705 |
CLOV |
06/09(11) |
CALL |
1.00 / 1.50 |
$2 / $48 / 0.04 |
65.55% / $1.18 / 2.45% / 74.05% |
70.08% / $1.02 |
$0.02 / $0.03 / $0.01 / 36 |
4 / 2.16% / 28 |
3 |
Legs |
Vertical |
Bearish |
$0.965 (-1.48%) / 5.41M |
|
Earnings: 08/14 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
CLOV |
Short (Sell) |
06/09/2023 (W) |
CALL |
1.00 |
34.45% |
$0.03 / 36 |
$0.06 / 1 |
42 / 279 |
84.694073% |
0.456767 |
-0.002892 |
1.841870 |
0.000763 |
0.000151 |
NASDAQ / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
1.50 |
0.14% |
0 / 0 |
$0.01 / 85 |
39 / 530 |
148.128201% |
0.028994 |
-0.000478 |
0.307178 |
0.000127 |
0.000010 |
|
720 |
Legs |
06/16(18) |
CALL |
1.00 / 1.50 |
$2 / $48 / 0.04 |
63.86% / $0.65 / 1.35% / 23.54% |
67.68% / $1.02 |
$0.02 / $0.04 / $0.02 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
1.00 |
36.14% |
$0.04 / 51 |
$0.08 / 20 |
41 / 2,447 |
85.905968% |
0.482943 |
-0.002409 |
1.528467 |
0.000929 |
0.000226 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
1.50 |
0.65% |
$0.01 / 38 |
$0.02 / 1 |
129 / 1,511 |
134.426684% |
0.064444 |
-0.000753 |
0.482995 |
0.000293 |
0.000033 |
|
992 |
Legs |
08/18(81) |
CALL |
1.00 / 2.50 |
$9 / $141 / 0.06 |
61.73% / $4.62 / 3.28% / 14.24% |
70.07% / $1.09 |
$0.09 / $0.14 / $0.05 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
1.00 |
38.27% |
$0.14 / 20 |
$0.18 / 20 |
187 / 10,019 |
96.774864% |
0.576496 |
-0.001226 |
0.763962 |
0.001794 |
0.000839 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
2.50 |
0.32% |
0 / 0 |
$0.05 / 20 |
0 / 708 |
153.354053% |
0.066329 |
-0.000395 |
0.251280 |
0.000590 |
0.000118 |
|
972 |
Legs |
08/18(81) |
CALL |
1.00 / 2.00 |
$10 / $90 / 0.11 |
61.73% / $3.17 / 3.52% / 15.38% |
70.90% / $1.10 |
$0.10 / $0.14 / $0.04 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
1.00 |
38.27% |
$0.14 / 20 |
$0.18 / 20 |
187 / 10,019 |
96.774864% |
0.576496 |
-0.001226 |
0.763962 |
0.001794 |
0.000839 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
2.00 |
1.65% |
$0.01 / 20 |
$0.04 / 204 |
170 / 1,865 |
107.841130% |
0.137742 |
-0.000676 |
0.429453 |
0.001008 |
0.000237 |
|
|
|
372 |
CGC |
06/09 (11) - 06/16 |
CALL |
1.00 / 1.50 |
$3 / $47 / 0.06 |
76.23% / $1.43 / 3.05% / 98.93% |
80.32% / $1.03 |
$0.03 / $0.05 / $0.02 / 9 |
60 / 7.62% / 70 |
5 |
Legs |
Diagonal |
Bearish |
$0.878 (-0.58%) / 16.34M |
|
|
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
CGC |
Short (Sell) |
06/09/2023 (W) |
CALL |
1.00 |
23.77% |
$0.05 / 9 |
$0.06 / 20 |
108 / 360 |
138.347827% |
0.395470 |
-0.003504 |
1.425818 |
0.000685 |
0.000116 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
1.50 |
1.42% |
$0.01 / 574 |
$0.02 / 22 |
302 / 7,322 |
153.214221% |
0.106654 |
-0.001377 |
0.562124 |
0.000396 |
0.000048 |
|
389 |
Legs |
06/09(11) |
CALL |
1.00 / 1.50 |
$3 / $47 / 0.06 |
76.23% / $1.87 / 3.98% / 144.71% |
80.32% / $1.03 |
$0.03 / $0.05 / $0.02 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
1.00 |
23.77% |
$0.05 / 9 |
$0.06 / 20 |
108 / 360 |
138.347827% |
0.395470 |
-0.003504 |
1.425818 |
0.000685 |
0.000116 |
NASDAQ / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
1.50 |
0.44% |
$0.01 / 9 |
$0.02 / 19 |
520 / 1,895 |
185.796202% |
0.056839 |
-0.001034 |
0.422618 |
0.000203 |
0.000018 |
|
322 |
Legs |
06/16(18) |
CALL |
1.00 / 1.50 |
$4 / $46 / 0.09 |
73.39% / $1.65 / 3.58% / 73.95% |
78.12% / $1.04 |
$0.04 / $0.06 / $0.02 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
1.00 |
26.61% |
$0.06 / 12 |
$0.08 / 1 |
227 / 2,208 |
132.030459% |
0.437534 |
-0.002967 |
1.204454 |
0.000849 |
0.000179 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
1.50 |
1.42% |
$0.01 / 574 |
$0.02 / 22 |
302 / 7,322 |
153.214221% |
0.106654 |
-0.001377 |
0.562124 |
0.000396 |
0.000048 |
|
462 |
Legs |
06/16(18) |
CALL |
1.00 / 2.00 |
$4 / $96 / 0.04 |
73.39% / $2.84 / 2.96% / 58.34% |
78.12% / $1.04 |
$0.04 / $0.06 / $0.02 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
1.00 |
26.61% |
$0.06 / 12 |
$0.08 / 1 |
227 / 2,208 |
132.030459% |
0.437534 |
-0.002967 |
1.204454 |
0.000849 |
0.000179 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
2.00 |
0.05% |
0 / 0 |
$0.02 / 32 |
0 / 2,286 |
221.326222% |
0.021901 |
-0.000391 |
0.159822 |
0.000113 |
0.000010 |
|
336 |
Legs |
06/30(32) |
CALL |
1.00 / 2.00 |
$5 / $95 / 0.05 |
70.75% / $2.72 / 2.86% / 31.46% |
75.58% / $1.05 |
$0.05 / $0.07 / $0.02 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
CALL |
1.00 |
29.25% |
$0.07 / 1 |
$0.10 / 1 |
58 / 50 |
116.585610% |
0.489434 |
-0.002356 |
0.952940 |
0.001099 |
0.000302 |
NASDAQ / Stock |
Long (Buy) |
06/30/2023 (W) |
CALL |
2.00 |
0.43% |
0 / 0 |
$0.02 / 32 |
0 / 410 |
172.727411% |
0.069498 |
-0.000782 |
0.319060 |
0.000368 |
0.000049 |
|
391 |
Legs |
06/23(25) |
CALL |
1.00 / 2.00 |
$5 / $95 / 0.05 |
71.77% / $3.23 / 3.40% / 49.37% |
77.03% / $1.05 |
$0.05 / $0.07 / $0.02 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
CALL |
1.00 |
28.23% |
$0.07 / 2 |
$0.09 / 1 |
406 / 389 |
125.054589% |
0.466836 |
-0.002613 |
1.058440 |
0.000983 |
0.000241 |
NASDAQ / Stock |
Long (Buy) |
06/23/2023 (W) |
CALL |
2.00 |
0.18% |
0 / 0 |
$0.02 / 32 |
0 / 988 |
192.609794% |
0.044361 |
-0.000611 |
0.249463 |
0.000232 |
0.000026 |
|
|
911 |
TUP |
07/21(53) |
CALL |
1.00 / 4.00 |
$15 / $285 / 0.05 |
69.16% / $3.80 / 1.33% / 8.47% |
75.13% / $1.15 |
$0.15 / $0.25 / $0.10 / 2 |
60 / 70.94% / 44 |
|
Legs |
Vertical |
Bearish |
$0.911 (-0.99%) / 992K |
|
Earnings: 05/31 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
TUP |
Short (Sell) |
07/21/2023 (M) |
CALL |
1.00 |
30.84% |
$0.25 / 2 |
$0.30 / 179 |
6 / 752 |
215.154099% |
0.686334 |
-0.003217 |
0.346398 |
0.001278 |
0.000406 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
4.00 |
1.17% |
0 / 0 |
$0.10 / 1,502 |
12 / 561 |
297.056594% |
0.226748 |
-0.002720 |
0.294267 |
0.001086 |
0.000190 |
|
341 |
FUBO |
08/18(81) |
PUT |
1.50 / 0.50 |
$23 / $77 / 0.30 |
65.91% / $2.57 / 3.33% / 14.50% |
74.47% / $1.27 |
$0.23 / $0.26 / $0.03 / 1 |
0 / 0.00% / 57 |
5 |
Legs |
Vertical |
Bullish |
$1.62 (+1.89%) / 7.65M |
|
Earnings: 08/03 |
|
Neutral / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
FUBO |
Short (Sell) |
08/18/2023 (M) |
PUT |
1.50 |
34.09% |
$0.26 / 273 |
$0.34 / 111 |
1 / 1,501 |
123.519135% |
-0.316581 |
-0.002324 |
0.306216 |
0.002774 |
-0.002059 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
0.50 |
9.42% |
$0.01 / 79 |
$0.03 / 1 |
0 / 1,045 |
164.528336% |
-0.022565 |
-0.000361 |
0.046123 |
0.000418 |
-0.000115 |
|
240 |
Legs |
08/18(81) |
PUT |
1.50 / 1.00 |
$15 / $35 / 0.43 |
65.91% / $0.80 / 2.28% / 9.74% |
71.74% / $1.35 |
$0.15 / $0.26 / $0.11 / 96 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
1.50 |
34.09% |
$0.26 / 273 |
$0.34 / 111 |
1 / 1,501 |
123.519135% |
-0.316581 |
-0.002324 |
0.306216 |
0.002774 |
-0.002059 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
18.04% |
$0.07 / 504 |
$0.11 / 96 |
139 / 1,318 |
126.862417% |
-0.149045 |
-0.001541 |
0.199702 |
0.001809 |
-0.000862 |
|
20 |
Legs |
07/21(53) |
PUT |
1.50 / 1.00 |
$14 / $36 / 0.39 |
65.20% / $0.51 / 1.41% / 8.95% |
71.89% / $1.36 |
$0.14 / $0.19 / $0.05 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
1.50 |
34.80% |
$0.19 / 16 |
$0.23 / 1 |
2 / 105 |
110.831677% |
-0.332827 |
-0.002930 |
0.381695 |
0.002319 |
-0.001308 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
15.70% |
$0.02 / 807 |
$0.05 / 4 |
100 / 24 |
109.391683% |
-0.131368 |
-0.001743 |
0.223820 |
0.001360 |
-0.000462 |
|
313 |
Legs |
06/16(18) |
PUT |
1.50 / 0.50 |
$8 / $92 / 0.09 |
65.86% / $2.73 / 2.97% / 58.59% |
72.13% / $1.42 |
$0.08 / $0.09 / $0.01 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
1.50 |
34.14% |
$0.09 / 503 |
$0.10 / 100 |
234 / 3,785 |
96.889895% |
-0.347413 |
-0.004874 |
0.624553 |
0.001465 |
-0.000441 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
0.50 |
1.38% |
0 / 0 |
$0.01 / 5 |
0 / 44 |
277.225459% |
-0.000347 |
-0.000017 |
0.002140 |
0.000005 |
0.000000 |
|
289 |
Legs |
06/23(25) |
PUT |
1.50 / 0.50 |
$7 / $93 / 0.08 |
65.32% / $0.02 / 0.02% / 0.21% |
70.18% / $1.43 |
$0.07 / $0.10 / $0.03 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
1.50 |
34.68% |
$0.10 / 21 |
$0.14 / 30 |
8 / 307 |
99.871615% |
-0.346597 |
-0.004226 |
0.543506 |
0.001680 |
-0.000606 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
0.50 |
2.54% |
0 / 0 |
$0.03 / 150 |
0 / 1 |
309.431835% |
-0.001318 |
-0.000050 |
0.006384 |
0.000020 |
-0.000002 |
|
398 |
Legs |
06/09(11) |
PUT |
1.50 / 0.50 |
$6 / $94 / 0.06 |
67.11% / $3.21 / 3.41% / 115.77% |
72.79% / $1.44 |
$0.06 / $0.07 / $0.01 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
1.50 |
32.89% |
$0.07 / 1,118 |
$0.08 / 101 |
61 / 883 |
99.820702% |
-0.343964 |
-0.005905 |
0.753568 |
0.001205 |
-0.000283 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
PUT |
0.50 |
0.43% |
0 / 0 |
$0.01 / 10 |
0 / 1 |
335.471345% |
-0.000027 |
-0.000002 |
0.000238 |
0.000000 |
0.000000 |
|
|
369 |
SNDL |
07/21(53) |
PUT |
1.50 / 0.50 |
$14 / $86 / 0.16 |
61.14% / $2.06 / 2.40% / 15.66% |
70.51% / $1.36 |
$0.14 / $0.15 / $0.01 / 33 |
13 / 4.22% / 23 |
1 |
Legs |
Vertical |
Bullish |
$1.57 (+0.32%) / 2.53M |
|
Earnings: 08/11 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SNDL |
Short (Sell) |
07/21/2023 (M) |
PUT |
1.50 |
38.86% |
$0.15 / 310 |
$0.19 / 51 |
58 / 459 |
84.526861% |
-0.374716 |
-0.002310 |
0.522167 |
0.002322 |
-0.001301 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
0.50 |
3.87% |
0 / 0 |
$0.01 / 33 |
0 / 463 |
168.960248% |
-0.003851 |
-0.000072 |
0.015773 |
0.000070 |
-0.000011 |
|
747 |
Legs |
06/02(4) |
PUT |
1.50 / 1.00 |
$2 / $48 / 0.04 |
63.09% / $0.83 / 1.74% / 106.00% |
66.95% / $1.48 |
$0.02 / $0.03 / $0.01 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
PUT |
1.50 |
36.91% |
$0.03 / 1 |
$0.04 / 25 |
84 / 245 |
65.547837% |
-0.389629 |
-0.006435 |
1.410243 |
0.000880 |
-0.000151 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
PUT |
1.00 |
0.44% |
0 / 0 |
$0.01 / 62 |
0 / 76 |
196.330191% |
-0.004786 |
-0.000235 |
0.051131 |
0.000032 |
-0.000002 |
|
|
432 |
HUT |
06/16(18) |
PUT |
1.50 / 0.50 |
$5 / $95 / 0.05 |
83.03% / $1.83 / 1.92% / 34.98% |
84.87% / $1.45 |
$0.05 / $0.06 / $0.01 / 5 |
6 / 2.19% / 18 |
5 |
Legs |
Vertical |
Bullish |
$1.97 (+7.07%) / 6.13M |
|
Earnings: 08/10 |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
HUT |
Short (Sell) |
06/16/2023 (M) |
PUT |
1.50 |
16.97% |
$0.06 / 102 |
$0.07 / 2 |
226 / 3,696 |
137.790898% |
-0.178796 |
-0.004478 |
0.342267 |
0.001270 |
-0.000267 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
0.50 |
1.29% |
0 / 0 |
$0.01 / 5 |
0 / 5,087 |
310.983378% |
-0.000082 |
-0.000006 |
0.000430 |
0.000002 |
0.000000 |
|
977 |
Legs |
06/09(11) |
CALL |
2.00 / 3.50 |
$6 / $144 / 0.04 |
55.85% / $2.32 / 1.61% / 44.32% |
61.09% / $2.06 |
$0.06 / $0.11 / $0.05 / 1,105 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
2.00 |
44.15% |
$0.11 / 1,105 |
$0.14 / 1 |
117 / 793 |
81.038887% |
0.553100 |
-0.008415 |
0.627250 |
0.001587 |
0.000350 |
NASDAQ / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
3.50 |
0.35% |
0 / 0 |
$0.05 / 1,774 |
0 / 103 |
212.980026% |
0.052162 |
-0.002253 |
0.169215 |
0.000428 |
0.000037 |
|
978 |
Legs |
06/02(4) |
CALL |
2.00 / 3.00 |
$6 / $94 / 0.06 |
55.43% / $2.67 / 2.84% / 224.16% |
62.69% / $2.06 |
$0.06 / $0.08 / $0.02 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
2.00 |
44.57% |
$0.08 / 20 |
$0.09 / 745 |
865 / 3,250 |
77.604142% |
0.530816 |
-0.011554 |
0.863998 |
0.001166 |
0.000192 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
3.00 |
0.34% |
0 / 0 |
$0.02 / 227 |
0 / 241 |
186.553266% |
0.047800 |
-0.002873 |
0.216119 |
0.000292 |
0.000019 |
|
934 |
Legs |
06/16(18) |
CALL |
2.00 / 3.50 |
$12 / $138 / 0.09 |
56.39% / $3.37 / 2.44% / 46.25% |
64.76% / $2.12 |
$0.12 / $0.15 / $0.03 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.00 |
43.61% |
$0.15 / 16 |
$0.18 / 10 |
1,089 / 9,441 |
87.077049% |
0.569003 |
-0.006922 |
0.514734 |
0.001910 |
0.000500 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
3.50 |
1.21% |
$0.02 / 5 |
$0.03 / 7 |
90 / 5,560 |
148.586802% |
0.100700 |
-0.003082 |
0.231057 |
0.000857 |
0.000101 |
|
951 |
Legs |
06/16(18) |
CALL |
2.00 / 4.00 |
$12 / $188 / 0.06 |
56.39% / $5.63 / 2.99% / 59.11% |
64.76% / $2.12 |
$0.12 / $0.15 / $0.03 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.00 |
43.61% |
$0.15 / 16 |
$0.18 / 10 |
1,089 / 9,441 |
87.077049% |
0.569003 |
-0.006922 |
0.514734 |
0.001910 |
0.000500 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
4.00 |
0.30% |
$0.01 / 83 |
$0.03 / 1 |
1 / 8,718 |
165.893137% |
0.052199 |
-0.001863 |
0.139804 |
0.000519 |
0.000053 |
|
961 |
Legs |
06/16(18) |
CALL |
2.00 / 5.00 |
$14 / $286 / 0.05 |
56.39% / $7.80 / 2.73% / 52.75% |
66.05% / $2.14 |
$0.14 / $0.15 / $0.01 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.00 |
43.61% |
$0.15 / 16 |
$0.18 / 10 |
1,089 / 9,441 |
87.077049% |
0.569003 |
-0.006922 |
0.514734 |
0.001910 |
0.000500 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
5.00 |
0.02% |
0 / 0 |
$0.01 / 5 |
11 / 9,270 |
182.183050% |
0.013810 |
-0.000615 |
0.046199 |
0.000171 |
0.000014 |
|
|
585 |
MVST |
06/16(18) |
CALL |
1.50 / 2.50 |
$5 / $95 / 0.05 |
68.71% / $1.22 / 1.29% / 22.33% |
72.63% / $1.55 |
$0.05 / $0.10 / $0.05 / 10 |
37 / 28.24% / 65 |
|
Legs |
Vertical |
Bearish |
$1.37 (-3.52%) / 2.47M |
|
Earnings: 08/10 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
MVST |
Short (Sell) |
06/16/2023 (M) |
CALL |
1.50 |
31.29% |
$0.10 / 886 |
$0.15 / 1 |
97 / 4,509 |
134.568556% |
0.487467 |
-0.005151 |
0.709998 |
0.001326 |
0.000296 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
2.50 |
1.18% |
0 / 0 |
$0.05 / 10 |
10 / 1,774 |
205.382264% |
0.103136 |
-0.002306 |
0.319595 |
0.000597 |
0.000070 |
|
875 |
AGEN |
06/16(18) |
CALL |
1.50 / 2.50 |
$5 / $95 / 0.05 |
60.37% / $0.51 / 0.54% / 8.88% |
65.12% / $1.55 |
$0.05 / $0.10 / $0.05 / 20 |
38 / 13.23% / 29 |
|
Legs |
Vertical |
Bearish |
$1.45 (+2.84%) / 3.2M |
|
Earnings: 08/08 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
AGEN |
Short (Sell) |
06/16/2023 (M) |
CALL |
1.50 |
39.63% |
$0.10 / 20 |
$0.20 / 39 |
34 / 2,260 |
121.301973% |
0.538426 |
-0.004985 |
0.729506 |
0.001409 |
0.000351 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
2.50 |
1.33% |
0 / 0 |
$0.05 / 20 |
0 / 21 |
187.787923% |
0.103908 |
-0.002248 |
0.331534 |
0.000640 |
0.000076 |
|
632 |
AMC |
08/18(81) |
PUT |
2.00 / 1.00 |
$14 / $86 / 0.16 |
91.89% / $7.96 / 9.26% / 44.18% |
92.62% / $1.86 |
$0.14 / $0.19 / $0.05 / 26 |
4 / 1.12% / 89 |
5 |
Legs |
Vertical |
Bullish |
$4.67 (-0.64%) / 11.83M |
|
Earnings: 08/03 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
AMC |
Short (Sell) |
08/18/2023 (M) |
PUT |
2.00 |
8.11% |
$0.19 / 658 |
$0.22 / 62 |
2,778 / 43,597 |
177.300156% |
-0.033351 |
-0.001082 |
0.029312 |
0.001663 |
-0.000456 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
4.14% |
$0.02 / 7 |
$0.05 / 26 |
2 / 1,288 |
190.738467% |
-0.000958 |
-0.000048 |
0.001277 |
0.000072 |
-0.000012 |
|
534 |
Legs |
07/21(53) |
PUT |
2.00 / 1.00 |
$5 / $95 / 0.05 |
94.75% / $1.84 / 1.93% / 12.49% |
94.98% / $1.95 |
$0.05 / $0.07 / $0.02 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
2.00 |
5.25% |
$0.07 / 3 |
$0.08 / 32 |
2,577 / 58,140 |
158.894660% |
-0.016937 |
-0.000753 |
0.020256 |
0.000771 |
-0.000146 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
2.10% |
$0.01 / 4 |
$0.02 / 30 |
0 / 26,498 |
199.057586% |
-0.000120 |
-0.000009 |
0.000227 |
0.000009 |
-0.000001 |
|
66 |
Legs |
08/18(81) |
PUT |
3.00 / 1.00 |
$52 / $148 / 0.35 |
84.41% / $32.96 / 22.27% / 129.48% |
88.87% / $2.48 |
$0.52 / $0.57 / $0.05 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
3.00 |
15.59% |
$0.57 / 174 |
$0.60 / 88 |
1,754 / 78,237 |
178.585412% |
-0.137612 |
-0.003170 |
0.086826 |
0.004926 |
-0.002024 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
4.14% |
$0.02 / 7 |
$0.05 / 26 |
2 / 1,288 |
190.738467% |
-0.000958 |
-0.000048 |
0.001277 |
0.000072 |
-0.000012 |
|
140 |
Legs |
08/18(81) |
PUT |
3.00 / 2.00 |
$35 / $65 / 0.54 |
84.41% / $21.71 / 33.41% / 228.95% |
87.56% / $2.65 |
$0.35 / $0.57 / $0.22 / 62 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
3.00 |
15.59% |
$0.57 / 174 |
$0.60 / 88 |
1,754 / 78,237 |
178.585412% |
-0.137612 |
-0.003170 |
0.086826 |
0.004926 |
-0.002024 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
8.11% |
$0.19 / 658 |
$0.22 / 62 |
2,778 / 43,597 |
177.300156% |
-0.033351 |
-0.001082 |
0.029312 |
0.001663 |
-0.000456 |
|
83 |
Legs |
07/21(53) |
PUT |
3.00 / 1.00 |
$29 / $171 / 0.17 |
87.45% / $18.76 / 10.97% / 89.62% |
90.19% / $2.71 |
$0.29 / $0.31 / $0.02 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
3.00 |
12.55% |
$0.31 / 2,619 |
$0.34 / 609 |
6,893 / 155,005 |
159.831548% |
-0.112224 |
-0.003389 |
0.091939 |
0.003498 |
-0.001030 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
2.10% |
$0.01 / 4 |
$0.02 / 30 |
0 / 26,498 |
199.057586% |
-0.000120 |
-0.000009 |
0.000227 |
0.000009 |
-0.000001 |
|
13 |
Legs |
07/21(53) |
PUT |
3.00 / 2.00 |
$23 / $77 / 0.30 |
87.45% / $13.92 / 18.07% / 177.62% |
89.67% / $2.77 |
$0.23 / $0.31 / $0.08 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
3.00 |
12.55% |
$0.31 / 2,619 |
$0.34 / 609 |
6,893 / 155,005 |
159.831548% |
-0.112224 |
-0.003389 |
0.091939 |
0.003498 |
-0.001030 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.00 |
5.25% |
$0.07 / 3 |
$0.08 / 32 |
2,577 / 58,140 |
158.894660% |
-0.016937 |
-0.000753 |
0.020256 |
0.000771 |
-0.000146 |
|
|
667 |
FCEL |
06/16(18) |
PUT |
2.00 / 1.00 |
$11 / $89 / 0.12 |
57.99% / $1.21 / 1.36% / 23.78% |
66.40% / $1.89 |
$0.11 / $0.13 / $0.02 / 31 |
70 / 43.80% / 82 |
3 |
Legs |
Vertical |
Bullish |
$2.03 (-0.98%) / 8.88M |
|
Earnings: 06/08 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
FCEL |
Short (Sell) |
06/16/2023 (M) |
PUT |
2.00 |
42.01% |
$0.13 / 31 |
$0.16 / 26 |
356 / 4,317 |
83.679406% |
-0.409850 |
-0.005913 |
0.567820 |
0.001942 |
-0.000653 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
1.00 |
2.94% |
0 / 0 |
$0.02 / 750 |
0 / 63 |
195.008806% |
-0.011056 |
-0.000449 |
0.042493 |
0.000145 |
-0.000015 |
|
782 |
Legs |
06/02(4) |
PUT |
2.00 / 1.50 |
$7 / $43 / 0.16 |
57.91% / $0.81 / 1.89% / 119.61% |
67.05% / $1.93 |
$0.07 / $0.08 / $0.01 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
PUT |
2.00 |
42.09% |
$0.08 / 903 |
$0.09 / 1 |
166 / 600 |
86.179132% |
-0.423922 |
-0.009980 |
0.948777 |
0.001180 |
-0.000221 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
PUT |
1.50 |
3.83% |
0 / 0 |
$0.01 / 1 |
2 / 559 |
136.637358% |
-0.053695 |
-0.002801 |
0.264405 |
0.000329 |
-0.000026 |
|
439 |
Legs |
06/16(18) |
CALL |
2.50 / 3.50 |
$4 / $96 / 0.04 |
83.81% / $1.93 / 2.01% / 36.89% |
85.42% / $2.54 |
$0.04 / $0.07 / $0.03 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.50 |
16.19% |
$0.07 / 23 |
$0.09 / 14 |
274 / 3,621 |
110.428604% |
0.331636 |
-0.005714 |
0.530062 |
0.001813 |
0.000331 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
3.50 |
0.76% |
$0.01 / 26 |
$0.03 / 4 |
2 / 181 |
136.333016% |
0.075555 |
-0.002231 |
0.207946 |
0.000711 |
0.000080 |
|
449 |
Legs |
07/21(53) |
CALL |
2.50 / 4.50 |
$8 / $192 / 0.04 |
76.23% / $1.73 / 0.90% / 5.67% |
78.73% / $2.58 |
$0.08 / $0.13 / $0.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
2.50 |
23.77% |
$0.13 / 2 |
$0.15 / 24 |
318 / 2,255 |
88.825245% |
0.461686 |
-0.003919 |
0.360377 |
0.003193 |
0.001015 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
4.50 |
1.17% |
$0.02 / 297 |
$0.05 / 904 |
2 / 1,201 |
125.284486% |
0.118660 |
-0.001942 |
0.180107 |
0.001596 |
0.000296 |
|
|
190 |
|
06/16(18) |
PUT |
2.00 / 1.00 |
$9 / $91 / 0.10 |
75.01% / $1.50 / 1.65% / 29.42% |
78.77% / $1.91 |
$0.09 / $0.11 / $0.02 / 13 |
7 / 8.41% / 45 |
5 |
Legs |
Vertical |
Bullish |
$2.35 (+1.29%) / 13.35M |
|
Earnings: 08/03 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
2.00 |
24.99% |
$0.11 / 13 |
$0.12 / 2 |
104 / 1,354 |
120.978482% |
-0.265312 |
-0.006570 |
0.366001 |
0.001895 |
-0.000484 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
1.00 |
3.11% |
0 / 0 |
$0.02 / 252 |
0 / 589 |
222.185972% |
-0.007143 |
-0.000401 |
0.022154 |
0.000115 |
-0.000012 |
|
489 |
Legs |
06/09(11) |
PUT |
2.00 / 1.00 |
$4 / $96 / 0.04 |
77.79% / $0.64 / 0.67% / 16.54% |
79.75% / $1.96 |
$0.04 / $0.06 / $0.02 / 252 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
2.00 |
22.21% |
$0.06 / 410 |
$0.18 / 1,606 |
38 / 539 |
149.417617% |
-0.247191 |
-0.007696 |
0.427195 |
0.001508 |
-0.000292 |
NASDAQ / Stock |
Long (Buy) |
06/09/2023 (W) |
PUT |
1.00 |
1.34% |
0 / 0 |
$0.02 / 252 |
0 / 115 |
268.803984% |
-0.001920 |
-0.000150 |
0.008262 |
0.000029 |
-0.000002 |
|
689 |
Legs |
06/02(4) |
PUT |
2.00 / 1.50 |
$2 / $48 / 0.04 |
83.80% / $0.01 / 0.02% / 0.97% |
84.93% / $1.98 |
$0.02 / $0.03 / $0.01 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
PUT |
2.00 |
16.20% |
$0.03 / 43 |
$0.04 / 836 |
141 / 702 |
117.823952% |
-0.202818 |
-0.009460 |
0.522829 |
0.000984 |
-0.000120 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
PUT |
1.50 |
1.90% |
0 / 0 |
$0.01 / 200 |
3 / 453 |
183.142661% |
-0.018478 |
-0.001522 |
0.083832 |
0.000158 |
-0.000010 |
|
673 |
Legs |
06/02(4) |
CALL |
2.50 / 3.50 |
$6 / $94 / 0.06 |
67.56% / $3.21 / 3.41% / 309.14% |
72.84% / $2.56 |
$0.06 / $0.09 / $0.03 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
2.50 |
32.44% |
$0.09 / 2 |
$0.10 / 486 |
1,174 / 2,746 |
108.934453% |
0.443704 |
-0.013440 |
0.731436 |
0.001377 |
0.000195 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
3.50 |
0.44% |
$0.01 / 100 |
$0.03 / 1,506 |
0 / 725 |
174.134605% |
0.053806 |
-0.003704 |
0.202463 |
0.000381 |
0.000025 |
|
703 |
Legs |
06/02(4) |
CALL |
2.50 / 4.00 |
$7 / $143 / 0.05 |
67.56% / $4.65 / 3.26% / 283.96% |
73.66% / $2.57 |
$0.07 / $0.09 / $0.02 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
2.50 |
32.44% |
$0.09 / 2 |
$0.10 / 486 |
1,174 / 2,746 |
108.934453% |
0.443704 |
-0.013440 |
0.731436 |
0.001377 |
0.000195 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
4.00 |
0.03% |
0 / 0 |
$0.02 / 161 |
6 / 788 |
216.210243% |
0.014212 |
-0.001224 |
0.066950 |
0.000126 |
0.000007 |
|
773 |
Legs |
06/23(25) |
CALL |
2.50 / 4.50 |
$8 / $192 / 0.04 |
63.17% / $0.66 / 0.35% / 4.22% |
67.01% / $2.58 |
$0.08 / $0.23 / $0.15 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
CALL |
2.50 |
36.83% |
$0.23 / 16 |
$0.27 / 206 |
21 / 425 |
115.352134% |
0.535739 |
-0.007156 |
0.386481 |
0.002638 |
0.000721 |
NASDAQ / Stock |
Long (Buy) |
06/23/2023 (W) |
CALL |
4.50 |
1.16% |
0 / 0 |
$0.15 / 1,243 |
0 / 60 |
219.292565% |
0.104431 |
-0.003236 |
0.176171 |
0.001202 |
0.000161 |
|
|
532 |
|
06/02(4) |
CALL |
2.00 / 2.50 |
$2 / $48 / 0.04 |
75.39% / $1.02 / 2.13% / 142.38% |
77.96% / $2.02 |
$0.02 / $0.03 / $0.01 / 15 |
45 / 17.50% / 26 |
5 |
Legs |
Vertical |
Bearish |
$1.89 (-19.92%) / 51.35M |
|
Earnings: 07/27 |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
2.00 |
24.61% |
$0.03 / 801 |
$0.04 / 679 |
4,506 / 125 |
78.029732% |
0.367425 |
-0.007692 |
1.164549 |
0.001035 |
0.000133 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
2.50 |
0.51% |
0 / 0 |
$0.01 / 15 |
1,148 / 3,036 |
127.542515% |
0.052798 |
-0.002189 |
0.332945 |
0.000296 |
0.000020 |
|
426 |
Legs |
06/09(11) |
CALL |
2.00 / 2.50 |
$4 / $46 / 0.09 |
70.12% / $0.21 / 0.45% / 10.91% |
74.16% / $2.04 |
$0.04 / $0.06 / $0.02 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
2.00 |
29.88% |
$0.06 / 399 |
$0.07 / 12 |
2,060 / 60 |
78.949770% |
0.425452 |
-0.005871 |
0.884898 |
0.001474 |
0.000275 |
NASDAQ / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
2.50 |
2.99% |
$0.01 / 162 |
$0.02 / 7 |
126 / 920 |
101.824366% |
0.130831 |
-0.003164 |
0.479702 |
0.000799 |
0.000089 |
|
483 |
Legs |
06/09(11) |
CALL |
2.00 / 3.00 |
$5 / $95 / 0.05 |
70.12% / $3.23 / 3.41% / 115.35% |
75.11% / $2.05 |
$0.05 / $0.06 / $0.01 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
2.00 |
29.88% |
$0.06 / 399 |
$0.07 / 12 |
2,060 / 60 |
78.949770% |
0.425452 |
-0.005871 |
0.884898 |
0.001474 |
0.000275 |
NASDAQ / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
3.00 |
0.14% |
0 / 0 |
$0.01 / 18 |
181 / 2,421 |
134.039043% |
0.029646 |
-0.001001 |
0.152109 |
0.000253 |
0.000021 |
|
562 |
Legs |
06/16(18) |
CALL |
2.00 / 3.50 |
$6 / $144 / 0.04 |
67.78% / $3.90 / 2.71% / 52.30% |
72.87% / $2.06 |
$0.06 / $0.09 / $0.03 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.00 |
32.22% |
$0.09 / 146 |
$0.10 / 22 |
2,961 / 6,696 |
82.181888% |
0.457720 |
-0.004923 |
0.739522 |
0.001807 |
0.000416 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
3.50 |
0.06% |
$0.02 / 1 |
$0.03 / 28 |
95 / 9,047 |
163.687755% |
0.020607 |
-0.000610 |
0.092578 |
0.000226 |
0.000021 |
|
478 |
Legs |
06/16(18) |
CALL |
2.00 / 3.00 |
$7 / $93 / 0.08 |
67.78% / $3.51 / 3.78% / 79.28% |
73.67% / $2.07 |
$0.07 / $0.09 / $0.02 / 74 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.00 |
32.22% |
$0.09 / 146 |
$0.10 / 22 |
2,961 / 6,696 |
82.181888% |
0.457720 |
-0.004923 |
0.739522 |
0.001807 |
0.000416 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
3.00 |
0.65% |
$0.01 / 29 |
$0.02 / 74 |
1,247 / 19,218 |
119.645237% |
0.065738 |
-0.001573 |
0.238448 |
0.000583 |
0.000065 |
|
412 |
Legs |
06/30(32) |
CALL |
2.00 / 3.00 |
$8 / $92 / 0.09 |
65.65% / $0.94 / 1.02% / 10.34% |
71.06% / $2.08 |
$0.08 / $0.12 / $0.04 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
CALL |
2.00 |
34.35% |
$0.12 / 30 |
$0.13 / 11 |
464 / 50 |
76.869692% |
0.497465 |
-0.003890 |
0.581367 |
0.002324 |
0.000694 |
NASDAQ / Stock |
Long (Buy) |
06/30/2023 (W) |
CALL |
3.00 |
2.41% |
$0.02 / 4 |
$0.04 / 2 |
129 / 635 |
109.070758% |
0.135134 |
-0.002097 |
0.316623 |
0.001266 |
0.000208 |
|
|
896 |
|
06/02(4) |
CALL |
2.00 / 2.50 |
$4 / $46 / 0.09 |
58.97% / $1.08 / 2.34% / 164.52% |
65.62% / $2.04 |
$0.04 / $0.06 / $0.02 / 42 |
42 / 47.50% / 47 |
5 |
Legs |
Vertical |
Bearish |
$1.99 (+5.85%) / 21.31M |
|
Earnings: 08/02 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
2.00 |
41.03% |
$0.06 / 111 |
$0.07 / 117 |
814 / 1,961 |
68.654185% |
0.487152 |
-0.008233 |
1.222576 |
0.001157 |
0.000184 |
NYSE / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
2.50 |
1.38% |
0 / 0 |
$0.02 / 42 |
25 / 1,808 |
127.093650% |
0.084842 |
-0.003187 |
0.476452 |
0.000451 |
0.000034 |
|
859 |
Legs |
06/23(25) |
CALL |
2.00 / 3.50 |
$8 / $142 / 0.06 |
57.35% / $3.65 / 2.57% / 35.63% |
64.17% / $2.08 |
$0.08 / $0.13 / $0.05 / 303 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
CALL |
2.00 |
42.65% |
$0.13 / 481 |
$0.18 / 25 |
18 / 210 |
75.682005% |
0.542234 |
-0.004351 |
0.638858 |
0.002192 |
0.000660 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
CALL |
3.50 |
0.32% |
0 / 0 |
$0.05 / 303 |
0 / 6 |
155.061448% |
0.048426 |
-0.001087 |
0.161901 |
0.000555 |
0.000067 |
|
891 |
Legs |
06/09(11) |
CALL |
2.00 / 3.00 |
$8 / $92 / 0.09 |
57.74% / $4.09 / 4.45% / 171.05% |
67.18% / $2.08 |
$0.08 / $0.11 / $0.03 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
2.00 |
42.26% |
$0.11 / 21 |
$0.12 / 4 |
257 / 520 |
81.131786% |
0.513352 |
-0.006041 |
0.892806 |
0.001584 |
0.000347 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
3.00 |
0.28% |
0 / 0 |
$0.03 / 207 |
0 / 800 |
152.963139% |
0.040403 |
-0.001302 |
0.194535 |
0.000345 |
0.000030 |
|
704 |
Legs |
06/09(11) |
CALL |
2.00 / 2.50 |
$9 / $41 / 0.22 |
57.74% / $0.95 / 2.32% / 69.29% |
68.27% / $2.09 |
$0.09 / $0.11 / $0.02 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
2.00 |
42.26% |
$0.11 / 21 |
$0.12 / 4 |
257 / 520 |
81.131786% |
0.513352 |
-0.006041 |
0.892806 |
0.001584 |
0.000347 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
2.50 |
5.32% |
$0.01 / 146 |
$0.02 / 9 |
250 / 26,040 |
85.845124% |
0.172110 |
-0.003834 |
0.571123 |
0.001013 |
0.000123 |
|
847 |
Legs |
06/16(18) |
CALL |
2.00 / 3.00 |
$9 / $91 / 0.10 |
57.41% / $3.20 / 3.51% / 72.20% |
66.15% / $2.09 |
$0.09 / $0.12 / $0.03 / 159 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.00 |
42.59% |
$0.12 / 1,027 |
$0.16 / 100 |
194 / 5,278 |
79.538881% |
0.529776 |
-0.004995 |
0.735568 |
0.001914 |
0.000505 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
3.00 |
1.06% |
$0.01 / 178 |
$0.03 / 159 |
432 / 4,558 |
114.372550% |
0.081557 |
-0.001872 |
0.278906 |
0.000726 |
0.000085 |
|
790 |
Legs |
06/23(25) |
CALL |
2.00 / 3.00 |
$10 / $90 / 0.11 |
57.35% / $1.86 / 2.07% / 27.86% |
65.78% / $2.10 |
$0.10 / $0.13 / $0.03 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
CALL |
2.00 |
42.65% |
$0.13 / 481 |
$0.18 / 25 |
18 / 210 |
75.682005% |
0.542234 |
-0.004351 |
0.638858 |
0.002192 |
0.000660 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
CALL |
3.00 |
2.15% |
0 / 0 |
$0.03 / 1 |
50 / 201 |
109.649683% |
0.120247 |
-0.002170 |
0.322616 |
0.001107 |
0.000162 |
|
|
307 |
|
06/16(18) |
CALL |
2.00 / 2.50 |
$5 / $45 / 0.11 |
68.99% / $0.08 / 0.17% / 2.75% |
73.69% / $2.05 |
$0.05 / $0.10 / $0.05 / 5 |
0 / 0.00% / 34 |
5 |
Legs |
Vertical |
Bearish |
$1.98 (-23.26%) / 12.14M |
|
|
|
Neutral / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.00 |
31.01% |
$0.10 / 5 |
$0.15 / 3 |
351 / 13 |
99.082460% |
0.439040 |
-0.004359 |
0.826503 |
0.001796 |
0.000410 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
2.50 |
4.04% |
0 / 0 |
$0.05 / 168 |
146 / 208 |
118.253055% |
0.153601 |
-0.002599 |
0.496526 |
0.001079 |
0.000151 |
|
455 |
Legs |
06/16(18) |
CALL |
2.00 / 3.00 |
$5 / $95 / 0.05 |
68.99% / $2.90 / 3.06% / 60.69% |
73.69% / $2.05 |
$0.05 / $0.10 / $0.05 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.00 |
31.01% |
$0.10 / 5 |
$0.15 / 3 |
351 / 13 |
99.082460% |
0.439040 |
-0.004359 |
0.826503 |
0.001796 |
0.000410 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
3.00 |
0.28% |
0 / 0 |
$0.05 / 633 |
76 / 1,602 |
160.378902% |
0.041808 |
-0.000977 |
0.187239 |
0.000407 |
0.000042 |
|
567 |
Legs |
07/21(53) |
CALL |
2.00 / 3.00 |
$10 / $90 / 0.11 |
64.79% / $0.08 / 0.09% / 0.56% |
70.82% / $2.10 |
$0.10 / $0.20 / $0.10 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
2.00 |
35.21% |
$0.20 / 7 |
$0.25 / 754 |
55 / 67 |
94.704092% |
0.516884 |
-0.002773 |
0.519086 |
0.002922 |
0.001101 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
3.00 |
3.75% |
$0.05 / 46 |
$0.10 / 6 |
15 / 836 |
112.091260% |
0.174330 |
-0.001765 |
0.334890 |
0.001885 |
0.000411 |
|
657 |
Legs |
07/21(53) |
CALL |
2.00 / 3.50 |
$10 / $140 / 0.07 |
64.79% / $3.57 / 2.55% / 16.73% |
70.82% / $2.10 |
$0.10 / $0.20 / $0.10 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
2.00 |
35.21% |
$0.20 / 7 |
$0.25 / 754 |
55 / 67 |
94.704092% |
0.516884 |
-0.002773 |
0.519086 |
0.002922 |
0.001101 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
3.50 |
1.03% |
0 / 0 |
$0.10 / 4 |
0 / 407 |
145.787333% |
0.095167 |
-0.001158 |
0.220402 |
0.001241 |
0.000230 |
|
699 |
Legs |
07/21(53) |
CALL |
2.00 / 4.00 |
$10 / $190 / 0.05 |
64.79% / $5.41 / 2.85% / 18.84% |
70.82% / $2.10 |
$0.10 / $0.20 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
2.00 |
35.21% |
$0.20 / 7 |
$0.25 / 754 |
55 / 67 |
94.704092% |
0.516884 |
-0.002773 |
0.519086 |
0.002922 |
0.001101 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
4.00 |
0.28% |
0 / 0 |
$0.10 / 1 |
0 / 463 |
163.701947% |
0.051321 |
-0.000719 |
0.137135 |
0.000772 |
0.000126 |
|
678 |
Legs |
07/21(53) |
CALL |
2.00 / 4.50 |
$15 / $235 / 0.06 |
64.79% / $9.36 / 3.98% / 27.15% |
73.55% / $2.15 |
$0.15 / $0.20 / $0.05 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
2.00 |
35.21% |
$0.20 / 7 |
$0.25 / 754 |
55 / 67 |
94.704092% |
0.516884 |
-0.002773 |
0.519086 |
0.002922 |
0.001101 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
4.50 |
0.07% |
0 / 0 |
$0.05 / 99 |
0 / 181 |
149.633923% |
0.027637 |
-0.000434 |
0.082770 |
0.000466 |
0.000069 |
|
|
796 |
|
07/21(53) |
CALL |
2.00 / 5.00 |
$15 / $285 / 0.05 |
65.73% / $6.38 / 2.24% / 14.59% |
71.60% / $2.15 |
$0.15 / $0.20 / $0.05 / 1 |
40 / 27.69% / 79 |
|
Legs |
Vertical |
Bearish |
$1.85 (+5.11%) / 3.07M |
|
Earnings: 06/22 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
2.00 |
34.27% |
$0.20 / 1,825 |
$0.30 / 55 |
1 / 240 |
106.785637% |
0.571532 |
-0.004006 |
0.344324 |
0.002839 |
0.001020 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
5.00 |
0.60% |
0 / 0 |
$0.05 / 1 |
0 / 640 |
163.282072% |
0.098408 |
-0.001752 |
0.152157 |
0.001254 |
0.000216 |
|
919 |
|
06/16(18) |
CALL |
2.00 / 4.00 |
$15 / $185 / 0.08 |
60.59% / $0.99 / 0.53% / 8.77% |
67.37% / $2.15 |
$0.15 / $0.20 / $0.05 / 1 |
61 / 43.19% / 82 |
|
Legs |
Vertical |
Bearish |
$1.95 (-2.99%) / 2.22M |
|
|
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.00 |
39.41% |
$0.20 / 242 |
$0.25 / 1 |
44 / 1,832 |
129.442426% |
0.594362 |
-0.009906 |
0.348123 |
0.001847 |
0.000443 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
4.00 |
2.23% |
0 / 0 |
$0.05 / 1 |
0 / 200 |
207.688275% |
0.166382 |
-0.006348 |
0.224081 |
0.001189 |
0.000148 |
|
802 |
|
07/21(53) |
CALL |
2.00 / 5.00 |
$35 / $265 / 0.13 |
65.71% / $2.26 / 0.85% / 5.36% |
73.85% / $2.35 |
$0.35 / $0.45 / $0.10 / 1 |
27 / 6.86% / 99 |
2 |
Legs |
Vertical |
Bearish |
$1.93 (+2.12%) / 3.37M |
|
Earnings: 08/01 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
2.00 |
34.29% |
$0.45 / 1 |
$0.55 / 2,739 |
36 / 241 |
179.384624% |
0.673961 |
-0.006012 |
0.191858 |
0.002713 |
0.000919 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
5.00 |
4.15% |
0 / 0 |
$0.10 / 10 |
359 / 13,580 |
187.124986% |
0.316186 |
-0.005907 |
0.189420 |
0.002679 |
0.000555 |
|
969 |
Legs |
08/18(81) |
CALL |
2.50 / 7.50 |
$35 / $465 / 0.08 |
76.76% / $8.37 / 1.80% / 7.65% |
81.23% / $2.85 |
$0.35 / $0.40 / $0.05 / 98 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
2.50 |
23.24% |
$0.40 / 203 |
$0.50 / 2,945 |
225 / 48,145 |
171.003329% |
0.649928 |
-0.005062 |
0.161489 |
0.003405 |
0.001189 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
7.50 |
2.10% |
0 / 0 |
$0.05 / 98 |
392 / 4,120 |
164.480268% |
0.299005 |
-0.004723 |
0.151350 |
0.003192 |
0.000721 |
|
947 |
Legs |
08/18(81) |
CALL |
3.00 / 7.50 |
$20 / $430 / 0.05 |
82.83% / $0.17 / 0.04% / 0.16% |
84.70% / $3.20 |
$0.20 / $0.25 / $0.05 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
3.00 |
17.17% |
$0.25 / 40 |
$0.35 / 1,087 |
0 / 123 |
156.933366% |
0.592395 |
-0.005299 |
0.169235 |
0.003569 |
0.001147 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
7.50 |
2.10% |
0 / 0 |
$0.05 / 98 |
392 / 4,120 |
164.480268% |
0.299005 |
-0.004723 |
0.151350 |
0.003192 |
0.000721 |
|
|
845 |
|
08/18(81) |
PUT |
2.50 / 1.00 |
$15 / $135 / 0.11 |
60.83% / $2.16 / 1.60% / 6.78% |
68.42% / $2.35 |
$0.15 / $0.20 / $0.05 / 551 |
16 / 10.93% / 46 |
2 |
Legs |
Vertical |
Bullish |
$2.56 (-3.03%) / 3.1M |
|
Earnings: 06/13 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
2.50 |
39.17% |
$0.20 / 712 |
$0.25 / 5 |
10 / 661 |
56.671887% |
-0.385147 |
-0.002064 |
0.385490 |
0.004741 |
-0.003096 |
NYSEAM / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
2.62% |
0 / 0 |
$0.05 / 551 |
0 / 5 |
151.830502% |
-0.003832 |
-0.000065 |
0.011495 |
0.000141 |
-0.000026 |
|
701 |
Legs |
08/18(81) |
CALL |
3.00 / 4.50 |
$10 / $140 / 0.07 |
74.77% / $3.36 / 2.40% / 10.30% |
78.49% / $3.10 |
$0.10 / $0.15 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
3.00 |
25.23% |
$0.15 / 1 |
$0.20 / 1 |
24 / 1,380 |
63.004770% |
0.428382 |
-0.002395 |
0.395779 |
0.004868 |
0.001974 |
NYSEAM / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
4.50 |
1.51% |
0 / 0 |
$0.05 / 246 |
0 / 916 |
81.766043% |
0.109114 |
-0.001120 |
0.188510 |
0.002319 |
0.000549 |
|
737 |
Legs |
08/18(81) |
CALL |
3.00 / 5.00 |
$10 / $190 / 0.05 |
74.77% / $5.47 / 2.88% / 12.44% |
78.49% / $3.10 |
$0.10 / $0.15 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
3.00 |
25.23% |
$0.15 / 1 |
$0.20 / 1 |
24 / 1,380 |
63.004770% |
0.428382 |
-0.002395 |
0.395779 |
0.004868 |
0.001974 |
NYSEAM / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
5.00 |
0.53% |
0 / 0 |
$0.05 / 378 |
1 / 662 |
92.401202% |
0.066253 |
-0.000769 |
0.129761 |
0.001596 |
0.000338 |
|
|
174 |
|
06/16(18) |
PUT |
2.50 / 1.00 |
$10 / $140 / 0.07 |
69.27% / $1.80 / 1.29% / 22.31% |
73.59% / $2.40 |
$0.10 / $0.15 / $0.05 / 1 |
4 / 1.02% / 14 |
|
Legs |
Vertical |
Bullish |
$2.74 (+10.04%) / 5.42M |
|
Earnings: 06/28 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
2.50 |
30.73% |
$0.15 / 1 |
$0.20 / 11 |
40 / 126 |
113.617098% |
-0.319012 |
-0.008106 |
0.351444 |
0.002429 |
-0.000689 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
1.00 |
1.88% |
0 / 0 |
$0.05 / 328 |
0 / 2 |
309.736093% |
-0.001499 |
-0.000112 |
0.004797 |
0.000033 |
-0.000003 |
|
529 |
|
08/18(81) |
PUT |
3.00 / 2.00 |
$42 / $58 / 0.72 |
64.83% / $10.88 / 18.75% / 103.41% |
73.19% / $2.58 |
$0.42 / $0.53 / $0.11 / 212 |
36 / 17.32% / 10 |
5 |
Legs |
Vertical |
Bullish |
$3.17 (-6.76%) / 7.35M |
|
|
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
3.00 |
35.17% |
$0.53 / 212 |
$0.60 / 488 |
64 / 95 |
114.639713% |
-0.325973 |
-0.004546 |
0.160194 |
0.005530 |
-0.004156 |
BATS / ETF |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
18.22% |
$0.04 / 137 |
$0.11 / 781 |
50 / 270 |
90.485566% |
-0.152859 |
-0.003031 |
0.104959 |
0.003623 |
-0.001731 |
|
70 |
Legs |
07/21(53) |
PUT |
3.00 / 2.00 |
$37 / $63 / 0.59 |
63.92% / $7.48 / 11.88% / 99.32% |
73.05% / $2.63 |
$0.37 / $0.41 / $0.04 / 84 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
3.00 |
36.08% |
$0.41 / 432 |
$0.43 / 171 |
113 / 744 |
107.485983% |
-0.343656 |
-0.005733 |
0.199718 |
0.004623 |
-0.002652 |
BATS / ETF |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.00 |
15.87% |
$0.03 / 5 |
$0.04 / 84 |
310 / 610 |
88.311780% |
-0.135132 |
-0.003436 |
0.117943 |
0.002730 |
-0.000932 |
|
28 |
Legs |
07/21 (53) - 08/18 |
PUT |
3.00 / 2.00 |
$30 / $70 / 0.43 |
63.92% / $2.35 / 3.35% / 22.48% |
71.49% / $2.70 |
$0.30 / $0.41 / $0.11 / 432 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
3.00 |
36.08% |
$0.41 / 432 |
$0.43 / 171 |
113 / 744 |
107.485983% |
-0.343656 |
-0.005733 |
0.199718 |
0.004623 |
-0.002652 |
BATS / ETF |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
18.22% |
$0.04 / 137 |
$0.11 / 781 |
50 / 270 |
90.485566% |
-0.152859 |
-0.003031 |
0.104959 |
0.003623 |
-0.001731 |
|
87 |
Legs |
06/30(32) |
PUT |
3.00 / 1.00 |
$28 / $172 / 0.16 |
63.54% / $5.75 / 3.35% / 37.57% |
72.43% / $2.72 |
$0.28 / $0.29 / $0.01 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
3.00 |
36.46% |
$0.29 / 2 |
$0.30 / 3 |
626 / 2,454 |
100.560988% |
-0.356992 |
-0.007384 |
0.254809 |
0.003725 |
-0.001583 |
BATS / ETF |
Long (Buy) |
06/30/2023 (W) |
PUT |
1.00 |
3.58% |
0 / 0 |
$0.01 / 856 |
1 / 2 |
190.157324% |
-0.002953 |
-0.000182 |
0.006162 |
0.000090 |
-0.000011 |
|
12 |
Legs |
06/30 (32) - 07/21 |
PUT |
3.00 / 2.00 |
$25 / $75 / 0.33 |
63.54% / $0.05 / 0.07% / 0.71% |
71.56% / $2.75 |
$0.25 / $0.29 / $0.04 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
3.00 |
36.46% |
$0.29 / 2 |
$0.30 / 3 |
626 / 2,454 |
100.560988% |
-0.356992 |
-0.007384 |
0.254809 |
0.003725 |
-0.001583 |
BATS / ETF |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.00 |
15.87% |
$0.03 / 5 |
$0.04 / 84 |
310 / 610 |
88.311780% |
-0.135132 |
-0.003436 |
0.117943 |
0.002730 |
-0.000932 |
|
16 |
Legs |
06/30(32) |
PUT |
3.00 / 2.00 |
$25 / $75 / 0.33 |
63.54% / $0.53 / 0.71% / 7.09% |
71.56% / $2.75 |
$0.25 / $0.29 / $0.04 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
3.00 |
36.46% |
$0.29 / 2 |
$0.30 / 3 |
626 / 2,454 |
100.560988% |
-0.356992 |
-0.007384 |
0.254809 |
0.003725 |
-0.001583 |
BATS / ETF |
Long (Buy) |
06/30/2023 (W) |
PUT |
2.00 |
12.34% |
0 / 0 |
$0.04 / 981 |
0 / 392 |
114.463213% |
-0.106150 |
-0.003673 |
0.125191 |
0.001830 |
-0.000424 |
|
|
624 |
|
06/16(18) |
CALL |
2.50 / 5.00 |
$10 / $240 / 0.04 |
68.99% / $5.51 / 2.30% / 42.97% |
73.37% / $2.60 |
$0.10 / $0.15 / $0.05 / 2 |
15 / 0.71% / 8 |
|
Legs |
Vertical |
Bearish |
$2.26 (+1.80%) / 581K |
|
Earnings: 08/01 |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.50 |
31.01% |
$0.15 / 2 |
$0.35 / 2 |
0 / 552 |
156.353987% |
0.492968 |
-0.009068 |
0.403239 |
0.002198 |
0.000486 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
5.00 |
0.29% |
0 / 0 |
$0.05 / 297 |
0 / 111 |
215.791784% |
0.055833 |
-0.002544 |
0.113800 |
0.000620 |
0.000063 |
|
763 |
|
06/16(18) |
CALL |
2.50 / 4.00 |
$10 / $140 / 0.07 |
63.71% / $0.02 / 0.02% / 0.24% |
68.70% / $2.60 |
$0.10 / $0.15 / $0.05 / 52 |
6 / 2.54% / 96 |
2 |
Legs |
Vertical |
Bearish |
$2.36 (-1.67%) / 7.38M |
|
Earnings: 08/08 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.50 |
36.29% |
$0.15 / 52 |
$0.25 / 977 |
1,619 / 4,423 |
113.182953% |
0.525096 |
-0.008904 |
0.409853 |
0.002296 |
0.000545 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
4.00 |
2.34% |
0 / 0 |
$0.05 / 260 |
12 / 1,583 |
161.424813% |
0.141494 |
-0.004984 |
0.230774 |
0.001293 |
0.000165 |
|
798 |
Legs |
06/16(18) |
CALL |
2.50 / 4.50 |
$10 / $190 / 0.05 |
63.71% / $3.24 / 1.71% / 30.53% |
68.70% / $2.60 |
$0.10 / $0.15 / $0.05 / 52 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.50 |
36.29% |
$0.15 / 52 |
$0.25 / 977 |
1,619 / 4,423 |
113.182953% |
0.525096 |
-0.008904 |
0.409853 |
0.002296 |
0.000545 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
4.50 |
0.82% |
0 / 0 |
$0.05 / 437 |
0 / 106 |
185.157021% |
0.087159 |
-0.003522 |
0.163216 |
0.000914 |
0.000103 |
|
817 |
Legs |
06/16(18) |
CALL |
2.50 / 5.00 |
$10 / $240 / 0.04 |
63.71% / $4.99 / 2.08% / 38.32% |
68.70% / $2.60 |
$0.10 / $0.15 / $0.05 / 52 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
2.50 |
36.29% |
$0.15 / 52 |
$0.25 / 977 |
1,619 / 4,423 |
113.182953% |
0.525096 |
-0.008904 |
0.409853 |
0.002296 |
0.000545 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
5.00 |
0.28% |
0 / 0 |
$0.05 / 458 |
0 / 1,959 |
205.483138% |
0.053346 |
-0.002411 |
0.111776 |
0.000626 |
0.000064 |
|
|
27 |
|
07/21(53) |
PUT |
3.00 / 1.00 |
$35 / $165 / 0.21 |
68.71% / $4.78 / 2.90% / 19.19% |
75.85% / $2.65 |
$0.35 / $0.39 / $0.04 / 26 |
51 / 55.14% / 44 |
5 |
Legs |
Vertical |
Bullish |
$3.38 (-16.54%) / 29.14M |
|
Earnings: 08/03 |
|
Neutral / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
3.00 |
31.29% |
$0.39 / 208 |
$0.41 / 69 |
307 / 33,775 |
117.893956% |
-0.303456 |
-0.005957 |
0.174094 |
0.004682 |
-0.002470 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
6.51% |
$0.01 / 100 |
$0.04 / 26 |
1 / 1,718 |
186.022143% |
-0.008901 |
-0.000419 |
0.011991 |
0.000322 |
-0.000059 |
|
3 |
Legs |
07/21(53) |
PUT |
3.00 / 2.00 |
$27 / $73 / 0.37 |
68.71% / $2.60 / 3.56% / 23.98% |
74.36% / $2.73 |
$0.27 / $0.39 / $0.12 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
3.00 |
31.29% |
$0.39 / 208 |
$0.41 / 69 |
307 / 33,775 |
117.893956% |
-0.303456 |
-0.005957 |
0.174094 |
0.004682 |
-0.002470 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.00 |
14.58% |
$0.06 / 212 |
$0.12 / 3 |
13 / 2,577 |
125.740807% |
-0.115226 |
-0.003355 |
0.096826 |
0.002604 |
-0.000843 |
|
139 |
Legs |
06/16(18) |
PUT |
3.00 / 1.00 |
$16 / $184 / 0.09 |
71.40% / $6.69 / 3.64% / 75.50% |
76.65% / $2.84 |
$0.16 / $0.18 / $0.02 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
3.00 |
28.60% |
$0.18 / 5 |
$0.20 / 37 |
237 / 3,175 |
114.455988% |
-0.300272 |
-0.009696 |
0.278902 |
0.002895 |
-0.000790 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
1.00 |
1.29% |
0 / 0 |
$0.02 / 250 |
1 / 1,001 |
285.518090% |
-0.000224 |
-0.000024 |
0.000676 |
0.000007 |
-0.000001 |
|
600 |
Legs |
06/02(4) |
PUT |
3.00 / 2.00 |
$4 / $96 / 0.04 |
78.95% / $1.46 / 1.52% / 88.42% |
80.91% / $2.96 |
$0.04 / $0.05 / $0.01 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
PUT |
3.00 |
21.05% |
$0.05 / 49 |
$0.06 / 19 |
1,652 / 721 |
101.898629% |
-0.252600 |
-0.014896 |
0.424856 |
0.001604 |
-0.000216 |
NYSE / Stock |
Long (Buy) |
06/02/2023 (W) |
PUT |
2.00 |
0.91% |
0 / 0 |
$0.01 / 5 |
2 / 54 |
196.062364% |
-0.006316 |
-0.000833 |
0.023659 |
0.000089 |
-0.000005 |
|
830 |
Legs |
06/02(4) |
CALL |
3.50 / 4.50 |
$10 / $90 / 0.11 |
61.06% / $1.56 / 1.73% / 105.70% |
68.01% / $3.60 |
$0.10 / $0.15 / $0.05 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
3.50 |
38.94% |
$0.15 / 100 |
$0.17 / 19 |
2,109 / 345 |
101.623669% |
0.488625 |
-0.018919 |
0.530247 |
0.002001 |
0.000307 |
NYSE / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
4.50 |
2.56% |
$0.03 / 136 |
$0.05 / 20 |
1,444 / 3,400 |
147.584412% |
0.122752 |
-0.009601 |
0.270263 |
0.001020 |
0.000082 |
|
844 |
Legs |
06/02(4) |
CALL |
3.50 / 5.00 |
$13 / $137 / 0.10 |
61.06% / $6.79 / 4.96% / 663.55% |
69.96% / $3.63 |
$0.13 / $0.15 / $0.02 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
3.50 |
38.94% |
$0.15 / 100 |
$0.17 / 19 |
2,109 / 345 |
101.623669% |
0.488625 |
-0.018919 |
0.530247 |
0.002001 |
0.000307 |
NYSE / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
5.00 |
0.40% |
$0.01 / 160 |
$0.02 / 1 |
1,065 / 4,013 |
149.702250% |
0.050892 |
-0.004936 |
0.139083 |
0.000525 |
0.000035 |
|
|
760 |
|
07/21(53) |
CALL |
2.50 / 5.00 |
$15 / $235 / 0.06 |
64.76% / $3.21 / 1.37% / 8.69% |
70.26% / $2.65 |
$0.15 / $0.20 / $0.05 / 1 |
8 / 5.05% / 40 |
|
Legs |
Vertical |
Bearish |
$2.30 (-0.86%) / 119K |
|
|
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
2.50 |
35.24% |
$0.20 / 109 |
$0.35 / 77 |
5 / 641 |
94.875689% |
0.555883 |
-0.004469 |
0.313754 |
0.003606 |
0.001329 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
5.00 |
1.40% |
0 / 0 |
$0.05 / 1 |
0 / 33 |
129.604662% |
0.128981 |
-0.002353 |
0.167110 |
0.001921 |
0.000363 |
|
640 |
|
07/21(53) |
CALL |
2.50 / 7.50 |
$20 / $480 / 0.04 |
71.38% / $12.97 / 2.70% / 17.81% |
76.89% / $2.70 |
$0.20 / $0.25 / $0.05 / 1 |
0 / 0.00% / 0 |
|
Legs |
Vertical |
Bearish |
$2.1111 (-8.21%) / 646K |
|
|
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
2.50 |
28.62% |
$0.25 / 1 |
$0.45 / 229 |
71 / 902 |
142.772514% |
0.533828 |
-0.004877 |
0.289497 |
0.003346 |
0.001116 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
7.50 |
0.13% |
0 / 0 |
$0.05 / 1 |
0 / 27 |
186.171712% |
0.052690 |
-0.001306 |
0.078309 |
0.000905 |
0.000137 |
|
84 |
|
07/21(53) |
PUT |
3.00 / 1.00 |
$15 / $185 / 0.08 |
69.64% / $4.59 / 2.48% / 16.24% |
74.67% / $2.85 |
$0.15 / $0.20 / $0.05 / 518 |
0 / 0.00% / 9 |
|
Legs |
Vertical |
Bullish |
$3.31 (+7.82%) / 1M |
|
Earnings: 07/27 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
3.00 |
30.36% |
$0.20 / 978 |
$0.30 / 765 |
0 / 3,315 |
81.088900% |
-0.314702 |
-0.003801 |
0.278463 |
0.004673 |
-0.002141 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
1.61% |
0 / 0 |
$0.05 / 518 |
0 / 1,943 |
214.613308% |
-0.000402 |
-0.000016 |
0.001138 |
0.000019 |
-0.000002 |
|
574 |
|
07/21(53) |
PUT |
3.00 / 1.50 |
$15 / $135 / 0.11 |
58.59% / $3.49 / 2.59% / 17.00% |
66.94% / $2.85 |
$0.15 / $0.20 / $0.05 / 810 |
4 / 3.90% / 99 |
1 |
Legs |
Vertical |
Bullish |
$3.06 (+2.00%) / 12.48M |
|
Earnings: 08/24 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
3.00 |
41.41% |
$0.20 / 1,071 |
$0.25 / 162 |
16 / 4,940 |
54.495064% |
-0.408975 |
-0.002980 |
0.416707 |
0.004683 |
-0.002466 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.50 |
1.95% |
0 / 0 |
$0.05 / 810 |
0 / 11 |
137.942008% |
-0.006250 |
-0.000142 |
0.018908 |
0.000212 |
-0.000033 |
|
751 |
Legs |
06/16(18) |
PUT |
3.00 / 2.00 |
$5 / $95 / 0.05 |
58.33% / $1.04 / 1.10% / 18.76% |
63.00% / $2.95 |
$0.05 / $0.10 / $0.05 / 681 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
3.00 |
41.67% |
$0.10 / 1,842 |
$0.15 / 14 |
1,021 / 2,374 |
50.992421% |
-0.422130 |
-0.004966 |
0.675589 |
0.002930 |
-0.000897 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.00 |
0.98% |
0 / 0 |
$0.05 / 681 |
0 / 1 |
145.224714% |
-0.009864 |
-0.000343 |
0.045466 |
0.000197 |
-0.000019 |
|
|
756 |
|
06/16(18) |
PUT |
3.00 / 1.00 |
$10 / $190 / 0.05 |
58.06% / $3.36 / 1.77% / 31.83% |
63.66% / $2.90 |
$0.10 / $0.15 / $0.05 / 271 |
67 / 34.12% / 20 |
|
Legs |
Vertical |
Bullish |
$3.07 (0.00%) / 885K |
|
Earnings: 07/26 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
3.00 |
41.94% |
$0.15 / 1,495 |
$0.25 / 490 |
0 / 735 |
79.478477% |
-0.411661 |
-0.008253 |
0.407121 |
0.002919 |
-0.000966 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
1.00 |
0.64% |
0 / 0 |
$0.05 / 271 |
0 / 30 |
329.156251% |
-0.000094 |
-0.000008 |
0.000391 |
0.000003 |
0.000000 |
|
153 |
|
06/09(11) |
PUT |
3.00 / 2.50 |
$8 / $42 / 0.19 |
77.43% / $0.46 / 1.09% / 28.22% |
80.27% / $2.92 |
$0.08 / $0.14 / $0.06 / 50 |
68 / 63.14% / 18 |
2 |
Legs |
Vertical |
Bullish |
$3.50 (+1.16%) / 2M |
|
Earnings: 06/08 |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
3.00 |
22.57% |
$0.14 / 50 |
$0.15 / 130 |
152 / 178 |
128.444640% |
-0.253663 |
-0.010806 |
0.312478 |
0.002262 |
-0.000438 |
NASDAQ / Stock |
Long (Buy) |
06/09/2023 (W) |
PUT |
2.50 |
9.05% |
$0.04 / 777 |
$0.06 / 824 |
150 / 147 |
141.025957% |
-0.099742 |
-0.005933 |
0.170929 |
0.001238 |
-0.000165 |
|
200 |
Legs |
06/09(11) |
CALL |
4.00 / 5.00 |
$11 / $89 / 0.12 |
77.98% / $3.54 / 3.97% / 144.24% |
81.74% / $4.11 |
$0.11 / $0.17 / $0.06 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
4.00 |
22.02% |
$0.17 / 1 |
$0.19 / 288 |
1 / 193 |
126.517598% |
0.376264 |
-0.013102 |
0.370411 |
0.002682 |
0.000445 |
NASDAQ / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
5.00 |
3.06% |
$0.04 / 1 |
$0.06 / 1,133 |
1 / 51 |
134.714059% |
0.141379 |
-0.007707 |
0.218640 |
0.001583 |
0.000176 |
|
288 |
Legs |
06/23(25) |
CALL |
4.00 / 6.00 |
$13 / $187 / 0.07 |
73.03% / $2.06 / 1.10% / 14.07% |
76.61% / $4.13 |
$0.13 / $0.21 / $0.08 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
CALL |
4.00 |
26.97% |
$0.21 / 13 |
$0.29 / 350 |
0 / 81 |
109.335387% |
0.450736 |
-0.009874 |
0.277837 |
0.003889 |
0.000941 |
NASDAQ / Stock |
Long (Buy) |
06/23/2023 (W) |
CALL |
6.00 |
2.07% |
0 / 0 |
$0.08 / 510 |
0 / 30 |
144.838200% |
0.132326 |
-0.005309 |
0.150290 |
0.002104 |
0.000303 |
|
|
165 |
|
06/16(18) |
PUT |
3.00 / 2.00 |
$7 / $93 / 0.08 |
68.96% / $1.94 / 2.08% / 38.38% |
73.42% / $2.93 |
$0.07 / $0.12 / $0.05 / 1 |
31 / 29.82% / 46 |
5 |
Legs |
Vertical |
Bullish |
$3.22 (-9.04%) / 11.4M |
|
Earnings: 08/01 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
3.00 |
31.04% |
$0.12 / 74 |
$0.14 / 2 |
132 / 3,045 |
72.908950% |
-0.337447 |
-0.005800 |
0.509149 |
0.002875 |
-0.000762 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.00 |
1.58% |
0 / 0 |
$0.05 / 1 |
0 / 168 |
156.490420% |
-0.012859 |
-0.000535 |
0.046213 |
0.000261 |
-0.000027 |
|
301 |
Legs |
06/16(18) |
CALL |
3.50 / 4.50 |
$5 / $95 / 0.05 |
73.46% / $1.37 / 1.44% / 25.25% |
76.36% / $3.55 |
$0.05 / $0.09 / $0.04 / 153 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
3.50 |
26.54% |
$0.09 / 153 |
$0.14 / 126 |
27 / 670 |
70.175279% |
0.393937 |
-0.006410 |
0.536200 |
0.003027 |
0.000654 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
4.50 |
1.24% |
0 / 0 |
$0.04 / 223 |
0 / 103 |
102.508453% |
0.082027 |
-0.002500 |
0.211132 |
0.001192 |
0.000144 |
|
451 |
Legs |
07/21(53) |
CALL |
3.50 / 5.00 |
$13 / $137 / 0.10 |
67.24% / $0.59 / 0.43% / 2.66% |
72.29% / $3.63 |
$0.13 / $0.22 / $0.09 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.50 |
32.76% |
$0.22 / 12 |
$0.25 / 40 |
35 / 691 |
67.197224% |
0.482292 |
-0.004187 |
0.345059 |
0.005048 |
0.001860 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
5.00 |
3.13% |
0 / 0 |
$0.09 / 441 |
0 / 2,454 |
95.164961% |
0.150540 |
-0.002419 |
0.202350 |
0.002960 |
0.000633 |
|
474 |
Legs |
07/21(53) |
CALL |
3.50 / 5.50 |
$15 / $185 / 0.08 |
67.24% / $5.45 / 2.95% / 19.54% |
73.01% / $3.65 |
$0.15 / $0.22 / $0.07 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.50 |
32.76% |
$0.22 / 12 |
$0.25 / 40 |
35 / 691 |
67.197224% |
0.482292 |
-0.004187 |
0.345059 |
0.005048 |
0.001860 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
5.50 |
1.25% |
0 / 0 |
$0.07 / 301 |
0 / 32 |
101.049200% |
0.097042 |
-0.001773 |
0.148640 |
0.002174 |
0.000414 |
|
493 |
Legs |
07/21(53) |
CALL |
3.50 / 6.00 |
$17 / $233 / 0.07 |
67.24% / $9.12 / 3.92% / 26.63% |
73.72% / $3.67 |
$0.17 / $0.22 / $0.05 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.50 |
32.76% |
$0.22 / 12 |
$0.25 / 40 |
35 / 691 |
67.197224% |
0.482292 |
-0.004187 |
0.345059 |
0.005048 |
0.001860 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
6.00 |
0.48% |
0 / 0 |
$0.05 / 129 |
0 / 2,821 |
103.491034% |
0.061776 |
-0.001256 |
0.105514 |
0.001544 |
0.000267 |
|
526 |
Legs |
07/21(53) |
CALL |
3.50 / 7.00 |
$20 / $330 / 0.06 |
67.24% / $12.98 / 3.93% / 26.76% |
74.77% / $3.70 |
$0.20 / $0.22 / $0.02 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.50 |
32.76% |
$0.22 / 12 |
$0.25 / 40 |
35 / 691 |
67.197224% |
0.482292 |
-0.004187 |
0.345059 |
0.005048 |
0.001860 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
7.00 |
0.07% |
$0.01 / 10 |
$0.02 / 37 |
0 / 18,413 |
97.557273% |
0.024546 |
-0.000592 |
0.049830 |
0.000729 |
0.000108 |
|
|
482 |
|
06/16(18) |
CALL |
3.00 / 3.50 |
$2 / $48 / 0.04 |
86.79% / $0.56 / 1.17% / 20.13% |
87.78% / $3.02 |
$0.02 / $0.05 / $0.03 / 27 |
40 / 12.24% / 19 |
|
Legs |
Vertical |
Bearish |
$2.58 (+1.98%) / 658K |
|
Earnings: 05/30 |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
3.00 |
13.21% |
$0.05 / 40 |
$0.06 / 198 |
240 / 2,664 |
71.256828% |
0.265799 |
-0.003955 |
0.630593 |
0.002082 |
0.000368 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
3.50 |
1.32% |
$0.01 / 19 |
$0.03 / 27 |
1 / 71 |
83.950057% |
0.082028 |
-0.001815 |
0.291230 |
0.000961 |
0.000117 |
|
112 |
|
07/21(53) |
PUT |
3.50 / 1.00 |
$40 / $210 / 0.19 |
81.93% / $0.56 / 0.27% / 1.65% |
82.96% / $3.10 |
$0.40 / $0.50 / $0.10 / 1 |
76 / 43.02% / 72 |
5 |
Legs |
Vertical |
Bullish |
$7.11 (+4.41%) / 19.59M |
|
Earnings: 07/19 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
3.50 |
18.07% |
$0.50 / 160 |
$0.60 / 1,439 |
5,009 / 238 |
235.075120% |
-0.114874 |
-0.015704 |
0.020706 |
0.005440 |
-0.002969 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
12.70% |
$0.05 / 247 |
$0.10 / 1 |
3 / 1,331 |
320.158156% |
-0.015752 |
-0.003221 |
0.004217 |
0.001108 |
-0.000315 |
|
53 |
Legs |
07/21(53) |
PUT |
4.00 / 1.00 |
$55 / $245 / 0.22 |
80.53% / $5.16 / 2.11% / 13.67% |
82.07% / $3.45 |
$0.55 / $0.65 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.00 |
19.47% |
$0.65 / 3 |
$0.70 / 1,041 |
18,839 / 246 |
222.405398% |
-0.135710 |
-0.017619 |
0.023262 |
0.006112 |
-0.003640 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
12.70% |
$0.05 / 247 |
$0.10 / 1 |
3 / 1,331 |
320.158156% |
-0.015752 |
-0.003221 |
0.004217 |
0.001108 |
-0.000315 |
|
57 |
Legs |
07/21(53) |
PUT |
4.00 / 1.50 |
$45 / $205 / 0.22 |
80.53% / $2.34 / 1.14% / 7.21% |
81.80% / $3.55 |
$0.45 / $0.65 / $0.20 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.00 |
19.47% |
$0.65 / 3 |
$0.70 / 1,041 |
18,839 / 246 |
222.405398% |
-0.135710 |
-0.017619 |
0.023262 |
0.006112 |
-0.003640 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.50 |
13.60% |
$0.15 / 6 |
$0.20 / 939 |
22 / 2,708 |
313.560461% |
-0.032644 |
-0.005941 |
0.007790 |
0.002047 |
-0.000698 |
|
23 |
Legs |
07/21(53) |
PUT |
4.00 / 3.00 |
$20 / $80 / 0.25 |
80.53% / $1.43 / 1.79% / 11.54% |
81.11% / $3.80 |
$0.20 / $0.65 / $0.45 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.00 |
19.47% |
$0.65 / 3 |
$0.70 / 1,041 |
18,839 / 246 |
222.405398% |
-0.135710 |
-0.017619 |
0.023262 |
0.006112 |
-0.003640 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
16.79% |
$0.35 / 1,618 |
$0.45 / 365 |
10,255 / 2,142 |
240.689030% |
-0.093776 |
-0.013573 |
0.017873 |
0.004696 |
-0.002329 |
|
47 |
Legs |
07/21(53) |
PUT |
4.50 / 1.50 |
$55 / $245 / 0.22 |
79.00% / $1.41 / 0.57% / 3.59% |
80.68% / $3.95 |
$0.55 / $0.75 / $0.20 / 616 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.50 |
21.00% |
$0.75 / 616 |
$0.80 / 8 |
33 / 376 |
205.510946% |
-0.156122 |
-0.019333 |
0.025559 |
0.006716 |
-0.004335 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.50 |
13.60% |
$0.15 / 6 |
$0.20 / 939 |
22 / 2,708 |
313.560461% |
-0.032644 |
-0.005941 |
0.007790 |
0.002047 |
-0.000698 |
|
44 |
Legs |
06/30(32) |
CALL |
7.50 / 9.50 |
$60 / $140 / 0.43 |
66.82% / $0.03 / 0.02% / 0.20% |
70.55% / $8.10 |
$0.60 / $1.10 / $0.50 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
CALL |
7.50 |
33.18% |
$1.10 / 4 |
$1.25 / 494 |
51 / 128 |
149.727293% |
0.682442 |
-0.036998 |
0.047846 |
0.007940 |
0.002087 |
NASDAQ / Stock |
Long (Buy) |
06/30/2023 (W) |
CALL |
9.50 |
22.41% |
$0.35 / 1,403 |
$0.50 / 33 |
0 / 25 |
124.337440% |
0.598407 |
-0.040132 |
0.051926 |
0.008617 |
0.001981 |
|
|
400 |
|
07/21(53) |
CALL |
3.00 / 5.00 |
$10 / $190 / 0.05 |
75.60% / $1.57 / 0.82% / 5.18% |
78.40% / $3.10 |
$0.10 / $0.15 / $0.05 / 1 |
6 / 0.11% / 53 |
|
Legs |
Vertical |
Bearish |
$2.5996 (+10.62%) / 56K |
|
Earnings: 08/21 |
|
Neutral / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.00 |
24.40% |
$0.15 / 1 |
$0.25 / 1 |
4 / 505 |
94.302740% |
0.457215 |
-0.004478 |
0.315219 |
0.003887 |
0.001253 |
NYSEAM / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
5.00 |
1.64% |
0 / 0 |
$0.05 / 1 |
0 / 568 |
119.140155% |
0.132590 |
-0.002400 |
0.170423 |
0.002102 |
0.000407 |
|
490 |
|
07/21(53) |
CALL |
3.00 / 4.50 |
$10 / $140 / 0.07 |
66.81% / $3.16 / 2.26% / 14.69% |
71.92% / $3.10 |
$0.10 / $0.15 / $0.05 / 1 |
0 / 0.00% / 47 |
1 |
Legs |
Vertical |
Bearish |
$2.78 (+2.21%) / 2.24M |
|
Earnings: 08/09 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.00 |
33.19% |
$0.15 / 2,234 |
$0.20 / 8 |
42 / 723 |
58.237062% |
0.474127 |
-0.003242 |
0.446648 |
0.004358 |
0.001626 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
4.50 |
1.26% |
0 / 0 |
$0.05 / 1 |
0 / 615 |
89.037461% |
0.092587 |
-0.001324 |
0.186060 |
0.001815 |
0.000348 |
|
560 |
Legs |
07/21(53) |
CALL |
3.00 / 5.50 |
$10 / $240 / 0.04 |
66.81% / $6.25 / 2.61% / 17.13% |
71.92% / $3.10 |
$0.10 / $0.15 / $0.05 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.00 |
33.19% |
$0.15 / 2,234 |
$0.20 / 8 |
42 / 723 |
58.237062% |
0.474127 |
-0.003242 |
0.446648 |
0.004358 |
0.001626 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
5.50 |
0.09% |
0 / 0 |
$0.05 / 18 |
0 / 67 |
113.806816% |
0.025670 |
-0.000475 |
0.067040 |
0.000654 |
0.000099 |
|
|
882 |
|
06/02(4) |
CALL |
3.00 / 4.50 |
$10 / $140 / 0.07 |
61.76% / $4.42 / 3.15% / 268.48% |
68.34% / $3.10 |
$0.10 / $0.15 / $0.05 / 4 |
23 / 3.02% / 15 |
4 |
Legs |
Vertical |
Bearish |
$2.88 (-3.36%) / 22.35M |
|
Earnings: 08/10 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
3.00 |
38.24% |
$0.15 / 7 |
$0.20 / 1,380 |
939 / 1,563 |
130.585796% |
0.498060 |
-0.019653 |
0.509914 |
0.001704 |
0.000257 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
4.50 |
0.62% |
0 / 0 |
$0.05 / 4 |
0 / 3 |
224.302776% |
0.066803 |
-0.006354 |
0.165538 |
0.000553 |
0.000038 |
|
922 |
Legs |
06/09(11) |
CALL |
3.00 / 5.00 |
$10 / $190 / 0.05 |
60.77% / $1.66 / 0.87% / 22.05% |
65.59% / $3.10 |
$0.10 / $0.20 / $0.10 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
3.00 |
39.23% |
$0.20 / 20 |
$0.30 / 1 |
216 / 301 |
127.069866% |
0.534046 |
-0.014339 |
0.371036 |
0.002325 |
0.000477 |
NASDAQ / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
5.00 |
1.17% |
0 / 0 |
$0.10 / 1,344 |
0 / 1 |
228.259627% |
0.098489 |
-0.006228 |
0.162005 |
0.001015 |
0.000099 |
|
886 |
Legs |
07/21(53) |
CALL |
3.00 / 7.00 |
$30 / $370 / 0.08 |
62.39% / $1.88 / 0.51% / 3.17% |
69.29% / $3.30 |
$0.30 / $0.40 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.00 |
37.61% |
$0.40 / 1 |
$0.50 / 1,117 |
320 / 3,170 |
107.763551% |
0.624666 |
-0.007076 |
0.181629 |
0.004324 |
0.001592 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
7.00 |
2.33% |
$0.05 / 500 |
$0.10 / 975 |
134 / 1,216 |
148.412863% |
0.196894 |
-0.005130 |
0.132800 |
0.003162 |
0.000623 |
|
918 |
Legs |
07/21(53) |
CALL |
3.00 / 8.00 |
$30 / $470 / 0.06 |
62.39% / $7.37 / 1.57% / 10.03% |
69.29% / $3.30 |
$0.30 / $0.40 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.00 |
37.61% |
$0.40 / 1 |
$0.50 / 1,117 |
320 / 3,170 |
107.763551% |
0.624666 |
-0.007076 |
0.181629 |
0.004324 |
0.001592 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
8.00 |
1.21% |
0 / 0 |
$0.10 / 1 |
0 / 739 |
174.586675% |
0.149812 |
-0.004306 |
0.111555 |
0.002656 |
0.000485 |
|
923 |
Legs |
07/21(53) |
CALL |
3.00 / 9.00 |
$35 / $565 / 0.06 |
62.39% / $14.47 / 2.56% / 16.81% |
70.33% / $3.35 |
$0.35 / $0.40 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.00 |
37.61% |
$0.40 / 1 |
$0.50 / 1,117 |
320 / 3,170 |
107.763551% |
0.624666 |
-0.007076 |
0.181629 |
0.004324 |
0.001592 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
9.00 |
0.64% |
0 / 0 |
$0.05 / 1 |
3 / 500 |
162.766391% |
0.115078 |
-0.003588 |
0.092991 |
0.002214 |
0.000379 |
|
|
953 |
|
06/09(11) |
CALL |
3.00 / 5.50 |
$10 / $240 / 0.04 |
58.82% / $4.62 / 1.93% / 54.84% |
64.13% / $3.10 |
$0.10 / $0.20 / $0.10 / 2,885 |
35 / 20.99% / 9 |
5 |
Legs |
Vertical |
Bearish |
$2.94 (-3.29%) / 47.65M |
|
|
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
3.00 |
41.18% |
$0.20 / 2,885 |
$0.25 / 772 |
2,482 / 1,830 |
107.959979% |
0.539124 |
-0.013350 |
0.398081 |
0.002351 |
0.000497 |
ARCA / ETF |
Long (Buy) |
06/09/2023 (W) |
CALL |
5.50 |
0.26% |
0 / 0 |
$0.10 / 5,348 |
0 / 30 |
248.446535% |
0.046758 |
-0.003265 |
0.098011 |
0.000579 |
0.000049 |
|
888 |
Legs |
06/09(11) |
CALL |
3.00 / 4.50 |
$15 / $135 / 0.11 |
58.82% / $1.90 / 1.40% / 37.64% |
66.64% / $3.15 |
$0.15 / $0.20 / $0.05 / 682 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
3.00 |
41.18% |
$0.20 / 2,885 |
$0.25 / 772 |
2,482 / 1,830 |
107.959979% |
0.539124 |
-0.013350 |
0.398081 |
0.002351 |
0.000497 |
ARCA / ETF |
Long (Buy) |
06/09/2023 (W) |
CALL |
4.50 |
2.59% |
0 / 0 |
$0.05 / 682 |
5 / 747 |
159.462650% |
0.137994 |
-0.007370 |
0.220988 |
0.001305 |
0.000141 |
|
921 |
Legs |
06/09(11) |
CALL |
3.00 / 5.00 |
$15 / $185 / 0.08 |
58.82% / $5.66 / 3.06% / 99.50% |
66.64% / $3.15 |
$0.15 / $0.20 / $0.05 / 1,939 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
3.00 |
41.18% |
$0.20 / 2,885 |
$0.25 / 772 |
2,482 / 1,830 |
107.959979% |
0.539124 |
-0.013350 |
0.398081 |
0.002351 |
0.000497 |
ARCA / ETF |
Long (Buy) |
06/09/2023 (W) |
CALL |
5.00 |
0.84% |
0 / 0 |
$0.05 / 1,939 |
5 / 458 |
185.714122% |
0.081060 |
-0.005017 |
0.150552 |
0.000889 |
0.000084 |
|
839 |
Legs |
06/23(25) |
CALL |
3.00 / 5.50 |
$20 / $230 / 0.09 |
59.27% / $3.05 / 1.33% / 17.13% |
66.64% / $3.20 |
$0.20 / $0.30 / $0.10 / 4,574 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
CALL |
3.00 |
40.73% |
$0.30 / 4,574 |
$0.35 / 66 |
250 / 2,432 |
107.334192% |
0.574919 |
-0.009514 |
0.282595 |
0.003227 |
0.000920 |
ARCA / ETF |
Long (Buy) |
06/23/2023 (W) |
CALL |
5.50 |
1.92% |
0 / 0 |
$0.10 / 5,315 |
7 / 150 |
178.317782% |
0.138315 |
-0.005318 |
0.159185 |
0.001818 |
0.000257 |
|
878 |
Legs |
06/23(25) |
CALL |
3.00 / 6.50 |
$20 / $330 / 0.06 |
59.27% / $8.49 / 2.57% / 35.65% |
66.64% / $3.20 |
$0.20 / $0.30 / $0.10 / 4,574 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
CALL |
3.00 |
40.73% |
$0.30 / 4,574 |
$0.35 / 66 |
250 / 2,432 |
107.334192% |
0.574919 |
-0.009514 |
0.282595 |
0.003227 |
0.000920 |
ARCA / ETF |
Long (Buy) |
06/23/2023 (W) |
CALL |
6.50 |
0.50% |
0 / 0 |
$0.10 / 4,956 |
0 / 83 |
207.908273% |
0.074958 |
-0.003406 |
0.102034 |
0.001165 |
0.000143 |
|
739 |
Legs |
06/30(32) |
CALL |
3.00 / 5.50 |
$25 / $225 / 0.11 |
59.64% / $1.90 / 0.84% / 8.49% |
67.77% / $3.25 |
$0.25 / $0.35 / $0.10 / 1,655 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
CALL |
3.00 |
40.36% |
$0.35 / 1,900 |
$0.45 / 1,451 |
161 / 2,914 |
116.582312% |
0.588087 |
-0.008493 |
0.251883 |
0.003570 |
0.001118 |
ARCA / ETF |
Long (Buy) |
06/30/2023 (W) |
CALL |
5.50 |
2.95% |
0 / 0 |
$0.10 / 1,655 |
0 / 738 |
159.881467% |
0.177908 |
-0.005640 |
0.168585 |
0.002390 |
0.000395 |
|
|
434 |
|
06/30(32) |
CALL |
3.00 / 5.50 |
$12 / $238 / 0.05 |
67.42% / $6.26 / 2.63% / 28.59% |
72.41% / $3.12 |
$0.12 / $0.14 / $0.02 / 1 |
82 / 67.85% / 14 |
3 |
Legs |
Vertical |
Bearish |
$2.72 (-1.09%) / 1.28M |
|
|
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
CALL |
3.00 |
32.58% |
$0.14 / 3 |
$0.20 / 2 |
1 / 391 |
76.363191% |
0.490557 |
-0.006078 |
0.371207 |
0.003432 |
0.000998 |
NYSE / Stock |
Long (Buy) |
06/30/2023 (W) |
CALL |
5.50 |
0.38% |
0 / 0 |
$0.02 / 1 |
0 / 5 |
121.059810% |
0.058271 |
-0.001754 |
0.108359 |
0.001002 |
0.000135 |
|
975 |
Legs |
08/18(81) |
CALL |
3.00 / 8.00 |
$24 / $476 / 0.05 |
65.54% / $12.62 / 2.65% / 11.42% |
71.99% / $3.24 |
$0.24 / $0.30 / $0.06 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
3.00 |
34.46% |
$0.30 / 1 |
$0.37 / 208 |
23 / 390 |
79.825237% |
0.566871 |
-0.003943 |
0.238243 |
0.005201 |
0.002296 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
8.00 |
0.32% |
$0.01 / 2 |
$0.06 / 1,163 |
2 / 2,206 |
120.066737% |
0.072223 |
-0.001355 |
0.083305 |
0.001819 |
0.000361 |
|
952 |
Legs |
08/18(81) |
CALL |
3.00 / 6.00 |
$26 / $274 / 0.10 |
65.54% / $5.96 / 2.17% / 9.29% |
72.47% / $3.26 |
$0.26 / $0.30 / $0.04 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
3.00 |
34.46% |
$0.30 / 1 |
$0.37 / 208 |
23 / 390 |
79.825237% |
0.566871 |
-0.003943 |
0.238243 |
0.005201 |
0.002296 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
6.00 |
2.05% |
$0.01 / 21 |
$0.04 / 177 |
50 / 393 |
89.158644% |
0.163056 |
-0.002434 |
0.149207 |
0.003257 |
0.000782 |
|
966 |
Legs |
08/18(81) |
CALL |
3.00 / 7.00 |
$26 / $374 / 0.07 |
65.54% / $10.99 / 2.94% / 12.71% |
72.47% / $3.26 |
$0.26 / $0.30 / $0.04 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
3.00 |
34.46% |
$0.30 / 1 |
$0.37 / 208 |
23 / 390 |
79.825237% |
0.566871 |
-0.003943 |
0.238243 |
0.005201 |
0.002296 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
7.00 |
0.80% |
0 / 0 |
$0.04 / 204 |
0 / 260 |
111.505427% |
0.107893 |
-0.001829 |
0.112323 |
0.002452 |
0.000530 |
|
|
500 |
|
07/21(53) |
CALL |
3.00 / 5.50 |
$15 / $235 / 0.06 |
73.33% / $1.65 / 0.70% / 4.40% |
76.93% / $3.15 |
$0.15 / $0.20 / $0.05 / 26 |
46 / 27.20% / 45 |
|
Legs |
Vertical |
Bearish |
$2.5099 (+8.19%) / 2.96M |
|
Earnings: 06/05 |
|
Neutral / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.00 |
26.67% |
$0.20 / 330 |
$0.30 / 615 |
1 / 502 |
105.409371% |
0.508303 |
-0.005466 |
0.260206 |
0.003940 |
0.001288 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
5.50 |
2.08% |
0 / 0 |
$0.05 / 26 |
0 / 151 |
129.165138% |
0.166581 |
-0.003397 |
0.162944 |
0.002468 |
0.000486 |
|
592 |
|
06/16(18) |
CALL |
3.00 / 6.00 |
$15 / $285 / 0.05 |
71.57% / $6.10 / 2.14% / 39.56% |
75.77% / $3.15 |
$0.15 / $0.20 / $0.05 / 1 |
36 / 13.14% / 85 |
|
Legs |
Vertical |
Bearish |
$2.65 (-5.36%) / 785K |
|
Earnings: 08/14 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
3.00 |
28.43% |
$0.20 / 1 |
$0.30 / 22 |
35 / 255 |
154.126709% |
0.503404 |
-0.012923 |
0.282282 |
0.002537 |
0.000533 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
6.00 |
0.82% |
0 / 0 |
$0.05 / 1 |
0 / 76 |
215.795569% |
0.103512 |
-0.005807 |
0.127343 |
0.001144 |
0.000127 |
|
731 |
|
07/21(53) |
CALL |
3.00 / 5.50 |
$15 / $235 / 0.06 |
63.82% / $4.44 / 1.89% / 12.19% |
69.49% / $3.15 |
$0.15 / $0.25 / $0.10 / 146 |
25 / 2.09% / 76 |
2 |
Legs |
Vertical |
Bearish |
$2.89 (+8.24%) / 1.23M |
|
Earnings: 08/09 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.00 |
36.18% |
$0.25 / 146 |
$0.30 / 5 |
27 / 10,739 |
77.988397% |
0.533928 |
-0.004498 |
0.317520 |
0.004398 |
0.001669 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
5.50 |
1.09% |
0 / 0 |
$0.10 / 831 |
0 / 159 |
133.638241% |
0.101945 |
-0.001984 |
0.142169 |
0.001969 |
0.000366 |
|
538 |
Legs |
07/21(53) |
CALL |
3.00 / 4.50 |
$20 / $130 / 0.15 |
63.82% / $0.72 / 0.55% / 3.46% |
71.23% / $3.20 |
$0.20 / $0.25 / $0.05 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.00 |
36.18% |
$0.25 / 146 |
$0.30 / 5 |
27 / 10,739 |
77.988397% |
0.533928 |
-0.004498 |
0.317520 |
0.004398 |
0.001669 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
4.50 |
4.94% |
0 / 0 |
$0.05 / 15 |
0 / 30 |
87.404137% |
0.205617 |
-0.003183 |
0.227363 |
0.003149 |
0.000713 |
|
636 |
Legs |
07/21(53) |
CALL |
3.00 / 5.00 |
$20 / $180 / 0.11 |
63.82% / $4.44 / 2.47% / 16.17% |
71.23% / $3.20 |
$0.20 / $0.25 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.00 |
36.18% |
$0.25 / 146 |
$0.30 / 5 |
27 / 10,739 |
77.988397% |
0.533928 |
-0.004498 |
0.317520 |
0.004398 |
0.001669 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
5.00 |
2.34% |
0 / 0 |
$0.05 / 1 |
0 / 194 |
100.714536% |
0.145170 |
-0.002546 |
0.182207 |
0.002524 |
0.000513 |
|
|
233 |
|
08/18(81) |
PUT |
4.00 / 2.00 |
$66 / $134 / 0.49 |
67.09% / $9.77 / 7.29% / 33.72% |
73.31% / $3.34 |
$0.66 / $0.80 / $0.14 / 1 |
22 / 9.17% / 27 |
4 |
Legs |
Vertical |
Bullish |
$4.05 (+8.87%) / 4.96M |
|
Earnings: 07/27 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
4.00 |
32.91% |
$0.80 / 1 |
$1.00 / 55 |
0 / 19 |
124.725307% |
-0.270043 |
-0.008998 |
0.068771 |
0.006455 |
-0.006615 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
17.86% |
$0.02 / 1 |
$0.14 / 1 |
0 / 454 |
118.886591% |
-0.115888 |
-0.005397 |
0.040590 |
0.003810 |
-0.002291 |
|
172 |
Legs |
08/18(81) |
PUT |
4.00 / 2.50 |
$50 / $100 / 0.50 |
67.09% / $5.79 / 5.79% / 26.20% |
71.94% / $3.50 |
$0.50 / $0.80 / $0.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
4.00 |
32.91% |
$0.80 / 1 |
$1.00 / 55 |
0 / 19 |
124.725307% |
-0.270043 |
-0.008998 |
0.068771 |
0.006455 |
-0.006615 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.50 |
20.67% |
$0.15 / 10 |
$0.30 / 184 |
0 / 453 |
127.100718% |
-0.156709 |
-0.006612 |
0.049917 |
0.004685 |
-0.003293 |
|
254 |
Legs |
08/18(81) |
PUT |
4.00 / 3.00 |
$42 / $58 / 0.72 |
67.09% / $10.49 / 18.09% / 98.79% |
71.22% / $3.58 |
$0.42 / $0.80 / $0.38 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
4.00 |
32.91% |
$0.80 / 1 |
$1.00 / 55 |
0 / 19 |
124.725307% |
-0.270043 |
-0.008998 |
0.068771 |
0.006455 |
-0.006615 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.00 |
24.03% |
$0.30 / 1 |
$0.38 / 1 |
0 / 213 |
115.251643% |
-0.196359 |
-0.007597 |
0.057583 |
0.005405 |
-0.004361 |
|
890 |
Legs |
06/02(4) |
PUT |
4.00 / 1.50 |
$21 / $229 / 0.09 |
56.84% / $3.74 / 1.63% / 97.40% |
64.61% / $3.79 |
$0.21 / $0.22 / $0.01 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
PUT |
4.00 |
43.16% |
$0.22 / 4 |
$0.24 / 200 |
967 / 590 |
107.087700% |
-0.414590 |
-0.035655 |
0.264227 |
0.002334 |
-0.000490 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
PUT |
1.50 |
1.79% |
0 / 0 |
$0.01 / 10 |
0 / 4 |
334.727670% |
-0.001834 |
-0.000539 |
0.003973 |
0.000035 |
-0.000002 |
|
897 |
Legs |
06/02(4) |
PUT |
4.00 / 1.00 |
$21 / $279 / 0.08 |
56.84% / $7.23 / 2.59% / 192.80% |
64.61% / $3.79 |
$0.21 / $0.22 / $0.01 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
PUT |
4.00 |
43.16% |
$0.22 / 4 |
$0.24 / 200 |
967 / 590 |
107.087700% |
-0.414590 |
-0.035655 |
0.264227 |
0.002334 |
-0.000490 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
PUT |
1.00 |
0.83% |
0 / 0 |
$0.01 / 5 |
0 / 4 |
462.892969% |
-0.000029 |
-0.000012 |
0.000085 |
0.000001 |
0.000000 |
|
|
328 |
|
06/16(18) |
CALL |
3.50 / 4.50 |
$5 / $95 / 0.05 |
71.32% / $1.72 / 1.81% / 32.66% |
74.63% / $3.55 |
$0.05 / $0.10 / $0.05 / 15 |
10 / 2.03% / 83 |
|
Legs |
Vertical |
Bearish |
$3.29 (+5.11%) / 13.68M |
|
Earnings: 08/10 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
3.50 |
28.68% |
$0.10 / 15 |
$0.15 / 385 |
4,354 / 2,586 |
66.324926% |
0.405511 |
-0.006010 |
0.582327 |
0.003098 |
0.000691 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
4.50 |
0.98% |
0 / 0 |
$0.05 / 33 |
2 / 530 |
104.145974% |
0.071080 |
-0.002082 |
0.204060 |
0.001086 |
0.000128 |
|
694 |
|
06/16(18) |
CALL |
3.50 / 5.00 |
$11 / $139 / 0.08 |
63.01% / $2.82 / 2.03% / 37.28% |
68.86% / $3.61 |
$0.11 / $0.12 / $0.01 / 1 |
13 / 3.85% / 71 |
|
Legs |
Vertical |
Bearish |
$3.33 (+0.91%) / 1.28M |
|
Earnings: 08/10 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
3.50 |
36.99% |
$0.12 / 1 |
$0.21 / 57 |
2 / 119 |
70.122800% |
0.490479 |
-0.008597 |
0.428808 |
0.003265 |
0.000802 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
5.00 |
1.48% |
0 / 0 |
$0.01 / 4 |
0 / 187 |
86.913340% |
0.096323 |
-0.003645 |
0.183582 |
0.001398 |
0.000171 |
|
767 |
|
07/21(53) |
CALL |
3.50 / 7.00 |
$20 / $330 / 0.06 |
64.11% / $6.21 / 1.88% / 12.14% |
69.81% / $3.70 |
$0.20 / $0.30 / $0.10 / 23 |
17 / 8.38% / 41 |
|
Legs |
Vertical |
Bearish |
$3.24 (-1.52%) / 4.48M |
|
Earnings: 08/03 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
3.50 |
35.89% |
$0.30 / 23 |
$0.35 / 17 |
6 / 1,464 |
79.503421% |
0.548818 |
-0.005859 |
0.241009 |
0.005093 |
0.001906 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
7.00 |
1.00% |
0 / 0 |
$0.10 / 520 |
0 / 362 |
139.376316% |
0.105535 |
-0.002664 |
0.111088 |
0.002348 |
0.000430 |
|
498 |
|
07/21(53) |
PUT |
4.00 / 2.00 |
$20 / $180 / 0.11 |
60.05% / $5.81 / 3.23% / 21.55% |
68.34% / $3.80 |
$0.20 / $0.25 / $0.05 / 308 |
24 / 23.64% / 82 |
1 |
Legs |
Vertical |
Bullish |
$4.06 (+3.31%) / 7.06M |
|
Earnings: 08/10 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.00 |
39.95% |
$0.25 / 1,984 |
$0.35 / 421 |
119 / 2,390 |
56.775584% |
-0.399028 |
-0.003895 |
0.315018 |
0.006256 |
-0.003208 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.00 |
1.71% |
0 / 0 |
$0.05 / 308 |
0 / 1 |
129.232183% |
-0.005018 |
-0.000153 |
0.011835 |
0.000235 |
-0.000035 |
|
553 |
Legs |
07/21(53) |
PUT |
4.00 / 1.00 |
$20 / $280 / 0.07 |
60.05% / $10.69 / 3.82% / 25.89% |
68.34% / $3.80 |
$0.20 / $0.25 / $0.05 / 636 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.00 |
39.95% |
$0.25 / 1,984 |
$0.35 / 421 |
119 / 2,390 |
56.775584% |
-0.399028 |
-0.003895 |
0.315018 |
0.006256 |
-0.003208 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
0.23% |
0 / 0 |
$0.05 / 636 |
0 / 1 |
237.546069% |
0.000000 |
0.000000 |
0.000002 |
0.000000 |
0.000000 |
|
|
185 |
|
07/21(53) |
PUT |
4.00 / 1.00 |
$16 / $284 / 0.06 |
74.20% / $1.74 / 0.61% / 3.83% |
77.15% / $3.84 |
$0.16 / $0.20 / $0.04 / 1,670 |
42 / 16.31% / 6 |
5 |
Legs |
Vertical |
Bullish |
$4.75 (-0.63%) / 7.3M |
|
Earnings: 08/24 |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.00 |
25.80% |
$0.20 / 2,205 |
$0.23 / 33 |
0 / 21,952 |
74.708480% |
-0.267290 |
-0.005752 |
0.159194 |
0.006156 |
-0.002647 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
1.86% |
0 / 0 |
$0.04 / 1,670 |
0 / 200 |
241.011724% |
-0.000073 |
-0.000005 |
0.000143 |
0.000006 |
-0.000001 |
|
334 |
Legs |
06/16(18) |
PUT |
4.50 / 3.00 |
$18 / $132 / 0.14 |
64.29% / $1.84 / 1.39% / 24.36% |
71.07% / $4.32 |
$0.18 / $0.21 / $0.03 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
4.50 |
35.71% |
$0.21 / 57 |
$0.22 / 233 |
15 / 878 |
71.955032% |
-0.369402 |
-0.010745 |
0.293939 |
0.004387 |
-0.001285 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.00 |
3.85% |
0 / 0 |
$0.03 / 14 |
0 / 1,278 |
121.733294% |
-0.033710 |
-0.002164 |
0.058358 |
0.000871 |
-0.000108 |
|
425 |
Legs |
06/16(18) |
PUT |
4.50 / 2.00 |
$17 / $233 / 0.07 |
64.29% / $8.24 / 3.54% / 72.84% |
70.71% / $4.33 |
$0.17 / $0.21 / $0.04 / 57 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
4.50 |
35.71% |
$0.21 / 57 |
$0.22 / 233 |
15 / 878 |
71.955032% |
-0.369402 |
-0.010745 |
0.293939 |
0.004387 |
-0.001285 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.00 |
0.57% |
0 / 0 |
$0.04 / 646 |
0 / 2,242 |
223.147873% |
-0.000443 |
-0.000046 |
0.001238 |
0.000018 |
-0.000001 |
|
364 |
Legs |
06/23(25) |
PUT |
4.50 / 2.50 |
$16 / $184 / 0.09 |
63.64% / $0.21 / 0.12% / 1.39% |
68.98% / $4.34 |
$0.16 / $0.24 / $0.08 / 660 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
4.50 |
36.36% |
$0.24 / 1,894 |
$0.31 / 40 |
500 / 27 |
75.162097% |
-0.370399 |
-0.009323 |
0.256242 |
0.005041 |
-0.001754 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
2.50 |
2.81% |
0 / 0 |
$0.08 / 660 |
0 / 141 |
178.075092% |
-0.013244 |
-0.000856 |
0.023079 |
0.000454 |
-0.000056 |
|
479 |
Legs |
06/09(11) |
PUT |
4.50 / 2.50 |
$12 / $188 / 0.06 |
65.65% / $6.06 / 3.22% / 106.77% |
71.14% / $4.38 |
$0.12 / $0.15 / $0.03 / 292 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
4.50 |
34.35% |
$0.15 / 865 |
$0.16 / 32 |
25 / 211 |
69.537118% |
-0.364044 |
-0.013018 |
0.354257 |
0.003605 |
-0.000832 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
PUT |
2.50 |
0.48% |
0 / 0 |
$0.03 / 292 |
0 / 100 |
195.530667% |
-0.001474 |
-0.000169 |
0.004531 |
0.000046 |
-0.000003 |
|
477 |
Legs |
06/09(11) |
PUT |
4.50 / 3.00 |
$11 / $139 / 0.08 |
65.65% / $2.45 / 1.76% / 49.11% |
70.70% / $4.39 |
$0.11 / $0.15 / $0.04 / 701 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
4.50 |
34.35% |
$0.15 / 865 |
$0.16 / 32 |
25 / 211 |
69.537118% |
-0.364044 |
-0.013018 |
0.354257 |
0.003605 |
-0.000832 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
PUT |
3.00 |
1.74% |
0 / 0 |
$0.04 / 701 |
0 / 2 |
157.193891% |
-0.015436 |
-0.001362 |
0.036614 |
0.000373 |
-0.000033 |
|
|
621 |
|
06/16(18) |
PUT |
4.00 / 3.00 |
$15 / $85 / 0.18 |
57.27% / $0.15 / 0.18% / 2.81% |
66.32% / $3.85 |
$0.15 / $0.20 / $0.05 / 6 |
15 / 22.55% / 25 |
1 |
Legs |
Vertical |
Bullish |
$4.0614 (-1.18%) / 995K |
|
Earnings: 08/03 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
4.00 |
42.73% |
$0.20 / 622 |
$0.25 / 154 |
12 / 547 |
66.494106% |
-0.426969 |
-0.007592 |
0.445572 |
0.003905 |
-0.001234 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.00 |
5.16% |
0 / 0 |
$0.05 / 6 |
0 / 566 |
104.328147% |
-0.065615 |
-0.002519 |
0.145091 |
0.001272 |
-0.000177 |
|
714 |
Legs |
06/16(18) |
PUT |
4.00 / 2.00 |
$15 / $185 / 0.08 |
57.27% / $7.66 / 4.14% / 89.44% |
66.32% / $3.85 |
$0.15 / $0.20 / $0.05 / 538 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
4.00 |
42.73% |
$0.20 / 622 |
$0.25 / 154 |
12 / 547 |
66.494106% |
-0.426969 |
-0.007592 |
0.445572 |
0.003905 |
-0.001234 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.00 |
0.24% |
0 / 0 |
$0.05 / 538 |
0 / 2 |
205.356517% |
-0.000366 |
-0.000026 |
0.001513 |
0.000013 |
-0.000001 |
|
|
441 |
|
07/21(53) |
PUT |
4.00 / 1.00 |
$14 / $286 / 0.05 |
86.38% / $0.21 / 0.07% / 0.45% |
87.40% / $3.86 |
$0.14 / $0.17 / $0.03 / 80 |
14 / 12.99% / 92 |
5 |
Legs |
Vertical |
Bullish |
$6.26 (+2.12%) / 28.03M |
|
|
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.00 |
13.62% |
$0.17 / 80 |
$0.20 / 531 |
5 / 246 |
115.237530% |
-0.118949 |
-0.005227 |
0.064826 |
0.004930 |
-0.001517 |
ARCA / ETF |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
2.40% |
0 / 0 |
$0.03 / 764 |
0 / 1 |
254.627995% |
-0.000030 |
-0.000003 |
0.000041 |
0.000003 |
0.000000 |
|
573 |
Legs |
06/16(18) |
PUT |
4.50 / 3.00 |
$6 / $144 / 0.04 |
90.34% / $1.12 / 0.78% / 12.95% |
90.93% / $4.44 |
$0.06 / $0.09 / $0.03 / 156 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
4.50 |
9.66% |
$0.09 / 408 |
$0.10 / 49 |
32 / 377 |
118.323834% |
-0.104568 |
-0.007755 |
0.095155 |
0.002793 |
-0.000461 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.00 |
1.73% |
$0.01 / 200 |
$0.03 / 156 |
5 / 1,515 |
160.877676% |
-0.004780 |
-0.000597 |
0.007291 |
0.000214 |
-0.000020 |
|
146 |
Legs |
07/21(53) |
PUT |
5.00 / 1.00 |
$35 / $365 / 0.10 |
76.84% / $10.37 / 2.84% / 18.78% |
80.68% / $4.65 |
$0.35 / $0.38 / $0.03 / 206 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
23.16% |
$0.38 / 206 |
$0.41 / 315 |
73 / 438 |
103.030501% |
-0.234634 |
-0.008007 |
0.100119 |
0.007614 |
-0.003156 |
ARCA / ETF |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
2.40% |
0 / 0 |
$0.03 / 764 |
0 / 1 |
254.627995% |
-0.000030 |
-0.000003 |
0.000041 |
0.000003 |
0.000000 |
|
55 |
Legs |
06/30(32) |
PUT |
5.00 / 3.50 |
$18 / $132 / 0.14 |
79.83% / $0.61 / 0.46% / 4.59% |
82.19% / $4.82 |
$0.18 / $0.25 / $0.07 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
5.00 |
20.17% |
$0.25 / 236 |
$0.28 / 41 |
43 / 182 |
105.692963% |
-0.214598 |
-0.009666 |
0.119758 |
0.005752 |
-0.001688 |
ARCA / ETF |
Long (Buy) |
06/30/2023 (W) |
PUT |
3.50 |
6.62% |
$0.04 / 1,874 |
$0.07 / 15 |
0 / 8 |
125.813636% |
-0.043735 |
-0.003095 |
0.038009 |
0.001826 |
-0.000321 |
|
111 |
Legs |
06/30(32) |
PUT |
5.00 / 2.50 |
$18 / $232 / 0.08 |
79.83% / $2.13 / 0.92% / 9.24% |
82.19% / $4.82 |
$0.18 / $0.25 / $0.07 / 236 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
5.00 |
20.17% |
$0.25 / 236 |
$0.28 / 41 |
43 / 182 |
105.692963% |
-0.214598 |
-0.009666 |
0.119758 |
0.005752 |
-0.001688 |
ARCA / ETF |
Long (Buy) |
06/30/2023 (W) |
PUT |
2.50 |
2.92% |
0 / 0 |
$0.07 / 898 |
0 / 1 |
196.850269% |
-0.005009 |
-0.000486 |
0.005943 |
0.000285 |
-0.000035 |
|
247 |
Legs |
06/23(25) |
PUT |
5.00 / 3.00 |
$14 / $186 / 0.08 |
81.57% / $1.27 / 0.68% / 8.52% |
83.52% / $4.86 |
$0.14 / $0.20 / $0.06 / 267 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
5.00 |
18.43% |
$0.20 / 267 |
$0.23 / 8 |
28 / 376 |
106.959086% |
-0.201507 |
-0.010412 |
0.128564 |
0.004974 |
-0.001239 |
ARCA / ETF |
Long (Buy) |
06/23/2023 (W) |
PUT |
3.00 |
3.09% |
$0.01 / 1,452 |
$0.06 / 1,105 |
0 / 2 |
155.542366% |
-0.010678 |
-0.001055 |
0.012901 |
0.000499 |
-0.000060 |
|
|
606 |
|
07/21(53) |
PUT |
4.00 / 3.00 |
$12 / $88 / 0.14 |
56.13% / $4.28 / 4.86% / 33.87% |
66.51% / $3.88 |
$0.12 / $0.15 / $0.03 / 18 |
17 / 15.00% / 82 |
2 |
Legs |
Vertical |
Bullish |
$4.01 (+1.26%) / 15.74M |
|
Earnings: 07/20 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.00 |
43.87% |
$0.15 / 18 |
$0.19 / 478 |
21 / 11,127 |
30.595980% |
-0.440599 |
-0.001966 |
0.637331 |
0.006261 |
-0.003118 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
1.35% |
$0.01 / 31 |
$0.03 / 33 |
0 / 7,352 |
50.418368% |
-0.021571 |
-0.000272 |
0.083540 |
0.000821 |
-0.000144 |
|
698 |
Legs |
07/21(53) |
PUT |
4.00 / 2.50 |
$11 / $139 / 0.08 |
56.13% / $5.89 / 4.24% / 29.04% |
65.69% / $3.89 |
$0.11 / $0.15 / $0.04 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.00 |
43.87% |
$0.15 / 18 |
$0.19 / 478 |
21 / 11,127 |
30.595980% |
-0.440599 |
-0.001966 |
0.637331 |
0.006261 |
-0.003118 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.50 |
0.10% |
0 / 0 |
$0.04 / 982 |
0 / 1,371 |
87.392744% |
-0.000663 |
-0.000012 |
0.003736 |
0.000037 |
-0.000004 |
|
908 |
Legs |
06/02(4) |
PUT |
4.00 / 3.50 |
$2 / $48 / 0.04 |
57.68% / $1.08 / 2.25% / 154.84% |
62.55% / $3.98 |
$0.02 / $0.03 / $0.01 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
PUT |
4.00 |
42.32% |
$0.03 / 1,066 |
$0.04 / 4 |
182 / 241 |
20.150217% |
-0.440987 |
-0.005555 |
1.704677 |
0.002350 |
-0.000406 |
NYSE / Stock |
Long (Buy) |
06/02/2023 (W) |
PUT |
3.50 |
0.07% |
0 / 0 |
$0.01 / 39 |
0 / 163 |
62.874312% |
-0.006738 |
-0.000270 |
0.081424 |
0.000112 |
-0.000006 |
|
|
363 |
|
06/16(18) |
PUT |
4.00 / 2.50 |
$6 / $144 / 0.04 |
78.50% / $2.95 / 2.05% / 37.57% |
80.71% / $3.94 |
$0.06 / $0.09 / $0.03 / 103 |
8 / 11.14% / 97 |
5 |
Legs |
Vertical |
Bullish |
$4.53 (+0.89%) / 7.06M |
|
Earnings: 08/29 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
4.00 |
21.50% |
$0.09 / 1,243 |
$0.13 / 1,146 |
3 / 2,411 |
72.435260% |
-0.253971 |
-0.007068 |
0.322681 |
0.003544 |
-0.000792 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.50 |
0.62% |
0 / 0 |
$0.03 / 103 |
1 / 1,429 |
152.412102% |
-0.002601 |
-0.000180 |
0.008100 |
0.000089 |
-0.000008 |
|
572 |
Legs |
06/30 (32) - 07/21 |
PUT |
4.50 / 2.50 |
$25 / $175 / 0.14 |
55.06% / $1.08 / 0.62% / 6.17% |
65.60% / $4.25 |
$0.25 / $0.33 / $0.08 / 332 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
4.50 |
44.94% |
$0.33 / 332 |
$0.37 / 414 |
20 / 137 |
64.767978% |
-0.436103 |
-0.006642 |
0.310021 |
0.005572 |
-0.002422 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.50 |
5.07% |
$0.02 / 1,854 |
$0.08 / 1,138 |
0 / 5 |
107.163292% |
-0.031640 |
-0.000976 |
0.044486 |
0.001266 |
-0.000258 |
|
578 |
Legs |
06/23(25) |
PUT |
4.50 / 3.00 |
$25 / $125 / 0.20 |
54.59% / $3.52 / 2.81% / 39.53% |
66.33% / $4.25 |
$0.25 / $0.30 / $0.05 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
4.50 |
45.41% |
$0.30 / 31 |
$0.34 / 210 |
0 / 51 |
65.725831% |
-0.442266 |
-0.007456 |
0.346244 |
0.005013 |
-0.001934 |
NASDAQ / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
3.00 |
4.04% |
$0.01 / 1,298 |
$0.05 / 237 |
0 / 36 |
97.704481% |
-0.040287 |
-0.001679 |
0.076024 |
0.001101 |
-0.000160 |
|
813 |
Legs |
06/16(18) |
PUT |
4.50 / 1.50 |
$25 / $275 / 0.09 |
54.06% / $13.34 / 4.85% / 110.92% |
67.53% / $4.25 |
$0.25 / $0.26 / $0.01 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
4.50 |
45.94% |
$0.26 / 341 |
$0.31 / 656 |
702 / 4,228 |
66.943684% |
-0.449191 |
-0.008630 |
0.398482 |
0.004377 |
-0.001452 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
1.50 |
0.03% |
0 / 0 |
$0.01 / 16 |
0 / 11,273 |
218.904703% |
0.000000 |
0.000000 |
0.000001 |
0.000000 |
0.000000 |
|
759 |
Legs |
06/16(18) |
PUT |
4.50 / 2.50 |
$23 / $177 / 0.13 |
54.06% / $10.14 / 5.73% / 140.39% |
66.53% / $4.27 |
$0.23 / $0.26 / $0.03 / 103 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
4.50 |
45.94% |
$0.26 / 341 |
$0.31 / 656 |
702 / 4,228 |
66.943684% |
-0.449191 |
-0.008630 |
0.398482 |
0.004377 |
-0.001452 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.50 |
0.62% |
0 / 0 |
$0.03 / 103 |
1 / 1,429 |
152.412102% |
-0.002601 |
-0.000180 |
0.008100 |
0.000089 |
-0.000008 |
|
799 |
Legs |
06/16(18) |
PUT |
4.50 / 2.00 |
$23 / $227 / 0.10 |
54.06% / $11.76 / 5.18% / 121.56% |
66.53% / $4.27 |
$0.23 / $0.26 / $0.03 / 156 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
4.50 |
45.94% |
$0.26 / 341 |
$0.31 / 656 |
702 / 4,228 |
66.943684% |
-0.449191 |
-0.008630 |
0.398482 |
0.004377 |
-0.001452 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.00 |
0.14% |
0 / 0 |
$0.03 / 156 |
0 / 40,650 |
201.409674% |
-0.000070 |
-0.000006 |
0.000287 |
0.000003 |
0.000000 |
|
|
17 |
|
07/21(53) |
PUT |
5.00 / 2.50 |
$105 / $145 / 0.72 |
74.92% / $46.58 / 32.13% / 454.19% |
79.32% / $3.95 |
$1.05 / $1.35 / $0.30 / 30 |
18 / 13.90% / 0 |
|
Legs |
Vertical |
Bullish |
$6.29 (+4.49%) / 394K |
|
Earnings: 08/11 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
25.08% |
$1.35 / 50 |
$1.40 / 2 |
0 / 153 |
234.345970% |
-0.204281 |
-0.019339 |
0.035710 |
0.007196 |
-0.005109 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.50 |
16.06% |
$0.20 / 50 |
$0.30 / 30 |
1 / 160 |
227.066979% |
-0.082701 |
-0.010481 |
0.019199 |
0.003869 |
-0.001706 |
|
496 |
|
06/16(18) |
PUT |
4.00 / 3.00 |
$5 / $95 / 0.05 |
63.92% / $2.02 / 2.12% / 39.20% |
68.27% / $3.95 |
$0.05 / $0.10 / $0.05 / 1 |
4 / 0.66% / 46 |
|
Legs |
Vertical |
Bullish |
$4.0452 (+2.93%) / 1.44M |
|
Earnings: 08/03 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
4.00 |
36.08% |
$0.10 / 237 |
$0.15 / 199 |
6 / 62 |
45.811842% |
-0.386128 |
-0.004879 |
0.652435 |
0.003865 |
-0.001062 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.00 |
0.62% |
0 / 0 |
$0.05 / 1 |
0 / 6 |
107.094146% |
-0.010492 |
-0.000365 |
0.047398 |
0.000281 |
-0.000027 |
|
803 |
|
06/16(18) |
CALL |
4.00 / 5.00 |
$5 / $95 / 0.05 |
59.14% / $1.08 / 1.14% / 19.50% |
63.61% / $4.05 |
$0.05 / $0.10 / $0.05 / 8 |
0 / 0.00% / 9 |
1 |
Legs |
Vertical |
Bearish |
$3.98 (+1.53%) / 760K |
|
Earnings: 08/09 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
4.00 |
40.86% |
$0.10 / 1,400 |
$0.25 / 5 |
5 / 364 |
54.223620% |
0.480006 |
-0.005405 |
0.661230 |
0.003830 |
0.001012 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
5.00 |
0.99% |
0 / 0 |
$0.05 / 8 |
0 / 929 |
82.170865% |
0.066101 |
-0.001752 |
0.213595 |
0.001237 |
0.000146 |
|
793 |
Legs |
07/21(53) |
CALL |
4.00 / 6.00 |
$15 / $185 / 0.08 |
57.75% / $6.61 / 3.57% / 24.09% |
65.88% / $4.15 |
$0.15 / $0.20 / $0.05 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
4.00 |
42.25% |
$0.20 / 1,288 |
$0.30 / 33 |
0 / 3,819 |
45.882722% |
0.515002 |
-0.003317 |
0.409026 |
0.006138 |
0.002610 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
6.00 |
0.54% |
0 / 0 |
$0.05 / 30 |
0 / 6,211 |
75.472808% |
0.054607 |
-0.000935 |
0.114166 |
0.001713 |
0.000303 |
|
|
30 |
|
07/21(53) |
PUT |
5.00 / 2.00 |
$80 / $220 / 0.36 |
64.66% / $9.59 / 4.36% / 29.98% |
73.80% / $4.20 |
$0.80 / $0.90 / $0.10 / 21 |
90 / 55.65% / 4 |
5 |
Legs |
Vertical |
Bullish |
$5.33 (+3.50%) / 1.65M |
|
Earnings: 08/14 |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
35.34% |
$0.90 / 21 |
$1.05 / 423 |
2 / 117 |
142.287393% |
-0.324723 |
-0.011877 |
0.092659 |
0.007528 |
-0.004728 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.00 |
11.23% |
$0.05 / 31 |
$0.10 / 226 |
0 / 55 |
174.750439% |
-0.044186 |
-0.003140 |
0.024055 |
0.001954 |
-0.000514 |
|
39 |
Legs |
07/21(53) |
PUT |
5.00 / 3.00 |
$65 / $135 / 0.48 |
64.66% / $7.73 / 5.73% / 40.82% |
72.27% / $4.35 |
$0.65 / $0.90 / $0.25 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
35.34% |
$0.90 / 21 |
$1.05 / 423 |
2 / 117 |
142.287393% |
-0.324723 |
-0.011877 |
0.092659 |
0.007528 |
-0.004728 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
16.53% |
$0.10 / 1,350 |
$0.25 / 165 |
4 / 207 |
142.873606% |
-0.124840 |
-0.006880 |
0.052968 |
0.004304 |
-0.001572 |
|
312 |
Legs |
06/16(18) |
PUT |
5.00 / 2.00 |
$45 / $255 / 0.18 |
63.24% / $6.52 / 2.56% / 48.81% |
72.02% / $4.55 |
$0.45 / $0.50 / $0.05 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
36.76% |
$0.50 / 3 |
$0.70 / 461 |
42 / 731 |
148.867239% |
-0.359556 |
-0.020167 |
0.155021 |
0.004861 |
-0.001618 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.00 |
4.48% |
0 / 0 |
$0.05 / 334 |
0 / 121 |
254.920088% |
-0.008872 |
-0.001309 |
0.009951 |
0.000312 |
-0.000033 |
|
376 |
Legs |
06/16(18) |
PUT |
5.00 / 1.00 |
$45 / $355 / 0.13 |
63.24% / $13.93 / 3.92% / 83.34% |
72.02% / $4.55 |
$0.45 / $0.50 / $0.05 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
36.76% |
$0.50 / 3 |
$0.70 / 461 |
42 / 731 |
148.867239% |
-0.359556 |
-0.020167 |
0.155021 |
0.004861 |
-0.001618 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
1.00 |
2.04% |
0 / 0 |
$0.05 / 250 |
0 / 1 |
424.336860% |
-0.000050 |
-0.000011 |
0.000085 |
0.000003 |
0.000000 |
|
43 |
Legs |
07/21(53) |
PUT |
5.00 / 4.00 |
$40 / $60 / 0.67 |
64.66% / $6.80 / 11.33% / 93.38% |
69.54% / $4.60 |
$0.40 / $0.90 / $0.50 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
35.34% |
$0.90 / 21 |
$1.05 / 423 |
2 / 117 |
142.287393% |
-0.324723 |
-0.011877 |
0.092659 |
0.007528 |
-0.004728 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
4.00 |
24.28% |
$0.40 / 518 |
$0.50 / 5 |
1,531 / 1,194 |
135.796260% |
-0.223979 |
-0.009946 |
0.077040 |
0.006259 |
-0.003038 |
|
506 |
Legs |
06/16(18) |
CALL |
6.00 / 10.00 |
$25 / $375 / 0.07 |
70.70% / $6.39 / 1.70% / 30.48% |
74.98% / $6.25 |
$0.25 / $0.35 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
6.00 |
29.30% |
$0.35 / 741 |
$0.50 / 5 |
65 / 931 |
130.457225% |
0.483827 |
-0.022085 |
0.165242 |
0.005182 |
0.001118 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
10.00 |
1.54% |
0 / 0 |
$0.10 / 1 |
1 / 1,096 |
176.794192% |
0.122657 |
-0.011203 |
0.084212 |
0.002641 |
0.000318 |
|
|
515 |
|
06/16(18) |
CALL |
4.00 / 7.00 |
$20 / $280 / 0.07 |
76.32% / $1.10 / 0.39% / 6.38% |
79.44% / $4.20 |
$0.20 / $0.40 / $0.20 / 30 |
84 / 17.19% / 34 |
|
Legs |
Vertical |
Bearish |
$3.76 (+29.66%) / 6.66M |
|
Earnings: 08/01 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
4.00 |
23.68% |
$0.40 / 30 |
$0.45 / 102 |
1,417 / 2,337 |
219.857438% |
0.499515 |
-0.019466 |
0.187019 |
0.003119 |
0.000604 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
7.00 |
2.73% |
$0.10 / 2 |
$0.20 / 184 |
425 / 761 |
258.190667% |
0.201360 |
-0.013686 |
0.131778 |
0.002198 |
0.000278 |
|
824 |
|
08/18(81) |
CALL |
4.00 / 7.00 |
$20 / $280 / 0.07 |
70.10% / $1.61 / 0.58% / 2.40% |
74.38% / $4.20 |
$0.20 / $0.25 / $0.05 / 10 |
37 / 16.73% / 15 |
1 |
Legs |
Vertical |
Bearish |
$3.63 (+4.91%) / 2.08M |
|
Earnings: 08/03 / Ex-Div: 06/15 ($0.15) |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
4.00 |
29.90% |
$0.25 / 584 |
$0.40 / 47 |
42 / 5,560 |
74.740174% |
0.496610 |
-0.003823 |
0.194911 |
0.006702 |
0.002822 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
7.00 |
2.31% |
0 / 0 |
$0.05 / 10 |
0 / 29 |
89.912537% |
0.155712 |
-0.002545 |
0.119732 |
0.004117 |
0.001010 |
|
853 |
Legs |
08/18(81) |
CALL |
4.00 / 8.00 |
$20 / $380 / 0.05 |
70.10% / $6.80 / 1.79% / 7.60% |
74.38% / $4.20 |
$0.20 / $0.25 / $0.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
4.00 |
29.90% |
$0.25 / 584 |
$0.40 / 47 |
42 / 5,560 |
74.740174% |
0.496610 |
-0.003823 |
0.194911 |
0.006702 |
0.002822 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
8.00 |
0.96% |
0 / 0 |
$0.05 / 2 |
0 / 172 |
102.212072% |
0.104855 |
-0.001956 |
0.091222 |
0.003136 |
0.000695 |
|
|
920 |
|
08/18(81) |
CALL |
4.00 / 6.00 |
$20 / $180 / 0.11 |
61.93% / $7.74 / 4.30% / 19.01% |
70.41% / $4.20 |
$0.20 / $0.25 / $0.05 / 26 |
0 / 0.00% / 27 |
|
Legs |
Vertical |
Bearish |
$3.80 (+0.26%) / 787K |
|
Earnings: 08/04 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
4.00 |
38.07% |
$0.25 / 318 |
$0.35 / 280 |
7 / 2,233 |
50.181030% |
0.503831 |
-0.002859 |
0.350862 |
0.007306 |
0.003557 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
6.00 |
1.26% |
0 / 0 |
$0.05 / 26 |
0 / 690 |
64.531562% |
0.089515 |
-0.001119 |
0.142253 |
0.002962 |
0.000693 |
|
983 |
|
08/18(81) |
CALL |
4.00 / 9.00 |
$20 / $480 / 0.04 |
65.14% / $3.10 / 0.65% / 2.69% |
69.31% / $4.20 |
$0.20 / $0.35 / $0.15 / 1,046 |
45 / 46.03% / 82 |
1 |
Legs |
Vertical |
Bearish |
$3.72 (-3.63%) / 4.97M |
|
Earnings: 08/08 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
4.00 |
34.86% |
$0.35 / 1,046 |
$0.40 / 120 |
77 / 320 |
67.278166% |
0.569993 |
-0.005279 |
0.177466 |
0.006956 |
0.003086 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
9.00 |
1.04% |
0 / 0 |
$0.15 / 1,412 |
0 / 2,265 |
135.516542% |
0.121344 |
-0.002667 |
0.091093 |
0.003571 |
0.000793 |
|
964 |
Legs |
08/18(81) |
CALL |
4.00 / 8.00 |
$30 / $370 / 0.08 |
65.14% / $4.24 / 1.15% / 4.82% |
71.24% / $4.30 |
$0.30 / $0.35 / $0.05 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
4.00 |
34.86% |
$0.35 / 1,046 |
$0.40 / 120 |
77 / 320 |
67.278166% |
0.569993 |
-0.005279 |
0.177466 |
0.006956 |
0.003086 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
8.00 |
2.11% |
0 / 0 |
$0.05 / 10 |
0 / 392 |
95.346063% |
0.165279 |
-0.003292 |
0.112278 |
0.004401 |
0.001060 |
|
|
616 |
|
08/18(81) |
PUT |
5.00 / 2.50 |
$70 / $180 / 0.39 |
60.14% / $2.80 / 1.55% / 6.58% |
70.62% / $4.30 |
$0.70 / $0.80 / $0.10 / 1 |
14 / 13.94% / 30 |
|
Legs |
Vertical |
Bullish |
$5.04 (+0.20%) / 520K |
|
Earnings: 08/11 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
39.86% |
$0.80 / 1 |
$1.00 / 72 |
2 / 2,206 |
98.708886% |
-0.364575 |
-0.006858 |
0.114679 |
0.009084 |
-0.007153 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.50 |
12.72% |
0 / 0 |
$0.10 / 12 |
0 / 3,287 |
118.023393% |
-0.079836 |
-0.002791 |
0.045305 |
0.003589 |
-0.001302 |
|
823 |
|
07/21(53) |
CALL |
4.00 / 7.50 |
$30 / $320 / 0.09 |
61.33% / $2.52 / 0.79% / 4.94% |
68.42% / $4.30 |
$0.30 / $0.40 / $0.10 / 1 |
24 / 12.22% / 84 |
1 |
Legs |
Vertical |
Bearish |
$3.9315 (+4.28%) / 2.15M |
|
Earnings: 08/14 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
4.00 |
38.67% |
$0.40 / 1,825 |
$0.55 / 2 |
500 / 29 |
88.926214% |
0.579302 |
-0.007262 |
0.189440 |
0.005911 |
0.002277 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
7.50 |
2.53% |
$0.05 / 5 |
$0.10 / 1 |
1 / 18 |
114.750796% |
0.167338 |
-0.004597 |
0.121357 |
0.003786 |
0.000770 |
|
903 |
Legs |
07/21(53) |
CALL |
4.00 / 12.50 |
$35 / $815 / 0.04 |
61.33% / $20.69 / 2.54% / 16.65% |
69.51% / $4.35 |
$0.35 / $0.40 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
4.00 |
38.67% |
$0.40 / 1,825 |
$0.55 / 2 |
500 / 29 |
88.926214% |
0.579302 |
-0.007262 |
0.189440 |
0.005911 |
0.002277 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
12.50 |
0.05% |
0 / 0 |
$0.05 / 1 |
0 / 112 |
159.256447% |
0.027981 |
-0.001174 |
0.031110 |
0.000971 |
0.000138 |
|
|
637 |
|
08/18(81) |
PUT |
4.50 / 3.00 |
$19 / $131 / 0.15 |
64.83% / $3.19 / 2.44% / 10.46% |
71.99% / $4.31 |
$0.19 / $0.23 / $0.04 / 4 |
10 / 12.99% / 39 |
5 |
Legs |
Vertical |
Bullish |
$4.74 (+1.50%) / 8.64M |
|
Earnings: 07/26 / Ex-Div: 05/31 ($0.03) |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
4.50 |
35.17% |
$0.23 / 4 |
$0.26 / 210 |
6 / 3,778 |
41.042556% |
-0.363716 |
-0.002622 |
0.297250 |
0.008546 |
-0.004865 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.00 |
3.60% |
0 / 0 |
$0.04 / 923 |
0 / 438 |
66.623374% |
-0.030648 |
-0.000502 |
0.054988 |
0.001581 |
-0.000376 |
|
693 |
Legs |
08/18(81) |
PUT |
4.50 / 2.50 |
$18 / $182 / 0.10 |
64.83% / $6.55 / 3.60% / 15.74% |
71.63% / $4.32 |
$0.18 / $0.23 / $0.05 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
4.50 |
35.17% |
$0.23 / 4 |
$0.26 / 210 |
6 / 3,778 |
41.042556% |
-0.363716 |
-0.002622 |
0.297250 |
0.008546 |
-0.004865 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.50 |
1.40% |
0 / 0 |
$0.05 / 979 |
0 / 312 |
92.670672% |
-0.005280 |
-0.000111 |
0.012056 |
0.000347 |
-0.000064 |
|
193 |
Legs |
07/21(53) |
PUT |
4.50 / 3.00 |
$12 / $138 / 0.09 |
66.16% / $3.62 / 2.62% / 17.23% |
71.69% / $4.38 |
$0.12 / $0.15 / $0.03 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.50 |
33.84% |
$0.15 / 4,588 |
$0.18 / 208 |
0 / 1,112 |
37.781863% |
-0.358815 |
-0.003235 |
0.361768 |
0.006975 |
-0.003099 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
1.57% |
0 / 0 |
$0.03 / 28 |
0 / 1 |
75.848022% |
-0.013118 |
-0.000301 |
0.032726 |
0.000631 |
-0.000105 |
|
197 |
Legs |
06/16(18) |
PUT |
4.50 / 3.50 |
$5 / $95 / 0.05 |
71.81% / $2.51 / 2.64% / 50.70% |
75.30% / $4.45 |
$0.05 / $0.07 / $0.02 / 189 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
4.50 |
28.19% |
$0.07 / 1,257 |
$0.11 / 667 |
1 / 185 |
41.374759% |
-0.324583 |
-0.005121 |
0.561458 |
0.004178 |
-0.001015 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.50 |
0.57% |
0 / 0 |
$0.02 / 189 |
0 / 395 |
79.233595% |
-0.010359 |
-0.000397 |
0.042929 |
0.000319 |
-0.000031 |
|
191 |
Legs |
06/23(25) |
CALL |
5.00 / 6.00 |
$4 / $96 / 0.04 |
70.62% / $0.41 / 0.43% / 5.28% |
73.11% / $5.04 |
$0.04 / $0.08 / $0.04 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
CALL |
5.00 |
29.38% |
$0.08 / 8 |
$0.12 / 2,030 |
0 / 17 |
37.045294% |
0.395763 |
-0.004960 |
0.523433 |
0.005135 |
0.001338 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
CALL |
6.00 |
1.29% |
0 / 0 |
$0.04 / 2,212 |
0 / 144 |
62.616131% |
0.075221 |
-0.001815 |
0.192945 |
0.001893 |
0.000264 |
|
212 |
Legs |
06/16(18) |
CALL |
5.00 / 6.00 |
$5 / $95 / 0.05 |
73.03% / $2.64 / 2.78% / 54.10% |
76.42% / $5.05 |
$0.05 / $0.07 / $0.02 / 233 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
26.97% |
$0.07 / 233 |
$0.08 / 285 |
121 / 1,714 |
36.597131% |
0.371771 |
-0.005580 |
0.590143 |
0.004392 |
0.000969 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
6.00 |
0.53% |
$0.01 / 11 |
$0.02 / 857 |
10 / 3,048 |
57.582875% |
0.046965 |
-0.001438 |
0.153200 |
0.001140 |
0.000127 |
|
|
242 |
|
07/21(53) |
PUT |
4.50 / 2.00 |
$14 / $236 / 0.06 |
79.77% / $6.44 / 2.73% / 18.00% |
82.41% / $4.36 |
$0.14 / $0.15 / $0.01 / 72 |
16 / 14.24% / 87 |
5 |
Legs |
Vertical |
Bullish |
$5.41 (+3.84%) / 27.22M |
|
Earnings: 08/01 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.50 |
20.23% |
$0.15 / 72 |
$0.16 / 17 |
473 / 2,108 |
63.067488% |
-0.225841 |
-0.004398 |
0.172862 |
0.006419 |
-0.002325 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.00 |
1.02% |
0 / 0 |
$0.01 / 200 |
0 / 8,893 |
120.986130% |
-0.000531 |
-0.000028 |
0.001081 |
0.000040 |
-0.000005 |
|
228 |
Legs |
07/21(53) |
PUT |
4.50 / 3.00 |
$12 / $138 / 0.09 |
79.77% / $0.55 / 0.40% / 2.49% |
82.05% / $4.38 |
$0.12 / $0.15 / $0.03 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.50 |
20.23% |
$0.15 / 72 |
$0.16 / 17 |
473 / 2,108 |
63.067488% |
-0.225841 |
-0.004398 |
0.172862 |
0.006419 |
-0.002325 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
3.74% |
$0.02 / 3,913 |
$0.03 / 41 |
0 / 3,655 |
88.525826% |
-0.022052 |
-0.000785 |
0.030248 |
0.001123 |
-0.000211 |
|
266 |
Legs |
07/21(53) |
PUT |
4.50 / 2.50 |
$12 / $188 / 0.06 |
79.77% / $2.60 / 1.38% / 8.79% |
82.05% / $4.38 |
$0.12 / $0.15 / $0.03 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
4.50 |
20.23% |
$0.15 / 72 |
$0.16 / 17 |
473 / 2,108 |
63.067488% |
-0.225841 |
-0.004398 |
0.172862 |
0.006419 |
-0.002325 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.50 |
1.98% |
0 / 0 |
$0.03 / 464 |
0 / 775 |
115.911189% |
-0.004942 |
-0.000215 |
0.008230 |
0.000306 |
-0.000046 |
|
79 |
Legs |
07/21(53) |
PUT |
5.00 / 2.00 |
$28 / $272 / 0.10 |
67.95% / $13.36 / 4.91% / 34.28% |
75.03% / $4.72 |
$0.28 / $0.29 / $0.01 / 200 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
32.05% |
$0.29 / 1,366 |
$0.30 / 23 |
343 / 35,085 |
59.602298% |
-0.335390 |
-0.005275 |
0.209633 |
0.007785 |
-0.003557 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.00 |
1.02% |
0 / 0 |
$0.01 / 200 |
0 / 8,893 |
120.986130% |
-0.000531 |
-0.000028 |
0.001081 |
0.000040 |
-0.000005 |
|
61 |
Legs |
07/21(53) |
PUT |
5.00 / 3.00 |
$26 / $174 / 0.15 |
67.95% / $5.25 / 3.01% / 20.03% |
74.57% / $4.74 |
$0.26 / $0.29 / $0.03 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
32.05% |
$0.29 / 1,366 |
$0.30 / 23 |
343 / 35,085 |
59.602298% |
-0.335390 |
-0.005275 |
0.209633 |
0.007785 |
-0.003557 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
3.74% |
$0.02 / 3,913 |
$0.03 / 41 |
0 / 3,655 |
88.525826% |
-0.022052 |
-0.000785 |
0.030248 |
0.001123 |
-0.000211 |
|
35 |
Legs |
06/30(32) |
PUT |
5.00 / 3.00 |
$14 / $186 / 0.08 |
69.86% / $4.41 / 2.37% / 25.48% |
74.34% / $4.86 |
$0.14 / $0.19 / $0.05 / 379 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
5.00 |
30.14% |
$0.19 / 797 |
$0.22 / 1,662 |
322 / 1,042 |
58.914758% |
-0.326332 |
-0.006656 |
0.260914 |
0.006120 |
-0.002076 |
NASDAQ / Stock |
Long (Buy) |
06/30/2023 (W) |
PUT |
3.00 |
1.46% |
0 / 0 |
$0.05 / 379 |
4 / 8 |
128.533772% |
-0.007177 |
-0.000377 |
0.014418 |
0.000338 |
-0.000042 |
|
|
194 |
|
08/18(81) |
PUT |
5.00 / 2.50 |
$60 / $190 / 0.32 |
66.92% / $7.32 / 3.85% / 16.89% |
74.72% / $4.40 |
$0.60 / $0.70 / $0.10 / 4 |
4 / 3.10% / 89 |
5 |
Legs |
Vertical |
Bullish |
$5.40 (+4.85%) / 1.08M |
|
Earnings: 08/21 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
33.08% |
$0.70 / 1,217 |
$0.85 / 1,240 |
0 / 1,520 |
103.246304% |
-0.318494 |
-0.006566 |
0.108500 |
0.009447 |
-0.006346 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.50 |
10.19% |
$0.05 / 2 |
$0.10 / 4 |
164 / 1,170 |
118.190795% |
-0.051793 |
-0.002005 |
0.032245 |
0.002808 |
-0.000875 |
|
68 |
Legs |
07/21(53) |
PUT |
5.00 / 2.50 |
$40 / $210 / 0.19 |
66.99% / $0.03 / 0.01% / 0.08% |
73.52% / $4.60 |
$0.40 / $0.50 / $0.10 / 766 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
33.01% |
$0.50 / 1,606 |
$0.65 / 693 |
8 / 4,389 |
99.184989% |
-0.326879 |
-0.008204 |
0.133929 |
0.007820 |
-0.004008 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.50 |
7.23% |
0 / 0 |
$0.10 / 766 |
0 / 111 |
154.821185% |
-0.031446 |
-0.001645 |
0.026263 |
0.001533 |
-0.000332 |
|
173 |
Legs |
06/16(18) |
PUT |
5.00 / 2.50 |
$15 / $235 / 0.06 |
69.82% / $3.58 / 1.52% / 26.88% |
73.78% / $4.85 |
$0.15 / $0.20 / $0.05 / 803 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
30.18% |
$0.20 / 935 |
$0.30 / 466 |
256 / 5,337 |
89.456786% |
-0.320971 |
-0.013347 |
0.213963 |
0.004822 |
-0.001312 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.50 |
1.49% |
0 / 0 |
$0.05 / 803 |
0 / 340 |
209.167424% |
-0.003102 |
-0.000356 |
0.005634 |
0.000127 |
-0.000011 |
|
994 |
Legs |
06/02(4) |
CALL |
5.50 / 7.50 |
$10 / $190 / 0.05 |
53.05% / $3.29 / 1.73% / 105.61% |
58.74% / $5.60 |
$0.10 / $0.15 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
5.50 |
46.95% |
$0.15 / 2,021 |
$0.25 / 349 |
312 / 391 |
63.051263% |
0.532905 |
-0.025392 |
0.393980 |
0.003229 |
0.000554 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
7.50 |
0.52% |
0 / 0 |
$0.05 / 1 |
0 / 2 |
148.900223% |
0.054445 |
-0.006995 |
0.109353 |
0.000896 |
0.000061 |
|
931 |
Legs |
06/16(18) |
CALL |
5.50 / 8.00 |
$25 / $225 / 0.11 |
54.21% / $0.08 / 0.04% / 0.57% |
62.39% / $5.75 |
$0.25 / $0.35 / $0.10 / 775 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.50 |
45.79% |
$0.35 / 1,815 |
$0.50 / 671 |
20 / 80 |
79.049147% |
0.560642 |
-0.015298 |
0.235631 |
0.005310 |
0.001453 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
8.00 |
3.03% |
0 / 0 |
$0.10 / 775 |
0 / 10 |
122.164583% |
0.141077 |
-0.008593 |
0.133695 |
0.003013 |
0.000402 |
|
736 |
Legs |
08/18(81) |
CALL |
7.50 / 12.50 |
$20 / $480 / 0.04 |
82.36% / $2.17 / 0.45% / 1.88% |
83.94% / $7.70 |
$0.20 / $0.30 / $0.10 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
7.50 |
17.64% |
$0.30 / 799 |
$0.45 / 1,451 |
16 / 3,112 |
87.834547% |
0.419105 |
-0.007755 |
0.118778 |
0.010342 |
0.003642 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
12.50 |
1.59% |
$0.05 / 115 |
$0.10 / 2 |
0 / 773 |
100.195604% |
0.145492 |
-0.004496 |
0.069447 |
0.006047 |
0.001408 |
|
|
819 |
|
08/18(81) |
PUT |
4.50 / 2.00 |
$10 / $240 / 0.04 |
86.10% / $1.01 / 0.42% / 1.75% |
87.11% / $4.40 |
$0.10 / $0.13 / $0.03 / 202 |
0 / 0.00% / 85 |
5 |
Legs |
Vertical |
Bullish |
$6.19 (-1.59%) / 10.95M |
|
Earnings: 08/07 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
4.50 |
13.90% |
$0.13 / 453 |
$0.15 / 21 |
0 / 19,544 |
68.312297% |
-0.143860 |
-0.003032 |
0.095369 |
0.006800 |
-0.002572 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
1.75% |
0 / 0 |
$0.03 / 202 |
0 / 247 |
131.277096% |
-0.000728 |
-0.000035 |
0.001058 |
0.000075 |
-0.000012 |
|
684 |
Legs |
08/18(81) |
PUT |
5.00 / 2.00 |
$21 / $279 / 0.08 |
80.00% / $7.51 / 2.69% / 11.59% |
82.78% / $4.79 |
$0.21 / $0.24 / $0.03 / 202 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
20.00% |
$0.24 / 417 |
$0.27 / 197 |
7 / 15,534 |
67.404658% |
-0.215441 |
-0.003879 |
0.123059 |
0.008774 |
-0.003948 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
1.75% |
0 / 0 |
$0.03 / 202 |
0 / 247 |
131.277096% |
-0.000728 |
-0.000035 |
0.001058 |
0.000075 |
-0.000012 |
|
670 |
Legs |
08/18(81) |
PUT |
5.00 / 2.50 |
$20 / $230 / 0.09 |
80.00% / $4.59 / 2.00% / 8.51% |
82.66% / $4.80 |
$0.20 / $0.24 / $0.04 / 366 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
20.00% |
$0.24 / 417 |
$0.27 / 197 |
7 / 15,534 |
67.404658% |
-0.215441 |
-0.003879 |
0.123059 |
0.008774 |
-0.003948 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.50 |
2.71% |
0 / 0 |
$0.04 / 366 |
0 / 275 |
113.583528% |
-0.004663 |
-0.000186 |
0.005716 |
0.000408 |
-0.000077 |
|
656 |
Legs |
08/18(81) |
PUT |
5.00 / 3.00 |
$19 / $181 / 0.11 |
80.00% / $2.20 / 1.21% / 5.11% |
82.53% / $4.81 |
$0.19 / $0.24 / $0.05 / 338 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
20.00% |
$0.24 / 417 |
$0.27 / 197 |
7 / 15,534 |
67.404658% |
-0.215441 |
-0.003879 |
0.123059 |
0.008774 |
-0.003948 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.00 |
4.17% |
$0.01 / 742 |
$0.05 / 338 |
0 / 519 |
88.168573% |
-0.016869 |
-0.000571 |
0.017618 |
0.001256 |
-0.000283 |
|
605 |
Legs |
08/18(81) |
PUT |
5.00 / 3.50 |
$18 / $132 / 0.14 |
80.00% / $1.12 / 0.85% / 3.57% |
82.40% / $4.82 |
$0.18 / $0.24 / $0.06 / 223 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
20.00% |
$0.24 / 417 |
$0.27 / 197 |
7 / 15,534 |
67.404658% |
-0.215441 |
-0.003879 |
0.123059 |
0.008774 |
-0.003948 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.50 |
6.32% |
$0.03 / 1,083 |
$0.06 / 223 |
15 / 423 |
78.142874% |
-0.042700 |
-0.001231 |
0.038221 |
0.002725 |
-0.000730 |
|
345 |
Legs |
07/21(53) |
PUT |
5.00 / 3.00 |
$11 / $189 / 0.06 |
83.11% / $2.11 / 1.12% / 7.06% |
84.74% / $4.89 |
$0.11 / $0.14 / $0.03 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
16.89% |
$0.14 / 8 |
$0.16 / 197 |
22 / 10,056 |
65.031193% |
-0.191114 |
-0.004472 |
0.139899 |
0.006689 |
-0.002229 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
2.03% |
0 / 0 |
$0.03 / 163 |
1 / 63 |
107.153954% |
-0.006129 |
-0.000291 |
0.008900 |
0.000426 |
-0.000066 |
|
|
471 |
|
08/18(81) |
PUT |
5.00 / 1.00 |
$57 / $343 / 0.17 |
75.68% / $11.12 / 3.24% / 14.08% |
80.29% / $4.43 |
$0.57 / $0.65 / $0.08 / 449 |
47 / 26.71% / 24 |
5 |
Legs |
Vertical |
Bullish |
$6.47 (-1.52%) / 3.61M |
|
Earnings: 08/02 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
24.32% |
$0.65 / 553 |
$0.84 / 490 |
1 / 3,235 |
127.281949% |
-0.232880 |
-0.007132 |
0.074130 |
0.009488 |
-0.005357 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
5.35% |
0 / 0 |
$0.08 / 449 |
0 / 372 |
258.694757% |
-0.000601 |
-0.000051 |
0.000511 |
0.000065 |
-0.000011 |
|
387 |
Legs |
08/18(81) |
PUT |
5.00 / 2.00 |
$53 / $247 / 0.22 |
75.68% / $8.69 / 3.52% / 15.36% |
79.99% / $4.47 |
$0.53 / $0.65 / $0.12 / 368 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
24.32% |
$0.65 / 553 |
$0.84 / 490 |
1 / 3,235 |
127.281949% |
-0.232880 |
-0.007132 |
0.074130 |
0.009488 |
-0.005357 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
7.84% |
0 / 0 |
$0.12 / 368 |
0 / 184 |
181.505630% |
-0.015471 |
-0.000928 |
0.009429 |
0.001207 |
-0.000298 |
|
169 |
Legs |
08/18(81) |
PUT |
5.00 / 3.00 |
$45 / $155 / 0.29 |
75.68% / $8.01 / 5.17% / 23.14% |
79.39% / $4.55 |
$0.45 / $0.65 / $0.20 / 132 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
24.32% |
$0.65 / 553 |
$0.84 / 490 |
1 / 3,235 |
127.281949% |
-0.232880 |
-0.007132 |
0.074130 |
0.009488 |
-0.005357 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.00 |
11.49% |
$0.14 / 2 |
$0.20 / 132 |
3 / 560 |
138.197867% |
-0.063539 |
-0.002953 |
0.030202 |
0.003865 |
-0.001301 |
|
155 |
Legs |
07/21(53) |
PUT |
5.00 / 2.00 |
$31 / $269 / 0.12 |
77.35% / $0.41 / 0.15% / 0.95% |
80.39% / $4.69 |
$0.31 / $0.39 / $0.08 / 323 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
22.65% |
$0.39 / 772 |
$0.43 / 6 |
27 / 139 |
110.052137% |
-0.225114 |
-0.008635 |
0.088818 |
0.007623 |
-0.003172 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.00 |
5.15% |
0 / 0 |
$0.08 / 323 |
0 / 1 |
199.855177% |
-0.006221 |
-0.000514 |
0.005198 |
0.000446 |
-0.000075 |
|
385 |
Legs |
08/18(81) |
PUT |
6.00 / 1.00 |
$104 / $396 / 0.26 |
65.28% / $27.12 / 6.85% / 31.47% |
76.03% / $4.96 |
$1.04 / $1.12 / $0.08 / 176 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
34.72% |
$1.12 / 176 |
$1.38 / 165 |
1 / 4,808 |
127.228055% |
-0.328098 |
-0.008338 |
0.087597 |
0.011211 |
-0.007988 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
5.35% |
0 / 0 |
$0.08 / 449 |
0 / 372 |
258.694757% |
-0.000601 |
-0.000051 |
0.000511 |
0.000065 |
-0.000011 |
|
231 |
Legs |
08/18(81) |
PUT |
6.00 / 2.00 |
$100 / $300 / 0.33 |
65.28% / $21.96 / 7.32% / 33.88% |
75.68% / $5.00 |
$1.00 / $1.12 / $0.12 / 176 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
34.72% |
$1.12 / 176 |
$1.38 / 165 |
1 / 4,808 |
127.228055% |
-0.328098 |
-0.008338 |
0.087597 |
0.011211 |
-0.007988 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
7.84% |
0 / 0 |
$0.12 / 368 |
0 / 184 |
181.505630% |
-0.015471 |
-0.000928 |
0.009429 |
0.001207 |
-0.000298 |
|
|
24 |
|
07/21(53) |
PUT |
5.00 / 2.50 |
$40 / $210 / 0.19 |
70.88% / $9.91 / 4.72% / 32.76% |
77.53% / $4.60 |
$0.40 / $0.50 / $0.10 / 1 |
4 / 2.17% / 10 |
|
Legs |
Vertical |
Bullish |
$5.62 (+1.63%) / 229K |
|
Earnings: 08/09 |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
29.12% |
$0.50 / 1 |
$0.70 / 157 |
0 / 33 |
109.797134% |
-0.299648 |
-0.007040 |
0.144628 |
0.007786 |
-0.003563 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.50 |
4.73% |
0 / 0 |
$0.10 / 10 |
0 / 54 |
158.939889% |
-0.015344 |
-0.000801 |
0.016072 |
0.000865 |
-0.000160 |
|
267 |
|
06/16(18) |
PUT |
5.00 / 2.50 |
$40 / $210 / 0.19 |
63.98% / $0.59 / 0.28% / 4.48% |
71.67% / $4.60 |
$0.40 / $0.45 / $0.05 / 2 |
56 / 32.29% / 62 |
5 |
Legs |
Vertical |
Bullish |
$5.37 (+3.27%) / 16.52M |
|
|
|
Neutral / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
36.02% |
$0.45 / 2 |
$0.50 / 4,714 |
45 / 7,261 |
125.734846% |
-0.352617 |
-0.020390 |
0.152604 |
0.004869 |
-0.001597 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.50 |
6.52% |
0 / 0 |
$0.05 / 170 |
0 / 1 |
203.766992% |
-0.028499 |
-0.003596 |
0.026829 |
0.000856 |
-0.000111 |
|
326 |
Legs |
06/16(18) |
PUT |
5.00 / 2.00 |
$40 / $260 / 0.15 |
63.98% / $3.59 / 1.38% / 24.07% |
71.67% / $4.60 |
$0.40 / $0.45 / $0.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
36.02% |
$0.45 / 2 |
$0.50 / 4,714 |
45 / 7,261 |
125.734846% |
-0.352617 |
-0.020390 |
0.152604 |
0.004869 |
-0.001597 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.00 |
4.45% |
0 / 0 |
$0.05 / 2,696 |
12 / 365 |
256.061035% |
-0.008320 |
-0.001252 |
0.009337 |
0.000298 |
-0.000032 |
|
503 |
Legs |
06/09(11) |
PUT |
5.00 / 2.50 |
$25 / $225 / 0.11 |
64.56% / $0.10 / 0.05% / 1.05% |
70.53% / $4.75 |
$0.25 / $0.30 / $0.05 / 959 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
5.00 |
35.44% |
$0.30 / 959 |
$0.40 / 2,109 |
92 / 363 |
120.991131% |
-0.355940 |
-0.024826 |
0.185541 |
0.004036 |
-0.001032 |
ARCA / ETF |
Long (Buy) |
06/09/2023 (W) |
PUT |
2.50 |
3.76% |
0 / 0 |
$0.05 / 2,298 |
25 / 166 |
246.715594% |
-0.013313 |
-0.002283 |
0.017031 |
0.000370 |
-0.000034 |
|
512 |
Legs |
06/09(11) |
PUT |
5.00 / 2.00 |
$25 / $275 / 0.09 |
64.56% / $4.12 / 1.50% / 40.57% |
70.53% / $4.75 |
$0.25 / $0.30 / $0.05 / 959 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
5.00 |
35.44% |
$0.30 / 959 |
$0.40 / 2,109 |
92 / 363 |
120.991131% |
-0.355940 |
-0.024826 |
0.185541 |
0.004036 |
-0.001032 |
ARCA / ETF |
Long (Buy) |
06/09/2023 (W) |
PUT |
2.00 |
2.23% |
0 / 0 |
$0.05 / 1,559 |
0 / 31 |
310.030518% |
-0.002462 |
-0.000512 |
0.003815 |
0.000083 |
-0.000006 |
|
942 |
Legs |
06/02(4) |
CALL |
5.50 / 8.00 |
$15 / $235 / 0.06 |
59.57% / $3.31 / 1.41% / 79.90% |
65.07% / $5.65 |
$0.15 / $0.20 / $0.05 / 838 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
5.50 |
40.43% |
$0.20 / 6,449 |
$0.30 / 2,236 |
878 / 1,616 |
100.579953% |
0.513586 |
-0.036366 |
0.271888 |
0.003154 |
0.000489 |
ARCA / ETF |
Long (Buy) |
06/02/2023 (W) |
CALL |
8.00 |
1.20% |
0 / 0 |
$0.05 / 838 |
0 / 91 |
180.676232% |
0.091164 |
-0.014993 |
0.111894 |
0.001298 |
0.000095 |
|
818 |
Legs |
06/09(11) |
CALL |
5.50 / 8.00 |
$35 / $215 / 0.16 |
59.37% / $1.76 / 0.82% / 20.50% |
68.28% / $5.85 |
$0.35 / $0.40 / $0.05 / 150 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
5.50 |
40.63% |
$0.40 / 233 |
$0.50 / 3,817 |
249 / 747 |
119.949549% |
0.543947 |
-0.026326 |
0.197228 |
0.004290 |
0.000895 |
ARCA / ETF |
Long (Buy) |
06/09/2023 (W) |
CALL |
8.00 |
4.59% |
0 / 0 |
$0.05 / 150 |
0 / 83 |
131.970602% |
0.187368 |
-0.017941 |
0.134031 |
0.002916 |
0.000340 |
|
|
630 |
|
08/18(81) |
PUT |
5.00 / 1.00 |
$39 / $361 / 0.11 |
78.21% / $4.81 / 1.33% / 5.63% |
81.39% / $4.61 |
$0.39 / $0.45 / $0.06 / 1 |
12 / 10.32% / 6 |
5 |
Legs |
Vertical |
Bullish |
$6.73 (+2.44%) / 6.01M |
|
Earnings: 08/14 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
21.79% |
$0.45 / 1 |
$0.51 / 19 |
30 / 941 |
104.208767% |
-0.210683 |
-0.006307 |
0.074760 |
0.009287 |
-0.004737 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
4.04% |
0 / 0 |
$0.06 / 141 |
0 / 19 |
245.213012% |
-0.000171 |
-0.000015 |
0.000169 |
0.000021 |
-0.000003 |
|
337 |
Legs |
08/18(81) |
PUT |
5.00 / 4.00 |
$19 / $81 / 0.24 |
78.21% / $0.21 / 0.26% / 1.09% |
79.81% / $4.81 |
$0.19 / $0.45 / $0.26 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
21.79% |
$0.45 / 1 |
$0.51 / 19 |
30 / 941 |
104.208767% |
-0.210683 |
-0.006307 |
0.074760 |
0.009287 |
-0.004737 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
4.00 |
14.48% |
$0.17 / 237 |
$0.26 / 33 |
0 / 12,287 |
107.843269% |
-0.117198 |
-0.004336 |
0.050934 |
0.006327 |
-0.002498 |
|
438 |
Legs |
08/18(81) |
PUT |
6.00 / 1.00 |
$74 / $426 / 0.17 |
67.87% / $17.33 / 4.07% / 17.91% |
75.84% / $5.26 |
$0.74 / $0.80 / $0.06 / 63 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
32.13% |
$0.80 / 63 |
$0.92 / 13 |
2 / 1,398 |
99.705310% |
-0.312267 |
-0.007644 |
0.091630 |
0.011383 |
-0.007409 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
4.04% |
0 / 0 |
$0.06 / 141 |
0 / 19 |
245.213012% |
-0.000171 |
-0.000015 |
0.000169 |
0.000021 |
-0.000003 |
|
107 |
Legs |
08/18(81) |
PUT |
6.00 / 4.00 |
$54 / $146 / 0.37 |
67.87% / $4.54 / 3.11% / 13.49% |
73.87% / $5.46 |
$0.54 / $0.80 / $0.26 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
32.13% |
$0.80 / 63 |
$0.92 / 13 |
2 / 1,398 |
99.705310% |
-0.312267 |
-0.007644 |
0.091630 |
0.011383 |
-0.007409 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
4.00 |
14.48% |
$0.17 / 237 |
$0.26 / 33 |
0 / 12,287 |
107.843269% |
-0.117198 |
-0.004336 |
0.050934 |
0.006327 |
-0.002498 |
|
33 |
Legs |
07/21(53) |
PUT |
6.00 / 3.00 |
$50 / $250 / 0.20 |
68.24% / $4.75 / 1.90% / 12.28% |
74.97% / $5.50 |
$0.50 / $0.54 / $0.04 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
31.76% |
$0.54 / 669 |
$0.61 / 2 |
6 / 339 |
90.022794% |
-0.317836 |
-0.009522 |
0.112742 |
0.009392 |
-0.004655 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
6.57% |
0 / 0 |
$0.04 / 2 |
0 / 3 |
121.523277% |
-0.026532 |
-0.001678 |
0.019422 |
0.001618 |
-0.000336 |
|
73 |
Legs |
08/18(81) |
PUT |
6.00 / 5.00 |
$29 / $71 / 0.41 |
67.87% / $0.04 / 0.05% / 0.21% |
71.22% / $5.71 |
$0.29 / $0.80 / $0.51 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
32.13% |
$0.80 / 63 |
$0.92 / 13 |
2 / 1,398 |
99.705310% |
-0.312267 |
-0.007644 |
0.091630 |
0.011383 |
-0.007409 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
5.00 |
21.79% |
$0.45 / 1 |
$0.51 / 19 |
30 / 941 |
104.208767% |
-0.210683 |
-0.006307 |
0.074760 |
0.009287 |
-0.004737 |
|
|
29 |
|
07/21(53) |
PUT |
5.00 / 4.00 |
$34 / $66 / 0.52 |
64.75% / $3.09 / 4.68% / 32.47% |
70.50% / $4.66 |
$0.34 / $0.55 / $0.21 / 63 |
85 / 49.08% / 32 |
5 |
Legs |
Vertical |
Bullish |
$5.36 (-2.55%) / 638K |
|
|
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
35.25% |
$0.55 / 63 |
$0.63 / 167 |
12 / 620 |
95.510104% |
-0.342861 |
-0.008569 |
0.133085 |
0.007779 |
-0.004219 |
ARCA / ETF |
Long (Buy) |
07/21/2023 (M) |
PUT |
4.00 |
20.44% |
$0.17 / 279 |
$0.21 / 376 |
1 / 102 |
91.815561% |
-0.201211 |
-0.006622 |
0.101730 |
0.005946 |
-0.002319 |
|
404 |
Legs |
06/16(18) |
PUT |
5.00 / 2.00 |
$14 / $286 / 0.05 |
66.00% / $3.33 / 1.16% / 20.01% |
69.89% / $4.86 |
$0.14 / $0.16 / $0.02 / 497 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
34.00% |
$0.16 / 626 |
$0.19 / 4 |
54 / 1,587 |
64.772426% |
-0.350917 |
-0.014163 |
0.216066 |
0.004874 |
-0.001428 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.00 |
1.04% |
0 / 0 |
$0.02 / 497 |
0 / 15 |
215.065376% |
-0.000593 |
-0.000081 |
0.001212 |
0.000027 |
-0.000002 |
|
855 |
Legs |
06/16(18) |
CALL |
5.50 / 8.50 |
$23 / $277 / 0.08 |
58.66% / $5.29 / 1.91% / 34.72% |
65.66% / $5.73 |
$0.23 / $0.29 / $0.06 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.50 |
41.34% |
$0.29 / 23 |
$0.31 / 6 |
16 / 58 |
67.969156% |
0.534030 |
-0.015780 |
0.231649 |
0.005226 |
0.001346 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
CALL |
8.50 |
1.47% |
$0.02 / 141 |
$0.06 / 1,359 |
0 / 10 |
114.239802% |
0.101487 |
-0.006977 |
0.103383 |
0.002332 |
0.000284 |
|
431 |
Legs |
06/16(18) |
CALL |
6.00 / 8.50 |
$10 / $240 / 0.04 |
72.92% / $0.45 / 0.19% / 2.99% |
75.32% / $6.10 |
$0.10 / $0.16 / $0.06 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
6.00 |
27.08% |
$0.16 / 17 |
$0.19 / 100 |
113 / 11,690 |
74.961560% |
0.426168 |
-0.015519 |
0.228502 |
0.005155 |
0.001104 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
CALL |
8.50 |
1.47% |
$0.02 / 141 |
$0.06 / 1,359 |
0 / 10 |
114.239802% |
0.101487 |
-0.006977 |
0.103383 |
0.002332 |
0.000284 |
|
497 |
Legs |
07/21(53) |
CALL |
6.00 / 10.00 |
$36 / $364 / 0.10 |
68.28% / $4.23 / 1.16% / 7.36% |
73.80% / $6.36 |
$0.36 / $0.55 / $0.19 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
6.00 |
31.72% |
$0.55 / 66 |
$0.63 / 2 |
20 / 646 |
96.650754% |
0.520409 |
-0.009892 |
0.144251 |
0.008431 |
0.002987 |
ARCA / ETF |
Long (Buy) |
07/21/2023 (M) |
CALL |
10.00 |
2.92% |
$0.14 / 18 |
$0.19 / 3 |
5 / 531 |
122.190776% |
0.173809 |
-0.006309 |
0.092926 |
0.005431 |
0.001129 |
|
575 |
Legs |
07/21(53) |
CALL |
6.00 / 12.00 |
$39 / $561 / 0.07 |
68.28% / $17.31 / 3.09% / 20.54% |
74.22% / $6.39 |
$0.39 / $0.55 / $0.16 / 66 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
6.00 |
31.72% |
$0.55 / 66 |
$0.63 / 2 |
20 / 646 |
96.650754% |
0.520409 |
-0.009892 |
0.144251 |
0.008431 |
0.002987 |
ARCA / ETF |
Long (Buy) |
07/21/2023 (M) |
CALL |
12.00 |
0.82% |
$0.01 / 294 |
$0.16 / 318 |
0 / 79 |
124.673432% |
0.098056 |
-0.004244 |
0.062635 |
0.003661 |
0.000656 |
|
|
615 |
|
08/18(81) |
PUT |
5.00 / 1.00 |
$34 / $366 / 0.09 |
77.52% / $11.62 / 3.18% / 13.79% |
81.28% / $4.66 |
$0.34 / $0.38 / $0.04 / 7 |
8 / 5.90% / 85 |
5 |
Legs |
Vertical |
Bullish |
$6.31 (+1.12%) / 2.67M |
|
Earnings: 07/26 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
22.48% |
$0.38 / 7 |
$0.40 / 55 |
66 / 1,200 |
85.562340% |
-0.229890 |
-0.005092 |
0.101582 |
0.009200 |
-0.004564 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
2.11% |
0 / 0 |
$0.04 / 211 |
0 / 6 |
221.159256% |
-0.000019 |
-0.000001 |
0.000027 |
0.000002 |
0.000000 |
|
596 |
Legs |
08/18(81) |
PUT |
5.00 / 2.00 |
$31 / $269 / 0.12 |
77.52% / $5.20 / 1.93% / 8.22% |
80.97% / $4.69 |
$0.31 / $0.38 / $0.07 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
22.48% |
$0.38 / 7 |
$0.40 / 55 |
66 / 1,200 |
85.562340% |
-0.229890 |
-0.005092 |
0.101582 |
0.009200 |
-0.004564 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
3.93% |
$0.01 / 171 |
$0.07 / 435 |
0 / 722 |
139.972259% |
-0.003852 |
-0.000198 |
0.003833 |
0.000347 |
-0.000066 |
|
550 |
Legs |
08/18(81) |
PUT |
5.00 / 3.00 |
$27 / $173 / 0.16 |
77.52% / $1.05 / 0.61% / 2.54% |
80.55% / $4.73 |
$0.27 / $0.38 / $0.11 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
22.48% |
$0.38 / 7 |
$0.40 / 55 |
66 / 1,200 |
85.562340% |
-0.229890 |
-0.005092 |
0.101582 |
0.009200 |
-0.004564 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.00 |
7.20% |
$0.04 / 597 |
$0.11 / 279 |
0 / 148 |
108.899311% |
-0.034940 |
-0.001323 |
0.025820 |
0.002338 |
-0.000627 |
|
642 |
Legs |
08/18(81) |
PUT |
6.00 / 1.00 |
$73 / $427 / 0.17 |
62.94% / $27.50 / 6.44% / 29.41% |
74.12% / $5.27 |
$0.73 / $0.77 / $0.04 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
37.06% |
$0.77 / 11 |
$0.79 / 76 |
37 / 7,902 |
81.800565% |
-0.360895 |
-0.006176 |
0.125297 |
0.011348 |
-0.007572 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
2.11% |
0 / 0 |
$0.04 / 211 |
0 / 6 |
221.159256% |
-0.000019 |
-0.000001 |
0.000027 |
0.000002 |
0.000000 |
|
593 |
Legs |
08/18(81) |
PUT |
6.00 / 2.00 |
$70 / $330 / 0.21 |
62.94% / $18.41 / 5.58% / 25.14% |
73.72% / $5.30 |
$0.70 / $0.77 / $0.07 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
37.06% |
$0.77 / 11 |
$0.79 / 76 |
37 / 7,902 |
81.800565% |
-0.360895 |
-0.006176 |
0.125297 |
0.011348 |
-0.007572 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
3.93% |
$0.01 / 171 |
$0.07 / 435 |
0 / 722 |
139.972259% |
-0.003852 |
-0.000198 |
0.003833 |
0.000347 |
-0.000066 |
|
333 |
Legs |
06/16(18) |
PUT |
5.50 / 4.00 |
$10 / $140 / 0.07 |
78.74% / $1.20 / 0.86% / 14.44% |
81.09% / $5.40 |
$0.10 / $0.14 / $0.04 / 136 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.50 |
21.26% |
$0.14 / 136 |
$0.15 / 63 |
8 / 109 |
76.271417% |
-0.248188 |
-0.010711 |
0.208210 |
0.004881 |
-0.001093 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
2.59% |
0 / 0 |
$0.04 / 247 |
0 / 112 |
121.476906% |
-0.022987 |
-0.001862 |
0.035824 |
0.000840 |
-0.000096 |
|
|
96 |
|
07/21(53) |
PUT |
5.00 / 2.50 |
$25 / $225 / 0.11 |
68.35% / $0.77 / 0.34% / 2.11% |
73.51% / $4.75 |
$0.25 / $0.30 / $0.05 / 1 |
10 / 0.87% / 95 |
|
Legs |
Vertical |
Bullish |
$5.26 (+9.36%) / 186K |
|
Earnings: 06/14 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
31.65% |
$0.30 / 1 |
$1.20 / 807 |
0 / 105 |
120.738391% |
-0.325206 |
-0.006438 |
0.168884 |
0.007810 |
-0.003676 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.50 |
3.88% |
0 / 0 |
$0.05 / 58 |
0 / 510 |
130.243653% |
-0.012601 |
-0.000599 |
0.015285 |
0.000707 |
-0.000125 |
|
917 |
|
08/18(81) |
PUT |
5.00 / 2.00 |
$25 / $275 / 0.09 |
57.54% / $10.36 / 3.77% / 16.51% |
66.37% / $4.75 |
$0.25 / $0.35 / $0.10 / 1 |
5 / 1.05% / 45 |
|
Legs |
Vertical |
Bullish |
$5.05 (+3.48%) / 1.76M |
|
Earnings: 08/08 / Ex-Div: 06/20 ($0.10) |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
42.46% |
$0.35 / 1 |
$0.60 / 1,358 |
0 / 6,300 |
54.568350% |
-0.409708 |
-0.003421 |
0.262198 |
0.009497 |
-0.006109 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
0.71% |
0 / 0 |
$0.10 / 719 |
0 / 489 |
149.641810% |
-0.000299 |
-0.000010 |
0.000753 |
0.000027 |
-0.000004 |
|
603 |
|
08/18(81) |
PUT |
5.00 / 2.00 |
$23 / $277 / 0.08 |
74.28% / $4.30 / 1.55% / 6.57% |
78.00% / $4.77 |
$0.23 / $0.27 / $0.04 / 315 |
6 / 1.59% / 99 |
5 |
Legs |
Vertical |
Bullish |
$5.87 (+6.34%) / 10.08M |
|
Earnings: 08/04 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
25.72% |
$0.27 / 1,382 |
$0.35 / 26 |
0 / 20,309 |
64.396696% |
-0.271223 |
-0.004317 |
0.141192 |
0.009323 |
-0.004818 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
2.43% |
0 / 0 |
$0.04 / 315 |
0 / 51 |
133.284226% |
-0.001957 |
-0.000084 |
0.002648 |
0.000175 |
-0.000030 |
|
730 |
Legs |
06/02(4) |
CALL |
6.00 / 7.00 |
$6 / $94 / 0.06 |
64.56% / $1.36 / 1.45% / 82.90% |
68.87% / $6.06 |
$0.06 / $0.09 / $0.03 / 86 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
6.00 |
35.44% |
$0.09 / 86 |
$0.12 / 337 |
134 / 274 |
49.451835% |
0.435308 |
-0.018007 |
0.546739 |
0.003398 |
0.000509 |
NYSE / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
7.00 |
1.35% |
0 / 0 |
$0.03 / 441 |
0 / 267 |
87.123846% |
0.079128 |
-0.006690 |
0.204758 |
0.001273 |
0.000096 |
|
788 |
Legs |
06/09(11) |
CALL |
6.00 / 7.50 |
$10 / $140 / 0.07 |
61.36% / $2.27 / 1.62% / 44.45% |
66.66% / $6.10 |
$0.10 / $0.14 / $0.04 / 445 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
6.00 |
38.64% |
$0.14 / 445 |
$0.26 / 1,359 |
201 / 196 |
56.365119% |
0.470377 |
-0.013377 |
0.403497 |
0.004702 |
0.000994 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
7.50 |
1.38% |
0 / 0 |
$0.04 / 1,043 |
0 / 30 |
86.192367% |
0.081698 |
-0.005019 |
0.153189 |
0.001785 |
0.000182 |
|
723 |
Legs |
06/16(18) |
CALL |
6.00 / 8.00 |
$17 / $183 / 0.09 |
60.02% / $5.98 / 3.27% / 65.97% |
67.38% / $6.17 |
$0.17 / $0.22 / $0.05 / 139 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
6.00 |
39.98% |
$0.22 / 139 |
$0.27 / 70 |
24 / 1,010 |
54.082569% |
0.490219 |
-0.011129 |
0.333998 |
0.005708 |
0.001476 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
8.00 |
1.13% |
0 / 0 |
$0.05 / 1,716 |
0 / 64 |
88.605448% |
0.076488 |
-0.003950 |
0.120335 |
0.002057 |
0.000246 |
|
774 |
Legs |
06/16(18) |
CALL |
6.00 / 9.00 |
$19 / $281 / 0.07 |
60.02% / $10.86 / 3.86% / 81.68% |
68.20% / $6.19 |
$0.19 / $0.22 / $0.03 / 139 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
6.00 |
39.98% |
$0.22 / 139 |
$0.27 / 70 |
24 / 1,010 |
54.082569% |
0.490219 |
-0.011129 |
0.333998 |
0.005708 |
0.001476 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
9.00 |
0.09% |
0 / 0 |
$0.03 / 778 |
0 / 22 |
101.040372% |
0.022526 |
-0.001468 |
0.044840 |
0.000766 |
0.000074 |
|
765 |
Legs |
07/21(53) |
CALL |
6.00 / 10.00 |
$43 / $357 / 0.12 |
58.25% / $19.37 / 5.42% / 38.36% |
69.45% / $6.43 |
$0.43 / $0.47 / $0.04 / 86 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
6.00 |
41.75% |
$0.47 / 86 |
$0.53 / 60 |
7 / 22 |
60.025823% |
0.539523 |
-0.006997 |
0.206543 |
0.009146 |
0.003804 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
10.00 |
0.77% |
$0.01 / 25 |
$0.04 / 218 |
0 / 1 |
71.515662% |
0.073498 |
-0.002397 |
0.072520 |
0.003211 |
0.000582 |
|
|
832 |
|
06/16(18) |
PUT |
5.00 / 2.50 |
$20 / $230 / 0.09 |
53.35% / $6.34 / 2.76% / 53.49% |
61.89% / $4.80 |
$0.20 / $0.25 / $0.05 / 2 |
19 / 8.77% / 92 |
|
Legs |
Vertical |
Bullish |
$5.13 (+1.58%) / 84K |
|
Earnings: 08/08 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
46.65% |
$0.25 / 10 |
$0.45 / 582 |
2 / 634 |
70.725614% |
-0.440253 |
-0.013108 |
0.304956 |
0.004846 |
-0.001651 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.50 |
0.92% |
0 / 0 |
$0.05 / 2 |
0 / 425 |
190.665350% |
-0.001766 |
-0.000171 |
0.004452 |
0.000071 |
-0.000006 |
|
388 |
|
07/21(53) |
PUT |
5.00 / 3.00 |
$19 / $181 / 0.11 |
63.29% / $0.06 / 0.03% / 0.21% |
69.21% / $4.81 |
$0.19 / $0.27 / $0.08 / 16 |
17 / 11.99% / 82 |
5 |
Legs |
Vertical |
Bullish |
$5.24 (+1.16%) / 3.17M |
|
Earnings: 06/22 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
36.71% |
$0.27 / 16 |
$0.30 / 32 |
0 / 142 |
50.400805% |
-0.374380 |
-0.004949 |
0.239811 |
0.007826 |
-0.003821 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
3.45% |
0 / 0 |
$0.08 / 643 |
0 / 7 |
110.911821% |
-0.022262 |
-0.000719 |
0.033543 |
0.001095 |
-0.000204 |
|
346 |
Legs |
06/16(18) |
PUT |
5.00 / 3.00 |
$12 / $188 / 0.06 |
65.90% / $6.95 / 3.70% / 77.11% |
71.80% / $4.88 |
$0.12 / $0.13 / $0.01 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
34.10% |
$0.13 / 1,631 |
$0.16 / 326 |
59 / 4,225 |
49.416278% |
-0.365872 |
-0.008121 |
0.383134 |
0.004826 |
-0.001318 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.00 |
0.25% |
0 / 0 |
$0.01 / 10 |
150 / 1,547 |
114.967425% |
-0.001102 |
-0.000081 |
0.003749 |
0.000047 |
-0.000004 |
|
420 |
Legs |
06/09(11) |
PUT |
5.00 / 3.00 |
$8 / $192 / 0.04 |
67.90% / $5.29 / 2.76% / 86.46% |
72.61% / $4.92 |
$0.08 / $0.09 / $0.01 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
5.00 |
32.10% |
$0.09 / 41 |
$0.10 / 34 |
124 / 504 |
46.033746% |
-0.354453 |
-0.009798 |
0.458955 |
0.003941 |
-0.000848 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
PUT |
3.00 |
0.04% |
0 / 0 |
$0.01 / 16 |
0 / 3 |
139.013776% |
-0.000123 |
-0.000013 |
0.000595 |
0.000005 |
0.000000 |
|
414 |
Legs |
06/09(11) |
PUT |
5.00 / 4.00 |
$6 / $94 / 0.06 |
67.90% / $0.31 / 0.33% / 7.74% |
71.47% / $4.94 |
$0.06 / $0.09 / $0.03 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
5.00 |
32.10% |
$0.09 / 41 |
$0.10 / 34 |
124 / 504 |
46.033746% |
-0.354453 |
-0.009798 |
0.458955 |
0.003941 |
-0.000848 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
PUT |
4.00 |
2.07% |
$0.01 / 1 |
$0.03 / 30 |
1 / 33 |
85.091154% |
-0.035036 |
-0.002066 |
0.095390 |
0.000819 |
-0.000080 |
|
470 |
Legs |
06/09(11) |
CALL |
5.50 / 7.00 |
$6 / $144 / 0.04 |
69.69% / $3.36 / 2.33% / 69.68% |
73.13% / $5.56 |
$0.06 / $0.09 / $0.03 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
5.50 |
30.31% |
$0.09 / 298 |
$0.10 / 227 |
341 / 1,295 |
46.107771% |
0.404804 |
-0.010710 |
0.478002 |
0.004105 |
0.000781 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
7.00 |
0.28% |
0 / 0 |
$0.03 / 51 |
0 / 8 |
92.758305% |
0.036313 |
-0.002174 |
0.098230 |
0.000844 |
0.000073 |
|
397 |
Legs |
06/09(11) |
CALL |
5.50 / 6.50 |
$7 / $93 / 0.08 |
69.69% / $1.45 / 1.56% / 42.46% |
73.68% / $5.57 |
$0.07 / $0.09 / $0.02 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
5.50 |
30.31% |
$0.09 / 298 |
$0.10 / 227 |
341 / 1,295 |
46.107771% |
0.404804 |
-0.010710 |
0.478002 |
0.004105 |
0.000781 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
6.50 |
1.89% |
$0.01 / 16 |
$0.02 / 7 |
10 / 353 |
64.036876% |
0.093825 |
-0.004583 |
0.206572 |
0.001774 |
0.000188 |
|
|
815 |
|
08/18(81) |
PUT |
5.00 / 1.00 |
$19 / $381 / 0.05 |
87.38% / $4.80 / 1.26% / 5.31% |
88.46% / $4.81 |
$0.19 / $0.25 / $0.06 / 340 |
5 / 2.41% / 80 |
5 |
Legs |
Vertical |
Bullish |
$7.71 (+1.31%) / 14.52M |
|
Earnings: 08/02 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
12.62% |
$0.25 / 795 |
$0.35 / 355 |
0 / 4,417 |
104.556442% |
-0.110668 |
-0.003939 |
0.051449 |
0.007159 |
-0.002591 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
1.72% |
0 / 0 |
$0.06 / 340 |
0 / 267 |
258.120455% |
-0.000002 |
0.000000 |
0.000002 |
0.000000 |
0.000000 |
|
805 |
Legs |
08/18(81) |
PUT |
5.00 / 2.00 |
$18 / $282 / 0.06 |
87.38% / $2.20 / 0.78% / 3.26% |
88.41% / $4.82 |
$0.18 / $0.25 / $0.07 / 310 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
5.00 |
12.62% |
$0.25 / 795 |
$0.35 / 355 |
0 / 4,417 |
104.556442% |
-0.110668 |
-0.003939 |
0.051449 |
0.007159 |
-0.002591 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
2.88% |
0 / 0 |
$0.07 / 310 |
0 / 4,913 |
176.650128% |
-0.000727 |
-0.000053 |
0.000684 |
0.000095 |
-0.000015 |
|
628 |
Legs |
08/18(81) |
PUT |
6.00 / 1.00 |
$44 / $456 / 0.10 |
80.09% / $20.14 / 4.42% / 19.55% |
83.66% / $5.56 |
$0.44 / $0.50 / $0.06 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
19.91% |
$0.50 / 9 |
$0.55 / 5 |
6 / 14,216 |
96.363082% |
-0.202471 |
-0.005825 |
0.076833 |
0.010691 |
-0.004941 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
1.00 |
1.72% |
0 / 0 |
$0.06 / 340 |
0 / 267 |
258.120455% |
-0.000002 |
0.000000 |
0.000002 |
0.000000 |
0.000000 |
|
590 |
Legs |
08/18(81) |
PUT |
6.00 / 2.00 |
$43 / $357 / 0.12 |
80.09% / $15.58 / 4.36% / 19.30% |
83.58% / $5.57 |
$0.43 / $0.50 / $0.07 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
19.91% |
$0.50 / 9 |
$0.55 / 5 |
6 / 14,216 |
96.363082% |
-0.202471 |
-0.005825 |
0.076833 |
0.010691 |
-0.004941 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.00 |
2.88% |
0 / 0 |
$0.07 / 310 |
0 / 4,913 |
176.650128% |
-0.000727 |
-0.000053 |
0.000684 |
0.000095 |
-0.000015 |
|
566 |
Legs |
08/18(81) |
PUT |
6.00 / 3.00 |
$38 / $262 / 0.15 |
80.09% / $9.17 / 3.50% / 15.28% |
83.21% / $5.62 |
$0.38 / $0.50 / $0.12 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
19.91% |
$0.50 / 9 |
$0.55 / 5 |
6 / 14,216 |
96.363082% |
-0.202471 |
-0.005825 |
0.076833 |
0.010691 |
-0.004941 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.00 |
4.77% |
$0.05 / 308 |
$0.12 / 482 |
0 / 911 |
133.306471% |
-0.010276 |
-0.000577 |
0.007435 |
0.001035 |
-0.000223 |
|
286 |
Legs |
07/21(53) |
PUT |
6.00 / 3.00 |
$22 / $278 / 0.08 |
82.99% / $5.73 / 2.06% / 13.37% |
85.02% / $5.78 |
$0.22 / $0.29 / $0.07 / 285 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
17.01% |
$0.29 / 523 |
$0.35 / 432 |
7 / 233 |
92.333416% |
-0.180386 |
-0.006707 |
0.087413 |
0.008156 |
-0.002769 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
2.50% |
0 / 0 |
$0.07 / 285 |
0 / 1,200 |
155.363972% |
-0.003213 |
-0.000253 |
0.003238 |
0.000302 |
-0.000045 |
|
|
213 |
|
07/21(53) |
PUT |
5.00 / 3.00 |
$12 / $188 / 0.06 |
78.55% / $4.60 / 2.44% / 16.00% |
81.28% / $4.88 |
$0.12 / $0.15 / $0.03 / 19 |
0 / 0.00% / 93 |
5 |
Legs |
Vertical |
Bullish |
$5.79 (+0.52%) / 5.02M |
|
Earnings: 08/03 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
21.45% |
$0.15 / 19 |
$0.16 / 20 |
16 / 219 |
52.633815% |
-0.246122 |
-0.004072 |
0.204082 |
0.007171 |
-0.002620 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
1.32% |
0 / 0 |
$0.03 / 250 |
0 / 21 |
98.796735% |
-0.004764 |
-0.000184 |
0.008972 |
0.000315 |
-0.000047 |
|
149 |
Legs |
06/16(18) |
PUT |
5.50 / 4.00 |
$14 / $136 / 0.10 |
67.79% / $7.13 / 5.25% / 123.71% |
74.57% / $5.36 |
$0.14 / $0.15 / $0.01 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.50 |
32.21% |
$0.15 / 110 |
$0.16 / 16 |
31 / 184 |
48.924336% |
-0.353466 |
-0.007837 |
0.387526 |
0.005256 |
-0.001379 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
0.85% |
0 / 0 |
$0.01 / 12 |
0 / 194 |
78.368525% |
-0.011056 |
-0.000626 |
0.030330 |
0.000411 |
-0.000041 |
|
245 |
Legs |
06/16(18) |
PUT |
5.50 / 3.00 |
$13 / $237 / 0.06 |
67.79% / $8.69 / 3.66% / 76.28% |
74.12% / $5.37 |
$0.13 / $0.15 / $0.02 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.50 |
32.21% |
$0.15 / 110 |
$0.16 / 16 |
31 / 184 |
48.924336% |
-0.353466 |
-0.007837 |
0.387526 |
0.005256 |
-0.001379 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.00 |
0.03% |
0 / 0 |
$0.02 / 2 |
0 / 21 |
146.454695% |
-0.000030 |
-0.000003 |
0.000131 |
0.000002 |
0.000000 |
|
495 |
Legs |
06/02(4) |
CALL |
6.00 / 7.00 |
$4 / $96 / 0.04 |
73.24% / $2.55 / 2.65% / 200.23% |
76.35% / $6.04 |
$0.04 / $0.05 / $0.01 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
6.00 |
26.76% |
$0.05 / 350 |
$0.06 / 326 |
348 / 317 |
41.502056% |
0.364168 |
-0.013798 |
0.649390 |
0.003203 |
0.000430 |
NYSE / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
7.00 |
0.20% |
0 / 0 |
$0.01 / 42 |
0 / 1,067 |
73.380302% |
0.029879 |
-0.002470 |
0.117257 |
0.000578 |
0.000036 |
|
459 |
Legs |
06/09(11) |
CALL |
6.00 / 7.00 |
$8 / $92 / 0.09 |
67.72% / $2.06 / 2.24% / 66.20% |
72.56% / $6.08 |
$0.08 / $0.11 / $0.03 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
6.00 |
32.28% |
$0.11 / 37 |
$0.12 / 13 |
35 / 191 |
44.553731% |
0.414545 |
-0.010533 |
0.492102 |
0.004551 |
0.000891 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
7.00 |
1.85% |
$0.01 / 13 |
$0.03 / 61 |
1 / 199 |
61.247532% |
0.090613 |
-0.004364 |
0.206086 |
0.001906 |
0.000202 |
|
514 |
Legs |
06/09(11) |
CALL |
6.00 / 7.50 |
$8 / $142 / 0.06 |
67.72% / $4.71 / 3.31% / 111.05% |
72.56% / $6.08 |
$0.08 / $0.11 / $0.03 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
6.00 |
32.28% |
$0.11 / 37 |
$0.12 / 13 |
35 / 191 |
44.553731% |
0.414545 |
-0.010533 |
0.492102 |
0.004551 |
0.000891 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
7.50 |
0.25% |
$0.01 / 1 |
$0.03 / 722 |
54 / 166 |
77.439144% |
0.032973 |
-0.001963 |
0.092898 |
0.000859 |
0.000074 |
|
|
232 |
|
06/16(18) |
PUT |
5.00 / 2.50 |
$10 / $240 / 0.04 |
68.73% / $5.32 / 2.22% / 41.22% |
72.42% / $4.90 |
$0.10 / $0.15 / $0.05 / 2,586 |
26 / 12.47% / 99 |
|
Legs |
Vertical |
Bullish |
$5.39 (-1.10%) / 4.04M |
|
Earnings: 08/10 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
31.27% |
$0.15 / 2,586 |
$0.25 / 1,557 |
49 / 452 |
70.217705% |
-0.338098 |
-0.010149 |
0.291718 |
0.004802 |
-0.001284 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.50 |
0.32% |
0 / 0 |
$0.05 / 12,106 |
0 / 6,608 |
204.690912% |
-0.000367 |
-0.000038 |
0.001065 |
0.000018 |
-0.000001 |
|
791 |
|
06/16(18) |
PUT |
5.00 / 2.50 |
$10 / $240 / 0.04 |
57.32% / $4.49 / 1.87% / 33.89% |
62.24% / $4.90 |
$0.10 / $0.20 / $0.10 / 2 |
0 / 0.00% / 84 |
|
Legs |
Vertical |
Bullish |
$5.12 (+5.79%) / 1.06M |
|
Earnings: 08/08 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
42.68% |
$0.20 / 2 |
$0.30 / 677 |
10 / 110 |
59.546479% |
-0.426445 |
-0.009551 |
0.354099 |
0.004881 |
-0.001542 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.50 |
0.26% |
0 / 0 |
$0.10 / 403 |
0 / 2 |
232.016936% |
-0.000392 |
-0.000035 |
0.001279 |
0.000018 |
-0.000001 |
|
182 |
|
06/16(18) |
PUT |
5.00 / 3.50 |
$8 / $142 / 0.06 |
71.93% / $5.07 / 3.57% / 73.79% |
76.27% / $4.92 |
$0.08 / $0.10 / $0.02 / 1 |
12 / 10.33% / 25 |
5 |
Legs |
Vertical |
Bullish |
$5.29 (+1.93%) / 5.35M |
|
Earnings: 08/03 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
28.07% |
$0.10 / 1,875 |
$0.11 / 455 |
36 / 1,431 |
44.504998% |
-0.321960 |
-0.006367 |
0.443274 |
0.004656 |
-0.001138 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.50 |
0.24% |
0 / 0 |
$0.02 / 1 |
0 / 400 |
100.386554% |
-0.002593 |
-0.000146 |
0.009920 |
0.000104 |
-0.000009 |
|
215 |
Legs |
06/16(18) |
PUT |
5.00 / 3.00 |
$8 / $192 / 0.04 |
71.93% / $5.65 / 2.94% / 57.93% |
76.27% / $4.92 |
$0.08 / $0.10 / $0.02 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
28.07% |
$0.10 / 1,875 |
$0.11 / 455 |
36 / 1,431 |
44.504998% |
-0.321960 |
-0.006367 |
0.443274 |
0.004656 |
-0.001138 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.00 |
0.03% |
0 / 0 |
$0.02 / 1 |
0 / 357 |
131.628672% |
-0.000071 |
-0.000005 |
0.000356 |
0.000004 |
0.000000 |
|
168 |
Legs |
06/16(18) |
PUT |
5.00 / 4.00 |
$7 / $93 / 0.08 |
71.93% / $2.05 / 2.21% / 41.08% |
75.75% / $4.93 |
$0.07 / $0.10 / $0.03 / 335 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
28.07% |
$0.10 / 1,875 |
$0.11 / 455 |
36 / 1,431 |
44.504998% |
-0.321960 |
-0.006367 |
0.443274 |
0.004656 |
-0.001138 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
1.64% |
$0.01 / 52 |
$0.03 / 335 |
0 / 1,463 |
72.681708% |
-0.027318 |
-0.001139 |
0.077828 |
0.000817 |
-0.000092 |
|
554 |
Legs |
06/23(25) |
CALL |
5.50 / 7.00 |
$7 / $143 / 0.05 |
63.74% / $1.61 / 1.13% / 14.40% |
67.55% / $5.57 |
$0.07 / $0.14 / $0.07 / 186 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
CALL |
5.50 |
36.26% |
$0.14 / 186 |
$0.17 / 127 |
341 / 1,480 |
39.598637% |
0.454239 |
-0.006588 |
0.426743 |
0.005908 |
0.001680 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
CALL |
7.00 |
1.00% |
0 / 0 |
$0.07 / 1,427 |
0 / 229 |
79.367172% |
0.068272 |
-0.002147 |
0.141840 |
0.001964 |
0.000266 |
|
380 |
Legs |
06/16(18) |
CALL |
5.50 / 6.50 |
$11 / $89 / 0.12 |
65.38% / $2.90 / 3.26% / 65.84% |
71.98% / $5.61 |
$0.11 / $0.14 / $0.03 / 303 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.50 |
34.62% |
$0.14 / 1,155 |
$0.15 / 565 |
2,060 / 8,916 |
43.815352% |
0.435827 |
-0.007476 |
0.486833 |
0.005113 |
0.001245 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
6.50 |
2.44% |
$0.02 / 1,265 |
$0.03 / 303 |
250 / 18 |
56.298408% |
0.104886 |
-0.003400 |
0.224655 |
0.002360 |
0.000311 |
|
527 |
Legs |
06/16(18) |
CALL |
5.50 / 7.50 |
$11 / $189 / 0.06 |
65.38% / $7.02 / 3.71% / 77.56% |
71.98% / $5.61 |
$0.11 / $0.14 / $0.03 / 329 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.50 |
34.62% |
$0.14 / 1,155 |
$0.15 / 565 |
2,060 / 8,916 |
43.815352% |
0.435827 |
-0.007476 |
0.486833 |
0.005113 |
0.001245 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
7.50 |
0.05% |
$0.02 / 1 |
$0.03 / 329 |
0 / 4 |
84.263186% |
0.014255 |
-0.000675 |
0.044817 |
0.000471 |
0.000043 |
|
|
135 |
|
07/21(53) |
PUT |
5.00 / 4.00 |
$5 / $95 / 0.05 |
70.24% / $0.76 / 0.80% / 5.02% |
73.25% / $4.95 |
$0.05 / $0.15 / $0.10 / 1,086 |
0 / 0.00% / 89 |
|
Legs |
Vertical |
Bullish |
$5.25 (+2.14%) / 8M |
|
Earnings: 07/13 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
5.00 |
29.76% |
$0.15 / 1,234 |
$0.20 / 15 |
206 / 1,672 |
36.157746% |
-0.334208 |
-0.002338 |
0.475196 |
0.007529 |
-0.003026 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
4.00 |
1.48% |
0 / 0 |
$0.10 / 1,086 |
0 / 660 |
68.896327% |
-0.025002 |
-0.000385 |
0.076474 |
0.001212 |
-0.000217 |
|
644 |
|
06/16(18) |
PUT |
5.00 / 4.00 |
$5 / $95 / 0.05 |
61.20% / $0.04 / 0.04% / 0.69% |
65.01% / $4.95 |
$0.05 / $0.10 / $0.05 / 2 |
6 / 14.76% / 95 |
|
Legs |
Vertical |
Bullish |
$5.15 (+1.58%) / 1.42M |
|
Earnings: 08/10 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.00 |
38.80% |
$0.10 / 2 |
$0.15 / 11 |
0 / 655 |
35.933610% |
-0.406562 |
-0.005912 |
0.557105 |
0.004860 |
-0.001384 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
1.61% |
0 / 0 |
$0.05 / 431 |
0 / 74 |
82.791977% |
-0.030557 |
-0.001077 |
0.099250 |
0.000866 |
-0.000099 |
|
948 |
|
06/09(11) |
CALL |
5.00 / 6.00 |
$9 / $91 / 0.10 |
53.21% / $0.86 / 0.95% / 24.17% |
60.66% / $5.09 |
$0.09 / $0.16 / $0.07 / 26 |
10 / 17.00% / 99 |
5 |
Legs |
Vertical |
Bearish |
$4.97 (-2.36%) / 14.01M |
|
Earnings: 08/03 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
5.00 |
46.79% |
$0.16 / 26 |
$0.19 / 10 |
40 / 975 |
45.207066% |
0.517932 |
-0.009283 |
0.588667 |
0.004019 |
0.000951 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
6.00 |
2.15% |
$0.01 / 3 |
$0.07 / 2,134 |
0 / 102 |
72.673511% |
0.097694 |
-0.003950 |
0.254834 |
0.001740 |
0.000188 |
|
955 |
Legs |
06/02(4) |
CALL |
5.00 / 6.00 |
$9 / $91 / 0.10 |
53.73% / $4.35 / 4.78% / 609.84% |
63.99% / $5.09 |
$0.09 / $0.10 / $0.01 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
5.00 |
46.27% |
$0.10 / 59 |
$0.13 / 63 |
326 / 724 |
42.268872% |
0.503710 |
-0.012617 |
0.806846 |
0.002938 |
0.000508 |
NYSE / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
6.00 |
0.26% |
0 / 0 |
$0.01 / 12 |
0 / 272 |
72.735444% |
0.033981 |
-0.002351 |
0.152536 |
0.000555 |
0.000036 |
|
962 |
Legs |
06/09(11) |
CALL |
5.00 / 6.50 |
$9 / $141 / 0.06 |
53.21% / $4.20 / 2.98% / 96.04% |
60.66% / $5.09 |
$0.09 / $0.16 / $0.07 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
5.00 |
46.79% |
$0.16 / 26 |
$0.19 / 10 |
40 / 975 |
45.207066% |
0.517932 |
-0.009283 |
0.588667 |
0.004019 |
0.000951 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
6.50 |
0.20% |
0 / 0 |
$0.07 / 2,082 |
0 / 20 |
108.966384% |
0.029851 |
-0.001547 |
0.100088 |
0.000683 |
0.000058 |
|
766 |
Legs |
06/16(18) |
CALL |
5.00 / 6.00 |
$18 / $82 / 0.22 |
53.06% / $1.81 / 2.20% / 40.93% |
65.03% / $5.18 |
$0.18 / $0.21 / $0.03 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
46.94% |
$0.21 / 833 |
$0.24 / 130 |
148 / 12,550 |
47.115611% |
0.527364 |
-0.007704 |
0.485422 |
0.004861 |
0.001388 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
6.00 |
4.73% |
$0.02 / 35 |
$0.03 / 27 |
86 / 15,104 |
52.948669% |
0.149721 |
-0.004425 |
0.284018 |
0.002844 |
0.000413 |
|
905 |
Legs |
06/16(18) |
CALL |
5.00 / 7.00 |
$19 / $181 / 0.11 |
53.06% / $9.60 / 5.30% / 125.70% |
65.65% / $5.19 |
$0.19 / $0.21 / $0.02 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
46.94% |
$0.21 / 833 |
$0.24 / 130 |
148 / 12,550 |
47.115611% |
0.527364 |
-0.007704 |
0.485422 |
0.004861 |
0.001388 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
7.00 |
0.13% |
0 / 0 |
$0.02 / 22 |
1 / 13,589 |
80.041849% |
0.024249 |
-0.001076 |
0.069481 |
0.000696 |
0.000068 |
|
700 |
Legs |
06/30(32) |
CALL |
5.00 / 6.50 |
$22 / $128 / 0.17 |
53.05% / $3.55 / 2.77% / 30.38% |
64.41% / $5.22 |
$0.22 / $0.27 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
CALL |
5.00 |
46.95% |
$0.27 / 1 |
$0.31 / 1 |
50 / 69 |
46.530720% |
0.540996 |
-0.006065 |
0.378357 |
0.006200 |
0.002244 |
NYSE / Stock |
Long (Buy) |
06/30/2023 (W) |
CALL |
6.50 |
3.13% |
0 / 0 |
$0.05 / 1,309 |
0 / 112 |
63.601894% |
0.126822 |
-0.003100 |
0.198259 |
0.003249 |
0.000562 |
|
|
343 |
|
06/16(18) |
CALL |
5.00 / 6.00 |
$10 / $90 / 0.11 |
67.28% / $1.25 / 1.39% / 24.36% |
72.59% / $5.10 |
$0.10 / $0.15 / $0.05 / 1 |
4 / 2.05% / 17 |
1 |
Legs |
Vertical |
Bearish |
$4.80 (+2.35%) / 3.69M |
|
Earnings: 08/09 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
32.72% |
$0.15 / 1 |
$0.20 / 3,773 |
61 / 51,448 |
59.384713% |
0.431560 |
-0.008136 |
0.443785 |
0.004579 |
0.001081 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
6.00 |
3.18% |
0 / 0 |
$0.05 / 9 |
1 / 935 |
76.064487% |
0.125243 |
-0.004217 |
0.232736 |
0.002401 |
0.000327 |
|
476 |
Legs |
06/16(18) |
CALL |
5.00 / 7.00 |
$10 / $190 / 0.05 |
67.28% / $6.28 / 3.30% / 66.85% |
72.59% / $5.10 |
$0.10 / $0.15 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
32.72% |
$0.15 / 1 |
$0.20 / 3,773 |
61 / 51,448 |
59.384713% |
0.431560 |
-0.008136 |
0.443785 |
0.004579 |
0.001081 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
7.00 |
0.12% |
0 / 0 |
$0.05 / 3 |
0 / 114 |
108.874089% |
0.024133 |
-0.001155 |
0.064062 |
0.000661 |
0.000064 |
|
|
930 |
|
06/16(18) |
CALL |
5.00 / 7.00 |
$10 / $190 / 0.05 |
55.13% / $3.66 / 1.93% / 35.07% |
60.79% / $5.10 |
$0.10 / $0.20 / $0.10 / 3 |
26 / 22.82% / 54 |
5 |
Legs |
Vertical |
Bearish |
$4.92 (+4.24%) / 3.77M |
|
Earnings: 07/27 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
44.87% |
$0.20 / 690 |
$0.35 / 549 |
1 / 66 |
61.621354% |
0.522468 |
-0.009099 |
0.408701 |
0.004836 |
0.001335 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
7.00 |
0.48% |
0 / 0 |
$0.10 / 3 |
0 / 110 |
119.595842% |
0.049378 |
-0.002290 |
0.104774 |
0.001240 |
0.000136 |
|
927 |
Legs |
06/16(18) |
CALL |
5.00 / 8.00 |
$15 / $285 / 0.05 |
55.13% / $8.16 / 2.86% / 56.02% |
63.50% / $5.15 |
$0.15 / $0.20 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
44.87% |
$0.20 / 690 |
$0.35 / 549 |
1 / 66 |
61.621354% |
0.522468 |
-0.009099 |
0.408701 |
0.004836 |
0.001335 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
8.00 |
0.02% |
0 / 0 |
$0.05 / 1 |
0 / 2,647 |
125.958792% |
0.009944 |
-0.000593 |
0.027214 |
0.000322 |
0.000028 |
|
940 |
Legs |
07/21(53) |
CALL |
5.00 / 9.00 |
$20 / $380 / 0.05 |
55.09% / $8.90 / 2.34% / 15.30% |
61.97% / $5.20 |
$0.20 / $0.40 / $0.20 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
44.91% |
$0.40 / 48 |
$0.50 / 450 |
2 / 11 |
59.401046% |
0.558106 |
-0.005699 |
0.251611 |
0.007713 |
0.003350 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
9.00 |
0.27% |
0 / 0 |
$0.20 / 1,154 |
0 / 2,524 |
128.924132% |
0.043939 |
-0.001303 |
0.059273 |
0.001817 |
0.000300 |
|
939 |
Legs |
07/21(53) |
CALL |
5.00 / 11.00 |
$30 / $570 / 0.05 |
55.09% / $16.39 / 2.88% / 19.04% |
65.20% / $5.30 |
$0.30 / $0.40 / $0.10 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
44.91% |
$0.40 / 48 |
$0.50 / 450 |
2 / 11 |
59.401046% |
0.558106 |
-0.005699 |
0.251611 |
0.007713 |
0.003350 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
11.00 |
0.01% |
0 / 0 |
$0.10 / 479 |
0 / 36 |
130.766451% |
0.009661 |
-0.000361 |
0.016485 |
0.000505 |
0.000067 |
|
721 |
Legs |
07/21(53) |
CALL |
5.00 / 7.00 |
$35 / $165 / 0.21 |
55.09% / $3.05 / 1.85% / 11.91% |
66.75% / $5.35 |
$0.35 / $0.40 / $0.05 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
44.91% |
$0.40 / 48 |
$0.50 / 450 |
2 / 11 |
59.401046% |
0.558106 |
-0.005699 |
0.251611 |
0.007713 |
0.003350 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
7.00 |
5.00% |
0 / 0 |
$0.05 / 5 |
0 / 1,133 |
61.109779% |
0.180231 |
-0.003708 |
0.167406 |
0.005132 |
0.001183 |
|
840 |
Legs |
07/21(53) |
CALL |
5.00 / 8.00 |
$35 / $265 / 0.13 |
55.09% / $12.53 / 4.73% / 32.83% |
66.75% / $5.35 |
$0.35 / $0.40 / $0.05 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
44.91% |
$0.40 / 48 |
$0.50 / 450 |
2 / 11 |
59.401046% |
0.558106 |
-0.005699 |
0.251611 |
0.007713 |
0.003350 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
8.00 |
1.23% |
0 / 0 |
$0.05 / 159 |
0 / 5,319 |
77.659541% |
0.090870 |
-0.002299 |
0.104261 |
0.003196 |
0.000610 |
|
|
216 |
|
07/21(53) |
CALL |
5.00 / 7.50 |
$15 / $235 / 0.06 |
75.66% / $6.83 / 2.91% / 19.27% |
79.25% / $5.15 |
$0.15 / $0.25 / $0.10 / 2 |
0 / 0.00% / 62 |
|
Legs |
Vertical |
Bearish |
$4.4459 (-6.99%) / 1.84M |
|
Earnings: 08/10 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
24.34% |
$0.25 / 2 |
$0.35 / 1 |
0 / 2 |
77.679193% |
0.411462 |
-0.005369 |
0.255623 |
0.006627 |
0.002186 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
7.50 |
0.97% |
0 / 0 |
$0.10 / 149 |
0 / 3 |
104.285603% |
0.085043 |
-0.002118 |
0.102273 |
0.002651 |
0.000491 |
|
220 |
|
07/21(53) |
CALL |
5.00 / 7.00 |
$15 / $185 / 0.08 |
72.48% / $4.26 / 2.30% / 15.00% |
76.67% / $5.15 |
$0.15 / $0.20 / $0.05 / 1 |
0 / 0.00% / 33 |
1 |
Legs |
Vertical |
Bearish |
$4.49 (-2.18%) / 3.21M |
|
Earnings: 08/10 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
27.52% |
$0.20 / 73 |
$0.25 / 219 |
45 / 3,396 |
58.832506% |
0.429502 |
-0.005139 |
0.273416 |
0.006906 |
0.002391 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
7.00 |
1.84% |
0 / 0 |
$0.05 / 1 |
0 / 6,711 |
75.940257% |
0.111206 |
-0.002441 |
0.131947 |
0.003333 |
0.000667 |
|
316 |
Legs |
07/21(53) |
CALL |
5.00 / 8.00 |
$15 / $285 / 0.05 |
72.48% / $8.75 / 3.07% / 20.42% |
76.67% / $5.15 |
$0.15 / $0.20 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
27.52% |
$0.20 / 73 |
$0.25 / 219 |
45 / 3,396 |
58.832506% |
0.429502 |
-0.005139 |
0.273416 |
0.006906 |
0.002391 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
8.00 |
0.37% |
0 / 0 |
$0.05 / 1 |
0 / 526 |
91.895861% |
0.051144 |
-0.001348 |
0.073114 |
0.001847 |
0.000313 |
|
|
417 |
|
06/16(18) |
CALL |
5.00 / 7.50 |
$15 / $235 / 0.06 |
75.03% / $0.89 / 0.38% / 6.15% |
77.96% / $5.15 |
$0.15 / $0.20 / $0.05 / 328 |
46 / 33.29% / 79 |
|
Legs |
Vertical |
Bearish |
$4.23 (-0.47%) / 5.39M |
|
Earnings: 08/08 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
24.97% |
$0.20 / 328 |
$0.30 / 5,384 |
1,240 / 10,127 |
120.445068% |
0.444850 |
-0.017152 |
0.208988 |
0.004118 |
0.000840 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
7.50 |
2.34% |
0 / 0 |
$0.05 / 1,147 |
452 / 4,289 |
146.820179% |
0.147077 |
-0.009951 |
0.121709 |
0.002398 |
0.000304 |
|
487 |
|
07/21(53) |
CALL |
5.00 / 8.00 |
$15 / $285 / 0.05 |
69.12% / $1.70 / 0.60% / 3.72% |
72.68% / $5.15 |
$0.15 / $0.25 / $0.10 / 405 |
0 / 0.00% / 42 |
|
Legs |
Vertical |
Bearish |
$4.48 (+3.46%) / 593K |
|
Earnings: 08/08 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
30.88% |
$0.25 / 535 |
$0.30 / 4 |
31 / 1,768 |
65.191565% |
0.481228 |
-0.006569 |
0.218779 |
0.007063 |
0.002521 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
8.00 |
1.56% |
0 / 0 |
$0.10 / 405 |
0 / 275 |
107.231491% |
0.114226 |
-0.003140 |
0.106052 |
0.003424 |
0.000665 |
|
591 |
|
06/16(18) |
CALL |
5.00 / 7.50 |
$15 / $235 / 0.06 |
65.52% / $7.83 / 3.33% / 67.55% |
71.31% / $5.15 |
$0.15 / $0.20 / $0.05 / 1 |
8 / 12.69% / 52 |
1 |
Legs |
Vertical |
Bearish |
$4.71 (-3.48%) / 264K |
|
Earnings: 04/04 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
34.48% |
$0.20 / 20 |
$0.35 / 281 |
13 / 24 |
83.361711% |
0.466634 |
-0.011349 |
0.322944 |
0.004602 |
0.001097 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
7.50 |
0.42% |
0 / 0 |
$0.05 / 1 |
0 / 23 |
123.544604% |
0.050842 |
-0.002951 |
0.084904 |
0.001210 |
0.000130 |
|
984 |
Legs |
08/18(81) |
CALL |
5.00 / 10.00 |
$30 / $470 / 0.06 |
62.27% / $6.97 / 1.48% / 6.27% |
68.25% / $5.30 |
$0.30 / $0.40 / $0.10 / 207 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
37.73% |
$0.40 / 529 |
$0.75 / 422 |
0 / 142 |
73.738999% |
0.564702 |
-0.005828 |
0.162701 |
0.008958 |
0.004183 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
10.00 |
1.25% |
0 / 0 |
$0.10 / 207 |
0 / 44 |
103.033525% |
0.117463 |
-0.002860 |
0.081433 |
0.004483 |
0.001025 |
|
|
609 |
|
06/16(18) |
CALL |
5.00 / 7.50 |
$15 / $235 / 0.06 |
66.63% / $2.29 / 0.98% / 16.53% |
71.00% / $5.15 |
$0.15 / $0.25 / $0.10 / 11 |
4 / 0.46% / 20 |
|
Legs |
Vertical |
Bearish |
$4.75 (+13.10%) / 228K |
|
Earnings: 09/27 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
33.37% |
$0.25 / 11 |
$0.40 / 2 |
926 / 1,735 |
96.268607% |
0.482769 |
-0.014656 |
0.250048 |
0.004531 |
0.001050 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
7.50 |
1.67% |
$0.05 / 50 |
$0.10 / 12 |
133 / 286 |
136.978804% |
0.111051 |
-0.006913 |
0.118774 |
0.002152 |
0.000265 |
|
726 |
|
06/16(18) |
CALL |
5.00 / 7.50 |
$15 / $235 / 0.06 |
63.43% / $2.36 / 1.01% / 17.08% |
68.28% / $5.15 |
$0.15 / $0.20 / $0.05 / 11 |
20 / 12.86% / 77 |
2 |
Legs |
Vertical |
Bearish |
$4.70 (+0.64%) / 2.04M |
|
Earnings: 08/02 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
36.57% |
$0.20 / 11 |
$0.35 / 1 |
32 / 3,689 |
81.455534% |
0.500043 |
-0.014044 |
0.261901 |
0.004638 |
0.001124 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
7.50 |
1.54% |
0 / 0 |
$0.05 / 240 |
15 / 12,460 |
122.600908% |
0.103786 |
-0.006295 |
0.118371 |
0.002096 |
0.000256 |
|
814 |
Legs |
07/21(53) |
CALL |
5.00 / 10.00 |
$35 / $465 / 0.08 |
62.22% / $9.67 / 2.08% / 13.49% |
69.08% / $5.35 |
$0.35 / $0.45 / $0.10 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
37.78% |
$0.45 / 14 |
$0.60 / 8 |
122 / 3,784 |
82.953020% |
0.566504 |
-0.008686 |
0.160443 |
0.007361 |
0.002815 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
10.00 |
1.30% |
0 / 0 |
$0.10 / 395 |
30 / 2,571 |
125.668180% |
0.120778 |
-0.004379 |
0.081959 |
0.003760 |
0.000707 |
|
843 |
Legs |
07/21(53) |
CALL |
5.00 / 12.50 |
$40 / $710 / 0.06 |
62.22% / $21.64 / 3.05% / 20.27% |
69.98% / $5.40 |
$0.40 / $0.45 / $0.05 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
37.78% |
$0.45 / 14 |
$0.60 / 8 |
122 / 3,784 |
82.953020% |
0.566504 |
-0.008686 |
0.160443 |
0.007361 |
0.002815 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
12.50 |
0.22% |
0 / 0 |
$0.05 / 20 |
0 / 479 |
132.217850% |
0.054574 |
-0.002404 |
0.045092 |
0.002069 |
0.000330 |
|
|
768 |
|
07/21(53) |
CALL |
5.00 / 7.50 |
$15 / $235 / 0.06 |
59.48% / $6.64 / 2.83% / 18.68% |
65.96% / $5.15 |
$0.15 / $0.20 / $0.05 / 1 |
0 / 0.00% / 70 |
|
Legs |
Vertical |
Bearish |
$4.81 (-1.84%) / 555K |
|
|
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
40.52% |
$0.20 / 5 |
$0.40 / 4 |
22 / 984 |
45.656503% |
0.504534 |
-0.004285 |
0.332517 |
0.007621 |
0.003168 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
7.50 |
0.48% |
0 / 0 |
$0.05 / 1 |
0 / 687 |
72.251770% |
0.051477 |
-0.001120 |
0.088216 |
0.002022 |
0.000353 |
|
873 |
|
06/16(18) |
CALL |
5.00 / 7.00 |
$15 / $185 / 0.08 |
57.17% / $0.71 / 0.38% / 6.18% |
63.41% / $5.15 |
$0.15 / $0.25 / $0.10 / 543 |
14 / 13.59% / 5 |
1 |
Legs |
Vertical |
Bearish |
$4.89 (-7.56%) / 2.31M |
|
|
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
42.83% |
$0.25 / 543 |
$0.40 / 2,284 |
151 / 116 |
76.542481% |
0.527304 |
-0.011855 |
0.307828 |
0.004793 |
0.001272 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
CALL |
7.00 |
2.15% |
$0.05 / 20 |
$0.10 / 2,044 |
22 / 490 |
112.452380% |
0.113239 |
-0.005679 |
0.148569 |
0.002313 |
0.000297 |
|
912 |
Legs |
06/16(18) |
CALL |
5.00 / 8.00 |
$15 / $285 / 0.05 |
57.17% / $6.87 / 2.41% / 45.52% |
63.41% / $5.15 |
$0.15 / $0.25 / $0.10 / 543 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
42.83% |
$0.25 / 543 |
$0.40 / 2,284 |
151 / 116 |
76.542481% |
0.527304 |
-0.011855 |
0.307828 |
0.004793 |
0.001272 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
CALL |
8.00 |
0.29% |
0 / 0 |
$0.10 / 822 |
0 / 13 |
150.958576% |
0.043010 |
-0.002700 |
0.070731 |
0.001101 |
0.000115 |
|
|
202 |
|
07/21(53) |
CALL |
5.00 / 7.50 |
$20 / $230 / 0.09 |
71.60% / $11.13 / 4.84% / 33.72% |
77.47% / $5.20 |
$0.20 / $0.25 / $0.05 / 25 |
4 / 6.65% / 37 |
|
Legs |
Vertical |
Bearish |
$4.47 (+1.36%) / 1.44M |
|
Earnings: 08/02 |
|
Neutral / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
28.40% |
$0.25 / 25 |
$0.30 / 16 |
10 / 1,908 |
63.461419% |
0.431719 |
-0.004936 |
0.285959 |
0.006982 |
0.002453 |
NYSEAM / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
7.50 |
0.68% |
0 / 0 |
$0.05 / 708 |
1 / 1,619 |
82.756950% |
0.067083 |
-0.001600 |
0.094522 |
0.002308 |
0.000414 |
|
708 |
|
07/21(53) |
CALL |
5.00 / 8.00 |
$20 / $280 / 0.07 |
61.92% / $7.60 / 2.71% / 17.89% |
68.34% / $5.20 |
$0.20 / $0.30 / $0.10 / 5 |
12 / 6.00% / 56 |
|
Legs |
Vertical |
Bearish |
$4.74 (+0.64%) / 823K |
|
Earnings: 08/21 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
38.08% |
$0.30 / 5 |
$0.40 / 716 |
11 / 10 |
58.861787% |
0.510923 |
-0.005600 |
0.260174 |
0.007494 |
0.002977 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
8.00 |
0.84% |
0 / 0 |
$0.10 / 880 |
0 / 1 |
97.843481% |
0.076265 |
-0.001967 |
0.093536 |
0.002694 |
0.000494 |
|
869 |
|
06/16(18) |
CALL |
5.00 / 8.00 |
$20 / $280 / 0.07 |
58.22% / $7.43 / 2.65% / 51.04% |
65.30% / $5.20 |
$0.20 / $0.25 / $0.05 / 5 |
10 / 4.33% / 30 |
|
Legs |
Vertical |
Bearish |
$4.89 (+2.52%) / 215K |
|
Earnings: 08/10 |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
5.00 |
41.78% |
$0.25 / 455 |
$0.45 / 2 |
37 / 1,977 |
82.433067% |
0.532275 |
-0.013655 |
0.268193 |
0.004764 |
0.001238 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
8.00 |
0.74% |
0 / 0 |
$0.05 / 5 |
0 / 249 |
128.198039% |
0.071327 |
-0.004628 |
0.091876 |
0.001632 |
0.000185 |
|
870 |
|
08/18(81) |
CALL |
5.00 / 10.00 |
$20 / $480 / 0.04 |
71.10% / $8.05 / 1.68% / 7.11% |
74.72% / $5.20 |
$0.20 / $0.25 / $0.05 / 511 |
78 / 26.75% / 93 |
|
Legs |
Vertical |
Bearish |
$4.39 (+1.15%) / 1.73M |
|
Earnings: 08/09 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
28.90% |
$0.25 / 1,137 |
$0.40 / 1,297 |
0 / 2,331 |
65.567566% |
0.496831 |
-0.005385 |
0.180066 |
0.008317 |
0.003471 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
10.00 |
0.64% |
0 / 0 |
$0.05 / 511 |
0 / 392 |
98.247031% |
0.086990 |
-0.002101 |
0.071464 |
0.003301 |
0.000705 |
|
928 |
|
08/18(81) |
CALL |
5.00 / 8.00 |
$20 / $280 / 0.07 |
64.58% / $5.03 / 1.80% / 7.64% |
70.05% / $5.20 |
$0.20 / $0.30 / $0.10 / 911 |
19 / 7.08% / 47 |
|
Legs |
Vertical |
Bearish |
$4.68 (+2.18%) / 3.12M |
|
|
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
35.42% |
$0.30 / 1,249 |
$0.40 / 5 |
160 / 3,408 |
52.904959% |
0.504163 |
-0.004200 |
0.232057 |
0.008937 |
0.004155 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
8.00 |
1.42% |
0 / 0 |
$0.10 / 911 |
0 / 30 |
82.602151% |
0.103501 |
-0.001858 |
0.104801 |
0.004036 |
0.000950 |
|
797 |
|
08/18(81) |
CALL |
5.00 / 8.00 |
$25 / $275 / 0.09 |
69.28% / $6.56 / 2.38% / 10.22% |
74.69% / $5.25 |
$0.25 / $0.35 / $0.10 / 30 |
35 / 16.73% / 10 |
2 |
Legs |
Vertical |
Bearish |
$4.50 (+11.11%) / 2.45M |
|
Earnings: 08/03 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
30.72% |
$0.35 / 30 |
$0.50 / 402 |
20 / 259 |
71.526930% |
0.487786 |
-0.004714 |
0.207130 |
0.008553 |
0.003703 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
8.00 |
2.00% |
0 / 0 |
$0.10 / 435 |
0 / 11 |
87.967186% |
0.132249 |
-0.002484 |
0.111195 |
0.004592 |
0.001119 |
|
834 |
Legs |
08/18(81) |
CALL |
5.00 / 9.00 |
$25 / $375 / 0.07 |
69.28% / $11.80 / 3.15% / 13.65% |
74.69% / $5.25 |
$0.25 / $0.35 / $0.10 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
30.72% |
$0.35 / 30 |
$0.50 / 402 |
20 / 259 |
71.526930% |
0.487786 |
-0.004714 |
0.207130 |
0.008553 |
0.003703 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
9.00 |
0.73% |
0 / 0 |
$0.10 / 598 |
0 / 6 |
99.899030% |
0.082603 |
-0.001763 |
0.079112 |
0.003267 |
0.000712 |
|
854 |
Legs |
08/18(81) |
CALL |
5.00 / 10.00 |
$25 / $475 / 0.05 |
69.28% / $14.77 / 3.11% / 13.49% |
74.69% / $5.25 |
$0.25 / $0.35 / $0.10 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
30.72% |
$0.35 / 30 |
$0.50 / 402 |
20 / 259 |
71.526930% |
0.487786 |
-0.004714 |
0.207130 |
0.008553 |
0.003703 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
10.00 |
0.26% |
0 / 0 |
$0.10 / 719 |
0 / 774 |
110.142202% |
0.051441 |
-0.001219 |
0.054799 |
0.002263 |
0.000449 |
|
|
893 |
|
08/18(81) |
CALL |
5.00 / 10.00 |
$25 / $475 / 0.05 |
73.16% / $3.29 / 0.69% / 2.89% |
76.57% / $5.25 |
$0.25 / $0.35 / $0.10 / 103 |
38 / 21.93% / 40 |
|
Legs |
Vertical |
Bearish |
$4.1501 (+13.39%) / 4.61M |
|
Earnings: 07/26 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
26.84% |
$0.35 / 103 |
$0.50 / 236 |
947 / 885 |
86.894251% |
0.521134 |
-0.006497 |
0.147536 |
0.007959 |
0.003163 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
10.00 |
1.63% |
0 / 0 |
$0.10 / 718 |
0 / 6 |
118.288972% |
0.156313 |
-0.003866 |
0.088739 |
0.004787 |
0.001112 |
|
719 |
|
08/18(81) |
CALL |
5.00 / 7.50 |
$30 / $220 / 0.14 |
70.07% / $0.46 / 0.21% / 0.87% |
75.32% / $5.30 |
$0.30 / $0.65 / $0.35 / 2 |
10 / 9.19% / 99 |
3 |
Legs |
Vertical |
Bearish |
$4.45 (+3.73%) / 2.45M |
|
Earnings: 08/03 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
29.93% |
$0.65 / 2 |
$0.80 / 181 |
32 / 2,381 |
111.547620% |
0.509225 |
-0.005574 |
0.173787 |
0.008392 |
0.003542 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
7.50 |
5.19% |
$0.20 / 2 |
$0.35 / 64 |
0 / 588 |
114.216905% |
0.227478 |
-0.004168 |
0.131494 |
0.006349 |
0.001753 |
|
807 |
Legs |
08/18(81) |
CALL |
5.00 / 10.00 |
$45 / $455 / 0.10 |
70.07% / $24.07 / 5.29% / 23.73% |
77.64% / $5.45 |
$0.45 / $0.65 / $0.20 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
29.93% |
$0.65 / 2 |
$0.80 / 181 |
32 / 2,381 |
111.547620% |
0.509225 |
-0.005574 |
0.173787 |
0.008392 |
0.003542 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
10.00 |
0.80% |
$0.10 / 5 |
$0.20 / 27 |
0 / 204 |
123.850553% |
0.097881 |
-0.002375 |
0.075282 |
0.003635 |
0.000792 |
|
858 |
Legs |
08/18(81) |
CALL |
5.00 / 12.50 |
$45 / $705 / 0.06 |
70.07% / $29.66 / 4.21% / 18.56% |
77.64% / $5.45 |
$0.45 / $0.65 / $0.20 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
29.93% |
$0.65 / 2 |
$0.80 / 181 |
32 / 2,381 |
111.547620% |
0.509225 |
-0.005574 |
0.173787 |
0.008392 |
0.003542 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
12.50 |
0.13% |
0 / 0 |
$0.20 / 411 |
0 / 53 |
155.841717% |
0.042930 |
-0.001251 |
0.039763 |
0.001920 |
0.000358 |
|
879 |
Legs |
08/18(81) |
CALL |
5.00 / 15.00 |
$50 / $950 / 0.05 |
70.07% / $34.59 / 3.64% / 15.92% |
78.38% / $5.50 |
$0.50 / $0.65 / $0.15 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
29.93% |
$0.65 / 2 |
$0.80 / 181 |
32 / 2,381 |
111.547620% |
0.509225 |
-0.005574 |
0.173787 |
0.008392 |
0.003542 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
15.00 |
0.02% |
0 / 0 |
$0.15 / 66 |
0 / 7 |
161.879277% |
0.019508 |
-0.000649 |
0.020656 |
0.000997 |
0.000166 |
|
|
987 |
|
08/18(81) |
CALL |
5.00 / 10.00 |
$30 / $470 / 0.06 |
62.22% / $5.20 / 1.11% / 4.65% |
68.04% / $5.30 |
$0.30 / $0.35 / $0.05 / 16 |
12 / 4.64% / 75 |
|
Legs |
Vertical |
Bearish |
$4.74 (+0.64%) / 1.11M |
|
Earnings: 08/21 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
37.78% |
$0.35 / 447 |
$0.70 / 387 |
5 / 55 |
66.540922% |
0.569510 |
-0.005986 |
0.157561 |
0.008949 |
0.004170 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
10.00 |
1.44% |
0 / 0 |
$0.05 / 16 |
0 / 6,269 |
88.368793% |
0.127776 |
-0.003125 |
0.083831 |
0.004761 |
0.001104 |
|
176 |
|
08/18(81) |
PUT |
6.00 / 3.00 |
$65 / $235 / 0.28 |
70.40% / $1.49 / 0.63% / 2.65% |
75.44% / $5.35 |
$0.65 / $0.80 / $0.15 / 1 |
9 / 1.96% / 68 |
4 |
Legs |
Vertical |
Bullish |
$6.9801 (-2.24%) / 1.77M |
|
Earnings: 08/10 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
29.60% |
$0.80 / 1 |
$0.90 / 1 |
0 / 152 |
107.150965% |
-0.277791 |
-0.009700 |
0.065403 |
0.011311 |
-0.007704 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.00 |
12.35% |
0 / 0 |
$0.15 / 252 |
0 / 31 |
141.818305% |
-0.062464 |
-0.003629 |
0.023976 |
0.004147 |
-0.001463 |
|
936 |
Legs |
06/16(18) |
CALL |
7.00 / 12.00 |
$50 / $450 / 0.11 |
54.94% / $14.87 / 3.31% / 66.89% |
65.20% / $7.50 |
$0.50 / $0.65 / $0.15 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
7.00 |
45.06% |
$0.65 / 5 |
$0.80 / 792 |
54 / 1,344 |
105.004427% |
0.575387 |
-0.023599 |
0.150207 |
0.006724 |
0.001798 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
12.00 |
1.37% |
0 / 0 |
$0.15 / 1,149 |
0 / 621 |
162.836213% |
0.104866 |
-0.010847 |
0.069647 |
0.003118 |
0.000374 |
|
884 |
Legs |
06/16(18) |
CALL |
7.00 / 11.00 |
$55 / $345 / 0.16 |
54.94% / $8.89 / 2.58% / 49.30% |
66.14% / $7.55 |
$0.55 / $0.65 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
7.00 |
45.06% |
$0.65 / 5 |
$0.80 / 792 |
54 / 1,344 |
105.004427% |
0.575387 |
-0.023599 |
0.150207 |
0.006724 |
0.001798 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
11.00 |
3.07% |
0 / 0 |
$0.10 / 1 |
0 / 21 |
130.105583% |
0.153597 |
-0.014153 |
0.090806 |
0.004065 |
0.000540 |
|
421 |
Legs |
06/16(18) |
CALL |
8.00 / 12.00 |
$20 / $380 / 0.05 |
73.89% / $4.65 / 1.22% / 21.11% |
76.90% / $8.20 |
$0.20 / $0.35 / $0.15 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
8.00 |
26.11% |
$0.35 / 10 |
$0.50 / 1,684 |
964 / 7,933 |
112.913954% |
0.433397 |
-0.023613 |
0.150809 |
0.006751 |
0.001415 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
12.00 |
1.37% |
0 / 0 |
$0.15 / 1,149 |
0 / 621 |
162.836213% |
0.104866 |
-0.010847 |
0.069647 |
0.003118 |
0.000374 |
|
304 |
Legs |
06/16(18) |
CALL |
8.00 / 11.00 |
$25 / $275 / 0.09 |
73.89% / $2.74 / 1.00% / 16.92% |
77.60% / $8.25 |
$0.25 / $0.35 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
8.00 |
26.11% |
$0.35 / 10 |
$0.50 / 1,684 |
964 / 7,933 |
112.913954% |
0.433397 |
-0.023613 |
0.150809 |
0.006751 |
0.001415 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
11.00 |
3.07% |
0 / 0 |
$0.10 / 1 |
0 / 21 |
130.105583% |
0.153597 |
-0.014153 |
0.090806 |
0.004065 |
0.000540 |
|
|
728 |
|
07/21(53) |
CALL |
5.00 / 12.50 |
$35 / $715 / 0.05 |
70.28% / $2.69 / 0.38% / 2.34% |
74.28% / $5.35 |
$0.35 / $0.60 / $0.25 / 1 |
47 / 31.63% / 85 |
|
Legs |
Vertical |
Bearish |
$4.32 (-3.14%) / 313K |
|
Earnings: 08/21 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
29.72% |
$0.60 / 1 |
$0.75 / 1 |
18 / 1,079 |
134.597465% |
0.591212 |
-0.012075 |
0.111232 |
0.006616 |
0.002179 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
12.50 |
1.58% |
0 / 0 |
$0.25 / 1 |
0 / 14 |
204.870776% |
0.184024 |
-0.008218 |
0.076180 |
0.004531 |
0.000845 |
|
691 |
|
07/21(53) |
CALL |
5.00 / 7.50 |
$40 / $210 / 0.19 |
58.28% / $2.74 / 1.30% / 8.28% |
68.45% / $5.40 |
$0.40 / $0.45 / $0.05 / 20 |
17 / 6.90% / 99 |
|
Legs |
Vertical |
Bearish |
$4.86 (-3.76%) / 602K |
|
Earnings: 08/08 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
41.72% |
$0.45 / 20 |
$0.55 / 281 |
0 / 55 |
70.047139% |
0.561820 |
-0.007083 |
0.199380 |
0.007585 |
0.003110 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
7.50 |
5.07% |
0 / 0 |
$0.05 / 59 |
0 / 449 |
71.510514% |
0.199534 |
-0.004946 |
0.141422 |
0.005380 |
0.001230 |
|
864 |
|
07/21(53) |
CALL |
5.00 / 10.00 |
$40 / $460 / 0.09 |
60.78% / $0.76 / 0.17% / 1.02% |
67.67% / $5.40 |
$0.40 / $0.95 / $0.55 / 10 |
11 / 7.12% / 15 |
1 |
Legs |
Vertical |
Bearish |
$4.70 (-3.09%) / 82K |
|
Earnings: 08/21 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
39.22% |
$0.95 / 10 |
$1.35 / 188 |
0 / 445 |
158.258422% |
0.599321 |
-0.009978 |
0.134386 |
0.007377 |
0.002833 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
10.00 |
2.63% |
$0.05 / 983 |
$0.55 / 136 |
0 / 31 |
164.765725% |
0.180770 |
-0.006719 |
0.091478 |
0.005022 |
0.001020 |
|
899 |
Legs |
07/21(53) |
CALL |
5.00 / 12.50 |
$50 / $700 / 0.07 |
60.78% / $20.90 / 2.99% / 19.82% |
69.24% / $5.50 |
$0.50 / $0.95 / $0.45 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
39.22% |
$0.95 / 10 |
$1.35 / 188 |
0 / 445 |
158.258422% |
0.599321 |
-0.009978 |
0.134386 |
0.007377 |
0.002833 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
12.50 |
0.67% |
$0.25 / 7 |
$0.45 / 402 |
181 / 519 |
202.718054% |
0.099018 |
-0.004442 |
0.060580 |
0.003326 |
0.000579 |
|
|
536 |
|
06/16(18) |
PUT |
5.50 / 4.00 |
$6 / $144 / 0.04 |
87.00% / $0.08 / 0.06% / 0.88% |
87.83% / $5.44 |
$0.06 / $0.09 / $0.03 / 29 |
14 / 9.44% / 89 |
5 |
Legs |
Vertical |
Bullish |
$6.94 (-0.72%) / 7.83M |
|
Earnings: 08/24 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
5.50 |
13.00% |
$0.09 / 404 |
$0.10 / 892 |
5 / 25 |
87.092243% |
-0.156336 |
-0.009613 |
0.133614 |
0.004057 |
-0.000750 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
2.03% |
0 / 0 |
$0.03 / 29 |
3 / 842 |
130.714594% |
-0.012745 |
-0.001329 |
0.018348 |
0.000557 |
-0.000058 |
|
59 |
Legs |
07/21(53) |
PUT |
6.00 / 3.00 |
$37 / $263 / 0.14 |
72.18% / $5.36 / 2.04% / 13.21% |
77.24% / $5.63 |
$0.37 / $0.41 / $0.04 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
27.82% |
$0.41 / 28 |
$0.42 / 18 |
138 / 3,891 |
79.441774% |
-0.288283 |
-0.008314 |
0.118241 |
0.009301 |
-0.004135 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
4.44% |
$0.02 / 20 |
$0.04 / 589 |
43 / 1,163 |
118.444653% |
-0.013418 |
-0.000858 |
0.011917 |
0.000937 |
-0.000169 |
|
277 |
Legs |
06/16(18) |
PUT |
6.00 / 4.00 |
$15 / $185 / 0.08 |
78.28% / $4.63 / 2.50% / 47.59% |
81.26% / $5.85 |
$0.15 / $0.18 / $0.03 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.00 |
21.72% |
$0.18 / 15 |
$0.19 / 581 |
289 / 6,400 |
82.556469% |
-0.249798 |
-0.012694 |
0.177104 |
0.005377 |
-0.001223 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
2.03% |
0 / 0 |
$0.03 / 29 |
3 / 842 |
130.714594% |
-0.012745 |
-0.001329 |
0.018348 |
0.000557 |
-0.000058 |
|
321 |
Legs |
06/16(18) |
PUT |
6.00 / 3.00 |
$15 / $285 / 0.05 |
78.28% / $8.97 / 3.15% / 62.95% |
81.26% / $5.85 |
$0.15 / $0.18 / $0.03 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.00 |
21.72% |
$0.18 / 15 |
$0.19 / 581 |
289 / 6,400 |
82.556469% |
-0.249798 |
-0.012694 |
0.177104 |
0.005377 |
-0.001223 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.00 |
0.48% |
0 / 0 |
$0.03 / 53 |
40 / 628 |
189.633247% |
-0.000419 |
-0.000061 |
0.000841 |
0.000026 |
-0.000002 |
|
278 |
Legs |
06/16(18) |
PUT |
6.00 / 4.50 |
$13 / $137 / 0.10 |
78.28% / $0.68 / 0.50% / 8.15% |
80.88% / $5.87 |
$0.13 / $0.18 / $0.05 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.00 |
21.72% |
$0.18 / 15 |
$0.19 / 581 |
289 / 6,400 |
82.556469% |
-0.249798 |
-0.012694 |
0.177104 |
0.005377 |
-0.001223 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.50 |
3.94% |
$0.02 / 2,106 |
$0.05 / 957 |
1 / 214 |
109.761731% |
-0.037449 |
-0.003293 |
0.045536 |
0.001382 |
-0.000173 |
|
37 |
Legs |
06/30(32) |
PUT |
6.50 / 4.50 |
$36 / $164 / 0.22 |
64.65% / $0.60 / 0.37% / 3.62% |
72.03% / $6.14 |
$0.36 / $0.44 / $0.08 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
6.50 |
35.35% |
$0.44 / 1 |
$0.46 / 4 |
6 / 68 |
76.846883% |
-0.360483 |
-0.011531 |
0.163141 |
0.008105 |
-0.003129 |
NASDAQ / Stock |
Long (Buy) |
06/30/2023 (W) |
PUT |
4.50 |
7.76% |
$0.05 / 13 |
$0.08 / 525 |
0 / 92 |
99.246198% |
-0.071831 |
-0.004292 |
0.059695 |
0.002966 |
-0.000571 |
|
|
894 |
|
08/18(81) |
CALL |
5.00 / 10.00 |
$45 / $455 / 0.10 |
73.64% / $0.15 / 0.03% / 0.14% |
77.97% / $5.45 |
$0.45 / $0.60 / $0.15 / 244 |
92 / 66.10% / 78 |
|
Legs |
Vertical |
Bearish |
$4.04 (+2.28%) / 1M |
|
Earnings: 08/02 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
5.00 |
26.36% |
$0.60 / 394 |
$0.80 / 81 |
0 / 109 |
128.416151% |
0.585971 |
-0.008381 |
0.108578 |
0.007615 |
0.002901 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
10.00 |
4.01% |
0 / 0 |
$0.15 / 244 |
0 / 208 |
133.857640% |
0.286010 |
-0.007269 |
0.094765 |
0.006646 |
0.001691 |
|
895 |
|
07/21(53) |
CALL |
5.00 / 10.00 |
$45 / $455 / 0.10 |
57.91% / $12.83 / 2.82% / 18.63% |
67.25% / $5.45 |
$0.45 / $0.55 / $0.10 / 487 |
61 / 57.63% / 99 |
2 |
Legs |
Vertical |
Bearish |
$4.94 (+4.44%) / 4.51M |
|
Earnings: 08/03 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
42.09% |
$0.55 / 487 |
$0.60 / 7 |
55 / 1,578 |
75.571378% |
0.591485 |
-0.008607 |
0.158242 |
0.007552 |
0.003059 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
10.00 |
1.44% |
0 / 0 |
$0.10 / 536 |
0 / 3,767 |
119.586317% |
0.123425 |
-0.004453 |
0.083127 |
0.003967 |
0.000756 |
|
929 |
Legs |
07/21(53) |
CALL |
5.00 / 12.50 |
$50 / $700 / 0.07 |
57.91% / $25.57 / 3.65% / 24.68% |
68.19% / $5.50 |
$0.50 / $0.55 / $0.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
42.09% |
$0.55 / 487 |
$0.60 / 7 |
55 / 1,578 |
75.571378% |
0.591485 |
-0.008607 |
0.158242 |
0.007552 |
0.003059 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
12.50 |
0.23% |
0 / 0 |
$0.05 / 2 |
0 / 1,003 |
127.008082% |
0.054212 |
-0.002395 |
0.044807 |
0.002138 |
0.000343 |
|
944 |
Legs |
07/21(53) |
CALL |
5.00 / 15.00 |
$50 / $950 / 0.05 |
57.91% / $28.17 / 2.97% / 19.67% |
68.19% / $5.50 |
$0.50 / $0.55 / $0.05 / 199 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
5.00 |
42.09% |
$0.55 / 487 |
$0.60 / 7 |
55 / 1,578 |
75.571378% |
0.591485 |
-0.008607 |
0.158242 |
0.007552 |
0.003059 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
15.00 |
0.04% |
0 / 0 |
$0.05 / 199 |
0 / 620 |
145.429165% |
0.024374 |
-0.001244 |
0.023311 |
0.001112 |
0.000157 |
|
|
469 |
|
08/18(81) |
PUT |
6.00 / 3.00 |
$52 / $248 / 0.21 |
79.77% / $6.53 / 2.63% / 11.33% |
82.09% / $5.48 |
$0.52 / $0.66 / $0.14 / 483 |
0 / 0.00% / 4 |
5 |
Legs |
Vertical |
Bullish |
$8.98 (-1.43%) / 31.8M |
|
Earnings: 08/14 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
20.23% |
$0.66 / 1,706 |
$0.71 / 19 |
16 / 66 |
129.459134% |
-0.178051 |
-0.009533 |
0.040582 |
0.011199 |
-0.005808 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.00 |
10.00% |
$0.08 / 602 |
$0.14 / 483 |
1 / 5 |
153.558136% |
-0.029783 |
-0.002510 |
0.010532 |
0.002906 |
-0.000846 |
|
319 |
Legs |
08/18(81) |
PUT |
6.00 / 4.00 |
$41 / $159 / 0.26 |
79.77% / $6.76 / 4.25% / 18.76% |
81.62% / $5.59 |
$0.41 / $0.66 / $0.25 / 448 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
20.23% |
$0.66 / 1,706 |
$0.71 / 19 |
16 / 66 |
129.459134% |
-0.178051 |
-0.009533 |
0.040582 |
0.011199 |
-0.005808 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
4.00 |
12.65% |
$0.20 / 1,454 |
$0.25 / 448 |
82 / 148 |
141.839198% |
-0.068763 |
-0.004893 |
0.020623 |
0.005691 |
-0.002050 |
|
189 |
Legs |
07/21(53) |
PUT |
6.00 / 3.00 |
$35 / $265 / 0.13 |
81.81% / $0.03 / 0.01% / 0.06% |
83.62% / $5.65 |
$0.35 / $0.40 / $0.05 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
18.19% |
$0.40 / 272 |
$0.42 / 149 |
34 / 435 |
124.638212% |
-0.164546 |
-0.011170 |
0.047119 |
0.008720 |
-0.003256 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
7.26% |
$0.02 / 963 |
$0.05 / 10 |
0 / 157 |
148.421251% |
-0.015790 |
-0.001804 |
0.007526 |
0.001393 |
-0.000277 |
|
148 |
Legs |
08/18(81) |
PUT |
6.00 / 5.00 |
$23 / $77 / 0.30 |
79.77% / $4.15 / 5.40% / 24.24% |
80.83% / $5.77 |
$0.23 / $0.66 / $0.43 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
20.23% |
$0.66 / 1,706 |
$0.71 / 19 |
16 / 66 |
129.459134% |
-0.178051 |
-0.009533 |
0.040582 |
0.011199 |
-0.005808 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
5.00 |
16.00% |
$0.38 / 1,994 |
$0.43 / 1 |
2 / 79 |
133.548208% |
-0.119870 |
-0.007350 |
0.031126 |
0.008590 |
-0.003741 |
|
166 |
Legs |
08/18(81) |
PUT |
7.00 / 3.00 |
$90 / $310 / 0.29 |
74.47% / $18.55 / 5.98% / 27.14% |
79.29% / $6.10 |
$0.90 / $1.04 / $0.14 / 483 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.00 |
25.53% |
$1.04 / 1,348 |
$1.08 / 335 |
28 / 264 |
126.734270% |
-0.239144 |
-0.011284 |
0.048315 |
0.013333 |
-0.008142 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.00 |
10.00% |
$0.08 / 602 |
$0.14 / 483 |
1 / 5 |
153.558136% |
-0.029783 |
-0.002510 |
0.010532 |
0.002906 |
-0.000846 |
|
77 |
Legs |
08/18(81) |
PUT |
7.00 / 4.00 |
$79 / $221 / 0.36 |
74.47% / $18.08 / 8.18% / 38.38% |
78.75% / $6.21 |
$0.79 / $1.04 / $0.25 / 448 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.00 |
25.53% |
$1.04 / 1,348 |
$1.08 / 335 |
28 / 264 |
126.734270% |
-0.239144 |
-0.011284 |
0.048315 |
0.013333 |
-0.008142 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
4.00 |
12.65% |
$0.20 / 1,454 |
$0.25 / 448 |
82 / 148 |
141.839198% |
-0.068763 |
-0.004893 |
0.020623 |
0.005691 |
-0.002050 |
|
|
125 |
|
07/21(53) |
PUT |
6.00 / 1.00 |
$49 / $451 / 0.11 |
67.72% / $5.00 / 1.11% / 7.01% |
73.62% / $5.51 |
$0.49 / $0.54 / $0.05 / 262 |
42 / 46.66% / 83 |
5 |
Legs |
Vertical |
Bullish |
$6.70 (+0.45%) / 12.53M |
|
Earnings: 08/02 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
32.28% |
$0.54 / 1,241 |
$0.67 / 270 |
9 / 577 |
92.915927% |
-0.316483 |
-0.010824 |
0.099108 |
0.009374 |
-0.004879 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
3.28% |
0 / 0 |
$0.05 / 262 |
0 / 4 |
287.350778% |
-0.000072 |
-0.000009 |
0.000081 |
0.000008 |
-0.000001 |
|
131 |
Legs |
06/16(18) |
PUT |
6.00 / 3.00 |
$26 / $274 / 0.10 |
70.45% / $6.61 / 2.41% / 45.59% |
75.41% / $5.74 |
$0.26 / $0.29 / $0.03 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.00 |
29.55% |
$0.29 / 91 |
$0.32 / 38 |
191 / 13,657 |
94.656242% |
-0.312306 |
-0.017621 |
0.158622 |
0.005791 |
-0.001582 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.00 |
2.20% |
0 / 0 |
$0.03 / 26 |
140 / 155 |
183.842423% |
-0.005239 |
-0.000759 |
0.006755 |
0.000247 |
-0.000024 |
|
126 |
Legs |
06/16(18) |
PUT |
6.00 / 3.50 |
$25 / $225 / 0.11 |
70.45% / $2.52 / 1.12% / 19.16% |
75.23% / $5.75 |
$0.25 / $0.29 / $0.04 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.00 |
29.55% |
$0.29 / 91 |
$0.32 / 38 |
191 / 13,657 |
94.656242% |
-0.312306 |
-0.017621 |
0.158622 |
0.005791 |
-0.001582 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.50 |
3.59% |
$0.02 / 24 |
$0.04 / 51 |
0 / 10 |
152.143465% |
-0.017898 |
-0.002217 |
0.019744 |
0.000721 |
-0.000082 |
|
610 |
Legs |
06/16(18) |
PUT |
6.50 / 3.50 |
$35 / $265 / 0.13 |
59.21% / $2.20 / 0.83% / 13.92% |
67.30% / $6.15 |
$0.35 / $0.39 / $0.04 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.50 |
40.79% |
$0.39 / 1,400 |
$0.53 / 321 |
19 / 87 |
85.238072% |
-0.401197 |
-0.019175 |
0.173283 |
0.006326 |
-0.002085 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
3.50 |
3.59% |
$0.02 / 24 |
$0.04 / 51 |
0 / 10 |
152.143465% |
-0.017898 |
-0.002217 |
0.019744 |
0.000721 |
-0.000082 |
|
715 |
Legs |
06/02(4) |
PUT |
6.50 / 5.00 |
$20 / $130 / 0.15 |
60.01% / $0.92 / 0.71% / 34.54% |
67.87% / $6.30 |
$0.20 / $0.23 / $0.03 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
PUT |
6.50 |
39.99% |
$0.23 / 12 |
$0.25 / 14 |
118 / 583 |
82.102897% |
-0.409169 |
-0.032279 |
0.288780 |
0.003834 |
-0.000696 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
PUT |
5.00 |
4.43% |
$0.01 / 21 |
$0.03 / 5 |
2,862 / 2,095 |
117.244477% |
-0.063106 |
-0.010363 |
0.092093 |
0.001223 |
-0.000101 |
|
784 |
Legs |
06/02(4) |
PUT |
6.50 / 4.00 |
$20 / $230 / 0.09 |
60.01% / $9.31 / 4.05% / 429.07% |
67.87% / $6.30 |
$0.20 / $0.23 / $0.03 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
PUT |
6.50 |
39.99% |
$0.23 / 12 |
$0.25 / 14 |
118 / 583 |
82.102897% |
-0.409169 |
-0.032279 |
0.288780 |
0.003834 |
-0.000696 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
PUT |
4.00 |
0.57% |
0 / 0 |
$0.03 / 15 |
0 / 25 |
205.857226% |
-0.004214 |
-0.001040 |
0.009224 |
0.000122 |
-0.000007 |
|
|
49 |
|
07/21(53) |
PUT |
6.00 / 3.00 |
$32 / $268 / 0.12 |
70.04% / $8.27 / 3.08% / 20.53% |
75.79% / $5.68 |
$0.32 / $0.35 / $0.03 / 65 |
21 / 18.10% / 25 |
5 |
Legs |
Vertical |
Bullish |
$6.6392 (-1.79%) / 17.04M |
|
|
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
29.96% |
$0.35 / 79 |
$0.38 / 24 |
315 / 5,881 |
65.800894% |
-0.314345 |
-0.006975 |
0.151195 |
0.009313 |
-0.004170 |
ARCA / ETF |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
2.73% |
0 / 0 |
$0.03 / 65 |
2 / 689 |
114.368601% |
-0.007258 |
-0.000408 |
0.008571 |
0.000528 |
-0.000085 |
|
32 |
Legs |
07/21(53) |
PUT |
6.00 / 4.00 |
$30 / $170 / 0.18 |
70.04% / $1.40 / 0.82% / 5.17% |
75.45% / $5.70 |
$0.30 / $0.35 / $0.05 / 58 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
29.96% |
$0.35 / 79 |
$0.38 / 24 |
315 / 5,881 |
65.800894% |
-0.314345 |
-0.006975 |
0.151195 |
0.009313 |
-0.004170 |
ARCA / ETF |
Long (Buy) |
07/21/2023 (M) |
PUT |
4.00 |
6.58% |
$0.04 / 5 |
$0.05 / 58 |
14 / 501 |
84.347772% |
-0.051501 |
-0.002124 |
0.044982 |
0.002771 |
-0.000625 |
|
75 |
Legs |
07/21(53) |
PUT |
6.00 / 2.00 |
$30 / $370 / 0.08 |
70.04% / $13.00 / 3.51% / 23.64% |
75.45% / $5.70 |
$0.30 / $0.35 / $0.05 / 79 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
29.96% |
$0.35 / 79 |
$0.38 / 24 |
315 / 5,881 |
65.800894% |
-0.314345 |
-0.006975 |
0.151195 |
0.009313 |
-0.004170 |
ARCA / ETF |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.00 |
1.08% |
0 / 0 |
$0.05 / 623 |
0 / 4 |
183.590693% |
-0.000165 |
-0.000013 |
0.000269 |
0.000017 |
-0.000002 |
|
92 |
Legs |
07/21(53) |
PUT |
6.00 / 1.00 |
$29 / $471 / 0.06 |
70.04% / $16.36 / 3.47% / 23.34% |
75.29% / $5.71 |
$0.29 / $0.35 / $0.06 / 79 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
29.96% |
$0.35 / 79 |
$0.38 / 24 |
315 / 5,881 |
65.800894% |
-0.314345 |
-0.006975 |
0.151195 |
0.009313 |
-0.004170 |
ARCA / ETF |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
0.41% |
0 / 0 |
$0.06 / 2,931 |
0 / 30 |
298.197729% |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
|
259 |
Legs |
06/16(18) |
PUT |
6.00 / 4.00 |
$12 / $188 / 0.06 |
75.75% / $5.02 / 2.67% / 51.45% |
78.97% / $5.88 |
$0.12 / $0.14 / $0.02 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.00 |
24.25% |
$0.14 / 1 |
$0.15 / 102 |
1,025 / 15,383 |
62.789728% |
-0.279686 |
-0.010884 |
0.230695 |
0.005485 |
-0.001291 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
1.10% |
$0.01 / 2 |
$0.02 / 395 |
7 / 2,832 |
108.998210% |
-0.007552 |
-0.000684 |
0.014287 |
0.000340 |
-0.000033 |
|
460 |
Legs |
06/23(25) |
PUT |
6.50 / 4.50 |
$28 / $172 / 0.16 |
59.00% / $1.71 / 0.99% / 12.61% |
67.66% / $6.22 |
$0.28 / $0.33 / $0.05 / 466 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
6.50 |
41.00% |
$0.33 / 905 |
$0.39 / 10 |
477 / 1,520 |
59.240883% |
-0.411013 |
-0.010816 |
0.232309 |
0.007280 |
-0.002629 |
ARCA / ETF |
Long (Buy) |
06/23/2023 (W) |
PUT |
4.50 |
4.45% |
0 / 0 |
$0.05 / 466 |
1 / 38 |
96.891964% |
-0.046168 |
-0.002751 |
0.057789 |
0.001811 |
-0.000271 |
|
|
352 |
|
07/21(53) |
PUT |
6.00 / 1.00 |
$25 / $475 / 0.05 |
64.66% / $15.31 / 3.22% / 21.52% |
71.13% / $5.75 |
$0.25 / $0.30 / $0.05 / 688 |
4 / 0.69% / 95 |
|
Legs |
Vertical |
Bullish |
$6.22 (-0.48%) / 2.57M |
|
Earnings: 08/14 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
35.34% |
$0.30 / 1,723 |
$0.45 / 2 |
0 / 373 |
55.690934% |
-0.364842 |
-0.005728 |
0.203630 |
0.009379 |
-0.004454 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
1.00 |
0.09% |
0 / 0 |
$0.05 / 688 |
0 / 90 |
282.060716% |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
|
208 |
|
08/18(81) |
PUT |
6.00 / 5.00 |
$20 / $80 / 0.25 |
79.70% / $0.34 / 0.42% / 1.74% |
80.11% / $5.80 |
$0.20 / $0.45 / $0.25 / 1 |
97 / 85.15% / 95 |
5 |
Legs |
Vertical |
Bullish |
$9.41 (-8.11%) / 2.52M |
|
|
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
6.00 |
20.30% |
$0.45 / 444 |
$0.85 / 97 |
0 / 9 |
133.170965% |
-0.144569 |
-0.018538 |
0.015986 |
0.010296 |
-0.009348 |
BATS / ETF |
Long (Buy) |
08/18/2023 (M) |
PUT |
5.00 |
18.35% |
$0.10 / 933 |
$0.25 / 1 |
1 / 1 |
106.633476% |
-0.118959 |
-0.016251 |
0.013973 |
0.008999 |
-0.007279 |
|
82 |
Legs |
08/18(81) |
PUT |
7.00 / 5.00 |
$75 / $125 / 0.60 |
77.46% / $31.40 / 25.12% / 152.40% |
79.17% / $6.25 |
$0.75 / $1.00 / $0.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.00 |
22.54% |
$1.00 / 599 |
$1.45 / 536 |
0 / 9 |
147.193213% |
-0.168932 |
-0.020480 |
0.017713 |
0.011408 |
-0.011480 |
BATS / ETF |
Long (Buy) |
08/18/2023 (M) |
PUT |
5.00 |
18.35% |
$0.10 / 933 |
$0.25 / 1 |
1 / 1 |
106.633476% |
-0.118959 |
-0.016251 |
0.013973 |
0.008999 |
-0.007279 |
|
183 |
Legs |
08/18(81) |
PUT |
8.00 / 5.00 |
$140 / $160 / 0.88 |
74.87% / $66.88 / 41.80% / 323.25% |
78.40% / $6.60 |
$1.40 / $1.65 / $0.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
8.00 |
25.13% |
$1.65 / 217 |
$2.15 / 287 |
5 / 102 |
158.602533% |
-0.192049 |
-0.022131 |
0.019197 |
0.012365 |
-0.013660 |
BATS / ETF |
Long (Buy) |
08/18/2023 (M) |
PUT |
5.00 |
18.35% |
$0.10 / 933 |
$0.25 / 1 |
1 / 1 |
106.633476% |
-0.118959 |
-0.016251 |
0.013973 |
0.008999 |
-0.007279 |
|
351 |
Legs |
08/18(81) |
PUT |
9.00 / 5.00 |
$210 / $190 / 1.11 |
71.86% / $100.58 / 52.94% / 478.41% |
77.70% / $6.90 |
$2.10 / $2.35 / $0.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
9.00 |
28.14% |
$2.35 / 510 |
$2.80 / 525 |
3 / 18 |
164.023291% |
-0.213969 |
-0.023537 |
0.020478 |
0.013189 |
-0.015875 |
BATS / ETF |
Long (Buy) |
08/18/2023 (M) |
PUT |
5.00 |
18.35% |
$0.10 / 933 |
$0.25 / 1 |
1 / 1 |
106.633476% |
-0.118959 |
-0.016251 |
0.013973 |
0.008999 |
-0.007279 |
|
76 |
Legs |
08/18(81) |
PUT |
8.00 / 6.00 |
$80 / $120 / 0.67 |
74.87% / $31.22 / 26.02% / 159.98% |
76.98% / $7.20 |
$0.80 / $1.65 / $0.85 / 97 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
8.00 |
25.13% |
$1.65 / 217 |
$2.15 / 287 |
5 / 102 |
158.602533% |
-0.192049 |
-0.022131 |
0.019197 |
0.012365 |
-0.013660 |
BATS / ETF |
Long (Buy) |
08/18/2023 (M) |
PUT |
6.00 |
20.30% |
$0.45 / 444 |
$0.85 / 97 |
0 / 9 |
133.170965% |
-0.144569 |
-0.018538 |
0.015986 |
0.010296 |
-0.009348 |
|
1 |
Legs |
06/30(32) |
PUT |
8.50 / 6.00 |
$75 / $175 / 0.43 |
68.48% / $3.83 / 2.19% / 23.35% |
72.02% / $7.75 |
$0.75 / $0.95 / $0.20 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
8.50 |
31.52% |
$0.95 / 598 |
$1.30 / 125 |
1 / 16 |
139.157394% |
-0.274938 |
-0.042221 |
0.036030 |
0.009828 |
-0.005437 |
BATS / ETF |
Long (Buy) |
06/30/2023 (W) |
PUT |
6.00 |
21.25% |
0 / 0 |
$0.20 / 10 |
0 / 1 |
129.103111% |
-0.170862 |
-0.032268 |
0.027416 |
0.007479 |
-0.003031 |
|
|
315 |
|
07/21(53) |
PUT |
6.00 / 2.00 |
$20 / $380 / 0.05 |
80.56% / $3.27 / 0.86% / 5.41% |
82.51% / $5.80 |
$0.20 / $0.23 / $0.03 / 319 |
84 / 41.30% / 91 |
5 |
Legs |
Vertical |
Bullish |
$7.73 (+2.52%) / 43.11M |
|
Earnings: 06/08 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
19.44% |
$0.23 / 602 |
$0.24 / 234 |
18 / 2,128 |
78.053379% |
-0.203845 |
-0.007608 |
0.089489 |
0.008611 |
-0.003149 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
2.00 |
1.80% |
0 / 0 |
$0.03 / 319 |
0 / 5 |
181.232154% |
-0.000233 |
-0.000024 |
0.000276 |
0.000027 |
-0.000003 |
|
559 |
Legs |
06/16(18) |
PUT |
6.00 / 4.50 |
$6 / $144 / 0.04 |
89.02% / $0.48 / 0.34% / 5.42% |
89.68% / $5.94 |
$0.06 / $0.09 / $0.03 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.00 |
10.98% |
$0.09 / 4,252 |
$0.11 / 895 |
248 / 3,429 |
91.559918% |
-0.132983 |
-0.009455 |
0.109307 |
0.004060 |
-0.000706 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.50 |
1.95% |
$0.02 / 3,097 |
$0.03 / 50 |
131 / 815 |
122.172607% |
-0.012595 |
-0.001442 |
0.016568 |
0.000615 |
-0.000064 |
|
106 |
Legs |
06/30(32) |
PUT |
6.50 / 2.50 |
$19 / $381 / 0.05 |
77.87% / $8.60 / 2.26% / 24.16% |
80.52% / $6.31 |
$0.19 / $0.22 / $0.03 / 439 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
6.50 |
22.13% |
$0.22 / 5,178 |
$0.25 / 578 |
112 / 271 |
77.002253% |
-0.243976 |
-0.010667 |
0.124726 |
0.007580 |
-0.002278 |
NYSE / Stock |
Long (Buy) |
06/30/2023 (W) |
PUT |
2.50 |
0.82% |
0 / 0 |
$0.03 / 439 |
0 / 7 |
191.786955% |
-0.000149 |
-0.000020 |
0.000229 |
0.000014 |
-0.000001 |
|
243 |
Legs |
06/23(25) |
PUT |
6.50 / 3.50 |
$14 / $286 / 0.05 |
79.60% / $4.43 / 1.55% / 20.24% |
81.70% / $6.36 |
$0.14 / $0.19 / $0.05 / 2,386 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
6.50 |
20.40% |
$0.19 / 4,689 |
$0.21 / 33 |
8 / 5,545 |
79.650794% |
-0.231359 |
-0.011589 |
0.134976 |
0.006608 |
-0.001696 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
3.50 |
1.22% |
0 / 0 |
$0.05 / 2,386 |
0 / 1 |
170.127945% |
-0.002222 |
-0.000269 |
0.003090 |
0.000151 |
-0.000015 |
|
255 |
Legs |
06/23(25) |
PUT |
6.50 / 4.00 |
$13 / $237 / 0.06 |
79.60% / $1.26 / 0.53% / 6.56% |
81.55% / $6.37 |
$0.13 / $0.19 / $0.06 / 2,714 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
6.50 |
20.40% |
$0.19 / 4,689 |
$0.21 / 33 |
8 / 5,545 |
79.650794% |
-0.231359 |
-0.011589 |
0.134976 |
0.006608 |
-0.001696 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
4.00 |
2.06% |
0 / 0 |
$0.06 / 2,714 |
0 / 251 |
150.458178% |
-0.008433 |
-0.000884 |
0.010172 |
0.000498 |
-0.000057 |
|
378 |
Legs |
06/16(18) |
PUT |
6.50 / 4.50 |
$13 / $187 / 0.07 |
82.09% / $3.88 / 2.08% / 38.19% |
84.15% / $6.37 |
$0.13 / $0.16 / $0.03 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.50 |
17.91% |
$0.16 / 4,139 |
$0.17 / 73 |
49 / 359 |
84.117735% |
-0.212119 |
-0.012715 |
0.147467 |
0.005477 |
-0.001146 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.50 |
1.95% |
$0.02 / 3,097 |
$0.03 / 50 |
131 / 815 |
122.172607% |
-0.012595 |
-0.001442 |
0.016568 |
0.000615 |
-0.000064 |
|
|
195 |
|
07/21(53) |
PUT |
6.00 / 4.00 |
$13 / $187 / 0.07 |
77.58% / $3.37 / 1.80% / 11.61% |
80.34% / $5.87 |
$0.13 / $0.17 / $0.04 / 16 |
4 / 5.78% / 22 |
5 |
Legs |
Vertical |
Bullish |
$6.85 (-0.87%) / 23.24M |
|
Earnings: 08/21 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
22.42% |
$0.17 / 16 |
$0.20 / 99 |
20 / 1,200 |
49.887006% |
-0.258180 |
-0.004624 |
0.187684 |
0.008685 |
-0.003220 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
4.00 |
1.89% |
0 / 0 |
$0.04 / 851 |
0 / 1,202 |
85.185629% |
-0.012221 |
-0.000468 |
0.018427 |
0.000853 |
-0.000142 |
|
229 |
Legs |
07/21(53) |
PUT |
6.00 / 3.50 |
$12 / $238 / 0.05 |
77.58% / $5.08 / 2.13% / 13.86% |
80.14% / $5.88 |
$0.12 / $0.17 / $0.05 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
22.42% |
$0.17 / 16 |
$0.20 / 99 |
20 / 1,200 |
49.887006% |
-0.258180 |
-0.004624 |
0.187684 |
0.008685 |
-0.003220 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.50 |
0.90% |
0 / 0 |
$0.05 / 1,128 |
0 / 887 |
107.970795% |
-0.002740 |
-0.000125 |
0.004895 |
0.000227 |
-0.000031 |
|
64 |
Legs |
06/30(32) |
PUT |
6.50 / 5.00 |
$17 / $133 / 0.13 |
65.93% / $1.64 / 1.23% / 12.63% |
71.88% / $6.33 |
$0.17 / $0.23 / $0.06 / 560 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
6.50 |
34.07% |
$0.23 / 560 |
$0.28 / 21 |
10 / 437 |
48.363269% |
-0.364240 |
-0.006782 |
0.274472 |
0.008021 |
-0.002821 |
NYSE / Stock |
Long (Buy) |
06/30/2023 (W) |
PUT |
5.00 |
3.78% |
0 / 0 |
$0.06 / 857 |
0 / 8 |
75.598233% |
-0.049387 |
-0.001895 |
0.074626 |
0.002181 |
-0.000361 |
|
81 |
Legs |
06/23(25) |
PUT |
6.50 / 5.00 |
$17 / $133 / 0.13 |
66.84% / $4.82 / 3.63% / 53.33% |
73.36% / $6.33 |
$0.17 / $0.20 / $0.03 / 100 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
6.50 |
33.16% |
$0.20 / 100 |
$0.24 / 49 |
4 / 64 |
48.525874% |
-0.359368 |
-0.007571 |
0.304407 |
0.007166 |
-0.002206 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
5.00 |
2.50% |
0 / 0 |
$0.03 / 100 |
0 / 118 |
71.217371% |
-0.034941 |
-0.001602 |
0.062824 |
0.001479 |
-0.000203 |
|
128 |
Legs |
06/23(25) |
PUT |
6.50 / 4.50 |
$16 / $184 / 0.09 |
66.84% / $7.71 / 4.19% / 63.64% |
73.00% / $6.34 |
$0.16 / $0.20 / $0.04 / 100 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
6.50 |
33.16% |
$0.20 / 100 |
$0.24 / 49 |
4 / 64 |
48.525874% |
-0.359368 |
-0.007571 |
0.304407 |
0.007166 |
-0.002206 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
4.50 |
0.80% |
0 / 0 |
$0.04 / 784 |
0 / 1 |
96.343226% |
-0.008288 |
-0.000471 |
0.018409 |
0.000433 |
-0.000048 |
|
114 |
Legs |
06/16(18) |
PUT |
6.50 / 5.50 |
$12 / $88 / 0.14 |
68.28% / $0.68 / 0.77% / 12.91% |
73.53% / $6.38 |
$0.12 / $0.16 / $0.04 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.50 |
31.72% |
$0.16 / 48 |
$0.18 / 125 |
1,026 / 1,520 |
46.993665% |
-0.350893 |
-0.008682 |
0.346552 |
0.006189 |
-0.001605 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
5.50 |
4.62% |
$0.01 / 1,015 |
$0.04 / 285 |
30 / 2,217 |
58.281672% |
-0.074262 |
-0.003348 |
0.131325 |
0.002345 |
-0.000327 |
|
|
283 |
|
07/21(53) |
PUT |
6.00 / 4.00 |
$10 / $190 / 0.05 |
66.68% / $1.21 / 0.64% / 3.97% |
70.21% / $5.90 |
$0.10 / $0.20 / $0.10 / 935 |
23 / 7.40% / 65 |
|
Legs |
Vertical |
Bullish |
$6.30 (+1.12%) / 3.41M |
|
Earnings: 07/27 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
6.00 |
33.32% |
$0.20 / 935 |
$0.30 / 1,159 |
0 / 287 |
41.690243% |
-0.357023 |
-0.004137 |
0.273436 |
0.009287 |
-0.004098 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
4.00 |
1.46% |
0 / 0 |
$0.10 / 1,119 |
0 / 117 |
95.795945% |
-0.012584 |
-0.000379 |
0.023856 |
0.000810 |
-0.000134 |
|
787 |
|
06/16(18) |
PUT |
6.00 / 4.00 |
$10 / $190 / 0.05 |
56.85% / $4.12 / 2.17% / 40.16% |
62.33% / $5.90 |
$0.10 / $0.15 / $0.05 / 1 |
44 / 5.88% / 80 |
|
Legs |
Vertical |
Bullish |
$6.11 (+3.56%) / 9.24M |
|
Earnings: 08/01 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.00 |
43.15% |
$0.15 / 1,278 |
$0.25 / 10 |
116 / 197 |
40.803210% |
-0.432415 |
-0.009165 |
0.393938 |
0.005860 |
-0.001802 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
0.41% |
0 / 0 |
$0.05 / 1 |
0 / 20 |
120.054175% |
-0.003959 |
-0.000268 |
0.011808 |
0.000176 |
-0.000015 |
|
627 |
|
06/16(18) |
CALL |
6.00 / 9.00 |
$15 / $285 / 0.05 |
66.22% / $4.35 / 1.53% / 26.93% |
70.37% / $6.15 |
$0.15 / $0.25 / $0.10 / 323 |
7 / 2.02% / 90 |
2 |
Legs |
Vertical |
Bearish |
$5.61 (0.00%) / 1.71M |
|
Earnings: 08/09 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
6.00 |
33.78% |
$0.25 / 399 |
$0.40 / 20 |
1 / 48 |
88.173261% |
0.474358 |
-0.015736 |
0.232847 |
0.005473 |
0.001283 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
9.00 |
0.98% |
0 / 0 |
$0.10 / 323 |
0 / 1 |
142.813763% |
0.081912 |
-0.005931 |
0.088514 |
0.002081 |
0.000242 |
|
622 |
Legs |
06/16(18) |
CALL |
6.00 / 10.00 |
$20 / $380 / 0.05 |
66.22% / $11.44 / 3.01% / 59.56% |
71.68% / $6.20 |
$0.20 / $0.25 / $0.05 / 230 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
6.00 |
33.78% |
$0.25 / 399 |
$0.40 / 20 |
1 / 48 |
88.173261% |
0.474358 |
-0.015736 |
0.232847 |
0.005473 |
0.001283 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
10.00 |
0.23% |
0 / 0 |
$0.05 / 230 |
0 / 62 |
141.118552% |
0.041158 |
-0.003453 |
0.051581 |
0.001213 |
0.000123 |
|
647 |
Legs |
06/16(18) |
CALL |
6.00 / 11.00 |
$20 / $480 / 0.04 |
66.22% / $12.74 / 2.65% / 51.05% |
71.68% / $6.20 |
$0.20 / $0.25 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
6.00 |
33.78% |
$0.25 / 399 |
$0.40 / 20 |
1 / 48 |
88.173261% |
0.474358 |
-0.015736 |
0.232847 |
0.005473 |
0.001283 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
11.00 |
0.05% |
0 / 0 |
$0.05 / 1 |
0 / 1 |
158.182233% |
0.020203 |
-0.001910 |
0.028562 |
0.000671 |
0.000061 |
|
|
831 |
|
06/16(18) |
CALL |
6.00 / 8.00 |
$15 / $185 / 0.08 |
56.83% / $7.06 / 3.81% / 80.30% |
65.02% / $6.15 |
$0.15 / $0.20 / $0.05 / 878 |
0 / 0.00% / 22 |
2 |
Legs |
Vertical |
Bearish |
$5.90 (-0.51%) / 1.04M |
|
Earnings: 08/04 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
6.00 |
43.17% |
$0.20 / 1,321 |
$0.30 / 944 |
235 / 1,964 |
49.253812% |
0.501493 |
-0.009232 |
0.406114 |
0.005784 |
0.001570 |
NYSEAM / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
8.00 |
0.39% |
0 / 0 |
$0.05 / 878 |
0 / 23 |
85.893103% |
0.042212 |
-0.002039 |
0.091638 |
0.001305 |
0.000141 |
|
745 |
Legs |
07/21(53) |
CALL |
6.00 / 8.00 |
$30 / $170 / 0.18 |
55.56% / $1.14 / 0.67% / 4.21% |
65.56% / $6.30 |
$0.30 / $0.40 / $0.10 / 591 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
6.00 |
44.44% |
$0.40 / 591 |
$0.50 / 440 |
14 / 1,035 |
50.688026% |
0.540164 |
-0.005828 |
0.251025 |
0.009262 |
0.004035 |
NYSEAM / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
8.00 |
4.68% |
$0.05 / 5 |
$0.10 / 1,035 |
0 / 2,574 |
58.485969% |
0.165150 |
-0.003551 |
0.157083 |
0.005796 |
0.001330 |
|
833 |
Legs |
07/21(53) |
CALL |
6.00 / 9.00 |
$30 / $270 / 0.11 |
55.56% / $10.80 / 4.00% / 27.27% |
65.56% / $6.30 |
$0.30 / $0.40 / $0.10 / 591 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
6.00 |
44.44% |
$0.40 / 591 |
$0.50 / 440 |
14 / 1,035 |
50.688026% |
0.540164 |
-0.005828 |
0.251025 |
0.009262 |
0.004035 |
NYSEAM / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
9.00 |
1.05% |
0 / 0 |
$0.10 / 1,229 |
0 / 1,505 |
79.588158% |
0.078773 |
-0.002090 |
0.092928 |
0.003429 |
0.000647 |
|
|
686 |
|
07/21(53) |
CALL |
6.00 / 9.00 |
$20 / $280 / 0.07 |
60.71% / $9.72 / 3.47% / 23.35% |
67.82% / $6.20 |
$0.20 / $0.25 / $0.05 / 1 |
27 / 8.88% / 95 |
1 |
Legs |
Vertical |
Bearish |
$5.95 (+4.39%) / 1.04M |
|
Earnings: 07/27 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
6.00 |
39.29% |
$0.25 / 167 |
$0.35 / 2 |
0 / 1,268 |
41.977562% |
0.486610 |
-0.004115 |
0.269014 |
0.009101 |
0.003729 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
9.00 |
0.42% |
0 / 0 |
$0.05 / 1 |
0 / 41 |
70.701839% |
0.047653 |
-0.001176 |
0.068151 |
0.002306 |
0.000398 |
|
712 |
Legs |
07/21(53) |
CALL |
6.00 / 10.00 |
$20 / $380 / 0.05 |
60.71% / $11.69 / 3.08% / 20.47% |
67.82% / $6.20 |
$0.20 / $0.25 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
6.00 |
39.29% |
$0.25 / 167 |
$0.35 / 2 |
0 / 1,268 |
41.977562% |
0.486610 |
-0.004115 |
0.269014 |
0.009101 |
0.003729 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
10.00 |
0.06% |
0 / 0 |
$0.05 / 1 |
0 / 58 |
83.009416% |
0.018062 |
-0.000533 |
0.030523 |
0.001033 |
0.000153 |
|
|
344 |
|
06/16(18) |
PUT |
6.50 / 4.00 |
$26 / $224 / 0.12 |
64.70% / $4.24 / 1.89% / 34.40% |
71.16% / $6.24 |
$0.26 / $0.31 / $0.05 / 12 |
62 / 20.96% / 97 |
5 |
Legs |
Vertical |
Bullish |
$6.90 (-0.86%) / 1.67M |
|
Earnings: 08/14 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.50 |
35.30% |
$0.31 / 12 |
$0.37 / 34 |
7 / 38 |
78.124944% |
-0.365195 |
-0.016121 |
0.194613 |
0.006336 |
-0.001855 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
2.88% |
$0.01 / 50 |
$0.05 / 140 |
0 / 273 |
129.926551% |
-0.019227 |
-0.002037 |
0.024239 |
0.000789 |
-0.000089 |
|
877 |
Legs |
06/02(4) |
CALL |
7.00 / 8.50 |
$15 / $135 / 0.11 |
58.64% / $1.23 / 0.91% / 46.54% |
65.63% / $7.15 |
$0.15 / $0.18 / $0.03 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
7.00 |
41.36% |
$0.18 / 372 |
$0.21 / 5 |
392 / 458 |
61.965280% |
0.490410 |
-0.029406 |
0.342373 |
0.004053 |
0.000649 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
8.50 |
2.85% |
$0.01 / 2 |
$0.03 / 20 |
0 / 131 |
86.763818% |
0.121353 |
-0.014775 |
0.173085 |
0.002049 |
0.000168 |
|
926 |
Legs |
06/02(4) |
CALL |
7.00 / 9.50 |
$15 / $235 / 0.06 |
58.64% / $7.80 / 3.32% / 294.36% |
65.63% / $7.15 |
$0.15 / $0.18 / $0.03 / 85 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
7.00 |
41.36% |
$0.18 / 372 |
$0.21 / 5 |
392 / 458 |
61.965280% |
0.490410 |
-0.029406 |
0.342373 |
0.004053 |
0.000649 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
9.50 |
0.21% |
0 / 0 |
$0.03 / 85 |
0 / 35 |
130.369007% |
0.034096 |
-0.005533 |
0.064922 |
0.000769 |
0.000048 |
|
937 |
Legs |
06/02(4) |
CALL |
7.00 / 10.00 |
$15 / $285 / 0.05 |
58.64% / $8.53 / 2.99% / 244.98% |
65.63% / $7.15 |
$0.15 / $0.18 / $0.03 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
7.00 |
41.36% |
$0.18 / 372 |
$0.21 / 5 |
392 / 458 |
61.965280% |
0.490410 |
-0.029406 |
0.342373 |
0.004053 |
0.000649 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
10.00 |
0.05% |
0 / 0 |
$0.03 / 3 |
0 / 52 |
146.081104% |
0.016751 |
-0.003044 |
0.035738 |
0.000423 |
0.000024 |
|
904 |
Legs |
06/02(4) |
CALL |
7.00 / 9.00 |
$16 / $184 / 0.09 |
58.64% / $6.30 / 3.42% / 311.14% |
66.07% / $7.16 |
$0.16 / $0.18 / $0.02 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
7.00 |
41.36% |
$0.18 / 372 |
$0.21 / 5 |
392 / 458 |
61.965280% |
0.490410 |
-0.029406 |
0.342373 |
0.004053 |
0.000649 |
NASDAQ / Stock |
Long (Buy) |
06/02/2023 (W) |
CALL |
9.00 |
0.82% |
0 / 0 |
$0.02 / 3 |
0 / 42 |
104.542947% |
0.066149 |
-0.009410 |
0.110335 |
0.001306 |
0.000093 |
|
876 |
Legs |
06/09(11) |
CALL |
7.00 / 9.50 |
$24 / $226 / 0.11 |
57.53% / $5.57 / 2.47% / 74.72% |
65.55% / $7.24 |
$0.24 / $0.28 / $0.04 / 226 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
7.00 |
42.47% |
$0.28 / 226 |
$0.33 / 51 |
32 / 127 |
64.662520% |
0.516120 |
-0.021564 |
0.249902 |
0.005547 |
0.001217 |
NASDAQ / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
9.50 |
1.81% |
0 / 0 |
$0.04 / 1,017 |
0 / 10 |
100.764768% |
0.101351 |
-0.009501 |
0.111106 |
0.002466 |
0.000257 |
|
|
752 |
|
06/16(18) |
CALL |
6.00 / 10.00 |
$25 / $375 / 0.07 |
64.01% / $5.96 / 1.59% / 28.19% |
69.39% / $6.25 |
$0.25 / $0.35 / $0.10 / 10 |
50 / 33.99% / 26 |
3 |
Legs |
Vertical |
Bearish |
$5.68 (-0.53%) / 465K |
|
Earnings: 08/10 |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
6.00 |
35.99% |
$0.35 / 547 |
$0.70 / 680 |
2 / 525 |
120.756583% |
0.518022 |
-0.020521 |
0.178255 |
0.005509 |
0.001307 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
10.00 |
1.35% |
$0.05 / 1 |
$0.10 / 10 |
0 / 1,397 |
151.647505% |
0.107275 |
-0.009447 |
0.082600 |
0.002553 |
0.000305 |
|
394 |
Legs |
06/16(18) |
CALL |
7.50 / 9.00 |
$10 / $140 / 0.07 |
87.87% / $1.23 / 0.88% / 14.77% |
88.81% / $7.60 |
$0.10 / $0.25 / $0.15 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
7.50 |
12.13% |
$0.25 / 183 |
$0.30 / 421 |
68 / 2,467 |
144.358222% |
0.302675 |
-0.017906 |
0.156137 |
0.004825 |
0.000813 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
9.00 |
3.36% |
0 / 0 |
$0.15 / 12 |
0 / 16 |
157.066154% |
0.164572 |
-0.012687 |
0.110842 |
0.003425 |
0.000459 |
|
430 |
Legs |
06/16(18) |
CALL |
7.50 / 10.00 |
$15 / $235 / 0.06 |
87.87% / $7.33 / 3.12% / 62.17% |
89.26% / $7.65 |
$0.15 / $0.25 / $0.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
7.50 |
12.13% |
$0.25 / 183 |
$0.30 / 421 |
68 / 2,467 |
144.358222% |
0.302675 |
-0.017906 |
0.156137 |
0.004825 |
0.000813 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
CALL |
10.00 |
1.35% |
$0.05 / 1 |
$0.10 / 10 |
0 / 1,397 |
151.647505% |
0.107275 |
-0.009447 |
0.082600 |
0.002553 |
0.000305 |
|
335 |
Legs |
07/21(53) |
CALL |
7.50 / 12.50 |
$30 / $470 / 0.06 |
80.20% / $4.01 / 0.85% / 5.36% |
82.56% / $7.80 |
$0.30 / $0.55 / $0.25 / 240 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
7.50 |
19.80% |
$0.55 / 240 |
$0.60 / 282 |
20 / 15,104 |
126.292282% |
0.453058 |
-0.012715 |
0.110088 |
0.008814 |
0.002611 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
12.50 |
2.32% |
0 / 0 |
$0.25 / 416 |
1 / 25 |
158.268805% |
0.179547 |
-0.008363 |
0.072799 |
0.005829 |
0.001159 |
|
|
958 |
|
08/18(81) |
CALL |
6.00 / 8.00 |
$25 / $175 / 0.14 |
57.74% / $0.26 / 0.15% / 0.60% |
66.02% / $6.25 |
$0.25 / $0.35 / $0.10 / 1 |
22 / 5.39% / 43 |
1 |
Legs |
Vertical |
Bearish |
$5.78 (-1.03%) / 1.85M |
|
Earnings: 08/03 / Ex-Div: 06/14 ($0.04) |
|
Neutral / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
6.00 |
42.26% |
$0.35 / 182 |
$0.50 / 842 |
12 / 2,506 |
42.102510% |
0.522018 |
-0.003771 |
0.252588 |
0.011190 |
0.005787 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
8.00 |
4.18% |
0 / 0 |
$0.10 / 1 |
0 / 311 |
53.322233% |
0.154938 |
-0.002235 |
0.151656 |
0.006719 |
0.001849 |
|
981 |
Legs |
08/18(81) |
CALL |
6.00 / 10.00 |
$30 / $370 / 0.08 |
57.74% / $15.98 / 4.32% / 19.09% |
67.56% / $6.30 |
$0.30 / $0.35 / $0.05 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
6.00 |
42.26% |
$0.35 / 182 |
$0.50 / 842 |
12 / 2,506 |
42.102510% |
0.522018 |
-0.003771 |
0.252588 |
0.011190 |
0.005787 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
10.00 |
0.18% |
0 / 0 |
$0.05 / 8 |
0 / 117 |
66.476256% |
0.032327 |
-0.000676 |
0.046119 |
0.002043 |
0.000399 |
|
|
270 |
|
06/16(18) |
PUT |
6.50 / 4.00 |
$20 / $230 / 0.09 |
66.84% / $4.58 / 1.99% / 36.41% |
72.07% / $6.30 |
$0.20 / $0.25 / $0.05 / 2,129 |
25 / 15.18% / 79 |
3 |
Legs |
Vertical |
Bullish |
$6.88 (-1.85%) / 4.08M |
|
|
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.50 |
33.16% |
$0.25 / 2,292 |
$0.35 / 5,024 |
0 / 12 |
75.078685% |
-0.350169 |
-0.014817 |
0.206651 |
0.006299 |
-0.001759 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
1.94% |
0 / 0 |
$0.05 / 2,129 |
0 / 15 |
146.232020% |
-0.011840 |
-0.001249 |
0.017229 |
0.000525 |
-0.000054 |
|
377 |
Legs |
06/09(11) |
PUT |
6.50 / 4.50 |
$10 / $190 / 0.05 |
68.82% / $0.65 / 0.34% / 8.11% |
71.98% / $6.40 |
$0.10 / $0.15 / $0.05 / 1,236 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
6.50 |
31.18% |
$0.15 / 5,881 |
$0.25 / 1 |
1 / 44 |
70.446138% |
-0.339757 |
-0.017818 |
0.247512 |
0.005144 |
-0.001123 |
ARCA / ETF |
Long (Buy) |
06/09/2023 (W) |
PUT |
4.50 |
1.69% |
0 / 0 |
$0.05 / 1,236 |
0 / 2 |
144.791859% |
-0.016366 |
-0.002002 |
0.027584 |
0.000573 |
-0.000050 |
|
880 |
Legs |
06/16(18) |
CALL |
7.00 / 10.00 |
$30 / $270 / 0.11 |
55.39% / $7.39 / 2.74% / 53.03% |
64.42% / $7.30 |
$0.30 / $0.40 / $0.10 / 3,427 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
7.00 |
44.61% |
$0.40 / 4,409 |
$0.50 / 683 |
40 / 1,225 |
69.760236% |
0.538244 |
-0.016370 |
0.221409 |
0.006749 |
0.001834 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
CALL |
10.00 |
1.68% |
0 / 0 |
$0.10 / 3,427 |
0 / 637 |
112.485847% |
0.099770 |
-0.007179 |
0.097765 |
0.002980 |
0.000371 |
|
382 |
Legs |
06/16(18) |
CALL |
7.50 / 10.00 |
$15 / $235 / 0.06 |
69.86% / $2.76 / 1.18% / 20.20% |
73.59% / $7.65 |
$0.15 / $0.25 / $0.10 / 2,793 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
CALL |
7.50 |
30.14% |
$0.25 / 2,793 |
$0.35 / 2,058 |
0 / 11 |
75.217916% |
0.432265 |
-0.016179 |
0.219285 |
0.006684 |
0.001507 |
ARCA / ETF |
Long (Buy) |
06/16/2023 (M) |
CALL |
10.00 |
1.68% |
0 / 0 |
$0.10 / 3,427 |
0 / 637 |
112.485847% |
0.099770 |
-0.007179 |
0.097765 |
0.002980 |
0.000371 |
|
|
54 |
|
06/30(32) |
PUT |
6.50 / 5.00 |
$15 / $135 / 0.11 |
67.14% / $0.86 / 0.63% / 6.33% |
72.29% / $6.35 |
$0.15 / $0.20 / $0.05 / 20 |
12 / 12.90% / 53 |
5 |
Legs |
Vertical |
Bullish |
$6.83 (0.00%) / 8.02M |
|
Earnings: 08/01 |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
6.50 |
32.86% |
$0.20 / 393 |
$0.23 / 21 |
200 / 299 |
44.491704% |
-0.354704 |
-0.006762 |
0.270562 |
0.007989 |
-0.002757 |
NASDAQ / Stock |
Long (Buy) |
06/30/2023 (W) |
PUT |
5.00 |
3.61% |
0 / 0 |
$0.05 / 20 |
0 / 61 |
72.882392% |
-0.046841 |
-0.001827 |
0.071163 |
0.002101 |
-0.000344 |
|
86 |
Legs |
06/23(25) |
PUT |
6.50 / 4.50 |
$15 / $185 / 0.08 |
68.18% / $7.39 / 4.00% / 60.04% |
73.81% / $6.35 |
$0.15 / $0.17 / $0.02 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
6.50 |
31.82% |
$0.17 / 150 |
$0.20 / 12 |
3 / 111 |
44.846446% |
-0.348800 |
-0.007537 |
0.299633 |
0.007127 |
-0.002149 |
NASDAQ / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
4.50 |
0.75% |
0 / 0 |
$0.02 / 13 |
0 / 21 |
84.444573% |
-0.007669 |
-0.000443 |
0.017105 |
0.000407 |
-0.000044 |
|
78 |
Legs |
06/23(25) |
PUT |
6.50 / 5.00 |
$14 / $136 / 0.10 |
68.18% / $3.28 / 2.41% / 33.12% |
73.46% / $6.36 |
$0.14 / $0.17 / $0.03 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
6.50 |
31.82% |
$0.17 / 150 |
$0.20 / 12 |
3 / 111 |
44.846446% |
-0.348800 |
-0.007537 |
0.299633 |
0.007127 |
-0.002149 |
NASDAQ / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
5.00 |
2.36% |
$0.01 / 51 |
$0.03 / 13 |
0 / 15 |
66.220478% |
-0.032808 |
-0.001530 |
0.059344 |
0.001412 |
-0.000192 |
|
152 |
Legs |
06/16(18) |
PUT |
6.50 / 4.00 |
$14 / $236 / 0.06 |
69.79% / $9.50 / 4.03% / 86.18% |
75.66% / $6.36 |
$0.14 / $0.15 / $0.01 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.50 |
30.21% |
$0.15 / 259 |
$0.16 / 60 |
61 / 322 |
46.005304% |
-0.338875 |
-0.008622 |
0.340305 |
0.006141 |
-0.001555 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
0.06% |
0 / 0 |
$0.01 / 25 |
0 / 365 |
106.892567% |
-0.000231 |
-0.000021 |
0.000807 |
0.000015 |
-0.000001 |
|
119 |
Legs |
06/16(18) |
PUT |
6.50 / 5.00 |
$12 / $138 / 0.09 |
69.79% / $5.07 / 3.67% / 76.53% |
74.87% / $6.38 |
$0.12 / $0.15 / $0.03 / 46 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.50 |
30.21% |
$0.15 / 259 |
$0.16 / 60 |
61 / 322 |
46.005304% |
-0.338875 |
-0.008622 |
0.340305 |
0.006141 |
-0.001555 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
5.00 |
1.19% |
$0.01 / 1,041 |
$0.03 / 46 |
0 / 2,619 |
75.829296% |
-0.018619 |
-0.001097 |
0.042369 |
0.000765 |
-0.000081 |
|
91 |
Legs |
06/16(18) |
PUT |
6.50 / 5.50 |
$11 / $89 / 0.12 |
69.79% / $0.59 / 0.66% / 11.00% |
74.47% / $6.39 |
$0.11 / $0.15 / $0.04 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.50 |
30.21% |
$0.15 / 259 |
$0.16 / 60 |
61 / 322 |
46.005304% |
-0.338875 |
-0.008622 |
0.340305 |
0.006141 |
-0.001555 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
5.50 |
4.32% |
$0.03 / 746 |
$0.04 / 12 |
0 / 12 |
64.013163% |
-0.069791 |
-0.003210 |
0.124574 |
0.002248 |
-0.000309 |
|
|
775 |
|
07/21(53) |
CALL |
6.00 / 10.00 |
$35 / $365 / 0.10 |
60.49% / $7.79 / 2.14% / 13.87% |
68.02% / $6.35 |
$0.35 / $0.60 / $0.25 / 4 |
0 / 0.00% / 89 |
5 |
Legs |
Vertical |
Bearish |
$5.78 (+1.05%) / 319K |
|
Earnings: 08/08 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
6.00 |
39.51% |
$0.60 / 4 |
$0.80 / 503 |
0 / 5,507 |
87.103064% |
0.544574 |
-0.008302 |
0.172023 |
0.009008 |
0.003594 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
10.00 |
1.83% |
$0.05 / 20 |
$0.25 / 585 |
0 / 4 |
107.854087% |
0.122509 |
-0.004176 |
0.088072 |
0.004612 |
0.000915 |
|
661 |
Legs |
07/21(53) |
CALL |
6.00 / 9.00 |
$40 / $260 / 0.15 |
60.49% / $2.50 / 0.96% / 6.06% |
69.02% / $6.40 |
$0.40 / $0.60 / $0.20 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
6.00 |
39.51% |
$0.60 / 4 |
$0.80 / 503 |
0 / 5,507 |
87.103064% |
0.544574 |
-0.008302 |
0.172023 |
0.009008 |
0.003594 |
NASDAQ / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
9.00 |
4.33% |
0 / 0 |
$0.20 / 61 |
0 / 20 |
102.334807% |
0.184150 |
-0.005489 |
0.115492 |
0.006048 |
0.001350 |
|
982 |
Legs |
08/18(81) |
CALL |
6.00 / 11.00 |
$45 / $455 / 0.10 |
60.40% / $8.15 / 1.79% / 7.61% |
68.25% / $6.45 |
$0.45 / $0.70 / $0.25 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
6.00 |
39.60% |
$0.70 / 2 |
$0.95 / 319 |
25 / 485 |
81.841134% |
0.571204 |
-0.006779 |
0.139491 |
0.010893 |
0.005230 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
11.00 |
2.10% |
0 / 0 |
$0.25 / 218 |
0 / 233 |
112.840710% |
0.144806 |
-0.003852 |
0.080914 |
0.006319 |
0.001540 |
|
985 |
Legs |
08/18(81) |
CALL |
6.00 / 12.00 |
$50 / $550 / 0.09 |
60.40% / $17.79 / 3.23% / 14.05% |
69.05% / $6.50 |
$0.50 / $0.70 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
6.00 |
39.60% |
$0.70 / 2 |
$0.95 / 319 |
25 / 485 |
81.841134% |
0.571204 |
-0.006779 |
0.139491 |
0.010893 |
0.005230 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
12.00 |
1.11% |
0 / 0 |
$0.20 / 1 |
0 / 179 |
114.895747% |
0.108091 |
-0.003136 |
0.065978 |
0.005152 |
0.001166 |
|
776 |
Legs |
08/18(81) |
CALL |
7.00 / 11.00 |
$20 / $380 / 0.05 |
76.23% / $0.20 / 0.05% / 0.22% |
78.69% / $7.20 |
$0.20 / $0.45 / $0.25 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
7.00 |
23.77% |
$0.45 / 2 |
$0.60 / 64 |
4 / 237 |
83.145771% |
0.446104 |
-0.006774 |
0.140459 |
0.010969 |
0.004290 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
11.00 |
2.10% |
0 / 0 |
$0.25 / 218 |
0 / 233 |
112.840710% |
0.144806 |
-0.003852 |
0.080914 |
0.006319 |
0.001540 |
|
778 |
Legs |
08/18(81) |
CALL |
7.00 / 12.00 |
$25 / $475 / 0.05 |
76.23% / $8.72 / 1.84% / 7.81% |
79.28% / $7.25 |
$0.25 / $0.45 / $0.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
CALL |
7.00 |
23.77% |
$0.45 / 2 |
$0.60 / 64 |
4 / 237 |
83.145771% |
0.446104 |
-0.006774 |
0.140459 |
0.010969 |
0.004290 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
CALL |
12.00 |
1.11% |
0 / 0 |
$0.20 / 1 |
0 / 179 |
114.895747% |
0.108091 |
-0.003136 |
0.065978 |
0.005152 |
0.001166 |
|
|
272 |
|
06/16(18) |
PUT |
6.50 / 4.00 |
$11 / $239 / 0.05 |
73.27% / $3.57 / 1.49% / 26.32% |
76.05% / $6.39 |
$0.11 / $0.12 / $0.01 / 157 |
34 / 17.07% / 37 |
5 |
Legs |
Vertical |
Bullish |
$7.11 (-4.44%) / 1.37M |
|
|
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.50 |
26.73% |
$0.12 / 308 |
$0.15 / 1 |
1 / 1 |
56.339891% |
-0.299878 |
-0.012839 |
0.208848 |
0.006085 |
-0.001506 |
BATS / ETF |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
0.95% |
0 / 0 |
$0.01 / 157 |
0 / 37 |
113.742462% |
-0.004601 |
-0.000504 |
0.008066 |
0.000235 |
-0.000021 |
|
561 |
Legs |
06/16(18) |
PUT |
7.00 / 4.00 |
$37 / $263 / 0.14 |
58.30% / $16.35 / 6.21% / 158.48% |
69.73% / $6.63 |
$0.37 / $0.38 / $0.01 / 157 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.00 |
41.70% |
$0.38 / 160 |
$0.49 / 20 |
55 / 376 |
73.834112% |
-0.417885 |
-0.014326 |
0.234581 |
0.006835 |
-0.002148 |
BATS / ETF |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
0.95% |
0 / 0 |
$0.01 / 157 |
0 / 37 |
113.742462% |
-0.004601 |
-0.000504 |
0.008066 |
0.000235 |
-0.000021 |
|
565 |
Legs |
06/16(18) |
PUT |
7.00 / 6.50 |
$23 / $27 / 0.85 |
58.30% / $3.27 / 12.11% / 504.91% |
65.62% / $6.77 |
$0.23 / $0.38 / $0.15 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.00 |
41.70% |
$0.38 / 160 |
$0.49 / 20 |
55 / 376 |
73.834112% |
-0.417885 |
-0.014326 |
0.234581 |
0.006835 |
-0.002148 |
BATS / ETF |
Long (Buy) |
06/16/2023 (M) |
PUT |
6.50 |
26.73% |
$0.12 / 308 |
$0.15 / 1 |
1 / 1 |
56.339891% |
-0.299878 |
-0.012839 |
0.208848 |
0.006085 |
-0.001506 |
|
508 |
Legs |
06/02(4) |
CALL |
7.50 / 9.50 |
$9 / $191 / 0.05 |
71.47% / $5.97 / 3.13% / 264.53% |
75.55% / $7.59 |
$0.09 / $0.17 / $0.08 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
7.50 |
28.53% |
$0.17 / 3 |
$0.20 / 98 |
1,487 / 1,319 |
77.234735% |
0.389011 |
-0.024367 |
0.381975 |
0.004047 |
0.000552 |
BATS / ETF |
Long (Buy) |
06/02/2023 (W) |
CALL |
9.50 |
0.12% |
$0.04 / 250 |
$0.08 / 187 |
3 / 270 |
136.894032% |
0.024935 |
-0.003680 |
0.058101 |
0.000616 |
0.000037 |
|
457 |
Legs |
06/02(4) |
CALL |
7.50 / 9.00 |
$10 / $140 / 0.07 |
71.47% / $5.26 / 3.76% / 371.06% |
75.98% / $7.60 |
$0.10 / $0.17 / $0.07 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
7.50 |
28.53% |
$0.17 / 3 |
$0.20 / 98 |
1,487 / 1,319 |
77.234735% |
0.389011 |
-0.024367 |
0.381975 |
0.004047 |
0.000552 |
BATS / ETF |
Long (Buy) |
06/02/2023 (W) |
CALL |
9.00 |
0.67% |
$0.05 / 238 |
$0.07 / 10 |
107 / 336 |
117.734989% |
0.057396 |
-0.007265 |
0.114618 |
0.001214 |
0.000085 |
|
501 |
Legs |
06/02(4) |
CALL |
7.50 / 10.00 |
$12 / $238 / 0.05 |
71.47% / $8.49 / 3.57% / 336.00% |
76.83% / $7.62 |
$0.12 / $0.17 / $0.05 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
CALL |
7.50 |
28.53% |
$0.17 / 3 |
$0.20 / 98 |
1,487 / 1,319 |
77.234735% |
0.389011 |
-0.024367 |
0.381975 |
0.004047 |
0.000552 |
BATS / ETF |
Long (Buy) |
06/02/2023 (W) |
CALL |
10.00 |
0.02% |
$0.03 / 44 |
$0.05 / 9 |
0 / 525 |
141.237546% |
0.010024 |
-0.001684 |
0.026609 |
0.000282 |
0.000015 |
|
|
488 |
|
06/16(18) |
PUT |
6.50 / 5.00 |
$9 / $141 / 0.06 |
86.99% / $0.55 / 0.39% / 6.33% |
87.97% / $6.41 |
$0.09 / $0.12 / $0.03 / 5 |
44 / 41.82% / 99 |
5 |
Legs |
Vertical |
Bullish |
$8.26 (-1.43%) / 18.76M |
|
Earnings: 08/08 |
|
Bearish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.50 |
13.01% |
$0.12 / 5 |
$0.13 / 683 |
20 / 69 |
93.418368% |
-0.153571 |
-0.011960 |
0.104973 |
0.004800 |
-0.000888 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
5.00 |
3.13% |
$0.02 / 64 |
$0.03 / 24 |
0 / 1,231 |
113.777108% |
-0.023784 |
-0.002847 |
0.024843 |
0.001136 |
-0.000132 |
|
424 |
Legs |
08/18(81) |
PUT |
7.50 / 2.50 |
$84 / $416 / 0.20 |
67.36% / $15.94 / 3.83% / 16.80% |
75.39% / $6.66 |
$0.84 / $0.91 / $0.07 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.50 |
32.64% |
$0.91 / 42 |
$0.94 / 292 |
36 / 1,086 |
87.213046% |
-0.320288 |
-0.008843 |
0.080670 |
0.014251 |
-0.009125 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
2.50 |
5.22% |
$0.01 / 574 |
$0.07 / 321 |
0 / 1 |
138.039676% |
-0.006004 |
-0.000436 |
0.003836 |
0.000678 |
-0.000139 |
|
324 |
Legs |
06/16(18) |
PUT |
7.00 / 5.00 |
$16 / $184 / 0.09 |
80.40% / $2.58 / 1.40% / 24.52% |
82.74% / $6.84 |
$0.16 / $0.19 / $0.03 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.00 |
19.60% |
$0.19 / 175 |
$0.20 / 483 |
15 / 129 |
86.298172% |
-0.226602 |
-0.015164 |
0.133466 |
0.006103 |
-0.001333 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
5.00 |
3.13% |
$0.02 / 64 |
$0.03 / 24 |
0 / 1,231 |
113.777108% |
-0.023784 |
-0.002847 |
0.024843 |
0.001136 |
-0.000132 |
|
122 |
Legs |
08/18(81) |
PUT |
7.50 / 5.00 |
$65 / $185 / 0.35 |
67.36% / $4.72 / 2.55% / 10.96% |
73.73% / $6.85 |
$0.65 / $0.91 / $0.26 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.50 |
32.64% |
$0.91 / 42 |
$0.94 / 292 |
36 / 1,086 |
87.213046% |
-0.320288 |
-0.008843 |
0.080670 |
0.014251 |
-0.009125 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
5.00 |
13.55% |
$0.22 / 1,120 |
$0.26 / 449 |
30 / 318 |
102.515385% |
-0.110920 |
-0.004782 |
0.042655 |
0.007536 |
-0.002844 |
|
56 |
Legs |
06/23(25) |
PUT |
7.50 / 4.50 |
$29 / $271 / 0.11 |
70.08% / $3.61 / 1.33% / 17.21% |
74.92% / $7.21 |
$0.29 / $0.37 / $0.08 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
7.50 |
29.92% |
$0.37 / 15 |
$0.41 / 16 |
39 / 73 |
81.150684% |
-0.317715 |
-0.015516 |
0.137641 |
0.008296 |
-0.002591 |
NASDAQ / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
4.50 |
3.26% |
0 / 0 |
$0.08 / 757 |
0 / 190 |
148.270234% |
-0.017775 |
-0.001935 |
0.016908 |
0.001019 |
-0.000131 |
|
101 |
Legs |
06/16(18) |
PUT |
7.50 / 5.00 |
$27 / $223 / 0.12 |
71.60% / $6.10 / 2.73% / 52.93% |
76.63% / $7.23 |
$0.27 / $0.30 / $0.03 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.50 |
28.40% |
$0.30 / 1,036 |
$0.31 / 6 |
296 / 26,876 |
80.381363% |
-0.309367 |
-0.017690 |
0.156231 |
0.007144 |
-0.001854 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
5.00 |
3.13% |
$0.02 / 64 |
$0.03 / 24 |
0 / 1,231 |
113.777108% |
-0.023784 |
-0.002847 |
0.024843 |
0.001136 |
-0.000132 |
|
|
411 |
|
06/16(18) |
PUT |
6.50 / 5.00 |
$6 / $144 / 0.04 |
81.47% / $3.66 / 2.54% / 48.46% |
83.42% / $6.44 |
$0.06 / $0.09 / $0.03 / 24 |
0 / 0.00% / 97 |
5 |
Legs |
Vertical |
Bullish |
$7.18 (+1.84%) / 5.56M |
|
Earnings: 08/02 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
6.50 |
18.53% |
$0.09 / 24 |
$0.10 / 3 |
0 / 53 |
47.956198% |
-0.238567 |
-0.007152 |
0.295515 |
0.005416 |
-0.001119 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
5.00 |
0.43% |
0 / 0 |
$0.03 / 25 |
0 / 580 |
90.467479% |
-0.006343 |
-0.000420 |
0.017034 |
0.000312 |
-0.000029 |
|
359 |
Legs |
06/30 (32) - 07/21 |
PUT |
7.00 / 5.00 |
$24 / $176 / 0.14 |
59.01% / $3.23 / 1.84% / 19.28% |
68.30% / $6.76 |
$0.24 / $0.27 / $0.03 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
7.00 |
40.99% |
$0.27 / 342 |
$0.34 / 142 |
25 / 111 |
43.085646% |
-0.417510 |
-0.006845 |
0.291050 |
0.008729 |
-0.003382 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
5.00 |
4.46% |
$0.02 / 608 |
$0.03 / 7 |
1 / 2,246 |
54.787206% |
-0.050536 |
-0.001490 |
0.061629 |
0.002927 |
-0.000623 |
|
583 |
Legs |
06/16(18) |
PUT |
7.00 / 5.00 |
$18 / $182 / 0.10 |
59.55% / $9.10 / 5.00% / 115.68% |
68.51% / $6.82 |
$0.18 / $0.21 / $0.03 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.00 |
40.45% |
$0.21 / 1,611 |
$0.25 / 16 |
0 / 113 |
43.123240% |
-0.417733 |
-0.008890 |
0.372357 |
0.006825 |
-0.002002 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
5.00 |
0.43% |
0 / 0 |
$0.03 / 25 |
0 / 580 |
90.467479% |
-0.006343 |
-0.000420 |
0.017034 |
0.000312 |
-0.000029 |
|
626 |
Legs |
06/09(11) |
PUT |
7.00 / 6.00 |
$12 / $88 / 0.14 |
60.39% / $1.16 / 1.32% / 35.00% |
67.70% / $6.88 |
$0.12 / $0.16 / $0.04 / 516 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
7.00 |
39.61% |
$0.16 / 516 |
$0.20 / 24 |
2 / 85 |
42.706036% |
-0.414504 |
-0.010845 |
0.450156 |
0.005625 |
-0.001328 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
PUT |
6.00 |
3.55% |
$0.01 / 66 |
$0.04 / 749 |
0 / 106 |
58.815612% |
-0.068951 |
-0.003765 |
0.153287 |
0.001916 |
-0.000213 |
|
748 |
Legs |
06/02(4) |
PUT |
7.00 / 6.00 |
$5 / $95 / 0.05 |
62.68% / $1.84 / 1.94% / 123.75% |
66.92% / $6.95 |
$0.05 / $0.09 / $0.04 / 820 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/02/2023 (W) |
PUT |
7.00 |
37.32% |
$0.09 / 890 |
$0.14 / 810 |
13 / 63 |
41.607849% |
-0.402436 |
-0.014910 |
0.611984 |
0.004079 |
-0.000670 |
NYSE / Stock |
Long (Buy) |
06/02/2023 (W) |
PUT |
6.00 |
0.68% |
0 / 0 |
$0.04 / 820 |
0 / 47 |
90.166227% |
-0.023690 |
-0.002186 |
0.088351 |
0.000589 |
-0.000038 |
|
393 |
Legs |
06/09(11) |
CALL |
7.50 / 9.00 |
$6 / $144 / 0.04 |
73.87% / $3.72 / 2.58% / 79.31% |
76.87% / $7.56 |
$0.06 / $0.08 / $0.02 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
CALL |
7.50 |
26.13% |
$0.08 / 43 |
$0.12 / 201 |
20 / 94 |
40.242881% |
0.362646 |
-0.011121 |
0.433191 |
0.005413 |
0.000979 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
CALL |
9.00 |
0.25% |
0 / 0 |
$0.02 / 10 |
0 / 205 |
67.244997% |
0.032104 |
-0.002104 |
0.083122 |
0.001039 |
0.000090 |
|
|
541 |
|
08/18(81) |
PUT |
7.00 / 3.00 |
$48 / $352 / 0.14 |
74.65% / $2.64 / 0.75% / 3.14% |
78.66% / $6.52 |
$0.48 / $0.54 / $0.06 / 322 |
78 / 20.46% / 16 |
5 |
Legs |
Vertical |
Bullish |
$8.41 (+1.08%) / 7.83M |
|
Earnings: 05/30 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.00 |
25.35% |
$0.54 / 330 |
$0.60 / 403 |
4 / 829 |
81.533837% |
-0.255849 |
-0.007837 |
0.074050 |
0.013194 |
-0.007134 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.00 |
5.43% |
0 / 0 |
$0.06 / 322 |
0 / 2,820 |
130.672053% |
-0.010330 |
-0.000687 |
0.006312 |
0.001125 |
-0.000247 |
|
287 |
Legs |
06/23(25) |
PUT |
7.00 / 4.50 |
$14 / $236 / 0.06 |
81.70% / $1.18 / 0.50% / 6.19% |
83.42% / $6.86 |
$0.14 / $0.18 / $0.04 / 137 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
7.00 |
18.30% |
$0.18 / 137 |
$0.24 / 1 |
40 / 217 |
84.822066% |
-0.208453 |
-0.012289 |
0.113092 |
0.006875 |
-0.001684 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
4.50 |
2.39% |
0 / 0 |
$0.04 / 325 |
0 / 1 |
132.271552% |
-0.010954 |
-0.001249 |
0.011373 |
0.000691 |
-0.000082 |
|
250 |
Legs |
06/16(18) |
PUT |
7.00 / 6.00 |
$12 / $88 / 0.14 |
84.29% / $1.93 / 2.20% / 40.78% |
85.83% / $6.88 |
$0.12 / $0.18 / $0.06 / 157 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.00 |
15.71% |
$0.18 / 157 |
$0.19 / 103 |
86 / 878 |
92.297644% |
-0.187452 |
-0.013286 |
0.121774 |
0.005616 |
-0.001116 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
6.00 |
6.24% |
$0.05 / 223 |
$0.06 / 532 |
0 / 528 |
98.018014% |
-0.069407 |
-0.006617 |
0.060359 |
0.002784 |
-0.000401 |
|
427 |
Legs |
06/16(18) |
PUT |
7.00 / 5.50 |
$11 / $139 / 0.08 |
84.29% / $0.62 / 0.44% / 7.21% |
85.71% / $6.89 |
$0.11 / $0.18 / $0.07 / 157 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.00 |
15.71% |
$0.18 / 157 |
$0.19 / 103 |
86 / 878 |
92.297644% |
-0.187452 |
-0.013286 |
0.121774 |
0.005616 |
-0.001116 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
5.50 |
3.74% |
$0.02 / 884 |
$0.07 / 562 |
2 / 3 |
112.481444% |
-0.034771 |
-0.003819 |
0.034776 |
0.001604 |
-0.000198 |
|
164 |
Legs |
06/16(18) |
PUT |
7.00 / 6.50 |
$7 / $43 / 0.16 |
84.29% / $0.47 / 1.08% / 18.51% |
85.20% / $6.93 |
$0.07 / $0.18 / $0.11 / 157 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.00 |
15.71% |
$0.18 / 157 |
$0.19 / 103 |
86 / 878 |
92.297644% |
-0.187452 |
-0.013286 |
0.121774 |
0.005616 |
-0.001116 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
6.50 |
10.08% |
$0.10 / 120 |
$0.11 / 269 |
128 / 27 |
95.104298% |
-0.120526 |
-0.009932 |
0.090797 |
0.004187 |
-0.000706 |
|
608 |
Legs |
06/09(11) |
PUT |
7.00 / 6.00 |
$6 / $94 / 0.06 |
88.18% / $0.24 / 0.25% / 5.95% |
88.96% / $6.94 |
$0.06 / $0.11 / $0.05 / 319 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/09/2023 (W) |
PUT |
7.00 |
11.82% |
$0.11 / 442 |
$0.15 / 490 |
57 / 256 |
97.799056% |
-0.153760 |
-0.014234 |
0.129890 |
0.004084 |
-0.000604 |
NYSE / Stock |
Long (Buy) |
06/09/2023 (W) |
PUT |
6.00 |
3.38% |
$0.04 / 19 |
$0.05 / 319 |
3 / 245 |
113.129838% |
-0.041063 |
-0.005307 |
0.048240 |
0.001517 |
-0.000157 |
|
|
638 |
|
08/18(81) |
PUT |
7.50 / 5.00 |
$95 / $155 / 0.61 |
61.60% / $11.83 / 7.63% / 35.51% |
69.92% / $6.55 |
$0.95 / $1.75 / $0.80 / 52 |
29 / 19.50% / 14 |
1 |
Legs |
Vertical |
Bullish |
$7.59 (+2.02%) / 883K |
|
Earnings: 08/14 |
|
Bullish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.50 |
38.40% |
$1.75 / 487 |
$2.05 / 42 |
24 / 1,567 |
139.725058% |
-0.346656 |
-0.011533 |
0.066117 |
0.013466 |
-0.010967 |
NASDAQ / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
5.00 |
19.94% |
$0.50 / 462 |
$0.80 / 52 |
166 / 639 |
140.864885% |
-0.172722 |
-0.008136 |
0.045793 |
0.009326 |
-0.004825 |
|
711 |
Legs |
06/16(18) |
PUT |
7.50 / 2.50 |
$50 / $450 / 0.11 |
56.80% / $12.40 / 2.76% / 53.44% |
66.10% / $7.00 |
$0.50 / $0.55 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.50 |
43.20% |
$0.55 / 1 |
$0.80 / 251 |
0 / 470 |
97.754397% |
-0.414356 |
-0.024629 |
0.137220 |
0.007233 |
-0.002539 |
NASDAQ / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
2.50 |
1.76% |
0 / 0 |
$0.05 / 1,516 |
0 / 2 |
266.220638% |
-0.000843 |
-0.000185 |
0.001013 |
0.000053 |
-0.000004 |
|
|
342 |
|
08/18(81) |
PUT |
7.50 / 3.00 |
$92 / $358 / 0.26 |
79.53% / $19.20 / 5.36% / 24.09% |
82.04% / $6.58 |
$0.92 / $1.08 / $0.16 / 3 |
0 / 0.00% / 92 |
5 |
Legs |
Vertical |
Bullish |
$11.72 (+7.13%) / 13.37M |
|
Earnings: 08/03 |
|
Bearish / 2 days 16 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.50 |
20.47% |
$1.08 / 3 |
$1.12 / 15 |
181 / 3,510 |
154.556887% |
-0.169055 |
-0.014739 |
0.024651 |
0.014237 |
-0.008065 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.00 |
10.89% |
$0.12 / 1 |
$0.16 / 281 |
0 / 306 |
187.971544% |
-0.022428 |
-0.003162 |
0.005215 |
0.003012 |
-0.000891 |
|
302 |
Legs |
08/18(81) |
PUT |
7.50 / 3.50 |
$85 / $315 / 0.27 |
79.53% / $18.06 / 5.73% / 25.90% |
81.86% / $6.65 |
$0.85 / $1.08 / $0.23 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.50 |
20.47% |
$1.08 / 3 |
$1.12 / 15 |
181 / 3,510 |
154.556887% |
-0.169055 |
-0.014739 |
0.024651 |
0.014237 |
-0.008065 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
3.50 |
11.67% |
$0.15 / 373 |
$0.23 / 391 |
0 / 2,261 |
180.711817% |
-0.033649 |
-0.004428 |
0.007314 |
0.004224 |
-0.001368 |
|
198 |
Legs |
08/18(81) |
PUT |
7.50 / 4.00 |
$80 / $270 / 0.30 |
79.53% / $19.29 / 7.14% / 32.99% |
81.73% / $6.70 |
$0.80 / $1.08 / $0.28 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.50 |
20.47% |
$1.08 / 3 |
$1.12 / 15 |
181 / 3,510 |
154.556887% |
-0.169055 |
-0.014739 |
0.024651 |
0.014237 |
-0.008065 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
4.00 |
12.51% |
$0.21 / 536 |
$0.28 / 277 |
0 / 1,796 |
173.611917% |
-0.046777 |
-0.005779 |
0.009560 |
0.005521 |
-0.001945 |
|
136 |
Legs |
08/18(81) |
PUT |
7.50 / 4.50 |
$73 / $227 / 0.32 |
79.53% / $19.24 / 8.48% / 39.95% |
81.55% / $6.77 |
$0.73 / $1.08 / $0.35 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.50 |
20.47% |
$1.08 / 3 |
$1.12 / 15 |
181 / 3,510 |
154.556887% |
-0.169055 |
-0.014739 |
0.024651 |
0.014237 |
-0.008065 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
4.50 |
13.41% |
$0.29 / 320 |
$0.35 / 199 |
0 / 293 |
169.160136% |
-0.061511 |
-0.007168 |
0.011875 |
0.006858 |
-0.002614 |
|
89 |
Legs |
08/18(81) |
PUT |
7.50 / 5.00 |
$65 / $185 / 0.35 |
79.53% / $18.82 / 10.17% / 49.21% |
81.34% / $6.85 |
$0.65 / $1.08 / $0.43 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
08/18/2023 (M) |
PUT |
7.50 |
20.47% |
$1.08 / 3 |
$1.12 / 15 |
181 / 3,510 |
154.556887% |
-0.169055 |
-0.014739 |
0.024651 |
0.014237 |
-0.008065 |
NYSE / Stock |
Long (Buy) |
08/18/2023 (M) |
PUT |
5.00 |
14.38% |
$0.39 / 45 |
$0.43 / 64 |
0 / 1,540 |
165.575442% |
-0.077557 |
-0.008557 |
0.014197 |
0.008199 |
-0.003365 |
|
11 |
Legs |
06/30(32) |
PUT |
9.00 / 7.00 |
$39 / $161 / 0.24 |
76.83% / $0.03 / 0.02% / 0.17% |
78.84% / $8.61 |
$0.39 / $0.67 / $0.28 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
9.00 |
23.17% |
$0.67 / 10 |
$0.75 / 113 |
0 / 144 |
137.873625% |
-0.225572 |
-0.027291 |
0.045119 |
0.011036 |
-0.003771 |
NYSE / Stock |
Long (Buy) |
06/30/2023 (W) |
PUT |
7.00 |
14.43% |
$0.23 / 174 |
$0.28 / 12 |
2 / 51 |
145.273385% |
-0.116000 |
-0.017825 |
0.029339 |
0.007176 |
-0.001825 |
|
|
71 |
|
07/21(53) |
PUT |
7.00 / 3.00 |
$40 / $360 / 0.11 |
68.79% / $7.86 / 2.18% / 14.20% |
74.46% / $6.60 |
$0.40 / $0.45 / $0.05 / 5 |
78 / 57.41% / 43 |
5 |
Legs |
Vertical |
Bullish |
$7.92 (+2.99%) / 11.11M |
|
Earnings: 08/02 / Ex-Div: 06/14 ($0.29) |
|
Neutral / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
7.00 |
31.21% |
$0.45 / 5 |
$0.48 / 115 |
91 / 75,846 |
69.354727% |
-0.310547 |
-0.009668 |
0.116700 |
0.010905 |
-0.005005 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
2.83% |
0 / 0 |
$0.05 / 461 |
0 / 736 |
143.424803% |
-0.003208 |
-0.000260 |
0.003245 |
0.000303 |
-0.000045 |
|
62 |
Legs |
07/21(53) |
PUT |
7.00 / 4.00 |
$38 / $262 / 0.15 |
68.79% / $0.17 / 0.07% / 0.40% |
74.20% / $6.62 |
$0.38 / $0.45 / $0.07 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
7.00 |
31.21% |
$0.45 / 5 |
$0.48 / 115 |
91 / 75,846 |
69.354727% |
-0.310547 |
-0.009668 |
0.116700 |
0.010905 |
-0.005005 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
4.00 |
5.50% |
$0.06 / 2 |
$0.07 / 4 |
15 / 549 |
110.413098% |
-0.024643 |
-0.001554 |
0.019255 |
0.001799 |
-0.000354 |
|
134 |
Legs |
06/23(25) |
PUT |
7.00 / 4.50 |
$17 / $233 / 0.07 |
73.78% / $1.72 / 0.74% / 9.22% |
76.98% / $6.83 |
$0.17 / $0.22 / $0.05 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/23/2023 (W) |
PUT |
7.00 |
26.22% |
$0.22 / 132 |
$0.23 / 1 |
58 / 1,225 |
66.161844% |
-0.283788 |
-0.012892 |
0.158033 |
0.007513 |
-0.002132 |
NYSE / Stock |
Long (Buy) |
06/23/2023 (W) |
PUT |
4.50 |
2.46% |
0 / 0 |
$0.05 / 15 |
0 / 93 |
124.941973% |
-0.013666 |
-0.001308 |
0.016372 |
0.000778 |
-0.000095 |
|
291 |
Legs |
06/16(18) |
PUT |
7.00 / 4.00 |
$15 / $285 / 0.05 |
76.35% / $8.06 / 2.83% / 55.15% |
79.42% / $6.85 |
$0.15 / $0.17 / $0.02 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.00 |
23.65% |
$0.17 / 568 |
$0.18 / 38 |
1,936 / 29,415 |
67.874340% |
-0.266749 |
-0.014299 |
0.176276 |
0.006358 |
-0.001479 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
4.00 |
0.59% |
$0.01 / 6 |
$0.02 / 15 |
0 / 967 |
136.581197% |
-0.001335 |
-0.000188 |
0.002362 |
0.000085 |
-0.000007 |
|
274 |
Legs |
06/16(18) |
PUT |
7.00 / 5.00 |
$14 / $186 / 0.08 |
76.35% / $2.22 / 1.19% / 20.55% |
79.22% / $6.86 |
$0.14 / $0.17 / $0.03 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.00 |
23.65% |
$0.17 / 568 |
$0.18 / 38 |
1,936 / 29,415 |
67.874340% |
-0.266749 |
-0.014299 |
0.176276 |
0.006358 |
-0.001479 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
5.00 |
2.43% |
$0.02 / 25 |
$0.03 / 12 |
24 / 3,748 |
104.762646% |
-0.020023 |
-0.002081 |
0.026070 |
0.000940 |
-0.000104 |
|
180 |
Legs |
06/30(32) |
PUT |
7.50 / 4.50 |
$37 / $263 / 0.14 |
61.92% / $3.58 / 1.36% / 14.00% |
69.54% / $7.13 |
$0.37 / $0.44 / $0.07 / 129 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/30/2023 (W) |
PUT |
7.50 |
38.08% |
$0.44 / 193 |
$0.51 / 21 |
13 / 347 |
66.031574% |
-0.377590 |
-0.013076 |
0.158499 |
0.009355 |
-0.003688 |
NYSE / Stock |
Long (Buy) |
06/30/2023 (W) |
PUT |
4.50 |
3.80% |
0 / 0 |
$0.07 / 129 |
0 / 39 |
120.626685% |
-0.022439 |
-0.001799 |
0.022422 |
0.001323 |
-0.000197 |
|
|
448 |
|
07/21(53) |
PUT |
7.00 / 3.00 |
$40 / $360 / 0.11 |
61.57% / $7.49 / 2.08% / 13.50% |
69.10% / $6.60 |
$0.40 / $0.55 / $0.15 / 466 |
12 / 11.23% / 27 |
4 |
Legs |
Vertical |
Bullish |
$7.1104 (-0.69%) / 993K |
|
Earnings: 08/14 |
|
Bullish / 2 days 15 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
PUT |
7.00 |
38.43% |
$0.55 / 466 |
$0.70 / 295 |
6 / 718 |
69.087791% |
-0.381513 |
-0.008350 |
0.144777 |
0.010937 |
-0.005692 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
PUT |
3.00 |
2.40% |
0 / 0 |
$0.15 / 570 |
0 / 1 |
177.034003% |
-0.004174 |
-0.000280 |
0.004674 |
0.000353 |
-0.000053 |
|
481 |
Legs |
06/16(18) |
PUT |
7.00 / 5.00 |
$20 / $180 / 0.11 |
62.59% / $0.84 / 0.47% / 7.60% |
68.75% / $6.80 |
$0.20 / $0.30 / $0.10 / 404 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
06/16/2023 (M) |
PUT |
7.00 |
37.41% |
$0.30 / 404 |
$0.35 / 274 |
19 / 1,603 |
64.626700% |
-0.387171 |
-0.013821 |
0.234054 |
0.006824 |
-0.002001 |
NYSE / Stock |
Long (Buy) |
06/16/2023 (M) |
PUT |
5.00 |
3.37% |
0 / 0 |
$0.10 / 653 |
0 / 12 |
125.750919% |
-0.037540 |
-0.003005 |
0.050023 |
0.001459 |
-0.000180 |
|
509 |
Legs |
07/21(53) |
CALL |
8.00 / 14.00 |
$25 / $575 / 0.04 |
68.47% / $12.95 / 2.25% / 14.67% |
72.65% / $8.25 |
$0.25 / $0.40 / $0.15 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
8.00 |
31.53% |
$0.40 / 1 |
$0.50 / 209 |
2 / 610 |
62.083477% |
0.473426 |
-0.009525 |
0.151173 |
0.011420 |
0.004141 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
14.00 |
0.36% |
0 / 0 |
$0.15 / 512 |
0 / 144 |
114.254504% |
0.053740 |
-0.002565 |
0.041480 |
0.003134 |
0.000527 |
|
423 |
Legs |
07/21(53) |
CALL |
8.00 / 12.00 |
$30 / $370 / 0.08 |
68.47% / $6.94 / 1.88% / 12.11% |
73.44% / $8.30 |
$0.30 / $0.40 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
8.00 |
31.53% |
$0.40 / 1 |
$0.50 / 209 |
2 / 610 |
62.083477% |
0.473426 |
-0.009525 |
0.151173 |
0.011420 |
0.004141 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
12.00 |
1.88% |
0 / 0 |
$0.10 / 514 |
0 / 271 |
85.800575% |
0.118088 |
-0.004659 |
0.075114 |
0.005674 |
0.001133 |
|
433 |
Legs |
07/21(53) |
CALL |
8.00 / 13.00 |
$35 / $465 / 0.08 |
68.47% / $16.18 / 3.48% / 23.39% |
74.21% / $8.35 |
$0.35 / $0.40 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
07/21/2023 (M) |
CALL |
8.00 |
31.53% |
$0.40 / 1 |
$0.50 / 209 |
2 / 610 |
62.083477% |
0.473426 |
-0.009525 |
0.151173 |
0.011420 |
0.004141 |
NYSE / Stock |
Long (Buy) |
07/21/2023 (M) |
CALL |
13.00 |
0.83% |
0 / 0 |
$0.05 / 10 |
0 / 104 |
82.893073% |
0.079967 |
-0.003495 |
0.056442 |
0.004264 |
0.000777 |
|
|
697 |
|
08/18(81) |
PUT |
7.00 / |