AA Stock — Alcoa Corp: Options Chain

Calls		Puts
0	1	140.2%	0.926	$9.75	$0.12	-0.154	214.8%	18	0
Call · $35 In the money Last $9.75 Breakeven $44.75 Implied vol 140.2% Delta 0.926 ≈93% ITM Gamma 0.018 Theta -0.098 Vega 0.009 Open interest 0 Model this call Put · $35 Last $0.12 Breakeven $34.88 Implied vol 214.8% Delta -0.154 ≈15% ITM Gamma 0.02 Theta -0.249 Vega 0.013 Open interest 0 Model this put
0	—	169.7%	0.863	—	—	-0.099	139.9%	—	0
Call · $36 In the money Last — Breakeven — Implied vol 169.7% Delta 0.863 ≈86% ITM Gamma 0.023 Theta -0.184 Vega 0.013 Open interest 0 Model this call Put · $36 Last — Breakeven — Implied vol 139.9% Delta -0.099 ≈10% ITM Gamma 0.023 Theta -0.119 Vega 0.009 Open interest 0 Model this put
0	—	161.7%	0.857	—	$0.04	—	—	4	2
Call · $36.5 In the money Last — Breakeven — Implied vol 161.7% Delta 0.857 ≈86% ITM Gamma 0.025 Theta -0.18 Vega 0.013 Open interest 0 Model this call Put · $36.5 Last $0.04 Breakeven $36.46 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
0	—	163.3%	0.839	—	$0.37	-0.113	130.3%	28	11
Call · $37 In the money Last — Breakeven — Implied vol 163.3% Delta 0.839 ≈84% ITM Gamma 0.027 Theta -0.197 Vega 0.013 Open interest 0 Model this call Put · $37 Last $0.37 Breakeven $36.63 Implied vol 130.3% Delta -0.113 ≈11% ITM Gamma 0.027 Theta -0.123 Vega 0.009 Open interest 11 Model this put
0	—	159.2%	0.828	—	$0.04	-0.03	74.6%	16	13
Call · $37.5 In the money Last — Breakeven — Implied vol 159.2% Delta 0.828 ≈83% ITM Gamma 0.029 Theta -0.201 Vega 0.013 Open interest 0 Model this call Put · $37.5 Last $0.04 Breakeven $37.46 Implied vol 74.6% Delta -0.03 ≈3% ITM Gamma 0.017 Theta -0.025 Vega 0.005 Open interest 13 Model this put
3	2	144.1%	0.829	$9.10	$0.06	-0.171	144.1%	6	28
Call · $38 In the money Last $9.10 Breakeven $47.10 Implied vol 144.1% Delta 0.829 ≈83% ITM Gamma 0.032 Theta -0.181 Vega 0.014 Open interest 3 Model this call Put · $38 Last $0.06 Breakeven $37.94 Implied vol 144.1% Delta -0.171 ≈17% ITM Gamma 0.032 Theta -0.179 Vega 0.014 Open interest 28 Model this put
10	10	121.8%	0.843	$4.72	$0.05	-0.068	79.8%	18	93
Call · $38.5 In the money Last $4.72 Breakeven $43.22 Implied vol 121.8% Delta 0.843 ≈84% ITM Gamma 0.036 Theta -0.145 Vega 0.014 Open interest 10 Model this call Put · $38.5 Last $0.05 Breakeven $38.45 Implied vol 79.8% Delta -0.068 ≈7% ITM Gamma 0.03 Theta -0.051 Vega 0.009 Open interest 93 Model this put
1	3	114.5%	0.835	$10.22	$0.09	-0.085	78.2%	18	140
Call · $39 In the money Last $10.22 Breakeven $49.22 Implied vol 114.5% Delta 0.835 ≈83% ITM Gamma 0.039 Theta -0.141 Vega 0.014 Open interest 1 Model this call Put · $39 Last $0.09 Breakeven $38.91 Implied vol 78.2% Delta -0.085 ≈9% ITM Gamma 0.036 Theta -0.059 Vega 0.009 Open interest 140 Model this put
0	—	101.8%	0.836	—	$0.09	-0.065	64.2%	13	34
Call · $39.5 In the money Last — Breakeven — Implied vol 101.8% Delta 0.836 ≈84% ITM Gamma 0.044 Theta -0.125 Vega 0.014 Open interest 0 Model this call Put · $39.5 Last $0.09 Breakeven $39.41 Implied vol 64.2% Delta -0.065 ≈6% ITM Gamma 0.036 Theta -0.04 Vega 0.009 Open interest 34 Model this put
62	1	78.4%	0.868	$4.85	$0.16	-0.082	61.6%	60	1.2k
Call · $40 In the money Last $4.85 Breakeven $44.85 Implied vol 78.4% Delta 0.868 ≈87% ITM Gamma 0.05 Theta -0.085 Vega 0.014 Open interest 62 Model this call Put · $40 Last $0.16 Breakeven $39.84 Implied vol 61.6% Delta -0.082 ≈8% ITM Gamma 0.045 Theta -0.045 Vega 0.009 Open interest 1.2k Model this put
6	6	117.8%	0.756	$3.50	$0.13	-0.256	126.4%	3	3
Call · $40.5 In the money Last $3.50 Breakeven $44.00 Implied vol 117.8% Delta 0.756 ≈76% ITM Gamma 0.048 Theta -0.183 Vega 0.018 Open interest 6 Model this call Put · $40.5 Last $0.13 Breakeven $40.37 Implied vol 126.4% Delta -0.256 ≈26% ITM Gamma 0.046 Theta -0.198 Vega 0.018 Open interest 3 Model this put
7	2	111.9%	0.737	$5.06	$0.23	-0.149	63.4%	3	199
Call · $41 In the money Last $5.06 Breakeven $46.06 Implied vol 111.9% Delta 0.737 ≈74% ITM Gamma 0.053 Theta -0.181 Vega 0.018 Open interest 7 Model this call Put · $41 Last $0.23 Breakeven $40.77 Implied vol 63.4% Delta -0.149 ≈15% ITM Gamma 0.067 Theta -0.072 Vega 0.014 Open interest 199 Model this put
13	6	94.4%	0.734	$3.45	$0.46	-0.207	70.1%	49	12
Call · $41.5 In the money Last $3.45 Breakeven $44.95 Implied vol 94.4% Delta 0.734 ≈73% ITM Gamma 0.063 Theta -0.154 Vega 0.018 Open interest 13 Model this call Put · $41.5 Last $0.46 Breakeven $41.04 Implied vol 70.1% Delta -0.207 ≈21% ITM Gamma 0.075 Theta -0.099 Vega 0.014 Open interest 12 Model this put
6	7	86.3%	0.713	$3.15	$0.48	-0.221	60.9%	240	109
Call · $42 In the money Last $3.15 Breakeven $45.15 Implied vol 86.3% Delta 0.713 ≈71% ITM Gamma 0.072 Theta -0.146 Vega 0.019 Open interest 6 Model this call Put · $42 Last $0.48 Breakeven $41.52 Implied vol 60.9% Delta -0.221 ≈22% ITM Gamma 0.09 Theta -0.089 Vega 0.019 Open interest 109 Model this put
4	20	57.2%	0.739	$2.96	$0.52	-0.272	60.5%	219	15
Call · $42.5 In the money Last $2.96 Breakeven $45.46 Implied vol 57.2% Delta 0.739 ≈74% ITM Gamma 0.103 Theta -0.093 Vega 0.019 Open interest 4 Model this call Put · $42.5 Last $0.52 Breakeven $41.98 Implied vol 60.5% Delta -0.272 ≈27% ITM Gamma 0.1 Theta -0.097 Vega 0.019 Open interest 15 Model this put
18	3	57.4%	0.683	$2.46	$0.97	-0.328	62%	41	633
Call · $43 In the money Last $2.46 Breakeven $45.46 Implied vol 57.4% Delta 0.683 ≈68% ITM Gamma 0.114 Theta -0.103 Vega 0.019 Open interest 18 Model this call Put · $43 Last $0.97 Breakeven $42.03 Implied vol 62% Delta -0.328 ≈33% ITM Gamma 0.107 Theta -0.11 Vega 0.019 Open interest 633 Model this put
85	1	59.4%	0.62	$2.11	$1.05	-0.383	61.6%	51	155
Call · $43.5 In the money Last $2.11 Breakeven $45.61 Implied vol 59.4% Delta 0.62 ≈62% ITM Gamma 0.117 Theta -0.113 Vega 0.022 Open interest 85 Model this call Put · $43.5 Last $1.05 Breakeven $42.45 Implied vol 61.6% Delta -0.383 ≈38% ITM Gamma 0.113 Theta -0.114 Vega 0.022 Open interest 155 Model this put
77	77	60.3%	0.559	$1.49	$1.17	-0.442	61.8%	103	292
Call · $44 In the money Last $1.49 Breakeven $45.49 Implied vol 60.3% Delta 0.559 ≈56% ITM Gamma 0.119 Theta -0.119 Vega 0.022 Open interest 77 Model this call Put · $44 Last $1.17 Breakeven $42.83 Implied vol 61.8% Delta -0.442 ≈44% ITM Gamma 0.117 Theta -0.118 Vega 0.022 Open interest 292 Model this put
Underlying $44.24
31	33	56.1%	0.498	$1.25	$1.20	-0.499	63.3%	22	28
Call · $44.5 Last $1.25 Breakeven $45.75 Implied vol 56.1% Delta 0.498 ≈50% ITM Gamma 0.13 Theta -0.112 Vega 0.022 Open interest 31 Model this call Put · $44.5 In the money Last $1.20 Breakeven $43.30 Implied vol 63.3% Delta -0.499 ≈50% ITM Gamma 0.116 Theta -0.123 Vega 0.022 Open interest 28 Model this put
158	199	56.3%	0.435	$1.10	$1.72	-0.555	63.2%	134	292
Call · $45 Last $1.10 Breakeven $46.10 Implied vol 56.3% Delta 0.435 ≈43% ITM Gamma 0.127 Theta -0.11 Vega 0.022 Open interest 158 Model this call Put · $45 In the money Last $1.72 Breakeven $43.28 Implied vol 63.2% Delta -0.555 ≈56% ITM Gamma 0.114 Theta -0.12 Vega 0.022 Open interest 292 Model this put
13	57	60.9%	0.384	$1.14	$1.60	-0.615	61.7%	14	30
Call · $45.5 Last $1.14 Breakeven $46.64 Implied vol 60.9% Delta 0.384 ≈38% ITM Gamma 0.115 Theta -0.116 Vega 0.022 Open interest 13 Model this call Put · $45.5 In the money Last $1.60 Breakeven $43.90 Implied vol 61.7% Delta -0.615 ≈61% ITM Gamma 0.114 Theta -0.115 Vega 0.022 Open interest 30 Model this put
121	107	57.3%	0.321	$0.69	$2.24	-0.665	62%	20	113
Call · $46 Last $0.69 Breakeven $46.69 Implied vol 57.3% Delta 0.321 ≈32% ITM Gamma 0.114 Theta -0.102 Vega 0.02 Open interest 121 Model this call Put · $46 In the money Last $2.24 Breakeven $43.76 Implied vol 62% Delta -0.665 ≈67% ITM Gamma 0.107 Theta -0.109 Vega 0.02 Open interest 113 Model this put
722	125	59.1%	0.275	$0.50	$2.45	-0.714	62.3%	5	45
Call · $46.5 Last $0.50 Breakeven $47.00 Implied vol 59.1% Delta 0.275 ≈27% ITM Gamma 0.103 Theta -0.098 Vega 0.02 Open interest 722 Model this call Put · $46.5 In the money Last $2.45 Breakeven $44.05 Implied vol 62.3% Delta -0.714 ≈71% ITM Gamma 0.1 Theta -0.102 Vega 0.02 Open interest 45 Model this put
112	146	58.2%	0.224	$0.43	$2.67	-0.764	61.6%	2	175
Call · $47 Last $0.43 Breakeven $47.43 Implied vol 58.2% Delta 0.224 ≈22% ITM Gamma 0.094 Theta -0.087 Vega 0.015 Open interest 112 Model this call Put · $47 In the money Last $2.67 Breakeven $44.33 Implied vol 61.6% Delta -0.764 ≈76% ITM Gamma 0.092 Theta -0.092 Vega 0.015 Open interest 175 Model this put
69	48	60.2%	0.193	$0.35	$3.08	-0.86	50.1%	3	20
Call · $47.5 Last $0.35 Breakeven $47.85 Implied vol 60.2% Delta 0.193 ≈19% ITM Gamma 0.083 Theta -0.081 Vega 0.015 Open interest 69 Model this call Put · $47.5 In the money Last $3.08 Breakeven $44.42 Implied vol 50.1% Delta -0.86 ≈86% ITM Gamma 0.083 Theta -0.053 Vega 0.014 Open interest 20 Model this put
99	111	59%	0.149	$0.28	$3.64	-0.829	64%	8	56
Call · $48 Last $0.28 Breakeven $48.28 Implied vol 59% Delta 0.149 ≈15% ITM Gamma 0.072 Theta -0.068 Vega 0.015 Open interest 99 Model this call Put · $48 In the money Last $3.64 Breakeven $44.36 Implied vol 64% Delta -0.829 ≈83% ITM Gamma 0.073 Theta -0.077 Vega 0.015 Open interest 56 Model this put
19	217	58%	0.116	$0.28	$3.98	-0.912	52.1%	2	2
Call · $48.5 Last $0.28 Breakeven $48.78 Implied vol 58% Delta 0.116 ≈12% ITM Gamma 0.061 Theta -0.056 Vega 0.01 Open interest 19 Model this call Put · $48.5 In the money Last $3.98 Breakeven $44.52 Implied vol 52.1% Delta -0.912 ≈91% ITM Gamma 0.057 Theta -0.038 Vega 0.01 Open interest 2 Model this put
167	49	59.7%	0.097	$0.22	$4.00	—	—	3	36
Call · $49 Last $0.22 Breakeven $49.22 Implied vol 59.7% Delta 0.097 ≈10% ITM Gamma 0.052 Theta -0.05 Vega 0.01 Open interest 167 Model this call Put · $49 In the money Last $4.00 Breakeven $45.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 36 Model this put
27	12	58.9%	0.071	$0.14	$3.64	-0.843	83.8%	2	4
Call · $49.5 Last $0.14 Breakeven $49.64 Implied vol 58.9% Delta 0.071 ≈7% ITM Gamma 0.042 Theta -0.039 Vega 0.006 Open interest 27 Model this call Put · $49.5 In the money Last $3.64 Breakeven $45.86 Implied vol 83.8% Delta -0.843 ≈84% ITM Gamma 0.053 Theta -0.097 Vega 0.015 Open interest 4 Model this put
659	22	64.4%	0.071	$0.09	$5.14	—	—	2	43
Call · $50 Last $0.09 Breakeven $50.09 Implied vol 64.4% Delta 0.071 ≈7% ITM Gamma 0.039 Theta -0.043 Vega 0.006 Open interest 659 Model this call Put · $50 In the money Last $5.14 Breakeven $44.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 Model this put
177	8	66.1%	0.049	$0.07	$6.16	-0.879	91.5%	2	12
Call · $51 Last $0.07 Breakeven $51.07 Implied vol 66.1% Delta 0.049 ≈5% ITM Gamma 0.028 Theta -0.033 Vega 0.006 Open interest 177 Model this call Put · $51 In the money Last $6.16 Breakeven $44.84 Implied vol 91.5% Delta -0.879 ≈88% ITM Gamma 0.04 Theta -0.088 Vega 0.01 Open interest 12 Model this put
400	4	66.1%	0.029	$0.11	$6.85	—	—	1	32
Call · $52 Last $0.11 Breakeven $52.11 Implied vol 66.1% Delta 0.029 ≈3% ITM Gamma 0.018 Theta -0.021 Vega 0.003 Open interest 400 Model this call Put · $52 In the money Last $6.85 Breakeven $45.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 32 Model this put
441	3	70.8%	0.024	$0.02	$8.00	—	—	1	197
Call · $53 Last $0.02 Breakeven $53.02 Implied vol 70.8% Delta 0.024 ≈2% ITM Gamma 0.014 Theta -0.019 Vega 0.003 Open interest 441 Model this call Put · $53 In the money Last $8.00 Breakeven $45.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 197 Model this put
742	223	99.9%	0.064	$0.03	$8.92	—	—	1	9
Call · $54 Last $0.03 Breakeven $54.03 Implied vol 99.9% Delta 0.064 ≈6% ITM Gamma 0.023 Theta -0.061 Vega 0.006 Open interest 742 Model this call Put · $54 In the money Last $8.92 Breakeven $45.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this put
513	5	86.2%	0.025	$0.03	$10.10	-0.895	129.6%	1	59
Call · $55 Last $0.03 Breakeven $55.03 Implied vol 86.2% Delta 0.025 ≈3% ITM Gamma 0.012 Theta -0.025 Vega 0.003 Open interest 513 Model this call Put · $55 In the money Last $10.10 Breakeven $44.90 Implied vol 129.6% Delta -0.895 ≈89% ITM Gamma 0.026 Theta -0.112 Vega 0.011 Open interest 59 Model this put
161	30	95.2%	0.028	$0.03	$12.27	—	—	11	0
Call · $56 Last $0.03 Breakeven $56.03 Implied vol 95.2% Delta 0.028 ≈3% ITM Gamma 0.012 Theta -0.03 Vega 0.003 Open interest 161 Model this call Put · $56 In the money Last $12.27 Breakeven $43.73 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
79	26	134.2%	0.076	$0.03	$12.32	-0.941	123.5%	6	0
Call · $57 Last $0.03 Breakeven $57.03 Implied vol 134.2% Delta 0.076 ≈8% ITM Gamma 0.019 Theta -0.095 Vega 0.006 Open interest 79 Model this call Put · $57 In the money Last $12.32 Breakeven $44.68 Implied vol 123.5% Delta -0.941 ≈94% ITM Gamma 0.018 Theta -0.068 Vega 0.006 Open interest 0 Model this put
30	2	121.3%	0.043	$0.01	$9.75	—	—	3	2
Call · $58 Last $0.01 Breakeven $58.01 Implied vol 121.3% Delta 0.043 ≈4% ITM Gamma 0.014 Theta -0.054 Vega 0.006 Open interest 30 Model this call Put · $58 In the money Last $9.75 Breakeven $48.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
32	1	153.8%	0.079	$0.53	$13.48	—	—	1	1
Call · $59 Last $0.53 Breakeven $59.53 Implied vol 153.8% Delta 0.079 ≈8% ITM Gamma 0.018 Theta -0.112 Vega 0.007 Open interest 32 Model this call Put · $59 In the money Last $13.48 Breakeven $45.52 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
283	10	110.1%	0.014	$0.05	$13.74	—	—	5	5
Call · $60 Last $0.05 Breakeven $60.05 Implied vol 110.1% Delta 0.014 ≈1% ITM Gamma 0.006 Theta -0.02 Vega 0.001 Open interest 283 Model this call Put · $60 In the money Last $13.74 Breakeven $46.26 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this put
26	1	146.4%	0.048	$0.10	$13.45	—	—	1	0
Call · $61 Last $0.10 Breakeven $61.10 Implied vol 146.4% Delta 0.048 ≈5% ITM Gamma 0.012 Theta -0.071 Vega 0.007 Open interest 26 Model this call Put · $61 In the money Last $13.45 Breakeven $47.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
12	2	154.8%	0.05	$0.17	$12.42	-0.995	108.4%	2	0
Call · $62 Last $0.17 Breakeven $62.17 Implied vol 154.8% Delta 0.05 ≈5% ITM Gamma 0.012 Theta -0.077 Vega 0.007 Open interest 12 Model this call Put · $62 In the money Last $12.42 Breakeven $49.58 Implied vol 108.4% Delta -0.995 ≈99% ITM Gamma 0.003 Theta -0.006 Vega 0.001 Open interest 0 Model this put
16	1	168.9%	0.059	$0.45	$17.45	—	—	1	1
Call · $63 Last $0.45 Breakeven $63.45 Implied vol 168.9% Delta 0.059 ≈6% ITM Gamma 0.013 Theta -0.097 Vega 0.007 Open interest 16 Model this call Put · $63 In the money Last $17.45 Breakeven $45.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
68	8	171.1%	0.053	$0.02	$20.60	—	—	1	0
Call · $64 Last $0.02 Breakeven $64.02 Implied vol 171.1% Delta 0.053 ≈5% ITM Gamma 0.011 Theta -0.09 Vega 0.007 Open interest 68 Model this call Put · $64 In the money Last $20.60 Breakeven $43.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
29	1	165.8%	0.038	$0.03	$16.51	-0.955	173%	2	0
Call · $65 Last $0.03 Breakeven $65.03 Implied vol 165.8% Delta 0.038 ≈4% ITM Gamma 0.009 Theta -0.067 Vega 0.003 Open interest 29 Model this call Put · $65 In the money Last $16.51 Breakeven $48.49 Implied vol 173% Delta -0.955 ≈95% ITM Gamma 0.01 Theta -0.077 Vega 0.007 Open interest 0 Model this put
9	2	177.4%	0.044	$0.14	—	-0.956	178.7%	—	0
Call · $66 Last $0.14 Breakeven $66.14 Implied vol 177.4% Delta 0.044 ≈4% ITM Gamma 0.009 Theta -0.08 Vega 0.007 Open interest 9 Model this call Put · $66 In the money Last — Breakeven — Implied vol 178.7% Delta -0.956 ≈96% ITM Gamma 0.01 Theta -0.078 Vega 0.007 Open interest 0 Model this put
27	25	205.5%	0.069	$0.25	$18.70	-0.979	158.4%	1	0
Call · $67 Last $0.25 Breakeven $67.25 Implied vol 205.5% Delta 0.069 ≈7% ITM Gamma 0.012 Theta -0.133 Vega 0.007 Open interest 27 Model this call Put · $67 In the money Last $18.70 Breakeven $48.30 Implied vol 158.4% Delta -0.979 ≈98% ITM Gamma 0.006 Theta -0.036 Vega 0.003 Open interest 0 Model this put
10	1	210.1%	0.067	$0.21	$5.96	—	—	2	0
Call · $68 Last $0.21 Breakeven $68.21 Implied vol 210.1% Delta 0.067 ≈7% ITM Gamma 0.011 Theta -0.132 Vega 0.007 Open interest 10 Model this call Put · $68 In the money Last $5.96 Breakeven $62.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
40	6	191.9%	0.039	$0.12	$20.49	-0.987	159%	3	0
Call · $69 Last $0.12 Breakeven $69.12 Implied vol 191.9% Delta 0.039 ≈4% ITM Gamma 0.008 Theta -0.08 Vega 0.004 Open interest 40 Model this call Put · $69 In the money Last $20.49 Breakeven $48.51 Implied vol 159% Delta -0.987 ≈99% ITM Gamma 0.004 Theta -0.024 Vega 0.001 Open interest 0 Model this put
46	1	190.7%	0.034	$0.49	$16.36	-0.959	200.8%	8	0
Call · $70 Last $0.49 Breakeven $70.49 Implied vol 190.7% Delta 0.034 ≈3% ITM Gamma 0.007 Theta -0.071 Vega 0.004 Open interest 46 Model this call Put · $70 In the money Last $16.36 Breakeven $53.64 Implied vol 200.8% Delta -0.959 ≈96% ITM Gamma 0.008 Theta -0.083 Vega 0.007 Open interest 0 Model this put
25	1	223.1%	0.06	$0.42	$27.85	-0.996	148.2%	1	0
Call · $71 Last $0.42 Breakeven $71.42 Implied vol 223.1% Delta 0.06 ≈6% ITM Gamma 0.01 Theta -0.129 Vega 0.007 Open interest 25 Model this call Put · $71 In the money Last $27.85 Breakeven $43.15 Implied vol 148.2% Delta -0.996 ≈100% ITM Gamma 0.002 Theta -0.006 Vega 0.001 Open interest 0 Model this put
212	1	231.7%	0.062	$0.15	—	—	—	—	0
Call · $72 Last $0.15 Breakeven $72.15 Implied vol 231.7% Delta 0.062 ≈6% ITM Gamma 0.01 Theta -0.138 Vega 0.007 Open interest 212 Model this call Put · $72 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
426	1	202.7%	0.032	$0.12	$24.53	—	—	1	0
Call · $73 Last $0.12 Breakeven $73.12 Implied vol 202.7% Delta 0.032 ≈3% ITM Gamma 0.006 Theta -0.07 Vega 0.004 Open interest 426 Model this call Put · $73 In the money Last $24.53 Breakeven $48.47 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
73	7	284%	0.099	$1.00	—	-0.996	160.3%	—	0
Call · $74 Last $1.00 Breakeven $75.00 Implied vol 284% Delta 0.099 ≈10% ITM Gamma 0.011 Theta -0.244 Vega 0.012 Open interest 73 Model this call Put · $74 In the money Last — Breakeven — Implied vol 160.3% Delta -0.996 ≈100% ITM Gamma 0.002 Theta -0.007 Vega 0.001 Open interest 0 Model this put
81	5	208.5%	0.029	$0.99	$20.91	—	—	5	0
Call · $75 Last $0.99 Breakeven $75.99 Implied vol 208.5% Delta 0.029 ≈3% ITM Gamma 0.006 Theta -0.066 Vega 0.004 Open interest 81 Model this call Put · $75 In the money Last $20.91 Breakeven $54.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
115	9	263.1%	0.07	$0.27	—	—	—	—	0
Call · $76 Last $0.27 Breakeven $76.27 Implied vol 263.1% Delta 0.07 ≈7% ITM Gamma 0.009 Theta -0.171 Vega 0.007 Open interest 115 Model this call Put · $76 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
13	3	260.4%	0.062	$1.52	$15.31	-0.996	170.9%	3	0
Call · $77 Last $1.52 Breakeven $78.52 Implied vol 260.4% Delta 0.062 ≈6% ITM Gamma 0.008 Theta -0.154 Vega 0.007 Open interest 13 Model this call Put · $77 In the money Last $15.31 Breakeven $61.69 Implied vol 170.9% Delta -0.996 ≈100% ITM Gamma 0.002 Theta -0.007 Vega 0 Open interest 0 Model this put
105	2	261%	0.057	$0.78	—	—	—	—	0
Call · $78 Last $0.78 Breakeven $78.78 Implied vol 261% Delta 0.057 ≈6% ITM Gamma 0.008 Theta -0.145 Vega 0.007 Open interest 105 Model this call Put · $78 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
75	10	302.6%	0.088	$0.63	$24.79	—	—	6	0
Call · $79 Last $0.63 Breakeven $79.63 Implied vol 302.6% Delta 0.088 ≈9% ITM Gamma 0.01 Theta -0.237 Vega 0.007 Open interest 75 Model this call Put · $79 In the money Last $24.79 Breakeven $54.21 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
155	6	261.7%	0.047	$0.66	—	—	—	—	0
Call · $80 Last $0.66 Breakeven $80.66 Implied vol 261.7% Delta 0.047 ≈5% ITM Gamma 0.007 Theta -0.126 Vega 0.008 Open interest 155 Model this call Put · $80 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	6	295.1%	0.055	$0.39	—	—	—	—	0
Call · $85 Last $0.39 Breakeven $85.39 Implied vol 295.1% Delta 0.055 ≈5% ITM Gamma 0.007 Theta -0.159 Vega 0.008 Open interest 11 Model this call Put · $85 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
72	162	326.2%	0.061	$0.35	—	—	—	—	0
Call · $90 Last $0.35 Breakeven $90.35 Implied vol 326.2% Delta 0.061 ≈6% ITM Gamma 0.007 Theta -0.191 Vega 0.008 Open interest 72 Model this call Put · $90 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	22	289.1%	0.025	$0.18	—	-0.977	286.3%	—	0
Call · $95 Last $0.18 Breakeven $95.18 Implied vol 289.1% Delta 0.025 ≈3% ITM Gamma 0.004 Theta -0.082 Vega 0.004 Open interest 11 Model this call Put · $95 In the money Last — Breakeven — Implied vol 286.3% Delta -0.977 ≈98% ITM Gamma 0.004 Theta -0.07 Vega 0.004 Open interest 0 Model this put
19	2	305.5%	0.024	$0.05	—	-0.997	240.1%	—	0
Call · $100 Last $0.05 Breakeven $100.05 Implied vol 305.5% Delta 0.024 ≈2% ITM Gamma 0.003 Theta -0.084 Vega 0.004 Open interest 19 Model this call Put · $100 In the money Last — Breakeven — Implied vol 240.1% Delta -0.997 ≈100% ITM Gamma 0.001 Theta -0.008 Vega 0 Open interest 0 Model this put

Call · $35 In the money

Last: $9.75
Breakeven: $44.75
Implied vol: 140.2%
Delta: 0.926 ≈93% ITM
Gamma: 0.018
Theta: -0.098
Vega: 0.009
Open interest: 0

Model this call

Put · $35

Last: $0.12
Breakeven: $34.88
Implied vol: 214.8%
Delta: -0.154 ≈15% ITM
Gamma: 0.02
Theta: -0.249
Vega: 0.013
Open interest: 0

Model this put

Call · $36 In the money

Last: —
Breakeven: —
Implied vol: 169.7%
Delta: 0.863 ≈86% ITM
Gamma: 0.023
Theta: -0.184
Vega: 0.013
Open interest: 0

Model this call

Put · $36

Last: —
Breakeven: —
Implied vol: 139.9%
Delta: -0.099 ≈10% ITM
Gamma: 0.023
Theta: -0.119
Vega: 0.009
Open interest: 0

Model this put

Call · $36.5 In the money

Last: —
Breakeven: —
Implied vol: 161.7%
Delta: 0.857 ≈86% ITM
Gamma: 0.025
Theta: -0.18
Vega: 0.013
Open interest: 0

Model this call

Put · $36.5

Last: $0.04
Breakeven: $36.46
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $37 In the money

Last: —
Breakeven: —
Implied vol: 163.3%
Delta: 0.839 ≈84% ITM
Gamma: 0.027
Theta: -0.197
Vega: 0.013
Open interest: 0

Model this call

Put · $37

Last: $0.37
Breakeven: $36.63
Implied vol: 130.3%
Delta: -0.113 ≈11% ITM
Gamma: 0.027
Theta: -0.123
Vega: 0.009
Open interest: 11

Model this put

Call · $37.5 In the money

Last: —
Breakeven: —
Implied vol: 159.2%
Delta: 0.828 ≈83% ITM
Gamma: 0.029
Theta: -0.201
Vega: 0.013
Open interest: 0

Model this call

Put · $37.5

Last: $0.04
Breakeven: $37.46
Implied vol: 74.6%
Delta: -0.03 ≈3% ITM
Gamma: 0.017
Theta: -0.025
Vega: 0.005
Open interest: 13

Model this put

Call · $38 In the money

Last: $9.10
Breakeven: $47.10
Implied vol: 144.1%
Delta: 0.829 ≈83% ITM
Gamma: 0.032
Theta: -0.181
Vega: 0.014
Open interest: 3

Model this call

Put · $38

Last: $0.06
Breakeven: $37.94
Implied vol: 144.1%
Delta: -0.171 ≈17% ITM
Gamma: 0.032
Theta: -0.179
Vega: 0.014
Open interest: 28

Model this put

Call · $38.5 In the money

Last: $4.72
Breakeven: $43.22
Implied vol: 121.8%
Delta: 0.843 ≈84% ITM
Gamma: 0.036
Theta: -0.145
Vega: 0.014
Open interest: 10

Model this call

Put · $38.5

Last: $0.05
Breakeven: $38.45
Implied vol: 79.8%
Delta: -0.068 ≈7% ITM
Gamma: 0.03
Theta: -0.051
Vega: 0.009
Open interest: 93

Model this put

Call · $39 In the money

Last: $10.22
Breakeven: $49.22
Implied vol: 114.5%
Delta: 0.835 ≈83% ITM
Gamma: 0.039
Theta: -0.141
Vega: 0.014
Open interest: 1

Model this call

Put · $39

Last: $0.09
Breakeven: $38.91
Implied vol: 78.2%
Delta: -0.085 ≈9% ITM
Gamma: 0.036
Theta: -0.059
Vega: 0.009
Open interest: 140

Model this put

Call · $39.5 In the money

Last: —
Breakeven: —
Implied vol: 101.8%
Delta: 0.836 ≈84% ITM
Gamma: 0.044
Theta: -0.125
Vega: 0.014
Open interest: 0

Model this call

Put · $39.5

Last: $0.09
Breakeven: $39.41
Implied vol: 64.2%
Delta: -0.065 ≈6% ITM
Gamma: 0.036
Theta: -0.04
Vega: 0.009
Open interest: 34

Model this put

Call · $40 In the money

Last: $4.85
Breakeven: $44.85
Implied vol: 78.4%
Delta: 0.868 ≈87% ITM
Gamma: 0.05
Theta: -0.085
Vega: 0.014
Open interest: 62

Model this call

Put · $40

Last: $0.16
Breakeven: $39.84
Implied vol: 61.6%
Delta: -0.082 ≈8% ITM
Gamma: 0.045
Theta: -0.045
Vega: 0.009
Open interest: 1.2k

Model this put

Call · $40.5 In the money

Last: $3.50
Breakeven: $44.00
Implied vol: 117.8%
Delta: 0.756 ≈76% ITM
Gamma: 0.048
Theta: -0.183
Vega: 0.018
Open interest: 6

Model this call

Put · $40.5

Last: $0.13
Breakeven: $40.37
Implied vol: 126.4%
Delta: -0.256 ≈26% ITM
Gamma: 0.046
Theta: -0.198
Vega: 0.018
Open interest: 3

Model this put

Call · $41 In the money

Last: $5.06
Breakeven: $46.06
Implied vol: 111.9%
Delta: 0.737 ≈74% ITM
Gamma: 0.053
Theta: -0.181
Vega: 0.018
Open interest: 7

Model this call

Put · $41

Last: $0.23
Breakeven: $40.77
Implied vol: 63.4%
Delta: -0.149 ≈15% ITM
Gamma: 0.067
Theta: -0.072
Vega: 0.014
Open interest: 199

Model this put

Call · $41.5 In the money

Last: $3.45
Breakeven: $44.95
Implied vol: 94.4%
Delta: 0.734 ≈73% ITM
Gamma: 0.063
Theta: -0.154
Vega: 0.018
Open interest: 13

Model this call

Put · $41.5

Last: $0.46
Breakeven: $41.04
Implied vol: 70.1%
Delta: -0.207 ≈21% ITM
Gamma: 0.075
Theta: -0.099
Vega: 0.014
Open interest: 12

Model this put

Call · $42 In the money

Last: $3.15
Breakeven: $45.15
Implied vol: 86.3%
Delta: 0.713 ≈71% ITM
Gamma: 0.072
Theta: -0.146
Vega: 0.019
Open interest: 6

Model this call

Put · $42

Last: $0.48
Breakeven: $41.52
Implied vol: 60.9%
Delta: -0.221 ≈22% ITM
Gamma: 0.09
Theta: -0.089
Vega: 0.019
Open interest: 109

Model this put

Call · $42.5 In the money

Last: $2.96
Breakeven: $45.46
Implied vol: 57.2%
Delta: 0.739 ≈74% ITM
Gamma: 0.103
Theta: -0.093
Vega: 0.019
Open interest: 4

Model this call

Put · $42.5

Last: $0.52
Breakeven: $41.98
Implied vol: 60.5%
Delta: -0.272 ≈27% ITM
Gamma: 0.1
Theta: -0.097
Vega: 0.019
Open interest: 15

Model this put

Call · $43 In the money

Last: $2.46
Breakeven: $45.46
Implied vol: 57.4%
Delta: 0.683 ≈68% ITM
Gamma: 0.114
Theta: -0.103
Vega: 0.019
Open interest: 18

Model this call

Put · $43

Last: $0.97
Breakeven: $42.03
Implied vol: 62%
Delta: -0.328 ≈33% ITM
Gamma: 0.107
Theta: -0.11
Vega: 0.019
Open interest: 633

Model this put

Call · $43.5 In the money

Last: $2.11
Breakeven: $45.61
Implied vol: 59.4%
Delta: 0.62 ≈62% ITM
Gamma: 0.117
Theta: -0.113
Vega: 0.022
Open interest: 85

Model this call

Put · $43.5

Last: $1.05
Breakeven: $42.45
Implied vol: 61.6%
Delta: -0.383 ≈38% ITM
Gamma: 0.113
Theta: -0.114
Vega: 0.022
Open interest: 155

Model this put

Call · $44 In the money

Last: $1.49
Breakeven: $45.49
Implied vol: 60.3%
Delta: 0.559 ≈56% ITM
Gamma: 0.119
Theta: -0.119
Vega: 0.022
Open interest: 77

Model this call

Put · $44

Last: $1.17
Breakeven: $42.83
Implied vol: 61.8%
Delta: -0.442 ≈44% ITM
Gamma: 0.117
Theta: -0.118
Vega: 0.022
Open interest: 292

Model this put

Call · $44.5

Last: $1.25
Breakeven: $45.75
Implied vol: 56.1%
Delta: 0.498 ≈50% ITM
Gamma: 0.13
Theta: -0.112
Vega: 0.022
Open interest: 31

Model this call

Put · $44.5 In the money

Last: $1.20
Breakeven: $43.30
Implied vol: 63.3%
Delta: -0.499 ≈50% ITM
Gamma: 0.116
Theta: -0.123
Vega: 0.022
Open interest: 28

Model this put

Call · $45

Last: $1.10
Breakeven: $46.10
Implied vol: 56.3%
Delta: 0.435 ≈43% ITM
Gamma: 0.127
Theta: -0.11
Vega: 0.022
Open interest: 158

Model this call

Put · $45 In the money

Last: $1.72
Breakeven: $43.28
Implied vol: 63.2%
Delta: -0.555 ≈56% ITM
Gamma: 0.114
Theta: -0.12
Vega: 0.022
Open interest: 292

Model this put

Call · $45.5

Last: $1.14
Breakeven: $46.64
Implied vol: 60.9%
Delta: 0.384 ≈38% ITM
Gamma: 0.115
Theta: -0.116
Vega: 0.022
Open interest: 13

Model this call

Put · $45.5 In the money

Last: $1.60
Breakeven: $43.90
Implied vol: 61.7%
Delta: -0.615 ≈61% ITM
Gamma: 0.114
Theta: -0.115
Vega: 0.022
Open interest: 30

Model this put

Call · $46

Last: $0.69
Breakeven: $46.69
Implied vol: 57.3%
Delta: 0.321 ≈32% ITM
Gamma: 0.114
Theta: -0.102
Vega: 0.02
Open interest: 121

Model this call

Put · $46 In the money

Last: $2.24
Breakeven: $43.76
Implied vol: 62%
Delta: -0.665 ≈67% ITM
Gamma: 0.107
Theta: -0.109
Vega: 0.02
Open interest: 113

Model this put

Call · $46.5

Last: $0.50
Breakeven: $47.00
Implied vol: 59.1%
Delta: 0.275 ≈27% ITM
Gamma: 0.103
Theta: -0.098
Vega: 0.02
Open interest: 722

Model this call

Put · $46.5 In the money

Last: $2.45
Breakeven: $44.05
Implied vol: 62.3%
Delta: -0.714 ≈71% ITM
Gamma: 0.1
Theta: -0.102
Vega: 0.02
Open interest: 45

Model this put

Call · $47

Last: $0.43
Breakeven: $47.43
Implied vol: 58.2%
Delta: 0.224 ≈22% ITM
Gamma: 0.094
Theta: -0.087
Vega: 0.015
Open interest: 112

Model this call

Put · $47 In the money

Last: $2.67
Breakeven: $44.33
Implied vol: 61.6%
Delta: -0.764 ≈76% ITM
Gamma: 0.092
Theta: -0.092
Vega: 0.015
Open interest: 175

Model this put

Call · $47.5

Last: $0.35
Breakeven: $47.85
Implied vol: 60.2%
Delta: 0.193 ≈19% ITM
Gamma: 0.083
Theta: -0.081
Vega: 0.015
Open interest: 69

Model this call

Put · $47.5 In the money

Last: $3.08
Breakeven: $44.42
Implied vol: 50.1%
Delta: -0.86 ≈86% ITM
Gamma: 0.083
Theta: -0.053
Vega: 0.014
Open interest: 20

Model this put

Call · $48

Last: $0.28
Breakeven: $48.28
Implied vol: 59%
Delta: 0.149 ≈15% ITM
Gamma: 0.072
Theta: -0.068
Vega: 0.015
Open interest: 99

Model this call

Put · $48 In the money

Last: $3.64
Breakeven: $44.36
Implied vol: 64%
Delta: -0.829 ≈83% ITM
Gamma: 0.073
Theta: -0.077
Vega: 0.015
Open interest: 56

Model this put

Call · $48.5

Last: $0.28
Breakeven: $48.78
Implied vol: 58%
Delta: 0.116 ≈12% ITM
Gamma: 0.061
Theta: -0.056
Vega: 0.01
Open interest: 19

Model this call

Put · $48.5 In the money

Last: $3.98
Breakeven: $44.52
Implied vol: 52.1%
Delta: -0.912 ≈91% ITM
Gamma: 0.057
Theta: -0.038
Vega: 0.01
Open interest: 2

Model this put

Call · $49

Last: $0.22
Breakeven: $49.22
Implied vol: 59.7%
Delta: 0.097 ≈10% ITM
Gamma: 0.052
Theta: -0.05
Vega: 0.01
Open interest: 167

Model this call

Put · $49 In the money

Last: $4.00
Breakeven: $45.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 36

Model this put

Call · $49.5

Last: $0.14
Breakeven: $49.64
Implied vol: 58.9%
Delta: 0.071 ≈7% ITM
Gamma: 0.042
Theta: -0.039
Vega: 0.006
Open interest: 27

Model this call

Put · $49.5 In the money

Last: $3.64
Breakeven: $45.86
Implied vol: 83.8%
Delta: -0.843 ≈84% ITM
Gamma: 0.053
Theta: -0.097
Vega: 0.015
Open interest: 4

Model this put

Call · $50

Last: $0.09
Breakeven: $50.09
Implied vol: 64.4%
Delta: 0.071 ≈7% ITM
Gamma: 0.039
Theta: -0.043
Vega: 0.006
Open interest: 659

Model this call

Put · $50 In the money

Last: $5.14
Breakeven: $44.86
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 43

Model this put

Call · $51

Last: $0.07
Breakeven: $51.07
Implied vol: 66.1%
Delta: 0.049 ≈5% ITM
Gamma: 0.028
Theta: -0.033
Vega: 0.006
Open interest: 177

Model this call

Put · $51 In the money

Last: $6.16
Breakeven: $44.84
Implied vol: 91.5%
Delta: -0.879 ≈88% ITM
Gamma: 0.04
Theta: -0.088
Vega: 0.01
Open interest: 12

Model this put

Call · $52

Last: $0.11
Breakeven: $52.11
Implied vol: 66.1%
Delta: 0.029 ≈3% ITM
Gamma: 0.018
Theta: -0.021
Vega: 0.003
Open interest: 400

Model this call

Put · $52 In the money

Last: $6.85
Breakeven: $45.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 32

Model this put

Call · $53

Last: $0.02
Breakeven: $53.02
Implied vol: 70.8%
Delta: 0.024 ≈2% ITM
Gamma: 0.014
Theta: -0.019
Vega: 0.003
Open interest: 441

Model this call

Put · $53 In the money

Last: $8.00
Breakeven: $45.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 197

Model this put

Call · $54

Last: $0.03
Breakeven: $54.03
Implied vol: 99.9%
Delta: 0.064 ≈6% ITM
Gamma: 0.023
Theta: -0.061
Vega: 0.006
Open interest: 742

Model this call

Put · $54 In the money

Last: $8.92
Breakeven: $45.08
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 9

Model this put

Call · $55

Last: $0.03
Breakeven: $55.03
Implied vol: 86.2%
Delta: 0.025 ≈3% ITM
Gamma: 0.012
Theta: -0.025
Vega: 0.003
Open interest: 513

Model this call

Put · $55 In the money

Last: $10.10
Breakeven: $44.90
Implied vol: 129.6%
Delta: -0.895 ≈89% ITM
Gamma: 0.026
Theta: -0.112
Vega: 0.011
Open interest: 59

Model this put

Call · $56

Last: $0.03
Breakeven: $56.03
Implied vol: 95.2%
Delta: 0.028 ≈3% ITM
Gamma: 0.012
Theta: -0.03
Vega: 0.003
Open interest: 161

Model this call

Put · $56 In the money

Last: $12.27
Breakeven: $43.73
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $57

Last: $0.03
Breakeven: $57.03
Implied vol: 134.2%
Delta: 0.076 ≈8% ITM
Gamma: 0.019
Theta: -0.095
Vega: 0.006
Open interest: 79

Model this call

Put · $57 In the money

Last: $12.32
Breakeven: $44.68
Implied vol: 123.5%
Delta: -0.941 ≈94% ITM
Gamma: 0.018
Theta: -0.068
Vega: 0.006
Open interest: 0

Model this put

Call · $58

Last: $0.01
Breakeven: $58.01
Implied vol: 121.3%
Delta: 0.043 ≈4% ITM
Gamma: 0.014
Theta: -0.054
Vega: 0.006
Open interest: 30

Model this call

Put · $58 In the money

Last: $9.75
Breakeven: $48.25
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $59

Last: $0.53
Breakeven: $59.53
Implied vol: 153.8%
Delta: 0.079 ≈8% ITM
Gamma: 0.018
Theta: -0.112
Vega: 0.007
Open interest: 32

Model this call

Put · $59 In the money

Last: $13.48
Breakeven: $45.52
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $60

Last: $0.05
Breakeven: $60.05
Implied vol: 110.1%
Delta: 0.014 ≈1% ITM
Gamma: 0.006
Theta: -0.02
Vega: 0.001
Open interest: 283

Model this call

Put · $60 In the money

Last: $13.74
Breakeven: $46.26
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 5

Model this put

Call · $61

Last: $0.10
Breakeven: $61.10
Implied vol: 146.4%
Delta: 0.048 ≈5% ITM
Gamma: 0.012
Theta: -0.071
Vega: 0.007
Open interest: 26

Model this call

Put · $61 In the money

Last: $13.45
Breakeven: $47.55
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $62

Last: $0.17
Breakeven: $62.17
Implied vol: 154.8%
Delta: 0.05 ≈5% ITM
Gamma: 0.012
Theta: -0.077
Vega: 0.007
Open interest: 12

Model this call

Put · $62 In the money

Last: $12.42
Breakeven: $49.58
Implied vol: 108.4%
Delta: -0.995 ≈99% ITM
Gamma: 0.003
Theta: -0.006
Vega: 0.001
Open interest: 0

Model this put

Call · $63

Last: $0.45
Breakeven: $63.45
Implied vol: 168.9%
Delta: 0.059 ≈6% ITM
Gamma: 0.013
Theta: -0.097
Vega: 0.007
Open interest: 16

Model this call

Put · $63 In the money

Last: $17.45
Breakeven: $45.55
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $64

Last: $0.02
Breakeven: $64.02
Implied vol: 171.1%
Delta: 0.053 ≈5% ITM
Gamma: 0.011
Theta: -0.09
Vega: 0.007
Open interest: 68

Model this call

Put · $64 In the money

Last: $20.60
Breakeven: $43.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $65

Last: $0.03
Breakeven: $65.03
Implied vol: 165.8%
Delta: 0.038 ≈4% ITM
Gamma: 0.009
Theta: -0.067
Vega: 0.003
Open interest: 29

Model this call

Put · $65 In the money

Last: $16.51
Breakeven: $48.49
Implied vol: 173%
Delta: -0.955 ≈95% ITM
Gamma: 0.01
Theta: -0.077
Vega: 0.007
Open interest: 0

Model this put

Call · $66

Last: $0.14
Breakeven: $66.14
Implied vol: 177.4%
Delta: 0.044 ≈4% ITM
Gamma: 0.009
Theta: -0.08
Vega: 0.007
Open interest: 9

Model this call

Put · $66 In the money

Last: —
Breakeven: —
Implied vol: 178.7%
Delta: -0.956 ≈96% ITM
Gamma: 0.01
Theta: -0.078
Vega: 0.007
Open interest: 0

Model this put

Call · $67

Last: $0.25
Breakeven: $67.25
Implied vol: 205.5%
Delta: 0.069 ≈7% ITM
Gamma: 0.012
Theta: -0.133
Vega: 0.007
Open interest: 27

Model this call

Put · $67 In the money

Last: $18.70
Breakeven: $48.30
Implied vol: 158.4%
Delta: -0.979 ≈98% ITM
Gamma: 0.006
Theta: -0.036
Vega: 0.003
Open interest: 0

Model this put

Call · $68

Last: $0.21
Breakeven: $68.21
Implied vol: 210.1%
Delta: 0.067 ≈7% ITM
Gamma: 0.011
Theta: -0.132
Vega: 0.007
Open interest: 10

Model this call

Put · $68 In the money

Last: $5.96
Breakeven: $62.04
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $69

Last: $0.12
Breakeven: $69.12
Implied vol: 191.9%
Delta: 0.039 ≈4% ITM
Gamma: 0.008
Theta: -0.08
Vega: 0.004
Open interest: 40

Model this call

Put · $69 In the money

Last: $20.49
Breakeven: $48.51
Implied vol: 159%
Delta: -0.987 ≈99% ITM
Gamma: 0.004
Theta: -0.024
Vega: 0.001
Open interest: 0

Model this put

Call · $70

Last: $0.49
Breakeven: $70.49
Implied vol: 190.7%
Delta: 0.034 ≈3% ITM
Gamma: 0.007
Theta: -0.071
Vega: 0.004
Open interest: 46

Model this call

Put · $70 In the money

Last: $16.36
Breakeven: $53.64
Implied vol: 200.8%
Delta: -0.959 ≈96% ITM
Gamma: 0.008
Theta: -0.083
Vega: 0.007
Open interest: 0

Model this put

Call · $71

Last: $0.42
Breakeven: $71.42
Implied vol: 223.1%
Delta: 0.06 ≈6% ITM
Gamma: 0.01
Theta: -0.129
Vega: 0.007
Open interest: 25

Model this call

Put · $71 In the money

Last: $27.85
Breakeven: $43.15
Implied vol: 148.2%
Delta: -0.996 ≈100% ITM
Gamma: 0.002
Theta: -0.006
Vega: 0.001
Open interest: 0

Model this put

Call · $72

Last: $0.15
Breakeven: $72.15
Implied vol: 231.7%
Delta: 0.062 ≈6% ITM
Gamma: 0.01
Theta: -0.138
Vega: 0.007
Open interest: 212

Model this call

Put · $72 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $73

Last: $0.12
Breakeven: $73.12
Implied vol: 202.7%
Delta: 0.032 ≈3% ITM
Gamma: 0.006
Theta: -0.07
Vega: 0.004
Open interest: 426

Model this call

Put · $73 In the money

Last: $24.53
Breakeven: $48.47
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $74

Last: $1.00
Breakeven: $75.00
Implied vol: 284%
Delta: 0.099 ≈10% ITM
Gamma: 0.011
Theta: -0.244
Vega: 0.012
Open interest: 73

Model this call

Put · $74 In the money

Last: —
Breakeven: —
Implied vol: 160.3%
Delta: -0.996 ≈100% ITM
Gamma: 0.002
Theta: -0.007
Vega: 0.001
Open interest: 0

Model this put

Call · $75

Last: $0.99
Breakeven: $75.99
Implied vol: 208.5%
Delta: 0.029 ≈3% ITM
Gamma: 0.006
Theta: -0.066
Vega: 0.004
Open interest: 81

Model this call

Put · $75 In the money

Last: $20.91
Breakeven: $54.09
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $76

Last: $0.27
Breakeven: $76.27
Implied vol: 263.1%
Delta: 0.07 ≈7% ITM
Gamma: 0.009
Theta: -0.171
Vega: 0.007
Open interest: 115

Model this call

Put · $76 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $77

Last: $1.52
Breakeven: $78.52
Implied vol: 260.4%
Delta: 0.062 ≈6% ITM
Gamma: 0.008
Theta: -0.154
Vega: 0.007
Open interest: 13

Model this call

Put · $77 In the money

Last: $15.31
Breakeven: $61.69
Implied vol: 170.9%
Delta: -0.996 ≈100% ITM
Gamma: 0.002
Theta: -0.007
Vega: 0
Open interest: 0

Model this put

Call · $78

Last: $0.78
Breakeven: $78.78
Implied vol: 261%
Delta: 0.057 ≈6% ITM
Gamma: 0.008
Theta: -0.145
Vega: 0.007
Open interest: 105

Model this call

Put · $78 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $79

Last: $0.63
Breakeven: $79.63
Implied vol: 302.6%
Delta: 0.088 ≈9% ITM
Gamma: 0.01
Theta: -0.237
Vega: 0.007
Open interest: 75

Model this call

Put · $79 In the money

Last: $24.79
Breakeven: $54.21
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $80

Last: $0.66
Breakeven: $80.66
Implied vol: 261.7%
Delta: 0.047 ≈5% ITM
Gamma: 0.007
Theta: -0.126
Vega: 0.008
Open interest: 155

Model this call

Put · $80 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $85

Last: $0.39
Breakeven: $85.39
Implied vol: 295.1%
Delta: 0.055 ≈5% ITM
Gamma: 0.007
Theta: -0.159
Vega: 0.008
Open interest: 11

Model this call

Put · $85 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $90

Last: $0.35
Breakeven: $90.35
Implied vol: 326.2%
Delta: 0.061 ≈6% ITM
Gamma: 0.007
Theta: -0.191
Vega: 0.008
Open interest: 72

Model this call

Put · $90 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $95

Last: $0.18
Breakeven: $95.18
Implied vol: 289.1%
Delta: 0.025 ≈3% ITM
Gamma: 0.004
Theta: -0.082
Vega: 0.004
Open interest: 11

Model this call

Put · $95 In the money

Last: —
Breakeven: —
Implied vol: 286.3%
Delta: -0.977 ≈98% ITM
Gamma: 0.004
Theta: -0.07
Vega: 0.004
Open interest: 0

Model this put

Call · $100

Last: $0.05
Breakeven: $100.05
Implied vol: 305.5%
Delta: 0.024 ≈2% ITM
Gamma: 0.003
Theta: -0.084
Vega: 0.004
Open interest: 19

Model this call

Put · $100 In the money

Last: —
Breakeven: —
Implied vol: 240.1%
Delta: -0.997 ≈100% ITM
Gamma: 0.001
Theta: -0.008
Vega: 0
Open interest: 0

Model this put

AA · Alcoa Corp

Options Chain

Positioning

Open interest by strike · near the money

Chain