748 |
NKE |
09/29(4) |
CALL |
102.00 / 103.00 |
$4 / $96 / 0.04 |
98.73% / $3.02 / 3.15% / 267.90% |
98.75% / $102.04 |
$0.04 / $0.23 / $0.19 / 4 |
95 / 81.40% / 64 |
5 |
Legs |
Vertical |
Bearish |
$90.90 (-0.75%) / 9.29M |
|
Earnings: 10/05 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
NKE |
Short (Sell) |
09/29/2023 (W) |
CALL |
102.00 |
1.27% |
$0.23 / 42 |
$0.24 / 25 |
47 / 1,630 |
52.131110% |
0.071590 |
-0.059067 |
0.019922 |
0.018409 |
0.001382 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
103.00 |
0.77% |
$0.18 / 129 |
$0.19 / 4 |
132 / 858 |
52.652687% |
0.055517 |
-0.048434 |
0.016343 |
0.015102 |
0.001073 |
|
751 |
Legs |
09/29(4) |
PUT |
81.00 / 80.00 |
$4 / $96 / 0.04 |
98.12% / $2.54 / 2.65% / 199.62% |
98.16% / $80.96 |
$0.04 / $0.23 / $0.19 / 210 |
|
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 |
81.00 |
1.88% |
$0.23 / 210 |
$0.25 / 434 |
36 / 65 |
55.358804% |
-0.055159 |
-0.047327 |
0.016260 |
0.015025 |
-0.001137 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
80.00 |
1.15% |
$0.18 / 1 |
$0.19 / 283 |
1,217 / 828 |
56.467490% |
-0.039062 |
-0.035903 |
0.012327 |
0.011391 |
-0.000804 |
|
690 |
Legs |
09/29(4) |
CALL |
101.00 / 102.00 |
$5 / $95 / 0.05 |
97.94% / $3.39 / 3.57% / 335.84% |
97.99% / $101.05 |
$0.05 / $0.29 / $0.24 / 22 |
|
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 |
101.00 |
2.06% |
$0.29 / 22 |
$0.30 / 20 |
144 / 714 |
51.480702% |
0.091224 |
-0.070960 |
0.023920 |
0.022104 |
0.001758 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
102.00 |
1.27% |
$0.23 / 42 |
$0.24 / 25 |
47 / 1,630 |
52.131110% |
0.071590 |
-0.059067 |
0.019922 |
0.018409 |
0.001382 |
|
692 |
Legs |
09/29(4) |
CALL |
101.00 / 103.00 |
$10 / $190 / 0.05 |
97.94% / $7.64 / 4.02% / 423.72% |
98.04% / $101.10 |
$0.10 / $0.29 / $0.19 / 4 |
|
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 |
101.00 |
2.06% |
$0.29 / 22 |
$0.30 / 20 |
144 / 714 |
51.480702% |
0.091224 |
-0.070960 |
0.023920 |
0.022104 |
0.001758 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
103.00 |
0.77% |
$0.18 / 129 |
$0.19 / 4 |
132 / 858 |
52.652687% |
0.055517 |
-0.048434 |
0.016343 |
0.015102 |
0.001073 |
|
724 |
Legs |
09/29(4) |
CALL |
101.00 / 104.00 |
$13 / $287 / 0.05 |
97.94% / $10.58 / 3.69% / 357.73% |
98.06% / $101.13 |
$0.13 / $0.29 / $0.16 / 22 |
|
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 |
101.00 |
2.06% |
$0.29 / 22 |
$0.30 / 20 |
144 / 714 |
51.480702% |
0.091224 |
-0.070960 |
0.023920 |
0.022104 |
0.001758 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
104.00 |
0.45% |
$0.15 / 104 |
$0.16 / 68 |
51 / 2,500 |
53.852605% |
0.042550 |
-0.039140 |
0.013213 |
0.012209 |
0.000824 |
|
620 |
Legs |
10/06(11) |
CALL |
103.00 / 104.00 |
$4 / $96 / 0.04 |
96.02% / $0.57 / 0.59% / 14.49% |
96.06% / $103.04 |
$0.04 / $0.29 / $0.25 / 34 |
|
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 |
103.00 |
3.98% |
$0.29 / 43 |
$0.30 / 40 |
3 / 559 |
42.557728% |
0.128364 |
-0.066541 |
0.022331 |
0.038690 |
0.004565 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
104.00 |
2.95% |
$0.24 / 17 |
$0.25 / 34 |
6 / 280 |
43.154095% |
0.109757 |
-0.059539 |
0.019993 |
0.034639 |
0.003910 |
|
|
|
701 |
KMX |
09/29(4) |
PUT |
65.00 / 62.00 |
$15 / $285 / 0.05 |
97.55% / $11.11 / 3.90% / 398.51% |
97.67% / $64.85 |
$0.15 / $0.40 / $0.25 / 215 |
99 / 100.00% / 30 |
5 |
Legs |
Vertical |
Bullish |
$76.90 (-2.53%) / 1.9M |
|
Earnings: 10/05 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
KMX |
Short (Sell) |
09/29/2023 (W) |
PUT |
65.00 |
2.45% |
$0.40 / 215 |
$0.50 / 371 |
11 / 64 |
90.114356% |
-0.055913 |
-0.059779 |
0.013155 |
0.012850 |
-0.000991 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
62.00 |
0.81% |
$0.20 / 100 |
$0.25 / 260 |
0 / 1 |
92.499939% |
-0.021960 |
-0.027840 |
0.006117 |
0.005976 |
-0.000387 |
|
734 |
Legs |
09/29(4) |
PUT |
65.00 / 60.00 |
$20 / $480 / 0.04 |
97.55% / $16.46 / 3.43% / 312.27% |
97.71% / $64.80 |
$0.20 / $0.40 / $0.20 / 215 |
|
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 |
65.00 |
2.45% |
$0.40 / 215 |
$0.50 / 371 |
11 / 64 |
90.114356% |
-0.055913 |
-0.059779 |
0.013155 |
0.012850 |
-0.000991 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
60.00 |
0.36% |
$0.10 / 444 |
$0.20 / 739 |
8 / 51 |
95.852994% |
-0.010454 |
-0.014730 |
0.003234 |
0.003159 |
-0.000183 |
|
717 |
Legs |
09/29(4) |
CALL |
89.00 / 95.00 |
$25 / $575 / 0.04 |
97.36% / $21.60 / 3.76% / 370.60% |
97.58% / $89.25 |
$0.25 / $0.45 / $0.20 / 10 |
|
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 |
89.00 |
2.64% |
$0.45 / 121 |
$0.55 / 150 |
19 / 142 |
78.577922% |
0.108389 |
-0.100609 |
0.021717 |
0.021215 |
0.001736 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
95.00 |
0.26% |
$0.15 / 98 |
$0.20 / 10 |
43 / 171 |
81.617187% |
0.034253 |
-0.040962 |
0.008861 |
0.008656 |
0.000554 |
|
644 |
Legs |
09/29(4) |
PUT |
66.00 / 62.00 |
$25 / $375 / 0.07 |
96.55% / $19.11 / 5.10% / 706.70% |
96.83% / $65.75 |
$0.25 / $0.50 / $0.25 / 236 |
|
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 |
66.00 |
3.45% |
$0.50 / 236 |
$0.60 / 222 |
42 / 477 |
88.960788% |
-0.073143 |
-0.073617 |
0.016210 |
0.015835 |
-0.001299 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
62.00 |
0.81% |
$0.20 / 100 |
$0.25 / 260 |
0 / 1 |
92.499939% |
-0.021960 |
-0.027840 |
0.006117 |
0.005976 |
-0.000387 |
|
668 |
Legs |
09/29(4) |
PUT |
66.00 / 60.00 |
$30 / $570 / 0.05 |
96.55% / $25.19 / 4.42% / 514.94% |
96.88% / $65.70 |
$0.30 / $0.50 / $0.20 / 236 |
|
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 |
66.00 |
3.45% |
$0.50 / 236 |
$0.60 / 222 |
42 / 477 |
88.960788% |
-0.073143 |
-0.073617 |
0.016210 |
0.015835 |
-0.001299 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
60.00 |
0.36% |
$0.10 / 444 |
$0.20 / 739 |
8 / 51 |
95.852994% |
-0.010454 |
-0.014730 |
0.003234 |
0.003159 |
-0.000183 |
|
614 |
Legs |
10/06(11) |
CALL |
90.00 / 95.00 |
$20 / $480 / 0.04 |
93.52% / $3.16 / 0.66% / 16.24% |
93.78% / $90.20 |
$0.20 / $0.50 / $0.30 / 58 |
|
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 |
90.00 |
6.48% |
$0.50 / 143 |
$0.65 / 293 |
0 / 51 |
62.603610% |
0.175125 |
-0.102398 |
0.021984 |
0.040266 |
0.005118 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
95.00 |
2.12% |
$0.20 / 98 |
$0.30 / 58 |
0 / 5 |
63.742211% |
0.098684 |
-0.068848 |
0.014816 |
0.027138 |
0.002912 |
|
|
742 |
SAVE |
12/15(81) |
CALL |
27.50 / 30.00 |
$18 / $232 / 0.08 |
97.48% / $13.72 / 5.91% / 26.77% |
97.61% / $27.68 |
$0.18 / $0.53 / $0.35 / 47 |
95 / 77.84% / 50 |
5 |
Legs |
Vertical |
Bearish |
$16.20 (-0.80%) / 1.31M |
|
Earnings: 10/25 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SAVE |
Short (Sell) |
12/15/2023 (M) |
CALL |
27.50 |
2.52% |
$0.53 / 47 |
$0.75 / 10 |
10 / 88 |
96.312165% |
0.143000 |
-0.009017 |
0.034161 |
0.017652 |
0.004443 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
1.19% |
0 / 0 |
$0.35 / 75 |
0 / 1,262 |
90.037723% |
0.100239 |
-0.007005 |
0.026597 |
0.013744 |
0.003158 |
|
662 |
Legs |
12/15(81) |
CALL |
25.00 / 30.00 |
$40 / $460 / 0.09 |
94.77% / $28.70 / 6.24% / 28.38% |
95.34% / $25.40 |
$0.40 / $0.75 / $0.35 / 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 |
25.00 |
5.23% |
$0.75 / 80 |
$1.30 / 66 |
2 / 498 |
101.092395% |
0.202326 |
-0.011292 |
0.042650 |
0.022039 |
0.006177 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
1.19% |
0 / 0 |
$0.35 / 75 |
0 / 1,262 |
90.037723% |
0.100239 |
-0.007005 |
0.026597 |
0.013744 |
0.003158 |
|
850 |
Legs |
12/15(81) |
CALL |
25.00 / 35.00 |
$45 / $955 / 0.05 |
94.77% / $37.89 / 3.97% / 17.42% |
95.40% / $25.45 |
$0.45 / $0.75 / $0.30 / 80 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
5.23% |
$0.75 / 80 |
$1.30 / 66 |
2 / 498 |
101.092395% |
0.202326 |
-0.011292 |
0.042650 |
0.022039 |
0.006177 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
0.26% |
0 / 0 |
$0.30 / 88 |
0 / 66 |
101.720493% |
0.048659 |
-0.004008 |
0.015268 |
0.007890 |
0.001566 |
|
883 |
Legs |
12/15(81) |
CALL |
25.00 / 32.50 |
$30 / $720 / 0.04 |
94.77% / $21.09 / 2.93% / 12.66% |
95.20% / $25.30 |
$0.30 / $0.75 / $0.45 / 80 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
25.00 |
5.23% |
$0.75 / 80 |
$1.30 / 66 |
2 / 498 |
101.092395% |
0.202326 |
-0.011292 |
0.042650 |
0.022039 |
0.006177 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
32.50 |
0.55% |
0 / 0 |
$0.45 / 148 |
0 / 169 |
104.345816% |
0.069923 |
-0.005336 |
0.020296 |
0.010488 |
0.002228 |
|
54 |
Legs |
11/17(53) |
CALL |
20.00 / 25.00 |
$33 / $467 / 0.07 |
83.82% / $6.06 / 1.30% / 8.24% |
85.48% / $20.33 |
$0.33 / $0.78 / $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 |
20.00 |
16.18% |
$0.78 / 10 |
$1.05 / 300 |
216 / 2,625 |
81.295060% |
0.329129 |
-0.017719 |
0.066835 |
0.023160 |
0.006784 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
25.00 |
2.61% |
$0.25 / 790 |
$0.45 / 5 |
105 / 249 |
86.825397% |
0.133464 |
-0.010458 |
0.039798 |
0.013791 |
0.002881 |
|
185 |
Legs |
12/15(81) |
CALL |
20.00 / 30.00 |
$134 / $866 / 0.16 |
80.01% / $86.37 / 9.97% / 48.06% |
85.74% / $21.34 |
$1.34 / $1.69 / $0.35 / 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 |
20.00 |
19.99% |
$1.69 / 102 |
$1.90 / 5 |
24 / 2,187 |
95.753280% |
0.387268 |
-0.015490 |
0.057929 |
0.029934 |
0.011230 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
1.19% |
0 / 0 |
$0.35 / 75 |
0 / 1,262 |
90.037723% |
0.100239 |
-0.007005 |
0.026597 |
0.013744 |
0.003158 |
|
|
468 |
CTLT |
10/20(25) |
CALL |
55.00 / 60.00 |
$20 / $480 / 0.04 |
97.20% / $17.21 / 3.58% / 52.60% |
97.43% / $55.20 |
$0.20 / $0.25 / $0.05 / 2 |
4 / 3.39% / 11 |
5 |
Legs |
Vertical |
Bearish |
$45.34 (-2.60%) / 1.64M |
|
Earnings: 11/07 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
CTLT |
Short (Sell) |
10/20/2023 (M) |
CALL |
55.00 |
2.80% |
$0.25 / 3 |
$0.30 / 124 |
6 / 2,587 |
47.265574% |
0.109866 |
-0.021197 |
0.029528 |
0.024233 |
0.003741 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
60.00 |
0.25% |
0 / 0 |
$0.05 / 2 |
0 / 2,120 |
46.037766% |
0.031939 |
-0.008034 |
0.011263 |
0.009243 |
0.001101 |
|
178 |
Legs |
11/17(53) |
CALL |
55.00 / 60.00 |
$30 / $470 / 0.06 |
91.36% / $10.13 / 2.16% / 13.99% |
91.97% / $55.30 |
$0.30 / $0.60 / $0.30 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
55.00 |
8.64% |
$0.60 / 16 |
$1.00 / 82 |
3 / 7 |
45.826891% |
0.209094 |
-0.023567 |
0.032227 |
0.051984 |
0.013438 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
2.27% |
$0.05 / 193 |
$0.30 / 20 |
0 / 17 |
40.411780% |
0.104570 |
-0.014732 |
0.020324 |
0.032784 |
0.006830 |
|
590 |
Legs |
12/15(81) |
CALL |
55.00 / 60.00 |
$55 / $445 / 0.12 |
86.88% / $14.24 / 3.20% / 13.89% |
88.11% / $55.55 |
$0.55 / $1.00 / $0.45 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
13.12% |
$1.00 / 7 |
$1.10 / 20 |
0 / 979 |
40.948167% |
0.271241 |
-0.022583 |
0.030424 |
0.073182 |
0.025152 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
5.02% |
$0.20 / 93 |
$0.45 / 24 |
0 / 197 |
37.496860% |
0.164881 |
-0.016733 |
0.022778 |
0.054791 |
0.015572 |
|
6 |
Legs |
11/17(53) |
CALL |
52.50 / 57.50 |
$60 / $440 / 0.14 |
84.67% / $18.40 / 4.18% / 28.60% |
86.55% / $53.10 |
$0.60 / $1.05 / $0.45 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
52.50 |
15.33% |
$1.05 / 8 |
$1.15 / 33 |
0 / 111 |
43.476213% |
0.284027 |
-0.027965 |
0.037998 |
0.061293 |
0.018062 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
57.50 |
4.56% |
$0.15 / 252 |
$0.45 / 32 |
2 / 3 |
39.919836% |
0.149727 |
-0.018997 |
0.026107 |
0.042112 |
0.009707 |
|
22 |
Legs |
11/17(53) |
CALL |
52.50 / 60.00 |
$75 / $675 / 0.11 |
84.67% / $35.57 / 5.27% / 37.07% |
87.00% / $53.25 |
$0.75 / $1.05 / $0.30 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
52.50 |
15.33% |
$1.05 / 8 |
$1.15 / 33 |
0 / 111 |
43.476213% |
0.284027 |
-0.027965 |
0.037998 |
0.061293 |
0.018062 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
2.27% |
$0.05 / 193 |
$0.30 / 20 |
0 / 17 |
40.411780% |
0.104570 |
-0.014732 |
0.020324 |
0.032784 |
0.006830 |
|
47 |
Legs |
10/20(25) |
CALL |
50.00 / 60.00 |
$50 / $950 / 0.05 |
82.27% / $36.36 / 3.83% / 56.94% |
84.81% / $50.50 |
$0.50 / $0.55 / $0.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
50.00 |
17.73% |
$0.55 / 11 |
$0.70 / 123 |
24 / 2,400 |
37.821687% |
0.293991 |
-0.039332 |
0.054143 |
0.044434 |
0.009816 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
60.00 |
0.25% |
0 / 0 |
$0.05 / 2 |
0 / 2,120 |
46.037766% |
0.031939 |
-0.008034 |
0.011263 |
0.009243 |
0.001101 |
|
|
576 |
MA |
11/17(53) |
PUT |
350.00 / 340.00 |
$39 / $961 / 0.04 |
97.16% / $20.07 / 2.09% / 13.53% |
97.24% / $349.61 |
$0.39 / $1.47 / $1.08 / 10 |
37 / 45.32% / 11 |
5 |
Legs |
Vertical |
Bullish |
$402.30 (-0.26%) / 1.89M |
|
Earnings: 10/26 / Ex-Div: 10/05 ($0.57) |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
MA |
Short (Sell) |
11/17/2023 (M) |
PUT |
350.00 |
2.84% |
$1.47 / 16 |
$1.55 / 7 |
0 / 263 |
27.483632% |
-0.062117 |
-0.041058 |
0.002989 |
0.195522 |
-0.041011 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
340.00 |
1.36% |
$1.02 / 19 |
$1.08 / 10 |
1 / 106 |
29.038037% |
-0.034120 |
-0.025591 |
0.001848 |
0.120883 |
-0.022436 |
|
94 |
Legs |
11/03(39) |
PUT |
360.00 / 350.00 |
$42 / $958 / 0.04 |
96.43% / $19.71 / 2.06% / 18.00% |
96.55% / $359.58 |
$0.42 / $1.49 / $1.07 / 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 |
360.00 |
3.57% |
$1.49 / 11 |
$1.59 / 5 |
3 / 5 |
26.866201% |
-0.078139 |
-0.056758 |
0.004106 |
0.202633 |
-0.038750 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
350.00 |
1.53% |
$0.91 / 40 |
$1.07 / 10 |
0 / 1 |
28.406746% |
-0.041112 |
-0.034535 |
0.002477 |
0.122264 |
-0.020304 |
|
506 |
Legs |
11/17(53) |
PUT |
355.00 / 345.00 |
$48 / $952 / 0.05 |
96.00% / $20.56 / 2.16% / 14.02% |
96.13% / $354.52 |
$0.48 / $1.77 / $1.29 / 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 |
355.00 |
4.00% |
$1.77 / 19 |
$1.86 / 7 |
0 / 460 |
26.726180% |
-0.081176 |
-0.050184 |
0.003670 |
0.240113 |
-0.053713 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
345.00 |
1.98% |
$1.23 / 11 |
$1.29 / 5 |
0 / 34 |
28.264848% |
-0.046547 |
-0.032812 |
0.002378 |
0.155591 |
-0.030667 |
|
516 |
Legs |
11/17(53) |
PUT |
355.00 / 340.00 |
$69 / $1,431 / 0.05 |
96.00% / $36.79 / 2.57% / 16.87% |
96.18% / $354.31 |
$0.69 / $1.77 / $1.08 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
355.00 |
4.00% |
$1.77 / 19 |
$1.86 / 7 |
0 / 460 |
26.726180% |
-0.081176 |
-0.050184 |
0.003670 |
0.240113 |
-0.053713 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
340.00 |
1.36% |
$1.02 / 19 |
$1.08 / 10 |
1 / 106 |
29.038037% |
-0.034120 |
-0.025591 |
0.001848 |
0.120883 |
-0.022436 |
|
527 |
Legs |
11/17(53) |
PUT |
355.00 / 335.00 |
$86 / $1,914 / 0.05 |
96.00% / $53.56 / 2.80% / 18.47% |
96.22% / $354.14 |
$0.86 / $1.77 / $0.91 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
355.00 |
4.00% |
$1.77 / 19 |
$1.86 / 7 |
0 / 460 |
26.726180% |
-0.081176 |
-0.050184 |
0.003670 |
0.240113 |
-0.053713 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
335.00 |
0.91% |
$0.82 / 63 |
$0.91 / 26 |
0 / 88 |
29.741650% |
-0.024437 |
-0.019460 |
0.001400 |
0.091601 |
-0.016039 |
|
536 |
Legs |
11/17(53) |
PUT |
355.00 / 330.00 |
$101 / $2,399 / 0.04 |
96.00% / $71.20 / 2.97% / 19.67% |
96.26% / $353.99 |
$1.01 / $1.77 / $0.76 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
355.00 |
4.00% |
$1.77 / 19 |
$1.86 / 7 |
0 / 460 |
26.726180% |
-0.081176 |
-0.050184 |
0.003670 |
0.240113 |
-0.053713 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
330.00 |
0.61% |
$0.72 / 11 |
$0.76 / 16 |
0 / 108 |
30.673581% |
-0.017081 |
-0.014413 |
0.001034 |
0.067626 |
-0.011192 |
|
|
733 |
COST |
09/29(4) |
PUT |
527.50 / 520.00 |
$30 / $720 / 0.04 |
97.11% / $17.56 / 2.44% / 175.12% |
97.21% / $527.20 |
$0.30 / $1.07 / $0.77 / 34 |
99 / 100.00% / 97 |
5 |
Legs |
Vertical |
Bullish |
$558.88 (+0.68%) / 1.53M |
|
Earnings: 09/28 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
COST |
Short (Sell) |
09/29/2023 (W) |
PUT |
527.50 |
2.89% |
$1.07 / 34 |
$1.18 / 55 |
7 / 69 |
32.477284% |
-0.083484 |
-0.245823 |
0.005871 |
0.127610 |
-0.010497 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
520.00 |
1.09% |
$0.67 / 13 |
$0.77 / 82 |
161 / 330 |
34.130823% |
-0.045561 |
-0.153697 |
0.003661 |
0.079578 |
-0.005716 |
|
673 |
Legs |
09/29(4) |
CALL |
595.00 / 600.00 |
$24 / $476 / 0.05 |
96.57% / $11.60 / 2.44% / 174.92% |
96.67% / $595.24 |
$0.24 / $0.98 / $0.74 / 10 |
|
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 |
595.00 |
3.43% |
$0.98 / 10 |
$1.06 / 16 |
328 / 266 |
28.545203% |
0.114315 |
-0.322405 |
0.007392 |
0.160657 |
0.013755 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
600.00 |
1.85% |
$0.67 / 11 |
$0.74 / 12 |
288 / 349 |
28.982389% |
0.083243 |
-0.255116 |
0.005858 |
0.127333 |
0.010030 |
|
687 |
Legs |
09/29(4) |
CALL |
595.00 / 605.00 |
$46 / $954 / 0.05 |
96.57% / $30.04 / 3.15% / 267.78% |
96.75% / $595.46 |
$0.46 / $0.98 / $0.52 / 10 |
|
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 |
595.00 |
3.43% |
$0.98 / 10 |
$1.06 / 16 |
328 / 266 |
28.545203% |
0.114315 |
-0.322405 |
0.007392 |
0.160657 |
0.013755 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
605.00 |
0.94% |
$0.43 / 48 |
$0.52 / 28 |
53 / 189 |
29.315893% |
0.059169 |
-0.195956 |
0.004506 |
0.097942 |
0.007138 |
|
706 |
Legs |
09/29(4) |
CALL |
595.00 / 610.00 |
$61 / $1,439 / 0.04 |
96.57% / $47.11 / 3.27% / 286.92% |
96.81% / $595.61 |
$0.61 / $0.98 / $0.37 / 10 |
|
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 |
595.00 |
3.43% |
$0.98 / 10 |
$1.06 / 16 |
328 / 266 |
28.545203% |
0.114315 |
-0.322405 |
0.007392 |
0.160657 |
0.013755 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
610.00 |
0.46% |
$0.32 / 11 |
$0.37 / 16 |
48 / 323 |
30.095200% |
0.041059 |
-0.146209 |
0.003366 |
0.073166 |
0.004959 |
|
655 |
Legs |
09/29(4) |
PUT |
530.00 / 525.00 |
$28 / $472 / 0.06 |
96.12% / $13.79 / 2.92% / 235.25% |
96.24% / $529.72 |
$0.28 / $1.30 / $1.02 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
530.00 |
3.88% |
$1.30 / 1 |
$1.38 / 58 |
177 / 580 |
32.161173% |
-0.100187 |
-0.281112 |
0.006721 |
0.146077 |
-0.012607 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
525.00 |
2.12% |
$0.90 / 48 |
$1.02 / 57 |
113 / 313 |
32.950280% |
-0.068901 |
-0.212591 |
0.005073 |
0.110255 |
-0.008657 |
|
605 |
Legs |
10/06(11) |
CALL |
600.00 / 610.00 |
$51 / $949 / 0.05 |
93.23% / $6.76 / 0.71% / 17.64% |
93.48% / $600.51 |
$0.51 / $1.17 / $0.66 / 9 |
|
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 |
600.00 |
6.77% |
$1.17 / 13 |
$1.28 / 7 |
74 / 170 |
23.944100% |
0.162520 |
-0.302537 |
0.006865 |
0.279757 |
0.036273 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
610.00 |
3.08% |
$0.59 / 21 |
$0.66 / 9 |
6 / 60 |
24.399827% |
0.106870 |
-0.225859 |
0.005144 |
0.209613 |
0.023925 |
|
|
853 |
ACRS |
12/15(81) |
CALL |
17.50 / 25.00 |
$35 / $715 / 0.05 |
97.11% / $26.36 / 3.69% / 16.12% |
97.32% / $17.85 |
$0.35 / $1.20 / $0.85 / 21 |
71 / 25.96% / 30 |
5 |
Legs |
Vertical |
Bearish |
$6.59 (-3.37%) / 1.02M |
|
Earnings: 11/14 |
|
Bullish / 2 days 11 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) |
CALL |
17.50 |
2.89% |
$1.20 / 30 |
$1.50 / 64 |
0 / 4,793 |
245.337516% |
0.245496 |
-0.010667 |
0.055296 |
0.010059 |
0.002452 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
0.64% |
$0.20 / 43 |
$0.85 / 21 |
0 / 4,252 |
208.141384% |
0.134833 |
-0.007339 |
0.038117 |
0.006934 |
0.001430 |
|
878 |
Legs |
12/15(81) |
CALL |
17.50 / 30.00 |
$60 / $1,190 / 0.05 |
97.11% / $52.43 / 4.41% / 19.48% |
97.46% / $18.10 |
$0.60 / $1.20 / $0.60 / 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 |
17.50 |
2.89% |
$1.20 / 30 |
$1.50 / 64 |
0 / 4,793 |
245.337516% |
0.245496 |
-0.010667 |
0.055296 |
0.010059 |
0.002452 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
0.26% |
0 / 0 |
$0.60 / 1 |
21 / 5,996 |
233.005173% |
0.094084 |
-0.005673 |
0.029486 |
0.005364 |
0.001023 |
|
743 |
Legs |
12/15(81) |
CALL |
16.00 / 25.00 |
$55 / $845 / 0.07 |
95.98% / $43.21 / 5.11% / 22.86% |
96.44% / $16.55 |
$0.55 / $1.40 / $0.85 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
16.00 |
4.02% |
$1.40 / 30 |
$1.85 / 20 |
0 / 61 |
256.956410% |
0.279462 |
-0.011406 |
0.059091 |
0.010750 |
0.002743 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
0.64% |
$0.20 / 43 |
$0.85 / 21 |
0 / 4,252 |
208.141384% |
0.134833 |
-0.007339 |
0.038117 |
0.006934 |
0.001430 |
|
761 |
Legs |
12/15(81) |
CALL |
16.00 / 22.50 |
$35 / $615 / 0.06 |
95.98% / $23.28 / 3.79% / 16.58% |
96.28% / $16.35 |
$0.35 / $1.40 / $1.05 / 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 |
16.00 |
4.02% |
$1.40 / 30 |
$1.85 / 20 |
0 / 61 |
256.956410% |
0.279462 |
-0.011406 |
0.059091 |
0.010750 |
0.002743 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.50 |
1.03% |
$0.70 / 30 |
$1.05 / 20 |
0 / 298 |
232.060653% |
0.163244 |
-0.008344 |
0.043314 |
0.007880 |
0.001703 |
|
194 |
Legs |
11/17(53) |
CALL |
13.00 / 18.00 |
$30 / $470 / 0.06 |
94.53% / $18.98 / 4.04% / 27.52% |
95.03% / $13.30 |
$0.30 / $1.65 / $1.35 / 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 |
13.00 |
5.47% |
$1.65 / 6 |
$2.00 / 41 |
0 / 739 |
302.977689% |
0.275457 |
-0.013808 |
0.071652 |
0.008741 |
0.001951 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
18.00 |
1.18% |
$0.85 / 30 |
$1.35 / 51 |
0 / 11 |
279.027383% |
0.144828 |
-0.009398 |
0.048865 |
0.005961 |
0.001088 |
|
246 |
Legs |
11/17(53) |
CALL |
13.00 / 17.00 |
$20 / $380 / 0.05 |
94.53% / $9.36 / 2.46% / 16.11% |
94.87% / $13.20 |
$0.20 / $1.65 / $1.45 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
13.00 |
5.47% |
$1.65 / 6 |
$2.00 / 41 |
0 / 739 |
302.977689% |
0.275457 |
-0.013808 |
0.071652 |
0.008741 |
0.001951 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
17.00 |
1.59% |
$0.60 / 630 |
$1.45 / 50 |
0 / 1 |
263.678178% |
0.164125 |
-0.010211 |
0.053079 |
0.006475 |
0.001222 |
|
|
161 |
CMG |
10/27(32) |
PUT |
1620.00 / 1580.00 |
$210 / $3,790 / 0.06 |
96.94% / $120.05 / 3.17% / 35.29% |
97.03% / $1,617.90 |
$2.10 / $9.80 / $7.70 / 6 |
64 / 29.13% / 32 |
5 |
Legs |
Vertical |
Bullish |
$1875.58 (+0.51%) / 201K |
|
Earnings: 10/24 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
CMG |
Short (Sell) |
10/27/2023 (W) |
PUT |
1620.00 |
3.06% |
$9.80 / 7 |
$11.80 / 26 |
0 / 4 |
39.502915% |
-0.064635 |
-0.332047 |
0.000636 |
0.746151 |
-0.125730 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
1580.00 |
1.69% |
$6.00 / 7 |
$7.70 / 6 |
0 / 2 |
39.452344% |
-0.039708 |
-0.226370 |
0.000432 |
0.506307 |
-0.076965 |
|
546 |
Legs |
11/17(53) |
PUT |
1560.00 / 1520.00 |
$180 / $3,820 / 0.05 |
96.61% / $72.09 / 1.89% / 12.17% |
96.68% / $1,558.20 |
$1.80 / $8.90 / $7.10 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
1560.00 |
3.39% |
$8.90 / 7 |
$9.90 / 26 |
0 / 13 |
36.138060% |
-0.062490 |
-0.253790 |
0.000492 |
0.914539 |
-0.194792 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1520.00 |
2.17% |
$6.40 / 10 |
$7.10 / 6 |
0 / 7 |
36.872084% |
-0.041817 |
-0.185310 |
0.000358 |
0.664414 |
-0.129865 |
|
450 |
Legs |
11/17(53) |
PUT |
1580.00 / 1520.00 |
$330 / $5,670 / 0.06 |
95.81% / $151.86 / 2.68% / 17.62% |
95.95% / $1,576.70 |
$3.30 / $10.40 / $7.10 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
1580.00 |
4.19% |
$10.40 / 7 |
$11.00 / 1 |
0 / 5 |
35.483139% |
-0.075189 |
-0.291901 |
0.000568 |
1.054804 |
-0.234847 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1520.00 |
2.17% |
$6.40 / 10 |
$7.10 / 6 |
0 / 7 |
36.872084% |
-0.041817 |
-0.185310 |
0.000358 |
0.664414 |
-0.129865 |
|
496 |
Legs |
11/17(53) |
PUT |
1580.00 / 1550.00 |
$150 / $2,850 / 0.05 |
95.81% / $42.58 / 1.49% / 9.53% |
95.87% / $1,578.50 |
$1.50 / $10.40 / $8.90 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
1580.00 |
4.19% |
$10.40 / 7 |
$11.00 / 1 |
0 / 5 |
35.483139% |
-0.075189 |
-0.291901 |
0.000568 |
1.054804 |
-0.234847 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1550.00 |
3.04% |
$8.10 / 9 |
$8.90 / 5 |
0 / 36 |
36.150806% |
-0.056748 |
-0.235637 |
0.000457 |
0.848004 |
-0.176723 |
|
953 |
Legs |
12/15(81) |
PUT |
1520.00 / 1480.00 |
$180 / $3,820 / 0.05 |
95.57% / $30.38 / 0.80% / 3.32% |
95.64% / $1,518.20 |
$1.80 / $10.00 / $8.20 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
1520.00 |
4.43% |
$10.00 / 6 |
$10.50 / 6 |
0 / 20 |
33.779674% |
-0.071472 |
-0.226650 |
0.000447 |
1.239075 |
-0.337301 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1480.00 |
3.15% |
$6.70 / 29 |
$8.20 / 8 |
0 / 51 |
34.254661% |
-0.051603 |
-0.176709 |
0.000347 |
0.960510 |
-0.242543 |
|
916 |
Legs |
12/15(81) |
CALL |
2280.00 / 2360.00 |
$310 / $7,690 / 0.04 |
95.06% / $34.87 / 0.45% / 1.89% |
95.18% / $2,283.10 |
$3.10 / $8.30 / $5.20 / 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 |
2280.00 |
4.94% |
$8.30 / 4 |
$9.20 / 8 |
0 / 28 |
25.869312% |
0.149747 |
-0.450176 |
0.000764 |
2.115174 |
0.604990 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
2360.00 |
2.53% |
$4.70 / 7 |
$5.20 / 1 |
0 / 4 |
26.163525% |
0.105584 |
-0.350475 |
0.000599 |
1.658081 |
0.429149 |
|
|
990 |
^SPXW |
12/15(81) |
PUT |
3780.00 / 3750.00 |
$120 / $2,880 / 0.04 |
96.87% / $34.42 / 1.20% / 5.03% |
96.89% / $3,778.80 |
$1.20 / $17.80 / $16.60 / 68 |
99 / 95.01% / 44 |
5 |
Legs |
Vertical |
Bullish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 11 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) |
PUT |
3780.00 |
3.13% |
$17.80 / 68 |
$18.10 / 222 |
0 / 146 |
23.020074% |
-0.068055 |
-0.309320 |
0.000292 |
2.752788 |
-0.720831 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3750.00 |
2.58% |
$16.40 / 72 |
$16.60 / 129 |
31 / 152 |
23.455006% |
-0.058525 |
-0.276201 |
0.000259 |
2.447656 |
-0.619140 |
|
993 |
Legs |
12/15(81) |
PUT |
3780.00 / 3740.00 |
$160 / $3,840 / 0.04 |
96.87% / $49.66 / 1.29% / 5.45% |
96.90% / $3,778.40 |
$1.60 / $17.80 / $16.20 / 68 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
3780.00 |
3.13% |
$17.80 / 68 |
$18.10 / 222 |
0 / 146 |
23.020074% |
-0.068055 |
-0.309320 |
0.000292 |
2.752788 |
-0.720831 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3740.00 |
2.42% |
$15.90 / 119 |
$16.20 / 132 |
0 / 15 |
23.603314% |
-0.055577 |
-0.265548 |
0.000249 |
2.350058 |
-0.587721 |
|
994 |
Legs |
12/15(81) |
PUT |
3780.00 / 3730.00 |
$200 / $4,800 / 0.04 |
96.87% / $66.81 / 1.39% / 5.87% |
96.91% / $3,778.00 |
$2.00 / $17.80 / $15.80 / 68 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
3780.00 |
3.13% |
$17.80 / 68 |
$18.10 / 222 |
0 / 146 |
23.020074% |
-0.068055 |
-0.309320 |
0.000292 |
2.752788 |
-0.720831 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3730.00 |
2.27% |
$15.50 / 119 |
$15.80 / 133 |
0 / 92 |
23.762953% |
-0.052740 |
-0.255103 |
0.000239 |
2.254604 |
-0.557504 |
|
986 |
Legs |
12/15(81) |
PUT |
3790.00 / 3750.00 |
$160 / $3,840 / 0.04 |
96.67% / $42.36 / 1.10% / 4.63% |
96.70% / $3,788.40 |
$1.60 / $18.20 / $16.60 / 97 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
3790.00 |
3.33% |
$18.20 / 97 |
$18.50 / 119 |
0 / 246 |
22.840426% |
-0.071466 |
-0.320717 |
0.000303 |
2.858407 |
-0.757277 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3750.00 |
2.58% |
$16.40 / 72 |
$16.60 / 129 |
31 / 152 |
23.455006% |
-0.058525 |
-0.276201 |
0.000259 |
2.447656 |
-0.619140 |
|
989 |
Legs |
12/15(81) |
PUT |
3790.00 / 3740.00 |
$200 / $4,800 / 0.04 |
96.67% / $57.94 / 1.21% / 5.08% |
96.71% / $3,788.00 |
$2.00 / $18.20 / $16.20 / 97 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
3790.00 |
3.33% |
$18.20 / 97 |
$18.50 / 119 |
0 / 246 |
22.840426% |
-0.071466 |
-0.320717 |
0.000303 |
2.858407 |
-0.757277 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3740.00 |
2.42% |
$15.90 / 119 |
$16.20 / 132 |
0 / 15 |
23.603314% |
-0.055577 |
-0.265548 |
0.000249 |
2.350058 |
-0.587721 |
|
560 |
Legs |
11/17(53) |
PUT |
3890.00 / 3880.00 |
$40 / $960 / 0.04 |
96.56% / $6.79 / 0.71% / 4.43% |
96.57% / $3,889.60 |
$0.40 / $13.90 / $13.50 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
3890.00 |
3.44% |
$13.90 / 67 |
$14.10 / 226 |
88 / 152 |
21.893479% |
-0.077769 |
-0.426794 |
0.000395 |
2.496709 |
-0.548195 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
PUT |
3880.00 |
3.19% |
$13.30 / 115 |
$13.50 / 30 |
35 / 277 |
22.014718% |
-0.073452 |
-0.409205 |
0.000378 |
2.390403 |
-0.517555 |
|
|
991 |
^SPX |
12/15(81) |
PUT |
3790.00 / 3750.00 |
$160 / $3,840 / 0.04 |
96.85% / $49.18 / 1.28% / 5.39% |
96.88% / $3,788.40 |
$1.60 / $17.80 / $16.20 / 75 |
99 / 93.26% / 50 |
5 |
Legs |
Vertical |
Bullish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 11 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) |
PUT |
3790.00 |
3.15% |
$17.80 / 1,132 |
$18.00 / 75 |
40 / 233 |
22.763938% |
-0.068698 |
-0.308081 |
0.000297 |
2.774643 |
-0.727816 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3750.00 |
2.43% |
$16.00 / 697 |
$16.20 / 75 |
191 / 16,727 |
23.382809% |
-0.056036 |
-0.264316 |
0.000253 |
2.366902 |
-0.592718 |
|
992 |
Legs |
12/15(81) |
PUT |
3790.00 / 3740.00 |
$200 / $4,800 / 0.04 |
96.85% / $66.28 / 1.38% / 5.83% |
96.89% / $3,788.00 |
$2.00 / $17.80 / $15.80 / 75 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
3790.00 |
3.15% |
$17.80 / 1,132 |
$18.00 / 75 |
40 / 233 |
22.763938% |
-0.068698 |
-0.308081 |
0.000297 |
2.774643 |
-0.727816 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3740.00 |
2.27% |
$15.60 / 678 |
$15.80 / 75 |
0 / 95 |
23.544963% |
-0.053158 |
-0.253870 |
0.000243 |
2.270269 |
-0.562065 |
|
971 |
Legs |
12/15(81) |
PUT |
3800.00 / 3750.00 |
$210 / $4,790 / 0.04 |
96.64% / $67.19 / 1.40% / 5.92% |
96.69% / $3,797.90 |
$2.10 / $18.30 / $16.20 / 75 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
3800.00 |
3.36% |
$18.30 / 1,055 |
$18.50 / 75 |
273 / 50,175 |
22.616221% |
-0.072161 |
-0.319474 |
0.000308 |
2.881578 |
-0.764824 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3750.00 |
2.43% |
$16.00 / 697 |
$16.20 / 75 |
191 / 16,727 |
23.382809% |
-0.056036 |
-0.264316 |
0.000253 |
2.366902 |
-0.592718 |
|
981 |
Legs |
12/15(81) |
PUT |
3800.00 / 3775.00 |
$100 / $2,400 / 0.04 |
96.64% / $22.31 / 0.93% / 3.89% |
96.67% / $3,799.00 |
$1.00 / $18.30 / $17.30 / 75 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
3800.00 |
3.36% |
$18.30 / 1,055 |
$18.50 / 75 |
273 / 50,175 |
22.616221% |
-0.072161 |
-0.319474 |
0.000308 |
2.881578 |
-0.764824 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3775.00 |
2.86% |
$17.10 / 1,258 |
$17.30 / 75 |
54 / 4,446 |
22.995888% |
-0.063729 |
-0.291315 |
0.000280 |
2.617889 |
-0.674763 |
|
983 |
Legs |
12/15(81) |
PUT |
3800.00 / 3770.00 |
$120 / $2,880 / 0.04 |
96.64% / $28.29 / 0.98% / 4.12% |
96.67% / $3,798.80 |
$1.20 / $18.30 / $17.10 / 75 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
3800.00 |
3.36% |
$18.30 / 1,055 |
$18.50 / 75 |
273 / 50,175 |
22.616221% |
-0.072161 |
-0.319474 |
0.000308 |
2.881578 |
-0.764824 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3770.00 |
2.77% |
$16.90 / 482 |
$17.10 / 75 |
35 / 73 |
23.082136% |
-0.062132 |
-0.285818 |
0.000275 |
2.566644 |
-0.657724 |
|
555 |
Legs |
11/17(53) |
PUT |
3910.00 / 3880.00 |
$120 / $2,880 / 0.04 |
96.21% / $18.73 / 0.65% / 4.06% |
96.25% / $3,908.80 |
$1.20 / $14.40 / $13.20 / 310 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
3910.00 |
3.79% |
$14.40 / 1,074 |
$14.70 / 1,572 |
18 / 351 |
21.461320% |
-0.083646 |
-0.445244 |
0.000421 |
2.639653 |
-0.590084 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
PUT |
3880.00 |
2.99% |
$13.00 / 750 |
$13.20 / 310 |
2 / 825 |
21.975410% |
-0.070428 |
-0.392385 |
0.000369 |
2.316081 |
-0.496226 |
|
|
691 |
|
09/29(4) |
PUT |
62.00 / 61.00 |
$5 / $95 / 0.05 |
96.54% / $2.34 / 2.46% / 177.94% |
96.62% / $61.95 |
$0.05 / $0.19 / $0.14 / 209 |
95 / 47.15% / 51 |
5 |
Legs |
Vertical |
Bullish |
$68.86 (+1.41%) / 15.49M |
|
Earnings: 10/05 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
62.00 |
3.46% |
$0.19 / 209 |
$0.20 / 545 |
208 / 403 |
55.081861% |
-0.081361 |
-0.054924 |
0.025504 |
0.015491 |
-0.001289 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
61.00 |
2.07% |
$0.13 / 590 |
$0.14 / 368 |
196 / 481 |
56.205924% |
-0.056214 |
-0.041323 |
0.019170 |
0.011644 |
-0.000888 |
|
729 |
Legs |
09/29(4) |
PUT |
62.00 / 60.00 |
$8 / $192 / 0.04 |
96.54% / $4.28 / 2.23% / 152.25% |
96.67% / $61.92 |
$0.08 / $0.19 / $0.11 / 209 |
|
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 |
62.00 |
3.46% |
$0.19 / 209 |
$0.20 / 545 |
208 / 403 |
55.081861% |
-0.081361 |
-0.054924 |
0.025504 |
0.015491 |
-0.001289 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
60.00 |
1.19% |
$0.10 / 314 |
$0.11 / 884 |
199 / 267 |
58.790984% |
-0.037379 |
-0.029799 |
0.013812 |
0.008389 |
-0.000589 |
|
659 |
Legs |
09/29(4) |
CALL |
77.00 / 78.00 |
$5 / $95 / 0.05 |
96.33% / $2.17 / 2.29% / 158.52% |
96.42% / $77.05 |
$0.05 / $0.18 / $0.13 / 51 |
|
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 |
77.00 |
3.67% |
$0.18 / 51 |
$0.19 / 466 |
165 / 882 |
48.696010% |
0.124100 |
-0.076447 |
0.034692 |
0.021072 |
0.001813 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
78.00 |
2.20% |
$0.12 / 237 |
$0.13 / 366 |
162 / 434 |
48.806615% |
0.095671 |
-0.063364 |
0.028777 |
0.017479 |
0.001401 |
|
686 |
Legs |
09/29(4) |
CALL |
77.00 / 79.00 |
$9 / $191 / 0.05 |
96.33% / $5.00 / 2.62% / 196.12% |
96.49% / $77.09 |
$0.09 / $0.18 / $0.09 / 51 |
|
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 |
77.00 |
3.67% |
$0.18 / 51 |
$0.19 / 466 |
165 / 882 |
48.696010% |
0.124100 |
-0.076447 |
0.034692 |
0.021072 |
0.001813 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
79.00 |
1.27% |
$0.08 / 769 |
$0.09 / 276 |
33 / 76 |
49.124145% |
0.072618 |
-0.051472 |
0.023392 |
0.014209 |
0.001066 |
|
608 |
Legs |
10/06(11) |
CALL |
79.00 / 80.00 |
$5 / $95 / 0.05 |
94.70% / $0.49 / 0.52% / 12.55% |
94.78% / $79.05 |
$0.05 / $0.19 / $0.14 / 6 |
|
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 |
79.00 |
5.30% |
$0.19 / 82 |
$0.20 / 242 |
1 / 20 |
42.369189% |
0.151439 |
-0.064271 |
0.029024 |
0.033054 |
0.004077 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
80.00 |
3.81% |
$0.13 / 173 |
$0.14 / 6 |
6 / 440 |
42.075243% |
0.127475 |
-0.057114 |
0.025813 |
0.029398 |
0.003440 |
|
619 |
Legs |
10/06(11) |
CALL |
79.00 / 81.00 |
$8 / $192 / 0.04 |
94.70% / $0.65 / 0.34% / 8.00% |
94.83% / $79.08 |
$0.08 / $0.19 / $0.11 / 82 |
|
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 |
79.00 |
5.30% |
$0.19 / 82 |
$0.20 / 242 |
1 / 20 |
42.369189% |
0.151439 |
-0.064271 |
0.029024 |
0.033054 |
0.004077 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
81.00 |
2.69% |
$0.10 / 147 |
$0.11 / 313 |
11 / 30 |
42.850677% |
0.106531 |
-0.050251 |
0.022728 |
0.025885 |
0.002881 |
|
|
930 |
|
12/15(81) |
CALL |
55.00 / 60.00 |
$20 / $480 / 0.04 |
96.53% / $9.22 / 1.92% / 8.17% |
96.64% / $55.20 |
$0.20 / $0.55 / $0.35 / 7 |
60 / 20.46% / 86 |
5 |
Legs |
Vertical |
Bearish |
$35.82 (-0.36%) / 7.45M |
|
Earnings: 11/21 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
3.47% |
$0.55 / 114 |
$0.59 / 388 |
4 / 1,023 |
63.525849% |
0.155033 |
-0.018081 |
0.019100 |
0.041506 |
0.010998 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
1.48% |
$0.33 / 172 |
$0.35 / 7 |
0 / 1,287 |
64.628741% |
0.102621 |
-0.013522 |
0.014333 |
0.031146 |
0.007386 |
|
540 |
Legs |
11/17(53) |
PUT |
22.50 / 20.00 |
$12 / $238 / 0.05 |
95.99% / $4.51 / 1.89% / 12.21% |
96.09% / $22.38 |
$0.12 / $0.26 / $0.14 / 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 |
22.50 |
4.01% |
$0.26 / 1 |
$0.27 / 260 |
1 / 43 |
81.173246% |
-0.033208 |
-0.006465 |
0.007243 |
0.010554 |
-0.002103 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
2.29% |
$0.13 / 426 |
$0.14 / 19 |
4 / 107 |
85.259873% |
-0.012173 |
-0.002774 |
0.003095 |
0.004510 |
-0.000760 |
|
329 |
Legs |
11/17(53) |
CALL |
50.00 / 55.00 |
$27 / $473 / 0.06 |
95.62% / $15.43 / 3.26% / 21.79% |
95.87% / $50.27 |
$0.27 / $0.64 / $0.37 / 109 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
50.00 |
4.38% |
$0.64 / 109 |
$0.67 / 47 |
48 / 4,468 |
67.930512% |
0.162358 |
-0.022651 |
0.024041 |
0.035034 |
0.007940 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
55.00 |
1.43% |
$0.34 / 310 |
$0.37 / 388 |
7 / 3,831 |
69.650450% |
0.093175 |
-0.015304 |
0.016307 |
0.023763 |
0.004630 |
|
460 |
Legs |
11/17(53) |
CALL |
50.00 / 60.00 |
$43 / $957 / 0.05 |
95.62% / $33.49 / 3.50% / 23.52% |
96.01% / $50.43 |
$0.43 / $0.64 / $0.21 / 109 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
50.00 |
4.38% |
$0.64 / 109 |
$0.67 / 47 |
48 / 4,468 |
67.930512% |
0.162358 |
-0.022651 |
0.024041 |
0.035034 |
0.007940 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
0.43% |
$0.20 / 138 |
$0.21 / 228 |
12 / 3,030 |
71.819427% |
0.051679 |
-0.009698 |
0.010363 |
0.015101 |
0.002600 |
|
211 |
Legs |
11/17(53) |
PUT |
25.00 / 22.50 |
$20 / $230 / 0.09 |
93.17% / $6.81 / 2.96% / 19.61% |
93.45% / $24.80 |
$0.20 / $0.47 / $0.27 / 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 |
25.00 |
6.83% |
$0.47 / 10 |
$0.48 / 10 |
25 / 270 |
77.114602% |
-0.071671 |
-0.011886 |
0.013381 |
0.019499 |
-0.004610 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
4.01% |
$0.26 / 1 |
$0.27 / 260 |
1 / 43 |
81.173246% |
-0.033208 |
-0.006465 |
0.007243 |
0.010554 |
-0.002103 |
|
281 |
Legs |
11/17(53) |
PUT |
25.00 / 20.00 |
$33 / $467 / 0.07 |
93.17% / $14.36 / 3.07% / 20.44% |
93.62% / $24.67 |
$0.33 / $0.47 / $0.14 / 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 |
25.00 |
6.83% |
$0.47 / 10 |
$0.48 / 10 |
25 / 270 |
77.114602% |
-0.071671 |
-0.011886 |
0.013381 |
0.019499 |
-0.004610 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
2.29% |
$0.13 / 426 |
$0.14 / 19 |
4 / 107 |
85.259873% |
-0.012173 |
-0.002774 |
0.003095 |
0.004510 |
-0.000760 |
|
|
979 |
|
12/15(81) |
PUT |
375.00 / 374.00 |
$4 / $96 / 0.04 |
96.53% / $0.62 / 0.65% / 2.71% |
96.54% / $374.96 |
$0.04 / $1.70 / $1.66 / 284 |
97 / 89.16% / 93 |
5 |
Legs |
Vertical |
Bullish |
$430.60 (-0.18%) / 100.83M |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
375.00 |
3.47% |
$1.70 / 616 |
$1.71 / 842 |
152 / 50,290 |
22.926543% |
-0.071133 |
-0.034080 |
0.002943 |
0.283697 |
-0.075238 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
374.00 |
3.27% |
$1.65 / 1,076 |
$1.66 / 284 |
6 / 2,088 |
23.065014% |
-0.067793 |
-0.032872 |
0.002836 |
0.273387 |
-0.071676 |
|
982 |
Legs |
12/15(81) |
PUT |
375.00 / 373.00 |
$8 / $192 / 0.04 |
96.53% / $1.44 / 0.75% / 3.14% |
96.54% / $374.92 |
$0.08 / $1.70 / $1.62 / 344 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
375.00 |
3.47% |
$1.70 / 616 |
$1.71 / 842 |
152 / 50,290 |
22.926543% |
-0.071133 |
-0.034080 |
0.002943 |
0.283697 |
-0.075238 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
373.00 |
3.08% |
$1.61 / 774 |
$1.62 / 344 |
0 / 396 |
23.233396% |
-0.064567 |
-0.031684 |
0.002731 |
0.263259 |
-0.068237 |
|
984 |
Legs |
12/15(81) |
PUT |
375.00 / 372.00 |
$12 / $288 / 0.04 |
96.53% / $2.46 / 0.86% / 3.58% |
96.55% / $374.88 |
$0.12 / $1.70 / $1.58 / 616 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
375.00 |
3.47% |
$1.70 / 616 |
$1.71 / 842 |
152 / 50,290 |
22.926543% |
-0.071133 |
-0.034080 |
0.002943 |
0.283697 |
-0.075238 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
372.00 |
2.89% |
$1.57 / 562 |
$1.58 / 921 |
2 / 2,491 |
23.399091% |
-0.061453 |
-0.030516 |
0.002628 |
0.253320 |
-0.064920 |
|
985 |
Legs |
12/15(81) |
PUT |
375.00 / 371.00 |
$16 / $384 / 0.04 |
96.53% / $3.68 / 0.96% / 4.02% |
96.56% / $374.84 |
$0.16 / $1.70 / $1.54 / 616 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
375.00 |
3.47% |
$1.70 / 616 |
$1.71 / 842 |
152 / 50,290 |
22.926543% |
-0.071133 |
-0.034080 |
0.002943 |
0.283697 |
-0.075238 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
371.00 |
2.72% |
$1.53 / 452 |
$1.54 / 1,251 |
134 / 1,953 |
23.558755% |
-0.058450 |
-0.029368 |
0.002527 |
0.243576 |
-0.061723 |
|
988 |
Legs |
12/15(81) |
PUT |
375.00 / 370.00 |
$20 / $480 / 0.04 |
96.53% / $5.11 / 1.06% / 4.46% |
96.57% / $374.80 |
$0.20 / $1.70 / $1.50 / 616 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
375.00 |
3.47% |
$1.70 / 616 |
$1.71 / 842 |
152 / 50,290 |
22.926543% |
-0.071133 |
-0.034080 |
0.002943 |
0.283697 |
-0.075238 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
370.00 |
2.55% |
$1.49 / 911 |
$1.50 / 748 |
3,655 / 39,162 |
23.714272% |
-0.055556 |
-0.028243 |
0.002428 |
0.234032 |
-0.058643 |
|
597 |
Legs |
10/13(18) |
PUT |
405.00 / 404.00 |
$4 / $96 / 0.04 |
95.76% / $0.00 / 0.00% / 0.01% |
95.78% / $404.96 |
$0.04 / $0.75 / $0.71 / 194 |
|
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 |
405.00 |
4.24% |
$0.75 / 314 |
$0.76 / 1,763 |
121 / 1,387 |
20.017007% |
-0.099099 |
-0.089236 |
0.007425 |
0.185212 |
-0.026531 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
PUT |
404.00 |
3.75% |
$0.70 / 1,371 |
$0.71 / 194 |
43 / 518 |
20.228609% |
-0.091386 |
-0.084144 |
0.006995 |
0.174485 |
-0.024455 |
|
|
707 |
|
09/29(4) |
CALL |
16.50 / 17.00 |
$2 / $48 / 0.04 |
96.49% / $0.89 / 1.84% / 115.40% |
96.60% / $16.52 |
$0.02 / $0.08 / $0.06 / 1,072 |
99 / 100.00% / 72 |
5 |
Legs |
Vertical |
Bearish |
$14.04 (-2.84%) / 21.3M |
|
Earnings: 09/29 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
16.50 |
3.51% |
$0.08 / 1,072 |
$0.09 / 247 |
641 / 1,749 |
80.275349% |
0.127528 |
-0.023619 |
0.116348 |
0.004374 |
0.000372 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
17.00 |
1.55% |
$0.05 / 1,795 |
$0.06 / 1,369 |
155 / 1,941 |
82.185126% |
0.084770 |
-0.017555 |
0.086555 |
0.003254 |
0.000248 |
|
708 |
Legs |
09/29(4) |
CALL |
16.50 / 17.50 |
$4 / $96 / 0.04 |
96.49% / $2.81 / 2.93% / 236.23% |
96.70% / $16.54 |
$0.04 / $0.08 / $0.04 / 1,072 |
|
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 |
16.50 |
3.51% |
$0.08 / 1,072 |
$0.09 / 247 |
641 / 1,749 |
80.275349% |
0.127528 |
-0.023619 |
0.116348 |
0.004374 |
0.000372 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
17.50 |
0.63% |
$0.03 / 1,611 |
$0.04 / 1,401 |
64 / 1,614 |
83.757794% |
0.054536 |
-0.012482 |
0.061588 |
0.002316 |
0.000161 |
|
709 |
Legs |
09/29(4) |
PUT |
12.00 / 11.00 |
$4 / $96 / 0.04 |
95.53% / $2.43 / 2.54% / 186.22% |
95.79% / $11.96 |
$0.04 / $0.07 / $0.03 / 758 |
|
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 |
12.00 |
4.47% |
$0.07 / 1,463 |
$0.08 / 421 |
478 / 255 |
85.926698% |
-0.084675 |
-0.017240 |
0.086482 |
0.003252 |
-0.000279 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
11.00 |
0.84% |
$0.02 / 1,763 |
$0.03 / 758 |
723 / 378 |
94.849650% |
-0.019662 |
-0.005315 |
0.026599 |
0.001000 |
-0.000064 |
|
727 |
Legs |
09/29(4) |
PUT |
12.00 / 11.50 |
$2 / $48 / 0.04 |
95.53% / $0.56 / 1.16% / 62.49% |
95.66% / $11.98 |
$0.02 / $0.07 / $0.05 / 1,190 |
|
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 |
12.00 |
4.47% |
$0.07 / 1,463 |
$0.08 / 421 |
478 / 255 |
85.926698% |
-0.084675 |
-0.017240 |
0.086482 |
0.003252 |
-0.000279 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
11.50 |
2.02% |
$0.04 / 1,988 |
$0.05 / 1,190 |
19 / 379 |
90.874095% |
-0.043626 |
-0.010285 |
0.051527 |
0.001937 |
-0.000143 |
|
623 |
Legs |
10/06(11) |
PUT |
11.50 / 10.50 |
$4 / $96 / 0.04 |
93.45% / $0.41 / 0.42% / 10.18% |
93.70% / $11.46 |
$0.04 / $0.08 / $0.04 / 495 |
|
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 |
11.50 |
6.55% |
$0.08 / 495 |
$0.09 / 847 |
10 / 87 |
77.497350% |
-0.097765 |
-0.013948 |
0.070264 |
0.004953 |
-0.000619 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
10.50 |
2.32% |
$0.03 / 1,161 |
$0.04 / 1,867 |
0 / 43 |
85.227502% |
-0.034490 |
-0.006187 |
0.031076 |
0.002191 |
-0.000215 |
|
604 |
Legs |
09/29(4) |
CALL |
16.00 / 16.50 |
$4 / $46 / 0.09 |
92.69% / $1.48 / 3.21% / 277.04% |
93.09% / $16.04 |
$0.04 / $0.13 / $0.09 / 247 |
|
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 |
16.00 |
7.31% |
$0.13 / 1,071 |
$0.14 / 5 |
870 / 3,304 |
79.081697% |
0.185291 |
-0.030267 |
0.148923 |
0.005599 |
0.000537 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
16.50 |
3.51% |
$0.08 / 1,072 |
$0.09 / 247 |
641 / 1,749 |
80.275349% |
0.127528 |
-0.023619 |
0.116348 |
0.004374 |
0.000372 |
|
|
570 |
|
11/17(53) |
PUT |
12700.00 / 12550.00 |
$590 / $14,410 / 0.04 |
96.48% / $123.55 / 0.86% / 5.38% |
96.52% / $12,694.10 |
$5.90 / $51.10 / $45.20 / 31 |
91 / 86.36% / 46 |
5 |
Legs |
Vertical |
Bullish |
$14701.0966 (+0.05%) / 837.12M |
|
|
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
12700.00 |
3.52% |
$51.10 / 31 |
$52.30 / 38 |
0 / 7 |
27.457975% |
-0.070320 |
-1.845928 |
0.000080 |
7.883391 |
-1.711203 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
PUT |
12550.00 |
2.74% |
$44.10 / 29 |
$45.20 / 51 |
0 / 6 |
28.110643% |
-0.057251 |
-1.578378 |
0.000068 |
6.717723 |
-1.390657 |
|
547 |
Legs |
11/17(53) |
PUT |
12750.00 / 12600.00 |
$640 / $14,360 / 0.05 |
96.18% / $132.60 / 0.92% / 5.81% |
96.22% / $12,743.60 |
$6.40 / $53.80 / $47.40 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
12750.00 |
3.82% |
$53.80 / 32 |
$54.90 / 47 |
1,756 / 2 |
27.247751% |
-0.075113 |
-1.939206 |
0.000084 |
8.291699 |
-1.828982 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
PUT |
12600.00 |
2.98% |
$46.30 / 41 |
$47.40 / 45 |
0 / 36 |
27.889826% |
-0.061393 |
-1.665386 |
0.000072 |
7.095930 |
-1.492158 |
|
554 |
Legs |
11/17(53) |
PUT |
12750.00 / 12625.00 |
$520 / $11,980 / 0.04 |
96.18% / $88.05 / 0.74% / 4.60% |
96.21% / $12,744.80 |
$5.20 / $53.80 / $48.60 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
12750.00 |
3.82% |
$53.80 / 32 |
$54.90 / 47 |
1,756 / 2 |
27.247751% |
-0.075113 |
-1.939206 |
0.000084 |
8.291699 |
-1.828982 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
PUT |
12625.00 |
3.11% |
$47.40 / 43 |
$48.60 / 51 |
0 / 7 |
27.778723% |
-0.063543 |
-1.709728 |
0.000074 |
7.288997 |
-1.544891 |
|
564 |
Legs |
11/17(53) |
PUT |
12750.00 / 12650.00 |
$400 / $9,600 / 0.04 |
96.18% / $47.19 / 0.49% / 3.06% |
96.21% / $12,746.00 |
$4.00 / $53.80 / $49.80 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
12750.00 |
3.82% |
$53.80 / 32 |
$54.90 / 47 |
1,756 / 2 |
27.247751% |
-0.075113 |
-1.939206 |
0.000084 |
8.291699 |
-1.828982 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
PUT |
12650.00 |
3.24% |
$48.60 / 32 |
$49.80 / 49 |
0 / 1 |
27.671360% |
-0.065748 |
-1.754610 |
0.000076 |
7.484635 |
-1.598966 |
|
528 |
Legs |
11/17(53) |
PUT |
12800.00 / 12650.00 |
$680 / $14,320 / 0.05 |
95.86% / $128.70 / 0.90% / 5.65% |
95.91% / $12,793.20 |
$6.80 / $56.60 / $49.80 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
12800.00 |
4.14% |
$56.60 / 26 |
$57.70 / 46 |
99 / 81 |
27.039527% |
-0.080131 |
-2.034297 |
0.000089 |
8.709013 |
-1.952408 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
PUT |
12650.00 |
3.24% |
$48.60 / 32 |
$49.80 / 49 |
0 / 1 |
27.671360% |
-0.065748 |
-1.754610 |
0.000076 |
7.484635 |
-1.598966 |
|
455 |
Legs |
10/20(25) |
CALL |
14950.00 / 15075.00 |
$5,550 / $6,950 / 0.80 |
55.38% / $37.37 / 0.54% / 6.65% |
57.97% / $15,005.50 |
$55.50 / $252.00 / $196.50 / 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 |
14950.00 |
44.62% |
$252.00 / 11 |
$256.00 / 6 |
1 / 12 |
17.780257% |
0.486094 |
-9.068879 |
0.000333 |
16.638967 |
5.372614 |
NASDAQI / Index |
Long (Buy) |
10/20/2023 (M) |
CALL |
15075.00 |
38.85% |
$193.00 / 10 |
$196.50 / 6 |
14 / 4 |
17.262296% |
0.445162 |
-8.927118 |
0.000330 |
16.491542 |
4.934022 |
|
|
997 |
|
12/15(81) |
PUT |
80.00 / 75.00 |
$20 / $480 / 0.04 |
96.43% / $7.66 / 1.60% / 6.75% |
96.52% / $79.80 |
$0.20 / $0.65 / $0.45 / 5 |
62 / 29.55% / 41 |
5 |
Legs |
Vertical |
Bullish |
$104.50 (-0.95%) / 2.06M |
|
Earnings: 11/28 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
80.00 |
3.57% |
$0.65 / 5 |
$0.68 / 27 |
1 / 21 |
41.855970% |
-0.052104 |
-0.011393 |
0.005507 |
0.054000 |
-0.013801 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
1.81% |
$0.38 / 191 |
$0.45 / 274 |
2 / 15 |
44.472833% |
-0.024138 |
-0.006121 |
0.002932 |
0.028754 |
-0.006339 |
|
891 |
Legs |
12/15(81) |
CALL |
130.00 / 135.00 |
$20 / $480 / 0.04 |
94.89% / $1.86 / 0.39% / 1.61% |
95.02% / $130.20 |
$0.20 / $0.64 / $0.44 / 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 |
130.00 |
5.11% |
$0.64 / 216 |
$0.70 / 110 |
22 / 774 |
30.539781% |
0.156423 |
-0.029158 |
0.012387 |
0.121465 |
0.034843 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
135.00 |
2.70% |
$0.38 / 265 |
$0.44 / 75 |
0 / 131 |
31.007492% |
0.112370 |
-0.023085 |
0.009866 |
0.096739 |
0.025198 |
|
762 |
Legs |
12/15(81) |
PUT |
85.00 / 80.00 |
$35 / $465 / 0.08 |
93.31% / $10.64 / 2.29% / 9.79% |
93.59% / $84.65 |
$0.35 / $1.03 / $0.68 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
85.00 |
6.69% |
$1.03 / 166 |
$1.08 / 32 |
0 / 5 |
39.413637% |
-0.097510 |
-0.018216 |
0.008903 |
0.087295 |
-0.026081 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
3.57% |
$0.65 / 5 |
$0.68 / 27 |
1 / 21 |
41.855970% |
-0.052104 |
-0.011393 |
0.005507 |
0.054000 |
-0.013801 |
|
803 |
Legs |
12/15(81) |
PUT |
85.00 / 75.00 |
$58 / $942 / 0.06 |
93.31% / $26.73 / 2.84% / 12.24% |
93.76% / $84.42 |
$0.58 / $1.03 / $0.45 / 166 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
85.00 |
6.69% |
$1.03 / 166 |
$1.08 / 32 |
0 / 5 |
39.413637% |
-0.097510 |
-0.018216 |
0.008903 |
0.087295 |
-0.026081 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
1.81% |
$0.38 / 191 |
$0.45 / 274 |
2 / 15 |
44.472833% |
-0.024138 |
-0.006121 |
0.002932 |
0.028754 |
-0.006339 |
|
834 |
Legs |
12/15(81) |
PUT |
85.00 / 70.00 |
$73 / $1,427 / 0.05 |
93.31% / $45.61 / 3.20% / 13.87% |
93.88% / $84.27 |
$0.73 / $1.03 / $0.30 / 166 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
85.00 |
6.69% |
$1.03 / 166 |
$1.08 / 32 |
0 / 5 |
39.413637% |
-0.097510 |
-0.018216 |
0.008903 |
0.087295 |
-0.026081 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
0.87% |
$0.19 / 696 |
$0.30 / 362 |
2 / 53 |
46.894263% |
-0.009406 |
-0.002745 |
0.001305 |
0.012800 |
-0.002451 |
|
601 |
Legs |
10/06(11) |
PUT |
98.00 / 90.00 |
$31 / $769 / 0.04 |
89.76% / $20.00 / 2.60% / 80.06% |
90.66% / $97.69 |
$0.31 / $0.37 / $0.06 / 21 |
|
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 |
98.00 |
10.24% |
$0.37 / 21 |
$0.41 / 88 |
0 / 1 |
30.377448% |
-0.170216 |
-0.066305 |
0.031152 |
0.053906 |
-0.007660 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
90.00 |
0.53% |
$0.04 / 69 |
$0.06 / 55 |
26 / 8 |
36.976334% |
-0.020031 |
-0.012868 |
0.005963 |
0.010319 |
-0.000890 |
|
|
495 |
|
11/17(53) |
CALL |
190.00 / 200.00 |
$40 / $960 / 0.04 |
96.40% / $14.09 / 1.47% / 9.36% |
96.49% / $190.40 |
$0.40 / $1.40 / $1.00 / 1 |
62 / 17.18% / 23 |
5 |
Legs |
Vertical |
Bearish |
$134.69 (-1.17%) / 1.28M |
|
Earnings: 11/06 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
190.00 |
3.60% |
$1.40 / 1 |
$1.50 / 49 |
3 / 41 |
60.071649% |
0.145910 |
-0.077351 |
0.006112 |
0.122831 |
0.027038 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
200.00 |
1.94% |
$0.90 / 53 |
$1.00 / 9 |
0 / 6 |
60.610485% |
0.107463 |
-0.062349 |
0.004937 |
0.099230 |
0.020087 |
|
879 |
Legs |
12/15(81) |
CALL |
200.00 / 210.00 |
$40 / $960 / 0.04 |
95.66% / $5.74 / 0.60% / 2.49% |
95.74% / $200.40 |
$0.40 / $1.70 / $1.30 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
4.34% |
$1.70 / 58 |
$1.80 / 62 |
1 / 260 |
56.728485% |
0.171133 |
-0.070813 |
0.005557 |
0.166542 |
0.045688 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
210.00 |
2.74% |
$1.20 / 159 |
$1.30 / 20 |
0 / 125 |
57.229224% |
0.136851 |
-0.060930 |
0.004792 |
0.143618 |
0.036856 |
|
379 |
Legs |
11/17(53) |
CALL |
185.00 / 195.00 |
$45 / $955 / 0.05 |
95.17% / $9.74 / 1.02% / 6.43% |
95.29% / $185.45 |
$0.45 / $1.70 / $1.25 / 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 |
185.00 |
4.83% |
$1.70 / 79 |
$1.85 / 131 |
4 / 26 |
59.657302% |
0.169175 |
-0.085364 |
0.006736 |
0.135378 |
0.031196 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
195.00 |
2.66% |
$1.10 / 82 |
$1.25 / 55 |
0 / 8 |
60.357969% |
0.125417 |
-0.069647 |
0.005510 |
0.110728 |
0.023345 |
|
381 |
Legs |
11/17(53) |
CALL |
185.00 / 200.00 |
$70 / $1,430 / 0.05 |
95.17% / $26.37 / 1.84% / 11.88% |
95.36% / $185.70 |
$0.70 / $1.70 / $1.00 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
185.00 |
4.83% |
$1.70 / 79 |
$1.85 / 131 |
4 / 26 |
59.657302% |
0.169175 |
-0.085364 |
0.006736 |
0.135378 |
0.031196 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
200.00 |
1.94% |
$0.90 / 53 |
$1.00 / 9 |
0 / 6 |
60.610485% |
0.107463 |
-0.062349 |
0.004937 |
0.099230 |
0.020087 |
|
467 |
Legs |
11/17(53) |
CALL |
185.00 / 210.00 |
$100 / $2,400 / 0.04 |
95.17% / $54.01 / 2.25% / 14.64% |
95.44% / $186.00 |
$1.00 / $1.70 / $0.70 / 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 |
185.00 |
4.83% |
$1.70 / 79 |
$1.85 / 131 |
4 / 26 |
59.657302% |
0.169175 |
-0.085364 |
0.006736 |
0.135378 |
0.031196 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
210.00 |
1.02% |
$0.60 / 130 |
$0.70 / 53 |
0 / 17 |
61.628701% |
0.078233 |
-0.049197 |
0.003903 |
0.078444 |
0.014732 |
|
806 |
Legs |
12/15(81) |
CALL |
195.00 / 210.00 |
$70 / $1,430 / 0.05 |
94.58% / $13.47 / 0.94% / 3.95% |
94.75% / $195.70 |
$0.70 / $2.00 / $1.30 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
5.42% |
$2.00 / 148 |
$2.10 / 27 |
0 / 127 |
56.310337% |
0.190918 |
-0.075936 |
0.005951 |
0.178362 |
0.050725 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
210.00 |
2.74% |
$1.20 / 159 |
$1.30 / 20 |
0 / 125 |
57.229224% |
0.136851 |
-0.060930 |
0.004792 |
0.143618 |
0.036856 |
|
|
571 |
|
11/17(53) |
PUT |
260.00 / 255.00 |
$20 / $480 / 0.04 |
96.40% / $4.43 / 0.92% / 5.80% |
96.44% / $259.80 |
$0.20 / $1.07 / $0.87 / 9 |
58 / 40.67% / 90 |
5 |
Legs |
Vertical |
Bullish |
$316.96 (-0.80%) / 21.45M |
|
Earnings: 10/24 / Ex-Div: 11/15 ($0.75) |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
260.00 |
3.60% |
$1.07 / 46 |
$1.09 / 58 |
10 / 11,873 |
34.952069% |
-0.062122 |
-0.047051 |
0.002671 |
0.154280 |
-0.032991 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
255.00 |
2.68% |
$0.85 / 106 |
$0.87 / 9 |
98 / 7,197 |
35.761589% |
-0.047225 |
-0.037978 |
0.002150 |
0.124198 |
-0.025008 |
|
90 |
Legs |
11/03(39) |
PUT |
270.00 / 265.00 |
$22 / $478 / 0.05 |
95.87% / $4.59 / 0.96% / 8.09% |
95.93% / $269.78 |
$0.22 / $1.15 / $0.93 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
270.00 |
4.13% |
$1.15 / 13 |
$1.19 / 129 |
18 / 128 |
34.792802% |
-0.075564 |
-0.063293 |
0.003576 |
0.155864 |
-0.030074 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
265.00 |
2.93% |
$0.90 / 10 |
$0.93 / 55 |
4 / 18 |
35.715689% |
-0.056440 |
-0.050613 |
0.002852 |
0.124302 |
-0.022398 |
|
100 |
Legs |
11/03(39) |
PUT |
270.00 / 260.00 |
$41 / $959 / 0.04 |
95.87% / $12.76 / 1.33% / 11.35% |
95.98% / $269.59 |
$0.41 / $1.15 / $0.74 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
270.00 |
4.13% |
$1.15 / 13 |
$1.19 / 129 |
18 / 128 |
34.792802% |
-0.075564 |
-0.063293 |
0.003576 |
0.155864 |
-0.030074 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
260.00 |
2.05% |
$0.70 / 19 |
$0.74 / 119 |
1 / 1 |
36.712403% |
-0.041101 |
-0.039369 |
0.002213 |
0.096451 |
-0.016267 |
|
187 |
Legs |
10/27(32) |
PUT |
275.00 / 270.00 |
$21 / $479 / 0.04 |
95.64% / $2.99 / 0.62% / 6.22% |
95.71% / $274.79 |
$0.21 / $1.08 / $0.87 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
275.00 |
4.36% |
$1.08 / 33 |
$1.13 / 23 |
71 / 114 |
34.197226% |
-0.082138 |
-0.073902 |
0.004164 |
0.151925 |
-0.027256 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
270.00 |
2.99% |
$0.83 / 15 |
$0.87 / 29 |
13 / 160 |
35.218761% |
-0.060382 |
-0.058498 |
0.003287 |
0.119933 |
-0.019979 |
|
195 |
Legs |
10/27(32) |
PUT |
275.00 / 265.00 |
$41 / $959 / 0.04 |
95.64% / $12.55 / 1.31% / 13.43% |
95.77% / $274.59 |
$0.41 / $1.08 / $0.67 / 25 |
|
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 |
275.00 |
4.36% |
$1.08 / 33 |
$1.13 / 23 |
71 / 114 |
34.197226% |
-0.082138 |
-0.073902 |
0.004164 |
0.151925 |
-0.027256 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
265.00 |
2.01% |
$0.64 / 15 |
$0.67 / 25 |
109 / 216 |
36.280627% |
-0.043143 |
-0.044878 |
0.002516 |
0.091788 |
-0.014237 |
|
489 |
Legs |
11/17(53) |
PUT |
265.00 / 260.00 |
$25 / $475 / 0.05 |
95.21% / $4.15 / 0.87% / 5.48% |
95.28% / $264.75 |
$0.25 / $1.34 / $1.09 / 57 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
265.00 |
4.79% |
$1.34 / 57 |
$1.36 / 18 |
18 / 11,721 |
34.138197% |
-0.080069 |
-0.057014 |
0.003246 |
0.187498 |
-0.042650 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
260.00 |
3.60% |
$1.07 / 46 |
$1.09 / 58 |
10 / 11,873 |
34.952069% |
-0.062122 |
-0.047051 |
0.002671 |
0.154280 |
-0.032991 |
|
|
967 |
|
12/15(81) |
PUT |
381.00 / 375.00 |
$25 / $575 / 0.04 |
96.39% / $7.15 / 1.24% / 5.23% |
96.45% / $380.75 |
$0.25 / $1.90 / $1.65 / 416 |
99 / 92.03% / 55 |
5 |
Legs |
Vertical |
Bullish |
$432.01 (-0.23%) |
|
|
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
381.00 |
3.61% |
$1.90 / 668 |
$1.94 / 468 |
0 / 9 |
22.576182% |
-0.076114 |
-0.033508 |
0.003186 |
0.300351 |
-0.080793 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
375.00 |
2.46% |
$1.62 / 811 |
$1.65 / 416 |
0 / 1,563 |
23.494553% |
-0.056450 |
-0.026809 |
0.002527 |
0.238236 |
-0.059774 |
|
974 |
Legs |
12/15(81) |
PUT |
381.00 / 377.00 |
$16 / $384 / 0.04 |
96.39% / $3.25 / 0.85% / 3.54% |
96.43% / $380.84 |
$0.16 / $1.90 / $1.74 / 400 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
381.00 |
3.61% |
$1.90 / 668 |
$1.94 / 468 |
0 / 9 |
22.576182% |
-0.076114 |
-0.033508 |
0.003186 |
0.300351 |
-0.080793 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
377.00 |
2.80% |
$1.70 / 780 |
$1.74 / 400 |
0 / 1 |
23.173916% |
-0.062536 |
-0.028970 |
0.002738 |
0.258147 |
-0.066272 |
|
976 |
Legs |
12/15(81) |
PUT |
381.00 / 376.00 |
$20 / $480 / 0.04 |
96.39% / $4.59 / 0.96% / 4.01% |
96.43% / $380.80 |
$0.20 / $1.90 / $1.70 / 668 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
381.00 |
3.61% |
$1.90 / 668 |
$1.94 / 468 |
0 / 9 |
22.576182% |
-0.076114 |
-0.033508 |
0.003186 |
0.300351 |
-0.080793 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
376.00 |
2.63% |
$1.66 / 408 |
$1.70 / 783 |
0 / 11 |
23.344778% |
-0.059436 |
-0.027880 |
0.002632 |
0.248087 |
-0.062961 |
|
634 |
Legs |
11/30(66) |
PUT |
387.00 / 380.00 |
$28 / $672 / 0.04 |
96.09% / $6.88 / 1.02% / 5.26% |
96.17% / $386.72 |
$0.28 / $1.64 / $1.36 / 568 |
|
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) |
PUT |
387.00 |
3.91% |
$1.64 / 568 |
$1.70 / 468 |
0 / 5 |
21.704249% |
-0.083632 |
-0.040034 |
0.003770 |
0.292689 |
-0.072839 |
S&P / Index |
Long (Buy) |
11/30/2023 (W) |
PUT |
380.00 |
2.38% |
$1.32 / 596 |
$1.36 / 588 |
0 / 169 |
22.805171% |
-0.057550 |
-0.030326 |
0.002827 |
0.219507 |
-0.049981 |
|
945 |
Legs |
12/15(81) |
PUT |
383.00 / 377.00 |
$27 / $573 / 0.05 |
95.92% / $6.71 / 1.17% / 4.92% |
95.98% / $382.73 |
$0.27 / $2.01 / $1.74 / 400 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
383.00 |
4.08% |
$2.01 / 505 |
$2.05 / 555 |
0 / 43 |
22.281124% |
-0.083633 |
-0.035871 |
0.003421 |
0.322531 |
-0.088849 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
377.00 |
2.80% |
$1.70 / 780 |
$1.74 / 400 |
0 / 1 |
23.173916% |
-0.062536 |
-0.028970 |
0.002738 |
0.258147 |
-0.066272 |
|
955 |
Legs |
12/15(81) |
PUT |
383.00 / 379.00 |
$17 / $383 / 0.04 |
95.92% / $2.53 / 0.66% / 2.76% |
95.96% / $382.83 |
$0.17 / $2.01 / $1.84 / 505 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
383.00 |
4.08% |
$2.01 / 505 |
$2.05 / 555 |
0 / 43 |
22.281124% |
-0.083633 |
-0.035871 |
0.003421 |
0.322531 |
-0.088849 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
379.00 |
3.19% |
$1.80 / 546 |
$1.84 / 696 |
0 / 15 |
22.886089% |
-0.069086 |
-0.031205 |
0.002958 |
0.278869 |
-0.073273 |
|
|
375 |
|
11/17(53) |
CALL |
45.00 / 47.50 |
$11 / $239 / 0.05 |
96.34% / $3.44 / 1.44% / 9.18% |
96.40% / $45.11 |
$0.11 / $0.63 / $0.52 / 4 |
11 / 2.23% / 95 |
5 |
Legs |
Vertical |
Bearish |
$26.43 (-2.44%) / 4.07M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
45.00 |
3.66% |
$0.63 / 112 |
$0.65 / 102 |
19 / 5,053 |
102.278630% |
0.180651 |
-0.028443 |
0.021694 |
0.027552 |
0.005953 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
47.50 |
2.50% |
$0.50 / 367 |
$0.52 / 4 |
13 / 165 |
103.186843% |
0.151243 |
-0.025334 |
0.019339 |
0.024561 |
0.005032 |
|
447 |
Legs |
11/17(53) |
CALL |
45.00 / 50.00 |
$21 / $479 / 0.04 |
96.34% / $8.99 / 1.88% / 12.09% |
96.45% / $45.21 |
$0.21 / $0.63 / $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 |
45.00 |
3.66% |
$0.63 / 112 |
$0.65 / 102 |
19 / 5,053 |
102.278630% |
0.180651 |
-0.028443 |
0.021694 |
0.027552 |
0.005953 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
50.00 |
1.70% |
$0.41 / 234 |
$0.42 / 1 |
6 / 611 |
104.406902% |
0.126461 |
-0.022408 |
0.017118 |
0.021741 |
0.004244 |
|
797 |
Legs |
12/15(81) |
CALL |
47.50 / 52.50 |
$21 / $479 / 0.04 |
95.14% / $2.89 / 0.60% / 2.51% |
95.25% / $47.71 |
$0.21 / $0.81 / $0.60 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
47.50 |
4.86% |
$0.81 / 9 |
$0.84 / 87 |
12 / 109 |
95.414184% |
0.227791 |
-0.026863 |
0.020400 |
0.038636 |
0.010509 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
52.50 |
2.78% |
$0.57 / 120 |
$0.60 / 101 |
0 / 105 |
97.188246% |
0.177389 |
-0.023088 |
0.017562 |
0.033261 |
0.008339 |
|
835 |
Legs |
12/15(81) |
CALL |
47.50 / 55.00 |
$30 / $720 / 0.04 |
95.14% / $7.18 / 1.00% / 4.18% |
95.30% / $47.80 |
$0.30 / $0.81 / $0.51 / 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 |
47.50 |
4.86% |
$0.81 / 9 |
$0.84 / 87 |
12 / 109 |
95.414184% |
0.227791 |
-0.026863 |
0.020400 |
0.038636 |
0.010509 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
55.00 |
2.10% |
$0.48 / 190 |
$0.51 / 84 |
0 / 180 |
97.944878% |
0.156568 |
-0.021287 |
0.016203 |
0.030687 |
0.007419 |
|
201 |
Legs |
11/17(53) |
CALL |
42.50 / 45.00 |
$14 / $236 / 0.06 |
94.66% / $2.90 / 1.23% / 7.79% |
94.77% / $42.64 |
$0.14 / $0.79 / $0.65 / 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 |
42.50 |
5.34% |
$0.79 / 114 |
$0.81 / 108 |
35 / 238 |
101.024496% |
0.215379 |
-0.031665 |
0.024127 |
0.030642 |
0.007020 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
45.00 |
3.66% |
$0.63 / 112 |
$0.65 / 102 |
19 / 5,053 |
102.278630% |
0.180651 |
-0.028443 |
0.021694 |
0.027552 |
0.005953 |
|
247 |
Legs |
11/17(53) |
CALL |
42.50 / 47.50 |
$27 / $473 / 0.06 |
94.66% / $9.21 / 1.95% / 12.57% |
94.87% / $42.77 |
$0.27 / $0.79 / $0.52 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
42.50 |
5.34% |
$0.79 / 114 |
$0.81 / 108 |
35 / 238 |
101.024496% |
0.215379 |
-0.031665 |
0.024127 |
0.030642 |
0.007020 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
47.50 |
2.50% |
$0.50 / 367 |
$0.52 / 4 |
13 / 165 |
103.186843% |
0.151243 |
-0.025334 |
0.019339 |
0.024561 |
0.005032 |
|
|
572 |
|
11/17(53) |
PUT |
155.00 / 150.00 |
$20 / $480 / 0.04 |
96.32% / $5.03 / 1.05% / 6.60% |
96.37% / $154.80 |
$0.20 / $1.15 / $0.95 / 30 |
41 / 8.53% / 37 |
5 |
Legs |
Vertical |
Bullish |
$195.42 (-0.36%) / 369K |
|
Earnings: 11/14 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
155.00 |
3.68% |
$1.15 / 45 |
$1.35 / 1 |
0 / 1 |
45.758218% |
-0.057934 |
-0.031554 |
0.003561 |
0.090164 |
-0.019156 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
150.00 |
2.45% |
$0.85 / 1 |
$0.95 / 30 |
0 / 9 |
46.729902% |
-0.038304 |
-0.022741 |
0.002556 |
0.064720 |
-0.012607 |
|
386 |
Legs |
11/17(53) |
CALL |
240.00 / 250.00 |
$50 / $950 / 0.05 |
95.61% / $21.63 / 2.28% / 14.82% |
95.78% / $240.50 |
$0.50 / $1.50 / $1.00 / 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 |
240.00 |
4.39% |
$1.50 / 34 |
$1.70 / 55 |
0 / 121 |
38.216086% |
0.141742 |
-0.067284 |
0.006897 |
0.174624 |
0.040150 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
1.97% |
$0.90 / 9 |
$1.00 / 50 |
0 / 2 |
38.675285% |
0.093505 |
-0.049821 |
0.005133 |
0.129968 |
0.026670 |
|
908 |
Legs |
12/15(81) |
CALL |
250.00 / 260.00 |
$40 / $960 / 0.04 |
95.38% / $6.74 / 0.70% / 2.93% |
95.49% / $250.40 |
$0.40 / $1.55 / $1.15 / 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 |
250.00 |
4.62% |
$1.55 / 36 |
$1.75 / 39 |
0 / 291 |
35.727522% |
0.151516 |
-0.058238 |
0.005906 |
0.223004 |
0.062794 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
2.50% |
$1.00 / 53 |
$1.15 / 28 |
0 / 213 |
36.195380% |
0.110430 |
-0.046551 |
0.004745 |
0.179147 |
0.046081 |
|
947 |
Legs |
12/15(81) |
PUT |
150.00 / 125.00 |
$100 / $2,400 / 0.04 |
95.14% / $56.65 / 2.36% / 10.11% |
95.42% / $149.00 |
$1.00 / $1.45 / $0.45 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
150.00 |
4.86% |
$1.45 / 59 |
$1.65 / 35 |
0 / 300 |
44.145419% |
-0.066731 |
-0.028455 |
0.003256 |
0.122942 |
-0.033533 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
125.00 |
0.94% |
$0.10 / 91 |
$0.45 / 50 |
0 / 114 |
47.421593% |
-0.008113 |
-0.004974 |
0.000558 |
0.021084 |
-0.003985 |
|
313 |
Legs |
11/17(53) |
PUT |
160.00 / 150.00 |
$65 / $935 / 0.07 |
94.58% / $29.29 / 3.13% / 20.85% |
94.84% / $159.35 |
$0.65 / $1.60 / $0.95 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
5.42% |
$1.60 / 57 |
$1.90 / 34 |
0 / 1 |
45.105830% |
-0.083747 |
-0.041707 |
0.004728 |
0.119723 |
-0.027832 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
150.00 |
2.45% |
$0.85 / 1 |
$0.95 / 30 |
0 / 9 |
46.729902% |
-0.038304 |
-0.022741 |
0.002556 |
0.064720 |
-0.012607 |
|
482 |
Legs |
11/17(53) |
PUT |
160.00 / 155.00 |
$25 / $475 / 0.05 |
94.58% / $2.64 / 0.56% / 3.46% |
94.68% / $159.75 |
$0.25 / $1.60 / $1.35 / 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 |
160.00 |
5.42% |
$1.60 / 57 |
$1.90 / 34 |
0 / 1 |
45.105830% |
-0.083747 |
-0.041707 |
0.004728 |
0.119723 |
-0.027832 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
155.00 |
3.68% |
$1.15 / 45 |
$1.35 / 1 |
0 / 1 |
45.758218% |
-0.057934 |
-0.031554 |
0.003561 |
0.090164 |
-0.019156 |
|
|
573 |
|
11/17(53) |
PUT |
180.00 / 170.00 |
$39 / $961 / 0.04 |
96.32% / $13.86 / 1.44% / 9.19% |
96.42% / $179.61 |
$0.39 / $0.84 / $0.45 / 16 |
46 / 11.92% / 20 |
5 |
Legs |
Vertical |
Bullish |
$228.70 (+0.55%) / 2.22M |
|
Earnings: 11/16 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
180.00 |
3.68% |
$0.84 / 17 |
$0.88 / 6 |
1 / 37 |
41.010288% |
-0.057286 |
-0.036898 |
0.002994 |
0.104163 |
-0.022093 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
170.00 |
1.83% |
$0.42 / 36 |
$0.45 / 16 |
10 / 6 |
42.550556% |
-0.027442 |
-0.020426 |
0.001647 |
0.057291 |
-0.010501 |
|
574 |
Legs |
11/17(53) |
PUT |
180.00 / 175.00 |
$20 / $480 / 0.04 |
96.32% / $4.52 / 0.94% / 5.93% |
96.37% / $179.80 |
$0.20 / $0.84 / $0.64 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
180.00 |
3.68% |
$0.84 / 17 |
$0.88 / 6 |
1 / 37 |
41.010288% |
-0.057286 |
-0.036898 |
0.002994 |
0.104163 |
-0.022093 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
2.61% |
$0.60 / 23 |
$0.64 / 11 |
0 / 10 |
41.826742% |
-0.040367 |
-0.027981 |
0.002263 |
0.078722 |
-0.015506 |
|
998 |
Legs |
12/15(81) |
PUT |
170.00 / 160.00 |
$39 / $961 / 0.04 |
96.07% / $9.40 / 0.98% / 4.10% |
96.15% / $169.61 |
$0.39 / $1.04 / $0.65 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
170.00 |
3.93% |
$1.04 / 31 |
$1.10 / 48 |
1 / 193 |
42.077853% |
-0.052311 |
-0.027830 |
0.002282 |
0.118384 |
-0.030554 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
160.00 |
2.29% |
$0.60 / 62 |
$0.65 / 86 |
0 / 257 |
43.765383% |
-0.027445 |
-0.016564 |
0.001349 |
0.069969 |
-0.015898 |
|
906 |
Legs |
12/15(81) |
PUT |
175.00 / 170.00 |
$27 / $473 / 0.06 |
94.92% / $4.52 / 0.96% / 4.01% |
94.99% / $174.73 |
$0.27 / $1.37 / $1.10 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
175.00 |
5.08% |
$1.37 / 40 |
$1.42 / 30 |
6 / 331 |
41.355246% |
-0.069317 |
-0.034550 |
0.002844 |
0.147559 |
-0.040668 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
170.00 |
3.93% |
$1.04 / 31 |
$1.10 / 48 |
1 / 193 |
42.077853% |
-0.052311 |
-0.027830 |
0.002282 |
0.118384 |
-0.030554 |
|
918 |
Legs |
12/15(81) |
PUT |
175.00 / 165.00 |
$52 / $948 / 0.06 |
94.92% / $13.08 / 1.38% / 5.82% |
95.05% / $174.48 |
$0.52 / $1.37 / $0.85 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
175.00 |
5.08% |
$1.37 / 40 |
$1.42 / 30 |
6 / 331 |
41.355246% |
-0.069317 |
-0.034550 |
0.002844 |
0.147559 |
-0.040668 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
165.00 |
3.01% |
$0.80 / 51 |
$0.85 / 72 |
0 / 333 |
42.950310% |
-0.038443 |
-0.021798 |
0.001781 |
0.092387 |
-0.022359 |
|
933 |
Legs |
12/15(81) |
PUT |
175.00 / 160.00 |
$72 / $1,428 / 0.05 |
94.92% / $22.59 / 1.58% / 6.69% |
95.10% / $174.28 |
$0.72 / $1.37 / $0.65 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
175.00 |
5.08% |
$1.37 / 40 |
$1.42 / 30 |
6 / 331 |
41.355246% |
-0.069317 |
-0.034550 |
0.002844 |
0.147559 |
-0.040668 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
160.00 |
2.29% |
$0.60 / 62 |
$0.65 / 86 |
0 / 257 |
43.765383% |
-0.027445 |
-0.016564 |
0.001349 |
0.069969 |
-0.015898 |
|
|
520 |
|
11/17(53) |
PUT |
80.00 / 75.00 |
$23 / $477 / 0.05 |
96.28% / $14.62 / 3.07% / 20.37% |
96.49% / $79.77 |
$0.23 / $0.50 / $0.27 / 36 |
51 / 25.30% / 99 |
5 |
Legs |
Vertical |
Bullish |
$93.70 (+0.64%) / 5.12M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
80.00 |
3.72% |
$0.50 / 36 |
$0.51 / 7 |
2 / 1,666 |
32.513820% |
-0.070460 |
-0.012605 |
0.012196 |
0.050136 |
-0.010918 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
0.98% |
$0.26 / 171 |
$0.27 / 206 |
0 / 175 |
36.179529% |
-0.021626 |
-0.004872 |
0.004677 |
0.019225 |
-0.003322 |
|
42 |
Legs |
11/03 (39) - 11/17 |
CALL |
105.00 / 110.00 |
$21 / $479 / 0.04 |
93.77% / $8.02 / 1.68% / 14.46% |
94.11% / $105.21 |
$0.21 / $0.43 / $0.22 / 31 |
|
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 |
105.00 |
6.23% |
$0.43 / 232 |
$0.48 / 7 |
0 / 6 |
25.234409% |
0.159024 |
-0.027904 |
0.025214 |
0.078193 |
0.016723 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
110.00 |
2.90% |
$0.21 / 137 |
$0.22 / 31 |
44 / 1,539 |
23.800041% |
0.107202 |
-0.018466 |
0.016679 |
0.068566 |
0.014904 |
|
799 |
Legs |
12/15(81) |
PUT |
80.00 / 75.00 |
$30 / $470 / 0.06 |
93.25% / $10.02 / 2.13% / 9.10% |
93.60% / $79.70 |
$0.30 / $0.72 / $0.42 / 262 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
80.00 |
6.75% |
$0.72 / 292 |
$0.76 / 472 |
22 / 442 |
29.968443% |
-0.106854 |
-0.013864 |
0.013620 |
0.083495 |
-0.025130 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
2.59% |
$0.40 / 41 |
$0.42 / 262 |
5 / 37 |
32.875228% |
-0.045260 |
-0.007248 |
0.007046 |
0.043195 |
-0.010535 |
|
866 |
Legs |
12/15(81) |
PUT |
80.00 / 70.00 |
$44 / $956 / 0.05 |
93.25% / $25.87 / 2.71% / 11.65% |
93.76% / $79.56 |
$0.44 / $0.72 / $0.28 / 292 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
80.00 |
6.75% |
$0.72 / 292 |
$0.76 / 472 |
22 / 442 |
29.968443% |
-0.106854 |
-0.013864 |
0.013620 |
0.083495 |
-0.025130 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
0.88% |
$0.19 / 640 |
$0.28 / 1,122 |
0 / 38 |
36.163773% |
-0.014888 |
-0.002887 |
0.002785 |
0.017072 |
-0.003436 |
|
155 |
Legs |
11/17(53) |
CALL |
105.00 / 110.00 |
$33 / $467 / 0.07 |
90.82% / $8.90 / 1.91% / 12.29% |
91.44% / $105.33 |
$0.33 / $0.55 / $0.22 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
105.00 |
9.18% |
$0.55 / 532 |
$0.59 / 473 |
119 / 2,562 |
23.237816% |
0.198748 |
-0.028072 |
0.025192 |
0.103561 |
0.027391 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
110.00 |
2.90% |
$0.21 / 137 |
$0.22 / 31 |
44 / 1,539 |
23.800041% |
0.107202 |
-0.018466 |
0.016679 |
0.068566 |
0.014904 |
|
249 |
Legs |
11/17(53) |
CALL |
105.00 / 115.00 |
$46 / $954 / 0.05 |
90.82% / $28.41 / 2.98% / 19.74% |
91.67% / $105.46 |
$0.46 / $0.55 / $0.09 / 206 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
105.00 |
9.18% |
$0.55 / 532 |
$0.59 / 473 |
119 / 2,562 |
23.237816% |
0.198748 |
-0.028072 |
0.025192 |
0.103561 |
0.027391 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
115.00 |
0.74% |
$0.08 / 295 |
$0.09 / 206 |
1 / 538 |
24.757199% |
0.052667 |
-0.010707 |
0.009715 |
0.039938 |
0.007372 |
|
|
567 |
|
11/17(53) |
PUT |
205.00 / 200.00 |
$20 / $480 / 0.04 |
96.28% / $6.17 / 1.29% / 8.16% |
96.36% / $204.80 |
$0.20 / $0.89 / $0.69 / 71 |
64 / 68.90% / 65 |
5 |
Legs |
Vertical |
Bullish |
$235.7991 (-0.34%) / 5.94M |
|
Earnings: 10/24 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
205.00 |
3.72% |
$0.89 / 172 |
$0.93 / 56 |
0 / 36 |
27.536508% |
-0.074652 |
-0.029559 |
0.005535 |
0.131859 |
-0.028974 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
200.00 |
2.12% |
$0.66 / 33 |
$0.69 / 71 |
0 / 40 |
28.930698% |
-0.047334 |
-0.020822 |
0.003874 |
0.092285 |
-0.018304 |
|
963 |
Legs |
12/15(81) |
PUT |
200.00 / 195.00 |
$21 / $479 / 0.04 |
95.62% / $3.44 / 0.72% / 3.00% |
95.69% / $199.79 |
$0.21 / $1.05 / $0.84 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
200.00 |
4.38% |
$1.05 / 65 |
$1.09 / 5 |
2 / 2,273 |
26.814512% |
-0.078833 |
-0.024801 |
0.004724 |
0.167808 |
-0.046165 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
195.00 |
2.84% |
$0.80 / 90 |
$0.84 / 4 |
1 / 468 |
27.948994% |
-0.054198 |
-0.018683 |
0.003533 |
0.125511 |
-0.031614 |
|
966 |
Legs |
12/15(81) |
PUT |
200.00 / 190.00 |
$40 / $960 / 0.04 |
95.62% / $13.49 / 1.41% / 5.93% |
95.76% / $199.60 |
$0.40 / $1.05 / $0.65 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
200.00 |
4.38% |
$1.05 / 65 |
$1.09 / 5 |
2 / 2,273 |
26.814512% |
-0.078833 |
-0.024801 |
0.004724 |
0.167808 |
-0.046165 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
190.00 |
1.79% |
$0.61 / 162 |
$0.65 / 3 |
0 / 684 |
29.110983% |
-0.035699 |
-0.013428 |
0.002523 |
0.089647 |
-0.020749 |
|
118 |
Legs |
10/27(32) |
PUT |
215.00 / 210.00 |
$27 / $473 / 0.06 |
94.06% / $6.27 / 1.33% / 13.61% |
94.26% / $214.73 |
$0.27 / $0.93 / $0.66 / 55 |
|
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 |
215.00 |
5.94% |
$0.93 / 55 |
$1.03 / 40 |
172 / 184 |
26.024852% |
-0.113729 |
-0.051186 |
0.009509 |
0.143074 |
-0.027688 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
210.00 |
3.00% |
$0.58 / 73 |
$0.66 / 117 |
0 / 60 |
27.130237% |
-0.069188 |
-0.035624 |
0.006571 |
0.098867 |
-0.016778 |
|
139 |
Legs |
10/27(32) |
PUT |
215.00 / 205.00 |
$45 / $955 / 0.05 |
94.06% / $20.24 / 2.12% / 22.54% |
94.39% / $214.55 |
$0.45 / $0.93 / $0.48 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
215.00 |
5.94% |
$0.93 / 55 |
$1.03 / 40 |
172 / 184 |
26.024852% |
-0.113729 |
-0.051186 |
0.009509 |
0.143074 |
-0.027688 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
205.00 |
1.40% |
$0.28 / 13 |
$0.48 / 11 |
0 / 4 |
28.137698% |
-0.038913 |
-0.022690 |
0.004161 |
0.062610 |
-0.009404 |
|
331 |
Legs |
11/17(53) |
PUT |
210.00 / 205.00 |
$29 / $471 / 0.06 |
93.75% / $4.95 / 1.05% / 6.63% |
93.93% / $209.71 |
$0.29 / $1.22 / $0.93 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
210.00 |
6.25% |
$1.22 / 125 |
$1.26 / 33 |
8 / 65 |
26.214766% |
-0.111563 |
-0.039499 |
0.007453 |
0.177554 |
-0.043477 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
205.00 |
3.72% |
$0.89 / 172 |
$0.93 / 56 |
0 / 36 |
27.536508% |
-0.074652 |
-0.029559 |
0.005535 |
0.131859 |
-0.028974 |
|
|
400 |
|
11/17(53) |
CALL |
195.00 / 200.00 |
$20 / $480 / 0.04 |
96.26% / $2.96 / 0.62% / 3.84% |
96.29% / $195.20 |
$0.20 / $3.10 / $2.90 / 4 |
99 / 100.00% / 23 |
5 |
Legs |
Vertical |
Bearish |
$119.11 (-0.37%) / 553K |
|
Earnings: 11/01 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
195.00 |
3.74% |
$3.10 / 25 |
$6.20 / 19 |
0 / 27 |
110.533699% |
0.174117 |
-0.114630 |
0.005148 |
0.122330 |
0.026649 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
200.00 |
3.08% |
$2.70 / 4 |
$2.90 / 4 |
371 / 1,527 |
98.374969% |
0.158866 |
-0.107987 |
0.004852 |
0.115300 |
0.024426 |
|
11 |
Legs |
11/17(53) |
CALL |
190.00 / 200.00 |
$140 / $860 / 0.16 |
95.46% / $101.25 / 11.77% / 98.06% |
95.70% / $191.40 |
$1.40 / $4.30 / $2.90 / 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 |
190.00 |
4.54% |
$4.30 / 19 |
$7.00 / 24 |
1 / 300 |
114.092995% |
0.190699 |
-0.121402 |
0.005449 |
0.129486 |
0.029046 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
200.00 |
3.08% |
$2.70 / 4 |
$2.90 / 4 |
371 / 1,527 |
98.374969% |
0.158866 |
-0.107987 |
0.004852 |
0.115300 |
0.024426 |
|
338 |
Legs |
11/17(53) |
CALL |
190.00 / 220.00 |
$150 / $2,850 / 0.05 |
95.46% / $81.12 / 2.85% / 18.81% |
95.72% / $191.50 |
$1.50 / $4.30 / $2.80 / 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) |
CALL |
190.00 |
4.54% |
$4.30 / 19 |
$7.00 / 24 |
1 / 300 |
114.092995% |
0.190699 |
-0.121402 |
0.005449 |
0.129486 |
0.029046 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
1.40% |
$0.05 / 75 |
$2.80 / 7 |
0 / 565 |
94.574276% |
0.109502 |
-0.083427 |
0.003755 |
0.089231 |
0.017105 |
|
364 |
Legs |
11/17(53) |
CALL |
190.00 / 230.00 |
$195 / $3,805 / 0.05 |
95.46% / $125.87 / 3.31% / 22.12% |
95.79% / $191.95 |
$1.95 / $4.30 / $2.35 / 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 |
190.00 |
4.54% |
$4.30 / 19 |
$7.00 / 24 |
1 / 300 |
114.092995% |
0.190699 |
-0.121402 |
0.005449 |
0.129486 |
0.029046 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
0.94% |
$0.15 / 65 |
$2.35 / 10 |
0 / 205 |
97.070708% |
0.090697 |
-0.072648 |
0.003272 |
0.077757 |
0.014263 |
|
14 |
Legs |
11/17(53) |
CALL |
185.00 / 200.00 |
$200 / $1,300 / 0.15 |
94.52% / $135.98 / 10.46% / 84.20% |
94.92% / $187.00 |
$2.00 / $4.90 / $2.90 / 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 |
185.00 |
5.48% |
$4.90 / 18 |
$7.90 / 25 |
1 / 2,064 |
115.224946% |
0.208696 |
-0.128249 |
0.005753 |
0.136707 |
0.031623 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
200.00 |
3.08% |
$2.70 / 4 |
$2.90 / 4 |
371 / 1,527 |
98.374969% |
0.158866 |
-0.107987 |
0.004852 |
0.115300 |
0.024426 |
|
578 |
Legs |
12/15(81) |
CALL |
185.00 / 195.00 |
$110 / $890 / 0.12 |
91.26% / $32.35 / 3.64% / 15.88% |
91.52% / $186.10 |
$1.10 / $7.50 / $6.40 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
185.00 |
8.74% |
$7.50 / 10 |
$8.70 / 5 |
0 / 68 |
102.850635% |
0.283035 |
-0.124522 |
0.005552 |
0.196726 |
0.059730 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
195.00 |
6.61% |
$5.40 / 10 |
$6.40 / 10 |
0 / 702 |
97.530379% |
0.248916 |
-0.116519 |
0.005202 |
0.184323 |
0.053127 |
|
|
523 |
|
11/17(53) |
PUT |
810.00 / 790.00 |
$95 / $1,905 / 0.05 |
96.25% / $38.22 / 2.01% / 12.97% |
96.34% / $809.05 |
$0.95 / $3.90 / $2.95 / 6 |
60 / 33.43% / 43 |
5 |
Legs |
Vertical |
Bullish |
$936.02 (+1.03%) / 400K |
|
Earnings: 10/25 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
810.00 |
3.75% |
$3.90 / 6 |
$4.10 / 5 |
0 / 19 |
29.226295% |
-0.074329 |
-0.121035 |
0.001332 |
0.522219 |
-0.114841 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
790.00 |
2.19% |
$2.75 / 1 |
$2.95 / 9 |
0 / 6 |
30.274730% |
-0.047771 |
-0.086229 |
0.000942 |
0.369392 |
-0.073533 |
|
542 |
Legs |
11/17(53) |
PUT |
810.00 / 780.00 |
$130 / $2,870 / 0.05 |
96.25% / $58.55 / 2.04% / 13.20% |
96.37% / $808.70 |
$1.30 / $3.90 / $2.60 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
810.00 |
3.75% |
$3.90 / 6 |
$4.10 / 5 |
0 / 19 |
29.226295% |
-0.074329 |
-0.121035 |
0.001332 |
0.522219 |
-0.114841 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
780.00 |
1.65% |
$1.45 / 20 |
$2.60 / 23 |
0 / 14 |
29.748433% |
-0.037516 |
-0.071145 |
0.000775 |
0.303807 |
-0.057647 |
|
568 |
Legs |
11/17(53) |
PUT |
810.00 / 800.00 |
$40 / $960 / 0.04 |
96.25% / $7.08 / 0.74% / 4.61% |
96.29% / $809.60 |
$0.40 / $3.90 / $3.50 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
810.00 |
3.75% |
$3.90 / 6 |
$4.10 / 5 |
0 / 19 |
29.226295% |
-0.074329 |
-0.121035 |
0.001332 |
0.522219 |
-0.114841 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
800.00 |
2.88% |
$3.20 / 11 |
$3.50 / 12 |
0 / 45 |
29.687224% |
-0.059987 |
-0.102921 |
0.001128 |
0.442414 |
-0.092506 |
|
412 |
Legs |
11/17(53) |
PUT |
820.00 / 790.00 |
$165 / $2,835 / 0.06 |
95.16% / $70.21 / 2.48% / 16.21% |
95.36% / $818.35 |
$1.65 / $4.60 / $2.95 / 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 |
820.00 |
4.84% |
$4.60 / 16 |
$4.90 / 6 |
0 / 4 |
28.743486% |
-0.090929 |
-0.140307 |
0.001550 |
0.607824 |
-0.140773 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
790.00 |
2.19% |
$2.75 / 1 |
$2.95 / 9 |
0 / 6 |
30.274730% |
-0.047771 |
-0.086229 |
0.000942 |
0.369392 |
-0.073533 |
|
419 |
Legs |
11/17(53) |
PUT |
820.00 / 800.00 |
$110 / $1,890 / 0.06 |
95.16% / $35.65 / 1.89% / 12.16% |
95.29% / $818.90 |
$1.10 / $4.60 / $3.50 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
820.00 |
4.84% |
$4.60 / 16 |
$4.90 / 6 |
0 / 4 |
28.743486% |
-0.090929 |
-0.140307 |
0.001550 |
0.607824 |
-0.140773 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
800.00 |
2.88% |
$3.20 / 11 |
$3.50 / 12 |
0 / 45 |
29.687224% |
-0.059987 |
-0.102921 |
0.001128 |
0.442414 |
-0.092506 |
|
44 |
Legs |
10/20(25) |
CALL |
990.00 / 1050.00 |
$325 / $5,675 / 0.06 |
81.37% / $0.97 / 0.02% / 0.21% |
82.90% / $993.25 |
$3.25 / $4.10 / $0.85 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
990.00 |
18.63% |
$4.10 / 5 |
$4.60 / 3 |
5 / 115 |
17.661071% |
0.287059 |
-0.474402 |
0.004523 |
0.902595 |
0.204083 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
1050.00 |
2.58% |
0 / 0 |
$0.85 / 12 |
0 / 3 |
21.025714% |
0.097422 |
-0.234579 |
0.002286 |
0.456182 |
0.070100 |
|
|
565 |
|
11/17(53) |
PUT |
9.00 / 8.00 |
$4 / $96 / 0.04 |
96.24% / $2.07 / 2.16% / 14.02% |
96.40% / $8.96 |
$0.04 / $0.08 / $0.04 / 16 |
64 / 25.33% / 13 |
5 |
Legs |
Vertical |
Bullish |
$11.87 (-3.26%) / 4.3M |
|
Earnings: 11/14 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
3.76% |
$0.08 / 16 |
$0.09 / 176 |
1 / 14,352 |
54.486431% |
-0.051485 |
-0.002067 |
0.045445 |
0.005015 |
-0.001051 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
1.20% |
$0.03 / 82 |
$0.04 / 184 |
60 / 40 |
59.318350% |
-0.012543 |
-0.000641 |
0.013971 |
0.001542 |
-0.000252 |
|
143 |
Legs |
11/17(53) |
PUT |
10.00 / 9.00 |
$8 / $92 / 0.09 |
89.81% / $1.99 / 2.17% / 14.07% |
90.53% / $9.92 |
$0.08 / $0.17 / $0.09 / 79 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
10.19% |
$0.17 / 79 |
$0.18 / 132 |
0 / 2,261 |
48.651241% |
-0.138862 |
-0.004280 |
0.095284 |
0.010514 |
-0.002886 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
3.76% |
$0.08 / 16 |
$0.09 / 176 |
1 / 14,352 |
54.486431% |
-0.051485 |
-0.002067 |
0.045445 |
0.005015 |
-0.001051 |
|
164 |
Legs |
11/17(53) |
PUT |
10.00 / 8.00 |
$13 / $187 / 0.07 |
89.81% / $7.52 / 4.02% / 27.40% |
90.97% / $9.87 |
$0.13 / $0.17 / $0.04 / 79 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
10.19% |
$0.17 / 79 |
$0.18 / 132 |
0 / 2,261 |
48.651241% |
-0.138862 |
-0.004280 |
0.095284 |
0.010514 |
-0.002886 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
1.20% |
$0.03 / 82 |
$0.04 / 184 |
60 / 40 |
59.318350% |
-0.012543 |
-0.000641 |
0.013971 |
0.001542 |
-0.000252 |
|
267 |
Legs |
11/17(53) |
PUT |
10.00 / 7.00 |
$12 / $288 / 0.04 |
89.81% / $8.82 / 3.06% / 20.36% |
90.88% / $9.88 |
$0.12 / $0.17 / $0.05 / 79 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
10.19% |
$0.17 / 79 |
$0.18 / 132 |
0 / 2,261 |
48.651241% |
-0.138862 |
-0.004280 |
0.095284 |
0.010514 |
-0.002886 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
0.34% |
0 / 0 |
$0.05 / 274 |
0 / 12 |
80.629173% |
-0.001689 |
-0.000108 |
0.002341 |
0.000258 |
-0.000034 |
|
32 |
Legs |
11/17(53) |
CALL |
14.00 / 15.00 |
$10 / $90 / 0.11 |
87.32% / $2.12 / 2.36% / 15.41% |
88.38% / $14.10 |
$0.10 / $0.21 / $0.11 / 62 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14.00 |
12.68% |
$0.21 / 292 |
$0.23 / 222 |
1 / 5,810 |
41.535685% |
0.256048 |
-0.006901 |
0.138527 |
0.015285 |
0.004298 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
15.00 |
4.93% |
$0.10 / 37 |
$0.11 / 62 |
3 / 328 |
42.150718% |
0.155633 |
-0.005080 |
0.102854 |
0.011349 |
0.002650 |
|
83 |
Legs |
10/20(25) |
PUT |
11.00 / 9.00 |
$8 / $192 / 0.04 |
82.51% / $3.70 / 1.93% / 25.77% |
84.10% / $10.92 |
$0.08 / $0.12 / $0.04 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
11.00 |
17.49% |
$0.12 / 4 |
$0.13 / 106 |
0 / 10,172 |
37.227468% |
-0.230117 |
-0.008302 |
0.183309 |
0.010291 |
-0.002386 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
9.00 |
0.77% |
0 / 0 |
$0.04 / 375 |
0 / 258 |
63.712346% |
-0.014111 |
-0.001004 |
0.021685 |
0.001217 |
-0.000142 |
|
|
942 |
|
12/15(81) |
CALL |
196.00 / 198.00 |
$8 / $192 / 0.04 |
96.16% / $2.03 / 1.06% / 4.44% |
96.23% / $196.08 |
$0.08 / $0.47 / $0.39 / 499 |
8 / 5.69% / 32 |
5 |
Legs |
Vertical |
Bearish |
$178.62 (+0.32%) / 3.64M |
|
|
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
196.00 |
3.84% |
$0.47 / 643 |
$0.49 / 936 |
1 / 560 |
12.564084% |
0.116333 |
-0.016334 |
0.016296 |
0.168639 |
0.046831 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
198.00 |
2.36% |
$0.38 / 299 |
$0.39 / 499 |
0 / 1,200 |
12.994496% |
0.089396 |
-0.013346 |
0.013455 |
0.139238 |
0.036049 |
|
944 |
Legs |
12/15(81) |
CALL |
196.00 / 199.00 |
$12 / $288 / 0.04 |
96.16% / $4.33 / 1.51% / 6.36% |
96.26% / $196.12 |
$0.12 / $0.47 / $0.35 / 286 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
196.00 |
3.84% |
$0.47 / 643 |
$0.49 / 936 |
1 / 560 |
12.564084% |
0.116333 |
-0.016334 |
0.016296 |
0.168639 |
0.046831 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
199.00 |
1.82% |
$0.34 / 567 |
$0.35 / 286 |
0 / 279 |
13.201103% |
0.077892 |
-0.011976 |
0.012132 |
0.125545 |
0.031435 |
|
494 |
Legs |
11/17(53) |
CALL |
192.00 / 193.00 |
$4 / $96 / 0.04 |
95.66% / $0.25 / 0.26% / 1.58% |
95.71% / $192.04 |
$0.04 / $0.36 / $0.32 / 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 |
192.00 |
4.34% |
$0.36 / 5 |
$0.37 / 2,560 |
8 / 1,546 |
12.087030% |
0.123016 |
-0.020228 |
0.020699 |
0.143647 |
0.033392 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
193.00 |
3.24% |
$0.31 / 3 |
$0.32 / 2,461 |
2 / 2,034 |
12.346893% |
0.104854 |
-0.017947 |
0.018472 |
0.128186 |
0.028487 |
|
512 |
Legs |
11/17(53) |
CALL |
192.00 / 194.00 |
$8 / $192 / 0.04 |
95.66% / $1.69 / 0.88% / 5.54% |
95.75% / $192.08 |
$0.08 / $0.36 / $0.28 / 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 |
192.00 |
4.34% |
$0.36 / 5 |
$0.37 / 2,560 |
8 / 1,546 |
12.087030% |
0.123016 |
-0.020228 |
0.020699 |
0.143647 |
0.033392 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
194.00 |
2.38% |
$0.27 / 10 |
$0.28 / 1,235 |
1 / 1,878 |
12.629676% |
0.088796 |
-0.015798 |
0.016348 |
0.113451 |
0.024145 |
|
517 |
Legs |
11/17(53) |
CALL |
192.00 / 195.00 |
$12 / $288 / 0.04 |
95.66% / $4.28 / 1.49% / 9.49% |
95.80% / $192.12 |
$0.12 / $0.36 / $0.24 / 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 |
192.00 |
4.34% |
$0.36 / 5 |
$0.37 / 2,560 |
8 / 1,546 |
12.087030% |
0.123016 |
-0.020228 |
0.020699 |
0.143647 |
0.033392 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
195.00 |
1.72% |
$0.23 / 2,268 |
$0.24 / 1,025 |
103 / 113,721 |
12.842622% |
0.074712 |
-0.013800 |
0.014352 |
0.099598 |
0.020332 |
|
875 |
Legs |
12/15(81) |
CALL |
195.00 / 198.00 |
$14 / $286 / 0.05 |
95.16% / $4.13 / 1.45% / 6.10% |
95.31% / $195.14 |
$0.14 / $0.53 / $0.39 / 499 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
4.84% |
$0.53 / 658 |
$0.55 / 912 |
0 / 5,420 |
12.366102% |
0.131899 |
-0.017937 |
0.017793 |
0.184130 |
0.053049 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
198.00 |
2.36% |
$0.38 / 299 |
$0.39 / 499 |
0 / 1,200 |
12.994496% |
0.089396 |
-0.013346 |
0.013455 |
0.139238 |
0.036049 |
|
|
166 |
|
10/27(32) |
CALL |
12.00 / 13.00 |
$4 / $96 / 0.04 |
96.10% / $1.83 / 1.91% / 20.12% |
96.25% / $12.04 |
$0.04 / $0.13 / $0.09 / 365 |
65 / 13.63% / 16 |
5 |
Legs |
Vertical |
Bearish |
$8.70 (+0.81%) / 11.43M |
|
Earnings: 10/19 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
12.00 |
3.90% |
$0.13 / 852 |
$0.15 / 697 |
55 / 526 |
80.837296% |
0.150904 |
-0.007708 |
0.100629 |
0.006448 |
0.001145 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
13.00 |
1.41% |
$0.08 / 795 |
$0.09 / 365 |
1 / 767 |
83.615381% |
0.091050 |
-0.005381 |
0.070410 |
0.004511 |
0.000700 |
|
198 |
Legs |
10/27(32) |
PUT |
6.00 / 5.00 |
$4 / $96 / 0.04 |
94.53% / $0.91 / 0.95% / 9.63% |
94.74% / $5.96 |
$0.04 / $0.07 / $0.03 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
6.00 |
5.47% |
$0.07 / 276 |
$0.08 / 1,551 |
0 / 12 |
88.185422% |
-0.056992 |
-0.003626 |
0.049180 |
0.003151 |
-0.000555 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
5.00 |
2.02% |
$0.02 / 1,909 |
$0.03 / 16 |
6 / 731 |
97.381032% |
-0.011669 |
-0.000971 |
0.013104 |
0.000840 |
-0.000111 |
|
81 |
Legs |
10/27(32) |
CALL |
11.50 / 13.00 |
$8 / $142 / 0.06 |
93.73% / $4.16 / 2.93% / 32.34% |
94.18% / $11.58 |
$0.08 / $0.17 / $0.09 / 365 |
|
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 |
11.50 |
6.27% |
$0.17 / 819 |
$0.19 / 447 |
70 / 247 |
79.182723% |
0.191572 |
-0.008995 |
0.117241 |
0.007512 |
0.001442 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
13.00 |
1.41% |
$0.08 / 795 |
$0.09 / 365 |
1 / 767 |
83.615381% |
0.091050 |
-0.005381 |
0.070410 |
0.004511 |
0.000700 |
|
84 |
Legs |
10/27(32) |
CALL |
11.50 / 12.50 |
$5 / $95 / 0.05 |
93.73% / $1.37 / 1.44% / 14.88% |
94.02% / $11.55 |
$0.05 / $0.17 / $0.12 / 581 |
|
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 |
11.50 |
6.27% |
$0.17 / 819 |
$0.19 / 447 |
70 / 247 |
79.182723% |
0.191572 |
-0.008995 |
0.117241 |
0.007512 |
0.001442 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
12.50 |
2.37% |
$0.10 / 775 |
$0.12 / 581 |
0 / 795 |
82.494296% |
0.117721 |
-0.006490 |
0.084833 |
0.005436 |
0.000900 |
|
102 |
Legs |
10/27(32) |
CALL |
11.50 / 13.50 |
$9 / $191 / 0.05 |
93.73% / $5.61 / 2.94% / 32.36% |
94.24% / $11.59 |
$0.09 / $0.17 / $0.08 / 593 |
|
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 |
11.50 |
6.27% |
$0.17 / 819 |
$0.19 / 447 |
70 / 247 |
79.182723% |
0.191572 |
-0.008995 |
0.117241 |
0.007512 |
0.001442 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
13.50 |
0.82% |
$0.06 / 724 |
$0.08 / 593 |
0 / 17 |
85.755962% |
0.069893 |
-0.004401 |
0.057649 |
0.003694 |
0.000540 |
|
808 |
Legs |
12/15(81) |
CALL |
13.00 / 15.00 |
$8 / $192 / 0.04 |
93.10% / $0.60 / 0.31% / 1.30% |
93.38% / $13.08 |
$0.08 / $0.18 / $0.10 / 365 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
13.00 |
6.90% |
$0.18 / 1,557 |
$0.19 / 363 |
18 / 1,320 |
65.650320% |
0.230903 |
-0.006602 |
0.085132 |
0.012879 |
0.003787 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
15.00 |
2.36% |
$0.09 / 2,103 |
$0.10 / 365 |
49 / 673 |
69.434967% |
0.138527 |
-0.004772 |
0.061819 |
0.009352 |
0.002334 |
|
|
978 |
|
12/15(81) |
PUT |
240.00 / 230.00 |
$40 / $960 / 0.04 |
96.10% / $14.08 / 1.47% / 6.19% |
96.21% / $239.60 |
$0.40 / $1.40 / $1.00 / 6 |
46 / 30.62% / 17 |
5 |
Legs |
Vertical |
Bullish |
$286.64 (-0.15%) / 613K |
|
Earnings: 11/02 / Ex-Div: 09/29 ($1.75) |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
240.00 |
3.90% |
$1.40 / 6 |
$1.55 / 19 |
0 / 37 |
28.724429% |
-0.069731 |
-0.028090 |
0.003570 |
0.185169 |
-0.049439 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
1.85% |
$0.85 / 20 |
$1.00 / 7 |
0 / 11 |
30.286910% |
-0.035648 |
-0.016574 |
0.002093 |
0.108529 |
-0.025120 |
|
737 |
Legs |
12/15(81) |
PUT |
250.00 / 240.00 |
$70 / $930 / 0.08 |
92.36% / $15.77 / 1.70% / 7.19% |
92.70% / $249.30 |
$0.70 / $2.25 / $1.55 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
250.00 |
7.64% |
$2.25 / 11 |
$2.40 / 1 |
2 / 187 |
27.201101% |
-0.121927 |
-0.042076 |
0.005393 |
0.279711 |
-0.087055 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
3.90% |
$1.40 / 6 |
$1.55 / 19 |
0 / 37 |
28.724429% |
-0.069731 |
-0.028090 |
0.003570 |
0.185169 |
-0.049439 |
|
756 |
Legs |
12/15(81) |
PUT |
250.00 / 230.00 |
$125 / $1,875 / 0.07 |
92.36% / $58.17 / 3.10% / 13.44% |
92.95% / $248.75 |
$1.25 / $2.25 / $1.00 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
250.00 |
7.64% |
$2.25 / 11 |
$2.40 / 1 |
2 / 187 |
27.201101% |
-0.121927 |
-0.042076 |
0.005393 |
0.279711 |
-0.087055 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
1.85% |
$0.85 / 20 |
$1.00 / 7 |
0 / 11 |
30.286910% |
-0.035648 |
-0.016574 |
0.002093 |
0.108529 |
-0.025120 |
|
110 |
Legs |
11/17(53) |
PUT |
260.00 / 250.00 |
$85 / $915 / 0.09 |
90.10% / $19.44 / 2.12% / 13.78% |
90.71% / $259.15 |
$0.85 / $2.55 / $1.70 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
260.00 |
9.90% |
$2.55 / 34 |
$2.75 / 29 |
1 / 3 |
27.565699% |
-0.155680 |
-0.061176 |
0.007783 |
0.270690 |
-0.073869 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
250.00 |
4.39% |
$1.55 / 5 |
$1.70 / 25 |
1 / 2 |
29.525788% |
-0.083944 |
-0.039820 |
0.005022 |
0.174672 |
-0.039545 |
|
660 |
Legs |
12/15(81) |
CALL |
320.00 / 340.00 |
$120 / $1,880 / 0.06 |
88.08% / $6.94 / 0.37% / 1.53% |
88.88% / $321.20 |
$1.20 / $1.85 / $0.65 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
320.00 |
11.92% |
$1.85 / 49 |
$2.00 / 8 |
6 / 714 |
19.084470% |
0.231517 |
-0.070400 |
0.008118 |
0.421059 |
0.143665 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
3.27% |
$0.40 / 39 |
$0.65 / 181 |
0 / 86 |
19.573429% |
0.115547 |
-0.044591 |
0.005192 |
0.269301 |
0.072562 |
|
711 |
Legs |
12/15(81) |
CALL |
320.00 / 350.00 |
$140 / $2,860 / 0.05 |
88.08% / $43.61 / 1.52% / 6.45% |
89.00% / $321.40 |
$1.40 / $1.85 / $0.45 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
320.00 |
11.92% |
$1.85 / 49 |
$2.00 / 8 |
6 / 714 |
19.084470% |
0.231517 |
-0.070400 |
0.008118 |
0.421059 |
0.143665 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
350.00 |
1.54% |
$0.25 / 1 |
$0.45 / 72 |
0 / 12 |
20.772965% |
0.077896 |
-0.033249 |
0.003885 |
0.201512 |
0.049146 |
|
|
483 |
|
11/17(53) |
CALL |
135.00 / 140.00 |
$20 / $480 / 0.04 |
96.06% / $4.70 / 0.98% / 6.17% |
96.14% / $135.20 |
$0.20 / $1.15 / $0.95 / 7 |
27 / 10.68% / 27 |
5 |
Legs |
Vertical |
Bearish |
$100.21 (0.00%) / 1.03M |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
135.00 |
3.94% |
$1.15 / 165 |
$1.35 / 101 |
0 / 116 |
56.156675% |
0.146688 |
-0.050819 |
0.009411 |
0.091672 |
0.020536 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
140.00 |
2.42% |
$0.85 / 65 |
$0.95 / 7 |
0 / 149 |
56.269334% |
0.114832 |
-0.042806 |
0.007945 |
0.077384 |
0.016178 |
|
502 |
Legs |
11/17(53) |
CALL |
135.00 / 145.00 |
$40 / $960 / 0.04 |
96.06% / $17.71 / 1.85% / 11.88% |
96.21% / $135.40 |
$0.40 / $1.15 / $0.75 / 133 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
135.00 |
3.94% |
$1.15 / 165 |
$1.35 / 101 |
0 / 116 |
56.156675% |
0.146688 |
-0.050819 |
0.009411 |
0.091672 |
0.020536 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
145.00 |
1.46% |
$0.60 / 356 |
$0.75 / 133 |
0 / 380 |
56.939924% |
0.089083 |
-0.035511 |
0.006603 |
0.064316 |
0.012620 |
|
511 |
Legs |
11/17(53) |
CALL |
135.00 / 150.00 |
$60 / $1,440 / 0.04 |
96.06% / $36.93 / 2.56% / 16.82% |
96.28% / $135.60 |
$0.60 / $1.15 / $0.55 / 157 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
135.00 |
3.94% |
$1.15 / 165 |
$1.35 / 101 |
0 / 116 |
56.156675% |
0.146688 |
-0.050819 |
0.009411 |
0.091672 |
0.020536 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
150.00 |
0.86% |
$0.45 / 231 |
$0.55 / 157 |
0 / 180 |
57.421260% |
0.068547 |
-0.029065 |
0.005413 |
0.052726 |
0.009759 |
|
196 |
Legs |
11/17(53) |
CALL |
130.00 / 140.00 |
$65 / $935 / 0.07 |
93.76% / $27.61 / 2.95% / 19.57% |
94.11% / $130.65 |
$0.65 / $1.60 / $0.95 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
130.00 |
6.24% |
$1.60 / 116 |
$1.80 / 48 |
0 / 534 |
55.792608% |
0.185506 |
-0.059305 |
0.010955 |
0.106709 |
0.025786 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
140.00 |
2.42% |
$0.85 / 65 |
$0.95 / 7 |
0 / 149 |
56.269334% |
0.114832 |
-0.042806 |
0.007945 |
0.077384 |
0.016178 |
|
259 |
Legs |
11/17(53) |
CALL |
130.00 / 145.00 |
$85 / $1,415 / 0.06 |
93.76% / $45.45 / 3.21% / 21.42% |
94.22% / $130.85 |
$0.85 / $1.60 / $0.75 / 116 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
130.00 |
6.24% |
$1.60 / 116 |
$1.80 / 48 |
0 / 534 |
55.792608% |
0.185506 |
-0.059305 |
0.010955 |
0.106709 |
0.025786 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
145.00 |
1.46% |
$0.60 / 356 |
$0.75 / 133 |
0 / 380 |
56.939924% |
0.089083 |
-0.035511 |
0.006603 |
0.064316 |
0.012620 |
|
314 |
Legs |
10/20(25) |
PUT |
85.00 / 75.00 |
$40 / $960 / 0.04 |
90.58% / $0.41 / 0.04% / 0.52% |
91.05% / $84.60 |
$0.40 / $0.50 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
85.00 |
9.42% |
$0.50 / 90 |
$0.60 / 195 |
0 / 19 |
47.793651% |
-0.134122 |
-0.063028 |
0.012416 |
0.061529 |
-0.011773 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
75.00 |
2.28% |
$0.05 / 306 |
$0.10 / 1 |
5 / 17 |
50.504498% |
-0.033387 |
-0.021859 |
0.004270 |
0.021159 |
-0.002872 |
|
|
674 |
|
09/29(4) |
PUT |
295.00 / 290.00 |
$25 / $475 / 0.05 |
96.05% / $12.42 / 2.61% / 195.67% |
96.20% / $294.75 |
$0.25 / $0.95 / $0.70 / 14 |
99 / 100.00% / 13 |
5 |
Legs |
Vertical |
Bullish |
$316.09 (+1.31%) / 1.99M |
|
Earnings: 09/28 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
295.00 |
3.95% |
$0.95 / 57 |
$1.10 / 40 |
6 / 145 |
41.987966% |
-0.096929 |
-0.201192 |
0.009015 |
0.080763 |
-0.006952 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
290.00 |
1.73% |
$0.60 / 33 |
$0.70 / 14 |
17 / 114 |
43.472079% |
-0.056485 |
-0.133475 |
0.005971 |
0.053489 |
-0.004040 |
|
688 |
Legs |
09/29(4) |
PUT |
295.00 / 287.50 |
$35 / $715 / 0.05 |
96.05% / $21.09 / 2.95% / 239.10% |
96.26% / $294.65 |
$0.35 / $0.95 / $0.60 / 57 |
|
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 |
295.00 |
3.95% |
$0.95 / 57 |
$1.10 / 40 |
6 / 145 |
41.987966% |
-0.096929 |
-0.201192 |
0.009015 |
0.080763 |
-0.006952 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
287.50 |
1.10% |
$0.45 / 56 |
$0.60 / 69 |
0 / 2 |
44.406460% |
-0.041841 |
-0.105087 |
0.004697 |
0.042082 |
-0.002989 |
|
712 |
Legs |
09/29(4) |
PUT |
295.00 / 285.00 |
$40 / $960 / 0.04 |
96.05% / $27.04 / 2.82% / 221.14% |
96.29% / $294.60 |
$0.40 / $0.95 / $0.55 / 57 |
|
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 |
295.00 |
3.95% |
$0.95 / 57 |
$1.10 / 40 |
6 / 145 |
41.987966% |
-0.096929 |
-0.201192 |
0.009015 |
0.080763 |
-0.006952 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
285.00 |
0.68% |
$0.35 / 67 |
$0.55 / 153 |
8 / 111 |
45.906831% |
-0.030349 |
-0.080825 |
0.003610 |
0.032345 |
-0.002166 |
|
639 |
Legs |
09/29(4) |
CALL |
340.00 / 350.00 |
$55 / $945 / 0.06 |
94.99% / $37.15 / 3.93% / 405.08% |
95.39% / $340.55 |
$0.55 / $0.85 / $0.30 / 12 |
|
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 |
340.00 |
5.01% |
$0.85 / 58 |
$1.00 / 40 |
24 / 232 |
36.259882% |
0.141336 |
-0.270074 |
0.011773 |
0.105470 |
0.009559 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
350.00 |
0.92% |
$0.05 / 335 |
$0.30 / 12 |
20 / 133 |
33.529140% |
0.059515 |
-0.142321 |
0.006221 |
0.055731 |
0.004044 |
|
653 |
Legs |
09/29(4) |
CALL |
340.00 / 345.00 |
$25 / $475 / 0.05 |
94.99% / $8.73 / 1.84% / 114.81% |
95.17% / $340.25 |
$0.25 / $0.85 / $0.60 / 54 |
|
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 |
340.00 |
5.01% |
$0.85 / 58 |
$1.00 / 40 |
24 / 232 |
36.259882% |
0.141336 |
-0.270074 |
0.011773 |
0.105470 |
0.009559 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
345.00 |
2.26% |
$0.45 / 41 |
$0.60 / 54 |
14 / 58 |
36.415078% |
0.093693 |
-0.201399 |
0.008792 |
0.078769 |
0.006353 |
|
615 |
Legs |
10/06(11) |
PUT |
292.50 / 280.00 |
$50 / $1,200 / 0.04 |
92.18% / $6.89 / 0.57% / 14.01% |
92.55% / $292.00 |
$0.50 / $1.10 / $0.60 / 68 |
|
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 |
292.50 |
7.82% |
$1.10 / 68 |
$1.25 / 32 |
0 / 7 |
34.667269% |
-0.140191 |
-0.189346 |
0.008550 |
0.143614 |
-0.019117 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
280.00 |
2.02% |
$0.45 / 32 |
$0.60 / 70 |
0 / 35 |
39.207024% |
-0.053420 |
-0.092849 |
0.004172 |
0.070080 |
-0.007232 |
|
|
452 |
|
11/17(53) |
CALL |
32.50 / 35.00 |
$10 / $240 / 0.04 |
96.04% / $2.77 / 1.16% / 7.31% |
96.13% / $32.60 |
$0.10 / $0.33 / $0.23 / 6 |
25 / 18.29% / 95 |
5 |
Legs |
Vertical |
Bearish |
$20.20 (-4.94%) / 15.02M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
32.50 |
3.96% |
$0.33 / 6 |
$0.34 / 415 |
4 / 3,280 |
84.718205% |
0.177258 |
-0.019261 |
0.031356 |
0.020946 |
0.004606 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
2.19% |
$0.22 / 413 |
$0.23 / 254 |
34 / 3,585 |
85.925688% |
0.133878 |
-0.015976 |
0.026048 |
0.017400 |
0.003524 |
|
145 |
Legs |
11/17(53) |
CALL |
30.00 / 32.50 |
$16 / $234 / 0.07 |
92.97% / $2.85 / 1.22% / 7.71% |
93.22% / $30.16 |
$0.16 / $0.50 / $0.34 / 133 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
30.00 |
7.03% |
$0.50 / 133 |
$0.51 / 183 |
92 / 3,211 |
83.449045% |
0.233038 |
-0.022714 |
0.036907 |
0.024654 |
0.005961 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
32.50 |
3.96% |
$0.33 / 6 |
$0.34 / 415 |
4 / 3,280 |
84.718205% |
0.177258 |
-0.019261 |
0.031356 |
0.020946 |
0.004606 |
|
221 |
Legs |
11/17(53) |
CALL |
30.00 / 35.00 |
$27 / $473 / 0.06 |
92.97% / $9.00 / 1.90% / 12.27% |
93.39% / $30.27 |
$0.27 / $0.50 / $0.23 / 133 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
30.00 |
7.03% |
$0.50 / 133 |
$0.51 / 183 |
92 / 3,211 |
83.449045% |
0.233038 |
-0.022714 |
0.036907 |
0.024654 |
0.005961 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
2.19% |
$0.22 / 413 |
$0.23 / 254 |
34 / 3,585 |
85.925688% |
0.133878 |
-0.015976 |
0.026048 |
0.017400 |
0.003524 |
|
301 |
Legs |
11/17(53) |
CALL |
30.00 / 37.50 |
$34 / $716 / 0.05 |
92.97% / $16.70 / 2.33% / 15.21% |
93.49% / $30.34 |
$0.34 / $0.50 / $0.16 / 133 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
30.00 |
7.03% |
$0.50 / 133 |
$0.51 / 183 |
92 / 3,211 |
83.449045% |
0.233038 |
-0.022714 |
0.036907 |
0.024654 |
0.005961 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
37.50 |
1.19% |
$0.15 / 1,077 |
$0.16 / 831 |
2 / 51 |
87.275143% |
0.100618 |
-0.013030 |
0.021271 |
0.014209 |
0.002678 |
|
603 |
Legs |
10/06(11) |
CALL |
24.50 / 27.00 |
$10 / $240 / 0.04 |
90.87% / $0.33 / 0.14% / 3.24% |
91.32% / $24.60 |
$0.10 / $0.15 / $0.05 / 223 |
|
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 |
24.50 |
9.13% |
$0.15 / 236 |
$0.16 / 97 |
7 / 74 |
70.470598% |
0.221770 |
-0.042658 |
0.069964 |
0.012299 |
0.001657 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
27.00 |
2.23% |
$0.04 / 1,223 |
$0.05 / 223 |
26 / 217 |
74.440262% |
0.108907 |
-0.026709 |
0.043911 |
0.007719 |
0.000829 |
|
422 |
Legs |
10/13(18) |
CALL |
25.00 / 28.50 |
$15 / $335 / 0.05 |
89.12% / $0.05 / 0.01% / 0.23% |
89.74% / $25.15 |
$0.15 / $0.22 / $0.07 / 514 |
|
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 |
25.00 |
10.88% |
$0.22 / 514 |
$0.24 / 241 |
47 / 114 |
69.785383% |
0.251716 |
-0.037876 |
0.061941 |
0.015970 |
0.002681 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
28.50 |
2.38% |
$0.06 / 24 |
$0.07 / 615 |
12 / 26 |
75.407829% |
0.117388 |
-0.023313 |
0.038252 |
0.009862 |
0.001282 |
|
|
987 |
|
12/15(81) |
PUT |
297.00 / 294.00 |
$12 / $288 / 0.04 |
96.04% / $0.96 / 0.33% / 1.38% |
96.06% / $296.88 |
$0.12 / $1.37 / $1.25 / 48 |
97 / 93.40% / 95 |
5 |
Legs |
Vertical |
Bullish |
$358.23 (+0.10%) / 51.59M |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
297.00 |
3.96% |
$1.37 / 1,652 |
$1.38 / 48 |
16 / 2,070 |
28.515059% |
-0.069150 |
-0.037379 |
0.002581 |
0.231026 |
-0.061857 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
294.00 |
3.40% |
$1.24 / 1,782 |
$1.25 / 48 |
6 / 2,214 |
28.987335% |
-0.060200 |
-0.033648 |
0.002318 |
0.207449 |
-0.053767 |
|
965 |
Legs |
12/15(81) |
PUT |
298.00 / 294.00 |
$17 / $383 / 0.04 |
95.83% / $1.89 / 0.49% / 2.06% |
95.87% / $297.83 |
$0.17 / $1.42 / $1.25 / 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) |
PUT |
298.00 |
4.17% |
$1.42 / 313 |
$1.43 / 277 |
37 / 1,134 |
28.375474% |
-0.072328 |
-0.038659 |
0.002672 |
0.239143 |
-0.064735 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
294.00 |
3.40% |
$1.24 / 1,782 |
$1.25 / 48 |
6 / 2,214 |
28.987335% |
-0.060200 |
-0.033648 |
0.002318 |
0.207449 |
-0.053767 |
|
975 |
Legs |
12/15(81) |
PUT |
298.00 / 296.00 |
$8 / $192 / 0.04 |
95.83% / $0.05 / 0.03% / 0.11% |
95.85% / $297.92 |
$0.08 / $1.42 / $1.34 / 313 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
298.00 |
4.17% |
$1.42 / 313 |
$1.43 / 277 |
37 / 1,134 |
28.375474% |
-0.072328 |
-0.038659 |
0.002672 |
0.239143 |
-0.064735 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
296.00 |
3.77% |
$1.32 / 2,249 |
$1.34 / 668 |
12 / 3,219 |
28.671153% |
-0.066069 |
-0.036116 |
0.002492 |
0.223035 |
-0.059070 |
|
977 |
Legs |
12/15(81) |
PUT |
298.00 / 295.00 |
$12 / $288 / 0.04 |
95.83% / $0.38 / 0.13% / 0.54% |
95.86% / $297.88 |
$0.12 / $1.42 / $1.30 / 313 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
298.00 |
4.17% |
$1.42 / 313 |
$1.43 / 277 |
37 / 1,134 |
28.375474% |
-0.072328 |
-0.038659 |
0.002672 |
0.239143 |
-0.064735 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
295.00 |
3.58% |
$1.28 / 2,079 |
$1.30 / 1,539 |
13 / 16,541 |
28.845251% |
-0.063087 |
-0.034873 |
0.002404 |
0.215174 |
-0.056374 |
|
980 |
Legs |
12/15(81) |
PUT |
298.00 / 293.00 |
$20 / $480 / 0.04 |
95.83% / $1.63 / 0.34% / 1.41% |
95.87% / $297.80 |
$0.20 / $1.42 / $1.22 / 313 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
298.00 |
4.17% |
$1.42 / 313 |
$1.43 / 277 |
37 / 1,134 |
28.375474% |
-0.072328 |
-0.038659 |
0.002672 |
0.239143 |
-0.064735 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
293.00 |
3.22% |
$1.20 / 1,047 |
$1.22 / 852 |
0 / 1,904 |
29.175935% |
-0.057409 |
-0.032444 |
0.002233 |
0.199863 |
-0.051247 |
|
557 |
Legs |
11/17(53) |
PUT |
310.00 / 306.00 |
$16 / $384 / 0.04 |
95.60% / $0.50 / 0.13% / 0.80% |
95.65% / $309.84 |
$0.16 / $1.14 / $0.98 / 289 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
310.00 |
4.40% |
$1.14 / 289 |
$1.15 / 2,291 |
803 / 6,280 |
27.191254% |
-0.082388 |
-0.052802 |
0.003603 |
0.216219 |
-0.048919 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
306.00 |
3.40% |
$0.97 / 349 |
$0.98 / 2,092 |
59 / 544 |
27.924803% |
-0.066805 |
-0.045139 |
0.003070 |
0.184234 |
-0.039584 |
|
|
532 |
|
11/17(53) |
PUT |
130.00 / 125.00 |
$22 / $478 / 0.05 |
96.03% / $11.28 / 2.36% / 15.40% |
96.20% / $129.78 |
$0.22 / $0.58 / $0.36 / 65 |
67 / 31.75% / 86 |
5 |
Legs |
Vertical |
Bullish |
$146.85 (-0.36%) / 2.56M |
|
Earnings: 10/18 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
130.00 |
3.97% |
$0.58 / 65 |
$0.63 / 86 |
36 / 1,510 |
24.812316% |
-0.079744 |
-0.017849 |
0.010693 |
0.086356 |
-0.019192 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
125.00 |
1.36% |
$0.33 / 123 |
$0.36 / 90 |
5 / 501 |
26.756919% |
-0.034058 |
-0.009113 |
0.005450 |
0.044015 |
-0.008150 |
|
183 |
Legs |
10/27(32) |
PUT |
134.00 / 130.00 |
$16 / $384 / 0.04 |
95.77% / $7.11 / 1.85% / 19.45% |
95.94% / $133.84 |
$0.16 / $0.44 / $0.28 / 89 |
|
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 |
134.00 |
4.23% |
$0.44 / 96 |
$0.52 / 109 |
0 / 2 |
23.872574% |
-0.090434 |
-0.024742 |
0.014793 |
0.075456 |
-0.013634 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
130.00 |
1.41% |
$0.21 / 65 |
$0.28 / 89 |
0 / 5,012 |
25.171036% |
-0.040566 |
-0.013252 |
0.007914 |
0.040369 |
-0.006088 |
|
132 |
Legs |
10/27(32) |
PUT |
135.00 / 130.00 |
$24 / $476 / 0.05 |
94.57% / $11.87 / 2.49% / 26.96% |
94.88% / $134.76 |
$0.24 / $0.52 / $0.28 / 84 |
|
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 |
135.00 |
5.43% |
$0.52 / 84 |
$0.61 / 158 |
0 / 56 |
23.545796% |
-0.107768 |
-0.028117 |
0.016817 |
0.085779 |
-0.016269 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
130.00 |
1.41% |
$0.21 / 65 |
$0.28 / 89 |
0 / 5,012 |
25.171036% |
-0.040566 |
-0.013252 |
0.007914 |
0.040369 |
-0.006088 |
|
97 |
Legs |
10/27(32) |
CALL |
160.00 / 165.00 |
$26 / $474 / 0.06 |
94.23% / $12.90 / 2.72% / 29.72% |
94.58% / $160.26 |
$0.26 / $0.53 / $0.27 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
160.00 |
5.77% |
$0.53 / 6 |
$0.62 / 679 |
30 / 128 |
21.275588% |
0.147926 |
-0.035286 |
0.020962 |
0.106920 |
0.020730 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
165.00 |
1.51% |
$0.22 / 120 |
$0.27 / 235 |
0 / 47 |
21.966697% |
0.072479 |
-0.021077 |
0.012519 |
0.063856 |
0.010210 |
|
112 |
Legs |
10/27(32) |
CALL |
160.00 / 162.50 |
$12 / $238 / 0.05 |
94.23% / $1.69 / 0.71% / 7.09% |
94.40% / $160.12 |
$0.12 / $0.53 / $0.41 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
160.00 |
5.77% |
$0.53 / 6 |
$0.62 / 679 |
30 / 128 |
21.275588% |
0.147926 |
-0.035286 |
0.020962 |
0.106920 |
0.020730 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
162.50 |
3.06% |
$0.34 / 117 |
$0.41 / 322 |
1 / 62 |
21.589413% |
0.105096 |
-0.027803 |
0.016515 |
0.084239 |
0.014769 |
|
89 |
Legs |
10/27(32) |
PUT |
136.00 / 130.00 |
$32 / $568 / 0.06 |
93.11% / $16.24 / 2.86% / 31.41% |
93.61% / $135.68 |
$0.32 / $0.60 / $0.28 / 89 |
|
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 |
136.00 |
6.89% |
$0.60 / 308 |
$0.72 / 247 |
23 / 21 |
23.182882% |
-0.127220 |
-0.031608 |
0.018912 |
0.096468 |
-0.019231 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
130.00 |
1.41% |
$0.21 / 65 |
$0.28 / 89 |
0 / 5,012 |
25.171036% |
-0.040566 |
-0.013252 |
0.007914 |
0.040369 |
-0.006088 |
|
|
551 |
|
11/17(53) |
PUT |
265.00 / 260.00 |
$21 / $479 / 0.04 |
96.03% / $4.94 / 1.03% / 6.50% |
96.10% / $264.79 |
$0.21 / $1.25 / $1.04 / 48 |
58 / 39.31% / 93 |
5 |
Legs |
Vertical |
Bullish |
$307.1689 (+0.13%) / 2.29M |
|
Earnings: 11/21 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
265.00 |
3.97% |
$1.25 / 48 |
$1.30 / 53 |
10 / 498 |
28.314652% |
-0.076277 |
-0.040996 |
0.004248 |
0.173900 |
-0.038481 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
260.00 |
2.62% |
$0.98 / 38 |
$1.04 / 53 |
5 / 303 |
29.338912% |
-0.054362 |
-0.031600 |
0.003266 |
0.133690 |
-0.027345 |
|
552 |
Legs |
11/17(53) |
PUT |
265.00 / 250.00 |
$59 / $1,441 / 0.04 |
96.03% / $32.08 / 2.23% / 14.48% |
96.22% / $264.41 |
$0.59 / $1.25 / $0.66 / 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 |
265.00 |
3.97% |
$1.25 / 48 |
$1.30 / 53 |
10 / 498 |
28.314652% |
-0.076277 |
-0.040996 |
0.004248 |
0.173900 |
-0.038481 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
250.00 |
1.07% |
$0.64 / 16 |
$0.66 / 1 |
2 / 403 |
31.560009% |
-0.024938 |
-0.016799 |
0.001729 |
0.070757 |
-0.012479 |
|
561 |
Legs |
11/17(53) |
PUT |
265.00 / 255.00 |
$40 / $960 / 0.04 |
96.03% / $15.38 / 1.60% / 10.25% |
96.16% / $264.60 |
$0.40 / $1.25 / $0.85 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
265.00 |
3.97% |
$1.25 / 48 |
$1.30 / 53 |
10 / 498 |
28.314652% |
-0.076277 |
-0.040996 |
0.004248 |
0.173900 |
-0.038481 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
255.00 |
1.69% |
$0.79 / 48 |
$0.85 / 55 |
0 / 194 |
30.527053% |
-0.037478 |
-0.023487 |
0.002422 |
0.099134 |
-0.018802 |
|
913 |
Legs |
12/15(81) |
PUT |
260.00 / 245.00 |
$72 / $1,428 / 0.05 |
94.72% / $26.54 / 1.86% / 7.90% |
94.95% / $259.28 |
$0.72 / $1.75 / $1.03 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
260.00 |
5.28% |
$1.75 / 23 |
$1.82 / 31 |
2 / 37 |
27.962288% |
-0.088802 |
-0.037236 |
0.003899 |
0.237977 |
-0.067698 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
245.00 |
1.97% |
$0.96 / 22 |
$1.03 / 58 |
0 / 88 |
30.631591% |
-0.036652 |
-0.018749 |
0.001947 |
0.118829 |
-0.027693 |
|
925 |
Legs |
12/15(81) |
PUT |
260.00 / 240.00 |
$89 / $1,911 / 0.05 |
94.72% / $41.75 / 2.18% / 9.33% |
95.00% / $259.11 |
$0.89 / $1.75 / $0.86 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
260.00 |
5.28% |
$1.75 / 23 |
$1.82 / 31 |
2 / 37 |
27.962288% |
-0.088802 |
-0.037236 |
0.003899 |
0.237977 |
-0.067698 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
1.38% |
$0.78 / 51 |
$0.86 / 139 |
1 / 2 |
31.550125% |
-0.025911 |
-0.014104 |
0.001461 |
0.089190 |
-0.019526 |
|
372 |
Legs |
11/17(53) |
PUT |
270.00 / 265.00 |
$28 / $472 / 0.06 |
94.14% / $3.83 / 0.81% / 5.08% |
94.27% / $269.72 |
$0.28 / $1.58 / $1.30 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
270.00 |
5.86% |
$1.58 / 20 |
$1.63 / 30 |
23 / 333 |
27.271088% |
-0.103754 |
-0.051379 |
0.005340 |
0.218598 |
-0.052509 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
265.00 |
3.97% |
$1.25 / 48 |
$1.30 / 53 |
10 / 498 |
28.314652% |
-0.076277 |
-0.040996 |
0.004248 |
0.173900 |
-0.038481 |
|
|
550 |
|
11/17(53) |
PUT |
130.00 / 125.00 |
$21 / $479 / 0.04 |
95.96% / $7.36 / 1.54% / 9.81% |
96.07% / $129.79 |
$0.21 / $0.71 / $0.50 / 315 |
53 / 31.39% / 48 |
5 |
Legs |
Vertical |
Bullish |
$154.09 (-0.86%) / 3.21M |
|
Earnings: 10/24 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
130.00 |
4.04% |
$0.71 / 350 |
$0.77 / 309 |
4 / 103 |
32.716425% |
-0.071909 |
-0.022890 |
0.007104 |
0.083610 |
-0.018371 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
125.00 |
1.96% |
$0.45 / 211 |
$0.50 / 315 |
1 / 147 |
34.596554% |
-0.037867 |
-0.013789 |
0.004273 |
0.050284 |
-0.009619 |
|
192 |
Legs |
11/17(53) |
PUT |
135.00 / 130.00 |
$37 / $463 / 0.08 |
92.24% / $9.05 / 1.95% / 12.62% |
92.59% / $134.63 |
$0.37 / $1.14 / $0.77 / 206 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
135.00 |
7.76% |
$1.14 / 206 |
$1.22 / 209 |
150 / 290 |
31.162278% |
-0.123145 |
-0.033932 |
0.010554 |
0.124205 |
-0.031667 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
4.04% |
$0.71 / 350 |
$0.77 / 309 |
4 / 103 |
32.716425% |
-0.071909 |
-0.022890 |
0.007104 |
0.083610 |
-0.018371 |
|
238 |
Legs |
11/17(53) |
PUT |
135.00 / 125.00 |
$64 / $936 / 0.07 |
92.24% / $28.97 / 3.09% / 20.58% |
92.83% / $134.36 |
$0.64 / $1.14 / $0.50 / 206 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
135.00 |
7.76% |
$1.14 / 206 |
$1.22 / 209 |
150 / 290 |
31.162278% |
-0.123145 |
-0.033932 |
0.010554 |
0.124205 |
-0.031667 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
125.00 |
1.96% |
$0.45 / 211 |
$0.50 / 315 |
1 / 147 |
34.596554% |
-0.037867 |
-0.013789 |
0.004273 |
0.050284 |
-0.009619 |
|
337 |
Legs |
11/17(53) |
PUT |
135.00 / 115.00 |
$84 / $1,916 / 0.04 |
92.24% / $63.26 / 3.30% / 22.07% |
93.01% / $134.16 |
$0.84 / $1.14 / $0.30 / 206 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
135.00 |
7.76% |
$1.14 / 206 |
$1.22 / 209 |
150 / 290 |
31.162278% |
-0.123145 |
-0.033932 |
0.010554 |
0.124205 |
-0.031667 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
0.38% |
$0.05 / 730 |
$0.30 / 1,012 |
0 / 17 |
37.914548% |
-0.007255 |
-0.003374 |
0.001043 |
0.012276 |
-0.001826 |
|
371 |
Legs |
11/17(53) |
PUT |
135.00 / 120.00 |
$64 / $1,436 / 0.05 |
92.24% / $35.60 / 2.48% / 16.23% |
92.83% / $134.36 |
$0.64 / $1.14 / $0.50 / 206 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
135.00 |
7.76% |
$1.14 / 206 |
$1.22 / 209 |
150 / 290 |
31.162278% |
-0.123145 |
-0.033932 |
0.010554 |
0.124205 |
-0.031667 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
0.89% |
$0.15 / 947 |
$0.50 / 853 |
0 / 164 |
37.003227% |
-0.017724 |
-0.007321 |
0.002266 |
0.026663 |
-0.004480 |
|
36 |
Legs |
10/27(32) |
CALL |
170.00 / 175.00 |
$35 / $465 / 0.08 |
91.98% / $9.44 / 2.03% / 21.51% |
92.41% / $170.35 |
$0.35 / $0.72 / $0.37 / 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) |
CALL |
170.00 |
8.02% |
$0.72 / 10 |
$0.79 / 123 |
13 / 294 |
25.444547% |
0.181944 |
-0.056317 |
0.017228 |
0.128056 |
0.026310 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
175.00 |
3.41% |
$0.31 / 100 |
$0.37 / 410 |
20 / 317 |
25.310276% |
0.115019 |
-0.041387 |
0.012664 |
0.094133 |
0.016723 |
|
|
473 |
|
11/17(53) |
CALL |
35.00 / 36.00 |
$4 / $96 / 0.04 |
95.93% / $0.69 / 0.72% / 4.48% |
95.99% / $35.04 |
$0.04 / $0.20 / $0.16 / 136 |
43 / 11.18% / 76 |
5 |
Legs |
Vertical |
Bearish |
$26.74 (+1.10%) / 9.92M |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
35.00 |
4.07% |
$0.20 / 415 |
$0.22 / 292 |
0 / 1,960 |
46.679967% |
0.145718 |
-0.012352 |
0.038502 |
0.024269 |
0.005479 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
36.00 |
2.72% |
$0.15 / 371 |
$0.16 / 136 |
2 / 1,791 |
46.951773% |
0.118533 |
-0.010690 |
0.033389 |
0.021046 |
0.004479 |
|
501 |
Legs |
11/17(53) |
PUT |
20.00 / 19.00 |
$5 / $95 / 0.05 |
94.45% / $0.45 / 0.47% / 2.93% |
94.56% / $19.95 |
$0.05 / $0.18 / $0.13 / 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 |
20.00 |
5.55% |
$0.18 / 107 |
$0.19 / 317 |
1 / 508 |
54.961506% |
-0.070064 |
-0.006740 |
0.022622 |
0.014259 |
-0.003253 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
19.00 |
3.73% |
$0.12 / 130 |
$0.13 / 444 |
0 / 2,544 |
57.009596% |
-0.043889 |
-0.004678 |
0.015641 |
0.009859 |
-0.002022 |
|
526 |
Legs |
11/17(53) |
PUT |
20.00 / 18.00 |
$9 / $191 / 0.05 |
94.45% / $1.90 / 1.00% / 6.27% |
94.64% / $19.91 |
$0.09 / $0.18 / $0.09 / 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 |
20.00 |
5.55% |
$0.18 / 107 |
$0.19 / 317 |
1 / 508 |
54.961506% |
-0.070064 |
-0.006740 |
0.022622 |
0.014259 |
-0.003253 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
18.00 |
2.46% |
$0.08 / 521 |
$0.09 / 651 |
11 / 409 |
59.424325% |
-0.025487 |
-0.003001 |
0.010001 |
0.006304 |
-0.001166 |
|
538 |
Legs |
11/17(53) |
PUT |
20.00 / 17.00 |
$12 / $288 / 0.04 |
94.45% / $4.08 / 1.42% / 9.03% |
94.71% / $19.88 |
$0.12 / $0.18 / $0.06 / 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 |
20.00 |
5.55% |
$0.18 / 107 |
$0.19 / 317 |
1 / 508 |
54.961506% |
-0.070064 |
-0.006740 |
0.022622 |
0.014259 |
-0.003253 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
17.00 |
1.60% |
$0.05 / 1,007 |
$0.06 / 628 |
100 / 4,191 |
61.577776% |
-0.013548 |
-0.001758 |
0.005841 |
0.003681 |
-0.000616 |
|
270 |
Legs |
11/17(53) |
CALL |
34.00 / 36.00 |
$11 / $189 / 0.06 |
94.00% / $3.16 / 1.67% / 10.73% |
94.25% / $34.11 |
$0.11 / $0.27 / $0.16 / 136 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
34.00 |
6.00% |
$0.27 / 287 |
$0.29 / 365 |
1 / 2,650 |
46.243301% |
0.177766 |
-0.014095 |
0.043833 |
0.027629 |
0.006647 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
36.00 |
2.72% |
$0.15 / 371 |
$0.16 / 136 |
2 / 1,791 |
46.951773% |
0.118533 |
-0.010690 |
0.033389 |
0.021046 |
0.004479 |
|
116 |
Legs |
10/27(32) |
CALL |
32.00 / 34.00 |
$8 / $192 / 0.04 |
92.70% / $0.02 / 0.01% / 0.12% |
92.98% / $32.08 |
$0.08 / $0.17 / $0.09 / 30 |
|
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 |
32.00 |
7.30% |
$0.17 / 30 |
$0.20 / 36 |
1 / 41 |
42.349743% |
0.188397 |
-0.018273 |
0.057191 |
0.022768 |
0.004545 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
34.00 |
2.57% |
$0.07 / 117 |
$0.09 / 81 |
1 / 6 |
43.795149% |
0.109585 |
-0.012632 |
0.039729 |
0.015816 |
0.002674 |
|
|
67 |
|
11/03(39) |
CALL |
160.00 / 170.00 |
$44 / $956 / 0.05 |
95.90% / $18.02 / 1.89% / 16.40% |
96.04% / $160.44 |
$0.44 / $1.34 / $0.90 / 10 |
60 / 12.56% / 43 |
5 |
Legs |
Vertical |
Bearish |
$120.00 (-3.88%) / 4.06M |
|
Earnings: 10/24 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
160.00 |
4.10% |
$1.34 / 10 |
$1.45 / 5 |
1 / 1 |
63.115579% |
0.150342 |
-0.081019 |
0.008024 |
0.096447 |
0.018905 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
170.00 |
1.79% |
$0.83 / 10 |
$0.90 / 10 |
5 / 2 |
64.711871% |
0.099281 |
-0.060409 |
0.005999 |
0.072105 |
0.012613 |
|
123 |
Legs |
10/27(32) |
CALL |
155.00 / 165.00 |
$47 / $953 / 0.05 |
95.43% / $19.69 / 2.07% / 21.93% |
95.61% / $155.47 |
$0.47 / $1.33 / $0.86 / 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) |
CALL |
155.00 |
4.57% |
$1.33 / 1 |
$1.44 / 4 |
26 / 203 |
63.500320% |
0.155506 |
-0.090403 |
0.008968 |
0.090247 |
0.016518 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
165.00 |
1.82% |
$0.76 / 5 |
$0.86 / 5 |
0 / 39 |
65.248196% |
0.097548 |
-0.065059 |
0.006472 |
0.065130 |
0.010473 |
|
126 |
Legs |
10/27(32) |
CALL |
155.00 / 160.00 |
$22 / $478 / 0.05 |
95.43% / $3.84 / 0.80% / 8.06% |
95.52% / $155.22 |
$0.22 / $1.33 / $1.11 / 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) |
CALL |
155.00 |
4.57% |
$1.33 / 1 |
$1.44 / 4 |
26 / 203 |
63.500320% |
0.155506 |
-0.090403 |
0.008968 |
0.090247 |
0.016518 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
160.00 |
2.91% |
$1.00 / 1 |
$1.11 / 4 |
3 / 64 |
64.343080% |
0.123721 |
-0.077255 |
0.007676 |
0.077238 |
0.013216 |
|
142 |
Legs |
10/27(32) |
CALL |
155.00 / 170.00 |
$65 / $1,435 / 0.05 |
95.43% / $35.93 / 2.50% / 27.08% |
95.68% / $155.65 |
$0.65 / $1.33 / $0.68 / 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) |
CALL |
155.00 |
4.57% |
$1.33 / 1 |
$1.44 / 4 |
26 / 203 |
63.500320% |
0.155506 |
-0.090403 |
0.008968 |
0.090247 |
0.016518 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
170.00 |
1.11% |
$0.58 / 14 |
$0.68 / 3 |
4 / 43 |
66.261345% |
0.076278 |
-0.054069 |
0.005385 |
0.054189 |
0.008226 |
|
160 |
Legs |
10/27(32) |
CALL |
155.00 / 175.00 |
$79 / $1,921 / 0.04 |
95.43% / $52.61 / 2.74% / 29.94% |
95.74% / $155.79 |
$0.79 / $1.33 / $0.54 / 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) |
CALL |
155.00 |
4.57% |
$1.33 / 1 |
$1.44 / 4 |
26 / 203 |
63.500320% |
0.155506 |
-0.090403 |
0.008968 |
0.090247 |
0.016518 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
175.00 |
0.67% |
$0.48 / 6 |
$0.54 / 5 |
2 / 77 |
67.693189% |
0.059195 |
-0.044401 |
0.004427 |
0.044545 |
0.006410 |
|
353 |
Legs |
11/17(53) |
CALL |
165.00 / 170.00 |
$23 / $477 / 0.05 |
95.36% / $3.29 / 0.69% / 4.31% |
95.43% / $165.23 |
$0.23 / $1.37 / $1.14 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
165.00 |
4.64% |
$1.37 / 15 |
$1.43 / 17 |
15 / 412 |
58.764218% |
0.166279 |
-0.075491 |
0.007446 |
0.118634 |
0.027151 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
170.00 |
3.33% |
$1.09 / 10 |
$1.14 / 8 |
8 / 703 |
59.317910% |
0.140920 |
-0.067556 |
0.006673 |
0.106315 |
0.023136 |
|
|
429 |
|
11/17(53) |
CALL |
135.00 / 140.00 |
$24 / $476 / 0.05 |
95.82% / $10.62 / 2.23% / 14.50% |
95.97% / $135.24 |
$0.24 / $0.71 / $0.47 / 141 |
39 / 24.71% / 43 |
5 |
Legs |
Vertical |
Bearish |
$112.80 (-3.85%) / 6.59M |
|
Earnings: 11/15 / Ex-Div: 11/14 ($1.10) |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
135.00 |
4.18% |
$0.71 / 141 |
$0.76 / 487 |
1,193 / 2,775 |
33.281275% |
0.134545 |
-0.031771 |
0.013021 |
0.096996 |
0.022193 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
140.00 |
1.85% |
$0.45 / 8 |
$0.47 / 241 |
49 / 1,583 |
34.237012% |
0.087972 |
-0.023409 |
0.009601 |
0.071515 |
0.014600 |
|
521 |
Legs |
11/17(53) |
CALL |
135.00 / 145.00 |
$39 / $961 / 0.04 |
95.82% / $24.83 / 2.58% / 16.96% |
96.07% / $135.39 |
$0.39 / $0.71 / $0.32 / 141 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
135.00 |
4.18% |
$0.71 / 141 |
$0.76 / 487 |
1,193 / 2,775 |
33.281275% |
0.134545 |
-0.031771 |
0.013021 |
0.096996 |
0.022193 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
145.00 |
0.76% |
$0.29 / 17 |
$0.32 / 550 |
18 / 1,464 |
35.508609% |
0.055592 |
-0.016443 |
0.006748 |
0.050263 |
0.009273 |
|
202 |
Legs |
11/17(53) |
PUT |
95.00 / 90.00 |
$39 / $461 / 0.09 |
93.85% / $18.31 / 3.97% / 27.01% |
94.19% / $94.61 |
$0.39 / $0.98 / $0.59 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
6.15% |
$0.98 / 56 |
$1.03 / 57 |
96 / 307 |
39.730893% |
-0.096219 |
-0.024427 |
0.010259 |
0.076417 |
-0.018304 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
2.83% |
$0.54 / 147 |
$0.59 / 371 |
131 / 331 |
41.523713% |
-0.047214 |
-0.014150 |
0.005926 |
0.044141 |
-0.008906 |
|
274 |
Legs |
11/17(53) |
PUT |
95.00 / 85.00 |
$63 / $937 / 0.07 |
93.85% / $39.75 / 4.24% / 29.06% |
94.40% / $94.37 |
$0.63 / $0.98 / $0.35 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
6.15% |
$0.98 / 56 |
$1.03 / 57 |
96 / 307 |
39.730893% |
-0.096219 |
-0.024427 |
0.010259 |
0.076417 |
-0.018304 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
85.00 |
1.20% |
$0.27 / 409 |
$0.35 / 385 |
221 / 177 |
43.547684% |
-0.019565 |
-0.006843 |
0.002859 |
0.021299 |
-0.003664 |
|
308 |
Legs |
11/17(53) |
PUT |
95.00 / 80.00 |
$81 / $1,419 / 0.06 |
93.85% / $63.19 / 4.45% / 30.67% |
94.54% / $94.19 |
$0.81 / $0.98 / $0.17 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
6.15% |
$0.98 / 56 |
$1.03 / 57 |
96 / 307 |
39.730893% |
-0.096219 |
-0.024427 |
0.010259 |
0.076417 |
-0.018304 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
80.00 |
0.47% |
$0.14 / 344 |
$0.17 / 6 |
24 / 34 |
45.244657% |
-0.006627 |
-0.002678 |
0.001117 |
0.008323 |
-0.001233 |
|
661 |
Legs |
09/29(4) |
PUT |
107.00 / 105.00 |
$9 / $191 / 0.05 |
93.59% / $1.50 / 0.79% / 39.01% |
93.83% / $106.91 |
$0.09 / $0.21 / $0.12 / 122 |
|
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 |
107.00 |
6.41% |
$0.21 / 194 |
$0.22 / 59 |
1,600 / 116 |
30.300351% |
-0.133638 |
-0.083361 |
0.034648 |
0.036224 |
-0.003419 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
105.00 |
2.47% |
$0.11 / 678 |
$0.12 / 122 |
664 / 175 |
32.482345% |
-0.073036 |
-0.053682 |
0.022292 |
0.023306 |
-0.001862 |
|
|
470 |
|
11/17(53) |
PUT |
92.50 / 87.50 |
$25 / $475 / 0.05 |
95.82% / $14.21 / 2.99% / 19.84% |
96.04% / $92.25 |
$0.25 / $0.70 / $0.45 / 49 |
46 / 23.15% / 22 |
5 |
Legs |
Vertical |
Bullish |
$107.6974 (-0.22%) / 2.31M |
|
Earnings: 11/14 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
92.50 |
4.18% |
$0.70 / 49 |
$0.80 / 87 |
0 / 294 |
33.795596% |
-0.079532 |
-0.015239 |
0.011742 |
0.062923 |
-0.014105 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
87.50 |
1.33% |
$0.35 / 97 |
$0.45 / 102 |
0 / 231 |
36.198245% |
-0.029885 |
-0.007080 |
0.005381 |
0.028835 |
-0.005258 |
|
562 |
Legs |
11/17(53) |
PUT |
92.50 / 90.00 |
$10 / $240 / 0.04 |
95.82% / $2.19 / 0.91% / 5.75% |
95.91% / $92.40 |
$0.10 / $0.70 / $0.60 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
92.50 |
4.18% |
$0.70 / 49 |
$0.80 / 87 |
0 / 294 |
33.795596% |
-0.079532 |
-0.015239 |
0.011742 |
0.062923 |
-0.014105 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
2.40% |
$0.50 / 98 |
$0.60 / 92 |
0 / 195 |
34.996663% |
-0.050289 |
-0.010747 |
0.008220 |
0.044048 |
-0.008882 |
|
215 |
Legs |
11/17(53) |
PUT |
95.00 / 90.00 |
$35 / $465 / 0.08 |
93.05% / $15.55 / 3.34% / 22.37% |
93.51% / $94.65 |
$0.35 / $0.95 / $0.60 / 92 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
6.95% |
$0.95 / 117 |
$1.05 / 30 |
0 / 268 |
32.450528% |
-0.118876 |
-0.020280 |
0.015765 |
0.084481 |
-0.021181 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
2.40% |
$0.50 / 98 |
$0.60 / 92 |
0 / 195 |
34.996663% |
-0.050289 |
-0.010747 |
0.008220 |
0.044048 |
-0.008882 |
|
217 |
Legs |
11/17(53) |
PUT |
95.00 / 87.50 |
$50 / $700 / 0.07 |
93.05% / $30.46 / 4.35% / 29.90% |
93.70% / $94.50 |
$0.50 / $0.95 / $0.45 / 102 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
6.95% |
$0.95 / 117 |
$1.05 / 30 |
0 / 268 |
32.450528% |
-0.118876 |
-0.020280 |
0.015765 |
0.084481 |
-0.021181 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
87.50 |
1.33% |
$0.35 / 97 |
$0.45 / 102 |
0 / 231 |
36.198245% |
-0.029885 |
-0.007080 |
0.005381 |
0.028835 |
-0.005258 |
|
304 |
Legs |
11/17(53) |
PUT |
95.00 / 92.50 |
$15 / $235 / 0.06 |
93.05% / $1.54 / 0.65% / 4.08% |
93.25% / $94.85 |
$0.15 / $0.95 / $0.80 / 87 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
6.95% |
$0.95 / 117 |
$1.05 / 30 |
0 / 268 |
32.450528% |
-0.118876 |
-0.020280 |
0.015765 |
0.084481 |
-0.021181 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
92.50 |
4.18% |
$0.70 / 49 |
$0.80 / 87 |
0 / 294 |
33.795596% |
-0.079532 |
-0.015239 |
0.011742 |
0.062923 |
-0.014105 |
|
219 |
Legs |
10/20(25) |
PUT |
100.00 / 92.50 |
$30 / $720 / 0.04 |
89.66% / $14.18 / 1.97% / 26.36% |
90.44% / $99.70 |
$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) |
10/20/2023 (M) |
PUT |
100.00 |
10.34% |
$0.40 / 132 |
$0.50 / 91 |
14 / 432 |
24.222441% |
-0.168700 |
-0.036666 |
0.028006 |
0.076358 |
-0.015088 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
92.50 |
0.95% |
0 / 0 |
$0.10 / 1 |
0 / 50 |
29.579501% |
-0.029237 |
-0.009919 |
0.007408 |
0.020196 |
-0.002582 |
|
|
141 |
|
10/27(32) |
CALL |
195.00 / 205.00 |
$45 / $955 / 0.05 |
95.79% / $19.86 / 2.08% / 22.08% |
95.95% / $195.45 |
$0.45 / $1.10 / $0.65 / 30 |
67 / 33.16% / 79 |
5 |
Legs |
Vertical |
Bearish |
$156.35 (+1.49%) / 1.21M |
|
Earnings: 10/24 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
195.00 |
4.21% |
$1.10 / 30 |
$1.20 / 75 |
5 / 6 |
49.616332% |
0.142063 |
-0.091149 |
0.007922 |
0.111175 |
0.020183 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
205.00 |
1.68% |
$0.55 / 47 |
$0.65 / 67 |
1 / 1 |
50.172038% |
0.088728 |
-0.064934 |
0.005662 |
0.079465 |
0.012712 |
|
154 |
Legs |
10/27(32) |
CALL |
195.00 / 200.00 |
$20 / $480 / 0.04 |
95.79% / $3.29 / 0.69% / 6.85% |
95.87% / $195.20 |
$0.20 / $1.10 / $0.90 / 30 |
|
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 |
195.00 |
4.21% |
$1.10 / 30 |
$1.20 / 75 |
5 / 6 |
49.616332% |
0.142063 |
-0.091149 |
0.007922 |
0.111175 |
0.020183 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
200.00 |
2.69% |
$0.75 / 41 |
$0.90 / 49 |
0 / 3 |
49.785627% |
0.112833 |
-0.077506 |
0.006748 |
0.094702 |
0.016101 |
|
566 |
Legs |
11/17(53) |
PUT |
115.00 / 105.00 |
$40 / $960 / 0.04 |
94.85% / $4.20 / 0.44% / 2.72% |
94.99% / $114.60 |
$0.40 / $0.95 / $0.55 / 62 |
|
Underlying |
Leg |
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 |
5.15% |
$0.95 / 62 |
$1.05 / 241 |
0 / 9 |
56.730474% |
-0.062877 |
-0.037332 |
0.003461 |
0.076893 |
-0.017129 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
105.00 |
2.63% |
$0.45 / 285 |
$0.55 / 204 |
0 / 312 |
60.171383% |
-0.026662 |
-0.018746 |
0.001727 |
0.038384 |
-0.007171 |
|
157 |
Legs |
10/27(32) |
PUT |
125.00 / 120.00 |
$25 / $475 / 0.05 |
94.42% / $2.60 / 0.55% / 5.43% |
94.54% / $124.75 |
$0.25 / $1.10 / $0.85 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
125.00 |
5.58% |
$1.10 / 41 |
$1.25 / 69 |
0 / 17 |
58.227288% |
-0.081250 |
-0.057544 |
0.005301 |
0.074390 |
-0.013733 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
120.00 |
3.61% |
$0.75 / 65 |
$0.85 / 31 |
0 / 6 |
59.958401% |
-0.052267 |
-0.040996 |
0.003765 |
0.052838 |
-0.008778 |
|
257 |
Legs |
11/17(53) |
CALL |
200.00 / 210.00 |
$55 / $945 / 0.06 |
93.83% / $10.97 / 1.16% / 7.34% |
94.03% / $200.55 |
$0.55 / $1.50 / $0.95 / 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 |
200.00 |
6.17% |
$1.50 / 452 |
$1.60 / 140 |
0 / 7 |
45.863946% |
0.181528 |
-0.085793 |
0.007388 |
0.164161 |
0.039669 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
210.00 |
3.23% |
$0.85 / 591 |
$0.95 / 3 |
0 / 11 |
46.127168% |
0.130350 |
-0.068678 |
0.005936 |
0.131891 |
0.028743 |
|
361 |
Legs |
11/17(53) |
CALL |
200.00 / 220.00 |
$90 / $1,910 / 0.05 |
93.83% / $34.75 / 1.82% / 11.71% |
94.16% / $200.90 |
$0.90 / $1.50 / $0.60 / 134 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
6.17% |
$1.50 / 452 |
$1.60 / 140 |
0 / 7 |
45.863946% |
0.181528 |
-0.085793 |
0.007388 |
0.164161 |
0.039669 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
1.61% |
$0.50 / 222 |
$0.60 / 134 |
0 / 4 |
46.971296% |
0.091775 |
-0.053234 |
0.004614 |
0.102531 |
0.020392 |
|
|
556 |
|
11/17(53) |
PUT |
154.00 / 153.00 |
$4 / $96 / 0.04 |
95.79% / $0.06 / 0.06% / 0.39% |
95.81% / $153.96 |
$0.04 / $0.57 / $0.53 / 160 |
90 / 80.02% / 23 |
5 |
Legs |
Vertical |
Bullish |
$176.97 (-0.06%) / 23.17M |
|
|
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
154.00 |
4.21% |
$0.57 / 2,043 |
$0.58 / 1,798 |
379 / 745 |
26.090737% |
-0.081144 |
-0.024267 |
0.007746 |
0.105326 |
-0.023657 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
153.00 |
3.66% |
$0.52 / 3,635 |
$0.53 / 160 |
772 / 414 |
26.419644% |
-0.072556 |
-0.022322 |
0.007114 |
0.096740 |
-0.021131 |
|
559 |
Legs |
11/17(53) |
PUT |
154.00 / 152.00 |
$8 / $192 / 0.04 |
95.79% / $0.68 / 0.35% / 2.19% |
95.83% / $153.92 |
$0.08 / $0.57 / $0.49 / 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) |
PUT |
154.00 |
4.21% |
$0.57 / 2,043 |
$0.58 / 1,798 |
379 / 745 |
26.090737% |
-0.081144 |
-0.024267 |
0.007746 |
0.105326 |
-0.023657 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
152.00 |
3.17% |
$0.48 / 3,374 |
$0.49 / 298 |
4 / 35 |
26.817774% |
-0.064632 |
-0.020446 |
0.006507 |
0.088486 |
-0.018804 |
|
972 |
Legs |
12/15(81) |
PUT |
149.00 / 147.00 |
$8 / $192 / 0.04 |
95.69% / $0.28 / 0.14% / 0.60% |
95.73% / $148.92 |
$0.08 / $0.73 / $0.65 / 236 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
149.00 |
4.31% |
$0.73 / 236 |
$0.74 / 956 |
12 / 1,976 |
26.855226% |
-0.076102 |
-0.018704 |
0.006040 |
0.122483 |
-0.033443 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
147.00 |
3.44% |
$0.64 / 268 |
$0.65 / 516 |
4 / 6,789 |
27.539981% |
-0.062637 |
-0.016148 |
0.005199 |
0.105425 |
-0.027468 |
|
973 |
Legs |
12/15(81) |
PUT |
149.00 / 146.00 |
$12 / $288 / 0.04 |
95.69% / $1.10 / 0.38% / 1.58% |
95.75% / $148.88 |
$0.12 / $0.73 / $0.61 / 236 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
149.00 |
4.31% |
$0.73 / 236 |
$0.74 / 956 |
12 / 1,976 |
26.855226% |
-0.076102 |
-0.018704 |
0.006040 |
0.122483 |
-0.033443 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
146.00 |
3.07% |
$0.60 / 704 |
$0.61 / 415 |
114 / 275 |
27.889660% |
-0.056582 |
-0.014933 |
0.004801 |
0.097353 |
-0.024787 |
|
466 |
Legs |
10/20(25) |
PUT |
161.00 / 160.00 |
$4 / $96 / 0.04 |
95.62% / $0.03 / 0.03% / 0.42% |
95.65% / $160.96 |
$0.04 / $0.41 / $0.37 / 166 |
|
Underlying |
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 |
161.00 |
4.38% |
$0.41 / 166 |
$0.42 / 2,410 |
248 / 1,063 |
25.084220% |
-0.093343 |
-0.038332 |
0.012060 |
0.083434 |
-0.013657 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
160.00 |
3.57% |
$0.36 / 2,413 |
$0.37 / 763 |
1,615 / 16,157 |
25.502994% |
-0.080700 |
-0.034431 |
0.010818 |
0.074839 |
-0.011795 |
|
471 |
Legs |
10/20(25) |
PUT |
161.00 / 159.00 |
$8 / $192 / 0.04 |
95.62% / $0.92 / 0.48% / 5.88% |
95.69% / $160.92 |
$0.08 / $0.41 / $0.33 / 166 |
|
Underlying |
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 |
161.00 |
4.38% |
$0.41 / 166 |
$0.42 / 2,410 |
248 / 1,063 |
25.084220% |
-0.093343 |
-0.038332 |
0.012060 |
0.083434 |
-0.013657 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
159.00 |
2.89% |
$0.32 / 2,706 |
$0.33 / 990 |
225 / 897 |
25.991615% |
-0.069328 |
-0.030705 |
0.009634 |
0.066652 |
-0.010123 |
|
|
996 |
|
12/15(81) |
PUT |
160.00 / 155.00 |
$20 / $480 / 0.04 |
95.78% / $2.42 / 0.50% / 2.10% |
95.84% / $159.80 |
$0.20 / $1.45 / $1.25 / 29 |
39 / 18.62% / 95 |
5 |
Legs |
Vertical |
Bullish |
$203.14 (-0.03%) / 659K |
|
Earnings: 12/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
160.00 |
4.22% |
$1.45 / 29 |
$1.60 / 30 |
0 / 83 |
39.769309% |
-0.064735 |
-0.024611 |
0.003561 |
0.123933 |
-0.033134 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
155.00 |
2.94% |
$1.10 / 43 |
$1.25 / 42 |
0 / 895 |
40.890625% |
-0.044757 |
-0.018481 |
0.002659 |
0.092539 |
-0.022801 |
|
872 |
Legs |
12/15(81) |
CALL |
250.00 / 260.00 |
$45 / $955 / 0.05 |
95.22% / $12.43 / 1.30% / 5.48% |
95.36% / $250.45 |
$0.45 / $1.20 / $0.75 / 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 |
250.00 |
4.78% |
$1.20 / 22 |
$1.35 / 14 |
2 / 377 |
29.632769% |
0.149429 |
-0.052024 |
0.006553 |
0.228041 |
0.064782 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
2.35% |
$0.60 / 50 |
$0.75 / 24 |
2 / 165 |
29.451101% |
0.103217 |
-0.039907 |
0.005060 |
0.176097 |
0.045054 |
|
794 |
Legs |
12/15(81) |
PUT |
165.00 / 155.00 |
$65 / $935 / 0.07 |
94.04% / $23.68 / 2.53% / 10.88% |
94.30% / $164.35 |
$0.65 / $1.90 / $1.25 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
165.00 |
5.96% |
$1.90 / 15 |
$2.05 / 7 |
0 / 75 |
38.720646% |
-0.090119 |
-0.031451 |
0.004580 |
0.159387 |
-0.046360 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
155.00 |
2.94% |
$1.10 / 43 |
$1.25 / 42 |
0 / 895 |
40.890625% |
-0.044757 |
-0.018481 |
0.002659 |
0.092539 |
-0.022801 |
|
830 |
Legs |
12/15(81) |
PUT |
165.00 / 160.00 |
$30 / $470 / 0.06 |
94.04% / $4.77 / 1.02% / 4.26% |
94.16% / $164.70 |
$0.30 / $1.90 / $1.60 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
165.00 |
5.96% |
$1.90 / 15 |
$2.05 / 7 |
0 / 75 |
38.720646% |
-0.090119 |
-0.031451 |
0.004580 |
0.159387 |
-0.046360 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
160.00 |
4.22% |
$1.45 / 29 |
$1.60 / 30 |
0 / 83 |
39.769309% |
-0.064735 |
-0.024611 |
0.003561 |
0.123933 |
-0.033134 |
|
859 |
Legs |
12/15(81) |
PUT |
165.00 / 150.00 |
$80 / $1,420 / 0.06 |
94.04% / $31.69 / 2.23% / 9.54% |
94.35% / $164.20 |
$0.80 / $1.90 / $1.10 / 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) |
PUT |
165.00 |
5.96% |
$1.90 / 15 |
$2.05 / 7 |
0 / 75 |
38.720646% |
-0.090119 |
-0.031451 |
0.004580 |
0.159387 |
-0.046360 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
150.00 |
2.01% |
$0.30 / 271 |
$1.10 / 77 |
0 / 262 |
39.889449% |
-0.029668 |
-0.013268 |
0.001900 |
0.066105 |
-0.015048 |
|
3 |
Legs |
11/17(53) |
CALL |
220.00 / 240.00 |
$220 / $1,780 / 0.12 |
77.98% / $18.59 / 1.04% / 6.59% |
80.81% / $222.20 |
$2.20 / $2.80 / $0.60 / 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 |
220.00 |
22.02% |
$2.80 / 16 |
$2.95 / 14 |
10 / 155 |
24.983015% |
0.331973 |
-0.100227 |
0.012491 |
0.291483 |
0.096129 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
5.04% |
$0.45 / 25 |
$0.60 / 17 |
0 / 7 |
25.198112% |
0.148520 |
-0.062553 |
0.007970 |
0.185982 |
0.043854 |
|
|
805 |
|
12/15(81) |
CALL |
37.50 / 40.00 |
$13 / $237 / 0.06 |
95.73% / $5.28 / 2.23% / 9.51% |
95.86% / $37.63 |
$0.13 / $0.40 / $0.27 / 12 |
37 / 20.53% / 99 |
5 |
Legs |
Vertical |
Bearish |
$25.35 (+0.16%) / 7.11M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
37.50 |
4.27% |
$0.40 / 84 |
$0.41 / 25 |
4 / 132 |
59.768539% |
0.169376 |
-0.013110 |
0.029627 |
0.031042 |
0.008497 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
2.30% |
$0.26 / 611 |
$0.27 / 12 |
311 / 553 |
60.280240% |
0.125150 |
-0.010667 |
0.024178 |
0.025333 |
0.006350 |
|
884 |
Legs |
12/15(81) |
CALL |
37.50 / 42.50 |
$22 / $478 / 0.05 |
95.73% / $11.91 / 2.49% / 10.70% |
95.95% / $37.72 |
$0.22 / $0.40 / $0.18 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
37.50 |
4.27% |
$0.40 / 84 |
$0.41 / 25 |
4 / 132 |
59.768539% |
0.169376 |
-0.013110 |
0.029627 |
0.031042 |
0.008497 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
42.50 |
1.21% |
$0.17 / 433 |
$0.18 / 17 |
2 / 52 |
60.845585% |
0.091611 |
-0.008499 |
0.019310 |
0.020232 |
0.004693 |
|
310 |
Legs |
11/17(53) |
CALL |
35.00 / 37.50 |
$14 / $236 / 0.06 |
95.68% / $7.06 / 2.99% / 19.85% |
95.87% / $35.14 |
$0.14 / $0.38 / $0.24 / 471 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
35.00 |
4.32% |
$0.38 / 471 |
$0.39 / 129 |
23 / 5,782 |
63.184865% |
0.159554 |
-0.015308 |
0.034805 |
0.024455 |
0.005536 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
37.50 |
1.90% |
$0.23 / 306 |
$0.24 / 552 |
6 / 744 |
64.274242% |
0.105974 |
-0.011502 |
0.026234 |
0.018432 |
0.003721 |
|
409 |
Legs |
11/17(53) |
CALL |
35.00 / 40.00 |
$24 / $476 / 0.05 |
95.68% / $16.45 / 3.46% / 23.19% |
96.00% / $35.24 |
$0.24 / $0.38 / $0.14 / 239 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
35.00 |
4.32% |
$0.38 / 471 |
$0.39 / 129 |
23 / 5,782 |
63.184865% |
0.159554 |
-0.015308 |
0.034805 |
0.024455 |
0.005536 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
40.00 |
0.79% |
$0.13 / 352 |
$0.14 / 239 |
23 / 622 |
64.463819% |
0.068919 |
-0.008316 |
0.019013 |
0.013359 |
0.002443 |
|
504 |
Legs |
11/17(53) |
CALL |
35.00 / 42.50 |
$29 / $721 / 0.04 |
95.68% / $23.39 / 3.24% / 21.66% |
96.06% / $35.29 |
$0.29 / $0.38 / $0.09 / 219 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
35.00 |
4.32% |
$0.38 / 471 |
$0.39 / 129 |
23 / 5,782 |
63.184865% |
0.159554 |
-0.015308 |
0.034805 |
0.024455 |
0.005536 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
42.50 |
0.32% |
$0.08 / 627 |
$0.09 / 219 |
3,516 / 182 |
65.698458% |
0.044073 |
-0.005831 |
0.013358 |
0.009385 |
0.001575 |
|
374 |
Legs |
11/17(53) |
PUT |
17.50 / 15.00 |
$15 / $235 / 0.06 |
94.02% / $5.28 / 2.25% / 14.62% |
94.29% / $17.35 |
$0.15 / $0.25 / $0.10 / 222 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
17.50 |
5.98% |
$0.25 / 222 |
$0.26 / 453 |
0 / 319 |
72.962081% |
-0.062422 |
-0.007296 |
0.017608 |
0.012371 |
-0.002813 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
2.67% |
$0.09 / 1,736 |
$0.10 / 898 |
2 / 2,375 |
77.733018% |
-0.017968 |
-0.002642 |
0.006335 |
0.004451 |
-0.000793 |
|
|
507 |
|
11/17(53) |
CALL |
60.00 / 62.50 |
$10 / $240 / 0.04 |
95.70% / $4.13 / 1.72% / 11.03% |
95.86% / $60.10 |
$0.10 / $0.25 / $0.15 / 110 |
50 / 23.52% / 81 |
5 |
Legs |
Vertical |
Bearish |
$51.12 (-3.64%) / 3.41M |
|
Earnings: 11/13 / Ex-Div: 11/30 ($0.48) |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
60.00 |
4.30% |
$0.25 / 110 |
$0.30 / 655 |
2 / 124 |
28.855655% |
0.133955 |
-0.012752 |
0.032325 |
0.043863 |
0.010104 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
62.50 |
1.51% |
$0.10 / 258 |
$0.15 / 473 |
3 / 17 |
28.892609% |
0.077436 |
-0.008558 |
0.021718 |
0.029470 |
0.005880 |
|
271 |
Legs |
11/17(53) |
PUT |
45.00 / 42.50 |
$15 / $235 / 0.06 |
91.50% / $2.34 / 0.99% / 6.27% |
91.94% / $44.85 |
$0.15 / $0.45 / $0.30 / 173 |
|
Underlying |
Leg |
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 |
8.50% |
$0.45 / 173 |
$0.50 / 232 |
39 / 184 |
33.150790% |
-0.131422 |
-0.012202 |
0.031903 |
0.043291 |
-0.011296 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
42.50 |
3.30% |
$0.20 / 426 |
$0.30 / 851 |
51 / 100 |
35.645013% |
-0.059345 |
-0.006794 |
0.017687 |
0.024000 |
-0.005051 |
|
378 |
Legs |
11/17(53) |
PUT |
45.00 / 40.00 |
$20 / $480 / 0.04 |
91.50% / $8.67 / 1.81% / 11.62% |
92.08% / $44.80 |
$0.20 / $0.45 / $0.25 / 173 |
|
Underlying |
Leg |
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 |
8.50% |
$0.45 / 173 |
$0.50 / 232 |
39 / 184 |
33.150790% |
-0.131422 |
-0.012202 |
0.031903 |
0.043291 |
-0.011296 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
1.11% |
$0.10 / 305 |
$0.25 / 1,128 |
0 / 4 |
40.766384% |
-0.021290 |
-0.002947 |
0.007648 |
0.010378 |
-0.001798 |
|
82 |
Legs |
11/17(53) |
CALL |
57.50 / 60.00 |
$20 / $230 / 0.09 |
89.37% / $3.42 / 1.49% / 9.48% |
90.06% / $57.70 |
$0.20 / $0.50 / $0.30 / 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 |
57.50 |
10.63% |
$0.50 / 335 |
$0.60 / 888 |
14 / 156 |
28.519735% |
0.217691 |
-0.017392 |
0.044023 |
0.059738 |
0.016281 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
4.30% |
$0.25 / 110 |
$0.30 / 655 |
2 / 124 |
28.855655% |
0.133955 |
-0.012752 |
0.032325 |
0.043863 |
0.010104 |
|
109 |
Legs |
11/17(53) |
CALL |
57.50 / 62.50 |
$35 / $465 / 0.08 |
89.37% / $18.57 / 3.99% / 27.18% |
90.55% / $57.85 |
$0.35 / $0.50 / $0.15 / 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 |
57.50 |
10.63% |
$0.50 / 335 |
$0.60 / 888 |
14 / 156 |
28.519735% |
0.217691 |
-0.017392 |
0.044023 |
0.059738 |
0.016281 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
62.50 |
1.51% |
$0.10 / 258 |
$0.15 / 473 |
3 / 17 |
28.892609% |
0.077436 |
-0.008558 |
0.021718 |
0.029470 |
0.005880 |
|
596 |
Legs |
09/29(4) |
CALL |
53.00 / 55.50 |
$10 / $240 / 0.04 |
81.30% / $2.99 / 1.25% / 68.23% |
82.80% / $53.10 |
$0.10 / $0.15 / $0.05 / 58 |
|
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 |
53.00 |
18.70% |
$0.15 / 58 |
$0.25 / 463 |
205 / 246 |
23.060202% |
0.284552 |
-0.053311 |
0.135717 |
0.025847 |
0.003116 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
55.50 |
1.11% |
0 / 0 |
$0.05 / 144 |
1 / 14 |
30.599863% |
0.064402 |
-0.019739 |
0.050373 |
0.009594 |
0.000712 |
|
|
869 |
|
12/15(81) |
CALL |
480.00 / 500.00 |
$85 / $1,915 / 0.04 |
95.69% / $15.57 / 0.81% / 3.40% |
95.77% / $480.85 |
$0.85 / $3.85 / $3.00 / 51 |
23 / 16.13% / 86 |
5 |
Legs |
Vertical |
Bearish |
$335.76 (+0.64%) / 1.26M |
|
Earnings: 12/05 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
4.31% |
$3.85 / 64 |
$4.10 / 21 |
0 / 9 |
51.888446% |
0.164351 |
-0.155019 |
0.002419 |
0.402868 |
0.110843 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
2.82% |
$2.76 / 50 |
$3.00 / 51 |
2 / 17 |
52.142877% |
0.133241 |
-0.134405 |
0.002102 |
0.350103 |
0.090517 |
|
870 |
Legs |
12/15(81) |
CALL |
480.00 / 510.00 |
$132 / $2,868 / 0.05 |
95.69% / $40.14 / 1.40% / 5.91% |
95.81% / $481.32 |
$1.32 / $3.85 / $2.53 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
4.31% |
$3.85 / 64 |
$4.10 / 21 |
0 / 9 |
51.888446% |
0.164351 |
-0.155019 |
0.002419 |
0.402868 |
0.110843 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
510.00 |
2.27% |
$2.33 / 30 |
$2.53 / 29 |
0 / 69 |
52.174501% |
0.119711 |
-0.124612 |
0.001951 |
0.324932 |
0.081596 |
|
894 |
Legs |
12/15(81) |
CALL |
480.00 / 520.00 |
$166 / $3,834 / 0.04 |
95.69% / $59.51 / 1.55% / 6.57% |
95.84% / $481.66 |
$1.66 / $3.85 / $2.19 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
4.31% |
$3.85 / 64 |
$4.10 / 21 |
0 / 9 |
51.888446% |
0.164351 |
-0.155019 |
0.002419 |
0.402868 |
0.110843 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
520.00 |
1.82% |
$1.96 / 30 |
$2.19 / 26 |
2 / 19 |
52.345858% |
0.107415 |
-0.115232 |
0.001806 |
0.300762 |
0.073446 |
|
922 |
Legs |
12/15(81) |
CALL |
480.00 / 530.00 |
$197 / $4,803 / 0.04 |
95.69% / $82.59 / 1.72% / 7.29% |
95.87% / $481.97 |
$1.97 / $3.85 / $1.88 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
4.31% |
$3.85 / 64 |
$4.10 / 21 |
0 / 9 |
51.888446% |
0.164351 |
-0.155019 |
0.002419 |
0.402868 |
0.110843 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
530.00 |
1.46% |
$1.66 / 34 |
$1.88 / 21 |
6 / 14 |
52.501138% |
0.096263 |
-0.106297 |
0.001667 |
0.277694 |
0.066017 |
|
759 |
Legs |
12/15(81) |
CALL |
470.00 / 490.00 |
$110 / $1,890 / 0.06 |
94.71% / $23.86 / 1.26% / 5.32% |
94.82% / $471.10 |
$1.10 / $4.60 / $3.50 / 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 |
470.00 |
5.29% |
$4.60 / 13 |
$4.85 / 13 |
0 / 20 |
51.932585% |
0.182103 |
-0.165700 |
0.002582 |
0.430067 |
0.122328 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
490.00 |
3.49% |
$3.25 / 69 |
$3.50 / 97 |
0 / 9 |
51.981103% |
0.148092 |
-0.144561 |
0.002259 |
0.376140 |
0.100252 |
|
242 |
Legs |
11/17(53) |
CALL |
420.00 / 470.00 |
$226 / $4,774 / 0.05 |
90.46% / $10.18 / 0.21% / 1.32% |
90.97% / $422.26 |
$2.26 / $3.25 / $0.99 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
420.00 |
9.54% |
$3.25 / 124 |
$3.50 / 122 |
14 / 300 |
43.438501% |
0.232476 |
-0.233117 |
0.003644 |
0.407010 |
0.106616 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
2.53% |
$0.87 / 13 |
$0.99 / 33 |
1 / 29 |
44.819944% |
0.118371 |
-0.150102 |
0.002364 |
0.263978 |
0.055463 |
|
|
510 |
|
10/20(25) |
PUT |
30.00 / 27.50 |
$10 / $240 / 0.04 |
95.68% / $3.20 / 1.33% / 17.22% |
95.81% / $29.90 |
$0.10 / $0.40 / $0.30 / 1 |
36 / 26.73% / 6 |
5 |
Legs |
Vertical |
Bullish |
$39.99 (-6.61%) / 818K |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
30.00 |
4.32% |
$0.40 / 1 |
$0.50 / 31 |
2,727 / 2,165 |
83.843071% |
-0.056566 |
-0.015283 |
0.014770 |
0.012814 |
-0.001958 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
27.50 |
1.88% |
$0.20 / 35 |
$0.30 / 127 |
50 / 17 |
88.902163% |
-0.020839 |
-0.006724 |
0.006514 |
0.005651 |
-0.000713 |
|
174 |
Legs |
10/20(25) |
PUT |
32.50 / 27.50 |
$30 / $470 / 0.06 |
90.84% / $12.20 / 2.60% / 36.01% |
91.59% / $32.20 |
$0.30 / $0.60 / $0.30 / 71 |
|
Underlying |
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 |
32.50 |
9.16% |
$0.60 / 71 |
$0.80 / 47 |
28 / 42 |
76.261668% |
-0.121349 |
-0.027152 |
0.026169 |
0.022703 |
-0.004258 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
27.50 |
1.88% |
$0.20 / 35 |
$0.30 / 127 |
50 / 17 |
88.902163% |
-0.020839 |
-0.006724 |
0.006514 |
0.005651 |
-0.000713 |
|
231 |
Legs |
10/20(25) |
PUT |
32.50 / 22.50 |
$40 / $960 / 0.04 |
90.84% / $30.82 / 3.21% / 46.11% |
91.83% / $32.10 |
$0.40 / $0.60 / $0.20 / 44 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
32.50 |
9.16% |
$0.60 / 71 |
$0.80 / 47 |
28 / 42 |
76.261668% |
-0.121349 |
-0.027152 |
0.026169 |
0.022703 |
-0.004258 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
22.50 |
0.29% |
$0.10 / 10 |
$0.20 / 44 |
138 / 305 |
115.165109% |
-0.001033 |
-0.000464 |
0.000451 |
0.000391 |
-0.000035 |
|
39 |
Legs |
11/17(53) |
CALL |
47.50 / 55.00 |
$60 / $690 / 0.09 |
85.01% / $10.79 / 1.56% / 9.99% |
86.51% / $48.10 |
$0.60 / $1.05 / $0.45 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
47.50 |
14.99% |
$1.05 / 74 |
$1.35 / 54 |
1 / 146 |
57.270861% |
0.296022 |
-0.030899 |
0.031825 |
0.054269 |
0.015741 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
55.00 |
3.47% |
$0.20 / 31 |
$0.45 / 31 |
0 / 1 |
56.033474% |
0.140693 |
-0.020312 |
0.020628 |
0.035174 |
0.007714 |
|
71 |
Legs |
10/20(25) |
CALL |
45.00 / 52.50 |
$35 / $715 / 0.05 |
83.31% / $6.57 / 0.92% / 11.60% |
84.72% / $45.35 |
$0.35 / $0.70 / $0.35 / 68 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
45.00 |
16.69% |
$0.70 / 68 |
$1.00 / 63 |
50 / 256 |
56.003206% |
0.295998 |
-0.044159 |
0.044777 |
0.038847 |
0.008375 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
52.50 |
1.70% |
0 / 0 |
$0.35 / 71 |
22 / 125 |
70.839078% |
0.090707 |
-0.021173 |
0.021206 |
0.018397 |
0.002646 |
|
76 |
Legs |
10/20(25) |
CALL |
45.00 / 60.00 |
$60 / $1,440 / 0.04 |
83.31% / $47.32 / 3.29% / 47.40% |
85.67% / $45.60 |
$0.60 / $0.70 / $0.10 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
45.00 |
16.69% |
$0.70 / 68 |
$1.00 / 63 |
50 / 256 |
56.003206% |
0.295998 |
-0.044159 |
0.044777 |
0.038847 |
0.008375 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
60.00 |
0.09% |
0 / 0 |
$0.10 / 7 |
0 / 300 |
74.481793% |
0.021145 |
-0.006620 |
0.006594 |
0.005721 |
0.000628 |
|
|
534 |
|
11/17(53) |
PUT |
460.00 / 450.00 |
$46 / $954 / 0.05 |
95.67% / $9.52 / 1.00% / 6.29% |
95.74% / $459.54 |
$0.46 / $2.21 / $1.75 / 8 |
62 / 44.85% / 92 |
5 |
Legs |
Vertical |
Bullish |
$550.50 (+0.07%) / 2.35M |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
460.00 |
4.33% |
$2.21 / 8 |
$2.31 / 9 |
0 / 176 |
33.780653% |
-0.074730 |
-0.090664 |
0.001834 |
0.308617 |
-0.068834 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
450.00 |
3.07% |
$1.63 / 20 |
$1.75 / 12 |
6 / 243 |
34.495215% |
-0.054861 |
-0.071559 |
0.001442 |
0.242719 |
-0.050363 |
|
334 |
Legs |
11/17(53) |
PUT |
470.00 / 460.00 |
$60 / $940 / 0.06 |
93.98% / $8.63 / 0.92% / 5.77% |
94.10% / $469.40 |
$0.60 / $2.91 / $2.31 / 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 |
470.00 |
6.02% |
$2.91 / 30 |
$3.05 / 51 |
2 / 157 |
33.032864% |
-0.099075 |
-0.111500 |
0.002264 |
0.381059 |
-0.091589 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
460.00 |
4.33% |
$2.21 / 8 |
$2.31 / 9 |
0 / 176 |
33.780653% |
-0.074730 |
-0.090664 |
0.001834 |
0.308617 |
-0.068834 |
|
357 |
Legs |
11/17(53) |
PUT |
470.00 / 450.00 |
$116 / $1,884 / 0.06 |
93.98% / $31.35 / 1.66% / 10.67% |
94.20% / $468.84 |
$1.16 / $2.91 / $1.75 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
470.00 |
6.02% |
$2.91 / 30 |
$3.05 / 51 |
2 / 157 |
33.032864% |
-0.099075 |
-0.111500 |
0.002264 |
0.381059 |
-0.091589 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
450.00 |
3.07% |
$1.63 / 20 |
$1.75 / 12 |
6 / 243 |
34.495215% |
-0.054861 |
-0.071559 |
0.001442 |
0.242719 |
-0.050363 |
|
491 |
Legs |
11/17(53) |
PUT |
470.00 / 430.00 |
$168 / $3,832 / 0.04 |
93.98% / $66.15 / 1.73% / 11.08% |
94.30% / $468.32 |
$1.68 / $2.91 / $1.23 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
470.00 |
6.02% |
$2.91 / 30 |
$3.05 / 51 |
2 / 157 |
33.032864% |
-0.099075 |
-0.111500 |
0.002264 |
0.381059 |
-0.091589 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
430.00 |
1.46% |
$0.91 / 43 |
$1.23 / 84 |
6 / 431 |
36.930876% |
-0.027035 |
-0.040468 |
0.000811 |
0.136428 |
-0.024666 |
|
531 |
Legs |
11/17(53) |
PUT |
470.00 / 440.00 |
$118 / $2,882 / 0.04 |
93.98% / $18.87 / 0.65% / 4.09% |
94.21% / $468.82 |
$1.18 / $2.91 / $1.73 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
470.00 |
6.02% |
$2.91 / 30 |
$3.05 / 51 |
2 / 157 |
33.032864% |
-0.099075 |
-0.111500 |
0.002264 |
0.381059 |
-0.091589 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
440.00 |
2.13% |
$1.07 / 76 |
$1.73 / 75 |
0 / 602 |
35.991658% |
-0.039119 |
-0.054724 |
0.001099 |
0.185023 |
-0.035798 |
|
781 |
Legs |
12/15(81) |
CALL |
660.00 / 690.00 |
$150 / $2,850 / 0.05 |
92.85% / $8.81 / 0.31% / 1.28% |
93.11% / $661.50 |
$1.50 / $3.10 / $1.60 / 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 |
660.00 |
7.15% |
$3.10 / 10 |
$3.30 / 5 |
4 / 31 |
25.839049% |
0.183460 |
-0.156076 |
0.002824 |
0.708635 |
0.216144 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
690.00 |
3.30% |
$1.43 / 7 |
$1.60 / 7 |
0 / 8 |
26.070027% |
0.122243 |
-0.118289 |
0.002155 |
0.540908 |
0.145218 |
|
|
394 |
|
11/17(53) |
CALL |
350.00 / 360.00 |
$40 / $960 / 0.04 |
95.65% / $1.60 / 0.17% / 1.02% |
95.70% / $350.40 |
$0.40 / $2.65 / $2.25 / 9 |
18 / 13.31% / 81 |
5 |
Legs |
Vertical |
Bearish |
$236.25 (+2.03%) / 1.6M |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
350.00 |
4.35% |
$2.65 / 66 |
$2.75 / 36 |
3 / 520 |
68.439596% |
0.173540 |
-0.188256 |
0.003135 |
0.239595 |
0.053833 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
360.00 |
3.38% |
$2.15 / 100 |
$2.25 / 9 |
3 / 209 |
68.691680% |
0.153458 |
-0.173652 |
0.002894 |
0.221196 |
0.047849 |
|
441 |
Legs |
11/17(53) |
CALL |
350.00 / 370.00 |
$80 / $1,920 / 0.04 |
95.65% / $13.35 / 0.70% / 4.35% |
95.74% / $350.80 |
$0.80 / $2.65 / $1.85 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
350.00 |
4.35% |
$2.65 / 66 |
$2.75 / 36 |
3 / 520 |
68.439596% |
0.173540 |
-0.188256 |
0.003135 |
0.239595 |
0.053833 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
2.61% |
$1.75 / 127 |
$1.85 / 5 |
0 / 204 |
68.995207% |
0.135463 |
-0.159526 |
0.002661 |
0.203360 |
0.042440 |
|
294 |
Legs |
11/17(53) |
CALL |
340.00 / 360.00 |
$95 / $1,905 / 0.05 |
94.43% / $8.81 / 0.46% / 2.87% |
94.56% / $340.95 |
$0.95 / $3.20 / $2.25 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
5.57% |
$3.20 / 189 |
$3.40 / 77 |
14 / 296 |
68.110630% |
0.195871 |
-0.203168 |
0.003380 |
0.258330 |
0.060424 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
360.00 |
3.38% |
$2.15 / 100 |
$2.25 / 9 |
3 / 209 |
68.691680% |
0.153458 |
-0.173652 |
0.002894 |
0.221196 |
0.047849 |
|
332 |
Legs |
11/17(53) |
CALL |
340.00 / 370.00 |
$135 / $2,865 / 0.05 |
94.43% / $24.33 / 0.85% / 5.33% |
94.61% / $341.35 |
$1.35 / $3.20 / $1.85 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
5.57% |
$3.20 / 189 |
$3.40 / 77 |
14 / 296 |
68.110630% |
0.195871 |
-0.203168 |
0.003380 |
0.258330 |
0.060424 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
2.61% |
$1.75 / 127 |
$1.85 / 5 |
0 / 204 |
68.995207% |
0.135463 |
-0.159526 |
0.002661 |
0.203360 |
0.042440 |
|
389 |
Legs |
11/17(53) |
CALL |
340.00 / 380.00 |
$165 / $3,835 / 0.04 |
94.43% / $40.92 / 1.07% / 6.73% |
94.65% / $341.65 |
$1.65 / $3.20 / $1.55 / 92 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
5.57% |
$3.20 / 189 |
$3.40 / 77 |
14 / 296 |
68.110630% |
0.195871 |
-0.203168 |
0.003380 |
0.258330 |
0.060424 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
2.01% |
$1.45 / 51 |
$1.55 / 92 |
0 / 67 |
69.531379% |
0.119392 |
-0.146005 |
0.002437 |
0.186256 |
0.037571 |
|
789 |
Legs |
12/15(81) |
CALL |
360.00 / 400.00 |
$175 / $3,825 / 0.05 |
93.72% / $8.56 / 0.22% / 0.93% |
93.92% / $361.75 |
$1.75 / $4.00 / $2.25 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
6.28% |
$4.00 / 122 |
$4.20 / 25 |
0 / 61 |
65.022279% |
0.223975 |
-0.181022 |
0.002995 |
0.341342 |
0.098512 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
2.95% |
$2.15 / 59 |
$2.25 / 18 |
0 / 189 |
66.145131% |
0.156659 |
-0.144748 |
0.002403 |
0.273824 |
0.070291 |
|
|
402 |
|
11/17(53) |
CALL |
125.00 / 130.00 |
$24 / $476 / 0.05 |
95.58% / $8.94 / 1.88% / 12.10% |
95.72% / $125.24 |
$0.24 / $0.67 / $0.43 / 42 |
32 / 24.26% / 29 |
5 |
Legs |
Vertical |
Bearish |
$100.87 (-1.07%) / 2.34M |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
125.00 |
4.42% |
$0.67 / 42 |
$0.71 / 30 |
32 / 23 |
37.868326% |
0.144228 |
-0.037244 |
0.012718 |
0.090967 |
0.020917 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
130.00 |
2.16% |
$0.39 / 54 |
$0.43 / 145 |
2 / 4 |
38.291091% |
0.099545 |
-0.028559 |
0.009796 |
0.070062 |
0.014534 |
|
549 |
Legs |
11/17(53) |
PUT |
80.00 / 75.00 |
$21 / $479 / 0.04 |
95.28% / $5.05 / 1.05% / 6.66% |
95.41% / $79.79 |
$0.21 / $0.68 / $0.47 / 229 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
80.00 |
4.72% |
$0.68 / 569 |
$0.75 / 52 |
2 / 15 |
46.788582% |
-0.070539 |
-0.020188 |
0.007564 |
0.054099 |
-0.012101 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
2.29% |
$0.42 / 42 |
$0.47 / 229 |
2 / 31 |
50.354722% |
-0.033021 |
-0.011089 |
0.004125 |
0.029504 |
-0.005612 |
|
77 |
Legs |
11/17(53) |
CALL |
120.00 / 125.00 |
$43 / $457 / 0.09 |
91.50% / $12.15 / 2.66% / 17.48% |
91.94% / $120.43 |
$0.43 / $1.14 / $0.71 / 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 |
120.00 |
8.50% |
$1.14 / 15 |
$1.19 / 41 |
0 / 22 |
37.654455% |
0.203328 |
-0.046625 |
0.015834 |
0.113253 |
0.029253 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
125.00 |
4.42% |
$0.67 / 42 |
$0.71 / 30 |
32 / 23 |
37.868326% |
0.144228 |
-0.037244 |
0.012718 |
0.090967 |
0.020917 |
|
138 |
Legs |
11/17(53) |
CALL |
120.00 / 130.00 |
$71 / $929 / 0.08 |
91.50% / $32.04 / 3.45% / 23.15% |
92.22% / $120.71 |
$0.71 / $1.14 / $0.43 / 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 |
120.00 |
8.50% |
$1.14 / 15 |
$1.19 / 41 |
0 / 22 |
37.654455% |
0.203328 |
-0.046625 |
0.015834 |
0.113253 |
0.029253 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
130.00 |
2.16% |
$0.39 / 54 |
$0.43 / 145 |
2 / 4 |
38.291091% |
0.099545 |
-0.028559 |
0.009796 |
0.070062 |
0.014534 |
|
208 |
Legs |
11/17(53) |
CALL |
120.00 / 135.00 |
$83 / $1,417 / 0.06 |
91.50% / $50.02 / 3.53% / 23.74% |
92.34% / $120.83 |
$0.83 / $1.14 / $0.31 / 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 |
120.00 |
8.50% |
$1.14 / 15 |
$1.19 / 41 |
0 / 22 |
37.654455% |
0.203328 |
-0.046625 |
0.015834 |
0.113253 |
0.029253 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
135.00 |
1.00% |
$0.23 / 69 |
$0.31 / 946 |
3 / 1 |
39.507972% |
0.067017 |
-0.021123 |
0.007271 |
0.052005 |
0.009841 |
|
624 |
Legs |
09/29(4) |
PUT |
96.00 / 92.00 |
$19 / $381 / 0.05 |
88.33% / $2.31 / 0.61% / 28.93% |
89.09% / $95.81 |
$0.19 / $0.27 / $0.08 / 34 |
|
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 |
96.00 |
11.67% |
$0.27 / 74 |
$0.32 / 60 |
1 / 19 |
32.524260% |
-0.191787 |
-0.111594 |
0.040799 |
0.040956 |
-0.004421 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
92.00 |
2.21% |
$0.06 / 42 |
$0.08 / 34 |
0 / 1 |
36.295396% |
-0.064736 |
-0.052002 |
0.018894 |
0.018967 |
-0.001481 |
|
|
348 |
|
11/17(53) |
CALL |
260.00 / 270.00 |
$50 / $950 / 0.05 |
95.57% / $15.59 / 1.64% / 10.51% |
95.68% / $260.50 |
$0.50 / $1.80 / $1.30 / 5 |
25 / 12.88% / 99 |
5 |
Legs |
Vertical |
Bearish |
$195.00 (+2.66%) / 1.08M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
4.43% |
$1.80 / 14 |
$1.90 / 28 |
6 / 5 |
50.887628% |
0.155601 |
-0.102524 |
0.005050 |
0.185537 |
0.042341 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
2.70% |
$1.20 / 63 |
$1.30 / 5 |
0 / 225 |
50.983488% |
0.121104 |
-0.086203 |
0.004256 |
0.156365 |
0.033174 |
|
442 |
Legs |
11/17(53) |
CALL |
260.00 / 280.00 |
$90 / $1,910 / 0.05 |
95.57% / $40.31 / 2.11% / 13.68% |
95.76% / $260.90 |
$0.90 / $1.80 / $0.90 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
4.43% |
$1.80 / 14 |
$1.90 / 28 |
6 / 5 |
50.887628% |
0.155601 |
-0.102524 |
0.005050 |
0.185537 |
0.042341 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
1.61% |
$0.80 / 103 |
$0.90 / 17 |
0 / 5 |
51.235250% |
0.093324 |
-0.071281 |
0.003526 |
0.129554 |
0.025715 |
|
776 |
Legs |
12/15(81) |
CALL |
270.00 / 280.00 |
$50 / $950 / 0.05 |
94.44% / $3.67 / 0.39% / 1.61% |
94.54% / $270.50 |
$0.50 / $2.20 / $1.70 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
270.00 |
5.56% |
$2.20 / 48 |
$2.35 / 52 |
0 / 198 |
47.746552% |
0.184758 |
-0.094531 |
0.004617 |
0.252950 |
0.072640 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
3.84% |
$1.60 / 42 |
$1.70 / 17 |
1 / 97 |
47.840319% |
0.153604 |
-0.083754 |
0.004100 |
0.224644 |
0.060805 |
|
811 |
Legs |
12/15(81) |
CALL |
270.00 / 290.00 |
$95 / $1,905 / 0.05 |
94.44% / $20.92 / 1.10% / 4.61% |
94.63% / $270.95 |
$0.95 / $2.20 / $1.25 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
270.00 |
5.56% |
$2.20 / 48 |
$2.35 / 52 |
0 / 198 |
47.746552% |
0.184758 |
-0.094531 |
0.004617 |
0.252950 |
0.072640 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
290.00 |
2.62% |
$1.15 / 58 |
$1.25 / 34 |
0 / 16 |
48.011733% |
0.127045 |
-0.073464 |
0.003604 |
0.197453 |
0.050600 |
|
165 |
Legs |
11/17(53) |
CALL |
250.00 / 260.00 |
$65 / $935 / 0.07 |
92.92% / $8.78 / 0.94% / 5.91% |
93.13% / $250.65 |
$0.65 / $2.55 / $1.90 / 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 |
250.00 |
7.08% |
$2.55 / 97 |
$2.70 / 23 |
4 / 12 |
50.306561% |
0.197725 |
-0.119650 |
0.005877 |
0.215936 |
0.053397 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
4.43% |
$1.80 / 14 |
$1.90 / 28 |
6 / 5 |
50.887628% |
0.155601 |
-0.102524 |
0.005050 |
0.185537 |
0.042341 |
|
184 |
Legs |
11/17(53) |
CALL |
250.00 / 270.00 |
$125 / $1,875 / 0.07 |
92.92% / $41.36 / 2.21% / 14.33% |
93.31% / $251.25 |
$1.25 / $2.55 / $1.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
250.00 |
7.08% |
$2.55 / 97 |
$2.70 / 23 |
4 / 12 |
50.306561% |
0.197725 |
-0.119650 |
0.005877 |
0.215936 |
0.053397 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
2.70% |
$1.20 / 63 |
$1.30 / 5 |
0 / 225 |
50.983488% |
0.121104 |
-0.086203 |
0.004256 |
0.156365 |
0.033174 |
|
|
946 |
|
12/15(81) |
PUT |
300.00 / 290.00 |
$48 / $952 / 0.05 |
95.57% / $10.47 / 1.10% / 4.62% |
95.64% / $299.52 |
$0.48 / $2.29 / $1.81 / 6 |
64 / 22.09% / 11 |
5 |
Legs |
Vertical |
Bullish |
$388.05 (+1.08%) / 1.1M |
|
Earnings: 12/14 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
300.00 |
4.43% |
$2.29 / 6 |
$2.37 / 9 |
0 / 191 |
40.236341% |
-0.063407 |
-0.051103 |
0.001671 |
0.234120 |
-0.062756 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
290.00 |
3.17% |
$1.75 / 5 |
$1.81 / 9 |
5 / 415 |
41.524148% |
-0.044151 |
-0.038548 |
0.001254 |
0.175713 |
-0.043479 |
|
969 |
Legs |
12/15(81) |
PUT |
300.00 / 280.00 |
$84 / $1,916 / 0.04 |
95.57% / $22.79 / 1.19% / 5.00% |
95.69% / $299.16 |
$0.84 / $2.29 / $1.45 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
300.00 |
4.43% |
$2.29 / 6 |
$2.37 / 9 |
0 / 191 |
40.236341% |
-0.063407 |
-0.051103 |
0.001671 |
0.234120 |
-0.062756 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
2.23% |
$1.26 / 90 |
$1.45 / 159 |
0 / 662 |
42.863088% |
-0.029493 |
-0.027830 |
0.000901 |
0.126287 |
-0.028908 |
|
893 |
Legs |
12/15(81) |
CALL |
490.00 / 500.00 |
$40 / $960 / 0.04 |
95.46% / $1.47 / 0.15% / 0.63% |
95.52% / $490.40 |
$0.40 / $1.91 / $1.51 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
490.00 |
4.54% |
$1.91 / 11 |
$2.01 / 13 |
0 / 26 |
30.281965% |
0.148259 |
-0.107874 |
0.003108 |
0.435493 |
0.122453 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
3.27% |
$1.42 / 6 |
$1.51 / 13 |
1 / 133 |
30.400357% |
0.125116 |
-0.095764 |
0.002767 |
0.387754 |
0.103711 |
|
815 |
Legs |
12/15(81) |
PUT |
310.00 / 300.00 |
$63 / $937 / 0.07 |
93.89% / $10.56 / 1.13% / 4.74% |
94.01% / $309.37 |
$0.63 / $3.00 / $2.37 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
310.00 |
6.11% |
$3.00 / 27 |
$3.10 / 9 |
2 / 164 |
39.039435% |
-0.087712 |
-0.065088 |
0.002140 |
0.299883 |
-0.087278 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
4.43% |
$2.29 / 6 |
$2.37 / 9 |
0 / 191 |
40.236341% |
-0.063407 |
-0.051103 |
0.001671 |
0.234120 |
-0.062756 |
|
836 |
Legs |
12/15(81) |
PUT |
310.00 / 290.00 |
$119 / $1,881 / 0.06 |
93.89% / $32.07 / 1.70% / 7.23% |
94.11% / $308.81 |
$1.19 / $3.00 / $1.81 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
310.00 |
6.11% |
$3.00 / 27 |
$3.10 / 9 |
2 / 164 |
39.039435% |
-0.087712 |
-0.065088 |
0.002140 |
0.299883 |
-0.087278 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
290.00 |
3.17% |
$1.75 / 5 |
$1.81 / 9 |
5 / 415 |
41.524148% |
-0.044151 |
-0.038548 |
0.001254 |
0.175713 |
-0.043479 |
|
312 |
Legs |
10/20(25) |
PUT |
350.00 / 325.00 |
$97 / $2,403 / 0.04 |
91.09% / $11.85 / 0.49% / 6.08% |
91.55% / $349.03 |
$0.97 / $1.63 / $0.66 / 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 |
350.00 |
8.91% |
$1.63 / 22 |
$1.70 / 23 |
40 / 587 |
31.880774% |
-0.144397 |
-0.162951 |
0.005227 |
0.249905 |
-0.047445 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
325.00 |
1.90% |
$0.45 / 99 |
$0.66 / 125 |
0 / 9 |
37.163962% |
-0.042213 |
-0.065340 |
0.002070 |
0.098981 |
-0.013702 |
|
|
943 |
|
12/15(81) |
PUT |
165.00 / 160.00 |
$24 / $476 / 0.05 |
95.53% / $5.22 / 1.10% / 4.61% |
95.60% / $164.76 |
$0.24 / $1.20 / $0.96 / 53 |
27 / 14.85% / 93 |
5 |
Legs |
Vertical |
Bullish |
$206.51 (-1.01%) / 3.85M |
|
Earnings: 11/29 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
165.00 |
4.47% |
$1.20 / 53 |
$1.25 / 31 |
0 / 5 |
36.567562% |
-0.068713 |
-0.026282 |
0.003653 |
0.133012 |
-0.036064 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
160.00 |
3.14% |
$0.91 / 156 |
$0.96 / 60 |
1 / 12 |
37.706132% |
-0.048229 |
-0.020010 |
0.002765 |
0.100699 |
-0.025195 |
|
545 |
Legs |
11/17(53) |
PUT |
175.00 / 165.00 |
$39 / $961 / 0.04 |
94.62% / $6.61 / 0.69% / 4.30% |
94.79% / $174.61 |
$0.39 / $0.81 / $0.42 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
175.00 |
5.38% |
$0.81 / 59 |
$0.84 / 79 |
10 / 1,214 |
32.129627% |
-0.089873 |
-0.039727 |
0.005467 |
0.133494 |
-0.031275 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
165.00 |
2.19% |
$0.41 / 37 |
$0.42 / 39 |
27 / 714 |
34.871567% |
-0.039677 |
-0.021191 |
0.002885 |
0.070448 |
-0.013684 |
|
788 |
Legs |
12/15(81) |
PUT |
170.00 / 165.00 |
$33 / $467 / 0.07 |
93.74% / $6.34 / 1.36% / 5.72% |
93.88% / $169.67 |
$0.33 / $1.58 / $1.25 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
170.00 |
6.26% |
$1.58 / 55 |
$1.62 / 56 |
5 / 27 |
35.478797% |
-0.094441 |
-0.033202 |
0.004644 |
0.169111 |
-0.049814 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
165.00 |
4.47% |
$1.20 / 53 |
$1.25 / 31 |
0 / 5 |
36.567562% |
-0.068713 |
-0.026282 |
0.003653 |
0.133012 |
-0.036064 |
|
809 |
Legs |
12/15(81) |
PUT |
170.00 / 160.00 |
$62 / $938 / 0.07 |
93.74% / $18.22 / 1.94% / 8.27% |
93.99% / $169.38 |
$0.62 / $1.58 / $0.96 / 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) |
PUT |
170.00 |
6.26% |
$1.58 / 55 |
$1.62 / 56 |
5 / 27 |
35.478797% |
-0.094441 |
-0.033202 |
0.004644 |
0.169111 |
-0.049814 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
160.00 |
3.14% |
$0.91 / 156 |
$0.96 / 60 |
1 / 12 |
37.706132% |
-0.048229 |
-0.020010 |
0.002765 |
0.100699 |
-0.025195 |
|
744 |
Legs |
12/15(81) |
CALL |
250.00 / 260.00 |
$57 / $943 / 0.06 |
92.93% / $6.91 / 0.73% / 3.06% |
93.18% / $250.57 |
$0.57 / $1.38 / $0.81 / 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 |
250.00 |
7.07% |
$1.38 / 69 |
$1.45 / 144 |
11 / 233 |
27.559954% |
0.183440 |
-0.060949 |
0.007327 |
0.266830 |
0.081157 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
3.65% |
$0.76 / 92 |
$0.81 / 72 |
3 / 1,068 |
27.846022% |
0.129720 |
-0.048124 |
0.005829 |
0.212266 |
0.057814 |
|
807 |
Legs |
12/15(81) |
CALL |
250.00 / 270.00 |
$92 / $1,908 / 0.05 |
92.93% / $30.36 / 1.59% / 6.73% |
93.33% / $250.92 |
$0.92 / $1.38 / $0.46 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
7.07% |
$1.38 / 69 |
$1.45 / 144 |
11 / 233 |
27.559954% |
0.183440 |
-0.060949 |
0.007327 |
0.266830 |
0.081157 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
270.00 |
1.78% |
$0.41 / 158 |
$0.46 / 17 |
0 / 39 |
28.226559% |
0.089378 |
-0.036585 |
0.004458 |
0.162349 |
0.040084 |
|
|
846 |
|
12/15(81) |
CALL |
135.00 / 140.00 |
$22 / $478 / 0.05 |
95.49% / $3.42 / 0.72% / 2.99% |
95.56% / $135.22 |
$0.22 / $0.92 / $0.70 / 173 |
18 / 11.94% / 99 |
5 |
Legs |
Vertical |
Bearish |
$95.90 (+4.05%) / 8.98M |
|
Earnings: 11/27 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
135.00 |
4.51% |
$0.92 / 173 |
$0.96 / 216 |
0 / 50 |
48.028969% |
0.166393 |
-0.043277 |
0.008818 |
0.115866 |
0.032146 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
140.00 |
3.07% |
$0.66 / 301 |
$0.70 / 274 |
0 / 116 |
48.176868% |
0.137389 |
-0.038017 |
0.007764 |
0.102011 |
0.026717 |
|
889 |
Legs |
12/15(81) |
CALL |
135.00 / 145.00 |
$41 / $959 / 0.04 |
95.49% / $11.69 / 1.22% / 5.13% |
95.63% / $135.41 |
$0.41 / $0.92 / $0.51 / 98 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
135.00 |
4.51% |
$0.92 / 173 |
$0.96 / 216 |
0 / 50 |
48.028969% |
0.166393 |
-0.043277 |
0.008818 |
0.115866 |
0.032146 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
145.00 |
2.06% |
$0.48 / 89 |
$0.51 / 98 |
0 / 655 |
48.412408% |
0.112872 |
-0.033073 |
0.006767 |
0.088918 |
0.022079 |
|
694 |
Legs |
12/15(81) |
CALL |
130.00 / 135.00 |
$32 / $468 / 0.07 |
93.46% / $4.66 / 1.00% / 4.18% |
93.61% / $130.32 |
$0.32 / $1.28 / $0.96 / 103 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
130.00 |
6.54% |
$1.28 / 103 |
$1.32 / 53 |
0 / 160 |
47.939218% |
0.200385 |
-0.048725 |
0.009903 |
0.130119 |
0.038432 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
135.00 |
4.51% |
$0.92 / 173 |
$0.96 / 216 |
0 / 50 |
48.028969% |
0.166393 |
-0.043277 |
0.008818 |
0.115866 |
0.032146 |
|
735 |
Legs |
12/15(81) |
CALL |
130.00 / 140.00 |
$58 / $942 / 0.06 |
93.46% / $14.22 / 1.51% / 6.38% |
93.73% / $130.58 |
$0.58 / $1.28 / $0.70 / 103 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
130.00 |
6.54% |
$1.28 / 103 |
$1.32 / 53 |
0 / 160 |
47.939218% |
0.200385 |
-0.048725 |
0.009903 |
0.130119 |
0.038432 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
140.00 |
3.07% |
$0.66 / 301 |
$0.70 / 274 |
0 / 116 |
48.176868% |
0.137389 |
-0.038017 |
0.007764 |
0.102011 |
0.026717 |
|
773 |
Legs |
12/15(81) |
CALL |
130.00 / 145.00 |
$77 / $1,423 / 0.05 |
93.46% / $26.52 / 1.86% / 7.92% |
93.82% / $130.77 |
$0.77 / $1.28 / $0.51 / 98 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
130.00 |
6.54% |
$1.28 / 103 |
$1.32 / 53 |
0 / 160 |
47.939218% |
0.200385 |
-0.048725 |
0.009903 |
0.130119 |
0.038432 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
145.00 |
2.06% |
$0.48 / 89 |
$0.51 / 98 |
0 / 655 |
48.412408% |
0.112872 |
-0.033073 |
0.006767 |
0.088918 |
0.022079 |
|
98 |
Legs |
10/20(25) |
CALL |
110.00 / 120.00 |
$56 / $944 / 0.06 |
87.48% / $1.92 / 0.20% / 2.46% |
88.33% / $110.56 |
$0.56 / $0.72 / $0.16 / 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 |
110.00 |
12.52% |
$0.72 / 4 |
$0.73 / 128 |
16 / 8,501 |
40.153218% |
0.250460 |
-0.093390 |
0.019240 |
0.086253 |
0.017337 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
120.00 |
3.03% |
$0.15 / 48 |
$0.16 / 186 |
77 / 6,634 |
41.451407% |
0.119129 |
-0.058045 |
0.012038 |
0.053965 |
0.008390 |
|
|
431 |
|
11/17(53) |
PUT |
47.50 / 45.00 |
$13 / $237 / 0.06 |
95.48% / $8.10 / 3.42% / 22.93% |
95.77% / $47.37 |
$0.13 / $0.27 / $0.14 / 719 |
53 / 27.17% / 27 |
5 |
Legs |
Vertical |
Bullish |
$53.53 (+0.36%) / 17.87M |
|
Earnings: 11/15 / Ex-Div: 10/03 ($0.39) |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
47.50 |
4.52% |
$0.27 / 719 |
$0.29 / 1,919 |
174 / 750 |
26.509888% |
-0.088031 |
-0.007132 |
0.030217 |
0.033936 |
-0.007748 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
45.00 |
1.11% |
$0.12 / 553 |
$0.14 / 1,341 |
14 / 650 |
28.880122% |
-0.028484 |
-0.002934 |
0.012333 |
0.013851 |
-0.002488 |
|
481 |
Legs |
11/17(53) |
PUT |
47.50 / 42.50 |
$21 / $479 / 0.04 |
95.48% / $18.06 / 3.77% / 25.51% |
95.95% / $47.29 |
$0.21 / $0.27 / $0.06 / 719 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
47.50 |
4.52% |
$0.27 / 719 |
$0.29 / 1,919 |
174 / 750 |
26.509888% |
-0.088031 |
-0.007132 |
0.030217 |
0.033936 |
-0.007748 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
42.50 |
0.21% |
$0.05 / 729 |
$0.06 / 1,337 |
200 / 211 |
30.952001% |
-0.006464 |
-0.000822 |
0.003438 |
0.003861 |
-0.000561 |
|
725 |
Legs |
12/15(81) |
PUT |
47.50 / 45.00 |
$18 / $232 / 0.08 |
92.16% / $6.62 / 2.85% / 12.31% |
92.67% / $47.32 |
$0.18 / $0.38 / $0.20 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
47.50 |
7.84% |
$0.38 / 255 |
$0.40 / 1,178 |
24 / 719 |
24.226813% |
-0.126918 |
-0.007489 |
0.032201 |
0.053929 |
-0.016910 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
45.00 |
2.86% |
$0.19 / 426 |
$0.20 / 21 |
149 / 975 |
26.098363% |
-0.055737 |
-0.004092 |
0.017410 |
0.029157 |
-0.007359 |
|
798 |
Legs |
12/15(81) |
PUT |
47.50 / 40.00 |
$33 / $717 / 0.05 |
92.16% / $26.96 / 3.76% / 16.46% |
93.07% / $47.17 |
$0.33 / $0.38 / $0.05 / 206 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
47.50 |
7.84% |
$0.38 / 255 |
$0.40 / 1,178 |
24 / 719 |
24.226813% |
-0.126918 |
-0.007489 |
0.032201 |
0.053929 |
-0.016910 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
40.00 |
0.24% |
$0.04 / 671 |
$0.05 / 206 |
2,607 / 1,654 |
30.048664% |
-0.005031 |
-0.000537 |
0.002253 |
0.003774 |
-0.000655 |
|
93 |
Legs |
10/27(32) |
PUT |
50.00 / 48.00 |
$9 / $191 / 0.05 |
90.68% / $0.34 / 0.18% / 1.74% |
91.15% / $49.91 |
$0.09 / $0.19 / $0.10 / 326 |
|
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 |
50.00 |
9.32% |
$0.19 / 326 |
$0.22 / 854 |
12 / 97 |
20.760601% |
-0.156843 |
-0.013527 |
0.057173 |
0.040553 |
-0.008678 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
48.00 |
2.57% |
$0.08 / 406 |
$0.10 / 690 |
11 / 755 |
23.422554% |
-0.062927 |
-0.007022 |
0.029444 |
0.020885 |
-0.003457 |
|
777 |
Legs |
12/15(81) |
CALL |
60.00 / 65.00 |
$20 / $480 / 0.04 |
90.08% / $7.13 / 1.49% / 6.28% |
90.76% / $60.20 |
$0.20 / $0.24 / $0.04 / 360 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
60.00 |
9.92% |
$0.24 / 360 |
$0.25 / 5 |
103 / 7,827 |
17.327232% |
0.206859 |
-0.011262 |
0.044182 |
0.073994 |
0.024269 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
1.25% |
$0.03 / 661 |
$0.04 / 1,203 |
63 / 659 |
18.249221% |
0.068891 |
-0.005181 |
0.020537 |
0.034395 |
0.008198 |
|
|
905 |
|
12/15(81) |
CALL |
220.00 / 230.00 |
$39 / $961 / 0.04 |
95.48% / $5.15 / 0.54% / 2.23% |
95.58% / $220.39 |
$0.39 / $1.12 / $0.73 / 16 |
36 / 19.28% / 74 |
5 |
Legs |
Vertical |
Bearish |
$162.1201 (-0.25%) / 3.13M |
|
Earnings: 12/05 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
220.00 |
4.52% |
$1.12 / 53 |
$1.17 / 41 |
12 / 367 |
40.372367% |
0.159580 |
-0.062674 |
0.005802 |
0.191176 |
0.053291 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
230.00 |
2.61% |
$0.69 / 41 |
$0.73 / 16 |
5 / 276 |
40.650245% |
0.121130 |
-0.051775 |
0.004810 |
0.158490 |
0.040769 |
|
895 |
Legs |
12/15(81) |
PUT |
120.00 / 105.00 |
$74 / $1,426 / 0.05 |
92.71% / $3.59 / 0.25% / 1.04% |
92.99% / $119.26 |
$0.74 / $1.24 / $0.50 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
120.00 |
7.29% |
$1.24 / 25 |
$1.29 / 32 |
1 / 975 |
48.350465% |
-0.086102 |
-0.036711 |
0.003753 |
0.123663 |
-0.037005 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
105.00 |
3.25% |
$0.45 / 15 |
$0.50 / 477 |
32 / 217 |
52.376423% |
-0.029691 |
-0.015943 |
0.001611 |
0.053096 |
-0.012506 |
|
919 |
Legs |
12/15(81) |
PUT |
120.00 / 100.00 |
$88 / $1,912 / 0.05 |
92.71% / $10.53 / 0.55% / 2.29% |
93.04% / $119.12 |
$0.88 / $1.24 / $0.36 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
120.00 |
7.29% |
$1.24 / 25 |
$1.29 / 32 |
1 / 975 |
48.350465% |
-0.086102 |
-0.036711 |
0.003753 |
0.123663 |
-0.037005 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
100.00 |
2.44% |
$0.30 / 45 |
$0.36 / 520 |
0 / 1,111 |
53.750975% |
-0.018973 |
-0.010976 |
0.001106 |
0.036440 |
-0.007944 |
|
929 |
Legs |
12/15(81) |
PUT |
120.00 / 95.00 |
$98 / $2,402 / 0.04 |
92.71% / $19.67 / 0.82% / 3.42% |
93.07% / $119.02 |
$0.98 / $1.24 / $0.26 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
120.00 |
7.29% |
$1.24 / 25 |
$1.29 / 32 |
1 / 975 |
48.350465% |
-0.086102 |
-0.036711 |
0.003753 |
0.123663 |
-0.037005 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
95.00 |
1.83% |
$0.19 / 229 |
$0.26 / 535 |
0 / 224 |
55.176999% |
-0.011445 |
-0.007127 |
0.000716 |
0.023594 |
-0.004765 |
|
681 |
Legs |
12/15(81) |
CALL |
210.00 / 220.00 |
$65 / $935 / 0.07 |
92.43% / $6.45 / 0.69% / 2.88% |
92.68% / $210.65 |
$0.65 / $1.82 / $1.17 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
210.00 |
7.57% |
$1.82 / 65 |
$1.88 / 35 |
3 / 681 |
40.211519% |
0.207549 |
-0.074167 |
0.006836 |
0.225272 |
0.068682 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
220.00 |
4.52% |
$1.12 / 53 |
$1.17 / 41 |
12 / 367 |
40.372367% |
0.159580 |
-0.062674 |
0.005802 |
0.191176 |
0.053291 |
|
225 |
Legs |
11/17(53) |
CALL |
195.00 / 220.00 |
$108 / $2,392 / 0.05 |
89.23% / $15.06 / 0.63% / 3.93% |
89.91% / $196.08 |
$1.08 / $1.34 / $0.26 / 45 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
195.00 |
10.77% |
$1.34 / 124 |
$1.40 / 115 |
5 / 845 |
35.552635% |
0.238577 |
-0.097501 |
0.009038 |
0.199718 |
0.053972 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
1.97% |
$0.24 / 32 |
$0.26 / 45 |
0 / 4 |
37.201452% |
0.099440 |
-0.054402 |
0.005098 |
0.112651 |
0.023014 |
|
|
671 |
|
09/29(4) |
CALL |
10.50 / 11.00 |
$2 / $48 / 0.04 |
95.45% / $0.38 / 0.79% / 38.94% |
95.56% / $10.52 |
$0.02 / $0.08 / $0.06 / 68 |
79 / 64.52% / 76 |
5 |
Legs |
Vertical |
Bearish |
$8.11 (+4.38%) / 2.98M |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
10.50 |
4.55% |
$0.08 / 68 |
$0.09 / 64 |
28 / 310 |
136.780987% |
0.165272 |
-0.030308 |
0.127962 |
0.002965 |
0.000258 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
11.00 |
2.42% |
$0.05 / 231 |
$0.06 / 107 |
189 / 557 |
138.305650% |
0.121788 |
-0.024643 |
0.104087 |
0.002412 |
0.000192 |
|
683 |
Legs |
09/29(4) |
CALL |
10.50 / 11.50 |
$4 / $96 / 0.04 |
95.45% / $1.92 / 2.00% / 129.80% |
95.67% / $10.54 |
$0.04 / $0.08 / $0.04 / 68 |
|
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 |
10.50 |
4.55% |
$0.08 / 68 |
$0.09 / 64 |
28 / 310 |
136.780987% |
0.165272 |
-0.030308 |
0.127962 |
0.002965 |
0.000258 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
11.50 |
1.24% |
$0.03 / 276 |
$0.04 / 128 |
122 / 149 |
139.400993% |
0.088413 |
-0.019531 |
0.082522 |
0.001912 |
0.000140 |
|
253 |
Legs |
10/20(25) |
CALL |
12.50 / 14.50 |
$8 / $192 / 0.04 |
93.60% / $0.81 / 0.42% / 5.17% |
93.85% / $12.58 |
$0.08 / $0.18 / $0.10 / 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 |
12.50 |
6.40% |
$0.18 / 75 |
$0.19 / 108 |
5 / 1 |
125.273160% |
0.235970 |
-0.019820 |
0.083302 |
0.006997 |
0.001181 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
14.50 |
2.35% |
$0.09 / 252 |
$0.10 / 21 |
0 / 26 |
130.565689% |
0.148505 |
-0.014884 |
0.062640 |
0.005262 |
0.000764 |
|
579 |
Legs |
10/06(11) |
CALL |
11.00 / 11.50 |
$3 / $47 / 0.06 |
92.93% / $0.08 / 0.16% / 3.85% |
93.09% / $11.03 |
$0.03 / $0.15 / $0.12 / 43 |
|
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 |
11.00 |
7.07% |
$0.15 / 43 |
$0.16 / 54 |
5 / 222 |
132.023771% |
0.220067 |
-0.026435 |
0.111369 |
0.004839 |
0.000610 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
11.50 |
4.79% |
$0.11 / 38 |
$0.12 / 44 |
0 / 6 |
132.879196% |
0.182282 |
-0.023598 |
0.099460 |
0.004321 |
0.000510 |
|
599 |
Legs |
10/06(11) |
CALL |
11.00 / 12.00 |
$5 / $95 / 0.05 |
92.93% / $0.40 / 0.43% / 10.22% |
93.20% / $11.05 |
$0.05 / $0.15 / $0.10 / 43 |
|
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 |
11.00 |
7.07% |
$0.15 / 43 |
$0.16 / 54 |
5 / 222 |
132.023771% |
0.220067 |
-0.026435 |
0.111369 |
0.004839 |
0.000610 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
12.00 |
3.20% |
$0.09 / 15 |
$0.10 / 107 |
84 / 214 |
137.183623% |
0.150170 |
-0.020811 |
0.087748 |
0.003813 |
0.000423 |
|
606 |
Legs |
10/06(11) |
CALL |
11.00 / 13.00 |
$9 / $191 / 0.05 |
92.93% / $3.88 / 2.03% / 58.52% |
93.40% / $11.09 |
$0.09 / $0.15 / $0.06 / 15 |
|
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 |
11.00 |
7.07% |
$0.15 / 43 |
$0.16 / 54 |
5 / 222 |
132.023771% |
0.220067 |
-0.026435 |
0.111369 |
0.004839 |
0.000610 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
13.00 |
1.38% |
$0.05 / 103 |
$0.06 / 15 |
9 / 179 |
139.473060% |
0.100569 |
-0.015708 |
0.066272 |
0.002879 |
0.000287 |
|
|
306 |
|
11/17(53) |
CALL |
100.00 / 105.00 |
$28 / $472 / 0.06 |
95.42% / $12.02 / 2.55% / 16.70% |
95.58% / $100.28 |
$0.28 / $0.83 / $0.55 / 1 |
41 / 18.19% / 53 |
5 |
Legs |
Vertical |
Bearish |
$76.10 (+0.50%) / 2.93M |
|
Earnings: 11/08 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
100.00 |
4.58% |
$0.83 / 1 |
$0.87 / 1 |
0 / 79 |
50.715488% |
0.155793 |
-0.037920 |
0.013706 |
0.072686 |
0.016705 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
105.00 |
2.31% |
$0.52 / 9 |
$0.55 / 4 |
0 / 83 |
51.256198% |
0.109898 |
-0.029704 |
0.010772 |
0.057127 |
0.011885 |
|
414 |
Legs |
11/17(53) |
CALL |
100.00 / 110.00 |
$47 / $953 / 0.05 |
95.42% / $27.52 / 2.89% / 19.10% |
95.69% / $100.47 |
$0.47 / $0.83 / $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) |
CALL |
100.00 |
4.58% |
$0.83 / 1 |
$0.87 / 1 |
0 / 79 |
50.715488% |
0.155793 |
-0.037920 |
0.013706 |
0.072686 |
0.016705 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
110.00 |
1.11% |
$0.32 / 188 |
$0.36 / 397 |
0 / 4 |
51.924025% |
0.076040 |
-0.022551 |
0.008200 |
0.043488 |
0.008283 |
|
131 |
Legs |
11/17(53) |
PUT |
60.00 / 55.00 |
$45 / $455 / 0.10 |
91.61% / $14.36 / 3.16% / 21.01% |
92.06% / $59.55 |
$0.45 / $1.02 / $0.57 / 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 |
60.00 |
8.39% |
$1.02 / 9 |
$1.06 / 2 |
0 / 1,644 |
58.385778% |
-0.107327 |
-0.027114 |
0.010590 |
0.056162 |
-0.014445 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
4.40% |
$0.54 / 70 |
$0.57 / 149 |
10 / 10 |
61.465244% |
-0.052124 |
-0.015761 |
0.006111 |
0.032410 |
-0.006915 |
|
244 |
Legs |
11/17(53) |
PUT |
60.00 / 50.00 |
$64 / $936 / 0.07 |
91.61% / $25.39 / 2.71% / 17.86% |
92.25% / $59.36 |
$0.64 / $1.02 / $0.38 / 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 |
60.00 |
8.39% |
$1.02 / 9 |
$1.06 / 2 |
0 / 1,644 |
58.385778% |
-0.107327 |
-0.027114 |
0.010590 |
0.056162 |
-0.014445 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
50.00 |
2.18% |
$0.20 / 779 |
$0.38 / 1,466 |
0 / 11 |
65.358964% |
-0.020431 |
-0.007330 |
0.002826 |
0.014988 |
-0.002676 |
|
59 |
Legs |
11/17(53) |
CALL |
95.00 / 100.00 |
$46 / $454 / 0.10 |
91.36% / $14.19 / 3.13% / 20.80% |
91.83% / $95.46 |
$0.46 / $1.33 / $0.87 / 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 |
95.00 |
8.64% |
$1.33 / 3 |
$1.37 / 1 |
45 / 339 |
50.276551% |
0.216023 |
-0.046666 |
0.016796 |
0.089073 |
0.022930 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
100.00 |
4.58% |
$0.83 / 1 |
$0.87 / 1 |
0 / 79 |
50.715488% |
0.155793 |
-0.037920 |
0.013706 |
0.072686 |
0.016705 |
|
585 |
Legs |
10/06(11) |
PUT |
70.00 / 65.00 |
$29 / $471 / 0.06 |
87.23% / $0.90 / 0.19% / 4.45% |
88.10% / $69.71 |
$0.29 / $0.38 / $0.09 / 31 |
|
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 |
70.00 |
12.77% |
$0.38 / 34 |
$0.42 / 147 |
7 / 41 |
41.970909% |
-0.187864 |
-0.078458 |
0.030114 |
0.042027 |
-0.006340 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
65.00 |
3.16% |
$0.08 / 13 |
$0.09 / 31 |
0 / 11 |
45.784215% |
-0.063894 |
-0.036674 |
0.013981 |
0.019512 |
-0.002127 |
|
|
524 |
|
11/17(53) |
PUT |
45.00 / 42.50 |
$12 / $238 / 0.05 |
95.41% / $3.53 / 1.48% / 9.45% |
95.54% / $44.88 |
$0.12 / $0.33 / $0.21 / 546 |
58 / 15.53% / 92 |
5 |
Legs |
Vertical |
Bullish |
$57.87 (-1.28%) / 12.76M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
45.00 |
4.59% |
$0.33 / 546 |
$0.34 / 49 |
27 / 767 |
47.585389% |
-0.065391 |
-0.011691 |
0.011659 |
0.029338 |
-0.006477 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
42.50 |
2.57% |
$0.20 / 791 |
$0.21 / 1,026 |
26 / 917 |
49.970136% |
-0.034692 |
-0.007080 |
0.007021 |
0.017667 |
-0.003408 |
|
548 |
Legs |
11/17(53) |
PUT |
45.00 / 40.00 |
$20 / $480 / 0.04 |
95.41% / $8.72 / 1.82% / 11.69% |
95.62% / $44.80 |
$0.20 / $0.33 / $0.13 / 488 |
|
Underlying |
Leg |
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 |
4.59% |
$0.33 / 546 |
$0.34 / 49 |
27 / 767 |
47.585389% |
-0.065391 |
-0.011691 |
0.011659 |
0.029338 |
-0.006477 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
1.39% |
$0.12 / 497 |
$0.13 / 488 |
24 / 125 |
52.630937% |
-0.016206 |
-0.003752 |
0.003704 |
0.009320 |
-0.001580 |
|
377 |
Legs |
11/17(53) |
CALL |
72.50 / 75.00 |
$12 / $238 / 0.05 |
95.30% / $3.26 / 1.37% / 8.71% |
95.42% / $72.62 |
$0.12 / $0.46 / $0.34 / 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 |
72.50 |
4.70% |
$0.46 / 930 |
$0.47 / 1 |
62 / 1,697 |
40.613265% |
0.150826 |
-0.023427 |
0.021418 |
0.053895 |
0.012496 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
75.00 |
2.66% |
$0.33 / 700 |
$0.34 / 1 |
144 / 3,073 |
41.757063% |
0.112426 |
-0.019054 |
0.017481 |
0.043988 |
0.009371 |
|
486 |
Legs |
11/17(53) |
CALL |
72.50 / 77.50 |
$20 / $480 / 0.04 |
95.30% / $8.26 / 1.72% / 11.05% |
95.50% / $72.70 |
$0.20 / $0.46 / $0.26 / 131 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
72.50 |
4.70% |
$0.46 / 930 |
$0.47 / 1 |
62 / 1,697 |
40.613265% |
0.150826 |
-0.023427 |
0.021418 |
0.053895 |
0.012496 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
77.50 |
1.45% |
$0.25 / 639 |
$0.26 / 131 |
35 / 1,434 |
43.270966% |
0.082473 |
-0.015132 |
0.013923 |
0.035035 |
0.006910 |
|
995 |
Legs |
12/15(81) |
PUT |
42.50 / 40.00 |
$10 / $240 / 0.04 |
94.98% / $0.01 / 0.00% / 0.02% |
95.06% / $42.40 |
$0.10 / $0.32 / $0.22 / 220 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
42.50 |
5.02% |
$0.32 / 220 |
$0.33 / 140 |
64 / 190 |
45.658343% |
-0.061779 |
-0.009067 |
0.009134 |
0.034277 |
-0.009295 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
40.00 |
3.22% |
$0.20 / 253 |
$0.22 / 524 |
1 / 223 |
47.879619% |
-0.035551 |
-0.005859 |
0.005866 |
0.022012 |
-0.005302 |
|
800 |
Legs |
12/15(81) |
CALL |
75.00 / 77.50 |
$12 / $238 / 0.05 |
94.35% / $0.63 / 0.26% / 1.09% |
94.46% / $75.12 |
$0.12 / $0.55 / $0.43 / 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 |
75.00 |
5.65% |
$0.55 / 232 |
$0.56 / 5 |
174 / 2,757 |
38.286828% |
0.173366 |
-0.021232 |
0.019205 |
0.072067 |
0.020915 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
77.50 |
3.68% |
$0.42 / 16 |
$0.43 / 10 |
40 / 2,054 |
39.249098% |
0.139144 |
-0.018301 |
0.016612 |
0.062338 |
0.016888 |
|
|
952 |
|
12/15(81) |
PUT |
320.00 / 310.00 |
$45 / $955 / 0.05 |
95.39% / $6.82 / 0.71% / 2.98% |
95.47% / $319.55 |
$0.45 / $2.45 / $2.00 / 26 |
57 / 17.59% / 39 |
5 |
Legs |
Vertical |
Bullish |
$399.65 (-1.14%) / 661K |
|
Earnings: 12/07 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
4.61% |
$2.45 / 36 |
$2.60 / 26 |
2 / 70 |
36.247548% |
-0.071809 |
-0.051016 |
0.002009 |
0.264503 |
-0.072366 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
310.00 |
3.17% |
$1.80 / 25 |
$2.00 / 26 |
3 / 367 |
37.383866% |
-0.049581 |
-0.038407 |
0.001503 |
0.197899 |
-0.049726 |
|
847 |
Legs |
12/15(81) |
CALL |
485.00 / 500.00 |
$65 / $1,435 / 0.05 |
94.27% / $0.13 / 0.01% / 0.04% |
94.40% / $485.65 |
$0.65 / $2.15 / $1.50 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
485.00 |
5.73% |
$2.15 / 34 |
$2.30 / 26 |
11 / 126 |
27.067736% |
0.163570 |
-0.106446 |
0.003622 |
0.476823 |
0.139738 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
3.34% |
$1.35 / 32 |
$1.50 / 129 |
5 / 66 |
27.461201% |
0.123271 |
-0.087402 |
0.002991 |
0.393798 |
0.105896 |
|
865 |
Legs |
12/15(81) |
CALL |
485.00 / 505.00 |
$85 / $1,915 / 0.04 |
94.27% / $7.86 / 0.41% / 1.71% |
94.43% / $485.85 |
$0.85 / $2.15 / $1.30 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
485.00 |
5.73% |
$2.15 / 34 |
$2.30 / 26 |
11 / 126 |
27.067736% |
0.163570 |
-0.106446 |
0.003622 |
0.476823 |
0.139738 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
505.00 |
2.77% |
$1.10 / 50 |
$1.30 / 37 |
0 / 15 |
27.470803% |
0.111758 |
-0.081399 |
0.002790 |
0.367384 |
0.096168 |
|
817 |
Legs |
12/15(81) |
PUT |
330.00 / 310.00 |
$120 / $1,880 / 0.06 |
93.42% / $30.41 / 1.62% / 6.85% |
93.69% / $328.80 |
$1.20 / $3.20 / $2.00 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
6.58% |
$3.20 / 40 |
$3.50 / 68 |
0 / 134 |
35.187953% |
-0.099971 |
-0.064917 |
0.002574 |
0.338945 |
-0.101272 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
310.00 |
3.17% |
$1.80 / 25 |
$2.00 / 26 |
3 / 367 |
37.383866% |
-0.049581 |
-0.038407 |
0.001503 |
0.197899 |
-0.049726 |
|
819 |
Legs |
12/15(81) |
PUT |
330.00 / 320.00 |
$60 / $940 / 0.06 |
93.42% / $4.63 / 0.49% / 2.05% |
93.56% / $329.40 |
$0.60 / $3.20 / $2.60 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
6.58% |
$3.20 / 40 |
$3.50 / 68 |
0 / 134 |
35.187953% |
-0.099971 |
-0.064917 |
0.002574 |
0.338945 |
-0.101272 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
320.00 |
4.61% |
$2.45 / 36 |
$2.60 / 26 |
2 / 70 |
36.247548% |
-0.071809 |
-0.051016 |
0.002009 |
0.264503 |
-0.072366 |
|
108 |
Legs |
10/20(25) |
PUT |
370.00 / 350.00 |
$130 / $1,870 / 0.07 |
87.32% / $5.76 / 0.31% / 3.76% |
88.20% / $368.70 |
$1.30 / $2.10 / $0.80 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
370.00 |
12.68% |
$2.10 / 31 |
$2.25 / 43 |
11 / 110 |
27.598687% |
-0.190082 |
-0.176265 |
0.006818 |
0.306272 |
-0.063925 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
350.00 |
3.61% |
$0.70 / 40 |
$0.80 / 9 |
7 / 37 |
30.753584% |
-0.075448 |
-0.093656 |
0.003572 |
0.160448 |
-0.025110 |
|
|
390 |
|
11/17(53) |
CALL |
110.00 / 115.00 |
$24 / $476 / 0.05 |
95.35% / $8.60 / 1.81% / 11.62% |
95.51% / $110.24 |
$0.24 / $0.64 / $0.40 / 24 |
4 / 5.17% / 99 |
5 |
Legs |
Vertical |
Bearish |
$88.40 (+5.10%) / 22.47M |
|
Earnings: 11/16 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
110.00 |
4.65% |
$0.64 / 39 |
$0.66 / 55 |
1,236 / 9,151 |
39.773470% |
0.149929 |
-0.035301 |
0.014102 |
0.081443 |
0.018854 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
115.00 |
2.17% |
$0.39 / 26 |
$0.40 / 24 |
1,385 / 2,411 |
40.786807% |
0.101237 |
-0.026699 |
0.010714 |
0.061874 |
0.012829 |
|
493 |
Legs |
11/17(53) |
CALL |
110.00 / 120.00 |
$39 / $961 / 0.04 |
95.35% / $21.76 / 2.26% / 14.74% |
95.61% / $110.39 |
$0.39 / $0.64 / $0.25 / 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 |
110.00 |
4.65% |
$0.64 / 39 |
$0.66 / 55 |
1,236 / 9,151 |
39.773470% |
0.149929 |
-0.035301 |
0.014102 |
0.081443 |
0.018854 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
120.00 |
0.95% |
$0.24 / 9 |
$0.25 / 26 |
1,663 / 16,977 |
41.866635% |
0.066521 |
-0.019394 |
0.007810 |
0.045105 |
0.008484 |
|
845 |
Legs |
12/15(81) |
CALL |
115.00 / 120.00 |
$23 / $477 / 0.05 |
95.11% / $4.97 / 1.04% / 4.37% |
95.23% / $115.23 |
$0.23 / $0.76 / $0.53 / 98 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
115.00 |
4.89% |
$0.76 / 120 |
$0.79 / 196 |
708 / 8,374 |
38.642240% |
0.160890 |
-0.030575 |
0.012099 |
0.104196 |
0.029521 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
120.00 |
2.73% |
$0.50 / 146 |
$0.53 / 98 |
272 / 15,645 |
39.341932% |
0.119548 |
-0.024872 |
0.009885 |
0.085129 |
0.022102 |
|
909 |
Legs |
12/15(81) |
CALL |
115.00 / 125.00 |
$40 / $960 / 0.04 |
95.11% / $15.98 / 1.66% / 7.05% |
95.32% / $115.40 |
$0.40 / $0.76 / $0.36 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
115.00 |
4.89% |
$0.76 / 120 |
$0.79 / 196 |
708 / 8,374 |
38.642240% |
0.160890 |
-0.030575 |
0.012099 |
0.104196 |
0.029521 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
125.00 |
1.47% |
$0.35 / 8 |
$0.36 / 36 |
168 / 5,363 |
40.271119% |
0.087537 |
-0.019759 |
0.007881 |
0.067873 |
0.016290 |
|
575 |
Legs |
10/13(18) |
CALL |
100.00 / 103.00 |
$13 / $287 / 0.05 |
93.73% / $0.72 / 0.25% / 4.00% |
93.92% / $100.13 |
$0.13 / $0.31 / $0.18 / 31 |
|
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 |
100.00 |
6.27% |
$0.31 / 31 |
$0.32 / 19 |
128 / 559 |
35.421953% |
0.164025 |
-0.059413 |
0.024082 |
0.053679 |
0.008231 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
103.00 |
2.88% |
$0.17 / 20 |
$0.18 / 33 |
0 / 96 |
36.730686% |
0.108867 |
-0.044694 |
0.018176 |
0.040516 |
0.005493 |
|
584 |
Legs |
10/13(18) |
CALL |
100.00 / 104.00 |
$16 / $384 / 0.04 |
93.73% / $2.42 / 0.63% / 10.39% |
93.97% / $100.16 |
$0.16 / $0.31 / $0.15 / 24 |
|
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 |
100.00 |
6.27% |
$0.31 / 31 |
$0.32 / 19 |
128 / 559 |
35.421953% |
0.164025 |
-0.059413 |
0.024082 |
0.053679 |
0.008231 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
104.00 |
2.18% |
$0.13 / 92 |
$0.15 / 24 |
1 / 25 |
36.963368% |
0.094125 |
-0.040161 |
0.016348 |
0.036441 |
0.004756 |
|
|
600 |
|
10/13(18) |
PUT |
132.00 / 130.00 |
$8 / $192 / 0.04 |
95.33% / $0.67 / 0.35% / 5.66% |
95.41% / $131.92 |
$0.08 / $0.43 / $0.35 / 109 |
99 / 100.00% / 48 |
5 |
Legs |
Vertical |
Bullish |
$145.73 (-0.96%) / 7.07M |
|
Earnings: 10/13 / Ex-Div: 10/05 ($1.05) |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
132.00 |
4.67% |
$0.43 / 311 |
$0.46 / 87 |
1 / 1,081 |
31.732792% |
-0.096103 |
-0.046217 |
0.014048 |
0.061236 |
-0.008821 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
130.00 |
2.92% |
$0.32 / 314 |
$0.35 / 109 |
2 / 313 |
32.904252% |
-0.068338 |
-0.035788 |
0.010863 |
0.047352 |
-0.006257 |
|
582 |
Legs |
10/13(18) |
PUT |
133.00 / 131.00 |
$10 / $190 / 0.05 |
94.17% / $0.72 / 0.38% / 6.13% |
94.30% / $132.90 |
$0.10 / $0.50 / $0.40 / 55 |
|
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 |
133.00 |
5.83% |
$0.50 / 321 |
$0.53 / 110 |
0 / 51 |
31.184828% |
-0.112559 |
-0.051786 |
0.015753 |
0.068668 |
-0.010346 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
131.00 |
3.71% |
$0.37 / 406 |
$0.40 / 55 |
0 / 5 |
32.297175% |
-0.081383 |
-0.040864 |
0.012412 |
0.054104 |
-0.007461 |
|
583 |
Legs |
10/13(18) |
PUT |
133.00 / 130.00 |
$15 / $285 / 0.05 |
94.17% / $2.89 / 1.01% / 17.21% |
94.36% / $132.85 |
$0.15 / $0.50 / $0.35 / 109 |
|
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 |
133.00 |
5.83% |
$0.50 / 321 |
$0.53 / 110 |
0 / 51 |
31.184828% |
-0.112559 |
-0.051786 |
0.015753 |
0.068668 |
-0.010346 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
130.00 |
2.92% |
$0.32 / 314 |
$0.35 / 109 |
2 / 313 |
32.904252% |
-0.068338 |
-0.035788 |
0.010863 |
0.047352 |
-0.006257 |
|
588 |
Legs |
10/13(18) |
PUT |
133.00 / 125.00 |
$32 / $768 / 0.04 |
94.17% / $19.39 / 2.52% / 48.09% |
94.56% / $132.68 |
$0.32 / $0.50 / $0.18 / 11 |
|
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 |
133.00 |
5.83% |
$0.50 / 321 |
$0.53 / 110 |
0 / 51 |
31.184828% |
-0.112559 |
-0.051786 |
0.015753 |
0.068668 |
-0.010346 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
125.00 |
0.78% |
$0.17 / 115 |
$0.18 / 11 |
1 / 271 |
36.239602% |
-0.024909 |
-0.015866 |
0.004803 |
0.020936 |
-0.002269 |
|
500 |
Legs |
11/17(53) |
PUT |
125.00 / 120.00 |
$22 / $478 / 0.05 |
93.81% / $0.29 / 0.06% / 0.37% |
93.98% / $124.78 |
$0.22 / $0.64 / $0.42 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
125.00 |
6.19% |
$0.64 / 5 |
$0.65 / 220 |
51 / 1,430 |
30.171098% |
-0.101283 |
-0.029459 |
0.009063 |
0.102353 |
-0.024707 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
3.19% |
$0.41 / 87 |
$0.42 / 299 |
3 / 921 |
32.519170% |
-0.057047 |
-0.019123 |
0.005859 |
0.066174 |
-0.013824 |
|
158 |
Legs |
10/27(32) |
PUT |
130.00 / 125.00 |
$21 / $479 / 0.04 |
93.28% / $0.26 / 0.05% / 0.53% |
93.50% / $129.79 |
$0.21 / $0.57 / $0.36 / 187 |
|
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 |
130.00 |
6.72% |
$0.57 / 329 |
$0.61 / 163 |
0 / 32 |
29.770726% |
-0.116751 |
-0.041303 |
0.012635 |
0.090128 |
-0.017773 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
125.00 |
2.83% |
$0.33 / 201 |
$0.36 / 187 |
3 / 31 |
32.562147% |
-0.059239 |
-0.024929 |
0.007597 |
0.054189 |
-0.008959 |
|
|
263 |
|
11/17(53) |
CALL |
50.00 / 52.50 |
$15 / $235 / 0.06 |
95.27% / $6.49 / 2.76% / 18.20% |
95.44% / $50.15 |
$0.15 / $0.65 / $0.50 / 49 |
25 / 9.19% / 71 |
5 |
Legs |
Vertical |
Bearish |
$37.76 (-1.77%) / 2.1M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
50.00 |
4.73% |
$0.65 / 49 |
$0.70 / 55 |
272 / 392 |
60.225369% |
0.161105 |
-0.020363 |
0.026614 |
0.036644 |
0.008449 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
52.50 |
2.50% |
$0.40 / 532 |
$0.50 / 362 |
200 / 1 |
60.144053% |
0.116729 |
-0.016296 |
0.021362 |
0.029412 |
0.006175 |
|
280 |
Legs |
11/17(53) |
CALL |
50.00 / 55.00 |
$30 / $470 / 0.06 |
95.27% / $18.94 / 4.03% / 27.45% |
95.61% / $50.30 |
$0.30 / $0.65 / $0.35 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
50.00 |
4.73% |
$0.65 / 49 |
$0.70 / 55 |
272 / 392 |
60.225369% |
0.161105 |
-0.020363 |
0.026614 |
0.036644 |
0.008449 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
55.00 |
1.27% |
$0.30 / 217 |
$0.35 / 213 |
272 / 279 |
61.327430% |
0.083226 |
-0.012693 |
0.016679 |
0.022964 |
0.004435 |
|
475 |
Legs |
11/17(53) |
CALL |
50.00 / 60.00 |
$40 / $960 / 0.04 |
95.27% / $32.60 / 3.40% / 22.76% |
95.72% / $50.40 |
$0.40 / $0.65 / $0.25 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
50.00 |
4.73% |
$0.65 / 49 |
$0.70 / 55 |
272 / 392 |
60.225369% |
0.161105 |
-0.020363 |
0.026614 |
0.036644 |
0.008449 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
0.30% |
$0.15 / 498 |
$0.25 / 460 |
0 / 45 |
65.217440% |
0.040652 |
-0.007209 |
0.009508 |
0.013091 |
0.002192 |
|
20 |
Legs |
11/17(53) |
CALL |
47.50 / 50.00 |
$30 / $220 / 0.14 |
91.45% / $13.62 / 6.19% / 44.62% |
92.01% / $47.80 |
$0.30 / $1.00 / $0.70 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
47.50 |
8.55% |
$1.00 / 2 |
$1.05 / 353 |
10 / 206 |
60.920405% |
0.218280 |
-0.024650 |
0.032097 |
0.044193 |
0.011331 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
50.00 |
4.73% |
$0.65 / 49 |
$0.70 / 55 |
272 / 392 |
60.225369% |
0.161105 |
-0.020363 |
0.026614 |
0.036644 |
0.008449 |
|
43 |
Legs |
11/17(53) |
CALL |
47.50 / 52.50 |
$50 / $450 / 0.11 |
91.45% / $27.62 / 6.14% / 44.16% |
92.37% / $48.00 |
$0.50 / $1.00 / $0.50 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
47.50 |
8.55% |
$1.00 / 2 |
$1.05 / 353 |
10 / 206 |
60.920405% |
0.218280 |
-0.024650 |
0.032097 |
0.044193 |
0.011331 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
52.50 |
2.50% |
$0.40 / 532 |
$0.50 / 362 |
200 / 1 |
60.144053% |
0.116729 |
-0.016296 |
0.021362 |
0.029412 |
0.006175 |
|
53 |
Legs |
10/20(25) |
CALL |
42.50 / 47.50 |
$30 / $470 / 0.06 |
83.49% / $1.41 / 0.30% / 3.65% |
84.90% / $42.80 |
$0.30 / $0.40 / $0.10 / 355 |
|
Underlying |
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 |
16.51% |
$0.40 / 355 |
$0.45 / 411 |
47 / 1,603 |
40.764777% |
0.291123 |
-0.039970 |
0.052352 |
0.036673 |
0.007904 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
47.50 |
2.88% |
$0.05 / 351 |
$0.10 / 397 |
1 / 534 |
43.458960% |
0.116173 |
-0.022587 |
0.029847 |
0.020908 |
0.003227 |
|
|
458 |
|
11/17(53) |
PUT |
105.00 / 100.00 |
$25 / $475 / 0.05 |
95.23% / $12.19 / 2.57% / 16.84% |
95.46% / $104.75 |
$0.25 / $0.70 / $0.45 / 35 |
51 / 29.79% / 39 |
5 |
Legs |
Vertical |
Bullish |
$118.90 (+0.08%) / 1.99M |
|
Earnings: 11/07 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
105.00 |
4.77% |
$0.70 / 46 |
$0.80 / 72 |
0 / 46 |
29.913663% |
-0.090405 |
-0.017487 |
0.012429 |
0.077277 |
-0.017847 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
100.00 |
1.61% |
$0.35 / 105 |
$0.45 / 35 |
2 / 8 |
31.960910% |
-0.037123 |
-0.008816 |
0.006186 |
0.038462 |
-0.007275 |
|
782 |
Legs |
12/15(81) |
PUT |
105.00 / 95.00 |
$55 / $945 / 0.06 |
92.11% / $26.63 / 2.82% / 12.16% |
92.73% / $104.45 |
$0.55 / $1.00 / $0.45 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
105.00 |
7.89% |
$1.00 / 36 |
$1.10 / 27 |
0 / 181 |
27.639859% |
-0.126957 |
-0.017809 |
0.012997 |
0.120502 |
-0.037995 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
95.00 |
1.47% |
$0.35 / 70 |
$0.45 / 139 |
0 / 10 |
32.114240% |
-0.029286 |
-0.005876 |
0.004166 |
0.038629 |
-0.008629 |
|
784 |
Legs |
12/15(81) |
PUT |
105.00 / 100.00 |
$30 / $470 / 0.06 |
92.11% / $4.07 / 0.87% / 3.63% |
92.45% / $104.70 |
$0.30 / $1.00 / $0.70 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
105.00 |
7.89% |
$1.00 / 36 |
$1.10 / 27 |
0 / 181 |
27.639859% |
-0.126957 |
-0.017809 |
0.012997 |
0.120502 |
-0.037995 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
100.00 |
3.58% |
$0.60 / 39 |
$0.70 / 87 |
0 / 167 |
29.855681% |
-0.065939 |
-0.011154 |
0.008009 |
0.074253 |
-0.019569 |
|
628 |
Legs |
12/15(81) |
CALL |
135.00 / 140.00 |
$40 / $460 / 0.09 |
88.55% / $0.19 / 0.04% / 0.17% |
89.15% / $135.40 |
$0.40 / $0.95 / $0.55 / 64 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
135.00 |
11.45% |
$0.95 / 64 |
$1.10 / 42 |
0 / 423 |
21.428572% |
0.227755 |
-0.031104 |
0.018857 |
0.174834 |
0.059054 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
140.00 |
5.57% |
$0.40 / 115 |
$0.55 / 73 |
0 / 392 |
21.093340% |
0.154124 |
-0.024176 |
0.014826 |
0.137462 |
0.040263 |
|
702 |
Legs |
12/15(81) |
CALL |
135.00 / 150.00 |
$75 / $1,425 / 0.05 |
88.55% / $39.89 / 2.80% / 12.07% |
89.66% / $135.75 |
$0.75 / $0.95 / $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 |
135.00 |
11.45% |
$0.95 / 64 |
$1.10 / 42 |
0 / 423 |
21.428572% |
0.227755 |
-0.031104 |
0.018857 |
0.174834 |
0.059054 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
150.00 |
0.99% |
$0.10 / 42 |
$0.20 / 1 |
0 / 348 |
22.775206% |
0.062241 |
-0.012289 |
0.007657 |
0.070995 |
0.016445 |
|
710 |
Legs |
12/15(81) |
CALL |
135.00 / 145.00 |
$50 / $950 / 0.05 |
88.55% / $5.10 / 0.54% / 2.24% |
89.30% / $135.50 |
$0.50 / $0.95 / $0.45 / 64 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
135.00 |
11.45% |
$0.95 / 64 |
$1.10 / 42 |
0 / 423 |
21.428572% |
0.227755 |
-0.031104 |
0.018857 |
0.174834 |
0.059054 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
145.00 |
2.45% |
$0.05 / 478 |
$0.45 / 111 |
0 / 384 |
21.695879% |
0.099919 |
-0.017706 |
0.010955 |
0.101571 |
0.026264 |
|
|
831 |
|
12/15(81) |
CALL |
210.00 / 220.00 |
$46 / $954 / 0.05 |
95.22% / $8.84 / 0.93% / 3.88% |
95.32% / $210.46 |
$0.46 / $1.48 / $1.02 / 14 |
27 / 19.38% / 99 |
5 |
Legs |
Vertical |
Bearish |
$149.20 (+0.11%) / 2.92M |
|
Earnings: 11/29 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
210.00 |
4.78% |
$1.48 / 75 |
$1.54 / 51 |
27 / 424 |
47.651906% |
0.171395 |
-0.069101 |
0.005739 |
0.184676 |
0.051715 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
220.00 |
2.93% |
$0.98 / 22 |
$1.02 / 14 |
3 / 913 |
47.901645% |
0.134245 |
-0.058585 |
0.004879 |
0.157019 |
0.040847 |
|
900 |
Legs |
12/15(81) |
CALL |
210.00 / 230.00 |
$79 / $1,921 / 0.04 |
95.22% / $25.26 / 1.31% / 5.54% |
95.40% / $210.79 |
$0.79 / $1.48 / $0.69 / 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 |
210.00 |
4.78% |
$1.48 / 75 |
$1.54 / 51 |
27 / 424 |
47.651906% |
0.171395 |
-0.069101 |
0.005739 |
0.184676 |
0.051715 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
230.00 |
1.75% |
$0.66 / 48 |
$0.69 / 15 |
0 / 75 |
48.355322% |
0.104303 |
-0.048898 |
0.004082 |
0.131374 |
0.031970 |
|
964 |
Legs |
12/15(81) |
PUT |
100.00 / 85.00 |
$62 / $1,438 / 0.04 |
94.03% / $2.42 / 0.17% / 0.70% |
94.20% / $99.38 |
$0.62 / $0.97 / $0.35 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
100.00 |
5.97% |
$0.97 / 38 |
$1.01 / 92 |
1 / 196 |
58.171888% |
-0.058284 |
-0.029113 |
0.002627 |
0.084535 |
-0.023321 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
85.00 |
2.83% |
$0.32 / 242 |
$0.35 / 10 |
0 / 36 |
62.443300% |
-0.016965 |
-0.010618 |
0.000949 |
0.030553 |
-0.006641 |
|
827 |
Legs |
12/15(81) |
PUT |
105.00 / 95.00 |
$62 / $938 / 0.07 |
92.43% / $2.35 / 0.25% / 1.04% |
92.65% / $104.38 |
$0.62 / $1.34 / $0.72 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
105.00 |
7.57% |
$1.34 / 33 |
$1.39 / 91 |
100 / 192 |
56.866458% |
-0.080195 |
-0.037103 |
0.003360 |
0.108128 |
-0.032346 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
95.00 |
4.68% |
$0.68 / 174 |
$0.72 / 150 |
0 / 105 |
59.456756% |
-0.040630 |
-0.021892 |
0.001969 |
0.063359 |
-0.016133 |
|
860 |
Legs |
12/15(81) |
PUT |
105.00 / 90.00 |
$83 / $1,417 / 0.06 |
92.43% / $5.85 / 0.41% / 1.72% |
92.72% / $104.17 |
$0.83 / $1.34 / $0.51 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
105.00 |
7.57% |
$1.34 / 33 |
$1.39 / 91 |
100 / 192 |
56.866458% |
-0.080195 |
-0.037103 |
0.003360 |
0.108128 |
-0.032346 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
90.00 |
3.65% |
$0.48 / 92 |
$0.51 / 56 |
0 / 31 |
61.040043% |
-0.026995 |
-0.015680 |
0.001406 |
0.045244 |
-0.010641 |
|
224 |
Legs |
11/17(53) |
CALL |
185.00 / 210.00 |
$112 / $2,388 / 0.05 |
89.73% / $12.90 / 0.54% / 3.36% |
90.35% / $186.12 |
$1.12 / $1.44 / $0.32 / 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 |
185.00 |
10.27% |
$1.44 / 62 |
$1.50 / 36 |
105 / 1,497 |
41.146030% |
0.239813 |
-0.102877 |
0.008560 |
0.184736 |
0.049200 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
210.00 |
2.18% |
$0.30 / 88 |
$0.32 / 30 |
30 / 1,866 |
42.657402% |
0.108934 |
-0.061286 |
0.005144 |
0.111009 |
0.022894 |
|
|
530 |
|
11/17(53) |
PUT |
150.00 / 145.00 |
$22 / $478 / 0.05 |
95.16% / $4.40 / 0.92% / 5.78% |
95.28% / $149.78 |
$0.22 / $0.94 / $0.72 / 164 |
65 / 57.26% / 86 |
5 |
Legs |
Vertical |
Bullish |
$174.95 (+0.59%) / 56.73M |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
150.00 |
4.84% |
$0.94 / 164 |
$0.96 / 299 |
383 / 13,902 |
32.547685% |
-0.086003 |
-0.029070 |
0.007005 |
0.109122 |
-0.025088 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
2.65% |
$0.70 / 305 |
$0.72 / 308 |
74 / 5,331 |
34.916517% |
-0.051347 |
-0.019646 |
0.004701 |
0.073229 |
-0.014900 |
|
541 |
Legs |
11/17(53) |
PUT |
150.00 / 140.00 |
$39 / $961 / 0.04 |
95.16% / $16.18 / 1.68% / 10.80% |
95.37% / $149.61 |
$0.39 / $0.94 / $0.55 / 164 |
|
Underlying |
Leg |
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 |
4.84% |
$0.94 / 164 |
$0.96 / 299 |
383 / 13,902 |
32.547685% |
-0.086003 |
-0.029070 |
0.007005 |
0.109122 |
-0.025088 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
1.38% |
$0.53 / 705 |
$0.55 / 423 |
320 / 10,439 |
37.395293% |
-0.028232 |
-0.012136 |
0.002887 |
0.044974 |
-0.008154 |
|
948 |
Legs |
12/15(81) |
PUT |
145.00 / 140.00 |
$22 / $478 / 0.05 |
94.84% / $1.74 / 0.36% / 1.51% |
94.95% / $144.78 |
$0.22 / $1.05 / $0.83 / 67 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
145.00 |
5.16% |
$1.05 / 278 |
$1.07 / 107 |
47 / 11,323 |
32.024105% |
-0.083467 |
-0.022946 |
0.005608 |
0.130284 |
-0.036791 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
140.00 |
3.22% |
$0.81 / 629 |
$0.83 / 67 |
26 / 8,850 |
34.017798% |
-0.053951 |
-0.016504 |
0.004003 |
0.092996 |
-0.023650 |
|
957 |
Legs |
12/15(81) |
PUT |
145.00 / 135.00 |
$40 / $960 / 0.04 |
94.84% / $10.37 / 1.08% / 4.54% |
95.03% / $144.60 |
$0.40 / $1.05 / $0.65 / 177 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
145.00 |
5.16% |
$1.05 / 278 |
$1.07 / 107 |
47 / 11,323 |
32.024105% |
-0.083467 |
-0.022946 |
0.005608 |
0.130284 |
-0.036791 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
135.00 |
1.95% |
$0.64 / 253 |
$0.65 / 177 |
17 / 122,826 |
36.138634% |
-0.032775 |
-0.011100 |
0.002675 |
0.062141 |
-0.014295 |
|
62 |
Legs |
11/03(39) |
PUT |
155.00 / 150.00 |
$25 / $475 / 0.05 |
94.03% / $4.33 / 0.91% / 7.65% |
94.22% / $154.75 |
$0.25 / $0.94 / $0.69 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
155.00 |
5.97% |
$0.94 / 30 |
$0.98 / 308 |
51 / 55 |
31.596580% |
-0.106755 |
-0.039443 |
0.009454 |
0.111111 |
-0.023359 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
150.00 |
2.99% |
$0.65 / 65 |
$0.69 / 455 |
169 / 431 |
34.002642% |
-0.061736 |
-0.026300 |
0.006258 |
0.073549 |
-0.013436 |
|
73 |
Legs |
11/03(39) |
PUT |
155.00 / 145.00 |
$42 / $958 / 0.04 |
94.03% / $17.47 / 1.82% / 15.82% |
94.35% / $154.58 |
$0.42 / $0.94 / $0.52 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
155.00 |
5.97% |
$0.94 / 30 |
$0.98 / 308 |
51 / 55 |
31.596580% |
-0.106755 |
-0.039443 |
0.009454 |
0.111111 |
-0.023359 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
145.00 |
1.39% |
$0.47 / 176 |
$0.52 / 615 |
105 / 23 |
36.811626% |
-0.032387 |
-0.015745 |
0.003724 |
0.043771 |
-0.007016 |
|
|
352 |
|
11/17(53) |
CALL |
12.00 / 13.00 |
$5 / $95 / 0.05 |
95.15% / $2.24 / 2.36% / 15.38% |
95.37% / $12.05 |
$0.05 / $0.25 / $0.20 / 147 |
13 / 3.21% / 48 |
5 |
Legs |
Vertical |
Bearish |
$8.8583 (-1.25%) / 1.76M |
|
Earnings: 11/07 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
12.00 |
4.85% |
$0.25 / 147 |
$0.30 / 883 |
0 / 79 |
74.965335% |
0.166376 |
-0.005247 |
0.107463 |
0.008842 |
0.002043 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
13.00 |
1.78% |
$0.15 / 497 |
$0.20 / 944 |
0 / 38 |
75.848744% |
0.100700 |
-0.003694 |
0.075954 |
0.006249 |
0.001254 |
|
360 |
Legs |
11/17(53) |
CALL |
12.00 / 15.00 |
$15 / $285 / 0.05 |
95.15% / $13.19 / 4.63% / 32.02% |
95.80% / $12.15 |
$0.15 / $0.25 / $0.10 / 147 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
12.00 |
4.85% |
$0.25 / 147 |
$0.30 / 883 |
0 / 79 |
74.965335% |
0.166376 |
-0.005247 |
0.107463 |
0.008842 |
0.002043 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
15.00 |
0.19% |
0 / 0 |
$0.10 / 239 |
0 / 6 |
83.116679% |
0.033627 |
-0.001557 |
0.032195 |
0.002649 |
0.000427 |
|
362 |
Legs |
11/17(53) |
CALL |
12.00 / 14.00 |
$10 / $190 / 0.05 |
95.15% / $7.43 / 3.91% / 26.55% |
95.59% / $12.10 |
$0.10 / $0.25 / $0.15 / 147 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
12.00 |
4.85% |
$0.25 / 147 |
$0.30 / 883 |
0 / 79 |
74.965335% |
0.166376 |
-0.005247 |
0.107463 |
0.008842 |
0.002043 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
14.00 |
0.60% |
$0.05 / 1,438 |
$0.15 / 472 |
0 / 15 |
74.734069% |
0.058950 |
-0.002453 |
0.050589 |
0.004162 |
0.000742 |
|
75 |
Legs |
11/17(53) |
PUT |
7.00 / 6.00 |
$10 / $90 / 0.11 |
88.96% / $3.06 / 3.40% / 22.77% |
89.88% / $6.90 |
$0.10 / $0.25 / $0.15 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
7.00 |
11.04% |
$0.25 / 636 |
$0.35 / 819 |
40 / 8 |
80.791554% |
-0.133052 |
-0.004208 |
0.092560 |
0.007616 |
-0.002136 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
4.39% |
$0.10 / 964 |
$0.15 / 3 |
0 / 12 |
83.919058% |
-0.043898 |
-0.001838 |
0.040007 |
0.003292 |
-0.000687 |
|
31 |
Legs |
11/17(53) |
CALL |
11.00 / 12.00 |
$10 / $90 / 0.11 |
88.08% / $2.40 / 2.66% / 17.51% |
89.05% / $11.10 |
$0.10 / $0.40 / $0.30 / 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) |
CALL |
11.00 |
11.92% |
$0.40 / 330 |
$0.45 / 675 |
0 / 223 |
73.496964% |
0.263465 |
-0.006907 |
0.140621 |
0.011570 |
0.003177 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
12.00 |
4.85% |
$0.25 / 147 |
$0.30 / 883 |
0 / 79 |
74.965335% |
0.166376 |
-0.005247 |
0.107463 |
0.008842 |
0.002043 |
|
60 |
Legs |
10/20(25) |
CALL |
10.00 / 12.50 |
$10 / $240 / 0.04 |
81.19% / $6.01 / 2.50% / 34.57% |
83.21% / $10.10 |
$0.10 / $0.15 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
10.00 |
18.81% |
$0.15 / 50 |
$0.20 / 421 |
28 / 4,018 |
49.893974% |
0.315855 |
-0.010472 |
0.214696 |
0.008987 |
0.002005 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
12.50 |
0.44% |
0 / 0 |
$0.05 / 1 |
15 / 4,943 |
72.717296% |
0.045805 |
-0.002794 |
0.058042 |
0.002430 |
0.000303 |
|
|
354 |
|
11/17(53) |
CALL |
45.00 / 47.00 |
$9 / $191 / 0.05 |
95.13% / $1.21 / 0.63% / 3.94% |
95.22% / $45.09 |
$0.09 / $0.37 / $0.28 / 524 |
37 / 24.78% / 99 |
5 |
Legs |
Vertical |
Bearish |
$31.59 (-0.44%) / 10.21M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
45.00 |
4.87% |
$0.37 / 802 |
$0.39 / 408 |
145 / 6,276 |
62.331002% |
0.175758 |
-0.022892 |
0.026292 |
0.032707 |
0.007517 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
47.00 |
3.14% |
$0.27 / 124 |
$0.28 / 524 |
0 / 401 |
63.018058% |
0.141573 |
-0.019829 |
0.022812 |
0.028378 |
0.006103 |
|
391 |
Legs |
11/17(53) |
CALL |
45.00 / 48.00 |
$13 / $287 / 0.05 |
95.13% / $2.76 / 0.96% / 6.05% |
95.27% / $45.13 |
$0.13 / $0.37 / $0.24 / 542 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
45.00 |
4.87% |
$0.37 / 802 |
$0.39 / 408 |
145 / 6,276 |
62.331002% |
0.175758 |
-0.022892 |
0.026292 |
0.032707 |
0.007517 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
48.00 |
2.51% |
$0.23 / 325 |
$0.24 / 542 |
0 / 386 |
63.397281% |
0.126759 |
-0.018365 |
0.021143 |
0.026303 |
0.005484 |
|
453 |
Legs |
11/17(53) |
CALL |
45.00 / 49.00 |
$16 / $384 / 0.04 |
95.13% / $4.21 / 1.10% / 6.92% |
95.30% / $45.16 |
$0.16 / $0.37 / $0.21 / 604 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
45.00 |
4.87% |
$0.37 / 802 |
$0.39 / 408 |
145 / 6,276 |
62.331002% |
0.175758 |
-0.022892 |
0.026292 |
0.032707 |
0.007517 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
49.00 |
2.00% |
$0.20 / 15 |
$0.21 / 604 |
0 / 595 |
64.022461% |
0.113331 |
-0.016959 |
0.019539 |
0.024306 |
0.004920 |
|
227 |
Legs |
11/17(53) |
CALL |
44.00 / 46.00 |
$11 / $189 / 0.06 |
93.98% / $1.27 / 0.67% / 4.21% |
94.12% / $44.11 |
$0.11 / $0.44 / $0.33 / 463 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
44.00 |
6.02% |
$0.44 / 874 |
$0.46 / 386 |
5 / 789 |
62.091340% |
0.195319 |
-0.024465 |
0.028072 |
0.034922 |
0.008317 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
46.00 |
3.92% |
$0.31 / 884 |
$0.33 / 463 |
21 / 871 |
62.526979% |
0.157874 |
-0.021342 |
0.024532 |
0.030519 |
0.006780 |
|
252 |
Legs |
11/17(53) |
CALL |
44.00 / 47.00 |
$16 / $284 / 0.06 |
93.98% / $3.15 / 1.11% / 7.01% |
94.18% / $44.16 |
$0.16 / $0.44 / $0.28 / 524 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
44.00 |
6.02% |
$0.44 / 874 |
$0.46 / 386 |
5 / 789 |
62.091340% |
0.195319 |
-0.024465 |
0.028072 |
0.034922 |
0.008317 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
47.00 |
3.14% |
$0.27 / 124 |
$0.28 / 524 |
0 / 401 |
63.018058% |
0.141573 |
-0.019829 |
0.022812 |
0.028378 |
0.006103 |
|
373 |
Legs |
10/13(18) |
CALL |
37.00 / 42.00 |
$20 / $480 / 0.04 |
87.22% / $1.92 / 0.40% / 6.51% |
88.05% / $37.20 |
$0.20 / $0.26 / $0.06 / 453 |
|
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 |
37.00 |
12.78% |
$0.26 / 589 |
$0.28 / 9 |
1 / 83 |
50.564979% |
0.258471 |
-0.045814 |
0.052945 |
0.025421 |
0.004466 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
42.00 |
1.81% |
$0.04 / 1,026 |
$0.06 / 453 |
1 / 76 |
56.266134% |
0.094667 |
-0.023749 |
0.027601 |
0.013252 |
0.001676 |
|
|
543 |
|
11/17(53) |
PUT |
135.00 / 130.00 |
$21 / $479 / 0.04 |
95.12% / $3.30 / 0.69% / 4.30% |
95.24% / $134.79 |
$0.21 / $0.66 / $0.45 / 52 |
46 / 51.71% / 60 |
5 |
Legs |
Vertical |
Bullish |
$160.31 (-0.06%) / 3.72M |
|
Earnings: 10/24 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
135.00 |
4.88% |
$0.66 / 52 |
$0.69 / 80 |
10 / 176 |
32.575882% |
-0.081678 |
-0.028483 |
0.006847 |
0.096172 |
-0.021933 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
2.67% |
$0.41 / 19 |
$0.45 / 500 |
6 / 249 |
34.243820% |
-0.047460 |
-0.018718 |
0.004487 |
0.063014 |
-0.012671 |
|
840 |
Legs |
12/15(81) |
PUT |
135.00 / 125.00 |
$51 / $949 / 0.05 |
91.70% / $0.58 / 0.06% / 0.25% |
92.05% / $134.49 |
$0.51 / $1.03 / $0.52 / 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 |
135.00 |
8.30% |
$1.03 / 11 |
$1.08 / 20 |
0 / 9 |
30.178698% |
-0.119377 |
-0.030448 |
0.007394 |
0.154856 |
-0.048815 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
125.00 |
3.37% |
$0.42 / 148 |
$0.52 / 423 |
0 / 4 |
32.880504% |
-0.050617 |
-0.016036 |
0.003866 |
0.080973 |
-0.020435 |
|
864 |
Legs |
12/15(81) |
PUT |
135.00 / 120.00 |
$66 / $1,434 / 0.05 |
91.70% / $12.54 / 0.87% / 3.66% |
92.15% / $134.34 |
$0.66 / $1.03 / $0.37 / 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 |
135.00 |
8.30% |
$1.03 / 11 |
$1.08 / 20 |
0 / 9 |
30.178698% |
-0.119377 |
-0.030448 |
0.007394 |
0.154856 |
-0.048815 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
120.00 |
2.05% |
$0.27 / 91 |
$0.37 / 472 |
0 / 2 |
34.508669% |
-0.029822 |
-0.010457 |
0.002514 |
0.052652 |
-0.011973 |
|
210 |
Legs |
11/17(53) |
PUT |
140.00 / 135.00 |
$35 / $465 / 0.08 |
91.53% / $2.80 / 0.60% / 3.76% |
91.84% / $139.65 |
$0.35 / $1.04 / $0.69 / 80 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
135.00 |
4.88% |
$0.66 / 52 |
$0.69 / 80 |
10 / 176 |
32.575882% |
-0.081678 |
-0.028483 |
0.006847 |
0.096172 |
-0.021933 |
|
273 |
Legs |
11/17(53) |
PUT |
140.00 / 130.00 |
$59 / $941 / 0.06 |
91.53% / $15.02 / 1.60% / 10.21% |
92.04% / $139.41 |
$0.59 / $1.04 / $0.45 / 172 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
140.00 |
8.47% |
$1.04 / 172 |
$1.09 / 200 |
1 / 1,348 |
31.079946% |
-0.129689 |
-0.039678 |
0.009573 |
0.134458 |
-0.035052 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
2.67% |
$0.41 / 19 |
$0.45 / 500 |
6 / 249 |
34.243820% |
-0.047460 |
-0.018718 |
0.004487 |
0.063014 |
-0.012671 |
|
299 |
Legs |
11/17(53) |
PUT |
140.00 / 125.00 |
$76 / $1,424 / 0.05 |
91.53% / $34.83 / 2.45% / 16.00% |
92.19% / $139.24 |
$0.76 / $1.04 / $0.28 / 109 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
125.00 |
1.39% |
$0.27 / 1 |
$0.28 / 109 |
6 / 23 |
36.034438% |
-0.025173 |
-0.011151 |
0.002666 |
0.037451 |
-0.006686 |
|
|
881 |
|
12/15(81) |
PUT |
145.00 / 140.00 |
$26 / $474 / 0.06 |
95.12% / $11.02 / 2.32% / 9.95% |
95.33% / $144.74 |
$0.26 / $0.87 / $0.61 / 108 |
46 / 24.93% / 39 |
5 |
Legs |
Vertical |
Bullish |
$162.35 (+0.27%) / 4.41M |
|
Earnings: 11/21 / Ex-Div: 12/07 ($0.57) |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
145.00 |
4.88% |
$0.87 / 108 |
$0.90 / 43 |
18 / 1,486 |
21.614321% |
-0.095293 |
-0.014556 |
0.010533 |
0.133089 |
-0.037903 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
140.00 |
2.01% |
$0.58 / 143 |
$0.61 / 152 |
4 / 1,325 |
23.452357% |
-0.048016 |
-0.008711 |
0.006210 |
0.078464 |
-0.018994 |
|
915 |
Legs |
12/15(81) |
PUT |
145.00 / 135.00 |
$44 / $956 / 0.05 |
95.12% / $29.29 / 3.06% / 13.27% |
95.47% / $144.56 |
$0.44 / $0.87 / $0.43 / 108 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
145.00 |
4.88% |
$0.87 / 108 |
$0.90 / 43 |
18 / 1,486 |
21.614321% |
-0.095293 |
-0.014556 |
0.010533 |
0.133089 |
-0.037903 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
135.00 |
0.74% |
$0.41 / 18 |
$0.43 / 456 |
6 / 793 |
25.507686% |
-0.021028 |
-0.004459 |
0.003142 |
0.039704 |
-0.008280 |
|
248 |
Legs |
11/17(53) |
PUT |
150.00 / 145.00 |
$32 / $468 / 0.07 |
92.94% / $12.29 / 2.63% / 17.26% |
93.36% / $149.68 |
$0.32 / $0.90 / $0.58 / 211 |
|
Underlying |
Leg |
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 |
7.06% |
$0.90 / 211 |
$0.94 / 413 |
70 / 7,956 |
20.836471% |
-0.129731 |
-0.022419 |
0.016042 |
0.135928 |
-0.034394 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
2.46% |
$0.54 / 313 |
$0.58 / 500 |
92 / 1,129 |
22.894400% |
-0.060906 |
-0.012999 |
0.009155 |
0.077572 |
-0.016056 |
|
298 |
Legs |
11/17(53) |
PUT |
150.00 / 140.00 |
$52 / $948 / 0.06 |
92.94% / $35.72 / 3.77% / 25.50% |
93.62% / $149.48 |
$0.52 / $0.90 / $0.38 / 211 |
|
Underlying |
Leg |
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 |
7.06% |
$0.90 / 211 |
$0.94 / 413 |
70 / 7,956 |
20.836471% |
-0.129731 |
-0.022419 |
0.016042 |
0.135928 |
-0.034394 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
0.71% |
$0.35 / 206 |
$0.38 / 689 |
16 / 171 |
25.248387% |
-0.023765 |
-0.006111 |
0.004255 |
0.036053 |
-0.006236 |
|
336 |
Legs |
11/17(53) |
PUT |
150.00 / 135.00 |
$65 / $1,435 / 0.05 |
92.94% / $55.40 / 3.86% / 26.18% |
93.78% / $149.35 |
$0.65 / $0.90 / $0.25 / 211 |
|
Underlying |
Leg |
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 |
7.06% |
$0.90 / 211 |
$0.94 / 413 |
70 / 7,956 |
20.836471% |
-0.129731 |
-0.022419 |
0.016042 |
0.135928 |
-0.034394 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
135.00 |
0.18% |
$0.23 / 280 |
$0.25 / 502 |
0 / 148 |
27.555938% |
-0.007513 |
-0.002283 |
0.001576 |
0.013352 |
-0.001964 |
|
175 |
Legs |
10/20(25) |
PUT |
155.00 / 150.00 |
$26 / $474 / 0.06 |
89.80% / $4.98 / 1.05% / 13.37% |
90.46% / $154.74 |
$0.26 / $0.51 / $0.25 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
155.00 |
10.20% |
$0.51 / 12 |
$0.52 / 91 |
446 / 3,904 |
16.964436% |
-0.173468 |
-0.038897 |
0.027300 |
0.117685 |
-0.023171 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
150.00 |
2.33% |
$0.24 / 128 |
$0.25 / 358 |
80 / 14,545 |
19.969401% |
-0.065574 |
-0.019691 |
0.013598 |
0.058619 |
-0.008708 |
|
|
959 |
|
12/15(81) |
PUT |
240.00 / 230.00 |
$39 / $961 / 0.04 |
95.12% / $11.16 / 1.16% / 4.88% |
95.29% / $239.61 |
$0.39 / $1.35 / $0.96 / 16 |
76 / 67.80% / 67 |
5 |
Legs |
Vertical |
Bullish |
$272.23 (+0.37%) / 1.96M |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
240.00 |
4.88% |
$1.35 / 16 |
$1.41 / 25 |
9 / 228 |
22.577595% |
-0.091957 |
-0.026272 |
0.005690 |
0.217221 |
-0.061518 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
1.83% |
$0.90 / 44 |
$0.96 / 20 |
1 / 63 |
25.166717% |
-0.041839 |
-0.014401 |
0.003083 |
0.117698 |
-0.027809 |
|
960 |
Legs |
12/15(81) |
PUT |
240.00 / 235.00 |
$20 / $480 / 0.04 |
95.12% / $0.90 / 0.19% / 0.78% |
95.21% / $239.80 |
$0.20 / $1.35 / $1.15 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
240.00 |
4.88% |
$1.35 / 16 |
$1.41 / 25 |
9 / 228 |
22.577595% |
-0.091957 |
-0.026272 |
0.005690 |
0.217221 |
-0.061518 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
235.00 |
3.04% |
$1.10 / 17 |
$1.15 / 6 |
2 / 73 |
23.845388% |
-0.063366 |
-0.019920 |
0.004287 |
0.163681 |
-0.042247 |
|
821 |
Legs |
12/15(81) |
PUT |
245.00 / 235.00 |
$53 / $947 / 0.06 |
92.44% / $7.23 / 0.76% / 3.19% |
92.77% / $244.47 |
$0.53 / $1.68 / $1.15 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
245.00 |
7.56% |
$1.68 / 14 |
$1.73 / 56 |
4 / 191 |
21.317374% |
-0.128270 |
-0.033121 |
0.007225 |
0.275853 |
-0.086129 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
235.00 |
3.04% |
$1.10 / 17 |
$1.15 / 6 |
2 / 73 |
23.845388% |
-0.063366 |
-0.019920 |
0.004287 |
0.163681 |
-0.042247 |
|
837 |
Legs |
12/15(81) |
PUT |
245.00 / 230.00 |
$72 / $1,428 / 0.05 |
92.44% / $23.61 / 1.65% / 7.00% |
92.89% / $244.28 |
$0.72 / $1.68 / $0.96 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
245.00 |
7.56% |
$1.68 / 14 |
$1.73 / 56 |
4 / 191 |
21.317374% |
-0.128270 |
-0.033121 |
0.007225 |
0.275853 |
-0.086129 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
1.83% |
$0.90 / 44 |
$0.96 / 20 |
1 / 63 |
25.166717% |
-0.041839 |
-0.014401 |
0.003083 |
0.117698 |
-0.027809 |
|
843 |
Legs |
12/15(81) |
PUT |
245.00 / 225.00 |
$87 / $1,913 / 0.05 |
92.44% / $43.84 / 2.29% / 9.80% |
92.98% / $244.13 |
$0.87 / $1.68 / $0.81 / 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 |
245.00 |
7.56% |
$1.68 / 14 |
$1.73 / 56 |
4 / 191 |
21.317374% |
-0.128270 |
-0.033121 |
0.007225 |
0.275853 |
-0.086129 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
225.00 |
1.07% |
$0.76 / 5 |
$0.81 / 8 |
0 / 117 |
26.582663% |
-0.026382 |
-0.009899 |
0.002109 |
0.080526 |
-0.017486 |
|
346 |
Legs |
11/17(53) |
PUT |
250.00 / 240.00 |
$50 / $950 / 0.05 |
92.41% / $11.08 / 1.17% / 7.38% |
92.80% / $249.50 |
$0.50 / $1.39 / $0.89 / 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 |
250.00 |
7.59% |
$1.39 / 50 |
$1.45 / 43 |
16 / 458 |
21.102447% |
-0.133761 |
-0.042244 |
0.009087 |
0.232646 |
-0.059658 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
240.00 |
2.39% |
$0.83 / 30 |
$0.89 / 9 |
15 / 89 |
24.062533% |
-0.057223 |
-0.022765 |
0.004836 |
0.123803 |
-0.025347 |
|
|
408 |
|
11/17(53) |
CALL |
80.00 / 85.00 |
$21 / $479 / 0.04 |
95.06% / $3.56 / 0.74% / 4.65% |
95.19% / $80.21 |
$0.21 / $0.56 / $0.35 / 11 |
29 / 21.43% / 93 |
5 |
Legs |
Vertical |
Bearish |
$57.76 (+2.14%) / 3.9M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
80.00 |
4.94% |
$0.56 / 401 |
$0.60 / 14 |
7 / 2,232 |
57.705192% |
0.174358 |
-0.039334 |
0.015167 |
0.058742 |
0.013554 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
85.00 |
2.58% |
$0.33 / 9 |
$0.35 / 11 |
15 / 1,791 |
58.247180% |
0.126365 |
-0.031644 |
0.012233 |
0.047377 |
0.009930 |
|
439 |
Legs |
11/17(53) |
PUT |
40.00 / 35.00 |
$27 / $473 / 0.06 |
92.60% / $0.38 / 0.08% / 0.49% |
92.84% / $39.73 |
$0.27 / $0.47 / $0.20 / 44 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
40.00 |
7.40% |
$0.47 / 44 |
$0.50 / 55 |
0 / 2,395 |
68.655260% |
-0.076970 |
-0.020836 |
0.008515 |
0.032978 |
-0.007984 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
3.93% |
$0.19 / 48 |
$0.20 / 181 |
0 / 454 |
72.812236% |
-0.029990 |
-0.009874 |
0.004012 |
0.015537 |
-0.003049 |
|
508 |
Legs |
11/17(53) |
PUT |
40.00 / 30.00 |
$39 / $961 / 0.04 |
92.60% / $5.29 / 0.55% / 3.43% |
92.94% / $39.61 |
$0.39 / $0.47 / $0.08 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
40.00 |
7.40% |
$0.47 / 44 |
$0.50 / 55 |
0 / 2,395 |
68.655260% |
-0.076970 |
-0.020836 |
0.008515 |
0.032978 |
-0.007984 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
2.01% |
$0.07 / 321 |
$0.08 / 8 |
4 / 647 |
78.754860% |
-0.008055 |
-0.003216 |
0.001301 |
0.005037 |
-0.000805 |
|
78 |
Legs |
11/17(53) |
CALL |
75.00 / 80.00 |
$39 / $461 / 0.09 |
90.93% / $5.42 / 1.17% / 7.43% |
91.34% / $75.39 |
$0.39 / $0.99 / $0.60 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
75.00 |
9.07% |
$0.99 / 298 |
$1.05 / 381 |
27 / 1,465 |
57.820072% |
0.236662 |
-0.047336 |
0.018194 |
0.070465 |
0.018158 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
80.00 |
4.94% |
$0.56 / 401 |
$0.60 / 14 |
7 / 2,232 |
57.705192% |
0.174358 |
-0.039334 |
0.015167 |
0.058742 |
0.013554 |
|
146 |
Legs |
11/17(53) |
CALL |
75.00 / 85.00 |
$64 / $936 / 0.07 |
90.93% / $19.66 / 2.10% / 13.62% |
91.59% / $75.64 |
$0.64 / $0.99 / $0.35 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
75.00 |
9.07% |
$0.99 / 298 |
$1.05 / 381 |
27 / 1,465 |
57.820072% |
0.236662 |
-0.047336 |
0.018194 |
0.070465 |
0.018158 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
85.00 |
2.58% |
$0.33 / 9 |
$0.35 / 11 |
15 / 1,791 |
58.247180% |
0.126365 |
-0.031644 |
0.012233 |
0.047377 |
0.009930 |
|
589 |
Legs |
10/06(11) |
CALL |
65.00 / 71.00 |
$26 / $574 / 0.05 |
87.77% / $0.98 / 0.17% / 4.00% |
88.53% / $65.26 |
$0.26 / $0.32 / $0.06 / 6 |
|
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 |
65.00 |
12.23% |
$0.32 / 12 |
$0.34 / 5 |
21 / 162 |
47.251290% |
0.244331 |
-0.092629 |
0.036088 |
0.036781 |
0.005323 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
71.00 |
2.20% |
$0.05 / 125 |
$0.06 / 6 |
1 / 22 |
50.069136% |
0.100422 |
-0.051716 |
0.020239 |
0.020627 |
0.002225 |
|
|
446 |
|
11/17(53) |
PUT |
390.00 / 370.00 |
$100 / $1,900 / 0.05 |
95.05% / $53.71 / 2.83% / 18.67% |
95.33% / $389.00 |
$1.00 / $2.35 / $1.35 / 19 |
27 / 17.43% / 39 |
5 |
Legs |
Vertical |
Bullish |
$438.66 (+0.10%) / 962K |
|
Earnings: 11/07 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
390.00 |
4.95% |
$2.35 / 38 |
$2.60 / 27 |
1 / 122 |
27.255615% |
-0.095253 |
-0.061936 |
0.003765 |
0.294829 |
-0.068821 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
370.00 |
1.36% |
$1.20 / 11 |
$1.35 / 19 |
0 / 108 |
29.970217% |
-0.034014 |
-0.028051 |
0.001678 |
0.131410 |
-0.024383 |
|
462 |
Legs |
11/17(53) |
PUT |
390.00 / 380.00 |
$50 / $950 / 0.05 |
95.05% / $14.17 / 1.49% / 9.51% |
95.19% / $389.50 |
$0.50 / $2.35 / $1.85 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
390.00 |
4.95% |
$2.35 / 38 |
$2.60 / 27 |
1 / 122 |
27.255615% |
-0.095253 |
-0.061936 |
0.003765 |
0.294829 |
-0.068821 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
380.00 |
2.67% |
$1.65 / 31 |
$1.85 / 19 |
0 / 76 |
28.495699% |
-0.058961 |
-0.043353 |
0.002612 |
0.204575 |
-0.042423 |
|
207 |
Legs |
11/17(53) |
CALL |
490.00 / 500.00 |
$60 / $940 / 0.06 |
92.41% / $3.06 / 0.33% / 2.02% |
92.65% / $490.60 |
$0.60 / $1.90 / $1.30 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
490.00 |
7.59% |
$1.90 / 10 |
$2.15 / 28 |
0 / 39 |
20.499225% |
0.176533 |
-0.110214 |
0.005762 |
0.451217 |
0.115090 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
500.00 |
4.31% |
$1.15 / 25 |
$1.30 / 9 |
0 / 113 |
20.623186% |
0.129964 |
-0.089325 |
0.004702 |
0.368203 |
0.085056 |
|
169 |
Legs |
11/17(53) |
PUT |
400.00 / 380.00 |
$145 / $1,855 / 0.08 |
91.33% / $54.66 / 2.95% / 19.52% |
91.98% / $398.55 |
$1.45 / $3.30 / $1.85 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
400.00 |
8.67% |
$3.30 / 62 |
$3.70 / 24 |
0 / 85 |
26.064889% |
-0.144331 |
-0.082212 |
0.005051 |
0.395544 |
-0.104768 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
380.00 |
2.67% |
$1.65 / 31 |
$1.85 / 19 |
0 / 76 |
28.495699% |
-0.058961 |
-0.043353 |
0.002612 |
0.204575 |
-0.042423 |
|
180 |
Legs |
11/17(53) |
PUT |
400.00 / 370.00 |
$195 / $2,805 / 0.07 |
91.33% / $110.18 / 3.93% / 26.69% |
92.19% / $398.05 |
$1.95 / $3.30 / $1.35 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
400.00 |
8.67% |
$3.30 / 62 |
$3.70 / 24 |
0 / 85 |
26.064889% |
-0.144331 |
-0.082212 |
0.005051 |
0.395544 |
-0.104768 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
370.00 |
1.36% |
$1.20 / 11 |
$1.35 / 19 |
0 / 108 |
29.970217% |
-0.034014 |
-0.028051 |
0.001678 |
0.131410 |
-0.024383 |
|
144 |
Legs |
10/13(18) |
PUT |
425.00 / 400.00 |
$135 / $2,365 / 0.06 |
80.79% / $26.52 / 1.12% / 19.20% |
82.57% / $423.65 |
$1.35 / $2.05 / $0.70 / 35 |
|
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 |
425.00 |
19.21% |
$2.05 / 35 |
$2.40 / 12 |
0 / 8 |
18.870044% |
-0.260994 |
-0.193181 |
0.011631 |
0.351540 |
-0.072066 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
400.00 |
1.87% |
$0.20 / 57 |
$0.70 / 64 |
0 / 1 |
23.898184% |
-0.055203 |
-0.068090 |
0.003993 |
0.120687 |
-0.015066 |
|
|
472 |
|
11/17(53) |
PUT |
33.00 / 32.00 |
$5 / $95 / 0.05 |
95.02% / $1.31 / 1.38% / 8.79% |
95.16% / $32.95 |
$0.05 / $0.18 / $0.13 / 272 |
32 / 32.77% / 65 |
5 |
Legs |
Vertical |
Bullish |
$38.45 (+0.89%) / 9.07M |
|
Earnings: 11/07 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
33.00 |
4.98% |
$0.18 / 608 |
$0.19 / 252 |
1 / 400 |
30.308550% |
-0.086824 |
-0.006384 |
0.033832 |
0.024060 |
-0.005536 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
32.00 |
2.79% |
$0.12 / 402 |
$0.13 / 272 |
0 / 1,094 |
31.656378% |
-0.053200 |
-0.004383 |
0.023192 |
0.016493 |
-0.003376 |
|
498 |
Legs |
11/17(53) |
PUT |
33.00 / 31.00 |
$9 / $191 / 0.05 |
95.02% / $4.08 / 2.14% / 13.87% |
95.27% / $32.91 |
$0.09 / $0.18 / $0.09 / 309 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
33.00 |
4.98% |
$0.18 / 608 |
$0.19 / 252 |
1 / 400 |
30.308550% |
-0.086824 |
-0.006384 |
0.033832 |
0.024060 |
-0.005536 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
31.00 |
1.50% |
$0.08 / 599 |
$0.09 / 309 |
0 / 61 |
33.119898% |
-0.030278 |
-0.002778 |
0.014679 |
0.010439 |
-0.001913 |
|
518 |
Legs |
11/17(53) |
PUT |
33.00 / 30.00 |
$12 / $288 / 0.04 |
95.02% / $7.51 / 2.61% / 17.12% |
95.34% / $32.88 |
$0.12 / $0.18 / $0.06 / 509 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
33.00 |
4.98% |
$0.18 / 608 |
$0.19 / 252 |
1 / 400 |
30.308550% |
-0.086824 |
-0.006384 |
0.033832 |
0.024060 |
-0.005536 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
0.77% |
$0.05 / 924 |
$0.06 / 509 |
1 / 1,061 |
34.333999% |
-0.015876 |
-0.001613 |
0.008514 |
0.006055 |
-0.000999 |
|
156 |
Legs |
11/17(53) |
PUT |
34.00 / 33.00 |
$8 / $92 / 0.09 |
91.56% / $1.46 / 1.59% / 10.18% |
91.90% / $33.92 |
$0.08 / $0.27 / $0.19 / 252 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
34.00 |
8.44% |
$0.27 / 268 |
$0.28 / 517 |
4 / 211 |
29.092579% |
-0.132591 |
-0.008639 |
0.045873 |
0.032623 |
-0.008500 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
33.00 |
4.98% |
$0.18 / 608 |
$0.19 / 252 |
1 / 400 |
30.308550% |
-0.086824 |
-0.006384 |
0.033832 |
0.024060 |
-0.005536 |
|
193 |
Legs |
11/17(53) |
PUT |
34.00 / 32.00 |
$14 / $186 / 0.08 |
91.56% / $4.81 / 2.59% / 16.99% |
92.14% / $33.86 |
$0.14 / $0.27 / $0.13 / 268 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
34.00 |
8.44% |
$0.27 / 268 |
$0.28 / 517 |
4 / 211 |
29.092579% |
-0.132591 |
-0.008639 |
0.045873 |
0.032623 |
-0.008500 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
32.00 |
2.79% |
$0.12 / 402 |
$0.13 / 272 |
0 / 1,094 |
31.656378% |
-0.053200 |
-0.004383 |
0.023192 |
0.016493 |
-0.003376 |
|
631 |
Legs |
12/15(81) |
CALL |
44.00 / 45.00 |
$8 / $92 / 0.09 |
90.52% / $0.16 / 0.18% / 0.74% |
90.81% / $44.08 |
$0.08 / $0.25 / $0.17 / 307 |
|
Underlying |
Leg |
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 |
9.48% |
$0.25 / 307 |
$0.26 / 343 |
19 / 69 |
22.480984% |
0.207389 |
-0.009599 |
0.050020 |
0.053046 |
0.017176 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
6.32% |
$0.16 / 659 |
$0.17 / 499 |
0 / 556 |
22.439746% |
0.166746 |
-0.008390 |
0.043720 |
0.046365 |
0.013873 |
|
|
667 |
|
09/29(4) |
CALL |
9.00 / 9.50 |
$2 / $48 / 0.04 |
95.00% / $0.39 / 0.80% / 39.96% |
95.15% / $9.02 |
$0.02 / $0.09 / $0.07 / 73 |
18 / 20.84% / 71 |
5 |
Legs |
Vertical |
Bearish |
$7.1113 (+4.42%) / 6.6M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
9.00 |
5.00% |
$0.09 / 261 |
$0.10 / 58 |
67 / 552 |
136.801732% |
0.169630 |
-0.025077 |
0.160007 |
0.002652 |
0.000235 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
9.50 |
2.27% |
$0.06 / 311 |
$0.07 / 73 |
59 / 650 |
142.322605% |
0.115398 |
-0.019298 |
0.123206 |
0.002042 |
0.000162 |
|
672 |
Legs |
09/29(4) |
CALL |
9.00 / 10.00 |
$4 / $96 / 0.04 |
95.00% / $2.22 / 2.31% / 161.47% |
95.29% / $9.04 |
$0.04 / $0.09 / $0.05 / 84 |
|
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 |
9.00 |
5.00% |
$0.09 / 261 |
$0.10 / 58 |
67 / 552 |
136.801732% |
0.169630 |
-0.025077 |
0.160007 |
0.002652 |
0.000235 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
10.00 |
0.96% |
$0.04 / 511 |
$0.05 / 84 |
326 / 973 |
147.281333% |
0.076568 |
-0.014256 |
0.091055 |
0.001509 |
0.000108 |
|
302 |
Legs |
11/17(53) |
CALL |
12.50 / 15.00 |
$10 / $240 / 0.04 |
93.99% / $1.27 / 0.53% / 3.29% |
94.22% / $12.60 |
$0.10 / $0.43 / $0.33 / 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 |
12.50 |
6.01% |
$0.43 / 63 |
$0.47 / 120 |
114 / 2,499 |
144.315417% |
0.259622 |
-0.012152 |
0.076887 |
0.009080 |
0.002086 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
15.00 |
2.32% |
$0.30 / 110 |
$0.33 / 231 |
236 / 1,731 |
152.385436% |
0.170778 |
-0.009499 |
0.060204 |
0.007110 |
0.001421 |
|
179 |
Legs |
10/20(25) |
CALL |
10.00 / 12.50 |
$10 / $240 / 0.04 |
90.33% / $0.98 / 0.41% / 5.01% |
90.89% / $10.10 |
$0.10 / $0.27 / $0.17 / 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 |
10.00 |
9.67% |
$0.27 / 20 |
$0.30 / 20 |
266 / 11,341 |
129.162497% |
0.277412 |
-0.017566 |
0.111445 |
0.006696 |
0.001228 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
12.50 |
1.99% |
$0.12 / 17 |
$0.17 / 26 |
562 / 8,798 |
144.925299% |
0.132082 |
-0.011184 |
0.071130 |
0.004274 |
0.000610 |
|
610 |
Legs |
09/29(4) |
CALL |
8.50 / 9.50 |
$6 / $94 / 0.06 |
89.75% / $1.81 / 1.92% / 122.71% |
90.56% / $8.56 |
$0.06 / $0.13 / $0.07 / 73 |
|
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 |
8.50 |
10.25% |
$0.13 / 169 |
$0.14 / 71 |
286 / 819 |
128.687832% |
0.242253 |
-0.031030 |
0.197844 |
0.003279 |
0.000332 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
9.50 |
2.27% |
$0.06 / 311 |
$0.07 / 73 |
59 / 650 |
142.322605% |
0.115398 |
-0.019298 |
0.123206 |
0.002042 |
0.000162 |
|
616 |
Legs |
09/29(4) |
CALL |
8.50 / 10.00 |
$8 / $142 / 0.06 |
89.75% / $4.61 / 3.25% / 283.06% |
90.81% / $8.58 |
$0.08 / $0.13 / $0.05 / 84 |
|
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 |
8.50 |
10.25% |
$0.13 / 169 |
$0.14 / 71 |
286 / 819 |
128.687832% |
0.242253 |
-0.031030 |
0.197844 |
0.003279 |
0.000332 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
10.00 |
0.96% |
$0.04 / 511 |
$0.05 / 84 |
326 / 973 |
147.281333% |
0.076568 |
-0.014256 |
0.091055 |
0.001509 |
0.000108 |
|
|
886 |
|
12/15(81) |
CALL |
140.00 / 145.00 |
$20 / $480 / 0.04 |
94.92% / $0.68 / 0.14% / 0.58% |
95.02% / $140.20 |
$0.20 / $0.75 / $0.55 / 74 |
55 / 29.12% / 39 |
5 |
Legs |
Vertical |
Bearish |
$110.67 (-0.07%) / 1.38M |
|
Earnings: 11/28 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
140.00 |
5.08% |
$0.75 / 74 |
$0.85 / 60 |
0 / 232 |
34.170063% |
0.159138 |
-0.033089 |
0.010482 |
0.129820 |
0.037125 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
145.00 |
3.01% |
$0.45 / 234 |
$0.55 / 88 |
0 / 286 |
34.121230% |
0.121637 |
-0.027563 |
0.008734 |
0.108179 |
0.028555 |
|
921 |
Legs |
12/15(81) |
PUT |
85.00 / 80.00 |
$25 / $475 / 0.05 |
93.94% / $1.69 / 0.36% / 1.48% |
94.09% / $84.75 |
$0.25 / $0.95 / $0.70 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
85.00 |
6.06% |
$0.95 / 55 |
$1.05 / 66 |
0 / 127 |
44.606289% |
-0.077969 |
-0.019385 |
0.006308 |
0.078133 |
-0.022265 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
3.63% |
$0.60 / 81 |
$0.70 / 102 |
0 / 157 |
46.886625% |
-0.043559 |
-0.012314 |
0.003997 |
0.049501 |
-0.012324 |
|
928 |
Legs |
12/15(81) |
PUT |
85.00 / 75.00 |
$45 / $955 / 0.05 |
93.94% / $11.99 / 1.26% / 5.29% |
94.20% / $84.55 |
$0.45 / $0.95 / $0.50 / 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) |
PUT |
85.00 |
6.06% |
$0.95 / 55 |
$1.05 / 66 |
0 / 127 |
44.606289% |
-0.077969 |
-0.019385 |
0.006308 |
0.078133 |
-0.022265 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
2.10% |
$0.40 / 34 |
$0.50 / 289 |
0 / 128 |
50.102807% |
-0.021604 |
-0.006911 |
0.002238 |
0.027718 |
-0.006061 |
|
931 |
Legs |
12/15(81) |
PUT |
85.00 / 70.00 |
$60 / $1,440 / 0.04 |
93.94% / $27.37 / 1.90% / 8.08% |
94.29% / $84.40 |
$0.60 / $0.95 / $0.35 / 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) |
PUT |
85.00 |
6.06% |
$0.95 / 55 |
$1.05 / 66 |
0 / 127 |
44.606289% |
-0.077969 |
-0.019385 |
0.006308 |
0.078133 |
-0.022265 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
1.18% |
$0.20 / 96 |
$0.35 / 148 |
0 / 21 |
52.350215% |
-0.009283 |
-0.003346 |
0.001082 |
0.013396 |
-0.002585 |
|
656 |
Legs |
12/15(81) |
CALL |
135.00 / 140.00 |
$35 / $465 / 0.08 |
91.72% / $2.41 / 0.52% / 2.16% |
91.99% / $135.35 |
$0.35 / $1.20 / $0.85 / 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 |
135.00 |
8.28% |
$1.20 / 53 |
$1.30 / 27 |
1 / 320 |
34.194410% |
0.205224 |
-0.038797 |
0.012285 |
0.152155 |
0.047532 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
140.00 |
5.08% |
$0.75 / 74 |
$0.85 / 60 |
0 / 232 |
34.170063% |
0.159138 |
-0.033089 |
0.010482 |
0.129820 |
0.037125 |
|
130 |
Legs |
11/17(53) |
CALL |
125.00 / 145.00 |
$85 / $1,915 / 0.04 |
84.74% / $30.39 / 1.59% / 10.15% |
86.04% / $125.85 |
$0.85 / $1.00 / $0.15 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
125.00 |
15.26% |
$1.00 / 50 |
$1.10 / 69 |
1 / 860 |
28.212252% |
0.275757 |
-0.055714 |
0.017640 |
0.146508 |
0.043302 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
145.00 |
1.15% |
0 / 0 |
$0.15 / 164 |
3 / 5 |
33.502355% |
0.071032 |
-0.022626 |
0.007180 |
0.059631 |
0.011471 |
|
|
558 |
|
11/17(53) |
PUT |
210.00 / 200.00 |
$40 / $960 / 0.04 |
94.91% / $3.22 / 0.34% / 2.08% |
95.03% / $209.60 |
$0.40 / $1.55 / $1.15 / 24 |
27 / 22.15% / 88 |
5 |
Legs |
Vertical |
Bullish |
$257.16 (-1.73%) / 622K |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
210.00 |
5.09% |
$1.55 / 38 |
$1.90 / 24 |
0 / 63 |
42.139934% |
-0.079174 |
-0.052211 |
0.003490 |
0.151038 |
-0.034572 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
200.00 |
2.77% |
$0.80 / 27 |
$1.15 / 24 |
2 / 18 |
43.152828% |
-0.043646 |
-0.032934 |
0.002188 |
0.094702 |
-0.018918 |
|
282 |
Legs |
11/17(53) |
CALL |
310.00 / 320.00 |
$55 / $945 / 0.06 |
94.19% / $12.14 / 1.29% / 8.16% |
94.37% / $310.55 |
$0.55 / $1.75 / $1.20 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
310.00 |
5.81% |
$1.75 / 47 |
$1.95 / 47 |
2 / 214 |
34.203876% |
0.163733 |
-0.095743 |
0.005844 |
0.252890 |
0.060946 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
3.22% |
$1.05 / 27 |
$1.20 / 35 |
0 / 273 |
34.216023% |
0.120215 |
-0.077340 |
0.004739 |
0.205084 |
0.045007 |
|
168 |
Legs |
11/17(53) |
PUT |
220.00 / 200.00 |
$150 / $1,850 / 0.08 |
91.11% / $56.39 / 3.05% / 20.25% |
91.79% / $218.50 |
$1.50 / $2.65 / $1.15 / 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) |
PUT |
220.00 |
8.89% |
$2.65 / 52 |
$3.10 / 38 |
2 / 172 |
41.046822% |
-0.130214 |
-0.074411 |
0.005011 |
0.216848 |
-0.057334 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
200.00 |
2.77% |
$0.80 / 27 |
$1.15 / 24 |
2 / 18 |
43.152828% |
-0.043646 |
-0.032934 |
0.002188 |
0.094702 |
-0.018918 |
|
176 |
Legs |
11/17(53) |
PUT |
220.00 / 210.00 |
$75 / $925 / 0.08 |
91.11% / $7.41 / 0.80% / 5.02% |
91.45% / $219.25 |
$0.75 / $2.65 / $1.90 / 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) |
PUT |
220.00 |
8.89% |
$2.65 / 52 |
$3.10 / 38 |
2 / 172 |
41.046822% |
-0.130214 |
-0.074411 |
0.005011 |
0.216848 |
-0.057334 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
5.09% |
$1.55 / 38 |
$1.90 / 24 |
0 / 63 |
42.139934% |
-0.079174 |
-0.052211 |
0.003490 |
0.151038 |
-0.034572 |
|
278 |
Legs |
11/17(53) |
PUT |
220.00 / 185.00 |
$175 / $3,325 / 0.05 |
91.11% / $97.31 / 2.93% / 19.38% |
91.90% / $218.25 |
$1.75 / $2.65 / $0.90 / 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) |
PUT |
220.00 |
8.89% |
$2.65 / 52 |
$3.10 / 38 |
2 / 172 |
41.046822% |
-0.130214 |
-0.074411 |
0.005011 |
0.216848 |
-0.057334 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
185.00 |
1.02% |
0 / 0 |
$0.90 / 24 |
0 / 3 |
52.443033% |
-0.014336 |
-0.013063 |
0.000862 |
0.037299 |
-0.006154 |
|
70 |
Legs |
10/20(25) |
PUT |
240.00 / 200.00 |
$185 / $3,815 / 0.05 |
83.19% / $120.45 / 3.16% / 45.21% |
85.16% / $238.15 |
$1.85 / $2.00 / $0.15 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
240.00 |
16.81% |
$2.00 / 152 |
$2.25 / 44 |
19 / 12 |
31.196899% |
-0.227653 |
-0.149863 |
0.010015 |
0.220508 |
-0.050227 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
200.00 |
0.44% |
$0.05 / 6 |
$0.15 / 1 |
1 / 10 |
40.844505% |
-0.010327 |
-0.013936 |
0.000909 |
0.020024 |
-0.002214 |
|
|
437 |
|
11/17(53) |
CALL |
20.00 / 21.00 |
$4 / $96 / 0.04 |
94.89% / $0.28 / 0.29% / 1.83% |
95.01% / $20.04 |
$0.04 / $0.26 / $0.22 / 15 |
93 / 85.38% / 30 |
5 |
Legs |
Vertical |
Bearish |
$15.38 (+0.65%) / 22.86M |
|
|
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
20.00 |
5.11% |
$0.26 / 242 |
$0.27 / 23 |
100 / 238 |
60.972180% |
0.168889 |
-0.008517 |
0.065285 |
0.015085 |
0.003518 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
21.00 |
2.81% |
$0.21 / 297 |
$0.22 / 15 |
100 / 100 |
64.082695% |
0.124974 |
-0.006959 |
0.053341 |
0.012325 |
0.002626 |
|
199 |
Legs |
10/20(25) |
CALL |
18.00 / 19.00 |
$5 / $95 / 0.05 |
92.07% / $0.11 / 0.12% / 1.42% |
92.39% / $18.05 |
$0.05 / $0.18 / $0.13 / 202 |
|
Underlying |
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 |
18.00 |
7.93% |
$0.18 / 202 |
$0.19 / 429 |
107 / 8,378 |
55.767691% |
0.197845 |
-0.013195 |
0.101117 |
0.011887 |
0.002165 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
19.00 |
3.30% |
$0.12 / 288 |
$0.13 / 282 |
25 / 1,378 |
60.127470% |
0.125533 |
-0.009796 |
0.075081 |
0.008826 |
0.001388 |
|
223 |
Legs |
10/20(25) |
CALL |
18.00 / 19.50 |
$7 / $143 / 0.05 |
92.07% / $1.72 / 1.20% / 15.39% |
92.52% / $18.07 |
$0.07 / $0.18 / $0.11 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
18.00 |
7.93% |
$0.18 / 202 |
$0.19 / 429 |
107 / 8,378 |
55.767691% |
0.197845 |
-0.013195 |
0.101117 |
0.011887 |
0.002165 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
19.50 |
2.04% |
$0.10 / 1,692 |
$0.11 / 30 |
1 / 1 |
62.291369% |
0.098324 |
-0.008224 |
0.063042 |
0.007411 |
0.001092 |
|
265 |
Legs |
10/20(25) |
CALL |
18.00 / 20.00 |
$8 / $192 / 0.04 |
92.07% / $3.19 / 1.66% / 21.86% |
92.58% / $18.08 |
$0.08 / $0.18 / $0.10 / 202 |
|
Underlying |
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 |
18.00 |
7.93% |
$0.18 / 202 |
$0.19 / 429 |
107 / 8,378 |
55.767691% |
0.197845 |
-0.013195 |
0.101117 |
0.011887 |
0.002165 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
20.00 |
1.24% |
$0.09 / 322 |
$0.10 / 739 |
22 / 6,409 |
65.335229% |
0.076224 |
-0.006800 |
0.052125 |
0.006128 |
0.000850 |
|
539 |
Legs |
10/13(18) |
CALL |
17.50 / 19.00 |
$6 / $144 / 0.04 |
91.14% / $1.12 / 0.78% / 13.02% |
91.63% / $17.56 |
$0.06 / $0.15 / $0.09 / 14 |
|
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 |
17.50 |
8.86% |
$0.15 / 604 |
$0.17 / 81 |
6 / 4 |
54.319150% |
0.205607 |
-0.015506 |
0.118832 |
0.010598 |
0.001726 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
CALL |
19.00 |
1.78% |
$0.08 / 72 |
$0.09 / 14 |
1 / 20 |
62.781782% |
0.089627 |
-0.008819 |
0.067612 |
0.006030 |
0.000764 |
|
186 |
Legs |
11/17(53) |
CALL |
19.00 / 21.00 |
$11 / $189 / 0.06 |
91.08% / $1.78 / 0.94% / 5.93% |
91.59% / $19.11 |
$0.11 / $0.33 / $0.22 / 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 |
19.00 |
8.92% |
$0.33 / 483 |
$0.35 / 196 |
5 / 41 |
58.049649% |
0.224560 |
-0.010120 |
0.077580 |
0.017926 |
0.004630 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
21.00 |
2.81% |
$0.21 / 297 |
$0.22 / 15 |
100 / 100 |
64.082695% |
0.124974 |
-0.006959 |
0.053341 |
0.012325 |
0.002626 |
|
|
515 |
|
11/17(53) |
PUT |
310.00 / 300.00 |
$45 / $955 / 0.05 |
94.89% / $8.74 / 0.92% / 5.76% |
95.03% / $309.55 |
$0.45 / $2.30 / $1.85 / 30 |
39 / 18.32% / 41 |
5 |
Legs |
Vertical |
Bullish |
$356.26 (+2.02%) / 528K |
|
Earnings: 11/07 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
310.00 |
5.11% |
$2.30 / 33 |
$3.30 / 36 |
0 / 1 |
33.467763% |
-0.093080 |
-0.057321 |
0.003940 |
0.235128 |
-0.054959 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
300.00 |
2.68% |
$0.55 / 30 |
$1.85 / 30 |
0 / 10 |
31.078477% |
-0.054872 |
-0.038582 |
0.002628 |
0.156814 |
-0.032232 |
|
72 |
Legs |
11/17(53) |
PUT |
320.00 / 300.00 |
$195 / $1,805 / 0.11 |
90.86% / $99.47 / 5.51% / 39.01% |
91.80% / $318.05 |
$1.95 / $3.80 / $1.85 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
320.00 |
9.14% |
$3.80 / 30 |
$4.20 / 30 |
0 / 7 |
32.016999% |
-0.146052 |
-0.077964 |
0.005420 |
0.323455 |
-0.086744 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
300.00 |
2.68% |
$0.55 / 30 |
$1.85 / 30 |
0 / 10 |
31.078477% |
-0.054872 |
-0.038582 |
0.002628 |
0.156814 |
-0.032232 |
|
611 |
Legs |
12/15(81) |
PUT |
320.00 / 300.00 |
$215 / $1,785 / 0.12 |
87.33% / $52.40 / 2.94% / 12.69% |
88.41% / $317.85 |
$2.15 / $4.70 / $2.55 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
12.67% |
$4.70 / 30 |
$5.50 / 37 |
0 / 52 |
29.373304% |
-0.181227 |
-0.071227 |
0.005107 |
0.454466 |
-0.163503 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
5.15% |
$2.15 / 30 |
$2.55 / 14 |
0 / 2 |
30.621755% |
-0.087284 |
-0.044012 |
0.003076 |
0.273738 |
-0.077774 |
|
665 |
Legs |
12/15(81) |
PUT |
320.00 / 290.00 |
$200 / $2,800 / 0.07 |
87.33% / $31.42 / 1.12% / 4.71% |
88.34% / $318.00 |
$2.00 / $4.70 / $2.70 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
12.67% |
$4.70 / 30 |
$5.50 / 37 |
0 / 52 |
29.373304% |
-0.181227 |
-0.071227 |
0.005107 |
0.454466 |
-0.163503 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
290.00 |
3.10% |
$1.45 / 10 |
$2.70 / 30 |
0 / 5 |
33.664357% |
-0.055640 |
-0.031434 |
0.002176 |
0.193608 |
-0.049313 |
|
403 |
Legs |
12/15(81) |
PUT |
330.00 / 300.00 |
$415 / $2,585 / 0.16 |
81.28% / $116.45 / 4.50% / 19.95% |
84.00% / $325.85 |
$4.15 / $6.70 / $2.55 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
18.72% |
$6.70 / 30 |
$8.00 / 30 |
0 / 10 |
29.009989% |
-0.242719 |
-0.083122 |
0.006062 |
0.539422 |
-0.220561 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
5.15% |
$2.15 / 30 |
$2.55 / 14 |
0 / 2 |
30.621755% |
-0.087284 |
-0.044012 |
0.003076 |
0.273738 |
-0.077774 |
|
595 |
Legs |
12/15(81) |
PUT |
330.00 / 290.00 |
$400 / $3,600 / 0.11 |
81.28% / $124.77 / 3.47% / 15.10% |
83.91% / $326.00 |
$4.00 / $6.70 / $2.70 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
18.72% |
$6.70 / 30 |
$8.00 / 30 |
0 / 10 |
29.009989% |
-0.242719 |
-0.083122 |
0.006062 |
0.539422 |
-0.220561 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
290.00 |
3.10% |
$1.45 / 10 |
$2.70 / 30 |
0 / 5 |
33.664357% |
-0.055640 |
-0.031434 |
0.002176 |
0.193608 |
-0.049313 |
|
|
344 |
|
11/17(53) |
CALL |
105.00 / 110.00 |
$21 / $479 / 0.04 |
94.87% / $0.04 / 0.01% / 0.05% |
94.96% / $105.21 |
$0.21 / $1.07 / $0.86 / 118 |
20 / 10.70% / 95 |
5 |
Legs |
Vertical |
Bearish |
$71.30 (-4.19%) / 6.32M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
105.00 |
5.13% |
$1.07 / 310 |
$1.13 / 36 |
15 / 289 |
72.515892% |
0.190225 |
-0.062199 |
0.010642 |
0.076793 |
0.017692 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
110.00 |
3.44% |
$0.81 / 247 |
$0.86 / 118 |
37 / 924 |
73.500433% |
0.156841 |
-0.054930 |
0.009411 |
0.067910 |
0.014714 |
|
398 |
Legs |
11/17(53) |
CALL |
105.00 / 115.00 |
$41 / $959 / 0.04 |
94.87% / $8.18 / 0.85% / 5.35% |
95.03% / $105.41 |
$0.41 / $1.07 / $0.66 / 154 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
105.00 |
5.13% |
$1.07 / 310 |
$1.13 / 36 |
15 / 289 |
72.515892% |
0.190225 |
-0.062199 |
0.010642 |
0.076793 |
0.017692 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
115.00 |
2.29% |
$0.62 / 284 |
$0.66 / 154 |
2 / 400 |
74.500224% |
0.128779 |
-0.048015 |
0.008236 |
0.059431 |
0.012174 |
|
745 |
Legs |
12/15(81) |
CALL |
110.00 / 120.00 |
$50 / $950 / 0.05 |
93.65% / $3.45 / 0.36% / 1.51% |
93.84% / $110.50 |
$0.50 / $1.64 / $1.14 / 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 |
110.00 |
6.35% |
$1.64 / 35 |
$1.70 / 75 |
123 / 1,030 |
71.640930% |
0.228042 |
-0.057006 |
0.009698 |
0.104354 |
0.030123 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
120.00 |
3.50% |
$1.08 / 86 |
$1.14 / 69 |
267 / 1,095 |
73.192782% |
0.172297 |
-0.048024 |
0.008191 |
0.088138 |
0.023144 |
|
772 |
Legs |
12/15(81) |
CALL |
110.00 / 125.00 |
$70 / $1,430 / 0.05 |
93.65% / $12.26 / 0.86% / 3.59% |
93.91% / $110.70 |
$0.70 / $1.64 / $0.94 / 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 |
110.00 |
6.35% |
$1.64 / 35 |
$1.70 / 75 |
123 / 1,030 |
71.640930% |
0.228042 |
-0.057006 |
0.009698 |
0.104354 |
0.030123 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
125.00 |
2.59% |
$0.89 / 84 |
$0.94 / 30 |
14 / 990 |
73.987314% |
0.149432 |
-0.043713 |
0.007464 |
0.080311 |
0.020218 |
|
814 |
Legs |
12/15(81) |
CALL |
110.00 / 130.00 |
$84 / $1,916 / 0.04 |
93.65% / $21.70 / 1.13% / 4.76% |
93.96% / $110.84 |
$0.84 / $1.64 / $0.80 / 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 |
110.00 |
6.35% |
$1.64 / 35 |
$1.70 / 75 |
123 / 1,030 |
71.640930% |
0.228042 |
-0.057006 |
0.009698 |
0.104354 |
0.030123 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
130.00 |
1.90% |
$0.75 / 55 |
$0.80 / 212 |
34 / 1,183 |
75.096122% |
0.129461 |
-0.039609 |
0.006769 |
0.072841 |
0.017632 |
|
171 |
Legs |
11/17(53) |
CALL |
100.00 / 110.00 |
$58 / $942 / 0.06 |
92.46% / $8.35 / 0.89% / 5.57% |
92.79% / $100.58 |
$0.58 / $1.44 / $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 |
100.00 |
7.54% |
$1.44 / 70 |
$1.50 / 43 |
111 / 1,797 |
71.681534% |
0.229576 |
-0.069586 |
0.011887 |
0.085777 |
0.021143 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
110.00 |
3.44% |
$0.81 / 247 |
$0.86 / 118 |
37 / 924 |
73.500433% |
0.156841 |
-0.054930 |
0.009411 |
0.067910 |
0.014714 |
|
|
392 |
|
11/17(53) |
CALL |
29.00 / 31.00 |
$8 / $192 / 0.04 |
94.87% / $0.53 / 0.28% / 1.71% |
94.99% / $29.08 |
$0.08 / $0.41 / $0.33 / 1,091 |
90 / 66.60% / 23 |
5 |
Legs |
Vertical |
Bearish |
$20.43 (-0.24%) / 133.89M |
|
|
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
29.00 |
5.13% |
$0.41 / 1,822 |
$0.43 / 5,309 |
21 / 226 |
78.099157% |
0.187084 |
-0.016304 |
0.038416 |
0.021289 |
0.004912 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
31.00 |
2.82% |
$0.32 / 750 |
$0.33 / 1,091 |
1 / 13 |
81.492867% |
0.13 | |