11 |
^NDX |
11/17(53) |
CALL |
15975.00 / 16000.00 |
$470 / $2,030 / 0.23 |
81.77% / $18.36 / 0.90% / 5.68% |
81.87% / $15,979.70 |
$4.70 / $70.30 / $65.60 / 2 |
91 / 86.36% / 46 |
5 |
Legs |
Vertical |
Bearish |
$14701.0966 (+0.05%) / 837.12M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
NDX.IN |
Short (Sell) |
11/17/2023 (M) |
CALL |
15975.00 |
18.23% |
$70.30 / 2 |
$71.80 / 21 |
0 / 11 |
16.143801% |
0.290648 |
-5.543162 |
0.000204 |
20.048638 |
6.269190 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
16000.00 |
17.71% |
$64.20 / 24 |
$65.60 / 15 |
8 / 81 |
16.608264% |
0.285937 |
-5.496526 |
0.000203 |
19.894723 |
6.169988 |
|
5 |
Legs |
11/17(53) |
CALL |
15400.00 / 15550.00 |
$4,790 / $10,210 / 0.47 |
67.15% / $1.50 / 0.01% / 0.09% |
68.55% / $15,447.90 |
$47.90 / $216.30 / $168.40 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
15400.00 |
32.85% |
$216.30 / 4 |
$218.80 / 3 |
1 / 30 |
17.403299% |
0.409843 |
-6.419043 |
0.000232 |
22.742884 |
8.750591 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
15550.00 |
28.56% |
$166.20 / 3 |
$168.40 / 2 |
0 / 36 |
17.015444% |
0.376950 |
-6.233830 |
0.000226 |
22.222183 |
8.071586 |
|
8 |
Legs |
11/17(53) |
CALL |
15375.00 / 15525.00 |
$4,920 / $10,080 / 0.49 |
66.41% / $15.58 / 0.15% / 0.95% |
67.86% / $15,424.20 |
$49.20 / $225.50 / $176.30 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
15375.00 |
33.59% |
$225.50 / 4 |
$228.00 / 7 |
0 / 39 |
17.468326% |
0.415426 |
-6.446351 |
0.000232 |
22.815000 |
8.865364 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
15525.00 |
29.25% |
$174.00 / 4 |
$176.30 / 2 |
4 / 10 |
17.083833% |
0.382355 |
-6.267144 |
0.000227 |
22.319089 |
8.183493 |
|
7 |
Legs |
11/17(53) |
CALL |
15375.00 / 15500.00 |
$4,130 / $8,370 / 0.49 |
66.41% / $21.05 / 0.25% / 1.55% |
67.63% / $15,416.30 |
$41.30 / $225.50 / $184.20 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
15375.00 |
33.59% |
$225.50 / 4 |
$228.00 / 7 |
0 / 39 |
17.468326% |
0.415426 |
-6.446351 |
0.000232 |
22.815000 |
8.865364 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
15500.00 |
29.95% |
$181.90 / 4 |
$184.20 / 6 |
4 / 94 |
17.141489% |
0.387793 |
-6.299507 |
0.000228 |
22.412044 |
8.295934 |
|
12 |
Legs |
11/17(53) |
CALL |
15350.00 / 15500.00 |
$5,090 / $9,910 / 0.51 |
65.65% / $66.57 / 0.67% / 4.20% |
67.18% / $15,400.90 |
$50.90 / $235.10 / $184.20 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
15350.00 |
34.35% |
$235.10 / 4 |
$237.60 / 3 |
4 / 10 |
17.540890% |
0.421035 |
-6.472592 |
0.000233 |
22.882746 |
8.980534 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
15500.00 |
29.95% |
$181.90 / 4 |
$184.20 / 6 |
4 / 94 |
17.141489% |
0.387793 |
-6.299507 |
0.000228 |
22.412044 |
8.295934 |
|
626 |
Legs |
10/20(25) |
CALL |
14950.00 / 15100.00 |
$6,610 / $8,390 / 0.79 |
55.38% / $21.11 / 0.25% / 3.06% |
58.46% / $15,016.10 |
$66.10 / $252.00 / $185.90 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
14950.00 |
44.62% |
$252.00 / 11 |
$256.00 / 6 |
1 / 12 |
17.780257% |
0.486094 |
-9.068879 |
0.000333 |
16.638967 |
5.372614 |
NASDAQI / Index |
Long (Buy) |
10/20/2023 (M) |
CALL |
15100.00 |
37.73% |
$182.50 / 8 |
$185.90 / 6 |
103 / 287 |
17.176401% |
0.437071 |
-8.888719 |
0.000329 |
16.441524 |
4.846956 |
|
|
|
126 |
^SPXW |
12/15(81) |
CALL |
4525.00 / 4555.00 |
$960 / $2,040 / 0.47 |
67.55% / $6.13 / 0.30% / 1.25% |
68.59% / $4,534.60 |
$9.60 / $50.20 / $40.60 / 13 |
99 / 95.01% / 44 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPXW.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
4525.00 |
32.45% |
$50.20 / 13 |
$50.50 / 13 |
50 / 318 |
11.998108% |
0.403449 |
-1.228729 |
0.000860 |
8.112773 |
3.793931 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4555.00 |
29.25% |
$40.30 / 29 |
$40.60 / 15 |
254 / 202 |
11.763660% |
0.378982 |
-1.198880 |
0.000845 |
7.971181 |
3.570874 |
|
122 |
Legs |
12/15(81) |
CALL |
4525.00 / 4550.00 |
$800 / $1,700 / 0.47 |
67.55% / $2.13 / 0.13% / 0.52% |
68.41% / $4,533.00 |
$8.00 / $50.20 / $42.20 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4525.00 |
32.45% |
$50.20 / 13 |
$50.50 / 13 |
50 / 318 |
11.998108% |
0.403449 |
-1.228729 |
0.000860 |
8.112773 |
3.793931 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4550.00 |
29.78% |
$41.80 / 30 |
$42.20 / 28 |
432 / 559 |
11.803230% |
0.383018 |
-1.204093 |
0.000848 |
7.996792 |
3.607741 |
|
121 |
Legs |
12/15(81) |
CALL |
4525.00 / 4545.00 |
$650 / $1,350 / 0.48 |
67.55% / $9.18 / 0.68% / 2.84% |
68.25% / $4,531.50 |
$6.50 / $50.20 / $43.70 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4525.00 |
32.45% |
$50.20 / 13 |
$50.50 / 13 |
50 / 318 |
11.998108% |
0.403449 |
-1.228729 |
0.000860 |
8.112773 |
3.793931 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4545.00 |
30.30% |
$43.40 / 30 |
$43.70 / 14 |
21 / 245 |
11.835242% |
0.387072 |
-1.209212 |
0.000850 |
8.021613 |
3.644737 |
|
118 |
Legs |
12/15(81) |
CALL |
4525.00 / 4540.00 |
$490 / $1,010 / 0.49 |
67.55% / $7.70 / 0.76% / 3.19% |
68.08% / $4,529.90 |
$4.90 / $50.20 / $45.30 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4525.00 |
32.45% |
$50.20 / 13 |
$50.50 / 13 |
50 / 318 |
11.998108% |
0.403449 |
-1.228729 |
0.000860 |
8.112773 |
3.793931 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4540.00 |
30.83% |
$45.00 / 26 |
$45.30 / 14 |
16 / 276 |
11.869919% |
0.391142 |
-1.214237 |
0.000853 |
8.045631 |
3.681858 |
|
159 |
Legs |
12/15(81) |
CALL |
4520.00 / 4550.00 |
$980 / $2,020 / 0.49 |
67.00% / $9.15 / 0.45% / 1.88% |
68.07% / $4,529.80 |
$9.80 / $52.00 / $42.20 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4520.00 |
33.00% |
$52.00 / 13 |
$52.30 / 13 |
5 / 260 |
12.039486% |
0.407583 |
-1.233360 |
0.000862 |
8.133481 |
3.831511 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4550.00 |
29.78% |
$41.80 / 30 |
$42.20 / 28 |
432 / 559 |
11.803230% |
0.383018 |
-1.204093 |
0.000848 |
7.996792 |
3.607741 |
|
98 |
Legs |
10/30(35) |
CALL |
4500.00 / 4900.00 |
$1,830 / $38,170 / 0.05 |
74.87% / $820.70 / 2.15% / 21.96% |
77.49% / $4,518.30 |
$18.30 / $18.50 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/30/2023 (W) |
CALL |
4500.00 |
25.13% |
$18.50 / 25 |
$19.10 / 25 |
30 / 6 |
11.250765% |
0.342694 |
-1.614166 |
0.001205 |
5.215868 |
1.518074 |
S&P / Index |
Long (Buy) |
10/30/2023 (W) |
CALL |
4900.00 |
0.72% |
$0.05 / 163 |
$0.20 / 1 |
0 / 1 |
12.431049% |
0.052881 |
-0.449431 |
0.000354 |
1.530436 |
0.238247 |
|
|
267 |
^SPX |
12/15(81) |
CALL |
4510.00 / 4540.00 |
$1,020 / $1,980 / 0.52 |
65.68% / $8.91 / 0.45% / 1.87% |
66.83% / $4,520.20 |
$10.20 / $56.00 / $45.80 / 120 |
99 / 93.26% / 50 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPX.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
4510.00 |
34.32% |
$56.00 / 120 |
$56.70 / 165 |
2 / 5,072 |
12.065193% |
0.417094 |
-1.233840 |
0.000875 |
8.182978 |
3.923345 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4540.00 |
30.99% |
$45.20 / 179 |
$45.80 / 165 |
0 / 5,449 |
11.807427% |
0.392066 |
-1.205769 |
0.000862 |
8.056225 |
3.695372 |
|
261 |
Legs |
12/15(81) |
CALL |
4510.00 / 4535.00 |
$850 / $1,650 / 0.52 |
65.68% / $4.61 / 0.28% / 1.16% |
66.64% / $4,518.50 |
$8.50 / $56.00 / $47.50 / 120 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4510.00 |
34.32% |
$56.00 / 120 |
$56.70 / 165 |
2 / 5,072 |
12.065193% |
0.417094 |
-1.233840 |
0.000875 |
8.182978 |
3.923345 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4535.00 |
31.54% |
$46.90 / 179 |
$47.50 / 165 |
5 / 3,639 |
11.848848% |
0.396198 |
-1.210700 |
0.000864 |
8.079492 |
3.733086 |
|
314 |
Legs |
12/15(81) |
CALL |
4505.00 / 4535.00 |
$1,040 / $1,960 / 0.53 |
65.11% / $11.29 / 0.58% / 2.40% |
66.29% / $4,515.40 |
$10.40 / $57.90 / $47.50 / 165 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4505.00 |
34.89% |
$57.90 / 165 |
$58.60 / 165 |
0 / 4,002 |
12.102423% |
0.421317 |
-1.238154 |
0.000877 |
8.201036 |
3.961704 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4535.00 |
31.54% |
$46.90 / 179 |
$47.50 / 165 |
5 / 3,639 |
11.848848% |
0.396198 |
-1.210700 |
0.000864 |
8.079492 |
3.733086 |
|
309 |
Legs |
12/15(81) |
CALL |
4505.00 / 4530.00 |
$860 / $1,640 / 0.52 |
65.11% / $0.18 / 0.01% / 0.05% |
66.09% / $4,513.60 |
$8.60 / $57.90 / $49.30 / 165 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4505.00 |
34.89% |
$57.90 / 165 |
$58.60 / 165 |
0 / 4,002 |
12.102423% |
0.421317 |
-1.238154 |
0.000877 |
8.201036 |
3.961704 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4530.00 |
32.09% |
$48.60 / 179 |
$49.30 / 316 |
10 / 4,478 |
11.891821% |
0.400346 |
-1.215532 |
0.000867 |
8.101916 |
3.770918 |
|
367 |
Legs |
12/15(81) |
CALL |
4500.00 / 4530.00 |
$1,080 / $1,920 / 0.56 |
64.54% / $32.86 / 1.71% / 7.26% |
65.77% / $4,510.80 |
$10.80 / $60.10 / $49.30 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4500.00 |
35.46% |
$60.10 / 9 |
$60.60 / 139 |
4,802 / 62,167 |
12.160253% |
0.425555 |
-1.242361 |
0.000879 |
8.218192 |
4.000155 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4530.00 |
32.09% |
$48.60 / 179 |
$49.30 / 316 |
10 / 4,478 |
11.891821% |
0.400346 |
-1.215532 |
0.000867 |
8.101916 |
3.770918 |
|
39 |
Legs |
11/17(53) |
CALL |
4460.00 / 4490.00 |
$1,070 / $1,930 / 0.55 |
63.72% / $3.43 / 0.18% / 1.10% |
65.24% / $4,470.70 |
$10.70 / $50.30 / $39.60 / 120 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4460.00 |
36.28% |
$50.30 / 120 |
$51.00 / 165 |
1 / 260 |
12.198317% |
0.426542 |
-1.473616 |
0.001074 |
6.732993 |
2.723905 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
4490.00 |
32.10% |
$38.90 / 260 |
$39.60 / 300 |
4 / 571 |
11.891903% |
0.395520 |
-1.435856 |
0.001055 |
6.613180 |
2.531041 |
|
|
903 |
BKNG |
12/15(81) |
CALL |
3600.00 / 4000.00 |
$1,720 / $38,280 / 0.05 |
88.99% / $271.93 / 0.71% / 2.97% |
89.70% / $3,617.20 |
$17.20 / $23.30 / $6.10 / 7 |
50 / 28.77% / 90 |
2 |
Legs |
Vertical |
Bearish |
$3062.00 (+0.85%) / 236K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
BKNG |
Short (Sell) |
12/15/2023 (M) |
CALL |
3600.00 |
11.01% |
$23.30 / 25 |
$27.30 / 17 |
0 / 15 |
25.614521% |
0.233094 |
-1.061999 |
0.000561 |
4.551190 |
1.514697 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
4000.00 |
1.89% |
$1.40 / 22 |
$6.10 / 7 |
0 / 52 |
25.760904% |
0.092648 |
-0.564873 |
0.000304 |
2.468403 |
0.614048 |
|
610 |
Legs |
11/17(53) |
CALL |
3600.00 / 3800.00 |
$790 / $19,210 / 0.04 |
93.44% / $129.59 / 0.67% / 4.21% |
93.71% / $3,607.90 |
$7.90 / $13.40 / $5.50 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
3600.00 |
6.56% |
$13.40 / 31 |
$15.90 / 15 |
0 / 115 |
27.425290% |
0.171171 |
-1.056207 |
0.000569 |
3.096487 |
0.764218 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
3800.00 |
2.05% |
$4.20 / 63 |
$5.50 / 3 |
0 / 264 |
27.639415% |
0.092920 |
-0.684497 |
0.000373 |
2.025747 |
0.418837 |
|
966 |
Legs |
12/15(81) |
PUT |
2510.00 / 2400.00 |
$550 / $10,450 / 0.05 |
93.65% / $7.38 / 0.07% / 0.29% |
93.80% / $2,504.50 |
$5.50 / $20.20 / $14.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2510.00 |
6.35% |
$20.20 / 15 |
$23.10 / 8 |
0 / 5 |
35.037510% |
-0.094898 |
-0.501712 |
0.000310 |
2.512524 |
-0.742127 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2400.00 |
3.87% |
$11.70 / 10 |
$14.70 / 6 |
0 / 388 |
35.948969% |
-0.058832 |
-0.351617 |
0.000215 |
1.745106 |
-0.456733 |
|
|
752 |
AZO |
12/15(81) |
CALL |
2820.00 / 3300.00 |
$2,820 / $45,180 / 0.06 |
79.98% / $1,496.83 / 3.31% / 14.40% |
82.61% / $2,848.20 |
$28.20 / $33.00 / $4.80 / 1 |
74 / 33.30% / 50 |
5 |
Legs |
Vertical |
Bearish |
$2570.27 (+1.56%) / 113K |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
AZO |
Short (Sell) |
12/15/2023 (M) |
CALL |
2820.00 |
20.02% |
$33.00 / 6 |
$36.70 / 8 |
0 / 9 |
21.316790% |
0.314558 |
-0.872654 |
0.000950 |
4.409979 |
1.721628 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
3300.00 |
0.85% |
0 / 0 |
$4.80 / 1 |
0 / 5 |
26.634425% |
0.058710 |
-0.275171 |
0.000313 |
1.454692 |
0.331164 |
|
771 |
Legs |
12/15(81) |
CALL |
2820.00 / 3400.00 |
$2,820 / $55,180 / 0.05 |
79.98% / $1,847.00 / 3.35% / 14.56% |
82.61% / $2,848.20 |
$28.20 / $33.00 / $4.80 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2820.00 |
20.02% |
$33.00 / 6 |
$36.70 / 8 |
0 / 9 |
21.316790% |
0.314558 |
-0.872654 |
0.000950 |
4.409979 |
1.721628 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
3400.00 |
0.37% |
0 / 0 |
$4.80 / 4 |
0 / 2 |
29.314033% |
0.038253 |
-0.194268 |
0.000222 |
1.032199 |
0.216619 |
|
749 |
Legs |
12/15(81) |
CALL |
2820.00 / 3200.00 |
$2,440 / $35,560 / 0.07 |
79.98% / $705.19 / 1.98% / 8.44% |
82.27% / $2,844.40 |
$24.40 / $33.00 / $8.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2820.00 |
20.02% |
$33.00 / 6 |
$36.70 / 8 |
0 / 9 |
21.316790% |
0.314558 |
-0.872654 |
0.000950 |
4.409979 |
1.721628 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
3200.00 |
1.86% |
$0.05 / 2 |
$8.60 / 1 |
0 / 6 |
23.375033% |
0.087910 |
-0.377223 |
0.000427 |
1.982183 |
0.493638 |
|
714 |
Legs |
12/15(81) |
CALL |
2820.00 / 3100.00 |
$2,330 / $25,670 / 0.09 |
79.98% / $156.08 / 0.61% / 2.53% |
82.17% / $2,843.30 |
$23.30 / $33.00 / $9.70 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2820.00 |
20.02% |
$33.00 / 6 |
$36.70 / 8 |
0 / 9 |
21.316790% |
0.314558 |
-0.872654 |
0.000950 |
4.409979 |
1.721628 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
3100.00 |
3.82% |
$0.05 / 11 |
$9.70 / 1 |
0 / 15 |
20.903452% |
0.128178 |
-0.498848 |
0.000561 |
2.602147 |
0.715972 |
|
739 |
Legs |
12/15(81) |
CALL |
2810.00 / 3300.00 |
$3,050 / $45,950 / 0.07 |
78.99% / $1,634.62 / 3.56% / 15.52% |
81.92% / $2,840.50 |
$30.50 / $35.30 / $4.80 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2810.00 |
21.01% |
$35.30 / 6 |
$38.80 / 9 |
0 / 60 |
21.349885% |
0.323296 |
-0.884170 |
0.000961 |
4.461070 |
1.767809 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
3300.00 |
0.85% |
0 / 0 |
$4.80 / 1 |
0 / 5 |
26.634425% |
0.058710 |
-0.275171 |
0.000313 |
1.454692 |
0.331164 |
|
140 |
Legs |
11/17(53) |
CALL |
2710.00 / 3000.00 |
$2,720 / $26,280 / 0.10 |
71.66% / $180.95 / 0.69% / 4.30% |
75.58% / $2,737.20 |
$27.20 / $32.00 / $4.80 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2710.00 |
28.34% |
$32.00 / 11 |
$36.60 / 2 |
0 / 1 |
18.972593% |
0.376878 |
-1.131168 |
0.001241 |
3.863214 |
1.397867 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
3000.00 |
3.63% |
0 / 0 |
$4.80 / 2 |
0 / 17 |
22.066903% |
0.121233 |
-0.577618 |
0.000658 |
2.049512 |
0.460151 |
|
|
971 |
CMG |
12/15(81) |
CALL |
2280.00 / 2360.00 |
$310 / $7,690 / 0.04 |
95.06% / $34.87 / 0.45% / 1.89% |
95.18% / $2,283.10 |
$3.10 / $8.30 / $5.20 / 1 |
64 / 29.13% / 32 |
5 |
Legs |
Vertical |
Bearish |
$1875.58 (+0.51%) / 201K |
|
Earnings: 10/24 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
CMG |
Short (Sell) |
12/15/2023 (M) |
CALL |
2280.00 |
4.94% |
$8.30 / 4 |
$9.20 / 8 |
0 / 28 |
25.869312% |
0.149747 |
-0.450176 |
0.000764 |
2.115174 |
0.604990 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
2360.00 |
2.53% |
$4.70 / 7 |
$5.20 / 1 |
0 / 4 |
26.163525% |
0.105584 |
-0.350475 |
0.000599 |
1.658081 |
0.429149 |
|
963 |
Legs |
12/15(81) |
CALL |
2270.00 / 2360.00 |
$380 / $8,620 / 0.04 |
94.65% / $60.18 / 0.70% / 2.91% |
94.81% / $2,273.80 |
$3.80 / $9.00 / $5.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2270.00 |
5.35% |
$9.00 / 6 |
$9.80 / 6 |
0 / 14 |
25.841717% |
0.156155 |
-0.463303 |
0.000785 |
2.174754 |
0.630356 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
2360.00 |
2.53% |
$4.70 / 7 |
$5.20 / 1 |
0 / 4 |
26.163525% |
0.105584 |
-0.350475 |
0.000599 |
1.658081 |
0.429149 |
|
962 |
Legs |
12/15(81) |
CALL |
2270.00 / 2340.00 |
$290 / $6,710 / 0.04 |
94.65% / $13.82 / 0.21% / 0.85% |
94.78% / $2,272.90 |
$2.90 / $9.00 / $6.10 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2270.00 |
5.35% |
$9.00 / 6 |
$9.80 / 6 |
0 / 14 |
25.841717% |
0.156155 |
-0.463303 |
0.000785 |
2.174754 |
0.630356 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
2340.00 |
3.01% |
$5.40 / 8 |
$6.10 / 20 |
0 / 34 |
26.121043% |
0.115491 |
-0.374345 |
0.000638 |
1.768192 |
0.468749 |
|
951 |
Legs |
12/15(81) |
CALL |
2260.00 / 2340.00 |
$360 / $7,640 / 0.05 |
94.22% / $33.52 / 0.44% / 1.82% |
94.38% / $2,263.60 |
$3.60 / $9.70 / $6.10 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2260.00 |
5.78% |
$9.70 / 8 |
$10.50 / 6 |
0 / 5 |
25.819411% |
0.162769 |
-0.476530 |
0.000807 |
2.234631 |
0.656506 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
2340.00 |
3.01% |
$5.40 / 8 |
$6.10 / 20 |
0 / 34 |
26.121043% |
0.115491 |
-0.374345 |
0.000638 |
1.768192 |
0.468749 |
|
947 |
Legs |
12/15(81) |
CALL |
2260.00 / 2320.00 |
$280 / $5,720 / 0.05 |
94.22% / $9.37 / 0.16% / 0.68% |
94.34% / $2,262.80 |
$2.80 / $9.70 / $6.90 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2260.00 |
5.78% |
$9.70 / 8 |
$10.50 / 6 |
0 / 5 |
25.819411% |
0.162769 |
-0.476530 |
0.000807 |
2.234631 |
0.656506 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
2320.00 |
3.56% |
$6.30 / 3 |
$6.90 / 6 |
0 / 22 |
26.019927% |
0.126135 |
-0.398977 |
0.000679 |
1.881391 |
0.511192 |
|
584 |
Legs |
11/17(53) |
CALL |
2200.00 / 2250.00 |
$250 / $4,750 / 0.05 |
95.05% / $61.09 / 1.29% / 8.16% |
95.17% / $2,202.50 |
$2.50 / $9.40 / $6.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2200.00 |
4.95% |
$9.40 / 9 |
$10.10 / 9 |
0 / 37 |
28.149527% |
0.145324 |
-0.531936 |
0.000914 |
1.697662 |
0.399611 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
2250.00 |
2.93% |
$6.30 / 1 |
$6.90 / 7 |
1 / 50 |
28.448289% |
0.110086 |
-0.436399 |
0.000753 |
1.399247 |
0.303917 |
|
|
874 |
^RUT |
12/15(81) |
CALL |
1830.00 / 1860.00 |
$1,250 / $1,750 / 0.71 |
57.71% / $7.22 / 0.41% / 1.71% |
60.59% / $1,842.50 |
$12.50 / $47.80 / $35.30 / 28 |
93 / 85.55% / 33 |
5 |
Legs |
Vertical |
Bearish |
$1776.503 (-0.30%) |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
RUT.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
1830.00 |
42.29% |
$47.80 / 28 |
$48.20 / 65 |
0 / 80 |
16.831183% |
0.483697 |
-0.646854 |
0.001701 |
3.434690 |
1.820285 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1860.00 |
35.51% |
$35.00 / 5 |
$35.30 / 69 |
3 / 499 |
16.402263% |
0.434546 |
-0.630455 |
0.001680 |
3.391190 |
1.644076 |
|
863 |
Legs |
12/15(81) |
CALL |
1830.00 / 1850.00 |
$840 / $1,160 / 0.72 |
57.71% / $4.21 / 0.36% / 1.51% |
59.66% / $1,838.40 |
$8.40 / $47.80 / $39.40 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1830.00 |
42.29% |
$47.80 / 28 |
$48.20 / 65 |
0 / 80 |
16.831183% |
0.483697 |
-0.646854 |
0.001701 |
3.434690 |
1.820285 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1850.00 |
37.72% |
$39.00 / 12 |
$39.40 / 141 |
22 / 7,125 |
16.556293% |
0.450767 |
-0.636810 |
0.001690 |
3.411351 |
1.702504 |
|
994 |
Legs |
12/15(81) |
CALL |
1810.00 / 1830.00 |
$960 / $1,040 / 0.92 |
52.99% / $24.19 / 2.33% / 9.96% |
55.27% / $1,819.60 |
$9.60 / $57.80 / $48.20 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1810.00 |
47.01% |
$57.80 / 13 |
$58.20 / 8 |
115 / 602 |
17.146708% |
0.517101 |
-0.653144 |
0.001701 |
3.434402 |
1.938531 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1830.00 |
42.29% |
$47.80 / 28 |
$48.20 / 65 |
0 / 80 |
16.831183% |
0.483697 |
-0.646854 |
0.001701 |
3.434690 |
1.820285 |
|
998 |
Legs |
12/15(81) |
CALL |
1800.00 / 1830.00 |
$1,500 / $1,500 / 1.00 |
50.59% / $25.94 / 1.73% / 7.34% |
54.18% / $1,815.00 |
$15.00 / $63.20 / $48.20 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1800.00 |
49.41% |
$63.20 / 9 |
$63.60 / 8 |
262 / 5,699 |
17.304873% |
0.533911 |
-0.654824 |
0.001697 |
3.425135 |
1.997526 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1830.00 |
42.29% |
$47.80 / 28 |
$48.20 / 65 |
0 / 80 |
16.831183% |
0.483697 |
-0.646854 |
0.001701 |
3.434690 |
1.820285 |
|
799 |
Legs |
11/17(53) |
CALL |
1805.00 / 1825.00 |
$930 / $1,070 / 0.87 |
53.36% / $5.12 / 0.48% / 2.97% |
56.07% / $1,814.30 |
$9.30 / $45.80 / $36.50 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1805.00 |
46.64% |
$45.80 / 26 |
$46.30 / 10 |
0 / 2 |
17.088921% |
0.507659 |
-0.775196 |
0.002079 |
2.814481 |
1.300993 |
RUSSELL / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
1825.00 |
40.86% |
$36.00 / 53 |
$36.50 / 95 |
10 / 3 |
16.701191% |
0.466781 |
-0.764985 |
0.002072 |
2.805235 |
1.200796 |
|
782 |
Legs |
11/17(53) |
CALL |
1805.00 / 1820.00 |
$700 / $800 / 0.88 |
53.36% / $4.22 / 0.53% / 3.29% |
55.41% / $1,812.00 |
$7.00 / $45.80 / $38.80 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1805.00 |
46.64% |
$45.80 / 26 |
$46.30 / 10 |
0 / 2 |
17.088921% |
0.507659 |
-0.775196 |
0.002079 |
2.814481 |
1.300993 |
RUSSELL / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
1820.00 |
42.29% |
$38.30 / 49 |
$38.80 / 21 |
7 / 24 |
16.789615% |
0.476943 |
-0.768190 |
0.002076 |
2.810297 |
1.225801 |
|
|
758 |
MELI |
12/15(81) |
CALL |
1560.00 / 1680.00 |
$1,030 / $10,970 / 0.09 |
87.39% / $6.10 / 0.06% / 0.23% |
88.16% / $1,570.30 |
$10.30 / $22.50 / $12.20 / 1 |
25 / 14.05% / 15 |
5 |
Legs |
Vertical |
Bearish |
$1276.96 (-1.26%) / 280K |
|
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 |
MELI |
Short (Sell) |
12/15/2023 (M) |
CALL |
1560.00 |
12.61% |
$22.50 / 6 |
$24.00 / 5 |
1 / 19 |
38.944729% |
0.268172 |
-0.654382 |
0.001035 |
2.041826 |
0.694310 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
1680.00 |
5.80% |
$9.30 / 6 |
$12.20 / 1 |
51 / 100 |
38.857729% |
0.179517 |
-0.515937 |
0.000823 |
1.623184 |
0.472165 |
|
677 |
Legs |
12/15(81) |
CALL |
1560.00 / 1620.00 |
$660 / $5,340 / 0.12 |
87.39% / $17.90 / 0.34% / 1.39% |
87.88% / $1,566.60 |
$6.60 / $22.50 / $15.90 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1560.00 |
12.61% |
$22.50 / 6 |
$24.00 / 5 |
1 / 19 |
38.944729% |
0.268172 |
-0.654382 |
0.001035 |
2.041826 |
0.694310 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
1620.00 |
8.66% |
$14.70 / 5 |
$15.90 / 6 |
0 / 19 |
38.438967% |
0.220488 |
-0.586123 |
0.000931 |
1.837034 |
0.575656 |
|
407 |
Legs |
11/17(53) |
CALL |
1550.00 / 1600.00 |
$390 / $4,610 / 0.09 |
91.07% / $24.86 / 0.54% / 3.36% |
91.35% / $1,553.90 |
$3.90 / $13.50 / $9.60 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1550.00 |
8.93% |
$13.50 / 12 |
$14.30 / 6 |
0 / 2 |
39.834852% |
0.214613 |
-0.698361 |
0.001119 |
1.481070 |
0.385056 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
1600.00 |
5.84% |
$8.50 / 22 |
$9.60 / 23 |
0 / 68 |
39.586047% |
0.171854 |
-0.607607 |
0.000977 |
1.292976 |
0.310330 |
|
637 |
Legs |
12/15(81) |
CALL |
1540.00 / 1620.00 |
$950 / $7,050 / 0.14 |
85.78% / $36.30 / 0.51% / 2.14% |
86.56% / $1,549.50 |
$9.50 / $25.40 / $15.90 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1540.00 |
14.22% |
$25.40 / 21 |
$27.10 / 12 |
0 / 35 |
38.949384% |
0.285590 |
-0.675998 |
0.001067 |
2.105740 |
0.737158 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
1620.00 |
8.66% |
$14.70 / 5 |
$15.90 / 6 |
0 / 19 |
38.438967% |
0.220488 |
-0.586123 |
0.000931 |
1.837034 |
0.575656 |
|
380 |
Legs |
11/17(53) |
CALL |
1540.00 / 1600.00 |
$500 / $5,500 / 0.09 |
90.31% / $43.52 / 0.79% / 4.96% |
90.69% / $1,545.00 |
$5.00 / $14.60 / $9.60 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1540.00 |
9.69% |
$14.60 / 13 |
$15.50 / 6 |
26 / 54 |
39.844237% |
0.224033 |
-0.716355 |
0.001147 |
1.518092 |
0.401401 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
1600.00 |
5.84% |
$8.50 / 22 |
$9.60 / 23 |
0 / 68 |
39.586047% |
0.171854 |
-0.607607 |
0.000977 |
1.292976 |
0.310330 |
|
333 |
Legs |
11/17(53) |
CALL |
1530.00 / 1580.00 |
$470 / $4,530 / 0.10 |
89.50% / $35.25 / 0.78% / 4.88% |
89.89% / $1,534.70 |
$4.70 / $16.00 / $11.30 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1530.00 |
10.50% |
$16.00 / 12 |
$17.00 / 3 |
0 / 1 |
40.026700% |
0.233748 |
-0.734196 |
0.001175 |
1.554693 |
0.418210 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
1580.00 |
6.95% |
$10.10 / 23 |
$11.30 / 17 |
0 / 12 |
39.609070% |
0.188100 |
-0.643905 |
0.001034 |
1.368454 |
0.338825 |
|
|
502 |
FCNCA |
11/17(53) |
PUT |
1200.00 / 1140.00 |
$410 / $5,590 / 0.07 |
90.18% / $10.18 / 0.18% / 1.12% |
90.64% / $1,195.90 |
$4.10 / $15.10 / $11.00 / 5 |
25 / 15.46% / 16 |
|
Legs |
Vertical |
Bullish |
$1370.14 (-0.71%) / 41K |
|
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 |
FCNCA |
Short (Sell) |
11/17/2023 (M) |
PUT |
1200.00 |
9.82% |
$15.10 / 12 |
$19.30 / 7 |
0 / 12 |
37.372710% |
-0.147690 |
-0.365129 |
0.001194 |
1.247314 |
-0.340049 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1140.00 |
4.65% |
$8.60 / 13 |
$11.00 / 5 |
0 / 35 |
38.999473% |
-0.079346 |
-0.236603 |
0.000765 |
0.798653 |
-0.180992 |
|
378 |
ORLY |
11/17(53) |
CALL |
1030.00 / 1080.00 |
$385 / $4,615 / 0.08 |
86.66% / $23.45 / 0.51% / 3.16% |
87.65% / $1,033.85 |
$3.85 / $6.50 / $2.65 / 7 |
60 / 33.43% / 43 |
5 |
Legs |
Vertical |
Bearish |
$936.02 (+1.03%) / 400K |
|
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 |
ORLY |
Short (Sell) |
11/17/2023 (M) |
CALL |
1030.00 |
13.34% |
$6.50 / 15 |
$9.00 / 46 |
0 / 38 |
22.031027% |
0.243595 |
-0.317035 |
0.002968 |
1.164106 |
0.335071 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
1080.00 |
4.33% |
$1.70 / 7 |
$2.65 / 7 |
0 / 24 |
21.235459% |
0.132044 |
-0.212709 |
0.002025 |
0.794309 |
0.183397 |
|
111 |
Legs |
11/17(53) |
CALL |
1010.00 / 1060.00 |
$650 / $4,350 / 0.15 |
80.53% / $54.13 / 1.24% / 7.89% |
82.70% / $1,016.50 |
$6.50 / $10.50 / $4.00 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1010.00 |
19.47% |
$10.50 / 27 |
$11.40 / 26 |
0 / 39 |
21.569530% |
0.301454 |
-0.355710 |
0.003300 |
1.294340 |
0.412683 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
1060.00 |
7.00% |
$2.65 / 18 |
$4.00 / 15 |
0 / 26 |
20.887278% |
0.170961 |
-0.254130 |
0.002405 |
0.943377 |
0.236611 |
|
51 |
Legs |
11/17(53) |
CALL |
1000.00 / 1060.00 |
$900 / $5,100 / 0.18 |
76.86% / $109.84 / 2.15% / 13.98% |
80.19% / $1,009.00 |
$9.00 / $13.00 / $4.00 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1000.00 |
23.14% |
$13.00 / 29 |
$13.90 / 25 |
2 / 172 |
21.718048% |
0.333002 |
-0.372962 |
0.003442 |
1.350074 |
0.454678 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
1060.00 |
7.00% |
$2.65 / 18 |
$4.00 / 15 |
0 / 26 |
20.887278% |
0.170961 |
-0.254130 |
0.002405 |
0.943377 |
0.236611 |
|
10 |
Legs |
11/17(53) |
CALL |
990.00 / 1040.00 |
$940 / $4,060 / 0.23 |
72.79% / $9.54 / 0.23% / 1.45% |
76.63% / $999.40 |
$9.40 / $16.00 / $6.60 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
990.00 |
27.21% |
$16.00 / 27 |
$16.70 / 8 |
0 / 51 |
21.873134% |
0.366112 |
-0.388321 |
0.003564 |
1.397629 |
0.498492 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
1040.00 |
10.87% |
$5.00 / 15 |
$6.60 / 27 |
0 / 43 |
21.453808% |
0.217460 |
-0.296367 |
0.002786 |
1.092526 |
0.299773 |
|
356 |
Legs |
10/20(25) |
CALL |
990.00 / 1050.00 |
$325 / $5,675 / 0.06 |
81.37% / $0.97 / 0.02% / 0.21% |
82.90% / $993.25 |
$3.25 / $4.10 / $0.85 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
990.00 |
18.63% |
$4.10 / 5 |
$4.60 / 3 |
5 / 115 |
17.661071% |
0.287059 |
-0.474402 |
0.004523 |
0.902595 |
0.204083 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
1050.00 |
2.58% |
0 / 0 |
$0.85 / 12 |
0 / 3 |
21.025714% |
0.097422 |
-0.234579 |
0.002286 |
0.456182 |
0.070100 |
|
14 |
Legs |
11/17(53) |
CALL |
980.00 / 1040.00 |
$1,280 / $4,720 / 0.27 |
68.34% / $42.71 / 0.90% / 5.69% |
73.97% / $992.80 |
$12.80 / $19.40 / $6.60 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
980.00 |
31.66% |
$19.40 / 26 |
$20.30 / 25 |
0 / 31 |
22.152813% |
0.400603 |
-0.401424 |
0.003660 |
1.435650 |
0.543831 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
1040.00 |
10.87% |
$5.00 / 15 |
$6.60 / 27 |
0 / 43 |
21.453808% |
0.217460 |
-0.296367 |
0.002786 |
1.092526 |
0.299773 |
|
|
247 |
|
10/13(18) |
CALL |
860.00 / 920.00 |
$510 / $5,490 / 0.09 |
73.51% / $25.52 / 0.46% / 7.58% |
76.81% / $865.10 |
$5.10 / $6.60 / $1.50 / 10 |
23 / 29.93% / 23 |
2 |
Legs |
Vertical |
Bearish |
$824.84 (+0.18%) / 465K |
|
Earnings: 11/02 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
860.00 |
26.49% |
$6.60 / 14 |
$9.30 / 17 |
0 / 42 |
23.095831% |
0.353490 |
-0.606723 |
0.005489 |
0.756502 |
0.167289 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
920.00 |
3.46% |
0 / 0 |
$1.50 / 10 |
0 / 2 |
26.797546% |
0.114781 |
-0.309736 |
0.002863 |
0.394483 |
0.055142 |
|
427 |
Legs |
10/13(18) |
PUT |
790.00 / 730.00 |
$420 / $5,580 / 0.08 |
81.24% / $138.03 / 2.47% / 46.94% |
83.44% / $785.80 |
$4.20 / $5.70 / $1.50 / 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) |
PUT |
790.00 |
18.76% |
$5.70 / 13 |
$6.40 / 5 |
0 / 7 |
25.552618% |
-0.253548 |
-0.465146 |
0.004728 |
0.651536 |
-0.133147 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
730.00 |
1.94% |
0 / 0 |
$1.50 / 5 |
0 / 10 |
33.138078% |
-0.051520 |
-0.157039 |
0.001560 |
0.214957 |
-0.026652 |
|
558 |
Legs |
10/13(18) |
PUT |
780.00 / 730.00 |
$260 / $4,740 / 0.06 |
86.19% / $58.75 / 1.24% / 21.41% |
87.30% / $777.40 |
$2.60 / $4.10 / $1.50 / 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) |
PUT |
780.00 |
13.81% |
$4.10 / 14 |
$5.40 / 17 |
0 / 32 |
26.811523% |
-0.206305 |
-0.416558 |
0.004212 |
0.580405 |
-0.108010 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
730.00 |
1.94% |
0 / 0 |
$1.50 / 5 |
0 / 10 |
33.138078% |
-0.051520 |
-0.157039 |
0.001560 |
0.214957 |
-0.026652 |
|
|
263 |
|
11/17(53) |
PUT |
810.00 / 750.00 |
$690 / $5,310 / 0.13 |
83.30% / $39.75 / 0.75% / 4.69% |
84.79% / $803.10 |
$6.90 / $13.30 / $6.40 / 5 |
65 / 42.77% / 88 |
2 |
Legs |
Vertical |
Bullish |
$889.51 (-0.04%) / 176K |
|
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) |
11/17/2023 (M) |
PUT |
810.00 |
16.70% |
$13.30 / 6 |
$14.30 / 6 |
1 / 7 |
35.167045% |
-0.218298 |
-0.348032 |
0.002033 |
1.048299 |
-0.337457 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
750.00 |
6.84% |
$3.20 / 15 |
$6.40 / 5 |
0 / 1 |
35.846014% |
-0.104646 |
-0.218035 |
0.001251 |
0.645076 |
-0.159203 |
|
336 |
Legs |
11/17(53) |
PUT |
800.00 / 750.00 |
$520 / $4,480 / 0.12 |
85.43% / $14.46 / 0.32% / 2.00% |
86.46% / $794.80 |
$5.20 / $11.60 / $6.40 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
800.00 |
14.57% |
$11.60 / 5 |
$12.60 / 3 |
0 / 1 |
35.650403% |
-0.196265 |
-0.327949 |
0.001909 |
0.984353 |
-0.302520 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
750.00 |
6.84% |
$3.20 / 15 |
$6.40 / 5 |
0 / 1 |
35.846014% |
-0.104646 |
-0.218035 |
0.001251 |
0.645076 |
-0.159203 |
|
368 |
Legs |
11/17(53) |
PUT |
800.00 / 740.00 |
$560 / $5,440 / 0.10 |
85.43% / $13.29 / 0.24% / 1.51% |
86.54% / $794.40 |
$5.60 / $11.60 / $6.00 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
800.00 |
14.57% |
$11.60 / 5 |
$12.60 / 3 |
0 / 1 |
35.650403% |
-0.196265 |
-0.327949 |
0.001909 |
0.984353 |
-0.302520 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
740.00 |
5.80% |
$2.55 / 8 |
$6.00 / 6 |
0 / 1 |
36.709130% |
-0.090316 |
-0.196170 |
0.001123 |
0.579011 |
-0.137079 |
|
|
822 |
|
12/15(81) |
CALL |
770.00 / 820.00 |
$355 / $4,645 / 0.08 |
87.06% / $16.42 / 0.35% / 1.47% |
87.99% / $773.55 |
$3.55 / $5.70 / $2.15 / 10 |
32 / 29.28% / 58 |
5 |
Legs |
Vertical |
Bearish |
$681.48 (-0.14%) / 161K |
|
Earnings: 10/27 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
770.00 |
12.94% |
$5.70 / 19 |
$7.00 / 9 |
0 / 60 |
22.400462% |
0.246277 |
-0.198296 |
0.003171 |
1.039873 |
0.360947 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
820.00 |
4.02% |
$0.65 / 33 |
$2.15 / 10 |
0 / 2 |
21.059568% |
0.131489 |
-0.132255 |
0.002145 |
0.703598 |
0.195188 |
|
751 |
Legs |
12/15(81) |
CALL |
760.00 / 820.00 |
$495 / $5,505 / 0.09 |
84.15% / $51.38 / 0.93% / 3.91% |
85.64% / $764.95 |
$4.95 / $7.10 / $2.15 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
760.00 |
15.85% |
$7.10 / 33 |
$8.00 / 7 |
0 / 56 |
22.011921% |
0.275493 |
-0.210835 |
0.003359 |
1.101510 |
0.402521 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
820.00 |
4.02% |
$0.65 / 33 |
$2.15 / 10 |
0 / 2 |
21.059568% |
0.131489 |
-0.132255 |
0.002145 |
0.703598 |
0.195188 |
|
475 |
Legs |
12/15(81) |
CALL |
740.00 / 800.00 |
$870 / $5,130 / 0.17 |
76.98% / $110.61 / 2.16% / 9.21% |
80.32% / $748.70 |
$8.70 / $11.80 / $3.10 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
740.00 |
23.02% |
$11.80 / 27 |
$12.40 / 7 |
0 / 40 |
22.503467% |
0.339888 |
-0.233233 |
0.003683 |
1.208034 |
0.493218 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
800.00 |
6.62% |
$2.45 / 18 |
$3.10 / 7 |
2 / 11 |
21.719006% |
0.171217 |
-0.158458 |
0.002557 |
0.838771 |
0.252990 |
|
406 |
Legs |
12/15(81) |
CALL |
740.00 / 790.00 |
$800 / $4,200 / 0.19 |
76.98% / $69.44 / 1.65% / 7.00% |
80.06% / $748.00 |
$8.00 / $11.80 / $3.80 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
740.00 |
23.02% |
$11.80 / 27 |
$12.40 / 7 |
0 / 40 |
22.503467% |
0.339888 |
-0.233233 |
0.003683 |
1.208034 |
0.493218 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
790.00 |
8.36% |
$3.40 / 10 |
$3.80 / 5 |
0 / 11 |
21.760130% |
0.194133 |
-0.171868 |
0.002766 |
0.907167 |
0.286122 |
|
359 |
Legs |
12/15(81) |
CALL |
740.00 / 780.00 |
$690 / $3,310 / 0.21 |
76.98% / $28.05 / 0.85% / 3.55% |
79.66% / $746.90 |
$6.90 / $11.80 / $4.90 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
740.00 |
23.02% |
$11.80 / 27 |
$12.40 / 7 |
0 / 40 |
22.503467% |
0.339888 |
-0.233233 |
0.003683 |
1.208034 |
0.493218 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
780.00 |
10.46% |
$4.20 / 32 |
$4.90 / 6 |
0 / 49 |
21.692418% |
0.219149 |
-0.185223 |
0.002972 |
0.974627 |
0.322118 |
|
128 |
Legs |
11/17(53) |
CALL |
740.00 / 780.00 |
$510 / $3,490 / 0.15 |
81.99% / $85.66 / 2.45% / 16.05% |
84.08% / $745.10 |
$5.10 / $7.70 / $2.60 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
740.00 |
18.01% |
$7.70 / 2 |
$8.40 / 12 |
0 / 2 |
23.403103% |
0.289704 |
-0.260991 |
0.004203 |
0.924452 |
0.287891 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
780.00 |
6.08% |
$1.75 / 51 |
$2.60 / 6 |
0 / 8 |
22.165378% |
0.159400 |
-0.182621 |
0.002983 |
0.656011 |
0.160251 |
|
|
612 |
|
10/13(18) |
PUT |
760.00 / 700.00 |
$270 / $5,730 / 0.05 |
86.95% / $1.67 / 0.03% / 0.46% |
87.78% / $757.30 |
$2.70 / $3.80 / $1.10 / 11 |
64 / 30.28% / 97 |
|
Legs |
Vertical |
Bullish |
$830.03 (+2.68%) / 2.78M |
|
Earnings: 12/14 |
|
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) |
10/13/2023 (W) |
PUT |
760.00 |
13.05% |
$3.80 / 11 |
$4.10 / 43 |
3 / 54 |
31.926999% |
-0.191068 |
-0.543176 |
0.003035 |
0.554052 |
-0.101491 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
700.00 |
2.36% |
$0.65 / 89 |
$1.10 / 119 |
22 / 9 |
37.664248% |
-0.051116 |
-0.210872 |
0.001170 |
0.213626 |
-0.026755 |
|
94 |
|
10/27(32) |
CALL |
700.00 / 760.00 |
$465 / $5,535 / 0.08 |
76.57% / $1.43 / 0.03% / 0.25% |
79.15% / $704.65 |
$4.65 / $5.90 / $1.25 / 2 |
93 / 78.47% / 15 |
5 |
Legs |
Vertical |
Bearish |
$661.07 (-1.16%) / 468K |
|
Earnings: 10/12 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
700.00 |
23.43% |
$5.90 / 2 |
$7.10 / 8 |
0 / 40 |
22.299930% |
0.334631 |
-0.374266 |
0.005015 |
0.757140 |
0.203943 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
760.00 |
3.56% |
$0.35 / 95 |
$1.25 / 33 |
0 / 9 |
23.839352% |
0.119275 |
-0.203488 |
0.002746 |
0.414513 |
0.074013 |
|
508 |
Legs |
10/13(18) |
CALL |
700.00 / 750.00 |
$205 / $4,795 / 0.04 |
82.21% / $4.92 / 0.10% / 1.63% |
83.46% / $702.05 |
$2.05 / $2.70 / $0.65 / 18 |
|
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 |
700.00 |
17.79% |
$2.70 / 18 |
$3.80 / 8 |
2 / 39 |
21.852936% |
0.281222 |
-0.441416 |
0.005947 |
0.548742 |
0.106704 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
750.00 |
1.85% |
$0.05 / 28 |
$0.65 / 31 |
0 / 9 |
24.473931% |
0.082853 |
-0.198767 |
0.002693 |
0.248429 |
0.031870 |
|
269 |
Legs |
10/13(18) |
CALL |
690.00 / 750.00 |
$495 / $5,505 / 0.09 |
75.20% / $175.02 / 3.18% / 63.71% |
78.85% / $694.95 |
$4.95 / $5.60 / $0.65 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
690.00 |
24.80% |
$5.60 / 9 |
$6.20 / 2 |
0 / 3 |
23.170964% |
0.340541 |
-0.480484 |
0.006463 |
0.596299 |
0.128723 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
750.00 |
1.85% |
$0.05 / 28 |
$0.65 / 31 |
0 / 9 |
24.473931% |
0.082853 |
-0.198767 |
0.002693 |
0.248429 |
0.031870 |
|
219 |
Legs |
10/13(18) |
CALL |
690.00 / 740.00 |
$485 / $4,515 / 0.11 |
75.20% / $100.90 / 2.23% / 41.64% |
78.78% / $694.85 |
$4.85 / $5.60 / $0.75 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
690.00 |
24.80% |
$5.60 / 9 |
$6.20 / 2 |
0 / 3 |
23.170964% |
0.340541 |
-0.480484 |
0.006463 |
0.596299 |
0.128723 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
740.00 |
3.14% |
$0.25 / 27 |
$0.75 / 9 |
7 / 4 |
23.547368% |
0.109514 |
-0.244248 |
0.003306 |
0.305033 |
0.042034 |
|
168 |
Legs |
10/13(18) |
CALL |
690.00 / 730.00 |
$460 / $3,540 / 0.13 |
75.20% / $28.52 / 0.81% / 13.47% |
78.60% / $694.60 |
$4.60 / $5.60 / $1.00 / 8 |
|
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 |
690.00 |
24.80% |
$5.60 / 9 |
$6.20 / 2 |
0 / 3 |
23.170964% |
0.340541 |
-0.480484 |
0.006463 |
0.596299 |
0.128723 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
730.00 |
5.15% |
$0.75 / 14 |
$1.00 / 8 |
0 / 13 |
23.476291% |
0.142316 |
-0.293524 |
0.003969 |
0.366240 |
0.054491 |
|
279 |
Legs |
10/13(18) |
CALL |
680.00 / 740.00 |
$785 / $5,215 / 0.15 |
66.81% / $204.45 / 3.92% / 83.25% |
73.50% / $687.85 |
$7.85 / $8.60 / $0.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
680.00 |
33.19% |
$8.60 / 1 |
$9.40 / 9 |
2 / 4 |
23.528322% |
0.405033 |
-0.508859 |
0.006831 |
0.630232 |
0.152452 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
740.00 |
3.14% |
$0.25 / 27 |
$0.75 / 9 |
7 / 4 |
23.547368% |
0.109514 |
-0.244248 |
0.003306 |
0.305033 |
0.042034 |
|
|
606 |
|
11/17(53) |
CALL |
670.00 / 700.00 |
$125 / $2,875 / 0.04 |
94.04% / $9.41 / 0.33% / 2.03% |
94.23% / $671.25 |
$1.25 / $2.80 / $1.55 / 13 |
41 / 35.63% / 23 |
5 |
Legs |
Vertical |
Bearish |
$554.09 (+0.83%) / 1.11M |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
670.00 |
5.96% |
$2.80 / 13 |
$2.95 / 28 |
0 / 3 |
32.220562% |
0.167347 |
-0.218694 |
0.002646 |
0.550837 |
0.133204 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
700.00 |
2.70% |
$1.45 / 11 |
$1.55 / 21 |
0 / 91 |
33.036841% |
0.110829 |
-0.164113 |
0.001997 |
0.415698 |
0.088914 |
|
588 |
Legs |
11/17(53) |
CALL |
660.00 / 720.00 |
$235 / $5,765 / 0.04 |
92.40% / $68.17 / 1.18% / 7.49% |
92.81% / $662.35 |
$2.35 / $3.50 / $1.15 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
660.00 |
7.60% |
$3.50 / 34 |
$3.70 / 32 |
1 / 253 |
32.032067% |
0.190427 |
-0.237759 |
0.002870 |
0.597523 |
0.151123 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
720.00 |
1.53% |
$0.85 / 20 |
$1.15 / 16 |
2 / 26 |
33.739181% |
0.082615 |
-0.131822 |
0.001609 |
0.334928 |
0.066577 |
|
549 |
Legs |
11/17(53) |
CALL |
660.00 / 700.00 |
$195 / $3,805 / 0.05 |
92.40% / $25.95 / 0.68% / 4.26% |
92.74% / $661.95 |
$1.95 / $3.50 / $1.55 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
660.00 |
7.60% |
$3.50 / 34 |
$3.70 / 32 |
1 / 253 |
32.032067% |
0.190427 |
-0.237759 |
0.002870 |
0.597523 |
0.151123 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
700.00 |
2.70% |
$1.45 / 11 |
$1.55 / 21 |
0 / 91 |
33.036841% |
0.110829 |
-0.164113 |
0.001997 |
0.415698 |
0.088914 |
|
496 |
Legs |
11/17(53) |
CALL |
650.00 / 700.00 |
$285 / $4,715 / 0.06 |
90.39% / $54.39 / 1.15% / 7.30% |
91.00% / $652.85 |
$2.85 / $4.40 / $1.55 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
650.00 |
9.61% |
$4.40 / 53 |
$4.70 / 57 |
2 / 4 |
31.959018% |
0.215759 |
-0.256803 |
0.003092 |
0.643806 |
0.170680 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
700.00 |
2.70% |
$1.45 / 11 |
$1.55 / 21 |
0 / 91 |
33.036841% |
0.110829 |
-0.164113 |
0.001997 |
0.415698 |
0.088914 |
|
456 |
Legs |
11/17(53) |
CALL |
650.00 / 680.00 |
$205 / $2,795 / 0.07 |
90.39% / $7.58 / 0.27% / 1.68% |
90.83% / $652.05 |
$2.05 / $4.40 / $2.35 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
650.00 |
9.61% |
$4.40 / 53 |
$4.70 / 57 |
2 / 4 |
31.959018% |
0.215759 |
-0.256803 |
0.003092 |
0.643806 |
0.170680 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
680.00 |
4.62% |
$2.20 / 35 |
$2.35 / 29 |
0 / 260 |
32.361894% |
0.146452 |
-0.199906 |
0.002424 |
0.504543 |
0.116898 |
|
463 |
Legs |
10/27(32) |
CALL |
645.00 / 670.00 |
$105 / $2,395 / 0.04 |
94.12% / $14.84 / 0.62% / 6.17% |
94.32% / $646.05 |
$1.05 / $2.40 / $1.35 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
645.00 |
5.88% |
$2.40 / 14 |
$2.65 / 20 |
0 / 3 |
33.434412% |
0.160722 |
-0.265431 |
0.003243 |
0.426439 |
0.082287 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
670.00 |
2.45% |
$1.15 / 11 |
$1.35 / 11 |
0 / 2 |
34.187050% |
0.101560 |
-0.192108 |
0.002359 |
0.310164 |
0.052349 |
|
|
931 |
|
12/15(81) |
CALL |
660.00 / 690.00 |
$150 / $2,850 / 0.05 |
92.85% / $8.81 / 0.31% / 1.28% |
93.11% / $661.50 |
$1.50 / $3.10 / $1.60 / 7 |
62 / 44.85% / 92 |
5 |
Legs |
Vertical |
Bearish |
$550.50 (+0.07%) / 2.35M |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
660.00 |
7.15% |
$3.10 / 10 |
$3.30 / 5 |
4 / 31 |
25.839049% |
0.183460 |
-0.156076 |
0.002824 |
0.708635 |
0.216144 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
690.00 |
3.30% |
$1.43 / 7 |
$1.60 / 7 |
0 / 8 |
26.070027% |
0.122243 |
-0.118289 |
0.002155 |
0.540908 |
0.145218 |
|
923 |
Legs |
12/15(81) |
CALL |
650.00 / 710.00 |
$276 / $5,724 / 0.05 |
90.93% / $69.17 / 1.21% / 5.08% |
91.50% / $652.76 |
$2.76 / $4.00 / $1.24 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
650.00 |
9.07% |
$4.00 / 15 |
$4.20 / 10 |
3 / 48 |
25.828985% |
0.208275 |
-0.169039 |
0.003050 |
0.765324 |
0.244608 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
710.00 |
1.88% |
$0.74 / 63 |
$1.24 / 118 |
0 / 16 |
26.653227% |
0.091428 |
-0.095534 |
0.001747 |
0.438544 |
0.109123 |
|
886 |
Legs |
12/15(81) |
CALL |
650.00 / 690.00 |
$240 / $3,760 / 0.06 |
90.93% / $32.65 / 0.87% / 3.63% |
91.43% / $652.40 |
$2.40 / $4.00 / $1.60 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
650.00 |
9.07% |
$4.00 / 15 |
$4.20 / 10 |
3 / 48 |
25.828985% |
0.208275 |
-0.169039 |
0.003050 |
0.765324 |
0.244608 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
690.00 |
3.30% |
$1.43 / 7 |
$1.60 / 7 |
0 / 8 |
26.070027% |
0.122243 |
-0.118289 |
0.002155 |
0.540908 |
0.145218 |
|
926 |
Legs |
12/15(81) |
CALL |
650.00 / 700.00 |
$223 / $4,777 / 0.05 |
90.93% / $12.25 / 0.26% / 1.06% |
91.39% / $652.23 |
$2.23 / $4.00 / $1.77 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
650.00 |
9.07% |
$4.00 / 15 |
$4.20 / 10 |
3 / 48 |
25.828985% |
0.208275 |
-0.169039 |
0.003050 |
0.765324 |
0.244608 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
700.00 |
2.50% |
$0.94 / 51 |
$1.77 / 92 |
50 / 4 |
26.870496% |
0.105918 |
-0.106593 |
0.001946 |
0.488404 |
0.126131 |
|
869 |
Legs |
12/15(81) |
CALL |
650.00 / 680.00 |
$199 / $2,801 / 0.07 |
90.93% / $14.26 / 0.51% / 2.12% |
91.34% / $651.99 |
$1.99 / $4.00 / $2.01 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
650.00 |
9.07% |
$4.00 / 15 |
$4.20 / 10 |
3 / 48 |
25.828985% |
0.208275 |
-0.169039 |
0.003050 |
0.765324 |
0.244608 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
680.00 |
4.31% |
$1.86 / 7 |
$2.01 / 7 |
0 / 3 |
25.942624% |
0.140532 |
-0.130525 |
0.002373 |
0.595563 |
0.166514 |
|
592 |
Legs |
11/17(53) |
CALL |
640.00 / 670.00 |
$125 / $2,875 / 0.04 |
93.08% / $7.89 / 0.27% / 1.70% |
93.34% / $641.25 |
$1.25 / $2.50 / $1.25 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
640.00 |
6.92% |
$2.50 / 28 |
$2.64 / 5 |
12 / 393 |
26.175328% |
0.174963 |
-0.183048 |
0.003348 |
0.563379 |
0.140563 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
670.00 |
2.54% |
$0.77 / 78 |
$1.25 / 68 |
0 / 754 |
26.534046% |
0.103113 |
-0.126545 |
0.002331 |
0.392317 |
0.083529 |
|
|
845 |
|
12/15(81) |
CALL |
600.00 / 660.00 |
$400 / $5,600 / 0.07 |
88.91% / $18.45 / 0.33% / 1.37% |
89.59% / $604.00 |
$4.00 / $6.60 / $2.60 / 6 |
32 / 22.43% / 16 |
5 |
Legs |
Vertical |
Bearish |
$482.39 (+0.42%) / 307K |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
600.00 |
11.09% |
$6.60 / 8 |
$7.50 / 24 |
0 / 83 |
38.742014% |
0.253028 |
-0.247823 |
0.002564 |
0.746628 |
0.246166 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
660.00 |
4.01% |
$0.80 / 31 |
$2.60 / 6 |
0 / 12 |
35.969452% |
0.150407 |
-0.179366 |
0.001873 |
0.545327 |
0.149177 |
|
907 |
Legs |
12/15(81) |
CALL |
600.00 / 700.00 |
$395 / $9,605 / 0.04 |
88.91% / $34.82 / 0.36% / 1.51% |
89.59% / $603.95 |
$3.95 / $6.60 / $2.65 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
600.00 |
11.09% |
$6.60 / 8 |
$7.50 / 24 |
0 / 83 |
38.742014% |
0.253028 |
-0.247823 |
0.002564 |
0.746628 |
0.246166 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
700.00 |
1.90% |
$0.10 / 31 |
$2.65 / 33 |
2 / 2 |
39.878837% |
0.103309 |
-0.137392 |
0.001441 |
0.419552 |
0.103492 |
|
730 |
Legs |
12/15(81) |
CALL |
580.00 / 660.00 |
$730 / $7,270 / 0.10 |
84.95% / $142.98 / 1.97% / 8.37% |
86.51% / $587.30 |
$7.30 / $9.90 / $2.60 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
580.00 |
15.05% |
$9.90 / 7 |
$10.50 / 22 |
0 / 40 |
39.358252% |
0.296846 |
-0.269222 |
0.002774 |
0.807843 |
0.286511 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
660.00 |
4.01% |
$0.80 / 31 |
$2.60 / 6 |
0 / 12 |
35.969452% |
0.150407 |
-0.179366 |
0.001873 |
0.545327 |
0.149177 |
|
815 |
Legs |
12/15(81) |
CALL |
580.00 / 700.00 |
$725 / $11,275 / 0.06 |
84.95% / $225.41 / 2.00% / 8.52% |
86.50% / $587.25 |
$7.25 / $9.90 / $2.65 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
580.00 |
15.05% |
$9.90 / 7 |
$10.50 / 22 |
0 / 40 |
39.358252% |
0.296846 |
-0.269222 |
0.002774 |
0.807843 |
0.286511 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
700.00 |
1.90% |
$0.10 / 31 |
$2.65 / 33 |
2 / 2 |
39.878837% |
0.103309 |
-0.137392 |
0.001441 |
0.419552 |
0.103492 |
|
785 |
Legs |
12/15(81) |
CALL |
580.00 / 680.00 |
$695 / $9,305 / 0.08 |
84.95% / $141.21 / 1.52% / 6.42% |
86.44% / $586.95 |
$6.95 / $9.90 / $2.95 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
580.00 |
15.05% |
$9.90 / 7 |
$10.50 / 22 |
0 / 40 |
39.358252% |
0.296846 |
-0.269222 |
0.002774 |
0.807843 |
0.286511 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
680.00 |
2.77% |
$0.05 / 31 |
$2.95 / 15 |
0 / 22 |
37.870382% |
0.124973 |
-0.157683 |
0.001650 |
0.480520 |
0.124600 |
|
493 |
Legs |
11/17(53) |
CALL |
580.00 / 640.00 |
$320 / $5,680 / 0.06 |
89.48% / $33.60 / 0.59% / 3.69% |
90.14% / $583.20 |
$3.20 / $6.00 / $2.80 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
580.00 |
10.52% |
$6.00 / 15 |
$6.40 / 23 |
5 / 20 |
40.941046% |
0.235799 |
-0.288480 |
0.003014 |
0.588607 |
0.158217 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
640.00 |
2.75% |
$1.30 / 6 |
$2.80 / 38 |
0 / 2 |
42.399713% |
0.117779 |
-0.183309 |
0.001933 |
0.377429 |
0.080545 |
|
|
593 |
|
11/17(53) |
CALL |
600.00 / 640.00 |
$160 / $3,840 / 0.04 |
92.76% / $21.15 / 0.55% / 3.43% |
93.08% / $601.60 |
$1.60 / $5.80 / $4.20 / 6 |
36 / 6.93% / 48 |
5 |
Legs |
Vertical |
Bearish |
$505.83 (+0.08%) / 139K |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
600.00 |
7.24% |
$5.80 / 6 |
$7.10 / 20 |
0 / 26 |
38.327215% |
0.183642 |
-0.201471 |
0.003246 |
0.534119 |
0.133980 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
640.00 |
2.11% |
$2.95 / 6 |
$4.20 / 6 |
0 / 4 |
40.895583% |
0.096342 |
-0.128287 |
0.002087 |
0.343280 |
0.071108 |
|
788 |
Legs |
12/15(81) |
CALL |
580.00 / 680.00 |
$600 / $9,400 / 0.06 |
82.71% / $182.27 / 1.94% / 8.25% |
84.56% / $586.00 |
$6.00 / $11.10 / $5.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
580.00 |
17.29% |
$11.10 / 1 |
$15.50 / 1 |
0 / 83 |
35.516991% |
0.303065 |
-0.222412 |
0.003495 |
0.857403 |
0.318344 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
680.00 |
1.79% |
$0.85 / 11 |
$5.10 / 1 |
0 / 15 |
37.897590% |
0.092559 |
-0.102856 |
0.001659 |
0.406999 |
0.100356 |
|
783 |
Legs |
12/15(81) |
CALL |
580.00 / 660.00 |
$500 / $7,500 / 0.07 |
82.71% / $20.31 / 0.27% / 1.12% |
84.26% / $585.00 |
$5.00 / $11.10 / $6.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
580.00 |
17.29% |
$11.10 / 1 |
$15.50 / 1 |
0 / 83 |
35.516991% |
0.303065 |
-0.222412 |
0.003495 |
0.857403 |
0.318344 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
660.00 |
2.99% |
$2.00 / 1 |
$6.10 / 2 |
0 / 15 |
37.507594% |
0.120353 |
-0.124811 |
0.002006 |
0.492063 |
0.129857 |
|
466 |
Legs |
11/17(53) |
CALL |
580.00 / 640.00 |
$340 / $5,660 / 0.06 |
87.64% / $88.96 / 1.57% / 10.05% |
88.67% / $583.40 |
$3.40 / $7.60 / $4.20 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
580.00 |
12.36% |
$7.60 / 8 |
$9.70 / 7 |
0 / 26 |
36.751815% |
0.244823 |
-0.239779 |
0.003839 |
0.631679 |
0.177322 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
640.00 |
2.11% |
$2.95 / 6 |
$4.20 / 6 |
0 / 4 |
40.895583% |
0.096342 |
-0.128287 |
0.002087 |
0.343280 |
0.071108 |
|
624 |
Legs |
12/15(81) |
CALL |
560.00 / 680.00 |
$1,090 / $10,910 / 0.10 |
75.43% / $440.79 / 4.04% / 17.76% |
79.62% / $570.90 |
$10.90 / $16.00 / $5.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
560.00 |
24.57% |
$16.00 / 7 |
$19.90 / 20 |
0 / 87 |
35.219940% |
0.368054 |
-0.242124 |
0.003771 |
0.925232 |
0.383034 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
680.00 |
1.79% |
$0.85 / 11 |
$5.10 / 1 |
0 / 15 |
37.897590% |
0.092559 |
-0.102856 |
0.001659 |
0.406999 |
0.100356 |
|
603 |
Legs |
12/15(81) |
CALL |
560.00 / 660.00 |
$990 / $9,010 / 0.11 |
75.43% / $242.70 / 2.69% / 11.60% |
79.25% / $569.90 |
$9.90 / $16.00 / $6.10 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
560.00 |
24.57% |
$16.00 / 7 |
$19.90 / 20 |
0 / 87 |
35.219940% |
0.368054 |
-0.242124 |
0.003771 |
0.925232 |
0.383034 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
660.00 |
2.99% |
$2.00 / 1 |
$6.10 / 2 |
0 / 15 |
37.507594% |
0.120353 |
-0.124811 |
0.002006 |
0.492063 |
0.129857 |
|
|
597 |
|
10/13(18) |
CALL |
600.00 / 625.00 |
$123 / $2,377 / 0.05 |
88.89% / $14.52 / 0.61% / 10.07% |
89.60% / $601.23 |
$1.23 / $1.72 / $0.49 / 11 |
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 |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
600.00 |
11.11% |
$1.72 / 11 |
$1.88 / 19 |
6 / 59 |
21.776318% |
0.214475 |
-0.299491 |
0.006728 |
0.402133 |
0.069507 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
625.00 |
2.37% |
$0.22 / 130 |
$0.49 / 82 |
0 / 3 |
22.277236% |
0.093497 |
-0.169878 |
0.003852 |
0.230237 |
0.030536 |
|
764 |
Legs |
10/06(11) |
CALL |
600.00 / 620.00 |
$78 / $1,922 / 0.04 |
93.23% / $31.19 / 1.62% / 44.59% |
93.61% / $600.78 |
$0.78 / $1.17 / $0.39 / 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 |
600.00 |
6.77% |
$1.17 / 13 |
$1.28 / 7 |
74 / 170 |
23.944100% |
0.162520 |
-0.302537 |
0.006865 |
0.279757 |
0.036273 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
620.00 |
1.26% |
$0.19 / 111 |
$0.39 / 63 |
0 / 4 |
24.598174% |
0.067024 |
-0.158774 |
0.003626 |
0.147782 |
0.015043 |
|
760 |
Legs |
10/06(11) |
CALL |
600.00 / 615.00 |
$61 / $1,439 / 0.04 |
93.23% / $11.81 / 0.82% / 20.59% |
93.53% / $600.61 |
$0.61 / $1.17 / $0.56 / 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 |
600.00 |
6.77% |
$1.17 / 13 |
$1.28 / 7 |
74 / 170 |
23.944100% |
0.162520 |
-0.302537 |
0.006865 |
0.279757 |
0.036273 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
615.00 |
2.00% |
$0.36 / 34 |
$0.56 / 179 |
45 / 32 |
24.820033% |
0.085132 |
-0.190764 |
0.004351 |
0.177313 |
0.019084 |
|
740 |
Legs |
10/06(11) |
CALL |
600.00 / 610.00 |
$51 / $949 / 0.05 |
93.23% / $6.76 / 0.71% / 17.64% |
93.48% / $600.51 |
$0.51 / $1.17 / $0.66 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
600.00 |
6.77% |
$1.17 / 13 |
$1.28 / 7 |
74 / 170 |
23.944100% |
0.162520 |
-0.302537 |
0.006865 |
0.279757 |
0.036273 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
610.00 |
3.08% |
$0.59 / 21 |
$0.66 / 9 |
6 / 60 |
24.399827% |
0.106870 |
-0.225859 |
0.005144 |
0.209613 |
0.023925 |
|
501 |
Legs |
10/13(18) |
CALL |
595.00 / 625.00 |
$182 / $2,818 / 0.07 |
85.65% / $38.06 / 1.35% / 23.53% |
86.90% / $596.82 |
$1.82 / $2.31 / $0.49 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
595.00 |
14.35% |
$2.31 / 11 |
$2.49 / 6 |
1 / 42 |
21.645737% |
0.247415 |
-0.325188 |
0.007287 |
0.435542 |
0.080030 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
625.00 |
2.37% |
$0.22 / 130 |
$0.49 / 82 |
0 / 3 |
22.277236% |
0.093497 |
-0.169878 |
0.003852 |
0.230237 |
0.030536 |
|
719 |
Legs |
10/06(11) |
CALL |
595.00 / 625.00 |
$130 / $2,870 / 0.05 |
90.37% / $75.46 / 2.63% / 81.22% |
91.19% / $596.30 |
$1.30 / $1.64 / $0.34 / 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 |
595.00 |
9.63% |
$1.64 / 12 |
$1.77 / 10 |
148 / 31 |
23.776821% |
0.196848 |
-0.342029 |
0.007744 |
0.315588 |
0.043859 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
625.00 |
0.78% |
$0.13 / 75 |
$0.34 / 177 |
43 / 26 |
25.425678% |
0.052157 |
-0.130268 |
0.002979 |
0.121400 |
0.011720 |
|
|
839 |
|
12/15(81) |
CALL |
590.00 / 650.00 |
$375 / $5,625 / 0.07 |
86.33% / $15.43 / 0.27% / 1.14% |
87.36% / $593.75 |
$3.75 / $5.20 / $1.45 / 39 |
48 / 38.16% / 46 |
5 |
Legs |
Vertical |
Bearish |
$508.57 (+0.83%) / 1.23M |
|
Earnings: 12/05 / Ex-Div: 10/05 ($0.90) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
590.00 |
13.67% |
$5.20 / 48 |
$5.50 / 25 |
6 / 15 |
26.508872% |
0.264161 |
-0.196010 |
0.003424 |
0.805551 |
0.281711 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
650.00 |
3.32% |
$1.25 / 20 |
$1.45 / 39 |
0 / 1 |
27.808156% |
0.125350 |
-0.121842 |
0.002160 |
0.508231 |
0.136322 |
|
742 |
Legs |
12/15(81) |
CALL |
580.00 / 640.00 |
$505 / $5,495 / 0.09 |
83.26% / $31.65 / 0.58% / 2.40% |
84.87% / $585.05 |
$5.05 / $6.70 / $1.65 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
580.00 |
16.74% |
$6.70 / 59 |
$7.00 / 9 |
1 / 28 |
26.543919% |
0.294894 |
-0.207463 |
0.003611 |
0.849731 |
0.313190 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
640.00 |
4.30% |
$1.55 / 6 |
$1.65 / 6 |
0 / 6 |
27.236624% |
0.143278 |
-0.133820 |
0.002368 |
0.557095 |
0.155392 |
|
629 |
Legs |
12/15(81) |
CALL |
570.00 / 630.00 |
$660 / $5,340 / 0.12 |
79.72% / $42.00 / 0.79% / 3.29% |
82.11% / $576.60 |
$6.60 / $8.70 / $2.10 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
570.00 |
20.28% |
$8.70 / 31 |
$9.00 / 22 |
1 / 40 |
26.793135% |
0.327749 |
-0.217990 |
0.003780 |
0.889491 |
0.346542 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
630.00 |
5.52% |
$1.95 / 13 |
$2.10 / 9 |
0 / 13 |
27.015223% |
0.163184 |
-0.146178 |
0.002581 |
0.607245 |
0.176462 |
|
585 |
Legs |
12/15(81) |
CALL |
570.00 / 620.00 |
$605 / $4,395 / 0.14 |
79.72% / $3.25 / 0.07% / 0.31% |
81.92% / $576.05 |
$6.05 / $8.70 / $2.65 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
570.00 |
20.28% |
$8.70 / 31 |
$9.00 / 22 |
1 / 40 |
26.793135% |
0.327749 |
-0.217990 |
0.003780 |
0.889491 |
0.346542 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
7.02% |
$2.45 / 19 |
$2.65 / 24 |
0 / 12 |
26.767174% |
0.185163 |
-0.158770 |
0.002797 |
0.658017 |
0.199604 |
|
469 |
Legs |
12/15(81) |
CALL |
560.00 / 620.00 |
$845 / $5,155 / 0.16 |
75.69% / $45.22 / 0.88% / 3.67% |
79.13% / $568.45 |
$8.45 / $11.10 / $2.65 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
560.00 |
24.31% |
$11.10 / 21 |
$11.50 / 34 |
0 / 441 |
27.080694% |
0.362610 |
-0.227303 |
0.003925 |
0.923611 |
0.381573 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
7.02% |
$2.45 / 19 |
$2.65 / 24 |
0 / 12 |
26.767174% |
0.185163 |
-0.158770 |
0.002797 |
0.658017 |
0.199604 |
|
119 |
Legs |
11/17(53) |
CALL |
550.00 / 610.00 |
$635 / $5,365 / 0.12 |
75.34% / $17.65 / 0.33% / 2.04% |
78.60% / $556.35 |
$6.35 / $7.50 / $1.15 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
550.00 |
24.66% |
$7.50 / 25 |
$7.90 / 47 |
18 / 77 |
24.905920% |
0.356598 |
-0.272602 |
0.004768 |
0.752252 |
0.257290 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
610.00 |
4.92% |
$1.00 / 7 |
$1.15 / 19 |
0 / 101 |
25.616365% |
0.148239 |
-0.165866 |
0.002959 |
0.466837 |
0.109516 |
|
|
635 |
|
12/15(81) |
CALL |
580.00 / 660.00 |
$830 / $7,170 / 0.12 |
78.84% / $27.92 / 0.39% / 1.62% |
81.36% / $588.30 |
$8.30 / $11.20 / $2.90 / 1 |
79 / 59.55% / 41 |
5 |
Legs |
Vertical |
Bearish |
$510.57 (+1.07%) / 237K |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
580.00 |
21.16% |
$11.20 / 1 |
$11.80 / 16 |
0 / 16 |
32.103031% |
0.346315 |
-0.268293 |
0.003215 |
0.911992 |
0.357943 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
660.00 |
5.22% |
$1.15 / 6 |
$2.90 / 6 |
0 / 51 |
31.262691% |
0.165550 |
-0.177402 |
0.002167 |
0.614901 |
0.176182 |
|
57 |
Legs |
11/17(53) |
CALL |
560.00 / 620.00 |
$830 / $5,170 / 0.16 |
75.87% / $53.22 / 1.03% / 6.49% |
79.30% / $568.30 |
$8.30 / $11.70 / $3.40 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
560.00 |
24.13% |
$11.70 / 8 |
$12.40 / 7 |
0 / 44 |
34.063221% |
0.361073 |
-0.329236 |
0.003984 |
0.758039 |
0.256077 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
620.00 |
6.74% |
$2.95 / 7 |
$3.40 / 15 |
0 / 3 |
34.475296% |
0.181344 |
-0.227886 |
0.002805 |
0.533616 |
0.131735 |
|
44 |
Legs |
11/17(53) |
CALL |
560.00 / 610.00 |
$750 / $4,250 / 0.18 |
75.87% / $1.48 / 0.03% / 0.21% |
78.98% / $567.50 |
$7.50 / $11.70 / $4.20 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
560.00 |
24.13% |
$11.70 / 8 |
$12.40 / 7 |
0 / 44 |
34.063221% |
0.361073 |
-0.329236 |
0.003984 |
0.758039 |
0.256077 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
610.00 |
8.56% |
$3.10 / 10 |
$4.20 / 15 |
0 / 1 |
33.483360% |
0.205640 |
-0.246592 |
0.003028 |
0.576174 |
0.148889 |
|
38 |
Legs |
11/17(53) |
CALL |
550.00 / 610.00 |
$1,030 / $4,970 / 0.21 |
71.29% / $31.24 / 0.63% / 3.92% |
76.00% / $560.30 |
$10.30 / $14.50 / $4.20 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
550.00 |
28.71% |
$14.50 / 8 |
$15.00 / 1 |
8 / 38 |
34.047106% |
0.398435 |
-0.340672 |
0.004106 |
0.781200 |
0.281123 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
610.00 |
8.56% |
$3.10 / 10 |
$4.20 / 15 |
0 / 1 |
33.483360% |
0.205640 |
-0.246592 |
0.003028 |
0.576174 |
0.148889 |
|
250 |
Legs |
10/20(25) |
CALL |
530.00 / 590.00 |
$910 / $5,090 / 0.18 |
64.80% / $31.02 / 0.61% / 7.56% |
71.45% / $539.10 |
$9.10 / $10.40 / $1.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
530.00 |
35.20% |
$10.40 / 17 |
$11.10 / 5 |
2 / 183 |
29.887387% |
0.433388 |
-0.479914 |
0.005867 |
0.567937 |
0.160532 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
590.00 |
5.98% |
$0.50 / 6 |
$1.30 / 1 |
0 / 38 |
29.261531% |
0.161794 |
-0.292970 |
0.003656 |
0.353855 |
0.061553 |
|
222 |
Legs |
10/20(25) |
PUT |
500.00 / 440.00 |
$955 / $5,045 / 0.19 |
63.48% / $24.67 / 0.49% / 6.03% |
70.63% / $490.45 |
$9.55 / $11.30 / $1.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
500.00 |
36.52% |
$11.30 / 20 |
$11.80 / 1 |
3 / 522 |
31.297284% |
-0.390729 |
-0.416273 |
0.005726 |
0.554241 |
-0.174856 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
440.00 |
6.26% |
$1.30 / 17 |
$1.75 / 6 |
0 / 6 |
37.371143% |
-0.104909 |
-0.202906 |
0.002711 |
0.262365 |
-0.045520 |
|
|
772 |
|
12/15(81) |
CALL |
560.00 / 620.00 |
$390 / $5,610 / 0.07 |
82.30% / $30.50 / 0.54% / 2.26% |
83.95% / $563.90 |
$3.90 / $5.00 / $1.10 / 15 |
62 / 38.28% / 25 |
5 |
Legs |
Vertical |
Bearish |
$502.79 (+0.24%) / 1.2M |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
560.00 |
17.70% |
$5.00 / 15 |
$5.30 / 28 |
1 / 262 |
20.676378% |
0.294858 |
-0.170375 |
0.004526 |
0.841083 |
0.316489 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
2.93% |
$0.10 / 30 |
$1.10 / 52 |
0 / 122 |
20.919403% |
0.112318 |
-0.091691 |
0.002505 |
0.465446 |
0.123118 |
|
568 |
Legs |
12/15(81) |
CALL |
550.00 / 600.00 |
$595 / $4,405 / 0.14 |
77.52% / $40.31 / 0.92% / 3.83% |
80.46% / $555.95 |
$5.95 / $7.20 / $1.25 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
550.00 |
22.48% |
$7.20 / 11 |
$7.50 / 26 |
2 / 137 |
21.078857% |
0.337330 |
-0.181670 |
0.004793 |
0.890639 |
0.360385 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
5.70% |
$1.05 / 26 |
$1.25 / 28 |
2 / 297 |
20.324934% |
0.159428 |
-0.117464 |
0.003185 |
0.591933 |
0.173733 |
|
503 |
Legs |
12/15(81) |
CALL |
550.00 / 590.00 |
$545 / $3,455 / 0.16 |
77.52% / $3.09 / 0.09% / 0.37% |
80.22% / $555.45 |
$5.45 / $7.20 / $1.75 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
550.00 |
22.48% |
$7.20 / 11 |
$7.50 / 26 |
2 / 137 |
21.078857% |
0.337330 |
-0.181670 |
0.004793 |
0.890639 |
0.360385 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
590.00 |
7.77% |
$1.55 / 38 |
$1.75 / 18 |
4 / 96 |
20.197078% |
0.187986 |
-0.131012 |
0.003538 |
0.657386 |
0.204175 |
|
462 |
Legs |
12/15(81) |
CALL |
540.00 / 600.00 |
$875 / $5,125 / 0.17 |
71.98% / $111.15 / 2.17% / 9.26% |
76.87% / $548.75 |
$8.75 / $10.00 / $1.25 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
28.02% |
$10.00 / 11 |
$10.40 / 31 |
6 / 141 |
21.539648% |
0.382819 |
-0.191283 |
0.005006 |
0.930343 |
0.406890 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
5.70% |
$1.05 / 26 |
$1.25 / 28 |
2 / 297 |
20.324934% |
0.159428 |
-0.117464 |
0.003185 |
0.591933 |
0.173733 |
|
384 |
Legs |
12/15(81) |
CALL |
540.00 / 590.00 |
$825 / $4,175 / 0.20 |
71.98% / $49.91 / 1.20% / 5.03% |
76.61% / $548.25 |
$8.25 / $10.00 / $1.75 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
28.02% |
$10.00 / 11 |
$10.40 / 31 |
6 / 141 |
21.539648% |
0.382819 |
-0.191283 |
0.005006 |
0.930343 |
0.406890 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
590.00 |
7.77% |
$1.55 / 38 |
$1.75 / 18 |
4 / 96 |
20.197078% |
0.187986 |
-0.131012 |
0.003538 |
0.657386 |
0.204175 |
|
73 |
Legs |
11/17(53) |
CALL |
540.00 / 580.00 |
$530 / $3,470 / 0.15 |
76.73% / $58.35 / 1.68% / 10.78% |
80.04% / $545.30 |
$5.30 / $6.70 / $1.40 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
540.00 |
23.27% |
$6.70 / 6 |
$7.00 / 36 |
1 / 89 |
22.196443% |
0.337052 |
-0.218143 |
0.005852 |
0.729201 |
0.245643 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
580.00 |
5.97% |
$1.20 / 17 |
$1.40 / 20 |
0 / 8 |
21.710520% |
0.158825 |
-0.141294 |
0.003880 |
0.483565 |
0.117664 |
|
|
56 |
|
11/17(53) |
CALL |
550.00 / 610.00 |
$840 / $5,160 / 0.16 |
72.37% / $95.94 / 1.86% / 11.98% |
77.02% / $558.40 |
$8.40 / $10.00 / $1.60 / 2 |
83 / 65.94% / 64 |
4 |
Legs |
Vertical |
Bearish |
$513.16 (-0.44%) / 291K |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
550.00 |
27.63% |
$10.00 / 2 |
$10.60 / 5 |
1 / 2 |
26.279196% |
0.379316 |
-0.273026 |
0.004943 |
0.776479 |
0.276956 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
610.00 |
5.60% |
$1.05 / 17 |
$1.60 / 8 |
0 / 1 |
25.308752% |
0.157995 |
-0.169834 |
0.003136 |
0.492654 |
0.118213 |
|
260 |
Legs |
11/17(53) |
CALL |
530.00 / 590.00 |
$1,445 / $4,555 / 0.32 |
59.41% / $25.76 / 0.57% / 3.52% |
69.02% / $544.45 |
$14.45 / $17.40 / $2.95 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
530.00 |
40.59% |
$17.40 / 1 |
$18.30 / 3 |
0 / 3 |
27.232164% |
0.476633 |
-0.288802 |
0.005171 |
0.812311 |
0.344016 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
590.00 |
10.23% |
$2.50 / 6 |
$2.95 / 6 |
0 / 2 |
25.289263% |
0.218055 |
-0.208354 |
0.003828 |
0.601342 |
0.162046 |
|
705 |
Legs |
12/15(81) |
PUT |
470.00 / 410.00 |
$620 / $5,380 / 0.12 |
79.18% / $10.10 / 0.19% / 0.78% |
81.56% / $463.80 |
$6.20 / $9.30 / $3.10 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
470.00 |
20.82% |
$9.30 / 4 |
$9.90 / 2 |
0 / 3 |
29.873441% |
-0.254099 |
-0.162184 |
0.003409 |
0.798605 |
-0.342539 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
410.00 |
5.40% |
$1.35 / 2 |
$3.10 / 6 |
0 / 4 |
33.616385% |
-0.078853 |
-0.076790 |
0.001565 |
0.366599 |
-0.103325 |
|
805 |
Legs |
12/15(81) |
PUT |
460.00 / 400.00 |
$465 / $5,535 / 0.08 |
82.92% / $3.55 / 0.06% / 0.26% |
84.48% / $455.35 |
$4.65 / $7.00 / $2.35 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
460.00 |
17.08% |
$7.00 / 8 |
$9.40 / 7 |
1 / 7 |
31.271108% |
-0.217724 |
-0.149938 |
0.003131 |
0.733447 |
-0.291938 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
400.00 |
4.16% |
$0.15 / 2 |
$2.35 / 6 |
0 / 2 |
32.249322% |
-0.060729 |
-0.063027 |
0.001280 |
0.299816 |
-0.079264 |
|
862 |
Legs |
12/15(81) |
PUT |
450.00 / 400.00 |
$355 / $4,645 / 0.08 |
86.14% / $0.67 / 0.01% / 0.06% |
87.17% / $446.45 |
$3.55 / $5.90 / $2.35 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
450.00 |
13.86% |
$5.90 / 10 |
$7.00 / 7 |
0 / 116 |
31.703533% |
-0.183854 |
-0.136275 |
0.002829 |
0.662681 |
-0.245273 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
400.00 |
4.16% |
$0.15 / 2 |
$2.35 / 6 |
0 / 2 |
32.249322% |
-0.060729 |
-0.063027 |
0.001280 |
0.299816 |
-0.079264 |
|
|
658 |
|
12/15(81) |
CALL |
540.00 / 620.00 |
$720 / $7,280 / 0.10 |
70.71% / $86.79 / 1.19% / 5.01% |
74.92% / $547.20 |
$7.20 / $8.40 / $1.20 / 15 |
90 / 67.91% / 76 |
5 |
Legs |
Vertical |
Bearish |
$504.75 (+0.06%) / 391K |
|
Earnings: 09/27 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
29.29% |
$8.40 / 15 |
$8.90 / 9 |
4 / 25 |
18.795088% |
0.391721 |
-0.187441 |
0.005068 |
0.941357 |
0.419119 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
3.07% |
0 / 0 |
$1.20 / 25 |
0 / 1 |
23.187571% |
0.114573 |
-0.091213 |
0.002557 |
0.474881 |
0.126473 |
|
834 |
Legs |
12/15(81) |
CALL |
530.00 / 620.00 |
$1,080 / $7,920 / 0.14 |
64.26% / $218.51 / 2.76% / 11.89% |
71.19% / $540.80 |
$10.80 / $12.00 / $1.20 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
530.00 |
35.74% |
$12.00 / 15 |
$12.40 / 5 |
3 / 33 |
19.291224% |
0.440615 |
-0.193942 |
0.005203 |
0.966472 |
0.468743 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
3.07% |
0 / 0 |
$1.20 / 25 |
0 / 1 |
23.187571% |
0.114573 |
-0.091213 |
0.002557 |
0.474881 |
0.126473 |
|
213 |
Legs |
11/17(53) |
CALL |
530.00 / 590.00 |
$715 / $5,285 / 0.14 |
67.67% / $59.27 / 1.12% / 7.09% |
73.09% / $537.15 |
$7.15 / $8.60 / $1.45 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
530.00 |
32.33% |
$8.60 / 10 |
$9.00 / 6 |
0 / 33 |
19.808568% |
0.407930 |
-0.228612 |
0.006259 |
0.779533 |
0.297540 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
590.00 |
4.30% |
0 / 0 |
$1.45 / 10 |
0 / 1 |
23.670189% |
0.132936 |
-0.122718 |
0.003465 |
0.431631 |
0.099452 |
|
92 |
Legs |
10/20(25) |
CALL |
530.00 / 570.00 |
$415 / $3,585 / 0.12 |
74.61% / $100.96 / 2.82% / 39.55% |
78.56% / $534.15 |
$4.15 / $5.00 / $0.85 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
530.00 |
25.39% |
$5.00 / 6 |
$5.60 / 15 |
3 / 189 |
21.855741% |
0.345390 |
-0.296402 |
0.008336 |
0.528225 |
0.131842 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
570.00 |
3.11% |
0 / 0 |
$0.85 / 6 |
0 / 17 |
24.396262% |
0.108426 |
-0.146800 |
0.004210 |
0.266771 |
0.042053 |
|
62 |
Legs |
10/20(25) |
CALL |
530.00 / 560.00 |
$375 / $2,625 / 0.14 |
74.61% / $18.51 / 0.71% / 8.80% |
78.19% / $533.75 |
$3.75 / $5.00 / $1.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
530.00 |
25.39% |
$5.00 / 6 |
$5.60 / 15 |
3 / 189 |
21.855741% |
0.345390 |
-0.296402 |
0.008336 |
0.528225 |
0.131842 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
560.00 |
5.79% |
$0.10 / 1 |
$1.25 / 1 |
0 / 54 |
20.282598% |
0.151205 |
-0.185547 |
0.005302 |
0.336003 |
0.058458 |
|
155 |
Legs |
10/20(25) |
CALL |
530.00 / 580.00 |
$375 / $4,625 / 0.08 |
74.61% / $138.02 / 2.98% / 42.31% |
78.19% / $533.75 |
$3.75 / $5.00 / $1.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
530.00 |
25.39% |
$5.00 / 6 |
$5.60 / 15 |
3 / 189 |
21.855741% |
0.345390 |
-0.296402 |
0.008336 |
0.528225 |
0.131842 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
580.00 |
1.57% |
0 / 0 |
$1.25 / 12 |
0 / 2 |
29.680258% |
0.075633 |
-0.112056 |
0.003223 |
0.204230 |
0.029416 |
|
|
870 |
|
12/15(81) |
CALL |
540.00 / 640.00 |
$425 / $9,575 / 0.04 |
85.51% / $32.34 / 0.34% / 1.40% |
86.55% / $544.25 |
$4.25 / $5.50 / $1.25 / 44 |
71 / 63.59% / 64 |
5 |
Legs |
Vertical |
Bearish |
$451.82 (+1.10%) / 801K |
|
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) |
12/15/2023 (M) |
CALL |
540.00 |
14.49% |
$5.50 / 44 |
$5.90 / 6 |
5 / 103 |
31.830846% |
0.285708 |
-0.227674 |
0.003113 |
0.744857 |
0.262350 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
640.00 |
1.92% |
$0.05 / 128 |
$1.25 / 280 |
0 / 138 |
33.565643% |
0.101353 |
-0.117292 |
0.001624 |
0.388634 |
0.096227 |
|
746 |
Legs |
12/15(81) |
CALL |
520.00 / 640.00 |
$765 / $11,235 / 0.07 |
79.78% / $203.96 / 1.82% / 7.71% |
82.14% / $527.65 |
$7.65 / $8.90 / $1.25 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
20.22% |
$8.90 / 7 |
$9.30 / 20 |
16 / 164 |
32.245292% |
0.341345 |
-0.246731 |
0.003360 |
0.803952 |
0.310468 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
640.00 |
1.92% |
$0.05 / 128 |
$1.25 / 280 |
0 / 138 |
33.565643% |
0.101353 |
-0.117292 |
0.001624 |
0.388634 |
0.096227 |
|
671 |
Legs |
12/15(81) |
CALL |
520.00 / 600.00 |
$750 / $7,250 / 0.10 |
79.78% / $34.28 / 0.47% / 1.97% |
82.10% / $527.50 |
$7.50 / $8.90 / $1.40 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
20.22% |
$8.90 / 7 |
$9.30 / 20 |
16 / 164 |
32.245292% |
0.341345 |
-0.246731 |
0.003360 |
0.803952 |
0.310468 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
4.59% |
$1.05 / 70 |
$1.40 / 58 |
0 / 149 |
31.348665% |
0.157468 |
-0.159960 |
0.002206 |
0.527899 |
0.147855 |
|
721 |
Legs |
12/15(81) |
CALL |
520.00 / 620.00 |
$740 / $9,260 / 0.08 |
79.78% / $90.56 / 0.98% / 4.10% |
82.07% / $527.40 |
$7.40 / $8.90 / $1.50 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
20.22% |
$8.90 / 7 |
$9.30 / 20 |
16 / 164 |
32.245292% |
0.341345 |
-0.246731 |
0.003360 |
0.803952 |
0.310468 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
3.00% |
$0.20 / 124 |
$1.50 / 199 |
0 / 40 |
32.260742% |
0.126818 |
-0.137861 |
0.001906 |
0.455938 |
0.119774 |
|
579 |
Legs |
12/15(81) |
CALL |
510.00 / 600.00 |
$970 / $8,030 / 0.12 |
76.37% / $93.49 / 1.16% / 4.89% |
79.68% / $519.70 |
$9.70 / $11.10 / $1.40 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
510.00 |
23.63% |
$11.10 / 12 |
$11.50 / 15 |
2 / 228 |
32.429748% |
0.371477 |
-0.254741 |
0.003461 |
0.828128 |
0.336100 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
4.59% |
$1.05 / 70 |
$1.40 / 58 |
0 / 149 |
31.348665% |
0.157468 |
-0.159960 |
0.002206 |
0.527899 |
0.147855 |
|
83 |
Legs |
11/17(53) |
CALL |
500.00 / 560.00 |
$750 / $5,250 / 0.14 |
76.41% / $36.00 / 0.69% / 4.29% |
79.62% / $507.50 |
$7.50 / $9.30 / $1.80 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
500.00 |
23.59% |
$9.30 / 40 |
$9.70 / 8 |
2 / 32 |
33.402345% |
0.359542 |
-0.305352 |
0.004184 |
0.671218 |
0.224590 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
560.00 |
6.12% |
$1.60 / 40 |
$1.80 / 11 |
0 / 1 |
32.814085% |
0.174535 |
-0.207869 |
0.002880 |
0.462145 |
0.111942 |
|
|
370 |
|
11/17(53) |
CALL |
540.00 / 580.00 |
$320 / $3,680 / 0.09 |
87.92% / $5.67 / 0.15% / 0.95% |
88.65% / $543.20 |
$3.20 / $5.90 / $2.70 / 6 |
41 / 31.28% / 43 |
5 |
Legs |
Vertical |
Bearish |
$449.29 (+2.02%) / 428K |
|
Earnings: 10/26 / Ex-Div: 09/28 ($1) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
540.00 |
12.08% |
$5.90 / 6 |
$7.50 / 50 |
0 / 7 |
42.738397% |
0.257144 |
-0.299263 |
0.003149 |
0.575047 |
0.159121 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
580.00 |
5.24% |
$1.55 / 12 |
$2.70 / 6 |
0 / 4 |
39.846425% |
0.166712 |
-0.230786 |
0.002441 |
0.445641 |
0.104714 |
|
292 |
Legs |
11/17(53) |
CALL |
530.00 / 580.00 |
$470 / $4,530 / 0.10 |
85.39% / $40.14 / 0.89% / 5.57% |
86.63% / $534.70 |
$4.70 / $7.40 / $2.70 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
530.00 |
14.61% |
$7.40 / 1 |
$8.60 / 41 |
0 / 244 |
42.404324% |
0.284417 |
-0.315176 |
0.003312 |
0.604705 |
0.175226 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
580.00 |
5.24% |
$1.55 / 12 |
$2.70 / 6 |
0 / 4 |
39.846425% |
0.166712 |
-0.230786 |
0.002441 |
0.445641 |
0.104714 |
|
241 |
Legs |
11/17(53) |
CALL |
530.00 / 570.00 |
$410 / $3,590 / 0.11 |
85.39% / $15.97 / 0.44% / 2.76% |
86.47% / $534.10 |
$4.10 / $7.40 / $3.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
530.00 |
14.61% |
$7.40 / 1 |
$8.60 / 41 |
0 / 244 |
42.404324% |
0.284417 |
-0.315176 |
0.003312 |
0.604705 |
0.175226 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
570.00 |
6.53% |
$2.70 / 10 |
$3.30 / 6 |
0 / 2 |
40.849356% |
0.186584 |
-0.248083 |
0.002621 |
0.478526 |
0.116800 |
|
446 |
Legs |
12/15(81) |
CALL |
520.00 / 580.00 |
$880 / $5,120 / 0.17 |
78.24% / $5.83 / 0.11% / 0.47% |
80.70% / $528.80 |
$8.80 / $14.00 / $5.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
21.76% |
$14.00 / 7 |
$14.80 / 41 |
0 / 11 |
40.819520% |
0.365784 |
-0.289399 |
0.003006 |
0.818417 |
0.321514 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
8.96% |
$4.90 / 1 |
$5.20 / 1 |
1 / 21 |
40.023524% |
0.230533 |
-0.231958 |
0.002431 |
0.661837 |
0.208064 |
|
188 |
Legs |
11/17(53) |
CALL |
520.00 / 580.00 |
$640 / $5,360 / 0.12 |
82.46% / $76.97 / 1.44% / 9.15% |
84.38% / $526.40 |
$6.40 / $9.10 / $2.70 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
520.00 |
17.54% |
$9.10 / 3 |
$9.90 / 16 |
0 / 19 |
41.993102% |
0.313554 |
-0.329988 |
0.003462 |
0.632065 |
0.192271 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
580.00 |
5.24% |
$1.55 / 12 |
$2.70 / 6 |
0 / 4 |
39.846425% |
0.166712 |
-0.230786 |
0.002441 |
0.445641 |
0.104714 |
|
153 |
Legs |
11/17(53) |
CALL |
520.00 / 570.00 |
$580 / $4,420 / 0.13 |
82.46% / $40.53 / 0.92% / 5.76% |
84.21% / $525.80 |
$5.80 / $9.10 / $3.30 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
520.00 |
17.54% |
$9.10 / 3 |
$9.90 / 16 |
0 / 19 |
41.993102% |
0.313554 |
-0.329988 |
0.003462 |
0.632065 |
0.192271 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
570.00 |
6.53% |
$2.70 / 10 |
$3.30 / 6 |
0 / 2 |
40.849356% |
0.186584 |
-0.248083 |
0.002621 |
0.478526 |
0.116800 |
|
|
196 |
|
11/17(53) |
CALL |
530.00 / 590.00 |
$738 / $5,262 / 0.14 |
67.82% / $11.46 / 0.22% / 1.35% |
73.04% / $537.38 |
$7.38 / $8.05 / $0.67 / 22 |
92 / 72.38% / 97 |
5 |
Legs |
Vertical |
Bearish |
$506.10 (+0.99%) / 4.56M |
|
Earnings: 10/13 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
530.00 |
32.18% |
$8.05 / 22 |
$8.25 / 40 |
31 / 272 |
19.586741% |
0.409098 |
-0.240514 |
0.005852 |
0.778164 |
0.296018 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
590.00 |
5.08% |
$0.24 / 161 |
$0.67 / 159 |
0 / 8 |
19.213609% |
0.146763 |
-0.139101 |
0.003464 |
0.460671 |
0.108966 |
|
460 |
Legs |
10/13(18) |
CALL |
535.00 / 565.00 |
$187 / $2,813 / 0.07 |
82.25% / $9.19 / 0.33% / 5.27% |
83.82% / $536.87 |
$1.87 / $2.43 / $0.56 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
535.00 |
17.75% |
$2.43 / 17 |
$2.61 / 34 |
18 / 36 |
21.521424% |
0.279962 |
-0.325830 |
0.008171 |
0.419372 |
0.081544 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
565.00 |
2.91% |
$0.07 / 178 |
$0.56 / 128 |
0 / 15 |
22.322757% |
0.104658 |
-0.173898 |
0.004404 |
0.226064 |
0.030827 |
|
214 |
Legs |
10/13(18) |
CALL |
530.00 / 555.00 |
$279 / $2,221 / 0.13 |
77.58% / $3.92 / 0.18% / 2.81% |
80.27% / $532.79 |
$2.79 / $3.40 / $0.61 / 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 |
530.00 |
22.42% |
$3.40 / 21 |
$3.60 / 1 |
51 / 148 |
21.636247% |
0.320166 |
-0.347065 |
0.008682 |
0.445618 |
0.093028 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
555.00 |
5.74% |
$0.53 / 10 |
$0.61 / 7 |
0 / 4 |
21.399437% |
0.150259 |
-0.224347 |
0.005667 |
0.290876 |
0.044118 |
|
298 |
Legs |
10/13(18) |
CALL |
530.00 / 560.00 |
$275 / $2,725 / 0.10 |
77.58% / $15.57 / 0.57% / 9.39% |
80.24% / $532.75 |
$2.75 / $3.40 / $0.65 / 21 |
|
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 |
530.00 |
22.42% |
$3.40 / 21 |
$3.60 / 1 |
51 / 148 |
21.636247% |
0.320166 |
-0.347065 |
0.008682 |
0.445618 |
0.093028 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
560.00 |
4.13% |
$0.18 / 131 |
$0.65 / 125 |
0 / 2 |
21.785431% |
0.125923 |
-0.198594 |
0.005024 |
0.257844 |
0.037034 |
|
424 |
Legs |
11/17(53) |
CALL |
520.00 / 580.00 |
$1,118 / $4,882 / 0.23 |
60.03% / $7.93 / 0.16% / 1.00% |
68.69% / $531.18 |
$11.18 / $12.05 / $0.87 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
520.00 |
39.97% |
$12.05 / 7 |
$12.20 / 2 |
113 / 527 |
20.272394% |
0.466434 |
-0.247595 |
0.005985 |
0.795896 |
0.335464 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
580.00 |
7.35% |
$0.54 / 125 |
$0.87 / 148 |
0 / 1 |
18.773289% |
0.178896 |
-0.158641 |
0.003940 |
0.523985 |
0.132386 |
|
81 |
Legs |
10/13(18) |
CALL |
525.00 / 555.00 |
$414 / $2,586 / 0.16 |
72.23% / $37.33 / 1.44% / 25.33% |
76.71% / $529.14 |
$4.14 / $4.75 / $0.61 / 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 |
525.00 |
27.77% |
$4.75 / 13 |
$5.00 / 40 |
37 / 76 |
22.045497% |
0.363010 |
-0.365020 |
0.009106 |
0.467381 |
0.105200 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
555.00 |
5.74% |
$0.53 / 10 |
$0.61 / 7 |
0 / 4 |
21.399437% |
0.150259 |
-0.224347 |
0.005667 |
0.290876 |
0.044118 |
|
|
154 |
|
11/17(53) |
CALL |
530.00 / 550.00 |
$240 / $1,760 / 0.14 |
81.80% / $16.05 / 0.91% / 5.73% |
83.63% / $532.40 |
$2.40 / $4.10 / $1.70 / 3 |
39 / 24.15% / 15 |
5 |
Legs |
Vertical |
Bearish |
$494.97 (-0.13%) / 436K |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
530.00 |
18.20% |
$4.10 / 3 |
$4.40 / 2 |
0 / 39 |
17.335046% |
0.284159 |
-0.147805 |
0.007564 |
0.667389 |
0.209328 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
6.72% |
$0.40 / 9 |
$1.70 / 3 |
0 / 10 |
15.865998% |
0.162944 |
-0.105203 |
0.005494 |
0.484775 |
0.121025 |
|
31 |
Legs |
11/17(53) |
CALL |
520.00 / 550.00 |
$480 / $2,520 / 0.19 |
72.73% / $57.78 / 2.29% / 14.93% |
77.36% / $524.80 |
$4.80 / $6.50 / $1.70 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
520.00 |
27.27% |
$6.50 / 4 |
$7.00 / 4 |
0 / 178 |
17.425951% |
0.359895 |
-0.165352 |
0.008345 |
0.736321 |
0.263773 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
6.72% |
$0.40 / 9 |
$1.70 / 3 |
0 / 10 |
15.865998% |
0.162944 |
-0.105203 |
0.005494 |
0.484775 |
0.121025 |
|
189 |
Legs |
11/17(53) |
CALL |
510.00 / 550.00 |
$840 / $3,160 / 0.27 |
61.64% / $116.56 / 3.69% / 24.91% |
71.08% / $518.40 |
$8.40 / $10.10 / $1.70 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
38.36% |
$10.10 / 4 |
$10.60 / 1 |
9 / 340 |
17.695461% |
0.443197 |
-0.177614 |
0.008808 |
0.777165 |
0.322913 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
6.72% |
$0.40 / 9 |
$1.70 / 3 |
0 / 10 |
15.865998% |
0.162944 |
-0.105203 |
0.005494 |
0.484775 |
0.121025 |
|
243 |
Legs |
10/20(25) |
CALL |
510.00 / 560.00 |
$360 / $4,640 / 0.08 |
67.96% / $195.27 / 4.21% / 64.00% |
73.37% / $513.60 |
$3.60 / $4.60 / $1.00 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
510.00 |
32.04% |
$4.60 / 5 |
$5.00 / 2 |
2 / 80 |
15.700961% |
0.390357 |
-0.231722 |
0.012006 |
0.538954 |
0.147829 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
560.00 |
0.52% |
0 / 0 |
$1.00 / 9 |
0 / 5 |
25.873832% |
0.041216 |
-0.050836 |
0.002763 |
0.124022 |
0.015905 |
|
718 |
Legs |
11/17(53) |
CALL |
500.00 / 550.00 |
$1,350 / $3,650 / 0.37 |
49.24% / $161.85 / 4.43% / 30.53% |
65.72% / $513.50 |
$13.50 / $15.20 / $1.70 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
500.00 |
50.76% |
$15.20 / 1 |
$15.50 / 2 |
0 / 241 |
18.362384% |
0.530784 |
-0.182945 |
0.008870 |
0.782624 |
0.384078 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
6.72% |
$0.40 / 9 |
$1.70 / 3 |
0 / 10 |
15.865998% |
0.162944 |
-0.105203 |
0.005494 |
0.484775 |
0.121025 |
|
883 |
Legs |
10/20(25) |
CALL |
500.00 / 560.00 |
$780 / $5,220 / 0.15 |
50.91% / $339.33 / 6.50% / 112.92% |
64.42% / $507.80 |
$7.80 / $8.80 / $1.00 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
500.00 |
49.09% |
$8.80 / 3 |
$9.30 / 1 |
6 / 141 |
16.090210% |
0.512098 |
-0.246086 |
0.012473 |
0.559914 |
0.192665 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
560.00 |
0.52% |
0 / 0 |
$1.00 / 9 |
0 / 5 |
25.873832% |
0.041216 |
-0.050836 |
0.002763 |
0.124022 |
0.015905 |
|
|
434 |
|
10/20(25) |
PUT |
530.00 / 480.00 |
$305 / $4,695 / 0.07 |
85.82% / $6.67 / 0.14% / 1.72% |
86.89% / $526.95 |
$3.05 / $4.40 / $1.35 / 70 |
99 / 100.00% / 85 |
4 |
Legs |
Vertical |
Bullish |
$588.0001 (+1.01%) / 838K |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
530.00 |
14.18% |
$4.40 / 70 |
$4.70 / 42 |
13 / 148 |
37.440092% |
-0.196086 |
-0.375769 |
0.003394 |
0.459275 |
-0.099324 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
480.00 |
3.26% |
$1.05 / 137 |
$1.35 / 138 |
1 / 121 |
43.623838% |
-0.057973 |
-0.159184 |
0.001423 |
0.192530 |
-0.028833 |
|
485 |
Legs |
10/20(25) |
PUT |
525.00 / 470.00 |
$280 / $5,220 / 0.05 |
87.54% / $36.39 / 0.70% / 8.69% |
88.43% / $522.20 |
$2.80 / $3.90 / $1.10 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
525.00 |
12.46% |
$3.90 / 20 |
$4.10 / 52 |
5 / 22 |
38.053206% |
-0.177691 |
-0.354019 |
0.003193 |
0.432114 |
-0.089817 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
470.00 |
2.32% |
$0.80 / 161 |
$1.10 / 125 |
0 / 36 |
45.234866% |
-0.042334 |
-0.124055 |
0.001107 |
0.149817 |
-0.020991 |
|
517 |
Legs |
10/20(25) |
PUT |
520.00 / 470.00 |
$230 / $4,770 / 0.05 |
89.09% / $18.88 / 0.40% / 4.85% |
89.75% / $517.70 |
$2.30 / $3.40 / $1.10 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
520.00 |
10.91% |
$3.40 / 35 |
$3.60 / 35 |
2 / 137 |
38.627935% |
-0.160263 |
-0.331723 |
0.002989 |
0.404390 |
-0.080843 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
470.00 |
2.32% |
$0.80 / 161 |
$1.10 / 125 |
0 / 36 |
45.234866% |
-0.042334 |
-0.124055 |
0.001107 |
0.149817 |
-0.020991 |
|
521 |
Legs |
10/20(25) |
PUT |
520.00 / 460.00 |
$250 / $5,750 / 0.04 |
89.09% / $56.70 / 0.99% / 12.50% |
89.81% / $517.50 |
$2.50 / $3.40 / $0.90 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
520.00 |
10.91% |
$3.40 / 35 |
$3.60 / 35 |
2 / 137 |
38.627935% |
-0.160263 |
-0.331723 |
0.002989 |
0.404390 |
-0.080843 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
460.00 |
1.63% |
$0.60 / 146 |
$0.90 / 179 |
0 / 51 |
46.827934% |
-0.030074 |
-0.093872 |
0.000837 |
0.113211 |
-0.014870 |
|
366 |
Legs |
10/27(32) |
PUT |
520.00 / 460.00 |
$305 / $5,695 / 0.05 |
86.88% / $7.21 / 0.13% / 1.23% |
87.77% / $516.95 |
$3.05 / $4.40 / $1.35 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
520.00 |
13.12% |
$4.40 / 5 |
$4.60 / 6 |
3 / 109 |
37.604494% |
-0.181068 |
-0.320089 |
0.002900 |
0.487150 |
-0.114698 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
460.00 |
2.67% |
$0.70 / 91 |
$1.35 / 44 |
0 / 1 |
44.506231% |
-0.043934 |
-0.114399 |
0.001024 |
0.171994 |
-0.027236 |
|
|
880 |
|
12/15(81) |
CALL |
520.00 / 620.00 |
$410 / $9,590 / 0.04 |
85.98% / $181.99 / 1.90% / 8.07% |
87.21% / $524.10 |
$4.10 / $5.40 / $1.30 / 8 |
62 / 27.37% / 90 |
5 |
Legs |
Vertical |
Bearish |
$445.21 (-0.36%) / 705K |
|
Earnings: 10/27 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
14.02% |
$5.40 / 8 |
$5.80 / 5 |
0 / 118 |
28.624043% |
0.270700 |
-0.185147 |
0.003755 |
0.714815 |
0.251163 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
0.93% |
$0.05 / 60 |
$1.30 / 57 |
0 / 22 |
32.275937% |
0.066374 |
-0.070237 |
0.001462 |
0.278235 |
0.063613 |
|
828 |
Legs |
12/15(81) |
CALL |
520.00 / 580.00 |
$380 / $5,620 / 0.07 |
85.98% / $36.08 / 0.64% / 2.68% |
87.12% / $523.80 |
$3.80 / $5.40 / $1.60 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
14.02% |
$5.40 / 8 |
$5.80 / 5 |
0 / 118 |
28.624043% |
0.270700 |
-0.185147 |
0.003755 |
0.714815 |
0.251163 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
3.07% |
$0.95 / 28 |
$1.60 / 45 |
0 / 20 |
29.726657% |
0.122032 |
-0.111172 |
0.002296 |
0.437036 |
0.115748 |
|
491 |
Legs |
11/17(53) |
CALL |
510.00 / 570.00 |
$280 / $5,720 / 0.05 |
87.53% / $76.68 / 1.34% / 8.52% |
88.50% / $512.80 |
$2.80 / $4.40 / $1.60 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
12.47% |
$4.40 / 27 |
$5.00 / 19 |
0 / 4 |
30.518473% |
0.246135 |
-0.212097 |
0.004365 |
0.557197 |
0.156737 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
570.00 |
1.63% |
$0.30 / 136 |
$1.60 / 41 |
0 / 1 |
32.874609% |
0.084408 |
-0.102413 |
0.002144 |
0.273688 |
0.054887 |
|
371 |
Legs |
11/17(53) |
CALL |
510.00 / 540.00 |
$245 / $2,755 / 0.09 |
87.53% / $16.37 / 0.59% / 3.70% |
88.38% / $512.45 |
$2.45 / $4.40 / $1.95 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
12.47% |
$4.40 / 27 |
$5.00 / 19 |
0 / 4 |
30.518473% |
0.246135 |
-0.212097 |
0.004365 |
0.557197 |
0.156737 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
540.00 |
4.87% |
$1.65 / 7 |
$1.95 / 6 |
0 / 1 |
30.522692% |
0.148952 |
-0.154633 |
0.003215 |
0.410314 |
0.095977 |
|
725 |
Legs |
12/15(81) |
CALL |
500.00 / 620.00 |
$780 / $11,220 / 0.07 |
78.67% / $407.15 / 3.63% / 15.85% |
81.79% / $507.80 |
$7.80 / $9.10 / $1.30 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
500.00 |
21.33% |
$9.10 / 11 |
$9.40 / 7 |
0 / 81 |
28.766581% |
0.340298 |
-0.206830 |
0.004158 |
0.791374 |
0.312638 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
0.93% |
$0.05 / 60 |
$1.30 / 57 |
0 / 22 |
32.275937% |
0.066374 |
-0.070237 |
0.001462 |
0.278235 |
0.063613 |
|
660 |
Legs |
12/15(81) |
CALL |
500.00 / 580.00 |
$750 / $7,250 / 0.10 |
78.67% / $183.58 / 2.53% / 10.88% |
81.67% / $507.50 |
$7.50 / $9.10 / $1.60 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
500.00 |
21.33% |
$9.10 / 11 |
$9.40 / 7 |
0 / 81 |
28.766581% |
0.340298 |
-0.206830 |
0.004158 |
0.791374 |
0.312638 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
3.07% |
$0.95 / 28 |
$1.60 / 45 |
0 / 20 |
29.726657% |
0.122032 |
-0.111172 |
0.002296 |
0.437036 |
0.115748 |
|
|
876 |
|
12/15(81) |
CALL |
520.00 / 600.00 |
$345 / $7,655 / 0.05 |
85.96% / $82.39 / 1.08% / 4.52% |
87.05% / $523.45 |
$3.45 / $3.90 / $0.45 / 33 |
51 / 43.06% / 57 |
5 |
Legs |
Vertical |
Bearish |
$446.85 (+0.58%) / 578K |
|
Earnings: 11/29 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
14.04% |
$3.90 / 52 |
$4.30 / 10 |
0 / 80 |
25.179180% |
0.268666 |
-0.177744 |
0.003896 |
0.716448 |
0.252141 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
1.52% |
$0.35 / 5 |
$0.45 / 33 |
20 / 20 |
26.815649% |
0.084132 |
-0.081238 |
0.001824 |
0.335423 |
0.081141 |
|
796 |
Legs |
12/15(81) |
CALL |
510.00 / 600.00 |
$505 / $8,495 / 0.06 |
82.41% / $172.03 / 2.03% / 8.63% |
84.28% / $515.05 |
$5.05 / $5.50 / $0.45 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
510.00 |
17.59% |
$5.50 / 12 |
$5.80 / 3 |
0 / 140 |
25.412160% |
0.303767 |
-0.189307 |
0.004131 |
0.759507 |
0.283735 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
1.52% |
$0.35 / 5 |
$0.45 / 33 |
20 / 20 |
26.815649% |
0.084132 |
-0.081238 |
0.001824 |
0.335423 |
0.081141 |
|
800 |
Legs |
12/15(81) |
CALL |
510.00 / 580.00 |
$400 / $6,600 / 0.06 |
82.41% / $0.39 / 0.01% / 0.02% |
83.90% / $514.00 |
$4.00 / $5.50 / $1.50 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
510.00 |
17.59% |
$5.50 / 12 |
$5.80 / 3 |
0 / 140 |
25.412160% |
0.303767 |
-0.189307 |
0.004131 |
0.759507 |
0.283735 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
2.82% |
$0.20 / 50 |
$1.50 / 66 |
0 / 5 |
27.141934% |
0.115550 |
-0.102919 |
0.002301 |
0.423064 |
0.110840 |
|
711 |
Legs |
12/15(81) |
CALL |
500.00 / 600.00 |
$715 / $9,285 / 0.08 |
78.25% / $286.26 / 3.08% / 13.36% |
81.29% / $507.15 |
$7.15 / $7.60 / $0.45 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
500.00 |
21.75% |
$7.60 / 1 |
$7.90 / 8 |
0 / 59 |
25.825611% |
0.341529 |
-0.199768 |
0.004336 |
0.797281 |
0.317369 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
1.52% |
$0.35 / 5 |
$0.45 / 33 |
20 / 20 |
26.815649% |
0.084132 |
-0.081238 |
0.001824 |
0.335423 |
0.081141 |
|
706 |
Legs |
12/15(81) |
CALL |
500.00 / 580.00 |
$610 / $7,390 / 0.08 |
78.25% / $94.80 / 1.28% / 5.40% |
80.86% / $506.10 |
$6.10 / $7.60 / $1.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
500.00 |
21.75% |
$7.60 / 1 |
$7.90 / 8 |
0 / 59 |
25.825611% |
0.341529 |
-0.199768 |
0.004336 |
0.797281 |
0.317369 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
2.82% |
$0.20 / 50 |
$1.50 / 66 |
0 / 5 |
27.141934% |
0.115550 |
-0.102919 |
0.002301 |
0.423064 |
0.110840 |
|
173 |
Legs |
10/20(25) |
CALL |
470.00 / 530.00 |
$415 / $5,585 / 0.07 |
71.06% / $111.92 / 2.00% / 26.88% |
74.86% / $474.15 |
$4.15 / $5.00 / $0.85 / 27 |
|
Underlying |
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 |
470.00 |
28.94% |
$5.00 / 42 |
$5.30 / 60 |
38 / 281 |
23.410913% |
0.380037 |
-0.344408 |
0.007701 |
0.483114 |
0.126129 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
530.00 |
1.67% |
0 / 0 |
$0.85 / 27 |
1 / 1 |
33.380382% |
0.080883 |
-0.132118 |
0.003032 |
0.190198 |
0.027545 |
|
|
736 |
|
12/15(81) |
CALL |
500.00 / 560.00 |
$480 / $5,520 / 0.09 |
82.05% / $1.62 / 0.03% / 0.12% |
83.77% / $504.80 |
$4.80 / $6.80 / $2.00 / 1 |
72 / 58.00% / 34 |
5 |
Legs |
Vertical |
Bearish |
$435.69 (-0.67%) / 439K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
500.00 |
17.95% |
$6.80 / 8 |
$7.30 / 11 |
0 / 66 |
28.687006% |
0.310606 |
-0.198331 |
0.004001 |
0.747993 |
0.280506 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
560.00 |
4.25% |
$1.20 / 9 |
$2.00 / 1 |
0 / 40 |
29.754558% |
0.145062 |
-0.125548 |
0.002583 |
0.482969 |
0.134242 |
|
642 |
Legs |
12/15(81) |
CALL |
490.00 / 560.00 |
$690 / $6,310 / 0.11 |
78.05% / $69.05 / 1.09% / 4.60% |
80.87% / $496.90 |
$6.90 / $8.90 / $2.00 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
490.00 |
21.95% |
$8.90 / 5 |
$9.30 / 5 |
0 / 109 |
28.818291% |
0.346923 |
-0.208362 |
0.004184 |
0.782114 |
0.311653 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
560.00 |
4.25% |
$1.20 / 9 |
$2.00 / 1 |
0 / 40 |
29.754558% |
0.145062 |
-0.125548 |
0.002583 |
0.482969 |
0.134242 |
|
551 |
Legs |
12/15(81) |
CALL |
480.00 / 560.00 |
$940 / $7,060 / 0.13 |
73.48% / $144.19 / 2.04% / 8.71% |
77.79% / $489.40 |
$9.40 / $11.40 / $2.00 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
26.52% |
$11.40 / 13 |
$11.90 / 5 |
0 / 12 |
29.022631% |
0.385497 |
-0.216962 |
0.004333 |
0.810065 |
0.344324 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
560.00 |
4.25% |
$1.20 / 9 |
$2.00 / 1 |
0 / 40 |
29.754558% |
0.145062 |
-0.125548 |
0.002583 |
0.482969 |
0.134242 |
|
471 |
Legs |
12/15(81) |
CALL |
480.00 / 540.00 |
$865 / $5,135 / 0.17 |
73.48% / $20.75 / 0.40% / 1.68% |
77.46% / $488.65 |
$8.65 / $11.40 / $2.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
26.52% |
$11.40 / 13 |
$11.90 / 5 |
0 / 12 |
29.022631% |
0.385497 |
-0.216962 |
0.004333 |
0.810065 |
0.344324 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
7.16% |
$1.95 / 16 |
$2.75 / 6 |
0 / 32 |
28.515278% |
0.190256 |
-0.150359 |
0.003077 |
0.575337 |
0.174843 |
|
709 |
Legs |
12/15(81) |
CALL |
480.00 / 580.00 |
$660 / $9,340 / 0.07 |
73.48% / $55.00 / 0.59% / 2.45% |
76.56% / $486.60 |
$6.60 / $11.40 / $4.80 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
26.52% |
$11.40 / 13 |
$11.90 / 5 |
0 / 12 |
29.022631% |
0.385497 |
-0.216962 |
0.004333 |
0.810065 |
0.344324 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
2.43% |
0 / 0 |
$4.80 / 1 |
0 / 33 |
42.797877% |
0.108900 |
-0.102345 |
0.002115 |
0.395468 |
0.101390 |
|
113 |
Legs |
11/17(53) |
CALL |
480.00 / 530.00 |
$585 / $4,415 / 0.13 |
77.93% / $68.39 / 1.55% / 9.90% |
80.92% / $485.85 |
$5.85 / $7.60 / $1.75 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
480.00 |
22.07% |
$7.60 / 14 |
$8.00 / 5 |
1 / 2 |
29.766004% |
0.338299 |
-0.248508 |
0.005060 |
0.634405 |
0.208674 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
530.00 |
5.15% |
$1.40 / 18 |
$1.75 / 8 |
0 / 1 |
29.941080% |
0.154098 |
-0.158245 |
0.003285 |
0.411777 |
0.097201 |
|
|
910 |
|
09/29(4) |
CALL |
500.00 / 530.00 |
$295 / $2,705 / 0.11 |
58.89% / $47.36 / 1.75% / 107.30% |
65.63% / $502.95 |
$2.95 / $3.20 / $0.25 / 44 |
65 / 35.33% / 99 |
5 |
Legs |
Vertical |
Bearish |
$494.06 (0.00%) / 946K |
|
Earnings: 11/01 / Ex-Div: 09/28 ($0.89) |
|
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 |
500.00 |
41.11% |
$3.20 / 44 |
$3.50 / 7 |
162 / 89 |
16.417181% |
0.453500 |
-0.620116 |
0.016417 |
0.291014 |
0.047554 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
530.00 |
2.35% |
$0.05 / 36 |
$0.25 / 44 |
0 / 3 |
22.134570% |
0.094293 |
-0.258285 |
0.006965 |
0.123467 |
0.010025 |
|
985 |
Legs |
09/29(4) |
CALL |
497.50 / 525.00 |
$400 / $2,350 / 0.17 |
52.91% / $5.55 / 0.24% / 10.42% |
62.37% / $501.50 |
$4.00 / $4.30 / $0.30 / 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) |
CALL |
497.50 |
47.09% |
$4.30 / 19 |
$4.70 / 15 |
10 / 6 |
16.698760% |
0.494504 |
-0.626131 |
0.016528 |
0.292973 |
0.051764 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
525.00 |
4.46% |
$0.05 / 69 |
$0.30 / 43 |
0 / 1 |
19.917410% |
0.131379 |
-0.328022 |
0.008830 |
0.156522 |
0.013946 |
|
112 |
Legs |
10/13(18) |
PUT |
485.00 / 455.00 |
$460 / $2,540 / 0.18 |
67.98% / $8.59 / 0.34% / 5.46% |
73.51% / $480.40 |
$4.60 / $6.20 / $1.60 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
485.00 |
32.02% |
$6.20 / 14 |
$6.70 / 22 |
0 / 3 |
24.304034% |
-0.362569 |
-0.320836 |
0.009369 |
0.456702 |
-0.114681 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
455.00 |
6.77% |
$1.45 / 6 |
$1.60 / 7 |
0 / 30 |
28.216996% |
-0.126497 |
-0.181854 |
0.005186 |
0.252813 |
-0.039404 |
|
165 |
Legs |
10/13(18) |
PUT |
480.00 / 450.00 |
$360 / $2,640 / 0.14 |
73.97% / $38.07 / 1.44% / 25.30% |
77.86% / $476.40 |
$3.60 / $4.90 / $1.30 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
480.00 |
26.03% |
$4.90 / 14 |
$5.30 / 13 |
40 / 32 |
24.840778% |
-0.315596 |
-0.305786 |
0.008882 |
0.432965 |
-0.099524 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
450.00 |
4.86% |
$1.10 / 10 |
$1.30 / 19 |
4 / 654 |
28.993886% |
-0.100256 |
-0.154435 |
0.004393 |
0.214154 |
-0.031168 |
|
330 |
Legs |
10/13(18) |
PUT |
475.00 / 450.00 |
$250 / $2,250 / 0.11 |
79.27% / $13.49 / 0.60% / 9.87% |
81.64% / $472.50 |
$2.50 / $3.80 / $1.30 / 13 |
|
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 |
475.00 |
20.73% |
$3.80 / 13 |
$4.20 / 12 |
6 / 6 |
25.390104% |
-0.270981 |
-0.286241 |
0.008276 |
0.403411 |
-0.085215 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
450.00 |
4.86% |
$1.10 / 10 |
$1.30 / 19 |
4 / 654 |
28.993886% |
-0.100256 |
-0.154435 |
0.004393 |
0.214154 |
-0.031168 |
|
347 |
Legs |
10/13(18) |
PUT |
475.00 / 445.00 |
$275 / $2,725 / 0.10 |
79.27% / $51.31 / 1.88% / 34.15% |
81.87% / $472.25 |
$2.75 / $3.80 / $1.05 / 13 |
|
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 |
475.00 |
20.73% |
$3.80 / 13 |
$4.20 / 12 |
6 / 6 |
25.390104% |
-0.270981 |
-0.286241 |
0.008276 |
0.403411 |
-0.085215 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
445.00 |
3.42% |
$0.85 / 19 |
$1.05 / 34 |
16 / 549 |
29.818944% |
-0.078006 |
-0.128399 |
0.003644 |
0.177647 |
-0.024206 |
|
|
403 |
|
09/29(4) |
PUT |
505.00 / 475.00 |
$305 / $2,695 / 0.11 |
70.24% / $34.93 / 1.30% / 71.75% |
74.67% / $501.95 |
$3.05 / $3.55 / $0.50 / 7 |
53 / 27.69% / 22 |
5 |
Legs |
Vertical |
Bullish |
$512.8299 (-0.20%) / 2.7M |
|
Earnings: 12/21 |
|
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 |
505.00 |
29.76% |
$3.55 / 8 |
$3.75 / 4 |
121 / 1,250 |
27.725735% |
-0.349689 |
-0.739231 |
0.011235 |
0.282886 |
-0.041312 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
475.00 |
3.55% |
$0.43 / 15 |
$0.50 / 7 |
79 / 156 |
33.968440% |
-0.089304 |
-0.326663 |
0.004899 |
0.123349 |
-0.010407 |
|
577 |
Legs |
09/29(4) |
PUT |
500.00 / 475.00 |
$201 / $2,299 / 0.09 |
77.30% / $9.14 / 0.40% / 18.14% |
79.83% / $497.99 |
$2.01 / $2.51 / $0.50 / 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 |
500.00 |
22.70% |
$2.51 / 5 |
$2.68 / 2 |
219 / 404 |
28.587908% |
-0.293925 |
-0.689838 |
0.010451 |
0.263156 |
-0.034628 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
475.00 |
3.55% |
$0.43 / 15 |
$0.50 / 7 |
79 / 156 |
33.968440% |
-0.089304 |
-0.326663 |
0.004899 |
0.123349 |
-0.010407 |
|
596 |
Legs |
09/29(4) |
PUT |
500.00 / 470.00 |
$215 / $2,785 / 0.08 |
77.30% / $49.98 / 1.79% / 111.08% |
80.00% / $497.85 |
$2.15 / $2.51 / $0.36 / 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 |
500.00 |
22.70% |
$2.51 / 5 |
$2.68 / 2 |
219 / 404 |
28.587908% |
-0.293925 |
-0.689838 |
0.010451 |
0.263156 |
-0.034628 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
470.00 |
2.21% |
$0.30 / 17 |
$0.36 / 7 |
130 / 154 |
35.106542% |
-0.065428 |
-0.258186 |
0.003867 |
0.097362 |
-0.007612 |
|
716 |
Legs |
09/29(4) |
PUT |
495.00 / 470.00 |
$139 / $2,361 / 0.06 |
83.25% / $21.07 / 0.89% / 45.23% |
84.70% / $493.61 |
$1.39 / $1.75 / $0.36 / 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 |
495.00 |
16.75% |
$1.75 / 17 |
$1.92 / 15 |
110 / 198 |
29.538506% |
-0.242178 |
-0.627331 |
0.009479 |
0.238671 |
-0.028459 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
470.00 |
2.21% |
$0.30 / 17 |
$0.36 / 7 |
130 / 154 |
35.106542% |
-0.065428 |
-0.258186 |
0.003867 |
0.097362 |
-0.007612 |
|
722 |
Legs |
09/29(4) |
PUT |
495.00 / 465.00 |
$148 / $2,852 / 0.05 |
83.25% / $50.95 / 1.79% / 110.37% |
84.79% / $493.52 |
$1.48 / $1.75 / $0.27 / 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 |
495.00 |
16.75% |
$1.75 / 17 |
$1.92 / 15 |
110 / 198 |
29.538506% |
-0.242178 |
-0.627331 |
0.009479 |
0.238671 |
-0.028459 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
465.00 |
1.34% |
$0.20 / 32 |
$0.27 / 24 |
94 / 252 |
36.259943% |
-0.046654 |
-0.197918 |
0.002961 |
0.074547 |
-0.005420 |
|
648 |
Legs |
10/06(11) |
PUT |
485.00 / 455.00 |
$170 / $2,830 / 0.06 |
84.81% / $7.49 / 0.26% / 6.24% |
85.99% / $483.30 |
$1.70 / $2.28 / $0.58 / 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 |
485.00 |
15.19% |
$2.28 / 15 |
$2.48 / 18 |
17 / 62 |
30.775481% |
-0.219329 |
-0.429790 |
0.006549 |
0.309208 |
-0.048948 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
455.00 |
2.79% |
$0.44 / 46 |
$0.58 / 52 |
51 / 42 |
35.561291% |
-0.066219 |
-0.189080 |
0.002850 |
0.134567 |
-0.014600 |
|
|
156 |
|
11/17(53) |
CALL |
490.00 / 550.00 |
$635 / $5,365 / 0.12 |
79.20% / $5.54 / 0.10% / 0.64% |
81.58% / $496.35 |
$6.35 / $7.90 / $1.55 / 32 |
72 / 69.41% / 99 |
5 |
Legs |
Vertical |
Bearish |
$433.73 (-0.46%) / 521K |
|
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) |
11/17/2023 (M) |
CALL |
490.00 |
20.80% |
$7.90 / 41 |
$8.30 / 11 |
0 / 75 |
35.628738% |
0.340138 |
-0.310806 |
0.003917 |
0.631220 |
0.202271 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
5.65% |
$1.35 / 30 |
$1.55 / 32 |
1 / 19 |
34.894723% |
0.170777 |
-0.213510 |
0.002714 |
0.437378 |
0.104257 |
|
413 |
Legs |
09/29(4) |
PUT |
425.00 / 395.00 |
$315 / $2,685 / 0.12 |
69.62% / $1.30 / 0.05% / 2.05% |
73.96% / $421.85 |
$3.15 / $4.00 / $0.85 / 9 |
|
Underlying |
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 |
425.00 |
30.38% |
$4.00 / 18 |
$4.40 / 30 |
8 / 17 |
35.041799% |
-0.352038 |
-0.797174 |
0.010602 |
0.239776 |
-0.035580 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
395.00 |
4.43% |
$0.60 / 33 |
$0.85 / 9 |
71 / 17 |
44.200803% |
-0.098112 |
-0.374594 |
0.004944 |
0.111812 |
-0.009752 |
|
609 |
Legs |
09/29(4) |
PUT |
420.00 / 390.00 |
$205 / $2,795 / 0.07 |
76.34% / $6.84 / 0.24% / 10.82% |
78.82% / $417.95 |
$2.05 / $2.85 / $0.80 / 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 |
420.00 |
23.66% |
$2.85 / 30 |
$3.20 / 6 |
19 / 40 |
35.904913% |
-0.298976 |
-0.746923 |
0.009916 |
0.224263 |
-0.030116 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
390.00 |
2.91% |
$0.35 / 68 |
$0.80 / 59 |
8 / 44 |
46.315056% |
-0.073362 |
-0.301501 |
0.003976 |
0.089924 |
-0.007277 |
|
82 |
Legs |
11/17(53) |
PUT |
400.00 / 340.00 |
$860 / $5,140 / 0.17 |
74.05% / $5.73 / 0.11% / 0.69% |
77.79% / $391.40 |
$8.60 / $11.50 / $2.90 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
400.00 |
25.95% |
$11.50 / 50 |
$11.90 / 5 |
23 / 87 |
40.892157% |
-0.294784 |
-0.268523 |
0.003687 |
0.594198 |
-0.231417 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
340.00 |
7.46% |
$2.75 / 7 |
$2.90 / 4 |
0 / 20 |
47.423749% |
-0.097151 |
-0.136402 |
0.001838 |
0.296170 |
-0.073528 |
|
202 |
Legs |
11/17(53) |
PUT |
390.00 / 330.00 |
$675 / $5,325 / 0.13 |
78.36% / $15.17 / 0.28% / 1.76% |
80.98% / $383.25 |
$6.75 / $9.10 / $2.35 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
390.00 |
21.64% |
$9.10 / 30 |
$9.50 / 5 |
3 / 34 |
41.702178% |
-0.255399 |
-0.251241 |
0.003436 |
0.553706 |
-0.199131 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
330.00 |
5.86% |
$2.15 / 21 |
$2.35 / 30 |
0 / 12 |
48.996503% |
-0.075313 |
-0.112984 |
0.001519 |
0.244787 |
-0.056709 |
|
389 |
Legs |
10/27(32) |
PUT |
370.00 / 340.00 |
$180 / $2,820 / 0.06 |
89.99% / $2.28 / 0.08% / 0.79% |
90.51% / $368.20 |
$1.80 / $3.50 / $1.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
370.00 |
10.01% |
$3.50 / 6 |
$3.80 / 40 |
0 / 4 |
46.844134% |
-0.141180 |
-0.224570 |
0.003013 |
0.306678 |
-0.066476 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
340.00 |
3.84% |
$1.00 / 59 |
$1.70 / 10 |
1 / 6 |
50.035705% |
-0.057995 |
-0.117095 |
0.001562 |
0.158929 |
-0.026908 |
|
|
509 |
|
11/17(53) |
CALL |
490.00 / 500.00 |
$60 / $940 / 0.06 |
92.41% / $3.06 / 0.33% / 2.02% |
92.65% / $490.60 |
$0.60 / $1.90 / $1.30 / 9 |
27 / 17.43% / 39 |
5 |
Legs |
Vertical |
Bearish |
$438.66 (+0.10%) / 962K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
490.00 |
7.59% |
$1.90 / 10 |
$2.15 / 28 |
0 / 39 |
20.499225% |
0.176533 |
-0.110214 |
0.005762 |
0.451217 |
0.115090 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
500.00 |
4.31% |
$1.15 / 25 |
$1.30 / 9 |
0 / 113 |
20.623186% |
0.129964 |
-0.089325 |
0.004702 |
0.368203 |
0.085056 |
|
447 |
Legs |
11/17(53) |
CALL |
480.00 / 520.00 |
$235 / $3,765 / 0.06 |
87.37% / $122.14 / 3.24% / 21.66% |
88.74% / $482.35 |
$2.35 / $3.10 / $0.75 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
480.00 |
12.63% |
$3.10 / 29 |
$3.50 / 16 |
2 / 76 |
20.476426% |
0.233709 |
-0.131341 |
0.006810 |
0.533279 |
0.151695 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
520.00 |
1.17% |
$0.10 / 100 |
$0.75 / 168 |
0 / 40 |
20.949169% |
0.065421 |
-0.053257 |
0.002833 |
0.221858 |
0.043087 |
|
500 |
Legs |
11/17(53) |
CALL |
480.00 / 540.00 |
$235 / $5,765 / 0.04 |
87.37% / $175.34 / 3.04% / 20.20% |
88.74% / $482.35 |
$2.35 / $3.10 / $0.75 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
480.00 |
12.63% |
$3.10 / 29 |
$3.50 / 16 |
2 / 76 |
20.476426% |
0.233709 |
-0.131341 |
0.006810 |
0.533279 |
0.151695 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
540.00 |
0.26% |
$0.05 / 69 |
$0.75 / 186 |
0 / 2 |
24.745028% |
0.030018 |
-0.028234 |
0.001514 |
0.118525 |
0.019868 |
|
354 |
Legs |
11/17(53) |
CALL |
480.00 / 500.00 |
$180 / $1,820 / 0.10 |
87.37% / $36.55 / 2.01% / 12.99% |
88.43% / $481.80 |
$1.80 / $3.10 / $1.30 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
480.00 |
12.63% |
$3.10 / 29 |
$3.50 / 16 |
2 / 76 |
20.476426% |
0.233709 |
-0.131341 |
0.006810 |
0.533279 |
0.151695 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
500.00 |
4.31% |
$1.15 / 25 |
$1.30 / 9 |
0 / 113 |
20.623186% |
0.129964 |
-0.089325 |
0.004702 |
0.368203 |
0.085056 |
|
216 |
Legs |
11/17(53) |
CALL |
470.00 / 520.00 |
$445 / $4,555 / 0.10 |
80.21% / $251.33 / 5.52% / 39.07% |
83.68% / $474.45 |
$4.45 / $5.20 / $0.75 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
470.00 |
19.79% |
$5.20 / 37 |
$5.60 / 31 |
0 / 16 |
20.839636% |
0.301364 |
-0.150876 |
0.007744 |
0.606401 |
0.194615 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
520.00 |
1.17% |
$0.10 / 100 |
$0.75 / 168 |
0 / 40 |
20.949169% |
0.065421 |
-0.053257 |
0.002833 |
0.221858 |
0.043087 |
|
285 |
Legs |
10/20(25) |
CALL |
450.00 / 480.00 |
$395 / $2,605 / 0.15 |
64.66% / $14.38 / 0.55% / 6.83% |
70.83% / $453.95 |
$3.95 / $4.70 / $0.75 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
450.00 |
35.34% |
$4.70 / 2 |
$5.00 / 25 |
5 / 111 |
16.206852% |
0.417245 |
-0.234739 |
0.012164 |
0.484647 |
0.138669 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
480.00 |
4.95% |
$0.05 / 65 |
$0.75 / 91 |
0 / 30 |
17.024117% |
0.136682 |
-0.127400 |
0.006825 |
0.271934 |
0.046143 |
|
|
964 |
|
12/15(81) |
CALL |
490.00 / 500.00 |
$40 / $960 / 0.04 |
95.46% / $1.47 / 0.15% / 0.63% |
95.52% / $490.40 |
$0.40 / $1.91 / $1.51 / 11 |
64 / 22.09% / 11 |
5 |
Legs |
Vertical |
Bearish |
$388.05 (+1.08%) / 1.1M |
|
Earnings: 12/14 |
|
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) |
12/15/2023 (M) |
CALL |
490.00 |
4.54% |
$1.91 / 11 |
$2.01 / 13 |
0 / 26 |
30.281965% |
0.148259 |
-0.107874 |
0.003108 |
0.435493 |
0.122453 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
3.27% |
$1.42 / 6 |
$1.51 / 13 |
1 / 133 |
30.400357% |
0.125116 |
-0.095764 |
0.002767 |
0.387754 |
0.103711 |
|
956 |
Legs |
12/15(81) |
CALL |
480.00 / 520.00 |
$165 / $3,835 / 0.04 |
93.78% / $53.89 / 1.41% / 5.93% |
94.09% / $481.65 |
$1.65 / $2.57 / $0.92 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
6.22% |
$2.57 / 5 |
$2.67 / 5 |
3 / 120 |
30.194883% |
0.174664 |
-0.120448 |
0.003458 |
0.484651 |
0.143700 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
520.00 |
1.63% |
$0.69 / 51 |
$0.92 / 23 |
0 / 34 |
30.622360% |
0.087662 |
-0.073653 |
0.002139 |
0.299755 |
0.073131 |
|
949 |
Legs |
12/15(81) |
CALL |
480.00 / 510.00 |
$138 / $2,862 / 0.05 |
93.78% / $31.05 / 1.08% / 4.56% |
94.04% / $481.38 |
$1.38 / $2.57 / $1.19 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
6.22% |
$2.57 / 5 |
$2.67 / 5 |
3 / 120 |
30.194883% |
0.174664 |
-0.120448 |
0.003458 |
0.484651 |
0.143700 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
510.00 |
2.33% |
$0.94 / 44 |
$1.19 / 23 |
0 / 38 |
30.386724% |
0.105003 |
-0.084311 |
0.002443 |
0.342299 |
0.087329 |
|
928 |
Legs |
12/15(81) |
CALL |
480.00 / 500.00 |
$106 / $1,894 / 0.06 |
93.78% / $17.15 / 0.91% / 3.79% |
93.98% / $481.06 |
$1.06 / $2.57 / $1.51 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
6.22% |
$2.57 / 5 |
$2.67 / 5 |
3 / 120 |
30.194883% |
0.174664 |
-0.120448 |
0.003458 |
0.484651 |
0.143700 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
3.27% |
$1.42 / 6 |
$1.51 / 13 |
1 / 133 |
30.400357% |
0.125116 |
-0.095764 |
0.002767 |
0.387754 |
0.103711 |
|
908 |
Legs |
12/15(81) |
CALL |
480.00 / 490.00 |
$56 / $944 / 0.06 |
93.78% / $2.59 / 0.27% / 1.14% |
93.89% / $480.56 |
$0.56 / $2.57 / $2.01 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
6.22% |
$2.57 / 5 |
$2.67 / 5 |
3 / 120 |
30.194883% |
0.174664 |
-0.120448 |
0.003458 |
0.484651 |
0.143700 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
490.00 |
4.54% |
$1.91 / 11 |
$2.01 / 13 |
0 / 26 |
30.281965% |
0.148259 |
-0.107874 |
0.003108 |
0.435493 |
0.122453 |
|
481 |
Legs |
11/17(53) |
CALL |
440.00 / 490.00 |
$224 / $4,776 / 0.05 |
86.20% / $30.01 / 0.63% / 3.92% |
87.20% / $442.24 |
$2.24 / $2.74 / $0.50 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
13.80% |
$2.74 / 6 |
$2.85 / 6 |
2 / 21 |
25.549256% |
0.258857 |
-0.184568 |
0.005308 |
0.498874 |
0.143915 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
490.00 |
1.90% |
$0.17 / 158 |
$0.50 / 391 |
0 / 1 |
27.000929% |
0.090849 |
-0.091570 |
0.002682 |
0.252076 |
0.051567 |
|
|
955 |
|
12/15(81) |
CALL |
485.00 / 505.00 |
$85 / $1,915 / 0.04 |
94.27% / $7.86 / 0.41% / 1.71% |
94.43% / $485.85 |
$0.85 / $2.15 / $1.30 / 34 |
57 / 17.59% / 39 |
5 |
Legs |
Vertical |
Bearish |
$399.65 (-1.14%) / 661K |
|
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) |
12/15/2023 (M) |
CALL |
485.00 |
5.73% |
$2.15 / 34 |
$2.30 / 26 |
11 / 126 |
27.067736% |
0.163570 |
-0.106446 |
0.003622 |
0.476823 |
0.139738 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
505.00 |
2.77% |
$1.10 / 50 |
$1.30 / 37 |
0 / 15 |
27.470803% |
0.111758 |
-0.081399 |
0.002790 |
0.367384 |
0.096168 |
|
954 |
Legs |
12/15(81) |
CALL |
485.00 / 500.00 |
$65 / $1,435 / 0.05 |
94.27% / $0.13 / 0.01% / 0.04% |
94.40% / $485.65 |
$0.65 / $2.15 / $1.50 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
485.00 |
5.73% |
$2.15 / 34 |
$2.30 / 26 |
11 / 126 |
27.067736% |
0.163570 |
-0.106446 |
0.003622 |
0.476823 |
0.139738 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
3.34% |
$1.35 / 32 |
$1.50 / 129 |
5 / 66 |
27.461201% |
0.123271 |
-0.087402 |
0.002991 |
0.393798 |
0.105896 |
|
952 |
Legs |
12/15(81) |
CALL |
480.00 / 510.00 |
$125 / $2,875 / 0.04 |
93.20% / $16.89 / 0.59% / 2.45% |
93.48% / $481.25 |
$1.25 / $2.50 / $1.25 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
6.80% |
$2.50 / 56 |
$2.70 / 133 |
0 / 620 |
26.997565% |
0.179041 |
-0.113025 |
0.003837 |
0.505189 |
0.152646 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
510.00 |
2.28% |
$1.00 / 37 |
$1.25 / 166 |
0 / 139 |
28.066994% |
0.101137 |
-0.075612 |
0.002596 |
0.341824 |
0.087170 |
|
940 |
Legs |
12/15(81) |
CALL |
480.00 / 505.00 |
$120 / $2,380 / 0.05 |
93.20% / $16.86 / 0.71% / 2.96% |
93.47% / $481.20 |
$1.20 / $2.50 / $1.30 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
6.80% |
$2.50 / 56 |
$2.70 / 133 |
0 / 620 |
26.997565% |
0.179041 |
-0.113025 |
0.003837 |
0.505189 |
0.152646 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
505.00 |
2.77% |
$1.10 / 50 |
$1.30 / 37 |
0 / 15 |
27.470803% |
0.111758 |
-0.081399 |
0.002790 |
0.367384 |
0.096168 |
|
933 |
Legs |
12/15(81) |
CALL |
480.00 / 500.00 |
$100 / $1,900 / 0.05 |
93.20% / $6.94 / 0.37% / 1.52% |
93.42% / $481.00 |
$1.00 / $2.50 / $1.50 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
6.80% |
$2.50 / 56 |
$2.70 / 133 |
0 / 620 |
26.997565% |
0.179041 |
-0.113025 |
0.003837 |
0.505189 |
0.152646 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
3.34% |
$1.35 / 32 |
$1.50 / 129 |
5 / 66 |
27.461201% |
0.123271 |
-0.087402 |
0.002991 |
0.393798 |
0.105896 |
|
381 |
Legs |
10/13(18) |
CALL |
420.00 / 450.00 |
$195 / $2,805 / 0.07 |
78.32% / $14.90 / 0.53% / 8.70% |
80.51% / $421.95 |
$1.95 / $2.65 / $0.70 / 42 |
|
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 |
420.00 |
21.68% |
$2.65 / 42 |
$2.90 / 9 |
6 / 14 |
22.801383% |
0.315749 |
-0.295149 |
0.010256 |
0.349469 |
0.072106 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
450.00 |
2.68% |
$0.20 / 108 |
$0.70 / 117 |
5 / 19 |
26.487963% |
0.100953 |
-0.144101 |
0.005097 |
0.173672 |
0.023392 |
|
|
315 |
|
10/20(25) |
CALL |
480.00 / 520.00 |
$255 / $3,745 / 0.07 |
81.24% / $36.22 / 0.97% / 12.24% |
83.09% / $482.55 |
$2.55 / $3.40 / $0.85 / 8 |
90 / 70.21% / 92 |
5 |
Legs |
Vertical |
Bearish |
$447.10 (-0.83%) / 821K |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
480.00 |
18.76% |
$3.40 / 8 |
$3.70 / 82 |
4 / 206 |
25.708227% |
0.294918 |
-0.297473 |
0.007147 |
0.436655 |
0.098526 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
520.00 |
2.51% |
$0.15 / 11 |
$0.85 / 45 |
0 / 5 |
27.769493% |
0.099531 |
-0.149124 |
0.003624 |
0.221430 |
0.033802 |
|
357 |
Legs |
10/20(25) |
CALL |
480.00 / 530.00 |
$245 / $4,755 / 0.05 |
81.24% / $76.66 / 1.61% / 21.16% |
83.02% / $482.45 |
$2.45 / $3.40 / $0.95 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
480.00 |
18.76% |
$3.40 / 8 |
$3.70 / 82 |
4 / 206 |
25.708227% |
0.294918 |
-0.297473 |
0.007147 |
0.436655 |
0.098526 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
530.00 |
1.35% |
$0.05 / 11 |
$0.95 / 25 |
0 / 1 |
30.736367% |
0.071928 |
-0.116686 |
0.002841 |
0.173583 |
0.024500 |
|
88 |
Legs |
10/20(25) |
CALL |
470.00 / 520.00 |
$485 / $4,515 / 0.11 |
72.75% / $134.85 / 2.99% / 42.36% |
77.11% / $474.85 |
$4.85 / $5.70 / $0.85 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
470.00 |
27.25% |
$5.70 / 15 |
$6.00 / 10 |
18 / 131 |
25.876907% |
0.365753 |
-0.325780 |
0.007791 |
0.476013 |
0.121499 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
520.00 |
2.51% |
$0.15 / 11 |
$0.85 / 45 |
0 / 5 |
27.769493% |
0.099531 |
-0.149124 |
0.003624 |
0.221430 |
0.033802 |
|
58 |
Legs |
10/20(25) |
CALL |
470.00 / 510.00 |
$475 / $3,525 / 0.14 |
72.75% / $59.19 / 1.68% / 22.12% |
77.03% / $474.75 |
$4.75 / $5.70 / $0.95 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
470.00 |
27.25% |
$5.70 / 15 |
$6.00 / 10 |
18 / 131 |
25.876907% |
0.365753 |
-0.325780 |
0.007791 |
0.476013 |
0.121499 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
510.00 |
4.48% |
$0.65 / 6 |
$0.95 / 10 |
0 / 15 |
27.047789% |
0.134918 |
-0.185438 |
0.004497 |
0.274759 |
0.045667 |
|
117 |
Legs |
10/20(25) |
CALL |
470.00 / 530.00 |
$475 / $5,525 / 0.09 |
72.75% / $197.92 / 3.58% / 52.55% |
77.03% / $474.75 |
$4.75 / $5.70 / $0.95 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
470.00 |
27.25% |
$5.70 / 15 |
$6.00 / 10 |
18 / 131 |
25.876907% |
0.365753 |
-0.325780 |
0.007791 |
0.476013 |
0.121499 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
530.00 |
1.35% |
$0.05 / 11 |
$0.95 / 25 |
0 / 1 |
30.736367% |
0.071928 |
-0.116686 |
0.002841 |
0.173583 |
0.024500 |
|
829 |
Legs |
09/29(4) |
CALL |
455.00 / 485.00 |
$215 / $2,785 / 0.08 |
62.95% / $10.23 / 0.37% / 16.64% |
67.49% / $457.15 |
$2.15 / $2.65 / $0.50 / 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 |
455.00 |
37.05% |
$2.65 / 5 |
$2.85 / 9 |
6 / 48 |
18.705094% |
0.427182 |
-0.637131 |
0.015478 |
0.260866 |
0.040379 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
485.00 |
2.30% |
0 / 0 |
$0.50 / 21 |
0 / 46 |
31.821568% |
0.094154 |
-0.269496 |
0.006626 |
0.111676 |
0.009033 |
|
|
972 |
|
12/15(81) |
CALL |
480.00 / 530.00 |
$197 / $4,803 / 0.04 |
95.69% / $82.59 / 1.72% / 7.29% |
95.87% / $481.97 |
$1.97 / $3.85 / $1.88 / 21 |
23 / 16.13% / 86 |
5 |
Legs |
Vertical |
Bearish |
$335.76 (+0.64%) / 1.26M |
|
Earnings: 12/05 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
4.31% |
$3.85 / 64 |
$4.10 / 21 |
0 / 9 |
51.888446% |
0.164351 |
-0.155019 |
0.002419 |
0.402868 |
0.110843 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
530.00 |
1.46% |
$1.66 / 34 |
$1.88 / 21 |
6 / 14 |
52.501138% |
0.096263 |
-0.106297 |
0.001667 |
0.277694 |
0.066017 |
|
965 |
Legs |
12/15(81) |
CALL |
480.00 / 520.00 |
$166 / $3,834 / 0.04 |
95.69% / $59.51 / 1.55% / 6.57% |
95.84% / $481.66 |
$1.66 / $3.85 / $2.19 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
4.31% |
$3.85 / 64 |
$4.10 / 21 |
0 / 9 |
51.888446% |
0.164351 |
-0.155019 |
0.002419 |
0.402868 |
0.110843 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
520.00 |
1.82% |
$1.96 / 30 |
$2.19 / 26 |
2 / 19 |
52.345858% |
0.107415 |
-0.115232 |
0.001806 |
0.300762 |
0.073446 |
|
959 |
Legs |
12/15(81) |
CALL |
480.00 / 510.00 |
$132 / $2,868 / 0.05 |
95.69% / $40.14 / 1.40% / 5.91% |
95.81% / $481.32 |
$1.32 / $3.85 / $2.53 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
4.31% |
$3.85 / 64 |
$4.10 / 21 |
0 / 9 |
51.888446% |
0.164351 |
-0.155019 |
0.002419 |
0.402868 |
0.110843 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
510.00 |
2.27% |
$2.33 / 30 |
$2.53 / 29 |
0 / 69 |
52.174501% |
0.119711 |
-0.124612 |
0.001951 |
0.324932 |
0.081596 |
|
958 |
Legs |
12/15(81) |
CALL |
480.00 / 500.00 |
$85 / $1,915 / 0.04 |
95.69% / $15.57 / 0.81% / 3.40% |
95.77% / $480.85 |
$0.85 / $3.85 / $3.00 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
4.31% |
$3.85 / 64 |
$4.10 / 21 |
0 / 9 |
51.888446% |
0.164351 |
-0.155019 |
0.002419 |
0.402868 |
0.110843 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
2.82% |
$2.76 / 50 |
$3.00 / 51 |
2 / 17 |
52.142877% |
0.133241 |
-0.134405 |
0.002102 |
0.350103 |
0.090517 |
|
953 |
Legs |
12/15(81) |
CALL |
470.00 / 530.00 |
$272 / $5,728 / 0.05 |
94.71% / $124.57 / 2.17% / 9.29% |
94.99% / $472.72 |
$2.72 / $4.60 / $1.88 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
470.00 |
5.29% |
$4.60 / 13 |
$4.85 / 13 |
0 / 20 |
51.932585% |
0.182103 |
-0.165700 |
0.002582 |
0.430067 |
0.122328 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
530.00 |
1.46% |
$1.66 / 34 |
$1.88 / 21 |
6 / 14 |
52.501138% |
0.096263 |
-0.106297 |
0.001667 |
0.277694 |
0.066017 |
|
540 |
Legs |
11/17(53) |
CALL |
420.00 / 480.00 |
$248 / $5,752 / 0.04 |
90.46% / $39.31 / 0.68% / 4.27% |
91.02% / $422.48 |
$2.48 / $3.25 / $0.77 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
420.00 |
9.54% |
$3.25 / 124 |
$3.50 / 122 |
14 / 300 |
43.438501% |
0.232476 |
-0.233117 |
0.003644 |
0.407010 |
0.106616 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
1.90% |
$0.62 / 95 |
$0.77 / 56 |
0 / 89 |
44.860868% |
0.102425 |
-0.135157 |
0.002131 |
0.237955 |
0.048156 |
|
|
697 |
|
12/15(81) |
CALL |
470.00 / 480.00 |
$380 / $620 / 0.61 |
60.58% / $3.25 / 0.52% / 2.18% |
64.25% / $473.80 |
$3.80 / $10.50 / $6.70 / 1 |
99 / 94.37% / 65 |
5 |
Legs |
Vertical |
Bearish |
$455.57 (-0.05%) / 914K |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
470.00 |
39.42% |
$10.50 / 1 |
$10.90 / 22 |
0 / 79 |
16.168518% |
0.458257 |
-0.143124 |
0.007285 |
0.873862 |
0.447147 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
480.00 |
30.10% |
$6.40 / 1 |
$6.70 / 12 |
27 / 90 |
15.247080% |
0.389064 |
-0.136549 |
0.007043 |
0.844895 |
0.382140 |
|
977 |
Legs |
12/15(81) |
CALL |
465.00 / 480.00 |
$630 / $870 / 0.72 |
55.56% / $1.30 / 0.15% / 0.62% |
61.85% / $471.30 |
$6.30 / $13.00 / $6.70 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
465.00 |
44.44% |
$13.00 / 2 |
$13.40 / 20 |
0 / 74 |
16.630680% |
0.494025 |
-0.144975 |
0.007322 |
0.878311 |
0.480303 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
480.00 |
30.10% |
$6.40 / 1 |
$6.70 / 12 |
27 / 90 |
15.247080% |
0.389064 |
-0.136549 |
0.007043 |
0.844895 |
0.382140 |
|
978 |
Legs |
12/15(81) |
CALL |
465.00 / 475.00 |
$440 / $560 / 0.79 |
55.56% / $7.59 / 1.35% / 5.71% |
59.99% / $469.40 |
$4.40 / $13.00 / $8.60 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
465.00 |
44.44% |
$13.00 / 2 |
$13.40 / 20 |
0 / 74 |
16.630680% |
0.494025 |
-0.144975 |
0.007322 |
0.878311 |
0.480303 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
475.00 |
34.62% |
$8.30 / 1 |
$8.60 / 12 |
0 / 228 |
15.669538% |
0.423187 |
-0.140288 |
0.007191 |
0.862565 |
0.414333 |
|
1000 |
Legs |
12/15(81) |
CALL |
460.00 / 475.00 |
$730 / $770 / 0.95 |
50.39% / $8.86 / 1.15% / 4.84% |
57.89% / $467.30 |
$7.30 / $15.90 / $8.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
49.61% |
$15.90 / 1 |
$16.30 / 21 |
0 / 41 |
17.246143% |
0.530215 |
-0.145783 |
0.007299 |
0.875578 |
0.513496 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
475.00 |
34.62% |
$8.30 / 1 |
$8.60 / 12 |
0 / 228 |
15.669538% |
0.423187 |
-0.140288 |
0.007191 |
0.862565 |
0.414333 |
|
535 |
Legs |
10/20(25) |
CALL |
460.00 / 490.00 |
$705 / $2,295 / 0.31 |
53.09% / $10.33 / 0.45% / 5.54% |
65.27% / $467.05 |
$7.05 / $7.50 / $0.45 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
460.00 |
46.91% |
$7.50 / 12 |
$7.80 / 20 |
24 / 17 |
15.717444% |
0.498254 |
-0.237049 |
0.012560 |
0.514054 |
0.171562 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
490.00 |
8.28% |
$0.20 / 234 |
$0.45 / 384 |
0 / 106 |
13.546116% |
0.180107 |
-0.150596 |
0.008270 |
0.338456 |
0.063095 |
|
999 |
Legs |
12/15(81) |
CALL |
460.00 / 470.00 |
$500 / $500 / 1.00 |
50.39% / $9.73 / 1.95% / 8.28% |
55.56% / $465.00 |
$5.00 / $15.90 / $10.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
49.61% |
$15.90 / 1 |
$16.30 / 21 |
0 / 41 |
17.246143% |
0.530215 |
-0.145783 |
0.007299 |
0.875578 |
0.513496 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
39.42% |
$10.50 / 1 |
$10.90 / 22 |
0 / 79 |
16.168518% |
0.458257 |
-0.143124 |
0.007285 |
0.873862 |
0.447147 |
|
|
418 |
|
11/17(53) |
CALL |
465.00 / 495.00 |
$195 / $2,805 / 0.07 |
86.21% / $24.88 / 0.89% / 5.57% |
87.33% / $466.95 |
$1.95 / $2.85 / $0.90 / 20 |
60 / 40.04% / 27 |
5 |
Legs |
Vertical |
Bearish |
$424.90 (-2.79%) / 850K |
|
Earnings: 10/26 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
465.00 |
13.79% |
$2.85 / 20 |
$3.20 / 35 |
1 / 117 |
20.823872% |
0.248035 |
-0.141611 |
0.006532 |
0.531822 |
0.154373 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
495.00 |
3.03% |
$0.70 / 19 |
$0.90 / 37 |
2 / 126 |
22.076262% |
0.109287 |
-0.082737 |
0.003865 |
0.314697 |
0.068870 |
|
394 |
Legs |
11/17(53) |
CALL |
465.00 / 490.00 |
$180 / $2,320 / 0.08 |
86.21% / $6.77 / 0.29% / 1.81% |
87.25% / $466.80 |
$1.80 / $2.85 / $1.05 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
465.00 |
13.79% |
$2.85 / 20 |
$3.20 / 35 |
1 / 117 |
20.823872% |
0.248035 |
-0.141611 |
0.006532 |
0.531822 |
0.154373 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
490.00 |
4.02% |
$0.90 / 38 |
$1.05 / 26 |
1 / 187 |
21.737303% |
0.126923 |
-0.092125 |
0.004296 |
0.349813 |
0.079843 |
|
297 |
Legs |
11/17(53) |
CALL |
460.00 / 490.00 |
$265 / $2,735 / 0.10 |
82.99% / $35.48 / 1.30% / 8.23% |
84.75% / $462.65 |
$2.65 / $3.70 / $1.05 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
460.00 |
17.01% |
$3.70 / 9 |
$4.00 / 30 |
5 / 266 |
20.843144% |
0.279047 |
-0.150809 |
0.006936 |
0.564728 |
0.173225 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
490.00 |
4.02% |
$0.90 / 38 |
$1.05 / 26 |
1 / 187 |
21.737303% |
0.126923 |
-0.092125 |
0.004296 |
0.349813 |
0.079843 |
|
265 |
Legs |
11/17(53) |
CALL |
460.00 / 485.00 |
$240 / $2,260 / 0.11 |
82.99% / $10.68 / 0.47% / 2.94% |
84.59% / $462.40 |
$2.40 / $3.70 / $1.30 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
460.00 |
17.01% |
$3.70 / 9 |
$4.00 / 30 |
5 / 266 |
20.843144% |
0.279047 |
-0.150809 |
0.006936 |
0.564728 |
0.173225 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
485.00 |
5.27% |
$1.10 / 37 |
$1.30 / 41 |
0 / 59 |
21.433150% |
0.146657 |
-0.101875 |
0.004742 |
0.386127 |
0.092085 |
|
144 |
Legs |
11/17(53) |
CALL |
455.00 / 485.00 |
$340 / $2,660 / 0.13 |
79.28% / $35.44 / 1.33% / 8.47% |
81.85% / $458.40 |
$3.40 / $4.70 / $1.30 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
455.00 |
20.72% |
$4.70 / 39 |
$5.00 / 25 |
1 / 111 |
20.865428% |
0.312195 |
-0.159286 |
0.007302 |
0.594568 |
0.193265 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
485.00 |
5.27% |
$1.10 / 37 |
$1.30 / 41 |
0 / 59 |
21.433150% |
0.146657 |
-0.101875 |
0.004742 |
0.386127 |
0.092085 |
|
115 |
Legs |
10/27(32) |
CALL |
455.00 / 470.00 |
$155 / $1,345 / 0.12 |
85.05% / $12.51 / 0.93% / 9.39% |
86.27% / $456.55 |
$1.55 / $2.95 / $1.40 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
455.00 |
14.95% |
$2.95 / 7 |
$3.50 / 53 |
1 / 21 |
22.616938% |
0.254905 |
-0.179164 |
0.008342 |
0.428983 |
0.101500 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
470.00 |
6.01% |
$0.75 / 29 |
$1.40 / 25 |
0 / 7 |
21.473654% |
0.154328 |
-0.131627 |
0.006175 |
0.317560 |
0.061879 |
|
|
855 |
|
12/15(81) |
CALL |
460.00 / 540.00 |
$315 / $7,685 / 0.04 |
83.27% / $85.50 / 1.11% / 4.67% |
84.61% / $463.15 |
$3.15 / $4.10 / $0.95 / 22 |
99 / 97.13% / 90 |
5 |
Legs |
Vertical |
Bearish |
$406.38 (-0.04%) / 624K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
16.73% |
$4.10 / 30 |
$6.70 / 33 |
0 / 152 |
25.655067% |
0.292398 |
-0.157192 |
0.004745 |
0.674882 |
0.249031 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
1.21% |
$0.05 / 8 |
$0.95 / 22 |
0 / 27 |
27.784658% |
0.073739 |
-0.062348 |
0.001930 |
0.274574 |
0.064766 |
|
732 |
Legs |
12/15(81) |
CALL |
450.00 / 520.00 |
$460 / $6,540 / 0.07 |
78.48% / $52.86 / 0.81% / 3.38% |
80.79% / $454.60 |
$4.60 / $6.20 / $1.60 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
450.00 |
21.52% |
$6.20 / 31 |
$7.00 / 10 |
0 / 75 |
24.520460% |
0.336228 |
-0.167765 |
0.005037 |
0.716455 |
0.284745 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
520.00 |
2.56% |
$0.15 / 6 |
$1.60 / 12 |
0 / 105 |
27.028857% |
0.108205 |
-0.083276 |
0.002567 |
0.365115 |
0.094482 |
|
467 |
Legs |
12/15(81) |
CALL |
440.00 / 490.00 |
$725 / $4,275 / 0.17 |
72.83% / $19.96 / 0.47% / 1.94% |
77.01% / $447.25 |
$7.25 / $8.90 / $1.65 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
440.00 |
27.17% |
$8.90 / 20 |
$9.40 / 5 |
0 / 10 |
24.809631% |
0.383460 |
-0.176619 |
0.005270 |
0.749652 |
0.322727 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
490.00 |
7.04% |
$1.00 / 30 |
$1.65 / 10 |
0 / 82 |
23.342073% |
0.183584 |
-0.120068 |
0.003669 |
0.521889 |
0.158575 |
|
129 |
Legs |
11/17(53) |
CALL |
440.00 / 480.00 |
$440 / $3,560 / 0.12 |
77.28% / $12.55 / 0.35% / 2.18% |
80.12% / $444.40 |
$4.40 / $6.10 / $1.70 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
22.72% |
$6.10 / 43 |
$6.60 / 9 |
0 / 10 |
25.891421% |
0.338332 |
-0.202980 |
0.006168 |
0.588312 |
0.195968 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
5.45% |
$0.85 / 31 |
$1.70 / 10 |
0 / 3 |
26.120907% |
0.155083 |
-0.129964 |
0.004021 |
0.383573 |
0.091621 |
|
608 |
Legs |
12/15(81) |
CALL |
430.00 / 490.00 |
$1,065 / $4,935 / 0.22 |
66.38% / $83.46 / 1.69% / 7.17% |
73.22% / $440.65 |
$10.65 / $12.30 / $1.65 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
430.00 |
33.62% |
$12.30 / 8 |
$12.70 / 2 |
1 / 20 |
25.288146% |
0.433627 |
-0.183260 |
0.005430 |
0.772307 |
0.362441 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
490.00 |
7.04% |
$1.00 / 30 |
$1.65 / 10 |
0 / 82 |
23.342073% |
0.183584 |
-0.120068 |
0.003669 |
0.521889 |
0.158575 |
|
63 |
Legs |
11/17(53) |
CALL |
430.00 / 480.00 |
$740 / $4,260 / 0.17 |
69.92% / $96.61 / 2.27% / 14.76% |
75.48% / $437.40 |
$7.40 / $9.10 / $1.70 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
430.00 |
30.08% |
$9.10 / 43 |
$9.60 / 14 |
0 / 15 |
26.470405% |
0.397780 |
-0.215538 |
0.006505 |
0.620494 |
0.228904 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
5.45% |
$0.85 / 31 |
$1.70 / 10 |
0 / 3 |
26.120907% |
0.155083 |
-0.129964 |
0.004021 |
0.383573 |
0.091621 |
|
|
375 |
|
11/17(53) |
CALL |
460.00 / 500.00 |
$290 / $3,710 / 0.08 |
85.92% / $9.06 / 0.24% / 1.51% |
87.01% / $462.90 |
$2.90 / $4.50 / $1.60 / 10 |
62 / 47.17% / 27 |
5 |
Legs |
Vertical |
Bearish |
$400.66 (+0.13%) / 420K |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
460.00 |
14.08% |
$4.50 / 20 |
$5.00 / 6 |
0 / 3 |
32.411901% |
0.267097 |
-0.218158 |
0.004575 |
0.523035 |
0.151190 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
500.00 |
4.05% |
$1.20 / 6 |
$1.60 / 10 |
0 / 10 |
33.261670% |
0.138155 |
-0.144773 |
0.003069 |
0.350859 |
0.079561 |
|
643 |
Legs |
12/15(81) |
CALL |
450.00 / 520.00 |
$655 / $6,345 / 0.10 |
77.04% / $0.16 / 0.00% / 0.01% |
79.81% / $456.55 |
$6.55 / $9.00 / $2.45 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
450.00 |
22.96% |
$9.00 / 22 |
$10.70 / 2 |
0 / 80 |
31.455169% |
0.360127 |
-0.207169 |
0.004261 |
0.726495 |
0.292999 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
520.00 |
4.58% |
$0.75 / 6 |
$2.45 / 15 |
0 / 14 |
31.592615% |
0.153591 |
-0.128479 |
0.002698 |
0.460021 |
0.129117 |
|
249 |
Legs |
11/17(53) |
CALL |
450.00 / 500.00 |
$460 / $4,540 / 0.10 |
81.61% / $61.83 / 1.36% / 8.66% |
83.69% / $454.60 |
$4.60 / $6.20 / $1.60 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
450.00 |
18.39% |
$6.20 / 22 |
$9.20 / 2 |
1 / 4 |
34.986044% |
0.309060 |
-0.234581 |
0.004901 |
0.560344 |
0.174000 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
500.00 |
4.05% |
$1.20 / 6 |
$1.60 / 10 |
0 / 10 |
33.261670% |
0.138155 |
-0.144773 |
0.003069 |
0.350859 |
0.079561 |
|
209 |
Legs |
11/17(53) |
CALL |
450.00 / 490.00 |
$400 / $3,600 / 0.11 |
81.61% / $2.15 / 0.06% / 0.37% |
83.43% / $454.00 |
$4.00 / $6.20 / $2.20 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
450.00 |
18.39% |
$6.20 / 22 |
$9.20 / 2 |
1 / 4 |
34.986044% |
0.309060 |
-0.234581 |
0.004901 |
0.560344 |
0.174000 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
490.00 |
5.68% |
$1.70 / 8 |
$2.20 / 41 |
0 / 6 |
33.178048% |
0.164660 |
-0.163069 |
0.003449 |
0.394317 |
0.094470 |
|
108 |
Legs |
11/17(53) |
CALL |
440.00 / 500.00 |
$680 / $5,320 / 0.13 |
76.44% / $132.25 / 2.49% / 16.27% |
80.05% / $446.80 |
$6.80 / $8.40 / $1.60 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
23.56% |
$8.40 / 20 |
$9.20 / 32 |
0 / 12 |
32.816729% |
0.354701 |
-0.248842 |
0.005177 |
0.591891 |
0.198512 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
500.00 |
4.05% |
$1.20 / 6 |
$1.60 / 10 |
0 / 10 |
33.261670% |
0.138155 |
-0.144773 |
0.003069 |
0.350859 |
0.079561 |
|
86 |
Legs |
11/17(53) |
CALL |
440.00 / 490.00 |
$620 / $4,380 / 0.14 |
76.44% / $51.72 / 1.18% / 7.47% |
79.75% / $446.20 |
$6.20 / $8.40 / $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) |
CALL |
440.00 |
23.56% |
$8.40 / 20 |
$9.20 / 32 |
0 / 12 |
32.816729% |
0.354701 |
-0.248842 |
0.005177 |
0.591891 |
0.198512 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
490.00 |
5.68% |
$1.70 / 8 |
$2.20 / 41 |
0 / 6 |
33.178048% |
0.164660 |
-0.163069 |
0.003449 |
0.394317 |
0.094470 |
|
|
30 |
|
12/15(81) |
CALL |
457.00 / 459.00 |
$50 / $150 / 0.33 |
74.74% / $0.47 / 0.31% / 1.30% |
75.21% / $457.50 |
$0.50 / $3.46 / $2.96 / 190 |
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) |
12/15/2023 (M) |
CALL |
457.00 |
25.26% |
$3.46 / 259 |
$3.48 / 381 |
1,354 / 14,284 |
12.500973% |
0.347346 |
-0.111468 |
0.007987 |
0.769815 |
0.326424 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
459.00 |
23.43% |
$2.94 / 449 |
$2.96 / 190 |
558 / 6,200 |
12.313893% |
0.332373 |
-0.109331 |
0.007854 |
0.757003 |
0.312728 |
|
28 |
Legs |
12/15(81) |
CALL |
456.00 / 460.00 |
$101 / $299 / 0.34 |
73.80% / $0.36 / 0.12% / 0.50% |
74.75% / $457.01 |
$1.01 / $3.74 / $2.73 / 250 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
456.00 |
26.20% |
$3.74 / 250 |
$3.76 / 300 |
753 / 3,613 |
12.591251% |
0.354948 |
-0.112489 |
0.008050 |
0.775833 |
0.333364 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
22.54% |
$2.71 / 502 |
$2.73 / 658 |
949 / 22,745 |
12.235497% |
0.325008 |
-0.108217 |
0.007784 |
0.750228 |
0.305978 |
|
25 |
Legs |
12/15(81) |
CALL |
456.00 / 459.00 |
$78 / $222 / 0.35 |
73.80% / $1.62 / 0.73% / 3.05% |
74.54% / $456.78 |
$0.78 / $3.74 / $2.96 / 190 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
456.00 |
26.20% |
$3.74 / 250 |
$3.76 / 300 |
753 / 3,613 |
12.591251% |
0.354948 |
-0.112489 |
0.008050 |
0.775833 |
0.333364 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
459.00 |
23.43% |
$2.94 / 449 |
$2.96 / 190 |
558 / 6,200 |
12.313893% |
0.332373 |
-0.109331 |
0.007854 |
0.757003 |
0.312728 |
|
23 |
Legs |
12/15(81) |
CALL |
456.00 / 458.00 |
$53 / $147 / 0.36 |
73.80% / $1.54 / 1.05% / 4.40% |
74.30% / $456.53 |
$0.53 / $3.74 / $3.21 / 250 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
456.00 |
26.20% |
$3.74 / 250 |
$3.76 / 300 |
753 / 3,613 |
12.591251% |
0.354948 |
-0.112489 |
0.008050 |
0.775833 |
0.333364 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
458.00 |
24.33% |
$3.19 / 409 |
$3.21 / 424 |
701 / 6,577 |
12.404867% |
0.339820 |
-0.110415 |
0.007922 |
0.763535 |
0.319544 |
|
26 |
Legs |
12/15(81) |
CALL |
455.00 / 460.00 |
$130 / $370 / 0.35 |
72.83% / $0.78 / 0.21% / 0.87% |
74.08% / $456.30 |
$1.30 / $4.03 / $2.73 / 473 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
455.00 |
27.17% |
$4.03 / 473 |
$4.06 / 341 |
1,446 / 20,040 |
12.687237% |
0.362626 |
-0.113477 |
0.008109 |
0.781581 |
0.340363 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
22.54% |
$2.71 / 502 |
$2.73 / 658 |
949 / 22,745 |
12.235497% |
0.325008 |
-0.108217 |
0.007784 |
0.750228 |
0.305978 |
|
2 |
Legs |
11/17(53) |
CALL |
452.00 / 454.00 |
$50 / $150 / 0.33 |
74.53% / $0.29 / 0.19% / 1.19% |
75.10% / $452.50 |
$0.50 / $2.83 / $2.33 / 150 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
452.00 |
25.47% |
$2.83 / 150 |
$2.84 / 487 |
2,032 / 17,571 |
12.536744% |
0.344569 |
-0.133448 |
0.009732 |
0.628977 |
0.219913 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
454.00 |
23.21% |
$2.31 / 488 |
$2.33 / 866 |
752 / 13,284 |
12.312513% |
0.326167 |
-0.130271 |
0.009526 |
0.615661 |
0.208420 |
|
|
266 |
|
10/20(25) |
CALL |
450.00 / 490.00 |
$330 / $3,670 / 0.09 |
67.71% / $52.15 / 1.42% / 18.45% |
72.23% / $453.30 |
$3.30 / $4.40 / $1.10 / 10 |
20 / 25.93% / 92 |
5 |
Legs |
Vertical |
Bearish |
$435.82 (+2.12%) / 429K |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
450.00 |
32.29% |
$4.40 / 10 |
$5.20 / 7 |
13 / 44 |
18.316842% |
0.396851 |
-0.250830 |
0.010907 |
0.475653 |
0.130524 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
490.00 |
2.41% |
$0.10 / 2 |
$1.10 / 10 |
0 / 11 |
23.205832% |
0.093961 |
-0.106013 |
0.004744 |
0.206915 |
0.031500 |
|
710 |
Legs |
10/20(25) |
CALL |
440.00 / 480.00 |
$775 / $3,225 / 0.24 |
52.38% / $60.76 / 1.88% / 25.10% |
64.45% / $447.75 |
$7.75 / $8.80 / $1.05 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
440.00 |
47.62% |
$8.80 / 6 |
$10.20 / 14 |
2 / 246 |
19.888073% |
0.506735 |
-0.263177 |
0.011282 |
0.492023 |
0.165434 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
480.00 |
5.38% |
$0.15 / 2 |
$1.05 / 25 |
1 / 38 |
19.680903% |
0.144296 |
-0.144324 |
0.006429 |
0.280364 |
0.048201 |
|
784 |
Legs |
10/20(25) |
CALL |
440.00 / 490.00 |
$770 / $4,230 / 0.18 |
52.38% / $192.64 / 4.55% / 70.65% |
64.37% / $447.70 |
$7.70 / $8.80 / $1.10 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
440.00 |
47.62% |
$8.80 / 6 |
$10.20 / 14 |
2 / 246 |
19.888073% |
0.506735 |
-0.263177 |
0.011282 |
0.492023 |
0.165434 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
490.00 |
2.41% |
$0.10 / 2 |
$1.10 / 10 |
0 / 11 |
23.205832% |
0.093961 |
-0.106013 |
0.004744 |
0.206915 |
0.031500 |
|
349 |
Legs |
10/20(25) |
PUT |
430.00 / 370.00 |
$385 / $5,615 / 0.07 |
65.55% / $205.90 / 3.67% / 54.06% |
70.99% / $426.15 |
$3.85 / $6.00 / $2.15 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
430.00 |
34.45% |
$6.00 / 3 |
$7.80 / 62 |
16 / 339 |
22.506853% |
-0.380749 |
-0.214124 |
0.010778 |
0.470053 |
-0.140288 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
370.00 |
0.40% |
0 / 0 |
$2.15 / 26 |
0 / 92 |
45.517660% |
-0.015159 |
-0.022590 |
0.001082 |
0.047168 |
-0.005430 |
|
110 |
Legs |
10/20(25) |
PUT |
430.00 / 400.00 |
$475 / $2,525 / 0.19 |
65.55% / $35.43 / 1.40% / 18.20% |
72.20% / $425.25 |
$4.75 / $6.00 / $1.25 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
430.00 |
34.45% |
$6.00 / 3 |
$7.80 / 62 |
16 / 339 |
22.506853% |
-0.380749 |
-0.214124 |
0.010778 |
0.470053 |
-0.140288 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
400.00 |
5.94% |
$0.90 / 14 |
$1.25 / 5 |
5 / 86 |
24.081423% |
-0.115132 |
-0.113029 |
0.005497 |
0.239748 |
-0.041692 |
|
331 |
Legs |
11/17(53) |
PUT |
430.00 / 380.00 |
$695 / $4,305 / 0.16 |
63.31% / $62.29 / 1.45% / 9.22% |
70.39% / $423.05 |
$6.95 / $8.50 / $1.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
430.00 |
36.69% |
$8.50 / 1 |
$9.50 / 33 |
0 / 2 |
20.173696% |
-0.393630 |
-0.147959 |
0.007758 |
0.665034 |
-0.292232 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
380.00 |
4.61% |
$0.45 / 10 |
$1.55 / 10 |
0 / 6 |
24.182875% |
-0.086578 |
-0.064489 |
0.003184 |
0.272934 |
-0.062440 |
|
|
913 |
|
12/15(81) |
CALL |
450.00 / 520.00 |
$310 / $6,690 / 0.05 |
90.35% / $175.49 / 2.62% / 11.28% |
91.20% / $453.10 |
$3.10 / $4.40 / $1.30 / 6 |
44 / 17.90% / 83 |
5 |
Legs |
Vertical |
Bearish |
$378.31 (+1.72%) / 102K |
|
Earnings: 10/19 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
450.00 |
9.65% |
$4.40 / 7 |
$5.10 / 6 |
0 / 10 |
31.912343% |
0.219899 |
-0.133616 |
0.004148 |
0.540013 |
0.174399 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
520.00 |
0.83% |
$0.50 / 1 |
$1.30 / 6 |
0 / 1 |
34.236046% |
0.061980 |
-0.053996 |
0.001712 |
0.222898 |
0.050407 |
|
538 |
Legs |
11/17(53) |
CALL |
450.00 / 470.00 |
$120 / $1,880 / 0.06 |
94.50% / $51.76 / 2.75% / 18.15% |
94.77% / $451.20 |
$1.20 / $3.20 / $2.00 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
450.00 |
5.50% |
$3.20 / 5 |
$3.50 / 5 |
0 / 4 |
35.542971% |
0.157699 |
-0.130433 |
0.004124 |
0.360046 |
0.086047 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
2.27% |
$0.10 / 1 |
$2.00 / 1 |
0 / 2 |
31.845800% |
0.099355 |
-0.093911 |
0.002989 |
0.260938 |
0.054627 |
|
435 |
Legs |
11/17(53) |
CALL |
440.00 / 470.00 |
$240 / $2,760 / 0.09 |
91.78% / $118.83 / 4.31% / 29.54% |
92.51% / $442.40 |
$2.40 / $4.40 / $2.00 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
8.22% |
$4.40 / 9 |
$4.80 / 7 |
0 / 2 |
35.683014% |
0.195282 |
-0.149945 |
0.004722 |
0.412239 |
0.106079 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
2.27% |
$0.10 / 1 |
$2.00 / 1 |
0 / 2 |
31.845800% |
0.099355 |
-0.093911 |
0.002989 |
0.260938 |
0.054627 |
|
377 |
Legs |
11/17(53) |
CALL |
440.00 / 450.00 |
$90 / $910 / 0.10 |
91.78% / $21.62 / 2.38% / 15.51% |
92.06% / $440.90 |
$0.90 / $4.40 / $3.50 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
8.22% |
$4.40 / 9 |
$4.80 / 7 |
0 / 2 |
35.683014% |
0.195282 |
-0.149945 |
0.004722 |
0.412239 |
0.106079 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
5.50% |
$3.20 / 5 |
$3.50 / 5 |
0 / 4 |
35.542971% |
0.157699 |
-0.130433 |
0.004124 |
0.360046 |
0.086047 |
|
307 |
Legs |
11/17(53) |
CALL |
430.00 / 470.00 |
$410 / $3,590 / 0.11 |
88.05% / $217.49 / 6.06% / 43.50% |
89.71% / $434.10 |
$4.10 / $6.10 / $2.00 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
430.00 |
11.95% |
$6.10 / 5 |
$6.40 / 2 |
2 / 2 |
35.891511% |
0.238886 |
-0.169285 |
0.005306 |
0.463230 |
0.129122 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
2.27% |
$0.10 / 1 |
$2.00 / 1 |
0 / 2 |
31.845800% |
0.099355 |
-0.093911 |
0.002989 |
0.260938 |
0.054627 |
|
757 |
Legs |
12/15(81) |
CALL |
430.00 / 480.00 |
$370 / $4,630 / 0.08 |
83.09% / $19.05 / 0.41% / 1.71% |
84.67% / $433.70 |
$3.70 / $8.10 / $4.40 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
430.00 |
16.91% |
$8.10 / 6 |
$8.60 / 6 |
0 / 19 |
32.537447% |
0.297459 |
-0.157911 |
0.004853 |
0.631837 |
0.233438 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
480.00 |
3.68% |
$0.35 / 6 |
$4.40 / 1 |
0 / 6 |
33.094799% |
0.132557 |
-0.095717 |
0.003004 |
0.391141 |
0.106462 |
|
|
313 |
|
12/15(81) |
CALL |
451.00 / 455.00 |
$137 / $263 / 0.52 |
65.24% / $1.30 / 0.49% / 2.06% |
66.77% / $452.37 |
$1.37 / $5.70 / $4.33 / 104 |
99 / 92.03% / 55 |
5 |
Legs |
Vertical |
Bearish |
$432.01 (-0.23%) |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
451.00 |
34.76% |
$5.70 / 180 |
$5.74 / 180 |
0 / 5 |
12.131923% |
0.420615 |
-0.124549 |
0.008702 |
0.820387 |
0.395610 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
455.00 |
30.37% |
$4.27 / 104 |
$4.33 / 104 |
3 / 136 |
11.796347% |
0.387531 |
-0.120810 |
0.008523 |
0.803527 |
0.365473 |
|
311 |
Legs |
12/15(81) |
CALL |
451.00 / 454.00 |
$104 / $196 / 0.53 |
65.24% / $1.48 / 0.76% / 3.16% |
66.40% / $452.04 |
$1.04 / $5.70 / $4.66 / 101 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
451.00 |
34.76% |
$5.70 / 180 |
$5.74 / 180 |
0 / 5 |
12.131923% |
0.420615 |
-0.124549 |
0.008702 |
0.820387 |
0.395610 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
454.00 |
31.44% |
$4.58 / 101 |
$4.66 / 101 |
0 / 5 |
11.861315% |
0.395709 |
-0.121805 |
0.008573 |
0.808247 |
0.372941 |
|
686 |
Legs |
12/15(81) |
CALL |
447.00 / 451.00 |
$161 / $239 / 0.67 |
60.59% / $5.75 / 2.41% / 10.31% |
62.49% / $448.61 |
$1.61 / $7.35 / $5.74 / 83 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
447.00 |
39.41% |
$7.35 / 83 |
$7.51 / 1 |
0 / 110 |
12.519597% |
0.454571 |
-0.127605 |
0.008821 |
0.831581 |
0.426329 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
451.00 |
34.76% |
$5.70 / 180 |
$5.74 / 180 |
0 / 5 |
12.131923% |
0.420615 |
-0.124549 |
0.008702 |
0.820387 |
0.395610 |
|
856 |
Legs |
12/15(81) |
CALL |
445.00 / 451.00 |
$253 / $347 / 0.73 |
58.19% / $7.38 / 2.13% / 9.08% |
61.22% / $447.53 |
$2.53 / $8.27 / $5.74 / 128 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
445.00 |
41.81% |
$8.27 / 128 |
$8.53 / 150 |
2 / 271 |
12.739367% |
0.471806 |
-0.128857 |
0.008856 |
0.834923 |
0.441833 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
451.00 |
34.76% |
$5.70 / 180 |
$5.74 / 180 |
0 / 5 |
12.131923% |
0.420615 |
-0.124549 |
0.008702 |
0.820387 |
0.395610 |
|
235 |
Legs |
11/17(53) |
CALL |
444.00 / 450.00 |
$231 / $369 / 0.63 |
60.30% / $1.60 / 0.43% / 2.69% |
63.64% / $446.31 |
$2.31 / $6.02 / $3.71 / 146 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
444.00 |
39.70% |
$6.02 / 146 |
$6.08 / 146 |
0 / 134 |
12.539230% |
0.451504 |
-0.150819 |
0.010762 |
0.680356 |
0.287914 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
31.28% |
$3.66 / 104 |
$3.71 / 196 |
97 / 126 |
11.911167% |
0.389560 |
-0.143733 |
0.010424 |
0.658991 |
0.249462 |
|
239 |
Legs |
11/17(53) |
CALL |
444.00 / 449.00 |
$197 / $303 / 0.65 |
60.30% / $3.98 / 1.31% / 8.33% |
63.15% / $445.97 |
$1.97 / $6.02 / $4.05 / 96 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
444.00 |
39.70% |
$6.02 / 146 |
$6.08 / 146 |
0 / 134 |
12.539230% |
0.451504 |
-0.150819 |
0.010762 |
0.680356 |
0.287914 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
449.00 |
32.63% |
$3.99 / 96 |
$4.05 / 96 |
0 / 6 |
11.998326% |
0.399679 |
-0.145110 |
0.010498 |
0.663638 |
0.255770 |
|
|
887 |
|
12/15(81) |
CALL |
450.00 / 500.00 |
$235 / $4,765 / 0.05 |
87.90% / $18.83 / 0.40% / 1.64% |
88.70% / $452.35 |
$2.35 / $2.80 / $0.45 / 28 |
88 / 60.31% / 39 |
5 |
Legs |
Vertical |
Bearish |
$387.30 (+1.49%) / 799K |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
450.00 |
12.10% |
$2.80 / 31 |
$3.20 / 34 |
0 / 131 |
24.677653% |
0.245872 |
-0.137490 |
0.004450 |
0.588672 |
0.200106 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
2.30% |
$0.15 / 25 |
$0.45 / 28 |
0 / 3 |
23.727353% |
0.102889 |
-0.077336 |
0.002533 |
0.335107 |
0.085456 |
|
803 |
Legs |
12/15(81) |
CALL |
440.00 / 500.00 |
$375 / $5,625 / 0.07 |
83.98% / $82.39 / 1.46% / 6.19% |
85.55% / $443.75 |
$3.75 / $4.20 / $0.45 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
440.00 |
16.02% |
$4.20 / 19 |
$4.60 / 34 |
0 / 17 |
24.904000% |
0.286251 |
-0.148984 |
0.004806 |
0.635714 |
0.231735 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
2.30% |
$0.15 / 25 |
$0.45 / 28 |
0 / 3 |
23.727353% |
0.102889 |
-0.077336 |
0.002533 |
0.335107 |
0.085456 |
|
778 |
Legs |
12/15(81) |
CALL |
440.00 / 490.00 |
$355 / $4,645 / 0.08 |
83.98% / $35.74 / 0.77% / 3.21% |
85.47% / $443.55 |
$3.55 / $4.20 / $0.65 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
440.00 |
16.02% |
$4.20 / 19 |
$4.60 / 34 |
0 / 17 |
24.904000% |
0.286251 |
-0.148984 |
0.004806 |
0.635714 |
0.231735 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
490.00 |
3.31% |
$0.30 / 34 |
$0.65 / 37 |
0 / 1 |
23.694002% |
0.124157 |
-0.088589 |
0.002897 |
0.383145 |
0.102772 |
|
510 |
Legs |
11/17(53) |
CALL |
440.00 / 480.00 |
$180 / $3,820 / 0.05 |
88.73% / $25.44 / 0.67% / 4.16% |
89.46% / $441.80 |
$1.80 / $2.20 / $0.40 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
11.27% |
$2.20 / 21 |
$2.50 / 18 |
0 / 208 |
25.241776% |
0.229746 |
-0.160415 |
0.005239 |
0.464726 |
0.127938 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
2.04% |
$0.10 / 28 |
$0.40 / 34 |
0 / 12 |
24.479566% |
0.092989 |
-0.087111 |
0.002874 |
0.254891 |
0.052639 |
|
675 |
Legs |
12/15(81) |
CALL |
430.00 / 490.00 |
$545 / $5,455 / 0.10 |
79.20% / $107.26 / 1.97% / 8.37% |
81.92% / $435.45 |
$5.45 / $6.10 / $0.65 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
430.00 |
20.80% |
$6.10 / 17 |
$6.50 / 17 |
6 / 23 |
25.162777% |
0.330547 |
-0.159276 |
0.005118 |
0.676981 |
0.266034 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
490.00 |
3.31% |
$0.30 / 34 |
$0.65 / 37 |
0 / 1 |
23.694002% |
0.124157 |
-0.088589 |
0.002897 |
0.383145 |
0.102772 |
|
644 |
Legs |
12/15(81) |
CALL |
430.00 / 480.00 |
$515 / $4,485 / 0.12 |
79.20% / $49.42 / 1.10% / 4.63% |
81.78% / $435.15 |
$5.15 / $6.10 / $0.95 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
430.00 |
20.80% |
$6.10 / 17 |
$6.50 / 17 |
6 / 23 |
25.162777% |
0.330547 |
-0.159276 |
0.005118 |
0.676981 |
0.266034 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
480.00 |
4.69% |
$0.60 / 20 |
$0.95 / 30 |
0 / 10 |
23.855378% |
0.148851 |
-0.100499 |
0.003279 |
0.433743 |
0.122759 |
|
|
552 |
|
11/17(53) |
CALL |
445.00 / 470.00 |
$103 / $2,397 / 0.04 |
90.29% / $14.72 / 0.61% / 3.83% |
90.84% / $446.03 |
$1.03 / $1.31 / $0.28 / 25 |
37 / 45.32% / 11 |
5 |
Legs |
Vertical |
Bearish |
$402.30 (-0.26%) / 1.89M |
|
Earnings: 10/26 / Ex-Div: 10/05 ($0.57) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
445.00 |
9.71% |
$1.31 / 50 |
$1.40 / 21 |
12 / 204 |
17.427273% |
0.201849 |
-0.109473 |
0.006873 |
0.449632 |
0.120556 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
1.92% |
$0.21 / 19 |
$0.28 / 25 |
3 / 37 |
17.934125% |
0.084628 |
-0.059256 |
0.003787 |
0.247755 |
0.051052 |
|
530 |
Legs |
11/17(53) |
CALL |
445.00 / 465.00 |
$95 / $1,905 / 0.05 |
90.29% / $2.67 / 0.14% / 0.86% |
90.80% / $445.95 |
$0.95 / $1.31 / $0.36 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
445.00 |
9.71% |
$1.31 / 50 |
$1.40 / 21 |
12 / 204 |
17.427273% |
0.201849 |
-0.109473 |
0.006873 |
0.449632 |
0.120556 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
465.00 |
2.75% |
$0.29 / 64 |
$0.36 / 29 |
0 / 60 |
17.603602% |
0.102218 |
-0.068328 |
0.004354 |
0.284856 |
0.061558 |
|
477 |
Legs |
11/17(53) |
CALL |
440.00 / 470.00 |
$159 / $2,841 / 0.06 |
87.26% / $41.55 / 1.46% / 9.32% |
88.29% / $441.59 |
$1.59 / $1.87 / $0.28 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
12.74% |
$1.87 / 53 |
$1.97 / 3 |
19 / 227 |
17.517915% |
0.234686 |
-0.119984 |
0.007497 |
0.490440 |
0.139819 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
1.92% |
$0.21 / 19 |
$0.28 / 25 |
3 / 37 |
17.934125% |
0.084628 |
-0.059256 |
0.003787 |
0.247755 |
0.051052 |
|
449 |
Legs |
11/17(53) |
CALL |
440.00 / 465.00 |
$151 / $2,349 / 0.06 |
87.26% / $22.84 / 0.97% / 6.12% |
88.24% / $441.51 |
$1.51 / $1.87 / $0.36 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
12.74% |
$1.87 / 53 |
$1.97 / 3 |
19 / 227 |
17.517915% |
0.234686 |
-0.119984 |
0.007497 |
0.490440 |
0.139819 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
465.00 |
2.75% |
$0.29 / 64 |
$0.36 / 29 |
0 / 60 |
17.603602% |
0.102218 |
-0.068328 |
0.004354 |
0.284856 |
0.061558 |
|
425 |
Legs |
11/17(53) |
CALL |
440.00 / 460.00 |
$137 / $1,863 / 0.07 |
87.26% / $6.18 / 0.33% / 2.05% |
88.15% / $441.37 |
$1.37 / $1.87 / $0.50 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
12.74% |
$1.87 / 53 |
$1.97 / 3 |
19 / 227 |
17.517915% |
0.234686 |
-0.119984 |
0.007497 |
0.490440 |
0.139819 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
460.00 |
3.87% |
$0.42 / 80 |
$0.50 / 38 |
0 / 228 |
17.465400% |
0.122559 |
-0.078040 |
0.004957 |
0.324310 |
0.073671 |
|
72 |
Legs |
11/03(39) |
CALL |
430.00 / 450.00 |
$190 / $1,810 / 0.11 |
83.03% / $24.04 / 1.33% / 11.32% |
84.78% / $431.90 |
$1.90 / $2.49 / $0.59 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
430.00 |
16.97% |
$2.49 / 30 |
$2.72 / 41 |
0 / 4 |
18.212287% |
0.273196 |
-0.148887 |
0.009349 |
0.461394 |
0.123400 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
450.00 |
4.50% |
$0.52 / 11 |
$0.59 / 10 |
0 / 5 |
18.062130% |
0.131381 |
-0.093646 |
0.005991 |
0.295662 |
0.059917 |
|
|
997 |
|
12/15(81) |
CALL |
440.00 / 450.00 |
$480 / $520 / 0.92 |
51.54% / $6.58 / 1.26% / 5.33% |
57.50% / $444.80 |
$4.80 / $11.90 / $7.10 / 56 |
92 / 81.10% / 15 |
5 |
Legs |
Vertical |
Bearish |
$434.34 (-0.23%) / 9.35M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
440.00 |
48.46% |
$11.90 / 56 |
$12.30 / 63 |
1 / 128 |
14.047151% |
0.517196 |
-0.121835 |
0.008830 |
0.836861 |
0.484538 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
36.31% |
$6.70 / 63 |
$7.10 / 96 |
0 / 463 |
12.860047% |
0.430774 |
-0.117796 |
0.008713 |
0.825705 |
0.406667 |
|
340 |
Legs |
10/13(18) |
PUT |
432.00 / 410.00 |
$315 / $1,885 / 0.17 |
64.18% / $42.03 / 2.23% / 41.53% |
71.19% / $428.85 |
$3.15 / $4.10 / $0.95 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
432.00 |
35.82% |
$4.10 / 60 |
$4.50 / 53 |
0 / 18 |
16.012831% |
-0.394142 |
-0.184664 |
0.016808 |
0.412294 |
-0.107709 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
PUT |
410.00 |
4.45% |
$0.80 / 112 |
$0.95 / 2 |
0 / 5 |
20.000909% |
-0.102797 |
-0.089166 |
0.007824 |
0.191925 |
-0.027747 |
|
628 |
Legs |
09/29(4) |
PUT |
429.00 / 420.00 |
$70 / $830 / 0.08 |
80.34% / $2.83 / 0.34% / 15.37% |
82.30% / $428.30 |
$0.70 / $1.35 / $0.65 / 475 |
|
Underlying |
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 |
429.00 |
19.66% |
$1.35 / 844 |
$1.60 / 67 |
0 / 3 |
17.209758% |
-0.274348 |
-0.276963 |
0.024153 |
0.215433 |
-0.026777 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
420.00 |
3.70% |
$0.45 / 859 |
$0.65 / 475 |
0 / 12 |
20.323109% |
-0.101914 |
-0.149594 |
0.012896 |
0.115029 |
-0.009903 |
|
135 |
Legs |
10/13(18) |
PUT |
430.00 / 410.00 |
$255 / $1,745 / 0.15 |
68.71% / $30.72 / 1.76% / 31.64% |
74.06% / $427.45 |
$2.55 / $3.50 / $0.95 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
430.00 |
31.29% |
$3.50 / 83 |
$3.90 / 69 |
0 / 14 |
16.283727% |
-0.360525 |
-0.180549 |
0.016350 |
0.401060 |
-0.098383 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
PUT |
410.00 |
4.45% |
$0.80 / 112 |
$0.95 / 2 |
0 / 5 |
20.000909% |
-0.102797 |
-0.089166 |
0.007824 |
0.191925 |
-0.027747 |
|
174 |
Legs |
10/13(18) |
PUT |
430.00 / 405.00 |
$270 / $2,230 / 0.12 |
68.71% / $84.69 / 3.80% / 79.87% |
74.36% / $427.30 |
$2.70 / $3.50 / $0.80 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
430.00 |
31.29% |
$3.50 / 83 |
$3.90 / 69 |
0 / 14 |
16.283727% |
-0.360525 |
-0.180549 |
0.016350 |
0.401060 |
-0.098383 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
PUT |
405.00 |
2.30% |
$0.60 / 65 |
$0.80 / 41 |
0 / 1 |
21.592546% |
-0.066818 |
-0.064801 |
0.005660 |
0.138846 |
-0.018000 |
|
694 |
Legs |
09/29(4) |
PUT |
428.00 / 415.00 |
$75 / $1,225 / 0.06 |
83.11% / $36.77 / 3.00% / 246.36% |
85.01% / $427.25 |
$0.75 / $1.15 / $0.40 / 31 |
|
Underlying |
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 |
428.00 |
16.89% |
$1.15 / 888 |
$1.40 / 56 |
0 / 1 |
17.321199% |
-0.250292 |
-0.264687 |
0.023044 |
0.205540 |
-0.024415 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
415.00 |
1.08% |
$0.25 / 974 |
$0.40 / 31 |
0 / 1 |
22.001216% |
-0.049496 |
-0.086356 |
0.007415 |
0.066136 |
-0.004801 |
|
|
881 |
|
12/15(81) |
CALL |
440.00 / 500.00 |
$295 / $5,705 / 0.05 |
87.52% / $121.32 / 2.13% / 9.08% |
88.64% / $442.95 |
$2.95 / $3.35 / $0.40 / 1 |
55 / 44.38% / 9 |
5 |
Legs |
Vertical |
Bearish |
$381.2299 (-1.65%) / 2.41M |
|
Earnings: 11/22 / Ex-Div: 09/28 ($1.35) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
440.00 |
12.48% |
$3.35 / 22 |
$3.50 / 70 |
14 / 493 |
24.651708% |
0.247079 |
-0.127834 |
0.004851 |
0.583652 |
0.200189 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
500.00 |
1.29% |
$0.16 / 57 |
$0.40 / 1 |
0 / 100 |
24.611792% |
0.075325 |
-0.056555 |
0.002183 |
0.262673 |
0.062490 |
|
872 |
Legs |
12/15(81) |
CALL |
440.00 / 490.00 |
$261 / $4,739 / 0.06 |
87.52% / $62.69 / 1.32% / 5.58% |
88.51% / $442.61 |
$2.61 / $3.35 / $0.74 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
440.00 |
12.48% |
$3.35 / 22 |
$3.50 / 70 |
14 / 493 |
24.651708% |
0.247079 |
-0.127834 |
0.004851 |
0.583652 |
0.200189 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
490.00 |
1.98% |
$0.28 / 128 |
$0.74 / 310 |
6 / 225 |
25.186013% |
0.093731 |
-0.066775 |
0.002573 |
0.309496 |
0.077520 |
|
851 |
Legs |
12/15(81) |
CALL |
440.00 / 480.00 |
$248 / $3,752 / 0.07 |
87.52% / $32.12 / 0.86% / 3.58% |
88.46% / $442.48 |
$2.48 / $3.35 / $0.87 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
440.00 |
12.48% |
$3.35 / 22 |
$3.50 / 70 |
14 / 493 |
24.651708% |
0.247079 |
-0.127834 |
0.004851 |
0.583652 |
0.200189 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
480.00 |
2.98% |
$0.45 / 134 |
$0.87 / 101 |
4 / 750 |
24.437201% |
0.115740 |
-0.077977 |
0.002997 |
0.360577 |
0.095399 |
|
817 |
Legs |
12/15(81) |
CALL |
440.00 / 470.00 |
$221 / $2,779 / 0.08 |
87.52% / $8.16 / 0.29% / 1.22% |
88.36% / $442.21 |
$2.21 / $3.35 / $1.14 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
440.00 |
12.48% |
$3.35 / 22 |
$3.50 / 70 |
14 / 493 |
24.651708% |
0.247079 |
-0.127834 |
0.004851 |
0.583652 |
0.200189 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
4.39% |
$1.04 / 23 |
$1.14 / 20 |
0 / 337 |
24.792361% |
0.141761 |
-0.089992 |
0.003450 |
0.415055 |
0.116416 |
|
769 |
Legs |
12/15(81) |
CALL |
430.00 / 490.00 |
$406 / $5,594 / 0.07 |
83.08% / $132.65 / 2.37% / 10.16% |
85.00% / $434.06 |
$4.06 / $4.80 / $0.74 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
430.00 |
16.92% |
$4.80 / 58 |
$5.00 / 52 |
20 / 373 |
24.681607% |
0.291755 |
-0.139541 |
0.005272 |
0.634301 |
0.235094 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
490.00 |
1.98% |
$0.28 / 128 |
$0.74 / 310 |
6 / 225 |
25.186013% |
0.093731 |
-0.066775 |
0.002573 |
0.309496 |
0.077520 |
|
415 |
Legs |
11/17(53) |
CALL |
420.00 / 480.00 |
$269 / $5,731 / 0.05 |
82.40% / $105.04 / 1.83% / 11.80% |
84.05% / $422.69 |
$2.69 / $3.00 / $0.31 / 53 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
420.00 |
17.60% |
$3.00 / 53 |
$3.15 / 43 |
97 / 482 |
22.246341% |
0.291023 |
-0.168630 |
0.006434 |
0.519103 |
0.160149 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
1.06% |
$0.02 / 287 |
$0.31 / 316 |
5 / 65 |
24.433395% |
0.065280 |
-0.061401 |
0.002389 |
0.192732 |
0.036851 |
|
|
939 |
|
12/15(81) |
CALL |
430.00 / 490.00 |
$1,150 / $4,850 / 0.24 |
57.22% / $18.28 / 0.38% / 1.57% |
67.14% / $441.50 |
$11.50 / $12.50 / $1.00 / 3 |
67 / 49.87% / 76 |
|
Legs |
Vertical |
Bearish |
$417.88 (+0.81%) / 279K |
|
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) |
12/15/2023 (M) |
CALL |
430.00 |
42.78% |
$12.50 / 30 |
$15.30 / 31 |
0 / 17 |
20.118731% |
0.491102 |
-0.164807 |
0.006601 |
0.807852 |
0.429982 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
490.00 |
6.98% |
$0.60 / 10 |
$1.00 / 3 |
0 / 2 |
17.914893% |
0.176284 |
-0.100611 |
0.004286 |
0.524545 |
0.159767 |
|
317 |
|
10/27(32) |
CALL |
440.00 / 470.00 |
$120 / $2,880 / 0.04 |
84.01% / $8.27 / 0.29% / 2.82% |
85.11% / $441.20 |
$1.20 / $1.75 / $0.55 / 25 |
92 / 79.66% / 43 |
5 |
Legs |
Vertical |
Bearish |
$414.00 (-0.85%) / 1.45M |
|
Earnings: 10/17 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
440.00 |
15.99% |
$1.75 / 25 |
$2.00 / 21 |
2 / 123 |
17.638660% |
0.263251 |
-0.164226 |
0.009251 |
0.424679 |
0.102374 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
470.00 |
1.75% |
$0.05 / 38 |
$0.55 / 55 |
0 / 25 |
20.406159% |
0.079424 |
-0.073778 |
0.004193 |
0.192482 |
0.031285 |
|
59 |
Legs |
11/17(53) |
CALL |
435.00 / 465.00 |
$400 / $2,600 / 0.15 |
73.73% / $13.92 / 0.54% / 3.33% |
77.56% / $439.00 |
$4.00 / $4.70 / $0.70 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
435.00 |
26.27% |
$4.70 / 28 |
$5.00 / 57 |
6 / 33 |
17.857901% |
0.355865 |
-0.150483 |
0.008379 |
0.609064 |
0.214731 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
465.00 |
6.34% |
$0.55 / 46 |
$0.70 / 58 |
5 / 198 |
17.076702% |
0.160580 |
-0.097533 |
0.005492 |
0.399174 |
0.098427 |
|
132 |
Legs |
10/27(32) |
CALL |
435.00 / 465.00 |
$210 / $2,790 / 0.08 |
78.88% / $27.93 / 1.00% / 10.14% |
81.15% / $437.10 |
$2.10 / $2.70 / $0.60 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
435.00 |
21.12% |
$2.70 / 8 |
$3.20 / 34 |
3 / 39 |
18.213778% |
0.308879 |
-0.177565 |
0.009980 |
0.458145 |
0.119773 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
465.00 |
2.69% |
$0.10 / 34 |
$0.60 / 61 |
0 / 25 |
19.446069% |
0.099719 |
-0.087480 |
0.004966 |
0.227980 |
0.039211 |
|
42 |
Legs |
11/17(53) |
CALL |
430.00 / 460.00 |
$545 / $2,455 / 0.22 |
68.46% / $22.73 / 0.93% / 5.82% |
74.18% / $435.45 |
$5.45 / $6.40 / $0.95 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
430.00 |
31.54% |
$6.40 / 6 |
$6.70 / 50 |
2 / 92 |
18.357811% |
0.396770 |
-0.156051 |
0.008666 |
0.629918 |
0.238608 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
460.00 |
8.34% |
$0.80 / 30 |
$0.95 / 30 |
6 / 48 |
16.957358% |
0.186435 |
-0.107397 |
0.006038 |
0.438921 |
0.114027 |
|
21 |
Legs |
11/17(53) |
CALL |
430.00 / 455.00 |
$510 / $1,990 / 0.26 |
68.46% / $1.56 / 0.08% / 0.48% |
73.83% / $435.10 |
$5.10 / $6.40 / $1.30 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
430.00 |
31.54% |
$6.40 / 6 |
$6.70 / 50 |
2 / 92 |
18.357811% |
0.396770 |
-0.156051 |
0.008666 |
0.629918 |
0.238608 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
455.00 |
10.82% |
$1.15 / 28 |
$1.30 / 25 |
12 / 36 |
16.878341% |
0.215039 |
-0.117175 |
0.006578 |
0.478131 |
0.131217 |
|
19 |
Legs |
10/27(32) |
CALL |
430.00 / 455.00 |
$325 / $2,175 / 0.15 |
72.81% / $12.54 / 0.58% / 5.73% |
76.86% / $433.25 |
$3.25 / $3.90 / $0.65 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
430.00 |
27.19% |
$3.90 / 27 |
$4.40 / 5 |
3 / 72 |
18.269739% |
0.358234 |
-0.188714 |
0.010579 |
0.485659 |
0.138473 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
455.00 |
5.93% |
$0.55 / 2 |
$0.65 / 13 |
0 / 34 |
18.177148% |
0.152096 |
-0.117822 |
0.006671 |
0.306268 |
0.059577 |
|
|
208 |
|
10/20(25) |
PUT |
440.00 / 410.00 |
$305 / $2,695 / 0.11 |
80.12% / $1.65 / 0.06% / 0.74% |
82.23% / $436.95 |
$3.05 / $4.40 / $1.35 / 88 |
79 / 70.21% / 27 |
3 |
Legs |
Vertical |
Bullish |
$466.06 (+0.83%) / 799K |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
440.00 |
19.88% |
$4.40 / 88 |
$4.60 / 287 |
6 / 200 |
29.684390% |
-0.257083 |
-0.279340 |
0.006130 |
0.426195 |
-0.102660 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
410.00 |
5.53% |
$1.20 / 161 |
$1.35 / 287 |
0 / 164 |
33.257095% |
-0.099906 |
-0.154044 |
0.003334 |
0.231824 |
-0.039304 |
|
346 |
Legs |
10/20(25) |
PUT |
435.00 / 405.00 |
$240 / $2,760 / 0.09 |
83.50% / $5.82 / 0.21% / 2.56% |
84.97% / $432.60 |
$2.40 / $3.50 / $1.10 / 136 |
|
Underlying |
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 |
435.00 |
16.50% |
$3.50 / 458 |
$3.80 / 466 |
2 / 120 |
30.167476% |
-0.225344 |
-0.260771 |
0.005706 |
0.396731 |
-0.089733 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
405.00 |
4.31% |
$0.95 / 212 |
$1.10 / 136 |
0 / 11 |
33.898483% |
-0.082035 |
-0.133305 |
0.002881 |
0.200280 |
-0.032207 |
|
443 |
Legs |
10/20(25) |
PUT |
430.00 / 400.00 |
$180 / $2,820 / 0.06 |
86.45% / $1.61 / 0.06% / 0.69% |
87.41% / $428.20 |
$1.80 / $2.85 / $1.05 / 404 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
430.00 |
13.55% |
$2.85 / 404 |
$3.10 / 446 |
10 / 85 |
30.767391% |
-0.195624 |
-0.240613 |
0.005252 |
0.365118 |
-0.077690 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
400.00 |
3.32% |
$0.75 / 411 |
$1.05 / 708 |
5 / 124 |
35.176997% |
-0.066510 |
-0.113737 |
0.002454 |
0.170619 |
-0.026060 |
|
519 |
Legs |
10/20(25) |
PUT |
425.00 / 395.00 |
$135 / $2,865 / 0.05 |
88.99% / $0.01 / 0.00% / 0.00% |
89.61% / $423.65 |
$1.35 / $2.30 / $0.95 / 315 |
|
Underlying |
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 |
425.00 |
11.01% |
$2.30 / 315 |
$2.50 / 320 |
6 / 78 |
31.308654% |
-0.168112 |
-0.219361 |
0.004777 |
0.332085 |
-0.066595 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
395.00 |
2.53% |
$0.50 / 568 |
$0.95 / 722 |
0 / 12 |
35.839944% |
-0.053212 |
-0.095631 |
0.002061 |
0.143255 |
-0.020810 |
|
|
17 |
|
11/17(53) |
CALL |
430.00 / 470.00 |
$680 / $3,320 / 0.21 |
75.33% / $3.91 / 0.12% / 0.73% |
78.47% / $436.80 |
$6.80 / $11.50 / $4.70 / 7 |
43 / 34.51% / 90 |
5 |
Legs |
Vertical |
Bearish |
$386.61 (-0.89%) / 317K |
|
Earnings: 10/30 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
430.00 |
24.67% |
$11.50 / 7 |
$12.40 / 10 |
0 / 8 |
41.421299% |
0.375237 |
-0.297316 |
0.004482 |
0.583194 |
0.197460 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
10.21% |
$4.00 / 10 |
$4.70 / 10 |
0 / 2 |
40.362399% |
0.233611 |
-0.237410 |
0.003619 |
0.470981 |
0.125684 |
|
24 |
Legs |
11/17(53) |
CALL |
420.00 / 470.00 |
$980 / $4,020 / 0.24 |
70.20% / $27.53 / 0.68% / 4.28% |
75.23% / $429.80 |
$9.80 / $14.50 / $4.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
420.00 |
29.80% |
$14.50 / 6 |
$17.80 / 13 |
0 / 9 |
43.797245% |
0.416905 |
-0.307104 |
0.004612 |
0.600087 |
0.217893 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
10.21% |
$4.00 / 10 |
$4.70 / 10 |
0 / 2 |
40.362399% |
0.233611 |
-0.237410 |
0.003619 |
0.470981 |
0.125684 |
|
103 |
Legs |
11/17(53) |
CALL |
410.00 / 470.00 |
$1,330 / $4,670 / 0.29 |
64.50% / $42.00 / 0.90% / 5.65% |
71.96% / $423.30 |
$13.30 / $18.00 / $4.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
410.00 |
35.50% |
$18.00 / 6 |
$18.90 / 3 |
1 / 7 |
42.017454% |
0.460564 |
-0.313783 |
0.004691 |
0.610442 |
0.238918 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
10.21% |
$4.00 / 10 |
$4.70 / 10 |
0 / 2 |
40.362399% |
0.233611 |
-0.237410 |
0.003619 |
0.470981 |
0.125684 |
|
141 |
Legs |
10/20(25) |
CALL |
410.00 / 470.00 |
$675 / $5,325 / 0.13 |
69.29% / $83.60 / 1.57% / 20.56% |
74.39% / $416.75 |
$6.75 / $8.30 / $1.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
410.00 |
30.71% |
$8.30 / 4 |
$8.90 / 4 |
1 / 30 |
36.761889% |
0.406629 |
-0.421483 |
0.006427 |
0.425518 |
0.112878 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
470.00 |
3.85% |
0 / 0 |
$1.55 / 1 |
0 / 13 |
43.798428% |
0.132072 |
-0.228518 |
0.003543 |
0.234570 |
0.037850 |
|
101 |
Legs |
10/20(25) |
CALL |
410.00 / 460.00 |
$665 / $4,335 / 0.15 |
69.29% / $10.02 / 0.23% / 2.81% |
74.32% / $416.65 |
$6.65 / $8.30 / $1.65 / 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 |
410.00 |
30.71% |
$8.30 / 4 |
$8.90 / 4 |
1 / 30 |
36.761889% |
0.406629 |
-0.421483 |
0.006427 |
0.425518 |
0.112878 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
460.00 |
5.82% |
$0.90 / 10 |
$1.65 / 10 |
0 / 33 |
38.177035% |
0.164034 |
-0.264709 |
0.004097 |
0.271226 |
0.046823 |
|
404 |
Legs |
10/20(25) |
CALL |
400.00 / 460.00 |
$1,035 / $4,965 / 0.21 |
60.85% / $81.80 / 1.65% / 21.66% |
69.57% / $410.35 |
$10.35 / $12.00 / $1.65 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
400.00 |
39.15% |
$12.00 / 10 |
$12.60 / 5 |
0 / 8 |
37.371680% |
0.469293 |
-0.434250 |
0.006590 |
0.436261 |
0.129261 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
460.00 |
5.82% |
$0.90 / 10 |
$1.65 / 10 |
0 / 33 |
38.177035% |
0.164034 |
-0.264709 |
0.004097 |
0.271226 |
0.046823 |
|
|
497 |
|
12/15(81) |
CALL |
420.00 / 470.00 |
$665 / $4,335 / 0.15 |
72.69% / $44.89 / 1.04% / 4.34% |
77.00% / $426.65 |
$6.65 / $8.30 / $1.65 / 5 |
48 / 51.40% / 88 |
5 |
Legs |
Vertical |
Bearish |
$388.58 (+1.12%) / 238K |
|
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) |
12/15/2023 (M) |
CALL |
420.00 |
27.31% |
$8.30 / 5 |
$8.70 / 5 |
0 / 110 |
23.674748% |
0.381639 |
-0.161380 |
0.005906 |
0.717494 |
0.310028 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
5.78% |
$0.30 / 33 |
$1.65 / 8 |
0 / 11 |
22.130059% |
0.163370 |
-0.100956 |
0.003821 |
0.464161 |
0.136293 |
|
586 |
Legs |
12/15(81) |
CALL |
420.00 / 480.00 |
$635 / $5,365 / 0.12 |
72.69% / $71.64 / 1.34% / 5.63% |
76.82% / $426.35 |
$6.35 / $8.30 / $1.95 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
420.00 |
27.31% |
$8.30 / 5 |
$8.70 / 5 |
0 / 110 |
23.674748% |
0.381639 |
-0.161380 |
0.005906 |
0.717494 |
0.310028 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
480.00 |
3.96% |
$0.45 / 10 |
$1.95 / 9 |
0 / 1 |
25.230517% |
0.133954 |
-0.088016 |
0.003346 |
0.406428 |
0.112189 |
|
689 |
Legs |
12/15(81) |
CALL |
410.00 / 470.00 |
$985 / $5,015 / 0.20 |
65.38% / $106.69 / 2.13% / 9.08% |
72.59% / $419.85 |
$9.85 / $11.50 / $1.65 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
410.00 |
34.62% |
$11.50 / 5 |
$12.10 / 6 |
0 / 24 |
23.990537% |
0.438175 |
-0.168598 |
0.006106 |
0.741751 |
0.353381 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
5.78% |
$0.30 / 33 |
$1.65 / 8 |
0 / 11 |
22.130059% |
0.163370 |
-0.100956 |
0.003821 |
0.464161 |
0.136293 |
|
632 |
Legs |
12/15(81) |
CALL |
410.00 / 460.00 |
$920 / $4,080 / 0.23 |
65.38% / $10.91 / 0.27% / 1.11% |
72.14% / $419.20 |
$9.20 / $11.50 / $2.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
410.00 |
34.62% |
$11.50 / 5 |
$12.10 / 6 |
0 / 24 |
23.990537% |
0.438175 |
-0.168598 |
0.006106 |
0.741751 |
0.353381 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
8.25% |
$1.80 / 21 |
$2.30 / 8 |
0 / 8 |
23.778700% |
0.197447 |
-0.114275 |
0.004304 |
0.522806 |
0.164017 |
|
871 |
Legs |
12/15(81) |
CALL |
400.00 / 460.00 |
$1,330 / $4,670 / 0.29 |
57.25% / $40.90 / 0.88% / 3.67% |
67.89% / $413.30 |
$13.30 / $15.60 / $2.30 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
42.75% |
$15.60 / 32 |
$16.40 / 20 |
0 / 19 |
24.447788% |
0.497438 |
-0.172804 |
0.006180 |
0.750769 |
0.397925 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
8.25% |
$1.80 / 21 |
$2.30 / 8 |
0 / 8 |
23.778700% |
0.197447 |
-0.114275 |
0.004304 |
0.522806 |
0.164017 |
|
275 |
Legs |
10/20(25) |
PUT |
380.00 / 320.00 |
$290 / $5,710 / 0.05 |
67.86% / $133.11 / 2.33% / 31.85% |
71.60% / $377.10 |
$2.90 / $5.20 / $2.30 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
380.00 |
32.14% |
$5.20 / 31 |
$5.70 / 30 |
0 / 29 |
23.601787% |
-0.361705 |
-0.224774 |
0.009938 |
0.411915 |
-0.119881 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
320.00 |
0.55% |
0 / 0 |
$2.30 / 9 |
0 / 3 |
53.969513% |
-0.016530 |
-0.025925 |
0.001092 |
0.045246 |
-0.005305 |
|
|
634 |
|
10/13(18) |
CALL |
425.00 / 445.00 |
$95 / $1,905 / 0.05 |
91.27% / $8.38 / 0.44% / 7.16% |
91.71% / $425.95 |
$0.95 / $1.75 / $0.80 / 10 |
79 / 80.75% / 55 |
5 |
Legs |
Vertical |
Bearish |
$381.35 (+0.87%) / 456K |
|
Earnings: 10/12 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
425.00 |
8.73% |
$1.75 / 15 |
$2.00 / 11 |
0 / 1 |
34.871179% |
0.195236 |
-0.279516 |
0.006326 |
0.258745 |
0.042264 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
445.00 |
2.63% |
$0.65 / 19 |
$0.80 / 10 |
0 / 20 |
36.559787% |
0.103536 |
-0.181645 |
0.004128 |
0.168811 |
0.022606 |
|
361 |
Legs |
10/20(25) |
CALL |
420.00 / 450.00 |
$205 / $2,795 / 0.07 |
85.40% / $12.28 / 0.44% / 5.40% |
86.58% / $422.05 |
$2.05 / $2.85 / $0.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
420.00 |
14.60% |
$2.85 / 6 |
$3.10 / 38 |
39 / 231 |
32.167870% |
0.261957 |
-0.289026 |
0.006502 |
0.350523 |
0.073608 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
450.00 |
3.51% |
$0.70 / 8 |
$0.80 / 10 |
0 / 34 |
33.794198% |
0.122263 |
-0.178752 |
0.004048 |
0.218231 |
0.034843 |
|
554 |
Legs |
10/13(18) |
CALL |
420.00 / 445.00 |
$145 / $2,355 / 0.06 |
88.65% / $25.62 / 1.09% / 18.58% |
89.47% / $421.45 |
$1.45 / $2.25 / $0.80 / 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 |
420.00 |
11.35% |
$2.25 / 6 |
$2.70 / 7 |
0 / 12 |
34.933435% |
0.225100 |
-0.304279 |
0.006878 |
0.281315 |
0.048605 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
445.00 |
2.63% |
$0.65 / 19 |
$0.80 / 10 |
0 / 20 |
36.559787% |
0.103536 |
-0.181645 |
0.004128 |
0.168811 |
0.022606 |
|
589 |
Legs |
10/13(18) |
CALL |
420.00 / 450.00 |
$145 / $2,855 / 0.05 |
88.65% / $34.53 / 1.21% / 20.85% |
89.47% / $421.45 |
$1.45 / $2.25 / $0.80 / 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 |
420.00 |
11.35% |
$2.25 / 6 |
$2.70 / 7 |
0 / 12 |
34.933435% |
0.225100 |
-0.304279 |
0.006878 |
0.281315 |
0.048605 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
450.00 |
1.88% |
$0.20 / 84 |
$0.80 / 41 |
1 / 16 |
36.096800% |
0.086985 |
-0.159650 |
0.003631 |
0.148486 |
0.019027 |
|
537 |
Legs |
10/13(18) |
CALL |
420.00 / 440.00 |
$125 / $1,875 / 0.07 |
88.65% / $5.40 / 0.29% / 4.63% |
89.36% / $421.25 |
$1.25 / $2.25 / $1.00 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
420.00 |
11.35% |
$2.25 / 6 |
$2.70 / 7 |
0 / 12 |
34.933435% |
0.225100 |
-0.304279 |
0.006878 |
0.281315 |
0.048605 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
440.00 |
3.63% |
$0.80 / 20 |
$1.00 / 11 |
0 / 34 |
35.963463% |
0.122485 |
-0.204976 |
0.004654 |
0.190332 |
0.026692 |
|
480 |
Legs |
10/13(18) |
CALL |
415.00 / 445.00 |
$205 / $2,795 / 0.07 |
85.48% / $47.03 / 1.68% / 30.06% |
86.85% / $417.05 |
$2.05 / $2.85 / $0.80 / 10 |
|
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 |
415.00 |
14.52% |
$2.85 / 28 |
$3.20 / 10 |
0 / 11 |
34.186792% |
0.257794 |
-0.328003 |
0.007404 |
0.302826 |
0.055511 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
445.00 |
2.63% |
$0.65 / 19 |
$0.80 / 10 |
0 / 20 |
36.559787% |
0.103536 |
-0.181645 |
0.004128 |
0.168811 |
0.022606 |
|
|
619 |
|
12/15(81) |
CALL |
410.00 / 460.00 |
$530 / $4,470 / 0.12 |
77.39% / $81.75 / 1.83% / 7.77% |
80.55% / $415.30 |
$5.30 / $6.60 / $1.30 / 10 |
72 / 44.90% / 95 |
5 |
Legs |
Vertical |
Bearish |
$372.51 (-0.48%) / 381K |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
410.00 |
22.61% |
$6.60 / 33 |
$9.00 / 20 |
0 / 10 |
26.138221% |
0.343059 |
-0.148970 |
0.005874 |
0.663530 |
0.268312 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
4.15% |
$0.40 / 31 |
$1.30 / 10 |
0 / 10 |
23.722120% |
0.137432 |
-0.086517 |
0.003512 |
0.396716 |
0.110267 |
|
570 |
Legs |
12/15(81) |
CALL |
410.00 / 450.00 |
$470 / $3,530 / 0.13 |
77.39% / $8.03 / 0.23% / 0.94% |
80.21% / $414.70 |
$4.70 / $6.60 / $1.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
410.00 |
22.61% |
$6.60 / 33 |
$9.00 / 20 |
0 / 10 |
26.138221% |
0.343059 |
-0.148970 |
0.005874 |
0.663530 |
0.268312 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
6.10% |
$1.25 / 3 |
$1.90 / 1 |
0 / 1 |
24.684660% |
0.168390 |
-0.099429 |
0.004019 |
0.453969 |
0.134551 |
|
511 |
Legs |
12/15(81) |
CALL |
400.00 / 460.00 |
$830 / $5,170 / 0.16 |
70.58% / $184.06 / 3.56% / 15.54% |
76.31% / $408.30 |
$8.30 / $9.60 / $1.30 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
29.42% |
$9.60 / 10 |
$10.60 / 3 |
0 / 5 |
25.528189% |
0.398763 |
-0.157826 |
0.006167 |
0.696643 |
0.309706 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
4.15% |
$0.40 / 31 |
$1.30 / 10 |
0 / 10 |
23.722120% |
0.137432 |
-0.086517 |
0.003512 |
0.396716 |
0.110267 |
|
474 |
Legs |
12/15(81) |
CALL |
400.00 / 450.00 |
$770 / $4,230 / 0.18 |
70.58% / $85.06 / 2.01% / 8.57% |
75.92% / $407.70 |
$7.70 / $9.60 / $1.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
29.42% |
$9.60 / 10 |
$10.60 / 3 |
0 / 5 |
25.528189% |
0.398763 |
-0.157826 |
0.006167 |
0.696643 |
0.309706 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
6.10% |
$1.25 / 3 |
$1.90 / 1 |
0 / 1 |
24.684660% |
0.168390 |
-0.099429 |
0.004019 |
0.453969 |
0.134551 |
|
733 |
Legs |
12/15(81) |
CALL |
390.00 / 450.00 |
$1,120 / $4,880 / 0.23 |
62.74% / $141.86 / 2.91% / 12.56% |
71.45% / $401.20 |
$11.20 / $13.10 / $1.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
37.26% |
$13.10 / 34 |
$14.40 / 2 |
0 / 4 |
25.922178% |
0.458092 |
-0.163958 |
0.006338 |
0.715927 |
0.353002 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
6.10% |
$1.25 / 3 |
$1.90 / 1 |
0 / 1 |
24.684660% |
0.168390 |
-0.099429 |
0.004019 |
0.453969 |
0.134551 |
|
439 |
Legs |
11/17(53) |
CALL |
390.00 / 450.00 |
$510 / $5,490 / 0.09 |
65.90% / $34.83 / 0.63% / 3.96% |
70.72% / $395.10 |
$5.10 / $9.90 / $4.80 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
34.10% |
$9.90 / 33 |
$11.20 / 5 |
1 / 2 |
27.057724% |
0.426125 |
-0.193368 |
0.007650 |
0.579479 |
0.225798 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
2.85% |
0 / 0 |
$4.80 / 23 |
0 / 1 |
41.591247% |
0.109193 |
-0.088623 |
0.003650 |
0.276486 |
0.059808 |
|
|
563 |
|
12/15(81) |
CALL |
410.00 / 420.00 |
$350 / $650 / 0.54 |
62.37% / $2.41 / 0.37% / 1.54% |
66.75% / $413.50 |
$3.50 / $6.70 / $3.20 / 3 |
93 / 81.82% / 36 |
5 |
Legs |
Vertical |
Bearish |
$397.00 (-0.23%) / 7.21M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
410.00 |
37.63% |
$6.70 / 30 |
$7.00 / 15 |
20 / 448 |
13.078921% |
0.440408 |
-0.108053 |
0.009574 |
0.757169 |
0.379495 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
25.81% |
$3.10 / 10 |
$3.20 / 3 |
87 / 249 |
11.951363% |
0.350735 |
-0.099849 |
0.009003 |
0.711979 |
0.304423 |
|
201 |
Legs |
10/20(25) |
CALL |
410.00 / 435.00 |
$135 / $2,365 / 0.06 |
73.13% / $3.41 / 0.14% / 1.74% |
75.65% / $411.35 |
$1.35 / $1.45 / $0.10 / 621 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
410.00 |
26.87% |
$1.45 / 693 |
$1.60 / 18 |
75 / 412 |
10.885471% |
0.349571 |
-0.163954 |
0.015418 |
0.415988 |
0.106456 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
435.00 |
2.12% |
0 / 0 |
$0.10 / 621 |
2 / 161 |
13.941560% |
0.085339 |
-0.067263 |
0.006503 |
0.175443 |
0.026319 |
|
226 |
Legs |
10/20(25) |
CALL |
410.00 / 440.00 |
$135 / $2,865 / 0.05 |
73.13% / $38.72 / 1.35% / 17.48% |
75.65% / $411.35 |
$1.35 / $1.45 / $0.10 / 621 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
410.00 |
26.87% |
$1.45 / 693 |
$1.60 / 18 |
75 / 412 |
10.885471% |
0.349571 |
-0.163954 |
0.015418 |
0.415988 |
0.106456 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
440.00 |
1.06% |
0 / 0 |
$0.10 / 621 |
0 / 142 |
15.552350% |
0.059382 |
-0.050764 |
0.004923 |
0.132831 |
0.018346 |
|
975 |
Legs |
12/15(81) |
CALL |
405.00 / 420.00 |
$610 / $890 / 0.69 |
55.76% / $8.61 / 0.97% / 4.05% |
63.77% / $411.10 |
$6.10 / $9.30 / $3.20 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
405.00 |
44.24% |
$9.30 / 14 |
$9.70 / 78 |
2 / 67 |
13.889219% |
0.487571 |
-0.110337 |
0.009674 |
0.765003 |
0.418413 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
25.81% |
$3.10 / 10 |
$3.20 / 3 |
87 / 249 |
11.951363% |
0.350735 |
-0.099849 |
0.009003 |
0.711979 |
0.304423 |
|
982 |
Legs |
12/15(81) |
CALL |
405.00 / 415.00 |
$440 / $560 / 0.79 |
55.76% / $16.11 / 2.88% / 12.43% |
61.59% / $409.40 |
$4.40 / $9.30 / $4.90 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
405.00 |
44.24% |
$9.30 / 14 |
$9.70 / 78 |
2 / 67 |
13.889219% |
0.487571 |
-0.110337 |
0.009674 |
0.765003 |
0.418413 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
415.00 |
31.45% |
$4.70 / 10 |
$4.90 / 18 |
189 / 718 |
12.527177% |
0.394612 |
-0.104505 |
0.009346 |
0.739132 |
0.341318 |
|
423 |
Legs |
10/20(25) |
CALL |
405.00 / 430.00 |
$290 / $2,210 / 0.13 |
62.69% / $13.80 / 0.62% / 7.76% |
68.93% / $407.90 |
$2.90 / $3.00 / $0.10 / 621 |
|
Underlying |
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 |
405.00 |
37.31% |
$3.00 / 930 |
$3.30 / 389 |
14 / 339 |
11.494457% |
0.427532 |
-0.175417 |
0.016335 |
0.440740 |
0.129718 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
430.00 |
3.97% |
$0.05 / 30 |
$0.10 / 621 |
8 / 387 |
11.780847% |
0.119420 |
-0.086233 |
0.008305 |
0.224088 |
0.036759 |
|
|
646 |
|
12/15(81) |
CALL |
400.00 / 460.00 |
$590 / $5,410 / 0.11 |
78.65% / $59.32 / 1.10% / 4.61% |
81.35% / $405.90 |
$5.90 / $7.90 / $2.00 / 10 |
60 / 31.94% / 37 |
5 |
Legs |
Vertical |
Bearish |
$353.03 (-1.20%) / 104K |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
21.35% |
$7.90 / 10 |
$9.20 / 13 |
0 / 38 |
32.352370% |
0.345859 |
-0.179988 |
0.004800 |
0.631414 |
0.248779 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
4.31% |
$1.25 / 10 |
$2.00 / 24 |
0 / 7 |
32.807263% |
0.148710 |
-0.110675 |
0.003017 |
0.396912 |
0.110342 |
|
611 |
Legs |
12/15(81) |
CALL |
400.00 / 450.00 |
$555 / $4,445 / 0.13 |
78.65% / $12.19 / 0.27% / 1.14% |
81.20% / $405.55 |
$5.55 / $7.90 / $2.35 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
21.35% |
$7.90 / 10 |
$9.20 / 13 |
0 / 38 |
32.352370% |
0.345859 |
-0.179988 |
0.004800 |
0.631414 |
0.248779 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
5.81% |
$1.65 / 9 |
$2.35 / 20 |
0 / 5 |
32.062691% |
0.173486 |
-0.122720 |
0.003337 |
0.438925 |
0.128195 |
|
494 |
Legs |
12/15(81) |
CALL |
390.00 / 450.00 |
$825 / $5,175 / 0.16 |
73.49% / $82.43 / 1.59% / 6.74% |
77.80% / $398.25 |
$8.25 / $10.60 / $2.35 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
26.51% |
$10.60 / 10 |
$11.90 / 14 |
0 / 2 |
32.761361% |
0.389892 |
-0.188299 |
0.004994 |
0.656872 |
0.278488 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
5.81% |
$1.65 / 9 |
$2.35 / 20 |
0 / 5 |
32.062691% |
0.173486 |
-0.122720 |
0.003337 |
0.438925 |
0.128195 |
|
437 |
Legs |
12/15(81) |
CALL |
390.00 / 440.00 |
$770 / $4,230 / 0.18 |
73.49% / $26.42 / 0.62% / 2.60% |
77.53% / $397.70 |
$7.70 / $10.60 / $2.90 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
26.51% |
$10.60 / 10 |
$11.90 / 14 |
0 / 2 |
32.761361% |
0.389892 |
-0.188299 |
0.004994 |
0.656872 |
0.278488 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
7.74% |
$2.30 / 10 |
$2.90 / 10 |
0 / 6 |
31.691922% |
0.201383 |
-0.134982 |
0.003659 |
0.481329 |
0.148142 |
|
166 |
Legs |
11/17(53) |
CALL |
390.00 / 440.00 |
$490 / $4,510 / 0.11 |
77.81% / $54.75 / 1.21% / 7.69% |
80.69% / $394.90 |
$4.90 / $7.00 / $2.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
22.19% |
$7.00 / 23 |
$10.80 / 13 |
0 / 1 |
36.122301% |
0.342851 |
-0.216394 |
0.005843 |
0.515372 |
0.169492 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
4.11% |
$1.30 / 10 |
$2.10 / 10 |
0 / 5 |
35.379851% |
0.138963 |
-0.127850 |
0.003520 |
0.310498 |
0.070558 |
|
534 |
Legs |
12/15(81) |
CALL |
380.00 / 440.00 |
$1,100 / $4,900 / 0.22 |
67.59% / $79.02 / 1.61% / 6.83% |
74.04% / $391.00 |
$11.00 / $13.90 / $2.90 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
380.00 |
32.41% |
$13.90 / 10 |
$17.30 / 31 |
0 / 2 |
34.801605% |
0.436582 |
-0.194586 |
0.005127 |
0.674408 |
0.309430 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
7.74% |
$2.30 / 10 |
$2.90 / 10 |
0 / 6 |
31.691922% |
0.201383 |
-0.134982 |
0.003659 |
0.481329 |
0.148142 |
|
|
343 |
|
11/17(53) |
CALL |
400.00 / 460.00 |
$275 / $5,725 / 0.05 |
78.00% / $125.11 / 2.19% / 14.20% |
80.31% / $402.75 |
$2.75 / $3.60 / $0.85 / 37 |
93 / 87.72% / 93 |
5 |
Legs |
Vertical |
Bearish |
$371.69 (-0.17%) / 1.16M |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
400.00 |
22.00% |
$3.60 / 66 |
$3.90 / 17 |
9 / 274 |
19.845580% |
0.325591 |
-0.154583 |
0.007910 |
0.531480 |
0.175819 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
460.00 |
0.79% |
0 / 0 |
$0.85 / 37 |
0 / 112 |
29.646420% |
0.054851 |
-0.046199 |
0.002439 |
0.163886 |
0.030432 |
|
326 |
Legs |
11/17(53) |
CALL |
400.00 / 450.00 |
$270 / $4,730 / 0.06 |
78.00% / $69.38 / 1.47% / 9.35% |
80.27% / $402.70 |
$2.70 / $3.60 / $0.90 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
400.00 |
22.00% |
$3.60 / 66 |
$3.90 / 17 |
9 / 274 |
19.845580% |
0.325591 |
-0.154583 |
0.007910 |
0.531480 |
0.175819 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
1.56% |
0 / 0 |
$0.90 / 41 |
0 / 153 |
27.376221% |
0.077941 |
-0.060857 |
0.003203 |
0.215189 |
0.043105 |
|
302 |
Legs |
11/17(53) |
CALL |
400.00 / 440.00 |
$260 / $3,740 / 0.07 |
78.00% / $3.64 / 0.10% / 0.60% |
80.19% / $402.60 |
$2.60 / $3.60 / $1.00 / 66 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
400.00 |
22.00% |
$3.60 / 66 |
$3.90 / 17 |
9 / 274 |
19.845580% |
0.325591 |
-0.154583 |
0.007910 |
0.531480 |
0.175819 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
2.93% |
$0.10 / 46 |
$1.00 / 97 |
0 / 183 |
22.387991% |
0.108502 |
-0.078027 |
0.004091 |
0.274866 |
0.059792 |
|
106 |
Legs |
11/17(53) |
CALL |
390.00 / 430.00 |
$590 / $3,410 / 0.17 |
68.26% / $73.50 / 2.16% / 13.99% |
74.26% / $395.90 |
$5.90 / $6.60 / $0.70 / 44 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
31.74% |
$6.60 / 56 |
$6.90 / 10 |
14 / 137 |
20.701952% |
0.403476 |
-0.167821 |
0.008501 |
0.571231 |
0.216315 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
430.00 |
5.25% |
$0.25 / 36 |
$0.70 / 44 |
0 / 220 |
19.187065% |
0.147831 |
-0.097188 |
0.005073 |
0.340843 |
0.081134 |
|
248 |
Legs |
11/17(53) |
CALL |
390.00 / 450.00 |
$570 / $5,430 / 0.11 |
68.26% / $219.83 / 4.05% / 27.59% |
74.06% / $395.70 |
$5.70 / $6.60 / $0.90 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
31.74% |
$6.60 / 56 |
$6.90 / 10 |
14 / 137 |
20.701952% |
0.403476 |
-0.167821 |
0.008501 |
0.571231 |
0.216315 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
1.56% |
0 / 0 |
$0.90 / 41 |
0 / 153 |
27.376221% |
0.077941 |
-0.060857 |
0.003203 |
0.215189 |
0.043105 |
|
747 |
Legs |
09/29(4) |
PUT |
370.00 / 345.00 |
$160 / $2,340 / 0.07 |
64.04% / $66.40 / 2.84% / 223.89% |
69.00% / $368.40 |
$1.60 / $2.60 / $1.00 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
370.00 |
35.96% |
$2.60 / 6 |
$2.90 / 1 |
4 / 64 |
20.412811% |
-0.397516 |
-0.395457 |
0.022625 |
0.213371 |
-0.033645 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
345.00 |
0.76% |
$0.05 / 48 |
$1.00 / 93 |
0 / 277 |
35.773821% |
-0.036443 |
-0.083701 |
0.004686 |
0.044190 |
-0.003040 |
|
|
80 |
|
10/20(25) |
PUT |
405.00 / 375.00 |
$335 / $2,665 / 0.13 |
72.12% / $35.76 / 1.34% / 17.35% |
76.34% / $401.65 |
$3.35 / $4.40 / $1.05 / 36 |
92 / 81.02% / 60 |
5 |
Legs |
Vertical |
Bullish |
$414.3229 (+0.07%) / 451K |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
405.00 |
27.88% |
$4.40 / 151 |
$4.70 / 11 |
0 / 31 |
21.795945% |
-0.329693 |
-0.206007 |
0.010197 |
0.426030 |
-0.115807 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
375.00 |
4.22% |
$0.85 / 117 |
$1.05 / 36 |
0 / 5 |
26.932718% |
-0.089115 |
-0.094537 |
0.004541 |
0.189746 |
-0.030776 |
|
207 |
Legs |
10/20(25) |
PUT |
400.00 / 375.00 |
$225 / $2,275 / 0.10 |
78.28% / $8.91 / 0.39% / 4.80% |
80.75% / $397.75 |
$2.25 / $3.30 / $1.05 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
400.00 |
21.72% |
$3.30 / 314 |
$3.70 / 20 |
0 / 88 |
22.579657% |
-0.278635 |
-0.192440 |
0.009460 |
0.395231 |
-0.097541 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
375.00 |
4.22% |
$0.85 / 117 |
$1.05 / 36 |
0 / 5 |
26.932718% |
-0.089115 |
-0.094537 |
0.004541 |
0.189746 |
-0.030776 |
|
227 |
Legs |
10/20(25) |
PUT |
400.00 / 370.00 |
$245 / $2,755 / 0.09 |
78.28% / $49.02 / 1.78% / 23.57% |
80.96% / $397.55 |
$2.45 / $3.30 / $0.85 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
400.00 |
21.72% |
$3.30 / 314 |
$3.70 / 20 |
0 / 88 |
22.579657% |
-0.278635 |
-0.192440 |
0.009460 |
0.395231 |
-0.097541 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
370.00 |
2.82% |
$0.65 / 194 |
$0.85 / 33 |
0 / 12 |
27.963366% |
-0.066270 |
-0.075716 |
0.003626 |
0.151504 |
-0.022837 |
|
401 |
Legs |
10/20(25) |
PUT |
395.00 / 365.00 |
$155 / $2,845 / 0.05 |
83.51% / $33.18 / 1.17% / 14.93% |
84.94% / $393.45 |
$1.55 / $2.55 / $1.00 / 48 |
|
Underlying |
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 |
395.00 |
16.49% |
$2.55 / 48 |
$2.80 / 12 |
0 / 33 |
23.349589% |
-0.231205 |
-0.175559 |
0.008579 |
0.358421 |
-0.080683 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
365.00 |
1.84% |
$0.25 / 474 |
$1.00 / 234 |
0 / 1 |
29.287206% |
-0.048031 |
-0.058916 |
0.002814 |
0.117567 |
-0.016519 |
|
363 |
Legs |
10/20(25) |
PUT |
395.00 / 370.00 |
$170 / $2,330 / 0.07 |
83.51% / $26.43 / 1.13% / 14.49% |
85.08% / $393.30 |
$1.70 / $2.55 / $0.85 / 33 |
|
Underlying |
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 |
395.00 |
16.49% |
$2.55 / 48 |
$2.80 / 12 |
0 / 33 |
23.349589% |
-0.231205 |
-0.175559 |
0.008579 |
0.358421 |
-0.080683 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
370.00 |
2.82% |
$0.65 / 194 |
$0.85 / 33 |
0 / 12 |
27.963366% |
-0.066270 |
-0.075716 |
0.003626 |
0.151504 |
-0.022837 |
|
295 |
Legs |
11/17(53) |
PUT |
390.00 / 360.00 |
$285 / $2,715 / 0.11 |
81.18% / $16.38 / 0.60% / 3.76% |
83.17% / $387.15 |
$2.85 / $4.30 / $1.45 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
390.00 |
18.82% |
$4.30 / 39 |
$4.70 / 38 |
0 / 33 |
23.768420% |
-0.246490 |
-0.125829 |
0.006335 |
0.520262 |
-0.172860 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
360.00 |
4.78% |
$1.20 / 115 |
$1.45 / 31 |
0 / 7 |
26.995998% |
-0.087362 |
-0.065218 |
0.003191 |
0.262071 |
-0.060268 |
|
|
789 |
|
12/15(81) |
CALL |
390.00 / 450.00 |
$350 / $5,650 / 0.06 |
82.58% / $176.93 / 3.13% / 13.58% |
84.71% / $393.50 |
$3.50 / $4.80 / $1.30 / 8 |
30 / 40.93% / 51 |
5 |
Legs |
Vertical |
Bearish |
$349.53 (-1.34%) / 939K |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
17.42% |
$4.80 / 8 |
$5.20 / 17 |
0 / 21 |
23.472000% |
0.291603 |
-0.116821 |
0.006591 |
0.582825 |
0.218372 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
1.02% |
0 / 0 |
$1.30 / 17 |
0 / 1 |
30.089638% |
0.064780 |
-0.041407 |
0.002429 |
0.214765 |
0.049849 |
|
594 |
Legs |
12/15(81) |
CALL |
380.00 / 420.00 |
$420 / $3,580 / 0.12 |
75.40% / $9.52 / 0.27% / 1.10% |
78.62% / $384.20 |
$4.20 / $7.00 / $2.80 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
380.00 |
24.60% |
$7.00 / 8 |
$7.50 / 20 |
2 / 679 |
23.451263% |
0.354516 |
-0.128108 |
0.007146 |
0.631946 |
0.263678 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
4.92% |
$0.70 / 23 |
$2.80 / 4 |
0 / 4 |
24.764954% |
0.146960 |
-0.076438 |
0.004417 |
0.390583 |
0.111826 |
|
270 |
Legs |
11/17(53) |
CALL |
380.00 / 420.00 |
$325 / $3,675 / 0.09 |
80.56% / $119.93 / 3.26% / 21.80% |
83.21% / $383.25 |
$3.25 / $4.30 / $1.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
380.00 |
19.44% |
$4.30 / 1 |
$4.50 / 11 |
11 / 286 |
23.265367% |
0.303528 |
-0.143100 |
0.008197 |
0.486086 |
0.154710 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
2.05% |
$0.60 / 8 |
$1.05 / 30 |
0 / 3 |
26.013562% |
0.090078 |
-0.064525 |
0.003811 |
0.225983 |
0.046855 |
|
234 |
Legs |
11/17(53) |
CALL |
380.00 / 410.00 |
$275 / $2,725 / 0.10 |
80.56% / $36.10 / 1.32% / 8.42% |
82.82% / $382.75 |
$2.75 / $4.30 / $1.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
380.00 |
19.44% |
$4.30 / 1 |
$4.50 / 11 |
11 / 286 |
23.265367% |
0.303528 |
-0.143100 |
0.008197 |
0.486086 |
0.154710 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
410.00 |
3.93% |
$0.90 / 14 |
$1.55 / 56 |
0 / 14 |
25.207127% |
0.126853 |
-0.083044 |
0.004877 |
0.289234 |
0.065718 |
|
114 |
Legs |
11/17(53) |
CALL |
380.00 / 400.00 |
$255 / $1,745 / 0.15 |
80.56% / $15.22 / 0.87% / 5.48% |
82.66% / $382.55 |
$2.55 / $4.30 / $1.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
380.00 |
19.44% |
$4.30 / 1 |
$4.50 / 11 |
11 / 286 |
23.265367% |
0.303528 |
-0.143100 |
0.008197 |
0.486086 |
0.154710 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
7.12% |
$1.50 / 16 |
$1.75 / 5 |
0 / 23 |
23.595900% |
0.174223 |
-0.103327 |
0.006028 |
0.357478 |
0.089841 |
|
670 |
Legs |
12/15(81) |
CALL |
370.00 / 420.00 |
$730 / $4,270 / 0.17 |
66.64% / $93.81 / 2.20% / 9.39% |
73.19% / $377.30 |
$7.30 / $10.10 / $2.80 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
33.36% |
$10.10 / 10 |
$10.70 / 27 |
1 / 379 |
23.662534% |
0.423510 |
-0.136692 |
0.007520 |
0.665021 |
0.312541 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
4.92% |
$0.70 / 23 |
$2.80 / 4 |
0 / 4 |
24.764954% |
0.146960 |
-0.076438 |
0.004417 |
0.390583 |
0.111826 |
|
|
448 |
|
12/15(81) |
CALL |
390.00 / 410.00 |
$310 / $1,690 / 0.18 |
79.00% / $10.13 / 0.60% / 2.50% |
81.18% / $393.10 |
$3.10 / $6.40 / $3.30 / 30 |
39 / 18.32% / 41 |
5 |
Legs |
Vertical |
Bearish |
$356.26 (+2.02%) / 528K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
21.00% |
$6.40 / 30 |
$6.90 / 10 |
0 / 15 |
23.977577% |
0.322980 |
-0.122113 |
0.006957 |
0.619116 |
0.245326 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
9.66% |
$2.00 / 30 |
$3.30 / 30 |
0 / 9 |
22.790809% |
0.210197 |
-0.096186 |
0.005588 |
0.497304 |
0.161569 |
|
206 |
Legs |
12/15(81) |
CALL |
380.00 / 410.00 |
$630 / $2,370 / 0.27 |
70.87% / $71.97 / 3.04% / 13.15% |
76.18% / $386.30 |
$6.30 / $9.60 / $3.30 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
380.00 |
29.13% |
$9.60 / 31 |
$10.10 / 10 |
0 / 4 |
24.720873% |
0.389937 |
-0.132212 |
0.007435 |
0.661661 |
0.294050 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
9.66% |
$2.00 / 30 |
$3.30 / 30 |
0 / 9 |
22.790809% |
0.210197 |
-0.096186 |
0.005588 |
0.497304 |
0.161569 |
|
66 |
Legs |
12/15(81) |
CALL |
380.00 / 400.00 |
$500 / $1,500 / 0.33 |
70.87% / $39.22 / 2.61% / 11.24% |
75.14% / $385.00 |
$5.00 / $9.60 / $4.60 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
380.00 |
29.13% |
$9.60 / 31 |
$10.10 / 10 |
0 / 4 |
24.720873% |
0.389937 |
-0.132212 |
0.007435 |
0.661661 |
0.294050 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
14.53% |
$4.20 / 30 |
$4.60 / 5 |
0 / 4 |
23.556958% |
0.262804 |
-0.109765 |
0.006321 |
0.562489 |
0.200885 |
|
50 |
Legs |
12/15(81) |
CALL |
380.00 / 390.00 |
$270 / $730 / 0.37 |
70.87% / $4.00 / 0.55% / 2.28% |
73.22% / $382.70 |
$2.70 / $9.60 / $6.90 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
380.00 |
29.13% |
$9.60 / 31 |
$10.10 / 10 |
0 / 4 |
24.720873% |
0.389937 |
-0.132212 |
0.007435 |
0.661661 |
0.294050 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
21.00% |
$6.40 / 30 |
$6.90 / 10 |
0 / 15 |
23.977577% |
0.322980 |
-0.122113 |
0.006957 |
0.619116 |
0.245326 |
|
560 |
Legs |
12/15(81) |
CALL |
370.00 / 410.00 |
$1,030 / $2,970 / 0.35 |
61.25% / $111.66 / 3.76% / 16.46% |
71.14% / $380.30 |
$10.30 / $13.60 / $3.30 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
38.75% |
$13.60 / 32 |
$14.10 / 10 |
0 / 11 |
25.389069% |
0.462242 |
-0.139075 |
0.007697 |
0.684930 |
0.345697 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
9.66% |
$2.00 / 30 |
$3.30 / 30 |
0 / 9 |
22.790809% |
0.210197 |
-0.096186 |
0.005588 |
0.497304 |
0.161569 |
|
605 |
Legs |
11/17(53) |
CALL |
360.00 / 420.00 |
$1,455 / $4,545 / 0.32 |
51.66% / $471.31 / 10.37% / 83.28% |
69.87% / $374.55 |
$14.55 / $15.90 / $1.35 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
48.34% |
$15.90 / 2 |
$16.40 / 20 |
1 / 11 |
28.504508% |
0.522879 |
-0.168851 |
0.009426 |
0.562484 |
0.265559 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
2.84% |
$1.00 / 10 |
$1.35 / 34 |
0 / 2 |
25.995874% |
0.106322 |
-0.072498 |
0.004342 |
0.259133 |
0.056133 |
|
|
912 |
|
12/15(81) |
CALL |
390.00 / 420.00 |
$140 / $2,860 / 0.05 |
90.27% / $7.57 / 0.26% / 1.10% |
90.79% / $391.40 |
$1.40 / $2.65 / $1.25 / 6 |
27 / 15.93% / 44 |
5 |
Legs |
Vertical |
Bearish |
$334.59 (-0.05%) / 289K |
|
Earnings: 10/25 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
9.73% |
$2.65 / 6 |
$2.90 / 6 |
0 / 131 |
25.392131% |
0.215121 |
-0.102021 |
0.005357 |
0.472339 |
0.153329 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
2.58% |
$0.35 / 6 |
$1.25 / 9 |
0 / 23 |
25.747764% |
0.106816 |
-0.063222 |
0.003374 |
0.297514 |
0.077207 |
|
685 |
Legs |
12/15(81) |
CALL |
370.00 / 420.00 |
$455 / $4,545 / 0.10 |
79.83% / $146.11 / 3.21% / 13.95% |
82.71% / $374.55 |
$4.55 / $5.80 / $1.25 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
20.17% |
$5.80 / 9 |
$6.10 / 6 |
2 / 69 |
25.310936% |
0.320730 |
-0.126977 |
0.006561 |
0.578456 |
0.225766 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
2.58% |
$0.35 / 6 |
$1.25 / 9 |
0 / 23 |
25.747764% |
0.106816 |
-0.063222 |
0.003374 |
0.297514 |
0.077207 |
|
731 |
Legs |
12/15(81) |
CALL |
370.00 / 430.00 |
$420 / $5,580 / 0.08 |
79.83% / $167.26 / 3.00% / 12.97% |
82.50% / $374.20 |
$4.20 / $5.80 / $1.60 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
20.17% |
$5.80 / 9 |
$6.10 / 6 |
2 / 69 |
25.310936% |
0.320730 |
-0.126977 |
0.006561 |
0.578456 |
0.225766 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
430.00 |
1.57% |
0 / 0 |
$1.60 / 12 |
0 / 15 |
32.181143% |
0.082559 |
-0.052069 |
0.002790 |
0.246021 |
0.059896 |
|
652 |
Legs |
12/15(81) |
CALL |
370.00 / 410.00 |
$410 / $3,590 / 0.11 |
79.83% / $69.64 / 1.94% / 8.25% |
82.43% / $374.10 |
$4.10 / $5.80 / $1.70 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
20.17% |
$5.80 / 9 |
$6.10 / 6 |
2 / 69 |
25.310936% |
0.320730 |
-0.126977 |
0.006561 |
0.578456 |
0.225766 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
4.14% |
$1.15 / 6 |
$1.70 / 42 |
0 / 29 |
26.498999% |
0.136598 |
-0.075514 |
0.004012 |
0.353706 |
0.098324 |
|
289 |
Legs |
11/17(53) |
CALL |
370.00 / 390.00 |
$195 / $1,805 / 0.11 |
85.02% / $16.25 / 0.90% / 5.66% |
86.29% / $371.95 |
$1.95 / $3.80 / $1.85 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
370.00 |
14.98% |
$3.80 / 20 |
$4.20 / 45 |
0 / 31 |
26.833258% |
0.265133 |
-0.138639 |
0.007333 |
0.433564 |
0.128123 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
5.47% |
$1.50 / 6 |
$1.85 / 34 |
0 / 1 |
27.452689% |
0.153348 |
-0.098717 |
0.005296 |
0.313110 |
0.074939 |
|
528 |
Legs |
12/15(81) |
CALL |
360.00 / 420.00 |
$715 / $5,285 / 0.14 |
72.42% / $253.01 / 4.79% / 21.29% |
77.87% / $367.15 |
$7.15 / $8.40 / $1.25 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
27.58% |
$8.40 / 10 |
$8.90 / 5 |
0 / 139 |
25.639104% |
0.383047 |
-0.136833 |
0.006996 |
0.616792 |
0.267609 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
2.58% |
$0.35 / 6 |
$1.25 / 9 |
0 / 23 |
25.747764% |
0.106816 |
-0.063222 |
0.003374 |
0.297514 |
0.077207 |
|
|
22 |
|
12/15(81) |
CALL |
385.00 / 390.00 |
$128 / $372 / 0.34 |
73.38% / $0.66 / 0.18% / 0.73% |
74.45% / $386.28 |
$1.28 / $4.80 / $3.52 / 69 |
97 / 93.40% / 95 |
5 |
Legs |
Vertical |
Bearish |
$358.23 (+0.10%) / 51.59M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
385.00 |
26.62% |
$4.80 / 259 |
$4.82 / 63 |
235 / 29,341 |
17.640204% |
0.369250 |
-0.127140 |
0.007318 |
0.654967 |
0.281390 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
22.57% |
$3.50 / 656 |
$3.52 / 69 |
438 / 13,909 |
17.207510% |
0.335801 |
-0.122194 |
0.007073 |
0.633037 |
0.256815 |
|
20 |
Legs |
12/15(81) |
CALL |
385.00 / 389.00 |
$104 / $296 / 0.35 |
73.38% / $1.08 / 0.36% / 1.51% |
74.25% / $386.04 |
$1.04 / $4.80 / $3.76 / 189 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
385.00 |
26.62% |
$4.80 / 259 |
$4.82 / 63 |
235 / 29,341 |
17.640204% |
0.369250 |
-0.127140 |
0.007318 |
0.654967 |
0.281390 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
389.00 |
23.35% |
$3.74 / 278 |
$3.76 / 189 |
51 / 2,434 |
17.298401% |
0.342363 |
-0.123238 |
0.007126 |
0.637754 |
0.261652 |
|
16 |
Legs |
12/15(81) |
CALL |
385.00 / 388.00 |
$79 / $221 / 0.36 |
73.38% / $1.07 / 0.48% / 2.01% |
74.04% / $385.79 |
$0.79 / $4.80 / $4.01 / 170 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
385.00 |
26.62% |
$4.80 / 259 |
$4.82 / 63 |
235 / 29,341 |
17.640204% |
0.369250 |
-0.127140 |
0.007318 |
0.654967 |
0.281390 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
388.00 |
24.14% |
$3.98 / 656 |
$4.01 / 170 |
602 / 2,392 |
17.376891% |
0.348991 |
-0.124255 |
0.007177 |
0.642311 |
0.266530 |
|
32 |
Legs |
12/15(81) |
CALL |
384.00 / 390.00 |
$157 / $443 / 0.35 |
72.52% / $0.57 / 0.13% / 0.53% |
73.86% / $385.57 |
$1.57 / $5.09 / $3.52 / 69 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
384.00 |
27.48% |
$5.09 / 599 |
$5.12 / 86 |
225 / 33,027 |
17.730576% |
0.376124 |
-0.128042 |
0.007362 |
0.658828 |
0.286414 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
22.57% |
$3.50 / 656 |
$3.52 / 69 |
438 / 13,909 |
17.207510% |
0.335801 |
-0.122194 |
0.007073 |
0.633037 |
0.256815 |
|
15 |
Legs |
12/15(81) |
CALL |
385.00 / 387.00 |
$53 / $147 / 0.36 |
73.38% / $0.59 / 0.40% / 1.67% |
73.82% / $385.53 |
$0.53 / $4.80 / $4.27 / 253 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
385.00 |
26.62% |
$4.80 / 259 |
$4.82 / 63 |
235 / 29,341 |
17.640204% |
0.369250 |
-0.127140 |
0.007318 |
0.654967 |
0.281390 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
387.00 |
24.95% |
$4.24 / 423 |
$4.27 / 253 |
30 / 2,396 |
17.464587% |
0.355683 |
-0.125245 |
0.007226 |
0.646703 |
0.271446 |
|
1 |
Legs |
11/17(53) |
CALL |
379.00 / 383.00 |
$107 / $293 / 0.37 |
72.23% / $0.42 / 0.14% / 0.88% |
73.37% / $380.07 |
$1.07 / $4.07 / $3.00 / 46 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
379.00 |
27.77% |
$4.07 / 288 |
$4.09 / 76 |
269 / 1,051 |
17.599007% |
0.371615 |
-0.153070 |
0.008958 |
0.537623 |
0.193099 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
383.00 |
23.64% |
$2.98 / 1,187 |
$3.00 / 46 |
156 / 1,112 |
17.167984% |
0.338289 |
-0.147345 |
0.008665 |
0.520020 |
0.176299 |
|
|
894 |
|
12/15(81) |
CALL |
380.00 / 420.00 |
$170 / $3,830 / 0.04 |
87.45% / $22.32 / 0.58% / 2.43% |
88.29% / $381.70 |
$1.70 / $2.45 / $0.75 / 5 |
53 / 55.88% / 39 |
5 |
Legs |
Vertical |
Bearish |
$333.49 (-1.11%) / 369K |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
380.00 |
12.55% |
$2.45 / 5 |
$2.65 / 6 |
0 / 53 |
21.742545% |
0.243717 |
-0.100188 |
0.006108 |
0.506850 |
0.174477 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
1.86% |
$0.05 / 96 |
$0.75 / 173 |
0 / 91 |
22.910242% |
0.088642 |
-0.050546 |
0.003131 |
0.259804 |
0.064675 |
|
762 |
Legs |
12/15(81) |
CALL |
370.00 / 420.00 |
$325 / $4,675 / 0.07 |
81.55% / $102.25 / 2.19% / 9.34% |
83.65% / $373.25 |
$3.25 / $4.00 / $0.75 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
18.45% |
$4.00 / 2 |
$4.30 / 11 |
0 / 35 |
21.928598% |
0.301523 |
-0.112006 |
0.006788 |
0.563274 |
0.214477 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
1.86% |
$0.05 / 96 |
$0.75 / 173 |
0 / 91 |
22.910242% |
0.088642 |
-0.050546 |
0.003131 |
0.259804 |
0.064675 |
|
786 |
Legs |
12/15(81) |
CALL |
370.00 / 430.00 |
$325 / $5,675 / 0.06 |
81.55% / $148.07 / 2.61% / 11.22% |
83.65% / $373.25 |
$3.25 / $4.00 / $0.75 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
18.45% |
$4.00 / 2 |
$4.30 / 11 |
0 / 35 |
21.928598% |
0.301523 |
-0.112006 |
0.006788 |
0.563274 |
0.214477 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
430.00 |
1.06% |
0 / 0 |
$0.75 / 32 |
0 / 101 |
27.767848% |
0.066398 |
-0.040475 |
0.002514 |
0.208597 |
0.048616 |
|
737 |
Legs |
12/15(81) |
CALL |
370.00 / 410.00 |
$315 / $3,685 / 0.09 |
81.55% / $51.31 / 1.39% / 5.88% |
83.59% / $373.15 |
$3.15 / $4.00 / $0.85 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
18.45% |
$4.00 / 2 |
$4.30 / 11 |
0 / 35 |
21.928598% |
0.301523 |
-0.112006 |
0.006788 |
0.563274 |
0.214477 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
3.15% |
$0.15 / 108 |
$0.85 / 89 |
0 / 1 |
21.604155% |
0.116734 |
-0.061941 |
0.003825 |
0.317386 |
0.084837 |
|
679 |
Legs |
12/15(81) |
CALL |
370.00 / 400.00 |
$305 / $2,695 / 0.11 |
81.55% / $21.87 / 0.81% / 3.39% |
83.53% / $373.05 |
$3.05 / $4.00 / $0.95 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
18.45% |
$4.00 / 2 |
$4.30 / 11 |
0 / 35 |
21.928598% |
0.301523 |
-0.112006 |
0.006788 |
0.563274 |
0.214477 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
5.18% |
$0.75 / 30 |
$0.95 / 6 |
0 / 37 |
21.435561% |
0.151527 |
-0.074371 |
0.004576 |
0.379709 |
0.109637 |
|
454 |
Legs |
11/17(53) |
CALL |
370.00 / 400.00 |
$165 / $2,835 / 0.06 |
86.52% / $28.75 / 1.01% / 6.39% |
87.60% / $371.65 |
$1.65 / $2.40 / $0.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
370.00 |
13.48% |
$2.40 / 1 |
$2.65 / 6 |
0 / 6 |
22.731373% |
0.247546 |
-0.122315 |
0.007526 |
0.418770 |
0.120657 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
2.30% |
$0.10 / 95 |
$0.75 / 140 |
0 / 1 |
23.241733% |
0.095892 |
-0.065017 |
0.004054 |
0.225564 |
0.047452 |
|
|
618 |
|
12/15(81) |
CALL |
375.00 / 405.00 |
$574 / $2,426 / 0.24 |
64.46% / $25.91 / 1.07% / 4.48% |
71.76% / $380.74 |
$5.74 / $6.25 / $0.51 / 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) |
12/15/2023 (M) |
CALL |
375.00 |
35.54% |
$6.25 / 14 |
$6.40 / 28 |
6 / 2,690 |
14.219531% |
0.427103 |
-0.106282 |
0.010238 |
0.684986 |
0.333573 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
405.00 |
7.95% |
$0.38 / 60 |
$0.51 / 63 |
1 / 28 |
12.420280% |
0.181250 |
-0.067132 |
0.006878 |
0.460206 |
0.144363 |
|
36 |
Legs |
11/17(53) |
CALL |
375.00 / 395.00 |
$362 / $1,638 / 0.22 |
69.08% / $8.39 / 0.51% / 3.18% |
74.42% / $378.62 |
$3.62 / $4.20 / $0.58 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
375.00 |
30.92% |
$4.20 / 48 |
$4.40 / 149 |
49 / 254 |
14.498849% |
0.387444 |
-0.121879 |
0.012206 |
0.547623 |
0.206239 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
395.00 |
8.78% |
$0.45 / 131 |
$0.58 / 80 |
16 / 127 |
13.020743% |
0.188011 |
-0.082305 |
0.008593 |
0.385541 |
0.101387 |
|
78 |
Legs |
11/17(53) |
CALL |
375.00 / 400.00 |
$353 / $2,147 / 0.16 |
69.08% / $16.50 / 0.77% / 4.81% |
74.30% / $378.53 |
$3.53 / $4.20 / $0.67 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
375.00 |
30.92% |
$4.20 / 48 |
$4.40 / 149 |
49 / 254 |
14.498849% |
0.387444 |
-0.121879 |
0.012206 |
0.547623 |
0.206239 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
5.91% |
$0.11 / 352 |
$0.67 / 190 |
0 / 1,157 |
13.792588% |
0.151429 |
-0.071119 |
0.007478 |
0.335526 |
0.081865 |
|
130 |
Legs |
11/17(53) |
CALL |
375.00 / 405.00 |
$345 / $2,655 / 0.13 |
69.08% / $45.62 / 1.72% / 11.03% |
74.18% / $378.45 |
$3.45 / $4.20 / $0.75 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
375.00 |
30.92% |
$4.20 / 48 |
$4.40 / 149 |
49 / 254 |
14.498849% |
0.387444 |
-0.121879 |
0.012206 |
0.547623 |
0.206239 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
405.00 |
3.86% |
0 / 0 |
$0.75 / 80 |
0 / 11 |
17.465523% |
0.120279 |
-0.060354 |
0.006386 |
0.286523 |
0.065172 |
|
734 |
Legs |
12/15(81) |
CALL |
370.00 / 400.00 |
$783 / $2,217 / 0.35 |
57.53% / $20.53 / 0.93% / 3.88% |
68.16% / $377.83 |
$7.83 / $8.60 / $0.77 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
42.47% |
$8.60 / 22 |
$8.75 / 29 |
56 / 1,445 |
14.822549% |
0.477280 |
-0.109654 |
0.010395 |
0.695518 |
0.371127 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
10.73% |
$0.70 / 11 |
$0.77 / 31 |
12 / 748 |
12.490769% |
0.213805 |
-0.074742 |
0.007601 |
0.508583 |
0.169848 |
|
184 |
Legs |
11/17(53) |
CALL |
370.00 / 395.00 |
$562 / $1,938 / 0.29 |
60.90% / $33.21 / 1.71% / 11.00% |
70.03% / $375.62 |
$5.62 / $6.20 / $0.58 / 77 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
370.00 |
39.10% |
$6.20 / 77 |
$6.45 / 79 |
59 / 894 |
15.027538% |
0.447818 |
-0.127826 |
0.012606 |
0.565594 |
0.237380 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
395.00 |
8.78% |
$0.45 / 131 |
$0.58 / 80 |
16 / 127 |
13.020743% |
0.188011 |
-0.082305 |
0.008593 |
0.385541 |
0.101387 |
|
|
567 |
|
12/15(81) |
CALL |
370.00 / 430.00 |
$670 / $5,330 / 0.13 |
72.75% / $151.90 / 2.85% / 12.30% |
77.39% / $376.70 |
$6.70 / $7.80 / $1.10 / 16 |
58 / 40.86% / 23 |
5 |
Legs |
Vertical |
Bearish |
$342.00 (+0.69%) / 135K |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
27.25% |
$7.80 / 16 |
$8.50 / 5 |
0 / 52 |
25.367588% |
0.383536 |
-0.147502 |
0.006363 |
0.631084 |
0.272095 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
430.00 |
3.35% |
0 / 0 |
$1.10 / 38 |
0 / 2 |
27.428943% |
0.124064 |
-0.076547 |
0.003414 |
0.338604 |
0.091048 |
|
520 |
Legs |
12/15(81) |
CALL |
370.00 / 420.00 |
$630 / $4,370 / 0.14 |
72.75% / $63.85 / 1.46% / 6.17% |
77.13% / $376.30 |
$6.30 / $7.80 / $1.50 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
27.25% |
$7.80 / 16 |
$8.50 / 5 |
0 / 52 |
25.367588% |
0.383536 |
-0.147502 |
0.006363 |
0.631084 |
0.272095 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
5.05% |
$0.70 / 7 |
$1.50 / 31 |
0 / 2 |
25.087209% |
0.153761 |
-0.088930 |
0.003952 |
0.391918 |
0.112365 |
|
431 |
Legs |
12/15(81) |
CALL |
370.00 / 410.00 |
$610 / $3,390 / 0.18 |
72.75% / $21.13 / 0.62% / 2.60% |
76.99% / $376.10 |
$6.10 / $7.80 / $1.70 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
27.25% |
$7.80 / 16 |
$8.50 / 5 |
0 / 52 |
25.367588% |
0.383536 |
-0.147502 |
0.006363 |
0.631084 |
0.272095 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
7.45% |
$1.15 / 30 |
$1.70 / 30 |
1 / 3 |
24.017098% |
0.188692 |
-0.101810 |
0.004505 |
0.446769 |
0.137245 |
|
713 |
Legs |
12/15(81) |
CALL |
360.00 / 420.00 |
$980 / $5,020 / 0.20 |
64.86% / $155.00 / 3.09% / 13.38% |
72.60% / $369.80 |
$9.80 / $11.30 / $1.50 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
35.14% |
$11.30 / 9 |
$12.00 / 30 |
0 / 3 |
25.964454% |
0.444447 |
-0.154066 |
0.006583 |
0.652884 |
0.312705 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
5.05% |
$0.70 / 7 |
$1.50 / 31 |
0 / 2 |
25.087209% |
0.153761 |
-0.088930 |
0.003952 |
0.391918 |
0.112365 |
|
630 |
Legs |
12/15(81) |
CALL |
360.00 / 410.00 |
$960 / $4,040 / 0.24 |
64.86% / $79.47 / 1.97% / 8.37% |
72.45% / $369.60 |
$9.60 / $11.30 / $1.70 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
35.14% |
$11.30 / 9 |
$12.00 / 30 |
0 / 3 |
25.964454% |
0.444447 |
-0.154066 |
0.006583 |
0.652884 |
0.312705 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
7.45% |
$1.15 / 30 |
$1.70 / 30 |
1 / 3 |
24.017098% |
0.188692 |
-0.101810 |
0.004505 |
0.446769 |
0.137245 |
|
79 |
Legs |
11/17(53) |
CALL |
360.00 / 400.00 |
$655 / $3,345 / 0.20 |
68.23% / $64.90 / 1.94% / 12.52% |
74.35% / $366.55 |
$6.55 / $8.40 / $1.85 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
31.77% |
$8.40 / 13 |
$9.00 / 3 |
0 / 7 |
26.890961% |
0.410202 |
-0.181477 |
0.007914 |
0.526337 |
0.198649 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
6.36% |
$0.60 / 21 |
$1.85 / 31 |
1 / 1 |
25.612804% |
0.167956 |
-0.114067 |
0.005113 |
0.340023 |
0.083464 |
|
|
161 |
|
10/20(25) |
CALL |
370.00 / 400.00 |
$275 / $2,725 / 0.10 |
77.77% / $2.38 / 0.09% / 1.05% |
80.31% / $372.75 |
$2.75 / $3.30 / $0.55 / 3 |
30 / 50.13% / 87 |
4 |
Legs |
Vertical |
Bearish |
$345.23 (+0.68%) / 348K |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
370.00 |
22.23% |
$3.30 / 3 |
$3.50 / 303 |
70 / 340 |
27.238312% |
0.328511 |
-0.270276 |
0.008670 |
0.353715 |
0.083938 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
400.00 |
4.48% |
$0.30 / 472 |
$0.55 / 114 |
0 / 86 |
27.427575% |
0.137105 |
-0.162175 |
0.005264 |
0.214749 |
0.035643 |
|
100 |
Legs |
10/20(25) |
PUT |
330.00 / 300.00 |
$355 / $2,645 / 0.13 |
74.50% / $15.45 / 0.58% / 7.24% |
78.08% / $326.45 |
$3.55 / $4.60 / $1.05 / 66 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
330.00 |
25.50% |
$4.60 / 107 |
$4.90 / 88 |
31 / 1,319 |
30.834569% |
-0.304883 |
-0.239680 |
0.008400 |
0.342695 |
-0.091001 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
300.00 |
5.42% |
$0.90 / 62 |
$1.05 / 66 |
16 / 7,008 |
35.681412% |
-0.096060 |
-0.118778 |
0.004088 |
0.166775 |
-0.028076 |
|
256 |
Legs |
10/20(25) |
PUT |
325.00 / 295.00 |
$260 / $2,740 / 0.10 |
79.44% / $17.83 / 0.65% / 8.10% |
81.75% / $322.40 |
$2.60 / $3.50 / $0.90 / 196 |
|
Underlying |
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 |
325.00 |
20.56% |
$3.50 / 196 |
$3.80 / 280 |
0 / 289 |
31.397592% |
-0.261876 |
-0.223710 |
0.007809 |
0.318586 |
-0.077847 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
295.00 |
3.95% |
$0.65 / 105 |
$0.90 / 492 |
0 / 107 |
36.942873% |
-0.074321 |
-0.098185 |
0.003372 |
0.137584 |
-0.021662 |
|
105 |
Legs |
10/27(32) |
PUT |
322.50 / 295.00 |
$285 / $2,465 / 0.12 |
79.55% / $1.35 / 0.05% / 0.53% |
81.80% / $319.65 |
$2.85 / $4.10 / $1.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
322.50 |
20.45% |
$4.10 / 6 |
$4.40 / 30 |
0 / 2 |
32.203012% |
-0.258326 |
-0.198293 |
0.006959 |
0.352446 |
-0.096129 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
295.00 |
5.59% |
$1.10 / 6 |
$1.25 / 6 |
0 / 2 |
36.510088% |
-0.094282 |
-0.104765 |
0.003619 |
0.183270 |
-0.034431 |
|
391 |
Legs |
10/20(25) |
PUT |
320.00 / 290.00 |
$185 / $2,815 / 0.07 |
83.71% / $15.01 / 0.53% / 6.59% |
85.12% / $318.15 |
$1.85 / $2.70 / $0.85 / 91 |
|
Underlying |
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 |
320.00 |
16.29% |
$2.70 / 91 |
$2.90 / 50 |
21 / 392 |
32.087208% |
-0.221625 |
-0.205046 |
0.007132 |
0.290980 |
-0.065630 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
290.00 |
2.84% |
$0.45 / 352 |
$0.85 / 591 |
0 / 1,129 |
38.603972% |
-0.056284 |
-0.079269 |
0.002718 |
0.110877 |
-0.016362 |
|
|
543 |
|
11/17(53) |
CALL |
370.00 / 410.00 |
$190 / $3,810 / 0.05 |
91.86% / $52.72 / 1.38% / 8.80% |
92.35% / $371.90 |
$1.90 / $3.20 / $1.30 / 1 |
64 / 32.17% / 92 |
5 |
Legs |
Vertical |
Bearish |
$298.56 (-0.57%) / 614K |
|
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) |
11/17/2023 (M) |
CALL |
370.00 |
8.14% |
$3.20 / 47 |
$3.70 / 46 |
2 / 184 |
43.695961% |
0.207786 |
-0.172102 |
0.004356 |
0.339612 |
0.086483 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
410.00 |
1.94% |
$0.80 / 13 |
$1.30 / 1 |
0 / 1 |
44.510838% |
0.099818 |
-0.104470 |
0.002666 |
0.207823 |
0.042330 |
|
545 |
Legs |
11/17(53) |
CALL |
370.00 / 400.00 |
$140 / $2,860 / 0.05 |
91.86% / $6.18 / 0.22% / 1.34% |
92.23% / $371.40 |
$1.40 / $3.20 / $1.80 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
370.00 |
8.14% |
$3.20 / 47 |
$3.70 / 46 |
2 / 184 |
43.695961% |
0.207786 |
-0.172102 |
0.004356 |
0.339612 |
0.086483 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
2.84% |
$1.15 / 15 |
$1.80 / 9 |
0 / 75 |
44.648025% |
0.121019 |
-0.120151 |
0.003061 |
0.238618 |
0.051114 |
|
458 |
Legs |
11/17(53) |
CALL |
360.00 / 410.00 |
$310 / $4,690 / 0.07 |
88.82% / $115.80 / 2.47% / 16.16% |
89.85% / $363.10 |
$3.10 / $4.40 / $1.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
11.18% |
$4.40 / 45 |
$4.90 / 20 |
0 / 7 |
43.698127% |
0.245383 |
-0.189581 |
0.004785 |
0.373076 |
0.101527 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
410.00 |
1.94% |
$0.80 / 13 |
$1.30 / 1 |
0 / 1 |
44.510838% |
0.099818 |
-0.104470 |
0.002666 |
0.207823 |
0.042330 |
|
492 |
Legs |
11/17(53) |
CALL |
360.00 / 420.00 |
$305 / $5,695 / 0.05 |
88.82% / $134.04 / 2.35% / 15.35% |
89.83% / $363.05 |
$3.05 / $4.40 / $1.35 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
11.18% |
$4.40 / 45 |
$4.90 / 20 |
0 / 7 |
43.698127% |
0.245383 |
-0.189581 |
0.004785 |
0.373076 |
0.101527 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
1.31% |
$0.55 / 18 |
$1.35 / 9 |
2 / 2 |
46.384080% |
0.081876 |
-0.090045 |
0.002301 |
0.179395 |
0.034851 |
|
444 |
Legs |
11/17(53) |
CALL |
360.00 / 400.00 |
$260 / $3,740 / 0.07 |
88.82% / $57.03 / 1.52% / 9.74% |
89.69% / $362.60 |
$2.60 / $4.40 / $1.80 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
11.18% |
$4.40 / 45 |
$4.90 / 20 |
0 / 7 |
43.698127% |
0.245383 |
-0.189581 |
0.004785 |
0.373076 |
0.101527 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
2.84% |
$1.15 / 15 |
$1.80 / 9 |
0 / 75 |
44.648025% |
0.121019 |
-0.120151 |
0.003061 |
0.238618 |
0.051114 |
|
416 |
Legs |
10/27(32) |
CALL |
355.00 / 385.00 |
$135 / $2,865 / 0.05 |
92.04% / $34.88 / 1.22% / 12.44% |
92.49% / $356.35 |
$1.35 / $3.10 / $1.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
355.00 |
7.96% |
$3.10 / 6 |
$3.70 / 10 |
0 / 1 |
47.550558% |
0.196936 |
-0.208015 |
0.005308 |
0.261377 |
0.053075 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
385.00 |
1.90% |
$0.85 / 1 |
$1.75 / 1 |
0 / 4 |
49.367021% |
0.093674 |
-0.124642 |
0.003201 |
0.157633 |
0.025619 |
|
|
145 |
|
10/20(25) |
CALL |
360.00 / 400.00 |
$705 / $3,295 / 0.21 |
65.17% / $3.68 / 0.11% / 1.35% |
71.87% / $367.05 |
$7.05 / $8.40 / $1.35 / 7 |
86 / 68.08% / 69 |
4 |
Legs |
Vertical |
Bearish |
$343.70 (-0.77%) / 306K |
|
Earnings: 10/19 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
360.00 |
34.83% |
$8.40 / 17 |
$9.20 / 13 |
0 / 55 |
35.280689% |
0.435059 |
-0.358210 |
0.007698 |
0.384469 |
0.107837 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
400.00 |
7.82% |
$0.85 / 11 |
$1.35 / 7 |
3 / 128 |
33.599078% |
0.189906 |
-0.244203 |
0.005308 |
0.265074 |
0.048358 |
|
531 |
Legs |
10/20(25) |
CALL |
350.00 / 400.00 |
$1,145 / $3,855 / 0.30 |
54.59% / $47.44 / 1.23% / 15.81% |
66.61% / $361.45 |
$11.45 / $12.80 / $1.35 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
350.00 |
45.41% |
$12.80 / 5 |
$13.60 / 5 |
6 / 112 |
36.312266% |
0.510980 |
-0.364525 |
0.007797 |
0.389411 |
0.125468 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
400.00 |
7.82% |
$0.85 / 11 |
$1.35 / 7 |
3 / 128 |
33.599078% |
0.189906 |
-0.244203 |
0.005308 |
0.265074 |
0.048358 |
|
374 |
Legs |
10/20(25) |
PUT |
340.00 / 290.00 |
$825 / $4,175 / 0.20 |
60.49% / $28.53 / 0.68% / 8.52% |
68.83% / $331.75 |
$8.25 / $10.00 / $1.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
340.00 |
39.51% |
$10.00 / 16 |
$10.70 / 11 |
2 / 268 |
36.269663% |
-0.410361 |
-0.327338 |
0.007605 |
0.379788 |
-0.126189 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
290.00 |
5.99% |
$0.95 / 7 |
$1.75 / 1 |
0 / 61 |
44.968279% |
-0.095813 |
-0.146477 |
0.003328 |
0.166210 |
-0.028342 |
|
87 |
Legs |
10/20(25) |
PUT |
330.00 / 270.00 |
$575 / $5,425 / 0.11 |
70.47% / $178.99 / 3.30% / 47.63% |
75.53% / $324.25 |
$5.75 / $6.70 / $0.95 / 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 |
330.00 |
29.53% |
$6.70 / 11 |
$7.20 / 11 |
1 / 527 |
37.261334% |
-0.333923 |
-0.308332 |
0.007117 |
0.355448 |
-0.101731 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
270.00 |
2.13% |
$0.60 / 2 |
$0.95 / 1 |
0 / 86 |
52.235280% |
-0.036670 |
-0.069456 |
0.001571 |
0.078457 |
-0.010730 |
|
304 |
Legs |
10/20(25) |
PUT |
320.00 / 270.00 |
$335 / $4,665 / 0.07 |
78.89% / $77.87 / 1.67% / 21.98% |
81.32% / $316.65 |
$3.35 / $4.30 / $0.95 / 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 |
320.00 |
21.11% |
$4.30 / 11 |
$4.80 / 12 |
6 / 338 |
38.513974% |
-0.261783 |
-0.277304 |
0.006368 |
0.318026 |
-0.079080 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
270.00 |
2.13% |
$0.60 / 2 |
$0.95 / 1 |
0 / 86 |
52.235280% |
-0.036670 |
-0.069456 |
0.001571 |
0.078457 |
-0.010730 |
|
|
561 |
|
11/17(53) |
CALL |
365.00 / 395.00 |
$122 / $2,878 / 0.04 |
90.85% / $26.52 / 0.92% / 5.79% |
91.38% / $366.22 |
$1.22 / $1.60 / $0.38 / 46 |
58 / 40.67% / 90 |
5 |
Legs |
Vertical |
Bearish |
$316.96 (-0.80%) / 21.45M |
|
Earnings: 10/24 / Ex-Div: 11/15 ($0.75) |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
365.00 |
9.15% |
$1.60 / 46 |
$1.64 / 34 |
167 / 25,285 |
25.314988% |
0.204223 |
-0.119729 |
0.006183 |
0.357215 |
0.094076 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
395.00 |
1.71% |
$0.36 / 89 |
$0.38 / 157 |
4 / 2,412 |
26.922803% |
0.084350 |
-0.064625 |
0.003375 |
0.194999 |
0.039416 |
|
542 |
Legs |
11/17(53) |
CALL |
365.00 / 390.00 |
$113 / $2,387 / 0.05 |
90.85% / $12.64 / 0.53% / 3.30% |
91.35% / $366.13 |
$1.13 / $1.60 / $0.47 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
365.00 |
9.15% |
$1.60 / 46 |
$1.64 / 34 |
167 / 25,285 |
25.314988% |
0.204223 |
-0.119729 |
0.006183 |
0.357215 |
0.094076 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
2.32% |
$0.46 / 21 |
$0.47 / 5 |
81 / 2,107 |
26.568241% |
0.098921 |
-0.072835 |
0.003798 |
0.219441 |
0.046132 |
|
526 |
Legs |
11/17(53) |
CALL |
365.00 / 385.00 |
$100 / $1,900 / 0.05 |
90.85% / $0.79 / 0.04% / 0.25% |
91.29% / $366.00 |
$1.00 / $1.60 / $0.60 / 46 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
365.00 |
9.15% |
$1.60 / 46 |
$1.64 / 34 |
167 / 25,285 |
25.314988% |
0.204223 |
-0.119729 |
0.006183 |
0.357215 |
0.094076 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
385.00 |
3.13% |
$0.58 / 33 |
$0.60 / 187 |
20 / 1,329 |
26.252962% |
0.115476 |
-0.081566 |
0.004247 |
0.245347 |
0.053737 |
|
484 |
Legs |
11/17(53) |
CALL |
360.00 / 390.00 |
$163 / $2,837 / 0.06 |
88.38% / $31.67 / 1.12% / 7.05% |
89.24% / $361.63 |
$1.63 / $2.10 / $0.47 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
11.62% |
$2.10 / 24 |
$2.14 / 51 |
956 / 6,066 |
25.254612% |
0.232498 |
-0.129344 |
0.006663 |
0.384914 |
0.106780 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
2.32% |
$0.46 / 21 |
$0.47 / 5 |
81 / 2,107 |
26.568241% |
0.098921 |
-0.072835 |
0.003798 |
0.219441 |
0.046132 |
|
470 |
Legs |
11/17(53) |
CALL |
360.00 / 385.00 |
$150 / $2,350 / 0.06 |
88.38% / $14.11 / 0.60% / 3.74% |
89.17% / $361.50 |
$1.50 / $2.10 / $0.60 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
11.62% |
$2.10 / 24 |
$2.14 / 51 |
956 / 6,066 |
25.254612% |
0.232498 |
-0.129344 |
0.006663 |
0.384914 |
0.106780 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
385.00 |
3.13% |
$0.58 / 33 |
$0.60 / 187 |
20 / 1,329 |
26.252962% |
0.115476 |
-0.081566 |
0.004247 |
0.245347 |
0.053737 |
|
329 |
Legs |
11/03(39) |
CALL |
360.00 / 380.00 |
$94 / $1,906 / 0.05 |
91.62% / $16.80 / 0.88% / 7.39% |
92.07% / $360.94 |
$0.94 / $1.45 / $0.51 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
360.00 |
8.38% |
$1.45 / 37 |
$1.51 / 44 |
29 / 22 |
26.489553% |
0.191559 |
-0.131726 |
0.006850 |
0.298539 |
0.067323 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
380.00 |
2.27% |
$0.48 / 1 |
$0.51 / 74 |
8 / 1 |
27.775692% |
0.095866 |
-0.081540 |
0.004274 |
0.186278 |
0.034027 |
|
|
163 |
|
11/17(53) |
CALL |
360.00 / 380.00 |
$220 / $1,780 / 0.12 |
79.91% / $14.12 / 0.79% / 4.97% |
82.22% / $362.20 |
$2.20 / $2.85 / $0.65 / 10 |
60 / 39.52% / 62 |
5 |
Legs |
Vertical |
Bearish |
$336.02 (-0.65%) / 705K |
|
Earnings: 10/27 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
20.09% |
$2.85 / 12 |
$3.10 / 12 |
0 / 14 |
17.955266% |
0.303994 |
-0.115999 |
0.010112 |
0.466627 |
0.150441 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
5.55% |
$0.50 / 13 |
$0.65 / 10 |
0 / 1 |
17.513026% |
0.148927 |
-0.075310 |
0.006710 |
0.309651 |
0.074589 |
|
84 |
Legs |
11/17(53) |
CALL |
350.00 / 380.00 |
$505 / $2,495 / 0.20 |
67.19% / $82.55 / 3.31% / 22.12% |
74.06% / $355.05 |
$5.05 / $5.70 / $0.65 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
350.00 |
32.81% |
$5.70 / 20 |
$6.10 / 23 |
1 / 10 |
18.567312% |
0.405997 |
-0.130735 |
0.011209 |
0.517277 |
0.199334 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
5.55% |
$0.50 / 13 |
$0.65 / 10 |
0 / 1 |
17.513026% |
0.148927 |
-0.075310 |
0.006710 |
0.309651 |
0.074589 |
|
34 |
Legs |
11/17(53) |
CALL |
350.00 / 370.00 |
$425 / $1,575 / 0.27 |
67.19% / $0.97 / 0.06% / 0.38% |
73.03% / $354.25 |
$4.25 / $5.70 / $1.45 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
350.00 |
32.81% |
$5.70 / 20 |
$6.10 / 23 |
1 / 10 |
18.567312% |
0.405997 |
-0.130735 |
0.011209 |
0.517277 |
0.199334 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
11.10% |
$1.25 / 10 |
$1.45 / 9 |
0 / 6 |
17.588723% |
0.217534 |
-0.096378 |
0.008506 |
0.392527 |
0.108360 |
|
259 |
Legs |
10/20(25) |
CALL |
350.00 / 380.00 |
$135 / $2,865 / 0.05 |
74.60% / $37.35 / 1.30% / 16.82% |
76.97% / $351.35 |
$1.35 / $1.95 / $0.60 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
350.00 |
25.40% |
$1.95 / 32 |
$2.20 / 11 |
8 / 269 |
15.639770% |
0.341664 |
-0.167467 |
0.014883 |
0.349420 |
0.087411 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
380.00 |
1.13% |
0 / 0 |
$0.60 / 24 |
0 / 11 |
25.379305% |
0.062469 |
-0.054395 |
0.004985 |
0.117045 |
0.016250 |
|
615 |
Legs |
11/17(53) |
CALL |
340.00 / 380.00 |
$985 / $3,015 / 0.33 |
51.60% / $164.68 / 5.46% / 38.62% |
66.97% / $349.85 |
$9.85 / $10.50 / $0.65 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
48.40% |
$10.50 / 1 |
$10.70 / 21 |
5 / 105 |
19.745064% |
0.517999 |
-0.137397 |
0.011515 |
0.531393 |
0.251880 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
5.55% |
$0.50 / 13 |
$0.65 / 10 |
0 / 1 |
17.513026% |
0.148927 |
-0.075310 |
0.006710 |
0.309651 |
0.074589 |
|
696 |
Legs |
11/17(53) |
CALL |
340.00 / 370.00 |
$905 / $2,095 / 0.43 |
51.60% / $25.73 / 1.23% / 7.78% |
65.80% / $349.05 |
$9.05 / $10.50 / $1.45 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
48.40% |
$10.50 / 1 |
$10.70 / 21 |
5 / 105 |
19.745064% |
0.517999 |
-0.137397 |
0.011515 |
0.531393 |
0.251880 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
11.10% |
$1.25 / 10 |
$1.45 / 9 |
0 / 6 |
17.588723% |
0.217534 |
-0.096378 |
0.008506 |
0.392527 |
0.108360 |
|
|
945 |
|
12/15(81) |
CALL |
360.00 / 410.00 |
$205 / $4,795 / 0.04 |
93.72% / $21.73 / 0.45% / 1.88% |
93.96% / $362.05 |
$2.05 / $4.00 / $1.95 / 27 |
18 / 13.31% / 81 |
5 |
Legs |
Vertical |
Bearish |
$236.25 (+2.03%) / 1.6M |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
6.28% |
$4.00 / 122 |
$4.20 / 25 |
0 / 61 |
65.022279% |
0.223975 |
-0.181022 |
0.002995 |
0.341342 |
0.098512 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
2.43% |
$1.85 / 30 |
$1.95 / 27 |
0 / 18 |
66.490776% |
0.143044 |
-0.136138 |
0.002261 |
0.257709 |
0.064456 |
|
935 |
Legs |
12/15(81) |
CALL |
360.00 / 400.00 |
$175 / $3,825 / 0.05 |
93.72% / $8.56 / 0.22% / 0.93% |
93.92% / $361.75 |
$1.75 / $4.00 / $2.25 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
6.28% |
$4.00 / 122 |
$4.20 / 25 |
0 / 61 |
65.022279% |
0.223975 |
-0.181022 |
0.002995 |
0.341342 |
0.098512 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
2.95% |
$2.15 / 59 |
$2.25 / 18 |
0 / 189 |
66.145131% |
0.156659 |
-0.144748 |
0.002403 |
0.273824 |
0.070291 |
|
914 |
Legs |
12/15(81) |
CALL |
350.00 / 410.00 |
$285 / $5,715 / 0.05 |
92.46% / $49.65 / 0.87% / 3.64% |
92.84% / $352.85 |
$2.85 / $4.80 / $1.95 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
350.00 |
7.54% |
$4.80 / 33 |
$5.00 / 126 |
8 / 313 |
65.101637% |
0.244424 |
-0.190184 |
0.003144 |
0.358265 |
0.106880 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
2.43% |
$1.85 / 30 |
$1.95 / 27 |
0 / 18 |
66.490776% |
0.143044 |
-0.136138 |
0.002261 |
0.257709 |
0.064456 |
|
899 |
Legs |
12/15(81) |
CALL |
350.00 / 400.00 |
$255 / $4,745 / 0.05 |
92.46% / $31.16 / 0.66% / 2.74% |
92.80% / $352.55 |
$2.55 / $4.80 / $2.25 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
350.00 |
7.54% |
$4.80 / 33 |
$5.00 / 126 |
8 / 313 |
65.101637% |
0.244424 |
-0.190184 |
0.003144 |
0.358265 |
0.106880 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
2.95% |
$2.15 / 59 |
$2.25 / 18 |
0 / 189 |
66.145131% |
0.156659 |
-0.144748 |
0.002403 |
0.273824 |
0.070291 |
|
892 |
Legs |
12/15(81) |
CALL |
350.00 / 390.00 |
$215 / $3,785 / 0.06 |
92.46% / $12.47 / 0.33% / 1.37% |
92.75% / $352.15 |
$2.15 / $4.80 / $2.65 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
350.00 |
7.54% |
$4.80 / 33 |
$5.00 / 126 |
8 / 313 |
65.101637% |
0.244424 |
-0.190184 |
0.003144 |
0.358265 |
0.106880 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
3.57% |
$2.50 / 66 |
$2.65 / 56 |
0 / 257 |
65.921432% |
0.171478 |
-0.153600 |
0.002548 |
0.290361 |
0.076592 |
|
616 |
Legs |
11/17(53) |
CALL |
350.00 / 370.00 |
$80 / $1,920 / 0.04 |
95.65% / $13.35 / 0.70% / 4.35% |
95.74% / $350.80 |
$0.80 / $2.65 / $1.85 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
350.00 |
4.35% |
$2.65 / 66 |
$2.75 / 36 |
3 / 520 |
68.439596% |
0.173540 |
-0.188256 |
0.003135 |
0.239595 |
0.053833 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
2.61% |
$1.75 / 127 |
$1.85 / 5 |
0 / 204 |
68.995207% |
0.135463 |
-0.159526 |
0.002661 |
0.203360 |
0.042440 |
|
|
236 |
|
10/27(32) |
CALL |
355.00 / 385.00 |
$172 / $2,828 / 0.06 |
83.21% / $17.73 / 0.63% / 6.24% |
84.66% / $356.72 |
$1.72 / $1.97 / $0.25 / 6 |
99 / 97.54% / 76 |
5 |
Legs |
Vertical |
Bearish |
$327.89 (-0.71%) / 1.67M |
|
Earnings: 10/17 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
355.00 |
16.79% |
$1.97 / 6 |
$2.12 / 40 |
11 / 69 |
23.298696% |
0.278393 |
-0.180562 |
0.008765 |
0.346276 |
0.084209 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
385.00 |
2.48% |
$0.03 / 123 |
$0.25 / 244 |
0 / 1 |
22.852512% |
0.099424 |
-0.093713 |
0.004567 |
0.180413 |
0.030570 |
|
96 |
Legs |
10/27(32) |
CALL |
350.00 / 380.00 |
$255 / $2,745 / 0.09 |
78.45% / $25.11 / 0.91% / 9.23% |
80.97% / $352.55 |
$2.55 / $2.87 / $0.32 / 47 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
350.00 |
21.55% |
$2.87 / 47 |
$3.10 / 44 |
12 / 108 |
23.575772% |
0.320686 |
-0.192664 |
0.009344 |
0.369144 |
0.096651 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
380.00 |
3.58% |
$0.12 / 117 |
$0.32 / 199 |
2 / 6 |
22.706535% |
0.120506 |
-0.107632 |
0.005242 |
0.207108 |
0.036971 |
|
27 |
Legs |
10/27(32) |
CALL |
345.00 / 375.00 |
$365 / $2,635 / 0.14 |
72.90% / $28.57 / 1.08% / 11.02% |
77.03% / $348.65 |
$3.65 / $4.10 / $0.45 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
345.00 |
27.10% |
$4.10 / 54 |
$4.40 / 40 |
2 / 27 |
23.939616% |
0.366093 |
-0.202682 |
0.009820 |
0.387935 |
0.109900 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
375.00 |
5.06% |
$0.23 / 103 |
$0.45 / 235 |
10 / 21 |
22.544681% |
0.144889 |
-0.122263 |
0.005952 |
0.235133 |
0.044345 |
|
409 |
Legs |
10/13(18) |
CALL |
345.00 / 375.00 |
$158 / $2,842 / 0.06 |
77.98% / $25.47 / 0.90% / 15.09% |
80.07% / $346.58 |
$1.58 / $1.68 / $0.10 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
345.00 |
22.02% |
$1.68 / 9 |
$1.81 / 53 |
18 / 317 |
20.890133% |
0.319137 |
-0.245503 |
0.011937 |
0.288198 |
0.059724 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
375.00 |
1.82% |
$0.04 / 1 |
$0.10 / 272 |
2 / 14 |
22.812783% |
0.082689 |
-0.104356 |
0.005097 |
0.123054 |
0.015742 |
|
40 |
Legs |
10/27(32) |
CALL |
340.00 / 370.00 |
$518 / $2,482 / 0.21 |
66.63% / $32.90 / 1.33% / 13.61% |
73.11% / $345.18 |
$5.18 / $5.80 / $0.62 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
340.00 |
33.37% |
$5.80 / 40 |
$6.10 / 40 |
13 / 44 |
24.551658% |
0.414148 |
-0.210089 |
0.010166 |
0.401637 |
0.123788 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
370.00 |
7.04% |
$0.48 / 40 |
$0.62 / 40 |
11 / 36 |
22.649408% |
0.172781 |
-0.137296 |
0.006680 |
0.263886 |
0.052745 |
|
231 |
Legs |
10/13(18) |
CALL |
340.00 / 370.00 |
$270 / $2,730 / 0.10 |
70.54% / $35.18 / 1.29% / 22.34% |
74.71% / $342.70 |
$2.70 / $2.84 / $0.14 / 42 |
|
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 |
340.00 |
29.46% |
$2.84 / 42 |
$3.00 / 22 |
10 / 205 |
21.204154% |
0.378424 |
-0.261617 |
0.012705 |
0.306740 |
0.070531 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
370.00 |
3.00% |
$0.03 / 247 |
$0.14 / 627 |
65 / 87 |
21.303001% |
0.107573 |
-0.126749 |
0.006187 |
0.149382 |
0.020434 |
|
|
640 |
|
12/15(81) |
CALL |
350.00 / 410.00 |
$470 / $5,530 / 0.09 |
73.78% / $154.87 / 2.80% / 12.08% |
77.63% / $354.70 |
$4.70 / $5.70 / $1.00 / 15 |
95 / 43.25% / 39 |
5 |
Legs |
Vertical |
Bearish |
$324.22 (-0.02%) / 388K |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
350.00 |
26.22% |
$5.70 / 16 |
$6.20 / 24 |
0 / 74 |
21.506589% |
0.369004 |
-0.121884 |
0.007496 |
0.592252 |
0.252627 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
1.78% |
0 / 0 |
$1.00 / 15 |
0 / 33 |
27.602840% |
0.087014 |
-0.049379 |
0.003150 |
0.248842 |
0.061605 |
|
621 |
Legs |
12/15(81) |
CALL |
350.00 / 400.00 |
$445 / $4,555 / 0.10 |
73.78% / $68.09 / 1.49% / 6.32% |
77.44% / $354.45 |
$4.45 / $5.70 / $1.25 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
350.00 |
26.22% |
$5.70 / 16 |
$6.20 / 24 |
0 / 74 |
21.506589% |
0.369004 |
-0.121884 |
0.007496 |
0.592252 |
0.252627 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
3.06% |
0 / 0 |
$1.25 / 23 |
0 / 29 |
26.407562% |
0.115190 |
-0.060824 |
0.003865 |
0.305343 |
0.081227 |
|
180 |
Legs |
11/17(53) |
CALL |
350.00 / 380.00 |
$295 / $2,705 / 0.11 |
78.50% / $30.26 / 1.12% / 7.07% |
81.17% / $352.95 |
$2.95 / $3.70 / $0.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
350.00 |
21.50% |
$3.70 / 11 |
$4.00 / 9 |
1 / 156 |
21.958832% |
0.322632 |
-0.138900 |
0.008712 |
0.461605 |
0.151493 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
4.27% |
$0.55 / 15 |
$0.75 / 6 |
0 / 30 |
22.585749% |
0.133278 |
-0.081659 |
0.005227 |
0.276959 |
0.063721 |
|
290 |
Legs |
11/17(53) |
CALL |
350.00 / 390.00 |
$275 / $3,725 / 0.07 |
78.50% / $62.14 / 1.67% / 10.69% |
80.99% / $352.75 |
$2.75 / $3.70 / $0.95 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
350.00 |
21.50% |
$3.70 / 11 |
$4.00 / 9 |
1 / 156 |
21.958832% |
0.322632 |
-0.138900 |
0.008712 |
0.461605 |
0.151493 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
2.20% |
0 / 0 |
$0.95 / 16 |
0 / 49 |
27.729613% |
0.093988 |
-0.063351 |
0.004073 |
0.215816 |
0.045134 |
|
344 |
Legs |
11/17(53) |
CALL |
350.00 / 400.00 |
$245 / $4,755 / 0.05 |
78.50% / $92.87 / 1.95% / 12.61% |
80.73% / $352.45 |
$2.45 / $3.70 / $1.25 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
350.00 |
21.50% |
$3.70 / 11 |
$4.00 / 9 |
1 / 156 |
21.958832% |
0.322632 |
-0.138900 |
0.008712 |
0.461605 |
0.151493 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
1.07% |
0 / 0 |
$1.25 / 16 |
0 / 6 |
32.664930% |
0.064638 |
-0.047521 |
0.003067 |
0.162487 |
0.031159 |
|
797 |
Legs |
12/15(81) |
CALL |
340.00 / 400.00 |
$785 / $5,215 / 0.15 |
64.36% / $191.33 / 3.67% / 16.04% |
71.88% / $347.85 |
$7.85 / $9.10 / $1.25 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
35.64% |
$9.10 / 20 |
$9.50 / 8 |
0 / 108 |
22.019453% |
0.441621 |
-0.128919 |
0.007840 |
0.619396 |
0.299720 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
3.06% |
0 / 0 |
$1.25 / 23 |
0 / 29 |
26.407562% |
0.115190 |
-0.060824 |
0.003865 |
0.305343 |
0.081227 |
|
|
194 |
|
12/15(81) |
CALL |
352.00 / 357.00 |
$157 / $343 / 0.46 |
66.68% / $0.12 / 0.03% / 0.14% |
69.22% / $353.57 |
$1.57 / $4.20 / $2.63 / 104 |
92 / 82.30% / 92 |
5 |
Legs |
Vertical |
Bearish |
$339.95 (-0.18%) / 3.38M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
352.00 |
33.32% |
$4.20 / 300 |
$4.35 / 65 |
0 / 263 |
11.553411% |
0.404426 |
-0.078188 |
0.012657 |
0.635682 |
0.301693 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
357.00 |
25.59% |
$2.55 / 215 |
$2.63 / 104 |
0 / 24 |
11.003842% |
0.344895 |
-0.073566 |
0.012041 |
0.604769 |
0.258347 |
|
192 |
Legs |
12/15(81) |
CALL |
352.00 / 356.00 |
$128 / $272 / 0.47 |
66.68% / $0.53 / 0.19% / 0.81% |
68.76% / $353.28 |
$1.28 / $4.20 / $2.92 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
352.00 |
33.32% |
$4.20 / 300 |
$4.35 / 65 |
0 / 263 |
11.553411% |
0.404426 |
-0.078188 |
0.012657 |
0.635682 |
0.301693 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
356.00 |
27.05% |
$2.83 / 355 |
$2.92 / 54 |
1 / 69 |
11.093796% |
0.356488 |
-0.074600 |
0.012186 |
0.612006 |
0.266820 |
|
352 |
Legs |
12/15(81) |
CALL |
351.00 / 357.00 |
$197 / $403 / 0.49 |
65.01% / $1.12 / 0.28% / 1.16% |
68.26% / $352.97 |
$1.97 / $4.60 / $2.63 / 104 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
351.00 |
34.99% |
$4.60 / 193 |
$4.75 / 122 |
0 / 150 |
11.664109% |
0.416755 |
-0.078934 |
0.012746 |
0.640173 |
0.310616 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
357.00 |
25.59% |
$2.55 / 215 |
$2.63 / 104 |
0 / 24 |
11.003842% |
0.344895 |
-0.073566 |
0.012041 |
0.604769 |
0.258347 |
|
350 |
Legs |
12/15(81) |
CALL |
351.00 / 356.00 |
$168 / $332 / 0.51 |
65.01% / $2.10 / 0.63% / 2.64% |
67.79% / $352.68 |
$1.68 / $4.60 / $2.92 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
351.00 |
34.99% |
$4.60 / 193 |
$4.75 / 122 |
0 / 150 |
11.664109% |
0.416755 |
-0.078934 |
0.012746 |
0.640173 |
0.310616 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
356.00 |
27.05% |
$2.83 / 355 |
$2.92 / 54 |
1 / 69 |
11.093796% |
0.356488 |
-0.074600 |
0.012186 |
0.612006 |
0.266820 |
|
338 |
Legs |
12/15(81) |
CALL |
351.00 / 355.00 |
$135 / $265 / 0.51 |
65.01% / $0.53 / 0.20% / 0.82% |
67.25% / $352.35 |
$1.35 / $4.60 / $3.25 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
351.00 |
34.99% |
$4.60 / 193 |
$4.75 / 122 |
0 / 150 |
11.664109% |
0.416755 |
-0.078934 |
0.012746 |
0.640173 |
0.310616 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
355.00 |
28.55% |
$3.10 / 658 |
$3.25 / 36 |
0 / 1,149 |
11.176816% |
0.368246 |
-0.075582 |
0.012320 |
0.618739 |
0.275399 |
|
3 |
Legs |
11/17(53) |
CALL |
351.00 / 353.00 |
$60 / $140 / 0.43 |
69.13% / $0.02 / 0.02% / 0.10% |
70.29% / $351.60 |
$0.60 / $2.91 / $2.31 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
351.00 |
30.87% |
$2.91 / 110 |
$2.97 / 37 |
10 / 28 |
11.288636% |
0.382322 |
-0.092018 |
0.015237 |
0.513162 |
0.193665 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
353.00 |
27.08% |
$2.26 / 39 |
$2.31 / 35 |
19 / 68 |
11.028556% |
0.353155 |
-0.089244 |
0.014846 |
0.499990 |
0.179186 |
|
|
245 |
|
11/17(53) |
CALL |
350.00 / 410.00 |
$330 / $5,670 / 0.06 |
74.49% / $169.55 / 2.99% / 19.83% |
77.82% / $353.30 |
$3.30 / $3.90 / $0.60 / 12 |
60 / 30.70% / 34 |
2 |
Legs |
Vertical |
Bearish |
$328.87 (+0.15%) / 157K |
|
Earnings: 12/14 |
|
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) |
11/17/2023 (M) |
CALL |
350.00 |
25.51% |
$3.90 / 33 |
$4.50 / 32 |
1 / 22 |
20.393957% |
0.355909 |
-0.147661 |
0.009072 |
0.484914 |
0.168571 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
410.00 |
0.67% |
$0.05 / 6 |
$0.60 / 12 |
0 / 30 |
26.661439% |
0.050709 |
-0.039548 |
0.002539 |
0.135729 |
0.024777 |
|
362 |
Legs |
11/17(53) |
CALL |
340.00 / 380.00 |
$635 / $3,365 / 0.19 |
62.79% / $52.20 / 1.55% / 9.91% |
70.49% / $346.35 |
$6.35 / $7.10 / $0.75 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
37.21% |
$7.10 / 5 |
$7.70 / 20 |
0 / 1 |
20.764452% |
0.445514 |
-0.159029 |
0.009622 |
0.514304 |
0.209180 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
5.47% |
$0.55 / 20 |
$0.75 / 4 |
0 / 11 |
21.084172% |
0.151791 |
-0.090499 |
0.005722 |
0.305827 |
0.073273 |
|
244 |
Legs |
10/20(25) |
CALL |
340.00 / 380.00 |
$275 / $3,725 / 0.07 |
68.71% / $105.53 / 2.83% / 39.83% |
73.16% / $342.75 |
$2.75 / $3.40 / $0.65 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
340.00 |
31.29% |
$3.40 / 35 |
$3.90 / 20 |
0 / 25 |
19.669839% |
0.391999 |
-0.209158 |
0.013115 |
0.356654 |
0.096435 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
380.00 |
1.12% |
0 / 0 |
$0.65 / 16 |
0 / 28 |
30.251781% |
0.063708 |
-0.065562 |
0.004261 |
0.115872 |
0.016045 |
|
|
825 |
|
12/15(81) |
CALL |
350.00 / 390.00 |
$245 / $3,755 / 0.07 |
85.14% / $19.45 / 0.52% / 2.16% |
86.37% / $352.45 |
$2.45 / $3.60 / $1.15 / 20 |
53 / 27.37% / 55 |
5 |
Legs |
Vertical |
Bearish |
$302.91 (+0.71%) / 242K |
|
Earnings: 11/01 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
350.00 |
14.86% |
$3.60 / 20 |
$4.80 / 39 |
26 / 100 |
27.766321% |
0.275629 |
-0.118881 |
0.005997 |
0.492538 |
0.175998 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
2.94% |
0 / 0 |
$1.15 / 21 |
0 / 8 |
29.989532% |
0.117127 |
-0.068526 |
0.003530 |
0.289942 |
0.076444 |
|
690 |
Legs |
12/15(81) |
CALL |
340.00 / 390.00 |
$435 / $4,565 / 0.10 |
79.25% / $100.08 / 2.19% / 9.37% |
81.99% / $344.35 |
$4.35 / $5.50 / $1.15 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
20.75% |
$5.50 / 17 |
$5.90 / 8 |
0 / 66 |
26.981651% |
0.331104 |
-0.130063 |
0.006510 |
0.534685 |
0.209882 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
2.94% |
0 / 0 |
$1.15 / 21 |
0 / 8 |
29.989532% |
0.117127 |
-0.068526 |
0.003530 |
0.289942 |
0.076444 |
|
369 |
Legs |
11/17(53) |
CALL |
340.00 / 370.00 |
$210 / $2,790 / 0.08 |
84.27% / $13.54 / 0.49% / 3.02% |
85.65% / $342.10 |
$2.10 / $3.30 / $1.20 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
15.73% |
$3.30 / 6 |
$3.60 / 20 |
0 / 4 |
27.477913% |
0.276405 |
-0.143479 |
0.007334 |
0.403893 |
0.120617 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
3.47% |
$0.05 / 6 |
$1.20 / 12 |
0 / 3 |
26.976935% |
0.123031 |
-0.085820 |
0.004463 |
0.245806 |
0.054631 |
|
566 |
Legs |
12/15(81) |
CALL |
330.00 / 390.00 |
$705 / $5,295 / 0.13 |
71.95% / $208.73 / 3.94% / 17.31% |
77.25% / $337.05 |
$7.05 / $8.20 / $1.15 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
28.05% |
$8.20 / 16 |
$8.60 / 5 |
2 / 222 |
27.414198% |
0.392385 |
-0.139146 |
0.006900 |
0.566689 |
0.246674 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
2.94% |
0 / 0 |
$1.15 / 21 |
0 / 8 |
29.989532% |
0.117127 |
-0.068526 |
0.003530 |
0.289942 |
0.076444 |
|
453 |
Legs |
12/15(81) |
CALL |
330.00 / 370.00 |
$615 / $3,385 / 0.18 |
71.95% / $38.44 / 1.14% / 4.77% |
76.61% / $336.15 |
$6.15 / $8.20 / $2.05 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
28.05% |
$8.20 / 16 |
$8.60 / 5 |
2 / 222 |
27.414198% |
0.392385 |
-0.139146 |
0.006900 |
0.566689 |
0.246674 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
370.00 |
6.98% |
$1.40 / 6 |
$2.05 / 16 |
0 / 99 |
27.147355% |
0.183874 |
-0.093496 |
0.004774 |
0.392084 |
0.118849 |
|
120 |
Legs |
11/17(53) |
CALL |
330.00 / 370.00 |
$430 / $3,570 / 0.12 |
76.42% / $101.30 / 2.84% / 18.74% |
80.06% / $334.30 |
$4.30 / $5.50 / $1.20 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
330.00 |
23.58% |
$5.50 / 11 |
$5.90 / 20 |
0 / 2 |
27.999694% |
0.346945 |
-0.159730 |
0.008094 |
0.445791 |
0.150238 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
3.47% |
$0.05 / 6 |
$1.20 / 12 |
0 / 3 |
26.976935% |
0.123031 |
-0.085820 |
0.004463 |
0.245806 |
0.054631 |
|
|
578 |
|
10/20(25) |
CALL |
345.00 / 375.00 |
$680 / $2,320 / 0.29 |
53.24% / $11.82 / 0.51% / 6.29% |
65.30% / $351.80 |
$6.80 / $7.20 / $0.40 / 40 |
71 / 48.13% / 67 |
5 |
Legs |
Vertical |
Bearish |
$340.57 (+0.17%) / 509K |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
345.00 |
46.76% |
$7.20 / 40 |
$7.50 / 17 |
4 / 27 |
20.087000% |
0.503737 |
-0.231757 |
0.012960 |
0.385305 |
0.127803 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
375.00 |
7.86% |
$0.25 / 105 |
$0.40 / 49 |
3 / 148 |
17.845339% |
0.179097 |
-0.146111 |
0.008497 |
0.252642 |
0.046482 |
|
476 |
Legs |
10/20(25) |
PUT |
340.00 / 310.00 |
$500 / $2,500 / 0.20 |
58.46% / $3.33 / 0.13% / 1.61% |
67.13% / $335.00 |
$5.00 / $6.10 / $1.10 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
340.00 |
41.54% |
$6.10 / 56 |
$6.30 / 1 |
11 / 259 |
21.183347% |
-0.431761 |
-0.188899 |
0.012770 |
0.379671 |
-0.125780 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
310.00 |
6.11% |
$0.95 / 12 |
$1.10 / 28 |
0 / 31 |
27.452465% |
-0.115037 |
-0.097904 |
0.006307 |
0.187520 |
-0.032745 |
|
152 |
Legs |
10/20(25) |
PUT |
330.00 / 300.00 |
$260 / $2,740 / 0.10 |
74.86% / $66.42 / 2.42% / 33.30% |
78.43% / $327.40 |
$2.60 / $3.30 / $0.70 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
330.00 |
25.14% |
$3.30 / 30 |
$3.60 / 390 |
1 / 87 |
23.214049% |
-0.307058 |
-0.172555 |
0.011413 |
0.339329 |
-0.088641 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
300.00 |
2.46% |
$0.50 / 47 |
$0.70 / 249 |
0 / 9 |
30.076060% |
-0.058771 |
-0.059595 |
0.003808 |
0.113205 |
-0.016639 |
|
379 |
Legs |
10/20(25) |
PUT |
325.00 / 295.00 |
$140 / $2,860 / 0.05 |
81.42% / $33.25 / 1.16% / 14.88% |
83.04% / $323.60 |
$1.40 / $2.40 / $1.00 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
325.00 |
18.58% |
$2.40 / 13 |
$2.60 / 281 |
0 / 35 |
24.051738% |
-0.250105 |
-0.157413 |
0.010326 |
0.306996 |
-0.071912 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
295.00 |
1.49% |
0 / 0 |
$1.00 / 81 |
0 / 4 |
36.854532% |
-0.039864 |
-0.043843 |
0.002792 |
0.083002 |
-0.011260 |
|
335 |
Legs |
10/20(25) |
PUT |
325.00 / 300.00 |
$170 / $2,330 / 0.07 |
81.42% / $33.85 / 1.45% / 18.90% |
83.37% / $323.30 |
$1.70 / $2.40 / $0.70 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
325.00 |
18.58% |
$2.40 / 13 |
$2.60 / 281 |
0 / 35 |
24.051738% |
-0.250105 |
-0.157413 |
0.010326 |
0.306996 |
-0.071912 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
300.00 |
2.46% |
$0.50 / 47 |
$0.70 / 249 |
0 / 9 |
30.076060% |
-0.058771 |
-0.059595 |
0.003808 |
0.113205 |
-0.016639 |
|
157 |
Legs |
11/17(53) |
PUT |
325.00 / 295.00 |
$330 / $2,670 / 0.12 |
75.72% / $1.72 / 0.06% / 0.40% |
78.83% / $321.70 |
$3.30 / $4.70 / $1.40 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
325.00 |
24.28% |
$4.70 / 30 |
$5.00 / 70 |
2 / 245 |
23.848797% |
-0.294769 |
-0.116913 |
0.007992 |
0.467044 |
-0.171138 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
295.00 |
5.42% |
$1.15 / 127 |
$1.40 / 30 |
0 / 36 |
28.411855% |
-0.095352 |
-0.059833 |
0.003927 |
0.229494 |
-0.054202 |
|
|
915 |
|
12/15(81) |
CALL |
345.00 / 375.00 |
$123 / $2,877 / 0.04 |
89.15% / $24.02 / 0.84% / 3.49% |
89.84% / $346.23 |
$1.23 / $1.49 / $0.26 / 1 |
58 / 39.31% / 93 |
5 |
Legs |
Vertical |
Bearish |
$307.1689 (+0.13%) / 2.29M |
|
Earnings: 11/21 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
345.00 |
10.85% |
$1.49 / 1 |
$1.56 / 5 |
6 / 10 |
18.534608% |
0.220565 |
-0.074548 |
0.007183 |
0.438438 |
0.146379 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
375.00 |
1.69% |
$0.18 / 54 |
$0.26 / 176 |
0 / 3 |
19.343453% |
0.082091 |
-0.037791 |
0.003676 |
0.224387 |
0.055324 |
|
901 |
Legs |
12/15(81) |
CALL |
345.00 / 370.00 |
$116 / $2,384 / 0.05 |
89.15% / $8.34 / 0.35% / 1.45% |
89.80% / $346.16 |
$1.16 / $1.49 / $0.33 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
345.00 |
10.85% |
$1.49 / 1 |
$1.56 / 5 |
6 / 10 |
18.534608% |
0.220565 |
-0.074548 |
0.007183 |
0.438438 |
0.146379 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
370.00 |
2.39% |
$0.25 / 32 |
$0.33 / 76 |
0 / 26 |
19.024345% |
0.098326 |
-0.043262 |
0.004203 |
0.256555 |
0.066124 |
|
843 |
Legs |
12/15(81) |
CALL |
340.00 / 370.00 |
$177 / $2,823 / 0.06 |
85.97% / $33.98 / 1.20% / 5.06% |
87.16% / $341.77 |
$1.77 / $2.10 / $0.33 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
14.03% |
$2.10 / 11 |
$2.19 / 27 |
0 / 131 |
18.656773% |
0.254092 |
-0.080731 |
0.007761 |
0.473753 |
0.168071 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
370.00 |
2.39% |
$0.25 / 32 |
$0.33 / 76 |
0 / 26 |
19.024345% |
0.098326 |
-0.043262 |
0.004203 |
0.256555 |
0.066124 |
|
823 |
Legs |
12/15(81) |
CALL |
340.00 / 365.00 |
$167 / $2,333 / 0.07 |
85.97% / $14.64 / 0.63% / 2.62% |
87.10% / $341.67 |
$1.67 / $2.10 / $0.43 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
14.03% |
$2.10 / 11 |
$2.19 / 27 |
0 / 131 |
18.656773% |
0.254092 |
-0.080731 |
0.007761 |
0.473753 |
0.168071 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
365.00 |
3.33% |
$0.35 / 58 |
$0.43 / 56 |
0 / 1 |
18.752170% |
0.117060 |
-0.049117 |
0.004765 |
0.290877 |
0.078544 |
|
793 |
Legs |
12/15(81) |
CALL |
340.00 / 360.00 |
$153 / $1,847 / 0.08 |
85.97% / $0.58 / 0.03% / 0.13% |
87.01% / $341.53 |
$1.53 / $2.10 / $0.57 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
14.03% |
$2.10 / 11 |
$2.19 / 27 |
0 / 131 |
18.656773% |
0.254092 |
-0.080731 |
0.007761 |
0.473753 |
0.168071 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
360.00 |
4.57% |
$0.51 / 5 |
$0.57 / 25 |
3 / 70 |
18.584832% |
0.138497 |
-0.055283 |
0.005356 |
0.326906 |
0.092702 |
|
555 |
Legs |
11/17(53) |
CALL |
340.00 / 365.00 |
$102 / $2,398 / 0.04 |
90.66% / $38.93 / 1.62% / 10.39% |
91.29% / $341.02 |
$1.02 / $1.25 / $0.23 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
9.34% |
$1.25 / 11 |
$1.32 / 44 |
115 / 1,465 |
19.789729% |
0.198996 |
-0.085158 |
0.008264 |
0.338287 |
0.089911 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
365.00 |
1.24% |
$0.21 / 1 |
$0.23 / 18 |
41 / 626 |
21.035928% |
0.068001 |
-0.039766 |
0.003891 |
0.159250 |
0.031111 |
|
|
410 |
|
11/17(53) |
PUT |
350.00 / 290.00 |
$795 / $5,205 / 0.15 |
61.94% / $105.18 / 2.02% / 13.07% |
69.55% / $342.05 |
$7.95 / $10.70 / $2.75 / 1 |
37 / 31.76% / 29 |
2 |
Legs |
Vertical |
Bullish |
$356.38 (+2.86%) / 403K |
|
Earnings: 10/19 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
350.00 |
38.06% |
$10.70 / 10 |
$12.00 / 1 |
2 / 23 |
28.744501% |
-0.398232 |
-0.169341 |
0.007269 |
0.544811 |
-0.248471 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
290.00 |
3.83% |
$0.15 / 25 |
$2.75 / 1 |
0 / 20 |
37.186894% |
-0.063120 |
-0.056148 |
0.002339 |
0.175354 |
-0.037730 |
|
355 |
Legs |
11/17(53) |
PUT |
350.00 / 300.00 |
$800 / $4,200 / 0.19 |
61.94% / $14.30 / 0.34% / 2.11% |
69.60% / $342.00 |
$8.00 / $10.70 / $2.70 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
350.00 |
38.06% |
$10.70 / 10 |
$12.00 / 1 |
2 / 23 |
28.744501% |
-0.398232 |
-0.169341 |
0.007269 |
0.544811 |
-0.248471 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
300.00 |
6.17% |
$0.65 / 38 |
$2.70 / 38 |
0 / 10 |
33.695998% |
-0.096839 |
-0.077419 |
0.003235 |
0.242496 |
-0.058209 |
|
133 |
Legs |
11/17(53) |
PUT |
340.00 / 290.00 |
$485 / $4,515 / 0.11 |
71.38% / $26.82 / 0.59% / 3.70% |
75.43% / $335.15 |
$4.85 / $7.60 / $2.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
340.00 |
28.62% |
$7.60 / 20 |
$8.60 / 32 |
0 / 169 |
29.666137% |
-0.325034 |
-0.159272 |
0.006784 |
0.508470 |
-0.201001 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
290.00 |
3.83% |
$0.15 / 25 |
$2.75 / 1 |
0 / 20 |
37.186894% |
-0.063120 |
-0.056148 |
0.002339 |
0.175354 |
-0.037730 |
|
|
867 |
|
09/29(4) |
CALL |
340.00 / 355.00 |
$65 / $1,435 / 0.05 |
94.99% / $52.36 / 3.65% / 350.48% |
95.45% / $340.65 |
$0.65 / $0.85 / $0.20 / 58 |
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 |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
340.00 |
5.01% |
$0.85 / 58 |
$1.00 / 40 |
24 / 232 |
36.259882% |
0.141336 |
-0.270074 |
0.011773 |
0.105470 |
0.009559 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
355.00 |
0.34% |
$0.05 / 75 |
$0.20 / 68 |
12 / 185 |
35.698054% |
0.036250 |
-0.095524 |
0.004180 |
0.037443 |
0.002468 |
|
841 |
Legs |
09/29(4) |
CALL |
340.00 / 350.00 |
$55 / $945 / 0.06 |
94.99% / $37.15 / 3.93% / 405.08% |
95.39% / $340.55 |
$0.55 / $0.85 / $0.30 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
340.00 |
5.01% |
$0.85 / 58 |
$1.00 / 40 |
24 / 232 |
36.259882% |
0.141336 |
-0.270074 |
0.011773 |
0.105470 |
0.009559 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
350.00 |
0.92% |
$0.05 / 335 |
$0.30 / 12 |
20 / 133 |
33.529140% |
0.059515 |
-0.142321 |
0.006221 |
0.055731 |
0.004044 |
|
853 |
Legs |
09/29(4) |
CALL |
340.00 / 345.00 |
$25 / $475 / 0.05 |
94.99% / $8.73 / 1.84% / 114.81% |
95.17% / $340.25 |
$0.25 / $0.85 / $0.60 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
340.00 |
5.01% |
$0.85 / 58 |
$1.00 / 40 |
24 / 232 |
36.259882% |
0.141336 |
-0.270074 |
0.011773 |
0.105470 |
0.009559 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
345.00 |
2.26% |
$0.45 / 41 |
$0.60 / 54 |
14 / 58 |
36.415078% |
0.093693 |
-0.201399 |
0.008792 |
0.078769 |
0.006353 |
|
539 |
Legs |
10/06(11) |
CALL |
337.50 / 350.00 |
$105 / $1,145 / 0.09 |
85.42% / $8.71 / 0.76% / 18.96% |
86.64% / $338.55 |
$1.05 / $1.60 / $0.55 / 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 |
337.50 |
14.58% |
$1.60 / 9 |
$1.75 / 7 |
1 / 5 |
29.206028% |
0.251967 |
-0.283484 |
0.012245 |
0.205683 |
0.031384 |
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 |
|
838 |
Legs |
09/29(4) |
CALL |
337.50 / 360.00 |
$100 / $2,150 / 0.05 |
92.82% / $87.83 / 4.09% / 437.47% |
93.76% / $338.50 |
$1.00 / $1.15 / $0.15 / 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) |
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 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
360.00 |
0.12% |
0 / 0 |
$0.15 / 40 |
20 / 14 |
40.598453% |
0.021191 |
-0.061028 |
0.002672 |
0.023942 |
0.001445 |
|
807 |
Legs |
09/29(4) |
CALL |
337.50 / 355.00 |
$95 / $1,655 / 0.06 |
92.82% / $77.07 / 4.66% / 576.51% |
93.72% / $338.45 |
$0.95 / $1.15 / $0.20 / 46 |
|
Underlying |
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 |
337.50 |
7.18% |
$1.15 / 46 |
$1.35 / 77 |
1 / 14 |
36.565946% |
0.170807 |
-0.306276 |
0.013339 |
0.119502 |
0.011536 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
355.00 |
0.34% |
$0.05 / 75 |
$0.20 / 68 |
12 / 185 |
35.698054% |
0.036250 |
-0.095524 |
0.004180 |
0.037443 |
0.002468 |
|
|
682 |
|
12/15(81) |
CALL |
330.00 / 390.00 |
$410 / $5,590 / 0.07 |
70.98% / $212.85 / 3.81% / 16.68% |
75.61% / $334.10 |
$4.10 / $5.60 / $1.50 / 17 |
18 / 17.80% / 32 |
3 |
Legs |
Vertical |
Bearish |
$310.22 (-0.80%) / 94K |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
29.02% |
$5.60 / 18 |
$8.50 / 40 |
0 / 4 |
20.706082% |
0.383425 |
-0.101308 |
0.009789 |
0.575197 |
0.256040 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
0.69% |
0 / 0 |
$1.50 / 17 |
0 / 28 |
29.342029% |
0.051154 |
-0.025988 |
0.002693 |
0.158234 |
0.035330 |
|
701 |
Legs |
12/15(81) |
CALL |
330.00 / 380.00 |
$315 / $4,685 / 0.07 |
70.98% / $84.00 / 1.79% / 7.61% |
74.58% / $333.15 |
$3.15 / $5.60 / $2.45 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
29.02% |
$5.60 / 18 |
$8.50 / 40 |
0 / 4 |
20.706082% |
0.383425 |
-0.101308 |
0.009789 |
0.575197 |
0.256040 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
380.00 |
1.52% |
0 / 0 |
$2.45 / 17 |
0 / 4 |
30.152784% |
0.076959 |
-0.035956 |
0.003702 |
0.217494 |
0.052957 |
|
639 |
Legs |
12/15(81) |
PUT |
300.00 / 240.00 |
$440 / $5,560 / 0.08 |
72.79% / $258.62 / 4.65% / 20.65% |
77.65% / $295.60 |
$4.40 / $5.90 / $1.50 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
300.00 |
27.21% |
$5.90 / 22 |
$8.30 / 35 |
0 / 34 |
23.298086% |
-0.320443 |
-0.068519 |
0.009175 |
0.539086 |
-0.253243 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
0.54% |
0 / 0 |
$1.50 / 21 |
0 / 3 |
38.326221% |
-0.012138 |
-0.006743 |
0.000809 |
0.047527 |
-0.009222 |
|
844 |
Legs |
12/15(81) |
PUT |
290.00 / 240.00 |
$220 / $4,780 / 0.05 |
82.99% / $131.00 / 2.74% / 11.81% |
84.82% / $287.80 |
$2.20 / $3.70 / $1.50 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
290.00 |
17.01% |
$3.70 / 21 |
$5.30 / 15 |
0 / 2 |
23.861315% |
-0.230306 |
-0.060047 |
0.007791 |
0.457814 |
-0.180395 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
0.54% |
0 / 0 |
$1.50 / 21 |
0 / 3 |
38.326221% |
-0.012138 |
-0.006743 |
0.000809 |
0 | |