10
7
0%
1
$46.22
50
$0.05
0
0%
1
549
Call · $50
In the money
Last $46.22
Breakeven $96.22
IV 0%
Delta 1 (~100% ITM)
Gamma 0
Theta -0.005
Vega 0
Open interest 10
Model this call
Put · $50
Last $0.05
Breakeven $49.95
IV 0%
Delta 0 (~0% ITM)
Gamma 0
Theta 0
Vega 0
Open interest 549
Model this put
0
—
0%
1
—
55
$0.05
-0.005
1573.9%
6
262
Call · $55
In the money
Last —
Breakeven —
IV 0%
Delta 1 (~100% ITM)
Gamma 0
Theta -0.005
Vega 0
Open interest 0
Model this call
Put · $55
Last $0.05
Breakeven $54.95
IV 1573.9%
Delta -0.005 (~0% ITM)
Gamma 0
Theta -1.672
Vega 0
Open interest 262
Model this put
0
—
1891.5%
0.978
—
60
$0.05
0
0%
4
981
Call · $60
In the money
Last —
Breakeven —
IV 1891.5%
Delta 0.978 (~98% ITM)
Gamma 0.001
Theta -7.781
Vega 0.002
Open interest 0
Model this call
Put · $60
Last $0.05
Breakeven $59.95
IV 0%
Delta 0 (~0% ITM)
Gamma 0
Theta 0
Vega 0
Open interest 981
Model this put
163
30
1681.1%
0.978
$65.30
65
$0.10
-0.04
1999.9%
1
44
Call · $65
In the money
Last $65.30
Breakeven $130.30
IV 1681.1%
Delta 0.978 (~98% ITM)
Gamma 0.001
Theta -7.098
Vega 0.002
Open interest 163
Model this call
Put · $65
Last $0.10
Breakeven $64.90
IV 1999.9%
Delta -0.04 (~4% ITM)
Gamma 0.002
Theta -13.808
Vega 0.002
Open interest 44
Model this put
7
13
1510.7%
0.975
$66.09
70
$0.15
-0.008
1206.1%
10
39
Call · $70
In the money
Last $66.09
Breakeven $136.09
IV 1510.7%
Delta 0.975 (~98% ITM)
Gamma 0.001
Theta -6.932
Vega 0.002
Open interest 7
Model this call
Put · $70
Last $0.15
Breakeven $69.85
IV 1206.1%
Delta -0.008 (~1% ITM)
Gamma 0.001
Theta -2.1
Vega 0
Open interest 39
Model this put
0
30
1089.2%
0.99
$60.97
75
$0.15
-0.018
1218.4%
67
98
Call · $75
In the money
Last $60.97
Breakeven $135.97
IV 1089.2%
Delta 0.99 (~99% ITM)
Gamma 0.001
Theta -2.207
Vega 0.001
Open interest 0
Model this call
Put · $75
Last $0.15
Breakeven $74.85
IV 1218.4%
Delta -0.018 (~2% ITM)
Gamma 0.001
Theta -4.233
Vega 0.001
Open interest 98
Model this put
0
3
1262.7%
0.971
$50.63
78
$0.05
-0.01
1005.4%
20
13
Call · $78
In the money
Last $50.63
Breakeven $128.63
IV 1262.7%
Delta 0.971 (~97% ITM)
Gamma 0.002
Theta -6.657
Vega 0.002
Open interest 0
Model this call
Put · $78
Last $0.05
Breakeven $77.95
IV 1005.4%
Delta -0.01 (~1% ITM)
Gamma 0.001
Theta -2.04
Vega 0.001
Open interest 13
Model this put
2
3
1211.2%
0.972
$49.73
79
$0.05
-0.029
1218.5%
18
10
Call · $79
In the money
Last $49.73
Breakeven $128.73
IV 1211.2%
Delta 0.972 (~97% ITM)
Gamma 0.002
Theta -6.095
Vega 0.002
Open interest 2
Model this call
Put · $79
Last $0.05
Breakeven $78.95
IV 1218.5%
Delta -0.029 (~3% ITM)
Gamma 0.002
Theta -6.26
Vega 0.002
Open interest 10
Model this put
2
2
1204.7%
0.969
$48.88
80
$10.38
-0.029
1189.9%
4
1
Call · $80
In the money
Last $48.88
Breakeven $128.88
IV 1204.7%
Delta 0.969 (~97% ITM)
Gamma 0.002
Theta -6.586
Vega 0.002
Open interest 2
Model this call
Put · $80
Last $10.38
Breakeven $69.62
IV 1189.9%
Delta -0.029 (~3% ITM)
Gamma 0.002
Theta -6.225
Vega 0.002
Open interest 1
Model this put
1
2
1176.3%
0.968
$47.97
81
$0.16
-0.03
1161.6%
1
32
Call · $81
In the money
Last $47.97
Breakeven $128.97
IV 1176.3%
Delta 0.968 (~97% ITM)
Gamma 0.002
Theta -6.551
Vega 0.002
Open interest 1
Model this call
Put · $81
Last $0.16
Breakeven $80.84
IV 1161.6%
Delta -0.03 (~3% ITM)
Gamma 0.002
Theta -6.189
Vega 0.002
Open interest 32
Model this put
0
1
1170.1%
0.965
$46.54
82
$0.08
-0.044
1264.8%
60
30
Call · $82
In the money
Last $46.54
Breakeven $128.54
IV 1170.1%
Delta 0.965 (~97% ITM)
Gamma 0.002
Theta -7.042
Vega 0.002
Open interest 0
Model this call
Put · $82
Last $0.08
Breakeven $81.92
IV 1264.8%
Delta -0.044 (~4% ITM)
Gamma 0.003
Theta -9.314
Vega 0.002
Open interest 30
Model this put
3
1
1120.6%
0.967
$45.63
83
$0.08
-0.017
950.2%
14
7
Call · $83
In the money
Last $45.63
Breakeven $128.63
IV 1120.6%
Delta 0.967 (~97% ITM)
Gamma 0.002
Theta -6.479
Vega 0.002
Open interest 3
Model this call
Put · $83
Last $0.08
Breakeven $82.92
IV 950.2%
Delta -0.017 (~2% ITM)
Gamma 0.002
Theta -3.061
Vega 0.001
Open interest 7
Model this put
0
1
1071.6%
0.969
$44.28
84
$0.20
-0.051
1262.3%
10
42
Call · $84
In the money
Last $44.28
Breakeven $128.28
IV 1071.6%
Delta 0.969 (~97% ITM)
Gamma 0.002
Theta -5.916
Vega 0.002
Open interest 0
Model this call
Put · $84
Last $0.20
Breakeven $83.80
IV 1262.3%
Delta -0.051 (~5% ITM)
Gamma 0.003
Theta -10.56
Vega 0.002
Open interest 42
Model this put
0
1
1044.8%
0.968
$43.37
85
$0.10
-0.013
860.6%
1
2
Call · $85
In the money
Last $43.37
Breakeven $128.37
IV 1044.8%
Delta 0.968 (~97% ITM)
Gamma 0.002
Theta -5.88
Vega 0.002
Open interest 0
Model this call
Put · $85
Last $0.10
Breakeven $84.90
IV 860.6%
Delta -0.013 (~1% ITM)
Gamma 0.001
Theta -2.317
Vega 0.001
Open interest 2
Model this put
0
—
1018.2%
0.967
—
86
$1.14
-0.034
1025.2%
1
1
Call · $86
In the money
Last —
Breakeven —
IV 1018.2%
Delta 0.967 (~97% ITM)
Gamma 0.003
Theta -5.844
Vega 0.002
Open interest 0
Model this call
Put · $86
Last $1.14
Breakeven $84.86
IV 1025.2%
Delta -0.034 (~3% ITM)
Gamma 0.003
Theta -6.01
Vega 0.002
Open interest 1
Model this put
2
2
991.9%
0.966
$47.22
87
$1.20
-0.034
998.9%
1
1
Call · $87
In the money
Last $47.22
Breakeven $134.22
IV 991.9%
Delta 0.966 (~97% ITM)
Gamma 0.003
Theta -5.808
Vega 0.002
Open interest 2
Model this call
Put · $87
Last $1.20
Breakeven $85.80
IV 998.9%
Delta -0.034 (~3% ITM)
Gamma 0.003
Theta -5.974
Vega 0.002
Open interest 1
Model this put
2
2
987%
0.963
$39.24
88
—
-0.035
973%
—
0
Call · $88
In the money
Last $39.24
Breakeven $127.24
IV 987%
Delta 0.963 (~96% ITM)
Gamma 0.003
Theta -6.299
Vega 0.002
Open interest 2
Model this call
Put · $88
Last —
Breakeven —
IV 973%
Delta -0.035 (~4% ITM)
Gamma 0.003
Theta -5.938
Vega 0.002
Open interest 0
Model this put
3
4
877.6%
0.974
$38.33
89
—
-0.036
947.3%
—
0
Call · $89
In the money
Last $38.33
Breakeven $127.33
IV 877.6%
Delta 0.974 (~97% ITM)
Gamma 0.002
Theta -4.153
Vega 0.002
Open interest 3
Model this call
Put · $89
Last —
Breakeven —
IV 947.3%
Delta -0.036 (~4% ITM)
Gamma 0.003
Theta -5.902
Vega 0.002
Open interest 0
Model this put
1
2
956.6%
0.958
$38.80
90
$0.06
-0.063
1105%
1
280
Call · $90
In the money
Last $38.80
Breakeven $128.80
IV 956.6%
Delta 0.958 (~96% ITM)
Gamma 0.003
Theta -6.754
Vega 0.002
Open interest 1
Model this call
Put · $90
Last $0.06
Breakeven $89.94
IV 1105%
Delta -0.063 (~6% ITM)
Gamma 0.004
Theta -10.779
Vega 0.004
Open interest 280
Model this put
22
1
931.3%
0.957
$37.78
91
$14.50
-0.038
896.8%
1
0
Call · $91
In the money
Last $37.78
Breakeven $128.78
IV 931.3%
Delta 0.957 (~96% ITM)
Gamma 0.004
Theta -6.717
Vega 0.002
Open interest 22
Model this call
Put · $91
Last $14.50
Breakeven $76.50
IV 896.8%
Delta -0.038 (~4% ITM)
Gamma 0.003
Theta -5.829
Vega 0.002
Open interest 0
Model this put
3
3
824%
0.969
$35.25
92
$1.00
-0.039
872%
4
10
Call · $92
In the money
Last $35.25
Breakeven $127.25
IV 824%
Delta 0.969 (~97% ITM)
Gamma 0.003
Theta -4.57
Vega 0.002
Open interest 3
Model this call
Put · $92
Last $1.00
Breakeven $91.00
IV 872%
Delta -0.039 (~4% ITM)
Gamma 0.003
Theta -5.792
Vega 0.002
Open interest 10
Model this put
1
6
779.3%
0.972
$34.11
93
$13.72
-0.04
847.4%
22
11
Call · $93
In the money
Last $34.11
Breakeven $127.11
IV 779.3%
Delta 0.972 (~97% ITM)
Gamma 0.003
Theta -4.005
Vega 0.002
Open interest 1
Model this call
Put · $93
Last $13.72
Breakeven $79.28
IV 847.4%
Delta -0.04 (~4% ITM)
Gamma 0.004
Theta -5.756
Vega 0.002
Open interest 11
Model this put
1
4
796.1%
0.963
$33.20
94
$14.14
-0.041
823.2%
22
11
Call · $94
In the money
Last $33.20
Breakeven $127.20
IV 796.1%
Delta 0.963 (~96% ITM)
Gamma 0.004
Theta -5.024
Vega 0.002
Open interest 1
Model this call
Put · $94
Last $14.14
Breakeven $79.86
IV 823.2%
Delta -0.041 (~4% ITM)
Gamma 0.004
Theta -5.719
Vega 0.002
Open interest 11
Model this put
32
1
792.4%
0.959
$35.37
95
$0.05
-0.046
819.4%
1
200
Call · $95
In the money
Last $35.37
Breakeven $130.37
IV 792.4%
Delta 0.959 (~96% ITM)
Gamma 0.004
Theta -5.515
Vega 0.002
Open interest 32
Model this call
Put · $95
Last $0.05
Breakeven $94.95
IV 819.4%
Delta -0.046 (~5% ITM)
Gamma 0.004
Theta -6.21
Vega 0.002
Open interest 200
Model this put
2
1
768.7%
0.957
$34.30
96
$21.24
-0.047
795.5%
30
0
Call · $96
In the money
Last $34.30
Breakeven $130.30
IV 768.7%
Delta 0.957 (~96% ITM)
Gamma 0.004
Theta -5.478
Vega 0.002
Open interest 2
Model this call
Put · $96
Last $21.24
Breakeven $74.76
IV 795.5%
Delta -0.047 (~5% ITM)
Gamma 0.004
Theta -6.173
Vega 0.002
Open interest 0
Model this put
13
1
836.6%
0.94
$33.30
97
$21.87
-0.049
771.9%
30
0
Call · $97
In the money
Last $33.30
Breakeven $130.30
IV 836.6%
Delta 0.94 (~94% ITM)
Gamma 0.005
Theta -7.924
Vega 0.004
Open interest 13
Model this call
Put · $97
Last $21.87
Breakeven $75.13
IV 771.9%
Delta -0.049 (~5% ITM)
Gamma 0.005
Theta -6.136
Vega 0.003
Open interest 0
Model this put
11
10
682.2%
0.963
$38.46
98
$23.47
-0.05
748.5%
26
13
Call · $98
In the money
Last $38.46
Breakeven $136.46
IV 682.2%
Delta 0.963 (~96% ITM)
Gamma 0.004
Theta -4.348
Vega 0.003
Open interest 11
Model this call
Put · $98
Last $23.47
Breakeven $74.53
IV 748.5%
Delta -0.05 (~5% ITM)
Gamma 0.005
Theta -6.099
Vega 0.003
Open interest 13
Model this put
24
20
659.4%
0.962
$37.57
99
—
-0.052
725.4%
—
0
Call · $99
In the money
Last $37.57
Breakeven $136.57
IV 659.4%
Delta 0.962 (~96% ITM)
Gamma 0.004
Theta -4.311
Vega 0.003
Open interest 24
Model this call
Put · $99
Last —
Breakeven —
IV 725.4%
Delta -0.052 (~5% ITM)
Gamma 0.005
Theta -6.062
Vega 0.003
Open interest 0
Model this put
233
37
756.2%
0.935
$30.50
100
$0.25
-0.018
525.4%
9
40
Call · $100
In the money
Last $30.50
Breakeven $130.50
IV 756.2%
Delta 0.935 (~93% ITM)
Gamma 0.006
Theta -7.627
Vega 0.004
Open interest 233
Model this call
Put · $100
Last $0.25
Breakeven $99.75
IV 525.4%
Delta -0.018 (~2% ITM)
Gamma 0.003
Theta -1.774
Vega 0.001
Open interest 40
Model this put
20
20
673.3%
0.946
$35.55
101
$0.15
-0.095
841.5%
21
18
Call · $101
In the money
Last $35.55
Breakeven $136.55
IV 673.3%
Delta 0.946 (~95% ITM)
Gamma 0.006
Theta -5.821
Vega 0.003
Open interest 20
Model this call
Put · $101
Last $0.15
Breakeven $100.85
IV 841.5%
Delta -0.095 (~9% ITM)
Gamma 0.007
Theta -11.196
Vega 0.004
Open interest 18
Model this put
52
2
631.4%
0.949
$31.69
102
$0.15
-0.099
820.6%
14
13
Call · $102
In the money
Last $31.69
Breakeven $133.69
IV 631.4%
Delta 0.949 (~95% ITM)
Gamma 0.006
Theta -5.255
Vega 0.003
Open interest 52
Model this call
Put · $102
Last $0.15
Breakeven $101.85
IV 820.6%
Delta -0.099 (~10% ITM)
Gamma 0.008
Theta -11.285
Vega 0.004
Open interest 13
Model this put
166
7
655.7%
0.935
$25.58
103
$0.15
-0.103
799.8%
24
22
Call · $103
In the money
Last $25.58
Breakeven $128.58
IV 655.7%
Delta 0.935 (~94% ITM)
Gamma 0.007
Theta -6.58
Vega 0.004
Open interest 166
Model this call
Put · $103
Last $0.15
Breakeven $102.85
IV 799.8%
Delta -0.103 (~10% ITM)
Gamma 0.008
Theta -11.373
Vega 0.004
Open interest 22
Model this put
2
7
587.5%
0.945
$24.65
104
$0.15
-0.056
594%
27
27
Call · $104
In the money
Last $24.65
Breakeven $128.65
IV 587.5%
Delta 0.945 (~95% ITM)
Gamma 0.007
Theta -5.181
Vega 0.003
Open interest 2
Model this call
Put · $104
Last $0.15
Breakeven $103.85
IV 594%
Delta -0.056 (~6% ITM)
Gamma 0.007
Theta -5.348
Vega 0.003
Open interest 27
Model this put
110
4
583%
0.939
$25.35
105
$0.14
-0.058
572.4%
2
525
Call · $105
In the money
Last $25.35
Breakeven $130.35
IV 583%
Delta 0.939 (~94% ITM)
Gamma 0.008
Theta -5.631
Vega 0.005
Open interest 110
Model this call
Put · $105
Last $0.14
Breakeven $104.86
IV 572.4%
Delta -0.058 (~6% ITM)
Gamma 0.007
Theta -5.311
Vega 0.003
Open interest 525
Model this put
0
1
544.5%
0.941
$22.77
106
$0.10
-0.06
550.8%
4
4
Call · $106
In the money
Last $22.77
Breakeven $128.77
IV 544.5%
Delta 0.941 (~94% ITM)
Gamma 0.008
Theta -5.106
Vega 0.003
Open interest 0
Model this call
Put · $106
Last $0.10
Breakeven $105.90
IV 550.8%
Delta -0.06 (~6% ITM)
Gamma 0.008
Theta -5.273
Vega 0.005
Open interest 4
Model this put
9
3
533.6%
0.934
$21.59
107
$0.15
-0.063
526.3%
1
92
Call · $107
In the money
Last $21.59
Breakeven $128.59
IV 533.6%
Delta 0.934 (~93% ITM)
Gamma 0.009
Theta -5.431
Vega 0.005
Open interest 9
Model this call
Put · $107
Last $0.15
Breakeven $106.85
IV 526.3%
Delta -0.063 (~6% ITM)
Gamma 0.008
Theta -5.172
Vega 0.005
Open interest 92
Model this put
8
1
498.3%
0.936
$22.34
108
$0.10
-0.07
513%
16
46
Call · $108
In the money
Last $22.34
Breakeven $130.34
IV 498.3%
Delta 0.936 (~94% ITM)
Gamma 0.009
Theta -4.956
Vega 0.005
Open interest 8
Model this call
Put · $108
Last $0.10
Breakeven $107.90
IV 513%
Delta -0.07 (~7% ITM)
Gamma 0.009
Theta -5.447
Vega 0.005
Open interest 46
Model this put
12
20
485.2%
0.929
$20.50
109
$0.15
-0.073
488.9%
4
75
Call · $109
In the money
Last $20.50
Breakeven $129.50
IV 485.2%
Delta 0.929 (~93% ITM)
Gamma 0.01
Theta -5.23
Vega 0.005
Open interest 12
Model this call
Put · $109
Last $0.15
Breakeven $108.85
IV 488.9%
Delta -0.073 (~7% ITM)
Gamma 0.01
Theta -5.346
Vega 0.005
Open interest 75
Model this put
13
20
461.3%
0.926
$19.50
110
$0.20
-0.076
465%
1
117
Call · $110
In the money
Last $19.50
Breakeven $129.50
IV 461.3%
Delta 0.926 (~93% ITM)
Gamma 0.011
Theta -5.13
Vega 0.005
Open interest 13
Model this call
Put · $110
Last $0.20
Breakeven $109.80
IV 465%
Delta -0.076 (~8% ITM)
Gamma 0.011
Theta -5.246
Vega 0.005
Open interest 117
Model this put
1
2
437.7%
0.922
$17.66
111
—
-0.08
441.3%
—
0
Call · $111
In the money
Last $17.66
Breakeven $128.66
IV 437.7%
Delta 0.922 (~92% ITM)
Gamma 0.012
Theta -5.029
Vega 0.005
Open interest 1
Model this call
Put · $111
Last —
Breakeven —
IV 441.3%
Delta -0.08 (~8% ITM)
Gamma 0.012
Theta -5.145
Vega 0.005
Open interest 0
Model this put
0
3
414.2%
0.918
$16.61
112
$2.11
-0.089
428.6%
1
1
Call · $112
In the money
Last $16.61
Breakeven $128.61
IV 414.2%
Delta 0.918 (~92% ITM)
Gamma 0.013
Theta -4.928
Vega 0.005
Open interest 0
Model this call
Put · $112
Last $2.11
Breakeven $109.89
IV 428.6%
Delta -0.089 (~9% ITM)
Gamma 0.013
Theta -5.419
Vega 0.005
Open interest 1
Model this put
4
4
412.4%
0.903
$15.72
113
$0.25
-0.144
516.4%
5
16
Call · $113
In the money
Last $15.72
Breakeven $128.72
IV 412.4%
Delta 0.903 (~90% ITM)
Gamma 0.015
Theta -5.577
Vega 0.005
Open interest 4
Model this call
Put · $113
Last $0.25
Breakeven $112.75
IV 516.4%
Delta -0.144 (~14% ITM)
Gamma 0.016
Theta -9.267
Vega 0.007
Open interest 16
Model this put
4
1
357.3%
0.916
$14.66
114
$2.90
-0.104
392.9%
15
15
Call · $114
In the money
Last $14.66
Breakeven $128.66
IV 357.3%
Delta 0.916 (~92% ITM)
Gamma 0.015
Theta -4.352
Vega 0.005
Open interest 4
Model this call
Put · $114
Last $2.90
Breakeven $111.10
IV 392.9%
Delta -0.104 (~10% ITM)
Gamma 0.016
Theta -5.593
Vega 0.005
Open interest 15
Model this put
65
1
366.4%
0.892
$15.26
115
$0.19
-0.046
266%
1
327
Call · $115
In the money
Last $15.26
Breakeven $130.26
IV 366.4%
Delta 0.892 (~89% ITM)
Gamma 0.018
Theta -5.376
Vega 0.005
Open interest 65
Model this call
Put · $115
Last $0.19
Breakeven $114.81
IV 266%
Delta -0.046 (~5% ITM)
Gamma 0.013
Theta -2.028
Vega 0.003
Open interest 327
Model this put
1
5
322.6%
0.898
$12.70
116
$2.56
-0.127
366.6%
2
10
Call · $116
In the money
Last $12.70
Breakeven $128.70
IV 322.6%
Delta 0.898 (~90% ITM)
Gamma 0.02
Theta -4.525
Vega 0.005
Open interest 1
Model this call
Put · $116
Last $2.56
Breakeven $113.44
IV 366.6%
Delta -0.127 (~13% ITM)
Gamma 0.021
Theta -6.083
Vega 0.007
Open interest 10
Model this put
21
5
300.1%
0.892
$11.53
117
$0.50
-0.104
293.2%
1
1
Call · $117
In the money
Last $11.53
Breakeven $128.53
IV 300.1%
Delta 0.892 (~89% ITM)
Gamma 0.022
Theta -4.424
Vega 0.005
Open interest 21
Model this call
Put · $117
Last $0.50
Breakeven $116.50
IV 293.2%
Delta -0.104 (~10% ITM)
Gamma 0.022
Theta -4.166
Vega 0.005
Open interest 1
Model this put
11
11
310.7%
0.859
$11.55
118
$0.69
-0.111
271%
1
1
Call · $118
In the money
Last $11.55
Breakeven $129.55
IV 310.7%
Delta 0.859 (~86% ITM)
Gamma 0.026
Theta -5.524
Vega 0.007
Open interest 11
Model this call
Put · $118
Last $0.69
Breakeven $117.31
IV 271%
Delta -0.111 (~11% ITM)
Gamma 0.025
Theta -4.065
Vega 0.005
Open interest 1
Model this put
20
20
284.3%
0.848
$10.58
119
$0.25
-0.12
249%
12
22
Call · $119
In the money
Last $10.58
Breakeven $129.58
IV 284.3%
Delta 0.848 (~85% ITM)
Gamma 0.03
Theta -5.283
Vega 0.007
Open interest 20
Model this call
Put · $119
Last $0.25
Breakeven $118.75
IV 249%
Delta -0.12 (~12% ITM)
Gamma 0.029
Theta -3.964
Vega 0.005
Open interest 22
Model this put
40
24
230.5%
0.864
$7.30
120
$0.05
-0.181
277.8%
4
63
Call · $120
In the money
Last $7.30
Breakeven $127.30
IV 230.5%
Delta 0.864 (~86% ITM)
Gamma 0.034
Theta -4.003
Vega 0.007
Open interest 40
Model this call
Put · $120
Last $0.05
Breakeven $119.95
IV 277.8%
Delta -0.181 (~18% ITM)
Gamma 0.034
Theta -5.767
Vega 0.007
Open interest 63
Model this put
1
2
225.3%
0.828
$11.35
121
$0.08
-0.085
153.9%
12
59
Call · $121
In the money
Last $11.35
Breakeven $132.35
IV 225.3%
Delta 0.828 (~83% ITM)
Gamma 0.041
Theta -4.54
Vega 0.007
Open interest 1
Model this call
Put · $121
Last $0.08
Breakeven $120.92
IV 153.9%
Delta -0.085 (~9% ITM)
Gamma 0.036
Theta -1.887
Vega 0.005
Open interest 59
Model this put
1
2
179.1%
0.834
$10.55
122
$0.70
-0.213
222.6%
1
38
Call · $122
In the money
Last $10.55
Breakeven $132.55
IV 179.1%
Delta 0.834 (~83% ITM)
Gamma 0.05
Theta -3.52
Vega 0.007
Open interest 1
Model this call
Put · $122
Last $0.70
Breakeven $121.30
IV 222.6%
Delta -0.213 (~21% ITM)
Gamma 0.047
Theta -5.155
Vega 0.007
Open interest 38
Model this put
0
2
174.1%
0.786
$6.27
123
$1.40
-0.196
159.4%
1
35
Call · $123
In the money
Last $6.27
Breakeven $129.27
IV 174.1%
Delta 0.786 (~79% ITM)
Gamma 0.061
Theta -4.058
Vega 0.007
Open interest 0
Model this call
Put · $123
Last $1.40
Breakeven $121.60
IV 159.4%
Delta -0.196 (~20% ITM)
Gamma 0.062
Theta -3.486
Vega 0.007
Open interest 35
Model this put
0
—
121.6%
0.792
—
124
$0.37
-0.231
136.4%
6
12
Call · $124
In the money
Last —
Breakeven —
IV 121.6%
Delta 0.792 (~79% ITM)
Gamma 0.085
Theta -2.778
Vega 0.007
Open interest 0
Model this call
Put · $124
Last $0.37
Breakeven $123.63
IV 136.4%
Delta -0.231 (~23% ITM)
Gamma 0.081
Theta -3.318
Vega 0.01
Open interest 12
Model this put
190
32
109%
0.715
$2.24
125
$0.21
-0.224
82.1%
5
59
Call · $125
In the money
Last $2.24
Breakeven $127.24
IV 109%
Delta 0.715 (~71% ITM)
Gamma 0.112
Theta -2.929
Vega 0.01
Open interest 190
Model this call
Put · $125
Last $0.21
Breakeven $124.79
IV 82.1%
Delta -0.224 (~22% ITM)
Gamma 0.133
Theta -1.964
Vega 0.007
Open interest 59
Model this put
0
—
110.9%
0.593
—
126
$1.10
-0.425
141.8%
1
1
Call · $126
In the money
Last —
Breakeven —
IV 110.9%
Delta 0.593 (~59% ITM)
Gamma 0.126
Theta -3.407
Vega 0.011
Open interest 0
Model this call
Put · $126
Last $1.10
Breakeven $124.90
IV 141.8%
Delta -0.425 (~42% ITM)
Gamma 0.099
Theta -4.382
Vega 0.011
Open interest 1
Model this put
0
—
144.4%
0.476
—
127
$0.45
-0.531
119%
1
106
Call · $127
In the money
Last —
Breakeven —
IV 144.4%
Delta 0.476 (~48% ITM)
Gamma 0.1
Theta -4.575
Vega 0.011
Open interest 0
Model this call
Put · $127
Last $0.45
Breakeven $126.55
IV 119%
Delta -0.531 (~53% ITM)
Gamma 0.121
Theta -3.747
Vega 0.011
Open interest 106
Model this put
4
3
155.3%
0.389
$2.20
128
$1.15
-0.91
34.7%
5
114
Call · $128
In the money
Last $2.20
Breakeven $130.20
IV 155.3%
Delta 0.389 (~39% ITM)
Gamma 0.089
Theta -4.735
Vega 0.011
Open interest 4
Model this call
Put · $128
Last $1.15
Breakeven $126.85
IV 34.7%
Delta -0.91 (~91% ITM)
Gamma 0.169
Theta -0.435
Vega 0.005
Open interest 114
Model this put
0
—
209%
0.356
—
129
$1.50
—
—
46
60
Call · $129
In the money
Last —
Breakeven —
IV 209%
Delta 0.356 (~36% ITM)
Gamma 0.065
Theta -6.229
Vega 0.01
Open interest 0
Model this call
Put · $129
Last $1.50
Breakeven $127.50
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 60
Model this put
349
94
204.8%
0.293
$0.20
130
$2.35
—
—
18
154
Call · $130
In the money
Last $0.20
Breakeven $130.20
IV 204.8%
Delta 0.293 (~29% ITM)
Gamma 0.06
Theta -5.563
Vega 0.01
Open interest 349
Model this call
Put · $130
Last $2.35
Breakeven $127.65
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 154
Model this put
3
3
256.4%
0.288
$0.20
131
$2.67
—
—
1
259
Call · $131
In the money
Last $0.20
Breakeven $131.20
IV 256.4%
Delta 0.288 (~29% ITM)
Gamma 0.048
Theta -6.905
Vega 0.01
Open interest 3
Model this call
Put · $131
Last $2.67
Breakeven $128.33
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 259
Model this put
Underlying $131.16
48
91
144.7%
0.103
$0.06
132
$3.21
—
—
10
75
Call · $132
Last $0.06
Breakeven $132.06
IV 144.7%
Delta 0.103 (~10% ITM)
Gamma 0.044
Theta -2.038
Vega 0.005
Open interest 48
Model this call
Put · $132
In the money
Last $3.21
Breakeven $128.79
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 75
Model this put
42
27
188.5%
0.125
$0.10
133
$3.07
—
—
1
70
Call · $133
Last $0.10
Breakeven $133.10
IV 188.5%
Delta 0.125 (~12% ITM)
Gamma 0.039
Theta -3.077
Vega 0.005
Open interest 42
Model this call
Put · $133
In the money
Last $3.07
Breakeven $129.93
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 70
Model this put
2
10
178.1%
0.078
$0.05
134
$3.11
—
—
1
119
Call · $134
Last $0.05
Breakeven $134.05
IV 178.1%
Delta 0.078 (~8% ITM)
Gamma 0.029
Theta -2.053
Vega 0.005
Open interest 2
Model this call
Put · $134
In the money
Last $3.11
Breakeven $130.89
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 119
Model this put
468
541
172.2%
0.049
$0.03
135
$6.80
—
—
2
147
Call · $135
Last $0.03
Breakeven $135.03
IV 172.2%
Delta 0.049 (~5% ITM)
Gamma 0.021
Theta -1.373
Vega 0.003
Open interest 468
Model this call
Put · $135
In the money
Last $6.80
Breakeven $128.20
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 147
Model this put
79
1
264.5%
0.118
$0.67
136
$7.18
—
—
20
84
Call · $136
Last $0.67
Breakeven $136.67
IV 264.5%
Delta 0.118 (~12% ITM)
Gamma 0.027
Theta -4.13
Vega 0.005
Open interest 79
Model this call
Put · $136
In the money
Last $7.18
Breakeven $128.82
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 84
Model this put
135
5
292.7%
0.119
$1.12
137
$5.30
—
—
2
20
Call · $137
Last $1.12
Breakeven $138.12
IV 292.7%
Delta 0.119 (~12% ITM)
Gamma 0.024
Theta -4.605
Vega 0.005
Open interest 135
Model this call
Put · $137
In the money
Last $5.30
Breakeven $131.70
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 20
Model this put
3
1
301.3%
0.106
$2.08
138
$6.75
—
—
2
41
Call · $138
Last $2.08
Breakeven $140.08
IV 301.3%
Delta 0.106 (~11% ITM)
Gamma 0.022
Theta -4.331
Vega 0.005
Open interest 3
Model this call
Put · $138
In the money
Last $6.75
Breakeven $131.25
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 41
Model this put
70
7
319.5%
0.101
$0.70
139
$7.10
—
—
10
21
Call · $139
Last $0.70
Breakeven $139.70
IV 319.5%
Delta 0.101 (~10% ITM)
Gamma 0.02
Theta -4.432
Vega 0.005
Open interest 70
Model this call
Put · $139
In the money
Last $7.10
Breakeven $131.90
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 21
Model this put
203
3
332.8%
0.093
$0.29
140
$11.22
—
—
14
43
Call · $140
Last $0.29
Breakeven $140.29
IV 332.8%
Delta 0.093 (~9% ITM)
Gamma 0.018
Theta -4.346
Vega 0.005
Open interest 203
Model this call
Put · $140
In the money
Last $11.22
Breakeven $128.78
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 43
Model this put
23
24
266.3%
0.034
$0.15
141
$12.08
—
—
14
0
Call · $141
Last $0.15
Breakeven $141.15
IV 266.3%
Delta 0.034 (~3% ITM)
Gamma 0.01
Theta -1.599
Vega 0.003
Open interest 23
Model this call
Put · $141
In the money
Last $12.08
Breakeven $128.92
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
56
108
331%
0.063
$0.10
142
—
—
—
—
0
Call · $142
Last $0.10
Breakeven $142.10
IV 331%
Delta 0.063 (~6% ITM)
Gamma 0.013
Theta -3.223
Vega 0.003
Open interest 56
Model this call
Put · $142
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
137
94
386.3%
0.083
$0.11
143
$7.75
—
—
1
1
Call · $143
Last $0.11
Breakeven $143.11
IV 386.3%
Delta 0.083 (~8% ITM)
Gamma 0.014
Theta -4.648
Vega 0.005
Open interest 137
Model this call
Put · $143
In the money
Last $7.75
Breakeven $135.25
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
61
62
403.9%
0.08
$0.10
144
—
—
—
—
0
Call · $144
Last $0.10
Breakeven $144.10
IV 403.9%
Delta 0.08 (~8% ITM)
Gamma 0.013
Theta -4.749
Vega 0.005
Open interest 61
Model this call
Put · $144
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
189
7
400.2%
0.067
$0.05
145
$12.01
—
—
1
1
Call · $145
Last $0.05
Breakeven $145.05
IV 400.2%
Delta 0.067 (~7% ITM)
Gamma 0.012
Theta -4.129
Vega 0.003
Open interest 189
Model this call
Put · $145
In the money
Last $12.01
Breakeven $132.99
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
0
—
509.3%
0.115
—
146
$11.45
—
—
1
0
Call · $146
Last —
Breakeven —
IV 509.3%
Delta 0.115 (~11% ITM)
Gamma 0.014
Theta -7.76
Vega 0.005
Open interest 0
Model this call
Put · $146
In the money
Last $11.45
Breakeven $134.55
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
1
623.8%
0.153
$1.03
147
$16.77
—
—
1
1
Call · $147
Last $1.03
Breakeven $148.03
IV 623.8%
Delta 0.153 (~15% ITM)
Gamma 0.014
Theta -11.768
Vega 0.008
Open interest 2
Model this call
Put · $147
In the money
Last $16.77
Breakeven $130.23
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
35
4
487.2%
0.079
$0.75
148
$17.72
—
—
1
0
Call · $148
Last $0.75
Breakeven $148.75
IV 487.2%
Delta 0.079 (~8% ITM)
Gamma 0.011
Theta -5.714
Vega 0.005
Open interest 35
Model this call
Put · $148
In the money
Last $17.72
Breakeven $130.28
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
46
3
508.8%
0.08
$0.63
149
—
—
—
—
0
Call · $149
Last $0.63
Breakeven $149.63
IV 508.8%
Delta 0.08 (~8% ITM)
Gamma 0.011
Theta -6.001
Vega 0.005
Open interest 46
Model this call
Put · $149
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
135
21
383.1%
0.025
$0.05
150
$19.18
—
—
3
0
Call · $150
Last $0.05
Breakeven $150.05
IV 383.1%
Delta 0.025 (~2% ITM)
Gamma 0.005
Theta -1.733
Vega 0.002
Open interest 135
Model this call
Put · $150
In the money
Last $19.18
Breakeven $130.82
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
2
539.4%
0.066
$0.60
152.5
—
—
—
—
0
Call · $152.5
Last $0.60
Breakeven $153.10
IV 539.4%
Delta 0.066 (~7% ITM)
Gamma 0.009
Theta -5.468
Vega 0.003
Open interest 3
Model this call
Put · $152.5
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
68
32
518.5%
0.043
$0.30
155
—
—
—
—
0
Call · $155
Last $0.30
Breakeven $155.30
IV 518.5%
Delta 0.043 (~4% ITM)
Gamma 0.006
Theta -3.712
Vega 0.003
Open interest 68
Model this call
Put · $155
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
816.4%
0.132
—
157.5
—
—
—
—
0
Call · $157.5
Last —
Breakeven —
IV 816.4%
Delta 0.132 (~13% ITM)
Gamma 0.009
Theta -13.775
Vega 0.006
Open interest 0
Model this call
Put · $157.5
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
39
1
609.8%
0.047
$0.30
160
—
—
—
—
0
Call · $160
Last $0.30
Breakeven $160.30
IV 609.8%
Delta 0.047 (~5% ITM)
Gamma 0.006
Theta -4.692
Vega 0.003
Open interest 39
Model this call
Put · $160
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
5
608.9%
0.035
$0.60
162.5
—
—
—
—
0
Call · $162.5
Last $0.60
Breakeven $163.10
IV 608.9%
Delta 0.035 (~3% ITM)
Gamma 0.005
Theta -3.69
Vega 0.002
Open interest 3
Model this call
Put · $162.5
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
1
606.1%
0.027
$0.32
165
—
—
—
—
0
Call · $165
Last $0.32
Breakeven $165.32
IV 606.1%
Delta 0.027 (~3% ITM)
Gamma 0.004
Theta -3
Vega 0.002
Open interest 2
Model this call
Put · $165
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
737.9%
0.051
—
167.5
—
—
—
—
0
Call · $167.5
Last —
Breakeven —
IV 737.9%
Delta 0.051 (~5% ITM)
Gamma 0.005
Theta -6.028
Vega 0.003
Open interest 0
Model this call
Put · $167.5
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
432
211
731.5%
0.038
$0.05
170
—
—
—
—
0
Call · $170
Last $0.05
Breakeven $170.05
IV 731.5%
Delta 0.038 (~4% ITM)
Gamma 0.004
Theta -4.801
Vega 0.003
Open interest 432
Model this call
Put · $170
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
642.8%
0.016
—
172.5
—
—
—
—
0
Call · $172.5
Last —
Breakeven —
IV 642.8%
Delta 0.016 (~2% ITM)
Gamma 0.002
Theta -2.011
Vega 0.002
Open interest 0
Model this call
Put · $172.5
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
29
20
669.6%
0.015
$0.13
175
—
—
—
—
0
Call · $175
Last $0.13
Breakeven $175.13
IV 669.6%
Delta 0.015 (~2% ITM)
Gamma 0.002
Theta -2.042
Vega 0.002
Open interest 29
Model this call
Put · $175
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
663.5%
0.012
$0.01
177.5
—
—
—
—
0
Call · $177.5
Last $0.01
Breakeven $177.51
IV 663.5%
Delta 0.012 (~1% ITM)
Gamma 0.002
Theta -1.609
Vega 0.001
Open interest 1
Model this call
Put · $177.5
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
726
21
686.1%
0.012
$0.01
180
—
—
—
—
0
Call · $180
Last $0.01
Breakeven $180.01
IV 686.1%
Delta 0.012 (~1% ITM)
Gamma 0.002
Theta -1.617
Vega 0.001
Open interest 726
Model this call
Put · $180
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
1124.2%
0.085
—
182.5
—
—
—
—
0
Call · $182.5
Last —
Breakeven —
IV 1124.2%
Delta 0.085 (~9% ITM)
Gamma 0.005
Theta -13.964
Vega 0.003
Open interest 0
Model this call
Put · $182.5
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
1159%
0.085
$2.25
185
—
—
—
—
0
Call · $185
Last $2.25
Breakeven $187.25
IV 1159%
Delta 0.085 (~8% ITM)
Gamma 0.005
Theta -14.318
Vega 0.003
Open interest 1
Model this call
Put · $185
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
1171.7%
0.081
—
187.5
—
—
—
—
0
Call · $187.5
Last —
Breakeven —
IV 1171.7%
Delta 0.081 (~8% ITM)
Gamma 0.005
Theta -13.882
Vega 0.003
Open interest 0
Model this call
Put · $187.5
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1.1k
60
1191.4%
0.078
$0.55
190
—
—
—
—
0
Call · $190
Last $0.55
Breakeven $190.55
IV 1191.4%
Delta 0.078 (~8% ITM)
Gamma 0.004
Theta -13.709
Vega 0.003
Open interest 1.1k
Model this call
Put · $190
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1.1k
60
955.6%
0.026
$0.51
195
—
—
—
—
0
Call · $195
Last $0.51
Breakeven $195.51
IV 955.6%
Delta 0.026 (~3% ITM)
Gamma 0.002
Theta -4.445
Vega 0.002
Open interest 1.1k
Model this call
Put · $195
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
90
50
987.8%
0.023
$0.05
200
—
—
—
—
0
Call · $200
Last $0.05
Breakeven $200.05
IV 987.8%
Delta 0.023 (~2% ITM)
Gamma 0.002
Theta -4.146
Vega 0.002
Open interest 90
Model this call
Put · $200
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put