255 |
^VIX |
11/15(51) |
CALL |
22.00 / 28.00 |
$45 / $555 / 0.08 |
85.37% / $3.68 / 0.66% / 4.35% |
86.71% / $22.45 |
$0.45 / $1.07 / $0.62 / 21,115 |
67 / 57.24% / 40 |
5 |
Legs |
Vertical |
Bearish |
$17.20 (-1.94%) |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
VIX.IN |
Short (Sell) |
11/15/2023 (W) |
CALL |
22.00 |
14.63% |
$1.07 / 23,655 |
$1.12 / 700 |
126 / 55,536 |
107.437999% |
0.354880 |
-0.027121 |
0.047382 |
0.023452 |
0.006451 |
S&P / Index |
Long (Buy) |
11/15/2023 (W) |
CALL |
28.00 |
3.84% |
$0.58 / 23,180 |
$0.62 / 21,115 |
3,146 / 78,374 |
119.845363% |
0.192046 |
-0.019814 |
0.034768 |
0.017209 |
0.003679 |
|
536 |
Legs |
11/15(51) |
CALL |
25.00 / 31.00 |
$27 / $573 / 0.05 |
92.40% / $7.16 / 1.25% / 8.34% |
92.85% / $25.27 |
$0.27 / $0.77 / $0.50 / 15,847 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/15/2023 (W) |
CALL |
25.00 |
7.60% |
$0.77 / 23,960 |
$0.81 / 8,131 |
3,108 / 85,323 |
113.842523% |
0.262303 |
-0.023679 |
0.041474 |
0.020528 |
0.004912 |
S&P / Index |
Long (Buy) |
11/15/2023 (W) |
CALL |
31.00 |
1.91% |
$0.46 / 21,270 |
$0.50 / 15,847 |
101 / 1,715 |
125.770373% |
0.139927 |
-0.016117 |
0.028321 |
0.014018 |
0.002729 |
|
575 |
Legs |
11/15(51) |
CALL |
26.00 / 31.00 |
$20 / $480 / 0.04 |
93.94% / $4.65 / 0.97% / 6.42% |
94.21% / $26.20 |
$0.20 / $0.70 / $0.50 / 15,847 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/15/2023 (W) |
CALL |
26.00 |
6.06% |
$0.70 / 21,078 |
$0.74 / 11,874 |
52 / 9,240 |
116.053400% |
0.236599 |
-0.022400 |
0.039261 |
0.019433 |
0.004467 |
S&P / Index |
Long (Buy) |
11/15/2023 (W) |
CALL |
31.00 |
1.91% |
$0.46 / 21,270 |
$0.50 / 15,847 |
101 / 1,715 |
125.770373% |
0.139927 |
-0.016117 |
0.028321 |
0.014018 |
0.002729 |
|
522 |
Legs |
11/15(51) |
CALL |
25.00 / 30.00 |
$24 / $476 / 0.05 |
92.40% / $4.45 / 0.94% / 6.19% |
92.80% / $25.24 |
$0.24 / $0.77 / $0.53 / 15,238 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/15/2023 (W) |
CALL |
25.00 |
7.60% |
$0.77 / 23,960 |
$0.81 / 8,131 |
3,108 / 85,323 |
113.842523% |
0.262303 |
-0.023679 |
0.041474 |
0.020528 |
0.004912 |
S&P / Index |
Long (Buy) |
11/15/2023 (W) |
CALL |
30.00 |
2.41% |
$0.50 / 14,439 |
$0.53 / 15,238 |
69 / 97,803 |
123.848996% |
0.155552 |
-0.017309 |
0.030402 |
0.015048 |
0.003017 |
|
562 |
Legs |
11/15(51) |
CALL |
26.00 / 30.00 |
$17 / $383 / 0.04 |
93.94% / $2.58 / 0.67% / 4.42% |
94.17% / $26.17 |
$0.17 / $0.70 / $0.53 / 15,238 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/15/2023 (W) |
CALL |
26.00 |
6.06% |
$0.70 / 21,078 |
$0.74 / 11,874 |
52 / 9,240 |
116.053400% |
0.236599 |
-0.022400 |
0.039261 |
0.019433 |
0.004467 |
S&P / Index |
Long (Buy) |
11/15/2023 (W) |
CALL |
30.00 |
2.41% |
$0.50 / 14,439 |
$0.53 / 15,238 |
69 / 97,803 |
123.848996% |
0.155552 |
-0.017309 |
0.030402 |
0.015048 |
0.003017 |
|
323 |
Legs |
10/18(23) |
CALL |
20.00 / 26.00 |
$43 / $557 / 0.08 |
84.15% / $18.88 / 3.39% / 55.58% |
86.27% / $20.43 |
$0.43 / $0.81 / $0.38 / 9,297 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/18/2023 (W) |
CALL |
20.00 |
15.85% |
$0.81 / 12,475 |
$0.84 / 14 |
28,247 / 316,806 |
112.319721% |
0.331297 |
-0.037519 |
0.065894 |
0.016011 |
0.003229 |
S&P / Index |
Long (Buy) |
10/18/2023 (W) |
CALL |
26.00 |
1.66% |
$0.35 / 17,384 |
$0.38 / 9,297 |
8,886 / 47,483 |
135.338281% |
0.113158 |
-0.019756 |
0.034859 |
0.008470 |
0.001163 |
|
|
|
51 |
SLV |
10/20(25) |
PUT |
21.00 / 19.00 |
$20 / $180 / 0.11 |
70.19% / $5.07 / 2.82% / 39.57% |
75.08% / $20.80 |
$0.20 / $0.23 / $0.03 / 9,578 |
20 / 32.99% / 18 |
5 |
Legs |
Vertical |
Bullish |
$21.60 (+0.75%) / 11.35M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SLV |
Short (Sell) |
10/20/2023 (M) |
PUT |
21.00 |
29.81% |
$0.23 / 9,578 |
$0.24 / 6,148 |
1,408 / 48,697 |
20.990771% |
-0.344933 |
-0.011014 |
0.195010 |
0.022415 |
-0.006279 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
19.00 |
2.57% |
$0.02 / 11,493 |
$0.03 / 10,070 |
5 / 50,191 |
26.796362% |
-0.061471 |
-0.003782 |
0.064261 |
0.007386 |
-0.001095 |
|
70 |
Legs |
10/20(25) |
CALL |
22.50 / 24.00 |
$15 / $135 / 0.11 |
74.26% / $0.61 / 0.46% / 5.60% |
77.65% / $22.65 |
$0.15 / $0.22 / $0.07 / 9,284 |
|
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 |
22.50 |
25.74% |
$0.22 / 9,284 |
$0.23 / 3,584 |
3,387 / 8,095 |
21.782664% |
0.348549 |
-0.012933 |
0.195765 |
0.022502 |
0.005642 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
24.00 |
4.36% |
$0.06 / 5,552 |
$0.07 / 11,858 |
157 / 97,805 |
26.261748% |
0.129950 |
-0.007224 |
0.111947 |
0.012867 |
0.002135 |
|
84 |
Legs |
10/20(25) |
CALL |
22.50 / 24.50 |
$17 / $183 / 0.09 |
74.26% / $5.47 / 2.99% / 42.37% |
78.08% / $22.67 |
$0.17 / $0.22 / $0.05 / 9,284 |
|
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 |
22.50 |
25.74% |
$0.22 / 9,284 |
$0.23 / 3,584 |
3,387 / 8,095 |
21.782664% |
0.348549 |
-0.012933 |
0.195765 |
0.022502 |
0.005642 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
24.50 |
2.02% |
$0.04 / 10,316 |
$0.05 / 10,344 |
2 / 1,013 |
27.724664% |
0.086565 |
-0.005362 |
0.083501 |
0.009598 |
0.001427 |
|
107 |
Legs |
10/20(25) |
CALL |
22.50 / 25.00 |
$18 / $232 / 0.08 |
74.26% / $9.34 / 4.03% / 60.60% |
78.30% / $22.68 |
$0.18 / $0.22 / $0.04 / 9,284 |
|
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 |
22.50 |
25.74% |
$0.22 / 9,284 |
$0.23 / 3,584 |
3,387 / 8,095 |
21.782664% |
0.348549 |
-0.012933 |
0.195765 |
0.022502 |
0.005642 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
25.00 |
0.86% |
$0.03 / 5,508 |
$0.04 / 9,925 |
27 / 30,499 |
29.682318% |
0.055576 |
-0.003798 |
0.059369 |
0.006824 |
0.000919 |
|
136 |
Legs |
10/20(25) |
CALL |
22.50 / 25.50 |
$19 / $281 / 0.07 |
74.26% / $12.16 / 4.33% / 66.23% |
78.51% / $22.69 |
$0.19 / $0.22 / $0.03 / 9,284 |
|
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 |
22.50 |
25.74% |
$0.22 / 9,284 |
$0.23 / 3,584 |
3,387 / 8,095 |
21.782664% |
0.348549 |
-0.012933 |
0.195765 |
0.022502 |
0.005642 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
25.50 |
0.34% |
$0.02 / 8,313 |
$0.03 / 11,400 |
95 / 42 |
30.977103% |
0.034433 |
-0.002573 |
0.040356 |
0.004639 |
0.000571 |
|
123 |
Legs |
11/17(53) |
CALL |
23.00 / 26.00 |
$26 / $274 / 0.10 |
75.73% / $10.72 / 3.91% / 26.58% |
79.63% / $23.26 |
$0.26 / $0.33 / $0.07 / 7,682 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
23.00 |
24.27% |
$0.33 / 7,682 |
$0.34 / 4,871 |
1,204 / 19,367 |
22.966232% |
0.345261 |
-0.009421 |
0.139147 |
0.031436 |
0.010743 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
26.00 |
1.68% |
$0.06 / 9,033 |
$0.07 / 9,959 |
34 / 4,775 |
28.514053% |
0.081160 |
-0.003699 |
0.056744 |
0.012820 |
0.002590 |
|
|
605 |
TMF |
10/27(32) |
CALL |
5.50 / 7.50 |
$15 / $185 / 0.08 |
61.69% / $5.54 / 3.00% / 33.14% |
68.22% / $5.65 |
$0.15 / $0.20 / $0.05 / 5,883 |
72 / 56.86% / 50 |
5 |
Legs |
Vertical |
Bearish |
$5.26 (+1.15%) / 26.3M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
TMF |
Short (Sell) |
10/27/2023 (W) |
CALL |
5.50 |
38.31% |
$0.20 / 5,902 |
$0.25 / 3,763 |
23 / 223 |
45.051204% |
0.480589 |
-0.006461 |
0.342023 |
0.006626 |
0.002139 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
7.50 |
0.99% |
0 / 0 |
$0.05 / 5,883 |
0 / 40 |
75.722452% |
0.071554 |
-0.002212 |
0.117467 |
0.002276 |
0.000341 |
|
749 |
Legs |
10/20(25) |
CALL |
5.50 / 8.00 |
$10 / $240 / 0.04 |
62.44% / $5.70 / 2.38% / 32.54% |
67.33% / $5.60 |
$0.10 / $0.15 / $0.05 / 5,746 |
|
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 |
5.50 |
37.56% |
$0.15 / 6,878 |
$0.20 / 3,405 |
518 / 408 |
41.781340% |
0.468878 |
-0.007188 |
0.380611 |
0.005939 |
0.001711 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
8.00 |
0.11% |
0 / 0 |
$0.05 / 5,746 |
0 / 922 |
95.727490% |
0.023599 |
-0.001004 |
0.053385 |
0.000833 |
0.000093 |
|
694 |
Legs |
10/20(25) |
CALL |
5.50 / 7.00 |
$10 / $140 / 0.07 |
62.44% / $1.09 / 0.78% / 9.74% |
67.33% / $5.60 |
$0.10 / $0.15 / $0.05 / 5,554 |
|
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 |
5.50 |
37.56% |
$0.15 / 6,878 |
$0.20 / 3,405 |
518 / 408 |
41.781340% |
0.468878 |
-0.007188 |
0.380611 |
0.005939 |
0.001711 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.00 |
1.87% |
0 / 0 |
$0.05 / 5,554 |
0 / 1,288 |
71.842087% |
0.095981 |
-0.003074 |
0.163235 |
0.002547 |
0.000370 |
|
551 |
Legs |
10/27(32) |
CALL |
5.50 / 7.00 |
$15 / $135 / 0.11 |
61.69% / $1.31 / 0.97% / 9.84% |
68.22% / $5.65 |
$0.15 / $0.20 / $0.05 / 5,161 |
|
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 |
5.50 |
38.31% |
$0.20 / 5,902 |
$0.25 / 3,763 |
23 / 223 |
45.051204% |
0.480589 |
-0.006461 |
0.342023 |
0.006626 |
0.002139 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
7.00 |
3.02% |
0 / 0 |
$0.05 / 5,161 |
0 / 149 |
64.421751% |
0.125237 |
-0.003340 |
0.177278 |
0.003434 |
0.000591 |
|
703 |
Legs |
10/27(32) |
CALL |
5.50 / 8.00 |
$10 / $240 / 0.04 |
61.69% / $4.74 / 1.97% / 20.85% |
66.11% / $5.60 |
$0.10 / $0.20 / $0.10 / 4,900 |
|
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 |
5.50 |
38.31% |
$0.20 / 5,902 |
$0.25 / 3,763 |
23 / 223 |
45.051204% |
0.480589 |
-0.006461 |
0.342023 |
0.006626 |
0.002139 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
8.00 |
0.29% |
0 / 0 |
$0.10 / 4,900 |
0 / 50 |
101.990099% |
0.039277 |
-0.001375 |
0.073049 |
0.001415 |
0.000189 |
|
753 |
Legs |
10/06(11) |
CALL |
5.50 / 6.50 |
$5 / $95 / 0.05 |
65.67% / $0.10 / 0.11% / 2.53% |
69.01% / $5.55 |
$0.05 / $0.10 / $0.05 / 3,495 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
5.50 |
34.33% |
$0.10 / 6,335 |
$0.15 / 3,078 |
470 / 994 |
46.378640% |
0.430286 |
-0.009870 |
0.523350 |
0.004224 |
0.000849 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
6.50 |
1.71% |
0 / 0 |
$0.05 / 3,495 |
1 / 330 |
80.234292% |
0.087241 |
-0.003979 |
0.211534 |
0.001707 |
0.000179 |
|
|
875 |
LABU |
11/17(53) |
CALL |
4.00 / 7.00 |
$27 / $273 / 0.10 |
60.67% / $9.16 / 3.36% / 22.47% |
69.11% / $4.27 |
$0.27 / $0.34 / $0.07 / 5,382 |
32 / 52.70% / 79 |
5 |
Legs |
Vertical |
Bearish |
$3.80 (-3.31%) / 26.25M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
LABU |
Short (Sell) |
11/17/2023 (M) |
CALL |
4.00 |
39.33% |
$0.34 / 5,724 |
$0.37 / 199 |
714 / 747 |
68.257688% |
0.545528 |
-0.005623 |
0.252686 |
0.005996 |
0.002383 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
7.00 |
1.30% |
0 / 0 |
$0.07 / 5,382 |
0 / 2 |
104.246802% |
0.105208 |
-0.002543 |
0.116137 |
0.002756 |
0.000524 |
|
713 |
Legs |
11/17(53) |
CALL |
4.00 / 6.00 |
$31 / $169 / 0.18 |
60.67% / $3.81 / 2.26% / 14.68% |
70.25% / $4.31 |
$0.31 / $0.34 / $0.03 / 4,059 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4.00 |
39.33% |
$0.34 / 5,724 |
$0.37 / 199 |
714 / 747 |
68.257688% |
0.545528 |
-0.005623 |
0.252686 |
0.005996 |
0.002383 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
6.00 |
4.58% |
$0.02 / 2,859 |
$0.03 / 4,059 |
201 / 344 |
66.856932% |
0.190545 |
-0.003806 |
0.173368 |
0.004114 |
0.000925 |
|
356 |
Legs |
10/20(25) |
CALL |
4.50 / 6.00 |
$6 / $144 / 0.04 |
80.99% / $1.82 / 1.27% / 16.31% |
82.71% / $4.56 |
$0.06 / $0.08 / $0.02 / 2,868 |
|
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 |
4.50 |
19.01% |
$0.08 / 3,908 |
$0.09 / 10 |
106 / 1,813 |
65.564874% |
0.346538 |
-0.007243 |
0.329977 |
0.003984 |
0.000877 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
6.00 |
1.09% |
$0.01 / 114 |
$0.02 / 2,868 |
209 / 1,488 |
85.727436% |
0.083808 |
-0.003001 |
0.137679 |
0.001662 |
0.000225 |
|
760 |
Legs |
12/15(81) |
CALL |
5.00 / 7.00 |
$14 / $186 / 0.08 |
81.78% / $1.32 / 0.71% / 2.96% |
83.79% / $5.14 |
$0.14 / $0.17 / $0.03 / 1,505 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
18.22% |
$0.17 / 1,505 |
$0.18 / 317 |
145 / 10,456 |
67.399231% |
0.395889 |
-0.004463 |
0.201154 |
0.007118 |
0.002565 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
7.00 |
3.09% |
$0.02 / 1,621 |
$0.03 / 2,868 |
150 / 1,716 |
68.511421% |
0.174402 |
-0.002956 |
0.134322 |
0.004753 |
0.001217 |
|
816 |
Legs |
12/15(81) |
CALL |
5.00 / 8.00 |
$15 / $285 / 0.05 |
81.78% / $5.57 / 1.95% / 8.31% |
83.93% / $5.15 |
$0.15 / $0.17 / $0.02 / 1,505 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
18.22% |
$0.17 / 1,505 |
$0.18 / 317 |
145 / 10,456 |
67.399231% |
0.395889 |
-0.004463 |
0.201154 |
0.007118 |
0.002565 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
8.00 |
1.22% |
$0.01 / 4,531 |
$0.02 / 1,548 |
1 / 2,150 |
73.727303% |
0.114296 |
-0.002217 |
0.100926 |
0.003571 |
0.000815 |
|
62 |
Legs |
10/20(25) |
PUT |
3.50 / 2.00 |
$14 / $136 / 0.10 |
70.03% / $4.29 / 3.15% / 45.17% |
75.43% / $3.36 |
$0.14 / $0.16 / $0.02 / 1,404 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
3.50 |
29.97% |
$0.16 / 1,404 |
$0.18 / 2,439 |
134 / 516 |
76.534183% |
-0.320448 |
-0.006719 |
0.319941 |
0.003862 |
-0.001194 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
2.00 |
2.07% |
0 / 0 |
$0.02 / 2,212 |
0 / 301 |
137.792992% |
-0.008586 |
-0.000445 |
0.020857 |
0.000252 |
-0.000029 |
|
|
50 |
BAC |
10/20(25) |
CALL |
29.00 / 32.00 |
$33 / $267 / 0.12 |
71.66% / $6.51 / 2.44% / 33.50% |
76.32% / $29.33 |
$0.33 / $0.38 / $0.05 / 5,156 |
95 / 94.53% / 90 |
5 |
Legs |
Vertical |
Bearish |
$27.64 (-1.46%) / 41.28M |
|
Earnings: 10/16 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
BAC |
Short (Sell) |
10/20/2023 (M) |
CALL |
29.00 |
28.34% |
$0.38 / 5,156 |
$0.39 / 4,354 |
4,348 / 20,821 |
26.618313% |
0.375417 |
-0.020761 |
0.120580 |
0.029649 |
0.007676 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
32.00 |
3.41% |
$0.04 / 242 |
$0.05 / 5,495 |
387 / 27,546 |
29.261329% |
0.117542 |
-0.010755 |
0.062731 |
0.015425 |
0.002457 |
|
179 |
Legs |
10/20(25) |
CALL |
29.50 / 32.00 |
$20 / $230 / 0.09 |
78.52% / $1.67 / 0.73% / 9.07% |
80.94% / $29.70 |
$0.20 / $0.25 / $0.05 / 5,023 |
|
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 |
29.50 |
21.48% |
$0.25 / 5,023 |
$0.26 / 3,797 |
115 / 1,776 |
26.181870% |
0.319708 |
-0.019551 |
0.113665 |
0.027949 |
0.006568 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
32.00 |
3.41% |
$0.04 / 242 |
$0.05 / 5,495 |
387 / 27,546 |
29.261329% |
0.117542 |
-0.010755 |
0.062731 |
0.015425 |
0.002457 |
|
38 |
Legs |
10/20(25) |
CALL |
29.00 / 31.50 |
$32 / $218 / 0.15 |
71.66% / $2.55 / 1.17% / 14.95% |
76.18% / $29.32 |
$0.32 / $0.38 / $0.06 / 4,490 |
|
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 |
29.00 |
28.34% |
$0.38 / 5,156 |
$0.39 / 4,354 |
4,348 / 20,821 |
26.618313% |
0.375417 |
-0.020761 |
0.120580 |
0.029649 |
0.007676 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
31.50 |
5.22% |
$0.05 / 3,584 |
$0.06 / 4,490 |
18 / 178 |
27.755476% |
0.147283 |
-0.012571 |
0.073285 |
0.018020 |
0.003070 |
|
460 |
Legs |
10/20(25) |
PUT |
25.50 / 22.00 |
$15 / $335 / 0.05 |
85.42% / $8.20 / 2.45% / 33.68% |
86.82% / $25.35 |
$0.15 / $0.19 / $0.04 / 4,433 |
|
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 |
25.50 |
14.58% |
$0.19 / 4,433 |
$0.20 / 3,982 |
86 / 79 |
31.026051% |
-0.204746 |
-0.015113 |
0.090318 |
0.022208 |
-0.004823 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
22.00 |
0.71% |
$0.03 / 4,413 |
$0.04 / 6,018 |
13 / 19,147 |
44.122093% |
-0.016585 |
-0.002216 |
0.013140 |
0.003231 |
-0.000381 |
|
71 |
Legs |
10/20(25) |
PUT |
26.50 / 24.00 |
$27 / $223 / 0.12 |
73.39% / $1.07 / 0.48% / 5.89% |
77.10% / $26.23 |
$0.27 / $0.36 / $0.09 / 4,013 |
|
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 |
26.50 |
26.61% |
$0.36 / 4,013 |
$0.37 / 2,422 |
881 / 1,012 |
28.552966% |
-0.313865 |
-0.018792 |
0.112782 |
0.027732 |
-0.007465 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
24.00 |
4.71% |
$0.08 / 1,626 |
$0.09 / 4,037 |
36 / 33,540 |
36.034912% |
-0.086811 |
-0.008454 |
0.050309 |
0.012370 |
-0.002021 |
|
191 |
Legs |
11/17(53) |
CALL |
30.00 / 34.00 |
$31 / $369 / 0.08 |
76.76% / $2.61 / 0.71% / 4.42% |
79.49% / $30.31 |
$0.31 / $0.35 / $0.04 / 3,547 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
30.00 |
23.24% |
$0.35 / 5,014 |
$0.36 / 41 |
1,310 / 41,968 |
24.506489% |
0.345151 |
-0.014395 |
0.083432 |
0.040323 |
0.013511 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
34.00 |
3.14% |
$0.03 / 4,239 |
$0.04 / 3,547 |
215 / 3,627 |
26.485380% |
0.117717 |
-0.007692 |
0.044758 |
0.021632 |
0.004735 |
|
|
831 |
QID |
10/20(25) |
CALL |
14.00 / 17.00 |
$35 / $265 / 0.13 |
55.90% / $4.03 / 1.52% / 19.84% |
64.42% / $14.35 |
$0.35 / $0.50 / $0.15 / 5,090 |
92 / 82.56% / 27 |
5 |
Legs |
Vertical |
Bearish |
$13.98 (-0.29%) / 16.25M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
QID |
Short (Sell) |
10/20/2023 (M) |
CALL |
14.00 |
44.10% |
$0.50 / 5,090 |
$0.60 / 6,379 |
85 / 3,629 |
39.323716% |
0.504920 |
-0.015385 |
0.179417 |
0.015523 |
0.004904 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
17.00 |
2.95% |
$0.05 / 5,750 |
$0.15 / 11,073 |
0 / 632 |
54.346502% |
0.115529 |
-0.007489 |
0.087745 |
0.007591 |
0.001177 |
|
904 |
Legs |
10/20(25) |
CALL |
14.00 / 20.00 |
$40 / $560 / 0.07 |
55.90% / $21.88 / 3.91% / 58.41% |
65.58% / $14.40 |
$0.40 / $0.50 / $0.10 / 4,237 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
14.00 |
44.10% |
$0.50 / 5,090 |
$0.60 / 6,379 |
85 / 3,629 |
39.323716% |
0.504920 |
-0.015385 |
0.179417 |
0.015523 |
0.004904 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
20.00 |
0.04% |
0 / 0 |
$0.10 / 4,237 |
0 / 606 |
83.467796% |
0.013506 |
-0.001329 |
0.015595 |
0.001349 |
0.000141 |
|
888 |
Legs |
10/20(25) |
CALL |
14.00 / 19.00 |
$40 / $460 / 0.09 |
55.90% / $20.49 / 4.46% / 68.72% |
65.58% / $14.40 |
$0.40 / $0.50 / $0.10 / 3,855 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
14.00 |
44.10% |
$0.50 / 5,090 |
$0.60 / 6,379 |
85 / 3,629 |
39.323716% |
0.504920 |
-0.015385 |
0.179417 |
0.015523 |
0.004904 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
19.00 |
0.20% |
0 / 0 |
$0.10 / 3,855 |
0 / 299 |
74.625264% |
0.029288 |
-0.002562 |
0.030062 |
0.002601 |
0.000303 |
|
151 |
Legs |
11/17(53) |
CALL |
15.00 / 18.00 |
$30 / $270 / 0.11 |
71.78% / $1.17 / 0.43% / 2.70% |
75.87% / $15.30 |
$0.30 / $0.50 / $0.20 / 3,850 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
15.00 |
28.22% |
$0.50 / 4,888 |
$0.60 / 8,566 |
33 / 91 |
44.604309% |
0.404722 |
-0.010649 |
0.124176 |
0.021116 |
0.007501 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
18.00 |
4.13% |
$0.15 / 365 |
$0.20 / 3,850 |
0 / 6 |
53.432691% |
0.146694 |
-0.006307 |
0.073761 |
0.012543 |
0.002837 |
|
837 |
Legs |
11/17(53) |
CALL |
14.00 / 18.00 |
$60 / $340 / 0.18 |
55.45% / $5.54 / 1.63% / 10.44% |
65.70% / $14.60 |
$0.60 / $0.80 / $0.20 / 3,262 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14.00 |
44.55% |
$0.80 / 3,262 |
$0.90 / 6,958 |
55 / 343 |
41.457732% |
0.525756 |
-0.010937 |
0.127361 |
0.021658 |
0.009529 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
18.00 |
4.13% |
$0.15 / 365 |
$0.20 / 3,850 |
0 / 6 |
53.432691% |
0.146694 |
-0.006307 |
0.073761 |
0.012543 |
0.002837 |
|
254 |
Legs |
10/20(25) |
CALL |
15.00 / 18.00 |
$15 / $285 / 0.05 |
77.84% / $7.07 / 2.48% / 34.19% |
80.40% / $15.15 |
$0.15 / $0.25 / $0.10 / 2,125 |
|
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 |
15.00 |
22.16% |
$0.25 / 4,335 |
$0.30 / 4,002 |
399 / 2,638 |
43.267230% |
0.338203 |
-0.014086 |
0.164628 |
0.014243 |
0.003355 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
18.00 |
0.82% |
0 / 0 |
$0.10 / 2,125 |
0 / 530 |
64.981604% |
0.060078 |
-0.004583 |
0.053739 |
0.004649 |
0.000618 |
|
|
908 |
SOXS |
09/29(4) |
CALL |
12.00 / 14.50 |
$25 / $225 / 0.11 |
61.47% / $0.72 / 0.32% / 14.39% |
67.69% / $12.25 |
$0.25 / $0.35 / $0.10 / 4,777 |
79 / 67.05% / 29 |
5 |
Legs |
Vertical |
Bearish |
$11.90 (-2.46%) / 49.35M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SOXS |
Short (Sell) |
09/29/2023 (W) |
CALL |
12.00 |
38.53% |
$0.35 / 4,992 |
$0.40 / 701 |
3,097 / 1,248 |
75.215494% |
0.473228 |
-0.052384 |
0.188366 |
0.006868 |
0.001058 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
14.50 |
3.37% |
$0.05 / 35 |
$0.10 / 4,777 |
24 / 112 |
105.306147% |
0.133024 |
-0.028334 |
0.101773 |
0.003711 |
0.000311 |
|
53 |
Legs |
11/17(53) |
PUT |
11.00 / 8.00 |
$90 / $210 / 0.43 |
63.04% / $3.30 / 1.57% / 10.06% |
70.59% / $10.10 |
$0.90 / $1.05 / $0.15 / 4,395 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
11.00 |
36.96% |
$1.05 / 4,395 |
$1.15 / 5,226 |
2 / 431 |
79.902841% |
-0.355753 |
-0.018105 |
0.065808 |
0.017095 |
-0.009343 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
16.42% |
$0.10 / 6,147 |
$0.15 / 4,452 |
6 / 501 |
73.450687% |
-0.152253 |
-0.011543 |
0.041687 |
0.010829 |
-0.003658 |
|
63 |
Legs |
11/17(53) |
PUT |
11.00 / 9.00 |
$70 / $130 / 0.54 |
63.04% / $4.51 / 3.47% / 23.30% |
69.02% / $10.30 |
$0.70 / $1.05 / $0.35 / 4,395 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
11.00 |
36.96% |
$1.05 / 4,395 |
$1.15 / 5,226 |
2 / 431 |
79.902841% |
-0.355753 |
-0.018105 |
0.065808 |
0.017095 |
-0.009343 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
21.84% |
$0.25 / 6,038 |
$0.35 / 4,880 |
3 / 1,010 |
73.820038% |
-0.216618 |
-0.014351 |
0.051919 |
0.013487 |
-0.005357 |
|
281 |
Legs |
11/17(53) |
CALL |
15.00 / 21.00 |
$40 / $560 / 0.07 |
81.94% / $4.68 / 0.84% / 5.24% |
83.92% / $15.40 |
$0.40 / $0.70 / $0.30 / 4,161 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
15.00 |
18.06% |
$0.70 / 4,161 |
$0.80 / 5,325 |
9 / 849 |
95.810905% |
0.387347 |
-0.018682 |
0.067607 |
0.017562 |
0.005187 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
21.00 |
2.81% |
$0.25 / 870 |
$0.30 / 5,450 |
0 / 87 |
110.368191% |
0.163487 |
-0.012117 |
0.043677 |
0.011346 |
0.002355 |
|
102 |
Legs |
10/27(32) |
CALL |
14.00 / 19.00 |
$30 / $470 / 0.06 |
79.26% / $2.04 / 0.43% / 4.28% |
81.45% / $14.30 |
$0.30 / $0.50 / $0.20 / 3,550 |
|
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 |
14.00 |
20.74% |
$0.50 / 4,834 |
$0.60 / 3,490 |
0 / 90 |
89.095779% |
0.386716 |
-0.023606 |
0.085190 |
0.013977 |
0.003468 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
19.00 |
2.52% |
$0.10 / 6,463 |
$0.20 / 3,550 |
0 / 21 |
105.128783% |
0.139720 |
-0.013771 |
0.049560 |
0.008131 |
0.001339 |
|
382 |
Legs |
10/13(18) |
CALL |
13.00 / 17.00 |
$30 / $370 / 0.08 |
73.38% / $2.61 / 0.71% / 11.72% |
76.84% / $13.30 |
$0.30 / $0.45 / $0.15 / 3,503 |
|
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 |
13.00 |
26.62% |
$0.45 / 5,300 |
$0.55 / 6,735 |
5 / 107 |
85.785253% |
0.415301 |
-0.030846 |
0.111136 |
0.011143 |
0.002380 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
CALL |
17.00 |
2.80% |
$0.05 / 6,472 |
$0.15 / 3,503 |
0 / 5 |
101.569980% |
0.134248 |
-0.017168 |
0.061725 |
0.006189 |
0.000818 |
|
|
808 |
JDST |
10/20(25) |
CALL |
7.50 / 10.00 |
$25 / $225 / 0.11 |
58.67% / $2.94 / 1.31% / 16.86% |
66.09% / $7.75 |
$0.25 / $0.35 / $0.10 / 4,631 |
22 / 12.12% / 78 |
4 |
Legs |
Vertical |
Bearish |
$7.3699 (+0.54%) / 5.71M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
JDST |
Short (Sell) |
10/20/2023 (M) |
CALL |
7.50 |
41.33% |
$0.35 / 6,348 |
$0.45 / 2,926 |
0 / 30 |
57.528608% |
0.508942 |
-0.012120 |
0.225769 |
0.008212 |
0.002464 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
10.00 |
2.64% |
0 / 0 |
$0.10 / 4,631 |
0 / 8 |
86.449253% |
0.120613 |
-0.006109 |
0.113868 |
0.004142 |
0.000627 |
|
918 |
Legs |
12/15(81) |
CALL |
8.00 / 12.00 |
$40 / $360 / 0.11 |
67.01% / $4.48 / 1.24% / 5.24% |
72.89% / $8.40 |
$0.40 / $0.55 / $0.15 / 3,173 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
8.00 |
32.99% |
$0.55 / 3,173 |
$0.70 / 4,472 |
0 / 40 |
62.431329% |
0.495369 |
-0.007019 |
0.131229 |
0.013991 |
0.006261 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
12.00 |
3.24% |
0 / 0 |
$0.15 / 4,180 |
0 / 6 |
77.046117% |
0.160672 |
-0.004327 |
0.080671 |
0.008601 |
0.002240 |
|
933 |
Legs |
12/15(81) |
CALL |
8.00 / 13.00 |
$40 / $460 / 0.09 |
67.01% / $11.45 / 2.49% / 10.69% |
72.89% / $8.40 |
$0.40 / $0.55 / $0.15 / 3,173 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
8.00 |
32.99% |
$0.55 / 3,173 |
$0.70 / 4,472 |
0 / 40 |
62.431329% |
0.495369 |
-0.007019 |
0.131229 |
0.013991 |
0.006261 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
13.00 |
1.68% |
0 / 0 |
$0.15 / 6,520 |
0 / 4 |
85.435613% |
0.117889 |
-0.003505 |
0.065348 |
0.006967 |
0.001666 |
|
807 |
Legs |
12/15(81) |
CALL |
9.00 / 13.00 |
$20 / $380 / 0.05 |
80.20% / $3.96 / 1.04% / 4.37% |
82.25% / $9.20 |
$0.20 / $0.35 / $0.15 / 2,254 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
9.00 |
19.80% |
$0.35 / 2,254 |
$0.40 / 5 |
0 / 31 |
63.486660% |
0.383703 |
-0.006744 |
0.125906 |
0.013423 |
0.005021 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
13.00 |
1.68% |
0 / 0 |
$0.15 / 6,520 |
0 / 4 |
85.435613% |
0.117889 |
-0.003505 |
0.065348 |
0.006967 |
0.001666 |
|
826 |
Legs |
12/15(81) |
CALL |
9.00 / 15.00 |
$25 / $575 / 0.04 |
80.20% / $15.00 / 2.61% / 11.22% |
82.73% / $9.25 |
$0.25 / $0.35 / $0.10 / 2,254 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
9.00 |
19.80% |
$0.35 / 2,254 |
$0.40 / 5 |
0 / 31 |
63.486660% |
0.383703 |
-0.006744 |
0.125906 |
0.013423 |
0.005021 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
15.00 |
0.44% |
0 / 0 |
$0.10 / 6,255 |
0 / 4 |
91.257257% |
0.062705 |
-0.002189 |
0.040810 |
0.004351 |
0.000905 |
|
|
617 |
YANG |
11/17(53) |
CALL |
11.00 / 17.00 |
$70 / $530 / 0.13 |
65.36% / $9.06 / 1.71% / 10.97% |
72.37% / $11.70 |
$0.70 / $0.95 / $0.25 / 4,628 |
4 / 13.74% / 39 |
5 |
Legs |
Vertical |
Bearish |
$10.08 (-11.19%) / 5.9M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
YANG |
Short (Sell) |
11/17/2023 (M) |
CALL |
11.00 |
34.64% |
$0.95 / 4,628 |
$1.05 / 5,502 |
11 / 46 |
81.856111% |
0.518970 |
-0.015750 |
0.087755 |
0.015959 |
0.005941 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
17.00 |
3.61% |
$0.15 / 11,663 |
$0.25 / 5,246 |
0 / 1 |
95.493791% |
0.175963 |
-0.010265 |
0.057153 |
0.010394 |
0.002245 |
|
329 |
Legs |
11/17(53) |
CALL |
13.00 / 18.00 |
$30 / $470 / 0.06 |
82.47% / $4.56 / 0.97% / 6.10% |
84.30% / $13.30 |
$0.30 / $0.50 / $0.20 / 3,794 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
13.00 |
17.53% |
$0.50 / 6,624 |
$0.60 / 6,435 |
17 / 7 |
86.479398% |
0.371637 |
-0.014980 |
0.083419 |
0.015170 |
0.004469 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
18.00 |
2.37% |
$0.15 / 4,660 |
$0.20 / 3,794 |
0 / 2 |
99.461341% |
0.144685 |
-0.009033 |
0.050295 |
0.009147 |
0.001864 |
|
146 |
Legs |
10/20(25) |
PUT |
9.00 / 5.00 |
$30 / $370 / 0.08 |
73.09% / $5.26 / 1.42% / 18.44% |
76.85% / $8.70 |
$0.30 / $0.35 / $0.05 / 3,631 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
9.00 |
26.91% |
$0.35 / 5,635 |
$0.40 / 2,784 |
2,039 / 942 |
78.566323% |
-0.289382 |
-0.018766 |
0.105976 |
0.009805 |
-0.002896 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
2.36% |
0 / 0 |
$0.05 / 3,631 |
0 / 7 |
146.812760% |
-0.007937 |
-0.001205 |
0.006753 |
0.000625 |
-0.000072 |
|
583 |
Legs |
10/20(25) |
PUT |
10.00 / 5.00 |
$70 / $430 / 0.16 |
57.84% / $19.76 / 4.60% / 71.45% |
68.94% / $9.30 |
$0.70 / $0.75 / $0.05 / 3,631 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
10.00 |
42.16% |
$0.75 / 4,294 |
$0.85 / 4,987 |
1,159 / 1,043 |
79.514437% |
-0.411885 |
-0.021263 |
0.120538 |
0.011153 |
-0.004262 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
2.36% |
0 / 0 |
$0.05 / 3,631 |
0 / 7 |
146.812760% |
-0.007937 |
-0.001205 |
0.006753 |
0.000625 |
-0.000072 |
|
233 |
Legs |
10/20(25) |
CALL |
12.00 / 15.00 |
$20 / $280 / 0.07 |
80.20% / $0.44 / 0.16% / 1.90% |
82.22% / $12.20 |
$0.20 / $0.35 / $0.15 / 3,222 |
|
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 |
12.00 |
19.80% |
$0.35 / 3,222 |
$0.40 / 3,179 |
599 / 3,609 |
83.407571% |
0.360016 |
-0.020824 |
0.115908 |
0.010724 |
0.002381 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
15.00 |
3.13% |
$0.05 / 9,913 |
$0.15 / 9,742 |
14 / 1,570 |
92.854835% |
0.143915 |
-0.012626 |
0.070312 |
0.006506 |
0.000999 |
|
328 |
Legs |
10/20(25) |
CALL |
12.00 / 18.00 |
$25 / $575 / 0.04 |
80.20% / $15.92 / 2.77% / 38.78% |
82.70% / $12.25 |
$0.25 / $0.35 / $0.10 / 3,222 |
|
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 |
12.00 |
19.80% |
$0.35 / 3,222 |
$0.40 / 3,179 |
599 / 3,609 |
83.407571% |
0.360016 |
-0.020824 |
0.115908 |
0.010724 |
0.002381 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
18.00 |
0.36% |
$0.05 / 4 |
$0.10 / 4,486 |
0 / 95 |
116.566625% |
0.050629 |
-0.005799 |
0.032308 |
0.002989 |
0.000361 |
|
|
566 |
FUBO |
11/17(53) |
CALL |
3.50 / 4.50 |
$4 / $96 / 0.04 |
91.08% / $0.45 / 0.47% / 2.92% |
91.58% / $3.54 |
$0.04 / $0.09 / $0.05 / 4,286 |
6 / 5.27% / 62 |
5 |
Legs |
Vertical |
Bearish |
$2.31 (-7.23%) / 12.42M |
|
Earnings: 11/03 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
FUBO |
Short (Sell) |
11/17/2023 (M) |
CALL |
3.50 |
8.92% |
$0.09 / 5,617 |
$0.11 / 1,008 |
125 / 3,004 |
106.209171% |
0.286528 |
-0.003540 |
0.292159 |
0.003087 |
0.000771 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.50 |
2.00% |
$0.04 / 3,116 |
$0.05 / 4,286 |
11 / 5,222 |
114.726394% |
0.144883 |
-0.002361 |
0.195535 |
0.002066 |
0.000409 |
|
657 |
Legs |
11/17(53) |
CALL |
2.50 / 4.50 |
$24 / $176 / 0.14 |
65.47% / $8.62 / 4.90% / 34.13% |
74.41% / $2.74 |
$0.24 / $0.29 / $0.05 / 1,633 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.50 |
34.53% |
$0.29 / 1,633 |
$0.31 / 110 |
678 / 2,125 |
103.104809% |
0.539542 |
-0.004163 |
0.340756 |
0.003600 |
0.001324 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.50 |
2.00% |
$0.04 / 3,116 |
$0.05 / 4,286 |
11 / 5,222 |
114.726394% |
0.144883 |
-0.002361 |
0.195535 |
0.002066 |
0.000409 |
|
724 |
Legs |
11/17(53) |
CALL |
2.50 / 5.00 |
$25 / $225 / 0.11 |
65.47% / $12.03 / 5.35% / 37.69% |
74.74% / $2.75 |
$0.25 / $0.29 / $0.04 / 1,633 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.50 |
34.53% |
$0.29 / 1,633 |
$0.31 / 110 |
678 / 2,125 |
103.104809% |
0.539542 |
-0.004163 |
0.340756 |
0.003600 |
0.001324 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.00 |
0.94% |
$0.03 / 5 |
$0.04 / 4,832 |
0 / 2,237 |
120.464672% |
0.102722 |
-0.001852 |
0.153619 |
0.001623 |
0.000295 |
|
763 |
Legs |
11/17(53) |
CALL |
2.50 / 5.50 |
$26 / $274 / 0.10 |
65.47% / $14.52 / 5.30% / 37.30% |
75.07% / $2.76 |
$0.26 / $0.29 / $0.03 / 1,619 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.50 |
34.53% |
$0.29 / 1,633 |
$0.31 / 110 |
678 / 2,125 |
103.104809% |
0.539542 |
-0.004163 |
0.340756 |
0.003600 |
0.001324 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.50 |
0.44% |
$0.02 / 2,817 |
$0.03 / 1,619 |
3 / 818 |
122.843253% |
0.072980 |
-0.001434 |
0.118999 |
0.001257 |
0.000212 |
|
569 |
Legs |
11/17(53) |
CALL |
2.50 / 4.00 |
$22 / $128 / 0.17 |
65.47% / $3.97 / 3.10% / 20.61% |
73.74% / $2.72 |
$0.22 / $0.29 / $0.07 / 1,564 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.50 |
34.53% |
$0.29 / 1,633 |
$0.31 / 110 |
678 / 2,125 |
103.104809% |
0.539542 |
-0.004163 |
0.340756 |
0.003600 |
0.001324 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.00 |
4.26% |
$0.06 / 3,612 |
$0.07 / 1,564 |
86 / 2,165 |
110.438467% |
0.204230 |
-0.002942 |
0.243339 |
0.002571 |
0.000565 |
|
225 |
Legs |
10/20(25) |
PUT |
2.00 / 0.50 |
$6 / $144 / 0.04 |
73.25% / $2.25 / 1.56% / 20.48% |
76.15% / $1.94 |
$0.06 / $0.08 / $0.02 / 352 |
|
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 |
2.00 |
26.75% |
$0.08 / 1,644 |
$0.10 / 1,023 |
430 / 1,576 |
86.388087% |
-0.283993 |
-0.004752 |
0.407867 |
0.002193 |
-0.000661 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
0.50 |
0.75% |
0 / 0 |
$0.02 / 352 |
0 / 1 |
332.593070% |
-0.000005 |
0.000000 |
0.000030 |
0.000000 |
0.000000 |
|
|
571 |
|
09/29(4) |
CALL |
37.00 / 40.00 |
$15 / $285 / 0.05 |
71.33% / $5.84 / 2.05% / 134.50% |
74.46% / $37.15 |
$0.15 / $0.25 / $0.10 / 4,046 |
93 / 87.63% / 18 |
5 |
Legs |
Vertical |
Bearish |
$36.44 (+0.30%) / 5.76M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
37.00 |
28.67% |
$0.25 / 4,046 |
$0.35 / 8,047 |
17 / 23 |
29.701467% |
0.367863 |
-0.053826 |
0.165548 |
0.020155 |
0.002793 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
40.00 |
0.86% |
$0.05 / 3 |
$0.10 / 4,148 |
1 / 38 |
45.682195% |
0.057550 |
-0.016437 |
0.050663 |
0.006168 |
0.000444 |
|
887 |
Legs |
12/15(81) |
CALL |
42.00 / 48.00 |
$30 / $570 / 0.05 |
86.46% / $4.61 / 0.81% / 3.38% |
87.51% / $42.30 |
$0.30 / $0.80 / $0.50 / 2,490 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
42.00 |
13.54% |
$0.80 / 2,490 |
$0.90 / 3,835 |
31 / 51 |
38.079631% |
0.265807 |
-0.014358 |
0.044049 |
0.056981 |
0.019840 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
48.00 |
2.12% |
$0.40 / 5 |
$0.50 / 6,428 |
1 / 20 |
46.054218% |
0.101275 |
-0.007761 |
0.023829 |
0.030825 |
0.007759 |
|
550 |
Legs |
09/29(4) |
CALL |
37.00 / 39.50 |
$15 / $235 / 0.06 |
71.33% / $2.38 / 1.01% / 52.60% |
74.46% / $37.15 |
$0.15 / $0.25 / $0.10 / 2,480 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
37.00 |
28.67% |
$0.25 / 4,046 |
$0.35 / 8,047 |
17 / 23 |
29.701467% |
0.367863 |
-0.053826 |
0.165548 |
0.020155 |
0.002793 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
39.50 |
1.83% |
$0.05 / 687 |
$0.10 / 2,480 |
0 / 2 |
41.319688% |
0.084429 |
-0.022078 |
0.068035 |
0.008283 |
0.000650 |
|
901 |
Legs |
09/29(4) |
CALL |
36.50 / 39.50 |
$30 / $270 / 0.11 |
59.68% / $7.96 / 2.95% / 238.61% |
66.87% / $36.80 |
$0.30 / $0.40 / $0.10 / 2,251 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
36.50 |
40.32% |
$0.40 / 2,251 |
$0.50 / 7,626 |
65 / 208 |
28.660134% |
0.451647 |
-0.056592 |
0.173936 |
0.021176 |
0.003414 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
39.50 |
1.83% |
$0.05 / 687 |
$0.10 / 2,480 |
0 / 2 |
41.319688% |
0.084429 |
-0.022078 |
0.068035 |
0.008283 |
0.000650 |
|
370 |
Legs |
10/20(25) |
CALL |
39.00 / 43.00 |
$20 / $380 / 0.05 |
82.74% / $4.35 / 1.14% / 14.63% |
84.26% / $39.20 |
$0.20 / $0.40 / $0.20 / 1,005 |
|
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 |
39.00 |
17.26% |
$0.40 / 5,415 |
$0.50 / 4,707 |
1 / 53 |
34.274285% |
0.284089 |
-0.025448 |
0.078136 |
0.034484 |
0.007585 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
43.00 |
1.72% |
$0.10 / 3,666 |
$0.20 / 1,005 |
0 / 6 |
42.084564% |
0.083090 |
-0.011473 |
0.035289 |
0.015574 |
0.002262 |
|
477 |
Legs |
10/20(25) |
CALL |
39.50 / 43.00 |
$15 / $335 / 0.05 |
86.36% / $2.49 / 0.74% / 9.31% |
87.33% / $39.65 |
$0.15 / $0.35 / $0.20 / 1,005 |
|
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 |
39.50 |
13.64% |
$0.35 / 3,169 |
$0.45 / 6,515 |
1 / 3 |
35.769360% |
0.249241 |
-0.023815 |
0.073141 |
0.032280 |
0.006675 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
43.00 |
1.72% |
$0.10 / 3,666 |
$0.20 / 1,005 |
0 / 6 |
42.084564% |
0.083090 |
-0.011473 |
0.035289 |
0.015574 |
0.002262 |
|
|
828 |
|
12/15(81) |
CALL |
13.00 / 19.00 |
$30 / $570 / 0.05 |
81.85% / $13.90 / 2.44% / 10.46% |
84.03% / $13.30 |
$0.30 / $0.50 / $0.20 / 4,014 |
39 / 67.73% / 39 |
5 |
Legs |
Vertical |
Bearish |
$10.6707 (+0.19%) / 1.93M |
|
|
|
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 |
13.00 |
18.15% |
$0.50 / 4,014 |
$0.60 / 2,325 |
0 / 20 |
64.385883% |
0.357392 |
-0.008626 |
0.092573 |
0.018921 |
0.006937 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
19.00 |
0.96% |
$0.10 / 3,540 |
$0.20 / 8,067 |
0 / 4 |
79.709041% |
0.086284 |
-0.003678 |
0.039204 |
0.008013 |
0.001805 |
|
795 |
Legs |
12/15(81) |
CALL |
13.00 / 17.00 |
$25 / $375 / 0.07 |
81.85% / $2.16 / 0.58% / 2.40% |
83.69% / $13.25 |
$0.25 / $0.50 / $0.25 / 3,963 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
13.00 |
18.15% |
$0.50 / 4,014 |
$0.60 / 2,325 |
0 / 20 |
64.385883% |
0.357392 |
-0.008626 |
0.092573 |
0.018921 |
0.006937 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.00 |
2.73% |
$0.15 / 4,398 |
$0.25 / 3,963 |
0 / 1 |
73.690446% |
0.142098 |
-0.005245 |
0.055970 |
0.011440 |
0.002921 |
|
783 |
Legs |
12/15(81) |
CALL |
12.00 / 17.00 |
$45 / $455 / 0.10 |
72.83% / $9.19 / 2.02% / 8.61% |
77.24% / $12.45 |
$0.45 / $0.70 / $0.25 / 3,647 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.00 |
27.17% |
$0.70 / 3,647 |
$0.80 / 2,526 |
0 / 53 |
62.119850% |
0.438194 |
-0.009066 |
0.097590 |
0.019946 |
0.008318 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.00 |
2.73% |
$0.15 / 4,398 |
$0.25 / 3,963 |
0 / 1 |
73.690446% |
0.142098 |
-0.005245 |
0.055970 |
0.011440 |
0.002921 |
|
956 |
Legs |
12/15(81) |
CALL |
11.00 / 16.00 |
$70 / $430 / 0.16 |
61.01% / $5.36 / 1.25% / 5.25% |
69.58% / $11.70 |
$0.70 / $1.00 / $0.30 / 1,810 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
11.00 |
38.99% |
$1.00 / 1,810 |
$1.10 / 2,638 |
0 / 28 |
60.455657% |
0.528729 |
-0.009085 |
0.098236 |
0.020078 |
0.009761 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
16.00 |
4.52% |
$0.20 / 4,029 |
$0.30 / 4,512 |
0 / 2 |
71.493202% |
0.181066 |
-0.006135 |
0.065529 |
0.013393 |
0.003681 |
|
968 |
Legs |
12/15(81) |
CALL |
11.00 / 17.00 |
$75 / $525 / 0.14 |
61.01% / $17.18 / 3.27% / 14.22% |
70.14% / $11.75 |
$0.75 / $1.00 / $0.25 / 1,810 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
11.00 |
38.99% |
$1.00 / 1,810 |
$1.10 / 2,638 |
0 / 28 |
60.455657% |
0.528729 |
-0.009085 |
0.098236 |
0.020078 |
0.009761 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.00 |
2.73% |
$0.15 / 4,398 |
$0.25 / 3,963 |
0 / 1 |
73.690446% |
0.142098 |
-0.005245 |
0.055970 |
0.011440 |
0.002921 |
|
544 |
Legs |
10/20(25) |
CALL |
11.00 / 14.00 |
$35 / $265 / 0.13 |
62.93% / $6.95 / 2.62% / 36.46% |
70.32% / $11.35 |
$0.35 / $0.45 / $0.10 / 797 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
11.00 |
37.07% |
$0.45 / 961 |
$0.55 / 6,845 |
53 / 1,097 |
56.706471% |
0.472111 |
-0.015896 |
0.169629 |
0.011829 |
0.003372 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
14.00 |
2.89% |
$0.05 / 3,179 |
$0.10 / 797 |
1 / 2 |
68.006477% |
0.123223 |
-0.008191 |
0.087064 |
0.006071 |
0.000932 |
|
|
35 |
|
10/20(25) |
PUT |
7.00 / 5.50 |
$22 / $128 / 0.17 |
69.51% / $1.17 / 0.91% / 11.50% |
74.93% / $6.78 |
$0.22 / $0.26 / $0.04 / 3,979 |
37 / 27.42% / 86 |
5 |
Legs |
Vertical |
Bullish |
$7.57 (-4.78%) / 38.74M |
|
Earnings: 11/07 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
7.00 |
30.49% |
$0.26 / 6,603 |
$0.27 / 3,522 |
13,219 / 27,658 |
60.652043% |
-0.331011 |
-0.010883 |
0.201493 |
0.007691 |
-0.002336 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.50 |
6.22% |
$0.03 / 4,617 |
$0.04 / 3,979 |
46 / 5,399 |
73.065545% |
-0.074148 |
-0.004276 |
0.077979 |
0.002976 |
-0.000496 |
|
415 |
Legs |
10/06(11) |
CALL |
8.00 / 9.50 |
$13 / $137 / 0.10 |
71.19% / $3.31 / 2.41% / 72.66% |
75.64% / $8.13 |
$0.13 / $0.17 / $0.04 / 3,950 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
8.00 |
28.81% |
$0.17 / 5,365 |
$0.18 / 3,687 |
1,286 / 747 |
57.178692% |
0.397809 |
-0.016975 |
0.298082 |
0.005885 |
0.001094 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
9.50 |
2.24% |
$0.03 / 63 |
$0.04 / 3,950 |
470 / 1,992 |
74.532661% |
0.104156 |
-0.007889 |
0.139680 |
0.002758 |
0.000297 |
|
72 |
Legs |
10/20(25) |
PUT |
7.00 / 4.00 |
$23 / $277 / 0.08 |
69.51% / $11.54 / 4.17% / 63.22% |
75.16% / $6.77 |
$0.23 / $0.26 / $0.03 / 3,718 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
7.00 |
30.49% |
$0.26 / 6,603 |
$0.27 / 3,522 |
13,219 / 27,658 |
60.652043% |
-0.331011 |
-0.010883 |
0.201493 |
0.007691 |
-0.002336 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
4.00 |
0.79% |
$0.01 / 94 |
$0.03 / 3,718 |
2 / 8,635 |
118.739918% |
-0.002741 |
-0.000259 |
0.004687 |
0.000179 |
-0.000018 |
|
387 |
Legs |
10/20(25) |
PUT |
6.50 / 4.00 |
$10 / $240 / 0.04 |
80.85% / $4.37 / 1.82% / 24.15% |
82.70% / $6.40 |
$0.10 / $0.13 / $0.03 / 3,718 |
|
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 |
6.50 |
19.15% |
$0.13 / 3,754 |
$0.14 / 82 |
335 / 72 |
62.748524% |
-0.227527 |
-0.009117 |
0.167717 |
0.006402 |
-0.001573 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
4.00 |
0.79% |
$0.01 / 94 |
$0.03 / 3,718 |
2 / 8,635 |
118.739918% |
-0.002741 |
-0.000259 |
0.004687 |
0.000179 |
-0.000018 |
|
287 |
Legs |
10/27(32) |
CALL |
8.00 / 10.50 |
$29 / $221 / 0.13 |
65.46% / $5.52 / 2.50% / 26.99% |
72.22% / $8.29 |
$0.29 / $0.36 / $0.07 / 3,441 |
|
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 |
8.00 |
34.54% |
$0.36 / 5,251 |
$0.41 / 621 |
781 / 357 |
59.470948% |
0.468257 |
-0.011437 |
0.198345 |
0.009398 |
0.002864 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
10.50 |
3.14% |
$0.05 / 1 |
$0.07 / 3,441 |
135 / 531 |
70.553125% |
0.135610 |
-0.006177 |
0.108624 |
0.005147 |
0.000885 |
|
12 |
Legs |
11/17(53) |
PUT |
7.00 / 6.00 |
$29 / $71 / 0.41 |
66.86% / $1.57 / 2.21% / 14.34% |
72.14% / $6.71 |
$0.29 / $0.51 / $0.22 / 2,930 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
7.00 |
33.14% |
$0.51 / 2,930 |
$0.52 / 239 |
650 / 20,342 |
67.905903% |
-0.342901 |
-0.007725 |
0.145704 |
0.010931 |
-0.005127 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
17.48% |
$0.21 / 8,110 |
$0.22 / 3,122 |
312 / 137 |
71.651786% |
-0.193699 |
-0.005855 |
0.108839 |
0.008165 |
-0.002776 |
|
|
838 |
|
12/15(81) |
CALL |
29.00 / 35.00 |
$35 / $565 / 0.06 |
83.49% / $6.91 / 1.22% / 5.15% |
85.09% / $29.35 |
$0.35 / $0.80 / $0.45 / 3,862 |
88 / 73.57% / 30 |
5 |
Legs |
Vertical |
Bearish |
$24.98 (+0.89%) / 4.93M |
|
|
|
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 |
29.00 |
16.51% |
$0.80 / 3,862 |
$0.90 / 3,590 |
0 / 275 |
46.770419% |
0.309309 |
-0.013178 |
0.055361 |
0.041771 |
0.015190 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
2.18% |
$0.35 / 2,860 |
$0.45 / 5,352 |
0 / 66 |
57.197656% |
0.109824 |
-0.007032 |
0.029568 |
0.022310 |
0.005603 |
|
729 |
Legs |
12/15(81) |
CALL |
28.00 / 34.00 |
$45 / $555 / 0.08 |
78.19% / $3.48 / 0.63% / 2.61% |
80.71% / $28.45 |
$0.45 / $0.95 / $0.50 / 3,842 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
28.00 |
21.81% |
$0.95 / 3,842 |
$1.05 / 2,794 |
0 / 63 |
44.932486% |
0.358722 |
-0.013962 |
0.058650 |
0.044252 |
0.017456 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
34.00 |
3.16% |
$0.40 / 3,153 |
$0.50 / 4,609 |
0 / 41 |
55.786839% |
0.132448 |
-0.008022 |
0.033727 |
0.025448 |
0.006725 |
|
896 |
Legs |
12/15(81) |
CALL |
30.00 / 35.00 |
$25 / $475 / 0.05 |
87.74% / $4.00 / 0.84% / 3.52% |
88.65% / $30.25 |
$0.25 / $0.70 / $0.45 / 2,950 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
12.26% |
$0.70 / 2,950 |
$0.80 / 5,847 |
0 / 188 |
49.101496% |
0.264603 |
-0.012243 |
0.051439 |
0.038812 |
0.013101 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
2.18% |
$0.35 / 2,860 |
$0.45 / 5,352 |
0 / 66 |
57.197656% |
0.109824 |
-0.007032 |
0.029568 |
0.022310 |
0.005603 |
|
907 |
Legs |
12/15(81) |
CALL |
30.00 / 40.00 |
$40 / $960 / 0.04 |
87.74% / $29.58 / 3.08% / 13.35% |
89.17% / $30.40 |
$0.40 / $0.70 / $0.30 / 2,371 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
30.00 |
12.26% |
$0.70 / 2,950 |
$0.80 / 5,847 |
0 / 188 |
49.101496% |
0.264603 |
-0.012243 |
0.051439 |
0.038812 |
0.013101 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
0.29% |
$0.25 / 136 |
$0.30 / 2,371 |
0 / 84 |
65.543479% |
0.040381 |
-0.003252 |
0.013681 |
0.010323 |
0.002099 |
|
913 |
Legs |
09/29(4) |
CALL |
25.00 / 27.50 |
$20 / $230 / 0.09 |
60.65% / $2.90 / 1.26% / 69.33% |
66.24% / $25.20 |
$0.20 / $0.30 / $0.10 / 1,595 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
25.00 |
39.35% |
$0.30 / 3,933 |
$0.40 / 1,862 |
95 / 168 |
34.109408% |
0.449505 |
-0.048324 |
0.203405 |
0.014444 |
0.002293 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
27.50 |
2.03% |
$0.05 / 415 |
$0.10 / 1,595 |
10 / 18 |
52.652670% |
0.090810 |
-0.019921 |
0.084061 |
0.005969 |
0.000474 |
|
921 |
Legs |
09/29(4) |
CALL |
25.00 / 28.00 |
$20 / $280 / 0.07 |
60.65% / $7.28 / 2.60% / 193.95% |
66.24% / $25.20 |
$0.20 / $0.30 / $0.10 / 1,412 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
25.00 |
39.35% |
$0.30 / 3,933 |
$0.40 / 1,862 |
95 / 168 |
34.109408% |
0.449505 |
-0.048324 |
0.203405 |
0.014444 |
0.002293 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
28.00 |
0.85% |
0 / 0 |
$0.10 / 1,412 |
0 / 22 |
63.330770% |
0.058866 |
-0.014298 |
0.060347 |
0.004285 |
0.000308 |
|
|
701 |
|
10/20(25) |
CALL |
11.00 / 13.00 |
$10 / $190 / 0.05 |
61.02% / $5.78 / 3.04% / 43.23% |
66.81% / $11.10 |
$0.10 / $0.15 / $0.05 / 3,709 |
51 / 25.77% / 34 |
1 |
Legs |
Vertical |
Bearish |
$10.90 (+0.09%) / 29.73M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
11.00 |
38.98% |
$0.15 / 3,709 |
$0.20 / 3,559 |
217 / 7,669 |
19.952709% |
0.445837 |
-0.006217 |
0.434032 |
0.012040 |
0.003608 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
13.00 |
0.08% |
0 / 0 |
$0.05 / 4,590 |
0 / 2,179 |
44.660629% |
0.016719 |
-0.000653 |
0.045741 |
0.001269 |
0.000140 |
|
744 |
Legs |
11/17(53) |
CALL |
11.00 / 13.00 |
$20 / $180 / 0.11 |
58.44% / $7.13 / 3.96% / 26.92% |
66.72% / $11.20 |
$0.20 / $0.25 / $0.05 / 616 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
11.00 |
41.56% |
$0.25 / 5,289 |
$0.35 / 7,627 |
3 / 83 |
21.463594% |
0.472442 |
-0.004451 |
0.310784 |
0.016944 |
0.007315 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
13.00 |
1.24% |
0 / 0 |
$0.05 / 616 |
2 / 17 |
31.749829% |
0.068576 |
-0.001482 |
0.103643 |
0.005651 |
0.001103 |
|
|
384 |
|
10/20(25) |
CALL |
24.00 / 27.00 |
$19 / $281 / 0.07 |
86.78% / $0.20 / 0.07% / 0.86% |
87.73% / $24.19 |
$0.19 / $0.42 / $0.23 / 3,610 |
90 / 66.60% / 23 |
5 |
Legs |
Vertical |
Bearish |
$20.43 (-0.24%) / 133.89M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
24.00 |
13.22% |
$0.42 / 3,610 |
$0.43 / 2,238 |
194 / 3,023 |
69.735680% |
0.275491 |
-0.028473 |
0.066979 |
0.018885 |
0.003805 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
27.00 |
3.60% |
$0.22 / 447 |
$0.23 / 8,022 |
605 / 1,559 |
79.481521% |
0.142022 |
-0.019203 |
0.045107 |
0.012718 |
0.002009 |
|
199 |
Legs |
10/20(25) |
CALL |
23.00 / 27.00 |
$32 / $368 / 0.09 |
80.76% / $2.74 / 0.75% / 9.33% |
82.88% / $23.32 |
$0.32 / $0.55 / $0.23 / 3,373 |
|
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 |
23.00 |
19.24% |
$0.55 / 3,373 |
$0.57 / 3,653 |
2,188 / 5,347 |
67.094105% |
0.335507 |
-0.031044 |
0.073081 |
0.020605 |
0.004585 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
27.00 |
3.60% |
$0.22 / 447 |
$0.23 / 8,022 |
605 / 1,559 |
79.481521% |
0.142022 |
-0.019203 |
0.045107 |
0.012718 |
0.002009 |
|
516 |
Legs |
10/20(25) |
CALL |
24.50 / 30.00 |
$23 / $527 / 0.04 |
89.17% / $12.53 / 2.38% / 32.58% |
90.14% / $24.73 |
$0.23 / $0.37 / $0.14 / 3,175 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
24.50 |
10.83% |
$0.37 / 4,204 |
$0.39 / 4,205 |
17 / 58 |
71.555696% |
0.248437 |
-0.027016 |
0.063530 |
0.017912 |
0.003447 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
0.80% |
$0.13 / 3,372 |
$0.14 / 3,175 |
327 / 6,282 |
88.105646% |
0.067276 |
-0.011139 |
0.026145 |
0.007371 |
0.000968 |
|
642 |
Legs |
09/29(4) |
PUT |
19.50 / 17.00 |
$31 / $219 / 0.14 |
64.66% / $0.44 / 0.20% / 8.81% |
70.69% / $19.19 |
$0.31 / $0.33 / $0.02 / 3,150 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
19.50 |
35.34% |
$0.33 / 3,150 |
$0.35 / 3,956 |
3,606 / 1,349 |
49.991902% |
-0.382579 |
-0.062234 |
0.145863 |
0.011345 |
-0.001851 |
NASDAQ / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
17.00 |
4.79% |
$0.01 / 115 |
$0.02 / 7,132 |
148 / 1,255 |
57.465380% |
-0.087978 |
-0.026073 |
0.061070 |
0.004750 |
-0.000412 |
|
597 |
Legs |
09/29(4) |
CALL |
21.50 / 23.50 |
$16 / $184 / 0.09 |
78.99% / $1.20 / 0.65% / 31.41% |
81.33% / $21.66 |
$0.16 / $0.24 / $0.08 / 3,066 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
21.50 |
21.01% |
$0.24 / 3,066 |
$0.25 / 3,764 |
3,045 / 3,030 |
61.309103% |
0.324874 |
-0.058647 |
0.137592 |
0.010702 |
0.001318 |
NASDAQ / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
23.50 |
3.50% |
$0.07 / 3,656 |
$0.08 / 3,921 |
208 / 1,207 |
72.838815% |
0.127600 |
-0.034069 |
0.079869 |
0.006212 |
0.000528 |
|
625 |
Legs |
09/29(4) |
CALL |
21.50 / 24.00 |
$17 / $233 / 0.07 |
78.99% / $4.57 / 1.96% / 125.98% |
81.47% / $21.67 |
$0.17 / $0.24 / $0.07 / 3,066 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
21.50 |
21.01% |
$0.24 / 3,066 |
$0.25 / 3,764 |
3,045 / 3,030 |
61.309103% |
0.324874 |
-0.058647 |
0.137592 |
0.010702 |
0.001318 |
NASDAQ / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
24.00 |
2.02% |
$0.06 / 3,148 |
$0.07 / 7,357 |
244 / 1,283 |
77.553380% |
0.096859 |
-0.027974 |
0.065574 |
0.005100 |
0.000402 |
|
|
948 |
|
12/15(81) |
CALL |
5.00 / 10.00 |
$30 / $470 / 0.06 |
75.04% / $1.05 / 0.22% / 0.93% |
78.37% / $5.30 |
$0.30 / $0.45 / $0.15 / 3,550 |
37 / 23.24% / 85 |
2 |
Legs |
Vertical |
Bearish |
$3.92 (-3.45%) / 6.23M |
|
Earnings: 12/13 |
|
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 |
5.00 |
24.96% |
$0.45 / 5,640 |
$0.50 / 20 |
16 / 1,480 |
103.264156% |
0.538096 |
-0.007250 |
0.130759 |
0.007618 |
0.002903 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
2.44% |
$0.10 / 38 |
$0.15 / 3,550 |
1 / 3,200 |
130.176891% |
0.208517 |
-0.005198 |
0.094500 |
0.005505 |
0.001326 |
|
965 |
Legs |
12/15(81) |
CALL |
5.00 / 12.50 |
$35 / $715 / 0.05 |
75.04% / $14.27 / 2.00% / 8.50% |
78.88% / $5.35 |
$0.35 / $0.45 / $0.10 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
24.96% |
$0.45 / 5,640 |
$0.50 / 20 |
16 / 1,480 |
103.264156% |
0.538096 |
-0.007250 |
0.130759 |
0.007618 |
0.002903 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
12.50 |
0.85% |
$0.05 / 1,255 |
$0.10 / 14 |
0 / 1,838 |
135.788894% |
0.134876 |
-0.003924 |
0.071445 |
0.004162 |
0.000890 |
|
346 |
Legs |
10/20(25) |
CALL |
5.00 / 7.50 |
$10 / $240 / 0.04 |
81.11% / $1.57 / 0.66% / 8.16% |
82.78% / $5.10 |
$0.10 / $0.15 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
5.00 |
18.89% |
$0.15 / 1 |
$0.20 / 6,718 |
715 / 4,233 |
106.770442% |
0.388661 |
-0.011868 |
0.216073 |
0.004295 |
0.000922 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.50 |
1.44% |
0 / 0 |
$0.05 / 626 |
190 / 4,588 |
140.310024% |
0.116756 |
-0.006048 |
0.110602 |
0.002198 |
0.000301 |
|
|
68 |
|
11/17(53) |
PUT |
7.50 / 5.00 |
$34 / $216 / 0.16 |
72.43% / $0.13 / 0.06% / 0.37% |
76.80% / $7.16 |
$0.34 / $0.41 / $0.07 / 3,518 |
37 / 26.27% / 95 |
5 |
Legs |
Vertical |
Bullish |
$8.60 (+1.78%) / 36.25M |
|
Earnings: 11/09 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
7.50 |
27.57% |
$0.41 / 3,957 |
$0.42 / 1,686 |
137 / 18,634 |
67.639843% |
-0.291574 |
-0.009006 |
0.109853 |
0.011547 |
-0.004975 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
6.64% |
$0.06 / 516 |
$0.07 / 3,518 |
17 / 4,952 |
90.337077% |
-0.049065 |
-0.002723 |
0.032521 |
0.003419 |
-0.000768 |
|
336 |
Legs |
10/06(11) |
PUT |
8.00 / 6.00 |
$16 / $184 / 0.09 |
70.24% / $4.33 / 2.35% / 70.42% |
74.74% / $7.84 |
$0.16 / $0.19 / $0.03 / 2,761 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
8.00 |
29.76% |
$0.19 / 6,042 |
$0.20 / 544 |
121 / 709 |
61.072322% |
-0.331585 |
-0.018981 |
0.226419 |
0.006263 |
-0.001320 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
6.00 |
1.92% |
$0.02 / 2 |
$0.03 / 2,761 |
0 / 133 |
100.745008% |
-0.024757 |
-0.003068 |
0.036173 |
0.001001 |
-0.000093 |
|
490 |
Legs |
11/17(53) |
CALL |
11.00 / 15.00 |
$17 / $383 / 0.04 |
86.38% / $7.03 / 1.84% / 11.81% |
87.64% / $11.17 |
$0.17 / $0.25 / $0.08 / 2,498 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
11.00 |
13.62% |
$0.25 / 3,833 |
$0.26 / 280 |
862 / 12,655 |
68.670117% |
0.310247 |
-0.009936 |
0.112973 |
0.011875 |
0.003315 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
15.00 |
1.06% |
$0.07 / 664 |
$0.08 / 2,498 |
714 / 15,468 |
84.957191% |
0.090032 |
-0.004533 |
0.051997 |
0.005466 |
0.001020 |
|
591 |
Legs |
10/20(25) |
PUT |
8.50 / 6.00 |
$51 / $199 / 0.26 |
54.81% / $3.59 / 1.80% / 23.94% |
66.99% / $7.99 |
$0.51 / $0.56 / $0.05 / 2,233 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
8.50 |
45.19% |
$0.56 / 2,233 |
$0.57 / 50 |
940 / 2,079 |
61.886986% |
-0.439827 |
-0.014577 |
0.177000 |
0.009466 |
-0.003660 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
6.00 |
6.28% |
$0.04 / 1,588 |
$0.05 / 4,706 |
26 / 425 |
82.164371% |
-0.069112 |
-0.005025 |
0.059668 |
0.003191 |
-0.000528 |
|
85 |
Legs |
10/27(32) |
CALL |
9.50 / 12.50 |
$24 / $276 / 0.09 |
73.15% / $4.63 / 1.68% / 17.52% |
77.04% / $9.74 |
$0.24 / $0.34 / $0.10 / 1,976 |
|
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 |
9.50 |
26.85% |
$0.34 / 6,085 |
$0.36 / 1,728 |
86 / 733 |
64.456129% |
0.415176 |
-0.013805 |
0.157047 |
0.010426 |
0.002859 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
12.50 |
2.46% |
$0.06 / 1,569 |
$0.10 / 1,976 |
18 / 322 |
81.403345% |
0.123938 |
-0.007171 |
0.082424 |
0.005472 |
0.000907 |
|
754 |
Legs |
11/17(53) |
CALL |
9.00 / 15.00 |
$61 / $539 / 0.11 |
62.39% / $26.38 / 4.89% / 34.10% |
71.61% / $9.61 |
$0.61 / $0.69 / $0.08 / 1,915 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
9.00 |
37.61% |
$0.69 / 1,915 |
$0.70 / 676 |
1,070 / 19,484 |
64.574302% |
0.520668 |
-0.011337 |
0.127535 |
0.013406 |
0.005252 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
15.00 |
1.06% |
$0.07 / 664 |
$0.08 / 2,498 |
714 / 15,468 |
84.957191% |
0.090032 |
-0.004533 |
0.051997 |
0.005466 |
0.001020 |
|
|
699 |
|
09/29(4) |
PUT |
16.50 / 13.00 |
$19 / $331 / 0.06 |
79.33% / $6.01 / 1.82% / 112.89% |
81.55% / $16.31 |
$0.19 / $0.21 / $0.02 / 3,330 |
74 / 66.48% / 86 |
5 |
Legs |
Vertical |
Bullish |
$17.84 (+2.41%) / 65.38M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
16.50 |
20.67% |
$0.21 / 3,593 |
$0.22 / 5 |
298 / 2,455 |
77.519594% |
-0.256887 |
-0.063123 |
0.101967 |
0.008680 |
-0.001141 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
13.00 |
1.43% |
$0.01 / 5,599 |
$0.02 / 3,330 |
365 / 1,176 |
107.448283% |
-0.021443 |
-0.010102 |
0.016247 |
0.001383 |
-0.000091 |
|
806 |
Legs |
09/29(4) |
PUT |
16.00 / 13.00 |
$12 / $288 / 0.04 |
84.80% / $2.53 / 0.88% / 44.36% |
85.94% / $15.88 |
$0.12 / $0.14 / $0.02 / 3,330 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
16.00 |
15.20% |
$0.14 / 5,097 |
$0.15 / 2,228 |
675 / 2,847 |
80.770962% |
-0.203260 |
-0.055409 |
0.089422 |
0.007612 |
-0.000896 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
13.00 |
1.43% |
$0.01 / 5,599 |
$0.02 / 3,330 |
365 / 1,176 |
107.448283% |
-0.021443 |
-0.010102 |
0.016247 |
0.001383 |
-0.000091 |
|
659 |
Legs |
09/29(4) |
CALL |
19.00 / 22.00 |
$37 / $263 / 0.14 |
66.31% / $0.97 / 0.37% / 16.81% |
72.04% / $19.37 |
$0.37 / $0.41 / $0.04 / 2,237 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
19.00 |
33.69% |
$0.41 / 3,135 |
$0.42 / 716 |
5,373 / 1,151 |
67.874966% |
0.436775 |
-0.078534 |
0.124601 |
0.010607 |
0.001538 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
22.00 |
4.83% |
$0.03 / 471 |
$0.04 / 2,237 |
269 / 1,884 |
73.049788% |
0.158004 |
-0.047946 |
0.076337 |
0.006498 |
0.000577 |
|
601 |
Legs |
09/29(4) |
PUT |
17.50 / 14.50 |
$41 / $259 / 0.16 |
64.84% / $1.68 / 0.65% / 31.26% |
71.32% / $17.09 |
$0.41 / $0.46 / $0.05 / 1,771 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
17.50 |
35.16% |
$0.46 / 1,833 |
$0.48 / 219 |
1,466 / 1,461 |
73.415880% |
-0.376604 |
-0.074175 |
0.120106 |
0.010224 |
-0.001702 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
14.50 |
5.16% |
$0.04 / 1,320 |
$0.05 / 1,771 |
730 / 458 |
92.757126% |
-0.081287 |
-0.029555 |
0.047599 |
0.004052 |
-0.000352 |
|
1 |
Legs |
11/17(53) |
PUT |
16.00 / 13.00 |
$75 / $225 / 0.33 |
70.25% / $0.55 / 0.24% / 1.51% |
73.99% / $15.25 |
$0.75 / $1.28 / $0.53 / 1,326 |
|
Underlying |
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 |
16.00 |
29.75% |
$1.28 / 1,326 |
$1.32 / 2,378 |
133 / 2,269 |
85.036041% |
-0.300708 |
-0.024908 |
0.041225 |
0.025004 |
-0.011836 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
13.00 |
16.99% |
$0.51 / 1,038 |
$0.53 / 2,968 |
65 / 1,846 |
92.643106% |
-0.166080 |
-0.018009 |
0.029532 |
0.017912 |
-0.006183 |
|
15 |
Legs |
11/17(53) |
PUT |
16.00 / 11.00 |
$102 / $398 / 0.26 |
70.25% / $1.04 / 0.26% / 1.61% |
75.24% / $14.98 |
$1.02 / $1.28 / $0.26 / 1,326 |
|
Underlying |
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 |
16.00 |
29.75% |
$1.28 / 1,326 |
$1.32 / 2,378 |
133 / 2,269 |
85.036041% |
-0.300708 |
-0.024908 |
0.041225 |
0.025004 |
-0.011836 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
11.00 |
11.36% |
$0.25 / 6 |
$0.26 / 2,334 |
23 / 2,433 |
100.024443% |
-0.091795 |
-0.011963 |
0.019524 |
0.011842 |
-0.003299 |
|
|
145 |
|
10/20(25) |
PUT |
32.50 / 27.00 |
$41 / $509 / 0.08 |
74.73% / $13.86 / 2.72% / 38.03% |
78.28% / $32.09 |
$0.41 / $0.45 / $0.04 / 3,210 |
46 / 23.62% / 51 |
5 |
Legs |
Vertical |
Bullish |
$34.20 (-1.30%) / 29.24M |
|
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) |
10/20/2023 (M) |
PUT |
32.50 |
25.27% |
$0.45 / 3,633 |
$0.46 / 52 |
225 / 685 |
32.865688% |
-0.299827 |
-0.027607 |
0.072711 |
0.033806 |
-0.009003 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
27.00 |
1.70% |
$0.03 / 1,900 |
$0.04 / 3,210 |
1 / 4,628 |
44.716625% |
-0.031145 |
-0.005681 |
0.014688 |
0.006829 |
-0.000903 |
|
533 |
Legs |
11/17(53) |
PUT |
29.00 / 23.00 |
$32 / $568 / 0.06 |
88.47% / $14.74 / 2.59% / 17.03% |
89.57% / $28.68 |
$0.32 / $0.38 / $0.06 / 2,962 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
29.00 |
11.53% |
$0.38 / 3,084 |
$0.39 / 1,076 |
24 / 2,452 |
42.611580% |
-0.153278 |
-0.013361 |
0.035287 |
0.032247 |
-0.009178 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
23.00 |
1.30% |
$0.05 / 779 |
$0.06 / 2,962 |
0 / 2,373 |
53.124026% |
-0.013321 |
-0.001965 |
0.005103 |
0.004663 |
-0.000770 |
|
134 |
Legs |
10/20(25) |
PUT |
32.50 / 28.00 |
$39 / $411 / 0.10 |
74.73% / $5.74 / 1.40% / 18.10% |
78.12% / $32.11 |
$0.39 / $0.45 / $0.06 / 2,829 |
|
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 |
32.50 |
25.27% |
$0.45 / 3,633 |
$0.46 / 52 |
225 / 685 |
32.865688% |
-0.299827 |
-0.027607 |
0.072711 |
0.033806 |
-0.009003 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
28.00 |
3.07% |
$0.05 / 4 |
$0.06 / 2,829 |
9 / 8,670 |
42.247040% |
-0.054636 |
-0.008937 |
0.023157 |
0.010766 |
-0.001591 |
|
610 |
Legs |
11/17(53) |
PUT |
28.00 / 23.00 |
$21 / $479 / 0.04 |
91.63% / $8.29 / 1.73% / 11.11% |
92.19% / $27.79 |
$0.21 / $0.27 / $0.06 / 2,616 |
|
Underlying |
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 |
28.00 |
8.37% |
$0.27 / 2,616 |
$0.28 / 1,022 |
7 / 3,670 |
43.855775% |
-0.114444 |
-0.010969 |
0.028861 |
0.026374 |
-0.006806 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
23.00 |
1.30% |
$0.05 / 779 |
$0.06 / 2,962 |
0 / 2,373 |
53.124026% |
-0.013321 |
-0.001965 |
0.005103 |
0.004663 |
-0.000770 |
|
509 |
Legs |
10/20(25) |
PUT |
31.00 / 27.00 |
$16 / $384 / 0.04 |
86.07% / $1.95 / 0.51% / 6.27% |
87.01% / $30.84 |
$0.16 / $0.20 / $0.04 / 2,470 |
|
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 |
31.00 |
13.93% |
$0.20 / 2,470 |
$0.21 / 343 |
536 / 22,557 |
34.633719% |
-0.193193 |
-0.021933 |
0.057357 |
0.026667 |
-0.005733 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
27.00 |
1.70% |
$0.03 / 1,900 |
$0.04 / 3,210 |
1 / 4,628 |
44.716625% |
-0.031145 |
-0.005681 |
0.014688 |
0.006829 |
-0.000903 |
|
52 |
Legs |
10/20(25) |
PUT |
33.00 / 28.00 |
$52 / $448 / 0.12 |
69.95% / $10.15 / 2.27% / 30.86% |
74.91% / $32.48 |
$0.52 / $0.58 / $0.06 / 2,444 |
|
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 |
33.00 |
30.05% |
$0.58 / 2,444 |
$0.59 / 467 |
2,165 / 8,717 |
32.425581% |
-0.339202 |
-0.028986 |
0.076571 |
0.035601 |
-0.010230 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
28.00 |
3.07% |
$0.05 / 4 |
$0.06 / 2,829 |
9 / 8,670 |
42.247040% |
-0.054636 |
-0.008937 |
0.023157 |
0.010766 |
-0.001591 |
|
|
899 |
|
11/17(53) |
CALL |
9.00 / 12.00 |
$25 / $275 / 0.09 |
56.31% / $11.09 / 4.03% / 27.48% |
65.08% / $9.25 |
$0.25 / $0.35 / $0.10 / 3,185 |
8 / 10.95% / 81 |
4 |
Legs |
Vertical |
Bearish |
$8.85 (-0.23%) / 1.2M |
|
|
|
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 |
9.00 |
43.69% |
$0.35 / 3,185 |
$0.45 / 247 |
9 / 690 |
32.106193% |
0.506082 |
-0.005776 |
0.263554 |
0.013918 |
0.006112 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
12.00 |
0.53% |
0 / 0 |
$0.10 / 3,456 |
0 / 1,710 |
57.215583% |
0.048137 |
-0.001377 |
0.066111 |
0.003491 |
0.000619 |
|
930 |
Legs |
11/17(53) |
CALL |
9.00 / 13.00 |
$20 / $380 / 0.05 |
56.31% / $10.77 / 2.84% / 18.73% |
63.39% / $9.20 |
$0.20 / $0.35 / $0.15 / 3,185 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
9.00 |
43.69% |
$0.35 / 3,185 |
$0.45 / 247 |
9 / 690 |
32.106193% |
0.506082 |
-0.005776 |
0.263554 |
0.013918 |
0.006112 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
13.00 |
0.06% |
0 / 0 |
$0.15 / 3,527 |
0 / 2,120 |
75.102018% |
0.016577 |
-0.000565 |
0.027264 |
0.001440 |
0.000215 |
|
834 |
Legs |
11/17(53) |
CALL |
9.00 / 11.00 |
$25 / $175 / 0.14 |
56.31% / $2.49 / 1.42% / 9.07% |
65.08% / $9.25 |
$0.25 / $0.35 / $0.10 / 2,947 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
9.00 |
43.69% |
$0.35 / 3,185 |
$0.45 / 247 |
9 / 690 |
32.106193% |
0.506082 |
-0.005776 |
0.263554 |
0.013918 |
0.006112 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
11.00 |
3.34% |
$0.05 / 15 |
$0.10 / 2,947 |
1 / 1,614 |
41.629906% |
0.123937 |
-0.002840 |
0.135209 |
0.007140 |
0.001574 |
|
769 |
Legs |
10/20(25) |
CALL |
9.00 / 11.00 |
$15 / $185 / 0.08 |
58.86% / $6.96 / 3.76% / 55.76% |
66.21% / $9.15 |
$0.15 / $0.20 / $0.05 / 420 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
9.00 |
41.14% |
$0.20 / 4,274 |
$0.30 / 2,490 |
7 / 315 |
31.404832% |
0.473799 |
-0.007878 |
0.368759 |
0.009908 |
0.003031 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
11.00 |
0.49% |
0 / 0 |
$0.05 / 420 |
0 / 859 |
53.397057% |
0.043896 |
-0.001775 |
0.086067 |
0.002312 |
0.000293 |
|
818 |
Legs |
10/20(25) |
CALL |
9.00 / 12.00 |
$15 / $285 / 0.05 |
58.86% / $8.74 / 3.07% / 43.67% |
66.21% / $9.15 |
$0.15 / $0.20 / $0.05 / 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 |
9.00 |
41.14% |
$0.20 / 4,274 |
$0.30 / 2,490 |
7 / 315 |
31.404832% |
0.473799 |
-0.007878 |
0.368759 |
0.009908 |
0.003031 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
12.00 |
0.02% |
0 / 0 |
$0.05 / 3 |
0 / 3 |
68.719102% |
0.007784 |
-0.000406 |
0.019822 |
0.000533 |
0.000052 |
|
|
529 |
|
10/20(25) |
PUT |
26.50 / 24.00 |
$10 / $240 / 0.04 |
87.13% / $1.64 / 0.68% / 8.54% |
87.99% / $26.40 |
$0.10 / $0.14 / $0.04 / 3,095 |
32 / 41.28% / 34 |
5 |
Legs |
Vertical |
Bullish |
$28.94 (+0.10%) / 15.05M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
26.50 |
12.87% |
$0.14 / 3,543 |
$0.16 / 1,951 |
32 / 8 |
28.994849% |
-0.188717 |
-0.014282 |
0.085169 |
0.022037 |
-0.004615 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
24.00 |
1.63% |
$0.03 / 2,887 |
$0.04 / 3,095 |
3 / 300 |
36.684483% |
-0.036991 |
-0.004327 |
0.025489 |
0.006595 |
-0.000889 |
|
124 |
Legs |
10/20(25) |
PUT |
27.50 / 25.00 |
$24 / $226 / 0.11 |
76.06% / $1.89 / 0.84% / 10.52% |
79.14% / $27.26 |
$0.24 / $0.30 / $0.06 / 2,148 |
|
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 |
27.50 |
23.94% |
$0.30 / 2,148 |
$0.32 / 1,314 |
23 / 221 |
27.412613% |
-0.292960 |
-0.018027 |
0.108374 |
0.028041 |
-0.007230 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
25.00 |
4.05% |
$0.05 / 4,993 |
$0.06 / 2,360 |
179 / 3,368 |
32.755005% |
-0.078646 |
-0.007823 |
0.046261 |
0.011970 |
-0.001902 |
|
152 |
Legs |
10/20(25) |
PUT |
27.50 / 24.50 |
$25 / $275 / 0.09 |
76.06% / $5.57 / 2.02% / 27.19% |
79.26% / $27.25 |
$0.25 / $0.30 / $0.05 / 2,148 |
|
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 |
27.50 |
23.94% |
$0.30 / 2,148 |
$0.32 / 1,314 |
23 / 221 |
27.412613% |
-0.292960 |
-0.018027 |
0.108374 |
0.028041 |
-0.007230 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
24.50 |
2.61% |
$0.04 / 697 |
$0.05 / 2,879 |
0 / 4 |
34.911205% |
-0.054957 |
-0.005938 |
0.035046 |
0.009068 |
-0.001325 |
|
482 |
Legs |
11/17(53) |
PUT |
26.00 / 20.00 |
$24 / $576 / 0.04 |
84.13% / $14.93 / 2.59% / 17.01% |
85.76% / $25.76 |
$0.24 / $0.27 / $0.03 / 1,891 |
|
Underlying |
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 |
26.00 |
15.87% |
$0.27 / 2,303 |
$0.28 / 239 |
19 / 2,569 |
29.308499% |
-0.209751 |
-0.010657 |
0.064708 |
0.032909 |
-0.010371 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
0.46% |
0 / 0 |
$0.03 / 1,891 |
0 / 30 |
45.809972% |
-0.005963 |
-0.000644 |
0.003802 |
0.001934 |
-0.000283 |
|
476 |
Legs |
10/20(25) |
CALL |
31.50 / 34.50 |
$13 / $287 / 0.05 |
86.77% / $5.58 / 1.94% / 26.01% |
87.89% / $31.63 |
$0.13 / $0.17 / $0.04 / 1,511 |
|
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 |
31.50 |
13.23% |
$0.17 / 2,018 |
$0.19 / 1,287 |
101 / 10,125 |
27.732294% |
0.242982 |
-0.017620 |
0.098626 |
0.025519 |
0.005245 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
34.50 |
1.05% |
$0.03 / 1,330 |
$0.04 / 1,511 |
0 / 6 |
32.792641% |
0.063419 |
-0.006938 |
0.039211 |
0.010146 |
0.001392 |
|
644 |
Legs |
12/15(81) |
PUT |
27.00 / 21.00 |
$56 / $544 / 0.10 |
73.06% / $15.18 / 2.79% / 12.04% |
77.38% / $26.44 |
$0.56 / $0.64 / $0.08 / 1,490 |
|
Underlying |
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 |
27.00 |
26.94% |
$0.64 / 2,031 |
$0.68 / 714 |
97 / 9,628 |
28.147916% |
-0.306898 |
-0.010326 |
0.064557 |
0.048960 |
-0.023443 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
21.00 |
2.47% |
$0.04 / 511 |
$0.08 / 1,490 |
8 / 19 |
37.528138% |
-0.032676 |
-0.002245 |
0.013440 |
0.010193 |
-0.002376 |
|
|
456 |
|
10/20(25) |
CALL |
34.00 / 36.00 |
$11 / $189 / 0.06 |
87.50% / $0.53 / 0.28% / 3.40% |
88.34% / $34.11 |
$0.11 / $0.15 / $0.04 / 3,060 |
46 / 50.32% / 90 |
5 |
Legs |
Vertical |
Bearish |
$31.23 (+0.10%) / 17.87M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
34.00 |
12.50% |
$0.15 / 3,060 |
$0.16 / 17 |
1,032 / 29,557 |
26.588163% |
0.234678 |
-0.017406 |
0.088769 |
0.027025 |
0.005482 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
36.00 |
2.90% |
$0.03 / 11 |
$0.04 / 3,211 |
5 / 28,408 |
27.689146% |
0.107250 |
-0.010598 |
0.053437 |
0.016268 |
0.002533 |
|
298 |
Legs |
10/20(25) |
CALL |
31.50 / 34.50 |
$76 / $224 / 0.34 |
56.12% / $4.68 / 2.09% / 28.14% |
67.91% / $32.26 |
$0.76 / $0.87 / $0.11 / 1,606 |
|
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 |
31.50 |
43.88% |
$0.87 / 1,606 |
$0.88 / 1,006 |
403 / 209 |
28.675959% |
0.486789 |
-0.021862 |
0.114876 |
0.034973 |
0.011127 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
34.50 |
9.00% |
$0.10 / 1,308 |
$0.11 / 1,641 |
35 / 1,176 |
26.640836% |
0.196079 |
-0.015741 |
0.079999 |
0.024355 |
0.004595 |
|
814 |
Legs |
12/15(81) |
CALL |
36.00 / 38.00 |
$17 / $183 / 0.09 |
88.27% / $0.97 / 0.53% / 2.20% |
88.96% / $36.17 |
$0.17 / $0.31 / $0.14 / 1,194 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
36.00 |
11.73% |
$0.31 / 1,194 |
$0.33 / 1,357 |
25,000 / 49,797 |
28.247771% |
0.240188 |
-0.009850 |
0.052208 |
0.046586 |
0.015728 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
38.00 |
5.50% |
$0.12 / 769 |
$0.14 / 1,800 |
53 / 23,546 |
27.672294% |
0.161030 |
-0.007861 |
0.041102 |
0.036676 |
0.010664 |
|
757 |
Legs |
12/15(81) |
CALL |
36.00 / 37.00 |
$10 / $90 / 0.11 |
88.27% / $0.04 / 0.04% / 0.17% |
88.68% / $36.10 |
$0.10 / $0.31 / $0.21 / 1,148 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
36.00 |
11.73% |
$0.31 / 1,194 |
$0.33 / 1,357 |
25,000 / 49,797 |
28.247771% |
0.240188 |
-0.009850 |
0.052208 |
0.046586 |
0.015728 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
37.00 |
8.13% |
$0.20 / 365 |
$0.21 / 1,148 |
190 / 36,990 |
27.874974% |
0.197714 |
-0.008881 |
0.046726 |
0.041695 |
0.013024 |
|
372 |
Legs |
09/29(4) |
CALL |
32.00 / 33.50 |
$17 / $133 / 0.13 |
72.23% / $2.54 / 1.91% / 121.36% |
76.56% / $32.17 |
$0.17 / $0.19 / $0.02 / 1,064 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
32.00 |
27.77% |
$0.19 / 1,064 |
$0.20 / 22 |
328 / 15,411 |
25.115191% |
0.359092 |
-0.041078 |
0.206098 |
0.017309 |
0.002371 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
33.50 |
3.97% |
$0.01 / 3,488 |
$0.02 / 1,590 |
22 / 3,353 |
24.991398% |
0.124632 |
-0.022837 |
0.113340 |
0.009519 |
0.000831 |
|
449 |
Legs |
09/29(4) |
CALL |
32.00 / 34.00 |
$18 / $182 / 0.10 |
72.23% / $7.06 / 3.88% / 394.13% |
76.80% / $32.18 |
$0.18 / $0.19 / $0.01 / 1,064 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
32.00 |
27.77% |
$0.19 / 1,064 |
$0.20 / 22 |
328 / 15,411 |
25.115191% |
0.359092 |
-0.041078 |
0.206098 |
0.017309 |
0.002371 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
34.00 |
1.65% |
0 / 0 |
$0.01 / 1,650 |
39 / 38,546 |
27.523532% |
0.079548 |
-0.016492 |
0.081681 |
0.006860 |
0.000532 |
|
|
327 |
|
11/17(53) |
CALL |
12.00 / 16.00 |
$25 / $375 / 0.07 |
83.43% / $0.30 / 0.08% / 0.50% |
84.96% / $12.25 |
$0.25 / $0.55 / $0.30 / 2,905 |
39 / 14.34% / 92 |
5 |
Legs |
Vertical |
Bearish |
$9.20 (-0.54%) / 2.54M |
|
Earnings: 11/09 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
12.00 |
16.57% |
$0.55 / 3,075 |
$0.65 / 5 |
0 / 470 |
98.479923% |
0.369445 |
-0.014423 |
0.088557 |
0.013653 |
0.003948 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
16.00 |
3.18% |
$0.15 / 3,142 |
$0.30 / 2,905 |
0 / 374 |
106.604396% |
0.170712 |
-0.009640 |
0.059541 |
0.009180 |
0.001942 |
|
342 |
Legs |
11/17(53) |
CALL |
12.00 / 17.00 |
$30 / $470 / 0.06 |
83.43% / $7.31 / 1.55% / 9.94% |
85.25% / $12.30 |
$0.30 / $0.55 / $0.25 / 1,804 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
12.00 |
16.57% |
$0.55 / 3,075 |
$0.65 / 5 |
0 / 470 |
98.479923% |
0.369445 |
-0.014423 |
0.088557 |
0.013653 |
0.003948 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
17.00 |
2.06% |
$0.10 / 6 |
$0.25 / 1,804 |
0 / 103 |
107.455932% |
0.139716 |
-0.008437 |
0.052158 |
0.008041 |
0.001606 |
|
184 |
Legs |
11/17(53) |
CALL |
11.00 / 15.00 |
$45 / $355 / 0.13 |
75.93% / $3.91 / 1.10% / 6.96% |
79.60% / $11.45 |
$0.45 / $0.80 / $0.35 / 1,777 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
11.00 |
24.07% |
$0.80 / 1,777 |
$0.90 / 654 |
6 / 545 |
100.429941% |
0.441804 |
-0.015123 |
0.092618 |
0.014279 |
0.004610 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
15.00 |
4.88% |
$0.20 / 3,626 |
$0.35 / 2,840 |
2 / 1,227 |
103.923635% |
0.208193 |
-0.010906 |
0.067286 |
0.010374 |
0.002340 |
|
241 |
Legs |
11/17(53) |
CALL |
11.00 / 16.00 |
$50 / $450 / 0.11 |
75.93% / $11.46 / 2.55% / 16.70% |
79.97% / $11.50 |
$0.50 / $0.80 / $0.30 / 1,777 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
11.00 |
24.07% |
$0.80 / 1,777 |
$0.90 / 654 |
6 / 545 |
100.429941% |
0.441804 |
-0.015123 |
0.092618 |
0.014279 |
0.004610 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
16.00 |
3.18% |
$0.15 / 3,142 |
$0.30 / 2,905 |
0 / 374 |
106.604396% |
0.170712 |
-0.009640 |
0.059541 |
0.009180 |
0.001942 |
|
284 |
Legs |
11/17(53) |
CALL |
11.00 / 17.00 |
$55 / $545 / 0.10 |
75.93% / $20.10 / 3.69% / 24.91% |
80.35% / $11.55 |
$0.55 / $0.80 / $0.25 / 1,777 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
11.00 |
24.07% |
$0.80 / 1,777 |
$0.90 / 654 |
6 / 545 |
100.429941% |
0.441804 |
-0.015123 |
0.092618 |
0.014279 |
0.004610 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
17.00 |
2.06% |
$0.10 / 6 |
$0.25 / 1,804 |
0 / 103 |
107.455932% |
0.139716 |
-0.008437 |
0.052158 |
0.008041 |
0.001606 |
|
915 |
Legs |
09/29(4) |
CALL |
9.50 / 12.00 |
$10 / $240 / 0.04 |
64.17% / $1.72 / 0.72% / 35.07% |
67.41% / $9.60 |
$0.10 / $0.20 / $0.10 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
9.50 |
35.83% |
$0.20 / 1,801 |
$0.30 / 923 |
288 / 52 |
71.729616% |
0.452555 |
-0.039981 |
0.248116 |
0.005369 |
0.000800 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
12.00 |
0.98% |
0 / 0 |
$0.10 / 48 |
0 / 110 |
140.570871% |
0.072303 |
-0.013811 |
0.086218 |
0.001866 |
0.000135 |
|
|
251 |
|
10/20(25) |
CALL |
17.00 / 22.00 |
$40 / $460 / 0.09 |
69.95% / $7.28 / 1.58% / 20.73% |
74.39% / $17.40 |
$0.40 / $0.60 / $0.20 / 2,862 |
88 / 76.79% / 36 |
3 |
Legs |
Vertical |
Bearish |
$16.04 (-0.25%) / 5.83M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
17.00 |
30.05% |
$0.60 / 2,862 |
$0.70 / 3,038 |
29 / 476 |
64.037940% |
0.428512 |
-0.026804 |
0.098506 |
0.017371 |
0.004493 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
22.00 |
2.33% |
$0.10 / 2,935 |
$0.20 / 5,350 |
32 / 297 |
83.307087% |
0.115137 |
-0.013305 |
0.048832 |
0.008611 |
0.001280 |
|
262 |
Legs |
10/20(25) |
CALL |
17.00 / 23.00 |
$45 / $555 / 0.08 |
69.95% / $17.68 / 3.19% / 45.69% |
74.91% / $17.45 |
$0.45 / $0.60 / $0.15 / 2,164 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
17.00 |
30.05% |
$0.60 / 2,862 |
$0.70 / 3,038 |
29 / 476 |
64.037940% |
0.428512 |
-0.026804 |
0.098506 |
0.017371 |
0.004493 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
23.00 |
1.25% |
$0.05 / 3,111 |
$0.15 / 2,164 |
0 / 13 |
83.428278% |
0.084482 |
-0.010611 |
0.038941 |
0.006867 |
0.000946 |
|
306 |
Legs |
10/20(25) |
CALL |
18.00 / 23.00 |
$25 / $475 / 0.05 |
80.18% / $8.63 / 1.82% / 24.12% |
82.29% / $18.25 |
$0.25 / $0.40 / $0.15 / 2,164 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
18.00 |
19.82% |
$0.40 / 3,511 |
$0.50 / 3,111 |
5 / 376 |
67.447106% |
0.342364 |
-0.025115 |
0.092249 |
0.016268 |
0.003649 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
23.00 |
1.25% |
$0.05 / 3,111 |
$0.15 / 2,164 |
0 / 13 |
83.428278% |
0.084482 |
-0.010611 |
0.038941 |
0.006867 |
0.000946 |
|
332 |
Legs |
10/20(25) |
CALL |
18.00 / 24.00 |
$25 / $575 / 0.04 |
80.18% / $12.67 / 2.20% / 29.90% |
82.29% / $18.25 |
$0.25 / $0.40 / $0.15 / 1,812 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
18.00 |
19.82% |
$0.40 / 3,511 |
$0.50 / 3,111 |
5 / 376 |
67.447106% |
0.342364 |
-0.025115 |
0.092249 |
0.016268 |
0.003649 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
24.00 |
0.65% |
0 / 0 |
$0.15 / 1,812 |
0 / 177 |
98.549147% |
0.061298 |
-0.008299 |
0.030456 |
0.005371 |
0.000690 |
|
|
809 |
|
11/17(53) |
CALL |
4.00 / 10.00 |
$30 / $570 / 0.05 |
73.37% / $5.69 / 1.00% / 6.29% |
77.24% / $4.30 |
$0.30 / $0.50 / $0.20 / 2,735 |
74 / 30.98% / 90 |
5 |
Legs |
Vertical |
Bearish |
$3.4101 (-0.29%) / 17.94M |
|
|
|
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 |
4.00 |
26.63% |
$0.50 / 3,341 |
$0.60 / 1,387 |
115 / 888 |
153.799748% |
0.575874 |
-0.009606 |
0.142000 |
0.005062 |
0.001595 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
10.00 |
1.47% |
$0.10 / 4,306 |
$0.20 / 2,735 |
71 / 121 |
199.170656% |
0.185433 |
-0.006519 |
0.096907 |
0.003454 |
0.000637 |
|
641 |
Legs |
10/06(11) |
PUT |
3.00 / 0.50 |
$10 / $240 / 0.04 |
66.32% / $0.24 / 0.10% / 2.33% |
69.65% / $2.90 |
$0.10 / $0.15 / $0.05 / 2,494 |
|
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 |
3.00 |
33.68% |
$0.15 / 3,379 |
$0.25 / 1,062 |
2 / 92 |
124.504318% |
-0.337301 |
-0.017042 |
0.258140 |
0.002421 |
-0.000622 |
BATS / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
0.50 |
1.36% |
0 / 0 |
$0.05 / 2,494 |
0 / 3 |
649.490826% |
-0.000003 |
-0.000001 |
0.000009 |
0.000000 |
0.000000 |
|
18 |
Legs |
11/17(53) |
PUT |
3.00 / 2.00 |
$35 / $65 / 0.54 |
67.07% / $5.85 / 9.00% / 69.78% |
72.63% / $2.65 |
$0.35 / $0.50 / $0.15 / 2,279 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
3.00 |
32.93% |
$0.50 / 3,345 |
$0.60 / 1,127 |
83 / 565 |
140.495089% |
-0.297233 |
-0.008147 |
0.125515 |
0.004474 |
-0.002894 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
19.39% |
$0.05 / 2,734 |
$0.15 / 2,279 |
15 / 291 |
124.135361% |
-0.155523 |
-0.005672 |
0.086576 |
0.003086 |
-0.001342 |
|
926 |
Legs |
10/06(11) |
CALL |
3.50 / 6.00 |
$15 / $235 / 0.06 |
64.45% / $2.77 / 1.18% / 30.80% |
69.53% / $3.65 |
$0.15 / $0.25 / $0.10 / 2,054 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
3.50 |
35.55% |
$0.25 / 2,054 |
$0.35 / 829 |
117 / 221 |
150.077606% |
0.525365 |
-0.018935 |
0.281354 |
0.002639 |
0.000511 |
BATS / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
6.00 |
1.48% |
$0.05 / 10 |
$0.10 / 4,479 |
501 / 2,140 |
218.999907% |
0.118621 |
-0.009399 |
0.140216 |
0.001315 |
0.000131 |
|
872 |
Legs |
10/20(25) |
CALL |
3.50 / 7.00 |
$25 / $325 / 0.08 |
64.17% / $2.19 / 0.67% / 8.40% |
70.11% / $3.75 |
$0.25 / $0.40 / $0.15 / 1,929 |
|
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 |
3.50 |
35.83% |
$0.40 / 1,929 |
$0.50 / 717 |
43 / 151 |
148.257153% |
0.576873 |
-0.013430 |
0.198982 |
0.003609 |
0.000947 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.00 |
2.18% |
$0.05 / 3,756 |
$0.15 / 2,055 |
1 / 419 |
196.744628% |
0.169014 |
-0.008604 |
0.128132 |
0.002324 |
0.000329 |
|
10 |
Legs |
11/17 (53) - 12/15 |
PUT |
3.00 / 2.00 |
$30 / $70 / 0.43 |
67.07% / $3.33 / 4.75% / 33.01% |
71.89% / $2.70 |
$0.30 / $0.50 / $0.20 / 1,422 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
3.00 |
32.93% |
$0.50 / 3,345 |
$0.60 / 1,127 |
83 / 565 |
140.495089% |
-0.297233 |
-0.008147 |
0.125515 |
0.004474 |
-0.002894 |
BATS / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.00 |
20.31% |
$0.15 / 10 |
$0.20 / 1,422 |
44 / 164 |
126.410433% |
-0.158021 |
-0.004656 |
0.071644 |
0.003808 |
-0.002355 |
|
|
631 |
|
10/20(25) |
PUT |
162.00 / 158.00 |
$16 / $384 / 0.04 |
94.66% / $2.57 / 0.67% / 8.32% |
94.82% / $161.84 |
$0.16 / $0.46 / $0.30 / 2,624 |
90 / 80.02% / 23 |
5 |
Legs |
Vertical |
Bullish |
$176.97 (-0.06%) / 23.17M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
162.00 |
5.34% |
$0.46 / 2,624 |
$0.47 / 552 |
357 / 2,582 |
24.569699% |
-0.107301 |
-0.042372 |
0.013351 |
0.092367 |
-0.015716 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
158.00 |
2.32% |
$0.29 / 10 |
$0.30 / 3,568 |
73 / 690 |
26.586247% |
-0.059172 |
-0.027182 |
0.008518 |
0.058931 |
-0.008632 |
|
577 |
Legs |
10/20(25) |
PUT |
164.00 / 158.00 |
$29 / $571 / 0.05 |
92.23% / $5.96 / 1.04% / 13.26% |
92.63% / $163.71 |
$0.29 / $0.59 / $0.30 / 1,933 |
|
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 |
164.00 |
7.77% |
$0.59 / 1,933 |
$0.60 / 509 |
964 / 8,224 |
23.650872% |
-0.139270 |
-0.050708 |
0.016031 |
0.110905 |
-0.020445 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
158.00 |
2.32% |
$0.29 / 10 |
$0.30 / 3,568 |
73 / 690 |
26.586247% |
-0.059172 |
-0.027182 |
0.008518 |
0.058931 |
-0.008632 |
|
778 |
Legs |
10/06(11) |
PUT |
168.00 / 163.00 |
$24 / $476 / 0.05 |
91.85% / $7.17 / 1.51% / 40.86% |
92.34% / $167.76 |
$0.24 / $0.43 / $0.19 / 1,822 |
|
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 |
168.00 |
8.15% |
$0.43 / 3,811 |
$0.44 / 300 |
176 / 298 |
22.942047% |
-0.151647 |
-0.075540 |
0.023608 |
0.084480 |
-0.011391 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
163.00 |
1.89% |
$0.18 / 968 |
$0.19 / 1,822 |
11 / 2 |
25.965659% |
-0.058391 |
-0.037773 |
0.011723 |
0.041948 |
-0.004363 |
|
602 |
Legs |
10/20(25) |
PUT |
163.00 / 158.00 |
$22 / $478 / 0.05 |
93.54% / $4.00 / 0.84% / 10.51% |
93.80% / $162.78 |
$0.22 / $0.52 / $0.30 / 1,810 |
|
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 |
163.00 |
6.46% |
$0.52 / 1,810 |
$0.53 / 579 |
464 / 3,189 |
24.099254% |
-0.122604 |
-0.046512 |
0.014679 |
0.101555 |
-0.017977 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
158.00 |
2.32% |
$0.29 / 10 |
$0.30 / 3,568 |
73 / 690 |
26.586247% |
-0.059172 |
-0.027182 |
0.008518 |
0.058931 |
-0.008632 |
|
794 |
Legs |
10/06(11) |
PUT |
167.50 / 163.00 |
$20 / $430 / 0.05 |
92.85% / $5.50 / 1.28% / 33.82% |
93.21% / $167.30 |
$0.20 / $0.39 / $0.19 / 1,563 |
|
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 |
167.50 |
7.15% |
$0.39 / 1,563 |
$0.40 / 104 |
6 / 645 |
23.188077% |
-0.139500 |
-0.071477 |
0.022319 |
0.079867 |
-0.010472 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
163.00 |
1.89% |
$0.18 / 968 |
$0.19 / 1,822 |
11 / 2 |
25.965659% |
-0.058391 |
-0.037773 |
0.011723 |
0.041948 |
-0.004363 |
|
598 |
Legs |
11/17(53) |
PUT |
158.00 / 154.00 |
$22 / $378 / 0.06 |
92.83% / $0.13 / 0.03% / 0.21% |
93.03% / $157.78 |
$0.22 / $0.80 / $0.58 / 1,506 |
|
Underlying |
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 |
158.00 |
7.17% |
$0.80 / 1,506 |
$0.82 / 2,619 |
20 / 251 |
24.643836% |
-0.122444 |
-0.032547 |
0.010457 |
0.142197 |
-0.035859 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
154.00 |
4.21% |
$0.57 / 2,043 |
$0.58 / 1,798 |
379 / 745 |
26.090737% |
-0.081144 |
-0.024267 |
0.007746 |
0.105326 |
-0.023657 |
|
|
90 |
|
10/27(32) |
CALL |
13.50 / 15.50 |
$13 / $187 / 0.07 |
78.27% / $4.12 / 2.21% / 23.54% |
80.91% / $13.63 |
$0.13 / $0.17 / $0.04 / 2,622 |
50 / 51.88% / 60 |
5 |
Legs |
Vertical |
Bearish |
$12.43 (+1.89%) / 65.21M |
|
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) |
10/27/2023 (W) |
CALL |
13.50 |
21.73% |
$0.17 / 2,622 |
$0.22 / 3,616 |
189 / 2,726 |
33.967761% |
0.330181 |
-0.009215 |
0.195230 |
0.014208 |
0.003711 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
15.50 |
1.69% |
$0.01 / 1,856 |
$0.04 / 2,726 |
102 / 82 |
38.208386% |
0.084895 |
-0.003976 |
0.083928 |
0.006108 |
0.000982 |
|
282 |
Legs |
10/06(11) |
CALL |
13.00 / 14.00 |
$10 / $90 / 0.11 |
72.58% / $0.37 / 0.41% / 9.76% |
76.32% / $13.10 |
$0.10 / $0.14 / $0.04 / 2,375 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
13.00 |
27.42% |
$0.14 / 2,375 |
$0.15 / 3,683 |
2,405 / 13,356 |
32.223199% |
0.364722 |
-0.014882 |
0.314240 |
0.009529 |
0.001761 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
14.00 |
4.22% |
$0.03 / 1,152 |
$0.04 / 2,850 |
151 / 784 |
38.495102% |
0.130859 |
-0.008437 |
0.177833 |
0.005392 |
0.000643 |
|
64 |
Legs |
10/20(25) |
PUT |
12.00 / 10.50 |
$17 / $133 / 0.13 |
68.75% / $0.09 / 0.07% / 0.80% |
73.54% / $11.83 |
$0.17 / $0.21 / $0.04 / 2,194 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
12.00 |
31.25% |
$0.21 / 2,595 |
$0.23 / 3,141 |
32,292 / 55,739 |
31.344373% |
-0.347779 |
-0.010525 |
0.222003 |
0.013015 |
-0.003793 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.50 |
4.77% |
$0.02 / 2,799 |
$0.04 / 2,194 |
27 / 98 |
39.245123% |
-0.081219 |
-0.004298 |
0.090470 |
0.005304 |
-0.000860 |
|
363 |
Legs |
10/06(11) |
CALL |
13.00 / 14.50 |
$11 / $139 / 0.08 |
72.58% / $4.68 / 3.37% / 113.54% |
76.67% / $13.11 |
$0.11 / $0.14 / $0.03 / 1,672 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
13.00 |
27.42% |
$0.14 / 2,375 |
$0.15 / 3,683 |
2,405 / 13,356 |
32.223199% |
0.364722 |
-0.014882 |
0.314240 |
0.009529 |
0.001761 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
14.50 |
1.19% |
$0.02 / 2,821 |
$0.03 / 1,672 |
129 / 310 |
44.063347% |
0.068093 |
-0.005222 |
0.110008 |
0.003336 |
0.000336 |
|
345 |
Legs |
10/27(32) |
CALL |
14.00 / 15.50 |
$6 / $144 / 0.04 |
87.17% / $0.85 / 0.59% / 5.89% |
88.02% / $14.06 |
$0.06 / $0.10 / $0.04 / 1,652 |
|
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 |
14.00 |
12.83% |
$0.10 / 1,652 |
$0.12 / 1 |
57 / 1,062 |
34.291044% |
0.246676 |
-0.008043 |
0.170162 |
0.012383 |
0.002798 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
15.50 |
1.69% |
$0.01 / 1,856 |
$0.04 / 2,726 |
102 / 82 |
38.208386% |
0.084895 |
-0.003976 |
0.083928 |
0.006108 |
0.000982 |
|
450 |
Legs |
10/06(11) |
PUT |
12.00 / 10.50 |
$10 / $140 / 0.07 |
74.37% / $4.51 / 3.22% / 106.82% |
77.96% / $11.90 |
$0.10 / $0.12 / $0.02 / 1,483 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
12.00 |
25.63% |
$0.12 / 3,597 |
$0.13 / 5,682 |
1,520 / 5,348 |
32.238986% |
-0.309546 |
-0.014009 |
0.294888 |
0.008942 |
-0.001696 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
10.50 |
1.05% |
$0.01 / 1,452 |
$0.02 / 1,483 |
62 / 370 |
47.646152% |
-0.028940 |
-0.002628 |
0.055278 |
0.001676 |
-0.000155 |
|
|
835 |
|
11/17(53) |
CALL |
5.00 / 9.00 |
$20 / $380 / 0.05 |
62.61% / $10.39 / 2.73% / 18.02% |
68.63% / $5.20 |
$0.20 / $0.35 / $0.15 / 2,591 |
43 / 11.91% / 78 |
3 |
Legs |
Vertical |
Bearish |
$4.77 (-4.22%) / 2.33M |
|
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) |
11/17/2023 (M) |
CALL |
5.00 |
37.39% |
$0.35 / 2,591 |
$0.45 / 656 |
18 / 1,852 |
66.679064% |
0.503409 |
-0.005157 |
0.237728 |
0.007456 |
0.002928 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
9.00 |
0.28% |
0 / 0 |
$0.15 / 3,620 |
0 / 200 |
125.667432% |
0.045080 |
-0.001325 |
0.057391 |
0.001800 |
0.000297 |
|
643 |
Legs |
11/17(53) |
CALL |
5.00 / 7.00 |
$25 / $175 / 0.14 |
62.61% / $1.56 / 0.89% / 5.61% |
70.03% / $5.25 |
$0.25 / $0.35 / $0.10 / 1,661 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
5.00 |
37.39% |
$0.35 / 2,591 |
$0.45 / 656 |
18 / 1,852 |
66.679064% |
0.503409 |
-0.005157 |
0.237728 |
0.007456 |
0.002928 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
7.00 |
4.21% |
$0.05 / 5 |
$0.10 / 1,661 |
4 / 1,613 |
74.416676% |
0.167568 |
-0.003440 |
0.151161 |
0.004741 |
0.001061 |
|
654 |
Legs |
10/20(25) |
CALL |
5.00 / 7.00 |
$15 / $185 / 0.08 |
63.24% / $5.66 / 3.06% / 43.53% |
69.57% / $5.15 |
$0.15 / $0.20 / $0.05 / 392 |
|
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 |
5.00 |
36.76% |
$0.20 / 4,101 |
$0.25 / 1 |
154 / 1,589 |
58.207586% |
0.474278 |
-0.007542 |
0.335831 |
0.005359 |
0.001515 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.00 |
1.02% |
0 / 0 |
$0.05 / 392 |
192 / 2,919 |
93.170871% |
0.075416 |
-0.002805 |
0.120653 |
0.001925 |
0.000260 |
|
705 |
Legs |
11/17(53) |
CALL |
5.00 / 8.00 |
$30 / $270 / 0.11 |
62.61% / $12.61 / 4.67% / 32.33% |
71.39% / $5.30 |
$0.30 / $0.35 / $0.05 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
5.00 |
37.39% |
$0.35 / 2,591 |
$0.45 / 656 |
18 / 1,852 |
66.679064% |
0.503409 |
-0.005157 |
0.237728 |
0.007456 |
0.002928 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
8.00 |
1.12% |
0 / 0 |
$0.05 / 11 |
0 / 128 |
83.518064% |
0.088214 |
-0.002218 |
0.096629 |
0.003031 |
0.000571 |
|
|
200 |
|
10/27(32) |
CALL |
13.00 / 15.00 |
$11 / $189 / 0.06 |
82.80% / $0.70 / 0.37% / 3.66% |
84.28% / $13.11 |
$0.11 / $0.23 / $0.12 / 2,463 |
93 / 88.27% / 30 |
5 |
Legs |
Vertical |
Bearish |
$11.63 (+0.61%) / 24.64M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
13.00 |
17.20% |
$0.23 / 2,463 |
$0.27 / 4,339 |
35 / 32 |
51.266545% |
0.303743 |
-0.011202 |
0.150399 |
0.012586 |
0.003042 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
15.00 |
2.48% |
$0.09 / 160 |
$0.12 / 2,666 |
0 / 2 |
62.785323% |
0.110964 |
-0.006079 |
0.081488 |
0.006819 |
0.001144 |
|
156 |
Legs |
10/20(25) |
CALL |
12.50 / 15.00 |
$18 / $232 / 0.08 |
76.73% / $7.12 / 3.07% / 43.73% |
80.05% / $12.68 |
$0.18 / $0.26 / $0.08 / 1,774 |
|
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 |
12.50 |
23.27% |
$0.26 / 1,774 |
$0.28 / 185 |
52 / 125 |
48.643201% |
0.353089 |
-0.013269 |
0.178114 |
0.012007 |
0.002865 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
15.00 |
1.48% |
$0.07 / 383 |
$0.08 / 1,910 |
27 / 416 |
64.458473% |
0.083486 |
-0.005501 |
0.073692 |
0.004968 |
0.000703 |
|
866 |
Legs |
12/15(81) |
PUT |
11.00 / 7.00 |
$56 / $344 / 0.16 |
61.90% / $1.17 / 0.34% / 1.41% |
69.61% / $10.44 |
$0.56 / $0.61 / $0.05 / 1,247 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
11.00 |
38.10% |
$0.61 / 1,247 |
$0.64 / 12 |
111 / 979 |
39.898517% |
-0.379365 |
-0.007757 |
0.106035 |
0.020952 |
-0.012806 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.00 |
5.17% |
0 / 0 |
$0.05 / 2,465 |
0 / 24 |
61.328988% |
-0.039289 |
-0.001767 |
0.023786 |
0.004700 |
-0.001199 |
|
895 |
Legs |
12/15(81) |
PUT |
11.00 / 6.00 |
$55 / $445 / 0.12 |
61.90% / $9.37 / 2.11% / 8.98% |
69.48% / $10.45 |
$0.55 / $0.61 / $0.06 / 1,247 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
11.00 |
38.10% |
$0.61 / 1,247 |
$0.64 / 12 |
111 / 979 |
39.898517% |
-0.379365 |
-0.007757 |
0.106035 |
0.020952 |
-0.012806 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
2.82% |
0 / 0 |
$0.06 / 2,865 |
0 / 90 |
80.269692% |
-0.012060 |
-0.000654 |
0.008791 |
0.001737 |
-0.000361 |
|
542 |
Legs |
11/17(53) |
CALL |
14.00 / 18.00 |
$16 / $384 / 0.04 |
88.48% / $10.78 / 2.81% / 18.53% |
89.67% / $14.16 |
$0.16 / $0.27 / $0.11 / 850 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14.00 |
11.52% |
$0.27 / 4,568 |
$0.29 / 20 |
2 / 8 |
55.668663% |
0.256147 |
-0.008177 |
0.109934 |
0.014567 |
0.003974 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
18.00 |
0.45% |
$0.10 / 88 |
$0.11 / 850 |
0 / 3 |
72.852980% |
0.050228 |
-0.002642 |
0.035421 |
0.004693 |
0.000814 |
|
678 |
Legs |
11/17(53) |
CALL |
12.00 / 18.00 |
$51 / $549 / 0.09 |
62.99% / $27.05 / 4.93% / 34.35% |
71.43% / $12.51 |
$0.51 / $0.62 / $0.11 / 850 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
12.00 |
37.01% |
$0.62 / 2,856 |
$0.65 / 1,793 |
80 / 147 |
46.898095% |
0.479611 |
-0.010043 |
0.135652 |
0.017974 |
0.007132 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
18.00 |
0.45% |
$0.10 / 88 |
$0.11 / 850 |
0 / 3 |
72.852980% |
0.050228 |
-0.002642 |
0.035421 |
0.004693 |
0.000814 |
|
|
576 |
|
11/17(53) |
PUT |
31.00 / 29.00 |
$10 / $190 / 0.05 |
90.42% / $3.14 / 1.65% / 10.58% |
91.09% / $30.90 |
$0.10 / $0.19 / $0.09 / 2,419 |
97 / 97.15% / 99 |
5 |
Legs |
Vertical |
Bullish |
$33.72 (-0.59%) / 41.69M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
31.00 |
9.58% |
$0.19 / 2,419 |
$0.20 / 747 |
83 / 11,692 |
21.793552% |
-0.155428 |
-0.006388 |
0.073338 |
0.031915 |
-0.008651 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
29.00 |
1.81% |
$0.08 / 1,696 |
$0.09 / 3,092 |
29 / 245 |
26.237619% |
-0.043870 |
-0.002532 |
0.028542 |
0.012421 |
-0.002415 |
|
587 |
Legs |
11/17(53) |
PUT |
31.00 / 28.00 |
$12 / $288 / 0.04 |
90.42% / $7.19 / 2.50% / 16.34% |
91.22% / $30.88 |
$0.12 / $0.19 / $0.07 / 1,949 |
|
Underlying |
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 |
31.00 |
9.58% |
$0.19 / 2,419 |
$0.20 / 747 |
83 / 11,692 |
21.793552% |
-0.155428 |
-0.006388 |
0.073338 |
0.031915 |
-0.008651 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
28.00 |
0.67% |
$0.06 / 583 |
$0.07 / 1,949 |
0 / 128 |
29.153712% |
-0.019100 |
-0.001278 |
0.014312 |
0.006228 |
-0.001047 |
|
139 |
Legs |
10/20(25) |
CALL |
35.00 / 37.00 |
$15 / $185 / 0.08 |
74.88% / $0.01 / 0.00% / 0.05% |
77.65% / $35.15 |
$0.15 / $0.17 / $0.02 / 1,406 |
|
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 |
35.00 |
25.12% |
$0.17 / 1,676 |
$0.18 / 603 |
1,530 / 45,059 |
14.089891% |
0.338014 |
-0.015371 |
0.157471 |
0.034865 |
0.008696 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
37.00 |
3.32% |
$0.01 / 1 |
$0.02 / 1,406 |
2 / 31,553 |
15.607728% |
0.109588 |
-0.007749 |
0.080817 |
0.017893 |
0.002854 |
|
508 |
Legs |
10/20(25) |
PUT |
32.00 / 30.00 |
$9 / $191 / 0.05 |
88.35% / $4.44 / 2.32% / 31.72% |
89.36% / $31.91 |
$0.09 / $0.15 / $0.06 / 1,267 |
|
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 |
32.00 |
11.65% |
$0.15 / 1,267 |
$0.16 / 2,533 |
1,454 / 131,128 |
20.724037% |
-0.185938 |
-0.010216 |
0.115379 |
0.025545 |
-0.005197 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
0.98% |
$0.05 / 1,162 |
$0.06 / 1,915 |
40 / 30,697 |
27.246716% |
-0.033261 |
-0.002877 |
0.031939 |
0.007071 |
-0.000920 |
|
518 |
Legs |
10/20(25) |
PUT |
32.00 / 29.50 |
$10 / $240 / 0.04 |
88.35% / $6.71 / 2.80% / 39.22% |
89.46% / $31.90 |
$0.10 / $0.15 / $0.05 / 1,267 |
|
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 |
32.00 |
11.65% |
$0.15 / 1,267 |
$0.16 / 2,533 |
1,454 / 131,128 |
20.724037% |
-0.185938 |
-0.010216 |
0.115379 |
0.025545 |
-0.005197 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
29.50 |
0.45% |
$0.04 / 1,003 |
$0.05 / 2,042 |
0 / 67 |
29.033228% |
-0.018753 |
-0.001785 |
0.019759 |
0.004375 |
-0.000517 |
|
804 |
Legs |
09/29(4) |
PUT |
33.00 / 32.00 |
$4 / $96 / 0.04 |
85.69% / $1.10 / 1.15% / 61.50% |
86.73% / $32.96 |
$0.04 / $0.07 / $0.03 / 1,259 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
33.00 |
14.31% |
$0.07 / 1,259 |
$0.08 / 3,683 |
8,924 / 18,173 |
18.054958% |
-0.225530 |
-0.022289 |
0.246472 |
0.015054 |
-0.001709 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
32.00 |
1.30% |
$0.02 / 1,250 |
$0.03 / 3,254 |
662 / 2,611 |
23.767580% |
-0.053814 |
-0.008189 |
0.089745 |
0.005481 |
-0.000406 |
|
|
512 |
|
12/15(81) |
PUT |
15.00 / 12.00 |
$38 / $262 / 0.15 |
70.03% / $8.62 / 3.29% / 14.30% |
75.75% / $14.62 |
$0.38 / $0.45 / $0.07 / 2,403 |
23 / 35.99% / 69 |
5 |
Legs |
Vertical |
Bullish |
$15.83 (-1.25%) / 13.95M |
|
Earnings: 11/02 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
15.00 |
29.97% |
$0.45 / 2,403 |
$0.46 / 20 |
281 / 8,291 |
29.112858% |
-0.330956 |
-0.005875 |
0.123166 |
0.027714 |
-0.013909 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
12.00 |
3.62% |
$0.06 / 269 |
$0.07 / 3,156 |
0 / 2,760 |
38.255201% |
-0.050045 |
-0.001730 |
0.035149 |
0.007909 |
-0.002007 |
|
852 |
Legs |
12/15(81) |
PUT |
14.00 / 12.00 |
$15 / $185 / 0.08 |
83.47% / $1.19 / 0.64% / 2.69% |
85.03% / $13.85 |
$0.15 / $0.22 / $0.07 / 2,218 |
|
Underlying |
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 |
14.00 |
16.53% |
$0.22 / 2,218 |
$0.23 / 259 |
6 / 10,528 |
30.932196% |
-0.208922 |
-0.004728 |
0.097725 |
0.021989 |
-0.008621 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
12.00 |
3.62% |
$0.06 / 269 |
$0.07 / 3,156 |
0 / 2,760 |
38.255201% |
-0.050045 |
-0.001730 |
0.035149 |
0.007909 |
-0.002007 |
|
395 |
Legs |
12/15(81) |
PUT |
15.00 / 13.00 |
$33 / $167 / 0.20 |
70.03% / $0.19 / 0.11% / 0.47% |
75.04% / $14.67 |
$0.33 / $0.45 / $0.12 / 1,564 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
15.00 |
29.97% |
$0.45 / 2,403 |
$0.46 / 20 |
281 / 8,291 |
29.112858% |
-0.330956 |
-0.005875 |
0.123166 |
0.027714 |
-0.013909 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
13.00 |
8.14% |
$0.11 / 15 |
$0.12 / 1,564 |
5 / 237 |
33.998407% |
-0.112928 |
-0.003186 |
0.065219 |
0.014675 |
-0.004588 |
|
264 |
Legs |
10/20(25) |
PUT |
15.00 / 13.50 |
$10 / $140 / 0.07 |
78.57% / $1.00 / 0.72% / 8.95% |
80.80% / $14.90 |
$0.10 / $0.14 / $0.04 / 1,243 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
21.43% |
$0.14 / 1,243 |
$0.16 / 2,584 |
656 / 2,598 |
27.497669% |
-0.270882 |
-0.009514 |
0.193136 |
0.014827 |
-0.003661 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
13.50 |
2.67% |
$0.02 / 1,746 |
$0.04 / 1,942 |
3 / 1,121 |
35.513689% |
-0.056206 |
-0.003290 |
0.066033 |
0.005069 |
-0.000744 |
|
278 |
Legs |
10/20(25) |
PUT |
15.00 / 13.00 |
$11 / $189 / 0.06 |
78.57% / $4.59 / 2.43% / 33.35% |
81.02% / $14.89 |
$0.11 / $0.14 / $0.03 / 1,243 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
21.43% |
$0.14 / 1,243 |
$0.16 / 2,584 |
656 / 2,598 |
27.497669% |
-0.270882 |
-0.009514 |
0.193136 |
0.014827 |
-0.003661 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
13.00 |
1.10% |
$0.02 / 20 |
$0.03 / 1,535 |
0 / 343 |
40.626679% |
-0.026334 |
-0.001779 |
0.035625 |
0.002735 |
-0.000347 |
|
565 |
Legs |
12/15(81) |
PUT |
15.00 / 11.00 |
$40 / $360 / 0.11 |
70.03% / $17.40 / 4.83% / 21.51% |
76.03% / $14.60 |
$0.40 / $0.45 / $0.05 / 1,036 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
15.00 |
29.97% |
$0.45 / 2,403 |
$0.46 / 20 |
281 / 8,291 |
29.112858% |
-0.330956 |
-0.005875 |
0.123166 |
0.027714 |
-0.013909 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
11.00 |
1.47% |
$0.04 / 20 |
$0.05 / 1,036 |
0 / 3,952 |
44.280960% |
-0.017186 |
-0.000717 |
0.014498 |
0.003262 |
-0.000681 |
|
|
307 |
|
11/17(53) |
PUT |
10.00 / 8.00 |
$10 / $190 / 0.05 |
75.52% / $1.34 / 0.70% / 4.40% |
77.88% / $9.90 |
$0.10 / $0.20 / $0.10 / 2,390 |
49 / 51.31% / 18 |
5 |
Legs |
Vertical |
Bullish |
$10.72 (+0.09%) / 2.01M |
|
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) |
PUT |
10.00 |
24.48% |
$0.20 / 2,590 |
$0.25 / 2,419 |
1 / 501 |
32.689289% |
-0.287925 |
-0.004973 |
0.197329 |
0.014477 |
-0.005370 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
1.71% |
0 / 0 |
$0.10 / 2,390 |
0 / 295 |
59.029536% |
-0.025564 |
-0.000886 |
0.034503 |
0.002531 |
-0.000457 |
|
689 |
Legs |
12/15(81) |
PUT |
10.00 / 7.00 |
$20 / $280 / 0.07 |
72.47% / $8.28 / 2.96% / 12.78% |
76.50% / $9.80 |
$0.20 / $0.30 / $0.10 / 1,112 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
10.00 |
27.53% |
$0.30 / 2,548 |
$0.35 / 2,384 |
0 / 1,392 |
32.998837% |
-0.308754 |
-0.004145 |
0.166570 |
0.018223 |
-0.008825 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.00 |
1.12% |
$0.05 / 121 |
$0.10 / 1,112 |
0 / 896 |
60.634469% |
-0.010195 |
-0.000330 |
0.012859 |
0.001407 |
-0.000274 |
|
629 |
Legs |
11/17(53) |
CALL |
11.00 / 13.00 |
$30 / $170 / 0.18 |
58.95% / $3.41 / 2.00% / 12.96% |
67.95% / $11.30 |
$0.30 / $0.40 / $0.10 / 1,090 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
11.00 |
41.05% |
$0.40 / 1,090 |
$0.45 / 97 |
2 / 316 |
30.327794% |
0.482022 |
-0.006151 |
0.230072 |
0.016879 |
0.007179 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
13.00 |
4.30% |
0 / 0 |
$0.10 / 2,432 |
0 / 769 |
38.863546% |
0.138934 |
-0.003395 |
0.128201 |
0.009405 |
0.002158 |
|
751 |
Legs |
11/17(53) |
CALL |
11.00 / 14.00 |
$30 / $270 / 0.11 |
58.95% / $12.83 / 4.75% / 33.00% |
67.95% / $11.30 |
$0.30 / $0.40 / $0.10 / 1,044 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
11.00 |
41.05% |
$0.40 / 1,090 |
$0.45 / 97 |
2 / 316 |
30.327794% |
0.482022 |
-0.006151 |
0.230072 |
0.016879 |
0.007179 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
14.00 |
0.87% |
0 / 0 |
$0.10 / 1,044 |
0 / 15 |
49.168179% |
0.060914 |
-0.001844 |
0.069825 |
0.005123 |
0.000957 |
|
979 |
Legs |
12/15(81) |
CALL |
11.00 / 15.00 |
$45 / $355 / 0.13 |
57.88% / $20.92 / 5.89% / 26.66% |
68.84% / $11.45 |
$0.45 / $0.55 / $0.10 / 933 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
11.00 |
42.12% |
$0.55 / 2,443 |
$0.65 / 2,461 |
2 / 1,463 |
33.010192% |
0.498943 |
-0.005045 |
0.188116 |
0.020581 |
0.010768 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
15.00 |
0.69% |
0 / 0 |
$0.10 / 933 |
0 / 102 |
47.521016% |
0.056736 |
-0.001430 |
0.054053 |
0.005914 |
0.001312 |
|
716 |
Legs |
12/15(81) |
PUT |
10.00 / 6.00 |
$20 / $380 / 0.05 |
72.47% / $12.33 / 3.25% / 14.09% |
76.50% / $9.80 |
$0.20 / $0.30 / $0.10 / 876 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
10.00 |
27.53% |
$0.30 / 2,548 |
$0.35 / 2,384 |
0 / 1,392 |
32.998837% |
-0.308754 |
-0.004145 |
0.166570 |
0.018223 |
-0.008825 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
0.28% |
0 / 0 |
$0.10 / 876 |
0 / 31 |
83.395275% |
-0.000947 |
-0.000039 |
0.001519 |
0.000166 |
-0.000025 |
|
|
999 |
|
12/15(81) |
CALL |
5.00 / 12.50 |
$30 / $720 / 0.04 |
60.24% / $13.70 / 1.90% / 8.09% |
66.20% / $5.30 |
$0.30 / $0.50 / $0.20 / 2,368 |
9 / 15.32% / 4 |
3 |
Legs |
Vertical |
Bearish |
$4.77 (-0.83%) / 600K |
|
Earnings: 11/09 |
|
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 |
5.00 |
39.76% |
$0.50 / 2,552 |
$0.70 / 22 |
1 / 162 |
70.340360% |
0.582916 |
-0.006038 |
0.154338 |
0.009059 |
0.004330 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
12.50 |
0.30% |
0 / 0 |
$0.20 / 2,368 |
0 / 90 |
142.452628% |
0.062579 |
-0.001862 |
0.048680 |
0.002857 |
0.000568 |
|
995 |
Legs |
12/15(81) |
CALL |
5.00 / 10.00 |
$35 / $465 / 0.08 |
60.24% / $6.18 / 1.33% / 5.60% |
67.13% / $5.35 |
$0.35 / $0.50 / $0.15 / 1,951 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
39.76% |
$0.50 / 2,552 |
$0.70 / 22 |
1 / 162 |
70.340360% |
0.582916 |
-0.006038 |
0.154338 |
0.009059 |
0.004330 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
1.61% |
$0.05 / 13 |
$0.15 / 1,951 |
0 / 285 |
100.349968% |
0.133704 |
-0.003271 |
0.085291 |
0.005006 |
0.001176 |
|
864 |
Legs |
10/20(25) |
CALL |
5.00 / 7.50 |
$15 / $235 / 0.06 |
60.68% / $2.06 / 0.88% / 11.03% |
65.88% / $5.15 |
$0.15 / $0.25 / $0.10 / 161 |
|
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 |
5.00 |
39.32% |
$0.25 / 2,142 |
$0.40 / 557 |
0 / 381 |
72.632660% |
0.515624 |
-0.010397 |
0.269878 |
0.005405 |
0.001561 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.50 |
1.51% |
0 / 0 |
$0.10 / 161 |
0 / 361 |
122.549277% |
0.100066 |
-0.004524 |
0.118870 |
0.002381 |
0.000333 |
|
893 |
Legs |
10/20(25) |
CALL |
5.00 / 10.00 |
$20 / $480 / 0.04 |
60.68% / $11.92 / 2.48% / 34.22% |
67.52% / $5.20 |
$0.20 / $0.25 / $0.05 / 132 |
|
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 |
5.00 |
39.32% |
$0.25 / 2,142 |
$0.40 / 557 |
0 / 381 |
72.632660% |
0.515624 |
-0.010397 |
0.269878 |
0.005405 |
0.001561 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
10.00 |
0.02% |
0 / 0 |
$0.05 / 132 |
0 / 152 |
149.631454% |
0.013278 |
-0.000875 |
0.023081 |
0.000462 |
0.000046 |
|
|
596 |
|
09/29(4) |
PUT |
177.00 / 174.00 |
$21 / $279 / 0.08 |
75.81% / $0.44 / 0.16% / 6.82% |
78.32% / $176.79 |
$0.21 / $0.26 / $0.05 / 2,243 |
8 / 5.69% / 32 |
5 |
Legs |
Vertical |
Bullish |
$178.62 (+0.32%) / 3.64M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
177.00 |
24.19% |
$0.26 / 2,243 |
$0.27 / 404 |
374 / 2,427 |
8.428130% |
-0.313225 |
-0.074527 |
0.096188 |
0.093686 |
-0.012424 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
174.00 |
3.02% |
$0.04 / 2,312 |
$0.05 / 5,164 |
138 / 2,005 |
10.504329% |
-0.094208 |
-0.036560 |
0.045594 |
0.044408 |
-0.003723 |
|
618 |
Legs |
09/29(4) |
PUT |
177.00 / 173.00 |
$22 / $378 / 0.06 |
75.81% / $7.99 / 2.11% / 140.64% |
78.44% / $176.78 |
$0.22 / $0.26 / $0.04 / 2,243 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
177.00 |
24.19% |
$0.26 / 2,243 |
$0.27 / 404 |
374 / 2,427 |
8.428130% |
-0.313225 |
-0.074527 |
0.096188 |
0.093686 |
-0.012424 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
173.00 |
1.17% |
$0.03 / 927 |
$0.04 / 6,715 |
63 / 5,987 |
11.770049% |
-0.055397 |
-0.024515 |
0.030366 |
0.029576 |
-0.002187 |
|
636 |
Legs |
09/29(4) |
PUT |
177.00 / 172.00 |
$23 / $477 / 0.05 |
75.81% / $13.59 / 2.85% / 225.46% |
78.56% / $176.77 |
$0.23 / $0.26 / $0.03 / 2,243 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
177.00 |
24.19% |
$0.26 / 2,243 |
$0.27 / 404 |
374 / 2,427 |
8.428130% |
-0.313225 |
-0.074527 |
0.096188 |
0.093686 |
-0.012424 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
172.00 |
0.40% |
$0.02 / 4,740 |
$0.03 / 5,044 |
28 / 7,119 |
12.781184% |
-0.030354 |
-0.015139 |
0.018649 |
0.018164 |
-0.001198 |
|
358 |
Legs |
11/17(53) |
PUT |
173.00 / 168.00 |
$40 / $460 / 0.09 |
84.28% / $0.86 / 0.19% / 1.15% |
85.60% / $172.60 |
$0.40 / $0.62 / $0.22 / 1,805 |
|
Underlying |
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 |
173.00 |
15.72% |
$0.62 / 2,188 |
$0.63 / 18 |
40 / 3,583 |
10.371054% |
-0.232052 |
-0.020983 |
0.031030 |
0.215339 |
-0.066846 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
168.00 |
4.44% |
$0.21 / 24 |
$0.22 / 1,805 |
14 / 419 |
11.484392% |
-0.103000 |
-0.013112 |
0.018234 |
0.126538 |
-0.029494 |
|
464 |
Legs |
10/20(25) |
PUT |
174.00 / 169.00 |
$24 / $476 / 0.05 |
85.82% / $3.68 / 0.77% / 9.68% |
86.87% / $173.76 |
$0.24 / $0.33 / $0.09 / 1,557 |
|
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 |
174.00 |
14.18% |
$0.33 / 1,557 |
$0.34 / 897 |
51 / 9,251 |
9.768906% |
-0.220131 |
-0.030804 |
0.042226 |
0.149086 |
-0.031949 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
169.00 |
1.98% |
$0.08 / 1,281 |
$0.09 / 8,214 |
58 / 661 |
11.782155% |
-0.065014 |
-0.013863 |
0.018079 |
0.063831 |
-0.009385 |
|
929 |
Legs |
09/29(4) |
CALL |
179.00 / 183.00 |
$65 / $335 / 0.19 |
54.36% / $4.90 / 1.46% / 84.08% |
64.35% / $179.65 |
$0.65 / $0.74 / $0.09 / 1,507 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
179.00 |
45.64% |
$0.74 / 1,507 |
$0.76 / 13 |
1,232 / 1,533 |
8.091497% |
0.476925 |
-0.102167 |
0.108103 |
0.105291 |
0.018371 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
183.00 |
4.60% |
$0.08 / 2,194 |
$0.09 / 3,507 |
124 / 15,055 |
10.574585% |
0.129438 |
-0.051420 |
0.057247 |
0.055758 |
0.005014 |
|
|
181 |
|
10/20(25) |
PUT |
52.00 / 46.00 |
$45 / $555 / 0.08 |
75.44% / $2.89 / 0.52% / 6.43% |
78.28% / $51.55 |
$0.45 / $0.70 / $0.25 / 2,228 |
99 / 91.38% / 92 |
5 |
Legs |
Vertical |
Bullish |
$54.37 (-0.26%) / 2.72M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
52.00 |
24.56% |
$0.70 / 3,348 |
$0.80 / 556 |
2 / 143 |
31.577535% |
-0.297274 |
-0.037144 |
0.052718 |
0.053516 |
-0.013999 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
46.00 |
3.04% |
$0.15 / 727 |
$0.25 / 2,228 |
0 / 2 |
43.748033% |
-0.059855 |
-0.013059 |
0.018104 |
0.018378 |
-0.002749 |
|
340 |
Legs |
10/20(25) |
PUT |
51.00 / 45.00 |
$35 / $565 / 0.06 |
81.45% / $7.94 / 1.40% / 18.22% |
83.30% / $50.65 |
$0.35 / $0.55 / $0.20 / 1,707 |
|
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 |
51.00 |
18.55% |
$0.55 / 1,745 |
$0.65 / 2,380 |
6 / 47 |
33.729024% |
-0.243718 |
-0.033814 |
0.047729 |
0.048451 |
-0.011419 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
1.96% |
$0.10 / 1,766 |
$0.20 / 1,707 |
0 / 73 |
44.999875% |
-0.040972 |
-0.009674 |
0.013380 |
0.013582 |
-0.001876 |
|
523 |
Legs |
10/20(25) |
PUT |
50.00 / 45.00 |
$20 / $480 / 0.04 |
86.37% / $0.54 / 0.11% / 1.37% |
87.23% / $49.80 |
$0.20 / $0.40 / $0.20 / 1,707 |
|
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 |
50.00 |
13.63% |
$0.40 / 3,258 |
$0.50 / 1,685 |
19 / 54 |
34.980123% |
-0.194966 |
-0.029877 |
0.041975 |
0.042610 |
-0.009092 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
1.96% |
$0.10 / 1,766 |
$0.20 / 1,707 |
0 / 73 |
44.999875% |
-0.040972 |
-0.009674 |
0.013380 |
0.013582 |
-0.001876 |
|
555 |
Legs |
09/29(4) |
PUT |
53.50 / 50.00 |
$25 / $325 / 0.08 |
72.81% / $4.69 / 1.44% / 82.63% |
76.14% / $53.25 |
$0.25 / $0.35 / $0.10 / 504 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
53.50 |
27.19% |
$0.35 / 2,429 |
$0.45 / 2,140 |
3 / 18 |
29.190105% |
-0.330108 |
-0.075881 |
0.105004 |
0.029405 |
-0.004138 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
50.00 |
2.17% |
$0.05 / 2,022 |
$0.10 / 504 |
0 / 59 |
39.833448% |
-0.064846 |
-0.026858 |
0.036692 |
0.010275 |
-0.000801 |
|
634 |
Legs |
09/29(4) |
PUT |
54.00 / 50.00 |
$40 / $360 / 0.11 |
65.47% / $10.74 / 2.98% / 243.76% |
71.41% / $53.60 |
$0.40 / $0.50 / $0.10 / 504 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
54.00 |
34.53% |
$0.50 / 573 |
$0.55 / 429 |
17 / 15 |
27.983038% |
-0.385251 |
-0.079844 |
0.110839 |
0.031039 |
-0.004842 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
50.00 |
2.17% |
$0.05 / 2,022 |
$0.10 / 504 |
0 / 59 |
39.833448% |
-0.064846 |
-0.026858 |
0.036692 |
0.010275 |
-0.000801 |
|
706 |
Legs |
09/29(4) |
PUT |
53.00 / 50.00 |
$15 / $285 / 0.05 |
79.22% / $0.43 / 0.15% / 6.61% |
80.95% / $52.85 |
$0.15 / $0.25 / $0.10 / 504 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
53.00 |
20.78% |
$0.25 / 2,747 |
$0.35 / 1,476 |
0 / 10 |
30.243700% |
-0.277964 |
-0.070463 |
0.097245 |
0.027232 |
-0.003475 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
50.00 |
2.17% |
$0.05 / 2,022 |
$0.10 / 504 |
0 / 59 |
39.833448% |
-0.064846 |
-0.026858 |
0.036692 |
0.010275 |
-0.000801 |
|
|
702 |
|
10/06(11) |
CALL |
16.00 / 18.00 |
$8 / $192 / 0.04 |
85.79% / $1.01 / 0.53% / 12.82% |
86.77% / $16.08 |
$0.08 / $0.12 / $0.04 / 2,190 |
23 / 13.93% / 97 |
5 |
Legs |
Vertical |
Bearish |
$14.20 (+1.43%) / 47.71M |
|
Earnings: 11/06 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
16.00 |
14.21% |
$0.12 / 2,190 |
$0.13 / 800 |
674 / 2,363 |
53.271883% |
0.267545 |
-0.025708 |
0.142863 |
0.009515 |
0.001425 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
18.00 |
1.67% |
$0.03 / 2,185 |
$0.04 / 2,881 |
174 / 2,617 |
65.286736% |
0.088622 |
-0.012475 |
0.069682 |
0.004641 |
0.000483 |
|
380 |
Legs |
11/17(53) |
PUT |
11.00 / 9.00 |
$20 / $180 / 0.11 |
85.94% / $1.86 / 1.03% / 6.50% |
87.06% / $10.80 |
$0.20 / $0.29 / $0.09 / 2,080 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
11.00 |
14.06% |
$0.29 / 2,080 |
$0.30 / 881 |
66 / 9,504 |
69.364692% |
-0.157635 |
-0.009158 |
0.053651 |
0.013578 |
-0.004184 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
5.84% |
$0.08 / 3,123 |
$0.09 / 2,441 |
12 / 17,699 |
75.894364% |
-0.050357 |
-0.003983 |
0.023095 |
0.005845 |
-0.001289 |
|
446 |
Legs |
11/17(53) |
PUT |
11.00 / 8.00 |
$24 / $276 / 0.09 |
85.94% / $4.19 / 1.52% / 9.68% |
87.28% / $10.76 |
$0.24 / $0.29 / $0.05 / 2,080 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
11.00 |
14.06% |
$0.29 / 2,080 |
$0.30 / 881 |
66 / 9,504 |
69.364692% |
-0.157635 |
-0.009158 |
0.053651 |
0.013578 |
-0.004184 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
3.63% |
$0.04 / 2,704 |
$0.05 / 4,367 |
3 / 3,336 |
81.225095% |
-0.021932 |
-0.002018 |
0.011656 |
0.002950 |
-0.000552 |
|
105 |
Legs |
11/17(53) |
PUT |
12.00 / 9.00 |
$41 / $259 / 0.16 |
79.13% / $7.47 / 2.88% / 19.06% |
82.18% / $11.59 |
$0.41 / $0.50 / $0.09 / 1,797 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
12.00 |
20.87% |
$0.50 / 1,797 |
$0.51 / 622 |
177 / 15,520 |
67.087560% |
-0.233323 |
-0.011553 |
0.068155 |
0.017249 |
-0.006323 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
5.84% |
$0.08 / 3,123 |
$0.09 / 2,441 |
12 / 17,699 |
75.894364% |
-0.050357 |
-0.003983 |
0.023095 |
0.005845 |
-0.001289 |
|
171 |
Legs |
11/17(53) |
PUT |
12.00 / 8.00 |
$45 / $355 / 0.13 |
79.13% / $12.50 / 3.52% / 23.68% |
82.46% / $11.55 |
$0.45 / $0.50 / $0.05 / 1,797 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
12.00 |
20.87% |
$0.50 / 1,797 |
$0.51 / 622 |
177 / 15,520 |
67.087560% |
-0.233323 |
-0.011553 |
0.068155 |
0.017249 |
-0.006323 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
8.00 |
3.63% |
$0.04 / 2,704 |
$0.05 / 4,367 |
3 / 3,336 |
81.225095% |
-0.021932 |
-0.002018 |
0.011656 |
0.002950 |
-0.000552 |
|
404 |
Legs |
10/20(25) |
CALL |
16.50 / 19.50 |
$14 / $286 / 0.05 |
83.83% / $1.38 / 0.48% / 5.95% |
85.12% / $16.64 |
$0.14 / $0.19 / $0.05 / 1,770 |
|
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 |
16.50 |
16.17% |
$0.19 / 1,770 |
$0.20 / 802 |
171 / 1,101 |
51.561205% |
0.301161 |
-0.019704 |
0.108729 |
0.014000 |
0.002977 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
19.50 |
1.99% |
$0.04 / 2,005 |
$0.05 / 3,505 |
3 / 36 |
61.938037% |
0.102986 |
-0.010068 |
0.055972 |
0.007207 |
0.001053 |
|
|
589 |
|
10/20(25) |
PUT |
30.50 / 29.00 |
$6 / $144 / 0.04 |
91.36% / $0.35 / 0.24% / 2.95% |
91.77% / $30.44 |
$0.06 / $0.12 / $0.06 / 2,171 |
72 / 33.87% / 15 |
5 |
Legs |
Vertical |
Bullish |
$33.29 (0.00%) / 22.74M |
|
Earnings: 10/20 / Ex-Div: 10/06 ($0.67) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
30.50 |
8.64% |
$0.12 / 2,171 |
$0.13 / 911 |
10 / 103 |
26.249221% |
-0.143334 |
-0.011984 |
0.075660 |
0.021297 |
-0.003994 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
29.00 |
2.20% |
$0.05 / 2,381 |
$0.06 / 2,396 |
0 / 41 |
30.383839% |
-0.051502 |
-0.005561 |
0.035353 |
0.009951 |
-0.001423 |
|
557 |
Legs |
11/17(53) |
CALL |
34.00 / 39.00 |
$65 / $435 / 0.15 |
60.95% / $11.87 / 2.73% / 17.98% |
68.96% / $34.65 |
$0.65 / $0.72 / $0.07 / 1,039 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
34.00 |
39.05% |
$0.72 / 1,039 |
$0.74 / 166 |
476 / 2,087 |
19.546495% |
0.454579 |
-0.012945 |
0.093785 |
0.051888 |
0.021661 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
39.00 |
3.23% |
$0.06 / 30 |
$0.07 / 1,494 |
71 / 32 |
23.727356% |
0.113993 |
-0.006705 |
0.045962 |
0.025429 |
0.005614 |
|
667 |
Legs |
09/29(4) |
PUT |
33.00 / 31.00 |
$12 / $188 / 0.06 |
66.94% / $3.32 / 1.76% / 108.43% |
70.86% / $32.88 |
$0.12 / $0.15 / $0.03 / 783 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
33.00 |
33.06% |
$0.15 / 1,644 |
$0.17 / 2,839 |
852 / 4,310 |
17.188363% |
-0.375988 |
-0.038126 |
0.241932 |
0.018786 |
-0.002851 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
31.00 |
1.26% |
$0.02 / 277 |
$0.03 / 783 |
152 / 428 |
29.885750% |
-0.049379 |
-0.010131 |
0.065149 |
0.005059 |
-0.000369 |
|
498 |
Legs |
11/17(53) |
PUT |
30.00 / 26.00 |
$21 / $379 / 0.06 |
86.81% / $10.40 / 2.74% / 18.09% |
88.15% / $29.79 |
$0.21 / $0.28 / $0.07 / 721 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
30.00 |
13.19% |
$0.28 / 721 |
$0.29 / 952 |
56 / 4,390 |
26.971509% |
-0.181514 |
-0.010090 |
0.062789 |
0.034739 |
-0.010175 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
26.00 |
1.09% |
$0.06 / 62 |
$0.07 / 1,168 |
3 / 4 |
35.719991% |
-0.020100 |
-0.001833 |
0.011605 |
0.006421 |
-0.001101 |
|
506 |
Legs |
11/17(53) |
PUT |
30.00 / 25.00 |
$23 / $477 / 0.05 |
86.81% / $15.18 / 3.18% / 21.22% |
88.27% / $29.77 |
$0.23 / $0.28 / $0.05 / 721 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
30.00 |
13.19% |
$0.28 / 721 |
$0.29 / 952 |
56 / 4,390 |
26.971509% |
-0.181514 |
-0.010090 |
0.062789 |
0.034739 |
-0.010175 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
0.51% |
$0.04 / 871 |
$0.05 / 1,467 |
4 / 78 |
37.915866% |
-0.009013 |
-0.000915 |
0.005810 |
0.003215 |
-0.000492 |
|
239 |
Legs |
11/17(53) |
PUT |
31.00 / 26.00 |
$38 / $462 / 0.08 |
78.92% / $20.04 / 4.34% / 29.78% |
82.23% / $30.62 |
$0.38 / $0.45 / $0.07 / 700 |
|
Underlying |
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 |
31.00 |
21.08% |
$0.45 / 700 |
$0.46 / 239 |
37 / 1,364 |
25.782944% |
-0.258333 |
-0.012431 |
0.076854 |
0.042521 |
-0.014594 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
26.00 |
1.09% |
$0.06 / 62 |
$0.07 / 1,168 |
3 / 4 |
35.719991% |
-0.020100 |
-0.001833 |
0.011605 |
0.006421 |
-0.001101 |
|
|
28 |
|
10/27(32) |
CALL |
14.00 / 16.00 |
$21 / $179 / 0.12 |
74.15% / $2.42 / 1.35% / 13.93% |
77.94% / $14.21 |
$0.21 / $0.26 / $0.05 / 2,119 |
97 / 94.36% / 57 |
5 |
Legs |
Vertical |
Bearish |
$12.94 (-0.92%) / 24.67M |
|
Earnings: 10/19 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
14.00 |
25.85% |
$0.26 / 2,119 |
$0.29 / 3,596 |
19 / 1,252 |
38.118332% |
0.373439 |
-0.012446 |
0.167269 |
0.015431 |
0.004255 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
16.00 |
4.05% |
$0.03 / 951 |
$0.05 / 2,138 |
180 / 193 |
40.135157% |
0.138290 |
-0.007146 |
0.097493 |
0.008994 |
0.001624 |
|
88 |
Legs |
10/20(25) |
PUT |
12.50 / 10.50 |
$28 / $172 / 0.16 |
66.20% / $3.75 / 2.18% / 29.54% |
72.81% / $12.22 |
$0.28 / $0.34 / $0.06 / 2,013 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
12.50 |
33.80% |
$0.34 / 2,491 |
$0.35 / 55 |
62 / 2,231 |
39.933790% |
-0.367094 |
-0.012529 |
0.185333 |
0.013773 |
-0.004230 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.50 |
4.56% |
$0.05 / 160 |
$0.06 / 2,013 |
0 / 2 |
52.424842% |
-0.073130 |
-0.004737 |
0.068332 |
0.005078 |
-0.000810 |
|
114 |
Legs |
10/20(25) |
PUT |
12.50 / 10.00 |
$30 / $220 / 0.14 |
66.20% / $9.47 / 4.30% / 65.83% |
73.25% / $12.20 |
$0.30 / $0.34 / $0.04 / 1,838 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
12.50 |
33.80% |
$0.34 / 2,491 |
$0.35 / 55 |
62 / 2,231 |
39.933790% |
-0.367094 |
-0.012529 |
0.185333 |
0.013773 |
-0.004230 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
2.38% |
$0.03 / 3,933 |
$0.04 / 1,838 |
0 / 157 |
56.114105% |
-0.038831 |
-0.002880 |
0.041398 |
0.003076 |
-0.000427 |
|
471 |
Legs |
10/20(25) |
PUT |
11.50 / 10.00 |
$8 / $142 / 0.06 |
85.90% / $0.96 / 0.68% / 8.42% |
87.00% / $11.42 |
$0.08 / $0.12 / $0.04 / 1,838 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
11.50 |
14.10% |
$0.12 / 2,113 |
$0.13 / 514 |
0 / 110 |
44.106982% |
-0.191609 |
-0.009217 |
0.134240 |
0.009976 |
-0.002159 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
2.38% |
$0.03 / 3,933 |
$0.04 / 1,838 |
0 / 157 |
56.114105% |
-0.038831 |
-0.002880 |
0.041398 |
0.003076 |
-0.000427 |
|
764 |
Legs |
10/20(25) |
CALL |
13.00 / 15.50 |
$53 / $197 / 0.27 |
51.53% / $7.55 / 3.83% / 56.99% |
65.72% / $13.53 |
$0.53 / $0.57 / $0.04 / 1,351 |
|
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 |
13.00 |
48.47% |
$0.57 / 1,351 |
$0.58 / 407 |
298 / 3,071 |
38.442913% |
0.535507 |
-0.014686 |
0.195553 |
0.014533 |
0.004869 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
15.50 |
4.93% |
$0.03 / 2,881 |
$0.04 / 2,681 |
0 / 112 |
38.344146% |
0.150566 |
-0.008414 |
0.115033 |
0.008549 |
0.001434 |
|
182 |
Legs |
10/20(25) |
PUT |
12.50 / 9.00 |
$31 / $319 / 0.10 |
66.20% / $16.87 / 5.29% / 85.59% |
73.47% / $12.19 |
$0.31 / $0.34 / $0.03 / 1,270 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
12.50 |
33.80% |
$0.34 / 2,491 |
$0.35 / 55 |
62 / 2,231 |
39.933790% |
-0.367094 |
-0.012529 |
0.185333 |
0.013773 |
-0.004230 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
9.00 |
0.56% |
$0.02 / 1,003 |
$0.03 / 1,270 |
20 / 809 |
70.010764% |
-0.007401 |
-0.000704 |
0.010073 |
0.000749 |
-0.000080 |
|
|
792 |
|
12/15(81) |
CALL |
7.00 / 10.00 |
$15 / $285 / 0.05 |
76.48% / $5.15 / 1.81% / 7.67% |
79.22% / $7.15 |
$0.15 / $0.25 / $0.10 / 2,094 |
18 / 7.79% / 86 |
2 |
Legs |
Vertical |
Bearish |
$5.98 (-2.13%) / 3.24M |
|
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) |
12/15/2023 (M) |
CALL |
7.00 |
23.52% |
$0.25 / 2,094 |
$0.35 / 287 |
2 / 3,065 |
52.412905% |
0.396389 |
-0.004707 |
0.195606 |
0.011206 |
0.004479 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
1.13% |
0 / 0 |
$0.10 / 2,536 |
0 / 266 |
73.385523% |
0.087970 |
-0.001908 |
0.081030 |
0.004642 |
0.001070 |
|
673 |
Legs |
12/15(81) |
PUT |
5.50 / 2.50 |
$20 / $280 / 0.07 |
70.09% / $5.81 / 2.07% / 8.84% |
74.48% / $5.30 |
$0.20 / $0.30 / $0.10 / 1,981 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
5.50 |
29.91% |
$0.30 / 2,429 |
$0.40 / 592 |
2 / 339 |
54.644730% |
-0.317490 |
-0.003831 |
0.180897 |
0.010363 |
-0.005592 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
1.49% |
0 / 0 |
$0.10 / 1,981 |
0 / 1 |
136.803524% |
-0.001953 |
-0.000070 |
0.003149 |
0.000180 |
-0.000030 |
|
349 |
Legs |
11/17(53) |
CALL |
7.00 / 9.00 |
$10 / $190 / 0.05 |
80.38% / $2.95 / 1.55% / 9.91% |
82.41% / $7.10 |
$0.10 / $0.20 / $0.10 / 1,316 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
7.00 |
19.62% |
$0.20 / 1,316 |
$0.25 / 1 |
57 / 5,147 |
55.970750% |
0.344715 |
-0.005432 |
0.228277 |
0.008770 |
0.002738 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
9.00 |
1.40% |
0 / 0 |
$0.10 / 2,054 |
0 / 1,004 |
76.470531% |
0.090438 |
-0.002367 |
0.101008 |
0.003880 |
0.000756 |
|
|
680 |
|
11/17(53) |
PUT |
311.00 / 306.00 |
$20 / $480 / 0.04 |
95.32% / $0.04 / 0.01% / 0.06% |
95.38% / $310.80 |
$0.20 / $1.18 / $0.98 / 2,092 |
97 / 93.40% / 95 |
5 |
Legs |
Vertical |
Bullish |
$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) |
11/17/2023 (M) |
PUT |
311.00 |
4.68% |
$1.18 / 2,169 |
$1.20 / 2,200 |
368 / 628 |
26.995684% |
-0.086646 |
-0.054789 |
0.003742 |
0.224548 |
-0.051474 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
306.00 |
3.40% |
$0.97 / 349 |
$0.98 / 2,092 |
59 / 544 |
27.924803% |
-0.066805 |
-0.045139 |
0.003070 |
0.184234 |
-0.039584 |
|
812 |
Legs |
09/25(0) |
PUT |
355.00 / 349.00 |
$27 / $573 / 0.05 |
82.79% / $0.29 / 0.05% / 6.64% |
84.02% / $354.73 |
$0.27 / $0.35 / $0.08 / 1,633 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/25/2023 (W) |
PUT |
355.00 |
17.21% |
$0.35 / 1,633 |
$0.36 / 2,026 |
13,124 / 7,994 |
12.984277% |
-0.314264 |
-0.483093 |
0.031759 |
0.133753 |
-0.012652 |
NASDAQ / ETF |
Long (Buy) |
09/25/2023 (W) |
PUT |
349.00 |
2.12% |
$0.07 / 1,087 |
$0.08 / 7,779 |
2,077 / 803 |
16.259935% |
-0.150796 |
-0.320804 |
0.020940 |
0.088188 |
-0.006047 |
|
945 |
Legs |
12/15(81) |
PUT |
300.00 / 295.00 |
$21 / $479 / 0.04 |
95.39% / $0.64 / 0.13% / 0.55% |
95.44% / $299.79 |
$0.21 / $1.51 / $1.30 / 1,539 |
|
Underlying |
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 |
4.61% |
$1.51 / 2,261 |
$1.53 / 831 |
185 / 124,761 |
28.051641% |
-0.078986 |
-0.041267 |
0.002857 |
0.255733 |
-0.070769 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
295.00 |
3.58% |
$1.28 / 2,079 |
$1.30 / 1,539 |
13 / 16,541 |
28.845251% |
-0.063087 |
-0.034873 |
0.002404 |
0.215174 |
-0.056374 |
|
950 |
Legs |
12/15(81) |
PUT |
299.00 / 295.00 |
$16 / $384 / 0.04 |
95.62% / $0.11 / 0.03% / 0.12% |
95.65% / $298.84 |
$0.16 / $1.46 / $1.30 / 1,539 |
|
Underlying |
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 |
299.00 |
4.38% |
$1.46 / 2,293 |
$1.48 / 793 |
1 / 2,028 |
28.205556% |
-0.075607 |
-0.039955 |
0.002764 |
0.247380 |
-0.067705 |
NASDAQ / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
295.00 |
3.58% |
$1.28 / 2,079 |
$1.30 / 1,539 |
13 / 16,541 |
28.845251% |
-0.063087 |
-0.034873 |
0.002404 |
0.215174 |
-0.056374 |
|
670 |
Legs |
11/17(53) |
PUT |
312.00 / 306.00 |
$25 / $575 / 0.04 |
95.02% / $0.35 / 0.06% / 0.37% |
95.10% / $311.75 |
$0.25 / $1.23 / $0.98 / 958 |
|
Underlying |
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 |
312.00 |
4.98% |
$1.23 / 958 |
$1.25 / 1,219 |
73 / 1,138 |
26.817624% |
-0.091052 |
-0.056799 |
0.003882 |
0.232994 |
-0.054121 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
306.00 |
3.40% |
$0.97 / 349 |
$0.98 / 2,092 |
59 / 544 |
27.924803% |
-0.066805 |
-0.045139 |
0.003070 |
0.184234 |
-0.039584 |
|
651 |
Legs |
11/17(53) |
PUT |
313.00 / 308.00 |
$23 / $477 / 0.05 |
94.70% / $0.30 / 0.06% / 0.39% |
94.78% / $312.77 |
$0.23 / $1.29 / $1.06 / 872 |
|
Underlying |
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 |
313.00 |
5.30% |
$1.29 / 872 |
$1.30 / 1,554 |
4 / 607 |
26.654308% |
-0.095606 |
-0.058832 |
0.004025 |
0.241548 |
-0.056860 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
308.00 |
3.87% |
$1.05 / 297 |
$1.06 / 1,972 |
18 / 491 |
27.547951% |
-0.074310 |
-0.048910 |
0.003332 |
0.199945 |
-0.044076 |
|
|
160 |
|
10/20(25) |
CALL |
14.00 / 17.00 |
$20 / $280 / 0.07 |
75.65% / $2.74 / 0.98% / 12.41% |
78.51% / $14.20 |
$0.20 / $0.30 / $0.10 / 2,068 |
34 / 39.35% / 71 |
5 |
Legs |
Vertical |
Bearish |
$12.70 (-0.31%) / 2.26M |
|
|
|
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 |
14.00 |
24.35% |
$0.30 / 2,734 |
$0.35 / 1 |
0 / 7,533 |
53.199764% |
0.372147 |
-0.018013 |
0.137247 |
0.013561 |
0.003266 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
17.00 |
2.35% |
0 / 0 |
$0.10 / 2,068 |
0 / 8 |
71.136677% |
0.110445 |
-0.008975 |
0.068490 |
0.006767 |
0.001011 |
|
756 |
Legs |
12/15(81) |
CALL |
15.00 / 21.00 |
$40 / $560 / 0.07 |
77.26% / $9.31 / 1.66% / 7.04% |
80.21% / $15.40 |
$0.40 / $0.60 / $0.20 / 1,880 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
22.74% |
$0.60 / 1,880 |
$0.70 / 2,212 |
0 / 39 |
56.771011% |
0.399019 |
-0.010693 |
0.081515 |
0.023607 |
0.009274 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
21.00 |
2.03% |
$0.10 / 3,947 |
$0.20 / 5,742 |
0 / 4 |
67.908168% |
0.122476 |
-0.005638 |
0.042986 |
0.012449 |
0.003061 |
|
859 |
Legs |
12/15(81) |
CALL |
16.00 / 22.00 |
$30 / $570 / 0.05 |
84.05% / $11.18 / 1.96% / 8.35% |
85.73% / $16.30 |
$0.30 / $0.45 / $0.15 / 1,585 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
16.00 |
15.95% |
$0.45 / 1,585 |
$0.50 / 1 |
0 / 27 |
58.035834% |
0.333754 |
-0.010086 |
0.076879 |
0.022264 |
0.007891 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.00 |
1.30% |
$0.05 / 5,576 |
$0.15 / 2,433 |
0 / 1 |
66.624180% |
0.098830 |
-0.004835 |
0.036864 |
0.010676 |
0.002488 |
|
860 |
Legs |
12/15(81) |
CALL |
16.00 / 21.00 |
$25 / $475 / 0.05 |
84.05% / $3.48 / 0.73% / 3.06% |
85.46% / $16.25 |
$0.25 / $0.45 / $0.20 / 1,585 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
16.00 |
15.95% |
$0.45 / 1,585 |
$0.50 / 1 |
0 / 27 |
58.035834% |
0.333754 |
-0.010086 |
0.076879 |
0.022264 |
0.007891 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
21.00 |
2.03% |
$0.10 / 3,947 |
$0.20 / 5,742 |
0 / 4 |
67.908168% |
0.122476 |
-0.005638 |
0.042986 |
0.012449 |
0.003061 |
|
719 |
Legs |
12/15(81) |
CALL |
15.00 / 20.00 |
$40 / $460 / 0.09 |
77.26% / $4.45 / 0.97% / 4.05% |
80.21% / $15.40 |
$0.40 / $0.60 / $0.20 / 1,198 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
22.74% |
$0.60 / 1,880 |
$0.70 / 2,212 |
0 / 39 |
56.771011% |
0.399019 |
-0.010693 |
0.081515 |
0.023607 |
0.009274 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
3.16% |
$0.15 / 401 |
$0.20 / 1,198 |
5 / 50 |
65.365311% |
0.151259 |
-0.006513 |
0.049650 |
0.014379 |
0.003749 |
|
819 |
Legs |
12/15(81) |
CALL |
16.00 / 20.00 |
$25 / $375 / 0.07 |
84.05% / $0.72 / 0.19% / 0.80% |
85.46% / $16.25 |
$0.25 / $0.45 / $0.20 / 1,198 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
16.00 |
15.95% |
$0.45 / 1,585 |
$0.50 / 1 |
0 / 27 |
58.035834% |
0.333754 |
-0.010086 |
0.076879 |
0.022264 |
0.007891 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
3.16% |
$0.15 / 401 |
$0.20 / 1,198 |
5 / 50 |
65.365311% |
0.151259 |
-0.006513 |
0.049650 |
0.014379 |
0.003749 |
|
|
586 |
|
11/17(53) |
PUT |
125.00 / 110.00 |
$66 / $1,434 / 0.05 |
89.27% / $9.56 / 0.67% / 4.16% |
89.94% / $124.34 |
$0.66 / $1.05 / $0.39 / 2,026 |
37 / 65.39% / 99 |
5 |
Legs |
Vertical |
Bullish |
$143.50 (-0.24%) / 4.93M |
|
|
|
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 |
125.00 |
10.73% |
$1.05 / 2,026 |
$1.09 / 500 |
28 / 364 |
32.445086% |
-0.152693 |
-0.044553 |
0.010565 |
0.134268 |
-0.037356 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
110.00 |
2.00% |
$0.27 / 101 |
$0.39 / 6,462 |
2 / 3 |
40.027885% |
-0.032111 |
-0.013761 |
0.003225 |
0.040988 |
-0.007693 |
|
80 |
Legs |
11/17(53) |
PUT |
139.00 / 120.00 |
$304 / $1,596 / 0.19 |
66.02% / $14.76 / 0.92% / 5.82% |
72.55% / $135.96 |
$3.04 / $3.75 / $0.71 / 1,661 |
|
Underlying |
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 |
139.00 |
33.98% |
$3.75 / 1,661 |
$3.85 / 648 |
6 / 55 |
28.202070% |
-0.366982 |
-0.069570 |
0.016841 |
0.214028 |
-0.092240 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
6.43% |
$0.67 / 61 |
$0.71 / 2,008 |
0 / 43 |
34.546933% |
-0.098775 |
-0.033007 |
0.007790 |
0.099003 |
-0.023978 |
|
125 |
Legs |
11/17(53) |
PUT |
139.00 / 115.00 |
$326 / $2,074 / 0.16 |
66.02% / $68.10 / 3.28% / 21.94% |
72.99% / $135.74 |
$3.26 / $3.75 / $0.49 / 1,661 |
|
Underlying |
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 |
139.00 |
33.98% |
$3.75 / 1,661 |
$3.85 / 648 |
6 / 55 |
28.202070% |
-0.366982 |
-0.069570 |
0.016841 |
0.214028 |
-0.092240 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
3.67% |
$0.43 / 62 |
$0.49 / 4,848 |
3 / 400 |
36.996589% |
-0.058972 |
-0.022393 |
0.005265 |
0.066910 |
-0.014217 |
|
169 |
Legs |
11/17(53) |
PUT |
139.00 / 110.00 |
$336 / $2,564 / 0.13 |
66.02% / $118.76 / 4.63% / 32.05% |
73.19% / $135.64 |
$3.36 / $3.75 / $0.39 / 1,661 |
|
Underlying |
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 |
139.00 |
33.98% |
$3.75 / 1,661 |
$3.85 / 648 |
6 / 55 |
28.202070% |
-0.366982 |
-0.069570 |
0.016841 |
0.214028 |
-0.092240 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
110.00 |
2.00% |
$0.27 / 101 |
$0.39 / 6,462 |
2 / 3 |
40.027885% |
-0.032111 |
-0.013761 |
0.003225 |
0.040988 |
-0.007693 |
|
295 |
Legs |
11/17(53) |
PUT |
141.00 / 120.00 |
$374 / $1,726 / 0.22 |
61.35% / $21.93 / 1.27% / 8.06% |
69.85% / $137.26 |
$3.74 / $4.45 / $0.71 / 1,331 |
|
Underlying |
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 |
141.00 |
38.65% |
$4.45 / 1,331 |
$4.55 / 530 |
0 / 19 |
27.744058% |
-0.402167 |
-0.071153 |
0.017298 |
0.219839 |
-0.101547 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
6.43% |
$0.67 / 61 |
$0.71 / 2,008 |
0 / 43 |
34.546933% |
-0.098775 |
-0.033007 |
0.007790 |
0.099003 |
-0.023978 |
|
421 |
Legs |
10/20(25) |
PUT |
133.00 / 120.00 |
$74 / $1,226 / 0.06 |
84.95% / $20.90 / 1.70% / 22.48% |
86.35% / $132.26 |
$0.74 / $0.96 / $0.22 / 1,282 |
|
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 |
133.00 |
15.05% |
$0.96 / 1,485 |
$0.98 / 1,101 |
2 / 506 |
29.532019% |
-0.210606 |
-0.077064 |
0.018132 |
0.117240 |
-0.025720 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
120.00 |
1.88% |
$0.21 / 92 |
$0.22 / 1,282 |
0 / 5,482 |
37.301260% |
-0.041275 |
-0.023848 |
0.005555 |
0.035914 |
-0.004949 |
|
|
373 |
|
11/17(53) |
CALL |
14.00 / 16.00 |
$10 / $190 / 0.05 |
81.24% / $5.29 / 2.78% / 18.37% |
83.37% / $14.10 |
$0.10 / $0.20 / $0.10 / 1,988 |
0 / 0.00% / 97 |
1 |
Legs |
Vertical |
Bearish |
$12.99 (-6.88%) / 6.03M |
|
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) |
11/17/2023 (M) |
CALL |
14.00 |
18.76% |
$0.20 / 2,005 |
$0.30 / 1,936 |
4 / 24 |
29.107360% |
0.296293 |
-0.004750 |
0.213415 |
0.017722 |
0.005586 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
16.00 |
0.76% |
0 / 0 |
$0.10 / 1,988 |
0 / 10 |
39.666184% |
0.053592 |
-0.001520 |
0.067462 |
0.005602 |
0.001036 |
|
180 |
Legs |
11/17(53) |
CALL |
14.00 / 15.00 |
$10 / $90 / 0.11 |
81.24% / $1.18 / 1.31% / 8.34% |
83.37% / $14.10 |
$0.10 / $0.20 / $0.10 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14.00 |
18.76% |
$0.20 / 2,005 |
$0.30 / 1,936 |
4 / 24 |
29.107360% |
0.296293 |
-0.004750 |
0.213415 |
0.017722 |
0.005586 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
15.00 |
4.61% |
$0.05 / 1,983 |
$0.10 / 17 |
1 / 9 |
28.089699% |
0.137719 |
-0.003053 |
0.136121 |
0.011304 |
0.002635 |
|
|
639 |
|
11/17(53) |
CALL |
2.50 / 4.50 |
$12 / $188 / 0.06 |
71.55% / $0.07 / 0.04% / 0.24% |
75.24% / $2.62 |
$0.12 / $0.23 / $0.11 / 1,956 |
27 / 16.55% / 41 |
5 |
Legs |
Vertical |
Bearish |
$2.14 (+0.94%) / 898K |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.50 |
28.45% |
$0.23 / 2,353 |
$0.31 / 1,188 |
3 / 173 |
116.681508% |
0.517873 |
-0.004536 |
0.313384 |
0.003363 |
0.001128 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.50 |
2.38% |
$0.05 / 363 |
$0.11 / 1,956 |
0 / 993 |
144.747571% |
0.173105 |
-0.002890 |
0.201298 |
0.002160 |
0.000433 |
|
646 |
Legs |
11/17(53) |
CALL |
2.50 / 5.00 |
$15 / $235 / 0.06 |
71.55% / $4.81 / 2.05% / 13.25% |
76.10% / $2.65 |
$0.15 / $0.23 / $0.08 / 1,563 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.50 |
28.45% |
$0.23 / 2,353 |
$0.31 / 1,188 |
3 / 173 |
116.681508% |
0.517873 |
-0.004536 |
0.313384 |
0.003363 |
0.001128 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.00 |
1.28% |
$0.06 / 5 |
$0.08 / 1,563 |
25 / 1,339 |
152.558332% |
0.131603 |
-0.002407 |
0.167759 |
0.001800 |
0.000335 |
|
459 |
Legs |
10/20(25) |
CALL |
2.50 / 4.00 |
$6 / $144 / 0.04 |
74.82% / $1.13 / 0.79% / 9.84% |
77.31% / $2.56 |
$0.06 / $0.10 / $0.04 / 735 |
|
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 |
2.50 |
25.18% |
$0.10 / 1,449 |
$0.17 / 1,251 |
12 / 530 |
107.104084% |
0.440183 |
-0.006257 |
0.434843 |
0.002374 |
0.000559 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
4.00 |
1.20% |
0 / 0 |
$0.04 / 735 |
1 / 667 |
152.148774% |
0.104427 |
-0.002856 |
0.199664 |
0.001090 |
0.000147 |
|
801 |
Legs |
09/29(4) |
CALL |
2.50 / 3.00 |
$2 / $48 / 0.04 |
86.63% / $0.78 / 1.64% / 97.65% |
87.73% / $2.52 |
$0.02 / $0.04 / $0.02 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
2.50 |
13.37% |
$0.04 / 10 |
$0.05 / 411 |
145 / 1,416 |
122.705980% |
0.277197 |
-0.010039 |
0.703091 |
0.001059 |
0.000114 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
3.00 |
1.04% |
$0.01 / 130 |
$0.02 / 11 |
13 / 323 |
149.076770% |
0.079535 |
-0.004427 |
0.310666 |
0.000468 |
0.000034 |
|
455 |
Legs |
11/17(53) |
CALL |
3.00 / 5.50 |
$10 / $240 / 0.04 |
84.31% / $5.19 / 2.16% / 14.03% |
86.12% / $3.10 |
$0.10 / $0.15 / $0.05 / 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 |
3.00 |
15.69% |
$0.15 / 1,985 |
$0.22 / 2,361 |
1 / 781 |
125.522497% |
0.396943 |
-0.004374 |
0.303173 |
0.003253 |
0.000911 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.50 |
0.69% |
$0.02 / 1,524 |
$0.05 / 3 |
17 / 954 |
140.864249% |
0.100475 |
-0.001985 |
0.138477 |
0.001486 |
0.000260 |
|
653 |
Legs |
11/17(53) |
CALL |
2.50 / 5.50 |
$18 / $282 / 0.06 |
71.55% / $8.95 / 3.18% / 21.16% |
76.93% / $2.68 |
$0.18 / $0.23 / $0.05 / 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 |
2.50 |
28.45% |
$0.23 / 2,353 |
$0.31 / 1,188 |
3 / 173 |
116.681508% |
0.517873 |
-0.004536 |
0.313384 |
0.003363 |
0.001128 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.50 |
0.69% |
$0.02 / 1,524 |
$0.05 / 3 |
17 / 954 |
140.864249% |
0.100475 |
-0.001985 |
0.138477 |
0.001486 |
0.000260 |
|
|
164 |
|
10/20(25) |
PUT |
19.00 / 16.00 |
$15 / $285 / 0.05 |
70.46% / $0.74 / 0.26% / 3.15% |
73.27% / $18.85 |
$0.15 / $0.25 / $0.10 / 1,946 |
25 / 29.64% / 92 |
5 |
Legs |
Vertical |
Bullish |
$19.80 (+0.56%) / 10.83M |
|
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) |
10/20/2023 (M) |
PUT |
19.00 |
29.54% |
$0.25 / 2,169 |
$0.35 / 837 |
9 / 1,517 |
29.582633% |
-0.336547 |
-0.015034 |
0.147508 |
0.020378 |
-0.005772 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
16.00 |
1.79% |
0 / 0 |
$0.10 / 1,946 |
0 / 20 |
54.855747% |
-0.035940 |
-0.003314 |
0.031940 |
0.004413 |
-0.000596 |
|
686 |
Legs |
11/17(53) |
CALL |
20.00 / 24.00 |
$85 / $315 / 0.27 |
53.99% / $10.88 / 3.45% / 23.17% |
67.03% / $20.85 |
$0.85 / $1.00 / $0.15 / 1,159 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
20.00 |
46.01% |
$1.00 / 1,159 |
$1.10 / 1,060 |
1 / 100 |
34.923012% |
0.521885 |
-0.012560 |
0.114533 |
0.031100 |
0.014082 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
24.00 |
5.57% |
$0.05 / 1,522 |
$0.15 / 1,553 |
0 / 73 |
33.226787% |
0.162004 |
-0.007618 |
0.070706 |
0.019199 |
0.004588 |
|
847 |
Legs |
11/17(53) |
CALL |
20.00 / 26.00 |
$90 / $510 / 0.18 |
53.99% / $35.29 / 6.92% / 50.81% |
67.74% / $20.90 |
$0.90 / $1.00 / $0.10 / 1,159 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
20.00 |
46.01% |
$1.00 / 1,159 |
$1.10 / 1,060 |
1 / 100 |
34.923012% |
0.521885 |
-0.012560 |
0.114533 |
0.031100 |
0.014082 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
26.00 |
1.23% |
0 / 0 |
$0.10 / 1,958 |
0 / 10 |
43.385364% |
0.074388 |
-0.004353 |
0.040564 |
0.011015 |
0.002135 |
|
961 |
Legs |
12/15(81) |
CALL |
20.00 / 25.00 |
$105 / $395 / 0.27 |
53.76% / $12.22 / 3.09% / 13.41% |
66.88% / $21.05 |
$1.05 / $1.20 / $0.15 / 1,023 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
46.24% |
$1.20 / 1,023 |
$1.30 / 280 |
0 / 321 |
33.352392% |
0.533976 |
-0.010310 |
0.093398 |
0.037819 |
0.020820 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
5.62% |
$0.10 / 340 |
$0.15 / 1,183 |
75 / 1,118 |
32.976390% |
0.169288 |
-0.006442 |
0.059533 |
0.024106 |
0.007006 |
|
980 |
Legs |
12/15(81) |
CALL |
20.00 / 26.00 |
$110 / $490 / 0.22 |
53.76% / $26.57 / 5.42% / 24.36% |
67.46% / $21.10 |
$1.10 / $1.20 / $0.10 / 897 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
46.24% |
$1.20 / 1,023 |
$1.30 / 280 |
0 / 321 |
33.352392% |
0.533976 |
-0.010310 |
0.093398 |
0.037819 |
0.020820 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
26.00 |
3.22% |
$0.05 / 379 |
$0.10 / 897 |
0 / 40 |
33.232942% |
0.127044 |
-0.005305 |
0.049125 |
0.019892 |
0.005296 |
|
130 |
Legs |
10/20(25) |
PUT |
19.00 / 15.00 |
$20 / $380 / 0.05 |
70.46% / $10.28 / 2.70% / 37.74% |
74.17% / $18.80 |
$0.20 / $0.25 / $0.05 / 865 |
|
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 |
19.00 |
29.54% |
$0.25 / 2,169 |
$0.35 / 837 |
9 / 1,517 |
29.582633% |
-0.336547 |
-0.015034 |
0.147508 |
0.020378 |
-0.005772 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
15.00 |
0.50% |
0 / 0 |
$0.05 / 865 |
0 / 923 |
58.289501% |
-0.010237 |
-0.001145 |
0.011004 |
0.001520 |
-0.000168 |
|
|
308 |
|
10/20(25) |
CALL |
37.00 / 39.00 |
$15 / $185 / 0.08 |
66.13% / $5.55 / 3.00% / 42.59% |
71.16% / $37.15 |
$0.15 / $0.20 / $0.05 / 1,930 |
4 / 15.13% / 48 |
1 |
Legs |
Vertical |
Bearish |
$36.46 (+0.33%) / 2.65M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
37.00 |
33.87% |
$0.20 / 2,795 |
$0.25 / 3,370 |
282 / 8,286 |
9.532040% |
0.397172 |
-0.011663 |
0.258763 |
0.039614 |
0.011174 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
39.00 |
1.18% |
0 / 0 |
$0.05 / 1,930 |
0 / 576 |
15.263461% |
0.060795 |
-0.003364 |
0.080764 |
0.012364 |
0.001730 |
|
513 |
Legs |
11/17(53) |
CALL |
37.00 / 39.00 |
$35 / $165 / 0.21 |
58.51% / $0.72 / 0.44% / 2.72% |
67.35% / $37.35 |
$0.35 / $0.45 / $0.10 / 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 |
37.00 |
41.49% |
$0.45 / 2,550 |
$0.50 / 1,778 |
3 / 32 |
10.256026% |
0.455846 |
-0.009252 |
0.189779 |
0.057104 |
0.024853 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
39.00 |
6.33% |
$0.05 / 5,004 |
$0.10 / 2 |
1 / 36 |
11.448034% |
0.151687 |
-0.004975 |
0.112433 |
0.033831 |
0.008383 |
|
|
732 |
|
09/25(0) |
PUT |
429.00 / 423.00 |
$35 / $565 / 0.06 |
78.99% / $5.10 / 0.90% / 210.28% |
80.99% / $428.65 |
$0.35 / $0.44 / $0.09 / 1,914 |
97 / 89.16% / 93 |
5 |
Legs |
Vertical |
Bullish |
$430.60 (-0.18%) / 100.83M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/25/2023 (W) |
PUT |
429.00 |
21.01% |
$0.44 / 1,914 |
$0.45 / 4,224 |
34,008 / 2,088 |
9.759980% |
-0.341043 |
-0.446223 |
0.036643 |
0.166197 |
-0.016429 |
ARCA / ETF |
Long (Buy) |
09/25/2023 (W) |
PUT |
423.00 |
2.14% |
$0.08 / 10,802 |
$0.09 / 6,610 |
3,408 / 2,886 |
12.503937% |
-0.154205 |
-0.291401 |
0.023722 |
0.107595 |
-0.007403 |
|
832 |
Legs |
09/25(0) |
PUT |
428.00 / 423.00 |
$23 / $477 / 0.05 |
84.39% / $1.09 / 0.23% / 33.33% |
85.48% / $427.77 |
$0.23 / $0.32 / $0.09 / 1,906 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/25/2023 (W) |
PUT |
428.00 |
15.61% |
$0.32 / 1,906 |
$0.33 / 7,157 |
24,668 / 4,021 |
10.145863% |
-0.304846 |
-0.426774 |
0.034981 |
0.158660 |
-0.014676 |
ARCA / ETF |
Long (Buy) |
09/25/2023 (W) |
PUT |
423.00 |
2.14% |
$0.08 / 10,802 |
$0.09 / 6,610 |
3,408 / 2,886 |
12.503937% |
-0.154205 |
-0.291401 |
0.023722 |
0.107595 |
-0.007403 |
|
844 |
Legs |
09/25(0) |
PUT |
428.00 / 422.00 |
$24 / $576 / 0.04 |
84.39% / $6.21 / 1.08% / 286.30% |
85.53% / $427.76 |
$0.24 / $0.32 / $0.08 / 1,906 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/25/2023 (W) |
PUT |
428.00 |
15.61% |
$0.32 / 1,906 |
$0.33 / 7,157 |
24,668 / 4,021 |
10.145863% |
-0.304846 |
-0.426774 |
0.034981 |
0.158660 |
-0.014676 |
ARCA / ETF |
Long (Buy) |
09/25/2023 (W) |
PUT |
422.00 |
1.30% |
$0.07 / 11,906 |
$0.08 / 11,909 |
2,794 / 850 |
13.243838% |
-0.131166 |
-0.261452 |
0.021263 |
0.096439 |
-0.006294 |
|
880 |
Legs |
09/29(4) |
PUT |
419.00 / 414.00 |
$21 / $479 / 0.04 |
92.70% / $1.21 / 0.25% / 11.17% |
92.99% / $418.79 |
$0.21 / $0.57 / $0.36 / 1,696 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
419.00 |
7.30% |
$0.57 / 1,696 |
$0.58 / 333 |
30,226 / 11,052 |
17.956380% |
-0.151656 |
-0.202104 |
0.016589 |
0.150482 |
-0.014635 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
414.00 |
2.53% |
$0.35 / 2,599 |
$0.36 / 1,989 |
2,307 / 2,531 |
20.112013% |
-0.081303 |
-0.130106 |
0.010630 |
0.096424 |
-0.007829 |
|
882 |
Legs |
09/29(4) |
PUT |
419.00 / 413.00 |
$24 / $576 / 0.04 |
92.70% / $3.91 / 0.68% / 32.84% |
93.03% / $418.76 |
$0.24 / $0.57 / $0.33 / 1,696 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
419.00 |
7.30% |
$0.57 / 1,696 |
$0.58 / 333 |
30,226 / 11,052 |
17.956380% |
-0.151656 |
-0.202104 |
0.016589 |
0.150482 |
-0.014635 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
413.00 |
2.00% |
$0.32 / 2,955 |
$0.33 / 1,713 |
2,543 / 2,134 |
20.551651% |
-0.070741 |
-0.117115 |
0.009561 |
0.086729 |
-0.006809 |
|
802 |
Legs |
10/06(11) |
PUT |
414.00 / 405.00 |
$35 / $865 / 0.04 |
92.41% / $5.46 / 0.63% / 15.50% |
92.76% / $413.65 |
$0.35 / $0.80 / $0.45 / 1,557 |
|
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 |
414.00 |
7.59% |
$0.80 / 1,557 |
$0.81 / 177 |
4,398 / 607 |
18.272727% |
-0.148321 |
-0.143890 |
0.011935 |
0.203004 |
-0.027005 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
405.00 |
1.92% |
$0.44 / 250 |
$0.45 / 3,541 |
113 / 4,004 |
21.298624% |
-0.062475 |
-0.077082 |
0.006342 |
0.107860 |
-0.011332 |
|
|
581 |
|
12/15(81) |
PUT |
5.00 / 2.00 |
$38 / $262 / 0.15 |
70.90% / $3.63 / 1.38% / 5.84% |
76.30% / $4.62 |
$0.38 / $0.56 / $0.18 / 1,879 |
34 / 14.20% / 9 |
5 |
Legs |
Vertical |
Bullish |
$5.67 (-5.18%) / 7.11M |
|
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) |
PUT |
5.00 |
29.10% |
$0.56 / 1,879 |
$0.59 / 16 |
63 / 706 |
90.003054% |
-0.293336 |
-0.005428 |
0.121705 |
0.009512 |
-0.005531 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.00 |
4.90% |
0 / 0 |
$0.18 / 2,631 |
0 / 26 |
191.730310% |
-0.008201 |
-0.000366 |
0.007923 |
0.000619 |
-0.000130 |
|
89 |
Legs |
11/17(53) |
PUT |
5.00 / 1.00 |
$35 / $365 / 0.10 |
72.25% / $17.31 / 4.74% / 32.91% |
78.14% / $4.65 |
$0.35 / $0.42 / $0.07 / 1,511 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
27.75% |
$0.42 / 1,511 |
$0.45 / 369 |
26 / 1,907 |
90.556611% |
-0.289115 |
-0.006670 |
0.147619 |
0.007737 |
-0.003409 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1.00 |
1.09% |
0 / 0 |
$0.07 / 1,613 |
0 / 504 |
293.626262% |
-0.000003 |
0.000000 |
0.000006 |
0.000000 |
0.000000 |
|
743 |
Legs |
10/13(18) |
CALL |
6.00 / 8.00 |
$18 / $182 / 0.10 |
63.21% / $2.98 / 1.64% / 29.18% |
69.39% / $6.18 |
$0.18 / $0.26 / $0.08 / 816 |
|
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 |
6.00 |
36.79% |
$0.26 / 816 |
$0.30 / 15 |
1,187 / 1,485 |
68.961021% |
0.480767 |
-0.013313 |
0.277004 |
0.005604 |
0.001379 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
8.00 |
2.34% |
$0.02 / 1,413 |
$0.08 / 1,249 |
0 / 98 |
92.904177% |
0.116292 |
-0.006470 |
0.136006 |
0.002751 |
0.000357 |
|
761 |
Legs |
10/13(18) |
CALL |
6.00 / 8.50 |
$20 / $230 / 0.09 |
63.21% / $8.08 / 3.51% / 72.22% |
70.03% / $6.20 |
$0.20 / $0.26 / $0.06 / 816 |
|
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 |
6.00 |
36.79% |
$0.26 / 816 |
$0.30 / 15 |
1,187 / 1,485 |
68.961021% |
0.480767 |
-0.013313 |
0.277004 |
0.005604 |
0.001379 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
8.50 |
0.98% |
$0.02 / 971 |
$0.06 / 2,178 |
20 / 71 |
100.093575% |
0.075625 |
-0.004706 |
0.099027 |
0.002003 |
0.000234 |
|
187 |
Legs |
10/27(32) |
CALL |
6.50 / 9.00 |
$12 / $238 / 0.05 |
74.41% / $0.95 / 0.40% / 3.93% |
76.96% / $6.62 |
$0.12 / $0.21 / $0.09 / 567 |
|
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 |
6.50 |
25.59% |
$0.21 / 567 |
$0.28 / 17 |
1 / 195 |
70.412063% |
0.413345 |
-0.010193 |
0.211661 |
0.007007 |
0.001880 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
9.00 |
1.75% |
$0.03 / 815 |
$0.09 / 738 |
0 / 15 |
94.201215% |
0.108992 |
-0.004841 |
0.101510 |
0.003360 |
0.000532 |
|
4 |
Legs |
11/17(53) |
PUT |
5.00 / 4.00 |
$25 / $75 / 0.33 |
72.25% / $3.22 / 4.30% / 29.49% |
76.57% / $4.75 |
$0.25 / $0.42 / $0.17 / 558 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
27.75% |
$0.42 / 1,511 |
$0.45 / 369 |
26 / 1,907 |
90.556611% |
-0.289115 |
-0.006670 |
0.147619 |
0.007737 |
-0.003409 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
4.00 |
13.58% |
$0.14 / 1,486 |
$0.17 / 558 |
0 / 2,013 |
95.232571% |
-0.133936 |
-0.004267 |
0.093259 |
0.004888 |
-0.001494 |
|
|
748 |
|
10/06(11) |
PUT |
12.00 / 10.50 |
$8 / $142 / 0.06 |
89.58% / $1.67 / 1.17% / 30.62% |
90.30% / $11.92 |
$0.08 / $0.12 / $0.04 / 1,867 |
99 / 100.00% / 72 |
5 |
Legs |
Vertical |
Bullish |
$14.04 (-2.84%) / 21.3M |
|
Earnings: 09/29 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
12.00 |
10.42% |
$0.12 / 1,872 |
$0.13 / 1,382 |
149 / 130 |
72.952101% |
-0.147049 |
-0.018557 |
0.093653 |
0.006602 |
-0.000938 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
10.50 |
2.32% |
$0.03 / 1,161 |
$0.04 / 1,867 |
0 / 43 |
85.227502% |
-0.034490 |
-0.006187 |
0.031076 |
0.002191 |
-0.000215 |
|
230 |
Legs |
10/06(11) |
CALL |
15.50 / 17.00 |
$20 / $130 / 0.15 |
78.87% / $3.30 / 2.53% / 77.45% |
81.83% / $15.70 |
$0.20 / $0.30 / $0.10 / 1,228 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
15.50 |
21.13% |
$0.30 / 1,388 |
$0.31 / 1,106 |
231 / 1,689 |
66.696729% |
0.335259 |
-0.030373 |
0.148337 |
0.010457 |
0.001746 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
17.00 |
5.79% |
$0.09 / 1,507 |
$0.10 / 1,228 |
555 / 1,291 |
68.298520% |
0.169116 |
-0.020927 |
0.102660 |
0.007237 |
0.000899 |
|
496 |
Legs |
10/06(11) |
CALL |
16.00 / 17.00 |
$10 / $90 / 0.11 |
85.69% / $0.90 / 1.00% / 25.74% |
86.84% / $16.10 |
$0.10 / $0.20 / $0.10 / 1,228 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
16.00 |
14.31% |
$0.20 / 2,017 |
$0.21 / 1,353 |
1,501 / 22,269 |
66.627575% |
0.271473 |
-0.027583 |
0.134953 |
0.009514 |
0.001425 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
17.00 |
5.79% |
$0.09 / 1,507 |
$0.10 / 1,228 |
555 / 1,291 |
68.298520% |
0.169116 |
-0.020927 |
0.102660 |
0.007237 |
0.000899 |
|
309 |
Legs |
10/06(11) |
CALL |
15.50 / 17.50 |
$23 / $177 / 0.13 |
78.87% / $6.99 / 3.95% / 142.77% |
82.24% / $15.73 |
$0.23 / $0.30 / $0.07 / 1,199 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
15.50 |
21.13% |
$0.30 / 1,388 |
$0.31 / 1,106 |
231 / 1,689 |
66.696729% |
0.335259 |
-0.030373 |
0.148337 |
0.010457 |
0.001746 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
17.50 |
3.48% |
$0.06 / 1,863 |
$0.07 / 1,199 |
127 / 1,112 |
69.378784% |
0.130362 |
-0.017569 |
0.086274 |
0.006082 |
0.000697 |
|
556 |
Legs |
10/06(11) |
CALL |
16.00 / 17.50 |
$13 / $137 / 0.10 |
85.69% / $3.20 / 2.33% / 69.58% |
87.17% / $16.13 |
$0.13 / $0.20 / $0.07 / 1,199 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
16.00 |
14.31% |
$0.20 / 2,017 |
$0.21 / 1,353 |
1,501 / 22,269 |
66.627575% |
0.271473 |
-0.027583 |
0.134953 |
0.009514 |
0.001425 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
17.50 |
3.48% |
$0.06 / 1,863 |
$0.07 / 1,199 |
127 / 1,112 |
69.378784% |
0.130362 |
-0.017569 |
0.086274 |
0.006082 |
0.000697 |
|
126 |
Legs |
09/29(4) |
PUT |
13.50 / 11.50 |
$33 / $167 / 0.20 |
71.88% / $16.84 / 10.08% / > 1000% |
79.81% / $13.17 |
$0.33 / $0.38 / $0.05 / 1,190 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
13.50 |
28.12% |
$0.38 / 1,794 |
$0.39 / 37 |
1,629 / 6,946 |
81.407599% |
-0.328144 |
-0.039886 |
0.201392 |
0.007572 |
-0.001109 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
11.50 |
2.02% |
$0.04 / 1,988 |
$0.05 / 1,190 |
19 / 379 |
90.874095% |
-0.043626 |
-0.010285 |
0.051527 |
0.001937 |
-0.000143 |
|
|
974 |
|
12/15(81) |
CALL |
2.00 / 4.50 |
$10 / $240 / 0.04 |
67.96% / $5.30 / 2.21% / 9.44% |
72.69% / $2.10 |
$0.10 / $0.15 / $0.05 / 1,867 |
6 / 9.95% / 29 |
2 |
Legs |
Vertical |
Bearish |
$1.7604 (+0.59%) / 14.9M |
|
Earnings: 11/13 |
|
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 |
2.00 |
32.04% |
$0.15 / 10,137 |
$0.20 / 913 |
72 / 1,723 |
72.014568% |
0.520820 |
-0.002211 |
0.438196 |
0.003432 |
0.001492 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
4.50 |
0.31% |
0 / 0 |
$0.05 / 1,867 |
0 / 39 |
126.882596% |
0.061793 |
-0.000663 |
0.134074 |
0.001050 |
0.000210 |
|
967 |
Legs |
12/15(81) |
CALL |
2.00 / 4.00 |
$10 / $190 / 0.05 |
67.96% / $3.76 / 1.98% / 8.42% |
72.69% / $2.10 |
$0.10 / $0.15 / $0.05 / 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 |
2.00 |
32.04% |
$0.15 / 10,137 |
$0.20 / 913 |
72 / 1,723 |
72.014568% |
0.520820 |
-0.002211 |
0.438196 |
0.003432 |
0.001492 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
4.00 |
0.80% |
0 / 0 |
$0.05 / 21 |
0 / 356 |
115.553917% |
0.095327 |
-0.000923 |
0.186373 |
0.001460 |
0.000318 |
|
952 |
Legs |
12/15(81) |
CALL |
2.00 / 3.50 |
$10 / $140 / 0.07 |
67.96% / $1.11 / 0.80% / 3.33% |
72.69% / $2.10 |
$0.10 / $0.15 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
2.00 |
32.04% |
$0.15 / 10,137 |
$0.20 / 913 |
72 / 1,723 |
72.014568% |
0.520820 |
-0.002211 |
0.438196 |
0.003432 |
0.001492 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
3.50 |
2.09% |
0 / 0 |
$0.05 / 1 |
0 / 2,594 |
102.144955% |
0.147668 |
-0.001260 |
0.253779 |
0.001987 |
0.000483 |
|
|
208 |
|
11/17(53) |
PUT |
5.00 / 3.00 |
$44 / $156 / 0.28 |
60.32% / $7.92 / 5.08% / 35.53% |
71.92% / $4.56 |
$0.44 / $0.49 / $0.05 / 1,852 |
32 / 27.60% / 13 |
5 |
Legs |
Vertical |
Bullish |
$5.13 (-0.77%) / 28.56M |
|
Earnings: 11/14 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
39.68% |
$0.49 / 2,309 |
$0.51 / 11 |
250 / 44,569 |
74.161688% |
-0.391201 |
-0.005882 |
0.208222 |
0.007800 |
-0.004132 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
6.16% |
$0.04 / 3,448 |
$0.05 / 1,852 |
12 / 1,863 |
94.206128% |
-0.044576 |
-0.001488 |
0.051006 |
0.001911 |
-0.000418 |
|
554 |
Legs |
11/17(53) |
PUT |
5.00 / 1.00 |
$42 / $358 / 0.12 |
60.32% / $20.81 / 5.81% / 41.48% |
71.45% / $4.58 |
$0.42 / $0.49 / $0.07 / 1,368 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
39.68% |
$0.49 / 2,309 |
$0.51 / 11 |
250 / 44,569 |
74.161688% |
-0.391201 |
-0.005882 |
0.208222 |
0.007800 |
-0.004132 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1.00 |
0.61% |
0 / 0 |
$0.07 / 1,368 |
0 / 110 |
282.496187% |
-0.000001 |
0.000000 |
0.000003 |
0.000000 |
0.000000 |
|
397 |
Legs |
10/13(18) |
PUT |
5.00 / 4.00 |
$20 / $80 / 0.25 |
60.60% / $0.15 / 0.19% / 2.99% |
69.47% / $4.80 |
$0.20 / $0.24 / $0.04 / 1,345 |
|
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 |
5.00 |
39.40% |
$0.24 / 1,345 |
$0.26 / 1,655 |
474 / 6,497 |
65.424848% |
-0.402201 |
-0.009770 |
0.337675 |
0.004882 |
-0.001473 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
4.00 |
8.23% |
$0.03 / 6,201 |
$0.04 / 3,809 |
408 / 123 |
76.990205% |
-0.105887 |
-0.004688 |
0.159672 |
0.002309 |
-0.000367 |
|
423 |
Legs |
11/17(53) |
PUT |
5.00 / 2.00 |
$45 / $255 / 0.18 |
60.32% / $16.63 / 6.52% / 47.39% |
72.16% / $4.55 |
$0.45 / $0.49 / $0.04 / 1,344 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
39.68% |
$0.49 / 2,309 |
$0.51 / 11 |
250 / 44,569 |
74.161688% |
-0.391201 |
-0.005882 |
0.208222 |
0.007800 |
-0.004132 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
2.00% |
0 / 0 |
$0.04 / 1,344 |
0 / 7,643 |
148.619011% |
-0.002328 |
-0.000116 |
0.003945 |
0.000148 |
-0.000021 |
|
296 |
Legs |
11/17(53) |
PUT |
4.00 / 3.00 |
$11 / $89 / 0.12 |
82.96% / $0.75 / 0.85% / 5.31% |
84.66% / $3.89 |
$0.11 / $0.16 / $0.05 / 1,120 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
4.00 |
17.04% |
$0.16 / 1,120 |
$0.17 / 1,058 |
171 / 3,045 |
80.247879% |
-0.184566 |
-0.004166 |
0.144525 |
0.005414 |
-0.001829 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
6.16% |
$0.04 / 3,448 |
$0.05 / 1,852 |
12 / 1,863 |
94.206128% |
-0.044576 |
-0.001488 |
0.051006 |
0.001911 |
-0.000418 |
|
432 |
Legs |
11/17(53) |
PUT |
4.00 / 2.00 |
$12 / $188 / 0.06 |
82.96% / $3.04 / 1.62% / 10.36% |
84.80% / $3.88 |
$0.12 / $0.16 / $0.04 / 1,120 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
4.00 |
17.04% |
$0.16 / 1,120 |
$0.17 / 1,058 |
171 / 3,045 |
80.247879% |
-0.184566 |
-0.004166 |
0.144525 |
0.005414 |
-0.001829 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
2.00% |
0 / 0 |
$0.04 / 1,344 |
0 / 7,643 |
148.619011% |
-0.002328 |
-0.000116 |
0.003945 |
0.000148 |
-0.000021 |
|
|
65 |
|
11/17(53) |
PUT |
6.00 / 4.00 |
$25 / $175 / 0.14 |
72.98% / $5.32 / 3.04% / 20.17% |
77.94% / $5.75 |
$0.25 / $0.28 / $0.03 / 1,836 |
29 / 17.21% / 99 |
5 |
Legs |
Vertical |
Bullish |
$6.7091 (+1.35%) / 11.58M |
|
|
|
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 |
6.00 |
27.02% |
$0.28 / 1,983 |
$0.30 / 936 |
162 / 1,807 |
59.286290% |
-0.294352 |
-0.005782 |
0.171318 |
0.009125 |
-0.003768 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
4.00 |
4.00% |
$0.02 / 20 |
$0.03 / 1,836 |
40 / 21 |
75.841297% |
-0.029331 |
-0.001151 |
0.033191 |
0.001768 |
-0.000347 |
|
112 |
Legs |
11/17(53) |
PUT |
6.00 / 3.00 |
$25 / $275 / 0.09 |
72.98% / $11.23 / 4.08% / 27.87% |
77.94% / $5.75 |
$0.25 / $0.28 / $0.03 / 1,688 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
6.00 |
27.02% |
$0.28 / 1,983 |
$0.30 / 936 |
162 / 1,807 |
59.286290% |
-0.294352 |
-0.005782 |
0.171318 |
0.009125 |
-0.003768 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
1.28% |
0 / 0 |
$0.03 / 1,688 |
0 / 21 |
115.353120% |
-0.002196 |
-0.000120 |
0.003430 |
0.000183 |
-0.000025 |
|
318 |
Legs |
11/17(53) |
CALL |
8.00 / 11.00 |
$19 / $281 / 0.07 |
81.99% / $11.38 / 4.05% / 27.61% |
84.77% / $8.19 |
$0.19 / $0.24 / $0.05 / 1,050 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
8.00 |
18.01% |
$0.24 / 1,050 |
$0.25 / 78 |
290 / 774 |
60.644808% |
0.338291 |
-0.006689 |
0.181763 |
0.009681 |
0.002934 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
11.00 |
0.75% |
$0.04 / 2,553 |
$0.05 / 2,946 |
1 / 496 |
72.821842% |
0.069780 |
-0.002415 |
0.066573 |
0.003546 |
0.000643 |
|
377 |
Legs |
11/17(53) |
CALL |
8.00 / 12.00 |
$20 / $380 / 0.05 |
81.99% / $14.69 / 3.87% / 26.22% |
84.91% / $8.20 |
$0.20 / $0.24 / $0.04 / 1,050 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
8.00 |
18.01% |
$0.24 / 1,050 |
$0.25 / 78 |
290 / 774 |
60.644808% |
0.338291 |
-0.006689 |
0.181763 |
0.009681 |
0.002934 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
12.00 |
0.22% |
$0.03 / 20 |
$0.04 / 2,919 |
1 / 42 |
78.849954% |
0.038602 |
-0.001506 |
0.041609 |
0.002216 |
0.000360 |
|
412 |
Legs |
11/17(53) |
CALL |
8.00 / 13.00 |
$21 / $479 / 0.04 |
81.99% / $16.61 / 3.47% / 23.28% |
85.05% / $8.21 |
$0.21 / $0.24 / $0.03 / 1,050 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
8.00 |
18.01% |
$0.24 / 1,050 |
$0.25 / 78 |
290 / 774 |
60.644808% |
0.338291 |
-0.006689 |
0.181763 |
0.009681 |
0.002934 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
13.00 |
0.06% |
$0.02 / 58 |
$0.03 / 2,144 |
0 / 1 |
82.615045% |
0.020994 |
-0.000906 |
0.025074 |
0.001336 |
0.000198 |
|
220 |
Legs |
10/20(25) |
CALL |
7.50 / 9.00 |
$10 / $140 / 0.07 |
79.02% / $2.34 / 1.67% / 21.99% |
81.49% / $7.60 |
$0.10 / $0.14 / $0.04 / 753 |
|
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 |
7.50 |
20.98% |
$0.14 / 1,329 |
$0.15 / 789 |
421 / 1,418 |
53.371866% |
0.343372 |
-0.009350 |
0.256279 |
0.006945 |
0.001594 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
9.00 |
2.12% |
$0.03 / 72 |
$0.04 / 753 |
401 / 13,183 |
65.596172% |
0.104860 |
-0.004574 |
0.126584 |
0.003430 |
0.000506 |
|
|
198 |
|
11/17(53) |
PUT |
30.00 / 24.00 |
$185 / $415 / 0.45 |
59.94% / $3.26 / 0.79% / 4.93% |
68.96% / $28.15 |
$1.85 / $2.07 / $0.22 / 1,824 |
88 / 82.46% / 34 |
5 |
Legs |
Vertical |
Bullish |
$31.20 (+0.42%) / 9.21M |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
30.00 |
40.06% |
$2.07 / 2,604 |
$2.12 / 275 |
8 / 31 |
53.978705% |
-0.394020 |
-0.033699 |
0.037291 |
0.046850 |
-0.024534 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
24.00 |
16.01% |
$0.19 / 356 |
$0.22 / 1,824 |
2 / 21 |
47.826689% |
-0.174032 |
-0.022789 |
0.024941 |
0.031333 |
-0.010175 |
|
20 |
Legs |
11/17(53) |
PUT |
29.00 / 25.00 |
$121 / $279 / 0.43 |
64.98% / $3.15 / 1.13% / 7.13% |
70.55% / $27.79 |
$1.21 / $1.56 / $0.35 / 1,823 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
29.00 |
35.02% |
$1.56 / 2,981 |
$1.61 / 282 |
0 / 210 |
52.508296% |
-0.355511 |
-0.032712 |
0.036114 |
0.045370 |
-0.021888 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
18.97% |
$0.31 / 2,348 |
$0.35 / 1,823 |
0 / 6 |
47.890522% |
-0.207310 |
-0.025334 |
0.027765 |
0.034881 |
-0.012239 |
|
252 |
Legs |
11/17(53) |
PUT |
30.00 / 25.00 |
$172 / $328 / 0.52 |
59.94% / $7.00 / 2.13% / 13.84% |
68.37% / $28.28 |
$1.72 / $2.07 / $0.35 / 1,823 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
30.00 |
40.06% |
$2.07 / 2,604 |
$2.12 / 275 |
8 / 31 |
53.978705% |
-0.394020 |
-0.033699 |
0.037291 |
0.046850 |
-0.024534 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
18.97% |
$0.31 / 2,348 |
$0.35 / 1,823 |
0 / 6 |
47.890522% |
-0.207310 |
-0.025334 |
0.027765 |
0.034881 |
-0.012239 |
|
527 |
Legs |
10/20(25) |
CALL |
38.00 / 42.00 |
$19 / $381 / 0.05 |
90.73% / $1.13 / 0.30% / 3.62% |
91.22% / $38.19 |
$0.19 / $0.45 / $0.26 / 981 |
|
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 |
38.00 |
9.27% |
$0.45 / 981 |
$0.48 / 656 |
1 / 92 |
67.377793% |
0.227242 |
-0.038227 |
0.041084 |
0.026260 |
0.004897 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.00 |
2.68% |
$0.24 / 372 |
$0.26 / 987 |
0 / 62 |
74.752336% |
0.121069 |
-0.025512 |
0.027431 |
0.017533 |
0.002659 |
|
316 |
Legs |
10/20(25) |
CALL |
36.00 / 42.00 |
$40 / $560 / 0.07 |
84.06% / $7.19 / 1.28% / 16.54% |
85.63% / $36.40 |
$0.40 / $0.66 / $0.26 / 938 |
|
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 |
36.00 |
15.94% |
$0.66 / 938 |
$0.70 / 737 |
1 / 63 |
64.082117% |
0.301454 |
-0.044164 |
0.047453 |
0.030331 |
0.006415 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.00 |
2.68% |
$0.24 / 372 |
$0.26 / 987 |
0 / 62 |
74.752336% |
0.121069 |
-0.025512 |
0.027431 |
0.017533 |
0.002659 |
|
437 |
Legs |
10/20(25) |
CALL |
37.00 / 42.00 |
$28 / $472 / 0.06 |
87.75% / $3.35 / 0.71% / 8.86% |
88.65% / $37.28 |
$0.28 / $0.54 / $0.26 / 899 |
|
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 |
37.00 |
12.25% |
$0.54 / 899 |
$0.57 / 606 |
0 / 145 |
65.508464% |
0.262512 |
-0.041316 |
0.044399 |
0.028379 |
0.005623 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.00 |
2.68% |
$0.24 / 372 |
$0.26 / 987 |
0 / 62 |
74.752336% |
0.121069 |
-0.025512 |
0.027431 |
0.017533 |
0.002659 |
|
|
970 |
|
09/29(4) |
PUT |
4.50 / 3.50 |
$8 / $92 / 0.09 |
54.72% / $3.02 / 3.28% / 287.96% |
62.66% / $4.42 |
$0.08 / $0.12 / $0.04 / 1,823 |
99 / 100.00% / 71 |
5 |
Legs |
Vertical |
Bullish |
$4.52 (-0.22%) / 11.03M |
|
Earnings: 10/24 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
4.50 |
45.28% |
$0.12 / 1,880 |
$0.14 / 2,190 |
1,145 / 368 |
54.306302% |
-0.454283 |
-0.013782 |
0.697986 |
0.002655 |
-0.000497 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
3.50 |
0.72% |
0 / 0 |
$0.04 / 1,823 |
0 / 5 |
138.126590% |
-0.017103 |
-0.001494 |
0.074633 |
0.000284 |
-0.000018 |
|
982 |
Legs |
09/29(4) |
PUT |
4.50 / 3.00 |
$8 / $142 / 0.06 |
54.72% / $4.30 / 3.03% / 249.89% |
62.66% / $4.42 |
$0.08 / $0.12 / $0.04 / 1,705 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
4.50 |
45.28% |
$0.12 / 1,880 |
$0.14 / 2,190 |
1,145 / 368 |
54.306302% |
-0.454283 |
-0.013782 |
0.697986 |
0.002655 |
-0.000497 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
3.00 |
0.03% |
0 / 0 |
$0.04 / 1,705 |
0 / 1 |
199.542646% |
-0.000410 |
-0.000052 |
0.002603 |
0.000010 |
0.000000 |
|
949 |
Legs |
10/06(11) |
PUT |
4.50 / 2.50 |
$12 / $188 / 0.06 |
54.84% / $6.31 / 3.36% / 112.97% |
63.34% / $4.38 |
$0.12 / $0.16 / $0.04 / 1,164 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
4.50 |
45.16% |
$0.16 / 1,164 |
$0.18 / 33 |
17 / 281 |
51.290560% |
-0.448660 |
-0.009964 |
0.508855 |
0.003629 |
-0.000954 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
2.50 |
0.07% |
0 / 0 |
$0.04 / 1,293 |
0 / 23 |
197.514233% |
-0.000193 |
-0.000019 |
0.000941 |
0.000007 |
0.000000 |
|
204 |
Legs |
10/27(32) |
CALL |
5.00 / 7.00 |
$8 / $192 / 0.04 |
72.77% / $2.85 / 1.49% / 15.37% |
75.53% / $5.08 |
$0.08 / $0.14 / $0.06 / 216 |
|
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 |
5.00 |
27.23% |
$0.14 / 1,057 |
$0.17 / 18 |
307 / 1,327 |
55.960177% |
0.410978 |
-0.006701 |
0.322930 |
0.005528 |
0.001530 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
7.00 |
0.78% |
0 / 0 |
$0.06 / 216 |
0 / 58 |
96.935604% |
0.068234 |
-0.002237 |
0.109299 |
0.001871 |
0.000272 |
|
223 |
Legs |
10/20(25) |
CALL |
5.00 / 6.50 |
$8 / $142 / 0.06 |
74.58% / $2.47 / 1.74% / 22.98% |
77.54% / $5.08 |
$0.08 / $0.11 / $0.03 / 205 |
|
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 |
5.00 |
25.42% |
$0.11 / 1,726 |
$0.12 / 3,351 |
288 / 2,449 |
53.719762% |
0.388507 |
-0.007331 |
0.354519 |
0.004888 |
0.001191 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
6.50 |
1.26% |
$0.01 / 756 |
$0.03 / 205 |
0 / 7 |
74.168912% |
0.083581 |
-0.002906 |
0.142132 |
0.001960 |
0.000271 |
|
740 |
Legs |
10/20(25) |
PUT |
4.50 / 3.00 |
$20 / $130 / 0.15 |
55.50% / $2.77 / 2.13% / 28.84% |
65.43% / $4.30 |
$0.20 / $0.25 / $0.05 / 194 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
4.50 |
44.50% |
$0.25 / 194 |
$0.26 / 174 |
73 / 297 |
54.644181% |
-0.437311 |
-0.007046 |
0.364460 |
0.005025 |
-0.001896 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
3.00 |
3.20% |
0 / 0 |
$0.05 / 1,753 |
0 / 1 |
111.584763% |
-0.031803 |
-0.001311 |
0.066054 |
0.000911 |
-0.000126 |
|
|
92 |
|
11/17(53) |
CALL |
40.50 / 43.00 |
$27 / $223 / 0.12 |
76.65% / $0.86 / 0.39% / 2.40% |
79.59% / $40.77 |
$0.27 / $0.32 / $0.05 / 1,788 |
57 / 46.27% / 13 |
5 |
Legs |
Vertical |
Bearish |
$38.77 (+1.97%) / 40.01M |
|
|
|
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 |
40.50 |
23.35% |
$0.32 / 1,788 |
$0.34 / 969 |
20 / 178 |
15.637928% |
0.329206 |
-0.012313 |
0.098404 |
0.054970 |
0.018629 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
43.00 |
5.19% |
$0.04 / 130 |
$0.05 / 1,827 |
51 / 25,340 |
15.576516% |
0.142273 |
-0.007542 |
0.061262 |
0.034222 |
0.008160 |
|
138 |
Legs |
11/17(53) |
CALL |
40.50 / 43.50 |
$28 / $272 / 0.10 |
76.65% / $3.79 / 1.39% / 8.87% |
79.69% / $40.78 |
$0.28 / $0.32 / $0.04 / 1,788 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
40.50 |
23.35% |
$0.32 / 1,788 |
$0.34 / 969 |
20 / 178 |
15.637928% |
0.329206 |
-0.012313 |
0.098404 |
0.054970 |
0.018629 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
43.50 |
3.59% |
$0.03 / 1 |
$0.04 / 2,224 |
2 / 16 |
16.169624% |
0.116740 |
-0.006562 |
0.053417 |
0.029840 |
0.006710 |
|
39 |
Legs |
10/20(25) |
CALL |
39.50 / 41.50 |
$27 / $173 / 0.16 |
69.52% / $0.36 / 0.21% / 2.50% |
74.37% / $39.77 |
$0.27 / $0.31 / $0.04 / 1,388 |
|
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 |
39.50 |
30.48% |
$0.31 / 1,388 |
$0.33 / 80 |
107 / 1,060 |
15.235947% |
0.379275 |
-0.017973 |
0.145230 |
0.041276 |
0.011082 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
41.50 |
5.99% |
$0.03 / 1,760 |
$0.04 / 3,152 |
15,000 / 28,081 |
15.357355% |
0.150574 |
-0.010876 |
0.089270 |
0.025371 |
0.004452 |
|
60 |
Legs |
10/20(25) |
CALL |
39.50 / 42.00 |
$28 / $222 / 0.13 |
69.52% / $4.65 / 2.10% / 28.28% |
74.54% / $39.78 |
$0.28 / $0.31 / $0.03 / 1,388 |
|
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 |
39.50 |
30.48% |
$0.31 / 1,388 |
$0.33 / 80 |
107 / 1,060 |
15.235947% |
0.379275 |
-0.017973 |
0.145230 |
0.041276 |
0.011082 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.00 |
3.53% |
$0.02 / 66 |
$0.03 / 2,564 |
75 / 25,882 |
16.314589% |
0.113099 |
-0.008903 |
0.073259 |
0.020821 |
0.003351 |
|
361 |
Legs |
11/17(53) |
CALL |
41.00 / 44.00 |
$18 / $282 / 0.06 |
81.90% / $2.32 / 0.82% / 5.15% |
83.58% / $41.18 |
$0.18 / $0.21 / $0.03 / 1,169 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
41.00 |
18.10% |
$0.21 / 1,169 |
$0.23 / 724 |
38 / 11,180 |
15.313621% |
0.284098 |
-0.011492 |
0.092224 |
0.051518 |
0.016128 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
44.00 |
2.43% |
$0.01 / 1,531 |
$0.03 / 1,762 |
0 / 551 |
15.924477% |
0.094870 |
-0.005637 |
0.045979 |
0.025685 |
0.005463 |
|
77 |
Legs |
10/20(25) |
CALL |
39.50 / 42.50 |
$28 / $272 / 0.10 |
69.52% / $8.89 / 3.27% / 47.10% |
74.54% / $39.78 |
$0.28 / $0.31 / $0.03 / 944 |
|
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 |
39.50 |
30.48% |
$0.31 / 1,388 |
$0.33 / 80 |
107 / 1,060 |
15.235947% |
0.379275 |
-0.017973 |
0.145230 |
0.041276 |
0.011082 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
42.50 |
1.97% |
0 / 0 |
$0.03 / 944 |
0 / 257 |
18.770267% |
0.083123 |
-0.007088 |
0.058448 |
0.016611 |
0.002468 |
|
|
403 |
|
11/17(53) |
PUT |
50.00 / 40.00 |
$65 / $935 / 0.07 |
81.44% / $3.63 / 0.39% / 2.41% |
83.22% / $49.35 |
$0.65 / $1.05 / $0.40 / 1,780 |
93 / 83.60% / 76 |
5 |
Legs |
Vertical |
Bullish |
$56.28 (-0.71%) / 2.56M |
|
|
|
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 |
50.00 |
18.56% |
$1.05 / 1,992 |
$1.15 / 522 |
0 / 4 |
43.316718% |
-0.226217 |
-0.030116 |
0.025160 |
0.067645 |
-0.022837 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
2.97% |
$0.30 / 66 |
$0.40 / 1,780 |
0 / 2 |
61.353814% |
-0.034797 |
-0.007855 |
0.006435 |
0.017301 |
-0.003372 |
|
924 |
Legs |
12/15(81) |
PUT |
45.00 / 30.00 |
$60 / $1,440 / 0.04 |
88.40% / $23.77 / 1.65% / 6.99% |
89.32% / $44.40 |
$0.60 / $0.90 / $0.30 / 1,431 |
|
Underlying |
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 |
45.00 |
11.60% |
$0.90 / 1,431 |
$1.00 / 1,189 |
25 / 92 |
49.477521% |
-0.140228 |
-0.018235 |
0.015260 |
0.061180 |
-0.021333 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
30.00 |
1.09% |
$0.15 / 1,347 |
$0.30 / 1,860 |
0 / 79 |
75.860305% |
-0.003892 |
-0.000969 |
0.000792 |
0.003176 |
-0.000560 |
|
79 |
Legs |
10/20(25) |
PUT |
54.00 / 45.00 |
$80 / $820 / 0.10 |
71.31% / $12.95 / 1.58% / 20.69% |
75.49% / $53.20 |
$0.80 / $1.10 / $0.30 / 1,231 |
|
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 |
54.00 |
28.69% |
$1.10 / 1,400 |
$1.20 / 241 |
1 / 27 |
38.367328% |
-0.326818 |
-0.051037 |
0.042309 |
0.057873 |
-0.016364 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
2.83% |
$0.20 / 305 |
$0.30 / 1,231 |
0 / 93 |
57.190707% |
-0.047774 |
-0.014340 |
0.011669 |
0.015961 |
-0.002304 |
|
206 |
Legs |
10/20(25) |
PUT |
53.00 / 45.00 |
$60 / $740 / 0.08 |
76.47% / $7.16 / 0.97% / 12.25% |
79.26% / $52.40 |
$0.60 / $0.90 / $0.30 / 857 |
|
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 |
53.00 |
23.53% |
$0.90 / 857 |
$1.00 / 870 |
22 / 30 |
40.209733% |
-0.283127 |
-0.048035 |
0.039696 |
0.054299 |
-0.014102 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
2.83% |
$0.20 / 305 |
$0.30 / 1,231 |
0 / 93 |
57.190707% |
-0.047774 |
-0.014340 |
0.011669 |
0.015961 |
-0.002304 |
|
86 |
Legs |
10/20(25) |
PUT |
54.00 / 40.00 |
$95 / $1,305 / 0.07 |
71.31% / $54.58 / 4.18% / 63.51% |
76.23% / $53.05 |
$0.95 / $1.10 / $0.15 / 825 |
|
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 |
54.00 |
28.69% |
$1.10 / 1,400 |
$1.20 / 241 |
1 / 27 |
38.367328% |
-0.326818 |
-0.051037 |
0.042309 |
0.057873 |
-0.016364 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
40.00 |
0.50% |
$0.05 / 2,096 |
$0.15 / 825 |
0 / 17 |
66.684055% |
-0.007066 |
-0.002847 |
0.002306 |
0.003154 |
-0.000336 |
|
214 |
Legs |
10/20(25) |
PUT |
53.00 / 40.00 |
$75 / $1,225 / 0.06 |
76.47% / $45.11 / 3.68% / 54.33% |
79.93% / $52.25 |
$0.75 / $0.90 / $0.15 / 825 |
|
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 |
53.00 |
23.53% |
$0.90 / 857 |
$1.00 / 870 |
22 / 30 |
40.209733% |
-0.283127 |
-0.048035 |
0.039696 |
0.054299 |
-0.014102 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
40.00 |
0.50% |
$0.05 / 2,096 |
$0.15 / 825 |
0 / 17 |
66.684055% |
-0.007066 |
-0.002847 |
0.002306 |
0.003154 |
-0.000336 |
|
|
981 |
|
11/17(53) |
CALL |
31.00 / 36.00 |
$55 / $445 / 0.12 |
46.80% / $22.76 / 5.11% / 35.83% |
59.88% / $31.55 |
$0.55 / $0.65 / $0.10 / 1,774 |
43 / 35.11% / 67 |
4 |
Legs |
Vertical |
Bearish |
$30.94 (+0.31%) / 31K |
|
|
|
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 |
31.00 |
53.20% |
$0.65 / 1,925 |
$0.75 / 1,088 |
0 / 6 |
12.390417% |
0.543915 |
-0.010166 |
0.168343 |
0.048498 |
0.024690 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
36.00 |
0.32% |
0 / 0 |
$0.10 / 1,774 |
0 / 115 |
24.606999% |
0.031833 |
-0.001596 |
0.030341 |
0.008741 |
0.001494 |
|
964 |
Legs |
11/17(53) |
CALL |
31.00 / 35.00 |
$55 / $345 / 0.16 |
46.80% / $15.65 / 4.54% / 31.32% |
59.88% / $31.55 |
$0.55 / $0.65 / $0.10 / 1,108 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
31.00 |
53.20% |
$0.65 / 1,925 |
$0.75 / 1,088 |
0 / 6 |
12.390417% |
0.543915 |
-0.010166 |
0.168343 |
0.048498 |
0.024690 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
1.39% |
0 / 0 |
$0.10 / 1,108 |
0 / 31 |
20.900006% |
0.068858 |
-0.002997 |
0.056286 |
0.016215 |
0.003220 |
|
192 |
Legs |
11/17(53) |
CALL |
32.00 / 35.00 |
$20 / $280 / 0.07 |
69.71% / $6.23 / 2.23% / 14.48% |
73.67% / $32.20 |
$0.20 / $0.30 / $0.10 / 1,048 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
32.00 |
30.29% |
$0.30 / 1,048 |
$0.40 / 1,599 |
0 / 55 |
13.725551% |
0.379472 |
-0.009255 |
0.161580 |
0.046549 |
0.017410 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
1.39% |
0 / 0 |
$0.10 / 1,108 |
0 / 31 |
20.900006% |
0.068858 |
-0.002997 |
0.056286 |
0.016215 |
0.003220 |
|
235 |
Legs |
11/17(53) |
CALL |
32.00 / 36.00 |
$20 / $380 / 0.05 |
69.71% / $11.49 / 3.02% / 20.07% |
73.67% / $32.20 |
$0.20 / $0.30 / $0.10 / 1,048 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
32.00 |
30.29% |
$0.30 / 1,048 |
$0.40 / 1,599 |
0 / 55 |
13.725551% |
0.379472 |
-0.009255 |
0.161580 |
0.046549 |
0.017410 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
36.00 |
0.32% |
0 / 0 |
$0.10 / 1,774 |
0 / 115 |
24.606999% |
0.031833 |
-0.001596 |
0.030341 |
0.008741 |
0.001494 |
|
937 |
Legs |
11/17(53) |
CALL |
31.00 / 34.00 |
$55 / $245 / 0.22 |
46.80% / $1.53 / 0.62% / 3.90% |
59.88% / $31.55 |
$0.55 / $0.65 / $0.10 / 497 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
31.00 |
53.20% |
$0.65 / 1,925 |
$0.75 / 1,088 |
0 / 6 |
12.390417% |
0.543915 |
-0.010166 |
0.168343 |
0.048498 |
0.024690 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
34.00 |
4.90% |
$0.05 / 1,156 |
$0.10 / 497 |
0 / 371 |
15.709165% |
0.134914 |
-0.004986 |
0.092137 |
0.026544 |
0.006278 |
|
|
131 |
|
11/17(53) |
PUT |
55.00 / 40.00 |
$140 / $1,360 / 0.10 |
73.69% / $35.17 / 2.59% / 16.97% |
77.87% / $53.60 |
$1.40 / $1.70 / $0.30 / 1,749 |
95 / 90.88% / 92 |
4 |
Legs |
Vertical |
Bullish |
$59.65 (+0.64%) / 3.78M |
|
|
|
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 |
55.00 |
26.31% |
$1.70 / 2,183 |
$1.80 / 1,326 |
0 / 4 |
43.151653% |
-0.297284 |
-0.038916 |
0.025383 |
0.082183 |
-0.032425 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
2.63% |
0 / 0 |
$0.30 / 1,749 |
0 / 20 |
65.877076% |
-0.026516 |
-0.007136 |
0.004501 |
0.014574 |
-0.002721 |
|
317 |
Legs |
11/17(53) |
PUT |
53.00 / 40.00 |
$95 / $1,205 / 0.08 |
79.51% / $17.47 / 1.45% / 9.24% |
81.93% / $52.05 |
$0.95 / $1.25 / $0.30 / 1,749 |
|
Underlying |
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 |
53.00 |
20.49% |
$1.25 / 1,756 |
$1.35 / 656 |
0 / 100 |
44.756639% |
-0.243419 |
-0.035446 |
0.022966 |
0.074355 |
-0.026287 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
2.63% |
0 / 0 |
$0.30 / 1,749 |
0 / 20 |
65.877076% |
-0.026516 |
-0.007136 |
0.004501 |
0.014574 |
-0.002721 |
|
541 |
Legs |
11/17(53) |
PUT |
50.00 / 40.00 |
$50 / $950 / 0.05 |
86.42% / $0.49 / 0.05% / 0.32% |
87.37% / $49.50 |
$0.50 / $0.80 / $0.30 / 1,749 |
|
Underlying |
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 |
50.00 |
13.58% |
$0.80 / 2,086 |
$0.90 / 2,964 |
0 / 2 |
48.019213% |
-0.170562 |
-0.028935 |
0.018591 |
0.060192 |
-0.018166 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
2.63% |
0 / 0 |
$0.30 / 1,749 |
0 / 20 |
65.877076% |
-0.026516 |
-0.007136 |
0.004501 |
0.014574 |
-0.002721 |
|
216 |
Legs |
11/17(53) |
PUT |
54.00 / 40.00 |
$120 / $1,280 / 0.09 |
76.72% / $29.11 / 2.27% / 14.80% |
80.04% / $52.80 |
$1.20 / $1.50 / $0.30 / 125 |
|
Underlying |
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 |
54.00 |
23.28% |
$1.50 / 125 |
$1.60 / 3,027 |
0 / 101 |
44.490789% |
-0.269928 |
-0.037286 |
0.024236 |
0.078468 |
-0.029292 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
2.63% |
0 / 0 |
$0.30 / 1,749 |
0 / 20 |
65.877076% |
-0.026516 |
-0.007136 |
0.004501 |
0.014574 |
-0.002721 |
|
41 |
Legs |
11/17(53) |
PUT |
56.00 / 45.00 |
$155 / $945 / 0.16 |
70.41% / $5.12 / 0.54% / 3.37% |
75.39% / $54.45 |
$1.55 / $2.00 / $0.45 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
56.00 |
29.59% |
$2.00 / 1 |
$2.10 / 2,508 |
0 / 1 |
42.740275% |
-0.325316 |
-0.040315 |
0.026395 |
0.085457 |
-0.035668 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
45.00 |
6.26% |
$0.35 / 2,084 |
$0.45 / 3,275 |
0 / 20 |
53.553851% |
-0.078396 |
-0.016884 |
0.010733 |
0.034751 |
-0.008183 |
|
|
909 |
|
12/15(81) |
CALL |
12.00 / 17.00 |
$20 / $480 / 0.04 |
88.55% / $10.65 / 2.22% / 9.48% |
89.63% / $12.20 |
$0.20 / $0.26 / $0.06 / 1,736 |
65 / 13.63% / 16 |
5 |
Legs |
Vertical |
Bearish |
$8.70 (+0.81%) / 11.43M |
|
Earnings: 10/19 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.00 |
11.45% |
$0.26 / 1,736 |
$0.27 / 43 |
7 / 2,189 |
63.423824% |
0.294772 |
-0.007507 |
0.096489 |
0.014597 |
0.004750 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.00 |
0.77% |
$0.05 / 1,690 |
$0.06 / 1,844 |
0 / 56 |
73.297886% |
0.081653 |
-0.003250 |
0.042237 |
0.006390 |
0.001402 |
|
11 |
Legs |
11/17(53) |
PUT |
8.00 / 6.00 |
$44 / $156 / 0.28 |
69.44% / $6.16 / 3.95% / 26.85% |
75.85% / $7.56 |
$0.44 / $0.55 / $0.11 / 1,716 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
30.56% |
$0.55 / 3,178 |
$0.56 / 310 |
112 / 5,382 |
69.472221% |
-0.321497 |
-0.008756 |
0.122405 |
0.012418 |
-0.005562 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
9.28% |
$0.10 / 1,171 |
$0.11 / 1,716 |
10 / 282 |
76.975610% |
-0.092517 |
-0.004136 |
0.056622 |
0.005744 |
-0.001495 |
|
148 |
Legs |
11/17(53) |
PUT |
7.00 / 6.00 |
$14 / $86 / 0.16 |
82.52% / $0.73 / 0.84% / 5.30% |
83.94% / $6.86 |
$0.14 / $0.25 / $0.11 / 1,716 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
7.00 |
17.48% |
$0.25 / 2,079 |
$0.26 / 418 |
55 / 5,804 |
71.860173% |
-0.193909 |
-0.006797 |
0.093867 |
0.009523 |
-0.003236 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
9.28% |
$0.10 / 1,171 |
$0.11 / 1,716 |
10 / 282 |
76.975610% |
-0.092517 |
-0.004136 |
0.056622 |
0.005744 |
-0.001495 |
|
800 |
Legs |
12/15(81) |
CALL |
11.00 / 17.00 |
$35 / $565 / 0.06 |
81.54% / $19.94 / 3.53% / 15.39% |
84.32% / $11.35 |
$0.35 / $0.41 / $0.06 / 1,511 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
11.00 |
18.46% |
$0.41 / 1,511 |
$0.42 / 660 |
51 / 1,120 |
62.888803% |
0.372204 |
-0.008269 |
0.105828 |
0.016010 |
0.005870 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.00 |
0.77% |
$0.05 / 1,690 |
$0.06 / 1,844 |
0 / 56 |
73.297886% |
0.081653 |
-0.003250 |
0.042237 |
0.006390 |
0.001402 |
|
259 |
Legs |
11/17(53) |
CALL |
10.00 / 16.00 |
$47 / $553 / 0.09 |
74.14% / $30.42 / 5.50% / 38.92% |
80.07% / $10.47 |
$0.47 / $0.53 / $0.06 / 1,501 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
10.00 |
25.86% |
$0.53 / 1,656 |
$0.54 / 756 |
262 / 2,094 |
68.754438% |
0.418777 |
-0.010396 |
0.133452 |
0.013539 |
0.004574 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
16.00 |
0.39% |
$0.05 / 1,501 |
$0.06 / 1,501 |
10 / 167 |
83.455889% |
0.053355 |
-0.002840 |
0.037100 |
0.003764 |
0.000639 |
|
440 |
Legs |
11/17(53) |
CALL |
11.00 / 16.00 |
$26 / $474 / 0.06 |
85.45% / $18.52 / 3.91% / 26.53% |
87.61% / $11.26 |
$0.26 / $0.32 / $0.06 / 1,501 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
11.00 |
14.55% |
$0.32 / 2,934 |
$0.33 / 859 |
222 / 7,782 |
69.691595% |
0.311864 |
-0.009362 |
0.120836 |
0.012259 |
0.003494 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
16.00 |
0.39% |
$0.05 / 1,501 |
$0.06 / 1,501 |
10 / 167 |
83.455889% |
0.053355 |
-0.002840 |
0.037100 |
0.003764 |
0.000639 |
|
|
916 |
|
11/17(53) |
CALL |
3.50 / 5.00 |
$15 / $135 / 0.11 |
55.69% / $5.40 / 4.00% / 27.26% |
65.44% / $3.65 |
$0.15 / $0.20 / $0.05 / 1,734 |
13 / 17.20% / 23 |
4 |
Legs |
Vertical |
Bearish |
$3.44 (-0.58%) / 8.71M |
|
Earnings: 11/15 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
3.50 |
44.31% |
$0.20 / 3,213 |
$0.35 / 6,486 |
0 / 214 |
52.896511% |
0.529821 |
-0.003021 |
0.490186 |
0.005408 |
0.002366 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.00 |
1.06% |
0 / 0 |
$0.05 / 1,734 |
0 / 150 |
70.035417% |
0.075360 |
-0.001041 |
0.175057 |
0.001931 |
0.000366 |
|
911 |
Legs |
10/20(25) |
CALL |
3.50 / 4.50 |
$5 / $95 / 0.05 |
56.94% / $0.91 / 0.96% / 12.12% |
61.63% / $3.55 |
$0.05 / $0.10 / $0.05 / 1,498 |
|
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 |
3.50 |
43.06% |
$0.10 / 3,318 |
$0.15 / 4 |
137 / 3,175 |
37.032352% |
0.501154 |
-0.004171 |
0.689149 |
0.003868 |
0.001203 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
4.50 |
1.02% |
0 / 0 |
$0.05 / 1,498 |
0 / 1,979 |
78.613778% |
0.068043 |
-0.001338 |
0.226927 |
0.001274 |
0.000173 |
|
848 |
Legs |
11/17(53) |
CALL |
3.50 / 4.50 |
$15 / $85 / 0.18 |
55.69% / $0.43 / 0.51% / 3.15% |
65.44% / $3.65 |
$0.15 / $0.20 / $0.05 / 100 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
3.50 |
44.31% |
$0.20 / 3,213 |
$0.35 / 6,486 |
0 / 214 |
52.896511% |
0.529821 |
-0.003021 |
0.490186 |
0.005408 |
0.002366 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.50 |
4.79% |
0 / 0 |
$0.05 / 100 |
0 / 440 |
55.489520% |
0.160987 |
-0.001801 |
0.301006 |
0.003321 |
0.000768 |
|
194 |
Legs |
11/17(53) |
CALL |
4.00 / 4.50 |
$5 / $45 / 0.11 |
82.95% / $0.65 / 1.44% / 9.19% |
84.79% / $4.05 |
$0.05 / $0.10 / $0.05 / 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 |
4.00 |
17.05% |
$0.10 / 1 |
$0.15 / 3,772 |
107 / 10,761 |
55.077220% |
0.311653 |
-0.002633 |
0.435703 |
0.004807 |
0.001449 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.50 |
4.79% |
0 / 0 |
$0.05 / 100 |
0 / 440 |
55.489520% |
0.160987 |
-0.001801 |
0.301006 |
0.003321 |
0.000768 |
|
409 |
Legs |
11/17(53) |
CALL |
4.00 / 5.00 |
$5 / $95 / 0.05 |
82.95% / $2.20 / 2.32% / 15.12% |
84.79% / $4.05 |
$0.05 / $0.10 / $0.05 / 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 |
4.00 |
17.05% |
$0.10 / 1 |
$0.15 / 3,772 |
107 / 10,761 |
55.077220% |
0.311653 |
-0.002633 |
0.435703 |
0.004807 |
0.001449 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.00 |
1.06% |
0 / 0 |
$0.05 / 1,734 |
0 / 150 |
70.035417% |
0.075360 |
-0.001041 |
0.175057 |
0.001931 |
0.000366 |
|
|
270 |
|
11/17(53) |
CALL |
5.50 / 7.00 |
$8 / $142 / 0.06 |
77.28% / $4.87 / 3.43% / 23.03% |
80.49% / $5.58 |
$0.08 / $0.12 / $0.04 / 1,722 |
8 / 11.90% / 81 |
2 |
Legs |
Vertical |
Bearish |
$4.98 (-0.40%) / 10.02M |
|
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) |
CALL |
5.50 |
22.72% |
$0.12 / 1,722 |
$0.13 / 1,562 |
53 / 3,141 |
36.450184% |
0.348624 |
-0.003096 |
0.396719 |
0.007314 |
0.002421 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
7.00 |
0.46% |
$0.01 / 1,522 |
$0.04 / 3,494 |
0 / 4,899 |
50.783405% |
0.045750 |
-0.000796 |
0.103190 |
0.001902 |
0.000333 |
|
354 |
Legs |
11/17(53) |
PUT |
4.50 / 3.50 |
$6 / $94 / 0.06 |
80.14% / $1.83 / 1.95% / 12.57% |
82.37% / $4.44 |
$0.06 / $0.08 / $0.02 / 84 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
4.50 |
19.86% |
$0.08 / 114 |
$0.09 / 1,001 |
0 / 1,924 |
36.663549% |
-0.242304 |
-0.002451 |
0.335388 |
0.006183 |
-0.002127 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.50 |
1.67% |
0 / 0 |
$0.02 / 84 |
0 / 180 |
56.534183% |
-0.020060 |
-0.000389 |
0.052155 |
0.000961 |
-0.000169 |
|
398 |
Legs |
11/17(53) |
PUT |
4.50 / 3.00 |
$6 / $144 / 0.04 |
80.14% / $3.80 / 2.64% / 17.32% |
82.37% / $4.44 |
$0.06 / $0.08 / $0.02 / 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) |
PUT |
4.50 |
19.86% |
$0.08 / 114 |
$0.09 / 1,001 |
0 / 1,924 |
36.663549% |
-0.242304 |
-0.002451 |
0.335388 |
0.006183 |
-0.002127 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
3.00 |
0.35% |
0 / 0 |
$0.02 / 65 |
0 / 266 |
76.236731% |
-0.001968 |
-0.000050 |
0.006715 |
0.000124 |
-0.000016 |
|
|
851 |
|
12/15(81) |
PUT |
20.00 / 16.00 |
$165 / $235 / 0.70 |
60.17% / $20.88 / 8.89% / 42.12% |
68.05% / $18.35 |
$1.65 / $2.50 / $0.85 / 1,701 |
32 / 53.21% / 9 |
5 |
Legs |
Vertical |
Bullish |
$20.85 (+3.53%) / 3.27M |
|
|
|
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 |
20.00 |
39.83% |
$2.50 / 1,837 |
$2.65 / 74 |
10 / 1 |
74.977658% |
-0.375117 |
-0.022428 |
0.036083 |
0.037353 |
-0.026670 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
16.00 |
22.80% |
$0.70 / 2,096 |
$0.85 / 1,701 |
0 / 9 |
69.682919% |
-0.225361 |
-0.017994 |
0.028612 |
0.029620 |
-0.014952 |
|
238 |
Legs |
10/20(25) |
CALL |
24.00 / 30.00 |
$40 / $560 / 0.07 |
80.39% / $5.01 / 0.89% / 11.28% |
82.52% / $24.40 |
$0.40 / $0.65 / $0.25 / 886 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
24.00 |
19.61% |
$0.65 / 886 |
$0.75 / 313 |
0 / 82 |
78.442558% |
0.353156 |
-0.039230 |
0.060731 |
0.021450 |
0.004763 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
2.67% |
$0.15 / 956 |
$0.25 / 1,995 |
0 / 1 |
91.266761% |
0.130266 |
-0.022366 |
0.034650 |
0.012238 |
0.001843 |
|
245 |
Legs |
11/17(53) |
PUT |
20.00 / 14.00 |
$180 / $420 / 0.43 |
59.43% / $9.18 / 2.19% / 14.20% |
69.84% / $18.20 |
$1.80 / $2.00 / $0.20 / 330 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
40.57% |
$2.00 / 330 |
$2.10 / 493 |
10 / 4 |
73.941188% |
-0.389880 |
-0.028009 |
0.044640 |
0.030990 |
-0.017266 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
14.00 |
13.61% |
$0.10 / 1,993 |
$0.20 / 2,934 |
0 / 1 |
67.848757% |
-0.128856 |
-0.015579 |
0.024512 |
0.017017 |
-0.005176 |
|
326 |
Legs |
11/17(53) |
PUT |
20.00 / 15.00 |
$170 / $330 / 0.52 |
59.43% / $11.35 / 3.44% / 23.08% |
69.31% / $18.30 |
$1.70 / $2.00 / $0.30 / 330 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
40.57% |
$2.00 / 330 |
$2.10 / 493 |
10 / 4 |
73.941188% |
-0.389880 |
-0.028009 |
0.044640 |
0.030990 |
-0.017266 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
16.63% |
$0.25 / 2 |
$0.30 / 2,320 |
0 / 202 |
68.282904% |
-0.166806 |
-0.018490 |
0.029138 |
0.020228 |
-0.006803 |
|
386 |
Legs |
11/17(53) |
PUT |
20.00 / 16.00 |
$150 / $250 / 0.60 |
59.43% / $11.57 / 4.63% / 32.04% |
68.24% / $18.50 |
$1.50 / $2.00 / $0.50 / 330 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
40.57% |
$2.00 / 330 |
$2.10 / 493 |
10 / 4 |
73.941188% |
-0.389880 |
-0.028009 |
0.044640 |
0.030990 |
-0.017266 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
16.00 |
20.19% |
$0.40 / 999 |
$0.50 / 2,065 |
0 / 2 |
68.140881% |
-0.208224 |
-0.021168 |
0.033416 |
0.023197 |
-0.008626 |
|
452 |
Legs |
11/17(53) |
PUT |
20.00 / 17.00 |
$125 / $175 / 0.71 |
59.43% / $13.42 / 7.67% / 57.42% |
66.87% / $18.75 |
$1.25 / $2.00 / $0.75 / 330 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
40.57% |
$2.00 / 330 |
$2.10 / 493 |
10 / 4 |
73.941188% |
-0.389880 |
-0.028009 |
0.044640 |
0.030990 |
-0.017266 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
17.00 |
24.35% |
$0.65 / 1,824 |
$0.75 / 426 |
2 / 6 |
68.447843% |
-0.252154 |
-0.023511 |
0.037187 |
0.025815 |
-0.010615 |
|
|
366 |
|
11/17(53) |
PUT |
37.00 / 32.00 |
$37 / $463 / 0.08 |
81.97% / $3.77 / 0.81% / 5.11% |
83.80% / $36.63 |
$0.37 / $0.49 / $0.12 / 1,677 |
93 / 88.64% / 74 |
5 |
Legs |
Vertical |
Bullish |
$40.96 (-1.80%) / 15.44M |
|
Earnings: 10/13 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
37.00 |
18.03% |
$0.49 / 1,677 |
$0.50 / 14 |
30 / 966 |
31.126630% |
-0.226112 |
-0.017432 |
0.045131 |
0.048815 |
-0.016026 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
32.00 |
3.28% |
$0.11 / 1,181 |
$0.12 / 2,451 |
0 / 35 |
38.952910% |
-0.049425 |
-0.005945 |
0.015362 |
0.016616 |
-0.003408 |
|
379 |
Legs |
11/17(53) |
PUT |
37.00 / 31.00 |
$40 / $560 / 0.07 |
81.97% / $10.18 / 1.82% / 11.70% |
83.94% / $36.60 |
$0.40 / $0.49 / $0.09 / 1,677 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
37.00 |
18.03% |
$0.49 / 1,677 |
$0.50 / 14 |
30 / 966 |
31.126630% |
-0.226112 |
-0.017432 |
0.045131 |
0.048815 |
-0.016026 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
31.00 |
2.20% |
$0.08 / 1,283 |
$0.09 / 2,917 |
2 / 218 |
40.549566% |
-0.032362 |
-0.004216 |
0.010893 |
0.011782 |
-0.002222 |
|
357 |
Legs |
11/17(53) |
CALL |
45.00 / 52.50 |
$36 / $714 / 0.05 |
80.00% / $10.19 / 1.43% / 9.10% |
81.92% / $45.36 |
$0.36 / $0.40 / $0.04 / 1,114 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
45.00 |
20.00% |
$0.40 / 1,114 |
$0.41 / 230 |
375 / 3,190 |
24.316812% |
0.317260 |
-0.020391 |
0.053411 |
0.057771 |
0.018451 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
52.50 |
1.36% |
$0.03 / 813 |
$0.04 / 1,271 |
0 / 224 |
29.193327% |
0.076491 |
-0.008301 |
0.021595 |
0.023358 |
0.004587 |
|
101 |
Legs |
11/17(53) |
CALL |
44.00 / 50.00 |
$54 / $546 / 0.10 |
73.96% / $2.32 / 0.42% / 2.63% |
77.35% / $44.54 |
$0.54 / $0.61 / $0.07 / 1,099 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
44.00 |
26.04% |
$0.61 / 1,099 |
$0.62 / 177 |
92 / 5,304 |
24.523827% |
0.368209 |
-0.021518 |
0.056466 |
0.061075 |
0.021284 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
50.00 |
3.79% |
$0.06 / 1,787 |
$0.07 / 2,690 |
39 / 2,464 |
26.824554% |
0.129876 |
-0.012188 |
0.031755 |
0.034347 |
0.007727 |
|
43 |
Legs |
10/27(32) |
PUT |
39.00 / 34.00 |
$46 / $454 / 0.10 |
73.43% / $6.35 / 1.40% / 14.41% |
77.15% / $38.54 |
$0.46 / $0.56 / $0.10 / 1,071 |
|
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 |
39.00 |
26.57% |
$0.56 / 1,071 |
$0.58 / 63 |
2 / 170 |
28.206898% |
-0.309935 |
-0.025767 |
0.066649 |
0.045531 |
-0.013710 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
34.00 |
3.24% |
$0.08 / 574 |
$0.10 / 2,027 |
5 / 8 |
37.220293% |
-0.058747 |
-0.008586 |
0.022175 |
0.015148 |
-0.002526 |
|
45 |
Legs |
10/27(32) |
PUT |
39.00 / 33.00 |
$49 / $551 / 0.09 |
73.43% / $15.63 / 2.84% / 31.14% |
77.38% / $38.51 |
$0.49 / $0.56 / $0.07 / 1,071 |
|
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 |
39.00 |
26.57% |
$0.56 / 1,071 |
$0.58 / 63 |
2 / 170 |
28.206898% |
-0.309935 |
-0.025767 |
0.066649 |
0.045531 |
-0.013710 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
33.00 |
1.90% |
$0.06 / 792 |
$0.07 / 1,231 |
0 / 20 |
39.410082% |
-0.036070 |
-0.005805 |
0.014992 |
0.010241 |
-0.001544 |
|
|
905 |
|
10/20(25) |
CALL |
4.00 / 6.00 |
$15 / $185 / 0.08 |
58.24% / $2.44 / 1.32% / 17.01% |
64.86% / $4.15 |
$0.15 / $0.25 / $0.10 / 1,669 |
22 / 2.50% / 4 |
4 |
Legs |
Vertical |
Bearish |
$3.92 (+2.89%) / 1.04M |
|
Earnings: 11/13 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
4.00 |
41.76% |
$0.25 / 1,669 |
$0.30 / 5 |
5 / 286 |
71.718325% |
0.532363 |
-0.008354 |
0.334500 |
0.004371 |
0.001303 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
6.00 |
1.71% |
0 / 0 |
$0.10 / 2,115 |
0 / 10 |
128.216319% |
0.105824 |
-0.003793 |
0.153834 |
0.002010 |
0.000286 |
|
886 |
Legs |
10/27(32) |
CALL |
4.00 / 6.50 |
$15 / $235 / 0.06 |
58.16% / $3.05 / 1.30% / 13.33% |
64.11% / $4.15 |
$0.15 / $0.25 / $0.10 / 1,464 |
|
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 |
4.00 |
41.84% |
$0.25 / 2,561 |
$0.40 / 972 |
1 / 2 |
74.269243% |
0.543192 |
-0.007499 |
0.299447 |
0.004858 |
0.001605 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
6.50 |
1.20% |
0 / 0 |
$0.10 / 1,464 |
0 / 1 |
128.578719% |
0.093224 |
-0.003105 |
0.125850 |
0.002042 |
0.000309 |
|
966 |
Legs |
11/17(53) |
CALL |
4.00 / 10.00 |
$25 / $575 / 0.04 |
58.31% / $13.96 / 2.43% / 15.86% |
66.00% / $4.25 |
$0.25 / $0.40 / $0.15 / 1,144 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4.00 |
41.69% |
$0.40 / 1,144 |
$0.50 / 65 |
5 / 6,255 |
78.596550% |
0.567911 |
-0.005945 |
0.235904 |
0.006059 |
0.002474 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
10.00 |
0.05% |
0 / 0 |
$0.15 / 3,361 |
0 / 2,492 |
169.996266% |
0.024236 |
-0.000843 |
0.034168 |
0.000878 |
0.000127 |
|
526 |
Legs |
11/17(53) |
CALL |
4.50 / 7.50 |
$15 / $285 / 0.05 |
72.70% / $5.06 / 1.78% / 11.42% |
76.22% / $4.65 |
$0.15 / $0.25 / $0.10 / 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 |
4.50 |
27.30% |
$0.25 / 1,418 |
$0.35 / 1,088 |
1 / 1,543 |
81.963279% |
0.458358 |
-0.005966 |
0.238076 |
0.006115 |
0.002075 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
7.50 |
1.04% |
0 / 0 |
$0.10 / 2 |
0 / 4,201 |
120.230155% |
0.096804 |
-0.002544 |
0.102830 |
0.002641 |
0.000489 |
|
934 |
Legs |
11/17(53) |
CALL |
4.00 / 7.50 |
$30 / $320 / 0.09 |
58.31% / $10.72 / 3.35% / 22.42% |
67.42% / $4.30 |
$0.30 / $0.40 / $0.10 / 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 |
4.00 |
41.69% |
$0.40 / 1,144 |
$0.50 / 65 |
5 / 6,255 |
78.596550% |
0.567911 |
-0.005945 |
0.235904 |
0.006059 |
0.002474 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
7.50 |
1.04% |
0 / 0 |
$0.10 / 2 |
0 / 4,201 |
120.230155% |
0.096804 |
-0.002544 |
0.102830 |
0.002641 |
0.000489 |
|
|
652 |
|
09/29(4) |
PUT |
26.50 / 25.00 |
$11 / $139 / 0.08 |
79.41% / $1.15 / 0.83% / 41.28% |
81.59% / $26.39 |
$0.11 / $0.14 / $0.03 / 1,660 |
6 / 4.50% / 86 |
5 |
Legs |
Vertical |
Bullish |
$27.59 (+4.00%) / 24.51M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
26.50 |
20.59% |
$0.14 / 1,660 |
$0.15 / 478 |
407 / 1,016 |
32.356082% |
-0.274780 |
-0.039873 |
0.170167 |
0.013607 |
-0.001735 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
25.00 |
3.03% |
$0.02 / 1,583 |
$0.03 / 3,006 |
61 / 244 |
38.341319% |
-0.078159 |
-0.017616 |
0.074521 |
0.005959 |
-0.000488 |
|
672 |
Legs |
09/29(4) |
PUT |
26.50 / 24.50 |
$12 / $188 / 0.06 |
79.41% / $4.69 / 2.49% / 181.35% |
81.78% / $26.38 |
$0.12 / $0.14 / $0.02 / 1,660 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
26.50 |
20.59% |
$0.14 / 1,660 |
$0.15 / 478 |
407 / 1,016 |
32.356082% |
-0.274780 |
-0.039873 |
0.170167 |
0.013607 |
-0.001735 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
24.50 |
1.33% |
$0.01 / 4,135 |
$0.02 / 1,989 |
27 / 67 |
40.966732% |
-0.044417 |
-0.011333 |
0.047854 |
0.003826 |
-0.000276 |
|
594 |
Legs |
10/06(11) |
PUT |
26.00 / 24.00 |
$13 / $187 / 0.07 |
80.99% / $0.25 / 0.13% / 3.14% |
82.74% / $25.87 |
$0.13 / $0.16 / $0.03 / 1,239 |
|
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 |
26.00 |
19.01% |
$0.16 / 1,303 |
$0.18 / 587 |
8 / 160 |
32.351704% |
-0.253256 |
-0.027701 |
0.119211 |
0.017873 |
-0.003044 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
24.00 |
3.11% |
$0.02 / 1,973 |
$0.03 / 1,239 |
1 / 107 |
37.549857% |
-0.068634 |
-0.011585 |
0.049272 |
0.007387 |
-0.000812 |
|
61 |
Legs |
11/17(53) |
CALL |
30.00 / 35.00 |
$57 / $443 / 0.13 |
74.26% / $13.52 / 3.05% / 20.27% |
78.62% / $30.57 |
$0.57 / $0.69 / $0.12 / 1,198 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
30.00 |
25.74% |
$0.69 / 1,455 |
$0.71 / 91 |
71 / 10,078 |
34.540340% |
0.376253 |
-0.018561 |
0.072552 |
0.041334 |
0.014267 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
3.50% |
$0.10 / 850 |
$0.12 / 1,198 |
821 / 88,796 |
36.985676% |
0.129830 |
-0.010107 |
0.040396 |
0.023015 |
0.005096 |
|
615 |
Legs |
10/06(11) |
PUT |
26.00 / 23.50 |
$13 / $237 / 0.06 |
80.99% / $2.64 / 1.11% / 28.87% |
82.74% / $25.87 |
$0.13 / $0.16 / $0.03 / 1,017 |
|
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 |
26.00 |
19.01% |
$0.16 / 1,303 |
$0.18 / 587 |
8 / 160 |
32.351704% |
-0.253256 |
-0.027701 |
0.119211 |
0.017873 |
-0.003044 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
23.50 |
1.78% |
$0.01 / 1,711 |
$0.03 / 1,017 |
102 / 8 |
40.693406% |
-0.044360 |
-0.008224 |
0.034911 |
0.005234 |
-0.000523 |
|
561 |
Legs |
10/20(25) |
PUT |
24.50 / 22.00 |
$10 / $240 / 0.04 |
88.52% / $0.19 / 0.08% / 0.95% |
89.17% / $24.40 |
$0.10 / $0.13 / $0.03 / 932 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
24.50 |
11.48% |
$0.13 / 1,094 |
$0.15 / 1,453 |
0 / 66 |
35.459254% |
-0.168000 |
-0.015537 |
0.067295 |
0.019506 |
-0.003961 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
22.00 |
2.10% |
$0.02 / 378 |
$0.03 / 932 |
7 / 1,611 |
40.977919% |
-0.039475 |
-0.005342 |
0.022845 |
0.006622 |
-0.000914 |
|
|
790 |
|
10/20(25) |
PUT |
24.00 / 21.00 |
$20 / $280 / 0.07 |
56.97% / $4.93 / 1.76% / 23.29% |
62.68% / $23.80 |
$0.20 / $0.30 / $0.10 / 1,654 |
99 / 100.00% / 74 |
1 |
Legs |
Vertical |
Bullish |
$24.28 (+0.25%) / 1.5M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
24.00 |
43.03% |
$0.30 / 3,416 |
$0.40 / 1,637 |
1 / 60 |
16.653248% |
-0.441986 |
-0.012549 |
0.204945 |
0.026836 |
-0.009018 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
21.00 |
1.15% |
0 / 0 |
$0.10 / 1,654 |
0 / 7 |
37.755941% |
-0.034110 |
-0.002470 |
0.039345 |
0.005152 |
-0.000676 |
|
829 |
Legs |
10/20(25) |
PUT |
24.00 / 19.00 |
$20 / $480 / 0.04 |
56.97% / $11.21 / 2.33% / 31.91% |
62.68% / $23.80 |
$0.20 / $0.30 / $0.10 / 1,539 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
24.00 |
43.03% |
$0.30 / 3,416 |
$0.40 / 1,637 |
1 / 60 |
16.653248% |
-0.441986 |
-0.012549 |
0.204945 |
0.026836 |
-0.009018 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
19.00 |
0.02% |
0 / 0 |
$0.10 / 1,539 |
0 / 2 |
57.246704% |
-0.001029 |
-0.000113 |
0.001798 |
0.000235 |
-0.000020 |
|
|
40 |
|
11/17(53) |
PUT |
9.00 / 5.00 |
$53 / $347 / 0.15 |
72.46% / $22.83 / 6.58% / 47.88% |
79.08% / $8.47 |
$0.53 / $0.56 / $0.03 / 1,631 |
29 / 11.51% / 81 |
5 |
Legs |
Vertical |
Bullish |
$9.95 (-3.68%) / 10.95M |
|
Earnings: 11/06 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
27.54% |
$0.56 / 1,723 |
$0.57 / 505 |
98 / 506 |
69.338203% |
-0.297481 |
-0.009103 |
0.110033 |
0.013756 |
-0.005771 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
2.27% |
$0.02 / 1,367 |
$0.03 / 1,631 |
960 / 13 |
92.036714% |
-0.008013 |
-0.000595 |
0.006974 |
0.000872 |
-0.000140 |
|
347 |
Legs |
11/17(53) |
PUT |
8.00 / 5.00 |
$25 / $275 / 0.09 |
83.89% / $9.61 / 3.49% / 23.47% |
86.07% / $7.75 |
$0.25 / $0.28 / $0.03 / 1,631 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
16.11% |
$0.28 / 2,598 |
$0.29 / 252 |
0 / 1,537 |
71.845564% |
-0.182016 |
-0.007023 |
0.083944 |
0.010494 |
-0.003425 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
2.27% |
$0.02 / 1,367 |
$0.03 / 1,631 |
960 / 13 |
92.036714% |
-0.008013 |
-0.000595 |
0.006974 |
0.000872 |
-0.000140 |
|
603 |
Legs |
11/17(53) |
PUT |
7.00 / 5.00 |
$10 / $190 / 0.05 |
91.19% / $2.13 / 1.12% / 7.08% |
91.73% / $6.90 |
$0.10 / $0.13 / $0.03 / 1,631 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
7.00 |
8.81% |
$0.13 / 2,605 |
$0.14 / 328 |
0 / 7 |
76.754753% |
-0.091095 |
-0.004391 |
0.052054 |
0.006508 |
-0.001668 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
2.27% |
$0.02 / 1,367 |
$0.03 / 1,631 |
960 / 13 |
92.036714% |
-0.008013 |
-0.000595 |
0.006974 |
0.000872 |
-0.000140 |
|
25 |
Legs |
11/17(53) |
PUT |
9.00 / 6.00 |
$50 / $250 / 0.20 |
72.46% / $15.00 / 6.00% / 43.03% |
78.74% / $8.50 |
$0.50 / $0.56 / $0.06 / 1,532 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
9.00 |
27.54% |
$0.56 / 1,723 |
$0.57 / 505 |
98 / 506 |
69.338203% |
-0.297481 |
-0.009103 |
0.110033 |
0.013756 |
-0.005771 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
4.57% |
$0.05 / 1,926 |
$0.06 / 1,532 |
16 / 85 |
81.948790% |
-0.033910 |
-0.002030 |
0.023917 |
0.002990 |
-0.000606 |
|
277 |
Legs |
11/17(53) |
PUT |
8.00 / 6.00 |
$22 / $178 / 0.12 |
83.89% / $5.23 / 2.94% / 19.45% |
85.82% / $7.78 |
$0.22 / $0.28 / $0.06 / 1,532 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
16.11% |
$0.28 / 2,598 |
$0.29 / 252 |
0 / 1,537 |
71.845564% |
-0.182016 |
-0.007023 |
0.083944 |
0.010494 |
-0.003425 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
4.57% |
$0.05 / 1,926 |
$0.06 / 1,532 |
16 / 85 |
81.948790% |
-0.033910 |
-0.002030 |
0.023917 |
0.002990 |
-0.000606 |
|
481 |
Legs |
10/06(11) |
CALL |
10.50 / 12.00 |
$20 / $130 / 0.15 |
66.76% / $1.14 / 0.88% / 22.16% |
72.69% / $10.70 |
$0.20 / $0.25 / $0.05 / 1,172 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
10.50 |
33.24% |
$0.25 / 1,172 |
$0.26 / 126 |
892 / 974 |
52.276624% |
0.428352 |
-0.021606 |
0.243061 |
0.007996 |
0.001578 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
12.00 |
5.08% |
$0.04 / 13 |
$0.05 / 2,009 |
48 / 1,945 |
59.956970% |
0.155854 |
-0.013053 |
0.148102 |
0.004872 |
0.000593 |
|
|
715 |
|
10/06(11) |
PUT |
23.00 / 20.00 |
$12 / $288 / 0.04 |
84.74% / $0.28 / 0.10% / 2.26% |
85.76% / $22.88 |
$0.12 / $0.16 / $0.04 / 1,623 |
37 / 20.53% / 99 |
5 |
Legs |
Vertical |
Bullish |
$25.35 (+0.16%) / 7.11M |
|
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) |
10/06/2023 (W) |
PUT |
23.00 |
15.26% |
$0.16 / 1,754 |
$0.18 / 773 |
1 / 96 |
48.219295% |
-0.208263 |
-0.033502 |
0.080120 |
0.014814 |
-0.002366 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
20.00 |
1.90% |
$0.03 / 646 |
$0.04 / 1,623 |
4 / 104 |
64.536880% |
-0.035357 |
-0.009178 |
0.021767 |
0.004025 |
-0.000392 |
|
489 |
Legs |
10/13(18) |
PUT |
23.00 / 19.00 |
$24 / $376 / 0.06 |
80.75% / $3.68 / 0.98% / 16.58% |
82.67% / $22.76 |
$0.24 / $0.28 / $0.04 / 1,124 |
|
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 |
23.00 |
19.25% |
$0.28 / 1,124 |
$0.30 / 554 |
0 / 264 |
48.301324% |
-0.241006 |
-0.029848 |
0.071874 |
0.019491 |
-0.004107 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
19.00 |
2.27% |
$0.03 / 813 |
$0.04 / 1,439 |
6 / 94 |
62.877959% |
-0.033923 |
-0.007305 |
0.017373 |
0.004711 |
-0.000558 |
|
365 |
Legs |
10/20(25) |
PUT |
22.50 / 18.00 |
$27 / $423 / 0.06 |
81.82% / $4.05 / 0.96% / 12.12% |
83.59% / $22.23 |
$0.27 / $0.31 / $0.04 / 893 |
|
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 |
22.50 |
18.18% |
$0.31 / 893 |
$0.32 / 563 |
12 / 1,338 |
49.278500% |
-0.225746 |
-0.024978 |
0.060370 |
0.021580 |
-0.005140 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
18.00 |
2.34% |
$0.03 / 287 |
$0.04 / 1,925 |
11 / 2 |
63.433901% |
-0.029028 |
-0.005582 |
0.013302 |
0.004755 |
-0.000635 |
|
367 |
Legs |
10/20(25) |
PUT |
22.50 / 17.50 |
$28 / $472 / 0.06 |
81.82% / $7.09 / 1.50% / 19.59% |
83.65% / $22.22 |
$0.28 / $0.31 / $0.03 / 893 |
|
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 |
22.50 |
18.18% |
$0.31 / 893 |
$0.32 / 563 |
12 / 1,338 |
49.278500% |
-0.225746 |
-0.024978 |
0.060370 |
0.021580 |
-0.005140 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
17.50 |
1.79% |
$0.02 / 362 |
$0.03 / 1,128 |
0 / 284 |
64.424731% |
-0.020700 |
-0.004207 |
0.010016 |
0.003580 |
-0.000451 |
|
501 |
Legs |
10/13(18) |
PUT |
23.00 / 18.00 |
$25 / $475 / 0.05 |
80.75% / $9.32 / 1.96% / 35.78% |
82.75% / $22.75 |
$0.25 / $0.28 / $0.03 / 815 |
|
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 |
23.00 |
19.25% |
$0.28 / 1,124 |
$0.30 / 554 |
0 / 264 |
48.301324% |
-0.241006 |
-0.029848 |
0.071874 |
0.019491 |
-0.004107 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
18.00 |
1.19% |
$0.02 / 1,053 |
$0.03 / 815 |
4 / 146 |
68.953516% |
-0.016024 |
-0.003895 |
0.009245 |
0.002507 |
-0.000262 |
|
474 |
Legs |
10/20(25) |
PUT |
22.00 / 18.00 |
$20 / $380 / 0.05 |
85.00% / $1.26 / 0.33% / 4.06% |
86.15% / $21.80 |
$0.20 / $0.24 / $0.04 / 803 |
|
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 |
22.00 |
15.00% |
$0.24 / 803 |
$0.25 / 854 |
1 / 230 |
50.390384% |
-0.192703 |
-0.022804 |
0.054996 |
0.019659 |
-0.004364 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
18.00 |
2.34% |
$0.03 / 287 |
$0.04 / 1,925 |
11 / 2 |
63.433901% |
-0.029028 |
-0.005582 |
0.013302 |
0.004755 |
-0.000635 |
|
|
984 |
|
12/15(81) |
CALL |
6.00 / 11.00 |
$40 / $460 / 0.09 |
64.59% / $8.71 / 1.89% / 8.05% |
71.08% / $6.40 |
$0.40 / $0.45 / $0.05 / 1,623 |
99 / 100.00% / 74 |
|
Legs |
Vertical |
Bearish |
$5.57 (-0.18%) / 318K |
|
|
|
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 |
6.00 |
35.41% |
$0.45 / 2,663 |
$0.55 / 434 |
0 / 54 |
61.897586% |
0.543731 |
-0.006650 |
0.139747 |
0.010585 |
0.004806 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
11.00 |
1.88% |
0 / 0 |
$0.05 / 1,623 |
0 / 156 |
80.682644% |
0.139927 |
-0.003725 |
0.078704 |
0.005961 |
0.001430 |
|
914 |
|
11/17(53) |
CALL |
4.00 / 9.00 |
$20 / $480 / 0.04 |
62.46% / $11.12 / 2.32% / 15.10% |
68.37% / $4.20 |
$0.20 / $0.30 / $0.10 / 1,615 |
85 / 70.74% / 11 |
3 |
Legs |
Vertical |
Bearish |
$3.77 (+2.17%) / 2.29M |
|
|
|
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 |
4.00 |
37.54% |
$0.30 / 1,615 |
$0.35 / 67 |
31 / 68 |
67.955483% |
0.537606 |
-0.005716 |
0.239681 |
0.005923 |
0.002292 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
9.00 |
0.14% |
0 / 0 |
$0.10 / 3,298 |
0 / 5 |
146.951379% |
0.038460 |
-0.001208 |
0.050604 |
0.001251 |
0.000194 |
|
765 |
Legs |
10/20(25) |
CALL |
4.00 / 7.00 |
$15 / $285 / 0.05 |
63.54% / $8.58 / 3.01% / 42.76% |
69.74% / $4.15 |
$0.15 / $0.20 / $0.05 / 579 |
|
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 |
4.00 |
36.46% |
$0.20 / 2,641 |
$0.25 / 1 |
72 / 5,278 |
72.035572% |
0.494269 |
-0.008088 |
0.338543 |
0.004257 |
0.001185 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.00 |
0.16% |
0 / 0 |
$0.05 / 579 |
0 / 75 |
138.487962% |
0.034430 |
-0.001547 |
0.064832 |
0.000815 |
0.000092 |
|
704 |
Legs |
10/20(25) |
CALL |
4.00 / 6.00 |
$15 / $185 / 0.08 |
63.54% / $4.71 / 2.55% / 35.23% |
69.74% / $4.15 |
$0.15 / $0.20 / $0.05 / 394 |
|
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 |
4.00 |
36.46% |
$0.20 / 2,641 |
$0.25 / 1 |
72 / 5,278 |
72.035572% |
0.494269 |
-0.008088 |
0.338543 |
0.004257 |
0.001185 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
6.00 |
1.30% |
0 / 0 |
$0.05 / 394 |
6 / 428 |
112.374675% |
0.093107 |
-0.003380 |
0.141586 |
0.001780 |
0.000245 |
|
846 |
Legs |
11/17(53) |
CALL |
4.00 / 7.00 |
$25 / $275 / 0.09 |
62.46% / $7.13 / 2.59% / 17.02% |
69.75% / $4.25 |
$0.25 / $0.30 / $0.05 / 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 |
4.00 |
37.54% |
$0.30 / 1,615 |
$0.35 / 67 |
31 / 68 |
67.955483% |
0.537606 |
-0.005716 |
0.239681 |
0.005923 |
0.002292 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
7.00 |
1.54% |
0 / 0 |
$0.05 / 21 |
0 / 5 |
98.645454% |
0.116885 |
-0.002841 |
0.118988 |
0.002941 |
0.000569 |
|
|
468 |
|
10/20(25) |
PUT |
30.00 / 21.00 |
$42 / $858 / 0.05 |
85.32% / $12.95 / 1.51% / 19.69% |
86.62% / $29.58 |
$0.42 / $0.51 / $0.09 / 1,577 |
93 / 84.68% / 85 |
5 |
Legs |
Vertical |
Bullish |
$35.6999 (+0.28%) / 94.09M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
30.00 |
14.68% |
$0.51 / 1,577 |
$0.52 / 48 |
230 / 2,030 |
67.986929% |
-0.178615 |
-0.038836 |
0.029722 |
0.026711 |
-0.005911 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
21.00 |
1.43% |
$0.08 / 263 |
$0.09 / 2,911 |
2,027 / 1,083 |
102.222368% |
-0.008316 |
-0.003404 |
0.002582 |
0.002321 |
-0.000261 |
|
475 |
Legs |
10/20(25) |
PUT |
30.00 / 20.00 |
$43 / $957 / 0.05 |
85.32% / $17.27 / 1.80% / 23.94% |
86.65% / $29.57 |
$0.43 / $0.51 / $0.08 / 1,577 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
30.00 |
14.68% |
$0.51 / 1,577 |
$0.52 / 48 |
230 / 2,030 |
67.986929% |
-0.178615 |
-0.038836 |
0.029722 |
0.026711 |
-0.005911 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
20.00 |
1.07% |
$0.07 / 235 |
$0.08 / 3,665 |
121 / 10,009 |
107.970248% |
-0.004710 |
-0.002059 |
0.001561 |
0.001403 |
-0.000147 |
|
247 |
Legs |
10/06(11) |
PUT |
34.00 / 29.00 |
$62 / $438 / 0.14 |
72.02% / $2.02 / 0.46% / 11.13% |
76.30% / $33.38 |
$0.62 / $0.77 / $0.15 / 1,312 |
|
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 |
34.00 |
27.98% |
$0.77 / 3,823 |
$0.78 / 5 |
700 / 1,059 |
59.733131% |
-0.318487 |
-0.073924 |
0.056487 |
0.026258 |
-0.005342 |
NASDAQ / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
29.00 |
5.51% |
$0.14 / 1,035 |
$0.15 / 1,312 |
41 / 57 |
74.520966% |
-0.082872 |
-0.031844 |
0.024169 |
0.011235 |
-0.001342 |
|
466 |
Legs |
10/06(11) |
PUT |
35.00 / 29.00 |
$91 / $509 / 0.18 |
64.24% / $6.17 / 1.21% / 31.77% |
71.36% / $34.09 |
$0.91 / $1.06 / $0.15 / 1,312 |
|
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 |
35.00 |
35.76% |
$1.06 / 1,354 |
$1.08 / 1,033 |
513 / 1,946 |
57.525412% |
-0.380039 |
-0.078694 |
0.060261 |
0.028012 |
-0.006431 |
NASDAQ / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
29.00 |
5.51% |
$0.14 / 1,035 |
$0.15 / 1,312 |
41 / 57 |
74.520966% |
-0.082872 |
-0.031844 |
0.024169 |
0.011235 |
-0.001342 |
|
787 |
Legs |
09/29(4) |
PUT |
33.00 / 30.00 |
$17 / $283 / 0.06 |
85.53% / $0.77 / 0.27% / 12.17% |
86.63% / $32.83 |
$0.17 / $0.25 / $0.08 / 1,214 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
33.00 |
14.47% |
$0.25 / 1,214 |
$0.26 / 1,280 |
1,897 / 3,384 |
62.990625% |
-0.206025 |
-0.081417 |
0.061772 |
0.015314 |
-0.001764 |
NASDAQ / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
30.00 |
2.84% |
$0.07 / 2,303 |
$0.08 / 3,433 |
689 / 2,455 |
77.467863% |
-0.058165 |
-0.033314 |
0.025202 |
0.006248 |
-0.000489 |
|
793 |
Legs |
09/29(4) |
PUT |
33.00 / 29.00 |
$19 / $381 / 0.05 |
85.53% / $5.74 / 1.51% / 87.37% |
86.75% / $32.81 |
$0.19 / $0.25 / $0.06 / 1,214 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
33.00 |
14.47% |
$0.25 / 1,214 |
$0.26 / 1,280 |
1,897 / 3,384 |
62.990625% |
-0.206025 |
-0.081417 |
0.061772 |
0.015314 |
-0.001764 |
NASDAQ / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
29.00 |
1.49% |
$0.05 / 2,919 |
$0.06 / 2,917 |
127 / 680 |
83.685850% |
-0.033092 |
-0.021159 |
0.015996 |
0.003966 |
-0.000277 |
|
|
856 |
|
11/17(53) |
CALL |
1.50 / 4.00 |
$15 / $235 / 0.06 |
72.75% / $2.64 / 1.12% / 7.09% |
77.33% / $1.65 |
$0.15 / $0.20 / $0.05 / 1,544 |
16 / 12.61% / 72 |
5 |
Legs |
Vertical |
Bearish |
$1.23 (-5.38%) / 73.19M |
|
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) |
11/17/2023 (M) |
CALL |
1.50 |
27.25% |
$0.20 / 1,550 |
$0.21 / 10 |
182 / 907 |
146.979304% |
0.609844 |
-0.003990 |
0.327557 |
0.001883 |
0.000589 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.00 |
1.82% |
$0.02 / 1,263 |
$0.05 / 1,544 |
67 / 424 |
182.569179% |
0.223438 |
-0.003092 |
0.255003 |
0.001466 |
0.000274 |
|
8 |
Legs |
11/17(53) |
PUT |
1.00 / 0.50 |
$14 / $36 / 0.39 |
72.92% / $2.75 / 7.63% / 57.08% |
77.25% / $0.86 |
$0.14 / $0.18 / $0.04 / 1,117 |
|
Underlying |
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 |
1.00 |
27.08% |
$0.18 / 3,720 |
$0.19 / 12 |
1,155 / 2,843 |
170.923376% |
-0.239270 |
-0.003116 |
0.264930 |
0.001523 |
-0.000919 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
0.50 |
14.67% |
$0.02 / 1,589 |
$0.04 / 1,117 |
5 / 246 |
190.174698% |
-0.074469 |
-0.001428 |
0.120182 |
0.000691 |
-0.000239 |
|
690 |
Legs |
10/06(11) |
CALL |
1.50 / 2.50 |
$4 / $96 / 0.04 |
76.64% / $0.82 / 0.86% / 21.58% |
78.99% / $1.54 |
$0.04 / $0.07 / $0.03 / 635 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
1.50 |
23.36% |
$0.07 / 4,960 |
$0.08 / 51 |
646 / 8,632 |
156.609347% |
0.442457 |
-0.007958 |
0.656934 |
0.000994 |
0.000163 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
2.50 |
1.20% |
$0.01 / 144 |
$0.03 / 635 |
234 / 814 |
220.534727% |
0.115043 |
-0.003904 |
0.323077 |
0.000489 |
0.000047 |
|
559 |
Legs |
10/27(32) |
CALL |
1.50 / 3.00 |
$10 / $140 / 0.07 |
73.05% / $0.40 / 0.29% / 2.82% |
76.96% / $1.60 |
$0.10 / $0.14 / $0.04 / 400 |
|
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 |
1.50 |
26.95% |
$0.14 / 2,572 |
$0.17 / 208 |
86 / 683 |
153.585885% |
0.551228 |
-0.005166 |
0.424977 |
0.001543 |
0.000394 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
3.00 |
2.62% |
$0.01 / 1,197 |
$0.04 / 400 |
60 / 717 |
175.790608% |
0.213120 |
-0.003782 |
0.312249 |
0.001134 |
0.000180 |
|
891 |
Legs |
11/17(53) |
CALL |
1.50 / 5.00 |
$17 / $333 / 0.05 |
72.75% / $7.35 / 2.21% / 14.34% |
77.88% / $1.67 |
$0.17 / $0.20 / $0.03 / 219 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
1.50 |
27.25% |
$0.20 / 1,550 |
$0.21 / 10 |
182 / 907 |
146.979304% |
0.609844 |
-0.003990 |
0.327557 |
0.001883 |
0.000589 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.00 |
0.76% |
$0.02 / 2 |
$0.03 / 219 |
1 / 256 |
193.244727% |
0.159349 |
-0.002510 |
0.207145 |
0.001191 |
0.000203 |
|
619 |
Legs |
10/20(25) |
CALL |
1.50 / 3.00 |
$9 / $141 / 0.06 |
73.56% / $1.86 / 1.32% / 17.07% |
77.47% / $1.59 |
$0.09 / $0.13 / $0.04 / 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) |
CALL |
1.50 |
26.44% |
$0.13 / 33 |
$0.14 / 126 |
671 / 47,435 |
156.938070% |
0.524298 |
-0.005787 |
0.476553 |
0.001394 |
0.000321 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
3.00 |
1.75% |
$0.03 / 1 |
$0.04 / 821 |
495 / 91,860 |
211.385043% |
0.166272 |
-0.003613 |
0.298554 |
0.000873 |
0.000119 |
|
|
567 |
|
12/15(81) |
PUT |
7.00 / 3.00 |
$65 / $335 / 0.19 |
74.76% / $3.27 / 0.98% / 4.09% |
78.76% / $6.35 |
$0.65 / $0.69 / $0.04 / 1,531 |
27 / 18.41% / 95 |
5 |
Legs |
Vertical |
Bullish |
$8.69 (-5.13%) / 17.2M |
|
Earnings: 11/14 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
7.00 |
25.24% |
$0.69 / 2,708 |
$0.73 / 1,731 |
17 / 1,262 |
98.594941% |
-0.242266 |
-0.010051 |
0.054882 |
0.013315 |
-0.007716 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
3.00 |
8.50% |
$0.01 / 2,876 |
$0.04 / 1,531 |
0 / 584 |
114.587223% |
-0.022051 |
-0.001730 |
0.009237 |
0.002241 |
-0.000592 |
|
16 |
Legs |
10/27(32) |
PUT |
8.00 / 5.00 |
$53 / $247 / 0.22 |
68.05% / $1.33 / 0.54% / 5.34% |
74.26% / $7.47 |
$0.53 / $0.59 / $0.06 / 1,466 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
8.00 |
31.95% |
$0.59 / 4,839 |
$0.63 / 30 |
11 / 627 |
93.938729% |
-0.324281 |
-0.018022 |
0.097049 |
0.009972 |
-0.003814 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
5.00 |
8.18% |
$0.04 / 387 |
$0.06 / 1,466 |
186 / 126 |
112.067575% |
-0.057532 |
-0.005855 |
0.031107 |
0.003196 |
-0.000608 |
|
76 |
Legs |
10/27(32) |
PUT |
8.50 / 5.00 |
$74 / $276 / 0.27 |
61.31% / $4.16 / 1.51% / 15.61% |
70.98% / $7.76 |
$0.74 / $0.80 / $0.06 / 1,466 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
8.50 |
38.69% |
$0.80 / 2,432 |
$0.85 / 19 |
3 / 132 |
92.610999% |
-0.377792 |
-0.018986 |
0.102578 |
0.010540 |
-0.004533 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
5.00 |
8.18% |
$0.04 / 387 |
$0.06 / 1,466 |
186 / 126 |
112.067575% |
-0.057532 |
-0.005855 |
0.031107 |
0.003196 |
-0.000608 |
|
607 |
Legs |
09/29(4) |
CALL |
9.50 / 12.00 |
$15 / $235 / 0.06 |
72.70% / $6.40 / 2.72% / 208.91% |
76.43% / $9.65 |
$0.15 / $0.19 / $0.04 / 749 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
9.50 |
27.30% |
$0.19 / 749 |
$0.20 / 1,272 |
13,336 / 1,146 |
83.556316% |
0.395204 |
-0.042421 |
0.220476 |
0.005034 |
0.000669 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
12.00 |
0.96% |
$0.03 / 119 |
$0.04 / 2,390 |
208 / 2,546 |
122.498308% |
0.073979 |
-0.015367 |
0.080199 |
0.001831 |
0.000131 |
|
310 |
Legs |
10/13(18) |
CALL |
10.00 / 13.00 |
$28 / $272 / 0.10 |
74.15% / $2.84 / 1.05% / 17.80% |
77.91% / $10.28 |
$0.28 / $0.38 / $0.10 / 740 |
|
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 |
10.00 |
25.85% |
$0.38 / 3,243 |
$0.41 / 2,282 |
218 / 354 |
92.298249% |
0.418029 |
-0.026075 |
0.134814 |
0.008465 |
0.001781 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
13.00 |
3.59% |
$0.08 / 53 |
$0.10 / 740 |
18 / 703 |
107.250373% |
0.157027 |
-0.015969 |
0.082974 |
0.005210 |
0.000711 |
|
59 |
Legs |
12/15(81) |
PUT |
7.00 / 6.00 |
$28 / $72 / 0.39 |
74.76% / $4.45 / 6.18% / 28.10% |
76.56% / $6.72 |
$0.28 / $0.69 / $0.41 / 611 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
7.00 |
25.24% |
$0.69 / 2,708 |
$0.73 / 1,731 |
17 / 1,262 |
98.594941% |
-0.242266 |
-0.010051 |
0.054882 |
0.013315 |
-0.007716 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
6.00 |
19.34% |
$0.39 / 115 |
$0.41 / 611 |
12 / 1,177 |
100.589082% |
-0.174095 |
-0.008320 |
0.045127 |
0.010948 |
-0.005318 |
|
|
611 |
|
09/29(4) |
PUT |
19.50 / 17.00 |
$20 / $230 / 0.09 |
77.82% / $3.61 / 1.57% / 92.36% |
80.57% / $19.30 |
$0.20 / $0.24 / $0.04 / 1,531 |
37 / 19.35% / 90 |
5 |
Legs |
Vertical |
Bullish |
$20.66 (-4.04%) / 24.23M |
|
Earnings: 11/08 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
19.50 |
22.18% |
$0.24 / 2,191 |
$0.26 / 100 |
660 / 359 |
64.239400% |
-0.276938 |
-0.059023 |
0.117146 |
0.010372 |
-0.001385 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
17.00 |
2.82% |
$0.03 / 1,983 |
$0.04 / 1,531 |
301 / 288 |
80.066382% |
-0.055198 |
-0.019775 |
0.039031 |
0.003456 |
-0.000269 |
|
767 |
Legs |
09/29(4) |
PUT |
19.00 / 17.00 |
$12 / $188 / 0.06 |
84.24% / $0.87 / 0.46% / 21.48% |
85.56% / $18.88 |
$0.12 / $0.16 / $0.04 / 1,531 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
19.00 |
15.76% |
$0.16 / 1,912 |
$0.17 / 35 |
484 / 1,109 |
66.387316% |
-0.217069 |
-0.051872 |
0.102798 |
0.009102 |
-0.001079 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
17.00 |
2.82% |
$0.03 / 1,983 |
$0.04 / 1,531 |
301 / 288 |
80.066382% |
-0.055198 |
-0.019775 |
0.039031 |
0.003456 |
-0.000269 |
|
201 |
Legs |
10/13(18) |
PUT |
19.00 / 15.00 |
$45 / $355 / 0.13 |
74.41% / $4.19 / 1.18% / 20.32% |
78.23% / $18.55 |
$0.45 / $0.52 / $0.07 / 1,310 |
|
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 |
19.00 |
25.59% |
$0.52 / 1,310 |
$0.56 / 1,454 |
17 / 30 |
66.638678% |
-0.290671 |
-0.036033 |
0.072298 |
0.017604 |
-0.004256 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
15.00 |
4.63% |
$0.06 / 281 |
$0.07 / 1,607 |
0 / 100 |
80.841068% |
-0.055353 |
-0.011884 |
0.023589 |
0.005744 |
-0.000772 |
|
436 |
Legs |
10/06(11) |
PUT |
19.00 / 16.00 |
$31 / $269 / 0.12 |
77.65% / $3.73 / 1.39% / 37.04% |
80.64% / $18.69 |
$0.31 / $0.38 / $0.07 / 1,102 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
19.00 |
22.35% |
$0.38 / 1,102 |
$0.40 / 64 |
28 / 115 |
68.696824% |
-0.267794 |
-0.042171 |
0.084136 |
0.013968 |
-0.002593 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
16.00 |
4.31% |
$0.06 / 1,587 |
$0.07 / 1,197 |
5 / 17 |
81.746425% |
-0.061987 |
-0.015765 |
0.031222 |
0.005183 |
-0.000580 |
|
413 |
Legs |
10/20(25) |
PUT |
17.50 / 12.50 |
$28 / $472 / 0.06 |
82.85% / $2.91 / 0.62% / 7.65% |
84.41% / $17.22 |
$0.28 / $0.31 / $0.03 / 1,038 |
|
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 |
17.50 |
17.15% |
$0.31 / 1,038 |
$0.33 / 1,745 |
14 / 11,165 |
67.161866% |
-0.202915 |
-0.025878 |
0.051894 |
0.016656 |
-0.003934 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
12.50 |
2.39% |
$0.02 / 1,279 |
$0.03 / 1,039 |
75 / 1,747 |
87.414372% |
-0.016791 |
-0.003866 |
0.007666 |
0.002460 |
-0.000308 |
|
502 |
Legs |
10/20(25) |
PUT |
17.00 / 12.50 |
$21 / $429 / 0.05 |
85.55% / $0.03 / 0.01% / 0.08% |
86.58% / $16.79 |
$0.21 / $0.24 / $0.03 / 1,036 |
|
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 |
17.00 |
14.45% |
$0.24 / 1,036 |
$0.25 / 341 |
18 / 115 |
68.087052% |
-0.172913 |
-0.023479 |
0.047009 |
0.015088 |
-0.003330 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
12.50 |
2.39% |
$0.02 / 1,279 |
$0.03 / 1,039 |
75 / 1,747 |
87.414372% |
-0.016791 |
-0.003866 |
0.007666 |
0.002460 |
-0.000308 |
|
|
301 |
|
11/17(53) |
CALL |
29.85 / 32.85 |
$23 / $277 / 0.08 |
82.41% / $3.56 / 1.28% / 8.15% |
84.26% / $30.08 |
$0.23 / $0.32 / $0.09 / 1,529 |
4 / 5.95% / 15 |
5 |
Legs |
Vertical |
Bearish |
$27.24 (+3.93%) / 53.79M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
29.85 |
17.59% |
$0.32 / 1,529 |
$0.36 / 1,426 |
30,244 / 45,321 |
27.102586% |
0.292985 |
-0.012528 |
0.085425 |
0.036833 |
0.011348 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
32.85 |
3.17% |
$0.04 / 3,861 |
$0.09 / 2,548 |
1 / 48,775 |
28.134138% |
0.116872 |
-0.007091 |
0.048806 |
0.021044 |
0.004618 |
|
343 |
Legs |
11/17(53) |
CALL |
29.85 / 33.85 |
$25 / $375 / 0.07 |
82.41% / $9.30 / 2.48% / 16.23% |
84.41% / $30.10 |
$0.25 / $0.32 / $0.07 / 1,529 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
29.85 |
17.59% |
$0.32 / 1,529 |
$0.36 / 1,426 |
30,244 / 45,321 |
27.102586% |
0.292985 |
-0.012528 |
0.085425 |
0.036833 |
0.011348 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
33.85 |
1.60% |
$0.02 / 7,115 |
$0.07 / 2,282 |
0 / 12,760 |
29.588133% |
0.081784 |
-0.005449 |
0.037582 |
0.016205 |
0.003247 |
|
388 |
Legs |
11/17(53) |
CALL |
29.85 / 34.85 |
$26 / $474 / 0.06 |
82.41% / $14.32 / 3.02% / 20.06% |
84.49% / $30.11 |
$0.26 / $0.32 / $0.06 / 1,529 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
29.85 |
17.59% |
$0.32 / 1,529 |
$0.36 / 1,426 |
30,244 / 45,321 |
27.102586% |
0.292985 |
-0.012528 |
0.085425 |
0.036833 |
0.011348 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
34.85 |
0.76% |
$0.01 / 3,139 |
$0.06 / 3,012 |
0 / 2,450 |
31.444597% |
0.055951 |
-0.004058 |
0.028037 |
0.012089 |
0.002231 |
|
418 |
Legs |
11/17(53) |
CALL |
29.85 / 35.85 |
$26 / $574 / 0.05 |
82.41% / $17.44 / 3.04% / 20.17% |
84.49% / $30.11 |
$0.26 / $0.32 / $0.06 / 1,529 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
29.85 |
17.59% |
$0.32 / 1,529 |
$0.36 / 1,426 |
30,244 / 45,321 |
27.102586% |
0.292985 |
-0.012528 |
0.085425 |
0.036833 |
0.011348 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.85 |
0.35% |
0 / 0 |
$0.06 / 4,913 |
0 / 38,170 |
37.625662% |
0.037481 |
-0.002938 |
0.020323 |
0.008763 |
0.001500 |
|
582 |
Legs |
10/20(25) |
PUT |
27.00 / 24.00 |
$56 / $244 / 0.23 |
55.47% / $2.75 / 1.13% / 14.42% |
66.05% / $26.44 |
$0.56 / $0.65 / $0.09 / 1,521 |
|
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 |
27.00 |
44.53% |
$0.65 / 1,521 |
$0.70 / 1,567 |
493 / 42,105 |
25.710746% |
-0.450298 |
-0.018619 |
0.137882 |
0.030248 |
-0.010540 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
24.00 |
5.99% |
$0.06 / 2,288 |
$0.09 / 2,046 |
73 / 12,467 |
31.066955% |
-0.107582 |
-0.008934 |
0.064525 |
0.014155 |
-0.002444 |
|
497 |
Legs |
10/20(25) |
CALL |
27.50 / 30.50 |
$58 / $242 / 0.24 |
57.35% / $7.02 / 2.90% / 40.97% |
68.05% / $28.08 |
$0.58 / $0.66 / $0.08 / 1,395 |
|
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 |
27.50 |
42.65% |
$0.66 / 2,277 |
$0.71 / 906 |
498 / 12,788 |
26.644996% |
0.478869 |
-0.020367 |
0.138748 |
0.030437 |
0.009532 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.50 |
5.55% |
$0.06 / 1,542 |
$0.08 / 1,395 |
8 / 34,459 |
27.481978% |
0.150878 |
-0.011798 |
0.081606 |
0.017902 |
0.003084 |
|
|
973 |
|
12/15(81) |
CALL |
168.00 / 173.00 |
$220 / $280 / 0.79 |
54.76% / $0.91 / 0.33% / 1.35% |
59.75% / $170.20 |
$2.20 / $5.95 / $3.75 / 1,524 |
81 / 66.96% / 64 |
5 |
Legs |
Vertical |
Bearish |
$164.15 (+0.05%) / 6.27M |
|
|
|
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 |
168.00 |
45.24% |
$5.95 / 1,524 |
$6.10 / 1,322 |
2 / 203 |
20.382677% |
0.508306 |
-0.063926 |
0.016497 |
0.317623 |
0.174664 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
173.00 |
34.22% |
$3.60 / 875 |
$3.75 / 1,621 |
2 / 72 |
19.119972% |
0.428655 |
-0.061970 |
0.016243 |
0.312734 |
0.148737 |
|
976 |
Legs |
12/15(81) |
CALL |
168.00 / 174.00 |
$260 / $340 / 0.77 |
54.76% / $0.39 / 0.11% / 0.47% |
60.63% / $170.60 |
$2.60 / $5.95 / $3.35 / 1,524 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
168.00 |
45.24% |
$5.95 / 1,524 |
$6.10 / 1,322 |
2 / 203 |
20.382677% |
0.508306 |
-0.063926 |
0.016497 |
0.317623 |
0.174664 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
174.00 |
32.17% |
$3.20 / 1,745 |
$3.35 / 1,675 |
0 / 109 |
18.844495% |
0.413233 |
-0.061323 |
0.016117 |
0.310305 |
0.143641 |
|
975 |
Legs |
12/15(81) |
CALL |
168.00 / 172.00 |
$180 / $220 / 0.82 |
54.76% / $2.76 / 1.25% / 5.28% |
58.85% / $169.80 |
$1.80 / $5.95 / $4.15 / 1,512 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
168.00 |
45.24% |
$5.95 / 1,524 |
$6.10 / 1,322 |
2 / 203 |
20.382677% |
0.508306 |
-0.063926 |
0.016497 |
0.317623 |
0.174664 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
172.00 |
36.33% |
$4.00 / 1,707 |
$4.15 / 1,512 |
1 / 141 |
19.309346% |
0.444276 |
-0.062536 |
0.016345 |
0.314701 |
0.153875 |
|
990 |
Legs |
12/15(81) |
CALL |
167.00 / 172.00 |
$235 / $265 / 0.89 |
52.44% / $2.63 / 0.99% / 4.16% |
57.84% / $169.35 |
$2.35 / $6.50 / $4.15 / 1,489 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
167.00 |
47.56% |
$6.50 / 1,489 |
$6.65 / 1,042 |
0 / 87 |
20.654910% |
0.524579 |
-0.064042 |
0.016468 |
0.317054 |
0.179872 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
172.00 |
36.33% |
$4.00 / 1,707 |
$4.15 / 1,512 |
1 / 141 |
19.309346% |
0.444276 |
-0.062536 |
0.016345 |
0.314701 |
0.153875 |
|
525 |
Legs |
11/17(53) |
PUT |
150.00 / 140.00 |
$61 / $939 / 0.07 |
88.00% / $2.29 / 0.24% / 1.51% |
88.79% / $149.39 |
$0.61 / $1.10 / $0.49 / 1,488 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
150.00 |
12.00% |
$1.10 / 1,777 |
$1.16 / 1,053 |
9 / 31 |
24.777021% |
-0.177604 |
-0.041836 |
0.013162 |
0.169936 |
-0.048996 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
140.00 |
3.44% |
$0.43 / 560 |
$0.49 / 1,488 |
10 / 1 |
28.523942% |
-0.066591 |
-0.021189 |
0.006537 |
0.084393 |
-0.018140 |
|
969 |
Legs |
12/15(81) |
CALL |
168.00 / 171.00 |
$135 / $165 / 0.82 |
54.76% / $1.10 / 0.67% / 2.78% |
57.84% / $169.35 |
$1.35 / $5.95 / $4.60 / 1,439 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
168.00 |
45.24% |
$5.95 / 1,524 |
$6.10 / 1,322 |
2 / 203 |
20.382677% |
0.508306 |
-0.063926 |
0.016497 |
0.317623 |
0.174664 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
171.00 |
38.49% |
$4.45 / 1,363 |
$4.60 / 1,439 |
12 / 195 |
19.578515% |
0.460075 |
-0.063017 |
0.016423 |
0.316188 |
0.159046 |
|
|
97 |
|
10/20(25) |
CALL |
39.00 / 44.00 |
$39 / $461 / 0.09 |
73.68% / $5.33 / 1.16% / 14.79% |
77.04% / $39.39 |
$0.39 / $0.52 / $0.13 / 1,505 |
71 / 57.59% / 15 |
5 |
Legs |
Vertical |
Bearish |
$36.50 (-2.59%) / 4.37M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
39.00 |
26.32% |
$0.52 / 4,014 |
$0.57 / 198 |
75 / 1,119 |
31.047747% |
0.365354 |
-0.032357 |
0.076023 |
0.039023 |
0.009792 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
44.00 |
2.70% |
$0.09 / 1,245 |
$0.13 / 1,505 |
0 / 35 |
39.321294% |
0.106715 |
-0.015780 |
0.037234 |
0.019112 |
0.002937 |
|
444 |
Legs |
10/20(25) |
CALL |
38.00 / 44.00 |
$65 / $535 / 0.12 |
63.86% / $13.16 / 2.46% / 33.85% |
70.43% / $38.65 |
$0.65 / $0.78 / $0.13 / 1,505 |
|
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 |
38.00 |
36.14% |
$0.78 / 3,333 |
$0.84 / 427 |
233 / 1,480 |
30.060368% |
0.440174 |
-0.033978 |
0.079721 |
0.040921 |
0.011705 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
44.00 |
2.70% |
$0.09 / 1,245 |
$0.13 / 1,505 |
0 / 35 |
39.321294% |
0.106715 |
-0.015780 |
0.037234 |
0.019112 |
0.002937 |
|
394 |
Legs |
10/20(25) |
CALL |
38.00 / 43.00 |
$62 / $438 / 0.14 |
63.86% / $1.36 / 0.31% / 3.78% |
70.14% / $38.62 |
$0.62 / $0.78 / $0.16 / 1,425 |
|
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 |
38.00 |
36.14% |
$0.78 / 3,333 |
$0.84 / 427 |
233 / 1,480 |
30.060368% |
0.440174 |
-0.033978 |
0.079721 |
0.040921 |
0.011705 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
43.00 |
4.64% |
$0.12 / 1,504 |
$0.16 / 1,425 |
0 / 135 |
37.306125% |
0.141723 |
-0.019260 |
0.045416 |
0.023312 |
0.003884 |
|
633 |
Legs |
10/20(25) |
CALL |
37.50 / 43.00 |
$79 / $471 / 0.17 |
58.42% / $3.91 / 0.83% / 10.42% |
66.87% / $38.29 |
$0.79 / $0.95 / $0.16 / 1,425 |
|
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 |
37.50 |
41.58% |
$0.95 / 3,910 |
$1.01 / 7 |
12 / 529 |
29.527866% |
0.479338 |
-0.034338 |
0.080500 |
0.041321 |
0.012691 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
43.00 |
4.64% |
$0.12 / 1,504 |
$0.16 / 1,425 |
0 / 135 |
37.306125% |
0.141723 |
-0.019260 |
0.045416 |
0.023312 |
0.003884 |
|
121 |
Legs |
10/20(25) |
CALL |
39.00 / 45.00 |
$41 / $559 / 0.07 |
73.68% / $13.73 / 2.46% / 33.81% |
77.21% / $39.41 |
$0.41 / $0.52 / $0.11 / 1,294 |
|
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 |
39.00 |
26.32% |
$0.52 / 4,014 |
$0.57 / 198 |
75 / 1,119 |
31.047747% |
0.365354 |
-0.032357 |
0.076023 |
0.039023 |
0.009792 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
45.00 |
1.51% |
$0.07 / 2,121 |
$0.11 / 1,294 |
0 / 85 |
41.459263% |
0.078985 |
-0.012624 |
0.029801 |
0.015297 |
0.002181 |
|
283 |
Legs |
11/17(53) |
PUT |
36.00 / 30.00 |
$120 / $480 / 0.25 |
60.38% / $0.18 / 0.04% / 0.23% |
69.20% / $34.80 |
$1.20 / $1.32 / $0.12 / 593 |
|
Underlying |
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 |
36.00 |
39.62% |
$1.32 / 593 |
$1.37 / 951 |
30 / 5 |
31.664611% |
-0.405250 |
-0.022571 |
0.055794 |
0.056290 |
-0.026863 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
8.28% |
$0.09 / 1,264 |
$0.12 / 1,372 |
10 / 12 |
33.545819% |
-0.113351 |
-0.011430 |
0.027714 |
0.027961 |
-0.007176 |
|
|
900 |
|
12/15(81) |
PUT |
24.00 / 19.00 |
$40 / $460 / 0.09 |
63.13% / $6.89 / 1.50% / 6.33% |
68.59% / $23.60 |
$0.40 / $0.65 / $0.25 / 1,491 |
51 / 62.98% / 64 |
2 |
Legs |
Vertical |
Bullish |
$24.56 (+0.24%) / 492K |
|
|
|
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 |
24.00 |
36.87% |
$0.65 / 1,580 |
$0.80 / 1,093 |
0 / 6 |
23.044470% |
-0.388175 |
-0.007761 |
0.102966 |
0.045351 |
-0.024861 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
19.00 |
2.02% |
$0.05 / 1 |
$0.25 / 1,491 |
0 / 6 |
39.424485% |
-0.033226 |
-0.001569 |
0.019970 |
0.008796 |
-0.002026 |
|
830 |
Legs |
12/15(81) |
PUT |
24.00 / 20.00 |
$50 / $350 / 0.14 |
63.13% / $3.62 / 1.04% / 4.34% |
69.89% / $23.50 |
$0.50 / $0.65 / $0.15 / 709 |
|
Underlying |
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 |
24.00 |
36.87% |
$0.65 / 1,580 |
$0.80 / 1,093 |
0 / 6 |
23.044470% |
-0.388175 |
-0.007761 |
0.102966 |
0.045351 |
-0.024861 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
20.00 |
4.18% |
$0.05 / 950 |
$0.15 / 709 |
0 / 1 |
30.206308% |
-0.067540 |
-0.002755 |
0.035219 |
0.015512 |
-0.004149 |
|
543 |
Legs |
11/17(53) |
CALL |
25.00 / 28.00 |
$60 / $240 / 0.25 |
57.07% / $3.31 / 1.38% / 8.78% |
67.50% / $25.60 |
$0.60 / $0.70 / $0.10 / 190 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
25.00 |
42.93% |
$0.70 / 273 |
$0.85 / 478 |
0 / 10 |
23.077259% |
0.484354 |
-0.010927 |
0.130883 |
0.038657 |
0.016972 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
28.00 |
6.74% |
0 / 0 |
$0.10 / 190 |
0 / 1 |
23.322227% |
0.169035 |
-0.006839 |
0.083014 |
0.024519 |
0.006102 |
|
|
718 |
|
09/29(4) |
PUT |
33.50 / 31.00 |
$23 / $227 / 0.10 |
63.87% / $9.68 / 4.26% / 477.49% |
70.52% / $33.27 |
$0.23 / $0.28 / $0.05 / 1,486 |
27 / 29.01% / 36 |
5 |
Legs |
Vertical |
Bullish |
$33.87 (-0.94%) / 7.85M |
|
Earnings: 11/01 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
33.50 |
36.13% |
$0.28 / 1,495 |
$0.30 / 333 |
2 / 485 |
24.052631% |
-0.397641 |
-0.043396 |
0.213357 |
0.019354 |
-0.003071 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
31.00 |
1.08% |
$0.03 / 1,400 |
$0.05 / 1,486 |
0 / 24 |
37.759715% |
-0.043186 |
-0.010341 |
0.050744 |
0.004603 |
-0.000328 |
|
458 |
Legs |
10/20(25) |
CALL |
36.50 / 40.00 |
$15 / $335 / 0.05 |
85.85% / $7.16 / 2.14% / 28.90% |
87.11% / $36.65 |
$0.15 / $0.19 / $0.04 / 866 |
|
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 |
36.50 |
14.15% |
$0.19 / 866 |
$0.21 / 317 |
11 / 2 |
25.158846% |
0.249866 |
-0.018789 |
0.092205 |
0.030320 |
0.006345 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
40.00 |
0.89% |
$0.03 / 288 |
$0.04 / 898 |
0 / 530 |
30.585001% |
0.057429 |
-0.006820 |
0.033436 |
0.010995 |
0.001483 |
|
739 |
Legs |
09/29(4) |
PUT |
33.50 / 30.50 |
$24 / $276 / 0.09 |
63.87% / $13.16 / 4.77% / 607.04% |
70.79% / $33.26 |
$0.24 / $0.28 / $0.04 / 832 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
33.50 |
36.13% |
$0.28 / 1,495 |
$0.30 / 333 |
2 / 485 |
24.052631% |
-0.397641 |
-0.043396 |
0.213357 |
0.019354 |
-0.003071 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
30.50 |
0.38% |
$0.03 / 191 |
$0.04 / 832 |
0 / 1 |
42.033235% |
-0.021689 |
-0.005850 |
0.028700 |
0.002603 |
-0.000164 |
|
552 |
Legs |
10/06(11) |
CALL |
34.50 / 37.50 |
$38 / $262 / 0.15 |
64.18% / $12.92 / 4.93% / 201.25% |
71.93% / $34.88 |
$0.38 / $0.42 / $0.04 / 792 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
34.50 |
35.82% |
$0.42 / 792 |
$0.45 / 23 |
8 / 15 |
24.461047% |
0.421151 |
-0.032184 |
0.157878 |
0.026853 |
0.005570 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
37.50 |
2.17% |
$0.03 / 377 |
$0.04 / 813 |
0 / 40 |
28.416686% |
0.089943 |
-0.013381 |
0.065581 |
0.011154 |
0.001212 |
|
211 |
Legs |
11/17(53) |
CALL |
37.00 / 41.00 |
$38 / $362 / 0.11 |
82.18% / $14.45 / 3.99% / 27.16% |
84.73% / $37.38 |
$0.38 / $0.47 / $0.09 / 745 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
37.00 |
17.82% |
$0.47 / 745 |
$0.50 / 1,626 |
0 / 152 |
27.810048% |
0.292837 |
-0.014436 |
0.071042 |
0.045917 |
0.014216 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
41.00 |
2.53% |
$0.08 / 219 |
$0.09 / 1,568 |
0 / 2 |
28.678832% |
0.102910 |
-0.007555 |
0.037090 |
0.023973 |
0.005102 |
|
519 |
Legs |
09/29(4) |
CALL |
34.50 / 36.50 |
$19 / $181 / 0.11 |
68.77% / $5.79 / 3.20% / 275.47% |
73.92% / $34.69 |
$0.19 / $0.23 / $0.04 / 667 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
34.50 |
31.23% |
$0.23 / 716 |
$0.26 / 69 |
31 / 58 |
23.409551% |
0.384127 |
-0.043107 |
0.211292 |
0.019167 |
0.002752 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
36.50 |
2.04% |
$0.03 / 294 |
$0.04 / 667 |
1 / 45 |
30.312327% |
0.088174 |
-0.018060 |
0.088501 |
0.008028 |
0.000640 |
|
|
867 |
|
10/20(25) |
PUT |
5.00 / 3.00 |
$15 / $185 / 0.08 |
54.44% / $5.37 / 2.90% / 41.00% |
62.39% / $4.85 |
$0.15 / $0.25 / $0.10 / 1,476 |
9 / 6.18% / 79 |
4 |
Legs |
Vertical |
Bullish |
$5.04 (+5.22%) / 2.14M |
|
Earnings: 11/22 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
5.00 |
45.56% |
$0.25 / 1,476 |
$0.28 / 100 |
32 / 5,735 |
50.347170% |
-0.448036 |
-0.006742 |
0.381463 |
0.005586 |
-0.002100 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
3.00 |
0.74% |
0 / 0 |
$0.10 / 2,117 |
0 / 78 |
156.822261% |
-0.004679 |
-0.000241 |
0.013144 |
0.000192 |
-0.000020 |
|
840 |
Legs |
10/20(25) |
PUT |
5.00 / 2.50 |
$21 / $229 / 0.09 |
54.44% / $10.59 / 4.62% / 71.99% |
65.39% / $4.79 |
$0.21 / $0.25 / $0.04 / 1,063 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
5.00 |
45.56% |
$0.25 / 1,476 |
$0.28 / 100 |
32 / 5,735 |
50.347170% |
-0.448036 |
-0.006742 |
0.381463 |
0.005586 |
-0.002100 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
2.50 |
0.18% |
0 / 0 |
$0.04 / 1,063 |
0 / 329 |
159.491698% |
-0.000251 |
-0.000017 |
0.000904 |
0.000013 |
-0.000001 |
|
855 |
Legs |
10/20(25) |
PUT |
5.00 / 2.00 |
$23 / $277 / 0.08 |
54.44% / $12.30 / 4.44% / 68.42% |
66.36% / $4.77 |
$0.23 / $0.25 / $0.02 / 423 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
5.00 |
45.56% |
$0.25 / 1,476 |
$0.28 / 100 |
32 / 5,735 |
50.347170% |
-0.448036 |
-0.006742 |
0.381463 |
0.005586 |
-0.002100 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
2.00 |
0.04% |
0 / 0 |
$0.02 / 423 |
0 / 142 |
178.103089% |
-0.000003 |
0.000000 |
0.000012 |
0.000000 |
0.000000 |
|
304 |
Legs |
10/20(25) |
PUT |
4.50 / 3.50 |
$6 / $94 / 0.06 |
77.94% / $0.02 / 0.02% / 0.22% |
80.10% / $4.44 |
$0.06 / $0.09 / $0.03 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
4.50 |
22.06% |
$0.09 / 387 |
$0.11 / 958 |
140 / 2,704 |
54.938014% |
-0.261191 |
-0.005627 |
0.313548 |
0.004591 |
-0.001185 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
3.50 |
2.71% |
$0.01 / 1,020 |
$0.03 / 25 |
501 / 1,887 |
79.111535% |
-0.031876 |
-0.001257 |
0.068996 |
0.001010 |
-0.000138 |
|
736 |
Legs |
10/20(25) |
PUT |
5.00 / 3.50 |
$22 / $128 / 0.17 |
54.44% / $4.91 / 3.83% / 57.05% |
65.88% / $4.78 |
$0.22 / $0.25 / $0.03 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
5.00 |
45.56% |
$0.25 / 1,476 |
$0.28 / 100 |
32 / 5,735 |
50.347170% |
-0.448036 |
-0.006742 |
0.381463 |
0.005586 |
-0.002100 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
3.50 |
2.71% |
$0.01 / 1,020 |
$0.03 / 25 |
501 / 1,887 |
79.111535% |
-0.031876 |
-0.001257 |
0.068996 |
0.001010 |
-0.000138 |
|
|
103 |
|
10/20(25) |
PUT |
32.50 / 29.00 |
$34 / $316 / 0.11 |
74.60% / $2.49 / 0.79% / 9.89% |
78.00% / $32.16 |
$0.34 / $0.44 / $0.10 / 1,470 |
32 / 42.08% / 81 |
5 |
Legs |
Vertical |
Bullish |
$34.30 (+0.20%) / 3.16M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
32.50 |
25.40% |
$0.44 / 2,278 |
$0.47 / 99 |
0 / 10 |
30.915484% |
-0.303842 |
-0.024034 |
0.083316 |
0.033742 |
-0.008956 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
29.00 |
4.01% |
$0.02 / 6,243 |
$0.10 / 1,470 |
0 / 28 |
35.789832% |
-0.074509 |
-0.009888 |
0.033563 |
0.013592 |
-0.002144 |
|
280 |
Legs |
10/20(25) |
PUT |
32.00 / 28.00 |
$26 / $374 / 0.07 |
79.49% / $6.27 / 1.68% / 22.09% |
81.77% / $31.74 |
$0.26 / $0.34 / $0.08 / 1,031 |
|
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 |
32.00 |
20.51% |
$0.34 / 1,031 |
$0.35 / 21 |
5 / 437 |
31.379335% |
-0.261130 |
-0.022438 |
0.077458 |
0.031369 |
-0.007665 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
28.00 |
2.05% |
$0.01 / 5,319 |
$0.08 / 3,139 |
0 / 110 |
39.650090% |
-0.041876 |
-0.006302 |
0.021312 |
0.008631 |
-0.001199 |
|
442 |
Legs |
10/20(25) |
PUT |
31.50 / 27.00 |
$19 / $431 / 0.04 |
83.72% / $7.67 / 1.78% / 23.58% |
85.16% / $31.31 |
$0.19 / $0.25 / $0.06 / 588 |
|
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 |
31.50 |
16.28% |
$0.25 / 588 |
$0.28 / 955 |
0 / 1 |
32.165572% |
-0.221141 |
-0.020573 |
0.070760 |
0.028657 |
-0.006466 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
27.00 |
0.99% |
$0.01 / 4,076 |
$0.06 / 5,583 |
0 / 6 |
43.664036% |
-0.021380 |
-0.003621 |
0.012209 |
0.004944 |
-0.000609 |
|
443 |
Legs |
10/20(25) |
PUT |
31.50 / 28.00 |
$17 / $333 / 0.05 |
83.72% / $1.82 / 0.55% / 6.76% |
85.01% / $31.33 |
$0.17 / $0.25 / $0.08 / 588 |
|
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 |
31.50 |
16.28% |
$0.25 / 588 |
$0.28 / 955 |
0 / 1 |
32.165572% |
-0.221141 |
-0.020573 |
0.070760 |
0.028657 |
-0.006466 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
28.00 |
2.05% |
$0.01 / 5,319 |
$0.08 / 3,139 |
0 / 110 |
39.650090% |
-0.041876 |
-0.006302 |
0.021312 |
0.008631 |
-0.001199 |
|
273 |
Legs |
11/17(53) |
CALL |
38.00 / 44.00 |
$43 / $557 / 0.08 |
80.87% / $15.63 / 2.81% / 18.52% |
83.32% / $38.43 |
$0.43 / $0.54 / $0.11 / 467 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
38.00 |
19.13% |
$0.54 / 467 |
$0.56 / 38 |
62 / 1,110 |
31.257037% |
0.314005 |
-0.019352 |
0.060275 |
0.047979 |
0.015086 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
44.00 |
1.82% |
$0.10 / 258 |
$0.11 / 794 |
0 / 295 |
36.480855% |
0.090524 |
-0.008729 |
0.027717 |
0.022063 |
0.004480 |
|
906 |
Legs |
09/29(4) |
CALL |
34.50 / 37.50 |
$42 / $258 / 0.16 |
56.95% / $13.90 / 5.39% / 806.72% |
67.42% / $34.92 |
$0.42 / $0.45 / $0.03 / 280 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
34.50 |
43.05% |
$0.45 / 280 |
$0.49 / 695 |
44 / 187 |
28.231779% |
0.471410 |
-0.056495 |
0.180530 |
0.020169 |
0.003369 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
CALL |
37.50 |
1.88% |
$0.02 / 223 |
$0.03 / 534 |
524 / 777 |
33.563304% |
0.085804 |
-0.021900 |
0.071102 |
0.007944 |
0.000625 |
|
|
426 |
|
11/17(53) |
CALL |
36.00 / 41.00 |
$40 / $460 / 0.09 |
66.26% / $2.03 / 0.44% / 2.74% |
70.77% / $36.40 |
$0.40 / $0.50 / $0.10 / 1,468 |
72 / 27.26% / 83 |
5 |
Legs |
Vertical |
Bearish |
$34.59 (-0.63%) / 8.5M |
|
|
|
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 |
36.00 |
33.74% |
$0.50 / 1,652 |
$0.60 / 324 |
2 / 17 |
18.132257% |
0.417883 |
-0.014960 |
0.089950 |
0.053445 |
0.020788 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
41.00 |
2.77% |
0 / 0 |
$0.10 / 1,468 |
0 / 232 |
26.223643% |
0.105386 |
-0.006970 |
0.042120 |
0.025026 |
0.005402 |
|
463 |
Legs |
11/17(53) |
CALL |
36.00 / 42.00 |
$40 / $560 / 0.07 |
66.26% / $10.78 / 1.93% / 12.42% |
70.77% / $36.40 |
$0.40 / $0.50 / $0.10 / 1,267 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
36.00 |
33.74% |
$0.50 / 1,652 |
$0.60 / 324 |
2 / 17 |
18.132257% |
0.417883 |
-0.014960 |
0.089950 |
0.053445 |
0.020788 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
42.00 |
1.41% |
0 / 0 |
$0.10 / 1,267 |
0 / 23 |
29.187412% |
0.074208 |
-0.005366 |
0.032446 |
0.019278 |
0.003818 |
|
766 |
Legs |
11/17(53) |
CALL |
35.00 / 40.00 |
$90 / $410 / 0.22 |
53.80% / $6.82 / 1.66% / 10.67% |
65.08% / $35.90 |
$0.90 / $1.00 / $0.10 / 1,174 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
35.00 |
46.20% |
$1.00 / 1,174 |
$1.10 / 541 |
0 / 2 |
20.169023% |
0.507307 |
-0.015285 |
0.091761 |
0.054521 |
0.025001 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
40.00 |
5.14% |
0 / 0 |
$0.10 / 1,593 |
0 / 221 |
23.101579% |
0.146168 |
-0.008764 |
0.052925 |
0.031446 |
0.007460 |
|
822 |
Legs |
11/17(53) |
CALL |
35.00 / 41.00 |
$90 / $510 / 0.18 |
53.80% / $19.57 / 3.84% / 26.01% |
65.08% / $35.90 |
$0.90 / $1.00 / $0.10 / 1,174 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
35.00 |
46.20% |
$1.00 / 1,174 |
$1.10 / 541 |
0 / 2 |
20.169023% |
0.507307 |
-0.015285 |
0.091761 |
0.054521 |
0.025001 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
41.00 |
2.77% |
0 / 0 |
$0.10 / 1,468 |
0 / 232 |
26.223643% |
0.105386 |
-0.006970 |
0.042120 |
0.025026 |
0.005402 |
|
240 |
Legs |
11/17(53) |
PUT |
33.00 / 27.00 |
$30 / $570 / 0.05 |
73.83% / $12.51 / 2.19% / 14.25% |
76.80% / $32.70 |
$0.30 / $0.40 / $0.10 / 232 |
|
Underlying |
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 |
33.00 |
26.17% |
$0.40 / 232 |
$0.50 / 1,725 |
2 / 119 |
21.757471% |
-0.307091 |
-0.012888 |
0.081038 |
0.048150 |
-0.018106 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
27.00 |
0.85% |
0 / 0 |
$0.10 / 654 |
0 / 11 |
39.542614% |
-0.017136 |
-0.001589 |
0.009814 |
0.005831 |
-0.000974 |
|
786 |
Legs |
10/20(25) |
CALL |
35.00 / 39.00 |
$55 / $345 / 0.16 |
54.62% / $8.70 / 2.52% / 34.85% |
64.39% / $35.55 |
$0.55 / $0.65 / $0.10 / 41 |
|
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 |
35.00 |
45.38% |
$0.65 / 41 |
$0.75 / 1,997 |
4 / 27 |
19.749187% |
0.492534 |
-0.021440 |
0.129030 |
0.039005 |
0.012709 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
39.00 |
3.07% |
0 / 0 |
$0.10 / 897 |
0 / 54 |
27.976576% |
0.107837 |
-0.009922 |
0.060085 |
0.018163 |
0.002858 |
|
|
431 |
|
11/17(53) |
PUT |
60.00 / 54.00 |
$30 / $570 / 0.05 |
82.97% / $13.94 / 2.44% / 15.99% |
84.73% / $59.70 |
$0.30 / $0.40 / $0.10 / 1,437 |
62 / 27.27% / 48 |
5 |
Legs |
Vertical |
Bullish |
$63.21 (-0.32%) / 12.3M |
|
|
|
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 |
60.00 |
17.03% |
$0.40 / 1,811 |
$0.45 / 472 |
35 / 1,794 |
17.350975% |
-0.233019 |
-0.014496 |
0.054014 |
0.076712 |
-0.024404 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
54.00 |
0.99% |
$0.05 / 1,296 |
$0.10 / 1,437 |
0 / 3 |
23.344059% |
-0.027842 |
-0.003096 |
0.011309 |
0.016061 |
-0.002863 |
|
224 |
Legs |
11/17(53) |
PUT |
61.00 / 56.00 |
$38 / $462 / 0.08 |
76.17% / $3.57 / 0.77% / 4.84% |
78.93% / $60.62 |
$0.38 / $0.56 / $0.18 / 1,181 |
|
Underlying |
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 |
61.00 |
23.83% |
$0.56 / 1,181 |
$0.60 / 27 |
15 / 34 |
16.414332% |
-0.293460 |
-0.016211 |
0.060756 |
0.086286 |
-0.030863 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
56.00 |
2.98% |
$0.11 / 837 |
$0.18 / 2,933 |
0 / 17 |
21.810339% |
-0.066232 |
-0.006198 |
0.022745 |
0.032303 |
-0.006845 |
|
788 |
Legs |
12/15(81) |
CALL |
68.00 / 74.00 |
$41 / $559 / 0.07 |
80.93% / $9.15 / 1.64% / 6.93% |
83.01% / $68.41 |
$0.41 / $0.46 / $0.05 / 835 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
68.00 |
19.07% |
$0.46 / 887 |
$0.51 / 629 |
1 / 3,565 |
14.706497% |
0.294718 |
-0.014455 |
0.049783 |
0.105434 |
0.040826 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
74.00 |
2.34% |
$0.01 / 279 |
$0.05 / 835 |
0 / 712 |
14.428717% |
0.093918 |
-0.006965 |
0.024243 |
0.051344 |
0.013236 |
|
923 |
Legs |
12/15(81) |
PUT |
58.00 / 53.00 |
$21 / $479 / 0.04 |
88.33% / $3.74 / 0.78% / 3.26% |
89.09% / $57.79 |
$0.21 / $0.36 / $0.15 / 780 |
|
Underlying |
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 |
58.00 |
11.67% |
$0.36 / 780 |
$0.41 / 243 |
0 / 341 |
18.597806% |
-0.173991 |
-0.009916 |
0.037122 |
0.078620 |
-0.027358 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
53.00 |
1.74% |
$0.03 / 1,504 |
$0.15 / 991 |
0 / 26 |
21.753706% |
-0.038528 |
-0.003286 |
0.012098 |
0.025621 |
-0.005966 |
|
771 |
Legs |
12/15(81) |
CALL |
68.00 / 73.00 |
$39 / $461 / 0.09 |
80.93% / $3.23 / 0.70% / 2.92% |
82.91% / $68.39 |
$0.39 / $0.46 / $0.07 / 652 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
68.00 |
19.07% |
$0.46 / 887 |
$0.51 / 629 |
1 / 3,565 |
14.706497% |
0.294718 |
-0.014455 |
0.049783 |
0.105434 |
0.040826 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
73.00 |
3.52% |
$0.02 / 346 |
$0.07 / 652 |
0 / 378 |
14.160657% |
0.116664 |
-0.008158 |
0.028359 |
0.060061 |
0.016404 |
|
129 |
Legs |
11/17(53) |
PUT |
62.00 / 56.00 |
$60 / $540 / 0.11 |
67.97% / $9.83 / 1.82% / 11.72% |
73.05% / $61.40 |
$0.60 / $0.78 / $0.18 / 650 |
|
Underlying |
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 |
62.00 |
32.03% |
$0.78 / 650 |
$0.81 / 11 |
8 / 1,510 |
15.517608% |
-0.359131 |
-0.017469 |
0.065942 |
0.093652 |
-0.037945 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
56.00 |
2.98% |
$0.11 / 837 |
$0.18 / 2,933 |
0 / 17 |
21.810339% |
-0.066232 |
-0.006198 |
0.022745 |
0.032303 |
-0.006845 |
|
|
664 |
|
10/06(11) |
PUT |
92.00 / 89.50 |
$27 / $223 / 0.12 |
62.23% / $4.74 / 2.13% / 61.89% |
68.70% / $91.73 |
$0.27 / $0.34 / $0.07 / 1,425 |
27 / 27.81% / 15 |
5 |
Legs |
Vertical |
Bullish |
$92.42 (+0.37%) / 8.64M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
92.00 |
37.77% |
$0.34 / 1,425 |
$0.42 / 50 |
65 / 26 |
7.970889% |
-0.411620 |
-0.026693 |
0.175671 |
0.072820 |
-0.015904 |
NASDAQ / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
89.50 |
2.75% |
$0.03 / 561 |
$0.07 / 3,998 |
4 / 2 |
10.450480% |
-0.084878 |
-0.011060 |
0.070217 |
0.029107 |
-0.003259 |
|
714 |
Legs |
10/06(11) |
PUT |
92.00 / 89.00 |
$25 / $275 / 0.09 |
62.23% / $8.51 / 3.10% / 101.04% |
68.24% / $91.75 |
$0.25 / $0.34 / $0.09 / 1,425 |
|
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 |
92.00 |
37.77% |
$0.34 / 1,425 |
$0.42 / 50 |
65 / 26 |
7.970889% |
-0.411620 |
-0.026693 |
0.175671 |
0.072820 |
-0.015904 |
NASDAQ / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
89.00 |
1.27% |
$0.01 / 650 |
$0.09 / 4,375 |
0 / 1 |
11.834053% |
-0.054047 |
-0.007835 |
0.049563 |
0.020545 |
-0.002073 |
|
113 |
Legs |
11/17(53) |
PUT |
91.00 / 85.00 |
$41 / $559 / 0.07 |
71.39% / $21.49 / 3.84% / 26.06% |
75.75% / $90.59 |
$0.41 / $0.50 / $0.09 / 1,128 |
|
Underlying |
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 |
91.00 |
28.61% |
$0.50 / 1,128 |
$0.54 / 1 |
0 / 3 |
8.329753% |
-0.339349 |
-0.012125 |
0.084647 |
0.133336 |
-0.050526 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
85.00 |
0.69% |
$0.03 / 491 |
$0.09 / 4,528 |
0 / 50 |
12.249536% |
-0.030536 |
-0.002463 |
0.015993 |
0.025193 |
-0.004487 |
|
416 |
Legs |
11/17(53) |
PUT |
90.00 / 85.00 |
$21 / $479 / 0.04 |
81.31% / $10.58 / 2.21% / 14.36% |
83.08% / $89.79 |
$0.21 / $0.30 / $0.09 / 928 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
90.00 |
18.69% |
$0.30 / 928 |
$0.35 / 27 |
0 / 2 |
8.703414% |
-0.257736 |
-0.010917 |
0.074694 |
0.117657 |
-0.038261 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
85.00 |
0.69% |
$0.03 / 491 |
$0.09 / 4,528 |
0 / 50 |
12.249536% |
-0.030536 |
-0.002463 |
0.015993 |
0.025193 |
-0.004487 |
|
274 |
Legs |
10/20(25) |
PUT |
91.00 / 88.00 |
$14 / $286 / 0.05 |
76.47% / $0.53 / 0.19% / 2.26% |
78.40% / $90.86 |
$0.14 / $0.24 / $0.10 / 822 |
|
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 |
91.00 |
23.53% |
$0.24 / 822 |
$0.30 / 1,086 |
0 / 1,619 |
8.082749% |
-0.301909 |
-0.017006 |
0.113178 |
0.090703 |
-0.022641 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
88.00 |
1.88% |
$0.02 / 1,428 |
$0.10 / 1,861 |
0 / 121 |
11.024891% |
-0.063669 |
-0.006311 |
0.040527 |
0.032479 |
-0.004743 |
|
462 |
Legs |
10/06(11) |
PUT |
91.50 / 89.50 |
$13 / $187 / 0.07 |
73.78% / $0.00 / 0.00% / 0.01% |
76.45% / $91.37 |
$0.13 / $0.20 / $0.07 / 803 |
|
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 |
91.50 |
26.22% |
$0.20 / 803 |
$0.26 / 270 |
0 / 8 |
8.072060% |
-0.326094 |
-0.025002 |
0.162744 |
0.067461 |
-0.012579 |
NASDAQ / ETF |
Long (Buy) |
10/06/2023 (W) |
PUT |
89.50 |
2.75% |
$0.03 / 561 |
$0.07 / 3,998 |
4 / 2 |
10.450480% |
-0.084878 |
-0.011060 |
0.070217 |
0.029107 |
-0.003259 |
|
|
628 |
|
12/15(81) |
PUT |
75.00 / 65.00 |
$120 / $880 / 0.14 |
67.57% / $11.52 / 1.31% / 5.51% |
73.12% / $73.80 |
$1.20 / $1.60 / $0.40 / 1,419 |
99 / 100.00% / 13 |
5 |
Legs |
Vertical |
Bullish |
$77.43 (-0.77%) / 5.06M |
|
|
|
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 |
75.00 |
32.43% |
$1.60 / 1,495 |
$1.75 / 880 |
7 / 151 |
20.303491% |
-0.354194 |
-0.021864 |
0.036193 |
0.139041 |
-0.070490 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
65.00 |
4.22% |
$0.30 / 1,426 |
$0.40 / 1,419 |
5 / 73 |
27.400062% |
-0.071758 |
-0.008156 |
0.013374 |
0.051377 |
-0.013833 |
|
710 |
Legs |
12/15(81) |
PUT |
73.00 / 65.00 |
$75 / $725 / 0.10 |
76.48% / $3.31 / 0.46% / 1.90% |
79.39% / $72.25 |
$0.75 / $1.15 / $0.40 / 1,419 |
|
Underlying |
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 |
73.00 |
23.52% |
$1.15 / 1,446 |
$1.30 / 950 |
0 / 6 |
21.700122% |
-0.281205 |
-0.019913 |
0.032865 |
0.126255 |
-0.055534 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
65.00 |
4.22% |
$0.30 / 1,426 |
$0.40 / 1,419 |
5 / 73 |
27.400062% |
-0.071758 |
-0.008156 |
0.013374 |
0.051377 |
-0.013833 |
|
784 |
Legs |
12/15(81) |
PUT |
72.00 / 65.00 |
$60 / $640 / 0.09 |
80.31% / $2.09 / 0.33% / 1.35% |
82.39% / $71.40 |
$0.60 / $1.00 / $0.40 / 1,407 |
|
Underlying |
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 |
72.00 |
19.69% |
$1.00 / 1,407 |
$1.10 / 2 |
0 / 12 |
22.428783% |
-0.246955 |
-0.018670 |
0.030776 |
0.118231 |
-0.048596 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
65.00 |
4.22% |
$0.30 / 1,426 |
$0.40 / 1,419 |
5 / 73 |
27.400062% |
-0.071758 |
-0.008156 |
0.013374 |
0.051377 |
-0.013833 |
|
613 |
Legs |
12/15(81) |
PUT |
74.00 / 65.00 |
$95 / $805 / 0.12 |
72.23% / $6.73 / 0.84% / 3.49% |
76.28% / $73.05 |
$0.95 / $1.35 / $0.40 / 1,380 |
|
Underlying |
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 |
74.00 |
27.77% |
$1.35 / 1,380 |
$1.55 / 1,357 |
0 / 37 |
21.138304% |
-0.317067 |
-0.020986 |
0.034685 |
0.133245 |
-0.062852 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
65.00 |
4.22% |
$0.30 / 1,426 |
$0.40 / 1,419 |
5 / 73 |
27.400062% |
-0.071758 |
-0.008156 |
0.013374 |
0.051377 |
-0.013833 |
|
734 |
Legs |
12/15(81) |
PUT |
74.00 / 60.00 |
$70 / $1,330 / 0.05 |
72.23% / $23.09 / 1.74% / 7.36% |
75.25% / $73.30 |
$0.70 / $1.35 / $0.65 / 1,380 |
|
Underlying |
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 |
74.00 |
27.77% |
$1.35 / 1,380 |
$1.55 / 1,357 |
0 / 37 |
21.138304% |
-0.317067 |
-0.020986 |
0.034685 |
0.133245 |
-0.062852 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
PUT |
60.00 |
1.05% |
0 / 0 |
$0.65 / 1,637 |
0 / 18 |
42.507971% |
-0.019078 |
-0.002780 |
0.004550 |
0.017479 |
-0.003638 |
|
378 |
Legs |
10/20(25) |
PUT |
74.00 / 70.00 |
$25 / $375 / 0.07 |
83.25% / $0.39 / 0.10% / 1.24% |
84.64% / $73.75 |
$0.25 / $0.50 / $0.25 / 1,033 |
|
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 |
74.00 |
16.75% |
$0.50 / 2,193 |
$0.60 / 5 |
2 / 85 |
22.600579% |
-0.233373 |
-0.031319 |
0.051262 |
0.067186 |
-0.015132 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
70.00 |
3.15% |
$0.15 / 1,525 |
$0.25 / 1,033 |
0 / 27 |
27.180270% |
-0.072996 |
-0.014218 |
0.023237 |
0.030455 |
-0.004682 |
|
|
676 |
|
11/17(53) |
PUT |
3930.00 / 3900.00 |
$120 / $2,880 / 0.04 |
95.58% / $1.64 / 0.06% / 0.35% |
95.62% / $3,928.80 |
$1.20 / $15.40 / $14.20 / 1,409 |
99 / 93.26% / 50 |
5 |
Legs |
Vertical |
Bullish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
3930.00 |
4.42% |
$15.40 / 1,887 |
$15.70 / 75 |
52 / 1,207 |
21.094037% |
-0.093377 |
-0.481791 |
0.000457 |
2.865224 |
-0.659290 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
PUT |
3900.00 |
3.51% |
$13.90 / 984 |
$14.20 / 1,409 |
844 / 11,102 |
21.633987% |
-0.079059 |
-0.427338 |
0.000404 |
2.529701 |
-0.557492 |
|
656 |
Legs |
11/17(53) |
PUT |
3940.00 / 3910.00 |
$130 / $2,870 / 0.05 |
95.24% / $2.13 / 0.07% / 0.46% |
95.28% / $3,938.70 |
$1.30 / $16.00 / $14.70 / 1,311 |
|
Underlying |
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 |
3940.00 |
4.76% |
$16.00 / 1,311 |
$16.30 / 522 |
0 / 416 |
20.934947% |
-0.098525 |
-0.500379 |
0.000475 |
2.980569 |
-0.695939 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
PUT |
3910.00 |
3.79% |
$14.40 / 1,074 |
$14.70 / 1,572 |
18 / 351 |
21.461320% |
-0.083646 |
-0.445244 |
0.000421 |
2.639653 |
-0.590084 |
|
946 |
Legs |
12/15(81) |
PUT |
3810.00 / 3760.00 |
$210 / $4,790 / 0.04 |
96.43% / $57.67 / 1.20% / 5.06% |
96.47% / $3,807.90 |
$2.10 / $18.80 / $16.70 / 1,228 |
|
Underlying |
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 |
3810.00 |
3.57% |
$18.80 / 1,228 |
$19.10 / 946 |
870 / 1,645 |
22.473637% |
-0.075747 |
-0.331029 |
0.000320 |
2.990372 |
-0.803167 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3760.00 |
2.59% |
$16.40 / 1,193 |
$16.70 / 1,261 |
62 / 87 |
23.234715% |
-0.059026 |
-0.274967 |
0.000264 |
2.465711 |
-0.624596 |
|
951 |
Legs |
12/15(81) |
PUT |
3800.00 / 3760.00 |
$160 / $3,840 / 0.04 |
96.64% / $41.76 / 1.09% / 4.57% |
96.68% / $3,798.40 |
$1.60 / $18.30 / $16.70 / 1,055 |
|
Underlying |
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 |
3800.00 |
3.36% |
$18.30 / 1,055 |
$18.50 / 75 |
273 / 50,175 |
22.616221% |
-0.072161 |
-0.319474 |
0.000308 |
2.881578 |
-0.764824 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3760.00 |
2.59% |
$16.40 / 1,193 |
$16.70 / 1,261 |
62 / 87 |
23.234715% |
-0.059026 |
-0.274967 |
0.000264 |
2.465711 |
-0.624596 |
|
940 |
Legs |
12/15(81) |
PUT |
3830.00 / 3780.00 |
$230 / $4,770 / 0.05 |
95.95% / $56.76 / 1.19% / 5.00% |
96.01% / $3,827.70 |
$2.30 / $19.90 / $17.60 / 1,023 |
|
Underlying |
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 |
3830.00 |
4.05% |
$19.90 / 1,181 |
$20.20 / 934 |
8 / 294 |
22.181772% |
-0.083294 |
-0.354576 |
0.000344 |
3.213214 |
-0.883932 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3780.00 |
2.95% |
$17.30 / 1,318 |
$17.60 / 1,023 |
28 / 119 |
22.925215% |
-0.065355 |
-0.296859 |
0.000286 |
2.669642 |
-0.692123 |
|
943 |
Legs |
12/15(81) |
PUT |
3825.00 / 3780.00 |
$200 / $4,300 / 0.05 |
96.08% / $46.41 / 1.08% / 4.53% |
96.12% / $3,823.00 |
$2.00 / $19.60 / $17.60 / 1,023 |
|
Underlying |
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 |
3825.00 |
3.92% |
$19.60 / 1,149 |
$19.90 / 771 |
2 / 10,386 |
22.249699% |
-0.081360 |
-0.348638 |
0.000338 |
3.156873 |
-0.863225 |
S&P / Index |
Long (Buy) |
12/15/2023 (M) |
PUT |
3780.00 |
2.95% |
$17.30 / 1,318 |
$17.60 / 1,023 |
28 / 119 |
22.925215% |
-0.065355 |
-0.296859 |
0.000286 |
2.669642 |
-0.692123 |
|
|
655 |
|
12/15(81) |
PUT |
15.00 / 10.00 |
$77 / $423 / 0.18 |
65.72% / $11.55 / 2.73% / 11.76% |
73.24% / $14.23 |
$0.77 / $0.92 / $0.15 / 1,408 |
53 / 38.06% / 72 |
5 |
Legs |
Vertical |
Bullish |
$15.70 (-7.21%) / 16.8M |
|
Earnings: 11/14 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
15.00 |
34.28% |
$0.92 / 1,442 |
$0.96 / 323 |
167 / 1,125 |
47.255610% |
-0.356354 |
-0.009521 |
0.078639 |
0.028505 |
-0.016330 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
4.89% |
$0.03 / 1,685 |
$0.15 / 1,408 |
0 / 270 |
61.866891% |
-0.042403 |
-0.002424 |
0.019058 |
0.006908 |
-0.001778 |
|
776 |
Legs |
10/06(11) |
PUT |
14.00 / 13.00 |
$5 / $95 / 0.05 |
90.89% / $0.80 / 0.84% / 21.12% |
91.41% / $13.95 |
$0.05 / $0.09 / $0.04 / 778 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
14.00 |
9.11% |
$0.09 / 778 |
$0.10 / 712 |
5 / 26 |
52.858092% |
-0.143952 |
-0.014752 |
0.113893 |
0.007285 |
-0.001001 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
13.00 |
2.46% |
$0.03 / 681 |
$0.04 / 916 |
0 / 8 |
59.391348% |
-0.049229 |
-0.006659 |
0.051151 |
0.003272 |
-0.000338 |
|
486 |
Legs |
09/29(4) |
PUT |
15.50 / 14.00 |
$23 / $127 / 0.18 |
65.24% / $6.25 / 4.92% / 652.10% |
73.16% / $15.27 |
$0.23 / $0.28 / $0.05 / 690 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
15.50 |
34.76% |
$0.28 / 1,228 |
$0.32 / 471 |
526 / 308 |
49.199807% |
-0.383382 |
-0.033892 |
0.262507 |
0.008956 |
-0.001422 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
14.00 |
3.51% |
$0.04 / 611 |
$0.05 / 690 |
66 / 81 |
58.930059% |
-0.079932 |
-0.013340 |
0.102156 |
0.003485 |
-0.000290 |
|
841 |
Legs |
09/29(4) |
PUT |
14.50 / 14.00 |
$3 / $47 / 0.06 |
91.17% / $0.33 / 0.70% / 34.14% |
91.61% / $14.47 |
$0.03 / $0.08 / $0.05 / 690 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
14.50 |
8.83% |
$0.08 / 693 |
$0.10 / 605 |
32 / 32 |
55.959235% |
-0.153104 |
-0.021166 |
0.162517 |
0.005544 |
-0.000558 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
14.00 |
3.51% |
$0.04 / 611 |
$0.05 / 690 |
66 / 81 |
58.930059% |
-0.079932 |
-0.013340 |
0.102156 |
0.003485 |
-0.000290 |
|
21 |
Legs |
10/20(25) |
PUT |
15.00 / 13.00 |
$33 / $167 / 0.20 |
69.78% / $1.74 / 1.04% / 13.28% |
75.14% / $14.67 |
$0.33 / $0.42 / $0.09 / 660 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
30.22% |
$0.42 / 660 |
$0.43 / 683 |
98 / 1,390 |
45.972477% |
-0.336626 |
-0.016675 |
0.131819 |
0.016302 |
-0.004779 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
13.00 |
7.38% |
$0.08 / 592 |
$0.09 / 677 |
2 / 41 |
52.606904% |
-0.107384 |
-0.008591 |
0.066743 |
0.008254 |
-0.001474 |
|
36 |
Legs |
10/20(25) |
PUT |
15.00 / 12.00 |
$38 / $262 / 0.15 |
69.78% / $11.15 / 4.26% / 64.91% |
75.90% / $14.62 |
$0.38 / $0.42 / $0.04 / 660 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
30.22% |
$0.42 / 660 |
$0.43 / 683 |
98 / 1,390 |
45.972477% |
-0.336626 |
-0.016675 |
0.131819 |
0.016302 |
-0.004779 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
12.00 |
3.03% |
$0.03 / 908 |
$0.04 / 777 |
5 / 162 |
56.861583% |
-0.044698 |
-0.004406 |
0.034047 |
0.004211 |
-0.000606 |
|
|
202 |
|
11/17(53) |
PUT |
77.00 / 50.00 |
$280 / $2,420 / 0.12 |
66.54% / $73.42 / 3.03% / 20.14% |
72.90% / $74.20 |
$2.80 / $3.40 / $0.60 / 1,388 |
99 / 91.40% / 85 |
5 |
Legs |
Vertical |
Bullish |
$80.34 (-0.50%) / 10.1M |
|
|
|
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 |
77.00 |
33.46% |
$3.40 / 1,388 |
$3.60 / 1,508 |
2 / 2 |
45.491349% |
-0.353454 |
-0.063091 |
0.018158 |
0.119614 |
-0.053822 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
50.00 |
2.37% |
$0.25 / 1,237 |
$0.60 / 2,357 |
0 / 14 |
77.268656% |
-0.018035 |
-0.007791 |
0.002168 |
0.014280 |
-0.002523 |
|
153 |
Legs |
11/17(53) |
PUT |
77.00 / 55.00 |
$280 / $1,920 / 0.15 |
66.54% / $32.99 / 1.72% / 11.03% |
72.90% / $74.20 |
$2.80 / $3.40 / $0.60 / 1,315 |
|
Underlying |
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 |
77.00 |
33.46% |
$3.40 / 1,388 |
$3.60 / 1,508 |
2 / 2 |
45.491349% |
-0.353454 |
-0.063091 |
0.018158 |
0.119614 |
-0.053822 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
4.23% |
$0.50 / 541 |
$0.60 / 1,315 |
3 / 24 |
68.397985% |
-0.043048 |
-0.016009 |
0.004471 |
0.029451 |
-0.006097 |
|
334 |
Legs |
11/17(53) |
PUT |
70.00 / 55.00 |
$125 / $1,375 / 0.09 |
80.87% / $2.49 / 0.18% / 1.12% |
82.87% / $68.75 |
$1.25 / $1.85 / $0.60 / 1,245 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
70.00 |
19.13% |
$1.85 / 1,245 |
$2.00 / 1,759 |
7 / 54 |
51.771202% |
-0.224949 |
-0.051587 |
0.014654 |
0.096528 |
-0.033354 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
4.23% |
$0.50 / 541 |
$0.60 / 1,315 |
3 / 24 |
68.397985% |
-0.043048 |
-0.016009 |
0.004471 |
0.029451 |
-0.006097 |
|
389 |
Legs |
11/17(53) |
PUT |
70.00 / 50.00 |
$125 / $1,875 / 0.07 |
80.87% / $19.68 / 1.05% / 6.62% |
82.87% / $68.75 |
$1.25 / $1.85 / $0.60 / 1,245 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
70.00 |
19.13% |
$1.85 / 1,245 |
$2.00 / 1,759 |
7 / 54 |
51.771202% |
-0.224949 |
-0.051587 |
0.014654 |
0.096528 |
-0.033354 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
50.00 |
2.37% |
$0.25 / 1,237 |
$0.60 / 2,357 |
0 / 14 |
77.268656% |
-0.018035 |
-0.007791 |
0.002168 |
0.014280 |
-0.002523 |
|
288 |
Legs |
11/17(53) |
PUT |
78.00 / 55.00 |
$310 / $1,990 / 0.16 |
64.08% / $37.75 / 1.90% / 12.23% |
71.38% / $74.90 |
$3.10 / $3.70 / $0.60 / 1,244 |
|
Underlying |
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 |
78.00 |
35.92% |
$3.70 / 1,244 |
$3.90 / 1,665 |
0 / 13 |
44.597017% |
-0.372729 |
-0.064086 |
0.018487 |
0.121779 |
-0.056990 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
4.23% |
$0.50 / 541 |
$0.60 / 1,315 |
3 / 24 |
68.397985% |
-0.043048 |
-0.016009 |
0.004471 |
0.029451 |
-0.006097 |
|
568 |
Legs |
10/13(18) |
PUT |
79.00 / 60.00 |
$140 / $1,760 / 0.08 |
63.85% / $44.91 / 2.55% / 48.71% |
69.40% / $77.60 |
$1.40 / $2.15 / $0.75 / 761 |
|
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 |
79.00 |
36.15% |
$2.15 / 761 |
$2.30 / 196 |
0 / 27 |
43.342648% |
-0.384757 |
-0.106771 |
0.030068 |
0.076447 |
-0.021164 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
PUT |
60.00 |
1.26% |
$0.05 / 1,659 |
$0.75 / 1,890 |
0 / 2 |
82.915025% |
-0.019815 |
-0.013699 |
0.003781 |
0.009612 |
-0.001032 |
|
|
941 |
|