945 |
^NDX |
11/17(53) |
CALL |
14825.00 / 14975.00 |
$7,780 / $7,220 / 1.08 |
48.56% / $69.92 / 0.97% / 6.10% |
51.20% / $14,902.80 |
$77.80 / $488.80 / $411.00 / 7 |
91 / 86.36% / 46 |
5 |
Legs |
Vertical |
Bearish |
$14701.0966 (+0.05%) / 837.12M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
NDX.IN |
Short (Sell) |
11/17/2023 (M) |
CALL |
14825.00 |
51.44% |
$488.80 / 8 |
$495.90 / 8 |
236 / 72 |
19.068843% |
0.542965 |
-6.750752 |
0.000236 |
23.206006 |
11.444162 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
14975.00 |
46.37% |
$405.20 / 6 |
$411.00 / 7 |
0 / 5 |
18.596809% |
0.507600 |
-6.727349 |
0.000238 |
23.337264 |
10.738156 |
|
924 |
Legs |
11/17(53) |
CALL |
14850.00 / 14975.00 |
$6,360 / $6,140 / 1.04 |
49.41% / $43.17 / 0.70% / 4.40% |
51.56% / $14,913.60 |
$63.60 / $474.60 / $411.00 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14850.00 |
50.59% |
$474.60 / 8 |
$481.30 / 9 |
20 / 6 |
18.998096% |
0.537062 |
-6.750106 |
0.000237 |
23.240704 |
11.326865 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
14975.00 |
46.37% |
$405.20 / 6 |
$411.00 / 7 |
0 / 5 |
18.596809% |
0.507600 |
-6.727349 |
0.000238 |
23.337264 |
10.738156 |
|
928 |
Legs |
11/17(53) |
CALL |
14850.00 / 15000.00 |
$7,660 / $7,340 / 1.04 |
49.41% / $83.44 / 1.14% / 7.19% |
52.00% / $14,926.60 |
$76.60 / $474.60 / $398.00 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14850.00 |
50.59% |
$474.60 / 8 |
$481.30 / 9 |
20 / 6 |
18.998096% |
0.537062 |
-6.750106 |
0.000237 |
23.240704 |
11.326865 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
15000.00 |
45.54% |
$392.10 / 9 |
$398.00 / 7 |
13 / 135 |
18.527440% |
0.501727 |
-6.718932 |
0.000238 |
23.341281 |
10.620180 |
|
893 |
Legs |
11/17(53) |
CALL |
14875.00 / 15000.00 |
$6,220 / $6,280 / 0.99 |
50.26% / $15.03 / 0.24% / 1.48% |
52.36% / $14,937.20 |
$62.20 / $460.20 / $398.00 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14875.00 |
49.74% |
$460.20 / 8 |
$466.20 / 5 |
4 / 1 |
18.903065% |
0.531161 |
-6.748151 |
0.000237 |
23.270262 |
11.209379 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
15000.00 |
45.54% |
$392.10 / 9 |
$398.00 / 7 |
13 / 135 |
18.527440% |
0.501727 |
-6.718932 |
0.000238 |
23.341281 |
10.620180 |
|
907 |
Legs |
11/17(53) |
CALL |
14875.00 / 15025.00 |
$7,530 / $7,470 / 1.01 |
50.26% / $87.24 / 1.17% / 7.39% |
52.80% / $14,950.30 |
$75.30 / $460.20 / $384.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14875.00 |
49.74% |
$460.20 / 8 |
$466.20 / 5 |
4 / 1 |
18.903065% |
0.531161 |
-6.748151 |
0.000237 |
23.270262 |
11.209379 |
NASDAQI / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
15025.00 |
44.71% |
$379.20 / 9 |
$384.90 / 7 |
0 / 3 |
18.450459% |
0.495863 |
-6.709243 |
0.000238 |
23.340245 |
10.502196 |
|
915 |
Legs |
10/20(25) |
CALL |
14825.00 / 14925.00 |
$5,080 / $4,920 / 1.03 |
49.44% / $31.84 / 0.65% / 8.05% |
51.86% / $14,875.80 |
$50.80 / $319.80 / $269.00 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
14825.00 |
50.56% |
$319.80 / 8 |
$324.00 / 5 |
53 / 66 |
18.304806% |
0.527518 |
-9.123450 |
0.000333 |
16.609462 |
5.812935 |
NASDAQI / Index |
Long (Buy) |
10/20/2023 (M) |
CALL |
14925.00 |
45.80% |
$265.00 / 8 |
$269.00 / 6 |
10 / 9 |
17.887308% |
0.494353 |
-9.086890 |
0.000333 |
16.647415 |
5.460705 |
|
|
|
996 |
^SPX |
12/15(81) |
CALL |
4350.00 / 4365.00 |
$840 / $660 / 1.27 |
46.07% / $30.98 / 4.69% / 20.85% |
47.13% / $4,358.40 |
$8.40 / $138.80 / $130.40 / 60 |
99 / 93.26% / 50 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPX.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.93% |
$138.80 / 90 |
$139.80 / 90 |
230 / 10,292 |
13.688681% |
0.556719 |
-1.312814 |
0.000886 |
8.279571 |
5.171671 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4365.00 |
52.03% |
$129.50 / 15 |
$130.40 / 60 |
1,740 / 2 |
13.531695% |
0.543443 |
-1.310942 |
0.000889 |
8.314607 |
5.054951 |
|
998 |
Legs |
12/15(81) |
CALL |
4350.00 / 4380.00 |
$1,770 / $1,230 / 1.44 |
46.07% / $151.96 / 12.35% / 61.76% |
48.31% / $4,367.70 |
$17.70 / $138.80 / $121.10 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.93% |
$138.80 / 90 |
$139.80 / 90 |
230 / 10,292 |
13.688681% |
0.556719 |
-1.312814 |
0.000886 |
8.279571 |
5.171671 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
50.13% |
$120.30 / 60 |
$121.10 / 15 |
5,009 / 2,157 |
13.351359% |
0.530164 |
-1.307879 |
0.000892 |
8.340328 |
4.937739 |
|
999 |
Legs |
12/15(81) |
CALL |
4350.00 / 4375.00 |
$1,460 / $1,040 / 1.40 |
46.07% / $111.64 / 10.73% / 52.34% |
47.92% / $4,364.60 |
$14.60 / $138.80 / $124.20 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.93% |
$138.80 / 90 |
$139.80 / 90 |
230 / 10,292 |
13.688681% |
0.556719 |
-1.312814 |
0.000886 |
8.279571 |
5.171671 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4375.00 |
50.76% |
$123.30 / 75 |
$124.20 / 15 |
2,857 / 6,166 |
13.411408% |
0.534589 |
-1.309032 |
0.000891 |
8.332790 |
4.976854 |
|
1000 |
Legs |
12/15(81) |
CALL |
4350.00 / 4370.00 |
$1,150 / $850 / 1.35 |
46.07% / $71.31 / 8.39% / 39.46% |
47.53% / $4,361.50 |
$11.50 / $138.80 / $127.30 / 75 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.93% |
$138.80 / 90 |
$139.80 / 90 |
230 / 10,292 |
13.688681% |
0.556719 |
-1.312814 |
0.000886 |
8.279571 |
5.171671 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4370.00 |
51.39% |
$126.40 / 15 |
$127.30 / 75 |
1,376 / 1,607 |
13.473518% |
0.539016 |
-1.310053 |
0.000891 |
8.324216 |
5.015927 |
|
991 |
Legs |
12/15(81) |
CALL |
4355.00 / 4370.00 |
$830 / $670 / 1.24 |
46.70% / $30.51 / 4.55% / 20.18% |
47.75% / $4,363.30 |
$8.30 / $135.60 / $127.30 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4355.00 |
53.30% |
$135.60 / 15 |
$136.60 / 15 |
0 / 19 |
13.630163% |
0.552295 |
-1.312323 |
0.000887 |
8.292284 |
5.132828 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4370.00 |
51.39% |
$126.40 / 15 |
$127.30 / 75 |
1,376 / 1,607 |
13.473518% |
0.539016 |
-1.310053 |
0.000891 |
8.324216 |
5.015927 |
|
955 |
Legs |
11/17(53) |
CALL |
4350.00 / 4365.00 |
$820 / $680 / 1.21 |
47.06% / $25.85 / 3.80% / 25.75% |
48.33% / $4,358.20 |
$8.20 / $107.50 / $99.30 / 75 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4350.00 |
52.94% |
$107.50 / 135 |
$108.50 / 15 |
800 / 1,118 |
13.499102% |
0.544583 |
-1.545187 |
0.001086 |
6.806622 |
3.447704 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
4365.00 |
50.61% |
$98.20 / 105 |
$99.30 / 75 |
49 / 128 |
13.295888% |
0.528310 |
-1.542068 |
0.001090 |
6.832183 |
3.348997 |
|
|
992 |
^SPXW |
12/15(81) |
CALL |
4350.00 / 4375.00 |
$1,500 / $1,000 / 1.50 |
46.49% / $162.33 / 16.23% / 86.08% |
48.38% / $4,365.00 |
$15.00 / $137.80 / $122.80 / 7 |
99 / 95.01% / 44 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPXW.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4375.00 |
50.36% |
$122.40 / 7 |
$122.80 / 7 |
3 / 55 |
13.449672% |
0.532150 |
-1.318224 |
0.000883 |
8.331623 |
4.947866 |
|
993 |
Legs |
12/15(81) |
CALL |
4350.00 / 4370.00 |
$1,190 / $810 / 1.47 |
46.49% / $119.86 / 14.80% / 76.78% |
47.99% / $4,361.90 |
$11.90 / $137.80 / $125.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4370.00 |
50.99% |
$125.50 / 7 |
$125.90 / 7 |
14 / 59 |
13.514112% |
0.536533 |
-1.319294 |
0.000882 |
8.323708 |
4.986504 |
|
994 |
Legs |
12/15(81) |
CALL |
4350.00 / 4380.00 |
$1,790 / $1,210 / 1.48 |
46.49% / $184.79 / 15.27% / 79.81% |
48.74% / $4,367.90 |
$17.90 / $137.80 / $119.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4380.00 |
49.74% |
$119.50 / 7 |
$119.90 / 7 |
37 / 68 |
13.405311% |
0.527768 |
-1.317024 |
0.000884 |
8.338525 |
4.909188 |
|
995 |
Legs |
12/15(81) |
CALL |
4350.00 / 4365.00 |
$880 / $620 / 1.42 |
46.49% / $77.40 / 12.48% / 62.52% |
47.60% / $4,358.80 |
$8.80 / $137.80 / $129.00 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4365.00 |
51.62% |
$128.60 / 7 |
$129.00 / 7 |
11 / 15 |
13.574630% |
0.540917 |
-1.320234 |
0.000881 |
8.314778 |
5.025097 |
|
997 |
Legs |
12/15(81) |
CALL |
4350.00 / 4360.00 |
$570 / $430 / 1.33 |
46.49% / $34.93 / 8.12% / 38.05% |
47.21% / $4,355.70 |
$5.70 / $137.80 / $132.10 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
4350.00 |
53.51% |
$137.80 / 15 |
$138.20 / 7 |
20 / 78 |
13.720489% |
0.554066 |
-1.322265 |
0.000878 |
8.281902 |
5.140554 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
4360.00 |
52.25% |
$131.70 / 7 |
$132.10 / 7 |
2 / 22 |
13.631235% |
0.545300 |
-1.321042 |
0.000880 |
8.304834 |
5.063640 |
|
972 |
Legs |
11/30(66) |
CALL |
4350.00 / 4375.00 |
$1,470 / $1,030 / 1.43 |
47.04% / $145.89 / 14.16% / 94.86% |
49.08% / $4,364.70 |
$14.70 / $120.30 / $105.60 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/30/2023 (W) |
CALL |
4350.00 |
52.96% |
$120.30 / 26 |
$120.90 / 26 |
252 / 350 |
13.476448% |
0.547689 |
-1.430480 |
0.000969 |
7.531208 |
4.219821 |
S&P / Index |
Long (Buy) |
11/30/2023 (W) |
CALL |
4375.00 |
49.49% |
$105.00 / 22 |
$105.60 / 22 |
41 / 127 |
13.170111% |
0.523494 |
-1.425220 |
0.000975 |
7.572312 |
4.042029 |
|
|
750 |
AZO |
12/15(81) |
PUT |
2560.00 / 2200.00 |
$7,590 / $28,410 / 0.27 |
58.38% / $748.83 / 2.64% / 11.34% |
69.00% / $2,484.10 |
$75.90 / $90.60 / $14.70 / 6 |
74 / 33.30% / 50 |
5 |
Legs |
Vertical |
Bullish |
$2570.27 (+1.56%) / 113K |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
AZO |
Short (Sell) |
12/15/2023 (M) |
PUT |
2560.00 |
41.62% |
$90.60 / 6 |
$93.80 / 6 |
0 / 7 |
23.042042% |
-0.427272 |
-0.709096 |
0.001050 |
4.872935 |
-2.859620 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2200.00 |
6.78% |
$13.10 / 6 |
$14.70 / 6 |
1 / 20 |
26.904477% |
-0.109868 |
-0.375052 |
0.000503 |
2.333690 |
-0.707734 |
|
698 |
Legs |
12/15(81) |
PUT |
2550.00 / 2200.00 |
$7,220 / $27,780 / 0.26 |
59.86% / $751.55 / 2.71% / 11.65% |
69.82% / $2,477.80 |
$72.20 / $86.90 / $14.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2550.00 |
40.14% |
$86.90 / 6 |
$91.20 / 6 |
0 / 5 |
23.319352% |
-0.416723 |
-0.708513 |
0.001044 |
4.847148 |
-2.785340 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2200.00 |
6.78% |
$13.10 / 6 |
$14.70 / 6 |
1 / 20 |
26.904477% |
-0.109868 |
-0.375052 |
0.000503 |
2.333690 |
-0.707734 |
|
790 |
Legs |
12/15(81) |
PUT |
2550.00 / 2100.00 |
$7,420 / $37,580 / 0.20 |
59.86% / $1,849.22 / 4.92% / 21.93% |
70.07% / $2,475.80 |
$74.20 / $86.90 / $12.70 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2550.00 |
40.14% |
$86.90 / 6 |
$91.20 / 6 |
0 / 5 |
23.319352% |
-0.416723 |
-0.708513 |
0.001044 |
4.847148 |
-2.785340 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2100.00 |
3.43% |
$4.30 / 1 |
$12.70 / 1 |
1 / 30 |
28.906118% |
-0.060851 |
-0.243910 |
0.000322 |
1.496091 |
-0.388961 |
|
635 |
Legs |
12/15(81) |
PUT |
2540.00 / 2200.00 |
$6,800 / $27,200 / 0.25 |
61.31% / $707.81 / 2.60% / 11.19% |
70.56% / $2,472.00 |
$68.00 / $82.70 / $14.70 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2540.00 |
38.69% |
$82.70 / 5 |
$87.50 / 1 |
0 / 7 |
23.400849% |
-0.406193 |
-0.707293 |
0.001038 |
4.817874 |
-2.711420 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2200.00 |
6.78% |
$13.10 / 6 |
$14.70 / 6 |
1 / 20 |
26.904477% |
-0.109868 |
-0.375052 |
0.000503 |
2.333690 |
-0.707734 |
|
747 |
Legs |
12/15(81) |
PUT |
2540.00 / 2100.00 |
$7,000 / $37,000 / 0.19 |
61.31% / $1,756.65 / 4.75% / 21.11% |
70.81% / $2,470.00 |
$70.00 / $82.70 / $12.70 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2540.00 |
38.69% |
$82.70 / 5 |
$87.50 / 1 |
0 / 7 |
23.400849% |
-0.406193 |
-0.707293 |
0.001038 |
4.817874 |
-2.711420 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2100.00 |
3.43% |
$4.30 / 1 |
$12.70 / 1 |
1 / 30 |
28.906118% |
-0.060851 |
-0.243910 |
0.000322 |
1.496091 |
-0.388961 |
|
132 |
Legs |
11/17(53) |
CALL |
2710.00 / 3000.00 |
$2,720 / $26,280 / 0.10 |
71.66% / $180.95 / 0.69% / 4.30% |
75.58% / $2,737.20 |
$27.20 / $32.00 / $4.80 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2710.00 |
28.34% |
$32.00 / 11 |
$36.60 / 2 |
0 / 1 |
18.972593% |
0.376878 |
-1.131168 |
0.001241 |
3.863214 |
1.397867 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
3000.00 |
3.63% |
0 / 0 |
$4.80 / 2 |
0 / 17 |
22.066903% |
0.121233 |
-0.577618 |
0.000658 |
2.049512 |
0.460151 |
|
|
974 |
^RUT |
12/15(81) |
CALL |
1790.00 / 1800.00 |
$520 / $480 / 1.08 |
48.17% / $1.70 / 0.35% / 1.47% |
49.43% / $1,795.20 |
$5.20 / $68.80 / $63.60 / 8 |
93 / 85.55% / 33 |
5 |
Legs |
Vertical |
Bearish |
$1776.503 (-0.30%) |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
RUT.IN |
Short (Sell) |
12/15/2023 (M) |
CALL |
1790.00 |
51.83% |
$68.80 / 9 |
$69.40 / 14 |
0 / 64 |
17.476908% |
0.550753 |
-0.655504 |
0.001689 |
3.409705 |
2.056269 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1800.00 |
49.41% |
$63.20 / 9 |
$63.60 / 8 |
262 / 5,699 |
17.304873% |
0.533911 |
-0.654824 |
0.001697 |
3.425135 |
1.997526 |
|
979 |
Legs |
12/15(81) |
CALL |
1790.00 / 1810.00 |
$1,060 / $940 / 1.13 |
48.17% / $23.40 / 2.49% / 10.68% |
50.73% / $1,800.60 |
$10.60 / $68.80 / $58.20 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1790.00 |
51.83% |
$68.80 / 9 |
$69.40 / 14 |
0 / 64 |
17.476908% |
0.550753 |
-0.655504 |
0.001689 |
3.409705 |
2.056269 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1810.00 |
47.01% |
$57.80 / 13 |
$58.20 / 8 |
115 / 602 |
17.146708% |
0.517101 |
-0.653144 |
0.001701 |
3.434402 |
1.938531 |
|
980 |
Legs |
12/15(81) |
CALL |
1790.00 / 1830.00 |
$2,060 / $1,940 / 1.06 |
48.17% / $0.43 / 0.02% / 0.09% |
53.13% / $1,810.60 |
$20.60 / $68.80 / $48.20 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1790.00 |
51.83% |
$68.80 / 9 |
$69.40 / 14 |
0 / 64 |
17.476908% |
0.550753 |
-0.655504 |
0.001689 |
3.409705 |
2.056269 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1830.00 |
42.29% |
$47.80 / 28 |
$48.20 / 65 |
0 / 80 |
16.831183% |
0.483697 |
-0.646854 |
0.001701 |
3.434690 |
1.820285 |
|
958 |
Legs |
12/15(81) |
CALL |
1800.00 / 1810.00 |
$500 / $500 / 1.00 |
50.59% / $6.18 / 1.24% / 5.20% |
51.79% / $1,805.00 |
$5.00 / $63.20 / $58.20 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1800.00 |
49.41% |
$63.20 / 9 |
$63.60 / 8 |
262 / 5,699 |
17.304873% |
0.533911 |
-0.654824 |
0.001697 |
3.425135 |
1.997526 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1810.00 |
47.01% |
$57.80 / 13 |
$58.20 / 8 |
115 / 602 |
17.146708% |
0.517101 |
-0.653144 |
0.001701 |
3.434402 |
1.938531 |
|
961 |
Legs |
12/15(81) |
CALL |
1800.00 / 1830.00 |
$1,500 / $1,500 / 1.00 |
50.59% / $25.94 / 1.73% / 7.34% |
54.18% / $1,815.00 |
$15.00 / $63.20 / $48.20 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
1800.00 |
49.41% |
$63.20 / 9 |
$63.60 / 8 |
262 / 5,699 |
17.304873% |
0.533911 |
-0.654824 |
0.001697 |
3.425135 |
1.997526 |
RUSSELL / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
1830.00 |
42.29% |
$47.80 / 28 |
$48.20 / 65 |
0 / 80 |
16.831183% |
0.483697 |
-0.646854 |
0.001701 |
3.434690 |
1.820285 |
|
938 |
Legs |
11/17(53) |
CALL |
1790.00 / 1805.00 |
$770 / $730 / 1.06 |
48.94% / $4.69 / 0.64% / 4.01% |
51.22% / $1,797.70 |
$7.70 / $54.00 / $46.30 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1790.00 |
51.06% |
$54.00 / 19 |
$54.60 / 34 |
0 / 88 |
17.395393% |
0.538585 |
-0.778175 |
0.002070 |
2.801823 |
1.376057 |
RUSSELL / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
1805.00 |
46.64% |
$45.80 / 26 |
$46.30 / 10 |
0 / 2 |
17.088921% |
0.507659 |
-0.775196 |
0.002079 |
2.814481 |
1.300993 |
|
|
60 |
MELI |
12/15(81) |
PUT |
1200.00 / 1140.00 |
$1,700 / $4,300 / 0.40 |
69.66% / $20.75 / 0.48% / 2.01% |
72.10% / $1,183.00 |
$17.00 / $58.40 / $41.40 / 5 |
25 / 14.05% / 15 |
5 |
Legs |
Vertical |
Bullish |
$1276.96 (-1.26%) / 280K |
|
Earnings: 11/02 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
MELI |
Short (Sell) |
12/15/2023 (M) |
PUT |
1200.00 |
30.34% |
$58.40 / 5 |
$60.60 / 11 |
4 / 134 |
42.730815% |
-0.330082 |
-0.615539 |
0.001138 |
2.244227 |
-1.172329 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1140.00 |
22.31% |
$39.50 / 30 |
$41.40 / 11 |
12 / 11 |
43.372335% |
-0.258966 |
-0.557698 |
0.001017 |
2.005751 |
-0.906523 |
|
71 |
Legs |
12/15(81) |
PUT |
1200.00 / 1120.00 |
$2,230 / $5,770 / 0.39 |
69.66% / $71.02 / 1.23% / 5.18% |
72.83% / $1,177.70 |
$22.30 / $58.40 / $36.10 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
1200.00 |
30.34% |
$58.40 / 5 |
$60.60 / 11 |
4 / 134 |
42.730815% |
-0.330082 |
-0.615539 |
0.001138 |
2.244227 |
-1.172329 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1120.00 |
19.99% |
$33.50 / 40 |
$36.10 / 10 |
1 / 9 |
43.372344% |
-0.236405 |
-0.533318 |
0.000968 |
1.910420 |
-0.823756 |
|
77 |
Legs |
12/15(81) |
PUT |
1200.00 / 1100.00 |
$2,710 / $7,290 / 0.37 |
69.66% / $123.54 / 1.69% / 7.18% |
73.49% / $1,172.90 |
$27.10 / $58.40 / $31.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
1200.00 |
30.34% |
$58.40 / 5 |
$60.60 / 11 |
4 / 134 |
42.730815% |
-0.330082 |
-0.615539 |
0.001138 |
2.244227 |
-1.172329 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1100.00 |
17.86% |
$30.20 / 1 |
$31.30 / 5 |
2 / 277 |
44.002016% |
-0.214595 |
-0.506773 |
0.000917 |
1.808535 |
-0.744420 |
|
59 |
Legs |
12/15(81) |
PUT |
1190.00 / 1120.00 |
$1,860 / $5,140 / 0.36 |
71.11% / $40.25 / 0.78% / 3.27% |
73.69% / $1,171.40 |
$18.60 / $54.70 / $36.10 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
1190.00 |
28.89% |
$54.70 / 7 |
$56.90 / 11 |
0 / 47 |
42.755416% |
-0.317952 |
-0.607626 |
0.001120 |
2.209915 |
-1.126441 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1120.00 |
19.99% |
$33.50 / 40 |
$36.10 / 10 |
1 / 9 |
43.372344% |
-0.236405 |
-0.533318 |
0.000968 |
1.910420 |
-0.823756 |
|
68 |
Legs |
12/15(81) |
PUT |
1190.00 / 1100.00 |
$2,340 / $6,660 / 0.35 |
71.11% / $95.37 / 1.43% / 6.05% |
74.33% / $1,166.60 |
$23.40 / $54.70 / $31.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
1190.00 |
28.89% |
$54.70 / 7 |
$56.90 / 11 |
0 / 47 |
42.755416% |
-0.317952 |
-0.607626 |
0.001120 |
2.209915 |
-1.126441 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1100.00 |
17.86% |
$30.20 / 1 |
$31.30 / 5 |
2 / 277 |
44.002016% |
-0.214595 |
-0.506773 |
0.000917 |
1.808535 |
-0.744420 |
|
3 |
Legs |
11/17(53) |
PUT |
1200.00 / 1140.00 |
$1,570 / $4,430 / 0.35 |
71.52% / $48.35 / 1.09% / 6.89% |
74.18% / $1,184.30 |
$15.70 / $46.20 / $30.50 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
1200.00 |
28.48% |
$46.20 / 23 |
$47.70 / 11 |
7 / 951 |
44.111895% |
-0.319233 |
-0.758396 |
0.001370 |
1.812752 |
-0.734636 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1140.00 |
19.19% |
$29.50 / 12 |
$30.50 / 11 |
0 / 187 |
45.180380% |
-0.235011 |
-0.660251 |
0.001179 |
1.559339 |
-0.533387 |
|
|
19 |
CMG |
10/27(32) |
PUT |
1780.00 / 1730.00 |
$860 / $4,140 / 0.21 |
79.30% / $13.21 / 0.32% / 3.14% |
80.94% / $1,771.40 |
$8.60 / $33.90 / $25.30 / 7 |
64 / 29.13% / 32 |
5 |
Legs |
Vertical |
Bullish |
$1875.58 (+0.51%) / 201K |
|
Earnings: 10/24 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
CMG |
Short (Sell) |
10/27/2023 (W) |
PUT |
1780.00 |
20.70% |
$33.90 / 25 |
$37.00 / 8 |
0 / 5 |
34.673644% |
-0.266392 |
-0.838390 |
0.001655 |
1.941097 |
-0.528028 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
1730.00 |
12.40% |
$21.80 / 44 |
$25.30 / 7 |
0 / 1 |
35.354877% |
-0.185670 |
-0.691132 |
0.001348 |
1.581235 |
-0.365545 |
|
38 |
Legs |
10/27(32) |
PUT |
1770.00 / 1710.00 |
$910 / $5,090 / 0.18 |
81.20% / $51.60 / 1.01% / 10.27% |
82.82% / $1,760.90 |
$9.10 / $30.80 / $21.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
1770.00 |
18.80% |
$30.80 / 37 |
$35.00 / 9 |
0 / 13 |
34.881370% |
-0.249143 |
-0.811886 |
0.001598 |
1.874796 |
-0.493134 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
1710.00 |
9.88% |
$19.10 / 36 |
$21.70 / 6 |
0 / 1 |
36.045058% |
-0.157632 |
-0.624939 |
0.001214 |
1.424107 |
-0.309580 |
|
31 |
Legs |
11/17(53) |
CALL |
2050.00 / 2090.00 |
$690 / $3,310 / 0.21 |
81.30% / $24.33 / 0.74% / 4.60% |
82.26% / $2,056.90 |
$6.90 / $30.30 / $23.40 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2050.00 |
18.70% |
$30.30 / 14 |
$31.70 / 11 |
0 / 18 |
27.875184% |
0.299974 |
-0.826480 |
0.001392 |
2.585765 |
0.812277 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
2090.00 |
13.63% |
$20.40 / 73 |
$23.40 / 6 |
1 / 1 |
27.344477% |
0.251392 |
-0.752774 |
0.001276 |
2.370333 |
0.683934 |
|
42 |
Legs |
11/17(53) |
CALL |
2050.00 / 2100.00 |
$840 / $4,160 / 0.20 |
81.30% / $37.71 / 0.91% / 5.70% |
82.46% / $2,058.40 |
$8.40 / $30.30 / $21.90 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2050.00 |
18.70% |
$30.30 / 14 |
$31.70 / 11 |
0 / 18 |
27.875184% |
0.299974 |
-0.826480 |
0.001392 |
2.585765 |
0.812277 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
2100.00 |
12.54% |
$20.30 / 27 |
$21.90 / 10 |
0 / 21 |
27.767857% |
0.240066 |
-0.733300 |
0.001245 |
2.312377 |
0.653839 |
|
643 |
Legs |
12/15(81) |
PUT |
1690.00 / 1600.00 |
$1,090 / $7,910 / 0.14 |
84.35% / $31.66 / 0.40% / 1.66% |
85.43% / $1,679.10 |
$10.90 / $28.60 / $17.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
1690.00 |
15.65% |
$28.60 / 38 |
$31.00 / 8 |
0 / 5 |
30.303990% |
-0.208798 |
-0.461318 |
0.000942 |
2.608625 |
-1.005875 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
1600.00 |
8.33% |
$16.30 / 32 |
$17.70 / 6 |
0 / 91 |
31.993258% |
-0.125412 |
-0.338098 |
0.000677 |
1.873871 |
-0.597204 |
|
75 |
Legs |
10/27(32) |
PUT |
1760.00 / 1700.00 |
$810 / $5,190 / 0.16 |
82.98% / $48.15 / 0.93% / 9.36% |
84.33% / $1,751.90 |
$8.10 / $28.20 / $20.10 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
1760.00 |
17.02% |
$28.20 / 12 |
$32.50 / 7 |
0 / 13 |
35.009444% |
-0.232414 |
-0.783700 |
0.001539 |
1.805198 |
-0.459383 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
1700.00 |
8.78% |
$16.30 / 49 |
$20.10 / 7 |
1 / 23 |
35.847354% |
-0.144604 |
-0.591169 |
0.001146 |
1.344659 |
-0.283659 |
|
|
730 |
MSTR |
12/15(81) |
PUT |
320.00 / 300.00 |
$830 / $1,170 / 0.71 |
59.37% / $39.22 / 3.35% / 14.58% |
62.76% / $311.70 |
$8.30 / $33.35 / $25.05 / 1 |
11 / 11.37% / 72 |
5 |
Legs |
Vertical |
Bullish |
$322.70 (-1.03%) / 283K |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
MSTR |
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
40.63% |
$33.35 / 1 |
$34.20 / 30 |
0 / 96 |
61.874379% |
-0.394362 |
-0.273118 |
0.002954 |
0.604233 |
-0.407532 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
32.76% |
$24.40 / 1 |
$25.05 / 20 |
16 / 233 |
62.643418% |
-0.333915 |
-0.260747 |
0.002793 |
0.571228 |
-0.337726 |
|
745 |
Legs |
12/15(81) |
PUT |
320.00 / 260.00 |
$2,120 / $3,880 / 0.55 |
59.37% / $65.21 / 1.68% / 7.12% |
67.68% / $298.80 |
$21.20 / $33.35 / $12.15 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
40.63% |
$33.35 / 1 |
$34.20 / 30 |
0 / 96 |
61.874379% |
-0.394362 |
-0.273118 |
0.002954 |
0.604233 |
-0.407532 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
260.00 |
20.28% |
$11.70 / 8 |
$12.15 / 6 |
0 / 273 |
65.295731% |
-0.215797 |
-0.213180 |
0.002248 |
0.459712 |
-0.209531 |
|
748 |
Legs |
12/15(81) |
PUT |
320.00 / 290.00 |
$1,215 / $1,785 / 0.68 |
59.37% / $56.53 / 3.17% / 13.74% |
64.27% / $307.85 |
$12.15 / $33.35 / $21.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
40.63% |
$33.35 / 1 |
$34.20 / 30 |
0 / 96 |
61.874379% |
-0.394362 |
-0.273118 |
0.002954 |
0.604233 |
-0.407532 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
290.00 |
29.23% |
$20.55 / 14 |
$21.20 / 11 |
26 / 165 |
63.148686% |
-0.303702 |
-0.251646 |
0.002684 |
0.548878 |
-0.303964 |
|
756 |
Legs |
12/15(81) |
PUT |
320.00 / 270.00 |
$1,865 / $3,135 / 0.60 |
59.37% / $67.80 / 2.16% / 9.23% |
66.74% / $301.35 |
$18.65 / $33.35 / $14.70 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
40.63% |
$33.35 / 1 |
$34.20 / 30 |
0 / 96 |
61.874379% |
-0.394362 |
-0.273118 |
0.002954 |
0.604233 |
-0.407532 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
22.99% |
$14.25 / 34 |
$14.70 / 6 |
0 / 87 |
64.425555% |
-0.244398 |
-0.227758 |
0.002410 |
0.492885 |
-0.239668 |
|
762 |
Legs |
12/15(81) |
PUT |
320.00 / 280.00 |
$1,565 / $2,435 / 0.64 |
59.37% / $68.12 / 2.80% / 12.06% |
65.61% / $304.35 |
$15.65 / $33.35 / $17.70 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
320.00 |
40.63% |
$33.35 / 1 |
$34.20 / 30 |
0 / 96 |
61.874379% |
-0.394362 |
-0.273118 |
0.002954 |
0.604233 |
-0.407532 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
25.97% |
$17.20 / 15 |
$17.70 / 6 |
10 / 294 |
63.715281% |
-0.273783 |
-0.240624 |
0.002556 |
0.522705 |
-0.271213 |
|
4 |
Legs |
11/17(53) |
PUT |
300.00 / 280.00 |
$600 / $1,400 / 0.43 |
68.20% / $8.08 / 0.58% / 3.60% |
70.79% / $294.00 |
$6.00 / $18.00 / $12.00 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
300.00 |
31.80% |
$18.00 / 2 |
$18.50 / 1 |
1 / 29 |
61.276906% |
-0.332568 |
-0.322937 |
0.003405 |
0.467029 |
-0.213156 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
280.00 |
23.73% |
$11.70 / 2 |
$12.00 / 7 |
6 / 9 |
62.758761% |
-0.260042 |
-0.290532 |
0.003041 |
0.417047 |
-0.163364 |
|
|
639 |
MDB |
12/15(81) |
PUT |
330.00 / 320.00 |
$415 / $585 / 0.71 |
60.13% / $22.33 / 3.82% / 16.72% |
62.28% / $325.85 |
$4.15 / $28.90 / $24.75 / 3 |
23 / 16.13% / 86 |
5 |
Legs |
Vertical |
Bullish |
$335.76 (+0.64%) / 1.26M |
|
Earnings: 12/05 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
MDB |
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
39.87% |
$28.90 / 3 |
$29.25 / 4 |
0 / 43 |
54.049146% |
-0.398384 |
-0.211248 |
0.003770 |
0.627943 |
-0.394155 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
320.00 |
34.78% |
$24.45 / 7 |
$24.75 / 3 |
1 / 21 |
54.439090% |
-0.359837 |
-0.206337 |
0.003654 |
0.608628 |
-0.352407 |
|
659 |
Legs |
12/15(81) |
PUT |
330.00 / 270.00 |
$1,960 / $4,040 / 0.49 |
60.13% / $139.67 / 3.46% / 15.06% |
69.74% / $310.40 |
$19.60 / $28.90 / $9.30 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
39.87% |
$28.90 / 3 |
$29.25 / 4 |
0 / 43 |
54.049146% |
-0.398384 |
-0.211248 |
0.003770 |
0.627943 |
-0.394155 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
15.58% |
$9.10 / 1 |
$9.30 / 7 |
0 / 144 |
57.561955% |
-0.179165 |
-0.148553 |
0.002556 |
0.425702 |
-0.167531 |
|
683 |
Legs |
12/15(81) |
PUT |
330.00 / 280.00 |
$1,730 / $3,270 / 0.53 |
60.13% / $94.80 / 2.90% / 12.52% |
68.69% / $312.70 |
$17.30 / $28.90 / $11.60 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
39.87% |
$28.90 / 3 |
$29.25 / 4 |
0 / 43 |
54.049146% |
-0.398384 |
-0.211248 |
0.003770 |
0.627943 |
-0.394155 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
18.56% |
$11.30 / 1 |
$11.60 / 10 |
2 / 27 |
56.827303% |
-0.212216 |
-0.163871 |
0.002833 |
0.471823 |
-0.200157 |
|
688 |
Legs |
12/15(81) |
PUT |
330.00 / 310.00 |
$810 / $1,190 / 0.68 |
60.13% / $44.85 / 3.77% / 16.50% |
64.28% / $321.90 |
$8.10 / $28.90 / $20.80 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
39.87% |
$28.90 / 3 |
$29.25 / 4 |
0 / 43 |
54.049146% |
-0.398384 |
-0.211248 |
0.003770 |
0.627943 |
-0.394155 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
310.00 |
30.08% |
$20.50 / 4 |
$20.80 / 5 |
7 / 68 |
54.967135% |
-0.321511 |
-0.199035 |
0.003501 |
0.583010 |
-0.311778 |
|
695 |
Legs |
12/15(81) |
PUT |
330.00 / 290.00 |
$1,460 / $2,540 / 0.58 |
60.13% / $65.53 / 2.58% / 11.09% |
67.43% / $315.40 |
$14.60 / $28.90 / $14.30 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
39.87% |
$28.90 / 3 |
$29.25 / 4 |
0 / 43 |
54.049146% |
-0.398384 |
-0.211248 |
0.003770 |
0.627943 |
-0.394155 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
290.00 |
21.96% |
$13.90 / 11 |
$14.30 / 10 |
0 / 21 |
56.171297% |
-0.247252 |
-0.177602 |
0.003086 |
0.514016 |
-0.235297 |
|
61 |
Legs |
11/17(53) |
PUT |
320.00 / 260.00 |
$1,217 / $4,783 / 0.25 |
66.08% / $32.76 / 0.68% / 4.28% |
72.86% / $307.83 |
$12.17 / $14.65 / $2.48 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
320.00 |
33.92% |
$14.65 / 9 |
$14.85 / 5 |
8 / 179 |
45.296912% |
-0.358245 |
-0.256592 |
0.004456 |
0.497637 |
-0.225465 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
260.00 |
9.44% |
$2.37 / 14 |
$2.48 / 22 |
0 / 578 |
50.477034% |
-0.115381 |
-0.137539 |
0.002321 |
0.259234 |
-0.068982 |
|
|
837 |
SRPT |
12/15(81) |
CALL |
125.00 / 155.00 |
$1,030 / $1,970 / 0.52 |
59.89% / $29.39 / 1.49% / 6.31% |
68.22% / $135.30 |
$10.30 / $28.10 / $17.80 / 5 |
99 / 100.00% / 23 |
5 |
Legs |
Vertical |
Bearish |
$119.11 (-0.37%) / 553K |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SRPT |
Short (Sell) |
12/15/2023 (M) |
CALL |
125.00 |
40.11% |
$28.10 / 5 |
$29.50 / 7 |
2 / 63 |
131.126082% |
0.579670 |
-0.146043 |
0.006414 |
0.227297 |
0.109516 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
155.00 |
19.56% |
$15.80 / 10 |
$17.80 / 7 |
0 / 72 |
117.438974% |
0.411327 |
-0.143941 |
0.006383 |
0.226184 |
0.083101 |
|
838 |
Legs |
12/15(81) |
CALL |
125.00 / 150.00 |
$890 / $1,610 / 0.55 |
59.89% / $15.84 / 0.98% / 4.12% |
67.17% / $133.90 |
$8.90 / $28.10 / $19.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
125.00 |
40.11% |
$28.10 / 5 |
$29.50 / 7 |
2 / 63 |
131.126082% |
0.579670 |
-0.146043 |
0.006414 |
0.227297 |
0.109516 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
150.00 |
22.22% |
$17.60 / 6 |
$19.20 / 1 |
9 / 2,078 |
119.041607% |
0.436707 |
-0.145917 |
0.006463 |
0.229012 |
0.087425 |
|
366 |
Legs |
11/17(53) |
CALL |
125.00 / 155.00 |
$970 / $2,030 / 0.48 |
59.75% / $45.15 / 2.22% / 14.46% |
69.31% / $134.70 |
$9.70 / $26.60 / $16.90 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
125.00 |
40.25% |
$26.60 / 9 |
$28.40 / 10 |
12 / 1,573 |
154.026845% |
0.553821 |
-0.179120 |
0.007920 |
0.188201 |
0.075616 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
155.00 |
16.13% |
$14.00 / 13 |
$16.90 / 15 |
21 / 115 |
137.006141% |
0.350528 |
-0.166340 |
0.007425 |
0.176440 |
0.051043 |
|
384 |
Legs |
11/17(53) |
CALL |
125.00 / 150.00 |
$850 / $1,650 / 0.52 |
59.75% / $23.29 / 1.41% / 8.99% |
68.22% / $133.50 |
$8.50 / $26.60 / $18.10 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
125.00 |
40.25% |
$26.60 / 9 |
$28.40 / 10 |
12 / 1,573 |
154.026845% |
0.553821 |
-0.179120 |
0.007920 |
0.188201 |
0.075616 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
150.00 |
19.05% |
$17.60 / 32 |
$18.10 / 4 |
315 / 1,594 |
143.285565% |
0.380279 |
-0.171131 |
0.007630 |
0.181314 |
0.054903 |
|
584 |
Legs |
12/15(81) |
CALL |
130.00 / 160.00 |
$900 / $2,100 / 0.43 |
64.10% / $34.31 / 1.63% / 6.92% |
70.88% / $139.00 |
$9.00 / $25.80 / $16.80 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
130.00 |
35.90% |
$25.80 / 19 |
$27.80 / 5 |
0 / 64 |
129.918605% |
0.549155 |
-0.147584 |
0.006495 |
0.230174 |
0.105165 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
160.00 |
17.18% |
$14.60 / 10 |
$16.80 / 10 |
111 / 329 |
117.627461% |
0.387099 |
-0.141496 |
0.006281 |
0.222586 |
0.078875 |
|
586 |
Legs |
12/15(81) |
CALL |
130.00 / 150.00 |
$660 / $1,340 / 0.49 |
64.10% / $20.73 / 1.55% / 6.54% |
69.18% / $136.60 |
$6.60 / $25.80 / $19.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
130.00 |
35.90% |
$25.80 / 19 |
$27.80 / 5 |
0 / 64 |
129.918605% |
0.549155 |
-0.147584 |
0.006495 |
0.230174 |
0.105165 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
150.00 |
22.22% |
$17.60 / 6 |
$19.20 / 1 |
9 / 2,078 |
119.041607% |
0.436707 |
-0.145917 |
0.006463 |
0.229012 |
0.087425 |
|
|
244 |
|
12/15(81) |
CALL |
520.00 / 580.00 |
$1,530 / $4,470 / 0.34 |
66.62% / $4.82 / 0.11% / 0.45% |
72.24% / $535.30 |
$15.30 / $25.80 / $10.50 / 1 |
32 / 22.43% / 16 |
5 |
Legs |
Vertical |
Bearish |
$482.39 (+0.42%) / 307K |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
33.38% |
$25.80 / 1 |
$26.60 / 1 |
1 / 62 |
41.042046% |
0.456235 |
-0.313822 |
0.003179 |
0.925777 |
0.427197 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
15.05% |
$9.90 / 7 |
$10.50 / 22 |
0 / 40 |
39.358252% |
0.296846 |
-0.269222 |
0.002774 |
0.807843 |
0.286511 |
|
340 |
Legs |
12/15(81) |
CALL |
520.00 / 600.00 |
$1,830 / $6,170 / 0.30 |
66.62% / $90.59 / 1.47% / 6.20% |
73.27% / $538.30 |
$18.30 / $25.80 / $7.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
33.38% |
$25.80 / 1 |
$26.60 / 1 |
1 / 62 |
41.042046% |
0.456235 |
-0.313822 |
0.003179 |
0.925777 |
0.427197 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
11.09% |
$6.60 / 8 |
$7.50 / 24 |
0 / 83 |
38.742014% |
0.253028 |
-0.247823 |
0.002564 |
0.746628 |
0.246166 |
|
78 |
Legs |
11/17(53) |
PUT |
470.00 / 410.00 |
$1,650 / $4,350 / 0.38 |
62.31% / $38.46 / 0.88% / 5.55% |
70.35% / $453.50 |
$16.50 / $24.90 / $8.40 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
470.00 |
37.69% |
$24.90 / 10 |
$25.40 / 1 |
2 / 37 |
44.450089% |
-0.391187 |
-0.316441 |
0.003760 |
0.734158 |
-0.345469 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
410.00 |
13.91% |
$5.60 / 39 |
$8.40 / 6 |
1 / 2 |
45.355329% |
-0.177966 |
-0.221315 |
0.002551 |
0.498087 |
-0.151447 |
|
40 |
Legs |
11/17(53) |
CALL |
510.00 / 570.00 |
$1,520 / $4,480 / 0.34 |
64.86% / $53.43 / 1.19% / 7.55% |
71.92% / $525.20 |
$15.20 / $23.00 / $7.80 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
35.14% |
$23.00 / 1 |
$23.70 / 1 |
0 / 15 |
42.620001% |
0.455944 |
-0.378864 |
0.003882 |
0.758052 |
0.295608 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
570.00 |
12.82% |
$7.40 / 17 |
$7.80 / 1 |
0 / 3 |
41.033679% |
0.261899 |
-0.305685 |
0.003188 |
0.622454 |
0.175039 |
|
122 |
Legs |
12/15(81) |
PUT |
450.00 / 390.00 |
$1,390 / $4,610 / 0.30 |
70.01% / $70.80 / 1.54% / 6.49% |
74.90% / $436.10 |
$13.90 / $22.30 / $8.40 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
450.00 |
29.99% |
$22.30 / 2 |
$23.00 / 2 |
0 / 78 |
43.991648% |
-0.326035 |
-0.240876 |
0.002889 |
0.841364 |
-0.439068 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
390.00 |
12.88% |
$7.90 / 6 |
$8.40 / 24 |
1 / 113 |
47.193954% |
-0.157218 |
-0.165530 |
0.001928 |
0.561549 |
-0.204156 |
|
148 |
Legs |
12/15(81) |
CALL |
530.00 / 580.00 |
$1,180 / $3,820 / 0.31 |
70.37% / $9.82 / 0.26% / 1.07% |
74.44% / $541.80 |
$11.80 / $22.30 / $10.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
530.00 |
29.63% |
$22.30 / 1 |
$23.10 / 1 |
1 / 51 |
40.734091% |
0.427082 |
-0.309345 |
0.003145 |
0.915785 |
0.402252 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
15.05% |
$9.90 / 7 |
$10.50 / 22 |
0 / 40 |
39.358252% |
0.296846 |
-0.269222 |
0.002774 |
0.807843 |
0.286511 |
|
|
249 |
|
12/15(81) |
PUT |
430.00 / 410.00 |
$670 / $1,330 / 0.50 |
64.88% / $1.71 / 0.13% / 0.53% |
67.54% / $423.30 |
$6.70 / $25.00 / $18.30 / 1 |
41 / 31.28% / 43 |
5 |
Legs |
Vertical |
Bullish |
$449.29 (+2.02%) / 428K |
|
Earnings: 10/26 / Ex-Div: 09/28 ($1) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
430.00 |
35.12% |
$25.00 / 1 |
$25.40 / 4 |
0 / 7 |
43.749962% |
-0.364112 |
-0.254596 |
0.003001 |
0.817166 |
-0.468271 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
410.00 |
27.56% |
$17.70 / 7 |
$18.30 / 10 |
0 / 37 |
44.354576% |
-0.301763 |
-0.238783 |
0.002786 |
0.758689 |
-0.382492 |
|
265 |
Legs |
12/15(81) |
PUT |
430.00 / 370.00 |
$1,630 / $4,370 / 0.37 |
64.88% / $3.10 / 0.07% / 0.29% |
71.12% / $413.70 |
$16.30 / $25.00 / $8.70 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
430.00 |
35.12% |
$25.00 / 1 |
$25.40 / 4 |
0 / 7 |
43.749962% |
-0.364112 |
-0.254596 |
0.003001 |
0.817166 |
-0.468271 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
370.00 |
15.91% |
$8.10 / 9 |
$8.70 / 6 |
0 / 32 |
46.236834% |
-0.186777 |
-0.186927 |
0.002147 |
0.584578 |
-0.230531 |
|
141 |
Legs |
12/15(81) |
PUT |
420.00 / 360.00 |
$1,400 / $4,600 / 0.30 |
68.80% / $12.75 / 0.28% / 1.15% |
73.81% / $406.00 |
$14.00 / $21.10 / $7.10 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
420.00 |
31.20% |
$21.10 / 9 |
$22.00 / 9 |
0 / 18 |
44.246703% |
-0.332730 |
-0.247639 |
0.002904 |
0.790653 |
-0.424773 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
360.00 |
13.70% |
$6.70 / 11 |
$7.10 / 6 |
0 / 3 |
47.021160% |
-0.161394 |
-0.170907 |
0.001957 |
0.532752 |
-0.197980 |
|
243 |
Legs |
12/15(81) |
PUT |
410.00 / 350.00 |
$1,190 / $4,810 / 0.25 |
72.44% / $13.80 / 0.29% / 1.19% |
76.39% / $398.10 |
$11.90 / $17.70 / $5.80 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
410.00 |
27.56% |
$17.70 / 7 |
$18.30 / 10 |
0 / 37 |
44.354576% |
-0.301763 |
-0.238783 |
0.002786 |
0.758689 |
-0.382492 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
350.00 |
11.74% |
$5.30 / 30 |
$5.80 / 30 |
0 / 13 |
47.625428% |
-0.137759 |
-0.154232 |
0.001760 |
0.479331 |
-0.167983 |
|
5 |
Legs |
11/17(53) |
PUT |
420.00 / 380.00 |
$930 / $3,070 / 0.30 |
70.60% / $5.65 / 0.18% / 1.14% |
74.60% / $410.70 |
$9.30 / $16.80 / $7.50 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
420.00 |
29.40% |
$16.80 / 6 |
$17.20 / 6 |
0 / 24 |
45.860572% |
-0.323173 |
-0.304351 |
0.003506 |
0.640149 |
-0.266153 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
380.00 |
14.84% |
$7.10 / 6 |
$7.50 / 9 |
0 / 19 |
48.332920% |
-0.184039 |
-0.228936 |
0.002598 |
0.474464 |
-0.147686 |
|
382 |
Legs |
12/15(81) |
PUT |
400.00 / 340.00 |
$1,010 / $4,990 / 0.20 |
75.78% / $16.36 / 0.33% / 1.36% |
78.87% / $389.90 |
$10.10 / $14.80 / $4.70 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
400.00 |
24.22% |
$14.80 / 7 |
$15.70 / 41 |
0 / 14 |
45.054851% |
-0.271446 |
-0.228119 |
0.002650 |
0.721581 |
-0.341681 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
340.00 |
10.02% |
$2.90 / 11 |
$4.70 / 20 |
0 / 3 |
46.327728% |
-0.116024 |
-0.137237 |
0.001562 |
0.425324 |
-0.140666 |
|
|
650 |
|
12/15(81) |
PUT |
230.00 / 220.00 |
$440 / $560 / 0.79 |
60.87% / $53.57 / 9.57% / 45.81% |
63.18% / $225.60 |
$4.40 / $25.00 / $20.60 / 25 |
18 / 13.31% / 81 |
5 |
Legs |
Vertical |
Bullish |
$236.25 (+2.03%) / 1.6M |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
230.00 |
39.13% |
$25.00 / 39 |
$25.30 / 50 |
16 / 127 |
66.490504% |
-0.381371 |
-0.208379 |
0.003816 |
0.434952 |
-0.290397 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
34.01% |
$20.40 / 11 |
$20.60 / 25 |
3 / 90 |
66.875528% |
-0.341959 |
-0.201992 |
0.003677 |
0.419024 |
-0.256547 |
|
670 |
Legs |
12/15(81) |
PUT |
230.00 / 185.00 |
$1,630 / $2,870 / 0.57 |
60.87% / $132.70 / 4.62% / 20.51% |
68.99% / $213.70 |
$16.30 / $25.00 / $8.70 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
230.00 |
39.13% |
$25.00 / 39 |
$25.30 / 50 |
16 / 127 |
66.490504% |
-0.381371 |
-0.208379 |
0.003816 |
0.434952 |
-0.290397 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
185.00 |
19.76% |
$8.50 / 76 |
$8.70 / 74 |
0 / 42 |
68.851651% |
-0.206864 |
-0.159910 |
0.002860 |
0.325959 |
-0.147675 |
|
684 |
Legs |
12/15(81) |
PUT |
230.00 / 190.00 |
$1,500 / $2,500 / 0.60 |
60.87% / $126.54 / 5.06% / 22.61% |
68.38% / $215.00 |
$15.00 / $25.00 / $10.00 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
230.00 |
39.13% |
$25.00 / 39 |
$25.30 / 50 |
16 / 127 |
66.490504% |
-0.381371 |
-0.208379 |
0.003816 |
0.434952 |
-0.290397 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
190.00 |
21.44% |
$9.80 / 46 |
$10.00 / 31 |
1 / 267 |
68.513256% |
-0.225360 |
-0.167679 |
0.003006 |
0.342538 |
-0.161988 |
|
690 |
Legs |
12/15(81) |
PUT |
230.00 / 195.00 |
$1,360 / $2,140 / 0.64 |
60.87% / $123.24 / 5.76% / 26.00% |
67.73% / $216.40 |
$13.60 / $25.00 / $11.40 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
230.00 |
39.13% |
$25.00 / 39 |
$25.30 / 50 |
16 / 127 |
66.490504% |
-0.381371 |
-0.208379 |
0.003816 |
0.434952 |
-0.290397 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
195.00 |
23.24% |
$11.20 / 49 |
$11.40 / 35 |
0 / 103 |
68.109482% |
-0.244244 |
-0.174910 |
0.003142 |
0.358123 |
-0.176785 |
|
691 |
Legs |
12/15(81) |
PUT |
230.00 / 210.00 |
$850 / $1,150 / 0.74 |
60.87% / $96.06 / 8.35% / 39.26% |
65.25% / $221.50 |
$8.50 / $25.00 / $16.50 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
230.00 |
39.13% |
$25.00 / 39 |
$25.30 / 50 |
16 / 127 |
66.490504% |
-0.381371 |
-0.208379 |
0.003816 |
0.434952 |
-0.290397 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
29.34% |
$16.30 / 31 |
$16.50 / 38 |
4 / 101 |
67.305468% |
-0.302487 |
-0.193047 |
0.003494 |
0.398227 |
-0.223652 |
|
201 |
Legs |
11/17(53) |
PUT |
230.00 / 185.00 |
$1,490 / $3,010 / 0.50 |
60.36% / $89.78 / 2.98% / 19.78% |
69.45% / $215.10 |
$14.90 / $21.00 / $6.10 / 231 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
230.00 |
39.64% |
$21.00 / 258 |
$21.40 / 54 |
40 / 277 |
68.873160% |
-0.392200 |
-0.260631 |
0.004699 |
0.359091 |
-0.188593 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
185.00 |
16.73% |
$5.90 / 163 |
$6.10 / 231 |
5 / 212 |
71.941255% |
-0.183247 |
-0.183755 |
0.003244 |
0.247954 |
-0.082816 |
|
|
696 |
|
12/15(81) |
CALL |
570.00 / 630.00 |
$1,735 / $4,265 / 0.41 |
59.19% / $11.81 / 0.28% / 1.15% |
68.60% / $587.35 |
$17.35 / $24.10 / $6.75 / 5 |
62 / 44.85% / 92 |
5 |
Legs |
Vertical |
Bearish |
$550.50 (+0.07%) / 2.35M |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
570.00 |
40.81% |
$24.10 / 5 |
$24.35 / 6 |
10 / 119 |
27.252345% |
0.484065 |
-0.243579 |
0.004234 |
1.062645 |
0.548727 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
630.00 |
14.15% |
$6.50 / 11 |
$6.75 / 8 |
2 / 121 |
25.853939% |
0.264824 |
-0.194220 |
0.003481 |
0.873606 |
0.308853 |
|
484 |
Legs |
11/17(53) |
CALL |
560.00 / 620.00 |
$1,800 / $4,200 / 0.43 |
54.33% / $30.88 / 0.74% / 4.60% |
66.79% / $578.00 |
$18.00 / $22.85 / $4.85 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
560.00 |
45.67% |
$22.85 / 8 |
$23.25 / 40 |
63 / 582 |
27.915002% |
0.509859 |
-0.294354 |
0.005176 |
0.871041 |
0.395178 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
620.00 |
12.40% |
$4.60 / 40 |
$4.85 / 29 |
33 / 1,832 |
26.163494% |
0.239922 |
-0.222128 |
0.004037 |
0.679324 |
0.191453 |
|
237 |
Legs |
11/17(53) |
PUT |
550.00 / 490.00 |
$1,575 / $4,425 / 0.36 |
56.88% / $16.02 / 0.36% / 2.24% |
67.73% / $534.25 |
$15.75 / $20.90 / $5.15 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
550.00 |
43.12% |
$20.90 / 10 |
$21.25 / 50 |
40 / 712 |
28.342523% |
-0.437531 |
-0.237358 |
0.005115 |
0.860822 |
-0.420695 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
490.00 |
11.02% |
$4.95 / 31 |
$5.15 / 40 |
9 / 235 |
31.538978% |
-0.161748 |
-0.155243 |
0.003183 |
0.535638 |
-0.150727 |
|
356 |
Legs |
12/15(81) |
PUT |
540.00 / 480.00 |
$1,455 / $4,545 / 0.32 |
63.16% / $15.17 / 0.33% / 1.38% |
70.86% / $525.45 |
$14.55 / $20.80 / $6.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
540.00 |
36.84% |
$20.80 / 10 |
$21.15 / 2 |
12 / 44 |
28.254716% |
-0.388771 |
-0.185895 |
0.004074 |
1.022334 |
-0.567229 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
480.00 |
11.86% |
$6.05 / 14 |
$6.25 / 6 |
4 / 12 |
31.062338% |
-0.164671 |
-0.126451 |
0.002636 |
0.661611 |
-0.232910 |
|
301 |
Legs |
12/15(81) |
CALL |
580.00 / 630.00 |
$1,315 / $3,685 / 0.36 |
64.75% / $28.05 / 0.76% / 3.18% |
71.47% / $593.15 |
$13.15 / $19.90 / $6.75 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
580.00 |
35.25% |
$19.90 / 7 |
$20.15 / 10 |
14 / 46 |
26.926804% |
0.443463 |
-0.239759 |
0.004196 |
1.053012 |
0.505572 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
630.00 |
14.15% |
$6.50 / 11 |
$6.75 / 8 |
2 / 121 |
25.853939% |
0.264824 |
-0.194220 |
0.003481 |
0.873606 |
0.308853 |
|
314 |
Legs |
12/15(81) |
CALL |
580.00 / 620.00 |
$1,135 / $2,865 / 0.40 |
64.75% / $0.98 / 0.03% / 0.14% |
70.59% / $591.35 |
$11.35 / $19.90 / $8.55 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
580.00 |
35.25% |
$19.90 / 7 |
$20.15 / 10 |
14 / 46 |
26.926804% |
0.443463 |
-0.239759 |
0.004196 |
1.053012 |
0.505572 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
17.38% |
$8.30 / 11 |
$8.55 / 7 |
12 / 89 |
26.003372% |
0.296527 |
-0.205905 |
0.003677 |
0.922669 |
0.344484 |
|
|
842 |
|
12/15(81) |
CALL |
3600.00 / 4000.00 |
$1,720 / $38,280 / 0.05 |
88.99% / $271.93 / 0.71% / 2.97% |
89.70% / $3,617.20 |
$17.20 / $23.30 / $6.10 / 7 |
50 / 28.77% / 90 |
2 |
Legs |
Vertical |
Bearish |
$3062.00 (+0.85%) / 236K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
3600.00 |
11.01% |
$23.30 / 25 |
$27.30 / 17 |
0 / 15 |
25.614521% |
0.233094 |
-1.061999 |
0.000561 |
4.551190 |
1.514697 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
4000.00 |
1.89% |
$1.40 / 22 |
$6.10 / 7 |
0 / 52 |
25.760904% |
0.092648 |
-0.564873 |
0.000304 |
2.468403 |
0.614048 |
|
881 |
Legs |
12/15(81) |
PUT |
2510.00 / 2400.00 |
$550 / $10,450 / 0.05 |
93.65% / $7.38 / 0.07% / 0.29% |
93.80% / $2,504.50 |
$5.50 / $20.20 / $14.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
2510.00 |
6.35% |
$20.20 / 15 |
$23.10 / 8 |
0 / 5 |
35.037510% |
-0.094898 |
-0.501712 |
0.000310 |
2.512524 |
-0.742127 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2400.00 |
3.87% |
$11.70 / 10 |
$14.70 / 6 |
0 / 388 |
35.948969% |
-0.058832 |
-0.351617 |
0.000215 |
1.745106 |
-0.456733 |
|
533 |
Legs |
11/17(53) |
CALL |
3600.00 / 3800.00 |
$790 / $19,210 / 0.04 |
93.44% / $129.59 / 0.67% / 4.21% |
93.71% / $3,607.90 |
$7.90 / $13.40 / $5.50 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
3600.00 |
6.56% |
$13.40 / 31 |
$15.90 / 15 |
0 / 115 |
27.425290% |
0.171171 |
-1.056207 |
0.000569 |
3.096487 |
0.764218 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
3800.00 |
2.05% |
$4.20 / 63 |
$5.50 / 3 |
0 / 264 |
27.639415% |
0.092920 |
-0.684497 |
0.000373 |
2.025747 |
0.418837 |
|
|
755 |
|
12/15(81) |
CALL |
305.00 / 335.00 |
$1,150 / $1,850 / 0.62 |
65.60% / $136.64 / 7.39% / 34.20% |
67.28% / $316.50 |
$11.50 / $22.90 / $11.40 / 96 |
62 / 33.85% / 9 |
5 |
Legs |
Vertical |
Bearish |
$299.32 (+1.21%) / 25.37M |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
305.00 |
34.40% |
$22.90 / 96 |
$23.05 / 16 |
58 / 2,315 |
39.239328% |
0.716677 |
-0.699480 |
0.000979 |
0.492894 |
0.199001 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
335.00 |
30.21% |
$11.25 / 517 |
$11.40 / 177 |
9 / 66 |
37.897979% |
0.688345 |
-0.730066 |
0.001022 |
0.514829 |
0.197713 |
|
771 |
Legs |
12/15(81) |
CALL |
305.00 / 330.00 |
$1,000 / $1,500 / 0.67 |
65.60% / $151.14 / 10.08% / 48.64% |
67.06% / $315.00 |
$10.00 / $22.90 / $12.90 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
305.00 |
34.40% |
$22.90 / 96 |
$23.05 / 16 |
58 / 2,315 |
39.239328% |
0.716677 |
-0.699480 |
0.000979 |
0.492894 |
0.199001 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
30.87% |
$12.80 / 76 |
$12.90 / 28 |
35 / 3,533 |
38.071256% |
0.692968 |
-0.725399 |
0.001016 |
0.511479 |
0.197986 |
|
781 |
Legs |
12/15(81) |
CALL |
305.00 / 325.00 |
$830 / $1,170 / 0.71 |
65.60% / $148.04 / 12.65% / 63.53% |
66.82% / $313.30 |
$8.30 / $22.90 / $14.60 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
305.00 |
34.40% |
$22.90 / 96 |
$23.05 / 16 |
58 / 2,315 |
39.239328% |
0.716677 |
-0.699480 |
0.000979 |
0.492894 |
0.199001 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
325.00 |
31.54% |
$14.50 / 50 |
$14.60 / 29 |
12 / 86 |
38.291779% |
0.697631 |
-0.720565 |
0.001009 |
0.508011 |
0.198237 |
|
789 |
Legs |
12/15(81) |
CALL |
305.00 / 310.00 |
$220 / $280 / 0.79 |
65.60% / $48.23 / 17.22% / 92.71% |
65.93% / $307.20 |
$2.20 / $22.90 / $20.70 / 82 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
305.00 |
34.40% |
$22.90 / 96 |
$23.05 / 16 |
58 / 2,315 |
39.239328% |
0.716677 |
-0.699480 |
0.000979 |
0.492894 |
0.199001 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
33.66% |
$20.55 / 63 |
$20.70 / 82 |
117 / 4,194 |
39.006525% |
0.711856 |
-0.705023 |
0.000987 |
0.496866 |
0.198848 |
|
791 |
Legs |
12/15(81) |
CALL |
305.00 / 320.00 |
$645 / $855 / 0.75 |
65.60% / $131.76 / 15.41% / 80.70% |
66.55% / $311.45 |
$6.45 / $22.90 / $16.45 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
305.00 |
34.40% |
$22.90 / 96 |
$23.05 / 16 |
58 / 2,315 |
39.239328% |
0.716677 |
-0.699480 |
0.000979 |
0.492894 |
0.199001 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
32.23% |
$16.30 / 195 |
$16.45 / 41 |
27 / 2,990 |
38.462461% |
0.702333 |
-0.715561 |
0.001002 |
0.504421 |
0.198465 |
|
317 |
Legs |
11/17(53) |
CALL |
305.00 / 335.00 |
$1,095 / $1,905 / 0.58 |
63.07% / $14.51 / 0.76% / 4.77% |
65.08% / $315.95 |
$10.95 / $19.50 / $8.55 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
305.00 |
36.93% |
$19.50 / 32 |
$19.60 / 2 |
296 / 2,702 |
41.893645% |
0.679180 |
-0.901495 |
0.001264 |
0.426817 |
0.150368 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
335.00 |
31.68% |
$8.40 / 574 |
$8.55 / 367 |
109 / 1,354 |
40.428513% |
0.642622 |
-0.938939 |
0.001317 |
0.444909 |
0.147106 |
|
|
666 |
|
11/17(53) |
CALL |
380.00 / 440.00 |
$1,780 / $4,220 / 0.42 |
51.38% / $216.93 / 5.14% / 36.04% |
67.65% / $397.80 |
$17.80 / $22.60 / $4.80 / 5 |
44 / 17.90% / 83 |
5 |
Legs |
Vertical |
Bearish |
$378.31 (+1.72%) / 102K |
|
Earnings: 10/19 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
380.00 |
48.62% |
$22.60 / 5 |
$23.10 / 5 |
1 / 6 |
37.473769% |
0.535732 |
-0.226023 |
0.006799 |
0.593582 |
0.279362 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
8.22% |
$4.40 / 9 |
$4.80 / 7 |
0 / 2 |
35.683014% |
0.195282 |
-0.149945 |
0.004722 |
0.412239 |
0.106079 |
|
742 |
Legs |
11/17(53) |
CALL |
380.00 / 430.00 |
$1,620 / $3,380 / 0.48 |
51.38% / $66.87 / 1.98% / 12.78% |
66.30% / $396.20 |
$16.20 / $22.60 / $6.40 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
380.00 |
48.62% |
$22.60 / 5 |
$23.10 / 5 |
1 / 6 |
37.473769% |
0.535732 |
-0.226023 |
0.006799 |
0.593582 |
0.279362 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
430.00 |
11.95% |
$6.10 / 5 |
$6.40 / 2 |
2 / 2 |
35.891511% |
0.238886 |
-0.169285 |
0.005306 |
0.463230 |
0.129122 |
|
700 |
Legs |
12/15(81) |
CALL |
390.00 / 450.00 |
$1,610 / $4,390 / 0.37 |
58.68% / $161.06 / 3.67% / 16.04% |
70.03% / $406.10 |
$16.10 / $21.20 / $5.10 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
41.32% |
$21.20 / 2 |
$21.60 / 5 |
0 / 27 |
33.847255% |
0.494198 |
-0.187661 |
0.005589 |
0.727702 |
0.376922 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
9.65% |
$4.40 / 7 |
$5.10 / 6 |
0 / 10 |
31.912343% |
0.219899 |
-0.133616 |
0.004148 |
0.540013 |
0.174399 |
|
736 |
Legs |
12/15(81) |
CALL |
390.00 / 440.00 |
$1,450 / $3,550 / 0.41 |
58.68% / $55.19 / 1.55% / 6.58% |
68.98% / $404.50 |
$14.50 / $21.20 / $6.70 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
41.32% |
$21.20 / 2 |
$21.60 / 5 |
0 / 27 |
33.847255% |
0.494198 |
-0.187661 |
0.005589 |
0.727702 |
0.376922 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
12.89% |
$6.20 / 5 |
$6.70 / 9 |
0 / 63 |
32.412077% |
0.256718 |
-0.146135 |
0.004515 |
0.587848 |
0.202580 |
|
391 |
Legs |
12/15(81) |
PUT |
370.00 / 320.00 |
$1,320 / $3,680 / 0.36 |
62.08% / $113.88 / 3.09% / 13.41% |
71.29% / $356.80 |
$13.20 / $19.00 / $5.80 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
370.00 |
37.92% |
$19.00 / 4 |
$19.50 / 6 |
0 / 92 |
35.013743% |
-0.395772 |
-0.140265 |
0.005398 |
0.702797 |
-0.400616 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
320.00 |
10.96% |
$5.40 / 5 |
$5.80 / 5 |
0 / 140 |
38.206766% |
-0.150727 |
-0.090329 |
0.003278 |
0.426718 |
-0.146869 |
|
422 |
Legs |
12/15(81) |
PUT |
370.00 / 310.00 |
$1,460 / $4,540 / 0.32 |
62.08% / $225.47 / 4.97% / 22.15% |
72.19% / $355.40 |
$14.60 / $19.00 / $4.40 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
370.00 |
37.92% |
$19.00 / 4 |
$19.50 / 6 |
0 / 92 |
35.013743% |
-0.395772 |
-0.140265 |
0.005398 |
0.702797 |
-0.400616 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
310.00 |
8.07% |
$4.00 / 7 |
$4.40 / 10 |
0 / 106 |
38.957491% |
-0.114781 |
-0.075421 |
0.002716 |
0.353615 |
-0.111147 |
|
|
106 |
|
11/17(53) |
PUT |
500.00 / 440.00 |
$1,550 / $4,450 / 0.35 |
60.70% / $101.28 / 2.28% / 14.82% |
70.32% / $484.50 |
$15.50 / $22.30 / $6.80 / 6 |
36 / 6.93% / 48 |
5 |
Legs |
Vertical |
Bullish |
$505.83 (+0.08%) / 139K |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
500.00 |
39.30% |
$22.30 / 8 |
$24.00 / 20 |
0 / 13 |
36.716985% |
-0.408439 |
-0.249612 |
0.004745 |
0.780724 |
-0.365807 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
440.00 |
10.63% |
$4.40 / 5 |
$6.80 / 6 |
0 / 284 |
37.836674% |
-0.152434 |
-0.158650 |
0.002879 |
0.473733 |
-0.132001 |
|
118 |
Legs |
11/17(53) |
PUT |
500.00 / 450.00 |
$1,380 / $3,620 / 0.38 |
60.70% / $8.16 / 0.23% / 1.39% |
69.33% / $486.20 |
$13.80 / $22.30 / $8.50 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
500.00 |
39.30% |
$22.30 / 8 |
$24.00 / 20 |
0 / 13 |
36.716985% |
-0.408439 |
-0.249612 |
0.004745 |
0.780724 |
-0.365807 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
450.00 |
13.76% |
$7.10 / 20 |
$8.50 / 8 |
0 / 11 |
38.421502% |
-0.187706 |
-0.180322 |
0.003291 |
0.541421 |
-0.163331 |
|
667 |
Legs |
12/15(81) |
CALL |
540.00 / 640.00 |
$1,450 / $8,550 / 0.17 |
66.41% / $183.75 / 2.15% / 9.18% |
73.11% / $554.50 |
$14.50 / $22.30 / $7.80 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
33.59% |
$22.30 / 8 |
$25.00 / 5 |
0 / 79 |
34.605941% |
0.439625 |
-0.256110 |
0.003946 |
0.968059 |
0.452625 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
640.00 |
4.86% |
$3.00 / 2 |
$7.80 / 4 |
0 / 1 |
36.900491% |
0.154669 |
-0.148791 |
0.002381 |
0.584106 |
0.165971 |
|
498 |
Legs |
12/15(81) |
CALL |
550.00 / 640.00 |
$1,120 / $7,880 / 0.14 |
71.12% / $101.79 / 1.29% / 5.44% |
75.91% / $561.20 |
$11.20 / $19.00 / $7.80 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
550.00 |
28.88% |
$19.00 / 20 |
$22.80 / 20 |
0 / 70 |
35.213782% |
0.403110 |
-0.249959 |
0.003873 |
0.950269 |
0.417350 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
640.00 |
4.86% |
$3.00 / 2 |
$7.80 / 4 |
0 / 1 |
36.900491% |
0.154669 |
-0.148791 |
0.002381 |
0.584106 |
0.165971 |
|
520 |
Legs |
12/15(81) |
CALL |
550.00 / 660.00 |
$1,290 / $9,710 / 0.13 |
71.12% / $359.46 / 3.70% / 16.19% |
76.59% / $562.90 |
$12.90 / $19.00 / $6.10 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
550.00 |
28.88% |
$19.00 / 20 |
$22.80 / 20 |
0 / 70 |
35.213782% |
0.403110 |
-0.249959 |
0.003873 |
0.950269 |
0.417350 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
660.00 |
2.99% |
$2.00 / 1 |
$6.10 / 2 |
0 / 15 |
37.507594% |
0.120353 |
-0.124811 |
0.002006 |
0.492063 |
0.129857 |
|
12 |
Legs |
11/17(53) |
PUT |
490.00 / 450.00 |
$970 / $3,030 / 0.32 |
67.06% / $7.35 / 0.24% / 1.50% |
72.69% / $480.30 |
$9.70 / $18.20 / $8.50 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
490.00 |
32.94% |
$18.20 / 10 |
$19.90 / 8 |
0 / 4 |
36.966321% |
-0.360500 |
-0.243092 |
0.004573 |
0.752397 |
-0.320794 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
450.00 |
13.76% |
$7.10 / 20 |
$8.50 / 8 |
0 / 11 |
38.421502% |
-0.187706 |
-0.180322 |
0.003291 |
0.541421 |
-0.163331 |
|
|
801 |
|
12/15(81) |
CALL |
460.00 / 540.00 |
$1,860 / $6,140 / 0.30 |
57.57% / $67.76 / 1.10% / 4.64% |
68.37% / $478.60 |
$18.60 / $22.00 / $3.40 / 5 |
62 / 27.37% / 90 |
5 |
Legs |
Vertical |
Bearish |
$445.21 (-0.36%) / 705K |
|
Earnings: 10/27 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
42.43% |
$22.00 / 21 |
$22.60 / 8 |
3 / 471 |
29.282899% |
0.504593 |
-0.231089 |
0.004525 |
0.861291 |
0.451962 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
8.81% |
$3.10 / 7 |
$3.40 / 5 |
0 / 13 |
28.493229% |
0.211209 |
-0.160550 |
0.003280 |
0.624350 |
0.197628 |
|
219 |
Legs |
11/17(53) |
CALL |
460.00 / 520.00 |
$1,430 / $4,570 / 0.31 |
59.39% / $75.55 / 1.65% / 10.59% |
69.46% / $474.30 |
$14.30 / $18.00 / $3.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
460.00 |
40.61% |
$18.00 / 6 |
$18.50 / 9 |
33 / 190 |
31.128959% |
0.481167 |
-0.276146 |
0.005520 |
0.704567 |
0.297708 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
520.00 |
9.28% |
$3.10 / 14 |
$3.70 / 10 |
0 / 2 |
30.371749% |
0.209820 |
-0.193140 |
0.003990 |
0.509301 |
0.134186 |
|
591 |
Legs |
12/15(81) |
CALL |
470.00 / 540.00 |
$1,450 / $5,550 / 0.26 |
63.56% / $56.38 / 1.02% / 4.26% |
71.46% / $484.50 |
$14.50 / $17.90 / $3.40 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
470.00 |
36.44% |
$17.90 / 22 |
$18.40 / 6 |
0 / 120 |
29.069875% |
0.461113 |
-0.228191 |
0.004504 |
0.857253 |
0.415993 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
8.81% |
$3.10 / 7 |
$3.40 / 5 |
0 / 13 |
28.493229% |
0.211209 |
-0.160550 |
0.003280 |
0.624350 |
0.197628 |
|
714 |
Legs |
12/15(81) |
CALL |
470.00 / 560.00 |
$1,580 / $7,420 / 0.21 |
63.56% / $254.91 / 3.44% / 14.96% |
72.12% / $485.80 |
$15.80 / $17.90 / $2.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
470.00 |
36.44% |
$17.90 / 22 |
$18.40 / 6 |
0 / 120 |
29.069875% |
0.461113 |
-0.228191 |
0.004504 |
0.857253 |
0.415993 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
560.00 |
5.30% |
$1.75 / 20 |
$2.10 / 10 |
0 / 4 |
28.754538% |
0.161871 |
-0.135313 |
0.002781 |
0.529330 |
0.152568 |
|
182 |
Legs |
11/17(53) |
PUT |
440.00 / 380.00 |
$1,300 / $4,700 / 0.28 |
60.51% / $49.57 / 1.05% / 6.65% |
69.72% / $427.00 |
$13.00 / $17.10 / $4.10 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
440.00 |
39.49% |
$17.10 / 6 |
$17.50 / 4 |
0 / 63 |
32.426166% |
-0.409721 |
-0.220337 |
0.005384 |
0.687215 |
-0.322930 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
380.00 |
8.62% |
$3.70 / 8 |
$4.10 / 8 |
1 / 22 |
38.213383% |
-0.127805 |
-0.124640 |
0.002896 |
0.369633 |
-0.097023 |
|
352 |
Legs |
12/15(81) |
CALL |
480.00 / 540.00 |
$1,100 / $4,900 / 0.22 |
69.12% / $34.93 / 0.71% / 2.98% |
74.65% / $491.00 |
$11.00 / $14.40 / $3.40 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
30.88% |
$14.40 / 16 |
$14.80 / 5 |
12 / 73 |
28.886402% |
0.418990 |
-0.222992 |
0.004432 |
0.843528 |
0.380490 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
8.81% |
$3.10 / 7 |
$3.40 / 5 |
0 / 13 |
28.493229% |
0.211209 |
-0.160550 |
0.003280 |
0.624350 |
0.197628 |
|
|
798 |
|
12/15(81) |
CALL |
400.00 / 460.00 |
$1,675 / $4,325 / 0.39 |
56.87% / $76.14 / 1.76% / 7.47% |
68.44% / $416.75 |
$16.75 / $21.50 / $4.75 / 6 |
64 / 22.09% / 11 |
5 |
Legs |
Vertical |
Bearish |
$388.05 (+1.08%) / 1.1M |
|
Earnings: 12/14 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
43.13% |
$21.50 / 6 |
$21.75 / 5 |
2 / 841 |
31.855534% |
0.507746 |
-0.196006 |
0.005358 |
0.750836 |
0.398112 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
11.15% |
$4.55 / 21 |
$4.75 / 18 |
3 / 294 |
30.169083% |
0.237956 |
-0.145901 |
0.004156 |
0.582464 |
0.194037 |
|
358 |
Legs |
12/15(81) |
PUT |
380.00 / 330.00 |
$1,210 / $3,790 / 0.32 |
63.28% / $46.74 / 1.23% / 5.19% |
71.30% / $367.90 |
$12.10 / $17.40 / $5.30 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
380.00 |
36.72% |
$17.40 / 7 |
$17.65 / 2 |
4 / 896 |
32.859685% |
-0.386604 |
-0.145960 |
0.005141 |
0.720432 |
-0.403853 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
330.00 |
11.12% |
$5.10 / 7 |
$5.30 / 22 |
0 / 375 |
36.919658% |
-0.152118 |
-0.094856 |
0.003161 |
0.443018 |
-0.153161 |
|
442 |
Legs |
12/15(81) |
PUT |
380.00 / 320.00 |
$1,335 / $4,665 / 0.29 |
63.28% / $142.59 / 3.06% / 13.24% |
72.07% / $366.65 |
$13.35 / $17.40 / $4.05 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
380.00 |
36.72% |
$17.40 / 7 |
$17.65 / 2 |
4 / 896 |
32.859685% |
-0.386604 |
-0.145960 |
0.005141 |
0.720432 |
-0.403853 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
320.00 |
8.31% |
$3.90 / 21 |
$4.05 / 16 |
0 / 208 |
37.898227% |
-0.117294 |
-0.079912 |
0.002644 |
0.370540 |
-0.117381 |
|
363 |
Legs |
12/15(81) |
CALL |
410.00 / 450.00 |
$1,085 / $2,915 / 0.37 |
63.97% / $21.64 / 0.74% / 3.10% |
70.99% / $420.85 |
$10.85 / $17.15 / $6.30 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
410.00 |
36.03% |
$17.15 / 6 |
$17.40 / 6 |
7 / 598 |
31.382918% |
0.456219 |
-0.192980 |
0.005326 |
0.746451 |
0.360674 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
14.59% |
$6.05 / 9 |
$6.30 / 24 |
1 / 495 |
30.283843% |
0.275010 |
-0.158081 |
0.004482 |
0.628122 |
0.223116 |
|
373 |
Legs |
12/15(81) |
CALL |
410.00 / 460.00 |
$1,240 / $3,760 / 0.33 |
63.97% / $80.05 / 2.13% / 9.09% |
71.93% / $422.40 |
$12.40 / $17.15 / $4.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
410.00 |
36.03% |
$17.15 / 6 |
$17.40 / 6 |
7 / 598 |
31.382918% |
0.456219 |
-0.192980 |
0.005326 |
0.746451 |
0.360674 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
11.15% |
$4.55 / 21 |
$4.75 / 18 |
3 / 294 |
30.169083% |
0.237956 |
-0.145901 |
0.004156 |
0.582464 |
0.194037 |
|
380 |
Legs |
11/17(53) |
CALL |
400.00 / 460.00 |
$1,199 / $4,801 / 0.25 |
58.61% / $88.60 / 1.85% / 11.88% |
68.71% / $411.99 |
$11.99 / $13.20 / $1.21 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
400.00 |
41.39% |
$13.20 / 2 |
$13.40 / 3 |
369 / 316 |
26.461749% |
0.485231 |
-0.234179 |
0.006539 |
0.614550 |
0.262578 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
460.00 |
6.73% |
$1.12 / 19 |
$1.21 / 25 |
0 / 10 |
25.829918% |
0.175850 |
-0.146163 |
0.004241 |
0.398584 |
0.098708 |
|
|
960 |
|
12/15(81) |
CALL |
510.00 / 520.00 |
$505 / $495 / 1.02 |
51.23% / $19.53 / 3.95% / 17.32% |
54.74% / $515.05 |
$5.05 / $21.05 / $16.00 / 2 |
92 / 72.38% / 97 |
5 |
Legs |
Vertical |
Bearish |
$506.10 (+0.99%) / 4.56M |
|
Earnings: 10/13 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
510.00 |
48.77% |
$21.05 / 30 |
$21.35 / 12 |
26 / 515 |
20.700644% |
0.536335 |
-0.206976 |
0.004889 |
0.969534 |
0.557853 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
520.00 |
41.89% |
$15.80 / 10 |
$16.00 / 2 |
56 / 2,444 |
19.900821% |
0.487971 |
-0.206295 |
0.004910 |
0.973686 |
0.511049 |
|
879 |
Legs |
11/17(53) |
CALL |
510.00 / 520.00 |
$490 / $510 / 0.96 |
51.65% / $11.32 / 2.22% / 14.43% |
55.81% / $514.90 |
$4.90 / $17.10 / $12.20 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
48.35% |
$17.10 / 11 |
$17.30 / 43 |
105 / 394 |
21.131423% |
0.525580 |
-0.249786 |
0.005991 |
0.796734 |
0.375456 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
520.00 |
39.97% |
$12.05 / 7 |
$12.20 / 2 |
113 / 527 |
20.272394% |
0.466434 |
-0.247595 |
0.005985 |
0.795896 |
0.335464 |
|
808 |
Legs |
12/15(81) |
CALL |
520.00 / 530.00 |
$415 / $585 / 0.71 |
58.11% / $4.37 / 0.75% / 3.12% |
60.87% / $524.15 |
$4.15 / $15.80 / $11.65 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
41.89% |
$15.80 / 10 |
$16.00 / 2 |
56 / 2,444 |
19.900821% |
0.487971 |
-0.206295 |
0.004910 |
0.973686 |
0.511049 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
530.00 |
35.37% |
$11.45 / 11 |
$11.65 / 11 |
22 / 734 |
19.259575% |
0.440672 |
-0.202870 |
0.004860 |
0.963781 |
0.464415 |
|
333 |
Legs |
11/17(53) |
CALL |
520.00 / 580.00 |
$1,118 / $4,882 / 0.23 |
60.03% / $7.93 / 0.16% / 1.00% |
68.69% / $531.18 |
$11.18 / $12.05 / $0.87 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
520.00 |
39.97% |
$12.05 / 7 |
$12.20 / 2 |
113 / 527 |
20.272394% |
0.466434 |
-0.247595 |
0.005985 |
0.795896 |
0.335464 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
580.00 |
7.35% |
$0.54 / 125 |
$0.87 / 148 |
0 / 1 |
18.773289% |
0.178896 |
-0.158641 |
0.003940 |
0.523985 |
0.132386 |
|
125 |
Legs |
11/17(53) |
PUT |
490.00 / 430.00 |
$703 / $5,297 / 0.13 |
68.25% / $8.36 / 0.16% / 0.97% |
73.24% / $482.97 |
$7.03 / $8.40 / $1.37 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
490.00 |
31.75% |
$8.40 / 20 |
$8.60 / 55 |
115 / 418 |
21.490556% |
-0.353458 |
-0.198718 |
0.005600 |
0.744671 |
-0.306894 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
430.00 |
4.86% |
$1.29 / 5 |
$1.37 / 50 |
32 / 198 |
28.002870% |
-0.084468 |
-0.086085 |
0.002335 |
0.310561 |
-0.071200 |
|
227 |
Legs |
10/13(18) |
CALL |
515.00 / 545.00 |
$713 / $2,287 / 0.31 |
59.80% / $1.86 / 0.08% / 1.29% |
68.88% / $522.13 |
$7.13 / $8.40 / $1.27 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
515.00 |
40.20% |
$8.40 / 15 |
$8.70 / 40 |
14 / 96 |
22.731077% |
0.454832 |
-0.388186 |
0.009619 |
0.493694 |
0.131030 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
545.00 |
10.49% |
$1.16 / 10 |
$1.27 / 30 |
20 / 12 |
21.298737% |
0.208624 |
-0.276800 |
0.006969 |
0.357719 |
0.061028 |
|
|
258 |
|
12/15(81) |
PUT |
370.00 / 310.00 |
$1,430 / $4,570 / 0.31 |
65.89% / $19.43 / 0.43% / 1.77% |
72.39% / $355.70 |
$14.30 / $20.80 / $6.50 / 1 |
43 / 34.51% / 90 |
5 |
Legs |
Vertical |
Bullish |
$386.61 (-0.89%) / 317K |
|
Earnings: 10/30 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
370.00 |
34.11% |
$20.80 / 1 |
$21.20 / 5 |
0 / 5 |
43.308849% |
-0.358546 |
-0.206018 |
0.003615 |
0.701512 |
-0.393414 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
310.00 |
12.58% |
$2.25 / 21 |
$6.50 / 10 |
0 / 10 |
42.932714% |
-0.151843 |
-0.134363 |
0.002275 |
0.441385 |
-0.159101 |
|
114 |
Legs |
11/17(53) |
CALL |
410.00 / 470.00 |
$1,330 / $4,670 / 0.29 |
64.50% / $42.00 / 0.90% / 5.65% |
71.96% / $423.30 |
$13.30 / $18.00 / $4.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
410.00 |
35.50% |
$18.00 / 6 |
$18.90 / 3 |
1 / 7 |
42.017454% |
0.460564 |
-0.313783 |
0.004691 |
0.610442 |
0.238918 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
10.21% |
$4.00 / 10 |
$4.70 / 10 |
0 / 2 |
40.362399% |
0.233611 |
-0.237410 |
0.003619 |
0.470981 |
0.125684 |
|
26 |
Legs |
11/17(53) |
CALL |
420.00 / 470.00 |
$980 / $4,020 / 0.24 |
70.20% / $27.53 / 0.68% / 4.28% |
75.23% / $429.80 |
$9.80 / $14.50 / $4.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
420.00 |
29.80% |
$14.50 / 6 |
$17.80 / 13 |
0 / 9 |
43.797245% |
0.416905 |
-0.307104 |
0.004612 |
0.600087 |
0.217893 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
10.21% |
$4.00 / 10 |
$4.70 / 10 |
0 / 2 |
40.362399% |
0.233611 |
-0.237410 |
0.003619 |
0.470981 |
0.125684 |
|
321 |
Legs |
10/20(25) |
CALL |
400.00 / 460.00 |
$1,035 / $4,965 / 0.21 |
60.85% / $81.80 / 1.65% / 21.66% |
69.57% / $410.35 |
$10.35 / $12.00 / $1.65 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
400.00 |
39.15% |
$12.00 / 10 |
$12.60 / 5 |
0 / 8 |
37.371680% |
0.469293 |
-0.434250 |
0.006590 |
0.436261 |
0.129261 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
460.00 |
5.82% |
$0.90 / 10 |
$1.65 / 10 |
0 / 33 |
38.177035% |
0.164034 |
-0.264709 |
0.004097 |
0.271226 |
0.046823 |
|
25 |
Legs |
11/17(53) |
CALL |
430.00 / 470.00 |
$680 / $3,320 / 0.21 |
75.33% / $3.91 / 0.12% / 0.73% |
78.47% / $436.80 |
$6.80 / $11.50 / $4.70 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
430.00 |
24.67% |
$11.50 / 7 |
$12.40 / 10 |
0 / 8 |
41.421299% |
0.375237 |
-0.297316 |
0.004482 |
0.583194 |
0.197460 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
10.21% |
$4.00 / 10 |
$4.70 / 10 |
0 / 2 |
40.362399% |
0.233611 |
-0.237410 |
0.003619 |
0.470981 |
0.125684 |
|
112 |
Legs |
10/20(25) |
CALL |
410.00 / 460.00 |
$665 / $4,335 / 0.15 |
69.29% / $10.02 / 0.23% / 2.81% |
74.32% / $416.65 |
$6.65 / $8.30 / $1.65 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
410.00 |
30.71% |
$8.30 / 4 |
$8.90 / 4 |
1 / 30 |
36.761889% |
0.406629 |
-0.421483 |
0.006427 |
0.425518 |
0.112878 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
460.00 |
5.82% |
$0.90 / 10 |
$1.65 / 10 |
0 / 33 |
38.177035% |
0.164034 |
-0.264709 |
0.004097 |
0.271226 |
0.046823 |
|
|
73 |
|
11/17(53) |
CALL |
580.00 / 640.00 |
$1,480 / $4,520 / 0.33 |
63.56% / $33.62 / 0.74% / 4.65% |
71.17% / $594.80 |
$14.80 / $20.70 / $5.90 / 35 |
41 / 35.63% / 23 |
5 |
Legs |
Vertical |
Bearish |
$554.09 (+0.83%) / 1.11M |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
580.00 |
36.44% |
$20.70 / 48 |
$21.10 / 32 |
13 / 433 |
32.918914% |
0.453453 |
-0.356881 |
0.004185 |
0.871249 |
0.348060 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
640.00 |
12.03% |
$5.60 / 39 |
$5.90 / 35 |
2 / 283 |
31.945413% |
0.243378 |
-0.275482 |
0.003308 |
0.688779 |
0.191871 |
|
45 |
Legs |
11/17(53) |
PUT |
540.00 / 480.00 |
$1,420 / $4,580 / 0.31 |
64.26% / $33.55 / 0.73% / 4.58% |
71.60% / $525.80 |
$14.20 / $20.30 / $6.10 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
540.00 |
35.74% |
$20.30 / 41 |
$20.70 / 32 |
3 / 126 |
34.633593% |
-0.380935 |
-0.286541 |
0.004025 |
0.837861 |
-0.374401 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
480.00 |
11.47% |
$5.90 / 33 |
$6.10 / 6 |
2 / 854 |
38.078317% |
-0.159809 |
-0.189744 |
0.002568 |
0.534595 |
-0.152324 |
|
18 |
Legs |
11/17(53) |
CALL |
590.00 / 640.00 |
$1,110 / $3,890 / 0.29 |
68.80% / $29.23 / 0.75% / 4.70% |
74.11% / $601.10 |
$11.10 / $17.00 / $5.90 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
590.00 |
31.20% |
$17.00 / 46 |
$17.40 / 42 |
14 / 212 |
32.638967% |
0.413946 |
-0.349113 |
0.004115 |
0.856738 |
0.319436 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
640.00 |
12.03% |
$5.60 / 39 |
$5.90 / 35 |
2 / 283 |
31.945413% |
0.243378 |
-0.275482 |
0.003308 |
0.688779 |
0.191871 |
|
28 |
Legs |
11/17(53) |
CALL |
590.00 / 650.00 |
$1,230 / $4,770 / 0.26 |
68.80% / $82.72 / 1.73% / 11.13% |
74.65% / $602.30 |
$12.30 / $17.00 / $4.70 / 46 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
590.00 |
31.20% |
$17.00 / 46 |
$17.40 / 42 |
14 / 212 |
32.638967% |
0.413946 |
-0.349113 |
0.004115 |
0.856738 |
0.319436 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
650.00 |
9.61% |
$4.40 / 53 |
$4.70 / 57 |
2 / 4 |
31.959018% |
0.215759 |
-0.256803 |
0.003092 |
0.643806 |
0.170680 |
|
10 |
Legs |
11/17(53) |
PUT |
530.00 / 480.00 |
$1,070 / $3,930 / 0.27 |
69.52% / $33.44 / 0.85% / 5.34% |
74.65% / $519.30 |
$10.70 / $16.80 / $6.10 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
530.00 |
30.48% |
$16.80 / 40 |
$17.20 / 35 |
0 / 257 |
35.106981% |
-0.339847 |
-0.277719 |
0.003869 |
0.805553 |
-0.332098 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
480.00 |
11.47% |
$5.90 / 33 |
$6.10 / 6 |
2 / 854 |
38.078317% |
-0.159809 |
-0.189744 |
0.002568 |
0.534595 |
-0.152324 |
|
2 |
Legs |
10/27(32) |
CALL |
585.00 / 615.00 |
$700 / $2,300 / 0.30 |
70.18% / $8.09 / 0.35% / 3.46% |
74.40% / $592.00 |
$7.00 / $13.20 / $6.20 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
585.00 |
29.82% |
$13.20 / 7 |
$13.60 / 20 |
0 / 10 |
33.725726% |
0.393794 |
-0.426964 |
0.005113 |
0.672296 |
0.196939 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
615.00 |
14.46% |
$5.80 / 7 |
$6.20 / 20 |
1 / 3 |
33.208511% |
0.261321 |
-0.356615 |
0.004322 |
0.568306 |
0.132436 |
|
|
248 |
|
12/15(81) |
PUT |
660.00 / 600.00 |
$1,210 / $4,790 / 0.25 |
68.32% / $30.33 / 0.63% / 2.64% |
74.00% / $647.90 |
$12.10 / $19.80 / $7.70 / 8 |
32 / 29.28% / 58 |
5 |
Legs |
Vertical |
Bullish |
$681.48 (-0.14%) / 161K |
|
Earnings: 10/27 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
660.00 |
31.68% |
$19.80 / 9 |
$20.80 / 4 |
0 / 16 |
25.834399% |
-0.351839 |
-0.190325 |
0.003731 |
1.223591 |
-0.620377 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
600.00 |
10.09% |
$7.00 / 6 |
$7.70 / 8 |
0 / 10 |
28.969387% |
-0.150012 |
-0.125297 |
0.002346 |
0.769401 |
-0.258293 |
|
49 |
Legs |
11/17(53) |
PUT |
670.00 / 620.00 |
$1,170 / $3,830 / 0.31 |
63.99% / $2.11 / 0.06% / 0.34% |
71.16% / $658.30 |
$11.70 / $19.60 / $7.90 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
670.00 |
36.01% |
$19.60 / 7 |
$20.20 / 6 |
0 / 1 |
26.344131% |
-0.387778 |
-0.244704 |
0.004705 |
1.034679 |
-0.451542 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
620.00 |
11.71% |
$6.10 / 90 |
$7.90 / 8 |
0 / 7 |
28.515141% |
-0.174326 |
-0.170964 |
0.003160 |
0.694991 |
-0.198904 |
|
251 |
Legs |
12/15(81) |
CALL |
720.00 / 780.00 |
$1,320 / $4,680 / 0.28 |
68.03% / $90.52 / 1.93% / 8.23% |
74.13% / $733.20 |
$13.20 / $18.10 / $4.90 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
720.00 |
31.97% |
$18.10 / 26 |
$18.80 / 6 |
0 / 22 |
23.076439% |
0.411267 |
-0.250226 |
0.003910 |
1.282310 |
0.592115 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
780.00 |
10.46% |
$4.20 / 32 |
$4.90 / 6 |
0 / 49 |
21.692418% |
0.219149 |
-0.185223 |
0.002972 |
0.974627 |
0.322118 |
|
271 |
Legs |
12/15(81) |
PUT |
650.00 / 600.00 |
$920 / $4,080 / 0.23 |
73.06% / $30.77 / 0.75% / 3.15% |
77.03% / $640.80 |
$9.20 / $16.90 / $7.70 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
650.00 |
26.94% |
$16.90 / 15 |
$17.50 / 1 |
0 / 34 |
26.236972% |
-0.313693 |
-0.183702 |
0.003566 |
1.169398 |
-0.550649 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
600.00 |
10.09% |
$7.00 / 6 |
$7.70 / 8 |
0 / 10 |
28.969387% |
-0.150012 |
-0.125297 |
0.002346 |
0.769401 |
-0.258293 |
|
296 |
Legs |
12/15(81) |
PUT |
650.00 / 590.00 |
$1,050 / $4,950 / 0.21 |
73.06% / $109.44 / 2.21% / 9.45% |
77.56% / $639.50 |
$10.50 / $16.90 / $6.40 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
650.00 |
26.94% |
$16.90 / 15 |
$17.50 / 1 |
0 / 34 |
26.236972% |
-0.313693 |
-0.183702 |
0.003566 |
1.169398 |
-0.550649 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
590.00 |
8.02% |
$5.80 / 8 |
$6.40 / 6 |
0 / 11 |
29.483807% |
-0.124639 |
-0.110984 |
0.002067 |
0.677941 |
-0.213896 |
|
9 |
Legs |
11/17(53) |
PUT |
660.00 / 620.00 |
$850 / $3,150 / 0.27 |
70.17% / $23.23 / 0.74% / 4.61% |
74.94% / $651.50 |
$8.50 / $16.40 / $7.90 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
660.00 |
29.83% |
$16.40 / 5 |
$16.90 / 5 |
0 / 6 |
26.992702% |
-0.340347 |
-0.236587 |
0.004503 |
0.990269 |
-0.394494 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
620.00 |
11.71% |
$6.10 / 90 |
$7.90 / 8 |
0 / 7 |
28.515141% |
-0.174326 |
-0.170964 |
0.003160 |
0.694991 |
-0.198904 |
|
|
16 |
|
11/17(53) |
PUT |
910.00 / 850.00 |
$1,170 / $4,830 / 0.24 |
70.25% / $54.44 / 1.13% / 7.12% |
75.31% / $898.30 |
$11.70 / $19.70 / $8.00 / 6 |
60 / 33.43% / 43 |
5 |
Legs |
Vertical |
Bullish |
$936.02 (+1.03%) / 400K |
|
Earnings: 10/25 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
910.00 |
29.75% |
$19.70 / 6 |
$24.30 / 49 |
2 / 17 |
26.086318% |
-0.341654 |
-0.296726 |
0.003477 |
1.363565 |
-0.541492 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
850.00 |
9.76% |
$7.60 / 6 |
$8.00 / 7 |
0 / 26 |
27.259905% |
-0.155012 |
-0.201406 |
0.002257 |
0.885173 |
-0.241593 |
|
23 |
Legs |
11/17(53) |
CALL |
980.00 / 1040.00 |
$1,280 / $4,720 / 0.27 |
68.34% / $42.71 / 0.90% / 5.69% |
73.97% / $992.80 |
$12.80 / $19.40 / $6.60 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
980.00 |
31.66% |
$19.40 / 26 |
$20.30 / 25 |
0 / 31 |
22.152813% |
0.400603 |
-0.401424 |
0.003660 |
1.435650 |
0.543831 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
1040.00 |
10.87% |
$5.00 / 15 |
$6.60 / 27 |
0 / 43 |
21.453808% |
0.217460 |
-0.296367 |
0.002786 |
1.092526 |
0.299773 |
|
30 |
Legs |
11/17(53) |
PUT |
900.00 / 850.00 |
$890 / $4,110 / 0.22 |
74.61% / $45.99 / 1.12% / 7.07% |
78.15% / $891.10 |
$8.90 / $16.90 / $8.00 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
900.00 |
25.39% |
$16.90 / 6 |
$18.90 / 54 |
2 / 52 |
25.557843% |
-0.306314 |
-0.286373 |
0.003324 |
1.303606 |
-0.483955 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
850.00 |
9.76% |
$7.60 / 6 |
$8.00 / 7 |
0 / 26 |
27.259905% |
-0.155012 |
-0.201406 |
0.002257 |
0.885173 |
-0.241593 |
|
44 |
Legs |
11/17(53) |
PUT |
900.00 / 840.00 |
$1,010 / $4,990 / 0.20 |
74.61% / $116.14 / 2.33% / 15.17% |
78.60% / $889.90 |
$10.10 / $16.90 / $6.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
900.00 |
25.39% |
$16.90 / 6 |
$18.90 / 54 |
2 / 52 |
25.557843% |
-0.306314 |
-0.286373 |
0.003324 |
1.303606 |
-0.483955 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
840.00 |
7.80% |
$6.40 / 17 |
$6.80 / 7 |
0 / 39 |
27.717225% |
-0.131244 |
-0.180919 |
0.002017 |
0.790985 |
-0.204072 |
|
15 |
Legs |
11/17(53) |
CALL |
990.00 / 1040.00 |
$940 / $4,060 / 0.23 |
72.79% / $9.54 / 0.23% / 1.45% |
76.63% / $999.40 |
$9.40 / $16.00 / $6.60 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
990.00 |
27.21% |
$16.00 / 27 |
$16.70 / 8 |
0 / 51 |
21.873134% |
0.366112 |
-0.388321 |
0.003564 |
1.397629 |
0.498492 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
1040.00 |
10.87% |
$5.00 / 15 |
$6.60 / 27 |
0 / 43 |
21.453808% |
0.217460 |
-0.296367 |
0.002786 |
1.092526 |
0.299773 |
|
72 |
Legs |
10/20(25) |
CALL |
970.00 / 1030.00 |
$775 / $5,225 / 0.15 |
70.05% / $30.99 / 0.59% / 7.35% |
74.81% / $977.75 |
$7.75 / $8.70 / $0.95 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
970.00 |
29.95% |
$8.70 / 21 |
$9.20 / 6 |
0 / 64 |
17.881318% |
0.379317 |
-0.536255 |
0.005053 |
1.008264 |
0.268175 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
1030.00 |
5.46% |
$0.40 / 7 |
$0.95 / 7 |
0 / 5 |
17.157352% |
0.145403 |
-0.312886 |
0.003032 |
0.605013 |
0.104272 |
|
|
517 |
|
12/15(81) |
PUT |
240.00 / 235.00 |
$205 / $295 / 0.70 |
61.27% / $12.87 / 4.36% / 19.28% |
62.43% / $237.95 |
$2.05 / $18.55 / $16.50 / 35 |
76 / 62.26% / 76 |
5 |
Legs |
Vertical |
Bullish |
$244.20 (-4.50%) / 127.52M |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
240.00 |
38.73% |
$18.55 / 115 |
$18.65 / 35 |
177 / 11,744 |
50.345549% |
-0.382730 |
-0.193851 |
0.004086 |
0.455747 |
-0.293909 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
235.00 |
35.95% |
$16.40 / 294 |
$16.50 / 35 |
283 / 5,205 |
50.634387% |
-0.361625 |
-0.191043 |
0.004013 |
0.447526 |
-0.275749 |
|
540 |
Legs |
12/15(81) |
PUT |
240.00 / 230.00 |
$400 / $600 / 0.67 |
61.27% / $20.21 / 3.37% / 14.66% |
63.51% / $236.00 |
$4.00 / $18.55 / $14.55 / 115 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
240.00 |
38.73% |
$18.55 / 115 |
$18.65 / 35 |
177 / 11,744 |
50.345549% |
-0.382730 |
-0.193851 |
0.004086 |
0.455747 |
-0.293909 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
33.29% |
$14.45 / 23 |
$14.55 / 288 |
274 / 6,181 |
51.010066% |
-0.340492 |
-0.187563 |
0.003926 |
0.437871 |
-0.257832 |
|
554 |
Legs |
12/15(81) |
PUT |
240.00 / 225.00 |
$580 / $920 / 0.63 |
61.27% / $19.48 / 2.12% / 9.03% |
64.49% / $234.20 |
$5.80 / $18.55 / $12.75 / 115 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
240.00 |
38.73% |
$18.55 / 115 |
$18.65 / 35 |
177 / 11,744 |
50.345549% |
-0.382730 |
-0.193851 |
0.004086 |
0.455747 |
-0.293909 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
225.00 |
30.76% |
$12.65 / 42 |
$12.75 / 381 |
1,148 / 6,725 |
51.372539% |
-0.319401 |
-0.183408 |
0.003827 |
0.426784 |
-0.240204 |
|
558 |
Legs |
12/15(81) |
PUT |
240.00 / 220.00 |
$745 / $1,255 / 0.59 |
61.27% / $12.89 / 1.03% / 4.31% |
65.37% / $232.55 |
$7.45 / $18.55 / $11.10 / 115 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
240.00 |
38.73% |
$18.55 / 115 |
$18.65 / 35 |
177 / 11,744 |
50.345549% |
-0.382730 |
-0.193851 |
0.004086 |
0.455747 |
-0.293909 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
28.36% |
$11.00 / 185 |
$11.10 / 292 |
804 / 21,093 |
51.724204% |
-0.298424 |
-0.178585 |
0.003715 |
0.414282 |
-0.222911 |
|
561 |
Legs |
12/15(81) |
PUT |
240.00 / 215.00 |
$895 / $1,605 / 0.56 |
61.27% / $2.39 / 0.15% / 0.62% |
66.16% / $231.05 |
$8.95 / $18.55 / $9.60 / 89 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
240.00 |
38.73% |
$18.55 / 115 |
$18.65 / 35 |
177 / 11,744 |
50.345549% |
-0.382730 |
-0.193851 |
0.004086 |
0.455747 |
-0.293909 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
215.00 |
26.10% |
$9.50 / 439 |
$9.60 / 89 |
114 / 3,186 |
52.076545% |
-0.277638 |
-0.173106 |
0.003590 |
0.400398 |
-0.206002 |
|
123 |
Legs |
11/17(53) |
PUT |
240.00 / 235.00 |
$200 / $300 / 0.67 |
61.03% / $7.21 / 2.40% / 15.71% |
62.40% / $238.00 |
$2.00 / $15.50 / $13.50 / 47 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
240.00 |
38.97% |
$15.50 / 169 |
$15.60 / 146 |
604 / 9,678 |
52.089978% |
-0.390852 |
-0.242276 |
0.005021 |
0.375494 |
-0.190799 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
235.00 |
35.58% |
$13.40 / 433 |
$13.50 / 47 |
173 / 6,042 |
52.399303% |
-0.364956 |
-0.237982 |
0.004915 |
0.367616 |
-0.176920 |
|
|
1 |
|
11/17(53) |
PUT |
160.00 / 145.00 |
$1,200 / $300 / 4.00 |
64.57% / $668.61 / 222.87% / > 1000% |
76.61% / $148.00 |
$12.00 / $18.50 / $6.50 / 1 |
81 / 67.18% / 72 |
5 |
Legs |
Vertical |
Bullish |
$167.23 (+2.59%) / 2.1M |
|
Earnings: 11/28 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.88% |
$4.80 / 50 |
$6.50 / 1 |
1 / 5 |
59.772435% |
-0.240710 |
-0.117069 |
0.006913 |
0.206437 |
-0.074551 |
|
32 |
Legs |
11/17(53) |
PUT |
160.00 / 130.00 |
$850 / $2,150 / 0.40 |
64.57% / $132.51 / 6.16% / 44.37% |
73.42% / $151.50 |
$8.50 / $18.50 / $10.00 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
11.24% |
$0.35 / 1 |
$10.00 / 1 |
0 / 19 |
79.662200% |
-0.133336 |
-0.081839 |
0.004779 |
0.142726 |
-0.040278 |
|
58 |
Legs |
11/17(53) |
PUT |
160.00 / 135.00 |
$850 / $1,650 / 0.52 |
64.57% / $167.12 / 10.13% / 80.83% |
73.42% / $151.50 |
$8.50 / $18.50 / $10.00 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
135.00 |
13.94% |
0 / 0 |
$10.00 / 1 |
0 / 3 |
98.168299% |
-0.165977 |
-0.094415 |
0.005532 |
0.165205 |
-0.050538 |
|
211 |
Legs |
11/17(53) |
PUT |
160.00 / 140.00 |
$970 / $1,030 / 0.94 |
64.57% / $330.52 / 32.09% / 452.27% |
74.55% / $150.30 |
$9.70 / $18.50 / $8.80 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
160.00 |
35.43% |
$18.50 / 25 |
$23.00 / 1 |
26 / 5 |
97.939896% |
-0.367923 |
-0.139538 |
0.008367 |
0.249863 |
-0.117234 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
17.15% |
0 / 0 |
$8.80 / 1 |
0 / 10 |
83.508892% |
-0.201936 |
-0.106302 |
0.006252 |
0.186687 |
-0.062001 |
|
326 |
Legs |
11/17(53) |
PUT |
165.00 / 140.00 |
$920 / $1,580 / 0.58 |
58.71% / $92.05 / 5.83% / 41.58% |
69.14% / $155.80 |
$9.20 / $18.00 / $8.80 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
165.00 |
41.29% |
$18.00 / 1 |
$23.70 / 1 |
15 / 366 |
87.966346% |
-0.411868 |
-0.143168 |
0.008640 |
0.258013 |
-0.132589 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
17.15% |
0 / 0 |
$8.80 / 1 |
0 / 10 |
83.508892% |
-0.201936 |
-0.106302 |
0.006252 |
0.186687 |
-0.062001 |
|
139 |
Legs |
10/20(25) |
PUT |
160.00 / 130.00 |
$385 / $2,615 / 0.15 |
66.78% / $3.69 / 0.14% / 1.71% |
72.46% / $156.15 |
$3.85 / $5.10 / $1.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
160.00 |
33.22% |
$5.10 / 1 |
$6.00 / 1 |
16 / 1,588 |
49.883857% |
-0.358574 |
-0.198351 |
0.011629 |
0.176676 |
-0.054744 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
5.29% |
$0.30 / 25 |
$1.25 / 2 |
0 / 247 |
61.903017% |
-0.074010 |
-0.075928 |
0.004362 |
0.066266 |
-0.010778 |
|
|
934 |
|
12/15(81) |
CALL |
360.00 / 410.00 |
$1,520 / $3,480 / 0.44 |
50.60% / $107.70 / 3.09% / 13.41% |
66.42% / $375.20 |
$15.20 / $18.50 / $3.30 / 12 |
39 / 18.32% / 41 |
5 |
Legs |
Vertical |
Bearish |
$356.26 (+2.02%) / 528K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
49.40% |
$18.50 / 12 |
$19.00 / 33 |
0 / 34 |
26.106024% |
0.537831 |
-0.141897 |
0.007696 |
0.684918 |
0.398408 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
9.66% |
$2.00 / 30 |
$3.30 / 30 |
0 / 9 |
22.790809% |
0.210197 |
-0.096186 |
0.005588 |
0.497304 |
0.161569 |
|
950 |
Legs |
12/15(81) |
CALL |
360.00 / 400.00 |
$1,390 / $2,610 / 0.53 |
50.60% / $7.04 / 0.27% / 1.12% |
65.16% / $373.90 |
$13.90 / $18.50 / $4.60 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
49.40% |
$18.50 / 12 |
$19.00 / 33 |
0 / 34 |
26.106024% |
0.537831 |
-0.141897 |
0.007696 |
0.684918 |
0.398408 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
14.53% |
$4.20 / 30 |
$4.60 / 5 |
0 / 4 |
23.556958% |
0.262804 |
-0.109765 |
0.006321 |
0.562489 |
0.200885 |
|
525 |
Legs |
11/17(53) |
CALL |
360.00 / 420.00 |
$1,455 / $4,545 / 0.32 |
51.66% / $471.31 / 10.37% / 83.28% |
69.87% / $374.55 |
$14.55 / $15.90 / $1.35 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
48.34% |
$15.90 / 2 |
$16.40 / 20 |
1 / 11 |
28.504508% |
0.522879 |
-0.168851 |
0.009426 |
0.562484 |
0.265559 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
2.84% |
$1.00 / 10 |
$1.35 / 34 |
0 / 2 |
25.995874% |
0.106322 |
-0.072498 |
0.004342 |
0.259133 |
0.056133 |
|
472 |
Legs |
12/15(81) |
CALL |
370.00 / 410.00 |
$1,030 / $2,970 / 0.35 |
61.25% / $111.66 / 3.76% / 16.46% |
71.14% / $380.30 |
$10.30 / $13.60 / $3.30 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
38.75% |
$13.60 / 32 |
$14.10 / 10 |
0 / 11 |
25.389069% |
0.462242 |
-0.139075 |
0.007697 |
0.684930 |
0.345697 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
9.66% |
$2.00 / 30 |
$3.30 / 30 |
0 / 9 |
22.790809% |
0.210197 |
-0.096186 |
0.005588 |
0.497304 |
0.161569 |
|
565 |
Legs |
12/15(81) |
CALL |
370.00 / 400.00 |
$900 / $2,100 / 0.43 |
61.25% / $47.99 / 2.29% / 9.78% |
69.97% / $379.00 |
$9.00 / $13.60 / $4.60 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
38.75% |
$13.60 / 32 |
$14.10 / 10 |
0 / 11 |
25.389069% |
0.462242 |
-0.139075 |
0.007697 |
0.684930 |
0.345697 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
14.53% |
$4.20 / 30 |
$4.60 / 5 |
0 / 4 |
23.556958% |
0.262804 |
-0.109765 |
0.006321 |
0.562489 |
0.200885 |
|
600 |
Legs |
12/15(81) |
CALL |
370.00 / 390.00 |
$670 / $1,330 / 0.50 |
61.25% / $6.34 / 0.48% / 1.98% |
67.84% / $376.70 |
$6.70 / $13.60 / $6.90 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
370.00 |
38.75% |
$13.60 / 32 |
$14.10 / 10 |
0 / 11 |
25.389069% |
0.462242 |
-0.139075 |
0.007697 |
0.684930 |
0.345697 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
21.00% |
$6.40 / 30 |
$6.90 / 10 |
0 / 15 |
23.977577% |
0.322980 |
-0.122113 |
0.006957 |
0.619116 |
0.245326 |
|
|
512 |
|
11/17(53) |
CALL |
510.00 / 570.00 |
$1,635 / $4,365 / 0.38 |
52.71% / $118.62 / 2.72% / 17.90% |
66.77% / $526.35 |
$16.35 / $18.40 / $2.05 / 5 |
62 / 38.28% / 25 |
5 |
Legs |
Vertical |
Bearish |
$502.79 (+0.24%) / 1.2M |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
47.29% |
$18.40 / 5 |
$18.80 / 29 |
1 / 53 |
23.858621% |
0.516894 |
-0.245626 |
0.006386 |
0.795746 |
0.370021 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
570.00 |
8.75% |
$1.85 / 37 |
$2.05 / 11 |
10 / 35 |
21.513712% |
0.195328 |
-0.161794 |
0.004423 |
0.551153 |
0.144203 |
|
599 |
Legs |
11/17(53) |
CALL |
510.00 / 560.00 |
$1,520 / $3,480 / 0.44 |
52.71% / $3.31 / 0.10% / 0.59% |
65.84% / $525.20 |
$15.20 / $18.40 / $3.20 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
47.29% |
$18.40 / 5 |
$18.80 / 29 |
1 / 53 |
23.858621% |
0.516894 |
-0.245626 |
0.006386 |
0.795746 |
0.370021 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
560.00 |
12.48% |
$2.95 / 1 |
$3.20 / 55 |
11 / 56 |
21.740871% |
0.237283 |
-0.182081 |
0.004951 |
0.616942 |
0.174502 |
|
636 |
Legs |
12/15(81) |
CALL |
520.00 / 580.00 |
$1,535 / $4,465 / 0.34 |
58.90% / $67.74 / 1.52% / 6.41% |
69.16% / $535.35 |
$15.35 / $17.90 / $2.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
41.10% |
$17.90 / 1 |
$18.40 / 25 |
16 / 180 |
22.703267% |
0.480917 |
-0.203705 |
0.005227 |
0.971344 |
0.505148 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
10.40% |
$2.35 / 10 |
$2.55 / 7 |
4 / 199 |
20.303516% |
0.220066 |
-0.144605 |
0.003886 |
0.722119 |
0.238158 |
|
693 |
Legs |
12/15(81) |
CALL |
520.00 / 570.00 |
$1,420 / $3,580 / 0.40 |
58.90% / $3.80 / 0.11% / 0.44% |
68.44% / $534.20 |
$14.20 / $17.90 / $3.70 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
520.00 |
41.10% |
$17.90 / 1 |
$18.40 / 25 |
16 / 180 |
22.703267% |
0.480917 |
-0.203705 |
0.005227 |
0.971344 |
0.505148 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
570.00 |
13.69% |
$3.40 / 39 |
$3.70 / 27 |
3 / 218 |
20.400227% |
0.255710 |
-0.157867 |
0.004219 |
0.784107 |
0.275648 |
|
272 |
Legs |
11/17(53) |
PUT |
500.00 / 440.00 |
$1,160 / $4,840 / 0.24 |
59.73% / $114.48 / 2.37% / 15.44% |
69.37% / $488.40 |
$11.60 / $14.50 / $2.90 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
500.00 |
40.27% |
$14.50 / 75 |
$15.30 / 44 |
14 / 54 |
24.232035% |
-0.419253 |
-0.186381 |
0.006261 |
0.780182 |
-0.362957 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
440.00 |
6.27% |
$2.65 / 39 |
$2.90 / 9 |
1 / 33 |
29.576221% |
-0.107640 |
-0.094504 |
0.002967 |
0.369716 |
-0.090277 |
|
424 |
Legs |
12/15(81) |
PUT |
490.00 / 430.00 |
$1,050 / $4,950 / 0.21 |
66.81% / $73.26 / 1.48% / 6.25% |
73.36% / $479.50 |
$10.50 / $13.90 / $3.40 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
490.00 |
33.19% |
$13.90 / 11 |
$14.40 / 7 |
3 / 155 |
24.294215% |
-0.364010 |
-0.144087 |
0.004927 |
0.915561 |
-0.476632 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
430.00 |
7.11% |
$3.20 / 6 |
$3.40 / 19 |
43 / 265 |
28.819939% |
-0.112367 |
-0.078341 |
0.002505 |
0.465591 |
-0.142587 |
|
|
692 |
|
12/15(81) |
CALL |
460.00 / 540.00 |
$1,565 / $6,435 / 0.24 |
62.74% / $132.75 / 2.06% / 8.80% |
71.32% / $475.65 |
$15.65 / $18.40 / $2.75 / 5 |
72 / 58.00% / 34 |
5 |
Legs |
Vertical |
Bearish |
$435.69 (-0.67%) / 439K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
37.26% |
$18.40 / 5 |
$18.90 / 5 |
0 / 2 |
29.841713% |
0.468366 |
-0.228577 |
0.004506 |
0.842461 |
0.412928 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
7.16% |
$1.95 / 16 |
$2.75 / 6 |
0 / 32 |
28.515278% |
0.190256 |
-0.150359 |
0.003077 |
0.575337 |
0.174843 |
|
460 |
Legs |
12/15(81) |
CALL |
470.00 / 540.00 |
$1,185 / $5,815 / 0.20 |
68.36% / $77.24 / 1.33% / 5.60% |
74.36% / $481.85 |
$11.85 / $14.60 / $2.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
470.00 |
31.64% |
$14.60 / 9 |
$15.10 / 6 |
0 / 10 |
29.409044% |
0.426084 |
-0.223803 |
0.004443 |
0.830571 |
0.378210 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
7.16% |
$1.95 / 16 |
$2.75 / 6 |
0 / 32 |
28.515278% |
0.190256 |
-0.150359 |
0.003077 |
0.575337 |
0.174843 |
|
571 |
Legs |
12/15(81) |
CALL |
470.00 / 560.00 |
$1,260 / $7,740 / 0.16 |
68.36% / $240.06 / 3.10% / 13.44% |
74.72% / $482.60 |
$12.60 / $14.60 / $2.00 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
470.00 |
31.64% |
$14.60 / 9 |
$15.10 / 6 |
0 / 10 |
29.409044% |
0.426084 |
-0.223803 |
0.004443 |
0.830571 |
0.378210 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
560.00 |
4.25% |
$1.20 / 9 |
$2.00 / 1 |
0 / 40 |
29.754558% |
0.145062 |
-0.125548 |
0.002583 |
0.482969 |
0.134242 |
|
392 |
Legs |
12/15(81) |
PUT |
410.00 / 350.00 |
$900 / $5,100 / 0.18 |
72.64% / $32.39 / 0.64% / 2.65% |
76.95% / $401.00 |
$9.00 / $13.10 / $4.10 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
410.00 |
27.36% |
$13.10 / 14 |
$13.70 / 5 |
0 / 15 |
33.356510% |
-0.311006 |
-0.163905 |
0.004003 |
0.748412 |
-0.363867 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
350.00 |
7.23% |
$1.55 / 9 |
$4.10 / 9 |
0 / 4 |
36.695333% |
-0.100266 |
-0.085220 |
0.001992 |
0.372498 |
-0.113143 |
|
376 |
Legs |
12/15(81) |
CALL |
480.00 / 540.00 |
$865 / $5,135 / 0.17 |
73.48% / $20.75 / 0.40% / 1.68% |
77.46% / $488.65 |
$8.65 / $11.40 / $2.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
26.52% |
$11.40 / 13 |
$11.90 / 5 |
0 / 12 |
29.022631% |
0.385497 |
-0.216962 |
0.004333 |
0.810065 |
0.344324 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
7.16% |
$1.95 / 16 |
$2.75 / 6 |
0 / 32 |
28.515278% |
0.190256 |
-0.150359 |
0.003077 |
0.575337 |
0.174843 |
|
69 |
Legs |
11/17(53) |
CALL |
470.00 / 530.00 |
$855 / $5,145 / 0.17 |
72.14% / $139.17 / 2.70% / 17.81% |
77.14% / $478.55 |
$8.55 / $10.30 / $1.75 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
470.00 |
27.86% |
$10.30 / 10 |
$10.80 / 5 |
1 / 4 |
30.121580% |
0.386205 |
-0.261468 |
0.005294 |
0.663714 |
0.236826 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
530.00 |
5.15% |
$1.40 / 18 |
$1.75 / 8 |
0 / 1 |
29.941080% |
0.154098 |
-0.158245 |
0.003285 |
0.411777 |
0.097201 |
|
|
862 |
|
12/15(81) |
CALL |
200.00 / 250.00 |
$1,350 / $3,650 / 0.37 |
55.37% / $5.94 / 0.16% / 0.67% |
67.44% / $213.50 |
$13.50 / $17.80 / $4.30 / 23 |
25 / 12.88% / 99 |
5 |
Legs |
Vertical |
Bearish |
$195.00 (+2.66%) / 1.08M |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
44.63% |
$17.80 / 23 |
$18.10 / 20 |
4 / 423 |
48.660749% |
0.549153 |
-0.145220 |
0.006853 |
0.375482 |
0.199236 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
11.15% |
$4.10 / 57 |
$4.30 / 88 |
1 / 202 |
47.363004% |
0.262527 |
-0.116222 |
0.005643 |
0.309161 |
0.101561 |
|
868 |
Legs |
12/15(81) |
CALL |
200.00 / 260.00 |
$1,460 / $4,540 / 0.32 |
55.37% / $115.44 / 2.54% / 10.92% |
68.34% / $214.60 |
$14.60 / $17.80 / $3.20 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
44.63% |
$17.80 / 23 |
$18.10 / 20 |
4 / 423 |
48.660749% |
0.549153 |
-0.145220 |
0.006853 |
0.375482 |
0.199236 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
7.94% |
$3.00 / 57 |
$3.20 / 108 |
1 / 1,558 |
47.562099% |
0.220948 |
-0.105491 |
0.005138 |
0.281508 |
0.086210 |
|
432 |
Legs |
11/17(53) |
CALL |
200.00 / 250.00 |
$1,220 / $3,780 / 0.32 |
55.76% / $156.30 / 4.13% / 28.25% |
69.02% / $212.20 |
$12.20 / $14.90 / $2.70 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
44.24% |
$14.90 / 54 |
$15.20 / 16 |
1 / 61 |
51.194936% |
0.530768 |
-0.175846 |
0.008408 |
0.308913 |
0.134917 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
250.00 |
7.08% |
$2.55 / 97 |
$2.70 / 23 |
4 / 12 |
50.306561% |
0.197725 |
-0.119650 |
0.005877 |
0.215936 |
0.053397 |
|
438 |
Legs |
11/17(53) |
CALL |
200.00 / 240.00 |
$1,100 / $2,900 / 0.38 |
55.76% / $30.26 / 1.04% / 6.58% |
67.82% / $211.00 |
$11.00 / $14.90 / $3.90 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
44.24% |
$14.90 / 54 |
$15.20 / 16 |
1 / 61 |
51.194936% |
0.530768 |
-0.175846 |
0.008408 |
0.308913 |
0.134917 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
10.98% |
$3.70 / 140 |
$3.90 / 78 |
2 / 36 |
50.120248% |
0.248191 |
-0.136676 |
0.006691 |
0.245846 |
0.066444 |
|
527 |
Legs |
11/17(53) |
CALL |
200.00 / 260.00 |
$1,300 / $4,700 / 0.28 |
55.76% / $299.19 / 6.37% / 46.07% |
69.80% / $213.00 |
$13.00 / $14.90 / $1.90 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
44.24% |
$14.90 / 54 |
$15.20 / 16 |
1 / 61 |
51.194936% |
0.530768 |
-0.175846 |
0.008408 |
0.308913 |
0.134917 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
260.00 |
4.43% |
$1.80 / 14 |
$1.90 / 28 |
6 / 5 |
50.887628% |
0.155601 |
-0.102524 |
0.005050 |
0.185537 |
0.042341 |
|
450 |
Legs |
12/15(81) |
PUT |
190.00 / 180.00 |
$370 / $630 / 0.59 |
62.35% / $9.89 / 1.57% / 6.64% |
65.63% / $186.30 |
$3.70 / $14.10 / $10.40 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
190.00 |
37.65% |
$14.10 / 11 |
$14.40 / 20 |
3 / 70 |
49.796597% |
-0.382846 |
-0.117994 |
0.006606 |
0.361923 |
-0.218191 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
180.00 |
29.18% |
$10.20 / 8 |
$10.40 / 30 |
3 / 274 |
50.607457% |
-0.314924 |
-0.111254 |
0.006148 |
0.336873 |
-0.176456 |
|
|
805 |
|
12/15(81) |
CALL |
390.00 / 450.00 |
$1,534 / $4,466 / 0.34 |
55.37% / $88.29 / 1.98% / 8.42% |
67.72% / $405.34 |
$15.34 / $17.75 / $2.41 / 8 |
55 / 44.38% / 9 |
5 |
Legs |
Vertical |
Bearish |
$381.2299 (-1.65%) / 2.41M |
|
Earnings: 11/22 / Ex-Div: 09/28 ($1.35) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
44.63% |
$17.75 / 8 |
$17.95 / 40 |
14 / 164 |
26.310345% |
0.510586 |
-0.166254 |
0.006116 |
0.735764 |
0.399664 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
9.00% |
$2.12 / 68 |
$2.41 / 32 |
6 / 623 |
24.385679% |
0.207211 |
-0.115327 |
0.004394 |
0.528568 |
0.168719 |
|
752 |
Legs |
12/15(81) |
PUT |
380.00 / 320.00 |
$1,315 / $4,685 / 0.28 |
58.00% / $72.99 / 1.56% / 6.59% |
68.56% / $366.85 |
$13.15 / $16.40 / $3.25 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
380.00 |
42.00% |
$16.40 / 34 |
$16.70 / 36 |
45 / 588 |
27.044085% |
-0.425763 |
-0.132289 |
0.006016 |
0.723778 |
-0.432794 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
320.00 |
7.84% |
$3.10 / 118 |
$3.25 / 61 |
5 / 428 |
33.030469% |
-0.115131 |
-0.069820 |
0.002986 |
0.359229 |
-0.111993 |
|
519 |
Legs |
12/15(81) |
CALL |
400.00 / 450.00 |
$1,084 / $3,916 / 0.28 |
63.62% / $65.38 / 1.67% / 7.08% |
71.68% / $410.84 |
$10.84 / $13.25 / $2.41 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
36.38% |
$13.25 / 5 |
$13.45 / 29 |
43 / 256 |
25.675194% |
0.451284 |
-0.163759 |
0.006076 |
0.730924 |
0.356267 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
9.00% |
$2.12 / 68 |
$2.41 / 32 |
6 / 623 |
24.385679% |
0.207211 |
-0.115327 |
0.004394 |
0.528568 |
0.168719 |
|
615 |
Legs |
12/15(81) |
CALL |
400.00 / 460.00 |
$1,159 / $4,841 / 0.24 |
63.62% / $161.75 / 3.34% / 14.53% |
72.20% / $411.59 |
$11.59 / $13.25 / $1.66 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
36.38% |
$13.25 / 5 |
$13.45 / 29 |
43 / 256 |
25.675194% |
0.451284 |
-0.163759 |
0.006076 |
0.730924 |
0.356267 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
6.36% |
$1.54 / 30 |
$1.66 / 24 |
6 / 1,386 |
24.671836% |
0.172157 |
-0.102561 |
0.003920 |
0.471635 |
0.140805 |
|
408 |
Legs |
12/15(81) |
PUT |
370.00 / 320.00 |
$940 / $4,060 / 0.23 |
66.16% / $59.04 / 1.45% / 6.14% |
73.04% / $360.60 |
$9.40 / $12.65 / $3.25 / 59 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
370.00 |
33.84% |
$12.65 / 59 |
$12.95 / 53 |
10 / 170 |
27.807552% |
-0.365356 |
-0.128856 |
0.005773 |
0.694492 |
-0.368167 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
320.00 |
7.84% |
$3.10 / 118 |
$3.25 / 61 |
5 / 428 |
33.030469% |
-0.115131 |
-0.069820 |
0.002986 |
0.359229 |
-0.111993 |
|
361 |
Legs |
11/17(53) |
PUT |
380.00 / 330.00 |
$982 / $4,018 / 0.24 |
57.79% / $11.64 / 0.29% / 1.79% |
67.53% / $370.18 |
$9.82 / $12.25 / $2.43 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
380.00 |
42.21% |
$12.25 / 26 |
$12.50 / 12 |
60 / 266 |
25.027854% |
-0.430605 |
-0.166261 |
0.007369 |
0.594495 |
-0.286672 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
330.00 |
7.38% |
$2.08 / 42 |
$2.43 / 94 |
9 / 121 |
31.619389% |
-0.116950 |
-0.087298 |
0.003688 |
0.297550 |
-0.075105 |
|
|
191 |
|
11/17(53) |
CALL |
310.00 / 360.00 |
$1,280 / $3,720 / 0.34 |
59.55% / $29.46 / 0.79% / 4.96% |
69.34% / $322.80 |
$12.80 / $17.70 / $4.90 / 20 |
64 / 32.17% / 92 |
5 |
Legs |
Vertical |
Bearish |
$298.56 (-0.57%) / 614K |
|
Earnings: 10/25 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
310.00 |
40.45% |
$17.70 / 33 |
$18.10 / 7 |
0 / 14 |
44.659798% |
0.497327 |
-0.245866 |
0.006067 |
0.473042 |
0.197399 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
360.00 |
11.18% |
$4.40 / 45 |
$4.90 / 20 |
0 / 7 |
43.698127% |
0.245383 |
-0.189581 |
0.004785 |
0.373076 |
0.101527 |
|
262 |
Legs |
11/17(53) |
CALL |
310.00 / 370.00 |
$1,400 / $4,600 / 0.30 |
59.55% / $134.57 / 2.93% / 19.37% |
70.19% / $324.00 |
$14.00 / $17.70 / $3.70 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
310.00 |
40.45% |
$17.70 / 33 |
$18.10 / 7 |
0 / 14 |
44.659798% |
0.497327 |
-0.245866 |
0.006067 |
0.473042 |
0.197399 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
8.14% |
$3.20 / 47 |
$3.70 / 46 |
2 / 184 |
43.695961% |
0.207786 |
-0.172102 |
0.004356 |
0.339612 |
0.086483 |
|
47 |
Legs |
11/17(53) |
PUT |
290.00 / 250.00 |
$1,050 / $2,950 / 0.36 |
63.28% / $36.06 / 1.22% / 7.75% |
71.11% / $279.50 |
$10.50 / $15.70 / $5.20 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
290.00 |
36.72% |
$15.70 / 10 |
$16.00 / 10 |
0 / 2 |
46.550004% |
-0.382986 |
-0.203287 |
0.005804 |
0.452555 |
-0.210762 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
250.00 |
12.91% |
$5.00 / 24 |
$5.20 / 16 |
0 / 1 |
51.225609% |
-0.164789 |
-0.136089 |
0.003772 |
0.294102 |
-0.087171 |
|
65 |
Legs |
11/17(53) |
PUT |
290.00 / 240.00 |
$1,190 / $3,810 / 0.31 |
63.28% / $114.87 / 3.01% / 20.01% |
72.07% / $278.10 |
$11.90 / $15.70 / $3.80 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
290.00 |
36.72% |
$15.70 / 10 |
$16.00 / 10 |
0 / 2 |
46.550004% |
-0.382986 |
-0.203287 |
0.005804 |
0.452555 |
-0.210762 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
240.00 |
9.43% |
$3.60 / 17 |
$3.80 / 7 |
0 / 3 |
52.667952% |
-0.122769 |
-0.112097 |
0.003092 |
0.241036 |
-0.064404 |
|
105 |
Legs |
11/17(53) |
PUT |
290.00 / 230.00 |
$1,295 / $4,705 / 0.28 |
63.28% / $221.39 / 4.71% / 32.62% |
72.78% / $277.05 |
$12.95 / $15.70 / $2.75 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
290.00 |
36.72% |
$15.70 / 10 |
$16.00 / 10 |
0 / 2 |
46.550004% |
-0.382986 |
-0.203287 |
0.005804 |
0.452555 |
-0.210762 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
230.00 |
6.77% |
$2.50 / 28 |
$2.75 / 21 |
2 / 1 |
54.089246% |
-0.087633 |
-0.088176 |
0.002421 |
0.188773 |
-0.045615 |
|
6 |
Legs |
11/03(39) |
PUT |
290.00 / 260.00 |
$820 / $2,180 / 0.38 |
63.90% / $18.53 / 0.85% / 7.12% |
70.96% / $281.80 |
$8.20 / $14.10 / $5.90 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
290.00 |
36.10% |
$14.10 / 9 |
$14.50 / 5 |
0 / 8 |
48.955510% |
-0.381124 |
-0.236682 |
0.006673 |
0.392493 |
-0.154728 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
260.00 |
14.67% |
$5.60 / 4 |
$5.90 / 5 |
2 / 1 |
52.706932% |
-0.190439 |
-0.172507 |
0.004758 |
0.279876 |
-0.075060 |
|
|
360 |
|
12/15(81) |
CALL |
540.00 / 600.00 |
$1,320 / $4,680 / 0.28 |
66.22% / $20.59 / 0.44% / 1.83% |
72.68% / $553.20 |
$13.20 / $17.50 / $4.30 / 10 |
48 / 38.16% / 46 |
5 |
Legs |
Vertical |
Bearish |
$508.57 (+0.83%) / 1.23M |
|
Earnings: 12/05 / Ex-Div: 10/05 ($0.90) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
540.00 |
33.78% |
$17.50 / 10 |
$17.90 / 22 |
2 / 132 |
27.738776% |
0.437599 |
-0.241150 |
0.004123 |
0.970165 |
0.455569 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
11.05% |
$4.00 / 49 |
$4.30 / 22 |
2 / 38 |
26.494882% |
0.235619 |
-0.183908 |
0.003222 |
0.758140 |
0.252241 |
|
328 |
Legs |
12/15(81) |
PUT |
480.00 / 420.00 |
$990 / $5,010 / 0.20 |
72.06% / $29.61 / 0.59% / 2.46% |
76.51% / $470.10 |
$9.90 / $14.10 / $4.20 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
480.00 |
27.94% |
$14.10 / 34 |
$14.50 / 32 |
0 / 63 |
30.397054% |
-0.316829 |
-0.179874 |
0.003728 |
0.877110 |
-0.427522 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
420.00 |
8.27% |
$3.90 / 43 |
$4.20 / 101 |
0 / 2 |
34.762794% |
-0.116854 |
-0.103097 |
0.002056 |
0.483755 |
-0.152819 |
|
304 |
Legs |
12/15(81) |
CALL |
550.00 / 610.00 |
$1,060 / $4,940 / 0.22 |
71.18% / $35.79 / 0.72% / 3.02% |
75.95% / $560.60 |
$10.60 / $14.00 / $3.40 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
550.00 |
28.82% |
$14.00 / 31 |
$14.50 / 60 |
9 / 96 |
27.410774% |
0.399303 |
-0.235115 |
0.004041 |
0.950884 |
0.418023 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
610.00 |
8.85% |
$3.10 / 43 |
$3.40 / 61 |
0 / 63 |
26.609737% |
0.209292 |
-0.171416 |
0.003012 |
0.708620 |
0.224861 |
|
63 |
Legs |
11/17(53) |
PUT |
490.00 / 430.00 |
$940 / $5,060 / 0.19 |
68.63% / $32.44 / 0.64% / 4.00% |
74.19% / $480.60 |
$9.40 / $11.80 / $2.40 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
490.00 |
31.37% |
$11.80 / 43 |
$12.20 / 35 |
8 / 110 |
28.112609% |
-0.348451 |
-0.231992 |
0.004728 |
0.746044 |
-0.309161 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
430.00 |
6.88% |
$2.25 / 24 |
$2.40 / 7 |
0 / 27 |
32.920170% |
-0.106951 |
-0.119967 |
0.002357 |
0.371895 |
-0.092019 |
|
499 |
Legs |
12/15(81) |
PUT |
470.00 / 410.00 |
$800 / $5,200 / 0.15 |
76.56% / $53.06 / 1.02% / 4.28% |
79.80% / $462.00 |
$8.00 / $11.40 / $3.40 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
470.00 |
23.44% |
$11.40 / 52 |
$11.80 / 21 |
0 / 142 |
30.873598% |
-0.277870 |
-0.170822 |
0.003511 |
0.826116 |
-0.372757 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
410.00 |
6.51% |
$3.20 / 26 |
$3.40 / 48 |
0 / 1 |
35.776797% |
-0.093453 |
-0.088084 |
0.001749 |
0.411487 |
-0.121682 |
|
323 |
Legs |
12/15(81) |
CALL |
560.00 / 610.00 |
$770 / $4,230 / 0.18 |
75.69% / $2.12 / 0.05% / 0.21% |
78.84% / $567.70 |
$7.70 / $11.10 / $3.40 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
560.00 |
24.31% |
$11.10 / 21 |
$11.50 / 34 |
0 / 441 |
27.080694% |
0.362610 |
-0.227303 |
0.003925 |
0.923611 |
0.381573 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
610.00 |
8.85% |
$3.10 / 43 |
$3.40 / 61 |
0 / 63 |
26.609737% |
0.209292 |
-0.171416 |
0.003012 |
0.708620 |
0.224861 |
|
|
34 |
|
11/17(53) |
PUT |
490.00 / 430.00 |
$1,200 / $4,800 / 0.25 |
67.43% / $10.09 / 0.21% / 1.30% |
73.39% / $478.00 |
$12.00 / $17.40 / $5.40 / 7 |
79 / 59.55% / 41 |
5 |
Legs |
Vertical |
Bullish |
$510.57 (+1.07%) / 237K |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
490.00 |
32.57% |
$17.40 / 20 |
$17.90 / 5 |
0 / 341 |
36.733578% |
-0.354915 |
-0.281112 |
0.003961 |
0.753504 |
-0.323067 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
430.00 |
10.02% |
$4.70 / 17 |
$5.40 / 7 |
0 / 27 |
41.424633% |
-0.139205 |
-0.173004 |
0.002359 |
0.448784 |
-0.122652 |
|
354 |
Legs |
12/15(81) |
PUT |
470.00 / 410.00 |
$1,000 / $5,000 / 0.20 |
74.30% / $2.58 / 0.05% / 0.21% |
77.83% / $460.00 |
$10.00 / $14.70 / $4.70 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
470.00 |
25.70% |
$14.70 / 5 |
$15.20 / 7 |
2 / 16 |
35.836019% |
-0.293508 |
-0.210662 |
0.002999 |
0.850857 |
-0.405935 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
410.00 |
9.56% |
$4.10 / 8 |
$4.70 / 16 |
5 / 12 |
39.136894% |
-0.124529 |
-0.129683 |
0.001789 |
0.507486 |
-0.166800 |
|
43 |
Legs |
11/17(53) |
CALL |
550.00 / 610.00 |
$1,030 / $4,970 / 0.21 |
71.29% / $31.24 / 0.63% / 3.92% |
76.00% / $560.30 |
$10.30 / $14.50 / $4.20 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
550.00 |
28.71% |
$14.50 / 8 |
$15.00 / 1 |
8 / 38 |
34.047106% |
0.398435 |
-0.340672 |
0.004106 |
0.781200 |
0.281123 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
610.00 |
8.56% |
$3.10 / 10 |
$4.20 / 15 |
0 / 1 |
33.483360% |
0.205640 |
-0.246592 |
0.003028 |
0.576174 |
0.148889 |
|
50 |
Legs |
11/17(53) |
CALL |
560.00 / 610.00 |
$750 / $4,250 / 0.18 |
75.87% / $1.48 / 0.03% / 0.21% |
78.98% / $567.50 |
$7.50 / $11.70 / $4.20 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
560.00 |
24.13% |
$11.70 / 8 |
$12.40 / 7 |
0 / 44 |
34.063221% |
0.361073 |
-0.329236 |
0.003984 |
0.758039 |
0.256077 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
610.00 |
8.56% |
$3.10 / 10 |
$4.20 / 15 |
0 / 1 |
33.483360% |
0.205640 |
-0.246592 |
0.003028 |
0.576174 |
0.148889 |
|
70 |
Legs |
11/17(53) |
CALL |
560.00 / 620.00 |
$830 / $5,170 / 0.16 |
75.87% / $53.22 / 1.03% / 6.49% |
79.30% / $568.30 |
$8.30 / $11.70 / $3.40 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
560.00 |
24.13% |
$11.70 / 8 |
$12.40 / 7 |
0 / 44 |
34.063221% |
0.361073 |
-0.329236 |
0.003984 |
0.758039 |
0.256077 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
620.00 |
6.74% |
$2.95 / 7 |
$3.40 / 15 |
0 / 3 |
34.475296% |
0.181344 |
-0.227886 |
0.002805 |
0.533616 |
0.131735 |
|
120 |
Legs |
11/17(53) |
PUT |
470.00 / 410.00 |
$800 / $5,200 / 0.15 |
76.97% / $79.42 / 1.53% / 9.75% |
80.22% / $462.00 |
$8.00 / $11.60 / $3.60 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
470.00 |
23.03% |
$11.60 / 17 |
$12.10 / 5 |
0 / 13 |
38.039348% |
-0.274527 |
-0.255146 |
0.003547 |
0.674823 |
-0.246925 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
410.00 |
6.20% |
$2.85 / 7 |
$3.60 / 10 |
0 / 1 |
43.397280% |
-0.089564 |
-0.127158 |
0.001721 |
0.327516 |
-0.078219 |
|
|
206 |
|
11/17(53) |
CALL |
530.00 / 590.00 |
$1,445 / $4,555 / 0.32 |
59.41% / $25.76 / 0.57% / 3.52% |
69.02% / $544.45 |
$14.45 / $17.40 / $2.95 / 1 |
83 / 65.94% / 64 |
4 |
Legs |
Vertical |
Bearish |
$513.16 (-0.44%) / 291K |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
530.00 |
40.59% |
$17.40 / 1 |
$18.30 / 3 |
0 / 3 |
27.232164% |
0.476633 |
-0.288802 |
0.005171 |
0.812311 |
0.344016 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
590.00 |
10.23% |
$2.50 / 6 |
$2.95 / 6 |
0 / 2 |
25.289263% |
0.218055 |
-0.208354 |
0.003828 |
0.601342 |
0.162046 |
|
66 |
Legs |
11/17(53) |
CALL |
550.00 / 610.00 |
$840 / $5,160 / 0.16 |
72.37% / $95.94 / 1.86% / 11.98% |
77.02% / $558.40 |
$8.40 / $10.00 / $1.60 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
550.00 |
27.63% |
$10.00 / 2 |
$10.60 / 5 |
1 / 2 |
26.279196% |
0.379316 |
-0.273026 |
0.004943 |
0.776479 |
0.276956 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
610.00 |
5.60% |
$1.05 / 17 |
$1.60 / 8 |
0 / 1 |
25.308752% |
0.157995 |
-0.169834 |
0.003136 |
0.492654 |
0.118213 |
|
653 |
Legs |
12/15(81) |
PUT |
470.00 / 410.00 |
$620 / $5,380 / 0.12 |
79.18% / $10.10 / 0.19% / 0.78% |
81.56% / $463.80 |
$6.20 / $9.30 / $3.10 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
470.00 |
20.82% |
$9.30 / 4 |
$9.90 / 2 |
0 / 3 |
29.873441% |
-0.254099 |
-0.162184 |
0.003409 |
0.798605 |
-0.342539 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
410.00 |
5.40% |
$1.35 / 2 |
$3.10 / 6 |
0 / 4 |
33.616385% |
-0.078853 |
-0.076790 |
0.001565 |
0.366599 |
-0.103325 |
|
777 |
Legs |
12/15(81) |
PUT |
460.00 / 400.00 |
$465 / $5,535 / 0.08 |
82.92% / $3.55 / 0.06% / 0.26% |
84.48% / $455.35 |
$4.65 / $7.00 / $2.35 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
460.00 |
17.08% |
$7.00 / 8 |
$9.40 / 7 |
1 / 7 |
31.271108% |
-0.217724 |
-0.149938 |
0.003131 |
0.733447 |
-0.291938 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
400.00 |
4.16% |
$0.15 / 2 |
$2.35 / 6 |
0 / 2 |
32.249322% |
-0.060729 |
-0.063027 |
0.001280 |
0.299816 |
-0.079264 |
|
809 |
Legs |
12/15(81) |
PUT |
450.00 / 400.00 |
$355 / $4,645 / 0.08 |
86.14% / $0.67 / 0.01% / 0.06% |
87.17% / $446.45 |
$3.55 / $5.90 / $2.35 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
450.00 |
13.86% |
$5.90 / 10 |
$7.00 / 7 |
0 / 116 |
31.703533% |
-0.183854 |
-0.136275 |
0.002829 |
0.662681 |
-0.245273 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
400.00 |
4.16% |
$0.15 / 2 |
$2.35 / 6 |
0 / 2 |
32.249322% |
-0.060729 |
-0.063027 |
0.001280 |
0.299816 |
-0.079264 |
|
|
536 |
|
11/17(53) |
CALL |
240.00 / 300.00 |
$1,540 / $4,460 / 0.35 |
53.27% / $141.85 / 3.18% / 21.20% |
67.56% / $255.40 |
$15.40 / $17.30 / $1.90 / 6 |
53 / 48.14% / 43 |
5 |
Legs |
Vertical |
Bearish |
$235.43 (-1.18%) / 170K |
|
Earnings: 11/06 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
46.73% |
$17.30 / 6 |
$17.70 / 53 |
0 / 39 |
46.298392% |
0.546733 |
-0.207617 |
0.006964 |
0.373040 |
0.168463 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
7.75% |
$1.50 / 52 |
$1.90 / 54 |
0 / 3 |
41.087703% |
0.206393 |
-0.146364 |
0.005019 |
0.268858 |
0.067661 |
|
606 |
Legs |
11/17(53) |
CALL |
240.00 / 290.00 |
$1,435 / $3,565 / 0.40 |
53.27% / $24.03 / 0.67% / 4.21% |
66.67% / $254.35 |
$14.35 / $17.30 / $2.95 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
46.73% |
$17.30 / 6 |
$17.70 / 53 |
0 / 39 |
46.298392% |
0.546733 |
-0.207617 |
0.006964 |
0.373040 |
0.168463 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
11.15% |
$2.60 / 44 |
$2.95 / 1 |
0 / 1 |
41.953444% |
0.249303 |
-0.163149 |
0.005582 |
0.299027 |
0.081132 |
|
116 |
Legs |
11/17(53) |
CALL |
250.00 / 290.00 |
$985 / $3,015 / 0.33 |
62.82% / $42.30 / 1.40% / 8.93% |
71.20% / $259.85 |
$9.85 / $12.80 / $2.95 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
250.00 |
37.18% |
$12.80 / 32 |
$13.10 / 1 |
1 / 111 |
45.317434% |
0.478539 |
-0.207613 |
0.007004 |
0.375187 |
0.149546 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
11.15% |
$2.60 / 44 |
$2.95 / 1 |
0 / 1 |
41.953444% |
0.249303 |
-0.163149 |
0.005582 |
0.299027 |
0.081132 |
|
169 |
Legs |
11/17(53) |
CALL |
250.00 / 300.00 |
$1,090 / $3,910 / 0.28 |
62.82% / $127.81 / 3.27% / 21.84% |
72.02% / $260.90 |
$10.90 / $12.80 / $1.90 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
250.00 |
37.18% |
$12.80 / 32 |
$13.10 / 1 |
1 / 111 |
45.317434% |
0.478539 |
-0.207613 |
0.007004 |
0.375187 |
0.149546 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
7.75% |
$1.50 / 52 |
$1.90 / 54 |
0 / 3 |
41.087703% |
0.206393 |
-0.146364 |
0.005019 |
0.268858 |
0.067661 |
|
93 |
Legs |
11/17(53) |
PUT |
230.00 / 190.00 |
$925 / $3,075 / 0.30 |
63.01% / $10.65 / 0.35% / 2.15% |
70.98% / $220.75 |
$9.25 / $12.10 / $2.85 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
230.00 |
36.99% |
$12.10 / 53 |
$12.50 / 51 |
6 / 28 |
46.072711% |
-0.382362 |
-0.178447 |
0.006709 |
0.359386 |
-0.169799 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
190.00 |
10.89% |
$2.70 / 30 |
$2.85 / 10 |
0 / 124 |
52.230380% |
-0.135389 |
-0.104534 |
0.003828 |
0.205056 |
-0.057224 |
|
669 |
Legs |
10/20(25) |
CALL |
240.00 / 290.00 |
$980 / $4,020 / 0.24 |
53.29% / $147.23 / 3.66% / 53.98% |
66.31% / $249.80 |
$9.80 / $10.60 / $0.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
240.00 |
46.71% |
$10.60 / 6 |
$11.00 / 45 |
2 / 408 |
41.249082% |
0.526897 |
-0.288723 |
0.009816 |
0.267526 |
0.087320 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
290.00 |
4.62% |
0 / 0 |
$0.80 / 70 |
0 / 171 |
43.306400% |
0.147675 |
-0.164402 |
0.005693 |
0.155161 |
0.025718 |
|
|
632 |
|
12/15(81) |
CALL |
470.00 / 540.00 |
$1,510 / $5,490 / 0.28 |
62.21% / $87.39 / 1.59% / 6.74% |
70.92% / $485.10 |
$15.10 / $17.30 / $2.20 / 1 |
51 / 43.06% / 57 |
5 |
Legs |
Vertical |
Bearish |
$446.85 (+0.58%) / 578K |
|
Earnings: 11/29 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
470.00 |
37.79% |
$17.30 / 1 |
$17.60 / 21 |
23 / 56 |
27.164952% |
0.468409 |
-0.220925 |
0.004698 |
0.863866 |
0.427351 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
8.61% |
$1.85 / 56 |
$2.20 / 41 |
0 / 37 |
24.714617% |
0.206810 |
-0.152705 |
0.003374 |
0.620406 |
0.195729 |
|
320 |
Legs |
12/15(81) |
PUT |
430.00 / 370.00 |
$1,070 / $4,930 / 0.22 |
68.47% / $40.26 / 0.82% / 3.41% |
74.27% / $419.30 |
$10.70 / $14.00 / $3.30 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
430.00 |
31.53% |
$14.00 / 17 |
$14.30 / 20 |
9 / 55 |
29.450798% |
-0.346896 |
-0.161614 |
0.004361 |
0.801956 |
-0.414680 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
370.00 |
8.19% |
$3.10 / 34 |
$3.30 / 9 |
0 / 172 |
33.912284% |
-0.116464 |
-0.090328 |
0.002314 |
0.425436 |
-0.134275 |
|
398 |
Legs |
12/15(81) |
CALL |
480.00 / 540.00 |
$1,120 / $4,880 / 0.23 |
68.11% / $45.53 / 0.93% / 3.91% |
74.08% / $491.20 |
$11.20 / $13.40 / $2.20 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
31.89% |
$13.40 / 1 |
$13.80 / 40 |
2 / 23 |
26.696588% |
0.424176 |
-0.215926 |
0.004627 |
0.850885 |
0.389584 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
540.00 |
8.61% |
$1.85 / 56 |
$2.20 / 41 |
0 / 37 |
24.714617% |
0.206810 |
-0.152705 |
0.003374 |
0.620406 |
0.195729 |
|
548 |
Legs |
12/15(81) |
CALL |
480.00 / 560.00 |
$1,185 / $6,815 / 0.17 |
68.11% / $170.60 / 2.50% / 10.75% |
74.41% / $491.85 |
$11.85 / $13.40 / $1.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
480.00 |
31.89% |
$13.40 / 1 |
$13.80 / 40 |
2 / 23 |
26.696588% |
0.424176 |
-0.215926 |
0.004627 |
0.850885 |
0.389584 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
560.00 |
5.04% |
$0.45 / 81 |
$1.55 / 66 |
0 / 3 |
24.664199% |
0.156026 |
-0.127140 |
0.002827 |
0.519867 |
0.148735 |
|
208 |
Legs |
11/17(53) |
PUT |
440.00 / 380.00 |
$1,035 / $4,965 / 0.21 |
62.86% / $6.23 / 0.13% / 0.77% |
70.36% / $429.65 |
$10.35 / $12.50 / $2.15 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
440.00 |
37.14% |
$12.50 / 30 |
$12.80 / 1 |
1 / 54 |
26.755729% |
-0.393199 |
-0.209117 |
0.005548 |
0.684057 |
-0.309356 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
380.00 |
7.14% |
$2.00 / 29 |
$2.15 / 1 |
0 / 1 |
32.726242% |
-0.110670 |
-0.108125 |
0.002724 |
0.335938 |
-0.083987 |
|
386 |
Legs |
12/15(81) |
PUT |
420.00 / 370.00 |
$780 / $4,220 / 0.19 |
73.91% / $17.19 / 0.41% / 1.69% |
77.73% / $412.20 |
$7.80 / $11.10 / $3.30 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
420.00 |
26.09% |
$11.10 / 16 |
$11.40 / 33 |
1 / 355 |
30.070751% |
-0.301936 |
-0.154425 |
0.004119 |
0.757454 |
-0.358463 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
370.00 |
8.19% |
$3.10 / 34 |
$3.30 / 9 |
0 / 172 |
33.912284% |
-0.116464 |
-0.090328 |
0.002314 |
0.425436 |
-0.134275 |
|
|
535 |
|
11/17(53) |
CALL |
390.00 / 450.00 |
$1,570 / $4,430 / 0.35 |
52.25% / $147.88 / 3.34% / 22.34% |
66.81% / $405.70 |
$15.70 / $17.20 / $1.50 / 1 |
88 / 60.31% / 39 |
5 |
Legs |
Vertical |
Bearish |
$387.30 (+1.49%) / 799K |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
47.75% |
$17.20 / 1 |
$17.70 / 6 |
6 / 29 |
27.966606% |
0.526994 |
-0.215732 |
0.006861 |
0.608618 |
0.283485 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
7.67% |
$1.20 / 26 |
$1.50 / 23 |
0 / 177 |
24.726407% |
0.186678 |
-0.141484 |
0.004635 |
0.411135 |
0.104454 |
|
619 |
Legs |
11/17(53) |
CALL |
390.00 / 440.00 |
$1,470 / $3,530 / 0.42 |
52.25% / $22.02 / 0.62% / 3.89% |
65.94% / $404.70 |
$14.70 / $17.20 / $2.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
47.75% |
$17.20 / 1 |
$17.70 / 6 |
6 / 29 |
27.966606% |
0.526994 |
-0.215732 |
0.006861 |
0.608618 |
0.283485 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
11.27% |
$2.20 / 21 |
$2.50 / 18 |
0 / 208 |
25.241776% |
0.229746 |
-0.160415 |
0.005239 |
0.464726 |
0.127938 |
|
712 |
Legs |
12/15(81) |
CALL |
400.00 / 460.00 |
$1,375 / $4,625 / 0.30 |
59.74% / $64.05 / 1.38% / 5.84% |
69.55% / $413.75 |
$13.75 / $15.90 / $2.15 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
40.26% |
$15.90 / 5 |
$16.30 / 16 |
5 / 52 |
26.363732% |
0.483088 |
-0.177779 |
0.005622 |
0.743684 |
0.380488 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
8.98% |
$1.80 / 26 |
$2.15 / 28 |
0 / 176 |
24.408196% |
0.209540 |
-0.125292 |
0.004068 |
0.538052 |
0.171361 |
|
657 |
Legs |
12/15(81) |
PUT |
380.00 / 320.00 |
$1,225 / $4,775 / 0.26 |
61.01% / $28.71 / 0.60% / 2.51% |
69.80% / $367.75 |
$12.25 / $15.10 / $2.85 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
380.00 |
38.99% |
$15.10 / 10 |
$15.50 / 20 |
1 / 204 |
28.166097% |
-0.402413 |
-0.144536 |
0.005462 |
0.722493 |
-0.416393 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
320.00 |
8.29% |
$2.65 / 22 |
$2.85 / 11 |
0 / 44 |
33.235776% |
-0.117213 |
-0.077344 |
0.002782 |
0.367942 |
-0.116129 |
|
178 |
Legs |
11/17(53) |
PUT |
380.00 / 330.00 |
$1,000 / $4,000 / 0.25 |
61.52% / $56.99 / 1.42% / 9.08% |
70.27% / $370.00 |
$10.00 / $12.60 / $2.60 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
380.00 |
38.48% |
$12.60 / 16 |
$13.00 / 20 |
1 / 42 |
29.278099% |
-0.402290 |
-0.180731 |
0.006675 |
0.592109 |
-0.272119 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
330.00 |
7.59% |
$2.40 / 31 |
$2.60 / 23 |
1 / 27 |
34.482060% |
-0.116588 |
-0.095197 |
0.003385 |
0.300267 |
-0.076131 |
|
222 |
Legs |
11/17(53) |
PUT |
380.00 / 320.00 |
$1,075 / $4,925 / 0.22 |
61.52% / $184.74 / 3.75% / 25.37% |
70.88% / $369.25 |
$10.75 / $12.60 / $1.85 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
380.00 |
38.48% |
$12.60 / 16 |
$13.00 / 20 |
1 / 42 |
29.278099% |
-0.402290 |
-0.180731 |
0.006675 |
0.592109 |
-0.272119 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
320.00 |
4.99% |
$1.65 / 21 |
$1.85 / 21 |
0 / 100 |
35.714130% |
-0.080997 |
-0.073215 |
0.002592 |
0.229917 |
-0.052606 |
|
|
503 |
|
12/15(81) |
CALL |
490.00 / 580.00 |
$1,465 / $7,535 / 0.19 |
68.44% / $85.70 / 1.14% / 4.78% |
74.39% / $504.65 |
$14.65 / $16.80 / $2.15 / 5 |
71 / 63.59% / 64 |
5 |
Legs |
Vertical |
Bearish |
$451.82 (+1.10%) / 801K |
|
Earnings: 10/25 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
490.00 |
31.56% |
$16.80 / 6 |
$17.20 / 8 |
0 / 112 |
32.893678% |
0.435882 |
-0.266669 |
0.003604 |
0.862237 |
0.389787 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
6.89% |
$2.00 / 7 |
$2.15 / 5 |
0 / 88 |
31.392913% |
0.193888 |
-0.182954 |
0.002517 |
0.602301 |
0.180863 |
|
35 |
Legs |
11/17(53) |
PUT |
430.00 / 370.00 |
$1,060 / $4,940 / 0.22 |
68.94% / $0.75 / 0.02% / 0.09% |
74.33% / $419.40 |
$10.60 / $14.00 / $3.40 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
430.00 |
31.06% |
$14.00 / 6 |
$14.40 / 1 |
6 / 47 |
37.143091% |
-0.340213 |
-0.269434 |
0.004100 |
0.657879 |
-0.276911 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
370.00 |
8.81% |
$3.10 / 30 |
$3.40 / 55 |
3 / 2 |
42.288573% |
-0.119652 |
-0.150462 |
0.002235 |
0.358553 |
-0.093922 |
|
433 |
Legs |
12/15(81) |
CALL |
500.00 / 580.00 |
$1,155 / $6,845 / 0.17 |
72.58% / $37.03 / 0.54% / 2.25% |
76.92% / $511.55 |
$11.55 / $13.70 / $2.15 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
500.00 |
27.42% |
$13.70 / 17 |
$14.10 / 5 |
3 / 68 |
32.620875% |
0.403032 |
-0.261456 |
0.003543 |
0.847785 |
0.362599 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
580.00 |
6.89% |
$2.00 / 7 |
$2.15 / 5 |
0 / 88 |
31.392913% |
0.193888 |
-0.182954 |
0.002517 |
0.602301 |
0.180863 |
|
494 |
Legs |
12/15(81) |
CALL |
500.00 / 600.00 |
$1,230 / $8,770 / 0.14 |
72.58% / $162.92 / 1.86% / 7.89% |
77.19% / $512.30 |
$12.30 / $13.70 / $1.40 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
500.00 |
27.42% |
$13.70 / 17 |
$14.10 / 5 |
3 / 68 |
32.620875% |
0.403032 |
-0.261456 |
0.003543 |
0.847785 |
0.362599 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
4.59% |
$1.05 / 70 |
$1.40 / 58 |
0 / 149 |
31.348665% |
0.157468 |
-0.159960 |
0.002206 |
0.527899 |
0.147855 |
|
57 |
Legs |
11/17(53) |
CALL |
490.00 / 550.00 |
$945 / $5,055 / 0.19 |
71.65% / $12.16 / 0.24% / 1.49% |
76.17% / $499.45 |
$9.45 / $11.90 / $2.45 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
490.00 |
28.35% |
$11.90 / 52 |
$12.50 / 10 |
3 / 19 |
33.637010% |
0.398624 |
-0.316005 |
0.004318 |
0.692726 |
0.247575 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
7.87% |
$2.20 / 40 |
$2.45 / 24 |
0 / 3 |
32.871970% |
0.199143 |
-0.225870 |
0.003125 |
0.501444 |
0.127265 |
|
497 |
Legs |
12/15(81) |
CALL |
510.00 / 600.00 |
$970 / $8,030 / 0.12 |
76.37% / $93.49 / 1.16% / 4.89% |
79.68% / $519.70 |
$9.70 / $11.10 / $1.40 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
510.00 |
23.63% |
$11.10 / 12 |
$11.50 / 15 |
2 / 228 |
32.429748% |
0.371477 |
-0.254741 |
0.003461 |
0.828128 |
0.336100 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
600.00 |
4.59% |
$1.05 / 70 |
$1.40 / 58 |
0 / 149 |
31.348665% |
0.157468 |
-0.159960 |
0.002206 |
0.527899 |
0.147855 |
|
|
896 |
|
12/15(81) |
CALL |
230.00 / 280.00 |
$1,370 / $3,630 / 0.38 |
52.73% / $49.31 / 1.36% / 5.73% |
66.64% / $243.70 |
$13.70 / $16.80 / $3.10 / 1 |
65 / 36.45% / 44 |
5 |
Legs |
Vertical |
Bearish |
$227.15 (-0.67%) / 482K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
230.00 |
47.27% |
$16.80 / 1 |
$17.30 / 13 |
0 / 24 |
37.707399% |
0.548121 |
-0.134312 |
0.007604 |
0.435593 |
0.242279 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
9.72% |
$2.10 / 54 |
$3.10 / 13 |
0 / 145 |
34.600300% |
0.229670 |
-0.098704 |
0.005826 |
0.333708 |
0.107365 |
|
914 |
Legs |
12/15(81) |
CALL |
230.00 / 290.00 |
$1,405 / $4,595 / 0.31 |
52.73% / $149.22 / 3.25% / 14.10% |
66.97% / $244.05 |
$14.05 / $16.80 / $2.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
230.00 |
47.27% |
$16.80 / 1 |
$17.30 / 13 |
0 / 24 |
37.707399% |
0.548121 |
-0.134312 |
0.007604 |
0.435593 |
0.242279 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
290.00 |
6.47% |
$0.65 / 12 |
$2.75 / 12 |
0 / 86 |
34.580149% |
0.185794 |
-0.086683 |
0.005139 |
0.294372 |
0.087489 |
|
500 |
Legs |
11/17(53) |
CALL |
230.00 / 280.00 |
$1,240 / $3,760 / 0.33 |
53.15% / $222.56 / 5.92% / 42.35% |
68.45% / $242.40 |
$12.40 / $14.30 / $1.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
46.85% |
$14.30 / 1 |
$14.70 / 7 |
0 / 20 |
40.147876% |
0.533084 |
-0.161804 |
0.009322 |
0.358085 |
0.163532 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
5.69% |
$1.60 / 12 |
$1.90 / 14 |
0 / 198 |
38.310725% |
0.166470 |
-0.097703 |
0.005854 |
0.224866 |
0.053826 |
|
570 |
Legs |
11/17(53) |
CALL |
230.00 / 270.00 |
$1,140 / $2,860 / 0.40 |
53.15% / $77.41 / 2.71% / 17.82% |
67.31% / $241.40 |
$11.40 / $14.30 / $2.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
46.85% |
$14.30 / 1 |
$14.70 / 7 |
0 / 20 |
40.147876% |
0.533084 |
-0.161804 |
0.009322 |
0.358085 |
0.163532 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
9.61% |
$2.65 / 13 |
$2.90 / 6 |
0 / 35 |
38.193989% |
0.219507 |
-0.116260 |
0.006934 |
0.266344 |
0.070452 |
|
617 |
Legs |
11/17(53) |
CALL |
230.00 / 290.00 |
$1,305 / $4,695 / 0.28 |
53.15% / $374.36 / 7.97% / 60.17% |
69.17% / $243.05 |
$13.05 / $14.30 / $1.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
46.85% |
$14.30 / 1 |
$14.70 / 7 |
0 / 20 |
40.147876% |
0.533084 |
-0.161804 |
0.009322 |
0.358085 |
0.163532 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
3.22% |
$0.10 / 22 |
$1.25 / 12 |
0 / 52 |
34.814677% |
0.123894 |
-0.079757 |
0.004797 |
0.184260 |
0.040316 |
|
557 |
Legs |
12/15(81) |
CALL |
240.00 / 280.00 |
$910 / $3,090 / 0.29 |
63.10% / $47.10 / 1.52% / 6.44% |
71.46% / $249.10 |
$9.10 / $12.20 / $3.10 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
36.90% |
$12.20 / 35 |
$12.70 / 16 |
9 / 269 |
36.844596% |
0.473953 |
-0.133352 |
0.007644 |
0.437853 |
0.212598 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
9.72% |
$2.10 / 54 |
$3.10 / 13 |
0 / 145 |
34.600300% |
0.229670 |
-0.098704 |
0.005826 |
0.333708 |
0.107365 |
|
|
864 |
|
12/15(81) |
CALL |
340.00 / 390.00 |
$1,370 / $3,630 / 0.38 |
53.76% / $65.77 / 1.81% / 7.69% |
67.03% / $353.70 |
$13.70 / $16.60 / $2.90 / 6 |
27 / 15.93% / 44 |
5 |
Legs |
Vertical |
Bearish |
$334.59 (-0.05%) / 289K |
|
Earnings: 10/25 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
46.24% |
$16.60 / 9 |
$17.10 / 15 |
0 / 40 |
26.817951% |
0.521270 |
-0.147011 |
0.007302 |
0.643781 |
0.357533 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
9.73% |
$2.65 / 6 |
$2.90 / 6 |
0 / 131 |
25.392131% |
0.215121 |
-0.102021 |
0.005357 |
0.472339 |
0.153329 |
|
886 |
Legs |
12/15(81) |
CALL |
340.00 / 400.00 |
$1,350 / $4,650 / 0.29 |
53.76% / $134.26 / 2.89% / 12.47% |
66.85% / $353.50 |
$13.50 / $16.60 / $3.10 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
46.24% |
$16.60 / 9 |
$17.10 / 15 |
0 / 40 |
26.817951% |
0.521270 |
-0.147011 |
0.007302 |
0.643781 |
0.357533 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
6.44% |
$1.65 / 7 |
$3.10 / 34 |
0 / 139 |
27.222200% |
0.172541 |
-0.088612 |
0.004682 |
0.412836 |
0.123621 |
|
355 |
Legs |
11/17(53) |
CALL |
340.00 / 380.00 |
$1,055 / $2,945 / 0.36 |
55.22% / $64.93 / 2.20% / 14.33% |
67.67% / $350.55 |
$10.55 / $13.50 / $2.95 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
44.78% |
$13.50 / 2 |
$13.80 / 8 |
4 / 1 |
27.882358% |
0.502466 |
-0.175279 |
0.008929 |
0.527929 |
0.236909 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
9.29% |
$1.85 / 22 |
$2.95 / 40 |
55 / 286 |
26.441766% |
0.203981 |
-0.118947 |
0.006341 |
0.374883 |
0.099166 |
|
410 |
Legs |
11/17(53) |
CALL |
340.00 / 390.00 |
$1,165 / $3,835 / 0.30 |
55.22% / $219.85 / 5.73% / 40.81% |
68.87% / $351.65 |
$11.65 / $13.50 / $1.85 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
44.78% |
$13.50 / 2 |
$13.80 / 8 |
4 / 1 |
27.882358% |
0.502466 |
-0.175279 |
0.008929 |
0.527929 |
0.236909 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
5.47% |
$1.50 / 6 |
$1.85 / 34 |
0 / 1 |
27.452689% |
0.153348 |
-0.098717 |
0.005296 |
0.313110 |
0.074939 |
|
630 |
Legs |
12/15(81) |
PUT |
330.00 / 280.00 |
$1,035 / $3,965 / 0.26 |
61.00% / $115.88 / 2.92% / 12.63% |
70.62% / $319.65 |
$10.35 / $13.10 / $2.75 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
39.00% |
$13.10 / 12 |
$13.70 / 2 |
0 / 32 |
27.561201% |
-0.406494 |
-0.105325 |
0.007110 |
0.626906 |
-0.357871 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
6.91% |
$2.35 / 7 |
$2.75 / 22 |
5 / 130 |
32.459426% |
-0.106559 |
-0.054156 |
0.003369 |
0.296996 |
-0.090067 |
|
710 |
Legs |
12/15(81) |
PUT |
330.00 / 270.00 |
$1,085 / $4,915 / 0.22 |
61.00% / $233.92 / 4.76% / 21.16% |
71.05% / $319.15 |
$10.85 / $13.10 / $2.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
39.00% |
$13.10 / 12 |
$13.70 / 2 |
0 / 32 |
27.561201% |
-0.406494 |
-0.105325 |
0.007110 |
0.626906 |
-0.357871 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
4.41% |
$0.40 / 9 |
$2.25 / 6 |
0 / 251 |
31.458018% |
-0.071017 |
-0.040375 |
0.002488 |
0.219399 |
-0.059656 |
|
|
919 |
|
12/15(81) |
CALL |
230.00 / 290.00 |
$1,483 / $4,517 / 0.33 |
50.46% / $266.51 / 5.90% / 26.70% |
67.31% / $244.83 |
$14.83 / $16.35 / $1.52 / 8 |
46 / 11.92% / 20 |
5 |
Legs |
Vertical |
Bearish |
$228.70 (+0.55%) / 2.22M |
|
Earnings: 11/16 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
230.00 |
49.54% |
$16.35 / 8 |
$16.50 / 29 |
10 / 2,555 |
34.831596% |
0.556670 |
-0.122347 |
0.008428 |
0.437289 |
0.251953 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
290.00 |
5.13% |
$1.45 / 34 |
$1.52 / 26 |
1 / 615 |
32.856900% |
0.160443 |
-0.071326 |
0.005202 |
0.269909 |
0.077303 |
|
931 |
Legs |
12/15(81) |
CALL |
230.00 / 280.00 |
$1,402 / $3,598 / 0.39 |
50.46% / $114.55 / 3.18% / 13.81% |
66.47% / $244.02 |
$14.02 / $16.35 / $2.33 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
230.00 |
49.54% |
$16.35 / 8 |
$16.50 / 29 |
10 / 2,555 |
34.831596% |
0.556670 |
-0.122347 |
0.008428 |
0.437289 |
0.251953 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
8.27% |
$2.25 / 16 |
$2.33 / 24 |
278 / 832 |
32.679612% |
0.205883 |
-0.083790 |
0.006079 |
0.315420 |
0.098508 |
|
685 |
Legs |
11/17(53) |
CALL |
230.00 / 270.00 |
$1,106 / $2,894 / 0.38 |
50.64% / $84.73 / 2.93% / 19.38% |
66.19% / $241.06 |
$11.06 / $12.80 / $1.74 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
49.36% |
$12.80 / 8 |
$13.00 / 41 |
8 / 303 |
33.976988% |
0.544623 |
-0.147056 |
0.010332 |
0.359484 |
0.170476 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
8.27% |
$1.66 / 5 |
$1.74 / 22 |
16 / 299 |
32.142933% |
0.198555 |
-0.099013 |
0.007265 |
0.252755 |
0.065012 |
|
686 |
Legs |
11/17(53) |
CALL |
230.00 / 280.00 |
$1,180 / $3,820 / 0.31 |
50.64% / $239.90 / 6.28% / 45.35% |
67.14% / $241.80 |
$11.80 / $12.80 / $1.00 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
49.36% |
$12.80 / 8 |
$13.00 / 41 |
8 / 303 |
33.976988% |
0.544623 |
-0.147056 |
0.010332 |
0.359484 |
0.170476 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
4.48% |
$0.94 / 11 |
$1.00 / 12 |
0 / 61 |
32.458119% |
0.143601 |
-0.079998 |
0.005901 |
0.205327 |
0.047353 |
|
775 |
Legs |
11/17(53) |
CALL |
230.00 / 290.00 |
$1,222 / $4,778 / 0.26 |
50.64% / $384.49 / 8.05% / 60.84% |
67.68% / $242.22 |
$12.22 / $12.80 / $0.58 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
49.36% |
$12.80 / 8 |
$13.00 / 41 |
8 / 303 |
33.976988% |
0.544623 |
-0.147056 |
0.010332 |
0.359484 |
0.170476 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
2.29% |
$0.52 / 88 |
$0.58 / 16 |
0 / 185 |
32.858981% |
0.101308 |
-0.062317 |
0.004617 |
0.160652 |
0.033609 |
|
482 |
Legs |
12/15(81) |
CALL |
240.00 / 270.00 |
$805 / $2,195 / 0.37 |
62.14% / $27.59 / 1.26% / 5.29% |
70.53% / $248.05 |
$8.05 / $11.60 / $3.55 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
37.86% |
$11.60 / 72 |
$11.80 / 50 |
6 / 6,227 |
33.947126% |
0.473733 |
-0.121381 |
0.008496 |
0.440796 |
0.217634 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
270.00 |
12.87% |
$3.45 / 115 |
$3.55 / 3 |
32 / 1,375 |
32.578243% |
0.260212 |
-0.096058 |
0.006926 |
0.359324 |
0.123511 |
|
|
880 |
|
12/15(81) |
CALL |
310.00 / 370.00 |
$1,415 / $4,585 / 0.31 |
53.66% / $130.29 / 2.84% / 12.26% |
67.05% / $324.15 |
$14.15 / $16.20 / $2.05 / 3 |
53 / 27.37% / 55 |
5 |
Legs |
Vertical |
Bearish |
$302.91 (+0.71%) / 242K |
|
Earnings: 11/01 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
310.00 |
46.34% |
$16.20 / 3 |
$16.60 / 3 |
1 / 85 |
28.410269% |
0.527840 |
-0.147819 |
0.007145 |
0.586789 |
0.325171 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
370.00 |
6.98% |
$1.40 / 6 |
$2.05 / 16 |
0 / 99 |
27.147355% |
0.183874 |
-0.093496 |
0.004774 |
0.392084 |
0.118849 |
|
480 |
Legs |
11/17(53) |
CALL |
310.00 / 360.00 |
$1,120 / $3,880 / 0.29 |
54.82% / $150.05 / 3.87% / 26.23% |
67.76% / $321.20 |
$11.20 / $13.00 / $1.80 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
310.00 |
45.18% |
$13.00 / 2 |
$13.40 / 20 |
6 / 2 |
29.246221% |
0.510058 |
-0.176879 |
0.008744 |
0.481539 |
0.216608 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
360.00 |
6.02% |
$1.05 / 6 |
$1.80 / 15 |
0 / 12 |
28.542842% |
0.164425 |
-0.104901 |
0.005430 |
0.299045 |
0.072646 |
|
583 |
Legs |
11/17(53) |
CALL |
310.00 / 370.00 |
$1,180 / $4,820 / 0.25 |
54.82% / $300.75 / 6.24% / 45.01% |
68.40% / $321.80 |
$11.80 / $13.00 / $1.20 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
310.00 |
45.18% |
$13.00 / 2 |
$13.40 / 20 |
6 / 2 |
29.246221% |
0.510058 |
-0.176879 |
0.008744 |
0.481539 |
0.216608 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
3.47% |
$0.05 / 6 |
$1.20 / 12 |
0 / 3 |
26.976935% |
0.123031 |
-0.085820 |
0.004463 |
0.245806 |
0.054631 |
|
646 |
Legs |
12/15(81) |
PUT |
300.00 / 250.00 |
$995 / $4,005 / 0.25 |
61.41% / $72.80 / 1.82% / 7.72% |
70.42% / $290.05 |
$9.95 / $12.70 / $2.75 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
300.00 |
38.59% |
$12.70 / 5 |
$13.10 / 3 |
0 / 32 |
29.586462% |
-0.401407 |
-0.109176 |
0.006942 |
0.570166 |
-0.327055 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
250.00 |
7.25% |
$2.15 / 20 |
$2.75 / 39 |
0 / 16 |
35.676894% |
-0.105683 |
-0.055448 |
0.003280 |
0.269369 |
-0.082300 |
|
708 |
Legs |
12/15(81) |
PUT |
300.00 / 240.00 |
$1,065 / $4,935 / 0.22 |
61.41% / $198.52 / 4.02% / 17.68% |
71.01% / $289.35 |
$10.65 / $12.70 / $2.05 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
300.00 |
38.59% |
$12.70 / 5 |
$13.10 / 3 |
0 / 32 |
29.586462% |
-0.401407 |
-0.109176 |
0.006942 |
0.570166 |
-0.327055 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
4.73% |
$0.80 / 9 |
$2.05 / 21 |
0 / 14 |
35.619137% |
-0.070275 |
-0.041214 |
0.002418 |
0.198571 |
-0.054347 |
|
641 |
Legs |
12/15(81) |
CALL |
320.00 / 370.00 |
$975 / $4,025 / 0.24 |
63.33% / $99.24 / 2.47% / 10.58% |
71.75% / $329.75 |
$9.75 / $11.80 / $2.05 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
320.00 |
36.67% |
$11.80 / 12 |
$12.20 / 20 |
0 / 32 |
27.990093% |
0.458460 |
-0.145302 |
0.007123 |
0.585030 |
0.285502 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
370.00 |
6.98% |
$1.40 / 6 |
$2.05 / 16 |
0 / 99 |
27.147355% |
0.183874 |
-0.093496 |
0.004774 |
0.392084 |
0.118849 |
|
|
959 |
|
12/15(81) |
CALL |
460.00 / 465.00 |
$250 / $250 / 1.00 |
50.39% / $2.66 / 1.06% / 4.46% |
52.99% / $462.50 |
$2.50 / $15.90 / $13.40 / 1 |
99 / 94.37% / 65 |
5 |
Legs |
Vertical |
Bearish |
$455.57 (-0.05%) / 914K |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
49.61% |
$15.90 / 1 |
$16.30 / 21 |
0 / 41 |
17.246143% |
0.530215 |
-0.145783 |
0.007299 |
0.875578 |
0.513496 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
465.00 |
44.44% |
$13.00 / 2 |
$13.40 / 20 |
0 / 74 |
16.630680% |
0.494025 |
-0.144975 |
0.007322 |
0.878311 |
0.480303 |
|
962 |
Legs |
12/15(81) |
CALL |
460.00 / 470.00 |
$500 / $500 / 1.00 |
50.39% / $9.73 / 1.95% / 8.28% |
55.56% / $465.00 |
$5.00 / $15.90 / $10.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
49.61% |
$15.90 / 1 |
$16.30 / 21 |
0 / 41 |
17.246143% |
0.530215 |
-0.145783 |
0.007299 |
0.875578 |
0.513496 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
39.42% |
$10.50 / 1 |
$10.90 / 22 |
0 / 79 |
16.168518% |
0.458257 |
-0.143124 |
0.007285 |
0.873862 |
0.447147 |
|
964 |
Legs |
12/15(81) |
CALL |
460.00 / 475.00 |
$730 / $770 / 0.95 |
50.39% / $8.86 / 1.15% / 4.84% |
57.89% / $467.30 |
$7.30 / $15.90 / $8.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
460.00 |
49.61% |
$15.90 / 1 |
$16.30 / 21 |
0 / 41 |
17.246143% |
0.530215 |
-0.145783 |
0.007299 |
0.875578 |
0.513496 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
475.00 |
34.62% |
$8.30 / 1 |
$8.60 / 12 |
0 / 228 |
15.669538% |
0.423187 |
-0.140288 |
0.007191 |
0.862565 |
0.414333 |
|
903 |
Legs |
12/15(81) |
CALL |
465.00 / 480.00 |
$630 / $870 / 0.72 |
55.56% / $1.30 / 0.15% / 0.62% |
61.85% / $471.30 |
$6.30 / $13.00 / $6.70 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
465.00 |
44.44% |
$13.00 / 2 |
$13.40 / 20 |
0 / 74 |
16.630680% |
0.494025 |
-0.144975 |
0.007322 |
0.878311 |
0.480303 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
480.00 |
30.10% |
$6.40 / 1 |
$6.70 / 12 |
27 / 90 |
15.247080% |
0.389064 |
-0.136549 |
0.007043 |
0.844895 |
0.382140 |
|
905 |
Legs |
12/15(81) |
CALL |
465.00 / 475.00 |
$440 / $560 / 0.79 |
55.56% / $7.59 / 1.35% / 5.71% |
59.99% / $469.40 |
$4.40 / $13.00 / $8.60 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
465.00 |
44.44% |
$13.00 / 2 |
$13.40 / 20 |
0 / 74 |
16.630680% |
0.494025 |
-0.144975 |
0.007322 |
0.878311 |
0.480303 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
475.00 |
34.62% |
$8.30 / 1 |
$8.60 / 12 |
0 / 228 |
15.669538% |
0.423187 |
-0.140288 |
0.007191 |
0.862565 |
0.414333 |
|
461 |
Legs |
10/20(25) |
CALL |
460.00 / 490.00 |
$705 / $2,295 / 0.31 |
53.09% / $10.33 / 0.45% / 5.54% |
65.27% / $467.05 |
$7.05 / $7.50 / $0.45 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
460.00 |
46.91% |
$7.50 / 12 |
$7.80 / 20 |
24 / 17 |
15.717444% |
0.498254 |
-0.237049 |
0.012560 |
0.514054 |
0.171562 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
490.00 |
8.28% |
$0.20 / 234 |
$0.45 / 384 |
0 / 106 |
13.546116% |
0.180107 |
-0.150596 |
0.008270 |
0.338456 |
0.063095 |
|
|
976 |
|
12/15(81) |
CALL |
361.00 / 362.00 |
$55 / $45 / 1.22 |
49.28% / $4.28 / 9.51% / 45.49% |
49.88% / $361.55 |
$0.55 / $15.61 / $15.06 / 35 |
97 / 93.40% / 95 |
5 |
Legs |
Vertical |
Bearish |
$358.23 (+0.10%) / 51.59M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
362.00 |
49.62% |
$15.02 / 144 |
$15.06 / 35 |
66 / 470 |
20.354548% |
0.538320 |
-0.138531 |
0.007697 |
0.688867 |
0.402093 |
|
985 |
Legs |
12/15(81) |
CALL |
361.00 / 363.00 |
$114 / $86 / 1.33 |
49.28% / $12.56 / 14.60% / 75.53% |
50.53% / $362.14 |
$1.14 / $15.61 / $14.47 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
363.00 |
48.52% |
$14.43 / 255 |
$14.47 / 13 |
227 / 2,792 |
20.210770% |
0.530669 |
-0.138496 |
0.007710 |
0.690043 |
0.396780 |
|
987 |
Legs |
12/15(81) |
CALL |
361.00 / 364.00 |
$171 / $129 / 1.33 |
49.28% / $18.84 / 14.60% / 75.53% |
51.16% / $362.71 |
$1.71 / $15.61 / $13.90 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
364.00 |
47.43% |
$13.86 / 168 |
$13.90 / 55 |
34 / 6,595 |
20.080402% |
0.523026 |
-0.138416 |
0.007721 |
0.690962 |
0.391456 |
|
989 |
Legs |
12/15(81) |
CALL |
361.00 / 365.00 |
$227 / $173 / 1.31 |
49.28% / $24.11 / 13.94% / 71.38% |
51.77% / $363.27 |
$2.27 / $15.61 / $13.34 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
365.00 |
46.34% |
$13.30 / 200 |
$13.34 / 50 |
350 / 8,272 |
19.948803% |
0.515396 |
-0.138290 |
0.007728 |
0.691624 |
0.386126 |
|
990 |
Legs |
12/15(81) |
CALL |
361.00 / 366.00 |
$282 / $218 / 1.29 |
49.28% / $28.39 / 13.02% / 65.77% |
52.37% / $363.82 |
$2.82 / $15.61 / $12.79 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
361.00 |
50.72% |
$15.61 / 172 |
$15.67 / 90 |
201 / 827 |
20.497573% |
0.545979 |
-0.138520 |
0.007681 |
0.687434 |
0.407395 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
366.00 |
45.26% |
$12.75 / 169 |
$12.79 / 43 |
478 / 1,178 |
19.815597% |
0.507781 |
-0.138120 |
0.007733 |
0.692032 |
0.380790 |
|
937 |
Legs |
11/17(53) |
CALL |
361.00 / 362.00 |
$54 / $46 / 1.17 |
49.84% / $3.84 / 8.35% / 63.59% |
50.57% / $361.54 |
$0.54 / $12.15 / $11.61 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
361.00 |
50.16% |
$12.15 / 216 |
$12.19 / 18 |
587 / 228 |
20.030346% |
0.534829 |
-0.165625 |
0.009412 |
0.564863 |
0.273516 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
362.00 |
48.81% |
$11.58 / 170 |
$11.61 / 22 |
290 / 1,368 |
19.891111% |
0.525446 |
-0.165585 |
0.009429 |
0.565889 |
0.268991 |
|
|
817 |
|
12/15(81) |
CALL |
400.00 / 460.00 |
$1,330 / $4,670 / 0.29 |
57.25% / $40.90 / 0.88% / 3.67% |
67.89% / $413.30 |
$13.30 / $15.60 / $2.30 / 8 |
48 / 51.40% / 88 |
5 |
Legs |
Vertical |
Bearish |
$388.58 (+1.12%) / 238K |
|
Earnings: 10/25 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
42.75% |
$15.60 / 32 |
$16.40 / 20 |
0 / 19 |
24.447788% |
0.497438 |
-0.172804 |
0.006180 |
0.750769 |
0.397925 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
8.25% |
$1.80 / 21 |
$2.30 / 8 |
0 / 8 |
23.778700% |
0.197447 |
-0.114275 |
0.004304 |
0.522806 |
0.164017 |
|
514 |
Legs |
12/15(81) |
PUT |
380.00 / 330.00 |
$940 / $4,060 / 0.23 |
64.43% / $11.56 / 0.28% / 1.18% |
71.58% / $370.60 |
$9.40 / $12.50 / $3.10 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
380.00 |
35.57% |
$12.50 / 20 |
$12.90 / 9 |
0 / 14 |
25.975209% |
-0.380770 |
-0.123782 |
0.005902 |
0.716999 |
-0.389768 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
330.00 |
8.29% |
$1.90 / 34 |
$3.10 / 6 |
0 / 2 |
29.451179% |
-0.123888 |
-0.071118 |
0.003169 |
0.384991 |
-0.122443 |
|
563 |
Legs |
12/15(81) |
CALL |
410.00 / 460.00 |
$920 / $4,080 / 0.23 |
65.38% / $10.91 / 0.27% / 1.11% |
72.14% / $419.20 |
$9.20 / $11.50 / $2.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
410.00 |
34.62% |
$11.50 / 5 |
$12.10 / 6 |
0 / 24 |
23.990537% |
0.438175 |
-0.168598 |
0.006106 |
0.741751 |
0.353381 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
8.25% |
$1.80 / 21 |
$2.30 / 8 |
0 / 8 |
23.778700% |
0.197447 |
-0.114275 |
0.004304 |
0.522806 |
0.164017 |
|
631 |
Legs |
12/15(81) |
CALL |
410.00 / 470.00 |
$985 / $5,015 / 0.20 |
65.38% / $106.69 / 2.13% / 9.08% |
72.59% / $419.85 |
$9.85 / $11.50 / $1.65 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
410.00 |
34.62% |
$11.50 / 5 |
$12.10 / 6 |
0 / 24 |
23.990537% |
0.438175 |
-0.168598 |
0.006106 |
0.741751 |
0.353381 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
470.00 |
5.78% |
$0.30 / 33 |
$1.65 / 8 |
0 / 11 |
22.130059% |
0.163370 |
-0.100956 |
0.003821 |
0.464161 |
0.136293 |
|
485 |
Legs |
12/15(81) |
PUT |
370.00 / 310.00 |
$660 / $5,340 / 0.12 |
72.01% / $89.37 / 1.67% / 7.09% |
76.45% / $363.40 |
$6.60 / $9.40 / $2.80 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
370.00 |
27.99% |
$9.40 / 20 |
$9.70 / 3 |
0 / 43 |
26.679279% |
-0.321119 |
-0.118517 |
0.005548 |
0.673983 |
-0.326061 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
310.00 |
3.91% |
$0.15 / 9 |
$2.80 / 9 |
0 / 7 |
32.668702% |
-0.062580 |
-0.043466 |
0.001907 |
0.231678 |
-0.061190 |
|
215 |
Legs |
10/20(25) |
PUT |
380.00 / 320.00 |
$290 / $5,710 / 0.05 |
67.86% / $133.11 / 2.33% / 31.85% |
71.60% / $377.10 |
$2.90 / $5.20 / $2.30 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
380.00 |
32.14% |
$5.20 / 31 |
$5.70 / 30 |
0 / 29 |
23.601787% |
-0.361705 |
-0.224774 |
0.009938 |
0.411915 |
-0.119881 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
320.00 |
0.55% |
0 / 0 |
$2.30 / 9 |
0 / 3 |
53.969513% |
-0.016530 |
-0.025925 |
0.001092 |
0.045246 |
-0.005305 |
|
|
832 |
|
12/15(81) |
CALL |
350.00 / 410.00 |
$1,390 / $4,610 / 0.30 |
56.03% / $117.81 / 2.56% / 10.98% |
68.07% / $363.90 |
$13.90 / $15.60 / $1.70 / 11 |
58 / 40.86% / 23 |
5 |
Legs |
Vertical |
Bearish |
$342.00 (+0.69%) / 135K |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
350.00 |
43.97% |
$15.60 / 11 |
$16.30 / 30 |
0 / 29 |
26.477539% |
0.508450 |
-0.157332 |
0.006645 |
0.659010 |
0.354395 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
7.45% |
$1.15 / 30 |
$1.70 / 30 |
1 / 3 |
24.017098% |
0.188692 |
-0.101810 |
0.004505 |
0.446769 |
0.137245 |
|
773 |
Legs |
12/15(81) |
PUT |
340.00 / 280.00 |
$1,245 / $4,755 / 0.26 |
58.20% / $130.05 / 2.73% / 11.78% |
69.00% / $327.55 |
$12.45 / $14.50 / $2.05 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
340.00 |
41.80% |
$14.50 / 6 |
$15.00 / 5 |
0 / 3 |
27.388437% |
-0.424889 |
-0.119138 |
0.006530 |
0.647600 |
-0.387549 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
6.50% |
$1.80 / 5 |
$2.05 / 5 |
0 / 1 |
32.537054% |
-0.097009 |
-0.056417 |
0.002862 |
0.283823 |
-0.084301 |
|
338 |
Legs |
11/17(53) |
CALL |
350.00 / 400.00 |
$1,095 / $3,905 / 0.28 |
57.66% / $148.35 / 3.80% / 25.73% |
69.16% / $360.95 |
$10.95 / $12.80 / $1.85 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
350.00 |
42.34% |
$12.80 / 5 |
$13.20 / 6 |
0 / 1 |
27.904988% |
0.487840 |
-0.188242 |
0.008116 |
0.539749 |
0.234111 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
6.36% |
$0.60 / 21 |
$1.85 / 31 |
1 / 1 |
25.612804% |
0.167956 |
-0.114067 |
0.005113 |
0.340023 |
0.083464 |
|
562 |
Legs |
12/15(81) |
CALL |
360.00 / 410.00 |
$960 / $4,040 / 0.24 |
64.86% / $79.47 / 1.97% / 8.37% |
72.45% / $369.60 |
$9.60 / $11.30 / $1.70 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
35.14% |
$11.30 / 9 |
$12.00 / 30 |
0 / 3 |
25.964454% |
0.444447 |
-0.154066 |
0.006583 |
0.652884 |
0.312705 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
7.45% |
$1.15 / 30 |
$1.70 / 30 |
1 / 3 |
24.017098% |
0.188692 |
-0.101810 |
0.004505 |
0.446769 |
0.137245 |
|
668 |
Legs |
12/15(81) |
CALL |
360.00 / 420.00 |
$980 / $5,020 / 0.20 |
64.86% / $155.00 / 3.09% / 13.38% |
72.60% / $369.80 |
$9.80 / $11.30 / $1.50 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
35.14% |
$11.30 / 9 |
$12.00 / 30 |
0 / 3 |
25.964454% |
0.444447 |
-0.154066 |
0.006583 |
0.652884 |
0.312705 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
5.05% |
$0.70 / 7 |
$1.50 / 31 |
0 / 2 |
25.087209% |
0.153761 |
-0.088930 |
0.003952 |
0.391918 |
0.112365 |
|
428 |
Legs |
12/15(81) |
PUT |
330.00 / 280.00 |
$855 / $4,145 / 0.21 |
66.99% / $85.03 / 2.05% / 8.74% |
73.69% / $321.45 |
$8.55 / $10.60 / $2.05 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
33.01% |
$10.60 / 5 |
$11.30 / 1 |
0 / 5 |
28.021158% |
-0.359449 |
-0.115927 |
0.006232 |
0.618059 |
-0.324694 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
6.50% |
$1.80 / 5 |
$2.05 / 5 |
0 / 1 |
32.537054% |
-0.097009 |
-0.056417 |
0.002862 |
0.283823 |
-0.084301 |
|
|
952 |
|
12/15(81) |
CALL |
330.00 / 335.00 |
$240 / $260 / 0.92 |
52.44% / $3.29 / 1.27% / 5.33% |
54.74% / $332.40 |
$2.40 / $15.50 / $13.10 / 10 |
99 / 97.54% / 76 |
5 |
Legs |
Vertical |
Bearish |
$327.89 (-0.71%) / 1.67M |
|
Earnings: 10/17 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
47.56% |
$15.50 / 14 |
$15.80 / 13 |
1 / 455 |
24.391796% |
0.531766 |
-0.139819 |
0.006712 |
0.626134 |
0.353285 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
335.00 |
42.80% |
$12.85 / 20 |
$13.10 / 10 |
6 / 11 |
23.733892% |
0.498470 |
-0.140241 |
0.006739 |
0.628652 |
0.332935 |
|
954 |
Legs |
12/15(81) |
CALL |
330.00 / 340.00 |
$475 / $525 / 0.91 |
52.44% / $6.80 / 1.30% / 5.46% |
56.96% / $334.75 |
$4.75 / $15.50 / $10.75 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
47.56% |
$15.50 / 14 |
$15.80 / 13 |
1 / 455 |
24.391796% |
0.531766 |
-0.139819 |
0.006712 |
0.626134 |
0.353285 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
38.22% |
$10.50 / 33 |
$10.75 / 43 |
2 / 710 |
23.183396% |
0.465650 |
-0.139694 |
0.006719 |
0.626781 |
0.312572 |
|
848 |
Legs |
11/17(53) |
CALL |
330.00 / 335.00 |
$245 / $255 / 0.96 |
52.39% / $8.16 / 3.20% / 21.34% |
55.26% / $332.45 |
$2.45 / $13.35 / $10.90 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
330.00 |
47.61% |
$13.35 / 38 |
$13.60 / 63 |
27 / 328 |
25.966915% |
0.523939 |
-0.171118 |
0.008232 |
0.514933 |
0.239619 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
335.00 |
41.81% |
$10.70 / 40 |
$10.90 / 39 |
20 / 220 |
25.126326% |
0.483143 |
-0.171165 |
0.008245 |
0.515742 |
0.222131 |
|
860 |
Legs |
11/17(53) |
CALL |
330.00 / 340.00 |
$475 / $525 / 0.91 |
52.39% / $9.39 / 1.79% / 11.50% |
57.91% / $334.75 |
$4.75 / $13.35 / $8.60 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
330.00 |
47.61% |
$13.35 / 38 |
$13.60 / 63 |
27 / 328 |
25.966915% |
0.523939 |
-0.171118 |
0.008232 |
0.514933 |
0.239619 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
36.25% |
$8.40 / 88 |
$8.60 / 44 |
86 / 725 |
24.427657% |
0.443098 |
-0.169468 |
0.008173 |
0.511225 |
0.204718 |
|
350 |
Legs |
11/17(53) |
CALL |
335.00 / 340.00 |
$210 / $290 / 0.72 |
58.19% / $4.17 / 1.44% / 9.17% |
60.56% / $337.10 |
$2.10 / $10.70 / $8.60 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
335.00 |
41.81% |
$10.70 / 40 |
$10.90 / 39 |
20 / 220 |
25.126326% |
0.483143 |
-0.171165 |
0.008245 |
0.515742 |
0.222131 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
36.25% |
$8.40 / 88 |
$8.60 / 44 |
86 / 725 |
24.427657% |
0.443098 |
-0.169468 |
0.008173 |
0.511225 |
0.204718 |
|
365 |
Legs |
11/17(53) |
CALL |
335.00 / 345.00 |
$400 / $600 / 0.67 |
58.19% / $0.62 / 0.10% / 0.64% |
62.66% / $339.00 |
$4.00 / $10.70 / $6.70 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
335.00 |
41.81% |
$10.70 / 40 |
$10.90 / 39 |
20 / 220 |
25.126326% |
0.483143 |
-0.171165 |
0.008245 |
0.515742 |
0.222131 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
345.00 |
31.05% |
$6.45 / 148 |
$6.70 / 120 |
100 / 1,548 |
23.862999% |
0.404177 |
-0.166151 |
0.008021 |
0.501751 |
0.187585 |
|
|
609 |
|
11/17(53) |
CALL |
260.00 / 310.00 |
$1,345 / $3,655 / 0.37 |
51.15% / $246.98 / 6.76% / 49.40% |
68.12% / $273.45 |
$13.45 / $15.40 / $1.95 / 37 |
27 / 22.15% / 88 |
5 |
Legs |
Vertical |
Bearish |
$257.16 (-1.73%) / 622K |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
48.85% |
$15.40 / 37 |
$15.80 / 11 |
1 / 14 |
36.936919% |
0.539436 |
-0.160165 |
0.009386 |
0.406189 |
0.191475 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
310.00 |
5.81% |
$1.75 / 47 |
$1.95 / 47 |
2 / 214 |
34.203876% |
0.163733 |
-0.095743 |
0.005844 |
0.252890 |
0.060946 |
|
627 |
Legs |
11/17(53) |
CALL |
260.00 / 320.00 |
$1,420 / $4,580 / 0.31 |
51.15% / $409.57 / 8.94% / 69.20% |
68.97% / $274.20 |
$14.20 / $15.40 / $1.20 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
48.85% |
$15.40 / 37 |
$15.80 / 11 |
1 / 14 |
36.936919% |
0.539436 |
-0.160165 |
0.009386 |
0.406189 |
0.191475 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
3.22% |
$1.05 / 27 |
$1.20 / 35 |
0 / 273 |
34.216023% |
0.120215 |
-0.077340 |
0.004739 |
0.205084 |
0.045007 |
|
716 |
Legs |
11/17(53) |
CALL |
260.00 / 300.00 |
$1,220 / $2,780 / 0.44 |
51.15% / $83.49 / 3.00% / 19.92% |
66.67% / $272.20 |
$12.20 / $15.40 / $3.20 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
48.85% |
$15.40 / 37 |
$15.80 / 11 |
1 / 14 |
36.936919% |
0.539436 |
-0.160165 |
0.009386 |
0.406189 |
0.191475 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
9.97% |
$2.80 / 74 |
$3.20 / 45 |
11 / 172 |
34.335837% |
0.218232 |
-0.114783 |
0.006972 |
0.301738 |
0.080690 |
|
48 |
Legs |
11/17(53) |
CALL |
270.00 / 300.00 |
$750 / $2,250 / 0.33 |
64.05% / $86.96 / 3.86% / 26.22% |
72.57% / $277.50 |
$7.50 / $10.70 / $3.20 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
35.95% |
$10.70 / 38 |
$11.10 / 26 |
2 / 7 |
35.889387% |
0.447384 |
-0.157556 |
0.009352 |
0.404730 |
0.160870 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
300.00 |
9.97% |
$2.80 / 74 |
$3.20 / 45 |
11 / 172 |
34.335837% |
0.218232 |
-0.114783 |
0.006972 |
0.301738 |
0.080690 |
|
55 |
Legs |
11/17(53) |
CALL |
270.00 / 290.00 |
$570 / $1,430 / 0.40 |
64.05% / $10.72 / 0.75% / 4.69% |
70.64% / $275.70 |
$5.70 / $10.70 / $5.00 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
35.95% |
$10.70 / 38 |
$11.10 / 26 |
2 / 7 |
35.889387% |
0.447384 |
-0.157556 |
0.009352 |
0.404730 |
0.160870 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
16.20% |
$4.60 / 45 |
$5.00 / 42 |
16 / 114 |
34.766935% |
0.284230 |
-0.132823 |
0.008021 |
0.347102 |
0.104274 |
|
556 |
Legs |
10/20(25) |
CALL |
260.00 / 290.00 |
$730 / $2,270 / 0.32 |
51.60% / $14.15 / 0.62% / 7.74% |
64.88% / $267.30 |
$7.30 / $8.10 / $0.80 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
260.00 |
48.40% |
$8.10 / 87 |
$8.50 / 2 |
7 / 14 |
28.204977% |
0.522879 |
-0.220209 |
0.013209 |
0.290821 |
0.098128 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
290.00 |
8.25% |
$0.65 / 51 |
$0.80 / 48 |
25 / 91 |
27.043419% |
0.189059 |
-0.145553 |
0.008975 |
0.197602 |
0.036571 |
|
|
331 |
|
12/15(81) |
CALL |
420.00 / 450.00 |
$850 / $2,150 / 0.40 |
64.47% / $0.30 / 0.01% / 0.06% |
70.50% / $428.50 |
$8.50 / $15.30 / $6.80 / 31 |
57 / 17.59% / 39 |
5 |
Legs |
Vertical |
Bearish |
$399.65 (-1.14%) / 661K |
|
Earnings: 12/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
420.00 |
35.53% |
$15.30 / 31 |
$15.60 / 6 |
11 / 81 |
27.941612% |
0.446410 |
-0.178209 |
0.005801 |
0.763689 |
0.367929 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
17.12% |
$6.50 / 46 |
$6.80 / 58 |
2 / 94 |
27.107891% |
0.294612 |
-0.151510 |
0.005059 |
0.666112 |
0.247592 |
|
142 |
Legs |
12/15(81) |
CALL |
425.00 / 440.00 |
$440 / $1,060 / 0.42 |
68.09% / $3.72 / 0.35% / 1.46% |
71.11% / $429.40 |
$4.40 / $13.40 / $9.00 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
425.00 |
31.91% |
$13.40 / 6 |
$13.70 / 11 |
2 / 7 |
27.737682% |
0.419081 |
-0.175214 |
0.005733 |
0.754745 |
0.346681 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
22.33% |
$8.80 / 10 |
$9.00 / 7 |
2 / 132 |
27.243264% |
0.341648 |
-0.162463 |
0.005386 |
0.709116 |
0.285454 |
|
145 |
Legs |
12/15(81) |
CALL |
425.00 / 450.00 |
$660 / $1,840 / 0.36 |
68.09% / $5.29 / 0.29% / 1.19% |
72.55% / $431.60 |
$6.60 / $13.40 / $6.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
425.00 |
31.91% |
$13.40 / 6 |
$13.70 / 11 |
2 / 7 |
27.737682% |
0.419081 |
-0.175214 |
0.005733 |
0.754745 |
0.346681 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
17.12% |
$6.50 / 46 |
$6.80 / 58 |
2 / 94 |
27.107891% |
0.294612 |
-0.151510 |
0.005059 |
0.666112 |
0.247592 |
|
146 |
Legs |
12/15(81) |
CALL |
425.00 / 455.00 |
$760 / $2,240 / 0.34 |
68.09% / $21.95 / 0.98% / 4.11% |
73.20% / $432.60 |
$7.60 / $13.40 / $5.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
425.00 |
31.91% |
$13.40 / 6 |
$13.70 / 11 |
2 / 7 |
27.737682% |
0.419081 |
-0.175214 |
0.005733 |
0.754745 |
0.346681 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
455.00 |
14.87% |
$5.60 / 12 |
$5.80 / 12 |
1 / 80 |
27.017076% |
0.272635 |
-0.145512 |
0.004875 |
0.641820 |
0.229742 |
|
167 |
Legs |
12/15(81) |
PUT |
380.00 / 350.00 |
$630 / $2,370 / 0.27 |
71.43% / $3.94 / 0.17% / 0.69% |
75.51% / $373.70 |
$6.30 / $12.20 / $5.90 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
380.00 |
28.57% |
$12.20 / 6 |
$12.40 / 1 |
6 / 109 |
30.397548% |
-0.325239 |
-0.126101 |
0.005282 |
0.695470 |
-0.340299 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
350.00 |
12.64% |
$5.60 / 40 |
$5.90 / 29 |
10 / 91 |
33.116855% |
-0.174605 |
-0.093608 |
0.003777 |
0.497242 |
-0.178938 |
|
27 |
Legs |
11/03(39) |
PUT |
380.00 / 350.00 |
$380 / $2,620 / 0.15 |
75.56% / $0.86 / 0.03% / 0.27% |
78.78% / $376.20 |
$3.80 / $5.40 / $1.60 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
380.00 |
24.44% |
$5.40 / 25 |
$5.70 / 5 |
0 / 1 |
26.508130% |
-0.296455 |
-0.178905 |
0.007134 |
0.475136 |
-0.151220 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
350.00 |
6.59% |
$1.45 / 26 |
$1.60 / 5 |
1 / 40 |
30.069861% |
-0.112424 |
-0.101692 |
0.003940 |
0.262417 |
-0.056300 |
|
|
680 |
|
11/17(53) |
CALL |
500.00 / 550.00 |
$1,350 / $3,650 / 0.37 |
49.24% / $161.85 / 4.43% / 30.53% |
65.72% / $513.50 |
$13.50 / $15.20 / $1.70 / 1 |
39 / 24.15% / 15 |
5 |
Legs |
Vertical |
Bearish |
$494.97 (-0.13%) / 436K |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
500.00 |
50.76% |
$15.20 / 1 |
$15.50 / 2 |
0 / 241 |
18.362384% |
0.530784 |
-0.182945 |
0.008870 |
0.782624 |
0.384078 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
6.72% |
$0.40 / 9 |
$1.70 / 3 |
0 / 10 |
15.865998% |
0.162944 |
-0.105203 |
0.005494 |
0.484775 |
0.121025 |
|
160 |
Legs |
11/17(53) |
CALL |
510.00 / 550.00 |
$840 / $3,160 / 0.27 |
61.64% / $116.56 / 3.69% / 24.91% |
71.08% / $518.40 |
$8.40 / $10.10 / $1.70 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
510.00 |
38.36% |
$10.10 / 4 |
$10.60 / 1 |
9 / 340 |
17.695461% |
0.443197 |
-0.177614 |
0.008808 |
0.777165 |
0.322913 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
6.72% |
$0.40 / 9 |
$1.70 / 3 |
0 / 10 |
15.865998% |
0.162944 |
-0.105203 |
0.005494 |
0.484775 |
0.121025 |
|
140 |
Legs |
11/17(53) |
PUT |
490.00 / 450.00 |
$610 / $3,390 / 0.18 |
65.49% / $58.68 / 1.73% / 11.11% |
72.20% / $483.90 |
$6.10 / $9.50 / $3.40 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
490.00 |
34.51% |
$9.50 / 4 |
$10.00 / 3 |
3 / 93 |
19.247337% |
-0.380585 |
-0.127191 |
0.008498 |
0.749786 |
-0.315752 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
450.00 |
5.40% |
$2.55 / 3 |
$3.40 / 9 |
0 / 131 |
24.535899% |
-0.105487 |
-0.065607 |
0.004071 |
0.359231 |
-0.085769 |
|
303 |
Legs |
11/17(53) |
PUT |
490.00 / 430.00 |
$430 / $5,570 / 0.08 |
65.49% / $118.80 / 2.13% / 13.84% |
70.30% / $485.70 |
$4.30 / $9.50 / $5.20 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
490.00 |
34.51% |
$9.50 / 4 |
$10.00 / 3 |
3 / 93 |
19.247337% |
-0.380585 |
-0.127191 |
0.008498 |
0.749786 |
-0.315752 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
430.00 |
1.47% |
$1.40 / 3 |
$5.20 / 9 |
0 / 1 |
32.536851% |
-0.039500 |
-0.031258 |
0.001904 |
0.167959 |
-0.031893 |
|
792 |
Legs |
10/20(25) |
CALL |
500.00 / 540.00 |
$660 / $3,340 / 0.20 |
50.91% / $64.54 / 1.93% / 25.82% |
62.42% / $506.60 |
$6.60 / $8.80 / $2.20 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
500.00 |
49.09% |
$8.80 / 3 |
$9.30 / 1 |
6 / 141 |
16.090210% |
0.512098 |
-0.246086 |
0.012473 |
0.559914 |
0.192665 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
540.00 |
4.03% |
$0.35 / 3 |
$2.20 / 10 |
0 / 12 |
20.482042% |
0.121074 |
-0.117300 |
0.006299 |
0.282744 |
0.046466 |
|
823 |
Legs |
10/20(25) |
CALL |
500.00 / 560.00 |
$780 / $5,220 / 0.15 |
50.91% / $339.33 / 6.50% / 112.92% |
64.42% / $507.80 |
$7.80 / $8.80 / $1.00 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
500.00 |
49.09% |
$8.80 / 3 |
$9.30 / 1 |
6 / 141 |
16.090210% |
0.512098 |
-0.246086 |
0.012473 |
0.559914 |
0.192665 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
560.00 |
0.52% |
0 / 0 |
$1.00 / 9 |
0 / 5 |
25.873832% |
0.041216 |
-0.050836 |
0.002763 |
0.124022 |
0.015905 |
|
|
434 |
|
11/17(53) |
PUT |
1200.00 / 1140.00 |
$410 / $5,590 / 0.07 |
90.18% / $10.18 / 0.18% / 1.12% |
90.64% / $1,195.90 |
$4.10 / $15.10 / $11.00 / 5 |
25 / 15.46% / 16 |
|
Legs |
Vertical |
Bullish |
$1370.14 (-0.71%) / 41K |
|
Earnings: 10/26 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
1200.00 |
9.82% |
$15.10 / 12 |
$19.30 / 7 |
0 / 12 |
37.372710% |
-0.147690 |
-0.365129 |
0.001194 |
1.247314 |
-0.340049 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1140.00 |
4.65% |
$8.60 / 13 |
$11.00 / 5 |
0 / 35 |
38.999473% |
-0.079346 |
-0.236603 |
0.000765 |
0.798653 |
-0.180992 |
|
214 |
|
11/17(53) |
CALL |
420.00 / 480.00 |
$1,100 / $4,900 / 0.22 |
63.61% / $13.41 / 0.27% / 1.69% |
71.06% / $431.00 |
$11.00 / $14.70 / $3.70 / 19 |
62 / 47.17% / 27 |
5 |
Legs |
Vertical |
Bearish |
$400.66 (+0.13%) / 420K |
|
Earnings: 10/25 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
420.00 |
36.39% |
$14.70 / 19 |
$15.40 / 20 |
1 / 37 |
33.120434% |
0.455352 |
-0.267880 |
0.005514 |
0.630386 |
0.251334 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
7.82% |
$2.35 / 8 |
$3.70 / 44 |
0 / 1 |
34.174754% |
0.194897 |
-0.181752 |
0.003835 |
0.438396 |
0.111361 |
|
389 |
Legs |
10/20(25) |
PUT |
400.00 / 350.00 |
$1,020 / $3,980 / 0.26 |
56.15% / $33.41 / 0.84% / 10.55% |
66.83% / $389.80 |
$10.20 / $11.80 / $1.60 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
400.00 |
43.85% |
$11.80 / 5 |
$12.10 / 6 |
18 / 158 |
31.024397% |
-0.444022 |
-0.326300 |
0.007705 |
0.448140 |
-0.156673 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
350.00 |
7.11% |
$1.35 / 14 |
$1.60 / 13 |
0 / 58 |
36.910065% |
-0.117133 |
-0.168004 |
0.003836 |
0.223140 |
-0.039935 |
|
446 |
Legs |
10/20(25) |
PUT |
400.00 / 340.00 |
$1,080 / $4,920 / 0.22 |
56.15% / $179.62 / 3.65% / 53.77% |
67.42% / $389.20 |
$10.80 / $11.80 / $1.00 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
400.00 |
43.85% |
$11.80 / 5 |
$12.10 / 6 |
18 / 158 |
31.024397% |
-0.444022 |
-0.326300 |
0.007705 |
0.448140 |
-0.156673 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
340.00 |
4.34% |
$0.20 / 12 |
$1.00 / 10 |
10 / 51 |
35.200812% |
-0.078226 |
-0.125329 |
0.002851 |
0.165853 |
-0.026537 |
|
83 |
Legs |
11/17(53) |
CALL |
430.00 / 490.00 |
$900 / $5,100 / 0.18 |
70.42% / $113.36 / 2.22% / 14.45% |
75.88% / $439.00 |
$9.00 / $11.20 / $2.20 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
430.00 |
29.58% |
$11.20 / 6 |
$11.70 / 1 |
42 / 664 |
32.698453% |
0.403648 |
-0.260181 |
0.005387 |
0.615818 |
0.224425 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
490.00 |
5.68% |
$1.70 / 8 |
$2.20 / 41 |
0 / 6 |
33.178048% |
0.164660 |
-0.163069 |
0.003449 |
0.394317 |
0.094470 |
|
353 |
Legs |
10/20(25) |
CALL |
410.00 / 460.00 |
$970 / $4,030 / 0.24 |
58.40% / $64.20 / 1.59% / 20.88% |
68.29% / $419.70 |
$9.70 / $11.00 / $1.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
410.00 |
41.60% |
$11.00 / 1 |
$11.40 / 20 |
35 / 154 |
30.441594% |
0.478510 |
-0.371708 |
0.007770 |
0.451933 |
0.139000 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
460.00 |
6.55% |
$1.00 / 5 |
$1.30 / 8 |
1 / 177 |
30.974839% |
0.169146 |
-0.230107 |
0.004921 |
0.286208 |
0.050632 |
|
578 |
Legs |
12/15(81) |
CALL |
450.00 / 520.00 |
$655 / $6,345 / 0.10 |
77.04% / $0.16 / 0.00% / 0.01% |
79.81% / $456.55 |
$6.55 / $9.00 / $2.45 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
450.00 |
22.96% |
$9.00 / 22 |
$10.70 / 2 |
0 / 80 |
31.455169% |
0.360127 |
-0.207169 |
0.004261 |
0.726495 |
0.292999 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
520.00 |
4.58% |
$0.75 / 6 |
$2.45 / 15 |
0 / 14 |
31.592615% |
0.153591 |
-0.128479 |
0.002698 |
0.460021 |
0.129117 |
|
|
437 |
|
12/15(81) |
PUT |
340.00 / 280.00 |
$1,110 / $4,890 / 0.23 |
66.18% / $51.06 / 1.04% / 4.38% |
72.99% / $328.90 |
$11.10 / $14.70 / $3.60 / 10 |
60 / 31.94% / 37 |
5 |
Legs |
Vertical |
Bullish |
$353.03 (-1.20%) / 104K |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
340.00 |
33.82% |
$14.70 / 10 |
$17.40 / 22 |
0 / 11 |
36.828008% |
-0.361659 |
-0.150642 |
0.004877 |
0.641564 |
-0.348875 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
7.94% |
$2.60 / 10 |
$3.60 / 25 |
0 / 5 |
41.190980% |
-0.105524 |
-0.077267 |
0.002375 |
0.312456 |
-0.097119 |
|
458 |
Legs |
12/15(81) |
CALL |
380.00 / 440.00 |
$1,100 / $4,900 / 0.22 |
67.59% / $79.02 / 1.61% / 6.83% |
74.04% / $391.00 |
$11.00 / $13.90 / $2.90 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
380.00 |
32.41% |
$13.90 / 10 |
$17.30 / 31 |
0 / 2 |
34.801605% |
0.436582 |
-0.194586 |
0.005127 |
0.674408 |
0.309430 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
7.74% |
$2.30 / 10 |
$2.90 / 10 |
0 / 6 |
31.691922% |
0.201383 |
-0.134982 |
0.003659 |
0.481329 |
0.148142 |
|
362 |
Legs |
12/15(81) |
PUT |
330.00 / 280.00 |
$790 / $4,210 / 0.19 |
72.35% / $17.46 / 0.41% / 1.72% |
76.70% / $322.10 |
$7.90 / $11.50 / $3.60 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
27.65% |
$11.50 / 10 |
$14.10 / 23 |
0 / 117 |
37.683485% |
-0.311396 |
-0.143792 |
0.004601 |
0.605223 |
-0.297704 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
7.94% |
$2.60 / 10 |
$3.60 / 25 |
0 / 5 |
41.190980% |
-0.105524 |
-0.077267 |
0.002375 |
0.312456 |
-0.097119 |
|
397 |
Legs |
12/15(81) |
PUT |
330.00 / 270.00 |
$880 / $5,120 / 0.17 |
72.35% / $103.10 / 2.01% / 8.58% |
77.17% / $321.20 |
$8.80 / $11.50 / $2.70 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
27.65% |
$11.50 / 10 |
$14.10 / 23 |
0 / 117 |
37.683485% |
-0.311396 |
-0.143792 |
0.004601 |
0.605223 |
-0.297704 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
5.93% |
$1.90 / 10 |
$2.70 / 26 |
0 / 1 |
42.355920% |
-0.078001 |
-0.062087 |
0.001898 |
0.249710 |
-0.071334 |
|
343 |
Legs |
12/15(81) |
CALL |
390.00 / 440.00 |
$770 / $4,230 / 0.18 |
73.49% / $26.42 / 0.62% / 2.60% |
77.53% / $397.70 |
$7.70 / $10.60 / $2.90 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
26.51% |
$10.60 / 10 |
$11.90 / 14 |
0 / 2 |
32.761361% |
0.389892 |
-0.188299 |
0.004994 |
0.656872 |
0.278488 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
7.74% |
$2.30 / 10 |
$2.90 / 10 |
0 / 6 |
31.691922% |
0.201383 |
-0.134982 |
0.003659 |
0.481329 |
0.148142 |
|
150 |
Legs |
11/17(53) |
CALL |
390.00 / 440.00 |
$490 / $4,510 / 0.11 |
77.81% / $54.75 / 1.21% / 7.69% |
80.69% / $394.90 |
$4.90 / $7.00 / $2.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
22.19% |
$7.00 / 23 |
$10.80 / 13 |
0 / 1 |
36.122301% |
0.342851 |
-0.216394 |
0.005843 |
0.515372 |
0.169492 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
4.11% |
$1.30 / 10 |
$2.10 / 10 |
0 / 5 |
35.379851% |
0.138963 |
-0.127850 |
0.003520 |
0.310498 |
0.070558 |
|
|
803 |
|
12/15(81) |
CALL |
360.00 / 410.00 |
$1,175 / $3,825 / 0.31 |
56.57% / $96.72 / 2.53% / 10.86% |
68.28% / $371.75 |
$11.75 / $14.60 / $2.85 / 1 |
30 / 40.93% / 51 |
5 |
Legs |
Vertical |
Bearish |
$349.53 (-1.34%) / 939K |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
43.43% |
$14.60 / 1 |
$15.00 / 27 |
2 / 61 |
24.423036% |
0.496908 |
-0.141668 |
0.007661 |
0.677492 |
0.363433 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
410.00 |
7.77% |
$2.20 / 11 |
$2.85 / 47 |
0 / 17 |
24.426567% |
0.187621 |
-0.090091 |
0.005171 |
0.457286 |
0.142098 |
|
865 |
Legs |
12/15(81) |
CALL |
360.00 / 420.00 |
$1,180 / $4,820 / 0.25 |
56.57% / $195.57 / 4.06% / 17.84% |
68.32% / $371.80 |
$11.80 / $14.60 / $2.80 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
360.00 |
43.43% |
$14.60 / 1 |
$15.00 / 27 |
2 / 61 |
24.423036% |
0.496908 |
-0.141668 |
0.007661 |
0.677492 |
0.363433 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
420.00 |
4.92% |
$0.70 / 23 |
$2.80 / 4 |
0 / 4 |
24.764954% |
0.146960 |
-0.076438 |
0.004417 |
0.390583 |
0.111826 |
|
267 |
Legs |
11/17(53) |
CALL |
360.00 / 400.00 |
$895 / $3,105 / 0.29 |
58.86% / $105.17 / 3.39% / 22.70% |
69.63% / $368.95 |
$8.95 / $10.70 / $1.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
41.14% |
$10.70 / 1 |
$11.10 / 26 |
3 / 200 |
23.905023% |
0.472869 |
-0.167832 |
0.009334 |
0.553527 |
0.237214 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
400.00 |
7.12% |
$1.50 / 16 |
$1.75 / 5 |
0 / 23 |
23.595900% |
0.174223 |
-0.103327 |
0.006028 |
0.357478 |
0.089841 |
|
379 |
Legs |
11/17(53) |
CALL |
360.00 / 410.00 |
$915 / $4,085 / 0.22 |
58.86% / $215.61 / 5.28% / 37.14% |
69.85% / $369.15 |
$9.15 / $10.70 / $1.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
41.14% |
$10.70 / 1 |
$11.10 / 26 |
3 / 200 |
23.905023% |
0.472869 |
-0.167832 |
0.009334 |
0.553527 |
0.237214 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
410.00 |
3.93% |
$0.90 / 14 |
$1.55 / 56 |
0 / 14 |
25.207127% |
0.126853 |
-0.083044 |
0.004877 |
0.289234 |
0.065718 |
|
445 |
Legs |
11/17(53) |
CALL |
360.00 / 420.00 |
$965 / $5,035 / 0.19 |
58.86% / $353.15 / 7.01% / 51.62% |
70.41% / $369.65 |
$9.65 / $10.70 / $1.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
360.00 |
41.14% |
$10.70 / 1 |
$11.10 / 26 |
3 / 200 |
23.905023% |
0.472869 |
-0.167832 |
0.009334 |
0.553527 |
0.237214 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
420.00 |
2.05% |
$0.60 / 8 |
$1.05 / 30 |
0 / 3 |
26.013562% |
0.090078 |
-0.064525 |
0.003811 |
0.225983 |
0.046855 |
|
406 |
Legs |
12/15(81) |
PUT |
340.00 / 280.00 |
$835 / $5,165 / 0.16 |
68.39% / $309.15 / 5.99% / 27.12% |
75.73% / $331.65 |
$8.35 / $10.10 / $1.75 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
340.00 |
31.61% |
$10.10 / 2 |
$10.30 / 15 |
4 / 44 |
25.715425% |
-0.352511 |
-0.096586 |
0.007132 |
0.630667 |
-0.320280 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
2.55% |
$1.30 / 15 |
$1.75 / 36 |
0 / 4 |
33.559260% |
-0.045444 |
-0.027140 |
0.001835 |
0.162251 |
-0.039642 |
|
|
900 |
|
12/15(81) |
CALL |
325.00 / 330.00 |
$225 / $275 / 0.82 |
55.61% / $4.95 / 1.80% / 7.64% |
57.82% / $327.25 |
$2.25 / $14.50 / $12.25 / 5 |
58 / 40.67% / 90 |
5 |
Legs |
Vertical |
Bearish |
$316.96 (-0.80%) / 21.45M |
|
Earnings: 10/24 / Ex-Div: 11/15 ($0.75) |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
325.00 |
44.39% |
$14.50 / 47 |
$14.60 / 21 |
312 / 2,283 |
25.779370% |
0.511070 |
-0.144555 |
0.007111 |
0.612625 |
0.331312 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
39.54% |
$12.15 / 80 |
$12.25 / 5 |
898 / 3,390 |
25.360763% |
0.476428 |
-0.143573 |
0.007103 |
0.611932 |
0.310473 |
|
642 |
Legs |
12/15(81) |
CALL |
330.00 / 335.00 |
$195 / $305 / 0.64 |
60.46% / $0.57 / 0.19% / 0.77% |
62.30% / $331.95 |
$1.95 / $12.15 / $10.20 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
39.54% |
$12.15 / 80 |
$12.25 / 5 |
898 / 3,390 |
25.360763% |
0.476428 |
-0.143573 |
0.007103 |
0.611932 |
0.310473 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
335.00 |
34.91% |
$10.10 / 60 |
$10.20 / 50 |
112 / 3,676 |
25.034232% |
0.442472 |
-0.141629 |
0.007043 |
0.606739 |
0.289756 |
|
459 |
Legs |
11/17(53) |
CALL |
325.00 / 330.00 |
$215 / $285 / 0.75 |
56.99% / $3.09 / 1.08% / 6.84% |
59.55% / $327.15 |
$2.15 / $11.70 / $9.55 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
325.00 |
43.01% |
$11.70 / 56 |
$11.85 / 237 |
518 / 3,683 |
26.883246% |
0.492365 |
-0.173642 |
0.008693 |
0.502192 |
0.219749 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
37.14% |
$9.45 / 306 |
$9.55 / 25 |
338 / 9,954 |
26.360194% |
0.450140 |
-0.171366 |
0.008628 |
0.498442 |
0.201930 |
|
542 |
Legs |
10/27(32) |
CALL |
320.00 / 350.00 |
$937 / $2,063 / 0.45 |
51.24% / $4.28 / 0.21% / 2.03% |
65.31% / $329.37 |
$9.37 / $11.40 / $2.03 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
320.00 |
48.76% |
$11.40 / 66 |
$11.55 / 54 |
113 / 188 |
28.264958% |
0.524423 |
-0.215976 |
0.010924 |
0.398597 |
0.150628 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
350.00 |
12.36% |
$1.97 / 36 |
$2.03 / 32 |
165 / 877 |
26.291856% |
0.234715 |
-0.162093 |
0.008430 |
0.307585 |
0.069193 |
|
92 |
Legs |
11/03(39) |
CALL |
325.00 / 355.00 |
$809 / $2,191 / 0.37 |
58.14% / $32.66 / 1.49% / 12.78% |
68.71% / $333.09 |
$8.09 / $10.10 / $2.01 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
325.00 |
41.86% |
$10.10 / 17 |
$10.30 / 78 |
88 / 2 |
27.858021% |
0.478971 |
-0.197618 |
0.010000 |
0.435826 |
0.163790 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
355.00 |
11.14% |
$1.95 / 64 |
$2.01 / 10 |
31 / 21 |
26.350570% |
0.223602 |
-0.144710 |
0.007506 |
0.327119 |
0.078349 |
|
90 |
Legs |
11/17(53) |
CALL |
330.00 / 360.00 |
$731 / $2,269 / 0.32 |
62.86% / $13.46 / 0.59% / 3.70% |
70.76% / $337.31 |
$7.31 / $9.45 / $2.14 / 51 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
330.00 |
37.14% |
$9.45 / 306 |
$9.55 / 25 |
338 / 9,954 |
26.360194% |
0.450140 |
-0.171366 |
0.008628 |
0.498442 |
0.201930 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
360.00 |
11.62% |
$2.10 / 24 |
$2.14 / 51 |
956 / 6,066 |
25.254612% |
0.232498 |
-0.129344 |
0.006663 |
0.384914 |
0.106780 |
|
|
476 |
|
11/17(53) |
CALL |
270.00 / 330.00 |
$1,250 / $4,750 / 0.26 |
57.10% / $79.73 / 1.68% / 10.76% |
68.14% / $282.50 |
$12.50 / $14.40 / $1.90 / 67 |
58 / 24.31% / 8 |
5 |
Legs |
Vertical |
Bearish |
$264.58 (-2.42%) / 1.37M |
|
Earnings: 12/14 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
42.90% |
$14.40 / 70 |
$14.80 / 27 |
47 / 50 |
39.230719% |
0.515392 |
-0.218303 |
0.006833 |
0.415665 |
0.179014 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
6.99% |
$1.70 / 75 |
$1.90 / 67 |
3 / 163 |
39.691085% |
0.192415 |
-0.145581 |
0.004688 |
0.285151 |
0.070526 |
|
260 |
Legs |
11/17(53) |
PUT |
260.00 / 210.00 |
$1,125 / $3,875 / 0.29 |
58.64% / $7.76 / 0.20% / 1.24% |
68.60% / $248.75 |
$11.25 / $13.60 / $2.35 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
260.00 |
41.36% |
$13.60 / 10 |
$13.90 / 13 |
43 / 314 |
40.480577% |
-0.417112 |
-0.183469 |
0.006690 |
0.406963 |
-0.203474 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
9.25% |
$2.20 / 66 |
$2.35 / 76 |
6 / 64 |
48.183284% |
-0.119944 |
-0.097910 |
0.003428 |
0.208512 |
-0.055355 |
|
316 |
Legs |
11/17(53) |
PUT |
260.00 / 200.00 |
$1,200 / $4,800 / 0.25 |
58.64% / $119.08 / 2.48% / 16.24% |
69.21% / $248.00 |
$12.00 / $13.60 / $1.60 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
260.00 |
41.36% |
$13.60 / 10 |
$13.90 / 13 |
43 / 314 |
40.480577% |
-0.417112 |
-0.183469 |
0.006690 |
0.406963 |
-0.203474 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
200.00 |
6.35% |
$1.45 / 30 |
$1.60 / 43 |
88 / 51 |
50.281298% |
-0.081366 |
-0.074081 |
0.002581 |
0.157008 |
-0.037222 |
|
176 |
Legs |
11/17(53) |
CALL |
280.00 / 330.00 |
$840 / $4,160 / 0.20 |
66.06% / $33.88 / 0.81% / 5.11% |
72.75% / $288.40 |
$8.40 / $10.30 / $1.90 / 67 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
33.94% |
$10.30 / 91 |
$10.70 / 46 |
6 / 157 |
38.582334% |
0.449906 |
-0.215177 |
0.006785 |
0.412691 |
0.158164 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
6.99% |
$1.70 / 75 |
$1.90 / 67 |
3 / 163 |
39.691085% |
0.192415 |
-0.145581 |
0.004688 |
0.285151 |
0.070526 |
|
226 |
Legs |
11/17(53) |
CALL |
280.00 / 340.00 |
$890 / $5,110 / 0.17 |
66.06% / $130.03 / 2.54% / 16.68% |
73.12% / $288.90 |
$8.90 / $10.30 / $1.40 / 91 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
33.94% |
$10.30 / 91 |
$10.70 / 46 |
6 / 157 |
38.582334% |
0.449906 |
-0.215177 |
0.006785 |
0.412691 |
0.158164 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
4.75% |
$1.20 / 125 |
$1.40 / 154 |
4 / 107 |
40.465665% |
0.157677 |
-0.127967 |
0.004131 |
0.251279 |
0.058128 |
|
526 |
Legs |
10/06(11) |
PUT |
260.00 / 230.00 |
$520 / $2,480 / 0.21 |
59.80% / $52.10 / 2.10% / 61.01% |
68.93% / $254.80 |
$5.20 / $6.20 / $1.00 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
260.00 |
40.20% |
$6.20 / 6 |
$6.50 / 6 |
37 / 25 |
39.827739% |
-0.419576 |
-0.374812 |
0.013059 |
0.209039 |
-0.049519 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
230.00 |
5.43% |
$0.80 / 61 |
$1.00 / 44 |
0 / 4 |
49.294878% |
-0.099581 |
-0.171068 |
0.005846 |
0.093585 |
-0.011406 |
|
|
826 |
|
12/15(81) |
CALL |
340.00 / 390.00 |
$1,280 / $3,720 / 0.34 |
54.29% / $103.76 / 2.79% / 12.03% |
67.48% / $352.80 |
$12.80 / $14.40 / $1.60 / 5 |
53 / 55.88% / 39 |
5 |
Legs |
Vertical |
Bearish |
$333.49 (-1.11%) / 369K |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
45.71% |
$14.40 / 5 |
$14.80 / 21 |
3 / 221 |
23.707196% |
0.512895 |
-0.131451 |
0.007753 |
0.643339 |
0.355641 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
8.21% |
$1.40 / 20 |
$1.60 / 6 |
0 / 27 |
21.569635% |
0.193716 |
-0.087350 |
0.005352 |
0.444108 |
0.139466 |
|
869 |
Legs |
12/15(81) |
CALL |
340.00 / 400.00 |
$1,345 / $4,655 / 0.29 |
54.29% / $241.49 / 5.19% / 23.22% |
68.10% / $353.45 |
$13.45 / $14.40 / $0.95 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
45.71% |
$14.40 / 5 |
$14.80 / 21 |
3 / 221 |
23.707196% |
0.512895 |
-0.131451 |
0.007753 |
0.643339 |
0.355641 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
400.00 |
5.18% |
$0.75 / 30 |
$0.95 / 6 |
0 / 37 |
21.435561% |
0.151527 |
-0.074371 |
0.004576 |
0.379709 |
0.109637 |
|
697 |
Legs |
12/15(81) |
PUT |
330.00 / 280.00 |
$950 / $4,050 / 0.24 |
60.86% / $114.83 / 2.84% / 12.23% |
70.28% / $320.50 |
$9.50 / $11.80 / $2.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
39.14% |
$11.80 / 5 |
$12.10 / 1 |
1 / 31 |
24.921405% |
-0.406587 |
-0.103336 |
0.007551 |
0.626607 |
-0.355988 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
280.00 |
6.00% |
$2.10 / 6 |
$2.30 / 6 |
2 / 34 |
30.988824% |
-0.094959 |
-0.047950 |
0.003295 |
0.273389 |
-0.079883 |
|
740 |
Legs |
12/15(81) |
PUT |
330.00 / 270.00 |
$1,010 / $4,990 / 0.20 |
60.86% / $249.37 / 5.00% / 22.30% |
70.84% / $319.90 |
$10.10 / $11.80 / $1.70 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
330.00 |
39.14% |
$11.80 / 5 |
$12.10 / 1 |
1 / 31 |
24.921405% |
-0.406587 |
-0.103336 |
0.007551 |
0.626607 |
-0.355988 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
270.00 |
3.67% |
$1.55 / 11 |
$1.70 / 5 |
0 / 8 |
32.834518% |
-0.060711 |
-0.034352 |
0.002345 |
0.194560 |
-0.050770 |
|
318 |
Legs |
11/17(53) |
CALL |
340.00 / 380.00 |
$1,030 / $2,970 / 0.35 |
55.46% / $113.96 / 3.84% / 26.01% |
68.39% / $350.30 |
$10.30 / $11.70 / $1.40 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
44.54% |
$11.70 / 1 |
$11.90 / 3 |
1 / 3 |
24.451925% |
0.497216 |
-0.158270 |
0.009485 |
0.527812 |
0.236548 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
7.94% |
$1.20 / 30 |
$1.40 / 6 |
0 / 21 |
22.292550% |
0.185304 |
-0.102862 |
0.006363 |
0.354051 |
0.090846 |
|
429 |
Legs |
11/17(53) |
CALL |
340.00 / 370.00 |
$905 / $2,095 / 0.43 |
55.46% / $3.16 / 0.15% / 0.93% |
66.92% / $349.05 |
$9.05 / $11.70 / $2.65 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
340.00 |
44.54% |
$11.70 / 1 |
$11.90 / 3 |
1 / 3 |
24.451925% |
0.497216 |
-0.158270 |
0.009485 |
0.527812 |
0.236548 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
13.48% |
$2.40 / 1 |
$2.65 / 6 |
0 / 6 |
22.731373% |
0.247546 |
-0.122315 |
0.007526 |
0.418770 |
0.120657 |
|
|
967 |
|
12/15(81) |
CALL |
434.00 / 436.00 |
$123 / $77 / 1.60 |
49.00% / $21.00 / 27.27% / 170.60% |
50.51% / $435.23 |
$1.23 / $14.25 / $13.02 / 50 |
97 / 89.16% / 93 |
5 |
Legs |
Vertical |
Bearish |
$430.60 (-0.18%) / 100.83M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
436.00 |
48.55% |
$12.99 / 59 |
$13.02 / 59 |
133 / 4,387 |
15.261040% |
0.518936 |
-0.124452 |
0.008604 |
0.829286 |
0.480420 |
|
968 |
Legs |
12/15(81) |
CALL |
434.00 / 437.00 |
$185 / $115 / 1.61 |
49.00% / $32.00 / 27.82% / 175.49% |
51.27% / $435.85 |
$1.85 / $14.25 / $12.40 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
437.00 |
47.32% |
$12.37 / 59 |
$12.40 / 40 |
202 / 4,761 |
15.095026% |
0.510400 |
-0.124294 |
0.008612 |
0.830021 |
0.472908 |
|
973 |
Legs |
12/15(81) |
CALL |
434.00 / 435.00 |
$60 / $40 / 1.50 |
49.00% / $9.00 / 22.50% / 131.10% |
49.74% / $434.60 |
$0.60 / $14.25 / $13.65 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
435.00 |
49.77% |
$13.61 / 139 |
$13.65 / 89 |
3,073 / 13,669 |
15.419448% |
0.527482 |
-0.124559 |
0.008593 |
0.828167 |
0.487922 |
|
975 |
Legs |
12/15(81) |
CALL |
434.00 / 438.00 |
$244 / $156 / 1.56 |
49.00% / $39.99 / 25.64% / 156.56% |
51.99% / $436.44 |
$2.44 / $14.25 / $11.81 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
438.00 |
46.11% |
$11.77 / 59 |
$11.81 / 59 |
3,498 / 3,195 |
14.943355% |
0.501878 |
-0.124085 |
0.008615 |
0.830372 |
0.465391 |
|
977 |
Legs |
12/15(81) |
CALL |
434.00 / 439.00 |
$304 / $196 / 1.55 |
49.00% / $48.99 / 25.00% / 151.20% |
52.73% / $437.04 |
$3.04 / $14.25 / $11.21 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
434.00 |
51.00% |
$14.25 / 50 |
$14.28 / 35 |
1,390 / 3,428 |
15.576075% |
0.536033 |
-0.124615 |
0.008577 |
0.826661 |
0.495410 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
439.00 |
44.90% |
$11.18 / 59 |
$11.21 / 59 |
65 / 2,680 |
14.777208% |
0.493374 |
-0.123827 |
0.008615 |
0.830343 |
0.457873 |
|
936 |
Legs |
11/17(53) |
CALL |
434.00 / 435.00 |
$60 / $40 / 1.50 |
49.77% / $9.77 / 24.42% / 282.58% |
50.67% / $434.60 |
$0.60 / $11.06 / $10.46 / 59 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
434.00 |
50.23% |
$11.06 / 242 |
$11.08 / 108 |
1,822 / 3,144 |
15.237378% |
0.525733 |
-0.148914 |
0.010509 |
0.679231 |
0.331182 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
435.00 |
48.73% |
$10.44 / 404 |
$10.46 / 59 |
6,327 / 6,989 |
15.055467% |
0.515257 |
-0.148780 |
0.010524 |
0.680206 |
0.324856 |
|
|
899 |
|
12/15(81) |
CALL |
250.00 / 310.00 |
$1,060 / $4,940 / 0.22 |
56.99% / $93.45 / 1.89% / 8.04% |
67.51% / $260.60 |
$10.60 / $14.10 / $3.50 / 16 |
69 / 30.62% / 92 |
5 |
Legs |
Vertical |
Bearish |
$242.69 (+0.78%) / 417K |
|
Earnings: 10/23 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
250.00 |
43.01% |
$14.10 / 16 |
$17.60 / 33 |
4 / 32 |
36.956332% |
0.513648 |
-0.135088 |
0.007674 |
0.468644 |
0.247089 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
5.31% |
$1.90 / 6 |
$3.50 / 32 |
0 / 13 |
38.608577% |
0.164958 |
-0.080347 |
0.004777 |
0.291726 |
0.083930 |
|
492 |
Legs |
12/15(81) |
CALL |
260.00 / 300.00 |
$730 / $3,270 / 0.22 |
66.95% / $26.08 / 0.80% / 3.33% |
73.36% / $267.30 |
$7.30 / $11.10 / $3.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
260.00 |
33.05% |
$11.10 / 6 |
$12.20 / 5 |
7 / 40 |
36.244292% |
0.440516 |
-0.132064 |
0.007593 |
0.463696 |
0.214665 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
8.13% |
$2.50 / 21 |
$3.80 / 31 |
0 / 19 |
36.416365% |
0.205950 |
-0.092648 |
0.005484 |
0.334880 |
0.104105 |
|
621 |
Legs |
12/15(81) |
CALL |
260.00 / 310.00 |
$760 / $4,240 / 0.18 |
66.95% / $91.91 / 2.17% / 9.26% |
73.61% / $267.60 |
$7.60 / $11.10 / $3.50 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
260.00 |
33.05% |
$11.10 / 6 |
$12.20 / 5 |
7 / 40 |
36.244292% |
0.440516 |
-0.132064 |
0.007593 |
0.463696 |
0.214665 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
5.31% |
$1.90 / 6 |
$3.50 / 32 |
0 / 13 |
38.608577% |
0.164958 |
-0.080347 |
0.004777 |
0.291726 |
0.083930 |
|
715 |
Legs |
12/15(81) |
CALL |
260.00 / 320.00 |
$750 / $5,250 / 0.14 |
66.95% / $159.97 / 3.05% / 13.19% |
73.53% / $267.50 |
$7.50 / $11.10 / $3.60 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
260.00 |
33.05% |
$11.10 / 6 |
$12.20 / 5 |
7 / 40 |
36.244292% |
0.440516 |
-0.132064 |
0.007593 |
0.463696 |
0.214665 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
3.37% |
$1.35 / 6 |
$3.60 / 33 |
0 / 2 |
41.268741% |
0.130692 |
-0.068471 |
0.004087 |
0.249565 |
0.066881 |
|
11 |
Legs |
11/17(53) |
CALL |
260.00 / 280.00 |
$440 / $1,560 / 0.28 |
70.39% / $10.48 / 0.67% / 4.20% |
74.95% / $264.40 |
$4.40 / $9.40 / $5.00 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
29.61% |
$9.40 / 6 |
$10.20 / 5 |
1 / 1 |
40.255942% |
0.402971 |
-0.155318 |
0.009098 |
0.372580 |
0.135910 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
12.67% |
$4.10 / 20 |
$5.00 / 5 |
0 / 6 |
39.460635% |
0.251448 |
-0.125865 |
0.007492 |
0.306807 |
0.086470 |
|
21 |
Legs |
11/17(53) |
CALL |
260.00 / 290.00 |
$600 / $2,400 / 0.25 |
70.39% / $103.55 / 4.31% / 29.61% |
76.49% / $266.00 |
$6.00 / $9.40 / $3.40 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
29.61% |
$9.40 / 6 |
$10.20 / 5 |
1 / 1 |
40.255942% |
0.402971 |
-0.155318 |
0.009098 |
0.372580 |
0.135910 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
7.65% |
$2.45 / 30 |
$3.40 / 5 |
0 / 3 |
38.970627% |
0.191920 |
-0.107213 |
0.006418 |
0.262814 |
0.066503 |
|
|
543 |
|
10/20(25) |
CALL |
450.00 / 500.00 |
$1,255 / $3,745 / 0.34 |
50.94% / $77.00 / 2.06% / 27.66% |
65.23% / $462.55 |
$12.55 / $13.90 / $1.35 / 20 |
90 / 70.21% / 92 |
5 |
Legs |
Vertical |
Bearish |
$447.10 (-0.83%) / 821K |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
450.00 |
49.06% |
$13.90 / 20 |
$14.30 / 8 |
11 / 159 |
27.342293% |
0.524520 |
-0.349288 |
0.008245 |
0.503702 |
0.171800 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
500.00 |
7.59% |
$1.10 / 40 |
$1.35 / 74 |
5 / 125 |
26.035206% |
0.179027 |
-0.224001 |
0.005419 |
0.331050 |
0.060367 |
|
665 |
Legs |
10/20(25) |
CALL |
450.00 / 510.00 |
$1,295 / $4,705 / 0.28 |
50.94% / $225.33 / 4.79% / 75.31% |
65.66% / $462.95 |
$12.95 / $13.90 / $0.95 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
450.00 |
49.06% |
$13.90 / 20 |
$14.30 / 8 |
11 / 159 |
27.342293% |
0.524520 |
-0.349288 |
0.008245 |
0.503702 |
0.171800 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
510.00 |
4.48% |
$0.65 / 6 |
$0.95 / 10 |
0 / 15 |
27.047789% |
0.134918 |
-0.185438 |
0.004497 |
0.274759 |
0.045667 |
|
165 |
Legs |
10/20(25) |
CALL |
460.00 / 500.00 |
$775 / $3,225 / 0.24 |
62.46% / $37.61 / 1.17% / 14.93% |
70.58% / $467.75 |
$7.75 / $9.10 / $1.35 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
460.00 |
37.54% |
$9.10 / 22 |
$9.50 / 9 |
131 / 510 |
26.394356% |
0.443149 |
-0.343934 |
0.008178 |
0.499649 |
0.146249 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
500.00 |
7.59% |
$1.10 / 40 |
$1.35 / 74 |
5 / 125 |
26.035206% |
0.179027 |
-0.224001 |
0.005419 |
0.331050 |
0.060367 |
|
242 |
Legs |
10/20(25) |
CALL |
460.00 / 510.00 |
$815 / $4,185 / 0.20 |
62.46% / $145.52 / 3.48% / 50.71% |
70.97% / $468.15 |
$8.15 / $9.10 / $0.95 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
460.00 |
37.54% |
$9.10 / 22 |
$9.50 / 9 |
131 / 510 |
26.394356% |
0.443149 |
-0.343934 |
0.008178 |
0.499649 |
0.146249 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
510.00 |
4.48% |
$0.65 / 6 |
$0.95 / 10 |
0 / 15 |
27.047789% |
0.134918 |
-0.185438 |
0.004497 |
0.274759 |
0.045667 |
|
300 |
Legs |
10/20(25) |
CALL |
460.00 / 520.00 |
$825 / $5,175 / 0.16 |
62.46% / $253.27 / 4.89% / 77.43% |
71.07% / $468.25 |
$8.25 / $9.10 / $0.85 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
460.00 |
37.54% |
$9.10 / 22 |
$9.50 / 9 |
131 / 510 |
26.394356% |
0.443149 |
-0.343934 |
0.008178 |
0.499649 |
0.146249 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
520.00 |
2.51% |
$0.15 / 11 |
$0.85 / 45 |
0 / 5 |
27.769493% |
0.099531 |
-0.149124 |
0.003624 |
0.221430 |
0.033802 |
|
192 |
Legs |
11/17(53) |
PUT |
420.00 / 360.00 |
$500 / $5,500 / 0.09 |
75.85% / $37.42 / 0.68% / 4.25% |
78.82% / $415.00 |
$5.00 / $6.50 / $1.50 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
420.00 |
24.15% |
$6.50 / 8 |
$6.80 / 58 |
10 / 18 |
26.883601% |
-0.288296 |
-0.189166 |
0.005042 |
0.605412 |
-0.222944 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
360.00 |
3.41% |
$0.30 / 38 |
$1.50 / 53 |
0 / 1 |
33.341431% |
-0.056863 |
-0.065243 |
0.001688 |
0.202677 |
-0.042615 |
|
|
866 |
|
12/15(81) |
CALL |
330.00 / 380.00 |
$1,215 / $3,785 / 0.32 |
53.66% / $60.19 / 1.59% / 6.73% |
66.51% / $342.15 |
$12.15 / $13.70 / $1.55 / 8 |
95 / 43.25% / 39 |
5 |
Legs |
Vertical |
Bearish |
$324.22 (-0.02%) / 388K |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
46.34% |
$13.70 / 8 |
$14.10 / 8 |
7 / 54 |
22.836603% |
0.518462 |
-0.131979 |
0.007912 |
0.625141 |
0.348344 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
380.00 |
8.11% |
$1.20 / 20 |
$1.55 / 30 |
0 / 140 |
21.497961% |
0.192951 |
-0.086560 |
0.005447 |
0.430338 |
0.134760 |
|
910 |
Legs |
12/15(81) |
CALL |
330.00 / 390.00 |
$1,230 / $4,770 / 0.26 |
53.66% / $173.91 / 3.65% / 15.93% |
66.66% / $342.30 |
$12.30 / $13.70 / $1.40 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
330.00 |
46.34% |
$13.70 / 8 |
$14.10 / 8 |
7 / 54 |
22.836603% |
0.518462 |
-0.131979 |
0.007912 |
0.625141 |
0.348344 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
390.00 |
5.07% |
$0.85 / 15 |
$1.40 / 17 |
0 / 232 |
23.213861% |
0.150253 |
-0.073379 |
0.004642 |
0.366729 |
0.105475 |
|
369 |
Legs |
11/17(53) |
CALL |
330.00 / 370.00 |
$990 / $3,010 / 0.33 |
54.90% / $88.22 / 2.93% / 19.41% |
67.64% / $339.90 |
$9.90 / $11.10 / $1.20 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
330.00 |
45.10% |
$11.10 / 3 |
$11.50 / 18 |
5 / 45 |
23.792624% |
0.501986 |
-0.158211 |
0.009680 |
0.512889 |
0.231501 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
370.00 |
7.81% |
$1.00 / 16 |
$1.20 / 9 |
0 / 119 |
21.800970% |
0.184060 |
-0.101496 |
0.006462 |
0.342396 |
0.087551 |
|
515 |
Legs |
11/17(53) |
CALL |
330.00 / 380.00 |
$1,035 / $3,965 / 0.26 |
54.90% / $222.05 / 5.60% / 39.74% |
68.17% / $340.35 |
$10.35 / $11.10 / $0.75 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
330.00 |
45.10% |
$11.10 / 3 |
$11.50 / 18 |
5 / 45 |
23.792624% |
0.501986 |
-0.158211 |
0.009680 |
0.512889 |
0.231501 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
380.00 |
4.27% |
$0.55 / 15 |
$0.75 / 6 |
0 / 30 |
22.585749% |
0.133278 |
-0.081659 |
0.005227 |
0.276959 |
0.063721 |
|
644 |
Legs |
11/17(53) |
CALL |
330.00 / 390.00 |
$1,015 / $4,985 / 0.20 |
54.90% / $327.66 / 6.57% / 47.83% |
67.94% / $340.15 |
$10.15 / $11.10 / $0.95 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
330.00 |
45.10% |
$11.10 / 3 |
$11.50 / 18 |
5 / 45 |
23.792624% |
0.501986 |
-0.158211 |
0.009680 |
0.512889 |
0.231501 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
390.00 |
2.20% |
0 / 0 |
$0.95 / 16 |
0 / 49 |
27.729613% |
0.093988 |
-0.063351 |
0.004073 |
0.215816 |
0.045134 |
|
589 |
Legs |
12/15(81) |
CALL |
340.00 / 380.00 |
$755 / $3,245 / 0.23 |
64.36% / $18.58 / 0.57% / 2.38% |
71.61% / $347.55 |
$7.55 / $9.10 / $1.55 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
340.00 |
35.64% |
$9.10 / 20 |
$9.50 / 8 |
0 / 108 |
22.019453% |
0.441621 |
-0.128919 |
0.007840 |
0.619396 |
0.299720 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
380.00 |
8.11% |
$1.20 / 20 |
$1.55 / 30 |
0 / 140 |
21.497961% |
0.192951 |
-0.086560 |
0.005447 |
0.430338 |
0.134760 |
|
|
501 |
|
11/17(53) |
CALL |
185.00 / 230.00 |
$1,110 / $3,390 / 0.33 |
53.90% / $139.67 / 4.12% / 28.13% |
68.10% / $196.10 |
$11.10 / $13.50 / $2.40 / 50 |
48 / 27.69% / 44 |
5 |
Legs |
Vertical |
Bearish |
$182.00 (-3.48%) / 529K |
|
Earnings: 10/30 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
185.00 |
46.10% |
$13.50 / 50 |
$14.10 / 14 |
2 / 19 |
48.304274% |
0.538714 |
-0.152895 |
0.009699 |
0.287286 |
0.129001 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
6.81% |
$2.15 / 62 |
$2.40 / 81 |
0 / 208 |
47.402390% |
0.190367 |
-0.101430 |
0.006637 |
0.196573 |
0.048372 |
|
555 |
Legs |
11/17(53) |
CALL |
185.00 / 220.00 |
$990 / $2,510 / 0.39 |
53.90% / $6.76 / 0.27% / 1.66% |
66.68% / $194.90 |
$9.90 / $13.50 / $3.60 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
185.00 |
46.10% |
$13.50 / 50 |
$14.10 / 14 |
2 / 19 |
48.304274% |
0.538714 |
-0.152895 |
0.009699 |
0.287286 |
0.129001 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
11.40% |
$3.20 / 86 |
$3.60 / 56 |
1 / 77 |
46.766537% |
0.248968 |
-0.118872 |
0.007745 |
0.229416 |
0.062667 |
|
168 |
Legs |
11/17(53) |
PUT |
180.00 / 150.00 |
$830 / $2,170 / 0.38 |
59.17% / $40.88 / 1.88% / 12.14% |
69.52% / $171.70 |
$8.30 / $11.70 / $3.40 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
180.00 |
40.83% |
$11.70 / 5 |
$12.00 / 3 |
1 / 65 |
49.412887% |
-0.413040 |
-0.128660 |
0.009513 |
0.281761 |
-0.139982 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
150.00 |
11.76% |
$3.10 / 24 |
$3.40 / 72 |
0 / 108 |
55.152077% |
-0.150301 |
-0.079965 |
0.005703 |
0.168923 |
-0.048500 |
|
190 |
Legs |
11/17(53) |
PUT |
180.00 / 155.00 |
$740 / $1,760 / 0.42 |
59.17% / $0.80 / 0.05% / 0.28% |
68.48% / $172.60 |
$7.40 / $11.70 / $4.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
180.00 |
40.83% |
$11.70 / 5 |
$12.00 / 3 |
1 / 65 |
49.412887% |
-0.413040 |
-0.128660 |
0.009513 |
0.281761 |
-0.139982 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
155.00 |
14.98% |
$3.90 / 171 |
$4.30 / 58 |
4 / 78 |
53.857264% |
-0.187138 |
-0.091681 |
0.006567 |
0.194511 |
-0.060820 |
|
155 |
Legs |
11/17(53) |
CALL |
190.00 / 220.00 |
$770 / $2,230 / 0.35 |
60.58% / $23.75 / 1.07% / 6.72% |
69.93% / $197.70 |
$7.70 / $11.30 / $3.60 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
190.00 |
39.42% |
$11.30 / 18 |
$11.80 / 20 |
100 / 115 |
47.914998% |
0.491194 |
-0.152714 |
0.009743 |
0.288576 |
0.118718 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
220.00 |
11.40% |
$3.20 / 86 |
$3.60 / 56 |
1 / 77 |
46.766537% |
0.248968 |
-0.118872 |
0.007745 |
0.229416 |
0.062667 |
|
603 |
Legs |
10/13(18) |
CALL |
185.00 / 210.00 |
$540 / $1,960 / 0.28 |
55.05% / $17.24 / 0.88% / 14.79% |
66.47% / $190.40 |
$5.40 / $6.20 / $0.80 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
185.00 |
44.95% |
$6.20 / 29 |
$6.60 / 9 |
0 / 1 |
38.856637% |
0.505788 |
-0.240947 |
0.015684 |
0.179306 |
0.050096 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
210.00 |
7.47% |
$0.65 / 22 |
$0.80 / 22 |
0 / 3 |
39.376622% |
0.184604 |
-0.158004 |
0.010481 |
0.119825 |
0.018921 |
|
|
732 |
|
12/15(81) |
PUT |
155.00 / 125.00 |
$960 / $2,040 / 0.47 |
58.78% / $44.07 / 2.16% / 9.22% |
68.98% / $145.40 |
$9.60 / $13.50 / $3.90 / 20 |
32 / 16.14% / 48 |
5 |
Legs |
Vertical |
Bullish |
$157.00 (-0.90%) / 549K |
|
Earnings: 11/13 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
155.00 |
41.22% |
$13.50 / 38 |
$13.90 / 30 |
1 / 78 |
52.536625% |
-0.407978 |
-0.099506 |
0.008089 |
0.294477 |
-0.188919 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
125.00 |
15.19% |
$3.70 / 117 |
$3.90 / 20 |
0 / 13 |
55.951429% |
-0.174359 |
-0.068541 |
0.005358 |
0.195045 |
-0.075981 |
|
749 |
Legs |
12/15(81) |
PUT |
155.00 / 130.00 |
$850 / $1,650 / 0.52 |
58.78% / $21.13 / 1.28% / 5.39% |
67.90% / $146.50 |
$8.50 / $13.50 / $5.00 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
155.00 |
41.22% |
$13.50 / 38 |
$13.90 / 30 |
1 / 78 |
52.536625% |
-0.407978 |
-0.099506 |
0.008089 |
0.294477 |
-0.188919 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
130.00 |
18.32% |
$4.80 / 87 |
$5.00 / 13 |
0 / 162 |
55.372107% |
-0.209355 |
-0.076291 |
0.005994 |
0.218180 |
-0.092079 |
|
766 |
Legs |
12/15(81) |
PUT |
155.00 / 135.00 |
$720 / $1,280 / 0.56 |
58.78% / $8.51 / 0.66% / 2.77% |
66.58% / $147.80 |
$7.20 / $13.50 / $6.30 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
155.00 |
41.22% |
$13.50 / 38 |
$13.90 / 30 |
1 / 78 |
52.536625% |
-0.407978 |
-0.099506 |
0.008089 |
0.294477 |
-0.188919 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
135.00 |
21.93% |
$6.10 / 61 |
$6.30 / 21 |
0 / 92 |
54.776126% |
-0.246644 |
-0.083209 |
0.006573 |
0.239275 |
-0.109524 |
|
770 |
Legs |
12/15(81) |
PUT |
155.00 / 140.00 |
$570 / $930 / 0.61 |
58.78% / $4.74 / 0.51% / 2.12% |
65.03% / $149.30 |
$5.70 / $13.50 / $7.80 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
155.00 |
41.22% |
$13.50 / 38 |
$13.90 / 30 |
1 / 78 |
52.536625% |
-0.407978 |
-0.099506 |
0.008089 |
0.294477 |
-0.188919 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
140.00 |
26.03% |
$7.60 / 13 |
$7.80 / 20 |
0 / 104 |
54.113755% |
-0.285693 |
-0.089101 |
0.007081 |
0.257779 |
-0.128132 |
|
241 |
Legs |
11/17(53) |
PUT |
155.00 / 125.00 |
$880 / $2,120 / 0.42 |
58.21% / $68.51 / 3.23% / 21.56% |
69.66% / $146.20 |
$8.80 / $11.40 / $2.60 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
155.00 |
41.79% |
$11.40 / 35 |
$11.80 / 51 |
0 / 220 |
54.164703% |
-0.417293 |
-0.124665 |
0.009931 |
0.242423 |
-0.124126 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
125.00 |
11.64% |
$2.45 / 31 |
$2.60 / 40 |
1 / 24 |
58.333846% |
-0.142552 |
-0.074490 |
0.005732 |
0.139936 |
-0.040013 |
|
281 |
Legs |
11/17(53) |
PUT |
155.00 / 130.00 |
$790 / $1,710 / 0.46 |
58.21% / $28.20 / 1.65% / 10.56% |
68.58% / $147.10 |
$7.90 / $11.40 / $3.50 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
155.00 |
41.79% |
$11.40 / 35 |
$11.80 / 51 |
0 / 220 |
54.164703% |
-0.417293 |
-0.124665 |
0.009931 |
0.242423 |
-0.124126 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
14.91% |
$3.30 / 40 |
$3.50 / 36 |
0 / 74 |
57.440949% |
-0.180857 |
-0.086651 |
0.006696 |
0.163452 |
-0.051197 |
|
|
854 |
|
12/15(81) |
CALL |
200.00 / 240.00 |
$1,070 / $2,930 / 0.37 |
54.18% / $112.83 / 3.85% / 16.88% |
68.21% / $210.70 |
$10.70 / $13.40 / $2.70 / 5 |
41 / 8.53% / 37 |
5 |
Legs |
Vertical |
Bearish |
$195.42 (-0.36%) / 369K |
|
Earnings: 11/14 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
45.82% |
$13.40 / 22 |
$13.80 / 37 |
15 / 198 |
37.072853% |
0.530076 |
-0.104103 |
0.010010 |
0.377944 |
0.207243 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
240.00 |
8.16% |
$2.50 / 30 |
$2.70 / 5 |
2 / 263 |
35.600518% |
0.203912 |
-0.070704 |
0.007127 |
0.269085 |
0.083836 |
|
871 |
Legs |
12/15(81) |
CALL |
200.00 / 250.00 |
$1,165 / $3,835 / 0.30 |
54.18% / $265.41 / 6.92% / 31.82% |
69.33% / $211.65 |
$11.65 / $13.40 / $1.75 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
45.82% |
$13.40 / 22 |
$13.80 / 37 |
15 / 198 |
37.072853% |
0.530076 |
-0.104103 |
0.010010 |
0.377944 |
0.207243 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
250.00 |
4.62% |
$1.55 / 36 |
$1.75 / 39 |
0 / 291 |
35.727522% |
0.151516 |
-0.058238 |
0.005906 |
0.223004 |
0.062794 |
|
904 |
Legs |
12/15(81) |
CALL |
200.00 / 260.00 |
$1,225 / $4,775 / 0.26 |
54.18% / $410.06 / 8.59% / 40.51% |
70.03% / $212.25 |
$12.25 / $13.40 / $1.15 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
200.00 |
45.82% |
$13.40 / 22 |
$13.80 / 37 |
15 / 198 |
37.072853% |
0.530076 |
-0.104103 |
0.010010 |
0.377944 |
0.207243 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
260.00 |
2.50% |
$1.00 / 53 |
$1.15 / 28 |
0 / 213 |
36.195380% |
0.110430 |
-0.046551 |
0.004745 |
0.179147 |
0.046081 |
|
660 |
Legs |
12/15(81) |
PUT |
195.00 / 165.00 |
$850 / $2,150 / 0.40 |
58.51% / $59.68 / 2.78% / 11.97% |
69.54% / $186.50 |
$8.50 / $12.00 / $3.50 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
195.00 |
41.49% |
$12.00 / 17 |
$12.30 / 6 |
0 / 200 |
37.618587% |
-0.420396 |
-0.079353 |
0.009838 |
0.371451 |
-0.224835 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
165.00 |
11.33% |
$3.20 / 42 |
$3.50 / 32 |
1 / 25 |
41.507576% |
-0.151872 |
-0.050798 |
0.005915 |
0.223352 |
-0.077650 |
|
702 |
Legs |
12/15(81) |
PUT |
195.00 / 170.00 |
$760 / $1,740 / 0.44 |
58.51% / $15.27 / 0.88% / 3.67% |
68.45% / $187.40 |
$7.60 / $12.00 / $4.40 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
195.00 |
41.49% |
$12.00 / 17 |
$12.30 / 6 |
0 / 200 |
37.618587% |
-0.420396 |
-0.079353 |
0.009838 |
0.371451 |
-0.224835 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
170.00 |
14.62% |
$4.20 / 36 |
$4.40 / 5 |
0 / 315 |
40.909783% |
-0.189280 |
-0.058071 |
0.006812 |
0.257213 |
-0.097406 |
|
401 |
Legs |
11/17(53) |
CALL |
200.00 / 240.00 |
$950 / $3,050 / 0.31 |
55.21% / $246.51 / 8.08% / 61.16% |
70.27% / $209.50 |
$9.50 / $11.20 / $1.70 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
200.00 |
44.79% |
$11.20 / 30 |
$11.50 / 27 |
4 / 9 |
39.181183% |
0.512131 |
-0.124897 |
0.012253 |
0.310235 |
0.138419 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
240.00 |
4.39% |
$1.50 / 34 |
$1.70 / 55 |
0 / 121 |
38.216086% |
0.141742 |
-0.067284 |
0.006897 |
0.174624 |
0.040150 |
|
|
207 |
|
11/17(53) |
PUT |
810.00 / 750.00 |
$690 / $5,310 / 0.13 |
83.30% / $39.75 / 0.75% / 4.69% |
84.79% / $803.10 |
$6.90 / $13.30 / $6.40 / 5 |
65 / 42.77% / 88 |
2 |
Legs |
Vertical |
Bullish |
$889.51 (-0.04%) / 176K |
|
Earnings: 11/08 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
810.00 |
16.70% |
$13.30 / 6 |
$14.30 / 6 |
1 / 7 |
35.167045% |
-0.218298 |
-0.348032 |
0.002033 |
1.048299 |
-0.337457 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
750.00 |
6.84% |
$3.20 / 15 |
$6.40 / 5 |
0 / 1 |
35.846014% |
-0.104646 |
-0.218035 |
0.001251 |
0.645076 |
-0.159203 |
|
263 |
Legs |
11/17(53) |
PUT |
800.00 / 750.00 |
$520 / $4,480 / 0.12 |
85.43% / $14.46 / 0.32% / 2.00% |
86.46% / $794.80 |
$5.20 / $11.60 / $6.40 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
800.00 |
14.57% |
$11.60 / 5 |
$12.60 / 3 |
0 / 1 |
35.650403% |
-0.196265 |
-0.327949 |
0.001909 |
0.984353 |
-0.302520 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
750.00 |
6.84% |
$3.20 / 15 |
$6.40 / 5 |
0 / 1 |
35.846014% |
-0.104646 |
-0.218035 |
0.001251 |
0.645076 |
-0.159203 |
|
293 |
Legs |
11/17(53) |
PUT |
800.00 / 740.00 |
$560 / $5,440 / 0.10 |
85.43% / $13.29 / 0.24% / 1.51% |
86.54% / $794.40 |
$5.60 / $11.60 / $6.00 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
800.00 |
14.57% |
$11.60 / 5 |
$12.60 / 3 |
0 / 1 |
35.650403% |
-0.196265 |
-0.327949 |
0.001909 |
0.984353 |
-0.302520 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
740.00 |
5.80% |
$2.55 / 8 |
$6.00 / 6 |
0 / 1 |
36.709130% |
-0.090316 |
-0.196170 |
0.001123 |
0.579011 |
-0.137079 |
|
|
247 |
|
11/17(53) |
CALL |
175.00 / 210.00 |
$950 / $2,550 / 0.37 |
59.42% / $51.10 / 2.00% / 12.96% |
69.83% / $184.50 |
$9.50 / $13.30 / $3.80 / 20 |
60 / 33.37% / 55 |
5 |
Legs |
Vertical |
Bearish |
$167.1501 (-1.84%) / 1.08M |
|
Earnings: 11/08 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
175.00 |
40.58% |
$13.30 / 20 |
$13.60 / 12 |
61 / 173 |
57.981728% |
0.513072 |
-0.167876 |
0.008768 |
0.266400 |
0.110341 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
210.00 |
11.36% |
$3.40 / 191 |
$3.80 / 49 |
29 / 159 |
54.769297% |
0.259446 |
-0.133945 |
0.007125 |
0.216478 |
0.058726 |
|
153 |
Legs |
11/17(53) |
PUT |
165.00 / 135.00 |
$880 / $2,120 / 0.42 |
60.23% / $47.05 / 2.22% / 14.43% |
69.94% / $156.20 |
$8.80 / $12.80 / $4.00 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
165.00 |
39.77% |
$12.80 / 34 |
$13.10 / 6 |
4 / 63 |
59.193943% |
-0.400704 |
-0.143825 |
0.008499 |
0.258244 |
-0.129704 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
135.00 |
13.38% |
$3.70 / 35 |
$4.00 / 62 |
0 / 206 |
65.235540% |
-0.159245 |
-0.092862 |
0.005334 |
0.162060 |
-0.048800 |
|
174 |
Legs |
11/17(53) |
PUT |
165.00 / 140.00 |
$790 / $1,710 / 0.46 |
60.23% / $23.93 / 1.40% / 8.91% |
69.02% / $157.10 |
$7.90 / $12.80 / $4.90 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
165.00 |
39.77% |
$12.80 / 34 |
$13.10 / 6 |
4 / 63 |
59.193943% |
-0.400704 |
-0.143825 |
0.008499 |
0.258244 |
-0.129704 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
16.45% |
$4.60 / 88 |
$4.90 / 58 |
76 / 94 |
63.577610% |
-0.194244 |
-0.104930 |
0.006048 |
0.183773 |
-0.060015 |
|
185 |
Legs |
11/17(53) |
PUT |
165.00 / 145.00 |
$670 / $1,330 / 0.50 |
60.23% / $4.82 / 0.36% / 2.25% |
67.76% / $158.30 |
$6.70 / $12.80 / $6.10 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
165.00 |
39.77% |
$12.80 / 34 |
$13.10 / 6 |
4 / 63 |
59.193943% |
-0.400704 |
-0.143825 |
0.008499 |
0.258244 |
-0.129704 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
20.04% |
$5.80 / 97 |
$6.10 / 63 |
0 / 21 |
62.651044% |
-0.232114 |
-0.115971 |
0.006711 |
0.203914 |
-0.072331 |
|
52 |
Legs |
11/17(53) |
CALL |
180.00 / 200.00 |
$570 / $1,430 / 0.40 |
65.11% / $8.89 / 0.62% / 3.88% |
71.02% / $185.70 |
$5.70 / $11.20 / $5.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
180.00 |
34.89% |
$11.20 / 35 |
$11.50 / 32 |
11 / 31 |
57.260759% |
0.471317 |
-0.166909 |
0.008750 |
0.265854 |
0.102312 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
200.00 |
17.15% |
$5.20 / 183 |
$5.50 / 1 |
31 / 188 |
55.125647% |
0.321444 |
-0.148672 |
0.007878 |
0.239378 |
0.071912 |
|
246 |
Legs |
10/20(25) |
PUT |
165.00 / 135.00 |
$555 / $2,445 / 0.23 |
60.74% / $15.93 / 0.65% / 8.10% |
69.45% / $159.45 |
$5.55 / $6.40 / $0.85 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
165.00 |
39.26% |
$6.40 / 95 |
$6.70 / 47 |
11 / 957 |
46.442886% |
-0.404468 |
-0.206839 |
0.011944 |
0.184643 |
-0.062710 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
135.00 |
7.09% |
$0.75 / 65 |
$0.85 / 33 |
106 / 575 |
56.347619% |
-0.098921 |
-0.095083 |
0.005368 |
0.082975 |
-0.014595 |
|
|
549 |
|
10/20(25) |
CALL |
510.00 / 560.00 |
$1,205 / $3,795 / 0.32 |
51.05% / $166.95 / 4.40% / 67.63% |
65.99% / $522.05 |
$12.05 / $13.30 / $1.25 / 1 |
90 / 67.91% / 76 |
5 |
Legs |
Vertical |
Bearish |
$504.75 (+0.06%) / 391K |
|
Earnings: 09/27 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
510.00 |
48.95% |
$13.30 / 5 |
$14.20 / 12 |
20 / 104 |
23.654493% |
0.517802 |
-0.326553 |
0.009010 |
0.570944 |
0.195242 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
560.00 |
5.79% |
$0.10 / 1 |
$1.25 / 1 |
0 / 54 |
20.282598% |
0.151205 |
-0.185547 |
0.005302 |
0.336003 |
0.058458 |
|
610 |
Legs |
10/20(25) |
CALL |
510.00 / 550.00 |
$1,180 / $2,820 / 0.42 |
51.05% / $50.70 / 1.80% / 23.84% |
65.70% / $521.80 |
$11.80 / $13.30 / $1.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
510.00 |
48.95% |
$13.30 / 5 |
$14.20 / 12 |
20 / 104 |
23.654493% |
0.517802 |
-0.326553 |
0.009010 |
0.570944 |
0.195242 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
550.00 |
10.12% |
$1.15 / 6 |
$1.50 / 1 |
11 / 52 |
20.143826% |
0.204983 |
-0.225837 |
0.006426 |
0.407230 |
0.078961 |
|
661 |
Legs |
10/20(25) |
CALL |
510.00 / 570.00 |
$1,245 / $4,755 / 0.26 |
51.05% / $323.46 / 6.80% / 120.28% |
66.46% / $522.45 |
$12.45 / $13.30 / $0.85 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
510.00 |
48.95% |
$13.30 / 5 |
$14.20 / 12 |
20 / 104 |
23.654493% |
0.517802 |
-0.326553 |
0.009010 |
0.570944 |
0.195242 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
570.00 |
3.11% |
0 / 0 |
$0.85 / 6 |
0 / 17 |
24.396262% |
0.108426 |
-0.146800 |
0.004210 |
0.266771 |
0.042053 |
|
240 |
Legs |
11/17(53) |
PUT |
500.00 / 440.00 |
$1,000 / $5,000 / 0.20 |
62.07% / $96.34 / 1.93% / 12.43% |
70.26% / $490.00 |
$10.00 / $12.10 / $2.10 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
500.00 |
37.93% |
$12.10 / 7 |
$12.60 / 25 |
2 / 19 |
22.409878% |
-0.401718 |
-0.187925 |
0.006235 |
0.776546 |
-0.348959 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
440.00 |
5.54% |
$1.25 / 1 |
$2.10 / 9 |
0 / 33 |
26.722578% |
-0.097212 |
-0.088263 |
0.002773 |
0.345406 |
-0.081886 |
|
793 |
Legs |
12/15(81) |
CALL |
530.00 / 620.00 |
$1,080 / $7,920 / 0.14 |
64.26% / $218.51 / 2.76% / 11.89% |
71.19% / $540.80 |
$10.80 / $12.00 / $1.20 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
530.00 |
35.74% |
$12.00 / 15 |
$12.40 / 5 |
3 / 33 |
19.291224% |
0.440615 |
-0.193942 |
0.005203 |
0.966472 |
0.468743 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
620.00 |
3.07% |
0 / 0 |
$1.20 / 25 |
0 / 1 |
23.187571% |
0.114573 |
-0.091213 |
0.002557 |
0.474881 |
0.126473 |
|
67 |
Legs |
11/17(53) |
PUT |
490.00 / 440.00 |
$680 / $4,320 / 0.16 |
70.26% / $48.72 / 1.13% / 7.13% |
75.25% / $483.20 |
$6.80 / $8.90 / $2.10 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
490.00 |
29.74% |
$8.90 / 11 |
$9.40 / 25 |
0 / 76 |
23.043583% |
-0.339225 |
-0.180312 |
0.005902 |
0.735169 |
-0.292840 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
440.00 |
5.54% |
$1.25 / 1 |
$2.10 / 9 |
0 / 33 |
26.722578% |
-0.097212 |
-0.088263 |
0.002773 |
0.345406 |
-0.081886 |
|
|
878 |
|
12/15(81) |
CALL |
230.00 / 280.00 |
$1,045 / $3,955 / 0.26 |
56.36% / $18.20 / 0.46% / 1.91% |
67.25% / $240.45 |
$10.45 / $13.30 / $2.85 / 31 |
20 / 24.85% / 86 |
5 |
Legs |
Vertical |
Bearish |
$223.00 (-0.99%) / 261K |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
230.00 |
43.64% |
$13.30 / 31 |
$15.50 / 31 |
0 / 33 |
35.843198% |
0.520499 |
-0.128764 |
0.008016 |
0.431845 |
0.229239 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
280.00 |
7.65% |
$1.65 / 9 |
$2.85 / 50 |
0 / 1 |
35.106233% |
0.201136 |
-0.087135 |
0.005652 |
0.304486 |
0.093444 |
|
927 |
Legs |
12/15(81) |
CALL |
230.00 / 290.00 |
$960 / $5,040 / 0.19 |
56.36% / $60.36 / 1.20% / 5.04% |
66.42% / $239.60 |
$9.60 / $13.30 / $3.70 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
230.00 |
43.64% |
$13.30 / 31 |
$15.50 / 31 |
0 / 33 |
35.843198% |
0.520499 |
-0.128764 |
0.008016 |
0.431845 |
0.229239 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
290.00 |
4.89% |
$0.15 / 51 |
$3.70 / 15 |
0 / 105 |
37.553424% |
0.159587 |
-0.075015 |
0.004887 |
0.263282 |
0.074653 |
|
626 |
Legs |
12/15(81) |
PUT |
220.00 / 180.00 |
$865 / $3,135 / 0.28 |
60.99% / $3.09 / 0.10% / 0.41% |
69.78% / $211.35 |
$8.65 / $11.10 / $2.45 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
220.00 |
39.01% |
$11.10 / 38 |
$12.10 / 5 |
0 / 16 |
35.395283% |
-0.400407 |
-0.099735 |
0.007775 |
0.418871 |
-0.247190 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
180.00 |
9.40% |
$2.15 / 31 |
$2.45 / 9 |
0 / 25 |
41.104508% |
-0.123194 |
-0.055703 |
0.004100 |
0.220866 |
-0.072230 |
|
760 |
Legs |
12/15(81) |
CALL |
240.00 / 300.00 |
$680 / $5,320 / 0.13 |
66.81% / $140.44 / 2.64% / 11.36% |
73.07% / $246.80 |
$6.80 / $9.10 / $2.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
240.00 |
33.19% |
$9.10 / 30 |
$10.00 / 5 |
0 / 33 |
33.544536% |
0.443962 |
-0.126108 |
0.007948 |
0.428143 |
0.198308 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
300.00 |
3.04% |
$0.10 / 1 |
$2.30 / 1 |
0 / 12 |
36.955595% |
0.125203 |
-0.063409 |
0.004147 |
0.223379 |
0.058925 |
|
289 |
Legs |
12/15(81) |
PUT |
210.00 / 180.00 |
$535 / $2,465 / 0.22 |
71.04% / $4.70 / 0.19% / 0.79% |
75.72% / $204.65 |
$5.35 / $7.80 / $2.45 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
210.00 |
28.96% |
$7.80 / 11 |
$8.40 / 7 |
0 / 21 |
36.671573% |
-0.321852 |
-0.094310 |
0.007213 |
0.388551 |
-0.195818 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
180.00 |
9.40% |
$2.15 / 31 |
$2.45 / 9 |
0 / 25 |
41.104508% |
-0.123194 |
-0.055703 |
0.004100 |
0.220866 |
-0.072230 |
|
347 |
Legs |
10/20(25) |
PUT |
220.00 / 180.00 |
$400 / $3,600 / 0.11 |
62.24% / $119.40 / 3.32% / 47.92% |
69.28% / $216.00 |
$4.00 / $5.00 / $1.00 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
220.00 |
37.76% |
$5.00 / 49 |
$5.90 / 5 |
0 / 4 |
31.969720% |
-0.400106 |
-0.181059 |
0.013309 |
0.244616 |
-0.078500 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
180.00 |
1.79% |
0 / 0 |
$1.00 / 30 |
0 / 1 |
55.042168% |
-0.035485 |
-0.038067 |
0.002692 |
0.049476 |
-0.006673 |
|
|
357 |
|
10/13(18) |
CALL |
670.00 / 720.00 |
$1,155 / $3,845 / 0.30 |
57.33% / $74.76 / 1.94% / 35.43% |
68.19% / $681.55 |
$11.55 / $13.10 / $1.55 / 1 |
93 / 78.47% / 15 |
5 |
Legs |
Vertical |
Bearish |
$661.07 (-1.16%) / 468K |
|
Earnings: 10/12 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
670.00 |
42.67% |
$13.10 / 1 |
$14.50 / 10 |
2 / 1 |
25.029405% |
0.473207 |
-0.523720 |
0.007013 |
0.647043 |
0.177261 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
720.00 |
8.10% |
$1.20 / 8 |
$1.55 / 20 |
1 / 15 |
22.979166% |
0.181768 |
-0.344646 |
0.004656 |
0.429578 |
0.069410 |
|
457 |
Legs |
10/13(18) |
CALL |
670.00 / 730.00 |
$1,210 / $4,790 / 0.25 |
57.33% / $204.74 / 4.27% / 93.33% |
68.67% / $682.10 |
$12.10 / $13.10 / $1.00 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
670.00 |
42.67% |
$13.10 / 1 |
$14.50 / 10 |
2 / 1 |
25.029405% |
0.473207 |
-0.523720 |
0.007013 |
0.647043 |
0.177261 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
730.00 |
5.15% |
$0.75 / 14 |
$1.00 / 8 |
0 / 13 |
23.476291% |
0.142316 |
-0.293524 |
0.003969 |
0.366240 |
0.054491 |
|
625 |
Legs |
10/13(18) |
PUT |
660.00 / 600.00 |
$1,110 / $4,890 / 0.23 |
55.08% / $68.08 / 1.39% / 24.33% |
65.77% / $648.90 |
$11.10 / $13.00 / $1.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
660.00 |
44.92% |
$13.00 / 1 |
$14.10 / 2 |
3 / 24 |
24.410862% |
-0.455077 |
-0.493379 |
0.006985 |
0.644446 |
-0.194339 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
600.00 |
5.69% |
$1.65 / 10 |
$1.90 / 6 |
2 / 11 |
30.169205% |
-0.109858 |
-0.238105 |
0.003314 |
0.305720 |
-0.045793 |
|
245 |
Legs |
10/13(18) |
PUT |
650.00 / 600.00 |
$730 / $4,270 / 0.17 |
64.75% / $24.02 / 0.56% / 9.24% |
71.21% / $642.70 |
$7.30 / $9.20 / $1.90 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
650.00 |
35.25% |
$9.20 / 2 |
$10.30 / 2 |
2 / 30 |
24.969778% |
-0.385420 |
-0.478148 |
0.006739 |
0.621803 |
-0.163764 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
600.00 |
5.69% |
$1.65 / 10 |
$1.90 / 6 |
2 / 11 |
30.169205% |
-0.109858 |
-0.238105 |
0.003314 |
0.305720 |
-0.045793 |
|
126 |
Legs |
10/13(18) |
CALL |
680.00 / 720.00 |
$705 / $3,295 / 0.21 |
66.81% / $7.04 / 0.21% / 3.42% |
72.86% / $687.05 |
$7.05 / $8.60 / $1.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
680.00 |
33.19% |
$8.60 / 1 |
$9.40 / 9 |
2 / 4 |
23.528322% |
0.405033 |
-0.508859 |
0.006831 |
0.630232 |
0.152452 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
720.00 |
8.10% |
$1.20 / 8 |
$1.55 / 20 |
1 / 15 |
22.979166% |
0.181768 |
-0.344646 |
0.004656 |
0.429578 |
0.069410 |
|
111 |
Legs |
10/27(32) |
CALL |
700.00 / 760.00 |
$465 / $5,535 / 0.08 |
76.57% / $1.43 / 0.03% / 0.25% |
79.15% / $704.65 |
$4.65 / $5.90 / $1.25 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
700.00 |
23.43% |
$5.90 / 2 |
$7.10 / 8 |
0 / 40 |
22.299930% |
0.334631 |
-0.374266 |
0.005015 |
0.757140 |
0.203943 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
760.00 |
3.56% |
$0.35 / 95 |
$1.25 / 33 |
0 / 9 |
23.839352% |
0.119275 |
-0.203488 |
0.002746 |
0.414513 |
0.074013 |
|
|
390 |
|
11/17(53) |
PUT |
260.00 / 210.00 |
$1,110 / $3,890 / 0.29 |
55.61% / $106.37 / 2.73% / 18.02% |
67.82% / $248.90 |
$11.10 / $13.10 / $2.00 / 7 |
29 / 27.16% / 18 |
5 |
Legs |
Vertical |
Bullish |
$261.00 (+0.27%) / 344K |
|
Earnings: 11/02 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
260.00 |
44.39% |
$13.10 / 37 |
$14.80 / 25 |
0 / 6 |
37.523234% |
-0.442425 |
-0.150232 |
0.008194 |
0.406666 |
-0.208009 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
6.75% |
$1.45 / 10 |
$2.00 / 7 |
0 / 1 |
43.039432% |
-0.096752 |
-0.068959 |
0.003555 |
0.176462 |
-0.043089 |
|
341 |
Legs |
11/17(53) |
CALL |
270.00 / 320.00 |
$885 / $4,115 / 0.22 |
61.03% / $103.70 / 2.52% / 16.51% |
70.18% / $278.85 |
$8.85 / $10.60 / $1.75 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
38.97% |
$10.60 / 53 |
$12.40 / 7 |
0 / 299 |
35.498995% |
0.476334 |
-0.181815 |
0.008265 |
0.410230 |
0.168944 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
5.55% |
$0.80 / 41 |
$1.75 / 24 |
0 / 20 |
34.309792% |
0.163906 |
-0.109315 |
0.005130 |
0.254606 |
0.060703 |
|
465 |
Legs |
11/17(53) |
CALL |
270.00 / 330.00 |
$845 / $5,155 / 0.16 |
61.03% / $174.09 / 3.38% / 22.62% |
69.79% / $278.45 |
$8.45 / $10.60 / $2.15 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
270.00 |
38.97% |
$10.60 / 53 |
$12.40 / 7 |
0 / 299 |
35.498995% |
0.476334 |
-0.181815 |
0.008265 |
0.410230 |
0.168944 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
3.35% |
$0.20 / 9 |
$2.15 / 42 |
10 / 10 |
37.549744% |
0.126103 |
-0.091292 |
0.004299 |
0.213355 |
0.046965 |
|
95 |
Legs |
11/17(53) |
PUT |
250.00 / 210.00 |
$680 / $3,320 / 0.21 |
66.69% / $50.49 / 1.52% / 9.71% |
73.33% / $243.20 |
$6.80 / $8.80 / $2.00 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
250.00 |
33.31% |
$8.80 / 10 |
$10.60 / 5 |
0 / 13 |
38.035883% |
-0.360541 |
-0.144832 |
0.007769 |
0.385580 |
-0.167327 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
210.00 |
6.75% |
$1.45 / 10 |
$2.00 / 7 |
0 / 1 |
43.039432% |
-0.096752 |
-0.068959 |
0.003555 |
0.176462 |
-0.043089 |
|
577 |
Legs |
10/20(25) |
PUT |
260.00 / 220.00 |
$700 / $3,300 / 0.21 |
54.54% / $68.51 / 2.08% / 27.96% |
65.61% / $253.00 |
$7.00 / $8.20 / $1.20 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
260.00 |
45.46% |
$8.20 / 6 |
$8.70 / 5 |
1 / 171 |
31.882303% |
-0.455059 |
-0.218480 |
0.011534 |
0.291264 |
-0.104471 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
220.00 |
4.79% |
$0.10 / 10 |
$1.20 / 29 |
1 / 88 |
39.174559% |
-0.083799 |
-0.088326 |
0.004480 |
0.113120 |
-0.018460 |
|
605 |
Legs |
10/20(25) |
PUT |
260.00 / 210.00 |
$765 / $4,235 / 0.18 |
54.54% / $227.21 / 5.36% / 87.22% |
66.58% / $252.35 |
$7.65 / $8.20 / $0.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
260.00 |
45.46% |
$8.20 / 6 |
$8.70 / 5 |
1 / 171 |
31.882303% |
-0.455059 |
-0.218480 |
0.011534 |
0.291264 |
-0.104471 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
210.00 |
2.16% |
$0.40 / 1 |
$0.55 / 1 |
0 / 105 |
44.683731% |
-0.041565 |
-0.051248 |
0.002587 |
0.065319 |
-0.009092 |
|
|
699 |
|
12/15(81) |
CALL |
390.00 / 450.00 |
$1,120 / $4,880 / 0.23 |
62.74% / $141.86 / 2.91% / 12.56% |
71.45% / $401.20 |
$11.20 / $13.10 / $1.90 / 1 |
72 / 44.90% / 95 |
5 |
Legs |
Vertical |
Bearish |
$372.51 (-0.48%) / 381K |
|
Earnings: 10/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
390.00 |
37.26% |
$13.10 / 34 |
$14.40 / 2 |
0 / 4 |
25.922178% |
0.458092 |
-0.163958 |
0.006338 |
0.715927 |
0.353002 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
6.10% |
$1.25 / 3 |
$1.90 / 1 |
0 / 1 |
24.684660% |
0.168390 |
-0.099429 |
0.004019 |
0.453969 |
0.134551 |
|
490 |
Legs |
12/15(81) |
PUT |
360.00 / 300.00 |
$790 / $5,210 / 0.15 |
67.84% / $93.47 / 1.79% / 7.62% |
73.74% / $352.10 |
$7.90 / $11.40 / $3.50 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
360.00 |
32.16% |
$11.40 / 33 |
$13.40 / 10 |
0 / 1 |
28.806591% |
-0.354105 |
-0.118997 |
0.005943 |
0.671281 |
-0.346883 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
4.55% |
$0.95 / 12 |
$3.50 / 12 |
0 / 8 |
35.211226% |
-0.071587 |
-0.046811 |
0.002183 |
0.246572 |
-0.067322 |
|
348 |
Legs |
11/17(53) |
CALL |
390.00 / 450.00 |
$510 / $5,490 / 0.09 |
65.90% / $34.83 / 0.63% / 3.96% |
70.72% / $395.10 |
$5.10 / $9.90 / $4.80 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
390.00 |
34.10% |
$9.90 / 33 |
$11.20 / 5 |
1 / 2 |
27.057724% |
0.426125 |
-0.193368 |
0.007650 |
0.579479 |
0.225798 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
450.00 |
2.85% |
0 / 0 |
$4.80 / 23 |
0 / 1 |
41.591247% |
0.109193 |
-0.088623 |
0.003650 |
0.276486 |
0.059808 |
|
383 |
Legs |
12/15(81) |
CALL |
400.00 / 450.00 |
$770 / $4,230 / 0.18 |
70.58% / $85.06 / 2.01% / 8.57% |
75.92% / $407.70 |
$7.70 / $9.60 / $1.90 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
29.42% |
$9.60 / 10 |
$10.60 / 3 |
0 / 5 |
25.528189% |
0.398763 |
-0.157826 |
0.006167 |
0.696643 |
0.309706 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
450.00 |
6.10% |
$1.25 / 3 |
$1.90 / 1 |
0 / 1 |
24.684660% |
0.168390 |
-0.099429 |
0.004019 |
0.453969 |
0.134551 |
|
440 |
Legs |
12/15(81) |
CALL |
400.00 / 460.00 |
$830 / $5,170 / 0.16 |
70.58% / $184.06 / 3.56% / 15.54% |
76.31% / $408.30 |
$8.30 / $9.60 / $1.30 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
400.00 |
29.42% |
$9.60 / 10 |
$10.60 / 3 |
0 / 5 |
25.528189% |
0.398763 |
-0.157826 |
0.006167 |
0.696643 |
0.309706 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
460.00 |
4.15% |
$0.40 / 31 |
$1.30 / 10 |
0 / 10 |
23.722120% |
0.137432 |
-0.086517 |
0.003512 |
0.396716 |
0.110267 |
|
588 |
Legs |
12/15(81) |
PUT |
350.00 / 300.00 |
$510 / $4,490 / 0.11 |
75.19% / $22.08 / 0.49% / 2.05% |
78.49% / $344.90 |
$5.10 / $8.60 / $3.50 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
350.00 |
24.81% |
$8.60 / 20 |
$11.30 / 13 |
0 / 26 |
30.475688% |
-0.293690 |
-0.112010 |
0.005501 |
0.621444 |
-0.285360 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
300.00 |
4.55% |
$0.95 / 12 |
$3.50 / 12 |
0 / 8 |
35.211226% |
-0.071587 |
-0.046811 |
0.002183 |
0.246572 |
-0.067322 |
|
|
268 |
|
11/17(53) |
CALL |
420.00 / 480.00 |
$1,130 / $4,870 / 0.23 |
61.44% / $183.21 / 3.76% / 25.45% |
70.94% / $431.30 |
$11.30 / $13.00 / $1.70 / 10 |
99 / 97.13% / 90 |
5 |
Legs |
Vertical |
Bearish |
$406.38 (-0.04%) / 624K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
420.00 |
38.56% |
$13.00 / 32 |
$13.50 / 20 |
0 / 6 |
27.156733% |
0.461172 |
-0.223624 |
0.006694 |
0.638525 |
0.263437 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
5.45% |
$0.85 / 31 |
$1.70 / 10 |
0 / 3 |
26.120907% |
0.155083 |
-0.129964 |
0.004021 |
0.383573 |
0.091621 |
|
529 |
Legs |
12/15(81) |
CALL |
430.00 / 490.00 |
$1,065 / $4,935 / 0.22 |
66.38% / $83.46 / 1.69% / 7.17% |
73.22% / $440.65 |
$10.65 / $12.30 / $1.65 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
430.00 |
33.62% |
$12.30 / 8 |
$12.70 / 2 |
1 / 20 |
25.288146% |
0.433627 |
-0.183260 |
0.005430 |
0.772307 |
0.362441 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
490.00 |
7.04% |
$1.00 / 30 |
$1.65 / 10 |
0 / 82 |
23.342073% |
0.183584 |
-0.120068 |
0.003669 |
0.521889 |
0.158575 |
|
404 |
Legs |
12/15(81) |
PUT |
390.00 / 330.00 |
$945 / $5,055 / 0.19 |
68.14% / $75.61 / 1.50% / 6.32% |
74.17% / $380.55 |
$9.45 / $11.80 / $2.35 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
390.00 |
31.86% |
$11.80 / 30 |
$12.30 / 20 |
0 / 11 |
27.700452% |
-0.349807 |
-0.140065 |
0.005112 |
0.727205 |
-0.375754 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
330.00 |
6.25% |
$1.85 / 16 |
$2.35 / 8 |
0 / 3 |
32.753817% |
-0.092482 |
-0.066102 |
0.002289 |
0.325582 |
-0.095561 |
|
466 |
Legs |
10/20(25) |
CALL |
410.00 / 450.00 |
$945 / $3,055 / 0.31 |
53.31% / $8.44 / 0.28% / 3.36% |
65.48% / $419.45 |
$9.45 / $10.30 / $0.85 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
410.00 |
46.69% |
$10.30 / 34 |
$10.70 / 5 |
5 / 32 |
24.070155% |
0.507208 |
-0.310300 |
0.009432 |
0.457727 |
0.151297 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
450.00 |
8.51% |
$0.65 / 1 |
$0.85 / 10 |
7 / 76 |
22.328175% |
0.189757 |
-0.205188 |
0.006414 |
0.311268 |
0.058071 |
|
725 |
Legs |
10/20(25) |
CALL |
410.00 / 470.00 |
$955 / $5,045 / 0.19 |
53.31% / $256.04 / 5.08% / 81.14% |
65.61% / $419.55 |
$9.55 / $10.30 / $0.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
410.00 |
46.69% |
$10.30 / 34 |
$10.70 / 5 |
5 / 32 |
24.070155% |
0.507208 |
-0.310300 |
0.009432 |
0.457727 |
0.151297 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
470.00 |
2.42% |
0 / 0 |
$0.75 / 1 |
0 / 111 |
29.858231% |
0.097176 |
-0.129165 |
0.004065 |
0.197295 |
0.029978 |
|
81 |
Legs |
11/17(53) |
CALL |
430.00 / 480.00 |
$740 / $4,260 / 0.17 |
69.92% / $96.61 / 2.27% / 14.76% |
75.48% / $437.40 |
$7.40 / $9.10 / $1.70 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
430.00 |
30.08% |
$9.10 / 43 |
$9.60 / 14 |
0 / 15 |
26.470405% |
0.397780 |
-0.215538 |
0.006505 |
0.620494 |
0.228904 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
5.45% |
$0.85 / 31 |
$1.70 / 10 |
0 / 3 |
26.120907% |
0.155083 |
-0.129964 |
0.004021 |
0.383573 |
0.091621 |
|
|
821 |
|
12/15(81) |
CALL |
280.00 / 330.00 |
$1,159 / $3,841 / 0.30 |
56.30% / $94.14 / 2.45% / 10.51% |
68.20% / $291.59 |
$11.59 / $13.00 / $1.41 / 27 |
69 / 75.86% / 62 |
5 |
Legs |
Vertical |
Bearish |
$273.40 (+0.50%) / 1.71M |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
43.70% |
$13.00 / 52 |
$13.20 / 33 |
5 / 180 |
27.552386% |
0.507825 |
-0.126130 |
0.007855 |
0.526679 |
0.281875 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
7.58% |
$1.31 / 58 |
$1.41 / 27 |
200 / 34 |
25.918795% |
0.191848 |
-0.084341 |
0.005390 |
0.361451 |
0.111315 |
|
870 |
Legs |
12/15(81) |
CALL |
280.00 / 340.00 |
$1,211 / $4,789 / 0.25 |
56.30% / $221.55 / 4.63% / 20.53% |
68.69% / $292.11 |
$12.11 / $13.00 / $0.89 / 52 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
43.70% |
$13.00 / 52 |
$13.20 / 33 |
5 / 180 |
27.552386% |
0.507825 |
-0.126130 |
0.007855 |
0.526679 |
0.281875 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
4.79% |
$0.77 / 330 |
$0.89 / 134 |
4 / 8 |
26.128888% |
0.150769 |
-0.072092 |
0.004621 |
0.309848 |
0.087990 |
|
724 |
Legs |
12/15(81) |
PUT |
270.00 / 220.00 |
$997 / $4,003 / 0.25 |
59.88% / $112.69 / 2.82% / 12.14% |
69.92% / $260.03 |
$9.97 / $11.75 / $1.78 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
40.12% |
$11.75 / 55 |
$12.00 / 6 |
10 / 59 |
28.951009% |
-0.410071 |
-0.104796 |
0.007664 |
0.513928 |
-0.301424 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
220.00 |
6.34% |
$1.73 / 30 |
$1.78 / 36 |
0 / 29 |
35.630477% |
-0.090365 |
-0.046259 |
0.003218 |
0.215789 |
-0.063176 |
|
767 |
Legs |
12/15(81) |
PUT |
270.00 / 210.00 |
$1,059 / $4,941 / 0.21 |
59.88% / $246.11 / 4.98% / 22.22% |
70.50% / $259.41 |
$10.59 / $11.75 / $1.16 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
40.12% |
$11.75 / 55 |
$12.00 / 6 |
10 / 59 |
28.951009% |
-0.410071 |
-0.104796 |
0.007664 |
0.513928 |
-0.301424 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
3.93% |
$1.11 / 40 |
$1.16 / 15 |
0 / 3 |
37.177167% |
-0.055788 |
-0.032129 |
0.002223 |
0.149072 |
-0.038711 |
|
337 |
Legs |
11/17(53) |
CALL |
280.00 / 320.00 |
$897 / $3,103 / 0.29 |
57.46% / $83.40 / 2.69% / 17.69% |
68.70% / $288.97 |
$8.97 / $10.20 / $1.23 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
42.54% |
$10.20 / 39 |
$10.40 / 43 |
99 / 1,258 |
27.850611% |
0.490558 |
-0.152599 |
0.009606 |
0.431955 |
0.187649 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
7.28% |
$1.10 / 251 |
$1.23 / 290 |
68 / 1,088 |
26.786285% |
0.181794 |
-0.099012 |
0.006371 |
0.286460 |
0.072052 |
|
456 |
Legs |
11/17(53) |
CALL |
280.00 / 330.00 |
$948 / $4,052 / 0.23 |
57.46% / $214.82 / 5.30% / 37.33% |
69.29% / $289.48 |
$9.48 / $10.20 / $0.72 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
42.54% |
$10.20 / 39 |
$10.40 / 43 |
99 / 1,258 |
27.850611% |
0.490558 |
-0.152599 |
0.009606 |
0.431955 |
0.187649 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
4.03% |
$0.63 / 179 |
$0.72 / 270 |
2 / 259 |
27.381586% |
0.132935 |
-0.080333 |
0.005184 |
0.233118 |
0.052995 |
|
|
711 |
|
12/15(81) |
CALL |
290.00 / 330.00 |
$1,025 / $2,975 / 0.35 |
57.83% / $61.88 / 2.08% / 8.87% |
68.93% / $300.25 |
$10.25 / $12.90 / $2.65 / 19 |
65 / 33.97% / 16 |
5 |
Legs |
Vertical |
Bearish |
$281.36 (+0.87%) / 728K |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
290.00 |
42.17% |
$12.90 / 19 |
$13.30 / 20 |
0 / 39 |
27.634798% |
0.492216 |
-0.119902 |
0.008379 |
0.543323 |
0.285811 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
9.69% |
$2.10 / 18 |
$2.65 / 30 |
0 / 64 |
26.017660% |
0.214903 |
-0.085552 |
0.006149 |
0.398759 |
0.129278 |
|
787 |
Legs |
12/15(81) |
CALL |
290.00 / 340.00 |
$1,125 / $3,875 / 0.29 |
57.83% / $192.42 / 4.97% / 22.15% |
69.92% / $301.25 |
$11.25 / $12.90 / $1.65 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
290.00 |
42.17% |
$12.90 / 19 |
$13.30 / 20 |
0 / 39 |
27.634798% |
0.492216 |
-0.119902 |
0.008379 |
0.543323 |
0.285811 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
6.01% |
$1.45 / 16 |
$1.65 / 24 |
1 / 102 |
26.397967% |
0.166620 |
-0.072877 |
0.005260 |
0.341090 |
0.100846 |
|
828 |
Legs |
12/15(81) |
CALL |
290.00 / 350.00 |
$1,190 / $4,810 / 0.25 |
57.83% / $334.69 / 6.96% / 32.01% |
70.56% / $301.90 |
$11.90 / $12.90 / $1.00 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
290.00 |
42.17% |
$12.90 / 19 |
$13.30 / 20 |
0 / 39 |
27.634798% |
0.492216 |
-0.119902 |
0.008379 |
0.543323 |
0.285811 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
350.00 |
3.58% |
$0.85 / 25 |
$1.00 / 9 |
2 / 87 |
26.310866% |
0.127026 |
-0.060532 |
0.004384 |
0.284300 |
0.077293 |
|
652 |
Legs |
12/15(81) |
PUT |
280.00 / 240.00 |
$950 / $3,050 / 0.31 |
58.62% / $44.68 / 1.46% / 6.19% |
69.00% / $270.50 |
$9.50 / $12.60 / $3.10 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
280.00 |
41.38% |
$12.60 / 7 |
$12.90 / 10 |
14 / 108 |
28.681884% |
-0.421141 |
-0.097246 |
0.008222 |
0.533164 |
-0.315520 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
240.00 |
9.14% |
$2.90 / 8 |
$3.10 / 8 |
0 / 22 |
33.554269% |
-0.131757 |
-0.056094 |
0.004497 |
0.291590 |
-0.094824 |
|
733 |
Legs |
12/15(81) |
PUT |
280.00 / 230.00 |
$1,050 / $3,950 / 0.27 |
58.62% / $181.01 / 4.58% / 20.32% |
70.01% / $269.50 |
$10.50 / $12.60 / $2.10 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
280.00 |
41.38% |
$12.60 / 7 |
$12.90 / 10 |
14 / 108 |
28.681884% |
-0.421141 |
-0.097246 |
0.008222 |
0.533164 |
-0.315520 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
230.00 |
5.60% |
$1.95 / 15 |
$2.10 / 8 |
0 / 78 |
35.084519% |
-0.085015 |
-0.041206 |
0.003278 |
0.212584 |
-0.060713 |
|
151 |
Legs |
11/17(53) |
PUT |
280.00 / 250.00 |
$760 / $2,240 / 0.34 |
58.65% / $24.76 / 1.11% / 6.98% |
68.84% / $272.40 |
$7.60 / $10.90 / $3.30 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
280.00 |
41.35% |
$10.90 / 32 |
$11.30 / 41 |
0 / 6 |
30.365553% |
-0.424359 |
-0.121954 |
0.010066 |
0.437731 |
-0.208268 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
250.00 |
10.45% |
$3.10 / 31 |
$3.30 / 20 |
0 / 11 |
34.337010% |
-0.154717 |
-0.077095 |
0.006123 |
0.266246 |
-0.073676 |
|
|
455 |
|
10/20(25) |
CALL |
350.00 / 400.00 |
$1,145 / $3,855 / 0.30 |
54.59% / $47.44 / 1.23% / 15.81% |
66.61% / $361.45 |
$11.45 / $12.80 / $1.35 / 5 |
86 / 68.08% / 69 |
4 |
Legs |
Vertical |
Bearish |
$343.70 (-0.77%) / 306K |
|
Earnings: 10/19 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
350.00 |
45.41% |
$12.80 / 5 |
$13.60 / 5 |
6 / 112 |
36.312266% |
0.510980 |
-0.364525 |
0.007797 |
0.389411 |
0.125468 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
400.00 |
7.82% |
$0.85 / 11 |
$1.35 / 7 |
3 / 128 |
33.599078% |
0.189906 |
-0.244203 |
0.005308 |
0.265074 |
0.048358 |
|
299 |
Legs |
10/20(25) |
PUT |
340.00 / 290.00 |
$825 / $4,175 / 0.20 |
60.49% / $28.53 / 0.68% / 8.52% |
68.83% / $331.75 |
$8.25 / $10.00 / $1.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
340.00 |
39.51% |
$10.00 / 16 |
$10.70 / 11 |
2 / 268 |
36.269663% |
-0.410361 |
-0.327338 |
0.007605 |
0.379788 |
-0.126189 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
290.00 |
5.99% |
$0.95 / 7 |
$1.75 / 1 |
0 / 61 |
44.968279% |
-0.095813 |
-0.146477 |
0.003328 |
0.166210 |
-0.028342 |
|
137 |
Legs |
10/20(25) |
CALL |
360.00 / 400.00 |
$705 / $3,295 / 0.21 |
65.17% / $3.68 / 0.11% / 1.35% |
71.87% / $367.05 |
$7.05 / $8.40 / $1.35 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
360.00 |
34.83% |
$8.40 / 17 |
$9.20 / 13 |
0 / 55 |
35.280689% |
0.435059 |
-0.358210 |
0.007698 |
0.384469 |
0.107837 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
400.00 |
7.82% |
$0.85 / 11 |
$1.35 / 7 |
3 / 128 |
33.599078% |
0.189906 |
-0.244203 |
0.005308 |
0.265074 |
0.048358 |
|
103 |
Legs |
10/20(25) |
PUT |
330.00 / 270.00 |
$575 / $5,425 / 0.11 |
70.47% / $178.99 / 3.30% / 47.63% |
75.53% / $324.25 |
$5.75 / $6.70 / $0.95 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
330.00 |
29.53% |
$6.70 / 11 |
$7.20 / 11 |
1 / 527 |
37.261334% |
-0.333923 |
-0.308332 |
0.007117 |
0.355448 |
-0.101731 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
270.00 |
2.13% |
$0.60 / 2 |
$0.95 / 1 |
0 / 86 |
52.235280% |
-0.036670 |
-0.069456 |
0.001571 |
0.078457 |
-0.010730 |
|
231 |
Legs |
10/20(25) |
PUT |
320.00 / 270.00 |
$335 / $4,665 / 0.07 |
78.89% / $77.87 / 1.67% / 21.98% |
81.32% / $316.65 |
$3.35 / $4.30 / $0.95 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
320.00 |
21.11% |
$4.30 / 11 |
$4.80 / 12 |
6 / 338 |
38.513974% |
-0.261783 |
-0.277304 |
0.006368 |
0.318026 |
-0.079080 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
270.00 |
2.13% |
$0.60 / 2 |
$0.95 / 1 |
0 / 86 |
52.235280% |
-0.036670 |
-0.069456 |
0.001571 |
0.078457 |
-0.010730 |
|
|
530 |
|
12/15(81) |
PUT |
63.00 / 60.00 |
$120 / $180 / 0.67 |
61.05% / $4.52 / 2.51% / 10.78% |
62.55% / $61.80 |
$1.20 / $12.80 / $11.60 / 38 |
64 / 42.87% / 13 |
5 |
Legs |
Vertical |
Bullish |
$63.55 (-2.29%) / 727K |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
63.00 |
38.95% |
$12.80 / 38 |
$13.20 / 161 |
0 / 10 |
114.663704% |
-0.356512 |
-0.089194 |
0.008698 |
0.114531 |
-0.090011 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
60.00 |
35.30% |
$11.10 / 35 |
$11.60 / 168 |
0 / 2 |
115.156327% |
-0.329879 |
-0.086918 |
0.008447 |
0.111227 |
-0.081872 |
|
663 |
Legs |
12/15(81) |
PUT |
63.00 / 59.00 |
$180 / $220 / 0.82 |
61.05% / $25.80 / 11.73% / 58.05% |
63.28% / $61.20 |
$1.80 / $12.80 / $11.00 / 38 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
63.00 |
38.95% |
$12.80 / 38 |
$13.20 / 161 |
0 / 10 |
114.663704% |
-0.356512 |
-0.089194 |
0.008698 |
0.114531 |
-0.090011 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
59.00 |
34.14% |
$10.60 / 21 |
$11.00 / 248 |
0 / 1 |
115.121177% |
-0.320892 |
-0.086036 |
0.008352 |
0.109977 |
-0.079186 |
|
359 |
Legs |
12/15(81) |
PUT |
60.00 / 55.00 |
$210 / $290 / 0.72 |
64.70% / $36.85 / 12.71% / 63.85% |
67.09% / $57.90 |
$2.10 / $11.10 / $9.00 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
60.00 |
35.30% |
$11.10 / 35 |
$11.60 / 168 |
0 / 2 |
115.156327% |
-0.329879 |
-0.086918 |
0.008447 |
0.111227 |
-0.081872 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
55.00 |
29.83% |
$8.50 / 56 |
$9.00 / 442 |
0 / 2 |
115.240109% |
-0.284525 |
-0.081863 |
0.007914 |
0.104203 |
-0.068613 |
|
414 |
Legs |
12/15(81) |
PUT |
60.00 / 54.00 |
$260 / $340 / 0.77 |
64.70% / $52.76 / 15.52% / 81.40% |
67.64% / $57.40 |
$2.60 / $11.10 / $8.50 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
60.00 |
35.30% |
$11.10 / 35 |
$11.60 / 168 |
0 / 2 |
115.156327% |
-0.329879 |
-0.086918 |
0.008447 |
0.111227 |
-0.081872 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
54.00 |
28.83% |
$8.00 / 95 |
$8.50 / 455 |
0 / 17 |
115.084729% |
-0.275354 |
-0.080654 |
0.007789 |
0.102561 |
-0.066019 |
|
257 |
Legs |
12/15(81) |
PUT |
59.00 / 55.00 |
$160 / $240 / 0.67 |
65.86% / $25.74 / 10.72% / 52.28% |
67.64% / $57.40 |
$1.60 / $10.60 / $9.00 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
59.00 |
34.14% |
$10.60 / 21 |
$11.00 / 248 |
0 / 1 |
115.121177% |
-0.320892 |
-0.086036 |
0.008352 |
0.109977 |
-0.079186 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
55.00 |
29.83% |
$8.50 / 56 |
$9.00 / 442 |
0 / 2 |
115.240109% |
-0.284525 |
-0.081863 |
0.007914 |
0.104203 |
-0.068613 |
|
313 |
Legs |
11/17(53) |
PUT |
63.00 / 60.00 |
$140 / $160 / 0.88 |
59.42% / $19.10 / 11.94% / 99.87% |
61.57% / $61.60 |
$1.40 / $9.70 / $8.30 / 175 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
63.00 |
40.58% |
$9.70 / 175 |
$10.00 / 139 |
0 / 27 |
105.804056% |
-0.379287 |
-0.112521 |
0.010840 |
0.095722 |
-0.058263 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
36.07% |
$8.10 / 185 |
$8.30 / 190 |
2 / 136 |
105.399613% |
-0.346117 |
-0.109411 |
0.010508 |
0.092790 |
-0.052271 |
|
|
820 |
|
12/15(81) |
CALL |
185.00 / 230.00 |
$1,085 / $3,415 / 0.32 |
56.16% / $183.73 / 5.38% / 24.15% |
69.70% / $195.85 |
$10.85 / $12.70 / $1.85 / 39 |
36 / 13.60% / 20 |
5 |
Legs |
Vertical |
Bearish |
$181.05 (+1.79%) / 1.41M |
|
Earnings: 10/30 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
185.00 |
43.84% |
$12.70 / 39 |
$12.90 / 37 |
4 / 304 |
39.245398% |
0.523200 |
-0.105485 |
0.009762 |
0.347495 |
0.184791 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
230.00 |
6.27% |
$1.70 / 56 |
$1.85 / 44 |
0 / 141 |
37.287046% |
0.182293 |
-0.067133 |
0.006483 |
0.230771 |
0.068234 |
|
824 |
Legs |
12/15(81) |
CALL |
185.00 / 220.00 |
$975 / $2,525 / 0.39 |
56.16% / $55.51 / 2.20% / 9.39% |
68.44% / $194.75 |
$9.75 / $12.70 / $2.95 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
185.00 |
43.84% |
$12.70 / 39 |
$12.90 / 37 |
4 / 304 |
39.245398% |
0.523200 |
-0.105485 |
0.009762 |
0.347495 |
0.184791 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
220.00 |
10.54% |
$2.85 / 27 |
$2.95 / 16 |
0 / 639 |
37.495830% |
0.238954 |
-0.079180 |
0.007601 |
0.270596 |
0.088615 |
|
774 |
Legs |
12/15(81) |
PUT |
180.00 / 150.00 |
$900 / $2,100 / 0.43 |
56.99% / $40.50 / 1.93% / 8.21% |
68.52% / $171.00 |
$9.00 / $12.20 / $3.20 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
180.00 |
43.01% |
$12.20 / 70 |
$12.50 / 24 |
2 / 429 |
40.125675% |
-0.428731 |
-0.082693 |
0.009622 |
0.342514 |
-0.214995 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
150.00 |
12.64% |
$3.10 / 63 |
$3.20 / 36 |
2 / 529 |
43.575278% |
-0.161682 |
-0.054663 |
0.006004 |
0.213748 |
-0.077095 |
|
297 |
Legs |
11/17(53) |
PUT |
180.00 / 150.00 |
$850 / $2,150 / 0.40 |
56.18% / $104.63 / 4.87% / 33.88% |
69.47% / $171.50 |
$8.50 / $10.90 / $2.40 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
180.00 |
43.82% |
$10.90 / 37 |
$11.10 / 144 |
1 / 103 |
42.891580% |
-0.438397 |
-0.104108 |
0.011798 |
0.281639 |
-0.142864 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
150.00 |
9.04% |
$2.30 / 96 |
$2.40 / 71 |
3 / 25 |
47.395268% |
-0.126793 |
-0.057786 |
0.006223 |
0.148550 |
-0.039379 |
|
346 |
Legs |
11/17(53) |
PUT |
180.00 / 155.00 |
$770 / $1,730 / 0.45 |
56.18% / $43.85 / 2.53% / 16.61% |
68.32% / $172.30 |
$7.70 / $10.90 / $3.20 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
180.00 |
43.82% |
$10.90 / 37 |
$11.10 / 144 |
1 / 103 |
42.891580% |
-0.438397 |
-0.104108 |
0.011798 |
0.281639 |
-0.142864 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
155.00 |
12.44% |
$3.10 / 8 |
$3.20 / 107 |
1 / 17 |
46.463026% |
-0.167463 |
-0.069267 |
0.007501 |
0.179068 |
-0.052360 |
|
415 |
Legs |
11/17(53) |
PUT |
180.00 / 160.00 |
$670 / $1,330 / 0.50 |
56.18% / $3.74 / 0.28% / 1.74% |
66.85% / $173.30 |
$6.70 / $10.90 / $4.20 / 37 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
180.00 |
43.82% |
$10.90 / 37 |
$11.10 / 144 |
1 / 103 |
42.891580% |
-0.438397 |
-0.104108 |
0.011798 |
0.281639 |
-0.142864 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
160.00 |
16.76% |
$4.10 / 11 |
$4.20 / 94 |
2 / 27 |
45.535130% |
-0.214056 |
-0.080029 |
0.008723 |
0.208236 |
-0.067410 |
|
|
978 |
|
12/15(81) |
CALL |
437.00 / 441.00 |
$212 / $188 / 1.13 |
48.25% / $4.99 / 2.65% / 11.42% |
50.91% / $439.12 |
$2.12 / $12.62 / $10.50 / 70 |
99 / 92.03% / 55 |
5 |
Legs |
Vertical |
Bearish |
$432.01 (-0.23%) |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
437.00 |
51.75% |
$12.62 / 113 |
$13.01 / 113 |
0 / 2 |
13.565609% |
0.541734 |
-0.131877 |
0.008830 |
0.832430 |
0.504051 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
441.00 |
46.73% |
$10.41 / 70 |
$10.50 / 70 |
72 / 28 |
13.105352% |
0.506638 |
-0.130774 |
0.008877 |
0.836898 |
0.472968 |
|
981 |
Legs |
12/15(81) |
CALL |
437.00 / 442.00 |
$267 / $233 / 1.15 |
48.25% / $8.24 / 3.54% / 15.42% |
51.60% / $439.67 |
$2.67 / $12.62 / $9.95 / 56 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
437.00 |
51.75% |
$12.62 / 113 |
$13.01 / 113 |
0 / 2 |
13.565609% |
0.541734 |
-0.131877 |
0.008830 |
0.832430 |
0.504051 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
442.00 |
45.49% |
$9.89 / 56 |
$9.95 / 56 |
0 / 795 |
13.014723% |
0.497895 |
-0.130370 |
0.008878 |
0.837002 |
0.465179 |
|
983 |
Legs |
12/15(81) |
CALL |
437.00 / 443.00 |
$320 / $280 / 1.14 |
48.25% / $9.74 / 3.48% / 15.17% |
52.27% / $440.20 |
$3.20 / $12.62 / $9.42 / 74 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
437.00 |
51.75% |
$12.62 / 113 |
$13.01 / 113 |
0 / 2 |
13.565609% |
0.541734 |
-0.131877 |
0.008830 |
0.832430 |
0.504051 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
443.00 |
44.26% |
$9.33 / 74 |
$9.42 / 74 |
0 / 272 |
12.894816% |
0.489172 |
-0.129915 |
0.008875 |
0.836706 |
0.457390 |
|
965 |
Legs |
12/15(81) |
CALL |
438.00 / 440.00 |
$104 / $96 / 1.08 |
49.51% / $3.01 / 3.14% / 13.61% |
50.81% / $439.04 |
$1.04 / $12.15 / $11.11 / 118 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
438.00 |
50.49% |
$12.15 / 121 |
$12.24 / 121 |
0 / 16 |
13.438683% |
0.532950 |
-0.131679 |
0.008848 |
0.834157 |
0.496300 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
440.00 |
47.98% |
$10.91 / 118 |
$11.11 / 118 |
1 / 265 |
13.202941% |
0.515397 |
-0.131128 |
0.008872 |
0.836390 |
0.480755 |
|
970 |
Legs |
12/15(81) |
CALL |
438.00 / 444.00 |
$311 / $289 / 1.08 |
49.51% / $9.01 / 3.12% / 13.51% |
53.40% / $441.11 |
$3.11 / $12.15 / $9.04 / 121 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
438.00 |
50.49% |
$12.15 / 121 |
$12.24 / 121 |
0 / 16 |
13.438683% |
0.532950 |
-0.131679 |
0.008848 |
0.834157 |
0.496300 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
CALL |
444.00 |
43.03% |
$8.78 / 126 |
$9.04 / 148 |
0 / 529 |
12.853245% |
0.480475 |
-0.129411 |
0.008868 |
0.836011 |
0.449607 |
|
953 |
Legs |
11/17(53) |
CALL |
436.00 / 440.00 |
$218 / $182 / 1.20 |
48.16% / $10.66 / 5.86% / 41.83% |
51.52% / $438.18 |
$2.18 / $10.26 / $8.08 / 65 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
436.00 |
51.84% |
$10.26 / 114 |
$10.38 / 114 |
5 / 7 |
13.492557% |
0.537040 |
-0.155400 |
0.010795 |
0.682470 |
0.340277 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
440.00 |
45.69% |
$7.96 / 65 |
$8.08 / 65 |
52 / 18 |
12.982360% |
0.494044 |
-0.153847 |
0.010841 |
0.685350 |
0.314073 |
|
|
788 |
|
12/15(81) |
CALL |
280.00 / 330.00 |
$1,110 / $3,890 / 0.29 |
58.90% / $47.27 / 1.22% / 5.11% |
69.05% / $291.10 |
$11.10 / $12.60 / $1.50 / 10 |
72 / 47.42% / 44 |
5 |
Legs |
Vertical |
Bearish |
$269.00 (+0.05%) / 243K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
41.10% |
$12.60 / 10 |
$13.00 / 11 |
0 / 32 |
29.404876% |
0.497099 |
-0.143976 |
0.007225 |
0.521616 |
0.268662 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
330.00 |
8.44% |
$1.35 / 18 |
$1.50 / 10 |
0 / 8 |
27.337012% |
0.207971 |
-0.099374 |
0.005190 |
0.374684 |
0.117488 |
|
835 |
Legs |
12/15(81) |
CALL |
280.00 / 340.00 |
$1,160 / $4,840 / 0.24 |
58.90% / $153.05 / 3.16% / 13.71% |
69.48% / $291.60 |
$11.60 / $12.60 / $1.00 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
41.10% |
$12.60 / 10 |
$13.00 / 11 |
0 / 32 |
29.404876% |
0.497099 |
-0.143976 |
0.007225 |
0.521616 |
0.268662 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
340.00 |
5.65% |
$0.30 / 27 |
$1.00 / 10 |
0 / 14 |
25.859283% |
0.168536 |
-0.086873 |
0.004557 |
0.329044 |
0.095782 |
|
221 |
Legs |
11/17(53) |
CALL |
280.00 / 320.00 |
$865 / $3,135 / 0.28 |
60.92% / $75.84 / 2.42% / 15.81% |
70.47% / $288.65 |
$8.65 / $10.10 / $1.45 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
39.08% |
$10.10 / 23 |
$10.50 / 15 |
0 / 192 |
31.098624% |
0.471776 |
-0.171932 |
0.008800 |
0.426090 |
0.176295 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
7.77% |
$1.25 / 21 |
$1.45 / 21 |
0 / 28 |
29.393922% |
0.191896 |
-0.114230 |
0.006038 |
0.292334 |
0.074267 |
|
309 |
Legs |
11/17(53) |
CALL |
280.00 / 330.00 |
$925 / $4,075 / 0.23 |
60.92% / $194.23 / 4.77% / 33.10% |
71.08% / $289.25 |
$9.25 / $10.10 / $0.85 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
39.08% |
$10.10 / 23 |
$10.50 / 15 |
0 / 192 |
31.098624% |
0.471776 |
-0.171932 |
0.008800 |
0.426090 |
0.176295 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
4.60% |
$0.65 / 33 |
$0.85 / 27 |
0 / 20 |
29.394049% |
0.145641 |
-0.095205 |
0.005055 |
0.244768 |
0.056703 |
|
400 |
Legs |
11/17(53) |
CALL |
280.00 / 340.00 |
$930 / $5,070 / 0.18 |
60.92% / $296.52 / 5.85% / 41.76% |
71.13% / $289.30 |
$9.30 / $10.10 / $0.80 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
39.08% |
$10.10 / 23 |
$10.50 / 15 |
0 / 192 |
31.098624% |
0.471776 |
-0.171932 |
0.008800 |
0.426090 |
0.176295 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
340.00 |
2.62% |
$0.05 / 39 |
$0.80 / 27 |
0 / 3 |
29.675660% |
0.108565 |
-0.077280 |
0.004119 |
0.199445 |
0.042489 |
|
511 |
Legs |
12/15(81) |
PUT |
260.00 / 210.00 |
$775 / $4,225 / 0.18 |
66.47% / $63.71 / 1.51% / 6.37% |
73.08% / $252.25 |
$7.75 / $9.90 / $2.15 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
260.00 |
33.53% |
$9.90 / 6 |
$10.10 / 5 |
0 / 85 |
31.655082% |
-0.360784 |
-0.107506 |
0.006780 |
0.489537 |
-0.263222 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
5.83% |
$1.10 / 27 |
$2.15 / 10 |
0 / 4 |
39.345606% |
-0.080109 |
-0.045358 |
0.002695 |
0.194586 |
-0.055629 |
|
|
941 |
|
12/15(81) |
CALL |
280.00 / 320.00 |
$1,105 / $2,895 / 0.38 |
48.37% / $75.26 / 2.60% / 11.18% |
64.84% / $291.05 |
$11.05 / $12.60 / $1.55 / 6 |
39 / 18.33% / 51 |
5 |
Legs |
Vertical |
Bearish |
$277.86 (-0.26%) / 227K |
|
Earnings: 12/05 / Ex-Div: 10/31 ($0.43) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
280.00 |
51.63% |
$12.60 / 20 |
$13.40 / 6 |
0 / 27 |
21.794491% |
0.548633 |
-0.099829 |
0.010790 |
0.533353 |
0.320819 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
7.87% |
$1.25 / 30 |
$1.55 / 6 |
0 / 2 |
20.230225% |
0.185194 |
-0.062696 |
0.007286 |
0.360176 |
0.112438 |
|
855 |
Legs |
11/17(53) |
CALL |
280.00 / 320.00 |
$700 / $3,300 / 0.21 |
48.93% / $74.50 / 2.26% / 14.69% |
61.88% / $287.00 |
$7.00 / $8.40 / $1.40 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
51.07% |
$8.40 / 30 |
$9.10 / 6 |
0 / 38 |
18.049705% |
0.538156 |
-0.119096 |
0.013222 |
0.438276 |
0.215308 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
320.00 |
3.99% |
0 / 0 |
$1.40 / 4 |
0 / 2 |
25.210480% |
0.125529 |
-0.057892 |
0.006879 |
0.228040 |
0.052013 |
|
874 |
Legs |
11/17(53) |
CALL |
280.00 / 330.00 |
$765 / $4,235 / 0.18 |
48.93% / $237.40 / 5.61% / 39.78% |
63.02% / $287.65 |
$7.65 / $8.40 / $0.75 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
280.00 |
51.07% |
$8.40 / 30 |
$9.10 / 6 |
0 / 38 |
18.049705% |
0.538156 |
-0.119096 |
0.013222 |
0.438276 |
0.215308 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
330.00 |
1.53% |
0 / 0 |
$0.75 / 4 |
0 / 26 |
25.478048% |
0.075722 |
-0.039686 |
0.004751 |
0.157505 |
0.031534 |
|
364 |
Legs |
12/15(81) |
CALL |
290.00 / 310.00 |
$545 / $1,455 / 0.38 |
63.36% / $12.26 / 0.84% / 3.52% |
70.69% / $295.45 |
$5.45 / $8.20 / $2.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
290.00 |
36.64% |
$8.20 / 15 |
$8.60 / 6 |
0 / 20 |
21.462160% |
0.442282 |
-0.096942 |
0.010762 |
0.531968 |
0.261804 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
310.00 |
14.27% |
$2.50 / 20 |
$2.75 / 1 |
0 / 3 |
20.221976% |
0.256676 |
-0.076490 |
0.008788 |
0.434422 |
0.154756 |
|
470 |
Legs |
12/15(81) |
CALL |
290.00 / 320.00 |
$665 / $2,335 / 0.29 |
63.36% / $85.07 / 3.64% / 15.92% |
72.19% / $296.65 |
$6.65 / $8.20 / $1.55 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
290.00 |
36.64% |
$8.20 / 15 |
$8.60 / 6 |
0 / 20 |
21.462160% |
0.442282 |
-0.096942 |
0.010762 |
0.531968 |
0.261804 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
320.00 |
7.87% |
$1.25 / 30 |
$1.55 / 6 |
0 / 2 |
20.230225% |
0.185194 |
-0.062696 |
0.007286 |
0.360176 |
0.112438 |
|
885 |
Legs |
12/15(81) |
CALL |
290.00 / 350.00 |
$340 / $5,660 / 0.06 |
63.36% / $119.55 / 2.11% / 9.01% |
68.03% / $293.40 |
$3.40 / $8.20 / $4.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
290.00 |
36.64% |
$8.20 / 15 |
$8.60 / 6 |
0 / 20 |
21.462160% |
0.442282 |
-0.096942 |
0.010762 |
0.531968 |
0.261804 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
350.00 |
0.84% |
0 / 0 |
$4.80 / 6 |
0 / 2 |
42.274895% |
0.057137 |
-0.026320 |
0.003128 |
0.154618 |
0.035217 |
|
|
136 |
|
11/17(53) |
CALL |
450.00 / 490.00 |
$1,035 / $2,965 / 0.35 |
59.49% / $182.79 / 6.16% / 44.39% |
71.18% / $460.35 |
$10.35 / $12.50 / $2.15 / 1 |
27 / 17.43% / 39 |
5 |
Legs |
Vertical |
Bearish |
$438.66 (+0.10%) / 962K |
|
Earnings: 11/07 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
450.00 |
40.51% |
$12.50 / 1 |
$12.70 / 18 |
2 / 566 |
22.055824% |
0.462299 |
-0.176962 |
0.008825 |
0.691051 |
0.294756 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
490.00 |
7.59% |
$1.90 / 10 |
$2.15 / 28 |
0 / 39 |
20.499225% |
0.176533 |
-0.110214 |
0.005762 |
0.451217 |
0.115090 |
|
188 |
Legs |
11/17(53) |
CALL |
450.00 / 480.00 |
$900 / $2,100 / 0.43 |
59.49% / $71.47 / 3.40% / 22.81% |
69.76% / $459.00 |
$9.00 / $12.50 / $3.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
450.00 |
40.51% |
$12.50 / 1 |
$12.70 / 18 |
2 / 566 |
22.055824% |
0.462299 |
-0.176962 |
0.008825 |
0.691051 |
0.294756 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
12.63% |
$3.10 / 29 |
$3.50 / 16 |
2 / 76 |
20.476426% |
0.233709 |
-0.131341 |
0.006810 |
0.533279 |
0.151695 |
|
195 |
Legs |
11/17(53) |
CALL |
450.00 / 500.00 |
$1,120 / $3,880 / 0.29 |
59.49% / $325.17 / 8.38% / 63.91% |
72.06% / $461.20 |
$11.20 / $12.50 / $1.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
450.00 |
40.51% |
$12.50 / 1 |
$12.70 / 18 |
2 / 566 |
22.055824% |
0.462299 |
-0.176962 |
0.008825 |
0.691051 |
0.294756 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
500.00 |
4.31% |
$1.15 / 25 |
$1.30 / 9 |
0 / 113 |
20.623186% |
0.129964 |
-0.089325 |
0.004702 |
0.368203 |
0.085056 |
|
253 |
Legs |
11/17(53) |
CALL |
450.00 / 470.00 |
$690 / $1,310 / 0.53 |
59.49% / $15.27 / 1.17% / 7.38% |
67.48% / $456.90 |
$6.90 / $12.50 / $5.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
450.00 |
40.51% |
$12.50 / 1 |
$12.70 / 18 |
2 / 566 |
22.055824% |
0.462299 |
-0.176962 |
0.008825 |
0.691051 |
0.294756 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
470.00 |
19.79% |
$5.20 / 37 |
$5.60 / 31 |
0 / 16 |
20.839636% |
0.301364 |
-0.150876 |
0.007744 |
0.606401 |
0.194615 |
|
273 |
Legs |
11/17(53) |
CALL |
450.00 / 460.00 |
$390 / $610 / 0.64 |
59.49% / $6.56 / 1.08% / 6.79% |
64.10% / $453.90 |
$3.90 / $12.50 / $8.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
450.00 |
40.51% |
$12.50 / 1 |
$12.70 / 18 |
2 / 566 |
22.055824% |
0.462299 |
-0.176962 |
0.008825 |
0.691051 |
0.294756 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
460.00 |
29.18% |
$8.20 / 11 |
$8.60 / 19 |
4 / 122 |
21.281264% |
0.378334 |
-0.166745 |
0.008450 |
0.661732 |
0.242882 |
|
409 |
Legs |
10/20(25) |
CALL |
445.00 / 475.00 |
$615 / $2,385 / 0.26 |
56.18% / $9.23 / 0.39% / 4.75% |
66.51% / $451.15 |
$6.15 / $6.80 / $0.65 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
445.00 |
43.82% |
$6.80 / | |