1 |
VMW |
11/17(53) |
PUT |
160.00 / 145.00 |
$1,200 / $300 / 4.00 |
64.57% / $668.61 / 222.87% / > 1000% |
76.61% / $148.00 |
$12.00 / $18.50 / $6.50 / 1 |
81 / 67.18% / 72 |
5 |
Legs |
Vertical |
Bullish |
$167.23 (+2.59%) / 2.1M |
|
Earnings: 11/28 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
VMW |
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
2 |
Legs |
11/17(53) |
PUT |
155.00 / 145.00 |
$650 / $350 / 1.86 |
69.97% / $349.65 / 99.90% / > 1000% |
76.17% / $148.50 |
$6.50 / $13.00 / $6.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
155.00 |
30.03% |
$13.00 / 1 |
$20.00 / 3 |
2 / 2 |
90.693539% |
-0.324334 |
-0.133908 |
0.007984 |
0.238418 |
-0.102331 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
11 |
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 |
|
778 |
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 |
|
88 |
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 |
|
151 |
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 |
|
|
|
19 |
AMAM |
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 |
99 / 100.00% / 67 |
5 |
Legs |
Vertical |
Bullish |
$11.0001 (-7.09%) / 249K |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
AMAM |
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 |
|
6 |
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 |
|
17 |
Legs |
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 |
|
Underlying |
Leg |
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 |
5.00 |
16.98% |
$0.85 / 25 |
$0.95 / 20 |
0 / 7 |
264.950502% |
-0.096801 |
-0.025662 |
0.009896 |
0.007598 |
-0.004622 |
|
4 |
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 |
|
7 |
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 |
|
3 |
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 |
|
|
20 |
NLY |
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 |
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 12 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 |
18.50 |
3.25% |
$0.04 / 201 |
$0.05 / 434 |
30 / 281 |
38.057528% |
-0.085582 |
-0.011363 |
0.138511 |
0.004625 |
-0.000385 |
|
46 |
Legs |
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 |
|
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 |
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 |
|
60 |
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 |
|
81 |
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 |
|
112 |
Legs |
09/29(4) |
PUT |
19.50 / 17.00 |
$28 / $222 / 0.13 |
72.67% / $20.27 / 9.13% / > 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 |
17.00 |
0.02% |
0 / 0 |
$0.02 / 27 |
0 / 7 |
58.468178% |
-0.002083 |
-0.000472 |
0.005827 |
0.000195 |
-0.000009 |
|
96 |
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 |
|
|
21 |
NKE |
09/29(4) |
CALL |
94.00 / 97.00 |
$76 / $224 / 0.34 |
73.88% / $19.17 / 8.56% / > 1000% |
78.72% / $94.76 |
$0.76 / $1.57 / $0.81 / 39 |
95 / 81.40% / 64 |
5 |
Legs |
Vertical |
Bearish |
$90.90 (-0.75%) / 9.29M |
|
Earnings: 10/05 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
NKE |
Short (Sell) |
09/29/2023 (W) |
CALL |
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 |
97.00 |
10.51% |
$0.77 / 202 |
$0.81 / 175 |
248 / 1,236 |
50.658085% |
0.212776 |
-0.125998 |
0.042352 |
0.039135 |
0.004070 |
|
23 |
Legs |
09/29(4) |
CALL |
94.00 / 96.00 |
$55 / $145 / 0.38 |
73.88% / $11.13 / 7.67% / > 1000% |
77.44% / $94.55 |
$0.55 / $1.57 / $1.02 / 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 |
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 |
96.00 |
14.67% |
$0.98 / 165 |
$1.02 / 8 |
190 / 665 |
50.664295% |
0.254862 |
-0.139404 |
0.046812 |
0.043256 |
0.004863 |
|
29 |
Legs |
09/29(4) |
PUT |
88.00 / 87.00 |
$29 / $71 / 0.41 |
75.11% / $5.81 / 8.18% / > 1000% |
76.98% / $87.71 |
$0.29 / $1.51 / $1.22 / 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 |
87.00 |
18.82% |
$1.17 / 356 |
$1.22 / 74 |
113 / 1,061 |
52.771814% |
-0.258444 |
-0.136402 |
0.047153 |
0.043572 |
-0.005400 |
|
32 |
Legs |
09/29(4) |
PUT |
88.00 / 85.00 |
$77 / $223 / 0.35 |
75.11% / $23.11 / 10.36% / > 1000% |
79.88% / $87.23 |
$0.77 / $1.51 / $0.74 / 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 |
85.00 |
9.83% |
$0.72 / 36 |
$0.74 / 24 |
1,449 / 4,502 |
53.394817% |
-0.169315 |
-0.106753 |
0.036807 |
0.034011 |
-0.003519 |
|
36 |
Legs |
09/29(4) |
PUT |
88.00 / 86.00 |
$55 / $145 / 0.38 |
75.11% / $13.38 / 9.23% / > 1000% |
78.58% / $87.45 |
$0.55 / $1.51 / $0.96 / 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 |
86.00 |
13.81% |
$0.92 / 215 |
$0.96 / 121 |
155 / 1,263 |
53.065664% |
-0.211388 |
-0.122217 |
0.042190 |
0.038985 |
-0.004404 |
|
97 |
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 |
|
|
25 |
MU |
09/29(4) |
PUT |
67.50 / 64.50 |
$77 / $223 / 0.35 |
70.31% / $15.29 / 6.86% / > 1000% |
76.39% / $66.73 |
$0.77 / $1.25 / $0.48 / 121 |
95 / 47.15% / 51 |
5 |
Legs |
Vertical |
Bullish |
$68.86 (+1.41%) / 15.49M |
|
Earnings: 10/05 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
MU |
Short (Sell) |
09/29/2023 (W) |
PUT |
67.50 |
29.69% |
$1.25 / 121 |
$1.26 / 6 |
148 / 284 |
52.197085% |
-0.346224 |
-0.133365 |
0.062485 |
0.037953 |
-0.005588 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
64.50 |
10.66% |
$0.47 / 211 |
$0.48 / 284 |
14 / 114 |
52.917037% |
-0.176015 |
-0.094080 |
0.043822 |
0.026617 |
-0.002809 |
|
26 |
Legs |
09/29(4) |
PUT |
66.50 / 66.00 |
$13 / $37 / 0.35 |
78.05% / $2.50 / 6.74% / > 1000% |
78.95% / $66.37 |
$0.13 / $0.93 / $0.80 / 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) |
PUT |
66.50 |
21.95% |
$0.93 / 16 |
$0.94 / 291 |
90 / 268 |
52.513274% |
-0.283926 |
-0.122791 |
0.057399 |
0.034864 |
-0.004564 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
66.00 |
18.60% |
$0.79 / 48 |
$0.80 / 161 |
362 / 918 |
52.526741% |
-0.254610 |
-0.116373 |
0.054344 |
0.033009 |
-0.004085 |
|
27 |
Legs |
09/29(4) |
PUT |
67.00 / 66.00 |
$28 / $72 / 0.39 |
74.34% / $4.46 / 6.19% / > 1000% |
76.46% / $66.72 |
$0.28 / $1.08 / $0.80 / 161 |
|
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 |
67.00 |
25.66% |
$1.08 / 176 |
$1.09 / 47 |
348 / 583 |
52.312079% |
-0.314531 |
-0.128491 |
0.060129 |
0.036522 |
-0.005066 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
66.00 |
18.60% |
$0.79 / 48 |
$0.80 / 161 |
362 / 918 |
52.526741% |
-0.254610 |
-0.116373 |
0.054344 |
0.033009 |
-0.004085 |
|
28 |
Legs |
09/29(4) |
PUT |
67.50 / 65.00 |
$68 / $182 / 0.37 |
70.31% / $11.51 / 6.33% / > 1000% |
75.72% / $66.82 |
$0.68 / $1.25 / $0.57 / 7 |
|
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 |
67.50 |
29.69% |
$1.25 / 121 |
$1.26 / 6 |
148 / 284 |
52.197085% |
-0.346224 |
-0.133365 |
0.062485 |
0.037953 |
-0.005588 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
65.00 |
12.96% |
$0.56 / 179 |
$0.57 / 7 |
186 / 922 |
52.680124% |
-0.200521 |
-0.101882 |
0.047493 |
0.028847 |
-0.003205 |
|
30 |
Legs |
09/29(4) |
PUT |
67.00 / 65.50 |
$40 / $110 / 0.36 |
74.34% / $6.87 / 6.25% / > 1000% |
77.33% / $66.60 |
$0.40 / $1.08 / $0.68 / 176 |
|
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 |
67.00 |
25.66% |
$1.08 / 176 |
$1.09 / 47 |
348 / 583 |
52.312079% |
-0.314531 |
-0.128491 |
0.060129 |
0.036522 |
-0.005066 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
65.50 |
15.60% |
$0.66 / 412 |
$0.68 / 345 |
50 / 184 |
52.514552% |
-0.226758 |
-0.109360 |
0.051022 |
0.030991 |
-0.003631 |
|
109 |
Legs |
10/06(11) |
CALL |
74.00 / 80.00 |
$71 / $529 / 0.13 |
78.88% / $19.97 / 3.78% / 133.72% |
82.15% / $74.71 |
$0.71 / $0.85 / $0.14 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
74.00 |
21.12% |
$0.85 / 46 |
$0.87 / 111 |
394 / 321 |
42.564018% |
0.319795 |
-0.098498 |
0.044218 |
0.050359 |
0.008484 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
80.00 |
3.81% |
$0.13 / 173 |
$0.14 / 6 |
6 / 440 |
42.075243% |
0.127475 |
-0.057114 |
0.025813 |
0.029398 |
0.003440 |
|
|
34 |
ACN |
09/29(4) |
CALL |
325.00 / 335.00 |
$245 / $755 / 0.33 |
70.37% / $47.08 / 6.24% / > 1000% |
76.41% / $327.45 |
$2.45 / $4.20 / $1.75 / 32 |
99 / 100.00% / 13 |
5 |
Legs |
Vertical |
Bearish |
$316.09 (+1.31%) / 1.99M |
|
Earnings: 09/28 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
ACN |
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 |
335.00 |
10.03% |
$1.55 / 34 |
$1.75 / 83 |
29 / 478 |
36.806437% |
0.204200 |
-0.342381 |
0.014897 |
0.133457 |
0.013770 |
|
42 |
Legs |
09/29(4) |
CALL |
325.00 / 337.50 |
$285 / $965 / 0.30 |
70.37% / $76.49 / 7.93% / > 1000% |
77.32% / $327.85 |
$2.85 / $4.20 / $1.35 / 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 |
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 |
337.50 |
7.18% |
$1.15 / 46 |
$1.35 / 77 |
1 / 14 |
36.565946% |
0.170807 |
-0.306276 |
0.013339 |
0.119502 |
0.011536 |
|
48 |
Legs |
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 |
|
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 |
|
50 |
Legs |
09/29(4) |
PUT |
312.50 / 300.00 |
$290 / $960 / 0.30 |
67.79% / $57.26 / 5.96% / > 1000% |
75.21% / $309.60 |
$2.90 / $4.60 / $1.70 / 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) |
PUT |
312.50 |
32.21% |
$4.60 / 61 |
$4.90 / 57 |
8 / 91 |
39.008137% |
-0.368424 |
-0.437530 |
0.019813 |
0.177499 |
-0.026775 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
300.00 |
8.18% |
$1.55 / 80 |
$1.70 / 8 |
35 / 114 |
40.820511% |
-0.154262 |
-0.278006 |
0.012483 |
0.111836 |
-0.011098 |
|
53 |
Legs |
09/29(4) |
PUT |
310.00 / 300.00 |
$210 / $790 / 0.27 |
74.25% / $48.95 / 6.20% / > 1000% |
79.07% / $307.90 |
$2.10 / $3.80 / $1.70 / 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) |
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 |
300.00 |
8.18% |
$1.55 / 80 |
$1.70 / 8 |
35 / 114 |
40.820511% |
-0.154262 |
-0.278006 |
0.012483 |
0.111836 |
-0.011098 |
|
75 |
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 |
|
|
35 |
KMX |
09/29(4) |
CALL |
80.00 / 84.00 |
$105 / $295 / 0.36 |
70.09% / $17.50 / 5.93% / > 1000% |
75.78% / $81.05 |
$1.05 / $2.35 / $1.30 / 41 |
99 / 100.00% / 30 |
5 |
Legs |
Vertical |
Bearish |
$76.90 (-2.53%) / 1.9M |
|
Earnings: 10/05 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
KMX |
Short (Sell) |
09/29/2023 (W) |
CALL |
80.00 |
29.91% |
$2.35 / 41 |
$2.50 / 2 |
115 / 193 |
80.001463% |
0.391008 |
-0.209069 |
0.044818 |
0.043781 |
0.006114 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
84.00 |
12.06% |
$1.20 / 5 |
$1.30 / 73 |
0 / 159 |
78.653320% |
0.237203 |
-0.167529 |
0.036055 |
0.035221 |
0.003757 |
|
38 |
Legs |
09/29(4) |
CALL |
80.00 / 85.00 |
$125 / $375 / 0.33 |
70.09% / $28.74 / 7.66% / > 1000% |
76.79% / $81.25 |
$1.25 / $2.35 / $1.10 / 41 |
|
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 |
80.00 |
29.91% |
$2.35 / 41 |
$2.50 / 2 |
115 / 193 |
80.001463% |
0.391008 |
-0.209069 |
0.044818 |
0.043781 |
0.006114 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
85.00 |
9.20% |
$1.00 / 7 |
$1.10 / 143 |
13 / 96 |
78.595843% |
0.205617 |
-0.154263 |
0.033224 |
0.032455 |
0.003265 |
|
39 |
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 |
|
40 |
Legs |
09/29(4) |
PUT |
74.00 / 69.00 |
$120 / $380 / 0.32 |
71.20% / $29.12 / 7.66% / > 1000% |
77.51% / $72.80 |
$1.20 / $2.30 / $1.10 / 43 |
|
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 |
69.00 |
8.69% |
$0.95 / 273 |
$1.10 / 515 |
126 / 4 |
87.387618% |
-0.146137 |
-0.121193 |
0.026745 |
0.026126 |
-0.002616 |
|
43 |
Legs |
09/29(4) |
CALL |
80.00 / 86.00 |
$140 / $460 / 0.30 |
70.09% / $40.48 / 8.80% / > 1000% |
77.53% / $81.40 |
$1.40 / $2.35 / $0.95 / 41 |
|
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 |
80.00 |
29.91% |
$2.35 / 41 |
$2.50 / 2 |
115 / 193 |
80.001463% |
0.391008 |
-0.209069 |
0.044818 |
0.043781 |
0.006114 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
86.00 |
6.90% |
$0.80 / 112 |
$0.95 / 186 |
1 / 49 |
78.466978% |
0.176996 |
-0.140622 |
0.030306 |
0.029605 |
0.002817 |
|
122 |
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 |
|
|
37 |
ACRS |
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 |
71 / 25.96% / 30 |
5 |
Legs |
Vertical |
Bullish |
$6.59 (-3.37%) / 1.02M |
|
Earnings: 11/14 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
ACRS |
Short (Sell) |
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 |
|
44 |
Legs |
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 |
|
Underlying |
Leg |
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 |
4.00 |
19.12% |
$1.10 / 85 |
$1.55 / 1 |
0 / 79 |
260.276301% |
-0.151757 |
-0.007653 |
0.041286 |
0.007511 |
-0.003987 |
|
45 |
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 |
|
87 |
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 |
|
205 |
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 |
|
22 |
Legs |
11/17(53) |
PUT |
3.00 / 2.00 |
$40 / $60 / 0.67 |
87.44% / $28.07 / 46.79% / 955.49% |
88.98% / $2.60 |
$0.40 / $0.60 / $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 |
3.00 |
12.56% |
$0.60 / 5 |
$0.80 / 40 |
0 / 630 |
297.553444% |
-0.068436 |
-0.005314 |
0.028312 |
0.003454 |
-0.001007 |
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 |
|
|
41 |
CCL |
09/29(4) |
PUT |
13.50 / 12.50 |
$24 / $76 / 0.32 |
71.88% / $5.72 / 7.53% / > 1000% |
77.81% / $13.26 |
$0.24 / $0.38 / $0.14 / 637 |
99 / 100.00% / 72 |
5 |
Legs |
Vertical |
Bullish |
$14.04 (-2.84%) / 21.3M |
|
Earnings: 09/29 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
CCL |
Short (Sell) |
09/29/2023 (W) |
PUT |
13.50 |
28.12% |
$0.38 / 1,794 |
$0.39 / 37 |
1,629 / 6,946 |
81.407599% |
-0.328144 |
-0.039886 |
0.201392 |
0.007572 |
-0.001109 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
12.50 |
9.06% |
$0.13 / 1,882 |
$0.14 / 637 |
149 / 739 |
83.661609% |
-0.146347 |
-0.025441 |
0.127829 |
0.004806 |
-0.000485 |
|
54 |
Legs |
09/29(4) |
PUT |
13.50 / 12.00 |
$30 / $120 / 0.25 |
71.88% / $11.33 / 9.44% / > 1000% |
79.16% / $13.20 |
$0.30 / $0.38 / $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 |
13.50 |
28.12% |
$0.38 / 1,794 |
$0.39 / 37 |
1,629 / 6,946 |
81.407599% |
-0.328144 |
-0.039886 |
0.201392 |
0.007572 |
-0.001109 |
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 |
|
58 |
Legs |
09/29(4) |
CALL |
15.00 / 16.00 |
$20 / $80 / 0.25 |
75.95% / $5.44 / 6.80% / > 1000% |
80.46% / $15.20 |
$0.20 / $0.34 / $0.14 / 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 |
15.00 |
24.05% |
$0.34 / 817 |
$0.35 / 25 |
2,231 / 1,841 |
79.555865% |
0.349673 |
-0.042089 |
0.206378 |
0.007759 |
0.000998 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
16.00 |
7.31% |
$0.13 / 1,071 |
$0.14 / 5 |
870 / 3,304 |
79.081697% |
0.185291 |
-0.030267 |
0.148923 |
0.005599 |
0.000537 |
|
71 |
Legs |
09/29(4) |
PUT |
13.50 / 11.50 |
$33 / $167 / 0.20 |
71.88% / $16.84 / 10.08% / > 1000% |
79.81% / $13.17 |
$0.33 / $0.38 / $0.05 / 1,190 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
13.50 |
28.12% |
$0.38 / 1,794 |
$0.39 / 37 |
1,629 / 6,946 |
81.407599% |
-0.328144 |
-0.039886 |
0.201392 |
0.007572 |
-0.001109 |
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 |
|
77 |
Legs |
09/29(4) |
CALL |
15.00 / 16.50 |
$25 / $125 / 0.20 |
75.95% / $10.67 / 8.54% / > 1000% |
81.50% / $15.25 |
$0.25 / $0.34 / $0.09 / 247 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
15.00 |
24.05% |
$0.34 / 817 |
$0.35 / 25 |
2,231 / 1,841 |
79.555865% |
0.349673 |
-0.042089 |
0.206378 |
0.007759 |
0.000998 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
16.50 |
3.51% |
$0.08 / 1,072 |
$0.09 / 247 |
641 / 1,749 |
80.275349% |
0.127528 |
-0.023619 |
0.116348 |
0.004374 |
0.000372 |
|
85 |
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 |
|
|
51 |
COST |
09/29(4) |
CALL |
572.50 / 590.00 |
$351 / $1,399 / 0.25 |
72.70% / $104.08 / 7.44% / > 1000% |
78.72% / $576.01 |
$3.51 / $5.05 / $1.54 / 15 |
99 / 100.00% / 97 |
5 |
Legs |
Vertical |
Bearish |
$558.88 (+0.68%) / 1.53M |
|
Earnings: 09/28 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
COST |
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 |
590.00 |
6.00% |
$1.42 / 18 |
$1.54 / 15 |
186 / 303 |
28.211498% |
0.153228 |
-0.395219 |
0.009044 |
0.196566 |
0.018409 |
|
59 |
Legs |
09/29(4) |
CALL |
570.00 / 590.00 |
$441 / $1,559 / 0.28 |
67.93% / $123.83 / 7.94% / > 1000% |
76.08% / $574.41 |
$4.41 / $5.95 / $1.54 / 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) |
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 |
590.00 |
6.00% |
$1.42 / 18 |
$1.54 / 15 |
186 / 303 |
28.211498% |
0.153228 |
-0.395219 |
0.009044 |
0.196566 |
0.018409 |
|
63 |
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 |
|
70 |
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 |
|
73 |
Legs |
09/29(4) |
CALL |
575.00 / 590.00 |
$271 / $1,229 / 0.22 |
77.08% / $82.48 / 6.71% / > 1000% |
81.33% / $577.71 |
$2.71 / $4.25 / $1.54 / 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) |
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 |
590.00 |
6.00% |
$1.42 / 18 |
$1.54 / 15 |
186 / 303 |
28.211498% |
0.153228 |
-0.395219 |
0.009044 |
0.196566 |
0.018409 |
|
91 |
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 |
|
|
52 |
|
09/29(4) |
PUT |
94.00 / 91.00 |
$65 / $235 / 0.28 |
68.50% / $15.35 / 6.53% / > 1000% |
75.89% / $93.35 |
$0.65 / $1.00 / $0.35 / 275 |
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 12 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 |
91.00 |
6.81% |
$0.25 / 300 |
$0.35 / 590 |
15 / 39 |
29.643497% |
-0.141679 |
-0.059753 |
0.052796 |
0.031670 |
-0.003030 |
|
67 |
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 |
|
72 |
Legs |
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 |
|
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 |
|
92 |
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 |
|
144 |
Legs |
09/29(4) |
PUT |
93.00 / 90.00 |
$40 / $260 / 0.15 |
79.42% / $15.45 / 5.94% / > 1000% |
83.05% / $92.60 |
$0.40 / $0.65 / $0.25 / 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 |
90.00 |
3.44% |
$0.15 / 257 |
$0.25 / 383 |
11 / 350 |
30.564721% |
-0.093289 |
-0.044399 |
0.039242 |
0.023539 |
-0.001991 |
|
113 |
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 |
|
|
104 |
|
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 |
99 / 100.00% / 4 |
5 |
Legs |
Vertical |
Bullish |
$80.19 (-0.61%) / 8.7M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
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 |
|
147 |
Legs |
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 |
|
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 |
|
220 |
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 |
|
69 |
Legs |
09/29(4) |
PUT |
80.00 / 78.00 |
$51 / $149 / 0.34 |
63.93% / $5.23 / 3.51% / 326.00% |
72.10% / $79.49 |
$0.51 / $0.81 / $0.30 / 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 |
78.00 |
10.61% |
$0.23 / 145 |
$0.30 / 15 |
6 / 104 |
24.789780% |
-0.187157 |
-0.053598 |
0.083165 |
0.032125 |
-0.003386 |
|
162 |
Legs |
09/29(4) |
PUT |
79.00 / 77.00 |
$25 / $175 / 0.14 |
78.96% / $5.80 / 3.31% / 293.19% |
82.02% / $78.75 |
$0.25 / $0.43 / $0.18 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
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 |
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 |
|
84 |
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 |
|
|
171 |
|
09/29(4) |
CALL |
9.00 / 11.50 |
$25 / $225 / 0.11 |
77.31% / $13.77 / 6.12% / > 1000% |
82.03% / $9.25 |
$0.25 / $0.29 / $0.04 / 42 |
79 / 64.52% / 76 |
5 |
Legs |
Vertical |
Bearish |
$8.11 (+4.38%) / 2.98M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
9.00 |
22.69% |
$0.29 / 42 |
$0.30 / 10 |
590 / 4,227 |
130.635209% |
0.369482 |
-0.046123 |
0.194338 |
0.004503 |
0.000558 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
11.50 |
1.24% |
$0.03 / 276 |
$0.04 / 128 |
122 / 149 |
139.400993% |
0.088413 |
-0.019531 |
0.082522 |
0.001912 |
0.000140 |
|
227 |
Legs |
09/29(4) |
CALL |
9.00 / 12.00 |
$26 / $274 / 0.10 |
77.31% / $16.68 / 6.09% / > 1000% |
82.20% / $9.26 |
$0.26 / $0.29 / $0.03 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
9.00 |
22.69% |
$0.29 / 42 |
$0.30 / 10 |
590 / 4,227 |
130.635209% |
0.369482 |
-0.046123 |
0.194338 |
0.004503 |
0.000558 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
12.00 |
0.61% |
$0.02 / 447 |
$0.03 / 166 |
134 / 3,030 |
143.334905% |
0.063352 |
-0.015143 |
0.064001 |
0.001483 |
0.000101 |
|
384 |
Legs |
09/29(4) |
CALL |
8.50 / 11.00 |
$37 / $213 / 0.17 |
65.56% / $13.85 / 6.50% / > 1000% |
74.55% / $8.87 |
$0.37 / $0.43 / $0.06 / 78 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
8.50 |
34.44% |
$0.43 / 78 |
$0.45 / 18 |
979 / 5,579 |
129.058596% |
0.461763 |
-0.048588 |
0.204488 |
0.004739 |
0.000685 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
11.00 |
2.42% |
$0.05 / 231 |
$0.06 / 107 |
189 / 557 |
138.305650% |
0.121788 |
-0.024643 |
0.104087 |
0.002412 |
0.000192 |
|
450 |
Legs |
09/29(4) |
CALL |
8.50 / 11.50 |
$39 / $261 / 0.15 |
65.56% / $18.88 / 7.23% / > 1000% |
74.99% / $8.89 |
$0.39 / $0.43 / $0.04 / 78 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
8.50 |
34.44% |
$0.43 / 78 |
$0.45 / 18 |
979 / 5,579 |
129.058596% |
0.461763 |
-0.048588 |
0.204488 |
0.004739 |
0.000685 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
11.50 |
1.24% |
$0.03 / 276 |
$0.04 / 128 |
122 / 149 |
139.400993% |
0.088413 |
-0.019531 |
0.082522 |
0.001912 |
0.000140 |
|
614 |
Legs |
09/29(4) |
PUT |
8.00 / 5.50 |
$52 / $198 / 0.26 |
55.29% / $13.12 / 6.62% / > 1000% |
69.56% / $7.48 |
$0.52 / $0.54 / $0.02 / 97 |
|
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 |
8.00 |
44.71% |
$0.54 / 661 |
$0.58 / 1,252 |
188 / 2,979 |
125.972895% |
-0.438164 |
-0.047305 |
0.202960 |
0.004703 |
-0.000935 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
5.50 |
3.83% |
0 / 0 |
$0.02 / 97 |
0 / 132 |
143.845634% |
-0.043562 |
-0.011159 |
0.047549 |
0.001102 |
-0.000085 |
|
286 |
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 |
|
|
198 |
|
09/29(4) |
CALL |
5.50 / 6.50 |
$9 / $91 / 0.10 |
76.53% / $5.42 / 5.96% / > 1000% |
81.26% / $5.59 |
$0.09 / $0.13 / $0.04 / 253 |
83 / 43.33% / 62 |
5 |
Legs |
Vertical |
Bearish |
$5.18 (+1.17%) / 5.71M |
|
Earnings: 09/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
5.50 |
23.47% |
$0.13 / 253 |
$0.14 / 16 |
331 / 3,739 |
88.772316% |
0.349923 |
-0.017520 |
0.495122 |
0.002818 |
0.000358 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
6.50 |
0.80% |
$0.03 / 55 |
$0.04 / 1,342 |
46 / 579 |
112.865679% |
0.062587 |
-0.005794 |
0.164588 |
0.000937 |
0.000066 |
|
266 |
Legs |
09/29(4) |
PUT |
5.00 / 4.00 |
$16 / $84 / 0.19 |
62.96% / $6.82 / 8.12% / > 1000% |
73.64% / $4.84 |
$0.16 / $0.19 / $0.03 / 662 |
|
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 |
5.00 |
37.04% |
$0.19 / 807 |
$0.20 / 18 |
120 / 1,660 |
86.768062% |
-0.393819 |
-0.017706 |
0.514316 |
0.002928 |
-0.000493 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
4.00 |
1.86% |
$0.01 / 77 |
$0.03 / 662 |
10 / 626 |
110.453035% |
-0.035720 |
-0.003649 |
0.105037 |
0.000598 |
-0.000043 |
|
389 |
Legs |
09/29(4) |
PUT |
5.00 / 3.50 |
$18 / $132 / 0.14 |
62.96% / $10.73 / 8.13% / > 1000% |
74.84% / $4.82 |
$0.18 / $0.19 / $0.01 / 25 |
|
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 |
5.00 |
37.04% |
$0.19 / 807 |
$0.20 / 18 |
120 / 1,660 |
86.768062% |
-0.393819 |
-0.017706 |
0.514316 |
0.002928 |
-0.000493 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
3.50 |
0.21% |
0 / 0 |
$0.01 / 25 |
0 / 1,379 |
138.028126% |
-0.003262 |
-0.000459 |
0.013189 |
0.000075 |
-0.000004 |
|
501 |
Legs |
09/29(4) |
PUT |
5.00 / 3.00 |
$18 / $182 / 0.10 |
62.96% / $11.27 / 6.19% / > 1000% |
74.84% / $4.82 |
$0.18 / $0.19 / $0.01 / 83 |
|
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 |
5.00 |
37.04% |
$0.19 / 807 |
$0.20 / 18 |
120 / 1,660 |
86.768062% |
-0.393819 |
-0.017706 |
0.514316 |
0.002928 |
-0.000493 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
3.00 |
0.02% |
0 / 0 |
$0.01 / 83 |
0 / 71 |
185.306386% |
-0.000079 |
-0.000015 |
0.000422 |
0.000002 |
0.000000 |
|
292 |
Legs |
09/29(4) |
CALL |
5.50 / 7.00 |
$10 / $140 / 0.07 |
76.53% / $7.42 / 5.30% / 776.12% |
81.74% / $5.60 |
$0.10 / $0.13 / $0.03 / 253 |
|
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 |
5.50 |
23.47% |
$0.13 / 253 |
$0.14 / 16 |
331 / 3,739 |
88.772316% |
0.349923 |
-0.017520 |
0.495122 |
0.002818 |
0.000358 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
7.00 |
0.08% |
$0.02 / 275 |
$0.03 / 351 |
1,059 / 258 |
128.462466% |
0.020545 |
-0.002328 |
0.066218 |
0.000377 |
0.000022 |
|
489 |
Legs |
10/06(11) |
PUT |
5.00 / 3.00 |
$19 / $181 / 0.11 |
60.94% / $9.88 / 5.46% / 237.97% |
70.35% / $4.81 |
$0.19 / $0.23 / $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 |
5.00 |
39.06% |
$0.23 / 28 |
$0.25 / 149 |
51 / 133 |
75.180423% |
-0.402219 |
-0.012911 |
0.377723 |
0.004031 |
-0.000986 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
3.00 |
0.45% |
0 / 0 |
$0.04 / 841 |
0 / 1 |
176.618490% |
-0.002470 |
-0.000260 |
0.007493 |
0.000080 |
-0.000006 |
|
|
209 |
|
09/27(2) |
PUT |
175.00 / 169.00 |
$57 / $543 / 0.11 |
74.47% / $25.39 / 4.68% / > 1000% |
78.86% / $174.43 |
$0.57 / $0.66 / $0.09 / 406 |
90 / 80.02% / 23 |
5 |
Legs |
Vertical |
Bullish |
$176.97 (-0.06%) / 23.17M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/27/2023 (W) |
PUT |
175.00 |
25.53% |
$0.66 / 406 |
$0.68 / 249 |
400 / 1,779 |
18.413991% |
-0.334303 |
-0.185746 |
0.057859 |
0.082817 |
-0.009986 |
ARCA / ETF |
Long (Buy) |
09/27/2023 (W) |
PUT |
169.00 |
1.59% |
$0.08 / 1,435 |
$0.09 / 811 |
3 / 22 |
22.437782% |
-0.078938 |
-0.075965 |
0.023394 |
0.033486 |
-0.002340 |
|
223 |
Legs |
09/27(2) |
PUT |
176.00 / 170.00 |
$85 / $515 / 0.17 |
65.72% / $26.63 / 5.17% / > 1000% |
73.24% / $175.15 |
$0.85 / $0.97 / $0.12 / 119 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/27/2023 (W) |
PUT |
176.00 |
34.28% |
$0.97 / 119 |
$0.99 / 473 |
442 / 1,655 |
18.410476% |
-0.394608 |
-0.195782 |
0.061183 |
0.087574 |
-0.011807 |
ARCA / ETF |
Long (Buy) |
09/27/2023 (W) |
PUT |
170.00 |
2.86% |
$0.11 / 260 |
$0.12 / 2,219 |
204 / 216 |
21.538702% |
-0.106417 |
-0.094651 |
0.029186 |
0.041776 |
-0.003158 |
|
404 |
Legs |
09/25(0) |
PUT |
176.00 / 171.00 |
$23 / $477 / 0.05 |
72.89% / $11.99 / 2.51% / > 1000% |
75.84% / $175.77 |
$0.23 / $0.26 / $0.03 / 515 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/25/2023 (W) |
PUT |
176.00 |
27.11% |
$0.26 / 515 |
$0.28 / 1,615 |
1,579 / 614 |
11.263168% |
-0.376625 |
-0.238099 |
0.073920 |
0.070538 |
-0.007475 |
ARCA / ETF |
Long (Buy) |
09/25/2023 (W) |
PUT |
171.00 |
0.50% |
$0.02 / 3,546 |
$0.03 / 2,829 |
34 / 91 |
17.722430% |
-0.095073 |
-0.107156 |
0.032925 |
0.031418 |
-0.001874 |
|
417 |
Legs |
09/25(0) |
CALL |
179.00 / 184.00 |
$21 / $479 / 0.04 |
72.79% / $10.45 / 2.18% / > 1000% |
75.50% / $179.21 |
$0.21 / $0.22 / $0.01 / 969 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/25/2023 (W) |
CALL |
179.00 |
27.21% |
$0.22 / 969 |
$0.24 / 572 |
1,743 / 608 |
9.825900% |
0.393573 |
-0.252481 |
0.074884 |
0.071457 |
0.007501 |
ARCA / ETF |
Long (Buy) |
09/25/2023 (W) |
CALL |
184.00 |
0.50% |
0 / 0 |
$0.01 / 2,111 |
101 / 834 |
14.713937% |
0.110871 |
-0.122980 |
0.036816 |
0.035131 |
0.002127 |
|
420 |
Legs |
09/25(0) |
PUT |
176.00 / 170.00 |
$24 / $576 / 0.04 |
72.89% / $15.72 / 2.73% / > 1000% |
75.97% / $175.76 |
$0.24 / $0.26 / $0.02 / 515 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/25/2023 (W) |
PUT |
176.00 |
27.11% |
$0.26 / 515 |
$0.28 / 1,615 |
1,579 / 614 |
11.263168% |
-0.376625 |
-0.238099 |
0.073920 |
0.070538 |
-0.007475 |
ARCA / ETF |
Long (Buy) |
09/25/2023 (W) |
PUT |
170.00 |
0.15% |
$0.01 / 3,180 |
$0.02 / 2,405 |
66 / 4,052 |
18.641188% |
-0.065164 |
-0.080594 |
0.024734 |
0.023602 |
-0.001284 |
|
827 |
Legs |
09/25(0) |
CALL |
178.00 / 183.00 |
$52 / $448 / 0.12 |
58.18% / $17.03 / 3.80% / > 1000% |
66.08% / $178.52 |
$0.52 / $0.54 / $0.02 / 355 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/25/2023 (W) |
CALL |
178.00 |
41.82% |
$0.54 / 355 |
$0.55 / 15 |
3,175 / 1,901 |
9.929454% |
0.469525 |
-0.261946 |
0.077435 |
0.073891 |
0.008932 |
ARCA / ETF |
Long (Buy) |
09/25/2023 (W) |
CALL |
183.00 |
1.45% |
$0.01 / 699 |
$0.02 / 2,913 |
152 / 1,687 |
13.469412% |
0.150658 |
-0.152264 |
0.045526 |
0.043443 |
0.002887 |
|
|
291 |
|
09/29(4) |
CALL |
11.50 / 13.00 |
$20 / $130 / 0.15 |
65.40% / $8.06 / 6.20% / > 1000% |
73.64% / $11.70 |
$0.20 / $0.22 / $0.02 / 1 |
20 / 13.97% / 79 |
5 |
Legs |
Vertical |
Bearish |
$11.39 (+2.52%) / 2.44M |
|
Earnings: 11/15 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
11.50 |
34.60% |
$0.22 / 10 |
$0.25 / 14 |
154 / 1,371 |
64.478627% |
0.413217 |
-0.017337 |
0.312247 |
0.006479 |
0.000958 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
13.00 |
1.90% |
$0.01 / 10 |
$0.02 / 1 |
6 / 892 |
61.156038% |
0.088500 |
-0.009655 |
0.130012 |
0.002698 |
0.000211 |
|
471 |
Legs |
09/29(4) |
CALL |
11.50 / 14.00 |
$21 / $229 / 0.09 |
65.40% / $13.26 / 5.79% / 962.65% |
74.02% / $11.71 |
$0.21 / $0.22 / $0.01 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
11.50 |
34.60% |
$0.22 / 10 |
$0.25 / 14 |
154 / 1,371 |
64.478627% |
0.413217 |
-0.017337 |
0.312247 |
0.006479 |
0.000958 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
14.00 |
0.10% |
0 / 0 |
$0.01 / 10 |
0 / 117 |
77.686324% |
0.020810 |
-0.003222 |
0.040685 |
0.000844 |
0.000050 |
|
452 |
Legs |
09/29(4) |
CALL |
11.50 / 13.50 |
$18 / $182 / 0.10 |
65.40% / $9.97 / 5.48% / 840.11% |
72.87% / $11.68 |
$0.18 / $0.22 / $0.04 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
11.50 |
34.60% |
$0.22 / 10 |
$0.25 / 14 |
154 / 1,371 |
64.478627% |
0.413217 |
-0.017337 |
0.312247 |
0.006479 |
0.000958 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
13.50 |
0.48% |
$0.01 / 35 |
$0.04 / 345 |
5 / 236 |
79.314564% |
0.044579 |
-0.005887 |
0.076363 |
0.001585 |
0.000107 |
|
49 |
Legs |
10/06(11) |
CALL |
11.50 / 13.00 |
$31 / $119 / 0.26 |
68.81% / $10.98 / 9.23% / 655.34% |
77.41% / $11.81 |
$0.31 / $0.34 / $0.03 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
11.50 |
31.19% |
$0.34 / 72 |
$0.39 / 14 |
640 / 958 |
77.311293% |
0.392984 |
-0.009445 |
0.222220 |
0.008646 |
0.001665 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
13.00 |
4.47% |
$0.02 / 425 |
$0.03 / 20 |
27 / 768 |
56.630968% |
0.138050 |
-0.008167 |
0.129562 |
0.005041 |
0.000602 |
|
516 |
Legs |
09/29(4) |
CALL |
11.50 / 14.50 |
$21 / $279 / 0.08 |
65.40% / $13.63 / 4.89% / 641.38% |
74.02% / $11.71 |
$0.21 / $0.22 / $0.01 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
11.50 |
34.60% |
$0.22 / 10 |
$0.25 / 14 |
154 / 1,371 |
64.478627% |
0.413217 |
-0.017337 |
0.312247 |
0.006479 |
0.000958 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
14.50 |
0.02% |
0 / 0 |
$0.01 / 10 |
0 / 107 |
87.122907% |
0.009061 |
-0.001606 |
0.019877 |
0.000412 |
0.000022 |
|
76 |
Legs |
10/06(11) |
CALL |
11.50 / 13.50 |
$30 / $170 / 0.18 |
68.81% / $13.97 / 8.22% / 510.92% |
77.16% / $11.80 |
$0.30 / $0.34 / $0.04 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
11.50 |
31.19% |
$0.34 / 72 |
$0.39 / 14 |
640 / 958 |
77.311293% |
0.392984 |
-0.009445 |
0.222220 |
0.008646 |
0.001665 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
13.50 |
1.92% |
0 / 0 |
$0.04 / 165 |
0 / 27 |
71.472014% |
0.089659 |
-0.006364 |
0.095405 |
0.003712 |
0.000394 |
|
|
319 |
|
09/29(4) |
PUT |
15.50 / 13.00 |
$26 / $224 / 0.12 |
65.24% / $15.29 / 6.83% / > 1000% |
74.11% / $15.24 |
$0.26 / $0.28 / $0.02 / 7 |
53 / 38.06% / 72 |
5 |
Legs |
Vertical |
Bullish |
$15.70 (-7.21%) / 16.8M |
|
Earnings: 11/14 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
15.50 |
34.76% |
$0.28 / 1,228 |
$0.32 / 471 |
526 / 308 |
49.199807% |
-0.383382 |
-0.033892 |
0.262507 |
0.008956 |
-0.001422 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
13.00 |
0.36% |
0 / 0 |
$0.02 / 7 |
0 / 2 |
72.891689% |
-0.013451 |
-0.003106 |
0.023706 |
0.000809 |
-0.000048 |
|
368 |
Legs |
09/29(4) |
PUT |
15.50 / 12.50 |
$27 / $273 / 0.10 |
65.24% / $17.09 / 6.26% / > 1000% |
74.43% / $15.23 |
$0.27 / $0.28 / $0.01 / 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 |
15.50 |
34.76% |
$0.28 / 1,228 |
$0.32 / 471 |
526 / 308 |
49.199807% |
-0.383382 |
-0.033892 |
0.262507 |
0.008956 |
-0.001422 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
12.50 |
0.09% |
0 / 0 |
$0.01 / 1 |
0 / 22 |
76.133912% |
-0.004142 |
-0.001103 |
0.008405 |
0.000287 |
-0.000015 |
|
678 |
Legs |
09/29(4) |
CALL |
16.00 / 18.00 |
$34 / $166 / 0.21 |
56.81% / $12.42 / 7.48% / > 1000% |
69.44% / $16.34 |
$0.34 / $0.37 / $0.03 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
16.00 |
43.19% |
$0.37 / 13 |
$0.38 / 79 |
292 / 279 |
47.305120% |
0.480344 |
-0.037104 |
0.273979 |
0.009347 |
0.001555 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
18.00 |
1.98% |
$0.02 / 137 |
$0.03 / 435 |
304 / 1,260 |
51.272652% |
0.091342 |
-0.015097 |
0.112893 |
0.003851 |
0.000304 |
|
769 |
Legs |
09/29(4) |
CALL |
16.00 / 18.50 |
$35 / $215 / 0.16 |
56.81% / $17.02 / 7.91% / > 1000% |
69.78% / $16.35 |
$0.35 / $0.37 / $0.02 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
16.00 |
43.19% |
$0.37 / 13 |
$0.38 / 79 |
292 / 279 |
47.305120% |
0.480344 |
-0.037104 |
0.273979 |
0.009347 |
0.001555 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
18.50 |
0.63% |
$0.01 / 75 |
$0.02 / 36 |
87 / 992 |
54.667049% |
0.051440 |
-0.009687 |
0.072538 |
0.002475 |
0.000172 |
|
831 |
Legs |
09/29(4) |
CALL |
16.00 / 19.00 |
$35 / $265 / 0.13 |
56.81% / $18.91 / 7.14% / > 1000% |
69.78% / $16.35 |
$0.35 / $0.37 / $0.02 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
16.00 |
43.19% |
$0.37 / 13 |
$0.38 / 79 |
292 / 279 |
47.305120% |
0.480344 |
-0.037104 |
0.273979 |
0.009347 |
0.001555 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
19.00 |
0.17% |
0 / 0 |
$0.02 / 29 |
57 / 320 |
65.379724% |
0.027328 |
-0.005775 |
0.043293 |
0.001477 |
0.000092 |
|
719 |
Legs |
10/06(11) |
CALL |
16.00 / 19.00 |
$47 / $253 / 0.19 |
55.33% / $16.84 / 6.66% / 337.77% |
67.99% / $16.47 |
$0.47 / $0.50 / $0.03 / 133 |
|
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 |
16.00 |
44.67% |
$0.50 / 321 |
$0.52 / 35 |
25 / 20 |
44.551820% |
0.500111 |
-0.027379 |
0.200329 |
0.012814 |
0.002954 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
19.00 |
1.73% |
$0.01 / 487 |
$0.03 / 133 |
11 / 411 |
47.527979% |
0.085803 |
-0.010563 |
0.078691 |
0.005034 |
0.000528 |
|
|
391 |
|
09/29(4) |
CALL |
28.00 / 32.00 |
$55 / $345 / 0.16 |
64.23% / $20.99 / 6.08% / > 1000% |
72.89% / $28.55 |
$0.55 / $0.65 / $0.10 / 8 |
83 / 58.26% / 11 |
5 |
Legs |
Vertical |
Bearish |
$27.15 (+0.78%) / 860K |
|
Earnings: 10/27 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
28.00 |
35.77% |
$0.65 / 27 |
$0.80 / 92 |
403 / 22 |
63.835781% |
0.435578 |
-0.079763 |
0.123581 |
0.015890 |
0.002392 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
32.00 |
2.04% |
$0.05 / 199 |
$0.10 / 8 |
1 / 19 |
68.559471% |
0.095996 |
-0.034225 |
0.053459 |
0.006874 |
0.000544 |
|
486 |
Legs |
09/29(4) |
CALL |
28.00 / 33.00 |
$55 / $445 / 0.12 |
64.23% / $28.39 / 6.38% / > 1000% |
72.89% / $28.55 |
$0.55 / $0.65 / $0.10 / 27 |
|
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 |
28.00 |
35.77% |
$0.65 / 27 |
$0.80 / 92 |
403 / 22 |
63.835781% |
0.435578 |
-0.079763 |
0.123581 |
0.015890 |
0.002392 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
33.00 |
0.75% |
0 / 0 |
$0.10 / 53 |
0 / 36 |
83.541662% |
0.058441 |
-0.023425 |
0.036625 |
0.004709 |
0.000332 |
|
369 |
Legs |
09/29(4) |
CALL |
29.00 / 33.00 |
$25 / $375 / 0.07 |
78.99% / $14.14 / 3.77% / 373.36% |
81.97% / $29.25 |
$0.25 / $0.35 / $0.10 / 49 |
|
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 |
29.00 |
21.01% |
$0.35 / 49 |
$0.45 / 42 |
131 / 161 |
62.525277% |
0.321884 |
-0.072400 |
0.112519 |
0.014468 |
0.001786 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
33.00 |
0.75% |
0 / 0 |
$0.10 / 53 |
0 / 36 |
83.541662% |
0.058441 |
-0.023425 |
0.036625 |
0.004709 |
0.000332 |
|
298 |
Legs |
09/29(4) |
CALL |
29.00 / 32.00 |
$25 / $275 / 0.09 |
78.99% / $9.09 / 3.31% / 291.88% |
81.97% / $29.25 |
$0.25 / $0.35 / $0.10 / 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 |
29.00 |
21.01% |
$0.35 / 49 |
$0.45 / 42 |
131 / 161 |
62.525277% |
0.321884 |
-0.072400 |
0.112519 |
0.014468 |
0.001786 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
32.00 |
2.04% |
$0.05 / 199 |
$0.10 / 8 |
1 / 19 |
68.559471% |
0.095996 |
-0.034225 |
0.053459 |
0.006874 |
0.000544 |
|
127 |
Legs |
10/06(11) |
CALL |
29.00 / 35.00 |
$50 / $550 / 0.09 |
72.52% / $24.42 / 4.44% / 170.50% |
77.43% / $29.50 |
$0.50 / $0.60 / $0.10 / 30 |
|
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 |
29.00 |
27.48% |
$0.60 / 30 |
$0.70 / 65 |
0 / 101 |
58.258942% |
0.384029 |
-0.056718 |
0.087554 |
0.021108 |
0.003861 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
35.00 |
1.07% |
0 / 0 |
$0.10 / 71 |
6 / 12 |
74.778789% |
0.070785 |
-0.019918 |
0.031042 |
0.007484 |
0.000740 |
|
509 |
Legs |
09/29(4) |
PUT |
27.00 / 24.00 |
$65 / $235 / 0.28 |
56.80% / $5.21 / 2.22% / 151.22% |
67.91% / $26.35 |
$0.65 / $0.85 / $0.20 / 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 |
27.00 |
43.20% |
$0.85 / 1 |
$0.95 / 16 |
208 / 19 |
64.919063% |
-0.440786 |
-0.076923 |
0.123835 |
0.015923 |
-0.002880 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
24.00 |
7.03% |
$0.10 / 78 |
$0.20 / 132 |
3 / 3 |
71.874306% |
-0.123687 |
-0.040243 |
0.064137 |
0.008247 |
-0.000784 |
|
|
559 |
|
09/29(4) |
PUT |
11.00 / 9.50 |
$20 / $130 / 0.15 |
59.89% / $8.35 / 6.42% / > 1000% |
70.08% / $10.80 |
$0.20 / $0.21 / $0.01 / 24 |
23 / 22.12% / 53 |
5 |
Legs |
Vertical |
Bullish |
$11.10 (-3.56%) / 22.93M |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
11.00 |
40.11% |
$0.21 / 188 |
$0.22 / 354 |
739 / 3,805 |
43.923944% |
-0.421700 |
-0.024837 |
0.375653 |
0.006455 |
-0.001104 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
9.50 |
1.34% |
0 / 0 |
$0.01 / 24 |
7 / 162 |
57.566617% |
-0.038667 |
-0.005401 |
0.080491 |
0.001383 |
-0.000098 |
|
688 |
Legs |
09/29(4) |
PUT |
11.00 / 9.00 |
$18 / $182 / 0.10 |
59.89% / $9.86 / 5.42% / 816.82% |
69.12% / $10.82 |
$0.18 / $0.21 / $0.03 / 184 |
|
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 |
11.00 |
40.11% |
$0.21 / 188 |
$0.22 / 354 |
739 / 3,805 |
43.923944% |
-0.421700 |
-0.024837 |
0.375653 |
0.006455 |
-0.001104 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
9.00 |
0.24% |
0 / 0 |
$0.03 / 184 |
0 / 1 |
89.995193% |
-0.009515 |
-0.001647 |
0.024502 |
0.000421 |
-0.000024 |
|
744 |
Legs |
09/29(4) |
PUT |
11.00 / 8.50 |
$18 / $232 / 0.08 |
59.89% / $10.62 / 4.58% / 554.85% |
69.12% / $10.82 |
$0.18 / $0.21 / $0.03 / 188 |
|
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 |
11.00 |
40.11% |
$0.21 / 188 |
$0.22 / 354 |
739 / 3,805 |
43.923944% |
-0.421700 |
-0.024837 |
0.375653 |
0.006455 |
-0.001104 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
8.50 |
0.03% |
0 / 0 |
$0.03 / 282 |
0 / 1 |
109.273922% |
-0.001555 |
-0.000326 |
0.004842 |
0.000083 |
-0.000004 |
|
245 |
Legs |
09/29(4) |
CALL |
11.50 / 13.00 |
$12 / $138 / 0.09 |
69.50% / $6.27 / 4.54% / 546.74% |
74.96% / $11.62 |
$0.12 / $0.14 / $0.02 / 36 |
|
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 |
11.50 |
30.50% |
$0.14 / 36 |
$0.15 / 1,480 |
901 / 1,334 |
42.456677% |
0.390453 |
-0.025492 |
0.368521 |
0.006333 |
0.000894 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
13.00 |
0.74% |
$0.01 / 1,253 |
$0.02 / 151 |
0 / 1,113 |
57.642173% |
0.055903 |
-0.007409 |
0.108194 |
0.001859 |
0.000131 |
|
341 |
Legs |
09/29(4) |
CALL |
11.50 / 13.50 |
$11 / $189 / 0.06 |
69.50% / $7.18 / 3.80% / 378.30% |
74.53% / $11.61 |
$0.11 / $0.14 / $0.03 / 36 |
|
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 |
11.50 |
30.50% |
$0.14 / 36 |
$0.15 / 1,480 |
901 / 1,334 |
42.456677% |
0.390453 |
-0.025492 |
0.368521 |
0.006333 |
0.000894 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
13.50 |
0.12% |
$0.01 / 984 |
$0.03 / 379 |
1 / 787 |
72.518611% |
0.023076 |
-0.003588 |
0.052467 |
0.000902 |
0.000054 |
|
571 |
Legs |
10/06(11) |
PUT |
11.00 / 8.50 |
$29 / $221 / 0.13 |
58.38% / $13.85 / 6.27% / 302.51% |
69.10% / $10.71 |
$0.29 / $0.32 / $0.03 / 134 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
11.00 |
41.62% |
$0.32 / 134 |
$0.33 / 37 |
21 / 825 |
45.167527% |
-0.428203 |
-0.018000 |
0.275201 |
0.008867 |
-0.002161 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
8.50 |
0.67% |
0 / 0 |
$0.03 / 227 |
0 / 52 |
80.050679% |
-0.014050 |
-0.001681 |
0.025101 |
0.000809 |
-0.000067 |
|
|
633 |
|
09/29(4) |
CALL |
177.50 / 190.00 |
$145 / $1,105 / 0.13 |
60.34% / $66.46 / 6.01% / > 1000% |
69.60% / $178.95 |
$1.45 / $1.49 / $0.04 / 94 |
65 / 57.26% / 86 |
5 |
Legs |
Vertical |
Bearish |
$174.95 (+0.59%) / 56.73M |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
177.50 |
39.66% |
$1.49 / 94 |
$1.51 / 34 |
42,359 / 13,401 |
20.312668% |
0.443191 |
-0.215383 |
0.047038 |
0.102848 |
0.016497 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
190.00 |
0.91% |
$0.03 / 1,231 |
$0.04 / 2,069 |
3,308 / 24,063 |
23.712821% |
0.058303 |
-0.062206 |
0.013875 |
0.030337 |
0.002203 |
|
682 |
Legs |
09/29(4) |
CALL |
177.50 / 192.50 |
$146 / $1,354 / 0.11 |
60.34% / $79.97 / 5.91% / > 1000% |
69.66% / $178.96 |
$1.46 / $1.49 / $0.03 / 94 |
|
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 |
177.50 |
39.66% |
$1.49 / 94 |
$1.51 / 34 |
42,359 / 13,401 |
20.312668% |
0.443191 |
-0.215383 |
0.047038 |
0.102848 |
0.016497 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
192.50 |
0.29% |
$0.02 / 1,392 |
$0.03 / 1,197 |
1,046 / 30,575 |
25.983359% |
0.032653 |
-0.038906 |
0.008694 |
0.019009 |
0.001236 |
|
546 |
Legs |
09/29(4) |
CALL |
177.50 / 187.50 |
$143 / $857 / 0.17 |
60.34% / $41.99 / 4.90% / 645.74% |
69.47% / $178.93 |
$1.43 / $1.49 / $0.06 / 94 |
|
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 |
177.50 |
39.66% |
$1.49 / 94 |
$1.51 / 34 |
42,359 / 13,401 |
20.312668% |
0.443191 |
-0.215383 |
0.047038 |
0.102848 |
0.016497 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
187.50 |
2.55% |
$0.05 / 1,069 |
$0.06 / 2,053 |
3,729 / 5,495 |
21.594714% |
0.098253 |
-0.092743 |
0.020638 |
0.045126 |
0.003705 |
|
239 |
Legs |
09/29(4) |
PUT |
172.50 / 160.00 |
$87 / $1,163 / 0.08 |
73.87% / $56.39 / 4.85% / 630.50% |
78.48% / $171.63 |
$0.87 / $0.98 / $0.11 / 135 |
|
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 |
172.50 |
26.13% |
$0.98 / 250 |
$1.00 / 347 |
26,226 / 9,812 |
23.069135% |
-0.324108 |
-0.182109 |
0.042825 |
0.093636 |
-0.012898 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
160.00 |
0.33% |
$0.10 / 1,447 |
$0.11 / 135 |
2,867 / 20,533 |
34.797290% |
-0.021035 |
-0.026096 |
0.006020 |
0.013162 |
-0.000826 |
|
201 |
Legs |
09/29(4) |
PUT |
172.50 / 162.50 |
$82 / $918 / 0.09 |
73.87% / $41.41 / 4.51% / 538.01% |
78.23% / $171.68 |
$0.82 / $0.98 / $0.16 / 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 |
172.50 |
26.13% |
$0.98 / 250 |
$1.00 / 347 |
26,226 / 9,812 |
23.069135% |
-0.324108 |
-0.182109 |
0.042825 |
0.093636 |
-0.012898 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
162.50 |
1.04% |
$0.15 / 289 |
$0.16 / 834 |
1,960 / 6,060 |
32.342814% |
-0.043829 |
-0.047817 |
0.011054 |
0.024170 |
-0.001724 |
|
568 |
Legs |
10/06(11) |
CALL |
177.50 / 192.50 |
$234 / $1,266 / 0.19 |
57.21% / $71.69 / 5.66% / 253.22% |
68.16% / $179.84 |
$2.34 / $2.41 / $0.07 / 71 |
|
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 |
177.50 |
42.79% |
$2.41 / 71 |
$2.43 / 73 |
4,219 / 2,433 |
20.942534% |
0.469113 |
-0.160930 |
0.034597 |
0.141834 |
0.032277 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
192.50 |
2.38% |
$0.06 / 339 |
$0.07 / 721 |
276 / 1,268 |
21.524268% |
0.093564 |
-0.065778 |
0.014539 |
0.059606 |
0.006564 |
|
|
708 |
|
09/29(4) |
CALL |
31.50 / 34.00 |
$36 / $214 / 0.17 |
57.51% / $13.34 / 6.23% / > 1000% |
68.38% / $31.86 |
$0.36 / $0.37 / $0.01 / 448 |
46 / 50.32% / 90 |
5 |
Legs |
Vertical |
Bearish |
$31.23 (+0.10%) / 17.87M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
31.50 |
42.49% |
$0.37 / 448 |
$0.39 / 724 |
354 / 10,251 |
25.966514% |
0.464530 |
-0.043365 |
0.218999 |
0.018392 |
0.003052 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
34.00 |
1.65% |
0 / 0 |
$0.01 / 1,650 |
39 / 38,546 |
27.523532% |
0.079548 |
-0.016492 |
0.081681 |
0.006860 |
0.000532 |
|
768 |
Legs |
09/29(4) |
CALL |
31.50 / 34.50 |
$36 / $264 / 0.14 |
57.51% / $17.28 / 6.54% / > 1000% |
68.38% / $31.86 |
$0.36 / $0.37 / $0.01 / 27 |
|
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 |
31.50 |
42.49% |
$0.37 / 448 |
$0.39 / 724 |
354 / 10,251 |
25.966514% |
0.464530 |
-0.043365 |
0.218999 |
0.018392 |
0.003052 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
34.50 |
0.62% |
0 / 0 |
$0.01 / 27 |
2 / 1,601 |
31.542193% |
0.048419 |
-0.011219 |
0.055471 |
0.004659 |
0.000325 |
|
657 |
Legs |
09/29(4) |
PUT |
31.00 / 28.00 |
$30 / $270 / 0.11 |
60.03% / $15.05 / 5.57% / 875.86% |
68.94% / $30.70 |
$0.30 / $0.32 / $0.02 / 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 |
31.00 |
39.97% |
$0.32 / 120 |
$0.33 / 23 |
2,161 / 17,408 |
24.611833% |
-0.424012 |
-0.045555 |
0.215909 |
0.018133 |
-0.003038 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
28.00 |
0.53% |
$0.01 / 1,131 |
$0.02 / 21 |
1 / 3,251 |
37.889573% |
-0.025592 |
-0.006825 |
0.032892 |
0.002762 |
-0.000180 |
|
621 |
Legs |
09/29(4) |
PUT |
31.00 / 28.50 |
$29 / $221 / 0.13 |
60.03% / $10.91 / 4.94% / 656.56% |
68.66% / $30.71 |
$0.29 / $0.32 / $0.03 / 120 |
|
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 |
31.00 |
39.97% |
$0.32 / 120 |
$0.33 / 23 |
2,161 / 17,408 |
24.611833% |
-0.424012 |
-0.045555 |
0.215909 |
0.018133 |
-0.003038 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
28.50 |
1.43% |
$0.02 / 48 |
$0.03 / 1,352 |
0 / 2,248 |
35.778258% |
-0.050081 |
-0.011842 |
0.056986 |
0.004786 |
-0.000352 |
|
194 |
Legs |
09/29(4) |
CALL |
32.00 / 34.50 |
$18 / $232 / 0.08 |
72.23% / $10.10 / 4.35% / 498.35% |
76.80% / $32.18 |
$0.18 / $0.19 / $0.01 / 27 |
|
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 |
32.00 |
27.77% |
$0.19 / 1,064 |
$0.20 / 22 |
328 / 15,411 |
25.115191% |
0.359092 |
-0.041078 |
0.206098 |
0.017309 |
0.002371 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
34.50 |
0.62% |
0 / 0 |
$0.01 / 27 |
2 / 1,601 |
31.542193% |
0.048419 |
-0.011219 |
0.055471 |
0.004659 |
0.000325 |
|
532 |
Legs |
10/06(11) |
CALL |
31.50 / 34.50 |
$54 / $246 / 0.22 |
56.47% / $13.45 / 5.47% / 238.54% |
68.21% / $32.04 |
$0.54 / $0.57 / $0.03 / 164 |
|
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 |
31.50 |
43.53% |
$0.57 / 164 |
$0.59 / 4,529 |
20 / 212 |
27.329239% |
0.476870 |
-0.031204 |
0.160053 |
0.025203 |
0.005776 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
34.50 |
3.39% |
$0.02 / 85 |
$0.03 / 486 |
0 / 235 |
26.885600% |
0.114215 |
-0.015576 |
0.077794 |
0.012250 |
0.001415 |
|
|
762 |
|
09/29(4) |
PUT |
12.50 / 10.00 |
$25 / $225 / 0.11 |
57.84% / $13.61 / 6.05% / > 1000% |
68.87% / $12.25 |
$0.25 / $0.26 / $0.01 / 11 |
29 / 20.13% / 62 |
5 |
Legs |
Vertical |
Bullish |
$12.6799 (-4.66%) / 20.96M |
|
Earnings: 11/01 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
12.50 |
42.16% |
$0.26 / 24 |
$0.27 / 771 |
755 / 1,573 |
44.280218% |
-0.435535 |
-0.029611 |
0.321453 |
0.007360 |
-0.001298 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
10.00 |
0.18% |
0 / 0 |
$0.01 / 11 |
50 / 176 |
77.695710% |
-0.006877 |
-0.001460 |
0.015666 |
0.000359 |
-0.000020 |
|
734 |
Legs |
09/29(4) |
PUT |
12.50 / 10.50 |
$23 / $177 / 0.13 |
57.84% / $10.33 / 5.83% / 981.85% |
68.04% / $12.27 |
$0.23 / $0.26 / $0.03 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
12.50 |
42.16% |
$0.26 / 24 |
$0.27 / 771 |
755 / 1,573 |
44.280218% |
-0.435535 |
-0.029611 |
0.321453 |
0.007360 |
-0.001298 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
10.50 |
0.81% |
0 / 0 |
$0.03 / 225 |
1 / 136 |
77.677694% |
-0.024974 |
-0.004441 |
0.047685 |
0.001092 |
-0.000072 |
|
802 |
Legs |
09/29(4) |
PUT |
12.50 / 9.50 |
$25 / $275 / 0.09 |
57.84% / $14.27 / 5.19% / 736.78% |
68.87% / $12.25 |
$0.25 / $0.26 / $0.01 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
12.50 |
42.16% |
$0.26 / 24 |
$0.27 / 771 |
755 / 1,573 |
44.280218% |
-0.435535 |
-0.029611 |
0.321453 |
0.007360 |
-0.001298 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
9.50 |
0.03% |
0 / 0 |
$0.01 / 30 |
0 / 9 |
92.301036% |
-0.001383 |
-0.000345 |
0.003700 |
0.000085 |
-0.000004 |
|
360 |
Legs |
09/29(4) |
CALL |
13.00 / 15.00 |
$16 / $184 / 0.09 |
67.77% / $9.23 / 5.02% / 681.68% |
74.11% / $13.16 |
$0.16 / $0.18 / $0.02 / 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 |
13.00 |
32.23% |
$0.18 / 57 |
$0.19 / 3 |
3,547 / 612 |
44.462474% |
0.404025 |
-0.030021 |
0.316251 |
0.007241 |
0.001045 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
15.00 |
0.43% |
$0.01 / 60 |
$0.02 / 28 |
449 / 5,830 |
61.921045% |
0.042830 |
-0.007013 |
0.074380 |
0.001703 |
0.000114 |
|
623 |
Legs |
09/29(4) |
PUT |
12.50 / 11.00 |
$24 / $126 / 0.19 |
57.84% / $6.24 / 4.96% / 662.34% |
68.46% / $12.26 |
$0.24 / $0.26 / $0.02 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
12.50 |
42.16% |
$0.26 / 24 |
$0.27 / 771 |
755 / 1,573 |
44.280218% |
-0.435535 |
-0.029611 |
0.321453 |
0.007360 |
-0.001298 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
11.00 |
2.98% |
$0.01 / 1,036 |
$0.02 / 13 |
28 / 140 |
53.450180% |
-0.069354 |
-0.010124 |
0.108863 |
0.002492 |
-0.000201 |
|
601 |
Legs |
10/06(11) |
PUT |
12.50 / 10.00 |
$35 / $215 / 0.16 |
56.79% / $12.34 / 5.74% / 259.26% |
67.95% / $12.15 |
$0.35 / $0.38 / $0.03 / 38 |
|
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 |
12.50 |
43.21% |
$0.38 / 230 |
$0.40 / 52 |
354 / 99 |
45.218288% |
-0.438672 |
-0.021484 |
0.234996 |
0.010088 |
-0.002521 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
10.00 |
1.69% |
$0.02 / 959 |
$0.03 / 38 |
6 / 14 |
66.505298% |
-0.033270 |
-0.004104 |
0.044199 |
0.001897 |
-0.000182 |
|
|
776 |
|
09/29(4) |
PUT |
27.00 / 24.50 |
$28 / $222 / 0.13 |
57.07% / $13.11 / 5.91% / > 1000% |
67.32% / $26.72 |
$0.28 / $0.31 / $0.03 / 89 |
4 / 5.95% / 15 |
5 |
Legs |
Vertical |
Bullish |
$27.24 (+3.93%) / 53.79M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
27.00 |
42.93% |
$0.31 / 89 |
$0.35 / 2,148 |
112 / 292 |
25.707776% |
-0.445339 |
-0.036330 |
0.262376 |
0.015878 |
-0.002764 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
24.50 |
0.62% |
$0.01 / 641 |
$0.03 / 8,314 |
0 / 376 |
38.469682% |
-0.029429 |
-0.006247 |
0.044475 |
0.002691 |
-0.000179 |
|
805 |
Legs |
09/29(4) |
PUT |
27.00 / 24.00 |
$29 / $271 / 0.11 |
57.07% / $15.63 / 5.77% / 953.54% |
67.67% / $26.71 |
$0.29 / $0.31 / $0.02 / 89 |
|
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 |
27.00 |
42.93% |
$0.31 / 89 |
$0.35 / 2,148 |
112 / 292 |
25.707776% |
-0.445339 |
-0.036330 |
0.262376 |
0.015878 |
-0.002764 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
24.00 |
0.16% |
$0.01 / 46 |
$0.02 / 5,515 |
0 / 17,039 |
42.677938% |
-0.011878 |
-0.002891 |
0.020561 |
0.001244 |
-0.000072 |
|
468 |
Legs |
09/29(4) |
CALL |
27.50 / 29.50 |
$23 / $177 / 0.13 |
63.51% / $9.66 / 5.46% / 831.51% |
71.44% / $27.73 |
$0.23 / $0.25 / $0.02 / 274 |
|
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 |
27.50 |
36.49% |
$0.25 / 950 |
$0.28 / 387 |
179 / 2,470 |
25.271114% |
0.422889 |
-0.037504 |
0.259910 |
0.015729 |
0.002418 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
29.50 |
1.36% |
$0.01 / 2,569 |
$0.02 / 274 |
2 / 2,729 |
29.728867% |
0.072115 |
-0.013045 |
0.091231 |
0.005521 |
0.000419 |
|
543 |
Legs |
09/29(4) |
CALL |
27.50 / 30.00 |
$22 / $228 / 0.10 |
63.51% / $12.09 / 5.30% / 775.43% |
71.11% / $27.72 |
$0.22 / $0.25 / $0.03 / 950 |
|
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 |
27.50 |
36.49% |
$0.25 / 950 |
$0.28 / 387 |
179 / 2,470 |
25.271114% |
0.422889 |
-0.037504 |
0.259910 |
0.015729 |
0.002418 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
30.00 |
0.40% |
0 / 0 |
$0.03 / 4,561 |
1 / 4,394 |
39.231067% |
0.038927 |
-0.007996 |
0.055979 |
0.003388 |
0.000227 |
|
712 |
Legs |
09/29(4) |
PUT |
27.00 / 25.00 |
$28 / $172 / 0.16 |
57.07% / $8.89 / 5.17% / 730.14% |
67.32% / $26.72 |
$0.28 / $0.31 / $0.03 / 89 |
|
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 |
27.00 |
42.93% |
$0.31 / 89 |
$0.35 / 2,148 |
112 / 292 |
25.707776% |
-0.445339 |
-0.036330 |
0.262376 |
0.015878 |
-0.002764 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
25.00 |
2.00% |
$0.02 / 46 |
$0.03 / 6,461 |
16 / 814 |
33.569021% |
-0.063633 |
-0.011618 |
0.082827 |
0.005012 |
-0.000388 |
|
523 |
Legs |
10/06(11) |
CALL |
27.50 / 30.50 |
$37 / $263 / 0.14 |
59.95% / $15.12 / 5.75% / 260.01% |
69.39% / $27.87 |
$0.37 / $0.40 / $0.03 / 90 |
|
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 |
27.50 |
40.05% |
$0.40 / 90 |
$0.42 / 64 |
1,524 / 195 |
24.979292% |
0.452612 |
-0.027906 |
0.191992 |
0.021785 |
0.004773 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
30.50 |
1.30% |
$0.01 / 262 |
$0.03 / 506 |
0 / 17 |
30.037506% |
0.069162 |
-0.009253 |
0.064513 |
0.007320 |
0.000747 |
|
|
779 |
|
09/29(4) |
CALL |
33.00 / 35.50 |
$28 / $222 / 0.13 |
57.65% / $13.05 / 5.88% / > 1000% |
67.62% / $33.28 |
$0.28 / $0.30 / $0.02 / 147 |
65 / 60.47% / 72 |
5 |
Legs |
Vertical |
Bearish |
$32.78 (-0.21%) / 28.57M |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
33.00 |
42.35% |
$0.30 / 235 |
$0.32 / 362 |
2,860 / 1,603 |
20.302222% |
0.460936 |
-0.038142 |
0.256795 |
0.019270 |
0.003199 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
35.50 |
0.67% |
$0.01 / 282 |
$0.02 / 147 |
1 / 473 |
27.748703% |
0.049602 |
-0.009878 |
0.066330 |
0.004978 |
0.000350 |
|
815 |
Legs |
09/29(4) |
CALL |
33.00 / 36.00 |
$29 / $271 / 0.11 |
57.65% / $15.70 / 5.79% / 964.58% |
67.96% / $33.29 |
$0.29 / $0.30 / $0.01 / 65 |
|
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 |
33.00 |
42.35% |
$0.30 / 235 |
$0.32 / 362 |
2,860 / 1,603 |
20.302222% |
0.460936 |
-0.038142 |
0.256795 |
0.019270 |
0.003199 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
36.00 |
0.18% |
0 / 0 |
$0.01 / 65 |
19 / 2,864 |
29.860629% |
0.025839 |
-0.005793 |
0.038892 |
0.002918 |
0.000183 |
|
711 |
Legs |
09/29(4) |
CALL |
33.00 / 35.00 |
$28 / $172 / 0.16 |
57.65% / $8.70 / 5.06% / 693.90% |
67.62% / $33.28 |
$0.28 / $0.30 / $0.02 / 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 |
33.00 |
42.35% |
$0.30 / 235 |
$0.32 / 362 |
2,860 / 1,603 |
20.302222% |
0.460936 |
-0.038142 |
0.256795 |
0.019270 |
0.003199 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
35.00 |
2.11% |
$0.01 / 663 |
$0.02 / 16 |
725 / 4,975 |
23.553933% |
0.088916 |
-0.015508 |
0.104160 |
0.007816 |
0.000626 |
|
577 |
Legs |
09/29(4) |
PUT |
32.50 / 30.00 |
$21 / $229 / 0.09 |
62.29% / $10.79 / 4.71% / 591.44% |
69.52% / $32.29 |
$0.21 / $0.23 / $0.02 / 19 |
|
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 |
32.50 |
37.71% |
$0.23 / 419 |
$0.24 / 1 |
675 / 644 |
19.334250% |
-0.409597 |
-0.037510 |
0.251413 |
0.018866 |
-0.003049 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
30.00 |
0.48% |
$0.01 / 1,061 |
$0.02 / 19 |
79 / 45 |
31.457227% |
-0.026904 |
-0.006002 |
0.040227 |
0.003019 |
-0.000197 |
|
544 |
Legs |
09/29(4) |
PUT |
32.50 / 30.50 |
$20 / $180 / 0.11 |
62.29% / $6.64 / 3.69% / 358.29% |
69.19% / $32.30 |
$0.20 / $0.23 / $0.03 / 419 |
|
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 |
32.50 |
37.71% |
$0.23 / 419 |
$0.24 / 1 |
675 / 644 |
19.334250% |
-0.409597 |
-0.037510 |
0.251413 |
0.018866 |
-0.003049 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
30.50 |
1.60% |
$0.02 / 212 |
$0.03 / 1,080 |
16 / 24 |
29.129060% |
-0.057364 |
-0.011105 |
0.074431 |
0.005585 |
-0.000421 |
|
645 |
Legs |
10/06(11) |
CALL |
33.00 / 36.00 |
$46 / $254 / 0.18 |
55.98% / $16.40 / 6.46% / 319.36% |
67.78% / $33.46 |
$0.46 / $0.49 / $0.03 / 44 |
|
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 |
33.00 |
44.02% |
$0.49 / 44 |
$0.52 / 270 |
1,213 / 337 |
22.218835% |
0.476610 |
-0.027844 |
0.187948 |
0.026445 |
0.006118 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
36.00 |
1.76% |
$0.02 / 1 |
$0.03 / 883 |
5 / 903 |
25.309591% |
0.079667 |
-0.010419 |
0.070033 |
0.009854 |
0.001044 |
|
|
782 |
|
09/29(4) |
CALL |
2.50 / 3.50 |
$11 / $89 / 0.12 |
60.64% / $5.46 / 6.14% / > 1000% |
71.00% / $2.61 |
$0.11 / $0.13 / $0.02 / 29 |
46 / 16.04% / 18 |
5 |
Legs |
Vertical |
Bearish |
$2.41 (+1.05%) / 19.11M |
|
Earnings: 10/04 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
2.50 |
39.36% |
$0.13 / 29 |
$0.14 / 886 |
5,163 / 3,756 |
116.142946% |
0.491989 |
-0.013636 |
0.735972 |
0.001432 |
0.000221 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
3.50 |
0.65% |
$0.01 / 611 |
$0.02 / 284 |
300 / 5,427 |
153.572408% |
0.063549 |
-0.004238 |
0.229888 |
0.000447 |
0.000031 |
|
860 |
Legs |
09/29(4) |
CALL |
2.50 / 4.00 |
$12 / $138 / 0.09 |
60.64% / $7.17 / 5.19% / 738.25% |
71.85% / $2.62 |
$0.12 / $0.13 / $0.01 / 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 |
2.50 |
39.36% |
$0.13 / 29 |
$0.14 / 886 |
5,163 / 3,756 |
116.142946% |
0.491989 |
-0.013636 |
0.735972 |
0.001432 |
0.000221 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
4.00 |
0.04% |
0 / 0 |
$0.01 / 8,034 |
382 / 7,692 |
180.790563% |
0.016871 |
-0.001423 |
0.077287 |
0.000150 |
0.000008 |
|
807 |
Legs |
10/06(11) |
CALL |
2.50 / 4.00 |
$16 / $134 / 0.12 |
59.52% / $7.61 / 5.68% / 254.57% |
70.35% / $2.66 |
$0.16 / $0.20 / $0.04 / 257 |
|
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 |
2.50 |
40.48% |
$0.20 / 257 |
$0.21 / 5 |
1,638 / 1,018 |
120.022004% |
0.523760 |
-0.009976 |
0.536633 |
0.001958 |
0.000413 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
4.00 |
0.69% |
$0.02 / 933 |
$0.04 / 845 |
56 / 1,897 |
163.879684% |
0.069936 |
-0.003338 |
0.180803 |
0.000660 |
0.000061 |
|
866 |
Legs |
10/06(11) |
CALL |
2.50 / 4.50 |
$17 / $183 / 0.09 |
59.52% / $9.64 / 5.27% / 224.15% |
70.96% / $2.67 |
$0.17 / $0.20 / $0.03 / 178 |
|
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 |
2.50 |
40.48% |
$0.20 / 257 |
$0.21 / 5 |
1,638 / 1,018 |
120.022004% |
0.523760 |
-0.009976 |
0.536633 |
0.001958 |
0.000413 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
4.50 |
0.13% |
$0.02 / 15 |
$0.03 / 178 |
9 / 657 |
184.032918% |
0.031361 |
-0.001755 |
0.095121 |
0.000347 |
0.000028 |
|
889 |
Legs |
10/06(11) |
CALL |
2.50 / 5.00 |
$18 / $232 / 0.08 |
59.52% / $10.61 / 4.57% / 178.55% |
71.56% / $2.68 |
$0.18 / $0.20 / $0.02 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
2.50 |
40.48% |
$0.20 / 257 |
$0.21 / 5 |
1,638 / 1,018 |
120.022004% |
0.523760 |
-0.009976 |
0.536633 |
0.001958 |
0.000413 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
5.00 |
0.02% |
$0.01 / 70 |
$0.02 / 43 |
189 / 824 |
188.609485% |
0.013711 |
-0.000871 |
0.047233 |
0.000172 |
0.000012 |
|
680 |
Legs |
10/06(11) |
CALL |
2.50 / 3.50 |
$15 / $85 / 0.18 |
59.52% / $3.26 / 3.83% / 136.81% |
69.73% / $2.65 |
$0.15 / $0.20 / $0.05 / 257 |
|
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 |
2.50 |
40.48% |
$0.20 / 257 |
$0.21 / 5 |
1,638 / 1,018 |
120.022004% |
0.523760 |
-0.009976 |
0.536633 |
0.001958 |
0.000413 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
3.50 |
3.34% |
$0.04 / 942 |
$0.05 / 536 |
264 / 5,090 |
146.122953% |
0.149189 |
-0.005786 |
0.313054 |
0.001142 |
0.000128 |
|
|
788 |
|
09/29(4) |
PUT |
7.00 / 4.00 |
$35 / $265 / 0.13 |
56.52% / $16.02 / 6.04% / > 1000% |
68.38% / $6.65 |
$0.35 / $0.38 / $0.03 / 22 |
18 / 20.84% / 71 |
5 |
Legs |
Vertical |
Bullish |
$7.1113 (+4.42%) / 6.6M |
|
Earnings: 11/14 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
7.00 |
43.48% |
$0.38 / 79 |
$0.40 / 5 |
201 / 1,422 |
104.745369% |
-0.431564 |
-0.038343 |
0.248881 |
0.004125 |
-0.000797 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
4.00 |
0.68% |
0 / 0 |
$0.03 / 22 |
0 / 10 |
224.197303% |
-0.003635 |
-0.001070 |
0.006885 |
0.000114 |
-0.000006 |
|
758 |
Legs |
09/29(4) |
PUT |
7.00 / 4.50 |
$34 / $216 / 0.16 |
56.52% / $11.91 / 5.51% / 852.37% |
68.07% / $6.66 |
$0.34 / $0.38 / $0.04 / 79 |
|
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 |
7.00 |
43.48% |
$0.38 / 79 |
$0.40 / 5 |
201 / 1,422 |
104.745369% |
-0.431564 |
-0.038343 |
0.248881 |
0.004125 |
-0.000797 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
4.50 |
1.63% |
0 / 0 |
$0.04 / 288 |
0 / 91 |
195.289532% |
-0.015559 |
-0.003842 |
0.024745 |
0.000410 |
-0.000026 |
|
513 |
Legs |
09/29(4) |
CALL |
7.50 / 10.50 |
$25 / $275 / 0.09 |
67.06% / $14.56 / 5.29% / 773.00% |
74.47% / $7.75 |
$0.25 / $0.29 / $0.04 / 48 |
|
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 |
7.50 |
32.94% |
$0.29 / 53 |
$0.30 / 7 |
1,060 / 2,027 |
109.451261% |
0.445405 |
-0.039345 |
0.250238 |
0.004147 |
0.000590 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
10.50 |
0.39% |
$0.03 / 169 |
$0.04 / 48 |
15 / 349 |
154.838036% |
0.049724 |
-0.010176 |
0.065017 |
0.001078 |
0.000071 |
|
474 |
Legs |
09/29(4) |
CALL |
7.50 / 10.00 |
$24 / $226 / 0.11 |
67.06% / $11.64 / 5.15% / 724.72% |
74.20% / $7.74 |
$0.24 / $0.29 / $0.05 / 53 |
|
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 |
7.50 |
32.94% |
$0.29 / 53 |
$0.30 / 7 |
1,060 / 2,027 |
109.451261% |
0.445405 |
-0.039345 |
0.250238 |
0.004147 |
0.000590 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
10.00 |
0.96% |
$0.04 / 511 |
$0.05 / 84 |
326 / 973 |
147.281333% |
0.076568 |
-0.014256 |
0.091055 |
0.001509 |
0.000108 |
|
408 |
Legs |
09/29(4) |
CALL |
8.00 / 10.50 |
$15 / $235 / 0.06 |
80.72% / $10.26 / 4.37% / 502.08% |
83.89% / $8.15 |
$0.15 / $0.19 / $0.04 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
8.00 |
19.28% |
$0.19 / 211 |
$0.20 / 21 |
908 / 5,481 |
119.129705% |
0.334704 |
-0.036205 |
0.230600 |
0.003822 |
0.000452 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
10.50 |
0.39% |
$0.03 / 169 |
$0.04 / 48 |
15 / 349 |
154.838036% |
0.049724 |
-0.010176 |
0.065017 |
0.001078 |
0.000071 |
|
395 |
Legs |
10/06(11) |
PUT |
7.00 / 4.50 |
$54 / $196 / 0.28 |
56.88% / $9.06 / 4.62% / 181.43% |
69.76% / $6.46 |
$0.54 / $0.57 / $0.03 / 32 |
|
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 |
7.00 |
43.12% |
$0.57 / 49 |
$0.60 / 51 |
53 / 358 |
111.653442% |
-0.420762 |
-0.027716 |
0.180827 |
0.005619 |
-0.001556 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
4.50 |
5.57% |
$0.02 / 21 |
$0.03 / 32 |
0 / 212 |
129.946593% |
-0.049651 |
-0.007343 |
0.047426 |
0.001474 |
-0.000165 |
|
|
796 |
|
09/29(4) |
CALL |
72.00 / 77.00 |
$67 / $433 / 0.16 |
56.04% / $26.31 / 6.08% / > 1000% |
67.02% / $72.67 |
$0.67 / $0.71 / $0.04 / 21 |
99 / 65.98% / 69 |
5 |
Legs |
Vertical |
Bearish |
$71.58 (-1.46%) / 9.67M |
|
Earnings: 10/24 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
72.00 |
43.96% |
$0.71 / 21 |
$0.74 / 18 |
490 / 55 |
20.405862% |
0.472327 |
-0.085223 |
0.117641 |
0.042198 |
0.007156 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
77.00 |
1.24% |
$0.03 / 27 |
$0.04 / 500 |
279 / 806 |
25.897824% |
0.067835 |
-0.027867 |
0.038757 |
0.013902 |
0.001044 |
|
845 |
Legs |
09/29(4) |
CALL |
72.00 / 78.00 |
$68 / $532 / 0.13 |
56.04% / $33.55 / 6.31% / > 1000% |
67.18% / $72.68 |
$0.68 / $0.71 / $0.03 / 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) |
CALL |
72.00 |
43.96% |
$0.71 / 21 |
$0.74 / 18 |
490 / 55 |
20.405862% |
0.472327 |
-0.085223 |
0.117641 |
0.042198 |
0.007156 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
78.00 |
0.41% |
$0.02 / 147 |
$0.03 / 97 |
257 / 817 |
28.137406% |
0.038732 |
-0.017838 |
0.024826 |
0.008905 |
0.000597 |
|
570 |
Legs |
09/29(4) |
PUT |
71.00 / 65.00 |
$51 / $549 / 0.09 |
62.30% / $28.83 / 5.25% / 758.33% |
70.28% / $70.49 |
$0.51 / $0.55 / $0.04 / 49 |
|
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 |
37.70% |
$0.55 / 49 |
$0.57 / 8 |
265 / 322 |
20.584433% |
-0.409598 |
-0.080802 |
0.114896 |
0.041214 |
-0.006659 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
65.00 |
0.26% |
$0.03 / 381 |
$0.04 / 360 |
10 / 74 |
34.281453% |
-0.017879 |
-0.009246 |
0.013017 |
0.004669 |
-0.000286 |
|
535 |
Legs |
09/29(4) |
PUT |
71.00 / 66.00 |
$49 / $451 / 0.11 |
62.30% / $22.84 / 5.06% / 696.28% |
69.98% / $70.51 |
$0.49 / $0.55 / $0.06 / 49 |
|
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 |
37.70% |
$0.55 / 49 |
$0.57 / 8 |
265 / 322 |
20.584433% |
-0.409598 |
-0.080802 |
0.114896 |
0.041214 |
-0.006659 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
66.00 |
0.83% |
$0.05 / 189 |
$0.06 / 228 |
7 / 34 |
32.258817% |
-0.037859 |
-0.017296 |
0.024369 |
0.008741 |
-0.000606 |
|
723 |
Legs |
09/29(4) |
CALL |
72.00 / 76.00 |
$66 / $334 / 0.20 |
56.04% / $14.54 / 4.35% / 498.69% |
66.87% / $72.66 |
$0.66 / $0.71 / $0.05 / 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) |
CALL |
72.00 |
43.96% |
$0.71 / 21 |
$0.74 / 18 |
490 / 55 |
20.405862% |
0.472327 |
-0.085223 |
0.117641 |
0.042198 |
0.007156 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
76.00 |
3.31% |
$0.04 / 293 |
$0.05 / 487 |
318 / 586 |
23.007421% |
0.112169 |
-0.040578 |
0.056389 |
0.020227 |
0.001722 |
|
694 |
Legs |
10/06(11) |
CALL |
72.00 / 78.00 |
$99 / $501 / 0.20 |
54.52% / $24.91 / 4.97% / 203.95% |
66.27% / $72.99 |
$0.99 / $1.05 / $0.06 / 85 |
|
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 |
72.00 |
45.48% |
$1.05 / 85 |
$1.12 / 76 |
826 / 21 |
20.925118% |
0.487098 |
-0.062613 |
0.086023 |
0.057857 |
0.013645 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
78.00 |
2.82% |
$0.05 / 1 |
$0.06 / 293 |
7 / 87 |
23.394307% |
0.101939 |
-0.027714 |
0.038430 |
0.025847 |
0.002912 |
|
|
809 |
|
09/29(4) |
PUT |
5.00 / 3.50 |
$20 / $130 / 0.15 |
55.03% / $8.98 / 6.91% / > 1000% |
68.15% / $4.80 |
$0.20 / $0.22 / $0.02 / 17 |
74 / 64.43% / 55 |
5 |
Legs |
Vertical |
Bullish |
$5.09 (0.00%) / 15.63M |
|
Earnings: 12/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
5.00 |
44.97% |
$0.22 / 53 |
$0.23 / 490 |
375 / 17,781 |
82.730203% |
-0.447977 |
-0.020187 |
0.476841 |
0.002948 |
-0.000562 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
3.50 |
0.74% |
0 / 0 |
$0.02 / 17 |
3 / 8 |
150.819811% |
-0.010846 |
-0.001476 |
0.034486 |
0.000213 |
-0.000013 |
|
873 |
Legs |
09/29(4) |
PUT |
5.00 / 3.00 |
$21 / $179 / 0.12 |
55.03% / $11.18 / 6.25% / > 1000% |
68.75% / $4.79 |
$0.21 / $0.22 / $0.01 / 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 |
5.00 |
44.97% |
$0.22 / 53 |
$0.23 / 490 |
375 / 17,781 |
82.730203% |
-0.447977 |
-0.020187 |
0.476841 |
0.002948 |
-0.000562 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
3.00 |
0.10% |
0 / 0 |
$0.01 / 1 |
0 / 1 |
179.894309% |
-0.000616 |
-0.000111 |
0.002598 |
0.000016 |
-0.000001 |
|
923 |
Legs |
09/29(4) |
PUT |
5.00 / 2.50 |
$20 / $230 / 0.09 |
55.03% / $10.96 / 4.76% / 605.98% |
68.15% / $4.80 |
$0.20 / $0.22 / $0.02 / 53 |
|
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 |
5.00 |
44.97% |
$0.22 / 53 |
$0.23 / 490 |
375 / 17,781 |
82.730203% |
-0.447977 |
-0.020187 |
0.476841 |
0.002948 |
-0.000562 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
2.50 |
0.01% |
0 / 0 |
$0.02 / 391 |
0 / 3 |
264.535532% |
-0.000007 |
-0.000002 |
0.000039 |
0.000000 |
0.000000 |
|
504 |
Legs |
09/29(4) |
PUT |
4.50 / 3.00 |
$7 / $143 / 0.05 |
83.30% / $5.54 / 3.88% / 394.00% |
85.94% / $4.43 |
$0.07 / $0.08 / $0.01 / 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 |
4.50 |
16.70% |
$0.08 / 595 |
$0.09 / 1,470 |
20,584 / 4,339 |
97.779439% |
-0.220562 |
-0.015220 |
0.357472 |
0.002210 |
-0.000268 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
3.00 |
0.10% |
0 / 0 |
$0.01 / 1 |
0 / 1 |
179.894309% |
-0.000616 |
-0.000111 |
0.002598 |
0.000016 |
-0.000001 |
|
477 |
Legs |
09/29(4) |
PUT |
4.50 / 3.50 |
$6 / $94 / 0.06 |
83.30% / $3.63 / 3.87% / 391.83% |
85.58% / $4.44 |
$0.06 / $0.08 / $0.02 / 17 |
|
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 |
4.50 |
16.70% |
$0.08 / 595 |
$0.09 / 1,470 |
20,584 / 4,339 |
97.779439% |
-0.220562 |
-0.015220 |
0.357472 |
0.002210 |
-0.000268 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
3.50 |
0.74% |
0 / 0 |
$0.02 / 17 |
3 / 8 |
150.819811% |
-0.010846 |
-0.001476 |
0.034486 |
0.000213 |
-0.000013 |
|
626 |
Legs |
10/06(11) |
PUT |
5.00 / 3.50 |
$26 / $124 / 0.21 |
55.34% / $5.31 / 4.29% / 161.49% |
67.56% / $4.74 |
$0.26 / $0.31 / $0.05 / 173 |
|
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 |
5.00 |
44.66% |
$0.31 / 173 |
$0.35 / 23 |
58 / 9,850 |
87.071389% |
-0.439588 |
-0.014602 |
0.347191 |
0.004025 |
-0.001086 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
3.50 |
3.61% |
$0.01 / 708 |
$0.05 / 521 |
1 / 34 |
120.479060% |
-0.041541 |
-0.003336 |
0.078230 |
0.000907 |
-0.000095 |
|
|
847 |
|
09/29(4) |
PUT |
7.50 / 6.00 |
$22 / $128 / 0.17 |
53.70% / $8.20 / 6.41% / > 1000% |
66.61% / $7.28 |
$0.22 / $0.23 / $0.01 / 613 |
37 / 27.42% / 86 |
5 |
Legs |
Vertical |
Bullish |
$7.57 (-4.78%) / 38.74M |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
7.50 |
46.30% |
$0.23 / 613 |
$0.24 / 183 |
4,444 / 3,855 |
56.733383% |
-0.461266 |
-0.022977 |
0.420099 |
0.004423 |
-0.000840 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
6.00 |
1.34% |
0 / 0 |
$0.01 / 641 |
2,287 / 1,090 |
82.582270% |
-0.030477 |
-0.004042 |
0.072937 |
0.000768 |
-0.000053 |
|
913 |
Legs |
09/29(4) |
PUT |
7.50 / 5.50 |
$22 / $178 / 0.12 |
53.70% / $10.98 / 6.17% / > 1000% |
66.61% / $7.28 |
$0.22 / $0.23 / $0.01 / 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 |
7.50 |
46.30% |
$0.23 / 613 |
$0.24 / 183 |
4,444 / 3,855 |
56.733383% |
-0.461266 |
-0.022977 |
0.420099 |
0.004423 |
-0.000840 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
5.50 |
0.22% |
0 / 0 |
$0.01 / 1 |
2 / 132 |
108.927665% |
-0.005135 |
-0.000870 |
0.015667 |
0.000165 |
-0.000009 |
|
951 |
Legs |
09/29(4) |
PUT |
7.50 / 5.00 |
$22 / $228 / 0.10 |
53.70% / $11.68 / 5.12% / 714.61% |
66.61% / $7.28 |
$0.22 / $0.23 / $0.01 / 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 |
7.50 |
46.30% |
$0.23 / 613 |
$0.24 / 183 |
4,444 / 3,855 |
56.733383% |
-0.461266 |
-0.022977 |
0.420099 |
0.004423 |
-0.000840 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
5.00 |
0.03% |
0 / 0 |
$0.01 / 30 |
0 / 11 |
137.149746% |
-0.000442 |
-0.000093 |
0.001675 |
0.000018 |
-0.000001 |
|
390 |
Legs |
09/29(4) |
CALL |
8.00 / 9.50 |
$7 / $143 / 0.05 |
77.28% / $4.57 / 3.20% / 275.12% |
80.23% / $8.07 |
$0.07 / $0.09 / $0.02 / 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 |
8.00 |
22.72% |
$0.09 / 2,245 |
$0.10 / 3,725 |
8,295 / 2,397 |
57.944055% |
0.338490 |
-0.021901 |
0.387008 |
0.004075 |
0.000515 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
9.50 |
0.29% |
$0.01 / 2,994 |
$0.02 / 16 |
839 / 7,807 |
86.491696% |
0.037147 |
-0.004826 |
0.085839 |
0.000904 |
0.000058 |
|
800 |
Legs |
10/06(11) |
PUT |
7.50 / 5.00 |
$29 / $221 / 0.13 |
54.10% / $12.90 / 5.84% / 266.74% |
66.29% / $7.21 |
$0.29 / $0.32 / $0.03 / 663 |
|
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 |
7.50 |
45.90% |
$0.32 / 1,380 |
$0.34 / 1,470 |
688 / 1,345 |
57.751132% |
-0.453737 |
-0.016607 |
0.306176 |
0.006045 |
-0.001607 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
5.00 |
0.60% |
0 / 0 |
$0.03 / 663 |
2 / 16 |
121.812031% |
-0.006685 |
-0.000801 |
0.014458 |
0.000285 |
-0.000022 |
|
476 |
Legs |
09/29(4) |
PUT |
7.00 / 5.50 |
$6 / $144 / 0.04 |
80.05% / $4.16 / 2.89% / 230.33% |
82.39% / $6.94 |
$0.06 / $0.07 / $0.01 / 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 |
7.00 |
19.95% |
$0.07 / 4,442 |
$0.08 / 4,580 |
2,074 / 1,255 |
60.410046% |
-0.258965 |
-0.018859 |
0.342480 |
0.003606 |
-0.000462 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
5.50 |
0.22% |
0 / 0 |
$0.01 / 1 |
2 / 132 |
108.927665% |
-0.005135 |
-0.000870 |
0.015667 |
0.000165 |
-0.000009 |
|
|
852 |
|
09/29(4) |
CALL |
34.00 / 36.50 |
$40 / $210 / 0.19 |
53.44% / $12.42 / 5.91% / > 1000% |
65.88% / $34.40 |
$0.40 / $0.44 / $0.04 / 577 |
27 / 29.01% / 36 |
5 |
Legs |
Vertical |
Bearish |
$33.87 (-0.94%) / 7.85M |
|
Earnings: 11/01 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
34.00 |
46.56% |
$0.44 / 577 |
$0.47 / 113 |
92 / 147 |
24.142125% |
0.491691 |
-0.044989 |
0.220562 |
0.020008 |
0.003506 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
36.50 |
2.04% |
$0.03 / 294 |
$0.04 / 667 |
1 / 45 |
30.312327% |
0.088174 |
-0.018060 |
0.088501 |
0.008028 |
0.000640 |
|
903 |
Legs |
09/29(4) |
CALL |
34.00 / 37.00 |
$40 / $260 / 0.15 |
53.44% / $17.12 / 6.58% / > 1000% |
65.88% / $34.40 |
$0.40 / $0.44 / $0.04 / 477 |
|
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 |
34.00 |
46.56% |
$0.44 / 577 |
$0.47 / 113 |
92 / 147 |
24.142125% |
0.491691 |
-0.044989 |
0.220562 |
0.020008 |
0.003506 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
37.00 |
0.77% |
$0.03 / 279 |
$0.04 / 477 |
8 / 87 |
34.712523% |
0.053979 |
-0.012377 |
0.060655 |
0.005502 |
0.000392 |
|
498 |
Legs |
09/29(4) |
PUT |
33.50 / 30.50 |
$24 / $276 / 0.09 |
63.87% / $13.16 / 4.77% / 607.04% |
70.79% / $33.26 |
$0.24 / $0.28 / $0.04 / 832 |
|
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 |
33.50 |
36.13% |
$0.28 / 1,495 |
$0.30 / 333 |
2 / 485 |
24.052631% |
-0.397641 |
-0.043396 |
0.213357 |
0.019354 |
-0.003071 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
30.50 |
0.38% |
$0.03 / 191 |
$0.04 / 832 |
0 / 1 |
42.033235% |
-0.021689 |
-0.005850 |
0.028700 |
0.002603 |
-0.000164 |
|
478 |
Legs |
09/29(4) |
PUT |
33.50 / 31.00 |
$23 / $227 / 0.10 |
63.87% / $9.68 / 4.26% / 477.49% |
70.52% / $33.27 |
$0.23 / $0.28 / $0.05 / 1,486 |
|
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 |
33.50 |
36.13% |
$0.28 / 1,495 |
$0.30 / 333 |
2 / 485 |
24.052631% |
-0.397641 |
-0.043396 |
0.213357 |
0.019354 |
-0.003071 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
31.00 |
1.08% |
$0.03 / 1,400 |
$0.05 / 1,486 |
0 / 24 |
37.759715% |
-0.043186 |
-0.010341 |
0.050744 |
0.004603 |
-0.000328 |
|
315 |
Legs |
09/29(4) |
CALL |
34.50 / 37.50 |
$19 / $281 / 0.07 |
68.77% / $11.56 / 4.11% / 443.44% |
73.92% / $34.69 |
$0.19 / $0.23 / $0.04 / 506 |
|
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 |
34.50 |
31.23% |
$0.23 / 716 |
$0.26 / 69 |
31 / 58 |
23.409551% |
0.384127 |
-0.043107 |
0.211292 |
0.019167 |
0.002752 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
37.50 |
0.26% |
$0.03 / 228 |
$0.04 / 506 |
0 / 2 |
38.953375% |
0.031487 |
-0.007998 |
0.039194 |
0.003555 |
0.000229 |
|
251 |
Legs |
10/06(11) |
CALL |
34.50 / 37.50 |
$38 / $262 / 0.15 |
64.18% / $12.92 / 4.93% / 201.25% |
71.93% / $34.88 |
$0.38 / $0.42 / $0.04 / 792 |
|
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 |
34.50 |
35.82% |
$0.42 / 792 |
$0.45 / 23 |
8 / 15 |
24.461047% |
0.421151 |
-0.032184 |
0.157878 |
0.026853 |
0.005570 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
37.50 |
2.17% |
$0.03 / 377 |
$0.04 / 813 |
0 / 40 |
28.416686% |
0.089943 |
-0.013381 |
0.065581 |
0.011154 |
0.001212 |
|
|
857 |
|
09/29(4) |
PUT |
27.50 / 24.50 |
$44 / $256 / 0.17 |
53.40% / $16.32 / 6.37% / > 1000% |
65.99% / $27.06 |
$0.44 / $0.46 / $0.02 / 356 |
6 / 4.50% / 86 |
5 |
Legs |
Vertical |
Bullish |
$27.59 (+4.00%) / 24.51M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
27.50 |
46.60% |
$0.46 / 356 |
$0.48 / 30 |
130 / 274 |
31.533172% |
-0.469038 |
-0.047020 |
0.202920 |
0.016226 |
-0.002995 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
24.50 |
1.33% |
$0.01 / 4,135 |
$0.02 / 1,989 |
27 / 67 |
40.966732% |
-0.044417 |
-0.011333 |
0.047854 |
0.003826 |
-0.000276 |
|
539 |
Legs |
09/29(4) |
CALL |
28.00 / 31.00 |
$30 / $270 / 0.11 |
63.13% / $14.82 / 5.49% / 843.77% |
71.07% / $28.30 |
$0.30 / $0.33 / $0.03 / 389 |
|
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 |
28.00 |
36.87% |
$0.33 / 389 |
$0.34 / 100 |
3,043 / 2,122 |
31.421396% |
0.430298 |
-0.049530 |
0.200419 |
0.016026 |
0.002468 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
31.00 |
0.74% |
$0.02 / 1,217 |
$0.03 / 1,485 |
10 / 1,495 |
43.166387% |
0.054084 |
-0.013628 |
0.056004 |
0.004478 |
0.000317 |
|
804 |
Legs |
09/29(4) |
PUT |
27.50 / 25.00 |
$43 / $207 / 0.21 |
53.40% / $10.05 / 4.85% / 632.32% |
65.72% / $27.07 |
$0.43 / $0.46 / $0.03 / 356 |
|
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 |
27.50 |
46.60% |
$0.46 / 356 |
$0.48 / 30 |
130 / 274 |
31.533172% |
-0.469038 |
-0.047020 |
0.202920 |
0.016226 |
-0.002995 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
25.00 |
3.03% |
$0.02 / 1,583 |
$0.03 / 3,006 |
61 / 244 |
38.341319% |
-0.078159 |
-0.017616 |
0.074521 |
0.005959 |
-0.000488 |
|
269 |
Legs |
09/29(4) |
PUT |
27.00 / 24.00 |
$24 / $276 / 0.09 |
67.59% / $13.19 / 4.78% / 610.26% |
73.63% / $26.76 |
$0.24 / $0.26 / $0.02 / 319 |
|
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 |
27.00 |
32.41% |
$0.26 / 583 |
$0.28 / 151 |
2,268 / 2,534 |
31.711329% |
-0.368570 |
-0.044864 |
0.192386 |
0.015383 |
-0.002339 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
24.00 |
0.54% |
0 / 0 |
$0.02 / 319 |
2 / 278 |
49.188392% |
-0.023216 |
-0.006646 |
0.028020 |
0.002240 |
-0.000144 |
|
502 |
Legs |
09/29(4) |
CALL |
28.00 / 30.50 |
$29 / $221 / 0.13 |
63.13% / $10.35 / 4.68% / 584.13% |
70.82% / $28.29 |
$0.29 / $0.33 / $0.04 / 389 |
|
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 |
28.00 |
36.87% |
$0.33 / 389 |
$0.34 / 100 |
3,043 / 2,122 |
31.421396% |
0.430298 |
-0.049530 |
0.200419 |
0.016026 |
0.002468 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
30.50 |
1.78% |
$0.03 / 50 |
$0.04 / 1,422 |
10 / 40 |
40.778055% |
0.084118 |
-0.019194 |
0.078770 |
0.006298 |
0.000492 |
|
115 |
Legs |
10/06(11) |
CALL |
28.50 / 31.50 |
$31 / $269 / 0.12 |
69.39% / $9.38 / 3.49% / 119.23% |
74.79% / $28.81 |
$0.31 / $0.35 / $0.04 / 403 |
|
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 |
28.50 |
30.61% |
$0.35 / 403 |
$0.37 / 324 |
153 / 123 |
31.655499% |
0.390402 |
-0.035591 |
0.142995 |
0.021439 |
0.004133 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
31.50 |
2.30% |
$0.03 / 2,470 |
$0.04 / 599 |
61 / 225 |
36.947681% |
0.095813 |
-0.015531 |
0.063370 |
0.009501 |
0.001037 |
|
|
864 |
|
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 |
23 / 4.28% / 92 |
5 |
Legs |
Vertical |
Bullish |
$9.60 (-2.64%) / 2.59M |
|
Earnings: 11/08 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
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 |
|
824 |
Legs |
09/29(4) |
PUT |
9.50 / 7.50 |
$28 / $172 / 0.16 |
54.89% / $8.50 / 4.94% / 658.55% |
66.22% / $9.22 |
$0.28 / $0.30 / $0.02 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
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 |
7.50 |
1.93% |
0 / 0 |
$0.02 / 22 |
0 / 74 |
94.841957% |
-0.037689 |
-0.006956 |
0.060148 |
0.001162 |
-0.000084 |
|
297 |
Legs |
09/29(4) |
PUT |
9.00 / 7.00 |
$12 / $188 / 0.06 |
74.05% / $6.55 / 3.48% / 321.06% |
77.82% / $8.88 |
$0.12 / $0.13 / $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 |
9.00 |
25.95% |
$0.13 / 226 |
$0.15 / 280 |
329 / 557 |
64.505218% |
-0.308127 |
-0.029612 |
0.257787 |
0.004980 |
-0.000709 |
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 |
|
427 |
Legs |
09/29(4) |
CALL |
10.00 / 12.50 |
$13 / $237 / 0.06 |
69.22% / $7.76 / 3.28% / 287.20% |
73.73% / $10.13 |
$0.13 / $0.14 / $0.01 / 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 |
10.00 |
30.78% |
$0.14 / 228 |
$0.15 / 180 |
439 / 302 |
54.681074% |
0.406412 |
-0.033531 |
0.284201 |
0.005490 |
0.000771 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
12.50 |
0.26% |
0 / 0 |
$0.01 / 12 |
40 / 123 |
87.421703% |
0.035955 |
-0.006779 |
0.057874 |
0.001118 |
0.000071 |
|
451 |
Legs |
09/29(4) |
CALL |
10.00 / 13.00 |
$13 / $287 / 0.05 |
69.22% / $8.60 / 3.00% / 245.61% |
73.73% / $10.13 |
$0.13 / $0.14 / $0.01 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
10.00 |
30.78% |
$0.14 / 228 |
$0.15 / 180 |
439 / 302 |
54.681074% |
0.406412 |
-0.033531 |
0.284201 |
0.005490 |
0.000771 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
13.00 |
0.07% |
0 / 0 |
$0.01 / 4 |
2 / 110 |
97.951744% |
0.019021 |
-0.003980 |
0.033993 |
0.000657 |
0.000038 |
|
56 |
Legs |
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 |
|
Underlying |
Leg |
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 |
|
|
885 |
|
09/29(4) |
CALL |
434.00 / 435.00 |
$49 / $51 / 0.96 |
54.15% / $3.28 / 6.43% / > 1000% |
56.15% / $434.49 |
$0.49 / $2.87 / $2.38 / 108 |
97 / 89.16% / 93 |
5 |
Legs |
Vertical |
Bearish |
$430.60 (-0.18%) / 100.83M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
434.00 |
45.85% |
$2.87 / 108 |
$2.88 / 85 |
12,465 / 4,024 |
12.870556% |
0.481406 |
-0.369430 |
0.028141 |
0.255277 |
0.044524 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
435.00 |
41.78% |
$2.37 / 90 |
$2.38 / 231 |
30,277 / 6,267 |
12.577105% |
0.453442 |
-0.366451 |
0.027981 |
0.253819 |
0.041971 |
|
893 |
Legs |
10/02(7) |
CALL |
434.00 / 435.00 |
$50 / $50 / 1.00 |
53.68% / $3.76 / 7.52% / > 1000% |
55.57% / $434.50 |
$0.50 / $3.26 / $2.76 / 195 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/02/2023 (W) |
CALL |
434.00 |
46.32% |
$3.26 / 195 |
$3.27 / 85 |
1,587 / 749 |
12.073778% |
0.488775 |
-0.317856 |
0.024013 |
0.299508 |
0.061874 |
ARCA / ETF |
Long (Buy) |
10/02/2023 (W) |
CALL |
435.00 |
42.57% |
$2.74 / 510 |
$2.76 / 196 |
2,659 / 2,013 |
11.825378% |
0.464890 |
-0.316003 |
0.023930 |
0.298475 |
0.058897 |
|
918 |
Legs |
10/03(8) |
CALL |
434.00 / 435.00 |
$51 / $49 / 1.04 |
53.31% / $4.34 / 8.86% / > 1000% |
55.09% / $434.51 |
$0.51 / $3.56 / $3.05 / 86 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/03/2023 (W) |
CALL |
434.00 |
46.69% |
$3.56 / 115 |
$3.57 / 85 |
430 / 520 |
12.451605% |
0.490729 |
-0.305108 |
0.022992 |
0.312853 |
0.067674 |
ARCA / ETF |
Long (Buy) |
10/03/2023 (W) |
CALL |
435.00 |
43.20% |
$3.04 / 223 |
$3.05 / 86 |
510 / 630 |
12.213719% |
0.467853 |
-0.303481 |
0.022925 |
0.311931 |
0.064571 |
|
944 |
Legs |
10/04(9) |
CALL |
434.00 / 435.00 |
$52 / $48 / 1.08 |
52.99% / $4.99 / 10.40% / > 1000% |
54.71% / $434.52 |
$0.52 / $3.85 / $3.33 / 85 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/04/2023 (W) |
CALL |
434.00 |
47.01% |
$3.85 / 85 |
$3.86 / 85 |
492 / 403 |
12.791314% |
0.492510 |
-0.293852 |
0.022091 |
0.325644 |
0.073482 |
ARCA / ETF |
Long (Buy) |
10/04/2023 (W) |
CALL |
435.00 |
43.72% |
$3.32 / 213 |
$3.33 / 85 |
751 / 493 |
12.545251% |
0.470526 |
-0.292409 |
0.022036 |
0.324823 |
0.070258 |
|
959 |
Legs |
10/05(10) |
CALL |
434.00 / 435.00 |
$53 / $47 / 1.13 |
52.73% / $5.73 / 12.18% / > 1000% |
54.38% / $434.53 |
$0.53 / $4.25 / $3.72 / 59 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/05/2023 (W) |
CALL |
434.00 |
47.27% |
$4.25 / 99 |
$4.26 / 59 |
600 / 259 |
13.375912% |
0.494147 |
-0.283817 |
0.021288 |
0.337946 |
0.079295 |
ARCA / ETF |
Long (Buy) |
10/05/2023 (W) |
CALL |
435.00 |
44.17% |
$3.71 / 218 |
$3.72 / 59 |
535 / 487 |
13.128749% |
0.472959 |
-0.282526 |
0.021243 |
0.337217 |
0.075956 |
|
975 |
Legs |
10/13(18) |
CALL |
434.00 / 435.00 |
$56 / $44 / 1.27 |
51.65% / $7.65 / 17.38% / > 1000% |
53.01% / $434.56 |
$0.56 / $5.87 / $5.31 / 80 |
|
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 |
434.00 |
48.35% |
$5.87 / 150 |
$5.88 / 53 |
505 / 1,155 |
14.085025% |
0.504008 |
-0.229926 |
0.016977 |
0.423516 |
0.125955 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
CALL |
435.00 |
45.92% |
$5.29 / 560 |
$5.31 / 80 |
8,353 / 3,063 |
13.844538% |
0.487097 |
-0.229276 |
0.016970 |
0.423335 |
0.121828 |
|
|
907 |
|
09/29(4) |
CALL |
10.00 / 11.50 |
$23 / $127 / 0.18 |
53.00% / $8.05 / 6.34% / > 1000% |
66.06% / $10.23 |
$0.23 / $0.25 / $0.02 / 16 |
29 / 21.45% / 0 |
5 |
Legs |
Vertical |
Bearish |
$9.88 (-3.42%) / 7.48M |
|
Earnings: 11/16 / Ex-Div: 10/03 ($0.15) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
10.00 |
47.00% |
$0.25 / 133 |
$0.27 / 306 |
64 / 155 |
46.372326% |
0.507696 |
-0.024277 |
0.404518 |
0.005882 |
0.001027 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
11.50 |
1.55% |
0 / 0 |
$0.02 / 16 |
10 / 510 |
58.893651% |
0.081431 |
-0.009235 |
0.152959 |
0.002224 |
0.000170 |
|
960 |
Legs |
09/29(4) |
CALL |
10.00 / 12.00 |
$24 / $176 / 0.14 |
53.00% / $11.74 / 6.67% / > 1000% |
66.59% / $10.24 |
$0.24 / $0.25 / $0.01 / 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) |
CALL |
10.00 |
47.00% |
$0.25 / 133 |
$0.27 / 306 |
64 / 155 |
46.372326% |
0.507696 |
-0.024277 |
0.404518 |
0.005882 |
0.001027 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
12.00 |
0.26% |
0 / 0 |
$0.01 / 1 |
3 / 108 |
64.034949% |
0.033886 |
-0.004616 |
0.076394 |
0.001111 |
0.000071 |
|
979 |
Legs |
09/29(4) |
CALL |
10.00 / 12.50 |
$24 / $226 / 0.11 |
53.00% / $12.56 / 5.56% / 869.31% |
66.59% / $10.24 |
$0.24 / $0.25 / $0.01 / 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) |
CALL |
10.00 |
47.00% |
$0.25 / 133 |
$0.27 / 306 |
64 / 155 |
46.372326% |
0.507696 |
-0.024277 |
0.404518 |
0.005882 |
0.001027 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
12.50 |
0.03% |
0 / 0 |
$0.01 / 1 |
0 / 69 |
75.488866% |
0.012547 |
-0.001992 |
0.032962 |
0.000479 |
0.000027 |
|
359 |
Legs |
09/29(4) |
PUT |
9.50 / 8.00 |
$8 / $142 / 0.06 |
76.49% / $5.18 / 3.65% / 350.49% |
79.84% / $9.42 |
$0.08 / $0.09 / $0.01 / 11 |
|
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 |
23.51% |
$0.09 / 11 |
$0.10 / 6 |
40 / 182 |
46.589699% |
-0.294030 |
-0.021275 |
0.349612 |
0.005084 |
-0.000685 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
8.00 |
0.33% |
0 / 0 |
$0.01 / 11 |
0 / 131 |
76.657531% |
-0.011249 |
-0.001821 |
0.029984 |
0.000436 |
-0.000025 |
|
428 |
Legs |
09/29(4) |
CALL |
10.50 / 12.00 |
$7 / $143 / 0.05 |
78.87% / $4.76 / 3.33% / 295.86% |
81.62% / $10.57 |
$0.07 / $0.08 / $0.01 / 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) |
CALL |
10.50 |
21.13% |
$0.08 / 410 |
$0.10 / 1,828 |
50 / 394 |
45.918451% |
0.317592 |
-0.021779 |
0.361736 |
0.005260 |
0.000652 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
12.00 |
0.26% |
0 / 0 |
$0.01 / 1 |
3 / 108 |
64.034949% |
0.033886 |
-0.004616 |
0.076394 |
0.001111 |
0.000071 |
|
919 |
Legs |
10/06(11) |
CALL |
10.00 / 12.50 |
$29 / $221 / 0.13 |
53.17% / $12.29 / 5.56% / 245.47% |
65.02% / $10.29 |
$0.29 / $0.31 / $0.02 / 16 |
|
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 |
10.00 |
46.83% |
$0.31 / 174 |
$0.34 / 123 |
1 / 141 |
42.069934% |
0.516641 |
-0.017610 |
0.294850 |
0.008039 |
0.001903 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
12.50 |
0.67% |
0 / 0 |
$0.02 / 16 |
0 / 63 |
61.963509% |
0.054019 |
-0.004903 |
0.081293 |
0.002217 |
0.000209 |
|
|
909 |
|
09/29(4) |
CALL |
155.00 / 167.50 |
$152 / $1,098 / 0.14 |
53.90% / $69.12 / 6.30% / > 1000% |
65.74% / $156.52 |
$1.52 / $1.54 / $0.02 / 39 |
53 / 31.39% / 48 |
5 |
Legs |
Vertical |
Bearish |
$154.09 (-0.86%) / 3.21M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
155.00 |
46.10% |
$1.54 / 39 |
$1.62 / 57 |
211 / 116 |
19.535933% |
0.486688 |
-0.180460 |
0.055196 |
0.091170 |
0.015901 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
167.50 |
0.55% |
$0.01 / 143 |
$0.02 / 67 |
10 / 196 |
22.668887% |
0.045153 |
-0.042952 |
0.013166 |
0.021747 |
0.001501 |
|
947 |
Legs |
09/29(4) |
CALL |
155.00 / 170.00 |
$153 / $1,347 / 0.11 |
53.90% / $78.73 / 5.84% / 986.75% |
65.81% / $156.53 |
$1.53 / $1.54 / $0.01 / 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) |
CALL |
155.00 |
46.10% |
$1.54 / 39 |
$1.62 / 57 |
211 / 116 |
19.535933% |
0.486688 |
-0.180460 |
0.055196 |
0.091170 |
0.015901 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
170.00 |
0.13% |
0 / 0 |
$0.01 / 1 |
10 / 337 |
25.096331% |
0.022161 |
-0.023861 |
0.007316 |
0.012084 |
0.000738 |
|
853 |
Legs |
09/29(4) |
CALL |
155.00 / 165.00 |
$151 / $849 / 0.18 |
53.90% / $47.18 / 5.56% / 869.30% |
65.66% / $156.51 |
$1.51 / $1.54 / $0.03 / 39 |
|
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 |
155.00 |
46.10% |
$1.54 / 39 |
$1.62 / 57 |
211 / 116 |
19.535933% |
0.486688 |
-0.180460 |
0.055196 |
0.091170 |
0.015901 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
165.00 |
1.93% |
$0.02 / 380 |
$0.03 / 136 |
44 / 357 |
20.255297% |
0.085065 |
-0.070375 |
0.021567 |
0.035624 |
0.002821 |
|
253 |
Legs |
09/29(4) |
CALL |
157.50 / 167.50 |
$59 / $941 / 0.06 |
72.64% / $32.36 / 3.44% / 313.69% |
76.42% / $158.09 |
$0.59 / $0.61 / $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) |
CALL |
157.50 |
27.36% |
$0.61 / 12 |
$0.65 / 180 |
499 / 195 |
18.552544% |
0.353527 |
-0.168175 |
0.051476 |
0.085025 |
0.011609 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
167.50 |
0.55% |
$0.01 / 143 |
$0.02 / 67 |
10 / 196 |
22.668887% |
0.045153 |
-0.042952 |
0.013166 |
0.021747 |
0.001501 |
|
789 |
Legs |
10/06(11) |
CALL |
155.00 / 170.00 |
$227 / $1,273 / 0.18 |
53.13% / $80.55 / 6.33% / 307.77% |
65.84% / $157.27 |
$2.27 / $2.31 / $0.04 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
155.00 |
46.87% |
$2.31 / 34 |
$2.45 / 148 |
4 / 58 |
20.567143% |
0.496350 |
-0.131844 |
0.040298 |
0.124805 |
0.029990 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
170.00 |
1.49% |
$0.03 / 14 |
$0.04 / 372 |
127 / 346 |
21.352193% |
0.073145 |
-0.045856 |
0.014046 |
0.043501 |
0.004517 |
|
294 |
Legs |
09/29(4) |
CALL |
157.50 / 170.00 |
$60 / $1,190 / 0.05 |
72.64% / $40.39 / 3.39% / 306.30% |
76.48% / $158.10 |
$0.60 / $0.61 / $0.01 / 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) |
CALL |
157.50 |
27.36% |
$0.61 / 12 |
$0.65 / 180 |
499 / 195 |
18.552544% |
0.353527 |
-0.168175 |
0.051476 |
0.085025 |
0.011609 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
170.00 |
0.13% |
0 / 0 |
$0.01 / 1 |
10 / 337 |
25.096331% |
0.022161 |
-0.023861 |
0.007316 |
0.012084 |
0.000738 |
|
|
915 |
|
09/29(4) |
CALL |
167.50 / 180.00 |
$148 / $1,102 / 0.13 |
53.78% / $68.04 / 6.17% / > 1000% |
65.48% / $168.98 |
$1.48 / $1.49 / $0.01 / 10 |
25 / 40.43% / 79 |
5 |
Legs |
Vertical |
Bearish |
$166.28 (+0.66%) / 5.97M |
|
Earnings: 10/27 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
167.50 |
46.22% |
$1.49 / 10 |
$1.52 / 75 |
1,276 / 2,385 |
17.330780% |
0.486387 |
-0.179206 |
0.055948 |
0.098547 |
0.017230 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
180.00 |
0.50% |
0 / 0 |
$0.01 / 10 |
20 / 223 |
20.059496% |
0.042519 |
-0.040472 |
0.012713 |
0.022393 |
0.001530 |
|
952 |
Legs |
09/29(4) |
CALL |
167.50 / 182.50 |
$148 / $1,352 / 0.11 |
53.78% / $76.38 / 5.65% / 905.62% |
65.48% / $168.98 |
$1.48 / $1.49 / $0.01 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
167.50 |
46.22% |
$1.49 / 10 |
$1.52 / 75 |
1,276 / 2,385 |
17.330780% |
0.486387 |
-0.179206 |
0.055948 |
0.098547 |
0.017230 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
182.50 |
0.11% |
0 / 0 |
$0.01 / 16 |
0 / 4 |
23.303514% |
0.020390 |
-0.021989 |
0.006911 |
0.012173 |
0.000735 |
|
865 |
Legs |
09/29(4) |
CALL |
167.50 / 177.50 |
$147 / $853 / 0.17 |
53.78% / $46.95 / 5.50% / 849.18% |
65.41% / $168.97 |
$1.47 / $1.49 / $0.02 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
167.50 |
46.22% |
$1.49 / 10 |
$1.52 / 75 |
1,276 / 2,385 |
17.330780% |
0.486387 |
-0.179206 |
0.055948 |
0.098547 |
0.017230 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
177.50 |
1.81% |
$0.01 / 192 |
$0.02 / 52 |
13 / 112 |
17.555046% |
0.081646 |
-0.067519 |
0.021196 |
0.037335 |
0.002933 |
|
333 |
Legs |
09/29(4) |
PUT |
165.00 / 152.50 |
$84 / $1,166 / 0.07 |
67.28% / $52.14 / 4.47% / 528.02% |
73.19% / $164.16 |
$0.84 / $0.89 / $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 |
165.00 |
32.72% |
$0.89 / 12 |
$0.91 / 56 |
601 / 5,591 |
17.792970% |
-0.374328 |
-0.166642 |
0.053191 |
0.093690 |
-0.014122 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
152.50 |
0.18% |
$0.04 / 93 |
$0.05 / 347 |
15 / 49 |
29.371991% |
-0.015068 |
-0.016845 |
0.005338 |
0.009403 |
-0.000560 |
|
289 |
Legs |
09/29(4) |
PUT |
165.00 / 155.00 |
$82 / $918 / 0.09 |
67.28% / $41.01 / 4.47% / 526.92% |
73.06% / $164.18 |
$0.82 / $0.89 / $0.07 / 11 |
|
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 |
165.00 |
32.72% |
$0.89 / 12 |
$0.91 / 56 |
601 / 5,591 |
17.792970% |
-0.374328 |
-0.166642 |
0.053191 |
0.093690 |
-0.014122 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
155.00 |
0.76% |
$0.06 / 166 |
$0.07 / 11 |
45 / 662 |
26.326625% |
-0.036982 |
-0.035791 |
0.011350 |
0.019992 |
-0.001378 |
|
791 |
Legs |
10/06(11) |
CALL |
167.50 / 182.50 |
$229 / $1,271 / 0.18 |
52.91% / $83.97 / 6.61% / 332.99% |
65.91% / $169.79 |
$2.29 / $2.31 / $0.02 / 49 |
|
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 |
167.50 |
47.09% |
$2.31 / 49 |
$2.37 / 145 |
137 / 113 |
18.681077% |
0.496345 |
-0.131275 |
0.040852 |
0.134919 |
0.032554 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
182.50 |
1.39% |
$0.01 / 24 |
$0.02 / 63 |
0 / 7 |
17.770526% |
0.069752 |
-0.043789 |
0.013727 |
0.045337 |
0.004668 |
|
|
938 |
|
09/29(4) |
PUT |
8.50 / 6.00 |
$27 / $223 / 0.12 |
53.03% / $13.21 / 5.92% / > 1000% |
65.88% / $8.23 |
$0.27 / $0.28 / $0.01 / 10 |
37 / 26.27% / 95 |
5 |
Legs |
Vertical |
Bullish |
$8.60 (+1.78%) / 36.25M |
|
Earnings: 11/09 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
8.50 |
46.97% |
$0.28 / 474 |
$0.29 / 2,789 |
4,344 / 5,650 |
59.218551% |
-0.464615 |
-0.028515 |
0.339541 |
0.005009 |
-0.000967 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
6.00 |
0.24% |
0 / 0 |
$0.01 / 10 |
0 / 12 |
117.510807% |
-0.004358 |
-0.000931 |
0.010929 |
0.000161 |
-0.000008 |
|
908 |
Legs |
09/29(4) |
PUT |
8.50 / 6.50 |
$26 / $174 / 0.15 |
53.03% / $10.16 / 5.84% / 983.51% |
65.44% / $8.24 |
$0.26 / $0.28 / $0.02 / 198 |
|
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 |
8.50 |
46.97% |
$0.28 / 474 |
$0.29 / 2,789 |
4,344 / 5,650 |
59.218551% |
-0.464615 |
-0.028515 |
0.339541 |
0.005009 |
-0.000967 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
6.50 |
0.99% |
0 / 0 |
$0.02 / 198 |
42 / 132 |
106.127512% |
-0.020643 |
-0.003615 |
0.042497 |
0.000627 |
-0.000041 |
|
838 |
Legs |
09/29(4) |
PUT |
8.50 / 7.00 |
$26 / $124 / 0.21 |
53.03% / $4.87 / 3.93% / 403.96% |
65.44% / $8.24 |
$0.26 / $0.28 / $0.02 / 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) |
PUT |
8.50 |
46.97% |
$0.28 / 474 |
$0.29 / 2,789 |
4,344 / 5,650 |
59.218551% |
-0.464615 |
-0.028515 |
0.339541 |
0.005009 |
-0.000967 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
7.00 |
3.52% |
$0.01 / 2,727 |
$0.02 / 2 |
230 / 640 |
77.032049% |
-0.066620 |
-0.009378 |
0.110428 |
0.001629 |
-0.000132 |
|
283 |
Legs |
09/29(4) |
CALL |
9.00 / 11.00 |
$11 / $189 / 0.06 |
73.53% / $7.03 / 3.72% / 363.39% |
77.60% / $9.11 |
$0.11 / $0.13 / $0.02 / 401 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
9.00 |
26.47% |
$0.13 / 1,279 |
$0.14 / 1,911 |
8,533 / 11,797 |
61.442803% |
0.371812 |
-0.028021 |
0.323130 |
0.004767 |
0.000633 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
11.00 |
0.28% |
$0.01 / 1,741 |
$0.02 / 401 |
1,020 / 10,600 |
91.334688% |
0.036961 |
-0.005947 |
0.069040 |
0.001019 |
0.000065 |
|
325 |
Legs |
09/29(4) |
CALL |
9.00 / 11.50 |
$11 / $239 / 0.05 |
73.53% / $7.81 / 3.27% / 285.80% |
77.60% / $9.11 |
$0.11 / $0.13 / $0.02 / 492 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
9.00 |
26.47% |
$0.13 / 1,279 |
$0.14 / 1,911 |
8,533 / 11,797 |
61.442803% |
0.371812 |
-0.028021 |
0.323130 |
0.004767 |
0.000633 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
11.50 |
0.06% |
$0.01 / 69 |
$0.02 / 492 |
15 / 4,672 |
104.047159% |
0.017407 |
-0.003164 |
0.036760 |
0.000542 |
0.000031 |
|
811 |
Legs |
10/06(11) |
PUT |
8.50 / 5.50 |
$36 / $264 / 0.14 |
53.70% / $14.94 / 5.66% / 252.82% |
65.95% / $8.14 |
$0.36 / $0.39 / $0.03 / 525 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
8.50 |
46.30% |
$0.39 / 525 |
$0.40 / 17 |
548 / 2,688 |
59.918115% |
-0.454851 |
-0.020613 |
0.247349 |
0.006842 |
-0.001847 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
5.50 |
0.79% |
0 / 0 |
$0.03 / 1,165 |
0 / 7 |
125.805156% |
-0.007623 |
-0.001114 |
0.013110 |
0.000363 |
-0.000028 |
|
|
964 |
|
09/29(4) |
CALL |
29.00 / 32.00 |
$37 / $263 / 0.14 |
52.07% / $16.41 / 6.24% / > 1000% |
64.65% / $29.37 |
$0.37 / $0.40 / $0.03 / 510 |
32 / 41.28% / 34 |
5 |
Legs |
Vertical |
Bearish |
$28.94 (+0.10%) / 15.05M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
29.00 |
47.93% |
$0.40 / 510 |
$0.42 / 902 |
529 / 1,114 |
24.887228% |
0.502648 |
-0.042618 |
0.239414 |
0.017089 |
0.003047 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
32.00 |
0.51% |
$0.01 / 822 |
$0.03 / 2,177 |
24 / 932 |
36.161684% |
0.044220 |
-0.009830 |
0.056105 |
0.004005 |
0.000274 |
|
928 |
Legs |
09/29(4) |
CALL |
29.00 / 31.50 |
$37 / $213 / 0.17 |
52.07% / $12.46 / 5.85% / 987.86% |
64.65% / $29.37 |
$0.37 / $0.40 / $0.03 / 510 |
|
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 |
29.00 |
47.93% |
$0.40 / 510 |
$0.42 / 902 |
529 / 1,114 |
24.887228% |
0.502648 |
-0.042618 |
0.239414 |
0.017089 |
0.003047 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
31.50 |
1.52% |
$0.02 / 50 |
$0.03 / 1,763 |
28 / 4,289 |
32.753008% |
0.076352 |
-0.015110 |
0.086140 |
0.006149 |
0.000472 |
|
346 |
Legs |
09/29(4) |
PUT |
28.50 / 26.00 |
$20 / $230 / 0.09 |
66.47% / $10.46 / 4.55% / 547.28% |
72.53% / $28.30 |
$0.20 / $0.22 / $0.02 / 75 |
|
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 |
28.50 |
33.53% |
$0.22 / 591 |
$0.24 / 763 |
894 / 593 |
24.985458% |
-0.378417 |
-0.038633 |
0.228238 |
0.016291 |
-0.002500 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
26.00 |
0.60% |
0 / 0 |
$0.02 / 75 |
36 / 185 |
39.427077% |
-0.028404 |
-0.006700 |
0.039033 |
0.002786 |
-0.000184 |
|
405 |
Legs |
09/29(4) |
PUT |
28.50 / 25.50 |
$19 / $281 / 0.07 |
66.47% / $11.58 / 4.12% / 445.30% |
72.24% / $28.31 |
$0.19 / $0.22 / $0.03 / 591 |
|
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 |
28.50 |
33.53% |
$0.22 / 591 |
$0.24 / 763 |
894 / 593 |
24.985458% |
-0.378417 |
-0.038633 |
0.228238 |
0.016291 |
-0.002500 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
25.50 |
0.18% |
0 / 0 |
$0.03 / 2,171 |
0 / 144 |
48.642763% |
-0.012474 |
-0.003332 |
0.019391 |
0.001384 |
-0.000081 |
|
331 |
Legs |
09/29(4) |
CALL |
29.50 / 32.50 |
$18 / $282 / 0.06 |
68.75% / $11.49 / 4.07% / 435.23% |
74.02% / $29.68 |
$0.18 / $0.20 / $0.02 / 168 |
|
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 |
29.50 |
31.25% |
$0.20 / 1,263 |
$0.23 / 3,001 |
2,916 / 2,385 |
24.888272% |
0.385784 |
-0.040661 |
0.229563 |
0.016386 |
0.002352 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
32.50 |
0.15% |
$0.01 / 100 |
$0.02 / 168 |
151 / 364 |
38.862303% |
0.024243 |
-0.005984 |
0.034192 |
0.002441 |
0.000151 |
|
308 |
Legs |
10/06(11) |
CALL |
29.50 / 32.50 |
$36 / $264 / 0.14 |
63.83% / $14.13 / 5.35% / 230.29% |
71.79% / $29.86 |
$0.36 / $0.40 / $0.04 / 5 |
|
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 |
29.50 |
36.17% |
$0.40 / 5 |
$0.42 / 1,946 |
52 / 736 |
26.802509% |
0.425879 |
-0.030707 |
0.171792 |
0.022992 |
0.004786 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
32.50 |
1.64% |
$0.02 / 962 |
$0.04 / 884 |
1 / 173 |
31.776448% |
0.078450 |
-0.011310 |
0.064211 |
0.008594 |
0.000901 |
|
|
834 |
|
09/29(4) |
CALL |
14.00 / 15.00 |
$10 / $90 / 0.11 |
56.81% / $5.29 / 5.87% / 999.03% |
67.34% / $14.10 |
$0.10 / $0.11 / $0.01 / 109 |
57 / 53.54% / 63 |
5 |
Legs |
Vertical |
Bearish |
$13.86 (+1.09%) / 31.39M |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
14.00 |
43.19% |
$0.11 / 848 |
$0.13 / 692 |
955 / 4,369 |
17.746667% |
0.463354 |
-0.012305 |
0.754150 |
0.008194 |
0.001377 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
15.00 |
0.21% |
0 / 0 |
$0.01 / 109 |
252 / 93 |
28.313976% |
0.027338 |
-0.002027 |
0.119729 |
0.001301 |
0.000082 |
|
790 |
Legs |
10/06(11) |
CALL |
14.00 / 15.50 |
$14 / $136 / 0.10 |
56.13% / $7.49 / 5.50% / 241.32% |
66.77% / $14.14 |
$0.14 / $0.17 / $0.03 / 37 |
|
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 |
14.00 |
43.87% |
$0.17 / 37 |
$0.19 / 15 |
405 / 8,075 |
18.734102% |
0.471088 |
-0.008770 |
0.550784 |
0.011220 |
0.002597 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
15.50 |
0.13% |
0 / 0 |
$0.03 / 216 |
35 / 140 |
34.889037% |
0.020560 |
-0.001157 |
0.068794 |
0.001401 |
0.000116 |
|
665 |
Legs |
10/06(11) |
CALL |
14.00 / 15.00 |
$14 / $86 / 0.16 |
56.13% / $4.60 / 5.35% / 230.31% |
66.77% / $14.14 |
$0.14 / $0.17 / $0.03 / 37 |
|
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 |
14.00 |
43.87% |
$0.17 / 37 |
$0.19 / 15 |
405 / 8,075 |
18.734102% |
0.471088 |
-0.008770 |
0.550784 |
0.011220 |
0.002597 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
15.00 |
1.83% |
$0.01 / 429 |
$0.03 / 179 |
34 / 297 |
24.032619% |
0.079669 |
-0.003429 |
0.205631 |
0.004189 |
0.000446 |
|
583 |
Legs |
10/13(18) |
CALL |
14.00 / 15.50 |
$19 / $131 / 0.15 |
56.04% / $8.92 / 6.81% / 182.19% |
67.82% / $14.19 |
$0.19 / $0.22 / $0.03 / 5 |
|
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 |
14.00 |
43.96% |
$0.22 / 5 |
$0.24 / 29 |
86 / 1,175 |
19.502354% |
0.474123 |
-0.007091 |
0.454328 |
0.013574 |
0.003802 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
15.50 |
0.62% |
0 / 0 |
$0.03 / 149 |
15 / 80 |
28.962506% |
0.045519 |
-0.001823 |
0.109588 |
0.003274 |
0.000373 |
|
328 |
Legs |
10/20(25) |
CALL |
14.00 / 15.50 |
$24 / $126 / 0.19 |
56.12% / $9.68 / 7.68% / 143.13% |
68.94% / $14.24 |
$0.24 / $0.27 / $0.03 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
14.00 |
43.88% |
$0.27 / 4 |
$0.28 / 1,374 |
524 / 39,982 |
20.188031% |
0.475552 |
-0.006061 |
0.395190 |
0.015564 |
0.004991 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
15.50 |
1.42% |
0 / 0 |
$0.03 / 338 |
20 / 20 |
25.357742% |
0.070061 |
-0.002205 |
0.133980 |
0.005277 |
0.000753 |
|
683 |
Legs |
10/13(18) |
CALL |
14.00 / 16.00 |
$19 / $181 / 0.11 |
56.04% / $10.41 / 5.75% / 141.31% |
67.82% / $14.19 |
$0.19 / $0.22 / $0.03 / 5 |
|
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 |
14.00 |
43.96% |
$0.22 / 5 |
$0.24 / 29 |
86 / 1,175 |
19.502354% |
0.474123 |
-0.007091 |
0.454328 |
0.013574 |
0.003802 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
16.00 |
0.06% |
0 / 0 |
$0.03 / 294 |
105 / 470 |
35.365404% |
0.013990 |
-0.000685 |
0.040868 |
0.001221 |
0.000115 |
|
|
597 |
|
09/29(4) |
PUT |
14.00 / 11.00 |
$30 / $270 / 0.11 |
60.93% / $15.79 / 5.85% / 987.56% |
70.27% / $13.70 |
$0.30 / $0.31 / $0.01 / 32 |
23 / 13.93% / 97 |
5 |
Legs |
Vertical |
Bullish |
$14.20 (+1.43%) / 47.71M |
|
Earnings: 11/06 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
14.00 |
39.07% |
$0.31 / 32 |
$0.32 / 3,194 |
5,843 / 5,702 |
52.932924% |
-0.411607 |
-0.040118 |
0.231271 |
0.008215 |
-0.001404 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
11.00 |
0.44% |
0 / 0 |
$0.01 / 144 |
288 / 408 |
83.911718% |
-0.011683 |
-0.003187 |
0.018138 |
0.000644 |
-0.000038 |
|
785 |
Legs |
09/29(4) |
CALL |
14.50 / 17.50 |
$30 / $270 / 0.11 |
59.33% / $15.02 / 5.56% / 870.95% |
68.84% / $14.80 |
$0.30 / $0.32 / $0.02 / 144 |
|
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 |
40.67% |
$0.32 / 886 |
$0.33 / 812 |
6,118 / 5,284 |
50.096088% |
0.470503 |
-0.042602 |
0.236466 |
0.008399 |
0.001346 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
17.50 |
0.49% |
$0.01 / 2,689 |
$0.02 / 144 |
443 / 3,845 |
69.704418% |
0.047672 |
-0.010521 |
0.059008 |
0.002096 |
0.000142 |
|
563 |
Legs |
09/29(4) |
PUT |
14.00 / 11.50 |
$29 / $221 / 0.13 |
60.93% / $12.20 / 5.52% / 854.42% |
69.98% / $13.71 |
$0.29 / $0.31 / $0.02 / 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) |
PUT |
14.00 |
39.07% |
$0.31 / 32 |
$0.32 / 3,194 |
5,843 / 5,702 |
52.932924% |
-0.411607 |
-0.040118 |
0.231271 |
0.008215 |
-0.001404 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
11.50 |
1.20% |
$0.01 / 942 |
$0.02 / 299 |
81 / 959 |
76.096151% |
-0.029336 |
-0.006969 |
0.039697 |
0.001410 |
-0.000096 |
|
751 |
Legs |
09/29(4) |
CALL |
14.50 / 17.00 |
$29 / $221 / 0.13 |
59.33% / $11.17 / 5.05% / 692.76% |
68.54% / $14.79 |
$0.29 / $0.32 / $0.03 / 886 |
|
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 |
40.67% |
$0.32 / 886 |
$0.33 / 812 |
6,118 / 5,284 |
50.096088% |
0.470503 |
-0.042602 |
0.236466 |
0.008399 |
0.001346 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
17.00 |
1.33% |
$0.02 / 3,030 |
$0.03 / 1,150 |
3,326 / 9,300 |
67.235300% |
0.077489 |
-0.015391 |
0.086251 |
0.003064 |
0.000230 |
|
515 |
Legs |
09/29(4) |
PUT |
14.00 / 12.00 |
$28 / $172 / 0.16 |
60.93% / $6.86 / 3.99% / 416.45% |
69.69% / $13.72 |
$0.28 / $0.31 / $0.03 / 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) |
PUT |
14.00 |
39.07% |
$0.31 / 32 |
$0.32 / 3,194 |
5,843 / 5,702 |
52.932924% |
-0.411607 |
-0.040118 |
0.231271 |
0.008215 |
-0.001404 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
12.00 |
2.97% |
$0.02 / 1,061 |
$0.03 / 1,232 |
387 / 1,304 |
69.456843% |
-0.063017 |
-0.012898 |
0.073568 |
0.002613 |
-0.000208 |
|
447 |
Legs |
10/06(11) |
PUT |
14.00 / 11.00 |
$45 / $255 / 0.18 |
59.27% / $12.43 / 4.87% / 197.48% |
69.43% / $13.55 |
$0.45 / $0.48 / $0.03 / 463 |
|
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 |
14.00 |
40.73% |
$0.48 / 463 |
$0.49 / 1,128 |
589 / 1,975 |
54.478124% |
-0.418293 |
-0.029151 |
0.169520 |
0.011290 |
-0.002769 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
11.00 |
2.76% |
$0.02 / 987 |
$0.03 / 1,103 |
0 / 152 |
71.342735% |
-0.044662 |
-0.007150 |
0.040894 |
0.002724 |
-0.000280 |
|
|
850 |
|
09/29(4) |
CALL |
46.00 / 49.00 |
$35 / $265 / 0.13 |
55.73% / $15.43 / 5.82% / 976.97% |
66.26% / $46.35 |
$0.35 / $0.37 / $0.02 / 6 |
55 / 18.64% / 39 |
5 |
Legs |
Vertical |
Bearish |
$45.55 (-0.35%) / 3.73M |
|
Earnings: 12/07 / Ex-Div: 11/14 ($0.29) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
46.00 |
44.27% |
$0.37 / 6 |
$0.38 / 10 |
50 / 176 |
16.573515% |
0.472599 |
-0.047253 |
0.214516 |
0.026982 |
0.004601 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
49.00 |
0.73% |
0 / 0 |
$0.02 / 12 |
0 / 190 |
24.026539% |
0.051630 |
-0.012391 |
0.057049 |
0.007176 |
0.000510 |
|
797 |
Legs |
09/29(4) |
CALL |
46.00 / 48.50 |
$35 / $215 / 0.16 |
55.73% / $10.91 / 5.08% / 699.84% |
66.26% / $46.35 |
$0.35 / $0.37 / $0.02 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
46.00 |
44.27% |
$0.37 / 6 |
$0.38 / 10 |
50 / 176 |
16.573515% |
0.472599 |
-0.047253 |
0.214516 |
0.026982 |
0.004601 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
48.50 |
1.94% |
0 / 0 |
$0.02 / 16 |
0 / 29 |
20.948920% |
0.084429 |
-0.018153 |
0.083478 |
0.010500 |
0.000832 |
|
641 |
Legs |
09/29(4) |
PUT |
45.50 / 42.50 |
$27 / $273 / 0.10 |
60.98% / $13.58 / 4.97% / 667.74% |
68.82% / $45.23 |
$0.27 / $0.29 / $0.02 / 11 |
|
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 |
45.50 |
39.02% |
$0.29 / 207 |
$0.31 / 225 |
33 / 163 |
16.731464% |
-0.419762 |
-0.044115 |
0.210675 |
0.026499 |
-0.004342 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
42.50 |
0.51% |
0 / 0 |
$0.02 / 11 |
0 / 62 |
27.053282% |
-0.029560 |
-0.007710 |
0.036241 |
0.004558 |
-0.000302 |
|
587 |
Legs |
09/29(4) |
PUT |
45.50 / 43.00 |
$27 / $223 / 0.12 |
60.98% / $10.07 / 4.52% / 539.57% |
68.82% / $45.23 |
$0.27 / $0.29 / $0.02 / 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) |
PUT |
45.50 |
39.02% |
$0.29 / 207 |
$0.31 / 225 |
33 / 163 |
16.731464% |
-0.419762 |
-0.044115 |
0.210675 |
0.026499 |
-0.004342 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
43.00 |
1.40% |
$0.01 / 1,091 |
$0.02 / 2 |
0 / 69 |
22.398678% |
-0.054980 |
-0.012739 |
0.059964 |
0.007542 |
-0.000562 |
|
249 |
Legs |
09/29(4) |
CALL |
46.50 / 49.50 |
$16 / $284 / 0.06 |
70.44% / $9.83 / 3.46% / 317.55% |
74.60% / $46.66 |
$0.16 / $0.18 / $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) |
CALL |
46.50 |
29.56% |
$0.18 / 50 |
$0.20 / 222 |
794 / 136 |
16.259819% |
0.368542 |
-0.044590 |
0.203268 |
0.025567 |
0.003600 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
49.50 |
0.25% |
0 / 0 |
$0.02 / 12 |
1 / 41 |
27.010088% |
0.030051 |
-0.007972 |
0.036740 |
0.004621 |
0.000297 |
|
701 |
Legs |
10/13(18) |
CALL |
46.00 / 51.00 |
$71 / $429 / 0.17 |
53.29% / $28.04 / 6.54% / 171.10% |
65.96% / $46.71 |
$0.71 / $0.74 / $0.03 / 33 |
|
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 |
46.00 |
46.71% |
$0.74 / 602 |
$0.79 / 51 |
8 / 18 |
18.225237% |
0.496124 |
-0.028986 |
0.129531 |
0.044804 |
0.012999 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
51.00 |
1.08% |
0 / 0 |
$0.03 / 33 |
0 / 47 |
22.673680% |
0.061068 |
-0.008588 |
0.039262 |
0.013581 |
0.001639 |
|
|
894 |
|
09/29(4) |
CALL |
148.00 / 157.50 |
$100 / $850 / 0.12 |
55.02% / $49.35 / 5.81% / 969.92% |
65.83% / $149.00 |
$1.00 / $1.03 / $0.03 / 44 |
67 / 31.75% / 86 |
5 |
Legs |
Vertical |
Bearish |
$146.85 (-0.36%) / 2.56M |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
148.00 |
44.98% |
$1.03 / 44 |
$1.07 / 4 |
213 / 523 |
14.275780% |
0.475630 |
-0.129178 |
0.076692 |
0.086930 |
0.014975 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
157.50 |
0.32% |
$0.02 / 61 |
$0.03 / 57 |
32 / 594 |
20.316662% |
0.033594 |
-0.024240 |
0.014399 |
0.016322 |
0.001072 |
|
934 |
Legs |
09/29(4) |
CALL |
148.00 / 160.00 |
$102 / $1,098 / 0.09 |
55.02% / $55.31 / 5.04% / 687.82% |
66.04% / $149.02 |
$1.02 / $1.03 / $0.01 / 44 |
|
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 |
148.00 |
44.98% |
$1.03 / 44 |
$1.07 / 4 |
213 / 523 |
14.275780% |
0.475630 |
-0.129178 |
0.076692 |
0.086930 |
0.014975 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
160.00 |
0.04% |
0 / 0 |
$0.01 / 220 |
3 / 446 |
21.830383% |
0.011352 |
-0.009656 |
0.005737 |
0.006503 |
0.000363 |
|
823 |
Legs |
09/29(4) |
CALL |
148.00 / 155.00 |
$98 / $602 / 0.16 |
55.02% / $29.41 / 4.89% / 641.54% |
65.62% / $148.98 |
$0.98 / $1.03 / $0.05 / 44 |
|
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 |
148.00 |
44.98% |
$1.03 / 44 |
$1.07 / 4 |
213 / 523 |
14.275780% |
0.475630 |
-0.129178 |
0.076692 |
0.086930 |
0.014975 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
155.00 |
1.97% |
$0.04 / 83 |
$0.05 / 60 |
142 / 566 |
17.548568% |
0.084522 |
-0.050277 |
0.029862 |
0.033849 |
0.002691 |
|
463 |
Legs |
09/29(4) |
CALL |
149.00 / 157.50 |
$59 / $791 / 0.08 |
65.83% / $33.68 / 4.26% / 476.28% |
71.68% / $149.59 |
$0.59 / $0.62 / $0.03 / 55 |
|
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 |
149.00 |
34.17% |
$0.62 / 55 |
$0.66 / 19 |
129 / 519 |
13.913918% |
0.400304 |
-0.125372 |
0.074437 |
0.084374 |
0.012631 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
157.50 |
0.32% |
$0.02 / 61 |
$0.03 / 57 |
32 / 594 |
20.316662% |
0.033594 |
-0.024240 |
0.014399 |
0.016322 |
0.001072 |
|
503 |
Legs |
09/29(4) |
CALL |
149.00 / 160.00 |
$61 / $1,039 / 0.06 |
65.83% / $39.41 / 3.79% / 377.52% |
71.86% / $149.61 |
$0.61 / $0.62 / $0.01 / 55 |
|
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 |
149.00 |
34.17% |
$0.62 / 55 |
$0.66 / 19 |
129 / 519 |
13.913918% |
0.400304 |
-0.125372 |
0.074437 |
0.084374 |
0.012631 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
160.00 |
0.04% |
0 / 0 |
$0.01 / 220 |
3 / 446 |
21.830383% |
0.011352 |
-0.009656 |
0.005737 |
0.006503 |
0.000363 |
|
794 |
Legs |
10/06(11) |
CALL |
148.00 / 160.00 |
$158 / $1,042 / 0.15 |
53.88% / $69.10 / 6.63% / 335.30% |
66.16% / $149.58 |
$1.58 / $1.63 / $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 |
148.00 |
46.12% |
$1.63 / 52 |
$1.71 / 55 |
64 / 147 |
15.564621% |
0.486484 |
-0.094347 |
0.056034 |
0.119090 |
0.028423 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
160.00 |
0.73% |
$0.01 / 195 |
$0.05 / 1 |
2 / 32 |
18.291775% |
0.049227 |
-0.024136 |
0.014335 |
0.030465 |
0.002927 |
|
|
932 |
|
09/29(4) |
CALL |
13.00 / 16.00 |
$43 / $257 / 0.17 |
53.79% / $14.92 / 5.80% / 969.07% |
66.25% / $13.43 |
$0.43 / $0.46 / $0.03 / 55 |
43 / 34.57% / 22 |
5 |
Legs |
Vertical |
Bearish |
$12.96 (-4.11%) / 9.98M |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
13.00 |
46.21% |
$0.46 / 59 |
$0.48 / 476 |
494 / 34 |
64.632282% |
0.517318 |
-0.048288 |
0.208824 |
0.007629 |
0.001305 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
16.00 |
1.53% |
$0.02 / 23 |
$0.03 / 55 |
7 / 329 |
79.902823% |
0.086423 |
-0.018925 |
0.082549 |
0.003016 |
0.000229 |
|
393 |
Legs |
09/29(4) |
CALL |
13.50 / 16.50 |
$24 / $276 / 0.09 |
68.12% / $12.53 / 4.54% / 545.78% |
74.10% / $13.74 |
$0.24 / $0.27 / $0.03 / 85 |
|
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 |
13.50 |
31.88% |
$0.27 / 85 |
$0.28 / 103 |
511 / 209 |
64.457313% |
0.415965 |
-0.047135 |
0.204367 |
0.007466 |
0.001063 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
16.50 |
0.68% |
$0.01 / 70 |
$0.03 / 127 |
50 / 155 |
85.734963% |
0.058026 |
-0.013930 |
0.060797 |
0.002221 |
0.000155 |
|
884 |
Legs |
09/29(4) |
CALL |
13.00 / 15.50 |
$42 / $208 / 0.20 |
53.79% / $8.82 / 4.24% / 471.81% |
65.98% / $13.42 |
$0.42 / $0.46 / $0.04 / 59 |
|
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 |
13.00 |
46.21% |
$0.46 / 59 |
$0.48 / 476 |
494 / 34 |
64.632282% |
0.517318 |
-0.048288 |
0.208824 |
0.007629 |
0.001305 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
15.50 |
3.24% |
$0.03 / 119 |
$0.04 / 729 |
17 / 587 |
75.046912% |
0.125474 |
-0.024809 |
0.108140 |
0.003951 |
0.000331 |
|
366 |
Legs |
09/29(4) |
PUT |
12.50 / 10.00 |
$27 / $223 / 0.12 |
64.98% / $9.40 / 4.22% / 466.63% |
72.04% / $12.23 |
$0.27 / $0.30 / $0.03 / 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 |
12.50 |
35.02% |
$0.30 / 72 |
$0.31 / 87 |
71 / 578 |
66.345523% |
-0.378621 |
-0.044690 |
0.199271 |
0.007280 |
-0.001193 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
10.00 |
1.82% |
$0.01 / 1,006 |
$0.03 / 726 |
100 / 11 |
94.443263% |
-0.034329 |
-0.009013 |
0.039846 |
0.001456 |
-0.000103 |
|
340 |
Legs |
09/29(4) |
CALL |
13.50 / 16.00 |
$24 / $226 / 0.11 |
68.12% / $9.43 / 4.17% / 456.37% |
74.10% / $13.74 |
$0.24 / $0.27 / $0.03 / 55 |
|
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 |
13.50 |
31.88% |
$0.27 / 85 |
$0.28 / 103 |
511 / 209 |
64.457313% |
0.415965 |
-0.047135 |
0.204367 |
0.007466 |
0.001063 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
16.00 |
1.53% |
$0.02 / 23 |
$0.03 / 55 |
7 / 329 |
79.902823% |
0.086423 |
-0.018925 |
0.082549 |
0.003016 |
0.000229 |
|
339 |
Legs |
10/06(11) |
CALL |
13.50 / 16.50 |
$42 / $258 / 0.16 |
64.28% / $9.04 / 3.51% / 120.20% |
72.09% / $13.92 |
$0.42 / $0.48 / $0.06 / 8 |
|
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 |
13.50 |
35.72% |
$0.48 / 8 |
$0.49 / 38 |
223 / 106 |
67.620429% |
0.458783 |
-0.035208 |
0.151832 |
0.010400 |
0.002104 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
16.50 |
3.57% |
$0.05 / 11 |
$0.06 / 172 |
2 / 371 |
75.563227% |
0.136492 |
-0.019257 |
0.083704 |
0.005734 |
0.000657 |
|
|
158 |
|
09/29(4) |
PUT |
65.00 / 60.00 |
$81 / $419 / 0.19 |
64.97% / $24.29 / 5.80% / 966.26% |
73.39% / $64.19 |
$0.81 / $0.92 / $0.11 / 20 |
62 / 35.33% / 13 |
5 |
Legs |
Vertical |
Bullish |
$65.86 (+0.63%) / 2.12M |
|
Earnings: 10/25 / Ex-Div: 09/25 ($0.70) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
65.00 |
35.03% |
$0.92 / 20 |
$0.98 / 17 |
40 / 115 |
37.954180% |
-0.387210 |
-0.115380 |
0.079012 |
0.037496 |
-0.005919 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
60.00 |
3.41% |
$0.08 / 37 |
$0.11 / 214 |
2 / 45 |
41.949628% |
-0.083767 |
-0.046494 |
0.031774 |
0.015079 |
-0.001257 |
|
284 |
Legs |
09/29(4) |
PUT |
65.00 / 59.00 |
$75 / $525 / 0.14 |
64.97% / $29.63 / 5.64% / 903.13% |
72.81% / $64.25 |
$0.75 / $0.92 / $0.17 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
65.00 |
35.03% |
$0.92 / 20 |
$0.98 / 17 |
40 / 115 |
37.954180% |
-0.387210 |
-0.115380 |
0.079012 |
0.037496 |
-0.005919 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
59.00 |
1.79% |
$0.04 / 154 |
$0.17 / 1,188 |
0 / 25 |
48.623906% |
-0.053717 |
-0.032990 |
0.022541 |
0.010697 |
-0.000804 |
|
279 |
Legs |
09/29(4) |
PUT |
64.00 / 58.00 |
$42 / $558 / 0.08 |
75.20% / $21.68 / 3.89% / 395.71% |
78.92% / $63.58 |
$0.42 / $0.58 / $0.16 / 17 |
|
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 |
64.00 |
24.80% |
$0.58 / 17 |
$0.63 / 33 |
169 / 69 |
37.574184% |
-0.309107 |
-0.106257 |
0.072720 |
0.034510 |
-0.004703 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
58.00 |
0.89% |
$0.02 / 98 |
$0.16 / 1,165 |
10 / 13 |
52.726573% |
-0.032633 |
-0.022044 |
0.015060 |
0.007147 |
-0.000487 |
|
490 |
Legs |
09/29(4) |
PUT |
63.00 / 57.00 |
$32 / $568 / 0.06 |
83.46% / $21.98 / 3.87% / 392.60% |
85.65% / $62.68 |
$0.32 / $0.35 / $0.03 / 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 |
63.00 |
16.54% |
$0.35 / 51 |
$0.40 / 47 |
3 / 74 |
37.835956% |
-0.237760 |
-0.093324 |
0.063838 |
0.030295 |
-0.003603 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
57.00 |
0.42% |
$0.02 / 88 |
$0.03 / 40 |
0 / 2 |
47.237656% |
-0.018712 |
-0.013830 |
0.009447 |
0.004483 |
-0.000279 |
|
123 |
Legs |
09/29(4) |
PUT |
65.00 / 61.00 |
$76 / $324 / 0.24 |
64.97% / $12.28 / 3.79% / 377.14% |
72.91% / $64.24 |
$0.76 / $0.92 / $0.16 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
65.00 |
35.03% |
$0.92 / 20 |
$0.98 / 17 |
40 / 115 |
37.954180% |
-0.387210 |
-0.115380 |
0.079012 |
0.037496 |
-0.005919 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
61.00 |
6.13% |
$0.13 / 22 |
$0.16 / 162 |
123 / 122 |
40.048772% |
-0.124187 |
-0.061883 |
0.042302 |
0.020075 |
-0.001869 |
|
150 |
Legs |
10/06(11) |
PUT |
65.00 / 59.00 |
$116 / $484 / 0.24 |
61.58% / $13.54 / 2.80% / 88.16% |
70.58% / $63.84 |
$1.16 / $1.32 / $0.16 / 26 |
|
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 |
65.00 |
38.42% |
$1.32 / 26 |
$1.38 / 30 |
2 / 127 |
35.711237% |
-0.407288 |
-0.085145 |
0.058453 |
0.052011 |
-0.011926 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
59.00 |
6.33% |
$0.14 / 17 |
$0.16 / 53 |
1 / 8 |
38.466288% |
-0.114983 |
-0.042752 |
0.029253 |
0.026029 |
-0.003287 |
|
|
810 |
|
09/29(4) |
CALL |
152.50 / 167.50 |
$190 / $1,310 / 0.15 |
56.46% / $75.75 / 5.78% / 960.27% |
67.04% / $154.40 |
$1.90 / $2.00 / $0.10 / 6 |
72 / 56.89% / 34 |
5 |
Legs |
Vertical |
Bearish |
$150.12 (-0.54%) / 1.54M |
|
Earnings: 10/25 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
152.50 |
43.54% |
$2.00 / 6 |
$2.10 / 50 |
4 / 33 |
28.136316% |
0.475002 |
-0.252774 |
0.040189 |
0.089248 |
0.014998 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
167.50 |
1.15% |
0 / 0 |
$0.10 / 65 |
0 / 132 |
36.161839% |
0.067203 |
-0.081466 |
0.013135 |
0.029169 |
0.002168 |
|
765 |
Legs |
09/29(4) |
CALL |
152.50 / 165.00 |
$185 / $1,065 / 0.17 |
56.46% / $46.80 / 4.39% / 508.86% |
66.78% / $154.35 |
$1.85 / $2.00 / $0.15 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
152.50 |
43.54% |
$2.00 / 6 |
$2.10 / 50 |
4 / 33 |
28.136316% |
0.475002 |
-0.252774 |
0.040189 |
0.089248 |
0.014998 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
165.00 |
2.65% |
$0.05 / 43 |
$0.15 / 177 |
0 / 431 |
31.672965% |
0.102569 |
-0.112069 |
0.018047 |
0.040078 |
0.003301 |
|
224 |
Legs |
09/29(4) |
CALL |
155.00 / 170.00 |
$105 / $1,395 / 0.08 |
70.13% / $60.57 / 4.34% / 495.98% |
75.18% / $156.05 |
$1.05 / $1.10 / $0.05 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
155.00 |
29.87% |
$1.10 / 4 |
$1.15 / 12 |
30 / 68 |
27.615651% |
0.377800 |
-0.240333 |
0.038366 |
0.085200 |
0.011991 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
170.00 |
0.46% |
0 / 0 |
$0.05 / 22 |
1 / 73 |
36.392384% |
0.042403 |
-0.056513 |
0.009121 |
0.020255 |
0.001371 |
|
190 |
Legs |
09/29(4) |
CALL |
155.00 / 167.50 |
$100 / $1,150 / 0.09 |
70.13% / $43.52 / 3.78% / 375.98% |
74.95% / $156.00 |
$1.00 / $1.10 / $0.10 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
155.00 |
29.87% |
$1.10 / 4 |
$1.15 / 12 |
30 / 68 |
27.615651% |
0.377800 |
-0.240333 |
0.038366 |
0.085200 |
0.011991 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
167.50 |
1.15% |
0 / 0 |
$0.10 / 65 |
0 / 132 |
36.161839% |
0.067203 |
-0.081466 |
0.013135 |
0.029169 |
0.002168 |
|
492 |
Legs |
09/29(4) |
CALL |
157.50 / 170.00 |
$50 / $1,200 / 0.04 |
81.27% / $29.67 / 2.47% / 178.94% |
83.13% / $158.00 |
$0.50 / $0.55 / $0.05 / 7 |
|
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 |
157.50 |
18.73% |
$0.55 / 7 |
$0.65 / 92 |
38 / 135 |
28.034612% |
0.289153 |
-0.215501 |
0.034507 |
0.076630 |
0.009217 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
170.00 |
0.46% |
0 / 0 |
$0.05 / 22 |
1 / 73 |
36.392384% |
0.042403 |
-0.056513 |
0.009121 |
0.020255 |
0.001371 |
|
236 |
Legs |
10/06(11) |
CALL |
155.00 / 170.00 |
$190 / $1,310 / 0.15 |
64.94% / $45.69 / 3.49% / 119.32% |
71.93% / $156.90 |
$1.90 / $2.10 / $0.20 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
155.00 |
35.06% |
$2.10 / 15 |
$2.25 / 122 |
0 / 6 |
29.242244% |
0.420989 |
-0.182266 |
0.028825 |
0.120023 |
0.024574 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
170.00 |
3.02% |
$0.10 / 49 |
$0.20 / 247 |
0 / 261 |
31.551225% |
0.109246 |
-0.086055 |
0.013794 |
0.057435 |
0.006516 |
|
|
920 |
|
09/29(4) |
CALL |
210.00 / 225.00 |
$160 / $1,340 / 0.12 |
54.29% / $77.16 / 5.76% / 949.96% |
65.29% / $211.60 |
$1.60 / $1.80 / $0.20 / 56 |
90 / 49.68% / 74 |
5 |
Legs |
Vertical |
Bearish |
$207.20 (-0.46%) / 2.47M |
|
Earnings: 11/03 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
210.00 |
45.71% |
$1.80 / 56 |
$2.00 / 101 |
38 / 43 |
17.316019% |
0.482118 |
-0.209916 |
0.048650 |
0.123477 |
0.021463 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
225.00 |
0.34% |
0 / 0 |
$0.20 / 110 |
0 / 75 |
29.421931% |
0.035258 |
-0.040236 |
0.009493 |
0.024094 |
0.001593 |
|
881 |
Legs |
09/29(4) |
CALL |
210.00 / 222.50 |
$160 / $1,090 / 0.15 |
54.29% / $61.23 / 5.62% / 892.80% |
65.29% / $211.60 |
$1.60 / $1.80 / $0.20 / 56 |
|
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 |
210.00 |
45.71% |
$1.80 / 56 |
$2.00 / 101 |
38 / 43 |
17.316019% |
0.482118 |
-0.209916 |
0.048650 |
0.123477 |
0.021463 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
222.50 |
1.12% |
$0.05 / 86 |
$0.20 / 225 |
0 / 27 |
23.423762% |
0.063891 |
-0.064844 |
0.015277 |
0.038775 |
0.002883 |
|
819 |
Legs |
09/29(4) |
CALL |
210.00 / 220.00 |
$160 / $840 / 0.19 |
54.29% / $32.73 / 3.90% / 398.01% |
65.29% / $211.60 |
$1.60 / $1.80 / $0.20 / 56 |
|
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 |
210.00 |
45.71% |
$1.80 / 56 |
$2.00 / 101 |
38 / 43 |
17.316019% |
0.482118 |
-0.209916 |
0.048650 |
0.123477 |
0.021463 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
220.00 |
3.16% |
$0.10 / 60 |
$0.20 / 114 |
10 / 363 |
20.586665% |
0.108598 |
-0.096729 |
0.022750 |
0.057742 |
0.004891 |
|
246 |
Legs |
09/29(4) |
CALL |
212.50 / 225.00 |
$65 / $1,185 / 0.06 |
70.98% / $37.85 / 3.19% / 274.56% |
74.78% / $213.15 |
$0.65 / $0.85 / $0.20 / 66 |
|
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 |
212.50 |
29.02% |
$0.85 / 66 |
$1.00 / 65 |
26 / 49 |
16.807362% |
0.364175 |
-0.196758 |
0.045854 |
0.116382 |
0.016274 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
225.00 |
0.34% |
0 / 0 |
$0.20 / 110 |
0 / 75 |
29.421931% |
0.035258 |
-0.040236 |
0.009493 |
0.024094 |
0.001593 |
|
759 |
Legs |
10/06(11) |
CALL |
210.00 / 225.00 |
$250 / $1,250 / 0.20 |
52.95% / $64.47 / 5.16% / 216.47% |
65.32% / $212.50 |
$2.50 / $2.80 / $0.30 / 26 |
|
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 |
210.00 |
47.05% |
$2.80 / 26 |
$3.00 / 51 |
3 / 14 |
18.231817% |
0.494959 |
-0.155021 |
0.035546 |
0.169160 |
0.040836 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
225.00 |
2.62% |
$0.10 / 93 |
$0.30 / 176 |
0 / 170 |
21.350246% |
0.096743 |
-0.065231 |
0.015274 |
0.072686 |
0.008119 |
|
211 |
Legs |
09/29(4) |
CALL |
212.50 / 222.50 |
$65 / $935 / 0.07 |
70.98% / $25.22 / 2.70% / 205.82% |
74.78% / $213.15 |
$0.65 / $0.85 / $0.20 / 66 |
|
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 |
212.50 |
29.02% |
$0.85 / 66 |
$1.00 / 65 |
26 / 49 |
16.807362% |
0.364175 |
-0.196758 |
0.045854 |
0.116382 |
0.016274 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
222.50 |
1.12% |
$0.05 / 86 |
$0.20 / 225 |
0 / 27 |
23.423762% |
0.063891 |
-0.064844 |
0.015277 |
0.038775 |
0.002883 |
|
|
846 |
|
09/29(4) |
CALL |
54.00 / 57.00 |
$38 / $262 / 0.15 |
55.21% / $15.01 / 5.73% / 938.43% |
65.96% / $54.38 |
$0.38 / $0.41 / $0.03 / 209 |
53 / 27.17% / 27 |
5 |
Legs |
Vertical |
Bearish |
$53.53 (+0.36%) / 17.87M |
|
Earnings: 11/15 / Ex-Div: 10/03 ($0.39) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
54.00 |
44.79% |
$0.41 / 209 |
$0.43 / 151 |
1,224 / 1,122 |
15.808207% |
0.475061 |
-0.050361 |
0.201156 |
0.031707 |
0.005448 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
57.00 |
1.09% |
$0.02 / 21 |
$0.03 / 286 |
78 / 938 |
21.487489% |
0.062629 |
-0.015386 |
0.062259 |
0.009814 |
0.000727 |
|
911 |
Legs |
09/29(4) |
CALL |
54.00 / 58.00 |
$38 / $362 / 0.11 |
55.21% / $19.92 / 5.50% / 848.55% |
65.96% / $54.38 |
$0.38 / $0.41 / $0.03 / 209 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
54.00 |
44.79% |
$0.41 / 209 |
$0.43 / 151 |
1,224 / 1,122 |
15.808207% |
0.475061 |
-0.050361 |
0.201156 |
0.031707 |
0.005448 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
58.00 |
0.14% |
$0.01 / 404 |
$0.03 / 226 |
17 / 2,132 |
25.729083% |
0.022419 |
-0.006650 |
0.026954 |
0.004249 |
0.000261 |
|
941 |
Legs |
09/29(4) |
CALL |
54.00 / 59.00 |
$39 / $461 / 0.09 |
55.21% / $21.42 / 4.65% / 573.42% |
66.23% / $54.39 |
$0.39 / $0.41 / $0.02 / 33 |
|
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 |
54.00 |
44.79% |
$0.41 / 209 |
$0.43 / 151 |
1,224 / 1,122 |
15.808207% |
0.475061 |
-0.050361 |
0.201156 |
0.031707 |
0.005448 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
59.00 |
0.01% |
$0.01 / 114 |
$0.02 / 33 |
11 / 1,027 |
29.277846% |
0.006733 |
-0.002345 |
0.009517 |
0.001500 |
0.000078 |
|
270 |
Legs |
09/29(4) |
PUT |
53.00 / 50.00 |
$18 / $282 / 0.06 |
73.65% / $11.65 / 4.13% / 447.49% |
77.76% / $52.82 |
$0.18 / $0.21 / $0.03 / 76 |
|
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 |
53.00 |
26.35% |
$0.21 / 76 |
$0.23 / 223 |
1,097 / 883 |
16.939383% |
-0.327346 |
-0.043700 |
0.182403 |
0.028751 |
-0.003956 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
50.00 |
0.28% |
$0.02 / 775 |
$0.03 / 1,032 |
13 / 171 |
26.736193% |
-0.021066 |
-0.006198 |
0.025574 |
0.004031 |
-0.000252 |
|
302 |
Legs |
09/29(4) |
PUT |
53.00 / 49.50 |
$18 / $332 / 0.05 |
73.65% / $12.64 / 3.81% / 380.12% |
77.76% / $52.82 |
$0.18 / $0.21 / $0.03 / 76 |
|
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 |
53.00 |
26.35% |
$0.21 / 76 |
$0.23 / 223 |
1,097 / 883 |
16.939383% |
-0.327346 |
-0.043700 |
0.182403 |
0.028751 |
-0.003956 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
49.50 |
0.09% |
$0.01 / 2,526 |
$0.03 / 1,672 |
15 / 1 |
28.681449% |
-0.010566 |
-0.003429 |
0.014134 |
0.002228 |
-0.000126 |
|
107 |
Legs |
10/06(11) |
PUT |
53.00 / 49.00 |
$40 / $360 / 0.11 |
68.21% / $22.74 / 6.32% / 306.91% |
75.28% / $52.60 |
$0.40 / $0.44 / $0.04 / 141 |
|
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 |
53.00 |
31.79% |
$0.44 / 141 |
$0.47 / 13 |
160 / 429 |
18.777526% |
-0.364721 |
-0.032860 |
0.138618 |
0.040968 |
-0.008353 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
49.00 |
0.61% |
$0.02 / 644 |
$0.04 / 1,263 |
0 / 55 |
24.773730% |
-0.028432 |
-0.005796 |
0.024018 |
0.007099 |
-0.000641 |
|
|
735 |
|
09/29(4) |
CALL |
152.50 / 165.00 |
$130 / $1,120 / 0.12 |
59.10% / $63.93 / 5.71% / 929.44% |
68.41% / $153.80 |
$1.30 / $1.35 / $0.05 / 96 |
30 / 23.12% / 23 |
5 |
Legs |
Vertical |
Bearish |
$150.57 (-0.52%) / 1.37M |
|
Earnings: 11/06 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
152.50 |
40.90% |
$1.35 / 141 |
$1.50 / 116 |
33 / 95 |
21.336424% |
0.452193 |
-0.191744 |
0.052222 |
0.088694 |
0.014446 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
165.00 |
0.55% |
0 / 0 |
$0.05 / 96 |
8 / 34 |
28.364610% |
0.045299 |
-0.045578 |
0.012568 |
0.021346 |
0.001472 |
|
679 |
Legs |
09/29(4) |
CALL |
152.50 / 162.50 |
$125 / $875 / 0.14 |
59.10% / $41.39 / 4.73% / 596.63% |
68.07% / $153.75 |
$1.25 / $1.35 / $0.10 / 141 |
|
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 |
152.50 |
40.90% |
$1.35 / 141 |
$1.50 / 116 |
33 / 95 |
21.336424% |
0.452193 |
-0.191744 |
0.052222 |
0.088694 |
0.014446 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
162.50 |
1.81% |
0 / 0 |
$0.10 / 141 |
0 / 206 |
27.127703% |
0.082637 |
-0.072959 |
0.020093 |
0.034126 |
0.002679 |
|
634 |
Legs |
10/06(11) |
CALL |
152.50 / 167.50 |
$220 / $1,280 / 0.17 |
56.63% / $82.10 / 6.41% / 315.44% |
68.06% / $154.70 |
$2.20 / $2.30 / $0.10 / 17 |
|
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 |
152.50 |
43.37% |
$2.30 / 17 |
$2.45 / 86 |
89 / 16 |
23.133521% |
0.473797 |
-0.141857 |
0.038315 |
0.122014 |
0.027961 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
167.50 |
1.59% |
$0.05 / 20 |
$0.10 / 94 |
0 / 2 |
25.140623% |
0.075973 |
-0.050163 |
0.013768 |
0.043842 |
0.004583 |
|
363 |
Legs |
09/29(4) |
CALL |
155.00 / 165.00 |
$50 / $950 / 0.05 |
76.03% / $27.50 / 2.89% / 231.55% |
78.86% / $155.50 |
$0.50 / $0.55 / $0.05 / 96 |
|
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 |
155.00 |
23.97% |
$0.55 / 170 |
$0.65 / 153 |
46 / 420 |
20.643689% |
0.328317 |
-0.174237 |
0.047657 |
0.080940 |
0.010540 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
165.00 |
0.55% |
0 / 0 |
$0.05 / 96 |
8 / 34 |
28.364610% |
0.045299 |
-0.045578 |
0.012568 |
0.021346 |
0.001472 |
|
547 |
Legs |
10/06(11) |
CALL |
152.50 / 165.00 |
$215 / $1,035 / 0.21 |
56.63% / $50.94 / 4.92% / 200.60% |
67.81% / $154.65 |
$2.15 / $2.30 / $0.15 / 17 |
|
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 |
152.50 |
43.37% |
$2.30 / 17 |
$2.45 / 86 |
89 / 16 |
23.133521% |
0.473797 |
-0.141857 |
0.038315 |
0.122014 |
0.027961 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
165.00 |
3.36% |
$0.10 / 11 |
$0.15 / 139 |
0 / 87 |
24.052335% |
0.112461 |
-0.067130 |
0.018398 |
0.058587 |
0.006767 |
|
126 |
Legs |
10/06(11) |
CALL |
155.00 / 170.00 |
$125 / $1,375 / 0.09 |
69.50% / $67.36 / 4.90% / 199.14% |
75.17% / $156.25 |
$1.25 / $1.35 / $0.10 / 2 |
|
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 |
155.00 |
30.50% |
$1.35 / 2 |
$1.45 / 88 |
42 / 95 |
22.648444% |
0.381105 |
-0.135219 |
0.036687 |
0.116830 |
0.022608 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
170.00 |
0.69% |
0 / 0 |
$0.10 / 130 |
0 / 1 |
29.535976% |
0.049614 |
-0.035926 |
0.009872 |
0.031437 |
0.002999 |
|
|
795 |
|
09/29(4) |
CALL |
81.00 / 86.00 |
$58 / $442 / 0.13 |
57.03% / $25.15 / 5.69% / 922.34% |
67.00% / $81.58 |
$0.58 / $0.61 / $0.03 / 20 |
48 / 31.77% / 78 |
5 |
Legs |
Vertical |
Bearish |
$80.40 (-0.07%) / 5.07M |
|
Earnings: 11/28 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
81.00 |
42.97% |
$0.61 / 34 |
$0.64 / 79 |
114 / 102 |
16.614370% |
0.463362 |
-0.080971 |
0.123351 |
0.047384 |
0.007943 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
86.00 |
0.86% |
0 / 0 |
$0.03 / 20 |
1 / 168 |
22.738459% |
0.055705 |
-0.022741 |
0.034908 |
0.013409 |
0.000968 |
|
855 |
Legs |
09/29(4) |
CALL |
81.00 / 87.00 |
$55 / $545 / 0.10 |
57.03% / $28.53 / 5.24% / 752.82% |
66.51% / $81.55 |
$0.55 / $0.61 / $0.06 / 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) |
CALL |
81.00 |
42.97% |
$0.61 / 34 |
$0.64 / 79 |
114 / 102 |
16.614370% |
0.463362 |
-0.080971 |
0.123351 |
0.047384 |
0.007943 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
87.00 |
0.25% |
0 / 0 |
$0.06 / 336 |
0 / 34 |
29.425886% |
0.029956 |
-0.013745 |
0.021113 |
0.008110 |
0.000521 |
|
585 |
Legs |
09/29(4) |
PUT |
80.00 / 75.00 |
$44 / $456 / 0.10 |
61.99% / $21.51 / 4.72% / 593.27% |
69.29% / $79.56 |
$0.44 / $0.48 / $0.04 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
80.00 |
38.01% |
$0.48 / 58 |
$0.51 / 58 |
12 / 91 |
16.304084% |
-0.412610 |
-0.077034 |
0.120901 |
0.046443 |
-0.007506 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
75.00 |
0.61% |
$0.03 / 11 |
$0.04 / 888 |
0 / 16 |
26.065298% |
-0.033102 |
-0.014750 |
0.022930 |
0.008808 |
-0.000594 |
|
627 |
Legs |
09/29(4) |
PUT |
80.00 / 74.00 |
$45 / $555 / 0.08 |
61.99% / $25.94 / 4.67% / 581.22% |
69.45% / $79.55 |
$0.45 / $0.48 / $0.03 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
80.00 |
38.01% |
$0.48 / 58 |
$0.51 / 58 |
12 / 91 |
16.304084% |
-0.412610 |
-0.077034 |
0.120901 |
0.046443 |
-0.007506 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
74.00 |
0.17% |
$0.02 / 80 |
$0.03 / 104 |
0 / 39 |
28.487289% |
-0.014881 |
-0.007523 |
0.011685 |
0.004489 |
-0.000267 |
|
727 |
Legs |
09/29(4) |
CALL |
81.00 / 85.00 |
$58 / $342 / 0.17 |
57.03% / $15.33 / 4.48% / 530.33% |
67.00% / $81.58 |
$0.58 / $0.61 / $0.03 / 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) |
CALL |
81.00 |
42.97% |
$0.61 / 34 |
$0.64 / 79 |
114 / 102 |
16.614370% |
0.463362 |
-0.080971 |
0.123351 |
0.047384 |
0.007943 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
85.00 |
2.55% |
$0.02 / 266 |
$0.03 / 93 |
15 / 634 |
18.682898% |
0.096979 |
-0.034755 |
0.053308 |
0.020477 |
0.001682 |
|
702 |
Legs |
10/06(11) |
CALL |
81.00 / 87.00 |
$89 / $511 / 0.17 |
55.18% / $26.36 / 5.16% / 216.61% |
66.26% / $81.89 |
$0.89 / $0.96 / $0.07 / 258 |
|
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 |
81.00 |
44.82% |
$0.96 / 258 |
$1.03 / 74 |
0 / 33 |
17.671312% |
0.479606 |
-0.059550 |
0.090289 |
0.065032 |
0.015235 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
87.00 |
2.15% |
$0.01 / 369 |
$0.07 / 1,041 |
0 / 284 |
19.902175% |
0.087315 |
-0.023529 |
0.036013 |
0.025939 |
0.002822 |
|
|
870 |
|
09/29(4) |
CALL |
177.50 / 192.50 |
$190 / $1,310 / 0.15 |
54.95% / $74.34 / 5.68% / 915.91% |
65.87% / $179.40 |
$1.90 / $2.00 / $0.10 / 2 |
51 / 31.60% / 72 |
5 |
Legs |
Vertical |
Bearish |
$175.48 (+0.94%) / 2.84M |
|
Earnings: 11/28 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
177.50 |
45.05% |
$2.00 / 2 |
$2.10 / 67 |
28 / 17 |
22.805315% |
0.482217 |
-0.247933 |
0.040946 |
0.104217 |
0.017898 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
192.50 |
1.10% |
0 / 0 |
$0.10 / 126 |
0 / 1 |
30.724222% |
0.064556 |
-0.077473 |
0.012961 |
0.032990 |
0.002441 |
|
604 |
Legs |
09/29(4) |
PUT |
175.00 / 160.00 |
$140 / $1,360 / 0.10 |
61.38% / $65.65 / 4.83% / 624.18% |
69.08% / $173.60 |
$1.40 / $1.50 / $0.10 / 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 |
175.00 |
38.62% |
$1.50 / 30 |
$1.65 / 135 |
106 / 81 |
22.802796% |
-0.415281 |
-0.231385 |
0.040062 |
0.101967 |
-0.016747 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
160.00 |
0.72% |
0 / 0 |
$0.10 / 168 |
1 / 39 |
35.643955% |
-0.032799 |
-0.044108 |
0.007528 |
0.019161 |
-0.001298 |
|
817 |
Legs |
09/29(4) |
CALL |
177.50 / 190.00 |
$190 / $1,060 / 0.18 |
54.95% / $47.76 / 4.51% / 536.50% |
65.87% / $179.40 |
$1.90 / $2.00 / $0.10 / 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 |
177.50 |
45.05% |
$2.00 / 2 |
$2.10 / 67 |
28 / 17 |
22.805315% |
0.482217 |
-0.247933 |
0.040946 |
0.104217 |
0.017898 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
190.00 |
2.61% |
0 / 0 |
$0.10 / 128 |
0 / 166 |
26.805084% |
0.100231 |
-0.108104 |
0.018066 |
0.045982 |
0.003783 |
|
574 |
Legs |
09/29(4) |
PUT |
175.00 / 162.50 |
$135 / $1,115 / 0.12 |
61.38% / $42.40 / 3.80% / 379.42% |
68.82% / $173.65 |
$1.35 / $1.50 / $0.15 / 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 |
175.00 |
38.62% |
$1.50 / 30 |
$1.65 / 135 |
106 / 81 |
22.802796% |
-0.415281 |
-0.231385 |
0.040062 |
0.101967 |
-0.016747 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
162.50 |
1.80% |
$0.05 / 141 |
$0.15 / 561 |
0 / 2 |
30.957743% |
-0.059425 |
-0.071103 |
0.012150 |
0.030926 |
-0.002357 |
|
314 |
Legs |
09/29(4) |
CALL |
180.00 / 195.00 |
$90 / $1,410 / 0.06 |
69.08% / $50.12 / 3.55% / 333.63% |
73.60% / $180.90 |
$0.90 / $1.00 / $0.10 / 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 |
180.00 |
30.92% |
$1.00 / 2 |
$1.05 / 1 |
28 / 116 |
21.615619% |
0.382658 |
-0.236497 |
0.039204 |
0.099785 |
0.014267 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
195.00 |
0.42% |
0 / 0 |
$0.10 / 110 |
0 / 33 |
34.510646% |
0.039893 |
-0.052771 |
0.008837 |
0.022492 |
0.001511 |
|
466 |
Legs |
10/13(18) |
PUT |
175.00 / 150.00 |
$290 / $2,210 / 0.13 |
58.24% / $116.70 / 5.28% / 124.89% |
67.81% / $172.10 |
$2.90 / $3.10 / $0.20 / 46 |
|
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 |
175.00 |
41.76% |
$3.10 / 46 |
$3.30 / 57 |
0 / 8 |
24.051551% |
-0.432464 |
-0.137889 |
0.024347 |
0.170418 |
-0.049346 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
150.00 |
1.14% |
$0.05 / 158 |
$0.20 / 818 |
0 / 1 |
34.230711% |
-0.031619 |
-0.025629 |
0.004404 |
0.030824 |
-0.003491 |
|
|
615 |
|
09/29(4) |
CALL |
197.50 / 212.50 |
$190 / $1,310 / 0.15 |
60.24% / $73.51 / 5.61% / 890.65% |
69.46% / $199.40 |
$1.90 / $2.10 / $0.20 / 54 |
81 / 81.96% / 86 |
5 |
Legs |
Vertical |
Bearish |
$195.00 (-0.09%) / 1.37M |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
197.50 |
39.76% |
$2.10 / 54 |
$2.25 / 24 |
11 / 54 |
25.553376% |
0.446326 |
-0.280788 |
0.035789 |
0.114421 |
0.018344 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
212.50 |
1.52% |
$0.05 / 280 |
$0.20 / 285 |
0 / 27 |
30.470679% |
0.076225 |
-0.100308 |
0.012976 |
0.041486 |
0.003186 |
|
263 |
Legs |
09/29(4) |
PUT |
192.50 / 177.50 |
$140 / $1,360 / 0.10 |
67.02% / $66.85 / 4.92% / 650.35% |
73.35% / $191.10 |
$1.40 / $1.65 / $0.25 / 268 |
|
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 |
192.50 |
32.98% |
$1.65 / 268 |
$1.80 / 68 |
13 / 130 |
26.921107% |
-0.374656 |
-0.254188 |
0.034320 |
0.109725 |
-0.016705 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
177.50 |
0.97% |
$0.15 / 138 |
$0.25 / 326 |
1 / 1 |
39.054255% |
-0.039560 |
-0.058178 |
0.007733 |
0.024722 |
-0.001735 |
|
534 |
Legs |
09/29(4) |
CALL |
197.50 / 210.00 |
$190 / $1,060 / 0.18 |
60.24% / $47.25 / 4.46% / 524.39% |
69.46% / $199.40 |
$1.90 / $2.10 / $0.20 / 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 |
197.50 |
39.76% |
$2.10 / 54 |
$2.25 / 24 |
11 / 54 |
25.553376% |
0.446326 |
-0.280788 |
0.035789 |
0.114421 |
0.018344 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
210.00 |
3.16% |
$0.10 / 177 |
$0.20 / 71 |
40 / 665 |
27.796579% |
0.110967 |
-0.132619 |
0.017132 |
0.054773 |
0.004629 |
|
202 |
Legs |
09/29(4) |
CALL |
200.00 / 215.00 |
$105 / $1,395 / 0.08 |
72.14% / $56.69 / 4.06% / 432.87% |
76.53% / $201.05 |
$1.05 / $1.25 / $0.20 / 85 |
|
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 |
200.00 |
27.86% |
$1.25 / 85 |
$1.40 / 88 |
37 / 110 |
25.494951% |
0.360311 |
-0.264737 |
0.033880 |
0.108320 |
0.014866 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
215.00 |
0.67% |
$0.05 / 253 |
$0.20 / 324 |
2 / 429 |
33.973822% |
0.050710 |
-0.072918 |
0.009444 |
0.030193 |
0.002123 |
|
229 |
Legs |
09/29(4) |
PUT |
192.50 / 180.00 |
$135 / $1,115 / 0.12 |
67.02% / $43.60 / 3.91% / 400.87% |
73.13% / $191.15 |
$1.35 / $1.65 / $0.30 / 199 |
|
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 |
192.50 |
32.98% |
$1.65 / 268 |
$1.80 / 68 |
13 / 130 |
26.921107% |
-0.374656 |
-0.254188 |
0.034320 |
0.109725 |
-0.016705 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
180.00 |
2.12% |
$0.20 / 206 |
$0.30 / 199 |
2 / 15 |
36.110843% |
-0.065753 |
-0.087020 |
0.011583 |
0.037033 |
-0.002889 |
|
199 |
Legs |
10/13(18) |
CALL |
200.00 / 225.00 |
$295 / $2,205 / 0.13 |
63.55% / $117.84 / 5.34% / 127.05% |
71.62% / $202.95 |
$2.95 / $3.20 / $0.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
200.00 |
36.45% |
$3.20 / 6 |
$3.40 / 57 |
1 / 14 |
25.935399% |
0.431720 |
-0.170982 |
0.021452 |
0.188611 |
0.047548 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
225.00 |
1.55% |
$0.05 / 156 |
$0.25 / 294 |
0 / 6 |
28.957254% |
0.076473 |
-0.061157 |
0.007843 |
0.068960 |
0.008647 |
|
|
750 |
|
09/29(4) |
CALL |
212.50 / 227.50 |
$176 / $1,324 / 0.13 |
58.05% / $74.26 / 5.61% / 889.55% |
67.70% / $214.26 |
$1.76 / $1.82 / $0.06 / 7 |
64 / 47.15% / 78 |
5 |
Legs |
Vertical |
Bearish |
$210.49 (-0.06%) / 2.94M |
|
Earnings: 11/15 / Ex-Div: 10/24 ($1.10) |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
212.50 |
41.95% |
$1.82 / 7 |
$1.88 / 2 |
47 / 106 |
19.314602% |
0.458709 |
-0.254171 |
0.039668 |
0.123969 |
0.020481 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
227.50 |
1.01% |
$0.05 / 15 |
$0.06 / 20 |
0 / 33 |
24.149621% |
0.061361 |
-0.076622 |
0.012123 |
0.037886 |
0.002782 |
|
755 |
Legs |
09/29(4) |
PUT |
210.00 / 195.00 |
$164 / $1,336 / 0.12 |
57.76% / $66.33 / 4.96% / 665.27% |
66.81% / $208.36 |
$1.64 / $1.85 / $0.21 / 3 |
|
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 |
210.00 |
42.24% |
$1.85 / 3 |
$1.89 / 1 |
184 / 273 |
19.739569% |
-0.441496 |
-0.239665 |
0.039453 |
0.123297 |
-0.021172 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
195.00 |
1.03% |
$0.11 / 34 |
$0.21 / 1,029 |
5 / 294 |
31.306637% |
-0.043495 |
-0.056972 |
0.009222 |
0.028821 |
-0.002052 |
|
718 |
Legs |
09/29(4) |
CALL |
212.50 / 225.00 |
$166 / $1,084 / 0.15 |
58.05% / $43.69 / 4.03% / 425.62% |
67.18% / $214.16 |
$1.66 / $1.82 / $0.16 / 7 |
|
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 |
212.50 |
41.95% |
$1.82 / 7 |
$1.88 / 2 |
47 / 106 |
19.314602% |
0.458709 |
-0.254171 |
0.039668 |
0.123969 |
0.020481 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
225.00 |
2.40% |
$0.08 / 14 |
$0.16 / 202 |
50 / 82 |
24.055705% |
0.095067 |
-0.107007 |
0.016910 |
0.052847 |
0.004303 |
|
226 |
Legs |
09/29(4) |
CALL |
215.00 / 230.00 |
$91 / $1,409 / 0.07 |
71.44% / $53.83 / 3.82% / 382.89% |
75.73% / $215.91 |
$0.91 / $0.96 / $0.05 / 7 |
|
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 |
215.00 |
28.56% |
$0.96 / 7 |
$1.00 / 14 |
128 / 89 |
19.053964% |
0.362968 |
-0.239401 |
0.037509 |
0.117222 |
0.016265 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
230.00 |
0.39% |
$0.04 / 1 |
$0.05 / 58 |
10 / 145 |
26.369564% |
0.038018 |
-0.052205 |
0.008268 |
0.025839 |
0.001726 |
|
720 |
Legs |
09/29(4) |
PUT |
210.00 / 197.50 |
$160 / $1,090 / 0.15 |
57.76% / $38.94 / 3.57% / 336.78% |
66.60% / $208.40 |
$1.60 / $1.85 / $0.25 / 3 |
|
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 |
210.00 |
42.24% |
$1.85 / 3 |
$1.89 / 1 |
184 / 273 |
19.739569% |
-0.441496 |
-0.239665 |
0.039453 |
0.123297 |
-0.021172 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
197.50 |
2.43% |
$0.15 / 65 |
$0.25 / 1,315 |
6 / 6 |
28.463544% |
-0.074571 |
-0.086937 |
0.014093 |
0.044044 |
-0.003525 |
|
324 |
Legs |
10/13(18) |
CALL |
215.00 / 245.00 |
$261 / $2,739 / 0.10 |
63.08% / $146.58 / 5.35% / 127.30% |
71.06% / $217.61 |
$2.61 / $2.69 / $0.08 / 185 |
|
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 |
215.00 |
36.92% |
$2.69 / 185 |
$2.86 / 67 |
0 / 16 |
20.564737% |
0.430491 |
-0.153579 |
0.023669 |
0.203421 |
0.051744 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
245.00 |
0.32% |
$0.01 / 33 |
$0.08 / 736 |
10 / 194 |
25.470954% |
0.033083 |
-0.028254 |
0.004448 |
0.038227 |
0.004083 |
|
|
887 |
|
09/29(4) |
CALL |
179.00 / 185.00 |
$69 / $531 / 0.13 |
54.36% / $29.78 / 5.61% / 889.06% |
64.94% / $179.69 |
$0.69 / $0.74 / $0.05 / 1,507 |
8 / 5.69% / 32 |
5 |
Legs |
Vertical |
Bearish |
$178.62 (+0.32%) / 3.64M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
179.00 |
45.64% |
$0.74 / 1,507 |
$0.76 / 13 |
1,232 / 1,533 |
8.091497% |
0.476925 |
-0.102167 |
0.108103 |
0.105291 |
0.018371 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
185.00 |
0.69% |
$0.04 / 5,235 |
$0.05 / 3,554 |
194 / 3,761 |
12.622286% |
0.048872 |
-0.024399 |
0.027488 |
0.026773 |
0.001896 |
|
595 |
Legs |
09/29(4) |
PUT |
178.00 / 172.00 |
$51 / $549 / 0.09 |
61.91% / $27.03 / 4.92% / 652.74% |
69.35% / $177.49 |
$0.51 / $0.54 / $0.03 / 287 |
|
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 |
178.00 |
38.09% |
$0.54 / 287 |
$0.55 / 32 |
555 / 2,476 |
8.376606% |
-0.415405 |
-0.080392 |
0.105841 |
0.103087 |
-0.016505 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
172.00 |
0.40% |
$0.02 / 4,740 |
$0.03 / 5,044 |
28 / 7,119 |
12.781184% |
-0.030354 |
-0.015139 |
0.018649 |
0.018164 |
-0.001198 |
|
861 |
Legs |
09/29(4) |
CALL |
179.00 / 184.00 |
$67 / $433 / 0.16 |
54.36% / $19.40 / 4.48% / 530.45% |
64.65% / $179.67 |
$0.67 / $0.74 / $0.07 / 1,507 |
|
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 |
179.00 |
45.64% |
$0.74 / 1,507 |
$0.76 / 13 |
1,232 / 1,533 |
8.091497% |
0.476925 |
-0.102167 |
0.108103 |
0.105291 |
0.018371 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
184.00 |
1.91% |
$0.06 / 564 |
$0.07 / 5,737 |
57 / 2,743 |
11.768301% |
0.081781 |
-0.036612 |
0.041029 |
0.039961 |
0.003171 |
|
556 |
Legs |
09/29(4) |
PUT |
178.00 / 173.00 |
$50 / $450 / 0.11 |
61.91% / $20.17 / 4.48% / 530.36% |
69.21% / $177.50 |
$0.50 / $0.54 / $0.04 / 287 |
|
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 |
178.00 |
38.09% |
$0.54 / 287 |
$0.55 / 32 |
555 / 2,476 |
8.376606% |
-0.415405 |
-0.080392 |
0.105841 |
0.103087 |
-0.016505 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
173.00 |
1.17% |
$0.03 / 927 |
$0.04 / 6,715 |
63 / 5,987 |
11.770049% |
-0.055397 |
-0.024515 |
0.030366 |
0.029576 |
-0.002187 |
|
218 |
Legs |
09/29(4) |
CALL |
180.00 / 185.00 |
$36 / $464 / 0.08 |
69.38% / $18.44 / 3.97% / 413.68% |
74.19% / $180.36 |
$0.36 / $0.41 / $0.05 / 185 |
|
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 |
180.00 |
30.62% |
$0.41 / 185 |
$0.42 / 1,250 |
1,249 / 7,430 |
8.449932% |
0.371496 |
-0.095215 |
0.102617 |
0.099947 |
0.014335 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
185.00 |
0.69% |
$0.04 / 5,235 |
$0.05 / 3,554 |
194 / 3,761 |
12.622286% |
0.048872 |
-0.024399 |
0.027488 |
0.026773 |
0.001896 |
|
410 |
Legs |
10/06(11) |
PUT |
175.50 / 171.00 |
$20 / $430 / 0.05 |
83.64% / $6.35 / 1.48% / 39.94% |
84.99% / $175.30 |
$0.20 / $0.25 / $0.05 / 1,122 |
|
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 |
175.50 |
16.36% |
$0.25 / 1,122 |
$0.26 / 253 |
4 / 404 |
9.256149% |
-0.243773 |
-0.047197 |
0.062146 |
0.113492 |
-0.018193 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
171.00 |
1.27% |
$0.04 / 2,403 |
$0.05 / 3,728 |
3 / 99 |
11.765108% |
-0.053300 |
-0.017045 |
0.021510 |
0.039281 |
-0.003959 |
|
|
872 |
|
09/29(4) |
CALL |
23.50 / 26.50 |
$36 / $264 / 0.14 |
55.71% / $14.77 / 5.60% / 884.64% |
66.34% / $23.86 |
$0.36 / $0.39 / $0.03 / 13 |
36 / 16.48% / 44 |
5 |
Legs |
Vertical |
Bearish |
$22.91 (-1.04%) / 1.45M |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
23.50 |
44.29% |
$0.39 / 13 |
$0.41 / 88 |
89 / 244 |
34.241507% |
0.484467 |
-0.047617 |
0.212636 |
0.013768 |
0.002329 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
26.50 |
0.96% |
$0.02 / 103 |
$0.03 / 89 |
0 / 3 |
47.572082% |
0.062444 |
-0.014520 |
0.065567 |
0.004245 |
0.000309 |
|
832 |
Legs |
09/29(4) |
CALL |
23.50 / 26.00 |
$35 / $215 / 0.16 |
55.71% / $9.34 / 4.34% / 496.13% |
66.06% / $23.85 |
$0.35 / $0.39 / $0.04 / 13 |
|
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 |
23.50 |
44.29% |
$0.39 / 13 |
$0.41 / 88 |
89 / 244 |
34.241507% |
0.484467 |
-0.047617 |
0.212636 |
0.013768 |
0.002329 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
26.00 |
2.31% |
$0.03 / 48 |
$0.04 / 126 |
0 / 918 |
44.578411% |
0.097240 |
-0.020333 |
0.091731 |
0.005939 |
0.000479 |
|
272 |
Legs |
09/29(4) |
CALL |
24.00 / 27.00 |
$18 / $282 / 0.06 |
70.15% / $10.54 / 3.74% / 367.10% |
74.72% / $24.18 |
$0.18 / $0.21 / $0.03 / 74 |
|
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 |
24.00 |
29.85% |
$0.21 / 74 |
$0.23 / 221 |
1,037 / 2,234 |
34.184296% |
0.381705 |
-0.045396 |
0.203387 |
0.013169 |
0.001848 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
27.00 |
0.36% |
$0.01 / 398 |
$0.03 / 97 |
5 / 35 |
51.195853% |
0.038590 |
-0.009881 |
0.044652 |
0.002891 |
0.000191 |
|
234 |
Legs |
09/29(4) |
CALL |
24.00 / 26.50 |
$18 / $232 / 0.08 |
70.15% / $8.16 / 3.52% / 327.19% |
74.72% / $24.18 |
$0.18 / $0.21 / $0.03 / 74 |
|
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 |
24.00 |
29.85% |
$0.21 / 74 |
$0.23 / 221 |
1,037 / 2,234 |
34.184296% |
0.381705 |
-0.045396 |
0.203387 |
0.013169 |
0.001848 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
26.50 |
0.96% |
$0.02 / 103 |
$0.03 / 89 |
0 / 3 |
47.572082% |
0.062444 |
-0.014520 |
0.065567 |
0.004245 |
0.000309 |
|
317 |
Legs |
09/29(4) |
PUT |
22.50 / 20.00 |
$15 / $235 / 0.06 |
75.29% / $8.24 / 3.50% / 324.93% |
78.72% / $22.35 |
$0.15 / $0.17 / $0.02 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
22.50 |
24.71% |
$0.17 / 430 |
$0.19 / 193 |
114 / 143 |
36.320190% |
-0.307468 |
-0.040478 |
0.187527 |
0.012142 |
-0.001657 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
20.00 |
0.65% |
0 / 0 |
$0.02 / 22 |
3 / 171 |
55.269073% |
-0.024456 |
-0.006667 |
0.030612 |
0.001982 |
-0.000129 |
|
247 |
Legs |
10/06(11) |
CALL |
24.00 / 27.00 |
$37 / $263 / 0.14 |
65.18% / $10.50 / 3.99% / 145.14% |
72.29% / $24.37 |
$0.37 / $0.41 / $0.04 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
24.00 |
34.82% |
$0.41 / 12 |
$0.42 / 6 |
2 / 126 |
35.919635% |
0.425125 |
-0.034310 |
0.152637 |
0.018531 |
0.003768 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
27.00 |
2.61% |
$0.03 / 195 |
$0.04 / 206 |
0 / 5 |
41.116722% |
0.103932 |
-0.015642 |
0.070318 |
0.008537 |
0.000947 |
|
|
874 |
|
09/29(4) |
CALL |
53.00 / 59.00 |
$95 / $505 / 0.19 |
53.54% / $28.25 / 5.59% / 883.70% |
65.88% / $53.95 |
$0.95 / $0.99 / $0.04 / 5 |
32 / 19.51% / 81 |
5 |
Legs |
Vertical |
Bearish |
$52.4751 (+1.23%) / 8.55M |
|
Earnings: 12/07 / Ex-Div: 10/05 ($0.06) |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
53.00 |
46.46% |
$0.99 / 5 |
$1.00 / 14 |
506 / 341 |
34.197598% |
0.499780 |
-0.109984 |
0.092753 |
0.031167 |
0.005424 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
59.00 |
2.15% |
$0.03 / 408 |
$0.04 / 429 |
0 / 286 |
38.995420% |
0.094000 |
-0.045612 |
0.038994 |
0.013103 |
0.001047 |
|
396 |
Legs |
09/29(4) |
CALL |
54.00 / 60.00 |
$54 / $546 / 0.10 |
66.50% / $24.82 / 4.55% / 546.84% |
72.76% / $54.54 |
$0.54 / $0.57 / $0.03 / 80 |
|
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 |
54.00 |
33.50% |
$0.57 / 80 |
$0.58 / 5 |
303 / 376 |
33.335656% |
0.409082 |
-0.106704 |
0.090336 |
0.030355 |
0.004467 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
60.00 |
1.00% |
$0.02 / 584 |
$0.03 / 323 |
209 / 967 |
41.598320% |
0.063910 |
-0.034000 |
0.029097 |
0.009777 |
0.000714 |
|
347 |
Legs |
09/29(4) |
CALL |
54.00 / 59.00 |
$53 / $447 / 0.12 |
66.50% / $16.19 / 3.62% / 345.42% |
72.65% / $54.53 |
$0.53 / $0.57 / $0.04 / 80 |
|
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 |
54.00 |
33.50% |
$0.57 / 80 |
$0.58 / 5 |
303 / 376 |
33.335656% |
0.409082 |
-0.106704 |
0.090336 |
0.030355 |
0.004467 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
59.00 |
2.15% |
$0.03 / 408 |
$0.04 / 429 |
0 / 286 |
38.995420% |
0.094000 |
-0.045612 |
0.038994 |
0.013103 |
0.001047 |
|
812 |
Legs |
09/29(4) |
CALL |
53.00 / 58.00 |
$93 / $407 / 0.23 |
53.54% / $14.33 / 3.52% / 327.69% |
65.64% / $53.93 |
$0.93 / $0.99 / $0.06 / 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 |
53.00 |
46.46% |
$0.99 / 5 |
$1.00 / 14 |
506 / 341 |
34.197598% |
0.499780 |
-0.109984 |
0.092753 |
0.031167 |
0.005424 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
58.00 |
4.31% |
$0.05 / 376 |
$0.06 / 462 |
42 / 1,932 |
36.898349% |
0.134200 |
-0.058882 |
0.050277 |
0.016894 |
0.001491 |
|
411 |
Legs |
09/29(4) |
CALL |
55.00 / 61.00 |
$27 / $573 / 0.05 |
77.55% / $15.96 / 2.79% / 217.05% |
80.11% / $55.27 |
$0.27 / $0.30 / $0.03 / 266 |
|
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 |
55.00 |
22.45% |
$0.30 / 266 |
$0.32 / 129 |
467 / 670 |
33.108376% |
0.324533 |
-0.098496 |
0.083633 |
0.028103 |
0.003562 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
61.00 |
0.43% |
$0.01 / 619 |
$0.03 / 334 |
1 / 123 |
44.655911% |
0.042211 |
-0.024437 |
0.020930 |
0.007033 |
0.000473 |
|
349 |
Legs |
10/06(11) |
CALL |
54.00 / 60.00 |
$90 / $510 / 0.18 |
62.34% / $10.80 / 2.12% / 61.60% |
70.16% / $54.90 |
$0.90 / $0.97 / $0.07 / 65 |
|
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 |
54.00 |
37.66% |
$0.97 / 65 |
$0.99 / 22 |
248 / 585 |
33.940419% |
0.446327 |
-0.080007 |
0.067119 |
0.042288 |
0.008920 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
60.00 |
4.63% |
$0.06 / 198 |
$0.07 / 72 |
25 / 99 |
35.454954% |
0.140281 |
-0.044531 |
0.037845 |
0.023844 |
0.002878 |
|
|
886 |
|
09/29(4) |
CALL |
90.00 / 96.00 |
$92 / $508 / 0.18 |
52.79% / $28.41 / 5.59% / 883.19% |
65.03% / $90.92 |
$0.92 / $0.95 / $0.03 / 296 |
62 / 49.25% / 90 |
5 |
Legs |
Vertical |
Bearish |
$89.36 (+0.22%) / 21.04M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
90.00 |
47.21% |
$0.95 / 296 |
$0.97 / 182 |
4,147 / 2,786 |
19.352741% |
0.494532 |
-0.107272 |
0.093735 |
0.053007 |
0.009381 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
96.00 |
1.90% |
$0.02 / 3,133 |
$0.03 / 1,133 |
14 / 929 |
22.170737% |
0.084360 |
-0.041358 |
0.036378 |
0.020572 |
0.001625 |
|
551 |
Legs |
09/29(4) |
PUT |
89.00 / 83.00 |
$59 / $541 / 0.11 |
62.05% / $24.67 / 4.56% / 550.57% |
69.44% / $88.41 |
$0.59 / $0.63 / $0.04 / 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 |
37.95% |
$0.63 / 30 |
$0.64 / 62 |
1,079 / 4,479 |
19.107150% |
-0.411399 |
-0.101921 |
0.091437 |
0.051707 |
-0.008384 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
83.00 |
1.08% |
$0.03 / 2,781 |
$0.04 / 1,479 |
5 / 720 |
27.641039% |
-0.044784 |
-0.024944 |
0.022200 |
0.012554 |
-0.000899 |
|
413 |
Legs |
09/29(4) |
CALL |
91.00 / 97.00 |
$51 / $549 / 0.09 |
66.03% / $24.42 / 4.45% / 521.93% |
72.14% / $91.51 |
$0.51 / $0.53 / $0.02 / 20 |
|
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 |
91.00 |
33.97% |
$0.53 / 20 |
$0.54 / 140 |
1,316 / 7,959 |
18.781483% |
0.402474 |
-0.103887 |
0.090945 |
0.051429 |
0.007662 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
97.00 |
0.83% |
$0.01 / 2,692 |
$0.02 / 760 |
15 / 229 |
23.289578% |
0.055338 |
-0.029864 |
0.026281 |
0.014862 |
0.001068 |
|
300 |
Legs |
09/29(4) |
PUT |
88.00 / 82.00 |
$34 / $566 / 0.06 |
74.14% / $20.14 / 3.56% / 334.25% |
77.72% / $87.66 |
$0.34 / $0.37 / $0.03 / 26 |
|
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 |
25.86% |
$0.37 / 26 |
$0.38 / 172 |
900 / 2,485 |
20.101554% |
-0.321865 |
-0.094133 |
0.084260 |
0.047649 |
-0.006537 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
82.00 |
0.44% |
$0.02 / 2,872 |
$0.03 / 1,025 |
30 / 1,031 |
29.599918% |
-0.025370 |
-0.015641 |
0.013912 |
0.007867 |
-0.000509 |
|
367 |
Legs |
09/29(4) |
CALL |
91.00 / 96.00 |
$50 / $450 / 0.11 |
66.03% / $15.98 / 3.55% / 333.14% |
72.02% / $91.50 |
$0.50 / $0.53 / $0.03 / 20 |
|
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 |
91.00 |
33.97% |
$0.53 / 20 |
$0.54 / 140 |
1,316 / 7,959 |
18.781483% |
0.402474 |
-0.103887 |
0.090945 |
0.051429 |
0.007662 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
96.00 |
1.90% |
$0.02 / 3,133 |
$0.03 / 1,133 |
14 / 929 |
22.170737% |
0.084360 |
-0.041358 |
0.036378 |
0.020572 |
0.001625 |
|
435 |
Legs |
10/06(11) |
CALL |
94.00 / 99.00 |
$21 / $479 / 0.04 |
84.78% / $4.92 / 1.03% / 26.36% |
85.93% / $94.21 |
$0.21 / $0.25 / $0.04 / 355 |
|
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 |
94.00 |
15.22% |
$0.25 / 355 |
$0.26 / 1,319 |
51 / 2,634 |
20.006391% |
0.253877 |
-0.062821 |
0.054981 |
0.058296 |
0.009018 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
99.00 |
1.44% |
$0.03 / 248 |
$0.04 / 1,418 |
4 / 14 |
23.435312% |
0.071959 |
-0.026811 |
0.023544 |
0.024964 |
0.002582 |
|
|
690 |
|
09/29(4) |
CALL |
70.00 / 76.00 |
$60 / $540 / 0.11 |
60.17% / $30.20 / 5.59% / 882.96% |
69.03% / $70.60 |
$0.60 / $0.63 / $0.03 / 99 |
50 / 23.68% / 86 |
5 |
Legs |
Vertical |
Bearish |
$69.17 (-1.82%) / 2.32M |
|
Earnings: 11/28 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
70.00 |
39.83% |
$0.63 / 383 |
$0.70 / 13 |
25 / 34 |
22.243499% |
0.445052 |
-0.089427 |
0.108217 |
0.040567 |
0.006512 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
76.00 |
0.53% |
$0.01 / 162 |
$0.03 / 99 |
1 / 197 |
28.972134% |
0.044363 |
-0.021309 |
0.025681 |
0.009627 |
0.000661 |
|
786 |
Legs |
09/29(4) |
PUT |
69.00 / 63.00 |
$63 / $537 / 0.12 |
57.13% / $28.77 / 5.36% / 795.06% |
66.67% / $68.37 |
$0.63 / $0.66 / $0.03 / 35 |
|
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 |
69.00 |
42.87% |
$0.66 / 35 |
$0.70 / 36 |
30 / 78 |
21.679886% |
-0.445080 |
-0.090292 |
0.108218 |
0.040568 |
-0.007047 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
63.00 |
0.65% |
$0.02 / 639 |
$0.03 / 194 |
0 / 4 |
32.451860% |
-0.030865 |
-0.015905 |
0.019092 |
0.007157 |
-0.000479 |
|
640 |
Legs |
09/29(4) |
CALL |
70.00 / 75.00 |
$60 / $440 / 0.14 |
60.17% / $23.13 / 5.26% / 760.22% |
69.03% / $70.60 |
$0.60 / $0.63 / $0.03 / 71 |
|
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 |
39.83% |
$0.63 / 383 |
$0.70 / 13 |
25 / 34 |
22.243499% |
0.445052 |
-0.089427 |
0.108217 |
0.040567 |
0.006512 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
75.00 |
1.43% |
$0.02 / 17 |
$0.03 / 71 |
1 / 134 |
26.228971% |
0.073500 |
-0.031686 |
0.038199 |
0.014320 |
0.001092 |
|
760 |
Legs |
09/29(4) |
PUT |
69.00 / 64.00 |
$61 / $439 / 0.14 |
57.13% / $19.34 / 4.41% / 511.51% |
66.38% / $68.39 |
$0.61 / $0.66 / $0.05 / 35 |
|
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 |
69.00 |
42.87% |
$0.66 / 35 |
$0.70 / 36 |
30 / 78 |
21.679886% |
-0.445080 |
-0.090292 |
0.108218 |
0.040568 |
-0.007047 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
64.00 |
1.72% |
$0.04 / 152 |
$0.05 / 296 |
0 / 16 |
30.887628% |
-0.058364 |
-0.026617 |
0.031946 |
0.011976 |
-0.000908 |
|
225 |
Legs |
09/29(4) |
PUT |
68.00 / 63.00 |
$33 / $467 / 0.07 |
71.82% / $17.60 / 3.77% / 373.11% |
76.04% / $67.67 |
$0.33 / $0.36 / $0.03 / 168 |
|
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 |
68.00 |
28.18% |
$0.36 / 168 |
$0.40 / 35 |
43 / 51 |
22.921405% |
-0.338835 |
-0.083602 |
0.100239 |
0.037577 |
-0.005340 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
63.00 |
0.65% |
$0.02 / 639 |
$0.03 / 194 |
0 / 4 |
32.451860% |
-0.030865 |
-0.015905 |
0.019092 |
0.007157 |
-0.000479 |
|
508 |
Legs |
10/06(11) |
CALL |
70.00 / 76.00 |
$99 / $501 / 0.20 |
57.90% / $24.96 / 4.98% / 204.55% |
68.51% / $70.99 |
$0.99 / $1.05 / $0.06 / 39 |
|
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 |
70.00 |
42.10% |
$1.05 / 39 |
$1.13 / 35 |
2 / 9 |
23.948501% |
0.465329 |
-0.065383 |
0.079413 |
0.055818 |
0.012571 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
76.00 |
3.18% |
$0.05 / 6 |
$0.06 / 237 |
1 / 49 |
24.973955% |
0.109630 |
-0.031076 |
0.037530 |
0.026379 |
0.003022 |
|
|
888 |
|
09/29(4) |
CALL |
6.50 / 8.00 |
$17 / $133 / 0.13 |
56.41% / $7.38 / 5.55% / 867.60% |
67.05% / $6.67 |
$0.17 / $0.19 / $0.02 / 43 |
44 / 36.97% / 0 |
5 |
Legs |
Vertical |
Bearish |
$6.38 (-3.63%) / 2.83M |
|
Earnings: 11/14 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
6.50 |
43.59% |
$0.19 / 82 |
$0.21 / 260 |
133 / 62 |
60.881058% |
0.495859 |
-0.022087 |
0.457740 |
0.003795 |
0.000629 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
8.00 |
0.79% |
$0.01 / 17 |
$0.02 / 43 |
20 / 1,483 |
84.803043% |
0.061638 |
-0.006673 |
0.139597 |
0.001157 |
0.000082 |
|
948 |
Legs |
09/29(4) |
CALL |
6.50 / 8.50 |
$17 / $183 / 0.09 |
56.41% / $9.18 / 5.02% / 681.10% |
67.05% / $6.67 |
$0.17 / $0.19 / $0.02 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
6.50 |
43.59% |
$0.19 / 82 |
$0.21 / 260 |
133 / 62 |
60.881058% |
0.495859 |
-0.022087 |
0.457740 |
0.003795 |
0.000629 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
8.50 |
0.11% |
0 / 0 |
$0.02 / 1 |
101 / 462 |
108.646061% |
0.023400 |
-0.003029 |
0.063438 |
0.000526 |
0.000031 |
|
972 |
Legs |
09/29(4) |
CALL |
6.50 / 9.00 |
$16 / $234 / 0.07 |
56.41% / $8.97 / 3.83% / 385.54% |
66.46% / $6.66 |
$0.16 / $0.19 / $0.03 / 82 |
|
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 |
6.50 |
43.59% |
$0.19 / 82 |
$0.21 / 260 |
133 / 62 |
60.881058% |
0.495859 |
-0.022087 |
0.457740 |
0.003795 |
0.000629 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
9.00 |
0.01% |
0 / 0 |
$0.03 / 204 |
0 / 55 |
135.893128% |
0.007987 |
-0.001198 |
0.025116 |
0.000208 |
0.000011 |
|
900 |
Legs |
10/06(11) |
CALL |
6.50 / 9.00 |
$25 / $225 / 0.11 |
55.57% / $12.14 / 5.40% / 233.39% |
66.79% / $6.75 |
$0.25 / $0.27 / $0.02 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
6.50 |
44.43% |
$0.27 / 274 |
$0.30 / 301 |
5 / 112 |
60.273175% |
0.516137 |
-0.016214 |
0.334031 |
0.005192 |
0.001179 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
9.00 |
0.37% |
0 / 0 |
$0.02 / 21 |
0 / 48 |
91.676389% |
0.043484 |
-0.003700 |
0.077265 |
0.001201 |
0.000107 |
|
851 |
Legs |
10/06(11) |
CALL |
6.50 / 8.50 |
$25 / $175 / 0.14 |
55.57% / $9.22 / 5.27% / 224.42% |
66.79% / $6.75 |
$0.25 / $0.27 / $0.02 / 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 |
6.50 |
44.43% |
$0.27 / 274 |
$0.30 / 301 |
5 / 112 |
60.273175% |
0.516137 |
-0.016214 |
0.334031 |
0.005192 |
0.001179 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
8.50 |
1.28% |
$0.01 / 145 |
$0.02 / 1 |
0 / 58 |
75.037740% |
0.080179 |
-0.005983 |
0.124789 |
0.001940 |
0.000195 |
|
939 |
Legs |
10/06(11) |
CALL |
6.50 / 9.50 |
$24 / $276 / 0.09 |
55.57% / $12.78 / 4.63% / 182.00% |
66.37% / $6.74 |
$0.24 / $0.27 / $0.03 / 78 |
|
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 |
6.50 |
44.43% |
$0.27 / 274 |
$0.30 / 301 |
5 / 112 |
60.273175% |
0.516137 |
-0.016214 |
0.334031 |
0.005192 |
0.001179 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
9.50 |
0.10% |
0 / 0 |
$0.03 / 78 |
0 / 15 |
111.127654% |
0.022604 |
-0.002153 |
0.044998 |
0.000699 |
0.000056 |
|
|
706 |
|
09/29(4) |
CALL |
33.00 / 36.00 |
$46 / $254 / 0.18 |
57.34% / $14.06 / 5.53% / 860.79% |
68.14% / $33.46 |
$0.46 / $0.49 / $0.03 / 768 |
81 / 66.93% / 60 |
5 |
Legs |
Vertical |
Bearish |
$32.55 (-0.49%) / 14.27M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
33.00 |
42.66% |
$0.49 / 869 |
$0.50 / 30 |
405 / 902 |
31.189151% |
0.470562 |
-0.059202 |
0.170978 |
0.019268 |
0.003197 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
36.00 |
2.36% |
$0.02 / 1,179 |
$0.03 / 768 |
60 / 954 |
35.177690% |
0.097234 |
-0.025288 |
0.073899 |
0.008328 |
0.000675 |
|
192 |
Legs |
09/29(4) |
CALL |
33.50 / 36.50 |
$29 / $271 / 0.11 |
69.01% / $13.64 / 5.03% / 686.91% |
75.00% / $33.79 |
$0.29 / $0.31 / $0.02 / 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 |
33.50 |
30.99% |
$0.31 / 279 |
$0.32 / 805 |
797 / 739 |
31.382320% |
0.387702 |
-0.056816 |
0.164614 |
0.018551 |
0.002647 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
36.50 |
1.16% |
$0.01 / 1,525 |
$0.02 / 32 |
12 / 126 |
36.151370% |
0.067921 |
-0.019277 |
0.056385 |
0.006354 |
0.000472 |
|
699 |
Legs |
09/29(4) |
PUT |
32.50 / 29.50 |
$44 / $256 / 0.17 |
57.07% / $12.63 / 4.93% / 655.71% |
67.46% / $32.06 |
$0.44 / $0.48 / $0.04 / 253 |
|
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 |
32.50 |
42.93% |
$0.48 / 253 |
$0.49 / 449 |
873 / 2,731 |
31.604388% |
-0.443770 |
-0.055935 |
0.169742 |
0.019129 |
-0.003359 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
29.50 |
2.38% |
$0.03 / 1,552 |
$0.04 / 1,391 |
46 / 13 |
41.698736% |
-0.066367 |
-0.018520 |
0.055385 |
0.006242 |
-0.000491 |
|
160 |
Legs |
09/29(4) |
PUT |
32.00 / 29.00 |
$28 / $272 / 0.10 |
68.78% / $12.82 / 4.71% / 591.89% |
74.61% / $31.72 |
$0.28 / $0.31 / $0.03 / 285 |
|
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 |
32.00 |
31.22% |
$0.31 / 285 |
$0.32 / 458 |
1,127 / 5,900 |
32.677573% |
-0.359635 |
-0.053176 |
0.160730 |
0.018113 |
-0.002709 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
29.00 |
1.17% |
$0.02 / 1,394 |
$0.03 / 699 |
43 / 488 |
44.407161% |
-0.040595 |
-0.012549 |
0.037487 |
0.004225 |
-0.000300 |
|
156 |
Legs |
09/29(4) |
CALL |
33.50 / 36.00 |
$28 / $222 / 0.13 |
69.01% / $9.03 / 4.07% / 433.58% |
74.80% / $33.78 |
$0.28 / $0.31 / $0.03 / 279 |
|
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 |
33.50 |
30.99% |
$0.31 / 279 |
$0.32 / 805 |
797 / 739 |
31.382320% |
0.387702 |
-0.056816 |
0.164614 |
0.018551 |
0.002647 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
36.00 |
2.36% |
$0.02 / 1,179 |
$0.03 / 768 |
60 / 954 |
35.177690% |
0.097234 |
-0.025288 |
0.073899 |
0.008328 |
0.000675 |
|
635 |
Legs |
10/13(18) |
CALL |
33.00 / 39.00 |
$92 / $508 / 0.18 |
54.74% / $33.92 / 6.68% / 176.79% |
67.55% / $33.92 |
$0.92 / $0.95 / $0.03 / 107 |
|
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 |
33.00 |
45.26% |
$0.95 / 184 |
$0.96 / 26 |
63 / 81 |
32.468856% |
0.501452 |
-0.036340 |
0.103339 |
0.032026 |
0.009022 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
39.00 |
1.54% |
$0.02 / 1,160 |
$0.03 / 107 |
0 / 314 |
34.907259% |
0.078872 |
-0.013123 |
0.038117 |
0.011813 |
0.001476 |
|
|
820 |
|
09/29(4) |
CALL |
26.50 / 29.50 |
$33 / $267 / 0.12 |
57.34% / $14.76 / 5.53% / 858.84% |
67.17% / $26.83 |
$0.33 / $0.35 / $0.02 / 30 |
50 / 55.51% / 67 |
5 |
Legs |
Vertical |
Bearish |
$26.21 (+1.31%) / 11.66M |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
26.50 |
42.66% |
$0.35 / 30 |
$0.36 / 248 |
326 / 658 |
28.839668% |
0.470280 |
-0.046779 |
0.215771 |
0.015474 |
0.002568 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
29.50 |
0.75% |
$0.01 / 423 |
$0.02 / 246 |
0 / 20 |
39.439636% |
0.054423 |
-0.012823 |
0.059846 |
0.004292 |
0.000304 |
|
660 |
Legs |
09/29(4) |
PUT |
26.00 / 23.00 |
$29 / $271 / 0.11 |
60.25% / $14.02 / 5.17% / 732.13% |
68.71% / $25.71 |
$0.29 / $0.31 / $0.02 / 237 |
|
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 |
26.00 |
39.75% |
$0.31 / 792 |
$0.32 / 240 |
2,426 / 3,355 |
29.030968% |
-0.421621 |
-0.044051 |
0.212191 |
0.015217 |
-0.002558 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
23.00 |
0.61% |
$0.01 / 517 |
$0.02 / 237 |
0 / 216 |
45.758574% |
-0.025855 |
-0.006865 |
0.032612 |
0.002339 |
-0.000153 |
|
770 |
Legs |
09/29(4) |
CALL |
26.50 / 29.00 |
$33 / $217 / 0.15 |
57.34% / $10.47 / 4.82% / 623.04% |
67.17% / $26.83 |
$0.33 / $0.35 / $0.02 / 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) |
CALL |
26.50 |
42.66% |
$0.35 / 30 |
$0.36 / 248 |
326 / 658 |
28.839668% |
0.470280 |
-0.046779 |
0.215771 |
0.015474 |
0.002568 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
29.00 |
1.90% |
$0.01 / 1,279 |
$0.02 / 302 |
8 / 447 |
34.518671% |
0.086964 |
-0.018417 |
0.085870 |
0.006158 |
0.000485 |
|
630 |
Legs |
09/29(4) |
PUT |
26.00 / 23.50 |
$28 / $222 / 0.13 |
60.25% / $9.66 / 4.35% / 498.18% |
68.43% / $25.72 |
$0.28 / $0.31 / $0.03 / 630 |
|
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 |
26.00 |
39.75% |
$0.31 / 792 |
$0.32 / 240 |
2,426 / 3,355 |
29.030968% |
-0.421621 |
-0.044051 |
0.212191 |
0.015217 |
-0.002558 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
23.50 |
1.59% |
$0.02 / 219 |
$0.03 / 630 |
1 / 81 |
43.150827% |
-0.050613 |
-0.011880 |
0.056496 |
0.004052 |
-0.000300 |
|
254 |
Legs |
09/29(4) |
CALL |
27.00 / 30.00 |
$16 / $284 / 0.06 |
71.80% / $9.95 / 3.50% / 324.55% |
75.83% / $27.16 |
$0.16 / $0.17 / $0.01 / 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 |
27.00 |
28.20% |
$0.17 / 360 |
$0.18 / 96 |
471 / 830 |
27.976023% |
0.366551 |
-0.044109 |
0.204167 |
0.014642 |
0.002014 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
30.00 |
0.27% |
0 / 0 |
$0.01 / 29 |
1 / 179 |
41.584396% |
0.032664 |
-0.008479 |
0.039602 |
0.002840 |
0.000183 |
|
210 |
Legs |
10/06(11) |
CALL |
27.00 / 30.00 |
$33 / $267 / 0.12 |
66.34% / $10.14 / 3.80% / 134.86% |
72.74% / $27.33 |
$0.33 / $0.36 / $0.03 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
27.00 |
33.66% |
$0.36 / 21 |
$0.37 / 390 |
49 / 254 |
30.215838% |
0.412586 |
-0.033564 |
0.154181 |
0.020732 |
0.004163 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
30.00 |
2.22% |
$0.02 / 509 |
$0.03 / 206 |
0 / 61 |
34.943679% |
0.093813 |
-0.014281 |
0.066337 |
0.008920 |
0.000969 |
|
|
500 |
|
09/29(4) |
CALL |
23.00 / 26.00 |
$33 / $267 / 0.12 |
63.72% / $14.74 / 5.52% / 854.75% |
71.72% / $23.33 |
$0.33 / $0.36 / $0.03 / 10 |
48 / 32.18% / 20 |
5 |
Legs |
Vertical |
Bearish |
$22.35 (-2.61%) / 3.44M |
|
Earnings: 11/02 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
23.00 |
36.28% |
$0.36 / 10 |
$0.37 / 29 |
1,574 / 3,113 |
42.051901% |
0.432589 |
-0.053017 |
0.186281 |
0.013108 |
0.001995 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
26.00 |
1.15% |
$0.02 / 474 |
$0.03 / 22 |
15 / 155 |
52.709291% |
0.069780 |
-0.017860 |
0.063451 |
0.004465 |
0.000331 |
|
318 |
Legs |
09/29(4) |
PUT |
22.00 / 19.00 |
$31 / $269 / 0.12 |
65.61% / $14.77 / 5.49% / 843.98% |
72.96% / $21.69 |
$0.31 / $0.34 / $0.03 / 35 |
|
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 |
22.00 |
34.39% |
$0.34 / 35 |
$0.36 / 1,204 |
96 / 171 |
44.208550% |
-0.380441 |
-0.049110 |
0.180434 |
0.012696 |
-0.002007 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
19.00 |
1.01% |
$0.01 / 1,297 |
$0.03 / 36 |
56 / 297 |
60.486927% |
-0.030884 |
-0.009106 |
0.033018 |
0.002323 |
-0.000158 |
|
257 |
Legs |
09/29(4) |
PUT |
22.00 / 19.50 |
$31 / $219 / 0.14 |
65.61% / $10.78 / 4.92% / 652.42% |
72.96% / $21.69 |
$0.31 / $0.34 / $0.03 / 11 |
|
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 |
22.00 |
34.39% |
$0.34 / 35 |
$0.36 / 1,204 |
96 / 171 |
44.208550% |
-0.380441 |
-0.049110 |
0.180434 |
0.012696 |
-0.002007 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
19.50 |
2.18% |
$0.02 / 223 |
$0.03 / 11 |
111 / 228 |
54.768760% |
-0.055815 |
-0.014685 |
0.053313 |
0.003751 |
-0.000287 |
|
449 |
Legs |
09/29(4) |
CALL |
23.00 / 25.50 |
$32 / $218 / 0.15 |
63.72% / $9.73 / 4.46% / 525.67% |
71.49% / $23.32 |
$0.32 / $0.36 / $0.04 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
23.00 |
36.28% |
$0.36 / 10 |
$0.37 / 29 |
1,574 / 3,113 |
42.051901% |
0.432589 |
-0.053017 |
0.186281 |
0.013108 |
0.001995 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
25.50 |
2.44% |
$0.03 / 562 |
$0.04 / 25 |
12 / 147 |
49.950991% |
0.101985 |
-0.023763 |
0.084336 |
0.005934 |
0.000482 |
|
307 |
Legs |
09/29(4) |
CALL |
23.50 / 26.50 |
$18 / $282 / 0.06 |
75.44% / $10.71 / 3.80% / 378.43% |
79.05% / $23.68 |
$0.18 / $0.21 / $0.03 / 56 |
|
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 |
23.50 |
24.56% |
$0.21 / 254 |
$0.22 / 37 |
302 / 241 |
42.016503% |
0.344886 |
-0.049515 |
0.174514 |
0.012280 |
0.001600 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
26.50 |
0.50% |
$0.02 / 10 |
$0.03 / 56 |
2 / 168 |
58.357446% |
0.046421 |
-0.012948 |
0.046038 |
0.003239 |
0.000221 |
|
94 |
Legs |
10/06(11) |
PUT |
21.50 / 18.50 |
$33 / $267 / 0.12 |
71.33% / $9.33 / 3.49% / 119.58% |
76.43% / $21.17 |
$0.33 / $0.38 / $0.05 / 78 |
|
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 |
21.50 |
28.67% |
$0.38 / 78 |
$0.41 / 407 |
3 / 70 |
46.073201% |
-0.330666 |
-0.033909 |
0.125388 |
0.016543 |
-0.003337 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
18.50 |
2.76% |
$0.04 / 442 |
$0.05 / 693 |
2 / 288 |
58.009637% |
-0.053847 |
-0.010380 |
0.037845 |
0.004993 |
-0.000527 |
|
|
444 |
|
09/29(4) |
CALL |
108.00 / 114.00 |
$64 / $536 / 0.12 |
63.98% / $29.53 / 5.51% / 851.41% |
71.62% / $108.64 |
$0.64 / $0.67 / $0.03 / 35 |
50 / 35.63% / 29 |
5 |
Legs |
Vertical |
Bearish |
$106.34 (-0.37%) / 5.03M |
|
Earnings: 10/26 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
108.00 |
36.02% |
$0.67 / 35 |
$0.69 / 47 |
104 / 429 |
17.538909% |
0.415312 |
-0.108046 |
0.089622 |
0.061701 |
0.009454 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
114.00 |
1.04% |
$0.01 / 248 |
$0.03 / 195 |
37 / 370 |
20.187738% |
0.061405 |
-0.033287 |
0.027890 |
0.019201 |
0.001414 |
|
453 |
Legs |
09/29(4) |
PUT |
106.00 / 100.00 |
$63 / $537 / 0.12 |
63.42% / $28.16 / 5.24% / 755.35% |
71.01% / $105.37 |
$0.63 / $0.69 / $0.06 / 7 |
|
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 |
106.00 |
36.58% |
$0.69 / 7 |
$0.71 / 4 |
63 / 1,340 |
17.926585% |
-0.402464 |
-0.102763 |
0.088943 |
0.061234 |
-0.009714 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
100.00 |
1.07% |
$0.05 / 56 |
$0.06 / 188 |
30 / 457 |
25.329090% |
-0.046530 |
-0.026196 |
0.022388 |
0.015413 |
-0.001109 |
|
380 |
Legs |
09/29(4) |
CALL |
108.00 / 113.00 |
$64 / $436 / 0.15 |
63.98% / $20.77 / 4.76% / 606.01% |
71.62% / $108.64 |
$0.64 / $0.67 / $0.03 / 35 |
|
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 |
108.00 |
36.02% |
$0.67 / 35 |
$0.69 / 47 |
104 / 429 |
17.538909% |
0.415312 |
-0.108046 |
0.089622 |
0.061701 |
0.009454 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
113.00 |
2.30% |
$0.02 / 202 |
$0.03 / 85 |
0 / 242 |
18.400842% |
0.092344 |
-0.045463 |
0.038055 |
0.026199 |
0.002124 |
|
281 |
Legs |
09/29(4) |
PUT |
105.00 / 99.00 |
$39 / $561 / 0.07 |
75.07% / $24.22 / 4.32% / 490.32% |
78.99% / $104.61 |
$0.39 / $0.43 / $0.04 / 45 |
|
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 |
105.00 |
24.93% |
$0.43 / 45 |
$0.45 / 250 |
279 / 712 |
18.818095% |
-0.315626 |
-0.094759 |
0.081729 |
0.056268 |
-0.007596 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
99.00 |
0.44% |
$0.03 / 185 |
$0.04 / 80 |
1 / 11 |
26.354053% |
-0.027016 |
-0.016794 |
0.014339 |
0.009872 |
-0.000643 |
|
418 |
Legs |
09/29(4) |
PUT |
106.00 / 101.00 |
$61 / $439 / 0.14 |
63.42% / $17.84 / 4.06% / 432.62% |
70.78% / $105.39 |
$0.61 / $0.69 / $0.08 / 7 |
|
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 |
106.00 |
36.58% |
$0.69 / 7 |
$0.71 / 4 |
63 / 1,340 |
17.926585% |
-0.402464 |
-0.102763 |
0.088943 |
0.061234 |
-0.009714 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
101.00 |
2.37% |
$0.07 / 147 |
$0.08 / 128 |
12 / 33 |
23.600261% |
-0.075669 |
-0.038297 |
0.032767 |
0.022559 |
-0.001806 |
|
352 |
Legs |
10/06(11) |
CALL |
108.00 / 114.00 |
$102 / $498 / 0.21 |
60.14% / $14.73 / 2.96% / 94.95% |
69.20% / $109.02 |
$1.02 / $1.14 / $0.12 / 11 |
|
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 |
108.00 |
39.86% |
$1.14 / 11 |
$1.19 / 78 |
14 / 110 |
18.406575% |
0.445292 |
-0.080567 |
0.066303 |
0.085588 |
0.018778 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
114.00 |
4.81% |
$0.05 / 349 |
$0.12 / 1,138 |
0 / 65 |
18.741321% |
0.133944 |
-0.043534 |
0.036253 |
0.046798 |
0.005725 |
|
|
837 |
|
09/29(4) |
CALL |
16.00 / 17.50 |
$16 / $134 / 0.12 |
56.83% / $7.36 / 5.49% / 844.64% |
66.66% / $16.16 |
$0.16 / $0.18 / $0.02 / 114 |
23 / 35.99% / 69 |
5 |
Legs |
Vertical |
Bearish |
$15.83 (-1.25%) / 13.95M |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
16.00 |
43.17% |
$0.18 / 772 |
$0.19 / 421 |
1,200 / 1,507 |
24.417776% |
0.469693 |
-0.022695 |
0.441911 |
0.009359 |
0.001568 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
17.50 |
0.62% |
$0.01 / 17 |
$0.02 / 114 |
112 / 2,159 |
37.039912% |
0.048523 |
-0.005698 |
0.111911 |
0.002370 |
0.000165 |
|
895 |
Legs |
09/29(4) |
CALL |
16.00 / 18.00 |
$16 / $184 / 0.09 |
56.83% / $8.86 / 4.81% / 620.41% |
66.66% / $16.16 |
$0.16 / $0.18 / $0.02 / 89 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
16.00 |
43.17% |
$0.18 / 772 |
$0.19 / 421 |
1,200 / 1,507 |
24.417776% |
0.469693 |
-0.022695 |
0.441911 |
0.009359 |
0.001568 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
18.00 |
0.06% |
0 / 0 |
$0.02 / 89 |
0 / 1,386 |
48.092089% |
0.015496 |
-0.002202 |
0.043284 |
0.000917 |
0.000053 |
|
766 |
Legs |
10/06(11) |
CALL |
16.00 / 18.00 |
$26 / $174 / 0.15 |
55.16% / $10.74 / 6.17% / 294.20% |
66.68% / $16.26 |
$0.26 / $0.29 / $0.03 / 86 |
|
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 |
16.00 |
44.84% |
$0.29 / 86 |
$0.30 / 335 |
943 / 468 |
26.187199% |
0.486551 |
-0.016692 |
0.323306 |
0.012838 |
0.002995 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
18.00 |
0.99% |
$0.02 / 125 |
$0.03 / 117 |
43 / 213 |
36.567038% |
0.060200 |
-0.004948 |
0.096925 |
0.003849 |
0.000381 |
|
829 |
Legs |
10/06(11) |
CALL |
16.00 / 18.50 |
$26 / $224 / 0.12 |
55.16% / $13.29 / 5.93% / 274.49% |
66.68% / $16.26 |
$0.26 / $0.29 / $0.03 / 86 |
|
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 |
16.00 |
44.84% |
$0.29 / 86 |
$0.30 / 335 |
943 / 468 |
26.187199% |
0.486551 |
-0.016692 |
0.323306 |
0.012838 |
0.002995 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
18.50 |
0.22% |
$0.01 / 1,418 |
$0.03 / 203 |
5 / 540 |
41.135234% |
0.028283 |
-0.002681 |
0.052583 |
0.002088 |
0.000179 |
|
376 |
Legs |
09/29(4) |
PUT |
15.50 / 14.00 |
$6 / $144 / 0.04 |
75.02% / $4.06 / 2.82% / 221.17% |
77.96% / $15.44 |
$0.06 / $0.08 / $0.02 / 100 |
|
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 |
15.50 |
24.98% |
$0.08 / 861 |
$0.09 / 3,800 |
77 / 2,008 |
25.191278% |
-0.313385 |
-0.019648 |
0.393849 |
0.008341 |
-0.001133 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
14.00 |
0.15% |
0 / 0 |
$0.02 / 100 |
0 / 318 |
50.453211% |
-0.011162 |
-0.001640 |
0.032600 |
0.000690 |
-0.000040 |
|
876 |
Legs |
10/06(11) |
CALL |
16.00 / 19.00 |
$26 / $274 / 0.10 |
55.16% / $14.10 / 5.15% / 215.76% |
66.68% / $16.26 |
$0.26 / $0.29 / $0.03 / 86 |
|
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 |
16.00 |
44.84% |
$0.29 / 86 |
$0.30 / 335 |
943 / 468 |
26.187199% |
0.486551 |
-0.016692 |
0.323306 |
0.012838 |
0.002995 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
19.00 |
0.04% |
$0.01 / 108 |
$0.03 / 203 |
0 / 274 |
46.936144% |
0.012199 |
-0.001310 |
0.025715 |
0.001021 |
0.000078 |
|
|
554 |
|
09/29(4) |
CALL |
162.50 / 172.50 |
$88 / $912 / 0.10 |
62.92% / $49.90 / 5.47% / 836.72% |
70.87% / $163.38 |
$0.88 / $0.95 / $0.07 / 3 |
65 / 44.64% / 37 |
5 |
Legs |
Vertical |
Bearish |
$160.50 (-0.72%) / 4.98M |
|
Earnings: 10/17 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
162.50 |
37.08% |
$0.95 / 16 |
$0.98 / 4 |
2,157 / 754 |
15.603031% |
0.421459 |
-0.145229 |
0.067129 |
0.093299 |
0.014504 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
172.50 |
0.29% |
0 / 0 |
$0.07 / 3 |
1 / 33 |
24.174919% |
0.032129 |
-0.026441 |
0.012363 |
0.017182 |
0.001119 |
|
469 |
Legs |
09/29(4) |
CALL |
162.50 / 170.00 |
$89 / $661 / 0.14 |
62.92% / $35.52 / 5.37% / 801.06% |
70.96% / $163.39 |
$0.89 / $0.95 / $0.06 / 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 |
162.50 |
37.08% |
$0.95 / 16 |
$0.98 / 4 |
2,157 / 754 |
15.603031% |
0.421459 |
-0.145229 |
0.067129 |
0.093299 |
0.014504 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
170.00 |
1.51% |
$0.05 / 64 |
$0.06 / 306 |
56 / 1,624 |
18.956340% |
0.074027 |
-0.051535 |
0.024059 |
0.033438 |
0.002574 |
|
540 |
Legs |
09/29(4) |
PUT |
160.00 / 150.00 |
$86 / $914 / 0.09 |
62.69% / $48.37 / 5.29% / 772.06% |
70.49% / $159.14 |
$0.86 / $0.91 / $0.05 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
160.00 |
37.31% |
$0.91 / 6 |
$0.94 / 5 |
3,972 / 1,157 |
15.643581% |
-0.408180 |
-0.138058 |
0.066640 |
0.092619 |
-0.014803 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
150.00 |
0.29% |
$0.04 / 106 |
$0.05 / 374 |
10 / 203 |
24.282100% |
-0.021806 |
-0.018794 |
0.008943 |
0.012429 |
-0.000781 |
|
565 |
Legs |
09/29(4) |
PUT |
160.00 / 149.00 |
$87 / $1,013 / 0.09 |
62.69% / $51.62 / 5.10% / 706.51% |
70.58% / $159.13 |
$0.87 / $0.91 / $0.04 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
160.00 |
37.31% |
$0.91 / 6 |
$0.94 / 5 |
3,972 / 1,157 |
15.643581% |
-0.408180 |
-0.138058 |
0.066640 |
0.092619 |
-0.014803 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
149.00 |
0.14% |
$0.03 / 151 |
$0.04 / 354 |
201 / 10 |
25.216326% |
-0.013801 |
-0.012725 |
0.006051 |
0.008410 |
-0.000494 |
|
605 |
Legs |
09/29(4) |
CALL |
162.50 / 175.00 |
$92 / $1,158 / 0.08 |
62.92% / $56.90 / 4.91% / 649.84% |
71.21% / $163.42 |
$0.92 / $0.95 / $0.03 / 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 |
162.50 |
37.08% |
$0.95 / 16 |
$0.98 / 4 |
2,157 / 754 |
15.603031% |
0.421459 |
-0.145229 |
0.067129 |
0.093299 |
0.014504 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
175.00 |
0.04% |
0 / 0 |
$0.03 / 68 |
0 / 1,362 |
24.994092% |
0.012271 |
-0.011679 |
0.005467 |
0.007598 |
0.000428 |
|
553 |
Legs |
10/06(11) |
CALL |
162.50 / 175.00 |
$145 / $1,105 / 0.13 |
59.32% / $67.36 / 6.10% / 287.88% |
69.00% / $163.95 |
$1.45 / $1.49 / $0.04 / 14 |
|
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 |
162.50 |
40.68% |
$1.49 / 14 |
$1.52 / 94 |
147 / 46 |
15.456437% |
0.449261 |
-0.108088 |
0.049566 |
0.129166 |
0.028681 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
175.00 |
0.81% |
$0.03 / 22 |
$0.04 / 734 |
0 / 964 |
18.563680% |
0.052140 |
-0.028705 |
0.013367 |
0.034833 |
0.003383 |
|
|
924 |
|
09/29(4) |
CALL |
220.00 / 235.00 |
$150 / $1,350 / 0.11 |
54.54% / $73.81 / 5.47% / 835.31% |
65.08% / $221.50 |
$1.50 / $1.75 / $0.25 / 64 |
55 / 50.48% / 11 |
5 |
Legs |
Vertical |
Bearish |
$218.34 (-1.60%) / 922K |
|
Earnings: 10/25 / Ex-Div: 10/05 ($1.32) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
220.00 |
45.46% |
$1.75 / 64 |
$2.05 / 83 |
2 / 42 |
16.770882% |
0.479635 |
-0.205704 |
0.049656 |
0.129316 |
0.022415 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
235.00 |
0.28% |
0 / 0 |
$0.25 / 126 |
0 / 54 |
29.574911% |
0.031827 |
-0.036229 |
0.008909 |
0.023201 |
0.001508 |
|
446 |
Legs |
09/29(4) |
PUT |
217.50 / 205.00 |
$110 / $1,140 / 0.10 |
64.34% / $59.10 / 5.18% / 735.51% |
71.47% / $216.40 |
$1.10 / $1.25 / $0.15 / 96 |
|
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 |
217.50 |
35.66% |
$1.25 / 96 |
$1.45 / 62 |
17 / 58 |
16.904237% |
-0.396417 |
-0.187491 |
0.048040 |
0.125109 |
-0.019563 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
205.00 |
0.50% |
0 / 0 |
$0.15 / 116 |
0 / 11 |
26.853050% |
-0.029978 |
-0.033666 |
0.008478 |
0.022079 |
-0.001462 |
|
783 |
Legs |
09/29(4) |
CALL |
220.00 / 230.00 |
$165 / $835 / 0.20 |
54.54% / $40.94 / 4.90% / 646.48% |
66.08% / $221.65 |
$1.65 / $1.75 / $0.10 / 61 |
|
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 |
220.00 |
45.46% |
$1.75 / 64 |
$2.05 / 83 |
2 / 42 |
16.770882% |
0.479635 |
-0.205704 |
0.049656 |
0.129316 |
0.022415 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
230.00 |
2.86% |
0 / 0 |
$0.10 / 61 |
4 / 131 |
18.245760% |
0.102670 |
-0.090994 |
0.022304 |
0.058085 |
0.004851 |
|
433 |
Legs |
09/29(4) |
PUT |
215.00 / 205.00 |
$50 / $950 / 0.05 |
79.38% / $30.26 / 3.19% / 273.19% |
81.85% / $214.50 |
$0.50 / $0.65 / $0.15 / 116 |
|
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 |
215.00 |
20.62% |
$0.65 / 185 |
$0.85 / 110 |
7 / 8 |
18.116416% |
-0.281390 |
-0.165123 |
0.042063 |
0.109544 |
-0.013841 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
205.00 |
0.50% |
0 / 0 |
$0.15 / 116 |
0 / 11 |
26.853050% |
-0.029978 |
-0.033666 |
0.008478 |
0.022079 |
-0.001462 |
|
106 |
Legs |
10/06(11) |
PUT |
215.00 / 200.00 |
$135 / $1,365 / 0.10 |
72.93% / $80.52 / 5.90% / 271.74% |
78.37% / $213.65 |
$1.35 / $1.55 / $0.20 / 77 |
|
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 |
215.00 |
27.07% |
$1.55 / 77 |
$1.75 / 17 |
2 / 13 |
19.717996% |
-0.328718 |
-0.127554 |
0.032907 |
0.160686 |
-0.030632 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
200.00 |
0.64% |
$0.05 / 106 |
$0.20 / 228 |
0 / 1 |
24.621313% |
-0.029547 |
-0.024177 |
0.006117 |
0.029871 |
-0.002716 |
|
962 |
Legs |
09/29(4) |
CALL |
220.00 / 232.50 |
$100 / $1,150 / 0.09 |
54.54% / $31.72 / 2.76% / 213.58% |
61.66% / $221.00 |
$1.00 / $1.75 / $0.75 / 64 |
|
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 |
220.00 |
45.46% |
$1.75 / 64 |
$2.05 / 83 |
2 / 42 |
16.770882% |
0.479635 |
-0.205704 |
0.049656 |
0.129316 |
0.022415 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
232.50 |
0.97% |
0 / 0 |
$0.75 / 95 |
0 / 5 |
34.634173% |
0.059130 |
-0.059795 |
0.014683 |
0.038238 |
0.002799 |
|
|
677 |
|
09/29(4) |
PUT |
59.50 / 55.00 |
$47 / $403 / 0.12 |
59.40% / $21.98 / 5.45% / 830.11% |
68.32% / $59.03 |
$0.47 / $0.50 / $0.03 / 214 |
9 / 17.80% / 79 |
5 |
Legs |
Vertical |
Bullish |
$59.59 (-0.47%) / 4.62M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
59.50 |
40.60% |
$0.50 / 267 |
$0.55 / 33 |
21 / 38 |
20.518378% |
-0.430055 |
-0.068350 |
0.137143 |
0.034821 |
-0.005851 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
55.00 |
0.71% |
$0.02 / 799 |
$0.03 / 214 |
25 / 81 |
29.877107% |
-0.034283 |
-0.013445 |
0.026531 |
0.006736 |
-0.000459 |
|
724 |
Legs |
09/29(4) |
PUT |
59.50 / 54.00 |
$48 / $502 / 0.10 |
59.40% / $26.70 / 5.32% / 781.49% |
68.50% / $59.02 |
$0.48 / $0.50 / $0.02 / 267 |
|
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 |
59.50 |
40.60% |
$0.50 / 267 |
$0.55 / 33 |
21 / 38 |
20.518378% |
-0.430055 |
-0.068350 |
0.137143 |
0.034821 |
-0.005851 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
54.00 |
0.17% |
$0.01 / 435 |
$0.02 / 987 |
845 / 100 |
32.622274% |
-0.013722 |
-0.006217 |
0.012250 |
0.003110 |
-0.000183 |
|
241 |
Legs |
09/29(4) |
PUT |
59.00 / 54.00 |
$32 / $468 / 0.07 |
68.86% / $20.37 / 4.35% / 498.66% |
74.32% / $58.68 |
$0.32 / $0.34 / $0.02 / 319 |
|
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 |
59.00 |
31.14% |
$0.34 / 319 |
$0.36 / 5 |
109 / 2,362 |
20.640362% |
-0.362146 |
-0.065459 |
0.130897 |
0.033235 |
-0.004914 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
54.00 |
0.17% |
$0.01 / 435 |
$0.02 / 987 |
845 / 100 |
32.622274% |
-0.013722 |
-0.006217 |
0.012250 |
0.003110 |
-0.000183 |
|
200 |
Legs |
09/29(4) |
PUT |
59.00 / 55.00 |
$31 / $369 / 0.08 |
68.86% / $16.02 / 4.34% / 495.91% |
74.16% / $58.69 |
$0.31 / $0.34 / $0.03 / 214 |
|
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 |
59.00 |
31.14% |
$0.34 / 319 |
$0.36 / 5 |
109 / 2,362 |
20.640362% |
-0.362146 |
-0.065459 |
0.130897 |
0.033235 |
-0.004914 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
55.00 |
0.71% |
$0.02 / 799 |
$0.03 / 214 |
25 / 81 |
29.877107% |
-0.034283 |
-0.013445 |
0.026531 |
0.006736 |
-0.000459 |
|
273 |
Legs |
09/29(4) |
PUT |
59.00 / 53.00 |
$33 / $567 / 0.06 |
68.86% / $22.31 / 3.94% / 405.88% |
74.49% / $58.67 |
$0.33 / $0.34 / $0.01 / 117 |
|
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 |
59.00 |
31.14% |
$0.34 / 319 |
$0.36 / 5 |
109 / 2,362 |
20.640362% |
-0.362146 |
-0.065459 |
0.130897 |
0.033235 |
-0.004914 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
53.00 |
0.04% |
0 / 0 |
$0.01 / 117 |
322 / 5 |
35.680995% |
-0.004713 |
-0.002434 |
0.004791 |
0.001216 |
-0.000063 |
|
101 |
Legs |
10/06(11) |
PUT |
58.50 / 54.00 |
$42 / $408 / 0.10 |
71.13% / $16.29 / 3.99% / 145.17% |
76.06% / $58.08 |
$0.42 / $0.48 / $0.06 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
58.50 |
28.87% |
$0.48 / 64 |
$0.52 / 41 |
3 / 81 |
22.603192% |
-0.340603 |
-0.046353 |
0.093477 |
0.044501 |
-0.008763 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
54.00 |
1.68% |
$0.05 / 88 |
$0.06 / 6 |
11 / 50 |
29.578439% |
-0.051191 |
-0.013506 |
0.026801 |
0.012759 |
-0.001296 |
|
|
458 |
|
09/29(4) |
CALL |
69.00 / 75.00 |
$49 / $551 / 0.09 |
65.27% / $29.91 / 5.43% / 820.77% |
72.78% / $69.49 |
$0.49 / $0.52 / $0.03 / 7 |
85 / 46.13% / 46 |
5 |
Legs |
Vertical |
Bearish |
$67.70 (+1.01%) / 5.28M |
|
Earnings: 11/09 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
69.00 |
34.73% |
$0.52 / 67 |
$0.55 / 1 |
278 / 633 |
22.123674% |
0.408491 |
-0.082294 |
0.117019 |
0.039151 |
0.005890 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
75.00 |
0.18% |
0 / 0 |
$0.03 / 7 |
0 / 22 |
32.500565% |
0.026023 |
-0.012650 |
0.018215 |
0.006094 |
0.000381 |
|
441 |
Legs |
09/29(4) |
CALL |
69.00 / 74.00 |
$44 / $456 / 0.10 |
65.27% / $22.96 / 5.03% / 687.07% |
72.05% / $69.44 |
$0.44 / $0.52 / $0.08 / 67 |
|
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 |
69.00 |
34.73% |
$0.52 / 67 |
$0.55 / 1 |
278 / 633 |
22.123674% |
0.408491 |
-0.082294 |
0.117019 |
0.039151 |
0.005890 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
74.00 |
0.61% |
$0.02 / 426 |
$0.08 / 320 |
101 / 243 |
31.323610% |
0.047733 |
-0.020821 |
0.029950 |
0.010020 |
0.000698 |
|
172 |
Legs |
09/29(4) |
PUT |
67.00 / 61.00 |
$40 / $560 / 0.07 |
69.86% / $26.53 / 4.74% / 598.85% |
75.63% / $66.60 |
$0.40 / $0.46 / $0.06 / 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) |
PUT |
67.00 |
30.14% |
$0.46 / 8 |
$0.49 / 17 |
511 / 3,573 |
23.602631% |
-0.354473 |
-0.075394 |
0.112112 |
0.037509 |
-0.005471 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
61.00 |
0.12% |
$0.04 / 46 |
$0.06 / 59 |
0 / 54 |
40.700781% |
-0.010756 |
-0.005838 |
0.008559 |
0.002864 |
-0.000163 |
|
373 |
Legs |
09/29(4) |
CALL |
69.00 / 73.00 |
$44 / $356 / 0.12 |
65.27% / $15.72 / 4.42% / 513.92% |
72.05% / $69.44 |
$0.44 / $0.52 / $0.08 / 36 |
|
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 |
69.00 |
34.73% |
$0.52 / 67 |
$0.55 / 1 |
278 / 633 |
22.123674% |
0.408491 |
-0.082294 |
0.117019 |
0.039151 |
0.005890 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
73.00 |
1.81% |
$0.05 / 111 |
$0.08 / 36 |
10 / 242 |
28.533452% |
0.082572 |
-0.031939 |
0.045883 |
0.015351 |
0.001206 |
|
169 |
Legs |
09/29(4) |
PUT |
67.00 / 62.00 |
$35 / $465 / 0.08 |
69.86% / $20.34 / 4.37% / 504.02% |
74.95% / $66.65 |
$0.35 / $0.46 / $0.11 / 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) |
PUT |
67.00 |
30.14% |
$0.46 / 8 |
$0.49 / 17 |
511 / 3,573 |
23.602631% |
-0.354473 |
-0.075394 |
0.112112 |
0.037509 |
-0.005471 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
62.00 |
0.43% |
$0.03 / 322 |
$0.11 / 738 |
0 / 2 |
38.023776% |
-0.024701 |
-0.011879 |
0.017436 |
0.005834 |
-0.000376 |
|
387 |
Legs |
10/06(11) |
CALL |
69.00 / 74.00 |
$73 / $427 / 0.17 |
61.13% / $14.45 / 3.38% / 114.39% |
69.54% / $69.73 |
$0.73 / $0.81 / $0.08 / 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) |
CALL |
69.00 |
38.87% |
$0.81 / 27 |
$0.90 / 117 |
2 / 72 |
21.942673% |
0.441606 |
-0.061596 |
0.086804 |
0.054453 |
0.011768 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
74.00 |
3.58% |
$0.03 / 114 |
$0.08 / 894 |
0 / 1 |
23.148576% |
0.116002 |
-0.030077 |
0.042976 |
0.026959 |
0.003144 |
|
|
482 |
|
09/29(4) |
PUT |
38.50 / 34.00 |
$47 / $403 / 0.12 |
62.98% / $21.81 / 5.41% / 815.12% |
70.97% / $38.03 |
$0.47 / $0.49 / $0.02 / 135 |
50 / 58.54% / 97 |
5 |
Legs |
Vertical |
Bullish |
$38.80 (-1.87%) / 13.29M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
38.50 |
37.02% |
$0.49 / 135 |
$0.52 / 749 |
267 / 372 |
34.723846% |
-0.401412 |
-0.071792 |
0.126527 |
0.022384 |
-0.003641 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
34.00 |
0.94% |
$0.01 / 816 |
$0.02 / 192 |
236 / 44 |
45.153501% |
-0.032892 |
-0.013859 |
0.024023 |
0.004250 |
-0.000291 |
|
526 |
Legs |
09/29(4) |
PUT |
38.50 / 33.00 |
$47 / $503 / 0.09 |
62.98% / $26.68 / 5.30% / 776.59% |
70.97% / $38.03 |
$0.47 / $0.49 / $0.02 / 129 |
|
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 |
38.50 |
37.02% |
$0.49 / 135 |
$0.52 / 749 |
267 / 372 |
34.723846% |
-0.401412 |
-0.071792 |
0.126527 |
0.022384 |
-0.003641 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
33.00 |
0.28% |
0 / 0 |
$0.02 / 129 |
0 / 53 |
55.578937% |
-0.013148 |
-0.006391 |
0.011061 |
0.001957 |
-0.000116 |
|
164 |
Legs |
09/29(4) |
PUT |
38.00 / 34.00 |
$33 / $367 / 0.09 |
71.45% / $16.63 / 4.53% / 543.12% |
76.43% / $37.67 |
$0.33 / $0.35 / $0.02 / 110 |
|
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 |
38.00 |
28.55% |
$0.35 / 110 |
$0.38 / 1,307 |
505 / 3,057 |
36.052098% |
-0.338364 |
-0.068120 |
0.119667 |
0.021171 |
-0.003057 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
34.00 |
0.94% |
$0.01 / 816 |
$0.02 / 192 |
236 / 44 |
45.153501% |
-0.032892 |
-0.013859 |
0.024023 |
0.004250 |
-0.000291 |
|
204 |
Legs |
09/29(4) |
PUT |
38.00 / 33.00 |
$33 / $467 / 0.07 |
71.45% / $20.91 / 4.48% / 529.26% |
76.43% / $37.67 |
$0.33 / $0.35 / $0.02 / 110 |
|
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 |
38.00 |
28.55% |
$0.35 / 110 |
$0.38 / 1,307 |
505 / 3,057 |
36.052098% |
-0.338364 |
-0.068120 |
0.119667 |
0.021171 |
-0.003057 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
33.00 |
0.28% |
0 / 0 |
$0.02 / 129 |
0 / 53 |
55.578937% |
-0.013148 |
-0.006391 |
0.011061 |
0.001957 |
-0.000116 |
|
235 |
Legs |
09/29(4) |
PUT |
38.00 / 32.00 |
$34 / $566 / 0.06 |
71.45% / $23.45 / 4.14% / 449.97% |
76.58% / $37.66 |
$0.34 / $0.35 / $0.01 / 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) |
PUT |
38.00 |
28.55% |
$0.35 / 110 |
$0.38 / 1,307 |
505 / 3,057 |
36.052098% |
-0.338364 |
-0.068120 |
0.119667 |
0.021171 |
-0.003057 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
32.00 |
0.07% |
0 / 0 |
$0.01 / 5 |
5 / 10 |
58.412350% |
-0.004455 |
-0.002470 |
0.004268 |
0.000755 |
-0.000039 |
|
130 |
Legs |
10/06(11) |
PUT |
38.00 / 33.00 |
$57 / $443 / 0.13 |
66.92% / $19.18 / 4.33% / 164.02% |
73.50% / $37.43 |
$0.57 / $0.62 / $0.05 / 373 |
|
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 |
38.00 |
33.08% |
$0.62 / 490 |
$0.67 / 584 |
75 / 1,076 |
36.905640% |
-0.367825 |
-0.050634 |
0.090047 |
0.029870 |
-0.006372 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
33.00 |
2.15% |
$0.04 / 188 |
$0.05 / 373 |
8 / 19 |
46.534292% |
-0.048889 |
-0.013882 |
0.024206 |
0.008030 |
-0.000822 |
|
|
793 |
|
09/29(4) |
CALL |
162.50 / 177.50 |
$140 / $1,360 / 0.10 |
58.47% / $73.48 / 5.40% / 811.69% |
67.75% / $163.90 |
$1.40 / $1.43 / $0.03 / 2 |
46 / 51.71% / 60 |
5 |
Legs |
Vertical |
Bearish |
$160.31 (-0.06%) / 3.72M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
162.50 |
41.53% |
$1.43 / 2 |
$1.47 / 31 |
79 / 500 |
20.437902% |
0.456744 |
-0.207207 |
0.048029 |
0.094675 |
0.015543 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
177.50 |
0.30% |
0 / 0 |
$0.03 / 13 |
1 / 49 |
28.520280% |
0.033305 |
-0.038471 |
0.008988 |
0.017717 |
0.001154 |
|
748 |
Legs |
09/29(4) |
CALL |
162.50 / 175.00 |
$140 / $1,110 / 0.13 |
58.47% / $59.95 / 5.40% / 811.01% |
67.75% / $163.90 |
$1.40 / $1.43 / $0.03 / 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 |
162.50 |
41.53% |
$1.43 / 2 |
$1.47 / 31 |
79 / 500 |
20.437902% |
0.456744 |
-0.207207 |
0.048029 |
0.094675 |
0.015543 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
175.00 |
0.95% |
0 / 0 |
$0.03 / 48 |
3 / 270 |
24.828803% |
0.059733 |
-0.061601 |
0.014382 |
0.028350 |
0.002067 |
|
625 |
Legs |
09/29(4) |
PUT |
160.00 / 148.00 |
$128 / $1,072 / 0.12 |
60.44% / $54.36 / 5.07% / 698.41% |
68.80% / $158.72 |
$1.28 / $1.34 / $0.06 / 37 |
|
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 |
160.00 |
39.56% |
$1.34 / 37 |
$1.38 / 5 |
83 / 456 |
20.876497% |
-0.422329 |
-0.198551 |
0.047397 |
0.093430 |
-0.015510 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
148.00 |
1.04% |
$0.05 / 57 |
$0.06 / 66 |
0 / 65 |
29.116700% |
-0.042745 |
-0.046589 |
0.011018 |
0.021718 |
-0.001544 |
|
599 |
Legs |
09/29(4) |
PUT |
160.00 / 149.00 |
$126 / $974 / 0.13 |
60.44% / $44.48 / 4.57% / 552.37% |
68.67% / $158.74 |
$1.26 / $1.34 / $0.08 / 37 |
|
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 |
160.00 |
39.56% |
$1.34 / 37 |
$1.38 / 5 |
83 / 456 |
20.876497% |
-0.422329 |
-0.198551 |
0.047397 |
0.093430 |
-0.015510 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
149.00 |
1.59% |
$0.07 / 5 |
$0.08 / 144 |
3 / 13 |
28.604369% |
-0.056138 |
-0.057897 |
0.013697 |
0.027000 |
-0.002029 |
|
673 |
Legs |
09/29(4) |
CALL |
162.50 / 172.50 |
$140 / $860 / 0.16 |
58.47% / $35.40 / 4.12% / 444.21% |
67.75% / $163.90 |
$1.40 / $1.43 / $0.03 / 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 |
162.50 |
41.53% |
$1.43 / 2 |
$1.47 / 31 |
79 / 500 |
20.437902% |
0.456744 |
-0.207207 |
0.048029 |
0.094675 |
0.015543 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
172.50 |
2.67% |
$0.01 / 103 |
$0.03 / 16 |
0 / 138 |
19.864131% |
0.101019 |
-0.091817 |
0.021420 |
0.042223 |
0.003487 |
|
153 |
Legs |
10/06(11) |
CALL |
165.00 / 180.00 |
$128 / $1,372 / 0.09 |
68.26% / $55.63 / 4.05% / 148.57% |
73.72% / $166.28 |
$1.28 / $1.31 / $0.03 / 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) |
CALL |
165.00 |
31.74% |
$1.31 / 37 |
$1.37 / 44 |
27 / 54 |
20.890922% |
0.390713 |
-0.146759 |
0.033940 |
0.125443 |
0.024675 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
180.00 |
1.15% |
0 / 0 |
$0.03 / 13 |
0 / 134 |
23.366494% |
0.064366 |
-0.047786 |
0.011132 |
0.041145 |
0.004141 |
|
|
462 |
|
09/29(4) |
CALL |
157.50 / 172.50 |
$131 / $1,369 / 0.10 |
65.14% / $73.97 / 5.40% / 811.67% |
72.41% / $158.81 |
$1.31 / $1.39 / $0.08 / 78 |
67 / 63.10% / 30 |
5 |
Legs |
Vertical |
Bearish |
$153.46 (-0.85%) / 2.81M |
|
Earnings: 11/07 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
157.50 |
34.86% |
$1.39 / 78 |
$1.47 / 37 |
144 / 138 |
26.343395% |
0.412322 |
-0.227186 |
0.042452 |
0.089352 |
0.013438 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
172.50 |
0.40% |
$0.01 / 270 |
$0.08 / 892 |
0 / 3 |
33.288255% |
0.039160 |
-0.048938 |
0.009239 |
0.019446 |
0.001300 |
|
414 |
Legs |
09/29(4) |
CALL |
157.50 / 170.00 |
$129 / $1,121 / 0.12 |
65.14% / $58.66 / 5.23% / 751.78% |
72.30% / $158.79 |
$1.29 / $1.39 / $0.10 / 78 |
|
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 |
157.50 |
34.86% |
$1.39 / 78 |
$1.47 / 37 |
144 / 138 |
26.343395% |
0.412322 |
-0.227186 |
0.042452 |
0.089352 |
0.013438 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
170.00 |
1.11% |
$0.01 / 818 |
$0.10 / 847 |
0 / 57 |
30.252066% |
0.065072 |
-0.073387 |
0.013843 |
0.029136 |
0.002156 |
|
345 |
Legs |
09/29(4) |
CALL |
157.50 / 167.50 |
$124 / $876 / 0.14 |
65.14% / $33.31 / 3.80% / 379.38% |
72.04% / $158.74 |
$1.24 / $1.39 / $0.15 / 78 |
|
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 |
157.50 |
34.86% |
$1.39 / 78 |
$1.47 / 37 |
144 / 138 |
26.343395% |
0.412322 |
-0.227186 |
0.042452 |
0.089352 |
0.013438 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
167.50 |
2.74% |
$0.05 / 427 |
$0.15 / 759 |
2 / 14 |
28.880226% |
0.103313 |
-0.104038 |
0.019603 |
0.041260 |
0.003415 |
|
403 |
Legs |
09/29(4) |
CALL |
160.00 / 172.50 |
$63 / $1,187 / 0.05 |
78.25% / $39.71 / 3.35% / 298.36% |
81.01% / $160.63 |
$0.63 / $0.71 / $0.08 / 98 |
|
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 |
160.00 |
21.75% |
$0.71 / 98 |
$0.78 / 231 |
80 / 201 |
26.278301% |
0.312790 |
-0.206102 |
0.038627 |
0.081301 |
0.010240 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
172.50 |
0.40% |
$0.01 / 270 |
$0.08 / 892 |
0 / 3 |
33.288255% |
0.039160 |
-0.048938 |
0.009239 |
0.019446 |
0.001300 |
|
424 |
Legs |
09/29(4) |
CALL |
160.00 / 175.00 |
$66 / $1,434 / 0.05 |
78.25% / $47.83 / 3.34% / 296.67% |
81.14% / $160.66 |
$0.66 / $0.71 / $0.05 / 98 |
|
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 |
160.00 |
21.75% |
$0.71 / 98 |
$0.78 / 231 |
80 / 201 |
26.278301% |
0.312790 |
-0.206102 |
0.038627 |
0.081301 |
0.010240 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
175.00 |
0.13% |
0 / 0 |
$0.05 / 363 |
0 / 14 |
37.650132% |
0.022538 |
-0.030927 |
0.005843 |
0.012298 |
0.000750 |
|
385 |
Legs |
10/06(11) |
CALL |
157.50 / 172.50 |
$220 / $1,280 / 0.17 |
61.18% / $62.50 / 4.88% / 198.09% |
70.27% / $159.70 |
$2.20 / $2.41 / $0.21 / 41 |
|
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 |
157.50 |
38.82% |
$2.41 / 41 |
$2.53 / 154 |
22 / 103 |
27.602199% |
0.445388 |
-0.169676 |
0.031464 |
0.124171 |
0.026744 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
172.50 |
2.80% |
$0.07 / 463 |
$0.21 / 1,446 |
0 / 16 |
29.027189% |
0.103663 |
-0.076434 |
0.014350 |
0.056630 |
0.006361 |
|
|
756 |
|
09/29(4) |
CALL |
34.50 / 37.50 |
$42 / $258 / 0.16 |
56.95% / $13.90 / 5.39% / 806.72% |
67.42% / $34.92 |
$0.42 / $0.45 / $0.03 / 280 |
32 / 42.08% / 81 |
5 |
Legs |
Vertical |
Bearish |
$34.30 (+0.20%) / 3.16M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
34.50 |
43.05% |
$0.45 / 280 |
$0.49 / 695 |
44 / 187 |
28.231779% |
0.471410 |
-0.056495 |
0.180530 |
0.020169 |
0.003369 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
37.50 |
1.88% |
$0.02 / 223 |
$0.03 / 534 |
524 / 777 |
33.563304% |
0.085804 |
-0.021900 |
0.071102 |
0.007944 |
0.000625 |
|
693 |
Legs |
09/29(4) |
PUT |
34.00 / 31.00 |
$39 / $261 / 0.15 |
57.97% / $13.17 / 5.04% / 690.20% |
67.65% / $33.61 |
$0.39 / $0.42 / $0.03 / 80 |
|
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 |
34.00 |
42.03% |
$0.42 / 80 |
$0.45 / 118 |
114 / 647 |
28.016746% |
-0.438277 |
-0.052535 |
0.178826 |
0.019978 |
-0.003453 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
31.00 |
1.76% |
0 / 0 |
$0.03 / 193 |
0 / 49 |
38.766078% |
-0.055876 |
-0.015297 |
0.051107 |
0.005710 |
-0.000431 |
|
237 |
Legs |
09/29(4) |
CALL |
35.00 / 38.00 |
$24 / $276 / 0.09 |
69.28% / $11.81 / 4.28% / 480.84% |
74.53% / $35.24 |
$0.24 / $0.27 / $0.03 / 138 |
|
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 |
35.00 |
30.72% |
$0.27 / 138 |
$0.29 / 497 |
133 / 451 |
27.814077% |
0.383903 |
-0.053988 |
0.173280 |
0.019359 |
0.002756 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
38.00 |
0.86% |
$0.01 / 672 |
$0.03 / 1,250 |
1 / 232 |
36.148289% |
0.057879 |
-0.016164 |
0.052544 |
0.005870 |
0.000423 |
|
159 |
Legs |
09/29(4) |
PUT |
33.50 / 30.50 |
$23 / $277 / 0.08 |
70.19% / $11.66 / 4.21% / 464.69% |
75.16% / $33.27 |
$0.23 / $0.25 / $0.02 / 130 |
|
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 |
33.50 |
29.81% |
$0.25 / 244 |
$0.28 / 316 |
2 / 194 |
28.639110% |
-0.349939 |
-0.049621 |
0.168040 |
0.018773 |
-0.002744 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
30.50 |
0.80% |
0 / 0 |
$0.02 / 130 |
0 / 69 |
40.905965% |
-0.032666 |
-0.009929 |
0.033124 |
0.003701 |
-0.000251 |
|
183 |
Legs |
09/29(4) |
CALL |
35.00 / 37.50 |
$24 / $226 / 0.11 |
69.28% / $8.22 / 3.64% / 348.66% |
74.53% / $35.24 |
$0.24 / $0.27 / $0.03 / 138 |
|
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 |
35.00 |
30.72% |
$0.27 / 138 |
$0.29 / 497 |
133 / 451 |
27.814077% |
0.383903 |
-0.053988 |
0.173280 |
0.019359 |
0.002756 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
37.50 |
1.88% |
$0.02 / 223 |
$0.03 / 534 |
524 / 777 |
33.563304% |
0.085804 |
-0.021900 |
0.071102 |
0.007944 |
0.000625 |
|
177 |
Legs |
10/06(11) |
CALL |
35.00 / 38.00 |
$46 / $254 / 0.18 |
64.20% / $8.40 / 3.31% / 110.71% |
71.85% / $35.46 |
$0.46 / $0.52 / $0.06 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
35.00 |
35.80% |
$0.52 / 28 |
$0.55 / 45 |
4 / 98 |
29.806643% |
0.426060 |
-0.040936 |
0.129895 |
0.027210 |
0.005627 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
38.00 |
4.32% |
$0.05 / 37 |
$0.06 / 9 |
0 / 152 |
31.664792% |
0.131491 |
-0.021922 |
0.070648 |
0.014799 |
0.001771 |
|
|
883 |
|
09/29(4) |
CALL |
237.50 / 252.50 |
$177 / $1,323 / 0.13 |
54.76% / $71.20 / 5.38% / 803.91% |
65.18% / $239.27 |
$1.77 / $1.80 / $0.03 / 12 |
64 / 68.90% / 65 |
5 |
Legs |
Vertical |
Bearish |
$235.7991 (-0.34%) / 5.94M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
237.50 |
45.24% |
$1.80 / 12 |
$1.83 / 1 |
176 / 112 |
15.352234% |
0.479530 |
-0.249057 |
0.041736 |
0.139547 |
0.024106 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
252.50 |
0.93% |
$0.02 / 20 |
$0.03 / 48 |
15 / 500 |
18.861717% |
0.058267 |
-0.070856 |
0.012196 |
0.040780 |
0.002970 |
|
607 |
Legs |
09/29(4) |
PUT |
235.00 / 220.00 |
$136 / $1,364 / 0.10 |
61.49% / $67.03 / 4.91% / 649.96% |
69.13% / $233.64 |
$1.36 / $1.46 / $0.10 / 47 |
|
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 |
235.00 |
38.51% |
$1.46 / 64 |
$1.49 / 1 |
570 / 746 |
16.239510% |
-0.416298 |
-0.222041 |
0.040869 |
0.136648 |
-0.022237 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
220.00 |
0.59% |
$0.09 / 58 |
$0.10 / 47 |
220 / 396 |
26.039450% |
-0.032416 |
-0.042458 |
0.007600 |
0.025412 |
-0.001708 |
|
844 |
Legs |
09/29(4) |
CALL |
237.50 / 250.00 |
$176 / $1,074 / 0.16 |
54.76% / $45.10 / 4.20% / 462.78% |
65.13% / $239.26 |
$1.76 / $1.80 / $0.04 / 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 |
237.50 |
45.24% |
$1.80 / 12 |
$1.83 / 1 |
176 / 112 |
15.352234% |
0.479530 |
-0.249057 |
0.041736 |
0.139547 |
0.024106 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
250.00 |
2.33% |
$0.03 / 38 |
$0.04 / 76 |
35 / 868 |
17.080064% |
0.092947 |
-0.101457 |
0.017424 |
0.058259 |
0.004731 |
|
572 |
Legs |
09/29(4) |
PUT |
235.00 / 222.50 |
$132 / $1,118 / 0.12 |
61.49% / $45.96 / 4.11% / 442.97% |
68.92% / $233.68 |
$1.32 / $1.46 / $0.14 / 43 |
|
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 |
235.00 |
38.51% |
$1.46 / 64 |
$1.49 / 1 |
570 / 746 |
16.239510% |
-0.416298 |
-0.222041 |
0.040869 |
0.136648 |
-0.022237 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
222.50 |
1.55% |
$0.13 / 61 |
$0.14 / 43 |
7 / 31 |
24.140453% |
-0.058639 |
-0.068313 |
0.012258 |
0.040985 |
-0.003095 |
|
330 |
Legs |
09/29(4) |
PUT |
232.50 / 217.50 |
$77 / $1,423 / 0.05 |
74.95% / $51.89 / 3.65% / 350.08% |
78.50% / $231.73 |
$0.77 / $0.85 / $0.08 / 43 |
|
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 |
232.50 |
25.05% |
$0.85 / 43 |
$0.88 / 13 |
306 / 327 |
17.569642% |
-0.316864 |
-0.204346 |
0.037308 |
0.124744 |
-0.016872 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
217.50 |
0.20% |
$0.07 / 36 |
$0.08 / 66 |
18 / 30 |
28.323780% |
-0.016597 |
-0.024221 |
0.004327 |
0.014469 |
-0.000873 |
|
499 |
Legs |
10/13(18) |
PUT |
235.00 / 205.00 |
$272 / $2,728 / 0.10 |
58.71% / $143.97 / 5.28% / 124.80% |
67.89% / $232.28 |
$2.72 / $2.86 / $0.14 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
235.00 |
41.29% |
$2.86 / 15 |
$2.93 / 5 |
11 / 163 |
16.915364% |
-0.432113 |
-0.130039 |
0.024830 |
0.228307 |
-0.064799 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
205.00 |
0.28% |
$0.13 / 5 |
$0.14 / 1 |
0 / 7 |
29.684532% |
-0.013470 |
-0.012074 |
0.002181 |
0.020051 |
-0.001967 |
|
|
714 |
|
09/29(4) |
CALL |
200.00 / 215.00 |
$227 / $1,273 / 0.18 |
57.14% / $68.08 / 5.35% / 791.89% |
67.79% / $202.27 |
$2.27 / $2.38 / $0.11 / 10 |
64 / 49.55% / 95 |
5 |
Legs |
Vertical |
Bearish |
$197.90 (-1.03%) / 4.45M |
|
Earnings: 10/25 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
200.00 |
42.86% |
$2.38 / 10 |
$2.40 / 4 |
3,585 / 820 |
24.561377% |
0.468586 |
-0.301814 |
0.034005 |
0.116892 |
0.019497 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
215.00 |
2.36% |
$0.10 / 2 |
$0.11 / 100 |
689 / 1,728 |
28.167303% |
0.095701 |
-0.126526 |
0.014530 |
0.049947 |
0.004052 |
|
181 |
Legs |
09/29(4) |
PUT |
195.00 / 180.00 |
$134 / $1,366 / 0.10 |
68.59% / $60.03 / 4.39% / 508.76% |
74.19% / $193.66 |
$1.34 / $1.45 / $0.11 / 11 |
|
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 |
195.00 |
31.41% |
$1.45 / 11 |
$1.50 / 15 |
1,111 / 562 |
26.213119% |
-0.362817 |
-0.264840 |
0.032073 |
0.110253 |
-0.016444 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
180.00 |
1.16% |
$0.10 / 31 |
$0.11 / 16 |
618 / 65 |
35.286411% |
-0.043666 |
-0.066519 |
0.007910 |
0.027192 |
-0.001947 |
|
230 |
Legs |
09/29(4) |
CALL |
202.50 / 217.50 |
$133 / $1,367 / 0.10 |
68.80% / $59.80 / 4.37% / 503.82% |
74.33% / $203.83 |
$1.33 / $1.41 / $0.08 / 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) |
CALL |
202.50 |
31.20% |
$1.41 / 15 |
$1.47 / 30 |
1,074 / 971 |
24.290288% |
0.386026 |
-0.288816 |
0.032709 |
0.112438 |
0.016126 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
217.50 |
1.15% |
$0.07 / 104 |
$0.08 / 102 |
159 / 301 |
29.905369% |
0.066460 |
-0.095898 |
0.011029 |
0.037914 |
0.002819 |
|
736 |
Legs |
09/29(4) |
PUT |
197.50 / 182.50 |
$207 / $1,293 / 0.16 |
56.88% / $55.23 / 4.27% / 479.43% |
66.68% / $195.43 |
$2.07 / $2.24 / $0.17 / 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 |
197.50 |
43.12% |
$2.24 / 38 |
$2.32 / 28 |
1,036 / 335 |
25.157822% |
-0.446426 |
-0.277418 |
0.033802 |
0.116197 |
-0.020316 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
182.50 |
2.37% |
$0.15 / 8 |
$0.17 / 15 |
96 / 153 |
33.622439% |
-0.070039 |
-0.096407 |
0.011485 |
0.039480 |
-0.003129 |
|
399 |
Legs |
09/29(4) |
PUT |
192.50 / 177.50 |
$82 / $1,418 / 0.06 |
78.56% / $49.42 / 3.48% / 321.55% |
81.35% / $191.68 |
$0.82 / $0.90 / $0.08 / 87 |
|
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 |
192.50 |
21.44% |
$0.90 / 87 |
$0.96 / 148 |
429 / 757 |
27.341363% |
-0.284349 |
-0.240586 |
0.028996 |
0.099676 |
-0.012841 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
177.50 |
0.53% |
$0.07 / 2 |
$0.08 / 91 |
177 / 153 |
37.387189% |
-0.025764 |
-0.043161 |
0.005125 |
0.017617 |
-0.001147 |
|
692 |
Legs |
10/13(18) |
CALL |
200.00 / 230.00 |
$429 / $2,571 / 0.17 |
54.05% / $149.65 / 5.82% / 143.78% |
66.08% / $204.29 |
$4.29 / $4.55 / $0.26 / 488 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
200.00 |
45.95% |
$4.55 / 488 |
$4.75 / 49 |
96 / 39 |
25.503326% |
0.500572 |
-0.187342 |
0.020569 |
0.194447 |
0.055499 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
230.00 |
1.53% |
$0.05 / 317 |
$0.26 / 570 |
20 / 290 |
29.984175% |
0.076475 |
-0.065144 |
0.007408 |
0.070026 |
0.008764 |
|
|
833 |
|
09/29(4) |
PUT |
21.50 / 19.50 |
$18 / $182 / 0.10 |
56.84% / $9.71 / 5.34% / 787.75% |
66.89% / $21.32 |
$0.18 / $0.19 / $0.01 / 7,564 |
20 / 32.99% / 18 |
5 |
Legs |
Vertical |
Bullish |
$21.60 (+0.75%) / 11.35M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
21.50 |
43.16% |
$0.19 / 7,564 |
$0.20 / 1,523 |
1,987 / 6,851 |
19.353075% |
-0.448072 |
-0.023281 |
0.398646 |
0.012640 |
-0.002195 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
19.50 |
0.14% |
0 / 0 |
$0.01 / 9,802 |
0 / 712 |
35.324582% |
-0.012082 |
-0.001915 |
0.031664 |
0.001004 |
-0.000058 |
|
784 |
Legs |
09/29(4) |
PUT |
21.50 / 20.00 |
$17 / $133 / 0.13 |
56.84% / $6.81 / 5.12% / 714.24% |
66.36% / $21.33 |
$0.17 / $0.19 / $0.02 / 7,564 |
|
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 |
21.50 |
43.16% |
$0.19 / 7,564 |
$0.20 / 1,523 |
1,987 / 6,851 |
19.353075% |
-0.448072 |
-0.023281 |
0.398646 |
0.012640 |
-0.002195 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
20.00 |
1.03% |
$0.01 / 5,051 |
$0.02 / 9,351 |
97 / 6,994 |
29.939618% |
-0.044213 |
-0.005674 |
0.094178 |
0.002986 |
-0.000213 |
|
880 |
Legs |
09/29(4) |
PUT |
21.50 / 19.00 |
$18 / $232 / 0.08 |
56.84% / $10.17 / 4.38% / 506.34% |
66.89% / $21.32 |
$0.18 / $0.19 / $0.01 / 7,564 |
|
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 |
21.50 |
43.16% |
$0.19 / 7,564 |
$0.20 / 1,523 |
1,987 / 6,851 |
19.353075% |
-0.448072 |
-0.023281 |
0.398646 |
0.012640 |
-0.002195 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
19.00 |
0.01% |
0 / 0 |
$0.01 / 10,053 |
0 / 4,468 |
42.800494% |
-0.002404 |
-0.000458 |
0.007550 |
0.000239 |
-0.000012 |
|
242 |
Legs |
09/29(4) |
CALL |
22.00 / 23.50 |
$9 / $141 / 0.06 |
72.37% / $5.53 / 3.92% / 403.19% |
76.56% / $22.09 |
$0.09 / $0.11 / $0.02 / 6,155 |
|
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 |
22.00 |
27.63% |
$0.11 / 6,155 |
$0.12 / 10,411 |
11,674 / 19,649 |
20.641177% |
0.355852 |
-0.024037 |
0.375517 |
0.011907 |
0.001632 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
23.50 |
0.34% |
$0.01 / 6,482 |
$0.02 / 9,364 |
12 / 1,201 |
31.474377% |
0.035585 |
-0.004952 |
0.078940 |
0.002503 |
0.000165 |
|
278 |
Legs |
09/29(4) |
CALL |
22.00 / 24.00 |
$10 / $190 / 0.05 |
72.37% / $7.10 / 3.73% / 366.37% |
77.01% / $22.10 |
$0.10 / $0.11 / $0.01 / 6,155 |
|
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 |
22.00 |
27.63% |
$0.11 / 6,155 |
$0.12 / 10,411 |
11,674 / 19,649 |
20.641177% |
0.355852 |
-0.024037 |
0.375517 |
0.011907 |
0.001632 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
24.00 |
0.04% |
0 / 0 |
$0.01 / 8,977 |
386 / 12,498 |
35.356150% |
0.011837 |
-0.001946 |
0.031107 |
0.000986 |
0.000055 |
|
703 |
Legs |
10/06(11) |
PUT |
21.50 / 19.00 |
$28 / $222 / 0.13 |
56.17% / $13.94 / 6.28% / 303.58% |
67.39% / $21.22 |
$0.28 / $0.29 / $0.01 / 3,606 |
|
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 |
21.50 |
43.83% |
$0.29 / 6,648 |
$0.30 / 4,494 |
219 / 1,131 |
20.519338% |
-0.450700 |
-0.016656 |
0.291376 |
0.017323 |
-0.004195 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
19.00 |
0.38% |
0 / 0 |
$0.01 / 3,606 |
87 / 794 |
31.468653% |
-0.018413 |
-0.001993 |
0.033217 |
0.001975 |
-0.000167 |
|
|
892 |
|
09/29(4) |
CALL |
65.00 / 70.00 |
$60 / $440 / 0.14 |
54.59% / $23.41 / 5.32% / 781.80% |
65.12% / $65.60 |
$0.60 / $0.65 / $0.05 / 42 |
41 / 46.38% / 81 |
5 |
Legs |
Vertical |
Bearish |
$64.55 (-0.22%) / 2.49M |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
65.00 |
45.41% |
$0.65 / 42 |
$0.70 / 237 |
17 / 93 |
20.183642% |
0.482896 |
-0.080834 |
0.124367 |
0.038192 |
0.006597 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
70.00 |
1.02% |
0 / 0 |
$0.05 / 160 |
0 / 4 |
30.045427% |
0.061660 |
-0.024505 |
0.037990 |
0.011666 |
0.000857 |
|
522 |
Legs |
09/29(4) |
PUT |
64.00 / 58.00 |
$35 / $565 / 0.06 |
64.63% / $20.95 / 3.71% / 361.54% |
70.32% / $63.65 |
$0.35 / $0.45 / $0.10 / 11 |
|
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 |
64.00 |
35.37% |
$0.45 / 11 |
$0.50 / 784 |
16 / 83 |
21.354281% |
-0.392753 |
-0.075788 |
0.119974 |
0.036843 |
-0.005776 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
58.00 |
0.14% |
0 / 0 |
$0.10 / 170 |
0 / 54 |
46.923588% |
-0.011838 |
-0.006146 |
0.009637 |
0.002960 |
-0.000171 |
|
464 |
Legs |
09/29(4) |
PUT |
64.00 / 60.00 |
$35 / $365 / 0.10 |
64.63% / $10.74 / 2.94% / 238.09% |
70.32% / $63.65 |
$0.35 / $0.45 / $0.10 / 11 |
|
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 |
64.00 |
35.37% |
$0.45 / 11 |
$0.50 / 784 |
16 / 83 |
21.354281% |
-0.392753 |
-0.075788 |
0.119974 |
0.036843 |
-0.005776 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
60.00 |
1.63% |
0 / 0 |
$0.10 / 226 |
0 / 38 |
35.158457% |
-0.057413 |
-0.022873 |
0.035924 |
0.011032 |
-0.000833 |
|
875 |
Legs |
09/29(4) |
CALL |
65.00 / 69.00 |
$55 / $345 / 0.16 |
54.59% / $9.63 / 2.79% / 217.96% |
64.28% / $65.55 |
$0.55 / $0.65 / $0.10 / 42 |
|
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 |
65.00 |
45.41% |
$0.65 / 42 |
$0.70 / 237 |
17 / 93 |
20.183642% |
0.482896 |
-0.080834 |
0.124367 |
0.038192 |
0.006597 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
69.00 |
2.93% |
0 / 0 |
$0.10 / 188 |
2 / 12 |
29.643729% |
0.105637 |
-0.036804 |
0.057013 |
0.017508 |
0.001465 |
|
561 |
Legs |
09/29(4) |
PUT |
64.00 / 59.00 |
$25 / $475 / 0.05 |
64.63% / $11.16 / 2.35% / 165.28% |
68.74% / $63.75 |
$0.25 / $0.45 / $0.20 / 11 |
|
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 |
64.00 |
35.37% |
$0.45 / 11 |
$0.50 / 784 |
16 / 83 |
21.354281% |
-0.392753 |
-0.075788 |
0.119974 |
0.036843 |
-0.005776 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
59.00 |
0.52% |
0 / 0 |
$0.20 / 355 |
0 / 38 |
48.521900% |
-0.027639 |
-0.012646 |
0.019843 |
0.006093 |
-0.000400 |
|
168 |
Legs |
10/06(11) |
PUT |
63.00 / 57.00 |
$30 / $570 / 0.05 |
72.95% / $13.93 / 2.44% / 73.86% |
76.04% / $62.70 |
$0.30 / $0.45 / $0.15 / 210 |
|
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 |
63.00 |
27.05% |
$0.45 / 267 |
$0.55 / 495 |
4 / 702 |
23.188339% |
-0.325675 |
-0.051657 |
0.082076 |
0.047259 |
-0.009067 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
57.00 |
0.70% |
0 / 0 |
$0.15 / 210 |
0 / 2 |
42.147630% |
-0.026847 |
-0.008992 |
0.014143 |
0.008143 |
-0.000733 |
|
|
943 |
|
09/29(4) |
CALL |
362.50 / 380.00 |
$242 / $1,508 / 0.16 |
51.88% / $79.59 / 5.28% / 767.30% |
63.62% / $364.92 |
$2.42 / $2.65 / $0.23 / 14 |
81 / 69.88% / 78 |
5 |
Legs |
Vertical |
Bearish |
$360.33 (-0.81%) / 3.97M |
|
Earnings: 11/03 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
362.50 |
48.12% |
$2.65 / 14 |
$2.82 / 49 |
150 / 72 |
13.354356% |
0.497038 |
-0.314949 |
0.033939 |
0.213716 |
0.038423 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
380.00 |
1.46% |
$0.02 / 10 |
$0.23 / 52 |
122 / 437 |
17.573142% |
0.072303 |
-0.104341 |
0.011710 |
0.073741 |
0.005653 |
|
538 |
Legs |
09/29(4) |
CALL |
365.00 / 385.00 |
$148 / $1,852 / 0.08 |
64.00% / $84.12 / 4.54% / 545.94% |
70.59% / $366.48 |
$1.48 / $1.50 / $0.02 / 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 |
365.00 |
36.00% |
$1.50 / 34 |
$1.65 / 17 |
230 / 213 |
12.721758% |
0.413322 |
-0.304370 |
0.033136 |
0.208657 |
0.032025 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
385.00 |
0.28% |
$0.01 / 20 |
$0.02 / 2 |
3 / 31 |
16.096974% |
0.031353 |
-0.053244 |
0.006004 |
0.037807 |
0.002456 |
|
588 |
Legs |
09/29(4) |
PUT |
360.00 / 345.00 |
$157 / $1,343 / 0.12 |
61.29% / $49.66 / 3.70% / 359.55% |
68.51% / $358.43 |
$1.57 / $1.89 / $0.32 / 11 |
|
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 |
360.00 |
38.71% |
$1.89 / 11 |
$2.02 / 39 |
237 / 272 |
13.827488% |
-0.418543 |
-0.267596 |
0.033230 |
0.209251 |
-0.033995 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
345.00 |
1.71% |
$0.19 / 33 |
$0.32 / 33 |
8 / 273 |
20.685483% |
-0.064781 |
-0.089938 |
0.010759 |
0.067749 |
-0.005212 |
|
524 |
Legs |
09/29(4) |
CALL |
365.00 / 380.00 |
$127 / $1,373 / 0.09 |
64.00% / $41.12 / 2.99% / 245.36% |
69.69% / $366.27 |
$1.27 / $1.50 / $0.23 / 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) |
CALL |
365.00 |
36.00% |
$1.50 / 34 |
$1.65 / 17 |
230 / 213 |
12.721758% |
0.413322 |
-0.304370 |
0.033136 |
0.208657 |
0.032025 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
380.00 |
1.46% |
$0.02 / 10 |
$0.23 / 52 |
122 / 437 |
17.573142% |
0.072303 |
-0.104341 |
0.011710 |
0.073741 |
0.005653 |
|
510 |
Legs |
09/29(4) |
PUT |
355.00 / 340.00 |
$59 / $1,441 / 0.04 |
81.73% / $38.52 / 2.67% / 202.81% |
83.58% / $354.41 |
$0.59 / $0.83 / $0.24 / 11 |
|
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 |
355.00 |
18.27% |
$0.83 / 12 |
$0.96 / 35 |
50 / 71 |
15.788406% |
-0.262326 |
-0.227305 |
0.027722 |
0.174567 |
-0.021222 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
340.00 |
0.34% |
$0.05 / 90 |
$0.24 / 11 |
41 / 309 |
22.986174% |
-0.024692 |
-0.041364 |
0.004921 |
0.030987 |
-0.001983 |
|
566 |
Legs |
10/13(18) |
CALL |
365.00 / 395.00 |
$355 / $2,645 / 0.13 |
56.97% / $141.36 / 5.34% / 127.06% |
66.80% / $368.55 |
$3.55 / $3.75 / $0.20 / 33 |
|
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 |
365.00 |
43.03% |
$3.75 / 40 |
$4.15 / 17 |
4 / 81 |
13.743680% |
0.467126 |
-0.196382 |
0.020397 |
0.353214 |
0.097800 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
395.00 |
1.11% |
0 / 0 |
$0.20 / 33 |
0 / 16 |
18.348860% |
0.060709 |
-0.055939 |
0.006168 |
0.106805 |
0.012940 |
|
|
739 |
|
09/29(4) |
CALL |
46.00 / 49.00 |
$33 / $267 / 0.12 |
58.70% / $14.04 / 5.26% / 760.50% |
67.72% / $46.33 |
$0.33 / $0.35 / $0.02 / 1 |
58 / 35.90% / 4 |
5 |
Legs |
Vertical |
Bearish |
$45.1914 (-1.11%) / 12.46M |
|
Earnings: 10/26 / Ex-Div: 10/03 ($0.29) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
46.00 |
41.30% |
$0.35 / 3 |
$0.37 / 244 |
88 / 2,738 |
17.963064% |
0.453098 |
-0.050639 |
0.197728 |
0.026792 |
0.004392 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
49.00 |
0.96% |
$0.01 / 460 |
$0.02 / 1 |
10 / 292 |
23.665411% |
0.059479 |
-0.014953 |
0.059069 |
0.008004 |
0.000585 |
|
696 |
Legs |
09/29(4) |
CALL |
46.00 / 48.50 |
$32 / $218 / 0.15 |
58.70% / $8.64 / 3.96% / 411.70% |
67.46% / $46.32 |
$0.32 / $0.35 / $0.03 / 3 |
|
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 |
46.00 |
41.30% |
$0.35 / 3 |
$0.37 / 244 |
88 / 2,738 |
17.963064% |
0.453098 |
-0.050639 |
0.197728 |
0.026792 |
0.004392 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
48.50 |
2.30% |
$0.02 / 3 |
$0.03 / 163 |
30 / 44 |
22.654904% |
0.092561 |
-0.020976 |
0.082778 |
0.011216 |
0.000909 |
|
216 |
Legs |
09/29(4) |
PUT |
45.00 / 42.00 |
$18 / $282 / 0.06 |
70.53% / $10.33 / 3.66% / 353.16% |
74.84% / $44.82 |
$0.18 / $0.22 / $0.04 / 312 |
|
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 |
45.00 |
29.47% |
$0.22 / 312 |
$0.25 / 929 |
46 / 115 |
19.353234% |
-0.350174 |
-0.045401 |
0.184916 |
0.025056 |
-0.003614 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
42.00 |
0.41% |
$0.03 / 21 |
$0.04 / 1,234 |
0 / 31 |
32.894505% |
-0.025061 |
-0.007264 |
0.029240 |
0.003962 |
-0.000255 |
|
261 |
Legs |
09/29(4) |
CALL |
46.50 / 49.50 |
$16 / $284 / 0.06 |
72.00% / $9.40 / 3.31% / 292.80% |
75.74% / $46.66 |
$0.16 / $0.18 / $0.02 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
46.50 |
28.00% |
$0.18 / 269 |
$0.20 / 279 |
127 / 99 |
17.717508% |
0.357769 |
-0.047564 |
0.186335 |
0.025248 |
0.003479 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
49.50 |
0.37% |
0 / 0 |
$0.02 / 6 |
0 / 7 |
27.786495% |
0.036662 |
-0.010136 |
0.040074 |
0.005430 |
0.000361 |
|
195 |
Legs |
09/29(4) |
PUT |
45.00 / 42.50 |
$17 / $233 / 0.07 |
70.53% / $7.01 / 3.01% / 247.04% |
74.61% / $44.83 |
$0.17 / $0.22 / $0.05 / 312 |
|
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 |
45.00 |
29.47% |
$0.22 / 312 |
$0.25 / 929 |
46 / 115 |
19.353234% |
-0.350174 |
-0.045401 |
0.184916 |
0.025056 |
-0.003614 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
42.50 |
1.07% |
$0.04 / 14 |
$0.05 / 1,100 |
0 / 7 |
30.613261% |
-0.045620 |
-0.011873 |
0.047848 |
0.006483 |
-0.000465 |
|
143 |
Legs |
10/06(11) |
PUT |
45.00 / 42.00 |
$37 / $263 / 0.14 |
65.83% / $10.14 / 3.85% / 137.80% |
72.56% / $44.63 |
$0.37 / $0.46 / $0.09 / 112 |
|
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 |
45.00 |
34.17% |
$0.46 / 112 |
$0.51 / 440 |
6 / 58 |
21.938665% |
-0.381241 |
-0.033748 |
0.138881 |
0.035284 |
-0.007470 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
42.00 |
2.74% |
$0.08 / 8 |
$0.09 / 638 |
0 / 31 |
29.105761% |
-0.073324 |
-0.012517 |
0.050723 |
0.012887 |
-0.001415 |
|
|
862 |
|
09/29(4) |
CALL |
34.00 / 36.00 |
$21 / $179 / 0.12 |
56.04% / $9.38 / 5.24% / 754.24% |
65.68% / $34.21 |
$0.21 / $0.22 / $0.01 / 238 |
97 / 97.15% / 99 |
5 |
Legs |
Vertical |
Bearish |
$33.72 (-0.59%) / 41.69M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
34.00 |
43.96% |
$0.22 / 1,207 |
$0.23 / 703 |
682 / 1,008 |
13.803063% |
0.469297 |
-0.031368 |
0.326383 |
0.019934 |
0.003389 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
36.00 |
0.64% |
0 / 0 |
$0.01 / 238 |
0 / 8,316 |
20.762793% |
0.047890 |
-0.007700 |
0.081787 |
0.004995 |
0.000350 |
|
931 |
Legs |
09/29(4) |
CALL |
34.00 / 37.00 |
$21 / $279 / 0.08 |
56.04% / $11.68 / 4.19% / 459.81% |
65.68% / $34.21 |
$0.21 / $0.22 / $0.01 / 303 |
|
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 |
34.00 |
43.96% |
$0.22 / 1,207 |
$0.23 / 703 |
682 / 1,008 |
13.803063% |
0.469297 |
-0.031368 |
0.326383 |
0.019934 |
0.003389 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
37.00 |
0.02% |
0 / 0 |
$0.01 / 303 |
0 / 2,998 |
28.426577% |
0.007606 |
-0.001615 |
0.017211 |
0.001051 |
0.000056 |
|
825 |
Legs |
10/06(11) |
CALL |
34.00 / 37.00 |
$35 / $265 / 0.13 |
54.07% / $16.23 / 6.13% / 290.36% |
65.66% / $34.35 |
$0.35 / $0.36 / $0.01 / 164 |
|
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 |
34.00 |
45.93% |
$0.36 / 164 |
$0.37 / 538 |
982 / 214 |
14.867100% |
0.486002 |
-0.023265 |
0.238829 |
0.027350 |
0.006510 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
37.00 |
0.48% |
0 / 0 |
$0.01 / 166 |
0 / 19 |
20.630239% |
0.039962 |
-0.004882 |
0.051612 |
0.005911 |
0.000545 |
|
774 |
Legs |
10/06(11) |
CALL |
34.00 / 36.50 |
$35 / $215 / 0.16 |
54.07% / $12.48 / 5.81% / 264.35% |
65.66% / $34.35 |
$0.35 / $0.36 / $0.01 / 164 |
|
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 |
34.00 |
45.93% |
$0.36 / 164 |
$0.37 / 538 |
982 / 214 |
14.867100% |
0.486002 |
-0.023265 |
0.238829 |
0.027350 |
0.006510 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
36.50 |
1.43% |
0 / 0 |
$0.01 / 166 |
0 / 22 |
17.881594% |
0.070112 |
-0.007639 |
0.080575 |
0.009227 |
0.000955 |
|
365 |
Legs |
10/06(11) |
PUT |
33.50 / 30.50 |
$22 / $278 / 0.08 |
64.21% / $12.81 / 4.61% / 180.66% |
70.97% / $33.28 |
$0.22 / $0.25 / $0.03 / 185 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
33.50 |
35.79% |
$0.25 / 185 |
$0.26 / 1,737 |
1,678 / 615 |
15.798328% |
-0.394566 |
-0.020366 |
0.230623 |
0.026411 |
-0.005688 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
30.50 |
0.23% |
$0.02 / 375 |
$0.03 / 1,490 |
0 / 70 |
28.668792% |
-0.014944 |
-0.002061 |
0.022627 |
0.002591 |
-0.000212 |
|
337 |
Legs |
10/06(11) |
PUT |
33.50 / 31.00 |
$21 / $229 / 0.09 |
64.21% / $10.01 / 4.37% / 166.54% |
70.68% / $33.29 |
$0.21 / $0.25 / $0.04 / 185 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
33.50 |
35.79% |
$0.25 / 185 |
$0.26 / 1,737 |
1,678 / 615 |
15.798328% |
-0.394566 |
-0.020366 |
0.230623 |
0.026411 |
-0.005688 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
31.00 |
0.74% |
$0.03 / 334 |
$0.04 / 2,151 |
5 / 63 |
26.644462% |
-0.032773 |
-0.003987 |
0.043877 |
0.005025 |
-0.000465 |
|
|
983 |
|
10/03(8) |
CALL |
4350.00 / 4360.00 |
$520 / $480 / 1.08 |
51.38% / $33.80 / 7.04% / 753.15% |
53.26% / $4,355.20 |
$5.20 / $36.80 / $31.60 / 8 |
99 / 95.01% / 44 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/03/2023 (W) |
CALL |
4350.00 |
48.62% |
$36.80 / 34 |
$37.10 / 10 |
88 / 50 |
11.903584% |
0.503784 |
-3.076404 |
0.002358 |
3.140541 |
0.697209 |
S&P / Index |
Long (Buy) |
10/03/2023 (W) |
CALL |
4360.00 |
45.02% |
$31.30 / 37 |
$31.60 / 8 |
6 / 14 |
11.647177% |
0.480280 |
-3.060954 |
0.002355 |
3.136845 |
0.665223 |
|
882 |
Legs |
10/03(8) |
CALL |
4355.00 / 4360.00 |
$250 / $250 / 1.00 |
53.18% / $16.01 / 6.40% / 606.66% |
54.08% / $4,357.50 |
$2.50 / $34.10 / $31.60 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/03/2023 (W) |
CALL |
4355.00 |
46.82% |
$34.10 / 27 |
$34.40 / 7 |
56 / 56 |
11.810425% |
0.492022 |
-3.069896 |
0.002358 |
3.140055 |
0.681211 |
S&P / Index |
Long (Buy) |
10/03/2023 (W) |
CALL |
4360.00 |
45.02% |
$31.30 / 37 |
$31.60 / 8 |
6 / 14 |
11.647177% |
0.480280 |
-3.060954 |
0.002355 |
3.136845 |
0.665223 |
|
991 |
Legs |
10/06(11) |
CALL |
4350.00 / 4360.00 |
$530 / $470 / 1.13 |
50.62% / $36.18 / 7.70% / 446.92% |
52.23% / $4,355.30 |
$5.30 / $45.90 / $40.60 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
4350.00 |
49.38% |
$45.90 / 19 |
$46.20 / 27 |
638 / 232 |
12.971253% |
0.508550 |
-2.780582 |
0.002109 |
3.510584 |
0.876415 |
S&P / Index |
Long (Buy) |
10/06/2023 (W) |
CALL |
4360.00 |
46.34% |
$40.20 / 40 |
$40.60 / 9 |
242 / 126 |
12.728240% |
0.487523 |
-2.769136 |
0.002108 |
3.509673 |
0.840868 |
|
985 |
Legs |
10/13(18) |
CALL |
4350.00 / 4360.00 |
$540 / $460 / 1.17 |
49.76% / $37.61 / 8.18% / 244.85% |
51.11% / $4,355.40 |
$5.40 / $58.90 / $53.50 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
4350.00 |
50.24% |
$58.90 / 35 |
$59.20 / 28 |
53 / 114 |
13.245777% |
0.517010 |
-2.343321 |
0.001740 |
4.248639 |
1.296825 |
S&P / Index |
Long (Buy) |
10/13/2023 (W) |
CALL |
4360.00 |
47.74% |
$53.10 / 21 |
$53.50 / 7 |
15 / 113 |
13.053468% |
0.499650 |
-2.336409 |
0.001742 |
4.252503 |
1.254324 |
|
984 |
Legs |
10/17(22) |
CALL |
4350.00 / 4365.00 |
$820 / $680 / 1.21 |
49.49% / $62.42 / 9.18% / 241.97% |
51.42% / $4,358.20 |
$8.20 / $63.40 / $55.20 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/17/2023 (W) |
CALL |
4350.00 |
50.51% |
$63.40 / 13 |
$63.90 / 23 |
17 / 11 |
12.901297% |
0.520874 |
-2.177145 |
0.001600 |
4.616630 |
1.538133 |
S&P / Index |
Long (Buy) |
10/17/2023 (W) |
CALL |
4365.00 |
46.98% |
$54.80 / 7 |
$55.20 / 7 |
0 / 30 |
12.628404% |
0.496937 |
-2.167642 |
0.001602 |
4.622824 |
1.469278 |
|
988 |
Legs |
10/06(11) |
CALL |
4350.00 / 4365.00 |
$780 / $720 / 1.08 |
50.62% / $39.56 / 5.49% / 240.54% |
52.99% / $4,357.80 |
$7.80 / $45.90 / $38.10 / 19 |
|
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 |
4350.00 |
49.38% |
$45.90 / 19 |
$46.20 / 27 |
638 / 232 |
12.971253% |
0.508550 |
-2.780582 |
0.002109 |
3.510584 |
0.876415 |
S&P / Index |
Long (Buy) |
10/06/2023 (W) |
CALL |
4365.00 |
44.83% |
$37.80 / 40 |
$38.10 / 25 |
76 / 164 |
12.675551% |
0.477037 |
-2.760807 |
0.002106 |
3.505572 |
0.823111 |
|
|
519 |
|
09/29(4) |
PUT |
62.50 / 57.00 |
$56 / $494 / 0.11 |
62.34% / $25.87 / 5.24% / 752.92% |
70.26% / $61.94 |
$0.56 / $0.60 / $0.04 / 38 |
65 / 64.10% / 53 |
5 |
Legs |
Vertical |
Bullish |
$62.89 (+0.53%) / 7.15M |
|
Earnings: 11/14 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
62.50 |
37.66% |
$0.60 / 38 |
$0.61 / 1,297 |
284 / 213 |
25.369305% |
-0.408085 |
-0.088006 |
0.104003 |
0.036328 |
-0.005902 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
57.00 |
0.89% |
$0.03 / 591 |
$0.04 / 1,766 |
6 / 1,275 |
36.870160% |
-0.036566 |
-0.018461 |
0.021455 |
0.007494 |
-0.000519 |
|
612 |
Legs |
09/29(4) |
CALL |
64.00 / 70.00 |
$55 / $545 / 0.10 |
62.29% / $28.10 / 5.16% / 725.89% |
70.07% / $64.55 |
$0.55 / $0.58 / $0.03 / 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 |
64.00 |
37.71% |
$0.58 / 159 |
$0.59 / 231 |
1,563 / 1,141 |
24.024762% |
0.432657 |
-0.094163 |
0.105324 |
0.036790 |
0.005741 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
70.00 |
0.55% |
$0.02 / 1,007 |
$0.03 / 332 |
34 / 1,494 |
33.434939% |
0.045826 |
-0.022704 |
0.025765 |
0.009000 |
0.000620 |
|
560 |
Legs |
09/29(4) |
CALL |
64.00 / 69.00 |
$54 / $446 / 0.12 |
62.29% / $20.56 / 4.61% / 563.62% |
69.93% / $64.54 |
$0.54 / $0.58 / $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 |
64.00 |
37.71% |
$0.58 / 159 |
$0.59 / 231 |
1,563 / 1,141 |
24.024762% |
0.432657 |
-0.094163 |
0.105324 |
0.036790 |
0.005741 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
69.00 |
1.44% |
$0.03 / 1,031 |
$0.04 / 1,094 |
42 / 794 |
31.068640% |
0.074491 |
-0.033282 |
0.037722 |
0.013176 |
0.001005 |
|
188 |
Legs |
09/29(4) |
PUT |
62.00 / 56.00 |
$41 / $559 / 0.07 |
69.45% / $24.81 / 4.44% / 519.49% |
74.75% / $61.59 |
$0.41 / $0.44 / $0.03 / 614 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
62.00 |
30.55% |
$0.44 / 614 |
$0.45 / 5 |
346 / 594 |
25.667536% |
-0.356269 |
-0.084716 |
0.099842 |
0.034875 |
-0.005140 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
56.00 |
0.32% |
$0.02 / 638 |
$0.03 / 762 |
0 / 4,206 |
39.935204% |
-0.018234 |
-0.010330 |
0.011990 |
0.004188 |
-0.000258 |
|
166 |
Legs |
09/29(4) |
PUT |
62.00 / 57.00 |
$40 / $460 / 0.09 |
69.45% / $19.50 / 4.24% / 472.10% |
74.63% / $61.60 |
$0.40 / $0.44 / $0.04 / 614 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
62.00 |
30.55% |
$0.44 / 614 |
$0.45 / 5 |
346 / 594 |
25.667536% |
-0.356269 |
-0.084716 |
0.099842 |
0.034875 |
-0.005140 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
57.00 |
0.89% |
$0.03 / 591 |
$0.04 / 1,766 |
6 / 1,275 |
36.870160% |
-0.036566 |
-0.018461 |
0.021455 |
0.007494 |
-0.000519 |
|
173 |
Legs |
10/06(11) |
PUT |
62.00 / 56.00 |
$70 / $530 / 0.13 |
65.23% / $20.91 / 3.95% / 142.65% |
72.08% / $61.30 |
$0.70 / $0.77 / $0.07 / 45 |
|
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 |
62.00 |
34.77% |
$0.77 / 45 |
$0.78 / 46 |
31 / 188 |
26.429348% |
-0.383464 |
-0.062568 |
0.074670 |
0.048904 |
-0.010551 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
56.00 |
2.35% |
$0.06 / 565 |
$0.07 / 1,680 |
0 / 65 |
34.441974% |
-0.060005 |
-0.019922 |
0.023304 |
0.015263 |
-0.001615 |
|
|
966 |
|
09/29(4) |
PUT |
29.00 / 23.00 |
$60 / $540 / 0.11 |
52.53% / $28.20 / 5.22% / 748.05% |
63.93% / $28.40 |
$0.60 / $0.65 / $0.05 / 290 |
29 / 19.11% / 88 |
5 |
Legs |
Vertical |
Bullish |
$29.07 (+2.94%) / 1.21M |
|
Earnings: 11/08 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
29.00 |
47.47% |
$0.65 / 290 |
$0.75 / 289 |
9 / 225 |
43.811360% |
-0.471666 |
-0.072164 |
0.133712 |
0.017102 |
-0.003255 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
23.00 |
0.29% |
0 / 0 |
$0.05 / 359 |
0 / 1 |
88.930866% |
-0.009845 |
-0.004853 |
0.008834 |
0.001130 |
-0.000065 |
|
255 |
Legs |
09/29(4) |
PUT |
28.00 / 23.00 |
$25 / $475 / 0.05 |
70.84% / $14.88 / 3.13% / 265.23% |
74.78% / $27.75 |
$0.25 / $0.30 / $0.05 / 254 |
|
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 |
28.00 |
29.16% |
$0.30 / 254 |
$0.40 / 797 |
25 / 153 |
46.354731% |
-0.339664 |
-0.066809 |
0.123073 |
0.015742 |
-0.002317 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
23.00 |
0.29% |
0 / 0 |
$0.05 / 359 |
0 / 1 |
88.930866% |
-0.009845 |
-0.004853 |
0.008834 |
0.001130 |
-0.000065 |
|
282 |
Legs |
09/29(4) |
PUT |
28.00 / 22.00 |
$25 / $575 / 0.04 |
70.84% / $16.78 / 2.92% / 234.72% |
74.78% / $27.75 |
$0.25 / $0.30 / $0.05 / 254 |
|
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 |
28.00 |
29.16% |
$0.30 / 254 |
$0.40 / 797 |
25 / 153 |
46.354731% |
-0.339664 |
-0.066809 |
0.123073 |
0.015742 |
-0.002317 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
22.00 |
0.08% |
0 / 0 |
$0.05 / 424 |
0 / 4 |
102.916356% |
-0.002839 |
-0.001609 |
0.002925 |
0.000374 |
-0.000019 |
|
293 |
Legs |
09/29(4) |
CALL |
30.00 / 33.50 |
$30 / $320 / 0.09 |
68.87% / $8.69 / 2.72% / 208.11% |
73.73% / $30.30 |
$0.30 / $0.35 / $0.05 / 77 |
|
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 |
30.00 |
31.13% |
$0.35 / 77 |
$0.45 / 441 |
72 / 23 |
43.935059% |
0.397582 |
-0.073087 |
0.129609 |
0.016578 |
0.002356 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
33.50 |
1.90% |
0 / 0 |
$0.05 / 105 |
5 / 15 |
56.533881% |
0.090774 |
-0.030712 |
0.054914 |
0.007024 |
0.000551 |
|
933 |
Legs |
09/29(4) |
PUT |
29.00 / 25.00 |
$55 / $345 / 0.16 |
52.53% / $9.36 / 2.71% / 207.64% |
63.02% / $28.45 |
$0.55 / $0.65 / $0.10 / 290 |
|
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 |
29.00 |
47.47% |
$0.65 / 290 |
$0.75 / 289 |
9 / 225 |
43.811360% |
-0.471666 |
-0.072164 |
0.133712 |
0.017102 |
-0.003255 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
25.00 |
2.79% |
0 / 0 |
$0.10 / 434 |
0 / 14 |
72.117996% |
-0.064400 |
-0.023171 |
0.042299 |
0.005410 |
-0.000429 |
|
493 |
Legs |
11/17(53) |
CALL |
30.00 / 45.00 |
$205 / $1,295 / 0.16 |
59.07% / $95.30 / 7.36% / 54.65% |
71.72% / $32.05 |
$2.05 / $2.25 / $0.20 / 309 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
30.00 |
40.93% |
$2.25 / 309 |
$2.40 / 315 |
0 / 66 |
57.322134% |
0.517031 |
-0.029293 |
0.050174 |
0.045725 |
0.019011 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
45.00 |
0.95% |
$0.05 / 478 |
$0.20 / 1,605 |
0 / 1 |
60.548950% |
0.075073 |
-0.010113 |
0.017833 |
0.016251 |
0.003027 |
|
|
676 |
|
09/29(4) |
PUT |
13.50 / 11.00 |
$28 / $222 / 0.13 |
59.20% / $11.56 / 5.21% / 742.57% |
68.48% / $13.22 |
$0.28 / $0.30 / $0.02 / 57 |
18 / 17.65% / 88 |
5 |
Legs |
Vertical |
Bullish |
$13.66 (+5.65%) / 4.73M |
|
Earnings: 12/05 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
13.50 |
40.80% |
$0.30 / 691 |
$0.31 / 18 |
284 / 645 |
50.559547% |
-0.423849 |
-0.038796 |
0.242169 |
0.007944 |
-0.001391 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
11.00 |
1.09% |
0 / 0 |
$0.02 / 57 |
0 / 61 |
81.887811% |
-0.026997 |
-0.006252 |
0.038538 |
0.001264 |
-0.000085 |
|
715 |
Legs |
09/29(4) |
CALL |
14.00 / 17.00 |
$26 / $274 / 0.10 |
61.71% / $14.16 / 5.17% / 730.53% |
70.09% / $14.26 |
$0.26 / $0.28 / $0.02 / 1 |