852 |
AZO |
12/15(81) |
PUT |
2540.00 / 2000.00 |
$7,240 / $46,760 / 0.16 |
61.31% / $2,871.48 / 6.14% / 27.89% |
71.11% / $2,467.60 |
$72.40 / $82.70 / $10.30 / 4 |
74 / 33.30% / 50 |
5 |
Legs |
Vertical |
Bullish |
$2570.27 (+1.56%) / 113K |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
AZO |
Short (Sell) |
12/15/2023 (M) |
PUT |
2540.00 |
38.69% |
$82.70 / 5 |
$87.50 / 1 |
0 / 7 |
23.400849% |
-0.406193 |
-0.707293 |
0.001038 |
4.817874 |
-2.711420 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2000.00 |
1.63% |
$0.30 / 13 |
$10.30 / 4 |
0 / 11 |
31.089652% |
-0.029799 |
-0.138599 |
0.000181 |
0.840503 |
-0.189197 |
|
651 |
Legs |
12/15(81) |
PUT |
2500.00 / 1980.00 |
$5,820 / $46,180 / 0.13 |
66.90% / $2,587.61 / 5.60% / 25.24% |
74.24% / $2,441.80 |
$58.20 / $68.20 / $10.00 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2500.00 |
33.10% |
$68.20 / 14 |
$72.50 / 1 |
1 / 26 |
23.684679% |
-0.364413 |
-0.696103 |
0.001005 |
4.666474 |
-2.420264 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1980.00 |
1.39% |
$0.05 / 5 |
$10.00 / 4 |
0 / 4 |
31.768280% |
-0.025411 |
-0.121605 |
0.000159 |
0.735973 |
-0.161134 |
|
643 |
Legs |
12/15(81) |
PUT |
2500.00 / 2000.00 |
$5,790 / $44,210 / 0.13 |
66.90% / $2,417.82 / 5.47% / 24.58% |
74.21% / $2,442.10 |
$57.90 / $68.20 / $10.30 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2500.00 |
33.10% |
$68.20 / 14 |
$72.50 / 1 |
1 / 26 |
23.684679% |
-0.364413 |
-0.696103 |
0.001005 |
4.666474 |
-2.420264 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2000.00 |
1.63% |
$0.30 / 13 |
$10.30 / 4 |
0 / 11 |
31.089652% |
-0.029799 |
-0.138599 |
0.000181 |
0.840503 |
-0.189197 |
|
856 |
Legs |
12/15(81) |
PUT |
2550.00 / 2100.00 |
$7,420 / $37,580 / 0.20 |
59.86% / $1,849.22 / 4.92% / 21.93% |
70.07% / $2,475.80 |
$74.20 / $86.90 / $12.70 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2550.00 |
40.14% |
$86.90 / 6 |
$91.20 / 6 |
0 / 5 |
23.319352% |
-0.416723 |
-0.708513 |
0.001044 |
4.847148 |
-2.785340 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2100.00 |
3.43% |
$4.30 / 1 |
$12.70 / 1 |
1 / 30 |
28.906118% |
-0.060851 |
-0.243910 |
0.000322 |
1.496091 |
-0.388961 |
|
817 |
Legs |
12/15(81) |
CALL |
2820.00 / 3400.00 |
$2,820 / $55,180 / 0.05 |
79.98% / $1,847.00 / 3.35% / 14.56% |
82.61% / $2,848.20 |
$28.20 / $33.00 / $4.80 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2820.00 |
20.02% |
$33.00 / 6 |
$36.70 / 8 |
0 / 9 |
21.316790% |
0.314558 |
-0.872654 |
0.000950 |
4.409979 |
1.721628 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
3400.00 |
0.37% |
0 / 0 |
$4.80 / 4 |
0 / 2 |
29.314033% |
0.038253 |
-0.194268 |
0.000222 |
1.032199 |
0.216619 |
|
252 |
Legs |
10/20(25) |
CALL |
2660.00 / 2950.00 |
$1,420 / $27,580 / 0.05 |
69.97% / $372.35 / 1.35% / 17.46% |
73.03% / $2,674.20 |
$14.20 / $21.80 / $7.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
2660.00 |
30.03% |
$21.80 / 2 |
$26.20 / 1 |
6 / 170 |
18.241803% |
0.381207 |
-1.549818 |
0.001746 |
2.765236 |
0.735631 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
2950.00 |
1.14% |
0 / 0 |
$7.60 / 1 |
0 / 5 |
31.811020% |
0.063927 |
-0.490833 |
0.000573 |
0.908132 |
0.126066 |
|
|
|
80 |
^SPXW |
10/30(35) |
PUT |
4200.00 / 3900.00 |
$2,360 / $27,640 / 0.09 |
78.61% / $996.72 / 3.61% / 39.19% |
81.66% / $4,176.40 |
$23.60 / $31.20 / $7.60 / 19 |
99 / 95.01% / 44 |
5 |
Legs |
Vertical |
Bullish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPXW.IN |
Short (Sell) |
10/30/2023 (W) |
PUT |
4200.00 |
21.39% |
$31.20 / 19 |
$31.70 / 19 |
27 / 4 |
16.434602% |
-0.281920 |
-1.160811 |
0.001107 |
4.793293 |
-1.367047 |
S&P / Index |
Long (Buy) |
10/30/2023 (W) |
PUT |
3900.00 |
1.61% |
$7.20 / 84 |
$7.60 / 84 |
1 / 2 |
22.031709% |
-0.051314 |
-0.383008 |
0.000345 |
1.494298 |
-0.245261 |
|
446 |
Legs |
11/10(46) |
PUT |
4050.00 / 3750.00 |
$1,380 / $28,620 / 0.05 |
90.53% / $851.46 / 2.98% / 22.75% |
91.40% / $4,036.20 |
$13.80 / $21.00 / $7.20 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/10/2023 (W) |
PUT |
4050.00 |
9.47% |
$21.00 / 40 |
$21.40 / 15 |
27 / 40 |
19.210859% |
-0.160350 |
-0.750705 |
0.000706 |
3.915546 |
-0.995133 |
S&P / Index |
Long (Buy) |
11/10/2023 (W) |
PUT |
3750.00 |
0.73% |
$6.90 / 326 |
$7.20 / 256 |
0 / 88 |
24.720450% |
-0.024955 |
-0.187570 |
0.000169 |
0.937788 |
-0.153009 |
|
435 |
Legs |
10/26(31) |
PUT |
4100.00 / 3800.00 |
$1,180 / $28,820 / 0.04 |
90.21% / $848.53 / 2.94% / 33.98% |
91.14% / $4,088.20 |
$11.80 / $16.50 / $4.70 / 103 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/26/2023 (W) |
PUT |
4100.00 |
9.79% |
$16.50 / 103 |
$16.90 / 54 |
8 / 18 |
18.419710% |
-0.168505 |
-0.943839 |
0.000871 |
3.383037 |
-0.727215 |
S&P / Index |
Long (Buy) |
10/26/2023 (W) |
PUT |
3800.00 |
0.38% |
$4.50 / 103 |
$4.70 / 103 |
1 / 2 |
24.973423% |
-0.017773 |
-0.170871 |
0.000152 |
0.588788 |
-0.075819 |
|
105 |
Legs |
10/30(35) |
CALL |
4500.00 / 4900.00 |
$1,830 / $38,170 / 0.05 |
74.87% / $820.70 / 2.15% / 21.96% |
77.49% / $4,518.30 |
$18.30 / $18.50 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/30/2023 (W) |
CALL |
4500.00 |
25.13% |
$18.50 / 25 |
$19.10 / 25 |
30 / 6 |
11.250765% |
0.342694 |
-1.614166 |
0.001205 |
5.215868 |
1.518074 |
S&P / Index |
Long (Buy) |
10/30/2023 (W) |
CALL |
4900.00 |
0.72% |
$0.05 / 163 |
$0.20 / 1 |
0 / 1 |
12.431049% |
0.052881 |
-0.449431 |
0.000354 |
1.530436 |
0.238247 |
|
184 |
Legs |
10/26(31) |
CALL |
4500.00 / 4900.00 |
$1,590 / $38,410 / 0.04 |
75.91% / $793.65 / 2.07% / 22.89% |
78.23% / $4,515.90 |
$15.90 / $16.10 / $0.20 / 89 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/26/2023 (W) |
CALL |
4500.00 |
24.09% |
$16.10 / 89 |
$16.60 / 40 |
2 / 12 |
11.366902% |
0.330349 |
-1.666683 |
0.001254 |
4.871113 |
1.317268 |
S&P / Index |
Long (Buy) |
10/26/2023 (W) |
CALL |
4900.00 |
0.54% |
$0.05 / 195 |
$0.20 / 564 |
0 / 4 |
13.181672% |
0.042828 |
-0.398483 |
0.000315 |
1.224547 |
0.173585 |
|
393 |
Legs |
11/10(46) |
PUT |
4075.00 / 3800.00 |
$1,490 / $26,010 / 0.06 |
88.79% / $745.33 / 2.87% / 21.84% |
89.86% / $4,060.10 |
$14.90 / $23.30 / $8.40 / 82 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/10/2023 (W) |
PUT |
4075.00 |
11.21% |
$23.30 / 82 |
$23.70 / 49 |
6 / 22 |
18.772556% |
-0.179928 |
-0.803987 |
0.000760 |
4.215633 |
-1.118071 |
S&P / Index |
Long (Buy) |
11/10/2023 (W) |
PUT |
3800.00 |
1.20% |
$8.10 / 280 |
$8.40 / 193 |
0 / 4 |
23.726363% |
-0.036392 |
-0.255119 |
0.000231 |
1.282038 |
-0.223500 |
|
|
926 |
^RUT |
12/15(81) |
PUT |
1600.00 / 1300.00 |
$1,160 / $28,840 / 0.04 |
89.26% / $880.61 / 3.05% / 13.22% |
90.40% / $1,588.40 |
$11.60 / $14.00 / $2.40 / 37 |
93 / 85.55% / 33 |
5 |
Legs |
Vertical |
Bullish |
$1776.503 (-0.30%) |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
RUT.IN |
Short (Sell) |
12/15/2023 (M) |
PUT |
1600.00 |
10.74% |
$14.00 / 285 |
$14.30 / 19 |
203 / 9,052 |
23.780673% |
-0.162849 |
-0.300225 |
0.001051 |
2.120812 |
-0.727075 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
1300.00 |
0.27% |
$2.25 / 92 |
$2.40 / 37 |
145 / 1,374 |
34.697517% |
-0.005153 |
-0.019271 |
0.000063 |
0.127985 |
-0.022354 |
|
911 |
Legs |
12/15(81) |
PUT |
1610.00 / 1350.00 |
$1,200 / $24,800 / 0.05 |
88.21% / $789.84 / 3.18% / 13.82% |
89.47% / $1,598.00 |
$12.00 / $15.10 / $3.10 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
1610.00 |
11.79% |
$15.10 / 180 |
$15.40 / 29 |
0 / 3 |
23.514362% |
-0.174810 |
-0.313113 |
0.001100 |
2.219636 |
-0.781507 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
1350.00 |
0.55% |
$2.95 / 110 |
$3.10 / 37 |
202 / 826 |
32.663432% |
-0.011371 |
-0.038425 |
0.000127 |
0.256843 |
-0.049506 |
|
923 |
Legs |
12/15(81) |
PUT |
1600.00 / 1350.00 |
$1,090 / $23,910 / 0.05 |
89.26% / $715.49 / 2.99% / 12.94% |
90.33% / $1,589.10 |
$10.90 / $14.00 / $3.10 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
1600.00 |
10.74% |
$14.00 / 285 |
$14.30 / 19 |
203 / 9,052 |
23.780673% |
-0.162849 |
-0.300225 |
0.001051 |
2.120812 |
-0.727075 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
1350.00 |
0.55% |
$2.95 / 110 |
$3.10 / 37 |
202 / 826 |
32.663432% |
-0.011371 |
-0.038425 |
0.000127 |
0.256843 |
-0.049506 |
|
406 |
Legs |
10/20(25) |
PUT |
1700.00 / 1500.00 |
$915 / $19,085 / 0.05 |
83.47% / $686.14 / 3.60% / 52.78% |
85.64% / $1,690.85 |
$9.15 / $10.30 / $1.15 / 97 |
|
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 |
1700.00 |
16.53% |
$10.30 / 216 |
$10.50 / 13 |
209 / 5,719 |
21.096122% |
-0.233809 |
-0.668463 |
0.002239 |
1.542315 |
-0.347131 |
RUSSELL / Index |
Long (Buy) |
10/20/2023 (M) |
PUT |
1500.00 |
0.20% |
$1.05 / 57 |
$1.15 / 97 |
0 / 856 |
31.110717% |
-0.009148 |
-0.056080 |
0.000180 |
0.124097 |
-0.013320 |
|
888 |
Legs |
12/15(81) |
PUT |
1620.00 / 1400.00 |
$1,230 / $20,770 / 0.06 |
87.07% / $640.41 / 3.08% / 13.36% |
88.46% / $1,607.70 |
$12.30 / $16.30 / $4.00 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
1620.00 |
12.93% |
$16.30 / 103 |
$16.50 / 11 |
0 / 104 |
23.231050% |
-0.187234 |
-0.325684 |
0.001148 |
2.317227 |
-0.838184 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
1400.00 |
1.09% |
$3.90 / 73 |
$4.00 / 28 |
10 / 1,840 |
30.649847% |
-0.022720 |
-0.068999 |
0.000230 |
0.464706 |
-0.099314 |
|
427 |
Legs |
10/20(25) |
PUT |
1695.00 / 1500.00 |
$845 / $18,655 / 0.05 |
84.69% / $639.88 / 3.43% / 49.89% |
86.59% / $1,686.55 |
$8.45 / $9.60 / $1.15 / 97 |
|
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 |
1695.00 |
15.31% |
$9.60 / 268 |
$9.90 / 69 |
80 / 4,809 |
21.316483% |
-0.222197 |
-0.650783 |
0.002176 |
1.498745 |
-0.329660 |
RUSSELL / Index |
Long (Buy) |
10/20/2023 (M) |
PUT |
1500.00 |
0.20% |
$1.05 / 57 |
$1.15 / 97 |
0 / 856 |
31.110717% |
-0.009148 |
-0.056080 |
0.000180 |
0.124097 |
-0.013320 |
|
|
1 |
VMW |
11/17(53) |
PUT |
160.00 / 145.00 |
$1,200 / $300 / 4.00 |
64.57% / $668.61 / 222.87% / > 1000% |
76.61% / $148.00 |
$12.00 / $18.50 / $6.50 / 1 |
81 / 67.18% / 72 |
5 |
Legs |
Vertical |
Bullish |
$167.23 (+2.59%) / 2.1M |
|
Earnings: 11/28 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
VMW |
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
916 |
Legs |
11/17(53) |
PUT |
165.00 / 145.00 |
$1,150 / $850 / 1.35 |
58.71% / $360.50 / 42.41% / 776.55% |
71.48% / $153.50 |
$11.50 / $18.00 / $6.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
165.00 |
41.29% |
$18.00 / 1 |
$23.70 / 1 |
15 / 366 |
87.966346% |
-0.411868 |
-0.143168 |
0.008640 |
0.258013 |
-0.132589 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
2 |
Legs |
11/17(53) |
PUT |
155.00 / 145.00 |
$650 / $350 / 1.86 |
69.97% / $349.65 / 99.90% / > 1000% |
76.17% / $148.50 |
$6.50 / $13.00 / $6.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
155.00 |
30.03% |
$13.00 / 1 |
$20.00 / 3 |
2 / 2 |
90.693539% |
-0.324334 |
-0.133908 |
0.007984 |
0.238418 |
-0.102331 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
277 |
Legs |
11/17(53) |
PUT |
160.00 / 140.00 |
$970 / $1,030 / 0.94 |
64.57% / $330.52 / 32.09% / 452.27% |
74.55% / $150.30 |
$9.70 / $18.50 / $8.80 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
17.15% |
0 / 0 |
$8.80 / 1 |
0 / 10 |
83.508892% |
-0.201936 |
-0.106302 |
0.006252 |
0.186687 |
-0.062001 |
|
9 |
Legs |
11/17(53) |
PUT |
150.00 / 145.00 |
$300 / $200 / 1.50 |
74.82% / $174.10 / 87.05% / > 1000% |
77.47% / $147.00 |
$3.00 / $9.50 / $6.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
150.00 |
25.18% |
$9.50 / 21 |
$16.00 / 5 |
14 / 10 |
84.245756% |
-0.281717 |
-0.126360 |
0.007496 |
0.223838 |
-0.088047 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
451 |
Legs |
10/20(25) |
PUT |
145.00 / 115.00 |
$160 / $2,840 / 0.06 |
85.29% / $52.70 / 1.86% / 24.69% |
86.69% / $143.40 |
$1.60 / $2.05 / $0.45 / 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 |
145.00 |
14.71% |
$2.05 / 55 |
$8.40 / 8 |
2 / 248 |
79.521576% |
-0.190427 |
-0.146076 |
0.008458 |
0.128505 |
-0.028322 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
115.00 |
1.59% |
$0.10 / 25 |
$0.45 / 1 |
10 / 2,975 |
70.031957% |
-0.018454 |
-0.024632 |
0.001407 |
0.021383 |
-0.002643 |
|
|
5 |
SRPT |
11/17(53) |
PUT |
95.00 / 65.00 |
$1,060 / $1,940 / 0.55 |
79.73% / $607.47 / 31.31% / 432.62% |
85.86% / $84.40 |
$10.60 / $15.10 / $4.50 / 10 |
99 / 100.00% / 23 |
5 |
Legs |
Vertical |
Bullish |
$119.11 (-0.37%) / 553K |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SRPT |
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
20.27% |
$15.10 / 15 |
$16.20 / 1 |
1 / 262 |
161.561469% |
-0.212513 |
-0.122938 |
0.005814 |
0.138169 |
-0.051660 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
6.98% |
$4.00 / 5 |
$4.50 / 10 |
1 / 209 |
155.694680% |
-0.043291 |
-0.039445 |
0.001841 |
0.043740 |
-0.009767 |
|
15 |
Legs |
11/17(53) |
PUT |
105.00 / 75.00 |
$1,270 / $1,730 / 0.73 |
72.14% / $599.43 / 34.65% / 521.33% |
81.47% / $92.30 |
$12.70 / $19.90 / $7.20 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
105.00 |
27.86% |
$19.90 / 6 |
$21.30 / 5 |
1 / 136 |
161.168295% |
-0.289051 |
-0.143870 |
0.006847 |
0.162716 |
-0.072222 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
10.11% |
$6.90 / 16 |
$7.20 / 72 |
20 / 1,912 |
156.082376% |
-0.085608 |
-0.066915 |
0.003134 |
0.074480 |
-0.019775 |
|
7 |
Legs |
11/17(53) |
PUT |
100.00 / 70.00 |
$1,110 / $1,890 / 0.59 |
76.17% / $565.64 / 29.93% / 399.05% |
83.48% / $88.90 |
$11.10 / $17.40 / $6.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
100.00 |
23.83% |
$17.40 / 5 |
$19.80 / 13 |
4 / 311 |
164.891134% |
-0.250180 |
-0.134260 |
0.006369 |
0.151348 |
-0.061647 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
8.42% |
$5.40 / 5 |
$6.30 / 10 |
2 / 94 |
159.109542% |
-0.062412 |
-0.052649 |
0.002461 |
0.058487 |
-0.014245 |
|
3 |
Legs |
11/17(53) |
PUT |
90.00 / 60.00 |
$910 / $2,090 / 0.44 |
82.85% / $547.15 / 26.18% / 316.95% |
87.50% / $80.90 |
$9.10 / $12.80 / $3.70 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
90.00 |
17.15% |
$12.80 / 15 |
$13.40 / 5 |
3 / 32 |
159.526984% |
-0.176643 |
-0.110146 |
0.005195 |
0.123453 |
-0.042375 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
5.78% |
$2.70 / 11 |
$3.70 / 18 |
2 / 73 |
156.313876% |
-0.028266 |
-0.027850 |
0.001297 |
0.030831 |
-0.006305 |
|
13 |
Legs |
11/17(53) |
PUT |
100.00 / 75.00 |
$1,020 / $1,480 / 0.69 |
76.17% / $525.02 / 35.47% / 545.08% |
82.96% / $89.80 |
$10.20 / $17.40 / $7.20 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
100.00 |
23.83% |
$17.40 / 5 |
$19.80 / 13 |
4 / 311 |
164.891134% |
-0.250180 |
-0.134260 |
0.006369 |
0.151348 |
-0.061647 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
10.11% |
$6.90 / 16 |
$7.20 / 72 |
20 / 1,912 |
156.082376% |
-0.085608 |
-0.066915 |
0.003134 |
0.074480 |
-0.019775 |
|
249 |
Legs |
12/15(81) |
PUT |
100.00 / 70.00 |
$1,130 / $1,870 / 0.60 |
74.25% / $490.26 / 26.22% / 161.49% |
80.75% / $88.70 |
$11.30 / $17.70 / $6.40 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
100.00 |
25.75% |
$17.70 / 7 |
$20.30 / 20 |
0 / 145 |
138.214256% |
-0.260401 |
-0.110885 |
0.005326 |
0.188729 |
-0.102730 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
11.60% |
$5.30 / 5 |
$6.40 / 16 |
0 / 25 |
131.005894% |
-0.088974 |
-0.055999 |
0.002642 |
0.093609 |
-0.032279 |
|
|
457 |
MCK |
11/17(53) |
CALL |
450.00 / 520.00 |
$1,175 / $5,825 / 0.20 |
59.49% / $553.04 / 9.49% / 74.53% |
72.62% / $461.75 |
$11.75 / $12.50 / $0.75 / 1 |
27 / 17.43% / 39 |
5 |
Legs |
Vertical |
Bearish |
$438.66 (+0.10%) / 962K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
MCK |
Short (Sell) |
11/17/2023 (M) |
CALL |
450.00 |
40.51% |
$12.50 / 1 |
$12.70 / 18 |
2 / 566 |
22.055824% |
0.462299 |
-0.176962 |
0.008825 |
0.691051 |
0.294756 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
520.00 |
1.17% |
$0.10 / 100 |
$0.75 / 168 |
0 / 40 |
20.949169% |
0.065421 |
-0.053257 |
0.002833 |
0.221858 |
0.043087 |
|
117 |
Legs |
11/17(53) |
CALL |
460.00 / 540.00 |
$745 / $7,255 / 0.10 |
70.82% / $488.26 / 6.73% / 49.17% |
78.03% / $467.45 |
$7.45 / $8.20 / $0.75 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
460.00 |
29.18% |
$8.20 / 11 |
$8.60 / 19 |
4 / 122 |
21.281264% |
0.378334 |
-0.166745 |
0.008450 |
0.661732 |
0.242882 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
540.00 |
0.26% |
$0.05 / 69 |
$0.75 / 186 |
0 / 2 |
24.745028% |
0.030018 |
-0.028234 |
0.001514 |
0.118525 |
0.019868 |
|
58 |
Legs |
11/17(53) |
PUT |
430.00 / 370.00 |
$825 / $5,175 / 0.16 |
67.72% / $413.23 / 7.99% / 60.27% |
76.23% / $421.75 |
$8.25 / $9.60 / $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 |
430.00 |
32.28% |
$9.60 / 50 |
$10.10 / 39 |
1 / 82 |
23.162577% |
-0.362156 |
-0.128871 |
0.008331 |
0.652425 |
-0.267613 |
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 |
|
53 |
Legs |
11/17(53) |
CALL |
460.00 / 520.00 |
$745 / $5,255 / 0.14 |
70.82% / $400.87 / 7.63% / 57.05% |
78.03% / $467.45 |
$7.45 / $8.20 / $0.75 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
460.00 |
29.18% |
$8.20 / 11 |
$8.60 / 19 |
4 / 122 |
21.281264% |
0.378334 |
-0.166745 |
0.008450 |
0.661732 |
0.242882 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
520.00 |
1.17% |
$0.10 / 100 |
$0.75 / 168 |
0 / 40 |
20.949169% |
0.065421 |
-0.053257 |
0.002833 |
0.221858 |
0.043087 |
|
185 |
Legs |
11/17(53) |
PUT |
420.00 / 360.00 |
$545 / $5,455 / 0.10 |
77.84% / $351.21 / 6.44% / 46.68% |
82.42% / $414.55 |
$5.45 / $6.80 / $1.35 / 59 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
420.00 |
22.16% |
$6.80 / 59 |
$7.30 / 48 |
22 / 200 |
24.062056% |
-0.279895 |
-0.118188 |
0.007481 |
0.585806 |
-0.205455 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
360.00 |
0.66% |
$0.60 / 75 |
$1.35 / 143 |
0 / 54 |
31.747466% |
-0.018163 |
-0.016681 |
0.000992 |
0.077670 |
-0.012977 |
|
971 |
Legs |
09/29(4) |
CALL |
442.50 / 470.00 |
$235 / $2,515 / 0.09 |
55.63% / $94.84 / 3.77% / 373.34% |
63.51% / $444.85 |
$2.35 / $3.10 / $0.75 / 5 |
|
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 |
442.50 |
44.37% |
$3.10 / 5 |
$3.60 / 33 |
3 / 3 |
15.319184% |
0.473003 |
-0.441106 |
0.023623 |
0.259631 |
0.044363 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
470.00 |
0.69% |
0 / 0 |
$0.75 / 41 |
0 / 11 |
30.529409% |
0.050025 |
-0.111006 |
0.006124 |
0.067308 |
0.004755 |
|
|
722 |
AXON |
11/17(53) |
CALL |
200.00 / 260.00 |
$1,025 / $4,975 / 0.21 |
55.21% / $477.58 / 9.60% / 75.56% |
71.33% / $210.25 |
$10.25 / $11.20 / $0.95 / 30 |
41 / 8.53% / 37 |
5 |
Legs |
Vertical |
Bearish |
$195.42 (-0.36%) / 369K |
|
Earnings: 11/14 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
AXON |
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
44.79% |
$11.20 / 30 |
$11.50 / 27 |
4 / 9 |
39.181183% |
0.512131 |
-0.124897 |
0.012253 |
0.310235 |
0.138419 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
0.82% |
$0.20 / 312 |
$0.95 / 275 |
0 / 5 |
39.350348% |
0.059767 |
-0.035273 |
0.003649 |
0.092396 |
0.017146 |
|
690 |
Legs |
12/15(81) |
CALL |
210.00 / 270.00 |
$820 / $5,180 / 0.16 |
67.36% / $413.40 / 7.98% / 37.30% |
76.45% / $218.20 |
$8.20 / $9.20 / $1.00 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
210.00 |
32.64% |
$9.20 / 16 |
$9.50 / 17 |
9 / 213 |
36.279762% |
0.433985 |
-0.101224 |
0.009901 |
0.373820 |
0.172455 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
270.00 |
1.30% |
$0.50 / 61 |
$1.00 / 95 |
0 / 476 |
37.157201% |
0.079092 |
-0.036235 |
0.003709 |
0.140028 |
0.033200 |
|
966 |
Legs |
12/15(81) |
CALL |
200.00 / 260.00 |
$1,225 / $4,775 / 0.26 |
54.18% / $410.06 / 8.59% / 40.51% |
70.03% / $212.25 |
$12.25 / $13.40 / $1.15 / 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 |
200.00 |
45.82% |
$13.40 / 22 |
$13.80 / 37 |
15 / 198 |
37.072853% |
0.530076 |
-0.104103 |
0.010010 |
0.377944 |
0.207243 |
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 |
|
598 |
Legs |
11/17(53) |
CALL |
200.00 / 250.00 |
$1,020 / $3,980 / 0.26 |
55.21% / $394.70 / 9.92% / 78.71% |
71.26% / $210.20 |
$10.20 / $11.20 / $1.00 / 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 |
200.00 |
44.79% |
$11.20 / 30 |
$11.50 / 27 |
4 / 9 |
39.181183% |
0.512131 |
-0.124897 |
0.012253 |
0.310235 |
0.138419 |
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 |
|
74 |
Legs |
11/17(53) |
CALL |
210.00 / 260.00 |
$625 / $4,375 / 0.14 |
70.98% / $368.96 / 8.43% / 64.40% |
79.00% / $216.25 |
$6.25 / $7.20 / $0.95 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
29.02% |
$7.20 / 4 |
$7.40 / 13 |
7 / 26 |
38.418628% |
0.395605 |
-0.118647 |
0.011836 |
0.299690 |
0.108621 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
0.82% |
$0.20 / 312 |
$0.95 / 275 |
0 / 5 |
39.350348% |
0.059767 |
-0.035273 |
0.003649 |
0.092396 |
0.017146 |
|
669 |
Legs |
12/15(81) |
CALL |
220.00 / 280.00 |
$525 / $5,475 / 0.10 |
78.20% / $338.37 / 6.18% / 28.09% |
82.79% / $225.25 |
$5.25 / $6.00 / $0.75 / 47 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
220.00 |
21.80% |
$6.00 / 47 |
$6.40 / 37 |
23 / 398 |
35.718907% |
0.345799 |
-0.093669 |
0.009279 |
0.350343 |
0.139270 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
0.65% |
$0.05 / 59 |
$0.75 / 116 |
0 / 281 |
36.327872% |
0.055764 |
-0.027551 |
0.002830 |
0.106844 |
0.023528 |
|
|
608 |
IT |
11/17(53) |
CALL |
360.00 / 420.00 |
$1,455 / $4,545 / 0.32 |
51.66% / $471.31 / 10.37% / 83.28% |
69.87% / $374.55 |
$14.55 / $15.90 / $1.35 / 2 |
39 / 18.32% / 41 |
5 |
Legs |
Vertical |
Bearish |
$356.26 (+2.02%) / 528K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
IT |
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
48.34% |
$15.90 / 2 |
$16.40 / 20 |
1 / 11 |
28.504508% |
0.522879 |
-0.168851 |
0.009426 |
0.562484 |
0.265559 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
2.84% |
$1.00 / 10 |
$1.35 / 34 |
0 / 2 |
25.995874% |
0.106322 |
-0.072498 |
0.004342 |
0.259133 |
0.056133 |
|
639 |
Legs |
12/15(81) |
PUT |
350.00 / 290.00 |
$1,000 / $5,000 / 0.20 |
64.08% / $329.31 / 6.59% / 30.12% |
73.50% / $340.00 |
$10.00 / $12.70 / $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 |
350.00 |
35.92% |
$12.70 / 32 |
$13.40 / 1 |
1 / 153 |
26.987445% |
-0.385880 |
-0.097001 |
0.007413 |
0.659669 |
-0.356529 |
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 |
|
25 |
Legs |
11/17(53) |
PUT |
340.00 / 300.00 |
$635 / $3,365 / 0.19 |
75.92% / $306.04 / 9.09% / 70.66% |
81.77% / $333.65 |
$6.35 / $8.20 / $1.85 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
340.00 |
24.08% |
$8.20 / 22 |
$8.70 / 33 |
0 / 4 |
30.323172% |
-0.294326 |
-0.113590 |
0.008157 |
0.486765 |
-0.177302 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
300.00 |
2.68% |
$0.55 / 30 |
$1.85 / 30 |
0 / 10 |
31.078477% |
-0.054872 |
-0.038582 |
0.002628 |
0.156814 |
-0.032232 |
|
524 |
Legs |
12/15(81) |
PUT |
350.00 / 300.00 |
$1,015 / $3,985 / 0.26 |
64.08% / $252.38 / 6.33% / 28.85% |
73.63% / $339.85 |
$10.15 / $12.70 / $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 |
350.00 |
35.92% |
$12.70 / 32 |
$13.40 / 1 |
1 / 153 |
26.987445% |
-0.385880 |
-0.097001 |
0.007413 |
0.659669 |
-0.356529 |
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 |
|
502 |
Legs |
12/15(81) |
PUT |
340.00 / 290.00 |
$670 / $4,330 / 0.16 |
73.50% / $235.67 / 5.44% / 24.46% |
78.91% / $333.30 |
$6.70 / $9.40 / $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 |
340.00 |
26.50% |
$9.40 / 31 |
$10.00 / 1 |
0 / 28 |
27.715050% |
-0.311773 |
-0.092050 |
0.006854 |
0.609934 |
-0.285563 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
290.00 |
3.10% |
$1.45 / 10 |
$2.70 / 30 |
0 / 5 |
33.664357% |
-0.055640 |
-0.031434 |
0.002176 |
0.193608 |
-0.049313 |
|
384 |
Legs |
12/15(81) |
PUT |
340.00 / 300.00 |
$685 / $3,315 / 0.21 |
73.50% / $193.89 / 5.85% / 26.45% |
79.02% / $333.15 |
$6.85 / $9.40 / $2.55 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
340.00 |
26.50% |
$9.40 / 31 |
$10.00 / 1 |
0 / 28 |
27.715050% |
-0.311773 |
-0.092050 |
0.006854 |
0.609934 |
-0.285563 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
5.15% |
$2.15 / 30 |
$2.55 / 14 |
0 / 2 |
30.621755% |
-0.087284 |
-0.044012 |
0.003076 |
0.273738 |
-0.077774 |
|
|
921 |
VEEV |
12/15(81) |
CALL |
210.00 / 270.00 |
$960 / $5,040 / 0.19 |
59.54% / $455.16 / 9.03% / 42.90% |
72.80% / $219.60 |
$9.60 / $10.30 / $0.70 / 27 |
39 / 18.62% / 95 |
5 |
Legs |
Vertical |
Bearish |
$203.14 (-0.03%) / 659K |
|
Earnings: 12/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
VEEV |
Short (Sell) |
12/15/2023 (M) |
CALL |
210.00 |
40.46% |
$10.30 / 27 |
$10.60 / 8 |
7 / 134 |
31.473938% |
0.483776 |
-0.093971 |
0.011232 |
0.390855 |
0.200690 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
270.00 |
1.09% |
$0.05 / 307 |
$0.70 / 124 |
0 / 129 |
29.735177% |
0.069503 |
-0.029513 |
0.003763 |
0.130935 |
0.030514 |
|
575 |
Legs |
12/15(81) |
CALL |
220.00 / 280.00 |
$600 / $5,400 / 0.11 |
73.29% / $386.48 / 7.16% / 33.03% |
80.00% / $226.00 |
$6.00 / $6.50 / $0.50 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
220.00 |
26.71% |
$6.50 / 22 |
$6.70 / 11 |
19 / 440 |
30.622906% |
0.379417 |
-0.088009 |
0.010723 |
0.373171 |
0.159689 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
0.48% |
0 / 0 |
$0.50 / 64 |
0 / 6 |
34.565045% |
0.045733 |
-0.021129 |
0.002706 |
0.094158 |
0.020178 |
|
865 |
Legs |
12/15(81) |
CALL |
210.00 / 260.00 |
$955 / $4,045 / 0.24 |
59.54% / $369.26 / 9.13% / 43.43% |
72.74% / $219.55 |
$9.55 / $10.30 / $0.75 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
210.00 |
40.46% |
$10.30 / 27 |
$10.60 / 8 |
7 / 134 |
31.473938% |
0.483776 |
-0.093971 |
0.011232 |
0.390855 |
0.200690 |
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 |
|
529 |
Legs |
12/15(81) |
CALL |
220.00 / 270.00 |
$580 / $4,420 / 0.13 |
73.29% / $327.10 / 7.40% / 34.28% |
79.79% / $225.80 |
$5.80 / $6.50 / $0.70 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
220.00 |
26.71% |
$6.50 / 22 |
$6.70 / 11 |
19 / 440 |
30.622906% |
0.379417 |
-0.088009 |
0.010723 |
0.373171 |
0.159689 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
270.00 |
1.09% |
$0.05 / 307 |
$0.70 / 124 |
0 / 129 |
29.735177% |
0.069503 |
-0.029513 |
0.003763 |
0.130935 |
0.030514 |
|
448 |
Legs |
12/15(81) |
CALL |
220.00 / 260.00 |
$575 / $3,425 / 0.17 |
73.29% / $262.40 / 7.66% / 35.63% |
79.74% / $225.75 |
$5.75 / $6.50 / $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 |
220.00 |
26.71% |
$6.50 / 22 |
$6.70 / 11 |
19 / 440 |
30.622906% |
0.379417 |
-0.088009 |
0.010723 |
0.373171 |
0.159689 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
2.35% |
$0.60 / 50 |
$0.75 / 24 |
2 / 165 |
29.451101% |
0.103217 |
-0.039907 |
0.005060 |
0.176097 |
0.045054 |
|
349 |
Legs |
10/20(25) |
CALL |
210.00 / 250.00 |
$255 / $3,745 / 0.07 |
67.28% / $157.31 / 4.20% / 63.85% |
73.16% / $212.55 |
$2.55 / $2.80 / $0.25 / 26 |
|
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 |
210.00 |
32.72% |
$2.80 / 26 |
$3.00 / 45 |
41 / 439 |
23.004473% |
0.406468 |
-0.148245 |
0.018713 |
0.222180 |
0.061084 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
250.00 |
0.19% |
0 / 0 |
$0.25 / 69 |
0 / 27 |
37.507559% |
0.025851 |
-0.022114 |
0.002900 |
0.034426 |
0.004017 |
|
|
32 |
SAM |
11/17(53) |
CALL |
410.00 / 470.00 |
$870 / $5,130 / 0.17 |
76.95% / $440.85 / 8.59% / 65.90% |
82.42% / $418.70 |
$8.70 / $10.70 / $2.00 / 1 |
44 / 17.90% / 83 |
5 |
Legs |
Vertical |
Bearish |
$378.31 (+1.72%) / 102K |
|
Earnings: 10/19 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SAM |
Short (Sell) |
11/17/2023 (M) |
CALL |
410.00 |
23.05% |
$10.70 / 5 |
$11.10 / 5 |
0 / 5 |
36.191727% |
0.343910 |
-0.203339 |
0.006297 |
0.549753 |
0.183704 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
2.27% |
$0.10 / 1 |
$2.00 / 1 |
0 / 2 |
31.845800% |
0.099355 |
-0.093911 |
0.002989 |
0.260938 |
0.054627 |
|
57 |
Legs |
11/17(53) |
PUT |
370.00 / 310.00 |
$1,370 / $4,630 / 0.30 |
62.40% / $399.42 / 8.63% / 66.21% |
73.84% / $356.30 |
$13.70 / $17.00 / $3.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
370.00 |
37.60% |
$17.00 / 5 |
$17.40 / 5 |
0 / 5 |
38.001197% |
-0.396589 |
-0.176653 |
0.006596 |
0.575838 |
-0.262279 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
310.00 |
4.93% |
$3.00 / 7 |
$3.30 / 5 |
0 / 2 |
43.048017% |
-0.079768 |
-0.072004 |
0.002538 |
0.221602 |
-0.050605 |
|
150 |
Legs |
11/17(53) |
CALL |
390.00 / 450.00 |
$1,440 / $4,560 / 0.32 |
60.83% / $376.21 / 8.25% / 62.70% |
72.91% / $404.40 |
$14.40 / $17.90 / $3.50 / 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 |
390.00 |
39.17% |
$17.90 / 5 |
$18.30 / 1 |
1 / 5 |
36.883279% |
0.468782 |
-0.223605 |
0.006805 |
0.594148 |
0.246672 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
5.50% |
$3.20 / 5 |
$3.50 / 5 |
0 / 4 |
35.542971% |
0.157699 |
-0.130433 |
0.004124 |
0.360046 |
0.086047 |
|
8 |
Legs |
11/17(53) |
PUT |
360.00 / 310.00 |
$990 / $4,010 / 0.25 |
70.97% / $329.98 / 8.23% / 62.51% |
78.25% / $350.10 |
$9.90 / $13.20 / $3.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
360.00 |
29.03% |
$13.20 / 5 |
$13.70 / 5 |
1 / 15 |
38.695232% |
-0.330181 |
-0.168398 |
0.006198 |
0.541128 |
-0.216525 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
310.00 |
4.93% |
$3.00 / 7 |
$3.30 / 5 |
0 / 2 |
43.048017% |
-0.079768 |
-0.072004 |
0.002538 |
0.221602 |
-0.050605 |
|
12 |
Legs |
11/17(53) |
CALL |
400.00 / 450.00 |
$1,050 / $3,950 / 0.27 |
69.46% / $320.89 / 8.12% / 61.54% |
77.29% / $410.50 |
$10.50 / $14.00 / $3.50 / 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 |
400.00 |
30.54% |
$14.00 / 5 |
$14.40 / 5 |
2 / 31 |
36.578818% |
0.404353 |
-0.215752 |
0.006629 |
0.578762 |
0.214473 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
5.50% |
$3.20 / 5 |
$3.50 / 5 |
0 / 4 |
35.542971% |
0.157699 |
-0.130433 |
0.004124 |
0.360046 |
0.086047 |
|
283 |
Legs |
12/15(81) |
PUT |
360.00 / 300.00 |
$1,170 / $4,830 / 0.24 |
69.18% / $288.11 / 5.96% / 27.02% |
76.46% / $348.30 |
$11.70 / $15.10 / $3.40 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
360.00 |
30.82% |
$15.10 / 5 |
$15.60 / 6 |
0 / 125 |
35.423408% |
-0.341110 |
-0.135672 |
0.005140 |
0.669264 |
-0.342326 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
5.85% |
$2.95 / 15 |
$3.40 / 11 |
0 / 108 |
39.978898% |
-0.084539 |
-0.060700 |
0.002171 |
0.282717 |
-0.081386 |
|
|
636 |
|
12/15(81) |
CALL |
560.00 / 680.00 |
$1,090 / $10,910 / 0.10 |
75.43% / $440.79 / 4.04% / 17.76% |
79.62% / $570.90 |
$10.90 / $16.00 / $5.10 / 1 |
36 / 6.93% / 48 |
5 |
Legs |
Vertical |
Bearish |
$505.83 (+0.08%) / 139K |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
560.00 |
24.57% |
$16.00 / 7 |
$19.90 / 20 |
0 / 87 |
35.219940% |
0.368054 |
-0.242124 |
0.003771 |
0.925232 |
0.383034 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
680.00 |
1.79% |
$0.85 / 11 |
$5.10 / 1 |
0 / 15 |
37.897590% |
0.092559 |
-0.102856 |
0.001659 |
0.406999 |
0.100356 |
|
601 |
Legs |
12/15(81) |
CALL |
550.00 / 660.00 |
$1,290 / $9,710 / 0.13 |
71.12% / $359.46 / 3.70% / 16.19% |
76.59% / $562.90 |
$12.90 / $19.00 / $6.10 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
550.00 |
28.88% |
$19.00 / 20 |
$22.80 / 20 |
0 / 70 |
35.213782% |
0.403110 |
-0.249959 |
0.003873 |
0.950269 |
0.417350 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
660.00 |
2.99% |
$2.00 / 1 |
$6.10 / 2 |
0 / 15 |
37.507594% |
0.120353 |
-0.124811 |
0.002006 |
0.492063 |
0.129857 |
|
605 |
Legs |
12/15(81) |
CALL |
560.00 / 660.00 |
$990 / $9,010 / 0.11 |
75.43% / $242.70 / 2.69% / 11.60% |
79.25% / $569.90 |
$9.90 / $16.00 / $6.10 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
560.00 |
24.57% |
$16.00 / 7 |
$19.90 / 20 |
0 / 87 |
35.219940% |
0.368054 |
-0.242124 |
0.003771 |
0.925232 |
0.383034 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
660.00 |
2.99% |
$2.00 / 1 |
$6.10 / 2 |
0 / 15 |
37.507594% |
0.120353 |
-0.124811 |
0.002006 |
0.492063 |
0.129857 |
|
16 |
Legs |
11/17(53) |
PUT |
490.00 / 430.00 |
$1,320 / $4,680 / 0.28 |
67.06% / $212.31 / 4.54% / 31.31% |
74.57% / $476.80 |
$13.20 / $18.20 / $5.00 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
490.00 |
32.94% |
$18.20 / 10 |
$19.90 / 8 |
0 / 4 |
36.966321% |
-0.360500 |
-0.243092 |
0.004573 |
0.752397 |
-0.320794 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
430.00 |
8.09% |
$3.90 / 9 |
$5.00 / 20 |
0 / 3 |
38.817831% |
-0.121216 |
-0.136292 |
0.002462 |
0.404978 |
-0.104493 |
|
743 |
Legs |
12/15(81) |
CALL |
540.00 / 640.00 |
$1,450 / $8,550 / 0.17 |
66.41% / $183.75 / 2.15% / 9.18% |
73.11% / $554.50 |
$14.50 / $22.30 / $7.80 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
33.59% |
$22.30 / 8 |
$25.00 / 5 |
0 / 79 |
34.605941% |
0.439625 |
-0.256110 |
0.003946 |
0.968059 |
0.452625 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
640.00 |
4.86% |
$3.00 / 2 |
$7.80 / 4 |
0 / 1 |
36.900491% |
0.154669 |
-0.148791 |
0.002381 |
0.584106 |
0.165971 |
|
829 |
Legs |
12/15(81) |
CALL |
580.00 / 680.00 |
$600 / $9,400 / 0.06 |
82.71% / $182.27 / 1.94% / 8.25% |
84.56% / $586.00 |
$6.00 / $11.10 / $5.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
580.00 |
17.29% |
$11.10 / 1 |
$15.50 / 1 |
0 / 83 |
35.516991% |
0.303065 |
-0.222412 |
0.003495 |
0.857403 |
0.318344 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
680.00 |
1.79% |
$0.85 / 11 |
$5.10 / 1 |
0 / 15 |
37.897590% |
0.092559 |
-0.102856 |
0.001659 |
0.406999 |
0.100356 |
|
|
428 |
|
11/17(53) |
PUT |
280.00 / 220.00 |
$995 / $5,005 / 0.20 |
58.65% / $436.17 / 8.71% / 67.04% |
71.71% / $270.05 |
$9.95 / $10.90 / $0.95 / 32 |
65 / 33.97% / 16 |
5 |
Legs |
Vertical |
Bullish |
$281.36 (+0.87%) / 728K |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
280.00 |
41.35% |
$10.90 / 32 |
$11.30 / 41 |
0 / 6 |
30.365553% |
-0.424359 |
-0.121954 |
0.010066 |
0.437731 |
-0.208268 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
1.39% |
$0.60 / 53 |
$0.95 / 40 |
1 / 2 |
39.394678% |
-0.025682 |
-0.019726 |
0.001539 |
0.066902 |
-0.011983 |
|
591 |
Legs |
12/15(81) |
CALL |
300.00 / 360.00 |
$820 / $5,180 / 0.16 |
68.68% / $348.23 / 6.72% / 30.81% |
76.32% / $308.20 |
$8.20 / $8.90 / $0.70 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
300.00 |
31.32% |
$8.90 / 19 |
$9.20 / 21 |
0 / 51 |
27.065086% |
0.412401 |
-0.116002 |
0.008184 |
0.530701 |
0.242098 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
360.00 |
2.06% |
$0.15 / 104 |
$0.70 / 40 |
0 / 16 |
25.195913% |
0.095322 |
-0.049130 |
0.003569 |
0.231437 |
0.058275 |
|
38 |
Legs |
11/17(53) |
PUT |
270.00 / 220.00 |
$645 / $4,355 / 0.15 |
71.77% / $339.57 / 7.80% / 58.57% |
78.83% / $263.55 |
$6.45 / $7.40 / $0.95 / 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 |
270.00 |
28.23% |
$7.40 / 5 |
$7.60 / 10 |
0 / 9 |
31.479084% |
-0.324338 |
-0.113884 |
0.009246 |
0.402034 |
-0.157381 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
1.39% |
$0.60 / 53 |
$0.95 / 40 |
1 / 2 |
39.394678% |
-0.025682 |
-0.019726 |
0.001539 |
0.066902 |
-0.011983 |
|
904 |
Legs |
12/15(81) |
CALL |
290.00 / 350.00 |
$1,190 / $4,810 / 0.25 |
57.83% / $334.69 / 6.96% / 32.01% |
70.56% / $301.90 |
$11.90 / $12.90 / $1.00 / 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 |
290.00 |
42.17% |
$12.90 / 19 |
$13.30 / 20 |
0 / 39 |
27.634798% |
0.492216 |
-0.119902 |
0.008379 |
0.543323 |
0.285811 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
350.00 |
3.58% |
$0.85 / 25 |
$1.00 / 9 |
2 / 87 |
26.310866% |
0.127026 |
-0.060532 |
0.004384 |
0.284300 |
0.077293 |
|
475 |
Legs |
12/15(81) |
PUT |
270.00 / 210.00 |
$755 / $5,245 / 0.14 |
69.51% / $327.48 / 6.24% / 28.41% |
76.57% / $262.45 |
$7.55 / $8.90 / $1.35 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
30.49% |
$8.90 / 10 |
$9.20 / 10 |
0 / 233 |
29.564769% |
-0.338829 |
-0.092717 |
0.007697 |
0.499143 |
-0.250927 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
1.87% |
$0.65 / 54 |
$1.35 / 73 |
0 / 19 |
39.259954% |
-0.027736 |
-0.017078 |
0.001343 |
0.087102 |
-0.019547 |
|
843 |
Legs |
12/15(81) |
PUT |
280.00 / 220.00 |
$1,115 / $4,885 / 0.23 |
58.62% / $323.96 / 6.63% / 30.35% |
70.65% / $268.85 |
$11.15 / $12.60 / $1.45 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
280.00 |
41.38% |
$12.60 / 7 |
$12.90 / 10 |
14 / 108 |
28.681884% |
-0.421141 |
-0.097246 |
0.008222 |
0.533164 |
-0.315520 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
3.30% |
$1.30 / 21 |
$1.45 / 10 |
0 / 26 |
36.836847% |
-0.050769 |
-0.027820 |
0.002200 |
0.142630 |
-0.036005 |
|
|
969 |
|
12/15(81) |
CALL |
290.00 / 350.00 |
$1,085 / $4,915 / 0.22 |
54.06% / $424.38 / 8.63% / 40.76% |
69.28% / $300.85 |
$10.85 / $11.30 / $0.45 / 30 |
46 / 30.62% / 17 |
5 |
Legs |
Vertical |
Bearish |
$286.64 (-0.15%) / 613K |
|
Earnings: 11/02 / Ex-Div: 09/29 ($1.75) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
290.00 |
45.94% |
$11.30 / 30 |
$11.70 / 25 |
1 / 80 |
21.455505% |
0.507072 |
-0.094415 |
0.010592 |
0.549331 |
0.305958 |
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 |
|
659 |
Legs |
11/17(53) |
CALL |
290.00 / 340.00 |
$865 / $4,135 / 0.21 |
55.16% / $370.72 / 8.97% / 69.42% |
69.94% / $298.65 |
$8.65 / $9.10 / $0.45 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
290.00 |
44.84% |
$9.10 / 1 |
$9.20 / 27 |
11 / 20 |
21.618748% |
0.493424 |
-0.114081 |
0.012960 |
0.450760 |
0.203572 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
1.20% |
$0.05 / 50 |
$0.45 / 244 |
0 / 3 |
21.185232% |
0.066495 |
-0.035734 |
0.004205 |
0.146235 |
0.028461 |
|
661 |
Legs |
12/15(81) |
PUT |
280.00 / 230.00 |
$740 / $4,260 / 0.17 |
64.32% / $313.62 / 7.36% / 34.08% |
73.86% / $272.60 |
$7.40 / $8.40 / $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 |
280.00 |
35.68% |
$8.40 / 17 |
$8.70 / 26 |
2 / 169 |
23.360885% |
-0.382430 |
-0.075726 |
0.010148 |
0.526316 |
-0.280786 |
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 |
|
941 |
Legs |
12/15(81) |
CALL |
290.00 / 340.00 |
$1,065 / $3,935 / 0.27 |
54.06% / $305.18 / 7.76% / 36.12% |
69.02% / $300.65 |
$10.65 / $11.30 / $0.65 / 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 |
290.00 |
45.94% |
$11.30 / 30 |
$11.70 / 25 |
1 / 80 |
21.455505% |
0.507072 |
-0.094415 |
0.010592 |
0.549331 |
0.305958 |
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 |
|
796 |
Legs |
12/15(81) |
PUT |
280.00 / 220.00 |
$610 / $5,390 / 0.11 |
64.32% / $300.92 / 5.58% / 25.14% |
72.29% / $273.90 |
$6.10 / $8.40 / $2.30 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
280.00 |
35.68% |
$8.40 / 17 |
$8.70 / 26 |
2 / 169 |
23.360885% |
-0.382430 |
-0.075726 |
0.010148 |
0.526316 |
-0.280786 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
0.82% |
$0.20 / 32 |
$2.30 / 50 |
0 / 23 |
37.332960% |
-0.016018 |
-0.008513 |
0.001069 |
0.055447 |
-0.011227 |
|
708 |
Legs |
12/15(81) |
PUT |
270.00 / 210.00 |
$435 / $5,565 / 0.08 |
76.82% / $295.12 / 5.30% / 23.78% |
81.28% / $265.65 |
$4.35 / $5.50 / $1.15 / 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 |
270.00 |
23.18% |
$5.50 / 21 |
$5.70 / 4 |
1 / 125 |
24.434365% |
-0.282007 |
-0.068425 |
0.008994 |
0.466488 |
-0.204872 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
0.34% |
$0.05 / 32 |
$1.15 / 44 |
0 / 12 |
36.717542% |
-0.006206 |
-0.003739 |
0.000468 |
0.024248 |
-0.004330 |
|
|
372 |
|
11/17(53) |
CALL |
300.00 / 360.00 |
$780 / $5,220 / 0.15 |
63.68% / $423.26 / 8.11% / 61.40% |
74.19% / $307.80 |
$7.80 / $8.10 / $0.30 / 6 |
43 / 23.13% / 15 |
5 |
Legs |
Vertical |
Bearish |
$289.44 (-0.48%) / 1.17M |
|
Earnings: 11/02 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
300.00 |
36.32% |
$8.10 / 6 |
$8.40 / 49 |
17 / 278 |
25.003031% |
0.437463 |
-0.131690 |
0.011017 |
0.451911 |
0.181804 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
360.00 |
0.67% |
$0.10 / 56 |
$0.30 / 275 |
0 / 1 |
24.905560% |
0.050328 |
-0.033494 |
0.002903 |
0.119100 |
0.021738 |
|
68 |
Legs |
11/17(53) |
PUT |
280.00 / 220.00 |
$580 / $5,420 / 0.11 |
69.96% / $358.64 / 6.62% / 48.20% |
77.19% / $274.20 |
$5.80 / $6.30 / $0.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
280.00 |
30.04% |
$6.30 / 1 |
$6.50 / 44 |
5 / 166 |
25.861788% |
-0.340790 |
-0.105777 |
0.010259 |
0.420838 |
-0.168353 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
0.42% |
$0.25 / 86 |
$0.50 / 278 |
0 / 4 |
37.298975% |
-0.008791 |
-0.007238 |
0.000667 |
0.027359 |
-0.004163 |
|
302 |
Legs |
11/17(53) |
CALL |
300.00 / 350.00 |
$765 / $4,235 / 0.18 |
63.68% / $346.70 / 8.19% / 62.12% |
74.00% / $307.65 |
$7.65 / $8.10 / $0.45 / 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 |
300.00 |
36.32% |
$8.10 / 6 |
$8.40 / 49 |
17 / 278 |
25.003031% |
0.437463 |
-0.131690 |
0.011017 |
0.451911 |
0.181804 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
350.00 |
1.59% |
$0.20 / 113 |
$0.45 / 273 |
0 / 3 |
23.814886% |
0.078942 |
-0.047690 |
0.004121 |
0.169056 |
0.033960 |
|
54 |
Legs |
11/17(53) |
PUT |
280.00 / 230.00 |
$550 / $4,450 / 0.12 |
69.96% / $289.56 / 6.51% / 47.27% |
76.85% / $274.50 |
$5.50 / $6.30 / $0.80 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
280.00 |
30.04% |
$6.30 / 1 |
$6.50 / 44 |
5 / 166 |
25.861788% |
-0.340790 |
-0.105777 |
0.010259 |
0.420838 |
-0.168353 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
230.00 |
1.04% |
$0.45 / 114 |
$0.80 / 170 |
0 / 6 |
35.379763% |
-0.022101 |
-0.015946 |
0.001476 |
0.060537 |
-0.010517 |
|
365 |
Legs |
11/17(53) |
PUT |
270.00 / 210.00 |
$350 / $5,650 / 0.06 |
81.68% / $267.77 / 4.74% / 32.89% |
84.93% / $266.50 |
$3.50 / $3.90 / $0.40 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
270.00 |
18.32% |
$3.90 / 6 |
$4.00 / 2 |
14 / 893 |
27.185484% |
-0.240004 |
-0.091068 |
0.008700 |
0.356893 |
-0.117406 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
0.16% |
$0.05 / 61 |
$0.40 / 364 |
0 / 1 |
39.326464% |
-0.002950 |
-0.002749 |
0.000252 |
0.010354 |
-0.001391 |
|
366 |
Legs |
10/13(18) |
PUT |
285.00 / 255.00 |
$245 / $2,755 / 0.09 |
66.87% / $97.11 / 3.52% / 72.57% |
72.30% / $282.55 |
$2.45 / $3.20 / $0.75 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
285.00 |
33.13% |
$3.20 / 7 |
$3.50 / 30 |
0 / 5 |
21.520012% |
-0.371187 |
-0.181131 |
0.017035 |
0.269709 |
-0.068648 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
255.00 |
1.20% |
$0.15 / 72 |
$0.75 / 86 |
0 / 12 |
32.977330% |
-0.036944 |
-0.039808 |
0.003642 |
0.057665 |
-0.006679 |
|
|
987 |
|
12/15(81) |
CALL |
210.00 / 270.00 |
$1,159 / $4,841 / 0.24 |
51.61% / $413.19 / 8.54% / 40.23% |
68.48% / $221.59 |
$11.59 / $12.05 / $0.46 / 17 |
27 / 14.85% / 93 |
5 |
Legs |
Vertical |
Bearish |
$206.51 (-1.01%) / 3.85M |
|
Earnings: 11/29 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
210.00 |
48.39% |
$12.05 / 26 |
$12.20 / 114 |
51 / 69 |
29.430176% |
0.539668 |
-0.096813 |
0.010955 |
0.398918 |
0.227588 |
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 |
|
766 |
Legs |
12/15(81) |
CALL |
220.00 / 280.00 |
$728 / $5,272 / 0.14 |
66.35% / $393.16 / 7.46% / 34.57% |
75.47% / $227.28 |
$7.28 / $7.55 / $0.27 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
220.00 |
33.65% |
$7.55 / 85 |
$7.65 / 44 |
27 / 259 |
28.374435% |
0.433397 |
-0.093800 |
0.010855 |
0.395301 |
0.185671 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
0.82% |
$0.23 / 161 |
$0.27 / 25 |
0 / 321 |
28.796011% |
0.060142 |
-0.026892 |
0.003293 |
0.119930 |
0.027117 |
|
907 |
Legs |
11/17(53) |
CALL |
210.00 / 270.00 |
$806 / $5,194 / 0.16 |
52.43% / $368.27 / 7.09% / 52.29% |
66.96% / $218.06 |
$8.06 / $8.15 / $0.09 / 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 |
210.00 |
47.57% |
$8.15 / 6 |
$8.25 / 62 |
252 / 2,227 |
25.187511% |
0.524760 |
-0.115822 |
0.013418 |
0.327663 |
0.152378 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
0.49% |
$0.08 / 39 |
$0.09 / 110 |
1 / 621 |
27.342582% |
0.044426 |
-0.025510 |
0.003161 |
0.077200 |
0.013645 |
|
712 |
Legs |
12/15(81) |
CALL |
220.00 / 270.00 |
$709 / $4,291 / 0.17 |
66.35% / $314.33 / 7.33% / 33.89% |
75.25% / $227.09 |
$7.09 / $7.55 / $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 |
220.00 |
33.65% |
$7.55 / 85 |
$7.65 / 44 |
27 / 259 |
28.374435% |
0.433397 |
-0.093800 |
0.010855 |
0.395301 |
0.185671 |
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 |
|
858 |
Legs |
11/17(53) |
CALL |
210.00 / 260.00 |
$799 / $4,201 / 0.19 |
52.43% / $296.06 / 7.05% / 51.92% |
66.84% / $217.99 |
$7.99 / $8.15 / $0.16 / 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 |
210.00 |
47.57% |
$8.15 / 6 |
$8.25 / 62 |
252 / 2,227 |
25.187511% |
0.524760 |
-0.115822 |
0.013418 |
0.327663 |
0.152378 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
1.38% |
$0.15 / 28 |
$0.16 / 18 |
4 / 658 |
25.867119% |
0.075410 |
-0.038842 |
0.004790 |
0.116973 |
0.023041 |
|
974 |
Legs |
12/15(81) |
CALL |
210.00 / 260.00 |
$1,124 / $3,876 / 0.29 |
51.61% / $281.68 / 7.27% / 33.59% |
68.02% / $221.24 |
$11.24 / $12.05 / $0.81 / 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 |
210.00 |
48.39% |
$12.05 / 26 |
$12.20 / 114 |
51 / 69 |
29.430176% |
0.539668 |
-0.096813 |
0.010955 |
0.398918 |
0.227588 |
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 |
|
|
705 |
|
11/17(53) |
CALL |
260.00 / 320.00 |
$1,420 / $4,580 / 0.31 |
51.15% / $409.57 / 8.94% / 69.20% |
68.97% / $274.20 |
$14.20 / $15.40 / $1.20 / 35 |
27 / 22.15% / 88 |
5 |
Legs |
Vertical |
Bearish |
$257.16 (-1.73%) / 622K |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
48.85% |
$15.40 / 37 |
$15.80 / 11 |
1 / 14 |
36.936919% |
0.539436 |
-0.160165 |
0.009386 |
0.406189 |
0.191475 |
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 |
|
108 |
Legs |
11/17(53) |
CALL |
280.00 / 340.00 |
$620 / $5,380 / 0.12 |
75.13% / $371.04 / 6.90% / 50.61% |
80.80% / $286.20 |
$6.20 / $7.10 / $0.90 / 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 |
280.00 |
24.87% |
$7.10 / 40 |
$7.50 / 49 |
7 / 129 |
35.065106% |
0.361222 |
-0.147812 |
0.008859 |
0.383390 |
0.131308 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
0.86% |
$0.20 / 23 |
$0.90 / 26 |
1 / 85 |
36.347990% |
0.061091 |
-0.046374 |
0.002859 |
0.123712 |
0.023087 |
|
173 |
Legs |
11/17(53) |
CALL |
270.00 / 320.00 |
$950 / $4,050 / 0.24 |
64.05% / $343.53 / 8.48% / 64.86% |
74.63% / $279.50 |
$9.50 / $10.70 / $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 |
270.00 |
35.95% |
$10.70 / 38 |
$11.10 / 26 |
2 / 7 |
35.889387% |
0.447384 |
-0.157556 |
0.009352 |
0.404730 |
0.160870 |
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 |
|
51 |
Legs |
11/17(53) |
PUT |
250.00 / 200.00 |
$865 / $4,135 / 0.21 |
66.21% / $340.86 / 8.24% / 62.64% |
75.69% / $241.35 |
$8.65 / $9.80 / $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 |
250.00 |
33.79% |
$9.80 / 149 |
$10.20 / 90 |
2 / 1,774 |
37.255851% |
-0.366322 |
-0.127551 |
0.008901 |
0.385206 |
-0.166481 |
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 |
|
118 |
Legs |
11/17(53) |
PUT |
250.00 / 195.00 |
$775 / $4,725 / 0.16 |
66.21% / $320.49 / 6.78% / 49.62% |
74.78% / $242.25 |
$7.75 / $9.80 / $2.05 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
250.00 |
33.79% |
$9.80 / 149 |
$10.20 / 90 |
2 / 1,774 |
37.255851% |
-0.366322 |
-0.127551 |
0.008901 |
0.385206 |
-0.166481 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
195.00 |
2.00% |
$0.35 / 37 |
$2.05 / 37 |
0 / 47 |
48.619290% |
-0.031082 |
-0.025017 |
0.001658 |
0.071752 |
-0.013427 |
|
931 |
Legs |
10/20(25) |
CALL |
260.00 / 320.00 |
$660 / $5,340 / 0.12 |
51.60% / $288.91 / 5.41% / 88.19% |
63.67% / $266.60 |
$6.60 / $8.10 / $1.50 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
260.00 |
48.40% |
$8.10 / 87 |
$8.50 / 2 |
7 / 14 |
28.204977% |
0.522879 |
-0.220209 |
0.013209 |
0.290821 |
0.098128 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
320.00 |
0.46% |
$0.15 / 2 |
$1.50 / 29 |
0 / 66 |
45.466885% |
0.042015 |
-0.047727 |
0.002975 |
0.065506 |
0.008259 |
|
|
759 |
|
12/15(81) |
CALL |
500.00 / 620.00 |
$780 / $11,220 / 0.07 |
78.67% / $407.15 / 3.63% / 15.85% |
81.79% / $507.80 |
$7.80 / $9.10 / $1.30 / 11 |
62 / 27.37% / 90 |
5 |
Legs |
Vertical |
Bearish |
$445.21 (-0.36%) / 705K |
|
Earnings: 10/27 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
500.00 |
21.33% |
$9.10 / 11 |
$9.40 / 7 |
0 / 81 |
28.766581% |
0.340298 |
-0.206830 |
0.004158 |
0.791374 |
0.312638 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
0.93% |
$0.05 / 60 |
$1.30 / 57 |
0 / 22 |
32.275937% |
0.066374 |
-0.070237 |
0.001462 |
0.278235 |
0.063613 |
|
640 |
Legs |
12/15(81) |
CALL |
480.00 / 580.00 |
$1,280 / $8,720 / 0.15 |
69.12% / $365.47 / 4.19% / 18.47% |
75.49% / $492.80 |
$12.80 / $14.40 / $1.60 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
30.88% |
$14.40 / 16 |
$14.80 / 5 |
12 / 73 |
28.886402% |
0.418990 |
-0.222992 |
0.004432 |
0.843528 |
0.380490 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
3.07% |
$0.95 / 28 |
$1.60 / 45 |
0 / 20 |
29.726657% |
0.122032 |
-0.111172 |
0.002296 |
0.437036 |
0.115748 |
|
564 |
Legs |
12/15(81) |
CALL |
490.00 / 580.00 |
$980 / $8,020 / 0.12 |
74.17% / $263.00 / 3.28% / 14.25% |
78.59% / $499.80 |
$9.80 / $11.40 / $1.60 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
490.00 |
25.83% |
$11.40 / 13 |
$11.90 / 7 |
1 / 161 |
28.781307% |
0.378615 |
-0.215767 |
0.004314 |
0.821163 |
0.345910 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
3.07% |
$0.95 / 28 |
$1.60 / 45 |
0 / 20 |
29.726657% |
0.122032 |
-0.111172 |
0.002296 |
0.437036 |
0.115748 |
|
777 |
Legs |
12/15(81) |
CALL |
470.00 / 560.00 |
$1,580 / $7,420 / 0.21 |
63.56% / $254.91 / 3.44% / 14.96% |
72.12% / $485.80 |
$15.80 / $17.90 / $2.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
470.00 |
36.44% |
$17.90 / 22 |
$18.40 / 6 |
0 / 120 |
29.069875% |
0.461113 |
-0.228191 |
0.004504 |
0.857253 |
0.415993 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
560.00 |
5.30% |
$1.75 / 20 |
$2.10 / 10 |
0 / 4 |
28.754538% |
0.161871 |
-0.135313 |
0.002781 |
0.529330 |
0.152568 |
|
28 |
Legs |
11/17(53) |
CALL |
480.00 / 540.00 |
$885 / $5,115 / 0.17 |
73.06% / $195.13 / 3.81% / 25.84% |
78.13% / $488.85 |
$8.85 / $10.80 / $1.95 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
480.00 |
26.94% |
$10.80 / 7 |
$11.30 / 9 |
2 / 41 |
30.746204% |
0.377906 |
-0.259645 |
0.005265 |
0.672057 |
0.236934 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
540.00 |
4.87% |
$1.65 / 7 |
$1.95 / 6 |
0 / 1 |
30.522692% |
0.148952 |
-0.154633 |
0.003215 |
0.410314 |
0.095977 |
|
554 |
Legs |
12/15(81) |
CALL |
480.00 / 560.00 |
$1,230 / $6,770 / 0.18 |
69.12% / $191.40 / 2.83% / 12.20% |
75.26% / $492.30 |
$12.30 / $14.40 / $2.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
30.88% |
$14.40 / 16 |
$14.80 / 5 |
12 / 73 |
28.886402% |
0.418990 |
-0.222992 |
0.004432 |
0.843528 |
0.380490 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
560.00 |
5.30% |
$1.75 / 20 |
$2.10 / 10 |
0 / 4 |
28.754538% |
0.161871 |
-0.135313 |
0.002781 |
0.529330 |
0.152568 |
|
|
91 |
|
11/17(53) |
CALL |
195.00 / 250.00 |
$640 / $4,860 / 0.13 |
72.33% / $402.63 / 8.28% / 63.02% |
80.03% / $201.40 |
$6.40 / $6.80 / $0.40 / 51 |
36 / 13.60% / 20 |
5 |
Legs |
Vertical |
Bearish |
$181.05 (+1.79%) / 1.41M |
|
Earnings: 10/30 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
195.00 |
27.67% |
$6.80 / 99 |
$7.00 / 114 |
15 / 132 |
41.254782% |
0.390458 |
-0.120257 |
0.011488 |
0.274230 |
0.097274 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
0.60% |
$0.30 / 138 |
$0.40 / 51 |
0 / 11 |
41.306642% |
0.052327 |
-0.032436 |
0.003201 |
0.076407 |
0.013701 |
|
235 |
Legs |
11/17(53) |
CALL |
190.00 / 240.00 |
$795 / $4,205 / 0.19 |
65.24% / $395.76 / 9.41% / 73.72% |
76.08% / $197.95 |
$7.95 / $8.60 / $0.65 / 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 |
190.00 |
34.76% |
$8.60 / 38 |
$8.80 / 84 |
11 / 81 |
41.662315% |
0.445296 |
-0.124614 |
0.011828 |
0.282360 |
0.110065 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
1.39% |
$0.55 / 143 |
$0.65 / 30 |
0 / 3 |
40.732543% |
0.080490 |
-0.045446 |
0.004470 |
0.106713 |
0.020953 |
|
571 |
Legs |
12/15(81) |
CALL |
200.00 / 260.00 |
$650 / $5,350 / 0.12 |
74.16% / $367.86 / 6.88% / 31.59% |
80.25% / $206.50 |
$6.50 / $7.00 / $0.50 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
25.84% |
$7.00 / 48 |
$7.20 / 36 |
3 / 766 |
38.173701% |
0.386941 |
-0.099381 |
0.009383 |
0.334010 |
0.140091 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
1.05% |
$0.30 / 113 |
$0.50 / 121 |
0 / 40 |
37.661678% |
0.073533 |
-0.034970 |
0.003418 |
0.121660 |
0.028101 |
|
618 |
Legs |
12/15(81) |
CALL |
195.00 / 250.00 |
$790 / $4,710 / 0.17 |
68.73% / $354.69 / 7.53% / 34.95% |
77.02% / $202.90 |
$7.90 / $8.60 / $0.70 / 45 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
31.27% |
$8.60 / 69 |
$8.90 / 59 |
1 / 163 |
38.558527% |
0.430499 |
-0.102578 |
0.009629 |
0.342788 |
0.154700 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
1.97% |
$0.60 / 94 |
$0.70 / 45 |
0 / 54 |
37.362593% |
0.100948 |
-0.044465 |
0.004331 |
0.154183 |
0.038348 |
|
48 |
Legs |
11/17(53) |
CALL |
195.00 / 240.00 |
$615 / $3,885 / 0.16 |
72.33% / $334.01 / 8.60% / 65.93% |
79.76% / $201.15 |
$6.15 / $6.80 / $0.65 / 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 |
195.00 |
27.67% |
$6.80 / 99 |
$7.00 / 114 |
15 / 132 |
41.254782% |
0.390458 |
-0.120257 |
0.011488 |
0.274230 |
0.097274 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
1.39% |
$0.55 / 143 |
$0.65 / 30 |
0 / 3 |
40.732543% |
0.080490 |
-0.045446 |
0.004470 |
0.106713 |
0.020953 |
|
151 |
Legs |
11/17(53) |
CALL |
200.00 / 250.00 |
$490 / $4,510 / 0.11 |
78.48% / $329.55 / 7.31% / 54.19% |
83.54% / $204.90 |
$4.90 / $5.30 / $0.40 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
21.52% |
$5.30 / 145 |
$5.50 / 125 |
24 / 93 |
40.899366% |
0.339022 |
-0.114064 |
0.010955 |
0.261510 |
0.085058 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
0.60% |
$0.30 / 138 |
$0.40 / 51 |
0 / 11 |
41.306642% |
0.052327 |
-0.032436 |
0.003201 |
0.076407 |
0.013701 |
|
|
673 |
|
11/17(53) |
CALL |
260.00 / 320.00 |
$790 / $5,210 / 0.15 |
57.91% / $392.33 / 7.53% / 56.17% |
70.33% / $267.90 |
$7.90 / $8.10 / $0.20 / 52 |
78 / 54.06% / 86 |
5 |
Legs |
Vertical |
Bearish |
$254.67 (+0.11%) / 1.09M |
|
Earnings: 10/24 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
42.09% |
$8.10 / 52 |
$8.40 / 27 |
14 / 6 |
24.180888% |
0.481185 |
-0.124707 |
0.012193 |
0.400915 |
0.173817 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
0.59% |
0 / 0 |
$0.20 / 62 |
0 / 2 |
26.672656% |
0.047659 |
-0.029540 |
0.003040 |
0.099967 |
0.018012 |
|
968 |
Legs |
12/15(81) |
CALL |
260.00 / 320.00 |
$965 / $5,035 / 0.19 |
56.16% / $330.52 / 6.56% / 30.01% |
68.72% / $269.65 |
$9.65 / $10.20 / $0.55 / 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) |
CALL |
260.00 |
43.84% |
$10.20 / 68 |
$10.50 / 29 |
4 / 89 |
23.332719% |
0.501449 |
-0.104218 |
0.009988 |
0.489728 |
0.263831 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
2.01% |
0 / 0 |
$0.55 / 107 |
0 / 33 |
25.518053% |
0.092918 |
-0.041113 |
0.004170 |
0.204446 |
0.051383 |
|
606 |
Legs |
11/17(53) |
CALL |
260.00 / 310.00 |
$770 / $4,230 / 0.18 |
57.91% / $310.50 / 7.34% / 54.49% |
70.04% / $267.70 |
$7.70 / $8.10 / $0.40 / 52 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
42.09% |
$8.10 / 52 |
$8.40 / 27 |
14 / 6 |
24.180888% |
0.481185 |
-0.124707 |
0.012193 |
0.400915 |
0.173817 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
1.52% |
0 / 0 |
$0.40 / 66 |
0 / 56 |
26.276667% |
0.077792 |
-0.043490 |
0.004458 |
0.146579 |
0.029269 |
|
704 |
Legs |
12/15(81) |
CALL |
270.00 / 330.00 |
$565 / $5,435 / 0.10 |
69.14% / $281.72 / 5.18% / 23.20% |
75.45% / $275.65 |
$5.65 / $6.00 / $0.35 / 78 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
270.00 |
30.86% |
$6.00 / 80 |
$6.30 / 28 |
1 / 183 |
22.365812% |
0.406206 |
-0.099749 |
0.009716 |
0.476394 |
0.216349 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
0.98% |
0 / 0 |
$0.35 / 78 |
0 / 5 |
26.255484% |
0.064291 |
-0.030958 |
0.003153 |
0.154589 |
0.035716 |
|
820 |
Legs |
12/15(81) |
PUT |
250.00 / 195.00 |
$740 / $4,760 / 0.16 |
62.14% / $269.52 / 5.66% / 25.53% |
71.42% / $242.60 |
$7.40 / $8.40 / $1.00 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
250.00 |
37.86% |
$8.40 / 29 |
$8.70 / 25 |
2 / 707 |
24.768600% |
-0.397646 |
-0.078674 |
0.009663 |
0.473802 |
-0.264881 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
195.00 |
1.96% |
$0.20 / 73 |
$1.00 / 107 |
0 / 10 |
33.320812% |
-0.032342 |
-0.016083 |
0.001816 |
0.089046 |
-0.020445 |
|
141 |
Legs |
11/17(53) |
CALL |
270.00 / 320.00 |
$400 / $4,600 / 0.09 |
73.27% / $237.72 / 5.17% / 36.26% |
78.38% / $274.00 |
$4.00 / $4.20 / $0.20 / 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 |
270.00 |
26.73% |
$4.20 / 49 |
$4.50 / 28 |
25 / 30 |
23.087902% |
0.366316 |
-0.115964 |
0.011519 |
0.378762 |
0.133888 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
0.59% |
0 / 0 |
$0.20 / 62 |
0 / 2 |
26.672656% |
0.047659 |
-0.029540 |
0.003040 |
0.099967 |
0.018012 |
|
|
357 |
|
11/17(53) |
CALL |
240.00 / 300.00 |
$785 / $5,215 / 0.15 |
64.80% / $388.46 / 7.45% / 55.45% |
74.38% / $247.85 |
$7.85 / $8.20 / $0.35 / 22 |
46 / 11.92% / 20 |
5 |
Legs |
Vertical |
Bearish |
$228.70 (+0.55%) / 2.22M |
|
Earnings: 11/16 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
35.20% |
$8.20 / 76 |
$8.40 / 38 |
14 / 566 |
32.944393% |
0.443371 |
-0.144173 |
0.010292 |
0.358099 |
0.140823 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
1.11% |
$0.30 / 55 |
$0.35 / 22 |
1 / 28 |
33.544038% |
0.069855 |
-0.046981 |
0.003494 |
0.121556 |
0.023295 |
|
837 |
Legs |
11/17(53) |
CALL |
230.00 / 290.00 |
$1,222 / $4,778 / 0.26 |
50.64% / $384.49 / 8.05% / 60.84% |
67.68% / $242.22 |
$12.22 / $12.80 / $0.58 / 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 |
230.00 |
49.36% |
$12.80 / 8 |
$13.00 / 41 |
8 / 303 |
33.976988% |
0.544623 |
-0.147056 |
0.010332 |
0.359484 |
0.170476 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
2.29% |
$0.52 / 88 |
$0.58 / 16 |
0 / 185 |
32.858981% |
0.101308 |
-0.062317 |
0.004617 |
0.160652 |
0.033609 |
|
828 |
Legs |
12/15(81) |
CALL |
240.00 / 300.00 |
$1,061 / $4,939 / 0.22 |
62.14% / $350.26 / 7.09% / 32.69% |
72.96% / $250.61 |
$10.61 / $11.60 / $0.99 / 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 |
240.00 |
37.86% |
$11.60 / 72 |
$11.80 / 50 |
6 / 6,227 |
33.947126% |
0.473733 |
-0.121381 |
0.008496 |
0.440796 |
0.217634 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
3.08% |
$0.95 / 6 |
$0.99 / 15 |
4 / 706 |
33.171813% |
0.123297 |
-0.059399 |
0.004351 |
0.225768 |
0.059769 |
|
557 |
Legs |
12/15(81) |
CALL |
250.00 / 310.00 |
$727 / $5,273 / 0.14 |
72.39% / $337.30 / 6.40% / 29.17% |
78.67% / $257.27 |
$7.27 / $7.95 / $0.68 / 70 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
27.61% |
$7.95 / 70 |
$8.10 / 9 |
16 / 1,082 |
33.227705% |
0.395196 |
-0.115993 |
0.008219 |
0.426421 |
0.183862 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
1.79% |
$0.60 / 90 |
$0.68 / 109 |
0 / 469 |
33.582016% |
0.093545 |
-0.048501 |
0.003566 |
0.185038 |
0.045590 |
|
195 |
Legs |
11/17(53) |
CALL |
250.00 / 310.00 |
$477 / $5,523 / 0.09 |
76.70% / $308.20 / 5.58% / 39.57% |
81.34% / $254.77 |
$4.77 / $5.00 / $0.23 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
250.00 |
23.30% |
$5.00 / 33 |
$5.10 / 32 |
365 / 366 |
32.287368% |
0.349544 |
-0.133588 |
0.009649 |
0.335708 |
0.112366 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
0.51% |
$0.18 / 24 |
$0.23 / 25 |
0 / 1 |
34.509373% |
0.047167 |
-0.034394 |
0.002565 |
0.089260 |
0.015800 |
|
291 |
Legs |
11/17(53) |
CALL |
240.00 / 290.00 |
$762 / $4,238 / 0.18 |
64.80% / $296.43 / 6.99% / 51.46% |
74.12% / $247.62 |
$7.62 / $8.20 / $0.58 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
35.20% |
$8.20 / 76 |
$8.40 / 38 |
14 / 566 |
32.944393% |
0.443371 |
-0.144173 |
0.010292 |
0.358099 |
0.140823 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
2.29% |
$0.52 / 88 |
$0.58 / 16 |
0 / 185 |
32.858981% |
0.101308 |
-0.062317 |
0.004617 |
0.160652 |
0.033609 |
|
|
692 |
|
11/17(53) |
CALL |
230.00 / 290.00 |
$1,305 / $4,695 / 0.28 |
53.15% / $374.36 / 7.97% / 60.17% |
69.17% / $243.05 |
$13.05 / $14.30 / $1.25 / 1 |
65 / 36.45% / 44 |
5 |
Legs |
Vertical |
Bearish |
$227.15 (-0.67%) / 482K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
46.85% |
$14.30 / 1 |
$14.70 / 7 |
0 / 20 |
40.147876% |
0.533084 |
-0.161804 |
0.009322 |
0.358085 |
0.163532 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
3.22% |
$0.10 / 22 |
$1.25 / 12 |
0 / 52 |
34.814677% |
0.123894 |
-0.079757 |
0.004797 |
0.184260 |
0.040316 |
|
169 |
Legs |
11/17(53) |
CALL |
240.00 / 290.00 |
$865 / $4,135 / 0.21 |
65.70% / $301.98 / 7.30% / 54.16% |
75.01% / $248.65 |
$8.65 / $9.90 / $1.25 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
34.30% |
$9.90 / 20 |
$10.30 / 18 |
2 / 21 |
39.397837% |
0.442585 |
-0.158708 |
0.009257 |
0.355594 |
0.137735 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
3.22% |
$0.10 / 22 |
$1.25 / 12 |
0 / 52 |
34.814677% |
0.123894 |
-0.079757 |
0.004797 |
0.184260 |
0.040316 |
|
882 |
Legs |
10/20(25) |
CALL |
230.00 / 290.00 |
$630 / $5,370 / 0.12 |
54.17% / $288.65 / 5.38% / 87.44% |
65.37% / $236.30 |
$6.30 / $7.40 / $1.10 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
230.00 |
45.83% |
$7.40 / 40 |
$7.80 / 32 |
6 / 16 |
31.074063% |
0.510285 |
-0.222247 |
0.013110 |
0.256213 |
0.083233 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
290.00 |
0.47% |
0 / 0 |
$1.10 / 22 |
0 / 135 |
54.795022% |
0.043547 |
-0.049592 |
0.003035 |
0.059306 |
0.007476 |
|
383 |
Legs |
11/17(53) |
CALL |
240.00 / 300.00 |
$700 / $5,300 / 0.13 |
65.70% / $272.50 / 5.14% / 36.05% |
73.36% / $247.00 |
$7.00 / $9.90 / $2.90 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
34.30% |
$9.90 / 20 |
$10.30 / 18 |
2 / 21 |
39.397837% |
0.442585 |
-0.158708 |
0.009257 |
0.355594 |
0.137735 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
1.75% |
0 / 0 |
$2.90 / 23 |
0 / 129 |
54.271033% |
0.090626 |
-0.063436 |
0.003827 |
0.147017 |
0.029655 |
|
825 |
Legs |
10/20(25) |
CALL |
230.00 / 280.00 |
$680 / $4,320 / 0.16 |
54.17% / $249.31 / 5.77% / 96.07% |
66.21% / $236.80 |
$6.80 / $7.40 / $0.60 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
230.00 |
45.83% |
$7.40 / 40 |
$7.80 / 32 |
6 / 16 |
31.074063% |
0.510285 |
-0.222247 |
0.013110 |
0.256213 |
0.083233 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
280.00 |
1.32% |
0 / 0 |
$0.60 / 18 |
0 / 164 |
42.604562% |
0.073807 |
-0.075322 |
0.004597 |
0.089835 |
0.012609 |
|
588 |
Legs |
11/17(53) |
CALL |
230.00 / 280.00 |
$1,240 / $3,760 / 0.33 |
53.15% / $222.56 / 5.92% / 42.35% |
68.45% / $242.40 |
$12.40 / $14.30 / $1.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
46.85% |
$14.30 / 1 |
$14.70 / 7 |
0 / 20 |
40.147876% |
0.533084 |
-0.161804 |
0.009322 |
0.358085 |
0.163532 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
5.69% |
$1.60 / 12 |
$1.90 / 14 |
0 / 198 |
38.310725% |
0.166470 |
-0.097703 |
0.005854 |
0.224866 |
0.053826 |
|
|
716 |
|
11/17(53) |
CALL |
200.00 / 260.00 |
$705 / $5,295 / 0.13 |
58.44% / $373.28 / 7.05% / 51.93% |
70.59% / $207.05 |
$7.05 / $7.30 / $0.25 / 109 |
81 / 81.96% / 86 |
5 |
Legs |
Vertical |
Bearish |
$195.00 (-0.09%) / 1.37M |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
41.56% |
$7.30 / 109 |
$7.50 / 30 |
29 / 552 |
28.568574% |
0.484156 |
-0.110774 |
0.013502 |
0.307556 |
0.131872 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
0.35% |
$0.05 / 184 |
$0.25 / 282 |
0 / 6 |
32.344216% |
0.037636 |
-0.021856 |
0.002781 |
0.063347 |
0.010835 |
|
648 |
Legs |
11/17(53) |
CALL |
200.00 / 250.00 |
$695 / $4,305 / 0.16 |
58.44% / $316.07 / 7.34% / 54.50% |
70.44% / $206.95 |
$6.95 / $7.30 / $0.35 / 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 |
200.00 |
41.56% |
$7.30 / 109 |
$7.50 / 30 |
29 / 552 |
28.568574% |
0.484156 |
-0.110774 |
0.013502 |
0.307556 |
0.131872 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
0.99% |
$0.10 / 203 |
$0.35 / 297 |
0 / 2 |
30.266918% |
0.064415 |
-0.033663 |
0.004270 |
0.097257 |
0.018449 |
|
553 |
Legs |
11/17(53) |
CALL |
200.00 / 240.00 |
$680 / $3,320 / 0.21 |
58.44% / $218.84 / 6.59% / 47.99% |
70.20% / $206.80 |
$6.80 / $7.30 / $0.50 / 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 |
200.00 |
41.56% |
$7.30 / 109 |
$7.50 / 30 |
29 / 552 |
28.568574% |
0.484156 |
-0.110774 |
0.013502 |
0.307556 |
0.131872 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
2.61% |
$0.25 / 285 |
$0.50 / 292 |
0 / 81 |
28.370442% |
0.106004 |
-0.049147 |
0.006208 |
0.141417 |
0.030171 |
|
212 |
Legs |
11/17(53) |
CALL |
210.00 / 260.00 |
$335 / $4,665 / 0.07 |
75.04% / $218.44 / 4.68% / 32.44% |
79.55% / $213.35 |
$3.35 / $3.60 / $0.25 / 282 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
24.96% |
$3.60 / 324 |
$3.90 / 273 |
27 / 1,289 |
27.562770% |
0.358324 |
-0.102414 |
0.012657 |
0.288320 |
0.099078 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
0.35% |
$0.05 / 184 |
$0.25 / 282 |
0 / 6 |
32.344216% |
0.037636 |
-0.021856 |
0.002781 |
0.063347 |
0.010835 |
|
167 |
Legs |
11/17(53) |
CALL |
210.00 / 250.00 |
$325 / $3,675 / 0.09 |
75.04% / $170.72 / 4.65% / 32.16% |
79.43% / $213.25 |
$3.25 / $3.60 / $0.35 / 297 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
24.96% |
$3.60 / 324 |
$3.90 / 273 |
27 / 1,289 |
27.562770% |
0.358324 |
-0.102414 |
0.012657 |
0.288320 |
0.099078 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
0.99% |
$0.10 / 203 |
$0.35 / 297 |
0 / 2 |
30.266918% |
0.064415 |
-0.033663 |
0.004270 |
0.097257 |
0.018449 |
|
595 |
Legs |
10/13(18) |
CALL |
200.00 / 230.00 |
$245 / $2,755 / 0.09 |
63.55% / $120.18 / 4.36% / 95.91% |
70.32% / $202.45 |
$2.45 / $3.20 / $0.75 / 6 |
|
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 |
200.00 |
36.45% |
$3.20 / 6 |
$3.40 / 57 |
1 / 14 |
25.935399% |
0.431720 |
-0.170982 |
0.021452 |
0.188611 |
0.047548 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
230.00 |
0.63% |
$0.05 / 118 |
$0.75 / 266 |
0 / 3 |
38.968164% |
0.048072 |
-0.042458 |
0.005457 |
0.047975 |
0.005453 |
|
|
641 |
|
11/17(53) |
CALL |
340.00 / 400.00 |
$1,095 / $4,905 / 0.22 |
55.46% / $370.19 / 7.55% / 56.32% |
69.14% / $350.95 |
$10.95 / $11.70 / $0.75 / 1 |
53 / 55.88% / 39 |
5 |
Legs |
Vertical |
Bearish |
$333.49 (-1.11%) / 369K |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
44.54% |
$11.70 / 1 |
$11.90 / 3 |
1 / 3 |
24.451925% |
0.497216 |
-0.158270 |
0.009485 |
0.527812 |
0.236548 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
2.30% |
$0.10 / 95 |
$0.75 / 140 |
0 / 1 |
23.241733% |
0.095892 |
-0.065017 |
0.004054 |
0.225564 |
0.047452 |
|
511 |
Legs |
12/15(81) |
PUT |
320.00 / 260.00 |
$705 / $5,295 / 0.13 |
70.74% / $272.14 / 5.14% / 22.99% |
76.78% / $312.95 |
$7.05 / $8.40 / $1.35 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
29.26% |
$8.40 / 5 |
$8.80 / 5 |
0 / 25 |
25.810462% |
-0.330907 |
-0.098377 |
0.007061 |
0.585891 |
-0.286963 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
260.00 |
2.16% |
$0.85 / 37 |
$1.35 / 20 |
0 / 6 |
34.066037% |
-0.036257 |
-0.022858 |
0.001551 |
0.128733 |
-0.030159 |
|
755 |
Legs |
12/15(81) |
CALL |
350.00 / 410.00 |
$905 / $5,095 / 0.18 |
64.76% / $267.15 / 5.24% / 23.49% |
73.16% / $359.05 |
$9.05 / $9.90 / $0.85 / 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 |
350.00 |
35.24% |
$9.90 / 7 |
$10.30 / 21 |
1 / 183 |
23.032023% |
0.437657 |
-0.128579 |
0.007668 |
0.636299 |
0.306436 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
3.15% |
$0.15 / 108 |
$0.85 / 89 |
0 / 1 |
21.604155% |
0.116734 |
-0.061941 |
0.003825 |
0.317386 |
0.084837 |
|
525 |
Legs |
11/17(53) |
CALL |
340.00 / 390.00 |
$1,090 / $3,910 / 0.28 |
55.46% / $252.14 / 6.45% / 46.77% |
69.08% / $350.90 |
$10.90 / $11.70 / $0.80 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
44.54% |
$11.70 / 1 |
$11.90 / 3 |
1 / 3 |
24.451925% |
0.497216 |
-0.158270 |
0.009485 |
0.527812 |
0.236548 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
4.40% |
$0.55 / 30 |
$0.80 / 20 |
0 / 4 |
22.299123% |
0.135026 |
-0.083245 |
0.005172 |
0.287773 |
0.066529 |
|
804 |
Legs |
12/15(81) |
PUT |
330.00 / 270.00 |
$1,010 / $4,990 / 0.20 |
60.86% / $249.37 / 5.00% / 22.30% |
70.84% / $319.90 |
$10.10 / $11.80 / $1.70 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
39.14% |
$11.80 / 5 |
$12.10 / 1 |
1 / 31 |
24.921405% |
-0.406587 |
-0.103336 |
0.007551 |
0.626607 |
-0.355988 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
3.67% |
$1.55 / 11 |
$1.70 / 5 |
0 / 8 |
32.834518% |
-0.060711 |
-0.034352 |
0.002345 |
0.194560 |
-0.050770 |
|
321 |
Legs |
11/17(53) |
PUT |
330.00 / 280.00 |
$840 / $4,160 / 0.20 |
61.34% / $246.52 / 5.93% / 42.40% |
71.44% / $321.60 |
$8.40 / $10.00 / $1.60 / 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 |
330.00 |
38.66% |
$10.00 / 6 |
$10.40 / 5 |
0 / 1 |
26.157762% |
-0.406179 |
-0.129631 |
0.009228 |
0.513460 |
-0.233470 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
280.00 |
3.20% |
$1.40 / 6 |
$1.60 / 21 |
0 / 10 |
33.864929% |
-0.060530 |
-0.042307 |
0.002857 |
0.158995 |
-0.033521 |
|
|
530 |
|
12/15(81) |
CALL |
550.00 / 660.00 |
$1,380 / $9,620 / 0.14 |
77.04% / $367.76 / 3.82% / 16.75% |
80.99% / $563.80 |
$13.80 / $16.40 / $2.60 / 6 |
32 / 22.43% / 16 |
5 |
Legs |
Vertical |
Bearish |
$482.39 (+0.42%) / 307K |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
550.00 |
22.96% |
$16.40 / 7 |
$17.80 / 46 |
0 / 35 |
40.568164% |
0.371650 |
-0.296370 |
0.003032 |
0.882758 |
0.353801 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
660.00 |
4.01% |
$0.80 / 31 |
$2.60 / 6 |
0 / 12 |
35.969452% |
0.150407 |
-0.179366 |
0.001873 |
0.545327 |
0.149177 |
|
703 |
Legs |
12/15(81) |
CALL |
560.00 / 680.00 |
$1,065 / $10,935 / 0.10 |
79.95% / $296.20 / 2.71% / 11.67% |
82.75% / $570.65 |
$10.65 / $13.60 / $2.95 / 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 |
560.00 |
20.05% |
$13.60 / 24 |
$16.90 / 90 |
0 / 25 |
41.115175% |
0.345545 |
-0.288185 |
0.002956 |
0.860678 |
0.330555 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
680.00 |
2.77% |
$0.05 / 31 |
$2.95 / 15 |
0 / 22 |
37.870382% |
0.124973 |
-0.157683 |
0.001650 |
0.480520 |
0.124600 |
|
470 |
Legs |
12/15(81) |
CALL |
540.00 / 640.00 |
$1,530 / $8,470 / 0.18 |
73.84% / $279.50 / 3.30% / 14.34% |
78.62% / $555.30 |
$15.30 / $19.10 / $3.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
26.16% |
$19.10 / 7 |
$20.00 / 1 |
0 / 52 |
40.427315% |
0.398855 |
-0.303476 |
0.003095 |
0.901289 |
0.377740 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
640.00 |
5.71% |
$0.30 / 31 |
$3.80 / 6 |
0 / 46 |
34.321352% |
0.180010 |
-0.202034 |
0.002104 |
0.612630 |
0.177509 |
|
634 |
Legs |
12/15(81) |
CALL |
560.00 / 660.00 |
$1,100 / $8,900 / 0.12 |
79.95% / $255.54 / 2.87% / 12.40% |
82.83% / $571.00 |
$11.00 / $13.60 / $2.60 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
560.00 |
20.05% |
$13.60 / 24 |
$16.90 / 90 |
0 / 25 |
41.115175% |
0.345545 |
-0.288185 |
0.002956 |
0.860678 |
0.330555 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
660.00 |
4.01% |
$0.80 / 31 |
$2.60 / 6 |
0 / 12 |
35.969452% |
0.150407 |
-0.179366 |
0.001873 |
0.545327 |
0.149177 |
|
849 |
Legs |
12/15(81) |
CALL |
580.00 / 700.00 |
$725 / $11,275 / 0.06 |
84.95% / $225.41 / 2.00% / 8.52% |
86.50% / $587.25 |
$7.25 / $9.90 / $2.65 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
580.00 |
15.05% |
$9.90 / 7 |
$10.50 / 22 |
0 / 40 |
39.358252% |
0.296846 |
-0.269222 |
0.002774 |
0.807843 |
0.286511 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
700.00 |
1.90% |
$0.10 / 31 |
$2.65 / 33 |
2 / 2 |
39.878837% |
0.103309 |
-0.137392 |
0.001441 |
0.419552 |
0.103492 |
|
11 |
Legs |
11/17(53) |
PUT |
450.00 / 390.00 |
$1,220 / $4,780 / 0.26 |
71.92% / $153.04 / 3.20% / 21.35% |
76.98% / $437.80 |
$12.20 / $17.70 / $5.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
450.00 |
28.08% |
$17.70 / 1 |
$18.20 / 7 |
0 / 10 |
45.648740% |
-0.314831 |
-0.296274 |
0.003477 |
0.678995 |
-0.274333 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
390.00 |
9.29% |
$5.10 / 22 |
$5.50 / 1 |
1 / 1 |
49.493647% |
-0.123018 |
-0.174100 |
0.001993 |
0.389179 |
-0.103609 |
|
|
408 |
|
11/17(53) |
PUT |
270.00 / 210.00 |
$917 / $5,083 / 0.18 |
60.24% / $365.36 / 7.19% / 53.14% |
71.42% / $260.83 |
$9.17 / $9.95 / $0.78 / 82 |
69 / 75.86% / 62 |
5 |
Legs |
Vertical |
Bullish |
$273.40 (+0.50%) / 1.71M |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
270.00 |
39.76% |
$9.95 / 82 |
$10.15 / 23 |
79 / 1,349 |
30.186634% |
-0.411235 |
-0.130912 |
0.009376 |
0.421591 |
-0.197533 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
1.77% |
$0.67 / 287 |
$0.78 / 582 |
1 / 1,805 |
41.031840% |
-0.029317 |
-0.023572 |
0.001612 |
0.072466 |
-0.013355 |
|
97 |
Legs |
11/17(53) |
PUT |
260.00 / 200.00 |
$605 / $5,395 / 0.11 |
72.34% / $341.98 / 6.34% / 45.85% |
78.50% / $253.95 |
$6.05 / $6.60 / $0.55 / 118 |
|
Underlying |
Leg |
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 |
27.66% |
$6.60 / 118 |
$6.75 / 7 |
54 / 1,404 |
31.450842% |
-0.317598 |
-0.121619 |
0.008596 |
0.386527 |
-0.150788 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
200.00 |
0.87% |
$0.38 / 458 |
$0.55 / 639 |
4 / 461 |
43.446230% |
-0.013391 |
-0.012169 |
0.000829 |
0.037286 |
-0.006066 |
|
630 |
Legs |
11/17(53) |
CALL |
280.00 / 340.00 |
$975 / $5,025 / 0.19 |
57.46% / $339.07 / 6.75% / 49.32% |
69.60% / $289.75 |
$9.75 / $10.20 / $0.45 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
42.54% |
$10.20 / 39 |
$10.40 / 43 |
99 / 1,258 |
27.850611% |
0.490558 |
-0.152599 |
0.009606 |
0.431955 |
0.187649 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
2.11% |
$0.34 / 353 |
$0.45 / 414 |
1 / 359 |
28.039394% |
0.094990 |
-0.063049 |
0.004079 |
0.183418 |
0.038060 |
|
156 |
Legs |
11/17(53) |
CALL |
290.00 / 350.00 |
$594 / $5,406 / 0.11 |
69.88% / $298.91 / 5.53% / 39.16% |
76.22% / $295.94 |
$5.94 / $6.25 / $0.31 / 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) |
CALL |
290.00 |
30.12% |
$6.25 / 164 |
$6.45 / 275 |
40 / 1,377 |
27.083384% |
0.398955 |
-0.146689 |
0.009305 |
0.418427 |
0.154333 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
350.00 |
1.06% |
$0.20 / 347 |
$0.31 / 596 |
0 / 91 |
29.090169% |
0.066428 |
-0.048010 |
0.003113 |
0.139959 |
0.026733 |
|
488 |
Legs |
12/15(81) |
PUT |
260.00 / 200.00 |
$744 / $5,256 / 0.14 |
69.95% / $275.07 / 5.23% / 23.44% |
76.42% / $252.56 |
$7.44 / $8.25 / $0.81 / 263 |
|
Underlying |
Leg |
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 |
30.05% |
$8.25 / 263 |
$8.50 / 123 |
19 / 86 |
30.000064% |
-0.332897 |
-0.099474 |
0.007169 |
0.480739 |
-0.241797 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
2.36% |
$0.72 / 29 |
$0.81 / 341 |
0 / 20 |
39.217691% |
-0.031715 |
-0.020443 |
0.001408 |
0.094424 |
-0.021858 |
|
69 |
Legs |
11/17(53) |
PUT |
260.00 / 210.00 |
$582 / $4,418 / 0.13 |
72.34% / $265.03 / 6.00% / 43.01% |
78.28% / $254.18 |
$5.82 / $6.60 / $0.78 / 118 |
|
Underlying |
Leg |
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 |
27.66% |
$6.60 / 118 |
$6.75 / 7 |
54 / 1,404 |
31.450842% |
-0.317598 |
-0.121619 |
0.008596 |
0.386527 |
-0.150788 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
1.77% |
$0.67 / 287 |
$0.78 / 582 |
1 / 1,805 |
41.031840% |
-0.029317 |
-0.023572 |
0.001612 |
0.072466 |
-0.013355 |
|
|
204 |
|
11/17(53) |
CALL |
210.00 / 270.00 |
$950 / $5,050 / 0.19 |
66.80% / $360.72 / 7.14% / 52.75% |
75.72% / $219.50 |
$9.50 / $10.80 / $1.30 / 5 |
25 / 12.88% / 99 |
5 |
Legs |
Vertical |
Bearish |
$195.00 (+2.66%) / 1.08M |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
33.20% |
$10.80 / 56 |
$11.10 / 35 |
6 / 62 |
50.599646% |
0.450071 |
-0.173551 |
0.008367 |
0.307405 |
0.116281 |
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 |
|
98 |
Legs |
11/17(53) |
CALL |
220.00 / 280.00 |
$670 / $5,330 / 0.13 |
76.14% / $340.32 / 6.39% / 46.23% |
81.30% / $226.70 |
$6.70 / $7.60 / $0.90 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
23.86% |
$7.60 / 107 |
$7.90 / 17 |
10 / 73 |
50.050193% |
0.374964 |
-0.165207 |
0.008015 |
0.294489 |
0.098219 |
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 |
|
609 |
Legs |
11/17(53) |
CALL |
200.00 / 260.00 |
$1,300 / $4,700 / 0.28 |
55.76% / $299.19 / 6.37% / 46.07% |
69.80% / $213.00 |
$13.00 / $14.90 / $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 |
200.00 |
44.24% |
$14.90 / 54 |
$15.20 / 16 |
1 / 61 |
51.194936% |
0.530768 |
-0.175846 |
0.008408 |
0.308913 |
0.134917 |
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 |
|
60 |
Legs |
11/17(53) |
CALL |
220.00 / 270.00 |
$630 / $4,370 / 0.14 |
76.14% / $254.18 / 5.82% / 41.50% |
81.01% / $226.30 |
$6.30 / $7.60 / $1.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
23.86% |
$7.60 / 107 |
$7.90 / 17 |
10 / 73 |
50.050193% |
0.374964 |
-0.165207 |
0.008015 |
0.294489 |
0.098219 |
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 |
|
558 |
Legs |
12/15(81) |
CALL |
220.00 / 280.00 |
$850 / $5,150 / 0.17 |
72.50% / $244.26 / 4.74% / 21.08% |
78.29% / $228.50 |
$8.50 / $10.20 / $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 |
220.00 |
27.50% |
$10.20 / 25 |
$10.50 / 26 |
4 / 397 |
47.648561% |
0.420464 |
-0.141303 |
0.006768 |
0.370813 |
0.157358 |
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 |
|
134 |
Legs |
11/17(53) |
CALL |
210.00 / 260.00 |
$890 / $4,110 / 0.22 |
66.80% / $243.14 / 5.92% / 42.32% |
75.21% / $218.90 |
$8.90 / $10.80 / $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 |
210.00 |
33.20% |
$10.80 / 56 |
$11.10 / 35 |
6 / 62 |
50.599646% |
0.450071 |
-0.173551 |
0.008367 |
0.307405 |
0.116281 |
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 |
|
|
129 |
|
11/17(53) |
CALL |
200.00 / 260.00 |
$665 / $5,335 / 0.13 |
72.45% / $357.07 / 6.69% / 48.85% |
78.97% / $206.65 |
$6.65 / $7.60 / $0.95 / 39 |
48 / 27.69% / 44 |
5 |
Legs |
Vertical |
Bearish |
$182.00 (-3.48%) / 529K |
|
Earnings: 10/30 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
27.55% |
$7.60 / 39 |
$8.00 / 40 |
1 / 147 |
46.979691% |
0.400722 |
-0.146668 |
0.009442 |
0.279662 |
0.098420 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
1.15% |
$0.70 / 100 |
$0.95 / 93 |
2 / 120 |
51.241116% |
0.077098 |
-0.053511 |
0.003531 |
0.104593 |
0.020008 |
|
241 |
Legs |
11/17(53) |
CALL |
195.00 / 250.00 |
$805 / $4,695 / 0.17 |
66.80% / $332.60 / 7.08% / 52.24% |
75.59% / $203.05 |
$8.05 / $9.20 / $1.15 / 61 |
|
Underlying |
Leg |
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 |
33.20% |
$9.20 / 62 |
$9.80 / 25 |
2 / 50 |
47.285373% |
0.445022 |
-0.150567 |
0.009652 |
0.285901 |
0.108468 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
2.15% |
$0.95 / 123 |
$1.15 / 61 |
5 / 173 |
49.074301% |
0.105749 |
-0.067814 |
0.004465 |
0.132241 |
0.027278 |
|
88 |
Legs |
11/17(53) |
CALL |
200.00 / 250.00 |
$645 / $4,355 / 0.15 |
72.45% / $281.44 / 6.46% / 46.89% |
78.79% / $206.45 |
$6.45 / $7.60 / $1.15 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
27.55% |
$7.60 / 39 |
$8.00 / 40 |
1 / 147 |
46.979691% |
0.400722 |
-0.146668 |
0.009442 |
0.279662 |
0.098420 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
2.15% |
$0.95 / 123 |
$1.15 / 61 |
5 / 173 |
49.074301% |
0.105749 |
-0.067814 |
0.004465 |
0.132241 |
0.027278 |
|
423 |
Legs |
11/17(53) |
CALL |
190.00 / 240.00 |
$970 / $4,030 / 0.24 |
60.58% / $270.29 / 6.71% / 48.97% |
72.13% / $199.70 |
$9.70 / $11.30 / $1.60 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
190.00 |
39.42% |
$11.30 / 18 |
$11.80 / 20 |
100 / 115 |
47.914998% |
0.491194 |
-0.152714 |
0.009743 |
0.288576 |
0.118718 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
3.90% |
$1.40 / 144 |
$1.60 / 47 |
0 / 58 |
47.906457% |
0.143012 |
-0.084017 |
0.005516 |
0.163380 |
0.036634 |
|
335 |
Legs |
11/17(53) |
CALL |
210.00 / 270.00 |
$400 / $5,600 / 0.07 |
81.81% / $260.47 / 4.65% / 32.20% |
84.82% / $214.00 |
$4.00 / $5.00 / $1.00 / 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 |
210.00 |
18.19% |
$5.00 / 55 |
$5.40 / 51 |
111 / 188 |
46.780809% |
0.319290 |
-0.134651 |
0.008727 |
0.258501 |
0.079473 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
0.60% |
$0.50 / 82 |
$1.00 / 100 |
0 / 465 |
54.573361% |
0.055507 |
-0.041395 |
0.002737 |
0.081072 |
0.014481 |
|
762 |
Legs |
10/13(18) |
CALL |
185.00 / 215.00 |
$565 / $2,435 / 0.23 |
55.05% / $86.86 / 3.57% / 73.68% |
66.97% / $190.65 |
$5.65 / $6.20 / $0.55 / 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 |
185.00 |
44.95% |
$6.20 / 29 |
$6.60 / 9 |
0 / 1 |
38.856637% |
0.505788 |
-0.240947 |
0.015684 |
0.179306 |
0.050096 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
215.00 |
4.60% |
$0.40 / 22 |
$0.55 / 24 |
0 / 10 |
40.380620% |
0.142907 |
-0.133506 |
0.008874 |
0.101451 |
0.014714 |
|
|
538 |
|
11/17(53) |
CALL |
240.00 / 300.00 |
$730 / $5,270 / 0.14 |
61.68% / $356.43 / 6.76% / 49.46% |
71.82% / $247.30 |
$7.30 / $8.00 / $0.70 / 36 |
67 / 54.17% / 39 |
5 |
Legs |
Vertical |
Bearish |
$230.66 (+0.91%) / 787K |
|
Earnings: 10/23 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
38.32% |
$8.00 / 44 |
$8.30 / 22 |
11 / 467 |
29.363751% |
0.462017 |
-0.135467 |
0.011201 |
0.364299 |
0.149611 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
0.85% |
0 / 0 |
$0.70 / 36 |
0 / 17 |
36.985196% |
0.059818 |
-0.038586 |
0.003352 |
0.109015 |
0.020338 |
|
500 |
Legs |
11/17(53) |
CALL |
240.00 / 290.00 |
$680 / $4,320 / 0.16 |
61.68% / $248.78 / 5.76% / 41.03% |
71.18% / $246.80 |
$6.80 / $8.00 / $1.20 / 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) |
CALL |
240.00 |
38.32% |
$8.00 / 44 |
$8.30 / 22 |
11 / 467 |
29.363751% |
0.462017 |
-0.135467 |
0.011201 |
0.364299 |
0.149611 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
1.93% |
$0.10 / 31 |
$1.20 / 107 |
0 / 113 |
32.499894% |
0.091045 |
-0.053401 |
0.004620 |
0.150247 |
0.030801 |
|
242 |
Legs |
11/17(53) |
CALL |
250.00 / 310.00 |
$365 / $5,635 / 0.07 |
75.15% / $233.64 / 4.15% / 28.33% |
79.24% / $253.65 |
$3.65 / $4.50 / $0.85 / 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 |
250.00 |
24.85% |
$4.50 / 33 |
$4.80 / 20 |
19 / 772 |
28.521239% |
0.358445 |
-0.125570 |
0.010536 |
0.342672 |
0.117515 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
0.35% |
0 / 0 |
$0.85 / 65 |
0 / 11 |
42.312139% |
0.038282 |
-0.026905 |
0.002345 |
0.076274 |
0.013072 |
|
456 |
Legs |
11/17(53) |
PUT |
230.00 / 185.00 |
$810 / $3,690 / 0.22 |
58.21% / $229.71 / 6.23% / 44.89% |
70.03% / $221.90 |
$8.10 / $9.00 / $0.90 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
230.00 |
41.79% |
$9.00 / 23 |
$9.30 / 1 |
38 / 295 |
30.380389% |
-0.427285 |
-0.108107 |
0.011065 |
0.359863 |
-0.173970 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
185.00 |
3.20% |
$0.80 / 28 |
$0.90 / 36 |
0 / 162 |
38.701559% |
-0.053835 |
-0.032350 |
0.003085 |
0.100331 |
-0.020853 |
|
621 |
Legs |
10/20(25) |
PUT |
230.00 / 185.00 |
$460 / $4,040 / 0.11 |
58.19% / $218.80 / 5.42% / 88.31% |
67.84% / $225.40 |
$4.60 / $5.30 / $0.70 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
230.00 |
41.81% |
$5.30 / 31 |
$5.60 / 38 |
47 / 319 |
26.444089% |
-0.431600 |
-0.157810 |
0.015543 |
0.257186 |
-0.086441 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
185.00 |
0.58% |
0 / 0 |
$0.70 / 31 |
0 / 26 |
51.304733% |
-0.014975 |
-0.016037 |
0.001495 |
0.024743 |
-0.002872 |
|
188 |
Legs |
11/17(53) |
CALL |
250.00 / 300.00 |
$380 / $4,620 / 0.08 |
75.15% / $206.38 / 4.47% / 30.78% |
79.40% / $253.80 |
$3.80 / $4.50 / $0.70 / 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 |
250.00 |
24.85% |
$4.50 / 33 |
$4.80 / 20 |
19 / 772 |
28.521239% |
0.358445 |
-0.125570 |
0.010536 |
0.342672 |
0.117515 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
0.85% |
0 / 0 |
$0.70 / 36 |
0 / 17 |
36.985196% |
0.059818 |
-0.038586 |
0.003352 |
0.109015 |
0.020338 |
|
|
536 |
|
11/17(53) |
CALL |
360.00 / 420.00 |
$965 / $5,035 / 0.19 |
58.86% / $353.15 / 7.01% / 51.62% |
70.41% / $369.65 |
$9.65 / $10.70 / $1.05 / 1 |
30 / 40.93% / 51 |
5 |
Legs |
Vertical |
Bearish |
$349.53 (-1.34%) / 939K |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
41.14% |
$10.70 / 1 |
$11.10 / 26 |
3 / 200 |
23.905023% |
0.472869 |
-0.167832 |
0.009334 |
0.553527 |
0.237214 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
2.05% |
$0.60 / 8 |
$1.05 / 30 |
0 / 3 |
26.013562% |
0.090078 |
-0.064525 |
0.003811 |
0.225983 |
0.046855 |
|
496 |
Legs |
12/15(81) |
PUT |
340.00 / 280.00 |
$835 / $5,165 / 0.16 |
68.39% / $309.15 / 5.99% / 27.12% |
75.73% / $331.65 |
$8.35 / $10.10 / $1.75 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
340.00 |
31.61% |
$10.10 / 2 |
$10.30 / 15 |
4 / 44 |
25.715425% |
-0.352511 |
-0.096586 |
0.007132 |
0.630667 |
-0.320280 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
2.55% |
$1.30 / 15 |
$1.75 / 36 |
0 / 4 |
33.559260% |
-0.045444 |
-0.027140 |
0.001835 |
0.162251 |
-0.039642 |
|
685 |
Legs |
12/15(81) |
PUT |
330.00 / 270.00 |
$525 / $5,475 / 0.10 |
77.04% / $245.79 / 4.49% / 19.88% |
80.91% / $324.75 |
$5.25 / $7.30 / $2.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
22.96% |
$7.30 / 2 |
$7.50 / 15 |
2 / 24 |
26.623010% |
-0.280854 |
-0.089703 |
0.006474 |
0.572521 |
-0.253015 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
1.48% |
$0.05 / 34 |
$2.05 / 52 |
0 / 5 |
34.732902% |
-0.026402 |
-0.017510 |
0.001175 |
0.103895 |
-0.022921 |
|
89 |
Legs |
11/17(53) |
CALL |
370.00 / 420.00 |
$585 / $4,415 / 0.13 |
70.79% / $234.29 / 5.31% / 37.37% |
76.80% / $375.85 |
$5.85 / $6.90 / $1.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
370.00 |
29.21% |
$6.90 / 1 |
$7.20 / 14 |
4 / 345 |
23.434620% |
0.384308 |
-0.158441 |
0.008960 |
0.531315 |
0.194455 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
2.05% |
$0.60 / 8 |
$1.05 / 30 |
0 / 3 |
26.013562% |
0.090078 |
-0.064525 |
0.003811 |
0.225983 |
0.046855 |
|
56 |
Legs |
11/17(53) |
PUT |
340.00 / 290.00 |
$575 / $4,425 / 0.13 |
69.90% / $220.67 / 4.99% / 34.83% |
76.01% / $334.25 |
$5.75 / $7.50 / $1.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
340.00 |
30.10% |
$7.50 / 1 |
$7.80 / 10 |
3 / 62 |
25.302761% |
-0.343227 |
-0.121169 |
0.008624 |
0.511400 |
-0.204962 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
290.00 |
2.06% |
$0.90 / 6 |
$1.75 / 53 |
0 / 1 |
34.442991% |
-0.043040 |
-0.032216 |
0.002145 |
0.127172 |
-0.024878 |
|
481 |
Legs |
11/17(53) |
CALL |
360.00 / 410.00 |
$915 / $4,085 / 0.22 |
58.86% / $215.61 / 5.28% / 37.14% |
69.85% / $369.15 |
$9.15 / $10.70 / $1.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
41.14% |
$10.70 / 1 |
$11.10 / 26 |
3 / 200 |
23.905023% |
0.472869 |
-0.167832 |
0.009334 |
0.553527 |
0.237214 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
410.00 |
3.93% |
$0.90 / 14 |
$1.55 / 56 |
0 / 14 |
25.207127% |
0.126853 |
-0.083044 |
0.004877 |
0.289234 |
0.065718 |
|
|
952 |
|
12/15(81) |
CALL |
240.00 / 300.00 |
$690 / $5,310 / 0.13 |
59.54% / $348.55 / 6.56% / 30.01% |
70.30% / $246.90 |
$6.90 / $7.30 / $0.40 / 1 |
51 / 46.66% / 0 |
5 |
Legs |
Vertical |
Bearish |
$233.51 (+0.60%) / 995K |
|
Earnings: 10/24 / Ex-Div: 09/28 ($1.40) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
40.46% |
$7.30 / 1 |
$7.50 / 20 |
2 / 323 |
20.585372% |
0.470821 |
-0.081033 |
0.012177 |
0.447619 |
0.231486 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
0.56% |
0 / 0 |
$0.40 / 47 |
0 / 33 |
26.628298% |
0.046724 |
-0.019252 |
0.003002 |
0.110340 |
0.024102 |
|
937 |
Legs |
12/15(81) |
CALL |
240.00 / 290.00 |
$690 / $4,310 / 0.16 |
59.54% / $282.42 / 6.55% / 29.96% |
70.30% / $246.90 |
$6.90 / $7.30 / $0.40 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
40.46% |
$7.30 / 1 |
$7.50 / 20 |
2 / 323 |
20.585372% |
0.470821 |
-0.081033 |
0.012177 |
0.447619 |
0.231486 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
290.00 |
1.43% |
0 / 0 |
$0.40 / 39 |
0 / 137 |
23.561855% |
0.075864 |
-0.028219 |
0.004387 |
0.161245 |
0.038949 |
|
848 |
Legs |
12/15(81) |
PUT |
230.00 / 185.00 |
$600 / $3,900 / 0.15 |
61.42% / $214.51 / 5.50% / 24.74% |
70.74% / $224.00 |
$6.00 / $7.10 / $1.10 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
230.00 |
38.58% |
$7.10 / 23 |
$7.40 / 21 |
1 / 56 |
22.291296% |
-0.402966 |
-0.066732 |
0.011858 |
0.435882 |
-0.243617 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
185.00 |
1.93% |
$0.35 / 56 |
$1.10 / 88 |
0 / 9 |
31.435152% |
-0.035028 |
-0.014216 |
0.002376 |
0.087340 |
-0.020218 |
|
740 |
Legs |
12/15(81) |
CALL |
250.00 / 310.00 |
$305 / $5,695 / 0.05 |
74.58% / $204.02 / 3.58% / 15.64% |
78.41% / $253.05 |
$3.05 / $3.40 / $0.35 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
25.42% |
$3.40 / 31 |
$3.80 / 30 |
3 / 476 |
19.278149% |
0.357123 |
-0.075250 |
0.011435 |
0.420328 |
0.177797 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
0.20% |
0 / 0 |
$0.35 / 40 |
0 / 11 |
28.890698% |
0.027838 |
-0.012571 |
0.001965 |
0.072230 |
0.014418 |
|
310 |
Legs |
11/17(53) |
PUT |
230.00 / 195.00 |
$525 / $2,975 / 0.18 |
62.29% / $199.30 / 6.70% / 48.91% |
72.14% / $224.75 |
$5.25 / $6.00 / $0.75 / 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 |
230.00 |
37.71% |
$6.00 / 12 |
$6.30 / 40 |
1 / 78 |
23.446233% |
-0.399743 |
-0.083278 |
0.014470 |
0.356688 |
-0.158943 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
195.00 |
2.09% |
$0.60 / 25 |
$0.75 / 70 |
0 / 1 |
30.707551% |
-0.044120 |
-0.021082 |
0.003502 |
0.086316 |
-0.016928 |
|
881 |
Legs |
12/15(81) |
CALL |
240.00 / 280.00 |
$705 / $3,295 / 0.21 |
59.54% / $193.92 / 5.89% / 26.63% |
70.51% / $247.05 |
$7.05 / $7.30 / $0.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
40.46% |
$7.30 / 1 |
$7.50 / 20 |
2 / 323 |
20.585372% |
0.470821 |
-0.081033 |
0.012177 |
0.447619 |
0.231486 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
3.38% |
$0.15 / 2 |
$0.25 / 64 |
15 / 199 |
18.007389% |
0.118816 |
-0.039392 |
0.006100 |
0.224242 |
0.060657 |
|
|
901 |
|
10/20(25) |
CALL |
500.00 / 560.00 |
$780 / $5,220 / 0.15 |
50.91% / $339.33 / 6.50% / 112.92% |
64.42% / $507.80 |
$7.80 / $8.80 / $1.00 / 3 |
39 / 24.15% / 15 |
5 |
Legs |
Vertical |
Bearish |
$494.97 (-0.13%) / 436K |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
500.00 |
49.09% |
$8.80 / 3 |
$9.30 / 1 |
6 / 141 |
16.090210% |
0.512098 |
-0.246086 |
0.012473 |
0.559914 |
0.192665 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
560.00 |
0.52% |
0 / 0 |
$1.00 / 9 |
0 / 5 |
25.873832% |
0.041216 |
-0.050836 |
0.002763 |
0.124022 |
0.015905 |
|
197 |
Legs |
10/20(25) |
PUT |
490.00 / 430.00 |
$395 / $5,605 / 0.07 |
68.01% / $251.74 / 4.49% / 69.42% |
73.96% / $486.05 |
$3.95 / $5.40 / $1.45 / 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 |
490.00 |
31.99% |
$5.40 / 4 |
$5.80 / 2 |
0 / 115 |
17.706278% |
-0.364532 |
-0.185932 |
0.011754 |
0.527642 |
-0.150910 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
430.00 |
0.15% |
0 / 0 |
$1.45 / 5 |
0 / 3 |
36.231469% |
-0.008581 |
-0.012361 |
0.000729 |
0.032746 |
-0.003472 |
|
84 |
Legs |
10/20(25) |
PUT |
490.00 / 450.00 |
$460 / $3,540 / 0.13 |
68.01% / $205.16 / 5.80% / 96.61% |
74.87% / $485.40 |
$4.60 / $5.40 / $0.80 / 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 |
490.00 |
31.99% |
$5.40 / 4 |
$5.80 / 2 |
0 / 115 |
17.706278% |
-0.364532 |
-0.185932 |
0.011754 |
0.527642 |
-0.150910 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
450.00 |
1.50% |
$0.20 / 9 |
$0.80 / 9 |
0 / 5 |
21.728337% |
-0.047041 |
-0.051455 |
0.003074 |
0.137972 |
-0.019133 |
|
261 |
Legs |
10/20(25) |
CALL |
510.00 / 560.00 |
$360 / $4,640 / 0.08 |
67.96% / $195.27 / 4.21% / 64.00% |
73.37% / $513.60 |
$3.60 / $4.60 / $1.00 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
510.00 |
32.04% |
$4.60 / 5 |
$5.00 / 2 |
2 / 80 |
15.700961% |
0.390357 |
-0.231722 |
0.012006 |
0.538954 |
0.147829 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
560.00 |
0.52% |
0 / 0 |
$1.00 / 9 |
0 / 5 |
25.873832% |
0.041216 |
-0.050836 |
0.002763 |
0.124022 |
0.015905 |
|
752 |
Legs |
11/17(53) |
CALL |
500.00 / 550.00 |
$1,350 / $3,650 / 0.37 |
49.24% / $161.85 / 4.43% / 30.53% |
65.72% / $513.50 |
$13.50 / $15.20 / $1.70 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
500.00 |
50.76% |
$15.20 / 1 |
$15.50 / 2 |
0 / 241 |
18.362384% |
0.530784 |
-0.182945 |
0.008870 |
0.782624 |
0.384078 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
6.72% |
$0.40 / 9 |
$1.70 / 3 |
0 / 10 |
15.865998% |
0.162944 |
-0.105203 |
0.005494 |
0.484775 |
0.121025 |
|
322 |
Legs |
11/17(53) |
PUT |
480.00 / 420.00 |
$290 / $5,710 / 0.05 |
76.10% / $140.91 / 2.47% / 16.15% |
78.77% / $477.10 |
$2.90 / $6.80 / $3.90 / 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) |
PUT |
480.00 |
23.90% |
$6.80 / 4 |
$7.30 / 2 |
0 / 50 |
20.283353% |
-0.296949 |
-0.118565 |
0.007721 |
0.681270 |
-0.244893 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
420.00 |
0.70% |
$1.00 / 9 |
$3.90 / 9 |
0 / 24 |
33.385141% |
-0.021783 |
-0.019211 |
0.001162 |
0.102492 |
-0.017537 |
|
|
914 |
|
11/17(53) |
CALL |
210.00 / 260.00 |
$675 / $4,325 / 0.16 |
51.06% / $329.97 / 7.63% / 57.06% |
67.72% / $216.75 |
$6.75 / $7.00 / $0.25 / 41 |
90 / 49.68% / 74 |
5 |
Legs |
Vertical |
Bearish |
$207.20 (-0.46%) / 2.47M |
|
Earnings: 11/03 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
48.94% |
$7.00 / 41 |
$7.30 / 41 |
3 / 294 |
21.220600% |
0.521376 |
-0.081950 |
0.018158 |
0.328373 |
0.156809 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
0.16% |
$0.05 / 173 |
$0.25 / 154 |
1 / 368 |
25.500063% |
0.023341 |
-0.010860 |
0.002523 |
0.045622 |
0.007344 |
|
947 |
Legs |
11/17(53) |
CALL |
210.00 / 270.00 |
$625 / $5,375 / 0.12 |
51.06% / $316.16 / 5.88% / 42.04% |
66.58% / $216.25 |
$6.25 / $7.00 / $0.75 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
48.94% |
$7.00 / 41 |
$7.30 / 41 |
3 / 294 |
21.220600% |
0.521376 |
-0.081950 |
0.018158 |
0.328373 |
0.156809 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
0.03% |
0 / 0 |
$0.75 / 158 |
0 / 99 |
38.424347% |
0.009374 |
-0.004944 |
0.001152 |
0.020831 |
0.002961 |
|
861 |
Legs |
11/17(53) |
CALL |
210.00 / 250.00 |
$665 / $3,335 / 0.20 |
51.06% / $282.74 / 8.48% / 64.82% |
67.49% / $216.65 |
$6.65 / $7.00 / $0.35 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
48.94% |
$7.00 / 41 |
$7.30 / 41 |
3 / 294 |
21.220600% |
0.521376 |
-0.081950 |
0.018158 |
0.328373 |
0.156809 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
0.79% |
$0.15 / 240 |
$0.35 / 522 |
1 / 225 |
23.351409% |
0.053296 |
-0.021440 |
0.004961 |
0.089711 |
0.016687 |
|
216 |
Legs |
11/17(53) |
CALL |
220.00 / 260.00 |
$255 / $3,745 / 0.07 |
74.66% / $178.20 / 4.76% / 33.03% |
79.43% / $222.55 |
$2.55 / $2.80 / $0.25 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
25.34% |
$2.80 / 72 |
$3.00 / 151 |
4 / 1,114 |
19.655520% |
0.347997 |
-0.074745 |
0.016874 |
0.305144 |
0.106232 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
0.16% |
$0.05 / 173 |
$0.25 / 154 |
1 / 368 |
25.500063% |
0.023341 |
-0.010860 |
0.002523 |
0.045622 |
0.007344 |
|
742 |
Legs |
11/17(53) |
CALL |
210.00 / 240.00 |
$650 / $2,350 / 0.28 |
51.06% / $173.50 / 7.38% / 54.86% |
67.15% / $216.50 |
$6.50 / $7.00 / $0.50 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
48.94% |
$7.00 / 41 |
$7.30 / 41 |
3 / 294 |
21.220600% |
0.521376 |
-0.081950 |
0.018158 |
0.328373 |
0.156809 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
3.18% |
$0.35 / 231 |
$0.50 / 494 |
0 / 577 |
20.834996% |
0.110667 |
-0.037507 |
0.008632 |
0.156099 |
0.034434 |
|
670 |
Legs |
10/27(32) |
CALL |
210.00 / 235.00 |
$450 / $2,050 / 0.22 |
51.61% / $130.39 / 6.36% / 81.79% |
65.80% / $214.50 |
$4.50 / $5.20 / $0.70 / 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 |
210.00 |
48.39% |
$5.20 / 30 |
$5.50 / 32 |
1 / 20 |
20.468474% |
0.511991 |
-0.101952 |
0.022904 |
0.261601 |
0.098980 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
235.00 |
2.36% |
$0.20 / 21 |
$0.70 / 40 |
0 / 8 |
23.484710% |
0.092736 |
-0.041178 |
0.009553 |
0.109112 |
0.018433 |
|
|
980 |
|
12/15(81) |
CALL |
290.00 / 350.00 |
$1,080 / $4,920 / 0.22 |
53.55% / $328.93 / 6.69% / 30.63% |
67.57% / $300.80 |
$10.80 / $11.20 / $0.40 / 32 |
65 / 36.58% / 39 |
5 |
Legs |
Vertical |
Bearish |
$285.28 (+0.29%) / 953K |
|
Earnings: 10/30 / Ex-Div: 09/28 ($0.75) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
290.00 |
46.45% |
$11.20 / 32 |
$11.60 / 20 |
7 / 148 |
21.342765% |
0.515551 |
-0.107684 |
0.009750 |
0.549644 |
0.307424 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
350.00 |
2.41% |
$0.10 / 70 |
$0.40 / 66 |
0 / 109 |
19.690968% |
0.100256 |
-0.044695 |
0.004309 |
0.242886 |
0.062618 |
|
783 |
Legs |
12/15(81) |
PUT |
280.00 / 220.00 |
$695 / $5,305 / 0.13 |
63.97% / $303.10 / 5.71% / 25.78% |
72.33% / $273.05 |
$6.95 / $8.00 / $1.05 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
280.00 |
36.03% |
$8.00 / 38 |
$8.40 / 43 |
4 / 1,309 |
22.633828% |
-0.385524 |
-0.079429 |
0.009361 |
0.527695 |
-0.285090 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
1.30% |
$0.15 / 67 |
$1.05 / 77 |
0 / 15 |
32.135624% |
-0.023658 |
-0.012680 |
0.001368 |
0.077102 |
-0.016667 |
|
773 |
Legs |
12/15(81) |
CALL |
300.00 / 360.00 |
$650 / $5,350 / 0.12 |
66.60% / $301.76 / 5.64% / 25.42% |
74.02% / $306.50 |
$6.50 / $6.70 / $0.20 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
300.00 |
33.40% |
$6.70 / 38 |
$7.00 / 26 |
20 / 226 |
20.295549% |
0.421287 |
-0.103857 |
0.009573 |
0.539664 |
0.254063 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
360.00 |
1.20% |
0 / 0 |
$0.20 / 51 |
0 / 3 |
21.360050% |
0.069725 |
-0.033874 |
0.003281 |
0.184935 |
0.043738 |
|
698 |
Legs |
12/15(81) |
PUT |
270.00 / 210.00 |
$435 / $5,565 / 0.08 |
75.62% / $260.26 / 4.68% / 20.77% |
79.88% / $265.65 |
$4.35 / $5.10 / $0.75 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
24.38% |
$5.10 / 30 |
$5.50 / 47 |
12 / 366 |
23.717863% |
-0.292511 |
-0.073246 |
0.008416 |
0.474462 |
-0.213998 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
0.61% |
$0.05 / 70 |
$0.75 / 77 |
0 / 6 |
34.226168% |
-0.010442 |
-0.006330 |
0.000678 |
0.038245 |
-0.007319 |
|
739 |
Legs |
12/15(81) |
PUT |
280.00 / 230.00 |
$695 / $4,305 / 0.16 |
63.97% / $217.71 / 5.06% / 22.59% |
72.33% / $273.05 |
$6.95 / $8.00 / $1.05 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
280.00 |
36.03% |
$8.00 / 38 |
$8.40 / 43 |
4 / 1,309 |
22.633828% |
-0.385524 |
-0.079429 |
0.009361 |
0.527695 |
-0.285090 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
2.63% |
$0.35 / 69 |
$1.05 / 60 |
0 / 41 |
28.565084% |
-0.047324 |
-0.022253 |
0.002419 |
0.136366 |
-0.033534 |
|
269 |
Legs |
10/20(25) |
PUT |
280.00 / 220.00 |
$295 / $5,705 / 0.05 |
67.81% / $198.67 / 3.48% / 50.80% |
73.74% / $277.05 |
$2.95 / $3.70 / $0.75 / 26 |
|
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 |
280.00 |
32.19% |
$3.70 / 26 |
$3.90 / 59 |
97 / 406 |
21.606763% |
-0.363327 |
-0.143237 |
0.015746 |
0.302850 |
-0.087615 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
220.00 |
0.01% |
0 / 0 |
$0.75 / 50 |
0 / 2 |
56.243244% |
-0.000579 |
-0.000820 |
0.000085 |
0.001644 |
-0.000135 |
|
|
725 |
|
11/17(53) |
CALL |
330.00 / 390.00 |
$1,015 / $4,985 / 0.20 |
54.90% / $327.66 / 6.57% / 47.83% |
67.94% / $340.15 |
$10.15 / $11.10 / $0.95 / 3 |
95 / 43.25% / 39 |
5 |
Legs |
Vertical |
Bearish |
$324.22 (-0.02%) / 388K |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
330.00 |
45.10% |
$11.10 / 3 |
$11.50 / 18 |
5 / 45 |
23.792624% |
0.501986 |
-0.158211 |
0.009680 |
0.512889 |
0.231501 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
2.20% |
0 / 0 |
$0.95 / 16 |
0 / 49 |
27.729613% |
0.093988 |
-0.063351 |
0.004073 |
0.215816 |
0.045134 |
|
416 |
Legs |
11/17(53) |
PUT |
320.00 / 260.00 |
$715 / $5,285 / 0.14 |
62.17% / $290.64 / 5.50% / 38.92% |
70.93% / $312.85 |
$7.15 / $8.50 / $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) |
PUT |
320.00 |
37.83% |
$8.50 / 6 |
$8.80 / 8 |
6 / 577 |
24.161685% |
-0.400571 |
-0.124765 |
0.009382 |
0.497071 |
-0.223593 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
260.00 |
1.42% |
$0.75 / 15 |
$1.35 / 15 |
0 / 6 |
37.347837% |
-0.029053 |
-0.022906 |
0.001610 |
0.085281 |
-0.015535 |
|
314 |
Legs |
11/17(53) |
CALL |
340.00 / 400.00 |
$535 / $5,465 / 0.10 |
67.76% / $243.79 / 4.46% / 30.73% |
73.81% / $345.35 |
$5.35 / $6.60 / $1.25 / 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 |
340.00 |
32.24% |
$6.60 / 19 |
$7.10 / 15 |
2 / 57 |
22.677491% |
0.408629 |
-0.151942 |
0.009429 |
0.499561 |
0.190299 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
1.07% |
0 / 0 |
$1.25 / 16 |
0 / 6 |
32.664930% |
0.064638 |
-0.047521 |
0.003067 |
0.162487 |
0.031159 |
|
596 |
Legs |
11/17(53) |
CALL |
330.00 / 380.00 |
$1,035 / $3,965 / 0.26 |
54.90% / $222.05 / 5.60% / 39.74% |
68.17% / $340.35 |
$10.35 / $11.10 / $0.75 / 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 |
330.00 |
45.10% |
$11.10 / 3 |
$11.50 / 18 |
5 / 45 |
23.792624% |
0.501986 |
-0.158211 |
0.009680 |
0.512889 |
0.231501 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
4.27% |
$0.55 / 15 |
$0.75 / 6 |
0 / 30 |
22.585749% |
0.133278 |
-0.081659 |
0.005227 |
0.276959 |
0.063721 |
|
224 |
Legs |
11/17(53) |
PUT |
310.00 / 250.00 |
$390 / $5,610 / 0.07 |
74.09% / $214.17 / 3.82% / 25.87% |
78.07% / $306.10 |
$3.90 / $5.50 / $1.60 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
310.00 |
25.91% |
$5.50 / 20 |
$5.80 / 6 |
2 / 81 |
25.354335% |
-0.307485 |
-0.115719 |
0.008536 |
0.452237 |
-0.170001 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
250.00 |
0.66% |
$0.05 / 25 |
$1.60 / 20 |
0 / 21 |
40.420832% |
-0.013715 |
-0.012182 |
0.000852 |
0.045130 |
-0.007300 |
|
599 |
Legs |
12/15(81) |
PUT |
310.00 / 250.00 |
$555 / $5,445 / 0.10 |
71.67% / $192.85 / 3.54% / 15.45% |
76.50% / $304.45 |
$5.55 / $7.30 / $1.75 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
310.00 |
28.33% |
$7.30 / 8 |
$7.70 / 8 |
1 / 58 |
24.902894% |
-0.324083 |
-0.094155 |
0.007145 |
0.564502 |
-0.272886 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
250.00 |
1.92% |
$0.10 / 41 |
$1.75 / 20 |
0 / 246 |
34.207049% |
-0.032160 |
-0.020168 |
0.001434 |
0.113271 |
-0.025957 |
|
|
735 |
|
10/20(25) |
CALL |
510.00 / 570.00 |
$1,245 / $4,755 / 0.26 |
51.05% / $323.46 / 6.80% / 120.28% |
66.46% / $522.45 |
$12.45 / $13.30 / $0.85 / 5 |
90 / 67.91% / 76 |
5 |
Legs |
Vertical |
Bearish |
$504.75 (+0.06%) / 391K |
|
Earnings: 09/27 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
510.00 |
48.95% |
$13.30 / 5 |
$14.20 / 12 |
20 / 104 |
23.654493% |
0.517802 |
-0.326553 |
0.009010 |
0.570944 |
0.195242 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
570.00 |
3.11% |
0 / 0 |
$0.85 / 6 |
0 / 17 |
24.396262% |
0.108426 |
-0.146800 |
0.004210 |
0.266771 |
0.042053 |
|
270 |
Legs |
10/20(25) |
PUT |
500.00 / 440.00 |
$735 / $5,265 / 0.14 |
63.94% / $308.52 / 5.86% / 98.05% |
72.24% / $492.65 |
$7.35 / $8.60 / $1.25 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
500.00 |
36.06% |
$8.60 / 5 |
$9.40 / 15 |
383 / 92 |
24.012264% |
-0.391856 |
-0.271801 |
0.008688 |
0.550538 |
-0.168592 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
440.00 |
1.50% |
$0.05 / 6 |
$1.25 / 6 |
0 / 55 |
30.138178% |
-0.040462 |
-0.064196 |
0.001968 |
0.124696 |
-0.016946 |
|
371 |
Legs |
10/20(25) |
CALL |
520.00 / 580.00 |
$715 / $5,285 / 0.14 |
63.58% / $285.47 / 5.40% / 88.00% |
71.67% / $527.15 |
$7.15 / $8.40 / $1.25 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
520.00 |
36.42% |
$8.40 / 5 |
$9.30 / 20 |
9 / 240 |
22.621431% |
0.429092 |
-0.318313 |
0.008878 |
0.562580 |
0.162866 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
580.00 |
1.57% |
0 / 0 |
$1.25 / 12 |
0 / 2 |
29.680258% |
0.075633 |
-0.112056 |
0.003223 |
0.204230 |
0.029416 |
|
159 |
Legs |
10/20(25) |
PUT |
490.00 / 430.00 |
$455 / $5,545 / 0.08 |
74.96% / $262.05 / 4.73% / 74.04% |
79.26% / $485.45 |
$4.55 / $5.90 / $1.35 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
490.00 |
25.04% |
$5.90 / 1 |
$6.40 / 11 |
11 / 136 |
25.096909% |
-0.306115 |
-0.251111 |
0.007935 |
0.502820 |
-0.130921 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
430.00 |
0.70% |
0 / 0 |
$1.35 / 21 |
0 / 5 |
39.280049% |
-0.022220 |
-0.039191 |
0.001197 |
0.075880 |
-0.009279 |
|
193 |
Legs |
10/20(25) |
PUT |
500.00 / 450.00 |
$740 / $4,260 / 0.17 |
63.94% / $219.09 / 5.14% / 82.54% |
72.30% / $492.60 |
$7.40 / $8.60 / $1.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
500.00 |
36.06% |
$8.60 / 5 |
$9.40 / 15 |
383 / 92 |
24.012264% |
-0.391856 |
-0.271801 |
0.008688 |
0.550538 |
-0.168592 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
450.00 |
2.99% |
$0.45 / 6 |
$1.20 / 1 |
19 / 27 |
27.626609% |
-0.068542 |
-0.097120 |
0.002989 |
0.189384 |
-0.028800 |
|
857 |
Legs |
12/15(81) |
CALL |
530.00 / 620.00 |
$1,080 / $7,920 / 0.14 |
64.26% / $218.51 / 2.76% / 11.89% |
71.19% / $540.80 |
$10.80 / $12.00 / $1.20 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
530.00 |
35.74% |
$12.00 / 15 |
$12.40 / 5 |
3 / 33 |
19.291224% |
0.440615 |
-0.193942 |
0.005203 |
0.966472 |
0.468743 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
3.07% |
0 / 0 |
$1.20 / 25 |
0 / 1 |
23.187571% |
0.114573 |
-0.091213 |
0.002557 |
0.474881 |
0.126473 |
|
|
520 |
|
11/17(53) |
CALL |
210.00 / 270.00 |
$650 / $5,350 / 0.12 |
63.22% / $322.31 / 6.02% / 43.22% |
72.20% / $216.50 |
$6.50 / $7.50 / $1.00 / 5 |
46 / 24.80% / 46 |
5 |
Legs |
Vertical |
Bearish |
$199.62 (+0.74%) / 765K |
|
Earnings: 11/01 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
36.78% |
$7.50 / 5 |
$7.90 / 20 |
6 / 55 |
33.170046% |
0.456942 |
-0.131732 |
0.011347 |
0.315951 |
0.126715 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
0.80% |
0 / 0 |
$1.00 / 44 |
0 / 7 |
45.336127% |
0.059672 |
-0.037764 |
0.003393 |
0.094489 |
0.017472 |
|
462 |
Legs |
11/17(53) |
CALL |
210.00 / 260.00 |
$660 / $4,340 / 0.15 |
63.22% / $258.07 / 5.95% / 42.57% |
72.33% / $216.60 |
$6.60 / $7.50 / $0.90 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
36.78% |
$7.50 / 5 |
$7.90 / 20 |
6 / 55 |
33.170046% |
0.456942 |
-0.131732 |
0.011347 |
0.315951 |
0.126715 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
1.79% |
0 / 0 |
$0.90 / 42 |
0 / 4 |
39.775174% |
0.090143 |
-0.051947 |
0.004651 |
0.129516 |
0.026247 |
|
284 |
Legs |
11/17(53) |
CALL |
220.00 / 280.00 |
$335 / $5,665 / 0.06 |
76.46% / $217.40 / 3.84% / 26.01% |
80.12% / $223.35 |
$3.35 / $4.20 / $0.85 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
23.54% |
$4.20 / 1 |
$4.50 / 16 |
13 / 54 |
32.233923% |
0.353297 |
-0.121891 |
0.010633 |
0.296066 |
0.099343 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
0.34% |
0 / 0 |
$0.85 / 49 |
0 / 2 |
48.095143% |
0.038591 |
-0.026569 |
0.002394 |
0.066674 |
0.011353 |
|
263 |
Legs |
11/17(53) |
CALL |
220.00 / 270.00 |
$320 / $4,680 / 0.07 |
76.46% / $169.99 / 3.63% / 24.49% |
79.96% / $223.20 |
$3.20 / $4.20 / $1.00 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
23.54% |
$4.20 / 1 |
$4.50 / 16 |
13 / 54 |
32.233923% |
0.353297 |
-0.121891 |
0.010633 |
0.296066 |
0.099343 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
0.80% |
0 / 0 |
$1.00 / 44 |
0 / 7 |
45.336127% |
0.059672 |
-0.037764 |
0.003393 |
0.094489 |
0.017472 |
|
315 |
Legs |
10/20(25) |
CALL |
210.00 / 250.00 |
$275 / $3,725 / 0.07 |
68.27% / $140.76 / 3.78% / 56.07% |
73.45% / $212.75 |
$2.75 / $2.95 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
210.00 |
31.73% |
$2.95 / 1 |
$3.10 / 7 |
31 / 619 |
26.245305% |
0.405332 |
-0.175990 |
0.015549 |
0.220271 |
0.059551 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
250.00 |
0.62% |
0 / 0 |
$0.20 / 23 |
0 / 10 |
37.415202% |
0.049543 |
-0.045195 |
0.004107 |
0.058175 |
0.007544 |
|
389 |
Legs |
11/17(53) |
CALL |
210.00 / 250.00 |
$620 / $3,380 / 0.18 |
63.22% / $140.31 / 4.15% / 28.37% |
71.82% / $216.20 |
$6.20 / $7.50 / $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 |
210.00 |
36.78% |
$7.50 / 5 |
$7.90 / 20 |
6 / 55 |
33.170046% |
0.456942 |
-0.131732 |
0.011347 |
0.315951 |
0.126715 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
3.79% |
0 / 0 |
$1.30 / 36 |
0 / 21 |
38.077988% |
0.132709 |
-0.068860 |
0.006139 |
0.170937 |
0.038390 |
|
|
477 |
|
11/17(53) |
CALL |
260.00 / 320.00 |
$640 / $5,360 / 0.12 |
63.74% / $314.94 / 5.88% / 41.99% |
72.26% / $266.40 |
$6.40 / $6.60 / $0.20 / 63 |
76 / 69.55% / 25 |
5 |
Legs |
Vertical |
Bearish |
$248.37 (-0.50%) / 2.76M |
|
Earnings: 10/19 / Ex-Div: 10/11 ($0.27) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
36.26% |
$6.60 / 98 |
$6.90 / 135 |
32 / 861 |
25.137846% |
0.444521 |
-0.137457 |
0.010833 |
0.390874 |
0.156462 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
0.84% |
$0.10 / 125 |
$0.20 / 63 |
64 / 2 |
27.327850% |
0.058660 |
-0.038968 |
0.003210 |
0.115835 |
0.021591 |
|
929 |
Legs |
12/15(81) |
CALL |
260.00 / 320.00 |
$810 / $5,190 / 0.16 |
61.10% / $227.61 / 4.39% / 19.39% |
70.14% / $268.10 |
$8.10 / $8.80 / $0.70 / 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 |
260.00 |
38.90% |
$8.80 / 1 |
$9.00 / 36 |
16 / 3,571 |
24.372998% |
0.473008 |
-0.115698 |
0.008934 |
0.480716 |
0.241751 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
2.56% |
$0.20 / 118 |
$0.70 / 424 |
0 / 10 |
26.197233% |
0.108287 |
-0.051467 |
0.004176 |
0.224693 |
0.058145 |
|
431 |
Legs |
11/17(53) |
CALL |
260.00 / 310.00 |
$615 / $4,385 / 0.14 |
63.74% / $225.03 / 5.13% / 35.97% |
71.95% / $266.15 |
$6.15 / $6.60 / $0.45 / 98 |
|
Underlying |
Leg |
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 |
36.26% |
$6.60 / 98 |
$6.90 / 135 |
32 / 861 |
25.137846% |
0.444521 |
-0.137457 |
0.010833 |
0.390874 |
0.156462 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
1.88% |
$0.20 / 133 |
$0.45 / 529 |
0 / 4 |
27.278881% |
0.088836 |
-0.053754 |
0.004412 |
0.159176 |
0.032545 |
|
683 |
Legs |
12/15(81) |
CALL |
270.00 / 330.00 |
$475 / $5,525 / 0.09 |
72.07% / $189.08 / 3.42% / 14.90% |
76.58% / $274.75 |
$4.75 / $5.10 / $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) |
CALL |
270.00 |
27.93% |
$5.10 / 55 |
$5.40 / 55 |
71 / 339 |
23.473358% |
0.389762 |
-0.110035 |
0.008612 |
0.463398 |
0.201553 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
1.40% |
$0.10 / 192 |
$0.35 / 394 |
0 / 58 |
25.954553% |
0.079444 |
-0.040776 |
0.003322 |
0.178724 |
0.042864 |
|
75 |
Legs |
11/17(53) |
PUT |
240.00 / 195.00 |
$475 / $4,025 / 0.12 |
69.82% / $182.31 / 4.53% / 31.26% |
75.69% / $235.25 |
$4.75 / $5.40 / $0.65 / 189 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
240.00 |
30.18% |
$5.40 / 189 |
$5.60 / 1 |
38 / 400 |
27.382441% |
-0.340191 |
-0.106366 |
0.010051 |
0.362643 |
-0.147065 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
195.00 |
1.87% |
$0.05 / 435 |
$0.65 / 580 |
0 / 2 |
34.724264% |
-0.032984 |
-0.022529 |
0.002019 |
0.072840 |
-0.013680 |
|
257 |
Legs |
11/17(53) |
CALL |
270.00 / 320.00 |
$330 / $4,670 / 0.07 |
76.50% / $174.22 / 3.73% / 25.22% |
80.00% / $273.30 |
$3.30 / $3.50 / $0.20 / 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 |
270.00 |
23.50% |
$3.50 / 66 |
$3.70 / 112 |
23 / 914 |
24.479639% |
0.345033 |
-0.126566 |
0.010105 |
0.364583 |
0.122809 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
0.84% |
$0.10 / 125 |
$0.20 / 63 |
64 / 2 |
27.327850% |
0.058660 |
-0.038968 |
0.003210 |
0.115835 |
0.021591 |
|
|
973 |
|
12/15(81) |
CALL |
230.00 / 290.00 |
$695 / $5,305 / 0.13 |
58.17% / $314.24 / 5.92% / 26.82% |
68.73% / $236.95 |
$6.95 / $8.50 / $1.55 / 5 |
8 / 4.97% / 48 |
5 |
Legs |
Vertical |
Bearish |
$222.75 (-0.42%) / 164K |
|
Earnings: 11/01 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
230.00 |
41.83% |
$8.50 / 5 |
$9.50 / 5 |
0 / 29 |
24.581212% |
0.486363 |
-0.091204 |
0.011824 |
0.430701 |
0.226127 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
290.00 |
0.81% |
0 / 0 |
$1.55 / 5 |
0 / 23 |
36.138049% |
0.057863 |
-0.024484 |
0.003434 |
0.125071 |
0.028325 |
|
701 |
Legs |
12/15(81) |
CALL |
240.00 / 290.00 |
$315 / $4,685 / 0.07 |
72.89% / $153.26 / 3.27% / 14.21% |
76.83% / $243.15 |
$3.15 / $4.70 / $1.55 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
27.11% |
$4.70 / 7 |
$5.50 / 2 |
0 / 6 |
23.599569% |
0.375730 |
-0.084748 |
0.011252 |
0.409872 |
0.177031 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
290.00 |
0.81% |
0 / 0 |
$1.55 / 5 |
0 / 23 |
36.138049% |
0.057863 |
-0.024484 |
0.003434 |
0.125071 |
0.028325 |
|
671 |
Legs |
11/17(53) |
CALL |
230.00 / 270.00 |
$365 / $3,635 / 0.10 |
60.74% / $100.70 / 2.77% / 18.27% |
67.55% / $233.65 |
$3.65 / $6.60 / $2.95 / 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 |
230.00 |
39.26% |
$6.60 / 1 |
$7.30 / 1 |
0 / 8 |
25.267331% |
0.460024 |
-0.107875 |
0.014375 |
0.351132 |
0.146748 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
1.66% |
0 / 0 |
$2.95 / 11 |
0 / 270 |
42.380616% |
0.080729 |
-0.038393 |
0.005421 |
0.132415 |
0.026715 |
|
441 |
Legs |
11/17(53) |
CALL |
230.00 / 260.00 |
$505 / $2,495 / 0.20 |
60.74% / $86.45 / 3.46% / 23.26% |
70.00% / $235.05 |
$5.05 / $6.60 / $1.55 / 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 |
230.00 |
39.26% |
$6.60 / 1 |
$7.30 / 1 |
0 / 8 |
25.267331% |
0.460024 |
-0.107875 |
0.014375 |
0.351132 |
0.146748 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
4.52% |
$0.75 / 15 |
$1.55 / 11 |
0 / 15 |
27.406785% |
0.136924 |
-0.056702 |
0.007939 |
0.193933 |
0.045027 |
|
426 |
Legs |
10/20(25) |
CALL |
230.00 / 260.00 |
$180 / $2,820 / 0.06 |
66.02% / $74.08 / 2.63% / 36.50% |
70.55% / $231.80 |
$1.80 / $2.80 / $1.00 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
230.00 |
33.98% |
$2.80 / 6 |
$3.50 / 10 |
0 / 18 |
21.279096% |
0.411805 |
-0.142962 |
0.019758 |
0.245545 |
0.068815 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
260.00 |
0.79% |
0 / 0 |
$1.00 / 6 |
0 / 1 |
37.835802% |
0.053016 |
-0.038122 |
0.005486 |
0.068179 |
0.009090 |
|
805 |
Legs |
11/17(53) |
CALL |
230.00 / 280.00 |
$200 / $4,800 / 0.04 |
60.74% / $69.77 / 1.45% / 9.26% |
64.54% / $232.00 |
$2.00 / $6.60 / $4.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
39.26% |
$6.60 / 1 |
$7.30 / 1 |
0 / 8 |
25.267331% |
0.460024 |
-0.107875 |
0.014375 |
0.351132 |
0.146748 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
0.54% |
0 / 0 |
$4.60 / 7 |
0 / 1 |
55.268889% |
0.045038 |
-0.024172 |
0.003435 |
0.083905 |
0.014981 |
|
|
953 |
|
12/15(81) |
CALL |
270.00 / 330.00 |
$955 / $5,045 / 0.19 |
57.08% / $313.63 / 6.22% / 28.27% |
69.00% / $279.55 |
$9.55 / $10.30 / $0.75 / 4 |
76 / 65.80% / 58 |
5 |
Legs |
Vertical |
Bearish |
$263.98 (+0.32%) / 727K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
270.00 |
42.92% |
$10.30 / 4 |
$10.70 / 6 |
6 / 21 |
23.531551% |
0.491594 |
-0.095602 |
0.009491 |
0.507374 |
0.270333 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
2.21% |
$0.15 / 32 |
$0.75 / 35 |
0 / 360 |
24.065674% |
0.097113 |
-0.041864 |
0.004117 |
0.220095 |
0.056042 |
|
676 |
Legs |
10/20(25) |
CALL |
270.00 / 330.00 |
$455 / $5,545 / 0.08 |
59.88% / $268.68 / 4.85% / 76.44% |
69.61% / $274.55 |
$4.55 / $4.90 / $0.35 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
270.00 |
40.12% |
$4.90 / 10 |
$5.20 / 7 |
56 / 41 |
22.190595% |
0.456029 |
-0.165392 |
0.016265 |
0.296662 |
0.090118 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
330.00 |
0.03% |
0 / 0 |
$0.35 / 34 |
0 / 21 |
39.616639% |
0.010560 |
-0.011713 |
0.001149 |
0.020964 |
0.002166 |
|
642 |
Legs |
10/20(25) |
CALL |
270.00 / 320.00 |
$440 / $4,560 / 0.10 |
59.88% / $247.01 / 5.42% / 88.33% |
69.31% / $274.40 |
$4.40 / $4.90 / $0.50 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
270.00 |
40.12% |
$4.90 / 10 |
$5.20 / 7 |
56 / 41 |
22.190595% |
0.456029 |
-0.165392 |
0.016265 |
0.296662 |
0.090118 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
320.00 |
0.17% |
0 / 0 |
$0.50 / 32 |
6 / 6 |
37.235905% |
0.024479 |
-0.024062 |
0.002361 |
0.043068 |
0.005005 |
|
711 |
Legs |
12/15(81) |
CALL |
280.00 / 340.00 |
$505 / $5,495 / 0.09 |
69.52% / $227.29 / 4.14% / 18.21% |
74.98% / $285.05 |
$5.05 / $5.80 / $0.75 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
30.48% |
$5.80 / 14 |
$6.30 / 18 |
5 / 1,634 |
21.931359% |
0.400617 |
-0.093169 |
0.009219 |
0.492841 |
0.222897 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
1.12% |
0 / 0 |
$0.75 / 34 |
0 / 23 |
29.362576% |
0.068283 |
-0.032129 |
0.003158 |
0.168841 |
0.039585 |
|
562 |
Legs |
10/20(25) |
CALL |
270.00 / 310.00 |
$455 / $3,545 / 0.13 |
59.88% / $215.70 / 6.08% / 103.16% |
69.61% / $274.55 |
$4.55 / $4.90 / $0.35 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
270.00 |
40.12% |
$4.90 / 10 |
$5.20 / 7 |
56 / 41 |
22.190595% |
0.456029 |
-0.165392 |
0.016265 |
0.296662 |
0.090118 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
310.00 |
0.77% |
0 / 0 |
$0.35 / 38 |
10 / 14 |
29.933551% |
0.052465 |
-0.044894 |
0.004406 |
0.080360 |
0.010685 |
|
373 |
Legs |
10/20(25) |
PUT |
260.00 / 200.00 |
$320 / $5,680 / 0.06 |
65.49% / $207.14 / 3.65% / 53.70% |
71.98% / $256.80 |
$3.20 / $3.60 / $0.40 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
260.00 |
34.51% |
$3.60 / 10 |
$3.90 / 20 |
62 / 888 |
21.935191% |
-0.378148 |
-0.157496 |
0.015605 |
0.284622 |
-0.085345 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
200.00 |
0.02% |
0 / 0 |
$0.40 / 35 |
0 / 11 |
53.971374% |
-0.000732 |
-0.001057 |
0.000104 |
0.001896 |
-0.000159 |
|
|
933 |
|
12/15(81) |
CALL |
250.00 / 300.00 |
$675 / $4,325 / 0.16 |
59.63% / $312.42 / 7.22% / 33.37% |
70.83% / $256.75 |
$6.75 / $7.70 / $0.95 / 15 |
30 / 22.89% / 37 |
5 |
Legs |
Vertical |
Bearish |
$241.95 (+0.42%) / 545K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
40.37% |
$7.70 / 41 |
$8.10 / 1 |
1 / 532 |
20.685831% |
0.467559 |
-0.082157 |
0.013079 |
0.466346 |
0.241309 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
0.99% |
$0.40 / 2 |
$0.95 / 15 |
0 / 3 |
24.999310% |
0.061603 |
-0.023263 |
0.004003 |
0.142747 |
0.033108 |
|
402 |
Legs |
11/17(53) |
PUT |
240.00 / 195.00 |
$505 / $3,995 / 0.13 |
62.37% / $282.07 / 7.06% / 52.03% |
72.53% / $234.95 |
$5.05 / $6.20 / $1.15 / 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 |
240.00 |
37.63% |
$6.20 / 123 |
$6.60 / 1 |
0 / 45 |
22.935328% |
-0.402219 |
-0.072657 |
0.015549 |
0.371782 |
-0.164688 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
195.00 |
0.39% |
0 / 0 |
$1.15 / 6 |
0 / 14 |
40.157271% |
-0.011340 |
-0.006171 |
0.001196 |
0.028590 |
-0.004465 |
|
367 |
Legs |
11/17(53) |
PUT |
240.00 / 200.00 |
$500 / $3,500 / 0.14 |
62.37% / $254.50 / 7.27% / 53.88% |
72.44% / $235.00 |
$5.00 / $6.20 / $1.20 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
240.00 |
37.63% |
$6.20 / 123 |
$6.60 / 1 |
0 / 45 |
22.935328% |
-0.402219 |
-0.072657 |
0.015549 |
0.371782 |
-0.164688 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
200.00 |
0.78% |
0 / 0 |
$1.20 / 6 |
0 / 45 |
37.003011% |
-0.021124 |
-0.010472 |
0.002039 |
0.048756 |
-0.008341 |
|
515 |
Legs |
11/17(53) |
PUT |
240.00 / 190.00 |
$370 / $4,630 / 0.08 |
62.37% / $212.72 / 4.59% / 31.76% |
69.97% / $236.30 |
$3.70 / $6.20 / $2.50 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
240.00 |
37.63% |
$6.20 / 123 |
$6.60 / 1 |
0 / 45 |
22.935328% |
-0.402219 |
-0.072657 |
0.015549 |
0.371782 |
-0.164688 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
190.00 |
0.19% |
$0.05 / 15 |
$2.50 / 22 |
0 / 3 |
44.820986% |
-0.005656 |
-0.003362 |
0.000649 |
0.015513 |
-0.002222 |
|
800 |
Legs |
12/15(81) |
PUT |
240.00 / 200.00 |
$580 / $3,420 / 0.17 |
62.12% / $211.42 / 6.18% / 28.10% |
71.72% / $234.20 |
$5.80 / $7.40 / $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 |
240.00 |
37.88% |
$7.40 / 49 |
$8.80 / 52 |
0 / 42 |
23.393092% |
-0.401861 |
-0.057130 |
0.012726 |
0.453758 |
-0.249567 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
2.13% |
$0.90 / 15 |
$1.60 / 15 |
0 / 93 |
31.041422% |
-0.043752 |
-0.015309 |
0.003051 |
0.108777 |
-0.026118 |
|
219 |
Legs |
11/17(53) |
CALL |
250.00 / 280.00 |
$550 / $2,450 / 0.22 |
62.73% / $203.90 / 8.32% / 63.37% |
73.54% / $255.50 |
$5.50 / $6.00 / $0.50 / 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) |
CALL |
250.00 |
37.27% |
$6.00 / 48 |
$6.40 / 44 |
5 / 141 |
21.733220% |
0.438930 |
-0.096699 |
0.015844 |
0.378827 |
0.154821 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
2.81% |
$0.40 / 1 |
$0.50 / 51 |
0 / 43 |
20.584561% |
0.103450 |
-0.041844 |
0.007232 |
0.172928 |
0.037472 |
|
|
396 |
|
12/15(81) |
PUT |
17.50 / 2.50 |
$635 / $865 / 0.73 |
75.21% / $305.40 / 35.31% / 248.43% |
81.60% / $11.15 |
$6.35 / $6.60 / $0.25 / 1 |
83 / 77.87% / 83 |
5 |
Legs |
Vertical |
Bullish |
$20.39 (-4.05%) / 2.16M |
|
Earnings: 11/03 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
17.50 |
24.79% |
$6.60 / 30 |
$8.00 / 86 |
0 / 2 |
260.014647% |
-0.188283 |
-0.048864 |
0.008487 |
0.026904 |
-0.029988 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
12.83% |
$0.10 / 32 |
$0.25 / 1 |
0 / 313 |
270.984415% |
-0.015830 |
-0.007335 |
0.001247 |
0.003954 |
-0.001561 |
|
343 |
Legs |
12/15(81) |
PUT |
15.00 / 2.50 |
$485 / $765 / 0.63 |
78.05% / $238.28 / 31.15% / 206.30% |
82.40% / $10.15 |
$4.85 / $5.10 / $0.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
15.00 |
21.95% |
$5.10 / 103 |
$7.20 / 370 |
0 / 825 |
278.623274% |
-0.162458 |
-0.044646 |
0.007729 |
0.024501 |
-0.024554 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
12.83% |
$0.10 / 32 |
$0.25 / 1 |
0 / 313 |
270.984415% |
-0.015830 |
-0.007335 |
0.001247 |
0.003954 |
-0.001561 |
|
351 |
Legs |
12/15(81) |
PUT |
17.50 / 5.00 |
$515 / $735 / 0.70 |
75.21% / $234.88 / 31.96% / 214.18% |
80.59% / $12.35 |
$5.15 / $6.60 / $1.45 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
17.50 |
24.79% |
$6.60 / 30 |
$8.00 / 86 |
0 / 2 |
260.014647% |
-0.188283 |
-0.048864 |
0.008487 |
0.026904 |
-0.029988 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
14.18% |
$0.15 / 302 |
$1.45 / 107 |
1 / 4 |
271.237874% |
-0.044729 |
-0.017372 |
0.002967 |
0.009404 |
-0.005031 |
|
297 |
Legs |
12/15(81) |
PUT |
17.50 / 7.50 |
$405 / $595 / 0.68 |
75.21% / $175.90 / 29.56% / 191.31% |
79.58% / $13.45 |
$4.05 / $6.60 / $2.55 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
17.50 |
24.79% |
$6.60 / 30 |
$8.00 / 86 |
0 / 2 |
260.014647% |
-0.188283 |
-0.048864 |
0.008487 |
0.026904 |
-0.029988 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.50 |
15.71% |
$0.95 / 469 |
$2.55 / 44 |
2 / 69 |
269.859775% |
-0.075672 |
-0.026154 |
0.004482 |
0.014209 |
-0.009358 |
|
292 |
Legs |
12/15(81) |
PUT |
15.00 / 5.00 |
$365 / $635 / 0.58 |
78.05% / $164.33 / 25.88% / 158.60% |
81.44% / $11.35 |
$3.65 / $5.10 / $1.45 / 103 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
15.00 |
21.95% |
$5.10 / 103 |
$7.20 / 370 |
0 / 825 |
278.623274% |
-0.162458 |
-0.044646 |
0.007729 |
0.024501 |
-0.024554 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
14.18% |
$0.15 / 302 |
$1.45 / 107 |
1 / 4 |
271.237874% |
-0.044729 |
-0.017372 |
0.002967 |
0.009404 |
-0.005031 |
|
67 |
Legs |
10/20(25) |
PUT |
20.00 / 5.00 |
$480 / $1,020 / 0.47 |
64.40% / $108.29 / 10.62% / 235.61% |
75.60% / $15.20 |
$4.80 / $4.90 / $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 |
20.00 |
35.60% |
$4.90 / 35 |
$5.60 / 23 |
220 / 6,129 |
251.273949% |
-0.312207 |
-0.111675 |
0.019055 |
0.020608 |
-0.010432 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
11.12% |
$0.05 / 10 |
$0.10 / 1 |
46 / 130 |
263.064699% |
-0.021088 |
-0.016135 |
0.002727 |
0.002949 |
-0.000509 |
|
|
767 |
|
11/17(53) |
PUT |
260.00 / 200.00 |
$750 / $5,250 / 0.14 |
54.61% / $302.33 / 5.76% / 41.03% |
66.27% / $252.50 |
$7.50 / $7.90 / $0.40 / 255 |
51 / 26.75% / 67 |
5 |
Legs |
Vertical |
Bullish |
$261.0901 (-0.29%) / 2.83M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
260.00 |
45.39% |
$7.90 / 255 |
$8.15 / 57 |
254 / 254 |
21.828036% |
-0.453115 |
-0.110355 |
0.011387 |
0.406919 |
-0.204616 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
200.00 |
0.98% |
$0.11 / 454 |
$0.40 / 712 |
5 / 223 |
33.997462% |
-0.018486 |
-0.013408 |
0.001305 |
0.046617 |
-0.007905 |
|
453 |
Legs |
11/17(53) |
CALL |
270.00 / 330.00 |
$556 / $5,444 / 0.10 |
64.90% / $297.92 / 5.47% / 38.70% |
72.62% / $275.56 |
$5.56 / $5.70 / $0.14 / 178 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
35.10% |
$5.70 / 178 |
$5.90 / 82 |
99 / 246 |
22.367836% |
0.431465 |
-0.125944 |
0.011299 |
0.403759 |
0.159585 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
0.56% |
$0.01 / 318 |
$0.14 / 452 |
3 / 8 |
24.343034% |
0.046682 |
-0.030470 |
0.002812 |
0.100479 |
0.018002 |
|
908 |
Legs |
12/15(81) |
CALL |
270.00 / 330.00 |
$750 / $5,250 / 0.14 |
62.32% / $265.09 / 5.05% / 22.55% |
71.04% / $277.50 |
$7.50 / $7.80 / $0.30 / 101 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
270.00 |
37.68% |
$7.80 / 101 |
$8.00 / 24 |
56 / 104 |
22.174709% |
0.458158 |
-0.105188 |
0.009325 |
0.496925 |
0.246705 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
1.89% |
$0.08 / 388 |
$0.30 / 340 |
2 / 10 |
22.340296% |
0.090690 |
-0.042107 |
0.003850 |
0.205144 |
0.051142 |
|
965 |
Legs |
12/15(81) |
PUT |
260.00 / 200.00 |
$906 / $5,094 / 0.18 |
55.23% / $231.35 / 4.54% / 20.12% |
66.67% / $250.94 |
$9.06 / $9.90 / $0.84 / 64 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
260.00 |
44.77% |
$9.90 / 64 |
$10.10 / 30 |
66 / 50 |
22.531842% |
-0.445258 |
-0.088006 |
0.009290 |
0.495042 |
-0.306756 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
2.58% |
$0.39 / 481 |
$0.84 / 462 |
0 / 280 |
32.693622% |
-0.040210 |
-0.020724 |
0.002041 |
0.108743 |
-0.026108 |
|
123 |
Legs |
11/17(53) |
PUT |
250.00 / 195.00 |
$421 / $5,079 / 0.08 |
69.82% / $229.91 / 4.53% / 31.24% |
75.32% / $245.79 |
$4.21 / $4.55 / $0.34 / 61 |
|
Underlying |
Leg |
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 |
30.18% |
$4.55 / 61 |
$4.70 / 53 |
102 / 347 |
23.358056% |
-0.340280 |
-0.104060 |
0.010543 |
0.376748 |
-0.151724 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
195.00 |
0.62% |
$0.10 / 446 |
$0.34 / 690 |
2 / 32 |
35.935551% |
-0.011419 |
-0.008875 |
0.000862 |
0.030798 |
-0.004869 |
|
405 |
Legs |
11/17(53) |
CALL |
270.00 / 320.00 |
$544 / $4,456 / 0.12 |
64.90% / $228.92 / 5.14% / 36.02% |
72.46% / $275.44 |
$5.44 / $5.70 / $0.26 / 178 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
35.10% |
$5.70 / 178 |
$5.90 / 82 |
99 / 246 |
22.367836% |
0.431465 |
-0.125944 |
0.011299 |
0.403759 |
0.159585 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
1.37% |
$0.01 / 548 |
$0.26 / 477 |
2 / 3 |
23.254783% |
0.073956 |
-0.043813 |
0.004033 |
0.144126 |
0.028398 |
|
|
950 |
|
11/17(53) |
CALL |
220.00 / 280.00 |
$595 / $5,405 / 0.11 |
51.02% / $301.43 / 5.58% / 39.54% |
66.14% / $225.95 |
$5.95 / $6.10 / $0.15 / 69 |
55 / 50.48% / 11 |
5 |
Legs |
Vertical |
Bearish |
$218.34 (-1.60%) / 922K |
|
Earnings: 10/25 / Ex-Div: 10/05 ($1.32) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
48.98% |
$6.10 / 80 |
$6.40 / 139 |
26 / 749 |
17.717199% |
0.519599 |
-0.080465 |
0.018542 |
0.344048 |
0.164614 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
0.02% |
0 / 0 |
$0.15 / 69 |
0 / 46 |
28.105165% |
0.007794 |
-0.004119 |
0.001000 |
0.018561 |
0.002586 |
|
932 |
Legs |
11/17(53) |
CALL |
220.00 / 270.00 |
$595 / $4,405 / 0.14 |
51.02% / $291.91 / 6.63% / 48.29% |
66.14% / $225.95 |
$5.95 / $6.10 / $0.15 / 80 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
48.98% |
$6.10 / 80 |
$6.40 / 139 |
26 / 749 |
17.717199% |
0.519599 |
-0.080465 |
0.018542 |
0.344048 |
0.164614 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
0.12% |
0 / 0 |
$0.15 / 120 |
0 / 31 |
24.476359% |
0.020380 |
-0.009488 |
0.002297 |
0.042619 |
0.006738 |
|
895 |
Legs |
11/17(53) |
CALL |
220.00 / 260.00 |
$595 / $3,405 / 0.18 |
51.02% / $254.60 / 7.48% / 55.70% |
66.14% / $225.95 |
$5.95 / $6.10 / $0.15 / 80 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
48.98% |
$6.10 / 80 |
$6.40 / 139 |
26 / 749 |
17.717199% |
0.519599 |
-0.080465 |
0.018542 |
0.344048 |
0.164614 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
0.67% |
0 / 0 |
$0.15 / 85 |
0 / 126 |
20.618728% |
0.048506 |
-0.019491 |
0.004699 |
0.087193 |
0.015964 |
|
186 |
Legs |
11/17(53) |
PUT |
210.00 / 175.00 |
$275 / $3,225 / 0.09 |
75.73% / $190.37 / 5.90% / 42.21% |
80.86% / $207.25 |
$2.75 / $3.00 / $0.25 / 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) |
PUT |
210.00 |
24.27% |
$3.00 / 60 |
$3.20 / 76 |
1 / 361 |
21.013521% |
-0.296803 |
-0.060321 |
0.016131 |
0.299319 |
-0.108281 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
0.27% |
0 / 0 |
$0.25 / 53 |
0 / 54 |
30.453383% |
-0.008199 |
-0.004086 |
0.001046 |
0.019407 |
-0.002902 |
|
158 |
Legs |
11/17(53) |
PUT |
210.00 / 180.00 |
$265 / $2,735 / 0.10 |
75.73% / $166.29 / 6.08% / 43.68% |
80.68% / $207.35 |
$2.65 / $3.00 / $0.35 / 60 |
|
Underlying |
Leg |
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 |
24.27% |
$3.00 / 60 |
$3.20 / 76 |
1 / 361 |
21.013521% |
-0.296803 |
-0.060321 |
0.016131 |
0.299319 |
-0.108281 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
180.00 |
0.62% |
$0.10 / 161 |
$0.35 / 265 |
0 / 51 |
26.775157% |
-0.017368 |
-0.007808 |
0.002005 |
0.037199 |
-0.006166 |
|
52 |
Legs |
10/27(32) |
PUT |
215.00 / 190.00 |
$280 / $2,220 / 0.13 |
66.68% / $147.95 / 6.66% / 86.88% |
74.57% / $212.20 |
$2.80 / $3.40 / $0.60 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
215.00 |
33.32% |
$3.40 / 20 |
$3.70 / 8 |
61 / 58 |
20.914943% |
-0.371766 |
-0.083639 |
0.022193 |
0.260085 |
-0.084929 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
190.00 |
0.84% |
0 / 0 |
$0.60 / 71 |
0 / 2 |
31.285093% |
-0.027452 |
-0.014535 |
0.003713 |
0.043519 |
-0.006120 |
|
|
658 |
|
11/17(53) |
CALL |
310.00 / 370.00 |
$1,180 / $4,820 / 0.25 |
54.82% / $300.75 / 6.24% / 45.01% |
68.40% / $321.80 |
$11.80 / $13.00 / $1.20 / 2 |
53 / 27.37% / 55 |
5 |
Legs |
Vertical |
Bearish |
$302.91 (+0.71%) / 242K |
|
Earnings: 11/01 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
310.00 |
45.18% |
$13.00 / 2 |
$13.40 / 20 |
6 / 2 |
29.246221% |
0.510058 |
-0.176879 |
0.008744 |
0.481539 |
0.216608 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
3.47% |
$0.05 / 6 |
$1.20 / 12 |
0 / 3 |
26.976935% |
0.123031 |
-0.085820 |
0.004463 |
0.245806 |
0.054631 |
|
791 |
Legs |
10/20(25) |
CALL |
310.00 / 370.00 |
$545 / $5,455 / 0.10 |
57.26% / $254.46 / 4.66% / 72.82% |
66.20% / $315.45 |
$5.45 / $6.60 / $1.15 / 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 |
310.00 |
42.74% |
$6.60 / 5 |
$6.90 / 2 |
1 / 174 |
23.824107% |
0.480513 |
-0.240410 |
0.012247 |
0.343172 |
0.107557 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
370.00 |
0.51% |
0 / 0 |
$1.15 / 20 |
0 / 211 |
43.643889% |
0.043591 |
-0.053416 |
0.002840 |
0.079567 |
0.010139 |
|
482 |
Legs |
12/15(81) |
PUT |
290.00 / 230.00 |
$785 / $5,215 / 0.15 |
70.47% / $249.14 / 4.78% / 21.25% |
76.64% / $282.15 |
$7.85 / $9.20 / $1.35 / 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 |
290.00 |
29.53% |
$9.20 / 5 |
$9.70 / 1 |
0 / 41 |
30.502442% |
-0.331538 |
-0.104556 |
0.006514 |
0.534964 |
-0.267281 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
3.01% |
$0.20 / 13 |
$1.35 / 4 |
0 / 29 |
35.595413% |
-0.043892 |
-0.028632 |
0.001668 |
0.136980 |
-0.033728 |
|
466 |
Legs |
10/20(25) |
PUT |
300.00 / 240.00 |
$440 / $5,560 / 0.08 |
62.90% / $238.01 / 4.28% / 65.37% |
69.80% / $295.60 |
$4.40 / $5.50 / $1.10 / 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 |
300.00 |
37.10% |
$5.50 / 22 |
$5.90 / 20 |
2 / 139 |
25.568996% |
-0.397791 |
-0.200011 |
0.011857 |
0.332244 |
-0.104346 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
240.00 |
0.34% |
$0.05 / 1 |
$1.10 / 9 |
0 / 18 |
49.226013% |
-0.009270 |
-0.013626 |
0.000767 |
0.021482 |
-0.002334 |
|
192 |
Legs |
11/17(53) |
CALL |
320.00 / 370.00 |
$750 / $4,250 / 0.18 |
66.46% / $209.74 / 4.94% / 34.42% |
74.12% / $327.50 |
$7.50 / $8.70 / $1.20 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
320.00 |
33.54% |
$8.70 / 12 |
$9.10 / 20 |
1 / 11 |
28.568831% |
0.425652 |
-0.171438 |
0.008594 |
0.473302 |
0.182673 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
3.47% |
$0.05 / 6 |
$1.20 / 12 |
0 / 3 |
26.976935% |
0.123031 |
-0.085820 |
0.004463 |
0.245806 |
0.054631 |
|
567 |
Legs |
12/15(81) |
CALL |
330.00 / 390.00 |
$705 / $5,295 / 0.13 |
71.95% / $208.73 / 3.94% / 17.31% |
77.25% / $337.05 |
$7.05 / $8.20 / $1.15 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
28.05% |
$8.20 / 16 |
$8.60 / 5 |
2 / 222 |
27.414198% |
0.392385 |
-0.139146 |
0.006900 |
0.566689 |
0.246674 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
2.94% |
0 / 0 |
$1.15 / 21 |
0 / 8 |
29.989532% |
0.117127 |
-0.068526 |
0.003530 |
0.289942 |
0.076444 |
|
|
900 |
|
10/20(25) |
CALL |
260.00 / 320.00 |
$790 / $5,210 / 0.15 |
52.10% / $299.35 / 5.75% / 95.50% |
64.77% / $267.90 |
$7.90 / $8.80 / $0.90 / 5 |
60 / 48.61% / 76 |
5 |
Legs |
Vertical |
Bearish |
$258.07 (+0.06%) / 134K |
|
Earnings: 10/25 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
260.00 |
47.90% |
$8.80 / 5 |
$9.60 / 5 |
0 / 13 |
31.586680% |
0.523903 |
-0.246884 |
0.011666 |
0.290581 |
0.097084 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
320.00 |
1.02% |
0 / 0 |
$0.90 / 25 |
0 / 4 |
46.417267% |
0.064752 |
-0.076025 |
0.003705 |
0.092287 |
0.012597 |
|
835 |
Legs |
10/20(25) |
CALL |
260.00 / 310.00 |
$835 / $4,165 / 0.20 |
52.10% / $223.58 / 5.37% / 87.29% |
65.45% / $268.35 |
$8.35 / $8.80 / $0.45 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
260.00 |
47.90% |
$8.80 / 5 |
$9.60 / 5 |
0 / 13 |
31.586680% |
0.523903 |
-0.246884 |
0.011666 |
0.290581 |
0.097084 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
310.00 |
2.44% |
0 / 0 |
$0.45 / 20 |
0 / 42 |
35.514613% |
0.101145 |
-0.106675 |
0.005186 |
0.129183 |
0.019582 |
|
387 |
Legs |
10/20(25) |
CALL |
270.00 / 330.00 |
$310 / $5,690 / 0.05 |
67.88% / $164.36 / 2.89% / 40.74% |
72.20% / $273.10 |
$3.10 / $3.80 / $0.70 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
270.00 |
32.12% |
$3.80 / 46 |
$5.30 / 20 |
1 / 252 |
29.079050% |
0.410429 |
-0.238791 |
0.011393 |
0.283783 |
0.077017 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
330.00 |
0.40% |
0 / 0 |
$0.70 / 14 |
0 / 3 |
49.127776% |
0.040088 |
-0.051815 |
0.002530 |
0.063022 |
0.007831 |
|
217 |
Legs |
10/20(25) |
PUT |
250.00 / 200.00 |
$370 / $4,630 / 0.08 |
67.49% / $154.55 / 3.34% / 48.29% |
72.67% / $246.30 |
$3.70 / $4.50 / $0.80 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
250.00 |
32.51% |
$4.50 / 46 |
$5.60 / 6 |
0 / 19 |
32.190895% |
-0.359824 |
-0.208893 |
0.010960 |
0.273005 |
-0.081209 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
200.00 |
1.02% |
0 / 0 |
$0.80 / 31 |
0 / 32 |
57.268087% |
-0.020046 |
-0.027948 |
0.001422 |
0.035417 |
-0.004334 |
|
374 |
Legs |
10/20(25) |
CALL |
270.00 / 320.00 |
$290 / $4,710 / 0.06 |
67.88% / $100.54 / 2.13% / 28.85% |
71.93% / $272.90 |
$2.90 / $3.80 / $0.90 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
270.00 |
32.12% |
$3.80 / 46 |
$5.30 / 20 |
1 / 252 |
29.079050% |
0.410429 |
-0.238791 |
0.011393 |
0.283783 |
0.077017 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
320.00 |
1.02% |
0 / 0 |
$0.90 / 25 |
0 / 4 |
46.417267% |
0.064752 |
-0.076025 |
0.003705 |
0.092287 |
0.012597 |
|
679 |
Legs |
12/15(81) |
CALL |
280.00 / 340.00 |
$700 / $5,300 / 0.13 |
69.60% / $84.79 / 1.60% / 6.77% |
74.84% / $287.00 |
$7.00 / $8.00 / $1.00 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
30.40% |
$8.00 / 31 |
$9.50 / 21 |
0 / 3 |
31.383928% |
0.423030 |
-0.144032 |
0.006694 |
0.488753 |
0.218059 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
4.07% |
$0.40 / 32 |
$1.00 / 6 |
0 / 1 |
30.836220% |
0.145834 |
-0.082101 |
0.003915 |
0.285850 |
0.078697 |
|
|
410 |
|
10/20(25) |
PUT |
240.00 / 190.00 |
$550 / $4,450 / 0.12 |
61.66% / $297.69 / 6.69% / 117.50% |
71.69% / $234.50 |
$5.50 / $5.70 / $0.20 / 5 |
99 / 71.78% / 4 |
5 |
Legs |
Vertical |
Bullish |
$244.26 (-0.27%) / 335K |
|
Earnings: 09/27 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
240.00 |
38.34% |
$5.70 / 17 |
$6.00 / 15 |
1 / 157 |
30.038994% |
-0.404625 |
-0.179853 |
0.013972 |
0.266793 |
-0.085501 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
190.00 |
0.44% |
$0.05 / 23 |
$0.20 / 5 |
0 / 14 |
41.254784% |
-0.010576 |
-0.013244 |
0.001011 |
0.019300 |
-0.002139 |
|
381 |
Legs |
10/20(25) |
PUT |
240.00 / 195.00 |
$540 / $3,960 / 0.14 |
61.66% / $265.68 / 6.71% / 117.98% |
71.52% / $234.60 |
$5.40 / $5.70 / $0.30 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
240.00 |
38.34% |
$5.70 / 17 |
$6.00 / 15 |
1 / 157 |
30.038994% |
-0.404625 |
-0.179853 |
0.013972 |
0.266793 |
-0.085501 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
195.00 |
0.81% |
$0.10 / 21 |
$0.30 / 15 |
0 / 12 |
40.250402% |
-0.018963 |
-0.021881 |
0.001671 |
0.031911 |
-0.003845 |
|
627 |
Legs |
10/20(25) |
CALL |
250.00 / 310.00 |
$425 / $5,575 / 0.08 |
61.64% / $247.76 / 4.44% / 68.50% |
69.50% / $254.25 |
$4.25 / $4.50 / $0.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
250.00 |
38.36% |
$4.50 / 6 |
$4.70 / 10 |
2 / 372 |
24.331199% |
0.450216 |
-0.191447 |
0.014269 |
0.272463 |
0.080547 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
310.00 |
0.12% |
0 / 0 |
$0.25 / 21 |
0 / 40 |
41.066433% |
0.021422 |
-0.024648 |
0.001853 |
0.035387 |
0.003997 |
|
355 |
Legs |
10/20(25) |
PUT |
240.00 / 200.00 |
$530 / $3,470 / 0.15 |
61.66% / $223.19 / 6.43% / 111.28% |
71.35% / $234.70 |
$5.30 / $5.70 / $0.40 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
240.00 |
38.34% |
$5.70 / 17 |
$6.00 / 15 |
1 / 157 |
30.038994% |
-0.404625 |
-0.179853 |
0.013972 |
0.266793 |
-0.085501 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
200.00 |
1.44% |
$0.15 / 19 |
$0.40 / 31 |
0 / 41 |
38.344146% |
-0.032020 |
-0.033922 |
0.002593 |
0.049517 |
-0.006513 |
|
579 |
Legs |
10/20(25) |
CALL |
250.00 / 300.00 |
$425 / $4,575 / 0.09 |
61.64% / $219.34 / 4.79% / 75.41% |
69.50% / $254.25 |
$4.25 / $4.50 / $0.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
250.00 |
38.36% |
$4.50 / 6 |
$4.70 / 10 |
2 / 372 |
24.331199% |
0.450216 |
-0.191447 |
0.014269 |
0.272463 |
0.080547 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
300.00 |
0.45% |
0 / 0 |
$0.25 / 21 |
0 / 7 |
36.265316% |
0.041332 |
-0.042529 |
0.003196 |
0.061018 |
0.007683 |
|
960 |
Legs |
12/15(81) |
CALL |
250.00 / 310.00 |
$935 / $5,065 / 0.19 |
57.97% / $168.90 / 3.33% / 14.50% |
68.15% / $259.35 |
$9.35 / $9.60 / $0.25 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
42.03% |
$9.60 / 5 |
$9.90 / 5 |
0 / 55 |
24.735057% |
0.497480 |
-0.112766 |
0.008356 |
0.467648 |
0.244490 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
3.70% |
$0.05 / 21 |
$0.25 / 10 |
0 / 4 |
22.018085% |
0.132956 |
-0.060584 |
0.004523 |
0.253156 |
0.068958 |
|
|
776 |
|
10/20(25) |
CALL |
390.00 / 450.00 |
$1,000 / $5,000 / 0.20 |
53.01% / $296.63 / 5.93% / 99.69% |
66.18% / $400.00 |
$10.00 / $10.30 / $0.30 / 31 |
88 / 60.31% / 39 |
5 |
Legs |
Vertical |
Bearish |
$387.30 (+1.49%) / 799K |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
390.00 |
46.99% |
$10.30 / 31 |
$10.80 / 15 |
0 / 16 |
24.581044% |
0.509742 |
-0.297987 |
0.009651 |
0.435563 |
0.144475 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
450.00 |
2.23% |
0 / 0 |
$0.30 / 36 |
0 / 10 |
26.224348% |
0.093456 |
-0.121604 |
0.004045 |
0.182539 |
0.027434 |
|
326 |
Legs |
10/20(25) |
CALL |
400.00 / 460.00 |
$565 / $5,435 / 0.10 |
66.18% / $256.63 / 4.72% / 73.96% |
72.80% / $405.65 |
$5.65 / $5.90 / $0.25 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
400.00 |
33.82% |
$5.90 / 31 |
$6.40 / 24 |
2 / 85 |
23.785057% |
0.415549 |
-0.289251 |
0.009440 |
0.426025 |
0.118775 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
460.00 |
1.06% |
0 / 0 |
$0.25 / 29 |
0 / 14 |
28.675058% |
0.063468 |
-0.090466 |
0.003015 |
0.136063 |
0.018693 |
|
362 |
Legs |
10/20(25) |
PUT |
380.00 / 320.00 |
$615 / $5,385 / 0.11 |
63.44% / $255.38 / 4.74% / 74.37% |
70.94% / $373.85 |
$6.15 / $6.60 / $0.45 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
380.00 |
36.56% |
$6.60 / 10 |
$7.00 / 15 |
17 / 68 |
25.384863% |
-0.393071 |
-0.259122 |
0.009309 |
0.420102 |
-0.130854 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
320.00 |
1.23% |
$0.25 / 25 |
$0.45 / 31 |
0 / 2 |
35.924200% |
-0.029654 |
-0.046922 |
0.001633 |
0.073674 |
-0.009530 |
|
200 |
Legs |
11/17(53) |
PUT |
360.00 / 300.00 |
$580 / $5,420 / 0.11 |
77.80% / $244.20 / 4.51% / 31.07% |
81.54% / $354.20 |
$5.80 / $6.80 / $1.00 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
360.00 |
22.20% |
$6.80 / 10 |
$7.10 / 19 |
0 / 87 |
31.221336% |
-0.271133 |
-0.157890 |
0.005720 |
0.507345 |
-0.180505 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
300.00 |
1.98% |
$0.75 / 60 |
$1.00 / 17 |
0 / 121 |
38.626324% |
-0.033560 |
-0.036684 |
0.001290 |
0.114387 |
-0.021591 |
|
41 |
Legs |
11/17(53) |
PUT |
370.00 / 310.00 |
$785 / $5,215 / 0.15 |
70.27% / $230.91 / 4.43% / 30.48% |
76.29% / $362.15 |
$7.85 / $9.20 / $1.35 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
370.00 |
29.73% |
$9.20 / 20 |
$9.70 / 30 |
0 / 71 |
30.117830% |
-0.335077 |
-0.172062 |
0.006288 |
0.557748 |
-0.224784 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
310.00 |
3.19% |
$1.05 / 41 |
$1.35 / 15 |
0 / 41 |
36.893971% |
-0.053575 |
-0.053365 |
0.001882 |
0.166948 |
-0.034624 |
|
71 |
Legs |
11/17(53) |
CALL |
410.00 / 470.00 |
$790 / $5,210 / 0.15 |
70.39% / $229.91 / 4.41% / 30.36% |
76.38% / $417.90 |
$7.90 / $8.50 / $0.60 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
410.00 |
29.61% |
$8.50 / 20 |
$8.90 / 22 |
1 / 37 |
26.394308% |
0.394785 |
-0.206008 |
0.006642 |
0.589179 |
0.215882 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
3.25% |
$0.25 / 43 |
$0.60 / 39 |
0 / 143 |
24.297442% |
0.118699 |
-0.104138 |
0.003428 |
0.304104 |
0.066960 |
|
|
493 |
|
11/17(53) |
CALL |
280.00 / 340.00 |
$930 / $5,070 / 0.18 |
60.92% / $296.52 / 5.85% / 41.76% |
71.13% / $289.30 |
$9.30 / $10.10 / $0.80 / 23 |
72 / 47.42% / 44 |
5 |
Legs |
Vertical |
Bearish |
$269.00 (+0.05%) / 243K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
39.08% |
$10.10 / 23 |
$10.50 / 15 |
0 / 192 |
31.098624% |
0.471776 |
-0.171932 |
0.008800 |
0.426090 |
0.176295 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
2.62% |
$0.05 / 39 |
$0.80 / 27 |
0 / 3 |
29.675660% |
0.108565 |
-0.077280 |
0.004119 |
0.199445 |
0.042489 |
|
119 |
Legs |
11/17(53) |
PUT |
260.00 / 200.00 |
$695 / $5,305 / 0.13 |
67.73% / $285.77 / 5.39% / 38.01% |
74.82% / $253.05 |
$6.95 / $8.20 / $1.25 / 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 |
260.00 |
32.27% |
$8.20 / 36 |
$8.50 / 11 |
0 / 44 |
33.373060% |
-0.354481 |
-0.134120 |
0.008229 |
0.398417 |
-0.168619 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
200.00 |
1.73% |
$0.15 / 32 |
$1.25 / 20 |
0 / 10 |
45.490117% |
-0.025867 |
-0.022920 |
0.001330 |
0.064391 |
-0.011680 |
|
404 |
Legs |
11/17(53) |
CALL |
280.00 / 330.00 |
$925 / $4,075 / 0.23 |
60.92% / $194.23 / 4.77% / 33.10% |
71.08% / $289.25 |
$9.25 / $10.10 / $0.85 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
39.08% |
$10.10 / 23 |
$10.50 / 15 |
0 / 192 |
31.098624% |
0.471776 |
-0.171932 |
0.008800 |
0.426090 |
0.176295 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
4.60% |
$0.65 / 33 |
$0.85 / 27 |
0 / 20 |
29.394049% |
0.145641 |
-0.095205 |
0.005055 |
0.244768 |
0.056703 |
|
276 |
Legs |
11/17(53) |
PUT |
250.00 / 195.00 |
$405 / $5,095 / 0.08 |
77.60% / $187.90 / 3.69% / 24.90% |
80.97% / $245.95 |
$4.05 / $5.40 / $1.35 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
250.00 |
22.40% |
$5.40 / 43 |
$5.70 / 16 |
0 / 166 |
34.668731% |
-0.271506 |
-0.121311 |
0.007333 |
0.355017 |
-0.127717 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
195.00 |
1.26% |
$0.05 / 32 |
$1.35 / 46 |
0 / 4 |
48.585254% |
-0.017994 |
-0.016907 |
0.000979 |
0.047387 |
-0.008101 |
|
100 |
Legs |
11/17(53) |
PUT |
260.00 / 210.00 |
$670 / $4,330 / 0.16 |
67.73% / $187.73 / 4.34% / 29.77% |
74.58% / $253.30 |
$6.70 / $8.20 / $1.50 / 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 |
260.00 |
32.27% |
$8.20 / 36 |
$8.50 / 11 |
0 / 44 |
33.373060% |
-0.354481 |
-0.134120 |
0.008229 |
0.398417 |
-0.168619 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
3.15% |
$0.60 / 25 |
$1.50 / 26 |
0 / 8 |
42.910171% |
-0.049166 |
-0.038578 |
0.002250 |
0.108958 |
-0.022346 |
|
625 |
Legs |
12/15(81) |
PUT |
260.00 / 200.00 |
$845 / $5,155 / 0.16 |
66.47% / $186.25 / 3.61% / 15.78% |
73.64% / $251.55 |
$8.45 / $9.90 / $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 |
260.00 |
33.53% |
$9.90 / 6 |
$10.10 / 5 |
0 / 85 |
31.655082% |
-0.360784 |
-0.107506 |
0.006780 |
0.489537 |
-0.263222 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
3.78% |
$0.65 / 32 |
$1.45 / 10 |
0 / 5 |
40.827056% |
-0.050114 |
-0.031711 |
0.001871 |
0.135099 |
-0.034536 |
|
|
955 |
|
12/15(81) |
CALL |
190.00 / 240.00 |
$525 / $4,475 / 0.12 |
59.80% / $296.03 / 6.62% / 30.27% |
71.12% / $195.25 |
$5.25 / $5.90 / $0.65 / 1 |
43 / 20.33% / 39 |
5 |
Legs |
Vertical |
Bearish |
$184.25 (+0.41%) / 414K |
|
Earnings: 11/01 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
190.00 |
40.20% |
$5.90 / 1 |
$7.50 / 65 |
1 / 34 |
22.592751% |
0.465696 |
-0.060159 |
0.016952 |
0.354223 |
0.182926 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
0.19% |
$0.15 / 1 |
$0.65 / 21 |
0 / 136 |
28.556038% |
0.026400 |
-0.008753 |
0.002617 |
0.054679 |
0.010871 |
|
710 |
Legs |
12/15(81) |
CALL |
195.00 / 250.00 |
$350 / $5,150 / 0.07 |
70.62% / $242.98 / 4.72% / 20.96% |
77.15% / $198.50 |
$3.50 / $3.80 / $0.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
29.38% |
$3.80 / 24 |
$4.30 / 47 |
0 / 109 |
20.197719% |
0.385328 |
-0.057206 |
0.016320 |
0.341012 |
0.152594 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
0.04% |
0 / 0 |
$0.30 / 1 |
0 / 70 |
30.726793% |
0.011904 |
-0.004420 |
0.001327 |
0.027727 |
0.004923 |
|
686 |
Legs |
12/15(81) |
CALL |
195.00 / 240.00 |
$315 / $4,185 / 0.08 |
70.62% / $206.06 / 4.92% / 21.95% |
76.54% / $198.15 |
$3.15 / $3.80 / $0.65 / 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 |
195.00 |
29.38% |
$3.80 / 24 |
$4.30 / 47 |
0 / 109 |
20.197719% |
0.385328 |
-0.057206 |
0.016320 |
0.341012 |
0.152594 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
0.19% |
$0.15 / 1 |
$0.65 / 21 |
0 / 136 |
28.556038% |
0.026400 |
-0.008753 |
0.002617 |
0.054679 |
0.010871 |
|
279 |
Legs |
11/17(53) |
CALL |
190.00 / 210.00 |
$360 / $1,640 / 0.22 |
62.43% / $82.17 / 5.01% / 35.01% |
71.79% / $193.60 |
$3.60 / $4.50 / $0.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
190.00 |
37.57% |
$4.50 / 31 |
$4.80 / 16 |
3 / 5 |
21.196608% |
0.440848 |
-0.071669 |
0.020577 |
0.288336 |
0.118335 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
210.00 |
4.43% |
$0.25 / 60 |
$0.90 / 1 |
0 / 1 |
21.154719% |
0.131974 |
-0.037590 |
0.011164 |
0.156435 |
0.036302 |
|
889 |
Legs |
12/15(81) |
PUT |
170.00 / 140.00 |
$120 / $2,880 / 0.04 |
84.66% / $75.02 / 2.60% / 11.20% |
86.21% / $168.80 |
$1.20 / $1.90 / $0.70 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
170.00 |
15.34% |
$1.90 / 33 |
$2.50 / 7 |
0 / 25 |
23.365067% |
-0.210711 |
-0.036214 |
0.012340 |
0.257858 |
-0.097866 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
140.00 |
0.47% |
$0.25 / 1 |
$0.70 / 22 |
0 / 43 |
34.988627% |
-0.009567 |
-0.003375 |
0.001097 |
0.022923 |
-0.004312 |
|
772 |
Legs |
12/15(81) |
PUT |
180.00 / 150.00 |
$210 / $2,790 / 0.08 |
67.12% / $42.60 / 1.53% / 6.46% |
71.47% / $177.90 |
$2.10 / $4.20 / $2.10 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
180.00 |
32.88% |
$4.20 / 13 |
$6.40 / 93 |
0 / 21 |
23.814095% |
-0.362631 |
-0.045407 |
0.016012 |
0.334568 |
-0.171023 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
150.00 |
1.79% |
0 / 0 |
$2.10 / 20 |
0 / 34 |
40.552473% |
-0.036258 |
-0.010357 |
0.003402 |
0.071091 |
-0.016472 |
|
|
919 |
|
12/15(81) |
CALL |
240.00 / 300.00 |
$695 / $5,305 / 0.13 |
62.24% / $295.96 / 5.58% / 25.12% |
71.18% / $246.95 |
$6.95 / $7.50 / $0.55 / 1 |
78 / 56.73% / 88 |
5 |
Legs |
Vertical |
Bearish |
$230.78 (+0.86%) / 575K |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
37.76% |
$7.50 / 1 |
$7.90 / 6 |
24 / 1,134 |
23.670017% |
0.458700 |
-0.092401 |
0.010293 |
0.441843 |
0.219536 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
1.25% |
0 / 0 |
$0.55 / 5 |
0 / 53 |
29.206300% |
0.073413 |
-0.031999 |
0.003628 |
0.155738 |
0.036934 |
|
677 |
Legs |
10/20(25) |
PUT |
230.00 / 185.00 |
$410 / $4,090 / 0.10 |
57.47% / $214.18 / 5.24% / 84.50% |
67.25% / $225.90 |
$4.10 / $4.50 / $0.40 / 40 |
|
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 |
230.00 |
42.53% |
$4.50 / 47 |
$4.80 / 41 |
8 / 310 |
22.478767% |
-0.436817 |
-0.146056 |
0.017564 |
0.257238 |
-0.086678 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
185.00 |
0.25% |
0 / 0 |
$0.40 / 40 |
0 / 19 |
45.619190% |
-0.007875 |
-0.008249 |
0.000965 |
0.014140 |
-0.001500 |
|
883 |
Legs |
12/15(81) |
CALL |
240.00 / 290.00 |
$695 / $4,305 / 0.16 |
62.24% / $209.74 / 4.87% / 21.70% |
71.18% / $246.95 |
$6.95 / $7.50 / $0.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
37.76% |
$7.50 / 1 |
$7.90 / 6 |
24 / 1,134 |
23.670017% |
0.458700 |
-0.092401 |
0.010293 |
0.441843 |
0.219536 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
290.00 |
2.57% |
0 / 0 |
$0.55 / 22 |
0 / 32 |
26.034488% |
0.106404 |
-0.042243 |
0.004781 |
0.205252 |
0.053250 |
|
678 |
Legs |
10/20(25) |
PUT |
230.00 / 190.00 |
$375 / $3,625 / 0.10 |
57.47% / $173.40 / 4.78% / 75.19% |
66.45% / $226.25 |
$3.75 / $4.50 / $0.75 / 47 |
|
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 |
230.00 |
42.53% |
$4.50 / 47 |
$4.80 / 41 |
8 / 310 |
22.478767% |
-0.436817 |
-0.146056 |
0.017564 |
0.257238 |
-0.086678 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
190.00 |
0.56% |
$0.05 / 44 |
$0.75 / 82 |
0 / 63 |
41.134890% |
-0.016248 |
-0.015457 |
0.001811 |
0.026527 |
-0.003103 |
|
218 |
Legs |
10/20(25) |
CALL |
240.00 / 280.00 |
$245 / $3,755 / 0.07 |
69.55% / $151.18 / 4.03% / 60.58% |
74.62% / $242.45 |
$2.45 / $2.80 / $0.35 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
240.00 |
30.45% |
$2.80 / 32 |
$2.95 / 6 |
35 / 668 |
22.160430% |
0.387058 |
-0.151020 |
0.017074 |
0.250066 |
0.066792 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
280.00 |
0.25% |
0 / 0 |
$0.35 / 43 |
0 / 1 |
36.186318% |
0.029790 |
-0.026393 |
0.003021 |
0.044239 |
0.005295 |
|
655 |
Legs |
10/20(25) |
PUT |
230.00 / 195.00 |
$375 / $3,125 / 0.12 |
57.47% / $139.34 / 4.46% / 68.79% |
66.45% / $226.25 |
$3.75 / $4.50 / $0.75 / 47 |
|
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 |
230.00 |
42.53% |
$4.50 / 47 |
$4.80 / 41 |
8 / 310 |
22.478767% |
-0.436817 |
-0.146056 |
0.017564 |
0.257238 |
-0.086678 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
195.00 |
1.18% |
$0.05 / 66 |
$0.75 / 66 |
0 / 2 |
36.709525% |
-0.030809 |
-0.026469 |
0.003106 |
0.045490 |
-0.005902 |
|
|
964 |
|
12/15(81) |
CALL |
195.00 / 250.00 |
$750 / $4,750 / 0.16 |
58.40% / $293.12 / 6.17% / 28.04% |
69.53% / $202.50 |
$7.50 / $8.20 / $0.70 / 39 |
78 / 57.01% / 79 |
5 |
Legs |
Vertical |
Bearish |
$188.45 (+1.06%) / 1.12M |
|
Earnings: 11/02 / Ex-Div: 09/29 ($0.08) |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
41.60% |
$8.20 / 39 |
$8.50 / 34 |
12 / 58 |
26.982181% |
0.493494 |
-0.089860 |
0.011674 |
0.364369 |
0.189712 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
1.47% |
0 / 0 |
$0.70 / 74 |
0 / 25 |
33.212370% |
0.081733 |
-0.032068 |
0.004423 |
0.138054 |
0.033285 |
|
922 |
Legs |
11/17(53) |
CALL |
190.00 / 240.00 |
$775 / $4,225 / 0.18 |
50.65% / $290.03 / 6.86% / 50.33% |
65.66% / $197.75 |
$7.75 / $8.80 / $1.05 / 78 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
190.00 |
49.35% |
$8.80 / 78 |
$9.10 / 30 |
21 / 67 |
28.540255% |
0.538671 |
-0.108234 |
0.014192 |
0.297041 |
0.141398 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
1.14% |
0 / 0 |
$1.05 / 89 |
0 / 294 |
39.532208% |
0.068866 |
-0.033998 |
0.004740 |
0.099211 |
0.019111 |
|
665 |
Legs |
11/17(53) |
CALL |
195.00 / 250.00 |
$535 / $4,965 / 0.11 |
60.55% / $284.91 / 5.74% / 40.86% |
70.18% / $200.35 |
$5.35 / $6.40 / $1.05 / 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 |
195.00 |
39.45% |
$6.40 / 33 |
$6.70 / 37 |
0 / 61 |
27.944637% |
0.468626 |
-0.107077 |
0.014216 |
0.297538 |
0.124135 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
0.38% |
0 / 0 |
$1.05 / 62 |
0 / 3 |
44.679363% |
0.039149 |
-0.021615 |
0.003027 |
0.063363 |
0.010924 |
|
995 |
Legs |
12/15(81) |
CALL |
190.00 / 240.00 |
$1,010 / $3,990 / 0.25 |
50.26% / $241.29 / 6.05% / 27.43% |
66.15% / $200.10 |
$10.10 / $10.70 / $0.60 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
190.00 |
49.74% |
$10.70 / 55 |
$11.20 / 35 |
0 / 38 |
27.879676% |
0.550783 |
-0.090242 |
0.011580 |
0.361434 |
0.209785 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
3.17% |
0 / 0 |
$0.60 / 62 |
0 / 51 |
28.293423% |
0.121561 |
-0.043086 |
0.005910 |
0.184447 |
0.049180 |
|
885 |
Legs |
12/15(81) |
CALL |
200.00 / 260.00 |
$475 / $5,525 / 0.09 |
66.00% / $241.18 / 4.37% / 19.29% |
72.52% / $204.75 |
$4.75 / $6.00 / $1.25 / 65 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
34.00% |
$6.00 / 170 |
$6.40 / 34 |
2 / 92 |
26.260920% |
0.437771 |
-0.087873 |
0.011534 |
0.359996 |
0.169690 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
0.64% |
0 / 0 |
$1.25 / 65 |
0 / 6 |
41.695656% |
0.053597 |
-0.023027 |
0.003191 |
0.099588 |
0.021949 |
|
942 |
Legs |
10/20(25) |
CALL |
190.00 / 240.00 |
$475 / $4,525 / 0.11 |
51.37% / $237.89 / 5.26% / 84.94% |
64.47% / $194.75 |
$4.75 / $5.10 / $0.35 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
190.00 |
48.63% |
$5.10 / 22 |
$5.40 / 27 |
14 / 11 |
24.316711% |
0.521372 |
-0.147893 |
0.019965 |
0.212602 |
0.072112 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
240.00 |
0.06% |
0 / 0 |
$0.35 / 62 |
0 / 10 |
44.962490% |
0.015246 |
-0.013544 |
0.001925 |
0.020498 |
0.002211 |
|
|
962 |
|
12/15(81) |
CALL |
220.00 / 280.00 |
$515 / $5,485 / 0.09 |
60.61% / $291.77 / 5.32% / 23.86% |
69.95% / $225.15 |
$5.15 / $5.90 / $0.75 / 35 |
48 / 39.90% / 41 |
5 |
Legs |
Vertical |
Bearish |
$213.08 (+0.28%) / 1.23M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
220.00 |
39.39% |
$5.90 / 35 |
$6.20 / 23 |
22 / 877 |
19.073822% |
0.461177 |
-0.071727 |
0.014203 |
0.408751 |
0.208671 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
0.18% |
0 / 0 |
$0.75 / 78 |
0 / 592 |
32.319386% |
0.025751 |
-0.010228 |
0.002149 |
0.061845 |
0.012229 |
|
949 |
Legs |
12/15(81) |
CALL |
220.00 / 270.00 |
$515 / $4,485 / 0.12 |
60.61% / $256.63 / 5.72% / 25.82% |
69.95% / $225.15 |
$5.15 / $5.90 / $0.75 / 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 |
220.00 |
39.39% |
$5.90 / 35 |
$6.20 / 23 |
22 / 877 |
19.073822% |
0.461177 |
-0.071727 |
0.014203 |
0.408751 |
0.208671 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
270.00 |
0.59% |
0 / 0 |
$0.75 / 69 |
0 / 88 |
28.766354% |
0.047649 |
-0.017015 |
0.003559 |
0.102428 |
0.022527 |
|
925 |
Legs |
12/15(81) |
CALL |
220.00 / 260.00 |
$525 / $3,475 / 0.15 |
60.61% / $191.29 / 5.50% / 24.76% |
70.12% / $225.25 |
$5.25 / $5.90 / $0.65 / 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 |
220.00 |
39.39% |
$5.90 / 35 |
$6.20 / 23 |
22 / 877 |
19.073822% |
0.461177 |
-0.071727 |
0.014203 |
0.408751 |
0.208671 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
1.78% |
0 / 0 |
$0.65 / 72 |
0 / 337 |
24.212096% |
0.084037 |
-0.026595 |
0.005532 |
0.159208 |
0.039516 |
|
375 |
Legs |
11/17(53) |
PUT |
210.00 / 175.00 |
$355 / $3,145 / 0.11 |
63.73% / $165.10 / 5.25% / 36.91% |
71.49% / $206.45 |
$3.55 / $4.30 / $0.75 / 45 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
210.00 |
36.27% |
$4.30 / 45 |
$4.60 / 30 |
5 / 656 |
20.332718% |
-0.390619 |
-0.069079 |
0.016793 |
0.324087 |
-0.141017 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
0.95% |
$0.25 / 79 |
$0.75 / 179 |
0 / 50 |
31.809802% |
-0.023489 |
-0.010663 |
0.002430 |
0.046894 |
-0.008177 |
|
802 |
Legs |
12/15(81) |
PUT |
210.00 / 175.00 |
$465 / $3,035 / 0.15 |
62.86% / $140.17 / 4.62% / 20.49% |
71.21% / $205.35 |
$4.65 / $5.40 / $0.75 / 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 |
210.00 |
37.14% |
$5.40 / 40 |
$5.80 / 35 |
3 / 431 |
20.243846% |
-0.394342 |
-0.055020 |
0.013775 |
0.396447 |
-0.216145 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
175.00 |
2.50% |
$0.60 / 71 |
$0.75 / 84 |
0 / 106 |
28.056451% |
-0.047805 |
-0.015394 |
0.003568 |
0.102696 |
-0.025181 |
|
328 |
Legs |
11/17(53) |
PUT |
210.00 / 180.00 |
$365 / $2,635 / 0.14 |
63.73% / $132.36 / 5.02% / 35.11% |
71.70% / $206.35 |
$3.65 / $4.30 / $0.65 / 45 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
210.00 |
36.27% |
$4.30 / 45 |
$4.60 / 30 |
5 / 656 |
20.332718% |
-0.390619 |
-0.069079 |
0.016793 |
0.324087 |
-0.141017 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
180.00 |
1.88% |
$0.50 / 37 |
$0.65 / 136 |
0 / 81 |
29.095057% |
-0.042503 |
-0.017320 |
0.003965 |
0.076527 |
-0.014849 |
|
|
478 |
|
11/17(53) |
CALL |
300.00 / 360.00 |
$650 / $5,350 / 0.12 |
63.48% / $291.55 / 5.45% / 38.51% |
71.68% / $306.50 |
$6.50 / $7.50 / $1.00 / 20 |
97 / 89.76% / 90 |
5 |
Legs |
Vertical |
Bearish |
$288.25 (-1.14%) / 233K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
300.00 |
36.52% |
$7.50 / 20 |
$7.80 / 20 |
0 / 135 |
24.052100% |
0.442875 |
-0.146645 |
0.010157 |
0.451993 |
0.181920 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
360.00 |
1.10% |
0 / 0 |
$1.00 / 32 |
0 / 145 |
33.230353% |
0.066288 |
-0.045771 |
0.003314 |
0.147463 |
0.028339 |
|
146 |
Legs |
11/17(53) |
PUT |
280.00 / 220.00 |
$550 / $5,450 / 0.10 |
68.18% / $288.14 / 5.29% / 37.21% |
74.75% / $274.50 |
$5.50 / $6.30 / $0.80 / 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 |
280.00 |
31.82% |
$6.30 / 39 |
$6.70 / 20 |
10 / 79 |
25.775855% |
-0.354411 |
-0.114447 |
0.009573 |
0.426009 |
-0.176160 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
0.78% |
$0.35 / 27 |
$0.80 / 43 |
0 / 27 |
39.994307% |
-0.014888 |
-0.012330 |
0.000969 |
0.043105 |
-0.007075 |
|
906 |
Legs |
12/15(81) |
CALL |
300.00 / 360.00 |
$925 / $5,075 / 0.18 |
60.79% / $245.31 / 4.83% / 21.52% |
70.50% / $309.25 |
$9.25 / $10.00 / $0.75 / 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 |
300.00 |
39.21% |
$10.00 / 10 |
$10.30 / 7 |
0 / 195 |
23.522582% |
0.470787 |
-0.123484 |
0.008377 |
0.555888 |
0.281393 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
360.00 |
3.11% |
0 / 0 |
$0.75 / 37 |
0 / 42 |
25.322392% |
0.117638 |
-0.058335 |
0.004157 |
0.275852 |
0.073477 |
|
662 |
Legs |
12/15(81) |
PUT |
280.00 / 220.00 |
$690 / $5,310 / 0.13 |
66.74% / $233.36 / 4.39% / 19.43% |
73.60% / $273.10 |
$6.90 / $8.00 / $1.10 / 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 |
280.00 |
33.26% |
$8.00 / 37 |
$8.30 / 20 |
6 / 167 |
25.113301% |
-0.362525 |
-0.091681 |
0.007899 |
0.524155 |
-0.274823 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
2.15% |
$0.75 / 22 |
$1.10 / 26 |
0 / 27 |
36.269410% |
-0.033994 |
-0.019905 |
0.001590 |
0.105521 |
-0.024523 |
|
409 |
Legs |
11/17(53) |
CALL |
300.00 / 350.00 |
$665 / $4,335 / 0.15 |
63.48% / $218.42 / 5.04% / 35.23% |
71.86% / $306.65 |
$6.65 / $7.50 / $0.85 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
300.00 |
36.52% |
$7.50 / 20 |
$7.80 / 20 |
0 / 135 |
24.052100% |
0.442875 |
-0.146645 |
0.010157 |
0.451993 |
0.181920 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
350.00 |
2.33% |
0 / 0 |
$0.85 / 24 |
0 / 46 |
28.725933% |
0.097869 |
-0.061662 |
0.004447 |
0.197874 |
0.041660 |
|
122 |
Legs |
11/17(53) |
PUT |
280.00 / 230.00 |
$535 / $4,465 / 0.12 |
68.18% / $211.87 / 4.75% / 32.93% |
74.58% / $274.65 |
$5.35 / $6.30 / $0.95 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
280.00 |
31.82% |
$6.30 / 39 |
$6.70 / 20 |
10 / 79 |
25.775855% |
-0.354411 |
-0.114447 |
0.009573 |
0.426009 |
-0.176160 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
230.00 |
1.71% |
$0.50 / 38 |
$0.95 / 41 |
0 / 43 |
36.251010% |
-0.032790 |
-0.023865 |
0.001885 |
0.083890 |
-0.015665 |
|
|
981 |
|
12/15(81) |
CALL |
195.00 / 250.00 |
$540 / $4,960 / 0.11 |
57.92% / $291.43 / 5.88% / 26.58% |
68.91% / $200.40 |
$5.40 / $5.50 / $0.10 / 85 |
69 / 62.55% / 73 |
5 |
Legs |
Vertical |
Bearish |
$189.78 (-0.86%) / 2.82M |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
42.08% |
$5.50 / 85 |
$5.70 / 151 |
8 / 1,627 |
18.484761% |
0.480814 |
-0.064312 |
0.015626 |
0.365805 |
0.193445 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
0.20% |
0 / 0 |
$0.10 / 112 |
0 / 103 |
23.914070% |
0.027748 |
-0.009839 |
0.002510 |
0.058763 |
0.011748 |
|
970 |
Legs |
12/15(81) |
CALL |
195.00 / 240.00 |
$540 / $3,960 / 0.14 |
57.92% / $250.38 / 6.32% / 28.80% |
68.91% / $200.40 |
$5.40 / $5.50 / $0.10 / 85 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
42.08% |
$5.50 / 85 |
$5.70 / 151 |
8 / 1,627 |
18.484761% |
0.480814 |
-0.064312 |
0.015626 |
0.365805 |
0.193445 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
0.75% |
0 / 0 |
$0.10 / 102 |
10 / 173 |
20.707416% |
0.053928 |
-0.016962 |
0.004310 |
0.100905 |
0.022716 |
|
833 |
Legs |
12/15(81) |
CALL |
200.00 / 260.00 |
$330 / $5,670 / 0.06 |
68.15% / $219.11 / 3.86% / 16.94% |
74.15% / $203.30 |
$3.30 / $3.40 / $0.10 / 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 |
200.00 |
31.85% |
$3.40 / 30 |
$3.50 / 44 |
12 / 15,255 |
17.502311% |
0.405964 |
-0.062060 |
0.015222 |
0.356341 |
0.164666 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
0.05% |
0 / 0 |
$0.10 / 95 |
0 / 28 |
26.934328% |
0.013551 |
-0.005337 |
0.001366 |
0.031979 |
0.005762 |
|
807 |
Legs |
12/15(81) |
CALL |
200.00 / 250.00 |
$330 / $4,670 / 0.07 |
68.15% / $205.22 / 4.39% / 19.43% |
74.15% / $203.30 |
$3.30 / $3.40 / $0.10 / 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 |
200.00 |
31.85% |
$3.40 / 30 |
$3.50 / 44 |
12 / 15,255 |
17.502311% |
0.405964 |
-0.062060 |
0.015222 |
0.356341 |
0.164666 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
0.20% |
0 / 0 |
$0.10 / 112 |
0 / 103 |
23.914070% |
0.027748 |
-0.009839 |
0.002510 |
0.058763 |
0.011748 |
|
765 |
Legs |
12/15(81) |
CALL |
200.00 / 240.00 |
$330 / $3,670 / 0.09 |
68.15% / $168.66 / 4.60% / 20.38% |
74.15% / $203.30 |
$3.30 / $3.40 / $0.10 / 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 |
200.00 |
31.85% |
$3.40 / 30 |
$3.50 / 44 |
12 / 15,255 |
17.502311% |
0.405964 |
-0.062060 |
0.015222 |
0.356341 |
0.164666 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
0.75% |
0 / 0 |
$0.10 / 102 |
10 / 173 |
20.707416% |
0.053928 |
-0.016962 |
0.004310 |
0.100905 |
0.022716 |
|
319 |
Legs |
10/27(32) |
CALL |
195.00 / 220.00 |
$280 / $2,220 / 0.13 |
62.68% / $129.40 / 5.83% / 73.17% |
71.22% / $197.80 |
$2.80 / $3.30 / $0.50 / 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) |
CALL |
195.00 |
37.32% |
$3.30 / 31 |
$3.60 / 312 |
3 / 287 |
20.624775% |
0.434812 |
-0.095118 |
0.023786 |
0.235837 |
0.076961 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
220.00 |
1.00% |
0 / 0 |
$0.50 / 103 |
0 / 4 |
28.728241% |
0.059568 |
-0.027880 |
0.007167 |
0.071061 |
0.010824 |
|
|
832 |
|
10/20(25) |
CALL |
220.00 / 280.00 |
$580 / $5,420 / 0.11 |
56.29% / $288.42 / 5.32% / 86.29% |
66.77% / $225.80 |
$5.80 / $6.40 / $0.60 / 1 |
99 / 99.00% / 90 |
5 |
Legs |
Vertical |
Bearish |
$215.97 (+0.44%) / 407K |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
220.00 |
43.71% |
$6.40 / 10 |
$7.00 / 6 |
0 / 7 |
31.863204% |
0.495615 |
-0.210806 |
0.013523 |
0.243904 |
0.077011 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
280.00 |
0.34% |
0 / 0 |
$0.60 / 1 |
0 / 2 |
51.527537% |
0.036967 |
-0.041720 |
0.002742 |
0.049449 |
0.006048 |
|
803 |
Legs |
11/17(53) |
CALL |
220.00 / 280.00 |
$950 / $5,050 / 0.19 |
55.00% / $249.01 / 4.93% / 34.38% |
67.13% / $229.50 |
$9.50 / $10.10 / $0.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
45.00% |
$10.10 / 6 |
$10.80 / 6 |
0 / 12 |
32.860582% |
0.520090 |
-0.152270 |
0.009623 |
0.341147 |
0.151938 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
2.63% |
0 / 0 |
$0.60 / 1 |
0 / 16 |
36.404234% |
0.112076 |
-0.070951 |
0.004610 |
0.163425 |
0.034759 |
|
806 |
Legs |
10/20(25) |
CALL |
220.00 / 270.00 |
$545 / $4,455 / 0.12 |
56.29% / $214.29 / 4.81% / 75.73% |
66.17% / $225.45 |
$5.45 / $6.40 / $0.95 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
220.00 |
43.71% |
$6.40 / 10 |
$7.00 / 6 |
0 / 7 |
31.863204% |
0.495615 |
-0.210806 |
0.013523 |
0.243904 |
0.077011 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
270.00 |
1.00% |
0 / 0 |
$0.95 / 5 |
0 / 5 |
50.211822% |
0.064365 |
-0.065077 |
0.004269 |
0.076995 |
0.010480 |
|
223 |
Legs |
10/20(25) |
CALL |
230.00 / 280.00 |
$235 / $4,765 / 0.05 |
73.52% / $140.41 / 2.95% / 41.69% |
76.92% / $232.35 |
$2.35 / $2.95 / $0.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
230.00 |
26.48% |
$2.95 / 1 |
$3.30 / 7 |
21 / 43 |
31.014075% |
0.367595 |
-0.197600 |
0.012776 |
0.230433 |
0.057923 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
280.00 |
0.34% |
0 / 0 |
$0.60 / 1 |
0 / 2 |
51.527537% |
0.036967 |
-0.041720 |
0.002742 |
0.049449 |
0.006048 |
|
320 |
Legs |
11/17(53) |
CALL |
230.00 / 280.00 |
$540 / $4,460 / 0.12 |
67.72% / $136.38 / 3.06% / 20.32% |
73.70% / $235.40 |
$5.40 / $6.00 / $0.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
32.28% |
$6.00 / 9 |
$6.50 / 6 |
0 / 19 |
31.654470% |
0.427479 |
-0.148830 |
0.009481 |
0.336100 |
0.126732 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
2.63% |
0 / 0 |
$0.60 / 1 |
0 / 16 |
36.404234% |
0.112076 |
-0.070951 |
0.004610 |
0.163425 |
0.034759 |
|
750 |
Legs |
11/17(53) |
CALL |
220.00 / 270.00 |
$915 / $4,085 / 0.22 |
55.00% / $113.35 / 2.77% / 18.30% |
66.71% / $229.15 |
$9.15 / $10.10 / $0.95 / 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 |
220.00 |
45.00% |
$10.10 / 6 |
$10.80 / 6 |
0 / 12 |
32.860582% |
0.520090 |
-0.152270 |
0.009623 |
0.341147 |
0.151938 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
4.80% |
$0.70 / 5 |
$0.95 / 5 |
1 / 64 |
34.353028% |
0.152786 |
-0.088082 |
0.005709 |
0.202388 |
0.047082 |
|
|
738 |
|
12/15(81) |
CALL |
500.00 / 600.00 |
$715 / $9,285 / 0.08 |
78.25% / $286.26 / 3.08% / 13.36% |
81.29% / $507.15 |
$7.15 / $7.60 / $0.45 / 1 |
51 / 43.06% / 57 |
5 |
Legs |
Vertical |
Bearish |
$446.85 (+0.58%) / 578K |
|
Earnings: 11/29 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
500.00 |
21.75% |
$7.60 / 1 |
$7.90 / 8 |
0 / 59 |
25.825611% |
0.341529 |
-0.199768 |
0.004336 |
0.797281 |
0.317369 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
1.52% |
$0.35 / 5 |
$0.45 / 33 |
20 / 20 |
26.815649% |
0.084132 |
-0.081238 |
0.001824 |
0.335423 |
0.081141 |
|
624 |
Legs |
12/15(81) |
CALL |
490.00 / 580.00 |
$870 / $8,130 / 0.11 |
73.48% / $204.60 / 2.52% / 10.81% |
77.67% / $498.70 |
$8.70 / $10.20 / $1.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
490.00 |
26.52% |
$10.20 / 1 |
$10.50 / 31 |
0 / 49 |
26.209143% |
0.381758 |
-0.208762 |
0.004504 |
0.828237 |
0.352772 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
2.82% |
$0.20 / 50 |
$1.50 / 66 |
0 / 5 |
27.141934% |
0.115550 |
-0.102919 |
0.002301 |
0.423064 |
0.110840 |
|
834 |
Legs |
12/15(81) |
CALL |
510.00 / 600.00 |
$505 / $8,495 / 0.06 |
82.41% / $172.03 / 2.03% / 8.63% |
84.28% / $515.05 |
$5.05 / $5.50 / $0.45 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
510.00 |
17.59% |
$5.50 / 12 |
$5.80 / 3 |
0 / 140 |
25.412160% |
0.303767 |
-0.189307 |
0.004131 |
0.759507 |
0.283735 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
1.52% |
$0.35 / 5 |
$0.45 / 33 |
20 / 20 |
26.815649% |
0.084132 |
-0.081238 |
0.001824 |
0.335423 |
0.081141 |
|
635 |
Legs |
12/15(81) |
CALL |
480.00 / 560.00 |
$1,185 / $6,815 / 0.17 |
68.11% / $170.60 / 2.50% / 10.75% |
74.41% / $491.85 |
$11.85 / $13.40 / $1.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
31.89% |
$13.40 / 1 |
$13.80 / 40 |
2 / 23 |
26.696588% |
0.424176 |
-0.215926 |
0.004627 |
0.850885 |
0.389584 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
560.00 |
5.04% |
$0.45 / 81 |
$1.55 / 66 |
0 / 3 |
24.664199% |
0.156026 |
-0.127140 |
0.002827 |
0.519867 |
0.148735 |
|
324 |
Legs |
10/20(25) |
PUT |
440.00 / 380.00 |
$610 / $5,390 / 0.11 |
64.71% / $141.10 / 2.62% / 36.36% |
70.87% / $433.90 |
$6.10 / $7.80 / $1.70 / 42 |
|
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 |
440.00 |
35.29% |
$7.80 / 42 |
$8.20 / 1 |
10 / 1,585 |
26.207516% |
-0.383965 |
-0.302269 |
0.007725 |
0.484610 |
-0.148568 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
380.00 |
2.39% |
$0.35 / 44 |
$1.70 / 97 |
0 / 32 |
38.329072% |
-0.051579 |
-0.087089 |
0.002138 |
0.134137 |
-0.019334 |
|
221 |
Legs |
10/20(25) |
PUT |
430.00 / 370.00 |
$370 / $5,630 / 0.07 |
74.49% / $132.92 / 2.36% / 32.32% |
77.67% / $426.30 |
$3.70 / $5.20 / $1.50 / 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) |
PUT |
430.00 |
25.51% |
$5.20 / 30 |
$5.50 / 1 |
19 / 1,940 |
27.466240% |
-0.306998 |
-0.280941 |
0.007105 |
0.445717 |
-0.117984 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
370.00 |
1.29% |
$0.20 / 36 |
$1.50 / 94 |
0 / 4 |
41.502732% |
-0.030567 |
-0.057119 |
0.001398 |
0.087682 |
-0.011417 |
|
|
694 |
|
11/17(53) |
CALL |
280.00 / 320.00 |
$1,015 / $2,985 / 0.34 |
49.05% / $285.44 / 9.56% / 75.20% |
68.22% / $290.15 |
$10.15 / $10.70 / $0.55 / 1 |
37 / 22.00% / 25 |
5 |
Legs |
Vertical |
Bearish |
$277.74 (-0.51%) / 573K |
|
Earnings: 11/02 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
50.95% |
$10.70 / 1 |
$11.00 / 30 |
1 / 31 |
23.048190% |
0.535429 |
-0.111646 |
0.013865 |
0.438273 |
0.215220 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
3.27% |
$0.15 / 65 |
$0.55 / 35 |
0 / 3 |
18.531362% |
0.112071 |
-0.050454 |
0.006660 |
0.210517 |
0.046625 |
|
944 |
Legs |
10/20(25) |
CALL |
280.00 / 330.00 |
$555 / $4,445 / 0.13 |
49.74% / $270.22 / 6.08% / 103.03% |
64.81% / $285.55 |
$5.55 / $5.70 / $0.15 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
280.00 |
50.26% |
$5.70 / 11 |
$6.00 / 31 |
1 / 172 |
17.715880% |
0.522636 |
-0.152234 |
0.019505 |
0.313690 |
0.109515 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
330.00 |
0.06% |
0 / 0 |
$0.15 / 39 |
0 / 154 |
27.375416% |
0.014075 |
-0.012954 |
0.001757 |
0.028262 |
0.003049 |
|
918 |
Legs |
10/20(25) |
CALL |
280.00 / 320.00 |
$550 / $3,450 / 0.16 |
49.74% / $241.47 / 7.00% / 125.19% |
64.68% / $285.50 |
$5.50 / $5.70 / $0.20 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
280.00 |
50.26% |
$5.70 / 11 |
$6.00 / 31 |
1 / 172 |
17.715880% |
0.522636 |
-0.152234 |
0.019505 |
0.313690 |
0.109515 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
320.00 |
0.44% |
0 / 0 |
$0.20 / 50 |
0 / 313 |
24.019877% |
0.038087 |
-0.030051 |
0.004059 |
0.065271 |
0.008223 |
|
31 |
Legs |
11/17(53) |
CALL |
290.00 / 320.00 |
$525 / $2,475 / 0.21 |
67.97% / $196.14 / 7.92% / 59.72% |
76.35% / $295.25 |
$5.25 / $5.80 / $0.55 / 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 |
290.00 |
32.03% |
$5.80 / 40 |
$6.10 / 30 |
1 / 48 |
21.493272% |
0.399872 |
-0.106019 |
0.013489 |
0.426390 |
0.162640 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
3.27% |
$0.15 / 65 |
$0.55 / 35 |
0 / 3 |
18.531362% |
0.112071 |
-0.050454 |
0.006660 |
0.210517 |
0.046625 |
|
39 |
Legs |
11/17(53) |
PUT |
270.00 / 240.00 |
$405 / $2,595 / 0.16 |
72.14% / $166.32 / 6.41% / 46.44% |
78.27% / $265.95 |
$4.05 / $5.30 / $1.25 / 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 |
270.00 |
27.86% |
$5.30 / 1 |
$5.40 / 2 |
67 / 678 |
23.258548% |
-0.326744 |
-0.081237 |
0.012598 |
0.398234 |
-0.152838 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
240.00 |
2.46% |
$1.10 / 31 |
$1.25 / 20 |
0 / 1 |
29.446042% |
-0.054791 |
-0.026327 |
0.003877 |
0.122537 |
-0.025012 |
|
855 |
Legs |
10/20(25) |
CALL |
280.00 / 310.00 |
$540 / $2,460 / 0.22 |
49.74% / $149.83 / 6.09% / 103.30% |
64.42% / $285.40 |
$5.40 / $5.70 / $0.30 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
280.00 |
50.26% |
$5.70 / 11 |
$6.00 / 31 |
1 / 172 |
17.715880% |
0.522636 |
-0.152234 |
0.019505 |
0.313690 |
0.109515 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
310.00 |
2.28% |
0 / 0 |
$0.30 / 38 |
0 / 104 |
20.618394% |
0.090433 |
-0.059507 |
0.007987 |
0.128453 |
0.019436 |
|
|
460 |
|
11/17(53) |
CALL |
195.00 / 250.00 |
$920 / $4,580 / 0.20 |
61.88% / $285.24 / 6.23% / 44.91% |
72.36% / $204.20 |
$9.20 / $10.00 / $0.80 / 5 |
37 / 34.72% / 20 |
5 |
Legs |
Vertical |
Bearish |
$185.00 (-3.25%) / 748K |
|
Earnings: 11/07 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
195.00 |
38.12% |
$10.00 / 13 |
$11.00 / 30 |
5 / 1 |
45.283763% |
0.482537 |
-0.157437 |
0.009419 |
0.294299 |
0.118977 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
3.07% |
$0.55 / 15 |
$0.80 / 5 |
1 / 40 |
42.425190% |
0.126933 |
-0.079883 |
0.004917 |
0.153639 |
0.033237 |
|
413 |
Legs |
10/20(25) |
CALL |
195.00 / 250.00 |
$495 / $5,005 / 0.10 |
65.65% / $278.37 / 5.56% / 91.46% |
73.43% / $199.95 |
$4.95 / $5.60 / $0.65 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
195.00 |
34.35% |
$5.60 / 5 |
$6.00 / 6 |
20 / 1 |
42.153168% |
0.436049 |
-0.213976 |
0.013048 |
0.207415 |
0.057663 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
250.00 |
0.45% |
0 / 0 |
$0.65 / 40 |
0 / 419 |
59.703030% |
0.044634 |
-0.049976 |
0.003120 |
0.049597 |
0.006212 |
|
180 |
Legs |
11/17(53) |
CALL |
200.00 / 250.00 |
$740 / $4,260 / 0.17 |
67.81% / $244.37 / 5.74% / 40.84% |
75.54% / $207.40 |
$7.40 / $8.20 / $0.80 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
32.19% |
$8.20 / 3 |
$9.10 / 9 |
3 / 18 |
45.079689% |
0.438178 |
-0.154994 |
0.009315 |
0.291037 |
0.108918 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
3.07% |
$0.55 / 15 |
$0.80 / 5 |
1 / 40 |
42.425190% |
0.126933 |
-0.079883 |
0.004917 |
0.153639 |
0.033237 |
|
604 |
Legs |
11/17(53) |
CALL |
190.00 / 240.00 |
$1,100 / $3,900 / 0.28 |
55.51% / $192.89 / 4.95% / 34.50% |
68.93% / $201.00 |
$11.00 / $12.30 / $1.30 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
190.00 |
44.49% |
$12.30 / 3 |
$13.20 / 20 |
0 / 1 |
45.915301% |
0.528271 |
-0.158016 |
0.009405 |
0.293842 |
0.129099 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
5.33% |
$0.35 / 13 |
$1.30 / 10 |
0 / 115 |
39.228626% |
0.168342 |
-0.096831 |
0.005943 |
0.185684 |
0.043755 |
|
368 |
Legs |
11/17(53) |
CALL |
195.00 / 240.00 |
$870 / $3,630 / 0.24 |
61.88% / $163.62 / 4.51% / 31.09% |
71.84% / $203.70 |
$8.70 / $10.00 / $1.30 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
195.00 |
38.12% |
$10.00 / 13 |
$11.00 / 30 |
5 / 1 |
45.283763% |
0.482537 |
-0.157437 |
0.009419 |
0.294299 |
0.118977 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
5.33% |
$0.35 / 13 |
$1.30 / 10 |
0 / 115 |
39.228626% |
0.168342 |
-0.096831 |
0.005943 |
0.185684 |
0.043755 |
|
234 |
Legs |
10/20(25) |
CALL |
195.00 / 230.00 |
$505 / $2,995 / 0.17 |
65.65% / $149.87 / 5.00% / 79.67% |
73.57% / $200.05 |
$5.05 / $5.60 / $0.55 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
195.00 |
34.35% |
$5.60 / 5 |
$6.00 / 6 |
20 / 1 |
42.153168% |
0.436049 |
-0.213976 |
0.013048 |
0.207415 |
0.057663 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
230.00 |
3.07% |
0 / 0 |
$0.55 / 47 |
30 / 151 |
44.236985% |
0.118397 |
-0.105665 |
0.006565 |
0.104365 |
0.016275 |
|
|
472 |
|
10/20(25) |
PUT |
330.00 / 270.00 |
$510 / $5,490 / 0.09 |
62.05% / $283.68 / 5.17% / 83.05% |
70.25% / $324.90 |
$5.10 / $5.60 / $0.50 / 12 |
27 / 15.93% / 44 |
5 |
Legs |
Vertical |
Bullish |
$334.59 (-0.05%) / 289K |
|
Earnings: 10/25 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
330.00 |
37.95% |
$5.60 / 12 |
$6.00 / 10 |
0 / 9 |
23.011371% |
-0.405279 |
-0.194834 |
0.012164 |
0.365905 |
-0.115610 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
270.00 |
0.29% |
0 / 0 |
$0.50 / 15 |
0 / 4 |
42.957471% |
-0.009428 |
-0.013502 |
0.000794 |
0.023895 |
-0.002591 |
|
684 |
Legs |
12/15(81) |
PUT |
310.00 / 250.00 |
$565 / $5,435 / 0.10 |
78.25% / $267.49 / 4.92% / 21.94% |
82.05% / $304.35 |
$5.65 / $7.00 / $1.35 / 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 |
310.00 |
21.75% |
$7.00 / 6 |
$7.40 / 1 |
0 / 27 |
29.274176% |
-0.267526 |
-0.093237 |
0.006032 |
0.531863 |
-0.231216 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
250.00 |
1.65% |
$0.65 / 1 |
$1.35 / 21 |
0 / 53 |
37.605199% |
-0.026151 |
-0.018313 |
0.001112 |
0.098077 |
-0.021732 |
|
541 |
Legs |
12/15(81) |
CALL |
360.00 / 420.00 |
$715 / $5,285 / 0.14 |
72.42% / $253.01 / 4.79% / 21.29% |
77.87% / $367.15 |
$7.15 / $8.40 / $1.25 / 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 |
360.00 |
27.58% |
$8.40 / 10 |
$8.90 / 5 |
0 / 139 |
25.639104% |
0.383047 |
-0.136833 |
0.006996 |
0.616792 |
0.267609 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
2.58% |
$0.35 / 6 |
$1.25 / 9 |
0 / 23 |
25.747764% |
0.106816 |
-0.063222 |
0.003374 |
0.297514 |
0.077207 |
|
760 |
Legs |
12/15(81) |
CALL |
350.00 / 410.00 |
$1,030 / $4,970 / 0.21 |
63.63% / $252.27 / 5.08% / 22.68% |
72.66% / $360.30 |
$10.30 / $12.00 / $1.70 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
350.00 |
36.37% |
$12.00 / 9 |
$12.50 / 2 |
0 / 43 |
26.129971% |
0.450428 |
-0.143763 |
0.007256 |
0.639714 |
0.311993 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
4.14% |
$1.15 / 6 |
$1.70 / 42 |
0 / 29 |
26.498999% |
0.136598 |
-0.075514 |
0.004012 |
0.353706 |
0.098324 |
|
491 |
Legs |
12/15(81) |
PUT |
320.00 / 260.00 |
$745 / $5,255 / 0.14 |
70.32% / $243.61 / 4.64% / 20.57% |
76.37% / $312.55 |
$7.45 / $9.70 / $2.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
29.68% |
$9.70 / 6 |
$10.10 / 2 |
0 / 74 |
28.360178% |
-0.335256 |
-0.101292 |
0.006679 |
0.588913 |
-0.292327 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
260.00 |
2.74% |
$0.10 / 22 |
$2.25 / 6 |
0 / 218 |
34.686503% |
-0.044575 |
-0.028194 |
0.001724 |
0.152010 |
-0.037233 |
|
769 |
Legs |
12/15(81) |
PUT |
330.00 / 270.00 |
$1,085 / $4,915 / 0.22 |
61.00% / $233.92 / 4.76% / 21.16% |
71.05% / $319.15 |
$10.85 / $13.10 / $2.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
39.00% |
$13.10 / 12 |
$13.70 / 2 |
0 / 32 |
27.561201% |
-0.406494 |
-0.105325 |
0.007110 |
0.626906 |
-0.357871 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
4.41% |
$0.40 / 9 |
$2.25 / 6 |
0 / 251 |
31.458018% |
-0.071017 |
-0.040375 |
0.002488 |
0.219399 |
-0.059656 |
|
|
415 |
|
11/17(53) |
CALL |
210.00 / 270.00 |
$440 / $5,560 / 0.08 |
66.76% / $280.00 / 5.04% / 35.21% |
74.15% / $214.40 |
$4.40 / $4.90 / $0.50 / 85 |
81 / 67.99% / 16 |
5 |
Legs |
Vertical |
Bearish |
$200.62 (-0.85%) / 1.02M |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
33.24% |
$4.90 / 85 |
$5.20 / 53 |
0 / 250 |
25.471706% |
0.419657 |
-0.102685 |
0.014072 |
0.310332 |
0.119560 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
0.12% |
0 / 0 |
$0.50 / 88 |
0 / 160 |
40.007863% |
0.021494 |
-0.012939 |
0.001855 |
0.040897 |
0.006421 |
|
370 |
Legs |
11/17(53) |
CALL |
210.00 / 260.00 |
$440 / $4,560 / 0.10 |
66.76% / $255.35 / 5.60% / 39.73% |
74.15% / $214.40 |
$4.40 / $4.90 / $0.50 / 85 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
33.24% |
$4.90 / 85 |
$5.20 / 53 |
0 / 250 |
25.471706% |
0.419657 |
-0.102685 |
0.014072 |
0.310332 |
0.119560 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
0.41% |
0 / 0 |
$0.50 / 88 |
0 / 11 |
35.773521% |
0.040034 |
-0.021753 |
0.003107 |
0.068525 |
0.011908 |
|
305 |
Legs |
11/17(53) |
CALL |
210.00 / 250.00 |
$440 / $3,560 / 0.12 |
66.76% / $202.56 / 5.69% / 40.46% |
74.15% / $214.40 |
$4.40 / $4.90 / $0.50 / 85 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
33.24% |
$4.90 / 85 |
$5.20 / 53 |
0 / 250 |
25.471706% |
0.419657 |
-0.102685 |
0.014072 |
0.310332 |
0.119560 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
1.25% |
$0.10 / 97 |
$0.50 / 350 |
0 / 30 |
28.473770% |
0.071319 |
-0.034505 |
0.004908 |
0.108231 |
0.021101 |
|
220 |
Legs |
10/20(25) |
CALL |
210.00 / 250.00 |
$180 / $3,820 / 0.05 |
73.23% / $125.78 / 3.29% / 47.52% |
77.17% / $211.80 |
$1.80 / $2.05 / $0.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
210.00 |
26.77% |
$2.05 / 1 |
$2.15 / 60 |
39 / 53 |
22.417739% |
0.359567 |
-0.134375 |
0.018889 |
0.211926 |
0.053814 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
250.00 |
0.08% |
0 / 0 |
$0.25 / 42 |
1 / 2 |
39.221328% |
0.016532 |
-0.014371 |
0.002080 |
0.023336 |
0.002552 |
|
179 |
Legs |
11/17(53) |
CALL |
210.00 / 240.00 |
$440 / $2,560 / 0.17 |
66.76% / $120.90 / 4.72% / 32.75% |
74.15% / $214.40 |
$4.40 / $4.90 / $0.50 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
33.24% |
$4.90 / 85 |
$5.20 / 53 |
0 / 250 |
25.471706% |
0.419657 |
-0.102685 |
0.014072 |
0.310332 |
0.119560 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
3.46% |
$0.30 / 111 |
$0.50 / 58 |
0 / 577 |
25.252152% |
0.120960 |
-0.051237 |
0.007248 |
0.159834 |
0.035555 |
|
148 |
Legs |
11/17(53) |
PUT |
190.00 / 160.00 |
$295 / $2,705 / 0.11 |
74.82% / $111.88 / 4.14% / 28.26% |
79.15% / $187.05 |
$2.95 / $3.80 / $0.85 / 114 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
190.00 |
25.18% |
$3.80 / 269 |
$4.10 / 51 |
0 / 101 |
28.760354% |
-0.299703 |
-0.077641 |
0.012517 |
0.276042 |
-0.103016 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
160.00 |
2.07% |
$0.60 / 158 |
$0.85 / 114 |
0 / 8 |
38.713819% |
-0.038316 |
-0.019401 |
0.002998 |
0.066123 |
-0.012736 |
|
|
700 |
|
12/15(81) |
CALL |
300.00 / 360.00 |
$420 / $5,580 / 0.08 |
76.14% / $279.91 / 5.02% / 22.39% |
80.57% / $304.20 |
$4.20 / $4.70 / $0.50 / 1 |
39 / 18.33% / 51 |
5 |
Legs |
Vertical |
Bearish |
$277.86 (-0.26%) / 227K |
|
Earnings: 12/05 / Ex-Div: 10/31 ($0.43) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
300.00 |
23.86% |
$4.70 / 1 |
$5.00 / 6 |
9 / 12 |
20.663602% |
0.343249 |
-0.088580 |
0.010028 |
0.495702 |
0.205235 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
360.00 |
0.35% |
0 / 0 |
$0.50 / 1 |
0 / 11 |
26.941404% |
0.036392 |
-0.018227 |
0.002177 |
0.107610 |
0.022514 |
|
945 |
Legs |
10/20(25) |
CALL |
280.00 / 330.00 |
$555 / $4,445 / 0.13 |
49.80% / $266.58 / 6.00% / 101.16% |
64.18% / $285.55 |
$5.55 / $5.80 / $0.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
280.00 |
50.20% |
$5.80 / 33 |
$6.60 / 12 |
2 / 160 |
18.785547% |
0.523514 |
-0.161597 |
0.018599 |
0.313680 |
0.109334 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
330.00 |
0.10% |
0 / 0 |
$0.25 / 1 |
0 / 25 |
29.614726% |
0.018442 |
-0.017214 |
0.002112 |
0.035613 |
0.003985 |
|
940 |
Legs |
11/17(53) |
CALL |
280.00 / 330.00 |
$765 / $4,235 / 0.18 |
48.93% / $237.40 / 5.61% / 39.78% |
63.02% / $287.65 |
$7.65 / $8.40 / $0.75 / 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 |
280.00 |
51.07% |
$8.40 / 30 |
$9.10 / 6 |
0 / 38 |
18.049705% |
0.538156 |
-0.119096 |
0.013222 |
0.438276 |
0.215308 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
1.53% |
0 / 0 |
$0.75 / 4 |
0 / 26 |
25.478048% |
0.075722 |
-0.039686 |
0.004751 |
0.157505 |
0.031534 |
|
542 |
Legs |
12/15(81) |
PUT |
270.00 / 220.00 |
$495 / $4,505 / 0.11 |
69.71% / $234.57 / 5.21% / 23.31% |
75.83% / $265.05 |
$4.95 / $6.70 / $1.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
30.29% |
$6.70 / 30 |
$9.40 / 13 |
0 / 1 |
25.471353% |
-0.343469 |
-0.067695 |
0.010030 |
0.495822 |
-0.244706 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
1.21% |
0 / 0 |
$1.75 / 1 |
0 / 12 |
37.849875% |
-0.024706 |
-0.011678 |
0.001579 |
0.078056 |
-0.016918 |
|
930 |
Legs |
10/20(25) |
CALL |
280.00 / 320.00 |
$520 / $3,480 / 0.15 |
49.80% / $213.22 / 6.13% / 104.13% |
63.32% / $285.20 |
$5.20 / $5.80 / $0.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
280.00 |
50.20% |
$5.80 / 33 |
$6.60 / 12 |
2 / 160 |
18.785547% |
0.523514 |
-0.161597 |
0.018599 |
0.313680 |
0.109334 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
320.00 |
0.62% |
0 / 0 |
$0.60 / 1 |
0 / 79 |
29.458528% |
0.045988 |
-0.036927 |
0.004507 |
0.076006 |
0.009902 |
|
894 |
Legs |
12/15(81) |
CALL |
310.00 / 360.00 |
$200 / $4,800 / 0.04 |
85.73% / $138.02 / 2.88% / 12.42% |
87.25% / $312.00 |
$2.00 / $2.50 / $0.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
310.00 |
14.27% |
$2.50 / 20 |
$2.75 / 1 |
0 / 3 |
20.221976% |
0.256676 |
-0.076490 |
0.008788 |
0.434422 |
0.154756 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
360.00 |
0.35% |
0 / 0 |
$0.50 / 1 |
0 / 11 |
26.941404% |
0.036392 |
-0.018227 |
0.002177 |
0.107610 |
0.022514 |
|
|
893 |
|
10/20(25) |
CALL |
340.00 / 400.00 |
$530 / $5,470 / 0.10 |
53.65% / $278.58 / 5.09% / 81.50% |
65.39% / $345.30 |
$5.30 / $5.80 / $0.50 / 15 |
60 / 39.52% / 62 |
5 |
Legs |
Vertical |
Bearish |
$336.02 (-0.65%) / 705K |
|
Earnings: 10/27 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
340.00 |
46.35% |
$5.80 / 15 |
$6.10 / 12 |
44 / 454 |
16.916439% |
0.495625 |
-0.185941 |
0.016170 |
0.379634 |
0.125652 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
400.00 |
0.05% |
0 / 0 |
$0.50 / 31 |
0 / 16 |
32.839855% |
0.012642 |
-0.014326 |
0.001325 |
0.031112 |
0.003309 |
|
818 |
Legs |
10/20(25) |
CALL |
340.00 / 380.00 |
$520 / $3,480 / 0.15 |
53.65% / $196.63 / 5.65% / 93.39% |
65.18% / $345.20 |
$5.20 / $5.80 / $0.60 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
340.00 |
46.35% |
$5.80 / 15 |
$6.10 / 12 |
44 / 454 |
16.916439% |
0.495625 |
-0.185941 |
0.016170 |
0.379634 |
0.125652 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
380.00 |
1.13% |
0 / 0 |
$0.60 / 24 |
0 / 11 |
25.379305% |
0.062469 |
-0.054395 |
0.004985 |
0.117045 |
0.016250 |
|
619 |
Legs |
11/17(53) |
CALL |
340.00 / 380.00 |
$985 / $3,015 / 0.33 |
51.60% / $164.68 / 5.46% / 38.62% |
66.97% / $349.85 |
$9.85 / $10.50 / $0.65 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
48.40% |
$10.50 / 1 |
$10.70 / 21 |
5 / 105 |
19.745064% |
0.517999 |
-0.137397 |
0.011515 |
0.531393 |
0.251880 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
5.55% |
$0.50 / 13 |
$0.65 / 10 |
0 / 1 |
17.513026% |
0.148927 |
-0.075310 |
0.006710 |
0.309651 |
0.074589 |
|
82 |
Legs |
11/17(53) |
CALL |
350.00 / 380.00 |
$505 / $2,495 / 0.20 |
67.19% / $82.55 / 3.31% / 22.12% |
74.06% / $355.05 |
$5.05 / $5.70 / $0.65 / 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 |
350.00 |
32.81% |
$5.70 / 20 |
$6.10 / 23 |
1 / 10 |
18.567312% |
0.405997 |
-0.130735 |
0.011209 |
0.517277 |
0.199334 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
5.55% |
$0.50 / 13 |
$0.65 / 10 |
0 / 1 |
17.513026% |
0.148927 |
-0.075310 |
0.006710 |
0.309651 |
0.074589 |
|
85 |
Legs |
11/17(53) |
PUT |
330.00 / 300.00 |
$465 / $2,535 / 0.18 |
67.04% / $56.97 / 2.25% / 14.62% |
73.49% / $325.35 |
$4.65 / $6.70 / $2.05 / 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 |
330.00 |
32.96% |
$6.70 / 8 |
$7.10 / 6 |
0 / 4 |
21.468887% |
-0.367151 |
-0.099921 |
0.010887 |
0.502381 |
-0.208116 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
300.00 |
5.44% |
$1.75 / 10 |
$2.05 / 21 |
0 / 3 |
26.681463% |
-0.101981 |
-0.050126 |
0.005148 |
0.237582 |
-0.056532 |
|
272 |
Legs |
10/20(25) |
CALL |
350.00 / 380.00 |
$135 / $2,865 / 0.05 |
74.60% / $37.35 / 1.30% / 16.82% |
76.97% / $351.35 |
$1.35 / $1.95 / $0.60 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
350.00 |
25.40% |
$1.95 / 32 |
$2.20 / 11 |
8 / 269 |
15.639770% |
0.341664 |
-0.167467 |
0.014883 |
0.349420 |
0.087411 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
380.00 |
1.13% |
0 / 0 |
$0.60 / 24 |
0 / 11 |
25.379305% |
0.062469 |
-0.054395 |
0.004985 |
0.117045 |
0.016250 |
|
|
840 |
|
11/17(53) |
CALL |
190.00 / 240.00 |
$565 / $4,435 / 0.13 |
55.55% / $276.07 / 6.22% / 44.89% |
67.52% / $195.65 |
$5.65 / $6.20 / $0.55 / 20 |
95 / 90.71% / 13 |
5 |
Legs |
Vertical |
Bearish |
$187.10 (+0.43%) / 397K |
|
Earnings: 11/07 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
190.00 |
44.45% |
$6.20 / 20 |
$6.60 / 33 |
6 / 44 |
23.974812% |
0.498708 |
-0.092573 |
0.015925 |
0.294818 |
0.131778 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
0.40% |
0 / 0 |
$0.55 / 39 |
0 / 10 |
35.955961% |
0.039588 |
-0.019185 |
0.003420 |
0.063307 |
0.011003 |
|
421 |
Legs |
11/17(53) |
CALL |
195.00 / 240.00 |
$355 / $4,145 / 0.09 |
66.22% / $200.55 / 4.84% / 33.66% |
72.98% / $198.55 |
$3.55 / $4.10 / $0.55 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
195.00 |
33.78% |
$4.10 / 55 |
$4.60 / 37 |
14 / 89 |
23.660652% |
0.421598 |
-0.090175 |
0.015626 |
0.289296 |
0.112360 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
0.40% |
0 / 0 |
$0.55 / 39 |
0 / 10 |
35.955961% |
0.039588 |
-0.019185 |
0.003420 |
0.063307 |
0.011003 |
|
797 |
Legs |
10/20(25) |
CALL |
190.00 / 230.00 |
$300 / $3,700 / 0.08 |
57.74% / $165.40 / 4.47% / 69.01% |
66.72% / $193.00 |
$3.00 / $3.10 / $0.10 / 39 |
|
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 |
190.00 |
42.26% |
$3.10 / 42 |
$3.50 / 40 |
26 / 730 |
19.782683% |
0.473057 |
-0.127553 |
0.022312 |
0.210154 |
0.065606 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
230.00 |
0.10% |
0 / 0 |
$0.10 / 39 |
0 / 23 |
32.803814% |
0.018844 |
-0.014369 |
0.002583 |
0.024333 |
0.002714 |
|
356 |
Legs |
11/17(53) |
PUT |
185.00 / 155.00 |
$560 / $2,440 / 0.23 |
59.40% / $158.45 / 6.49% / 47.16% |
70.86% / $179.40 |
$5.60 / $6.60 / $1.00 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
185.00 |
40.60% |
$6.60 / 6 |
$6.80 / 2 |
11 / 526 |
28.592219% |
-0.419070 |
-0.078818 |
0.015606 |
0.288925 |
-0.135674 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
155.00 |
3.51% |
$0.85 / 42 |
$1.00 / 23 |
0 / 3 |
35.977329% |
-0.062828 |
-0.026114 |
0.004941 |
0.091477 |
-0.019526 |
|
139 |
Legs |
10/20(25) |
PUT |
180.00 / 150.00 |
$230 / $2,770 / 0.08 |
74.67% / $158.31 / 5.72% / 94.83% |
79.99% / $177.70 |
$2.30 / $2.50 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
180.00 |
25.33% |
$2.50 / 24 |
$2.65 / 9 |
23 / 1,736 |
27.766177% |
-0.306777 |
-0.103253 |
0.019697 |
0.185523 |
-0.048647 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
150.00 |
0.23% |
$0.05 / 61 |
$0.20 / 1 |
1 / 215 |
38.621971% |
-0.007673 |
-0.006381 |
0.001186 |
0.011170 |
-0.001180 |
|
345 |
Legs |
10/20(25) |
PUT |
185.00 / 160.00 |
$375 / $2,125 / 0.18 |
60.70% / $155.97 / 7.34% / 133.95% |
71.46% / $181.25 |
$3.75 / $4.20 / $0.45 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
185.00 |
39.30% |
$4.20 / 20 |
$4.40 / 9 |
63 / 183 |
27.304648% |
-0.414187 |
-0.113361 |
0.021848 |
0.205792 |
-0.066225 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
160.00 |
1.62% |
$0.35 / 541 |
$0.45 / 53 |
236 / 3,432 |
35.752995% |
-0.040523 |
-0.026167 |
0.004887 |
0.046034 |
-0.006280 |
|
|
165 |
|
11/17(53) |
CALL |
195.00 / 250.00 |
$545 / $4,955 / 0.11 |
79.21% / $273.25 / 5.51% / 39.04% |
83.15% / $200.45 |
$5.45 / $6.40 / $0.95 / 60 |
60 / 33.37% / 55 |
5 |
Legs |
Vertical |
Bearish |
$167.1501 (-1.84%) / 1.08M |
|
Earnings: 11/08 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
195.00 |
20.79% |
$6.40 / 64 |
$6.70 / 6 |
16 / 113 |
55.672623% |
0.355863 |
-0.154961 |
0.008193 |
0.248951 |
0.079088 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
1.64% |
$0.80 / 23 |
$0.95 / 60 |
10 / 74 |
57.508548% |
0.097962 |
-0.070794 |
0.003801 |
0.115502 |
0.022916 |
|
63 |
Legs |
11/17(53) |
CALL |
190.00 / 240.00 |
$655 / $4,345 / 0.15 |
75.03% / $260.95 / 6.01% / 43.06% |
80.39% / $196.55 |
$6.55 / $7.80 / $1.25 / 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 |
24.97% |
$7.80 / 7 |
$8.10 / 36 |
14 / 23 |
56.251838% |
0.392439 |
-0.160244 |
0.008452 |
0.256796 |
0.086594 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
2.76% |
$1.10 / 46 |
$1.25 / 60 |
0 / 21 |
56.141760% |
0.126833 |
-0.085312 |
0.004573 |
0.138940 |
0.029474 |
|
340 |
Legs |
11/17(53) |
CALL |
200.00 / 260.00 |
$415 / $5,585 / 0.07 |
82.85% / $238.95 / 4.28% / 29.34% |
85.48% / $204.15 |
$4.15 / $5.20 / $1.05 / 183 |
|
Underlying |
Leg |
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 |
17.15% |
$5.20 / 183 |
$5.50 / 1 |
31 / 188 |
55.125647% |
0.321444 |
-0.148672 |
0.007878 |
0.239378 |
0.071912 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
0.96% |
$0.60 / 50 |
$1.05 / 251 |
0 / 3 |
61.293950% |
0.075066 |
-0.057918 |
0.003115 |
0.094640 |
0.017664 |
|
49 |
Legs |
11/17(53) |
CALL |
185.00 / 230.00 |
$765 / $3,735 / 0.21 |
70.33% / $218.21 / 5.84% / 41.71% |
77.31% / $192.65 |
$7.65 / $9.40 / $1.75 / 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 |
185.00 |
29.67% |
$9.40 / 8 |
$9.60 / 2 |
0 / 97 |
56.604255% |
0.431002 |
-0.164299 |
0.008641 |
0.262547 |
0.094363 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
4.54% |
$1.55 / 60 |
$1.75 / 68 |
4 / 46 |
55.175252% |
0.162739 |
-0.101141 |
0.005410 |
0.164372 |
0.037532 |
|
289 |
Legs |
11/17(53) |
CALL |
200.00 / 250.00 |
$425 / $4,575 / 0.09 |
82.85% / $209.25 / 4.57% / 31.60% |
85.54% / $204.25 |
$4.25 / $5.20 / $0.95 / 60 |
|
Underlying |
Leg |
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 |
17.15% |
$5.20 / 183 |
$5.50 / 1 |
31 / 188 |
55.125647% |
0.321444 |
-0.148672 |
0.007878 |
0.239378 |
0.071912 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
1.64% |
$0.80 / 23 |
$0.95 / 60 |
10 / 74 |
57.508548% |
0.097962 |
-0.070794 |
0.003801 |
0.115502 |
0.022916 |
|
689 |
Legs |
10/06(11) |
PUT |
152.50 / 125.00 |
$110 / $2,640 / 0.04 |
85.28% / $61.60 / 2.33% / 69.62% |
86.66% / $151.40 |
$1.10 / $1.20 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
152.50 |
14.72% |
$1.20 / 68 |
$1.40 / 37 |
1 / 10 |
50.458371% |
-0.203243 |
-0.215172 |
0.012117 |
0.096883 |
-0.015290 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
125.00 |
0.62% |
0 / 0 |
$0.10 / 1 |
0 / 4 |
68.322925% |
-0.011567 |
-0.023270 |
0.001297 |
0.010369 |
-0.000844 |
|
|
917 |
|
12/15(81) |
CALL |
3600.00 / 4000.00 |
$1,720 / $38,280 / 0.05 |
88.99% / $271.93 / 0.71% / 2.97% |
89.70% / $3,617.20 |
$17.20 / $23.30 / $6.10 / 7 |
50 / 28.77% / 90 |
2 |
Legs |
Vertical |
Bearish |
$3062.00 (+0.85%) / 236K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
3600.00 |
11.01% |
$23.30 / 25 |
$27.30 / 17 |
0 / 15 |
25.614521% |
0.233094 |
-1.061999 |
0.000561 |
4.551190 |
1.514697 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
4000.00 |
1.89% |
$1.40 / 22 |
$6.10 / 7 |
0 / 52 |
25.760904% |
0.092648 |
-0.564873 |
0.000304 |
2.468403 |
0.614048 |
|
612 |
Legs |
11/17(53) |
CALL |
3600.00 / 3800.00 |
$790 / $19,210 / 0.04 |
93.44% / $129.59 / 0.67% / 4.21% |
93.71% / $3,607.90 |
$7.90 / $13.40 / $5.50 / 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 |
3600.00 |
6.56% |
$13.40 / 31 |
$15.90 / 15 |
0 / 115 |
27.425290% |
0.171171 |
-1.056207 |
0.000569 |
3.096487 |
0.764218 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
3800.00 |
2.05% |
$4.20 / 63 |
$5.50 / 3 |
0 / 264 |
27.639415% |
0.092920 |
-0.684497 |
0.000373 |
2.025747 |
0.418837 |
|
948 |
Legs |
12/15(81) |
PUT |
2510.00 / 2400.00 |
$550 / $10,450 / 0.05 |
93.65% / $7.38 / 0.07% / 0.29% |
93.80% / $2,504.50 |
$5.50 / $20.20 / $14.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2510.00 |
6.35% |
$20.20 / 15 |
$23.10 / 8 |
0 / 5 |
35.037510% |
-0.094898 |
-0.501712 |
0.000310 |
2.512524 |
-0.742127 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2400.00 |
3.87% |
$11.70 / 10 |
$14.70 / 6 |
0 / 388 |
35.948969% |
-0.058832 |
-0.351617 |
0.000215 |
1.745106 |
-0.456733 |
|
|
430 |
|
11/17(53) |
CALL |
210.00 / 270.00 |
$440 / $5,560 / 0.08 |
66.62% / $267.71 / 4.81% / 33.48% |
73.52% / $214.40 |
$4.40 / $4.80 / $0.40 / 1 |
50 / 38.06% / 32 |
2 |
Legs |
Vertical |
Bearish |
$198.78 (+0.50%) / 217K |
|
Earnings: 10/26 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
33.38% |
$4.80 / 52 |
$6.40 / 1 |
1 / 128 |
27.886923% |
0.424285 |
-0.111937 |
0.013147 |
0.310306 |
0.119530 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
0.22% |
0 / 0 |
$0.40 / 1 |
0 / 15 |
38.752012% |
0.029941 |
-0.018463 |
0.002280 |
0.053810 |
0.008860 |
|
443 |
Legs |
11/17(53) |
CALL |
210.00 / 260.00 |
$360 / $4,640 / 0.08 |
66.62% / $178.31 / 3.84% / 26.05% |
72.33% / $213.60 |
$3.60 / $4.80 / $1.20 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
33.38% |
$4.80 / 52 |
$6.40 / 1 |
1 / 128 |
27.886923% |
0.424285 |
-0.111937 |
0.013147 |
0.310306 |
0.119530 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
0.65% |
$0.40 / 1 |
$1.20 / 21 |
0 / 81 |
39.537239% |
0.051787 |
-0.028939 |
0.003560 |
0.084013 |
0.015252 |
|
411 |
Legs |
11/17(53) |
CALL |
220.00 / 270.00 |
$205 / $4,795 / 0.04 |
80.97% / $144.57 / 3.01% / 20.01% |
83.30% / $222.05 |
$2.05 / $2.45 / $0.40 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
19.03% |
$2.45 / 40 |
$3.20 / 20 |
0 / 364 |
27.508992% |
0.307163 |
-0.098843 |
0.011793 |
0.278335 |
0.087677 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
0.22% |
0 / 0 |
$0.40 / 1 |
0 / 15 |
38.752012% |
0.029941 |
-0.018463 |
0.002280 |
0.053810 |
0.008860 |
|
|
498 |
|
11/17(53) |
CALL |
220.00 / 270.00 |
$445 / $4,555 / 0.10 |
63.64% / $267.70 / 5.88% / 42.00% |
72.66% / $224.45 |
$4.45 / $4.90 / $0.45 / 5 |
57 / 42.92% / 43 |
5 |
Legs |
Vertical |
Bearish |
$213.31 (+0.47%) / 651K |
|
Earnings: 10/26 / Ex-Div: 09/28 ($0.84) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
36.36% |
$4.90 / 5 |
$5.10 / 31 |
2 / 43 |
21.207400% |
0.434961 |
-0.089845 |
0.016289 |
0.331694 |
0.133742 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
0.16% |
0 / 0 |
$0.45 / 20 |
0 / 52 |
32.274060% |
0.024055 |
-0.012363 |
0.002345 |
0.047759 |
0.007698 |
|
337 |
Legs |
11/17(53) |
PUT |
210.00 / 175.00 |
$475 / $3,025 / 0.16 |
62.38% / $210.46 / 6.96% / 51.13% |
72.22% / $205.25 |
$4.75 / $5.50 / $0.75 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
210.00 |
37.62% |
$5.50 / 21 |
$5.80 / 30 |
0 / 87 |
23.735301% |
-0.399918 |
-0.073638 |
0.015990 |
0.325601 |
-0.144919 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
1.37% |
$0.25 / 21 |
$0.75 / 21 |
0 / 1 |
31.639699% |
-0.030929 |
-0.014176 |
0.002892 |
0.058895 |
-0.010792 |
|
311 |
Legs |
11/17(53) |
PUT |
210.00 / 180.00 |
$455 / $2,545 / 0.18 |
62.38% / $152.62 / 6.00% / 42.99% |
71.83% / $205.45 |
$4.55 / $5.50 / $0.95 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
210.00 |
37.62% |
$5.50 / 21 |
$5.80 / 30 |
0 / 87 |
23.735301% |
-0.399918 |
-0.073638 |
0.015990 |
0.325601 |
-0.144919 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
180.00 |
2.54% |
$0.30 / 21 |
$0.95 / 21 |
0 / 1 |
29.448777% |
-0.052846 |
-0.021791 |
0.004467 |
0.090955 |
-0.018509 |
|
309 |
Legs |
11/17(53) |
PUT |
200.00 / 175.00 |
$205 / $2,295 / 0.09 |
81.20% / $105.54 / 4.60% / 31.79% |
84.11% / $197.95 |
$2.05 / $2.80 / $0.75 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
200.00 |
18.80% |
$2.80 / 18 |
$3.00 / 30 |
0 / 252 |
25.614109% |
-0.246616 |
-0.061865 |
0.013066 |
0.266067 |
-0.088136 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
1.37% |
$0.25 / 21 |
$0.75 / 21 |
0 / 1 |
31.639699% |
-0.030929 |
-0.014176 |
0.002892 |
0.058895 |
-0.010792 |
|
260 |
Legs |
11/17(53) |
PUT |
210.00 / 185.00 |
$430 / $2,070 / 0.21 |
62.38% / $86.32 / 4.17% / 28.51% |
71.35% / $205.70 |
$4.30 / $5.50 / $1.20 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
210.00 |
37.62% |
$5.50 / 21 |
$5.80 / 30 |
0 / 87 |
23.735301% |
-0.399918 |
-0.073638 |
0.015990 |
0.325601 |
-0.144919 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
185.00 |
4.51% |
$1.00 / 7 |
$1.20 / 35 |
0 / 5 |
29.698282% |
-0.084524 |
-0.031155 |
0.006421 |
0.130755 |
-0.029731 |
|
780 |
Legs |
12/15(81) |
PUT |
210.00 / 180.00 |
$505 / $2,495 / 0.20 |
61.74% / $68.77 / 2.76% / 11.88% |
70.42% / $204.95 |
$5.05 / $6.60 / $1.55 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
210.00 |
38.26% |
$6.60 / 22 |
$6.90 / 14 |
1 / 85 |
22.901309% |
-0.401776 |
-0.058622 |
0.013098 |
0.397734 |
-0.221296 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
180.00 |
5.07% |
$1.00 / 21 |
$1.55 / 21 |
0 / 39 |
29.069672% |
-0.086083 |
-0.025523 |
0.005329 |
0.161823 |
-0.045707 |
|
|
768 |
|
11/17(53) |
CALL |
185.00 / 230.00 |
$530 / $3,970 / 0.13 |
56.87% / $265.60 / 6.69% / 48.83% |
68.86% / $190.30 |
$5.30 / $5.90 / $0.60 / 10 |
55 / 51.20% / 81 |
5 |
Legs |
Vertical |
Bearish |
$180.64 (+0.65%) / 211K |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
185.00 |
43.13% |
$5.90 / 10 |
$6.20 / 13 |
0 / 103 |
24.343676% |
0.488738 |
-0.090515 |
0.017336 |
0.286136 |
0.125770 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
0.43% |
0 / 0 |
$0.60 / 44 |
0 / 343 |
35.296271% |
0.040334 |
-0.018375 |
0.003772 |
0.062251 |
0.010877 |
|
359 |
Legs |
11/17(53) |
CALL |
190.00 / 240.00 |
$315 / $4,685 / 0.07 |
68.22% / $205.87 / 4.39% / 30.22% |
74.52% / $193.15 |
$3.15 / $3.90 / $0.75 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
190.00 |
31.78% |
$3.90 / 11 |
$4.20 / 30 |
2 / 74 |
23.953754% |
0.405654 |
-0.086649 |
0.016856 |
0.278207 |
0.105292 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
0.09% |
0 / 0 |
$0.75 / 44 |
0 / 5 |
42.140021% |
0.018636 |
-0.009604 |
0.001982 |
0.032717 |
0.005050 |
|
299 |
Legs |
11/17(53) |
CALL |
190.00 / 230.00 |
$330 / $3,670 / 0.09 |
68.22% / $192.82 / 5.25% / 36.95% |
74.80% / $193.30 |
$3.30 / $3.90 / $0.60 / 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 |
190.00 |
31.78% |
$3.90 / 11 |
$4.20 / 30 |
2 / 74 |
23.953754% |
0.405654 |
-0.086649 |
0.016856 |
0.278207 |
0.105292 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
0.43% |
0 / 0 |
$0.60 / 44 |
0 / 343 |
35.296271% |
0.040334 |
-0.018375 |
0.003772 |
0.062251 |
0.010877 |
|
702 |
Legs |
11/17(53) |
CALL |
185.00 / 220.00 |
$505 / $2,995 / 0.17 |
56.87% / $183.32 / 6.12% / 44.02% |
68.33% / $190.05 |
$5.05 / $5.90 / $0.85 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
185.00 |
43.13% |
$5.90 / 10 |
$6.20 / 13 |
0 / 103 |
24.343676% |
0.488738 |
-0.090515 |
0.017336 |
0.286136 |
0.125770 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
1.67% |
$0.10 / 46 |
$0.85 / 44 |
0 / 39 |
28.457851% |
0.081365 |
-0.032126 |
0.006546 |
0.108043 |
0.021807 |
|
483 |
Legs |
11/17(53) |
PUT |
180.00 / 150.00 |
$475 / $2,525 / 0.19 |
58.86% / $142.96 / 5.66% / 40.24% |
69.59% / $175.25 |
$4.75 / $5.60 / $0.85 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
180.00 |
41.14% |
$5.60 / 7 |
$5.80 / 24 |
0 / 66 |
24.977335% |
-0.425423 |
-0.068481 |
0.017039 |
0.281234 |
-0.132725 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
150.00 |
2.65% |
$0.40 / 36 |
$0.85 / 58 |
0 / 54 |
33.391944% |
-0.051849 |
-0.020180 |
0.004615 |
0.076173 |
-0.015523 |
|
589 |
Legs |
10/20(25) |
CALL |
185.00 / 210.00 |
$240 / $2,260 / 0.11 |
60.66% / $94.02 / 4.16% / 63.09% |
68.27% / $187.40 |
$2.40 / $3.00 / $0.60 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
185.00 |
39.34% |
$3.00 / 3 |
$3.20 / 10 |
2 / 159 |
21.076782% |
0.451500 |
-0.121588 |
0.024135 |
0.202666 |
0.060920 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
210.00 |
1.12% |
0 / 0 |
$0.60 / 45 |
0 / 150 |
34.358544% |
0.063685 |
-0.036691 |
0.007606 |
0.063870 |
0.008838 |
|
|
789 |
|
10/20(25) |
PUT |
260.00 / 200.00 |
$670 / $5,330 / 0.13 |
54.54% / $265.47 / 4.98% / 79.19% |
65.16% / $253.30 |
$6.70 / $8.20 / $1.50 / 6 |
29 / 27.16% / 18 |
5 |
Legs |
Vertical |
Bullish |
$261.00 (+0.27%) / 344K |
|
Earnings: 11/02 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
260.00 |
45.46% |
$8.20 / 6 |
$8.70 / 5 |
1 / 171 |
31.882303% |
-0.455059 |
-0.218480 |
0.011534 |
0.291264 |
-0.104471 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
200.00 |
0.90% |
0 / 0 |
$1.50 / 10 |
0 / 64 |
67.142169% |
-0.017738 |
-0.025299 |
0.001272 |
0.032123 |
-0.003857 |
|
464 |
Legs |
10/20(25) |
CALL |
270.00 / 330.00 |
$445 / $5,555 / 0.08 |
65.13% / $232.77 / 4.19% / 63.65% |
71.46% / $274.45 |
$4.45 / $5.30 / $0.85 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
270.00 |
34.87% |
$5.30 / 24 |
$5.70 / 42 |
23 / 229 |
30.259984% |
0.431183 |
-0.245624 |
0.011435 |
0.288754 |
0.081246 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
330.00 |
0.50% |
0 / 0 |
$0.85 / 10 |
0 / 21 |
49.837353% |
0.044998 |
-0.057551 |
0.002758 |
0.069643 |
0.008838 |
|
681 |
Legs |
10/20(25) |
PUT |
260.00 / 210.00 |
$765 / $4,235 / 0.18 |
54.54% / $227.21 / 5.36% / 87.22% |
66.58% / $252.35 |
$7.65 / $8.20 / $0.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
260.00 |
45.46% |
$8.20 / 6 |
$8.70 / 5 |
1 / 171 |
31.882303% |
-0.455059 |
-0.218480 |
0.011534 |
0.291264 |
-0.104471 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
210.00 |
2.16% |
$0.40 / 1 |
$0.55 / 1 |
0 / 105 |
44.683731% |
-0.041565 |
-0.051248 |
0.002587 |
0.065319 |
-0.009092 |
|
422 |
Legs |
10/20(25) |
CALL |
270.00 / 320.00 |
$450 / $4,550 / 0.10 |
65.13% / $177.56 / 3.90% / 58.31% |
71.53% / $274.50 |
$4.50 / $5.30 / $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) |
CALL |
270.00 |
34.87% |
$5.30 / 24 |
$5.70 / 42 |
23 / 229 |
30.259984% |
0.431183 |
-0.245624 |
0.011435 |
0.288754 |
0.081246 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
320.00 |
1.26% |
0 / 0 |
$0.80 / 9 |
0 / 26 |
44.081614% |
0.071868 |
-0.083393 |
0.003987 |
0.100671 |
0.014056 |
|
555 |
Legs |
11/17(53) |
CALL |
270.00 / 330.00 |
$845 / $5,155 / 0.16 |
61.03% / $174.09 / 3.38% / 22.62% |
69.79% / $278.45 |
$8.45 / $10.60 / $2.15 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
38.97% |
$10.60 / 53 |
$12.40 / 7 |
0 / 299 |
35.498995% |
0.476334 |
-0.181815 |
0.008265 |
0.410230 |
0.168944 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
3.35% |
$0.20 / 9 |
$2.15 / 42 |
10 / 10 |
37.549744% |
0.126103 |
-0.091292 |
0.004299 |
0.213355 |
0.046965 |
|
140 |
Legs |
10/20(25) |
PUT |
250.00 / 195.00 |
$320 / $5,180 / 0.06 |
69.95% / $164.71 / 3.18% / 45.59% |
74.24% / $246.80 |
$3.20 / $4.50 / $1.30 / 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 |
250.00 |
30.05% |
$4.50 / 22 |
$5.20 / 13 |
2 / 118 |
33.512241% |
-0.340767 |
-0.205168 |
0.010671 |
0.269454 |
-0.077246 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
195.00 |
0.56% |
0 / 0 |
$1.30 / 9 |
0 / 686 |
69.778727% |
-0.010869 |
-0.016612 |
0.000834 |
0.021059 |
-0.002357 |
|
|
656 |
|
10/20(25) |
PUT |
340.00 / 280.00 |
$600 / $5,400 / 0.11 |
57.72% / $265.39 / 4.91% / 77.84% |
66.89% / $334.00 |
$6.00 / $7.20 / $1.20 / 30 |
58 / 40.86% / 23 |
5 |
Legs |
Vertical |
Bullish |
$342.00 (+0.69%) / 135K |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
340.00 |
42.28% |
$7.20 / 30 |
$7.80 / 31 |
1 / 14 |
24.587507% |
-0.435460 |
-0.219395 |
0.011239 |
0.380269 |
-0.128151 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
280.00 |
0.72% |
0 / 0 |
$1.20 / 38 |
0 / 44 |
48.390626% |
-0.019581 |
-0.027927 |
0.001358 |
0.045944 |
-0.005539 |
|
551 |
Legs |
12/15(81) |
PUT |
330.00 / 270.00 |
$920 / $5,080 / 0.18 |
66.99% / $196.01 / 3.86% / 16.92% |
74.16% / $320.80 |
$9.20 / $10.60 / $1.40 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
33.01% |
$10.60 / 5 |
$11.30 / 1 |
0 / 5 |
28.021158% |
-0.359449 |
-0.115927 |
0.006232 |
0.618059 |
-0.324694 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
4.34% |
$1.20 / 5 |
$1.40 / 5 |
0 / 3 |
33.599263% |
-0.065952 |
-0.042445 |
0.002138 |
0.212054 |
-0.056967 |
|
246 |
Legs |
10/20(25) |
CALL |
360.00 / 420.00 |
$295 / $5,705 / 0.05 |
75.14% / $195.96 / 3.43% / 49.97% |
78.63% / $362.95 |
$2.95 / $3.00 / $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 |
360.00 |
24.86% |
$3.00 / 41 |
$3.50 / 33 |
2 / 10 |
22.927190% |
0.345437 |
-0.234863 |
0.010523 |
0.356053 |
0.087981 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
420.00 |
0.22% |
0 / 0 |
$0.05 / 2 |
0 / 1 |
27.675078% |
0.028313 |
-0.040197 |
0.001852 |
0.062648 |
0.007418 |
|
208 |
Legs |
10/20(25) |
PUT |
330.00 / 270.00 |
$280 / $5,720 / 0.05 |
72.44% / $172.06 / 3.01% / 42.71% |
76.00% / $327.20 |
$2.80 / $4.00 / $1.20 / 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) |
PUT |
330.00 |
27.56% |
$4.00 / 30 |
$4.40 / 20 |
2 / 9 |
25.572385% |
-0.324701 |
-0.203715 |
0.010271 |
0.347525 |
-0.094671 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
270.00 |
0.27% |
0 / 0 |
$1.20 / 38 |
0 / 10 |
55.154097% |
-0.007795 |
-0.012624 |
0.000612 |
0.020697 |
-0.002197 |
|
744 |
Legs |
12/15(81) |
CALL |
360.00 / 420.00 |
$980 / $5,020 / 0.20 |
64.86% / $155.00 / 3.09% / 13.38% |
72.60% / $369.80 |
$9.80 / $11.30 / $1.50 / 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 |
360.00 |
35.14% |
$11.30 / 9 |
$12.00 / 30 |
0 / 3 |
25.964454% |
0.444447 |
-0.154066 |
0.006583 |
0.652884 |
0.312705 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
5.05% |
$0.70 / 7 |
$1.50 / 31 |
0 / 2 |
25.087209% |
0.153761 |
-0.088930 |
0.003952 |
0.391918 |
0.112365 |
|
570 |
Legs |
12/15(81) |
CALL |
370.00 / 430.00 |
$670 / $5,330 / 0.13 |
72.75% / $151.90 / 2.85% / 12.30% |
77.39% / $376.70 |
$6.70 / $7.80 / $1.10 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
27.25% |
$7.80 / 16 |
$8.50 / 5 |
0 / 52 |
25.367588% |
0.383536 |
-0.147502 |
0.006363 |
0.631084 |
0.272095 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
430.00 |
3.35% |
0 / 0 |
$1.10 / 38 |
0 / 2 |
27.428943% |
0.124064 |
-0.076547 |
0.003414 |
0.338604 |
0.091048 |
|
|
93 |
|
11/17(53) |
CALL |
185.00 / 230.00 |
$555 / $3,945 / 0.14 |
72.35% / $261.93 / 6.64% / 48.40% |
78.77% / $190.55 |
$5.55 / $6.20 / $0.65 / 70 |
62 / 23.42% / 51 |
5 |
Legs |
Vertical |
Bearish |
$169.36 (+0.68%) / 441K |
|
Earnings: 10/25 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
185.00 |
27.65% |
$6.20 / 70 |
$6.50 / 7 |
0 / 35 |
42.005869% |
0.396187 |
-0.125012 |
0.010970 |
0.259512 |
0.091730 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
1.77% |
$0.50 / 57 |
$0.65 / 82 |
0 / 6 |
42.740795% |
0.093369 |
-0.052973 |
0.004752 |
0.112418 |
0.022659 |
|
196 |
Legs |
11/17(53) |
CALL |
190.00 / 240.00 |
$430 / $4,570 / 0.09 |
78.18% / $260.73 / 5.71% / 40.59% |
82.48% / $194.30 |
$4.30 / $4.80 / $0.50 / 60 |
|
Underlying |
Leg |
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 |
21.82% |
$4.80 / 70 |
$5.10 / 40 |
4 / 12 |
41.806764% |
0.347277 |
-0.119349 |
0.010515 |
0.248744 |
0.081009 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
0.82% |
0 / 0 |
$0.50 / 60 |
0 / 50 |
46.376463% |
0.063386 |
-0.039374 |
0.003541 |
0.083768 |
0.015480 |
|
569 |
Legs |
12/15(81) |
CALL |
190.00 / 240.00 |
$585 / $4,415 / 0.13 |
74.13% / $226.55 / 5.13% / 22.95% |
79.38% / $195.85 |
$5.85 / $6.60 / $0.75 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
190.00 |
25.87% |
$6.60 / 32 |
$7.00 / 59 |
8 / 44 |
39.895887% |
0.394206 |
-0.103132 |
0.008969 |
0.316385 |
0.132221 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
2.42% |
$0.60 / 55 |
$0.75 / 54 |
0 / 16 |
39.802149% |
0.115654 |
-0.051050 |
0.004544 |
0.160305 |
0.040837 |
|
187 |
Legs |
11/17(53) |
CALL |
180.00 / 220.00 |
$695 / $3,305 / 0.21 |
65.65% / $219.20 / 6.63% / 48.33% |
74.73% / $186.95 |
$6.95 / $8.00 / $1.05 / 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 |
180.00 |
34.35% |
$8.00 / 43 |
$8.30 / 63 |
10 / 48 |
42.634902% |
0.448188 |
-0.128917 |
0.011260 |
0.266366 |
0.102910 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
3.62% |
$0.95 / 55 |
$1.05 / 10 |
0 / 6 |
42.309438% |
0.134699 |
-0.069024 |
0.006173 |
0.146038 |
0.032448 |
|
709 |
Legs |
12/15(81) |
CALL |
195.00 / 250.00 |
$440 / $5,060 / 0.09 |
78.67% / $210.52 / 4.16% / 18.33% |
82.16% / $199.40 |
$4.40 / $5.20 / $0.80 / 52 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
195.00 |
21.33% |
$5.20 / 52 |
$5.60 / 56 |
6 / 35 |
39.373776% |
0.355095 |
-0.099425 |
0.008678 |
0.306133 |
0.119966 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
1.37% |
0 / 0 |
$0.80 / 62 |
0 / 73 |
45.020320% |
0.087025 |
-0.041383 |
0.003693 |
0.130278 |
0.030927 |
|
137 |
Legs |
11/17(53) |
CALL |
190.00 / 230.00 |
$415 / $3,585 / 0.12 |
78.18% / $201.08 / 5.61% / 39.81% |
82.34% / $194.15 |
$4.15 / $4.80 / $0.65 / 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 |
190.00 |
21.82% |
$4.80 / 70 |
$5.10 / 40 |
4 / 12 |
41.806764% |
0.347277 |
-0.119349 |
0.010515 |
0.248744 |
0.081009 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
1.77% |
$0.50 / 57 |
$0.65 / 82 |
0 / 6 |
42.740795% |
0.093369 |
-0.052973 |
0.004752 |
0.112418 |
0.022659 |
|
|
645 |
|
11/17(53) |
CALL |
380.00 / 440.00 |
$990 / $5,010 / 0.20 |
56.75% / $261.63 / 5.22% / 36.69% |
68.15% / $389.90 |
$9.90 / $10.90 / $1.00 / 35 |
93 / 87.72% / 93 |
5 |
Legs |
Vertical |
Bearish |
$371.69 (-0.17%) / 1.16M |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
380.00 |
43.25% |
$10.90 / 35 |
$11.20 / 6 |
5 / 150 |
21.704670% |
0.487532 |
-0.175000 |
0.008752 |
0.588071 |
0.259196 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
2.93% |
$0.10 / 46 |
$1.00 / 97 |
0 / 183 |
22.387991% |
0.108502 |
-0.078027 |
0.004091 |
0.274866 |
0.059792 |
|
508 |
Legs |
11/17(53) |
PUT |
370.00 / 310.00 |
$885 / $5,115 / 0.17 |
58.99% / $261.05 / 5.10% / 35.75% |
69.12% / $361.15 |
$8.85 / $9.90 / $1.05 / 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 |
370.00 |
41.01% |
$9.90 / 8 |
$10.20 / 1 |
3 / 162 |
22.138858% |
-0.424209 |
-0.138505 |
0.008600 |
0.577850 |
-0.271345 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
310.00 |
2.50% |
$0.65 / 43 |
$1.05 / 11 |
2 / 111 |
29.922196% |
-0.050131 |
-0.039249 |
0.002271 |
0.152590 |
-0.030818 |
|
115 |
Legs |
11/17(53) |
PUT |
360.00 / 300.00 |
$525 / $5,475 / 0.10 |
70.34% / $226.16 / 4.13% / 28.21% |
75.56% / $354.75 |
$5.25 / $6.70 / $1.45 / 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 |
360.00 |
29.66% |
$6.70 / 26 |
$7.00 / 25 |
2 / 242 |
23.276600% |
-0.338718 |
-0.131947 |
0.008035 |
0.539868 |
-0.214802 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
300.00 |
1.30% |
$0.25 / 67 |
$1.45 / 87 |
0 / 62 |
34.026736% |
-0.027884 |
-0.024449 |
0.001407 |
0.094537 |
-0.017067 |
|
262 |
Legs |
11/17(53) |
CALL |
390.00 / 450.00 |
$570 / $5,430 / 0.11 |
68.26% / $219.83 / 4.05% / 27.59% |
74.06% / $395.70 |
$5.70 / $6.60 / $0.90 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
31.74% |
$6.60 / 56 |
$6.90 / 10 |
14 / 137 |
20.701952% |
0.403476 |
-0.167821 |
0.008501 |
0.571231 |
0.216315 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
1.56% |
0 / 0 |
$0.90 / 41 |
0 / 153 |
27.376221% |
0.077941 |
-0.060857 |
0.003203 |
0.215189 |
0.043105 |
|
358 |
Legs |
11/17(53) |
PUT |
350.00 / 290.00 |
$330 / $5,670 / 0.06 |
79.77% / $189.92 / 3.35% / 22.42% |
82.39% / $346.70 |
$3.30 / $4.50 / $1.20 / 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 |
350.00 |
20.23% |
$4.50 / 16 |
$4.80 / 25 |
18 / 170 |
24.632253% |
-0.258758 |
-0.118492 |
0.007107 |
0.477522 |
-0.162834 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
290.00 |
0.65% |
0 / 0 |
$1.20 / 54 |
0 / 10 |
40.923218% |
-0.014217 |
-0.013872 |
0.000795 |
0.053396 |
-0.008668 |
|
758 |
Legs |
09/29(4) |
PUT |
370.00 / 340.00 |
$210 / $2,790 / 0.08 |
64.04% / $120.89 / 4.33% / 493.89% |
70.49% / $367.90 |
$2.10 / $2.60 / $0.50 / 6 |
|
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 |
370.00 |
35.96% |
$2.60 / 6 |
$2.90 / 1 |
4 / 64 |
20.412811% |
-0.397516 |
-0.395457 |
0.022625 |
0.213371 |
-0.033645 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
340.00 |
0.24% |
0 / 0 |
$0.50 / 102 |
0 / 9 |
40.387080% |
-0.017274 |
-0.044875 |
0.002507 |
0.023646 |
-0.001439 |
|
|
649 |
|
12/15(81) |
PUT |
300.00 / 240.00 |
$440 / $5,560 / 0.08 |
72.79% / $258.62 / 4.65% / 20.65% |
77.65% / $295.60 |
$4.40 / $5.90 / $1.50 / 21 |
18 / 17.80% / 32 |
3 |
Legs |
Vertical |
Bullish |
$310.22 (-0.80%) / 94K |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
300.00 |
27.21% |
$5.90 / 22 |
$8.30 / 35 |
0 / 34 |
23.298086% |
-0.320443 |
-0.068519 |
0.009175 |
0.539086 |
-0.253243 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
0.54% |
0 / 0 |
$1.50 / 21 |
0 / 3 |
38.326221% |
-0.012138 |
-0.006743 |
0.000809 |
0.047527 |
-0.009222 |
|
699 |
Legs |
12/15(81) |
CALL |
330.00 / 390.00 |
$410 / $5,590 / 0.07 |
70.98% / $212.85 / 3.81% / 16.68% |
75.61% / $334.10 |
$4.10 / $5.60 / $1.50 / 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 |
330.00 |
29.02% |
$5.60 / 18 |
$8.50 / 40 |
0 / 4 |
20.706082% |
0.383425 |
-0.101308 |
0.009789 |
0.575197 |
0.256040 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
0.69% |
0 / 0 |
$1.50 / 17 |
0 / 28 |
29.342029% |
0.051154 |
-0.025988 |
0.002693 |
0.158234 |
0.035330 |
|
871 |
Legs |
12/15(81) |
PUT |
290.00 / 240.00 |
$220 / $4,780 / 0.05 |
82.99% / $131.00 / 2.74% / 11.81% |
84.82% / $287.80 |
$2.20 / $3.70 / $1.50 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
290.00 |
17.01% |
$3.70 / 21 |
$5.30 / 15 |
0 / 2 |
23.861315% |
-0.230306 |
-0.060047 |
0.007791 |
0.457814 |
-0.180395 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
0.54% |
0 / 0 |
$1.50 / 21 |
0 / 3 |
38.326221% |
-0.012138 |
-0.006743 |
0.000809 |
0.047527 |
-0.009222 |
|
730 |
Legs |
12/15(81) |
CALL |
330.00 / 380.00 |
$315 / $4,685 / 0.07 |
70.98% / $84.00 / 1.79% / 7.61% |
74.58% / $333.15 |
$3.15 / $5.60 / $2.45 / 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 |
330.00 |
29.02% |
$5.60 / 18 |
$8.50 / 40 |
0 / 4 |
20.706082% |
0.383425 |
-0.101308 |
0.009789 |
0.575197 |
0.256040 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
380.00 |
1.52% |
0 / 0 |
$2.45 / 17 |
0 / 4 |
30.152784% |
0.076959 |
-0.035956 |
0.003702 |
0.217494 |
0.052957 |
|
|
501 |
|
10/20(25) |
PUT |
260.00 / 210.00 |
$510 / $4,490 / 0.11 |
60.41% / $258.47 / 5.76% / 95.75% |
69.73% / $254.90 |
$5.10 / $5.30 / $0.20 / 1 |
90 / 43.07% / 93 |
5 |
Legs |
Vertical |
Bullish |
$262.03 (-0.21%) / 208K |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
260.00 |
39.59% |
$5.30 / 32 |
$5.60 / 30 |
1 / 51 |
25.546666% |
-0.415148 |
-0.179919 |
0.013752 |
0.289693 |
-0.094251 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
210.00 |
0.53% |
$0.10 / 40 |
$0.20 / 1 |
0 / 11 |
38.420126% |
-0.013800 |
-0.016888 |
0.001244 |
0.026209 |
-0.003006 |
|
523 |
Legs |
10/20(25) |
CALL |
270.00 / 320.00 |
$465 / $4,535 / 0.10 |
62.28% / $243.96 / 5.38% / 87.53% |
70.59% / $274.65 |
$4.65 / $4.90 / $0.25 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
270.00 |
37.72% |
$4.90 / 30 |
$5.20 / 13 |
1 / 18 |
24.896820% |
0.444398 |
-0.201460 |
0.013933 |
0.293515 |
0.086118 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
320.00 |
0.49% |
0 / 0 |
$0.25 / 25 |
0 / 8 |
34.111202% |
0.042568 |
-0.045134 |
0.003199 |
0.067389 |
0.008548 |
|
939 |
Legs |
12/15(81) |
CALL |
270.00 / 330.00 |
$1,095 / $4,905 / 0.22 |
57.40% / $229.43 / 4.68% / 20.77% |
68.98% / $280.95 |
$10.95 / $11.40 / $0.45 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
270.00 |
42.60% |
$11.40 / 1 |
$11.70 / 16 |
0 / 84 |
26.280477% |
0.500321 |
-0.122297 |
0.008198 |
0.506177 |
0.266970 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
4.05% |
$0.25 / 31 |
$0.45 / 3 |
0 / 14 |
23.297217% |
0.138118 |
-0.065500 |
0.004543 |
0.280484 |
0.077534 |
|
720 |
Legs |
12/15(81) |
CALL |
280.00 / 340.00 |
$705 / $5,295 / 0.13 |
68.05% / $228.74 / 4.32% / 19.08% |
74.61% / $287.05 |
$7.05 / $7.30 / $0.25 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
31.95% |
$7.30 / 10 |
$7.60 / 10 |
0 / 44 |
25.430447% |
0.422128 |
-0.118967 |
0.008047 |
0.496874 |
0.227927 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
2.40% |
$0.10 / 45 |
$0.25 / 33 |
0 / 9 |
23.338884% |
0.105454 |
-0.054030 |
0.003758 |
0.232021 |
0.059501 |
|
878 |
Legs |
12/15(81) |
PUT |
260.00 / 200.00 |
$985 / $5,015 / 0.20 |
59.24% / $226.04 / 4.51% / 19.96% |
69.65% / $250.15 |
$9.85 / $10.80 / $0.95 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
260.00 |
40.76% |
$10.80 / 2 |
$11.10 / 5 |
0 / 26 |
27.517779% |
-0.415181 |
-0.099702 |
0.008018 |
0.495091 |
-0.293159 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
3.56% |
$0.70 / 36 |
$0.95 / 30 |
0 / 172 |
35.983846% |
-0.050535 |
-0.028395 |
0.002143 |
0.132341 |
-0.033616 |
|
447 |
Legs |
11/17(53) |
PUT |
260.00 / 210.00 |
$820 / $4,180 / 0.20 |
59.35% / $222.37 / 5.32% / 37.47% |
69.96% / $251.80 |
$8.20 / $9.10 / $0.90 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
260.00 |
40.65% |
$9.10 / 8 |
$9.40 / 30 |
0 / 24 |
28.514151% |
-0.417994 |
-0.124883 |
0.009815 |
0.406398 |
-0.192892 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
3.12% |
$0.70 / 54 |
$0.90 / 30 |
0 / 2 |
37.046914% |
-0.052116 |
-0.035846 |
0.002683 |
0.111087 |
-0.022915 |
|
|
793 |
|
10/20(25) |
CALL |
410.00 / 470.00 |
$955 / $5,045 / 0.19 |
53.31% / $256.04 / 5.08% / 81.14% |
65.61% / $419.55 |
$9.55 / $10.30 / $0.75 / 1 |
99 / 97.13% / 90 |
5 |
Legs |
Vertical |
Bearish |
$406.38 (-0.04%) / 624K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
410.00 |
46.69% |
$10.30 / 34 |
$10.70 / 5 |
5 / 32 |
24.070155% |
0.507208 |
-0.310300 |
0.009432 |
0.457727 |
0.151297 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
470.00 |
2.42% |
0 / 0 |
$0.75 / 1 |
0 / 111 |
29.858231% |
0.097176 |
-0.129165 |
0.004065 |
0.197295 |
0.029978 |
|
352 |
Legs |
10/20(25) |
CALL |
420.00 / 480.00 |
$515 / $5,485 / 0.09 |
66.15% / $210.46 / 3.84% / 57.12% |
72.08% / $425.15 |
$5.15 / $5.90 / $0.75 / 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 |
420.00 |
33.85% |
$5.90 / 31 |
$6.40 / 13 |
2 / 42 |
23.241509% |
0.415250 |
-0.300373 |
0.009221 |
0.447495 |
0.124863 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
480.00 |
1.17% |
0 / 0 |
$0.75 / 5 |
0 / 86 |
33.365593% |
0.066718 |
-0.096993 |
0.003061 |
0.148538 |
0.020648 |
|
445 |
Legs |
10/20(25) |
PUT |
400.00 / 340.00 |
$540 / $5,460 / 0.10 |
62.80% / $184.84 / 3.39% / 49.11% |
69.35% / $394.60 |
$5.40 / $7.10 / $1.70 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
400.00 |
37.20% |
$7.10 / 43 |
$7.40 / 6 |
0 / 52 |
24.577166% |
-0.398461 |
-0.262407 |
0.009128 |
0.442963 |
-0.139077 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
340.00 |
1.40% |
0 / 0 |
$1.70 / 8 |
0 / 25 |
46.170898% |
-0.034127 |
-0.053606 |
0.001790 |
0.086892 |
-0.011514 |
|
344 |
Legs |
11/17(53) |
CALL |
420.00 / 480.00 |
$1,130 / $4,870 / 0.23 |
61.44% / $183.21 / 3.76% / 25.45% |
70.94% / $431.30 |
$11.30 / $13.00 / $1.70 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
420.00 |
38.56% |
$13.00 / 32 |
$13.50 / 20 |
0 / 6 |
27.156733% |
0.461172 |
-0.223624 |
0.006694 |
0.638525 |
0.263437 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
5.45% |
$0.85 / 31 |
$1.70 / 10 |
0 / 3 |
26.120907% |
0.155083 |
-0.129964 |
0.004021 |
0.383573 |
0.091621 |
|
251 |
Legs |
10/20(25) |
PUT |
390.00 / 330.00 |
$300 / $5,700 / 0.05 |
74.43% / $149.62 / 2.62% / 36.47% |
77.46% / $387.00 |
$3.00 / $4.40 / $1.40 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
390.00 |
25.57% |
$4.40 / 23 |
$4.70 / 21 |
0 / 53 |
25.985376% |
-0.308097 |
-0.241963 |
0.008322 |
0.403860 |
-0.106727 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
330.00 |
0.65% |
0 / 0 |
$1.40 / 8 |
0 / 15 |
49.713800% |
-0.017386 |
-0.030533 |
0.001017 |
0.049341 |
-0.005845 |
|
317 |
Legs |
10/20(25) |
CALL |
420.00 / 470.00 |
$515 / $4,485 / 0.12 |
66.15% / $127.25 / 2.84% / 39.89% |
72.08% / $425.15 |
$5.15 / $5.90 / $0.75 / 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 |
420.00 |
33.85% |
$5.90 / 31 |
$6.40 / 13 |
2 / 42 |
23.241509% |
0.415250 |
-0.300373 |
0.009221 |
0.447495 |
0.124863 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
470.00 |
2.42% |
0 / 0 |
$0.75 / 1 |
0 / 111 |
29.858231% |
0.097176 |
-0.129165 |
0.004065 |
0.197295 |
0.029978 |
|
|
149 |
|
11/17(53) |
PUT |
110.00 / 80.00 |
$438 / $2,562 / 0.17 |
64.20% / $255.20 / 9.96% / 79.15% |
76.51% / $105.62 |
$4.38 / $4.55 / $0.17 / 6 |
39 / 24.71% / 43 |
5 |
Legs |
Vertical |
Bullish |
$112.80 (-3.85%) / 6.59M |
|
Earnings: 11/15 / Ex-Div: 11/14 ($1.10) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
110.00 |
35.80% |
$4.55 / 212 |
$4.65 / 71 |
620 / 1,376 |
36.043213% |
-0.380652 |
-0.053533 |
0.022851 |
0.170215 |
-0.074988 |
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 |
|
631 |
Legs |
11/17(53) |
CALL |
115.00 / 145.00 |
$508 / $2,492 / 0.20 |
56.49% / $246.14 / 9.88% / 78.31% |
72.10% / $120.08 |
$5.08 / $5.40 / $0.32 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
115.00 |
43.51% |
$5.40 / 42 |
$5.50 / 71 |
878 / 355 |
33.759752% |
0.494951 |
-0.058528 |
0.023889 |
0.177948 |
0.078388 |
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 |
|
107 |
Legs |
11/17(53) |
PUT |
110.00 / 85.00 |
$420 / $2,080 / 0.20 |
64.20% / $216.47 / 10.41% / 83.66% |
76.07% / $105.80 |
$4.20 / $4.55 / $0.35 / 212 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
110.00 |
35.80% |
$4.55 / 212 |
$4.65 / 71 |
620 / 1,376 |
36.043213% |
-0.380652 |
-0.053533 |
0.022851 |
0.170215 |
-0.074988 |
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 |
|
103 |
Legs |
11/17(53) |
CALL |
120.00 / 150.00 |
$313 / $2,687 / 0.12 |
71.88% / $208.72 / 7.77% / 58.30% |
79.70% / $123.13 |
$3.13 / $3.35 / $0.22 / 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 |
120.00 |
28.12% |
$3.35 / 607 |
$3.50 / 587 |
1,460 / 5,202 |
32.921542% |
0.381247 |
-0.055938 |
0.022861 |
0.170294 |
0.061202 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
150.00 |
0.29% |
$0.21 / 75 |
$0.22 / 134 |
847 / 1,502 |
37.014208% |
0.034048 |
-0.011069 |
0.004544 |
0.033850 |
0.005704 |
|
170 |
Legs |
11/17(53) |
PUT |
105.00 / 75.00 |
$277 / $2,723 / 0.10 |
78.02% / $206.20 / 7.57% / 56.55% |
83.94% / $102.23 |
$2.77 / $2.87 / $0.10 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
105.00 |
21.98% |
$2.87 / 110 |
$2.95 / 103 |
843 / 858 |
37.098074% |
-0.267399 |
-0.046630 |
0.019759 |
0.147186 |
-0.051975 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
0.17% |
$0.07 / 332 |
$0.10 / 5 |
2 / 30 |
47.981470% |
-0.001763 |
-0.000817 |
0.000340 |
0.002534 |
-0.000326 |
|
172 |
Legs |
10/20(25) |
PUT |
110.00 / 85.00 |
$178 / $2,322 / 0.08 |
67.95% / $116.77 / 5.03% / 80.18% |
74.99% / $108.22 |
$1.78 / $1.82 / $0.04 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
110.00 |
32.05% |
$1.82 / 13 |
$1.84 / 5 |
399 / 1,743 |
26.631113% |
-0.358201 |
-0.074672 |
0.031471 |
0.119270 |
-0.034737 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
85.00 |
0.09% |
$0.03 / 8 |
$0.04 / 423 |
6 / 229 |
43.370811% |
-0.002312 |
-0.001468 |
0.000610 |
0.002312 |
-0.000215 |
|
|
784 |
|
11/17(53) |
CALL |
190.00 / 240.00 |
$720 / $4,280 / 0.17 |
55.91% / $255.13 / 5.96% / 42.69% |
67.88% / $197.20 |
$7.20 / $7.70 / $0.50 / 73 |
86 / 52.22% / 79 |
5 |
Legs |
Vertical |
Bearish |
$185.56 (-0.28%) / 472K |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
190.00 |
44.09% |
$7.70 / 76 |
$8.00 / 30 |
6 / 7 |
29.751944% |
0.507517 |
-0.118310 |
0.012655 |
0.294176 |
0.129971 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
1.65% |
0 / 0 |
$0.50 / 73 |
0 / 1 |
35.634519% |
0.085806 |
-0.044765 |
0.004977 |
0.115690 |
0.023227 |
|
787 |
Legs |
10/20(25) |
CALL |
190.00 / 240.00 |
$400 / $4,600 / 0.09 |
58.09% / $219.30 / 4.77% / 74.87% |
67.48% / $194.00 |
$4.00 / $4.50 / $0.50 / 38 |
|
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 |
190.00 |
41.91% |
$4.50 / 40 |
$4.80 / 30 |
3 / 80 |
27.729241% |
0.478429 |
-0.162353 |
0.017731 |
0.209705 |
0.064848 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
240.00 |
0.14% |
0 / 0 |
$0.50 / 38 |
0 / 95 |
50.510106% |
0.022867 |
-0.021406 |
0.002415 |
0.028559 |
0.003249 |
|
695 |
Legs |
10/20(25) |
CALL |
190.00 / 230.00 |
$445 / $3,555 / 0.13 |
58.09% / $210.76 / 5.93% / 99.60% |
68.47% / $194.45 |
$4.45 / $4.50 / $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 |
190.00 |
41.91% |
$4.50 / 40 |
$4.80 / 30 |
3 / 80 |
27.729241% |
0.478429 |
-0.162353 |
0.017731 |
0.209705 |
0.064848 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
230.00 |
0.64% |
0 / 0 |
$0.05 / 2 |
0 / 100 |
30.440711% |
0.050120 |
-0.040906 |
0.004601 |
0.054422 |
0.007084 |
|
824 |
Legs |
12/15(81) |
CALL |
200.00 / 260.00 |
$460 / $5,540 / 0.08 |
68.47% / $195.97 / 3.54% / 15.43% |
73.85% / $204.60 |
$4.60 / $5.10 / $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) |
CALL |
200.00 |
31.53% |
$5.10 / 123 |
$5.60 / 38 |
0 / 53 |
26.960127% |
0.425928 |
-0.095373 |
0.010183 |
0.353016 |
0.160421 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
1.07% |
0 / 0 |
$0.50 / 55 |
0 / 41 |
36.225784% |
0.071994 |
-0.032252 |
0.003567 |
0.123668 |
0.028680 |
|
938 |
Legs |
12/15(81) |
CALL |
195.00 / 250.00 |
$650 / $4,850 / 0.13 |
61.99% / $195.80 / 4.04% / 17.75% |
70.29% / $201.50 |
$6.50 / $7.00 / $0.50 / 57 |
|
Underlying |
Leg |
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 |
38.01% |
$7.00 / 79 |
$7.40 / 21 |
6 / 41 |
27.456829% |
0.474535 |
-0.097431 |
0.010339 |
0.358409 |
0.177298 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
2.12% |
0 / 0 |
$0.50 / 57 |
0 / 57 |
32.661070% |
0.101948 |
-0.041972 |
0.004628 |
0.160422 |
0.040371 |
|
454 |
Legs |
11/17(53) |
CALL |
195.00 / 240.00 |
$510 / $3,990 / 0.13 |
64.40% / $194.69 / 4.88% / 33.98% |
72.18% / $200.10 |
$5.10 / $5.60 / $0.50 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
195.00 |
35.60% |
$5.60 / 10 |
$5.80 / 30 |
0 / 8 |
29.139497% |
0.446237 |
-0.116429 |
0.012545 |
0.291617 |
0.115273 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
1.65% |
0 / 0 |
$0.50 / 73 |
0 / 1 |
35.634519% |
0.085806 |
-0.044765 |
0.004977 |
0.115690 |
0.023227 |
|
|
390 |
|
10/20(25) |
CALL |
460.00 / 520.00 |
$825 / $5,175 / 0.16 |
62.46% / $253.27 / 4.89% / 77.43% |
71.07% / $468.25 |
$8.25 / $9.10 / $0.85 / 22 |
90 / 70.21% / 92 |
5 |
Legs |
Vertical |
Bearish |
$447.10 (-0.83%) / 821K |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
460.00 |
37.54% |
$9.10 / 22 |
$9.50 / 9 |
131 / 510 |
26.394356% |
0.443149 |
-0.343934 |
0.008178 |
0.499649 |
0.146249 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
520.00 |
2.51% |
$0.15 / 11 |
$0.85 / 45 |
0 / 5 |
27.769493% |
0.099531 |
-0.149124 |
0.003624 |
0.221430 |
0.033802 |
|
741 |
Legs |
10/20(25) |
CALL |
450.00 / 510.00 |
$1,295 / $4,705 / 0.28 |
50.94% / $225.33 / 4.79% / 75.31% |
65.66% / $462.95 |
$12.95 / $13.90 / $0.95 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
450.00 |
49.06% |
$13.90 / 20 |
$14.30 / 8 |
11 / 159 |
27.342293% |
0.524520 |
-0.349288 |
0.008245 |
0.503702 |
0.171800 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
510.00 |
4.48% |
$0.65 / 6 |
$0.95 / 10 |
0 / 15 |
27.047789% |
0.134918 |
-0.185438 |
0.004497 |
0.274759 |
0.045667 |
|
147 |
Legs |
10/20(25) |
PUT |
430.00 / 370.00 |
$470 / $5,530 / 0.09 |
73.72% / $210.80 / 3.81% / 56.66% |
77.88% / $425.30 |
$4.70 / $5.90 / $1.20 / 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) |
PUT |
430.00 |
26.28% |
$5.90 / 40 |
$6.30 / 17 |
6 / 205 |
28.501384% |
-0.313056 |
-0.280757 |
0.007340 |
0.448419 |
-0.119953 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
370.00 |
1.23% |
$0.10 / 11 |
$1.20 / 30 |
2 / 4 |
39.020931% |
-0.029624 |
-0.054744 |
0.001395 |
0.085257 |
-0.011031 |
|
323 |
Legs |
10/20(25) |
PUT |
440.00 / 380.00 |
$715 / $5,285 / 0.14 |
63.53% / $208.61 / 3.95% / 59.13% |
70.99% / $432.85 |
$7.15 / $8.80 / $1.65 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
440.00 |
36.47% |
$8.80 / 13 |
$9.30 / 26 |
2 / 670 |
27.476210% |
-0.392332 |
-0.302021 |
0.007961 |
0.486347 |
-0.151365 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
380.00 |
2.33% |
$0.15 / 41 |
$1.65 / 48 |
0 / 68 |
36.840896% |
-0.050708 |
-0.084579 |
0.002161 |
0.132056 |
-0.018949 |
|
360 |
Legs |
10/20(25) |
PUT |
420.00 / 360.00 |
$330 / $5,670 / 0.06 |
82.04% / $200.20 / 3.53% / 51.65% |
84.35% / $416.70 |
$3.30 / $3.90 / $0.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
420.00 |
17.96% |
$3.90 / 1 |
$4.20 / 22 |
10 / 328 |
29.692643% |
-0.240021 |
-0.248003 |
0.006441 |
0.393527 |
-0.091403 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
360.00 |
0.63% |
$0.05 / 11 |
$0.60 / 22 |
0 / 5 |
38.849795% |
-0.016118 |
-0.032820 |
0.000835 |
0.051003 |
-0.005982 |
|
259 |
Legs |
11/17(53) |
PUT |
420.00 / 360.00 |
$500 / $5,500 / 0.09 |
75.85% / $37.42 / 0.68% / 4.25% |
78.82% / $415.00 |
$5.00 / $6.50 / $1.50 / 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 |
420.00 |
24.15% |
$6.50 / 8 |
$6.80 / 58 |
10 / 18 |
26.883601% |
-0.288296 |
-0.189166 |
0.005042 |
0.605412 |
-0.222944 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
360.00 |
3.41% |
$0.30 / 38 |
$1.50 / 53 |
0 / 1 |
33.341431% |
-0.056863 |
-0.065243 |
0.001688 |
0.202677 |
-0.042615 |
|
|
620 |
|
10/27(32) |
CALL |
155.00 / 185.00 |
$524 / $2,476 / 0.21 |
52.64% / $252.52 / 10.20% / 156.33% |
70.80% / $160.24 |
$5.24 / $5.45 / $0.21 / 24 |
53 / 31.39% / 48 |
5 |
Legs |
Vertical |
Bearish |
$154.09 (-0.86%) / 3.21M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
155.00 |
47.36% |
$5.45 / 24 |
$5.65 / 56 |
255 / 968 |
29.485102% |
0.508892 |
-0.084863 |
0.025943 |
0.192832 |
0.071748 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
185.00 |
0.43% |
0 / 0 |
$0.21 / 139 |
0 / 10 |
30.914161% |
0.039138 |
-0.018048 |
0.005525 |
0.041069 |
0.005737 |
|
707 |
Legs |
11/17(53) |
CALL |
155.00 / 185.00 |
$605 / $2,395 / 0.25 |
52.59% / $224.50 / 9.37% / 73.35% |
69.30% / $161.05 |
$6.05 / $6.30 / $0.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
155.00 |
47.41% |
$6.30 / 1 |
$6.40 / 51 |
75 / 1,353 |
26.582129% |
0.515546 |
-0.067137 |
0.020555 |
0.241902 |
0.112747 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
185.00 |
1.81% |
$0.16 / 80 |
$0.25 / 1,061 |
13 / 3,649 |
24.395931% |
0.084424 |
-0.026222 |
0.008023 |
0.094424 |
0.019272 |
|
513 |
Legs |
10/27(32) |
CALL |
155.00 / 180.00 |
$516 / $1,984 / 0.26 |
52.64% / $215.75 / 10.87% / 171.97% |
70.55% / $160.16 |
$5.16 / $5.45 / $0.29 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
155.00 |
47.36% |
$5.45 / 24 |
$5.65 / 56 |
255 / 968 |
29.485102% |
0.508892 |
-0.084863 |
0.025943 |
0.192832 |
0.071748 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
180.00 |
1.28% |
$0.07 / 224 |
$0.29 / 434 |
1 / 35 |
26.294234% |
0.068853 |
-0.028263 |
0.008651 |
0.064300 |
0.010056 |
|
166 |
Legs |
11/17(53) |
PUT |
150.00 / 120.00 |
$395 / $2,605 / 0.15 |
65.11% / $208.51 / 8.00% / 60.45% |
74.84% / $146.05 |
$3.95 / $4.45 / $0.50 / 250 |
|
Underlying |
Leg |
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 |
34.89% |
$4.45 / 250 |
$4.55 / 19 |
813 / 1,092 |
27.794721% |
-0.375821 |
-0.062337 |
0.019611 |
0.230793 |
-0.099170 |
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 |
|
222 |
Legs |
11/17(53) |
CALL |
160.00 / 190.00 |
$373 / $2,627 / 0.14 |
66.61% / $203.56 / 7.75% / 58.13% |
75.60% / $163.73 |
$3.73 / $3.85 / $0.12 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
160.00 |
33.39% |
$3.85 / 148 |
$3.95 / 57 |
804 / 1,201 |
24.906180% |
0.415151 |
-0.065819 |
0.020139 |
0.237008 |
0.091759 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
190.00 |
0.82% |
$0.11 / 53 |
$0.12 / 25 |
8 / 1,137 |
24.928188% |
0.055965 |
-0.019104 |
0.005846 |
0.068802 |
0.012825 |
|
27 |
Legs |
10/27(32) |
CALL |
160.00 / 190.00 |
$294 / $2,706 / 0.11 |
70.05% / $198.62 / 7.34% / 98.68% |
78.51% / $162.94 |
$2.94 / $3.10 / $0.16 / 75 |
|
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 |
29.95% |
$3.10 / 75 |
$3.25 / 164 |
340 / 303 |
27.546498% |
0.383171 |
-0.081313 |
0.024861 |
0.184790 |
0.054585 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
190.00 |
0.13% |
0 / 0 |
$0.16 / 113 |
0 / 4 |
33.089915% |
0.021186 |
-0.010837 |
0.003318 |
0.024666 |
0.003116 |
|
|
924 |
|
12/15(81) |
CALL |
240.00 / 300.00 |
$1,043 / $4,957 / 0.21 |
59.48% / $249.48 / 5.03% / 22.47% |
70.34% / $250.43 |
$10.43 / $11.50 / $1.07 / 26 |
58 / 28.22% / 67 |
5 |
Legs |
Vertical |
Bearish |
$230.82 (+0.28%) / 1.16M |
|
Earnings: 12/05 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
40.52% |
$11.50 / 47 |
$11.75 / 31 |
29 / 664 |
31.316757% |
0.493748 |
-0.124455 |
0.008339 |
0.446030 |
0.227900 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
3.73% |
$0.97 / 11 |
$1.07 / 26 |
3 / 22 |
32.434213% |
0.136419 |
-0.065100 |
0.004571 |
0.244520 |
0.066560 |
|
646 |
Legs |
12/15(81) |
CALL |
250.00 / 310.00 |
$690 / $5,310 / 0.13 |
69.92% / $249.43 / 4.70% / 20.87% |
76.13% / $256.90 |
$6.90 / $7.70 / $0.80 / 44 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
30.08% |
$7.70 / 44 |
$7.90 / 35 |
7 / 608 |
30.660998% |
0.415504 |
-0.120141 |
0.008152 |
0.436042 |
0.194299 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
2.22% |
$0.55 / 124 |
$0.80 / 179 |
0 / 10 |
32.901701% |
0.104670 |
-0.053801 |
0.003793 |
0.202861 |
0.051354 |
|
603 |
Legs |
11/17(53) |
CALL |
240.00 / 300.00 |
$655 / $5,345 / 0.12 |
61.59% / $244.40 / 4.57% / 31.59% |
69.93% / $246.55 |
$6.55 / $7.30 / $0.75 / 46 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
38.41% |
$7.30 / 46 |
$7.45 / 7 |
29 / 60 |
27.575602% |
0.467590 |
-0.148559 |
0.010151 |
0.364091 |
0.149281 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
1.46% |
$0.13 / 183 |
$0.75 / 553 |
0 / 2 |
34.108060% |
0.080569 |
-0.053521 |
0.003816 |
0.136859 |
0.027060 |
|
736 |
Legs |
12/15(81) |
CALL |
260.00 / 320.00 |
$440 / $5,560 / 0.08 |
78.62% / $205.67 / 3.70% / 16.18% |
81.84% / $264.40 |
$4.40 / $5.00 / $0.60 / 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 |
260.00 |
21.38% |
$5.00 / 53 |
$5.20 / 54 |
15 / 996 |
30.380613% |
0.343331 |
-0.112184 |
0.007688 |
0.411228 |
0.162345 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
1.29% |
$0.42 / 92 |
$0.60 / 258 |
0 / 7 |
34.105659% |
0.079393 |
-0.043690 |
0.003090 |
0.165279 |
0.039145 |
|
879 |
Legs |
12/15(81) |
CALL |
270.00 / 330.00 |
$279 / $5,721 / 0.05 |
85.42% / $156.91 / 2.74% / 11.82% |
86.98% / $272.79 |
$2.79 / $3.25 / $0.46 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
270.00 |
14.58% |
$3.25 / 23 |
$3.40 / 20 |
7 / 297 |
30.516956% |
0.278871 |
-0.101669 |
0.007023 |
0.375664 |
0.133132 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
0.73% |
$0.31 / 91 |
$0.46 / 245 |
0 / 1 |
35.172455% |
0.059590 |
-0.034921 |
0.002477 |
0.132487 |
0.029510 |
|
585 |
Legs |
12/15(81) |
CALL |
250.00 / 300.00 |
$663 / $4,337 / 0.15 |
69.92% / $156.53 / 3.61% / 15.76% |
75.90% / $256.63 |
$6.63 / $7.70 / $1.07 / 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 |
250.00 |
30.08% |
$7.70 / 44 |
$7.90 / 35 |
7 / 608 |
30.660998% |
0.415504 |
-0.120141 |
0.008152 |
0.436042 |
0.194299 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
3.73% |
$0.97 / 11 |
$1.07 / 26 |
3 / 22 |
32.434213% |
0.136419 |
-0.065100 |
0.004571 |
0.244520 |
0.066560 |
|
|
572 |
|
11/17(53) |
CALL |
240.00 / 290.00 |
$415 / $4,585 / 0.09 |
62.19% / $247.80 / 5.40% / 38.15% |
71.24% / $244.15 |
$4.15 / $4.90 / $0.75 / 38 |
48 / 48.23% / 85 |
5 |
Legs |
Vertical |
Bearish |
$233.08 (+0.06%) / 659K |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
37.81% |
$4.90 / 45 |
$5.20 / 41 |
3 / 219 |
18.824968% |
0.441442 |
-0.088781 |
0.017161 |
0.364685 |
0.150232 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
0.11% |
0 / 0 |
$0.75 / 38 |
0 / 32 |
32.554366% |
0.018977 |
-0.009749 |
0.002016 |
0.042835 |
0.006698 |
|
497 |
Legs |
11/17(53) |
CALL |
240.00 / 280.00 |
$440 / $3,560 / 0.12 |
62.19% / $234.30 / 6.58% / 47.90% |
71.74% / $244.40 |
$4.40 / $4.90 / $0.50 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
37.81% |
$4.90 / 45 |
$5.20 / 41 |
3 / 219 |
18.824968% |
0.441442 |
-0.088781 |
0.017161 |
0.364685 |
0.150232 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
0.53% |
0 / 0 |
$0.50 / 37 |
0 / 3 |
25.959098% |
0.042923 |
-0.019327 |
0.003971 |
0.084396 |
0.015087 |
|
376 |
Legs |
11/17(53) |
PUT |
230.00 / 185.00 |
$370 / $4,130 / 0.09 |
64.57% / $222.64 / 5.39% / 38.04% |
72.52% / $226.30 |
$3.70 / $4.60 / $0.90 / 52 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
230.00 |
35.43% |
$4.60 / 80 |
$4.90 / 1 |
24 / 130 |
19.802407% |
-0.386053 |
-0.067201 |
0.016639 |
0.353587 |
-0.151438 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
185.00 |
0.19% |
$0.30 / 38 |
$0.90 / 52 |
0 / 4 |
36.800140% |
-0.006070 |
-0.003313 |
0.000748 |
0.015891 |
-0.002291 |
|
296 |
Legs |
11/17(53) |
PUT |
230.00 / 195.00 |
$390 / $3,110 / 0.13 |
64.57% / $194.73 / 6.26% / 45.19% |
72.92% / $226.10 |
$3.90 / $4.60 / $0.70 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
230.00 |
35.43% |
$4.60 / 80 |
$4.90 / 1 |
24 / 130 |
19.802407% |
-0.386053 |
-0.067201 |
0.016639 |
0.353587 |
-0.151438 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
195.00 |
0.89% |
$0.55 / 35 |
$0.70 / 42 |
0 / 44 |
30.378195% |
-0.024331 |
-0.010915 |
0.002487 |
0.052846 |
-0.009236 |
|
414 |
Legs |
11/17(53) |
CALL |
240.00 / 270.00 |
$425 / $2,575 / 0.17 |
62.19% / $152.20 / 5.91% / 42.28% |
71.44% / $244.25 |
$4.25 / $4.90 / $0.65 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
37.81% |
$4.90 / 45 |
$5.20 / 41 |
3 / 219 |
18.824968% |
0.441442 |
-0.088781 |
0.017161 |
0.364685 |
0.150232 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
2.13% |
0 / 0 |
$0.65 / 36 |
0 / 1 |
22.843098% |
0.088969 |
-0.034381 |
0.007007 |
0.148911 |
0.031110 |
|
306 |
Legs |
10/20(25) |
PUT |
230.00 / 195.00 |
$180 / $3,320 / 0.05 |
67.13% / $117.00 / 3.52% / 51.53% |
72.51% / $228.20 |
$1.80 / $2.40 / $0.60 / 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 |
230.00 |
32.87% |
$2.40 / 81 |
$2.65 / 33 |
47 / 136 |
17.440625% |
-0.370247 |
-0.097470 |
0.023040 |
0.249105 |
-0.072329 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
195.00 |
0.06% |
0 / 0 |
$0.60 / 44 |
0 / 14 |
41.607671% |
-0.003574 |
-0.002939 |
0.000654 |
0.007066 |
-0.000679 |
|
|
295 |
|
12/15(81) |
PUT |
300.00 / 240.00 |
$1,250 / $4,750 / 0.26 |
74.20% / $246.08 / 5.18% / 23.19% |
78.93% / $287.50 |
$12.50 / $17.00 / $4.50 / 6 |
23 / 16.13% / 86 |
5 |
Legs |
Vertical |
Bullish |
$335.76 (+0.64%) / 1.26M |
|
Earnings: 12/05 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
300.00 |
25.80% |
$17.00 / 9 |
$17.35 / 6 |
3 / 86 |
55.580727% |
-0.283834 |
-0.189405 |
0.003310 |
0.551317 |
-0.272621 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
8.87% |
$4.35 / 10 |
$4.50 / 6 |
0 / 6 |
60.080420% |
-0.095685 |
-0.097625 |
0.001660 |
0.276467 |
-0.087342 |
|
480 |
Legs |
12/15(81) |
PUT |
290.00 / 230.00 |
$1,045 / $4,955 / 0.21 |
78.04% / $235.77 / 4.76% / 21.16% |
81.58% / $279.55 |
$10.45 / $13.90 / $3.45 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
290.00 |
21.96% |
$13.90 / 11 |
$14.30 / 10 |
0 / 21 |
56.171297% |
-0.247252 |
-0.177602 |
0.003086 |
0.514016 |
-0.235297 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
7.27% |
$3.30 / 34 |
$3.45 / 11 |
6 / 34 |
61.032501% |
-0.073986 |
-0.080757 |
0.001369 |
0.227943 |
-0.067034 |
|
94 |
Legs |
12/15(81) |
PUT |
310.00 / 250.00 |
$1,470 / $4,530 / 0.33 |
69.92% / $234.70 / 5.18% / 23.19% |
76.06% / $295.30 |
$14.70 / $20.50 / $5.80 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
310.00 |
30.08% |
$20.50 / 4 |
$20.80 / 5 |
7 / 68 |
54.967135% |
-0.321511 |
-0.199035 |
0.003501 |
0.583010 |
-0.311778 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
250.00 |
10.77% |
$5.65 / 8 |
$5.80 / 9 |
1 / 41 |
59.196697% |
-0.120585 |
-0.114914 |
0.001961 |
0.326601 |
-0.110926 |
|
629 |
Legs |
12/15(81) |
PUT |
280.00 / 220.00 |
$867 / $5,133 / 0.17 |
81.44% / $217.96 / 4.25% / 18.73% |
84.05% / $271.33 |
$8.67 / $11.30 / $2.63 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
280.00 |
18.56% |
$11.30 / 1 |
$11.60 / 10 |
2 / 27 |
56.827303% |
-0.212216 |
-0.163871 |
0.002833 |
0.471823 |
-0.200157 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
5.93% |
$2.48 / 21 |
$2.63 / 15 |
0 / 39 |
62.147669% |
-0.055562 |
-0.064841 |
0.001096 |
0.182460 |
-0.049982 |
|
350 |
Legs |
12/15(81) |
PUT |
320.00 / 260.00 |
$1,705 / $4,295 / 0.40 |
65.22% / $198.59 / 4.62% / 20.51% |
72.98% / $302.95 |
$17.05 / $24.45 / $7.40 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
34.78% |
$24.45 / 7 |
$24.75 / 3 |
1 / 21 |
54.439090% |
-0.359837 |
-0.206337 |
0.003654 |
0.608628 |
-0.352407 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
260.00 |
12.99% |
$7.15 / 6 |
$7.40 / 6 |
0 / 12 |
58.272674% |
-0.148504 |
-0.132069 |
0.002263 |
0.376839 |
-0.137709 |
|
37 |
Legs |
11/17(53) |
PUT |
310.00 / 250.00 |
$948 / $5,052 / 0.19 |
71.72% / $50.45 / 1.00% / 6.29% |
76.49% / $300.52 |
$9.48 / $11.25 / $1.77 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
310.00 |
28.28% |
$11.25 / 22 |
$11.45 / 5 |
10 / 136 |
45.864985% |
-0.311760 |
-0.244505 |
0.004219 |
0.471225 |
-0.194332 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
250.00 |
7.34% |
$1.59 / 55 |
$1.77 / 72 |
1 / 224 |
51.520924% |
-0.087523 |
-0.112792 |
0.001898 |
0.211922 |
-0.051954 |
|
|
96 |
|
11/17(53) |
CALL |
260.00 / 320.00 |
$830 / $5,170 / 0.16 |
71.32% / $245.00 / 4.74% / 32.88% |
77.38% / $268.30 |
$8.30 / $9.20 / $0.90 / 30 |
53 / 48.14% / 43 |
5 |
Legs |
Vertical |
Bearish |
$235.43 (-1.18%) / 170K |
|
Earnings: 11/06 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
28.68% |
$9.20 / 30 |
$9.50 / 32 |
0 / 30 |
44.590388% |
0.413568 |
-0.202124 |
0.006850 |
0.366958 |
0.130834 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
3.52% |
$0.40 / 89 |
$0.90 / 61 |
0 / 1 |
40.585337% |
0.137867 |
-0.112622 |
0.003876 |
0.207615 |
0.045758 |
|
892 |
Legs |
10/20(25) |
CALL |
240.00 / 300.00 |
$785 / $5,215 / 0.15 |
53.29% / $158.91 / 3.05% / 43.36% |
63.86% / $247.85 |
$7.85 / $10.60 / $2.75 / 6 |
|
|