0
—
—
—
—
120
—
—
—
—
0
Call · $120
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $120
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
125
$0.14
-0.021
386.7%
26
0
Call · $125
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $125
Last $0.14
Breakeven $124.86
Implied vol 386.7%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -0.668
Vega 0.019
Open interest 0
Model this put
0
—
—
—
—
130
$0.01
-0.002
252.9%
40
0
Call · $130
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $130
Last $0.01
Breakeven $129.99
Implied vol 252.9%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.066
Vega 0.001
Open interest 0
Model this put
0
—
—
—
—
135
$0.01
-0.005
261.5%
34
0
Call · $135
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $135
Last $0.01
Breakeven $134.99
Implied vol 261.5%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.136
Vega 0.004
Open interest 0
Model this put
0
—
—
—
—
140
$0.01
-0.006
248%
24
0
Call · $140
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $140
Last $0.01
Breakeven $139.99
Implied vol 248%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.136
Vega 0.004
Open interest 0
Model this put
0
—
—
—
—
145
$0.05
-0.006
235%
6
0
Call · $145
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $145
Last $0.05
Breakeven $144.95
Implied vol 235%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.135
Vega 0.004
Open interest 0
Model this put
0
—
—
—
—
150
$0.04
-0.014
255.5%
4
1
Call · $150
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $150
Last $0.04
Breakeven $149.96
Implied vol 255.5%
Delta -0.014 ≈1% ITM
Gamma 0.001
Theta -0.313
Vega 0.01
Open interest 1
Model this put
0
—
—
—
—
155
$0.13
-0.003
193.7%
9
10
Call · $155
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $155
Last $0.13
Breakeven $154.87
Implied vol 193.7%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.069
Vega 0.005
Open interest 10
Model this put
0
—
—
—
—
160
$0.16
-0.005
187.7%
10
3
Call · $160
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $160
Last $0.16
Breakeven $159.84
Implied vol 187.7%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.089
Vega 0.005
Open interest 3
Model this put
0
—
—
—
—
165
$0.01
-0.032
251.6%
2
7
Call · $165
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $165
Last $0.01
Breakeven $164.99
Implied vol 251.6%
Delta -0.032 ≈3% ITM
Gamma 0.001
Theta -0.617
Vega 0.022
Open interest 7
Model this put
0
2
—
—
$55.63
170
$0.15
-0.009
182.5%
22
5
Call · $170
In the money
Last $55.63
Breakeven $225.63
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $170
Last $0.15
Breakeven $169.85
Implied vol 182.5%
Delta -0.009 ≈1% ITM
Gamma 0.001
Theta -0.157
Vega 0.005
Open interest 5
Model this put
0
2
—
—
$42.00
175
$0.02
-0.002
136.7%
20
12
Call · $175
In the money
Last $42.00
Breakeven $217.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $175
Last $0.02
Breakeven $174.98
Implied vol 136.7%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.031
Vega 0.002
Open interest 12
Model this put
1
1
—
—
$64.15
180
$0.01
-0.004
136.6%
23
27
Call · $180
In the money
Last $64.15
Breakeven $244.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $180
Last $0.01
Breakeven $179.99
Implied vol 136.6%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.052
Vega 0.005
Open interest 27
Model this put
0
—
—
—
—
185
$0.03
-0.012
149.4%
2
19
Call · $185
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $185
Last $0.03
Breakeven $184.97
Implied vol 149.4%
Delta -0.012 ≈1% ITM
Gamma 0.001
Theta -0.159
Vega 0.012
Open interest 19
Model this put
1
1
—
—
$69.95
190
$0.05
-0.012
137.6%
2
269
Call · $190
In the money
Last $69.95
Breakeven $259.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $190
Last $0.05
Breakeven $189.95
Implied vol 137.6%
Delta -0.012 ≈1% ITM
Gamma 0.001
Theta -0.15
Vega 0.012
Open interest 269
Model this put
0
5
—
—
$50.85
195
$0.04
-0.01
121.6%
2
289
Call · $195
In the money
Last $50.85
Breakeven $245.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $195
Last $0.04
Breakeven $194.96
Implied vol 121.6%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.11
Vega 0.005
Open interest 289
Model this put
0
5
—
—
$45.85
200
$0.08
-0.012
113.2%
1
133
Call · $200
In the money
Last $45.85
Breakeven $245.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $200
Last $0.08
Breakeven $199.92
Implied vol 113.2%
Delta -0.012 ≈1% ITM
Gamma 0.001
Theta -0.118
Vega 0.012
Open interest 133
Model this put
5
5
—
—
$51.78
205
$0.46
-0.014
104.7%
2
21
Call · $205
In the money
Last $51.78
Breakeven $256.78
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $205
Last $0.46
Breakeven $204.54
Implied vol 104.7%
Delta -0.014 ≈1% ITM
Gamma 0.001
Theta -0.128
Vega 0.012
Open interest 21
Model this put
0
5
—
—
$35.84
210
$0.10
-0.009
86%
83
41
Call · $210
In the money
Last $35.84
Breakeven $245.84
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $210
Last $0.10
Breakeven $209.90
Implied vol 86%
Delta -0.009 ≈1% ITM
Gamma 0.001
Theta -0.068
Vega 0.005
Open interest 41
Model this put
0
15
—
—
$30.78
215
$0.09
-0.012
80.4%
9
1.7k
Call · $215
In the money
Last $30.78
Breakeven $245.78
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $215
Last $0.09
Breakeven $214.91
Implied vol 80.4%
Delta -0.012 ≈1% ITM
Gamma 0.001
Theta -0.083
Vega 0.012
Open interest 1.7k
Model this put
0
—
—
—
—
217.5
—
-0.037
94.9%
—
0
Call · $217.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $217.5
Last —
Breakeven —
Implied vol 94.9%
Delta -0.037 ≈4% ITM
Gamma 0.003
Theta -0.259
Vega 0.025
Open interest 0
Model this put
3
1
—
—
$26.77
220
$0.18
-0.025
81%
4
312
Call · $220
In the money
Last $26.77
Breakeven $246.77
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $220
Last $0.18
Breakeven $219.82
Implied vol 81%
Delta -0.025 ≈3% ITM
Gamma 0.003
Theta -0.163
Vega 0.013
Open interest 312
Model this put
1
1
—
—
$26.03
222.5
$0.35
-0.028
77.5%
38
19
Call · $222.5
In the money
Last $26.03
Breakeven $248.53
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $222.5
Last $0.35
Breakeven $222.15
Implied vol 77.5%
Delta -0.028 ≈3% ITM
Gamma 0.003
Theta -0.171
Vega 0.013
Open interest 19
Model this put
255
1
47.3%
0.998
$34.46
225
$0.15
-0.022
66.6%
63
177
Call · $225
In the money
Last $34.46
Breakeven $259.46
Implied vol 47.3%
Delta 0.998 ≈100% ITM
Gamma 0.001
Theta -0.01
Vega 0.002
Open interest 255
Model this call
Put · $225
Last $0.15
Breakeven $224.85
Implied vol 66.6%
Delta -0.022 ≈2% ITM
Gamma 0.003
Theta -0.117
Vega 0.013
Open interest 177
Model this put
1
1
—
—
$17.98
227.5
$0.48
-0.037
69.3%
6
32
Call · $227.5
In the money
Last $17.98
Breakeven $245.48
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $227.5
Last $0.48
Breakeven $227.02
Implied vol 69.3%
Delta -0.037 ≈4% ITM
Gamma 0.004
Theta -0.189
Vega 0.026
Open interest 32
Model this put
75
3
52.4%
0.984
$28.20
230
$0.32
-0.037
63.4%
9
182
Call · $230
In the money
Last $28.20
Breakeven $258.20
Implied vol 52.4%
Delta 0.984 ≈98% ITM
Gamma 0.003
Theta -0.07
Vega 0.013
Open interest 75
Model this call
Put · $230
Last $0.32
Breakeven $229.68
Implied vol 63.4%
Delta -0.037 ≈4% ITM
Gamma 0.005
Theta -0.175
Vega 0.026
Open interest 182
Model this put
1
2
—
—
$14.70
232.5
$0.34
-0.049
61.6%
1
20
Call · $232.5
In the money
Last $14.70
Breakeven $247.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $232.5
Last $0.34
Breakeven $232.16
Implied vol 61.6%
Delta -0.049 ≈5% ITM
Gamma 0.006
Theta -0.212
Vega 0.026
Open interest 20
Model this put
105
1
47.4%
0.973
$22.97
235
$0.45
-0.067
61.9%
33
296
Call · $235
In the money
Last $22.97
Breakeven $257.97
Implied vol 47.4%
Delta 0.973 ≈97% ITM
Gamma 0.005
Theta -0.1
Vega 0.013
Open interest 105
Model this call
Put · $235
Last $0.45
Breakeven $234.55
Implied vol 61.9%
Delta -0.067 ≈7% ITM
Gamma 0.008
Theta -0.277
Vega 0.045
Open interest 296
Model this put
1
1
50.8%
0.945
$19.35
237.5
$0.71
-0.085
59.1%
14
12
Call · $237.5
In the money
Last $19.35
Breakeven $256.85
Implied vol 50.8%
Delta 0.945 ≈94% ITM
Gamma 0.008
Theta -0.195
Vega 0.026
Open interest 1
Model this call
Put · $237.5
Last $0.71
Breakeven $236.79
Implied vol 59.1%
Delta -0.085 ≈8% ITM
Gamma 0.01
Theta -0.314
Vega 0.045
Open interest 12
Model this put
92
3
50.8%
0.918
$19.19
240
$0.87
-0.108
57.4%
59
306
Call · $240
In the money
Last $19.19
Breakeven $259.19
Implied vol 50.8%
Delta 0.918 ≈92% ITM
Gamma 0.011
Theta -0.264
Vega 0.046
Open interest 92
Model this call
Put · $240
Last $0.87
Breakeven $239.13
Implied vol 57.4%
Delta -0.108 ≈11% ITM
Gamma 0.012
Theta -0.365
Vega 0.046
Open interest 306
Model this put
1
1
44.5%
0.912
$7.63
242.5
$1.25
-0.143
57.4%
12
115
Call · $242.5
In the money
Last $7.63
Breakeven $250.13
Implied vol 44.5%
Delta 0.912 ≈91% ITM
Gamma 0.013
Theta -0.243
Vega 0.046
Open interest 1
Model this call
Put · $242.5
Last $1.25
Breakeven $241.25
Implied vol 57.4%
Delta -0.143 ≈14% ITM
Gamma 0.015
Theta -0.446
Vega 0.069
Open interest 115
Model this put
577
9
54.2%
0.825
$15.09
245
$1.60
-0.213
65.2%
98
266
Call · $245
In the money
Last $15.09
Breakeven $260.09
Implied vol 54.2%
Delta 0.825 ≈82% ITM
Gamma 0.018
Theta -0.479
Vega 0.069
Open interest 577
Model this call
Put · $245
Last $1.60
Breakeven $243.40
Implied vol 65.2%
Delta -0.213 ≈21% ITM
Gamma 0.017
Theta -0.657
Vega 0.069
Open interest 266
Model this put
58
11
44.6%
0.817
$13.37
247.5
$1.88
-0.243
59.6%
27
57
Call · $247.5
In the money
Last $13.37
Breakeven $260.87
Implied vol 44.6%
Delta 0.817 ≈82% ITM
Gamma 0.022
Theta -0.405
Vega 0.069
Open interest 58
Model this call
Put · $247.5
Last $1.88
Breakeven $245.62
Implied vol 59.6%
Delta -0.243 ≈24% ITM
Gamma 0.02
Theta -0.642
Vega 0.091
Open interest 57
Model this put
734
29
51.1%
0.728
$10.38
250
$2.77
-0.288
55.8%
99
1.2k
Call · $250
In the money
Last $10.38
Breakeven $260.38
Implied vol 51.1%
Delta 0.728 ≈73% ITM
Gamma 0.024
Theta -0.582
Vega 0.091
Open interest 734
Model this call
Put · $250
Last $2.77
Breakeven $247.23
Implied vol 55.8%
Delta -0.288 ≈29% ITM
Gamma 0.023
Theta -0.651
Vega 0.091
Open interest 1.2k
Model this put
59
3
52.4%
0.661
$10.10
252.5
$3.65
-0.349
56.8%
58
17
Call · $252.5
In the money
Last $10.10
Breakeven $262.60
Implied vol 52.4%
Delta 0.661 ≈66% ITM
Gamma 0.027
Theta -0.668
Vega 0.092
Open interest 59
Model this call
Put · $252.5
Last $3.65
Breakeven $248.85
Implied vol 56.8%
Delta -0.349 ≈35% ITM
Gamma 0.025
Theta -0.73
Vega 0.105
Open interest 17
Model this put
323
13
52.1%
0.591
$7.40
255
$4.75
-0.418
60.6%
22
151
Call · $255
In the money
Last $7.40
Breakeven $262.40
Implied vol 52.1%
Delta 0.591 ≈59% ITM
Gamma 0.028
Theta -0.694
Vega 0.105
Open interest 323
Model this call
Put · $255
Last $4.75
Breakeven $250.25
Implied vol 60.6%
Delta -0.418 ≈42% ITM
Gamma 0.024
Theta -0.81
Vega 0.105
Open interest 151
Model this put
Underlying $256.91
304
16
53.3%
0.52
$6.49
257.5
$4.80
-0.479
60.6%
46
6
Call · $257.5
Last $6.49
Breakeven $263.99
Implied vol 53.3%
Delta 0.52 ≈52% ITM
Gamma 0.029
Theta -0.738
Vega 0.106
Open interest 304
Model this call
Put · $257.5
In the money
Last $4.80
Breakeven $252.70
Implied vol 60.6%
Delta -0.479 ≈48% ITM
Gamma 0.025
Theta -0.838
Vega 0.106
Open interest 6
Model this put
1.1k
145
52.7%
0.45
$4.80
260
$6.09
-0.542
58.8%
32
234
Call · $260
Last $4.80
Breakeven $264.80
Implied vol 52.7%
Delta 0.45 ≈45% ITM
Gamma 0.028
Theta -0.716
Vega 0.106
Open interest 1.1k
Model this call
Put · $260
In the money
Last $6.09
Breakeven $253.91
Implied vol 58.8%
Delta -0.542 ≈54% ITM
Gamma 0.025
Theta -0.799
Vega 0.106
Open interest 234
Model this put
51
47
53.3%
0.382
$3.69
262.5
$8.02
-0.601
60.4%
17
19
Call · $262.5
Last $3.69
Breakeven $266.19
Implied vol 53.3%
Delta 0.382 ≈38% ITM
Gamma 0.027
Theta -0.705
Vega 0.107
Open interest 51
Model this call
Put · $262.5
In the money
Last $8.02
Breakeven $254.48
Implied vol 60.4%
Delta -0.601 ≈60% ITM
Gamma 0.024
Theta -0.801
Vega 0.107
Open interest 19
Model this put
387
104
52.4%
0.317
$3.00
265
$10.20
-0.66
59.6%
1
3
Call · $265
Last $3.00
Breakeven $268.00
Implied vol 52.4%
Delta 0.317 ≈32% ITM
Gamma 0.026
Theta -0.641
Vega 0.094
Open interest 387
Model this call
Put · $265
In the money
Last $10.20
Breakeven $254.80
Implied vol 59.6%
Delta -0.66 ≈66% ITM
Gamma 0.023
Theta -0.75
Vega 0.094
Open interest 3
Model this put
85
51
51.6%
0.252
$2.35
267.5
—
-0.713
59.7%
—
0
Call · $267.5
Last $2.35
Breakeven $269.85
Implied vol 51.6%
Delta 0.252 ≈25% ITM
Gamma 0.023
Theta -0.57
Vega 0.094
Open interest 85
Model this call
Put · $267.5
In the money
Last —
Breakeven —
Implied vol 59.7%
Delta -0.713 ≈71% ITM
Gamma 0.021
Theta -0.693
Vega 0.094
Open interest 0
Model this put
247
122
49.9%
0.194
$1.75
270
—
-0.766
59.4%
—
0
Call · $270
Last $1.75
Breakeven $271.75
Implied vol 49.9%
Delta 0.194 ≈19% ITM
Gamma 0.021
Theta -0.469
Vega 0.073
Open interest 247
Model this call
Put · $270
In the money
Last —
Breakeven —
Implied vol 59.4%
Delta -0.766 ≈77% ITM
Gamma 0.02
Theta -0.628
Vega 0.073
Open interest 0
Model this put
31
33
52.5%
0.16
$1.39
272.5
—
-0.809
58.8%
—
0
Call · $272.5
Last $1.39
Breakeven $273.89
Implied vol 52.5%
Delta 0.16 ≈16% ITM
Gamma 0.017
Theta -0.44
Vega 0.073
Open interest 31
Model this call
Put · $272.5
In the money
Last —
Breakeven —
Implied vol 58.8%
Delta -0.809 ≈81% ITM
Gamma 0.017
Theta -0.543
Vega 0.073
Open interest 0
Model this put
260
61
51.3%
0.117
$1.10
275
—
-0.855
57.9%
—
0
Call · $275
Last $1.10
Breakeven $276.10
Implied vol 51.3%
Delta 0.117 ≈12% ITM
Gamma 0.014
Theta -0.346
Vega 0.049
Open interest 260
Model this call
Put · $275
In the money
Last —
Breakeven —
Implied vol 57.9%
Delta -0.855 ≈85% ITM
Gamma 0.015
Theta -0.453
Vega 0.073
Open interest 0
Model this put
3
48
50%
0.08
$0.88
277.5
—
-0.868
62.3%
—
0
Call · $277.5
Last $0.88
Breakeven $278.38
Implied vol 50%
Delta 0.08 ≈8% ITM
Gamma 0.011
Theta -0.255
Vega 0.049
Open interest 3
Model this call
Put · $277.5
In the money
Last —
Breakeven —
Implied vol 62.3%
Delta -0.868 ≈87% ITM
Gamma 0.013
Theta -0.456
Vega 0.049
Open interest 0
Model this put
919
146
52.8%
0.067
$0.50
280
$34.65
-0.868
69.6%
2
0
Call · $280
Last $0.50
Breakeven $280.50
Implied vol 52.8%
Delta 0.067 ≈7% ITM
Gamma 0.009
Theta -0.236
Vega 0.029
Open interest 919
Model this call
Put · $280
In the money
Last $34.65
Breakeven $245.35
Implied vol 69.6%
Delta -0.868 ≈87% ITM
Gamma 0.012
Theta -0.51
Vega 0.049
Open interest 0
Model this put
140
54
54.9%
0.057
$0.41
282.5
—
-0.901
66.8%
—
0
Call · $282.5
Last $0.41
Breakeven $282.91
Implied vol 54.9%
Delta 0.057 ≈6% ITM
Gamma 0.008
Theta -0.214
Vega 0.029
Open interest 140
Model this call
Put · $282.5
In the money
Last —
Breakeven —
Implied vol 66.8%
Delta -0.901 ≈90% ITM
Gamma 0.01
Theta -0.393
Vega 0.049
Open interest 0
Model this put
58
87
49.4%
0.026
$0.24
285
—
-0.894
75.1%
—
0
Call · $285
Last $0.24
Breakeven $285.24
Implied vol 49.4%
Delta 0.026 ≈3% ITM
Gamma 0.005
Theta -0.101
Vega 0.014
Open interest 58
Model this call
Put · $285
In the money
Last —
Breakeven —
Implied vol 75.1%
Delta -0.894 ≈89% ITM
Gamma 0.009
Theta -0.465
Vega 0.05
Open interest 0
Model this put
0
18
57.8%
0.034
$0.15
287.5
—
-0.907
77.3%
—
0
Call · $287.5
Last $0.15
Breakeven $287.65
Implied vol 57.8%
Delta 0.034 ≈3% ITM
Gamma 0.005
Theta -0.15
Vega 0.029
Open interest 0
Model this call
Put · $287.5
In the money
Last —
Breakeven —
Implied vol 77.3%
Delta -0.907 ≈91% ITM
Gamma 0.008
Theta -0.433
Vega 0.05
Open interest 0
Model this put
164
167
57.4%
0.025
$0.10
290
$48.10
-0.907
83.5%
2
0
Call · $290
Last $0.10
Breakeven $290.10
Implied vol 57.4%
Delta 0.025 ≈2% ITM
Gamma 0.004
Theta -0.114
Vega 0.015
Open interest 164
Model this call
Put · $290
In the money
Last $48.10
Breakeven $241.90
Implied vol 83.5%
Delta -0.907 ≈91% ITM
Gamma 0.008
Theta -0.47
Vega 0.05
Open interest 0
Model this put
45
61
60.5%
0.016
$0.08
295
$53.05
-0.933
85.2%
2
0
Call · $295
Last $0.08
Breakeven $295.08
Implied vol 60.5%
Delta 0.016 ≈2% ITM
Gamma 0.002
Theta -0.08
Vega 0.015
Open interest 45
Model this call
Put · $295
In the money
Last $53.05
Breakeven $241.95
Implied vol 85.2%
Delta -0.933 ≈93% ITM
Gamma 0.006
Theta -0.376
Vega 0.029
Open interest 0
Model this put
90
80
63.2%
0.01
$0.05
300
$58.00
-0.938
92.8%
2
0
Call · $300
Last $0.05
Breakeven $300.05
Implied vol 63.2%
Delta 0.01 ≈1% ITM
Gamma 0.002
Theta -0.059
Vega 0.006
Open interest 90
Model this call
Put · $300
In the money
Last $58.00
Breakeven $242.00
Implied vol 92.8%
Delta -0.938 ≈94% ITM
Gamma 0.005
Theta -0.384
Vega 0.029
Open interest 0
Model this put
0
—
113.6%
0.083
—
305
—
-0.945
98.7%
—
0
Call · $305
Last —
Breakeven —
Implied vol 113.6%
Delta 0.083 ≈8% ITM
Gamma 0.005
Theta -0.598
Vega 0.051
Open interest 0
Model this call
Put · $305
In the money
Last —
Breakeven —
Implied vol 98.7%
Delta -0.945 ≈94% ITM
Gamma 0.004
Theta -0.369
Vega 0.03
Open interest 0
Model this put
3
16
75.5%
0.009
$0.06
310
—
-0.946
107%
—
0
Call · $310
Last $0.06
Breakeven $310.06
Implied vol 75.5%
Delta 0.009 ≈1% ITM
Gamma 0.001
Theta -0.065
Vega 0.006
Open interest 3
Model this call
Put · $310
In the money
Last —
Breakeven —
Implied vol 107%
Delta -0.946 ≈95% ITM
Gamma 0.004
Theta -0.39
Vega 0.03
Open interest 0
Model this put
0
—
123.8%
0.066
—
315
—
-0.951
113.5%
—
0
Call · $315
Last —
Breakeven —
Implied vol 123.8%
Delta 0.066 ≈7% ITM
Gamma 0.004
Theta -0.544
Vega 0.03
Open interest 0
Model this call
Put · $315
In the money
Last —
Breakeven —
Implied vol 113.5%
Delta -0.951 ≈95% ITM
Gamma 0.003
Theta -0.386
Vega 0.03
Open interest 0
Model this put
0
—
136.8%
0.071
—
320
—
-0.939
129.7%
—
0
Call · $320
Last —
Breakeven —
Implied vol 136.8%
Delta 0.071 ≈7% ITM
Gamma 0.004
Theta -0.639
Vega 0.03
Open interest 0
Model this call
Put · $320
In the money
Last —
Breakeven —
Implied vol 129.7%
Delta -0.939 ≈94% ITM
Gamma 0.003
Theta -0.527
Vega 0.03
Open interest 0
Model this put
5
5
—
—
$0.06
325
—
-0.941
136.8%
—
0
Call · $325
Last $0.06
Breakeven $325.06
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $325
In the money
Last —
Breakeven —
Implied vol 136.8%
Delta -0.941 ≈94% ITM
Gamma 0.003
Theta -0.536
Vega 0.031
Open interest 0
Model this put