13 |
SBUX |
11/03(39) |
CALL |
99.00 / 100.00 |
$24 / $76 / 0.32 |
76.11% / $1.38 / 1.82% / 15.81% |
77.15% / $99.24 |
$0.24 / $1.60 / $1.36 / 1 |
51 / 25.30% / 99 |
5 |
Legs |
Vertical |
Bearish |
$93.70 (+0.64%) / 5.12M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
SBUX |
Short (Sell) |
11/03/2023 (W) |
CALL |
99.00 |
23.89% |
$1.60 / 1 |
$1.65 / 163 |
641 / 1 |
26.092908% |
0.336280 |
-0.042461 |
0.037935 |
0.117643 |
0.034886 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
100.00 |
19.74% |
$1.29 / 377 |
$1.36 / 10 |
212 / 17 |
25.745470% |
0.301195 |
-0.040446 |
0.036221 |
0.112328 |
0.031330 |
|
16 |
Legs |
11/03(39) |
CALL |
99.00 / 101.00 |
$48 / $152 / 0.32 |
76.11% / $5.79 / 3.81% / 35.52% |
78.16% / $99.48 |
$0.48 / $1.60 / $1.12 / 1 |
|
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 |
99.00 |
23.89% |
$1.60 / 1 |
$1.65 / 163 |
641 / 1 |
26.092908% |
0.336280 |
-0.042461 |
0.037935 |
0.117643 |
0.034886 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
101.00 |
16.10% |
$1.03 / 373 |
$1.12 / 121 |
25 / 1 |
25.493859% |
0.268179 |
-0.038186 |
0.034271 |
0.106282 |
0.027965 |
|
25 |
Legs |
11/03 (39) - 11/17 |
CALL |
97.00 / 100.00 |
$75 / $225 / 0.33 |
66.40% / $1.11 / 0.50% / 4.10% |
70.25% / $97.75 |
$0.75 / $2.29 / $1.54 / 6 |
|
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 |
97.00 |
33.60% |
$2.29 / 6 |
$2.37 / 7 |
12 / 2 |
26.599644% |
0.411759 |
-0.045525 |
0.040444 |
0.125423 |
0.042464 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
100.00 |
23.07% |
$1.51 / 8 |
$1.54 / 14 |
299 / 2,949 |
23.734281% |
0.333021 |
-0.036910 |
0.032806 |
0.134863 |
0.045363 |
|
28 |
Legs |
11/03(39) |
CALL |
99.00 / 102.00 |
$69 / $231 / 0.30 |
76.11% / $11.06 / 4.79% / 46.27% |
79.02% / $99.69 |
$0.69 / $1.60 / $0.91 / 1 |
|
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 |
99.00 |
23.89% |
$1.60 / 1 |
$1.65 / 163 |
641 / 1 |
26.092908% |
0.336280 |
-0.042461 |
0.037935 |
0.117643 |
0.034886 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
102.00 |
12.95% |
$0.84 / 10 |
$0.91 / 106 |
11 / 18 |
25.392520% |
0.237383 |
-0.035744 |
0.032142 |
0.099678 |
0.024812 |
|
77 |
Legs |
11/03(39) |
CALL |
97.00 / 102.00 |
$138 / $362 / 0.38 |
66.40% / $16.03 / 4.43% / 42.22% |
73.29% / $98.38 |
$1.38 / $2.29 / $0.91 / 6 |
|
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 |
97.00 |
33.60% |
$2.29 / 6 |
$2.37 / 7 |
12 / 2 |
26.599644% |
0.411759 |
-0.045525 |
0.040444 |
0.125423 |
0.042464 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
102.00 |
12.95% |
$0.84 / 10 |
$0.91 / 106 |
11 / 18 |
25.392520% |
0.237383 |
-0.035744 |
0.032142 |
0.099678 |
0.024812 |
|
185 |
Legs |
11/17(53) |
PUT |
90.00 / 85.00 |
$102 / $398 / 0.26 |
72.73% / $5.68 / 1.43% / 9.09% |
76.74% / $88.98 |
$1.02 / $2.07 / $1.05 / 79 |
|
Underlying |
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 |
27.27% |
$2.07 / 79 |
$2.12 / 605 |
95 / 4,172 |
27.336297% |
-0.318717 |
-0.032318 |
0.032226 |
0.132479 |
-0.050644 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
85.00 |
11.33% |
$1.01 / 561 |
$1.05 / 968 |
40 / 1,660 |
29.630241% |
-0.169294 |
-0.023288 |
0.022799 |
0.093724 |
-0.026525 |
|
|
|
32 |
UBER |
11/03(39) |
PUT |
42.00 / 39.00 |
$70 / $230 / 0.30 |
71.10% / $1.71 / 0.74% / 6.20% |
75.01% / $41.30 |
$0.70 / $1.42 / $0.72 / 5 |
67 / 34.52% / 99 |
5 |
Legs |
Vertical |
Bullish |
$44.60 (0.00%) / 16.16M |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
UBER |
Short (Sell) |
11/03/2023 (W) |
PUT |
42.00 |
28.90% |
$1.42 / 5 |
$1.47 / 7 |
7 / 7 |
44.333586% |
-0.325565 |
-0.031256 |
0.045298 |
0.055098 |
-0.019298 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
39.00 |
14.65% |
$0.67 / 46 |
$0.72 / 57 |
14 / 2 |
46.432219% |
-0.192806 |
-0.024128 |
0.034437 |
0.041888 |
-0.011212 |
|
42 |
Legs |
11/03(39) |
CALL |
48.00 / 51.00 |
$65 / $235 / 0.28 |
73.02% / $2.13 / 0.91% / 7.60% |
76.47% / $48.65 |
$0.65 / $1.30 / $0.65 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
48.00 |
26.98% |
$1.30 / 10 |
$1.35 / 68 |
28 / 23 |
41.225188% |
0.383495 |
-0.037192 |
0.048019 |
0.058408 |
0.017858 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
51.00 |
13.56% |
$0.61 / 38 |
$0.65 / 78 |
18 / 1 |
40.489179% |
0.262341 |
-0.031442 |
0.040983 |
0.049850 |
0.012410 |
|
57 |
Legs |
11/03(39) |
PUT |
42.00 / 38.00 |
$86 / $314 / 0.27 |
71.10% / $5.85 / 1.86% / 16.20% |
75.85% / $41.14 |
$0.86 / $1.42 / $0.56 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
42.00 |
28.90% |
$1.42 / 5 |
$1.47 / 7 |
7 / 7 |
44.333586% |
-0.325565 |
-0.031256 |
0.045298 |
0.055098 |
-0.019298 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
38.00 |
11.31% |
$0.51 / 51 |
$0.56 / 151 |
6,023 / 3 |
47.326177% |
-0.155480 |
-0.021124 |
0.030030 |
0.036527 |
-0.008991 |
|
72 |
Legs |
11/03(39) |
CALL |
48.00 / 52.00 |
$79 / $321 / 0.25 |
73.02% / $5.67 / 1.77% / 15.30% |
77.17% / $48.79 |
$0.79 / $1.30 / $0.51 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
48.00 |
26.98% |
$1.30 / 10 |
$1.35 / 68 |
28 / 23 |
41.225188% |
0.383495 |
-0.037192 |
0.048019 |
0.058408 |
0.017858 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
52.00 |
10.45% |
$0.47 / 7 |
$0.51 / 10 |
9 / 6 |
40.552909% |
0.228138 |
-0.029094 |
0.038015 |
0.046240 |
0.010840 |
|
84 |
Legs |
11/03(39) |
PUT |
42.00 / 37.00 |
$99 / $401 / 0.25 |
71.10% / $12.63 / 3.15% / 28.67% |
76.52% / $41.01 |
$0.99 / $1.42 / $0.43 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
42.00 |
28.90% |
$1.42 / 5 |
$1.47 / 7 |
7 / 7 |
44.333586% |
-0.325565 |
-0.031256 |
0.045298 |
0.055098 |
-0.019298 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
37.00 |
8.60% |
$0.38 / 70 |
$0.43 / 103 |
1 / 5 |
48.171522% |
-0.122476 |
-0.018016 |
0.025523 |
0.031045 |
-0.007045 |
|
156 |
Legs |
11/17(53) |
PUT |
42.50 / 37.50 |
$125 / $375 / 0.33 |
66.95% / $8.38 / 2.23% / 14.53% |
73.33% / $41.25 |
$1.25 / $1.90 / $0.65 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
42.50 |
33.05% |
$1.90 / 42 |
$1.93 / 797 |
179 / 10,189 |
43.432153% |
-0.356114 |
-0.027638 |
0.040713 |
0.065644 |
-0.028671 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.50 |
12.56% |
$0.63 / 350 |
$0.65 / 306 |
49 / 8,782 |
46.461125% |
-0.163977 |
-0.018832 |
0.027007 |
0.043545 |
-0.012781 |
|
|
53 |
TEAM |
11/17(53) |
PUT |
180.00 / 175.00 |
$130 / $370 / 0.35 |
72.81% / $0.26 / 0.07% / 0.44% |
74.00% / $178.70 |
$1.30 / $8.20 / $6.90 / 66 |
25 / 12.88% / 99 |
5 |
Legs |
Vertical |
Bullish |
$195.00 (+2.66%) / 1.08M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
TEAM |
Short (Sell) |
11/17/2023 (M) |
PUT |
180.00 |
27.19% |
$8.20 / 66 |
$8.50 / 177 |
10 / 22 |
53.473188% |
-0.303316 |
-0.136263 |
0.007386 |
0.271370 |
-0.109403 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
22.82% |
$6.70 / 19 |
$6.90 / 83 |
0 / 68 |
53.995276% |
-0.263722 |
-0.128052 |
0.006906 |
0.253758 |
-0.094383 |
|
67 |
Legs |
11/17(53) |
PUT |
180.00 / 170.00 |
$260 / $740 / 0.35 |
72.81% / $15.22 / 2.06% / 13.32% |
75.15% / $177.40 |
$2.60 / $8.20 / $5.60 / 66 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
180.00 |
27.19% |
$8.20 / 66 |
$8.50 / 177 |
10 / 22 |
53.473188% |
-0.303316 |
-0.136263 |
0.007386 |
0.271370 |
-0.109403 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
170.00 |
18.96% |
$5.40 / 23 |
$5.60 / 129 |
1 / 27 |
54.689212% |
-0.225926 |
-0.118338 |
0.006354 |
0.233466 |
-0.080255 |
|
96 |
Legs |
11/17(53) |
PUT |
180.00 / 165.00 |
$370 / $1,130 / 0.33 |
72.81% / $29.78 / 2.64% / 17.32% |
76.10% / $176.30 |
$3.70 / $8.20 / $4.50 / 66 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
180.00 |
27.19% |
$8.20 / 66 |
$8.50 / 177 |
10 / 22 |
53.473188% |
-0.303316 |
-0.136263 |
0.007386 |
0.271370 |
-0.109403 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
165.00 |
15.60% |
$4.30 / 24 |
$4.50 / 136 |
1 / 18 |
55.424432% |
-0.190421 |
-0.107401 |
0.005744 |
0.211040 |
-0.067162 |
|
122 |
Legs |
11/17(53) |
PUT |
185.00 / 175.00 |
$310 / $690 / 0.45 |
67.94% / $14.77 / 2.14% / 13.89% |
71.02% / $181.90 |
$3.10 / $10.00 / $6.90 / 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 |
185.00 |
32.06% |
$10.00 / 6 |
$10.20 / 13 |
0 / 8 |
52.862908% |
-0.344186 |
-0.142763 |
0.007781 |
0.285891 |
-0.125157 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
22.82% |
$6.70 / 19 |
$6.90 / 83 |
0 / 68 |
53.995276% |
-0.263722 |
-0.128052 |
0.006906 |
0.253758 |
-0.094383 |
|
126 |
Legs |
11/17(53) |
PUT |
185.00 / 160.00 |
$650 / $1,850 / 0.35 |
67.94% / $69.08 / 3.73% / 25.24% |
74.18% / $178.50 |
$6.50 / $10.00 / $3.50 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
185.00 |
32.06% |
$10.00 / 6 |
$10.20 / 13 |
0 / 8 |
52.862908% |
-0.344186 |
-0.142763 |
0.007781 |
0.285891 |
-0.125157 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
160.00 |
12.72% |
$3.40 / 15 |
$3.50 / 40 |
5 / 2 |
56.028667% |
-0.157647 |
-0.095584 |
0.005093 |
0.187139 |
-0.055224 |
|
317 |
Legs |
12/15(81) |
PUT |
180.00 / 175.00 |
$150 / $350 / 0.43 |
70.82% / $8.49 / 2.43% / 10.41% |
71.98% / $178.50 |
$1.50 / $10.20 / $8.70 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
180.00 |
29.18% |
$10.20 / 8 |
$10.40 / 30 |
3 / 274 |
50.607457% |
-0.314924 |
-0.111254 |
0.006148 |
0.336873 |
-0.176456 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
175.00 |
25.44% |
$8.50 / 70 |
$8.70 / 14 |
0 / 488 |
50.931084% |
-0.281709 |
-0.106344 |
0.005844 |
0.320194 |
-0.156567 |
|
|
59 |
U |
11/17(53) |
PUT |
29.00 / 28.00 |
$29 / $71 / 0.41 |
71.26% / $1.34 / 1.88% / 12.12% |
72.55% / $28.71 |
$0.29 / $1.71 / $1.42 / 394 |
37 / 24.78% / 99 |
5 |
Legs |
Vertical |
Bullish |
$31.59 (-0.44%) / 10.21M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
U |
Short (Sell) |
11/17/2023 (M) |
PUT |
29.00 |
28.74% |
$1.71 / 394 |
$1.75 / 201 |
2 / 976 |
64.703232% |
-0.308773 |
-0.028850 |
0.035822 |
0.044564 |
-0.019055 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
28.00 |
24.45% |
$1.38 / 620 |
$1.42 / 508 |
13 / 580 |
65.369033% |
-0.269733 |
-0.027184 |
0.033615 |
0.041818 |
-0.016480 |
|
73 |
Legs |
11/17(53) |
PUT |
28.00 / 27.00 |
$25 / $75 / 0.33 |
75.55% / $1.67 / 2.23% / 14.48% |
76.55% / $27.75 |
$0.25 / $1.38 / $1.13 / 327 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
28.00 |
24.45% |
$1.38 / 620 |
$1.42 / 508 |
13 / 580 |
65.369033% |
-0.269733 |
-0.027184 |
0.033615 |
0.041818 |
-0.016480 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
27.00 |
20.63% |
$1.10 / 608 |
$1.13 / 327 |
6 / 3,711 |
66.036213% |
-0.232064 |
-0.025195 |
0.031040 |
0.038614 |
-0.014042 |
|
76 |
Legs |
11/17(53) |
PUT |
29.00 / 27.00 |
$58 / $142 / 0.41 |
71.26% / $5.26 / 3.71% / 25.03% |
73.81% / $28.42 |
$0.58 / $1.71 / $1.13 / 327 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
29.00 |
28.74% |
$1.71 / 394 |
$1.75 / 201 |
2 / 976 |
64.703232% |
-0.308773 |
-0.028850 |
0.035822 |
0.044564 |
-0.019055 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
27.00 |
20.63% |
$1.10 / 608 |
$1.13 / 327 |
6 / 3,711 |
66.036213% |
-0.232064 |
-0.025195 |
0.031040 |
0.038614 |
-0.014042 |
|
79 |
Legs |
11/17(53) |
CALL |
36.00 / 38.00 |
$49 / $151 / 0.33 |
73.20% / $0.53 / 0.35% / 2.18% |
75.23% / $36.49 |
$0.49 / $1.76 / $1.27 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
36.00 |
26.80% |
$1.76 / 224 |
$1.79 / 411 |
20 / 1,358 |
61.957799% |
0.418829 |
-0.035048 |
0.039736 |
0.049432 |
0.016989 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
38.00 |
19.20% |
$1.25 / 10 |
$1.27 / 15 |
17 / 1,622 |
61.471346% |
0.351608 |
-0.033153 |
0.037738 |
0.046947 |
0.014478 |
|
85 |
Legs |
11/17(53) |
PUT |
29.00 / 26.00 |
$82 / $218 / 0.38 |
71.26% / $7.87 / 3.61% / 24.32% |
74.82% / $28.18 |
$0.82 / $1.71 / $0.89 / 344 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
29.00 |
28.74% |
$1.71 / 394 |
$1.75 / 201 |
2 / 976 |
64.703232% |
-0.308773 |
-0.028850 |
0.035822 |
0.044564 |
-0.019055 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
26.00 |
17.27% |
$0.86 / 666 |
$0.89 / 344 |
29 / 1,659 |
66.775648% |
-0.196280 |
-0.022932 |
0.028155 |
0.035026 |
-0.011766 |
|
393 |
Legs |
10/20(25) |
PUT |
30.00 / 23.00 |
$86 / $614 / 0.14 |
69.20% / $11.40 / 1.86% / 24.70% |
74.70% / $29.14 |
$0.86 / $0.95 / $0.09 / 230 |
|
Underlying |
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 |
30.80% |
$0.95 / 230 |
$0.97 / 1,850 |
283 / 2,153 |
52.815611% |
-0.335940 |
-0.042533 |
0.052009 |
0.032917 |
-0.009950 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
23.00 |
4.20% |
$0.04 / 602 |
$0.09 / 1,861 |
1 / 1,183 |
64.866181% |
-0.050836 |
-0.012412 |
0.014903 |
0.009432 |
-0.001423 |
|
|
64 |
AMD |
11/17(53) |
PUT |
90.00 / 85.00 |
$139 / $361 / 0.39 |
70.38% / $4.87 / 1.35% / 8.58% |
73.09% / $88.61 |
$1.39 / $3.65 / $2.26 / 45 |
25 / 26.88% / 99 |
5 |
Legs |
Vertical |
Bullish |
$96.05 (-0.06%) / 52.17M |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
AMD |
Short (Sell) |
11/17/2023 (M) |
PUT |
90.00 |
29.62% |
$3.65 / 995 |
$3.70 / 84 |
1,222 / 24,447 |
46.582893% |
-0.324480 |
-0.067977 |
0.015633 |
0.137588 |
-0.057761 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
85.00 |
20.64% |
$2.23 / 58 |
$2.26 / 45 |
858 / 20,904 |
47.430584% |
-0.243313 |
-0.059805 |
0.013612 |
0.119807 |
-0.042634 |
|
121 |
Legs |
11/17(53) |
PUT |
90.00 / 80.00 |
$234 / $766 / 0.31 |
70.38% / $8.73 / 1.14% / 7.21% |
74.85% / $87.66 |
$2.34 / $3.65 / $1.31 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
90.00 |
29.62% |
$3.65 / 995 |
$3.70 / 84 |
1,222 / 24,447 |
46.582893% |
-0.324480 |
-0.067977 |
0.015633 |
0.137588 |
-0.057761 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
80.00 |
13.80% |
$1.28 / 392 |
$1.31 / 32 |
832 / 8,655 |
48.605044% |
-0.170868 |
-0.048882 |
0.011034 |
0.097117 |
-0.029511 |
|
210 |
Legs |
11/17(53) |
CALL |
110.00 / 115.00 |
$91 / $409 / 0.22 |
79.05% / $0.45 / 0.11% / 0.68% |
80.44% / $110.91 |
$0.91 / $2.70 / $1.79 / 70 |
|
Underlying |
Leg |
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 |
20.95% |
$2.70 / 198 |
$2.72 / 5 |
2,276 / 16,306 |
44.658531% |
0.348620 |
-0.078266 |
0.016075 |
0.141485 |
0.045270 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
115.00 |
14.11% |
$1.76 / 268 |
$1.79 / 70 |
1,327 / 16,820 |
44.634876% |
0.282286 |
-0.071169 |
0.014688 |
0.129275 |
0.037071 |
|
223 |
Legs |
11/17(53) |
PUT |
90.00 / 75.00 |
$291 / $1,209 / 0.24 |
70.38% / $25.79 / 2.13% / 13.84% |
75.87% / $87.09 |
$2.91 / $3.65 / $0.74 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
90.00 |
29.62% |
$3.65 / 995 |
$3.70 / 84 |
1,222 / 24,447 |
46.582893% |
-0.324480 |
-0.067977 |
0.015633 |
0.137588 |
-0.057761 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
8.87% |
$0.72 / 571 |
$0.74 / 32 |
90 / 1,628 |
50.512050% |
-0.110803 |
-0.036640 |
0.008215 |
0.072306 |
-0.018888 |
|
255 |
Legs |
10/27(32) |
PUT |
91.00 / 75.00 |
$211 / $1,389 / 0.15 |
70.62% / $22.32 / 1.61% / 16.71% |
75.71% / $88.89 |
$2.11 / $2.36 / $0.25 / 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 |
91.00 |
29.38% |
$2.36 / 12 |
$2.40 / 184 |
83 / 22 |
41.954859% |
-0.328042 |
-0.087243 |
0.019758 |
0.109831 |
-0.035634 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
75.00 |
5.02% |
$0.23 / 312 |
$0.25 / 345 |
112 / 594 |
49.000799% |
-0.070914 |
-0.033506 |
0.007417 |
0.041227 |
-0.007383 |
|
273 |
Legs |
11/17(53) |
CALL |
105.00 / 120.00 |
$288 / $1,212 / 0.24 |
70.13% / $18.16 / 1.50% / 9.56% |
75.52% / $107.88 |
$2.88 / $4.05 / $1.17 / 79 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
105.00 |
29.87% |
$4.05 / 79 |
$4.10 / 1,330 |
671 / 16,968 |
45.009275% |
0.423350 |
-0.083362 |
0.017018 |
0.149782 |
0.054253 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
120.00 |
9.15% |
$1.14 / 791 |
$1.17 / 436 |
1,921 / 18,958 |
44.857748% |
0.225088 |
-0.062929 |
0.013038 |
0.114751 |
0.029846 |
|
|
82 |
ABNB |
11/17(53) |
PUT |
125.00 / 115.00 |
$247 / $753 / 0.33 |
69.95% / $4.49 / 0.60% / 3.72% |
74.03% / $122.53 |
$2.47 / $4.90 / $2.43 / 9 |
37 / 20.13% / 99 |
5 |
Legs |
Vertical |
Bullish |
$131.80 (-0.72%) / 4.28M |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
ABNB |
Short (Sell) |
11/17/2023 (M) |
PUT |
125.00 |
30.05% |
$4.90 / 188 |
$5.00 / 21 |
99 / 1,630 |
42.935121% |
-0.332023 |
-0.080448 |
0.013321 |
0.190596 |
-0.079342 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
15.83% |
$2.37 / 34 |
$2.43 / 9 |
7 / 494 |
45.247268% |
-0.200229 |
-0.063235 |
0.010280 |
0.147084 |
-0.046807 |
|
151 |
Legs |
11/17(53) |
CALL |
145.00 / 155.00 |
$208 / $792 / 0.26 |
73.58% / $1.29 / 0.16% / 1.01% |
76.72% / $147.08 |
$2.08 / $4.20 / $2.12 / 87 |
|
Underlying |
Leg |
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 |
26.42% |
$4.20 / 98 |
$4.30 / 75 |
181 / 1,130 |
39.701969% |
0.386220 |
-0.097046 |
0.014039 |
0.200872 |
0.069820 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
155.00 |
13.67% |
$2.04 / 116 |
$2.12 / 87 |
77 / 1,056 |
39.378618% |
0.269511 |
-0.082935 |
0.012121 |
0.173435 |
0.049575 |
|
154 |
Legs |
11/17(53) |
PUT |
125.00 / 110.00 |
$325 / $1,175 / 0.28 |
69.95% / $22.06 / 1.88% / 12.10% |
75.24% / $121.75 |
$3.25 / $4.90 / $1.65 / 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 |
125.00 |
30.05% |
$4.90 / 188 |
$5.00 / 21 |
99 / 1,630 |
42.935121% |
-0.332023 |
-0.080448 |
0.013321 |
0.190596 |
-0.079342 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
110.00 |
10.96% |
$1.60 / 61 |
$1.65 / 5 |
1,019 / 984 |
46.748088% |
-0.145142 |
-0.051839 |
0.008369 |
0.119741 |
-0.033602 |
|
209 |
Legs |
11/17(53) |
PUT |
120.00 / 115.00 |
$102 / $398 / 0.26 |
77.82% / $3.15 / 0.79% / 4.97% |
79.24% / $118.98 |
$1.02 / $3.45 / $2.43 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
120.00 |
22.18% |
$3.45 / 307 |
$3.55 / 194 |
201 / 2,154 |
44.075888% |
-0.263258 |
-0.073072 |
0.011978 |
0.171387 |
-0.062194 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
15.83% |
$2.37 / 34 |
$2.43 / 9 |
7 / 494 |
45.247268% |
-0.200229 |
-0.063235 |
0.010280 |
0.147084 |
-0.046807 |
|
221 |
Legs |
11/17(53) |
PUT |
125.00 / 105.00 |
$379 / $1,621 / 0.23 |
69.95% / $56.39 / 3.48% / 23.36% |
76.06% / $121.21 |
$3.79 / $4.90 / $1.11 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
125.00 |
30.05% |
$4.90 / 188 |
$5.00 / 21 |
99 / 1,630 |
42.935121% |
-0.332023 |
-0.080448 |
0.013321 |
0.190596 |
-0.079342 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
105.00 |
7.37% |
$1.07 / 146 |
$1.11 / 42 |
4 / 939 |
48.520465% |
-0.099523 |
-0.039984 |
0.006417 |
0.091817 |
-0.022836 |
|
286 |
Legs |
10/27(32) |
PUT |
126.00 / 105.00 |
$236 / $1,864 / 0.13 |
70.53% / $33.28 / 1.79% / 18.71% |
75.40% / $123.64 |
$2.36 / $2.76 / $0.40 / 26 |
|
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 |
126.00 |
29.47% |
$2.76 / 26 |
$2.92 / 45 |
3 / 17 |
36.153172% |
-0.332135 |
-0.103066 |
0.016764 |
0.151491 |
-0.048645 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
105.00 |
3.82% |
$0.21 / 207 |
$0.40 / 422 |
0 / 4 |
45.070162% |
-0.060285 |
-0.034893 |
0.005520 |
0.049887 |
-0.008491 |
|
|
101 |
R |
11/17(53) |
CALL |
110.00 / 115.00 |
$115 / $385 / 0.30 |
72.33% / $2.40 / 0.62% / 3.88% |
75.61% / $111.15 |
$1.15 / $2.05 / $0.90 / 31 |
57 / 48.36% / 99 |
5 |
Legs |
Vertical |
Bearish |
$103.78 (-0.12%) / 332K |
|
Earnings: 10/25 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
R |
Short (Sell) |
11/17/2023 (M) |
CALL |
110.00 |
27.67% |
$2.05 / 31 |
$2.35 / 19 |
1 / 104 |
26.948373% |
0.378265 |
-0.052131 |
0.024905 |
0.155431 |
0.055509 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
115.00 |
15.25% |
$0.65 / 30 |
$0.90 / 33 |
0 / 180 |
23.832426% |
0.270184 |
-0.045188 |
0.021683 |
0.135321 |
0.040117 |
|
256 |
Legs |
11/17(53) |
CALL |
110.00 / 120.00 |
$170 / $830 / 0.21 |
72.33% / $17.83 / 2.15% / 13.94% |
77.10% / $111.70 |
$1.70 / $2.05 / $0.35 / 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) |
CALL |
110.00 |
27.67% |
$2.05 / 31 |
$2.35 / 19 |
1 / 104 |
26.948373% |
0.378265 |
-0.052131 |
0.024905 |
0.155431 |
0.055509 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
120.00 |
7.49% |
$0.05 / 47 |
$0.35 / 58 |
0 / 102 |
21.764656% |
0.183582 |
-0.036195 |
0.017424 |
0.108743 |
0.027516 |
|
259 |
Legs |
11/17(53) |
PUT |
100.00 / 90.00 |
$215 / $785 / 0.27 |
66.49% / $12.31 / 1.57% / 10.03% |
73.20% / $97.85 |
$2.15 / $3.10 / $0.95 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
100.00 |
33.51% |
$3.10 / 17 |
$3.40 / 35 |
39 / 60 |
31.703541% |
-0.363948 |
-0.047586 |
0.024599 |
0.153524 |
-0.065416 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
9.81% |
$0.80 / 37 |
$0.95 / 20 |
0 / 17 |
33.663533% |
-0.143526 |
-0.029285 |
0.014850 |
0.092678 |
-0.025125 |
|
375 |
Legs |
11/17(53) |
PUT |
100.00 / 85.00 |
$260 / $1,240 / 0.21 |
66.49% / $66.20 / 5.34% / 37.63% |
74.50% / $97.40 |
$2.60 / $3.10 / $0.50 / 17 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
100.00 |
33.51% |
$3.10 / 17 |
$3.40 / 35 |
39 / 60 |
31.703541% |
-0.363948 |
-0.047586 |
0.024599 |
0.153524 |
-0.065416 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
85.00 |
4.47% |
$0.30 / 69 |
$0.50 / 40 |
0 / 39 |
34.940415% |
-0.073010 |
-0.018052 |
0.009101 |
0.056800 |
-0.012651 |
|
464 |
Legs |
11/17(53) |
PUT |
95.00 / 90.00 |
$75 / $425 / 0.18 |
80.76% / $2.96 / 0.70% / 4.35% |
82.48% / $94.25 |
$0.75 / $1.70 / $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 |
95.00 |
19.24% |
$1.70 / 20 |
$1.90 / 41 |
139 / 7 |
32.899081% |
-0.242993 |
-0.040147 |
0.020520 |
0.128067 |
-0.043057 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
9.81% |
$0.80 / 37 |
$0.95 / 20 |
0 / 17 |
33.663533% |
-0.143526 |
-0.029285 |
0.014850 |
0.092678 |
-0.025125 |
|
496 |
Legs |
12/15(81) |
CALL |
110.00 / 115.00 |
$140 / $360 / 0.39 |
68.93% / $3.24 / 0.90% / 3.77% |
72.40% / $111.40 |
$1.40 / $2.85 / $1.45 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
110.00 |
31.07% |
$2.85 / 12 |
$3.00 / 16 |
0 / 219 |
25.708599% |
0.413016 |
-0.043900 |
0.020848 |
0.194023 |
0.088064 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
115.00 |
19.82% |
$1.25 / 20 |
$1.45 / 23 |
0 / 850 |
23.568787% |
0.320305 |
-0.040203 |
0.019175 |
0.178455 |
0.069155 |
|
|
114 |
DOW |
11/03(39) |
CALL |
53.00 / 56.00 |
$52 / $248 / 0.21 |
74.31% / $1.96 / 0.79% / 6.62% |
77.92% / $53.52 |
$0.52 / $0.76 / $0.24 / 11 |
81 / 79.23% / 99 |
5 |
Legs |
Vertical |
Bearish |
$50.30 (-1.37%) / 4.47M |
|
Earnings: 10/24 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
DOW |
Short (Sell) |
11/03/2023 (W) |
CALL |
53.00 |
25.69% |
$0.76 / 11 |
$0.82 / 11 |
0 / 1 |
25.389920% |
0.354801 |
-0.025573 |
0.061333 |
0.064128 |
0.019458 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
56.00 |
9.50% |
$0.20 / 77 |
$0.24 / 65 |
2 / 3 |
24.325664% |
0.203276 |
-0.019559 |
0.046652 |
0.048778 |
0.011300 |
|
128 |
Legs |
11/17(53) |
CALL |
52.50 / 55.00 |
$69 / $181 / 0.38 |
68.53% / $4.19 / 2.31% / 15.07% |
73.16% / $53.19 |
$0.69 / $1.20 / $0.51 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
52.50 |
31.47% |
$1.20 / 416 |
$1.23 / 305 |
230 / 852 |
25.926754% |
0.403983 |
-0.022910 |
0.055316 |
0.076668 |
0.028875 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
55.00 |
16.75% |
$0.49 / 522 |
$0.51 / 21 |
138 / 1,601 |
24.318220% |
0.281566 |
-0.020127 |
0.048294 |
0.066936 |
0.020383 |
|
139 |
Legs |
10/27(32) |
CALL |
52.00 / 55.00 |
$67 / $233 / 0.29 |
67.59% / $1.50 / 0.64% / 6.42% |
73.36% / $52.67 |
$0.67 / $0.96 / $0.29 / 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 |
52.00 |
32.41% |
$0.96 / 11 |
$1.04 / 11 |
101 / 101 |
26.143139% |
0.404412 |
-0.029100 |
0.069779 |
0.061083 |
0.018613 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
55.00 |
11.72% |
$0.25 / 6 |
$0.29 / 11 |
1 / 151 |
24.758477% |
0.226177 |
-0.022768 |
0.054263 |
0.047501 |
0.010564 |
|
146 |
Legs |
11/03(39) |
CALL |
52.00 / 56.00 |
$86 / $314 / 0.27 |
66.48% / $6.11 / 1.95% / 16.96% |
73.28% / $52.86 |
$0.86 / $1.10 / $0.24 / 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 |
52.00 |
33.52% |
$1.10 / 11 |
$1.17 / 11 |
4 / 15 |
26.005587% |
0.415166 |
-0.026693 |
0.064194 |
0.067120 |
0.022641 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
56.00 |
9.50% |
$0.20 / 77 |
$0.24 / 65 |
2 / 3 |
24.325664% |
0.203276 |
-0.019559 |
0.046652 |
0.048778 |
0.011300 |
|
216 |
Legs |
10/27(32) |
CALL |
52.00 / 56.00 |
$76 / $324 / 0.24 |
67.59% / $7.39 / 2.28% / 24.42% |
74.08% / $52.76 |
$0.76 / $0.96 / $0.20 / 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 |
52.00 |
32.41% |
$0.96 / 11 |
$1.04 / 11 |
101 / 101 |
26.143139% |
0.404412 |
-0.029100 |
0.069779 |
0.061083 |
0.018613 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
56.00 |
7.71% |
$0.15 / 11 |
$0.20 / 32 |
0 / 163 |
25.005020% |
0.180009 |
-0.019895 |
0.047353 |
0.041451 |
0.008440 |
|
235 |
Legs |
10/27(32) |
CALL |
53.00 / 56.00 |
$43 / $257 / 0.17 |
75.97% / $0.94 / 0.37% / 3.62% |
79.13% / $53.43 |
$0.43 / $0.63 / $0.20 / 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 |
53.00 |
24.03% |
$0.63 / 11 |
$0.70 / 11 |
6 / 14 |
25.412327% |
0.339109 |
-0.027581 |
0.065971 |
0.057750 |
0.015694 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
56.00 |
7.71% |
$0.15 / 11 |
$0.20 / 32 |
0 / 163 |
25.005020% |
0.180009 |
-0.019895 |
0.047353 |
0.041451 |
0.008440 |
|
|
123 |
RBLX |
11/17(53) |
PUT |
22.50 / 20.00 |
$61 / $189 / 0.32 |
76.15% / $13.09 / 6.92% / 50.84% |
79.44% / $21.89 |
$0.61 / $1.20 / $0.59 / 110 |
37 / 20.53% / 99 |
5 |
Legs |
Vertical |
Bullish |
$25.35 (+0.16%) / 7.11M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
RBLX |
Short (Sell) |
11/17/2023 (M) |
PUT |
22.50 |
23.85% |
$1.20 / 110 |
$1.21 / 96 |
30 / 574 |
66.021189% |
-0.268593 |
-0.019166 |
0.047261 |
0.033206 |
-0.012759 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
12.49% |
$0.58 / 300 |
$0.59 / 381 |
13 / 202 |
68.806183% |
-0.147512 |
-0.013569 |
0.033043 |
0.023216 |
-0.006812 |
|
205 |
Legs |
11/17(53) |
CALL |
27.50 / 30.00 |
$71 / $179 / 0.40 |
67.58% / $2.70 / 1.51% / 9.63% |
72.21% / $28.21 |
$0.71 / $1.82 / $1.11 / 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) |
CALL |
27.50 |
32.42% |
$1.82 / 43 |
$1.83 / 5 |
171 / 7,111 |
63.136968% |
0.453952 |
-0.025443 |
0.056791 |
0.039902 |
0.014858 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
18.14% |
$1.09 / 61 |
$1.11 / 198 |
64 / 5,485 |
62.599075% |
0.332359 |
-0.023121 |
0.052047 |
0.036569 |
0.011150 |
|
248 |
Legs |
11/03(39) |
CALL |
28.00 / 33.00 |
$61 / $439 / 0.14 |
73.17% / $2.97 / 0.68% / 5.64% |
77.27% / $28.61 |
$0.61 / $0.78 / $0.17 / 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 |
28.00 |
26.83% |
$0.78 / 72 |
$0.83 / 34 |
3 / 3 |
47.351247% |
0.399358 |
-0.028296 |
0.063719 |
0.033774 |
0.010206 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
33.00 |
5.40% |
$0.14 / 30 |
$0.17 / 117 |
0 / 55 |
49.901749% |
0.172134 |
-0.018461 |
0.042088 |
0.022308 |
0.004574 |
|
265 |
Legs |
10/27(32) |
PUT |
24.00 / 19.00 |
$72 / $428 / 0.17 |
68.37% / $6.39 / 1.49% / 15.45% |
74.27% / $23.28 |
$0.72 / $0.80 / $0.08 / 505 |
|
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 |
24.00 |
31.63% |
$0.80 / 505 |
$0.82 / 10 |
2 / 96 |
47.960945% |
-0.342955 |
-0.027044 |
0.066292 |
0.029417 |
-0.010037 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
19.00 |
5.49% |
$0.07 / 1,217 |
$0.08 / 744 |
0 / 34 |
56.748111% |
-0.069729 |
-0.010066 |
0.024140 |
0.010712 |
-0.001937 |
|
267 |
Legs |
11/17(53) |
PUT |
22.50 / 17.50 |
$94 / $406 / 0.23 |
76.15% / $29.37 / 7.23% / 53.55% |
81.08% / $21.56 |
$0.94 / $1.20 / $0.26 / 110 |
|
Underlying |
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 |
22.50 |
23.85% |
$1.20 / 110 |
$1.21 / 96 |
30 / 574 |
66.021189% |
-0.268593 |
-0.019166 |
0.047261 |
0.033206 |
-0.012759 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
17.50 |
5.98% |
$0.25 / 222 |
$0.26 / 453 |
0 / 319 |
72.962081% |
-0.062422 |
-0.007296 |
0.017608 |
0.012371 |
-0.002813 |
|
269 |
Legs |
11/17(53) |
CALL |
27.50 / 32.50 |
$116 / $384 / 0.30 |
67.58% / $17.35 / 4.52% / 31.16% |
74.91% / $28.66 |
$1.16 / $1.82 / $0.66 / 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) |
CALL |
27.50 |
32.42% |
$1.82 / 43 |
$1.83 / 5 |
171 / 7,111 |
63.136968% |
0.453952 |
-0.025443 |
0.056791 |
0.039902 |
0.014858 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
32.50 |
9.21% |
$0.64 / 914 |
$0.66 / 108 |
3,756 / 2,009 |
62.638184% |
0.234015 |
-0.019405 |
0.043937 |
0.030871 |
0.008001 |
|
|
170 |
CWEB |
11/17(53) |
PUT |
32.00 / 25.00 |
$155 / $545 / 0.28 |
69.40% / $0.01 / 0.00% / 0.01% |
74.33% / $30.45 |
$1.55 / $2.10 / $0.55 / 11 |
8 / 8.59% / 99 |
3 |
Legs |
Vertical |
Bullish |
$35.55 (+7.86%) / 801K |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
CWEB |
Short (Sell) |
11/17/2023 (M) |
PUT |
32.00 |
30.60% |
$2.10 / 12 |
$2.25 / 823 |
0 / 5 |
70.939790% |
-0.315909 |
-0.040688 |
0.026268 |
0.049858 |
-0.022899 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
13.00% |
$0.45 / 123 |
$0.55 / 11 |
0 / 2 |
75.735297% |
-0.129922 |
-0.024517 |
0.015625 |
0.029656 |
-0.008847 |
|
197 |
Legs |
11/17(53) |
PUT |
33.00 / 30.00 |
$95 / $205 / 0.46 |
65.90% / $0.50 / 0.25% / 1.52% |
69.23% / $32.05 |
$0.95 / $2.50 / $1.55 / 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 |
33.00 |
34.10% |
$2.50 / 6 |
$2.65 / 790 |
1 / 1 |
70.592086% |
-0.345141 |
-0.042048 |
0.027212 |
0.051650 |
-0.025261 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
24.36% |
$1.40 / 1,030 |
$1.55 / 11 |
0 / 216 |
71.121171% |
-0.258350 |
-0.037152 |
0.023881 |
0.045327 |
-0.018379 |
|
212 |
Legs |
11/17(53) |
PUT |
33.00 / 27.00 |
$165 / $435 / 0.38 |
65.90% / $1.19 / 0.27% / 1.70% |
71.54% / $31.35 |
$1.65 / $2.50 / $0.85 / 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 |
33.00 |
34.10% |
$2.50 / 6 |
$2.65 / 790 |
1 / 1 |
70.592086% |
-0.345141 |
-0.042048 |
0.027212 |
0.051650 |
-0.025261 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
27.00 |
16.86% |
$0.75 / 10 |
$0.85 / 785 |
0 / 15 |
73.810216% |
-0.177526 |
-0.030063 |
0.019219 |
0.036478 |
-0.012295 |
|
213 |
Legs |
11/17(53) |
PUT |
33.00 / 28.00 |
$145 / $355 / 0.41 |
65.90% / $0.79 / 0.22% / 1.37% |
70.90% / $31.55 |
$1.45 / $2.50 / $1.05 / 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 |
33.00 |
34.10% |
$2.50 / 6 |
$2.65 / 790 |
1 / 1 |
70.592086% |
-0.345141 |
-0.042048 |
0.027212 |
0.051650 |
-0.025261 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
28.00 |
19.12% |
$0.95 / 7 |
$1.05 / 613 |
0 / 5 |
73.112065% |
-0.203432 |
-0.032630 |
0.020895 |
0.039659 |
-0.014213 |
|
|
172 |
|
11/03(39) |
CALL |
165.00 / 185.00 |
$278 / $1,722 / 0.16 |
74.76% / $0.21 / 0.01% / 0.10% |
78.27% / $167.78 |
$2.78 / $3.70 / $0.92 / 22 |
27 / 19.38% / 99 |
5 |
Legs |
Vertical |
Bearish |
$149.20 (+0.11%) / 2.92M |
|
Earnings: 11/29 |
|
Bearish / 2 days 11 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 |
165.00 |
25.24% |
$3.70 / 22 |
$3.85 / 6 |
1 / 4 |
41.419485% |
0.378122 |
-0.145550 |
0.012058 |
0.196308 |
0.058300 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
185.00 |
7.37% |
$0.84 / 14 |
$0.92 / 105 |
31 / 1 |
41.648103% |
0.195905 |
-0.104650 |
0.008769 |
0.142765 |
0.031050 |
|
264 |
Legs |
11/03(39) |
CALL |
160.00 / 185.00 |
$418 / $2,082 / 0.20 |
67.61% / $13.27 / 0.64% / 5.30% |
73.66% / $164.18 |
$4.18 / $5.10 / $0.92 / 22 |
|
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 |
160.00 |
32.39% |
$5.10 / 22 |
$5.35 / 41 |
3 / 315 |
41.523659% |
0.435028 |
-0.151351 |
0.012485 |
0.203259 |
0.066466 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
185.00 |
7.37% |
$0.84 / 14 |
$0.92 / 105 |
31 / 1 |
41.648103% |
0.195905 |
-0.104650 |
0.008769 |
0.142765 |
0.031050 |
|
272 |
Legs |
11/03(39) |
PUT |
145.00 / 120.00 |
$488 / $2,012 / 0.24 |
63.81% / $7.77 / 0.39% / 3.18% |
71.37% / $140.12 |
$4.88 / $5.80 / $0.92 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
PUT |
145.00 |
36.19% |
$5.80 / 10 |
$5.95 / 35 |
10 / 26 |
43.400513% |
-0.379752 |
-0.131253 |
0.012074 |
0.196567 |
-0.078419 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
120.00 |
8.53% |
$0.84 / 100 |
$0.92 / 21 |
1 / 2 |
49.475207% |
-0.113308 |
-0.068047 |
0.006092 |
0.099174 |
-0.022324 |
|
278 |
Legs |
11/17(53) |
PUT |
140.00 / 115.00 |
$428 / $2,072 / 0.21 |
70.03% / $8.51 / 0.41% / 2.55% |
75.20% / $135.72 |
$4.28 / $5.20 / $0.92 / 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 |
140.00 |
29.97% |
$5.20 / 299 |
$5.35 / 326 |
70 / 1,488 |
44.275684% |
-0.327006 |
-0.107639 |
0.009940 |
0.214508 |
-0.090749 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
8.37% |
$0.89 / 158 |
$0.92 / 1 |
2 / 1,440 |
49.647894% |
-0.103215 |
-0.054999 |
0.004947 |
0.106766 |
-0.027345 |
|
292 |
Legs |
12/15(81) |
CALL |
170.00 / 175.00 |
$125 / $375 / 0.33 |
73.97% / $1.29 / 0.34% / 1.43% |
75.11% / $171.25 |
$1.25 / $7.60 / $6.35 / 23 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
170.00 |
26.03% |
$7.60 / 23 |
$7.70 / 67 |
118 / 567 |
48.137485% |
0.408456 |
-0.107557 |
0.008762 |
0.281966 |
0.117273 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
175.00 |
21.68% |
$6.25 / 95 |
$6.35 / 55 |
36 / 1,055 |
47.862161% |
0.370739 |
-0.104265 |
0.008523 |
0.274286 |
0.107314 |
|
303 |
Legs |
10/27(32) |
PUT |
140.00 / 115.00 |
$299 / $2,201 / 0.14 |
72.67% / $33.53 / 1.52% / 15.78% |
77.05% / $137.01 |
$2.99 / $3.35 / $0.36 / 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 |
140.00 |
27.33% |
$3.35 / 162 |
$3.50 / 93 |
6 / 837 |
43.124431% |
-0.310521 |
-0.134828 |
0.012238 |
0.166804 |
-0.052386 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
115.00 |
4.62% |
$0.32 / 55 |
$0.36 / 5 |
10 / 15 |
50.233921% |
-0.064230 |
-0.049019 |
0.004355 |
0.059354 |
-0.010390 |
|
|
191 |
|
11/17(53) |
PUT |
85.00 / 80.00 |
$149 / $351 / 0.43 |
65.96% / $0.40 / 0.11% / 0.71% |
70.35% / $83.51 |
$1.49 / $3.15 / $1.66 / 16 |
4 / 5.17% / 99 |
5 |
Legs |
Vertical |
Bullish |
$88.40 (+5.10%) / 22.47M |
|
Earnings: 11/16 |
|
Bearish / 2 days 11 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 |
85.00 |
34.04% |
$3.15 / 857 |
$3.30 / 1,221 |
576 / 16,917 |
36.945355% |
-0.365972 |
-0.049931 |
0.022762 |
0.131454 |
-0.057750 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
80.00 |
20.70% |
$1.62 / 63 |
$1.66 / 16 |
1,235 / 16,682 |
37.148516% |
-0.252432 |
-0.043181 |
0.019325 |
0.111606 |
-0.039154 |
|
233 |
Legs |
11/17(53) |
PUT |
85.00 / 75.00 |
$236 / $764 / 0.31 |
65.96% / $11.14 / 1.46% / 9.29% |
72.76% / $82.64 |
$2.36 / $3.15 / $0.79 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
85.00 |
34.04% |
$3.15 / 857 |
$3.30 / 1,221 |
576 / 16,917 |
36.945355% |
-0.365972 |
-0.049931 |
0.022762 |
0.131454 |
-0.057750 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
11.47% |
$0.75 / 104 |
$0.79 / 7 |
567 / 7,741 |
38.287190% |
-0.155742 |
-0.032756 |
0.014462 |
0.083524 |
-0.023798 |
|
247 |
Legs |
11/17(53) |
CALL |
95.00 / 105.00 |
$187 / $813 / 0.23 |
71.17% / $10.06 / 1.24% / 7.84% |
76.04% / $96.87 |
$1.87 / $2.99 / $1.12 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
95.00 |
28.83% |
$2.99 / 15 |
$3.05 / 399 |
1,382 / 8,252 |
37.743449% |
0.400339 |
-0.059913 |
0.023380 |
0.135024 |
0.048638 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
105.00 |
9.28% |
$1.06 / 197 |
$1.12 / 255 |
1,098 / 6,980 |
38.937390% |
0.215385 |
-0.044552 |
0.017696 |
0.102202 |
0.026836 |
|
344 |
Legs |
11/17(53) |
CALL |
95.00 / 110.00 |
$233 / $1,267 / 0.18 |
71.17% / $56.49 / 4.46% / 30.71% |
77.15% / $97.33 |
$2.33 / $2.99 / $0.66 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
95.00 |
28.83% |
$2.99 / 15 |
$3.05 / 399 |
1,382 / 8,252 |
37.743449% |
0.400339 |
-0.059913 |
0.023380 |
0.135024 |
0.048638 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
110.00 |
4.65% |
$0.64 / 39 |
$0.66 / 55 |
1,236 / 9,151 |
39.773470% |
0.149929 |
-0.035301 |
0.014102 |
0.081443 |
0.018854 |
|
368 |
Legs |
11/17(53) |
PUT |
80.00 / 75.00 |
$83 / $417 / 0.20 |
79.30% / $1.52 / 0.37% / 2.26% |
81.11% / $79.17 |
$0.83 / $1.62 / $0.79 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
80.00 |
20.70% |
$1.62 / 63 |
$1.66 / 16 |
1,235 / 16,682 |
37.148516% |
-0.252432 |
-0.043181 |
0.019325 |
0.111606 |
-0.039154 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
11.47% |
$0.75 / 104 |
$0.79 / 7 |
567 / 7,741 |
38.287190% |
-0.155742 |
-0.032756 |
0.014462 |
0.083524 |
-0.023798 |
|
392 |
Legs |
10/13(18) |
CALL |
93.00 / 99.00 |
$90 / $510 / 0.18 |
73.64% / $0.05 / 0.01% / 0.15% |
77.39% / $93.90 |
$0.90 / $1.30 / $0.40 / 12 |
|
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 |
93.00 |
26.36% |
$1.30 / 40 |
$1.36 / 732 |
134 / 234 |
33.745899% |
0.361987 |
-0.091171 |
0.036503 |
0.081366 |
0.017857 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
99.00 |
7.96% |
$0.38 / 41 |
$0.40 / 12 |
70 / 416 |
35.141580% |
0.186328 |
-0.064503 |
0.026111 |
0.058202 |
0.009332 |
|
|
232 |
|
11/17(53) |
PUT |
6.00 / 5.00 |
$20 / $80 / 0.25 |
72.98% / $0.99 / 1.24% / 7.87% |
77.01% / $5.80 |
$0.20 / $0.28 / $0.08 / 1,009 |
29 / 17.21% / 99 |
5 |
Legs |
Vertical |
Bullish |
$6.7091 (+1.35%) / 11.58M |
|
|
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
6.00 |
27.02% |
$0.28 / 1,983 |
$0.30 / 936 |
162 / 1,807 |
59.286290% |
-0.294352 |
-0.005782 |
0.171318 |
0.009125 |
-0.003768 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
11.21% |
$0.07 / 4,838 |
$0.08 / 1,009 |
44 / 467 |
62.050097% |
-0.125534 |
-0.003521 |
0.102620 |
0.005466 |
-0.001538 |
|
358 |
Legs |
11/03(39) |
PUT |
6.50 / 5.00 |
$32 / $118 / 0.27 |
61.10% / $1.08 / 0.91% / 7.67% |
70.22% / $6.18 |
$0.32 / $0.37 / $0.05 / 46 |
|
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 |
6.50 |
38.90% |
$0.37 / 533 |
$0.41 / 62 |
98 / 29 |
55.492726% |
-0.394910 |
-0.007422 |
0.220326 |
0.008853 |
-0.003791 |
ARCA / ETF |
Long (Buy) |
11/03/2023 (W) |
PUT |
5.00 |
8.66% |
$0.03 / 68 |
$0.05 / 46 |
6 / 11 |
60.357885% |
-0.101634 |
-0.003512 |
0.101622 |
0.004083 |
-0.000913 |
|
430 |
Legs |
10/27(32) |
CALL |
7.50 / 9.00 |
$12 / $138 / 0.09 |
76.86% / $0.81 / 0.59% / 5.85% |
79.66% / $7.62 |
$0.12 / $0.17 / $0.05 / 301 |
|
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 |
7.50 |
23.14% |
$0.17 / 1,884 |
$0.20 / 16 |
94 / 725 |
53.386959% |
0.368780 |
-0.008640 |
0.235881 |
0.007935 |
0.002084 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
9.00 |
3.37% |
$0.04 / 13 |
$0.05 / 301 |
0 / 218 |
62.068857% |
0.135898 |
-0.004945 |
0.136407 |
0.004589 |
0.000800 |
|
462 |
Legs |
11/17(53) |
PUT |
6.00 / 4.00 |
$25 / $175 / 0.14 |
72.98% / $5.32 / 3.04% / 20.17% |
77.94% / $5.75 |
$0.25 / $0.28 / $0.03 / 1,836 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
6.00 |
27.02% |
$0.28 / 1,983 |
$0.30 / 936 |
162 / 1,807 |
59.286290% |
-0.294352 |
-0.005782 |
0.171318 |
0.009125 |
-0.003768 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
4.00 |
4.00% |
$0.02 / 20 |
$0.03 / 1,836 |
40 / 21 |
75.841297% |
-0.029331 |
-0.001151 |
0.033191 |
0.001768 |
-0.000347 |
|
514 |
Legs |
10/27(32) |
CALL |
7.50 / 10.00 |
$14 / $236 / 0.06 |
76.86% / $7.51 / 3.18% / 35.46% |
80.11% / $7.64 |
$0.14 / $0.17 / $0.03 / 339 |
|
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 |
7.50 |
23.14% |
$0.17 / 1,884 |
$0.20 / 16 |
94 / 725 |
53.386959% |
0.368780 |
-0.008640 |
0.235881 |
0.007935 |
0.002084 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
CALL |
10.00 |
0.69% |
$0.02 / 1 |
$0.03 / 339 |
200 / 87 |
69.794856% |
0.061737 |
-0.002752 |
0.076182 |
0.002563 |
0.000369 |
|
547 |
Legs |
10/27(32) |
PUT |
6.50 / 5.00 |
$28 / $122 / 0.23 |
61.28% / $1.15 / 0.94% / 9.53% |
70.04% / $6.22 |
$0.28 / $0.31 / $0.03 / 3 |
|
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 |
6.50 |
38.72% |
$0.31 / 2,584 |
$0.36 / 464 |
65 / 4,558 |
53.441094% |
-0.395719 |
-0.008160 |
0.240930 |
0.008105 |
-0.003126 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
5.00 |
7.10% |
$0.01 / 2,370 |
$0.03 / 3 |
5 / 59 |
56.581750% |
-0.086341 |
-0.003416 |
0.098467 |
0.003312 |
-0.000640 |
|
|
266 |
|
11/17(53) |
PUT |
50.00 / 45.00 |
$85 / $415 / 0.21 |
68.37% / $31.14 / 7.50% / 55.93% |
76.38% / $49.15 |
$0.85 / $1.25 / $0.40 / 53 |
0 / 0.00% / 99 |
5 |
Legs |
Vertical |
Bullish |
$51.32 (-0.23%) / 67K |
|
Earnings: 11/01 |
|
Bearish / 2 days 11 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 |
31.63% |
$1.25 / 87 |
$1.45 / 27 |
0 / 187 |
25.923696% |
-0.355700 |
-0.014914 |
0.076124 |
0.075451 |
-0.030492 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
45.00 |
3.29% |
$0.30 / 29 |
$0.40 / 53 |
2 / 114 |
30.133928% |
-0.069728 |
-0.005542 |
0.027405 |
0.027163 |
-0.005841 |
|
345 |
Legs |
11/17(53) |
PUT |
50.00 / 42.50 |
$100 / $650 / 0.15 |
68.37% / $59.32 / 9.13% / 70.96% |
77.65% / $49.00 |
$1.00 / $1.25 / $0.25 / 87 |
|
Underlying |
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 |
31.63% |
$1.25 / 87 |
$1.45 / 27 |
0 / 187 |
25.923696% |
-0.355700 |
-0.014914 |
0.076124 |
0.075451 |
-0.030492 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
42.50 |
0.66% |
$0.15 / 63 |
$0.25 / 87 |
0 / 52 |
33.795998% |
-0.018791 |
-0.001916 |
0.009404 |
0.009321 |
-0.001562 |
|
466 |
Legs |
11/17(53) |
PUT |
50.00 / 40.00 |
$100 / $900 / 0.11 |
68.37% / $66.47 / 7.39% / 54.88% |
77.65% / $49.00 |
$1.00 / $1.25 / $0.25 / 87 |
|
Underlying |
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 |
31.63% |
$1.25 / 87 |
$1.45 / 27 |
0 / 187 |
25.923696% |
-0.355700 |
-0.014914 |
0.076124 |
0.075451 |
-0.030492 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
40.00 |
0.10% |
$0.10 / 5 |
$0.25 / 255 |
0 / 41 |
40.786080% |
-0.003288 |
-0.000417 |
0.002035 |
0.002017 |
-0.000272 |
|
488 |
Legs |
11/17(53) |
CALL |
52.50 / 57.50 |
$110 / $390 / 0.28 |
62.25% / $32.33 / 8.29% / 63.06% |
73.38% / $53.60 |
$1.10 / $1.45 / $0.35 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
52.50 |
37.75% |
$1.45 / 64 |
$1.65 / 32 |
0 / 146 |
23.968385% |
0.439073 |
-0.017651 |
0.080497 |
0.079786 |
0.032881 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
57.50 |
4.63% |
$0.25 / 53 |
$0.35 / 7 |
0 / 83 |
23.366876% |
0.133645 |
-0.009489 |
0.044125 |
0.043735 |
0.010234 |
|
528 |
Legs |
11/17(53) |
PUT |
50.00 / 37.50 |
$105 / $1,145 / 0.09 |
68.37% / $71.50 / 6.24% / 45.05% |
78.07% / $48.95 |
$1.05 / $1.25 / $0.20 / 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 |
50.00 |
31.63% |
$1.25 / 87 |
$1.45 / 27 |
0 / 187 |
25.923696% |
-0.355700 |
-0.014914 |
0.076124 |
0.075451 |
-0.030492 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
37.50 |
0.01% |
0 / 0 |
$0.20 / 1 |
0 / 95 |
50.473910% |
-0.000340 |
-0.000052 |
0.000255 |
0.000253 |
-0.000028 |
|
602 |
Legs |
10/20(25) |
PUT |
50.00 / 45.00 |
$25 / $475 / 0.05 |
73.31% / $13.06 / 2.75% / 38.46% |
76.49% / $49.75 |
$0.25 / $0.35 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
50.00 |
26.69% |
$0.35 / 72 |
$0.50 / 90 |
8 / 111 |
17.796238% |
-0.321608 |
-0.020630 |
0.102821 |
0.051850 |
-0.013735 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
0.55% |
0 / 0 |
$0.10 / 1 |
0 / 55 |
30.442539% |
-0.021794 |
-0.003069 |
0.014955 |
0.007541 |
-0.000913 |
|
|
281 |
|
10/27(32) |
PUT |
27.00 / 25.00 |
$25 / $175 / 0.14 |
72.84% / $1.54 / 0.88% / 8.85% |
76.93% / $26.75 |
$0.25 / $0.45 / $0.20 / 19 |
30 / 23.46% / 99 |
5 |
Legs |
Vertical |
Bullish |
$27.93 (+0.72%) / 2.76M |
|
Earnings: 10/24 |
|
Bearish / 2 days 11 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 |
27.00 |
27.16% |
$0.45 / 19 |
$0.55 / 12 |
0 / 11 |
27.690645% |
-0.320744 |
-0.012843 |
0.133512 |
0.031478 |
-0.009454 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
25.00 |
5.40% |
$0.10 / 63 |
$0.20 / 31 |
0 / 3 |
31.427699% |
-0.101821 |
-0.006472 |
0.066387 |
0.015652 |
-0.002950 |
|
287 |
Legs |
11/17(53) |
CALL |
29.00 / 31.00 |
$45 / $155 / 0.29 |
65.92% / $0.58 / 0.38% / 2.33% |
72.36% / $29.45 |
$0.45 / $0.75 / $0.30 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
29.00 |
34.08% |
$0.75 / 39 |
$0.80 / 15 |
0 / 104 |
25.779516% |
0.419471 |
-0.011859 |
0.115605 |
0.043155 |
0.016871 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
31.00 |
11.42% |
$0.20 / 366 |
$0.30 / 507 |
0 / 298 |
24.978687% |
0.224472 |
-0.009034 |
0.088753 |
0.033131 |
0.009189 |
|
365 |
Legs |
11/17(53) |
PUT |
27.00 / 24.00 |
$40 / $260 / 0.15 |
69.42% / $5.27 / 2.03% / 13.11% |
74.87% / $26.60 |
$0.40 / $0.60 / $0.20 / 227 |
|
Underlying |
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 |
27.00 |
30.58% |
$0.60 / 227 |
$0.70 / 616 |
0 / 88 |
26.150738% |
-0.343991 |
-0.010344 |
0.108957 |
0.040673 |
-0.016364 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
24.00 |
4.68% |
$0.10 / 259 |
$0.20 / 777 |
0 / 36 |
31.355942% |
-0.083677 |
-0.004425 |
0.045611 |
0.017027 |
-0.003877 |
|
373 |
Legs |
11/17(53) |
CALL |
29.00 / 32.00 |
$60 / $240 / 0.25 |
65.92% / $13.76 / 5.73% / 40.81% |
74.35% / $29.60 |
$0.60 / $0.75 / $0.15 / 39 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
29.00 |
34.08% |
$0.75 / 39 |
$0.80 / 15 |
0 / 104 |
25.779516% |
0.419471 |
-0.011859 |
0.115605 |
0.043155 |
0.016871 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
32.00 |
5.68% |
$0.10 / 153 |
$0.15 / 114 |
0 / 290 |
24.567808% |
0.153596 |
-0.007129 |
0.070219 |
0.026212 |
0.006329 |
|
408 |
Legs |
11/17(53) |
PUT |
27.00 / 23.00 |
$45 / $355 / 0.13 |
69.42% / $16.73 / 4.71% / 32.67% |
75.51% / $26.55 |
$0.45 / $0.60 / $0.15 / 227 |
|
Underlying |
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 |
27.00 |
30.58% |
$0.60 / 227 |
$0.70 / 616 |
0 / 88 |
26.150738% |
-0.343991 |
-0.010344 |
0.108957 |
0.040673 |
-0.016364 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
23.00 |
2.06% |
$0.05 / 223 |
$0.15 / 1,005 |
0 / 23 |
34.090026% |
-0.041381 |
-0.002560 |
0.026280 |
0.009810 |
-0.001905 |
|
492 |
Legs |
11/17(53) |
CALL |
30.00 / 32.00 |
$25 / $175 / 0.14 |
79.22% / $3.38 / 1.93% / 12.48% |
81.93% / $30.25 |
$0.25 / $0.40 / $0.15 / 114 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
30.00 |
20.78% |
$0.40 / 324 |
$0.50 / 329 |
1 / 954 |
25.164217% |
0.313940 |
-0.010728 |
0.105044 |
0.039212 |
0.012749 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
32.00 |
5.68% |
$0.10 / 153 |
$0.15 / 114 |
0 / 290 |
24.567808% |
0.153596 |
-0.007129 |
0.070219 |
0.026212 |
0.006329 |
|
|
296 |
|
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 11 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 |
|
326 |
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 |
|
329 |
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 |
|
334 |
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 |
|
386 |
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 |
|
390 |
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 |
|
|
297 |
|
11/17(53) |
CALL |
115.00 / 125.00 |
$180 / $820 / 0.22 |
68.76% / $24.38 / 2.97% / 19.71% |
75.04% / $116.80 |
$1.80 / $2.10 / $0.30 / 48 |
86 / 79.16% / 99 |
5 |
Legs |
Vertical |
Bearish |
$108.70 (-1.33%) / 1.02M |
|
Earnings: 10/24 |
|
Bearish / 2 days 11 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 |
115.00 |
31.24% |
$2.10 / 48 |
$2.25 / 43 |
11 / 219 |
21.936366% |
0.398268 |
-0.046860 |
0.029324 |
0.167893 |
0.063199 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
125.00 |
6.80% |
$0.20 / 70 |
$0.30 / 74 |
0 / 248 |
19.796156% |
0.169136 |
-0.030130 |
0.019190 |
0.109872 |
0.027394 |
|
513 |
Legs |
11/17(53) |
PUT |
105.00 / 95.00 |
$115 / $885 / 0.13 |
74.50% / $9.15 / 1.03% / 6.52% |
78.16% / $103.85 |
$1.15 / $1.75 / $0.60 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
105.00 |
25.50% |
$1.75 / 32 |
$1.90 / 53 |
0 / 57 |
24.337565% |
-0.303927 |
-0.037603 |
0.026591 |
0.152246 |
-0.056621 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
95.00 |
4.90% |
$0.45 / 31 |
$0.60 / 120 |
0 / 18 |
29.744123% |
-0.087958 |
-0.017645 |
0.012150 |
0.069564 |
-0.016034 |
|
554 |
Legs |
11/17(53) |
PUT |
105.00 / 90.00 |
$135 / $1,365 / 0.10 |
74.50% / $55.43 / 4.06% / 27.69% |
78.76% / $103.65 |
$1.35 / $1.75 / $0.40 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
105.00 |
25.50% |
$1.75 / 32 |
$1.90 / 53 |
0 / 57 |
24.337565% |
-0.303927 |
-0.037603 |
0.026591 |
0.152246 |
-0.056621 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
90.00 |
1.69% |
$0.25 / 70 |
$0.40 / 218 |
0 / 43 |
33.593098% |
-0.035332 |
-0.008676 |
0.005928 |
0.033941 |
-0.006389 |
|
640 |
Legs |
11/17(53) |
CALL |
115.00 / 140.00 |
$205 / $2,295 / 0.09 |
68.76% / $130.66 / 5.69% / 40.49% |
75.85% / $117.05 |
$2.05 / $2.10 / $0.05 / 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 |
115.00 |
31.24% |
$2.10 / 48 |
$2.25 / 43 |
11 / 219 |
21.936366% |
0.398268 |
-0.046860 |
0.029324 |
0.167893 |
0.063199 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
140.00 |
0.22% |
0 / 0 |
$0.05 / 8 |
0 / 39 |
25.929506% |
0.028099 |
-0.007609 |
0.004906 |
0.028088 |
0.004630 |
|
641 |
Legs |
11/17(53) |
CALL |
115.00 / 130.00 |
$135 / $1,365 / 0.10 |
68.76% / $27.12 / 1.99% / 12.84% |
73.55% / $116.35 |
$1.35 / $2.10 / $0.75 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
115.00 |
31.24% |
$2.10 / 48 |
$2.25 / 43 |
11 / 219 |
21.936366% |
0.398268 |
-0.046860 |
0.029324 |
0.167893 |
0.063199 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
130.00 |
2.49% |
$0.10 / 1 |
$0.75 / 103 |
0 / 45 |
27.686282% |
0.099055 |
-0.020716 |
0.013264 |
0.075942 |
0.016157 |
|
650 |
Legs |
10/20(25) |
CALL |
115.00 / 130.00 |
$70 / $1,430 / 0.05 |
75.59% / $44.76 / 3.13% / 44.75% |
78.69% / $115.70 |
$0.70 / $0.75 / $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 |
115.00 |
24.41% |
$0.75 / 20 |
$0.85 / 45 |
6 / 127 |
18.732057% |
0.336708 |
-0.061129 |
0.038943 |
0.113438 |
0.027936 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
130.00 |
0.28% |
0 / 0 |
$0.05 / 5 |
0 / 57 |
26.591007% |
0.031049 |
-0.011517 |
0.007474 |
0.021771 |
0.002635 |
|
|
319 |
|
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 11 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 |
|
341 |
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 |
|
369 |
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 |
|
394 |
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 |
|
474 |
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 |
|
498 |
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 |
|
|
321 |
|
12/15(81) |
CALL |
155.00 / 160.00 |
$131 / $369 / 0.36 |
71.68% / $1.21 / 0.33% / 1.36% |
73.79% / $156.31 |
$1.31 / $4.10 / $2.79 / 5 |
37 / 65.39% / 99 |
5 |
Legs |
Vertical |
Bearish |
$143.50 (-0.24%) / 4.93M |
|
|
|
Bearish / 2 days 11 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 |
155.00 |
28.32% |
$4.10 / 449 |
$4.15 / 5 |
25 / 4,973 |
28.388001% |
0.394649 |
-0.063954 |
0.014077 |
0.266775 |
0.116504 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
160.00 |
20.80% |
$2.75 / 105 |
$2.79 / 5 |
479 / 27,389 |
27.914470% |
0.331896 |
-0.060132 |
0.013283 |
0.251721 |
0.098850 |
|
475 |
Legs |
11/17(53) |
PUT |
135.00 / 120.00 |
$194 / $1,306 / 0.15 |
74.45% / $2.77 / 0.21% / 1.31% |
78.04% / $133.06 |
$1.94 / $2.65 / $0.71 / 771 |
|
Underlying |
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 |
135.00 |
25.55% |
$2.65 / 771 |
$2.71 / 634 |
84 / 178 |
29.258279% |
-0.298680 |
-0.064613 |
0.015526 |
0.197318 |
-0.074431 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
6.43% |
$0.67 / 61 |
$0.71 / 2,008 |
0 / 43 |
34.546933% |
-0.098775 |
-0.033007 |
0.007790 |
0.099003 |
-0.023978 |
|
506 |
Legs |
11/17(53) |
PUT |
139.00 / 120.00 |
$304 / $1,596 / 0.19 |
66.02% / $14.76 / 0.92% / 5.82% |
72.55% / $135.96 |
$3.04 / $3.75 / $0.71 / 1,661 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
139.00 |
33.98% |
$3.75 / 1,661 |
$3.85 / 648 |
6 / 55 |
28.202070% |
-0.366982 |
-0.069570 |
0.016841 |
0.214028 |
-0.092240 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
120.00 |
6.43% |
$0.67 / 61 |
$0.71 / 2,008 |
0 / 43 |
34.546933% |
-0.098775 |
-0.033007 |
0.007790 |
0.099003 |
-0.023978 |
|
521 |
Legs |
12/15(81) |
CALL |
155.00 / 165.00 |
$226 / $774 / 0.29 |
71.68% / $1.13 / 0.15% / 0.60% |
75.26% / $157.26 |
$2.26 / $4.10 / $1.84 / 3 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
155.00 |
28.32% |
$4.10 / 449 |
$4.15 / 5 |
25 / 4,973 |
28.388001% |
0.394649 |
-0.063954 |
0.014077 |
0.266775 |
0.116504 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
165.00 |
14.78% |
$1.80 / 344 |
$1.84 / 3 |
20 / 2,790 |
27.653285% |
0.275223 |
-0.055165 |
0.012221 |
0.231613 |
0.082609 |
|
531 |
Legs |
11/17(53) |
PUT |
135.00 / 115.00 |
$216 / $1,784 / 0.12 |
74.45% / $40.29 / 2.26% / 14.70% |
78.42% / $132.84 |
$2.16 / $2.65 / $0.49 / 771 |
|
Underlying |
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 |
135.00 |
25.55% |
$2.65 / 771 |
$2.71 / 634 |
84 / 178 |
29.258279% |
-0.298680 |
-0.064613 |
0.015526 |
0.197318 |
-0.074431 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
3.67% |
$0.43 / 62 |
$0.49 / 4,848 |
3 / 400 |
36.996589% |
-0.058972 |
-0.022393 |
0.005265 |
0.066910 |
-0.014217 |
|
557 |
Legs |
11/17(53) |
PUT |
139.00 / 115.00 |
$326 / $2,074 / 0.16 |
66.02% / $68.10 / 3.28% / 21.94% |
72.99% / $135.74 |
$3.26 / $3.75 / $0.49 / 1,661 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
139.00 |
33.98% |
$3.75 / 1,661 |
$3.85 / 648 |
6 / 55 |
28.202070% |
-0.366982 |
-0.069570 |
0.016841 |
0.214028 |
-0.092240 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
115.00 |
3.67% |
$0.43 / 62 |
$0.49 / 4,848 |
3 / 400 |
36.996589% |
-0.058972 |
-0.022393 |
0.005265 |
0.066910 |
-0.014217 |
|
|
331 |
|
11/17(53) |
PUT |
200.00 / 180.00 |
$280 / $1,720 / 0.16 |
69.75% / $52.05 / 3.03% / 20.09% |
75.46% / $197.20 |
$2.80 / $3.90 / $1.10 / 55 |
11 / 30.65% / 99 |
5 |
Legs |
Vertical |
Bullish |
$205.15 (0.00%) / 936K |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 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 |
200.00 |
30.25% |
$3.90 / 59 |
$4.20 / 156 |
1 / 70 |
22.921486% |
-0.344716 |
-0.065476 |
0.016408 |
0.300260 |
-0.119786 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
180.00 |
4.47% |
$0.85 / 2 |
$1.10 / 55 |
0 / 6 |
28.104199% |
-0.085397 |
-0.029047 |
0.006962 |
0.127400 |
-0.028983 |
|
354 |
Legs |
11/17(53) |
PUT |
200.00 / 175.00 |
$310 / $2,190 / 0.14 |
69.75% / $112.66 / 5.14% / 36.07% |
76.03% / $196.90 |
$3.10 / $3.90 / $0.80 / 35 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
200.00 |
30.25% |
$3.90 / 59 |
$4.20 / 156 |
1 / 70 |
22.921486% |
-0.344716 |
-0.065476 |
0.016408 |
0.300260 |
-0.119786 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
175.00 |
2.40% |
$0.30 / 57 |
$0.80 / 35 |
0 / 1 |
28.133813% |
-0.051644 |
-0.019813 |
0.004719 |
0.086349 |
-0.017451 |
|
407 |
Legs |
11/17(53) |
PUT |
200.00 / 170.00 |
$315 / $2,685 / 0.12 |
69.75% / $153.38 / 5.71% / 40.65% |
76.13% / $196.85 |
$3.15 / $3.90 / $0.75 / 59 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
200.00 |
30.25% |
$3.90 / 59 |
$4.20 / 156 |
1 / 70 |
22.921486% |
-0.344716 |
-0.065476 |
0.016408 |
0.300260 |
-0.119786 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
170.00 |
1.22% |
$0.25 / 43 |
$0.75 / 72 |
0 / 2 |
31.269894% |
-0.028971 |
-0.012442 |
0.002948 |
0.053938 |
-0.009752 |
|
415 |
Legs |
11/17(53) |
CALL |
220.00 / 230.00 |
$140 / $860 / 0.16 |
78.84% / $2.96 / 0.34% / 2.13% |
81.18% / $221.40 |
$1.40 / $2.10 / $0.70 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
220.00 |
21.16% |
$2.10 / 42 |
$2.30 / 18 |
11 / 118 |
19.499365% |
0.314687 |
-0.074829 |
0.015820 |
0.289501 |
0.094787 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
230.00 |
8.28% |
$0.55 / 40 |
$0.70 / 53 |
0 / 27 |
18.659246% |
0.186248 |
-0.055725 |
0.011947 |
0.218628 |
0.056684 |
|
532 |
Legs |
10/20(25) |
PUT |
200.00 / 185.00 |
$135 / $1,365 / 0.10 |
74.39% / $29.43 / 2.16% / 29.17% |
78.01% / $198.65 |
$1.35 / $1.80 / $0.45 / 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 |
200.00 |
25.61% |
$1.80 / 32 |
$2.00 / 26 |
1 / 215 |
20.398704% |
-0.312177 |
-0.091491 |
0.022117 |
0.205914 |
-0.053899 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
185.00 |
2.76% |
$0.30 / 5 |
$0.45 / 5 |
0 / 5 |
26.038091% |
-0.067266 |
-0.034623 |
0.008141 |
0.075795 |
-0.011427 |
|
587 |
Legs |
11/17(53) |
PUT |
195.00 / 180.00 |
$165 / $1,335 / 0.12 |
79.46% / $28.38 / 2.13% / 13.79% |
82.17% / $193.35 |
$1.65 / $2.75 / $1.10 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
195.00 |
20.54% |
$2.75 / 26 |
$2.95 / 86 |
0 / 3 |
24.117138% |
-0.263483 |
-0.058965 |
0.014553 |
0.266314 |
-0.090922 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
180.00 |
4.47% |
$0.85 / 2 |
$1.10 / 55 |
0 / 6 |
28.104199% |
-0.085397 |
-0.029047 |
0.006962 |
0.127400 |
-0.028983 |
|
|
352 |
|
11/17(53) |
PUT |
90.00 / 70.00 |
$299 / $1,701 / 0.18 |
69.08% / $24.07 / 1.41% / 9.01% |
74.82% / $87.01 |
$2.99 / $3.45 / $0.46 / 506 |
18 / 11.94% / 99 |
5 |
Legs |
Vertical |
Bullish |
$95.90 (+4.05%) / 8.98M |
|
Earnings: 11/27 |
|
Bearish / 2 days 11 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 |
90.00 |
30.92% |
$3.45 / 506 |
$3.55 / 654 |
49 / 1,693 |
43.715682% |
-0.334874 |
-0.069305 |
0.015716 |
0.138477 |
-0.059504 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
70.00 |
5.98% |
$0.34 / 476 |
$0.46 / 963 |
3 / 476 |
51.991120% |
-0.070838 |
-0.026599 |
0.005846 |
0.051512 |
-0.011896 |
|
423 |
Legs |
11/17(53) |
PUT |
90.00 / 65.00 |
$311 / $2,189 / 0.14 |
69.08% / $63.38 / 2.90% / 19.15% |
75.04% / $86.89 |
$3.11 / $3.45 / $0.34 / 506 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
90.00 |
30.92% |
$3.45 / 506 |
$3.55 / 654 |
49 / 1,693 |
43.715682% |
-0.334874 |
-0.069305 |
0.015716 |
0.138477 |
-0.059504 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
3.64% |
$0.15 / 546 |
$0.34 / 954 |
0 / 1,010 |
56.123246% |
-0.037771 |
-0.016220 |
0.003548 |
0.031265 |
-0.006273 |
|
433 |
Legs |
12/15(81) |
PUT |
85.00 / 80.00 |
$122 / $378 / 0.32 |
75.50% / $10.09 / 2.67% / 11.49% |
77.19% / $83.78 |
$1.22 / $3.90 / $2.68 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
85.00 |
24.50% |
$3.90 / 254 |
$4.00 / 508 |
51 / 1,279 |
50.613889% |
-0.272968 |
-0.051379 |
0.011746 |
0.154335 |
-0.074115 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
80.00 |
18.11% |
$2.64 / 71 |
$2.68 / 36 |
90 / 1,635 |
51.741494% |
-0.208995 |
-0.044855 |
0.010154 |
0.133416 |
-0.055860 |
|
451 |
Legs |
11/17(53) |
PUT |
90.00 / 60.00 |
$322 / $2,678 / 0.12 |
69.08% / $108.48 / 4.05% / 27.61% |
75.23% / $86.78 |
$3.22 / $3.45 / $0.23 / 506 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
90.00 |
30.92% |
$3.45 / 506 |
$3.55 / 654 |
49 / 1,693 |
43.715682% |
-0.334874 |
-0.069305 |
0.015716 |
0.138477 |
-0.059504 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
2.16% |
$0.05 / 529 |
$0.23 / 962 |
0 / 18 |
59.918781% |
-0.017456 |
-0.008538 |
0.001861 |
0.016394 |
-0.002870 |
|
463 |
Legs |
10/20(25) |
PUT |
90.00 / 75.00 |
$166 / $1,334 / 0.12 |
72.99% / $24.09 / 1.81% / 23.95% |
77.25% / $88.34 |
$1.66 / $1.87 / $0.21 / 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 |
90.00 |
27.01% |
$1.87 / 20 |
$1.89 / 168 |
3,733 / 12,517 |
42.261396% |
-0.310428 |
-0.096442 |
0.021352 |
0.095721 |
-0.026606 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
75.00 |
3.96% |
$0.17 / 1 |
$0.21 / 1,115 |
10 / 16,173 |
50.931426% |
-0.059908 |
-0.033138 |
0.007197 |
0.032263 |
-0.004941 |
|
467 |
Legs |
11/17(53) |
CALL |
105.00 / 125.00 |
$278 / $1,722 / 0.16 |
71.24% / $27.66 / 1.61% / 10.28% |
76.28% / $107.78 |
$2.78 / $3.30 / $0.52 / 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 |
105.00 |
28.76% |
$3.30 / 568 |
$3.40 / 479 |
1 / 1,381 |
41.661922% |
0.415543 |
-0.083512 |
0.016825 |
0.148250 |
0.052885 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
125.00 |
5.54% |
$0.49 / 290 |
$0.52 / 1 |
0 / 5 |
42.145586% |
0.174388 |
-0.054143 |
0.011097 |
0.097778 |
0.023146 |
|
|
400 |
|
11/17(53) |
CALL |
25.00 / 30.00 |
$65 / $435 / 0.15 |
79.00% / $4.97 / 1.14% / 7.22% |
81.70% / $25.65 |
$0.65 / $1.05 / $0.40 / 18 |
55 / 17.26% / 99 |
4 |
Legs |
Vertical |
Bearish |
$20.59 (-3.06%) / 739K |
|
Earnings: 11/01 |
|
Bearish / 2 days 11 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 |
25.00 |
21.00% |
$1.05 / 18 |
$1.15 / 150 |
1 / 140 |
73.844594% |
0.387997 |
-0.027056 |
0.049015 |
0.031460 |
0.009862 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
6.69% |
$0.30 / 32 |
$0.40 / 56 |
0 / 164 |
72.208071% |
0.220871 |
-0.020816 |
0.037968 |
0.024370 |
0.005862 |
|
479 |
Legs |
11/17(53) |
PUT |
20.00 / 15.00 |
$140 / $360 / 0.39 |
61.77% / $4.62 / 1.28% / 8.15% |
70.49% / $18.60 |
$1.40 / $1.95 / $0.55 / 125 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
38.23% |
$1.95 / 125 |
$2.05 / 1 |
100 / 47 |
76.571855% |
-0.378777 |
-0.024775 |
0.048665 |
0.031236 |
-0.016340 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
13.74% |
$0.45 / 86 |
$0.55 / 263 |
4 / 25 |
85.425113% |
-0.141521 |
-0.014922 |
0.028686 |
0.018412 |
-0.005647 |
|
519 |
Legs |
11/17(53) |
CALL |
25.00 / 32.50 |
$80 / $670 / 0.12 |
79.00% / $20.33 / 3.04% / 20.15% |
82.28% / $25.80 |
$0.80 / $1.05 / $0.25 / 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 |
25.00 |
21.00% |
$1.05 / 18 |
$1.15 / 150 |
1 / 140 |
73.844594% |
0.387997 |
-0.027056 |
0.049015 |
0.031460 |
0.009862 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
32.50 |
3.57% |
$0.15 / 40 |
$0.25 / 56 |
0 / 29 |
72.502883% |
0.163037 |
-0.017239 |
0.031513 |
0.020227 |
0.004394 |
|
576 |
Legs |
11/17(53) |
CALL |
25.00 / 35.00 |
$90 / $910 / 0.10 |
79.00% / $38.72 / 4.25% / 29.15% |
82.66% / $25.90 |
$0.90 / $1.05 / $0.15 / 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 |
25.00 |
21.00% |
$1.05 / 18 |
$1.15 / 150 |
1 / 140 |
73.844594% |
0.387997 |
-0.027056 |
0.049015 |
0.031460 |
0.009862 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
35.00 |
1.85% |
$0.10 / 6 |
$0.15 / 63 |
0 / 80 |
74.072698% |
0.119185 |
-0.013910 |
0.025470 |
0.016348 |
0.003253 |
|
686 |
Legs |
11/17(53) |
CALL |
22.50 / 30.00 |
$135 / $615 / 0.22 |
65.76% / $13.87 / 2.26% / 14.68% |
73.48% / $23.85 |
$1.35 / $1.75 / $0.40 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
22.50 |
34.24% |
$1.75 / 54 |
$1.90 / 55 |
0 / 219 |
74.494209% |
0.498230 |
-0.028333 |
0.051039 |
0.032760 |
0.012272 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
6.69% |
$0.30 / 32 |
$0.40 / 56 |
0 / 164 |
72.208071% |
0.220871 |
-0.020816 |
0.037968 |
0.024370 |
0.005862 |
|
|
426 |
|
11/17(53) |
PUT |
400.00 / 340.00 |
$860 / $5,140 / 0.17 |
74.05% / $5.73 / 0.11% / 0.69% |
77.79% / $391.40 |
$8.60 / $11.50 / $2.90 / 4 |
72 / 69.41% / 99 |
5 |
Legs |
Vertical |
Bullish |
$433.73 (-0.46%) / 521K |
|
Earnings: 10/25 |
|
Bearish / 2 days 11 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 |
400.00 |
25.95% |
$11.50 / 50 |
$11.90 / 5 |
23 / 87 |
40.892157% |
-0.294784 |
-0.268523 |
0.003687 |
0.594198 |
-0.231417 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
340.00 |
7.46% |
$2.75 / 7 |
$2.90 / 4 |
0 / 20 |
47.423749% |
-0.097151 |
-0.136402 |
0.001838 |
0.296170 |
-0.073528 |
|
546 |
Legs |
11/17(53) |
CALL |
490.00 / 550.00 |
$635 / $5,365 / 0.12 |
79.20% / $5.54 / 0.10% / 0.64% |
81.58% / $496.35 |
$6.35 / $7.90 / $1.55 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
490.00 |
20.80% |
$7.90 / 41 |
$8.30 / 11 |
0 / 75 |
35.628738% |
0.340138 |
-0.310806 |
0.003917 |
0.631220 |
0.202271 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
550.00 |
5.65% |
$1.35 / 30 |
$1.55 / 32 |
1 / 19 |
34.894723% |
0.170777 |
-0.213510 |
0.002714 |
0.437378 |
0.104257 |
|
600 |
Legs |
11/17(53) |
PUT |
390.00 / 330.00 |
$675 / $5,325 / 0.13 |
78.36% / $15.17 / 0.28% / 1.76% |
80.98% / $383.25 |
$6.75 / $9.10 / $2.35 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
390.00 |
21.64% |
$9.10 / 30 |
$9.50 / 5 |
3 / 34 |
41.702178% |
-0.255399 |
-0.251241 |
0.003436 |
0.553706 |
-0.199131 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
330.00 |
5.86% |
$2.15 / 21 |
$2.35 / 30 |
0 / 12 |
48.996503% |
-0.075313 |
-0.112984 |
0.001519 |
0.244787 |
-0.056709 |
|
743 |
Legs |
10/27(32) |
PUT |
370.00 / 340.00 |
$180 / $2,820 / 0.06 |
89.99% / $2.28 / 0.08% / 0.79% |
90.51% / $368.20 |
$1.80 / $3.50 / $1.70 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
370.00 |
10.01% |
$3.50 / 6 |
$3.80 / 40 |
0 / 4 |
46.844134% |
-0.141180 |
-0.224570 |
0.003013 |
0.306678 |
-0.066476 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
340.00 |
3.84% |
$1.00 / 59 |
$1.70 / 10 |
1 / 6 |
50.035705% |
-0.057995 |
-0.117095 |
0.001562 |
0.158929 |
-0.026908 |
|
751 |
Legs |
09/29(4) |
PUT |
425.00 / 395.00 |
$315 / $2,685 / 0.12 |
69.62% / $1.30 / 0.05% / 2.05% |
73.96% / $421.85 |
$3.15 / $4.00 / $0.85 / 9 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
425.00 |
30.38% |
$4.00 / 18 |
$4.40 / 30 |
8 / 17 |
35.041799% |
-0.352038 |
-0.797174 |
0.010602 |
0.239776 |
-0.035580 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
395.00 |
4.43% |
$0.60 / 33 |
$0.85 / 9 |
71 / 17 |
44.200803% |
-0.098112 |
-0.374594 |
0.004944 |
0.111812 |
-0.009752 |
|
817 |
Legs |
09/29(4) |
PUT |
420.00 / 390.00 |
$205 / $2,795 / 0.07 |
76.34% / $6.84 / 0.24% / 10.82% |
78.82% / $417.95 |
$2.05 / $2.85 / $0.80 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
PUT |
420.00 |
23.66% |
$2.85 / 30 |
$3.20 / 6 |
19 / 40 |
35.904913% |
-0.298976 |
-0.746923 |
0.009916 |
0.224263 |
-0.030116 |
NYSE / Stock |
Long (Buy) |
09/29/2023 (W) |
PUT |
390.00 |
2.91% |
$0.35 / 68 |
$0.80 / 59 |
8 / 44 |
46.315056% |
-0.073362 |
-0.301501 |
0.003976 |
0.089924 |
-0.007277 |
|
|
435 |
|
11/17(53) |
PUT |
75.00 / 60.00 |
$205 / $1,295 / 0.16 |
68.26% / $33.93 / 2.62% / 17.21% |
74.43% / $72.95 |
$2.05 / $2.55 / $0.50 / 20 |
25 / 17.41% / 99 |
5 |
Legs |
Vertical |
Bullish |
$77.89 (+1.63%) / 313K |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 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 |
31.74% |
$2.55 / 78 |
$3.20 / 93 |
0 / 198 |
39.444604% |
-0.347193 |
-0.045345 |
0.024290 |
0.115075 |
-0.048925 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
4.36% |
$0.35 / 97 |
$0.50 / 20 |
0 / 6 |
48.759591% |
-0.060553 |
-0.015353 |
0.007891 |
0.037386 |
-0.008126 |
|
499 |
Legs |
11/17(53) |
CALL |
85.00 / 100.00 |
$180 / $1,320 / 0.14 |
71.57% / $35.19 / 2.67% / 17.53% |
76.59% / $86.80 |
$1.80 / $2.30 / $0.50 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
85.00 |
28.43% |
$2.30 / 11 |
$3.40 / 90 |
1 / 148 |
40.064840% |
0.398900 |
-0.054930 |
0.025392 |
0.120296 |
0.043060 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
100.00 |
3.80% |
$0.35 / 87 |
$0.50 / 63 |
0 / 2 |
39.442857% |
0.135878 |
-0.030303 |
0.014344 |
0.067955 |
0.015227 |
|
595 |
Legs |
11/17(53) |
CALL |
85.00 / 105.00 |
$175 / $1,825 / 0.10 |
71.57% / $66.38 / 3.64% / 24.53% |
76.46% / $86.75 |
$1.75 / $2.30 / $0.55 / 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 |
85.00 |
28.43% |
$2.30 / 11 |
$3.40 / 90 |
1 / 148 |
40.064840% |
0.398900 |
-0.054930 |
0.025392 |
0.120296 |
0.043060 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
105.00 |
1.63% |
0 / 0 |
$0.55 / 52 |
0 / 2 |
48.278618% |
0.088178 |
-0.022127 |
0.010519 |
0.049836 |
0.009962 |
|
707 |
Legs |
11/17(53) |
CALL |
90.00 / 100.00 |
$80 / $920 / 0.09 |
83.98% / $8.85 / 0.96% / 6.05% |
85.53% / $90.80 |
$0.80 / $1.30 / $0.50 / 63 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
90.00 |
16.02% |
$1.30 / 87 |
$1.85 / 41 |
0 / 21 |
39.526842% |
0.290261 |
-0.048215 |
0.022523 |
0.106706 |
0.031818 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
100.00 |
3.80% |
$0.35 / 87 |
$0.50 / 63 |
0 / 2 |
39.442857% |
0.135878 |
-0.030303 |
0.014344 |
0.067955 |
0.015227 |
|
714 |
Legs |
11/17(53) |
PUT |
70.00 / 60.00 |
$90 / $910 / 0.10 |
81.86% / $7.33 / 0.81% / 5.05% |
83.79% / $69.10 |
$0.90 / $1.40 / $0.50 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
70.00 |
18.14% |
$1.40 / 5 |
$1.80 / 109 |
0 / 1 |
42.311704% |
-0.226413 |
-0.037639 |
0.019796 |
0.093783 |
-0.031310 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
4.36% |
$0.35 / 97 |
$0.50 / 20 |
0 / 6 |
48.759591% |
-0.060553 |
-0.015353 |
0.007891 |
0.037386 |
-0.008126 |
|
775 |
Legs |
12/15(81) |
PUT |
75.00 / 60.00 |
$275 / $1,225 / 0.22 |
66.92% / $23.36 / 1.91% / 8.11% |
73.76% / $72.25 |
$2.75 / $3.50 / $0.75 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
75.00 |
33.08% |
$3.50 / 5 |
$4.10 / 127 |
0 / 40 |
39.865261% |
-0.353691 |
-0.036492 |
0.020025 |
0.141474 |
-0.076793 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
60.00 |
7.38% |
$0.60 / 96 |
$0.75 / 5 |
0 / 30 |
45.327606% |
-0.092913 |
-0.017134 |
0.008955 |
0.063267 |
-0.019133 |
|
|
443 |
|
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 11 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 |
|
564 |
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 |
|
583 |
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 |
|
621 |
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 |
|
622 |
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 |
|
661 |
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 |
|
|
494 |
|
10/20(25) |
CALL |
54.00 / 59.00 |
$45 / $455 / 0.10 |
71.91% / $2.59 / 0.57% / 7.04% |
75.65% / $54.45 |
$0.45 / $0.55 / $0.10 / 101 |
76 / 20.08% / 99 |
4 |
Legs |
Vertical |
Bearish |
$51.65 (+1.16%) / 2.25M |
|
|
|
Bearish / 2 days 11 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 |
54.00 |
28.09% |
$0.55 / 154 |
$0.60 / 83 |
37 / 1,546 |
22.871846% |
0.371257 |
-0.036320 |
0.070383 |
0.055141 |
0.014248 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
59.00 |
3.53% |
0 / 0 |
$0.10 / 101 |
0 / 5 |
28.086509% |
0.118421 |
-0.018783 |
0.036920 |
0.028925 |
0.004637 |
|
495 |
Legs |
10/20(25) |
PUT |
50.00 / 44.00 |
$50 / $550 / 0.09 |
70.63% / $11.85 / 2.16% / 29.16% |
74.90% / $49.50 |
$0.50 / $0.60 / $0.10 / 157 |
|
Underlying |
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 |
29.37% |
$0.60 / 177 |
$0.70 / 1,385 |
39 / 1,246 |
24.814872% |
-0.338373 |
-0.032241 |
0.068108 |
0.053359 |
-0.014941 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
44.00 |
2.20% |
0 / 0 |
$0.10 / 157 |
0 / 4 |
35.820220% |
-0.049428 |
-0.009232 |
0.019041 |
0.014917 |
-0.002126 |
|
497 |
Legs |
10/20(25) |
PUT |
50.00 / 45.00 |
$45 / $455 / 0.10 |
70.63% / $0.15 / 0.03% / 0.41% |
74.49% / $49.55 |
$0.45 / $0.60 / $0.15 / 177 |
|
Underlying |
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 |
29.37% |
$0.60 / 177 |
$0.70 / 1,385 |
39 / 1,246 |
24.814872% |
-0.338373 |
-0.032241 |
0.068108 |
0.053359 |
-0.014941 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
45.00 |
3.76% |
0 / 0 |
$0.15 / 549 |
0 / 21 |
34.823955% |
-0.075852 |
-0.012865 |
0.026601 |
0.020841 |
-0.003273 |
|
530 |
Legs |
10/20(25) |
CALL |
54.00 / 60.00 |
$45 / $555 / 0.08 |
71.91% / $10.24 / 1.84% / 24.52% |
75.65% / $54.45 |
$0.45 / $0.55 / $0.10 / 154 |
|
Underlying |
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 |
54.00 |
28.09% |
$0.55 / 154 |
$0.60 / 83 |
37 / 1,546 |
22.871846% |
0.371257 |
-0.036320 |
0.070383 |
0.055141 |
0.014248 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
60.00 |
2.06% |
0 / 0 |
$0.10 / 352 |
0 / 1 |
30.947655% |
0.089294 |
-0.015276 |
0.030078 |
0.023564 |
0.003506 |
|
723 |
Legs |
10/20(25) |
PUT |
49.00 / 44.00 |
$25 / $475 / 0.05 |
78.78% / $0.31 / 0.07% / 0.79% |
80.57% / $48.75 |
$0.25 / $0.35 / $0.10 / 157 |
|
Underlying |
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 |
49.00 |
21.22% |
$0.35 / 1,417 |
$0.45 / 447 |
0 / 758 |
24.938976% |
-0.270334 |
-0.029346 |
0.061620 |
0.048276 |
-0.011871 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
44.00 |
2.20% |
0 / 0 |
$0.10 / 157 |
0 / 4 |
35.820220% |
-0.049428 |
-0.009232 |
0.019041 |
0.014917 |
-0.002126 |
|
|
500 |
|
10/13(18) |
PUT |
485.00 / 455.00 |
$460 / $2,540 / 0.18 |
67.98% / $8.59 / 0.34% / 5.46% |
73.51% / $480.40 |
$4.60 / $6.20 / $1.60 / 7 |
65 / 35.33% / 99 |
5 |
Legs |
Vertical |
Bullish |
$494.06 (0.00%) / 946K |
|
Earnings: 11/01 / Ex-Div: 09/28 ($0.89) |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
485.00 |
32.02% |
$6.20 / 14 |
$6.70 / 22 |
0 / 3 |
24.304034% |
-0.362569 |
-0.320836 |
0.009369 |
0.456702 |
-0.114681 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
455.00 |
6.77% |
$1.45 / 6 |
$1.60 / 7 |
0 / 30 |
28.216996% |
-0.126497 |
-0.181854 |
0.005186 |
0.252813 |
-0.039404 |
|
560 |
Legs |
10/13(18) |
PUT |
480.00 / 450.00 |
$360 / $2,640 / 0.14 |
73.97% / $38.07 / 1.44% / 25.30% |
77.86% / $476.40 |
$3.60 / $4.90 / $1.30 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
480.00 |
26.03% |
$4.90 / 14 |
$5.30 / 13 |
40 / 32 |
24.840778% |
-0.315596 |
-0.305786 |
0.008882 |
0.432965 |
-0.099524 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
450.00 |
4.86% |
$1.10 / 10 |
$1.30 / 19 |
4 / 654 |
28.993886% |
-0.100256 |
-0.154435 |
0.004393 |
0.214154 |
-0.031168 |
|
613 |
Legs |
11/17(53) |
PUT |
460.00 / 430.00 |
$345 / $2,655 / 0.13 |
81.27% / $4.70 / 0.18% / 1.09% |
83.12% / $456.55 |
$3.45 / $6.10 / $2.65 / 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) |
PUT |
460.00 |
18.73% |
$6.10 / 28 |
$6.40 / 19 |
0 / 160 |
26.822762% |
-0.243581 |
-0.163070 |
0.004863 |
0.614139 |
-0.204233 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
430.00 |
6.79% |
$2.50 / 16 |
$2.65 / 18 |
6 / 215 |
29.760827% |
-0.112356 |
-0.101528 |
0.002963 |
0.374203 |
-0.092858 |
|
702 |
Legs |
10/13(18) |
PUT |
475.00 / 450.00 |
$250 / $2,250 / 0.11 |
79.27% / $13.49 / 0.60% / 9.87% |
81.64% / $472.50 |
$2.50 / $3.80 / $1.30 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
475.00 |
20.73% |
$3.80 / 13 |
$4.20 / 12 |
6 / 6 |
25.390104% |
-0.270981 |
-0.286241 |
0.008276 |
0.403411 |
-0.085215 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
450.00 |
4.86% |
$1.10 / 10 |
$1.30 / 19 |
4 / 654 |
28.993886% |
-0.100256 |
-0.154435 |
0.004393 |
0.214154 |
-0.031168 |
|
711 |
Legs |
11/17(53) |
PUT |
455.00 / 425.00 |
$290 / $2,710 / 0.11 |
83.91% / $10.19 / 0.38% / 2.33% |
85.31% / $452.10 |
$2.90 / $5.20 / $2.30 / 8 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
455.00 |
16.09% |
$5.20 / 63 |
$5.60 / 55 |
3 / 194 |
27.277882% |
-0.217999 |
-0.153937 |
0.004570 |
0.577240 |
-0.182300 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
425.00 |
5.60% |
$2.15 / 17 |
$2.30 / 8 |
6 / 118 |
30.316302% |
-0.096090 |
-0.090896 |
0.002645 |
0.334093 |
-0.079250 |
|
720 |
Legs |
10/13(18) |
PUT |
475.00 / 445.00 |
$275 / $2,725 / 0.10 |
79.27% / $51.31 / 1.88% / 34.15% |
81.87% / $472.25 |
$2.75 / $3.80 / $1.05 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
475.00 |
20.73% |
$3.80 / 13 |
$4.20 / 12 |
6 / 6 |
25.390104% |
-0.270981 |
-0.286241 |
0.008276 |
0.403411 |
-0.085215 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
445.00 |
3.42% |
$0.85 / 19 |
$1.05 / 34 |
16 / 549 |
29.818944% |
-0.078006 |
-0.128399 |
0.003644 |
0.177647 |
-0.024206 |
|
|
525 |
|
10/27(32) |
PUT |
80.00 / 70.00 |
$80 / $920 / 0.09 |
77.96% / $7.00 / 0.76% / 7.62% |
80.51% / $79.20 |
$0.80 / $1.02 / $0.22 / 48 |
69 / 61.12% / 99 |
5 |
Legs |
Vertical |
Bullish |
$85.65 (+0.34%) / 7.97M |
|
Earnings: 10/12 / Ex-Div: 12/14 ($0.37) |
|
Bearish / 2 days 11 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 |
80.00 |
22.04% |
$1.02 / 58 |
$1.06 / 47 |
6 / 106 |
31.354424% |
-0.271218 |
-0.053000 |
0.027623 |
0.089415 |
-0.025117 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
70.00 |
3.34% |
$0.19 / 42 |
$0.22 / 48 |
0 / 15 |
40.434816% |
-0.058620 |
-0.019025 |
0.009755 |
0.031575 |
-0.005285 |
|
591 |
Legs |
10/20(25) |
PUT |
81.00 / 70.00 |
$88 / $1,012 / 0.09 |
76.35% / $26.12 / 2.58% / 35.76% |
79.62% / $80.12 |
$0.88 / $1.05 / $0.17 / 152 |
|
Underlying |
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 |
81.00 |
23.65% |
$1.05 / 180 |
$1.07 / 203 |
3 / 122 |
31.571417% |
-0.287924 |
-0.061006 |
0.031687 |
0.082626 |
-0.021316 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
70.00 |
2.13% |
$0.16 / 89 |
$0.17 / 152 |
35 / 17,865 |
43.037399% |
-0.042222 |
-0.016383 |
0.008367 |
0.021816 |
-0.003038 |
|
596 |
Legs |
11/17(53) |
PUT |
80.00 / 65.00 |
$129 / $1,371 / 0.09 |
74.14% / $18.60 / 1.36% / 8.62% |
77.67% / $78.71 |
$1.29 / $1.51 / $0.22 / 90 |
|
Underlying |
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 |
25.86% |
$1.51 / 105 |
$1.53 / 30 |
851 / 7,246 |
30.092118% |
-0.299061 |
-0.043431 |
0.022987 |
0.117810 |
-0.045074 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
65.00 |
3.01% |
$0.20 / 107 |
$0.22 / 90 |
750 / 6,309 |
41.781674% |
-0.043652 |
-0.011896 |
0.006129 |
0.031413 |
-0.006311 |
|
605 |
Legs |
10/27(32) |
PUT |
79.00 / 70.00 |
$62 / $838 / 0.07 |
81.12% / $1.25 / 0.15% / 1.45% |
82.91% / $78.38 |
$0.62 / $0.84 / $0.22 / 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 |
79.00 |
18.88% |
$0.84 / 30 |
$0.88 / 45 |
3 / 2 |
31.886393% |
-0.242184 |
-0.050083 |
0.026043 |
0.084300 |
-0.022356 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
70.00 |
3.34% |
$0.19 / 42 |
$0.22 / 48 |
0 / 15 |
40.434816% |
-0.058620 |
-0.019025 |
0.009755 |
0.031575 |
-0.005285 |
|
620 |
Legs |
11/17(53) |
PUT |
80.00 / 60.00 |
$136 / $1,864 / 0.07 |
74.14% / $55.95 / 3.00% / 19.91% |
77.86% / $78.64 |
$1.36 / $1.51 / $0.15 / 105 |
|
Underlying |
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 |
25.86% |
$1.51 / 105 |
$1.53 / 30 |
851 / 7,246 |
30.092118% |
-0.299061 |
-0.043431 |
0.022987 |
0.117810 |
-0.045074 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
1.22% |
$0.13 / 200 |
$0.15 / 266 |
0 / 6,567 |
48.004303% |
-0.015159 |
-0.004940 |
0.002533 |
0.012981 |
-0.002170 |
|
631 |
Legs |
10/27(32) |
PUT |
79.00 / 65.00 |
$70 / $1,330 / 0.05 |
81.12% / $30.81 / 2.32% / 24.85% |
83.13% / $78.30 |
$0.70 / $0.84 / $0.14 / 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 |
79.00 |
18.88% |
$0.84 / 30 |
$0.88 / 45 |
3 / 2 |
31.886393% |
-0.242184 |
-0.050083 |
0.026043 |
0.084300 |
-0.022356 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
65.00 |
1.00% |
$0.11 / 46 |
$0.14 / 90 |
0 / 203 |
47.585855% |
-0.017957 |
-0.007220 |
0.003685 |
0.011927 |
-0.001603 |
|
|
548 |
|
11/17(53) |
CALL |
9.00 / 11.00 |
$22 / $178 / 0.12 |
71.88% / $4.43 / 2.49% / 16.30% |
76.70% / $9.22 |
$0.22 / $0.30 / $0.08 / 25 |
0 / 0.00% / 99 |
5 |
Legs |
Vertical |
Bearish |
$8.20 (-2.26%) / 4.34M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
9.00 |
28.12% |
$0.30 / 63 |
$0.36 / 32 |
7 / 367 |
45.221744% |
0.407288 |
-0.006821 |
0.204450 |
0.012646 |
0.004480 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
11.00 |
3.40% |
$0.03 / 174 |
$0.08 / 25 |
0 / 693 |
47.900495% |
0.134345 |
-0.003727 |
0.113990 |
0.007051 |
0.001547 |
|
693 |
Legs |
11/17(53) |
PUT |
8.00 / 6.00 |
$34 / $166 / 0.21 |
62.08% / $4.45 / 2.68% / 17.63% |
70.93% / $7.66 |
$0.34 / $0.42 / $0.08 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
37.92% |
$0.42 / 379 |
$0.48 / 12 |
0 / 1,548 |
46.538914% |
-0.390879 |
-0.005916 |
0.202239 |
0.012509 |
-0.005971 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
5.25% |
$0.05 / 16 |
$0.08 / 7 |
1 / 2,015 |
60.248816% |
-0.063444 |
-0.002000 |
0.065545 |
0.004054 |
-0.000907 |
|
789 |
Legs |
10/20(25) |
PUT |
8.00 / 6.00 |
$10 / $190 / 0.05 |
63.51% / $1.08 / 0.57% / 7.03% |
67.29% / $7.90 |
$0.10 / $0.20 / $0.10 / 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 |
8.00 |
36.49% |
$0.20 / 70 |
$0.22 / 66 |
1 / 2,736 |
36.316660% |
-0.386739 |
-0.008487 |
0.282670 |
0.008895 |
-0.002855 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
6.00 |
1.41% |
0 / 0 |
$0.10 / 774 |
0 / 510 |
93.880471% |
-0.020698 |
-0.001141 |
0.036813 |
0.001158 |
-0.000144 |
|
794 |
Legs |
10/20(25) |
CALL |
8.50 / 10.00 |
$19 / $131 / 0.15 |
61.46% / $0.81 / 0.62% / 7.68% |
68.61% / $8.69 |
$0.19 / $0.21 / $0.02 / 4 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
8.50 |
38.54% |
$0.21 / 50 |
$0.25 / 119 |
126 / 27,304 |
34.929417% |
0.467594 |
-0.009709 |
0.293652 |
0.009241 |
0.002712 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
10.00 |
4.34% |
0 / 0 |
$0.02 / 4 |
0 / 4,405 |
40.051396% |
0.142106 |
-0.005384 |
0.166049 |
0.005225 |
0.000858 |
|
822 |
Legs |
10/06(11) |
PUT |
8.00 / 6.50 |
$6 / $144 / 0.04 |
66.38% / $1.74 / 1.21% / 31.72% |
69.47% / $7.94 |
$0.06 / $0.11 / $0.05 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/06/2023 (W) |
PUT |
8.00 |
33.62% |
$0.11 / 32 |
$0.14 / 5 |
11 / 10 |
35.534770% |
-0.370587 |
-0.011848 |
0.387911 |
0.006314 |
-0.001365 |
NYSE / Stock |
Long (Buy) |
10/06/2023 (W) |
PUT |
6.50 |
0.78% |
0 / 0 |
$0.05 / 183 |
0 / 1 |
86.400559% |
-0.018387 |
-0.001444 |
0.046288 |
0.000753 |
-0.000065 |
|
840 |
Legs |
12/15(81) |
CALL |
9.00 / 11.00 |
$29 / $171 / 0.17 |
68.72% / $0.06 / 0.04% / 0.16% |
74.18% / $9.29 |
$0.29 / $0.43 / $0.14 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
9.00 |
31.28% |
$0.43 / 1,582 |
$0.48 / 10 |
6 / 233 |
44.517178% |
0.446971 |
-0.005769 |
0.170569 |
0.015733 |
0.007036 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
11.00 |
6.59% |
$0.06 / 1,181 |
$0.14 / 31 |
0 / 510 |
45.100608% |
0.198489 |
-0.003976 |
0.120217 |
0.011088 |
0.003285 |
|
|
552 |
|
10/20(25) |
CALL |
12.50 / 15.00 |
$20 / $230 / 0.09 |
75.87% / $2.23 / 0.97% / 12.27% |
78.93% / $12.70 |
$0.20 / $0.30 / $0.10 / 18 |
9 / 9.16% / 99 |
5 |
Legs |
Vertical |
Bearish |
$11.25 (+1.53%) / 712K |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 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 |
12.50 |
24.13% |
$0.30 / 18 |
$0.35 / 52 |
104 / 783 |
57.598616% |
0.373300 |
-0.016957 |
0.149790 |
0.012061 |
0.002892 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
15.00 |
3.05% |
0 / 0 |
$0.10 / 135 |
0 / 1,316 |
71.771309% |
0.127532 |
-0.009260 |
0.082580 |
0.006649 |
0.001029 |
|
616 |
Legs |
12/15(81) |
PUT |
10.00 / 7.50 |
$55 / $195 / 0.28 |
71.93% / $7.20 / 3.69% / 16.15% |
77.04% / $9.45 |
$0.55 / $0.80 / $0.25 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
10.00 |
28.07% |
$0.80 / 25 |
$0.90 / 517 |
0 / 157 |
71.613235% |
-0.295183 |
-0.008245 |
0.079748 |
0.018820 |
-0.010099 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
7.50 |
10.47% |
$0.20 / 4 |
$0.25 / 5 |
10 / 73 |
78.096025% |
-0.098620 |
-0.004254 |
0.040142 |
0.009473 |
-0.003151 |
|
643 |
Legs |
10/20(25) |
CALL |
12.50 / 17.50 |
$25 / $475 / 0.05 |
75.87% / $16.94 / 3.57% / 52.26% |
79.66% / $12.75 |
$0.25 / $0.30 / $0.05 / 18 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
12.50 |
24.13% |
$0.30 / 18 |
$0.35 / 52 |
104 / 783 |
57.598616% |
0.373300 |
-0.016957 |
0.149790 |
0.012061 |
0.002892 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
17.50 |
0.21% |
0 / 0 |
$0.05 / 149 |
10 / 446 |
86.109665% |
0.033834 |
-0.003319 |
0.029728 |
0.002394 |
0.000279 |
|
887 |
Legs |
12/15(81) |
CALL |
12.50 / 17.50 |
$70 / $430 / 0.16 |
68.07% / $13.21 / 3.07% / 13.31% |
74.95% / $13.20 |
$0.70 / $0.95 / $0.25 / 75 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
31.93% |
$0.95 / 154 |
$1.10 / 83 |
23 / 345 |
65.885029% |
0.482320 |
-0.010662 |
0.092091 |
0.021733 |
0.009637 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.50 |
4.24% |
$0.10 / 281 |
$0.25 / 75 |
44 / 342 |
64.975152% |
0.178036 |
-0.006841 |
0.060215 |
0.014210 |
0.003863 |
|
938 |
Legs |
12/15(81) |
CALL |
12.50 / 20.00 |
$80 / $670 / 0.12 |
68.07% / $36.56 / 5.46% / 24.53% |
75.83% / $13.30 |
$0.80 / $0.95 / $0.15 / 82 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
31.93% |
$0.95 / 154 |
$1.10 / 83 |
23 / 345 |
65.885029% |
0.482320 |
-0.010662 |
0.092091 |
0.021733 |
0.009637 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
1.32% |
0 / 0 |
$0.15 / 82 |
0 / 690 |
75.992018% |
0.101770 |
-0.004646 |
0.041074 |
0.009693 |
0.002259 |
|
947 |
Legs |
12/15(81) |
CALL |
15.00 / 20.00 |
$25 / $475 / 0.05 |
87.48% / $10.30 / 2.17% / 9.26% |
88.70% / $15.25 |
$0.25 / $0.40 / $0.15 / 82 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
12.52% |
$0.40 / 98 |
$0.50 / 21 |
50 / 699 |
66.106908% |
0.301399 |
-0.009209 |
0.080509 |
0.019000 |
0.006331 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
1.32% |
0 / 0 |
$0.15 / 82 |
0 / 690 |
75.992018% |
0.101770 |
-0.004646 |
0.041074 |
0.009693 |
0.002259 |
|
|
569 |
|
10/20(25) |
PUT |
58.00 / 53.00 |
$40 / $460 / 0.09 |
74.49% / $6.21 / 1.35% / 17.45% |
77.73% / $57.60 |
$0.40 / $0.55 / $0.15 / 50 |
62 / 68.66% / 99 |
5 |
Legs |
Vertical |
Bullish |
$59.98 (+0.02%) / 2.07M |
|
|
|
Bearish / 2 days 11 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 |
25.51% |
$0.55 / 199 |
$0.70 / 244 |
11 / 1,557 |
22.933111% |
-0.309393 |
-0.030622 |
0.066769 |
0.059783 |
-0.015677 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
53.00 |
2.73% |
$0.10 / 55 |
$0.15 / 50 |
0 / 118 |
29.845121% |
-0.063461 |
-0.011035 |
0.023588 |
0.021119 |
-0.003156 |
|
575 |
Legs |
11/17(53) |
PUT |
57.00 / 51.00 |
$60 / $540 / 0.11 |
75.70% / $6.45 / 1.20% / 7.57% |
78.99% / $56.40 |
$0.60 / $0.85 / $0.25 / 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 |
57.00 |
24.30% |
$0.85 / 30 |
$0.95 / 83 |
2 / 9 |
24.174191% |
-0.293242 |
-0.020898 |
0.046451 |
0.081748 |
-0.029858 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
51.00 |
4.02% |
$0.20 / 2 |
$0.25 / 10 |
0 / 1 |
30.228448% |
-0.073701 |
-0.008720 |
0.018875 |
0.033218 |
-0.007331 |
|
592 |
Legs |
10/20(25) |
PUT |
59.00 / 54.00 |
$65 / $435 / 0.15 |
65.31% / $4.25 / 0.98% / 12.38% |
71.44% / $58.35 |
$0.65 / $0.85 / $0.20 / 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 |
59.00 |
34.69% |
$0.85 / 13 |
$0.95 / 141 |
19 / 303 |
22.139828% |
-0.381104 |
-0.032872 |
0.072170 |
0.064619 |
-0.019408 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
54.00 |
4.68% |
$0.15 / 14 |
$0.20 / 57 |
1 / 54 |
28.595158% |
-0.094591 |
-0.014897 |
0.031930 |
0.028589 |
-0.004719 |
|
610 |
Legs |
10/20(25) |
PUT |
59.00 / 53.00 |
$70 / $530 / 0.13 |
65.31% / $17.23 / 3.25% / 46.81% |
71.88% / $58.30 |
$0.70 / $0.85 / $0.15 / 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 |
59.00 |
34.69% |
$0.85 / 13 |
$0.95 / 141 |
19 / 303 |
22.139828% |
-0.381104 |
-0.032872 |
0.072170 |
0.064619 |
-0.019408 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
53.00 |
2.73% |
$0.10 / 55 |
$0.15 / 50 |
0 / 118 |
29.845121% |
-0.063461 |
-0.011035 |
0.023588 |
0.021119 |
-0.003156 |
|
624 |
Legs |
10/20(25) |
PUT |
58.00 / 52.00 |
$35 / $565 / 0.06 |
74.49% / $9.32 / 1.65% / 21.69% |
77.34% / $57.65 |
$0.35 / $0.55 / $0.20 / 175 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
58.00 |
25.51% |
$0.55 / 199 |
$0.70 / 244 |
11 / 1,557 |
22.933111% |
-0.309393 |
-0.030622 |
0.066769 |
0.059783 |
-0.015677 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
52.00 |
1.53% |
0 / 0 |
$0.20 / 175 |
0 / 35 |
37.009696% |
-0.040599 |
-0.007752 |
0.016532 |
0.014802 |
-0.002014 |
|
626 |
Legs |
10/20(25) |
CALL |
62.00 / 68.00 |
$50 / $550 / 0.09 |
68.23% / $9.19 / 1.67% / 22.00% |
72.77% / $62.50 |
$0.50 / $0.60 / $0.10 / 73 |
|
Underlying |
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 |
62.00 |
31.77% |
$0.60 / 78 |
$0.70 / 149 |
3 / 278 |
19.093557% |
0.394704 |
-0.036405 |
0.072900 |
0.065272 |
0.017771 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
68.00 |
2.33% |
0 / 0 |
$0.10 / 73 |
2 / 37 |
25.893540% |
0.093239 |
-0.015507 |
0.031592 |
0.028287 |
0.004285 |
|
|
574 |
|
11/17(53) |
CALL |
35.00 / 40.00 |
$85 / $415 / 0.21 |
65.62% / $12.01 / 2.89% / 19.14% |
73.06% / $35.85 |
$0.85 / $1.15 / $0.30 / 6 |
41 / 18.26% / 99 |
|
Legs |
Vertical |
Bearish |
$33.29 (+0.70%) / 1.7M |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 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 |
35.00 |
34.38% |
$1.15 / 6 |
$1.30 / 20 |
66 / 31 |
33.450248% |
0.435568 |
-0.020253 |
0.072972 |
0.051991 |
0.020247 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
40.00 |
5.66% |
$0.20 / 26 |
$0.30 / 10 |
0 / 378 |
34.595345% |
0.161289 |
-0.012196 |
0.045331 |
0.032298 |
0.007749 |
|
590 |
|
11/17(53) |
CALL |
2.00 / 3.00 |
$10 / $90 / 0.11 |
77.89% / $4.63 / 5.15% / 36.10% |
82.34% / $2.10 |
$0.10 / $0.15 / $0.05 / 1 |
4 / 3.83% / 99 |
3 |
Legs |
Vertical |
Bearish |
$1.62 (-1.22%) / 4.02M |
|
Earnings: 11/09 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.00 |
22.11% |
$0.15 / 1 |
$0.20 / 1,336 |
184 / 5,408 |
111.632014% |
0.415714 |
-0.002521 |
0.542940 |
0.002535 |
0.000800 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
3.00 |
1.80% |
0 / 0 |
$0.05 / 19 |
1 / 2,746 |
118.634231% |
0.126849 |
-0.001332 |
0.289526 |
0.001352 |
0.000266 |
|
710 |
Legs |
11/17(53) |
CALL |
2.00 / 3.50 |
$10 / $140 / 0.07 |
77.89% / $6.47 / 4.62% / 31.96% |
82.34% / $2.10 |
$0.10 / $0.15 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.00 |
22.11% |
$0.15 / 1 |
$0.20 / 1,336 |
184 / 5,408 |
111.632014% |
0.415714 |
-0.002521 |
0.542940 |
0.002535 |
0.000800 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
3.50 |
0.47% |
0 / 0 |
$0.05 / 298 |
0 / 223 |
138.146293% |
0.067532 |
-0.000835 |
0.181817 |
0.000849 |
0.000145 |
|
740 |
Legs |
11/17(53) |
CALL |
2.00 / 4.00 |
$10 / $190 / 0.05 |
77.89% / $7.33 / 3.86% / 26.15% |
82.34% / $2.10 |
$0.10 / $0.15 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.00 |
22.11% |
$0.15 / 1 |
$0.20 / 1,336 |
184 / 5,408 |
111.632014% |
0.415714 |
-0.002521 |
0.542940 |
0.002535 |
0.000800 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.00 |
0.12% |
0 / 0 |
$0.05 / 686 |
0 / 2,338 |
154.184036% |
0.035913 |
-0.000504 |
0.109866 |
0.000513 |
0.000078 |
|
754 |
Legs |
11/17(53) |
CALL |
2.00 / 4.50 |
$10 / $240 / 0.04 |
77.89% / $7.64 / 3.18% / 21.21% |
82.34% / $2.10 |
$0.10 / $0.15 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.00 |
22.11% |
$0.15 / 1 |
$0.20 / 1,336 |
184 / 5,408 |
111.632014% |
0.415714 |
-0.002521 |
0.542940 |
0.002535 |
0.000800 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.50 |
0.03% |
0 / 0 |
$0.05 / 716 |
0 / 96 |
167.784805% |
0.019228 |
-0.000298 |
0.065190 |
0.000304 |
0.000043 |
|
|
619 |
|
11/17(53) |
CALL |
78.00 / 82.00 |
$20 / $380 / 0.05 |
69.93% / $6.78 / 1.79% / 11.48% |
73.09% / $78.20 |
$0.20 / $0.35 / $0.15 / 20 |
22 / 10.61% / 99 |
4 |
Legs |
Vertical |
Bearish |
$76.84 (+0.46%) / 6.19M |
|
|
|
Bearish / 2 days 11 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 |
78.00 |
30.07% |
$0.35 / 20 |
$0.45 / 41 |
0 / 11 |
6.619189% |
0.365950 |
-0.010557 |
0.124366 |
0.113749 |
0.042732 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
82.00 |
0.95% |
0 / 0 |
$0.15 / 64 |
0 / 84 |
11.800293% |
0.053224 |
-0.002962 |
0.035924 |
0.032857 |
0.006279 |
|
634 |
Legs |
11/17(53) |
CALL |
78.00 / 84.00 |
$25 / $575 / 0.04 |
69.93% / $16.74 / 2.91% / 19.26% |
73.85% / $78.25 |
$0.25 / $0.35 / $0.10 / 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 |
78.00 |
30.07% |
$0.35 / 20 |
$0.45 / 41 |
0 / 11 |
6.619189% |
0.365950 |
-0.010557 |
0.124366 |
0.113749 |
0.042732 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
84.00 |
0.06% |
0 / 0 |
$0.10 / 31 |
0 / 39 |
13.747817% |
0.012944 |
-0.000906 |
0.011058 |
0.010114 |
0.001531 |
|
647 |
Legs |
11/17(53) |
CALL |
78.00 / 83.00 |
$20 / $480 / 0.04 |
69.93% / $11.39 / 2.37% / 15.49% |
73.09% / $78.20 |
$0.20 / $0.35 / $0.15 / 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 |
78.00 |
30.07% |
$0.35 / 20 |
$0.45 / 41 |
0 / 11 |
6.619189% |
0.365950 |
-0.010557 |
0.124366 |
0.113749 |
0.042732 |
NASDAQ / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
83.00 |
0.27% |
0 / 0 |
$0.15 / 64 |
0 / 18 |
13.448928% |
0.027243 |
-0.001710 |
0.020819 |
0.019042 |
0.003219 |
|
920 |
Legs |
10/20(25) |
CALL |
77.00 / 80.00 |
$30 / $270 / 0.11 |
54.11% / $5.61 / 2.08% / 28.02% |
61.90% / $77.30 |
$0.30 / $0.45 / $0.15 / 21 |
|
Underlying |
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 |
77.00 |
45.89% |
$0.45 / 21 |
$0.55 / 78 |
0 / 12 |
6.384383% |
0.478071 |
-0.015595 |
0.184817 |
0.086002 |
0.028546 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
80.00 |
1.95% |
0 / 0 |
$0.15 / 75 |
0 / 2 |
11.828981% |
0.077999 |
-0.005550 |
0.067800 |
0.031550 |
0.004700 |
|
944 |
Legs |
10/20(25) |
CALL |
77.00 / 81.00 |
$30 / $370 / 0.08 |
54.11% / $13.60 / 3.68% / 54.24% |
61.90% / $77.30 |
$0.30 / $0.45 / $0.15 / 21 |
|
Underlying |
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 |
77.00 |
45.89% |
$0.45 / 21 |
$0.55 / 78 |
0 / 12 |
6.384383% |
0.478071 |
-0.015595 |
0.184817 |
0.086002 |
0.028546 |
NASDAQ / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
81.00 |
0.34% |
0 / 0 |
$0.15 / 63 |
0 / 1 |
14.368565% |
0.031285 |
-0.002670 |
0.032756 |
0.015243 |
0.001888 |
|
|
649 |
|
11/17(53) |
PUT |
30.00 / 25.00 |
$25 / $475 / 0.05 |
71.77% / $4.76 / 1.00% / 6.32% |
74.61% / $29.75 |
$0.25 / $0.45 / $0.20 / 1 |
8 / 6.74% / 99 |
|
Legs |
Vertical |
Bullish |
$31.39 (-0.51%) / 185K |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
30.00 |
28.23% |
$0.45 / 1 |
$0.55 / 68 |
1 / 386 |
22.755846% |
-0.320525 |
-0.012774 |
0.090681 |
0.044435 |
-0.017200 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
1.42% |
0 / 0 |
$0.20 / 53 |
0 / 502 |
43.746602% |
-0.026722 |
-0.002171 |
0.015730 |
0.007708 |
-0.001385 |
|
651 |
|
10/20(25) |
CALL |
29.00 / 35.00 |
$30 / $570 / 0.05 |
75.49% / $1.07 / 0.19% / 2.28% |
77.77% / $29.30 |
$0.30 / $0.40 / $0.10 / 406 |
71 / 59.41% / 99 |
3 |
Legs |
Vertical |
Bearish |
$26.47 (+3.24%) / 56K |
|
|
|
Bearish / 2 days 11 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 |
29.00 |
24.51% |
$0.40 / 825 |
$0.55 / 547 |
0 / 55 |
42.806850% |
0.368416 |
-0.034329 |
0.071475 |
0.028214 |
0.006832 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
35.00 |
2.00% |
0 / 0 |
$0.10 / 406 |
0 / 63 |
58.247116% |
0.099433 |
-0.015910 |
0.033167 |
0.013093 |
0.001919 |
|
738 |
Legs |
10/20(25) |
CALL |
28.00 / 34.00 |
$55 / $545 / 0.10 |
66.83% / $2.93 / 0.54% / 6.64% |
71.78% / $28.55 |
$0.55 / $0.70 / $0.15 / 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 |
28.00 |
33.17% |
$0.70 / 1,157 |
$0.80 / 1 |
5 / 111 |
43.058830% |
0.436770 |
-0.035861 |
0.074644 |
0.029466 |
0.008016 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
34.00 |
3.26% |
0 / 0 |
$0.15 / 107 |
0 / 2 |
58.345583% |
0.127458 |
-0.018997 |
0.039596 |
0.015630 |
0.002448 |
|
797 |
Legs |
10/20(25) |
PUT |
26.00 / 20.00 |
$80 / $520 / 0.15 |
59.35% / $1.40 / 0.27% / 3.28% |
67.25% / $25.20 |
$0.80 / $1.00 / $0.20 / 449 |
|
Underlying |
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 |
40.65% |
$1.00 / 449 |
$1.15 / 500 |
0 / 130 |
46.584198% |
-0.412541 |
-0.034702 |
0.073783 |
0.029126 |
-0.010126 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
20.00 |
4.62% |
$0.05 / 715 |
$0.20 / 597 |
0 / 47 |
67.432748% |
-0.061209 |
-0.010908 |
0.022965 |
0.009065 |
-0.001413 |
|
844 |
Legs |
10/20(25) |
CALL |
27.00 / 33.00 |
$100 / $500 / 0.20 |
56.81% / $6.45 / 1.29% / 16.62% |
66.83% / $28.00 |
$1.00 / $1.10 / $0.10 / 114 |
|
Underlying |
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 |
43.19% |
$1.10 / 930 |
$1.25 / 389 |
1 / 16 |
44.800839% |
0.509602 |
-0.036297 |
0.075531 |
0.029816 |
0.009241 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
33.00 |
5.18% |
0 / 0 |
$0.10 / 114 |
0 / 8 |
48.324981% |
0.161616 |
-0.022299 |
0.046469 |
0.018343 |
0.003088 |
|
|
654 |
|
10/20(25) |
CALL |
23.00 / 29.00 |
$30 / $570 / 0.05 |
76.57% / $20.73 / 3.64% / 53.51% |
80.12% / $23.30 |
$0.30 / $0.35 / $0.05 / 1 |
13 / 15.57% / 99 |
3 |
Legs |
Vertical |
Bearish |
$21.39 (+0.19%) / 281K |
|
|
|
Bearish / 2 days 11 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 |
23.00 |
23.43% |
$0.35 / 7 |
$0.45 / 1 |
0 / 272 |
40.316288% |
0.347621 |
-0.021459 |
0.112373 |
0.022219 |
0.005335 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
29.00 |
0.19% |
0 / 0 |
$0.05 / 1 |
0 / 23 |
58.051300% |
0.028883 |
-0.003782 |
0.020063 |
0.003967 |
0.000462 |
|
766 |
Legs |
10/20(25) |
CALL |
24.00 / 29.00 |
$20 / $480 / 0.04 |
86.91% / $15.51 / 3.23% / 46.48% |
88.48% / $24.20 |
$0.20 / $0.25 / $0.05 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
24.00 |
13.09% |
$0.25 / 9 |
$0.50 / 319 |
6 / 69 |
50.118793% |
0.252023 |
-0.018470 |
0.097080 |
0.019195 |
0.003910 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
29.00 |
0.19% |
0 / 0 |
$0.05 / 1 |
0 / 23 |
58.051300% |
0.028883 |
-0.003782 |
0.020063 |
0.003967 |
0.000462 |
|
845 |
Legs |
10/20(25) |
CALL |
22.00 / 27.00 |
$30 / $470 / 0.06 |
62.17% / $6.33 / 1.35% / 17.41% |
66.87% / $22.30 |
$0.30 / $0.65 / $0.35 / 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 |
22.00 |
37.83% |
$0.65 / 1 |
$0.70 / 1 |
2 / 554 |
38.852943% |
0.458925 |
-0.023161 |
0.120657 |
0.023857 |
0.006951 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
27.00 |
1.32% |
0 / 0 |
$0.35 / 350 |
0 / 53 |
75.247750% |
0.075898 |
-0.008215 |
0.043465 |
0.008594 |
0.001204 |
|
852 |
Legs |
10/20(25) |
CALL |
22.00 / 28.00 |
$30 / $570 / 0.05 |
62.17% / $12.63 / 2.22% / 30.08% |
66.87% / $22.30 |
$0.30 / $0.65 / $0.35 / 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 |
22.00 |
37.83% |
$0.65 / 1 |
$0.70 / 1 |
2 / 554 |
38.852943% |
0.458925 |
-0.023161 |
0.120657 |
0.023857 |
0.006951 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
28.00 |
0.52% |
0 / 0 |
$0.35 / 723 |
0 / 32 |
82.761697% |
0.047511 |
-0.005686 |
0.030128 |
0.005957 |
0.000757 |
|
|
655 |
|
11/17(53) |
CALL |
44.00 / 48.00 |
$25 / $375 / 0.07 |
75.67% / $4.88 / 1.30% / 8.27% |
78.37% / $44.25 |
$0.25 / $0.35 / $0.10 / 30 |
29 / 9.82% / 99 |
3 |
Legs |
Vertical |
Bearish |
$42.03 (+0.57%) / 3K |
|
|
|
Bearish / 2 days 11 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 |
44.00 |
24.33% |
$0.35 / 31 |
$0.50 / 31 |
0 / 3 |
16.175517% |
0.335747 |
-0.012621 |
0.094837 |
0.060462 |
0.020799 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
48.00 |
1.96% |
0 / 0 |
$0.10 / 30 |
0 / 24 |
21.136070% |
0.084148 |
-0.005294 |
0.040242 |
0.025656 |
0.005309 |
|
672 |
Legs |
10/20(25) |
CALL |
43.00 / 46.00 |
$20 / $280 / 0.07 |
68.16% / $0.33 / 0.12% / 1.42% |
71.73% / $43.20 |
$0.20 / $0.30 / $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 |
43.00 |
31.84% |
$0.30 / 10 |
$0.45 / 37 |
0 / 1 |
15.138050% |
0.388469 |
-0.018521 |
0.139923 |
0.045386 |
0.012418 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
46.00 |
2.48% |
0 / 0 |
$0.10 / 30 |
0 / 3 |
22.143008% |
0.093343 |
-0.007984 |
0.060984 |
0.019781 |
0.003029 |
|
692 |
Legs |
11/17(53) |
CALL |
44.00 / 50.00 |
$25 / $575 / 0.04 |
75.67% / $14.93 / 2.60% / 17.05% |
78.37% / $44.25 |
$0.25 / $0.35 / $0.10 / 30 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
44.00 |
24.33% |
$0.35 / 31 |
$0.50 / 31 |
0 / 3 |
16.175517% |
0.335747 |
-0.012621 |
0.094837 |
0.060462 |
0.020799 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
50.00 |
0.34% |
0 / 0 |
$0.10 / 30 |
0 / 29 |
26.162223% |
0.033962 |
-0.002577 |
0.019650 |
0.012527 |
0.002155 |
|
694 |
Legs |
10/20(25) |
CALL |
43.00 / 47.00 |
$20 / $380 / 0.05 |
68.16% / $8.02 / 2.11% / 28.50% |
71.73% / $43.20 |
$0.20 / $0.30 / $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 |
43.00 |
31.84% |
$0.30 / 10 |
$0.45 / 37 |
0 / 1 |
15.138050% |
0.388469 |
-0.018521 |
0.139923 |
0.045386 |
0.012418 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
47.00 |
0.74% |
0 / 0 |
$0.10 / 30 |
0 / 4 |
26.122313% |
0.049333 |
-0.004874 |
0.037303 |
0.012100 |
0.001606 |
|
|
658 |
|
10/20(25) |
PUT |
12.50 / 10.00 |
$15 / $235 / 0.06 |
67.17% / $8.41 / 3.58% / 52.51% |
72.29% / $12.35 |
$0.15 / $0.20 / $0.05 / 1 |
4 / 0.31% / 99 |
1 |
Legs |
Vertical |
Bullish |
$12.79 (-0.70%) / 700K |
|
Earnings: 11/21 |
|
Bearish / 2 days 11 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 |
12.50 |
32.83% |
$0.20 / 261 |
$0.25 / 5 |
2 / 2,109 |
28.062807% |
-0.364721 |
-0.008684 |
0.264915 |
0.013624 |
-0.004029 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
0.35% |
0 / 0 |
$0.05 / 1 |
0 / 133 |
58.942208% |
-0.008868 |
-0.000575 |
0.016923 |
0.000870 |
-0.000094 |
|
689 |
Legs |
11/17(53) |
PUT |
12.50 / 10.00 |
$30 / $220 / 0.14 |
64.36% / $8.59 / 3.91% / 26.53% |
71.75% / $12.20 |
$0.30 / $0.45 / $0.15 / 302 |
|
Underlying |
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 |
35.64% |
$0.45 / 302 |
$0.55 / 306 |
0 / 364 |
35.451438% |
-0.380931 |
-0.006095 |
0.191488 |
0.019357 |
-0.008559 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
2.45% |
$0.05 / 219 |
$0.15 / 826 |
0 / 57 |
50.190442% |
-0.040314 |
-0.001458 |
0.043619 |
0.004409 |
-0.000864 |
|
|
669 |
|
10/20(25) |
PUT |
5.00 / 2.50 |
$10 / $240 / 0.04 |
68.20% / $1.85 / 0.77% / 9.66% |
71.26% / $4.90 |
$0.10 / $0.15 / $0.05 / 1 |
23 / 21.66% / 99 |
|
Legs |
Vertical |
Bullish |
$5.34 (-3.09%) / 58K |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
5.00 |
31.80% |
$0.15 / 335 |
$0.25 / 67 |
51 / 7,002 |
62.973878% |
-0.337057 |
-0.009271 |
0.240842 |
0.005548 |
-0.001760 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
2.50 |
1.05% |
0 / 0 |
$0.05 / 1 |
0 / 96 |
179.266044% |
-0.001960 |
-0.000161 |
0.004106 |
0.000095 |
-0.000009 |
|
675 |
|
11/17(53) |
PUT |
30.00 / 20.00 |
$50 / $950 / 0.05 |
67.63% / $30.44 / 3.20% / 21.37% |
72.49% / $29.50 |
$0.50 / $0.65 / $0.15 / 1 |
16 / 15.77% / 99 |
|
Legs |
Vertical |
Bullish |
$31.21 (-1.48%) / 556K |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
30.00 |
32.37% |
$0.65 / 1 |
$0.85 / 50 |
1 / 48 |
27.982658% |
-0.351591 |
-0.015766 |
0.076223 |
0.045847 |
-0.019226 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
0.17% |
0 / 0 |
$0.15 / 56 |
0 / 35 |
70.368180% |
-0.001312 |
-0.000184 |
0.000891 |
0.000536 |
-0.000067 |
|
681 |
|
11/17(53) |
PUT |
2.00 / 1.00 |
$10 / $90 / 0.11 |
66.45% / $0.57 / 0.63% / 3.96% |
72.15% / $1.90 |
$0.10 / $0.15 / $0.05 / 1 |
0 / 0.00% / 99 |
|
Legs |
Vertical |
Bullish |
$2.19 (+0.92%) / 1.41M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 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 |
2.00 |
33.55% |
$0.15 / 1 |
$0.25 / 894 |
83 / 4,362 |
85.477795% |
-0.342474 |
-0.002467 |
0.457571 |
0.003129 |
-0.001510 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
1.00 |
3.56% |
0 / 0 |
$0.05 / 1,531 |
0 / 301 |
162.516554% |
-0.011727 |
-0.000212 |
0.038129 |
0.000261 |
-0.000045 |
|
709 |
|
11/17(53) |
PUT |
10.00 / 5.00 |
$45 / $455 / 0.10 |
66.00% / $6.67 / 1.47% / 9.35% |
71.75% / $9.55 |
$0.45 / $0.60 / $0.15 / 1 |
27 / 29.35% / 99 |
|
Legs |
Vertical |
Bullish |
$10.60 (-1.94%) / 469K |
|
Earnings: 11/13 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
10.00 |
34.00% |
$0.60 / 100 |
$0.70 / 1 |
0 / 148 |
60.930551% |
-0.349334 |
-0.011216 |
0.101739 |
0.015636 |
-0.007464 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
2.61% |
0 / 0 |
$0.15 / 1 |
0 / 1 |
140.544744% |
-0.007679 |
-0.000663 |
0.005812 |
0.000893 |
-0.000144 |
|
757 |
|
10/20(25) |
CALL |
5.00 / 7.50 |
$10 / $240 / 0.04 |
72.25% / $2.49 / 1.04% / 13.17% |
75.01% / $5.10 |
$0.10 / $0.20 / $0.10 / 45 |
30 / 15.02% / 99 |
1 |
Legs |
Vertical |
Bearish |
$4.46 (+7.73%) / 2.71M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 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 |
5.00 |
27.75% |
$0.20 / 45 |
$0.25 / 30 |
17 / 1,327 |
83.617269% |
0.435675 |
-0.010354 |
0.263049 |
0.004950 |
0.001225 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.50 |
1.00% |
0 / 0 |
$0.10 / 331 |
0 / 41 |
140.397280% |
0.085334 |
-0.004069 |
0.104263 |
0.001962 |
0.000261 |
|
981 |
Legs |
12/15(81) |
CALL |
5.00 / 10.00 |
$35 / $465 / 0.08 |
67.66% / $10.21 / 2.19% / 9.38% |
73.44% / $5.35 |
$0.35 / $0.50 / $0.15 / 24 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
5.00 |
32.34% |
$0.50 / 24 |
$0.70 / 24 |
100 / 8,265 |
91.986118% |
0.542544 |
-0.006177 |
0.154790 |
0.008537 |
0.003687 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
1.46% |
0 / 0 |
$0.15 / 176 |
10 / 283 |
121.438837% |
0.135775 |
-0.003344 |
0.085057 |
0.004691 |
0.001084 |
|
|
758 |
|
11/17(53) |
CALL |
3.50 / 5.50 |
$20 / $180 / 0.11 |
70.05% / $3.35 / 1.86% / 12.00% |
75.50% / $3.70 |
$0.20 / $0.30 / $0.10 / 100 |
13 / 13.42% / 99 |
1 |
Legs |
Vertical |
Bearish |
$3.01 (-5.94%) / 2.9M |
|
Earnings: 11/06 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
3.50 |
29.95% |
$0.30 / 100 |
$0.40 / 746 |
2 / 138 |
102.448839% |
0.496486 |
-0.005337 |
0.268362 |
0.004856 |
0.001691 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.50 |
3.11% |
$0.05 / 10 |
$0.10 / 212 |
0 / 107 |
109.373149% |
0.172254 |
-0.003380 |
0.171672 |
0.003106 |
0.000654 |
|
804 |
Legs |
11/17(53) |
CALL |
3.50 / 7.50 |
$25 / $375 / 0.07 |
70.05% / $15.44 / 4.12% / 28.12% |
76.73% / $3.75 |
$0.25 / $0.30 / $0.05 / 100 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
3.50 |
29.95% |
$0.30 / 100 |
$0.40 / 746 |
2 / 138 |
102.448839% |
0.496486 |
-0.005337 |
0.268362 |
0.004856 |
0.001691 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
7.50 |
0.27% |
0 / 0 |
$0.05 / 309 |
0 / 1,458 |
134.685311% |
0.056152 |
-0.001492 |
0.076068 |
0.001376 |
0.000223 |
|
|
767 |
|
11/17(53) |
CALL |
2.50 / 4.50 |
$11 / $189 / 0.06 |
79.28% / $3.64 / 1.93% / 12.44% |
82.05% / $2.61 |
$0.11 / $0.15 / $0.04 / 16 |
41 / 18.28% / 99 |
5 |
Legs |
Vertical |
Bearish |
$1.89 (-4.55%) / 8.88M |
|
Earnings: 11/09 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.50 |
20.72% |
$0.15 / 16 |
$0.18 / 807 |
7 / 15 |
110.768721% |
0.452789 |
-0.004128 |
0.339427 |
0.003006 |
0.000906 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.50 |
1.40% |
$0.01 / 15 |
$0.04 / 22 |
0 / 3 |
124.293084% |
0.138831 |
-0.002291 |
0.189624 |
0.001679 |
0.000315 |
|
858 |
Legs |
10/20(25) |
CALL |
2.00 / 3.00 |
$15 / $85 / 0.18 |
60.79% / $0.59 / 0.69% / 8.61% |
69.62% / $2.15 |
$0.15 / $0.19 / $0.04 / 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 |
2.00 |
39.21% |
$0.19 / 15 |
$0.21 / 20 |
46 / 12,477 |
105.645173% |
0.552106 |
-0.005772 |
0.475133 |
0.002141 |
0.000603 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
3.00 |
5.29% |
$0.03 / 94 |
$0.04 / 127 |
20 / 13,545 |
118.565775% |
0.210648 |
-0.004184 |
0.346827 |
0.001563 |
0.000256 |
|
891 |
Legs |
10/27(32) |
CALL |
2.00 / 3.50 |
$14 / $136 / 0.10 |
60.87% / $1.48 / 1.09% / 11.06% |
68.33% / $2.14 |
$0.14 / $0.20 / $0.06 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
2.00 |
39.13% |
$0.20 / 13 |
$0.24 / 19 |
23 / 84 |
102.788843% |
0.566054 |
-0.005162 |
0.424209 |
0.002373 |
0.000738 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
3.50 |
2.64% |
$0.01 / 315 |
$0.06 / 951 |
9 / 1,228 |
130.846161% |
0.160576 |
-0.003172 |
0.262943 |
0.001471 |
0.000241 |
|
906 |
Legs |
11/17(53) |
CALL |
2.00 / 3.50 |
$22 / $128 / 0.17 |
61.46% / $0.51 / 0.40% / 2.45% |
70.43% / $2.22 |
$0.22 / $0.28 / $0.06 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.00 |
38.54% |
$0.28 / 22 |
$0.32 / 13 |
2 / 4 |
107.402970% |
0.598117 |
-0.004049 |
0.331433 |
0.002935 |
0.001115 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
3.50 |
5.40% |
$0.04 / 1,016 |
$0.06 / 836 |
1 / 2 |
113.317092% |
0.250744 |
-0.003302 |
0.272708 |
0.002415 |
0.000544 |
|
909 |
Legs |
10/20(25) |
CALL |
2.00 / 3.50 |
$16 / $134 / 0.12 |
60.79% / $5.20 / 3.88% / 57.84% |
70.16% / $2.16 |
$0.16 / $0.19 / $0.03 / 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 |
2.00 |
39.21% |
$0.19 / 15 |
$0.21 / 20 |
46 / 12,477 |
105.645173% |
0.552106 |
-0.005772 |
0.475133 |
0.002141 |
0.000603 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
3.50 |
1.67% |
$0.02 / 130 |
$0.03 / 27 |
9 / 2,019 |
135.200445% |
0.123085 |
-0.002947 |
0.244622 |
0.001102 |
0.000154 |
|
912 |
Legs |
10/27(32) |
CALL |
2.00 / 4.00 |
$16 / $184 / 0.09 |
60.87% / $6.07 / 3.30% / 36.95% |
69.30% / $2.16 |
$0.16 / $0.20 / $0.04 / 13 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
2.00 |
39.13% |
$0.20 / 13 |
$0.24 / 19 |
23 / 84 |
102.788843% |
0.566054 |
-0.005162 |
0.424209 |
0.002373 |
0.000738 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
4.00 |
0.98% |
$0.01 / 16 |
$0.04 / 1,368 |
5 / 249 |
140.487577% |
0.102308 |
-0.002319 |
0.192386 |
0.001076 |
0.000157 |
|
|
784 |
|
12/15(81) |
CALL |
32.50 / 37.50 |
$80 / $420 / 0.19 |
69.39% / $9.48 / 2.26% / 9.65% |
75.29% / $33.30 |
$0.80 / $1.25 / $0.45 / 1 |
0 / 0.00% / 99 |
3 |
Legs |
Vertical |
Bearish |
$30.20 (+2.79%) / 369K |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 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 |
32.50 |
30.61% |
$1.25 / 1 |
$1.40 / 48 |
21 / 197 |
35.378936% |
0.415218 |
-0.014394 |
0.064990 |
0.057007 |
0.025634 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
37.50 |
6.11% |
$0.25 / 20 |
$0.45 / 30 |
0 / 219 |
35.996850% |
0.173605 |
-0.009330 |
0.042825 |
0.037565 |
0.011099 |
|
830 |
Legs |
12/15(81) |
CALL |
32.50 / 40.00 |
$90 / $660 / 0.14 |
69.39% / $33.66 / 5.10% / 22.79% |
75.97% / $33.40 |
$0.90 / $1.25 / $0.35 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
32.50 |
30.61% |
$1.25 / 1 |
$1.40 / 48 |
21 / 197 |
35.378936% |
0.415218 |
-0.014394 |
0.064990 |
0.057007 |
0.025634 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
2.20% |
$0.10 / 95 |
$0.35 / 105 |
0 / 66 |
38.842054% |
0.102453 |
-0.006471 |
0.029839 |
0.026174 |
0.006626 |
|
879 |
Legs |
12/15(81) |
CALL |
32.50 / 45.00 |
$95 / $1,155 / 0.08 |
69.39% / $61.01 / 5.28% / 23.68% |
76.31% / $33.45 |
$0.95 / $1.25 / $0.30 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
32.50 |
30.61% |
$1.25 / 1 |
$1.40 / 48 |
21 / 197 |
35.378936% |
0.415218 |
-0.014394 |
0.064990 |
0.057007 |
0.025634 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
45.00 |
0.21% |
0 / 0 |
$0.30 / 134 |
0 / 11 |
54.248816% |
0.031023 |
-0.002520 |
0.011691 |
0.010255 |
0.002039 |
|
939 |
Legs |
12/15(81) |
CALL |
35.00 / 40.00 |
$25 / $475 / 0.05 |
85.20% / $2.70 / 0.57% / 2.37% |
86.36% / $35.25 |
$0.25 / $0.60 / $0.35 / 46 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
35.00 |
14.80% |
$0.60 / 46 |
$0.75 / 1 |
8 / 357 |
35.152995% |
0.277631 |
-0.012269 |
0.055942 |
0.049070 |
0.017486 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
40.00 |
2.20% |
$0.10 / 95 |
$0.35 / 105 |
0 / 66 |
38.842054% |
0.102453 |
-0.006471 |
0.029839 |
0.026174 |
0.006626 |
|
|
812 |
|
10/20(25) |
CALL |
49.00 / 53.00 |
$30 / $370 / 0.08 |
61.70% / $1.84 / 0.50% / 6.12% |
66.63% / $49.30 |
$0.30 / $0.50 / $0.20 / 278 |
64 / 34.12% / 99 |
4 |
Legs |
Vertical |
Bearish |
$48.30 (+1.22%) / 22.03M |
|
|
|
Bearish / 2 days 11 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 |
49.00 |
38.30% |
$0.50 / 343 |
$0.60 / 54 |
0 / 4 |
14.863252% |
0.436267 |
-0.022902 |
0.122643 |
0.053532 |
0.015946 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
53.00 |
2.30% |
0 / 0 |
$0.20 / 278 |
0 / 106 |
26.289269% |
0.089901 |
-0.009215 |
0.050581 |
0.022078 |
0.003346 |
|
828 |
Legs |
12/15(81) |
CALL |
51.00 / 56.00 |
$45 / $455 / 0.10 |
74.45% / $5.40 / 1.19% / 4.99% |
77.86% / $51.45 |
$0.45 / $0.55 / $0.10 / 44 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
51.00 |
25.55% |
$0.55 / 721 |
$0.65 / 6 |
0 / 36 |
15.699828% |
0.351208 |
-0.012818 |
0.067326 |
0.086134 |
0.036648 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
56.00 |
3.35% |
0 / 0 |
$0.10 / 44 |
0 / 36 |
18.071675% |
0.114497 |
-0.006540 |
0.035194 |
0.045026 |
0.012197 |
|
851 |
Legs |
12/15(81) |
CALL |
51.00 / 57.00 |
$40 / $560 / 0.07 |
74.45% / $8.34 / 1.49% / 6.29% |
77.50% / $51.40 |
$0.40 / $0.55 / $0.15 / 148 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
51.00 |
25.55% |
$0.55 / 721 |
$0.65 / 6 |
0 / 36 |
15.699828% |
0.351208 |
-0.012818 |
0.067326 |
0.086134 |
0.036648 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
57.00 |
2.00% |
0 / 0 |
$0.15 / 148 |
0 / 3 |
21.590767% |
0.087161 |
-0.005344 |
0.028845 |
0.036903 |
0.009312 |
|
864 |
Legs |
12/15(81) |
CALL |
50.00 / 56.00 |
$80 / $520 / 0.15 |
65.85% / $18.77 / 3.61% / 15.76% |
72.83% / $50.80 |
$0.80 / $0.90 / $0.10 / 44 |
|
Underlying |
Leg |
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 |
34.15% |
$0.90 / 101 |
$1.05 / 233 |
0 / 53 |
16.633225% |
0.417417 |
-0.013589 |
0.070812 |
0.090595 |
0.043303 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
56.00 |
3.35% |
0 / 0 |
$0.10 / 44 |
0 / 36 |
18.071675% |
0.114497 |
-0.006540 |
0.035194 |
0.045026 |
0.012197 |
|
945 |
Legs |
12/15(81) |
CALL |
49.00 / 54.00 |
$115 / $385 / 0.30 |
56.15% / $3.41 / 0.88% / 3.70% |
67.22% / $50.15 |
$1.15 / $1.35 / $0.20 / 154 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
49.00 |
43.85% |
$1.35 / 154 |
$1.50 / 96 |
0 / 11 |
17.256785% |
0.487395 |
-0.014001 |
0.072260 |
0.092446 |
0.050228 |
ARCA / ETF |
Long (Buy) |
12/15/2023 (M) |
CALL |
54.00 |
8.46% |
$0.05 / 565 |
$0.20 / 160 |
0 / 44 |
15.118485% |
0.188462 |
-0.009190 |
0.049085 |
0.062798 |
0.019938 |
|
|
825 |
|
10/20(25) |
CALL |
20.00 / 25.00 |
$35 / $465 / 0.08 |
62.27% / $16.58 / 3.56% / 52.24% |
68.65% / $20.35 |
$0.35 / $0.45 / $0.10 / 55 |
23 / 13.08% / 99 |
3 |
Legs |
Vertical |
Bearish |
$19.33 (+0.68%) / 338K |
|
Earnings: 12/12 |
|
Bearish / 2 days 11 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 |
20.00 |
37.73% |
$0.45 / 55 |
$0.55 / 154 |
0 / 89 |
32.801000% |
0.455666 |
-0.020058 |
0.142154 |
0.021692 |
0.006323 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
25.00 |
0.55% |
0 / 0 |
$0.10 / 344 |
0 / 175 |
58.018993% |
0.048027 |
-0.004912 |
0.035808 |
0.005464 |
0.000699 |
|
910 |
Legs |
12/15(81) |
CALL |
22.50 / 30.00 |
$35 / $715 / 0.05 |
81.06% / $20.70 / 2.90% / 12.50% |
83.39% / $22.85 |
$0.35 / $0.45 / $0.10 / 131 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
22.50 |
18.94% |
$0.45 / 131 |
$0.60 / 259 |
7 / 347 |
38.536070% |
0.332003 |
-0.010886 |
0.076027 |
0.034004 |
0.012864 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
0.54% |
0 / 0 |
$0.10 / 170 |
0 / 720 |
50.760533% |
0.054378 |
-0.003216 |
0.023089 |
0.010326 |
0.002224 |
|
963 |
Legs |
12/15(81) |
CALL |
20.00 / 25.00 |
$100 / $400 / 0.25 |
57.79% / $6.09 / 1.52% / 6.44% |
68.43% / $21.00 |
$1.00 / $1.25 / $0.25 / 96 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
42.21% |
$1.25 / 96 |
$1.45 / 104 |
1 / 159 |
40.271835% |
0.517706 |
-0.012232 |
0.083467 |
0.037331 |
0.019360 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
6.79% |
$0.15 / 142 |
$0.25 / 103 |
0 / 387 |
39.242681% |
0.194158 |
-0.008137 |
0.057589 |
0.025757 |
0.007707 |
|
986 |
Legs |
12/15(81) |
CALL |
20.00 / 30.00 |
$115 / $885 / 0.13 |
57.79% / $56.44 / 6.38% / 29.07% |
69.88% / $21.15 |
$1.15 / $1.25 / $0.10 / 96 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
42.21% |
$1.25 / 96 |
$1.45 / 104 |
1 / 159 |
40.271835% |
0.517706 |
-0.012232 |
0.083467 |
0.037331 |
0.019360 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
0.54% |
0 / 0 |
$0.10 / 170 |
0 / 720 |
50.760533% |
0.054378 |
-0.003216 |
0.023089 |
0.010326 |
0.002224 |
|
|
867 |
|
12/15(81) |
CALL |
22.50 / 30.00 |
$35 / $715 / 0.05 |
73.75% / $22.37 / 3.13% / 13.56% |
77.43% / $22.85 |
$0.35 / $0.45 / $0.10 / 81 |
39 / 16.73% / 99 |
1 |
Legs |
Vertical |
Bearish |
$21.01 (-0.57%) / 1.05M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 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 |
22.50 |
26.25% |
$0.45 / 105 |
$0.50 / 1 |
28 / 74 |
26.317441% |
0.373642 |
-0.007869 |
0.094728 |
0.037977 |
0.016146 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
0.24% |
0 / 0 |
$0.10 / 81 |
0 / 131 |
44.397457% |
0.032502 |
-0.001616 |
0.018354 |
0.007358 |
0.001483 |
|
894 |
Legs |
12/15(81) |
PUT |
20.00 / 15.00 |
$50 / $450 / 0.11 |
64.55% / $8.50 / 1.89% / 8.03% |
70.66% / $19.50 |
$0.50 / $0.65 / $0.15 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
20.00 |
35.45% |
$0.65 / 50 |
$0.80 / 252 |
3 / 142 |
28.730405% |
-0.366440 |
-0.009185 |
0.094156 |
0.037748 |
-0.020553 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
15.00 |
2.70% |
$0.05 / 50 |
$0.15 / 79 |
0 / 63 |
44.641347% |
-0.031127 |
-0.001676 |
0.017711 |
0.007100 |
-0.001645 |
|
|
895 |
|
10/20(25) |
CALL |
22.50 / 30.00 |
$65 / $685 / 0.10 |
57.83% / $32.25 / 4.71% / 73.68% |
67.10% / $23.15 |
$0.65 / $0.70 / $0.05 / 15 |
9 / 20.15% / 99 |
|
Legs |
Vertical |
Bearish |
$22.17 (+1.79%) / 194K |
|
Earnings: 10/30 |
|
Bearish / 2 days 11 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 |
22.50 |
42.17% |
$0.70 / 26 |
$0.85 / 30 |
1 / 199 |
38.018586% |
0.491340 |
-0.023965 |
0.106873 |
0.024804 |
0.007632 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
0.38% |
0 / 0 |
$0.05 / 15 |
0 / 50 |
57.801947% |
0.040932 |
-0.005498 |
0.023653 |
0.005490 |
0.000676 |
|
898 |
|
12/15(81) |
CALL |
120.00 / 145.00 |
$110 / $2,390 / 0.05 |
78.57% / $51.53 / 2.16% / 9.21% |
80.81% / $121.10 |
$1.10 / $1.55 / $0.45 / 97 |
27 / 29.44% / 99 |
4 |
Legs |
Vertical |
Bearish |
$109.23 (-0.67%) / 147K |
|
Earnings: 10/24 |
|
Bearish / 2 days 11 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 |
120.00 |
21.43% |
$1.55 / 97 |
$2.25 / 21 |
0 / 50 |
24.344665% |
0.330900 |
-0.040399 |
0.020097 |
0.191225 |
0.076070 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
145.00 |
0.74% |
0 / 0 |
$0.45 / 98 |
0 / 10 |
34.546422% |
0.056094 |
-0.012333 |
0.006274 |
0.059700 |
0.013375 |
|
899 |
Legs |
12/15(81) |
CALL |
115.00 / 135.00 |
$220 / $1,780 / 0.12 |
66.33% / $27.82 / 1.56% / 6.61% |
72.12% / $117.20 |
$2.20 / $3.00 / $0.80 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
115.00 |
33.67% |
$3.00 / 50 |
$3.60 / 11 |
0 / 5 |
24.389192% |
0.428981 |
-0.044102 |
0.021743 |
0.206889 |
0.097415 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
135.00 |
3.47% |
$0.05 / 26 |
$0.80 / 88 |
0 / 41 |
27.038247% |
0.124333 |
-0.022516 |
0.011384 |
0.108321 |
0.029321 |
|
901 |
Legs |
12/15(81) |
CALL |
120.00 / 140.00 |
$90 / $1,910 / 0.05 |
78.57% / $10.98 / 0.57% / 2.39% |
80.42% / $120.90 |
$0.90 / $1.55 / $0.65 / 70 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
120.00 |
21.43% |
$1.55 / 97 |
$2.25 / 21 |
0 / 50 |
24.344665% |
0.330900 |
-0.040399 |
0.020097 |
0.191225 |
0.076070 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
140.00 |
1.65% |
0 / 0 |
$0.65 / 70 |
0 / 12 |
33.744899% |
0.084585 |
-0.016968 |
0.008608 |
0.081907 |
0.020066 |
|
915 |
Legs |
12/15(81) |
CALL |
115.00 / 140.00 |
$235 / $2,265 / 0.10 |
66.33% / $81.19 / 3.58% / 15.65% |
72.49% / $117.35 |
$2.35 / $3.00 / $0.65 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
115.00 |
33.67% |
$3.00 / 50 |
$3.60 / 11 |
0 / 5 |
24.389192% |
0.428981 |
-0.044102 |
0.021743 |
0.206889 |
0.097415 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
140.00 |
1.65% |
0 / 0 |
$0.65 / 70 |
0 / 12 |
33.744899% |
0.084585 |
-0.016968 |
0.008608 |
0.081907 |
0.020066 |
|
921 |
Legs |
12/15(81) |
PUT |
100.00 / 75.00 |
$100 / $2,400 / 0.04 |
80.01% / $50.37 / 2.10% / 8.95% |
81.98% / $99.00 |
$1.00 / $1.70 / $0.70 / 36 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
100.00 |
19.99% |
$1.70 / 82 |
$2.70 / 117 |
0 / 81 |
30.109288% |
-0.247926 |
-0.031110 |
0.017548 |
0.166974 |
-0.070016 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
75.00 |
0.62% |
0 / 0 |
$0.70 / 36 |
0 / 1 |
53.948250% |
-0.007513 |
-0.002129 |
0.001152 |
0.010964 |
-0.002027 |
|
|
928 |
|
10/20(25) |
CALL |
12.50 / 17.50 |
$35 / $465 / 0.08 |
58.59% / $13.44 / 2.89% / 40.76% |
65.51% / $12.85 |
$0.35 / $0.40 / $0.05 / 20 |
71 / 35.65% / 99 |
4 |
Legs |
Vertical |
Bearish |
$12.10 (-0.25%) / 771K |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 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 |
12.50 |
41.41% |
$0.40 / 20 |
$0.50 / 36 |
2 / 642 |
40.967630% |
0.504149 |
-0.018927 |
0.150119 |
0.013707 |
0.004134 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
17.50 |
0.75% |
0 / 0 |
$0.05 / 84 |
0 / 72 |
72.950412% |
0.062628 |
-0.005731 |
0.046354 |
0.004232 |
0.000554 |
|
948 |
Legs |
10/20(25) |
CALL |
12.50 / 20.00 |
$35 / $715 / 0.05 |
58.59% / $19.83 / 2.77% / 38.87% |
65.51% / $12.85 |
$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) |
10/20/2023 (M) |
CALL |
12.50 |
41.41% |
$0.40 / 20 |
$0.50 / 36 |
2 / 642 |
40.967630% |
0.504149 |
-0.018927 |
0.150119 |
0.013707 |
0.004134 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
20.00 |
0.05% |
0 / 0 |
$0.05 / 1 |
0 / 1 |
93.542091% |
0.015951 |
-0.001852 |
0.015024 |
0.001372 |
0.000143 |
|
994 |
Legs |
12/15(81) |
CALL |
12.50 / 20.00 |
$80 / $670 / 0.12 |
57.34% / $14.11 / 2.11% / 8.98% |
66.36% / $13.30 |
$0.80 / $1.00 / $0.20 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
42.66% |
$1.00 / 11 |
$1.15 / 55 |
0 / 284 |
48.751093% |
0.558726 |
-0.011194 |
0.086738 |
0.023213 |
0.011832 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
2.37% |
$0.05 / 1 |
$0.20 / 145 |
0 / 142 |
64.477477% |
0.133155 |
-0.005926 |
0.047275 |
0.012652 |
0.003170 |
|
995 |
Legs |
12/15(81) |
CALL |
12.50 / 22.50 |
$90 / $910 / 0.10 |
57.34% / $37.58 / 4.13% / 18.18% |
67.40% / $13.40 |
$0.90 / $1.00 / $0.10 / 1 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
42.66% |
$1.00 / 11 |
$1.15 / 55 |
0 / 284 |
48.751093% |
0.558726 |
-0.011194 |
0.086738 |
0.023213 |
0.011832 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.50 |
0.75% |
$0.05 / 20 |
$0.10 / 1 |
0 / 221 |
68.674286% |
0.076762 |
-0.003956 |
0.031670 |
0.008476 |
0.001861 |
|
998 |
Legs |
12/15(81) |
CALL |
12.50 / 25.00 |
$85 / $1,165 / 0.07 |
57.34% / $43.26 / 3.71% / 16.24% |
66.88% / $13.35 |
$0.85 / $1.00 / $0.15 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
42.66% |
$1.00 / 11 |
$1.15 / 55 |
0 / 284 |
48.751093% |
0.558726 |
-0.011194 |
0.086738 |
0.023213 |
0.011832 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
0.23% |
0 / 0 |
$0.15 / 30 |
0 / 3 |
88.536125% |
0.043679 |
-0.002534 |
0.020340 |
0.005444 |
0.001074 |
|
|
929 |
|
12/15(81) |
CALL |
120.00 / 145.00 |
$135 / $2,365 / 0.06 |
68.06% / $26.75 / 1.13% / 4.75% |
71.62% / $121.35 |
$1.35 / $1.90 / $0.55 / 10 |
78 / 54.21% / 99 |
1 |
Legs |
Vertical |
Bearish |
$113.30 (-0.07%) / 192K |
|
Earnings: 11/01 |
|
Bearish / 2 days 11 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 |
120.00 |
31.94% |
$1.90 / 10 |
$2.70 / 11 |
0 / 99 |
19.653445% |
0.413420 |
-0.043147 |
0.021763 |
0.213484 |
0.098379 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
145.00 |
1.40% |
0 / 0 |
$0.55 / 14 |
0 / 7 |
31.840525% |
0.076880 |
-0.015607 |
0.008081 |
0.079274 |
0.019061 |
|
997 |
Legs |
12/15(81) |
CALL |
115.00 / 145.00 |
$230 / $2,770 / 0.08 |
53.22% / $44.11 / 1.59% / 6.74% |
60.32% / $117.30 |
$2.30 / $2.85 / $0.55 / 14 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
115.00 |
46.78% |
$2.85 / 76 |
$5.80 / 32 |
0 / 8 |
20.159585% |
0.520808 |
-0.044557 |
0.022226 |
0.218021 |
0.122198 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
145.00 |
1.40% |
0 / 0 |
$0.55 / 14 |
0 / 7 |
31.840525% |
0.076880 |
-0.015607 |
0.008081 |
0.079274 |
0.019061 |
|
|
964 |
|
11/17(53) |
CALL |
2.00 / 4.00 |
$15 / $185 / 0.08 |
61.21% / $2.86 / 1.55% / 9.89% |
68.29% / $2.15 |
$0.15 / $0.25 / $0.10 / 27 |
4 / 0.43% / 99 |
1 |
Legs |
Vertical |
Bearish |
$1.90 (-1.04%) / 168K |
|
Earnings: 11/13 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.00 |
38.79% |
$0.25 / 27 |
$0.40 / 828 |
23 / 66 |
117.624069% |
0.580575 |
-0.003642 |
0.377201 |
0.002957 |
0.001141 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
4.00 |
1.72% |
$0.05 / 3 |
$0.10 / 879 |
0 / 831 |
145.356997% |
0.140540 |
-0.002054 |
0.215406 |
0.001689 |
0.000327 |
|
968 |
Legs |
11/17(53) |
CALL |
2.00 / 5.00 |
$20 / $280 / 0.07 |
61.21% / $10.28 / 3.67% / 24.79% |
70.42% / $2.20 |
$0.20 / $0.25 / $0.05 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
2.00 |
38.79% |
$0.25 / 27 |
$0.40 / 828 |
23 / 66 |
117.624069% |
0.580575 |
-0.003642 |
0.377201 |
0.002957 |
0.001141 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
5.00 |
0.34% |
0 / 0 |
$0.05 / 20 |
0 / 853 |
156.928559% |
0.068064 |
-0.001207 |
0.126831 |
0.000994 |
0.000164 |
|
|
969 |
|
10/20(25) |
PUT |
34.00 / 31.00 |
$15 / $285 / 0.05 |
51.68% / $2.32 / 0.81% / 10.22% |
56.44% / $33.85 |
$0.15 / $0.20 / $0.05 / 40 |
30 / 21.07% / 99 |
|
Legs |
Vertical |
Bullish |
$34.0461 (+0.22%) / 3.64M |
|
|
|
Bearish / 2 days 11 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 |
34.00 |
48.32% |
$0.20 / 75 |
$0.45 / 32 |
0 / 5 |
9.062240% |
-0.480611 |
-0.012645 |
0.221799 |
0.038094 |
-0.013558 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
31.00 |
0.95% |
0 / 0 |
$0.05 / 40 |
0 / 90 |
21.326990% |
-0.035619 |
-0.002449 |
0.043784 |
0.007520 |
-0.000984 |
|
973 |
|
12/15(81) |
CALL |
8.00 / 11.00 |
$35 / $265 / 0.13 |
61.37% / $7.78 / 2.94% / 12.69% |
69.55% / $8.35 |
$0.35 / $0.45 / $0.10 / 1 |
32 / 30.26% / 99 |
1 |
Legs |
Vertical |
Bearish |
$7.7185 (+0.50%) / 1.23M |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 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 |
8.00 |
38.63% |
$0.45 / 13 |
$0.55 / 802 |
18 / 1,919 |
42.137833% |
0.500517 |
-0.005305 |
0.190391 |
0.014680 |
0.007230 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
11.00 |
2.60% |
0 / 0 |
$0.10 / 1 |
0 / 117 |
54.772004% |
0.123525 |
-0.002620 |
0.097429 |
0.007512 |
0.001927 |
|
978 |
Legs |
12/15(81) |
CALL |
8.00 / 12.00 |
$40 / $360 / 0.11 |
61.37% / $18.38 / 5.11% / 22.82% |
70.62% / $8.40 |
$0.40 / $0.45 / $0.05 / 2 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
8.00 |
38.63% |
$0.45 / 13 |
$0.55 / 802 |
18 / 1,919 |
42.137833% |
0.500517 |
-0.005305 |
0.190391 |
0.014680 |
0.007230 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
12.00 |
0.83% |
0 / 0 |
$0.05 / 2 |
0 / 210 |
54.940730% |
0.070218 |
-0.001718 |
0.064231 |
0.004952 |
0.001110 |
|
|
979 |
|
12/15(81) |
CALL |
62.50 / 75.00 |
$290 / $960 / 0.30 |
52.15% / $0.27 / 0.03% / 0.12% |
65.06% / $65.40 |
$2.90 / $3.60 / $0.70 / 5 |
27 / 11.95% / 99 |
|
Legs |
Vertical |
Bearish |
$61.46 (+2.21%) / 378K |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 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 |
62.50 |
47.85% |
$3.60 / 5 |
$4.10 / 43 |
9 / 15 |
31.576940% |
0.542000 |
-0.031689 |
0.032944 |
0.118585 |
0.066903 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
75.00 |
8.18% |
$0.25 / 63 |
$0.70 / 50 |
0 / 1 |
29.455585% |
0.202623 |
-0.021398 |
0.023430 |
0.084339 |
0.026316 |
|
988 |
|
12/15(81) |
CALL |
22.50 / 30.00 |
$90 / $660 / 0.14 |
55.81% / $34.90 / 5.29% / 23.71% |
66.92% / $23.40 |
$0.90 / $1.15 / $0.25 / 49 |
25 / 19.38% / 99 |
1 |
Legs |
Vertical |
Bearish |
$22.13 (+0.09%) / 173K |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 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 |
22.50 |
44.19% |
$1.15 / 49 |
$1.30 / 21 |
0 / 40 |
31.094034% |
0.511414 |
-0.009910 |
0.092505 |
0.042370 |
0.022799 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
1.12% |
0 / 0 |
$0.25 / 53 |
0 / 32 |
46.615175% |
0.071845 |
-0.003443 |
0.032013 |
0.014663 |
0.003424 |
|
992 |
Legs |
12/15(81) |
CALL |
22.50 / 35.00 |
$95 / $1,155 / 0.08 |
55.81% / $52.30 / 4.53% / 20.06% |
67.50% / $23.45 |
$0.95 / $1.15 / $0.20 / 49 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
22.50 |
44.19% |
$1.15 / 49 |
$1.30 / 21 |
0 / 40 |
31.094034% |
0.511414 |
-0.009910 |
0.092505 |
0.042370 |
0.022799 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
35.00 |
0.03% |
0 / 0 |
$0.20 / 70 |
0 / 17 |
59.767860% |
0.011803 |
-0.000775 |
0.007202 |
0.003299 |
0.000573 |
|
|
17 |
|
11/03(39) |
CALL |
138.00 / 141.00 |
$85 / $215 / 0.40 |
69.66% / $0.34 / 0.16% / 1.28% |
71.88% / $138.85 |
$0.85 / $2.84 / $1.99 / 8 |
57 / 30.40% / 97 |
5 |
Legs |
Vertical |
Bearish |
$130.39 (-0.04%) / 26.4M |
|
Earnings: 10/24 |
|
Bearish / 2 days 11 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 |
138.00 |
30.34% |
$2.84 / 23 |
$2.89 / 33 |
13 / 3 |
28.632214% |
0.397785 |
-0.085967 |
0.021622 |
0.173848 |
0.056020 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
141.00 |
22.93% |
$1.95 / 56 |
$1.99 / 8 |
35 / 9 |
28.136120% |
0.338212 |
-0.080938 |
0.020495 |
0.164787 |
0.047922 |
|
19 |
Legs |
10/27(32) |
CALL |
138.00 / 141.00 |
$79 / $221 / 0.36 |
71.39% / $0.55 / 0.25% / 2.44% |
73.59% / $138.79 |
$0.79 / $2.38 / $1.59 / 38 |
|
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 |
138.00 |
28.61% |
$2.38 / 54 |
$2.42 / 37 |
21 / 364 |
28.491299% |
0.381224 |
-0.092155 |
0.023346 |
0.157153 |
0.045370 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
141.00 |
20.81% |
$1.55 / 42 |
$1.59 / 38 |
8 / 205 |
27.969160% |
0.317310 |
-0.085601 |
0.021828 |
0.146934 |
0.037989 |
|
24 |
Legs |
11/03(39) |
CALL |
138.00 / 144.00 |
$150 / $450 / 0.33 |
69.66% / $0.01 / 0.00% / 0.03% |
73.52% / $139.50 |
$1.50 / $2.84 / $1.34 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
138.00 |
30.34% |
$2.84 / 23 |
$2.89 / 33 |
13 / 3 |
28.632214% |
0.397785 |
-0.085967 |
0.021622 |
0.173848 |
0.056020 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
144.00 |
16.77% |
$1.30 / 77 |
$1.34 / 5 |
8 / 5 |
27.816329% |
0.283567 |
-0.074542 |
0.018983 |
0.152627 |
0.040399 |
|
39 |
Legs |
10/27(32) |
CALL |
138.00 / 143.00 |
$119 / $381 / 0.31 |
71.39% / $0.03 / 0.01% / 0.07% |
74.66% / $139.19 |
$1.19 / $2.38 / $1.19 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
138.00 |
28.61% |
$2.38 / 54 |
$2.42 / 37 |
21 / 364 |
28.491299% |
0.381224 |
-0.092155 |
0.023346 |
0.157153 |
0.045370 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
143.00 |
16.47% |
$1.15 / 73 |
$1.19 / 67 |
17 / 206 |
27.809048% |
0.278094 |
-0.080298 |
0.020552 |
0.138342 |
0.033413 |
|
50 |
Legs |
10/27(32) |
CALL |
137.00 / 139.00 |
$61 / $139 / 0.44 |
68.47% / $0.73 / 0.52% / 5.17% |
70.27% / $137.61 |
$0.61 / $2.72 / $2.11 / 67 |
|
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 |
137.00 |
31.53% |
$2.72 / 109 |
$2.76 / 68 |
19 / 903 |
28.701338% |
0.403702 |
-0.093871 |
0.023722 |
0.159683 |
0.047941 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
139.00 |
25.85% |
$2.07 / 78 |
$2.11 / 67 |
65 / 368 |
28.281554% |
0.359297 |
-0.090189 |
0.022902 |
0.154159 |
0.042849 |
|
54 |
Legs |
10/27(32) |
CALL |
137.00 / 140.00 |
$88 / $212 / 0.42 |
68.47% / $0.43 / 0.20% / 2.00% |
71.05% / $137.88 |
$0.88 / $2.72 / $1.84 / 67 |
|
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 |
137.00 |
31.53% |
$2.72 / 109 |
$2.76 / 68 |
19 / 903 |
28.701338% |
0.403702 |
-0.093871 |
0.023722 |
0.159683 |
0.047941 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
140.00 |
23.25% |
$1.80 / 37 |
$1.84 / 67 |
300 / 1,523 |
28.151471% |
0.337976 |
-0.087997 |
0.022393 |
0.150739 |
0.040386 |
|
|
27 |
|
11/03(39) |
CALL |
115.00 / 120.00 |
$112 / $388 / 0.29 |
72.92% / $2.18 / 0.56% / 4.66% |
76.06% / $116.12 |
$1.12 / $2.50 / $1.38 / 50 |
36 / 36.38% / 97 |
5 |
Legs |
Vertical |
Bearish |
$107.66 (-0.28%) / 6.97M |
|
Earnings: 11/01 |
|
Bearish / 2 days 11 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 |
115.00 |
27.08% |
$2.50 / 66 |
$2.67 / 118 |
3 / 2 |
33.271614% |
0.372873 |
-0.069097 |
0.024491 |
0.140711 |
0.043351 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
120.00 |
14.92% |
$1.31 / 41 |
$1.38 / 50 |
14 / 13 |
32.608564% |
0.266542 |
-0.059830 |
0.021269 |
0.122201 |
0.031337 |
|
34 |
Legs |
11/03(39) |
CALL |
116.00 / 120.00 |
$88 / $312 / 0.28 |
75.74% / $5.86 / 1.88% / 16.32% |
78.05% / $116.88 |
$0.88 / $2.26 / $1.38 / 30 |
|
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 |
116.00 |
24.26% |
$2.26 / 30 |
$2.35 / 40 |
7 / 1 |
33.273793% |
0.350091 |
-0.067588 |
0.023972 |
0.137730 |
0.040802 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
120.00 |
14.92% |
$1.31 / 41 |
$1.38 / 50 |
14 / 13 |
32.608564% |
0.266542 |
-0.059830 |
0.021269 |
0.122201 |
0.031337 |
|
74 |
Legs |
11/03(39) |
CALL |
113.00 / 118.00 |
$144 / $356 / 0.40 |
66.77% / $2.08 / 0.59% / 4.86% |
71.27% / $114.44 |
$1.44 / $3.25 / $1.81 / 34 |
|
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 |
113.00 |
33.23% |
$3.25 / 70 |
$3.40 / 113 |
50 / 1 |
33.962940% |
0.420334 |
-0.071449 |
0.025288 |
0.145288 |
0.048615 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
118.00 |
19.21% |
$1.73 / 31 |
$1.81 / 34 |
3 / 5 |
32.883985% |
0.306715 |
-0.064008 |
0.022730 |
0.130594 |
0.035910 |
|
81 |
Legs |
11/17(53) |
CALL |
115.00 / 120.00 |
$138 / $362 / 0.38 |
70.46% / $9.85 / 2.72% / 17.93% |
73.95% / $116.38 |
$1.38 / $3.30 / $1.92 / 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 |
115.00 |
29.54% |
$3.30 / 265 |
$3.35 / 7 |
42 / 4,555 |
33.387199% |
0.397671 |
-0.061271 |
0.021657 |
0.164939 |
0.060250 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
120.00 |
18.15% |
$1.90 / 14 |
$1.92 / 3 |
80 / 3,104 |
32.558663% |
0.301919 |
-0.055271 |
0.019593 |
0.149219 |
0.046280 |
|
148 |
Legs |
11/17(53) |
CALL |
115.00 / 125.00 |
$224 / $776 / 0.29 |
70.46% / $28.45 / 3.67% / 24.75% |
76.00% / $117.24 |
$2.24 / $3.30 / $1.06 / 265 |
|
Underlying |
Leg |
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 |
29.54% |
$3.30 / 265 |
$3.35 / 7 |
42 / 4,555 |
33.387199% |
0.397671 |
-0.061271 |
0.021657 |
0.164939 |
0.060250 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
125.00 |
10.27% |
$1.03 / 336 |
$1.06 / 379 |
24 / 3,320 |
32.143439% |
0.221251 |
-0.047006 |
0.016701 |
0.127192 |
0.034242 |
|
252 |
Legs |
11/17(53) |
CALL |
115.00 / 130.00 |
$274 / $1,226 / 0.22 |
70.46% / $71.33 / 5.82% / 41.52% |
77.14% / $117.74 |
$2.74 / $3.30 / $0.56 / 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 |
115.00 |
29.54% |
$3.30 / 265 |
$3.35 / 7 |
42 / 4,555 |
33.387199% |
0.397671 |
-0.061271 |
0.021657 |
0.164939 |
0.060250 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
130.00 |
5.38% |
$0.55 / 11 |
$0.56 / 1 |
69 / 3,596 |
32.059677% |
0.156872 |
-0.037953 |
0.013508 |
0.102879 |
0.024473 |
|
|
51 |
|
10/27(32) |
CALL |
138.00 / 143.00 |
$110 / $390 / 0.28 |
73.26% / $1.25 / 0.32% / 3.15% |
76.25% / $139.10 |
$1.10 / $2.60 / $1.50 / 5 |
39 / 24.18% / 97 |
5 |
Legs |
Vertical |
Bearish |
$130.92 (-1.30%) / 313K |
|
Earnings: 10/19 |
|
Bearish / 2 days 11 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 |
138.00 |
26.74% |
$2.60 / 7 |
$2.80 / 5 |
1 / 3 |
31.587465% |
0.364220 |
-0.082117 |
0.023404 |
0.154551 |
0.043534 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
143.00 |
14.92% |
$1.30 / 16 |
$1.50 / 5 |
1 / 1 |
30.655126% |
0.261461 |
-0.071376 |
0.020287 |
0.133970 |
0.031544 |
|
52 |
Legs |
10/27(32) |
CALL |
137.00 / 143.00 |
$140 / $460 / 0.30 |
70.37% / $0.34 / 0.07% / 0.73% |
74.37% / $138.40 |
$1.40 / $2.90 / $1.50 / 5 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
CALL |
137.00 |
29.63% |
$2.90 / 7 |
$3.20 / 6 |
0 / 3 |
31.855543% |
0.386811 |
-0.083607 |
0.023845 |
0.157465 |
0.046137 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
143.00 |
14.92% |
$1.30 / 16 |
$1.50 / 5 |
1 / 1 |
30.655126% |
0.261461 |
-0.071376 |
0.020287 |
0.133970 |
0.031544 |
|
86 |
Legs |
10/27(32) |
CALL |
136.00 / 142.00 |
$160 / $440 / 0.36 |
67.32% / $1.01 / 0.23% / 2.24% |
72.12% / $137.60 |
$1.60 / $3.30 / $1.70 / 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) |
CALL |
136.00 |
32.68% |
$3.30 / 6 |
$3.60 / 16 |
6 / 1 |
32.263327% |
0.409956 |
-0.084824 |
0.024210 |
0.159877 |
0.048790 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
142.00 |
16.92% |
$1.50 / 8 |
$1.70 / 5 |
0 / 4 |
30.743310% |
0.280512 |
-0.073881 |
0.021009 |
0.138735 |
0.033784 |
|
138 |
Legs |
10/27(32) |
CALL |
139.00 / 145.00 |
$110 / $490 / 0.22 |
75.98% / $3.21 / 0.65% / 6.52% |
78.78% / $140.10 |
$1.10 / $2.25 / $1.15 / 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) |
CALL |
139.00 |
24.02% |
$2.25 / 8 |
$2.50 / 5 |
0 / 1 |
31.296885% |
0.342244 |
-0.080375 |
0.022893 |
0.151177 |
0.040990 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
145.00 |
11.43% |
$0.95 / 21 |
$1.15 / 5 |
1 / 168 |
30.383179% |
0.225809 |
-0.066011 |
0.018746 |
0.123797 |
0.027330 |
|
175 |
Legs |
10/27(32) |
CALL |
140.00 / 145.00 |
$85 / $415 / 0.21 |
78.53% / $1.86 / 0.45% / 4.44% |
80.55% / $140.85 |
$0.85 / $2.00 / $1.15 / 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) |
CALL |
140.00 |
21.47% |
$2.00 / 7 |
$2.20 / 5 |
0 / 2 |
31.174207% |
0.320938 |
-0.078406 |
0.022318 |
0.147385 |
0.038513 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
145.00 |
11.43% |
$0.95 / 21 |
$1.15 / 5 |
1 / 168 |
30.383179% |
0.225809 |
-0.066011 |
0.018746 |
0.123797 |
0.027330 |
|
225 |
Legs |
11/17(53) |
CALL |
140.00 / 150.00 |
$180 / $820 / 0.22 |
74.17% / $8.99 / 1.10% / 6.93% |
77.87% / $141.80 |
$1.80 / $2.80 / $1.00 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
140.00 |
25.83% |
$2.80 / 286 |
$3.00 / 16 |
3 / 10 |
29.265245% |
0.364230 |
-0.064805 |
0.018564 |
0.194101 |
0.067537 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
150.00 |
9.81% |
$0.85 / 56 |
$1.00 / 29 |
3 / 18 |
28.315935% |
0.213052 |
-0.050520 |
0.014393 |
0.150487 |
0.040185 |
|
|
60 |
|
11/03(39) |
CALL |
59.00 / 63.00 |
$78 / $322 / 0.24 |
75.69% / $0.76 / 0.24% / 1.93% |
78.23% / $59.78 |
$0.78 / $1.86 / $1.08 / 10 |
51 / 24.69% / 97 |
5 |
Legs |
Vertical |
Bearish |
$53.14 (-1.04%) / 9.87M |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 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 |
24.31% |
$1.86 / 33 |
$1.96 / 13 |
2 / 1 |
52.731851% |
0.374616 |
-0.054861 |
0.031697 |
0.069297 |
0.020267 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
63.00 |
13.25% |
$1.01 / 325 |
$1.08 / 10 |
24 / 1 |
52.350455% |
0.270339 |
-0.047584 |
0.027665 |
0.060482 |
0.014874 |
|
78 |
Legs |
11/03(39) |
CALL |
59.00 / 64.00 |
$93 / $407 / 0.23 |
75.69% / $4.06 / 1.00% / 8.41% |
78.70% / $59.93 |
$0.93 / $1.86 / $0.93 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
59.00 |
24.31% |
$1.86 / 33 |
$1.96 / 13 |
2 / 1 |
52.731851% |
0.374616 |
-0.054861 |
0.031697 |
0.069297 |
0.020267 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
64.00 |
11.22% |
$0.87 / 141 |
$0.93 / 10 |
2 / 2 |
52.460889% |
0.247644 |
-0.045417 |
0.026438 |
0.057799 |
0.013675 |
|
97 |
Legs |
11/03(39) |
CALL |
57.00 / 63.00 |
$139 / $461 / 0.30 |
68.31% / $1.24 / 0.27% / 2.20% |
73.56% / $58.39 |
$1.39 / $2.47 / $1.08 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
57.00 |
31.69% |
$2.47 / 10 |
$2.59 / 12 |
0 / 13 |
53.055393% |
0.434051 |
-0.057180 |
0.032902 |
0.071930 |
0.023246 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
63.00 |
13.25% |
$1.01 / 325 |
$1.08 / 10 |
24 / 1 |
52.350455% |
0.270339 |
-0.047584 |
0.027665 |
0.060482 |
0.014874 |
|
99 |
Legs |
11/03(39) |
CALL |
59.00 / 65.00 |
$106 / $494 / 0.22 |
75.69% / $8.62 / 1.75% / 15.10% |
79.10% / $60.06 |
$1.06 / $1.86 / $0.80 / 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 |
59.00 |
24.31% |
$1.86 / 33 |
$1.96 / 13 |
2 / 1 |
52.731851% |
0.374616 |
-0.054861 |
0.031697 |
0.069297 |
0.020267 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
65.00 |
9.44% |
$0.74 / 259 |
$0.80 / 11 |
18 / 2 |
52.491782% |
0.226336 |
-0.043174 |
0.025162 |
0.055010 |
0.012541 |
|
106 |
Legs |
11/03(39) |
CALL |
60.00 / 63.00 |
$53 / $247 / 0.22 |
78.91% / $0.02 / 0.01% / 0.08% |
80.50% / $60.53 |
$0.53 / $1.61 / $1.08 / 10 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/03/2023 (W) |
CALL |
60.00 |
21.09% |
$1.61 / 10 |
$1.68 / 63 |
382 / 246 |
52.516799% |
0.346605 |
-0.053319 |
0.030861 |
0.067469 |
0.018838 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
63.00 |
13.25% |
$1.01 / 325 |
$1.08 / 10 |
24 / 1 |
52.350455% |
0.270339 |
-0.047584 |
0.027665 |
0.060482 |
0.014874 |
|
140 |
Legs |
11/17(53) |
PUT |
50.00 / 45.00 |
$143 / $357 / 0.40 |
67.70% / $7.86 / 2.20% / 14.30% |
72.49% / $48.57 |
$1.43 / $2.65 / $1.22 / 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 |
50.00 |
32.30% |
$2.65 / 199 |
$2.68 / 311 |
119 / 10,478 |
52.665526% |
-0.344176 |
-0.041714 |
0.026734 |
0.077476 |
-0.034370 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
45.00 |
17.67% |
$1.21 / 27 |
$1.22 / 6 |
264 / 8,446 |
54.635871% |
-0.209362 |
-0.033124 |
0.020894 |
0.060550 |
-0.020313 |
|
|
83 |
|
11/17(53) |
PUT |
14.00 / 13.00 |
$25 / $75 / 0.33 |
74.56% / $1.25 / 1.67% / 10.70% |
76.02% / $13.75 |
$0.25 / $0.72 / $0.47 / 7 |
41 / 24.50% / 97 |
5 |
Legs |
Vertical |
Bullish |
$16.52 (+3.96%) / 13.55M |
|
Earnings: 11/29 |
|
Bearish / 2 days 11 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 |
14.00 |
25.44% |
$0.72 / 7 |
$0.73 / 13 |
48 / 395 |
72.118671% |
-0.267211 |
-0.018526 |
0.049315 |
0.021408 |
-0.008995 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
13.00 |
19.98% |
$0.45 / 273 |
$0.47 / 274 |
0 / 27 |
72.930314% |
-0.210622 |
-0.016336 |
0.043284 |
0.018790 |
-0.006951 |
|
119 |
Legs |
11/17(53) |
PUT |
15.00 / 14.00 |
$33 / $67 / 0.49 |
68.05% / $2.53 / 3.77% / 25.54% |
70.32% / $14.67 |
$0.33 / $1.06 / $0.73 / 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 |
15.00 |
31.95% |
$1.06 / 102 |
$1.08 / 28 |
11 / 241 |
71.169230% |
-0.326029 |
-0.020190 |
0.054031 |
0.023456 |
-0.011203 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
14.00 |
25.44% |
$0.72 / 7 |
$0.73 / 13 |
48 / 395 |
72.118671% |
-0.267211 |
-0.018526 |
0.049315 |
0.021408 |
-0.008995 |
|
129 |
Legs |
11/17(53) |
PUT |
15.00 / 12.00 |
$77 / $223 / 0.35 |
68.05% / $1.71 / 0.77% / 4.80% |
73.16% / $14.23 |
$0.77 / $1.06 / $0.29 / 102 |
|
Underlying |
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 |
31.95% |
$1.06 / 102 |
$1.08 / 28 |
11 / 241 |
71.169230% |
-0.326029 |
-0.020190 |
0.054031 |
0.023456 |
-0.011203 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.00 |
15.50% |
$0.28 / 240 |
$0.29 / 123 |
0 / 90 |
74.976125% |
-0.158193 |
-0.013721 |
0.036208 |
0.015719 |
-0.005122 |
|
131 |
Legs |
11/17(53) |
PUT |
15.00 / 13.00 |
$59 / $141 / 0.42 |
68.05% / $2.77 / 1.96% / 12.69% |
72.02% / $14.41 |
$0.59 / $1.06 / $0.47 / 102 |
|
Underlying |
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 |
31.95% |
$1.06 / 102 |
$1.08 / 28 |
11 / 241 |
71.169230% |
-0.326029 |
-0.020190 |
0.054031 |
0.023456 |
-0.011203 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
13.00 |
19.98% |
$0.45 / 273 |
$0.47 / 274 |
0 / 27 |
72.930314% |
-0.210622 |
-0.016336 |
0.043284 |
0.018790 |
-0.006951 |
|
180 |
Legs |
10/20(25) |
PUT |
15.50 / 15.00 |
$18 / $32 / 0.56 |
65.67% / $1.28 / 4.01% / 60.27% |
67.53% / $15.32 |
$0.18 / $0.77 / $0.59 / 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 |
15.50 |
34.33% |
$0.77 / 1 |
$0.78 / 153 |
560 / 1,907 |
68.240343% |
-0.356774 |
-0.029688 |
0.078391 |
0.017314 |
-0.005753 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
15.00 |
29.32% |
$0.58 / 743 |
$0.59 / 16 |
8,285 / 13,414 |
67.961229% |
-0.315397 |
-0.028364 |
0.074708 |
0.016501 |
-0.005035 |
|
190 |
Legs |
10/20(25) |
PUT |
15.50 / 14.50 |
$33 / $67 / 0.49 |
65.67% / $1.05 / 1.57% / 20.62% |
69.03% / $15.17 |
$0.33 / $0.77 / $0.44 / 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 |
15.50 |
34.33% |
$0.77 / 1 |
$0.78 / 153 |
560 / 1,907 |
68.240343% |
-0.356774 |
-0.029688 |
0.078391 |
0.017314 |
-0.005753 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
14.50 |
24.80% |
$0.43 / 562 |
$0.44 / 13 |
318 / 2,370 |
68.225508% |
-0.274929 |
-0.026684 |
0.070126 |
0.015489 |
-0.004346 |
|
|
88 |
|
11/17(53) |
PUT |
13.00 / 12.00 |
$31 / $69 / 0.45 |
70.11% / $3.63 / 5.26% / 36.97% |
73.15% / $12.69 |
$0.31 / $0.82 / $0.51 / 26 |
23 / 13.93% / 97 |
5 |
Legs |
Vertical |
Bullish |
$14.20 (+1.43%) / 47.71M |
|
Earnings: 11/06 |
|
Bearish / 2 days 11 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 |
13.00 |
29.89% |
$0.82 / 26 |
$0.83 / 1,472 |
213 / 27,823 |
65.918108% |
-0.317824 |
-0.013344 |
0.079400 |
0.020094 |
-0.008807 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.00 |
20.87% |
$0.50 / 1,797 |
$0.51 / 622 |
177 / 15,520 |
67.087560% |
-0.233323 |
-0.011553 |
0.068155 |
0.017249 |
-0.006323 |
|
90 |
Legs |
11/17(53) |
PUT |
13.00 / 11.00 |
$52 / $148 / 0.35 |
70.11% / $5.53 / 3.73% / 25.25% |
75.09% / $12.48 |
$0.52 / $0.82 / $0.30 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
13.00 |
29.89% |
$0.82 / 26 |
$0.83 / 1,472 |
213 / 27,823 |
65.918108% |
-0.317824 |
-0.013344 |
0.079400 |
0.020094 |
-0.008807 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
11.00 |
14.06% |
$0.29 / 2,080 |
$0.30 / 881 |
66 / 9,504 |
69.364692% |
-0.157635 |
-0.009158 |
0.053651 |
0.013578 |
-0.004184 |
|
164 |
Legs |
11/17(53) |
PUT |
13.00 / 10.00 |
$65 / $235 / 0.28 |
70.11% / $9.40 / 4.00% / 27.24% |
76.23% / $12.35 |
$0.65 / $0.82 / $0.17 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
13.00 |
29.89% |
$0.82 / 26 |
$0.83 / 1,472 |
213 / 27,823 |
65.918108% |
-0.317824 |
-0.013344 |
0.079400 |
0.020094 |
-0.008807 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
10.00 |
9.18% |
$0.16 / 1,083 |
$0.17 / 776 |
26 / 12,979 |
72.553792% |
-0.095630 |
-0.006492 |
0.037819 |
0.009571 |
-0.002490 |
|
219 |
Legs |
11/17(53) |
CALL |
16.00 / 18.00 |
$41 / $159 / 0.26 |
72.56% / $0.03 / 0.02% / 0.13% |
76.25% / $16.41 |
$0.41 / $0.81 / $0.40 / 211 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
16.00 |
27.44% |
$0.81 / 211 |
$0.82 / 416 |
803 / 10,049 |
62.543569% |
0.426414 |
-0.016059 |
0.087316 |
0.022098 |
0.007651 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
18.00 |
12.84% |
$0.39 / 588 |
$0.40 / 1,163 |
310 / 16,518 |
62.907498% |
0.287910 |
-0.013865 |
0.075961 |
0.019224 |
0.005329 |
|
240 |
Legs |
11/17(53) |
PUT |
13.00 / 9.00 |
$73 / $327 / 0.22 |
70.11% / $16.37 / 5.01% / 34.97% |
76.92% / $12.27 |
$0.73 / $0.82 / $0.09 / 26 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
13.00 |
29.89% |
$0.82 / 26 |
$0.83 / 1,472 |
213 / 27,823 |
65.918108% |
-0.317824 |
-0.013344 |
0.079400 |
0.020094 |
-0.008807 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
9.00 |
5.84% |
$0.08 / 3,123 |
$0.09 / 2,441 |
12 / 17,699 |
75.894364% |
-0.050357 |
-0.003983 |
0.023095 |
0.005845 |
-0.001289 |
|
323 |
Legs |
10/27(32) |
PUT |
13.00 / 10.00 |
$36 / $264 / 0.14 |
72.53% / $1.14 / 0.43% / 4.26% |
76.73% / $12.64 |
$0.36 / $0.41 / $0.05 / 108 |
|
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 |
13.00 |
27.47% |
$0.41 / 108 |
$0.42 / 49 |
150 / 576 |
54.936262% |
-0.304079 |
-0.016700 |
0.098010 |
0.015666 |
-0.005061 |
NYSE / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
10.00 |
5.36% |
$0.04 / 932 |
$0.05 / 3,058 |
122 / 206 |
67.229740% |
-0.059267 |
-0.005730 |
0.033056 |
0.005284 |
-0.000933 |
|
|
93 |
|
11/17(53) |
PUT |
82.50 / 75.00 |
$187 / $563 / 0.33 |
72.02% / $16.96 / 3.01% / 19.99% |
75.84% / $80.63 |
$1.87 / $3.70 / $1.83 / 214 |
25 / 21.90% / 97 |
5 |
Legs |
Vertical |
Bullish |
$88.42 (0.00%) / 2.49M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 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 |
82.50 |
27.98% |
$3.70 / 480 |
$3.80 / 99 |
7 / 560 |
51.198473% |
-0.311187 |
-0.060514 |
0.016963 |
0.124866 |
-0.050865 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
14.84% |
$1.78 / 150 |
$1.83 / 214 |
69 / 5,243 |
53.336471% |
-0.183645 |
-0.046217 |
0.012754 |
0.093888 |
-0.029292 |
|
100 |
Legs |
11/17(53) |
CALL |
97.50 / 105.00 |
$184 / $566 / 0.33 |
71.49% / $10.22 / 1.81% / 11.62% |
75.25% / $99.34 |
$1.84 / $4.05 / $2.21 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
97.50 |
28.51% |
$4.05 / 265 |
$4.15 / 491 |
8 / 168 |
48.882533% |
0.411180 |
-0.075000 |
0.018673 |
0.137457 |
0.048931 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
105.00 |
15.33% |
$2.17 / 23 |
$2.21 / 28 |
69 / 497 |
48.064914% |
0.293708 |
-0.065775 |
0.016529 |
0.121670 |
0.035656 |
|
111 |
Legs |
11/17(53) |
CALL |
100.00 / 105.00 |
$109 / $391 / 0.28 |
76.52% / $7.38 / 1.89% / 12.16% |
78.51% / $101.09 |
$1.09 / $3.30 / $2.21 / 28 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
100.00 |
23.48% |
$3.30 / 448 |
$3.40 / 512 |
18 / 958 |
48.550741% |
0.369501 |
-0.072507 |
0.018116 |
0.133354 |
0.044291 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
105.00 |
15.33% |
$2.17 / 23 |
$2.21 / 28 |
69 / 497 |
48.064914% |
0.293708 |
-0.065775 |
0.016529 |
0.121670 |
0.035656 |
|
157 |
Legs |
11/17(53) |
PUT |
80.00 / 75.00 |
$112 / $388 / 0.29 |
77.05% / $12.80 / 3.30% / 22.05% |
79.09% / $78.88 |
$1.12 / $2.95 / $1.83 / 214 |
|
Underlying |
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 |
22.95% |
$2.95 / 446 |
$3.05 / 575 |
10 / 1,542 |
52.026600% |
-0.266129 |
-0.056540 |
0.015756 |
0.115986 |
-0.043129 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
75.00 |
14.84% |
$1.78 / 150 |
$1.83 / 214 |
69 / 5,243 |
53.336471% |
-0.183645 |
-0.046217 |
0.012754 |
0.093888 |
-0.029292 |
|
163 |
Legs |
11/17(53) |
PUT |
85.00 / 82.50 |
$85 / $165 / 0.52 |
66.35% / $3.79 / 2.30% / 14.97% |
68.34% / $84.15 |
$0.85 / $4.65 / $3.80 / 99 |
|
Underlying |
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 |
85.00 |
33.65% |
$4.65 / 361 |
$4.75 / 510 |
32 / 508 |
50.953434% |
-0.357795 |
-0.063507 |
0.017920 |
0.131912 |
-0.059012 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
82.50 |
27.98% |
$3.70 / 480 |
$3.80 / 99 |
7 / 560 |
51.198473% |
-0.311187 |
-0.060514 |
0.016963 |
0.124866 |
-0.050865 |
|
245 |
Legs |
10/27(32) |
PUT |
84.00 / 70.00 |
$192 / $1,208 / 0.16 |
71.07% / $22.24 / 1.84% / 19.34% |
76.13% / $82.08 |
$1.92 / $2.22 / $0.30 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
84.00 |
28.93% |
$2.22 / 6 |
$2.28 / 9 |
4 / 3,014 |
42.478137% |
-0.324831 |
-0.078633 |
0.021734 |
0.101047 |
-0.032491 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
70.00 |
5.24% |
$0.24 / 408 |
$0.30 / 410 |
6 / 4 |
49.176669% |
-0.075091 |
-0.031668 |
0.008558 |
0.039787 |
-0.007215 |
|
|
108 |
|
11/17(53) |
PUT |
35.00 / 30.00 |
$148 / $352 / 0.42 |
73.81% / $27.17 / 7.72% / 57.85% |
76.13% / $33.52 |
$1.48 / $3.55 / $2.07 / 10 |
25 / 14.35% / 97 |
5 |
Legs |
Vertical |
Bullish |
$42.12 (-1.82%) / 7.88M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 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 |
26.19% |
$3.55 / 515 |
$3.70 / 327 |
15 / 1,869 |
114.635162% |
-0.258144 |
-0.066472 |
0.013375 |
0.054595 |
-0.025321 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
19.04% |
$2.02 / 51 |
$2.07 / 10 |
279 / 3,007 |
117.955677% |
-0.178313 |
-0.053947 |
0.010796 |
0.044067 |
-0.016778 |
|
130 |
Legs |
11/17(53) |
PUT |
35.00 / 25.00 |
$249 / $751 / 0.33 |
73.81% / $38.09 / 5.07% / 35.49% |
77.62% / $32.51 |
$2.49 / $3.55 / $1.06 / 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 |
35.00 |
26.19% |
$3.55 / 515 |
$3.70 / 327 |
15 / 1,869 |
114.635162% |
-0.258144 |
-0.066472 |
0.013375 |
0.054595 |
-0.025321 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
13.69% |
$1.02 / 52 |
$1.06 / 49 |
110 / 2,257 |
123.696344% |
-0.106678 |
-0.038215 |
0.007612 |
0.031073 |
-0.009633 |
|
196 |
Legs |
11/17(53) |
PUT |
35.00 / 22.50 |
$282 / $968 / 0.29 |
73.81% / $40.18 / 4.15% / 28.36% |
78.08% / $32.18 |
$2.82 / $3.55 / $0.73 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
35.00 |
26.19% |
$3.55 / 515 |
$3.70 / 327 |
15 / 1,869 |
114.635162% |
-0.258144 |
-0.066472 |
0.013375 |
0.054595 |
-0.025321 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
11.57% |
$0.70 / 37 |
$0.73 / 22 |
12 / 763 |
127.879389% |
-0.076243 |
-0.029842 |
0.005932 |
0.024216 |
-0.006746 |
|
237 |
Legs |
11/03(39) |
PUT |
41.00 / 37.00 |
$145 / $255 / 0.57 |
61.96% / $0.34 / 0.13% / 1.07% |
65.47% / $39.55 |
$1.45 / $5.25 / $3.80 / 25 |
|
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 |
41.00 |
38.04% |
$5.25 / 25 |
$5.45 / 13 |
5 / 1 |
110.969719% |
-0.366353 |
-0.088991 |
0.017933 |
0.055221 |
-0.026874 |
NYSE / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
37.00 |
28.93% |
$3.35 / 54 |
$3.80 / 58 |
1 / 15 |
113.082902% |
-0.290941 |
-0.081471 |
0.016336 |
0.050303 |
-0.020645 |
|
261 |
Legs |
11/17(53) |
PUT |
35.00 / 20.00 |
$304 / $1,196 / 0.25 |
73.81% / $40.74 / 3.41% / 22.83% |
78.39% / $31.96 |
$3.04 / $3.55 / $0.51 / 187 |
|
Underlying |
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 |
26.19% |
$3.55 / 515 |
$3.70 / 327 |
15 / 1,869 |
114.635162% |
-0.258144 |
-0.066472 |
0.013375 |
0.054595 |
-0.025321 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
9.76% |
$0.47 / 155 |
$0.51 / 187 |
208 / 13,225 |
133.807923% |
-0.050586 |
-0.021713 |
0.004308 |
0.017586 |
-0.004385 |
|
289 |
Legs |
11/17(53) |
PUT |
40.00 / 20.00 |
$524 / $1,476 / 0.36 |
64.57% / $83.42 / 5.65% / 40.15% |
74.20% / $34.76 |
$5.24 / $5.75 / $0.51 / 187 |
|
Underlying |
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 |
35.43% |
$5.75 / 324 |
$5.85 / 6 |
77 / 3,161 |
112.377630% |
-0.339868 |
-0.074871 |
0.015162 |
0.061891 |
-0.034767 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
9.76% |
$0.47 / 155 |
$0.51 / 187 |
208 / 13,225 |
133.807923% |
-0.050586 |
-0.021713 |
0.004308 |
0.017586 |
-0.004385 |
|
|
134 |
|
11/17(53) |
PUT |
15.00 / 12.50 |
$60 / $190 / 0.32 |
74.18% / $5.46 / 2.87% / 19.00% |
77.08% / $14.40 |
$0.60 / $1.00 / $0.40 / 5 |
6 / 1.63% / 97 |
5 |
Legs |
Vertical |
Bullish |
$17.54 (-1.24%) / 331K |
|
Earnings: 12/01 |
|
Bearish / 2 days 11 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 |
15.00 |
25.82% |
$1.00 / 23 |
$1.10 / 61 |
2 / 49 |
86.277618% |
-0.266510 |
-0.021987 |
0.041544 |
0.023106 |
-0.009976 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
12.50 |
15.44% |
$0.30 / 569 |
$0.40 / 5 |
0 / 18 |
84.452434% |
-0.150606 |
-0.015785 |
0.029567 |
0.016445 |
-0.005383 |
|
565 |
Legs |
11/17(53) |
PUT |
15.00 / 7.50 |
$85 / $665 / 0.13 |
74.18% / $4.80 / 0.72% / 4.52% |
78.20% / $14.15 |
$0.85 / $1.00 / $0.15 / 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 |
15.00 |
25.82% |
$1.00 / 23 |
$1.10 / 61 |
2 / 49 |
86.277618% |
-0.266510 |
-0.021987 |
0.041544 |
0.023106 |
-0.009976 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
4.97% |
0 / 0 |
$0.15 / 225 |
0 / 3 |
139.522116% |
-0.014489 |
-0.002511 |
0.004649 |
0.002586 |
-0.000476 |
|
706 |
Legs |
10/20(25) |
CALL |
20.00 / 30.00 |
$60 / $940 / 0.06 |
73.30% / $30.85 / 3.28% / 47.33% |
77.51% / $20.60 |
$0.60 / $0.70 / $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 |
20.00 |
26.70% |
$0.70 / 358 |
$0.85 / 109 |
94 / 648 |
76.873987% |
0.421546 |
-0.038795 |
0.069363 |
0.019628 |
0.004803 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
0.69% |
$0.05 / 237 |
$0.10 / 1 |
12 / 3,619 |
98.257519% |
0.069756 |
-0.013157 |
0.023743 |
0.006719 |
0.000864 |
|
715 |
Legs |
10/20(25) |
PUT |
17.50 / 12.50 |
$115 / $385 / 0.30 |
58.03% / $0.00 / 0.00% / 0.01% |
68.51% / $16.35 |
$1.15 / $1.35 / $0.20 / 88 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
17.50 |
41.97% |
$1.35 / 88 |
$1.45 / 5 |
17 / 386 |
79.509365% |
-0.411576 |
-0.036668 |
0.068990 |
0.019523 |
-0.007442 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
12.50 |
9.54% |
$0.15 / 55 |
$0.20 / 138 |
18 / 121 |
95.946425% |
-0.099324 |
-0.016723 |
0.030963 |
0.008762 |
-0.001646 |
|
719 |
Legs |
10/20(25) |
PUT |
15.00 / 5.00 |
$40 / $960 / 0.04 |
78.50% / $22.02 / 2.29% / 31.28% |
80.96% / $14.60 |
$0.40 / $0.45 / $0.05 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
21.50% |
$0.45 / 154 |
$0.55 / 189 |
134 / 887 |
82.809136% |
-0.238852 |
-0.029503 |
0.054976 |
0.015557 |
-0.004122 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
5.00 |
0.49% |
0 / 0 |
$0.05 / 48 |
0 / 23 |
226.618342% |
-0.000015 |
-0.000006 |
0.000011 |
0.000003 |
0.000000 |
|
729 |
Legs |
10/20(25) |
PUT |
15.00 / 7.50 |
$30 / $720 / 0.04 |
78.50% / $4.23 / 0.59% / 7.28% |
80.37% / $14.70 |
$0.30 / $0.45 / $0.15 / 154 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
15.00 |
21.50% |
$0.45 / 154 |
$0.55 / 189 |
134 / 887 |
82.809136% |
-0.238852 |
-0.029503 |
0.054976 |
0.015557 |
-0.004122 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.50 |
1.40% |
0 / 0 |
$0.15 / 310 |
0 / 59 |
194.788534% |
-0.001880 |
-0.000578 |
0.001063 |
0.000301 |
-0.000029 |
|
|
141 |
|
11/17(53) |
PUT |
40.00 / 35.00 |
$155 / $345 / 0.45 |
67.91% / $10.86 / 3.15% / 20.96% |
71.72% / $38.45 |
$1.55 / $4.00 / $2.45 / 4 |
32 / 21.35% / 97 |
5 |
Legs |
Vertical |
Bullish |
$43.7701 (-6.87%) / 3.27M |
|
Earnings: 11/06 |
|
Bearish / 2 days 11 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 |
40.00 |
32.09% |
$4.00 / 4 |
$4.20 / 282 |
804 / 1,332 |
91.535917% |
-0.326076 |
-0.055476 |
0.019683 |
0.062578 |
-0.030169 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
21.01% |
$2.10 / 63 |
$2.45 / 165 |
21 / 1,276 |
93.697025% |
-0.220294 |
-0.046027 |
0.016183 |
0.051451 |
-0.019618 |
|
145 |
Legs |
11/17(53) |
PUT |
40.00 / 30.00 |
$270 / $730 / 0.37 |
67.91% / $31.79 / 4.35% / 29.92% |
74.33% / $37.30 |
$2.70 / $4.00 / $1.30 / 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 |
40.00 |
32.09% |
$4.00 / 4 |
$4.20 / 282 |
804 / 1,332 |
91.535917% |
-0.326076 |
-0.055476 |
0.019683 |
0.062578 |
-0.030169 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
13.22% |
$1.10 / 20 |
$1.30 / 21 |
352 / 25 |
99.828571% |
-0.126913 |
-0.032544 |
0.011362 |
0.036124 |
-0.010904 |
|
226 |
Legs |
11/17(53) |
PUT |
40.00 / 25.00 |
$330 / $1,170 / 0.28 |
67.91% / $57.24 / 4.89% / 34.08% |
75.61% / $36.70 |
$3.30 / $4.00 / $0.70 / 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 |
40.00 |
32.09% |
$4.00 / 4 |
$4.20 / 282 |
804 / 1,332 |
91.535917% |
-0.326076 |
-0.055476 |
0.019683 |
0.062578 |
-0.030169 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
8.07% |
$0.55 / 25 |
$0.70 / 38 |
1 / 2 |
110.214003% |
-0.057213 |
-0.018052 |
0.006267 |
0.019926 |
-0.004754 |
|
276 |
Legs |
11/17(53) |
PUT |
40.00 / 22.50 |
$340 / $1,410 / 0.24 |
67.91% / $69.01 / 4.89% / 34.10% |
75.82% / $36.60 |
$3.40 / $4.00 / $0.60 / 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 |
40.00 |
32.09% |
$4.00 / 4 |
$4.20 / 282 |
804 / 1,332 |
91.535917% |
-0.326076 |
-0.055476 |
0.019683 |
0.062578 |
-0.030169 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
6.25% |
$0.40 / 25 |
$0.60 / 168 |
5 / 5 |
119.964587% |
-0.033518 |
-0.011758 |
0.004073 |
0.012948 |
-0.002741 |
|
291 |
Legs |
10/20(25) |
PUT |
40.00 / 30.00 |
$160 / $840 / 0.19 |
70.40% / $7.02 / 0.84% / 10.51% |
75.64% / $38.40 |
$1.60 / $2.15 / $0.55 / 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 |
40.00 |
29.60% |
$2.15 / 47 |
$2.35 / 20 |
91 / 2,806 |
84.569656% |
-0.316781 |
-0.078052 |
0.027265 |
0.044102 |
-0.013578 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
30.00 |
7.32% |
$0.40 / 83 |
$0.55 / 118 |
192 / 10,166 |
104.667353% |
-0.074293 |
-0.031178 |
0.010760 |
0.017405 |
-0.002984 |
|
361 |
Legs |
10/20(25) |
PUT |
40.00 / 25.00 |
$185 / $1,315 / 0.14 |
70.40% / $49.66 / 3.78% / 56.03% |
76.40% / $38.15 |
$1.85 / $2.15 / $0.30 / 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 |
40.00 |
29.60% |
$2.15 / 47 |
$2.35 / 20 |
91 / 2,806 |
84.569656% |
-0.316781 |
-0.078052 |
0.027265 |
0.044102 |
-0.013578 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
25.00 |
3.19% |
$0.15 / 104 |
$0.30 / 169 |
29 / 378 |
121.362979% |
-0.019799 |
-0.010688 |
0.003676 |
0.005945 |
-0.000775 |
|
|
176 |
|
11/17(53) |
PUT |
155.00 / 145.00 |
$210 / $790 / 0.27 |
69.04% / $4.21 / 0.53% / 3.32% |
74.27% / $152.90 |
$2.10 / $4.20 / $2.10 / 12 |
34 / 22.99% / 97 |
5 |
Legs |
Vertical |
Bullish |
$158.66 (+0.73%) / 232K |
|
Earnings: 10/24 |
|
Bearish / 2 days 11 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 |
30.96% |
$4.20 / 22 |
$4.50 / 19 |
0 / 385 |
28.224505% |
-0.350564 |
-0.053206 |
0.019821 |
0.234144 |
-0.094885 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
145.00 |
11.18% |
$1.85 / 43 |
$2.10 / 12 |
0 / 20 |
30.844947% |
-0.170038 |
-0.037895 |
0.013536 |
0.159894 |
-0.045255 |
|
254 |
Legs |
11/17(53) |
CALL |
167.50 / 185.00 |
$310 / $1,440 / 0.22 |
69.90% / $102.45 / 7.11% / 52.50% |
77.21% / $170.60 |
$3.10 / $3.80 / $0.70 / 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 |
167.50 |
30.10% |
$3.80 / 5 |
$4.30 / 8 |
0 / 23 |
26.266556% |
0.389996 |
-0.070110 |
0.020520 |
0.242396 |
0.089850 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
185.00 |
4.13% |
$0.55 / 20 |
$0.70 / 27 |
0 / 12 |
25.030751% |
0.129455 |
-0.037035 |
0.011281 |
0.133259 |
0.030520 |
|
299 |
Legs |
11/17(53) |
CALL |
170.00 / 185.00 |
$230 / $1,270 / 0.18 |
75.88% / $78.31 / 6.17% / 44.39% |
80.70% / $172.30 |
$2.30 / $3.00 / $0.70 / 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 |
170.00 |
24.12% |
$3.00 / 20 |
$3.30 / 20 |
0 / 44 |
25.681172% |
0.342371 |
-0.066587 |
0.019648 |
0.232100 |
0.079212 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
185.00 |
4.13% |
$0.55 / 20 |
$0.70 / 27 |
0 / 12 |
25.030751% |
0.129455 |
-0.037035 |
0.011281 |
0.133259 |
0.030520 |
|
325 |
Legs |
11/17(53) |
CALL |
167.50 / 190.00 |
$335 / $1,915 / 0.18 |
69.90% / $157.92 / 8.25% / 62.67% |
77.74% / $170.85 |
$3.35 / $3.80 / $0.45 / 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 |
167.50 |
30.10% |
$3.80 / 5 |
$4.30 / 8 |
0 / 23 |
26.266556% |
0.389996 |
-0.070110 |
0.020520 |
0.242396 |
0.089850 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
190.00 |
1.96% |
$0.20 / 35 |
$0.45 / 20 |
0 / 99 |
24.803021% |
0.087393 |
-0.027712 |
0.008497 |
0.100371 |
0.020696 |
|
340 |
Legs |
11/17(53) |
PUT |
155.00 / 135.00 |
$280 / $1,720 / 0.16 |
69.04% / $95.71 / 5.56% / 39.45% |
75.89% / $152.20 |
$2.80 / $4.20 / $1.40 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
155.00 |
30.96% |
$4.20 / 22 |
$4.50 / 19 |
0 / 385 |
28.224505% |
-0.350564 |
-0.053206 |
0.019821 |
0.234144 |
-0.094885 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
135.00 |
2.89% |
$0.80 / 31 |
$1.40 / 34 |
0 / 10 |
36.327510% |
-0.058792 |
-0.017995 |
0.006270 |
0.074068 |
-0.015449 |
|
599 |
Legs |
10/20(25) |
PUT |
155.00 / 140.00 |
$85 / $1,415 / 0.06 |
72.88% / $14.25 / 1.01% / 12.77% |
75.73% / $154.15 |
$0.85 / $1.45 / $0.60 / 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) |
PUT |
155.00 |
27.12% |
$1.45 / 31 |
$1.70 / 12 |
1 / 152 |
20.806808% |
-0.324225 |
-0.075844 |
0.026960 |
0.162029 |
-0.043532 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
140.00 |
1.74% |
0 / 0 |
$0.60 / 62 |
0 / 148 |
35.615887% |
-0.046871 |
-0.021553 |
0.007344 |
0.044135 |
-0.006166 |
|
|
200 |
|
11/17(53) |
PUT |
37.00 / 35.00 |
$65 / $135 / 0.48 |
65.64% / $0.15 / 0.11% / 0.70% |
68.40% / $36.35 |
$0.65 / $2.03 / $1.38 / 57 |
64 / 26.14% / 97 |
5 |
Legs |
Vertical |
Bullish |
$39.26 (+2.56%) / 5.7M |
|
Earnings: 12/08 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
37.00 |
34.36% |
$2.03 / 57 |
$2.07 / 110 |
4 / 132 |
52.630665% |
-0.357079 |
-0.035351 |
0.032548 |
0.057761 |
-0.026999 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
26.33% |
$1.34 / 35 |
$1.38 / 160 |
2 / 518 |
53.345967% |
-0.289026 |
-0.032644 |
0.029818 |
0.052915 |
-0.021491 |
|
346 |
Legs |
12/15(81) |
PUT |
35.00 / 33.00 |
$56 / $144 / 0.39 |
71.70% / $2.58 / 1.79% / 7.62% |
73.41% / $34.44 |
$0.56 / $2.00 / $1.44 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
35.00 |
28.30% |
$2.00 / 50 |
$2.05 / 102 |
37 / 1,264 |
55.284217% |
-0.300099 |
-0.026757 |
0.024845 |
0.065749 |
-0.034979 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
33.00 |
22.54% |
$1.40 / 12 |
$1.44 / 65 |
0 / 178 |
56.084872% |
-0.245466 |
-0.024401 |
0.022483 |
0.059498 |
-0.028142 |
|
360 |
Legs |
12/15(81) |
PUT |
35.00 / 32.00 |
$80 / $220 / 0.36 |
71.70% / $3.03 / 1.38% / 5.81% |
74.12% / $34.20 |
$0.80 / $2.00 / $1.20 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
35.00 |
28.30% |
$2.00 / 50 |
$2.05 / 102 |
37 / 1,264 |
55.284217% |
-0.300099 |
-0.026757 |
0.024845 |
0.065749 |
-0.034979 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
32.00 |
20.01% |
$1.16 / 54 |
$1.20 / 111 |
0 / 251 |
56.701150% |
-0.219181 |
-0.022990 |
0.021109 |
0.055863 |
-0.024928 |
|
371 |
Legs |
12/15(81) |
PUT |
36.00 / 35.00 |
$31 / $69 / 0.45 |
68.46% / $0.16 / 0.24% / 0.98% |
69.49% / $35.69 |
$0.31 / $2.36 / $2.05 / 61 |
|
Underlying |
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 |
36.00 |
31.54% |
$2.36 / 61 |
$2.41 / 65 |
6 / 1,937 |
54.929640% |
-0.328066 |
-0.027680 |
0.025813 |
0.068310 |
-0.038566 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
35.00 |
28.30% |
$2.00 / 50 |
$2.05 / 102 |
37 / 1,264 |
55.284217% |
-0.300099 |
-0.026757 |
0.024845 |
0.065749 |
-0.034979 |
|
384 |
Legs |
12/15(81) |
PUT |
35.00 / 31.00 |
$101 / $299 / 0.34 |
71.70% / $3.15 / 1.05% / 4.43% |
74.73% / $33.99 |
$1.01 / $2.00 / $0.99 / 50 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
35.00 |
28.30% |
$2.00 / 50 |
$2.05 / 102 |
37 / 1,264 |
55.284217% |
-0.300099 |
-0.026757 |
0.024845 |
0.065749 |
-0.034979 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
31.00 |
17.71% |
$0.94 / 355 |
$0.99 / 140 |
0 / 215 |
57.199932% |
-0.193839 |
-0.021446 |
0.019627 |
0.051940 |
-0.021873 |
|
428 |
Legs |
12/15(81) |
PUT |
36.00 / 34.00 |
$63 / $137 / 0.46 |
68.46% / $2.91 / 2.13% / 9.07% |
70.53% / $35.37 |
$0.63 / $2.36 / $1.73 / 61 |
|
Underlying |
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 |
36.00 |
31.54% |
$2.36 / 61 |
$2.41 / 65 |
6 / 1,937 |
54.929640% |
-0.328066 |
-0.027680 |
0.025813 |
0.068310 |
-0.038566 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
34.00 |
25.30% |
$1.67 / 238 |
$1.73 / 269 |
2 / 273 |
55.605738% |
-0.272503 |
-0.025661 |
0.023732 |
0.062804 |
-0.031498 |
|
|
230 |
|
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 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
09/29/2023 (W) |
CALL |
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 |
|
241 |
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 |
|
275 |
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 |
|
302 |
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 |
|
313 |
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 |
|
314 |
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 |
|
|
236 |
|
10/27(32) |
PUT |
37.00 / 32.00 |
$71 / $429 / 0.17 |
70.88% / $3.77 / 0.88% / 8.85% |
75.73% / $36.29 |
$0.71 / $0.89 / $0.18 / 30 |
50 / 58.54% / 97 |
5 |
Legs |
Vertical |
Bullish |
$38.80 (-1.87%) / 13.29M |
|
|
|
Bearish / 2 days 11 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 |
37.00 |
29.12% |
$0.89 / 368 |
$0.95 / 30 |
8 / 287 |
38.995210% |
-0.328907 |
-0.030770 |
0.055785 |
0.044411 |
-0.014199 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
32.00 |
6.17% |
$0.15 / 46 |
$0.18 / 30 |
6 / 24 |
45.332429% |
-0.093666 |
-0.014567 |
0.025800 |
0.020539 |
-0.003912 |
|
274 |
Legs |
10/27(32) |
PUT |
37.00 / 30.00 |
$80 / $620 / 0.13 |
70.88% / $22.89 / 3.69% / 42.10% |
76.31% / $36.20 |
$0.80 / $0.89 / $0.09 / 368 |
|
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 |
37.00 |
29.12% |
$0.89 / 368 |
$0.95 / 30 |
8 / 287 |
38.995210% |
-0.328907 |
-0.030770 |
0.055785 |
0.044411 |
-0.014199 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
30.00 |
2.83% |
$0.06 / 155 |
$0.09 / 906 |
60 / 20 |
48.111287% |
-0.043843 |
-0.008128 |
0.014316 |
0.011398 |
-0.001813 |
|
324 |
Legs |
11/17(53) |
PUT |
37.00 / 30.00 |
$116 / $584 / 0.20 |
68.49% / $16.03 / 2.74% / 18.09% |
74.91% / $35.84 |
$1.16 / $1.35 / $0.19 / 52 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
37.00 |
31.51% |
$1.35 / 52 |
$1.36 / 21 |
616 / 228 |
39.795749% |
-0.343474 |
-0.024383 |
0.045088 |
0.056834 |
-0.024265 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
30.00 |
5.98% |
$0.18 / 340 |
$0.19 / 1,231 |
55 / 29 |
46.371065% |
-0.079541 |
-0.010164 |
0.018144 |
0.022871 |
-0.005357 |
|
335 |
Legs |
10/20(25) |
PUT |
37.00 / 33.00 |
$58 / $342 / 0.17 |
72.31% / $1.95 / 0.57% / 7.06% |
76.64% / $36.42 |
$0.58 / $0.74 / $0.16 / 502 |
|
Underlying |
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 |
37.00 |
27.69% |
$0.74 / 502 |
$0.77 / 378 |
224 / 4,788 |
38.679392% |
-0.319295 |
-0.034123 |
0.061400 |
0.039377 |
-0.010960 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
33.00 |
6.86% |
$0.15 / 1,223 |
$0.16 / 786 |
4 / 517 |
43.634704% |
-0.107775 |
-0.018024 |
0.031843 |
0.020422 |
-0.003604 |
|
385 |
Legs |
10/20(25) |
PUT |
37.00 / 32.00 |
$63 / $437 / 0.14 |
72.31% / $9.83 / 2.25% / 30.60% |
76.99% / $36.37 |
$0.63 / $0.74 / $0.11 / 502 |
|
Underlying |
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 |
37.00 |
27.69% |
$0.74 / 502 |
$0.77 / 378 |
224 / 4,788 |
38.679392% |
-0.319295 |
-0.034123 |
0.061400 |
0.039377 |
-0.010960 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
32.00 |
4.48% |
$0.10 / 235 |
$0.11 / 760 |
95 / 437 |
45.499660% |
-0.074199 |
-0.013698 |
0.024128 |
0.015474 |
-0.002468 |
|
391 |
Legs |
10/27(32) |
PUT |
36.00 / 32.00 |
$47 / $353 / 0.13 |
77.55% / $0.62 / 0.17% / 1.71% |
80.32% / $35.53 |
$0.47 / $0.65 / $0.18 / 27 |
|
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 |
22.45% |
$0.65 / 27 |
$0.69 / 20 |
5 / 67 |
40.107075% |
-0.271536 |
-0.028386 |
0.051144 |
0.040717 |
-0.011633 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
32.00 |
6.17% |
$0.15 / 46 |
$0.18 / 30 |
6 / 24 |
45.332429% |
-0.093666 |
-0.014567 |
0.025800 |
0.020539 |
-0.003912 |
|
|
284 |
|
11/17(53) |
CALL |
45.00 / 50.00 |
$80 / $420 / 0.19 |
72.54% / $11.61 / 2.76% / 18.22% |
77.46% / $45.80 |
$0.80 / $1.05 / $0.25 / 10 |
15 / 21.99% / 97 |
1 |
Legs |
Vertical |
Bearish |
$41.80 (-1.76%) / 190K |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 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 |
45.00 |
27.46% |
$1.05 / 10 |
$1.10 / 73 |
0 / 217 |
31.417253% |
0.381205 |
-0.023607 |
0.055561 |
0.063339 |
0.022495 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
50.00 |
6.34% |
$0.15 / 123 |
$0.25 / 67 |
0 / 450 |
30.135869% |
0.170972 |
-0.015599 |
0.037070 |
0.042260 |
0.010346 |
|
328 |
Legs |
11/17(53) |
PUT |
40.00 / 35.00 |
$75 / $425 / 0.18 |
70.15% / $0.74 / 0.17% / 1.07% |
75.07% / $39.25 |
$0.75 / $1.10 / $0.35 / 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 |
40.00 |
29.85% |
$1.10 / 80 |
$1.20 / 1 |
0 / 54 |
32.780850% |
-0.333498 |
-0.020702 |
0.053034 |
0.060459 |
-0.024538 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
35.00 |
7.07% |
$0.25 / 131 |
$0.35 / 40 |
10 / 1 |
38.750295% |
-0.105317 |
-0.010605 |
0.026607 |
0.030331 |
-0.007512 |
|
|
315 |
|
10/20(25) |
PUT |
71.00 / 65.00 |
$82 / $518 / 0.16 |
69.59% / $7.67 / 1.48% / 19.30% |
74.83% / $70.18 |
$0.82 / $1.05 / $0.23 / 143 |
37 / 55.17% / 97 |
5 |
Legs |
Vertical |
Bullish |
$73.04 (-0.90%) / 10.31M |
|
|
|
Bearish / 2 days 11 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 |
71.00 |
30.41% |
$1.05 / 143 |
$1.09 / 154 |
8,245 / 551 |
25.638528% |
-0.347981 |
-0.042885 |
0.050891 |
0.076242 |
-0.021658 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
65.00 |
5.25% |
$0.20 / 360 |
$0.23 / 492 |
7 / 112 |
30.855602% |
-0.100202 |
-0.021049 |
0.024199 |
0.036254 |
-0.006112 |
|
381 |
Legs |
10/27(32) |
PUT |
70.00 / 60.00 |
$85 / $915 / 0.09 |
74.20% / $40.52 / 4.43% / 52.20% |
78.62% / $69.15 |
$0.85 / $0.96 / $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 |
70.00 |
25.80% |
$0.96 / 11 |
$1.01 / 60 |
10 / 494 |
26.153904% |
-0.309363 |
-0.036579 |
0.043558 |
0.081008 |
-0.024011 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
60.00 |
1.24% |
0 / 0 |
$0.11 / 1 |
0 / 6 |
36.224210% |
-0.029266 |
-0.007213 |
0.008237 |
0.015319 |
-0.002206 |
|
402 |
Legs |
10/20(25) |
PUT |
70.50 / 65.00 |
$68 / $482 / 0.14 |
72.85% / $4.74 / 0.98% / 12.47% |
76.96% / $69.82 |
$0.68 / $0.91 / $0.23 / 171 |
|
Underlying |
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 |
70.50 |
27.15% |
$0.91 / 171 |
$0.95 / 20 |
0 / 502 |
25.871981% |
-0.322046 |
-0.041761 |
0.049369 |
0.073962 |
-0.020003 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
65.00 |
5.25% |
$0.20 / 360 |
$0.23 / 492 |
7 / 112 |
30.855602% |
-0.100202 |
-0.021049 |
0.024199 |
0.036254 |
-0.006112 |
|
412 |
Legs |
11/17(53) |
PUT |
70.00 / 60.00 |
$121 / $879 / 0.14 |
71.25% / $29.52 / 3.36% / 22.49% |
76.49% / $68.79 |
$1.21 / $1.44 / $0.23 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
70.00 |
28.75% |
$1.44 / 41 |
$1.48 / 10 |
2 / 717 |
26.382506% |
-0.329987 |
-0.029037 |
0.035566 |
0.104728 |
-0.041439 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
3.40% |
$0.19 / 39 |
$0.23 / 1,786 |
9 / 4 |
33.103121% |
-0.060833 |
-0.010165 |
0.011826 |
0.034823 |
-0.007393 |
|
486 |
Legs |
11/17(53) |
PUT |
70.00 / 55.00 |
$133 / $1,367 / 0.10 |
71.25% / $72.14 / 5.28% / 37.13% |
76.98% / $68.67 |
$1.33 / $1.44 / $0.11 / 41 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
70.00 |
28.75% |
$1.44 / 41 |
$1.48 / 10 |
2 / 717 |
26.382506% |
-0.329987 |
-0.029037 |
0.035566 |
0.104728 |
-0.041439 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
0.81% |
$0.06 / 280 |
$0.11 / 2,018 |
1 / 3 |
37.623901% |
-0.014884 |
-0.003217 |
0.003694 |
0.010879 |
-0.001789 |
|
493 |
Legs |
10/27(32) |
PUT |
71.50 / 60.00 |
$127 / $1,023 / 0.12 |
65.26% / $56.98 / 5.57% / 69.11% |
72.92% / $70.23 |
$1.27 / $1.38 / $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 |
71.50 |
34.74% |
$1.38 / 11 |
$1.43 / 16 |
0 / 1 |
25.241614% |
-0.379834 |
-0.039037 |
0.047046 |
0.087495 |
-0.029666 |
ARCA / ETF |
Long (Buy) |
10/27/2023 (W) |
PUT |
60.00 |
1.24% |
0 / 0 |
$0.11 / 1 |
0 / 6 |
36.224210% |
-0.029266 |
-0.007213 |
0.008237 |
0.015319 |
-0.002206 |
|
|
322 |
|
11/17(53) |
PUT |
34.00 / 25.00 |
$145 / $755 / 0.19 |
69.82% / $5.98 / 0.79% / 4.97% |
75.27% / $32.55 |
$1.45 / $1.75 / $0.30 / 148 |
34 / 10.15% / 97 |
5 |
Legs |
Vertical |
Bullish |
$37.08 (-0.13%) / 980K |
|
|
|
Bearish / 2 days 11 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 |
34.00 |
30.18% |
$1.75 / 148 |
$1.85 / 1,509 |
0 / 16 |
57.968098% |
-0.319390 |
-0.034586 |
0.031199 |
0.052546 |
-0.023010 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
7.30% |
$0.25 / 584 |
$0.30 / 427 |
1 / 31 |
70.515921% |
-0.070655 |
-0.013318 |
0.011821 |
0.019908 |
-0.004748 |
|
442 |
Legs |
11/17(53) |
PUT |
33.00 / 25.00 |
$115 / $685 / 0.17 |
73.66% / $1.61 / 0.24% / 1.46% |
77.64% / $31.85 |
$1.15 / $1.45 / $0.30 / 65 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
33.00 |
26.34% |
$1.45 / 65 |
$1.55 / 1,780 |
0 / 18 |
59.068666% |
-0.285498 |
-0.032976 |
0.029672 |
0.049975 |
-0.020390 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
7.30% |
$0.25 / 584 |
$0.30 / 427 |
1 / 31 |
70.515921% |
-0.070655 |
-0.013318 |
0.011821 |
0.019908 |
-0.004748 |
|
481 |
Legs |
11/17(53) |
PUT |
35.00 / 25.00 |
$180 / $820 / 0.22 |
65.65% / $10.86 / 1.32% / 8.41% |
72.92% / $33.20 |
$1.80 / $2.10 / $0.30 / 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 |
35.00 |
34.35% |
$2.10 / 13 |
$2.20 / 1,729 |
100 / 14 |
57.035790% |
-0.353808 |
-0.035887 |
0.032460 |
0.054670 |
-0.025720 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
7.30% |
$0.25 / 584 |
$0.30 / 427 |
1 / 31 |
70.515921% |
-0.070655 |
-0.013318 |
0.011821 |
0.019908 |
-0.004748 |
|
572 |
Legs |
10/20(25) |
PUT |
33.75 / 26.25 |
$70 / $680 / 0.10 |
75.29% / $7.45 / 1.10% / 13.97% |
78.68% / $33.05 |
$0.70 / $0.85 / $0.15 / 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 |
33.75 |
24.71% |
$0.85 / 55 |
$0.90 / 8 |
7 / 284 |
56.024783% |
-0.282741 |
-0.046575 |
0.041441 |
0.035510 |
-0.009657 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
26.25 |
3.66% |
$0.10 / 406 |
$0.15 / 4,353 |
0 / 2 |
74.510421% |
-0.042437 |
-0.012577 |
0.011083 |
0.009497 |
-0.001379 |
|
639 |
Legs |
10/20(25) |
CALL |
41.75 / 48.75 |
$50 / $650 / 0.08 |
79.00% / $0.17 / 0.03% / 0.31% |
81.18% / $42.25 |
$0.50 / $0.65 / $0.15 / 64 |
|
Underlying |
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 |
41.75 |
21.00% |
$0.65 / 64 |
$0.75 / 1,816 |
44 / 212 |
50.627567% |
0.344351 |
-0.052396 |
0.045106 |
0.038650 |
0.008869 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
48.75 |
3.41% |
$0.05 / 3,516 |
$0.15 / 1,953 |
0 / 317 |
53.513736% |
0.133767 |
-0.030603 |
0.026445 |
0.022661 |
0.003564 |
|
676 |
Legs |
11/17(53) |
PUT |
36.00 / 25.00 |
$220 / $880 / 0.25 |
61.16% / $15.38 / 1.75% / 11.23% |
70.62% / $33.80 |
$2.20 / $2.50 / $0.30 / 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 |
36.00 |
38.84% |
$2.50 / 13 |
$2.60 / 1,653 |
0 / 19 |
56.209767% |
-0.388438 |
-0.036868 |
0.033448 |
0.056333 |
-0.028499 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
7.30% |
$0.25 / 584 |
$0.30 / 427 |
1 / 31 |
70.515921% |
-0.070655 |
-0.013318 |
0.011821 |
0.019908 |
-0.004748 |
|
|
356 |
|
10/13(18) |
CALL |
525.00 / 550.00 |
$387 / $2,113 / 0.18 |
72.23% / $4.25 / 0.20% / 3.21% |
76.43% / $528.87 |
$3.87 / $4.75 / $0.88 / 7 |
92 / 72.38% / 97 |
5 |
Legs |
Vertical |
Bearish |
$506.10 (+0.99%) / 4.56M |
|
Earnings: 10/13 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
525.00 |
27.77% |
$4.75 / 13 |
$5.00 / 40 |
37 / 76 |
22.045497% |
0.363010 |
-0.365020 |
0.009106 |
0.467381 |
0.105200 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
550.00 |
7.84% |
$0.77 / 31 |
$0.88 / 7 |
6 / 5 |
21.264842% |
0.177803 |
-0.250628 |
0.006321 |
0.324451 |
0.052112 |
|
425 |
Legs |
10/13(18) |
CALL |
525.00 / 555.00 |
$414 / $2,586 / 0.16 |
72.23% / $37.33 / 1.44% / 25.33% |
76.71% / $529.14 |
$4.14 / $4.75 / $0.61 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
525.00 |
27.77% |
$4.75 / 13 |
$5.00 / 40 |
37 / 76 |
22.045497% |
0.363010 |
-0.365020 |
0.009106 |
0.467381 |
0.105200 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
555.00 |
5.74% |
$0.53 / 10 |
$0.61 / 7 |
0 / 4 |
21.399437% |
0.150259 |
-0.224347 |
0.005667 |
0.290876 |
0.044118 |
|
434 |
Legs |
10/13(18) |
PUT |
495.00 / 465.00 |
$443 / $2,557 / 0.17 |
69.17% / $4.69 / 0.18% / 2.93% |
74.25% / $490.57 |
$4.43 / $6.00 / $1.57 / 11 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
495.00 |
30.83% |
$6.00 / 22 |
$6.25 / 50 |
31 / 22 |
23.998010% |
-0.353144 |
-0.331341 |
0.009019 |
0.462920 |
-0.114268 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
465.00 |
6.73% |
$1.46 / 11 |
$1.57 / 11 |
9 / 131 |
28.156668% |
-0.125602 |
-0.187598 |
0.005015 |
0.257386 |
-0.040043 |
|
520 |
Legs |
10/13(18) |
CALL |
520.00 / 550.00 |
$552 / $2,448 / 0.23 |
66.27% / $27.46 / 1.12% / 19.21% |
72.82% / $525.52 |
$5.52 / $6.40 / $0.88 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
CALL |
520.00 |
33.73% |
$6.40 / 13 |
$6.70 / 40 |
119 / 108 |
22.402951% |
0.408072 |
-0.378942 |
0.009424 |
0.483682 |
0.117923 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
CALL |
550.00 |
7.84% |
$0.77 / 31 |
$0.88 / 7 |
6 / 5 |
21.264842% |
0.177803 |
-0.250628 |
0.006321 |
0.324451 |
0.052112 |
|
523 |
Legs |
11/17(53) |
PUT |
490.00 / 430.00 |
$703 / $5,297 / 0.13 |
68.25% / $8.36 / 0.16% / 0.97% |
73.24% / $482.97 |
$7.03 / $8.40 / $1.37 / 20 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
490.00 |
31.75% |
$8.40 / 20 |
$8.60 / 55 |
115 / 418 |
21.490556% |
-0.353458 |
-0.198718 |
0.005600 |
0.744671 |
-0.306894 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
430.00 |
4.86% |
$1.29 / 5 |
$1.37 / 50 |
32 / 198 |
28.002870% |
-0.084468 |
-0.086085 |
0.002335 |
0.310561 |
-0.071200 |
|
580 |
Legs |
10/13(18) |
PUT |
490.00 / 460.00 |
$349 / $2,651 / 0.13 |
74.87% / $33.16 / 1.25% / 21.63% |
78.46% / $486.51 |
$3.49 / $4.75 / $1.26 / 7 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
490.00 |
25.13% |
$4.75 / 22 |
$5.00 / 75 |
29 / 227 |
24.612682% |
-0.307848 |
-0.314913 |
0.008537 |
0.438191 |
-0.099323 |
NYSE / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
460.00 |
4.88% |
$1.15 / 12 |
$1.26 / 7 |
23 / 155 |
28.961760% |
-0.100150 |
-0.159892 |
0.004266 |
0.218943 |
-0.031867 |
|
|
367 |
|
11/17(53) |
PUT |
35.00 / 27.50 |
$115 / $635 / 0.18 |
72.15% / $2.48 / 0.39% / 2.43% |
76.63% / $33.85 |
$1.15 / $1.90 / $0.75 / 2 |
97 / 81.67% / 97 |
5 |
Legs |
Vertical |
Bullish |
$38.28 (-1.11%) / 573K |
|
Earnings: 10/26 |
|
Bearish / 2 days 11 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 |
27.85% |
$1.90 / 11 |
$2.00 / 1 |
24 / 246 |
61.572000% |
-0.304549 |
-0.030965 |
0.032839 |
0.053299 |
-0.022100 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
27.50 |
7.56% |
$0.60 / 69 |
$0.75 / 2 |
114 / 501 |
78.906639% |
-0.083323 |
-0.013877 |
0.014381 |
0.023341 |
-0.005726 |
|
431 |
Legs |
11/17(53) |
PUT |
35.00 / 25.00 |
$130 / $870 / 0.15 |
72.15% / $21.42 / 2.46% / 16.11% |
77.18% / $33.70 |
$1.30 / $1.90 / $0.60 / 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 |
35.00 |
27.85% |
$1.90 / 11 |
$2.00 / 1 |
24 / 246 |
61.572000% |
-0.304549 |
-0.030965 |
0.032839 |
0.053299 |
-0.022100 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
4.56% |
$0.45 / 82 |
$0.60 / 35 |
1 / 2 |
88.371471% |
-0.042032 |
-0.008161 |
0.008416 |
0.013659 |
-0.002845 |
|
446 |
Legs |
11/17(53) |
PUT |
35.00 / 22.50 |
$145 / $1,105 / 0.13 |
72.15% / $47.62 / 4.31% / 29.57% |
77.71% / $33.55 |
$1.45 / $1.90 / $0.45 / 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 |
35.00 |
27.85% |
$1.90 / 11 |
$2.00 / 1 |
24 / 246 |
61.572000% |
-0.304549 |
-0.030965 |
0.032839 |
0.053299 |
-0.022100 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
22.50 |
2.67% |
$0.30 / 78 |
$0.45 / 50 |
0 / 20 |
96.456974% |
-0.017498 |
-0.003947 |
0.004054 |
0.006580 |
-0.001169 |
|
483 |
Legs |
11/17(53) |
PUT |
35.00 / 20.00 |
$150 / $1,350 / 0.11 |
72.15% / $67.13 / 4.97% / 34.71% |
77.89% / $33.50 |
$1.50 / $1.90 / $0.40 / 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 |
35.00 |
27.85% |
$1.90 / 11 |
$2.00 / 1 |
24 / 246 |
61.572000% |
-0.304549 |
-0.030965 |
0.032839 |
0.053299 |
-0.022100 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
20.00 |
1.53% |
$0.20 / 36 |
$0.40 / 40 |
0 / 13 |
108.132814% |
-0.005636 |
-0.001474 |
0.001509 |
0.002449 |
-0.000372 |
|
490 |
Legs |
11/17(53) |
CALL |
42.50 / 52.50 |
$140 / $860 / 0.16 |
71.42% / $23.59 / 2.74% / 18.08% |
76.83% / $43.90 |
$1.40 / $1.70 / $0.30 / 21 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
42.50 |
28.58% |
$1.70 / 21 |
$1.80 / 31 |
11 / 196 |
50.990961% |
0.424484 |
-0.038319 |
0.036753 |
0.059652 |
0.021102 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
52.50 |
4.87% |
$0.15 / 75 |
$0.30 / 57 |
0 / 14 |
49.012524% |
0.169983 |
-0.024370 |
0.023738 |
0.038528 |
0.008888 |
|
638 |
Legs |
10/20(25) |
PUT |
35.00 / 20.00 |
$85 / $1,415 / 0.06 |
76.84% / $60.77 / 4.29% / 65.63% |
81.03% / $34.15 |
$0.85 / $0.95 / $0.10 / 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 |
35.00 |
23.16% |
$0.95 / 89 |
$1.10 / 168 |
308 / 387 |
59.268612% |
-0.272941 |
-0.042090 |
0.043723 |
0.036104 |
-0.009480 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
20.00 |
0.16% |
$0.05 / 69 |
$0.10 / 4 |
45 / 1,446 |
116.702394% |
-0.000291 |
-0.000139 |
0.000141 |
0.000117 |
-0.000009 |
|
|
411 |
|
11/17(53) |
CALL |
14.00 / 17.00 |
$40 / $260 / 0.15 |
76.62% / $4.17 / 1.60% / 10.27% |
80.11% / $14.40 |
$0.40 / $0.65 / $0.25 / 6 |
18 / 13.25% / 97 |
5 |
Legs |
Vertical |
Bearish |
$12.0999 (-0.82%) / 1.15M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14.00 |
23.38% |
$0.65 / 281 |
$0.70 / 306 |
105 / 26 |
69.397414% |
0.398411 |
-0.014225 |
0.095050 |
0.018363 |
0.005992 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
17.00 |
6.07% |
$0.15 / 827 |
$0.25 / 6 |
4 / 78 |
68.912268% |
0.202366 |
-0.010297 |
0.069438 |
0.013415 |
0.003187 |
|
511 |
Legs |
11/17(53) |
CALL |
14.00 / 18.00 |
$45 / $355 / 0.13 |
76.62% / $10.80 / 3.04% / 20.21% |
80.52% / $14.45 |
$0.45 / $0.65 / $0.20 / 281 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14.00 |
23.38% |
$0.65 / 281 |
$0.70 / 306 |
105 / 26 |
69.397414% |
0.398411 |
-0.014225 |
0.095050 |
0.018363 |
0.005992 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
18.00 |
3.66% |
$0.10 / 751 |
$0.20 / 308 |
0 / 11 |
71.227264% |
0.158004 |
-0.008796 |
0.059433 |
0.011482 |
0.002516 |
|
549 |
Legs |
11/17(53) |
CALL |
14.00 / 19.00 |
$50 / $450 / 0.11 |
76.62% / $19.57 / 4.35% / 29.88% |
80.92% / $14.50 |
$0.50 / $0.65 / $0.15 / 117 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14.00 |
23.38% |
$0.65 / 281 |
$0.70 / 306 |
105 / 26 |
69.397414% |
0.398411 |
-0.014225 |
0.095050 |
0.018363 |
0.005992 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
19.00 |
2.17% |
$0.05 / 1,604 |
$0.15 / 117 |
0 / 2 |
71.304732% |
0.122410 |
-0.007382 |
0.049961 |
0.009652 |
0.001967 |
|
606 |
Legs |
11/17(53) |
CALL |
14.00 / 20.00 |
$50 / $550 / 0.09 |
76.62% / $24.59 / 4.47% / 30.80% |
80.92% / $14.50 |
$0.50 / $0.65 / $0.15 / 281 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14.00 |
23.38% |
$0.65 / 281 |
$0.70 / 306 |
105 / 26 |
69.397414% |
0.398411 |
-0.014225 |
0.095050 |
0.018363 |
0.005992 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
20.00 |
1.26% |
$0.05 / 1,061 |
$0.15 / 484 |
0 / 6 |
77.305271% |
0.094234 |
-0.006106 |
0.041379 |
0.007994 |
0.001527 |
|
627 |
Legs |
12/15(81) |
PUT |
11.00 / 8.00 |
$70 / $230 / 0.30 |
68.06% / $4.21 / 1.83% / 7.78% |
74.22% / $10.30 |
$0.70 / $1.00 / $0.30 / 261 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
11.00 |
31.94% |
$1.00 / 844 |
$1.10 / 12 |
0 / 193 |
71.460356% |
-0.325961 |
-0.009852 |
0.072676 |
0.020937 |
-0.012276 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
8.00 |
11.80% |
$0.20 / 1,168 |
$0.30 / 261 |
0 / 24 |
78.973644% |
-0.110402 |
-0.005293 |
0.038023 |
0.010954 |
-0.003838 |
|
671 |
Legs |
11/17(53) |
CALL |
13.00 / 17.00 |
$70 / $330 / 0.21 |
65.99% / $9.25 / 2.80% / 18.51% |
73.71% / $13.70 |
$0.70 / $0.95 / $0.25 / 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 |
13.00 |
34.01% |
$0.95 / 80 |
$1.05 / 597 |
3 / 38 |
70.834684% |
0.484961 |
-0.014769 |
0.098184 |
0.018968 |
0.007133 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
17.00 |
6.07% |
$0.15 / 827 |
$0.25 / 6 |
4 / 78 |
68.912268% |
0.202366 |
-0.010297 |
0.069438 |
0.013415 |
0.003187 |
|
|
439 |
|
11/17(53) |
CALL |
32.50 / 37.50 |
$85 / $415 / 0.21 |
68.65% / $0.60 / 0.14% / 0.89% |
74.22% / $33.35 |
$0.85 / $1.25 / $0.40 / 31 |
9 / 13.14% / 97 |
|
Legs |
Vertical |
Bearish |
$30.12 (+2.31%) / 161K |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 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 |
32.50 |
31.35% |
$1.25 / 31 |
$1.40 / 45 |
0 / 2 |
44.028682% |
0.431224 |
-0.024863 |
0.057719 |
0.046995 |
0.017397 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
37.50 |
8.15% |
$0.25 / 33 |
$0.40 / 61 |
0 / 57 |
43.526679% |
0.209192 |
-0.017874 |
0.042231 |
0.034385 |
0.008752 |
|
456 |
|
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 11 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 |
|
630 |
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 |
|
712 |
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 |
|
735 |
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 |
|
744 |
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 |
|
799 |
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 |
|
|
559 |
|
11/17(53) |
CALL |
45.00 / 55.00 |
$105 / $895 / 0.12 |
70.94% / $29.55 / 3.30% / 22.07% |
76.16% / $46.05 |
$1.05 / $1.25 / $0.20 / 30 |
50 / 35.38% / 97 |
1 |
Legs |
Vertical |
Bearish |
$42.40 (-3.42%) / 368K |
|
Earnings: 11/09 / Ex-Div: 10/02 ($0.60) |
|
Bearish / 2 days 11 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 |
45.00 |
29.06% |
$1.25 / 30 |
$2.15 / 60 |
0 / 367 |
42.672490% |
0.406254 |
-0.029846 |
0.044817 |
0.063975 |
0.023054 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
55.00 |
2.60% |
$0.05 / 1 |
$0.20 / 60 |
0 / 79 |
38.993631% |
0.113300 |
-0.014704 |
0.022235 |
0.031739 |
0.006726 |
|
747 |
Legs |
11/17(53) |
PUT |
40.00 / 25.00 |
$90 / $1,410 / 0.06 |
65.39% / $38.03 / 2.70% / 17.75% |
70.44% / $39.10 |
$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) |
11/17/2023 (M) |
PUT |
40.00 |
34.61% |
$1.65 / 40 |
$1.75 / 12 |
50 / 166 |
40.915228% |
-0.365816 |
-0.027302 |
0.043479 |
0.062064 |
-0.027735 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
25.00 |
0.73% |
0 / 0 |
$0.75 / 80 |
0 / 2 |
109.112414% |
-0.004379 |
-0.000961 |
0.001488 |
0.002125 |
-0.000306 |
|
|
561 |
|
10/20(25) |
PUT |
245.00 / 230.00 |
$140 / $1,360 / 0.10 |
67.85% / $12.64 / 0.93% / 11.74% |
72.47% / $243.60 |
$1.40 / $2.25 / $0.85 / 184 |
71 / 46.04% / 97 |
3 |
Legs |
Vertical |
Bullish |
$247.50 (-0.23%) / 97K |
|
|
|
Bearish / 2 days 11 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 |
32.15% |
$2.25 / 184 |
$3.50 / 573 |
0 / 3 |
17.440643% |
-0.365916 |
-0.087593 |
0.025385 |
0.263798 |
-0.075433 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
PUT |
230.00 |
3.18% |
$0.45 / 110 |
$0.85 / 631 |
0 / 1 |
22.038924% |
-0.080103 |
-0.036185 |
0.010046 |
0.104400 |
-0.016283 |
|
604 |
Legs |
10/20(25) |
CALL |
255.00 / 275.00 |
$90 / $1,910 / 0.05 |
70.46% / $28.91 / 1.51% / 19.75% |
73.33% / $255.90 |
$0.90 / $1.00 / $0.10 / 18 |
|
Underlying |
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 |
255.00 |
29.54% |
$1.00 / 292 |
$1.65 / 350 |
0 / 4 |
11.837161% |
0.369931 |
-0.103859 |
0.025476 |
0.264746 |
0.070273 |
ARCA / ETF |
Long (Buy) |
10/20/2023 (M) |
CALL |
275.00 |
0.91% |
0 / 0 |
$0.10 / 18 |
0 / 14 |
16.992877% |
0.054695 |
-0.029411 |
0.007477 |
0.077704 |
0.010552 |
|
764 |
Legs |
11/17(53) |
PUT |
235.00 / 220.00 |
$85 / $1,415 / 0.06 |
85.35% / $15.71 / 1.11% / 7.01% |
86.58% / $234.15 |
$0.85 / $1.80 / $0.95 / 54 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
235.00 |
14.65% |
$1.80 / 74 |
$2.25 / 216 |
3 / 74 |
19.063050% |
-0.213421 |
-0.047997 |
0.014001 |
0.285977 |
-0.087076 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
PUT |
220.00 |
2.26% |
$0.45 / 78 |
$0.95 / 54 |
0 / 1 |
22.715508% |
-0.056478 |
-0.019393 |
0.005469 |
0.111706 |
-0.022764 |
|
951 |
Legs |
11/17(53) |
CALL |
250.00 / 275.00 |
$415 / $2,085 / 0.20 |
50.54% / $4.45 / 0.21% / 1.32% |
61.63% / $254.15 |
$4.15 / $4.90 / $0.75 / 288 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
250.00 |
49.46% |
$4.90 / 923 |
$6.30 / 325 |
0 / 14 |
13.847520% |
0.519221 |
-0.082577 |
0.019149 |
0.391133 |
0.188817 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
275.00 |
4.97% |
0 / 0 |
$0.75 / 288 |
0 / 1 |
17.654025% |
0.137139 |
-0.042730 |
0.010564 |
0.215770 |
0.051142 |
|
|
607 |
|
11/17(53) |
CALL |
14.00 / 15.00 |
$10 / $90 / 0.11 |
81.24% / $1.18 / 1.31% / 8.34% |
83.37% / $14.10 |
$0.10 / $0.20 / $0.10 / 17 |
0 / 0.00% / 97 |
1 |
Legs |
Vertical |
Bearish |
$12.99 (-6.88%) / 6.03M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14.00 |
18.76% |
$0.20 / 2,005 |
$0.30 / 1,936 |
4 / 24 |
29.107360% |
0.296293 |
-0.004750 |
0.213415 |
0.017722 |
0.005586 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
15.00 |
4.61% |
$0.05 / 1,983 |
$0.10 / 17 |
1 / 9 |
28.089699% |
0.137719 |
-0.003053 |
0.136121 |
0.011304 |
0.002635 |
|
732 |
Legs |
11/17(53) |
CALL |
14.00 / 16.00 |
$10 / $190 / 0.05 |
81.24% / $5.29 / 2.78% / 18.37% |
83.37% / $14.10 |
$0.10 / $0.20 / $0.10 / 1,988 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
14.00 |
18.76% |
$0.20 / 2,005 |
$0.30 / 1,936 |
4 / 24 |
29.107360% |
0.296293 |
-0.004750 |
0.213415 |
0.017722 |
0.005586 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
16.00 |
0.76% |
0 / 0 |
$0.10 / 1,988 |
0 / 10 |
39.666184% |
0.053592 |
-0.001520 |
0.067462 |
0.005602 |
0.001036 |
|
|
628 |
|
10/20(25) |
PUT |
5.00 / 2.50 |
$10 / $240 / 0.04 |
68.56% / $5.11 / 2.13% / 28.77% |
72.20% / $4.90 |
$0.10 / $0.15 / $0.05 / 627 |
8 / 7.38% / 97 |
|
Legs |
Vertical |
Bullish |
$5.40 (+1.12%) / 1.34M |
|
Earnings: 11/09 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
5.00 |
31.44% |
$0.15 / 850 |
$0.20 / 2 |
1 / 1,234 |
56.217238% |
-0.339062 |
-0.007740 |
0.288488 |
0.005515 |
-0.001700 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
2.50 |
0.36% |
0 / 0 |
$0.05 / 627 |
0 / 444 |
178.201696% |
-0.000426 |
-0.000033 |
0.001208 |
0.000023 |
-0.000002 |
|
673 |
|
11/17(53) |
PUT |
17.50 / 15.00 |
$25 / $225 / 0.11 |
80.25% / $1.02 / 0.45% / 2.82% |
82.46% / $17.25 |
$0.25 / $0.40 / $0.15 / 1 |
18 / 7.73% / 97 |
|
Legs |
Vertical |
Bullish |
$19.67 (+2.08%) / 898K |
|
Earnings: 11/01 |
|
Bearish / 2 days 11 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 |
17.50 |
19.75% |
$0.40 / 1 |
$0.50 / 6 |
0 / 10 |
43.806183% |
-0.241128 |
-0.010006 |
0.079840 |
0.024133 |
-0.008339 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
5.12% |
$0.05 / 114 |
$0.15 / 99 |
0 / 1 |
47.553982% |
-0.069913 |
-0.004406 |
0.034363 |
0.010387 |
-0.002344 |
|
678 |
|
10/20(25) |
PUT |
22.50 / 17.50 |
$20 / $480 / 0.04 |
73.84% / $2.72 / 0.57% / 7.02% |
76.05% / $22.30 |
$0.20 / $0.35 / $0.15 / 184 |
44 / 24.29% / 97 |
5 |
Legs |
Vertical |
Bullish |
$24.03 (+1.22%) / 1.38M |
|
Earnings: 11/09 |
|
Bearish / 2 days 11 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 |
22.50 |
26.16% |
$0.35 / 406 |
$0.50 / 184 |
60 / 254 |
40.008310% |
-0.304744 |
-0.022393 |
0.090300 |
0.023717 |
-0.006473 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
17.50 |
1.29% |
0 / 0 |
$0.15 / 184 |
2 / 107 |
78.886291% |
-0.019309 |
-0.003080 |
0.012119 |
0.003183 |
-0.000392 |
|
737 |
Legs |
11/17(53) |
CALL |
25.00 / 30.00 |
$100 / $400 / 0.25 |
61.14% / $5.41 / 1.35% / 8.59% |
70.23% / $26.00 |
$1.00 / $1.25 / $0.25 / 48 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
25.00 |
38.86% |
$1.25 / 70 |
$1.35 / 171 |
10 / 85 |
42.965504% |
0.487887 |
-0.020251 |
0.073351 |
0.037866 |
0.015457 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
7.56% |
$0.15 / 162 |
$0.25 / 48 |
0 / 3 |
41.571316% |
0.201498 |
-0.013946 |
0.051730 |
0.026705 |
0.006699 |
|
759 |
Legs |
10/20(25) |
CALL |
25.00 / 30.00 |
$50 / $450 / 0.11 |
64.64% / $12.03 / 2.67% / 37.24% |
70.95% / $25.50 |
$0.50 / $0.60 / $0.10 / 131 |
|
Underlying |
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 |
25.00 |
35.36% |
$0.60 / 710 |
$0.75 / 299 |
38 / 1,180 |
38.162428% |
0.443489 |
-0.027587 |
0.101850 |
0.026750 |
0.007536 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
2.28% |
0 / 0 |
$0.10 / 131 |
0 / 616 |
49.989838% |
0.101687 |
-0.012160 |
0.045815 |
0.012033 |
0.001802 |
|
773 |
Legs |
12/15(81) |
PUT |
22.50 / 17.50 |
$85 / $415 / 0.21 |
68.16% / $0.01 / 0.00% / 0.01% |
73.93% / $21.65 |
$0.85 / $1.10 / $0.25 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
22.50 |
31.84% |
$1.10 / 31 |
$1.25 / 154 |
0 / 93 |
43.861735% |
-0.339195 |
-0.013059 |
0.055144 |
0.042451 |
-0.023069 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
17.50 |
8.14% |
$0.10 / 151 |
$0.25 / 160 |
0 / 131 |
48.787182% |
-0.092692 |
-0.006163 |
0.025002 |
0.019247 |
-0.005940 |
|
790 |
Legs |
10/20(25) |
CALL |
25.00 / 32.50 |
$50 / $700 / 0.07 |
64.64% / $27.51 / 3.93% / 58.81% |
70.95% / $25.50 |
$0.50 / $0.60 / $0.10 / 91 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
25.00 |
35.36% |
$0.60 / 710 |
$0.75 / 299 |
38 / 1,180 |
38.162428% |
0.443489 |
-0.027587 |
0.101850 |
0.026750 |
0.007536 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
32.50 |
0.34% |
0 / 0 |
$0.10 / 91 |
0 / 499 |
63.530840% |
0.038528 |
-0.005696 |
0.021556 |
0.005661 |
0.000691 |
|
811 |
Legs |
10/20(25) |
CALL |
25.00 / 35.00 |
$45 / $955 / 0.05 |
64.64% / $28.36 / 2.97% / 42.07% |
70.35% / $25.45 |
$0.45 / $0.60 / $0.15 / 165 |
|
Underlying |
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 |
25.00 |
35.36% |
$0.60 / 710 |
$0.75 / 299 |
38 / 1,180 |
38.162428% |
0.443489 |
-0.027587 |
0.101850 |
0.026750 |
0.007536 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
35.00 |
0.04% |
0 / 0 |
$0.15 / 165 |
0 / 46 |
81.784860% |
0.012964 |
-0.002269 |
0.008612 |
0.002262 |
0.000234 |
|
|
683 |
|
10/20(25) |
CALL |
13.00 / 15.00 |
$10 / $190 / 0.05 |
77.79% / $2.21 / 1.16% / 14.89% |
79.95% / $13.10 |
$0.10 / $0.15 / $0.05 / 746 |
15 / 16.77% / 97 |
3 |
Legs |
Vertical |
Bearish |
$12.08 (+0.92%) / 2.14M |
|
|
|
Bearish / 2 days 11 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 |
13.00 |
22.21% |
$0.15 / 977 |
$0.20 / 218 |
139 / 14,362 |
35.876017% |
0.334979 |
-0.011191 |
0.204745 |
0.012377 |
0.002924 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
15.00 |
1.53% |
0 / 0 |
$0.05 / 746 |
0 / 1,213 |
49.653223% |
0.081067 |
-0.004612 |
0.084483 |
0.005107 |
0.000729 |
|
919 |
Legs |
10/20(25) |
PUT |
12.00 / 9.00 |
$25 / $275 / 0.09 |
54.72% / $7.24 / 2.63% / 36.59% |
62.45% / $11.75 |
$0.25 / $0.40 / $0.15 / 196 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
12.00 |
45.28% |
$0.40 / 196 |
$0.45 / 316 |
1 / 5,719 |
34.755971% |
-0.450691 |
-0.011876 |
0.222335 |
0.013441 |
-0.004850 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
9.00 |
1.15% |
0 / 0 |
$0.15 / 1,840 |
0 / 1,066 |
88.561596% |
-0.018877 |
-0.001404 |
0.025943 |
0.001568 |
-0.000191 |
|
922 |
Legs |
10/20(25) |
PUT |
12.00 / 7.00 |
$35 / $465 / 0.08 |
54.72% / $18.91 / 4.07% / 61.35% |
65.39% / $11.65 |
$0.35 / $0.40 / $0.05 / 196 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
12.00 |
45.28% |
$0.40 / 196 |
$0.45 / 316 |
1 / 5,719 |
34.755971% |
-0.450691 |
-0.011876 |
0.222335 |
0.013441 |
-0.004850 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
7.00 |
0.02% |
0 / 0 |
$0.05 / 336 |
0 / 9 |
112.630319% |
-0.000077 |
-0.000009 |
0.000174 |
0.000010 |
-0.000001 |
|
933 |
Legs |
10/20(25) |
PUT |
12.00 / 8.00 |
$25 / $375 / 0.07 |
54.72% / $12.23 / 3.26% / 46.97% |
62.45% / $11.75 |
$0.25 / $0.40 / $0.15 / 196 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
PUT |
12.00 |
45.28% |
$0.40 / 196 |
$0.45 / 316 |
1 / 5,719 |
34.755971% |
-0.450691 |
-0.011876 |
0.222335 |
0.013441 |
-0.004850 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
8.00 |
0.19% |
0 / 0 |
$0.15 / 614 |
0 / 3 |
114.721256% |
-0.002001 |
-0.000193 |
0.003571 |
0.000216 |
-0.000020 |
|
|
691 |
|
11/17(53) |
CALL |
55.00 / 60.00 |
$125 / $375 / 0.33 |
57.27% / $4.28 / 1.14% / 7.21% |
68.09% / $56.25 |
$1.25 / $1.45 / $0.20 / 48 |
20 / 15.79% / 97 |
5 |
Legs |
Vertical |
Bearish |
$54.02 (-0.53%) / 283K |
|
Earnings: 10/30 |
|
Bearish / 2 days 11 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 |
55.00 |
42.73% |
$1.45 / 48 |
$1.55 / 17 |
0 / 10 |
20.620128% |
0.479259 |
-0.021499 |
0.065211 |
0.085039 |
0.037320 |
NYSE / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
60.00 |
9.77% |
$0.10 / 39 |
$0.20 / 55 |
0 / 10 |
17.744432% |
0.204167 |
-0.015265 |
0.046536 |
0.060685 |
0.016280 |
|
820 |
Legs |
10/20(25) |
CALL |
55.00 / 60.00 |
$55 / $445 / 0.12 |
59.62% / $2.37 / 0.53% / 6.57% |
66.37% / $55.55 |
$0.55 / $0.80 / $0.25 / 21 |
|
Underlying |
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 |
40.38% |
$0.80 / 21 |
$0.95 / 22 |
2 / 6 |
18.948982% |
0.454701 |
-0.029977 |
0.091216 |
0.060519 |
0.018485 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
60.00 |
3.52% |
$0.05 / 1 |
$0.25 / 49 |
0 / 110 |
25.091432% |
0.114619 |
-0.014584 |
0.044639 |
0.029617 |
0.004759 |
|
870 |
Legs |
10/20(25) |
CALL |
55.00 / 65.00 |
$55 / $945 / 0.06 |
59.62% / $31.67 / 3.35% / 48.53% |
66.37% / $55.55 |
$0.55 / $0.80 / $0.25 / 21 |
|
Underlying |
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 |
40.38% |
$0.80 / 21 |
$0.95 / 22 |
2 / 6 |
18.948982% |
0.454701 |
-0.029977 |
0.091216 |
0.060519 |
0.018485 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
65.00 |
0.06% |
0 / 0 |
$0.25 / 41 |
0 / 194 |
44.150108% |
0.013742 |
-0.002639 |
0.008099 |
0.005374 |
0.000577 |
|
925 |
Legs |
12/15(81) |
PUT |
50.00 / 40.00 |
$40 / $960 / 0.04 |
80.72% / $20.93 / 2.18% / 9.31% |
82.60% / $49.60 |
$0.40 / $0.65 / $0.25 / 31 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
50.00 |
19.28% |
$0.65 / 35 |
$0.75 / 18 |
0 / 2 |
22.797197% |
-0.243615 |
-0.013157 |
0.042069 |
0.081810 |
-0.033487 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
40.00 |
0.60% |
0 / 0 |
$0.25 / 31 |
0 / 25 |
41.755307% |
-0.010055 |
-0.001151 |
0.003605 |
0.007011 |
-0.001333 |
|
976 |
Legs |
12/15(81) |
CALL |
55.00 / 65.00 |
$150 / $850 / 0.18 |
56.28% / $35.22 / 4.14% / 18.25% |
66.98% / $56.50 |
$1.50 / $1.75 / $0.25 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
43.72% |
$1.75 / 15 |
$1.90 / 15 |
0 / 15 |
19.787715% |
0.492046 |
-0.017592 |
0.053303 |
0.103657 |
0.056008 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
65.00 |
2.85% |
0 / 0 |
$0.25 / 74 |
0 / 35 |
25.563167% |
0.108067 |
-0.008184 |
0.024959 |
0.048537 |
0.012816 |
|
987 |
Legs |
12/15(81) |
CALL |
55.00 / 70.00 |
$150 / $1,350 / 0.11 |
56.28% / $73.96 / 5.48% / 24.63% |
66.98% / $56.50 |
$1.50 / $1.75 / $0.25 / 15 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
55.00 |
43.72% |
$1.75 / 15 |
$1.90 / 15 |
0 / 15 |
19.787715% |
0.492046 |
-0.017592 |
0.053303 |
0.103657 |
0.056008 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
70.00 |
0.37% |
0 / 0 |
$0.25 / 30 |
0 / 19 |
33.254687% |
0.037689 |
-0.003615 |
0.011046 |
0.021481 |
0.004518 |
|
|
741 |
|
11/17(53) |
CALL |
17.50 / 25.00 |
$65 / $685 / 0.10 |
71.03% / $5.28 / 0.77% / 4.83% |
75.41% / $18.15 |
$0.65 / $0.80 / $0.15 / 119 |
64 / 19.72% / 97 |
3 |
Legs |
Vertical |
Bearish |
$15.60 (-1.89%) / 2.49M |
|
Earnings: 11/01 |
|
Bearish / 2 days 11 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 |
17.50 |
28.97% |
$0.80 / 119 |
$0.85 / 4 |
4 / 2,796 |
61.404551% |
0.461603 |
-0.021830 |
0.065392 |
0.024315 |
0.008484 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
25.00 |
3.18% |
0 / 0 |
$0.15 / 454 |
0 / 201 |
76.304489% |
0.157085 |
-0.013056 |
0.039588 |
0.014720 |
0.003140 |
|
763 |
Legs |
10/20(25) |
PUT |
15.00 / 10.00 |
$70 / $430 / 0.16 |
60.94% / $4.08 / 0.95% / 12.01% |
69.07% / $14.30 |
$0.70 / $0.75 / $0.05 / 120 |
|
Underlying |
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 |
39.06% |
$0.75 / 330 |
$0.85 / 178 |
97 / 3,346 |
61.784435% |
-0.394019 |
-0.027795 |
0.088835 |
0.016806 |
-0.005988 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
10.00 |
4.69% |
0 / 0 |
$0.05 / 120 |
0 / 66 |
89.484059% |
-0.042775 |
-0.006702 |
0.021007 |
0.003974 |
-0.000593 |
|
771 |
Legs |
11/17(53) |
PUT |
15.00 / 7.50 |
$110 / $640 / 0.17 |
60.97% / $10.02 / 1.56% / 10.00% |
69.88% / $13.90 |
$1.10 / $1.20 / $0.10 / 175 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
15.00 |
39.03% |
$1.20 / 175 |
$1.30 / 231 |
25 / 492 |
64.498072% |
-0.383254 |
-0.019335 |
0.062863 |
0.023375 |
-0.012509 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.50 |
4.63% |
0 / 0 |
$0.10 / 272 |
0 / 97 |
113.317898% |
-0.019432 |
-0.002473 |
0.007781 |
0.002893 |
-0.000548 |
|
780 |
Legs |
11/17(53) |
CALL |
17.50 / 30.00 |
$65 / $1,185 / 0.06 |
71.03% / $32.19 / 2.72% / 17.89% |
75.41% / $18.15 |
$0.65 / $0.80 / $0.15 / 119 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
CALL |
17.50 |
28.97% |
$0.80 / 119 |
$0.85 / 4 |
4 / 2,796 |
61.404551% |
0.461603 |
-0.021830 |
0.065392 |
0.024315 |
0.008484 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
30.00 |
0.59% |
0 / 0 |
$0.15 / 173 |
0 / 51 |
97.286823% |
0.070547 |
-0.007311 |
0.022243 |
0.008271 |
0.001451 |
|
|
785 |
|
11/17(53) |
CALL |
41.00 / 50.00 |
$190 / $710 / 0.27 |
58.11% / $5.92 / 0.83% / 5.23% |
68.46% / $42.90 |
$1.90 / $2.05 / $0.15 / 5 |
85 / 84.48% / 97 |
2 |
Legs |
Vertical |
Bearish |
$39.90 (+1.48%) / 75K |
|
|
|
Bearish / 2 days 11 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 |
41.00 |
41.89% |
$2.05 / 6 |
$2.20 / 275 |
0 / 2 |
38.742697% |
0.512310 |
-0.034900 |
0.042561 |
0.062858 |
0.026648 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
50.00 |
7.89% |
$0.05 / 322 |
$0.15 / 5 |
0 / 6 |
31.931890% |
0.207800 |
-0.024450 |
0.030571 |
0.045150 |
0.011405 |
|
865 |
Legs |
11/17(53) |
CALL |
40.00 / 50.00 |
$240 / $760 / 0.32 |
52.17% / $8.72 / 1.15% / 7.26% |
65.88% / $42.40 |
$2.40 / $2.55 / $0.15 / 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 |
40.00 |
47.83% |
$2.55 / 74 |
$2.70 / 116 |
0 / 28 |
39.502023% |
0.554087 |
-0.034768 |
0.042189 |
0.062309 |
0.028569 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
50.00 |
7.89% |
$0.05 / 322 |
$0.15 / 5 |
0 / 6 |
31.931890% |
0.207800 |
-0.024450 |
0.030571 |
0.045150 |
0.011405 |
|
934 |
Legs |
11/17(53) |
CALL |
41.00 / 55.00 |
$130 / $1,270 / 0.10 |
58.11% / $17.15 / 1.35% / 8.58% |
65.35% / $42.30 |
$1.30 / $2.05 / $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 |
41.00 |
41.89% |
$2.05 / 6 |
$2.20 / 275 |
0 / 2 |
38.742697% |
0.512310 |
-0.034900 |
0.042561 |
0.062858 |
0.026648 |
ARCA / ETF |
Long (Buy) |
11/17/2023 (M) |
CALL |
55.00 |
2.31% |
0 / 0 |
$0.75 / 450 |
0 / 7 |
67.672160% |
0.111255 |
-0.016076 |
0.020234 |
0.029883 |
0.006214 |
|
|
788 |
|
12/15(81) |
PUT |
4.00 / 2.50 |
$35 / $115 / 0.30 |
63.42% / $3.98 / 3.46% / 15.07% |
72.79% / $3.65 |
$0.35 / $0.45 / $0.10 / 10 |
4 / 1.61% / 97 |
|
Legs |
Vertical |
Bullish |
$4.17 (+1.96%) / 399K |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
4.00 |
36.58% |
$0.45 / 331 |
$0.60 / 65 |
0 / 1,004 |
82.619040% |
-0.362943 |
-0.003586 |
0.215314 |
0.007604 |
-0.004844 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
2.50 |
8.81% |
0 / 0 |
$0.10 / 10 |
0 / 8 |
98.761309% |
-0.068966 |
-0.001316 |
0.076181 |
0.002690 |
-0.000821 |
|
806 |
|
12/15(81) |
CALL |
12.50 / 15.00 |
$45 / $205 / 0.22 |
66.77% / $2.13 / 1.04% / 4.37% |
73.41% / $12.95 |
$0.45 / $0.55 / $0.10 / 4 |
0 / 0.00% / 97 |
1 |
Legs |
Vertical |
Bearish |
$12.26 (+3.03%) / 69K |
|
Earnings: 11/15 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
33.23% |
$0.55 / 22 |
$1.25 / 3 |
0 / 31 |
54.443386% |
0.436030 |
-0.004472 |
0.117038 |
0.022267 |
0.010286 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
15.00 |
7.74% |
0 / 0 |
$0.10 / 4 |
0 / 55 |
38.158830% |
0.202414 |
-0.004004 |
0.085725 |
0.016310 |
0.005005 |
|
955 |
Legs |
12/15(81) |
CALL |
12.50 / 17.50 |
$25 / $475 / 0.05 |
66.77% / $5.46 / 1.15% / 4.83% |
70.57% / $12.75 |
$0.25 / $0.55 / $0.30 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
12.50 |
33.23% |
$0.55 / 22 |
$1.25 / 3 |
0 / 31 |
54.443386% |
0.436030 |
-0.004472 |
0.117038 |
0.022267 |
0.010286 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
17.50 |
1.19% |
0 / 0 |
$0.30 / 66 |
0 / 13 |
72.064664% |
0.079371 |
-0.002287 |
0.045305 |
0.008620 |
0.002017 |
|
|
818 |
|
10/13(18) |
PUT |
760.00 / 700.00 |
$270 / $5,730 / 0.05 |
86.95% / $1.67 / 0.03% / 0.46% |
87.78% / $757.30 |
$2.70 / $3.80 / $1.10 / 11 |
64 / 30.28% / 97 |
|
Legs |
Vertical |
Bullish |
$830.03 (+2.68%) / 2.78M |
|
Earnings: 12/14 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/13/2023 (W) |
PUT |
760.00 |
13.05% |
$3.80 / 11 |
$4.10 / 43 |
3 / 54 |
31.926999% |
-0.191068 |
-0.543176 |
0.003035 |
0.554052 |
-0.101491 |
NASDAQ / Stock |
Long (Buy) |
10/13/2023 (W) |
PUT |
700.00 |
2.36% |
$0.65 / 89 |
$1.10 / 119 |
22 / 9 |
37.664248% |
-0.051116 |
-0.210872 |
0.001170 |
0.213626 |
-0.026755 |
|
834 |
|
11/17(53) |
CALL |
10.00 / 15.00 |
$60 / $440 / 0.14 |
63.25% / $13.49 / 3.07% / 20.38% |
71.36% / $10.60 |
$0.60 / $0.70 / $0.10 / 13 |
74 / 28.64% / 97 |
|
Legs |
Vertical |
Bearish |
$9.29 (-1.28%) / 2.8M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 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 |
10.00 |
36.75% |
$0.70 / 13 |
$0.85 / 11 |
0 / 56 |
66.555962% |
0.515011 |
-0.012599 |
0.114837 |
0.014817 |
0.005739 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
CALL |
15.00 |
2.81% |
0 / 0 |
$0.10 / 18 |
0 / 2 |
76.492866% |
0.144381 |
-0.007063 |
0.065466 |
0.008447 |
0.001776 |
|
846 |
|
10/20(25) |
CALL |
115.00 / 145.00 |
$205 / $2,795 / 0.07 |
61.68% / $75.61 / 2.71% / 37.75% |
67.54% / $117.05 |
$2.05 / $2.65 / $0.60 / 38 |
27 / 32.01% / 97 |
|
Legs |
Vertical |
Bearish |
$111.54 (+0.47%) / 148K |
|
Earnings: 11/07 |
|
Bearish / 2 days 11 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 |
38.32% |
$2.65 / 45 |
$3.40 / 5 |
0 / 25 |
34.304753% |
0.465042 |
-0.128707 |
0.022145 |
0.124929 |
0.036581 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
145.00 |
0.90% |
0 / 0 |
$0.60 / 38 |
0 / 4 |
60.232978% |
0.063220 |
-0.039216 |
0.006915 |
0.039008 |
0.005233 |
|
855 |
|
12/15(81) |
PUT |
17.50 / 12.50 |
$35 / $465 / 0.08 |
73.99% / $12.72 / 2.74% / 11.78% |
77.72% / $17.15 |
$0.35 / $0.45 / $0.10 / 128 |
34 / 14.72% / 97 |
2 |
Legs |
Vertical |
Bullish |
$18.75 (-0.27%) / 968K |
|
Earnings: 11/01 |
|
Bearish / 2 days 11 hours |
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
PUT |
17.50 |
26.01% |
$0.45 / 179 |
$0.55 / 1 |
0 / 302 |
32.321431% |
-0.299028 |
-0.007065 |
0.090072 |
0.031640 |
-0.015053 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
12.50 |
1.44% |
0 / 0 |
$0.10 / 128 |
0 / 1,807 |
55.814447% |
-0.014787 |
-0.000811 |
0.009705 |
0.003409 |
-0.000701 |
|
869 |
Legs |
12/15(81) |
PUT |
17.50 / 10.00 |
$35 / $715 / 0.05 |
73.99% / $22.67 / 3.17% / 13.75% |
77.72% / $17.15 |
$0.35 / $0.45 / $0.10 / 119 |
|
Underlying |
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 |
17.50 |
26.01% |
$0.45 / 179 |
$0.55 / 1 |
0 / 302 |
32.321431% |
-0.299028 |
-0.007065 |
0.090072 |
0.031640 |
-0.015053 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
10.00 |
0.22% |
0 / 0 |
$0.10 / 119 |
0 / 63 |
79.986397% |
-0.000540 |
-0.000042 |
0.000495 |
0.000174 |
-0.000025 |
|
961 |
Legs |
12/15(81) |
CALL |
20.00 / 30.00 |
$60 / $940 / 0.06 |
65.41% / $38.06 / 4.05% / 17.80% |
72.68% / $20.60 |
$0.60 / $0.70 / $0.10 / 120 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
20.00 |
34.59% |
$0.70 / 120 |
$0.85 / 1 |
0 / 645 |
31.168123% |
0.449456 |
-0.009887 |
0.102669 |
0.036065 |
0.017063 |
NASDAQ / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
30.00 |
0.06% |
0 / 0 |
$0.10 / 175 |
0 / 172 |
53.558202% |
0.017275 |
-0.001007 |
0.011089 |
0.003895 |
0.000707 |
|
|
863 |
|
12/15(81) |
CALL |
15.00 / 20.00 |
$35 / $465 / 0.08 |
77.94% / $7.15 / 1.54% / 6.50% |
80.74% / $15.35 |
$0.35 / $0.45 / $0.10 / 181 |
65 / 24.65% / 97 |
3 |
Legs |
Vertical |
Bearish |
$12.62 (-1.10%) / 1.43M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 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 |
15.00 |
22.06% |
$0.45 / 181 |
$0.55 / 202 |
0 / 63 |
48.476861% |
0.385874 |
-0.010110 |
0.089481 |
0.023489 |
0.009182 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
20.00 |
2.31% |
0 / 0 |
$0.10 / 317 |
1 / 7,257 |
56.806157% |
0.125802 |
-0.005370 |
0.048371 |
0.012697 |
0.003185 |
|
883 |
Legs |
12/15(81) |
CALL |
15.00 / 22.50 |
$40 / $710 / 0.06 |
77.94% / $22.21 / 3.13% / 13.56% |
81.11% / $15.40 |
$0.40 / $0.45 / $0.05 / 181 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
22.06% |
$0.45 / 181 |
$0.55 / 202 |
0 / 63 |
48.476861% |
0.385874 |
-0.010110 |
0.089481 |
0.023489 |
0.009182 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
22.50 |
0.63% |
0 / 0 |
$0.05 / 183 |
0 / 64 |
59.940311% |
0.067186 |
-0.003364 |
0.030431 |
0.007988 |
0.001732 |
|
896 |
Legs |
12/15(81) |
CALL |
15.00 / 25.00 |
$40 / $960 / 0.04 |
77.94% / $28.00 / 2.92% / 12.60% |
81.11% / $15.40 |
$0.40 / $0.45 / $0.05 / 181 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
12/15/2023 (M) |
CALL |
15.00 |
22.06% |
$0.45 / 181 |
$0.55 / 202 |
0 / 63 |
48.476861% |
0.385874 |
-0.010110 |
0.089481 |
0.023489 |
0.009182 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
25.00 |
0.16% |
0 / 0 |
$0.05 / 196 |
0 / 29 |
68.755268% |
0.035092 |
-0.001996 |
0.018115 |
0.004755 |
0.000917 |
|
956 |
Legs |
12/15(81) |
PUT |
12.50 / 5.00 |
$95 / $655 / 0.15 |
59.43% / $36.68 / 5.60% / 25.22% |
70.52% / $11.55 |
$0.95 / $1.05 / $0.10 / 73 |
|
Underlying |
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 |
12.50 |
40.57% |
$1.05 / 73 |
$1.15 / 279 |
4 / 87 |
53.375827% |
-0.400271 |
-0.008894 |
0.090394 |
0.023729 |
-0.015357 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
PUT |
5.00 |
1.46% |
0 / 0 |
$0.10 / 117 |
0 / 1 |
121.274517% |
-0.001440 |
-0.000116 |
0.001100 |
0.000289 |
-0.000047 |
|
|
872 |
|
12/15(81) |
CALL |
85.00 / 95.00 |
$165 / $835 / 0.20 |
64.01% / $13.68 / 1.64% / 6.94% |
71.45% / $86.65 |
$1.65 / $2.05 / $0.40 / 30 |
27 / 17.81% / 97 |
|
Legs |
Vertical |
Bearish |
$81.24 (-0.05%) / 204K |
|
Earnings: 11/16 |
|
Bearish / 2 days 11 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 |
85.00 |
35.99% |
$2.05 / 41 |
$2.20 / 125 |
4 / 447 |
19.719962% |
0.437282 |
-0.027787 |
0.036328 |
0.155404 |
0.075845 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
95.00 |
5.92% |
$0.25 / 75 |
$0.40 / 30 |
0 / 201 |
20.679636% |
0.158918 |
-0.016450 |
0.022367 |
0.095683 |
0.028339 |
|
880 |
|
10/20(25) |
CALL |
7.30 / 9.30 |
$15 / $185 / 0.08 |
59.94% / $4.10 / 2.22% / 30.08% |
66.18% / $7.45 |
$0.15 / $0.20 / $0.05 / 434 |
13 / 17.76% / 97 |
1 |
Legs |
Vertical |
Bearish |
$7.15 (+2.88%) / 971K |
|
Earnings: 12/14 |
|
Bearish / 2 days 11 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 |
7.30 |
40.06% |
$0.20 / 1,197 |
$0.30 / 456 |
1 / 386 |
40.304110% |
0.482208 |
-0.008993 |
0.317759 |
0.007982 |
0.002384 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
9.30 |
1.31% |
0 / 0 |
$0.05 / 434 |
21 / 442 |
65.305073% |
0.078346 |
-0.003229 |
0.116671 |
0.002931 |
0.000409 |
|
902 |
Legs |
10/20(25) |
CALL |
7.30 / 10.30 |
$15 / $285 / 0.05 |
59.94% / $8.33 / 2.92% / 41.30% |
66.18% / $7.45 |
$0.15 / $0.20 / $0.05 / 774 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/20/2023 (M) |
CALL |
7.30 |
40.06% |
$0.20 / 1,197 |
$0.30 / 456 |
1 / 386 |
40.304110% |
0.482208 |
-0.008993 |
0.317759 |
0.007982 |
0.002384 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
10.30 |
0.11% |
0 / 0 |
$0.05 / 774 |
17 / 426 |
83.126785% |
0.023031 |
-0.001199 |
0.043494 |
0.001093 |
0.000122 |
|
|
881 |
|
10/20(25) |
CALL |
25.00 / 30.00 |
$25 / $475 / 0.05 |
60.18% / $8.62 / 1.81% / 24.08% |
64.76% / $25.25 |
$0.25 / $0.50 / $0.25 / 1 |
8 / 7.45% / 97 |
|
Legs |
Vertical |
Bearish |
$24.41 (-0.16%) / 719K |
|
Earnings: 10/30 |
|
Bearish / 2 days 11 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 |
25.00 |
39.82% |
$0.50 / 110 |
$0.70 / 34 |
0 / 64 |
28.427189% |
0.462182 |
-0.020132 |
0.136599 |
0.027399 |
0.008248 |
NYSE / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
30.00 |
0.67% |
0 / 0 |
$0.25 / 1 |
0 / 254 |
58.769597% |
0.051030 |
-0.005280 |
0.036117 |
0.007244 |
0.000947 |
|
884 |
|
11/17(53) |
PUT |
12.00 / 7.00 |
$50 / $450 / 0.11 |
56.35% / $13.47 / 2.99% / 19.85% |
65.24% / $11.50 |
$0.50 / $0.90 / $0.40 / 12 |
29 / 15.86% / 97 |
1 |
Legs |
Vertical |
Bullish |
$12.10 (+0.83%) / 379K |
|
Earnings: 11/01 |
|
Bearish / 2 days 11 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 |
12.00 |
43.65% |
$0.90 / 12 |
$1.75 / 326 |
2 / 1 |
74.446945% |
-0.430649 |
-0.009561 |
0.130851 |
0.018733 |
-0.009853 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
1.61% |
0 / 0 |
$0.40 / 118 |
0 / 8 |
138.387951% |
-0.009630 |
-0.000663 |
0.008588 |
0.001230 |
-0.000198 |
|
905 |
Legs |
11/17(53) |
PUT |
12.00 / 6.00 |
$45 / $555 / 0.08 |
56.35% / $17.64 / 3.18% / 21.19% |
64.40% / $11.55 |
$0.45 / $0.90 / $0.45 / 12 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
12.00 |
43.65% |
$0.90 / 12 |
$1.75 / 326 |
2 / 1 |
74.446945% |
-0.430649 |
-0.009561 |
0.130851 |
0.018733 |
-0.009853 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
0.68% |
0 / 0 |
$0.45 / 137 |
0 / 3 |
174.823108% |
-0.001539 |
-0.000129 |
0.001663 |
0.000238 |
-0.000031 |
|
|
886 |
|
10/20(25) |
CALL |
5.00 / 7.50 |
$20 / $230 / 0.09 |
61.27% / $5.89 / 2.56% / 35.48% |
68.15% / $5.20 |
$0.20 / $0.25 / $0.05 / 1 |
41 / 36.99% / 97 |
1 |
Legs |
Vertical |
Bearish |
$4.75 (-3.85%) / 1.67M |
|
Earnings: 11/08 |
|
Bearish / 2 days 11 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 |
5.00 |
38.73% |
$0.25 / 4 |
$0.35 / 227 |
0 / 3,847 |
70.179524% |
0.510301 |
-0.010253 |
0.273955 |
0.005390 |
0.001546 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
7.50 |
1.37% |
0 / 0 |
$0.05 / 1 |
0 / 2,963 |
104.148006% |
0.095146 |
-0.004297 |
0.116236 |
0.002287 |
0.000317 |
|
923 |
Legs |
10/20(25) |
CALL |
5.00 / 9.00 |
$20 / $380 / 0.05 |
61.27% / $11.41 / 3.00% / 42.64% |
68.15% / $5.20 |
$0.20 / $0.25 / $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 |
5.00 |
38.73% |
$0.25 / 4 |
$0.35 / 227 |
0 / 3,847 |
70.179524% |
0.510301 |
-0.010253 |
0.273955 |
0.005390 |
0.001546 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
CALL |
9.00 |
0.11% |
0 / 0 |
$0.05 / 3 |
10 / 91 |
134.150704% |
0.028050 |
-0.001630 |
0.044202 |
0.000870 |
0.000096 |
|
|
935 |
|
12/15(81) |
CALL |
8.00 / 10.00 |
$25 / $175 / 0.14 |
64.08% / $6.83 / 3.91% / 17.14% |
71.83% / $8.25 |
$0.25 / $0.30 / $0.05 / 100 |
20 / 6.23% / 97 |
|
Legs |
Vertical |
Bearish |
$7.66 (-0.65%) / 10.71M |
|
Earnings: 10/25 |
|
Bearish / 2 days 11 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 |
8.00 |
35.92% |
$0.30 / 100 |
$0.40 / 3,031 |
0 / 2,808 |
32.590561% |
0.454534 |
-0.003519 |
0.252853 |
0.014551 |
0.007015 |
NYSE / Stock |
Long (Buy) |
12/15/2023 (M) |
CALL |
10.00 |
2.64% |
0 / 0 |
$0.05 / 246 |
0 / 272 |
37.232432% |
0.112790 |
-0.001731 |
0.122907 |
0.007073 |
0.001835 |
|
977 |
|
10/20(25) |
PUT |
20.00 / 17.50 |
$15 / $235 / 0.06 |
49.36% / $4.14 / 1.76% / 23.33% |
55.62% / $19.85 |
$0.15 / $0.20 / $0.05 / 11 |
8 / 3.93% / 97 |
1 |
Legs |
Vertical |
Bullish |
$20.06 (+0.50%) / 615K |
|
Earnings: 11/21 |
|
Bearish / 2 days 11 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 |
20.00 |
50.64% |
$0.20 / 11 |
$0.35 / 145 |
1 / 397 |
11.555444% |
-0.492976 |
-0.010752 |
0.291048 |
0.022368 |
-0.008297 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
17.50 |
0.68% |
0 / 0 |
$0.05 / 34 |
0 / 2 |
31.499125% |
-0.023811 |
-0.001387 |
0.041213 |
0.003167 |
-0.000389 |
|
984 |
Legs |
11/17(53) |
PUT |
20.00 / 15.00 |
$35 / $465 / 0.08 |
47.48% / $16.11 / 3.46% / 23.26% |
57.78% / $19.65 |
$0.35 / $0.40 / $0.05 / 62 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
20.00 |
52.52% |
$0.40 / 62 |
$0.55 / 176 |
1 / 321 |
13.303987% |
-0.498880 |
-0.008027 |
0.205946 |
0.031110 |
-0.016894 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
0.05% |
0 / 0 |
$0.05 / 81 |
0 / 121 |
41.669416% |
-0.001287 |
-0.000075 |
0.002223 |
0.000336 |
-0.000041 |
|
|
6 |
|
11/03(39) |
CALL |
140.00 / 143.00 |
$77 / $223 / 0.35 |
72.23% / $0.35 / 0.16% / 1.28% |
74.15% / $140.77 |
$0.77 / $2.56 / $1.79 / 29 |
55 / 29.17% / 95 |
5 |
Legs |
Vertical |
Bearish |
$131.60 (+0.18%) / 17.36M |
|
Earnings: 10/24 |
|
Bearish / 2 days 11 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 |
140.00 |
27.77% |
$2.56 / 29 |
$2.61 / 31 |
8 / 2 |
28.453996% |
0.377287 |
-0.084260 |
0.021361 |
0.172545 |
0.053714 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
143.00 |
20.74% |
$1.74 / 20 |
$1.79 / 35 |
12 / 12 |
27.995571% |
0.319052 |
-0.078705 |
0.020082 |
0.162212 |
0.045689 |
|
11 |
Legs |
11/03(39) |
CALL |
140.00 / 144.00 |
$99 / $301 / 0.33 |
72.23% / $0.66 / 0.22% / 1.79% |
74.69% / $140.99 |
$0.99 / $2.56 / $1.57 / 13 |
|
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 |
140.00 |
27.77% |
$2.56 / 29 |
$2.61 / 31 |
8 / 2 |
28.453996% |
0.377287 |
-0.084260 |
0.021361 |
0.172545 |
0.053714 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
144.00 |
18.68% |
$1.53 / 20 |
$1.57 / 13 |
18 / 3 |
27.917768% |
0.300767 |
-0.076560 |
0.019572 |
0.158092 |
0.043148 |
|
18 |
Legs |
11/03(39) |
CALL |
139.00 / 142.00 |
$85 / $215 / 0.40 |
69.61% / $0.23 / 0.11% / 0.89% |
71.84% / $139.85 |
$0.85 / $2.89 / $2.04 / 38 |
|
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 |
139.00 |
30.39% |
$2.89 / 47 |
$2.93 / 103 |
4 / 78 |
28.603496% |
0.397709 |
-0.085763 |
0.021689 |
0.175196 |
0.056502 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
142.00 |
22.94% |
$1.99 / 20 |
$2.04 / 38 |
9 / 1 |
28.155671% |
0.337921 |
-0.080715 |
0.020553 |
0.166018 |
0.048301 |
|
20 |
Legs |
10/27(32) |
CALL |
139.00 / 142.00 |
$79 / $221 / 0.36 |
71.35% / $0.46 / 0.21% / 2.06% |
73.56% / $139.79 |
$0.79 / $2.41 / $1.62 / 36 |
|
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 |
139.00 |
28.65% |
$2.41 / 79 |
$2.46 / 66 |
9 / 125 |
28.426943% |
0.381162 |
-0.091929 |
0.023419 |
0.158372 |
0.045758 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
CALL |
142.00 |
20.82% |
$1.58 / 52 |
$1.62 / 36 |
24 / 31 |
27.921740% |
0.317019 |
-0.085354 |
0.021888 |
0.148023 |
0.038283 |
|
21 |
Legs |
11/03(39) |
CALL |
140.00 / 145.00 |
$118 / $382 / 0.31 |
72.23% / $0.47 / 0.12% / 1.01% |
75.14% / $141.18 |
$1.18 / $2.56 / $1.38 / 20 |
|
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 |
140.00 |
27.77% |
$2.56 / 29 |
$2.61 / 31 |
8 / 2 |
28.453996% |
0.377287 |
-0.084260 |
0.021361 |
0.172545 |
0.053714 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
145.00 |
16.76% |
$1.33 / 20 |
$1.38 / 20 |
21 / 1 |
27.828105% |
0.283091 |
-0.074296 |
0.019027 |
0.153694 |
0.040683 |
|
22 |
Legs |
11/03(39) |
CALL |
139.00 / 143.00 |
$110 / $290 / 0.38 |
69.61% / $0.77 / 0.27% / 2.19% |
72.48% / $140.10 |
$1.10 / $2.89 / $1.79 / 35 |
|
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 |
139.00 |
30.39% |
$2.89 / 47 |
$2.93 / 103 |
4 / 78 |
28.603496% |
0.397709 |
-0.085763 |
0.021689 |
0.175196 |
0.056502 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
CALL |
143.00 |
20.74% |
$1.74 / 20 |
$1.79 / 35 |
12 / 12 |
27.995571% |
0.319052 |
-0.078705 |
0.020082 |
0.162212 |
0.045689 |
|
|
7 |
|
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 11 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 |
|
8 |
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 |
|
9 |
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 |
|
14 |
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 |
|
15 |
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 |
|
23 |
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 |
|
|
26 |
|
10/27(32) |
PUT |
24.00 / 23.00 |
$31 / $69 / 0.45 |
69.21% / $1.25 / 1.81% / 18.99% |
70.67% / $23.69 |
$0.31 / $1.40 / $1.09 / 6 |
11 / 2.23% / 95 |
5 |
Legs |
Vertical |
Bullish |
$26.43 (-2.44%) / 4.07M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 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 |
24.00 |
30.79% |
$1.40 / 10 |
$1.44 / 6 |
1 / 22 |
80.228117% |
-0.319975 |
-0.046484 |
0.037117 |
0.029772 |
-0.010803 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
23.00 |
26.26% |
$1.05 / 10 |
$1.09 / 6 |
1 / 72 |
80.320351% |
-0.279316 |
-0.043812 |
0.034898 |
0.027993 |
-0.009313 |
|
36 |
Legs |
10/27(32) |
PUT |
24.00 / 22.00 |
$59 / $141 / 0.42 |
69.21% / $2.31 / 1.64% / 17.09% |
71.94% / $23.41 |
$0.59 / $1.40 / $0.81 / 6 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
10/27/2023 (W) |
PUT |
24.00 |
30.79% |
$1.40 / 10 |
$1.44 / 6 |
1 / 22 |
80.228117% |
-0.319975 |
-0.046484 |
0.037117 |
0.029772 |
-0.010803 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
22.00 |
22.22% |
$0.77 / 10 |
$0.81 / 6 |
1 / 40 |
80.825071% |
-0.239725 |
-0.040574 |
0.032247 |
0.025866 |
-0.007896 |
|
40 |
Legs |
10/27(32) |
PUT |
24.00 / 21.00 |
$81 / $219 / 0.37 |
69.21% / $1.43 / 0.65% / 6.53% |
72.92% / $23.19 |
$0.81 / $1.40 / $0.59 / 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 |
24.00 |
30.79% |
$1.40 / 10 |
$1.44 / 6 |
1 / 22 |
80.228117% |
-0.319975 |
-0.046484 |
0.037117 |
0.029772 |
-0.010803 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
21.00 |
18.68% |
$0.55 / 16 |
$0.59 / 17 |
0 / 11 |
81.609372% |
-0.201805 |
-0.036834 |
0.029215 |
0.023434 |
-0.006568 |
|
47 |
Legs |
10/20(25) |
PUT |
24.00 / 23.00 |
$29 / $71 / 0.41 |
70.13% / $0.39 / 0.56% / 6.88% |
71.63% / $23.71 |
$0.29 / $1.15 / $0.86 / 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) |
PUT |
24.00 |
29.87% |
$1.15 / 17 |
$1.17 / 6 |
11 / 124 |
78.833877% |
-0.315923 |
-0.051718 |
0.041133 |
0.026578 |
-0.008345 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
23.00 |
24.91% |
$0.83 / 227 |
$0.86 / 147 |
53 / 50 |
79.271196% |
-0.271061 |
-0.048282 |
0.038312 |
0.024756 |
-0.007072 |
|
48 |
Legs |
10/27(32) |
PUT |
24.00 / 20.00 |
$99 / $301 / 0.33 |
69.21% / $1.14 / 0.38% / 3.72% |
73.70% / $23.01 |
$0.99 / $1.40 / $0.41 / 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 |
24.00 |
30.79% |
$1.40 / 10 |
$1.44 / 6 |
1 / 22 |
80.228117% |
-0.319975 |
-0.046484 |
0.037117 |
0.029772 |
-0.010803 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
20.00 |
15.60% |
$0.38 / 10 |
$0.41 / 17 |
24 / 46 |
82.221941% |
-0.166162 |
-0.032691 |
0.025882 |
0.020761 |
-0.005346 |
|
49 |
Legs |
10/20(25) |
PUT |
23.50 / 22.50 |
$26 / $74 / 0.35 |
72.69% / $0.02 / 0.03% / 0.30% |
73.95% / $23.24 |
$0.26 / $0.98 / $0.72 / 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 |
23.50 |
27.31% |
$0.98 / 152 |
$1.01 / 27 |
0 / 140 |
79.083022% |
-0.293333 |
-0.050097 |
0.039797 |
0.025715 |
-0.007700 |
NASDAQ / Stock |
Long (Buy) |
10/20/2023 (M) |
PUT |
22.50 |
22.66% |
$0.70 / 163 |
$0.72 / 6 |
33 / 1,887 |
79.407979% |
-0.249206 |
-0.046282 |
0.036687 |
0.023706 |
-0.006463 |
|
|
43 |
|
11/03(39) |
PUT |
8.00 / 7.00 |
$30 / $70 / 0.43 |
67.65% / $0.62 / 0.89% / 7.45% |
71.00% / $7.70 |
$0.30 / $0.68 / $0.38 / 19 |
27 / 18.41% / 95 |
5 |
Legs |
Vertical |
Bullish |
$8.69 (-5.13%) / 17.2M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 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 |
8.00 |
32.35% |
$0.68 / 42 |
$0.72 / 21 |
24 / 15 |
94.677925% |
-0.324105 |
-0.016431 |
0.088779 |
0.010896 |
-0.004696 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
7.00 |
22.20% |
$0.35 / 202 |
$0.38 / 19 |
3 / 1 |
97.525406% |
-0.227405 |
-0.013871 |
0.074508 |
0.009144 |
-0.003169 |
|
109 |
Legs |
11/03(39) |
PUT |
8.00 / 5.50 |
$56 / $194 / 0.29 |
67.65% / $0.90 / 0.47% / 3.85% |
73.69% / $7.44 |
$0.56 / $0.68 / $0.12 / 42 |
|
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 |
8.00 |
32.35% |
$0.68 / 42 |
$0.72 / 21 |
24 / 15 |
94.677925% |
-0.324105 |
-0.016431 |
0.088779 |
0.010896 |
-0.004696 |
NASDAQ / Stock |
Long (Buy) |
11/03/2023 (W) |
PUT |
5.50 |
11.97% |
$0.09 / 367 |
$0.12 / 277 |
0 / 1 |
104.788635% |
-0.101459 |
-0.008210 |
0.043799 |
0.005375 |
-0.001338 |
|
159 |
Legs |
11/17(53) |
PUT |
7.00 / 6.00 |
$23 / $77 / 0.30 |
76.25% / $1.67 / 2.16% / 14.04% |
78.00% / $6.77 |
$0.23 / $0.49 / $0.26 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
7.00 |
23.75% |
$0.49 / 959 |
$0.51 / 368 |
115 / 1,039 |
98.986873% |
-0.236587 |
-0.012246 |
0.066157 |
0.010763 |
-0.004612 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
16.93% |
$0.25 / 14 |
$0.26 / 27 |
1 / 334 |
102.633940% |
-0.156422 |
-0.009570 |
0.051418 |
0.008365 |
-0.002932 |
|
179 |
Legs |
11/17(53) |
PUT |
8.00 / 5.00 |
$75 / $225 / 0.33 |
67.28% / $7.02 / 3.12% / 20.77% |
74.22% / $7.25 |
$0.75 / $0.87 / $0.12 / 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) |
PUT |
8.00 |
32.72% |
$0.87 / 55 |
$0.89 / 182 |
104 / 1,867 |
97.306070% |
-0.321170 |
-0.014127 |
0.076819 |
0.012498 |
-0.006517 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
5.00 |
11.90% |
$0.11 / 1,180 |
$0.12 / 604 |
1 / 336 |
108.371798% |
-0.087777 |
-0.006392 |
0.034188 |
0.005562 |
-0.001583 |
|
184 |
Legs |
11/17(53) |
PUT |
8.00 / 7.00 |
$36 / $64 / 0.56 |
67.28% / $5.25 / 8.20% / 62.25% |
70.77% / $7.64 |
$0.36 / $0.87 / $0.51 / 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) |
PUT |
8.00 |
32.72% |
$0.87 / 55 |
$0.89 / 182 |
104 / 1,867 |
97.306070% |
-0.321170 |
-0.014127 |
0.076819 |
0.012498 |
-0.006517 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
7.00 |
23.75% |
$0.49 / 959 |
$0.51 / 368 |
115 / 1,039 |
98.986873% |
-0.236587 |
-0.012246 |
0.066157 |
0.010763 |
-0.004612 |
|
194 |
Legs |
11/17(53) |
PUT |
8.00 / 6.00 |
$61 / $139 / 0.44 |
67.28% / $6.75 / 4.85% / 33.77% |
73.02% / $7.39 |
$0.61 / $0.87 / $0.26 / 27 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
8.00 |
32.72% |
$0.87 / 55 |
$0.89 / 182 |
104 / 1,867 |
97.306070% |
-0.321170 |
-0.014127 |
0.076819 |
0.012498 |
-0.006517 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
6.00 |
16.93% |
$0.25 / 14 |
$0.26 / 27 |
1 / 334 |
102.633940% |
-0.156422 |
-0.009570 |
0.051418 |
0.008365 |
-0.002932 |
|
|
95 |
|
11/17(53) |
PUT |
65.00 / 60.00 |
$160 / $340 / 0.47 |
69.34% / $17.12 / 5.03% / 35.20% |
72.13% / $63.40 |
$1.60 / $4.65 / $3.05 / 95 |
20 / 10.70% / 95 |
5 |
Legs |
Vertical |
Bullish |
$71.30 (-4.19%) / 6.32M |
|
Earnings: 11/02 |
|
Bearish / 2 days 11 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 |
65.00 |
30.66% |
$4.65 / 132 |
$4.75 / 551 |
204 / 974 |
72.539732% |
-0.319961 |
-0.076371 |
0.014014 |
0.101121 |
-0.045931 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
60.00 |
22.54% |
$2.97 / 947 |
$3.05 / 95 |
104 / 1,453 |
73.679076% |
-0.244382 |
-0.067530 |
0.012303 |
0.088776 |
-0.034288 |
|
102 |
Legs |
11/17(53) |
PUT |
65.00 / 55.00 |
$279 / $721 / 0.39 |
69.34% / $26.98 / 3.74% / 25.30% |
74.09% / $62.21 |
$2.79 / $4.65 / $1.86 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
65.00 |
30.66% |
$4.65 / 132 |
$4.75 / 551 |
204 / 974 |
72.539732% |
-0.319961 |
-0.076371 |
0.014014 |
0.101121 |
-0.045931 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
16.15% |
$1.79 / 1,357 |
$1.86 / 29 |
59 / 1,444 |
75.548498% |
-0.174564 |
-0.055692 |
0.010086 |
0.072779 |
-0.023969 |
|
135 |
Legs |
11/17(53) |
PUT |
65.00 / 50.00 |
$357 / $1,143 / 0.31 |
69.34% / $39.93 / 3.49% / 23.47% |
75.32% / $61.43 |
$3.57 / $4.65 / $1.08 / 32 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
65.00 |
30.66% |
$4.65 / 132 |
$4.75 / 551 |
204 / 974 |
72.539732% |
-0.319961 |
-0.076371 |
0.014014 |
0.101121 |
-0.045931 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
50.00 |
11.32% |
$1.04 / 1,156 |
$1.08 / 32 |
40 / 475 |
78.421145% |
-0.114379 |
-0.042050 |
0.007578 |
0.054678 |
-0.015390 |
|
169 |
Legs |
11/17(53) |
PUT |
60.00 / 55.00 |
$111 / $389 / 0.29 |
77.46% / $9.84 / 2.53% / 16.58% |
79.03% / $58.89 |
$1.11 / $2.97 / $1.86 / 29 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
60.00 |
22.54% |
$2.97 / 947 |
$3.05 / 95 |
104 / 1,453 |
73.679076% |
-0.244382 |
-0.067530 |
0.012303 |
0.088776 |
-0.034288 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
55.00 |
16.15% |
$1.79 / 1,357 |
$1.86 / 29 |
59 / 1,444 |
75.548498% |
-0.174564 |
-0.055692 |
0.010086 |
0.072779 |
-0.023969 |
|
222 |
Legs |
11/17(53) |
PUT |
65.00 / 45.00 |
$403 / $1,597 / 0.25 |
69.34% / $62.37 / 3.91% / 26.52% |
76.03% / $60.97 |
$4.03 / $4.65 / $0.62 / 42 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI |
IV |
Delta |
Theta |
Gamma |
Vega |
Rho |
|
Short (Sell) |
11/17/2023 (M) |
PUT |
65.00 |
30.66% |
$4.65 / 132 |
$4.75 / 551 |
204 / 974 |
72.539732% |
-0.319961 |
-0.076371 |
0.014014 |
0.101121 |
-0.045931 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
45.00 |
7.79% |
$0.60 / 137 |
$0.62 / 42 |
21 / 378 |
82.830917% |
-0.066933 |
-0.028327 |
0.005083 |
0.036679 |
-0.008836 |
|
243 |
Legs |
10/27(32) |
PUT |
65.00 / 50.00 |
$226 / $1,274 / 0.18 |
71.42% / $3.62 / 0.28% / 2.79% |
76.12% / $62.74 |
$2.26 / $2.65 / $0.39 / 76 |
|
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 |
65.00 |
28.58% |
$2.65 / 76 |
$2.81 / 31 |
127 / 271 |
64.777820% |
-0.309685 |
-0.095966 |
0.017389 |
0.079249 |
-0.026520 |
NASDAQ / Stock |
Long (Buy) |
10/27/2023 (W) |
PUT |
50.00 |
7.29% |
$0.32 / 399 |
$0.39 / 683 |
12 / 25 |
74.376998% |
-0.077434 |
-0.040060 |
0.007152 |
0.032595 |
-0.006251 |
|
|
107 |
|
11/17(53) |
PUT |
17.50 / 15.00 |
$69 / $181 / 0.38 |
73.73% / $12.17 / 6.72% / 49.10% |
76.96% / $16.81 |
$0.69 / $1.32 / $0.63 / 7 |
25 / 18.29% / 95 |
5 |
Legs |
Vertical |
Bullish |
$20.20 (-4.94%) / 15.02M |
|
Earnings: 11/14 |
|
Bearish / 2 days 11 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 |
17.50 |
26.27% |
$1.32 / 204 |
$1.33 / 13 |
286 / 8,426 |
86.747122% |
-0.275055 |
-0.023341 |
0.040264 |
0.026897 |
-0.011510 |
NASDAQ / Stock |
Long (Buy) |
11/17/2023 (M) |
PUT |
15.00 |
16.02% |
$0.62 / 907 |
$0.63 / 7 |
30 / 5,273 |
89.681093% |
-0.164294 |
-0.017468 |
0.029868 |
0.019953 |
-0.006608 |
|
207 |
Legs |
11/17(53) |
CALL |
25.00 / 27.50 |
$44 / $206 / 0.21 |
79.74% / $2.46 / 1.20% / 7.57% |
81.43% / $25.44 |
$0.44 / $1.23 / $0.79 / 22 |
|
Underlying |
Leg |
Expiration |
Type |
Strike |
Prob. ITM |
Bid / Size |
Ask / Size |
Volume / OI | |