| Calls | Strike | Puts | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Chg | Bid | Ask | Vol | OI | IV | Δ | K | Δ | IV | OI | Vol | Ask | Bid | Chg | Last |
| 54.45 | — | — | — | — | — | 50.00 | -0.01 | 301.2% | 4 | — | — | 0.1500 | ||||
| 49.65 | — | — | — | — | — | 55.00 | -0.01 | 254.7% | 5 | 1 | — | 0.2000 | ||||
| — | — | — | — | — | — | — | — | 65.00 | -0.04 | 259.6% | 4 | — | — | 1.25 | ||
| — | — | — | — | — | — | — | — | 75.00 | -0.05 | 185.9%* | 5 | 1 | — | 0.4200 | ||
| — | — | — | — | — | — | — | — | 80.00 | -0.01 | 101.2%* | 32 | 1 | — | 0.0500 | ||
| 19.77 | — | 5 | 2 | 343.1%* | 0.73 | 85.00 | -0.02 | 74.9%* | 104 | 1 | — | 0.0500 | ||||
| 9.00 | — | 1 | 3 | 90.2%* | 0.86 | 90.00 | -0.05 | 56.9%* | 169 | 4 | — | 0.1100 | ||||
| 7.60 | — | 1 | 10 | 156.5%* | 0.62 | 95.00 | -0.25 | 55.6%* | 401 | 15 | — | 0.7900 | ||||
| Spot 98.33 | ||||||||||||||||
| 1.00 | — | 15 | 239 | 44.8%* | 0.36 | 100.00 | — | — | 326 | 60 | — | 1.50 | ||||
| 0.1500 | — | 16 | 467 | 47.1%* | 0.08 | 105.00 | — | — | 274 | 3 | — | 3.50 | ||||
| 0.0800 | — | 4 | 651 | 63.4%* | 0.03 | 110.00 | — | — | 172 | 2 | — | 7.60 | ||||
| 0.0500 | — | 6 | 461 | 77.6%* | 0.02 | 115.00 | — | — | 10 | 1 | — | 14.20 | ||||
| 0.1500 | — | 2 | 200 | 112.9%* | 0.04 | 120.00 | -0.87 | 174.2%* | — | 6 | — | 22.65 | ||||
| 0.2000 | — | 1 | 421 | 138.0%* | 0.04 | 125.00 | -0.98 | 123.8% | 13 | 13 | — | 18.50 | ||||
| 1.40 | — | 1 | 23 | 139.3% | 0.02 | 130.00 | — | — | — | — | — | — | — | — | ||
| 0.0400 | — | 1 | 135 | 137.5%* | 0.01 | 135.00 | — | — | — | — | — | — | — | — | ||
| 0.3000 | — | 4 | — | 202.0%* | 0.04 | 140.00 | — | — | — | — | — | 35.60 | ||||
| 0.9000 | — | 6 | 19 | 273.8% | 0.09 | 145.00 | -0.88 | 302.1% | 1 | — | — | 44.40 | ||||
| 1.60 | — | — | — | 330.3%* | 0.12 | 150.00 | — | — | — | — | — | — | — | — | ||
| 1.30 | — | — | — | 330.6%* | 0.10 | 155.00 | -0.90 | 335.9% | 1 | — | — | 54.10 | ||||
| — | — | — | — | — | — | — | — | 170.00 | — | — | — | — | — | 66.80 | ||
Greeks and probabilities use Black-Scholes with Yahoo's implied volatility and a 4.05% risk-free rate (13-week T-bill). Option quotes can lag the stock quote.
Gamma exposure follows the bot's lgf gex: Black-Scholes gamma per 1% move on open interest within 45 days, assuming dealers are long calls and short puts. Positive gamma tends to damp moves, negative gamma to amplify them. An estimate, not dealers' actual books.