2
2
—
—
$61.00
45
—
—
—
—
0
Call · $45
In the money
Last $61.00
Breakeven $106.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $45
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
—
—
$50.80
50
—
-0.02
173.4%
—
0
Call · $50
In the money
Last $50.80
Breakeven $100.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $50
Last —
Breakeven —
Implied vol 173.4%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.05
Vega 0.019
Open interest 0
Model this put
0
—
159.1%
0.974
—
55
—
-0.035
174.6%
—
0
Call · $55
In the money
Last —
Breakeven —
Implied vol 159.1%
Delta 0.974 ≈97% ITM
Gamma 0.001
Theta -0.062
Vega 0.02
Open interest 0
Model this call
Put · $55
Last —
Breakeven —
Implied vol 174.6%
Delta -0.035 ≈4% ITM
Gamma 0.002
Theta -0.081
Vega 0.02
Open interest 0
Model this put
0
1
138.4%
0.974
$47.50
60
—
-0.025
136.8%
—
0
Call · $60
In the money
Last $47.50
Breakeven $107.50
Implied vol 138.4%
Delta 0.974 ≈97% ITM
Gamma 0.002
Theta -0.056
Vega 0.021
Open interest 0
Model this call
Put · $60
Last —
Breakeven —
Implied vol 136.8%
Delta -0.025 ≈3% ITM
Gamma 0.002
Theta -0.048
Vega 0.021
Open interest 0
Model this put
1
1
133.4%
0.96
$39.75
65
$0.10
-0.026
118.4%
6
4
Call · $65
In the money
Last $39.75
Breakeven $104.75
Implied vol 133.4%
Delta 0.96 ≈96% ITM
Gamma 0.002
Theta -0.074
Vega 0.021
Open interest 1
Model this call
Put · $65
Last $0.10
Breakeven $64.90
Implied vol 118.4%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -0.042
Vega 0.022
Open interest 4
Model this put
1
1
108.7%
0.965
$35.25
70
$0.20
-0.061
132%
2
2
Call · $70
In the money
Last $35.25
Breakeven $105.25
Implied vol 108.7%
Delta 0.965 ≈96% ITM
Gamma 0.003
Theta -0.057
Vega 0.022
Open interest 1
Model this call
Put · $70
Last $0.20
Breakeven $69.80
Implied vol 132%
Delta -0.061 ≈6% ITM
Gamma 0.003
Theta -0.095
Vega 0.039
Open interest 2
Model this put
0
—
106.2%
0.946
—
75
$1.40
-0.052
105%
3
7
Call · $75
In the money
Last —
Breakeven —
Implied vol 106.2%
Delta 0.946 ≈95% ITM
Gamma 0.004
Theta -0.077
Vega 0.04
Open interest 0
Model this call
Put · $75
Last $1.40
Breakeven $73.60
Implied vol 105%
Delta -0.052 ≈5% ITM
Gamma 0.004
Theta -0.067
Vega 0.04
Open interest 7
Model this put
1
1
98.2%
0.924
$19.70
80
$1.25
-0.046
81.6%
2
4
Call · $80
In the money
Last $19.70
Breakeven $99.70
Implied vol 98.2%
Delta 0.924 ≈92% ITM
Gamma 0.005
Theta -0.091
Vega 0.041
Open interest 1
Model this call
Put · $80
Last $1.25
Breakeven $78.75
Implied vol 81.6%
Delta -0.046 ≈5% ITM
Gamma 0.004
Theta -0.046
Vega 0.024
Open interest 4
Model this put
7
4
90.7%
0.9
$14.20
85
$0.55
-0.058
71.9%
8
20
Call · $85
In the money
Last $14.20
Breakeven $99.20
Implied vol 90.7%
Delta 0.9 ≈90% ITM
Gamma 0.007
Theta -0.104
Vega 0.043
Open interest 7
Model this call
Put · $85
Last $0.55
Breakeven $84.45
Implied vol 71.9%
Delta -0.058 ≈6% ITM
Gamma 0.006
Theta -0.05
Vega 0.043
Open interest 20
Model this put
9
7
84.2%
0.861
$20.70
90
$1.52
-0.125
78.7%
5
14
Call · $90
In the money
Last $20.70
Breakeven $110.70
Implied vol 84.2%
Delta 0.861 ≈86% ITM
Gamma 0.009
Theta -0.119
Vega 0.066
Open interest 9
Model this call
Put · $90
Last $1.52
Breakeven $88.48
Implied vol 78.7%
Delta -0.125 ≈13% ITM
Gamma 0.009
Theta -0.096
Vega 0.066
Open interest 14
Model this put
5
3
71.1%
0.829
$14.20
95
$2.00
-0.157
65.9%
10
6
Call · $95
In the money
Last $14.20
Breakeven $109.20
Implied vol 71.1%
Delta 0.829 ≈83% ITM
Gamma 0.013
Theta -0.116
Vega 0.068
Open interest 5
Model this call
Put · $95
Last $2.00
Breakeven $93.00
Implied vol 65.9%
Delta -0.157 ≈16% ITM
Gamma 0.013
Theta -0.093
Vega 0.068
Open interest 6
Model this put
22
2
71.9%
0.745
$16.00
100
$1.78
-0.223
59.7%
4
6
Call · $100
In the money
Last $16.00
Breakeven $116.00
Implied vol 71.9%
Delta 0.745 ≈74% ITM
Gamma 0.016
Theta -0.145
Vega 0.092
Open interest 22
Model this call
Put · $100
Last $1.78
Breakeven $98.22
Implied vol 59.7%
Delta -0.223 ≈22% ITM
Gamma 0.018
Theta -0.105
Vega 0.091
Open interest 6
Model this put
25
14
66.7%
0.66
$12.00
105
$6.61
-0.325
57%
10
11
Call · $105
In the money
Last $12.00
Breakeven $117.00
Implied vol 66.7%
Delta 0.66 ≈66% ITM
Gamma 0.02
Theta -0.154
Vega 0.108
Open interest 25
Model this call
Put · $105
Last $6.61
Breakeven $98.39
Implied vol 57%
Delta -0.325 ≈32% ITM
Gamma 0.023
Theta -0.122
Vega 0.108
Open interest 11
Model this put
10
134
67.3%
0.554
$9.50
110
—
-0.449
60.4%
—
0
Call · $110
In the money
Last $9.50
Breakeven $119.50
Implied vol 67.3%
Delta 0.554 ≈55% ITM
Gamma 0.021
Theta -0.167
Vega 0.111
Open interest 10
Model this call
Put · $110
Last —
Breakeven —
Implied vol 60.4%
Delta -0.449 ≈45% ITM
Gamma 0.024
Theta -0.14
Vega 0.111
Open interest 0
Model this put
Underlying $110.98
9
1
63.3%
0.444
$3.00
115
—
-0.578
54.4%
—
0
Call · $115
Last $3.00
Breakeven $118.00
Implied vol 63.3%
Delta 0.444 ≈44% ITM
Gamma 0.022
Theta -0.154
Vega 0.114
Open interest 9
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol 54.4%
Delta -0.578 ≈58% ITM
Gamma 0.026
Theta -0.122
Vega 0.114
Open interest 0
Model this put
19
12
61.4%
0.337
$4.80
120
—
-0.697
53.5%
—
0
Call · $120
Last $4.80
Breakeven $124.80
Implied vol 61.4%
Delta 0.337 ≈34% ITM
Gamma 0.021
Theta -0.138
Vega 0.102
Open interest 19
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol 53.5%
Delta -0.697 ≈70% ITM
Gamma 0.024
Theta -0.105
Vega 0.102
Open interest 0
Model this put
19
6
62.8%
0.25
$3.00
125
—
-0.834
46.8%
—
0
Call · $125
Last $3.00
Breakeven $128.00
Implied vol 62.8%
Delta 0.25 ≈25% ITM
Gamma 0.018
Theta -0.124
Vega 0.08
Open interest 19
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol 46.8%
Delta -0.834 ≈83% ITM
Gamma 0.02
Theta -0.063
Vega 0.078
Open interest 0
Model this put
7
3
65.1%
0.191
$1.10
130
—
-0.93
43.4%
—
0
Call · $130
Last $1.10
Breakeven $131.10
Implied vol 65.1%
Delta 0.191 ≈19% ITM
Gamma 0.015
Theta -0.108
Vega 0.082
Open interest 7
Model this call
Put · $130
In the money
Last —
Breakeven —
Implied vol 43.4%
Delta -0.93 ≈93% ITM
Gamma 0.013
Theta -0.029
Vega 0.044
Open interest 0
Model this put
3
2
67.3%
0.143
$0.93
135
$31.75
-0.92
54.7%
3
3
Call · $135
Last $0.93
Breakeven $135.93
Implied vol 67.3%
Delta 0.143 ≈14% ITM
Gamma 0.012
Theta -0.093
Vega 0.056
Open interest 3
Model this call
Put · $135
In the money
Last $31.75
Breakeven $103.25
Implied vol 54.7%
Delta -0.92 ≈92% ITM
Gamma 0.011
Theta -0.042
Vega 0.051
Open interest 3
Model this put
109
79
57.2%
0.063
$0.84
140
$36.05
—
—
3
3
Call · $140
Last $0.84
Breakeven $140.84
Implied vol 57.2%
Delta 0.063 ≈6% ITM
Gamma 0.008
Theta -0.043
Vega 0.033
Open interest 109
Model this call
Put · $140
In the money
Last $36.05
Breakeven $103.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
2
1
63.7%
0.057
$2.00
145
—
—
—
—
0
Call · $145
Last $2.00
Breakeven $147.00
Implied vol 63.7%
Delta 0.057 ≈6% ITM
Gamma 0.006
Theta -0.044
Vega 0.034
Open interest 2
Model this call
Put · $145
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
84.2%
0.094
—
150
—
—
—
—
0
Call · $150
Last —
Breakeven —
Implied vol 84.2%
Delta 0.094 ≈9% ITM
Gamma 0.007
Theta -0.086
Vega 0.058
Open interest 0
Model this call
Put · $150
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
3
78.2%
0.056
$0.80
155
—
-0.962
74.7%
—
0
Call · $155
Last $0.80
Breakeven $155.80
Implied vol 78.2%
Delta 0.056 ≈6% ITM
Gamma 0.005
Theta -0.053
Vega 0.035
Open interest 2
Model this call
Put · $155
In the money
Last —
Breakeven —
Implied vol 74.7%
Delta -0.962 ≈96% ITM
Gamma 0.005
Theta -0.031
Vega 0.029
Open interest 0
Model this put
0
—
101.1%
0.094
—
160
—
—
—
—
0
Call · $160
Last —
Breakeven —
Implied vol 101.1%
Delta 0.094 ≈9% ITM
Gamma 0.006
Theta -0.103
Vega 0.06
Open interest 0
Model this call
Put · $160
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put