13 |
SRPT |
11/17(53) |
CALL |
150.00 / 160.00 |
$280 / $720 / 0.39 |
80.95% / $106.05 / 14.73% / 132.48% |
82.63% / $152.80 |
$2.80 / $17.60 / $14.80 / 13 |
99 / 100.00% / 23 |
5 |
Legs |
Vertical |
Bearish |
$119.11 (-0.37%) / 553K |
|
Earnings: 11/01 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SRPT |
Short (Sell) |
11/17/2023 (M) |
CALL |
150.00 |
19.05% |
$17.60 / 32 |
$18.10 / 4 |
315 / 1,594 |
143.285565% |
0.380279 |
-0.171131 |
0.007630 |
0.181314 |
0.054903 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
160.00 |
13.60% |
$12.60 / 31 |
$14.80 / 13 |
2 / 4,665 |
133.601709% |
0.322569 |
-0.160879 |
0.007189 |
0.170822 |
0.047344 |
|
14 |
Legs |
11/17(53) |
CALL |
150.00 / 170.00 |
$530 / $1,470 / 0.36 |
80.95% / $225.24 / 15.32% / 139.97% |
84.03% / $155.30 |
$5.30 / $17.60 / $12.30 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
150.00 |
19.05% |
$17.60 / 32 |
$18.10 / 4 |
315 / 1,594 |
143.285565% |
0.380279 |
-0.171131 |
0.007630 |
0.181314 |
0.054903 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
170.00 |
9.55% |
$8.90 / 16 |
$12.30 / 19 |
0 / 904 |
127.215161% |
0.271973 |
-0.148529 |
0.006649 |
0.157989 |
0.040486 |
|
15 |
Legs |
11/17(53) |
CALL |
150.00 / 165.00 |
$460 / $1,040 / 0.44 |
80.95% / $210.74 / 20.26% / 210.48% |
83.65% / $154.60 |
$4.60 / $17.60 / $13.00 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
150.00 |
19.05% |
$17.60 / 32 |
$18.10 / 4 |
315 / 1,594 |
143.285565% |
0.380279 |
-0.171131 |
0.007630 |
0.181314 |
0.054903 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
165.00 |
11.41% |
$10.60 / 21 |
$13.00 / 10 |
0 / 394 |
128.754368% |
0.296394 |
-0.154897 |
0.006928 |
0.164623 |
0.043822 |
|
16 |
Legs |
11/17(53) |
CALL |
150.00 / 175.00 |
$690 / $1,810 / 0.38 |
80.95% / $332.78 / 18.39% / 181.88% |
84.88% / $156.90 |
$6.90 / $17.60 / $10.70 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
150.00 |
19.05% |
$17.60 / 32 |
$18.10 / 4 |
315 / 1,594 |
143.285565% |
0.380279 |
-0.171131 |
0.007630 |
0.181314 |
0.054903 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
175.00 |
7.96% |
$7.60 / 19 |
$10.70 / 19 |
0 / 107 |
123.650135% |
0.249259 |
-0.141897 |
0.006357 |
0.151051 |
0.037340 |
|
17 |
Legs |
11/17(53) |
CALL |
145.00 / 165.00 |
$510 / $1,490 / 0.34 |
77.61% / $151.61 / 10.18% / 81.30% |
81.01% / $150.10 |
$5.10 / $18.10 / $13.00 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
145.00 |
22.39% |
$18.10 / 20 |
$20.30 / 5 |
27 / 701 |
143.458039% |
0.411799 |
-0.175090 |
0.007797 |
0.185271 |
0.058904 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
165.00 |
11.41% |
$10.60 / 21 |
$13.00 / 10 |
0 / 394 |
128.754368% |
0.296394 |
-0.154897 |
0.006928 |
0.164623 |
0.043822 |
|
65 |
Legs |
10/27(32) |
PUT |
100.00 / 75.00 |
$520 / $1,980 / 0.26 |
79.34% / $203.75 / 10.29% / 158.39% |
83.55% / $94.80 |
$5.20 / $8.80 / $3.60 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
100.00 |
20.66% |
$8.80 / 5 |
$10.20 / 5 |
0 / 1 |
132.627305% |
-0.228434 |
-0.162435 |
0.007626 |
0.114448 |
-0.033301 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
75.00 |
6.31% |
$2.60 / 10 |
$3.60 / 10 |
1 / 1 |
143.473604% |
-0.052858 |
-0.058468 |
0.002718 |
0.040786 |
-0.007275 |
|
|
|
31 |
AMAM |
11/17(53) |
PUT |
10.00 / 7.50 |
$80 / $170 / 0.47 |
73.96% / $17.96 / 10.57% / 85.29% |
75.80% / $9.20 |
$0.80 / $3.00 / $2.20 / 20 |
99 / 100.00% / 67 |
5 |
Legs |
Vertical |
Bullish |
$11.0001 (-7.09%) / 249K |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
AMAM |
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
26.04% |
$3.00 / 26 |
$3.60 / 90 |
0 / 30 |
244.206011% |
-0.197413 |
-0.041259 |
0.016040 |
0.012316 |
-0.011718 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
20.84% |
$1.75 / 20 |
$2.20 / 20 |
0 / 54 |
254.858987% |
-0.149800 |
-0.034742 |
0.013452 |
0.010329 |
-0.008066 |
|
48 |
Legs |
10/20(25) |
PUT |
7.50 / 5.00 |
$70 / $180 / 0.39 |
77.69% / $18.25 / 10.14% / 218.65% |
79.43% / $6.80 |
$0.70 / $1.25 / $0.55 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
7.50 |
22.31% |
$1.25 / 50 |
$1.60 / 20 |
6 / 969 |
289.757246% |
-0.178889 |
-0.055132 |
0.021161 |
0.008266 |
-0.003396 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
16.77% |
$0.35 / 20 |
$0.55 / 5 |
3 / 561 |
281.408085% |
-0.098889 |
-0.036806 |
0.014093 |
0.005505 |
-0.001686 |
|
55 |
Legs |
10/20(25) |
PUT |
10.00 / 7.50 |
$100 / $150 / 0.67 |
69.94% / $28.22 / 18.81% / 691.32% |
73.35% / $9.00 |
$1.00 / $2.60 / $1.60 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
10.00 |
30.06% |
$2.60 / 10 |
$2.85 / 80 |
2 / 901 |
286.044025% |
-0.255175 |
-0.067576 |
0.026006 |
0.010159 |
-0.005312 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.50 |
22.31% |
$1.25 / 50 |
$1.60 / 20 |
6 / 969 |
289.757246% |
-0.178889 |
-0.055132 |
0.021161 |
0.008266 |
-0.003396 |
|
60 |
Legs |
11/17(53) |
PUT |
7.50 / 5.00 |
$80 / $170 / 0.47 |
79.16% / $30.12 / 17.72% / 172.28% |
80.51% / $6.70 |
$0.80 / $1.75 / $0.95 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
7.50 |
20.84% |
$1.75 / 20 |
$2.20 / 20 |
0 / 54 |
254.858987% |
-0.149800 |
-0.034742 |
0.013452 |
0.010329 |
-0.008066 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
16.98% |
$0.85 / 25 |
$0.95 / 20 |
0 / 7 |
264.950502% |
-0.096801 |
-0.025662 |
0.009896 |
0.007598 |
-0.004622 |
|
87 |
Legs |
11/17(53) |
PUT |
10.00 / 5.00 |
$205 / $295 / 0.70 |
73.96% / $83.66 / 28.36% / 363.22% |
78.33% / $7.95 |
$2.05 / $3.00 / $0.95 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
26.04% |
$3.00 / 26 |
$3.60 / 90 |
0 / 30 |
244.206011% |
-0.197413 |
-0.041259 |
0.016040 |
0.012316 |
-0.011718 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
16.98% |
$0.85 / 25 |
$0.95 / 20 |
0 / 7 |
264.950502% |
-0.096801 |
-0.025662 |
0.009896 |
0.007598 |
-0.004622 |
|
98 |
Legs |
10/20(25) |
PUT |
10.00 / 5.00 |
$205 / $295 / 0.70 |
69.94% / $70.12 / 23.77% / > 1000% |
76.48% / $7.95 |
$2.05 / $2.60 / $0.55 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
10.00 |
30.06% |
$2.60 / 10 |
$2.85 / 80 |
2 / 901 |
286.044025% |
-0.255175 |
-0.067576 |
0.026006 |
0.010159 |
-0.005312 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
16.77% |
$0.35 / 20 |
$0.55 / 5 |
3 / 561 |
281.408085% |
-0.098889 |
-0.036806 |
0.014093 |
0.005505 |
-0.001686 |
|
|
94 |
PM |
10/20(25) |
PUT |
93.00 / 88.00 |
$110 / $390 / 0.28 |
66.88% / $7.77 / 1.99% / 26.70% |
73.44% / $91.90 |
$1.10 / $1.65 / $0.55 / 1 |
99 / 100.00% / 6 |
5 |
Legs |
Vertical |
Bullish |
$94.93 (-1.03%) / 4.9M |
|
Earnings: 10/19 / Ex-Div: 09/26 ($1.30) |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
PM |
Short (Sell) |
10/20/2023 (M) |
PUT |
93.00 |
33.12% |
$1.65 / 241 |
$1.75 / 330 |
0 / 63 |
25.729430% |
-0.367973 |
-0.052755 |
0.046465 |
0.101036 |
-0.029591 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
88.00 |
10.00% |
$0.50 / 338 |
$0.55 / 1 |
1 / 11 |
27.077591% |
-0.161703 |
-0.034296 |
0.030245 |
0.065767 |
-0.012824 |
|
99 |
Legs |
10/20(25) |
PUT |
92.00 / 88.00 |
$75 / $325 / 0.23 |
72.88% / $3.71 / 1.14% / 14.59% |
76.95% / $91.25 |
$0.75 / $1.30 / $0.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
92.00 |
27.12% |
$1.30 / 321 |
$1.40 / 264 |
3 / 55 |
25.724025% |
-0.321194 |
-0.050139 |
0.044173 |
0.096052 |
-0.025747 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
88.00 |
10.00% |
$0.50 / 338 |
$0.55 / 1 |
1 / 11 |
27.077591% |
-0.161703 |
-0.034296 |
0.030245 |
0.065767 |
-0.012824 |
|
164 |
Legs |
09/29(4) |
PUT |
94.00 / 92.00 |
$50 / $150 / 0.33 |
68.50% / $4.93 / 3.28% / 288.43% |
74.28% / $93.50 |
$0.50 / $1.00 / $0.50 / 275 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
94.00 |
31.50% |
$1.00 / 275 |
$1.10 / 77 |
192 / 107 |
29.337466% |
-0.365016 |
-0.100198 |
0.088408 |
0.053031 |
-0.007869 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
92.00 |
12.36% |
$0.40 / 368 |
$0.50 / 554 |
328 / 67 |
28.889521% |
-0.203957 |
-0.075455 |
0.066644 |
0.039976 |
-0.004372 |
|
187 |
Legs |
10/20(25) |
PUT |
92.00 / 86.00 |
$90 / $510 / 0.18 |
72.88% / $16.48 / 3.23% / 46.46% |
77.72% / $91.10 |
$0.90 / $1.30 / $0.40 / 307 |
|
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 |
92.00 |
27.12% |
$1.30 / 321 |
$1.40 / 264 |
3 / 55 |
25.724025% |
-0.321194 |
-0.050139 |
0.044173 |
0.096052 |
-0.025747 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
86.00 |
5.39% |
$0.30 / 403 |
$0.40 / 307 |
2 / 5 |
28.721825% |
-0.104162 |
-0.025303 |
0.022324 |
0.048543 |
-0.008224 |
|
197 |
Legs |
10/20(25) |
PUT |
91.00 / 88.00 |
$50 / $250 / 0.20 |
78.22% / $2.99 / 1.20% / 15.36% |
80.63% / $90.50 |
$0.50 / $1.05 / $0.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
91.00 |
21.78% |
$1.05 / 248 |
$1.15 / 193 |
1 / 1 |
26.263771% |
-0.276614 |
-0.046846 |
0.041283 |
0.089768 |
-0.022108 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
88.00 |
10.00% |
$0.50 / 338 |
$0.55 / 1 |
1 / 11 |
27.077591% |
-0.161703 |
-0.034296 |
0.030245 |
0.065767 |
-0.012824 |
|
239 |
Legs |
10/27(32) |
PUT |
91.00 / 85.00 |
$70 / $530 / 0.13 |
75.90% / $2.56 / 0.48% / 4.78% |
79.08% / $90.30 |
$0.70 / $1.15 / $0.45 / 77 |
|
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 |
91.00 |
24.10% |
$1.15 / 77 |
$1.35 / 576 |
0 / 43 |
25.142823% |
-0.294119 |
-0.043275 |
0.038126 |
0.102916 |
-0.029402 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
85.00 |
5.60% |
$0.35 / 98 |
$0.45 / 156 |
0 / 3 |
28.962968% |
-0.103520 |
-0.022609 |
0.019942 |
0.053829 |
-0.010195 |
|
|
95 |
KMX |
10/06(11) |
CALL |
81.00 / 85.00 |
$100 / $300 / 0.33 |
69.63% / $0.49 / 0.16% / 3.85% |
73.58% / $82.00 |
$1.00 / $2.35 / $1.35 / 10 |
99 / 100.00% / 30 |
5 |
Legs |
Vertical |
Bearish |
$76.90 (-2.53%) / 1.9M |
|
Earnings: 10/05 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
KMX |
Short (Sell) |
10/06/2023 (W) |
CALL |
81.00 |
30.37% |
$2.35 / 56 |
$2.50 / 68 |
1 / 2 |
63.661047% |
0.404253 |
-0.154980 |
0.033024 |
0.060487 |
0.011514 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
85.00 |
16.55% |
$1.25 / 5 |
$1.35 / 10 |
0 / 7 |
62.333779% |
0.288140 |
-0.135972 |
0.029091 |
0.053284 |
0.008316 |
|
97 |
Legs |
10/06(11) |
PUT |
73.00 / 69.00 |
$95 / $305 / 0.31 |
71.03% / $1.25 / 0.41% / 9.81% |
74.70% / $72.05 |
$0.95 / $2.20 / $1.25 / 24 |
|
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 |
73.00 |
28.97% |
$2.20 / 52 |
$2.40 / 61 |
12 / 44 |
66.721173% |
-0.329826 |
-0.138066 |
0.030865 |
0.056532 |
-0.011578 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
69.00 |
15.57% |
$1.15 / 56 |
$1.25 / 24 |
6 / 1 |
68.397073% |
-0.208860 |
-0.110142 |
0.024489 |
0.044855 |
-0.007224 |
|
126 |
Legs |
10/06(11) |
PUT |
73.00 / 68.00 |
$115 / $385 / 0.30 |
71.03% / $6.67 / 1.73% / 48.23% |
75.43% / $71.85 |
$1.15 / $2.20 / $1.05 / 25 |
|
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 |
73.00 |
28.97% |
$2.20 / 52 |
$2.40 / 61 |
12 / 44 |
66.721173% |
-0.329826 |
-0.138066 |
0.030865 |
0.056532 |
-0.011578 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
68.00 |
13.06% |
$0.95 / 40 |
$1.05 / 25 |
5 / 615 |
68.779928% |
-0.182406 |
-0.101554 |
0.022555 |
0.041312 |
-0.006288 |
|
129 |
Legs |
09/29(4) |
PUT |
74.00 / 71.00 |
$75 / $225 / 0.33 |
71.20% / $5.86 / 2.61% / 194.55% |
75.25% / $73.25 |
$0.75 / $2.30 / $1.55 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
74.00 |
28.80% |
$2.30 / 43 |
$2.45 / 2 |
11 / 139 |
83.321241% |
-0.335710 |
-0.191751 |
0.042560 |
0.041575 |
-0.006111 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
71.00 |
14.79% |
$1.40 / 34 |
$1.55 / 66 |
18 / 206 |
86.065255% |
-0.212939 |
-0.153393 |
0.033916 |
0.033131 |
-0.003835 |
|
130 |
Legs |
10/06(11) |
CALL |
81.00 / 86.00 |
$120 / $380 / 0.32 |
69.63% / $4.78 / 1.26% / 33.15% |
74.34% / $82.20 |
$1.20 / $2.35 / $1.15 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
81.00 |
30.37% |
$2.35 / 56 |
$2.50 / 68 |
1 / 2 |
63.661047% |
0.404253 |
-0.154980 |
0.033024 |
0.060487 |
0.011514 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
86.00 |
13.93% |
$1.05 / 21 |
$1.15 / 10 |
1 / 4 |
62.113174% |
0.262513 |
-0.129772 |
0.027787 |
0.050896 |
0.007597 |
|
138 |
Legs |
09/29(4) |
PUT |
74.00 / 70.00 |
$100 / $300 / 0.33 |
71.20% / $17.16 / 5.72% / 933.92% |
76.52% / $73.00 |
$1.00 / $2.30 / $1.30 / 43 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
74.00 |
28.80% |
$2.30 / 43 |
$2.45 / 2 |
11 / 139 |
83.321241% |
-0.335710 |
-0.191751 |
0.042560 |
0.041575 |
-0.006111 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
70.00 |
11.43% |
$1.15 / 157 |
$1.30 / 181 |
54 / 205 |
86.438535% |
-0.177798 |
-0.137599 |
0.030393 |
0.029689 |
-0.003192 |
|
|
103 |
MORF |
10/20(25) |
PUT |
35.00 / 22.50 |
$220 / $1,030 / 0.21 |
70.15% / $79.67 / 7.73% / 144.50% |
78.07% / $32.80 |
$2.20 / $2.60 / $0.40 / 6 |
99 / 100.00% / 85 |
4 |
Legs |
Vertical |
Bullish |
$35.64 (-30.66%) / 5.88M |
|
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 |
MORF |
Short (Sell) |
10/20/2023 (M) |
PUT |
35.00 |
29.85% |
$2.60 / 6 |
$2.95 / 20 |
75 / 7 |
105.041178% |
-0.318699 |
-0.068927 |
0.031034 |
0.038641 |
-0.011964 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
22.50 |
3.73% |
0 / 0 |
$0.40 / 10 |
3 / 1 |
135.662563% |
-0.025814 |
-0.011768 |
0.005219 |
0.006498 |
-0.000887 |
|
146 |
Legs |
10/20(25) |
PUT |
35.00 / 25.00 |
$170 / $830 / 0.21 |
70.15% / $29.88 / 3.60% / 52.86% |
76.42% / $33.30 |
$1.70 / $2.60 / $0.90 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
35.00 |
29.85% |
$2.60 / 6 |
$2.95 / 20 |
75 / 7 |
105.041178% |
-0.318699 |
-0.068927 |
0.031034 |
0.038641 |
-0.011964 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
25.00 |
5.97% |
$0.35 / 37 |
$0.90 / 45 |
72 / 1 |
128.277070% |
-0.055410 |
-0.021889 |
0.009727 |
0.012111 |
-0.001933 |
|
353 |
Legs |
10/20(25) |
CALL |
45.00 / 55.00 |
$120 / $880 / 0.14 |
80.15% / $40.60 / 4.61% / 71.82% |
83.48% / $46.20 |
$1.20 / $1.90 / $0.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
45.00 |
19.85% |
$1.90 / 6 |
$2.30 / 10 |
232 / 183 |
99.438278% |
0.356595 |
-0.075368 |
0.032415 |
0.040360 |
0.008989 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
55.00 |
3.52% |
$0.45 / 5 |
$0.70 / 11 |
164 / 72 |
97.472184% |
0.149766 |
-0.046815 |
0.020247 |
0.025211 |
0.003945 |
|
512 |
Legs |
10/20(25) |
CALL |
45.00 / 60.00 |
$145 / $1,355 / 0.11 |
80.15% / $81.52 / 6.02% / 101.59% |
84.11% / $46.45 |
$1.45 / $1.90 / $0.45 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
45.00 |
19.85% |
$1.90 / 6 |
$2.30 / 10 |
232 / 183 |
99.438278% |
0.356595 |
-0.075368 |
0.032415 |
0.040360 |
0.008989 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
60.00 |
1.30% |
$0.20 / 6 |
$0.45 / 31 |
332 / 626 |
99.488438% |
0.092107 |
-0.033152 |
0.014361 |
0.017881 |
0.002461 |
|
612 |
Legs |
10/20(25) |
CALL |
45.00 / 65.00 |
$160 / $1,840 / 0.09 |
80.15% / $111.27 / 6.05% / 102.30% |
84.49% / $46.60 |
$1.60 / $1.90 / $0.30 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
45.00 |
19.85% |
$1.90 / 6 |
$2.30 / 10 |
232 / 183 |
99.438278% |
0.356595 |
-0.075368 |
0.032415 |
0.040360 |
0.008989 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
65.00 |
0.45% |
$0.15 / 2 |
$0.30 / 31 |
5 / 800 |
104.853690% |
0.055347 |
-0.022408 |
0.009718 |
0.012101 |
0.001496 |
|
|
107 |
SPR |
11/17(53) |
PUT |
14.00 / 11.00 |
$65 / $235 / 0.28 |
68.29% / $0.11 / 0.05% / 0.29% |
73.83% / $13.35 |
$0.65 / $0.95 / $0.30 / 144 |
99 / 100.00% / 15 |
5 |
Legs |
Vertical |
Bullish |
$15.14 (+2.02%) / 6.11M |
|
Earnings: 11/02 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SPR |
Short (Sell) |
11/17/2023 (M) |
PUT |
14.00 |
31.71% |
$0.95 / 144 |
$1.05 / 528 |
127 / 90 |
69.280013% |
-0.330551 |
-0.015695 |
0.069840 |
0.021811 |
-0.010009 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
11.00 |
11.94% |
$0.25 / 3 |
$0.30 / 728 |
0 / 33 |
77.584750% |
-0.125849 |
-0.009128 |
0.039860 |
0.012448 |
-0.003586 |
|
180 |
Legs |
11/17(53) |
PUT |
14.00 / 10.00 |
$75 / $325 / 0.23 |
68.29% / $5.03 / 1.55% / 9.88% |
74.62% / $13.25 |
$0.75 / $0.95 / $0.20 / 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) |
PUT |
14.00 |
31.71% |
$0.95 / 144 |
$1.05 / 528 |
127 / 90 |
69.280013% |
-0.330551 |
-0.015695 |
0.069840 |
0.021811 |
-0.010009 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
8.25% |
$0.10 / 1,068 |
$0.20 / 1,505 |
0 / 13 |
79.346881% |
-0.076937 |
-0.006397 |
0.027815 |
0.008687 |
-0.002154 |
|
270 |
Legs |
11/17(53) |
CALL |
18.00 / 21.00 |
$40 / $260 / 0.15 |
78.51% / $0.93 / 0.36% / 2.21% |
81.11% / $18.40 |
$0.40 / $0.70 / $0.30 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
18.00 |
21.49% |
$0.70 / 24 |
$0.75 / 651 |
21 / 364 |
66.566859% |
0.382377 |
-0.017946 |
0.073518 |
0.022959 |
0.007288 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
21.00 |
7.54% |
$0.20 / 500 |
$0.30 / 358 |
2 / 28 |
65.281145% |
0.226117 |
-0.014047 |
0.057961 |
0.018101 |
0.004472 |
|
325 |
Legs |
11/17(53) |
CALL |
18.00 / 22.00 |
$50 / $350 / 0.14 |
78.51% / $8.66 / 2.47% / 16.19% |
81.72% / $18.50 |
$0.50 / $0.70 / $0.20 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
18.00 |
21.49% |
$0.70 / 24 |
$0.75 / 651 |
21 / 364 |
66.566859% |
0.382377 |
-0.017946 |
0.073518 |
0.022959 |
0.007288 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
22.00 |
5.14% |
$0.15 / 298 |
$0.20 / 20 |
0 / 29 |
65.347031% |
0.187207 |
-0.012538 |
0.051822 |
0.016184 |
0.003737 |
|
359 |
Legs |
11/17(53) |
CALL |
17.00 / 21.00 |
$65 / $335 / 0.19 |
70.88% / $3.05 / 0.91% / 5.72% |
76.03% / $17.65 |
$0.65 / $0.95 / $0.30 / 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 |
17.00 |
29.12% |
$0.95 / 100 |
$1.00 / 56 |
14 / 72 |
65.980677% |
0.447699 |
-0.018673 |
0.076222 |
0.023804 |
0.008393 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
21.00 |
7.54% |
$0.20 / 500 |
$0.30 / 358 |
2 / 28 |
65.281145% |
0.226117 |
-0.014047 |
0.057961 |
0.018101 |
0.004472 |
|
485 |
Legs |
10/20(25) |
PUT |
14.00 / 10.00 |
$35 / $365 / 0.10 |
71.41% / $3.05 / 0.84% / 10.51% |
75.48% / $13.65 |
$0.35 / $0.45 / $0.10 / 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 |
14.00 |
28.59% |
$0.45 / 511 |
$0.55 / 926 |
4 / 269 |
62.269421% |
-0.314577 |
-0.021950 |
0.095925 |
0.015241 |
-0.004491 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
3.21% |
0 / 0 |
$0.10 / 423 |
0 / 11 |
100.234476% |
-0.030917 |
-0.004387 |
0.018848 |
0.002995 |
-0.000413 |
|
|
109 |
ACN |
10/06(11) |
CALL |
327.50 / 337.50 |
$235 / $765 / 0.31 |
69.95% / $2.30 / 0.30% / 7.11% |
74.19% / $329.85 |
$2.35 / $4.10 / $1.75 / 7 |
99 / 100.00% / 13 |
5 |
Legs |
Vertical |
Bearish |
$316.09 (+1.31%) / 1.99M |
|
Earnings: 09/28 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
ACN |
Short (Sell) |
10/06/2023 (W) |
CALL |
327.50 |
30.05% |
$4.10 / 25 |
$4.40 / 54 |
0 / 2 |
30.532833% |
0.381610 |
-0.340599 |
0.014628 |
0.245710 |
0.047154 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
337.50 |
14.58% |
$1.60 / 9 |
$1.75 / 7 |
1 / 5 |
29.206028% |
0.251967 |
-0.283484 |
0.012245 |
0.205683 |
0.031384 |
|
111 |
Legs |
09/29(4) |
CALL |
325.00 / 330.00 |
$135 / $365 / 0.37 |
70.37% / $6.98 / 1.91% / 121.47% |
73.79% / $326.35 |
$1.35 / $4.20 / $2.85 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
325.00 |
29.63% |
$4.20 / 32 |
$4.50 / 69 |
125 / 1,030 |
38.131044% |
0.374409 |
-0.460282 |
0.019916 |
0.178422 |
0.025054 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
330.00 |
18.14% |
$2.60 / 62 |
$2.85 / 44 |
25 / 1,063 |
37.188726% |
0.282521 |
-0.409318 |
0.017766 |
0.159165 |
0.018984 |
|
117 |
Legs |
09/29(4) |
CALL |
325.00 / 332.50 |
$195 / $555 / 0.35 |
70.37% / $23.60 / 4.25% / 474.69% |
75.24% / $326.95 |
$1.95 / $4.20 / $2.25 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
325.00 |
29.63% |
$4.20 / 32 |
$4.50 / 69 |
125 / 1,030 |
38.131044% |
0.374409 |
-0.460282 |
0.019916 |
0.178422 |
0.025054 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
332.50 |
13.66% |
$2.05 / 29 |
$2.25 / 62 |
44 / 110 |
37.095961% |
0.241492 |
-0.377171 |
0.016392 |
0.146852 |
0.016257 |
|
142 |
Legs |
09/29(4) |
CALL |
325.00 / 335.00 |
$245 / $755 / 0.33 |
70.37% / $47.08 / 6.24% / > 1000% |
76.41% / $327.45 |
$2.45 / $4.20 / $1.75 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
325.00 |
29.63% |
$4.20 / 32 |
$4.50 / 69 |
125 / 1,030 |
38.131044% |
0.374409 |
-0.460282 |
0.019916 |
0.178422 |
0.025054 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
335.00 |
10.03% |
$1.55 / 34 |
$1.75 / 83 |
29 / 478 |
36.806437% |
0.204200 |
-0.342381 |
0.014897 |
0.133457 |
0.013770 |
|
178 |
Legs |
10/06(11) |
CALL |
327.50 / 340.00 |
$265 / $985 / 0.27 |
69.95% / $4.81 / 0.49% / 11.81% |
74.71% / $330.15 |
$2.65 / $4.10 / $1.45 / 25 |
|
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 |
327.50 |
30.05% |
$4.10 / 25 |
$4.40 / 54 |
0 / 2 |
30.532833% |
0.381610 |
-0.340599 |
0.014628 |
0.245710 |
0.047154 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
340.00 |
11.80% |
$1.20 / 20 |
$1.45 / 45 |
4 / 470 |
29.235540% |
0.224110 |
-0.265551 |
0.011483 |
0.192888 |
0.027961 |
|
188 |
Legs |
09/29(4) |
CALL |
325.00 / 337.50 |
$285 / $965 / 0.30 |
70.37% / $76.49 / 7.93% / > 1000% |
77.32% / $327.85 |
$2.85 / $4.20 / $1.35 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
325.00 |
29.63% |
$4.20 / 32 |
$4.50 / 69 |
125 / 1,030 |
38.131044% |
0.374409 |
-0.460282 |
0.019916 |
0.178422 |
0.025054 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
337.50 |
7.18% |
$1.15 / 46 |
$1.35 / 77 |
1 / 14 |
36.565946% |
0.170807 |
-0.306276 |
0.013339 |
0.119502 |
0.011536 |
|
|
119 |
COST |
09/29(4) |
CALL |
572.50 / 580.00 |
$185 / $565 / 0.33 |
72.70% / $14.85 / 2.63% / 197.26% |
75.98% / $574.35 |
$1.85 / $5.05 / $3.20 / 28 |
99 / 100.00% / 97 |
5 |
Legs |
Vertical |
Bearish |
$558.88 (+0.68%) / 1.53M |
|
Earnings: 09/28 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
COST |
Short (Sell) |
09/29/2023 (W) |
CALL |
572.50 |
27.30% |
$5.05 / 38 |
$5.35 / 61 |
138 / 156 |
28.246035% |
0.353399 |
-0.627439 |
0.014214 |
0.308940 |
0.042157 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
580.00 |
15.51% |
$3.00 / 27 |
$3.20 / 28 |
408 / 821 |
28.000419% |
0.256032 |
-0.540434 |
0.012306 |
0.267468 |
0.030647 |
|
133 |
Legs |
10/06(11) |
CALL |
575.00 / 590.00 |
$336 / $1,164 / 0.29 |
70.08% / $3.73 / 0.32% / 7.61% |
74.50% / $578.36 |
$3.36 / $5.80 / $2.44 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
575.00 |
29.92% |
$5.80 / 1 |
$6.05 / 27 |
67 / 132 |
23.911701% |
0.375692 |
-0.473753 |
0.010595 |
0.431778 |
0.082991 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
590.00 |
13.32% |
$2.28 / 12 |
$2.44 / 11 |
72 / 183 |
23.668783% |
0.235575 |
-0.380490 |
0.008593 |
0.350209 |
0.052390 |
|
160 |
Legs |
09/29(4) |
PUT |
552.50 / 542.50 |
$235 / $765 / 0.31 |
70.63% / $10.99 / 1.44% / 82.01% |
74.94% / $550.15 |
$2.35 / $5.40 / $3.05 / 23 |
|
Underlying |
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 |
552.50 |
29.37% |
$5.40 / 45 |
$5.65 / 16 |
9 / 123 |
29.250140% |
-0.349105 |
-0.583305 |
0.014151 |
0.307577 |
-0.044343 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
542.50 |
13.75% |
$2.90 / 24 |
$3.05 / 23 |
61 / 42 |
30.230056% |
-0.217715 |
-0.467690 |
0.011256 |
0.244639 |
-0.027523 |
|
199 |
Legs |
09/29(4) |
CALL |
572.50 / 585.00 |
$282 / $968 / 0.29 |
72.70% / $51.07 / 5.28% / 766.61% |
77.61% / $575.32 |
$2.82 / $5.05 / $2.23 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
572.50 |
27.30% |
$5.05 / 38 |
$5.35 / 61 |
138 / 156 |
28.246035% |
0.353399 |
-0.627439 |
0.014214 |
0.308940 |
0.042157 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
CALL |
585.00 |
9.92% |
$2.08 / 12 |
$2.23 / 14 |
124 / 293 |
28.049618% |
0.200471 |
-0.469596 |
0.010722 |
0.233034 |
0.024043 |
|
210 |
Legs |
09/29(4) |
PUT |
552.50 / 540.00 |
$281 / $969 / 0.29 |
70.63% / $29.47 / 3.04% / 251.96% |
75.74% / $549.69 |
$2.81 / $5.40 / $2.59 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
552.50 |
29.37% |
$5.40 / 45 |
$5.65 / 16 |
9 / 123 |
29.250140% |
-0.349105 |
-0.583305 |
0.014151 |
0.307577 |
-0.044343 |
NASDAQ / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
540.00 |
10.99% |
$2.47 / 18 |
$2.59 / 11 |
329 / 447 |
30.527190% |
-0.189670 |
-0.431429 |
0.010367 |
0.225319 |
-0.023953 |
|
211 |
Legs |
10/06(11) |
CALL |
575.00 / 595.00 |
$403 / $1,597 / 0.25 |
70.08% / $29.89 / 1.87% / 52.94% |
75.34% / $579.03 |
$4.03 / $5.80 / $1.77 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
575.00 |
29.92% |
$5.80 / 1 |
$6.05 / 27 |
67 / 132 |
23.911701% |
0.375692 |
-0.473753 |
0.010595 |
0.431778 |
0.082991 |
NASDAQ / Stock |
Long (Buy) |
10/06/2023 (W) |
CALL |
595.00 |
9.63% |
$1.64 / 12 |
$1.77 / 10 |
148 / 31 |
23.776821% |
0.196848 |
-0.342029 |
0.007744 |
0.315588 |
0.043859 |
|
|
122 |
WBA |
10/20(25) |
CALL |
22.50 / 24.50 |
$35 / $165 / 0.21 |
72.00% / $0.51 / 0.31% / 3.77% |
76.32% / $22.85 |
$0.35 / $0.50 / $0.15 / 75 |
99 / 100.00% / 58 |
5 |
Legs |
Vertical |
Bearish |
$21.19 (-1.21%) / 9.43M |
|
Earnings: 10/12 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
WBA |
Short (Sell) |
10/20/2023 (M) |
CALL |
22.50 |
28.00% |
$0.50 / 75 |
$0.52 / 496 |
179 / 8,301 |
42.511897% |
0.386141 |
-0.022104 |
0.108292 |
0.022802 |
0.005825 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
24.50 |
9.31% |
$0.14 / 216 |
$0.15 / 305 |
24 / 1,592 |
42.331377% |
0.211261 |
-0.016960 |
0.082026 |
0.017271 |
0.003256 |
|
158 |
Legs |
11/03(39) |
CALL |
23.00 / 27.00 |
$38 / $362 / 0.11 |
74.78% / $4.94 / 1.37% / 11.66% |
78.35% / $23.38 |
$0.38 / $0.47 / $0.09 / 60 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
23.00 |
25.22% |
$0.47 / 60 |
$0.53 / 12 |
20 / 4 |
40.097391% |
0.372395 |
-0.017746 |
0.087772 |
0.027403 |
0.008152 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
27.00 |
3.54% |
$0.06 / 11 |
$0.09 / 308 |
2 / 1 |
43.442357% |
0.131896 |
-0.010275 |
0.049752 |
0.015533 |
0.002993 |
|
170 |
Legs |
10/20(25) |
CALL |
22.50 / 25.00 |
$39 / $211 / 0.19 |
72.00% / $3.61 / 1.71% / 22.59% |
76.79% / $22.89 |
$0.39 / $0.50 / $0.11 / 17 |
|
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 |
28.00% |
$0.50 / 75 |
$0.52 / 496 |
179 / 8,301 |
42.511897% |
0.386141 |
-0.022104 |
0.108292 |
0.022802 |
0.005825 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
25.00 |
6.72% |
$0.10 / 713 |
$0.11 / 17 |
272 / 5,844 |
42.624921% |
0.177795 |
-0.015306 |
0.073868 |
0.015553 |
0.002751 |
|
225 |
Legs |
10/27(32) |
CALL |
23.00 / 26.00 |
$32 / $268 / 0.12 |
76.17% / $1.96 / 0.73% / 7.32% |
79.37% / $23.32 |
$0.32 / $0.41 / $0.09 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
23.00 |
23.83% |
$0.41 / 190 |
$0.45 / 839 |
42 / 389 |
40.506165% |
0.356839 |
-0.019272 |
0.094691 |
0.024751 |
0.006627 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
26.00 |
4.79% |
$0.07 / 365 |
$0.09 / 1 |
2 / 113 |
42.196044% |
0.151693 |
-0.012368 |
0.059796 |
0.015630 |
0.002897 |
|
232 |
Legs |
10/20(25) |
CALL |
22.50 / 25.50 |
$41 / $259 / 0.16 |
72.00% / $7.08 / 2.73% / 38.21% |
77.02% / $22.91 |
$0.41 / $0.50 / $0.09 / 75 |
|
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 |
28.00% |
$0.50 / 75 |
$0.52 / 496 |
179 / 8,301 |
42.511897% |
0.386141 |
-0.022104 |
0.108292 |
0.022802 |
0.005825 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
25.50 |
4.76% |
$0.08 / 439 |
$0.09 / 427 |
3 / 195 |
44.074223% |
0.148434 |
-0.013639 |
0.065702 |
0.013834 |
0.002306 |
|
253 |
Legs |
10/20(25) |
PUT |
20.00 / 17.00 |
$38 / $262 / 0.15 |
70.01% / $1.38 / 0.52% / 6.48% |
74.86% / $19.62 |
$0.38 / $0.45 / $0.07 / 553 |
|
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 |
20.00 |
29.99% |
$0.45 / 798 |
$0.46 / 1 |
185 / 11,536 |
40.163011% |
-0.331715 |
-0.022553 |
0.102794 |
0.021644 |
-0.006271 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
17.00 |
5.36% |
$0.06 / 796 |
$0.07 / 553 |
0 / 13 |
49.509031% |
-0.078592 |
-0.009038 |
0.041649 |
0.008770 |
-0.001433 |
|
|
131 |
CCL |
10/06(11) |
PUT |
13.50 / 13.00 |
$15 / $35 / 0.43 |
67.47% / $0.05 / 0.13% / 3.10% |
70.44% / $13.35 |
$0.15 / $0.47 / $0.32 / 28 |
99 / 100.00% / 72 |
5 |
Legs |
Vertical |
Bullish |
$14.04 (-2.84%) / 21.3M |
|
Earnings: 09/29 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
CCL |
Short (Sell) |
10/06/2023 (W) |
PUT |
13.50 |
32.53% |
$0.47 / 28 |
$0.48 / 246 |
33 / 280 |
68.611806% |
-0.355489 |
-0.029793 |
0.151613 |
0.010688 |
-0.002336 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
13.00 |
23.27% |
$0.31 / 280 |
$0.32 / 839 |
87 / 271 |
69.624279% |
-0.278269 |
-0.026934 |
0.136608 |
0.009630 |
-0.001809 |
|
134 |
Legs |
09/29(4) |
PUT |
13.50 / 13.00 |
$14 / $36 / 0.39 |
71.88% / $1.91 / 5.31% / 778.87% |
75.44% / $13.36 |
$0.14 / $0.38 / $0.24 / 947 |
|
Underlying |
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 |
13.00 |
16.74% |
$0.23 / 2,776 |
$0.24 / 947 |
439 / 780 |
82.339104% |
-0.228802 |
-0.033514 |
0.168749 |
0.006345 |
-0.000766 |
|
145 |
Legs |
10/06(11) |
PUT |
13.50 / 12.50 |
$27 / $73 / 0.37 |
67.47% / $1.15 / 1.57% / 42.91% |
72.70% / $13.23 |
$0.27 / $0.47 / $0.20 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
13.50 |
32.53% |
$0.47 / 28 |
$0.48 / 246 |
33 / 280 |
68.611806% |
-0.355489 |
-0.029793 |
0.151613 |
0.010688 |
-0.002336 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
12.50 |
15.91% |
$0.19 / 905 |
$0.20 / 330 |
17 / 44 |
70.183526% |
-0.207831 |
-0.023051 |
0.116595 |
0.008220 |
-0.001338 |
|
152 |
Legs |
10/06(11) |
CALL |
15.00 / 16.00 |
$23 / $77 / 0.30 |
70.13% / $0.07 / 0.10% / 2.24% |
74.38% / $15.23 |
$0.23 / $0.44 / $0.21 / 23 |
|
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 |
15.00 |
29.87% |
$0.44 / 23 |
$0.45 / 329 |
376 / 926 |
67.081183% |
0.406518 |
-0.032406 |
0.157908 |
0.011132 |
0.002097 |
NYSE / Stock |
Long (Buy) |
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 |
|
169 |
Legs |
09/29(4) |
PUT |
13.50 / 12.50 |
$24 / $76 / 0.32 |
71.88% / $5.72 / 7.53% / > 1000% |
77.81% / $13.26 |
$0.24 / $0.38 / $0.14 / 637 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
13.50 |
28.12% |
$0.38 / 1,794 |
$0.39 / 37 |
1,629 / 6,946 |
81.407599% |
-0.328144 |
-0.039886 |
0.201392 |
0.007572 |
-0.001109 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
12.50 |
9.06% |
$0.13 / 1,882 |
$0.14 / 637 |
149 / 739 |
83.661609% |
-0.146347 |
-0.025441 |
0.127829 |
0.004806 |
-0.000485 |
|
173 |
Legs |
10/06(11) |
PUT |
13.00 / 12.50 |
$11 / $39 / 0.28 |
76.73% / $0.74 / 1.90% / 54.04% |
78.52% / $12.89 |
$0.11 / $0.31 / $0.20 / 280 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
13.00 |
23.27% |
$0.31 / 280 |
$0.32 / 839 |
87 / 271 |
69.624279% |
-0.278269 |
-0.026934 |
0.136608 |
0.009630 |
-0.001809 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
12.50 |
15.91% |
$0.19 / 905 |
$0.20 / 330 |
17 / 44 |
70.183526% |
-0.207831 |
-0.023051 |
0.116595 |
0.008220 |
-0.001338 |
|
|
136 |
|
10/27(32) |
PUT |
36.00 / 31.00 |
$68 / $432 / 0.16 |
69.82% / $3.40 / 0.79% / 7.90% |
74.89% / $35.32 |
$0.68 / $0.85 / $0.17 / 79 |
99 / 100.00% / 64 |
5 |
Legs |
Vertical |
Bullish |
$37.67 (-1.64%) / 7.76M |
|
Earnings: 10/12 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
36.00 |
30.18% |
$0.85 / 121 |
$0.88 / 68 |
12 / 94 |
36.679776% |
-0.337622 |
-0.029339 |
0.060215 |
0.043434 |
-0.014077 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
31.00 |
5.70% |
$0.15 / 110 |
$0.17 / 79 |
0 / 101 |
45.102922% |
-0.088141 |
-0.013109 |
0.026356 |
0.019011 |
-0.003553 |
|
155 |
Legs |
10/27(32) |
PUT |
36.00 / 30.00 |
$72 / $528 / 0.14 |
69.82% / $12.79 / 2.42% / 26.11% |
75.18% / $35.28 |
$0.72 / $0.85 / $0.13 / 121 |
|
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 |
36.00 |
30.18% |
$0.85 / 121 |
$0.88 / 68 |
12 / 94 |
36.679776% |
-0.337622 |
-0.029339 |
0.060215 |
0.043434 |
-0.014077 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
30.00 |
3.77% |
$0.10 / 444 |
$0.13 / 729 |
11 / 102 |
47.217260% |
-0.059737 |
-0.009758 |
0.019570 |
0.014116 |
-0.002395 |
|
184 |
Legs |
11/03(39) |
CALL |
41.00 / 47.00 |
$53 / $547 / 0.10 |
75.05% / $3.57 / 0.65% / 5.43% |
78.27% / $41.53 |
$0.53 / $0.61 / $0.08 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
41.00 |
24.95% |
$0.61 / 11 |
$0.65 / 17 |
8 / 11 |
31.676982% |
0.365571 |
-0.030113 |
0.056692 |
0.048843 |
0.014529 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
47.00 |
3.64% |
$0.04 / 654 |
$0.08 / 218 |
1 / 50 |
33.147818% |
0.130616 |
-0.016780 |
0.032008 |
0.027577 |
0.005352 |
|
212 |
Legs |
10/20(25) |
PUT |
36.00 / 32.00 |
$58 / $342 / 0.17 |
71.23% / $2.94 / 0.86% / 10.82% |
75.96% / $35.42 |
$0.58 / $0.75 / $0.17 / 704 |
|
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 |
36.00 |
28.77% |
$0.75 / 814 |
$0.78 / 912 |
84 / 5,861 |
37.866643% |
-0.328364 |
-0.032542 |
0.066365 |
0.038562 |
-0.010890 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
32.00 |
6.44% |
$0.16 / 567 |
$0.17 / 704 |
3 / 3 |
44.218191% |
-0.103188 |
-0.016434 |
0.032979 |
0.019162 |
-0.003331 |
|
218 |
Legs |
10/27(32) |
CALL |
40.00 / 45.00 |
$65 / $435 / 0.15 |
69.64% / $0.10 / 0.02% / 0.23% |
74.48% / $40.65 |
$0.65 / $0.77 / $0.12 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
40.00 |
30.36% |
$0.77 / 11 |
$0.81 / 526 |
25 / 362 |
32.403848% |
0.404810 |
-0.033901 |
0.063850 |
0.046055 |
0.013533 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
45.00 |
5.84% |
$0.09 / 312 |
$0.12 / 345 |
6 / 113 |
33.735657% |
0.164534 |
-0.021405 |
0.040840 |
0.029458 |
0.005660 |
|
259 |
Legs |
10/27(32) |
CALL |
40.00 / 46.00 |
$68 / $532 / 0.13 |
69.64% / $8.76 / 1.65% / 17.14% |
74.70% / $40.68 |
$0.68 / $0.77 / $0.09 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
40.00 |
30.36% |
$0.77 / 11 |
$0.81 / 526 |
25 / 362 |
32.403848% |
0.404810 |
-0.033901 |
0.063850 |
0.046055 |
0.013533 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
46.00 |
3.87% |
$0.05 / 312 |
$0.09 / 413 |
4 / 33 |
34.280463% |
0.132814 |
-0.018518 |
0.035389 |
0.025526 |
0.004587 |
|
|
151 |
|
10/27(32) |
CALL |
210.00 / 225.00 |
$285 / $1,215 / 0.24 |
66.45% / $2.74 / 0.23% / 2.20% |
72.72% / $212.85 |
$2.85 / $3.60 / $0.75 / 40 |
99 / 100.00% / 16 |
5 |
Legs |
Vertical |
Bearish |
$202.50 (+0.61%) / 1.06M |
|
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) |
10/27/2023 (W) |
CALL |
210.00 |
33.55% |
$3.60 / 40 |
$3.90 / 31 |
0 / 3 |
24.177501% |
0.413241 |
-0.122286 |
0.017722 |
0.248511 |
0.076881 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
225.00 |
8.96% |
$0.50 / 63 |
$0.75 / 45 |
0 / 1 |
22.924580% |
0.195276 |
-0.085891 |
0.012568 |
0.176240 |
0.036977 |
|
209 |
Legs |
11/17(53) |
PUT |
195.00 / 175.00 |
$305 / $1,695 / 0.18 |
69.71% / $3.40 / 0.20% / 1.24% |
74.74% / $191.95 |
$3.05 / $4.20 / $1.15 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
195.00 |
30.29% |
$4.20 / 41 |
$4.40 / 31 |
1 / 11 |
26.101478% |
-0.340287 |
-0.083864 |
0.013247 |
0.294126 |
-0.118725 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
7.13% |
$0.50 / 141 |
$1.15 / 13 |
0 / 8 |
28.664728% |
-0.113437 |
-0.045012 |
0.006956 |
0.154453 |
-0.038584 |
|
294 |
Legs |
10/27(32) |
CALL |
210.00 / 230.00 |
$290 / $1,710 / 0.17 |
66.45% / $30.51 / 1.78% / 18.70% |
72.82% / $212.90 |
$2.90 / $3.60 / $0.70 / 34 |
|
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 |
210.00 |
33.55% |
$3.60 / 40 |
$3.90 / 31 |
0 / 3 |
24.177501% |
0.413241 |
-0.122286 |
0.017722 |
0.248511 |
0.076881 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
230.00 |
5.10% |
$0.25 / 48 |
$0.70 / 34 |
0 / 10 |
25.009851% |
0.144025 |
-0.070487 |
0.010335 |
0.144933 |
0.027391 |
|
489 |
Legs |
10/20(25) |
PUT |
195.00 / 180.00 |
$150 / $1,350 / 0.11 |
74.86% / $2.49 / 0.18% / 2.24% |
78.07% / $193.50 |
$1.50 / $2.00 / $0.50 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
195.00 |
25.14% |
$2.00 / 30 |
$2.15 / 50 |
0 / 101 |
24.296737% |
-0.304637 |
-0.114780 |
0.017763 |
0.200656 |
-0.052477 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
180.00 |
4.60% |
$0.40 / 29 |
$0.50 / 6 |
0 / 185 |
29.388693% |
-0.090429 |
-0.054165 |
0.008273 |
0.093459 |
-0.015309 |
|
782 |
Legs |
10/27(32) |
CALL |
205.00 / 225.00 |
$515 / $1,485 / 0.35 |
54.15% / $25.12 / 1.69% / 17.65% |
66.80% / $210.15 |
$5.15 / $5.90 / $0.75 / 30 |
|
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 |
205.00 |
45.85% |
$5.90 / 30 |
$6.20 / 30 |
0 / 25 |
25.386504% |
0.501567 |
-0.125825 |
0.018142 |
0.254400 |
0.092573 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
225.00 |
8.96% |
$0.50 / 63 |
$0.75 / 45 |
0 / 1 |
22.924580% |
0.195276 |
-0.085891 |
0.012568 |
0.176240 |
0.036977 |
|
783 |
Legs |
11/17(53) |
PUT |
200.00 / 175.00 |
$475 / $2,025 / 0.24 |
60.43% / $18.72 / 0.92% / 5.81% |
69.27% / $195.25 |
$4.75 / $5.90 / $1.15 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
200.00 |
39.57% |
$5.90 / 41 |
$6.20 / 36 |
33 / 69 |
25.529647% |
-0.410810 |
-0.088163 |
0.014049 |
0.311924 |
-0.144471 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
7.13% |
$0.50 / 141 |
$1.15 / 13 |
0 / 8 |
28.664728% |
-0.113437 |
-0.045012 |
0.006956 |
0.154453 |
-0.038584 |
|
|
156 |
|
10/20(25) |
PUT |
116.00 / 105.00 |
$175 / $925 / 0.19 |
70.24% / $7.39 / 0.80% / 10.02% |
75.30% / $114.25 |
$1.75 / $2.50 / $0.75 / 7 |
99 / 100.00% / 34 |
5 |
Legs |
Vertical |
Bullish |
$120.85 (-1.08%) / 1.37M |
|
Earnings: 10/13 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
116.00 |
29.76% |
$2.50 / 7 |
$2.65 / 421 |
2 / 3 |
36.198493% |
-0.336424 |
-0.098147 |
0.023258 |
0.124628 |
-0.035446 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
105.00 |
7.25% |
$0.65 / 43 |
$0.75 / 110 |
0 / 260 |
41.964298% |
-0.116241 |
-0.052734 |
0.012481 |
0.066881 |
-0.011964 |
|
237 |
Legs |
10/20(25) |
PUT |
115.00 / 105.00 |
$145 / $855 / 0.17 |
73.19% / $2.55 / 0.30% / 3.64% |
77.17% / $113.55 |
$1.45 / $2.20 / $0.75 / 110 |
|
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 |
115.00 |
26.81% |
$2.20 / 216 |
$2.35 / 266 |
10 / 834 |
36.442700% |
-0.312327 |
-0.095227 |
0.022562 |
0.120898 |
-0.032826 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
105.00 |
7.25% |
$0.65 / 43 |
$0.75 / 110 |
0 / 260 |
41.964298% |
-0.116241 |
-0.052734 |
0.012481 |
0.066881 |
-0.011964 |
|
311 |
Legs |
10/20(25) |
PUT |
115.00 / 100.00 |
$175 / $1,325 / 0.13 |
73.19% / $48.32 / 3.65% / 53.70% |
77.94% / $113.25 |
$1.75 / $2.20 / $0.45 / 216 |
|
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 |
115.00 |
26.81% |
$2.20 / 216 |
$2.35 / 266 |
10 / 834 |
36.442700% |
-0.312327 |
-0.095227 |
0.022562 |
0.120898 |
-0.032826 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
100.00 |
3.18% |
$0.35 / 272 |
$0.45 / 334 |
4 / 245 |
45.557508% |
-0.057954 |
-0.031271 |
0.007400 |
0.039652 |
-0.005917 |
|
355 |
Legs |
11/17(53) |
PUT |
115.00 / 95.00 |
$275 / $1,725 / 0.16 |
68.03% / $20.23 / 1.17% / 7.42% |
73.79% / $112.25 |
$2.75 / $3.30 / $0.55 / 60 |
|
Underlying |
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 |
115.00 |
31.97% |
$3.30 / 376 |
$3.50 / 409 |
40 / 1,277 |
32.922367% |
-0.345794 |
-0.070315 |
0.016723 |
0.176132 |
-0.074409 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
95.00 |
5.28% |
$0.50 / 13 |
$0.55 / 60 |
0 / 1,528 |
41.741134% |
-0.073402 |
-0.026740 |
0.006334 |
0.066710 |
-0.015131 |
|
441 |
Legs |
11/17(53) |
PUT |
115.00 / 90.00 |
$285 / $2,215 / 0.13 |
68.03% / $65.34 / 2.95% / 19.54% |
73.98% / $112.15 |
$2.85 / $3.30 / $0.45 / 376 |
|
Underlying |
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 |
115.00 |
31.97% |
$3.30 / 376 |
$3.50 / 409 |
40 / 1,277 |
32.922367% |
-0.345794 |
-0.070315 |
0.016723 |
0.176132 |
-0.074409 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
3.00% |
$0.25 / 365 |
$0.45 / 452 |
0 / 1,236 |
45.068128% |
-0.040088 |
-0.016590 |
0.003928 |
0.041373 |
-0.008197 |
|
446 |
Legs |
10/20(25) |
PUT |
114.00 / 100.00 |
$150 / $1,250 / 0.12 |
75.97% / $40.05 / 3.20% / 46.01% |
79.80% / $112.50 |
$1.50 / $1.95 / $0.45 / 105 |
|
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 |
114.00 |
24.03% |
$1.95 / 105 |
$2.10 / 78 |
61 / 37 |
36.897084% |
-0.288803 |
-0.091946 |
0.021781 |
0.116715 |
-0.030280 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
100.00 |
3.18% |
$0.35 / 272 |
$0.45 / 334 |
4 / 245 |
45.557508% |
-0.057954 |
-0.031271 |
0.007400 |
0.039652 |
-0.005917 |
|
|
159 |
|
10/27(32) |
PUT |
70.00 / 60.00 |
$130 / $870 / 0.15 |
71.77% / $6.78 / 0.78% / 7.82% |
76.25% / $68.70 |
$1.30 / $1.75 / $0.45 / 42 |
99 / 100.00% / 51 |
5 |
Legs |
Vertical |
Bullish |
$73.94 (+0.05%) / 1.6M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
70.00 |
28.23% |
$1.75 / 56 |
$1.90 / 8 |
62 / 96 |
41.226634% |
-0.320605 |
-0.059852 |
0.028371 |
0.083573 |
-0.026372 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
60.00 |
5.63% |
$0.35 / 34 |
$0.45 / 42 |
0 / 20 |
50.505633% |
-0.084535 |
-0.026426 |
0.012288 |
0.036197 |
-0.006719 |
|
247 |
Legs |
10/27(32) |
PUT |
69.00 / 60.00 |
$105 / $795 / 0.13 |
75.26% / $2.42 / 0.30% / 2.99% |
78.62% / $67.95 |
$1.05 / $1.50 / $0.45 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
69.00 |
24.74% |
$1.50 / 12 |
$1.65 / 77 |
1 / 8 |
42.012313% |
-0.290864 |
-0.057481 |
0.027174 |
0.080047 |
-0.023829 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
60.00 |
5.63% |
$0.35 / 34 |
$0.45 / 42 |
0 / 20 |
50.505633% |
-0.084535 |
-0.026426 |
0.012288 |
0.036197 |
-0.006719 |
|
273 |
Legs |
11/17(53) |
PUT |
70.00 / 55.00 |
$205 / $1,295 / 0.16 |
69.11% / $27.41 / 2.12% / 13.73% |
74.89% / $67.95 |
$2.05 / $2.45 / $0.40 / 14 |
|
Underlying |
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 |
30.89% |
$2.45 / 14 |
$2.55 / 228 |
27 / 399 |
40.041869% |
-0.337138 |
-0.047731 |
0.023001 |
0.107278 |
-0.045421 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
4.77% |
$0.30 / 216 |
$0.40 / 421 |
0 / 200 |
51.116818% |
-0.060510 |
-0.016169 |
0.007556 |
0.035242 |
-0.007733 |
|
412 |
Legs |
11/17(53) |
CALL |
80.00 / 95.00 |
$205 / $1,295 / 0.16 |
69.91% / $30.85 / 2.38% / 15.55% |
75.54% / $82.05 |
$2.05 / $2.30 / $0.25 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
80.00 |
30.09% |
$2.30 / 8 |
$2.35 / 50 |
14 / 128 |
36.286307% |
0.417454 |
-0.056906 |
0.024580 |
0.114642 |
0.041820 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
95.00 |
4.71% |
$0.15 / 280 |
$0.25 / 465 |
0 / 5 |
34.899427% |
0.155378 |
-0.034233 |
0.015037 |
0.070131 |
0.016216 |
|
436 |
Legs |
11/17(53) |
CALL |
82.50 / 95.00 |
$135 / $1,115 / 0.12 |
76.68% / $11.94 / 1.07% / 6.76% |
79.87% / $83.85 |
$1.35 / $1.60 / $0.25 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
82.50 |
23.32% |
$1.60 / 4 |
$1.65 / 79 |
4 / 112 |
35.786154% |
0.362210 |
-0.054441 |
0.023610 |
0.110116 |
0.036609 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
95.00 |
4.71% |
$0.15 / 280 |
$0.25 / 465 |
0 / 5 |
34.899427% |
0.155378 |
-0.034233 |
0.015037 |
0.070131 |
0.016216 |
|
578 |
Legs |
11/17(53) |
PUT |
67.50 / 55.00 |
$135 / $1,115 / 0.12 |
76.06% / $9.63 / 0.86% / 5.42% |
79.35% / $66.15 |
$1.35 / $1.75 / $0.40 / 217 |
|
Underlying |
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 |
67.50 |
23.94% |
$1.75 / 217 |
$1.85 / 108 |
12 / 13 |
41.120465% |
-0.277366 |
-0.044118 |
0.021106 |
0.098438 |
-0.036981 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
4.77% |
$0.30 / 216 |
$0.40 / 421 |
0 / 200 |
51.116818% |
-0.060510 |
-0.016169 |
0.007556 |
0.035242 |
-0.007733 |
|
|
165 |
|
10/27(32) |
CALL |
47.00 / 53.00 |
$70 / $530 / 0.13 |
74.44% / $1.27 / 0.24% / 2.35% |
78.00% / $47.70 |
$0.70 / $0.84 / $0.14 / 11 |
99 / 100.00% / 32 |
5 |
Legs |
Vertical |
Bearish |
$43.09 (-1.37%) / 5.1M |
|
Earnings: 10/17 |
|
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 |
47.00 |
25.56% |
$0.84 / 11 |
$0.89 / 18 |
112 / 76 |
38.141142% |
0.373762 |
-0.043745 |
0.047500 |
0.051583 |
0.014144 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
53.00 |
5.55% |
$0.12 / 193 |
$0.14 / 58 |
5 / 21 |
38.586349% |
0.164743 |
-0.028278 |
0.031096 |
0.033769 |
0.006412 |
|
181 |
Legs |
10/20(25) |
PUT |
41.00 / 36.00 |
$77 / $423 / 0.18 |
70.91% / $1.87 / 0.44% / 5.42% |
75.68% / $40.23 |
$0.77 / $1.00 / $0.23 / 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 |
41.00 |
29.09% |
$1.00 / 231 |
$1.03 / 448 |
7 / 853 |
43.009390% |
-0.328705 |
-0.042631 |
0.050517 |
0.044192 |
-0.012670 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
36.00 |
7.30% |
$0.21 / 1,129 |
$0.23 / 774 |
2 / 54 |
49.588113% |
-0.109097 |
-0.022427 |
0.026116 |
0.022846 |
-0.004080 |
|
330 |
Legs |
10/20(25) |
PUT |
40.50 / 35.00 |
$69 / $481 / 0.14 |
74.06% / $6.90 / 1.43% / 18.63% |
78.06% / $39.81 |
$0.69 / $0.86 / $0.17 / 679 |
|
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 |
40.50 |
25.94% |
$0.86 / 679 |
$0.89 / 669 |
90 / 8 |
43.422438% |
-0.302291 |
-0.041231 |
0.048744 |
0.042641 |
-0.011611 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
35.00 |
5.22% |
$0.16 / 215 |
$0.17 / 1,115 |
36 / 334 |
51.596754% |
-0.080457 |
-0.017955 |
0.020860 |
0.018248 |
-0.002994 |
|
354 |
Legs |
10/27(32) |
PUT |
40.00 / 30.00 |
$76 / $924 / 0.08 |
75.23% / $31.54 / 3.41% / 38.45% |
79.03% / $39.24 |
$0.76 / $0.85 / $0.09 / 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) |
PUT |
40.00 |
24.77% |
$0.85 / 441 |
$0.90 / 10 |
4 / 113 |
42.601234% |
-0.289470 |
-0.036116 |
0.042887 |
0.046573 |
-0.013955 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
30.00 |
1.41% |
$0.04 / 766 |
$0.09 / 1,224 |
0 / 11 |
60.747110% |
-0.017041 |
-0.004580 |
0.005297 |
0.005753 |
-0.000780 |
|
458 |
Legs |
11/17(53) |
PUT |
40.00 / 30.00 |
$106 / $894 / 0.12 |
72.14% / $14.90 / 1.67% / 10.68% |
76.60% / $38.94 |
$1.06 / $1.20 / $0.14 / 208 |
|
Underlying |
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 |
40.00 |
27.86% |
$1.20 / 208 |
$1.22 / 360 |
16 / 25 |
40.652198% |
-0.310310 |
-0.029105 |
0.035173 |
0.060477 |
-0.024565 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
3.71% |
$0.12 / 590 |
$0.14 / 1,463 |
24 / 82 |
54.897217% |
-0.041101 |
-0.007509 |
0.008779 |
0.015095 |
-0.003068 |
|
491 |
Legs |
10/20(25) |
PUT |
40.00 / 35.00 |
$57 / $443 / 0.13 |
77.00% / $4.32 / 0.97% / 12.34% |
80.08% / $39.43 |
$0.57 / $0.74 / $0.17 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
40.00 |
23.00% |
$0.74 / 15 |
$0.76 / 140 |
27 / 1,410 |
43.825970% |
-0.276564 |
-0.039629 |
0.046748 |
0.040895 |
-0.010587 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
35.00 |
5.22% |
$0.16 / 215 |
$0.17 / 1,115 |
36 / 334 |
51.596754% |
-0.080457 |
-0.017955 |
0.020860 |
0.018248 |
-0.002994 |
|
|
182 |
|
10/20(25) |
CALL |
57.50 / 59.00 |
$51 / $99 / 0.52 |
64.17% / $0.27 / 0.27% / 3.32% |
67.29% / $58.01 |
$0.51 / $1.48 / $0.97 / 4 |
99 / 100.00% / 72 |
5 |
Legs |
Vertical |
Bearish |
$55.24 (-1.37%) / 7.02M |
|
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 |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
57.50 |
35.83% |
$1.48 / 4 |
$1.49 / 1 |
541 / 2,905 |
35.879336% |
0.442962 |
-0.058118 |
0.047431 |
0.061744 |
0.017538 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
59.00 |
27.09% |
$0.95 / 72 |
$0.97 / 6 |
178 / 574 |
34.764077% |
0.376270 |
-0.055726 |
0.045608 |
0.059370 |
0.015014 |
|
459 |
Legs |
11/17(53) |
PUT |
52.50 / 40.00 |
$149 / $1,101 / 0.14 |
67.97% / $23.53 / 2.14% / 13.86% |
73.83% / $51.01 |
$1.49 / $1.75 / $0.26 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
52.50 |
32.03% |
$1.75 / 48 |
$1.78 / 13 |
59 / 1,016 |
37.227149% |
-0.345843 |
-0.035789 |
0.031579 |
0.080800 |
-0.034757 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
3.72% |
$0.25 / 13 |
$0.26 / 63 |
6 / 453 |
54.133750% |
-0.045431 |
-0.009539 |
0.008189 |
0.020953 |
-0.004309 |
|
504 |
Legs |
11/17(53) |
PUT |
52.50 / 37.50 |
$156 / $1,344 / 0.12 |
67.97% / $48.45 / 3.60% / 24.29% |
74.09% / $50.94 |
$1.56 / $1.75 / $0.19 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
52.50 |
32.03% |
$1.75 / 48 |
$1.78 / 13 |
59 / 1,016 |
37.227149% |
-0.345843 |
-0.035789 |
0.031579 |
0.080800 |
-0.034757 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.50 |
2.17% |
$0.18 / 7 |
$0.19 / 23 |
78 / 53 |
58.767426% |
-0.022847 |
-0.005428 |
0.004646 |
0.011888 |
-0.002149 |
|
521 |
Legs |
10/20(25) |
CALL |
57.00 / 57.50 |
$20 / $30 / 0.67 |
61.00% / $0.69 / 2.31% / 31.51% |
62.28% / $57.20 |
$0.20 / $1.69 / $1.49 / 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 |
57.00 |
39.00% |
$1.69 / 3 |
$1.71 / 41 |
24 / 219 |
36.354476% |
0.466051 |
-0.058565 |
0.047744 |
0.062151 |
0.018400 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
57.50 |
35.83% |
$1.48 / 4 |
$1.49 / 1 |
541 / 2,905 |
35.879336% |
0.442962 |
-0.058118 |
0.047431 |
0.061744 |
0.017538 |
|
524 |
Legs |
10/20(25) |
CALL |
57.00 / 58.00 |
$38 / $62 / 0.61 |
61.00% / $0.02 / 0.03% / 0.35% |
63.42% / $57.38 |
$0.38 / $1.69 / $1.31 / 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 |
57.00 |
39.00% |
$1.69 / 3 |
$1.71 / 41 |
24 / 219 |
36.354476% |
0.466051 |
-0.058565 |
0.047744 |
0.062151 |
0.018400 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
58.00 |
32.77% |
$1.28 / 69 |
$1.31 / 47 |
51 / 489 |
35.537533% |
0.420260 |
-0.057489 |
0.046965 |
0.061137 |
0.016685 |
|
667 |
Legs |
10/27(32) |
PUT |
50.00 / 40.00 |
$56 / $944 / 0.06 |
81.59% / $20.81 / 2.20% / 23.53% |
83.60% / $49.44 |
$0.56 / $0.70 / $0.14 / 46 |
|
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 |
50.00 |
18.41% |
$0.70 / 51 |
$0.75 / 44 |
31 / 116 |
40.397200% |
-0.232312 |
-0.038098 |
0.032934 |
0.053220 |
-0.014074 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
40.00 |
1.38% |
$0.07 / 76 |
$0.14 / 46 |
2 / 122 |
57.028746% |
-0.019302 |
-0.005953 |
0.005070 |
0.008192 |
-0.001126 |
|
|
194 |
|
10/27(32) |
CALL |
43.00 / 47.00 |
$69 / $331 / 0.21 |
66.87% / $0.32 / 0.10% / 0.95% |
72.91% / $43.69 |
$0.69 / $0.79 / $0.10 / 423 |
99 / 100.00% / 99 |
5 |
Legs |
Vertical |
Bearish |
$41.30 (-2.41%) / 16.78M |
|
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) |
10/27/2023 (W) |
CALL |
43.00 |
33.13% |
$0.79 / 541 |
$0.82 / 6 |
16 / 170 |
27.081565% |
0.416711 |
-0.029831 |
0.071610 |
0.050653 |
0.015522 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
47.00 |
7.95% |
$0.08 / 443 |
$0.10 / 423 |
1 / 53 |
25.403607% |
0.187499 |
-0.020516 |
0.049456 |
0.034983 |
0.007143 |
|
221 |
Legs |
10/20(25) |
CALL |
42.50 / 43.00 |
$18 / $32 / 0.56 |
63.21% / $0.07 / 0.22% / 2.64% |
65.13% / $42.68 |
$0.18 / $0.87 / $0.69 / 19 |
|
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 |
42.50 |
36.79% |
$0.87 / 445 |
$0.89 / 420 |
211 / 21,060 |
28.109806% |
0.440199 |
-0.033593 |
0.080679 |
0.045972 |
0.013302 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
43.00 |
31.56% |
$0.68 / 325 |
$0.69 / 19 |
231 / 529 |
27.490092% |
0.401449 |
-0.032915 |
0.079113 |
0.045079 |
0.012175 |
|
222 |
Legs |
11/03(39) |
PUT |
40.00 / 34.00 |
$80 / $520 / 0.15 |
65.77% / $10.05 / 1.93% / 16.84% |
72.27% / $39.20 |
$0.80 / $0.96 / $0.16 / 206 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
40.00 |
34.23% |
$0.96 / 283 |
$1.02 / 7 |
0 / 1 |
29.535898% |
-0.369849 |
-0.025243 |
0.063385 |
0.053553 |
-0.019993 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
34.00 |
4.32% |
$0.13 / 272 |
$0.16 / 206 |
135 / 6 |
38.796280% |
-0.071592 |
-0.009294 |
0.022975 |
0.019411 |
-0.003731 |
|
228 |
Legs |
10/27(32) |
CALL |
44.00 / 48.00 |
$42 / $358 / 0.12 |
75.41% / $0.19 / 0.05% / 0.53% |
78.56% / $44.42 |
$0.42 / $0.48 / $0.06 / 381 |
|
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 |
44.00 |
24.59% |
$0.48 / 381 |
$0.51 / 13 |
26 / 2,803 |
26.259306% |
0.350057 |
-0.028293 |
0.068008 |
0.048105 |
0.013127 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
48.00 |
5.07% |
$0.05 / 489 |
$0.06 / 695 |
3 / 20 |
26.045535% |
0.147445 |
-0.017559 |
0.042359 |
0.029963 |
0.005640 |
|
277 |
Legs |
10/13(18) |
CALL |
43.00 / 46.00 |
$47 / $253 / 0.19 |
70.70% / $3.36 / 1.33% / 23.08% |
75.72% / $43.47 |
$0.47 / $0.56 / $0.09 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
43.00 |
29.30% |
$0.56 / 13 |
$0.58 / 639 |
64 / 475 |
28.546565% |
0.380456 |
-0.037182 |
0.089515 |
0.038695 |
0.008860 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
46.00 |
6.79% |
$0.08 / 276 |
$0.09 / 1,206 |
14 / 337 |
27.890210% |
0.168211 |
-0.024467 |
0.059107 |
0.025550 |
0.003982 |
|
281 |
Legs |
10/27(32) |
PUT |
40.00 / 35.00 |
$64 / $436 / 0.15 |
66.74% / $1.98 / 0.45% / 4.48% |
72.39% / $39.36 |
$0.64 / $0.78 / $0.14 / 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) |
PUT |
40.00 |
33.26% |
$0.78 / 513 |
$0.81 / 6 |
7 / 44 |
27.991806% |
-0.364136 |
-0.027558 |
0.068948 |
0.048771 |
-0.016323 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
35.00 |
5.07% |
$0.12 / 155 |
$0.14 / 400 |
6 / 3 |
36.451654% |
-0.086292 |
-0.011712 |
0.028929 |
0.020463 |
-0.003751 |
|
|
215 |
|
10/27(32) |
CALL |
180.00 / 190.00 |
$189 / $811 / 0.23 |
64.76% / $1.80 / 0.22% / 2.18% |
71.61% / $181.89 |
$1.89 / $2.14 / $0.25 / 320 |
99 / 100.00% / 39 |
5 |
Legs |
Vertical |
Bearish |
$175.30 (-0.05%) / 4.54M |
|
Earnings: 10/11 |
|
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 |
180.00 |
35.24% |
$2.14 / 320 |
$2.26 / 241 |
31 / 198 |
16.240286% |
0.416937 |
-0.077339 |
0.028350 |
0.215593 |
0.068563 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
190.00 |
8.47% |
$0.17 / 412 |
$0.25 / 518 |
15 / 846 |
14.723254% |
0.183387 |
-0.051988 |
0.019306 |
0.146820 |
0.030577 |
|
284 |
Legs |
10/20(25) |
PUT |
172.50 / 162.50 |
$128 / $872 / 0.15 |
68.77% / $1.71 / 0.20% / 2.38% |
73.72% / $171.22 |
$1.28 / $1.65 / $0.37 / 47 |
|
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 |
172.50 |
31.23% |
$1.65 / 47 |
$1.69 / 30 |
53 / 572 |
16.999263% |
-0.356812 |
-0.075749 |
0.030207 |
0.185051 |
-0.052442 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
162.50 |
5.49% |
$0.33 / 248 |
$0.37 / 154 |
6 / 122 |
20.846204% |
-0.111225 |
-0.039234 |
0.015363 |
0.094117 |
-0.016122 |
|
331 |
Legs |
10/20(25) |
PUT |
172.50 / 160.00 |
$138 / $1,112 / 0.12 |
68.77% / $28.88 / 2.60% / 36.02% |
74.09% / $171.12 |
$1.38 / $1.65 / $0.27 / 47 |
|
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 |
172.50 |
31.23% |
$1.65 / 47 |
$1.69 / 30 |
53 / 572 |
16.999263% |
-0.356812 |
-0.075749 |
0.030207 |
0.185051 |
-0.052442 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
160.00 |
3.09% |
$0.23 / 412 |
$0.27 / 609 |
20 / 3,741 |
22.086744% |
-0.074709 |
-0.029298 |
0.011441 |
0.070091 |
-0.010801 |
|
339 |
Legs |
10/20(25) |
CALL |
180.00 / 190.00 |
$164 / $836 / 0.20 |
66.43% / $13.88 / 1.66% / 21.84% |
72.92% / $181.64 |
$1.64 / $1.80 / $0.16 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
180.00 |
33.57% |
$1.80 / 37 |
$1.84 / 92 |
43 / 6,623 |
16.189251% |
0.402853 |
-0.085133 |
0.031342 |
0.192003 |
0.053709 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
190.00 |
6.24% |
$0.15 / 31 |
$0.16 / 8 |
35 / 3,606 |
15.488659% |
0.154302 |
-0.051653 |
0.019255 |
0.117960 |
0.020847 |
|
448 |
Legs |
11/17(53) |
PUT |
170.00 / 155.00 |
$153 / $1,347 / 0.11 |
72.10% / $8.93 / 0.66% / 4.14% |
76.03% / $168.47 |
$1.53 / $1.95 / $0.42 / 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) |
PUT |
170.00 |
27.90% |
$1.95 / 3 |
$1.97 / 61 |
187 / 10,807 |
16.994824% |
-0.326020 |
-0.051245 |
0.020795 |
0.250394 |
-0.095838 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
155.00 |
4.12% |
$0.38 / 125 |
$0.42 / 383 |
0 / 43 |
22.039673% |
-0.082050 |
-0.022170 |
0.008757 |
0.105446 |
-0.023638 |
|
502 |
Legs |
10/20(25) |
CALL |
180.00 / 192.50 |
$170 / $1,080 / 0.16 |
66.43% / $38.34 / 3.55% / 51.99% |
73.14% / $181.70 |
$1.70 / $1.80 / $0.10 / 37 |
|
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 |
180.00 |
33.57% |
$1.80 / 37 |
$1.84 / 92 |
43 / 6,623 |
16.189251% |
0.402853 |
-0.085133 |
0.031342 |
0.192003 |
0.053709 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
192.50 |
3.57% |
$0.09 / 8 |
$0.10 / 120 |
8 / 61 |
16.173646% |
0.114115 |
-0.041893 |
0.015647 |
0.095856 |
0.015454 |
|
|
236 |
|
10/27(32) |
CALL |
220.00 / 240.00 |
$185 / $1,815 / 0.10 |
73.47% / $20.21 / 1.11% / 11.33% |
77.09% / $221.85 |
$1.85 / $2.20 / $0.35 / 30 |
99 / 100.00% / 51 |
5 |
Legs |
Vertical |
Bearish |
$209.24 (-1.02%) / 2.42M |
|
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 |
220.00 |
26.53% |
$2.20 / 30 |
$2.45 / 49 |
0 / 4 |
21.649076% |
0.358628 |
-0.117882 |
0.016941 |
0.246332 |
0.069366 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
240.00 |
3.45% |
$0.05 / 103 |
$0.35 / 183 |
0 / 4 |
22.433897% |
0.116612 |
-0.061201 |
0.008896 |
0.129356 |
0.022997 |
|
267 |
Legs |
10/27(32) |
CALL |
220.00 / 245.00 |
$195 / $2,305 / 0.09 |
73.47% / $63.22 / 2.74% / 29.99% |
77.27% / $221.95 |
$1.95 / $2.20 / $0.25 / 30 |
|
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 |
220.00 |
26.53% |
$2.20 / 30 |
$2.45 / 49 |
0 / 4 |
21.649076% |
0.358628 |
-0.117882 |
0.016941 |
0.246332 |
0.069366 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
245.00 |
1.78% |
0 / 0 |
$0.25 / 92 |
0 / 1 |
26.293643% |
0.082439 |
-0.047400 |
0.006902 |
0.100359 |
0.016313 |
|
341 |
Legs |
10/27(32) |
PUT |
205.00 / 185.00 |
$265 / $1,735 / 0.15 |
65.70% / $5.45 / 0.31% / 3.09% |
71.62% / $202.35 |
$2.65 / $3.40 / $0.75 / 16 |
|
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 |
205.00 |
34.30% |
$3.40 / 16 |
$3.70 / 46 |
0 / 6 |
23.054129% |
-0.375694 |
-0.110451 |
0.017202 |
0.250130 |
-0.083924 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
185.00 |
5.27% |
$0.60 / 30 |
$0.75 / 93 |
0 / 3 |
29.676750% |
-0.097488 |
-0.051315 |
0.007818 |
0.113677 |
-0.021260 |
|
395 |
Legs |
10/27(32) |
PUT |
200.00 / 180.00 |
$160 / $1,840 / 0.09 |
76.38% / $25.80 / 1.40% / 14.45% |
79.32% / $198.40 |
$1.60 / $2.15 / $0.55 / 30 |
|
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 |
200.00 |
23.62% |
$2.15 / 30 |
$2.40 / 61 |
2 / 17 |
24.252400% |
-0.290388 |
-0.100508 |
0.015535 |
0.225889 |
-0.064407 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
180.00 |
2.82% |
$0.40 / 22 |
$0.55 / 126 |
0 / 2 |
31.828947% |
-0.059679 |
-0.035450 |
0.005384 |
0.078291 |
-0.012957 |
|
397 |
Legs |
10/27(32) |
PUT |
205.00 / 180.00 |
$285 / $2,215 / 0.13 |
65.70% / $64.82 / 2.93% / 32.25% |
72.05% / $202.15 |
$2.85 / $3.40 / $0.55 / 16 |
|
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 |
205.00 |
34.30% |
$3.40 / 16 |
$3.70 / 46 |
0 / 6 |
23.054129% |
-0.375694 |
-0.110451 |
0.017202 |
0.250130 |
-0.083924 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
180.00 |
2.82% |
$0.40 / 22 |
$0.55 / 126 |
0 / 2 |
31.828947% |
-0.059679 |
-0.035450 |
0.005384 |
0.078291 |
-0.012957 |
|
410 |
Legs |
10/20(25) |
CALL |
220.00 / 235.00 |
$155 / $1,345 / 0.12 |
75.75% / $12.56 / 0.93% / 11.80% |
78.98% / $221.55 |
$1.55 / $1.85 / $0.30 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
220.00 |
24.25% |
$1.85 / 8 |
$1.95 / 81 |
6 / 1,348 |
22.064028% |
0.337822 |
-0.128043 |
0.018472 |
0.216367 |
0.053085 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
235.00 |
4.40% |
$0.15 / 332 |
$0.30 / 834 |
2 / 1,807 |
22.227151% |
0.131456 |
-0.074064 |
0.010780 |
0.126269 |
0.020964 |
|
|
242 |
|
10/20(25) |
PUT |
79.00 / 74.00 |
$80 / $420 / 0.19 |
67.37% / $8.38 / 1.99% / 26.75% |
73.64% / $78.20 |
$0.80 / $1.10 / $0.30 / 20 |
99 / 100.00% / 4 |
5 |
Legs |
Vertical |
Bullish |
$80.19 (-0.61%) / 8.7M |
|
|
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
79.00 |
32.63% |
$1.10 / 125 |
$1.18 / 92 |
58 / 171 |
21.614993% |
-0.366515 |
-0.038387 |
0.061071 |
0.085516 |
-0.024794 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
74.00 |
5.94% |
$0.25 / 24 |
$0.30 / 20 |
0 / 6 |
25.185282% |
-0.115464 |
-0.020190 |
0.031612 |
0.044265 |
-0.007691 |
|
276 |
Legs |
10/20(25) |
PUT |
79.00 / 73.00 |
$87 / $513 / 0.17 |
67.37% / $21.04 / 4.10% / 61.97% |
74.15% / $78.13 |
$0.87 / $1.10 / $0.23 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
79.00 |
32.63% |
$1.10 / 125 |
$1.18 / 92 |
58 / 171 |
21.614993% |
-0.366515 |
-0.038387 |
0.061071 |
0.085516 |
-0.024794 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
73.00 |
3.80% |
$0.20 / 10 |
$0.23 / 30 |
0 / 1 |
26.278173% |
-0.084356 |
-0.016080 |
0.025129 |
0.035188 |
-0.005606 |
|
289 |
Legs |
10/20(25) |
PUT |
78.00 / 74.00 |
$53 / $347 / 0.15 |
75.09% / $4.56 / 1.31% / 16.97% |
78.72% / $77.47 |
$0.53 / $0.83 / $0.30 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
78.00 |
24.91% |
$0.83 / 7 |
$0.88 / 30 |
3 / 936 |
22.103894% |
-0.305733 |
-0.035928 |
0.056909 |
0.079688 |
-0.020606 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
74.00 |
5.94% |
$0.25 / 24 |
$0.30 / 20 |
0 / 6 |
25.185282% |
-0.115464 |
-0.020190 |
0.031612 |
0.044265 |
-0.007691 |
|
328 |
Legs |
10/20(25) |
PUT |
78.00 / 73.00 |
$60 / $440 / 0.14 |
75.09% / $14.33 / 3.26% / 46.91% |
79.17% / $77.40 |
$0.60 / $0.83 / $0.23 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
78.00 |
24.91% |
$0.83 / 7 |
$0.88 / 30 |
3 / 936 |
22.103894% |
-0.305733 |
-0.035928 |
0.056909 |
0.079688 |
-0.020606 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
73.00 |
3.80% |
$0.20 / 10 |
$0.23 / 30 |
0 / 1 |
26.278173% |
-0.084356 |
-0.016080 |
0.025129 |
0.035188 |
-0.005606 |
|
391 |
Legs |
10/20(25) |
PUT |
78.00 / 72.00 |
$63 / $537 / 0.12 |
75.09% / $22.99 / 4.28% / 65.36% |
79.36% / $77.37 |
$0.63 / $0.83 / $0.20 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
78.00 |
24.91% |
$0.83 / 7 |
$0.88 / 30 |
3 / 936 |
22.103894% |
-0.305733 |
-0.035928 |
0.056909 |
0.079688 |
-0.020606 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
72.00 |
2.35% |
$0.12 / 368 |
$0.20 / 286 |
0 / 1 |
27.050980% |
-0.059710 |
-0.012355 |
0.019275 |
0.026991 |
-0.003959 |
|
457 |
Legs |
11/17(53) |
PUT |
77.00 / 70.00 |
$79 / $621 / 0.13 |
75.03% / $13.34 / 2.15% / 13.94% |
78.82% / $76.21 |
$0.79 / $1.12 / $0.33 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
77.00 |
24.97% |
$1.12 / 187 |
$1.21 / 17 |
2 / 27 |
21.910456% |
-0.300408 |
-0.024992 |
0.040225 |
0.110708 |
-0.040599 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
4.09% |
$0.29 / 44 |
$0.33 / 40 |
0 / 54 |
26.974559% |
-0.078741 |
-0.010788 |
0.017008 |
0.046809 |
-0.010428 |
|
|
245 |
|
10/20(25) |
PUT |
76.00 / 71.00 |
$65 / $435 / 0.15 |
69.14% / $4.78 / 1.10% / 14.00% |
74.28% / $75.35 |
$0.65 / $0.95 / $0.30 / 572 |
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) |
10/20/2023 (M) |
PUT |
76.00 |
30.86% |
$0.95 / 1,015 |
$1.05 / 12 |
13 / 122 |
21.236317% |
-0.352115 |
-0.037897 |
0.062117 |
0.081414 |
-0.022995 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
71.00 |
5.06% |
$0.20 / 546 |
$0.30 / 572 |
19 / 19 |
25.865589% |
-0.102318 |
-0.018292 |
0.029902 |
0.039191 |
-0.006578 |
|
271 |
Legs |
10/20(25) |
PUT |
76.00 / 70.00 |
$70 / $530 / 0.13 |
69.14% / $16.30 / 3.08% / 43.84% |
74.65% / $75.30 |
$0.70 / $0.95 / $0.25 / 1,015 |
|
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 |
76.00 |
30.86% |
$0.95 / 1,015 |
$1.05 / 12 |
13 / 122 |
21.236317% |
-0.352115 |
-0.037897 |
0.062117 |
0.081414 |
-0.022995 |
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 |
|
568 |
Legs |
10/20(25) |
PUT |
75.00 / 70.00 |
$45 / $455 / 0.10 |
76.83% / $8.26 / 1.82% / 24.10% |
79.88% / $74.55 |
$0.45 / $0.70 / $0.25 / 632 |
|
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 |
75.00 |
23.17% |
$0.70 / 632 |
$0.80 / 611 |
104 / 669 |
21.977991% |
-0.290300 |
-0.035005 |
0.057330 |
0.075140 |
-0.018888 |
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 |
|
801 |
Legs |
10/20(25) |
PUT |
77.00 / 71.00 |
$100 / $500 / 0.20 |
60.39% / $11.63 / 2.33% / 31.77% |
69.14% / $76.00 |
$1.00 / $1.30 / $0.30 / 77 |
|
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 |
77.00 |
39.61% |
$1.30 / 77 |
$1.40 / 134 |
26 / 359 |
20.863589% |
-0.417201 |
-0.039787 |
0.065282 |
0.085563 |
-0.027357 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
71.00 |
5.06% |
$0.20 / 546 |
$0.30 / 572 |
19 / 19 |
25.865589% |
-0.102318 |
-0.018292 |
0.029902 |
0.039191 |
-0.006578 |
|
837 |
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 |
|
927 |
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 |
|
|
251 |
|
10/20(25) |
PUT |
65.00 / 55.00 |
$120 / $880 / 0.14 |
69.61% / $26.02 / 2.96% / 41.85% |
75.16% / $63.80 |
$1.20 / $1.50 / $0.30 / 217 |
99 / 100.00% / 29 |
5 |
Legs |
Vertical |
Bullish |
$67.85 (-1.41%) / 1.12M |
|
Earnings: 10/17 / Ex-Div: 09/29 ($0.69) |
|
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 |
65.00 |
30.39% |
$1.50 / 217 |
$1.65 / 437 |
1 / 823 |
39.134922% |
-0.340024 |
-0.061175 |
0.037254 |
0.070305 |
-0.020340 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
55.00 |
3.43% |
$0.10 / 115 |
$0.30 / 475 |
0 / 49 |
48.374383% |
-0.058020 |
-0.019521 |
0.011811 |
0.022290 |
-0.003349 |
|
315 |
Legs |
10/20(25) |
PUT |
65.00 / 50.00 |
$135 / $1,365 / 0.10 |
69.61% / $72.09 / 5.28% / 85.44% |
75.80% / $63.65 |
$1.35 / $1.50 / $0.15 / 136 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
65.00 |
30.39% |
$1.50 / 217 |
$1.65 / 437 |
1 / 823 |
39.134922% |
-0.340024 |
-0.061175 |
0.037254 |
0.070305 |
-0.020340 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
50.00 |
0.78% |
0 / 0 |
$0.15 / 136 |
0 / 18 |
61.892442% |
-0.012762 |
-0.005552 |
0.003354 |
0.006330 |
-0.000728 |
|
369 |
Legs |
10/20(25) |
PUT |
65.00 / 47.50 |
$135 / $1,615 / 0.08 |
69.61% / $82.46 / 5.11% / 81.78% |
75.80% / $63.65 |
$1.35 / $1.50 / $0.15 / 146 |
|
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 |
65.00 |
30.39% |
$1.50 / 217 |
$1.65 / 437 |
1 / 823 |
39.134922% |
-0.340024 |
-0.061175 |
0.037254 |
0.070305 |
-0.020340 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
47.50 |
0.35% |
0 / 0 |
$0.15 / 146 |
0 / 21 |
70.471674% |
-0.004805 |
-0.002353 |
0.001421 |
0.002682 |
-0.000273 |
|
586 |
Legs |
11/17(53) |
PUT |
62.50 / 50.00 |
$120 / $1,130 / 0.11 |
74.11% / $7.60 / 0.67% / 4.20% |
77.66% / $61.30 |
$1.20 / $1.35 / $0.15 / 111 |
|
Underlying |
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 |
62.50 |
25.89% |
$1.35 / 111 |
$1.45 / 218 |
1 / 1,780 |
34.990741% |
-0.293306 |
-0.040688 |
0.024921 |
0.092441 |
-0.035677 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
50.00 |
3.97% |
0 / 0 |
$0.15 / 117 |
0 / 1,334 |
44.297191% |
-0.049754 |
-0.012287 |
0.007455 |
0.027653 |
-0.005782 |
|
598 |
Legs |
10/20(25) |
CALL |
72.50 / 85.00 |
$75 / $1,175 / 0.06 |
74.37% / $26.98 / 2.30% / 31.32% |
77.56% / $73.25 |
$0.75 / $0.85 / $0.10 / 31 |
|
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 |
72.50 |
25.63% |
$0.85 / 31 |
$0.90 / 63 |
196 / 820 |
30.730422% |
0.362394 |
-0.063511 |
0.038118 |
0.071936 |
0.017850 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
85.00 |
1.25% |
0 / 0 |
$0.10 / 106 |
0 / 28 |
41.168524% |
0.072733 |
-0.023441 |
0.014075 |
0.026562 |
0.003702 |
|
639 |
Legs |
11/17(53) |
PUT |
62.50 / 47.50 |
$120 / $1,380 / 0.09 |
74.11% / $22.98 / 1.66% / 10.67% |
77.66% / $61.30 |
$1.20 / $1.35 / $0.15 / 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) |
PUT |
62.50 |
25.89% |
$1.35 / 111 |
$1.45 / 218 |
1 / 1,780 |
34.990741% |
-0.293306 |
-0.040688 |
0.024921 |
0.092441 |
-0.035677 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
47.50 |
2.52% |
0 / 0 |
$0.15 / 108 |
0 / 30 |
50.416664% |
-0.028643 |
-0.007841 |
0.004752 |
0.017628 |
-0.003306 |
|
|
252 |
|
11/17(53) |
PUT |
140.00 / 125.00 |
$205 / $1,295 / 0.16 |
70.36% / $3.28 / 0.25% / 1.57% |
75.10% / $137.95 |
$2.05 / $2.70 / $0.65 / 44 |
99 / 100.00% / 48 |
5 |
Legs |
Vertical |
Bullish |
$145.73 (-0.96%) / 7.07M |
|
Earnings: 10/13 / Ex-Div: 10/05 ($1.05) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
140.00 |
29.64% |
$2.70 / 44 |
$2.74 / 27 |
87 / 5,057 |
24.492949% |
-0.335054 |
-0.059277 |
0.018613 |
0.210209 |
-0.083887 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
125.00 |
6.19% |
$0.64 / 5 |
$0.65 / 220 |
51 / 1,430 |
30.171098% |
-0.101283 |
-0.029459 |
0.009063 |
0.102353 |
-0.024707 |
|
310 |
Legs |
10/13(18) |
PUT |
141.00 / 135.00 |
$97 / $503 / 0.19 |
75.05% / $3.00 / 0.60% / 9.82% |
78.43% / $140.03 |
$0.97 / $1.68 / $0.71 / 125 |
|
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 |
141.00 |
24.95% |
$1.68 / 494 |
$1.74 / 344 |
7 / 119 |
27.634625% |
-0.305550 |
-0.094073 |
0.028876 |
0.125872 |
-0.028453 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
135.00 |
8.85% |
$0.67 / 495 |
$0.71 / 125 |
17 / 55 |
30.108841% |
-0.150808 |
-0.063276 |
0.019282 |
0.084050 |
-0.013900 |
|
316 |
Legs |
11/17(53) |
PUT |
140.00 / 120.00 |
$228 / $1,772 / 0.13 |
70.36% / $52.52 / 2.96% / 19.64% |
75.61% / $137.72 |
$2.28 / $2.70 / $0.42 / 44 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
140.00 |
29.64% |
$2.70 / 44 |
$2.74 / 27 |
87 / 5,057 |
24.492949% |
-0.335054 |
-0.059277 |
0.018613 |
0.210209 |
-0.083887 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
3.19% |
$0.41 / 87 |
$0.42 / 299 |
3 / 921 |
32.519170% |
-0.057047 |
-0.019123 |
0.005859 |
0.066174 |
-0.013824 |
|
322 |
Legs |
10/20(25) |
PUT |
140.00 / 130.00 |
$128 / $872 / 0.15 |
75.80% / $22.12 / 2.54% / 35.07% |
79.55% / $138.72 |
$1.28 / $1.76 / $0.48 / 95 |
|
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 |
140.00 |
24.20% |
$1.76 / 324 |
$1.79 / 271 |
718 / 10,900 |
26.833163% |
-0.296884 |
-0.080540 |
0.024820 |
0.142618 |
-0.036717 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
4.87% |
$0.47 / 99 |
$0.48 / 95 |
161 / 2,833 |
31.259922% |
-0.094795 |
-0.039741 |
0.012111 |
0.069591 |
-0.011537 |
|
362 |
Legs |
11/17(53) |
PUT |
140.00 / 115.00 |
$242 / $2,258 / 0.11 |
70.36% / $100.78 / 4.46% / 30.75% |
75.91% / $137.58 |
$2.42 / $2.70 / $0.28 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
140.00 |
29.64% |
$2.70 / 44 |
$2.74 / 27 |
87 / 5,057 |
24.492949% |
-0.335054 |
-0.059277 |
0.018613 |
0.210209 |
-0.083887 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
1.54% |
$0.27 / 354 |
$0.28 / 10 |
6 / 2,000 |
35.065129% |
-0.028787 |
-0.011020 |
0.003365 |
0.038008 |
-0.006936 |
|
409 |
Legs |
11/17(53) |
PUT |
140.00 / 110.00 |
$250 / $2,750 / 0.09 |
70.36% / $136.58 / 4.97% / 34.66% |
76.08% / $137.50 |
$2.50 / $2.70 / $0.20 / 44 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
140.00 |
29.64% |
$2.70 / 44 |
$2.74 / 27 |
87 / 5,057 |
24.492949% |
-0.335054 |
-0.059277 |
0.018613 |
0.210209 |
-0.083887 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
110.00 |
0.70% |
$0.19 / 209 |
$0.20 / 687 |
0 / 1,094 |
38.037241% |
-0.012807 |
-0.005554 |
0.001692 |
0.019105 |
-0.003070 |
|
|
275 |
|
10/27(32) |
CALL |
31.00 / 37.00 |
$65 / $535 / 0.12 |
71.98% / $0.84 / 0.16% / 1.53% |
76.09% / $31.65 |
$0.65 / $0.82 / $0.17 / 3 |
99 / 100.00% / 50 |
5 |
Legs |
Vertical |
Bearish |
$28.37 (+1.79%) / 5.1M |
|
Earnings: 10/18 |
|
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 |
31.00 |
28.02% |
$0.82 / 3 |
$0.93 / 13 |
3 / 86 |
49.423286% |
0.407585 |
-0.036709 |
0.058173 |
0.034680 |
0.009754 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
37.00 |
4.79% |
$0.11 / 51 |
$0.17 / 59 |
0 / 3 |
53.002052% |
0.161332 |
-0.022979 |
0.036680 |
0.021867 |
0.004026 |
|
411 |
Legs |
10/27(32) |
CALL |
32.00 / 38.00 |
$44 / $556 / 0.08 |
78.13% / $0.84 / 0.15% / 1.47% |
80.52% / $32.44 |
$0.44 / $0.57 / $0.13 / 52 |
|
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 |
32.00 |
21.87% |
$0.57 / 89 |
$0.66 / 71 |
3 / 285 |
48.723533% |
0.355971 |
-0.035185 |
0.055853 |
0.033296 |
0.008595 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
38.00 |
3.37% |
$0.07 / 209 |
$0.13 / 52 |
0 / 53 |
53.331287% |
0.135044 |
-0.020384 |
0.032563 |
0.019412 |
0.003386 |
|
638 |
Legs |
11/17(53) |
PUT |
25.00 / 17.50 |
$74 / $676 / 0.11 |
75.39% / $3.41 / 0.50% / 3.14% |
78.75% / $24.26 |
$0.74 / $0.81 / $0.07 / 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 |
25.00 |
24.61% |
$0.81 / 1 |
$0.83 / 319 |
14 / 4,950 |
51.776805% |
-0.271656 |
-0.023494 |
0.039496 |
0.037281 |
-0.014642 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
17.50 |
4.36% |
$0.02 / 578 |
$0.07 / 622 |
0 / 5,102 |
62.101644% |
-0.034546 |
-0.005521 |
0.009110 |
0.008599 |
-0.001736 |
|
701 |
Legs |
11/17(53) |
PUT |
25.00 / 15.00 |
$76 / $924 / 0.08 |
75.39% / $18.07 / 1.96% / 12.62% |
78.84% / $24.24 |
$0.76 / $0.81 / $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) |
PUT |
25.00 |
24.61% |
$0.81 / 1 |
$0.83 / 319 |
14 / 4,950 |
51.776805% |
-0.271656 |
-0.023494 |
0.039496 |
0.037281 |
-0.014642 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
2.23% |
0 / 0 |
$0.05 / 755 |
0 / 910 |
80.451172% |
-0.009618 |
-0.001867 |
0.003070 |
0.002898 |
-0.000474 |
|
754 |
Legs |
10/13(18) |
PUT |
27.00 / 21.00 |
$51 / $549 / 0.09 |
68.31% / $5.54 / 1.01% / 17.12% |
72.88% / $26.49 |
$0.51 / $0.55 / $0.04 / 113 |
|
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 |
27.00 |
31.69% |
$0.55 / 113 |
$0.60 / 122 |
1 / 508 |
43.830035% |
-0.346992 |
-0.042673 |
0.070815 |
0.025799 |
-0.006767 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
21.00 |
2.79% |
$0.01 / 187 |
$0.04 / 345 |
11 / 600 |
60.229660% |
-0.038675 |
-0.009821 |
0.016087 |
0.005861 |
-0.000716 |
|
834 |
Legs |
10/20(25) |
CALL |
33.00 / 37.00 |
$25 / $375 / 0.07 |
85.62% / $1.03 / 0.27% / 3.33% |
86.76% / $33.25 |
$0.25 / $0.34 / $0.09 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
33.00 |
14.38% |
$0.34 / 301 |
$0.36 / 109 |
11 / 321 |
50.422837% |
0.279069 |
-0.035231 |
0.056140 |
0.026960 |
0.005574 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
37.00 |
3.25% |
$0.07 / 935 |
$0.09 / 12 |
6 / 115 |
52.831007% |
0.129264 |
-0.022009 |
0.035206 |
0.016907 |
0.002643 |
|
|
298 |
|
11/17(53) |
PUT |
95.00 / 70.00 |
$325 / $2,175 / 0.15 |
70.93% / $51.89 / 2.39% / 15.58% |
76.25% / $91.75 |
$3.25 / $3.90 / $0.65 / 33 |
99 / 100.00% / 6 |
5 |
Legs |
Vertical |
Bullish |
$103.16 (-0.16%) / 170K |
|
Earnings: 11/07 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
29.07% |
$3.90 / 36 |
$4.30 / 41 |
0 / 23 |
49.568876% |
-0.318037 |
-0.076592 |
0.013702 |
0.145141 |
-0.060806 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
4.45% |
$0.50 / 16 |
$0.65 / 33 |
0 / 52 |
64.734367% |
-0.046370 |
-0.021509 |
0.003730 |
0.039511 |
-0.008314 |
|
367 |
Legs |
11/17(53) |
CALL |
115.00 / 135.00 |
$240 / $1,760 / 0.14 |
74.92% / $7.16 / 0.41% / 2.52% |
78.49% / $117.40 |
$2.40 / $3.00 / $0.60 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
115.00 |
25.08% |
$3.00 / 34 |
$3.30 / 30 |
2 / 82 |
43.475308% |
0.388775 |
-0.091757 |
0.014725 |
0.155984 |
0.052819 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
135.00 |
5.72% |
$0.40 / 31 |
$0.60 / 30 |
0 / 43 |
42.575391% |
0.179639 |
-0.061870 |
0.010067 |
0.106640 |
0.025347 |
|
643 |
Legs |
10/20(25) |
CALL |
110.00 / 130.00 |
$150 / $1,850 / 0.08 |
71.21% / $4.58 / 0.25% / 3.01% |
74.77% / $111.50 |
$1.50 / $2.15 / $0.65 / 32 |
|
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 |
110.00 |
28.79% |
$2.15 / 32 |
$2.40 / 8 |
0 / 2 |
40.903769% |
0.398975 |
-0.128134 |
0.020792 |
0.112058 |
0.028850 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
130.00 |
2.94% |
0 / 0 |
$0.65 / 40 |
0 / 8 |
57.219788% |
0.118526 |
-0.064884 |
0.010680 |
0.057556 |
0.008901 |
|
644 |
Legs |
10/20(25) |
PUT |
95.00 / 75.00 |
$145 / $1,855 / 0.08 |
75.36% / $30.30 / 1.63% / 21.46% |
78.50% / $93.55 |
$1.45 / $1.95 / $0.50 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
95.00 |
24.64% |
$1.95 / 22 |
$2.15 / 30 |
0 / 56 |
46.761628% |
-0.288772 |
-0.105197 |
0.018398 |
0.099154 |
-0.026564 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
75.00 |
2.24% |
0 / 0 |
$0.50 / 35 |
0 / 4 |
74.359620% |
-0.030891 |
-0.021892 |
0.003754 |
0.020234 |
-0.002716 |
|
659 |
Legs |
10/20(25) |
CALL |
110.00 / 135.00 |
$170 / $2,330 / 0.07 |
71.21% / $55.63 / 2.39% / 32.73% |
75.23% / $111.70 |
$1.70 / $2.15 / $0.45 / 31 |
|
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 |
110.00 |
28.79% |
$2.15 / 32 |
$2.40 / 8 |
0 / 2 |
40.903769% |
0.398975 |
-0.128134 |
0.020792 |
0.112058 |
0.028850 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
135.00 |
1.42% |
0 / 0 |
$0.45 / 31 |
0 / 14 |
59.055066% |
0.082011 |
-0.049468 |
0.008158 |
0.043966 |
0.006196 |
|
699 |
Legs |
11/17(53) |
PUT |
90.00 / 70.00 |
$205 / $1,795 / 0.11 |
78.83% / $23.55 / 1.31% / 8.33% |
81.58% / $87.95 |
$2.05 / $2.70 / $0.65 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
90.00 |
21.17% |
$2.70 / 20 |
$2.95 / 30 |
0 / 65 |
51.914990% |
-0.246023 |
-0.068245 |
0.012103 |
0.128206 |
-0.046339 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
4.45% |
$0.50 / 16 |
$0.65 / 33 |
0 / 52 |
64.734367% |
-0.046370 |
-0.021509 |
0.003730 |
0.039511 |
-0.008314 |
|
|
301 |
|
11/17(53) |
PUT |
50.00 / 42.50 |
$100 / $650 / 0.15 |
72.20% / $10.92 / 1.68% / 10.77% |
76.85% / $49.00 |
$1.00 / $1.30 / $0.30 / 230 |
99 / 100.00% / 37 |
5 |
Legs |
Vertical |
Bullish |
$52.80 (+0.46%) / 3.47M |
|
Earnings: 10/26 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
50.00 |
27.80% |
$1.30 / 230 |
$1.40 / 310 |
8 / 87 |
34.115117% |
-0.316097 |
-0.027010 |
0.038536 |
0.074744 |
-0.029519 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
42.50 |
5.28% |
$0.20 / 219 |
$0.30 / 353 |
1 / 615 |
40.435008% |
-0.078373 |
-0.011425 |
0.015866 |
0.030774 |
-0.007062 |
|
398 |
Legs |
11/17(53) |
CALL |
57.50 / 65.00 |
$80 / $670 / 0.12 |
74.38% / $2.94 / 0.44% / 2.73% |
77.91% / $58.30 |
$0.80 / $1.00 / $0.20 / 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) |
CALL |
57.50 |
25.62% |
$1.00 / 279 |
$1.10 / 285 |
4 / 457 |
29.348122% |
0.369876 |
-0.031945 |
0.040885 |
0.079300 |
0.027405 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
65.00 |
4.78% |
$0.10 / 249 |
$0.20 / 357 |
0 / 1 |
30.082313% |
0.149347 |
-0.019402 |
0.025195 |
0.048868 |
0.011382 |
|
627 |
Legs |
10/20(25) |
PUT |
50.00 / 45.00 |
$45 / $455 / 0.10 |
77.57% / $2.38 / 0.52% / 6.47% |
80.24% / $49.55 |
$0.45 / $0.60 / $0.15 / 207 |
|
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 |
22.43% |
$0.60 / 327 |
$0.70 / 264 |
814 / 2,631 |
32.350660% |
-0.277652 |
-0.036552 |
0.050945 |
0.050273 |
-0.012699 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
4.06% |
$0.10 / 168 |
$0.15 / 207 |
0 / 38 |
38.135701% |
-0.074617 |
-0.015609 |
0.021434 |
0.021151 |
-0.003339 |
|
733 |
Legs |
10/20(25) |
PUT |
50.00 / 42.50 |
$45 / $705 / 0.06 |
77.57% / $16.24 / 2.30% / 31.44% |
80.24% / $49.55 |
$0.45 / $0.60 / $0.15 / 234 |
|
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 |
22.43% |
$0.60 / 327 |
$0.70 / 264 |
814 / 2,631 |
32.350660% |
-0.277652 |
-0.036552 |
0.050945 |
0.050273 |
-0.012699 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
42.50 |
1.36% |
0 / 0 |
$0.15 / 234 |
0 / 33 |
50.084137% |
-0.028406 |
-0.007231 |
0.009885 |
0.009755 |
-0.001261 |
|
768 |
Legs |
10/20(25) |
CALL |
55.00 / 62.50 |
$90 / $660 / 0.14 |
65.30% / $19.93 / 3.02% / 42.91% |
71.97% / $55.90 |
$0.90 / $1.00 / $0.10 / 93 |
|
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 |
55.00 |
34.70% |
$1.00 / 196 |
$1.10 / 90 |
26 / 973 |
28.653682% |
0.427147 |
-0.046190 |
0.059592 |
0.058806 |
0.016537 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
62.50 |
3.01% |
$0.05 / 196 |
$0.10 / 93 |
1 / 977 |
31.321810% |
0.111666 |
-0.022024 |
0.028891 |
0.028510 |
0.004454 |
|
841 |
Legs |
10/20(25) |
CALL |
55.00 / 65.00 |
$90 / $910 / 0.10 |
65.30% / $40.65 / 4.47% / 68.95% |
71.97% / $55.90 |
$0.90 / $1.00 / $0.10 / 107 |
|
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 |
55.00 |
34.70% |
$1.00 / 196 |
$1.10 / 90 |
26 / 973 |
28.653682% |
0.427147 |
-0.046190 |
0.059592 |
0.058806 |
0.016537 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
65.00 |
0.98% |
0 / 0 |
$0.10 / 107 |
0 / 82 |
39.445698% |
0.062384 |
-0.014191 |
0.018668 |
0.018422 |
0.002504 |
|
|
313 |
|
11/17(53) |
PUT |
75.00 / 65.00 |
$130 / $870 / 0.15 |
71.63% / $5.37 / 0.62% / 3.85% |
76.09% / $73.70 |
$1.30 / $1.75 / $0.45 / 233 |
99 / 100.00% / 68 |
5 |
Legs |
Vertical |
Bullish |
$78.91 (+0.19%) / 4M |
|
|
|
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 |
75.00 |
28.37% |
$1.75 / 233 |
$1.85 / 278 |
4 / 65 |
30.651308% |
-0.323336 |
-0.036962 |
0.028197 |
0.112344 |
-0.044578 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
5.72% |
$0.35 / 151 |
$0.45 / 834 |
9 / 11 |
37.486902% |
-0.088774 |
-0.017119 |
0.012624 |
0.050296 |
-0.011853 |
|
374 |
Legs |
11/17(53) |
PUT |
76.00 / 65.00 |
$155 / $945 / 0.16 |
67.88% / $7.31 / 0.77% / 4.84% |
73.57% / $74.45 |
$1.55 / $2.00 / $0.45 / 552 |
|
Underlying |
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 |
76.00 |
32.12% |
$2.00 / 552 |
$2.15 / 291 |
10 / 25 |
30.048139% |
-0.353446 |
-0.038055 |
0.029181 |
0.116264 |
-0.048921 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
5.72% |
$0.35 / 151 |
$0.45 / 834 |
9 / 11 |
37.486902% |
-0.088774 |
-0.017119 |
0.012624 |
0.050296 |
-0.011853 |
|
494 |
Legs |
11/17(53) |
PUT |
74.00 / 65.00 |
$105 / $795 / 0.13 |
75.10% / $1.17 / 0.15% / 0.91% |
78.46% / $72.95 |
$1.05 / $1.50 / $0.45 / 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) |
PUT |
74.00 |
24.90% |
$1.50 / 198 |
$1.60 / 157 |
2 / 16 |
31.190716% |
-0.293960 |
-0.035621 |
0.027045 |
0.107756 |
-0.040374 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
5.72% |
$0.35 / 151 |
$0.45 / 834 |
9 / 11 |
37.486902% |
-0.088774 |
-0.017119 |
0.012624 |
0.050296 |
-0.011853 |
|
497 |
Legs |
11/17(53) |
PUT |
75.00 / 60.00 |
$130 / $1,370 / 0.10 |
71.63% / $38.33 / 2.80% / 18.46% |
76.09% / $73.70 |
$1.30 / $1.75 / $0.45 / 233 |
|
Underlying |
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 |
75.00 |
28.37% |
$1.75 / 233 |
$1.85 / 278 |
4 / 65 |
30.651308% |
-0.323336 |
-0.036962 |
0.028197 |
0.112344 |
-0.044578 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
2.05% |
$0.05 / 1,198 |
$0.45 / 2,207 |
0 / 1,800 |
43.958589% |
-0.032430 |
-0.007805 |
0.005700 |
0.022709 |
-0.004279 |
|
631 |
Legs |
10/13(18) |
PUT |
77.00 / 70.00 |
$85 / $615 / 0.14 |
67.88% / $2.33 / 0.38% / 6.14% |
73.05% / $76.15 |
$0.85 / $1.15 / $0.30 / 359 |
|
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 |
77.00 |
32.12% |
$1.15 / 629 |
$1.30 / 60 |
22 / 176 |
29.298190% |
-0.360883 |
-0.063954 |
0.047332 |
0.072787 |
-0.018468 |
BATS / ETF |
Long (Buy) |
10/13/2023 (W) |
PUT |
70.00 |
4.90% |
$0.15 / 791 |
$0.30 / 359 |
0 / 15 |
36.040115% |
-0.095029 |
-0.029529 |
0.021374 |
0.032868 |
-0.004758 |
|
669 |
Legs |
11/17(53) |
PUT |
74.00 / 60.00 |
$105 / $1,295 / 0.08 |
75.10% / $27.89 / 2.15% / 13.98% |
78.46% / $72.95 |
$1.05 / $1.50 / $0.45 / 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) |
PUT |
74.00 |
24.90% |
$1.50 / 198 |
$1.60 / 157 |
2 / 16 |
31.190716% |
-0.293960 |
-0.035621 |
0.027045 |
0.107756 |
-0.040374 |
BATS / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
2.05% |
$0.05 / 1,198 |
$0.45 / 2,207 |
0 / 1,800 |
43.958589% |
-0.032430 |
-0.007805 |
0.005700 |
0.022709 |
-0.004279 |
|
|
344 |
|
11/17(53) |
PUT |
55.00 / 45.00 |
$100 / $900 / 0.11 |
70.33% / $42.44 / 4.72% / 32.70% |
76.05% / $54.00 |
$1.00 / $1.25 / $0.25 / 1 |
99 / 100.00% / 41 |
4 |
Legs |
Vertical |
Bullish |
$57.59 (-2.12%) / 4.18M |
|
Earnings: 11/03 / Ex-Div: 09/28 ($1.07) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
55.00 |
29.67% |
$1.25 / 1 |
$1.30 / 13 |
47 / 69 |
27.048367% |
-0.331285 |
-0.025338 |
0.046430 |
0.082477 |
-0.032814 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
45.00 |
1.55% |
$0.10 / 165 |
$0.25 / 194 |
0 / 12 |
39.014768% |
-0.026941 |
-0.004302 |
0.008000 |
0.014211 |
-0.002567 |
|
509 |
Legs |
10/20(25) |
PUT |
55.00 / 50.00 |
$50 / $450 / 0.11 |
77.11% / $15.87 / 3.53% / 51.57% |
80.66% / $54.50 |
$0.50 / $0.70 / $0.20 / 55 |
|
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 |
55.00 |
22.89% |
$0.70 / 82 |
$0.80 / 33 |
2,595 / 322 |
28.584529% |
-0.283532 |
-0.032990 |
0.060986 |
0.055118 |
-0.013860 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
50.00 |
2.68% |
$0.10 / 226 |
$0.20 / 55 |
63 / 46 |
34.121278% |
-0.058558 |
-0.011308 |
0.021080 |
0.019051 |
-0.002808 |
|
697 |
Legs |
10/20(25) |
PUT |
55.00 / 45.00 |
$55 / $945 / 0.06 |
77.11% / $40.04 / 4.24% / 64.53% |
81.00% / $54.45 |
$0.55 / $0.70 / $0.15 / 74 |
|
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 |
55.00 |
22.89% |
$0.70 / 82 |
$0.80 / 33 |
2,595 / 322 |
28.584529% |
-0.283532 |
-0.032990 |
0.060986 |
0.055118 |
-0.013860 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
0.12% |
0 / 0 |
$0.15 / 74 |
1 / 5 |
53.138978% |
-0.003820 |
-0.001096 |
0.002052 |
0.001854 |
-0.000181 |
|
806 |
Legs |
11/17(53) |
CALL |
60.00 / 70.00 |
$75 / $925 / 0.08 |
67.74% / $18.57 / 2.01% / 12.98% |
72.34% / $60.75 |
$0.75 / $0.90 / $0.15 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
60.00 |
32.26% |
$0.90 / 30 |
$1.00 / 36 |
125 / 73 |
20.333216% |
0.408116 |
-0.024731 |
0.049629 |
0.088160 |
0.033584 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
70.00 |
1.77% |
$0.05 / 25 |
$0.15 / 210 |
0 / 86 |
27.322470% |
0.084308 |
-0.010213 |
0.019869 |
0.035294 |
0.007178 |
|
866 |
Legs |
11/17(53) |
CALL |
60.00 / 75.00 |
$70 / $1,430 / 0.05 |
67.74% / $40.84 / 2.86% / 18.87% |
72.04% / $60.70 |
$0.70 / $0.90 / $0.20 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
60.00 |
32.26% |
$0.90 / 30 |
$1.00 / 36 |
125 / 73 |
20.333216% |
0.408116 |
-0.024731 |
0.049629 |
0.088160 |
0.033584 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
75.00 |
0.23% |
0 / 0 |
$0.20 / 91 |
0 / 1 |
39.675172% |
0.029377 |
-0.004446 |
0.008597 |
0.015272 |
0.002524 |
|
|
350 |
|
10/20(25) |
CALL |
140.00 / 150.00 |
$110 / $890 / 0.12 |
74.96% / $1.70 / 0.19% / 2.31% |
78.26% / $141.10 |
$1.10 / $1.35 / $0.25 / 16 |
99 / 100.00% / 99 |
5 |
Legs |
Vertical |
Bearish |
$132.65 (+1.14%) / 747K |
|
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) |
10/20/2023 (M) |
CALL |
140.00 |
25.04% |
$1.35 / 16 |
$1.50 / 27 |
98 / 69 |
24.508780% |
0.347345 |
-0.092396 |
0.026540 |
0.138711 |
0.034354 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
150.00 |
5.23% |
$0.15 / 32 |
$0.25 / 19 |
7 / 89 |
24.650778% |
0.146063 |
-0.056574 |
0.016462 |
0.086040 |
0.014677 |
|
547 |
Legs |
10/20(25) |
CALL |
140.00 / 155.00 |
$110 / $1,390 / 0.08 |
74.96% / $31.53 / 2.27% / 30.88% |
78.26% / $141.10 |
$1.10 / $1.35 / $0.25 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
140.00 |
25.04% |
$1.35 / 16 |
$1.50 / 27 |
98 / 69 |
24.508780% |
0.347345 |
-0.092396 |
0.026540 |
0.138711 |
0.034354 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
155.00 |
1.90% |
0 / 0 |
$0.25 / 52 |
0 / 11 |
31.403923% |
0.085710 |
-0.038525 |
0.011255 |
0.058824 |
0.008661 |
|
597 |
Legs |
10/20(25) |
PUT |
130.00 / 115.00 |
$175 / $1,325 / 0.13 |
65.96% / $32.16 / 2.43% / 33.35% |
72.12% / $128.25 |
$1.75 / $2.10 / $0.35 / 23 |
|
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 |
130.00 |
34.04% |
$2.10 / 23 |
$2.30 / 16 |
15 / 109 |
25.488955% |
-0.374626 |
-0.085781 |
0.027236 |
0.142350 |
-0.042724 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
115.00 |
3.25% |
$0.20 / 43 |
$0.35 / 46 |
5 / 57 |
33.549521% |
-0.067555 |
-0.030440 |
0.009390 |
0.049078 |
-0.007497 |
|
648 |
Legs |
10/20(25) |
CALL |
140.00 / 160.00 |
$105 / $1,895 / 0.06 |
74.96% / $55.87 / 2.95% / 41.72% |
78.11% / $141.05 |
$1.05 / $1.35 / $0.30 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
140.00 |
25.04% |
$1.35 / 16 |
$1.50 / 27 |
98 / 69 |
24.508780% |
0.347345 |
-0.092396 |
0.026540 |
0.138711 |
0.034354 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
160.00 |
0.60% |
0 / 0 |
$0.30 / 46 |
0 / 26 |
37.943764% |
0.047274 |
-0.024191 |
0.007089 |
0.037049 |
0.004799 |
|
656 |
Legs |
10/20(25) |
PUT |
130.00 / 110.00 |
$190 / $1,810 / 0.11 |
65.96% / $84.98 / 4.70% / 73.43% |
72.62% / $128.10 |
$1.90 / $2.10 / $0.20 / 23 |
|
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 |
130.00 |
34.04% |
$2.10 / 23 |
$2.30 / 16 |
15 / 109 |
25.488955% |
-0.374626 |
-0.085781 |
0.027236 |
0.142350 |
-0.042724 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
110.00 |
1.09% |
$0.10 / 7 |
$0.20 / 45 |
0 / 20 |
37.013851% |
-0.027415 |
-0.014782 |
0.004538 |
0.023718 |
-0.003024 |
|
722 |
Legs |
11/17(53) |
CALL |
140.00 / 160.00 |
$200 / $1,800 / 0.11 |
68.34% / $10.49 / 0.58% / 3.63% |
73.10% / $142.00 |
$2.00 / $2.45 / $0.45 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
140.00 |
31.66% |
$2.45 / 20 |
$2.65 / 18 |
10 / 233 |
22.978032% |
0.409905 |
-0.070755 |
0.019906 |
0.204492 |
0.077045 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
160.00 |
3.74% |
0 / 0 |
$0.45 / 49 |
0 / 63 |
29.058750% |
0.127179 |
-0.037031 |
0.010678 |
0.109697 |
0.024661 |
|
|
372 |
|
10/20(25) |
CALL |
175.00 / 190.00 |
$140 / $1,360 / 0.10 |
72.07% / $16.46 / 1.21% / 15.53% |
75.99% / $176.40 |
$1.40 / $1.65 / $0.25 / 40 |
99 / 100.00% / 69 |
4 |
Legs |
Vertical |
Bearish |
$167.84 (-0.46%) / 934K |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
175.00 |
27.93% |
$1.65 / 40 |
$1.80 / 109 |
27 / 432 |
21.193964% |
0.367261 |
-0.106500 |
0.023637 |
0.178627 |
0.046127 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
190.00 |
3.32% |
0 / 0 |
$0.25 / 60 |
1 / 114 |
25.124793% |
0.113351 |
-0.053741 |
0.012065 |
0.091176 |
0.014502 |
|
635 |
Legs |
10/20(25) |
CALL |
175.00 / 195.00 |
$90 / $1,910 / 0.05 |
72.07% / $16.83 / 0.88% / 11.10% |
74.63% / $175.90 |
$0.90 / $1.65 / $0.75 / 40 |
|
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 |
175.00 |
27.93% |
$1.65 / 40 |
$1.80 / 109 |
27 / 432 |
21.193964% |
0.367261 |
-0.106500 |
0.023637 |
0.178627 |
0.046127 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
195.00 |
1.29% |
0 / 0 |
$0.75 / 56 |
0 / 94 |
37.386146% |
0.068942 |
-0.037043 |
0.008335 |
0.062985 |
0.008857 |
|
715 |
Legs |
10/20(25) |
PUT |
165.00 / 150.00 |
$195 / $1,305 / 0.15 |
64.40% / $3.01 / 0.23% / 2.81% |
70.57% / $163.05 |
$1.95 / $2.45 / $0.50 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
165.00 |
35.60% |
$2.45 / 34 |
$2.60 / 61 |
75 / 479 |
22.262657% |
-0.386898 |
-0.100374 |
0.024021 |
0.181530 |
-0.055415 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
150.00 |
5.04% |
$0.40 / 173 |
$0.50 / 96 |
29 / 311 |
29.361033% |
-0.097582 |
-0.046185 |
0.010826 |
0.081814 |
-0.013666 |
|
781 |
Legs |
10/20(25) |
PUT |
165.00 / 145.00 |
$200 / $1,800 / 0.11 |
64.40% / $55.22 / 3.07% / 43.70% |
70.72% / $163.00 |
$2.00 / $2.45 / $0.45 / 34 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
165.00 |
35.60% |
$2.45 / 34 |
$2.60 / 61 |
75 / 479 |
22.262657% |
-0.386898 |
-0.100374 |
0.024021 |
0.181530 |
-0.055415 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
145.00 |
2.05% |
$0.20 / 88 |
$0.45 / 123 |
1 / 637 |
33.350501% |
-0.049048 |
-0.027315 |
0.006379 |
0.048210 |
-0.006833 |
|
784 |
Legs |
10/20(25) |
PUT |
160.00 / 145.00 |
$85 / $1,415 / 0.06 |
78.96% / $12.71 / 0.90% / 11.33% |
81.00% / $159.15 |
$0.85 / $1.30 / $0.45 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
160.00 |
21.04% |
$1.30 / 36 |
$1.40 / 52 |
42 / 478 |
24.056709% |
-0.270013 |
-0.087540 |
0.020757 |
0.156862 |
-0.038335 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
145.00 |
2.05% |
$0.20 / 88 |
$0.45 / 123 |
1 / 637 |
33.350501% |
-0.049048 |
-0.027315 |
0.006379 |
0.048210 |
-0.006833 |
|
|
377 |
|
10/20(25) |
CALL |
30.00 / 33.00 |
$35 / $265 / 0.13 |
69.20% / $8.78 / 3.31% / 47.84% |
74.82% / $30.35 |
$0.35 / $0.40 / $0.05 / 76 |
99 / 100.00% / 62 |
3 |
Legs |
Vertical |
Bearish |
$28.97 (-0.21%) / 3.21M |
|
Earnings: 10/05 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
30.00 |
30.80% |
$0.40 / 76 |
$0.45 / 127 |
5 / 811 |
24.607537% |
0.390113 |
-0.018915 |
0.132451 |
0.031335 |
0.008406 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
33.00 |
3.02% |
0 / 0 |
$0.05 / 89 |
0 / 124 |
27.533202% |
0.108285 |
-0.009219 |
0.064283 |
0.015208 |
0.002384 |
|
527 |
Legs |
10/20(25) |
CALL |
30.00 / 34.00 |
$35 / $365 / 0.10 |
69.20% / $16.48 / 4.52% / 69.91% |
74.82% / $30.35 |
$0.35 / $0.40 / $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 |
30.00 |
30.80% |
$0.40 / 76 |
$0.45 / 127 |
5 / 811 |
24.607537% |
0.390113 |
-0.018915 |
0.132451 |
0.031335 |
0.008406 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
34.00 |
1.05% |
0 / 0 |
$0.05 / 3 |
0 / 76 |
32.500181% |
0.062320 |
-0.006090 |
0.042436 |
0.010040 |
0.001379 |
|
880 |
Legs |
10/06(11) |
PUT |
28.00 / 25.00 |
$20 / $280 / 0.07 |
77.10% / $13.23 / 4.73% / 188.00% |
80.96% / $27.80 |
$0.20 / $0.25 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
28.00 |
22.90% |
$0.25 / 292 |
$0.35 / 1,255 |
59 / 134 |
30.426562% |
-0.290784 |
-0.023705 |
0.164773 |
0.020163 |
-0.003633 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
25.00 |
0.38% |
0 / 0 |
$0.05 / 1 |
0 / 20 |
44.729419% |
-0.016396 |
-0.002831 |
0.019666 |
0.002407 |
-0.000201 |
|
974 |
Legs |
12/15(81) |
PUT |
28.00 / 23.00 |
$65 / $435 / 0.15 |
63.83% / $0.63 / 0.15% / 0.60% |
70.30% / $27.35 |
$0.65 / $0.80 / $0.15 / 52 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
28.00 |
36.17% |
$0.80 / 52 |
$0.85 / 157 |
93 / 243 |
23.675350% |
-0.378290 |
-0.010851 |
0.076283 |
0.052897 |
-0.028955 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
23.00 |
5.02% |
$0.05 / 175 |
$0.15 / 608 |
0 / 2 |
31.259045% |
-0.072139 |
-0.003976 |
0.027708 |
0.019213 |
-0.005277 |
|
|
390 |
|
11/17(53) |
CALL |
175.00 / 200.00 |
$270 / $2,230 / 0.12 |
73.23% / $45.13 / 2.02% / 13.09% |
77.44% / $177.70 |
$2.70 / $3.30 / $0.60 / 76 |
99 / 100.00% / 79 |
5 |
Legs |
Vertical |
Bearish |
$162.50 (-0.97%) / 524K |
|
Earnings: 10/25 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
175.00 |
26.77% |
$3.30 / 76 |
$3.70 / 51 |
0 / 5 |
29.008141% |
0.376934 |
-0.094702 |
0.014230 |
0.244569 |
0.086006 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
200.00 |
3.70% |
$0.10 / 258 |
$0.60 / 277 |
0 / 8 |
28.856519% |
0.129354 |
-0.051407 |
0.007901 |
0.135799 |
0.030421 |
|
486 |
Legs |
10/20(25) |
CALL |
170.00 / 190.00 |
$195 / $1,805 / 0.11 |
69.67% / $33.22 / 1.84% / 24.47% |
74.39% / $171.95 |
$1.95 / $2.30 / $0.35 / 59 |
|
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 |
170.00 |
30.33% |
$2.30 / 59 |
$2.55 / 56 |
0 / 36 |
26.564553% |
0.392501 |
-0.132390 |
0.020196 |
0.176595 |
0.046919 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
190.00 |
2.98% |
$0.05 / 65 |
$0.35 / 76 |
0 / 20 |
29.229938% |
0.110136 |
-0.063562 |
0.009891 |
0.086485 |
0.013501 |
|
517 |
Legs |
10/20(25) |
PUT |
155.00 / 140.00 |
$145 / $1,355 / 0.11 |
74.96% / $3.15 / 0.23% / 2.83% |
78.15% / $153.55 |
$1.45 / $2.00 / $0.55 / 50 |
|
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 |
155.00 |
25.04% |
$2.00 / 54 |
$2.25 / 31 |
1 / 20 |
30.093772% |
-0.301636 |
-0.108468 |
0.018315 |
0.160149 |
-0.042164 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
140.00 |
4.38% |
$0.40 / 53 |
$0.55 / 50 |
0 / 54 |
37.195168% |
-0.081988 |
-0.048125 |
0.007959 |
0.069595 |
-0.011213 |
|
564 |
Legs |
10/20(25) |
CALL |
170.00 / 195.00 |
$200 / $2,300 / 0.09 |
69.67% / $76.26 / 3.32% / 47.91% |
74.50% / $172.00 |
$2.00 / $2.30 / $0.30 / 43 |
|
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 |
170.00 |
30.33% |
$2.30 / 59 |
$2.55 / 56 |
0 / 36 |
26.564553% |
0.392501 |
-0.132390 |
0.020196 |
0.176595 |
0.046919 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
195.00 |
1.38% |
0 / 0 |
$0.30 / 43 |
0 / 47 |
35.814885% |
0.073754 |
-0.047073 |
0.007345 |
0.064224 |
0.009079 |
|
616 |
Legs |
10/20(25) |
CALL |
170.00 / 200.00 |
$205 / $2,795 / 0.07 |
69.67% / $109.08 / 3.90% / 58.31% |
74.62% / $172.05 |
$2.05 / $2.30 / $0.25 / 34 |
|
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 |
170.00 |
30.33% |
$2.30 / 59 |
$2.55 / 56 |
0 / 36 |
26.564553% |
0.392501 |
-0.132390 |
0.020196 |
0.176595 |
0.046919 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
200.00 |
0.59% |
0 / 0 |
$0.25 / 34 |
0 / 24 |
38.598614% |
0.047923 |
-0.033506 |
0.005240 |
0.045816 |
0.005920 |
|
624 |
Legs |
10/20(25) |
PUT |
155.00 / 135.00 |
$140 / $1,860 / 0.08 |
74.96% / $30.51 / 1.64% / 21.56% |
78.04% / $153.60 |
$1.40 / $2.00 / $0.60 / 54 |
|
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 |
155.00 |
25.04% |
$2.00 / 54 |
$2.25 / 31 |
1 / 20 |
30.093772% |
-0.301636 |
-0.108468 |
0.018315 |
0.160149 |
-0.042164 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
135.00 |
2.10% |
$0.05 / 130 |
$0.60 / 80 |
0 / 6 |
40.632222% |
-0.044241 |
-0.029837 |
0.004914 |
0.042966 |
-0.006018 |
|
|
413 |
|
10/20(25) |
PUT |
58.00 / 45.00 |
$130 / $1,170 / 0.11 |
72.49% / $27.64 / 2.36% / 32.34% |
76.92% / $56.70 |
$1.30 / $1.60 / $0.30 / 307 |
99 / 100.00% / 79 |
5 |
Legs |
Vertical |
Bullish |
$61.73 (-2.23%) / 548K |
|
|
|
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 |
58.00 |
27.51% |
$1.60 / 606 |
$1.75 / 347 |
0 / 147 |
52.325185% |
-0.310072 |
-0.073718 |
0.028424 |
0.062199 |
-0.017613 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
3.01% |
$0.20 / 920 |
$0.30 / 307 |
2 / 281 |
73.297158% |
-0.037868 |
-0.017431 |
0.006644 |
0.014538 |
-0.002044 |
|
526 |
Legs |
11/17(53) |
PUT |
56.00 / 35.00 |
$200 / $1,900 / 0.11 |
73.67% / $63.47 / 3.34% / 22.36% |
78.23% / $54.00 |
$2.00 / $2.25 / $0.25 / 243 |
|
Underlying |
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 |
26.33% |
$2.25 / 243 |
$2.40 / 367 |
0 / 1 |
54.029015% |
-0.288894 |
-0.050345 |
0.019619 |
0.084381 |
-0.033971 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
2.29% |
$0.15 / 652 |
$0.25 / 872 |
1 / 1 |
81.315392% |
-0.012308 |
-0.004805 |
0.001836 |
0.007895 |
-0.001330 |
|
566 |
Legs |
10/20(25) |
PUT |
57.00 / 45.00 |
$110 / $1,090 / 0.10 |
75.95% / $22.68 / 2.08% / 28.03% |
79.40% / $55.90 |
$1.10 / $1.40 / $0.30 / 307 |
|
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 |
57.00 |
24.05% |
$1.40 / 439 |
$1.50 / 167 |
5 / 1,646 |
53.752690% |
-0.279827 |
-0.070413 |
0.027112 |
0.059329 |
-0.015818 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
3.01% |
$0.20 / 920 |
$0.30 / 307 |
2 / 281 |
73.297158% |
-0.037868 |
-0.017431 |
0.006644 |
0.014538 |
-0.002044 |
|
595 |
Legs |
10/20(25) |
PUT |
57.00 / 40.00 |
$125 / $1,575 / 0.08 |
75.95% / $62.87 / 3.99% / 59.95% |
79.85% / $55.75 |
$1.25 / $1.40 / $0.15 / 439 |
|
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 |
57.00 |
24.05% |
$1.40 / 439 |
$1.50 / 167 |
5 / 1,646 |
53.752690% |
-0.279827 |
-0.070413 |
0.027112 |
0.059329 |
-0.015818 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
40.00 |
1.02% |
$0.05 / 1,315 |
$0.15 / 1,869 |
0 / 206 |
80.409995% |
-0.008885 |
-0.005095 |
0.001938 |
0.004240 |
-0.000473 |
|
620 |
Legs |
11/17(53) |
PUT |
55.00 / 35.00 |
$180 / $1,820 / 0.10 |
76.03% / $57.38 / 3.15% / 21.00% |
79.88% / $53.20 |
$1.80 / $2.05 / $0.25 / 81 |
|
Underlying |
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 |
23.97% |
$2.05 / 81 |
$2.15 / 120 |
0 / 9 |
55.214249% |
-0.267173 |
-0.048542 |
0.018886 |
0.081232 |
-0.031261 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
2.29% |
$0.15 / 652 |
$0.25 / 872 |
1 / 1 |
81.315392% |
-0.012308 |
-0.004805 |
0.001836 |
0.007895 |
-0.001330 |
|
721 |
Legs |
10/20(25) |
PUT |
56.00 / 45.00 |
$90 / $1,010 / 0.09 |
79.11% / $16.05 / 1.59% / 20.83% |
81.69% / $55.10 |
$0.90 / $1.20 / $0.30 / 307 |
|
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 |
56.00 |
20.89% |
$1.20 / 644 |
$1.30 / 114 |
20 / 36 |
55.134619% |
-0.250592 |
-0.066664 |
0.025636 |
0.056099 |
-0.014099 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
3.01% |
$0.20 / 920 |
$0.30 / 307 |
2 / 281 |
73.297158% |
-0.037868 |
-0.017431 |
0.006644 |
0.014538 |
-0.002044 |
|
|
423 |
|
10/20(25) |
CALL |
57.00 / 62.00 |
$65 / $435 / 0.15 |
68.33% / $0.79 / 0.18% / 2.20% |
73.48% / $57.65 |
$0.65 / $0.75 / $0.10 / 10 |
99 / 100.00% / 92 |
4 |
Legs |
Vertical |
Bearish |
$54.66 (+0.55%) / 364K |
|
|
|
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 |
57.00 |
31.67% |
$0.75 / 68 |
$0.85 / 107 |
1 / 61 |
24.363462% |
0.400042 |
-0.041364 |
0.064905 |
0.059851 |
0.016213 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
62.00 |
5.55% |
$0.05 / 136 |
$0.10 / 10 |
4 / 159 |
24.368308% |
0.151429 |
-0.024745 |
0.039434 |
0.036363 |
0.006263 |
|
601 |
Legs |
10/20(25) |
CALL |
57.00 / 63.00 |
$60 / $540 / 0.11 |
68.33% / $4.87 / 0.90% / 11.37% |
73.11% / $57.60 |
$0.60 / $0.75 / $0.15 / 68 |
|
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 |
57.00 |
31.67% |
$0.75 / 68 |
$0.85 / 107 |
1 / 61 |
24.363462% |
0.400042 |
-0.041364 |
0.064905 |
0.059851 |
0.016213 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
63.00 |
3.55% |
0 / 0 |
$0.15 / 190 |
1 / 134 |
31.167903% |
0.119353 |
-0.020977 |
0.033493 |
0.030885 |
0.004951 |
|
684 |
Legs |
10/20(25) |
CALL |
58.00 / 64.00 |
$35 / $565 / 0.06 |
76.05% / $3.27 / 0.58% / 7.17% |
78.46% / $58.35 |
$0.35 / $0.50 / $0.15 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
58.00 |
23.95% |
$0.50 / 20 |
$0.55 / 26 |
18 / 37 |
24.152054% |
0.339458 |
-0.039044 |
0.061525 |
0.056734 |
0.013827 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
64.00 |
2.19% |
0 / 0 |
$0.15 / 224 |
2 / 42 |
33.962980% |
0.092784 |
-0.017456 |
0.027917 |
0.025744 |
0.003859 |
|
853 |
Legs |
10/20(25) |
CALL |
59.00 / 65.00 |
$25 / $575 / 0.04 |
82.51% / $6.26 / 1.09% / 13.87% |
83.92% / $59.25 |
$0.25 / $0.30 / $0.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
59.00 |
17.49% |
$0.30 / 82 |
$0.35 / 27 |
4 / 97 |
23.845773% |
0.283689 |
-0.035995 |
0.056921 |
0.052489 |
0.011607 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
65.00 |
1.32% |
0 / 0 |
$0.05 / 2 |
4 / 448 |
29.868832% |
0.071170 |
-0.014271 |
0.022857 |
0.021077 |
0.002967 |
|
882 |
Legs |
10/20(25) |
CALL |
56.00 / 62.00 |
$100 / $500 / 0.20 |
59.56% / $6.53 / 1.31% / 16.86% |
68.33% / $57.00 |
$1.00 / $1.10 / $0.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
56.00 |
40.44% |
$1.10 / 234 |
$1.25 / 174 |
7 / 32 |
24.706742% |
0.464258 |
-0.042751 |
0.066740 |
0.061543 |
0.018710 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
62.00 |
5.55% |
$0.05 / 136 |
$0.10 / 10 |
4 / 159 |
24.368308% |
0.151429 |
-0.024745 |
0.039434 |
0.036363 |
0.006263 |
|
|
427 |
|
10/20(25) |
PUT |
30.50 / 27.50 |
$35 / $265 / 0.13 |
67.70% / $4.02 / 1.52% / 19.79% |
73.13% / $30.15 |
$0.35 / $0.45 / $0.10 / 56 |
99 / 100.00% / 27 |
5 |
Legs |
Vertical |
Bullish |
$30.75 (-0.87%) / 16.18M |
|
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) |
10/20/2023 (M) |
PUT |
30.50 |
32.30% |
$0.45 / 56 |
$0.55 / 1,455 |
82 / 79 |
25.415248% |
-0.361995 |
-0.018865 |
0.121259 |
0.033093 |
-0.009657 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
27.50 |
3.94% |
0 / 0 |
$0.10 / 214 |
0 / 37 |
33.554206% |
-0.080255 |
-0.007702 |
0.048232 |
0.013163 |
-0.002092 |
|
437 |
Legs |
11/17(53) |
PUT |
30.00 / 25.00 |
$45 / $455 / 0.10 |
70.38% / $11.93 / 2.62% / 17.22% |
75.08% / $29.55 |
$0.45 / $0.55 / $0.10 / 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) |
PUT |
30.00 |
29.62% |
$0.55 / 3 |
$0.60 / 681 |
8 / 1,087 |
24.429955% |
-0.335694 |
-0.012791 |
0.084084 |
0.045103 |
-0.018057 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
2.23% |
0 / 0 |
$0.10 / 157 |
1 / 135 |
37.124051% |
-0.040673 |
-0.003197 |
0.020162 |
0.010815 |
-0.002108 |
|
539 |
Legs |
11/17(53) |
PUT |
30.00 / 22.50 |
$45 / $705 / 0.06 |
70.38% / $26.27 / 3.73% / 25.19% |
75.08% / $29.55 |
$0.45 / $0.55 / $0.10 / 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) |
PUT |
30.00 |
29.62% |
$0.55 / 3 |
$0.60 / 681 |
8 / 1,087 |
24.429955% |
-0.335694 |
-0.012791 |
0.084084 |
0.045103 |
-0.018057 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
0.38% |
0 / 0 |
$0.10 / 251 |
0 / 213 |
50.593606% |
-0.006117 |
-0.000639 |
0.003993 |
0.002142 |
-0.000313 |
|
580 |
Legs |
11/17(53) |
PUT |
30.00 / 20.00 |
$50 / $950 / 0.05 |
70.38% / $34.24 / 3.60% / 24.29% |
75.57% / $29.50 |
$0.50 / $0.55 / $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) |
PUT |
30.00 |
29.62% |
$0.55 / 3 |
$0.60 / 681 |
8 / 1,087 |
24.429955% |
-0.335694 |
-0.012791 |
0.084084 |
0.045103 |
-0.018057 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
0.05% |
0 / 0 |
$0.05 / 306 |
0 / 30 |
57.915267% |
-0.000393 |
-0.000053 |
0.000328 |
0.000176 |
-0.000020 |
|
664 |
Legs |
10/20(25) |
PUT |
30.00 / 27.00 |
$20 / $280 / 0.07 |
75.30% / $2.04 / 0.73% / 9.12% |
78.02% / $29.80 |
$0.20 / $0.30 / $0.10 / 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 |
30.00 |
24.70% |
$0.30 / 329 |
$0.40 / 1,047 |
13 / 1,111 |
25.607255% |
-0.301269 |
-0.017646 |
0.112709 |
0.030759 |
-0.007999 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
27.00 |
2.48% |
0 / 0 |
$0.10 / 243 |
0 / 5 |
37.102868% |
-0.055972 |
-0.005844 |
0.036507 |
0.009963 |
-0.001455 |
|
850 |
Legs |
10/20(25) |
CALL |
32.00 / 35.00 |
$45 / $255 / 0.18 |
61.74% / $1.71 / 0.67% / 8.33% |
69.22% / $32.45 |
$0.45 / $0.55 / $0.10 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
32.00 |
38.26% |
$0.55 / 15 |
$0.60 / 798 |
5 / 330 |
23.527672% |
0.445763 |
-0.022117 |
0.127839 |
0.034889 |
0.010326 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
35.00 |
5.43% |
0 / 0 |
$0.10 / 168 |
0 / 12 |
27.865703% |
0.147967 |
-0.012673 |
0.074771 |
0.020406 |
0.003505 |
|
|
435 |
|
11/17(53) |
PUT |
155.00 / 130.00 |
$233 / $2,267 / 0.10 |
71.76% / $87.21 / 3.85% / 26.08% |
76.64% / $152.67 |
$2.33 / $2.75 / $0.42 / 25 |
99 / 100.00% / 88 |
5 |
Legs |
Vertical |
Bullish |
$161.02 (-0.93%) / 7.1M |
|
|
|
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 |
155.00 |
28.24% |
$2.75 / 25 |
$2.82 / 15 |
16 / 47 |
23.974155% |
-0.326284 |
-0.060325 |
0.017172 |
0.230558 |
-0.090051 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
1.79% |
$0.09 / 705 |
$0.42 / 514 |
0 / 1 |
31.787901% |
-0.035327 |
-0.013706 |
0.003711 |
0.049825 |
-0.009417 |
|
481 |
Legs |
11/17(53) |
PUT |
155.00 / 125.00 |
$240 / $2,760 / 0.09 |
71.76% / $123.93 / 4.49% / 30.96% |
76.78% / $152.60 |
$2.40 / $2.75 / $0.35 / 25 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
155.00 |
28.24% |
$2.75 / 25 |
$2.82 / 15 |
16 / 47 |
23.974155% |
-0.326284 |
-0.060325 |
0.017172 |
0.230558 |
-0.090051 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
125.00 |
0.87% |
$0.04 / 678 |
$0.35 / 844 |
0 / 3 |
34.759341% |
-0.017409 |
-0.007613 |
0.002051 |
0.027534 |
-0.004619 |
|
567 |
Legs |
11/17(53) |
PUT |
157.00 / 130.00 |
$283 / $2,417 / 0.12 |
67.16% / $103.46 / 4.28% / 29.35% |
73.56% / $154.17 |
$2.83 / $3.25 / $0.42 / 350 |
|
Underlying |
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 |
157.00 |
32.84% |
$3.25 / 350 |
$3.40 / 268 |
2 / 11 |
23.421234% |
-0.362686 |
-0.062304 |
0.017864 |
0.239859 |
-0.100479 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
1.79% |
$0.09 / 705 |
$0.42 / 514 |
0 / 1 |
31.787901% |
-0.035327 |
-0.013706 |
0.003711 |
0.049825 |
-0.009417 |
|
811 |
Legs |
11/17(53) |
PUT |
150.00 / 130.00 |
$138 / $1,862 / 0.07 |
81.53% / $49.71 / 2.67% / 17.56% |
83.77% / $148.62 |
$1.38 / $1.80 / $0.42 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
150.00 |
18.47% |
$1.80 / 6 |
$1.83 / 10 |
11 / 1,552 |
25.711192% |
-0.240965 |
-0.052941 |
0.014843 |
0.199294 |
-0.065924 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
1.79% |
$0.09 / 705 |
$0.42 / 514 |
0 / 1 |
31.787901% |
-0.035327 |
-0.013706 |
0.003711 |
0.049825 |
-0.009417 |
|
828 |
Legs |
11/17(53) |
PUT |
150.00 / 125.00 |
$145 / $2,355 / 0.06 |
81.53% / $78.15 / 3.32% / 22.19% |
83.88% / $148.55 |
$1.45 / $1.80 / $0.35 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
150.00 |
18.47% |
$1.80 / 6 |
$1.83 / 10 |
11 / 1,552 |
25.711192% |
-0.240965 |
-0.052941 |
0.014843 |
0.199294 |
-0.065924 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
125.00 |
0.87% |
$0.04 / 678 |
$0.35 / 844 |
0 / 3 |
34.759341% |
-0.017409 |
-0.007613 |
0.002051 |
0.027534 |
-0.004619 |
|
971 |
Legs |
09/29(4) |
PUT |
157.00 / 150.00 |
$28 / $672 / 0.04 |
83.06% / $5.74 / 0.85% / 42.91% |
84.31% / $156.72 |
$0.28 / $0.47 / $0.19 / 182 |
|
Underlying |
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 |
157.00 |
16.94% |
$0.47 / 328 |
$0.56 / 42 |
2 / 10 |
23.194090% |
-0.247165 |
-0.150919 |
0.040188 |
0.075732 |
-0.009034 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
150.00 |
1.38% |
$0.02 / 549 |
$0.19 / 182 |
0 / 100 |
29.647513% |
-0.052250 |
-0.051581 |
0.013591 |
0.025612 |
-0.001893 |
|
|
462 |
|
10/20(25) |
CALL |
157.50 / 170.00 |
$99 / $1,151 / 0.09 |
73.04% / $25.24 / 2.19% / 29.73% |
76.74% / $158.49 |
$0.99 / $1.03 / $0.04 / 2 |
99 / 100.00% / 58 |
5 |
Legs |
Vertical |
Bearish |
$151.71 (-0.28%) / 6.33M |
|
Earnings: 10/18 |
|
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 |
157.50 |
26.96% |
$1.03 / 44 |
$1.09 / 79 |
81 / 468 |
16.446641% |
0.354890 |
-0.078518 |
0.031483 |
0.159632 |
0.040789 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
170.00 |
2.12% |
0 / 0 |
$0.04 / 2 |
1 / 1,833 |
17.488734% |
0.087472 |
-0.033075 |
0.013456 |
0.068227 |
0.010219 |
|
556 |
Legs |
10/27(32) |
PUT |
145.00 / 135.00 |
$72 / $928 / 0.08 |
80.11% / $5.04 / 0.54% / 5.39% |
82.13% / $144.28 |
$0.72 / $1.05 / $0.33 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
145.00 |
19.89% |
$1.05 / 11 |
$1.20 / 670 |
2 / 44 |
20.412564% |
-0.261086 |
-0.056740 |
0.024677 |
0.155324 |
-0.041370 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
135.00 |
3.19% |
$0.28 / 20 |
$0.33 / 7 |
0 / 2 |
25.472668% |
-0.071241 |
-0.024169 |
0.010338 |
0.065069 |
-0.011128 |
|
614 |
Legs |
11/17(53) |
PUT |
145.00 / 130.00 |
$134 / $1,366 / 0.10 |
75.83% / $25.72 / 1.88% / 12.14% |
79.12% / $143.66 |
$1.34 / $1.72 / $0.38 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
145.00 |
24.17% |
$1.72 / 5 |
$1.79 / 3 |
151 / 1,440 |
20.102382% |
-0.294034 |
-0.046909 |
0.020766 |
0.206958 |
-0.075027 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
2.99% |
$0.34 / 268 |
$0.38 / 485 |
1 / 59 |
26.198684% |
-0.061173 |
-0.016948 |
0.007299 |
0.072741 |
-0.015265 |
|
658 |
Legs |
10/27(32) |
PUT |
150.00 / 135.00 |
$190 / $1,310 / 0.15 |
62.45% / $36.59 / 2.79% / 30.60% |
69.84% / $148.10 |
$1.90 / $2.23 / $0.33 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
150.00 |
37.55% |
$2.23 / 59 |
$2.52 / 7 |
16 / 76 |
18.875611% |
-0.402033 |
-0.066495 |
0.029349 |
0.184735 |
-0.064325 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
135.00 |
3.19% |
$0.28 / 20 |
$0.33 / 7 |
0 / 2 |
25.472668% |
-0.071241 |
-0.024169 |
0.010338 |
0.065069 |
-0.011128 |
|
691 |
Legs |
11/17(53) |
CALL |
160.00 / 180.00 |
$110 / $1,890 / 0.06 |
73.88% / $28.58 / 1.51% / 9.66% |
76.72% / $161.10 |
$1.10 / $1.17 / $0.07 / 16 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
160.00 |
26.12% |
$1.17 / 16 |
$1.20 / 126 |
138 / 3,500 |
14.989538% |
0.355356 |
-0.056648 |
0.022439 |
0.223633 |
0.078657 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
180.00 |
1.43% |
$0.01 / 199 |
$0.07 / 1,169 |
0 / 42 |
17.765600% |
0.073121 |
-0.020732 |
0.008378 |
0.083500 |
0.016585 |
|
711 |
Legs |
10/20(25) |
CALL |
155.00 / 165.00 |
$174 / $826 / 0.21 |
62.46% / $2.91 / 0.35% / 4.31% |
70.00% / $156.74 |
$1.74 / $1.88 / $0.14 / 61 |
|
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 |
155.00 |
37.54% |
$1.88 / 61 |
$1.95 / 168 |
247 / 8,968 |
17.124383% |
0.434056 |
-0.083400 |
0.033267 |
0.168680 |
0.049647 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
165.00 |
7.00% |
$0.09 / 80 |
$0.14 / 683 |
60 / 6,465 |
15.838217% |
0.165613 |
-0.051978 |
0.021056 |
0.106765 |
0.019246 |
|
|
525 |
|
10/27(32) |
CALL |
5.00 / 6.50 |
$10 / $140 / 0.07 |
72.77% / $1.46 / 1.04% / 10.56% |
76.19% / $5.10 |
$0.10 / $0.14 / $0.04 / 38 |
99 / 100.00% / 71 |
5 |
Legs |
Vertical |
Bearish |
$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) |
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 |
6.50 |
2.17% |
$0.02 / 19 |
$0.04 / 38 |
2 / 189 |
72.125640% |
0.113011 |
-0.003263 |
0.159158 |
0.002724 |
0.000446 |
|
668 |
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 |
|
708 |
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 |
|
735 |
Legs |
10/20(25) |
CALL |
5.00 / 7.00 |
$9 / $191 / 0.05 |
74.58% / $5.31 / 2.78% / 38.98% |
77.89% / $5.09 |
$0.09 / $0.11 / $0.02 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
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 |
7.00 |
0.36% |
$0.01 / 25 |
$0.02 / 13 |
80 / 2,059 |
81.579083% |
0.045363 |
-0.001802 |
0.088248 |
0.001217 |
0.000148 |
|
818 |
Legs |
11/17(53) |
CALL |
5.00 / 7.00 |
$19 / $181 / 0.11 |
69.57% / $4.23 / 2.34% / 15.23% |
74.90% / $5.19 |
$0.19 / $0.23 / $0.04 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
5.00 |
30.43% |
$0.23 / 345 |
$0.25 / 487 |
139 / 697 |
56.586682% |
0.456477 |
-0.005476 |
0.261652 |
0.007091 |
0.002546 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
7.00 |
2.57% |
$0.03 / 17 |
$0.04 / 18 |
2 / 323 |
67.846925% |
0.132667 |
-0.002916 |
0.141547 |
0.003836 |
0.000800 |
|
829 |
Legs |
10/13(18) |
CALL |
5.00 / 6.00 |
$6 / $94 / 0.06 |
77.16% / $0.68 / 0.72% / 12.04% |
79.58% / $5.06 |
$0.06 / $0.08 / $0.02 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
5.00 |
22.84% |
$0.08 / 438 |
$0.09 / 1,306 |
55 / 318 |
53.847413% |
0.358502 |
-0.008171 |
0.396748 |
0.004150 |
0.000854 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
6.00 |
2.24% |
0 / 0 |
$0.02 / 20 |
0 / 826 |
70.278220% |
0.107739 |
-0.004020 |
0.196739 |
0.002058 |
0.000267 |
|
|
530 |
|
10/20(25) |
CALL |
17.50 / 22.50 |
$55 / $445 / 0.12 |
75.14% / $0.87 / 0.20% / 2.37% |
78.67% / $18.05 |
$0.55 / $0.75 / $0.20 / 33 |
99 / 100.00% / 67 |
4 |
Legs |
Vertical |
Bearish |
$15.16 (-4.89%) / 524K |
|
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) |
10/20/2023 (M) |
CALL |
17.50 |
24.86% |
$0.75 / 57 |
$1.00 / 16 |
161 / 900 |
98.160943% |
0.425288 |
-0.039641 |
0.067866 |
0.016654 |
0.003932 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
22.50 |
5.25% |
$0.10 / 30 |
$0.20 / 33 |
1 / 338 |
94.085803% |
0.199219 |
-0.028117 |
0.048364 |
0.011868 |
0.001956 |
|
689 |
Legs |
10/20(25) |
CALL |
17.50 / 25.00 |
$65 / $685 / 0.10 |
75.14% / $20.08 / 2.93% / 41.45% |
79.26% / $18.15 |
$0.65 / $0.75 / $0.10 / 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 |
17.50 |
24.86% |
$0.75 / 57 |
$1.00 / 16 |
161 / 900 |
98.160943% |
0.425288 |
-0.039641 |
0.067866 |
0.016654 |
0.003932 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
25.00 |
2.19% |
0 / 0 |
$0.10 / 1 |
0 / 1,228 |
103.124351% |
0.131475 |
-0.021435 |
0.036918 |
0.009059 |
0.001316 |
|
771 |
Legs |
10/20(25) |
CALL |
20.00 / 22.50 |
$20 / $230 / 0.09 |
88.09% / $0.45 / 0.20% / 2.37% |
88.82% / $20.20 |
$0.20 / $0.40 / $0.20 / 33 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
20.00 |
11.91% |
$0.40 / 50 |
$0.45 / 8 |
0 / 2,775 |
99.767422% |
0.295650 |
-0.034834 |
0.059807 |
0.014676 |
0.002831 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
22.50 |
5.25% |
$0.10 / 30 |
$0.20 / 33 |
1 / 338 |
94.085803% |
0.199219 |
-0.028117 |
0.048364 |
0.011868 |
0.001956 |
|
809 |
Legs |
10/20(25) |
CALL |
17.50 / 30.00 |
$70 / $1,180 / 0.06 |
75.14% / $44.28 / 3.75% / 55.60% |
79.56% / $18.20 |
$0.70 / $0.75 / $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 |
17.50 |
24.86% |
$0.75 / 57 |
$1.00 / 16 |
161 / 900 |
98.160943% |
0.425288 |
-0.039641 |
0.067866 |
0.016654 |
0.003932 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
0.35% |
0 / 0 |
$0.05 / 1 |
0 / 351 |
116.953840% |
0.055314 |
-0.011216 |
0.019350 |
0.004748 |
0.000569 |
|
856 |
Legs |
10/20(25) |
CALL |
17.50 / 35.00 |
$70 / $1,680 / 0.04 |
75.14% / $50.81 / 3.02% / 42.98% |
79.56% / $18.20 |
$0.70 / $0.75 / $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 |
17.50 |
24.86% |
$0.75 / 57 |
$1.00 / 16 |
161 / 900 |
98.160943% |
0.425288 |
-0.039641 |
0.067866 |
0.016654 |
0.003932 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
35.00 |
0.05% |
0 / 0 |
$0.05 / 1 |
0 / 19 |
137.774856% |
0.022871 |
-0.005437 |
0.009391 |
0.002304 |
0.000239 |
|
|
545 |
|
10/20(25) |
CALL |
115.00 / 130.00 |
$115 / $1,385 / 0.08 |
75.43% / $21.87 / 1.58% / 20.68% |
78.57% / $116.15 |
$1.15 / $1.35 / $0.20 / 82 |
99 / 100.00% / 67 |
5 |
Legs |
Vertical |
Bearish |
$107.60 (+2.12%) / 864K |
|
Earnings: 09/26 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
115.00 |
24.57% |
$1.35 / 82 |
$1.50 / 84 |
17 / 1,020 |
31.376327% |
0.353056 |
-0.099432 |
0.024942 |
0.112844 |
0.027608 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
130.00 |
2.49% |
0 / 0 |
$0.20 / 146 |
1 / 155 |
37.228119% |
0.103119 |
-0.047296 |
0.012048 |
0.054509 |
0.008279 |
|
720 |
Legs |
10/20(25) |
PUT |
105.00 / 90.00 |
$215 / $1,285 / 0.17 |
63.56% / $20.73 / 1.61% / 21.17% |
70.78% / $102.85 |
$2.15 / $2.50 / $0.35 / 52 |
|
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 |
105.00 |
36.44% |
$2.50 / 52 |
$2.65 / 59 |
82 / 504 |
33.196007% |
-0.389151 |
-0.093012 |
0.025739 |
0.116449 |
-0.036833 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
90.00 |
4.75% |
$0.25 / 44 |
$0.35 / 181 |
6 / 7 |
41.987923% |
-0.081260 |
-0.037536 |
0.010099 |
0.045690 |
-0.007420 |
|
816 |
Legs |
10/20(25) |
PUT |
100.00 / 85.00 |
$70 / $1,430 / 0.05 |
79.00% / $4.40 / 0.31% / 3.76% |
80.77% / $99.30 |
$0.70 / $1.15 / $0.45 / 95 |
|
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 |
100.00 |
21.00% |
$1.15 / 95 |
$1.30 / 100 |
27 / 807 |
34.906992% |
-0.262889 |
-0.080142 |
0.021898 |
0.099074 |
-0.024536 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
85.00 |
1.90% |
$0.05 / 159 |
$0.45 / 205 |
0 / 4 |
50.441325% |
-0.035136 |
-0.019437 |
0.005204 |
0.023544 |
-0.003181 |
|
817 |
Legs |
10/20(25) |
PUT |
105.00 / 85.00 |
$205 / $1,795 / 0.11 |
63.56% / $62.01 / 3.45% / 50.32% |
70.46% / $102.95 |
$2.05 / $2.50 / $0.45 / 52 |
|
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 |
105.00 |
36.44% |
$2.50 / 52 |
$2.65 / 59 |
82 / 504 |
33.196007% |
-0.389151 |
-0.093012 |
0.025739 |
0.116449 |
-0.036833 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
85.00 |
1.90% |
$0.05 / 159 |
$0.45 / 205 |
0 / 4 |
50.441325% |
-0.035136 |
-0.019437 |
0.005204 |
0.023544 |
-0.003181 |
|
881 |
Legs |
10/20(25) |
CALL |
110.00 / 125.00 |
$275 / $1,225 / 0.22 |
58.95% / $21.53 / 1.76% / 23.26% |
68.54% / $112.75 |
$2.75 / $3.00 / $0.25 / 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 |
110.00 |
41.05% |
$3.00 / 152 |
$3.20 / 187 |
31 / 331 |
32.244001% |
0.477851 |
-0.107641 |
0.026737 |
0.120963 |
0.036861 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
125.00 |
6.00% |
$0.15 / 345 |
$0.25 / 125 |
1 / 194 |
30.786360% |
0.163481 |
-0.065266 |
0.016565 |
0.074943 |
0.013034 |
|
953 |
Legs |
12/15(81) |
PUT |
100.00 / 70.00 |
$205 / $2,795 / 0.07 |
71.36% / $12.57 / 0.45% / 1.87% |
74.86% / $97.95 |
$2.05 / $2.80 / $0.75 / 84 |
|
Underlying |
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 |
100.00 |
28.64% |
$2.80 / 84 |
$2.95 / 52 |
0 / 862 |
32.065912% |
-0.316806 |
-0.048668 |
0.013959 |
0.185107 |
-0.093412 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
70.00 |
2.52% |
0 / 0 |
$0.75 / 115 |
0 / 20 |
61.373649% |
-0.023652 |
-0.008040 |
0.002187 |
0.029008 |
-0.006508 |
|
|
558 |
|
10/20(25) |
CALL |
40.00 / 45.00 |
$35 / $465 / 0.08 |
74.45% / $4.56 / 0.98% / 12.44% |
77.47% / $40.35 |
$0.35 / $0.45 / $0.10 / 208 |
99 / 100.00% / 44 |
5 |
Legs |
Vertical |
Bearish |
$37.54 (-1.60%) / 1.8M |
|
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) |
10/20/2023 (M) |
CALL |
40.00 |
25.55% |
$0.45 / 291 |
$0.55 / 3 |
380 / 1,533 |
29.562684% |
0.358549 |
-0.032896 |
0.076769 |
0.039721 |
0.009867 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
45.00 |
2.45% |
$0.05 / 40 |
$0.10 / 208 |
3 / 1,231 |
35.822953% |
0.101107 |
-0.015292 |
0.036353 |
0.018810 |
0.002854 |
|
666 |
Legs |
11/17(53) |
CALL |
40.00 / 47.50 |
$90 / $660 / 0.14 |
68.06% / $18.44 / 2.79% / 18.44% |
74.06% / $40.90 |
$0.90 / $1.05 / $0.15 / 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 |
40.00 |
31.94% |
$1.05 / 2 |
$1.15 / 912 |
33 / 129 |
31.457871% |
0.422811 |
-0.025180 |
0.057375 |
0.058350 |
0.021932 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
47.50 |
3.38% |
$0.05 / 89 |
$0.15 / 720 |
0 / 31 |
33.023042% |
0.126145 |
-0.012943 |
0.030365 |
0.030881 |
0.006811 |
|
790 |
Legs |
10/20(25) |
PUT |
35.00 / 30.00 |
$30 / $470 / 0.06 |
80.54% / $10.33 / 2.20% / 29.81% |
82.73% / $34.70 |
$0.30 / $0.40 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
35.00 |
19.46% |
$0.40 / 1 |
$0.50 / 221 |
31 / 5,976 |
35.755422% |
-0.250582 |
-0.025419 |
0.065380 |
0.033828 |
-0.008128 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
1.54% |
0 / 0 |
$0.10 / 112 |
0 / 109 |
50.400032% |
-0.030918 |
-0.005700 |
0.014335 |
0.007417 |
-0.000975 |
|
893 |
Legs |
10/20(25) |
PUT |
37.50 / 32.50 |
$100 / $400 / 0.25 |
55.99% / $7.08 / 1.77% / 23.44% |
67.01% / $36.50 |
$1.00 / $1.20 / $0.20 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
37.50 |
44.01% |
$1.20 / 29 |
$1.30 / 78 |
48 / 876 |
33.973948% |
-0.445161 |
-0.030842 |
0.081202 |
0.042015 |
-0.014738 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
32.50 |
6.31% |
$0.15 / 2 |
$0.20 / 4 |
20 / 148 |
41.089388% |
-0.106187 |
-0.014849 |
0.037670 |
0.019491 |
-0.003390 |
|
904 |
Legs |
11/17(53) |
PUT |
37.50 / 30.00 |
$145 / $605 / 0.24 |
56.63% / $16.22 / 2.68% / 17.64% |
67.84% / $36.05 |
$1.45 / $1.70 / $0.25 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
37.50 |
43.37% |
$1.70 / 1 |
$1.80 / 303 |
8 / 149 |
33.998052% |
-0.435613 |
-0.021206 |
0.057710 |
0.058690 |
-0.029509 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
5.56% |
$0.15 / 287 |
$0.25 / 12 |
16 / 2 |
42.514117% |
-0.081390 |
-0.008597 |
0.022075 |
0.022451 |
-0.005219 |
|
930 |
Legs |
10/20(25) |
PUT |
37.50 / 30.00 |
$110 / $640 / 0.17 |
55.99% / $40.93 / 6.39% / 110.39% |
68.04% / $36.40 |
$1.10 / $1.20 / $0.10 / 29 |
|
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 |
37.50 |
44.01% |
$1.20 / 29 |
$1.30 / 78 |
48 / 876 |
33.973948% |
-0.445161 |
-0.030842 |
0.081202 |
0.042015 |
-0.014738 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
1.54% |
0 / 0 |
$0.10 / 112 |
0 / 109 |
50.400032% |
-0.030918 |
-0.005700 |
0.014335 |
0.007417 |
-0.000975 |
|
|
606 |
|
10/20(25) |
PUT |
267.50 / 240.00 |
$285 / $2,465 / 0.12 |
79.14% / $6.79 / 0.28% / 3.36% |
81.53% / $264.65 |
$2.85 / $4.00 / $1.15 / 26 |
99 / 100.00% / 32 |
3 |
Legs |
Vertical |
Bullish |
$288.20 (+1.35%) / 1.96M |
|
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) |
10/20/2023 (M) |
PUT |
267.50 |
20.86% |
$4.00 / 26 |
$4.20 / 41 |
0 / 10 |
40.400102% |
-0.259569 |
-0.234440 |
0.007398 |
0.265312 |
-0.065798 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
240.00 |
5.34% |
$1.00 / 132 |
$1.15 / 85 |
0 / 114 |
46.809370% |
-0.086300 |
-0.115511 |
0.003593 |
0.128844 |
-0.021384 |
|
752 |
Legs |
10/20(25) |
PUT |
265.00 / 235.00 |
$255 / $2,745 / 0.09 |
81.24% / $19.68 / 0.72% / 8.95% |
83.24% / $262.45 |
$2.55 / $3.50 / $0.95 / 145 |
|
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 |
265.00 |
18.76% |
$3.50 / 213 |
$3.80 / 186 |
0 / 205 |
40.951067% |
-0.239805 |
-0.225165 |
0.007093 |
0.254381 |
-0.060644 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
235.00 |
4.00% |
$0.80 / 73 |
$0.95 / 145 |
0 / 410 |
48.554325% |
-0.066358 |
-0.094737 |
0.002941 |
0.105476 |
-0.016387 |
|
842 |
Legs |
10/20(25) |
PUT |
260.00 / 235.00 |
$185 / $2,315 / 0.08 |
85.00% / $6.85 / 0.30% / 3.61% |
86.24% / $258.15 |
$1.85 / $2.80 / $0.95 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
260.00 |
15.00% |
$2.80 / 32 |
$3.00 / 116 |
0 / 319 |
42.164926% |
-0.202361 |
-0.204939 |
0.006436 |
0.230807 |
-0.050942 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
235.00 |
4.00% |
$0.80 / 73 |
$0.95 / 145 |
0 / 410 |
48.554325% |
-0.066358 |
-0.094737 |
0.002941 |
0.105476 |
-0.016387 |
|
861 |
Legs |
10/20(25) |
PUT |
260.00 / 230.00 |
$190 / $2,810 / 0.07 |
85.00% / $19.08 / 0.68% / 8.46% |
86.27% / $258.10 |
$1.90 / $2.80 / $0.90 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
260.00 |
15.00% |
$2.80 / 32 |
$3.00 / 116 |
0 / 319 |
42.164926% |
-0.202361 |
-0.204939 |
0.006436 |
0.230807 |
-0.050942 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
230.00 |
2.95% |
$0.45 / 199 |
$0.90 / 459 |
0 / 71 |
49.773646% |
-0.049875 |
-0.075812 |
0.002350 |
0.084263 |
-0.012277 |
|
|
613 |
|
10/20(25) |
PUT |
26.00 / 23.00 |
$14 / $286 / 0.05 |
69.52% / $0.80 / 0.28% / 3.42% |
72.26% / $25.86 |
$0.14 / $0.24 / $0.10 / 2 |
99 / 100.00% / 4 |
3 |
Legs |
Vertical |
Bullish |
$26.71 (+0.11%) / 1.86M |
|
|
|
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 |
26.00 |
30.48% |
$0.24 / 2 |
$0.25 / 151 |
9 / 6,522 |
19.175273% |
-0.348216 |
-0.014974 |
0.151637 |
0.027873 |
-0.007887 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
23.00 |
1.61% |
$0.01 / 189 |
$0.10 / 1,671 |
10 / 325 |
34.164314% |
-0.041115 |
-0.003639 |
0.036178 |
0.006650 |
-0.000908 |
|
990 |
Legs |
10/20(25) |
CALL |
27.00 / 33.00 |
$37 / $563 / 0.07 |
55.39% / $19.95 / 3.54% / 51.86% |
63.71% / $27.37 |
$0.37 / $0.40 / $0.03 / 356 |
|
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 |
27.00 |
44.61% |
$0.40 / 356 |
$0.43 / 636 |
11 / 2,378 |
16.311136% |
0.488082 |
-0.017222 |
0.163434 |
0.030042 |
0.009683 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
33.00 |
0.05% |
0 / 0 |
$0.03 / 1,230 |
0 / 254 |
37.518166% |
0.012686 |
-0.001390 |
0.013458 |
0.002474 |
0.000262 |
|
992 |
Legs |
10/20(25) |
CALL |
27.00 / 31.00 |
$23 / $377 / 0.06 |
55.39% / $4.99 / 1.32% / 17.11% |
60.63% / $27.23 |
$0.23 / $0.40 / $0.17 / 356 |
|
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 |
27.00 |
44.61% |
$0.40 / 356 |
$0.43 / 636 |
11 / 2,378 |
16.311136% |
0.488082 |
-0.017222 |
0.163434 |
0.030042 |
0.009683 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
31.00 |
1.02% |
0 / 0 |
$0.17 / 658 |
0 / 93 |
41.094873% |
0.060795 |
-0.005120 |
0.049410 |
0.009082 |
0.001245 |
|
994 |
Legs |
10/20(25) |
CALL |
27.00 / 32.00 |
$24 / $476 / 0.05 |
55.39% / $10.97 / 2.30% / 31.43% |
60.85% / $27.24 |
$0.24 / $0.40 / $0.16 / 356 |
|
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 |
27.00 |
44.61% |
$0.40 / 356 |
$0.43 / 636 |
11 / 2,378 |
16.311136% |
0.488082 |
-0.017222 |
0.163434 |
0.030042 |
0.009683 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
32.00 |
0.24% |
0 / 0 |
$0.16 / 1,398 |
0 / 390 |
46.584339% |
0.028896 |
-0.002802 |
0.027081 |
0.004978 |
0.000594 |
|
|
683 |
|
11/17(53) |
CALL |
21.00 / 27.00 |
$50 / $550 / 0.09 |
73.95% / $7.07 / 1.28% / 8.16% |
77.61% / $21.50 |
$0.50 / $0.85 / $0.35 / 339 |
99 / 100.00% / 36 |
4 |
Legs |
Vertical |
Bearish |
$19.05 (+2.25%) / 1.52M |
|
|
|
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 |
21.00 |
26.05% |
$0.85 / 339 |
$1.00 / 2,678 |
1 / 80 |
57.817868% |
0.404782 |
-0.018353 |
0.071631 |
0.028681 |
0.009792 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
27.00 |
2.90% |
$0.25 / 940 |
$0.35 / 2,479 |
0 / 2 |
71.326625% |
0.132322 |
-0.010156 |
0.039672 |
0.015885 |
0.003387 |
|
867 |
Legs |
10/20(25) |
CALL |
21.50 / 25.00 |
$15 / $335 / 0.05 |
84.29% / $0.84 / 0.25% / 3.05% |
85.44% / $21.65 |
$0.15 / $0.35 / $0.20 / 924 |
|
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 |
21.50 |
15.71% |
$0.35 / 924 |
$0.45 / 1,085 |
0 / 7 |
59.119834% |
0.290738 |
-0.022798 |
0.089029 |
0.018136 |
0.003839 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
25.00 |
1.94% |
$0.10 / 2,144 |
$0.20 / 2,671 |
0 / 657 |
70.883852% |
0.098854 |
-0.011571 |
0.045239 |
0.009216 |
0.001345 |
|
869 |
Legs |
10/06(11) |
CALL |
20.00 / 23.00 |
$20 / $280 / 0.07 |
74.37% / $3.59 / 1.28% / 33.91% |
77.42% / $20.20 |
$0.20 / $0.30 / $0.10 / 258 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
CALL |
20.00 |
25.63% |
$0.30 / 350 |
$0.40 / 2,186 |
1 / 51 |
51.905153% |
0.365080 |
-0.034775 |
0.135845 |
0.014314 |
0.002558 |
ARCA / ETF |
Long (Buy) |
10/06/2023 (W) |
CALL |
23.00 |
2.11% |
$0.05 / 80 |
$0.10 / 258 |
0 / 41 |
65.062007% |
0.097702 |
-0.015945 |
0.062385 |
0.006573 |
0.000706 |
|
886 |
Legs |
11/17(53) |
CALL |
23.00 / 30.00 |
$30 / $670 / 0.05 |
86.33% / $15.86 / 2.37% / 15.45% |
87.70% / $23.30 |
$0.30 / $0.55 / $0.25 / 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) |
CALL |
23.00 |
13.67% |
$0.55 / 181 |
$0.65 / 2,414 |
0 / 1 |
62.382075% |
0.288658 |
-0.016190 |
0.063206 |
0.025307 |
0.007152 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
0.78% |
$0.10 / 3,291 |
$0.25 / 2,520 |
9 / 35 |
75.158602% |
0.069102 |
-0.006305 |
0.024638 |
0.009865 |
0.001798 |
|
993 |
Legs |
09/29(4) |
PUT |
18.50 / 15.50 |
$20 / $280 / 0.07 |
60.14% / $5.23 / 1.87% / 117.68% |
65.53% / $18.30 |
$0.20 / $0.25 / $0.05 / 68 |
|
Underlying |
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 |
18.50 |
39.86% |
$0.25 / 1,778 |
$0.35 / 369 |
0 / 23 |
39.159352% |
-0.418049 |
-0.048889 |
0.193299 |
0.010863 |
-0.001866 |
ARCA / ETF |
Long (Buy) |
09/29/2023 (W) |
PUT |
15.50 |
1.21% |
0 / 0 |
$0.05 / 68 |
0 / 1 |
82.164104% |
-0.031876 |
-0.009003 |
0.035431 |
0.001991 |
-0.000137 |
|
|
731 |
|
11/17(53) |
CALL |
65.00 / 85.00 |
$145 / $1,855 / 0.08 |
75.65% / $2.33 / 0.13% / 0.77% |
78.54% / $66.45 |
$1.45 / $2.55 / $1.10 / 1,128 |
99 / 100.00% / 15 |
5 |
Legs |
Vertical |
Bearish |
$58.00 (+2.36%) / 270K |
|
|
|
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 |
65.00 |
24.35% |
$2.55 / 1,128 |
$2.95 / 612 |
0 / 21 |
62.364098% |
0.402933 |
-0.063648 |
0.020609 |
0.086464 |
0.028639 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
85.00 |
3.16% |
$0.85 / 228 |
$1.10 / 1,317 |
2 / 14 |
78.415240% |
0.145246 |
-0.037571 |
0.012174 |
0.051075 |
0.010967 |
|
753 |
Legs |
11/17(53) |
CALL |
65.00 / 90.00 |
$165 / $2,335 / 0.07 |
75.65% / $45.50 / 1.95% / 12.58% |
78.92% / $66.65 |
$1.65 / $2.55 / $0.90 / 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) |
CALL |
65.00 |
24.35% |
$2.55 / 1,128 |
$2.95 / 612 |
0 / 21 |
62.364098% |
0.402933 |
-0.063648 |
0.020609 |
0.086464 |
0.028639 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
90.00 |
1.76% |
$0.55 / 1,079 |
$0.90 / 1,179 |
44 / 220 |
79.892526% |
0.109336 |
-0.030828 |
0.009991 |
0.041916 |
0.008335 |
|
793 |
Legs |
11/17(53) |
CALL |
63.00 / 85.00 |
$190 / $2,010 / 0.10 |
71.21% / $15.95 / 0.79% / 4.97% |
75.44% / $64.90 |
$1.90 / $3.00 / $1.10 / 895 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
63.00 |
28.79% |
$3.00 / 895 |
$3.40 / 878 |
2 / 3 |
61.259682% |
0.439838 |
-0.064826 |
0.020990 |
0.088063 |
0.030977 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
85.00 |
3.16% |
$0.85 / 228 |
$1.10 / 1,317 |
2 / 14 |
78.415240% |
0.145246 |
-0.037571 |
0.012174 |
0.051075 |
0.010967 |
|
813 |
Legs |
11/17(53) |
CALL |
63.00 / 90.00 |
$210 / $2,490 / 0.08 |
71.21% / $63.51 / 2.55% / 16.72% |
75.85% / $65.10 |
$2.10 / $3.00 / $0.90 / 895 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
63.00 |
28.79% |
$3.00 / 895 |
$3.40 / 878 |
2 / 3 |
61.259682% |
0.439838 |
-0.064826 |
0.020990 |
0.088063 |
0.030977 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
90.00 |
1.76% |
$0.55 / 1,079 |
$0.90 / 1,179 |
44 / 220 |
79.892526% |
0.109336 |
-0.030828 |
0.009991 |
0.041916 |
0.008335 |
|
849 |
Legs |
11/17(53) |
CALL |
62.00 / 85.00 |
$220 / $2,080 / 0.11 |
68.80% / $26.25 / 1.26% / 8.01% |
73.93% / $64.20 |
$2.20 / $3.30 / $1.10 / 318 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
62.00 |
31.20% |
$3.30 / 318 |
$3.60 / 535 |
2 / 11 |
60.645238% |
0.458951 |
-0.065210 |
0.021114 |
0.088584 |
0.032165 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
85.00 |
3.16% |
$0.85 / 228 |
$1.10 / 1,317 |
2 / 14 |
78.415240% |
0.145246 |
-0.037571 |
0.012174 |
0.051075 |
0.010967 |
|
854 |
Legs |
10/20(25) |
CALL |
60.00 / 75.00 |
$160 / $1,340 / 0.12 |
66.16% / $10.29 / 0.77% / 9.61% |
71.82% / $61.60 |
$1.60 / $2.25 / $0.65 / 519 |
|
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 |
60.00 |
33.84% |
$2.25 / 756 |
$2.55 / 201 |
17 / 131 |
57.859715% |
0.452893 |
-0.091492 |
0.029615 |
0.063215 |
0.017236 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
75.00 |
3.76% |
$0.45 / 325 |
$0.65 / 519 |
3 / 39 |
73.180912% |
0.143329 |
-0.052214 |
0.016928 |
0.036135 |
0.005756 |
|
|
749 |
|
10/20(25) |
PUT |
95.00 / 80.00 |
$90 / $1,410 / 0.06 |
77.73% / $21.87 / 1.55% / 20.29% |
80.18% / $94.10 |
$0.90 / $1.40 / $0.50 / 36 |
99 / 100.00% / 64 |
5 |
Legs |
Vertical |
Bullish |
$102.20 (-0.71%) / 2M |
|
Earnings: 10/23 / Ex-Div: 09/28 ($1.24) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
95.00 |
22.27% |
$1.40 / 36 |
$1.60 / 32 |
69 / 224 |
37.810755% |
-0.272231 |
-0.080139 |
0.023489 |
0.095523 |
-0.024132 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
80.00 |
1.79% |
$0.25 / 1 |
$0.50 / 38 |
4 / 19 |
56.417077% |
-0.032150 |
-0.017474 |
0.005103 |
0.020754 |
-0.002760 |
|
772 |
Legs |
10/20(25) |
PUT |
95.00 / 65.00 |
$120 / $2,880 / 0.04 |
77.73% / $90.26 / 3.13% / 44.82% |
80.96% / $93.80 |
$1.20 / $1.40 / $0.20 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
95.00 |
22.27% |
$1.40 / 36 |
$1.60 / 32 |
69 / 224 |
37.810755% |
-0.272231 |
-0.080139 |
0.023489 |
0.095523 |
-0.024132 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
65.00 |
0.05% |
0 / 0 |
$0.20 / 39 |
343 / 206 |
83.835529% |
-0.000398 |
-0.000349 |
0.000102 |
0.000415 |
-0.000034 |
|
805 |
Legs |
10/20(25) |
CALL |
110.00 / 125.00 |
$60 / $1,440 / 0.04 |
79.00% / $3.02 / 0.21% / 2.55% |
80.60% / $110.60 |
$0.60 / $0.65 / $0.05 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
110.00 |
21.00% |
$0.65 / 20 |
$0.75 / 16 |
17 / 152 |
26.510391% |
0.321974 |
-0.086912 |
0.025358 |
0.103125 |
0.023967 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
125.00 |
1.63% |
0 / 0 |
$0.05 / 5 |
26 / 1,190 |
32.263996% |
0.082675 |
-0.037035 |
0.010791 |
0.043887 |
0.006316 |
|
822 |
Legs |
10/20(25) |
PUT |
100.00 / 85.00 |
$235 / $1,265 / 0.19 |
60.89% / $27.85 / 2.20% / 29.86% |
69.43% / $97.65 |
$2.35 / $2.85 / $0.50 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
100.00 |
39.11% |
$2.85 / 24 |
$3.10 / 6 |
303 / 1,899 |
35.594754% |
-0.407038 |
-0.093341 |
0.027431 |
0.111555 |
-0.036632 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
85.00 |
4.72% |
$0.35 / 82 |
$0.50 / 5 |
11 / 27 |
46.360383% |
-0.079109 |
-0.035715 |
0.010438 |
0.042451 |
-0.006851 |
|
877 |
Legs |
10/20(25) |
PUT |
100.00 / 80.00 |
$235 / $1,765 / 0.13 |
60.89% / $78.86 / 4.47% / 68.96% |
69.43% / $97.65 |
$2.35 / $2.85 / $0.50 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
100.00 |
39.11% |
$2.85 / 24 |
$3.10 / 6 |
303 / 1,899 |
35.594754% |
-0.407038 |
-0.093341 |
0.027431 |
0.111555 |
-0.036632 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
80.00 |
1.79% |
$0.25 / 1 |
$0.50 / 38 |
4 / 19 |
56.417077% |
-0.032150 |
-0.017474 |
0.005103 |
0.020754 |
-0.002760 |
|
926 |
Legs |
12/15(81) |
PUT |
95.00 / 65.00 |
$290 / $2,710 / 0.11 |
69.15% / $69.96 / 2.58% / 11.10% |
74.47% / $92.10 |
$2.90 / $3.30 / $0.40 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
95.00 |
30.85% |
$3.30 / 23 |
$3.80 / 45 |
1 / 117 |
35.180152% |
-0.329648 |
-0.050167 |
0.014894 |
0.177540 |
-0.092491 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
65.00 |
2.48% |
$0.35 / 8 |
$0.40 / 39 |
13 / 195 |
55.010524% |
-0.020570 |
-0.006997 |
0.002049 |
0.024429 |
-0.005361 |
|
|
758 |
|
11/17(53) |
PUT |
4.50 / 1.50 |
$15 / $285 / 0.05 |
73.95% / $2.90 / 1.02% / 6.40% |
76.90% / $4.35 |
$0.15 / $0.20 / $0.05 / 359 |
99 / 100.00% / 65 |
3 |
Legs |
Vertical |
Bullish |
$5.23 (+6.09%) / 9.21M |
|
Earnings: 09/29 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
4.50 |
26.05% |
$0.20 / 359 |
$0.25 / 573 |
45 / 25,523 |
68.016211% |
-0.275681 |
-0.005604 |
0.167759 |
0.006885 |
-0.002898 |
NYSEAM / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1.50 |
1.48% |
0 / 0 |
$0.05 / 430 |
0 / 44 |
200.172197% |
-0.000258 |
-0.000017 |
0.000482 |
0.000020 |
-0.000002 |
|
859 |
Legs |
11/17(53) |
PUT |
5.00 / 2.50 |
$35 / $215 / 0.16 |
62.25% / $4.43 / 2.06% / 13.33% |
70.75% / $4.65 |
$0.35 / $0.40 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
37.75% |
$0.40 / 1 |
$0.45 / 875 |
32 / 548 |
67.998772% |
-0.374556 |
-0.006296 |
0.190343 |
0.007812 |
-0.004068 |
NYSEAM / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.50 |
4.18% |
0 / 0 |
$0.05 / 1,178 |
20 / 218 |
124.823525% |
-0.016381 |
-0.000701 |
0.020510 |
0.000842 |
-0.000154 |
|
870 |
Legs |
10/20(25) |
PUT |
5.00 / 3.00 |
$20 / $180 / 0.11 |
62.83% / $4.10 / 2.28% / 31.02% |
69.78% / $4.80 |
$0.20 / $0.25 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
5.00 |
37.17% |
$0.25 / 1 |
$0.30 / 1,021 |
210 / 776 |
66.665289% |
-0.380547 |
-0.009026 |
0.268171 |
0.005599 |
-0.001929 |
NYSEAM / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
3.00 |
2.38% |
0 / 0 |
$0.05 / 1,143 |
0 / 250 |
136.897797% |
-0.014648 |
-0.000898 |
0.026122 |
0.000545 |
-0.000067 |
|
899 |
Legs |
11/17(53) |
PUT |
5.00 / 2.00 |
$30 / $270 / 0.11 |
62.25% / $5.33 / 1.97% / 12.74% |
69.62% / $4.70 |
$0.30 / $0.40 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
5.00 |
37.75% |
$0.40 / 1 |
$0.45 / 875 |
32 / 548 |
67.998772% |
-0.374556 |
-0.006296 |
0.190343 |
0.007812 |
-0.004068 |
NYSEAM / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
2.00 |
2.51% |
0 / 0 |
$0.10 / 1,376 |
0 / 213 |
186.280570% |
-0.003271 |
-0.000170 |
0.004966 |
0.000204 |
-0.000030 |
|
|
823 |
|
10/27(32) |
PUT |
520.00 / 460.00 |
$305 / $5,695 / 0.05 |
86.88% / $7.21 / 0.13% / 1.23% |
87.77% / $516.95 |
$3.05 / $4.40 / $1.35 / 5 |
99 / 100.00% / 85 |
4 |
Legs |
Vertical |
Bullish |
$588.0001 (+1.01%) / 838K |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
520.00 |
13.12% |
$4.40 / 5 |
$4.60 / 6 |
3 / 109 |
37.604494% |
-0.181068 |
-0.320089 |
0.002900 |
0.487150 |
-0.114698 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
460.00 |
2.67% |
$0.70 / 91 |
$1.35 / 44 |
0 / 1 |
44.506231% |
-0.043934 |
-0.114399 |
0.001024 |
0.171994 |
-0.027236 |
|
874 |
Legs |
10/20(25) |
PUT |
530.00 / 480.00 |
$305 / $4,695 / 0.07 |
85.82% / $6.67 / 0.14% / 1.72% |
86.89% / $526.95 |
$3.05 / $4.40 / $1.35 / 70 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
530.00 |
14.18% |
$4.40 / 70 |
$4.70 / 42 |
13 / 148 |
37.440092% |
-0.196086 |
-0.375769 |
0.003394 |
0.459275 |
-0.099324 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
480.00 |
3.26% |
$1.05 / 137 |
$1.35 / 138 |
1 / 121 |
43.623838% |
-0.057973 |
-0.159184 |
0.001423 |
0.192530 |
-0.028833 |
|
890 |
Legs |
10/20(25) |
PUT |
525.00 / 470.00 |
$280 / $5,220 / 0.05 |
87.54% / $36.39 / 0.70% / 8.69% |
88.43% / $522.20 |
$2.80 / $3.90 / $1.10 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
525.00 |
12.46% |
$3.90 / 20 |
$4.10 / 52 |
5 / 22 |
38.053206% |
-0.177691 |
-0.354019 |
0.003193 |
0.432114 |
-0.089817 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
470.00 |
2.32% |
$0.80 / 161 |
$1.10 / 125 |
0 / 36 |
45.234866% |
-0.042334 |
-0.124055 |
0.001107 |
0.149817 |
-0.020991 |
|
905 |
Legs |
10/20(25) |
PUT |
520.00 / 470.00 |
$230 / $4,770 / 0.05 |
89.09% / $18.88 / 0.40% / 4.85% |
89.75% / $517.70 |
$2.30 / $3.40 / $1.10 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
520.00 |
10.91% |
$3.40 / 35 |
$3.60 / 35 |
2 / 137 |
38.627935% |
-0.160263 |
-0.331723 |
0.002989 |
0.404390 |
-0.080843 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
470.00 |
2.32% |
$0.80 / 161 |
$1.10 / 125 |
0 / 36 |
45.234866% |
-0.042334 |
-0.124055 |
0.001107 |
0.149817 |
-0.020991 |
|
908 |
Legs |
10/20(25) |
PUT |
520.00 / 460.00 |
$250 / $5,750 / 0.04 |
89.09% / $56.70 / 0.99% / 12.50% |
89.81% / $517.50 |
$2.50 / $3.40 / $0.90 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
520.00 |
10.91% |
$3.40 / 35 |
$3.60 / 35 |
2 / 137 |
38.627935% |
-0.160263 |
-0.331723 |
0.002989 |
0.404390 |
-0.080843 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
460.00 |
1.63% |
$0.60 / 146 |
$0.90 / 179 |
0 / 51 |
46.827934% |
-0.030074 |
-0.093872 |
0.000837 |
0.113211 |
-0.014870 |
|
|
876 |
|
11/17(53) |
PUT |
7.00 / 4.00 |
$35 / $265 / 0.13 |
62.45% / $4.95 / 1.87% / 12.03% |
69.97% / $6.65 |
$0.35 / $0.45 / $0.10 / 258 |
99 / 100.00% / 27 |
|
Legs |
Vertical |
Bullish |
$7.18 (-3.10%) / 836K |
|
|
|
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 |
7.00 |
37.55% |
$0.45 / 258 |
$0.50 / 781 |
0 / 148 |
55.968239% |
-0.377587 |
-0.007342 |
0.166663 |
0.010957 |
-0.005441 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
4.00 |
3.27% |
0 / 0 |
$0.10 / 2,632 |
0 / 9 |
114.508582% |
-0.017368 |
-0.000848 |
0.018879 |
0.001241 |
-0.000223 |
|
942 |
|
10/20(25) |
CALL |
11.00 / 15.00 |
$20 / $380 / 0.05 |
64.15% / $6.50 / 1.71% / 22.57% |
68.45% / $11.20 |
$0.20 / $0.30 / $0.10 / 1,098 |
99 / 100.00% / 31 |
|
Legs |
Vertical |
Bearish |
$10.64 (-0.37%) / 168K |
|
|
|
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 |
11.00 |
35.85% |
$0.30 / 1,098 |
$0.40 / 2,790 |
5 / 140 |
45.864568% |
0.463046 |
-0.015823 |
0.171879 |
0.011751 |
0.003298 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
15.00 |
0.83% |
0 / 0 |
$0.10 / 1,829 |
0 / 9 |
86.618995% |
0.066008 |
-0.005113 |
0.055621 |
0.003803 |
0.000503 |
|
956 |
|
10/20(25) |
CALL |
55.00 / 60.00 |
$45 / $455 / 0.10 |
58.86% / $3.82 / 0.84% / 10.56% |
65.02% / $55.45 |
$0.45 / $0.50 / $0.05 / 1 |
99 / 100.00% / 9 |
2 |
Legs |
Vertical |
Bearish |
$54.34 (+0.52%) / 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) |
10/20/2023 (M) |
CALL |
55.00 |
41.14% |
$0.50 / 570 |
$0.65 / 610 |
6 / 36 |
13.148967% |
0.458088 |
-0.027707 |
0.100858 |
0.060691 |
0.018751 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
60.00 |
2.53% |
0 / 0 |
$0.05 / 1 |
0 / 68 |
19.496927% |
0.095212 |
-0.011653 |
0.043101 |
0.025936 |
0.003979 |
|
970 |
Legs |
10/20(25) |
PUT |
54.00 / 48.00 |
$40 / $560 / 0.07 |
57.56% / $9.58 / 1.71% / 22.58% |
63.14% / $53.60 |
$0.40 / $0.55 / $0.15 / 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 |
54.00 |
42.44% |
$0.55 / 25 |
$0.65 / 186 |
0 / 52 |
13.476865% |
-0.438672 |
-0.025432 |
0.100229 |
0.060313 |
-0.020020 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
48.00 |
1.19% |
0 / 0 |
$0.15 / 148 |
0 / 6 |
31.205458% |
-0.037165 |
-0.005396 |
0.020667 |
0.012436 |
-0.001653 |
|
977 |
Legs |
10/20(25) |
CALL |
55.00 / 61.00 |
$25 / $575 / 0.04 |
58.86% / $1.94 / 0.34% / 4.13% |
62.33% / $55.25 |
$0.25 / $0.50 / $0.25 / 509 |
|
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 |
55.00 |
41.14% |
$0.50 / 570 |
$0.65 / 610 |
6 / 36 |
13.148967% |
0.458088 |
-0.027707 |
0.100858 |
0.060691 |
0.018751 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
61.00 |
1.12% |
0 / 0 |
$0.25 / 509 |
0 / 24 |
31.640793% |
0.062000 |
-0.008400 |
0.031118 |
0.018725 |
0.002598 |
|
|
973 |
|
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 |
|
980 |
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 |
|
|
997 |
|
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 |
|
361 |
|
11/17(53) |
PUT |
95.00 / 75.00 |
$235 / $1,765 / 0.13 |
70.53% / $15.78 / 0.89% / 5.62% |
75.30% / $92.65 |
$2.35 / $2.80 / $0.45 / 49 |
99 / 99.95% / 51 |
5 |
Legs |
Vertical |
Bullish |
$101.00 (+1.47%) / 1.63M |
|
Earnings: 10/18 / Ex-Div: 09/28 ($0.43) |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
95.00 |
29.47% |
$2.80 / 49 |
$2.95 / 91 |
14 / 184 |
37.784539% |
-0.324741 |
-0.064813 |
0.016633 |
0.144490 |
-0.059688 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
4.66% |
$0.15 / 164 |
$0.45 / 481 |
0 / 24 |
46.650636% |
-0.058510 |
-0.021573 |
0.005405 |
0.046950 |
-0.010221 |
|
434 |
Legs |
11/17(53) |
PUT |
95.00 / 70.00 |
$240 / $2,260 / 0.11 |
70.53% / $54.31 / 2.40% / 15.70% |
75.40% / $92.60 |
$2.40 / $2.80 / $0.40 / 49 |
|
Underlying |
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 |
95.00 |
29.47% |
$2.80 / 49 |
$2.95 / 91 |
14 / 184 |
37.784539% |
-0.324741 |
-0.064813 |
0.016633 |
0.144490 |
-0.059688 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
2.64% |
$0.05 / 199 |
$0.40 / 608 |
0 / 26 |
52.396011% |
-0.029221 |
-0.012340 |
0.003081 |
0.026764 |
-0.005055 |
|
460 |
Legs |
11/17(53) |
PUT |
95.00 / 65.00 |
$250 / $2,750 / 0.09 |
70.53% / $97.04 / 3.53% / 23.73% |
75.59% / $92.50 |
$2.50 / $2.80 / $0.30 / 49 |
|
Underlying |
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 |
95.00 |
29.47% |
$2.80 / 49 |
$2.95 / 91 |
14 / 184 |
37.784539% |
-0.324741 |
-0.064813 |
0.016633 |
0.144490 |
-0.059688 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
1.45% |
0 / 0 |
$0.30 / 162 |
0 / 2 |
64.291078% |
-0.012498 |
-0.006015 |
0.001497 |
0.013008 |
-0.002143 |
|
541 |
Legs |
11/17(53) |
CALL |
110.00 / 130.00 |
$215 / $1,785 / 0.12 |
71.44% / $6.85 / 0.38% / 2.38% |
75.70% / $112.15 |
$2.15 / $2.55 / $0.40 / 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 |
110.00 |
28.56% |
$2.55 / 3 |
$2.65 / 28 |
18 / 375 |
33.633547% |
0.404582 |
-0.075811 |
0.017905 |
0.155541 |
0.055605 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
130.00 |
4.53% |
$0.05 / 711 |
$0.40 / 402 |
1 / 42 |
33.796641% |
0.152045 |
-0.045557 |
0.010884 |
0.094544 |
0.021734 |
|
542 |
Legs |
10/20(25) |
PUT |
95.00 / 80.00 |
$135 / $1,365 / 0.10 |
75.39% / $30.73 / 2.25% / 30.62% |
78.93% / $93.65 |
$1.35 / $1.60 / $0.25 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
95.00 |
24.61% |
$1.60 / 22 |
$1.75 / 182 |
29 / 655 |
39.226298% |
-0.292070 |
-0.088434 |
0.022278 |
0.098460 |
-0.026057 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
80.00 |
2.77% |
$0.15 / 70 |
$0.25 / 172 |
5 / 21 |
49.354306% |
-0.046262 |
-0.025326 |
0.006290 |
0.027798 |
-0.003989 |
|
587 |
Legs |
10/20(25) |
PUT |
95.00 / 75.00 |
$145 / $1,855 / 0.08 |
75.39% / $68.91 / 3.71% / 54.92% |
79.18% / $93.55 |
$1.45 / $1.60 / $0.15 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
95.00 |
24.61% |
$1.60 / 22 |
$1.75 / 182 |
29 / 655 |
39.226298% |
-0.292070 |
-0.088434 |
0.022278 |
0.098460 |
-0.026057 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
75.00 |
1.10% |
0 / 0 |
$0.15 / 155 |
0 / 4 |
57.239234% |
-0.017493 |
-0.011320 |
0.002804 |
0.012392 |
-0.001496 |
|
|
511 |
|
11/17(53) |
CALL |
155.00 / 175.00 |
$185 / $1,815 / 0.10 |
71.55% / $29.37 / 1.62% / 10.36% |
75.73% / $156.85 |
$1.85 / $2.15 / $0.30 / 31 |
99 / 99.28% / 29 |
5 |
Legs |
Vertical |
Bearish |
$146.35 (+0.49%) / 570K |
|
Earnings: 10/19 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
155.00 |
28.45% |
$2.15 / 31 |
$2.35 / 43 |
30 / 194 |
21.292720% |
0.380393 |
-0.067417 |
0.019504 |
0.220934 |
0.079929 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
175.00 |
3.00% |
0 / 0 |
$0.30 / 44 |
0 / 558 |
25.324164% |
0.111216 |
-0.033131 |
0.009721 |
0.110115 |
0.024013 |
|
585 |
Legs |
11/17(53) |
PUT |
140.00 / 120.00 |
$160 / $1,840 / 0.09 |
72.47% / $19.20 / 1.04% / 6.58% |
76.06% / $138.40 |
$1.60 / $2.20 / $0.60 / 43 |
|
Underlying |
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 |
140.00 |
27.53% |
$2.20 / 43 |
$2.35 / 9 |
0 / 81 |
23.397028% |
-0.318366 |
-0.057660 |
0.018282 |
0.207090 |
-0.079943 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
2.79% |
$0.05 / 51 |
$0.60 / 91 |
0 / 9 |
31.591898% |
-0.050944 |
-0.017395 |
0.005371 |
0.060842 |
-0.012393 |
|
670 |
Legs |
10/20(25) |
PUT |
140.00 / 130.00 |
$85 / $915 / 0.09 |
78.34% / $1.13 / 0.12% / 1.49% |
80.72% / $139.15 |
$0.85 / $1.25 / $0.40 / 40 |
|
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 |
140.00 |
21.66% |
$1.25 / 45 |
$1.40 / 30 |
27 / 504 |
24.808980% |
-0.275355 |
-0.077308 |
0.024012 |
0.138384 |
-0.034169 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
4.10% |
$0.30 / 22 |
$0.40 / 40 |
4 / 6 |
30.041484% |
-0.083578 |
-0.036024 |
0.011056 |
0.063716 |
-0.010212 |
|
707 |
Legs |
11/17(53) |
PUT |
140.00 / 115.00 |
$130 / $2,370 / 0.06 |
72.47% / $32.70 / 1.38% / 8.78% |
75.41% / $138.70 |
$1.30 / $2.20 / $0.90 / 43 |
|
Underlying |
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 |
140.00 |
27.53% |
$2.20 / 43 |
$2.35 / 9 |
0 / 81 |
23.397028% |
-0.318366 |
-0.057660 |
0.018282 |
0.207090 |
-0.079943 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
1.33% |
0 / 0 |
$0.90 / 89 |
0 / 8 |
46.030610% |
-0.025161 |
-0.009800 |
0.003015 |
0.034157 |
-0.006087 |
|
717 |
Legs |
10/20(25) |
CALL |
155.00 / 170.00 |
$95 / $1,405 / 0.07 |
78.66% / $36.95 / 2.63% / 36.55% |
81.26% / $155.95 |
$0.95 / $1.05 / $0.10 / 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 |
155.00 |
21.34% |
$1.05 / 46 |
$1.15 / 28 |
15 / 501 |
21.853570% |
0.313754 |
-0.087084 |
0.025501 |
0.146966 |
0.034564 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
170.00 |
1.39% |
$0.05 / 2 |
$0.10 / 1 |
0 / 13 |
24.306438% |
0.071689 |
-0.033272 |
0.009840 |
0.056709 |
0.008045 |
|
830 |
Legs |
10/20(25) |
PUT |
145.00 / 130.00 |
$220 / $1,280 / 0.17 |
61.13% / $32.24 / 2.52% / 34.79% |
69.33% / $142.80 |
$2.20 / $2.60 / $0.40 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
145.00 |
38.87% |
$2.60 / 42 |
$2.80 / 1 |
25 / 504 |
23.257078% |
-0.410864 |
-0.089083 |
0.027957 |
0.161122 |
-0.051511 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
4.10% |
$0.30 / 22 |
$0.40 / 40 |
4 / 6 |
30.041484% |
-0.083578 |
-0.036024 |
0.011056 |
0.063716 |
-0.010212 |
|
|
703 |
|
10/20(25) |
PUT |
14.00 / 10.00 |
$20 / $380 / 0.05 |
74.63% / $8.20 / 2.16% / 29.22% |
77.57% / $13.80 |
$0.20 / $0.25 / $0.05 / 5 |
99 / 99.28% / 20 |
4 |
Legs |
Vertical |
Bullish |
$15.18 (-1.62%) / 280K |
|
|
|
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 |
14.00 |
25.37% |
$0.25 / 500 |
$0.40 / 619 |
0 / 57 |
47.907580% |
-0.293860 |
-0.016140 |
0.123048 |
0.014719 |
-0.003997 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
0.89% |
0 / 0 |
$0.05 / 5 |
10 / 76 |
85.822901% |
-0.008985 |
-0.001157 |
0.008675 |
0.001038 |
-0.000115 |
|
857 |
Legs |
10/20(25) |
CALL |
16.00 / 20.00 |
$25 / $375 / 0.07 |
67.69% / $6.53 / 1.74% / 23.02% |
71.90% / $16.25 |
$0.25 / $0.35 / $0.10 / 40 |
|
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 |
16.00 |
32.31% |
$0.35 / 40 |
$0.45 / 1,031 |
8 / 126 |
41.777447% |
0.426979 |
-0.019371 |
0.140093 |
0.016758 |
0.004518 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
20.00 |
1.40% |
0 / 0 |
$0.10 / 509 |
6 / 113 |
65.989836% |
0.081727 |
-0.007382 |
0.053993 |
0.006459 |
0.000908 |
|
871 |
Legs |
10/20(25) |
CALL |
16.00 / 22.00 |
$30 / $570 / 0.05 |
67.69% / $18.39 / 3.23% / 46.39% |
72.70% / $16.30 |
$0.30 / $0.35 / $0.05 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
16.00 |
32.31% |
$0.35 / 40 |
$0.45 / 1,031 |
8 / 126 |
41.777447% |
0.426979 |
-0.019371 |
0.140093 |
0.016758 |
0.004518 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
22.00 |
0.16% |
0 / 0 |
$0.05 / 5 |
11 / 220 |
72.043021% |
0.028048 |
-0.003137 |
0.022996 |
0.002751 |
0.000316 |
|
885 |
Legs |
10/20(25) |
CALL |
16.00 / 21.00 |
$20 / $480 / 0.04 |
67.69% / $8.73 / 1.82% / 24.15% |
71.08% / $16.20 |
$0.20 / $0.35 / $0.15 / 40 |
|
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 |
16.00 |
32.31% |
$0.35 / 40 |
$0.45 / 1,031 |
8 / 126 |
41.777447% |
0.426979 |
-0.019371 |
0.140093 |
0.016758 |
0.004518 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
21.00 |
0.50% |
0 / 0 |
$0.15 / 619 |
0 / 245 |
81.886263% |
0.048652 |
-0.004924 |
0.036064 |
0.004314 |
0.000544 |
|
950 |
Legs |
10/20(25) |
PUT |
15.00 / 10.00 |
$55 / $445 / 0.12 |
56.79% / $22.98 / 5.16% / 82.97% |
67.20% / $14.45 |
$0.55 / $0.60 / $0.05 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
43.21% |
$0.60 / 25 |
$0.75 / 590 |
22 / 192 |
45.666569% |
-0.433184 |
-0.018254 |
0.140481 |
0.016804 |
-0.006019 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
0.89% |
0 / 0 |
$0.05 / 5 |
10 / 76 |
85.822901% |
-0.008985 |
-0.001157 |
0.008675 |
0.001038 |
-0.000115 |
|
|
628 |
|
10/20(25) |
CALL |
230.00 / 270.00 |
$200 / $3,800 / 0.05 |
73.52% / $71.83 / 1.89% / 25.20% |
76.43% / $232.00 |
$2.00 / $2.95 / $0.95 / 1 |
99 / 99.00% / 90 |
5 |
Legs |
Vertical |
Bearish |
$215.97 (+0.44%) / 407K |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
230.00 |
26.48% |
$2.95 / 1 |
$3.30 / 7 |
21 / 43 |
31.014075% |
0.367595 |
-0.197600 |
0.012776 |
0.230433 |
0.057923 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
270.00 |
1.00% |
0 / 0 |
$0.95 / 5 |
0 / 5 |
50.211822% |
0.064365 |
-0.065077 |
0.004269 |
0.076995 |
0.010480 |
|
634 |
Legs |
10/20(25) |
CALL |
230.00 / 280.00 |
$235 / $4,765 / 0.05 |
73.52% / $140.41 / 2.95% / 41.69% |
76.92% / $232.35 |
$2.35 / $2.95 / $0.60 / 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 |
230.00 |
26.48% |
$2.95 / 1 |
$3.30 / 7 |
21 / 43 |
31.014075% |
0.367595 |
-0.197600 |
0.012776 |
0.230433 |
0.057923 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
280.00 |
0.34% |
0 / 0 |
$0.60 / 1 |
0 / 2 |
51.527537% |
0.036967 |
-0.041720 |
0.002742 |
0.049449 |
0.006048 |
|
692 |
Legs |
11/17(53) |
CALL |
230.00 / 270.00 |
$505 / $3,495 / 0.14 |
67.72% / $31.80 / 0.91% / 5.72% |
73.33% / $235.05 |
$5.05 / $6.00 / $0.95 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
32.28% |
$6.00 / 9 |
$6.50 / 6 |
0 / 19 |
31.654470% |
0.427479 |
-0.148830 |
0.009481 |
0.336100 |
0.126732 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
270.00 |
4.80% |
$0.70 / 5 |
$0.95 / 5 |
1 / 64 |
34.353028% |
0.152786 |
-0.088082 |
0.005709 |
0.202388 |
0.047082 |
|
724 |
Legs |
11/17(53) |
CALL |
240.00 / 280.00 |
$280 / $3,720 / 0.08 |
78.22% / $38.41 / 1.03% / 6.51% |
80.69% / $242.80 |
$2.80 / $3.40 / $0.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
240.00 |
21.78% |
$3.40 / 10 |
$3.80 / 6 |
3 / 56 |
31.349056% |
0.342319 |
-0.138574 |
0.008880 |
0.314819 |
0.102736 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
2.63% |
0 / 0 |
$0.60 / 1 |
0 / 16 |
36.404234% |
0.112076 |
-0.070951 |
0.004610 |
0.163425 |
0.034759 |
|
762 |
Legs |
11/17(53) |
CALL |
230.00 / 280.00 |
$540 / $4,460 / 0.12 |
67.72% / $136.38 / 3.06% / 20.32% |
73.70% / $235.40 |
$5.40 / $6.00 / $0.60 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
230.00 |
32.28% |
$6.00 / 9 |
$6.50 / 6 |
0 / 19 |
31.654470% |
0.427479 |
-0.148830 |
0.009481 |
0.336100 |
0.126732 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
280.00 |
2.63% |
0 / 0 |
$0.60 / 1 |
0 / 16 |
36.404234% |
0.112076 |
-0.070951 |
0.004610 |
0.163425 |
0.034759 |
|
925 |
Legs |
10/20(25) |
CALL |
220.00 / 250.00 |
$565 / $2,435 / 0.23 |
56.29% / $13.75 / 0.56% / 6.99% |
66.52% / $225.65 |
$5.65 / $6.40 / $0.75 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
220.00 |
43.71% |
$6.40 / 10 |
$7.00 / 6 |
0 / 7 |
31.863204% |
0.495615 |
-0.210806 |
0.013523 |
0.243904 |
0.077011 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
250.00 |
6.54% |
$0.55 / 6 |
$0.75 / 5 |
0 / 222 |
33.009937% |
0.170483 |
-0.131769 |
0.008599 |
0.155101 |
0.027401 |
|
|
233 |
|
10/20(25) |
PUT |
149.00 / 135.00 |
$195 / $1,205 / 0.16 |
68.87% / $23.63 / 1.96% / 26.25% |
74.50% / $147.05 |
$1.95 / $2.42 / $0.47 / 27 |
93 / 97.77% / 22 |
5 |
Legs |
Vertical |
Bullish |
$153.08 (-1.05%) / 2.38M |
|
Earnings: 10/20 |
|
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 |
149.00 |
31.13% |
$2.42 / 27 |
$2.48 / 25 |
15 / 26 |
27.183792% |
-0.352047 |
-0.098523 |
0.022906 |
0.160822 |
-0.046271 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
135.00 |
4.99% |
$0.42 / 273 |
$0.47 / 284 |
36 / 549 |
32.876804% |
-0.093960 |
-0.045492 |
0.010351 |
0.072672 |
-0.012075 |
|
279 |
Legs |
10/27(32) |
PUT |
150.00 / 135.00 |
$244 / $1,256 / 0.19 |
64.77% / $3.48 / 0.28% / 2.71% |
71.46% / $147.56 |
$2.44 / $3.05 / $0.61 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
150.00 |
35.23% |
$3.05 / 65 |
$3.20 / 30 |
25 / 213 |
26.444347% |
-0.381826 |
-0.089907 |
0.021114 |
0.184022 |
-0.063011 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
135.00 |
6.81% |
$0.54 / 40 |
$0.61 / 40 |
13 / 14 |
31.555641% |
-0.115365 |
-0.047112 |
0.010779 |
0.093944 |
-0.018558 |
|
300 |
Legs |
10/20(25) |
PUT |
149.00 / 130.00 |
$210 / $1,690 / 0.12 |
68.87% / $74.59 / 4.41% / 67.92% |
74.90% / $146.90 |
$2.10 / $2.42 / $0.32 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
149.00 |
31.13% |
$2.42 / 27 |
$2.48 / 25 |
15 / 26 |
27.183792% |
-0.352047 |
-0.098523 |
0.022906 |
0.160822 |
-0.046271 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
2.09% |
$0.21 / 783 |
$0.32 / 550 |
15 / 536 |
35.895345% |
-0.046946 |
-0.026728 |
0.006055 |
0.042512 |
-0.005998 |
|
348 |
Legs |
10/20(25) |
PUT |
149.00 / 125.00 |
$225 / $2,175 / 0.10 |
68.87% / $119.82 / 5.51% / 90.32% |
75.31% / $146.75 |
$2.25 / $2.42 / $0.17 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
149.00 |
31.13% |
$2.42 / 27 |
$2.48 / 25 |
15 / 26 |
27.183792% |
-0.352047 |
-0.098523 |
0.022906 |
0.160822 |
-0.046271 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
125.00 |
0.79% |
$0.13 / 188 |
$0.17 / 374 |
21 / 312 |
38.533484% |
-0.020292 |
-0.013406 |
0.003027 |
0.021250 |
-0.002580 |
|
365 |
Legs |
10/27(32) |
PUT |
145.00 / 130.00 |
$139 / $1,361 / 0.10 |
77.66% / $26.42 / 1.94% / 20.48% |
80.64% / $143.61 |
$1.39 / $1.77 / $0.38 / 10 |
|
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 |
145.00 |
22.34% |
$1.77 / 10 |
$1.86 / 1 |
3 / 32 |
27.945339% |
-0.277761 |
-0.079982 |
0.018572 |
0.161868 |
-0.045392 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
130.00 |
3.29% |
$0.30 / 40 |
$0.38 / 575 |
1 / 1 |
33.995445% |
-0.064234 |
-0.030579 |
0.006962 |
0.060674 |
-0.010268 |
|
379 |
Legs |
10/20(25) |
CALL |
160.00 / 175.00 |
$158 / $1,342 / 0.12 |
70.53% / $14.33 / 1.07% / 13.59% |
74.98% / $161.58 |
$1.58 / $1.77 / $0.19 / 60 |
|
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 |
160.00 |
29.47% |
$1.77 / 60 |
$1.82 / 10 |
212 / 1,371 |
22.807186% |
0.382376 |
-0.110795 |
0.023540 |
0.165269 |
0.043492 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
175.00 |
3.90% |
$0.15 / 10 |
$0.19 / 1,506 |
82 / 3,426 |
25.000555% |
0.125045 |
-0.058943 |
0.012712 |
0.089249 |
0.014519 |
|
|
149 |
|
10/27(32) |
CALL |
345.00 / 375.00 |
$365 / $2,635 / 0.14 |
72.90% / $28.57 / 1.08% / 11.02% |
77.03% / $348.65 |
$3.65 / $4.10 / $0.45 / 54 |
99 / 97.54% / 76 |
5 |
Legs |
Vertical |
Bearish |
$327.89 (-0.71%) / 1.67M |
|
Earnings: 10/17 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
345.00 |
27.10% |
$4.10 / 54 |
$4.40 / 40 |
2 / 27 |
23.939616% |
0.366093 |
-0.202682 |
0.009820 |
0.387935 |
0.109900 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
375.00 |
5.06% |
$0.23 / 103 |
$0.45 / 235 |
10 / 21 |
22.544681% |
0.144889 |
-0.122263 |
0.005952 |
0.235133 |
0.044345 |
|
172 |
Legs |
10/27(32) |
PUT |
315.00 / 285.00 |
$363 / $2,637 / 0.14 |
71.61% / $6.77 / 0.26% / 2.52% |
75.84% / $311.37 |
$3.63 / $4.75 / $1.12 / 30 |
|
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 |
315.00 |
28.39% |
$4.75 / 30 |
$4.95 / 41 |
2 / 17 |
26.439493% |
-0.327612 |
-0.186344 |
0.009426 |
0.372388 |
-0.114956 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
285.00 |
5.41% |
$1.00 / 10 |
$1.12 / 32 |
0 / 14 |
32.440133% |
-0.095675 |
-0.088770 |
0.004440 |
0.175402 |
-0.032825 |
|
193 |
Legs |
10/27(32) |
CALL |
340.00 / 370.00 |
$518 / $2,482 / 0.21 |
66.63% / $32.90 / 1.33% / 13.61% |
73.11% / $345.18 |
$5.18 / $5.80 / $0.62 / 40 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
340.00 |
33.37% |
$5.80 / 40 |
$6.10 / 40 |
13 / 44 |
24.551658% |
0.414148 |
-0.210089 |
0.010166 |
0.401637 |
0.123788 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
370.00 |
7.04% |
$0.48 / 40 |
$0.62 / 40 |
11 / 36 |
22.649408% |
0.172781 |
-0.137296 |
0.006680 |
0.263886 |
0.052745 |
|
229 |
Legs |
10/20(25) |
PUT |
317.50 / 290.00 |
$359 / $2,391 / 0.15 |
70.00% / $13.69 / 0.57% / 7.09% |
74.82% / $313.91 |
$3.59 / $4.60 / $1.01 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
317.50 |
30.00% |
$4.60 / 247 |
$4.80 / 31 |
98 / 21 |
26.373803% |
-0.342433 |
-0.211868 |
0.010689 |
0.340176 |
-0.096120 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
290.00 |
5.55% |
$0.95 / 22 |
$1.01 / 35 |
3 / 537 |
32.057066% |
-0.101428 |
-0.103405 |
0.005164 |
0.164328 |
-0.027886 |
|
332 |
Legs |
10/20(25) |
PUT |
315.00 / 290.00 |
$299 / $2,201 / 0.14 |
73.40% / $6.55 / 0.30% / 3.63% |
77.17% / $312.01 |
$2.99 / $4.00 / $1.01 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
315.00 |
26.60% |
$4.00 / 212 |
$4.20 / 74 |
37 / 1,564 |
26.873944% |
-0.315079 |
-0.205173 |
0.010337 |
0.328986 |
-0.088241 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
290.00 |
5.55% |
$0.95 / 22 |
$1.01 / 35 |
3 / 537 |
32.057066% |
-0.101428 |
-0.103405 |
0.005164 |
0.164328 |
-0.027886 |
|
373 |
Legs |
10/27(32) |
CALL |
350.00 / 380.00 |
$255 / $2,745 / 0.09 |
78.45% / $25.11 / 0.91% / 9.23% |
80.97% / $352.55 |
$2.55 / $2.87 / $0.32 / 47 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
350.00 |
21.55% |
$2.87 / 47 |
$3.10 / 44 |
12 / 108 |
23.575772% |
0.320686 |
-0.192664 |
0.009344 |
0.369144 |
0.096651 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
380.00 |
3.58% |
$0.12 / 117 |
$0.32 / 199 |
2 / 6 |
22.706535% |
0.120506 |
-0.107632 |
0.005242 |
0.207108 |
0.036971 |
|
|
214 |
|
10/27(32) |
PUT |
33.00 / 30.50 |
$24 / $226 / 0.11 |
70.90% / $3.49 / 1.55% / 16.03% |
75.17% / $32.76 |
$0.24 / $0.33 / $0.09 / 211 |
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) |
10/27/2023 (W) |
PUT |
33.00 |
29.10% |
$0.33 / 211 |
$0.36 / 1,623 |
0 / 83 |
17.510955% |
-0.339778 |
-0.012225 |
0.141585 |
0.038914 |
-0.011950 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
30.50 |
3.17% |
$0.08 / 23 |
$0.09 / 259 |
10 / 136 |
24.187842% |
-0.074272 |
-0.004848 |
0.054346 |
0.014937 |
-0.002568 |
|
230 |
Legs |
10/27(32) |
PUT |
33.00 / 30.00 |
$25 / $275 / 0.09 |
70.90% / $8.24 / 3.00% / 33.12% |
75.34% / $32.75 |
$0.25 / $0.33 / $0.08 / 211 |
|
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 |
33.00 |
29.10% |
$0.33 / 211 |
$0.36 / 1,623 |
0 / 83 |
17.510955% |
-0.339778 |
-0.012225 |
0.141585 |
0.038914 |
-0.011950 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
30.00 |
1.75% |
$0.06 / 151 |
$0.08 / 839 |
0 / 110 |
25.860369% |
-0.048336 |
-0.003477 |
0.038830 |
0.010672 |
-0.001667 |
|
257 |
Legs |
10/27(32) |
CALL |
35.00 / 37.50 |
$20 / $230 / 0.09 |
72.45% / $1.88 / 0.82% / 8.19% |
75.91% / $35.20 |
$0.20 / $0.22 / $0.02 / 288 |
|
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 |
35.00 |
27.55% |
$0.22 / 400 |
$0.24 / 34 |
101 / 316 |
14.141475% |
0.358836 |
-0.014199 |
0.144428 |
0.039695 |
0.011389 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
37.50 |
2.92% |
0 / 0 |
$0.02 / 288 |
0 / 10 |
16.477351% |
0.102944 |
-0.006667 |
0.069326 |
0.019054 |
0.003317 |
|
283 |
Legs |
10/27(32) |
CALL |
35.00 / 38.00 |
$21 / $279 / 0.08 |
72.45% / $6.42 / 2.30% / 24.68% |
76.07% / $35.21 |
$0.21 / $0.22 / $0.01 / 37 |
|
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 |
35.00 |
27.55% |
$0.22 / 400 |
$0.24 / 34 |
101 / 316 |
14.141475% |
0.358836 |
-0.014199 |
0.144428 |
0.039695 |
0.011389 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
38.00 |
1.61% |
0 / 0 |
$0.01 / 37 |
0 / 5 |
16.463972% |
0.075155 |
-0.005260 |
0.054838 |
0.015072 |
0.002427 |
|
388 |
Legs |
10/20(25) |
PUT |
33.00 / 31.00 |
$20 / $180 / 0.11 |
72.49% / $1.84 / 1.02% / 13.00% |
76.36% / $32.80 |
$0.20 / $0.29 / $0.09 / 690 |
|
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 |
27.51% |
$0.29 / 690 |
$0.30 / 430 |
1,154 / 58,413 |
17.754153% |
-0.328518 |
-0.013574 |
0.155713 |
0.034475 |
-0.009252 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
31.00 |
3.82% |
$0.08 / 345 |
$0.09 / 1,663 |
178 / 28,031 |
23.650028% |
-0.087503 |
-0.006131 |
0.068535 |
0.015174 |
-0.002431 |
|
419 |
Legs |
10/20(25) |
PUT |
33.00 / 30.50 |
$22 / $228 / 0.10 |
72.49% / $7.10 / 3.11% / 44.48% |
76.73% / $32.78 |
$0.22 / $0.29 / $0.07 / 690 |
|
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 |
27.51% |
$0.29 / 690 |
$0.30 / 430 |
1,154 / 58,413 |
17.754153% |
-0.328518 |
-0.013574 |
0.155713 |
0.034475 |
-0.009252 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.50 |
1.99% |
$0.06 / 878 |
$0.07 / 950 |
4 / 387 |
25.198236% |
-0.055510 |
-0.004337 |
0.048296 |
0.010693 |
-0.001538 |
|
|
266 |
|
11/17(53) |
CALL |
430.00 / 480.00 |
$740 / $4,260 / 0.17 |
69.92% / $96.61 / 2.27% / 14.76% |
75.48% / $437.40 |
$7.40 / $9.10 / $1.70 / 10 |
99 / 97.13% / 90 |
5 |
Legs |
Vertical |
Bearish |
$406.38 (-0.04%) / 624K |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
430.00 |
30.08% |
$9.10 / 43 |
$9.60 / 14 |
0 / 15 |
26.470405% |
0.397780 |
-0.215538 |
0.006505 |
0.620494 |
0.228904 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
5.45% |
$0.85 / 31 |
$1.70 / 10 |
0 / 3 |
26.120907% |
0.155083 |
-0.129964 |
0.004021 |
0.383573 |
0.091621 |
|
463 |
Legs |
11/17(53) |
CALL |
440.00 / 480.00 |
$440 / $3,560 / 0.12 |
77.28% / $12.55 / 0.35% / 2.18% |
80.12% / $444.40 |
$4.40 / $6.10 / $1.70 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
440.00 |
22.72% |
$6.10 / 43 |
$6.60 / 9 |
0 / 10 |
25.891421% |
0.338332 |
-0.202980 |
0.006168 |
0.588312 |
0.195968 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
480.00 |
5.45% |
$0.85 / 31 |
$1.70 / 10 |
0 / 3 |
26.120907% |
0.155083 |
-0.129964 |
0.004021 |
0.383573 |
0.091621 |
|
672 |
Legs |
10/20(25) |
PUT |
390.00 / 330.00 |
$300 / $5,700 / 0.05 |
74.43% / $149.62 / 2.62% / 36.47% |
77.46% / $387.00 |
$3.00 / $4.40 / $1.40 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
390.00 |
25.57% |
$4.40 / 23 |
$4.70 / 21 |
0 / 53 |
25.985376% |
-0.308097 |
-0.241963 |
0.008322 |
0.403860 |
-0.106727 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
330.00 |
0.65% |
0 / 0 |
$1.40 / 8 |
0 / 15 |
49.713800% |
-0.017386 |
-0.030533 |
0.001017 |
0.049341 |
-0.005845 |
|
685 |
Legs |
10/20(25) |
PUT |
390.00 / 340.00 |
$270 / $4,730 / 0.06 |
74.43% / $72.04 / 1.52% / 19.89% |
77.16% / $387.30 |
$2.70 / $4.40 / $1.70 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
390.00 |
25.57% |
$4.40 / 23 |
$4.70 / 21 |
0 / 53 |
25.985376% |
-0.308097 |
-0.241963 |
0.008322 |
0.403860 |
-0.106727 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
340.00 |
1.40% |
0 / 0 |
$1.70 / 8 |
0 / 25 |
46.170898% |
-0.034127 |
-0.053606 |
0.001790 |
0.086892 |
-0.011514 |
|
727 |
Legs |
10/20(25) |
CALL |
430.00 / 470.00 |
$225 / $3,775 / 0.06 |
77.11% / $3.81 / 0.10% / 1.22% |
79.23% / $432.25 |
$2.25 / $3.00 / $0.75 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
430.00 |
22.89% |
$3.00 / 30 |
$3.40 / 25 |
1 / 40 |
22.434896% |
0.329695 |
-0.276817 |
0.008562 |
0.415524 |
0.099814 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
470.00 |
2.42% |
0 / 0 |
$0.75 / 1 |
0 / 111 |
29.858231% |
0.097176 |
-0.129165 |
0.004065 |
0.197295 |
0.029978 |
|
757 |
Legs |
10/20(25) |
CALL |
430.00 / 480.00 |
$225 / $4,775 / 0.05 |
77.11% / $64.37 / 1.35% / 17.43% |
79.23% / $432.25 |
$2.25 / $3.00 / $0.75 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
430.00 |
22.89% |
$3.00 / 30 |
$3.40 / 25 |
1 / 40 |
22.434896% |
0.329695 |
-0.276817 |
0.008562 |
0.415524 |
0.099814 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
480.00 |
1.17% |
0 / 0 |
$0.75 / 5 |
0 / 86 |
33.365593% |
0.066718 |
-0.096993 |
0.003061 |
0.148538 |
0.020648 |
|
|
610 |
|
10/20(25) |
PUT |
29.00 / 20.00 |
$50 / $850 / 0.06 |
68.29% / $29.31 / 3.45% / 50.20% |
73.22% / $28.50 |
$0.50 / $0.65 / $0.15 / 1,266 |
99 / 97.13% / 79 |
3 |
Legs |
Vertical |
Bullish |
$30.02 (-0.63%) / 646K |
|
|
|
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 |
29.00 |
31.71% |
$0.65 / 2,178 |
$0.75 / 550 |
1 / 20 |
38.780530% |
-0.350618 |
-0.028993 |
0.078028 |
0.031669 |
-0.009420 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
20.00 |
0.28% |
0 / 0 |
$0.15 / 1,266 |
0 / 37 |
93.227002% |
-0.002928 |
-0.000722 |
0.001885 |
0.000765 |
-0.000074 |
|
776 |
Legs |
10/20(25) |
CALL |
32.00 / 38.00 |
$30 / $570 / 0.05 |
69.80% / $1.00 / 0.18% / 2.12% |
72.72% / $32.30 |
$0.30 / $0.45 / $0.15 / 1,065 |
|
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 |
32.00 |
30.20% |
$0.45 / 2,367 |
$0.55 / 627 |
1 / 18 |
31.781797% |
0.403013 |
-0.032903 |
0.081489 |
0.033074 |
0.008712 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
38.00 |
1.81% |
0 / 0 |
$0.15 / 1,065 |
0 / 14 |
52.796316% |
0.089706 |
-0.013545 |
0.034109 |
0.013844 |
0.002014 |
|
943 |
Legs |
10/20(25) |
CALL |
31.00 / 37.00 |
$75 / $525 / 0.14 |
59.00% / $10.90 / 2.08% / 27.95% |
67.25% / $31.75 |
$0.75 / $0.85 / $0.10 / 673 |
|
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 |
31.00 |
41.00% |
$0.85 / 1,120 |
$0.95 / 1,080 |
0 / 39 |
33.764783% |
0.482884 |
-0.034065 |
0.083900 |
0.034052 |
0.010334 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
37.00 |
3.21% |
0 / 0 |
$0.10 / 673 |
0 / 38 |
43.828067% |
0.120535 |
-0.016807 |
0.042251 |
0.017148 |
0.002694 |
|
959 |
Legs |
10/20(25) |
PUT |
30.00 / 20.00 |
$85 / $915 / 0.09 |
57.19% / $43.31 / 4.73% / 74.18% |
66.72% / $29.15 |
$0.85 / $1.00 / $0.15 / 1,009 |
|
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 |
42.81% |
$1.00 / 1,009 |
$1.10 / 831 |
0 / 49 |
37.064259% |
-0.433582 |
-0.030515 |
0.082815 |
0.033612 |
-0.011778 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
20.00 |
0.28% |
0 / 0 |
$0.15 / 1,266 |
0 / 37 |
93.227002% |
-0.002928 |
-0.000722 |
0.001885 |
0.000765 |
-0.000074 |
|
|
356 |
|
10/20(25) |
CALL |
100.00 / 115.00 |
$180 / $1,320 / 0.14 |
71.31% / $15.92 / 1.21% / 15.48% |
75.95% / $101.80 |
$1.80 / $2.20 / $0.40 / 14 |
99 / 97.08% / 22 |
4 |
Legs |
Vertical |
Bearish |
$92.93 (-2.51%) / 889K |
|
Earnings: 09/27 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
100.00 |
28.69% |
$2.20 / 14 |
$2.30 / 10 |
550 / 957 |
42.881368% |
0.397661 |
-0.114491 |
0.022805 |
0.101787 |
0.026174 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
115.00 |
4.69% |
$0.30 / 39 |
$0.40 / 67 |
137 / 267 |
46.194954% |
0.150570 |
-0.068962 |
0.013827 |
0.061716 |
0.010242 |
|
495 |
Legs |
10/20(25) |
CALL |
100.00 / 120.00 |
$190 / $1,810 / 0.11 |
71.31% / $58.10 / 3.21% / 46.10% |
76.19% / $101.90 |
$1.90 / $2.20 / $0.30 / 14 |
|
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 |
100.00 |
28.69% |
$2.20 / 14 |
$2.30 / 10 |
550 / 957 |
42.881368% |
0.397661 |
-0.114491 |
0.022805 |
0.101787 |
0.026174 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
120.00 |
2.19% |
$0.10 / 45 |
$0.30 / 77 |
2 / 59 |
48.012839% |
0.102054 |
-0.052487 |
0.010537 |
0.047033 |
0.006993 |
|
581 |
Legs |
10/20(25) |
CALL |
100.00 / 125.00 |
$195 / $2,305 / 0.09 |
71.31% / $94.33 / 4.09% / 61.82% |
76.31% / $101.95 |
$1.95 / $2.20 / $0.25 / 14 |
|
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 |
100.00 |
28.69% |
$2.20 / 14 |
$2.30 / 10 |
550 / 957 |
42.881368% |
0.397661 |
-0.114491 |
0.022805 |
0.101787 |
0.026174 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
125.00 |
0.96% |
0 / 0 |
$0.25 / 50 |
0 / 2 |
56.522735% |
0.067293 |
-0.038343 |
0.007706 |
0.034394 |
0.004640 |
|
629 |
Legs |
10/20(25) |
CALL |
100.00 / 130.00 |
$205 / $2,795 / 0.07 |
71.31% / $123.38 / 4.41% / 67.93% |
76.55% / $102.05 |
$2.05 / $2.20 / $0.15 / 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 |
100.00 |
28.69% |
$2.20 / 14 |
$2.30 / 10 |
550 / 957 |
42.881368% |
0.397661 |
-0.114491 |
0.022805 |
0.101787 |
0.026174 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
130.00 |
0.40% |
0 / 0 |
$0.15 / 1 |
380 / 210 |
57.515932% |
0.043290 |
-0.027024 |
0.005436 |
0.024262 |
0.003001 |
|
713 |
Legs |
10/20(25) |
PUT |
90.00 / 70.00 |
$225 / $1,775 / 0.13 |
65.17% / $42.20 / 2.38% / 32.57% |
71.63% / $87.75 |
$2.25 / $2.80 / $0.55 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
90.00 |
34.83% |
$2.80 / 22 |
$2.90 / 5 |
123 / 522 |
44.228231% |
-0.371497 |
-0.106841 |
0.022352 |
0.099769 |
-0.031485 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
70.00 |
3.02% |
$0.10 / 71 |
$0.55 / 47 |
74 / 5 |
64.490206% |
-0.042627 |
-0.026089 |
0.005368 |
0.023961 |
-0.003424 |
|
|
975 |
|
12/15(81) |
CALL |
24.00 / 28.00 |
$35 / $365 / 0.10 |
67.26% / $7.62 / 2.09% / 8.90% |
72.37% / $24.35 |
$0.35 / $0.45 / $0.10 / 79 |
99 / 96.85% / 8 |
3 |
Legs |
Vertical |
Bearish |
$22.83 (+0.31%) / 3.92M |
|
Earnings: 10/27 |
|
Bullish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
24.00 |
32.74% |
$0.45 / 79 |
$0.55 / 53 |
0 / 305 |
19.423672% |
0.416132 |
-0.008272 |
0.120868 |
0.042987 |
0.020064 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
28.00 |
2.23% |
0 / 0 |
$0.10 / 199 |
0 / 116 |
26.886358% |
0.096036 |
-0.003442 |
0.052835 |
0.018791 |
0.004794 |
|
998 |
Legs |
12/15(81) |
CALL |
23.00 / 27.00 |
$80 / $320 / 0.25 |
50.64% / $7.91 / 2.47% / 10.60% |
64.15% / $23.80 |
$0.80 / $0.90 / $0.10 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
23.00 |
49.36% |
$0.90 / 13 |
$1.00 / 1 |
1 / 111 |
20.410763% |
0.535712 |
-0.008639 |
0.123042 |
0.043759 |
0.025462 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
27.00 |
5.05% |
0 / 0 |
$0.10 / 149 |
0 / 360 |
23.001552% |
0.147639 |
-0.004697 |
0.071535 |
0.025441 |
0.007323 |
|
999 |
Legs |
12/15(81) |
CALL |
23.00 / 28.00 |
$80 / $420 / 0.19 |
50.64% / $20.96 / 4.99% / 22.27% |
64.15% / $23.80 |
$0.80 / $0.90 / $0.10 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
23.00 |
49.36% |
$0.90 / 13 |
$1.00 / 1 |
1 / 111 |
20.410763% |
0.535712 |
-0.008639 |
0.123042 |
0.043759 |
0.025462 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
28.00 |
2.23% |
0 / 0 |
$0.10 / 199 |
0 / 116 |
26.886358% |
0.096036 |
-0.003442 |
0.052835 |
0.018791 |
0.004794 |
|
1000 |
Legs |
12/15(81) |
CALL |
23.00 / 29.00 |
$55 / $545 / 0.10 |
50.64% / $17.69 / 3.25% / 14.10% |
60.08% / $23.55 |
$0.55 / $0.90 / $0.35 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
23.00 |
49.36% |
$0.90 / 13 |
$1.00 / 1 |
1 / 111 |
20.410763% |
0.535712 |
-0.008639 |
0.123042 |
0.043759 |
0.025462 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
29.00 |
0.90% |
0 / 0 |
$0.35 / 151 |
0 / 26 |
42.355723% |
0.060175 |
-0.002397 |
0.037029 |
0.013169 |
0.003020 |
|
|
803 |
|
12/15(81) |
CALL |
148.00 / 152.00 |
$125 / $275 / 0.46 |
65.17% / $0.91 / 0.33% / 1.37% |
69.47% / $149.25 |
$1.25 / $2.25 / $1.00 / 89 |
97 / 96.68% / 53 |
5 |
Legs |
Vertical |
Bearish |
$142.39 (-0.61%) / 3.36M |
|
|
|
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 |
148.00 |
34.83% |
$2.25 / 116 |
$2.40 / 148 |
26 / 200 |
13.605184% |
0.419015 |
-0.037123 |
0.027038 |
0.269473 |
0.130230 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
152.00 |
22.10% |
$0.90 / 52 |
$1.00 / 89 |
42 / 183 |
12.232307% |
0.319483 |
-0.033394 |
0.024752 |
0.246688 |
0.100063 |
|
810 |
Legs |
12/15(81) |
CALL |
148.00 / 151.00 |
$100 / $200 / 0.50 |
65.17% / $2.86 / 1.43% / 6.03% |
68.63% / $149.00 |
$1.00 / $2.25 / $1.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
148.00 |
34.83% |
$2.25 / 116 |
$2.40 / 148 |
26 / 200 |
13.605184% |
0.419015 |
-0.037123 |
0.027038 |
0.269473 |
0.130230 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
151.00 |
24.98% |
$1.10 / 904 |
$1.25 / 6 |
1 / 113 |
12.336957% |
0.343253 |
-0.034492 |
0.025465 |
0.253801 |
0.107315 |
|
845 |
Legs |
10/20(25) |
PUT |
138.00 / 132.00 |
$35 / $565 / 0.06 |
83.59% / $3.37 / 0.60% / 7.39% |
84.97% / $137.65 |
$0.35 / $0.60 / $0.25 / 37 |
|
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 |
138.00 |
16.41% |
$0.60 / 220 |
$0.70 / 657 |
0 / 84 |
16.233512% |
-0.235662 |
-0.041860 |
0.036558 |
0.124312 |
-0.027797 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
132.00 |
2.58% |
$0.15 / 458 |
$0.25 / 37 |
0 / 2 |
19.606153% |
-0.069770 |
-0.018616 |
0.015913 |
0.054109 |
-0.008159 |
|
936 |
Legs |
12/15(81) |
CALL |
147.00 / 152.00 |
$170 / $330 / 0.52 |
61.54% / $1.84 / 0.56% / 2.32% |
67.61% / $148.70 |
$1.70 / $2.70 / $1.00 / 89 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
147.00 |
38.46% |
$2.70 / 400 |
$2.85 / 19 |
4 / 128 |
13.930617% |
0.445456 |
-0.037740 |
0.027343 |
0.272515 |
0.138149 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
152.00 |
22.10% |
$0.90 / 52 |
$1.00 / 89 |
42 / 183 |
12.232307% |
0.319483 |
-0.033394 |
0.024752 |
0.246688 |
0.100063 |
|
937 |
Legs |
12/15(81) |
CALL |
147.00 / 150.00 |
$110 / $190 / 0.58 |
61.54% / $1.21 / 0.64% / 2.65% |
65.52% / $148.10 |
$1.10 / $2.70 / $1.60 / 171 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
147.00 |
38.46% |
$2.70 / 400 |
$2.85 / 19 |
4 / 128 |
13.930617% |
0.445456 |
-0.037740 |
0.027343 |
0.272515 |
0.138149 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
150.00 |
28.08% |
$1.45 / 322 |
$1.60 / 171 |
16 / 1,504 |
12.821980% |
0.367819 |
-0.035488 |
0.026091 |
0.260033 |
0.114780 |
|
940 |
Legs |
12/15(81) |
CALL |
147.00 / 151.00 |
$145 / $255 / 0.57 |
61.54% / $4.30 / 1.69% / 7.15% |
66.75% / $148.45 |
$1.45 / $2.70 / $1.25 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
147.00 |
38.46% |
$2.70 / 400 |
$2.85 / 19 |
4 / 128 |
13.930617% |
0.445456 |
-0.037740 |
0.027343 |
0.272515 |
0.138149 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
151.00 |
24.98% |
$1.10 / 904 |
$1.25 / 6 |
1 / 113 |
12.336957% |
0.343253 |
-0.034492 |
0.025465 |
0.253801 |
0.107315 |
|
|
46 |
|
11/17(53) |
PUT |
12.50 / 10.00 |
$75 / $175 / 0.43 |
75.74% / $17.80 / 10.17% / 81.24% |
77.47% / $11.75 |
$0.75 / $2.00 / $1.25 / 4 |
99 / 96.28% / 37 |
5 |
Legs |
Vertical |
Bullish |
$16.78 (-0.12%) / 287K |
|
Earnings: 11/02 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
12.50 |
24.26% |
$2.00 / 5 |
$2.20 / 3 |
0 / 14 |
176.212813% |
-0.214123 |
-0.036995 |
0.019708 |
0.019502 |
-0.010320 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
18.97% |
$1.00 / 28 |
$1.25 / 4 |
0 / 531 |
177.433797% |
-0.147407 |
-0.029366 |
0.015581 |
0.015418 |
-0.006682 |
|
50 |
Legs |
11/17(53) |
PUT |
15.00 / 12.50 |
$90 / $160 / 0.56 |
68.94% / $15.77 / 9.86% / 78.12% |
71.58% / $14.10 |
$0.90 / $3.10 / $2.20 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
15.00 |
31.06% |
$3.10 / 63 |
$3.40 / 3 |
0 / 3,071 |
170.834178% |
-0.279778 |
-0.042516 |
0.022751 |
0.022513 |
-0.014284 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.50 |
24.26% |
$2.00 / 5 |
$2.20 / 3 |
0 / 14 |
176.212813% |
-0.214123 |
-0.036995 |
0.019708 |
0.019502 |
-0.010320 |
|
80 |
Legs |
11/17(53) |
PUT |
15.00 / 10.00 |
$185 / $315 / 0.59 |
68.94% / $44.86 / 14.24% / 126.49% |
74.13% / $13.15 |
$1.85 / $3.10 / $1.25 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
15.00 |
31.06% |
$3.10 / 63 |
$3.40 / 3 |
0 / 3,071 |
170.834178% |
-0.279778 |
-0.042516 |
0.022751 |
0.022513 |
-0.014284 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
18.97% |
$1.00 / 28 |
$1.25 / 4 |
0 / 531 |
177.433797% |
-0.147407 |
-0.029366 |
0.015581 |
0.015418 |
-0.006682 |
|
605 |
Legs |
11/17(53) |
CALL |
25.00 / 35.00 |
$125 / $875 / 0.14 |
82.42% / $12.39 / 1.42% / 9.01% |
84.41% / $26.25 |
$1.25 / $2.00 / $0.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
25.00 |
17.58% |
$2.00 / 6 |
$2.15 / 3 |
4 / 820 |
158.418746% |
0.499515 |
-0.052350 |
0.026973 |
0.026691 |
0.007397 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
6.92% |
$0.65 / 5 |
$0.75 / 12 |
12 / 190 |
146.244694% |
0.349615 |
-0.048487 |
0.025033 |
0.024771 |
0.005635 |
|
745 |
Legs |
11/17(53) |
CALL |
22.50 / 35.00 |
$185 / $1,065 / 0.17 |
77.61% / $24.25 / 2.28% / 14.83% |
81.28% / $24.35 |
$1.85 / $2.60 / $0.75 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
22.50 |
22.39% |
$2.60 / 6 |
$2.75 / 3 |
0 / 568 |
162.268977% |
0.547515 |
-0.052020 |
0.026781 |
0.026501 |
0.007862 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
6.92% |
$0.65 / 5 |
$0.75 / 12 |
12 / 190 |
146.244694% |
0.349615 |
-0.048487 |
0.025033 |
0.024771 |
0.005635 |
|
756 |
Legs |
10/20(25) |
CALL |
22.50 / 35.00 |
$100 / $1,150 / 0.09 |
80.62% / $18.87 / 1.64% / 21.57% |
83.25% / $23.50 |
$1.00 / $1.30 / $0.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
22.50 |
19.38% |
$1.30 / 6 |
$1.45 / 6 |
0 / 2,817 |
157.935165% |
0.444701 |
-0.072491 |
0.037451 |
0.018855 |
0.003972 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
35.00 |
2.99% |
$0.20 / 6 |
$0.30 / 1 |
0 / 10 |
160.094381% |
0.198191 |
-0.050953 |
0.026392 |
0.013287 |
0.001957 |
|
|
79 |
|
11/03(39) |
PUT |
35.00 / 30.00 |
$77 / $423 / 0.18 |
68.79% / $0.59 / 0.14% / 1.13% |
74.17% / $34.23 |
$0.77 / $1.00 / $0.23 / 12 |
99 / 95.77% / 78 |
5 |
Legs |
Vertical |
Bullish |
$36.55 (-1.30%) / 5.2M |
|
Earnings: 11/01 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
35.00 |
31.21% |
$1.00 / 12 |
$1.05 / 6 |
1,210 / 100 |
38.152961% |
-0.344402 |
-0.026306 |
0.056108 |
0.046507 |
-0.016901 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
30.00 |
7.10% |
$0.19 / 12 |
$0.23 / 28 |
0 / 1 |
45.459295% |
-0.102951 |
-0.013162 |
0.027316 |
0.022642 |
-0.004873 |
|
154 |
Legs |
10/27(32) |
PUT |
35.00 / 30.00 |
$64 / $436 / 0.15 |
69.74% / $0.82 / 0.19% / 1.84% |
74.58% / $34.36 |
$0.64 / $0.80 / $0.16 / 53 |
|
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 |
35.00 |
30.26% |
$0.80 / 79 |
$0.87 / 68 |
3 / 1,162 |
36.675743% |
-0.338533 |
-0.028767 |
0.060921 |
0.042277 |
-0.013747 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
30.00 |
5.62% |
$0.13 / 29 |
$0.16 / 53 |
2 / 26 |
45.245756% |
-0.086723 |
-0.012743 |
0.026307 |
0.018256 |
-0.003401 |
|
280 |
Legs |
10/27(32) |
CALL |
39.00 / 45.00 |
$62 / $538 / 0.12 |
70.09% / $6.09 / 1.13% / 11.53% |
74.71% / $39.62 |
$0.62 / $0.74 / $0.12 / 57 |
|
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 |
39.00 |
29.91% |
$0.74 / 71 |
$0.80 / 17 |
2 / 46 |
33.067048% |
0.402554 |
-0.033924 |
0.064448 |
0.044724 |
0.013056 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
45.00 |
3.72% |
$0.07 / 665 |
$0.12 / 57 |
2 / 48 |
37.409014% |
0.130556 |
-0.018248 |
0.035335 |
0.024521 |
0.004377 |
|
318 |
Legs |
11/17(53) |
CALL |
40.00 / 46.00 |
$80 / $520 / 0.15 |
72.63% / $5.56 / 1.07% / 6.75% |
77.02% / $40.80 |
$0.80 / $0.99 / $0.19 / 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 |
40.00 |
27.37% |
$0.99 / 3 |
$1.02 / 11 |
64 / 2,171 |
35.467400% |
0.394034 |
-0.027077 |
0.050928 |
0.055957 |
0.019705 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
46.00 |
5.77% |
$0.15 / 502 |
$0.19 / 969 |
11 / 293 |
36.107406% |
0.171172 |
-0.017553 |
0.033640 |
0.036962 |
0.008850 |
|
403 |
Legs |
10/20(25) |
PUT |
35.00 / 30.00 |
$49 / $451 / 0.11 |
71.07% / $1.62 / 0.36% / 4.39% |
75.15% / $34.51 |
$0.49 / $0.69 / $0.20 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
35.00 |
28.93% |
$0.69 / 22 |
$0.71 / 334 |
220 / 673 |
36.721857% |
-0.329831 |
-0.031970 |
0.067185 |
0.037558 |
-0.010651 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
4.00% |
$0.09 / 157 |
$0.20 / 2,321 |
35 / 1,177 |
50.217776% |
-0.067720 |
-0.011829 |
0.024286 |
0.013576 |
-0.002115 |
|
442 |
Legs |
10/20(25) |
PUT |
35.00 / 25.00 |
$67 / $933 / 0.07 |
71.07% / $42.95 / 4.60% / 71.61% |
76.56% / $34.33 |
$0.67 / $0.69 / $0.02 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
35.00 |
28.93% |
$0.69 / 22 |
$0.71 / 334 |
220 / 673 |
36.721857% |
-0.329831 |
-0.031970 |
0.067185 |
0.037558 |
-0.010651 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
25.00 |
0.24% |
$0.01 / 807 |
$0.02 / 3 |
13 / 113 |
58.648126% |
-0.003091 |
-0.000858 |
0.001744 |
0.000975 |
-0.000095 |
|
|
455 |
|
10/20(25) |
PUT |
155.00 / 135.00 |
$185 / $1,815 / 0.10 |
68.86% / $14.89 / 0.82% / 10.30% |
73.35% / $153.15 |
$1.85 / $2.60 / $0.75 / 6 |
99 / 95.14% / 78 |
5 |
Legs |
Vertical |
Bullish |
$159.52 (-0.57%) / 209K |
|
Earnings: 10/25 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
155.00 |
31.14% |
$2.60 / 6 |
$2.85 / 30 |
0 / 97 |
29.581817% |
-0.350069 |
-0.118592 |
0.019077 |
0.167753 |
-0.048611 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
135.00 |
3.28% |
$0.15 / 41 |
$0.75 / 32 |
0 / 2 |
40.795687% |
-0.063073 |
-0.040522 |
0.006382 |
0.056122 |
-0.008501 |
|
487 |
Legs |
10/20(25) |
PUT |
155.00 / 130.00 |
$195 / $2,305 / 0.09 |
68.86% / $63.38 / 2.75% / 38.47% |
73.58% / $153.05 |
$1.95 / $2.60 / $0.65 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
155.00 |
31.14% |
$2.60 / 6 |
$2.85 / 30 |
0 / 97 |
29.581817% |
-0.350069 |
-0.118592 |
0.019077 |
0.167753 |
-0.048611 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
1.55% |
$0.05 / 41 |
$0.65 / 34 |
0 / 1 |
45.301485% |
-0.032726 |
-0.023989 |
0.003768 |
0.033130 |
-0.004387 |
|
561 |
Legs |
11/17(53) |
CALL |
170.00 / 195.00 |
$310 / $2,190 / 0.14 |
68.77% / $14.54 / 0.66% / 4.15% |
73.96% / $173.10 |
$3.10 / $3.80 / $0.70 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
170.00 |
31.23% |
$3.80 / 30 |
$4.10 / 5 |
0 / 289 |
28.435421% |
0.413080 |
-0.097270 |
0.014290 |
0.246986 |
0.092172 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
195.00 |
4.96% |
$0.15 / 35 |
$0.70 / 41 |
0 / 243 |
28.949596% |
0.151592 |
-0.057730 |
0.008625 |
0.149073 |
0.034956 |
|
573 |
Legs |
11/17(53) |
PUT |
155.00 / 130.00 |
$370 / $2,130 / 0.17 |
65.49% / $18.74 / 0.88% / 5.53% |
72.05% / $151.30 |
$3.70 / $4.90 / $1.20 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
155.00 |
34.51% |
$4.90 / 31 |
$5.20 / 20 |
0 / 8 |
31.976544% |
-0.370177 |
-0.084121 |
0.013860 |
0.239551 |
-0.104911 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
130.00 |
5.70% |
$0.55 / 22 |
$1.20 / 66 |
0 / 32 |
40.027715% |
-0.085337 |
-0.035949 |
0.005734 |
0.099108 |
-0.023213 |
|
574 |
Legs |
11/17(53) |
PUT |
150.00 / 120.00 |
$260 / $2,740 / 0.10 |
74.17% / $75.94 / 2.77% / 18.28% |
78.10% / $147.40 |
$2.60 / $3.50 / $0.90 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
150.00 |
25.83% |
$3.50 / 11 |
$3.70 / 30 |
0 / 16 |
33.267637% |
-0.299818 |
-0.078168 |
0.012762 |
0.220570 |
-0.084150 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
2.22% |
0 / 0 |
$0.90 / 31 |
0 / 4 |
51.617485% |
-0.032669 |
-0.016937 |
0.002683 |
0.046371 |
-0.008782 |
|
693 |
Legs |
11/17(53) |
CALL |
170.00 / 200.00 |
$305 / $2,695 / 0.11 |
68.77% / $48.81 / 1.81% / 11.65% |
73.88% / $173.05 |
$3.05 / $3.80 / $0.75 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
170.00 |
31.23% |
$3.80 / 30 |
$4.10 / 5 |
0 / 289 |
28.435421% |
0.413080 |
-0.097270 |
0.014290 |
0.246986 |
0.092172 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
200.00 |
3.13% |
0 / 0 |
$0.75 / 26 |
0 / 163 |
36.031194% |
0.119165 |
-0.048848 |
0.007313 |
0.126391 |
0.027603 |
|
|
18 |
|
10/31(36) |
CALL |
4450.00 / 4470.00 |
$660 / $1,340 / 0.49 |
66.52% / $3.29 / 0.25% / 2.23% |
67.62% / $4,456.60 |
$6.60 / $35.10 / $28.50 / 15 |
99 / 95.01% / 44 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/31/2023 (W) |
CALL |
4450.00 |
33.48% |
$35.10 / 44 |
$35.40 / 47 |
718 / 954 |
11.888846% |
0.405046 |
-1.705017 |
0.001255 |
5.570880 |
1.832925 |
S&P / Index |
Long (Buy) |
10/31/2023 (W) |
CALL |
4470.00 |
30.20% |
$28.20 / 30 |
$28.50 / 15 |
10 / 100 |
11.654628% |
0.380812 |
-1.667373 |
0.001234 |
5.476229 |
1.725595 |
|
24 |
Legs |
10/31(36) |
CALL |
4445.00 / 4460.00 |
$510 / $990 / 0.52 |
65.68% / $1.94 / 0.20% / 1.77% |
66.54% / $4,450.10 |
$5.10 / $36.90 / $31.80 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/31/2023 (W) |
CALL |
4445.00 |
34.32% |
$36.90 / 12 |
$37.30 / 27 |
10 / 68 |
11.946216% |
0.411183 |
-1.713612 |
0.001260 |
5.591380 |
1.860050 |
S&P / Index |
Long (Buy) |
10/31/2023 (W) |
CALL |
4460.00 |
31.82% |
$31.50 / 29 |
$31.80 / 14 |
79 / 571 |
11.764592% |
0.392864 |
-1.686836 |
0.001245 |
5.526043 |
1.779013 |
|
28 |
Legs |
10/31(36) |
CALL |
4445.00 / 4470.00 |
$840 / $1,660 / 0.51 |
65.68% / $2.20 / 0.13% / 1.20% |
67.09% / $4,453.40 |
$8.40 / $36.90 / $28.50 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/31/2023 (W) |
CALL |
4445.00 |
34.32% |
$36.90 / 12 |
$37.30 / 27 |
10 / 68 |
11.946216% |
0.411183 |
-1.713612 |
0.001260 |
5.591380 |
1.860050 |
S&P / Index |
Long (Buy) |
10/31/2023 (W) |
CALL |
4470.00 |
30.20% |
$28.20 / 30 |
$28.50 / 15 |
10 / 100 |
11.654628% |
0.380812 |
-1.667373 |
0.001234 |
5.476229 |
1.725595 |
|
29 |
Legs |
11/03(39) |
CALL |
4450.00 / 4470.00 |
$690 / $1,310 / 0.53 |
65.44% / $10.05 / 0.77% / 6.41% |
66.54% / $4,456.90 |
$6.90 / $40.80 / $33.90 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
4450.00 |
34.56% |
$40.80 / 57 |
$41.20 / 45 |
43 / 749 |
12.416753% |
0.411331 |
-1.660085 |
0.001215 |
5.797758 |
1.996593 |
S&P / Index |
Long (Buy) |
11/03/2023 (W) |
CALL |
4470.00 |
31.41% |
$33.40 / 56 |
$33.90 / 15 |
29 / 94 |
12.174645% |
0.387850 |
-1.626040 |
0.001196 |
5.708724 |
1.885195 |
|
30 |
Legs |
10/27(32) |
CALL |
4445.00 / 4465.00 |
$660 / $1,340 / 0.49 |
66.47% / $2.73 / 0.20% / 1.99% |
67.61% / $4,451.60 |
$6.60 / $33.90 / $27.30 / 12 |
|
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 |
4445.00 |
33.53% |
$33.90 / 12 |
$34.30 / 28 |
1 / 20 |
12.146755% |
0.402148 |
-1.782143 |
0.001320 |
5.275355 |
1.642245 |
S&P / Index |
Long (Buy) |
10/27/2023 (W) |
CALL |
4465.00 |
30.13% |
$27.00 / 15 |
$27.30 / 15 |
26 / 26 |
11.882881% |
0.376640 |
-1.740064 |
0.001296 |
5.177636 |
1.540155 |
|
32 |
Legs |
11/03(39) |
CALL |
4450.00 / 4475.00 |
$860 / $1,640 / 0.52 |
65.44% / $14.19 / 0.86% / 7.25% |
66.81% / $4,458.60 |
$8.60 / $40.80 / $32.20 / 57 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
4450.00 |
34.56% |
$40.80 / 57 |
$41.20 / 45 |
43 / 749 |
12.416753% |
0.411331 |
-1.660085 |
0.001215 |
5.797758 |
1.996593 |
S&P / Index |
Long (Buy) |
11/03/2023 (W) |
CALL |
4475.00 |
30.64% |
$31.70 / 75 |
$32.20 / 57 |
44 / 170 |
12.113639% |
0.382057 |
-1.616813 |
0.001191 |
5.683468 |
1.857651 |
|
|
25 |
|
11/17(53) |
PUT |
35.00 / 30.00 |
$130 / $370 / 0.35 |
75.17% / $10.87 / 2.94% / 19.45% |
76.16% / $33.70 |
$1.30 / $6.10 / $4.80 / 10 |
99 / 94.97% / 79 |
5 |
Legs |
Vertical |
Bullish |
$45.92 (-5.24%) / 881K |
|
Earnings: 11/03 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
35.00 |
24.83% |
$6.10 / 10 |
$7.10 / 33 |
426 / 1,328 |
186.546129% |
-0.213683 |
-0.115593 |
0.006296 |
0.053742 |
-0.031357 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
21.23% |
$3.90 / 10 |
$4.80 / 10 |
0 / 174 |
185.732431% |
-0.171204 |
-0.101193 |
0.005497 |
0.046922 |
-0.024011 |
|
27 |
Legs |
10/20(25) |
PUT |
35.00 / 30.00 |
$130 / $370 / 0.35 |
76.06% / $17.53 / 4.74% / 74.30% |
77.43% / $33.70 |
$1.30 / $3.80 / $2.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
35.00 |
23.94% |
$3.80 / 1 |
$4.50 / 10 |
441 / 3,138 |
196.551286% |
-0.221567 |
-0.166999 |
0.009014 |
0.039143 |
-0.013183 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
19.07% |
$2.10 / 10 |
$2.50 / 1 |
20 / 187 |
192.886398% |
-0.162260 |
-0.138184 |
0.007445 |
0.032330 |
-0.009265 |
|
40 |
Legs |
10/20(25) |
PUT |
40.00 / 25.00 |
$420 / $1,080 / 0.39 |
70.07% / $56.08 / 5.19% / 83.58% |
75.18% / $35.80 |
$4.20 / $5.80 / $1.60 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
40.00 |
29.93% |
$5.80 / 10 |
$6.50 / 10 |
0 / 130 |
191.243880% |
-0.281697 |
-0.189251 |
0.010236 |
0.044450 |
-0.017450 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
25.00 |
15.16% |
$1.05 / 10 |
$1.60 / 10 |
10 / 69 |
203.934140% |
-0.106859 |
-0.103808 |
0.005583 |
0.024246 |
-0.005849 |
|
44 |
Legs |
10/20(25) |
PUT |
40.00 / 30.00 |
$330 / $670 / 0.49 |
70.07% / $61.18 / 9.13% / 185.37% |
74.16% / $36.70 |
$3.30 / $5.80 / $2.50 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
40.00 |
29.93% |
$5.80 / 10 |
$6.50 / 10 |
0 / 130 |
191.243880% |
-0.281697 |
-0.189251 |
0.010236 |
0.044450 |
-0.017450 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
19.07% |
$2.10 / 10 |
$2.50 / 1 |
20 / 187 |
192.886398% |
-0.162260 |
-0.138184 |
0.007445 |
0.032330 |
-0.009265 |
|
47 |
Legs |
11/17(53) |
PUT |
40.00 / 30.00 |
$350 / $650 / 0.54 |
70.91% / $76.99 / 11.85% / 98.84% |
73.97% / $36.50 |
$3.50 / $8.30 / $4.80 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
40.00 |
29.09% |
$8.30 / 20 |
$9.40 / 10 |
2 / 452 |
180.958933% |
-0.255005 |
-0.127132 |
0.006944 |
0.059273 |
-0.039058 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
21.23% |
$3.90 / 10 |
$4.80 / 10 |
0 / 174 |
185.732431% |
-0.171204 |
-0.101193 |
0.005497 |
0.046922 |
-0.024011 |
|
52 |
Legs |
11/17(53) |
PUT |
35.00 / 25.00 |
$300 / $700 / 0.43 |
75.17% / $70.08 / 10.01% / 79.66% |
77.40% / $32.00 |
$3.00 / $6.10 / $3.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
35.00 |
24.83% |
$6.10 / 10 |
$7.10 / 33 |
426 / 1,328 |
186.546129% |
-0.213683 |
-0.115593 |
0.006296 |
0.053742 |
-0.031357 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
18.19% |
$2.15 / 10 |
$3.10 / 10 |
2 / 396 |
187.047205% |
-0.128485 |
-0.083743 |
0.004538 |
0.038732 |
-0.017169 |
|
|
108 |
|
11/03(39) |
CALL |
59.00 / 62.00 |
$64 / $236 / 0.27 |
64.09% / $1.98 / 0.84% / 7.03% |
71.48% / $59.64 |
$0.64 / $0.74 / $0.10 / 1 |
93 / 94.89% / 43 |
5 |
Legs |
Vertical |
Bearish |
$57.6001 (+0.10%) / 14.65M |
|
Earnings: 10/24 |
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
59.00 |
35.91% |
$0.74 / 19 |
$0.80 / 10 |
7 / 1 |
15.038277% |
0.420448 |
-0.020454 |
0.089974 |
0.077445 |
0.027165 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
62.00 |
9.51% |
$0.08 / 43 |
$0.10 / 1 |
3 / 1 |
13.368522% |
0.194388 |
-0.014237 |
0.063416 |
0.054586 |
0.012722 |
|
189 |
Legs |
10/27(32) |
CALL |
59.00 / 62.00 |
$55 / $245 / 0.22 |
65.40% / $2.86 / 1.17% / 11.91% |
72.26% / $59.55 |
$0.55 / $0.63 / $0.08 / 482 |
|
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 |
59.00 |
34.60% |
$0.63 / 482 |
$0.68 / 6 |
200 / 881 |
14.875728% |
0.409412 |
-0.022153 |
0.097790 |
0.070470 |
0.022260 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
62.00 |
7.57% |
$0.07 / 2 |
$0.08 / 550 |
0 / 38 |
14.076084% |
0.170579 |
-0.014299 |
0.063895 |
0.046044 |
0.009391 |
|
220 |
Legs |
11/03(39) |
CALL |
59.00 / 63.00 |
$68 / $332 / 0.21 |
64.09% / $10.21 / 3.07% / 27.91% |
71.91% / $59.68 |
$0.68 / $0.74 / $0.06 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
59.00 |
35.91% |
$0.74 / 19 |
$0.80 / 10 |
7 / 1 |
15.038277% |
0.420448 |
-0.020454 |
0.089974 |
0.077445 |
0.027165 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
63.00 |
5.31% |
$0.03 / 502 |
$0.06 / 532 |
68 / 1 |
13.687575% |
0.141126 |
-0.011550 |
0.051586 |
0.044403 |
0.009266 |
|
319 |
Legs |
10/27(32) |
CALL |
59.00 / 63.00 |
$58 / $342 / 0.17 |
65.40% / $12.50 / 3.65% / 41.61% |
72.61% / $59.58 |
$0.58 / $0.63 / $0.05 / 482 |
|
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 |
59.00 |
34.60% |
$0.63 / 482 |
$0.68 / 6 |
200 / 881 |
14.875728% |
0.409412 |
-0.022153 |
0.097790 |
0.070470 |
0.022260 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
63.00 |
3.84% |
$0.02 / 301 |
$0.05 / 1,049 |
200 / 40 |
14.349765% |
0.117967 |
-0.011118 |
0.049805 |
0.035891 |
0.006514 |
|
340 |
Legs |
10/27(32) |
CALL |
60.00 / 63.00 |
$26 / $274 / 0.10 |
77.28% / $1.37 / 0.50% / 4.97% |
79.91% / $60.26 |
$0.26 / $0.31 / $0.05 / 307 |
|
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 |
60.00 |
22.72% |
$0.31 / 307 |
$0.35 / 5 |
26 / 3,129 |
14.115068% |
0.317785 |
-0.020235 |
0.089776 |
0.064695 |
0.017362 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
63.00 |
3.84% |
$0.02 / 301 |
$0.05 / 1,049 |
200 / 40 |
14.349765% |
0.117967 |
-0.011118 |
0.049805 |
0.035891 |
0.006514 |
|
347 |
Legs |
10/27(32) |
PUT |
56.00 / 53.00 |
$27 / $273 / 0.10 |
76.48% / $1.10 / 0.40% / 3.98% |
79.28% / $55.73 |
$0.27 / $0.38 / $0.11 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
56.00 |
23.52% |
$0.38 / 10 |
$0.43 / 396 |
18 / 64 |
15.896322% |
-0.295094 |
-0.018195 |
0.086895 |
0.062619 |
-0.017600 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
53.00 |
4.03% |
$0.09 / 13 |
$0.11 / 1 |
1 / 27 |
19.233525% |
-0.089900 |
-0.008699 |
0.040893 |
0.029468 |
-0.005299 |
|
|
900 |
|
10/20(25) |
CALL |
33.00 / 38.00 |
$45 / $455 / 0.10 |
63.60% / $5.25 / 1.15% / 14.77% |
69.16% / $33.45 |
$0.45 / $0.55 / $0.10 / 53 |
99 / 94.79% / 67 |
1 |
Legs |
Vertical |
Bearish |
$31.83 (-0.03%) / 69K |
|
|
|
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 |
33.00 |
36.40% |
$0.55 / 53 |
$0.65 / 442 |
23 / 27 |
26.834081% |
0.441142 |
-0.029359 |
0.096729 |
0.035597 |
0.010226 |
ARCA / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
38.00 |
2.63% |
0 / 0 |
$0.10 / 358 |
0 / 1 |
38.633014% |
0.104755 |
-0.013162 |
0.044499 |
0.016376 |
0.002510 |
|
984 |
Legs |
12/15(81) |
PUT |
28.00 / 22.00 |
$40 / $560 / 0.07 |
82.10% / $5.80 / 1.04% / 4.35% |
83.93% / $27.60 |
$0.40 / $0.55 / $0.15 / 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 |
28.00 |
17.90% |
$0.55 / 310 |
$0.70 / 406 |
0 / 4 |
37.081434% |
-0.220545 |
-0.011177 |
0.042456 |
0.045796 |
-0.018738 |
ARCA / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
22.00 |
2.70% |
0 / 0 |
$0.15 / 218 |
0 / 5 |
50.249055% |
-0.030361 |
-0.002691 |
0.009840 |
0.010614 |
-0.002470 |
|
|
175 |
|
10/27(32) |
CALL |
29.00 / 32.00 |
$39 / $261 / 0.15 |
69.81% / $3.23 / 1.24% / 12.66% |
74.89% / $29.39 |
$0.39 / $0.44 / $0.05 / 275 |
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 |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
29.00 |
30.19% |
$0.44 / 3,270 |
$0.46 / 2,492 |
329 / 542 |
25.911182% |
0.392866 |
-0.018898 |
0.109630 |
0.033464 |
0.009870 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
32.00 |
5.05% |
$0.04 / 2,069 |
$0.05 / 275 |
177 / 1,520 |
26.209516% |
0.146348 |
-0.011240 |
0.065481 |
0.019988 |
0.003764 |
|
243 |
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 |
|
246 |
Legs |
10/27(32) |
CALL |
29.00 / 33.00 |
$41 / $359 / 0.11 |
69.81% / $12.28 / 3.42% / 38.55% |
75.14% / $29.41 |
$0.41 / $0.44 / $0.03 / 330 |
|
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 |
29.00 |
30.19% |
$0.44 / 3,270 |
$0.46 / 2,492 |
329 / 542 |
25.911182% |
0.392866 |
-0.018898 |
0.109630 |
0.033464 |
0.009870 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
33.00 |
2.33% |
$0.02 / 1,883 |
$0.03 / 330 |
0 / 156 |
27.738596% |
0.097433 |
-0.008433 |
0.049172 |
0.015010 |
0.002519 |
|
305 |
Legs |
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 |
|
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 |
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 |
|
306 |
Legs |
10/27(32) |
CALL |
29.00 / 34.00 |
$42 / $458 / 0.09 |
69.81% / $20.15 / 4.40% / 51.79% |
75.26% / $29.42 |
$0.42 / $0.44 / $0.02 / 450 |
|
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 |
29.00 |
30.19% |
$0.44 / 3,270 |
$0.46 / 2,492 |
329 / 542 |
25.911182% |
0.392866 |
-0.018898 |
0.109630 |
0.033464 |
0.009870 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
34.00 |
0.99% |
$0.01 / 1,723 |
$0.02 / 450 |
0 / 78 |
29.386603% |
0.062618 |
-0.006029 |
0.035177 |
0.010738 |
0.001626 |
|
378 |
Legs |
10/27(32) |
CALL |
29.00 / 35.00 |
$42 / $558 / 0.08 |
69.81% / $24.86 / 4.45% / 52.57% |
75.26% / $29.42 |
$0.42 / $0.44 / $0.02 / 354 |
|
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 |
29.00 |
30.19% |
$0.44 / 3,270 |
$0.46 / 2,492 |
329 / 542 |
25.911182% |
0.392866 |
-0.018898 |
0.109630 |
0.033464 |
0.009870 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
35.00 |
0.39% |
$0.01 / 2,533 |
$0.02 / 354 |
0 / 673 |
32.953121% |
0.038935 |
-0.004125 |
0.024081 |
0.007351 |
0.001015 |
|
|
577 |
|
10/20(25) |
PUT |
104.00 / 95.00 |
$55 / $845 / 0.07 |
73.57% / $27.69 / 3.28% / 47.24% |
77.17% / $103.45 |
$0.55 / $0.80 / $0.25 / 22 |
95 / 94.41% / 44 |
3 |
Legs |
Vertical |
Bullish |
$105.99 (-1.05%) / 880K |
|
|
|
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 |
104.00 |
26.43% |
$0.80 / 22 |
$0.95 / 21 |
1 / 49 |
17.067878% |
-0.321244 |
-0.038104 |
0.053144 |
0.107556 |
-0.028361 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
95.00 |
0.75% |
0 / 0 |
$0.25 / 29 |
0 / 15 |
28.520579% |
-0.028990 |
-0.007373 |
0.009816 |
0.019865 |
-0.002516 |
|
654 |
Legs |
10/20(25) |
PUT |
104.00 / 90.00 |
$60 / $1,340 / 0.05 |
73.57% / $43.12 / 3.22% / 46.24% |
77.48% / $103.40 |
$0.60 / $0.80 / $0.20 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
104.00 |
26.43% |
$0.80 / 22 |
$0.95 / 21 |
1 / 49 |
17.067878% |
-0.321244 |
-0.038104 |
0.053144 |
0.107556 |
-0.028361 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
90.00 |
0.04% |
0 / 0 |
$0.20 / 26 |
0 / 12 |
36.736317% |
-0.002969 |
-0.001022 |
0.001346 |
0.002723 |
-0.000256 |
|
709 |
Legs |
10/20(25) |
PUT |
105.00 / 95.00 |
$80 / $920 / 0.09 |
66.31% / $38.91 / 4.23% / 64.39% |
72.19% / $104.20 |
$0.80 / $1.05 / $0.25 / 29 |
|
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 |
105.00 |
33.69% |
$1.05 / 84 |
$1.20 / 9 |
4 / 79 |
16.416972% |
-0.377176 |
-0.039998 |
0.056358 |
0.114059 |
-0.033393 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
95.00 |
0.75% |
0 / 0 |
$0.25 / 29 |
0 / 15 |
28.520579% |
-0.028990 |
-0.007373 |
0.009816 |
0.019865 |
-0.002516 |
|
778 |
Legs |
10/20(25) |
PUT |
105.00 / 90.00 |
$85 / $1,415 / 0.06 |
66.31% / $55.28 / 3.91% / 58.39% |
72.54% / $104.15 |
$0.85 / $1.05 / $0.20 / 26 |
|
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 |
105.00 |
33.69% |
$1.05 / 84 |
$1.20 / 9 |
4 / 79 |
16.416972% |
-0.377176 |
-0.039998 |
0.056358 |
0.114059 |
-0.033393 |
BATS / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
90.00 |
0.04% |
0 / 0 |
$0.20 / 26 |
0 / 12 |
36.736317% |
-0.002969 |
-0.001022 |
0.001346 |
0.002723 |
-0.000256 |
|
|
516 |
|
10/20(25) |
PUT |
445.00 / 415.00 |
$250 / $2,750 / 0.09 |
73.95% / $43.77 / 1.59% / 20.87% |
77.39% / $442.50 |
$2.50 / $3.40 / $0.90 / 14 |
99 / 94.37% / 65 |
5 |
Legs |
Vertical |
Bullish |
$455.57 (-0.05%) / 914K |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
445.00 |
26.05% |
$3.40 / 14 |
$3.70 / 27 |
2 / 38 |
17.501118% |
-0.317076 |
-0.180863 |
0.011220 |
0.459217 |
-0.120657 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
415.00 |
2.72% |
$0.55 / 88 |
$0.90 / 36 |
0 / 6 |
23.015899% |
-0.069158 |
-0.069782 |
0.004191 |
0.171540 |
-0.025935 |
|
584 |
Legs |
10/20(25) |
PUT |
450.00 / 420.00 |
$350 / $2,650 / 0.13 |
66.29% / $17.52 / 0.66% / 8.23% |
71.76% / $446.50 |
$3.50 / $4.60 / $1.10 / 14 |
|
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 |
450.00 |
33.71% |
$4.60 / 14 |
$4.90 / 22 |
0 / 34 |
16.755108% |
-0.376436 |
-0.190966 |
0.011957 |
0.489351 |
-0.143714 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
420.00 |
4.32% |
$0.70 / 98 |
$1.10 / 41 |
0 / 13 |
21.894542% |
-0.095197 |
-0.088477 |
0.005333 |
0.218282 |
-0.035769 |
|
737 |
Legs |
11/17(53) |
PUT |
435.00 / 405.00 |
$265 / $2,735 / 0.10 |
79.40% / $6.49 / 0.24% / 1.47% |
81.63% / $432.35 |
$2.65 / $4.20 / $1.55 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
435.00 |
20.60% |
$4.20 / 12 |
$4.40 / 2 |
0 / 749 |
19.003790% |
-0.266307 |
-0.116087 |
0.007374 |
0.593205 |
-0.202163 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
405.00 |
4.35% |
$1.40 / 1 |
$1.55 / 1 |
0 / 23 |
23.360308% |
-0.087140 |
-0.058008 |
0.003562 |
0.286531 |
-0.065175 |
|
775 |
Legs |
10/20(25) |
PUT |
440.00 / 415.00 |
$170 / $2,330 / 0.07 |
80.54% / $22.11 / 0.95% / 12.00% |
82.51% / $438.30 |
$1.70 / $2.60 / $0.90 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
440.00 |
19.46% |
$2.60 / 6 |
$2.80 / 22 |
3 / 20 |
18.412534% |
-0.261489 |
-0.166462 |
0.010248 |
0.419407 |
-0.099207 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
415.00 |
2.72% |
$0.55 / 88 |
$0.90 / 36 |
0 / 6 |
23.015899% |
-0.069158 |
-0.069782 |
0.004191 |
0.171540 |
-0.025935 |
|
843 |
Legs |
11/17(53) |
PUT |
430.00 / 400.00 |
$215 / $2,785 / 0.08 |
83.47% / $26.26 / 0.94% / 5.93% |
85.03% / $427.85 |
$2.15 / $3.50 / $1.35 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
430.00 |
16.53% |
$3.50 / 6 |
$3.70 / 23 |
0 / 4 |
19.762568% |
-0.228791 |
-0.107836 |
0.006800 |
0.547000 |
-0.173186 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
400.00 |
3.18% |
$1.20 / 1 |
$1.35 / 1 |
0 / 30 |
24.240286% |
-0.068599 |
-0.048560 |
0.002970 |
0.238940 |
-0.051205 |
|
878 |
Legs |
10/20(25) |
PUT |
435.00 / 415.00 |
$105 / $1,895 / 0.06 |
85.94% / $1.86 / 0.10% / 1.18% |
86.93% / $433.95 |
$1.05 / $1.95 / $0.90 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
435.00 |
14.06% |
$1.95 / 6 |
$2.15 / 18 |
0 / 769 |
19.299493% |
-0.210840 |
-0.148795 |
0.009100 |
0.372453 |
-0.079772 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
415.00 |
2.72% |
$0.55 / 88 |
$0.90 / 36 |
0 / 6 |
23.015899% |
-0.069158 |
-0.069782 |
0.004191 |
0.171540 |
-0.025935 |
|
|
174 |
|
11/03(39) |
PUT |
12.00 / 10.00 |
$22 / $178 / 0.12 |
74.28% / $1.05 / 0.59% / 4.90% |
77.92% / $11.78 |
$0.22 / $0.30 / $0.08 / 34 |
97 / 94.36% / 57 |
5 |
Legs |
Vertical |
Bullish |
$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) |
11/03/2023 (W) |
PUT |
12.00 |
25.72% |
$0.30 / 34 |
$0.33 / 371 |
2 / 1 |
42.396879% |
-0.296973 |
-0.009412 |
0.139874 |
0.015413 |
-0.005147 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
10.00 |
4.86% |
$0.06 / 684 |
$0.08 / 488 |
2 / 60 |
53.895739% |
-0.068218 |
-0.003667 |
0.053197 |
0.005862 |
-0.001137 |
|
201 |
Legs |
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 |
|
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 |
|
244 |
Legs |
10/27(32) |
CALL |
14.00 / 16.50 |
$22 / $228 / 0.10 |
74.15% / $6.32 / 2.77% / 30.33% |
78.12% / $14.22 |
$0.22 / $0.26 / $0.04 / 966 |
|
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 |
16.50 |
2.29% |
$0.02 / 469 |
$0.04 / 966 |
0 / 883 |
42.349663% |
0.103045 |
-0.005794 |
0.079230 |
0.007309 |
0.001217 |
|
255 |
Legs |
11/03(39) |
PUT |
12.50 / 10.00 |
$36 / $214 / 0.17 |
64.72% / $3.68 / 1.72% / 14.86% |
71.78% / $12.14 |
$0.36 / $0.44 / $0.08 / 488 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
12.50 |
35.28% |
$0.44 / 515 |
$0.49 / 606 |
14 / 1 |
40.721399% |
-0.374840 |
-0.010212 |
0.153232 |
0.016885 |
-0.006576 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
10.00 |
4.86% |
$0.06 / 684 |
$0.08 / 488 |
2 / 60 |
53.895739% |
-0.068218 |
-0.003667 |
0.053197 |
0.005862 |
-0.001137 |
|
261 |
Legs |
10/27(32) |
PUT |
12.50 / 10.50 |
$32 / $168 / 0.19 |
65.32% / $1.69 / 1.01% / 10.19% |
72.15% / $12.18 |
$0.32 / $0.41 / $0.09 / 721 |
|
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 |
12.50 |
34.68% |
$0.41 / 1,624 |
$0.43 / 112 |
87 / 350 |
41.184686% |
-0.371935 |
-0.011210 |
0.167054 |
0.015411 |
-0.005394 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
10.50 |
6.26% |
$0.07 / 1,745 |
$0.09 / 721 |
1 / 303 |
51.779694% |
-0.092426 |
-0.005045 |
0.073157 |
0.006749 |
-0.001286 |
|
296 |
Legs |
10/27(32) |
PUT |
12.00 / 10.00 |
$20 / $180 / 0.11 |
75.61% / $3.20 / 1.78% / 18.62% |
79.13% / $11.80 |
$0.20 / $0.27 / $0.07 / 559 |
|
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 |
12.00 |
24.39% |
$0.27 / 559 |
$0.29 / 526 |
28 / 796 |
43.367614% |
-0.287505 |
-0.010199 |
0.150582 |
0.013892 |
-0.004120 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
10.00 |
3.63% |
$0.04 / 1,274 |
$0.07 / 1,138 |
0 / 460 |
55.557963% |
-0.054183 |
-0.003362 |
0.048557 |
0.004480 |
-0.000748 |
|
|
6 |
|
11/03(39) |
CALL |
375.00 / 377.00 |
$58 / $142 / 0.41 |
70.59% / $0.35 / 0.25% / 2.01% |
71.33% / $375.58 |
$0.58 / $3.85 / $3.27 / 98 |
97 / 93.40% / 95 |
5 |
Legs |
Vertical |
Bearish |
$358.23 (+0.10%) / 51.59M |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
375.00 |
29.41% |
$3.85 / 441 |
$3.88 / 120 |
82 / 44 |
17.686852% |
0.380552 |
-0.175922 |
0.010392 |
0.470506 |
0.150590 |
NASDAQ / ETF |
Long (Buy) |
11/03/2023 (W) |
CALL |
377.00 |
26.89% |
$3.24 / 279 |
$3.27 / 98 |
11 / 14 |
17.435258% |
0.360815 |
-0.172464 |
0.010215 |
0.462472 |
0.143000 |
|
7 |
Legs |
11/03(39) |
CALL |
375.00 / 377.50 |
$73 / $177 / 0.41 |
70.59% / $1.32 / 0.75% / 6.23% |
71.52% / $375.73 |
$0.73 / $3.85 / $3.12 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
375.00 |
29.41% |
$3.85 / 441 |
$3.88 / 120 |
82 / 44 |
17.686852% |
0.380552 |
-0.175922 |
0.010392 |
0.470506 |
0.150590 |
NASDAQ / ETF |
Long (Buy) |
11/03/2023 (W) |
CALL |
377.50 |
26.28% |
$3.10 / 444 |
$3.12 / 21 |
4 / 29 |
17.364429% |
0.355952 |
-0.171544 |
0.010167 |
0.460296 |
0.141125 |
|
8 |
Legs |
11/03(39) |
CALL |
375.00 / 378.00 |
$86 / $214 / 0.40 |
70.59% / $0.54 / 0.25% / 2.06% |
71.69% / $375.86 |
$0.86 / $3.85 / $2.99 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
375.00 |
29.41% |
$3.85 / 441 |
$3.88 / 120 |
82 / 44 |
17.686852% |
0.380552 |
-0.175922 |
0.010392 |
0.470506 |
0.150590 |
NASDAQ / ETF |
Long (Buy) |
11/03/2023 (W) |
CALL |
378.00 |
25.67% |
$2.96 / 1,096 |
$2.99 / 72 |
254 / 31 |
17.307843% |
0.351119 |
-0.170602 |
0.010117 |
0.458055 |
0.139261 |
|
10 |
Legs |
11/03(39) |
CALL |
374.00 / 376.00 |
$62 / $138 / 0.45 |
69.28% / $1.65 / 1.20% / 10.17% |
70.09% / $374.62 |
$0.62 / $4.18 / $3.56 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
374.00 |
30.72% |
$4.18 / 902 |
$4.21 / 30 |
124 / 12 |
17.812265% |
0.390582 |
-0.177511 |
0.010472 |
0.474103 |
0.154437 |
NASDAQ / ETF |
Long (Buy) |
11/03/2023 (W) |
CALL |
376.00 |
28.13% |
$3.53 / 934 |
$3.56 / 31 |
16 / 28 |
17.544133% |
0.370628 |
-0.174239 |
0.010307 |
0.466626 |
0.146777 |
|
11 |
Legs |
11/03(39) |
CALL |
374.00 / 377.00 |
$91 / $209 / 0.44 |
69.28% / $1.48 / 0.71% / 5.91% |
70.47% / $374.91 |
$0.91 / $4.18 / $3.27 / 98 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
374.00 |
30.72% |
$4.18 / 902 |
$4.21 / 30 |
124 / 12 |
17.812265% |
0.390582 |
-0.177511 |
0.010472 |
0.474103 |
0.154437 |
NASDAQ / ETF |
Long (Buy) |
11/03/2023 (W) |
CALL |
377.00 |
26.89% |
$3.24 / 279 |
$3.27 / 98 |
11 / 14 |
17.435258% |
0.360815 |
-0.172464 |
0.010215 |
0.462472 |
0.143000 |
|
12 |
Legs |
10/27(32) |
CALL |
373.00 / 374.00 |
$30 / $70 / 0.43 |
69.70% / $0.00 / 0.00% / 0.03% |
70.13% / $373.30 |
$0.30 / $3.60 / $3.30 / 62 |
|
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 |
373.00 |
30.30% |
$3.60 / 100 |
$3.62 / 27 |
44 / 82 |
17.509468% |
0.385188 |
-0.191903 |
0.011400 |
0.432102 |
0.128309 |
NASDAQ / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
374.00 |
28.88% |
$3.27 / 633 |
$3.30 / 62 |
140 / 275 |
17.359334% |
0.374247 |
-0.189961 |
0.011300 |
0.428321 |
0.124763 |
|
|
162 |
|
10/20(25) |
CALL |
4420.00 / 4440.00 |
$720 / $1,280 / 0.56 |
63.49% / $3.22 / 0.25% / 3.06% |
64.94% / $4,427.20 |
$7.20 / $35.20 / $28.00 / 225 |
99 / 93.26% / 50 |
5 |
Legs |
Vertical |
Bearish |
$4320.06 (-0.23%) / 2.14B |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
4420.00 |
36.51% |
$35.20 / 225 |
$35.70 / 225 |
19 / 5,711 |
12.145558% |
0.422089 |
-1.976155 |
0.001503 |
4.792117 |
1.395387 |
S&P / Index |
Long (Buy) |
10/20/2023 (M) |
CALL |
4440.00 |
32.53% |
$27.60 / 225 |
$28.00 / 332 |
651 / 758 |
11.854725% |
0.392861 |
-1.930542 |
0.001476 |
4.708323 |
1.300579 |
|
177 |
Legs |
11/17(53) |
CALL |
4460.00 / 4480.00 |
$720 / $1,280 / 0.56 |
63.72% / $3.42 / 0.27% / 1.65% |
64.74% / $4,467.20 |
$7.20 / $50.30 / $43.10 / 120 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4460.00 |
36.28% |
$50.30 / 120 |
$51.00 / 165 |
1 / 260 |
12.198317% |
0.426542 |
-1.473616 |
0.001074 |
6.732993 |
2.723905 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
4480.00 |
33.47% |
$42.50 / 120 |
$43.10 / 120 |
10 / 360 |
11.983012% |
0.405775 |
-1.449224 |
0.001062 |
6.657490 |
2.594902 |
|
185 |
Legs |
11/17(53) |
CALL |
4460.00 / 4485.00 |
$900 / $1,600 / 0.56 |
63.72% / $7.48 / 0.47% / 2.91% |
65.00% / $4,469.00 |
$9.00 / $50.30 / $41.30 / 120 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4460.00 |
36.28% |
$50.30 / 120 |
$51.00 / 165 |
1 / 260 |
12.198317% |
0.426542 |
-1.473616 |
0.001074 |
6.732993 |
2.723905 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
4485.00 |
32.78% |
$40.70 / 120 |
$41.30 / 179 |
10 / 340 |
11.936848% |
0.400636 |
-1.442635 |
0.001059 |
6.635870 |
2.562914 |
|
190 |
Legs |
11/17(53) |
CALL |
4460.00 / 4490.00 |
$1,070 / $1,930 / 0.55 |
63.72% / $3.43 / 0.18% / 1.10% |
65.24% / $4,470.70 |
$10.70 / $50.30 / $39.60 / 120 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4460.00 |
36.28% |
$50.30 / 120 |
$51.00 / 165 |
1 / 260 |
12.198317% |
0.426542 |
-1.473616 |
0.001074 |
6.732993 |
2.723905 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
4490.00 |
32.10% |
$38.90 / 260 |
$39.60 / 300 |
4 / 571 |
11.891903% |
0.395520 |
-1.435856 |
0.001055 |
6.613180 |
2.531041 |
|
231 |
Legs |
10/20(25) |
CALL |
4415.00 / 4430.00 |
$560 / $940 / 0.60 |
62.46% / $3.70 / 0.39% / 4.82% |
63.61% / $4,420.60 |
$5.60 / $37.30 / $31.70 / 159 |
|
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 |
4415.00 |
37.54% |
$37.30 / 225 |
$37.80 / 185 |
106 / 663 |
12.222252% |
0.429491 |
-1.986137 |
0.001508 |
4.809079 |
1.419346 |
S&P / Index |
Long (Buy) |
10/20/2023 (M) |
CALL |
4430.00 |
34.50% |
$31.30 / 225 |
$31.70 / 159 |
32 / 397 |
12.003739% |
0.407394 |
-1.954464 |
0.001490 |
4.753358 |
1.347761 |
|
238 |
Legs |
11/17(53) |
CALL |
4455.00 / 4475.00 |
$740 / $1,260 / 0.59 |
63.00% / $8.55 / 0.68% / 4.24% |
64.06% / $4,462.40 |
$7.40 / $52.40 / $45.00 / 120 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
4455.00 |
37.00% |
$52.40 / 120 |
$53.10 / 165 |
5 / 43 |
12.254587% |
0.431783 |
-1.479208 |
0.001077 |
6.749055 |
2.756389 |
S&P / Index |
Long (Buy) |
11/17/2023 (M) |
CALL |
4475.00 |
34.16% |
$44.40 / 246 |
$45.00 / 120 |
89 / 2,040 |
12.038716% |
0.410936 |
-1.455620 |
0.001065 |
6.678027 |
2.627001 |
|
|
368 |
|
11/17(53) |
PUT |
50.00 / 45.00 |
$55 / $445 / 0.12 |
69.68% / $2.28 / 0.51% / 3.18% |
74.26% / $49.45 |
$0.55 / $0.80 / $0.25 / 571 |
99 / 92.80% / 97 |
5 |
Legs |
Vertical |
Bullish |
$51.61 (-0.86%) / 6.98M |
|
Earnings: 11/01 / Ex-Div: 09/29 ($0.26) |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
50.00 |
30.32% |
$0.80 / 571 |
$0.90 / 358 |
527 / 436 |
20.539453% |
-0.341053 |
-0.018030 |
0.065933 |
0.074934 |
-0.029770 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
45.00 |
4.41% |
$0.15 / 200 |
$0.25 / 876 |
16 / 15 |
26.622570% |
-0.081410 |
-0.007386 |
0.027163 |
0.030871 |
-0.006942 |
|
671 |
Legs |
10/20(25) |
PUT |
50.00 / 45.00 |
$30 / $470 / 0.06 |
76.27% / $15.03 / 3.20% / 45.89% |
79.38% / $49.70 |
$0.30 / $0.35 / $0.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
50.00 |
23.73% |
$0.35 / 946 |
$0.40 / 25 |
326 / 869 |
18.957910% |
-0.294567 |
-0.023733 |
0.087144 |
0.050389 |
-0.012770 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
0.84% |
0 / 0 |
$0.05 / 2 |
3 / 12 |
27.871479% |
-0.027089 |
-0.004284 |
0.015823 |
0.009149 |
-0.001152 |
|
788 |
Legs |
11/17(53) |
CALL |
55.00 / 60.00 |
$30 / $470 / 0.06 |
79.37% / $3.48 / 0.74% / 4.63% |
81.39% / $55.30 |
$0.30 / $0.35 / $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 |
55.00 |
20.63% |
$0.35 / 11 |
$0.40 / 138 |
34 / 208 |
16.728676% |
0.308125 |
-0.016430 |
0.063272 |
0.071910 |
0.023387 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
2.34% |
0 / 0 |
$0.05 / 1 |
20 / 47 |
19.447437% |
0.094160 |
-0.007970 |
0.030274 |
0.034407 |
0.007277 |
|
835 |
Legs |
11/17(53) |
CALL |
55.00 / 62.50 |
$30 / $720 / 0.04 |
79.37% / $15.79 / 2.19% / 14.25% |
81.39% / $55.30 |
$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 |
55.00 |
20.63% |
$0.35 / 11 |
$0.40 / 138 |
34 / 208 |
16.728676% |
0.308125 |
-0.016430 |
0.063272 |
0.071910 |
0.023387 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
62.50 |
0.56% |
0 / 0 |
$0.05 / 350 |
0 / 5 |
23.861078% |
0.044737 |
-0.004496 |
0.017019 |
0.019342 |
0.003478 |
|
846 |
Legs |
11/17(53) |
CALL |
52.50 / 57.50 |
$110 / $390 / 0.28 |
57.73% / $6.02 / 1.54% / 9.87% |
68.20% / $53.60 |
$1.10 / $1.20 / $0.10 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
52.50 |
42.27% |
$1.20 / 72 |
$1.25 / 8 |
62 / 11 |
18.190166% |
0.473276 |
-0.018257 |
0.071353 |
0.081094 |
0.035427 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
57.50 |
7.83% |
$0.05 / 235 |
$0.10 / 135 |
21 / 209 |
15.860943% |
0.179580 |
-0.012359 |
0.047194 |
0.053637 |
0.013771 |
|
912 |
Legs |
10/20(25) |
CALL |
52.50 / 57.50 |
$65 / $435 / 0.15 |
59.23% / $16.29 / 3.74% / 55.45% |
67.95% / $53.15 |
$0.65 / $0.70 / $0.05 / 346 |
|
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 |
52.50 |
40.77% |
$0.70 / 537 |
$0.80 / 649 |
511 / 803 |
17.038679% |
0.455754 |
-0.026068 |
0.100059 |
0.057857 |
0.017780 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
57.50 |
2.53% |
0 / 0 |
$0.05 / 346 |
47 / 1,789 |
20.470219% |
0.095728 |
-0.011397 |
0.043010 |
0.024870 |
0.003816 |
|
|
82 |
|
10/27(32) |
PUT |
50.50 / 45.00 |
$90 / $460 / 0.20 |
71.19% / $7.13 / 1.55% / 16.07% |
76.19% / $49.60 |
$0.90 / $1.20 / $0.30 / 11 |
99 / 92.33% / 79 |
5 |
Legs |
Vertical |
Bullish |
$52.8501 (-1.38%) / 737K |
|
|
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
50.50 |
28.81% |
$1.20 / 11 |
$1.35 / 30 |
0 / 11 |
37.795654% |
-0.328496 |
-0.037511 |
0.045461 |
0.060316 |
-0.019052 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
45.00 |
7.21% |
$0.25 / 50 |
$0.30 / 13 |
0 / 2 |
41.200599% |
-0.112268 |
-0.020270 |
0.023996 |
0.031837 |
-0.006339 |
|
114 |
Legs |
10/27(32) |
PUT |
50.00 / 45.00 |
$80 / $420 / 0.19 |
74.04% / $8.57 / 2.04% / 21.62% |
78.23% / $49.20 |
$0.80 / $1.10 / $0.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
50.00 |
25.96% |
$1.10 / 1 |
$1.20 / 30 |
0 / 5 |
38.473889% |
-0.304831 |
-0.036444 |
0.044041 |
0.058432 |
-0.017629 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
45.00 |
7.21% |
$0.25 / 50 |
$0.30 / 13 |
0 / 2 |
41.200599% |
-0.112268 |
-0.020270 |
0.023996 |
0.031837 |
-0.006339 |
|
139 |
Legs |
11/17(53) |
PUT |
50.00 / 44.00 |
$110 / $490 / 0.22 |
71.08% / $4.22 / 0.86% / 5.41% |
75.89% / $48.90 |
$1.10 / $1.65 / $0.55 / 95 |
|
Underlying |
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 |
28.92% |
$1.65 / 95 |
$1.80 / 227 |
1 / 501 |
39.309428% |
-0.324787 |
-0.029132 |
0.035962 |
0.075546 |
-0.030632 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
44.00 |
9.26% |
$0.45 / 231 |
$0.55 / 323 |
0 / 120 |
42.960066% |
-0.128572 |
-0.017485 |
0.020982 |
0.044077 |
-0.011760 |
|
176 |
Legs |
10/20(25) |
PUT |
51.00 / 45.00 |
$90 / $510 / 0.18 |
69.37% / $12.32 / 2.42% / 33.18% |
75.15% / $50.10 |
$0.90 / $1.15 / $0.25 / 68 |
|
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 |
30.63% |
$1.15 / 68 |
$1.25 / 99 |
0 / 1 |
37.061063% |
-0.345054 |
-0.042828 |
0.051629 |
0.055180 |
-0.015978 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
5.38% |
$0.15 / 434 |
$0.25 / 140 |
0 / 95 |
42.190340% |
-0.091676 |
-0.019609 |
0.023068 |
0.024655 |
-0.004126 |
|
292 |
Legs |
10/27(32) |
PUT |
52.00 / 45.00 |
$145 / $555 / 0.26 |
61.70% / $14.98 / 2.70% / 29.44% |
70.90% / $50.55 |
$1.45 / $1.75 / $0.30 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
52.00 |
38.30% |
$1.75 / 5 |
$1.85 / 12 |
0 / 11 |
36.941493% |
-0.401877 |
-0.039743 |
0.048647 |
0.064543 |
-0.023519 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
45.00 |
7.21% |
$0.25 / 50 |
$0.30 / 13 |
0 / 2 |
41.200599% |
-0.112268 |
-0.020270 |
0.023996 |
0.031837 |
-0.006339 |
|
293 |
Legs |
10/20(25) |
PUT |
51.00 / 40.00 |
$105 / $995 / 0.11 |
69.37% / $58.14 / 5.84% / 97.67% |
76.04% / $49.95 |
$1.05 / $1.15 / $0.10 / 68 |
|
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 |
30.63% |
$1.15 / 68 |
$1.25 / 99 |
0 / 1 |
37.061063% |
-0.345054 |
-0.042828 |
0.051629 |
0.055180 |
-0.015978 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
40.00 |
0.72% |
0 / 0 |
$0.10 / 121 |
1 / 3 |
56.210553% |
-0.013644 |
-0.004200 |
0.004891 |
0.005227 |
-0.000604 |
|
|
102 |
|
10/20(25) |
CALL |
443.00 / 445.00 |
$69 / $131 / 0.53 |
64.79% / $0.02 / 0.01% / 0.14% |
66.16% / $443.69 |
$0.69 / $3.26 / $2.57 / 88 |
99 / 92.03% / 55 |
5 |
Legs |
Vertical |
Bearish |
$432.01 (-0.23%) |
|
|
|
Neutral / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
443.00 |
35.21% |
$3.26 / 88 |
$3.31 / 88 |
8 / 7 |
12.201805% |
0.412735 |
-0.197637 |
0.014835 |
0.477159 |
0.136563 |
S&P / Index |
Long (Buy) |
10/20/2023 (M) |
CALL |
445.00 |
31.32% |
$2.54 / 171 |
$2.57 / 304 |
49 / 144 |
11.897758% |
0.383945 |
-0.192811 |
0.014553 |
0.468066 |
0.127212 |
|
128 |
Legs |
10/27(32) |
CALL |
443.00 / 445.00 |
$74 / $126 / 0.59 |
62.76% / $0.63 / 0.50% / 4.97% |
64.10% / $443.74 |
$0.74 / $4.12 / $3.38 / 72 |
|
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 |
443.00 |
37.24% |
$4.12 / 72 |
$4.19 / 72 |
0 / 2 |
12.369339% |
0.429207 |
-0.181645 |
0.013427 |
0.536122 |
0.175284 |
S&P / Index |
Long (Buy) |
10/27/2023 (W) |
CALL |
445.00 |
33.67% |
$3.33 / 88 |
$3.38 / 88 |
1 / 2 |
12.079812% |
0.403086 |
-0.178078 |
0.013238 |
0.528568 |
0.164849 |
|
137 |
Legs |
10/27(32) |
CALL |
443.00 / 446.00 |
$109 / $191 / 0.57 |
62.76% / $0.07 / 0.04% / 0.34% |
64.73% / $444.09 |
$1.09 / $4.12 / $3.03 / 72 |
|
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 |
443.00 |
37.24% |
$4.12 / 72 |
$4.19 / 72 |
0 / 2 |
12.369339% |
0.429207 |
-0.181645 |
0.013427 |
0.536122 |
0.175284 |
S&P / Index |
Long (Buy) |
10/27/2023 (W) |
CALL |
446.00 |
31.94% |
$2.98 / 199 |
$3.03 / 96 |
0 / 4 |
11.961700% |
0.390222 |
-0.176057 |
0.013123 |
0.523966 |
0.159697 |
|
153 |
Legs |
11/03(39) |
CALL |
443.00 / 445.00 |
$77 / $123 / 0.63 |
61.19% / $0.28 / 0.23% / 1.88% |
62.48% / $443.77 |
$0.77 / $5.04 / $4.27 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
443.00 |
38.81% |
$5.04 / 72 |
$5.12 / 72 |
0 / 1 |
12.689402% |
0.442213 |
-0.169424 |
0.012352 |
0.589073 |
0.214582 |
S&P / Index |
Long (Buy) |
11/03/2023 (W) |
CALL |
445.00 |
35.50% |
$4.21 / 80 |
$4.27 / 80 |
0 / 3 |
12.441927% |
0.418145 |
-0.166644 |
0.012219 |
0.582754 |
0.203196 |
|
167 |
Legs |
11/10(46) |
PUT |
425.00 / 395.00 |
$364 / $2,636 / 0.14 |
70.68% / $50.13 / 1.90% / 14.08% |
75.53% / $421.36 |
$3.64 / $5.06 / $1.42 / 96 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/10/2023 (W) |
PUT |
425.00 |
29.32% |
$5.06 / 96 |
$5.14 / 96 |
2 / 131 |
16.111912% |
-0.342709 |
-0.107033 |
0.010664 |
0.591393 |
-0.215391 |
S&P / Index |
Long (Buy) |
11/10/2023 (W) |
PUT |
395.00 |
4.25% |
$1.35 / 560 |
$1.42 / 702 |
1 / 1 |
20.951379% |
-0.091989 |
-0.051697 |
0.004789 |
0.265583 |
-0.056876 |
|
171 |
Legs |
11/03(39) |
CALL |
443.00 / 447.00 |
$152 / $248 / 0.61 |
61.19% / $1.06 / 0.43% / 3.53% |
63.72% / $444.52 |
$1.52 / $5.04 / $3.52 / 72 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
443.00 |
38.81% |
$5.04 / 72 |
$5.12 / 72 |
0 / 1 |
12.689402% |
0.442213 |
-0.169424 |
0.012352 |
0.589073 |
0.214582 |
S&P / Index |
Long (Buy) |
11/03/2023 (W) |
CALL |
447.00 |
32.30% |
$3.45 / 96 |
$3.52 / 96 |
1 / 2 |
12.191878% |
0.394486 |
-0.163370 |
0.012044 |
0.574384 |
0.191964 |
|
|
921 |
|
10/20(25) |
CALL |
16.00 / 19.00 |
$35 / $265 / 0.13 |
61.05% / $4.62 / 1.74% / 23.03% |
68.37% / $16.35 |
$0.35 / $0.50 / $0.15 / 1 |
97 / 91.88% / 20 |
3 |
Legs |
Vertical |
Bearish |
$15.72 (+0.58%) / 1.99M |
|
|
|
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 |
16.00 |
38.95% |
$0.50 / 1 |
$0.55 / 2,770 |
7 / 230 |
39.377677% |
0.467829 |
-0.017148 |
0.161867 |
0.017435 |
0.005151 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
19.00 |
3.23% |
$0.05 / 3,276 |
$0.15 / 6,463 |
0 / 2 |
51.235510% |
0.120730 |
-0.008593 |
0.081867 |
0.008818 |
0.001386 |
|
931 |
Legs |
10/20(25) |
CALL |
16.00 / 20.00 |
$40 / $360 / 0.11 |
61.05% / $16.83 / 4.67% / 73.02% |
69.35% / $16.40 |
$0.40 / $0.50 / $0.10 / 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 |
16.00 |
38.95% |
$0.50 / 1 |
$0.55 / 2,770 |
7 / 230 |
39.377677% |
0.467829 |
-0.017148 |
0.161867 |
0.017435 |
0.005151 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
20.00 |
1.03% |
0 / 0 |
$0.10 / 860 |
0 / 58 |
60.704372% |
0.067193 |
-0.005557 |
0.053022 |
0.005711 |
0.000778 |
|
954 |
Legs |
10/20(25) |
CALL |
16.00 / 21.00 |
$35 / $465 / 0.08 |
61.05% / $18.61 / 4.00% / 60.15% |
68.37% / $16.35 |
$0.35 / $0.50 / $0.15 / 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 |
16.00 |
38.95% |
$0.50 / 1 |
$0.55 / 2,770 |
7 / 230 |
39.377677% |
0.467829 |
-0.017148 |
0.161867 |
0.017435 |
0.005151 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
21.00 |
0.29% |
0 / 0 |
$0.15 / 2,139 |
0 / 21 |
76.360430% |
0.035393 |
-0.003327 |
0.031785 |
0.003424 |
0.000412 |
|
963 |
Legs |
10/20(25) |
CALL |
16.00 / 22.00 |
$35 / $565 / 0.06 |
61.05% / $20.53 / 3.63% / 53.46% |
68.37% / $16.35 |
$0.35 / $0.50 / $0.15 / 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 |
16.00 |
38.95% |
$0.50 / 1 |
$0.55 / 2,770 |
7 / 230 |
39.377677% |
0.467829 |
-0.017148 |
0.161867 |
0.017435 |
0.005151 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
22.00 |
0.07% |
0 / 0 |
$0.15 / 762 |
0 / 2 |
84.809102% |
0.017765 |
-0.001866 |
0.017843 |
0.001922 |
0.000208 |
|
|
432 |
|
10/20(25) |
PUT |
144.00 / 130.00 |
$110 / $1,290 / 0.09 |
70.88% / $29.59 / 2.29% / 31.27% |
74.99% / $142.90 |
$1.10 / $1.50 / $0.40 / 218 |
97 / 91.86% / 76 |
4 |
Legs |
Vertical |
Bullish |
$147.44 (+0.19%) / 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) |
10/20/2023 (M) |
PUT |
144.00 |
29.12% |
$1.50 / 272 |
$1.70 / 286 |
0 / 5 |
20.882444% |
-0.339755 |
-0.072027 |
0.029731 |
0.152821 |
-0.042282 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
1.92% |
$0.10 / 269 |
$0.40 / 218 |
0 / 2 |
29.238012% |
-0.050260 |
-0.021162 |
0.008407 |
0.043215 |
-0.006125 |
|
474 |
Legs |
10/20(25) |
PUT |
144.00 / 125.00 |
$120 / $1,780 / 0.07 |
70.88% / $67.29 / 3.78% / 56.10% |
75.35% / $142.80 |
$1.20 / $1.50 / $0.30 / 225 |
|
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 |
144.00 |
29.12% |
$1.50 / 272 |
$1.70 / 286 |
0 / 5 |
20.882444% |
-0.339755 |
-0.072027 |
0.029731 |
0.152821 |
-0.042282 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
125.00 |
0.49% |
$0.05 / 359 |
$0.30 / 225 |
0 / 130 |
33.741156% |
-0.017269 |
-0.008790 |
0.003469 |
0.017830 |
-0.002094 |
|
501 |
Legs |
10/20(25) |
PUT |
144.00 / 120.00 |
$135 / $2,265 / 0.06 |
70.88% / $90.87 / 4.01% / 60.32% |
75.88% / $142.65 |
$1.35 / $1.50 / $0.15 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
144.00 |
29.12% |
$1.50 / 272 |
$1.70 / 286 |
0 / 5 |
20.882444% |
-0.339755 |
-0.072027 |
0.029731 |
0.152821 |
-0.042282 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
120.00 |
0.10% |
0 / 0 |
$0.15 / 5 |
0 / 225 |
39.302766% |
-0.004602 |
-0.002776 |
0.001090 |
0.005604 |
-0.000556 |
|
603 |
Legs |
10/20(25) |
PUT |
143.00 / 130.00 |
$90 / $1,210 / 0.07 |
74.63% / $22.44 / 1.85% / 24.67% |
77.76% / $142.10 |
$0.90 / $1.30 / $0.40 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
143.00 |
25.37% |
$1.30 / 13 |
$1.45 / 14 |
3 / 9 |
21.331550% |
-0.309639 |
-0.069643 |
0.028620 |
0.147112 |
-0.038458 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
1.92% |
$0.10 / 269 |
$0.40 / 218 |
0 / 2 |
29.238012% |
-0.050260 |
-0.021162 |
0.008407 |
0.043215 |
-0.006125 |
|
633 |
Legs |
10/20(25) |
PUT |
145.00 / 130.00 |
$135 / $1,365 / 0.10 |
66.86% / $38.34 / 2.81% / 39.43% |
72.23% / $143.65 |
$1.35 / $1.75 / $0.40 / 218 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
145.00 |
33.14% |
$1.75 / 638 |
$1.90 / 42 |
5 / 50 |
20.212012% |
-0.370710 |
-0.073927 |
0.030663 |
0.157612 |
-0.046230 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
130.00 |
1.92% |
$0.10 / 269 |
$0.40 / 218 |
0 / 2 |
29.238012% |
-0.050260 |
-0.021162 |
0.008407 |
0.043215 |
-0.006125 |
|
|
113 |
|
10/20(25) |
PUT |
40.00 / 30.00 |
$300 / $700 / 0.43 |
65.76% / $2.24 / 0.32% / 3.91% |
70.53% / $37.00 |
$3.00 / $6.20 / $3.20 / 5 |
97 / 91.81% / 74 |
|
Legs |
Vertical |
Bullish |
$43.59 (+0.97%) / 372K |
|
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) |
10/20/2023 (M) |
PUT |
40.00 |
34.24% |
$6.20 / 5 |
$7.70 / 14 |
28 / 266 |
187.044428% |
-0.321583 |
-0.175530 |
0.012410 |
0.043923 |
-0.018353 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
20.51% |
$1.20 / 7 |
$3.20 / 23 |
2 / 73 |
173.405713% |
-0.184995 |
-0.131373 |
0.009244 |
0.032718 |
-0.009692 |
|
966 |
|
12/15(81) |
CALL |
50.00 / 60.00 |
$60 / $940 / 0.06 |
76.22% / $1.42 / 0.15% / 0.62% |
78.66% / $50.60 |
$0.60 / $0.75 / $0.15 / 56 |
90 / 91.42% / 33 |
|
Legs |
Vertical |
Bearish |
$45.04 (-1.53%) / 12K |
|
|
|
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 |
50.00 |
23.78% |
$0.75 / 503 |
$1.35 / 610 |
0 / 53 |
28.306783% |
0.364395 |
-0.022215 |
0.039604 |
0.081683 |
0.033377 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
60.00 |
2.54% |
0 / 0 |
$0.15 / 56 |
0 / 2 |
32.640776% |
0.112251 |
-0.011050 |
0.020131 |
0.041521 |
0.010695 |
|
278 |
|
10/27(32) |
PUT |
75.00 / 60.00 |
$150 / $1,350 / 0.11 |
74.15% / $18.47 / 1.37% / 14.07% |
77.92% / $73.50 |
$1.50 / $1.95 / $0.45 / 130 |
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) |
10/27/2023 (W) |
PUT |
75.00 |
25.85% |
$1.95 / 130 |
$2.05 / 92 |
2 / 109 |
47.375220% |
-0.296098 |
-0.075191 |
0.021255 |
0.088429 |
-0.027148 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
60.00 |
3.76% |
$0.30 / 240 |
$0.45 / 511 |
10 / 2 |
64.180171% |
-0.049022 |
-0.022476 |
0.006245 |
0.025983 |
-0.004295 |
|
393 |
Legs |
11/17(53) |
PUT |
75.00 / 55.00 |
$230 / $1,770 / 0.13 |
71.16% / $25.91 / 1.46% / 9.33% |
75.96% / $72.70 |
$2.30 / $2.90 / $0.60 / 839 |
|
Underlying |
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 |
75.00 |
28.84% |
$2.90 / 839 |
$3.10 / 2,713 |
7 / 16 |
47.631193% |
-0.315326 |
-0.060584 |
0.017363 |
0.114375 |
-0.047635 |
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 |
|
473 |
Legs |
11/17(53) |
PUT |
75.00 / 50.00 |
$230 / $2,270 / 0.10 |
71.16% / $59.61 / 2.63% / 17.25% |
75.96% / $72.70 |
$2.30 / $2.90 / $0.60 / 839 |
|
Underlying |
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 |
75.00 |
28.84% |
$2.90 / 839 |
$3.10 / 2,713 |
7 / 16 |
47.631193% |
-0.315326 |
-0.060584 |
0.017363 |
0.114375 |
-0.047635 |
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 |
|
532 |
Legs |
10/27(32) |
PUT |
78.00 / 60.00 |
$190 / $1,610 / 0.12 |
65.49% / $9.61 / 0.60% / 5.94% |
71.14% / $76.10 |
$1.90 / $2.35 / $0.45 / 290 |
|
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 |
78.00 |
34.51% |
$2.35 / 290 |
$2.85 / 678 |
51 / 18 |
42.536364% |
-0.367279 |
-0.081462 |
0.023160 |
0.096356 |
-0.034068 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
60.00 |
3.76% |
$0.30 / 240 |
$0.45 / 511 |
10 / 2 |
64.180171% |
-0.049022 |
-0.022476 |
0.006245 |
0.025983 |
-0.004295 |
|
591 |
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 |
|
653 |
Legs |
10/13(18) |
PUT |
78.00 / 65.00 |
$150 / $1,150 / 0.13 |
67.86% / $19.83 / 1.72% / 30.91% |
73.42% / $76.50 |
$1.50 / $1.90 / $0.40 / 112 |
|
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 |
78.00 |
32.14% |
$1.90 / 112 |
$2.00 / 140 |
25 / 76 |
44.723754% |
-0.353940 |
-0.104107 |
0.029260 |
0.074393 |
-0.019392 |
ARCA / ETF |
Long (Buy) |
10/13/2023 (W) |
PUT |
65.00 |
3.76% |
$0.30 / 591 |
$0.40 / 368 |
0 / 10 |
63.176164% |
-0.061278 |
-0.034431 |
0.009531 |
0.024231 |
-0.003226 |
|
|
360 |
|
10/20(25) |
PUT |
52.50 / 47.00 |
$60 / $490 / 0.12 |
72.04% / $2.58 / 0.53% / 6.50% |
76.09% / $51.90 |
$0.60 / $0.85 / $0.25 / 367 |
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 |
52.50 |
27.96% |
$0.85 / 367 |
$0.90 / 598 |
1 / 1 |
31.162611% |
-0.325506 |
-0.038515 |
0.054833 |
0.055662 |
-0.015370 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
47.00 |
4.59% |
$0.20 / 311 |
$0.25 / 412 |
0 / 120 |
40.750552% |
-0.084348 |
-0.016947 |
0.023557 |
0.023914 |
-0.003887 |
|
641 |
Legs |
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 |
|
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 |
|
815 |
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 |
|
895 |
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 |
|
907 |
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 |
|
914 |
Legs |
09/29(4) |
PUT |
53.50 / 49.00 |
$25 / $425 / 0.06 |
72.81% / $11.41 / 2.68% / 204.25% |
76.14% / $53.25 |
$0.25 / $0.35 / $0.10 / 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 |
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 |
49.00 |
0.80% |
0 / 0 |
$0.10 / 214 |
0 / 2 |
49.537835% |
-0.033140 |
-0.015709 |
0.021418 |
0.005998 |
-0.000408 |
|
|
290 |
|
10/20(25) |
PUT |
245.00 / 230.00 |
$170 / $1,330 / 0.13 |
71.69% / $29.70 / 2.23% / 30.34% |
76.25% / $243.30 |
$1.70 / $2.35 / $0.65 / 19 |
97 / 91.20% / 59 |
5 |
Legs |
Vertical |
Bullish |
$249.69 (-0.12%) / 1.28M |
|
|
|
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 |
245.00 |
28.31% |
$2.35 / 19 |
$2.60 / 79 |
0 / 14 |
18.499002% |
-0.335244 |
-0.098644 |
0.021563 |
0.257559 |
-0.069927 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
230.00 |
3.71% |
$0.40 / 55 |
$0.65 / 55 |
0 / 7 |
22.455860% |
-0.086318 |
-0.043957 |
0.009318 |
0.111303 |
-0.017757 |
|
385 |
Legs |
11/17(53) |
PUT |
245.00 / 225.00 |
$275 / $1,725 / 0.16 |
67.71% / $12.59 / 0.73% / 4.56% |
73.27% / $242.25 |
$2.75 / $3.90 / $1.15 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
245.00 |
32.29% |
$3.90 / 19 |
$4.20 / 30 |
0 / 31 |
18.374381% |
-0.362219 |
-0.069514 |
0.015809 |
0.371165 |
-0.151593 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
225.00 |
5.53% |
$0.90 / 55 |
$1.15 / 55 |
0 / 3 |
22.852275% |
-0.104897 |
-0.035400 |
0.007670 |
0.180061 |
-0.043036 |
|
507 |
Legs |
11/17(53) |
PUT |
245.00 / 215.00 |
$315 / $2,685 / 0.12 |
67.71% / $124.53 / 4.64% / 32.10% |
74.03% / $241.85 |
$3.15 / $3.90 / $0.75 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
245.00 |
32.29% |
$3.90 / 19 |
$4.20 / 30 |
0 / 31 |
18.374381% |
-0.362219 |
-0.069514 |
0.015809 |
0.371165 |
-0.151593 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
215.00 |
1.65% |
$0.40 / 54 |
$0.75 / 71 |
0 / 8 |
25.749169% |
-0.041308 |
-0.017461 |
0.003734 |
0.087672 |
-0.016829 |
|
510 |
Legs |
11/17(53) |
PUT |
245.00 / 220.00 |
$280 / $2,220 / 0.13 |
67.71% / $56.98 / 2.57% / 16.84% |
73.36% / $242.20 |
$2.80 / $3.90 / $1.10 / 19 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
245.00 |
32.29% |
$3.90 / 19 |
$4.20 / 30 |
0 / 31 |
18.374381% |
-0.362219 |
-0.069514 |
0.015809 |
0.371165 |
-0.151593 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
3.10% |
$0.50 / 54 |
$1.10 / 30 |
0 / 35 |
24.561214% |
-0.067828 |
-0.025714 |
0.005532 |
0.129873 |
-0.027725 |
|
774 |
Legs |
11/17(53) |
PUT |
240.00 / 215.00 |
$150 / $2,350 / 0.06 |
77.39% / $41.86 / 1.78% / 11.45% |
79.90% / $238.50 |
$1.50 / $2.25 / $0.75 / 71 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
240.00 |
22.61% |
$2.25 / 101 |
$2.95 / 19 |
0 / 197 |
18.546241% |
-0.284083 |
-0.063917 |
0.014299 |
0.335708 |
-0.118199 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
215.00 |
1.65% |
$0.40 / 54 |
$0.75 / 71 |
0 / 8 |
25.749169% |
-0.041308 |
-0.017461 |
0.003734 |
0.087672 |
-0.016829 |
|
779 |
Legs |
11/17(53) |
CALL |
260.00 / 290.00 |
$160 / $2,840 / 0.06 |
69.09% / $23.58 / 0.83% / 5.21% |
72.28% / $261.60 |
$1.60 / $2.60 / $1.00 / 55 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
260.00 |
30.91% |
$2.60 / 55 |
$2.85 / 11 |
0 / 153 |
14.245751% |
0.388931 |
-0.086716 |
0.016165 |
0.379503 |
0.142799 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
290.00 |
1.57% |
0 / 0 |
$1.00 / 83 |
0 / 51 |
25.230660% |
0.075178 |
-0.030885 |
0.005986 |
0.140541 |
0.028259 |
|
|
101 |
|
10/20(25) |
CALL |
86.00 / 87.00 |
$34 / $66 / 0.52 |
65.34% / $0.45 / 0.68% / 8.49% |
67.25% / $86.34 |
$0.34 / $1.47 / $1.13 / 13 |
95 / 91.13% / 86 |
5 |
Legs |
Vertical |
Bearish |
$83.30 (-1.86%) / 7.42M |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
86.00 |
34.66% |
$1.47 / 105 |
$1.49 / 51 |
222 / 166 |
25.666061% |
0.421651 |
-0.061299 |
0.043108 |
0.092046 |
0.025946 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
87.00 |
29.19% |
$1.11 / 150 |
$1.13 / 13 |
114 / 29 |
25.102967% |
0.380462 |
-0.059684 |
0.041981 |
0.089641 |
0.023493 |
|
291 |
Legs |
11/17(53) |
PUT |
80.00 / 70.00 |
$152 / $848 / 0.18 |
68.03% / $1.47 / 0.17% / 1.07% |
73.60% / $78.48 |
$1.52 / $1.93 / $0.41 / 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) |
PUT |
80.00 |
31.97% |
$1.93 / 21 |
$1.95 / 40 |
32 / 4,127 |
27.513877% |
-0.350243 |
-0.040103 |
0.029077 |
0.122035 |
-0.050871 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
6.81% |
$0.40 / 2 |
$0.41 / 206 |
1 / 1,474 |
33.617142% |
-0.103358 |
-0.019728 |
0.014140 |
0.059342 |
-0.014549 |
|
416 |
Legs |
11/17(53) |
PUT |
80.00 / 65.00 |
$173 / $1,327 / 0.13 |
68.03% / $52.76 / 3.98% / 27.05% |
74.33% / $78.27 |
$1.73 / $1.93 / $0.20 / 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) |
PUT |
80.00 |
31.97% |
$1.93 / 21 |
$1.95 / 40 |
32 / 4,127 |
27.513877% |
-0.350243 |
-0.040103 |
0.029077 |
0.122035 |
-0.050871 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
2.49% |
$0.19 / 12 |
$0.20 / 581 |
0 / 1,090 |
37.701662% |
-0.040017 |
-0.009494 |
0.006784 |
0.028471 |
-0.005568 |
|
498 |
Legs |
11/17(53) |
PUT |
80.00 / 60.00 |
$183 / $1,817 / 0.10 |
68.03% / $94.95 / 5.23% / 36.72% |
74.66% / $78.17 |
$1.83 / $1.93 / $0.10 / 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) |
PUT |
80.00 |
31.97% |
$1.93 / 21 |
$1.95 / 40 |
32 / 4,127 |
27.513877% |
-0.350243 |
-0.040103 |
0.029077 |
0.122035 |
-0.050871 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
0.79% |
$0.09 / 404 |
$0.10 / 390 |
1 / 3,148 |
42.016727% |
-0.011375 |
-0.003292 |
0.002347 |
0.009851 |
-0.001568 |
|
607 |
Legs |
10/20(25) |
PUT |
79.00 / 72.50 |
$61 / $589 / 0.10 |
77.83% / $2.66 / 0.45% / 5.56% |
80.45% / $78.39 |
$0.61 / $0.85 / $0.24 / 123 |
|
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 |
79.00 |
22.17% |
$0.85 / 123 |
$0.87 / 161 |
19 / 166 |
28.096434% |
-0.276685 |
-0.051496 |
0.036908 |
0.078808 |
-0.019694 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
72.50 |
4.37% |
$0.23 / 110 |
$0.24 / 715 |
1 / 412 |
34.687314% |
-0.082975 |
-0.023654 |
0.016866 |
0.036014 |
-0.005801 |
|
650 |
Legs |
11/17(53) |
PUT |
77.50 / 65.00 |
$110 / $1,140 / 0.10 |
76.87% / $31.14 / 2.73% / 18.00% |
80.21% / $76.40 |
$1.10 / $1.30 / $0.20 / 36 |
|
Underlying |
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 |
77.50 |
23.13% |
$1.30 / 36 |
$1.32 / 40 |
35 / 1,185 |
28.708633% |
-0.276514 |
-0.036385 |
0.026278 |
0.110287 |
-0.039801 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
2.49% |
$0.19 / 12 |
$0.20 / 581 |
0 / 1,090 |
37.701662% |
-0.040017 |
-0.009494 |
0.006784 |
0.028471 |
-0.005568 |
|
|
179 |
|
10/20(25) |
PUT |
280.00 / 240.00 |
$600 / $3,400 / 0.18 |
69.50% / $75.91 / 2.23% / 30.34% |
75.23% / $274.00 |
$6.00 / $7.10 / $1.10 / 5 |
95 / 91.03% / 71 |
5 |
Legs |
Vertical |
Bullish |
$293.43 (-2.68%) / 183K |
|
Earnings: 10/18 |
|
Bearish / 2 days 12 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
280.00 |
30.50% |
$7.10 / 5 |
$7.40 / 6 |
2 / 9 |
42.199818% |
-0.340282 |
-0.287542 |
0.007723 |
0.304067 |
-0.088946 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
240.00 |
5.53% |
$0.90 / 21 |
$1.10 / 10 |
1 / 7 |
48.384428% |
-0.085636 |
-0.125036 |
0.003298 |
0.129840 |
-0.021617 |
|
329 |
Legs |
10/20(25) |
CALL |
310.00 / 350.00 |
$595 / $3,405 / 0.18 |
68.72% / $50.87 / 1.49% / 19.48% |
74.46% / $315.95 |
$5.95 / $6.90 / $0.95 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
310.00 |
31.28% |
$6.90 / 9 |
$7.40 / 20 |
0 / 161 |
38.774751% |
0.412549 |
-0.329663 |
0.008203 |
0.322950 |
0.086235 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
350.00 |
5.82% |
$0.65 / 9 |
$0.95 / 10 |
1 / 11 |
37.682665% |
0.165045 |
-0.207743 |
0.005232 |
0.205997 |
0.035534 |
|
503 |
Legs |
10/20(25) |
CALL |
310.00 / 360.00 |
$605 / $4,395 / 0.14 |
68.72% / $127.41 / 2.90% / 40.91% |
74.55% / $316.05 |
$6.05 / $6.90 / $0.85 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
310.00 |
31.28% |
$6.90 / 9 |
$7.40 / 20 |
0 / 161 |
38.774751% |
0.412549 |
-0.329663 |
0.008203 |
0.322950 |
0.086235 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
360.00 |
3.43% |
$0.20 / 23 |
$0.85 / 29 |
0 / 2 |
39.163834% |
0.125335 |
-0.172258 |
0.004347 |
0.171122 |
0.027124 |
|
537 |
Legs |
10/20(25) |
PUT |
270.00 / 240.00 |
$340 / $2,660 / 0.13 |
78.65% / $22.80 / 0.86% / 10.78% |
81.29% / $266.60 |
$3.40 / $4.50 / $1.10 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
270.00 |
21.35% |
$4.50 / 20 |
$4.80 / 20 |
1 / 17 |
43.559333% |
-0.261958 |
-0.257018 |
0.006862 |
0.270149 |
-0.067784 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
240.00 |
5.53% |
$0.90 / 21 |
$1.10 / 10 |
1 / 7 |
48.384428% |
-0.085636 |
-0.125036 |
0.003298 |
0.129840 |
-0.021617 |
|
608 |
Legs |
10/20(25) |
CALL |
320.00 / 360.00 |
$315 / $3,685 / 0.09 |
77.97% / $18.95 / 0.51% / 6.35% |
80.47% / $323.15 |
$3.15 / $4.00 / $0.85 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
320.00 |
22.03% |
$4.00 / 2 |
$4.50 / 20 |
0 / 70 |
37.658285% |
0.337992 |
-0.308325 |
0.007703 |
0.303280 |
0.071294 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
360.00 |
3.43% |
$0.20 / 23 |
$0.85 / 29 |
0 / 2 |
39.163834% |
0.125335 |
-0.172258 |
0.004347 |
0.171122 |
0.027124 |
|
888 |
Legs |
12/15(81) |
PUT |
270.00 / 210.00 |
$900 / $5,100 / 0.18 |
71.13% / $2.67 / 0.05% / 0.22% |
75.84% / $261.00 |
$9.00 / $10.80 / $1.80 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
270.00 |
28.87% |
$10.80 / 6 |
$11.10 / 6 |
0 / 13 |
40.743795% |
-0.313514 |
-0.156983 |
0.004361 |
0.503239 |
-0.259647 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
210.00 |
7.36% |
$1.60 / 5 |
$1.80 / 6 |
0 / 489 |
48.332634% |
-0.081303 |
-0.068897 |
0.001852 |
0.213729 |
-0.063597 |
|
|
590 |
|
11/17(53) |
PUT |
47.50 / 37.50 |
$80 / $920 / 0.09 |
71.73% / $4.20 / 0.46% / 2.83% |
75.39% / $46.70 |
$0.80 / $1.10 / $0.30 / 114 |
93 / 90.99% / 64 |
5 |
Legs |
Vertical |
Bullish |
$50.50 (-1.00%) / 1.42M |
|
Earnings: 10/18 |
|
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 |
47.50 |
28.27% |
$1.10 / 114 |
$1.20 / 43 |
0 / 1 |
32.810529% |
-0.318363 |
-0.028002 |
0.037382 |
0.071441 |
-0.028628 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.50 |
3.09% |
0 / 0 |
$0.30 / 261 |
0 / 3,385 |
53.721140% |
-0.041944 |
-0.007264 |
0.009388 |
0.017941 |
-0.003594 |
|
596 |
Legs |
11/17(53) |
PUT |
47.50 / 35.00 |
$85 / $1,165 / 0.07 |
71.73% / $25.78 / 2.21% / 14.39% |
75.61% / $46.65 |
$0.85 / $1.10 / $0.25 / 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) |
PUT |
47.50 |
28.27% |
$1.10 / 114 |
$1.20 / 43 |
0 / 1 |
32.810529% |
-0.318363 |
-0.028002 |
0.037382 |
0.071441 |
-0.028628 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
1.54% |
0 / 0 |
$0.25 / 157 |
0 / 30 |
60.797345% |
-0.018071 |
-0.003619 |
0.004656 |
0.008899 |
-0.001535 |
|
637 |
Legs |
11/17(53) |
CALL |
55.00 / 65.00 |
$70 / $930 / 0.08 |
73.91% / $3.04 / 0.33% / 2.02% |
76.93% / $55.70 |
$0.70 / $0.90 / $0.20 / 129 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
55.00 |
26.09% |
$0.90 / 129 |
$1.00 / 215 |
0 / 327 |
29.305313% |
0.378137 |
-0.033323 |
0.039820 |
0.076099 |
0.026409 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
65.00 |
2.81% |
0 / 0 |
$0.20 / 198 |
0 / 325 |
38.247948% |
0.115457 |
-0.016775 |
0.020401 |
0.038988 |
0.008367 |
|
725 |
Legs |
11/17(53) |
CALL |
55.00 / 70.00 |
$75 / $1,425 / 0.05 |
73.91% / $36.36 / 2.55% / 16.73% |
77.14% / $55.75 |
$0.75 / $0.90 / $0.15 / 129 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
55.00 |
26.09% |
$0.90 / 129 |
$1.00 / 215 |
0 / 327 |
29.305313% |
0.378137 |
-0.033323 |
0.039820 |
0.076099 |
0.026409 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
70.00 |
0.67% |
0 / 0 |
$0.15 / 209 |
0 / 84 |
44.530284% |
0.055702 |
-0.009641 |
0.011778 |
0.022509 |
0.004082 |
|
909 |
Legs |
11/17(53) |
PUT |
50.00 / 40.00 |
$165 / $835 / 0.20 |
58.48% / $3.17 / 0.38% / 2.35% |
67.52% / $48.35 |
$1.65 / $1.90 / $0.25 / 231 |
|
|