
$1.00 / 1,612 |
45 / 11,511 |
114.051501% |
-0.399924 |
-0.024049 |
0.104485 |
0.008777 |
-0.003681 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.50 |
35.14% |
$0.68 / 23 |
$0.71 / 474 |
12 / 152 |
110.886733% |
-0.346705 |
-0.023040 |
0.099831 |
0.008386 |
-0.003121 |
|
464 |
Legs |
10/27(32) |
PUT |
8.00 / 7.00 |
$47 / $53 / 0.89 |
58.39% / $6.78 / 12.79% / 220.97% |
64.42% / $7.53 |
$0.47 / $1.01 / $0.54 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
8.00 |
41.61% |
$1.01 / 24 |
$1.05 / 55 |
1 / 48 |
108.373537% |
-0.390137 |
-0.021367 |
0.093146 |
0.009713 |
-0.004649 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
7.00 |
29.54% |
$0.51 / 23 |
$0.54 / 23 |
22 / 487 |
104.618306% |
-0.294522 |
-0.019302 |
0.083693 |
0.008727 |
-0.003357 |
|
770 |
Legs |
10/06(11) |
PUT |
8.00 / 7.50 |
$23 / $27 / 0.85 |
56.15% / $1.60 / 5.91% / 272.90% |
60.92% / $7.77 |
$0.23 / $0.71 / $0.48 / 185 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
8.00 |
43.85% |
$0.71 / 185 |
$0.75 / 175 |
50 / 180 |
119.029912% |
-0.423370 |
-0.034155 |
0.147250 |
0.006398 |
-0.001819 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
7.50 |
33.83% |
$0.45 / 159 |
$0.48 / 237 |
1 / 144 |
114.597254% |
-0.348675 |
-0.032341 |
0.139100 |
0.006044 |
-0.001466 |
|
|
788 |
|
10/20(25) |
CALL |
36.50 / 37.00 |
$25 / $25 / 1.00 |
54.01% / $2.04 / 8.14% / 155.86% |
55.62% / $36.75 |
$0.25 / $2.21 / $1.96 / 150 |
93 / 84.68% / 85 |
5 |
Legs |
Vertical |
Bearish |
$35.6999 (+0.28%) / 94.09M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
36.50 |
45.99% |
$2.21 / 150 |
$2.22 / 1,208 |
1,059 / 1,101 |
55.547293% |
0.542905 |
-0.061283 |
0.045107 |
0.040538 |
0.012923 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
37.00 |
42.80% |
$1.95 / 150 |
$1.96 / 1,261 |
514 / 1,230 |
54.598145% |
0.520568 |
-0.061513 |
0.045313 |
0.040723 |
0.012451 |
|
800 |
Legs |
10/20(25) |
CALL |
36.50 / 37.50 |
$49 / $51 / 0.96 |
54.01% / $3.31 / 6.49% / 112.60% |
57.14% / $36.99 |
$0.49 / $2.21 / $1.72 / 150 |
|
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 |
36.50 |
45.99% |
$2.21 / 150 |
$2.22 / 1,208 |
1,059 / 1,101 |
55.547293% |
0.542905 |
-0.061283 |
0.045107 |
0.040538 |
0.012923 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
37.50 |
39.69% |
$1.70 / 958 |
$1.72 / 1,357 |
135 / 110 |
53.591316% |
0.498465 |
-0.061553 |
0.045377 |
0.040780 |
0.011977 |
|
815 |
Legs |
10/13(18) |
CALL |
36.50 / 37.00 |
$24 / $26 / 0.92 |
53.85% / $1.00 / 3.84% / 81.02% |
55.62% / $36.74 |
$0.24 / $1.89 / $1.65 / 196 |
|
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 |
36.50 |
46.15% |
$1.89 / 290 |
$1.91 / 756 |
753 / 109 |
55.235477% |
0.535011 |
-0.070356 |
0.051906 |
0.035388 |
0.009907 |
NASDAQ / ETF |
Long (Buy) |
10/13/2023 (W) |
CALL |
37.00 |
42.48% |
$1.64 / 157 |
$1.65 / 196 |
1,884 / 281 |
54.266131% |
0.509317 |
-0.070555 |
0.052096 |
0.035518 |
0.009477 |
|
845 |
Legs |
10/13(18) |
CALL |
36.50 / 37.50 |
$48 / $52 / 0.92 |
53.85% / $2.30 / 4.42% / 97.67% |
57.37% / $36.98 |
$0.48 / $1.89 / $1.41 / 179 |
|
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 |
36.50 |
46.15% |
$1.89 / 290 |
$1.91 / 756 |
753 / 109 |
55.235477% |
0.535011 |
-0.070356 |
0.051906 |
0.035388 |
0.009907 |
NASDAQ / ETF |
Long (Buy) |
10/13/2023 (W) |
CALL |
37.50 |
38.92% |
$1.40 / 247 |
$1.41 / 179 |
767 / 105 |
53.149190% |
0.483927 |
-0.070467 |
0.052071 |
0.035501 |
0.009045 |
|
792 |
Legs |
10/20(25) |
CALL |
36.50 / 38.00 |
$71 / $79 / 0.90 |
54.01% / $3.18 / 4.02% / 60.48% |
58.52% / $37.21 |
$0.71 / $2.21 / $1.50 / 150 |
|
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 |
36.50 |
45.99% |
$2.21 / 150 |
$2.22 / 1,208 |
1,059 / 1,101 |
55.547293% |
0.542905 |
-0.061283 |
0.045107 |
0.040538 |
0.012923 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
38.00 |
36.69% |
$1.48 / 702 |
$1.50 / 2,290 |
3,169 / 1,724 |
52.765382% |
0.476658 |
-0.061409 |
0.045303 |
0.040714 |
0.011504 |
|
680 |
Legs |
11/17(53) |
CALL |
37.00 / 38.00 |
$47 / $53 / 0.89 |
57.03% / $4.27 / 8.06% / 60.97% |
59.10% / $37.47 |
$0.47 / $3.00 / $2.53 / 270 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
37.00 |
42.97% |
$3.00 / 826 |
$3.05 / 3,206 |
353 / 403 |
56.891417% |
0.549896 |
-0.043814 |
0.032068 |
0.056645 |
0.023896 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
38.00 |
38.61% |
$2.52 / 604 |
$2.53 / 270 |
98 / 146 |
55.225142% |
0.518724 |
-0.044064 |
0.032293 |
0.057043 |
0.022751 |
|
|
935 |
|
12/15(81) |
CALL |
90.00 / 91.00 |
$50 / $50 / 1.00 |
51.79% / $1.88 / 3.75% / 16.41% |
53.83% / $90.50 |
$0.50 / $4.35 / $3.85 / 91 |
62 / 49.25% / 90 |
5 |
Legs |
Vertical |
Bearish |
$89.36 (+0.22%) / 21.04M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
90.00 |
48.21% |
$4.35 / 131 |
$4.40 / 506 |
88 / 3,488 |
24.861196% |
0.529031 |
-0.033112 |
0.028461 |
0.171004 |
0.097801 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
91.00 |
44.16% |
$3.80 / 991 |
$3.85 / 91 |
42 / 523 |
24.340535% |
0.500724 |
-0.033190 |
0.028558 |
0.171585 |
0.092934 |
|
939 |
Legs |
12/15(81) |
CALL |
90.00 / 92.00 |
$100 / $100 / 1.00 |
51.79% / $4.30 / 4.30% / 18.97% |
55.84% / $91.00 |
$1.00 / $4.35 / $3.35 / 91 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
90.00 |
48.21% |
$4.35 / 131 |
$4.40 / 506 |
88 / 3,488 |
24.861196% |
0.529031 |
-0.033112 |
0.028461 |
0.171004 |
0.097801 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
92.00 |
40.20% |
$3.30 / 734 |
$3.35 / 91 |
81 / 886 |
23.895699% |
0.472702 |
-0.033102 |
0.028509 |
0.171294 |
0.088062 |
|
937 |
Legs |
12/15(81) |
CALL |
90.00 / 93.00 |
$145 / $155 / 0.94 |
51.79% / $3.43 / 2.21% / 9.45% |
57.64% / $91.45 |
$1.45 / $4.35 / $2.90 / 99 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
90.00 |
48.21% |
$4.35 / 131 |
$4.40 / 506 |
88 / 3,488 |
24.861196% |
0.529031 |
-0.033112 |
0.028461 |
0.171004 |
0.097801 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
93.00 |
36.39% |
$2.87 / 126 |
$2.90 / 99 |
35 / 1,188 |
23.586800% |
0.445099 |
-0.032855 |
0.028321 |
0.170166 |
0.083214 |
|
716 |
Legs |
11/03(39) |
CALL |
90.00 / 91.00 |
$48 / $52 / 0.92 |
51.78% / $0.08 / 0.15% / 1.23% |
54.54% / $90.48 |
$0.48 / $2.86 / $2.38 / 21 |
|
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 |
90.00 |
48.22% |
$2.86 / 171 |
$2.89 / 22 |
1 / 3 |
23.345610% |
0.517958 |
-0.046613 |
0.040256 |
0.122359 |
0.050221 |
ARCA / ETF |
Long (Buy) |
11/03/2023 (W) |
CALL |
91.00 |
42.51% |
$2.34 / 564 |
$2.38 / 21 |
4 / 1 |
22.857420% |
0.477971 |
-0.046545 |
0.040255 |
0.122356 |
0.046524 |
|
796 |
Legs |
10/20(25) |
CALL |
90.00 / 90.50 |
$24 / $26 / 0.92 |
51.88% / $0.01 / 0.03% / 0.39% |
53.57% / $90.24 |
$0.24 / $2.20 / $1.96 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
90.00 |
48.12% |
$2.20 / 202 |
$2.23 / 244 |
1,040 / 20,843 |
22.160239% |
0.512180 |
-0.056697 |
0.049115 |
0.100681 |
0.034027 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
90.50 |
44.61% |
$1.94 / 52 |
$1.96 / 14 |
2,236 / 92 |
21.838527% |
0.487729 |
-0.056662 |
0.049124 |
0.100701 |
0.032466 |
|
817 |
Legs |
10/20(25) |
CALL |
90.00 / 91.00 |
$48 / $52 / 0.92 |
51.88% / $0.29 / 0.56% / 6.90% |
55.25% / $90.48 |
$0.48 / $2.20 / $1.72 / 32 |
|
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 |
90.00 |
48.12% |
$2.20 / 202 |
$2.23 / 244 |
1,040 / 20,843 |
22.160239% |
0.512180 |
-0.056697 |
0.049115 |
0.100681 |
0.034027 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
91.00 |
41.17% |
$1.70 / 98 |
$1.72 / 32 |
925 / 6,330 |
21.587131% |
0.463454 |
-0.056417 |
0.048950 |
0.100343 |
0.030908 |
|
|
942 |
|
12/15(81) |
CALL |
460.00 / 465.00 |
$250 / $250 / 1.00 |
50.39% / $2.66 / 1.06% / 4.46% |
52.99% / $462.50 |
$2.50 / $15.90 / $13.40 / 1 |
99 / 94.37% / 65 |
5 |
Legs |
Vertical |
Bearish |
$455.57 (-0.05%) / 914K |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
49.61% |
$15.90 / 1 |
$16.30 / 21 |
0 / 41 |
17.246143% |
0.530215 |
-0.145783 |
0.007299 |
0.875578 |
0.513496 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
465.00 |
44.44% |
$13.00 / 2 |
$13.40 / 20 |
0 / 74 |
16.630680% |
0.494025 |
-0.144975 |
0.007322 |
0.878311 |
0.480303 |
|
948 |
Legs |
12/15(81) |
CALL |
460.00 / 470.00 |
$500 / $500 / 1.00 |
50.39% / $9.73 / 1.95% / 8.28% |
55.56% / $465.00 |
$5.00 / $15.90 / $10.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
49.61% |
$15.90 / 1 |
$16.30 / 21 |
0 / 41 |
17.246143% |
0.530215 |
-0.145783 |
0.007299 |
0.875578 |
0.513496 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
39.42% |
$10.50 / 1 |
$10.90 / 22 |
0 / 79 |
16.168518% |
0.458257 |
-0.143124 |
0.007285 |
0.873862 |
0.447147 |
|
950 |
Legs |
12/15(81) |
CALL |
460.00 / 475.00 |
$730 / $770 / 0.95 |
50.39% / $8.86 / 1.15% / 4.84% |
57.89% / $467.30 |
$7.30 / $15.90 / $8.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
49.61% |
$15.90 / 1 |
$16.30 / 21 |
0 / 41 |
17.246143% |
0.530215 |
-0.145783 |
0.007299 |
0.875578 |
0.513496 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
475.00 |
34.62% |
$8.30 / 1 |
$8.60 / 12 |
0 / 228 |
15.669538% |
0.423187 |
-0.140288 |
0.007191 |
0.862565 |
0.414333 |
|
889 |
Legs |
12/15(81) |
CALL |
465.00 / 475.00 |
$440 / $560 / 0.79 |
55.56% / $7.59 / 1.35% / 5.71% |
59.99% / $469.40 |
$4.40 / $13.00 / $8.60 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
465.00 |
44.44% |
$13.00 / 2 |
$13.40 / 20 |
0 / 74 |
16.630680% |
0.494025 |
-0.144975 |
0.007322 |
0.878311 |
0.480303 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
475.00 |
34.62% |
$8.30 / 1 |
$8.60 / 12 |
0 / 228 |
15.669538% |
0.423187 |
-0.140288 |
0.007191 |
0.862565 |
0.414333 |
|
888 |
Legs |
12/15(81) |
CALL |
465.00 / 480.00 |
$630 / $870 / 0.72 |
55.56% / $1.30 / 0.15% / 0.62% |
61.85% / $471.30 |
$6.30 / $13.00 / $6.70 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
465.00 |
44.44% |
$13.00 / 2 |
$13.40 / 20 |
0 / 74 |
16.630680% |
0.494025 |
-0.144975 |
0.007322 |
0.878311 |
0.480303 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
480.00 |
30.10% |
$6.40 / 1 |
$6.70 / 12 |
27 / 90 |
15.247080% |
0.389064 |
-0.136549 |
0.007043 |
0.844895 |
0.382140 |
|
563 |
Legs |
10/20(25) |
CALL |
460.00 / 490.00 |
$705 / $2,295 / 0.31 |
53.09% / $10.33 / 0.45% / 5.54% |
65.27% / $467.05 |
$7.05 / $7.50 / $0.45 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
460.00 |
46.91% |
$7.50 / 12 |
$7.80 / 20 |
24 / 17 |
15.717444% |
0.498254 |
-0.237049 |
0.012560 |
0.514054 |
0.171562 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
490.00 |
8.28% |
$0.20 / 234 |
$0.45 / 384 |
0 / 106 |
13.546116% |
0.180107 |
-0.150596 |
0.008270 |
0.338456 |
0.063095 |
|
|
842 |
|
11/17(53) |
CALL |
330.00 / 335.00 |
$245 / $255 / 0.96 |
52.39% / $8.16 / 3.20% / 21.34% |
55.26% / $332.45 |
$2.45 / $13.35 / $10.90 / 38 |
99 / 97.54% / 76 |
5 |
Legs |
Vertical |
Bearish |
$327.89 (-0.71%) / 1.67M |
|
Earnings: 10/17 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
330.00 |
47.61% |
$13.35 / 38 |
$13.60 / 63 |
27 / 328 |
25.966915% |
0.523939 |
-0.171118 |
0.008232 |
0.514933 |
0.239619 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
335.00 |
41.81% |
$10.70 / 40 |
$10.90 / 39 |
20 / 220 |
25.126326% |
0.483143 |
-0.171165 |
0.008245 |
0.515742 |
0.222131 |
|
782 |
Legs |
10/20(25) |
CALL |
330.00 / 332.50 |
$120 / $130 / 0.92 |
52.52% / $1.74 / 1.34% / 17.29% |
54.51% / $331.20 |
$1.20 / $9.55 / $8.35 / 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 |
330.00 |
47.48% |
$9.55 / 15 |
$9.70 / 21 |
50 / 681 |
26.547320% |
0.511955 |
-0.239833 |
0.011589 |
0.368815 |
0.123223 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
332.50 |
43.36% |
$8.25 / 6 |
$8.35 / 3 |
29 / 17 |
26.054422% |
0.483169 |
-0.239578 |
0.011587 |
0.368737 |
0.116604 |
|
926 |
Legs |
12/15(81) |
CALL |
330.00 / 335.00 |
$240 / $260 / 0.92 |
52.44% / $3.29 / 1.27% / 5.33% |
54.74% / $332.40 |
$2.40 / $15.50 / $13.10 / 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) |
CALL |
330.00 |
47.56% |
$15.50 / 14 |
$15.80 / 13 |
1 / 455 |
24.391796% |
0.531766 |
-0.139819 |
0.006712 |
0.626134 |
0.353285 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
335.00 |
42.80% |
$12.85 / 20 |
$13.10 / 10 |
6 / 11 |
23.733892% |
0.498470 |
-0.140241 |
0.006739 |
0.628652 |
0.332935 |
|
852 |
Legs |
11/17(53) |
CALL |
330.00 / 340.00 |
$475 / $525 / 0.91 |
52.39% / $9.39 / 1.79% / 11.50% |
57.91% / $334.75 |
$4.75 / $13.35 / $8.60 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
330.00 |
47.61% |
$13.35 / 38 |
$13.60 / 63 |
27 / 328 |
25.966915% |
0.523939 |
-0.171118 |
0.008232 |
0.514933 |
0.239619 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
36.25% |
$8.40 / 88 |
$8.60 / 44 |
86 / 725 |
24.427657% |
0.443098 |
-0.169468 |
0.008173 |
0.511225 |
0.204718 |
|
933 |
Legs |
12/15(81) |
CALL |
330.00 / 340.00 |
$475 / $525 / 0.91 |
52.44% / $6.80 / 1.30% / 5.46% |
56.96% / $334.75 |
$4.75 / $15.50 / $10.75 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
47.56% |
$15.50 / 14 |
$15.80 / 13 |
1 / 455 |
24.391796% |
0.531766 |
-0.139819 |
0.006712 |
0.626134 |
0.353285 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
38.22% |
$10.50 / 33 |
$10.75 / 43 |
2 / 710 |
23.183396% |
0.465650 |
-0.139694 |
0.006719 |
0.626781 |
0.312572 |
|
795 |
Legs |
10/20(25) |
CALL |
330.00 / 335.00 |
$235 / $265 / 0.89 |
52.52% / $0.73 / 0.27% / 3.34% |
56.39% / $332.35 |
$2.35 / $9.55 / $7.20 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
330.00 |
47.48% |
$9.55 / 15 |
$9.70 / 21 |
50 / 681 |
26.547320% |
0.511955 |
-0.239833 |
0.011589 |
0.368815 |
0.123223 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
335.00 |
39.35% |
$7.05 / 14 |
$7.20 / 24 |
125 / 1,340 |
25.686696% |
0.454680 |
-0.238103 |
0.011524 |
0.366756 |
0.110005 |
|
|
527 |
|
11/17(53) |
PUT |
63.00 / 57.00 |
$290 / $310 / 0.94 |
59.42% / $50.46 / 16.28% / 152.45% |
63.78% / $60.10 |
$2.90 / $9.70 / $6.80 / 175 |
64 / 42.87% / 13 |
5 |
Legs |
Vertical |
Bullish |
$63.55 (-2.29%) / 727K |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
63.00 |
40.58% |
$9.70 / 175 |
$10.00 / 139 |
0 / 27 |
105.804056% |
-0.379287 |
-0.112521 |
0.010840 |
0.095722 |
-0.058263 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
57.00 |
31.93% |
$6.60 / 178 |
$6.80 / 192 |
0 / 41 |
105.043006% |
-0.312479 |
-0.105302 |
0.010085 |
0.089050 |
-0.046399 |
|
499 |
Legs |
11/17(53) |
PUT |
63.00 / 58.00 |
$240 / $260 / 0.92 |
59.42% / $39.63 / 15.24% / 138.94% |
63.05% / $60.60 |
$2.40 / $9.70 / $7.30 / 175 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
63.00 |
40.58% |
$9.70 / 175 |
$10.00 / 139 |
0 / 27 |
105.804056% |
-0.379287 |
-0.112521 |
0.010840 |
0.095722 |
-0.058263 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
58.00 |
33.27% |
$7.10 / 140 |
$7.30 / 219 |
0 / 32 |
105.346349% |
-0.323728 |
-0.106786 |
0.010236 |
0.090389 |
-0.048341 |
|
471 |
Legs |
11/17(53) |
PUT |
63.00 / 59.00 |
$190 / $210 / 0.91 |
59.42% / $29.20 / 13.90% / 122.41% |
62.32% / $61.10 |
$1.90 / $9.70 / $7.80 / 175 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
63.00 |
40.58% |
$9.70 / 175 |
$10.00 / 139 |
0 / 27 |
105.804056% |
-0.379287 |
-0.112521 |
0.010840 |
0.095722 |
-0.058263 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
59.00 |
34.65% |
$7.60 / 92 |
$7.80 / 229 |
0 / 3 |
105.459560% |
-0.334944 |
-0.108155 |
0.010378 |
0.091635 |
-0.050299 |
|
429 |
Legs |
11/17(53) |
PUT |
63.00 / 60.00 |
$140 / $160 / 0.88 |
59.42% / $19.10 / 11.94% / 99.87% |
61.57% / $61.60 |
$1.40 / $9.70 / $8.30 / 175 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
63.00 |
40.58% |
$9.70 / 175 |
$10.00 / 139 |
0 / 27 |
105.804056% |
-0.379287 |
-0.112521 |
0.010840 |
0.095722 |
-0.058263 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
36.07% |
$8.10 / 185 |
$8.30 / 190 |
2 / 136 |
105.399613% |
-0.346117 |
-0.109411 |
0.010508 |
0.092790 |
-0.052271 |
|
365 |
Legs |
11/17(53) |
PUT |
62.00 / 57.00 |
$230 / $270 / 0.85 |
60.96% / $38.00 / 14.08% / 124.47% |
64.36% / $59.70 |
$2.30 / $9.10 / $6.80 / 192 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
62.00 |
39.04% |
$9.10 / 277 |
$9.40 / 244 |
0 / 3 |
105.311033% |
-0.368297 |
-0.111593 |
0.010740 |
0.094832 |
-0.056255 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
57.00 |
31.93% |
$6.60 / 178 |
$6.80 / 192 |
0 / 41 |
105.043006% |
-0.312479 |
-0.105302 |
0.010085 |
0.089050 |
-0.046399 |
|
692 |
Legs |
12/15(81) |
PUT |
63.00 / 59.00 |
$180 / $220 / 0.82 |
61.05% / $25.80 / 11.73% / 58.05% |
63.28% / $61.20 |
$1.80 / $12.80 / $11.00 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
63.00 |
38.95% |
$12.80 / 38 |
$13.20 / 161 |
0 / 10 |
114.663704% |
-0.356512 |
-0.089194 |
0.008698 |
0.114531 |
-0.090011 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
59.00 |
34.14% |
$10.60 / 21 |
$11.00 / 248 |
0 / 1 |
115.121177% |
-0.320892 |
-0.086036 |
0.008352 |
0.109977 |
-0.079186 |
|
|
769 |
|
10/20(25) |
CALL |
84.00 / 85.00 |
$48 / $52 / 0.92 |
53.27% / $1.62 / 3.11% / 44.34% |
56.27% / $84.48 |
$0.48 / $2.40 / $1.92 / 14 |
95 / 91.13% / 86 |
5 |
Legs |
Vertical |
Bearish |
$83.30 (-1.86%) / 7.42M |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
84.00 |
46.73% |
$2.40 / 54 |
$2.43 / 58 |
272 / 11 |
27.029742% |
0.507655 |
-0.062483 |
0.043918 |
0.093777 |
0.030993 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
85.00 |
40.55% |
$1.90 / 84 |
$1.92 / 14 |
1,678 / 4,587 |
26.288885% |
0.464200 |
-0.062251 |
0.043766 |
0.093453 |
0.028456 |
|
768 |
Legs |
10/20(25) |
CALL |
84.00 / 86.00 |
$91 / $109 / 0.84 |
53.27% / $0.42 / 0.39% / 4.72% |
58.91% / $84.91 |
$0.91 / $2.40 / $1.49 / 51 |
|
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 |
84.00 |
46.73% |
$2.40 / 54 |
$2.43 / 58 |
272 / 11 |
27.029742% |
0.507655 |
-0.062483 |
0.043918 |
0.093777 |
0.030993 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
86.00 |
34.66% |
$1.47 / 105 |
$1.49 / 51 |
222 / 166 |
25.666061% |
0.421651 |
-0.061299 |
0.043108 |
0.092046 |
0.025946 |
|
334 |
Legs |
10/20(25) |
CALL |
85.00 / 86.00 |
$41 / $59 / 0.70 |
59.45% / $1.21 / 2.06% / 27.67% |
61.91% / $85.41 |
$0.41 / $1.90 / $1.49 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
85.00 |
40.55% |
$1.90 / 84 |
$1.92 / 14 |
1,678 / 4,587 |
26.288885% |
0.464200 |
-0.062251 |
0.043766 |
0.093453 |
0.028456 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
86.00 |
34.66% |
$1.47 / 105 |
$1.49 / 51 |
222 / 166 |
25.666061% |
0.421651 |
-0.061299 |
0.043108 |
0.092046 |
0.025946 |
|
341 |
Legs |
10/20(25) |
CALL |
85.00 / 87.00 |
$77 / $123 / 0.63 |
59.45% / $0.37 / 0.30% / 3.68% |
64.02% / $85.77 |
$0.77 / $1.90 / $1.13 / 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 |
85.00 |
40.55% |
$1.90 / 84 |
$1.92 / 14 |
1,678 / 4,587 |
26.288885% |
0.464200 |
-0.062251 |
0.043766 |
0.093453 |
0.028456 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
87.00 |
29.19% |
$1.11 / 150 |
$1.13 / 13 |
114 / 29 |
25.102967% |
0.380462 |
-0.059684 |
0.041981 |
0.089641 |
0.023493 |
|
66 |
Legs |
10/20(25) |
CALL |
86.00 / 87.00 |
$34 / $66 / 0.52 |
65.34% / $0.45 / 0.68% / 8.49% |
67.25% / $86.34 |
$0.34 / $1.47 / $1.13 / 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 |
86.00 |
34.66% |
$1.47 / 105 |
$1.49 / 51 |
222 / 166 |
25.666061% |
0.421651 |
-0.061299 |
0.043108 |
0.092046 |
0.025946 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
87.00 |
29.19% |
$1.11 / 150 |
$1.13 / 13 |
114 / 29 |
25.102967% |
0.380462 |
-0.059684 |
0.041981 |
0.089641 |
0.023493 |
|
855 |
Legs |
12/15(81) |
CALL |
85.00 / 100.00 |
$305 / $1,195 / 0.26 |
56.87% / $0.91 / 0.08% / 0.31% |
67.17% / $88.05 |
$3.05 / $3.25 / $0.20 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
85.00 |
43.13% |
$3.25 / 321 |
$3.35 / 670 |
63 / 688 |
23.702158% |
0.502142 |
-0.036186 |
0.025506 |
0.159629 |
0.084816 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
100.00 |
7.70% |
$0.19 / 12 |
$0.20 / 51 |
20 / 2,806 |
21.934022% |
0.192993 |
-0.025026 |
0.017614 |
0.110239 |
0.034058 |
|
|
778 |
|
10/20(25) |
CALL |
41.50 / 42.00 |
$24 / $26 / 0.92 |
53.10% / $0.69 / 2.64% / 36.68% |
55.70% / $41.74 |
$0.24 / $1.36 / $1.12 / 243 |
39 / 19.78% / 50 |
5 |
Legs |
Vertical |
Bearish |
$41.10 (-0.80%) / 10.8M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
41.50 |
46.90% |
$1.36 / 243 |
$1.37 / 80 |
812 / 338 |
30.489947% |
0.514228 |
-0.036041 |
0.076220 |
0.046324 |
0.015291 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.00 |
41.52% |
$1.11 / 51 |
$1.12 / 379 |
563 / 4,257 |
29.858679% |
0.476473 |
-0.036001 |
0.076162 |
0.046288 |
0.014228 |
|
781 |
Legs |
10/20(25) |
CALL |
41.50 / 42.50 |
$46 / $54 / 0.85 |
53.10% / $0.19 / 0.35% / 4.30% |
58.06% / $41.96 |
$0.46 / $1.36 / $0.90 / 243 |
|
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 |
41.50 |
46.90% |
$1.36 / 243 |
$1.37 / 80 |
812 / 338 |
30.489947% |
0.514228 |
-0.036041 |
0.076220 |
0.046324 |
0.015291 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.50 |
36.36% |
$0.89 / 21 |
$0.90 / 271 |
73 / 616 |
29.264035% |
0.439359 |
-0.035645 |
0.075433 |
0.045845 |
0.013171 |
|
860 |
Legs |
10/06(11) |
CALL |
41.50 / 42.00 |
$23 / $27 / 0.85 |
53.38% / $0.00 / 0.01% / 0.34% |
56.87% / $41.73 |
$0.23 / $0.87 / $0.64 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
41.50 |
46.62% |
$0.87 / 72 |
$0.88 / 80 |
790 / 55 |
28.026493% |
0.502607 |
-0.050162 |
0.106205 |
0.033387 |
0.007953 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
42.00 |
39.12% |
$0.63 / 348 |
$0.64 / 101 |
868 / 770 |
27.173313% |
0.450142 |
-0.049756 |
0.105401 |
0.033134 |
0.007152 |
|
883 |
Legs |
12/15(81) |
CALL |
42.00 / 43.00 |
$46 / $54 / 0.85 |
56.53% / $3.00 / 5.55% / 25.00% |
59.35% / $42.46 |
$0.46 / $2.30 / $1.84 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
42.00 |
43.47% |
$2.30 / 48 |
$2.32 / 86 |
5 / 2,367 |
32.123076% |
0.513777 |
-0.020898 |
0.044264 |
0.078850 |
0.041836 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
43.00 |
37.44% |
$1.82 / 113 |
$1.84 / 76 |
7 / 2,705 |
31.147480% |
0.470693 |
-0.020882 |
0.044220 |
0.078772 |
0.038635 |
|
620 |
Legs |
11/17(53) |
CALL |
42.00 / 43.00 |
$45 / $55 / 0.82 |
57.01% / $2.71 / 4.93% / 34.42% |
60.36% / $42.45 |
$0.45 / $1.78 / $1.33 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
42.00 |
42.99% |
$1.78 / 285 |
$1.80 / 89 |
66 / 414 |
31.454049% |
0.500329 |
-0.025650 |
0.054257 |
0.064813 |
0.028194 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
43.00 |
35.69% |
$1.32 / 306 |
$1.33 / 32 |
122 / 103 |
30.313043% |
0.447671 |
-0.025447 |
0.053835 |
0.064310 |
0.025425 |
|
884 |
Legs |
12/15(81) |
CALL |
42.00 / 44.00 |
$87 / $113 / 0.77 |
56.53% / $3.37 / 2.98% / 12.91% |
61.79% / $42.87 |
$0.87 / $2.30 / $1.43 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
42.00 |
43.47% |
$2.30 / 48 |
$2.32 / 86 |
5 / 2,367 |
32.123076% |
0.513777 |
-0.020898 |
0.044264 |
0.078850 |
0.041836 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
44.00 |
31.84% |
$1.41 / 309 |
$1.43 / 50 |
31 / 3,998 |
30.280917% |
0.428883 |
-0.020627 |
0.043673 |
0.077799 |
0.035461 |
|
|
784 |
|
10/20(25) |
CALL |
116.00 / 117.00 |
$48 / $52 / 0.92 |
52.68% / $0.95 / 1.82% / 24.19% |
55.24% / $116.48 |
$0.48 / $2.82 / $2.34 / 1 |
50 / 45.97% / 53 |
5 |
Legs |
Vertical |
Bearish |
$115.03 (+0.24%) / 13.2M |
|
Earnings: 10/27 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
116.00 |
47.32% |
$2.82 / 1 |
$2.84 / 119 |
459 / 324 |
22.660800% |
0.507229 |
-0.074857 |
0.037390 |
0.129646 |
0.043324 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
117.00 |
42.02% |
$2.32 / 112 |
$2.34 / 295 |
517 / 810 |
22.245066% |
0.470145 |
-0.074567 |
0.037302 |
0.129340 |
0.040276 |
|
422 |
Legs |
10/20(25) |
CALL |
117.00 / 118.00 |
$42 / $58 / 0.72 |
57.98% / $0.55 / 0.95% / 12.00% |
60.15% / $117.42 |
$0.42 / $2.32 / $1.90 / 112 |
|
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 |
117.00 |
42.02% |
$2.32 / 112 |
$2.34 / 295 |
517 / 810 |
22.245066% |
0.470145 |
-0.074567 |
0.037302 |
0.129340 |
0.040276 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
118.00 |
36.92% |
$1.88 / 203 |
$1.90 / 296 |
184 / 563 |
21.870110% |
0.433620 |
-0.073656 |
0.036896 |
0.127934 |
0.037251 |
|
440 |
Legs |
10/20(25) |
CALL |
117.00 / 119.00 |
$81 / $119 / 0.68 |
57.98% / $0.18 / 0.15% / 1.85% |
62.13% / $117.81 |
$0.81 / $2.32 / $1.51 / 112 |
|
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 |
117.00 |
42.02% |
$2.32 / 112 |
$2.34 / 295 |
517 / 810 |
22.245066% |
0.470145 |
-0.074567 |
0.037302 |
0.129340 |
0.040276 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
119.00 |
32.07% |
$1.50 / 15 |
$1.51 / 171 |
68 / 320 |
21.493225% |
0.397947 |
-0.072162 |
0.036191 |
0.125491 |
0.034277 |
|
128 |
Legs |
10/20(25) |
CALL |
118.00 / 119.00 |
$37 / $63 / 0.59 |
63.08% / $0.88 / 1.40% / 18.22% |
64.91% / $118.37 |
$0.37 / $1.88 / $1.51 / 171 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
118.00 |
36.92% |
$1.88 / 203 |
$1.90 / 296 |
184 / 563 |
21.870110% |
0.433620 |
-0.073656 |
0.036896 |
0.127934 |
0.037251 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
119.00 |
32.07% |
$1.50 / 15 |
$1.51 / 171 |
68 / 320 |
21.493225% |
0.397947 |
-0.072162 |
0.036191 |
0.125491 |
0.034277 |
|
505 |
Legs |
11/17(53) |
PUT |
115.00 / 100.00 |
$335 / $1,165 / 0.29 |
55.12% / $25.86 / 2.22% / 14.43% |
67.13% / $111.65 |
$3.35 / $3.90 / $0.55 / 852 |
|
Underlying |
Leg |
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 |
44.88% |
$3.90 / 852 |
$4.00 / 702 |
441 / 5,084 |
24.458894% |
-0.449006 |
-0.048787 |
0.026413 |
0.180012 |
-0.089610 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
100.00 |
7.03% |
$0.52 / 600 |
$0.55 / 1,005 |
94 / 2,072 |
28.582332% |
-0.113426 |
-0.024480 |
0.012866 |
0.087684 |
-0.021836 |
|
463 |
Legs |
10/06(11) |
CALL |
117.00 / 123.00 |
$128 / $472 / 0.27 |
60.76% / $4.25 / 0.90% / 22.82% |
69.53% / $118.28 |
$1.28 / $1.44 / $0.16 / 57 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
117.00 |
39.24% |
$1.44 / 57 |
$1.46 / 82 |
252 / 2,020 |
21.747142% |
0.443937 |
-0.102428 |
0.051557 |
0.092467 |
0.020084 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
123.00 |
8.58% |
$0.15 / 229 |
$0.16 / 409 |
47 / 1,384 |
20.566300% |
0.185167 |
-0.068872 |
0.034881 |
0.062559 |
0.008488 |
|
|
814 |
|
10/20(25) |
CALL |
41.50 / 42.00 |
$24 / $26 / 0.92 |
51.87% / $0.09 / 0.33% / 4.00% |
54.67% / $41.74 |
$0.24 / $1.35 / $1.11 / 291 |
99 / 100.00% / 99 |
5 |
Legs |
Vertical |
Bearish |
$41.30 (-2.41%) / 16.78M |
|
Earnings: 10/13 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
41.50 |
48.13% |
$1.35 / 291 |
$1.36 / 105 |
286 / 42 |
29.249392% |
0.520445 |
-0.033974 |
0.081441 |
0.046406 |
0.015600 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.00 |
42.35% |
$1.10 / 1 |
$1.11 / 341 |
402 / 84 |
28.728026% |
0.479988 |
-0.033953 |
0.081472 |
0.046424 |
0.014448 |
|
456 |
Legs |
10/20(25) |
CALL |
42.00 / 42.50 |
$21 / $29 / 0.72 |
57.65% / $0.15 / 0.50% / 6.18% |
60.02% / $42.21 |
$0.21 / $1.10 / $0.89 / 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 |
42.00 |
42.35% |
$1.10 / 1 |
$1.11 / 341 |
402 / 84 |
28.728026% |
0.479988 |
-0.033953 |
0.081472 |
0.046424 |
0.014448 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.50 |
36.79% |
$0.87 / 445 |
$0.89 / 420 |
211 / 21,060 |
28.109806% |
0.440199 |
-0.033593 |
0.080679 |
0.045972 |
0.013302 |
|
492 |
Legs |
10/20(25) |
CALL |
42.00 / 43.00 |
$41 / $59 / 0.70 |
57.65% / $0.41 / 0.69% / 8.65% |
62.23% / $42.41 |
$0.41 / $1.10 / $0.69 / 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 |
42.00 |
42.35% |
$1.10 / 1 |
$1.11 / 341 |
402 / 84 |
28.728026% |
0.479988 |
-0.033953 |
0.081472 |
0.046424 |
0.014448 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
43.00 |
31.56% |
$0.68 / 325 |
$0.69 / 19 |
231 / 529 |
27.490092% |
0.401449 |
-0.032915 |
0.079113 |
0.045079 |
0.012175 |
|
122 |
Legs |
10/20(25) |
CALL |
42.50 / 43.00 |
$18 / $32 / 0.56 |
63.21% / $0.07 / 0.22% / 2.64% |
65.13% / $42.68 |
$0.18 / $0.87 / $0.69 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
42.50 |
36.79% |
$0.87 / 445 |
$0.89 / 420 |
211 / 21,060 |
28.109806% |
0.440199 |
-0.033593 |
0.080679 |
0.045972 |
0.013302 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
43.00 |
31.56% |
$0.68 / 325 |
$0.69 / 19 |
231 / 529 |
27.490092% |
0.401449 |
-0.032915 |
0.079113 |
0.045079 |
0.012175 |
|
366 |
Legs |
10/13(18) |
CALL |
42.00 / 45.00 |
$79 / $221 / 0.36 |
58.49% / $0.29 / 0.13% / 2.09% |
68.30% / $42.79 |
$0.79 / $0.95 / $0.16 / 30 |
|
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 |
42.00 |
41.51% |
$0.95 / 70 |
$0.99 / 1,208 |
79 / 270 |
29.779586% |
0.470030 |
-0.038886 |
0.093453 |
0.040397 |
0.010865 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
45.00 |
11.84% |
$0.15 / 308 |
$0.16 / 30 |
20 / 797 |
27.229035% |
0.227499 |
-0.029401 |
0.070960 |
0.030674 |
0.005360 |
|
321 |
Legs |
10/27(32) |
CALL |
42.00 / 47.00 |
$113 / $387 / 0.29 |
57.10% / $6.43 / 1.66% / 17.33% |
68.05% / $43.13 |
$1.13 / $1.23 / $0.10 / 24 |
|
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 |
42.00 |
42.90% |
$1.23 / 24 |
$1.26 / 6 |
6 / 35 |
28.380718% |
0.487458 |
-0.030514 |
0.073132 |
0.051730 |
0.018019 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
47.00 |
7.95% |
$0.08 / 443 |
$0.10 / 423 |
1 / 53 |
25.403607% |
0.187499 |
-0.020516 |
0.049456 |
0.034983 |
0.007143 |
|
|
820 |
|
10/20(25) |
CALL |
167.50 / 170.00 |
$120 / $130 / 0.92 |
52.35% / $2.93 / 2.26% / 30.72% |
57.35% / $168.70 |
$1.20 / $3.50 / $2.30 / 46 |
25 / 40.43% / 79 |
5 |
Legs |
Vertical |
Bearish |
$166.28 (+0.66%) / 5.97M |
|
Earnings: 10/27 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
167.50 |
47.65% |
$3.50 / 185 |
$3.55 / 194 |
360 / 352 |
19.508169% |
0.506151 |
-0.094628 |
0.029336 |
0.187313 |
0.063016 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
170.00 |
37.40% |
$2.26 / 359 |
$2.30 / 46 |
447 / 10,551 |
18.458766% |
0.433814 |
-0.093216 |
0.028951 |
0.184858 |
0.054282 |
|
403 |
Legs |
11/17(53) |
CALL |
170.00 / 175.00 |
$195 / $305 / 0.64 |
59.40% / $5.73 / 1.88% / 12.11% |
64.84% / $171.95 |
$1.95 / $4.35 / $2.40 / 286 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
170.00 |
40.60% |
$4.35 / 342 |
$4.45 / 382 |
147 / 2,002 |
21.128984% |
0.464732 |
-0.067254 |
0.020801 |
0.261059 |
0.111342 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
175.00 |
27.36% |
$2.34 / 5 |
$2.40 / 286 |
234 / 2,767 |
19.777303% |
0.366096 |
-0.063610 |
0.019721 |
0.247496 |
0.088502 |
|
146 |
Legs |
11/03(39) |
CALL |
170.00 / 175.00 |
$180 / $320 / 0.56 |
60.59% / $2.00 / 0.62% / 5.19% |
66.33% / $171.80 |
$1.80 / $3.60 / $1.80 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
170.00 |
39.41% |
$3.60 / 309 |
$3.75 / 394 |
48 / 1 |
21.277653% |
0.452574 |
-0.077164 |
0.023906 |
0.226333 |
0.082787 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
175.00 |
24.55% |
$1.70 / 13 |
$1.80 / 30 |
214 / 186 |
19.688423% |
0.340313 |
-0.071290 |
0.022144 |
0.209649 |
0.062799 |
|
164 |
Legs |
10/20(25) |
CALL |
170.00 / 172.50 |
$90 / $160 / 0.56 |
62.60% / $1.40 / 0.87% / 10.99% |
66.08% / $170.90 |
$0.90 / $2.26 / $1.36 / 36 |
|
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 |
170.00 |
37.40% |
$2.26 / 359 |
$2.30 / 46 |
447 / 10,551 |
18.458766% |
0.433814 |
-0.093216 |
0.028951 |
0.184858 |
0.054282 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
172.50 |
28.11% |
$1.34 / 46 |
$1.36 / 36 |
118 / 903 |
17.544620% |
0.364599 |
-0.088925 |
0.027661 |
0.176617 |
0.045825 |
|
325 |
Legs |
11/17(53) |
CALL |
170.00 / 180.00 |
$317 / $683 / 0.46 |
59.40% / $2.85 / 0.42% / 2.59% |
68.08% / $173.17 |
$3.17 / $4.35 / $1.18 / 215 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
170.00 |
40.60% |
$4.35 / 342 |
$4.45 / 382 |
147 / 2,002 |
21.128984% |
0.464732 |
-0.067254 |
0.020801 |
0.261059 |
0.111342 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
180.00 |
16.95% |
$1.13 / 165 |
$1.18 / 215 |
331 / 1,709 |
18.996280% |
0.277925 |
-0.056647 |
0.017595 |
0.220819 |
0.067692 |
|
556 |
Legs |
10/20(25) |
CALL |
167.50 / 180.00 |
$333 / $917 / 0.36 |
52.35% / $13.23 / 1.44% / 18.75% |
65.82% / $170.83 |
$3.33 / $3.50 / $0.17 / 65 |
|
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 |
167.50 |
47.65% |
$3.50 / 185 |
$3.55 / 194 |
360 / 352 |
19.508169% |
0.506151 |
-0.094628 |
0.029336 |
0.187313 |
0.063016 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
180.00 |
9.13% |
$0.16 / 216 |
$0.17 / 65 |
1,500 / 4,042 |
15.934849% |
0.192180 |
-0.064513 |
0.020133 |
0.128552 |
0.024409 |
|
|
829 |
|
11/17(53) |
CALL |
77.00 / 78.00 |
$48 / $52 / 0.92 |
52.09% / $0.29 / 0.55% / 3.43% |
54.26% / $77.48 |
$0.48 / $2.96 / $2.48 / 13 |
79 / 78.77% / 39 |
5 |
Legs |
Vertical |
Bearish |
$76.18 (+0.11%) / 3.4M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
77.00 |
47.91% |
$2.96 / 36 |
$3.05 / 447 |
6 / 1 |
24.505137% |
0.532409 |
-0.046681 |
0.031946 |
0.120157 |
0.055942 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
78.00 |
43.41% |
$2.44 / 25 |
$2.48 / 13 |
503 / 9 |
23.764889% |
0.500765 |
-0.046648 |
0.032056 |
0.120574 |
0.052859 |
|
854 |
Legs |
11/17(53) |
CALL |
77.00 / 79.00 |
$95 / $105 / 0.91 |
52.09% / $0.52 / 0.49% / 3.08% |
56.37% / $77.95 |
$0.95 / $2.96 / $2.01 / 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 |
77.00 |
47.91% |
$2.96 / 36 |
$3.05 / 447 |
6 / 1 |
24.505137% |
0.532409 |
-0.046681 |
0.031946 |
0.120157 |
0.055942 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
79.00 |
39.04% |
$1.98 / 16 |
$2.01 / 16 |
0 / 2 |
23.238109% |
0.469513 |
-0.046343 |
0.031967 |
0.120239 |
0.049774 |
|
779 |
Legs |
10/20(25) |
CALL |
77.00 / 78.00 |
$47 / $53 / 0.89 |
52.77% / $0.19 / 0.36% / 4.38% |
55.77% / $77.47 |
$0.47 / $1.92 / $1.45 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
77.00 |
47.23% |
$1.92 / 29 |
$1.94 / 14 |
24 / 499 |
23.262023% |
0.514385 |
-0.064341 |
0.044944 |
0.086008 |
0.028567 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
78.00 |
40.91% |
$1.43 / 20 |
$1.45 / 17 |
31 / 521 |
22.602347% |
0.469965 |
-0.063933 |
0.044851 |
0.085828 |
0.026217 |
|
567 |
Legs |
10/20(25) |
CALL |
77.50 / 78.00 |
$22 / $28 / 0.79 |
55.96% / $0.10 / 0.37% / 4.47% |
57.34% / $77.72 |
$0.22 / $1.67 / $1.45 / 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 |
77.50 |
44.04% |
$1.67 / 3 |
$1.69 / 17 |
6 / 316 |
22.991027% |
0.492092 |
-0.064231 |
0.044967 |
0.086051 |
0.027392 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
78.00 |
40.91% |
$1.43 / 20 |
$1.45 / 17 |
31 / 521 |
22.602347% |
0.469965 |
-0.063933 |
0.044851 |
0.085828 |
0.026217 |
|
573 |
Legs |
11/17(53) |
CALL |
78.00 / 79.00 |
$43 / $57 / 0.75 |
56.59% / $0.01 / 0.02% / 0.14% |
58.49% / $78.43 |
$0.43 / $2.44 / $2.01 / 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 |
78.00 |
43.41% |
$2.44 / 25 |
$2.48 / 13 |
503 / 9 |
23.764889% |
0.500765 |
-0.046648 |
0.032056 |
0.120574 |
0.052859 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
79.00 |
39.04% |
$1.98 / 16 |
$2.01 / 16 |
0 / 2 |
23.238109% |
0.469513 |
-0.046343 |
0.031967 |
0.120239 |
0.049774 |
|
786 |
Legs |
09/29(4) |
PUT |
76.00 / 71.00 |
$64 / $436 / 0.15 |
58.96% / $3.50 / 0.80% / 39.89% |
66.51% / $75.36 |
$0.64 / $0.74 / $0.10 / 119 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
76.00 |
41.04% |
$0.74 / 119 |
$0.78 / 113 |
82 / 33 |
23.460286% |
-0.431748 |
-0.110896 |
0.084423 |
0.044567 |
-0.007586 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
71.00 |
4.05% |
$0.06 / 308 |
$0.10 / 411 |
0 / 26 |
32.198993% |
-0.098265 |
-0.049640 |
0.037216 |
0.019647 |
-0.001698 |
|
|
924 |
|
12/15(81) |
CALL |
64.00 / 65.00 |
$48 / $52 / 0.92 |
53.09% / $1.62 / 3.11% / 13.49% |
56.98% / $64.48 |
$0.48 / $2.05 / $1.57 / 46 |
62 / 27.27% / 48 |
5 |
Legs |
Vertical |
Bearish |
$63.21 (-0.32%) / 12.3M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
64.00 |
46.91% |
$2.05 / 46 |
$2.11 / 243 |
5 / 1,094 |
17.499337% |
0.506430 |
-0.016881 |
0.057367 |
0.121496 |
0.068875 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
38.92% |
$1.52 / 35 |
$1.57 / 390 |
0 / 4,506 |
16.661401% |
0.449941 |
-0.016703 |
0.056994 |
0.120705 |
0.061519 |
|
771 |
Legs |
11/17(53) |
CALL |
64.00 / 65.00 |
$47 / $53 / 0.89 |
53.82% / $1.68 / 3.17% / 21.11% |
58.46% / $64.47 |
$0.47 / $1.58 / $1.11 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
64.00 |
46.18% |
$1.58 / 28 |
$1.60 / 6 |
10 / 1,508 |
16.869358% |
0.496846 |
-0.020532 |
0.070253 |
0.099774 |
0.046045 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
65.00 |
36.49% |
$1.07 / 71 |
$1.11 / 429 |
54 / 1,691 |
16.031648% |
0.427921 |
-0.020127 |
0.069172 |
0.098239 |
0.039864 |
|
929 |
Legs |
12/15(81) |
CALL |
64.00 / 66.00 |
$93 / $107 / 0.87 |
53.09% / $3.30 / 3.08% / 13.34% |
60.54% / $64.93 |
$0.93 / $2.05 / $1.12 / 46 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
64.00 |
46.91% |
$2.05 / 46 |
$2.11 / 243 |
5 / 1,094 |
17.499337% |
0.506430 |
-0.016881 |
0.057367 |
0.121496 |
0.068875 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
66.00 |
31.47% |
$1.06 / 403 |
$1.12 / 618 |
19 / 2,122 |
15.821243% |
0.395225 |
-0.016210 |
0.055509 |
0.117560 |
0.054297 |
|
611 |
Legs |
10/20(25) |
CALL |
64.00 / 64.50 |
$22 / $28 / 0.79 |
55.44% / $0.07 / 0.25% / 3.02% |
58.50% / $64.22 |
$0.22 / $0.99 / $0.77 / 78 |
|
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 |
64.00 |
44.56% |
$0.99 / 78 |
$1.00 / 39 |
2,534 / 3,719 |
15.876084% |
0.479415 |
-0.028520 |
0.098623 |
0.071261 |
0.023077 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
64.50 |
37.70% |
$0.73 / 52 |
$0.77 / 1,091 |
148 / 2,394 |
15.329098% |
0.430862 |
-0.028066 |
0.097300 |
0.070306 |
0.020793 |
|
765 |
Legs |
11/17(53) |
CALL |
64.00 / 66.00 |
$87 / $113 / 0.77 |
53.82% / $1.65 / 1.46% / 9.32% |
62.29% / $64.87 |
$0.87 / $1.58 / $0.71 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
64.00 |
46.18% |
$1.58 / 28 |
$1.60 / 6 |
10 / 1,508 |
16.869358% |
0.496846 |
-0.020532 |
0.070253 |
0.099774 |
0.046045 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
66.00 |
27.72% |
$0.68 / 310 |
$0.71 / 336 |
38 / 1,016 |
15.238117% |
0.362072 |
-0.019169 |
0.066125 |
0.093912 |
0.033886 |
|
641 |
Legs |
10/20(25) |
CALL |
64.00 / 65.00 |
$43 / $57 / 0.75 |
55.44% / $0.54 / 0.94% / 11.94% |
61.36% / $64.43 |
$0.43 / $0.99 / $0.56 / 78 |
|
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 |
64.00 |
44.56% |
$0.99 / 78 |
$1.00 / 39 |
2,534 / 3,719 |
15.876084% |
0.479415 |
-0.028520 |
0.098623 |
0.071261 |
0.023077 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
65.00 |
31.26% |
$0.53 / 417 |
$0.56 / 921 |
1,211 / 25,795 |
14.818404% |
0.383680 |
-0.027223 |
0.094584 |
0.068343 |
0.018561 |
|
|
934 |
|
12/15(81) |
CALL |
38.00 / 39.00 |
$48 / $52 / 0.92 |
52.27% / $0.59 / 1.13% / 4.75% |
55.16% / $38.48 |
$0.48 / $2.47 / $1.99 / 13 |
99 / 100.00% / 64 |
5 |
Legs |
Vertical |
Bearish |
$37.67 (-1.64%) / 7.76M |
|
Earnings: 10/12 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
38.00 |
47.73% |
$2.47 / 35 |
$2.50 / 40 |
564 / 833 |
32.467681% |
0.555345 |
-0.023160 |
0.042275 |
0.071998 |
0.040169 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
39.00 |
41.77% |
$1.96 / 294 |
$1.99 / 13 |
185 / 1,802 |
31.611982% |
0.513523 |
-0.023266 |
0.042678 |
0.072684 |
0.037490 |
|
695 |
Legs |
10/13(18) |
CALL |
38.00 / 43.00 |
$118 / $382 / 0.31 |
52.32% / $9.35 / 2.45% / 46.37% |
65.91% / $39.18 |
$1.18 / $1.30 / $0.12 / 17 |
|
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 |
38.00 |
47.68% |
$1.30 / 101 |
$1.34 / 101 |
25 / 28 |
35.827734% |
0.520504 |
-0.044576 |
0.083979 |
0.037018 |
0.010756 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
43.00 |
6.94% |
$0.11 / 181 |
$0.12 / 17 |
25 / 106 |
34.992972% |
0.174746 |
-0.028332 |
0.054308 |
0.023939 |
0.003735 |
|
750 |
Legs |
10/13(18) |
CALL |
38.00 / 44.00 |
$122 / $478 / 0.26 |
52.32% / $23.97 / 5.02% / 116.14% |
66.34% / $39.22 |
$1.22 / $1.30 / $0.08 / 101 |
|
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 |
38.00 |
47.68% |
$1.30 / 101 |
$1.34 / 101 |
25 / 28 |
35.827734% |
0.520504 |
-0.044576 |
0.083979 |
0.037018 |
0.010756 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
44.00 |
4.05% |
$0.07 / 225 |
$0.08 / 294 |
9 / 57 |
36.311680% |
0.131535 |
-0.023421 |
0.044974 |
0.019825 |
0.002823 |
|
338 |
Legs |
10/13(18) |
CALL |
39.00 / 43.00 |
$73 / $327 / 0.22 |
63.95% / $5.20 / 1.59% / 28.18% |
71.58% / $39.73 |
$0.73 / $0.85 / $0.12 / 17 |
|
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 |
39.00 |
36.05% |
$0.85 / 392 |
$0.88 / 13 |
122 / 174 |
34.870756% |
0.438039 |
-0.043871 |
0.083086 |
0.036624 |
0.009132 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
43.00 |
6.94% |
$0.11 / 181 |
$0.12 / 17 |
25 / 106 |
34.992972% |
0.174746 |
-0.028332 |
0.054308 |
0.023939 |
0.003735 |
|
353 |
Legs |
10/13(18) |
PUT |
37.00 / 33.00 |
$72 / $328 / 0.22 |
62.91% / $2.18 / 0.67% / 11.02% |
70.59% / $36.28 |
$0.72 / $0.90 / $0.18 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
37.00 |
37.09% |
$0.90 / 19 |
$0.93 / 340 |
45 / 144 |
36.860922% |
-0.395169 |
-0.039849 |
0.081187 |
0.035787 |
-0.009882 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
33.00 |
7.21% |
$0.17 / 5 |
$0.18 / 391 |
8 / 82 |
44.154484% |
-0.119105 |
-0.020964 |
0.041963 |
0.018497 |
-0.002895 |
|
268 |
Legs |
10/27(32) |
PUT |
37.00 / 31.00 |
$101 / $499 / 0.20 |
61.45% / $8.22 / 1.65% / 17.17% |
69.90% / $35.99 |
$1.01 / $1.18 / $0.17 / 52 |
|
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 |
37.00 |
38.55% |
$1.18 / 52 |
$1.22 / 24 |
5 / 363 |
35.702590% |
-0.402069 |
-0.030850 |
0.063740 |
0.045976 |
-0.016908 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
31.00 |
5.70% |
$0.15 / 110 |
$0.17 / 79 |
0 / 101 |
45.102922% |
-0.088141 |
-0.013109 |
0.026356 |
0.019011 |
-0.003553 |
|
|
936 |
|
12/15(81) |
CALL |
440.00 / 450.00 |
$480 / $520 / 0.92 |
51.54% / $6.58 / 1.26% / 5.33% |
57.50% / $444.80 |
$4.80 / $11.90 / $7.10 / 56 |
92 / 81.10% / 15 |
5 |
Legs |
Vertical |
Bearish |
$434.34 (-0.23%) / 9.35M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
440.00 |
48.46% |
$11.90 / 56 |
$12.30 / 63 |
1 / 128 |
14.047151% |
0.517196 |
-0.121835 |
0.008830 |
0.836861 |
0.484538 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
36.31% |
$6.70 / 63 |
$7.10 / 96 |
0 / 463 |
12.860047% |
0.430774 |
-0.117796 |
0.008713 |
0.825705 |
0.406667 |
|
374 |
Legs |
10/13(18) |
PUT |
432.00 / 410.00 |
$315 / $1,885 / 0.17 |
64.18% / $42.03 / 2.23% / 41.53% |
71.19% / $428.85 |
$3.15 / $4.10 / $0.95 / 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) |
PUT |
432.00 |
35.82% |
$4.10 / 60 |
$4.50 / 53 |
0 / 18 |
16.012831% |
-0.394142 |
-0.184664 |
0.016808 |
0.412294 |
-0.107709 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
PUT |
410.00 |
4.45% |
$0.80 / 112 |
$0.95 / 2 |
0 / 5 |
20.000909% |
-0.102797 |
-0.089166 |
0.007824 |
0.191925 |
-0.027747 |
|
155 |
Legs |
10/27(32) |
PUT |
430.00 / 405.00 |
$350 / $2,150 / 0.16 |
66.09% / $10.27 / 0.48% / 4.73% |
72.01% / $426.50 |
$3.50 / $4.90 / $1.40 / 734 |
|
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 |
430.00 |
33.91% |
$4.90 / 808 |
$5.30 / 648 |
3 / 5 |
15.990718% |
-0.378086 |
-0.139488 |
0.012976 |
0.520849 |
-0.170731 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
405.00 |
5.61% |
$1.20 / 371 |
$1.40 / 734 |
0 / 1 |
20.012771% |
-0.114362 |
-0.074144 |
0.006603 |
0.265037 |
-0.050912 |
|
234 |
Legs |
10/13(18) |
PUT |
430.00 / 410.00 |
$255 / $1,745 / 0.15 |
68.71% / $30.72 / 1.76% / 31.64% |
74.06% / $427.45 |
$2.55 / $3.50 / $0.95 / 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) |
PUT |
430.00 |
31.29% |
$3.50 / 83 |
$3.90 / 69 |
0 / 14 |
16.283727% |
-0.360525 |
-0.180549 |
0.016350 |
0.401060 |
-0.098383 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
PUT |
410.00 |
4.45% |
$0.80 / 112 |
$0.95 / 2 |
0 / 5 |
20.000909% |
-0.102797 |
-0.089166 |
0.007824 |
0.191925 |
-0.027747 |
|
173 |
Legs |
10/27(32) |
PUT |
430.00 / 400.00 |
$380 / $2,620 / 0.15 |
66.09% / $75.38 / 2.88% / 31.64% |
72.49% / $426.20 |
$3.80 / $4.90 / $1.10 / 808 |
|
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 |
430.00 |
33.91% |
$4.90 / 808 |
$5.30 / 648 |
3 / 5 |
15.990718% |
-0.378086 |
-0.139488 |
0.012976 |
0.520849 |
-0.170731 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
400.00 |
3.47% |
$0.95 / 73 |
$1.10 / 887 |
0 / 70 |
20.985993% |
-0.082426 |
-0.058617 |
0.005194 |
0.208461 |
-0.036617 |
|
177 |
Legs |
11/17(53) |
PUT |
425.00 / 395.00 |
$365 / $2,635 / 0.14 |
71.25% / $28.39 / 1.08% / 6.80% |
75.75% / $421.35 |
$3.65 / $5.40 / $1.75 / 705 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
425.00 |
28.75% |
$5.40 / 755 |
$5.70 / 570 |
0 / 1 |
16.698093% |
-0.336175 |
-0.104259 |
0.009892 |
0.628665 |
-0.242684 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
395.00 |
4.86% |
$1.60 / 72 |
$1.75 / 705 |
0 / 1 |
21.205618% |
-0.098501 |
-0.052196 |
0.004710 |
0.299344 |
-0.069945 |
|
|
859 |
|
11/17(53) |
CALL |
43.00 / 45.00 |
$95 / $105 / 0.91 |
52.74% / $2.21 / 2.11% / 13.66% |
57.69% / $43.95 |
$0.95 / $2.85 / $1.90 / 23 |
99 / 88.42% / 87 |
5 |
Legs |
Vertical |
Bearish |
$42.30 (-0.47%) / 6.06M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
43.00 |
47.26% |
$2.85 / 23 |
$2.95 / 457 |
1 / 6 |
41.923487% |
0.553768 |
-0.038891 |
0.036847 |
0.066886 |
0.030352 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
45.00 |
37.11% |
$1.80 / 220 |
$1.90 / 32 |
4 / 14 |
38.697330% |
0.481419 |
-0.039000 |
0.037158 |
0.067451 |
0.026806 |
|
868 |
Legs |
12/15(81) |
CALL |
44.00 / 46.00 |
$85 / $115 / 0.74 |
57.37% / $1.75 / 1.52% / 6.43% |
60.85% / $44.85 |
$0.85 / $3.00 / $2.15 / 52 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
44.00 |
42.63% |
$3.00 / 52 |
$3.10 / 50 |
0 / 306 |
40.818910% |
0.537195 |
-0.032161 |
0.030296 |
0.082010 |
0.042315 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
46.00 |
34.68% |
$2.05 / 96 |
$2.15 / 69 |
0 / 106 |
38.459484% |
0.479233 |
-0.032114 |
0.030400 |
0.082291 |
0.038319 |
|
872 |
Legs |
12/15(81) |
CALL |
44.00 / 47.00 |
$125 / $175 / 0.71 |
57.37% / $2.74 / 1.57% / 6.62% |
62.44% / $45.25 |
$1.25 / $3.00 / $1.75 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
44.00 |
42.63% |
$3.00 / 52 |
$3.10 / 50 |
0 / 306 |
40.818910% |
0.537195 |
-0.032161 |
0.030296 |
0.082010 |
0.042315 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
47.00 |
31.04% |
$1.65 / 122 |
$1.75 / 30 |
1 / 140 |
37.335698% |
0.451264 |
-0.031856 |
0.030219 |
0.081801 |
0.036328 |
|
687 |
Legs |
12/15(81) |
CALL |
45.00 / 47.00 |
$75 / $125 / 0.60 |
61.45% / $0.58 / 0.47% / 1.94% |
64.37% / $45.75 |
$0.75 / $2.50 / $1.75 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
45.00 |
38.55% |
$2.50 / 74 |
$2.60 / 71 |
0 / 109 |
39.613907% |
0.507917 |
-0.032220 |
0.030429 |
0.082371 |
0.040320 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
47.00 |
31.04% |
$1.65 / 122 |
$1.75 / 30 |
1 / 140 |
37.335698% |
0.451264 |
-0.031856 |
0.030219 |
0.081801 |
0.036328 |
|
319 |
Legs |
11/17(53) |
PUT |
41.00 / 30.00 |
$160 / $940 / 0.17 |
64.34% / $11.28 / 1.20% / 7.60% |
71.51% / $39.40 |
$1.60 / $1.95 / $0.35 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
41.00 |
35.66% |
$1.95 / 161 |
$2.05 / 751 |
5 / 101 |
44.871229% |
-0.370926 |
-0.033491 |
0.035248 |
0.063983 |
-0.029804 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
5.21% |
$0.30 / 20 |
$0.35 / 37 |
2 / 68 |
65.116031% |
-0.057093 |
-0.010481 |
0.010694 |
0.019412 |
-0.004274 |
|
791 |
Legs |
12/15(81) |
CALL |
46.00 / 60.00 |
$190 / $1,210 / 0.16 |
65.32% / $9.86 / 0.81% / 3.41% |
72.02% / $47.90 |
$1.90 / $2.05 / $0.15 / 96 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
46.00 |
34.68% |
$2.05 / 96 |
$2.15 / 69 |
0 / 106 |
38.459484% |
0.479233 |
-0.032114 |
0.030400 |
0.082291 |
0.038319 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
5.07% |
$0.05 / 138 |
$0.15 / 1,201 |
12 / 375 |
35.860833% |
0.178188 |
-0.020663 |
0.019920 |
0.053922 |
0.015228 |
|
|
811 |
|
10/13(18) |
CALL |
132.00 / 133.00 |
$47 / $53 / 0.89 |
52.87% / $0.11 / 0.21% / 3.28% |
54.96% / $132.47 |
$0.47 / $3.00 / $2.53 / 38 |
57 / 30.40% / 97 |
5 |
Legs |
Vertical |
Bearish |
$130.39 (-0.04%) / 26.4M |
|
Earnings: 10/24 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
132.00 |
47.13% |
$3.00 / 38 |
$3.05 / 238 |
172 / 394 |
24.371327% |
0.508682 |
-0.123401 |
0.031253 |
0.128564 |
0.037286 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
133.00 |
42.71% |
$2.50 / 39 |
$2.53 / 47 |
79 / 233 |
23.901382% |
0.477717 |
-0.122797 |
0.031212 |
0.128394 |
0.035109 |
|
554 |
Legs |
10/20(25) |
CALL |
133.00 / 134.00 |
$44 / $56 / 0.79 |
56.26% / $0.57 / 1.02% / 12.89% |
57.93% / $133.44 |
$0.44 / $3.10 / $2.66 / 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 |
133.00 |
43.74% |
$3.10 / 1,073 |
$3.15 / 1,248 |
341 / 348 |
24.573133% |
0.489079 |
-0.108098 |
0.027218 |
0.147587 |
0.046826 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
134.00 |
39.98% |
$2.65 / 210 |
$2.66 / 2 |
343 / 454 |
24.199891% |
0.462356 |
-0.107303 |
0.027106 |
0.146985 |
0.044380 |
|
283 |
Legs |
10/20(25) |
CALL |
134.00 / 135.00 |
$40 / $60 / 0.67 |
60.02% / $0.47 / 0.79% / 9.91% |
61.50% / $134.40 |
$0.40 / $2.65 / $2.25 / 111 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
134.00 |
39.98% |
$2.65 / 210 |
$2.66 / 2 |
343 / 454 |
24.199891% |
0.462356 |
-0.107303 |
0.027106 |
0.146985 |
0.044380 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
135.00 |
36.33% |
$2.24 / 94 |
$2.25 / 111 |
4,031 / 34,004 |
23.938073% |
0.435998 |
-0.106070 |
0.026877 |
0.145738 |
0.041951 |
|
107 |
Legs |
10/27(32) |
CALL |
135.00 / 137.00 |
$74 / $126 / 0.59 |
62.22% / $0.64 / 0.51% / 5.02% |
64.60% / $135.74 |
$0.74 / $3.50 / $2.76 / 68 |
|
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 |
135.00 |
37.78% |
$3.50 / 120 |
$3.55 / 67 |
98 / 281 |
29.190217% |
0.450064 |
-0.096475 |
0.024246 |
0.163209 |
0.053201 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
137.00 |
31.53% |
$2.72 / 109 |
$2.76 / 68 |
19 / 903 |
28.701338% |
0.403702 |
-0.093871 |
0.023722 |
0.159683 |
0.047941 |
|
115 |
Legs |
10/27(32) |
CALL |
135.00 / 138.00 |
$108 / $192 / 0.56 |
62.22% / $0.42 / 0.22% / 2.16% |
65.66% / $136.08 |
$1.08 / $3.50 / $2.42 / 37 |
|
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 |
135.00 |
37.78% |
$3.50 / 120 |
$3.55 / 67 |
98 / 281 |
29.190217% |
0.450064 |
-0.096475 |
0.024246 |
0.163209 |
0.053201 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
138.00 |
28.61% |
$2.38 / 54 |
$2.42 / 37 |
21 / 364 |
28.491299% |
0.381224 |
-0.092155 |
0.023346 |
0.157153 |
0.045370 |
|
3 |
Legs |
10/27(32) |
CALL |
137.00 / 139.00 |
$61 / $139 / 0.44 |
68.47% / $0.73 / 0.52% / 5.17% |
70.27% / $137.61 |
$0.61 / $2.72 / $2.11 / 67 |
|
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 |
137.00 |
31.53% |
$2.72 / 109 |
$2.76 / 68 |
19 / 903 |
28.701338% |
0.403702 |
-0.093871 |
0.023722 |
0.159683 |
0.047941 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
139.00 |
25.85% |
$2.07 / 78 |
$2.11 / 67 |
65 / 368 |
28.281554% |
0.359297 |
-0.090189 |
0.022902 |
0.154159 |
0.042849 |
|
|
846 |
|
11/17(53) |
CALL |
155.00 / 160.00 |
$235 / $265 / 0.89 |
52.59% / $6.15 / 2.32% / 15.12% |
59.39% / $157.35 |
$2.35 / $6.30 / $3.95 / 1 |
53 / 31.39% / 48 |
5 |
Legs |
Vertical |
Bearish |
$154.09 (-0.86%) / 3.21M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
155.00 |
47.41% |
$6.30 / 1 |
$6.40 / 51 |
75 / 1,353 |
26.582129% |
0.515546 |
-0.067137 |
0.020555 |
0.241902 |
0.112747 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
160.00 |
33.39% |
$3.85 / 148 |
$3.95 / 57 |
804 / 1,201 |
24.906180% |
0.415151 |
-0.065819 |
0.020139 |
0.237008 |
0.091759 |
|
798 |
Legs |
11/17(53) |
CALL |
155.00 / 165.00 |
$409 / $591 / 0.69 |
52.59% / $6.11 / 1.03% / 6.51% |
64.20% / $159.09 |
$4.09 / $6.30 / $2.21 / 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 |
155.00 |
47.41% |
$6.30 / 1 |
$6.40 / 51 |
75 / 1,353 |
26.582129% |
0.515546 |
-0.067137 |
0.020555 |
0.241902 |
0.112747 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
165.00 |
21.71% |
$2.15 / 14 |
$2.21 / 34 |
67 / 739 |
23.629513% |
0.322699 |
-0.060667 |
0.018558 |
0.218407 |
0.071957 |
|
618 |
Legs |
11/03(39) |
CALL |
155.00 / 165.00 |
$386 / $614 / 0.63 |
52.60% / $7.66 / 1.25% / 10.61% |
65.20% / $158.86 |
$3.86 / $5.80 / $1.94 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
155.00 |
47.40% |
$5.80 / 64 |
$6.05 / 184 |
16 / 1 |
28.698963% |
0.511442 |
-0.077540 |
0.023714 |
0.210536 |
0.085495 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
165.00 |
18.60% |
$1.84 / 35 |
$1.94 / 12 |
2 / 3 |
25.572307% |
0.292255 |
-0.066963 |
0.020478 |
0.181811 |
0.049789 |
|
659 |
Legs |
10/27(32) |
CALL |
155.00 / 165.00 |
$381 / $619 / 0.62 |
52.64% / $18.18 / 2.94% / 32.39% |
66.19% / $158.81 |
$3.81 / $5.45 / $1.64 / 24 |
|
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 |
155.00 |
47.36% |
$5.45 / 24 |
$5.65 / 56 |
255 / 968 |
29.485102% |
0.508892 |
-0.084863 |
0.025943 |
0.192832 |
0.071748 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
165.00 |
16.57% |
$1.55 / 40 |
$1.64 / 81 |
119 / 526 |
26.015203% |
0.271891 |
-0.070719 |
0.021628 |
0.160755 |
0.039054 |
|
706 |
Legs |
11/17(53) |
CALL |
155.00 / 170.00 |
$513 / $987 / 0.52 |
52.59% / $29.92 / 3.03% / 20.12% |
66.95% / $160.13 |
$5.13 / $6.30 / $1.17 / 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 |
155.00 |
47.41% |
$6.30 / 1 |
$6.40 / 51 |
75 / 1,353 |
26.582129% |
0.515546 |
-0.067137 |
0.020555 |
0.241902 |
0.112747 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
170.00 |
13.04% |
$1.10 / 132 |
$1.17 / 101 |
126 / 1,798 |
22.881145% |
0.242304 |
-0.052874 |
0.016173 |
0.190339 |
0.054431 |
|
68 |
Legs |
11/17(53) |
CALL |
160.00 / 165.00 |
$164 / $336 / 0.49 |
66.61% / $13.30 / 3.96% / 26.91% |
70.75% / $161.64 |
$1.64 / $3.85 / $2.21 / 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 |
160.00 |
33.39% |
$3.85 / 148 |
$3.95 / 57 |
804 / 1,201 |
24.906180% |
0.415151 |
-0.065819 |
0.020139 |
0.237008 |
0.091759 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
165.00 |
21.71% |
$2.15 / 14 |
$2.21 / 34 |
67 / 739 |
23.629513% |
0.322699 |
-0.060667 |
0.018558 |
0.218407 |
0.071957 |
|
|
857 |
|
10/06(11) |
CALL |
133.00 / 134.00 |
$47 / $53 / 0.89 |
53.46% / $0.78 / 1.48% / 39.93% |
56.00% / $133.47 |
$0.47 / $2.39 / $1.92 / 8 |
55 / 29.17% / 95 |
5 |
Legs |
Vertical |
Bearish |
$131.60 (+0.18%) / 17.36M |
|
Earnings: 10/24 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
133.00 |
46.54% |
$2.39 / 22 |
$2.41 / 43 |
237 / 38 |
23.875445% |
0.499483 |
-0.147442 |
0.037978 |
0.107012 |
0.025524 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
134.00 |
41.16% |
$1.90 / 75 |
$1.92 / 8 |
151 / 172 |
23.386854% |
0.461899 |
-0.146240 |
0.037804 |
0.106524 |
0.023664 |
|
479 |
Legs |
11/03(39) |
CALL |
134.00 / 135.00 |
$45 / $55 / 0.82 |
54.89% / $0.10 / 0.19% / 1.52% |
56.30% / $134.45 |
$0.45 / $5.00 / $4.55 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
134.00 |
45.11% |
$5.00 / 7 |
$5.05 / 76 |
14 / 16 |
29.744262% |
0.505291 |
-0.090012 |
0.022429 |
0.181170 |
0.070939 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
135.00 |
41.99% |
$4.50 / 25 |
$4.55 / 18 |
16 / 2 |
29.409652% |
0.483229 |
-0.089637 |
0.022411 |
0.181025 |
0.068016 |
|
512 |
Legs |
11/03(39) |
CALL |
134.00 / 136.00 |
$90 / $110 / 0.82 |
54.89% / $0.85 / 0.77% / 6.45% |
57.70% / $134.90 |
$0.90 / $5.00 / $4.10 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
134.00 |
45.11% |
$5.00 / 7 |
$5.05 / 76 |
14 / 16 |
29.744262% |
0.505291 |
-0.090012 |
0.022429 |
0.181170 |
0.070939 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
136.00 |
38.95% |
$4.05 / 21 |
$4.10 / 44 |
1 / 1 |
29.191476% |
0.461381 |
-0.089014 |
0.022325 |
0.180336 |
0.065101 |
|
565 |
Legs |
10/20(25) |
CALL |
134.00 / 135.00 |
$44 / $56 / 0.79 |
56.15% / $0.46 / 0.82% / 10.29% |
57.82% / $134.44 |
$0.44 / $3.15 / $2.71 / 56 |
|
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 |
134.00 |
43.85% |
$3.15 / 74 |
$3.20 / 992 |
249 / 335 |
24.602475% |
0.489501 |
-0.107855 |
0.027304 |
0.148743 |
0.047273 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
135.00 |
40.07% |
$2.69 / 62 |
$2.71 / 56 |
534 / 25,083 |
24.213613% |
0.462684 |
-0.107061 |
0.027194 |
0.148144 |
0.044796 |
|
586 |
Legs |
10/13(18) |
CALL |
134.00 / 135.00 |
$43 / $57 / 0.75 |
57.17% / $0.59 / 1.04% / 17.61% |
59.05% / $134.43 |
$0.43 / $2.54 / $2.11 / 9 |
|
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 |
134.00 |
42.83% |
$2.54 / 11 |
$2.56 / 74 |
43 / 58 |
23.860658% |
0.478229 |
-0.122514 |
0.031312 |
0.129406 |
0.035447 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
135.00 |
38.51% |
$2.09 / 74 |
$2.11 / 9 |
86 / 300 |
23.478088% |
0.447519 |
-0.121232 |
0.031087 |
0.128476 |
0.033253 |
|
120 |
Legs |
11/03(39) |
CALL |
136.00 / 139.00 |
$112 / $188 / 0.60 |
61.05% / $0.00 / 0.00% / 0.00% |
64.36% / $137.12 |
$1.12 / $4.05 / $2.93 / 21 |
|
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 |
136.00 |
38.95% |
$4.05 / 21 |
$4.10 / 44 |
1 / 1 |
29.191476% |
0.461381 |
-0.089014 |
0.022325 |
0.180336 |
0.065101 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
139.00 |
30.39% |
$2.89 / 47 |
$2.93 / 103 |
4 / 78 |
28.603496% |
0.397709 |
-0.085763 |
0.021689 |
0.175196 |
0.056502 |
|
|
914 |
|
12/15(81) |
CALL |
310.00 / 315.00 |
$235 / $265 / 0.89 |
53.78% / $6.21 / 2.34% / 10.04% |
56.96% / $312.35 |
$2.35 / $11.95 / $9.60 / 20 |
58 / 39.31% / 93 |
5 |
Legs |
Vertical |
Bearish |
$307.1689 (+0.13%) / 2.29M |
|
Earnings: 11/21 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
310.00 |
46.22% |
$11.95 / 20 |
$12.15 / 20 |
11 / 23 |
21.232707% |
0.509777 |
-0.102182 |
0.009624 |
0.587472 |
0.328249 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
315.00 |
39.54% |
$9.40 / 71 |
$9.60 / 30 |
3 / 53 |
20.563620% |
0.462491 |
-0.101383 |
0.009593 |
0.585563 |
0.299442 |
|
710 |
Legs |
11/17(53) |
CALL |
310.00 / 315.00 |
$225 / $275 / 0.82 |
54.65% / $2.24 / 0.81% / 5.11% |
58.35% / $312.25 |
$2.25 / $10.20 / $7.95 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
310.00 |
45.35% |
$10.20 / 38 |
$10.40 / 22 |
62 / 1,358 |
22.843916% |
0.497680 |
-0.123907 |
0.011783 |
0.482311 |
0.219213 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
315.00 |
37.25% |
$7.70 / 41 |
$7.95 / 77 |
17 / 592 |
22.070310% |
0.439969 |
-0.121996 |
0.011657 |
0.477169 |
0.194840 |
|
920 |
Legs |
12/15(81) |
CALL |
310.00 / 320.00 |
$450 / $550 / 0.82 |
53.78% / $4.89 / 0.89% / 3.72% |
59.81% / $314.50 |
$4.50 / $11.95 / $7.45 / 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 |
310.00 |
46.22% |
$11.95 / 20 |
$12.15 / 20 |
11 / 23 |
21.232707% |
0.509777 |
-0.102182 |
0.009624 |
0.587472 |
0.328249 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
33.25% |
$7.25 / 40 |
$7.45 / 45 |
2 / 275 |
20.026771% |
0.416423 |
-0.099263 |
0.009430 |
0.575625 |
0.270976 |
|
733 |
Legs |
11/17(53) |
CALL |
310.00 / 320.00 |
$435 / $565 / 0.77 |
54.65% / $7.67 / 1.36% / 8.64% |
61.72% / $314.35 |
$4.35 / $10.20 / $5.85 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
310.00 |
45.35% |
$10.20 / 38 |
$10.40 / 22 |
62 / 1,358 |
22.843916% |
0.497680 |
-0.123907 |
0.011783 |
0.482311 |
0.219213 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
29.80% |
$5.65 / 66 |
$5.85 / 110 |
153 / 1,227 |
21.359579% |
0.384350 |
-0.117754 |
0.011298 |
0.462464 |
0.171037 |
|
707 |
Legs |
11/17(53) |
CALL |
310.00 / 325.00 |
$605 / $895 / 0.68 |
54.65% / $10.49 / 1.17% / 7.41% |
64.37% / $316.05 |
$6.05 / $10.20 / $4.15 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
310.00 |
45.35% |
$10.20 / 38 |
$10.40 / 22 |
62 / 1,358 |
22.843916% |
0.497680 |
-0.123907 |
0.011783 |
0.482311 |
0.219213 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
325.00 |
23.20% |
$4.00 / 113 |
$4.15 / 90 |
73 / 900 |
20.715809% |
0.331798 |
-0.111516 |
0.010737 |
0.439501 |
0.148300 |
|
677 |
Legs |
12/15(81) |
CALL |
315.00 / 320.00 |
$195 / $305 / 0.64 |
60.46% / $2.14 / 0.70% / 2.93% |
62.97% / $316.95 |
$1.95 / $9.40 / $7.45 / 45 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
315.00 |
39.54% |
$9.40 / 71 |
$9.60 / 30 |
3 / 53 |
20.563620% |
0.462491 |
-0.101383 |
0.009593 |
0.585563 |
0.299442 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
33.25% |
$7.25 / 40 |
$7.45 / 45 |
2 / 275 |
20.026771% |
0.416423 |
-0.099263 |
0.009430 |
0.575625 |
0.270976 |
|
|
805 |
|
11/17(53) |
CALL |
82.00 / 85.00 |
$140 / $160 / 0.88 |
53.56% / $2.60 / 1.63% / 10.42% |
57.37% / $83.40 |
$1.40 / $5.30 / $3.90 / 306 |
99 / 91.40% / 85 |
5 |
Legs |
Vertical |
Bearish |
$80.34 (-0.50%) / 10.1M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
82.00 |
46.44% |
$5.30 / 306 |
$5.40 / 172 |
2 / 6 |
41.663319% |
0.548421 |
-0.074275 |
0.019329 |
0.127326 |
0.057144 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
85.00 |
38.44% |
$3.70 / 1,130 |
$3.90 / 958 |
5 / 82 |
39.408602% |
0.491500 |
-0.074509 |
0.019474 |
0.128282 |
0.051858 |
|
827 |
Legs |
11/17(53) |
CALL |
82.00 / 87.00 |
$230 / $270 / 0.85 |
53.56% / $5.63 / 2.08% / 13.50% |
59.75% / $84.30 |
$2.30 / $5.30 / $3.00 / 306 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
82.00 |
46.44% |
$5.30 / 306 |
$5.40 / 172 |
2 / 6 |
41.663319% |
0.548421 |
-0.074275 |
0.019329 |
0.127326 |
0.057144 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
87.00 |
33.49% |
$2.90 / 255 |
$3.00 / 335 |
18 / 305 |
38.162128% |
0.454669 |
-0.073874 |
0.019356 |
0.127502 |
0.048335 |
|
807 |
Legs |
11/17(53) |
CALL |
82.00 / 88.00 |
$265 / $335 / 0.79 |
53.56% / $0.74 / 0.22% / 1.36% |
60.66% / $84.65 |
$2.65 / $5.30 / $2.65 / 306 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
82.00 |
46.44% |
$5.30 / 306 |
$5.40 / 172 |
2 / 6 |
41.663319% |
0.548421 |
-0.074275 |
0.019329 |
0.127326 |
0.057144 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
88.00 |
31.15% |
$2.50 / 617 |
$2.65 / 678 |
0 / 7 |
37.568784% |
0.436691 |
-0.073339 |
0.019237 |
0.126721 |
0.046589 |
|
658 |
Legs |
11/17(53) |
CALL |
83.00 / 87.00 |
$170 / $230 / 0.74 |
56.29% / $0.94 / 0.41% / 2.52% |
60.79% / $84.70 |
$1.70 / $4.70 / $3.00 / 335 |
|
Underlying |
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 |
83.00 |
43.71% |
$4.70 / 1,332 |
$4.90 / 1,095 |
1 / 24 |
40.880175% |
0.529273 |
-0.074519 |
0.019422 |
0.127941 |
0.055389 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
87.00 |
33.49% |
$2.90 / 255 |
$3.00 / 335 |
18 / 305 |
38.162128% |
0.454669 |
-0.073874 |
0.019356 |
0.127502 |
0.048335 |
|
381 |
Legs |
10/20(25) |
CALL |
83.50 / 85.50 |
$80 / $120 / 0.67 |
59.20% / $0.53 / 0.44% / 5.42% |
62.14% / $84.30 |
$0.80 / $2.80 / $2.00 / 83 |
|
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 |
83.50 |
40.80% |
$2.80 / 486 |
$2.90 / 1,247 |
0 / 10 |
39.504100% |
0.487875 |
-0.103477 |
0.027316 |
0.091547 |
0.027595 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
85.50 |
33.62% |
$1.90 / 1,120 |
$2.00 / 83 |
0 / 2 |
37.435027% |
0.435429 |
-0.101897 |
0.026973 |
0.090398 |
0.024819 |
|
454 |
Legs |
11/17(53) |
CALL |
84.00 / 87.00 |
$120 / $180 / 0.67 |
58.96% / $0.30 / 0.17% / 1.03% |
62.07% / $85.20 |
$1.20 / $4.20 / $3.00 / 335 |
|
Underlying |
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 |
84.00 |
41.04% |
$4.20 / 1,199 |
$4.40 / 992 |
0 / 5 |
40.260479% |
0.510287 |
-0.074595 |
0.019470 |
0.128256 |
0.053625 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
87.00 |
33.49% |
$2.90 / 255 |
$3.00 / 335 |
18 / 305 |
38.162128% |
0.454669 |
-0.073874 |
0.019356 |
0.127502 |
0.048335 |
|
|
825 |
|
11/17(53) |
CALL |
89.00 / 92.00 |
$140 / $160 / 0.88 |
52.87% / $0.98 / 0.62% / 3.84% |
57.22% / $90.40 |
$1.40 / $4.50 / $3.10 / 12 |
86 / 71.36% / 76 |
5 |
Legs |
Vertical |
Bearish |
$87.35 (-0.13%) / 2.66M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
89.00 |
47.13% |
$4.50 / 201 |
$4.70 / 20 |
10 / 3 |
32.850980% |
0.539720 |
-0.067419 |
0.022167 |
0.138579 |
0.063341 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
92.00 |
37.99% |
$2.90 / 514 |
$3.10 / 12 |
0 / 102 |
30.407580% |
0.474560 |
-0.067043 |
0.022232 |
0.138987 |
0.056336 |
|
487 |
Legs |
10/20(25) |
CALL |
90.00 / 93.00 |
$120 / $180 / 0.67 |
57.88% / $0.32 / 0.18% / 2.17% |
62.94% / $91.20 |
$1.20 / $2.50 / $1.30 / 160 |
|
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 |
90.00 |
42.12% |
$2.50 / 329 |
$2.65 / 30 |
17 / 229 |
31.803568% |
0.487464 |
-0.092630 |
0.031217 |
0.099290 |
0.030647 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
93.00 |
30.00% |
$1.20 / 317 |
$1.30 / 160 |
0 / 90 |
28.545776% |
0.398127 |
-0.088952 |
0.030208 |
0.096082 |
0.025293 |
|
491 |
Legs |
11/17(53) |
PUT |
75.00 / 65.00 |
$70 / $930 / 0.08 |
86.74% / $4.42 / 0.48% / 2.96% |
87.75% / $74.30 |
$0.70 / $1.35 / $0.65 / 107 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
75.00 |
13.26% |
$1.35 / 107 |
$1.45 / 27 |
3 / 354 |
46.520708% |
-0.172584 |
-0.038006 |
0.014268 |
0.089197 |
-0.026661 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
3.79% |
$0.55 / 68 |
$0.65 / 174 |
10 / 89 |
56.479809% |
-0.049480 |
-0.015471 |
0.005711 |
0.035705 |
-0.007450 |
|
361 |
Legs |
10/27(32) |
PUT |
78.00 / 65.00 |
$70 / $1,230 / 0.06 |
86.04% / $27.10 / 2.20% / 23.52% |
87.39% / $77.30 |
$0.70 / $1.20 / $0.50 / 159 |
|
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 |
78.00 |
13.96% |
$1.20 / 159 |
$1.40 / 316 |
0 / 11 |
47.338303% |
-0.189121 |
-0.051202 |
0.019013 |
0.075072 |
-0.018055 |
BATS / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
65.00 |
1.45% |
$0.25 / 226 |
$0.50 / 389 |
0 / 21 |
63.326157% |
-0.022065 |
-0.010142 |
0.003697 |
0.014598 |
-0.002044 |
|
546 |
Legs |
10/20(25) |
PUT |
77.00 / 70.00 |
$35 / $665 / 0.05 |
90.09% / $4.49 / 0.68% / 8.42% |
90.68% / $76.65 |
$0.35 / $0.90 / $0.55 / 435 |
|
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 |
77.00 |
9.91% |
$0.90 / 435 |
$1.05 / 423 |
0 / 61 |
50.301606% |
-0.147438 |
-0.049006 |
0.018044 |
0.057393 |
-0.011173 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
70.00 |
2.50% |
$0.45 / 368 |
$0.55 / 487 |
5 / 63 |
60.438287% |
-0.043944 |
-0.019965 |
0.007280 |
0.023155 |
-0.003277 |
|
584 |
Legs |
10/13(18) |
PUT |
80.00 / 70.00 |
$50 / $950 / 0.05 |
86.59% / $20.60 / 2.17% / 40.19% |
87.82% / $79.50 |
$0.50 / $0.95 / $0.45 / 276 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
80.00 |
13.41% |
$0.95 / 276 |
$1.10 / 484 |
15 / 21 |
47.495596% |
-0.191555 |
-0.066692 |
0.024514 |
0.059149 |
-0.010952 |
BATS / ETF |
Long (Buy) |
10/13/2023 (W) |
PUT |
70.00 |
1.28% |
$0.30 / 226 |
$0.45 / 477 |
21 / 42 |
64.578558% |
-0.026651 |
-0.015282 |
0.005542 |
0.013373 |
-0.001490 |
|
|
874 |
|
11/17(53) |
CALL |
118.00 / 121.00 |
$140 / $160 / 0.88 |
51.05% / $1.32 / 0.83% / 5.18% |
59.95% / $119.40 |
$1.40 / $2.65 / $1.25 / 5 |
62 / 46.10% / 33 |
5 |
Legs |
Vertical |
Bearish |
$117.04 (-0.45%) / 391K |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
118.00 |
48.95% |
$2.65 / 5 |
$2.80 / 30 |
0 / 7 |
14.347455% |
0.512292 |
-0.033310 |
0.045174 |
0.184574 |
0.088670 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
121.00 |
30.62% |
$1.10 / 31 |
$1.25 / 6 |
0 / 1 |
12.401510% |
0.380550 |
-0.031333 |
0.043216 |
0.176574 |
0.066414 |
|
864 |
Legs |
11/17(53) |
CALL |
118.00 / 122.00 |
$175 / $225 / 0.78 |
51.05% / $0.13 / 0.06% / 0.37% |
62.10% / $119.75 |
$1.75 / $2.65 / $0.90 / 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) |
CALL |
118.00 |
48.95% |
$2.65 / 5 |
$2.80 / 30 |
0 / 7 |
14.347455% |
0.512292 |
-0.033310 |
0.045174 |
0.184574 |
0.088670 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
122.00 |
25.33% |
$0.80 / 5 |
$0.90 / 6 |
0 / 4 |
12.063888% |
0.339472 |
-0.029999 |
0.041559 |
0.169802 |
0.059385 |
|
780 |
Legs |
11/17(53) |
CALL |
118.00 / 124.00 |
$220 / $380 / 0.58 |
51.05% / $0.67 / 0.18% / 1.09% |
64.80% / $120.20 |
$2.20 / $2.65 / $0.45 / 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) |
CALL |
118.00 |
48.95% |
$2.65 / 5 |
$2.80 / 30 |
0 / 7 |
14.347455% |
0.512292 |
-0.033310 |
0.045174 |
0.184574 |
0.088670 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
124.00 |
16.47% |
$0.30 / 61 |
$0.45 / 30 |
0 / 1 |
11.240338% |
0.264003 |
-0.026599 |
0.037121 |
0.151669 |
0.046378 |
|
98 |
Legs |
11/17(53) |
CALL |
120.00 / 125.00 |
$125 / $375 / 0.33 |
63.61% / $0.21 / 0.06% / 0.34% |
70.75% / $121.25 |
$1.25 / $1.55 / $0.30 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
120.00 |
36.39% |
$1.55 / 30 |
$1.70 / 43 |
0 / 6 |
13.063794% |
0.423362 |
-0.032354 |
0.044405 |
0.181432 |
0.073697 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
125.00 |
12.94% |
$0.15 / 179 |
$0.30 / 45 |
0 / 5 |
10.807347% |
0.230148 |
-0.024643 |
0.034498 |
0.140954 |
0.040507 |
|
165 |
Legs |
11/17(53) |
CALL |
120.00 / 126.00 |
$135 / $465 / 0.29 |
63.61% / $5.23 / 1.13% / 7.11% |
71.29% / $121.35 |
$1.35 / $1.55 / $0.20 / 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 |
120.00 |
36.39% |
$1.55 / 30 |
$1.70 / 43 |
0 / 6 |
13.063794% |
0.423362 |
-0.032354 |
0.044405 |
0.181432 |
0.073697 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
126.00 |
10.00% |
$0.10 / 56 |
$0.20 / 6 |
0 / 2 |
10.815144% |
0.199104 |
-0.022591 |
0.031716 |
0.129585 |
0.035105 |
|
439 |
Legs |
10/20(25) |
CALL |
119.00 / 125.00 |
$85 / $515 / 0.17 |
61.30% / $0.36 / 0.07% / 0.83% |
68.40% / $119.85 |
$0.85 / $1.10 / $0.25 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
119.00 |
38.70% |
$1.10 / 20 |
$1.25 / 30 |
0 / 14 |
12.509771% |
0.435231 |
-0.044896 |
0.062688 |
0.130314 |
0.039121 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
125.00 |
5.34% |
0 / 0 |
$0.25 / 158 |
0 / 87 |
15.973327% |
0.138931 |
-0.024713 |
0.035296 |
0.073372 |
0.012641 |
|
|
741 |
|
12/15(81) |
PUT |
115.00 / 90.00 |
$1,160 / $1,340 / 0.87 |
63.06% / $315.44 / 23.54% / 139.34% |
71.97% / $103.40 |
$11.60 / $25.70 / $14.10 / 7 |
99 / 100.00% / 23 |
5 |
Legs |
Vertical |
Bullish |
$119.11 (-0.37%) / 553K |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
115.00 |
36.94% |
$25.70 / 7 |
$27.10 / 10 |
0 / 256 |
134.217696% |
-0.357235 |
-0.125886 |
0.006122 |
0.216922 |
-0.147250 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
90.00 |
19.92% |
$12.80 / 10 |
$14.10 / 8 |
102 / 114 |
133.641351% |
-0.197562 |
-0.095579 |
0.004559 |
0.161565 |
-0.075747 |
|
753 |
Legs |
12/15(81) |
PUT |
115.00 / 85.00 |
$1,390 / $1,610 / 0.86 |
63.06% / $407.89 / 25.33% / 154.02% |
73.53% / $101.10 |
$13.90 / $25.70 / $11.80 / 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 |
115.00 |
36.94% |
$25.70 / 7 |
$27.10 / 10 |
0 / 256 |
134.217696% |
-0.357235 |
-0.125886 |
0.006122 |
0.216922 |
-0.147250 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
85.00 |
17.46% |
$10.60 / 10 |
$11.80 / 8 |
0 / 503 |
132.636317% |
-0.167689 |
-0.086538 |
0.004115 |
0.145832 |
-0.063396 |
|
720 |
Legs |
12/15(81) |
PUT |
115.00 / 95.00 |
$920 / $1,080 / 0.85 |
63.06% / $226.67 / 20.99% / 119.58% |
70.28% / $105.80 |
$9.20 / $25.70 / $16.50 / 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 |
115.00 |
36.94% |
$25.70 / 7 |
$27.10 / 10 |
0 / 256 |
134.217696% |
-0.357235 |
-0.125886 |
0.006122 |
0.216922 |
-0.147250 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
95.00 |
22.68% |
$15.20 / 10 |
$16.50 / 6 |
0 / 168 |
134.416581% |
-0.228591 |
-0.103732 |
0.004965 |
0.175928 |
-0.088897 |
|
400 |
Legs |
11/17(53) |
PUT |
115.00 / 90.00 |
$1,140 / $1,360 / 0.84 |
62.68% / $322.56 / 23.72% / 269.44% |
73.32% / $103.60 |
$11.40 / $24.80 / $13.40 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
115.00 |
37.32% |
$24.80 / 15 |
$26.50 / 10 |
1 / 792 |
158.042492% |
-0.368217 |
-0.157485 |
0.007553 |
0.179473 |
-0.094681 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
17.15% |
$12.80 / 15 |
$13.40 / 5 |
3 / 32 |
159.526984% |
-0.176643 |
-0.110146 |
0.005195 |
0.123453 |
-0.042375 |
|
127 |
Legs |
11/17(53) |
PUT |
110.00 / 90.00 |
$900 / $1,100 / 0.82 |
67.64% / $314.78 / 28.62% / 368.91% |
75.40% / $101.00 |
$9.00 / $22.40 / $13.40 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
110.00 |
32.36% |
$22.40 / 15 |
$23.70 / 7 |
5 / 854 |
159.524595% |
-0.328567 |
-0.151629 |
0.007243 |
0.172113 |
-0.083270 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
17.15% |
$12.80 / 15 |
$13.40 / 5 |
3 / 32 |
159.526984% |
-0.176643 |
-0.110146 |
0.005195 |
0.123453 |
-0.042375 |
|
513 |
Legs |
12/15(81) |
PUT |
110.00 / 85.00 |
$1,120 / $1,380 / 0.81 |
67.12% / $377.15 / 27.33% / 171.13% |
75.01% / $98.80 |
$11.20 / $23.00 / $11.80 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
110.00 |
32.88% |
$23.00 / 7 |
$24.40 / 5 |
0 / 1,898 |
134.988483% |
-0.325015 |
-0.121972 |
0.005905 |
0.209251 |
-0.132007 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
85.00 |
17.46% |
$10.60 / 10 |
$11.80 / 8 |
0 / 503 |
132.636317% |
-0.167689 |
-0.086538 |
0.004115 |
0.145832 |
-0.063396 |
|
|
390 |
|
11/17(53) |
PUT |
30.00 / 29.00 |
$46 / $54 / 0.85 |
59.94% / $6.32 / 11.69% / 97.21% |
62.31% / $29.54 |
$0.46 / $2.07 / $1.61 / 282 |
88 / 82.46% / 34 |
5 |
Legs |
Vertical |
Bullish |
$31.20 (+0.42%) / 9.21M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
30.00 |
40.06% |
$2.07 / 2,604 |
$2.12 / 275 |
8 / 31 |
53.978705% |
-0.394020 |
-0.033699 |
0.037291 |
0.046850 |
-0.024534 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
29.00 |
35.02% |
$1.56 / 2,981 |
$1.61 / 282 |
0 / 210 |
52.508296% |
-0.355511 |
-0.032712 |
0.036114 |
0.045370 |
-0.021888 |
|
428 |
Legs |
11/03(39) |
PUT |
30.50 / 28.50 |
$92 / $108 / 0.85 |
56.99% / $8.70 / 8.06% / 87.77% |
62.54% / $29.58 |
$0.92 / $2.01 / $1.09 / 261 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
30.50 |
43.01% |
$2.01 / 829 |
$2.06 / 54 |
2 / 2 |
54.423512% |
-0.420077 |
-0.039595 |
0.043649 |
0.041368 |
-0.019168 |
ARCA / ETF |
Long (Buy) |
11/03/2023 (W) |
PUT |
28.50 |
31.45% |
$1.03 / 2,418 |
$1.09 / 261 |
0 / 1 |
51.194351% |
-0.331426 |
-0.036927 |
0.040535 |
0.038417 |
-0.014789 |
|
523 |
Legs |
10/20(25) |
PUT |
30.50 / 30.00 |
$23 / $27 / 0.85 |
56.81% / $1.52 / 5.64% / 93.09% |
58.54% / $30.27 |
$0.23 / $1.59 / $1.36 / 67 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
30.50 |
43.19% |
$1.59 / 1,080 |
$1.63 / 187 |
0 / 6 |
53.406713% |
-0.426980 |
-0.048686 |
0.053382 |
0.034120 |
-0.012611 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
39.46% |
$1.33 / 1,422 |
$1.36 / 67 |
5 / 258 |
52.435766% |
-0.399887 |
-0.048008 |
0.052583 |
0.033610 |
-0.011744 |
|
569 |
Legs |
10/20(25) |
PUT |
30.50 / 29.50 |
$46 / $54 / 0.85 |
56.81% / $3.44 / 6.37% / 109.86% |
60.25% / $30.04 |
$0.46 / $1.59 / $1.13 / 281 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
30.50 |
43.19% |
$1.59 / 1,080 |
$1.63 / 187 |
0 / 6 |
53.406713% |
-0.426980 |
-0.048686 |
0.053382 |
0.034120 |
-0.012611 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
29.50 |
35.88% |
$1.09 / 1,037 |
$1.13 / 281 |
0 / 9 |
51.643088% |
-0.372820 |
-0.047087 |
0.051527 |
0.032935 |
-0.010888 |
|
595 |
Legs |
10/20(25) |
PUT |
30.50 / 29.00 |
$68 / $82 / 0.83 |
56.81% / $5.11 / 6.23% / 106.43% |
61.85% / $29.82 |
$0.68 / $1.59 / $0.91 / 302 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
30.50 |
43.19% |
$1.59 / 1,080 |
$1.63 / 187 |
0 / 6 |
53.406713% |
-0.426980 |
-0.048686 |
0.053382 |
0.034120 |
-0.012611 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
29.00 |
32.47% |
$0.87 / 2,374 |
$0.91 / 302 |
44 / 110 |
50.527689% |
-0.345917 |
-0.045928 |
0.050214 |
0.032096 |
-0.010048 |
|
424 |
Legs |
11/17(53) |
PUT |
30.00 / 28.00 |
$90 / $110 / 0.82 |
59.94% / $12.19 / 11.08% / 90.66% |
64.50% / $29.10 |
$0.90 / $2.07 / $1.17 / 151 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
30.00 |
40.06% |
$2.07 / 2,604 |
$2.12 / 275 |
8 / 31 |
53.978705% |
-0.394020 |
-0.033699 |
0.037291 |
0.046850 |
-0.024534 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
28.00 |
30.37% |
$1.12 / 3,217 |
$1.17 / 151 |
0 / 23 |
50.954294% |
-0.317138 |
-0.031366 |
0.034553 |
0.043410 |
-0.019312 |
|
|
504 |
|
10/27(32) |
PUT |
15.00 / 14.50 |
$23 / $27 / 0.85 |
56.36% / $1.60 / 5.92% / 74.64% |
60.48% / $14.77 |
$0.23 / $0.65 / $0.42 / 10 |
93 / 85.38% / 30 |
5 |
Legs |
Vertical |
Bullish |
$15.38 (+0.65%) / 22.86M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
15.00 |
43.64% |
$0.65 / 22 |
$0.68 / 613 |
2 / 13 |
40.381325% |
-0.433237 |
-0.016383 |
0.128111 |
0.018696 |
-0.007585 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
14.50 |
34.90% |
$0.39 / 992 |
$0.42 / 10 |
1 / 7 |
37.737795% |
-0.368512 |
-0.015754 |
0.122876 |
0.017932 |
-0.006379 |
|
612 |
Legs |
10/20(25) |
PUT |
15.00 / 14.50 |
$23 / $27 / 0.85 |
56.43% / $1.71 / 6.35% / 109.33% |
61.02% / $14.77 |
$0.23 / $0.58 / $0.35 / 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 |
15.00 |
43.57% |
$0.58 / 11 |
$0.59 / 53 |
26 / 2,316 |
40.067873% |
-0.435116 |
-0.018326 |
0.142932 |
0.016803 |
-0.006036 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
14.50 |
33.86% |
$0.33 / 895 |
$0.35 / 154 |
155 / 72 |
37.655842% |
-0.363070 |
-0.017517 |
0.136298 |
0.016023 |
-0.004981 |
|
660 |
Legs |
11/17(53) |
PUT |
15.00 / 14.00 |
$46 / $54 / 0.85 |
56.46% / $4.20 / 7.78% / 58.38% |
62.89% / $14.54 |
$0.46 / $0.86 / $0.40 / 409 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
15.00 |
43.54% |
$0.86 / 409 |
$0.89 / 809 |
15 / 27 |
41.381409% |
-0.426464 |
-0.012862 |
0.101335 |
0.023415 |
-0.012322 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
14.00 |
30.22% |
$0.37 / 998 |
$0.40 / 921 |
12 / 97 |
37.484217% |
-0.324124 |
-0.011875 |
0.093017 |
0.021493 |
-0.009157 |
|
652 |
Legs |
10/13(18) |
PUT |
15.00 / 14.50 |
$22 / $28 / 0.79 |
56.64% / $1.06 / 3.77% / 79.18% |
61.68% / $14.78 |
$0.22 / $0.49 / $0.27 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
15.00 |
43.36% |
$0.49 / 50 |
$0.51 / 71 |
4 / 3 |
40.012944% |
-0.436365 |
-0.021122 |
0.164283 |
0.014651 |
-0.004508 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
PUT |
14.50 |
32.28% |
$0.25 / 617 |
$0.27 / 49 |
3 / 76 |
36.913363% |
-0.353870 |
-0.019994 |
0.155174 |
0.013839 |
-0.003616 |
|
468 |
Legs |
10/27(32) |
PUT |
15.00 / 14.00 |
$41 / $59 / 0.70 |
56.36% / $0.77 / 1.31% / 13.40% |
63.59% / $14.59 |
$0.41 / $0.65 / $0.24 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
15.00 |
43.64% |
$0.65 / 22 |
$0.68 / 613 |
2 / 13 |
40.381325% |
-0.433237 |
-0.016383 |
0.128111 |
0.018696 |
-0.007585 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
14.00 |
27.14% |
$0.21 / 10 |
$0.24 / 1,124 |
1 / 65 |
36.073229% |
-0.305228 |
-0.014677 |
0.114232 |
0.016670 |
-0.005228 |
|
580 |
Legs |
10/20(25) |
PUT |
15.00 / 14.00 |
$41 / $59 / 0.70 |
56.43% / $1.47 / 2.49% / 34.29% |
64.47% / $14.59 |
$0.41 / $0.58 / $0.17 / 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 |
15.00 |
43.57% |
$0.58 / 11 |
$0.59 / 53 |
26 / 2,316 |
40.067873% |
-0.435116 |
-0.018326 |
0.142932 |
0.016803 |
-0.006036 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
14.00 |
25.38% |
$0.16 / 527 |
$0.17 / 91 |
11 / 684 |
35.137305% |
-0.293287 |
-0.016102 |
0.125047 |
0.014700 |
-0.003982 |
|
|
623 |
|
10/20(25) |
CALL |
302.50 / 307.50 |
$230 / $270 / 0.85 |
59.13% / $25.98 / 9.62% / 201.20% |
59.76% / $304.80 |
$2.30 / $11.70 / $9.40 / 85 |
62 / 33.85% / 9 |
5 |
Legs |
Vertical |
Bearish |
$299.32 (+1.21%) / 25.37M |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
302.50 |
40.87% |
$11.70 / 299 |
$11.85 / 168 |
372 / 864 |
34.019790% |
0.631669 |
-1.327164 |
0.001866 |
0.320614 |
0.088468 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
307.50 |
39.51% |
$9.30 / 252 |
$9.40 / 85 |
177 / 772 |
33.524931% |
0.622402 |
-1.337501 |
0.001881 |
0.323167 |
0.087690 |
|
610 |
Legs |
10/20(25) |
CALL |
302.50 / 310.00 |
$335 / $415 / 0.81 |
59.13% / $29.49 / 7.11% / 127.89% |
60.05% / $305.85 |
$3.35 / $11.70 / $8.35 / 239 |
|
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 |
302.50 |
40.87% |
$11.70 / 299 |
$11.85 / 168 |
372 / 864 |
34.019790% |
0.631669 |
-1.327164 |
0.001866 |
0.320614 |
0.088468 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
310.00 |
38.84% |
$8.20 / 541 |
$8.35 / 239 |
791 / 8,778 |
33.308191% |
0.617799 |
-1.342342 |
0.001888 |
0.324364 |
0.087295 |
|
501 |
Legs |
11/17(53) |
CALL |
305.00 / 310.00 |
$220 / $280 / 0.79 |
63.07% / $35.68 / 12.74% / 108.86% |
63.49% / $307.20 |
$2.20 / $19.50 / $17.30 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
305.00 |
36.93% |
$19.50 / 32 |
$19.60 / 2 |
296 / 2,702 |
41.893645% |
0.679180 |
-0.901495 |
0.001264 |
0.426817 |
0.150368 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
35.99% |
$17.15 / 122 |
$17.30 / 71 |
320 / 6,244 |
41.607743% |
0.672955 |
-0.908520 |
0.001274 |
0.430206 |
0.149876 |
|
581 |
Legs |
10/20(25) |
CALL |
302.50 / 305.00 |
$110 / $140 / 0.79 |
59.13% / $7.94 / 5.67% / 93.82% |
59.43% / $303.60 |
$1.10 / $11.70 / $10.60 / 206 |
|
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 |
302.50 |
40.87% |
$11.70 / 299 |
$11.85 / 168 |
372 / 864 |
34.019790% |
0.631669 |
-1.327164 |
0.001866 |
0.320614 |
0.088468 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
305.00 |
40.18% |
$10.45 / 461 |
$10.60 / 206 |
2,090 / 6,191 |
33.787908% |
0.627026 |
-1.332443 |
0.001874 |
0.321917 |
0.088081 |
|
774 |
Legs |
10/06(11) |
CALL |
302.50 / 305.00 |
$110 / $140 / 0.79 |
56.70% / $1.90 / 1.36% / 36.16% |
57.12% / $303.60 |
$1.10 / $8.40 / $7.30 / 88 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
302.50 |
43.30% |
$8.40 / 288 |
$8.55 / 59 |
925 / 168 |
34.988395% |
0.594523 |
-1.892986 |
0.002668 |
0.237116 |
0.050158 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
305.00 |
42.33% |
$7.20 / 40 |
$7.30 / 88 |
682 / 1,573 |
34.673472% |
0.587884 |
-1.900277 |
0.002679 |
0.238052 |
0.049746 |
|
775 |
Legs |
12/15(81) |
CALL |
305.00 / 310.00 |
$220 / $280 / 0.79 |
65.60% / $48.23 / 17.22% / 92.71% |
65.93% / $307.20 |
$2.20 / $22.90 / $20.70 / 82 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
305.00 |
34.40% |
$22.90 / 96 |
$23.05 / 16 |
58 / 2,315 |
39.239328% |
0.716677 |
-0.699480 |
0.000979 |
0.492894 |
0.199001 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
33.66% |
$20.55 / 63 |
$20.70 / 82 |
117 / 4,194 |
39.006525% |
0.711856 |
-0.705023 |
0.000987 |
0.496866 |
0.198848 |
|
|
643 |
|
10/20(25) |
CALL |
47.00 / 47.50 |
$23 / $27 / 0.85 |
55.44% / $0.88 / 3.25% / 46.84% |
57.60% / $47.23 |
$0.23 / $1.56 / $1.33 / 4 |
60 / 51.01% / 50 |
5 |
Legs |
Vertical |
Bearish |
$46.60 (+0.41%) / 8.36M |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
47.00 |
44.56% |
$1.56 / 90 |
$1.58 / 167 |
177 / 242 |
33.497446% |
0.497316 |
-0.039182 |
0.066215 |
0.052231 |
0.016707 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
47.50 |
39.92% |
$1.31 / 239 |
$1.33 / 4 |
217 / 582 |
32.749773% |
0.464627 |
-0.039171 |
0.065991 |
0.052054 |
0.015666 |
|
645 |
Legs |
10/20(25) |
CALL |
47.00 / 48.00 |
$44 / $56 / 0.79 |
55.44% / $0.50 / 0.90% / 11.37% |
59.53% / $47.44 |
$0.44 / $1.56 / $1.12 / 90 |
|
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 |
47.00 |
44.56% |
$1.56 / 90 |
$1.58 / 167 |
177 / 242 |
33.497446% |
0.497316 |
-0.039182 |
0.066215 |
0.052231 |
0.016707 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
48.00 |
35.47% |
$1.10 / 168 |
$1.12 / 217 |
603 / 446 |
32.330479% |
0.432497 |
-0.038886 |
0.065331 |
0.051534 |
0.014632 |
|
462 |
Legs |
11/17(53) |
CALL |
47.50 / 50.00 |
$98 / $152 / 0.65 |
59.01% / $3.53 / 2.32% / 15.13% |
65.17% / $48.48 |
$0.98 / $2.36 / $1.38 / 135 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
47.50 |
40.99% |
$2.36 / 135 |
$2.37 / 13 |
547 / 2,072 |
38.286882% |
0.484819 |
-0.027219 |
0.046964 |
0.072814 |
0.030855 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
50.00 |
26.26% |
$1.37 / 8 |
$1.38 / 300 |
1,103 / 6,619 |
36.551519% |
0.374204 |
-0.026317 |
0.044775 |
0.069420 |
0.024199 |
|
386 |
Legs |
11/17(53) |
CALL |
47.50 / 52.50 |
$160 / $340 / 0.47 |
59.01% / $7.43 / 2.18% / 14.19% |
68.83% / $49.10 |
$1.60 / $2.36 / $0.76 / 135 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
47.50 |
40.99% |
$2.36 / 135 |
$2.37 / 13 |
547 / 2,072 |
38.286882% |
0.484819 |
-0.027219 |
0.046964 |
0.072814 |
0.030855 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
52.50 |
15.31% |
$0.75 / 13 |
$0.76 / 140 |
1,412 / 15,995 |
35.691254% |
0.277507 |
-0.023541 |
0.039677 |
0.061515 |
0.018178 |
|
294 |
Legs |
11/17(53) |
CALL |
47.50 / 55.00 |
$194 / $556 / 0.35 |
59.01% / $28.03 / 5.04% / 35.26% |
70.74% / $49.44 |
$1.94 / $2.36 / $0.42 / 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 |
47.50 |
40.99% |
$2.36 / 135 |
$2.37 / 13 |
547 / 2,072 |
38.286882% |
0.484819 |
-0.027219 |
0.046964 |
0.072814 |
0.030855 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
55.00 |
8.18% |
$0.41 / 238 |
$0.42 / 1 |
378 / 12,882 |
35.809069% |
0.198318 |
-0.019719 |
0.033016 |
0.051188 |
0.013127 |
|
316 |
Legs |
10/27(32) |
CALL |
47.00 / 53.00 |
$151 / $449 / 0.34 |
55.46% / $7.69 / 1.71% / 17.89% |
67.53% / $48.51 |
$1.51 / $1.76 / $0.25 / 61 |
|
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 |
47.00 |
44.54% |
$1.76 / 61 |
$1.80 / 43 |
15 / 1 |
33.850618% |
0.500874 |
-0.034888 |
0.059347 |
0.058113 |
0.020649 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
53.00 |
8.97% |
$0.23 / 173 |
$0.25 / 95 |
39 / 530 |
32.173579% |
0.201961 |
-0.025329 |
0.042066 |
0.041192 |
0.008606 |
|
|
661 |
|
10/20(25) |
CALL |
41.50 / 42.00 |
$23 / $27 / 0.85 |
55.21% / $0.82 / 3.05% / 43.48% |
57.93% / $41.73 |
$0.23 / $1.24 / $1.01 / 32 |
93 / 88.64% / 74 |
5 |
Legs |
Vertical |
Bearish |
$40.96 (-1.80%) / 15.44M |
|
Earnings: 10/13 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
41.50 |
44.79% |
$1.24 / 32 |
$1.25 / 520 |
90 / 152 |
29.752551% |
0.495741 |
-0.032054 |
0.083882 |
0.046160 |
0.014847 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.00 |
38.95% |
$1.00 / 17 |
$1.01 / 674 |
474 / 5,990 |
29.113263% |
0.454429 |
-0.031901 |
0.083377 |
0.045883 |
0.013665 |
|
666 |
Legs |
10/20(25) |
CALL |
41.50 / 42.50 |
$44 / $56 / 0.79 |
55.21% / $0.72 / 1.29% / 16.62% |
60.36% / $41.94 |
$0.44 / $1.24 / $0.80 / 32 |
|
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 |
41.50 |
44.79% |
$1.24 / 32 |
$1.25 / 520 |
90 / 152 |
29.752551% |
0.495741 |
-0.032054 |
0.083882 |
0.046160 |
0.014847 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.50 |
33.41% |
$0.79 / 23 |
$0.80 / 1,228 |
36 / 310 |
28.486694% |
0.414067 |
-0.031409 |
0.082002 |
0.045126 |
0.012499 |
|
789 |
Legs |
12/15(81) |
CALL |
42.00 / 43.00 |
$41 / $59 / 0.70 |
58.41% / $0.28 / 0.47% / 1.95% |
61.14% / $42.41 |
$0.41 / $1.67 / $1.26 / 127 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
42.00 |
41.59% |
$1.67 / 127 |
$1.68 / 1,276 |
2,189 / 10,204 |
25.620545% |
0.493532 |
-0.018277 |
0.048630 |
0.078438 |
0.040761 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
43.00 |
35.08% |
$1.25 / 13 |
$1.26 / 485 |
59 / 3,084 |
25.036604% |
0.446494 |
-0.018206 |
0.048272 |
0.077861 |
0.037164 |
|
256 |
Legs |
10/20(25) |
CALL |
42.00 / 42.50 |
$20 / $30 / 0.67 |
61.05% / $0.91 / 3.03% / 43.05% |
63.31% / $42.20 |
$0.20 / $1.00 / $0.80 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
42.00 |
38.95% |
$1.00 / 17 |
$1.01 / 674 |
474 / 5,990 |
29.113263% |
0.454429 |
-0.031901 |
0.083377 |
0.045883 |
0.013665 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.50 |
33.41% |
$0.79 / 23 |
$0.80 / 1,228 |
36 / 310 |
28.486694% |
0.414067 |
-0.031409 |
0.082002 |
0.045126 |
0.012499 |
|
266 |
Legs |
10/20(25) |
CALL |
42.00 / 43.00 |
$38 / $62 / 0.61 |
61.05% / $1.18 / 1.90% / 25.38% |
65.29% / $42.38 |
$0.38 / $1.00 / $0.62 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
42.00 |
38.95% |
$1.00 / 17 |
$1.01 / 674 |
474 / 5,990 |
29.113263% |
0.454429 |
-0.031901 |
0.083377 |
0.045883 |
0.013665 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
43.00 |
28.28% |
$0.61 / 845 |
$0.62 / 152 |
111 / 2,850 |
27.876590% |
0.375035 |
-0.030605 |
0.079830 |
0.043931 |
0.011360 |
|
265 |
Legs |
10/13(18) |
CALL |
42.00 / 43.00 |
$35 / $65 / 0.54 |
62.20% / $0.13 / 0.21% / 3.29% |
66.65% / $42.35 |
$0.35 / $0.85 / $0.50 / 4 |
|
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 |
42.00 |
37.80% |
$0.85 / 15 |
$0.86 / 207 |
37 / 1,011 |
29.619121% |
0.442393 |
-0.036602 |
0.095437 |
0.039842 |
0.010212 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
43.00 |
25.80% |
$0.49 / 601 |
$0.50 / 4 |
44 / 1,367 |
28.572699% |
0.352196 |
-0.034499 |
0.089799 |
0.037489 |
0.008188 |
|
|
699 |
|
10/20(25) |
CALL |
98.00 / 99.00 |
$46 / $54 / 0.85 |
54.22% / $0.66 / 1.23% / 15.80% |
56.98% / $98.46 |
$0.46 / $2.38 / $1.92 / 39 |
65 / 34.67% / 39 |
5 |
Legs |
Vertical |
Bearish |
$97.28 (-0.22%) / 3.49M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
98.00 |
45.78% |
$2.38 / 54 |
$2.42 / 36 |
34 / 50 |
23.817697% |
0.496816 |
-0.062133 |
0.042253 |
0.109273 |
0.035750 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
99.00 |
39.84% |
$1.88 / 31 |
$1.92 / 39 |
113 / 96 |
23.156457% |
0.455017 |
-0.061965 |
0.042009 |
0.108643 |
0.032856 |
|
719 |
Legs |
10/20(25) |
CALL |
98.00 / 100.00 |
$89 / $111 / 0.80 |
54.22% / $0.40 / 0.36% / 4.39% |
59.52% / $98.89 |
$0.89 / $2.38 / $1.49 / 36 |
|
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 |
98.00 |
45.78% |
$2.38 / 54 |
$2.42 / 36 |
34 / 50 |
23.817697% |
0.496816 |
-0.062133 |
0.042253 |
0.109273 |
0.035750 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
100.00 |
34.18% |
$1.46 / 53 |
$1.49 / 36 |
125 / 2,681 |
22.608192% |
0.414102 |
-0.061102 |
0.041314 |
0.106845 |
0.029998 |
|
274 |
Legs |
10/20(25) |
CALL |
99.00 / 100.00 |
$39 / $61 / 0.64 |
60.16% / $0.00 / 0.00% / 0.03% |
62.41% / $99.39 |
$0.39 / $1.88 / $1.49 / 31 |
|
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 |
99.00 |
39.84% |
$1.88 / 31 |
$1.92 / 39 |
113 / 96 |
23.156457% |
0.455017 |
-0.061965 |
0.042009 |
0.108643 |
0.032856 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
100.00 |
34.18% |
$1.46 / 53 |
$1.49 / 36 |
125 / 2,681 |
22.608192% |
0.414102 |
-0.061102 |
0.041314 |
0.106845 |
0.029998 |
|
242 |
Legs |
10/27(32) |
CALL |
99.00 / 103.00 |
$140 / $260 / 0.54 |
59.55% / $0.11 / 0.04% / 0.40% |
66.62% / $100.40 |
$1.40 / $2.72 / $1.32 / 140 |
|
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 |
99.00 |
40.45% |
$2.72 / 236 |
$2.83 / 2 |
5 / 5 |
28.130987% |
0.462034 |
-0.055377 |
0.037733 |
0.121137 |
0.041059 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
103.00 |
22.03% |
$1.23 / 309 |
$1.32 / 140 |
8 / 32 |
26.409407% |
0.321653 |
-0.050537 |
0.034111 |
0.109510 |
0.028924 |
|
215 |
Legs |
11/03(39) |
CALL |
99.00 / 104.00 |
$173 / $327 / 0.53 |
59.13% / $1.92 / 0.59% / 4.88% |
67.09% / $100.73 |
$1.73 / $3.00 / $1.27 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
99.00 |
40.87% |
$3.00 / 196 |
$3.15 / 240 |
0 / 1 |
28.083646% |
0.467393 |
-0.050432 |
0.034528 |
0.132401 |
0.049223 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
104.00 |
20.24% |
$1.20 / 155 |
$1.27 / 49 |
11 / 2 |
25.984494% |
0.308504 |
-0.045298 |
0.030644 |
0.117511 |
0.032968 |
|
230 |
Legs |
10/27(32) |
CALL |
99.00 / 104.00 |
$166 / $334 / 0.50 |
59.55% / $2.93 / 0.88% / 8.85% |
67.87% / $100.66 |
$1.66 / $2.72 / $1.06 / 60 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
99.00 |
40.45% |
$2.72 / 236 |
$2.83 / 2 |
5 / 5 |
28.130987% |
0.462034 |
-0.055377 |
0.037733 |
0.121137 |
0.041059 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
104.00 |
18.39% |
$0.99 / 181 |
$1.06 / 60 |
5 / 24 |
26.133823% |
0.290173 |
-0.048382 |
0.032600 |
0.104659 |
0.026159 |
|
|
723 |
|
10/20(25) |
CALL |
56.00 / 57.00 |
$46 / $54 / 0.85 |
54.36% / $0.89 / 1.64% / 21.57% |
57.46% / $56.46 |
$0.46 / $2.17 / $1.71 / 12 |
99 / 100.00% / 72 |
5 |
Legs |
Vertical |
Bearish |
$55.24 (-1.37%) / 7.02M |
|
Earnings: 10/16 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
56.00 |
45.64% |
$2.17 / 12 |
$2.19 / 14 |
236 / 85 |
37.279782% |
0.513108 |
-0.058877 |
0.047882 |
0.062331 |
0.020136 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
57.00 |
39.00% |
$1.69 / 3 |
$1.71 / 41 |
24 / 219 |
36.354476% |
0.466051 |
-0.058565 |
0.047744 |
0.062151 |
0.018400 |
|
732 |
Legs |
10/20(25) |
CALL |
56.00 / 57.50 |
$68 / $82 / 0.83 |
54.36% / $1.11 / 1.36% / 17.58% |
58.91% / $56.68 |
$0.68 / $2.17 / $1.49 / 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 |
56.00 |
45.64% |
$2.17 / 12 |
$2.19 / 14 |
236 / 85 |
37.279782% |
0.513108 |
-0.058877 |
0.047882 |
0.062331 |
0.020136 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
57.50 |
35.83% |
$1.48 / 4 |
$1.49 / 1 |
541 / 2,905 |
35.879336% |
0.442962 |
-0.058118 |
0.047431 |
0.061744 |
0.017538 |
|
251 |
Legs |
10/20(25) |
CALL |
57.00 / 57.50 |
$20 / $30 / 0.67 |
61.00% / $0.69 / 2.31% / 31.51% |
62.28% / $57.20 |
$0.20 / $1.69 / $1.49 / 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 |
57.00 |
39.00% |
$1.69 / 3 |
$1.71 / 41 |
24 / 219 |
36.354476% |
0.466051 |
-0.058565 |
0.047744 |
0.062151 |
0.018400 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
57.50 |
35.83% |
$1.48 / 4 |
$1.49 / 1 |
541 / 2,905 |
35.879336% |
0.442962 |
-0.058118 |
0.047431 |
0.061744 |
0.017538 |
|
253 |
Legs |
10/20(25) |
CALL |
57.00 / 58.00 |
$38 / $62 / 0.61 |
61.00% / $0.02 / 0.03% / 0.35% |
63.42% / $57.38 |
$0.38 / $1.69 / $1.31 / 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 |
57.00 |
39.00% |
$1.69 / 3 |
$1.71 / 41 |
24 / 219 |
36.354476% |
0.466051 |
-0.058565 |
0.047744 |
0.062151 |
0.018400 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
58.00 |
32.77% |
$1.28 / 69 |
$1.31 / 47 |
51 / 489 |
35.537533% |
0.420260 |
-0.057489 |
0.046965 |
0.061137 |
0.016685 |
|
103 |
Legs |
10/20(25) |
CALL |
57.50 / 59.00 |
$51 / $99 / 0.52 |
64.17% / $0.27 / 0.27% / 3.32% |
67.29% / $58.01 |
$0.51 / $1.48 / $0.97 / 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 |
57.50 |
35.83% |
$1.48 / 4 |
$1.49 / 1 |
541 / 2,905 |
35.879336% |
0.442962 |
-0.058118 |
0.047431 |
0.061744 |
0.017538 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
59.00 |
27.09% |
$0.95 / 72 |
$0.97 / 6 |
178 / 574 |
34.764077% |
0.376270 |
-0.055726 |
0.045608 |
0.059370 |
0.015014 |
|
577 |
Legs |
11/17(53) |
PUT |
55.00 / 42.50 |
$229 / $1,021 / 0.22 |
56.75% / $9.04 / 0.89% / 5.56% |
67.09% / $52.71 |
$2.29 / $2.65 / $0.36 / 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 |
55.00 |
43.25% |
$2.65 / 14 |
$2.67 / 5 |
350 / 6,797 |
35.345387% |
-0.430396 |
-0.037721 |
0.033625 |
0.086034 |
-0.043917 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
42.50 |
6.17% |
$0.34 / 41 |
$0.36 / 1 |
0 / 354 |
49.552506% |
-0.080427 |
-0.014852 |
0.012796 |
0.032739 |
-0.007701 |
|
|
794 |
|
11/17(53) |
CALL |
275.00 / 280.00 |
$230 / $270 / 0.85 |
53.11% / $1.85 / 0.68% / 4.28% |
58.51% / $277.30 |
$2.30 / $7.10 / $4.80 / 66 |
76 / 67.80% / 67 |
5 |
Legs |
Vertical |
Bearish |
$272.23 (+0.37%) / 1.96M |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
275.00 |
46.89% |
$7.10 / 301 |
$7.30 / 32 |
32 / 171 |
17.288741% |
0.501884 |
-0.090547 |
0.016763 |
0.429170 |
0.199977 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
35.40% |
$4.65 / 97 |
$4.80 / 66 |
61 / 438 |
16.396482% |
0.419891 |
-0.087737 |
0.016436 |
0.420812 |
0.168318 |
|
705 |
Legs |
11/17(53) |
CALL |
275.00 / 290.00 |
$540 / $960 / 0.56 |
53.11% / $3.78 / 0.39% / 2.44% |
65.47% / $280.40 |
$5.40 / $7.10 / $1.70 / 111 |
|
Underlying |
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 |
275.00 |
46.89% |
$7.10 / 301 |
$7.30 / 32 |
32 / 171 |
17.288741% |
0.501884 |
-0.090547 |
0.016763 |
0.429170 |
0.199977 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
17.05% |
$1.57 / 493 |
$1.70 / 111 |
119 / 1,284 |
15.145438% |
0.272437 |
-0.073371 |
0.013979 |
0.357910 |
0.110282 |
|
102 |
Legs |
11/17(53) |
CALL |
280.00 / 285.00 |
$173 / $327 / 0.53 |
64.60% / $8.04 / 2.46% / 16.08% |
68.30% / $281.73 |
$1.73 / $4.65 / $2.92 / 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 |
280.00 |
35.40% |
$4.65 / 97 |
$4.80 / 66 |
61 / 438 |
16.396482% |
0.419891 |
-0.087737 |
0.016436 |
0.420812 |
0.168318 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
285.00 |
25.27% |
$2.83 / 18 |
$2.92 / 30 |
371 / 1,059 |
15.659676% |
0.342541 |
-0.081755 |
0.015460 |
0.395812 |
0.138031 |
|
615 |
Legs |
11/17(53) |
CALL |
275.00 / 295.00 |
$614 / $1,386 / 0.44 |
53.11% / $39.97 / 2.88% / 19.07% |
67.06% / $281.14 |
$6.14 / $7.10 / $0.96 / 72 |
|
Underlying |
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 |
275.00 |
46.89% |
$7.10 / 301 |
$7.30 / 32 |
32 / 171 |
17.288741% |
0.501884 |
-0.090547 |
0.016763 |
0.429170 |
0.199977 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
295.00 |
10.86% |
$0.87 / 260 |
$0.96 / 72 |
149 / 1,462 |
15.002344% |
0.211267 |
-0.063519 |
0.012177 |
0.311765 |
0.085860 |
|
392 |
Legs |
10/27(32) |
CALL |
275.00 / 290.00 |
$444 / $1,056 / 0.42 |
54.53% / $22.64 / 2.14% / 22.83% |
67.24% / $279.44 |
$4.44 / $5.30 / $0.86 / 20 |
|
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 |
275.00 |
45.47% |
$5.30 / 45 |
$5.55 / 34 |
1 / 71 |
17.206914% |
0.487508 |
-0.112010 |
0.021111 |
0.341369 |
0.124501 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
290.00 |
11.17% |
$0.76 / 30 |
$0.86 / 20 |
24 / 158 |
15.407737% |
0.211875 |
-0.079284 |
0.015356 |
0.248311 |
0.054919 |
|
878 |
Legs |
12/15(81) |
CALL |
275.00 / 300.00 |
$738 / $1,762 / 0.42 |
52.02% / $15.53 / 0.88% / 3.69% |
65.81% / $282.38 |
$7.38 / $8.30 / $0.92 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
275.00 |
47.98% |
$8.30 / 47 |
$8.50 / 35 |
27 / 66 |
15.874320% |
0.514179 |
-0.075329 |
0.013693 |
0.522771 |
0.300673 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
11.08% |
$0.86 / 19 |
$0.92 / 33 |
1,034 / 1,754 |
13.893237% |
0.217025 |
-0.053392 |
0.010122 |
0.386435 |
0.130090 |
|
|
886 |
|
12/15(81) |
CALL |
405.00 / 410.00 |
$230 / $270 / 0.85 |
55.76% / $11.47 / 4.25% / 18.74% |
58.84% / $407.30 |
$2.30 / $9.30 / $7.00 / 14 |
93 / 81.82% / 36 |
5 |
Legs |
Vertical |
Bearish |
$397.00 (-0.23%) / 7.21M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
405.00 |
44.24% |
$9.30 / 14 |
$9.70 / 78 |
2 / 67 |
13.889219% |
0.487571 |
-0.110337 |
0.009674 |
0.765003 |
0.418413 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
37.63% |
$6.70 / 30 |
$7.00 / 15 |
20 / 448 |
13.078921% |
0.440408 |
-0.108053 |
0.009574 |
0.757169 |
0.379495 |
|
892 |
Legs |
12/15(81) |
CALL |
405.00 / 415.00 |
$440 / $560 / 0.79 |
55.76% / $16.11 / 2.88% / 12.43% |
61.59% / $409.40 |
$4.40 / $9.30 / $4.90 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
405.00 |
44.24% |
$9.30 / 14 |
$9.70 / 78 |
2 / 67 |
13.889219% |
0.487571 |
-0.110337 |
0.009674 |
0.765003 |
0.418413 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
415.00 |
31.45% |
$4.70 / 10 |
$4.90 / 18 |
189 / 718 |
12.527177% |
0.394612 |
-0.104505 |
0.009346 |
0.739132 |
0.341318 |
|
876 |
Legs |
12/15(81) |
CALL |
405.00 / 420.00 |
$610 / $890 / 0.69 |
55.76% / $8.61 / 0.97% / 4.05% |
63.77% / $411.10 |
$6.10 / $9.30 / $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 |
405.00 |
44.24% |
$9.30 / 14 |
$9.70 / 78 |
2 / 67 |
13.889219% |
0.487571 |
-0.110337 |
0.009674 |
0.765003 |
0.418413 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
25.81% |
$3.10 / 10 |
$3.20 / 3 |
87 / 249 |
11.951363% |
0.350735 |
-0.099849 |
0.009003 |
0.711979 |
0.304423 |
|
579 |
Legs |
12/15(81) |
CALL |
410.00 / 420.00 |
$350 / $650 / 0.54 |
62.37% / $2.41 / 0.37% / 1.54% |
66.75% / $413.50 |
$3.50 / $6.70 / $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 |
410.00 |
37.63% |
$6.70 / 30 |
$7.00 / 15 |
20 / 448 |
13.078921% |
0.440408 |
-0.108053 |
0.009574 |
0.757169 |
0.379495 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
25.81% |
$3.10 / 10 |
$3.20 / 3 |
87 / 249 |
11.951363% |
0.350735 |
-0.099849 |
0.009003 |
0.711979 |
0.304423 |
|
689 |
Legs |
10/20(25) |
CALL |
400.00 / 425.00 |
$535 / $1,965 / 0.27 |
51.08% / $3.99 / 0.20% / 2.46% |
63.47% / $405.35 |
$5.35 / $5.50 / $0.15 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
400.00 |
48.92% |
$5.50 / 18 |
$5.70 / 128 |
82 / 301 |
12.241588% |
0.509430 |
-0.180491 |
0.016601 |
0.447905 |
0.153914 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
425.00 |
7.02% |
$0.10 / 20 |
$0.15 / 745 |
11 / 883 |
10.959711% |
0.162677 |
-0.106853 |
0.010246 |
0.276451 |
0.049965 |
|
744 |
Legs |
10/20(25) |
CALL |
400.00 / 430.00 |
$540 / $2,460 / 0.22 |
51.08% / $76.81 / 3.12% / 44.62% |
63.58% / $405.40 |
$5.40 / $5.50 / $0.10 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
400.00 |
48.92% |
$5.50 / 18 |
$5.70 / 128 |
82 / 301 |
12.241588% |
0.509430 |
-0.180491 |
0.016601 |
0.447905 |
0.153914 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
430.00 |
3.97% |
$0.05 / 30 |
$0.10 / 621 |
8 / 387 |
11.780847% |
0.119420 |
-0.086233 |
0.008305 |
0.224088 |
0.036759 |
|
|
909 |
|
12/15(81) |
CALL |
240.00 / 245.00 |
$230 / $270 / 0.85 |
54.02% / $4.10 / 1.52% / 6.42% |
58.10% / $242.30 |
$2.30 / $8.30 / $6.00 / 34 |
64 / 68.90% / 65 |
5 |
Legs |
Vertical |
Bearish |
$235.7991 (-0.34%) / 5.94M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
45.98% |
$8.30 / 43 |
$8.40 / 7 |
68 / 1,181 |
19.307648% |
0.509255 |
-0.083978 |
0.012797 |
0.454605 |
0.253145 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
245.00 |
37.27% |
$5.90 / 89 |
$6.00 / 34 |
16 / 1,683 |
18.590436% |
0.446953 |
-0.082099 |
0.012691 |
0.450842 |
0.223731 |
|
557 |
Legs |
12/15(81) |
CALL |
245.00 / 250.00 |
$180 / $320 / 0.56 |
62.73% / $1.59 / 0.50% / 2.07% |
65.70% / $246.80 |
$1.80 / $5.90 / $4.10 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
245.00 |
37.27% |
$5.90 / 89 |
$6.00 / 34 |
16 / 1,683 |
18.590436% |
0.446953 |
-0.082099 |
0.012691 |
0.450842 |
0.223731 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
29.32% |
$4.00 / 202 |
$4.10 / 55 |
80 / 3,252 |
17.974316% |
0.387130 |
-0.078571 |
0.012291 |
0.436646 |
0.194996 |
|
58 |
Legs |
11/17(53) |
CALL |
245.00 / 250.00 |
$158 / $342 / 0.46 |
66.22% / $1.15 / 0.34% / 2.08% |
69.28% / $246.58 |
$1.58 / $4.15 / $2.57 / 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 |
245.00 |
33.78% |
$4.15 / 2 |
$4.25 / 111 |
223 / 466 |
18.654422% |
0.414759 |
-0.096391 |
0.015286 |
0.364164 |
0.142010 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
24.61% |
$2.53 / 12 |
$2.57 / 18 |
154 / 3,131 |
17.971775% |
0.343548 |
-0.089955 |
0.014428 |
0.343722 |
0.118324 |
|
228 |
Legs |
11/03(39) |
CALL |
240.00 / 255.00 |
$442 / $1,058 / 0.42 |
57.12% / $5.56 / 0.53% / 4.35% |
67.69% / $244.42 |
$4.42 / $5.50 / $1.08 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
240.00 |
42.88% |
$5.50 / 11 |
$5.65 / 49 |
1 / 1 |
20.286321% |
0.476908 |
-0.113217 |
0.017984 |
0.323197 |
0.123804 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
255.00 |
13.39% |
$0.98 / 40 |
$1.08 / 10 |
3 / 1 |
18.271127% |
0.240156 |
-0.085550 |
0.014048 |
0.252467 |
0.063420 |
|
858 |
Legs |
12/15(81) |
CALL |
240.00 / 265.00 |
$726 / $1,774 / 0.41 |
54.02% / $4.33 / 0.24% / 1.01% |
66.44% / $247.26 |
$7.26 / $8.30 / $1.04 / 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 |
240.00 |
45.98% |
$8.30 / 43 |
$8.40 / 7 |
68 / 1,181 |
19.307648% |
0.509255 |
-0.083978 |
0.012797 |
0.454605 |
0.253145 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
265.00 |
11.96% |
$1.00 / 148 |
$1.04 / 10 |
10 / 1,466 |
16.989206% |
0.232837 |
-0.061170 |
0.009819 |
0.348835 |
0.119055 |
|
453 |
Legs |
11/17(53) |
CALL |
240.00 / 260.00 |
$552 / $1,448 / 0.38 |
55.76% / $8.91 / 0.62% / 3.84% |
67.25% / $245.52 |
$5.52 / $6.35 / $0.83 / 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 |
240.00 |
44.24% |
$6.35 / 303 |
$6.45 / 10 |
154 / 348 |
19.349618% |
0.490422 |
-0.100002 |
0.015637 |
0.372511 |
0.166785 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
11.36% |
$0.79 / 158 |
$0.83 / 13 |
14 / 630 |
17.327169% |
0.221588 |
-0.071506 |
0.011664 |
0.277872 |
0.077064 |
|
|
919 |
|
12/15(81) |
CALL |
28.00 / 29.00 |
$46 / $54 / 0.85 |
54.14% / $1.15 / 2.14% / 9.12% |
58.87% / $28.46 |
$0.46 / $1.31 / $0.85 / 1,133 |
95 / 94.53% / 90 |
5 |
Legs |
Vertical |
Bearish |
$27.64 (-1.46%) / 41.28M |
|
Earnings: 10/16 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
28.00 |
45.86% |
$1.31 / 1,133 |
$1.32 / 806 |
1,073 / 682 |
25.662526% |
0.524253 |
-0.012728 |
0.073452 |
0.052938 |
0.029113 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
29.00 |
35.84% |
$0.84 / 1,449 |
$0.85 / 1,318 |
457 / 3,412 |
24.360019% |
0.452580 |
-0.012667 |
0.073191 |
0.052749 |
0.025434 |
|
759 |
Legs |
11/17(53) |
CALL |
28.00 / 29.00 |
$45 / $55 / 0.82 |
54.32% / $0.86 / 1.56% / 9.98% |
59.96% / $28.45 |
$0.45 / $1.12 / $0.67 / 2,254 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
28.00 |
45.68% |
$1.12 / 2,254 |
$1.13 / 3,371 |
891 / 5,537 |
27.338072% |
0.513992 |
-0.015593 |
0.090073 |
0.043532 |
0.019691 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
29.00 |
33.54% |
$0.66 / 3,323 |
$0.67 / 2,486 |
934 / 15,892 |
25.715509% |
0.426495 |
-0.015329 |
0.088708 |
0.042873 |
0.016531 |
|
655 |
Legs |
10/20(25) |
CALL |
28.00 / 28.50 |
$22 / $28 / 0.79 |
55.04% / $0.02 / 0.06% / 0.70% |
58.95% / $28.22 |
$0.22 / $0.79 / $0.57 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
28.00 |
44.96% |
$0.79 / 22 |
$0.80 / 2,388 |
5,977 / 16,233 |
28.249208% |
0.496899 |
-0.021869 |
0.126710 |
0.031157 |
0.010046 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
28.50 |
36.25% |
$0.56 / 1,621 |
$0.57 / 3,868 |
1,784 / 1,296 |
27.355502% |
0.434872 |
-0.021559 |
0.125078 |
0.030755 |
0.008844 |
|
514 |
Legs |
11/17(53) |
CALL |
28.00 / 32.00 |
$102 / $298 / 0.34 |
54.32% / $2.37 / 0.80% / 4.99% |
66.69% / $29.02 |
$1.02 / $1.12 / $0.10 / 2,254 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
28.00 |
45.68% |
$1.12 / 2,254 |
$1.13 / 3,371 |
891 / 5,537 |
27.338072% |
0.513992 |
-0.015593 |
0.090073 |
0.043532 |
0.019691 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
32.00 |
9.46% |
$0.09 / 5,326 |
$0.10 / 3,831 |
688 / 13,037 |
24.315140% |
0.210520 |
-0.011261 |
0.065419 |
0.031617 |
0.008371 |
|
481 |
Legs |
10/20(25) |
CALL |
28.00 / 31.00 |
$71 / $229 / 0.31 |
55.04% / $4.82 / 2.10% / 28.39% |
67.18% / $28.71 |
$0.71 / $0.79 / $0.08 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
28.00 |
44.96% |
$0.79 / 22 |
$0.80 / 2,388 |
5,977 / 16,233 |
28.249208% |
0.496899 |
-0.021869 |
0.126710 |
0.031157 |
0.010046 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
31.00 |
7.78% |
$0.07 / 2,426 |
$0.08 / 3,965 |
528 / 31,660 |
26.788854% |
0.182272 |
-0.014441 |
0.084138 |
0.020689 |
0.003788 |
|
633 |
Legs |
11/17(53) |
CALL |
28.00 / 33.00 |
$106 / $394 / 0.27 |
54.32% / $13.74 / 3.49% / 23.43% |
67.14% / $29.06 |
$1.06 / $1.12 / $0.06 / 2,254 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
28.00 |
45.68% |
$1.12 / 2,254 |
$1.13 / 3,371 |
891 / 5,537 |
27.338072% |
0.513992 |
-0.015593 |
0.090073 |
0.043532 |
0.019691 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
33.00 |
5.58% |
$0.05 / 4,429 |
$0.06 / 6,516 |
91 / 10,892 |
25.227909% |
0.159040 |
-0.009451 |
0.054952 |
0.026558 |
0.006363 |
|
|
415 |
|
12/15(81) |
PUT |
3.00 / 2.00 |
$45 / $55 / 0.82 |
68.65% / $15.38 / 27.96% / 176.74% |
74.27% / $2.55 |
$0.45 / $0.65 / $0.20 / 1,422 |
74 / 30.98% / 90 |
5 |
Legs |
Vertical |
Bullish |
$3.4101 (-0.29%) / 17.94M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
3.00 |
31.35% |
$0.65 / 3,277 |
$0.75 / 846 |
26 / 484 |
142.866466% |
-0.271255 |
-0.006321 |
0.098384 |
0.005230 |
-0.004584 |
BATS / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.00 |
20.31% |
$0.15 / 10 |
$0.20 / 1,422 |
44 / 164 |
126.410433% |
-0.158021 |
-0.004656 |
0.071644 |
0.003808 |
-0.002355 |
|
52 |
Legs |
10/27(32) |
PUT |
3.00 / 2.50 |
$20 / $30 / 0.67 |
66.03% / $3.90 / 12.99% / 226.53% |
70.22% / $2.80 |
$0.20 / $0.40 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
3.00 |
33.97% |
$0.40 / 1 |
$0.45 / 1,106 |
23 / 95 |
141.911446% |
-0.319017 |
-0.010658 |
0.162917 |
0.003668 |
-0.001706 |
BATS / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
2.50 |
24.33% |
$0.10 / 4,291 |
$0.20 / 2,948 |
95 / 85 |
120.714189% |
-0.228920 |
-0.009075 |
0.138147 |
0.003110 |
-0.001157 |
|
83 |
Legs |
11/17(53) |
PUT |
3.00 / 2.00 |
$35 / $65 / 0.54 |
67.07% / $5.85 / 9.00% / 69.78% |
72.63% / $2.65 |
$0.35 / $0.50 / $0.15 / 2,279 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
3.00 |
32.93% |
$0.50 / 3,345 |
$0.60 / 1,127 |
83 / 565 |
140.495089% |
-0.297233 |
-0.008147 |
0.125515 |
0.004474 |
-0.002894 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
19.39% |
$0.05 / 2,734 |
$0.15 / 2,279 |
15 / 291 |
124.135361% |
-0.155523 |
-0.005672 |
0.086576 |
0.003086 |
-0.001342 |
|
7 |
Legs |
10/27 (32) - 11/03 |
PUT |
3.00 / 2.50 |
$15 / $35 / 0.43 |
66.03% / $0.35 / 0.99% / 10.02% |
69.22% / $2.85 |
$0.15 / $0.40 / $0.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
3.00 |
33.97% |
$0.40 / 1 |
$0.45 / 1,106 |
23 / 95 |
141.911446% |
-0.319017 |
-0.010658 |
0.162917 |
0.003668 |
-0.001706 |
BATS / ETF |
Long (Buy) |
11/03/2023 (W) |
PUT |
2.50 |
24.83% |
$0.15 / 3,803 |
$0.25 / 3,303 |
10 / 19 |
127.048648% |
-0.229612 |
-0.008297 |
0.126617 |
0.003405 |
-0.001456 |
|
39 |
Legs |
11/17 (53) - 12/15 |
PUT |
3.00 / 2.00 |
$30 / $70 / 0.43 |
67.07% / $3.33 / 4.75% / 33.01% |
71.89% / $2.70 |
$0.30 / $0.50 / $0.20 / 1,422 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
3.00 |
32.93% |
$0.50 / 3,345 |
$0.60 / 1,127 |
83 / 565 |
140.495089% |
-0.297233 |
-0.008147 |
0.125515 |
0.004474 |
-0.002894 |
BATS / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.00 |
20.31% |
$0.15 / 10 |
$0.20 / 1,422 |
44 / 164 |
126.410433% |
-0.158021 |
-0.004656 |
0.071644 |
0.003808 |
-0.002355 |
|
41 |
Legs |
10/27(32) |
PUT |
3.00 / 2.00 |
$30 / $70 / 0.43 |
66.03% / $2.12 / 3.03% / 33.51% |
72.15% / $2.70 |
$0.30 / $0.40 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
3.00 |
33.97% |
$0.40 / 1 |
$0.45 / 1,106 |
23 / 95 |
141.911446% |
-0.319017 |
-0.010658 |
0.162917 |
0.003668 |
-0.001706 |
BATS / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
2.00 |
17.22% |
0 / 0 |
$0.10 / 2,958 |
0 / 4 |
155.473936% |
-0.141130 |
-0.006729 |
0.102086 |
0.002298 |
-0.000673 |
|
|
483 |
|
11/17(53) |
PUT |
20.00 / 18.00 |
$90 / $110 / 0.82 |
59.43% / $11.88 / 10.80% / 87.69% |
64.88% / $19.10 |
$0.90 / $2.00 / $1.10 / 241 |
32 / 53.21% / 9 |
5 |
Legs |
Vertical |
Bullish |
$20.85 (+3.53%) / 3.27M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
40.57% |
$2.00 / 330 |
$2.10 / 493 |
10 / 4 |
73.941188% |
-0.389880 |
-0.028009 |
0.044640 |
0.030990 |
-0.017266 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
18.00 |
29.13% |
$1.00 / 1,633 |
$1.10 / 241 |
0 / 2 |
69.697169% |
-0.297646 |
-0.025451 |
0.040345 |
0.028008 |
-0.012738 |
|
790 |
Legs |
12/15(81) |
PUT |
20.00 / 17.00 |
$135 / $165 / 0.82 |
60.17% / $21.60 / 13.09% / 66.18% |
66.71% / $18.65 |
$1.35 / $2.50 / $1.15 / 155 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
39.83% |
$2.50 / 1,837 |
$2.65 / 74 |
10 / 1 |
74.977658% |
-0.375117 |
-0.022428 |
0.036083 |
0.037353 |
-0.026670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.00 |
26.40% |
$1.05 / 2,043 |
$1.15 / 155 |
0 / 13 |
70.336858% |
-0.262480 |
-0.019482 |
0.031056 |
0.032150 |
-0.017714 |
|
461 |
Legs |
11/17(53) |
PUT |
20.00 / 17.00 |
$125 / $175 / 0.71 |
59.43% / $13.42 / 7.67% / 57.42% |
66.87% / $18.75 |
$1.25 / $2.00 / $0.75 / 330 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
40.57% |
$2.00 / 330 |
$2.10 / 493 |
10 / 4 |
73.941188% |
-0.389880 |
-0.028009 |
0.044640 |
0.030990 |
-0.017266 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
17.00 |
24.35% |
$0.65 / 1,824 |
$0.75 / 426 |
2 / 6 |
68.447843% |
-0.252154 |
-0.023511 |
0.037187 |
0.025815 |
-0.010615 |
|
766 |
Legs |
12/15(81) |
PUT |
20.00 / 16.00 |
$165 / $235 / 0.70 |
60.17% / $20.88 / 8.89% / 42.12% |
68.05% / $18.35 |
$1.65 / $2.50 / $0.85 / 1,701 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
39.83% |
$2.50 / 1,837 |
$2.65 / 74 |
10 / 1 |
74.977658% |
-0.375117 |
-0.022428 |
0.036083 |
0.037353 |
-0.026670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
16.00 |
22.80% |
$0.70 / 2,096 |
$0.85 / 1,701 |
0 / 9 |
69.682919% |
-0.225361 |
-0.017994 |
0.028612 |
0.029620 |
-0.014952 |
|
763 |
Legs |
12/15(81) |
PUT |
20.00 / 15.00 |
$195 / $305 / 0.64 |
60.17% / $24.11 / 7.91% / 36.90% |
69.36% / $18.05 |
$1.95 / $2.50 / $0.55 / 141 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
39.83% |
$2.50 / 1,837 |
$2.65 / 74 |
10 / 1 |
74.977658% |
-0.375117 |
-0.022428 |
0.036083 |
0.037353 |
-0.026670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
19.63% |
$0.45 / 2,094 |
$0.55 / 141 |
1 / 48 |
68.202252% |
-0.189320 |
-0.016274 |
0.025818 |
0.026727 |
-0.012352 |
|
363 |
Legs |
10/20(25) |
PUT |
20.00 / 18.00 |
$75 / $125 / 0.60 |
59.02% / $0.70 / 0.56% / 6.96% |
65.44% / $19.25 |
$0.75 / $1.30 / $0.55 / 92 |
|
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 |
20.00 |
40.98% |
$1.30 / 923 |
$1.40 / 157 |
10 / 81 |
71.385321% |
-0.405139 |
-0.040140 |
0.063331 |
0.022368 |
-0.008297 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
18.00 |
25.26% |
$0.45 / 2,727 |
$0.55 / 92 |
0 / 16 |
66.426121% |
-0.276506 |
-0.034807 |
0.054696 |
0.019318 |
-0.005481 |
|
|
511 |
|
11/17(53) |
PUT |
10.00 / 9.00 |
$45 / $55 / 0.82 |
58.75% / $5.15 / 9.37% / 73.33% |
63.99% / $9.55 |
$0.45 / $1.15 / $0.70 / 1,521 |
4 / 13.74% / 39 |
5 |
Legs |
Vertical |
Bullish |
$10.08 (-11.19%) / 5.9M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
41.25% |
$1.15 / 2,107 |
$1.20 / 2,344 |
55 / 49 |
81.419211% |
-0.392253 |
-0.014805 |
0.084768 |
0.015416 |
-0.008830 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
30.23% |
$0.65 / 3,724 |
$0.70 / 1,521 |
20 / 8 |
79.164856% |
-0.304933 |
-0.013573 |
0.077316 |
0.014061 |
-0.006630 |
|
500 |
Legs |
11/17(53) |
PUT |
10.00 / 8.00 |
$80 / $120 / 0.67 |
58.75% / $7.68 / 6.40% / 46.36% |
67.75% / $9.20 |
$0.80 / $1.15 / $0.35 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
41.25% |
$1.15 / 2,107 |
$1.20 / 2,344 |
55 / 49 |
81.419211% |
-0.392253 |
-0.014805 |
0.084768 |
0.015416 |
-0.008830 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
21.49% |
$0.30 / 6,558 |
$0.35 / 1 |
11 / 114 |
77.208671% |
-0.219116 |
-0.011501 |
0.065252 |
0.011867 |
-0.004607 |
|
416 |
Legs |
11/17(53) |
PUT |
10.00 / 7.00 |
$100 / $200 / 0.50 |
58.75% / $7.94 / 3.97% / 27.01% |
69.77% / $9.00 |
$1.00 / $1.15 / $0.15 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
41.25% |
$1.15 / 2,107 |
$1.20 / 2,344 |
55 / 49 |
81.419211% |
-0.392253 |
-0.014805 |
0.084768 |
0.015416 |
-0.008830 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
14.92% |
$0.10 / 14,697 |
$0.15 / 10 |
8 / 45 |
76.206358% |
-0.141033 |
-0.008742 |
0.049435 |
0.008990 |
-0.002872 |
|
10 |
Legs |
11/17(53) |
PUT |
9.00 / 8.00 |
$30 / $70 / 0.43 |
69.77% / $2.26 / 3.23% / 21.52% |
72.63% / $8.70 |
$0.30 / $0.65 / $0.35 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
30.23% |
$0.65 / 3,724 |
$0.70 / 1,521 |
20 / 8 |
79.164856% |
-0.304933 |
-0.013573 |
0.077316 |
0.014061 |
-0.006630 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
21.49% |
$0.30 / 6,558 |
$0.35 / 1 |
11 / 114 |
77.208671% |
-0.219116 |
-0.011501 |
0.065252 |
0.011867 |
-0.004607 |
|
18 |
Legs |
11/17(53) |
PUT |
9.00 / 7.00 |
$50 / $150 / 0.33 |
69.77% / $2.39 / 1.60% / 10.20% |
74.43% / $8.50 |
$0.50 / $0.65 / $0.15 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
30.23% |
$0.65 / 3,724 |
$0.70 / 1,521 |
20 / 8 |
79.164856% |
-0.304933 |
-0.013573 |
0.077316 |
0.014061 |
-0.006630 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
14.92% |
$0.10 / 14,697 |
$0.15 / 10 |
8 / 45 |
76.206358% |
-0.141033 |
-0.008742 |
0.049435 |
0.008990 |
-0.002872 |
|
364 |
Legs |
10/20(25) |
PUT |
10.00 / 7.00 |
$70 / $230 / 0.30 |
57.84% / $2.85 / 1.24% / 15.92% |
68.94% / $9.30 |
$0.70 / $0.75 / $0.05 / 170 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
10.00 |
42.16% |
$0.75 / 4,294 |
$0.85 / 4,987 |
1,159 / 1,043 |
79.514437% |
-0.411885 |
-0.021263 |
0.120538 |
0.011153 |
-0.004262 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.00 |
8.83% |
0 / 0 |
$0.05 / 170 |
12 / 205 |
85.104645% |
-0.088703 |
-0.008864 |
0.049818 |
0.004609 |
-0.000838 |
|
|
570 |
|
11/17(53) |
PUT |
39.00 / 38.00 |
$45 / $55 / 0.82 |
56.37% / $1.75 / 3.18% / 21.18% |
58.55% / $38.55 |
$0.45 / $2.94 / $2.49 / 4 |
64 / 26.14% / 97 |
5 |
Legs |
Vertical |
Bullish |
$39.26 (+2.56%) / 5.7M |
|
Earnings: 12/08 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
39.00 |
43.63% |
$2.94 / 4 |
$2.97 / 29 |
251 / 359 |
52.304090% |
-0.426095 |
-0.036800 |
0.034207 |
0.060705 |
-0.032794 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
38.00 |
38.86% |
$2.46 / 1 |
$2.49 / 24 |
335 / 38 |
52.417186% |
-0.391613 |
-0.036234 |
0.033514 |
0.059474 |
-0.029870 |
|
839 |
Legs |
12/15(81) |
PUT |
39.00 / 37.00 |
$90 / $110 / 0.82 |
57.42% / $6.34 / 5.76% / 26.01% |
60.93% / $38.10 |
$0.90 / $3.70 / $2.80 / 53 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
39.00 |
42.58% |
$3.70 / 66 |
$3.80 / 302 |
11 / 301 |
54.650379% |
-0.412468 |
-0.029384 |
0.027814 |
0.073606 |
-0.049794 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
37.00 |
35.01% |
$2.77 / 29 |
$2.80 / 53 |
213 / 689 |
54.609680% |
-0.356227 |
-0.028426 |
0.026631 |
0.070476 |
-0.042243 |
|
591 |
Legs |
11/17(53) |
PUT |
39.00 / 37.00 |
$87 / $113 / 0.77 |
56.37% / $2.05 / 1.81% / 11.67% |
60.54% / $38.13 |
$0.87 / $2.94 / $2.07 / 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 |
39.00 |
43.63% |
$2.94 / 4 |
$2.97 / 29 |
251 / 359 |
52.304090% |
-0.426095 |
-0.036800 |
0.034207 |
0.060705 |
-0.032794 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.00 |
34.36% |
$2.03 / 57 |
$2.07 / 110 |
4 / 132 |
52.630665% |
-0.357079 |
-0.035351 |
0.032548 |
0.057761 |
-0.026999 |
|
836 |
Legs |
12/15(81) |
PUT |
39.00 / 36.00 |
$129 / $171 / 0.75 |
57.42% / $6.04 / 3.53% / 15.42% |
62.40% / $37.71 |
$1.29 / $3.70 / $2.41 / 65 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
39.00 |
42.58% |
$3.70 / 66 |
$3.80 / 302 |
11 / 301 |
54.650379% |
-0.412468 |
-0.029384 |
0.027814 |
0.073606 |
-0.049794 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
36.00 |
31.54% |
$2.36 / 61 |
$2.41 / 65 |
6 / 1,937 |
54.929640% |
-0.328066 |
-0.027680 |
0.025813 |
0.068310 |
-0.038566 |
|
588 |
Legs |
11/17(53) |
PUT |
39.00 / 36.00 |
$124 / $176 / 0.71 |
56.37% / $0.29 / 0.17% / 1.02% |
62.25% / $37.76 |
$1.24 / $2.94 / $1.70 / 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) |
PUT |
39.00 |
43.63% |
$2.94 / 4 |
$2.97 / 29 |
251 / 359 |
52.304090% |
-0.426095 |
-0.036800 |
0.034207 |
0.060705 |
-0.032794 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
36.00 |
30.18% |
$1.66 / 36 |
$1.70 / 179 |
0 / 25 |
52.958508% |
-0.322781 |
-0.034151 |
0.031313 |
0.055569 |
-0.024200 |
|
833 |
Legs |
12/15(81) |
PUT |
39.00 / 35.00 |
$165 / $235 / 0.70 |
57.42% / $5.43 / 2.31% / 9.88% |
63.73% / $37.35 |
$1.65 / $3.70 / $2.05 / 66 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
39.00 |
42.58% |
$3.70 / 66 |
$3.80 / 302 |
11 / 301 |
54.650379% |
-0.412468 |
-0.029384 |
0.027814 |
0.073606 |
-0.049794 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
35.00 |
28.30% |
$2.00 / 50 |
$2.05 / 102 |
37 / 1,264 |
55.284217% |
-0.300099 |
-0.026757 |
0.024845 |
0.065749 |
-0.034979 |
|
|
627 |
|
10/20(25) |
PUT |
47.00 / 45.00 |
$90 / $110 / 0.82 |
55.68% / $3.47 / 3.16% / 45.23% |
60.12% / $46.10 |
$0.90 / $2.55 / $1.65 / 25 |
97 / 86.94% / 22 |
5 |
Legs |
Vertical |
Bullish |
$47.7749 (+0.24%) / 836K |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
47.00 |
44.32% |
$2.55 / 25 |
$2.70 / 282 |
0 / 21 |
53.988678% |
-0.435514 |
-0.073950 |
0.035194 |
0.052511 |
-0.019722 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
34.73% |
$1.55 / 6 |
$1.65 / 138 |
15 / 78 |
51.243003% |
-0.364450 |
-0.070828 |
0.033592 |
0.050121 |
-0.016265 |
|
631 |
Legs |
10/20(25) |
PUT |
47.00 / 44.00 |
$130 / $170 / 0.77 |
55.68% / $3.73 / 2.19% / 29.74% |
62.03% / $45.70 |
$1.30 / $2.55 / $1.25 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
47.00 |
44.32% |
$2.55 / 25 |
$2.70 / 282 |
0 / 21 |
53.988678% |
-0.435514 |
-0.073950 |
0.035194 |
0.052511 |
-0.019722 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
44.00 |
30.37% |
$1.15 / 6 |
$1.25 / 144 |
15 / 48 |
50.170865% |
-0.329309 |
-0.068329 |
0.032358 |
0.048280 |
-0.014596 |
|
231 |
Legs |
10/20(25) |
PUT |
46.00 / 45.00 |
$40 / $60 / 0.67 |
60.60% / $1.22 / 2.03% / 27.22% |
62.50% / $45.60 |
$0.40 / $2.05 / $1.65 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
46.00 |
39.40% |
$2.05 / 12 |
$2.15 / 313 |
2 / 16 |
52.994044% |
-0.399955 |
-0.072706 |
0.034539 |
0.051534 |
-0.017978 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
34.73% |
$1.55 / 6 |
$1.65 / 138 |
15 / 78 |
51.243003% |
-0.364450 |
-0.070828 |
0.033592 |
0.050121 |
-0.016265 |
|
272 |
Legs |
10/20(25) |
PUT |
46.00 / 44.00 |
$80 / $120 / 0.67 |
60.60% / $4.18 / 3.48% / 50.80% |
64.36% / $45.20 |
$0.80 / $2.05 / $1.25 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
46.00 |
39.40% |
$2.05 / 12 |
$2.15 / 313 |
2 / 16 |
52.994044% |
-0.399955 |
-0.072706 |
0.034539 |
0.051534 |
-0.017978 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
44.00 |
30.37% |
$1.15 / 6 |
$1.25 / 144 |
15 / 48 |
50.170865% |
-0.329309 |
-0.068329 |
0.032358 |
0.048280 |
-0.014596 |
|
160 |
Legs |
11/17(53) |
PUT |
45.00 / 42.00 |
$115 / $185 / 0.62 |
63.44% / $10.39 / 5.62% / 39.86% |
67.09% / $43.85 |
$1.15 / $2.60 / $1.45 / 112 |
|
Underlying |
Leg |
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 |
36.56% |
$2.60 / 478 |
$2.75 / 344 |
0 / 1 |
52.853024% |
-0.368524 |
-0.050020 |
0.024019 |
0.070441 |
-0.034841 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
42.00 |
27.53% |
$1.35 / 152 |
$1.45 / 112 |
0 / 4 |
49.983827% |
-0.293190 |
-0.045902 |
0.021927 |
0.064304 |
-0.027134 |
|
125 |
Legs |
11/17(53) |
PUT |
45.00 / 43.00 |
$75 / $125 / 0.60 |
63.44% / $4.00 / 3.20% / 21.37% |
65.85% / $44.25 |
$0.75 / $2.60 / $1.85 / 354 |
|
Underlying |
Leg |
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 |
36.56% |
$2.60 / 478 |
$2.75 / 344 |
0 / 1 |
52.853024% |
-0.368524 |
-0.050020 |
0.024019 |
0.070441 |
-0.034841 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
43.00 |
30.36% |
$1.70 / 558 |
$1.85 / 354 |
1 / 16 |
50.942295% |
-0.318097 |
-0.047507 |
0.022730 |
0.066660 |
-0.029645 |
|
|
739 |
|
11/17(53) |
CALL |
72.00 / 73.00 |
$45 / $55 / 0.82 |
54.13% / $0.56 / 1.02% / 6.44% |
59.51% / $72.45 |
$0.45 / $1.30 / $0.85 / 46 |
62 / 54.88% / 95 |
5 |
Legs |
Vertical |
Bearish |
$71.37 (-0.08%) / 3.4M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
72.00 |
45.87% |
$1.30 / 46 |
$1.40 / 634 |
12 / 15 |
12.935970% |
0.487416 |
-0.016945 |
0.085183 |
0.112252 |
0.051828 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
73.00 |
34.20% |
$0.75 / 1,812 |
$0.85 / 248 |
22 / 64 |
11.623659% |
0.404111 |
-0.016390 |
0.082850 |
0.109179 |
0.043166 |
|
742 |
Legs |
11/17(53) |
CALL |
72.00 / 74.00 |
$85 / $115 / 0.74 |
54.13% / $3.38 / 2.94% / 19.46% |
64.12% / $72.85 |
$0.85 / $1.30 / $0.45 / 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 |
72.00 |
45.87% |
$1.30 / 46 |
$1.40 / 634 |
12 / 15 |
12.935970% |
0.487416 |
-0.016945 |
0.085183 |
0.112252 |
0.051828 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
74.00 |
24.01% |
$0.40 / 1,019 |
$0.45 / 1 |
67 / 383 |
10.720424% |
0.325912 |
-0.015191 |
0.077135 |
0.101647 |
0.034950 |
|
635 |
Legs |
11/17(53) |
CALL |
72.00 / 75.00 |
$105 / $195 / 0.54 |
54.13% / $2.83 / 1.45% / 9.26% |
66.35% / $73.05 |
$1.05 / $1.30 / $0.25 / 46 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
72.00 |
45.87% |
$1.30 / 46 |
$1.40 / 634 |
12 / 15 |
12.935970% |
0.487416 |
-0.016945 |
0.085183 |
0.112252 |
0.051828 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
75.00 |
15.84% |
$0.15 / 1,666 |
$0.25 / 513 |
31 / 301 |
10.096115% |
0.255560 |
-0.013513 |
0.068862 |
0.090745 |
0.027500 |
|
515 |
Legs |
11/17(53) |
CALL |
72.00 / 76.00 |
$115 / $285 / 0.40 |
54.13% / $8.88 / 3.12% / 20.73% |
67.44% / $73.15 |
$1.15 / $1.30 / $0.15 / 46 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
72.00 |
45.87% |
$1.30 / 46 |
$1.40 / 634 |
12 / 15 |
12.935970% |
0.487416 |
-0.016945 |
0.085183 |
0.112252 |
0.051828 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
76.00 |
9.81% |
$0.05 / 1,423 |
$0.15 / 2,077 |
18 / 144 |
10.089485% |
0.194799 |
-0.011552 |
0.059049 |
0.077814 |
0.021025 |
|
443 |
Legs |
11/17(53) |
CALL |
72.00 / 77.00 |
$125 / $375 / 0.33 |
54.13% / $24.04 / 6.41% / 46.46% |
68.51% / $73.25 |
$1.25 / $1.30 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
72.00 |
45.87% |
$1.30 / 46 |
$1.40 / 634 |
12 / 15 |
12.935970% |
0.487416 |
-0.016945 |
0.085183 |
0.112252 |
0.051828 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
77.00 |
5.71% |
0 / 0 |
$0.05 / 1 |
2 / 149 |
10.227156% |
0.144340 |
-0.009506 |
0.048713 |
0.064194 |
0.015620 |
|
451 |
Legs |
10/20(25) |
CALL |
72.00 / 75.00 |
$65 / $235 / 0.28 |
56.15% / $1.87 / 0.80% / 9.99% |
66.76% / $72.65 |
$0.65 / $0.70 / $0.05 / 70 |
|
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 |
72.00 |
43.85% |
$0.70 / 1,818 |
$0.80 / 186 |
44 / 251 |
11.125783% |
0.469293 |
-0.023497 |
0.119461 |
0.080093 |
0.025775 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
75.00 |
7.79% |
0 / 0 |
$0.05 / 70 |
131 / 2,503 |
10.095053% |
0.169550 |
-0.014748 |
0.075990 |
0.050947 |
0.009414 |
|
|
885 |
|
12/15(81) |
CALL |
325.00 / 330.00 |
$225 / $275 / 0.82 |
55.61% / $4.95 / 1.80% / 7.64% |
57.82% / $327.25 |
$2.25 / $14.50 / $12.25 / 5 |
58 / 40.67% / 90 |
5 |
Legs |
Vertical |
Bearish |
$316.96 (-0.80%) / 21.45M |
|
Earnings: 10/24 / Ex-Div: 11/15 ($0.75) |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
325.00 |
44.39% |
$14.50 / 47 |
$14.60 / 21 |
312 / 2,283 |
25.779370% |
0.511070 |
-0.144555 |
0.007111 |
0.612625 |
0.331312 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
39.54% |
$12.15 / 80 |
$12.25 / 5 |
898 / 3,390 |
25.360763% |
0.476428 |
-0.143573 |
0.007103 |
0.611932 |
0.310473 |
|
561 |
Legs |
11/17(53) |
CALL |
325.00 / 330.00 |
$215 / $285 / 0.75 |
56.99% / $3.09 / 1.08% / 6.84% |
59.55% / $327.15 |
$2.15 / $11.70 / $9.55 / 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 |
325.00 |
43.01% |
$11.70 / 56 |
$11.85 / 237 |
518 / 3,683 |
26.883246% |
0.492365 |
-0.173642 |
0.008693 |
0.502192 |
0.219749 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
37.14% |
$9.45 / 306 |
$9.55 / 25 |
338 / 9,954 |
26.360194% |
0.450140 |
-0.171366 |
0.008628 |
0.498442 |
0.201930 |
|
279 |
Legs |
10/27(32) |
CALL |
325.00 / 330.00 |
$200 / $300 / 0.67 |
58.94% / $0.08 / 0.03% / 0.25% |
61.91% / $327.00 |
$2.00 / $8.95 / $6.95 / 50 |
|
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 |
325.00 |
41.06% |
$8.95 / 50 |
$9.10 / 96 |
96 / 328 |
27.770356% |
0.470320 |
-0.214394 |
0.010916 |
0.398302 |
0.135824 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
330.00 |
33.81% |
$6.85 / 70 |
$6.95 / 115 |
82 / 405 |
27.210467% |
0.417563 |
-0.209234 |
0.010713 |
0.390898 |
0.121183 |
|
679 |
Legs |
12/15(81) |
CALL |
330.00 / 335.00 |
$195 / $305 / 0.64 |
60.46% / $0.57 / 0.19% / 0.77% |
62.30% / $331.95 |
$1.95 / $12.15 / $10.20 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
39.54% |
$12.15 / 80 |
$12.25 / 5 |
898 / 3,390 |
25.360763% |
0.476428 |
-0.143573 |
0.007103 |
0.611932 |
0.310473 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
335.00 |
34.91% |
$10.10 / 60 |
$10.20 / 50 |
112 / 3,676 |
25.034232% |
0.442472 |
-0.141629 |
0.007043 |
0.606739 |
0.289756 |
|
617 |
Legs |
10/27(32) |
CALL |
320.00 / 350.00 |
$937 / $2,063 / 0.45 |
51.24% / $4.28 / 0.21% / 2.03% |
65.31% / $329.37 |
$9.37 / $11.40 / $2.03 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
320.00 |
48.76% |
$11.40 / 66 |
$11.55 / 54 |
113 / 188 |
28.264958% |
0.524423 |
-0.215976 |
0.010924 |
0.398597 |
0.150628 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
350.00 |
12.36% |
$1.97 / 36 |
$2.03 / 32 |
165 / 877 |
26.291856% |
0.234715 |
-0.162093 |
0.008430 |
0.307585 |
0.069193 |
|
26 |
Legs |
10/27(32) |
CALL |
330.00 / 340.00 |
$300 / $700 / 0.43 |
66.19% / $0.73 / 0.10% / 1.01% |
70.25% / $333.00 |
$3.00 / $6.85 / $3.85 / 50 |
|
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 |
330.00 |
33.81% |
$6.85 / 70 |
$6.95 / 115 |
82 / 405 |
27.210467% |
0.417563 |
-0.209234 |
0.010713 |
0.390898 |
0.121183 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
340.00 |
21.39% |
$3.75 / 561 |
$3.85 / 50 |
331 / 813 |
26.458385% |
0.319342 |
-0.189836 |
0.009807 |
0.357828 |
0.093474 |
|
|
887 |
|
12/15(81) |
CALL |
71.00 / 72.00 |
$45 / $55 / 0.82 |
55.49% / $1.24 / 2.26% / 9.65% |
59.01% / $71.45 |
$0.45 / $1.83 / $1.38 / 35 |
78 / 13.94% / 74 |
5 |
Legs |
Vertical |
Bearish |
$69.7722 (-0.10%) / 14.72M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
44.51% |
$1.83 / 35 |
$1.91 / 529 |
0 / 577 |
15.311691% |
0.488191 |
-0.018360 |
0.056227 |
0.134210 |
0.073727 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
72.00 |
36.83% |
$1.25 / 673 |
$1.38 / 977 |
4 / 6,697 |
14.219917% |
0.433337 |
-0.017953 |
0.055507 |
0.132492 |
0.065749 |
|
897 |
Legs |
12/15(81) |
CALL |
71.00 / 73.00 |
$88 / $112 / 0.79 |
55.49% / $3.70 / 3.30% / 14.36% |
62.28% / $71.88 |
$0.88 / $1.83 / $0.95 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
44.51% |
$1.83 / 35 |
$1.91 / 529 |
0 / 577 |
15.311691% |
0.488191 |
-0.018360 |
0.056227 |
0.134210 |
0.073727 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
73.00 |
29.73% |
$0.84 / 499 |
$0.95 / 836 |
0 / 5,260 |
13.497823% |
0.380431 |
-0.017254 |
0.053780 |
0.128370 |
0.057966 |
|
544 |
Legs |
11/17(53) |
CALL |
71.00 / 72.00 |
$43 / $57 / 0.75 |
57.42% / $1.62 / 2.84% / 18.79% |
61.48% / $71.43 |
$0.43 / $1.32 / $0.89 / 298 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
71.00 |
42.58% |
$1.32 / 595 |
$1.36 / 603 |
5,416 / 11,025 |
14.518191% |
0.470227 |
-0.021981 |
0.068626 |
0.109845 |
0.048348 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
72.00 |
33.38% |
$0.85 / 103 |
$0.89 / 298 |
110 / 256 |
13.672017% |
0.403673 |
-0.021207 |
0.066840 |
0.106987 |
0.041693 |
|
890 |
Legs |
12/15(81) |
CALL |
71.00 / 74.00 |
$122 / $178 / 0.69 |
55.49% / $4.20 / 2.36% / 10.11% |
64.79% / $72.22 |
$1.22 / $1.83 / $0.61 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
44.51% |
$1.83 / 35 |
$1.91 / 529 |
0 / 577 |
15.311691% |
0.488191 |
-0.018360 |
0.056227 |
0.134210 |
0.073727 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
74.00 |
23.42% |
$0.50 / 1,206 |
$0.61 / 772 |
1,910 / 13,206 |
12.680705% |
0.330319 |
-0.016305 |
0.051180 |
0.122162 |
0.050524 |
|
536 |
Legs |
11/17(53) |
CALL |
71.00 / 73.00 |
$79 / $121 / 0.65 |
57.42% / $1.96 / 1.62% / 10.36% |
64.76% / $71.79 |
$0.79 / $1.32 / $0.53 / 595 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
71.00 |
42.58% |
$1.32 / 595 |
$1.36 / 603 |
5,416 / 11,025 |
14.518191% |
0.470227 |
-0.021981 |
0.068626 |
0.109845 |
0.048348 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
73.00 |
25.18% |
$0.48 / 867 |
$0.53 / 671 |
12 / 6,915 |
12.771491% |
0.340627 |
-0.019931 |
0.063314 |
0.101344 |
0.035323 |
|
865 |
Legs |
12/15(81) |
CALL |
71.00 / 75.00 |
$144 / $256 / 0.56 |
55.49% / $3.30 / 1.29% / 5.43% |
66.38% / $72.44 |
$1.44 / $1.83 / $0.39 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
44.51% |
$1.83 / 35 |
$1.91 / 529 |
0 / 577 |
15.311691% |
0.488191 |
-0.018360 |
0.056227 |
0.134210 |
0.073727 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
18.00% |
$0.33 / 130 |
$0.39 / 451 |
0 / 22,058 |
12.502513% |
0.283672 |
-0.015159 |
0.047873 |
0.114269 |
0.043541 |
|
|
903 |
|
12/15(81) |
PUT |
36.00 / 34.00 |
$90 / $110 / 0.82 |
54.58% / $3.19 / 2.90% / 12.52% |
61.24% / $35.10 |
$0.90 / $1.70 / $0.80 / 5 |
93 / 87.63% / 18 |
5 |
Legs |
Vertical |
Bullish |
$36.44 (+0.30%) / 5.76M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
36.00 |
45.42% |
$1.70 / 1,373 |
$1.85 / 2,593 |
0 / 36 |
27.692249% |
-0.443476 |
-0.016351 |
0.052873 |
0.068395 |
-0.043875 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
34.00 |
31.27% |
$0.70 / 2,265 |
$0.80 / 5 |
3 / 22 |
24.406049% |
-0.337593 |
-0.015317 |
0.049016 |
0.063406 |
-0.032778 |
|
813 |
Legs |
09/29(4) |
CALL |
36.50 / 39.50 |
$30 / $270 / 0.11 |
59.68% / $7.96 / 2.95% / 238.61% |
66.87% / $36.80 |
$0.30 / $0.40 / $0.10 / 2,251 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
36.50 |
40.32% |
$0.40 / 2,251 |
$0.50 / 7,626 |
65 / 208 |
28.660134% |
0.451647 |
-0.056592 |
0.173936 |
0.021176 |
0.003414 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
39.50 |
1.83% |
$0.05 / 687 |
$0.10 / 2,480 |
0 / 2 |
41.319688% |
0.084429 |
-0.022078 |
0.068035 |
0.008283 |
0.000650 |
|
267 |
Legs |
11/17(53) |
CALL |
39.00 / 45.00 |
$50 / $550 / 0.09 |
75.59% / $9.02 / 1.64% / 10.50% |
78.86% / $39.50 |
$0.50 / $0.85 / $0.35 / 765 |
|
Underlying |
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 |
39.00 |
24.41% |
$0.85 / 4,555 |
$0.95 / 2,656 |
2 / 200 |
33.748376% |
0.357426 |
-0.019965 |
0.061222 |
0.053108 |
0.018068 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
45.00 |
2.80% |
$0.30 / 74 |
$0.35 / 765 |
0 / 11 |
43.043452% |
0.112196 |
-0.010207 |
0.031353 |
0.027197 |
0.005851 |
|
371 |
Legs |
11/17(53) |
CALL |
40.00 / 45.00 |
$35 / $465 / 0.08 |
81.82% / $5.33 / 1.15% / 7.25% |
83.71% / $40.35 |
$0.35 / $0.70 / $0.35 / 765 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
40.00 |
18.18% |
$0.70 / 2,796 |
$0.80 / 2,788 |
36 / 119 |
35.610295% |
0.303096 |
-0.018692 |
0.057336 |
0.049736 |
0.015425 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
45.00 |
2.80% |
$0.30 / 74 |
$0.35 / 765 |
0 / 11 |
43.043452% |
0.112196 |
-0.010207 |
0.031353 |
0.027197 |
0.005851 |
|
745 |
Legs |
12/15(81) |
CALL |
41.00 / 47.00 |
$40 / $560 / 0.07 |
82.47% / $3.62 / 0.65% / 2.70% |
84.16% / $41.40 |
$0.40 / $0.90 / $0.50 / 765 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
41.00 |
17.53% |
$0.90 / 2,237 |
$1.05 / 5,154 |
0 / 69 |
36.750390% |
0.305509 |
-0.015335 |
0.047043 |
0.060854 |
0.022670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
47.00 |
2.98% |
$0.40 / 2,920 |
$0.50 / 765 |
0 / 4 |
43.653819% |
0.120607 |
-0.008795 |
0.027002 |
0.034929 |
0.009208 |
|
542 |
Legs |
09/29(4) |
CALL |
37.00 / 39.50 |
$15 / $235 / 0.06 |
71.33% / $2.38 / 1.01% / 52.60% |
74.46% / $37.15 |
$0.15 / $0.25 / $0.10 / 2,480 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
37.00 |
28.67% |
$0.25 / 4,046 |
$0.35 / 8,047 |
17 / 23 |
29.701467% |
0.367863 |
-0.053826 |
0.165548 |
0.020155 |
0.002793 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
39.50 |
1.83% |
$0.05 / 687 |
$0.10 / 2,480 |
0 / 2 |
41.319688% |
0.084429 |
-0.022078 |
0.068035 |
0.008283 |
0.000650 |
|
|
921 |
|
12/15(81) |
CALL |
27.00 / 28.00 |
$45 / $55 / 0.82 |
53.70% / $0.14 / 0.26% / 1.07% |
59.15% / $27.45 |
$0.45 / $1.41 / $0.96 / 53 |
57 / 31.09% / 41 |
5 |
Legs |
Vertical |
Bearish |
$26.77 (-0.11%) / 7.02M |
|
Earnings: 11/28 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
27.00 |
46.30% |
$1.41 / 53 |
$1.43 / 69 |
2 / 795 |
28.437672% |
0.519983 |
-0.010696 |
0.086197 |
0.051128 |
0.028411 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
28.00 |
34.56% |
$0.94 / 69 |
$0.96 / 124 |
1 / 571 |
27.180250% |
0.435913 |
-0.010600 |
0.085376 |
0.050641 |
0.024111 |
|
895 |
Legs |
12/15(81) |
CALL |
27.00 / 30.00 |
$104 / $196 / 0.53 |
53.70% / $0.06 / 0.03% / 0.13% |
65.88% / $28.04 |
$1.04 / $1.41 / $0.37 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
27.00 |
46.30% |
$1.41 / 53 |
$1.43 / 69 |
2 / 795 |
28.437672% |
0.519983 |
-0.010696 |
0.086197 |
0.051128 |
0.028411 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
16.48% |
$0.36 / 137 |
$0.37 / 15 |
14 / 155 |
25.633907% |
0.286554 |
-0.009188 |
0.073993 |
0.043889 |
0.016158 |
|
401 |
Legs |
12/15(81) |
CALL |
28.00 / 29.00 |
$33 / $67 / 0.49 |
65.44% / $1.02 / 1.52% / 6.42% |
68.98% / $28.33 |
$0.33 / $0.94 / $0.61 / 69 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
28.00 |
34.56% |
$0.94 / 69 |
$0.96 / 124 |
1 / 571 |
27.180250% |
0.435913 |
-0.010600 |
0.085376 |
0.050641 |
0.024111 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
29.00 |
24.48% |
$0.60 / 58 |
$0.61 / 217 |
153 / 243 |
26.306312% |
0.357278 |
-0.010061 |
0.081023 |
0.048059 |
0.019968 |
|
869 |
Legs |
12/15(81) |
CALL |
27.00 / 31.00 |
$119 / $281 / 0.42 |
53.70% / $7.61 / 2.71% / 11.66% |
67.51% / $28.19 |
$1.19 / $1.41 / $0.22 / 53 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
27.00 |
46.30% |
$1.41 / 53 |
$1.43 / 69 |
2 / 795 |
28.437672% |
0.519983 |
-0.010696 |
0.086197 |
0.051128 |
0.028411 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
31.00 |
10.58% |
$0.21 / 118 |
$0.22 / 380 |
14 / 135 |
25.326259% |
0.225151 |
-0.008105 |
0.065275 |
0.038718 |
0.012793 |
|
602 |
Legs |
11/17(53) |
CALL |
27.00 / 30.00 |
$89 / $211 / 0.42 |
53.80% / $1.35 / 0.64% / 3.98% |
66.55% / $27.89 |
$0.89 / $1.05 / $0.16 / 174 |
|
Underlying |
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 |
27.00 |
46.20% |
$1.05 / 174 |
$1.07 / 276 |
237 / 547 |
26.385904% |
0.511697 |
-0.013138 |
0.105697 |
0.042042 |
0.019221 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
12.02% |
$0.15 / 14 |
$0.16 / 512 |
0 / 1,708 |
23.550308% |
0.235169 |
-0.010153 |
0.081773 |
0.032526 |
0.009104 |
|
394 |
Legs |
12/15(81) |
CALL |
28.00 / 30.00 |
$57 / $143 / 0.40 |
65.44% / $2.06 / 1.44% / 6.08% |
71.43% / $28.57 |
$0.57 / $0.94 / $0.37 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
28.00 |
34.56% |
$0.94 / 69 |
$0.96 / 124 |
1 / 571 |
27.180250% |
0.435913 |
-0.010600 |
0.085376 |
0.050641 |
0.024111 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
16.48% |
$0.36 / 137 |
$0.37 / 15 |
14 / 155 |
25.633907% |
0.286554 |
-0.009188 |
0.073993 |
0.043889 |
0.016158 |
|
|
583 |
|
12/15(81) |
PUT |
25.00 / 22.50 |
$112 / $138 / 0.81 |
64.25% / $24.82 / 17.98% / 97.93% |
67.91% / $23.88 |
$1.12 / $3.75 / $2.63 / 23 |
11 / 2.23% / 95 |
5 |
Legs |
Vertical |
Bullish |
$26.43 (-2.44%) / 4.07M |
|
Earnings: 11/14 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
25.00 |
35.75% |
$3.75 / 295 |
$3.85 / 197 |
35 / 1,515 |
95.302300% |
-0.343389 |
-0.030295 |
0.024844 |
0.047052 |
-0.032355 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
22.50 |
27.97% |
$2.58 / 15 |
$2.63 / 23 |
13 / 260 |
95.369164% |
-0.276958 |
-0.027807 |
0.022618 |
0.042836 |
-0.025230 |
|
413 |
Legs |
10/20(25) |
PUT |
26.00 / 25.00 |
$44 / $56 / 0.79 |
58.46% / $3.07 / 5.48% / 89.67% |
61.21% / $25.56 |
$0.44 / $2.00 / $1.56 / 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 |
26.00 |
41.54% |
$2.00 / 7 |
$2.03 / 33 |
82 / 100 |
78.694049% |
-0.407593 |
-0.056140 |
0.044892 |
0.029007 |
-0.011049 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
25.00 |
35.43% |
$1.54 / 10 |
$1.56 / 2 |
333 / 3,051 |
78.673987% |
-0.361677 |
-0.054346 |
0.043334 |
0.028000 |
-0.009676 |
|
290 |
Legs |
10/27(32) |
PUT |
26.00 / 25.00 |
$43 / $57 / 0.75 |
58.71% / $2.28 / 4.01% / 46.35% |
61.11% / $25.57 |
$0.43 / $2.28 / $1.85 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
26.00 |
41.29% |
$2.28 / 30 |
$2.33 / 9 |
31 / 35 |
79.988304% |
-0.402251 |
-0.050009 |
0.040159 |
0.032212 |
-0.013942 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
25.00 |
35.82% |
$1.81 / 18 |
$1.85 / 6 |
31 / 80 |
80.059422% |
-0.361128 |
-0.048553 |
0.038873 |
0.031181 |
-0.012352 |
|
423 |
Legs |
10/20(25) |
PUT |
26.00 / 24.50 |
$64 / $86 / 0.74 |
58.46% / $3.49 / 4.06% / 61.13% |
62.43% / $25.36 |
$0.64 / $2.00 / $1.36 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
26.00 |
41.54% |
$2.00 / 7 |
$2.03 / 33 |
82 / 100 |
78.694049% |
-0.407593 |
-0.056140 |
0.044892 |
0.029007 |
-0.011049 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
24.50 |
32.58% |
$1.33 / 78 |
$1.36 / 14 |
19 / 8 |
78.706030% |
-0.338735 |
-0.053136 |
0.042313 |
0.027341 |
-0.009004 |
|
209 |
Legs |
11/17(53) |
PUT |
25.00 / 22.50 |
$106 / $144 / 0.74 |
63.91% / $19.33 / 13.42% / 116.71% |
68.15% / $23.94 |
$1.06 / $3.15 / $2.09 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
25.00 |
36.09% |
$3.15 / 573 |
$3.25 / 401 |
69 / 1,381 |
99.628443% |
-0.354779 |
-0.037928 |
0.030703 |
0.038993 |
-0.020693 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
26.66% |
$2.05 / 206 |
$2.09 / 35 |
23 / 463 |
99.808745% |
-0.273306 |
-0.034143 |
0.027440 |
0.034849 |
-0.015425 |
|
313 |
Legs |
10/27(32) |
PUT |
26.00 / 24.00 |
$84 / $116 / 0.72 |
58.71% / $4.62 / 3.98% / 46.04% |
63.34% / $25.16 |
$0.84 / $2.28 / $1.44 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
26.00 |
41.29% |
$2.28 / 30 |
$2.33 / 9 |
31 / 35 |
79.988304% |
-0.402251 |
-0.050009 |
0.040159 |
0.032212 |
-0.013942 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
24.00 |
30.79% |
$1.40 / 10 |
$1.44 / 6 |
1 / 22 |
80.228117% |
-0.319975 |
-0.046484 |
0.037117 |
0.029772 |
-0.010803 |
|
|
674 |
|
10/20(25) |
CALL |
177.50 / 180.00 |
$112 / $138 / 0.81 |
54.78% / $1.18 / 0.85% / 10.72% |
58.69% / $178.62 |
$1.12 / $3.70 / $2.58 / 56 |
65 / 57.26% / 86 |
5 |
Legs |
Vertical |
Bearish |
$174.95 (+0.59%) / 56.73M |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
177.50 |
45.22% |
$3.70 / 1,504 |
$3.75 / 218 |
2,640 / 4,830 |
20.968124% |
0.493127 |
-0.118661 |
0.024947 |
0.197733 |
0.064242 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
180.00 |
36.65% |
$2.56 / 591 |
$2.58 / 56 |
10,226 / 56,879 |
20.228622% |
0.432058 |
-0.116040 |
0.024590 |
0.194901 |
0.056551 |
|
863 |
Legs |
12/15(81) |
CALL |
180.00 / 185.00 |
$215 / $285 / 0.75 |
56.97% / $6.20 / 2.18% / 9.30% |
61.21% / $182.15 |
$2.15 / $6.85 / $4.70 / 109 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
180.00 |
43.03% |
$6.85 / 109 |
$6.90 / 27 |
1,746 / 16,274 |
23.137365% |
0.495818 |
-0.072484 |
0.014561 |
0.338274 |
0.180294 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
185.00 |
33.46% |
$4.60 / 1,225 |
$4.70 / 874 |
653 / 12,179 |
22.186451% |
0.426042 |
-0.070296 |
0.014314 |
0.332543 |
0.156317 |
|
435 |
Legs |
11/17(53) |
CALL |
180.00 / 185.00 |
$200 / $300 / 0.67 |
59.04% / $5.44 / 1.81% / 11.67% |
63.78% / $182.00 |
$2.00 / $5.30 / $3.30 / 69 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
180.00 |
40.96% |
$5.30 / 69 |
$5.35 / 775 |
1,812 / 49,729 |
23.637013% |
0.473166 |
-0.086367 |
0.017750 |
0.276529 |
0.118123 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
185.00 |
29.60% |
$3.25 / 817 |
$3.30 / 86 |
823 / 60,347 |
22.598024% |
0.388855 |
-0.082104 |
0.017099 |
0.266376 |
0.097917 |
|
118 |
Legs |
10/20(25) |
CALL |
180.00 / 182.50 |
$88 / $162 / 0.54 |
63.35% / $0.46 / 0.28% / 3.45% |
66.21% / $180.88 |
$0.88 / $2.56 / $1.68 / 73 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
180.00 |
36.65% |
$2.56 / 591 |
$2.58 / 56 |
10,226 / 56,879 |
20.228622% |
0.432058 |
-0.116040 |
0.024590 |
0.194901 |
0.056551 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
182.50 |
28.80% |
$1.67 / 31 |
$1.68 / 73 |
18,772 / 3,956 |
19.566475% |
0.373374 |
-0.111041 |
0.023686 |
0.187739 |
0.049075 |
|
108 |
Legs |
11/03(39) |
CALL |
180.00 / 190.00 |
$303 / $697 / 0.44 |
60.70% / $1.06 / 0.15% / 1.25% |
68.71% / $183.03 |
$3.03 / $4.45 / $1.42 / 208 |
|
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 |
180.00 |
39.30% |
$4.45 / 286 |
$4.55 / 93 |
121 / 76 |
24.313100% |
0.456608 |
-0.097728 |
0.020366 |
0.239353 |
0.087190 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
190.00 |
16.56% |
$1.32 / 313 |
$1.42 / 208 |
335 / 124 |
22.600383% |
0.275065 |
-0.080419 |
0.017142 |
0.201456 |
0.053340 |
|
776 |
Legs |
12/15(81) |
CALL |
180.00 / 200.00 |
$574 / $1,426 / 0.40 |
56.97% / $8.54 / 0.60% / 2.49% |
67.86% / $185.74 |
$5.74 / $6.85 / $1.11 / 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 |
180.00 |
43.03% |
$6.85 / 109 |
$6.90 / 27 |
1,746 / 16,274 |
23.137365% |
0.495818 |
-0.072484 |
0.014561 |
0.338274 |
0.180294 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
200.00 |
12.65% |
$1.09 / 133 |
$1.11 / 100 |
1,234 / 47,506 |
20.676826% |
0.245924 |
-0.054961 |
0.011506 |
0.267291 |
0.092132 |
|
|
665 |
|
10/20(25) |
CALL |
162.50 / 165.00 |
$111 / $139 / 0.80 |
54.82% / $0.45 / 0.32% / 3.93% |
58.77% / $163.61 |
$1.11 / $3.75 / $2.64 / 3 |
46 / 51.71% / 60 |
5 |
Legs |
Vertical |
Bearish |
$160.31 (-0.06%) / 3.72M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
162.50 |
45.18% |
$3.75 / 3 |
$3.85 / 403 |
124 / 96 |
23.320588% |
0.493910 |
-0.110450 |
0.025327 |
0.180981 |
0.058704 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
165.00 |
36.45% |
$2.59 / 12 |
$2.64 / 14 |
37 / 4,575 |
22.343698% |
0.431837 |
-0.108638 |
0.024970 |
0.178426 |
0.051589 |
|
87 |
Legs |
10/27(32) |
CALL |
165.00 / 175.00 |
$275 / $725 / 0.38 |
62.32% / $7.67 / 1.06% / 10.74% |
70.27% / $167.75 |
$2.75 / $3.85 / $1.10 / 34 |
|
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 |
165.00 |
37.68% |
$3.85 / 34 |
$4.05 / 36 |
12 / 77 |
26.755841% |
0.443614 |
-0.098131 |
0.022504 |
0.199619 |
0.065203 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
175.00 |
13.75% |
$0.94 / 30 |
$1.10 / 182 |
1 / 595 |
24.552449% |
0.247282 |
-0.078091 |
0.018021 |
0.159860 |
0.036940 |
|
202 |
Legs |
11/03(39) |
PUT |
160.00 / 145.00 |
$390 / $1,110 / 0.35 |
56.50% / $0.59 / 0.05% / 0.43% |
67.36% / $156.10 |
$3.90 / $5.20 / $1.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
160.00 |
43.50% |
$5.20 / 5 |
$5.40 / 123 |
0 / 2 |
28.002931% |
-0.440816 |
-0.083669 |
0.020560 |
0.217840 |
-0.091772 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
145.00 |
10.95% |
$1.23 / 22 |
$1.30 / 42 |
3 / 2 |
30.879072% |
-0.164190 |
-0.053644 |
0.012917 |
0.136855 |
-0.033281 |
|
245 |
Legs |
11/17(53) |
CALL |
165.00 / 180.00 |
$389 / $1,111 / 0.35 |
60.13% / $1.89 / 0.17% / 1.05% |
69.17% / $168.89 |
$3.89 / $4.75 / $0.86 / 70 |
|
Underlying |
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 |
39.87% |
$4.75 / 83 |
$4.85 / 68 |
1,144 / 798 |
24.364927% |
0.466554 |
-0.078759 |
0.017970 |
0.252385 |
0.106152 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
180.00 |
12.14% |
$0.80 / 21 |
$0.86 / 70 |
81 / 1,573 |
22.299134% |
0.235982 |
-0.060643 |
0.013953 |
0.195964 |
0.054997 |
|
694 |
Legs |
12/15(81) |
CALL |
165.00 / 185.00 |
$515 / $1,485 / 0.35 |
58.66% / $0.77 / 0.05% / 0.22% |
68.51% / $170.15 |
$5.15 / $6.10 / $0.95 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
165.00 |
41.34% |
$6.10 / 3 |
$6.20 / 253 |
11 / 109 |
24.018413% |
0.484758 |
-0.064801 |
0.014720 |
0.308302 |
0.160500 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
185.00 |
11.53% |
$0.91 / 8 |
$0.95 / 46 |
2 / 136 |
21.966861% |
0.235386 |
-0.049693 |
0.011398 |
0.238723 |
0.080452 |
|
395 |
Legs |
11/17(53) |
PUT |
160.00 / 140.00 |
$481 / $1,519 / 0.32 |
56.36% / $28.18 / 1.85% / 11.95% |
67.91% / $155.19 |
$4.81 / $5.90 / $1.09 / 91 |
|
Underlying |
Leg |
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 |
43.64% |
$5.90 / 91 |
$6.00 / 120 |
184 / 807 |
27.210549% |
-0.439503 |
-0.071929 |
0.017831 |
0.250443 |
-0.123013 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
8.47% |
$1.04 / 172 |
$1.09 / 200 |
1 / 1,348 |
31.079946% |
-0.129689 |
-0.039678 |
0.009573 |
0.134458 |
-0.035052 |
|
|
508 |
|
12/15(81) |
PUT |
40.00 / 35.00 |
$220 / $280 / 0.79 |
65.29% / $51.06 / 18.24% / 99.69% |
68.83% / $37.80 |
$2.20 / $6.90 / $4.70 / 264 |
25 / 14.35% / 97 |
5 |
Legs |
Vertical |
Bullish |
$42.12 (-1.82%) / 7.88M |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
40.00 |
34.71% |
$6.90 / 319 |
$7.00 / 10 |
12 / 525 |
108.297875% |
-0.323907 |
-0.059457 |
0.012181 |
0.074148 |
-0.054589 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
35.00 |
27.13% |
$4.60 / 17 |
$4.70 / 264 |
13 / 872 |
110.426601% |
-0.257759 |
-0.053817 |
0.010944 |
0.066618 |
-0.041608 |
|
385 |
Legs |
10/20(25) |
PUT |
42.00 / 40.00 |
$85 / $115 / 0.74 |
58.53% / $3.46 / 3.01% / 42.69% |
61.19% / $41.15 |
$0.85 / $4.05 / $3.20 / 274 |
|
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 |
42.00 |
41.47% |
$4.05 / 396 |
$4.15 / 242 |
61 / 199 |
95.995017% |
-0.399572 |
-0.111849 |
0.022410 |
0.046541 |
-0.018590 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
40.00 |
35.36% |
$3.10 / 559 |
$3.20 / 274 |
374 / 3,908 |
96.387986% |
-0.353653 |
-0.107935 |
0.021572 |
0.044801 |
-0.016183 |
|
509 |
Legs |
10/13(18) |
PUT |
42.00 / 40.00 |
$84 / $116 / 0.72 |
58.11% / $1.98 / 1.71% / 30.58% |
61.14% / $41.16 |
$0.84 / $3.45 / $2.61 / 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) |
PUT |
42.00 |
41.89% |
$3.45 / 25 |
$3.55 / 1 |
23 / 221 |
95.021676% |
-0.407573 |
-0.129577 |
0.025860 |
0.040742 |
-0.013802 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
40.00 |
34.86% |
$2.55 / 13 |
$2.61 / 2 |
52 / 545 |
95.427005% |
-0.354670 |
-0.124524 |
0.024793 |
0.039061 |
-0.011815 |
|
159 |
Legs |
11/17(53) |
PUT |
40.00 / 35.00 |
$205 / $295 / 0.70 |
64.57% / $35.49 / 12.03% / 100.87% |
68.63% / $37.95 |
$2.05 / $5.75 / $3.70 / 324 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
40.00 |
35.43% |
$5.75 / 324 |
$5.85 / 6 |
77 / 3,161 |
112.377630% |
-0.339868 |
-0.074871 |
0.015162 |
0.061891 |
-0.034767 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
26.19% |
$3.55 / 515 |
$3.70 / 327 |
15 / 1,869 |
114.635162% |
-0.258144 |
-0.066472 |
0.013375 |
0.054595 |
-0.025321 |
|
539 |
Legs |
12/15(81) |
PUT |
40.00 / 30.00 |
$404 / $596 / 0.68 |
65.29% / $86.72 / 14.55% / 75.21% |
71.54% / $35.96 |
$4.04 / $6.90 / $2.86 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
40.00 |
34.71% |
$6.90 / 319 |
$7.00 / 10 |
12 / 525 |
108.297875% |
-0.323907 |
-0.059457 |
0.012181 |
0.074148 |
-0.054589 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
30.00 |
21.06% |
$2.80 / 25 |
$2.86 / 11 |
51 / 2,234 |
112.703642% |
-0.191165 |
-0.045694 |
0.009231 |
0.056193 |
-0.029533 |
|
281 |
Legs |
10/27(32) |
PUT |
42.00 / 37.00 |
$194 / $306 / 0.63 |
58.97% / $1.83 / 0.60% / 5.95% |
64.28% / $40.06 |
$1.94 / $4.65 / $2.71 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
42.00 |
41.03% |
$4.65 / 50 |
$4.85 / 15 |
18 / 65 |
99.025989% |
-0.392045 |
-0.099506 |
0.020010 |
0.051588 |
-0.023487 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
37.00 |
28.29% |
$2.54 / 51 |
$2.71 / 10 |
2 / 3 |
101.983251% |
-0.289044 |
-0.089048 |
0.017799 |
0.045886 |
-0.016617 |
|
|
589 |
|
11/17(53) |
CALL |
420.00 / 425.00 |
$220 / $280 / 0.79 |
56.59% / $5.94 / 2.12% / 13.76% |
59.32% / $422.20 |
$2.20 / $10.90 / $8.70 / 4 |
92 / 79.66% / 43 |
5 |
Legs |
Vertical |
Bearish |
$414.00 (-0.85%) / 1.45M |
|
Earnings: 10/17 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
420.00 |
43.41% |
$10.90 / 4 |
$11.10 / 27 |
1 / 97 |
19.482913% |
0.483087 |
-0.162227 |
0.008951 |
0.650661 |
0.288323 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
425.00 |
37.29% |
$8.40 / 22 |
$8.70 / 46 |
9 / 58 |
18.819914% |
0.439325 |
-0.160028 |
0.008860 |
0.644033 |
0.263239 |
|
601 |
Legs |
11/17(53) |
CALL |
420.00 / 430.00 |
$420 / $580 / 0.72 |
56.59% / $4.79 / 0.83% / 5.18% |
61.75% / $424.20 |
$4.20 / $10.90 / $6.70 / 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 |
420.00 |
43.41% |
$10.90 / 4 |
$11.10 / 27 |
1 / 97 |
19.482913% |
0.483087 |
-0.162227 |
0.008951 |
0.650661 |
0.288323 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
430.00 |
31.54% |
$6.40 / 6 |
$6.70 / 50 |
2 / 92 |
18.357811% |
0.396770 |
-0.156051 |
0.008666 |
0.629918 |
0.238608 |
|
690 |
Legs |
12/15(81) |
CALL |
425.00 / 435.00 |
$380 / $620 / 0.61 |
60.44% / $1.97 / 0.32% / 1.32% |
64.14% / $428.80 |
$3.80 / $10.60 / $6.80 / 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 |
425.00 |
39.56% |
$10.60 / 4 |
$10.80 / 7 |
19 / 112 |
17.801394% |
0.461514 |
-0.132898 |
0.007291 |
0.790277 |
0.404517 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
435.00 |
30.18% |
$6.60 / 5 |
$6.80 / 26 |
0 / 134 |
16.989893% |
0.392103 |
-0.128031 |
0.007063 |
0.765588 |
0.346196 |
|
449 |
Legs |
11/17(53) |
CALL |
420.00 / 450.00 |
$905 / $2,095 / 0.43 |
56.59% / $8.28 / 0.40% / 2.45% |
67.40% / $429.05 |
$9.05 / $10.90 / $1.85 / 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 |
420.00 |
43.41% |
$10.90 / 4 |
$11.10 / 27 |
1 / 97 |
19.482913% |
0.483087 |
-0.162227 |
0.008951 |
0.650661 |
0.288323 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
13.82% |
$1.70 / 6 |
$1.85 / 30 |
9 / 119 |
17.035395% |
0.246390 |
-0.126631 |
0.007096 |
0.515826 |
0.149973 |
|
186 |
Legs |
11/17(53) |
CALL |
425.00 / 455.00 |
$710 / $2,290 / 0.31 |
62.71% / $18.93 / 0.83% / 5.18% |
70.74% / $432.10 |
$7.10 / $8.40 / $1.30 / 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 |
425.00 |
37.29% |
$8.40 / 22 |
$8.70 / 46 |
9 / 58 |
18.819914% |
0.439325 |
-0.160028 |
0.008860 |
0.644033 |
0.263239 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
455.00 |
10.82% |
$1.15 / 28 |
$1.30 / 25 |
12 / 36 |
16.878341% |
0.215039 |
-0.117175 |
0.006578 |
0.478131 |
0.131217 |
|
232 |
Legs |
10/27(32) |
CALL |
420.00 / 450.00 |
$705 / $2,295 / 0.31 |
58.31% / $48.52 / 2.11% / 22.48% |
68.82% / $427.05 |
$7.05 / $8.00 / $0.95 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
420.00 |
41.69% |
$8.00 / 5 |
$8.40 / 24 |
10 / 6 |
19.550725% |
0.465413 |
-0.201989 |
0.011250 |
0.516468 |
0.178594 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
450.00 |
8.47% |
$0.80 / 3 |
$0.95 / 21 |
11 / 53 |
17.926959% |
0.184712 |
-0.133706 |
0.007559 |
0.347028 |
0.072193 |
|
|
619 |
|
12/15(81) |
PUT |
9.00 / 8.00 |
$44 / $56 / 0.79 |
63.24% / $8.20 / 14.65% / 75.82% |
66.94% / $8.56 |
$0.44 / $1.34 / $0.90 / 38 |
23 / 17.51% / 86 |
5 |
Legs |
Vertical |
Bullish |
$9.23 (-3.65%) / 10.15M |
|
Earnings: 11/06 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
9.00 |
36.76% |
$1.34 / 38 |
$1.37 / 450 |
202 / 759 |
91.388012% |
-0.345023 |
-0.012104 |
0.062584 |
0.016705 |
-0.012238 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
8.00 |
28.78% |
$0.87 / 170 |
$0.90 / 524 |
15 / 757 |
92.040572% |
-0.278685 |
-0.011121 |
0.057047 |
0.015227 |
-0.009510 |
|
237 |
Legs |
11/17(53) |
PUT |
9.00 / 8.00 |
$40 / $60 / 0.67 |
62.35% / $4.04 / 6.74% / 49.25% |
66.50% / $8.60 |
$0.40 / $1.06 / $0.66 / 280 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
37.65% |
$1.06 / 280 |
$1.09 / 346 |
487 / 771 |
90.250933% |
-0.361616 |
-0.015218 |
0.077720 |
0.013911 |
-0.007859 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
27.91% |
$0.63 / 640 |
$0.66 / 329 |
35 / 758 |
91.575026% |
-0.279721 |
-0.013761 |
0.069790 |
0.012492 |
-0.005854 |
|
632 |
Legs |
12/15(81) |
PUT |
9.00 / 7.00 |
$80 / $120 / 0.67 |
63.24% / $12.90 / 10.75% / 52.43% |
69.75% / $8.20 |
$0.80 / $1.34 / $0.54 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
9.00 |
36.76% |
$1.34 / 38 |
$1.37 / 450 |
202 / 759 |
91.388012% |
-0.345023 |
-0.012104 |
0.062584 |
0.016705 |
-0.012238 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.00 |
22.31% |
$0.51 / 461 |
$0.54 / 434 |
6 / 641 |
93.069686% |
-0.211901 |
-0.009661 |
0.049212 |
0.013136 |
-0.006956 |
|
192 |
Legs |
10/20(25) |
PUT |
9.00 / 8.50 |
$19 / $31 / 0.61 |
61.92% / $0.58 / 1.87% / 24.91% |
64.76% / $8.81 |
$0.19 / $0.67 / $0.48 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
9.00 |
38.08% |
$0.67 / 23 |
$0.68 / 17 |
798 / 2,332 |
84.942714% |
-0.378186 |
-0.021957 |
0.110561 |
0.010068 |
-0.003721 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
8.50 |
30.89% |
$0.47 / 114 |
$0.48 / 29 |
164 / 91 |
86.093639% |
-0.320461 |
-0.020729 |
0.104056 |
0.009476 |
-0.003095 |
|
85 |
Legs |
11/03(39) |
PUT |
9.00 / 8.00 |
$36 / $64 / 0.56 |
62.00% / $0.53 / 0.83% / 6.94% |
66.33% / $8.64 |
$0.36 / $0.86 / $0.50 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
9.00 |
38.00% |
$0.86 / 10 |
$0.90 / 19 |
24 / 20 |
87.217226% |
-0.370224 |
-0.017778 |
0.090186 |
0.012178 |
-0.005753 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
8.00 |
26.83% |
$0.47 / 58 |
$0.50 / 13 |
2 / 10 |
89.274453% |
-0.275746 |
-0.015831 |
0.079792 |
0.010774 |
-0.004129 |
|
257 |
Legs |
11/17(53) |
PUT |
9.00 / 7.00 |
$72 / $128 / 0.56 |
62.35% / $6.79 / 5.30% / 37.32% |
69.58% / $8.28 |
$0.72 / $1.06 / $0.34 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
37.65% |
$1.06 / 280 |
$1.09 / 346 |
487 / 771 |
90.250933% |
-0.361616 |
-0.015218 |
0.077720 |
0.013911 |
-0.007859 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
20.26% |
$0.33 / 940 |
$0.34 / 9 |
10 / 187 |
92.555781% |
-0.199366 |
-0.011496 |
0.057960 |
0.010374 |
-0.004021 |
|
|
634 |
|
11/17(53) |
CALL |
410.00 / 415.00 |
$220 / $280 / 0.79 |
55.65% / $1.57 / 0.56% / 3.48% |
58.61% / $412.20 |
$2.20 / $10.95 / $8.75 / 13 |
37 / 45.32% / 11 |
5 |
Legs |
Vertical |
Bearish |
$402.30 (-0.26%) / 1.89M |
|
Earnings: 10/26 / Ex-Div: 10/05 ($0.57) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
410.00 |
44.35% |
$10.95 / 13 |
$11.15 / 52 |
13 / 406 |
19.393434% |
0.489387 |
-0.162955 |
0.009731 |
0.636654 |
0.285790 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
415.00 |
37.71% |
$8.60 / 12 |
$8.75 / 20 |
35 / 995 |
18.909147% |
0.441881 |
-0.159658 |
0.009633 |
0.630181 |
0.259098 |
|
497 |
Legs |
11/17(53) |
CALL |
410.00 / 440.00 |
$898 / $2,102 / 0.43 |
55.65% / $20.30 / 0.97% / 6.08% |
67.29% / $418.98 |
$8.98 / $10.95 / $1.97 / 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 |
44.35% |
$10.95 / 13 |
$11.15 / 52 |
13 / 406 |
19.393434% |
0.489387 |
-0.162955 |
0.009731 |
0.636654 |
0.285790 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
12.74% |
$1.87 / 53 |
$1.97 / 3 |
19 / 227 |
17.517915% |
0.234686 |
-0.119984 |
0.007497 |
0.490440 |
0.139819 |
|
190 |
Legs |
11/17(53) |
CALL |
415.00 / 435.00 |
$584 / $1,416 / 0.41 |
62.29% / $2.15 / 0.15% / 0.93% |
69.51% / $420.84 |
$5.84 / $8.60 / $2.76 / 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 |
415.00 |
37.71% |
$8.60 / 12 |
$8.75 / 20 |
35 / 995 |
18.909147% |
0.441881 |
-0.159658 |
0.009633 |
0.630181 |
0.259098 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
435.00 |
16.42% |
$2.65 / 17 |
$2.76 / 43 |
22 / 1,000 |
17.705347% |
0.270700 |
-0.130055 |
0.008082 |
0.528746 |
0.160842 |
|
156 |
Legs |
11/17(53) |
CALL |
415.00 / 440.00 |
$663 / $1,837 / 0.36 |
62.29% / $21.33 / 1.16% / 7.34% |
70.43% / $421.63 |
$6.63 / $8.60 / $1.97 / 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 |
415.00 |
37.71% |
$8.60 / 12 |
$8.75 / 20 |
35 / 995 |
18.909147% |
0.441881 |
-0.159658 |
0.009633 |
0.630181 |
0.259098 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
12.74% |
$1.87 / 53 |
$1.97 / 3 |
19 / 227 |
17.517915% |
0.234686 |
-0.119984 |
0.007497 |
0.490440 |
0.139819 |
|
22 |
Legs |
11/17(53) |
CALL |
420.00 / 435.00 |
$384 / $1,116 / 0.34 |
68.51% / $2.43 / 0.22% / 1.34% |
72.93% / $423.84 |
$3.84 / $6.60 / $2.76 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
420.00 |
31.49% |
$6.60 / 26 |
$6.80 / 24 |
49 / 491 |
18.550111% |
0.395744 |
-0.154466 |
0.009403 |
0.615134 |
0.232913 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
435.00 |
16.42% |
$2.65 / 17 |
$2.76 / 43 |
22 / 1,000 |
17.705347% |
0.270700 |
-0.130055 |
0.008082 |
0.528746 |
0.160842 |
|
220 |
Legs |
10/27(32) |
CALL |
410.00 / 435.00 |
$612 / $1,888 / 0.32 |
58.13% / $3.13 / 0.17% / 1.62% |
68.05% / $416.12 |
$6.12 / $7.65 / $1.53 / 40 |
|
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 |
410.00 |
41.87% |
$7.65 / 40 |
$8.05 / 30 |
39 / 12 |
19.016333% |
0.466188 |
-0.198843 |
0.012210 |
0.504496 |
0.174953 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
435.00 |
10.39% |
$1.16 / 40 |
$1.53 / 41 |
2 / 50 |
18.251566% |
0.206101 |
-0.137473 |
0.008757 |
0.361843 |
0.078603 |
|
|
657 |
|
10/20(25) |
CALL |
33.00 / 33.50 |
$22 / $28 / 0.79 |
54.93% / $0.01 / 0.05% / 0.63% |
59.11% / $33.22 |
$0.22 / $0.76 / $0.54 / 92 |
65 / 60.47% / 72 |
5 |
Legs |
Vertical |
Bearish |
$32.78 (-0.21%) / 28.57M |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
33.00 |
45.07% |
$0.76 / 92 |
$0.78 / 352 |
1,002 / 219 |
23.166496% |
0.490258 |
-0.019922 |
0.135112 |
0.036754 |
0.011924 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
33.50 |
35.75% |
$0.52 / 364 |
$0.54 / 237 |
256 / 967 |
22.145613% |
0.424005 |
-0.019613 |
0.132783 |
0.036120 |
0.010365 |
|
299 |
Legs |
11/03(39) |
CALL |
33.00 / 36.00 |
$81 / $219 / 0.37 |
54.58% / $1.76 / 0.80% / 6.72% |
66.77% / $33.81 |
$0.81 / $1.02 / $0.21 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
33.00 |
45.42% |
$1.02 / 10 |
$1.08 / 10 |
12 / 26 |
25.271540% |
0.497522 |
-0.016260 |
0.110777 |
0.044682 |
0.017666 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
36.00 |
10.43% |
$0.16 / 16 |
$0.21 / 136 |
19 / 181 |
23.954360% |
0.211678 |
-0.011938 |
0.080666 |
0.032537 |
0.007701 |
|
434 |
Legs |
10/20(25) |
CALL |
33.00 / 35.50 |
$67 / $183 / 0.37 |
54.93% / $3.19 / 1.74% / 23.05% |
67.23% / $33.67 |
$0.67 / $0.76 / $0.09 / 92 |
|
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 |
33.00 |
45.07% |
$0.76 / 92 |
$0.78 / 352 |
1,002 / 219 |
23.166496% |
0.490258 |
-0.019922 |
0.135112 |
0.036754 |
0.011924 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
35.50 |
9.78% |
$0.08 / 676 |
$0.09 / 378 |
481 / 2,977 |
20.858227% |
0.201215 |
-0.014149 |
0.095397 |
0.025950 |
0.004994 |
|
330 |
Legs |
10/27(32) |
CALL |
33.00 / 36.00 |
$75 / $225 / 0.33 |
54.72% / $4.25 / 1.89% / 19.90% |
67.05% / $33.75 |
$0.75 / $0.85 / $0.10 / 27 |
|
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 |
33.00 |
45.28% |
$0.85 / 27 |
$0.90 / 15 |
189 / 159 |
23.347868% |
0.494310 |
-0.017826 |
0.121176 |
0.040920 |
0.014804 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
36.00 |
8.56% |
$0.08 / 61 |
$0.10 / 99 |
114 / 923 |
21.426361% |
0.188592 |
-0.012195 |
0.082289 |
0.027788 |
0.005784 |
|
469 |
Legs |
10/20(25) |
CALL |
33.00 / 36.00 |
$70 / $230 / 0.30 |
54.93% / $9.14 / 3.98% / 59.65% |
67.74% / $33.70 |
$0.70 / $0.76 / $0.06 / 92 |
|
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 |
33.00 |
45.07% |
$0.76 / 92 |
$0.78 / 352 |
1,002 / 219 |
23.166496% |
0.490258 |
-0.019922 |
0.135112 |
0.036754 |
0.011924 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
36.00 |
6.44% |
$0.05 / 619 |
$0.06 / 922 |
261 / 892 |
21.274065% |
0.160324 |
-0.012278 |
0.082733 |
0.022506 |
0.003990 |
|
335 |
Legs |
11/03(39) |
CALL |
33.00 / 37.00 |
$90 / $310 / 0.29 |
54.58% / $15.95 / 5.15% / 50.36% |
68.02% / $33.90 |
$0.90 / $1.02 / $0.12 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
33.00 |
45.42% |
$1.02 / 10 |
$1.08 / 10 |
12 / 26 |
25.271540% |
0.497522 |
-0.016260 |
0.110777 |
0.044682 |
0.017666 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
37.00 |
5.30% |
$0.06 / 120 |
$0.12 / 15 |
13 / 5 |
23.793657% |
0.146594 |
-0.009484 |
0.063996 |
0.025813 |
0.005363 |
|
|
685 |
|
12/15(81) |
PUT |
230.00 / 220.00 |
$440 / $560 / 0.79 |
60.87% / $53.57 / 9.57% / 45.81% |
63.18% / $225.60 |
$4.40 / $25.00 / $20.60 / 25 |
18 / 13.31% / 81 |
5 |
Legs |
Vertical |
Bullish |
$236.25 (+2.03%) / 1.6M |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
230.00 |
39.13% |
$25.00 / 39 |
$25.30 / 50 |
16 / 127 |
66.490504% |
-0.381371 |
-0.208379 |
0.003816 |
0.434952 |
-0.290397 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
34.01% |
$20.40 / 11 |
$20.60 / 25 |
3 / 90 |
66.875528% |
-0.341959 |
-0.201992 |
0.003677 |
0.419024 |
-0.256547 |
|
711 |
Legs |
12/15(81) |
PUT |
230.00 / 210.00 |
$850 / $1,150 / 0.74 |
60.87% / $96.06 / 8.35% / 39.26% |
65.25% / $221.50 |
$8.50 / $25.00 / $16.50 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
230.00 |
39.13% |
$25.00 / 39 |
$25.30 / 50 |
16 / 127 |
66.490504% |
-0.381371 |
-0.208379 |
0.003816 |
0.434952 |
-0.290397 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
29.34% |
$16.30 / 31 |
$16.50 / 38 |
4 / 101 |
67.305468% |
-0.302487 |
-0.193047 |
0.003494 |
0.398227 |
-0.223652 |
|
307 |
Legs |
11/17(53) |
PUT |
230.00 / 220.00 |
$420 / $580 / 0.72 |
60.36% / $31.24 / 5.39% / 38.01% |
63.06% / $225.80 |
$4.20 / $21.00 / $16.80 / 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 |
230.00 |
39.64% |
$21.00 / 258 |
$21.40 / 54 |
40 / 277 |
68.873160% |
-0.392200 |
-0.260631 |
0.004699 |
0.359091 |
-0.188593 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
33.39% |
$16.60 / 42 |
$16.80 / 1 |
19 / 421 |
69.332408% |
-0.343803 |
-0.250969 |
0.004499 |
0.343834 |
-0.162916 |
|
329 |
Legs |
11/17(53) |
PUT |
230.00 / 210.00 |
$800 / $1,200 / 0.67 |
60.36% / $51.74 / 4.31% / 29.59% |
65.41% / $222.00 |
$8.00 / $21.00 / $13.00 / 115 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
230.00 |
39.64% |
$21.00 / 258 |
$21.40 / 54 |
40 / 277 |
68.873160% |
-0.392200 |
-0.260631 |
0.004699 |
0.359091 |
-0.188593 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
27.77% |
$12.70 / 241 |
$13.00 / 115 |
28 / 385 |
69.874296% |
-0.295771 |
-0.236795 |
0.004224 |
0.322799 |
-0.138185 |
|
712 |
Legs |
12/15(81) |
PUT |
230.00 / 200.00 |
$1,200 / $1,800 / 0.67 |
60.87% / $113.57 / 6.31% / 28.73% |
66.96% / $218.00 |
$12.00 / $25.00 / $13.00 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
230.00 |
39.13% |
$25.00 / 39 |
$25.30 / 50 |
16 / 127 |
66.490504% |
-0.381371 |
-0.208379 |
0.003816 |
0.434952 |
-0.290397 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
25.16% |
$12.70 / 86 |
$13.00 / 55 |
7 / 294 |
67.784232% |
-0.263440 |
-0.181566 |
0.003270 |
0.372636 |
-0.192022 |
|
336 |
Legs |
12/15(81) |
PUT |
220.00 / 210.00 |
$390 / $610 / 0.64 |
65.99% / $56.78 / 9.31% / 44.40% |
67.87% / $216.10 |
$3.90 / $20.40 / $16.50 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
220.00 |
34.01% |
$20.40 / 11 |
$20.60 / 25 |
3 / 90 |
66.875528% |
-0.341959 |
-0.201992 |
0.003677 |
0.419024 |
-0.256547 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
29.34% |
$16.30 / 31 |
$16.50 / 38 |
4 / 101 |
67.305468% |
-0.302487 |
-0.193047 |
0.003494 |
0.398227 |
-0.223652 |
|
|
703 |
|
11/17(53) |
CALL |
87.50 / 90.00 |
$110 / $140 / 0.79 |
55.15% / $1.82 / 1.30% / 8.23% |
60.46% / $88.60 |
$1.10 / $3.60 / $2.50 / 6 |
39 / 26.27% / 18 |
5 |
Legs |
Vertical |
Bearish |
$85.93 (-0.95%) / 508K |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
87.50 |
44.85% |
$3.60 / 6 |
$3.70 / 40 |
14 / 42 |
29.181968% |
0.500585 |
-0.041303 |
0.034879 |
0.135908 |
0.061107 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
90.00 |
33.16% |
$2.35 / 74 |
$2.50 / 28 |
24 / 37 |
27.450585% |
0.416098 |
-0.040225 |
0.034138 |
0.133022 |
0.051267 |
|
607 |
Legs |
11/17(53) |
CALL |
87.50 / 95.00 |
$255 / $495 / 0.52 |
55.15% / $8.45 / 1.71% / 10.95% |
67.06% / $90.05 |
$2.55 / $3.60 / $1.05 / 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 |
87.50 |
44.85% |
$3.60 / 6 |
$3.70 / 40 |
14 / 42 |
29.181968% |
0.500585 |
-0.041303 |
0.034879 |
0.135908 |
0.061107 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
95.00 |
15.31% |
$0.90 / 43 |
$1.05 / 40 |
0 / 284 |
26.040464% |
0.267028 |
-0.033706 |
0.028810 |
0.112262 |
0.033389 |
|
871 |
Legs |
12/15(81) |
CALL |
87.50 / 97.50 |
$325 / $675 / 0.48 |
54.45% / $7.00 / 1.04% / 4.35% |
66.85% / $90.75 |
$3.25 / $4.20 / $0.95 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
87.50 |
45.55% |
$4.20 / 72 |
$4.40 / 42 |
2 / 308 |
27.413467% |
0.512942 |
-0.033944 |
0.028479 |
0.165482 |
0.091186 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
97.50 |
14.15% |
$0.75 / 38 |
$0.95 / 39 |
0 / 125 |
23.498443% |
0.261694 |
-0.027408 |
0.023328 |
0.135553 |
0.048012 |
|
517 |
Legs |
11/17(53) |
CALL |
87.50 / 97.50 |
$295 / $705 / 0.42 |
55.15% / $32.99 / 4.68% / 32.42% |
68.78% / $90.45 |
$2.95 / $3.60 / $0.65 / 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) |
CALL |
87.50 |
44.85% |
$3.60 / 6 |
$3.70 / 40 |
14 / 42 |
29.181968% |
0.500585 |
-0.041303 |
0.034879 |
0.135908 |
0.061107 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
97.50 |
9.59% |
$0.50 / 156 |
$0.65 / 93 |
1 / 139 |
25.566914% |
0.206417 |
-0.029180 |
0.025007 |
0.097439 |
0.025962 |
|
844 |
Legs |
12/15(81) |
CALL |
87.50 / 100.00 |
$360 / $890 / 0.40 |
54.45% / $30.94 / 3.48% / 15.15% |
68.08% / $91.10 |
$3.60 / $4.20 / $0.60 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
87.50 |
45.55% |
$4.20 / 72 |
$4.40 / 42 |
2 / 308 |
27.413467% |
0.512942 |
-0.033944 |
0.028479 |
0.165482 |
0.091186 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
100.00 |
9.70% |
$0.40 / 69 |
$0.60 / 33 |
0 / 229 |
22.860424% |
0.213222 |
-0.024443 |
0.020853 |
0.121168 |
0.039343 |
|
45 |
Legs |
11/17(53) |
CALL |
90.00 / 95.00 |
$130 / $370 / 0.35 |
66.84% / $2.05 / 0.55% / 3.45% |
72.29% / $91.30 |
$1.30 / $2.35 / $1.05 / 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) |
CALL |
90.00 |
33.16% |
$2.35 / 74 |
$2.50 / 28 |
24 / 37 |
27.450585% |
0.416098 |
-0.040225 |
0.034138 |
0.133022 |
0.051267 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
95.00 |
15.31% |
$0.90 / 43 |
$1.05 / 40 |
0 / 284 |
26.040464% |
0.267028 |
-0.033706 |
0.028810 |
0.112262 |
0.033389 |
|
|
724 |
|
11/17(53) |
CALL |
97.50 / 100.00 |
$110 / $140 / 0.79 |
54.62% / $0.35 / 0.25% / 1.53% |
59.81% / $98.60 |
$1.10 / $3.50 / $2.40 / 63 |
41 / 62.07% / 53 |
5 |
Legs |
Vertical |
Bearish |
$96.42 (-0.57%) / 1.21M |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
97.50 |
45.38% |
$3.50 / 63 |
$3.60 / 107 |
270 / 34 |
24.988659% |
0.499803 |
-0.039797 |
0.033658 |
0.151665 |
0.068842 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
100.00 |
33.92% |
$2.25 / 270 |
$2.40 / 426 |
23 / 319 |
23.541901% |
0.417705 |
-0.039204 |
0.032996 |
0.148683 |
0.058018 |
|
642 |
Legs |
11/17(53) |
CALL |
97.50 / 105.00 |
$265 / $485 / 0.55 |
54.62% / $9.05 / 1.87% / 12.02% |
66.72% / $100.15 |
$2.65 / $3.50 / $0.85 / 63 |
|
Underlying |
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 |
97.50 |
45.38% |
$3.50 / 63 |
$3.60 / 107 |
270 / 34 |
24.988659% |
0.499803 |
-0.039797 |
0.033658 |
0.151665 |
0.068842 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
105.00 |
16.12% |
$0.75 / 257 |
$0.85 / 258 |
22 / 895 |
21.484389% |
0.271593 |
-0.033579 |
0.028086 |
0.126559 |
0.038234 |
|
67 |
Legs |
11/17(53) |
CALL |
100.00 / 105.00 |
$140 / $360 / 0.39 |
66.08% / $5.79 / 1.61% / 10.30% |
71.85% / $101.40 |
$1.40 / $2.25 / $0.85 / 258 |
|
Underlying |
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 |
100.00 |
33.92% |
$2.25 / 270 |
$2.40 / 426 |
23 / 319 |
23.541901% |
0.417705 |
-0.039204 |
0.032996 |
0.148683 |
0.058018 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
105.00 |
16.12% |
$0.75 / 257 |
$0.85 / 258 |
22 / 895 |
21.484389% |
0.271593 |
-0.033579 |
0.028086 |
0.126559 |
0.038234 |
|
816 |
Legs |
12/15(81) |
CALL |
97.50 / 110.00 |
$340 / $910 / 0.37 |
54.58% / $13.76 / 1.51% / 6.39% |
67.20% / $100.90 |
$3.40 / $3.90 / $0.50 / 191 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
97.50 |
45.42% |
$3.90 / 708 |
$4.10 / 100 |
3 / 804 |
22.929067% |
0.506113 |
-0.032130 |
0.027447 |
0.184433 |
0.101763 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
110.00 |
10.07% |
$0.40 / 130 |
$0.50 / 191 |
1 / 536 |
20.048755% |
0.213967 |
-0.024081 |
0.020189 |
0.135665 |
0.044497 |
|
448 |
Legs |
11/17(53) |
CALL |
97.50 / 110.00 |
$320 / $930 / 0.34 |
54.62% / $58.17 / 6.25% / 45.14% |
69.03% / $100.70 |
$3.20 / $3.50 / $0.30 / 63 |
|
Underlying |
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 |
97.50 |
45.38% |
$3.50 / 63 |
$3.60 / 107 |
270 / 34 |
24.988659% |
0.499803 |
-0.039797 |
0.033658 |
0.151665 |
0.068842 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
110.00 |
6.21% |
$0.15 / 473 |
$0.30 / 334 |
0 / 4 |
20.708207% |
0.161031 |
-0.024862 |
0.020719 |
0.093360 |
0.022900 |
|
421 |
Legs |
10/20(25) |
CALL |
97.50 / 105.00 |
$185 / $565 / 0.33 |
55.13% / $8.77 / 1.55% / 20.30% |
67.04% / $99.35 |
$1.85 / $2.05 / $0.20 / 37 |
|
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 |
97.50 |
44.87% |
$2.05 / 37 |
$2.15 / 403 |
28 / 1,519 |
21.627283% |
0.487889 |
-0.056590 |
0.047353 |
0.108559 |
0.035149 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
105.00 |
8.70% |
$0.10 / 503 |
$0.20 / 584 |
11 / 1,185 |
18.646841% |
0.188154 |
-0.038665 |
0.032105 |
0.073602 |
0.013831 |
|
|
740 |
|
12/15(81) |
PUT |
70.00 / 65.00 |
$220 / $280 / 0.79 |
60.22% / $25.78 / 9.21% / 43.85% |
63.91% / $67.80 |
$2.20 / $8.40 / $6.20 / 99 |
20 / 10.70% / 95 |
5 |
Legs |
Vertical |
Bullish |
$71.30 (-4.19%) / 6.32M |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
70.00 |
39.78% |
$8.40 / 99 |
$8.50 / 10 |
95 / 1,772 |
71.402870% |
-0.384896 |
-0.065248 |
0.012266 |
0.131988 |
-0.089805 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
65.00 |
31.71% |
$6.10 / 38 |
$6.20 / 195 |
42 / 1,153 |
72.226300% |
-0.321742 |
-0.061773 |
0.011502 |
0.123771 |
-0.073251 |
|
398 |
Legs |
11/17(53) |
PUT |
70.00 / 65.00 |
$210 / $290 / 0.72 |
59.50% / $14.83 / 5.11% / 35.82% |
63.83% / $67.90 |
$2.10 / $6.85 / $4.75 / 130 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
70.00 |
40.50% |
$6.85 / 130 |
$6.95 / 105 |
210 / 1,315 |
71.633125% |
-0.397437 |
-0.081659 |
0.015115 |
0.109065 |
-0.058447 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
30.66% |
$4.65 / 132 |
$4.75 / 551 |
204 / 974 |
72.539732% |
-0.319961 |
-0.076371 |
0.014014 |
0.101121 |
-0.045931 |
|
746 |
Legs |
12/15(81) |
PUT |
70.00 / 60.00 |
$405 / $595 / 0.68 |
60.22% / $38.60 / 6.49% / 29.62% |
66.85% / $65.95 |
$4.05 / $8.40 / $4.35 / 99 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
70.00 |
39.78% |
$8.40 / 99 |
$8.50 / 10 |
95 / 1,772 |
71.402870% |
-0.384896 |
-0.065248 |
0.012266 |
0.131988 |
-0.089805 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
60.00 |
24.85% |
$4.20 / 759 |
$4.35 / 568 |
39 / 1,542 |
73.210806% |
-0.258931 |
-0.056244 |
0.010387 |
0.111772 |
-0.057564 |
|
402 |
Legs |
11/17(53) |
PUT |
70.00 / 60.00 |
$380 / $620 / 0.61 |
59.50% / $22.14 / 3.57% / 24.04% |
67.13% / $66.20 |
$3.80 / $6.85 / $3.05 / 95 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
70.00 |
40.50% |
$6.85 / 130 |
$6.95 / 105 |
210 / 1,315 |
71.633125% |
-0.397437 |
-0.081659 |
0.015115 |
0.109065 |
-0.058447 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
22.54% |
$2.97 / 947 |
$3.05 / 95 |
104 / 1,453 |
73.679076% |
-0.244382 |
-0.067530 |
0.012303 |
0.088776 |
-0.034288 |
|
738 |
Legs |
12/15(81) |
PUT |
70.00 / 55.00 |
$554 / $946 / 0.59 |
60.22% / $51.50 / 5.44% / 24.46% |
69.09% / $64.46 |
$5.54 / $8.40 / $2.86 / 99 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
70.00 |
39.78% |
$8.40 / 99 |
$8.50 / 10 |
95 / 1,772 |
71.402870% |
-0.384896 |
-0.065248 |
0.012266 |
0.131988 |
-0.089805 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
55.00 |
19.19% |
$2.77 / 797 |
$2.86 / 169 |
107 / 790 |
74.372043% |
-0.198647 |
-0.048794 |
0.008948 |
0.096283 |
-0.043156 |
|
224 |
Legs |
12/15(81) |
PUT |
65.00 / 60.00 |
$175 / $325 / 0.54 |
68.29% / $23.67 / 7.28% / 33.67% |
70.83% / $63.25 |
$1.75 / $6.10 / $4.35 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
65.00 |
31.71% |
$6.10 / 38 |
$6.20 / 195 |
42 / 1,153 |
72.226300% |
-0.321742 |
-0.061773 |
0.011502 |
0.123771 |
-0.073251 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
60.00 |
24.85% |
$4.20 / 759 |
$4.35 / 568 |
39 / 1,542 |
73.210806% |
-0.258931 |
-0.056244 |
0.010387 |
0.111772 |
-0.057564 |
|
|
912 |
|
12/15(81) |
CALL |
62.50 / 65.00 |
$110 / $140 / 0.79 |
54.05% / $0.57 / 0.41% / 1.70% |
60.60% / $63.60 |
$1.10 / $2.70 / $1.60 / 1 |
30 / 42.98% / 43 |
5 |
Legs |
Vertical |
Bearish |
$61.58 (+0.41%) / 2.67M |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
62.50 |
45.95% |
$2.70 / 1 |
$2.75 / 253 |
405 / 216 |
23.954041% |
0.512705 |
-0.023023 |
0.043043 |
0.118333 |
0.065684 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
31.65% |
$1.50 / 164 |
$1.60 / 149 |
5 / 188 |
22.225542% |
0.408977 |
-0.022230 |
0.042003 |
0.115473 |
0.053076 |
|
861 |
Legs |
12/15(81) |
CALL |
62.50 / 70.00 |
$225 / $525 / 0.43 |
54.05% / $7.74 / 1.47% / 6.23% |
67.03% / $64.75 |
$2.25 / $2.70 / $0.45 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
62.50 |
45.95% |
$2.70 / 1 |
$2.75 / 253 |
405 / 216 |
23.954041% |
0.512705 |
-0.023023 |
0.043043 |
0.118333 |
0.065684 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
70.00 |
11.74% |
$0.40 / 12 |
$0.45 / 306 |
0 / 12 |
21.301932% |
0.233888 |
-0.017323 |
0.033191 |
0.091248 |
0.030948 |
|
445 |
Legs |
11/17(53) |
CALL |
62.50 / 70.00 |
$190 / $560 / 0.34 |
54.95% / $23.87 / 4.26% / 29.22% |
68.27% / $64.40 |
$1.90 / $2.10 / $0.20 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
62.50 |
45.05% |
$2.10 / 173 |
$2.20 / 8 |
7 / 1,850 |
23.958697% |
0.499426 |
-0.027878 |
0.052694 |
0.097145 |
0.043867 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
70.00 |
7.32% |
$0.15 / 684 |
$0.20 / 10 |
0 / 580 |
20.795177% |
0.176602 |
-0.017729 |
0.034323 |
0.063276 |
0.015991 |
|
877 |
Legs |
12/15(81) |
CALL |
62.50 / 75.00 |
$250 / $1,000 / 0.25 |
54.05% / $67.91 / 6.79% / 31.16% |
68.35% / $65.00 |
$2.50 / $2.70 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
62.50 |
45.95% |
$2.70 / 1 |
$2.75 / 253 |
405 / 216 |
23.954041% |
0.512705 |
-0.023023 |
0.043043 |
0.118333 |
0.065684 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
3.22% |
0 / 0 |
$0.20 / 231 |
0 / 5 |
24.585120% |
0.117349 |
-0.011043 |
0.021341 |
0.058671 |
0.015740 |
|
609 |
Legs |
12/15(81) |
PUT |
60.00 / 52.50 |
$130 / $620 / 0.21 |
65.00% / $3.21 / 0.52% / 2.16% |
71.87% / $58.70 |
$1.30 / $1.80 / $0.50 / 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) |
PUT |
60.00 |
35.00% |
$1.80 / 10 |
$1.85 / 40 |
4 / 130 |
24.123303% |
-0.375238 |
-0.018708 |
0.041020 |
0.112770 |
-0.060133 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
52.50 |
7.32% |
$0.45 / 94 |
$0.50 / 194 |
4 / 5 |
29.933850% |
-0.112710 |
-0.009852 |
0.020738 |
0.057013 |
-0.017485 |
|
93 |
Legs |
11/17(53) |
CALL |
65.00 / 70.00 |
$80 / $420 / 0.19 |
72.04% / $5.48 / 1.31% / 8.29% |
76.65% / $65.80 |
$0.80 / $1.00 / $0.20 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
65.00 |
27.96% |
$1.00 / 1,255 |
$1.15 / 370 |
4 / 3,557 |
22.314160% |
0.373728 |
-0.026215 |
0.050089 |
0.092342 |
0.033240 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
70.00 |
7.32% |
$0.15 / 684 |
$0.20 / 10 |
0 / 580 |
20.795177% |
0.176602 |
-0.017729 |
0.034323 |
0.063276 |
0.015991 |
|
|
835 |
|
11/17(53) |
CALL |
141.00 / 145.00 |
$175 / $225 / 0.78 |
52.00% / $1.43 / 0.64% / 3.97% |
62.19% / $142.75 |
$1.75 / $2.80 / $1.05 / 168 |
77 / 58.01% / 25 |
5 |
Legs |
Vertical |
Bearish |
$139.70 (-0.34%) / 2.62M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
141.00 |
48.00% |
$2.80 / 168 |
$3.00 / 449 |
0 / 24 |
13.256079% |
0.503632 |
-0.036579 |
0.041781 |
0.220398 |
0.104641 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
145.00 |
26.09% |
$0.95 / 5 |
$1.05 / 293 |
18 / 199 |
11.241277% |
0.343658 |
-0.033008 |
0.038591 |
0.203572 |
0.072041 |
|
803 |
Legs |
11/17(53) |
CALL |
141.00 / 146.00 |
$205 / $295 / 0.70 |
52.00% / $1.89 / 0.64% / 4.01% |
63.86% / $143.05 |
$2.05 / $2.80 / $0.75 / 74 |
|
Underlying |
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 |
141.00 |
48.00% |
$2.80 / 168 |
$3.00 / 449 |
0 / 24 |
13.256079% |
0.503632 |
-0.036579 |
0.041781 |
0.220398 |
0.104641 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
146.00 |
21.61% |
$0.65 / 132 |
$0.75 / 74 |
4 / 123 |
10.800265% |
0.307233 |
-0.031399 |
0.036871 |
0.194497 |
0.064525 |
|
503 |
Legs |
11/17(53) |
CALL |
142.00 / 145.00 |
$120 / $180 / 0.67 |
57.90% / $4.13 / 2.30% / 14.96% |
64.69% / $143.20 |
$1.20 / $2.25 / $1.05 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
142.00 |
42.10% |
$2.25 / 55 |
$2.40 / 338 |
4 / 102 |
12.714388% |
0.462229 |
-0.036184 |
0.041615 |
0.219525 |
0.096275 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
145.00 |
26.09% |
$0.95 / 5 |
$1.05 / 293 |
18 / 199 |
11.241277% |
0.343658 |
-0.033008 |
0.038591 |
0.203572 |
0.072041 |
|
477 |
Legs |
11/17(53) |
CALL |
142.00 / 146.00 |
$150 / $250 / 0.60 |
57.90% / $5.02 / 2.01% / 13.00% |
66.31% / $143.50 |
$1.50 / $2.25 / $0.75 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
142.00 |
42.10% |
$2.25 / 55 |
$2.40 / 338 |
4 / 102 |
12.714388% |
0.462229 |
-0.036184 |
0.041615 |
0.219525 |
0.096275 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
146.00 |
21.61% |
$0.65 / 132 |
$0.75 / 74 |
4 / 123 |
10.800265% |
0.307233 |
-0.031399 |
0.036871 |
0.194497 |
0.064525 |
|
758 |
Legs |
11/17(53) |
CALL |
141.00 / 147.00 |
$225 / $375 / 0.60 |
52.00% / $1.94 / 0.52% / 3.21% |
64.96% / $143.25 |
$2.25 / $2.80 / $0.55 / 168 |
|
Underlying |
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 |
141.00 |
48.00% |
$2.80 / 168 |
$3.00 / 449 |
0 / 24 |
13.256079% |
0.503632 |
-0.036579 |
0.041781 |
0.220398 |
0.104641 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
147.00 |
17.63% |
$0.45 / 30 |
$0.55 / 178 |
4 / 134 |
10.626943% |
0.272838 |
-0.029588 |
0.034881 |
0.184001 |
0.057401 |
|
476 |
Legs |
10/20(25) |
CALL |
141.00 / 147.00 |
$145 / $455 / 0.32 |
54.05% / $1.08 / 0.24% / 2.88% |
65.76% / $142.45 |
$1.45 / $1.65 / $0.20 / 92 |
|
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 |
141.00 |
45.95% |
$1.65 / 92 |
$1.80 / 151 |
1 / 8 |
11.979717% |
0.484882 |
-0.049970 |
0.058658 |
0.157430 |
0.052085 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
147.00 |
9.00% |
$0.05 / 839 |
$0.20 / 759 |
15 / 220 |
10.456418% |
0.184268 |
-0.032459 |
0.039225 |
0.105274 |
0.020020 |
|
|
638 |
|
10/20(25) |
CALL |
177.50 / 180.00 |
$109 / $141 / 0.77 |
55.44% / $1.29 / 0.92% / 11.57% |
60.36% / $178.59 |
$1.09 / $2.93 / $1.84 / 35 |
99 / 100.00% / 39 |
5 |
Legs |
Vertical |
Bearish |
$175.30 (-0.05%) / 4.54M |
|
Earnings: 10/11 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
177.50 |
44.56% |
$2.93 / 35 |
$2.99 / 128 |
228 / 283 |
17.077670% |
0.481509 |
-0.088065 |
0.032256 |
0.197600 |
0.063903 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
180.00 |
33.57% |
$1.80 / 37 |
$1.84 / 92 |
43 / 6,623 |
16.189251% |
0.402853 |
-0.085133 |
0.031342 |
0.192003 |
0.053709 |
|
396 |
Legs |
10/20(25) |
CALL |
177.50 / 187.50 |
$262 / $738 / 0.36 |
55.44% / $4.53 / 0.61% / 7.61% |
66.92% / $180.12 |
$2.62 / $2.93 / $0.31 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
177.50 |
44.56% |
$2.93 / 35 |
$2.99 / 128 |
228 / 283 |
17.077670% |
0.481509 |
-0.088065 |
0.032256 |
0.197600 |
0.063903 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
187.50 |
10.34% |
$0.27 / 154 |
$0.31 / 374 |
11 / 331 |
15.246618% |
0.203572 |
-0.061649 |
0.022929 |
0.140465 |
0.027429 |
|
474 |
Legs |
10/20(25) |
CALL |
177.50 / 190.00 |
$277 / $973 / 0.29 |
55.44% / $33.95 / 3.49% / 50.92% |
67.54% / $180.27 |
$2.77 / $2.93 / $0.16 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
177.50 |
44.56% |
$2.93 / 35 |
$2.99 / 128 |
228 / 283 |
17.077670% |
0.481509 |
-0.088065 |
0.032256 |
0.197600 |
0.063903 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
190.00 |
6.24% |
$0.15 / 31 |
$0.16 / 8 |
35 / 3,606 |
15.488659% |
0.154302 |
-0.051653 |
0.019255 |
0.117960 |
0.020847 |
|
309 |
Legs |
11/17(53) |
CALL |
180.00 / 195.00 |
$296 / $1,204 / 0.25 |
61.70% / $23.04 / 1.91% / 12.34% |
70.38% / $182.96 |
$2.96 / $3.20 / $0.24 / 301 |
|
Underlying |
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 |
38.30% |
$3.20 / 548 |
$3.30 / 238 |
196 / 1,589 |
16.516529% |
0.443982 |
-0.062760 |
0.022769 |
0.274153 |
0.113731 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
195.00 |
7.15% |
$0.18 / 334 |
$0.24 / 301 |
170 / 666 |
14.712766% |
0.169734 |
-0.039523 |
0.014603 |
0.175829 |
0.044381 |
|
117 |
Legs |
10/27(32) |
CALL |
180.00 / 190.00 |
$189 / $811 / 0.23 |
64.76% / $1.80 / 0.22% / 2.18% |
71.61% / $181.89 |
$1.89 / $2.14 / $0.25 / 320 |
|
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 |
180.00 |
35.24% |
$2.14 / 320 |
$2.26 / 241 |
31 / 198 |
16.240286% |
0.416937 |
-0.077339 |
0.028350 |
0.215593 |
0.068563 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
190.00 |
8.47% |
$0.17 / 412 |
$0.25 / 518 |
15 / 846 |
14.723254% |
0.183387 |
-0.051988 |
0.019306 |
0.146820 |
0.030577 |
|
566 |
Legs |
10/20(25) |
CALL |
177.50 / 192.50 |
$283 / $1,217 / 0.23 |
55.44% / $67.88 / 5.58% / 91.80% |
67.79% / $180.33 |
$2.83 / $2.93 / $0.10 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
177.50 |
44.56% |
$2.93 / 35 |
$2.99 / 128 |
228 / 283 |
17.077670% |
0.481509 |
-0.088065 |
0.032256 |
0.197600 |
0.063903 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
192.50 |
3.57% |
$0.09 / 8 |
$0.10 / 120 |
8 / 61 |
16.173646% |
0.114115 |
-0.041893 |
0.015647 |
0.095856 |
0.015454 |
|
|
907 |
|
12/15(81) |
CALL |
165.00 / 170.00 |
$217 / $283 / 0.77 |
54.23% / $2.31 / 0.82% / 3.41% |
61.62% / $167.17 |
$2.17 / $4.75 / $2.58 / 36 |
46 / 24.93% / 39 |
5 |
Legs |
Vertical |
Bearish |
$162.35 (+0.27%) / 4.41M |
|
Earnings: 11/21 / Ex-Div: 12/07 ($0.57) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
165.00 |
45.77% |
$4.75 / 425 |
$4.90 / 385 |
10 / 5,937 |
16.346729% |
0.497142 |
-0.043884 |
0.024747 |
0.312681 |
0.174687 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
170.00 |
29.51% |
$2.53 / 25 |
$2.58 / 36 |
136 / 7,702 |
15.184410% |
0.378638 |
-0.040734 |
0.023616 |
0.298394 |
0.134331 |
|
621 |
Legs |
11/17(53) |
CALL |
165.00 / 170.00 |
$204 / $296 / 0.69 |
56.38% / $8.03 / 2.71% / 17.86% |
64.73% / $167.04 |
$2.04 / $3.90 / $1.86 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
165.00 |
43.62% |
$3.90 / 338 |
$4.00 / 265 |
557 / 4,780 |
17.402899% |
0.477506 |
-0.052067 |
0.030208 |
0.255955 |
0.114227 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
|