1 |
VMW |
11/17(53) |
PUT |
160.00 / 145.00 |
$1,200 / $300 / 4.00 |
64.57% / $668.61 / 222.87% / > 1000% |
76.61% / $148.00 |
$12.00 / $18.50 / $6.50 / 1 |
81 / 67.18% / 72 |
5 |
Legs |
Vertical |
Bullish |
$167.23 (+2.59%) / 2.1M |
|
Earnings: 11/28 |
|
Bearish / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
VMW |
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
3 |
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 |
|
45 |
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 |
|
886 |
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 |
|
386 |
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 |
|
528 |
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 |
|
|
|
128 |
ACRS |
12/15(81) |
PUT |
6.00 / 4.00 |
$135 / $65 / 2.08 |
68.03% / $71.06 / 109.33% / > 1000% |
77.41% / $4.65 |
$1.35 / $2.90 / $1.55 / 1 |
71 / 25.96% / 30 |
5 |
Legs |
Vertical |
Bullish |
$6.59 (-3.37%) / 1.02M |
|
Earnings: 11/14 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
ACRS |
Short (Sell) |
12/15/2023 (M) |
PUT |
6.00 |
31.97% |
$2.90 / 8 |
$3.30 / 30 |
48 / 149 |
311.984307% |
-0.288748 |
-0.010978 |
0.060022 |
0.010919 |
-0.008554 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
4.00 |
19.12% |
$1.10 / 85 |
$1.55 / 1 |
0 / 79 |
260.276301% |
-0.151757 |
-0.007653 |
0.041286 |
0.007511 |
-0.003987 |
|
570 |
Legs |
12/15(81) |
PUT |
6.00 / 2.50 |
$220 / $130 / 1.69 |
68.03% / $113.49 / 87.30% / > 1000% |
81.83% / $3.80 |
$2.20 / $2.90 / $0.70 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
6.00 |
31.97% |
$2.90 / 8 |
$3.30 / 30 |
48 / 149 |
311.984307% |
-0.288748 |
-0.010978 |
0.060022 |
0.010919 |
-0.008554 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
13.07% |
$0.35 / 6 |
$0.70 / 10 |
0 / 1,574 |
253.141414% |
-0.057522 |
-0.003785 |
0.020249 |
0.003684 |
-0.001364 |
|
629 |
Legs |
12/15(81) |
PUT |
5.00 / 2.50 |
$135 / $115 / 1.17 |
75.28% / $76.53 / 66.55% / 721.41% |
82.52% / $3.65 |
$1.35 / $2.05 / $0.70 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
5.00 |
24.72% |
$2.05 / 10 |
$2.40 / 69 |
1 / 867 |
293.619436% |
-0.220877 |
-0.009605 |
0.052144 |
0.009486 |
-0.006174 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
13.07% |
$0.35 / 6 |
$0.70 / 10 |
0 / 1,574 |
253.141414% |
-0.057522 |
-0.003785 |
0.020249 |
0.003684 |
-0.001364 |
|
146 |
Legs |
11/17(53) |
PUT |
5.00 / 2.00 |
$150 / $150 / 1.00 |
76.00% / $88.12 / 58.74% / > 1000% |
85.22% / $3.50 |
$1.50 / $1.70 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
24.00% |
$1.70 / 6 |
$2.30 / 96 |
0 / 34 |
324.567831% |
-0.223159 |
-0.011909 |
0.064051 |
0.007814 |
-0.003697 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
9.07% |
$0.05 / 51 |
$0.20 / 1 |
0 / 287 |
226.762760% |
-0.019519 |
-0.001917 |
0.010176 |
0.001241 |
-0.000269 |
|
375 |
Legs |
11/17(53) |
PUT |
6.00 / 2.00 |
$210 / $190 / 1.11 |
67.14% / $103.18 / 54.31% / > 1000% |
83.16% / $3.90 |
$2.10 / $2.30 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
6.00 |
32.86% |
$2.30 / 7 |
$3.00 / 59 |
0 / 73 |
320.636452% |
-0.307674 |
-0.013945 |
0.075448 |
0.009204 |
-0.005393 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
9.07% |
$0.05 / 51 |
$0.20 / 1 |
0 / 287 |
226.762760% |
-0.019519 |
-0.001917 |
0.010176 |
0.001241 |
-0.000269 |
|
98 |
Legs |
11/17(53) |
PUT |
4.00 / 2.00 |
$90 / $110 / 0.82 |
82.61% / $58.67 / 53.34% / > 1000% |
87.02% / $3.10 |
$0.90 / $1.10 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
4.00 |
17.39% |
$1.10 / 8 |
$1.45 / 50 |
13 / 2,824 |
308.132486% |
-0.140362 |
-0.008940 |
0.047841 |
0.005836 |
-0.002194 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
9.07% |
$0.05 / 51 |
$0.20 / 1 |
0 / 287 |
226.762760% |
-0.019519 |
-0.001917 |
0.010176 |
0.001241 |
-0.000269 |
|
|
60 |
SRPT |
11/17(53) |
PUT |
95.00 / 75.00 |
$790 / $1,210 / 0.65 |
79.73% / $439.85 / 36.35% / 571.14% |
84.47% / $87.10 |
$7.90 / $15.10 / $7.20 / 15 |
99 / 100.00% / 23 |
5 |
Legs |
Vertical |
Bullish |
$119.11 (-0.37%) / 553K |
|
Earnings: 11/01 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
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 |
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 |
|
69 |
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 |
|
46 |
Legs |
11/17(53) |
PUT |
90.00 / 75.00 |
$560 / $940 / 0.60 |
82.85% / $329.71 / 35.08% / 533.52% |
85.86% / $84.40 |
$5.60 / $12.80 / $7.20 / 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 |
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 |
|
75 |
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 |
|
40 |
Legs |
11/17(53) |
PUT |
85.00 / 75.00 |
$350 / $650 / 0.54 |
85.56% / $215.87 / 33.21% / 481.70% |
87.23% / $81.50 |
$3.50 / $10.70 / $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 |
85.00 |
14.44% |
$10.70 / 5 |
$11.70 / 6 |
0 / 230 |
160.894336% |
-0.143167 |
-0.096230 |
0.004527 |
0.107585 |
-0.033903 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
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 |
|
401 |
Legs |
12/15(81) |
PUT |
105.00 / 80.00 |
$1,050 / $1,450 / 0.72 |
70.85% / $403.33 / 27.82% / 175.44% |
77.61% / $94.50 |
$10.50 / $20.30 / $9.80 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
105.00 |
29.15% |
$20.30 / 5 |
$21.80 / 6 |
223 / 30 |
135.382075% |
-0.292646 |
-0.116974 |
0.005640 |
0.199854 |
-0.117135 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
15.26% |
$8.60 / 10 |
$9.80 / 10 |
0 / 310 |
131.970192% |
-0.139367 |
-0.076772 |
0.003640 |
0.129004 |
-0.051962 |
|
|
488 |
IMVT |
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 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
IMVT |
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 |
|
456 |
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 |
|
443 |
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 |
|
402 |
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 |
|
399 |
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 |
|
31 |
Legs |
10/20(25) |
PUT |
15.00 / 10.00 |
$165 / $335 / 0.49 |
75.98% / $55.23 / 16.49% / 524.10% |
78.90% / $13.35 |
$1.65 / $2.75 / $1.10 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
24.02% |
$2.75 / 5 |
$2.95 / 55 |
4,472 / 12,086 |
269.430208% |
-0.209075 |
-0.091044 |
0.015478 |
0.016740 |
-0.006360 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
16.27% |
$1.05 / 1 |
$1.10 / 20 |
267 / 8,625 |
284.051716% |
-0.103710 |
-0.057258 |
0.009704 |
0.010495 |
-0.002840 |
|
|
62 |
AMAM |
11/17(53) |
PUT |
10.00 / 5.00 |
$205 / $295 / 0.70 |
73.96% / $83.66 / 28.36% / 363.22% |
78.33% / $7.95 |
$2.05 / $3.00 / $0.95 / 20 |
99 / 100.00% / 67 |
5 |
Legs |
Vertical |
Bullish |
$11.0001 (-7.09%) / 249K |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
AMAM |
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
26.04% |
$3.00 / 26 |
$3.60 / 90 |
0 / 30 |
244.206011% |
-0.197413 |
-0.041259 |
0.016040 |
0.012316 |
-0.011718 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
16.98% |
$0.85 / 25 |
$0.95 / 20 |
0 / 7 |
264.950502% |
-0.096801 |
-0.025662 |
0.009896 |
0.007598 |
-0.004622 |
|
70 |
Legs |
10/20(25) |
PUT |
10.00 / 5.00 |
$205 / $295 / 0.70 |
69.94% / $70.12 / 23.77% / > 1000% |
76.48% / $7.95 |
$2.05 / $2.60 / $0.55 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
10.00 |
30.06% |
$2.60 / 10 |
$2.85 / 80 |
2 / 901 |
286.044025% |
-0.255175 |
-0.067576 |
0.026006 |
0.010159 |
-0.005312 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
16.77% |
$0.35 / 20 |
$0.55 / 5 |
3 / 561 |
281.408085% |
-0.098889 |
-0.036806 |
0.014093 |
0.005505 |
-0.001686 |
|
23 |
Legs |
10/20(25) |
PUT |
10.00 / 7.50 |
$100 / $150 / 0.67 |
69.94% / $28.22 / 18.81% / 691.32% |
73.35% / $9.00 |
$1.00 / $2.60 / $1.60 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
10.00 |
30.06% |
$2.60 / 10 |
$2.85 / 80 |
2 / 901 |
286.044025% |
-0.255175 |
-0.067576 |
0.026006 |
0.010159 |
-0.005312 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.50 |
22.31% |
$1.25 / 50 |
$1.60 / 20 |
6 / 969 |
289.757246% |
-0.178889 |
-0.055132 |
0.021161 |
0.008266 |
-0.003396 |
|
28 |
Legs |
11/17(53) |
PUT |
7.50 / 5.00 |
$80 / $170 / 0.47 |
79.16% / $30.12 / 17.72% / 172.28% |
80.51% / $6.70 |
$0.80 / $1.75 / $0.95 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
7.50 |
20.84% |
$1.75 / 20 |
$2.20 / 20 |
0 / 54 |
254.858987% |
-0.149800 |
-0.034742 |
0.013452 |
0.010329 |
-0.008066 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
16.98% |
$0.85 / 25 |
$0.95 / 20 |
0 / 7 |
264.950502% |
-0.096801 |
-0.025662 |
0.009896 |
0.007598 |
-0.004622 |
|
8 |
Legs |
11/17(53) |
PUT |
10.00 / 7.50 |
$80 / $170 / 0.47 |
73.96% / $17.96 / 10.57% / 85.29% |
75.80% / $9.20 |
$0.80 / $3.00 / $2.20 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
26.04% |
$3.00 / 26 |
$3.60 / 90 |
0 / 30 |
244.206011% |
-0.197413 |
-0.041259 |
0.016040 |
0.012316 |
-0.011718 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
20.84% |
$1.75 / 20 |
$2.20 / 20 |
0 / 54 |
254.858987% |
-0.149800 |
-0.034742 |
0.013452 |
0.010329 |
-0.008066 |
|
19 |
Legs |
10/20(25) |
PUT |
7.50 / 5.00 |
$70 / $180 / 0.39 |
77.69% / $18.25 / 10.14% / 218.65% |
79.43% / $6.80 |
$0.70 / $1.25 / $0.55 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
7.50 |
22.31% |
$1.25 / 50 |
$1.60 / 20 |
6 / 969 |
289.757246% |
-0.178889 |
-0.055132 |
0.021161 |
0.008266 |
-0.003396 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
16.77% |
$0.35 / 20 |
$0.55 / 5 |
3 / 561 |
281.408085% |
-0.098889 |
-0.036806 |
0.014093 |
0.005505 |
-0.001686 |
|
|
489 |
UVIX |
12/15(81) |
PUT |
3.00 / 2.00 |
$45 / $55 / 0.82 |
68.65% / $15.38 / 27.96% / 176.74% |
74.27% / $2.55 |
$0.45 / $0.65 / $0.20 / 1,422 |
74 / 30.98% / 90 |
5 |
Legs |
Vertical |
Bullish |
$3.4101 (-0.29%) / 17.94M |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
UVIX |
Short (Sell) |
12/15/2023 (M) |
PUT |
3.00 |
31.35% |
$0.65 / 3,277 |
$0.75 / 846 |
26 / 484 |
142.866466% |
-0.271255 |
-0.006321 |
0.098384 |
0.005230 |
-0.004584 |
BATS / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.00 |
20.31% |
$0.15 / 10 |
$0.20 / 1,422 |
44 / 164 |
126.410433% |
-0.158021 |
-0.004656 |
0.071644 |
0.003808 |
-0.002355 |
|
53 |
Legs |
10/27(32) |
PUT |
3.00 / 2.50 |
$20 / $30 / 0.67 |
66.03% / $3.90 / 12.99% / 226.53% |
70.22% / $2.80 |
$0.20 / $0.40 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
3.00 |
33.97% |
$0.40 / 1 |
$0.45 / 1,106 |
23 / 95 |
141.911446% |
-0.319017 |
-0.010658 |
0.162917 |
0.003668 |
-0.001706 |
BATS / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
2.50 |
24.33% |
$0.10 / 4,291 |
$0.20 / 2,948 |
95 / 85 |
120.714189% |
-0.228920 |
-0.009075 |
0.138147 |
0.003110 |
-0.001157 |
|
92 |
Legs |
11/17(53) |
PUT |
3.00 / 2.00 |
$35 / $65 / 0.54 |
67.07% / $5.85 / 9.00% / 69.78% |
72.63% / $2.65 |
$0.35 / $0.50 / $0.15 / 2,279 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
3.00 |
32.93% |
$0.50 / 3,345 |
$0.60 / 1,127 |
83 / 565 |
140.495089% |
-0.297233 |
-0.008147 |
0.125515 |
0.004474 |
-0.002894 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
19.39% |
$0.05 / 2,734 |
$0.15 / 2,279 |
15 / 291 |
124.135361% |
-0.155523 |
-0.005672 |
0.086576 |
0.003086 |
-0.001342 |
|
37 |
Legs |
11/17 (53) - 12/15 |
PUT |
3.00 / 2.00 |
$30 / $70 / 0.43 |
67.07% / $3.33 / 4.75% / 33.01% |
71.89% / $2.70 |
$0.30 / $0.50 / $0.20 / 1,422 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
3.00 |
32.93% |
$0.50 / 3,345 |
$0.60 / 1,127 |
83 / 565 |
140.495089% |
-0.297233 |
-0.008147 |
0.125515 |
0.004474 |
-0.002894 |
BATS / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.00 |
20.31% |
$0.15 / 10 |
$0.20 / 1,422 |
44 / 164 |
126.410433% |
-0.158021 |
-0.004656 |
0.071644 |
0.003808 |
-0.002355 |
|
892 |
Legs |
10/06(11) |
CALL |
3.50 / 6.50 |
$20 / $280 / 0.07 |
64.45% / $8.75 / 3.12% / 102.33% |
71.11% / $3.70 |
$0.20 / $0.25 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
3.50 |
35.55% |
$0.25 / 2,054 |
$0.35 / 829 |
117 / 221 |
150.077606% |
0.525365 |
-0.018935 |
0.281354 |
0.002639 |
0.000511 |
BATS / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
6.50 |
0.73% |
0 / 0 |
$0.05 / 1 |
0 / 11 |
217.149936% |
0.085832 |
-0.007423 |
0.110771 |
0.001039 |
0.000096 |
|
38 |
Legs |
10/27(32) |
PUT |
3.00 / 2.00 |
$30 / $70 / 0.43 |
66.03% / $2.12 / 3.03% / 33.51% |
72.15% / $2.70 |
$0.30 / $0.40 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
3.00 |
33.97% |
$0.40 / 1 |
$0.45 / 1,106 |
23 / 95 |
141.911446% |
-0.319017 |
-0.010658 |
0.162917 |
0.003668 |
-0.001706 |
BATS / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
2.00 |
17.22% |
0 / 0 |
$0.10 / 2,958 |
0 / 4 |
155.473936% |
-0.141130 |
-0.006729 |
0.102086 |
0.002298 |
-0.000673 |
|
|
977 |
SPY |
12/15(81) |
CALL |
434.00 / 437.00 |
$185 / $115 / 1.61 |
49.00% / $32.00 / 27.82% / 175.49% |
51.27% / $435.85 |
$1.85 / $14.25 / $12.40 / 40 |
97 / 89.16% / 93 |
5 |
Legs |
Vertical |
Bearish |
$430.60 (-0.18%) / 100.83M |
|
|
|
Bearish / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPY |
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
437.00 |
47.32% |
$12.37 / 59 |
$12.40 / 40 |
202 / 4,761 |
15.095026% |
0.510400 |
-0.124294 |
0.008612 |
0.830021 |
0.472908 |
|
976 |
Legs |
12/15(81) |
CALL |
434.00 / 436.00 |
$123 / $77 / 1.60 |
49.00% / $21.00 / 27.27% / 170.60% |
50.51% / $435.23 |
$1.23 / $14.25 / $13.02 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
436.00 |
48.55% |
$12.99 / 59 |
$13.02 / 59 |
133 / 4,387 |
15.261040% |
0.518936 |
-0.124452 |
0.008604 |
0.829286 |
0.480420 |
|
975 |
Legs |
12/15(81) |
CALL |
435.00 / 437.00 |
$121 / $79 / 1.53 |
50.23% / $21.46 / 27.16% / 169.64% |
51.71% / $436.21 |
$1.21 / $13.61 / $12.40 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
435.00 |
49.77% |
$13.61 / 139 |
$13.65 / 89 |
3,073 / 13,669 |
15.419448% |
0.527482 |
-0.124559 |
0.008593 |
0.828167 |
0.487922 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
437.00 |
47.32% |
$12.37 / 59 |
$12.40 / 40 |
202 / 4,761 |
15.095026% |
0.510400 |
-0.124294 |
0.008612 |
0.830021 |
0.472908 |
|
974 |
Legs |
12/15(81) |
CALL |
436.00 / 439.00 |
$178 / $122 / 1.46 |
51.45% / $32.36 / 26.53% / 164.15% |
53.63% / $437.78 |
$1.78 / $12.99 / $11.21 / 59 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
436.00 |
48.55% |
$12.99 / 59 |
$13.02 / 59 |
133 / 4,387 |
15.261040% |
0.518936 |
-0.124452 |
0.008604 |
0.829286 |
0.480420 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
439.00 |
44.90% |
$11.18 / 59 |
$11.21 / 59 |
65 / 2,680 |
14.777208% |
0.493374 |
-0.123827 |
0.008615 |
0.830343 |
0.457873 |
|
978 |
Legs |
12/15(81) |
CALL |
434.00 / 438.00 |
$244 / $156 / 1.56 |
49.00% / $39.99 / 25.64% / 156.56% |
51.99% / $436.44 |
$2.44 / $14.25 / $11.81 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
438.00 |
46.11% |
$11.77 / 59 |
$11.81 / 59 |
3,498 / 3,195 |
14.943355% |
0.501878 |
-0.124085 |
0.008615 |
0.830372 |
0.465391 |
|
945 |
Legs |
11/17(53) |
CALL |
434.00 / 435.00 |
$60 / $40 / 1.50 |
49.77% / $9.77 / 24.42% / 282.58% |
50.67% / $434.60 |
$0.60 / $11.06 / $10.46 / 59 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
434.00 |
50.23% |
$11.06 / 242 |
$11.08 / 108 |
1,822 / 3,144 |
15.237378% |
0.525733 |
-0.148914 |
0.010509 |
0.679231 |
0.331182 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
435.00 |
48.73% |
$10.44 / 404 |
$10.46 / 59 |
6,327 / 6,989 |
15.055467% |
0.515257 |
-0.148780 |
0.010524 |
0.680206 |
0.324856 |
|
|
150 |
NLY |
09/29(4) |
PUT |
19.50 / 19.00 |
$19 / $31 / 0.61 |
72.67% / $8.08 / 26.07% / > 1000% |
80.05% / $19.31 |
$0.19 / $0.30 / $0.11 / 10 |
95 / 79.99% / 26 |
5 |
Legs |
Vertical |
Bullish |
$19.91 (+0.86%) / 3.2M |
|
Earnings: 10/25 / Ex-Div: 09/28 ($0.65) |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
NLY |
Short (Sell) |
09/29/2023 (W) |
PUT |
19.50 |
27.33% |
$0.30 / 12 |
$0.33 / 208 |
134 / 851 |
43.793209% |
-0.331017 |
-0.026837 |
0.320815 |
0.010711 |
-0.001506 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
19.00 |
10.91% |
$0.10 / 66 |
$0.11 / 10 |
2,339 / 609 |
36.573809% |
-0.184977 |
-0.019538 |
0.236292 |
0.007889 |
-0.000836 |
|
71 |
Legs |
09/29(4) |
PUT |
19.50 / 18.50 |
$25 / $75 / 0.33 |
72.67% / $13.17 / 17.56% / > 1000% |
82.10% / $19.25 |
$0.25 / $0.30 / $0.05 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
19.50 |
27.33% |
$0.30 / 12 |
$0.33 / 208 |
134 / 851 |
43.793209% |
-0.331017 |
-0.026837 |
0.320815 |
0.010711 |
-0.001506 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
18.50 |
3.25% |
$0.04 / 201 |
$0.05 / 434 |
30 / 281 |
38.057528% |
-0.085582 |
-0.011363 |
0.138511 |
0.004625 |
-0.000385 |
|
242 |
Legs |
09/29(4) |
PUT |
19.50 / 18.00 |
$27 / $123 / 0.22 |
72.67% / $17.70 / 14.39% / > 1000% |
82.74% / $19.23 |
$0.27 / $0.30 / $0.03 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
19.50 |
27.33% |
$0.30 / 12 |
$0.33 / 208 |
134 / 851 |
43.793209% |
-0.331017 |
-0.026837 |
0.320815 |
0.010711 |
-0.001506 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
18.00 |
0.73% |
$0.02 / 12 |
$0.03 / 341 |
0 / 33 |
42.380847% |
-0.031909 |
-0.005175 |
0.063426 |
0.002118 |
-0.000143 |
|
357 |
Legs |
09/29(4) |
PUT |
19.50 / 17.50 |
$28 / $172 / 0.16 |
72.67% / $19.90 / 11.57% / > 1000% |
83.06% / $19.22 |
$0.28 / $0.30 / $0.02 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
19.50 |
27.33% |
$0.30 / 12 |
$0.33 / 208 |
134 / 851 |
43.793209% |
-0.331017 |
-0.026837 |
0.320815 |
0.010711 |
-0.001506 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
17.50 |
0.12% |
0 / 0 |
$0.02 / 55 |
278 / 5 |
49.492398% |
-0.009332 |
-0.001806 |
0.022227 |
0.000742 |
-0.000042 |
|
403 |
Legs |
10/06(11) |
PUT |
19.50 / 17.00 |
$34 / $216 / 0.16 |
66.24% / $20.24 / 9.37% / 678.29% |
76.66% / $19.16 |
$0.34 / $0.37 / $0.03 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
19.50 |
33.76% |
$0.37 / 15 |
$0.39 / 11 |
5 / 56 |
35.644961% |
-0.373697 |
-0.020900 |
0.244312 |
0.015294 |
-0.003241 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
17.00 |
0.50% |
$0.02 / 12 |
$0.03 / 214 |
0 / 20 |
44.135863% |
-0.018142 |
-0.002366 |
0.028820 |
0.001804 |
-0.000153 |
|
232 |
Legs |
10/06(11) |
PUT |
19.50 / 18.00 |
$31 / $119 / 0.26 |
66.24% / $10.92 / 9.18% / 647.39% |
75.82% / $19.19 |
$0.31 / $0.37 / $0.06 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
19.50 |
33.76% |
$0.37 / 15 |
$0.39 / 11 |
5 / 56 |
35.644961% |
-0.373697 |
-0.020900 |
0.244312 |
0.015294 |
-0.003241 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
18.00 |
4.06% |
$0.04 / 334 |
$0.06 / 310 |
500 / 12 |
35.750286% |
-0.087681 |
-0.008539 |
0.102942 |
0.006444 |
-0.000747 |
|
|
813 |
MSOS |
12/15(81) |
PUT |
8.00 / 7.00 |
$50 / $50 / 1.00 |
62.11% / $12.55 / 25.10% / 152.03% |
66.17% / $7.50 |
$0.50 / $1.36 / $0.86 / 27 |
79 / 64.52% / 76 |
5 |
Legs |
Vertical |
Bullish |
$8.11 (+4.38%) / 2.98M |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
MSOS |
Short (Sell) |
12/15/2023 (M) |
PUT |
8.00 |
37.89% |
$1.36 / 99 |
$1.42 / 421 |
20 / 163 |
96.529440% |
-0.338814 |
-0.012989 |
0.057807 |
0.014233 |
-0.011875 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.00 |
30.17% |
$0.83 / 28 |
$0.86 / 27 |
1 / 3,185 |
94.115074% |
-0.279030 |
-0.012013 |
0.053089 |
0.013071 |
-0.009341 |
|
550 |
Legs |
11/17(53) |
PUT |
8.00 / 7.00 |
$48 / $52 / 0.92 |
60.17% / $9.01 / 17.32% / 166.63% |
65.00% / $7.52 |
$0.48 / $1.18 / $0.70 / 207 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
39.83% |
$1.18 / 207 |
$1.23 / 372 |
3 / 37 |
101.337835% |
-0.365332 |
-0.016484 |
0.072534 |
0.011976 |
-0.007660 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
30.30% |
$0.65 / 460 |
$0.70 / 246 |
1 / 1,569 |
98.030188% |
-0.290519 |
-0.015113 |
0.066091 |
0.010912 |
-0.005822 |
|
789 |
Legs |
12/15(81) |
PUT |
8.00 / 6.00 |
$89 / $111 / 0.80 |
62.11% / $17.91 / 16.14% / 85.43% |
69.06% / $7.11 |
$0.89 / $1.36 / $0.47 / 99 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
8.00 |
37.89% |
$1.36 / 99 |
$1.42 / 421 |
20 / 163 |
96.529440% |
-0.338814 |
-0.012989 |
0.057807 |
0.014233 |
-0.011875 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
23.93% |
$0.43 / 125 |
$0.47 / 427 |
100 / 225 |
93.284673% |
-0.217106 |
-0.010570 |
0.046421 |
0.011429 |
-0.006931 |
|
483 |
Legs |
10/27(32) |
PUT |
8.00 / 7.50 |
$24 / $26 / 0.92 |
58.39% / $3.39 / 13.05% / 228.24% |
61.55% / $7.76 |
$0.24 / $1.01 / $0.77 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
8.00 |
41.61% |
$1.01 / 24 |
$1.05 / 55 |
1 / 48 |
108.373537% |
-0.390137 |
-0.021367 |
0.093146 |
0.009713 |
-0.004649 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
7.50 |
35.21% |
$0.74 / 36 |
$0.77 / 68 |
0 / 88 |
106.345550% |
-0.342653 |
-0.020521 |
0.089208 |
0.009302 |
-0.003993 |
|
532 |
Legs |
10/27(32) |
PUT |
8.00 / 7.00 |
$47 / $53 / 0.89 |
58.39% / $6.78 / 12.79% / 220.97% |
64.42% / $7.53 |
$0.47 / $1.01 / $0.54 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
8.00 |
41.61% |
$1.01 / 24 |
$1.05 / 55 |
1 / 48 |
108.373537% |
-0.390137 |
-0.021367 |
0.093146 |
0.009713 |
-0.004649 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
7.00 |
29.54% |
$0.51 / 23 |
$0.54 / 23 |
22 / 487 |
104.618306% |
-0.294522 |
-0.019302 |
0.083693 |
0.008727 |
-0.003357 |
|
620 |
Legs |
10/20(25) |
PUT |
8.00 / 7.50 |
$24 / $26 / 0.92 |
57.71% / $3.09 / 11.89% / 284.92% |
61.24% / $7.76 |
$0.24 / $0.95 / $0.71 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
8.00 |
42.29% |
$0.95 / 22 |
$1.00 / 1,612 |
45 / 11,511 |
114.051501% |
-0.399924 |
-0.024049 |
0.104485 |
0.008777 |
-0.003681 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.50 |
35.14% |
$0.68 / 23 |
$0.71 / 474 |
12 / 152 |
110.886733% |
-0.346705 |
-0.023040 |
0.099831 |
0.008386 |
-0.003121 |
|
|
951 |
SQQQ |
12/15(81) |
PUT |
20.00 / 19.00 |
$54 / $46 / 1.17 |
56.49% / $10.49 / 22.80% / 133.51% |
59.96% / $19.46 |
$0.54 / $2.16 / $1.62 / 1,897 |
90 / 66.60% / 23 |
5 |
Legs |
Vertical |
Bullish |
$20.43 (-0.24%) / 133.89M |
|
|
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SQQQ |
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
43.51% |
$2.16 / 1,897 |
$2.20 / 331 |
32 / 798 |
58.603606% |
-0.407407 |
-0.018928 |
0.045175 |
0.037333 |
-0.026719 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
19.00 |
37.22% |
$1.57 / 3,304 |
$1.62 / 2,840 |
264 / 1,179 |
56.457584% |
-0.361565 |
-0.018342 |
0.043654 |
0.036076 |
-0.023292 |
|
866 |
Legs |
11/17(53) |
PUT |
20.00 / 19.00 |
$54 / $46 / 1.17 |
55.58% / $9.64 / 20.96% / 221.65% |
59.83% / $19.46 |
$0.54 / $1.76 / $1.22 / 618 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
44.42% |
$1.76 / 2,050 |
$1.78 / 461 |
131 / 236 |
57.995711% |
-0.422693 |
-0.023528 |
0.055773 |
0.030908 |
-0.017479 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
19.00 |
36.72% |
$1.21 / 1 |
$1.22 / 618 |
48 / 567 |
55.776520% |
-0.366183 |
-0.022687 |
0.053664 |
0.029739 |
-0.014876 |
|
955 |
Legs |
12/15(81) |
PUT |
20.00 / 18.00 |
$105 / $95 / 1.11 |
56.49% / $19.30 / 20.32% / 114.58% |
63.08% / $18.95 |
$1.05 / $2.16 / $1.11 / 176 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
43.51% |
$2.16 / 1,897 |
$2.20 / 331 |
32 / 798 |
58.603606% |
-0.407407 |
-0.018928 |
0.045175 |
0.037333 |
-0.026719 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
18.00 |
31.51% |
$1.08 / 405 |
$1.11 / 176 |
6 / 1,622 |
54.273766% |
-0.315272 |
-0.017455 |
0.041444 |
0.034250 |
-0.019957 |
|
867 |
Legs |
10/20(25) |
PUT |
20.00 / 19.50 |
$27 / $23 / 1.17 |
54.54% / $4.27 / 18.56% / 671.04% |
57.57% / $19.73 |
$0.27 / $1.21 / $0.94 / 499 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
20.00 |
45.46% |
$1.21 / 871 |
$1.22 / 520 |
476 / 1,601 |
55.996893% |
-0.441379 |
-0.033565 |
0.079047 |
0.022287 |
-0.008574 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
19.50 |
39.91% |
$0.93 / 1,546 |
$0.94 / 499 |
64 / 105 |
54.320686% |
-0.401516 |
-0.032929 |
0.077491 |
0.021849 |
-0.007732 |
|
692 |
Legs |
12/15(81) |
PUT |
19.00 / 18.00 |
$46 / $54 / 0.85 |
62.78% / $9.25 / 17.13% / 92.07% |
65.49% / $18.54 |
$0.46 / $1.57 / $1.11 / 176 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
19.00 |
37.22% |
$1.57 / 3,304 |
$1.62 / 2,840 |
264 / 1,179 |
56.457584% |
-0.361565 |
-0.018342 |
0.043654 |
0.036076 |
-0.023292 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
18.00 |
31.51% |
$1.08 / 405 |
$1.11 / 176 |
6 / 1,622 |
54.273766% |
-0.315272 |
-0.017455 |
0.041444 |
0.034250 |
-0.019957 |
|
947 |
Legs |
12/15(81) |
PUT |
20.00 / 17.00 |
$146 / $154 / 0.95 |
56.49% / $22.40 / 14.55% / 75.18% |
65.49% / $18.54 |
$1.46 / $2.16 / $0.70 / 124 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
43.51% |
$2.16 / 1,897 |
$2.20 / 331 |
32 / 798 |
58.603606% |
-0.407407 |
-0.018928 |
0.045175 |
0.037333 |
-0.026719 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.00 |
26.44% |
$0.68 / 1,724 |
$0.70 / 124 |
202 / 1,264 |
52.021794% |
-0.269276 |
-0.016266 |
0.038541 |
0.031851 |
-0.016756 |
|
|
57 |
|
11/17(53) |
PUT |
4.50 / 3.00 |
$60 / $90 / 0.67 |
69.19% / $17.02 / 18.91% / 189.67% |
74.02% / $3.90 |
$0.60 / $0.95 / $0.35 / 490 |
29 / 35.73% / 22 |
5 |
Legs |
Vertical |
Bullish |
$5.20 (+7.22%) / 533K |
|
Earnings: 10/16 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
4.50 |
30.81% |
$0.95 / 980 |
$1.10 / 146 |
0 / 28 |
172.824907% |
-0.265565 |
-0.014599 |
0.063008 |
0.006453 |
-0.004621 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
20.23% |
$0.20 / 1,034 |
$0.35 / 490 |
7 / 59 |
158.952500% |
-0.155224 |
-0.010698 |
0.045832 |
0.004694 |
-0.002383 |
|
35 |
Legs |
11/17(53) |
PUT |
4.50 / 3.50 |
$40 / $60 / 0.67 |
69.19% / $10.48 / 17.47% / 168.80% |
72.51% / $4.10 |
$0.40 / $0.95 / $0.55 / 303 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
4.50 |
30.81% |
$0.95 / 980 |
$1.10 / 146 |
0 / 28 |
172.824907% |
-0.265565 |
-0.014599 |
0.063008 |
0.006453 |
-0.004621 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.50 |
23.23% |
$0.40 / 995 |
$0.55 / 303 |
0 / 38 |
163.495242% |
-0.193034 |
-0.012261 |
0.052653 |
0.005392 |
-0.003097 |
|
68 |
Legs |
11/17(53) |
PUT |
4.50 / 2.50 |
$75 / $125 / 0.60 |
69.19% / $20.24 / 16.19% / 151.28% |
75.09% / $3.75 |
$0.75 / $0.95 / $0.20 / 310 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
4.50 |
30.81% |
$0.95 / 980 |
$1.10 / 146 |
0 / 28 |
172.824907% |
-0.265565 |
-0.014599 |
0.063008 |
0.006453 |
-0.004621 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.50 |
17.66% |
$0.05 / 1,056 |
$0.20 / 310 |
0 / 5 |
151.693832% |
-0.117269 |
-0.008847 |
0.037819 |
0.003873 |
-0.001717 |
|
83 |
Legs |
10/20(25) |
PUT |
4.50 / 3.50 |
$40 / $60 / 0.67 |
67.14% / $9.26 / 15.44% / 460.01% |
71.91% / $4.10 |
$0.40 / $0.70 / $0.30 / 289 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
4.50 |
32.86% |
$0.70 / 289 |
$0.80 / 358 |
14 / 633 |
185.106852% |
-0.303802 |
-0.022047 |
0.094199 |
0.004908 |
-0.002108 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
3.50 |
22.13% |
$0.20 / 371 |
$0.30 / 1,459 |
5 / 49 |
166.179403% |
-0.197481 |
-0.017582 |
0.074847 |
0.003900 |
-0.001269 |
|
47 |
Legs |
10/20(25) |
PUT |
4.50 / 4.00 |
$20 / $30 / 0.67 |
67.14% / $4.01 / 13.36% / 350.17% |
69.61% / $4.30 |
$0.20 / $0.70 / $0.50 / 289 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
4.50 |
32.86% |
$0.70 / 289 |
$0.80 / 358 |
14 / 633 |
185.106852% |
-0.303802 |
-0.022047 |
0.094199 |
0.004908 |
-0.002108 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
4.00 |
27.00% |
$0.40 / 954 |
$0.50 / 481 |
21 / 1,511 |
171.512731% |
-0.250947 |
-0.020115 |
0.085780 |
0.004470 |
-0.001677 |
|
89 |
Legs |
10/20(25) |
PUT |
4.50 / 3.00 |
$55 / $95 / 0.58 |
67.14% / $11.87 / 12.50% / 310.81% |
73.53% / $3.95 |
$0.55 / $0.70 / $0.15 / 289 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
4.50 |
32.86% |
$0.70 / 289 |
$0.80 / 358 |
14 / 633 |
185.106852% |
-0.303802 |
-0.022047 |
0.094199 |
0.004908 |
-0.002108 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
3.00 |
18.10% |
$0.05 / 1,341 |
$0.15 / 1,451 |
12 / 855 |
154.699488% |
-0.145151 |
-0.014456 |
0.061445 |
0.003202 |
-0.000897 |
|
|
41 |
|
11/17(53) |
PUT |
5.00 / 3.00 |
$75 / $125 / 0.60 |
71.75% / $23.21 / 18.57% / 184.54% |
76.14% / $4.25 |
$0.75 / $1.10 / $0.35 / 20 |
76 / 59.34% / 16 |
5 |
Legs |
Vertical |
Bullish |
$5.79 (+4.32%) / 366K |
|
|
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
28.25% |
$1.10 / 20 |
$1.25 / 6 |
0 / 26 |
190.361019% |
-0.239621 |
-0.017450 |
0.047387 |
0.007193 |
-0.005113 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
18.18% |
$0.20 / 63 |
$0.35 / 20 |
0 / 69 |
183.549140% |
-0.122169 |
-0.011469 |
0.030906 |
0.004691 |
-0.002241 |
|
12 |
Legs |
11/17(53) |
PUT |
5.00 / 4.00 |
$35 / $65 / 0.54 |
71.75% / $7.92 / 12.19% / 102.60% |
73.91% / $4.65 |
$0.35 / $1.10 / $0.75 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
28.25% |
$1.10 / 20 |
$1.25 / 6 |
0 / 26 |
190.361019% |
-0.239621 |
-0.017450 |
0.047387 |
0.007193 |
-0.005113 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
4.00 |
22.58% |
$0.55 / 181 |
$0.75 / 61 |
0 / 25 |
186.514313% |
-0.182199 |
-0.014913 |
0.040338 |
0.006123 |
-0.003621 |
|
11 |
Legs |
10/20(25) |
PUT |
5.00 / 4.00 |
$35 / $65 / 0.54 |
70.23% / $7.05 / 10.85% / 244.27% |
73.31% / $4.65 |
$0.35 / $0.70 / $0.35 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
5.00 |
29.77% |
$0.70 / 358 |
$0.85 / 6 |
0 / 956 |
193.094079% |
-0.273460 |
-0.026464 |
0.071171 |
0.005496 |
-0.002286 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
4.00 |
21.75% |
$0.25 / 472 |
$0.35 / 15 |
0 / 77 |
177.144283% |
-0.188870 |
-0.021562 |
0.057829 |
0.004466 |
-0.001477 |
|
14 |
Legs |
10/20(25) |
PUT |
5.00 / 3.00 |
$55 / $145 / 0.38 |
70.23% / $5.95 / 4.10% / 61.98% |
74.94% / $4.45 |
$0.55 / $0.70 / $0.15 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
5.00 |
29.77% |
$0.70 / 358 |
$0.85 / 6 |
0 / 956 |
193.094079% |
-0.273460 |
-0.026464 |
0.071171 |
0.005496 |
-0.002286 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
3.00 |
15.87% |
$0.05 / 85 |
$0.15 / 7 |
0 / 250 |
185.356883% |
-0.107000 |
-0.014736 |
0.039426 |
0.003045 |
-0.000780 |
|
77 |
Legs |
11/17(53) |
PUT |
5.00 / 1.00 |
$90 / $310 / 0.29 |
71.75% / $7.85 / 2.53% / 16.59% |
76.92% / $4.10 |
$0.90 / $1.10 / $0.20 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
28.25% |
$1.10 / 20 |
$1.25 / 6 |
0 / 26 |
190.361019% |
-0.239621 |
-0.017450 |
0.047387 |
0.007193 |
-0.005113 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
1.00 |
12.05% |
0 / 0 |
$0.20 / 80 |
0 / 9 |
397.484853% |
-0.015921 |
-0.002273 |
0.006081 |
0.000923 |
-0.000236 |
|
67 |
Legs |
10/20(25) |
PUT |
5.00 / 2.00 |
$65 / $235 / 0.28 |
70.23% / $3.11 / 1.32% / 17.08% |
75.71% / $4.35 |
$0.65 / $0.70 / $0.05 / 250 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
5.00 |
29.77% |
$0.70 / 358 |
$0.85 / 6 |
0 / 956 |
193.094079% |
-0.273460 |
-0.026464 |
0.071171 |
0.005496 |
-0.002286 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
2.00 |
11.60% |
0 / 0 |
$0.05 / 250 |
0 / 36 |
237.680864% |
-0.039986 |
-0.006902 |
0.018426 |
0.001423 |
-0.000270 |
|
|
571 |
|
12/15(81) |
PUT |
40.00 / 35.00 |
$220 / $280 / 0.79 |
65.29% / $51.06 / 18.24% / 99.69% |
68.83% / $37.80 |
$2.20 / $6.90 / $4.70 / 264 |
25 / 14.35% / 97 |
5 |
Legs |
Vertical |
Bullish |
$42.12 (-1.82%) / 7.88M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
40.00 |
34.71% |
$6.90 / 319 |
$7.00 / 10 |
12 / 525 |
108.297875% |
-0.323907 |
-0.059457 |
0.012181 |
0.074148 |
-0.054589 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
35.00 |
27.13% |
$4.60 / 17 |
$4.70 / 264 |
13 / 872 |
110.426601% |
-0.257759 |
-0.053817 |
0.010944 |
0.066618 |
-0.041608 |
|
602 |
Legs |
12/15(81) |
PUT |
40.00 / 30.00 |
$404 / $596 / 0.68 |
65.29% / $86.72 / 14.55% / 75.21% |
71.54% / $35.96 |
$4.04 / $6.90 / $2.86 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
40.00 |
34.71% |
$6.90 / 319 |
$7.00 / 10 |
12 / 525 |
108.297875% |
-0.323907 |
-0.059457 |
0.012181 |
0.074148 |
-0.054589 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
30.00 |
21.06% |
$2.80 / 25 |
$2.86 / 11 |
51 / 2,234 |
112.703642% |
-0.191165 |
-0.045694 |
0.009231 |
0.056193 |
-0.029533 |
|
265 |
Legs |
12/15(81) |
PUT |
35.00 / 30.00 |
$174 / $326 / 0.53 |
72.87% / $44.87 / 13.76% / 70.30% |
75.14% / $33.26 |
$1.74 / $4.60 / $2.86 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
35.00 |
27.13% |
$4.60 / 17 |
$4.70 / 264 |
13 / 872 |
110.426601% |
-0.257759 |
-0.053817 |
0.010944 |
0.066618 |
-0.041608 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
30.00 |
21.06% |
$2.80 / 25 |
$2.86 / 11 |
51 / 2,234 |
112.703642% |
-0.191165 |
-0.045694 |
0.009231 |
0.056193 |
-0.029533 |
|
186 |
Legs |
11/17(53) |
PUT |
40.00 / 35.00 |
$205 / $295 / 0.70 |
64.57% / $35.49 / 12.03% / 100.87% |
68.63% / $37.95 |
$2.05 / $5.75 / $3.70 / 324 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
40.00 |
35.43% |
$5.75 / 324 |
$5.85 / 6 |
77 / 3,161 |
112.377630% |
-0.339868 |
-0.074871 |
0.015162 |
0.061891 |
-0.034767 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
26.19% |
$3.55 / 515 |
$3.70 / 327 |
15 / 1,869 |
114.635162% |
-0.258144 |
-0.066472 |
0.013375 |
0.054595 |
-0.025321 |
|
583 |
Legs |
12/15(81) |
PUT |
40.00 / 25.00 |
$532 / $968 / 0.55 |
65.29% / $101.44 / 10.48% / 50.90% |
73.30% / $34.68 |
$5.32 / $6.90 / $1.58 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
40.00 |
34.71% |
$6.90 / 319 |
$7.00 / 10 |
12 / 525 |
108.297875% |
-0.323907 |
-0.059457 |
0.012181 |
0.074148 |
-0.054589 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
25.00 |
16.29% |
$1.53 / 51 |
$1.58 / 31 |
3 / 452 |
116.573489% |
-0.127609 |
-0.035237 |
0.007078 |
0.043083 |
-0.018850 |
|
208 |
Legs |
11/17(53) |
PUT |
40.00 / 30.00 |
$368 / $632 / 0.58 |
64.57% / $60.00 / 9.49% / 74.53% |
71.58% / $36.32 |
$3.68 / $5.75 / $2.07 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
40.00 |
35.43% |
$5.75 / 324 |
$5.85 / 6 |
77 / 3,161 |
112.377630% |
-0.339868 |
-0.074871 |
0.015162 |
0.061891 |
-0.034767 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
19.04% |
$2.02 / 51 |
$2.07 / 10 |
279 / 3,007 |
117.955677% |
-0.178313 |
-0.053947 |
0.010796 |
0.044067 |
-0.016778 |
|
|
637 |
|
12/15(81) |
PUT |
25.00 / 22.50 |
$112 / $138 / 0.81 |
64.25% / $24.82 / 17.98% / 97.93% |
67.91% / $23.88 |
$1.12 / $3.75 / $2.63 / 23 |
11 / 2.23% / 95 |
5 |
Legs |
Vertical |
Bullish |
$26.43 (-2.44%) / 4.07M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
25.00 |
35.75% |
$3.75 / 295 |
$3.85 / 197 |
35 / 1,515 |
95.302300% |
-0.343389 |
-0.030295 |
0.024844 |
0.047052 |
-0.032355 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
22.50 |
27.97% |
$2.58 / 15 |
$2.63 / 23 |
13 / 260 |
95.369164% |
-0.276958 |
-0.027807 |
0.022618 |
0.042836 |
-0.025230 |
|
268 |
Legs |
12/15(81) |
PUT |
22.50 / 20.00 |
$92 / $158 / 0.58 |
72.03% / $25.17 / 15.93% / 84.11% |
74.52% / $21.58 |
$0.92 / $2.58 / $1.66 / 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 |
22.50 |
27.97% |
$2.58 / 15 |
$2.63 / 23 |
13 / 260 |
95.369164% |
-0.276958 |
-0.027807 |
0.022618 |
0.042836 |
-0.025230 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
20.00 |
21.63% |
$1.63 / 8 |
$1.66 / 5 |
45 / 285 |
95.483792% |
-0.211041 |
-0.024174 |
0.019524 |
0.036977 |
-0.018593 |
|
662 |
Legs |
12/15(81) |
PUT |
25.00 / 20.00 |
$209 / $291 / 0.72 |
64.25% / $44.73 / 15.37% / 80.45% |
70.85% / $22.91 |
$2.09 / $3.75 / $1.66 / 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 |
25.00 |
35.75% |
$3.75 / 295 |
$3.85 / 197 |
35 / 1,515 |
95.302300% |
-0.343389 |
-0.030295 |
0.024844 |
0.047052 |
-0.032355 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
20.00 |
21.63% |
$1.63 / 8 |
$1.66 / 5 |
45 / 285 |
95.483792% |
-0.211041 |
-0.024174 |
0.019524 |
0.036977 |
-0.018593 |
|
248 |
Legs |
11/17(53) |
PUT |
25.00 / 22.50 |
$106 / $144 / 0.74 |
63.91% / $19.33 / 13.42% / 116.71% |
68.15% / $23.94 |
$1.06 / $3.15 / $2.09 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
25.00 |
36.09% |
$3.15 / 573 |
$3.25 / 401 |
69 / 1,381 |
99.628443% |
-0.354779 |
-0.037928 |
0.030703 |
0.038993 |
-0.020693 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
26.66% |
$2.05 / 206 |
$2.09 / 35 |
23 / 463 |
99.808745% |
-0.273306 |
-0.034143 |
0.027440 |
0.034849 |
-0.015425 |
|
16 |
Legs |
11/17(53) |
PUT |
22.50 / 20.00 |
$82 / $168 / 0.49 |
73.34% / $20.04 / 11.93% / 99.77% |
75.99% / $21.68 |
$0.82 / $2.05 / $1.23 / 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 |
22.50 |
26.66% |
$2.05 / 206 |
$2.09 / 35 |
23 / 463 |
99.808745% |
-0.273306 |
-0.034143 |
0.027440 |
0.034849 |
-0.015425 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
19.24% |
$1.20 / 164 |
$1.23 / 5 |
211 / 2,472 |
100.288502% |
-0.194783 |
-0.028449 |
0.022727 |
0.028864 |
-0.010650 |
|
643 |
Legs |
12/15(81) |
PUT |
25.00 / 17.50 |
$279 / $471 / 0.59 |
64.25% / $55.67 / 11.82% / 58.59% |
72.83% / $22.21 |
$2.79 / $3.75 / $0.96 / 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 |
25.00 |
35.75% |
$3.75 / 295 |
$3.85 / 197 |
35 / 1,515 |
95.302300% |
-0.343389 |
-0.030295 |
0.024844 |
0.047052 |
-0.032355 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.50 |
16.57% |
$0.93 / 11 |
$0.96 / 23 |
6 / 475 |
96.267683% |
-0.148722 |
-0.019509 |
0.015660 |
0.029658 |
-0.012677 |
|
|
992 |
|
12/15(81) |
CALL |
4355.00 / 4375.00 |
$1,200 / $800 / 1.50 |
47.12% / $142.44 / 17.81% / 96.69% |
48.63% / $4,367.00 |
$12.00 / $134.80 / $122.80 / 7 |
99 / 95.01% / 44 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4355.00 |
52.88% |
$134.80 / 7 |
$135.20 / 7 |
6 / 3 |
13.683921% |
0.549684 |
-1.321719 |
0.000879 |
8.293875 |
5.102128 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4375.00 |
50.36% |
$122.40 / 7 |
$122.80 / 7 |
3 / 55 |
13.449672% |
0.532150 |
-1.318224 |
0.000883 |
8.331623 |
4.947866 |
|
988 |
Legs |
12/15(81) |
CALL |
4360.00 / 4375.00 |
$890 / $610 / 1.46 |
47.75% / $106.26 / 17.42% / 94.05% |
48.87% / $4,368.90 |
$8.90 / $131.70 / $122.80 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4360.00 |
52.25% |
$131.70 / 7 |
$132.10 / 7 |
2 / 22 |
13.631235% |
0.545300 |
-1.321042 |
0.000880 |
8.304834 |
5.063640 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4375.00 |
50.36% |
$122.40 / 7 |
$122.80 / 7 |
3 / 55 |
13.449672% |
0.532150 |
-1.318224 |
0.000883 |
8.331623 |
4.947866 |
|
994 |
Legs |
12/15(81) |
CALL |
4355.00 / 4380.00 |
$1,490 / $1,010 / 1.48 |
47.12% / $168.05 / 16.64% / 88.78% |
49.00% / $4,369.90 |
$14.90 / $134.80 / $119.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4355.00 |
52.88% |
$134.80 / 7 |
$135.20 / 7 |
6 / 3 |
13.683921% |
0.549684 |
-1.321719 |
0.000879 |
8.293875 |
5.102128 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
49.74% |
$119.50 / 7 |
$119.90 / 7 |
37 / 68 |
13.405311% |
0.527768 |
-1.317024 |
0.000884 |
8.338525 |
4.909188 |
|
993 |
Legs |
12/15(81) |
CALL |
4360.00 / 4380.00 |
$1,180 / $820 / 1.44 |
47.75% / $135.02 / 16.47% / 87.62% |
49.23% / $4,371.80 |
$11.80 / $131.70 / $119.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4360.00 |
52.25% |
$131.70 / 7 |
$132.10 / 7 |
2 / 22 |
13.631235% |
0.545300 |
-1.321042 |
0.000880 |
8.304834 |
5.063640 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
49.74% |
$119.50 / 7 |
$119.90 / 7 |
37 / 68 |
13.405311% |
0.527768 |
-1.317024 |
0.000884 |
8.338525 |
4.909188 |
|
996 |
Legs |
12/15(81) |
CALL |
4350.00 / 4375.00 |
$1,500 / $1,000 / 1.50 |
46.49% / $162.33 / 16.23% / 86.08% |
48.38% / $4,365.00 |
$15.00 / $137.80 / $122.80 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4375.00 |
50.36% |
$122.40 / 7 |
$122.80 / 7 |
3 / 55 |
13.449672% |
0.532150 |
-1.318224 |
0.000883 |
8.331623 |
4.947866 |
|
968 |
Legs |
11/17(53) |
CALL |
4350.00 / 4370.00 |
$1,170 / $830 / 1.41 |
47.55% / $120.98 / 14.58% / 130.60% |
49.35% / $4,361.70 |
$11.70 / $106.90 / $95.20 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4350.00 |
52.45% |
$106.90 / 12 |
$107.30 / 7 |
32 / 235 |
13.589606% |
0.541416 |
-1.556819 |
0.001076 |
6.808041 |
3.423861 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
4370.00 |
49.37% |
$94.80 / 7 |
$95.20 / 7 |
33 / 385 |
13.326557% |
0.519931 |
-1.551758 |
0.001081 |
6.836415 |
3.293591 |
|
|
511 |
|
12/15(81) |
PUT |
59.00 / 53.00 |
$260 / $340 / 0.77 |
65.86% / $59.57 / 17.52% / 94.74% |
68.71% / $56.40 |
$2.60 / $10.60 / $8.00 / 21 |
64 / 42.87% / 13 |
5 |
Legs |
Vertical |
Bullish |
$63.55 (-2.29%) / 727K |
|
|
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
59.00 |
34.14% |
$10.60 / 21 |
$11.00 / 248 |
0 / 1 |
115.121177% |
-0.320892 |
-0.086036 |
0.008352 |
0.109977 |
-0.079186 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
53.00 |
27.86% |
$7.50 / 115 |
$8.00 / 466 |
0 / 6 |
114.793367% |
-0.266164 |
-0.079377 |
0.007658 |
0.100837 |
-0.063447 |
|
588 |
Legs |
11/17(53) |
PUT |
63.00 / 57.00 |
$290 / $310 / 0.94 |
59.42% / $50.46 / 16.28% / 152.45% |
63.78% / $60.10 |
$2.90 / $9.70 / $6.80 / 175 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
63.00 |
40.58% |
$9.70 / 175 |
$10.00 / 139 |
0 / 27 |
105.804056% |
-0.379287 |
-0.112521 |
0.010840 |
0.095722 |
-0.058263 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
57.00 |
31.93% |
$6.60 / 178 |
$6.80 / 192 |
0 / 41 |
105.043006% |
-0.312479 |
-0.105302 |
0.010085 |
0.089050 |
-0.046399 |
|
577 |
Legs |
12/15(81) |
PUT |
60.00 / 54.00 |
$260 / $340 / 0.77 |
64.70% / $52.76 / 15.52% / 81.40% |
67.64% / $57.40 |
$2.60 / $11.10 / $8.50 / 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) |
PUT |
60.00 |
35.30% |
$11.10 / 35 |
$11.60 / 168 |
0 / 2 |
115.156327% |
-0.329879 |
-0.086918 |
0.008447 |
0.111227 |
-0.081872 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
54.00 |
28.83% |
$8.00 / 95 |
$8.50 / 455 |
0 / 17 |
115.084729% |
-0.275354 |
-0.080654 |
0.007789 |
0.102561 |
-0.066019 |
|
239 |
Legs |
11/17(53) |
PUT |
60.00 / 55.00 |
$220 / $280 / 0.79 |
63.93% / $43.35 / 15.48% / 142.01% |
67.00% / $57.80 |
$2.20 / $8.10 / $5.90 / 185 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
60.00 |
36.07% |
$8.10 / 185 |
$8.30 / 190 |
2 / 136 |
105.399613% |
-0.346117 |
-0.109411 |
0.010508 |
0.092790 |
-0.052271 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
29.38% |
$5.70 / 215 |
$5.90 / 216 |
0 / 61 |
104.982602% |
-0.289925 |
-0.101990 |
0.009750 |
0.086094 |
-0.042568 |
|
261 |
Legs |
12/15(81) |
PUT |
55.00 / 49.00 |
$230 / $370 / 0.62 |
70.17% / $56.64 / 15.31% / 80.04% |
72.43% / $52.70 |
$2.30 / $8.50 / $6.20 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
55.00 |
29.83% |
$8.50 / 56 |
$9.00 / 442 |
0 / 2 |
115.240109% |
-0.284525 |
-0.081863 |
0.007914 |
0.104203 |
-0.068613 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
49.00 |
24.25% |
$5.80 / 81 |
$6.20 / 221 |
0 / 1 |
114.735407% |
-0.229353 |
-0.073585 |
0.007072 |
0.093126 |
-0.053413 |
|
560 |
Legs |
11/17(53) |
PUT |
63.00 / 58.00 |
$240 / $260 / 0.92 |
59.42% / $39.63 / 15.24% / 138.94% |
63.05% / $60.60 |
$2.40 / $9.70 / $7.30 / 175 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
63.00 |
40.58% |
$9.70 / 175 |
$10.00 / 139 |
0 / 27 |
105.804056% |
-0.379287 |
-0.112521 |
0.010840 |
0.095722 |
-0.058263 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
58.00 |
33.27% |
$7.10 / 140 |
$7.30 / 219 |
0 / 32 |
105.346349% |
-0.323728 |
-0.106786 |
0.010236 |
0.090389 |
-0.048341 |
|
|
845 |
|
12/15(81) |
CALL |
305.00 / 315.00 |
$440 / $560 / 0.79 |
65.60% / $97.00 / 17.32% / 93.39% |
66.25% / $309.40 |
$4.40 / $22.90 / $18.50 / 96 |
62 / 33.85% / 9 |
5 |
Legs |
Vertical |
Bearish |
$299.32 (+1.21%) / 25.37M |
|
Earnings: 10/25 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
305.00 |
34.40% |
$22.90 / 96 |
$23.05 / 16 |
58 / 2,315 |
39.239328% |
0.716677 |
-0.699480 |
0.000979 |
0.492894 |
0.199001 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
315.00 |
32.94% |
$18.35 / 70 |
$18.50 / 125 |
42 / 2,167 |
38.745943% |
0.707075 |
-0.710382 |
0.000994 |
0.500707 |
0.198669 |
|
836 |
Legs |
12/15(81) |
CALL |
305.00 / 310.00 |
$220 / $280 / 0.79 |
65.60% / $48.23 / 17.22% / 92.71% |
65.93% / $307.20 |
$2.20 / $22.90 / $20.70 / 82 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
305.00 |
34.40% |
$22.90 / 96 |
$23.05 / 16 |
58 / 2,315 |
39.239328% |
0.716677 |
-0.699480 |
0.000979 |
0.492894 |
0.199001 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
33.66% |
$20.55 / 63 |
$20.70 / 82 |
117 / 4,194 |
39.006525% |
0.711856 |
-0.705023 |
0.000987 |
0.496866 |
0.198848 |
|
840 |
Legs |
12/15(81) |
CALL |
305.00 / 320.00 |
$645 / $855 / 0.75 |
65.60% / $131.76 / 15.41% / 80.70% |
66.55% / $311.45 |
$6.45 / $22.90 / $16.45 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
305.00 |
34.40% |
$22.90 / 96 |
$23.05 / 16 |
58 / 2,315 |
39.239328% |
0.716677 |
-0.699480 |
0.000979 |
0.492894 |
0.199001 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
32.23% |
$16.30 / 195 |
$16.45 / 41 |
27 / 2,990 |
38.462461% |
0.702333 |
-0.715561 |
0.001002 |
0.504421 |
0.198465 |
|
562 |
Legs |
11/17(53) |
CALL |
305.00 / 310.00 |
$220 / $280 / 0.79 |
63.07% / $35.68 / 12.74% / 108.86% |
63.49% / $307.20 |
$2.20 / $19.50 / $17.30 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
305.00 |
36.93% |
$19.50 / 32 |
$19.60 / 2 |
296 / 2,702 |
41.893645% |
0.679180 |
-0.901495 |
0.001264 |
0.426817 |
0.150368 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
35.99% |
$17.15 / 122 |
$17.30 / 71 |
320 / 6,244 |
41.607743% |
0.672955 |
-0.908520 |
0.001274 |
0.430206 |
0.149876 |
|
783 |
Legs |
12/15(81) |
CALL |
310.00 / 320.00 |
$410 / $590 / 0.70 |
66.34% / $74.83 / 12.68% / 63.71% |
66.93% / $314.10 |
$4.10 / $20.55 / $16.45 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
310.00 |
33.66% |
$20.55 / 63 |
$20.70 / 82 |
117 / 4,194 |
39.006525% |
0.711856 |
-0.705023 |
0.000987 |
0.496866 |
0.198848 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
32.23% |
$16.30 / 195 |
$16.45 / 41 |
27 / 2,990 |
38.462461% |
0.702333 |
-0.715561 |
0.001002 |
0.504421 |
0.198465 |
|
829 |
Legs |
12/15(81) |
CALL |
305.00 / 325.00 |
$830 / $1,170 / 0.71 |
65.60% / $148.04 / 12.65% / 63.53% |
66.82% / $313.30 |
$8.30 / $22.90 / $14.60 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
305.00 |
34.40% |
$22.90 / 96 |
$23.05 / 16 |
58 / 2,315 |
39.239328% |
0.716677 |
-0.699480 |
0.000979 |
0.492894 |
0.199001 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
325.00 |
31.54% |
$14.50 / 50 |
$14.60 / 29 |
12 / 86 |
38.291779% |
0.697631 |
-0.720565 |
0.001009 |
0.508011 |
0.198237 |
|
|
193 |
|
11/17(53) |
PUT |
45.00 / 30.00 |
$620 / $880 / 0.71 |
65.86% / $147.28 / 16.74% / 158.62% |
72.00% / $38.80 |
$6.20 / $11.00 / $4.80 / 10 |
99 / 94.97% / 79 |
5 |
Legs |
Vertical |
Bullish |
$45.92 (-5.24%) / 881K |
|
Earnings: 11/03 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
45.00 |
34.14% |
$11.00 / 11 |
$12.10 / 10 |
254 / 3,808 |
178.014453% |
-0.294651 |
-0.136124 |
0.007457 |
0.063654 |
-0.047007 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
21.23% |
$3.90 / 10 |
$4.80 / 10 |
0 / 174 |
185.732431% |
-0.171204 |
-0.101193 |
0.005497 |
0.046922 |
-0.024011 |
|
220 |
Legs |
11/17(53) |
PUT |
45.00 / 25.00 |
$790 / $1,210 / 0.65 |
65.86% / $189.31 / 15.65% / 144.13% |
73.47% / $37.10 |
$7.90 / $11.00 / $3.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
45.00 |
34.14% |
$11.00 / 11 |
$12.10 / 10 |
254 / 3,808 |
178.014453% |
-0.294651 |
-0.136124 |
0.007457 |
0.063654 |
-0.047007 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
18.19% |
$2.15 / 10 |
$3.10 / 10 |
2 / 396 |
187.047205% |
-0.128485 |
-0.083743 |
0.004538 |
0.038732 |
-0.017169 |
|
222 |
Legs |
11/17(53) |
PUT |
45.00 / 22.50 |
$860 / $1,390 / 0.62 |
65.86% / $203.58 / 14.65% / 131.46% |
74.05% / $36.40 |
$8.60 / $11.00 / $2.40 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
45.00 |
34.14% |
$11.00 / 11 |
$12.10 / 10 |
254 / 3,808 |
178.014453% |
-0.294651 |
-0.136124 |
0.007457 |
0.063654 |
-0.047007 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
16.86% |
$0.75 / 10 |
$2.40 / 10 |
0 / 28 |
175.153550% |
-0.107486 |
-0.073897 |
0.003999 |
0.034137 |
-0.014000 |
|
34 |
Legs |
11/17(53) |
PUT |
40.00 / 25.00 |
$520 / $980 / 0.53 |
70.91% / $127.50 / 13.01% / 111.91% |
75.33% / $34.80 |
$5.20 / $8.30 / $3.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
40.00 |
29.09% |
$8.30 / 20 |
$9.40 / 10 |
2 / 452 |
180.958933% |
-0.255005 |
-0.127132 |
0.006944 |
0.059273 |
-0.039058 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
18.19% |
$2.15 / 10 |
$3.10 / 10 |
2 / 396 |
187.047205% |
-0.128485 |
-0.083743 |
0.004538 |
0.038732 |
-0.017169 |
|
36 |
Legs |
11/17(53) |
PUT |
40.00 / 22.50 |
$590 / $1,160 / 0.51 |
70.91% / $144.24 / 12.43% / 105.36% |
75.86% / $34.10 |
$5.90 / $8.30 / $2.40 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
40.00 |
29.09% |
$8.30 / 20 |
$9.40 / 10 |
2 / 452 |
180.958933% |
-0.255005 |
-0.127132 |
0.006944 |
0.059273 |
-0.039058 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
16.86% |
$0.75 / 10 |
$2.40 / 10 |
0 / 28 |
175.153550% |
-0.107486 |
-0.073897 |
0.003999 |
0.034137 |
-0.014000 |
|
15 |
Legs |
10/20(25) |
PUT |
40.00 / 30.00 |
$330 / $670 / 0.49 |
70.07% / $61.18 / 9.13% / 185.37% |
74.16% / $36.70 |
$3.30 / $5.80 / $2.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
40.00 |
29.93% |
$5.80 / 10 |
$6.50 / 10 |
0 / 130 |
191.243880% |
-0.281697 |
-0.189251 |
0.010236 |
0.044450 |
-0.017450 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
19.07% |
$2.10 / 10 |
$2.50 / 1 |
20 / 187 |
192.886398% |
-0.162260 |
-0.138184 |
0.007445 |
0.032330 |
-0.009265 |
|
|
212 |
|
12/15(81) |
PUT |
22.50 / 20.00 |
$96 / $154 / 0.62 |
70.73% / $24.08 / 15.64% / 82.18% |
72.10% / $21.54 |
$0.96 / $2.51 / $1.55 / 23 |
90 / 81.68% / 72 |
5 |
Legs |
Vertical |
Bullish |
$24.49 (-4.52%) / 7.58M |
|
Earnings: 12/06 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
22.50 |
29.27% |
$2.51 / 59 |
$2.57 / 21 |
58 / 3,690 |
81.748139% |
-0.240844 |
-0.054107 |
0.010179 |
0.037171 |
-0.036458 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
20.00 |
25.85% |
$1.50 / 49 |
$1.55 / 23 |
39 / 1,519 |
81.817070% |
-0.212208 |
-0.050538 |
0.009477 |
0.034605 |
-0.030852 |
|
196 |
Legs |
12/15(81) |
PUT |
22.50 / 17.50 |
$165 / $335 / 0.49 |
70.73% / $26.00 / 7.76% / 36.15% |
73.04% / $20.85 |
$1.65 / $2.51 / $0.86 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
22.50 |
29.27% |
$2.51 / 59 |
$2.57 / 21 |
58 / 3,690 |
81.748139% |
-0.240844 |
-0.054107 |
0.010179 |
0.037171 |
-0.036458 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.50 |
22.91% |
$0.80 / 66 |
$0.86 / 50 |
17 / 2,353 |
83.149999% |
-0.182280 |
-0.046242 |
0.008644 |
0.031563 |
-0.025384 |
|
76 |
Legs |
10/27(32) |
PUT |
24.00 / 23.00 |
$40 / $60 / 0.67 |
63.33% / $3.64 / 6.06% / 76.87% |
64.37% / $23.60 |
$0.40 / $1.65 / $1.25 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
24.00 |
36.67% |
$1.65 / 26 |
$1.68 / 14 |
8 / 852 |
68.335004% |
-0.328017 |
-0.098006 |
0.018143 |
0.028058 |
-0.015094 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
23.00 |
34.11% |
$1.22 / 21 |
$1.25 / 21 |
38 / 101 |
68.479747% |
-0.309154 |
-0.095681 |
0.017696 |
0.027367 |
-0.014014 |
|
152 |
Legs |
10/20(25) |
PUT |
24.00 / 23.00 |
$39 / $61 / 0.64 |
62.43% / $1.80 / 2.95% / 41.73% |
63.57% / $23.61 |
$0.39 / $1.41 / $1.02 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
24.00 |
37.57% |
$1.41 / 76 |
$1.43 / 12 |
45 / 144 |
66.562707% |
-0.341704 |
-0.111261 |
0.020541 |
0.025590 |
-0.011848 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
23.00 |
34.71% |
$1.01 / 30 |
$1.02 / 12 |
69 / 45 |
67.021755% |
-0.320355 |
-0.108528 |
0.020019 |
0.024940 |
-0.010943 |
|
74 |
Legs |
10/27(32) |
PUT |
24.00 / 22.00 |
$75 / $125 / 0.60 |
63.33% / $3.26 / 2.61% / 28.36% |
65.26% / $23.25 |
$0.75 / $1.65 / $0.90 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
24.00 |
36.67% |
$1.65 / 26 |
$1.68 / 14 |
8 / 852 |
68.335004% |
-0.328017 |
-0.098006 |
0.018143 |
0.028058 |
-0.015094 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
22.00 |
31.72% |
$0.87 / 31 |
$0.90 / 12 |
65 / 157 |
68.759327% |
-0.289976 |
-0.093028 |
0.017189 |
0.026584 |
-0.012948 |
|
195 |
Legs |
12/15(81) |
PUT |
22.50 / 15.00 |
$209 / $541 / 0.39 |
70.73% / $10.26 / 1.90% / 8.07% |
73.62% / $20.41 |
$2.09 / $2.51 / $0.42 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
22.50 |
29.27% |
$2.51 / 59 |
$2.57 / 21 |
58 / 3,690 |
81.748139% |
-0.240844 |
-0.054107 |
0.010179 |
0.037171 |
-0.036458 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
20.36% |
$0.37 / 72 |
$0.42 / 49 |
10 / 1,856 |
85.295088% |
-0.151201 |
-0.041112 |
0.007661 |
0.027973 |
-0.020102 |
|
|
655 |
|
12/15(81) |
PUT |
15.00 / 12.50 |
$107 / $143 / 0.75 |
64.16% / $22.08 / 15.44% / 80.88% |
69.42% / $13.93 |
$1.07 / $1.89 / $0.82 / 6 |
46 / 37.74% / 44 |
5 |
Legs |
Vertical |
Bullish |
$16.20 (+3.18%) / 207K |
|
|
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
15.00 |
35.84% |
$1.89 / 6 |
$2.57 / 5 |
1 / 154 |
93.000738% |
-0.339458 |
-0.019786 |
0.037819 |
0.028026 |
-0.019974 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
12.50 |
24.55% |
$0.72 / 1 |
$0.82 / 6 |
6 / 357 |
77.106006% |
-0.238051 |
-0.016918 |
0.031964 |
0.023687 |
-0.013230 |
|
636 |
Legs |
12/15(81) |
PUT |
15.00 / 10.00 |
$180 / $320 / 0.56 |
64.16% / $32.25 / 10.08% / 48.65% |
72.64% / $13.20 |
$1.80 / $1.89 / $0.09 / 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 |
35.84% |
$1.89 / 6 |
$2.57 / 5 |
1 / 154 |
93.000738% |
-0.339458 |
-0.019786 |
0.037819 |
0.028026 |
-0.019974 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
16.49% |
$0.07 / 694 |
$0.09 / 1 |
8 / 1,553 |
60.536035% |
-0.140495 |
-0.012312 |
0.023043 |
0.017076 |
-0.007374 |
|
253 |
Legs |
12/15(81) |
PUT |
12.50 / 10.00 |
$63 / $187 / 0.34 |
75.45% / $8.60 / 4.60% / 20.41% |
77.76% / $11.87 |
$0.63 / $0.72 / $0.09 / 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 |
12.50 |
24.55% |
$0.72 / 1 |
$0.82 / 6 |
6 / 357 |
77.106006% |
-0.238051 |
-0.016918 |
0.031964 |
0.023687 |
-0.013230 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
16.49% |
$0.07 / 694 |
$0.09 / 1 |
8 / 1,553 |
60.536035% |
-0.140495 |
-0.012312 |
0.023043 |
0.017076 |
-0.007374 |
|
113 |
Legs |
10/20(25) |
PUT |
15.00 / 14.00 |
$36 / $64 / 0.56 |
63.75% / $1.46 / 2.28% / 31.02% |
66.91% / $14.64 |
$0.36 / $0.91 / $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 |
15.00 |
36.25% |
$0.91 / 1 |
$1.10 / 2 |
0 / 220 |
82.267606% |
-0.365128 |
-0.035715 |
0.066469 |
0.016806 |
-0.005993 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
14.00 |
27.91% |
$0.37 / 6 |
$0.55 / 1 |
0 / 2 |
70.685458% |
-0.295198 |
-0.032910 |
0.061027 |
0.015430 |
-0.004743 |
|
129 |
Legs |
10/20(25) |
PUT |
15.00 / 12.50 |
$77 / $173 / 0.45 |
63.75% / $2.71 / 1.57% / 20.51% |
70.30% / $14.23 |
$0.77 / $0.91 / $0.14 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
36.25% |
$0.91 / 1 |
$1.10 / 2 |
0 / 220 |
82.267606% |
-0.365128 |
-0.035715 |
0.066469 |
0.016806 |
-0.005993 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
12.50 |
18.06% |
$0.11 / 2 |
$0.14 / 2 |
12 / 850 |
67.078904% |
-0.195979 |
-0.026486 |
0.048898 |
0.012363 |
-0.003055 |
|
961 |
Legs |
12/15(81) |
CALL |
17.50 / 40.00 |
$96 / $2,154 / 0.05 |
66.22% / $23.54 / 1.09% / 4.59% |
70.65% / $18.46 |
$0.96 / $1.45 / $0.49 / 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 |
17.50 |
33.78% |
$1.45 / 138 |
$1.80 / 3 |
172 / 468 |
71.357031% |
0.564127 |
-0.023134 |
0.040669 |
0.030138 |
0.013173 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
0.93% |
$0.17 / 43 |
$0.49 / 4 |
0 / 7 |
118.780970% |
0.116501 |
-0.011334 |
0.020232 |
0.014993 |
0.003289 |
|
|
231 |
|
11/17(53) |
PUT |
9.00 / 8.00 |
$42 / $58 / 0.72 |
64.59% / $8.79 / 15.16% / 137.92% |
70.08% / $8.58 |
$0.42 / $1.12 / $0.70 / 154 |
23 / 4.28% / 92 |
5 |
Legs |
Vertical |
Bullish |
$9.60 (-2.64%) / 2.59M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
35.41% |
$1.12 / 154 |
$1.15 / 124 |
53 / 7,584 |
98.662952% |
-0.356584 |
-0.011353 |
0.102345 |
0.014087 |
-0.007053 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
23.34% |
$0.67 / 67 |
$0.70 / 266 |
108 / 2,304 |
98.294582% |
-0.249310 |
-0.009761 |
0.087093 |
0.011988 |
-0.004761 |
|
215 |
Legs |
11/17(53) |
PUT |
9.00 / 7.00 |
$74 / $126 / 0.59 |
64.59% / $17.16 / 13.62% / 119.00% |
73.86% / $8.26 |
$0.74 / $1.12 / $0.38 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
35.41% |
$1.12 / 154 |
$1.15 / 124 |
53 / 7,584 |
98.662952% |
-0.356584 |
-0.011353 |
0.102345 |
0.014087 |
-0.007053 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
14.67% |
$0.35 / 156 |
$0.38 / 3 |
11 / 1,501 |
98.690714% |
-0.152200 |
-0.007299 |
0.064619 |
0.008894 |
-0.002813 |
|
126 |
Legs |
11/17(53) |
PUT |
9.00 / 6.00 |
$93 / $207 / 0.45 |
64.59% / $25.72 / 12.43% / 105.26% |
75.93% / $8.07 |
$0.93 / $1.12 / $0.19 / 154 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
35.41% |
$1.12 / 154 |
$1.15 / 124 |
53 / 7,584 |
98.662952% |
-0.356584 |
-0.011353 |
0.102345 |
0.014087 |
-0.007053 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
8.88% |
$0.16 / 10 |
$0.19 / 235 |
171 / 553 |
101.650620% |
-0.076139 |
-0.004467 |
0.039302 |
0.005410 |
-0.001365 |
|
17 |
Legs |
11/17(53) |
PUT |
8.00 / 7.00 |
$29 / $71 / 0.41 |
76.66% / $8.47 / 11.93% / 99.75% |
79.51% / $7.71 |
$0.29 / $0.67 / $0.38 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
23.34% |
$0.67 / 67 |
$0.70 / 266 |
108 / 2,304 |
98.294582% |
-0.249310 |
-0.009761 |
0.087093 |
0.011988 |
-0.004761 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
14.67% |
$0.35 / 156 |
$0.38 / 3 |
11 / 1,501 |
98.690714% |
-0.152200 |
-0.007299 |
0.064619 |
0.008894 |
-0.002813 |
|
95 |
Legs |
11/17(53) |
PUT |
9.00 / 5.00 |
$97 / $303 / 0.32 |
64.59% / $31.30 / 10.33% / 82.87% |
76.35% / $8.03 |
$0.97 / $1.12 / $0.15 / 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 |
9.00 |
35.41% |
$1.12 / 154 |
$1.15 / 124 |
53 / 7,584 |
98.662952% |
-0.356584 |
-0.011353 |
0.102345 |
0.014087 |
-0.007053 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
5.22% |
$0.05 / 363 |
$0.15 / 5 |
15 / 441 |
114.385494% |
-0.028071 |
-0.002019 |
0.017672 |
0.002432 |
-0.000490 |
|
916 |
Legs |
09/29(4) |
PUT |
9.50 / 7.00 |
$29 / $221 / 0.13 |
54.89% / $13.05 / 5.91% / > 1000% |
66.60% / $9.21 |
$0.29 / $0.30 / $0.01 / 63 |
|
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 |
9.50 |
45.11% |
$0.30 / 326 |
$0.33 / 143 |
436 / 537 |
61.727578% |
-0.451261 |
-0.033177 |
0.290097 |
0.005604 |
-0.001057 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
7.00 |
0.62% |
0 / 0 |
$0.01 / 63 |
0 / 20 |
104.203271% |
-0.011868 |
-0.002624 |
0.022664 |
0.000438 |
-0.000026 |
|
|
973 |
|
12/15(81) |
CALL |
71.00 / 72.00 |
$54 / $46 / 1.17 |
52.61% / $6.74 / 14.66% / 75.90% |
57.69% / $71.54 |
$0.54 / $1.76 / $1.22 / 18 |
79 / 12.79% / 55 |
5 |
Legs |
Vertical |
Bearish |
$70.14 (-0.54%) / 12.24M |
|
|
|
Neutral / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
47.39% |
$1.76 / 62 |
$1.82 / 331 |
7 / 56 |
13.354264% |
0.503030 |
-0.015445 |
0.066818 |
0.134926 |
0.077308 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
72.00 |
38.10% |
$1.19 / 82 |
$1.22 / 18 |
9 / 114 |
12.232478% |
0.437345 |
-0.015097 |
0.066069 |
0.133413 |
0.067534 |
|
890 |
Legs |
11/17(53) |
CALL |
71.00 / 72.00 |
$51 / $49 / 1.04 |
53.99% / $5.65 / 11.54% / 95.49% |
59.82% / $71.51 |
$0.51 / $1.30 / $0.79 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
71.00 |
46.01% |
$1.30 / 42 |
$1.32 / 26 |
0 / 26 |
12.562821% |
0.490054 |
-0.018548 |
0.081752 |
0.110702 |
0.051150 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
72.00 |
34.81% |
$0.77 / 177 |
$0.79 / 15 |
79 / 249 |
11.441372% |
0.410132 |
-0.017888 |
0.079762 |
0.108008 |
0.043006 |
|
733 |
Legs |
12/15(81) |
CALL |
72.00 / 73.00 |
$43 / $57 / 0.75 |
61.90% / $6.03 / 10.58% / 51.49% |
65.68% / $72.43 |
$0.43 / $1.19 / $0.76 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
72.00 |
38.10% |
$1.19 / 82 |
$1.22 / 18 |
9 / 114 |
12.232478% |
0.437345 |
-0.015097 |
0.066069 |
0.133413 |
0.067534 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
73.00 |
29.57% |
$0.74 / 58 |
$0.76 / 10 |
115 / 236 |
11.317129% |
0.374149 |
-0.014394 |
0.063594 |
0.128415 |
0.058021 |
|
971 |
Legs |
12/15(81) |
CALL |
71.00 / 73.00 |
$100 / $100 / 1.00 |
52.61% / $9.35 / 9.35% / 44.61% |
61.90% / $72.00 |
$1.00 / $1.76 / $0.76 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
71.00 |
47.39% |
$1.76 / 62 |
$1.82 / 331 |
7 / 56 |
13.354264% |
0.503030 |
-0.015445 |
0.066818 |
0.134926 |
0.077308 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
73.00 |
29.57% |
$0.74 / 58 |
$0.76 / 10 |
115 / 236 |
11.317129% |
0.374149 |
-0.014394 |
0.063594 |
0.128415 |
0.058021 |
|
633 |
Legs |
11/17(53) |
CALL |
71.00 / 77.00 |
$127 / $473 / 0.27 |
53.99% / $31.93 / 6.75% / 49.34% |
68.01% / $72.27 |
$1.27 / $1.30 / $0.03 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
71.00 |
46.01% |
$1.30 / 42 |
$1.32 / 26 |
0 / 26 |
12.562821% |
0.490054 |
-0.018548 |
0.081752 |
0.110702 |
0.051150 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
77.00 |
3.73% |
$0.02 / 88 |
$0.03 / 484 |
0 / 24 |
10.505113% |
0.115125 |
-0.008669 |
0.039930 |
0.054070 |
0.012264 |
|
899 |
Legs |
12/15(81) |
CALL |
71.00 / 77.00 |
$169 / $431 / 0.39 |
52.61% / $24.14 / 5.60% / 25.23% |
67.89% / $72.69 |
$1.69 / $1.76 / $0.07 / 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 |
71.00 |
47.39% |
$1.76 / 62 |
$1.82 / 331 |
7 / 56 |
13.354264% |
0.503030 |
-0.015445 |
0.066818 |
0.134926 |
0.077308 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
77.00 |
7.46% |
$0.06 / 66 |
$0.07 / 55 |
201 / 737 |
9.962469% |
0.170305 |
-0.009398 |
0.042603 |
0.086027 |
0.026755 |
|
|
676 |
|
12/15(81) |
PUT |
9.00 / 8.00 |
$44 / $56 / 0.79 |
63.24% / $8.20 / 14.65% / 75.82% |
66.94% / $8.56 |
$0.44 / $1.34 / $0.90 / 38 |
23 / 17.51% / 86 |
5 |
Legs |
Vertical |
Bullish |
$9.23 (-3.65%) / 10.15M |
|
Earnings: 11/06 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
9.00 |
36.76% |
$1.34 / 38 |
$1.37 / 450 |
202 / 759 |
91.388012% |
-0.345023 |
-0.012104 |
0.062584 |
0.016705 |
-0.012238 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
8.00 |
28.78% |
$0.87 / 170 |
$0.90 / 524 |
15 / 757 |
92.040572% |
-0.278685 |
-0.011121 |
0.057047 |
0.015227 |
-0.009510 |
|
689 |
Legs |
12/15(81) |
PUT |
9.00 / 7.00 |
$80 / $120 / 0.67 |
63.24% / $12.90 / 10.75% / 52.43% |
69.75% / $8.20 |
$0.80 / $1.34 / $0.54 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
9.00 |
36.76% |
$1.34 / 38 |
$1.37 / 450 |
202 / 759 |
91.388012% |
-0.345023 |
-0.012104 |
0.062584 |
0.016705 |
-0.012238 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.00 |
22.31% |
$0.51 / 461 |
$0.54 / 434 |
6 / 641 |
93.069686% |
-0.211901 |
-0.009661 |
0.049212 |
0.013136 |
-0.006956 |
|
228 |
Legs |
12/15(81) |
PUT |
8.00 / 7.00 |
$33 / $67 / 0.49 |
71.22% / $5.73 / 8.55% / 40.30% |
73.51% / $7.67 |
$0.33 / $0.87 / $0.54 / 170 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
8.00 |
28.78% |
$0.87 / 170 |
$0.90 / 524 |
15 / 757 |
92.040572% |
-0.278685 |
-0.011121 |
0.057047 |
0.015227 |
-0.009510 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.00 |
22.31% |
$0.51 / 461 |
$0.54 / 434 |
6 / 641 |
93.069686% |
-0.211901 |
-0.009661 |
0.049212 |
0.013136 |
-0.006956 |
|
672 |
Legs |
12/15(81) |
PUT |
9.00 / 6.00 |
$106 / $194 / 0.55 |
63.24% / $15.00 / 7.73% / 35.99% |
71.65% / $7.94 |
$1.06 / $1.34 / $0.28 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
9.00 |
36.76% |
$1.34 / 38 |
$1.37 / 450 |
202 / 759 |
91.388012% |
-0.345023 |
-0.012104 |
0.062584 |
0.016705 |
-0.012238 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
17.18% |
$0.26 / 441 |
$0.28 / 31 |
1 / 968 |
94.100583% |
-0.147818 |
-0.007746 |
0.039218 |
0.010468 |
-0.004667 |
|
296 |
Legs |
11/17(53) |
PUT |
9.00 / 8.00 |
$40 / $60 / 0.67 |
62.35% / $4.04 / 6.74% / 49.25% |
66.50% / $8.60 |
$0.40 / $1.06 / $0.66 / 280 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
37.65% |
$1.06 / 280 |
$1.09 / 346 |
487 / 771 |
90.250933% |
-0.361616 |
-0.015218 |
0.077720 |
0.013911 |
-0.007859 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
27.91% |
$0.63 / 640 |
$0.66 / 329 |
35 / 758 |
91.575026% |
-0.279721 |
-0.013761 |
0.069790 |
0.012492 |
-0.005854 |
|
262 |
Legs |
12/15(81) |
PUT |
8.00 / 6.00 |
$59 / $141 / 0.42 |
71.22% / $9.12 / 6.47% / 29.54% |
75.21% / $7.41 |
$0.59 / $0.87 / $0.28 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
8.00 |
28.78% |
$0.87 / 170 |
$0.90 / 524 |
15 / 757 |
92.040572% |
-0.278685 |
-0.011121 |
0.057047 |
0.015227 |
-0.009510 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
17.18% |
$0.26 / 441 |
$0.28 / 31 |
1 / 968 |
94.100583% |
-0.147818 |
-0.007746 |
0.039218 |
0.010468 |
-0.004667 |
|
|
986 |
|
12/15(81) |
CALL |
361.00 / 363.00 |
$114 / $86 / 1.33 |
49.28% / $12.56 / 14.60% / 75.53% |
50.53% / $362.14 |
$1.14 / $15.61 / $14.47 / 13 |
97 / 93.40% / 95 |
5 |
Legs |
Vertical |
Bearish |
$358.23 (+0.10%) / 51.59M |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
363.00 |
48.52% |
$14.43 / 255 |
$14.47 / 13 |
227 / 2,792 |
20.210770% |
0.530669 |
-0.138496 |
0.007710 |
0.690043 |
0.396780 |
|
989 |
Legs |
12/15(81) |
CALL |
361.00 / 364.00 |
$171 / $129 / 1.33 |
49.28% / $18.84 / 14.60% / 75.53% |
51.16% / $362.71 |
$1.71 / $15.61 / $13.90 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
364.00 |
47.43% |
$13.86 / 168 |
$13.90 / 55 |
34 / 6,595 |
20.080402% |
0.523026 |
-0.138416 |
0.007721 |
0.690962 |
0.391456 |
|
979 |
Legs |
12/15(81) |
CALL |
362.00 / 364.00 |
$112 / $88 / 1.27 |
50.38% / $12.76 / 14.50% / 74.89% |
51.61% / $363.12 |
$1.12 / $15.02 / $13.90 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
362.00 |
49.62% |
$15.02 / 144 |
$15.06 / 35 |
66 / 470 |
20.354548% |
0.538320 |
-0.138531 |
0.007697 |
0.688867 |
0.402093 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
364.00 |
47.43% |
$13.86 / 168 |
$13.90 / 55 |
34 / 6,595 |
20.080402% |
0.523026 |
-0.138416 |
0.007721 |
0.690962 |
0.391456 |
|
980 |
Legs |
12/15(81) |
CALL |
362.00 / 365.00 |
$168 / $132 / 1.27 |
50.38% / $19.14 / 14.50% / 74.89% |
52.22% / $363.68 |
$1.68 / $15.02 / $13.34 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
362.00 |
49.62% |
$15.02 / 144 |
$15.06 / 35 |
66 / 470 |
20.354548% |
0.538320 |
-0.138531 |
0.007697 |
0.688867 |
0.402093 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
365.00 |
46.34% |
$13.30 / 200 |
$13.34 / 50 |
350 / 8,272 |
19.948803% |
0.515396 |
-0.138290 |
0.007728 |
0.691624 |
0.386126 |
|
991 |
Legs |
12/15(81) |
CALL |
361.00 / 365.00 |
$227 / $173 / 1.31 |
49.28% / $24.11 / 13.94% / 71.38% |
51.77% / $363.27 |
$2.27 / $15.61 / $13.34 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
365.00 |
46.34% |
$13.30 / 200 |
$13.34 / 50 |
350 / 8,272 |
19.948803% |
0.515396 |
-0.138290 |
0.007728 |
0.691624 |
0.386126 |
|
939 |
Legs |
11/17(53) |
CALL |
362.00 / 364.00 |
$109 / $91 / 1.20 |
51.19% / $11.37 / 12.50% / 106.05% |
52.65% / $363.09 |
$1.09 / $11.58 / $10.49 / 59 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
362.00 |
48.81% |
$11.58 / 170 |
$11.61 / 22 |
290 / 1,368 |
19.891111% |
0.525446 |
-0.165585 |
0.009429 |
0.565889 |
0.268991 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
364.00 |
46.14% |
$10.45 / 233 |
$10.49 / 59 |
307 / 744 |
19.584584% |
0.506719 |
-0.165258 |
0.009448 |
0.566995 |
0.259919 |
|
|
6 |
|
10/20(25) |
CALL |
11.50 / 12.50 |
$30 / $70 / 0.43 |
74.00% / $10.07 / 14.39% / 402.07% |
79.51% / $11.80 |
$0.30 / $0.51 / $0.21 / 2 |
20 / 13.97% / 79 |
5 |
Legs |
Vertical |
Bearish |
$11.39 (+2.52%) / 2.44M |
|
Earnings: 11/15 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
11.50 |
26.00% |
$0.51 / 139 |
$0.56 / 206 |
27 / 65 |
91.874718% |
0.357188 |
-0.003828 |
0.151585 |
0.011402 |
0.002827 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
12.50 |
10.95% |
$0.18 / 142 |
$0.21 / 2 |
70 / 3,323 |
76.016464% |
0.224574 |
-0.005105 |
0.123924 |
0.009322 |
0.001815 |
|
2 |
Legs |
10/27(32) |
CALL |
11.50 / 13.00 |
$38 / $112 / 0.34 |
76.05% / $15.38 / 13.73% / 248.12% |
81.93% / $11.88 |
$0.38 / $0.55 / $0.17 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
11.50 |
23.95% |
$0.55 / 9 |
$0.63 / 10 |
0 / 50 |
96.478045% |
0.341524 |
-0.002483 |
0.132481 |
0.012371 |
0.003311 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
13.00 |
6.95% |
$0.13 / 110 |
$0.17 / 5 |
14 / 98 |
76.038081% |
0.178451 |
-0.003886 |
0.096677 |
0.009027 |
0.001781 |
|
13 |
Legs |
10/20(25) |
CALL |
11.50 / 13.50 |
$43 / $157 / 0.27 |
74.00% / $20.09 / 12.80% / 324.30% |
81.63% / $11.93 |
$0.43 / $0.51 / $0.08 / 100 |
|
Underlying |
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 |
11.50 |
26.00% |
$0.51 / 139 |
$0.56 / 206 |
27 / 65 |
91.874718% |
0.357188 |
-0.003828 |
0.151585 |
0.011402 |
0.002827 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
13.50 |
3.84% |
$0.06 / 163 |
$0.08 / 100 |
0 / 19 |
70.246135% |
0.130821 |
-0.004536 |
0.088774 |
0.006678 |
0.001074 |
|
5 |
Legs |
10/20(25) |
CALL |
11.50 / 12.00 |
$16 / $34 / 0.47 |
74.00% / $4.22 / 12.41% / 307.13% |
77.05% / $11.66 |
$0.16 / $0.51 / $0.35 / 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 |
11.50 |
26.00% |
$0.51 / 139 |
$0.56 / 206 |
27 / 65 |
91.874718% |
0.357188 |
-0.003828 |
0.151585 |
0.011402 |
0.002827 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
12.00 |
17.30% |
$0.31 / 46 |
$0.35 / 5 |
85 / 207 |
82.531311% |
0.286168 |
-0.004783 |
0.139643 |
0.010504 |
0.002291 |
|
4 |
Legs |
10/20(25) |
CALL |
11.50 / 13.00 |
$37 / $113 / 0.33 |
74.00% / $14.00 / 12.39% / 306.17% |
80.67% / $11.87 |
$0.37 / $0.51 / $0.14 / 139 |
|
Underlying |
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 |
11.50 |
26.00% |
$0.51 / 139 |
$0.56 / 206 |
27 / 65 |
91.874718% |
0.357188 |
-0.003828 |
0.151585 |
0.011402 |
0.002827 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
13.00 |
6.62% |
$0.10 / 249 |
$0.14 / 486 |
50 / 269 |
72.984441% |
0.172907 |
-0.004968 |
0.106418 |
0.008005 |
0.001409 |
|
7 |
Legs |
10/27(32) |
CALL |
11.50 / 13.50 |
$42 / $158 / 0.27 |
76.05% / $19.17 / 12.14% / 203.47% |
82.48% / $11.92 |
$0.42 / $0.55 / $0.13 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
11.50 |
23.95% |
$0.55 / 9 |
$0.63 / 10 |
0 / 50 |
96.478045% |
0.341524 |
-0.002483 |
0.132481 |
0.012371 |
0.003311 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
13.50 |
4.30% |
$0.08 / 89 |
$0.13 / 65 |
0 / 33 |
75.235207% |
0.139753 |
-0.003709 |
0.082770 |
0.007729 |
0.001405 |
|
|
63 |
|
11/17(53) |
PUT |
15.00 / 12.50 |
$100 / $150 / 0.67 |
67.58% / $21.44 / 14.29% / 127.09% |
70.33% / $14.00 |
$1.00 / $2.80 / $1.80 / 36 |
95 / 85.42% / 55 |
5 |
Legs |
Vertical |
Bullish |
$15.96 (-1.85%) / 1.17M |
|
Earnings: 11/02 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
15.00 |
32.42% |
$2.80 / 36 |
$3.00 / 74 |
52 / 68 |
142.099173% |
-0.277179 |
-0.048103 |
0.019939 |
0.021093 |
-0.015777 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.50 |
26.00% |
$1.60 / 183 |
$1.80 / 97 |
0 / 1,258 |
144.171979% |
-0.222381 |
-0.042953 |
0.017734 |
0.018761 |
-0.011903 |
|
24 |
Legs |
10/20 (25) - 11/17 |
PUT |
15.00 / 12.50 |
$85 / $165 / 0.52 |
64.72% / $20.91 / 12.67% / 318.56% |
68.14% / $14.15 |
$0.85 / $2.65 / $1.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
35.28% |
$2.65 / 6 |
$2.85 / 131 |
562 / 17,066 |
188.116230% |
-0.322320 |
-0.072961 |
0.029933 |
0.016111 |
-0.007296 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.50 |
26.00% |
$1.60 / 183 |
$1.80 / 97 |
0 / 1,258 |
144.171979% |
-0.222381 |
-0.042953 |
0.017734 |
0.018761 |
-0.011903 |
|
209 |
Legs |
10/20(25) |
PUT |
15.00 / 10.00 |
$190 / $310 / 0.61 |
64.72% / $35.29 / 11.38% / 264.67% |
71.96% / $13.10 |
$1.90 / $2.65 / $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) |
PUT |
15.00 |
35.28% |
$2.65 / 6 |
$2.85 / 131 |
562 / 17,066 |
188.116230% |
-0.322320 |
-0.072961 |
0.029933 |
0.016111 |
-0.007296 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
19.12% |
$0.70 / 1 |
$0.75 / 1 |
9 / 2,751 |
193.780800% |
-0.158558 |
-0.049473 |
0.020184 |
0.010864 |
-0.003182 |
|
84 |
Legs |
11/17(53) |
PUT |
15.00 / 7.50 |
$245 / $505 / 0.49 |
67.58% / $39.99 / 7.92% / 59.67% |
73.89% / $12.55 |
$2.45 / $2.80 / $0.35 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
15.00 |
32.42% |
$2.80 / 36 |
$3.00 / 74 |
52 / 68 |
142.099173% |
-0.277179 |
-0.048103 |
0.019939 |
0.021093 |
-0.015777 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
16.99% |
$0.20 / 237 |
$0.35 / 51 |
0 / 5 |
147.350955% |
-0.105887 |
-0.026567 |
0.010890 |
0.011520 |
-0.004918 |
|
117 |
Legs |
10/20(25) |
PUT |
15.00 / 12.50 |
$95 / $155 / 0.61 |
64.72% / $11.30 / 7.29% / 132.64% |
68.52% / $14.05 |
$0.95 / $2.65 / $1.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
35.28% |
$2.65 / 6 |
$2.85 / 131 |
562 / 17,066 |
188.116230% |
-0.322320 |
-0.072961 |
0.029933 |
0.016111 |
-0.007296 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
12.50 |
26.05% |
$1.45 / 262 |
$1.70 / 96 |
14 / 818 |
191.455431% |
-0.240819 |
-0.063540 |
0.025991 |
0.013989 |
-0.005139 |
|
161 |
Legs |
10/20(25) |
PUT |
15.00 / 7.50 |
$235 / $515 / 0.46 |
64.72% / $34.63 / 6.72% / 118.37% |
73.46% / $12.65 |
$2.35 / $2.65 / $0.30 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
35.28% |
$2.65 / 6 |
$2.85 / 131 |
562 / 17,066 |
188.116230% |
-0.322320 |
-0.072961 |
0.029933 |
0.016111 |
-0.007296 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.50 |
14.00% |
$0.20 / 40 |
$0.30 / 73 |
72 / 195 |
200.539643% |
-0.083339 |
-0.031431 |
0.012795 |
0.006887 |
-0.001568 |
|
|
49 |
|
11/17(53) |
PUT |
15.00 / 10.00 |
$185 / $315 / 0.59 |
68.94% / $44.86 / 14.24% / 126.49% |
74.13% / $13.15 |
$1.85 / $3.10 / $1.25 / 4 |
99 / 96.28% / 37 |
5 |
Legs |
Vertical |
Bullish |
$16.78 (-0.12%) / 287K |
|
Earnings: 11/02 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
15.00 |
31.06% |
$3.10 / 63 |
$3.40 / 3 |
0 / 3,071 |
170.834178% |
-0.279778 |
-0.042516 |
0.022751 |
0.022513 |
-0.014284 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
18.97% |
$1.00 / 28 |
$1.25 / 4 |
0 / 531 |
177.433797% |
-0.147407 |
-0.029366 |
0.015581 |
0.015418 |
-0.006682 |
|
18 |
Legs |
11/17(53) |
PUT |
12.50 / 10.00 |
$75 / $175 / 0.43 |
75.74% / $17.80 / 10.17% / 81.24% |
77.47% / $11.75 |
$0.75 / $2.00 / $1.25 / 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 |
12.50 |
24.26% |
$2.00 / 5 |
$2.20 / 3 |
0 / 14 |
176.212813% |
-0.214123 |
-0.036995 |
0.019708 |
0.019502 |
-0.010320 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
18.97% |
$1.00 / 28 |
$1.25 / 4 |
0 / 531 |
177.433797% |
-0.147407 |
-0.029366 |
0.015581 |
0.015418 |
-0.006682 |
|
21 |
Legs |
11/17(53) |
PUT |
15.00 / 12.50 |
$90 / $160 / 0.56 |
68.94% / $15.77 / 9.86% / 78.12% |
71.58% / $14.10 |
$0.90 / $3.10 / $2.20 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
15.00 |
31.06% |
$3.10 / 63 |
$3.40 / 3 |
0 / 3,071 |
170.834178% |
-0.279778 |
-0.042516 |
0.022751 |
0.022513 |
-0.014284 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.50 |
24.26% |
$2.00 / 5 |
$2.20 / 3 |
0 / 14 |
176.212813% |
-0.214123 |
-0.036995 |
0.019708 |
0.019502 |
-0.010320 |
|
816 |
Legs |
11/17(53) |
CALL |
17.50 / 40.00 |
$370 / $1,880 / 0.20 |
63.60% / $73.29 / 3.90% / 26.47% |
74.59% / $21.20 |
$3.70 / $4.30 / $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 |
17.50 |
36.40% |
$4.30 / 10 |
$4.40 / 3 |
4 / 344 |
171.970943% |
0.658015 |
-0.048339 |
0.024828 |
0.024568 |
0.008694 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
40.00 |
4.45% |
$0.10 / 7 |
$0.60 / 1 |
0 / 5,073 |
138.006581% |
0.294872 |
-0.045147 |
0.023323 |
0.023079 |
0.004891 |
|
833 |
Legs |
10/20(25) |
CALL |
17.50 / 35.00 |
$240 / $1,510 / 0.16 |
61.21% / $56.95 / 3.77% / 55.93% |
71.94% / $19.90 |
$2.40 / $2.70 / $0.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
17.50 |
38.79% |
$2.70 / 8 |
$2.85 / 5 |
11 / 30 |
157.458901% |
0.604202 |
-0.070858 |
0.036518 |
0.018385 |
0.004985 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
35.00 |
2.99% |
$0.20 / 6 |
$0.30 / 1 |
0 / 10 |
160.094381% |
0.198191 |
-0.050953 |
0.026392 |
0.013287 |
0.001957 |
|
701 |
Legs |
11/17(53) |
CALL |
17.50 / 35.00 |
$355 / $1,395 / 0.25 |
63.60% / $46.90 / 3.36% / 22.51% |
74.22% / $21.05 |
$3.55 / $4.30 / $0.75 / 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 |
17.50 |
36.40% |
$4.30 / 10 |
$4.40 / 3 |
4 / 344 |
171.970943% |
0.658015 |
-0.048339 |
0.024828 |
0.024568 |
0.008694 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
6.92% |
$0.65 / 5 |
$0.75 / 12 |
12 / 190 |
146.244694% |
0.349615 |
-0.048487 |
0.025033 |
0.024771 |
0.005635 |
|
|
856 |
|
12/15(81) |
PUT |
20.00 / 17.00 |
$135 / $165 / 0.82 |
60.17% / $21.60 / 13.09% / 66.18% |
66.71% / $18.65 |
$1.35 / $2.50 / $1.15 / 155 |
32 / 53.21% / 9 |
5 |
Legs |
Vertical |
Bullish |
$20.85 (+3.53%) / 3.27M |
|
|
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
39.83% |
$2.50 / 1,837 |
$2.65 / 74 |
10 / 1 |
74.977658% |
-0.375117 |
-0.022428 |
0.036083 |
0.037353 |
-0.026670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.00 |
26.40% |
$1.05 / 2,043 |
$1.15 / 155 |
0 / 13 |
70.336858% |
-0.262480 |
-0.019482 |
0.031056 |
0.032150 |
-0.017714 |
|
546 |
Legs |
11/17(53) |
PUT |
20.00 / 18.00 |
$90 / $110 / 0.82 |
59.43% / $11.88 / 10.80% / 87.69% |
64.88% / $19.10 |
$0.90 / $2.00 / $1.10 / 241 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
40.57% |
$2.00 / 330 |
$2.10 / 493 |
10 / 4 |
73.941188% |
-0.389880 |
-0.028009 |
0.044640 |
0.030990 |
-0.017266 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
18.00 |
29.13% |
$1.00 / 1,633 |
$1.10 / 241 |
0 / 2 |
69.697169% |
-0.297646 |
-0.025451 |
0.040345 |
0.028008 |
-0.012738 |
|
831 |
Legs |
12/15(81) |
PUT |
20.00 / 16.00 |
$165 / $235 / 0.70 |
60.17% / $20.88 / 8.89% / 42.12% |
68.05% / $18.35 |
$1.65 / $2.50 / $0.85 / 1,701 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
39.83% |
$2.50 / 1,837 |
$2.65 / 74 |
10 / 1 |
74.977658% |
-0.375117 |
-0.022428 |
0.036083 |
0.037353 |
-0.026670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
16.00 |
22.80% |
$0.70 / 2,096 |
$0.85 / 1,701 |
0 / 9 |
69.682919% |
-0.225361 |
-0.017994 |
0.028612 |
0.029620 |
-0.014952 |
|
823 |
Legs |
12/15(81) |
PUT |
20.00 / 15.00 |
$195 / $305 / 0.64 |
60.17% / $24.11 / 7.91% / 36.90% |
69.36% / $18.05 |
$1.95 / $2.50 / $0.55 / 141 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
39.83% |
$2.50 / 1,837 |
$2.65 / 74 |
10 / 1 |
74.977658% |
-0.375117 |
-0.022428 |
0.036083 |
0.037353 |
-0.026670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
19.63% |
$0.45 / 2,094 |
$0.55 / 141 |
1 / 48 |
68.202252% |
-0.189320 |
-0.016274 |
0.025818 |
0.026727 |
-0.012352 |
|
531 |
Legs |
11/17(53) |
PUT |
20.00 / 17.00 |
$125 / $175 / 0.71 |
59.43% / $13.42 / 7.67% / 57.42% |
66.87% / $18.75 |
$1.25 / $2.00 / $0.75 / 330 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
40.57% |
$2.00 / 330 |
$2.10 / 493 |
10 / 4 |
73.941188% |
-0.389880 |
-0.028009 |
0.044640 |
0.030990 |
-0.017266 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
17.00 |
24.35% |
$0.65 / 1,824 |
$0.75 / 426 |
2 / 6 |
68.447843% |
-0.252154 |
-0.023511 |
0.037187 |
0.025815 |
-0.010615 |
|
803 |
Legs |
12/15(81) |
PUT |
20.00 / 14.00 |
$215 / $385 / 0.56 |
60.17% / $23.54 / 6.11% / 27.76% |
70.20% / $17.85 |
$2.15 / $2.50 / $0.35 / 65 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
39.83% |
$2.50 / 1,837 |
$2.65 / 74 |
10 / 1 |
74.977658% |
-0.375117 |
-0.022428 |
0.036083 |
0.037353 |
-0.026670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
14.00 |
16.84% |
$0.25 / 2,247 |
$0.35 / 65 |
1 / 43 |
66.915865% |
-0.154970 |
-0.014354 |
0.022725 |
0.023525 |
-0.009944 |
|
|
206 |
|
11/17(53) |
PUT |
25.00 / 15.00 |
$265 / $735 / 0.36 |
60.55% / $94.77 / 12.89% / 110.57% |
75.81% / $22.35 |
$2.65 / $3.30 / $0.65 / 20 |
23 / 41.11% / 41 |
4 |
Legs |
Vertical |
Bullish |
$25.45 (-3.01%) / 435K |
|
Earnings: 11/08 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
25.00 |
39.45% |
$3.30 / 20 |
$3.60 / 40 |
0 / 148 |
98.419744% |
-0.393694 |
-0.025791 |
0.047384 |
0.039092 |
-0.020094 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
4.27% |
$0.45 / 1 |
$0.65 / 35 |
10 / 1 |
119.310188% |
-0.029534 |
-0.004675 |
0.008273 |
0.006825 |
-0.001349 |
|
59 |
Legs |
11/17(53) |
PUT |
22.50 / 15.00 |
$155 / $595 / 0.26 |
75.08% / $68.34 / 11.49% / 94.95% |
81.94% / $20.95 |
$1.55 / $2.20 / $0.65 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
22.50 |
24.92% |
$2.20 / 14 |
$2.45 / 3 |
0 / 8 |
100.801530% |
-0.273114 |
-0.022604 |
0.040960 |
0.033793 |
-0.013494 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
4.27% |
$0.45 / 1 |
$0.65 / 35 |
10 / 1 |
119.310188% |
-0.029534 |
-0.004675 |
0.008273 |
0.006825 |
-0.001349 |
|
108 |
Legs |
11/17(53) |
CALL |
30.00 / 40.00 |
$160 / $840 / 0.19 |
78.09% / $93.22 / 11.10% / 90.82% |
84.39% / $31.60 |
$1.60 / $2.15 / $0.55 / 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 |
30.00 |
21.91% |
$2.15 / 30 |
$2.50 / 3 |
1 / 77 |
92.750177% |
0.379126 |
-0.028088 |
0.046866 |
0.038665 |
0.012396 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
40.00 |
1.89% |
$0.30 / 65 |
$0.55 / 5 |
0 / 259 |
81.722461% |
0.111427 |
-0.013825 |
0.023376 |
0.019285 |
0.003872 |
|
316 |
Legs |
11/17(53) |
PUT |
25.00 / 17.50 |
$230 / $520 / 0.44 |
60.55% / $57.14 / 10.99% / 89.67% |
74.07% / $22.70 |
$2.30 / $3.30 / $1.00 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
25.00 |
39.45% |
$3.30 / 20 |
$3.60 / 40 |
0 / 148 |
98.419744% |
-0.393694 |
-0.025791 |
0.047384 |
0.039092 |
-0.020094 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
17.50 |
8.10% |
$0.80 / 11 |
$1.00 / 5 |
0 / 1 |
109.927579% |
-0.080842 |
-0.010370 |
0.018457 |
0.015227 |
-0.003778 |
|
197 |
Legs |
11/17(53) |
CALL |
30.00 / 45.00 |
$190 / $1,310 / 0.15 |
78.09% / $135.96 / 10.38% / 83.37% |
85.39% / $31.90 |
$1.90 / $2.15 / $0.25 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
30.00 |
21.91% |
$2.15 / 30 |
$2.50 / 3 |
1 / 77 |
92.750177% |
0.379126 |
-0.028088 |
0.046866 |
0.038665 |
0.012396 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
45.00 |
0.45% |
0 / 0 |
$0.25 / 22 |
0 / 43 |
85.912742% |
0.055688 |
-0.008158 |
0.013837 |
0.011416 |
0.001968 |
|
|
120 |
|
11/17(53) |
PUT |
15.00 / 7.50 |
$270 / $480 / 0.56 |
67.07% / $60.10 / 12.52% / 106.34% |
74.34% / $12.30 |
$2.70 / $3.20 / $0.50 / 1 |
97 / 81.21% / 55 |
5 |
Legs |
Vertical |
Bullish |
$15.94 (+1.92%) / 1.41M |
|
Earnings: 11/09 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
15.00 |
32.93% |
$3.20 / 10 |
$3.90 / 10 |
0 / 369 |
170.216925% |
-0.285051 |
-0.046254 |
0.021291 |
0.021381 |
-0.015524 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
16.67% |
$0.15 / 75 |
$0.50 / 1 |
0 / 385 |
154.175003% |
-0.103738 |
-0.024845 |
0.011303 |
0.011351 |
-0.004623 |
|
26 |
Legs |
10/20(25) |
CALL |
20.00 / 25.00 |
$130 / $370 / 0.35 |
75.75% / $32.05 / 8.66% / 170.98% |
79.53% / $21.30 |
$1.30 / $1.90 / $0.60 / 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 |
20.00 |
24.25% |
$1.90 / 10 |
$2.10 / 1 |
598 / 4,533 |
183.998043% |
0.517414 |
-0.078789 |
0.035040 |
0.017902 |
0.003980 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
25.00 |
12.56% |
$0.45 / 5 |
$0.60 / 5 |
124 / 13 |
142.121076% |
0.393987 |
-0.075965 |
0.033827 |
0.017283 |
0.003223 |
|
106 |
Legs |
11/17(53) |
PUT |
15.00 / 5.00 |
$310 / $690 / 0.45 |
67.07% / $58.85 / 8.53% / 65.29% |
75.27% / $11.90 |
$3.10 / $3.20 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
15.00 |
32.93% |
$3.20 / 10 |
$3.90 / 10 |
0 / 369 |
170.216925% |
-0.285051 |
-0.046254 |
0.021291 |
0.021381 |
-0.015524 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
13.42% |
0 / 0 |
$0.10 / 1 |
0 / 66 |
171.512513% |
-0.047887 |
-0.013781 |
0.006248 |
0.006274 |
-0.001962 |
|
78 |
Legs |
11/17(53) |
PUT |
15.00 / 10.00 |
$170 / $330 / 0.52 |
67.07% / $21.87 / 6.63% / 48.29% |
71.87% / $13.30 |
$1.70 / $3.20 / $1.50 / 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) |
PUT |
15.00 |
32.93% |
$3.20 / 10 |
$3.90 / 10 |
0 / 369 |
170.216925% |
-0.285051 |
-0.046254 |
0.021291 |
0.021381 |
-0.015524 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
20.82% |
$0.75 / 20 |
$1.50 / 10 |
0 / 86 |
167.740725% |
-0.165260 |
-0.034126 |
0.015582 |
0.015648 |
-0.007924 |
|
22 |
Legs |
11/17(53) |
PUT |
12.50 / 7.50 |
$135 / $365 / 0.37 |
73.87% / $20.45 / 5.60% / 39.76% |
76.90% / $11.15 |
$1.35 / $1.85 / $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 |
12.50 |
26.13% |
$1.85 / 10 |
$2.50 / 1 |
0 / 1,253 |
168.486636% |
-0.226601 |
-0.041194 |
0.018883 |
0.018962 |
-0.011609 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
16.67% |
$0.15 / 75 |
$0.50 / 1 |
0 / 385 |
154.175003% |
-0.103738 |
-0.024845 |
0.011303 |
0.011351 |
-0.004623 |
|
10 |
Legs |
10/20(25) |
CALL |
20.00 / 22.50 |
$65 / $185 / 0.35 |
75.75% / $9.81 / 5.30% / 85.87% |
77.72% / $20.65 |
$0.65 / $1.90 / $1.25 / 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 |
20.00 |
24.25% |
$1.90 / 10 |
$2.10 / 1 |
598 / 4,533 |
183.998043% |
0.517414 |
-0.078789 |
0.035040 |
0.017902 |
0.003980 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
22.50 |
17.48% |
$0.90 / 31 |
$1.25 / 10 |
71 / 272 |
159.077600% |
0.451710 |
-0.078229 |
0.034816 |
0.017788 |
0.003595 |
|
|
245 |
|
09/29(4) |
PUT |
88.00 / 82.00 |
$118 / $482 / 0.25 |
75.11% / $60.31 / 12.51% / > 1000% |
82.16% / $86.82 |
$1.18 / $1.51 / $0.33 / 21 |
95 / 81.40% / 64 |
5 |
Legs |
Vertical |
Bullish |
$90.90 (-0.75%) / 9.29M |
|
Earnings: 10/05 |
|
Neutral / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
88.00 |
24.89% |
$1.51 / 21 |
$1.53 / 96 |
712 / 208 |
52.937289% |
-0.309790 |
-0.148527 |
0.051429 |
0.047522 |
-0.006492 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
82.00 |
2.97% |
$0.32 / 7 |
$0.33 / 353 |
210 / 112 |
54.946205% |
-0.075804 |
-0.060533 |
0.020812 |
0.019231 |
-0.001565 |
|
125 |
Legs |
09/29(4) |
PUT |
89.00 / 83.00 |
$144 / $456 / 0.32 |
68.06% / $56.70 / 12.43% / > 1000% |
77.91% / $87.56 |
$1.44 / $1.87 / $0.43 / 30 |
|
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 |
89.00 |
31.94% |
$1.87 / 30 |
$1.89 / 74 |
208 / 156 |
52.720807% |
-0.364499 |
-0.157911 |
0.054783 |
0.050622 |
-0.007664 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
83.00 |
4.56% |
$0.42 / 44 |
$0.43 / 89 |
59 / 72 |
54.199255% |
-0.101516 |
-0.075199 |
0.025876 |
0.023910 |
-0.002100 |
|
180 |
Legs |
09/29(4) |
PUT |
88.00 / 83.00 |
$108 / $392 / 0.28 |
75.11% / $47.52 / 12.12% / > 1000% |
81.62% / $86.92 |
$1.08 / $1.51 / $0.43 / 21 |
|
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 |
88.00 |
24.89% |
$1.51 / 21 |
$1.53 / 96 |
712 / 208 |
52.937289% |
-0.309790 |
-0.148527 |
0.051429 |
0.047522 |
-0.006492 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
83.00 |
4.56% |
$0.42 / 44 |
$0.43 / 89 |
59 / 72 |
54.199255% |
-0.101516 |
-0.075199 |
0.025876 |
0.023910 |
-0.002100 |
|
201 |
Legs |
09/29(4) |
CALL |
94.00 / 100.00 |
$119 / $481 / 0.25 |
73.88% / $57.26 / 11.90% / > 1000% |
81.20% / $95.19 |
$1.19 / $1.57 / $0.38 / 32 |
|
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 |
94.00 |
26.12% |
$1.57 / 39 |
$1.61 / 129 |
661 / 443 |
51.453922% |
0.352045 |
-0.161576 |
0.054124 |
0.050013 |
0.006681 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
100.00 |
3.23% |
$0.37 / 23 |
$0.38 / 32 |
412 / 3,388 |
51.023272% |
0.114843 |
-0.083939 |
0.028279 |
0.026131 |
0.002210 |
|
218 |
Legs |
09/29(4) |
CALL |
93.00 / 99.00 |
$146 / $454 / 0.32 |
66.67% / $52.99 / 11.67% / > 1000% |
76.88% / $94.46 |
$1.46 / $1.94 / $0.48 / 2 |
|
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 |
93.00 |
33.33% |
$1.94 / 10 |
$1.97 / 8 |
387 / 1,337 |
51.717410% |
0.406002 |
-0.169074 |
0.056548 |
0.052252 |
0.007681 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
99.00 |
4.93% |
$0.47 / 50 |
$0.48 / 2 |
149 / 550 |
50.568446% |
0.142817 |
-0.097719 |
0.032900 |
0.030401 |
0.002743 |
|
409 |
Legs |
10/06(11) |
PUT |
87.00 / 75.00 |
$129 / $1,071 / 0.12 |
74.60% / $74.72 / 6.98% / 368.76% |
80.27% / $85.71 |
$1.29 / $1.39 / $0.10 / 198 |
|
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 |
87.00 |
25.40% |
$1.39 / 198 |
$1.45 / 155 |
88 / 154 |
42.533111% |
-0.307292 |
-0.107316 |
0.037420 |
0.064832 |
-0.012298 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
75.00 |
0.99% |
$0.09 / 77 |
$0.10 / 201 |
44 / 23 |
50.779109% |
-0.026050 |
-0.018716 |
0.006443 |
0.011162 |
-0.001014 |
|
|
385 |
|
12/15(81) |
PUT |
8.00 / 7.00 |
$39 / $61 / 0.64 |
67.33% / $7.62 / 12.49% / 62.58% |
70.42% / $7.61 |
$0.39 / $1.12 / $0.73 / 4 |
27 / 18.41% / 95 |
5 |
Legs |
Vertical |
Bullish |
$8.69 (-5.13%) / 17.2M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
8.00 |
32.67% |
$1.12 / 4 |
$1.15 / 1,053 |
178 / 7,755 |
97.455212% |
-0.311382 |
-0.011284 |
0.062085 |
0.015062 |
-0.010336 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.00 |
25.24% |
$0.69 / 2,708 |
$0.73 / 1,731 |
17 / 1,262 |
98.594941% |
-0.242266 |
-0.010051 |
0.054882 |
0.013315 |
-0.007716 |
|
422 |
Legs |
12/15(81) |
PUT |
8.00 / 6.00 |
$71 / $129 / 0.55 |
67.33% / $12.94 / 10.03% / 48.38% |
72.77% / $7.29 |
$0.71 / $1.12 / $0.41 / 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 |
8.00 |
32.67% |
$1.12 / 4 |
$1.15 / 1,053 |
178 / 7,755 |
97.455212% |
-0.311382 |
-0.011284 |
0.062085 |
0.015062 |
-0.010336 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
19.34% |
$0.39 / 115 |
$0.41 / 611 |
12 / 1,177 |
100.589082% |
-0.174095 |
-0.008320 |
0.045127 |
0.010948 |
-0.005318 |
|
50 |
Legs |
11/17(53) |
PUT |
8.00 / 7.00 |
$36 / $64 / 0.56 |
67.28% / $5.25 / 8.20% / 62.25% |
70.77% / $7.64 |
$0.36 / $0.87 / $0.51 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
32.72% |
$0.87 / 55 |
$0.89 / 182 |
104 / 1,867 |
97.306070% |
-0.321170 |
-0.014127 |
0.076819 |
0.012498 |
-0.006517 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
23.75% |
$0.49 / 959 |
$0.51 / 368 |
115 / 1,039 |
98.986873% |
-0.236587 |
-0.012246 |
0.066157 |
0.010763 |
-0.004612 |
|
405 |
Legs |
12/15(81) |
PUT |
8.00 / 5.00 |
$91 / $209 / 0.44 |
67.33% / $13.74 / 6.57% / 30.06% |
74.16% / $7.09 |
$0.91 / $1.12 / $0.21 / 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 |
8.00 |
32.67% |
$1.12 / 4 |
$1.15 / 1,053 |
178 / 7,755 |
97.455212% |
-0.311382 |
-0.011284 |
0.062085 |
0.015062 |
-0.010336 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
14.74% |
$0.19 / 396 |
$0.21 / 566 |
0 / 1,559 |
104.191770% |
-0.111068 |
-0.006167 |
0.033256 |
0.008068 |
-0.003252 |
|
229 |
Legs |
12/15(81) |
PUT |
7.00 / 6.00 |
$28 / $72 / 0.39 |
74.76% / $4.45 / 6.18% / 28.10% |
76.56% / $6.72 |
$0.28 / $0.69 / $0.41 / 611 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
7.00 |
25.24% |
$0.69 / 2,708 |
$0.73 / 1,731 |
17 / 1,262 |
98.594941% |
-0.242266 |
-0.010051 |
0.054882 |
0.013315 |
-0.007716 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
19.34% |
$0.39 / 115 |
$0.41 / 611 |
12 / 1,177 |
100.589082% |
-0.174095 |
-0.008320 |
0.045127 |
0.010948 |
-0.005318 |
|
56 |
Legs |
11/17(53) |
PUT |
8.00 / 6.00 |
$61 / $139 / 0.44 |
67.28% / $6.75 / 4.85% / 33.77% |
73.02% / $7.39 |
$0.61 / $0.87 / $0.26 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
32.72% |
$0.87 / 55 |
$0.89 / 182 |
104 / 1,867 |
97.306070% |
-0.321170 |
-0.014127 |
0.076819 |
0.012498 |
-0.006517 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
16.93% |
$0.25 / 14 |
$0.26 / 27 |
1 / 334 |
102.633940% |
-0.156422 |
-0.009570 |
0.051418 |
0.008365 |
-0.002932 |
|
|
997 |
|
12/15(81) |
CALL |
4365.00 / 4395.00 |
$1,720 / $1,280 / 1.34 |
47.97% / $159.12 / 12.43% / 62.21% |
50.15% / $4,382.20 |
$17.20 / $129.50 / $112.30 / 15 |
99 / 93.26% / 50 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4365.00 |
52.03% |
$129.50 / 15 |
$130.40 / 60 |
1,740 / 2 |
13.531695% |
0.543443 |
-1.310942 |
0.000889 |
8.314607 |
5.054951 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4395.00 |
48.23% |
$111.60 / 60 |
$112.30 / 15 |
2,955 / 2,011 |
13.196366% |
0.516897 |
-1.303633 |
0.000894 |
8.356745 |
4.820188 |
|
1000 |
Legs |
12/15(81) |
CALL |
4350.00 / 4380.00 |
$1,770 / $1,230 / 1.44 |
46.07% / $151.96 / 12.35% / 61.76% |
48.31% / $4,367.70 |
$17.70 / $138.80 / $121.10 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.93% |
$138.80 / 90 |
$139.80 / 90 |
230 / 10,292 |
13.688681% |
0.556719 |
-1.312814 |
0.000886 |
8.279571 |
5.171671 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
50.13% |
$120.30 / 60 |
$121.10 / 15 |
5,009 / 2,157 |
13.351359% |
0.530164 |
-1.307879 |
0.000892 |
8.340328 |
4.937739 |
|
990 |
Legs |
12/15(81) |
CALL |
4370.00 / 4395.00 |
$1,410 / $1,090 / 1.29 |
48.61% / $125.14 / 11.48% / 56.62% |
50.39% / $4,384.10 |
$14.10 / $126.40 / $112.30 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4370.00 |
51.39% |
$126.40 / 15 |
$127.30 / 75 |
1,376 / 1,607 |
13.473518% |
0.539016 |
-1.310053 |
0.000891 |
8.324216 |
5.015927 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4395.00 |
48.23% |
$111.60 / 60 |
$112.30 / 15 |
2,955 / 2,011 |
13.196366% |
0.516897 |
-1.303633 |
0.000894 |
8.356745 |
4.820188 |
|
999 |
Legs |
12/15(81) |
CALL |
4355.00 / 4380.00 |
$1,450 / $1,050 / 1.38 |
46.70% / $117.51 / 11.19% / 54.95% |
48.54% / $4,369.50 |
$14.50 / $135.60 / $121.10 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4355.00 |
53.30% |
$135.60 / 15 |
$136.60 / 15 |
0 / 19 |
13.630163% |
0.552295 |
-1.312323 |
0.000887 |
8.292284 |
5.132828 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
50.13% |
$120.30 / 60 |
$121.10 / 15 |
5,009 / 2,157 |
13.351359% |
0.530164 |
-1.307879 |
0.000892 |
8.340328 |
4.937739 |
|
995 |
Legs |
12/15(81) |
CALL |
4365.00 / 4390.00 |
$1,420 / $1,080 / 1.32 |
47.97% / $119.26 / 11.04% / 54.10% |
49.77% / $4,379.20 |
$14.20 / $129.50 / $115.30 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4365.00 |
52.03% |
$129.50 / 15 |
$130.40 / 60 |
1,740 / 2 |
13.531695% |
0.543443 |
-1.310942 |
0.000889 |
8.314607 |
5.054951 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4390.00 |
48.86% |
$114.50 / 76 |
$115.30 / 15 |
6,815 / 1,726 |
13.255200% |
0.521317 |
-1.305179 |
0.000894 |
8.352305 |
4.859400 |
|
969 |
Legs |
11/17(53) |
CALL |
4355.00 / 4385.00 |
$1,680 / $1,320 / 1.27 |
47.83% / $115.04 / 8.72% / 67.04% |
50.45% / $4,371.80 |
$16.80 / $104.40 / $87.60 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4355.00 |
52.17% |
$104.40 / 15 |
$105.40 / 15 |
4 / 4 |
13.434860% |
0.539160 |
-1.544388 |
0.001087 |
6.816413 |
3.414849 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
4385.00 |
47.51% |
$86.80 / 135 |
$87.60 / 75 |
80 / 95 |
13.053240% |
0.506632 |
-1.534556 |
0.001093 |
6.848490 |
3.216921 |
|
|
393 |
|
12/15(81) |
PUT |
4.00 / 3.00 |
$35 / $65 / 0.54 |
67.93% / $7.95 / 12.23% / 61.04% |
74.54% / $3.65 |
$0.35 / $0.54 / $0.19 / 1 |
39 / 20.69% / 29 |
5 |
Legs |
Vertical |
Bullish |
$4.50 (+0.67%) / 10.51M |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
4.00 |
32.07% |
$0.54 / 1 |
$0.55 / 211 |
61 / 2,579 |
95.436641% |
-0.317790 |
-0.004492 |
0.157581 |
0.007614 |
-0.004746 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
3.00 |
16.13% |
$0.15 / 3,887 |
$0.19 / 266 |
5 / 1,467 |
94.899283% |
-0.149992 |
-0.002992 |
0.103037 |
0.004979 |
-0.002072 |
|
324 |
Legs |
12/15(81) |
PUT |
4.00 / 2.00 |
$49 / $151 / 0.33 |
67.93% / $12.34 / 8.17% / 38.31% |
76.86% / $3.51 |
$0.49 / $0.54 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
4.00 |
32.07% |
$0.54 / 1 |
$0.55 / 211 |
61 / 2,579 |
95.436641% |
-0.317790 |
-0.004492 |
0.157581 |
0.007614 |
-0.004746 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.00 |
7.64% |
0 / 0 |
$0.05 / 354 |
0 / 16 |
114.161011% |
-0.033671 |
-0.000973 |
0.033079 |
0.001598 |
-0.000432 |
|
29 |
Legs |
11/17(53) |
PUT |
4.00 / 3.00 |
$29 / $71 / 0.41 |
68.60% / $5.25 / 7.39% / 54.91% |
75.26% / $3.71 |
$0.29 / $0.42 / $0.13 / 961 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
4.00 |
31.40% |
$0.42 / 1,017 |
$0.44 / 583 |
15 / 900 |
96.845828% |
-0.320072 |
-0.005575 |
0.193012 |
0.006254 |
-0.002981 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
13.04% |
$0.09 / 4,006 |
$0.13 / 961 |
30 / 414 |
98.252364% |
-0.124148 |
-0.003244 |
0.110564 |
0.003582 |
-0.001074 |
|
495 |
Legs |
11/17(53) |
CALL |
5.00 / 9.00 |
$38 / $362 / 0.11 |
70.49% / $22.70 / 6.27% / 45.28% |
78.48% / $5.38 |
$0.38 / $0.47 / $0.09 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
5.00 |
29.51% |
$0.47 / 247 |
$0.48 / 21 |
465 / 299 |
96.038328% |
0.473935 |
-0.006665 |
0.214839 |
0.006961 |
0.002436 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
9.00 |
0.55% |
$0.08 / 171 |
$0.09 / 34 |
1 / 220 |
118.211245% |
0.070909 |
-0.002237 |
0.073184 |
0.002371 |
0.000412 |
|
894 |
Legs |
12/15(81) |
CALL |
5.00 / 10.00 |
$49 / $451 / 0.11 |
68.78% / $26.61 / 5.90% / 26.70% |
77.36% / $5.49 |
$0.49 / $0.61 / $0.12 / 90 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
31.22% |
$0.61 / 90 |
$0.63 / 13 |
100 / 1,656 |
94.902322% |
0.514963 |
-0.005503 |
0.176183 |
0.008513 |
0.003661 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
0.77% |
$0.08 / 696 |
$0.12 / 4,440 |
0 / 2,219 |
110.384972% |
0.093755 |
-0.002270 |
0.073972 |
0.003574 |
0.000776 |
|
436 |
Legs |
11/17(53) |
CALL |
5.00 / 8.00 |
$34 / $266 / 0.13 |
70.49% / $15.38 / 5.78% / 41.21% |
77.73% / $5.34 |
$0.34 / $0.47 / $0.13 / 247 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
5.00 |
29.51% |
$0.47 / 247 |
$0.48 / 21 |
465 / 299 |
96.038328% |
0.473935 |
-0.006665 |
0.214839 |
0.006961 |
0.002436 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
8.00 |
1.61% |
$0.11 / 278 |
$0.13 / 864 |
2 / 138 |
113.532218% |
0.117460 |
-0.003256 |
0.106337 |
0.003446 |
0.000671 |
|
|
504 |
|
12/15(81) |
PUT |
11.00 / 9.00 |
$80 / $120 / 0.67 |
65.79% / $14.54 / 12.11% / 60.33% |
69.52% / $10.20 |
$0.80 / $2.00 / $1.20 / 10 |
23 / 13.03% / 55 |
5 |
Legs |
Vertical |
Bullish |
$11.65 (-0.77%) / 438K |
|
Earnings: 11/08 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
11.00 |
34.21% |
$2.00 / 37 |
$2.15 / 10 |
0 / 2 |
114.337280% |
-0.304187 |
-0.019965 |
0.034754 |
0.019714 |
-0.016134 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
9.00 |
25.61% |
$1.10 / 10 |
$1.20 / 10 |
0 / 1 |
116.883402% |
-0.227831 |
-0.017360 |
0.030024 |
0.017031 |
-0.011318 |
|
539 |
Legs |
12/15(81) |
PUT |
11.00 / 7.50 |
$130 / $220 / 0.59 |
65.79% / $22.30 / 10.14% / 48.98% |
71.65% / $9.70 |
$1.30 / $2.00 / $0.70 / 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 |
11.00 |
34.21% |
$2.00 / 37 |
$2.15 / 10 |
0 / 2 |
114.337280% |
-0.304187 |
-0.019965 |
0.034754 |
0.019714 |
-0.016134 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.50 |
20.60% |
$0.60 / 52 |
$0.70 / 47 |
0 / 303 |
119.831903% |
-0.168935 |
-0.014555 |
0.025066 |
0.014218 |
-0.007967 |
|
254 |
Legs |
12/15(81) |
PUT |
10.00 / 7.50 |
$80 / $170 / 0.47 |
70.39% / $12.05 / 7.09% / 32.68% |
73.64% / $9.20 |
$0.80 / $1.50 / $0.70 / 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) |
PUT |
10.00 |
29.61% |
$1.50 / 81 |
$1.65 / 44 |
0 / 2,188 |
115.361968% |
-0.266533 |
-0.018816 |
0.032644 |
0.018517 |
-0.013688 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.50 |
20.60% |
$0.60 / 52 |
$0.70 / 47 |
0 / 303 |
119.831903% |
-0.168935 |
-0.014555 |
0.025066 |
0.014218 |
-0.007967 |
|
154 |
Legs |
11/17(53) |
PUT |
11.00 / 9.00 |
$75 / $125 / 0.60 |
64.53% / $8.53 / 6.83% / 50.01% |
68.87% / $10.25 |
$0.75 / $1.70 / $0.95 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
11.00 |
35.47% |
$1.70 / 56 |
$1.85 / 120 |
5 / 100 |
121.044378% |
-0.326876 |
-0.025388 |
0.043803 |
0.016662 |
-0.010254 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
24.93% |
$0.80 / 247 |
$0.95 / 31 |
3 / 68 |
121.794130% |
-0.231448 |
-0.021568 |
0.037020 |
0.014082 |
-0.006812 |
|
158 |
Legs |
10/20(25) |
PUT |
11.00 / 9.50 |
$55 / $95 / 0.58 |
63.64% / $4.34 / 4.56% / 70.86% |
68.20% / $10.45 |
$0.55 / $1.20 / $0.65 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
11.00 |
36.36% |
$1.20 / 1 |
$1.25 / 11 |
0 / 259 |
123.677788% |
-0.351553 |
-0.036976 |
0.063220 |
0.012235 |
-0.004774 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
9.50 |
24.95% |
$0.55 / 83 |
$0.65 / 11 |
1 / 17 |
123.061552% |
-0.250202 |
-0.031788 |
0.054193 |
0.010488 |
-0.003247 |
|
492 |
Legs |
10/20(25) |
PUT |
11.50 / 9.50 |
$80 / $120 / 0.67 |
59.14% / $5.30 / 4.42% / 68.00% |
66.18% / $10.70 |
$0.80 / $1.45 / $0.65 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
11.50 |
40.86% |
$1.45 / 1 |
$1.55 / 48 |
7 / 44 |
124.912103% |
-0.384992 |
-0.038050 |
0.065129 |
0.012604 |
-0.005309 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
9.50 |
24.95% |
$0.55 / 83 |
$0.65 / 11 |
1 / 17 |
123.061552% |
-0.250202 |
-0.031788 |
0.054193 |
0.010488 |
-0.003247 |
|
|
460 |
|
11/17(53) |
PUT |
30.00 / 29.00 |
$46 / $54 / 0.85 |
59.94% / $6.32 / 11.69% / 97.21% |
62.31% / $29.54 |
$0.46 / $2.07 / $1.61 / 282 |
88 / 82.46% / 34 |
5 |
Legs |
Vertical |
Bullish |
$31.20 (+0.42%) / 9.21M |
|
|
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
30.00 |
40.06% |
$2.07 / 2,604 |
$2.12 / 275 |
8 / 31 |
53.978705% |
-0.394020 |
-0.033699 |
0.037291 |
0.046850 |
-0.024534 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
29.00 |
35.02% |
$1.56 / 2,981 |
$1.61 / 282 |
0 / 210 |
52.508296% |
-0.355511 |
-0.032712 |
0.036114 |
0.045370 |
-0.021888 |
|
496 |
Legs |
11/17(53) |
PUT |
30.00 / 28.00 |
$90 / $110 / 0.82 |
59.94% / $12.19 / 11.08% / 90.66% |
64.50% / $29.10 |
$0.90 / $2.07 / $1.17 / 151 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
30.00 |
40.06% |
$2.07 / 2,604 |
$2.12 / 275 |
8 / 31 |
53.978705% |
-0.394020 |
-0.033699 |
0.037291 |
0.046850 |
-0.024534 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
28.00 |
30.37% |
$1.12 / 3,217 |
$1.17 / 151 |
0 / 23 |
50.954294% |
-0.317138 |
-0.031366 |
0.034553 |
0.043410 |
-0.019312 |
|
500 |
Legs |
11/03(39) |
PUT |
30.50 / 28.50 |
$92 / $108 / 0.85 |
56.99% / $8.70 / 8.06% / 87.77% |
62.54% / $29.58 |
$0.92 / $2.01 / $1.09 / 261 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
30.50 |
43.01% |
$2.01 / 829 |
$2.06 / 54 |
2 / 2 |
54.423512% |
-0.420077 |
-0.039595 |
0.043649 |
0.041368 |
-0.019168 |
ARCA / ETF |
Long (Buy) |
11/03/2023 (W) |
PUT |
28.50 |
31.45% |
$1.03 / 2,418 |
$1.09 / 261 |
0 / 1 |
51.194351% |
-0.331426 |
-0.036927 |
0.040535 |
0.038417 |
-0.014789 |
|
99 |
Legs |
11/17(53) |
PUT |
29.00 / 28.00 |
$39 / $61 / 0.64 |
64.98% / $4.66 / 7.64% / 57.13% |
66.84% / $28.61 |
$0.39 / $1.56 / $1.17 / 151 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
29.00 |
35.02% |
$1.56 / 2,981 |
$1.61 / 282 |
0 / 210 |
52.508296% |
-0.355511 |
-0.032712 |
0.036114 |
0.045370 |
-0.021888 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
28.00 |
30.37% |
$1.12 / 3,217 |
$1.17 / 151 |
0 / 23 |
50.954294% |
-0.317138 |
-0.031366 |
0.034553 |
0.043410 |
-0.019312 |
|
478 |
Legs |
11/17(53) |
PUT |
30.00 / 27.00 |
$125 / $175 / 0.71 |
59.94% / $12.70 / 7.26% / 53.75% |
66.18% / $28.75 |
$1.25 / $2.07 / $0.82 / 680 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
30.00 |
40.06% |
$2.07 / 2,604 |
$2.12 / 275 |
8 / 31 |
53.978705% |
-0.394020 |
-0.033699 |
0.037291 |
0.046850 |
-0.024534 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
27.00 |
26.14% |
$0.77 / 3,274 |
$0.82 / 680 |
0 / 27 |
49.733834% |
-0.279336 |
-0.029669 |
0.032622 |
0.040983 |
-0.016830 |
|
621 |
Legs |
10/20(25) |
PUT |
30.50 / 29.50 |
$46 / $54 / 0.85 |
56.81% / $3.44 / 6.37% / 109.86% |
60.25% / $30.04 |
$0.46 / $1.59 / $1.13 / 281 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
30.50 |
43.19% |
$1.59 / 1,080 |
$1.63 / 187 |
0 / 6 |
53.406713% |
-0.426980 |
-0.048686 |
0.053382 |
0.034120 |
-0.012611 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
29.50 |
35.88% |
$1.09 / 1,037 |
$1.13 / 281 |
0 / 9 |
51.643088% |
-0.372820 |
-0.047087 |
0.051527 |
0.032935 |
-0.010888 |
|
|
686 |
|
09/29(4) |
PUT |
14.00 / 11.50 |
$54 / $196 / 0.28 |
57.17% / $22.30 / 11.38% / > 1000% |
72.92% / $13.46 |
$0.54 / $0.59 / $0.05 / 1,150 |
99 / 100.00% / 72 |
5 |
Legs |
Vertical |
Bullish |
$14.04 (-2.84%) / 21.3M |
|
Earnings: 09/29 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
14.00 |
42.83% |
$0.59 / 1,150 |
$0.60 / 16 |
134 / 1,467 |
81.017014% |
-0.437181 |
-0.043329 |
0.219595 |
0.008256 |
-0.001494 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
11.50 |
2.02% |
$0.04 / 1,988 |
$0.05 / 1,190 |
19 / 379 |
90.874095% |
-0.043626 |
-0.010285 |
0.051527 |
0.001937 |
-0.000143 |
|
754 |
Legs |
09/29(4) |
PUT |
14.00 / 11.00 |
$56 / $244 / 0.23 |
57.17% / $27.52 / 11.28% / > 1000% |
73.44% / $13.44 |
$0.56 / $0.59 / $0.03 / 758 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
14.00 |
42.83% |
$0.59 / 1,150 |
$0.60 / 16 |
134 / 1,467 |
81.017014% |
-0.437181 |
-0.043329 |
0.219595 |
0.008256 |
-0.001494 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
11.00 |
0.84% |
$0.02 / 1,763 |
$0.03 / 758 |
723 / 378 |
94.849650% |
-0.019662 |
-0.005315 |
0.026599 |
0.001000 |
-0.000064 |
|
635 |
Legs |
09/29(4) |
CALL |
14.50 / 17.00 |
$46 / $204 / 0.23 |
62.22% / $21.89 / 10.73% / > 1000% |
74.97% / $14.96 |
$0.46 / $0.52 / $0.06 / 159 |
|
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 |
14.50 |
37.78% |
$0.52 / 159 |
$0.53 / 825 |
1,315 / 1,686 |
80.572487% |
0.452743 |
-0.045149 |
0.220796 |
0.008302 |
0.001280 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
17.00 |
1.55% |
$0.05 / 1,795 |
$0.06 / 1,369 |
155 / 1,941 |
82.185126% |
0.084770 |
-0.017555 |
0.086555 |
0.003254 |
0.000248 |
|
696 |
Legs |
09/29(4) |
CALL |
14.50 / 17.50 |
$48 / $252 / 0.19 |
62.22% / $26.43 / 10.49% / > 1000% |
75.46% / $14.98 |
$0.48 / $0.52 / $0.04 / 159 |
|
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 |
14.50 |
37.78% |
$0.52 / 159 |
$0.53 / 825 |
1,315 / 1,686 |
80.572487% |
0.452743 |
-0.045149 |
0.220796 |
0.008302 |
0.001280 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
17.50 |
0.63% |
$0.03 / 1,611 |
$0.04 / 1,401 |
64 / 1,614 |
83.757794% |
0.054536 |
-0.012482 |
0.061588 |
0.002316 |
0.000161 |
|
605 |
Legs |
09/29(4) |
PUT |
14.00 / 12.00 |
$51 / $149 / 0.34 |
57.17% / $15.25 / 10.23% / > 1000% |
72.14% / $13.49 |
$0.51 / $0.59 / $0.08 / 421 |
|
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 |
14.00 |
42.83% |
$0.59 / 1,150 |
$0.60 / 16 |
134 / 1,467 |
81.017014% |
-0.437181 |
-0.043329 |
0.219595 |
0.008256 |
-0.001494 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
12.00 |
4.47% |
$0.07 / 1,463 |
$0.08 / 421 |
478 / 255 |
85.926698% |
-0.084675 |
-0.017240 |
0.086482 |
0.003252 |
-0.000279 |
|
369 |
Legs |
10/06(11) |
PUT |
13.50 / 10.50 |
$43 / $257 / 0.17 |
67.47% / $17.03 / 6.63% / 334.93% |
75.55% / $13.07 |
$0.43 / $0.47 / $0.04 / 28 |
|
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 |
13.50 |
32.53% |
$0.47 / 28 |
$0.48 / 246 |
33 / 280 |
68.611806% |
-0.355489 |
-0.029793 |
0.151613 |
0.010688 |
-0.002336 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
10.50 |
2.32% |
$0.03 / 1,161 |
$0.04 / 1,867 |
0 / 43 |
85.227502% |
-0.034490 |
-0.006187 |
0.031076 |
0.002191 |
-0.000215 |
|
|
364 |
|
11/17(53) |
PUT |
37.50 / 25.00 |
$295 / $955 / 0.31 |
57.76% / $106.65 / 11.17% / 91.56% |
73.67% / $34.55 |
$2.95 / $3.30 / $0.35 / 328 |
25 / 9.19% / 71 |
5 |
Legs |
Vertical |
Bullish |
$37.76 (-1.77%) / 2.1M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
37.50 |
42.24% |
$3.30 / 993 |
$3.50 / 527 |
6 / 214 |
63.888540% |
-0.421287 |
-0.029106 |
0.042594 |
0.058645 |
-0.030081 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
3.14% |
$0.20 / 1,062 |
$0.35 / 328 |
0 / 159 |
73.234020% |
-0.030483 |
-0.005395 |
0.007508 |
0.010337 |
-0.001991 |
|
420 |
Legs |
11/17(53) |
CALL |
40.00 / 55.00 |
$260 / $1,240 / 0.21 |
63.83% / $132.38 / 10.68% / 86.42% |
76.60% / $42.60 |
$2.60 / $2.95 / $0.35 / 213 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
40.00 |
36.17% |
$2.95 / 318 |
$3.10 / 537 |
18 / 580 |
62.538165% |
0.472880 |
-0.033937 |
0.043342 |
0.059675 |
0.023460 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
55.00 |
1.27% |
$0.30 / 217 |
$0.35 / 213 |
272 / 279 |
61.327430% |
0.083226 |
-0.012693 |
0.016679 |
0.022964 |
0.004435 |
|
58 |
Legs |
11/17(53) |
PUT |
35.00 / 25.00 |
$190 / $810 / 0.24 |
71.52% / $85.32 / 10.53% / 84.95% |
79.87% / $33.10 |
$1.90 / $2.25 / $0.35 / 328 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
35.00 |
28.48% |
$2.25 / 679 |
$2.35 / 375 |
1 / 647 |
64.836672% |
-0.314321 |
-0.026836 |
0.038647 |
0.053212 |
-0.021955 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
3.14% |
$0.20 / 1,062 |
$0.35 / 328 |
0 / 159 |
73.234020% |
-0.030483 |
-0.005395 |
0.007508 |
0.010337 |
-0.001991 |
|
346 |
Legs |
11/17(53) |
CALL |
40.00 / 52.50 |
$245 / $1,005 / 0.24 |
63.83% / $104.02 / 10.35% / 83.08% |
75.96% / $42.45 |
$2.45 / $2.95 / $0.50 / 318 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
40.00 |
36.17% |
$2.95 / 318 |
$3.10 / 537 |
18 / 580 |
62.538165% |
0.472880 |
-0.033937 |
0.043342 |
0.059675 |
0.023460 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
52.50 |
2.50% |
$0.40 / 532 |
$0.50 / 362 |
200 / 1 |
60.144053% |
0.116729 |
-0.016296 |
0.021362 |
0.029412 |
0.006175 |
|
506 |
Legs |
11/17(53) |
PUT |
37.50 / 22.50 |
$280 / $1,220 / 0.23 |
57.76% / $119.96 / 9.83% / 77.87% |
72.97% / $34.70 |
$2.80 / $3.30 / $0.50 / 768 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
37.50 |
42.24% |
$3.30 / 993 |
$3.50 / 527 |
6 / 214 |
63.888540% |
-0.421287 |
-0.029106 |
0.042594 |
0.058645 |
-0.030081 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
1.60% |
0 / 0 |
$0.50 / 768 |
0 / 131 |
101.666653% |
-0.010471 |
-0.002181 |
0.003021 |
0.004160 |
-0.000676 |
|
400 |
Legs |
10/20(25) |
CALL |
40.00 / 50.00 |
$90 / $910 / 0.10 |
68.06% / $42.74 / 4.70% / 73.45% |
74.36% / $40.90 |
$0.90 / $1.00 / $0.10 / 141 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
40.00 |
31.94% |
$1.00 / 172 |
$1.05 / 31 |
49 / 1,130 |
41.340064% |
0.421146 |
-0.045938 |
0.059711 |
0.041828 |
0.011244 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
50.00 |
1.00% |
0 / 0 |
$0.10 / 141 |
1 / 1,171 |
54.119754% |
0.067924 |
-0.015115 |
0.020028 |
0.014030 |
0.001902 |
|
|
160 |
|
10/27(32) |
CALL |
150.00 / 165.00 |
$278 / $1,222 / 0.23 |
63.05% / $135.86 / 11.12% / 177.81% |
75.38% / $152.78 |
$2.78 / $3.05 / $0.27 / 78 |
67 / 31.75% / 86 |
5 |
Legs |
Vertical |
Bearish |
$146.85 (-0.36%) / 2.56M |
|
Earnings: 10/18 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
150.00 |
36.95% |
$3.05 / 78 |
$3.20 / 264 |
53 / 345 |
22.504250% |
0.427896 |
-0.059734 |
0.035536 |
0.181262 |
0.059011 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
165.00 |
1.51% |
$0.22 / 120 |
$0.27 / 235 |
0 / 47 |
21.966697% |
0.072479 |
-0.021077 |
0.012519 |
0.063856 |
0.010210 |
|
264 |
Legs |
10/27(32) |
CALL |
149.00 / 162.50 |
$309 / $1,041 / 0.30 |
58.11% / $112.10 / 10.77% / 169.46% |
72.55% / $152.09 |
$3.09 / $3.50 / $0.41 / 67 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
149.00 |
41.89% |
$3.50 / 67 |
$3.65 / 7 |
12 / 32 |
22.694293% |
0.463211 |
-0.060426 |
0.035960 |
0.183425 |
0.063741 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
162.50 |
3.06% |
$0.34 / 117 |
$0.41 / 322 |
1 / 62 |
21.589413% |
0.105096 |
-0.027803 |
0.016515 |
0.084239 |
0.014769 |
|
107 |
Legs |
10/27(32) |
CALL |
150.00 / 162.50 |
$264 / $986 / 0.27 |
63.05% / $103.98 / 10.55% / 164.24% |
74.82% / $152.64 |
$2.64 / $3.05 / $0.41 / 78 |
|
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 |
150.00 |
36.95% |
$3.05 / 78 |
$3.20 / 264 |
53 / 345 |
22.504250% |
0.427896 |
-0.059734 |
0.035536 |
0.181262 |
0.059011 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
162.50 |
3.06% |
$0.34 / 117 |
$0.41 / 322 |
1 / 62 |
21.589413% |
0.105096 |
-0.027803 |
0.016515 |
0.084239 |
0.014769 |
|
52 |
Legs |
10/27(32) |
CALL |
152.50 / 165.00 |
$183 / $1,067 / 0.17 |
74.25% / $102.90 / 9.64% / 144.08% |
81.07% / $154.33 |
$1.83 / $2.10 / $0.27 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
152.50 |
25.75% |
$2.10 / 32 |
$2.17 / 44 |
32 / 474 |
21.871431% |
0.343568 |
-0.056075 |
0.033339 |
0.170055 |
0.047616 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
165.00 |
1.51% |
$0.22 / 120 |
$0.27 / 235 |
0 / 47 |
21.966697% |
0.072479 |
-0.021077 |
0.012519 |
0.063856 |
0.010210 |
|
465 |
Legs |
11/17(53) |
CALL |
150.00 / 170.00 |
$336 / $1,664 / 0.20 |
60.81% / $152.99 / 9.19% / 71.61% |
72.97% / $153.36 |
$3.36 / $3.55 / $0.19 / 62 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
150.00 |
39.19% |
$3.55 / 62 |
$3.65 / 32 |
62 / 6,324 |
19.870181% |
0.448367 |
-0.047616 |
0.028403 |
0.229393 |
0.096413 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
170.00 |
1.46% |
$0.15 / 129 |
$0.19 / 183 |
6 / 119 |
19.611434% |
0.072186 |
-0.016682 |
0.009912 |
0.080055 |
0.015967 |
|
33 |
Legs |
10/27(32) |
CALL |
152.50 / 162.50 |
$169 / $831 / 0.20 |
74.25% / $76.02 / 9.15% / 133.61% |
80.60% / $154.19 |
$1.69 / $2.10 / $0.41 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
152.50 |
25.75% |
$2.10 / 32 |
$2.17 / 44 |
32 / 474 |
21.871431% |
0.343568 |
-0.056075 |
0.033339 |
0.170055 |
0.047616 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
162.50 |
3.06% |
$0.34 / 117 |
$0.41 / 322 |
1 / 62 |
21.589413% |
0.105096 |
-0.027803 |
0.016515 |
0.084239 |
0.014769 |
|
|
397 |
|
11/17(53) |
PUT |
70.00 / 55.00 |
$270 / $1,230 / 0.22 |
60.02% / $134.91 / 10.97% / 89.46% |
74.39% / $67.30 |
$2.70 / $3.00 / $0.30 / 133 |
22 / 20.44% / 0 |
5 |
Legs |
Vertical |
Bullish |
$70.81 (-0.10%) / 339K |
|
Earnings: 10/23 / Ex-Div: 09/25 ($1.19) |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
70.00 |
39.98% |
$3.00 / 195 |
$3.20 / 195 |
104 / 101 |
34.140217% |
-0.415080 |
-0.029019 |
0.041827 |
0.109218 |
-0.050775 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
1.02% |
$0.20 / 127 |
$0.30 / 133 |
0 / 2 |
41.890608% |
-0.019976 |
-0.003823 |
0.005198 |
0.013572 |
-0.002327 |
|
761 |
Legs |
12/15(81) |
PUT |
70.00 / 55.00 |
$295 / $1,205 / 0.25 |
59.75% / $109.49 / 9.09% / 43.19% |
72.74% / $67.05 |
$2.95 / $3.40 / $0.45 / 112 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
70.00 |
40.25% |
$3.40 / 191 |
$3.60 / 195 |
0 / 929 |
31.682857% |
-0.413794 |
-0.023142 |
0.034195 |
0.133148 |
-0.077187 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
55.00 |
2.65% |
$0.35 / 101 |
$0.45 / 112 |
0 / 432 |
38.493304% |
-0.042404 |
-0.005766 |
0.007948 |
0.030946 |
-0.007499 |
|
148 |
Legs |
11/17(53) |
PUT |
67.50 / 55.00 |
$165 / $1,085 / 0.15 |
73.44% / $98.24 / 9.05% / 70.27% |
80.65% / $65.85 |
$1.65 / $1.95 / $0.30 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
67.50 |
26.56% |
$1.95 / 8 |
$2.10 / 231 |
0 / 5 |
33.653699% |
-0.311461 |
-0.026789 |
0.037947 |
0.099085 |
-0.037678 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
1.02% |
$0.20 / 127 |
$0.30 / 133 |
0 / 2 |
41.890608% |
-0.019976 |
-0.003823 |
0.005198 |
0.013572 |
-0.002327 |
|
510 |
Legs |
12/15(81) |
PUT |
67.50 / 52.50 |
$205 / $1,295 / 0.16 |
70.93% / $107.33 / 8.29% / 38.92% |
78.62% / $65.45 |
$2.05 / $2.40 / $0.35 / 140 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
67.50 |
29.07% |
$2.40 / 195 |
$2.60 / 319 |
0 / 980 |
32.057838% |
-0.328303 |
-0.021898 |
0.031741 |
0.123595 |
-0.060546 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
52.50 |
1.43% |
$0.20 / 110 |
$0.35 / 140 |
0 / 143 |
40.338019% |
-0.021998 |
-0.003368 |
0.004617 |
0.017978 |
-0.003867 |
|
476 |
Legs |
12/15(81) |
PUT |
67.50 / 55.00 |
$195 / $1,055 / 0.19 |
70.93% / $82.76 / 7.84% / 36.59% |
78.28% / $65.55 |
$1.95 / $2.40 / $0.45 / 112 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
67.50 |
29.07% |
$2.40 / 195 |
$2.60 / 319 |
0 / 980 |
32.057838% |
-0.328303 |
-0.021898 |
0.031741 |
0.123595 |
-0.060546 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
55.00 |
2.65% |
$0.35 / 101 |
$0.45 / 112 |
0 / 432 |
38.493304% |
-0.042404 |
-0.005766 |
0.007948 |
0.030946 |
-0.007499 |
|
720 |
Legs |
12/15(81) |
PUT |
70.00 / 57.50 |
$275 / $975 / 0.28 |
59.75% / $72.05 / 7.39% / 34.22% |
71.95% / $67.25 |
$2.75 / $3.40 / $0.65 / 191 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
70.00 |
40.25% |
$3.40 / 191 |
$3.60 / 195 |
0 / 929 |
31.682857% |
-0.413794 |
-0.023142 |
0.034195 |
0.133148 |
-0.077187 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
57.50 |
4.70% |
$0.50 / 82 |
$0.65 / 221 |
0 / 338 |
36.676789% |
-0.074127 |
-0.008896 |
0.012339 |
0.048046 |
-0.013197 |
|
|
395 |
|
09/29(4) |
PUT |
72.00 / 66.00 |
$105 / $495 / 0.21 |
81.20% / $53.92 / 10.89% / > 1000% |
85.40% / $70.95 |
$1.05 / $1.65 / $0.60 / 83 |
99 / 100.00% / 30 |
5 |
Legs |
Vertical |
Bullish |
$76.90 (-2.53%) / 1.9M |
|
Earnings: 10/05 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
72.00 |
18.80% |
$1.65 / 83 |
$1.80 / 52 |
24 / 32 |
84.764912% |
-0.251262 |
-0.168020 |
0.037192 |
0.036331 |
-0.004540 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
66.00 |
3.45% |
$0.50 / 236 |
$0.60 / 222 |
42 / 477 |
88.960788% |
-0.073143 |
-0.073617 |
0.016210 |
0.015835 |
-0.001299 |
|
100 |
Legs |
09/29(4) |
PUT |
74.00 / 68.00 |
$145 / $455 / 0.32 |
71.20% / $49.08 / 10.79% / > 1000% |
78.71% / $72.55 |
$1.45 / $2.30 / $0.85 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
74.00 |
28.80% |
$2.30 / 43 |
$2.45 / 2 |
11 / 139 |
83.321241% |
-0.335710 |
-0.191751 |
0.042560 |
0.041575 |
-0.006111 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
68.00 |
6.49% |
$0.75 / 162 |
$0.85 / 1 |
25 / 19 |
86.384483% |
-0.118129 |
-0.104728 |
0.023092 |
0.022558 |
-0.002108 |
|
518 |
Legs |
09/29(4) |
PUT |
71.00 / 65.00 |
$90 / $510 / 0.18 |
85.21% / $53.65 / 10.52% / > 1000% |
88.26% / $70.10 |
$0.90 / $1.40 / $0.50 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
71.00 |
14.79% |
$1.40 / 34 |
$1.55 / 66 |
18 / 206 |
86.065255% |
-0.212939 |
-0.153393 |
0.033916 |
0.033131 |
-0.003835 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
65.00 |
2.45% |
$0.40 / 215 |
$0.50 / 371 |
11 / 64 |
90.114356% |
-0.055913 |
-0.059779 |
0.013155 |
0.012850 |
-0.000991 |
|
271 |
Legs |
09/29(4) |
PUT |
73.00 / 67.00 |
$120 / $480 / 0.25 |
76.52% / $49.98 / 10.41% / > 1000% |
82.06% / $71.80 |
$1.20 / $1.95 / $0.75 / 72 |
|
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 |
73.00 |
23.48% |
$1.95 / 72 |
$2.10 / 23 |
19 / 665 |
83.890333% |
-0.292355 |
-0.180959 |
0.040107 |
0.039179 |
-0.005302 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
67.00 |
4.77% |
$0.60 / 254 |
$0.75 / 544 |
32 / 1 |
88.092677% |
-0.093822 |
-0.088719 |
0.019548 |
0.019096 |
-0.001670 |
|
199 |
Legs |
09/29(4) |
PUT |
73.00 / 68.00 |
$110 / $390 / 0.28 |
76.52% / $40.47 / 10.38% / > 1000% |
81.63% / $71.90 |
$1.10 / $1.95 / $0.85 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
73.00 |
23.48% |
$1.95 / 72 |
$2.10 / 23 |
19 / 665 |
83.890333% |
-0.292355 |
-0.180959 |
0.040107 |
0.039179 |
-0.005302 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
68.00 |
6.49% |
$0.75 / 162 |
$0.85 / 1 |
25 / 19 |
86.384483% |
-0.118129 |
-0.104728 |
0.023092 |
0.022558 |
-0.002108 |
|
472 |
Legs |
10/06(11) |
PUT |
71.00 / 60.00 |
$125 / $975 / 0.13 |
78.41% / $52.69 / 5.40% / 233.93% |
82.33% / $69.75 |
$1.25 / $1.60 / $0.35 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
71.00 |
21.59% |
$1.60 / 51 |
$1.70 / 5 |
8 / 11 |
66.853020% |
-0.266713 |
-0.125678 |
0.028013 |
0.051309 |
-0.009291 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
60.00 |
2.45% |
$0.05 / 885 |
$0.35 / 690 |
0 / 3 |
74.228176% |
-0.041994 |
-0.034623 |
0.007642 |
0.013996 |
-0.001416 |
|
|
585 |
|
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 |
53 / 31.39% / 48 |
5 |
Legs |
Vertical |
Bearish |
$154.09 (-0.86%) / 3.21M |
|
Earnings: 10/24 |
|
Neutral / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
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 |
|
444 |
Legs |
10/27(32) |
CALL |
155.00 / 175.00 |
$508 / $1,492 / 0.34 |
52.64% / $157.39 / 10.55% / 164.33% |
70.30% / $160.08 |
$5.08 / $5.45 / $0.37 / 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 |
175.00 |
3.41% |
$0.31 / 100 |
$0.37 / 410 |
20 / 317 |
25.310276% |
0.115019 |
-0.041387 |
0.012664 |
0.094133 |
0.016723 |
|
670 |
Legs |
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 |
|
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 |
|
730 |
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 |
|
27 |
Legs |
10/27(32) |
CALL |
160.00 / 175.00 |
$273 / $1,227 / 0.22 |
70.05% / $108.63 / 8.85% / 127.56% |
77.96% / $162.73 |
$2.73 / $3.10 / $0.37 / 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 |
175.00 |
3.41% |
$0.31 / 100 |
$0.37 / 410 |
20 / 317 |
25.310276% |
0.115019 |
-0.041387 |
0.012664 |
0.094133 |
0.016723 |
|
72 |
Legs |
10/27(32) |
CALL |
160.00 / 180.00 |
$281 / $1,719 / 0.16 |
70.05% / $151.21 / 8.80% / 126.40% |
78.17% / $162.81 |
$2.81 / $3.10 / $0.29 / 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 |
180.00 |
1.28% |
$0.07 / 224 |
$0.29 / 434 |
1 / 35 |
26.294234% |
0.068853 |
-0.028263 |
0.008651 |
0.064300 |
0.010056 |
|
|
769 |
|
11/17(53) |
CALL |
45.00 / 57.50 |
$235 / $1,015 / 0.23 |
52.88% / $109.96 / 10.83% / 88.05% |
71.70% / $47.35 |
$2.35 / $2.60 / $0.25 / 16 |
23 / 17.60% / 48 |
5 |
Legs |
Vertical |
Bearish |
$44.37 (+0.75%) / 618K |
|
Earnings: 11/06 |
|
Neutral / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
45.00 |
47.12% |
$2.60 / 16 |
$2.70 / 79 |
0 / 557 |
38.136803% |
0.522382 |
-0.025179 |
0.061611 |
0.070163 |
0.032416 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
57.50 |
0.64% |
$0.15 / 129 |
$0.25 / 213 |
4 / 118 |
39.853015% |
0.051136 |
-0.006222 |
0.016241 |
0.018495 |
0.003354 |
|
691 |
Legs |
11/17(53) |
CALL |
45.00 / 55.00 |
$220 / $780 / 0.28 |
52.88% / $82.09 / 10.52% / 84.86% |
70.64% / $47.20 |
$2.20 / $2.60 / $0.40 / 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 |
45.00 |
47.12% |
$2.60 / 16 |
$2.70 / 79 |
0 / 557 |
38.136803% |
0.522382 |
-0.025179 |
0.061611 |
0.070163 |
0.032416 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
55.00 |
2.02% |
$0.25 / 31 |
$0.40 / 472 |
0 / 74 |
38.612399% |
0.092179 |
-0.009854 |
0.025568 |
0.029117 |
0.006008 |
|
96 |
Legs |
11/17(53) |
PUT |
42.50 / 35.00 |
$120 / $630 / 0.19 |
71.61% / $59.54 / 9.45% / 74.10% |
79.43% / $41.30 |
$1.20 / $1.60 / $0.40 / 52 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
42.50 |
28.39% |
$1.60 / 52 |
$1.70 / 67 |
0 / 34 |
39.385445% |
-0.326273 |
-0.018442 |
0.055760 |
0.063500 |
-0.025049 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
2.06% |
$0.30 / 69 |
$0.40 / 425 |
0 / 5 |
48.916099% |
-0.036815 |
-0.004350 |
0.012458 |
0.014187 |
-0.002719 |
|
163 |
Legs |
11/17(53) |
CALL |
47.50 / 57.50 |
$125 / $875 / 0.14 |
72.75% / $79.20 / 9.05% / 70.24% |
80.55% / $48.75 |
$1.25 / $1.50 / $0.25 / 213 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
47.50 |
27.25% |
$1.50 / 234 |
$1.65 / 55 |
2 / 176 |
36.753713% |
0.375754 |
-0.023414 |
0.058691 |
0.066837 |
0.023727 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
57.50 |
0.64% |
$0.15 / 129 |
$0.25 / 213 |
4 / 118 |
39.853015% |
0.051136 |
-0.006222 |
0.016241 |
0.018495 |
0.003354 |
|
115 |
Legs |
11/17(53) |
CALL |
47.50 / 55.00 |
$110 / $640 / 0.17 |
72.75% / $54.07 / 8.45% / 64.54% |
79.70% / $48.60 |
$1.10 / $1.50 / $0.40 / 234 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
47.50 |
27.25% |
$1.50 / 234 |
$1.65 / 55 |
2 / 176 |
36.753713% |
0.375754 |
-0.023414 |
0.058691 |
0.066837 |
0.023727 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
55.00 |
2.02% |
$0.25 / 31 |
$0.40 / 472 |
0 / 74 |
38.612399% |
0.092179 |
-0.009854 |
0.025568 |
0.029117 |
0.006008 |
|
855 |
Legs |
10/20(25) |
CALL |
45.00 / 55.00 |
$95 / $905 / 0.11 |
54.64% / $48.41 / 5.35% / 86.88% |
65.79% / $45.95 |
$0.95 / $1.00 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
45.00 |
45.36% |
$1.00 / 113 |
$1.15 / 414 |
35 / 436 |
23.710364% |
0.497997 |
-0.034274 |
0.086512 |
0.050124 |
0.016274 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
55.00 |
0.18% |
0 / 0 |
$0.05 / 1 |
0 / 2,115 |
37.417613% |
0.025901 |
-0.004925 |
0.013056 |
0.007564 |
0.000883 |
|
|
475 |
|
11/17(53) |
CALL |
52.50 / 62.50 |
$190 / $810 / 0.24 |
59.59% / $86.94 / 10.73% / 87.01% |
73.73% / $54.40 |
$1.90 / $2.05 / $0.15 / 124 |
50 / 23.52% / 81 |
5 |
Legs |
Vertical |
Bearish |
$51.12 (-3.64%) / 3.41M |
|
Earnings: 11/13 / Ex-Div: 11/30 ($0.48) |
|
Bearish / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
52.50 |
40.41% |
$2.05 / 124 |
$2.15 / 768 |
207 / 42 |
30.866872% |
0.468043 |
-0.023542 |
0.059325 |
0.080502 |
0.034148 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
62.50 |
1.51% |
$0.10 / 258 |
$0.15 / 473 |
3 / 17 |
28.892609% |
0.077436 |
-0.008558 |
0.021718 |
0.029470 |
0.005880 |
|
595 |
Legs |
11/17(53) |
CALL |
52.50 / 65.00 |
$185 / $1,065 / 0.17 |
59.59% / $99.57 / 9.35% / 73.12% |
73.40% / $54.35 |
$1.85 / $2.05 / $0.20 / 124 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
52.50 |
40.41% |
$2.05 / 124 |
$2.15 / 768 |
207 / 42 |
30.866872% |
0.468043 |
-0.023542 |
0.059325 |
0.080502 |
0.034148 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
65.00 |
0.47% |
0 / 0 |
$0.20 / 421 |
0 / 4 |
36.761303% |
0.042270 |
-0.005314 |
0.013498 |
0.018316 |
0.003227 |
|
344 |
Legs |
11/17(53) |
CALL |
52.50 / 60.00 |
$175 / $575 / 0.30 |
59.59% / $53.46 / 9.30% / 72.61% |
72.73% / $54.25 |
$1.75 / $2.05 / $0.30 / 124 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
52.50 |
40.41% |
$2.05 / 124 |
$2.15 / 768 |
207 / 42 |
30.866872% |
0.468043 |
-0.023542 |
0.059325 |
0.080502 |
0.034148 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
4.30% |
$0.25 / 110 |
$0.30 / 655 |
2 / 124 |
28.855655% |
0.133955 |
-0.012752 |
0.032325 |
0.043863 |
0.010104 |
|
207 |
Legs |
11/17(53) |
CALL |
55.00 / 62.50 |
$95 / $655 / 0.15 |
77.52% / $53.83 / 8.22% / 62.41% |
82.77% / $55.95 |
$0.95 / $1.10 / $0.15 / 91 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
55.00 |
22.48% |
$1.10 / 91 |
$1.20 / 1,086 |
35 / 914 |
29.684353% |
0.330755 |
-0.021441 |
0.054168 |
0.073504 |
0.024471 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
62.50 |
1.51% |
$0.10 / 258 |
$0.15 / 473 |
3 / 17 |
28.892609% |
0.077436 |
-0.008558 |
0.021718 |
0.029470 |
0.005880 |
|
118 |
Legs |
11/17(53) |
CALL |
55.00 / 60.00 |
$80 / $420 / 0.19 |
77.52% / $29.33 / 6.98% / 51.36% |
82.00% / $55.80 |
$0.80 / $1.10 / $0.30 / 91 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
55.00 |
22.48% |
$1.10 / 91 |
$1.20 / 1,086 |
35 / 914 |
29.684353% |
0.330755 |
-0.021441 |
0.054168 |
0.073504 |
0.024471 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
4.30% |
$0.25 / 110 |
$0.30 / 655 |
2 / 124 |
28.855655% |
0.133955 |
-0.012752 |
0.032325 |
0.043863 |
0.010104 |
|
772 |
Legs |
10/13(18) |
CALL |
52.00 / 58.00 |
$75 / $525 / 0.14 |
57.73% / $26.21 / 4.99% / 115.42% |
67.41% / $52.75 |
$0.75 / $0.90 / $0.15 / 143 |
|
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 |
52.00 |
42.27% |
$0.90 / 143 |
$1.00 / 60 |
7 / 4 |
23.067470% |
0.468782 |
-0.037876 |
0.095800 |
0.050174 |
0.013687 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
58.00 |
1.58% |
0 / 0 |
$0.15 / 171 |
0 / 102 |
33.415838% |
0.075815 |
-0.013526 |
0.034428 |
0.018031 |
0.002270 |
|
|
73 |
|
11/17(53) |
PUT |
8.00 / 6.00 |
$40 / $160 / 0.25 |
75.65% / $17.15 / 10.72% / 86.85% |
81.94% / $7.60 |
$0.40 / $0.55 / $0.15 / 3 |
13 / 3.21% / 48 |
5 |
Legs |
Vertical |
Bullish |
$8.8583 (-1.25%) / 1.76M |
|
Earnings: 11/07 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
24.35% |
$0.55 / 345 |
$0.60 / 90 |
46 / 80 |
76.032176% |
-0.275383 |
-0.006438 |
0.143775 |
0.011829 |
-0.004563 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
4.39% |
$0.10 / 964 |
$0.15 / 3 |
0 / 12 |
83.919058% |
-0.043898 |
-0.001838 |
0.040007 |
0.003292 |
-0.000687 |
|
136 |
Legs |
11/17(53) |
CALL |
10.00 / 13.00 |
$45 / $255 / 0.18 |
74.32% / $24.25 / 9.51% / 74.67% |
81.49% / $10.45 |
$0.45 / $0.65 / $0.20 / 271 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
10.00 |
25.68% |
$0.65 / 271 |
$0.70 / 224 |
20 / 280 |
73.235117% |
0.395590 |
-0.008219 |
0.165864 |
0.013647 |
0.004655 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
13.00 |
1.78% |
$0.15 / 497 |
$0.20 / 944 |
0 / 38 |
75.848744% |
0.100700 |
-0.003694 |
0.075954 |
0.006249 |
0.001254 |
|
863 |
Legs |
11/17(53) |
CALL |
9.00 / 14.00 |
$85 / $415 / 0.21 |
52.86% / $39.48 / 9.51% / 74.72% |
71.56% / $9.85 |
$0.85 / $1.00 / $0.15 / 433 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
9.00 |
47.14% |
$1.00 / 433 |
$1.10 / 324 |
204 / 70 |
73.304541% |
0.556437 |
-0.008551 |
0.170059 |
0.013992 |
0.006327 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
14.00 |
0.60% |
$0.05 / 1,438 |
$0.15 / 472 |
0 / 15 |
74.734069% |
0.058950 |
-0.002453 |
0.050589 |
0.004162 |
0.000742 |
|
807 |
Legs |
11/17(53) |
CALL |
9.00 / 13.00 |
$80 / $320 / 0.25 |
52.86% / $29.98 / 9.37% / 73.30% |
70.60% / $9.80 |
$0.80 / $1.00 / $0.20 / 433 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
9.00 |
47.14% |
$1.00 / 433 |
$1.10 / 324 |
204 / 70 |
73.304541% |
0.556437 |
-0.008551 |
0.170059 |
0.013992 |
0.006327 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
13.00 |
1.78% |
$0.15 / 497 |
$0.20 / 944 |
0 / 38 |
75.848744% |
0.100700 |
-0.003694 |
0.075954 |
0.006249 |
0.001254 |
|
217 |
Legs |
11/17(53) |
CALL |
10.00 / 14.00 |
$50 / $350 / 0.14 |
74.32% / $32.74 / 9.35% / 73.17% |
82.18% / $10.50 |
$0.50 / $0.65 / $0.15 / 271 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
10.00 |
25.68% |
$0.65 / 271 |
$0.70 / 224 |
20 / 280 |
73.235117% |
0.395590 |
-0.008219 |
0.165864 |
0.013647 |
0.004655 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
14.00 |
0.60% |
$0.05 / 1,438 |
$0.15 / 472 |
0 / 15 |
74.734069% |
0.058950 |
-0.002453 |
0.050589 |
0.004162 |
0.000742 |
|
908 |
Legs |
10/20(25) |
CALL |
9.00 / 12.50 |
$35 / $315 / 0.11 |
52.63% / $15.52 / 4.93% / 78.10% |
64.15% / $9.35 |
$0.35 / $0.40 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
9.00 |
47.37% |
$0.40 / 1,425 |
$0.50 / 214 |
39 / 546 |
44.527247% |
0.536208 |
-0.011865 |
0.239839 |
0.010040 |
0.003296 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
12.50 |
0.44% |
0 / 0 |
$0.05 / 1 |
15 / 4,943 |
72.717296% |
0.045805 |
-0.002794 |
0.058042 |
0.002430 |
0.000303 |
|
|
323 |
|
09/29(4) |
PUT |
94.00 / 89.00 |
$85 / $415 / 0.21 |
68.50% / $44.40 / 10.70% / > 1000% |
77.95% / $93.15 |
$0.85 / $1.00 / $0.15 / 156 |
99 / 100.00% / 6 |
5 |
Legs |
Vertical |
Bullish |
$94.93 (-1.03%) / 4.9M |
|
Earnings: 10/19 / Ex-Div: 09/26 ($1.30) |
|
Bullish / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
94.00 |
31.50% |
$1.00 / 275 |
$1.10 / 77 |
192 / 107 |
29.337466% |
-0.365016 |
-0.100198 |
0.088408 |
0.053031 |
-0.007869 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
89.00 |
1.60% |
$0.10 / 291 |
$0.15 / 156 |
17 / 56 |
31.117079% |
-0.058031 |
-0.030888 |
0.027308 |
0.016381 |
-0.001237 |
|
392 |
Legs |
09/29(4) |
PUT |
94.00 / 88.00 |
$85 / $515 / 0.17 |
68.50% / $50.83 / 9.87% / > 1000% |
77.95% / $93.15 |
$0.85 / $1.00 / $0.15 / 275 |
|
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 |
94.00 |
31.50% |
$1.00 / 275 |
$1.10 / 77 |
192 / 107 |
29.337466% |
-0.365016 |
-0.100198 |
0.088408 |
0.053031 |
-0.007869 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
88.00 |
0.68% |
$0.05 / 389 |
$0.15 / 672 |
12 / 27 |
33.435340% |
-0.033992 |
-0.020075 |
0.017753 |
0.010649 |
-0.000723 |
|
287 |
Legs |
09/29(4) |
PUT |
94.00 / 90.00 |
$75 / $325 / 0.23 |
68.50% / $29.13 / 8.96% / > 1000% |
76.93% / $93.25 |
$0.75 / $1.00 / $0.25 / 275 |
|
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 |
94.00 |
31.50% |
$1.00 / 275 |
$1.10 / 77 |
192 / 107 |
29.337466% |
-0.365016 |
-0.100198 |
0.088408 |
0.053031 |
-0.007869 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
90.00 |
3.44% |
$0.15 / 257 |
$0.25 / 383 |
11 / 350 |
30.564721% |
-0.093289 |
-0.044399 |
0.039242 |
0.023539 |
-0.001991 |
|
516 |
Legs |
09/29(4) |
PUT |
93.00 / 89.00 |
$50 / $350 / 0.14 |
79.42% / $28.67 / 8.19% / > 1000% |
83.88% / $92.50 |
$0.50 / $0.65 / $0.15 / 156 |
|
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 |
93.00 |
20.58% |
$0.65 / 250 |
$0.75 / 280 |
38 / 240 |
28.984159% |
-0.279270 |
-0.089584 |
0.079087 |
0.047441 |
-0.006002 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
89.00 |
1.60% |
$0.10 / 291 |
$0.15 / 156 |
17 / 56 |
31.117079% |
-0.058031 |
-0.030888 |
0.027308 |
0.016381 |
-0.001237 |
|
582 |
Legs |
09/29(4) |
PUT |
93.00 / 88.00 |
$50 / $450 / 0.11 |
79.42% / $33.48 / 7.44% / > 1000% |
83.88% / $92.50 |
$0.50 / $0.65 / $0.15 / 250 |
|
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 |
93.00 |
20.58% |
$0.65 / 250 |
$0.75 / 280 |
38 / 240 |
28.984159% |
-0.279270 |
-0.089584 |
0.079087 |
0.047441 |
-0.006002 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
88.00 |
0.68% |
$0.05 / 389 |
$0.15 / 672 |
12 / 27 |
33.435340% |
-0.033992 |
-0.020075 |
0.017753 |
0.010649 |
-0.000723 |
|
452 |
Legs |
10/06(11) |
PUT |
94.00 / 88.00 |
$105 / $495 / 0.21 |
63.82% / $30.31 / 6.12% / 290.28% |
72.90% / $92.95 |
$1.05 / $1.30 / $0.25 / 61 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
94.00 |
36.18% |
$1.30 / 61 |
$1.40 / 242 |
23 / 73 |
25.549309% |
-0.395256 |
-0.075004 |
0.066096 |
0.074340 |
-0.016186 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
88.00 |
3.73% |
$0.15 / 379 |
$0.25 / 368 |
6 / 7 |
28.564038% |
-0.089162 |
-0.031371 |
0.027706 |
0.031161 |
-0.003596 |
|
|
314 |
|
11/17(53) |
PUT |
35.00 / 20.00 |
$301 / $1,199 / 0.25 |
61.26% / $126.45 / 10.55% / 85.08% |
75.15% / $31.99 |
$3.01 / $3.15 / $0.14 / 19 |
60 / 20.46% / 86 |
5 |
Legs |
Vertical |
Bullish |
$35.82 (-0.36%) / 7.45M |
|
Earnings: 11/21 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
35.00 |
38.74% |
$3.15 / 262 |
$3.25 / 1,413 |
590 / 14,713 |
69.216624% |
-0.391657 |
-0.032248 |
0.037595 |
0.054786 |
-0.027311 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
2.29% |
$0.13 / 426 |
$0.14 / 19 |
4 / 107 |
85.259873% |
-0.012173 |
-0.002774 |
0.003095 |
0.004510 |
-0.000760 |
|
246 |
Legs |
11/17(53) |
PUT |
35.00 / 22.50 |
$288 / $962 / 0.30 |
61.26% / $97.13 / 10.10% / 80.51% |
74.63% / $32.12 |
$2.88 / $3.15 / $0.27 / 260 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
35.00 |
38.74% |
$3.15 / 262 |
$3.25 / 1,413 |
590 / 14,713 |
69.216624% |
-0.391657 |
-0.032248 |
0.037595 |
0.054786 |
-0.027311 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
4.01% |
$0.26 / 1 |
$0.27 / 260 |
1 / 43 |
81.173246% |
-0.033208 |
-0.006465 |
0.007243 |
0.010554 |
-0.002103 |
|
213 |
Legs |
11/17(53) |
PUT |
35.00 / 25.00 |
$267 / $733 / 0.36 |
61.26% / $65.72 / 8.97% / 69.42% |
73.77% / $32.33 |
$2.67 / $3.15 / $0.48 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
35.00 |
38.74% |
$3.15 / 262 |
$3.25 / 1,413 |
590 / 14,713 |
69.216624% |
-0.391657 |
-0.032248 |
0.037595 |
0.054786 |
-0.027311 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
6.83% |
$0.47 / 10 |
$0.48 / 10 |
25 / 270 |
77.114602% |
-0.071671 |
-0.011886 |
0.013381 |
0.019499 |
-0.004610 |
|
652 |
Legs |
12/15(81) |
PUT |
35.00 / 20.00 |
$341 / $1,159 / 0.29 |
61.37% / $102.38 / 8.83% / 41.83% |
74.26% / $31.59 |
$3.41 / $3.65 / $0.24 / 112 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
35.00 |
38.63% |
$3.65 / 484 |
$3.75 / 803 |
119 / 3,741 |
65.243779% |
-0.385048 |
-0.025804 |
0.030636 |
0.066575 |
-0.042043 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
20.00 |
4.56% |
$0.22 / 297 |
$0.24 / 112 |
2 / 70 |
78.002948% |
-0.028009 |
-0.004572 |
0.005151 |
0.011193 |
-0.002708 |
|
244 |
Legs |
11/17(53) |
CALL |
40.00 / 55.00 |
$207 / $1,293 / 0.16 |
71.96% / $111.13 / 8.59% / 65.91% |
79.85% / $42.07 |
$2.07 / $2.44 / $0.37 / 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 |
40.00 |
28.04% |
$2.44 / 1 |
$2.48 / 15 |
202 / 5,523 |
67.181345% |
0.422053 |
-0.036637 |
0.038297 |
0.055807 |
0.019581 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
55.00 |
1.43% |
$0.34 / 310 |
$0.37 / 388 |
7 / 3,831 |
69.650450% |
0.093175 |
-0.015304 |
0.016307 |
0.023763 |
0.004630 |
|
320 |
Legs |
11/17(53) |
CALL |
40.00 / 60.00 |
$223 / $1,777 / 0.13 |
71.96% / $144.53 / 8.13% / 61.63% |
80.38% / $42.23 |
$2.23 / $2.44 / $0.21 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
40.00 |
28.04% |
$2.44 / 1 |
$2.48 / 15 |
202 / 5,523 |
67.181345% |
0.422053 |
-0.036637 |
0.038297 |
0.055807 |
0.019581 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
0.43% |
$0.20 / 138 |
$0.21 / 228 |
12 / 3,030 |
71.819427% |
0.051679 |
-0.009698 |
0.010363 |
0.015101 |
0.002600 |
|
|
419 |
|
11/17(53) |
CALL |
70.00 / 85.00 |
$305 / $1,195 / 0.26 |
60.42% / $126.02 / 10.55% / 85.07% |
74.04% / $73.05 |
$3.05 / $3.40 / $0.35 / 47 |
44 / 20.45% / 46 |
5 |
Legs |
Vertical |
Bearish |
$68.00 (-0.77%) / 1.5M |
|
Earnings: 11/06 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
70.00 |
39.58% |
$3.40 / 47 |
$3.60 / 127 |
0 / 546 |
39.185121% |
0.470557 |
-0.037604 |
0.036039 |
0.106815 |
0.044572 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
85.00 |
2.30% |
$0.20 / 228 |
$0.35 / 457 |
0 / 1,530 |
35.387746% |
0.100278 |
-0.016832 |
0.016003 |
0.047429 |
0.009945 |
|
858 |
Legs |
12/15(81) |
CALL |
70.00 / 90.00 |
$375 / $1,625 / 0.23 |
59.43% / $156.75 / 9.65% / 46.25% |
73.21% / $73.75 |
$3.75 / $4.00 / $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 |
70.00 |
40.57% |
$4.00 / 10 |
$4.20 / 72 |
3 / 1,703 |
36.684637% |
0.486372 |
-0.030551 |
0.029467 |
0.130235 |
0.066785 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
90.00 |
1.92% |
$0.15 / 88 |
$0.25 / 167 |
0 / 562 |
32.530634% |
0.095060 |
-0.013222 |
0.012590 |
0.055644 |
0.013850 |
|
589 |
Legs |
11/17(53) |
CALL |
70.00 / 90.00 |
$290 / $1,710 / 0.17 |
60.42% / $152.84 / 8.94% / 69.15% |
73.44% / $72.90 |
$2.90 / $3.40 / $0.50 / 47 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
70.00 |
39.58% |
$3.40 / 47 |
$3.60 / 127 |
0 / 546 |
39.185121% |
0.470557 |
-0.037604 |
0.036039 |
0.106815 |
0.044572 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
90.00 |
0.61% |
$0.05 / 234 |
$0.50 / 739 |
0 / 283 |
42.317401% |
0.050948 |
-0.010033 |
0.009531 |
0.028249 |
0.005095 |
|
768 |
Legs |
12/15(81) |
CALL |
70.00 / 85.00 |
$350 / $1,150 / 0.30 |
59.43% / $93.87 / 8.16% / 38.26% |
72.39% / $73.50 |
$3.50 / $4.00 / $0.50 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
70.00 |
40.57% |
$4.00 / 10 |
$4.20 / 72 |
3 / 1,703 |
36.684637% |
0.486372 |
-0.030551 |
0.029467 |
0.130235 |
0.066785 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
85.00 |
4.91% |
$0.40 / 8 |
$0.50 / 162 |
0 / 550 |
32.465811% |
0.154023 |
-0.018514 |
0.017653 |
0.078024 |
0.022221 |
|
290 |
Legs |
11/17(53) |
CALL |
70.00 / 80.00 |
$265 / $735 / 0.36 |
60.42% / $56.31 / 7.66% / 57.34% |
72.43% / $72.65 |
$2.65 / $3.40 / $0.75 / 47 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
70.00 |
39.58% |
$3.40 / 47 |
$3.60 / 127 |
0 / 546 |
39.185121% |
0.470557 |
-0.037604 |
0.036039 |
0.106815 |
0.044572 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
80.00 |
7.29% |
$0.65 / 6 |
$0.75 / 70 |
0 / 379 |
35.732623% |
0.183299 |
-0.025349 |
0.024133 |
0.071526 |
0.017979 |
|
266 |
Legs |
11/17(53) |
CALL |
75.00 / 85.00 |
$125 / $875 / 0.14 |
81.04% / $63.10 / 7.21% / 53.35% |
84.77% / $76.25 |
$1.25 / $1.60 / $0.35 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
75.00 |
18.96% |
$1.60 / 6 |
$1.70 / 32 |
2 / 896 |
36.757763% |
0.307899 |
-0.033476 |
0.031943 |
0.094672 |
0.029760 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
85.00 |
2.30% |
$0.20 / 228 |
$0.35 / 457 |
0 / 1,530 |
35.387746% |
0.100278 |
-0.016832 |
0.016003 |
0.047429 |
0.009945 |
|
|
597 |
|
12/15(81) |
PUT |
11.00 / 8.00 |
$115 / $185 / 0.62 |
64.82% / $19.32 / 10.44% / 50.69% |
70.86% / $9.85 |
$1.15 / $2.25 / $1.10 / 82 |
9 / 7.49% / 32 |
5 |
Legs |
Vertical |
Bullish |
$11.7505 (+3.99%) / 523K |
|
Earnings: 11/06 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
11.00 |
35.18% |
$2.25 / 528 |
$2.50 / 160 |
0 / 8 |
127.995902% |
-0.321451 |
-0.017784 |
0.040547 |
0.020039 |
-0.015650 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
8.00 |
21.40% |
$0.95 / 367 |
$1.10 / 82 |
0 / 65 |
133.822157% |
-0.189067 |
-0.013615 |
0.030618 |
0.015132 |
-0.008344 |
|
267 |
Legs |
11/17(53) |
PUT |
11.00 / 8.00 |
$110 / $190 / 0.58 |
63.64% / $15.03 / 7.91% / 59.58% |
70.77% / $9.90 |
$1.10 / $1.90 / $0.80 / 292 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
11.00 |
36.36% |
$1.90 / 403 |
$2.10 / 481 |
0 / 307 |
132.615199% |
-0.341915 |
-0.022509 |
0.050746 |
0.016818 |
-0.009994 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
19.68% |
$0.65 / 413 |
$0.80 / 292 |
0 / 162 |
136.865740% |
-0.179488 |
-0.016244 |
0.036199 |
0.011997 |
-0.004773 |
|
238 |
Legs |
12/15(81) |
PUT |
10.00 / 8.00 |
$65 / $135 / 0.48 |
70.13% / $9.63 / 7.13% / 32.90% |
73.18% / $9.35 |
$0.65 / $1.75 / $1.10 / 82 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
10.00 |
29.87% |
$1.75 / 625 |
$1.95 / 102 |
200 / 22 |
129.007372% |
-0.278046 |
-0.016735 |
0.037966 |
0.018763 |
-0.013110 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
8.00 |
21.40% |
$0.95 / 367 |
$1.10 / 82 |
0 / 65 |
133.822157% |
-0.189067 |
-0.013615 |
0.030618 |
0.015132 |
-0.008344 |
|
534 |
Legs |
12/15(81) |
PUT |
11.00 / 9.00 |
$75 / $125 / 0.60 |
64.82% / $8.72 / 6.98% / 32.11% |
68.88% / $10.25 |
$0.75 / $2.25 / $1.50 / 217 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
11.00 |
35.18% |
$2.25 / 528 |
$2.50 / 160 |
0 / 8 |
127.995902% |
-0.321451 |
-0.017784 |
0.040547 |
0.020039 |
-0.015650 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
9.00 |
25.30% |
$1.30 / 575 |
$1.50 / 217 |
1 / 105 |
130.918996% |
-0.233658 |
-0.015351 |
0.034667 |
0.017133 |
-0.010663 |
|
223 |
Legs |
11/17(53) |
PUT |
11.00 / 9.00 |
$75 / $125 / 0.60 |
63.64% / $7.69 / 6.15% / 44.30% |
68.64% / $10.25 |
$0.75 / $1.90 / $1.15 / 403 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
11.00 |
36.36% |
$1.90 / 403 |
$2.10 / 481 |
0 / 307 |
132.615199% |
-0.341915 |
-0.022509 |
0.050746 |
0.016818 |
-0.009994 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
24.29% |
$1.00 / 86 |
$1.15 / 492 |
0 / 119 |
135.275031% |
-0.233104 |
-0.018907 |
0.042279 |
0.014012 |
-0.006398 |
|
565 |
Legs |
12/15(81) |
PUT |
11.00 / 6.00 |
$155 / $345 / 0.45 |
64.82% / $17.62 / 5.11% / 22.84% |
72.73% / $9.45 |
$1.55 / $2.25 / $0.70 / 528 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
11.00 |
35.18% |
$2.25 / 528 |
$2.50 / 160 |
0 / 8 |
127.995902% |
-0.321451 |
-0.017784 |
0.040547 |
0.020039 |
-0.015650 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
15.28% |
$0.40 / 401 |
$0.70 / 961 |
0 / 1 |
149.908943% |
-0.104074 |
-0.009161 |
0.020447 |
0.010105 |
-0.004284 |
|
|
249 |
|
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 |
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 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
|
171 |
Legs |
11/17(53) |
PUT |
110.00 / 90.00 |
$396 / $1,604 / 0.25 |
64.20% / $160.40 / 10.00% / 79.54% |
75.46% / $106.04 |
$3.96 / $4.55 / $0.59 / 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 |
90.00 |
2.83% |
$0.54 / 147 |
$0.59 / 371 |
131 / 331 |
41.523713% |
-0.047214 |
-0.014150 |
0.005926 |
0.044141 |
-0.008906 |
|
300 |
Legs |
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 |
|
Underlying |
Leg |
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 |
|
610 |
Legs |
11/17(53) |
CALL |
115.00 / 140.00 |
$493 / $2,007 / 0.25 |
56.49% / $198.88 / 9.91% / 78.63% |
71.69% / $119.93 |
$4.93 / $5.40 / $0.47 / 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 |
140.00 |
1.85% |
$0.45 / 8 |
$0.47 / 241 |
49 / 1,583 |
34.237012% |
0.087972 |
-0.023409 |
0.009601 |
0.071515 |
0.014600 |
|
675 |
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 |
|
439 |
Legs |
10/20(25) |
PUT |
111.00 / 90.00 |
$206 / $1,894 / 0.11 |
63.61% / $114.60 / 6.05% / 102.38% |
72.25% / $108.94 |
$2.06 / $2.14 / $0.08 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
111.00 |
36.39% |
$2.14 / 11 |
$2.17 / 41 |
167 / 319 |
26.279667% |
-0.390999 |
-0.076645 |
0.032349 |
0.122597 |
-0.038024 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
90.00 |
0.42% |
$0.07 / 33 |
$0.08 / 359 |
90 / 1,028 |
39.619521% |
-0.011167 |
-0.005951 |
0.002476 |
0.009385 |
-0.001044 |
|
|
612 |
|
11/17(53) |
CALL |
40.00 / 45.00 |
$100 / $400 / 0.25 |
54.87% / $41.66 / 10.41% / 83.73% |
70.90% / $41.00 |
$1.00 / $1.10 / $0.10 / 72 |
25 / 11.94% / 60 |
5 |
Legs |
Vertical |
Bearish |
$39.83 (+0.35%) / 1.89M |
|
Earnings: 11/02 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
40.00 |
45.13% |
$1.10 / 227 |
$1.20 / 60 |
2 / 1 |
19.827641% |
0.485546 |
-0.010000 |
0.119790 |
0.062267 |
0.028406 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
45.00 |
1.52% |
0 / 0 |
$0.10 / 72 |
0 / 7 |
20.617038% |
0.072590 |
-0.003779 |
0.041811 |
0.021734 |
0.004366 |
|
842 |
Legs |
12/15(81) |
CALL |
40.00 / 45.00 |
$115 / $385 / 0.30 |
55.50% / $35.17 / 9.13% / 43.46% |
70.54% / $41.15 |
$1.15 / $1.30 / $0.15 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
44.50% |
$1.30 / 51 |
$1.40 / 38 |
0 / 200 |
19.303068% |
0.484094 |
-0.007859 |
0.097583 |
0.075640 |
0.041649 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
3.53% |
$0.05 / 5 |
$0.15 / 107 |
0 / 667 |
17.052387% |
0.115229 |
-0.004254 |
0.048101 |
0.037285 |
0.010210 |
|
942 |
Legs |
12/15(81) |
CALL |
40.00 / 50.00 |
$125 / $875 / 0.14 |
55.50% / $68.47 / 7.83% / 36.48% |
71.72% / $41.25 |
$1.25 / $1.30 / $0.05 / 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 |
40.00 |
44.50% |
$1.30 / 51 |
$1.40 / 38 |
0 / 200 |
19.303068% |
0.484094 |
-0.007859 |
0.097583 |
0.075640 |
0.041649 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
50.00 |
0.05% |
0 / 0 |
$0.05 / 9 |
23 / 6,221 |
24.332388% |
0.012483 |
-0.000729 |
0.008018 |
0.006215 |
0.001121 |
|
639 |
Legs |
11/17 (53) - 12/15 |
CALL |
40.00 / 45.00 |
$95 / $405 / 0.24 |
54.87% / $30.21 / 7.46% / 55.54% |
70.17% / $40.95 |
$0.95 / $1.10 / $0.15 / 107 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
40.00 |
45.13% |
$1.10 / 227 |
$1.20 / 60 |
2 / 1 |
19.827641% |
0.485546 |
-0.010000 |
0.119790 |
0.062267 |
0.028406 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
3.53% |
$0.05 / 5 |
$0.15 / 107 |
0 / 667 |
17.052387% |
0.115229 |
-0.004254 |
0.048101 |
0.037285 |
0.010210 |
|
786 |
Legs |
10/20(25) |
CALL |
40.00 / 45.00 |
$60 / $440 / 0.14 |
54.24% / $31.21 / 7.09% / 127.57% |
68.09% / $40.60 |
$0.60 / $0.65 / $0.05 / 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 |
40.00 |
45.76% |
$0.65 / 211 |
$0.75 / 79 |
20 / 97 |
16.990311% |
0.485359 |
-0.014706 |
0.168803 |
0.044641 |
0.014712 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
45.00 |
0.14% |
0 / 0 |
$0.05 / 10 |
0 / 155 |
24.781029% |
0.020956 |
-0.001983 |
0.021423 |
0.005665 |
0.000651 |
|
809 |
Legs |
10/20 (25) - 11/17 |
CALL |
40.00 / 45.00 |
$55 / $445 / 0.12 |
54.24% / $21.90 / 4.92% / 77.98% |
67.00% / $40.55 |
$0.55 / $0.65 / $0.10 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
40.00 |
45.76% |
$0.65 / 211 |
$0.75 / 79 |
20 / 97 |
16.990311% |
0.485359 |
-0.014706 |
0.168803 |
0.044641 |
0.014712 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
45.00 |
1.52% |
0 / 0 |
$0.10 / 72 |
0 / 7 |
20.617038% |
0.072590 |
-0.003779 |
0.041811 |
0.021734 |
0.004366 |
|
|
291 |
|
11/17(53) |
PUT |
85.00 / 75.00 |
$165 / $835 / 0.20 |
63.53% / $86.74 / 10.39% / 83.46% |
75.39% / $83.35 |
$1.65 / $2.00 / $0.35 / 1 |
0 / 0.00% / 74 |
5 |
Legs |
Vertical |
Bullish |
$85.70 (-0.37%) / 409K |
|
Earnings: 11/14 / Ex-Div: 09/28 ($0.44) |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
85.00 |
36.47% |
$2.00 / 30 |
$2.20 / 47 |
4 / 125 |
21.111082% |
-0.395058 |
-0.020151 |
0.056811 |
0.130810 |
-0.056254 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
1.02% |
$0.25 / 30 |
$0.35 / 1 |
0 / 85 |
26.009031% |
-0.031513 |
-0.004000 |
0.010474 |
0.024117 |
-0.004374 |
|
538 |
Legs |
11/17(53) |
PUT |
80.00 / 75.00 |
$40 / $460 / 0.09 |
91.31% / $27.84 / 6.05% / 43.44% |
92.49% / $79.60 |
$0.40 / $0.75 / $0.35 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
80.00 |
8.69% |
$0.75 / 20 |
$0.90 / 99 |
0 / 39 |
23.409042% |
-0.149783 |
-0.012829 |
0.034409 |
0.079228 |
-0.021003 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
1.02% |
$0.25 / 30 |
$0.35 / 1 |
0 / 85 |
26.009031% |
-0.031513 |
-0.004000 |
0.010474 |
0.024117 |
-0.004374 |
|
183 |
Legs |
11/17(53) |
CALL |
90.00 / 95.00 |
$70 / $430 / 0.16 |
77.24% / $21.74 / 5.06% / 35.38% |
81.27% / $90.70 |
$0.70 / $1.15 / $0.45 / 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 |
90.00 |
22.76% |
$1.15 / 44 |
$1.35 / 134 |
0 / 66 |
18.748175% |
0.319875 |
-0.022940 |
0.052776 |
0.121521 |
0.040931 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
95.00 |
4.17% |
$0.25 / 78 |
$0.45 / 89 |
0 / 10 |
18.907925% |
0.123841 |
-0.012821 |
0.030214 |
0.069570 |
0.016036 |
|
318 |
Legs |
10/20(25) |
PUT |
85.00 / 80.00 |
$60 / $440 / 0.14 |
66.12% / $11.91 / 2.71% / 37.77% |
72.29% / $84.40 |
$0.60 / $0.90 / $0.30 / 61 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
85.00 |
33.88% |
$0.90 / 66 |
$1.25 / 114 |
5 / 129 |
17.524010% |
-0.379011 |
-0.029148 |
0.078786 |
0.092296 |
-0.026990 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
80.00 |
3.26% |
$0.20 / 5 |
$0.30 / 61 |
2 / 29 |
21.662360% |
-0.082229 |
-0.012097 |
0.031454 |
0.036847 |
-0.005776 |
|
455 |
Legs |
11/17(53) |
CALL |
90.00 / 100.00 |
$40 / $960 / 0.04 |
77.24% / $23.49 / 2.45% / 16.00% |
79.60% / $90.40 |
$0.40 / $1.15 / $0.75 / 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 |
90.00 |
22.76% |
$1.15 / 44 |
$1.35 / 134 |
0 / 66 |
18.748175% |
0.319875 |
-0.022940 |
0.052776 |
0.121521 |
0.040931 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
100.00 |
0.38% |
0 / 0 |
$0.75 / 69 |
0 / 10 |
32.065265% |
0.035223 |
-0.004807 |
0.011479 |
0.026432 |
0.004596 |
|
177 |
Legs |
11/17(53) |
PUT |
85.00 / 80.00 |
$110 / $390 / 0.28 |
63.53% / $9.25 / 2.37% / 15.48% |
71.70% / $83.90 |
$1.10 / $2.00 / $0.90 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
85.00 |
36.47% |
$2.00 / 30 |
$2.20 / 47 |
4 / 125 |
21.111082% |
-0.395058 |
-0.020151 |
0.056811 |
0.130810 |
-0.056254 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
80.00 |
8.69% |
$0.75 / 20 |
$0.90 / 99 |
0 / 39 |
23.409042% |
-0.149783 |
-0.012829 |
0.034409 |
0.079228 |
-0.021003 |
|
|
661 |
|
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 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
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 |
|
122 |
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 |
|
685 |
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 |
|
600 |
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 |
|
481 |
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 |
|
131 |
Legs |
11/17(53) |
PUT |
340.00 / 310.00 |
$490 / $2,510 / 0.20 |
75.92% / $144.24 / 5.75% / 40.93% |
80.53% / $335.10 |
$4.90 / $8.20 / $3.30 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
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 |
310.00 |
5.11% |
$2.30 / 33 |
$3.30 / 36 |
0 / 1 |
33.467763% |
-0.093080 |
-0.057321 |
0.003940 |
0.235128 |
-0.054959 |
|
|
608 |
|
10/20(25) |
PUT |
12.50 / 10.00 |
$70 / $180 / 0.39 |
51.48% / $18.59 / 10.33% / 225.16% |
70.27% / $11.80 |
$0.70 / $0.80 / $0.10 / 50 |
8 / 7.33% / 27 |
2 |
Legs |
Vertical |
Bullish |
$12.65 (+0.80%) / 3.81M |
|
Earnings: 11/08 / Ex-Div: 12/19 ($0.83) |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
12.50 |
48.52% |
$0.80 / 50 |
$0.90 / 1 |
1,528 / 937 |
60.131366% |
-0.467719 |
-0.014864 |
0.200304 |
0.013950 |
-0.005299 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
4.50% |
0 / 0 |
$0.10 / 54 |
6 / 365 |
62.969293% |
-0.066491 |
-0.004584 |
0.065528 |
0.004564 |
-0.000713 |
|
777 |
Legs |
10/20(25) |
PUT |
12.50 / 7.50 |
$75 / $425 / 0.18 |
51.48% / $37.71 / 8.87% / 177.39% |
71.45% / $11.75 |
$0.75 / $0.80 / $0.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
12.50 |
48.52% |
$0.80 / 50 |
$0.90 / 1 |
1,528 / 937 |
60.131366% |
-0.467719 |
-0.014864 |
0.200304 |
0.013950 |
-0.005299 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.50 |
0.10% |
0 / 0 |
$0.05 / 2 |
0 / 40 |
105.333523% |
-0.000416 |
-0.000052 |
0.000762 |
0.000053 |
-0.000004 |
|
918 |
Legs |
11/17(53) |
PUT |
12.50 / 7.50 |
$40 / $460 / 0.09 |
50.46% / $6.74 / 1.46% / 9.34% |
58.50% / $12.10 |
$0.40 / $0.95 / $0.55 / 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) |
PUT |
12.50 |
49.54% |
$0.95 / 1 |
$1.10 / 431 |
202 / 764 |
49.644931% |
-0.462909 |
-0.010877 |
0.141279 |
0.019340 |
-0.010868 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
1.44% |
0 / 0 |
$0.55 / 584 |
0 / 1,027 |
143.792140% |
-0.008016 |
-0.000556 |
0.007952 |
0.001089 |
-0.000170 |
|
|
380 |
|
11/17(53) |
PUT |
25.00 / 15.00 |
$210 / $790 / 0.27 |
59.15% / $79.75 / 10.09% / 80.48% |
73.81% / $22.90 |
$2.10 / $2.20 / $0.10 / 12 |
37 / 20.53% / 99 |
5 |
Legs |
Vertical |
Bullish |
$25.35 (+0.16%) / 7.11M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
25.00 |
40.85% |
$2.20 / 12 |
$2.21 / 1 |
62 / 1,934 |
64.264416% |
-0.408135 |
-0.022169 |
0.055650 |
0.039100 |
-0.020024 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
2.67% |
$0.09 / 1,736 |
$0.10 / 898 |
2 / 2,375 |
77.733018% |
-0.017968 |
-0.002642 |
0.006335 |
0.004451 |
-0.000793 |
|
388 |
Legs |
11/17(53) |
CALL |
27.50 / 40.00 |
$168 / $1,082 / 0.16 |
67.58% / $95.49 / 8.83% / 68.09% |
77.80% / $29.18 |
$1.68 / $1.82 / $0.14 / 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) |
CALL |
27.50 |
32.42% |
$1.82 / 43 |
$1.83 / 5 |
171 / 7,111 |
63.136968% |
0.453952 |
-0.025443 |
0.056791 |
0.039902 |
0.014858 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
40.00 |
0.79% |
$0.13 / 352 |
$0.14 / 239 |
23 / 622 |
64.463819% |
0.068919 |
-0.008316 |
0.019013 |
0.013359 |
0.002443 |
|
325 |
Legs |
11/17(53) |
CALL |
27.50 / 37.50 |
$158 / $842 / 0.19 |
67.58% / $73.88 / 8.77% / 67.60% |
77.26% / $29.08 |
$1.58 / $1.82 / $0.24 / 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) |
CALL |
27.50 |
32.42% |
$1.82 / 43 |
$1.83 / 5 |
171 / 7,111 |
63.136968% |
0.453952 |
-0.025443 |
0.056791 |
0.039902 |
0.014858 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
37.50 |
1.90% |
$0.23 / 306 |
$0.24 / 552 |
6 / 744 |
64.274242% |
0.105974 |
-0.011502 |
0.026234 |
0.018432 |
0.003721 |
|
297 |
Legs |
11/17(53) |
PUT |
25.00 / 17.50 |
$194 / $556 / 0.35 |
59.15% / $48.06 / 8.64% / 66.37% |
72.82% / $23.06 |
$1.94 / $2.20 / $0.26 / 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 |
25.00 |
40.85% |
$2.20 / 12 |
$2.21 / 1 |
62 / 1,934 |
64.264416% |
-0.408135 |
-0.022169 |
0.055650 |
0.039100 |
-0.020024 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
17.50 |
5.98% |
$0.25 / 222 |
$0.26 / 453 |
0 / 319 |
72.962081% |
-0.062422 |
-0.007296 |
0.017608 |
0.012371 |
-0.002813 |
|
445 |
Legs |
11/17(53) |
CALL |
27.50 / 42.50 |
$173 / $1,327 / 0.13 |
67.58% / $108.00 / 8.14% / 61.68% |
78.06% / $29.23 |
$1.73 / $1.82 / $0.09 / 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) |
CALL |
27.50 |
32.42% |
$1.82 / 43 |
$1.83 / 5 |
171 / 7,111 |
63.136968% |
0.453952 |
-0.025443 |
0.056791 |
0.039902 |
0.014858 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
42.50 |
0.32% |
$0.08 / 627 |
$0.09 / 219 |
3,516 / 182 |
65.698458% |
0.044073 |
-0.005831 |
0.013358 |
0.009385 |
0.001575 |
|
705 |
Legs |
12/15(81) |
PUT |
25.00 / 15.00 |
$236 / $764 / 0.31 |
59.62% / $62.06 / 8.12% / 38.05% |
73.07% / $22.64 |
$2.36 / $2.52 / $0.16 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
25.00 |
40.38% |
$2.52 / 72 |
$2.54 / 44 |
68 / 713 |
60.531868% |
-0.399054 |
-0.017713 |
0.045311 |
0.047475 |
-0.030608 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
5.11% |
$0.15 / 1,154 |
$0.16 / 589 |
3 / 117 |
70.628608% |
-0.037270 |
-0.003941 |
0.009547 |
0.010003 |
-0.002547 |
|
|
101 |
|
11/17(53) |
CALL |
72.50 / 80.00 |
$155 / $595 / 0.26 |
67.00% / $59.82 / 10.05% / 80.08% |
76.72% / $74.05 |
$1.55 / $1.95 / $0.40 / 22 |
23 / 11.47% / 13 |
5 |
Legs |
Vertical |
Bearish |
$69.61 (+0.58%) / 2.05M |
|
Earnings: 11/01 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
72.50 |
33.00% |
$1.95 / 22 |
$2.05 / 19 |
1 / 1,180 |
26.037542% |
0.407559 |
-0.026867 |
0.052983 |
0.107278 |
0.041441 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
80.00 |
3.69% |
$0.30 / 136 |
$0.40 / 66 |
0 / 3 |
25.135131% |
0.119805 |
-0.013422 |
0.027304 |
0.055286 |
0.012465 |
|
88 |
Legs |
11/17(53) |
PUT |
67.50 / 60.00 |
$125 / $625 / 0.20 |
72.36% / $57.82 / 9.25% / 72.16% |
79.60% / $66.25 |
$1.25 / $1.70 / $0.45 / 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 |
67.50 |
27.64% |
$1.70 / 22 |
$1.85 / 316 |
30 / 2 |
27.938650% |
-0.324205 |
-0.021018 |
0.049096 |
0.099409 |
-0.038039 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
2.62% |
$0.35 / 80 |
$0.45 / 368 |
0 / 2 |
32.084173% |
-0.056645 |
-0.006961 |
0.015562 |
0.031510 |
-0.006486 |
|
235 |
Legs |
11/17(53) |
CALL |
75.00 / 80.00 |
$70 / $430 / 0.16 |
81.71% / $29.09 / 6.77% / 49.48% |
84.88% / $75.70 |
$0.70 / $1.10 / $0.40 / 66 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
75.00 |
18.29% |
$1.10 / 123 |
$1.20 / 13 |
42 / 140 |
25.176085% |
0.288368 |
-0.023317 |
0.046624 |
0.094404 |
0.029599 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
80.00 |
3.69% |
$0.30 / 136 |
$0.40 / 66 |
0 / 3 |
25.135131% |
0.119805 |
-0.013422 |
0.027304 |
0.055286 |
0.012465 |
|
39 |
Legs |
11/17(53) |
CALL |
72.50 / 77.50 |
$125 / $375 / 0.33 |
67.00% / $25.29 / 6.74% / 49.29% |
74.98% / $73.75 |
$1.25 / $1.95 / $0.70 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
72.50 |
33.00% |
$1.95 / 22 |
$2.05 / 19 |
1 / 1,180 |
26.037542% |
0.407559 |
-0.026867 |
0.052983 |
0.107278 |
0.041441 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
77.50 |
8.80% |
$0.60 / 85 |
$0.70 / 76 |
0 / 121 |
25.114275% |
0.191605 |
-0.018453 |
0.037265 |
0.075454 |
0.019815 |
|
48 |
Legs |
11/17(53) |
PUT |
67.50 / 62.50 |
$100 / $400 / 0.25 |
72.36% / $25.63 / 6.41% / 46.42% |
78.26% / $66.50 |
$1.00 / $1.70 / $0.70 / 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 |
67.50 |
27.64% |
$1.70 / 22 |
$1.85 / 316 |
30 / 2 |
27.938650% |
-0.324205 |
-0.021018 |
0.049096 |
0.099409 |
-0.038039 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
62.50 |
6.61% |
$0.60 / 28 |
$0.70 / 247 |
0 / 13 |
30.184585% |
-0.116503 |
-0.011853 |
0.026770 |
0.054204 |
-0.013429 |
|
340 |
Legs |
10/20(25) |
CALL |
72.50 / 80.00 |
$40 / $710 / 0.06 |
73.85% / $21.58 / 3.04% / 43.23% |
77.18% / $72.90 |
$0.40 / $0.50 / $0.10 / 126 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
72.50 |
26.15% |
$0.50 / 134 |
$0.60 / 207 |
17 / 3,582 |
17.459257% |
0.347873 |
-0.034997 |
0.070798 |
0.072933 |
0.018437 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
80.00 |
0.56% |
0 / 0 |
$0.10 / 126 |
0 / 95 |
26.917783% |
0.043363 |
-0.008501 |
0.017634 |
0.018166 |
0.002343 |
|
|
590 |
|
11/17(53) |
CALL |
165.00 / 185.00 |
$378 / $1,622 / 0.23 |
56.38% / $162.75 / 10.03% / 79.88% |
71.28% / $168.78 |
$3.78 / $3.90 / $0.12 / 338 |
46 / 24.93% / 39 |
5 |
Legs |
Vertical |
Bearish |
$162.35 (+0.27%) / 4.41M |
|
Earnings: 11/21 / Ex-Div: 12/07 ($0.57) |
|
Neutral / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
165.00 |
43.62% |
$3.90 / 338 |
$4.00 / 265 |
557 / 4,780 |
17.402899% |
0.477506 |
-0.052067 |
0.030208 |
0.255955 |
0.114227 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
185.00 |
1.44% |
$0.10 / 293 |
$0.12 / 396 |
1 / 80 |
15.858186% |
0.070562 |
-0.016536 |
0.010261 |
0.086945 |
0.017332 |
|
679 |
Legs |
11/17(53) |
CALL |
165.00 / 190.00 |
$385 / $2,115 / 0.18 |
56.38% / $199.09 / 9.41% / 73.74% |
71.53% / $168.85 |
$3.85 / $3.90 / $0.05 / 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 |
165.00 |
43.62% |
$3.90 / 338 |
$4.00 / 265 |
557 / 4,780 |
17.402899% |
0.477506 |
-0.052067 |
0.030208 |
0.255955 |
0.114227 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
190.00 |
0.39% |
$0.04 / 437 |
$0.05 / 10 |
0 / 74 |
16.445767% |
0.035797 |
-0.009566 |
0.005979 |
0.050662 |
0.008825 |
|
920 |
Legs |
12/15(81) |
CALL |
165.00 / 190.00 |
$465 / $2,035 / 0.23 |
54.23% / $183.05 / 9.00% / 42.70% |
69.45% / $169.65 |
$4.65 / $4.75 / $0.10 / 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 |
165.00 |
45.77% |
$4.75 / 425 |
$4.90 / 385 |
10 / 5,937 |
16.346729% |
0.497142 |
-0.043884 |
0.024747 |
0.312681 |
0.174687 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
190.00 |
1.58% |
$0.09 / 5 |
$0.10 / 2 |
0 / 392 |
14.716172% |
0.075591 |
-0.014456 |
0.008855 |
0.111887 |
0.027461 |
|
938 |
Legs |
12/15(81) |
CALL |
165.00 / 195.00 |
$469 / $2,531 / 0.19 |
54.23% / $222.77 / 8.80% / 41.66% |
69.57% / $169.69 |
$4.69 / $4.75 / $0.06 / 301 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
165.00 |
45.77% |
$4.75 / 425 |
$4.90 / 385 |
10 / 5,937 |
16.346729% |
0.497142 |
-0.043884 |
0.024747 |
0.312681 |
0.174687 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
195.00 |
0.58% |
$0.05 / 6 |
$0.06 / 301 |
0 / 152 |
15.656668% |
0.044700 |
-0.009504 |
0.005863 |
0.074084 |
0.016298 |
|
442 |
Legs |
11/17(53) |
CALL |
165.00 / 180.00 |
$362 / $1,138 / 0.32 |
56.38% / $99.09 / 8.71% / 66.97% |
70.70% / $168.62 |
$3.62 / $3.90 / $0.28 / 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 |
165.00 |
43.62% |
$3.90 / 338 |
$4.00 / 265 |
557 / 4,780 |
17.402899% |
0.477506 |
-0.052067 |
0.030208 |
0.255955 |
0.114227 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
180.00 |
4.45% |
$0.27 / 9 |
$0.28 / 37 |
14 / 993 |
15.372369% |
0.128702 |
-0.025954 |
0.015954 |
0.135180 |
0.031471 |
|
883 |
Legs |
12/15(81) |
CALL |
165.00 / 185.00 |
$455 / $1,545 / 0.29 |
54.23% / $120.82 / 7.82% / 36.46% |
69.15% / $169.55 |
$4.55 / $4.75 / $0.20 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
165.00 |
45.77% |
$4.75 / 425 |
$4.90 / 385 |
10 / 5,937 |
16.346729% |
0.497142 |
-0.043884 |
0.024747 |
0.312681 |
0.174687 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
185.00 |
3.90% |
$0.19 / 58 |
$0.20 / 8 |
8 / 359 |
14.080376% |
0.121971 |
-0.020720 |
0.012580 |
0.158953 |
0.044119 |
|
|
982 |
|
12/15(81) |
CALL |
438.00 / 441.00 |
$165 / $135 / 1.22 |
49.51% / $13.52 / 10.02% / 48.30% |
51.58% / $439.65 |
$1.65 / $12.15 / $10.50 / 70 |
99 / 92.03% / 55 |
5 |
Legs |
Vertical |
Bearish |
$432.01 (-0.23%) |
|
|
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
438.00 |
50.49% |
$12.15 / 121 |
$12.24 / 121 |
0 / 16 |
13.438683% |
0.532950 |
-0.131679 |
0.008848 |
0.834157 |
0.496300 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
441.00 |
46.73% |
$10.41 / 70 |
$10.50 / 70 |
72 / 28 |
13.105352% |
0.506638 |
-0.130774 |
0.008877 |
0.836898 |
0.472968 |
|
983 |
Legs |
12/15(81) |
CALL |
438.00 / 442.00 |
$220 / $180 / 1.22 |
49.51% / $18.03 / 10.02% / 48.30% |
52.27% / $440.20 |
$2.20 / $12.15 / $9.95 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
438.00 |
50.49% |
$12.15 / 121 |
$12.24 / 121 |
0 / 16 |
13.438683% |
0.532950 |
-0.131679 |
0.008848 |
0.834157 |
0.496300 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
442.00 |
45.49% |
$9.89 / 56 |
$9.95 / 56 |
0 / 795 |
13.014723% |
0.497895 |
-0.130370 |
0.008878 |
0.837002 |
0.465179 |
|
984 |
Legs |
12/15(81) |
CALL |
438.00 / 443.00 |
$273 / $227 / 1.20 |
49.51% / $20.53 / 9.05% / 42.98% |
52.93% / $440.73 |
$2.73 / $12.15 / $9.42 / 74 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
438.00 |
50.49% |
$12.15 / 121 |
$12.24 / 121 |
0 / 16 |
13.438683% |
0.532950 |
-0.131679 |
0.008848 |
0.834157 |
0.496300 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
443.00 |
44.26% |
$9.33 / 74 |
$9.42 / 74 |
0 / 272 |
12.894816% |
0.489172 |
-0.129915 |
0.008875 |
0.836706 |
0.457390 |
|
424 |
Legs |
10/16(21) |
CALL |
440.00 / 441.00 |
$44 / $56 / 0.79 |
60.17% / $4.34 / 7.76% / 202.63% |
61.19% / $440.44 |
$0.44 / $3.79 / $3.35 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/16/2023 (W) |
CALL |
440.00 |
39.83% |
$3.79 / 72 |
$3.85 / 72 |
0 / 2 |
12.134288% |
0.448418 |
-0.216139 |
0.016234 |
0.450135 |
0.128085 |
S&P / Index |
Long (Buy) |
10/16/2023 (W) |
CALL |
441.00 |
37.52% |
$3.29 / 80 |
$3.35 / 80 |
0 / 3 |
11.830032% |
0.432442 |
-0.214157 |
0.016136 |
0.447410 |
0.123613 |
|
537 |
Legs |
11/03(39) |
CALL |
440.00 / 443.00 |
$142 / $158 / 0.90 |
56.03% / $10.99 / 6.95% / 72.71% |
58.49% / $441.42 |
$1.42 / $6.54 / $5.12 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
440.00 |
43.97% |
$6.54 / 56 |
$6.63 / 56 |
0 / 5 |
13.198397% |
0.478897 |
-0.172604 |
0.012466 |
0.594496 |
0.231855 |
S&P / Index |
Long (Buy) |
11/03/2023 (W) |
CALL |
443.00 |
38.81% |
$5.04 / 72 |
$5.12 / 72 |
0 / 1 |
12.689402% |
0.442213 |
-0.169424 |
0.012352 |
0.589073 |
0.214582 |
|
965 |
Legs |
11/17(53) |
CALL |
436.00 / 440.00 |
$218 / $182 / 1.20 |
48.16% / $10.66 / 5.86% / 41.83% |
51.52% / $438.18 |
$2.18 / $10.26 / $8.08 / 65 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
436.00 |
51.84% |
$10.26 / 114 |
$10.38 / 114 |
5 / 7 |
13.492557% |
0.537040 |
-0.155400 |
0.010795 |
0.682470 |
0.340277 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
45.69% |
$7.96 / 65 |
$8.08 / 65 |
52 / 18 |
12.982360% |
0.494044 |
-0.153847 |
0.010841 |
0.685350 |
0.314073 |
|
|
591 |
|
12/15(81) |
CALL |
20.00 / 30.00 |
$134 / $866 / 0.16 |
80.01% / $86.37 / 9.97% / 48.06% |
85.74% / $21.34 |
$1.34 / $1.69 / $0.35 / 75 |
95 / 77.84% / 50 |
5 |
Legs |
Vertical |
Bearish |
$16.20 (-0.80%) / 1.31M |
|
Earnings: 10/25 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
19.99% |
$1.69 / 102 |
$1.90 / 5 |
24 / 2,187 |
95.753280% |
0.387268 |
-0.015490 |
0.057929 |
0.029934 |
0.011230 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
1.19% |
0 / 0 |
$0.35 / 75 |
0 / 1,262 |
90.037723% |
0.100239 |
-0.007005 |
0.026597 |
0.013744 |
0.003158 |
|
690 |
Legs |
12/15(81) |
CALL |
20.00 / 32.50 |
$124 / $1,126 / 0.11 |
80.01% / $86.45 / 7.68% / 35.71% |
85.37% / $21.24 |
$1.24 / $1.69 / $0.45 / 102 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
19.99% |
$1.69 / 102 |
$1.90 / 5 |
24 / 2,187 |
95.753280% |
0.387268 |
-0.015490 |
0.057929 |
0.029934 |
0.011230 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
32.50 |
0.55% |
0 / 0 |
$0.45 / 148 |
0 / 169 |
104.345816% |
0.069923 |
-0.005336 |
0.020296 |
0.010488 |
0.002228 |
|
712 |
Legs |
12/15(81) |
CALL |
20.00 / 35.00 |
$139 / $1,361 / 0.10 |
80.01% / $104.00 / 7.64% / 35.53% |
85.93% / $21.39 |
$1.39 / $1.69 / $0.30 / 88 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
19.99% |
$1.69 / 102 |
$1.90 / 5 |
24 / 2,187 |
95.753280% |
0.387268 |
-0.015490 |
0.057929 |
0.029934 |
0.011230 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
0.26% |
0 / 0 |
$0.30 / 88 |
0 / 66 |
101.720493% |
0.048659 |
-0.004008 |
0.015268 |
0.007890 |
0.001566 |
|
365 |
Legs |
12/15(81) |
PUT |
15.00 / 10.00 |
$133 / $367 / 0.36 |
66.68% / $27.75 / 7.56% / 35.11% |
75.45% / $13.67 |
$1.33 / $2.11 / $0.78 / 114 |
|
Underlying |
Leg |
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 |
33.32% |
$2.11 / 128 |
$2.54 / 327 |
1 / 2,190 |
100.266796% |
-0.337745 |
-0.013292 |
0.055292 |
0.028572 |
-0.017135 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
9.43% |
$0.33 / 311 |
$0.78 / 114 |
0 / 5,600 |
105.459689% |
-0.078921 |
-0.005527 |
0.022261 |
0.011503 |
-0.003632 |
|
618 |
Legs |
12/15(81) |
CALL |
20.00 / 27.50 |
$94 / $656 / 0.14 |
80.01% / $43.99 / 6.71% / 30.73% |
84.20% / $20.94 |
$0.94 / $1.69 / $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 |
20.00 |
19.99% |
$1.69 / 102 |
$1.90 / 5 |
24 / 2,187 |
95.753280% |
0.387268 |
-0.015490 |
0.057929 |
0.029934 |
0.011230 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
27.50 |
2.52% |
$0.53 / 47 |
$0.75 / 10 |
10 / 88 |
96.312165% |
0.143000 |
-0.009017 |
0.034161 |
0.017652 |
0.004443 |
|
90 |
Legs |
11/17(53) |
PUT |
15.00 / 10.00 |
$104 / $396 / 0.26 |
67.50% / $24.31 / 6.14% / 44.17% |
75.87% / $13.96 |
$1.04 / $1.20 / $0.16 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
15.00 |
32.50% |
$1.20 / 20 |
$1.45 / 5 |
21 / 3,915 |
78.376495% |
-0.337723 |
-0.016486 |
0.067518 |
0.023396 |
-0.010846 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
6.25% |
0 / 0 |
$0.16 / 3 |
0 / 295 |
88.463857% |
-0.051318 |
-0.004879 |
0.019453 |
0.006741 |
-0.001506 |
|
|
184 |
|
10/27(32) |
CALL |
43.00 / 47.00 |
$71 / $329 / 0.22 |
63.12% / $32.77 / 9.96% / 150.97% |
74.60% / $43.71 |
$0.71 / $0.76 / $0.05 / 631 |
55 / 43.72% / 72 |
5 |
Legs |
Vertical |
Bearish |
$42.3999 (-1.19%) / 8.18M |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
43.00 |
36.88% |
$0.76 / 631 |
$0.81 / 631 |
8 / 48 |
20.293461% |
0.425234 |
-0.014332 |
0.127461 |
0.051970 |
0.016927 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
47.00 |
1.74% |
$0.01 / 426 |
$0.05 / 1,640 |
1 / 148 |
17.800174% |
0.077497 |
-0.005754 |
0.047426 |
0.019337 |
0.003147 |
|
82 |
Legs |
10/27(32) |
CALL |
43.00 / 46.00 |
$68 / $232 / 0.29 |
63.12% / $21.38 / 9.21% / 134.98% |
74.16% / $43.68 |
$0.68 / $0.76 / $0.08 / 631 |
|
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 |
43.00 |
36.88% |
$0.76 / 631 |
$0.81 / 631 |
8 / 48 |
20.293461% |
0.425234 |
-0.014332 |
0.127461 |
0.051970 |
0.016927 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
46.00 |
4.63% |
$0.05 / 109 |
$0.08 / 1,210 |
10 / 594 |
17.224445% |
0.130634 |
-0.008321 |
0.069323 |
0.028265 |
0.005286 |
|
32 |
Legs |
11/03(39) |
CALL |
43.00 / 46.00 |
$75 / $225 / 0.33 |
62.77% / $20.65 / 9.18% / 104.16% |
73.94% / $43.75 |
$0.75 / $0.87 / $0.12 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
43.00 |
37.23% |
$0.87 / 58 |
$0.91 / 9 |
4 / 4 |
20.671990% |
0.428978 |
-0.012904 |
0.116662 |
0.056816 |
0.020294 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
46.00 |
5.98% |
$0.08 / 258 |
$0.12 / 624 |
75 / 4 |
17.557058% |
0.150694 |
-0.008283 |
0.069836 |
0.034011 |
0.007250 |
|
182 |
Legs |
10/20(25) |
CALL |
43.00 / 43.50 |
$20 / $30 / 0.67 |
63.69% / $2.63 / 8.77% / 174.10% |
67.49% / $43.20 |
$0.20 / $0.58 / $0.38 / 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 |
43.00 |
36.31% |
$0.58 / 6 |
$0.59 / 186 |
1,306 / 1,051 |
17.989698% |
0.419774 |
-0.016233 |
0.141830 |
0.046584 |
0.013536 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
43.50 |
27.17% |
$0.36 / 304 |
$0.38 / 217 |
304 / 571 |
16.830690% |
0.351630 |
-0.015672 |
0.134771 |
0.044266 |
0.011378 |
|
313 |
Legs |
10/27(32) |
CALL |
43.00 / 48.00 |
$67 / $433 / 0.16 |
63.12% / $37.08 / 8.56% / 121.73% |
74.01% / $43.67 |
$0.67 / $0.76 / $0.09 / 252 |
|
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 |
43.00 |
36.88% |
$0.76 / 631 |
$0.81 / 631 |
8 / 48 |
20.293461% |
0.425234 |
-0.014332 |
0.127461 |
0.051970 |
0.016927 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
48.00 |
0.57% |
0 / 0 |
$0.09 / 252 |
0 / 14 |
25.461902% |
0.043202 |
-0.003668 |
0.029986 |
0.012226 |
0.001760 |
|
255 |
Legs |
10/20(25) |
CALL |
43.00 / 46.00 |
$55 / $245 / 0.22 |
63.69% / $19.16 / 7.82% / 146.86% |
73.67% / $43.55 |
$0.55 / $0.58 / $0.03 / 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 |
43.00 |
36.31% |
$0.58 / 6 |
$0.59 / 186 |
1,306 / 1,051 |
17.989698% |
0.419774 |
-0.016233 |
0.141830 |
0.046584 |
0.013536 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
46.00 |
3.20% |
$0.02 / 744 |
$0.03 / 11 |
19 / 1,631 |
15.785976% |
0.106534 |
-0.008133 |
0.066914 |
0.021978 |
0.003490 |
|
|
149 |
|
11/17(53) |
PUT |
22.50 / 15.00 |
$125 / $625 / 0.20 |
66.60% / $62.01 / 9.92% / 78.75% |
77.24% / $21.25 |
$1.25 / $1.45 / $0.20 / 46 |
20 / 13.92% / 85 |
5 |
Legs |
Vertical |
Bullish |
$23.98 (-0.08%) / 1.84M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
22.50 |
33.40% |
$1.45 / 46 |
$1.60 / 298 |
2 / 44 |
58.636630% |
-0.357113 |
-0.015881 |
0.071340 |
0.034852 |
-0.015433 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
1.63% |
$0.05 / 73 |
$0.20 / 516 |
1 / 2 |
73.181242% |
-0.013936 |
-0.001586 |
0.006797 |
0.003321 |
-0.000558 |
|
65 |
Legs |
11/17(53) |
PUT |
22.50 / 17.50 |
$115 / $385 / 0.30 |
66.60% / $36.96 / 9.60% / 75.56% |
76.49% / $21.35 |
$1.15 / $1.45 / $0.30 / 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) |
PUT |
22.50 |
33.40% |
$1.45 / 46 |
$1.60 / 298 |
2 / 44 |
58.636630% |
-0.357113 |
-0.015881 |
0.071340 |
0.034852 |
-0.015433 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
17.50 |
5.30% |
$0.20 / 95 |
$0.30 / 80 |
4 / 7 |
62.362826% |
-0.066516 |
-0.005704 |
0.024683 |
0.012059 |
-0.002716 |
|
545 |
Legs |
11/17(53) |
CALL |
25.00 / 35.00 |
$105 / $895 / 0.12 |
65.23% / $58.90 / 6.58% / 47.89% |
74.46% / $26.05 |
$1.05 / $1.30 / $0.25 / 299 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
25.00 |
34.77% |
$1.30 / 342 |
$1.45 / 74 |
19 / 159 |
49.874422% |
0.456166 |
-0.019337 |
0.075826 |
0.037044 |
0.014351 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
0.51% |
0 / 0 |
$0.25 / 299 |
0 / 18 |
67.259592% |
0.051432 |
-0.004977 |
0.020170 |
0.009854 |
0.001736 |
|
329 |
Legs |
11/17(53) |
PUT |
20.00 / 17.50 |
$35 / $215 / 0.16 |
85.31% / $12.25 / 5.70% / 40.52% |
87.13% / $19.65 |
$0.35 / $0.65 / $0.30 / 57 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
14.69% |
$0.65 / 57 |
$0.80 / 461 |
43 / 20 |
61.575164% |
-0.184426 |
-0.011604 |
0.050945 |
0.024888 |
-0.007724 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
17.50 |
5.30% |
$0.20 / 95 |
$0.30 / 80 |
4 / 7 |
62.362826% |
-0.066516 |
-0.005704 |
0.024683 |
0.012059 |
-0.002716 |
|
449 |
Legs |
11/17(53) |
PUT |
20.00 / 15.00 |
$45 / $455 / 0.10 |
85.31% / $24.47 / 5.38% / 37.94% |
87.61% / $19.55 |
$0.45 / $0.65 / $0.20 / 57 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
14.69% |
$0.65 / 57 |
$0.80 / 461 |
43 / 20 |
61.575164% |
-0.184426 |
-0.011604 |
0.050945 |
0.024888 |
-0.007724 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
1.63% |
$0.05 / 73 |
$0.20 / 516 |
1 / 2 |
73.181242% |
-0.013936 |
-0.001586 |
0.006797 |
0.003321 |
-0.000558 |
|
802 |
Legs |
10/20(25) |
CALL |
24.00 / 30.00 |
$70 / $530 / 0.13 |
56.32% / $23.86 / 4.50% / 69.62% |
66.30% / $24.70 |
$0.70 / $0.80 / $0.10 / 158 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
24.00 |
43.68% |
$0.80 / 158 |
$0.90 / 50 |
1 / 5 |
36.634688% |
0.502411 |
-0.026968 |
0.106950 |
0.026583 |
0.008354 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
1.42% |
$0.05 / 6 |
$0.10 / 235 |
22 / 5,121 |
50.045660% |
0.079543 |
-0.009739 |
0.039683 |
0.009863 |
0.001394 |
|
|
657 |
|
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 |
41 / 8.53% / 37 |
5 |
Legs |
Vertical |
Bearish |
$195.42 (-0.36%) / 369K |
|
Earnings: 11/14 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
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 |
|
741 |
Legs |
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 |
|
Underlying |
Leg |
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 |
260.00 |
0.82% |
$0.20 / 312 |
$0.95 / 275 |
0 / 5 |
39.350348% |
0.059767 |
-0.035273 |
0.003649 |
0.092396 |
0.017146 |
|
130 |
Legs |
11/17(53) |
CALL |
210.00 / 250.00 |
$620 / $3,380 / 0.18 |
70.98% / $304.87 / 9.02% / 69.94% |
78.94% / $216.20 |
$6.20 / $7.20 / $1.00 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
210.00 |
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 |
250.00 |
1.97% |
$0.90 / 9 |
$1.00 / 50 |
0 / 2 |
38.675285% |
0.093505 |
-0.049821 |
0.005133 |
0.129968 |
0.026670 |
|
929 |
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 |
|
94 |
Legs |
11/17(53) |
PUT |
185.00 / 155.00 |
$525 / $2,475 / 0.21 |
73.48% / $211.06 / 8.53% / 65.28% |
80.02% / $179.75 |
$5.25 / $6.60 / $1.35 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
185.00 |
26.52% |
$6.60 / 51 |
$6.90 / 1 |
0 / 11 |
40.847457% |
-0.307822 |
-0.091966 |
0.010807 |
0.273629 |
-0.105609 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
155.00 |
3.68% |
$1.15 / 45 |
$1.35 / 1 |
0 / 1 |
45.758218% |
-0.057934 |
-0.031554 |
0.003561 |
0.090164 |
-0.019156 |
|
216 |
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 |
|
|
349 |
|
11/17(53) |
PUT |
20.00 / 15.00 |
$90 / $410 / 0.22 |
61.45% / $40.45 / 9.87% / 78.21% |
74.22% / $19.10 |
$0.90 / $1.10 / $0.20 / 6 |
23 / 5.59% / 0 |
5 |
Legs |
Vertical |
Bullish |
$20.30 (-0.44%) / 1.55M |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
38.55% |
$1.10 / 6 |
$1.20 / 41 |
0 / 2 |
44.859312% |
-0.402130 |
-0.010506 |
0.112536 |
0.031208 |
-0.014524 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
1.71% |
$0.10 / 60 |
$0.20 / 50 |
0 / 20 |
57.808805% |
-0.025229 |
-0.001707 |
0.017132 |
0.004751 |
-0.000859 |
|
526 |
Legs |
11/17(53) |
CALL |
21.00 / 26.00 |
$95 / $405 / 0.24 |
59.39% / $39.12 / 9.66% / 76.16% |
73.01% / $21.95 |
$0.95 / $1.10 / $0.15 / 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 |
21.00 |
40.61% |
$1.10 / 56 |
$1.25 / 14 |
0 / 5 |
42.219828% |
0.483300 |
-0.013104 |
0.115944 |
0.032154 |
0.013569 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
26.00 |
2.02% |
$0.05 / 36 |
$0.15 / 16 |
0 / 2 |
39.009983% |
0.095091 |
-0.005325 |
0.049199 |
0.013644 |
0.002808 |
|
170 |
Legs |
11/17(53) |
PUT |
19.00 / 15.00 |
$55 / $345 / 0.16 |
75.46% / $29.65 / 8.59% / 65.89% |
81.60% / $18.45 |
$0.55 / $0.75 / $0.20 / 44 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
19.00 |
24.54% |
$0.75 / 44 |
$0.85 / 40 |
1 / 1 |
47.036829% |
-0.290334 |
-0.009503 |
0.099625 |
0.027628 |
-0.010326 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
1.71% |
$0.10 / 60 |
$0.20 / 50 |
0 / 20 |
57.808805% |
-0.025229 |
-0.001707 |
0.017132 |
0.004751 |
-0.000859 |
|
134 |
Legs |
11/17(53) |
CALL |
22.00 / 26.00 |
$55 / $345 / 0.16 |
73.64% / $26.63 / 7.72% / 57.85% |
80.01% / $22.55 |
$0.55 / $0.70 / $0.15 / 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 |
22.00 |
26.36% |
$0.70 / 91 |
$0.85 / 17 |
0 / 7 |
41.009194% |
0.375204 |
-0.012291 |
0.110321 |
0.030594 |
0.010688 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
26.00 |
2.02% |
$0.05 / 36 |
$0.15 / 16 |
0 / 2 |
39.009983% |
0.095091 |
-0.005325 |
0.049199 |
0.013644 |
0.002808 |
|
914 |
Legs |
12/15(81) |
CALL |
21.00 / 27.00 |
$105 / $495 / 0.21 |
57.65% / $33.55 / 6.78% / 31.09% |
70.25% / $22.05 |
$1.05 / $1.25 / $0.20 / 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 |
21.00 |
42.35% |
$1.25 / 31 |
$1.40 / 13 |
0 / 35 |
37.475326% |
0.506612 |
-0.010952 |
0.095016 |
0.039294 |
0.020566 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
27.00 |
2.63% |
$0.05 / 131 |
$0.20 / 115 |
0 / 65 |
37.154486% |
0.114017 |
-0.005028 |
0.045954 |
0.019004 |
0.004922 |
|
659 |
Legs |
12/15(81) |
CALL |
22.00 / 27.00 |
$65 / $435 / 0.15 |
69.71% / $22.79 / 5.24% / 23.47% |
76.36% / $22.65 |
$0.65 / $0.85 / $0.20 / 115 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
22.00 |
30.29% |
$0.85 / 199 |
$1.00 / 15 |
0 / 39 |
36.809717% |
0.416979 |
-0.010558 |
0.092964 |
0.038445 |
0.017183 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
27.00 |
2.63% |
$0.05 / 131 |
$0.20 / 115 |
0 / 65 |
37.154486% |
0.114017 |
-0.005028 |
0.045954 |
0.019004 |
0.004922 |
|
|
360 |
|
11/17(53) |
PUT |
100.00 / 70.00 |
$745 / $2,255 / 0.33 |
57.36% / $222.60 / 9.87% / 78.25% |
72.66% / $92.55 |
$7.45 / $8.30 / $0.85 / 12 |
27 / 10.68% / 27 |
5 |
Legs |
Vertical |
Bullish |
$100.21 (0.00%) / 1.03M |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
100.00 |
42.64% |
$8.30 / 12 |
$8.40 / 2 |
102 / 829 |
58.739374% |
-0.424251 |
-0.077421 |
0.016050 |
0.156335 |
-0.080660 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
4.36% |
$0.70 / 159 |
$0.85 / 191 |
0 / 822 |
66.939010% |
-0.047769 |
-0.020622 |
0.004074 |
0.039686 |
-0.008363 |
|
93 |
Legs |
11/17(53) |
PUT |
95.00 / 65.00 |
$545 / $2,455 / 0.22 |
68.03% / $237.19 / 9.66% / 76.17% |
77.71% / $89.55 |
$5.45 / $6.10 / $0.65 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
31.97% |
$6.10 / 9 |
$6.20 / 24 |
181 / 863 |
59.659374% |
-0.343374 |
-0.073611 |
0.015069 |
0.146779 |
-0.064197 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
2.68% |
$0.20 / 997 |
$0.65 / 255 |
0 / 155 |
68.112035% |
-0.024218 |
-0.011848 |
0.002332 |
0.022711 |
-0.004198 |
|
61 |
Legs |
11/17(53) |
PUT |
95.00 / 70.00 |
$525 / $1,975 / 0.27 |
68.03% / $188.33 / 9.54% / 74.94% |
77.40% / $89.75 |
$5.25 / $6.10 / $0.85 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
31.97% |
$6.10 / 9 |
$6.20 / 24 |
181 / 863 |
59.659374% |
-0.343374 |
-0.073611 |
0.015069 |
0.146779 |
-0.064197 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
4.36% |
$0.70 / 159 |
$0.85 / 191 |
0 / 822 |
66.939010% |
-0.047769 |
-0.020622 |
0.004074 |
0.039686 |
-0.008363 |
|
157 |
Legs |
11/17(53) |
CALL |
110.00 / 140.00 |
$485 / $2,515 / 0.19 |
70.78% / $220.76 / 8.78% / 67.63% |
78.87% / $114.85 |
$4.85 / $5.80 / $0.95 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
110.00 |
29.22% |
$5.80 / 113 |
$6.10 / 55 |
13 / 278 |
57.128641% |
0.419433 |
-0.088136 |
0.016011 |
0.155955 |
0.055971 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
140.00 |
2.42% |
$0.85 / 65 |
$0.95 / 7 |
0 / 149 |
56.269334% |
0.114832 |
-0.042806 |
0.007945 |
0.077384 |
0.016178 |
|
30 |
Legs |
11/17(53) |
PUT |
95.00 / 75.00 |
$480 / $1,520 / 0.32 |
68.03% / $132.37 / 8.71% / 66.98% |
76.67% / $90.20 |
$4.80 / $6.10 / $1.30 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
31.97% |
$6.10 / 9 |
$6.20 / 24 |
181 / 863 |
59.659374% |
-0.343374 |
-0.073611 |
0.015069 |
0.146779 |
-0.064197 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
6.91% |
$1.15 / 147 |
$1.30 / 133 |
0 / 298 |
64.435431% |
-0.083578 |
-0.031714 |
0.006295 |
0.061320 |
-0.014792 |
|
308 |
Legs |
10/20(25) |
PUT |
97.00 / 75.00 |
$270 / $1,930 / 0.14 |
66.04% / $90.41 / 4.68% / 73.21% |
73.41% / $94.30 |
$2.70 / $2.80 / $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 |
97.00 |
33.96% |
$2.80 / 88 |
$2.90 / 56 |
0 / 30 |
42.714588% |
-0.366541 |
-0.107756 |
0.021622 |
0.107149 |
-0.033253 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
75.00 |
2.28% |
$0.05 / 306 |
$0.10 / 1 |
5 / 17 |
50.504498% |
-0.033387 |
-0.021859 |
0.004270 |
0.021159 |
-0.002872 |
|
|
416 |
|
09/29(4) |
CALL |
71.00 / 77.00 |
$126 / $474 / 0.27 |
65.01% / $46.66 / 9.84% / > 1000% |
75.49% / $72.26 |
$1.26 / $1.45 / $0.19 / 99 |
95 / 47.15% / 51 |
5 |
Legs |
Vertical |
Bearish |
$68.86 (+1.41%) / 15.49M |
|
Earnings: 10/05 |
|
Neutral / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
71.00 |
34.99% |
$1.45 / 99 |
$1.46 / 7 |
892 / 2,510 |
51.068960% |
0.420806 |
-0.147182 |
0.066232 |
0.040229 |
0.006031 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
77.00 |
3.67% |
$0.18 / 51 |
$0.19 / 466 |
165 / 882 |
48.696010% |
0.124100 |
-0.076447 |
0.034692 |
0.021072 |
0.001813 |
|
334 |
Legs |
09/29(4) |
CALL |
72.00 / 78.00 |
$95 / $505 / 0.19 |
73.49% / $47.50 / 9.41% / > 1000% |
80.36% / $72.95 |
$0.95 / $1.08 / $0.13 / 107 |
|
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 |
72.00 |
26.51% |
$1.08 / 107 |
$1.10 / 15 |
508 / 2,368 |
50.411090% |
0.357760 |
-0.140214 |
0.063227 |
0.038404 |
0.005149 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
78.00 |
2.20% |
$0.12 / 237 |
$0.13 / 366 |
162 / 434 |
48.806615% |
0.095671 |
-0.063364 |
0.028777 |
0.017479 |
0.001401 |
|
281 |
Legs |
09/29(4) |
CALL |
72.00 / 77.00 |
$89 / $411 / 0.22 |
73.49% / $36.42 / 8.86% / > 1000% |
79.96% / $72.89 |
$0.89 / $1.08 / $0.19 / 107 |
|
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 |
72.00 |
26.51% |
$1.08 / 107 |
$1.10 / 15 |
508 / 2,368 |
50.411090% |
0.357760 |
-0.140214 |
0.063227 |
0.038404 |
0.005149 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
77.00 |
3.67% |
$0.18 / 51 |
$0.19 / 466 |
165 / 882 |
48.696010% |
0.124100 |
-0.076447 |
0.034692 |
0.021072 |
0.001813 |
|
339 |
Legs |
09/29(4) |
CALL |
71.00 / 76.00 |
$118 / $382 / 0.31 |
65.01% / $33.22 / 8.70% / > 1000% |
74.89% / $72.18 |
$1.18 / $1.45 / $0.27 / 29 |
|
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 |
71.00 |
34.99% |
$1.45 / 99 |
$1.46 / 7 |
892 / 2,510 |
51.068960% |
0.420806 |
-0.147182 |
0.066232 |
0.040229 |
0.006031 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
76.00 |
5.89% |
$0.26 / 236 |
$0.27 / 29 |
1,145 / 1,107 |
48.375307% |
0.158447 |
-0.090318 |
0.040949 |
0.024873 |
0.002310 |
|
723 |
Legs |
09/29(4) |
CALL |
70.00 / 76.00 |
$162 / $438 / 0.37 |
55.56% / $37.12 / 8.47% / > 1000% |
70.40% / $71.62 |
$1.62 / $1.89 / $0.27 / 8 |
|
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 |
70.00 |
44.44% |
$1.89 / 8 |
$1.91 / 146 |
3,432 / 7,376 |
51.902344% |
0.486886 |
-0.150446 |
0.067529 |
0.041017 |
0.006946 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
76.00 |
5.89% |
$0.26 / 236 |
$0.27 / 29 |
1,145 / 1,107 |
48.375307% |
0.158447 |
-0.090318 |
0.040949 |
0.024873 |
0.002310 |
|
651 |
Legs |
11/17(53) |
CALL |
72.50 / 95.00 |
$275 / $1,975 / 0.14 |
62.05% / $82.47 / 4.18% / 28.55% |
70.59% / $75.25 |
$2.75 / $2.83 / $0.08 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
72.50 |
37.95% |
$2.83 / 34 |
$2.85 / 10 |
162 / 3,119 |
35.761458% |
0.480974 |
-0.057952 |
0.025263 |
0.109330 |
0.044106 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
95.00 |
2.22% |
$0.07 / 500 |
$0.08 / 370 |
0 / 268 |
36.812489% |
0.107664 |
-0.026293 |
0.011746 |
0.050834 |
0.010522 |
|
|
910 |
|
11/17(53) |
CALL |
103.00 / 104.00 |
$52 / $48 / 1.08 |
52.60% / $4.69 / 9.77% / 77.25% |
55.78% / $103.52 |
$0.52 / $2.53 / $2.01 / 5 |
60 / 35.22% / 68 |
5 |
Legs |
Vertical |
Bearish |
$101.96 (-0.18%) / 10.97M |
|
|
|
Bearish / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
103.00 |
47.40% |
$2.53 / 5 |
$2.55 / 17 |
108 / 73 |
16.140445% |
0.506679 |
-0.035844 |
0.043208 |
0.160836 |
0.075397 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
104.00 |
41.34% |
$1.98 / 64 |
$2.01 / 77 |
353 / 1,627 |
15.521434% |
0.464008 |
-0.035434 |
0.043052 |
0.160256 |
0.069279 |
|
906 |
Legs |
11/17(53) |
CALL |
103.00 / 105.00 |
$99 / $101 / 0.98 |
52.60% / $6.02 / 5.96% / 42.70% |
58.60% / $103.99 |
$0.99 / $2.53 / $1.54 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
103.00 |
47.40% |
$2.53 / 5 |
$2.55 / 17 |
108 / 73 |
16.140445% |
0.506679 |
-0.035844 |
0.043208 |
0.160836 |
0.075397 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
105.00 |
35.54% |
$1.51 / 269 |
$1.54 / 63 |
3 / 522 |
14.966996% |
0.422137 |
-0.034667 |
0.042413 |
0.157879 |
0.063223 |
|
747 |
Legs |
10/20(25) |
CALL |
103.00 / 103.50 |
$24 / $26 / 0.92 |
54.86% / $1.52 / 5.86% / 98.10% |
56.91% / $103.24 |
$0.24 / $1.50 / $1.26 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
103.00 |
45.14% |
$1.50 / 81 |
$1.52 / 67 |
4 / 63 |
14.808724% |
0.484246 |
-0.048754 |
0.060620 |
0.114806 |
0.037454 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
103.50 |
40.89% |
$1.25 / 30 |
$1.26 / 29 |
5 / 114 |
14.450423% |
0.454286 |
-0.048280 |
0.060275 |
0.114153 |
0.035194 |
|
530 |
Legs |
11/17(53) |
CALL |
104.00 / 105.00 |
$44 / $56 / 0.79 |
58.66% / $3.23 / 5.76% / 41.05% |
61.25% / $104.44 |
$0.44 / $1.98 / $1.54 / 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 |
104.00 |
41.34% |
$1.98 / 64 |
$2.01 / 77 |
353 / 1,627 |
15.521434% |
0.464008 |
-0.035434 |
0.043052 |
0.160256 |
0.069279 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
105.00 |
35.54% |
$1.51 / 269 |
$1.54 / 63 |
3 / 522 |
14.966996% |
0.422137 |
-0.034667 |
0.042413 |
0.157879 |
0.063223 |
|
935 |
Legs |
10/20(25) |
CALL |
102.50 / 103.50 |
$52 / $48 / 1.08 |
50.53% / $2.76 / 5.76% / 95.71% |
55.03% / $103.02 |
$0.52 / $1.78 / $1.26 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
102.50 |
49.47% |
$1.78 / 21 |
$1.80 / 32 |
139 / 50 |
15.179252% |
0.514438 |
-0.048972 |
0.060620 |
0.114806 |
0.039720 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
103.50 |
40.89% |
$1.25 / 30 |
$1.26 / 29 |
5 / 114 |
14.450423% |
0.454286 |
-0.048280 |
0.060275 |
0.114153 |
0.035194 |
|
923 |
Legs |
10/20(25) |
CALL |
102.50 / 103.00 |
$26 / $24 / 1.08 |
50.53% / $1.27 / 5.29% / 85.61% |
52.79% / $102.76 |
$0.26 / $1.78 / $1.52 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
102.50 |
49.47% |
$1.78 / 21 |
$1.80 / 32 |
139 / 50 |
15.179252% |
0.514438 |
-0.048972 |
0.060620 |
0.114806 |
0.039720 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
103.00 |
45.14% |
$1.50 / 81 |
$1.52 / 67 |
4 / 63 |
14.808724% |
0.484246 |
-0.048754 |
0.060620 |
0.114806 |
0.037454 |
|
|
328 |
|
09/29(4) |
CALL |
572.50 / 600.00 |
$431 / $2,319 / 0.19 |
72.70% / $225.98 / 9.74% / > 1000% |
79.97% / $576.81 |
$4.31 / $5.05 / $0.74 / 12 |
99 / 100.00% / 97 |
5 |
Legs |
Vertical |
Bearish |
$558.88 (+0.68%) / 1.53M |
|
Earnings: 09/28 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
572.50 |
27.30% |
$5.05 / 38 |
$5.35 / 61 |
138 / 156 |
28.246035% |
0.353399 |
-0.627439 |
0.014214 |
0.308940 |
0.042157 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
600.00 |
1.85% |
$0.67 / 11 |
$0.74 / 12 |
288 / 349 |
28.982389% |
0.083243 |
-0.255116 |
0.005858 |
0.127333 |
0.010030 |
|
311 |
Legs |
09/29(4) |
CALL |
570.00 / 595.00 |
$489 / $2,011 / 0.24 |
67.93% / $194.06 / 9.65% / > 1000% |
76.90% / $574.89 |
$4.89 / $5.95 / $1.06 / 16 |
|
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 |
570.00 |
32.07% |
$5.95 / 25 |
$6.20 / 28 |
374 / 712 |
28.293687% |
0.388898 |
-0.648496 |
0.014660 |
0.318642 |
0.046332 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
595.00 |
3.43% |
$0.98 / 10 |
$1.06 / 16 |
328 / 266 |
28.545203% |
0.114315 |
-0.322405 |
0.007392 |
0.160657 |
0.013755 |
|
274 |
Legs |
09/29(4) |
CALL |
572.50 / 595.00 |
$399 / $1,851 / 0.22 |
72.70% / $166.70 / 9.01% / > 1000% |
79.48% / $576.49 |
$3.99 / $5.05 / $1.06 / 16 |
|
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 |
572.50 |
27.30% |
$5.05 / 38 |
$5.35 / 61 |
138 / 156 |
28.246035% |
0.353399 |
-0.627439 |
0.014214 |
0.308940 |
0.042157 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
595.00 |
3.43% |
$0.98 / 10 |
$1.06 / 16 |
328 / 266 |
28.545203% |
0.114315 |
-0.322405 |
0.007392 |
0.160657 |
0.013755 |
|
479 |
Legs |
09/29(4) |
CALL |
575.00 / 605.00 |
$373 / $2,627 / 0.14 |
77.08% / $236.59 / 9.01% / > 1000% |
82.78% / $578.73 |
$3.73 / $4.25 / $0.52 / 28 |
|
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 |
575.00 |
22.92% |
$4.25 / 39 |
$4.55 / 71 |
120 / 903 |
28.130458% |
0.319278 |
-0.601968 |
0.013663 |
0.296957 |
0.038133 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
605.00 |
0.94% |
$0.43 / 48 |
$0.52 / 28 |
53 / 189 |
29.315893% |
0.059169 |
-0.195956 |
0.004506 |
0.097942 |
0.007138 |
|
430 |
Legs |
09/29(4) |
CALL |
575.00 / 600.00 |
$351 / $2,149 / 0.16 |
77.08% / $191.41 / 8.91% / > 1000% |
82.48% / $578.51 |
$3.51 / $4.25 / $0.74 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
575.00 |
22.92% |
$4.25 / 39 |
$4.55 / 71 |
120 / 903 |
28.130458% |
0.319278 |
-0.601968 |
0.013663 |
0.296957 |
0.038133 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
600.00 |
1.85% |
$0.67 / 11 |
$0.74 / 12 |
288 / 349 |
28.982389% |
0.083243 |
-0.255116 |
0.005858 |
0.127333 |
0.010030 |
|
390 |
Legs |
10/06(11) |
CALL |
580.00 / 610.00 |
$369 / $2,631 / 0.14 |
76.52% / $130.23 / 4.95% / 202.47% |
80.71% / $583.69 |
$3.69 / $4.35 / $0.66 / 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) |
CALL |
580.00 |
23.48% |
$4.35 / 1 |
$4.55 / 28 |
28 / 120 |
23.817871% |
0.325430 |
-0.447969 |
0.010056 |
0.409819 |
0.072064 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
610.00 |
3.08% |
$0.59 / 21 |
$0.66 / 9 |
6 / 60 |
24.399827% |
0.106870 |
-0.225859 |
0.005144 |
0.209613 |
0.023925 |
|
|
522 |
|
09/29(4) |
PUT |
80.00 / 76.00 |
$69 / $331 / 0.21 |
63.93% / $32.23 / 9.74% / > 1000% |
74.75% / $79.31 |
$0.69 / $0.81 / $0.12 / 10 |
99 / 100.00% / 4 |
5 |
Legs |
Vertical |
Bullish |
$80.19 (-0.61%) / 8.7M |
|
|
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
80.00 |
36.07% |
$0.81 / 10 |
$0.88 / 5 |
71 / 8,106 |
25.148420% |
-0.398881 |
-0.076433 |
0.119391 |
0.046119 |
-0.007264 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
76.00 |
1.71% |
$0.07 / 28 |
$0.12 / 15 |
0 / 21 |
27.561821% |
-0.062132 |
-0.024496 |
0.037871 |
0.014629 |
-0.001119 |
|
428 |
Legs |
09/29(4) |
PUT |
80.00 / 77.00 |
$63 / $237 / 0.27 |
63.93% / $18.71 / 7.90% / > 1000% |
73.88% / $79.37 |
$0.63 / $0.81 / $0.18 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
80.00 |
36.07% |
$0.81 / 10 |
$0.88 / 5 |
71 / 8,106 |
25.148420% |
-0.398881 |
-0.076433 |
0.119391 |
0.046119 |
-0.007264 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
77.00 |
4.60% |
$0.12 / 39 |
$0.18 / 22 |
5 / 4,272 |
25.745747% |
-0.113013 |
-0.038300 |
0.059304 |
0.022908 |
-0.002039 |
|
366 |
Legs |
10/06(11) |
PUT |
79.50 / 75.00 |
$70 / $380 / 0.18 |
66.84% / $22.55 / 5.93% / 274.65% |
74.55% / $78.80 |
$0.70 / $0.87 / $0.17 / 27 |
|
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 |
79.50 |
33.16% |
$0.87 / 67 |
$0.94 / 31 |
0 / 1 |
22.686523% |
-0.374278 |
-0.054401 |
0.085559 |
0.061968 |
-0.012904 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
75.00 |
3.23% |
$0.12 / 65 |
$0.17 / 27 |
1 / 9 |
26.003478% |
-0.083345 |
-0.022299 |
0.034635 |
0.025086 |
-0.002836 |
|
580 |
Legs |
09/29(4) |
PUT |
79.00 / 76.00 |
$31 / $269 / 0.12 |
78.96% / $15.52 / 5.77% / 954.47% |
82.71% / $78.69 |
$0.31 / $0.43 / $0.12 / 15 |
|
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 |
79.00 |
21.04% |
$0.43 / 39 |
$0.51 / 15 |
24 / 4,335 |
24.294171% |
-0.284232 |
-0.067400 |
0.104873 |
0.040510 |
-0.005157 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
76.00 |
1.71% |
$0.07 / 28 |
$0.12 / 15 |
0 / 21 |
27.561821% |
-0.062132 |
-0.024496 |
0.037871 |
0.014629 |
-0.001119 |
|
411 |
Legs |
11/17(53) |
PUT |
76.00 / 65.00 |
$78 / $1,022 / 0.08 |
79.76% / $47.70 / 4.67% / 32.32% |
83.01% / $75.22 |
$0.78 / $0.92 / $0.14 / 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 |
76.00 |
20.24% |
$0.92 / 176 |
$0.99 / 85 |
1 / 35 |
22.500264% |
-0.259379 |
-0.023375 |
0.037468 |
0.103121 |
-0.034933 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
0.71% |
$0.07 / 398 |
$0.14 / 19 |
0 / 162 |
30.014879% |
-0.017582 |
-0.003213 |
0.005026 |
0.013833 |
-0.002305 |
|
252 |
Legs |
10/20(25) |
PUT |
78.00 / 72.00 |
$63 / $537 / 0.12 |
75.09% / $22.99 / 4.28% / 65.36% |
79.36% / $77.37 |
$0.63 / $0.83 / $0.20 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
78.00 |
24.91% |
$0.83 / 7 |
$0.88 / 30 |
3 / 936 |
22.103894% |
-0.305733 |
-0.035928 |
0.056909 |
0.079688 |
-0.020606 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
72.00 |
2.35% |
$0.12 / 368 |
$0.20 / 286 |
0 / 1 |
27.050980% |
-0.059710 |
-0.012355 |
0.019275 |
0.026991 |
-0.003959 |
|
|
614 |
|
11/17(53) |
CALL |
125.00 / 140.00 |
$370 / $1,130 / 0.33 |
52.08% / $108.39 / 9.59% / 75.49% |
69.36% / $128.70 |
$3.70 / $3.90 / $0.20 / 75 |
64 / 58.26% / 58 |
5 |
Legs |
Vertical |
Bearish |
$123.97 (-1.04%) / 1.44M |
|
Earnings: 10/24 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
125.00 |
47.92% |
$3.90 / 75 |
$4.10 / 543 |
6 / 62 |
20.670160% |
0.509626 |
-0.040752 |
0.034608 |
0.195313 |
0.092249 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
140.00 |
3.47% |
$0.10 / 156 |
$0.20 / 253 |
0 / 7 |
16.736904% |
0.114051 |
-0.019610 |
0.016817 |
0.094907 |
0.021248 |
|
143 |
Legs |
11/17(53) |
CALL |
130.00 / 140.00 |
$140 / $860 / 0.16 |
74.61% / $48.22 / 5.61% / 39.78% |
79.65% / $131.40 |
$1.40 / $1.60 / $0.20 / 91 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
130.00 |
25.39% |
$1.60 / 91 |
$1.75 / 191 |
17 / 205 |
18.338748% |
0.344312 |
-0.037542 |
0.032023 |
0.180724 |
0.063106 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
140.00 |
3.47% |
$0.10 / 156 |
$0.20 / 253 |
0 / 7 |
16.736904% |
0.114051 |
-0.019610 |
0.016817 |
0.094907 |
0.021248 |
|
749 |
Legs |
11/17(53) |
CALL |
125.00 / 135.00 |
$330 / $670 / 0.49 |
52.08% / $33.52 / 5.00% / 34.95% |
67.64% / $128.30 |
$3.30 / $3.90 / $0.60 / 75 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
125.00 |
47.92% |
$3.90 / 75 |
$4.10 / 543 |
6 / 62 |
20.670160% |
0.509626 |
-0.040752 |
0.034608 |
0.195313 |
0.092249 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
135.00 |
10.57% |
$0.50 / 31 |
$0.60 / 215 |
2 / 57 |
17.168886% |
0.208897 |
-0.029243 |
0.025022 |
0.141211 |
0.038645 |
|
55 |
Legs |
10/27(32) |
CALL |
129.00 / 135.00 |
$95 / $505 / 0.19 |
75.15% / $20.49 / 4.06% / 47.04% |
79.48% / $129.95 |
$0.95 / $1.30 / $0.35 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
129.00 |
24.85% |
$1.30 / 12 |
$1.45 / 12 |
0 / 5 |
19.034013% |
0.336149 |
-0.046750 |
0.039983 |
0.142512 |
0.039409 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
135.00 |
5.80% |
$0.20 / 12 |
$0.35 / 12 |
0 / 46 |
18.000154% |
0.148115 |
-0.029541 |
0.025365 |
0.090412 |
0.017547 |
|
354 |
Legs |
11/17(53) |
PUT |
120.00 / 100.00 |
$110 / $1,890 / 0.06 |
73.41% / $72.64 / 3.84% / 26.06% |
77.55% / $118.90 |
$1.10 / $1.60 / $0.50 / 199 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
120.00 |
26.59% |
$1.60 / 199 |
$1.75 / 112 |
4 / 85 |
18.821913% |
-0.315266 |
-0.034372 |
0.030919 |
0.174495 |
-0.065219 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
100.00 |
0.21% |
0 / 0 |
$0.50 / 242 |
0 / 5 |
37.874378% |
-0.006905 |
-0.001910 |
0.001680 |
0.009479 |
-0.001386 |
|
43 |
Legs |
11/17(53) |
CALL |
130.00 / 135.00 |
$100 / $400 / 0.25 |
74.61% / $10.54 / 2.64% / 17.32% |
78.28% / $131.00 |
$1.00 / $1.60 / $0.60 / 91 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
130.00 |
25.39% |
$1.60 / 91 |
$1.75 / 191 |
17 / 205 |
18.338748% |
0.344312 |
-0.037542 |
0.032023 |
0.180724 |
0.063106 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
135.00 |
10.57% |
$0.50 / 31 |
$0.60 / 215 |
2 / 57 |
17.168886% |
0.208897 |
-0.029243 |
0.025022 |
0.141211 |
0.038645 |
|
|
194 |
|
11/17(53) |
PUT |
105.00 / 87.50 |
$275 / $1,475 / 0.19 |
66.25% / $141.12 / 9.57% / 75.24% |
76.42% / $102.25 |
$2.75 / $3.20 / $0.45 / 25 |
46 / 23.15% / 22 |
5 |
Legs |
Vertical |
Bullish |
$107.6974 (-0.22%) / 2.31M |
|
Earnings: 11/14 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
105.00 |
33.75% |
$3.20 / 25 |
$3.40 / 48 |
25 / 671 |
29.048091% |
-0.372038 |
-0.036397 |
0.030006 |
0.160801 |
-0.067910 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
87.50 |
1.33% |
$0.35 / 97 |
$0.45 / 102 |
0 / 231 |
36.198245% |
-0.029885 |
-0.007080 |
0.005381 |
0.028835 |
-0.005258 |
|
413 |
Legs |
11/17(53) |
CALL |
110.00 / 125.00 |
$335 / $1,165 / 0.29 |
58.83% / $106.99 / 9.18% / 71.51% |
72.22% / $113.35 |
$3.35 / $3.90 / $0.55 / 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) |
CALL |
110.00 |
41.17% |
$3.90 / 43 |
$4.00 / 1 |
44 / 1,327 |
27.224605% |
0.471872 |
-0.049802 |
0.031570 |
0.169181 |
0.072582 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
125.00 |
3.73% |
$0.45 / 117 |
$0.55 / 68 |
1 / 5 |
26.583689% |
0.122707 |
-0.024025 |
0.016120 |
0.086388 |
0.019478 |
|
159 |
Legs |
11/17(53) |
PUT |
105.00 / 90.00 |
$260 / $1,240 / 0.21 |
66.25% / $111.17 / 8.97% / 69.42% |
75.92% / $102.40 |
$2.60 / $3.20 / $0.60 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
105.00 |
33.75% |
$3.20 / 25 |
$3.40 / 48 |
25 / 671 |
29.048091% |
-0.372038 |
-0.036397 |
0.030006 |
0.160801 |
-0.067910 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
2.40% |
$0.50 / 98 |
$0.60 / 92 |
0 / 195 |
34.996663% |
-0.050289 |
-0.010747 |
0.008220 |
0.044048 |
-0.008882 |
|
127 |
Legs |
11/17(53) |
PUT |
105.00 / 92.50 |
$240 / $1,010 / 0.24 |
66.25% / $76.09 / 7.53% / 56.21% |
75.24% / $102.60 |
$2.40 / $3.20 / $0.80 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
105.00 |
33.75% |
$3.20 / 25 |
$3.40 / 48 |
25 / 671 |
29.048091% |
-0.372038 |
-0.036397 |
0.030006 |
0.160801 |
-0.067910 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
92.50 |
4.18% |
$0.70 / 49 |
$0.80 / 87 |
0 / 294 |
33.795596% |
-0.079532 |
-0.015239 |
0.011742 |
0.062923 |
-0.014105 |
|
363 |
Legs |
11/17(53) |
PUT |
100.00 / 87.50 |
$130 / $1,120 / 0.12 |
83.17% / $79.07 / 7.06% / 52.03% |
86.38% / $98.70 |
$1.30 / $1.75 / $0.45 / 86 |
|
Underlying |
Leg |
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 |
16.83% |
$1.75 / 86 |
$1.85 / 26 |
0 / 940 |
30.158580% |
-0.228783 |
-0.030183 |
0.024017 |
0.128707 |
-0.041208 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
87.50 |
1.33% |
$0.35 / 97 |
$0.45 / 102 |
0 / 231 |
36.198245% |
-0.029885 |
-0.007080 |
0.005381 |
0.028835 |
-0.005258 |
|
204 |
Legs |
10/20(25) |
PUT |
105.00 / 92.50 |
$125 / $1,125 / 0.11 |
69.13% / $64.64 / 5.75% / 95.51% |
75.60% / $103.75 |
$1.25 / $1.35 / $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 |
105.00 |
30.87% |
$1.35 / 53 |
$1.50 / 27 |
126 / 619 |
22.492843% |
-0.353632 |
-0.052605 |
0.041350 |
0.112738 |
-0.032016 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
92.50 |
0.95% |
0 / 0 |
$0.10 / 1 |
0 / 50 |
29.579501% |
-0.029237 |
-0.009919 |
0.007408 |
0.020196 |
-0.002582 |
|
|
748 |
|
12/15(81) |
PUT |
230.00 / 220.00 |
$440 / $560 / 0.79 |
60.87% / $53.57 / 9.57% / 45.81% |
63.18% / $225.60 |
$4.40 / $25.00 / $20.60 / 25 |
18 / 13.31% / 81 |
5 |
Legs |
Vertical |
Bullish |
$236.25 (+2.03%) / 1.6M |
|
Earnings: 11/07 |
|
Bearish / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
230.00 |
39.13% |
$25.00 / 39 |
$25.30 / 50 |
16 / 127 |
66.490504% |
-0.381371 |
-0.208379 |
0.003816 |
0.434952 |
-0.290397 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
34.01% |
$20.40 / 11 |
$20.60 / 25 |
3 / 90 |
66.875528% |
-0.341959 |
-0.201992 |
0.003677 |
0.419024 |
-0.256547 |
|
414 |
Legs |
12/15(81) |
PUT |
220.00 / 210.00 |
$390 / $610 / 0.64 |
65.99% / $56.78 / 9.31% / 44.40% |
67.87% / $216.10 |
$3.90 / $20.40 / $16.50 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
220.00 |
34.01% |
$20.40 / 11 |
$20.60 / 25 |
3 / 90 |
66.875528% |
-0.341959 |
-0.201992 |
0.003677 |
0.419024 |
-0.256547 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
29.34% |
$16.30 / 31 |
$16.50 / 38 |
4 / 101 |
67.305468% |
-0.302487 |
-0.193047 |
0.003494 |
0.398227 |
-0.223652 |
|
771 |
Legs |
12/15(81) |
PUT |
230.00 / 210.00 |
$850 / $1,150 / 0.74 |
60.87% / $96.06 / 8.35% / 39.26% |
65.25% / $221.50 |
$8.50 / $25.00 / $16.50 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
230.00 |
39.13% |
$25.00 / 39 |
$25.30 / 50 |
16 / 127 |
66.490504% |
-0.381371 |
-0.208379 |
0.003816 |
0.434952 |
-0.290397 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
29.34% |
$16.30 / 31 |
$16.50 / 38 |
4 / 101 |
67.305468% |
-0.302487 |
-0.193047 |
0.003494 |
0.398227 |
-0.223652 |
|
435 |
Legs |
12/15(81) |
PUT |
220.00 / 200.00 |
$740 / $1,260 / 0.59 |
65.99% / $96.11 / 7.63% / 35.46% |
69.49% / $212.60 |
$7.40 / $20.40 / $13.00 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
220.00 |
34.01% |
$20.40 / 11 |
$20.60 / 25 |
3 / 90 |
66.875528% |
-0.341959 |
-0.201992 |
0.003677 |
0.419024 |
-0.256547 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
200.00 |
25.16% |
$12.70 / 86 |
$13.00 / 55 |
7 / 294 |
67.784232% |
-0.263440 |
-0.181566 |
0.003270 |
0.372636 |
-0.192022 |
|
447 |
Legs |
12/15(81) |
PUT |
220.00 / 195.00 |
$900 / $1,600 / 0.56 |
65.99% / $112.82 / 7.05% / 32.48% |
70.21% / $211.00 |
$9.00 / $20.40 / $11.40 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
220.00 |
34.01% |
$20.40 / 11 |
$20.60 / 25 |
3 / 90 |
66.875528% |
-0.341959 |
-0.201992 |
0.003677 |
0.419024 |
-0.256547 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
195.00 |
23.24% |
$11.20 / 49 |
$11.40 / 35 |
0 / 103 |
68.109482% |
-0.244244 |
-0.174910 |
0.003142 |
0.358123 |
-0.176785 |
|
42 |
Legs |
11/17(53) |
PUT |
220.00 / 210.00 |
$360 / $640 / 0.56 |
66.61% / $36.57 / 5.71% / 40.67% |
68.71% / $216.40 |
$3.60 / $16.60 / $13.00 / 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 |
220.00 |
33.39% |
$16.60 / 42 |
$16.80 / 1 |
19 / 421 |
69.332408% |
-0.343803 |
-0.250969 |
0.004499 |
0.343834 |
-0.162916 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
27.77% |
$12.70 / 241 |
$13.00 / 115 |
28 / 385 |
69.874296% |
-0.295771 |
-0.236795 |
0.004224 |
0.322799 |
-0.138185 |
|
|
725 |
|
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 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
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 |
|
138 |
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 |
|
887 |
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 |
|
147 |
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 |
|
837 |
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 |
|
912 |
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 |
|
|
155 |
|
09/29(4) |
CALL |
325.00 / 340.00 |
$320 / $1,180 / 0.27 |
70.37% / $112.61 / 9.54% / > 1000% |
78.11% / $328.20 |
$3.20 / $4.20 / $1.00 / 32 |
99 / 100.00% / 13 |
5 |
Legs |
Vertical |
Bearish |
$316.09 (+1.31%) / 1.99M |
|
Earnings: 09/28 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
325.00 |
29.63% |
$4.20 / 32 |
$4.50 / 69 |
125 / 1,030 |
38.131044% |
0.374409 |
-0.460282 |
0.019916 |
0.178422 |
0.025054 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
340.00 |
5.01% |
$0.85 / 58 |
$1.00 / 40 |
24 / 232 |
36.259882% |
0.141336 |
-0.270074 |
0.011773 |
0.105470 |
0.009559 |
|
376 |
Legs |
09/29(4) |
CALL |
327.50 / 345.00 |
$270 / $1,480 / 0.18 |
76.53% / $140.51 / 9.49% / > 1000% |
82.25% / $330.20 |
$2.70 / $3.30 / $0.60 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
327.50 |
23.47% |
$3.30 / 71 |
$3.70 / 80 |
0 / 26 |
37.818223% |
0.326979 |
-0.437458 |
0.018960 |
0.169860 |
0.021928 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
345.00 |
2.26% |
$0.45 / 41 |
$0.60 / 54 |
14 / 58 |
36.415078% |
0.093693 |
-0.201399 |
0.008792 |
0.078769 |
0.006353 |
|
305 |
Legs |
09/29(4) |
PUT |
310.00 / 295.00 |
$270 / $1,230 / 0.22 |
74.25% / $108.30 / 8.81% / > 1000% |
80.33% / $307.30 |
$2.70 / $3.80 / $1.10 / 40 |
|
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 |
310.00 |
25.75% |
$3.80 / 97 |
$4.00 / 66 |
13 / 450 |
39.320286% |
-0.319080 |
-0.415395 |
0.018770 |
0.168152 |
-0.023135 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
295.00 |
3.95% |
$0.95 / 57 |
$1.10 / 40 |
6 / 145 |
41.987966% |
-0.096929 |
-0.201192 |
0.009015 |
0.080763 |
-0.006952 |
|
555 |
Legs |
09/29(4) |
CALL |
330.00 / 350.00 |
$230 / $1,770 / 0.13 |
81.86% / $155.25 / 8.77% / > 1000% |
86.01% / $332.30 |
$2.30 / $2.60 / $0.30 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
330.00 |
18.14% |
$2.60 / 62 |
$2.85 / 44 |
25 / 1,063 |
37.188726% |
0.282521 |
-0.409318 |
0.017766 |
0.159165 |
0.018984 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
350.00 |
0.92% |
$0.05 / 335 |
$0.30 / 12 |
20 / 133 |
33.529140% |
0.059515 |
-0.142321 |
0.006221 |
0.055731 |
0.004044 |
|
468 |
Legs |
09/29(4) |
PUT |
307.50 / 292.50 |
$220 / $1,280 / 0.17 |
79.92% / $111.48 / 8.71% / > 1000% |
84.20% / $305.30 |
$2.20 / $3.10 / $0.90 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
307.50 |
20.08% |
$3.10 / 30 |
$3.30 / 97 |
0 / 12 |
39.829345% |
-0.272388 |
-0.386968 |
0.017452 |
0.156349 |
-0.019707 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
292.50 |
2.65% |
$0.75 / 46 |
$0.90 / 47 |
0 / 3 |
42.825671% |
-0.074721 |
-0.165707 |
0.007418 |
0.066459 |
-0.005352 |
|
333 |
Legs |
10/06(11) |
CALL |
330.00 / 350.00 |
$275 / $1,725 / 0.16 |
74.45% / $64.58 / 3.74% / 132.10% |
78.93% / $332.75 |
$2.75 / $3.30 / $0.55 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
330.00 |
25.55% |
$3.30 / 51 |
$3.50 / 30 |
15 / 82 |
29.999358% |
0.346770 |
-0.329252 |
0.014164 |
0.237919 |
0.042943 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
350.00 |
4.48% |
$0.40 / 54 |
$0.55 / 190 |
0 / 11 |
29.346764% |
0.133029 |
-0.190064 |
0.008248 |
0.138556 |
0.016695 |
|
|
535 |
|
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 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
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 |
|
371 |
Legs |
11/17(53) |
CALL |
450.00 / 500.00 |
$1,120 / $3,880 / 0.29 |
59.49% / $325.17 / 8.38% / 63.91% |
72.06% / $461.20 |
$11.20 / $12.50 / $1.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
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 |
500.00 |
4.31% |
$1.15 / 25 |
$1.30 / 9 |
0 / 113 |
20.623186% |
0.129964 |
-0.089325 |
0.004702 |
0.368203 |
0.085056 |
|
190 |
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 |
|
174 |
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 |
|
156 |
Legs |
11/17(53) |
PUT |
430.00 / 380.00 |
$775 / $4,225 / 0.18 |
67.72% / $298.95 / 7.08% / 52.16% |
75.75% / $422.25 |
$7.75 / $9.60 / $1.85 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
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 |
380.00 |
2.67% |
$1.65 / 31 |
$1.85 / 19 |
0 / 76 |
28.495699% |
-0.058961 |
-0.043353 |
0.002612 |
0.204575 |
-0.042423 |
|
932 |
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 |
|
|
168 |
|
12/15(81) |
CALL |
36.00 / 41.00 |
$130 / $370 / 0.35 |
75.19% / $34.93 / 9.44% / 45.13% |
79.55% / $37.30 |
$1.30 / $2.80 / $1.50 / 1 |
18 / 15.89% / 22 |
4 |
Legs |
Vertical |
Bearish |
$30.95 (-0.93%) / 408K |
|
Earnings: 11/02 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
36.00 |
24.81% |
$2.80 / 1 |
$3.30 / 30 |
0 / 21 |
78.001459% |
0.413876 |
-0.026099 |
0.035961 |
0.058416 |
0.023691 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
41.00 |
11.26% |
$1.15 / 9 |
$1.50 / 6 |
0 / 2 |
66.962352% |
0.277412 |
-0.022236 |
0.030930 |
0.050244 |
0.016419 |
|
283 |
Legs |
12/15(81) |
CALL |
35.00 / 41.00 |
$160 / $440 / 0.36 |
71.40% / $35.31 / 8.02% / 37.53% |
77.28% / $36.60 |
$1.60 / $3.10 / $1.50 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
35.00 |
28.60% |
$3.10 / 20 |
$4.50 / 31 |
0 / 6 |
85.503889% |
0.445595 |
-0.026543 |
0.036480 |
0.059259 |
0.025296 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
41.00 |
11.26% |
$1.15 / 9 |
$1.50 / 6 |
0 / 2 |
66.962352% |
0.277412 |
-0.022236 |
0.030930 |
0.050244 |
0.016419 |
|
227 |
Legs |
12/15(81) |
CALL |
37.00 / 41.00 |
$90 / $310 / 0.29 |
78.60% / $21.85 / 7.05% / 32.47% |
81.35% / $37.90 |
$0.90 / $2.40 / $1.50 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
37.00 |
21.40% |
$2.40 / 6 |
$2.70 / 10 |
0 / 27 |
74.150239% |
0.383554 |
-0.025519 |
0.035243 |
0.057249 |
0.022124 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
41.00 |
11.26% |
$1.15 / 9 |
$1.50 / 6 |
0 / 2 |
66.962352% |
0.277412 |
-0.022236 |
0.030930 |
0.050244 |
0.016419 |
|
596 |
Legs |
12/15(81) |
CALL |
40.00 / 44.00 |
$60 / $340 / 0.18 |
86.69% / $20.51 / 6.03% / 27.36% |
87.95% / $40.60 |
$0.60 / $1.50 / $0.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
40.00 |
13.31% |
$1.50 / 6 |
$1.90 / 10 |
0 / 40 |
70.933789% |
0.301624 |
-0.023164 |
0.032170 |
0.052259 |
0.017749 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
44.00 |
6.66% |
$0.70 / 20 |
$0.90 / 1 |
0 / 1 |
64.074309% |
0.213870 |
-0.019253 |
0.026887 |
0.043676 |
0.012853 |
|
762 |
Legs |
12/15(81) |
CALL |
40.00 / 50.00 |
$100 / $900 / 0.11 |
86.69% / $51.93 / 5.77% / 26.06% |
88.74% / $41.00 |
$1.00 / $1.50 / $0.50 / 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 |
40.00 |
13.31% |
$1.50 / 6 |
$1.90 / 10 |
0 / 40 |
70.933789% |
0.301624 |
-0.023164 |
0.032170 |
0.052259 |
0.017749 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
50.00 |
2.14% |
$0.20 / 1 |
$0.50 / 5 |
1 / 26 |
63.877763% |
0.123094 |
-0.013385 |
0.018797 |
0.030535 |
0.007573 |
|
|
358 |
|
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 |
36 / 13.60% / 20 |
5 |
Legs |
Vertical |
Bearish |
$181.05 (+1.79%) / 1.41M |
|
Earnings: 10/30 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
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 |
|
558 |
Legs |
11/17(53) |
CALL |
185.00 / 230.00 |
$955 / $3,545 / 0.27 |
57.36% / $319.00 / 9.00% / 69.73% |
71.73% / $194.55 |
$9.55 / $10.70 / $1.15 / 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 |
185.00 |
42.64% |
$10.70 / 36 |
$10.90 / 124 |
2 / 33 |
42.052728% |
0.502697 |
-0.126759 |
0.011940 |
0.285037 |
0.123162 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
3.08% |
$1.00 / 120 |
$1.15 / 73 |
0 / 5 |
40.596507% |
0.120705 |
-0.061363 |
0.006012 |
0.143520 |
0.031208 |
|
292 |
Legs |
11/17(53) |
CALL |
190.00 / 230.00 |
$745 / $3,255 / 0.23 |
65.24% / $282.93 / 8.69% / 66.83% |
75.47% / $197.45 |
$7.45 / $8.60 / $1.15 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
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 |
230.00 |
3.08% |
$1.00 / 120 |
$1.15 / 73 |
0 / 5 |
40.596507% |
0.120705 |
-0.061363 |
0.006012 |
0.143520 |
0.031208 |
|
165 |
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 |
|
234 |
Legs |
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 |
|
Underlying |
Leg |
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 |
|
668 |
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 |
|
|
628 |
|
11/17(53) |
CALL |
60.00 / 75.00 |
$275 / $1,225 / 0.22 |
57.17% / $115.32 / 9.41% / 73.75% |
71.74% / $62.75 |
$2.75 / $2.95 / $0.20 / 1 |
36 / 17.26% / 16 |
5 |
Legs |
Vertical |
Bearish |
$58.119 (-1.12%) / 3.46M |
|
Earnings: 11/01 |
|
Bullish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
60.00 |
42.83% |
$2.95 / 1 |
$3.00 / 6 |
181 / 470 |
36.084081% |
0.497346 |
-0.036611 |
0.041805 |
0.092587 |
0.040270 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
75.00 |
1.60% |
$0.15 / 424 |
$0.20 / 129 |
0 / 13 |
35.515355% |
0.083795 |
-0.013458 |
0.016133 |
0.035730 |
0.007150 |
|
738 |
Legs |
11/17(53) |
CALL |
60.00 / 80.00 |
$280 / $1,720 / 0.16 |
57.17% / $147.75 / 8.59% / 65.86% |
71.98% / $62.80 |
$2.80 / $2.95 / $0.15 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
60.00 |
42.83% |
$2.95 / 1 |
$3.00 / 6 |
181 / 470 |
36.084081% |
0.497346 |
-0.036611 |
0.041805 |
0.092587 |
0.040270 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
80.00 |
0.33% |
$0.05 / 412 |
$0.15 / 1,652 |
0 / 3 |
38.961772% |
0.037769 |
-0.007144 |
0.008618 |
0.019086 |
0.003251 |
|
934 |
Legs |
12/15(81) |
CALL |
60.00 / 80.00 |
$335 / $1,665 / 0.20 |
55.76% / $139.32 / 8.37% / 39.34% |
70.40% / $63.35 |
$3.35 / $3.60 / $0.25 / 215 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
60.00 |
44.24% |
$3.60 / 215 |
$3.70 / 434 |
6 / 2,767 |
34.580464% |
0.517884 |
-0.030571 |
0.034201 |
0.112953 |
0.060689 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
80.00 |
1.34% |
$0.15 / 284 |
$0.25 / 1,186 |
0 / 487 |
35.653187% |
0.080005 |
-0.010729 |
0.012758 |
0.042136 |
0.010031 |
|
950 |
Legs |
12/15(81) |
CALL |
60.00 / 85.00 |
$340 / $2,160 / 0.16 |
55.76% / $171.07 / 7.92% / 36.98% |
70.59% / $63.40 |
$3.40 / $3.60 / $0.20 / 215 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
60.00 |
44.24% |
$3.60 / 215 |
$3.70 / 434 |
6 / 2,767 |
34.580464% |
0.517884 |
-0.030571 |
0.034201 |
0.112953 |
0.060689 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
85.00 |
0.40% |
$0.05 / 518 |
$0.20 / 1,371 |
0 / 264 |
38.042184% |
0.043579 |
-0.006627 |
0.007926 |
0.026178 |
0.005510 |
|
166 |
Legs |
11/17(53) |
PUT |
55.00 / 45.00 |
$140 / $860 / 0.16 |
74.63% / $63.30 / 7.36% / 54.66% |
80.45% / $53.60 |
$1.40 / $1.70 / $0.30 / 645 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
55.00 |
25.37% |
$1.70 / 1,404 |
$1.80 / 522 |
20 / 162 |
38.552843% |
-0.298451 |
-0.026603 |
0.036350 |
0.080506 |
-0.030449 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
45.00 |
2.45% |
$0.20 / 635 |
$0.30 / 645 |
0 / 6 |
45.334706% |
-0.038876 |
-0.006743 |
0.008823 |
0.019541 |
-0.003813 |
|
563 |
Legs |
12/15(81) |
PUT |
55.00 / 40.00 |
$190 / $1,310 / 0.15 |
72.28% / $94.53 / 7.22% / 33.33% |
79.01% / $53.10 |
$1.90 / $2.15 / $0.25 / 95 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
55.00 |
27.72% |
$2.15 / 95 |
$2.20 / 188 |
96 / 1,826 |
36.727862% |
-0.314417 |
-0.021698 |
0.030460 |
0.100600 |
-0.049151 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
40.00 |
1.62% |
$0.10 / 538 |
$0.25 / 1,391 |
0 / 124 |
46.873263% |
-0.018384 |
-0.002944 |
0.003868 |
0.012774 |
-0.002708 |
|
|
521 |
|
10/06(11) |
PUT |
33.00 / 30.00 |
$49 / $251 / 0.20 |
62.25% / $23.59 / 9.40% / 683.15% |
73.76% / $32.51 |
$0.49 / $0.53 / $0.04 / 13 |
72 / 33.87% / 15 |
5 |
Legs |
Vertical |
Bullish |
$33.29 (0.00%) / 22.74M |
|
Earnings: 10/20 / Ex-Div: 10/06 ($0.67) |
|
Bullish / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
33.00 |
37.75% |
$0.53 / 13 |
$0.56 / 406 |
253 / 2,969 |
27.591905% |
-0.405686 |
-0.028724 |
0.180298 |
0.026251 |
-0.005848 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
30.00 |
1.30% |
$0.03 / 909 |
$0.04 / 1,241 |
2 / 92 |
31.107689% |
-0.042362 |
-0.006567 |
0.042052 |
0.006123 |
-0.000598 |
|
398 |
Legs |
10/27(32) |
PUT |
33.00 / 28.00 |
$87 / $413 / 0.21 |
57.68% / $37.24 / 9.02% / 130.91% |
71.19% / $32.13 |
$0.87 / $0.95 / $0.08 / 191 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
33.00 |
42.32% |
$0.95 / 191 |
$0.99 / 758 |
87 / 4,728 |
27.780106% |
-0.431946 |
-0.019110 |
0.117553 |
0.041076 |
-0.015376 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
28.00 |
1.47% |
$0.05 / 476 |
$0.08 / 518 |
0 / 59 |
33.729876% |
-0.034282 |
-0.003593 |
0.022825 |
0.007976 |
-0.001178 |
|
457 |
Legs |
10/27(32) |
PUT |
33.00 / 27.00 |
$90 / $510 / 0.18 |
57.68% / $45.91 / 9.00% / 130.58% |
71.62% / $32.10 |
$0.90 / $0.95 / $0.05 / 191 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
33.00 |
42.32% |
$0.95 / 191 |
$0.99 / 758 |
87 / 4,728 |
27.780106% |
-0.431946 |
-0.019110 |
0.117553 |
0.041076 |
-0.015376 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
27.00 |
0.55% |
$0.03 / 144 |
$0.05 / 375 |
40 / 85 |
36.048960% |
-0.014367 |
-0.001721 |
0.010967 |
0.003832 |
-0.000492 |
|
464 |
Legs |
10/06(11) |
PUT |
33.00 / 30.50 |
$47 / $203 / 0.23 |
62.25% / $17.71 / 8.72% / 579.61% |
73.33% / $32.53 |
$0.47 / $0.53 / $0.06 / 13 |
|
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 |
33.00 |
37.75% |
$0.53 / 13 |
$0.56 / 406 |
253 / 2,969 |
27.591905% |
-0.405686 |
-0.028724 |
0.180298 |
0.026251 |
-0.005848 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
30.50 |
2.76% |
$0.05 / 220 |
$0.06 / 1,080 |
0 / 117 |
29.906428% |
-0.071299 |
-0.009924 |
0.063425 |
0.009234 |
-0.001009 |
|
581 |
Legs |
10/13(18) |
PUT |
33.00 / 29.00 |
$57 / $343 / 0.17 |
60.02% / $26.87 / 7.83% / 228.06% |
71.32% / $32.43 |
$0.57 / $0.61 / $0.04 / 203 |
|
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 |
33.00 |
39.98% |
$0.61 / 203 |
$0.65 / 233 |
8 / 1,333 |
25.274785% |
-0.419150 |
-0.024065 |
0.149834 |
0.031996 |
-0.008959 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
29.00 |
1.01% |
$0.03 / 659 |
$0.04 / 2,472 |
10 / 31 |
32.078935% |
-0.031032 |
-0.004212 |
0.026909 |
0.005746 |
-0.000646 |
|
327 |
Legs |
10/27(32) |
PUT |
33.00 / 29.00 |
$83 / $317 / 0.26 |
57.68% / $24.46 / 7.72% / 105.55% |
70.62% / $32.17 |
$0.83 / $0.95 / $0.12 / 191 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
33.00 |
42.32% |
$0.95 / 191 |
$0.99 / 758 |
87 / 4,728 |
27.780106% |
-0.431946 |
-0.019110 |
0.117553 |
0.041076 |
-0.015376 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
29.00 |
3.58% |
$0.10 / 219 |
$0.12 / 585 |
6 / 23 |
31.717812% |
-0.070997 |
-0.006441 |
0.040766 |
0.014245 |
-0.002452 |
|
|
742 |
|
11/17(53) |
CALL |
95.00 / 115.00 |
$336 / $1,664 / 0.20 |
54.47% / $156.35 / 9.40% / 73.57% |
70.37% / $98.36 |
$3.36 / $3.45 / $0.09 / 206 |
51 / 25.30% / 99 |
5 |
Legs |
Vertical |
Bearish |
$93.70 (+0.64%) / 5.12M |
|
Earnings: 11/02 |
|
Bearish / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
95.00 |
45.53% |
$3.45 / 501 |
$3.55 / 532 |
88 / 1,766 |
25.175706% |
0.501499 |
-0.041081 |
0.035958 |
0.147821 |
0.067235 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
115.00 |
0.74% |
$0.08 / 295 |
$0.09 / 206 |
1 / 538 |
24.757199% |
0.052667 |
-0.010707 |
0.009715 |
0.039938 |
0.007372 |
|
624 |
Legs |
11/17(53) |
CALL |
95.00 / 110.00 |
$323 / $1,177 / 0.27 |
54.47% / $103.56 / 8.80% / 67.83% |
69.82% / $98.23 |
$3.23 / $3.45 / $0.22 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
95.00 |
45.53% |
$3.45 / 501 |
$3.55 / 532 |
88 / 1,766 |
25.175706% |
0.501499 |
-0.041081 |
0.035958 |
0.147821 |
0.067235 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
110.00 |
2.90% |
$0.21 / 137 |
$0.22 / 31 |
44 / 1,539 |
23.800041% |
0.107202 |
-0.018466 |
0.016679 |
0.068566 |
0.014904 |
|
946 |
Legs |
12/15(81) |
CALL |
95.00 / 120.00 |
$400 / $2,100 / 0.19 |
53.58% / $178.74 / 8.51% / 40.11% |
69.16% / $99.00 |
$4.00 / $4.10 / $0.10 / 287 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
95.00 |
46.42% |
$4.10 / 287 |
$4.20 / 438 |
1,037 / 1,123 |
23.684109% |
0.514435 |
-0.033965 |
0.029370 |
0.180049 |
0.100673 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
120.00 |
0.79% |
$0.06 / 204 |
$0.10 / 1,221 |
0 / 11 |
23.461858% |
0.056168 |
-0.009275 |
0.008368 |
0.051298 |
0.011593 |
|
804 |
Legs |
11/17(53) |
CALL |
95.00 / 120.00 |
$340 / $2,160 / 0.16 |
54.47% / $177.94 / 8.24% / 62.59% |
70.55% / $98.40 |
$3.40 / $3.45 / $0.05 / 501 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
95.00 |
45.53% |
$3.45 / 501 |
$3.55 / 532 |
88 / 1,766 |
25.175706% |
0.501499 |
-0.041081 |
0.035958 |
0.147821 |
0.067235 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
120.00 |
0.16% |
$0.04 / 287 |
$0.05 / 504 |
2 / 314 |
26.649630% |
0.023768 |
-0.005562 |
0.005064 |
0.020817 |
0.003344 |
|
930 |
Legs |
12/15(81) |
CALL |
95.00 / 115.00 |
$392 / $1,608 / 0.24 |
53.58% / $130.62 / 8.12% / 38.05% |
68.87% / $98.92 |
$3.92 / $4.10 / $0.18 / 287 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
95.00 |
46.42% |
$4.10 / 287 |
$4.20 / 438 |
1,037 / 1,123 |
23.684109% |
0.514435 |
-0.033965 |
0.029370 |
0.180049 |
0.100673 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
115.00 |
2.32% |
$0.14 / 308 |
$0.18 / 462 |
0 / 33 |
22.340017% |
0.098257 |
-0.014263 |
0.012815 |
0.078559 |
0.020153 |
|
176 |
Legs |
11/17(53) |
PUT |
90.00 / 75.00 |
$180 / $1,320 / 0.14 |
72.73% / $104.33 / 7.90% / 59.53% |
79.55% / $88.20 |
$1.80 / $2.07 / $0.27 / 79 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
90.00 |
27.27% |
$2.07 / 79 |
$2.12 / 605 |
95 / 4,172 |
27.336297% |
-0.318717 |
-0.032318 |
0.032226 |
0.132479 |
-0.050644 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
0.98% |
$0.26 / 171 |
$0.27 / 206 |
0 / 175 |
36.179529% |
-0.021626 |
-0.004872 |
0.004677 |
0.019225 |
-0.003322 |
|
|
574 |
|
11/17(53) |
PUT |
10.00 / 9.00 |
$45 / $55 / 0.82 |
58.75% / $5.15 / 9.37% / 73.33% |
63.99% / $9.55 |
$0.45 / $1.15 / $0.70 / 1,521 |
4 / 13.74% / 39 |
5 |
Legs |
Vertical |
Bullish |
$10.08 (-11.19%) / 5.9M |
|
|
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
41.25% |
$1.15 / 2,107 |
$1.20 / 2,344 |
55 / 49 |
81.419211% |
-0.392253 |
-0.014805 |
0.084768 |
0.015416 |
-0.008830 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
30.23% |
$0.65 / 3,724 |
$0.70 / 1,521 |
20 / 8 |
79.164856% |
-0.304933 |
-0.013573 |
0.077316 |
0.014061 |
-0.006630 |
|
561 |
Legs |
11/17(53) |
PUT |
10.00 / 8.00 |
$80 / $120 / 0.67 |
58.75% / $7.68 / 6.40% / 46.36% |
67.75% / $9.20 |
$0.80 / $1.15 / $0.35 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
41.25% |
$1.15 / 2,107 |
$1.20 / 2,344 |
55 / 49 |
81.419211% |
-0.392253 |
-0.014805 |
0.084768 |
0.015416 |
-0.008830 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
21.49% |
$0.30 / 6,558 |
$0.35 / 1 |
11 / 114 |
77.208671% |
-0.219116 |
-0.011501 |
0.065252 |
0.011867 |
-0.004607 |
|
627 |
Legs |
10/20(25) |
PUT |
10.00 / 5.00 |
$70 / $430 / 0.16 |
57.84% / $19.76 / 4.60% / 71.45% |
68.94% / $9.30 |
$0.70 / $0.75 / $0.05 / 3,631 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
10.00 |
42.16% |
$0.75 / 4,294 |
$0.85 / 4,987 |
1,159 / 1,043 |
79.514437% |
-0.411885 |
-0.021263 |
0.120538 |
0.011153 |
-0.004262 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
2.36% |
0 / 0 |
$0.05 / 3,631 |
0 / 7 |
146.812760% |
-0.007937 |
-0.001205 |
0.006753 |
0.000625 |
-0.000072 |
|
542 |
Legs |
10/20(25) |
CALL |
11.00 / 17.00 |
$50 / $550 / 0.09 |
67.50% / $25.27 / 4.59% / 71.44% |
74.39% / $11.50 |
$0.50 / $0.60 / $0.10 / 53 |
|
Underlying |
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 |
11.00 |
32.50% |
$0.60 / 53 |
$0.65 / 4,925 |
732 / 2,502 |
81.978153% |
0.466561 |
-0.022119 |
0.123089 |
0.011389 |
0.003009 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
17.00 |
0.76% |
0 / 0 |
$0.10 / 2,956 |
0 / 60 |
114.090514% |
0.072390 |
-0.007670 |
0.042727 |
0.003953 |
0.000513 |
|
505 |
Legs |
10/20(25) |
CALL |
11.00 / 16.00 |
$50 / $450 / 0.11 |
67.50% / $19.65 / 4.37% / 67.01% |
74.39% / $11.50 |
$0.50 / $0.60 / $0.10 / 53 |
|
Underlying |
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 |
11.00 |
32.50% |
$0.60 / 53 |
$0.65 / 4,925 |
732 / 2,502 |
81.978153% |
0.466561 |
-0.022119 |
0.123089 |
0.011389 |
0.003009 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
16.00 |
1.56% |
$0.05 / 2,299 |
$0.10 / 3,197 |
0 / 74 |
97.790534% |
0.102626 |
-0.009957 |
0.055459 |
0.005131 |
0.000720 |
|
490 |
Legs |
11/17(53) |
PUT |
10.00 / 7.00 |
$100 / $200 / 0.50 |
58.75% / $7.94 / 3.97% / 27.01% |
69.77% / $9.00 |
$1.00 / $1.15 / $0.15 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
41.25% |
$1.15 / 2,107 |
$1.20 / 2,344 |
55 / 49 |
81.419211% |
-0.392253 |
-0.014805 |
0.084768 |
0.015416 |
-0.008830 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
14.92% |
$0.10 / 14,697 |
$0.15 / 10 |
8 / 45 |
76.206358% |
-0.141033 |
-0.008742 |
0.049435 |
0.008990 |
-0.002872 |
|
|
432 |
|
11/17(53) |
CALL |
75.00 / 95.00 |
$360 / $1,640 / 0.22 |
62.51% / $152.54 / 9.30% / 72.65% |
74.48% / $78.60 |
$3.60 / $4.20 / $0.60 / 6 |
41 / 26.66% / 44 |
5 |
Legs |
Vertical |
Bearish |
$71.60 (-0.49%) / 220K |
|
Earnings: 10/30 |
|
Neutral / 2 days 10 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
75.00 |
37.49% |
$4.20 / 6 |
$4.50 / 17 |
0 / 6 |
47.762763% |
0.469334 |
-0.053193 |
0.028008 |
0.113064 |
0.045575 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
95.00 |
2.12% |
$0.50 / 5 |
$0.60 / 36 |
0 / 1 |
48.202007% |
0.101289 |
-0.022898 |
0.012474 |
0.050354 |
0.010393 |
|
226 |
Legs |
11/17(53) |
PUT |
70.00 / 55.00 |
$335 / $1,165 / 0.29 |
62.31% / $94.61 / 8.12% / 61.51% |
73.72% / $66.65 |
$3.35 / $4.10 / $0.75 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
70.00 |
37.69% |
$4.10 / 51 |
$5.10 / 31 |
0 / 7 |
51.770002% |
-0.392618 |
-0.043810 |
0.027068 |
0.109266 |
-0.051023 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
4.92% |
$0.60 / 61 |
$0.75 / 5 |
0 / 3 |
55.435473% |
-0.067591 |
-0.015617 |
0.009203 |
0.037149 |
-0.008306 |
|
874 |
Legs |
12/15(81) |
CALL |
75.00 / 100.00 |
$440 / $2,060 / 0.21 |
60.54% / $162.33 / 7.88% / 36.77% |
72.74% / $79.40 |
$4.40 / $5.00 / $0.60 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
75.00 |
39.46% |
$5.00 / 11 |
$5.50 / 22 |
1 / 20 |
44.755408% |
0.496487 |
-0.044412 |
0.023003 |
0.138473 |
0.069356 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
100.00 |
2.44% |
$0.45 / 40 |
$0.60 / 21 |
0 / 72 |
43.940043% |
0.114679 |
-0.020682 |
0.011170 |
0.067242 |
0.017165 |
|
210 |
Legs |
11/17(53) |
CALL |
80.00 / 95.00 |
$195 / $1,305 / 0.15 |
78.41% / $99.22 / 7.60% / 56.82% |
83.16% / $81.95 |
$1.95 / $2.55 / $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 |
80.00 |
21.59% |
$2.55 / 20 |
$2.70 / 1 |
0 / 32 |
46.829465% |
0.343169 |
-0.048521 |
0.025892 |
0.104520 |
0.033968 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
95.00 |
2.12% |
$0.50 / 5 |
$0.60 / 36 |
0 / 1 |
48.202007% |
0.101289 |
-0.022898 |
0.012474 |
0.050354 |
0.010393 |
|
695 |
Legs |
12/15(81) |
PUT |
70.00 / 50.00 |
$400 / $1,600 / 0.25 |
62.01% / $112.82 / 7.05% / 32.48% |
73.18% / $66.00 |
$4.00 / $4.60 / $0.60 / 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 |
70.00 |
37.99% |
$4.60 / 20 |
$5.00 / 11 |
0 / 27 |
44.899428% |
-0.390755 |
-0.034966 |
0.022136 |
0.133254 |
-0.078315 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
50.00 |
4.23% |
$0.50 / 11 |
$0.60 / 15 |
0 / 21 |
54.834766% |
-0.047171 |
-0.009573 |
0.005676 |
0.034171 |
-0.008767 |
|
593 |
Legs |
12/15(81) |
CALL |
80.00 / 100.00 |
$260 / $1,740 / 0.15 |
74.20% / $110.19 / 6.33% / 28.85% |
79.92% / $82.60 |
$2.60 / $3.20 / $0.60 / 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 |
80.00 |
25.80% |
$3.20 / 19 |
$3.60 / 20 |
0 / 374 |
43.686975% |
0.391086 |
-0.042158 |
0.022141 |
0.133286 |
0.055738 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
100.00 |
2.44% |
$0.45 / 40 |
$0.60 / 21 |
0 / 72 |
43.940043% |
0.114679 |
-0.020682 |
0.011170 |
0.067242 |
0.017165 |
|
|
729 |
|
11/17(53) |
CALL |
18.00 / 24.00 |
$105 / $495 / 0.21 |
55.65% / $46.03 / 9.30% / 72.63% |
71.26% / $19.05 |
$1.05 / $1.20 / $0.15 / 275 |
16 / 3.74% / 44 |
5 |
Legs |
Vertical |
Bearish |
$17.53 (-0.11%) / 494K |
|
Earnings: 11/14 |
|
Neutral / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
18.00 |
44.35% |
$1.20 / 703 |
$1.30 / 116 |
0 / 90 |
47.602399% |
0.517410 |
-0.012944 |
0.116495 |
0.027862 |
0.012294 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
24.00 |
1.17% |
$0.05 / 547 |
$0.15 / 275 |
0 / 109 |
48.247386% |
0.074394 |
-0.004373 |
0.041120 |
0.009835 |
0.001890 |
|
674 |
Legs |
11/17(53) |
CALL |
18.00 / 23.00 |
$100 / $400 / 0.25 |
55.65% / $34.20 / 8.55% / 65.48% |
70.60% / $19.00 |
$1.00 / $1.20 / $0.20 / 294 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
18.00 |
44.35% |
$1.20 / 703 |
$1.30 / 116 |
0 / 90 |
47.602399% |
0.517410 |
-0.012944 |
0.116495 |
0.027862 |
0.012294 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
23.00 |
2.54% |
$0.10 / 264 |
$0.20 / 294 |
0 / 137 |
47.354731% |
0.110520 |
-0.005885 |
0.055147 |
0.013189 |
0.002789 |
|
233 |
Legs |
11/17(53) |
CALL |
19.00 / 24.00 |
$65 / $435 / 0.15 |
70.60% / $35.44 / 8.15% / 61.75% |
78.53% / $19.65 |
$0.65 / $0.80 / $0.15 / 275 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
19.00 |
29.40% |
$0.80 / 625 |
$0.90 / 164 |
0 / 253 |
46.992839% |
0.406754 |
-0.012430 |
0.113406 |
0.027123 |
0.009836 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
24.00 |
1.17% |
$0.05 / 547 |
$0.15 / 275 |
0 / 109 |
48.247386% |
0.074394 |
-0.004373 |
0.041120 |
0.009835 |
0.001890 |
|
169 |
Legs |
11/17(53) |
CALL |
19.00 / 23.00 |
$60 / $340 / 0.18 |
70.60% / $25.20 / 7.41% / 55.13% |
77.98% / $19.60 |
$0.60 / $0.80 / $0.20 / 294 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
19.00 |
29.40% |
$0.80 / 625 |
$0.90 / 164 |
0 / 253 |
46.992839% |
0.406754 |
-0.012430 |
0.113406 |
0.027123 |
0.009836 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
23.00 |
2.54% |
$0.10 / 264 |
$0.20 / 294 |
0 / 137 |
47.354731% |
0.110520 |
-0.005885 |
0.055147 |
0.013189 |
0.002789 |
|
573 |
Legs |
11/17(53) |
CALL |
18.00 / 22.00 |
$95 / $305 / 0.31 |
55.65% / $20.54 / 6.74% / 49.22% |
69.92% / $18.95 |
$0.95 / $1.20 / $0.25 / 184 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
18.00 |
44.35% |
$1.20 / 703 |
$1.30 / 116 |
0 / 90 |
47.602399% |
0.517410 |
-0.012944 |
0.116495 |
0.027862 |
0.012294 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
22.00 |
5.21% |
$0.15 / 294 |
$0.25 / 184 |
0 / 320 |
44.794980% |
0.160129 |
-0.007626 |
0.071155 |
0.017018 |
0.004010 |
|
727 |
Legs |
10/20(25) |
CALL |
18.00 / 21.00 |
$40 / $260 / 0.15 |
57.56% / $4.42 / 1.70% / 22.41% |
66.25% / $18.40 |
$0.40 / $0.50 / $0.10 / 308 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
18.00 |
42.44% |
$0.50 / 321 |
$0.55 / 108 |
0 / 101 |
31.848753% |
0.487745 |
-0.017747 |
0.163401 |
0.019883 |
0.006171 |
NASDAQ / Stock |
| |