1
2
—
—
$29.10
15
$0.14
—
—
1
15
Call · $15
In the money
Last $29.10
Breakeven $44.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $15
Last $0.14
Breakeven $14.86
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 15
Model this put
61
4
200.3%
0.993
$15.93
20
$0.03
—
—
2
6
Call · $20
In the money
Last $15.93
Breakeven $35.93
Implied vol 200.3%
Delta 0.993 ≈99% ITM
Gamma 0.001
Theta -0.015
Vega 0.003
Open interest 61
Model this call
Put · $20
Last $0.03
Breakeven $19.97
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
0
—
189.6%
0.992
—
21
$0.35
—
—
1
3
Call · $21
In the money
Last —
Breakeven —
Implied vol 189.6%
Delta 0.992 ≈99% ITM
Gamma 0.001
Theta -0.015
Vega 0.003
Open interest 0
Model this call
Put · $21
Last $0.35
Breakeven $20.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
0
—
137.4%
0.999
—
22
$0.95
-0.033
250.9%
1
39
Call · $22
In the money
Last —
Breakeven —
Implied vol 137.4%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.004
Vega 0.001
Open interest 0
Model this call
Put · $22
Last $0.95
Breakeven $21.05
Implied vol 250.9%
Delta -0.033 ≈3% ITM
Gamma 0.003
Theta -0.061
Vega 0.007
Open interest 39
Model this put
0
—
127.3%
0.999
—
23
$0.65
-0.035
239.1%
1
8
Call · $23
In the money
Last —
Breakeven —
Implied vol 127.3%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.004
Vega 0.001
Open interest 0
Model this call
Put · $23
Last $0.65
Breakeven $22.35
Implied vol 239.1%
Delta -0.035 ≈4% ITM
Gamma 0.003
Theta -0.061
Vega 0.007
Open interest 8
Model this put
0
—
160.3%
0.992
—
24
$0.75
-0.037
227.8%
3
15
Call · $24
In the money
Last —
Breakeven —
Implied vol 160.3%
Delta 0.992 ≈99% ITM
Gamma 0.001
Theta -0.014
Vega 0.004
Open interest 0
Model this call
Put · $24
Last $0.75
Breakeven $23.25
Implied vol 227.8%
Delta -0.037 ≈4% ITM
Gamma 0.003
Theta -0.061
Vega 0.007
Open interest 15
Model this put
8
2
—
—
$9.40
25
$0.30
-0.039
217.1%
1
42
Call · $25
In the money
Last $9.40
Breakeven $34.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $25
Last $0.30
Breakeven $24.70
Implied vol 217.1%
Delta -0.039 ≈4% ITM
Gamma 0.004
Theta -0.06
Vega 0.007
Open interest 42
Model this put
0
—
156.2%
0.985
—
26
—
-0.041
206.8%
—
0
Call · $26
In the money
Last —
Breakeven —
Implied vol 156.2%
Delta 0.985 ≈98% ITM
Gamma 0.002
Theta -0.022
Vega 0.004
Open interest 0
Model this call
Put · $26
Last —
Breakeven —
Implied vol 206.8%
Delta -0.041 ≈4% ITM
Gamma 0.004
Theta -0.06
Vega 0.007
Open interest 0
Model this put
10
10
173.5%
0.97
$8.74
27
$3.20
-0.043
196.9%
1
1
Call · $27
In the money
Last $8.74
Breakeven $35.74
Implied vol 173.5%
Delta 0.97 ≈97% ITM
Gamma 0.004
Theta -0.041
Vega 0.008
Open interest 10
Model this call
Put · $27
Last $3.20
Breakeven $23.80
Implied vol 196.9%
Delta -0.043 ≈4% ITM
Gamma 0.005
Theta -0.06
Vega 0.008
Open interest 1
Model this put
0
—
139.5%
0.984
—
28
—
-0.046
187.4%
—
0
Call · $28
In the money
Last —
Breakeven —
Implied vol 139.5%
Delta 0.984 ≈98% ITM
Gamma 0.003
Theta -0.021
Vega 0.004
Open interest 0
Model this call
Put · $28
Last —
Breakeven —
Implied vol 187.4%
Delta -0.046 ≈5% ITM
Gamma 0.005
Theta -0.059
Vega 0.008
Open interest 0
Model this put
0
—
178.8%
0.951
—
29
$1.24
-0.051
181.1%
1
2
Call · $29
In the money
Last —
Breakeven —
Implied vol 178.8%
Delta 0.951 ≈95% ITM
Gamma 0.006
Theta -0.063
Vega 0.014
Open interest 0
Model this call
Put · $29
Last $1.24
Breakeven $27.76
Implied vol 181.1%
Delta -0.051 ≈5% ITM
Gamma 0.006
Theta -0.063
Vega 0.014
Open interest 2
Model this put
35
1
168.9%
0.948
$18.87
30
$0.37
-0.054
171.2%
4
18
Call · $30
In the money
Last $18.87
Breakeven $48.87
Implied vol 168.9%
Delta 0.948 ≈95% ITM
Gamma 0.006
Theta -0.062
Vega 0.014
Open interest 35
Model this call
Put · $30
Last $0.37
Breakeven $29.63
Implied vol 171.2%
Delta -0.054 ≈5% ITM
Gamma 0.006
Theta -0.062
Vega 0.014
Open interest 18
Model this put
0
—
159.3%
0.946
—
31
$3.10
-0.061
165.3%
1
1
Call · $31
In the money
Last —
Breakeven —
Implied vol 159.3%
Delta 0.946 ≈95% ITM
Gamma 0.007
Theta -0.061
Vega 0.014
Open interest 0
Model this call
Put · $31
Last $3.10
Breakeven $27.90
Implied vol 165.3%
Delta -0.061 ≈6% ITM
Gamma 0.007
Theta -0.065
Vega 0.014
Open interest 1
Model this put
4
4
150.1%
0.943
$17.63
32
$1.00
-0.056
149%
3
3
Call · $32
In the money
Last $17.63
Breakeven $49.63
Implied vol 150.1%
Delta 0.943 ≈94% ITM
Gamma 0.007
Theta -0.06
Vega 0.014
Open interest 4
Model this call
Put · $32
Last $1.00
Breakeven $31.00
Implied vol 149%
Delta -0.056 ≈6% ITM
Gamma 0.007
Theta -0.055
Vega 0.014
Open interest 3
Model this put
2
2
110.8%
0.972
$3.85
33
$1.95
-0.06
140.2%
1
2
Call · $33
In the money
Last $3.85
Breakeven $36.85
Implied vol 110.8%
Delta 0.972 ≈97% ITM
Gamma 0.006
Theta -0.027
Vega 0.008
Open interest 2
Model this call
Put · $33
Last $1.95
Breakeven $31.05
Implied vol 140.2%
Delta -0.06 ≈6% ITM
Gamma 0.008
Theta -0.054
Vega 0.015
Open interest 2
Model this put
6
5
132.4%
0.936
$5.40
34
$2.30
-0.063
131.6%
1
18
Call · $34
In the money
Last $5.40
Breakeven $39.40
Implied vol 132.4%
Delta 0.936 ≈94% ITM
Gamma 0.009
Theta -0.058
Vega 0.015
Open interest 6
Model this call
Put · $34
Last $2.30
Breakeven $31.70
Implied vol 131.6%
Delta -0.063 ≈6% ITM
Gamma 0.009
Theta -0.053
Vega 0.015
Open interest 18
Model this put
262
2
102.1%
0.961
$15.00
35
$1.11
-0.13
178.6%
1
97
Call · $35
In the money
Last $15.00
Breakeven $50.00
Implied vol 102.1%
Delta 0.961 ≈96% ITM
Gamma 0.008
Theta -0.032
Vega 0.009
Open interest 262
Model this call
Put · $35
Last $1.11
Breakeven $33.89
Implied vol 178.6%
Delta -0.13 ≈13% ITM
Gamma 0.011
Theta -0.123
Vega 0.022
Open interest 97
Model this put
2
1
115.8%
0.928
$12.70
36
$0.50
-0.076
118.5%
3
4
Call · $36
In the money
Last $12.70
Breakeven $48.70
Implied vol 115.8%
Delta 0.928 ≈93% ITM
Gamma 0.012
Theta -0.055
Vega 0.015
Open interest 2
Model this call
Put · $36
Last $0.50
Breakeven $35.50
Implied vol 118.5%
Delta -0.076 ≈8% ITM
Gamma 0.012
Theta -0.055
Vega 0.015
Open interest 4
Model this put
7
1
88.3%
0.956
$14.00
37
$1.40
-0.076
107.4%
5
20
Call · $37
In the money
Last $14.00
Breakeven $51.00
Implied vol 88.3%
Delta 0.956 ≈96% ITM
Gamma 0.01
Theta -0.031
Vega 0.009
Open interest 7
Model this call
Put · $37
Last $1.40
Breakeven $35.60
Implied vol 107.4%
Delta -0.076 ≈8% ITM
Gamma 0.013
Theta -0.05
Vega 0.016
Open interest 20
Model this put
791
10
103.3%
0.913
$12.80
38
$0.32
-0.081
99.8%
1
71
Call · $38
In the money
Last $12.80
Breakeven $50.80
Implied vol 103.3%
Delta 0.913 ≈91% ITM
Gamma 0.015
Theta -0.057
Vega 0.016
Open interest 791
Model this call
Put · $38
Last $0.32
Breakeven $37.68
Implied vol 99.8%
Delta -0.081 ≈8% ITM
Gamma 0.015
Theta -0.049
Vega 0.016
Open interest 71
Model this put
3
1
83.2%
0.933
$15.00
39
$2.13
-0.087
92.4%
1
1
Call · $39
In the money
Last $15.00
Breakeven $54.00
Implied vol 83.2%
Delta 0.933 ≈93% ITM
Gamma 0.015
Theta -0.039
Vega 0.016
Open interest 3
Model this call
Put · $39
Last $2.13
Breakeven $36.87
Implied vol 92.4%
Delta -0.087 ≈9% ITM
Gamma 0.017
Theta -0.048
Vega 0.016
Open interest 1
Model this put
89
1
69%
0.945
$9.60
40
$0.35
-0.101
88.2%
1
56
Call · $40
In the money
Last $9.60
Breakeven $49.60
Implied vol 69%
Delta 0.945 ≈95% ITM
Gamma 0.016
Theta -0.029
Vega 0.009
Open interest 89
Model this call
Put · $40
Last $0.35
Breakeven $39.65
Implied vol 88.2%
Delta -0.101 ≈10% ITM
Gamma 0.02
Theta -0.051
Vega 0.016
Open interest 56
Model this put
0
—
65.9%
0.931
—
41
$0.25
-0.175
113.5%
748
1.1k
Call · $41
In the money
Last —
Breakeven —
Implied vol 65.9%
Delta 0.931 ≈93% ITM
Gamma 0.02
Theta -0.033
Vega 0.016
Open interest 0
Model this call
Put · $41
Last $0.25
Breakeven $40.75
Implied vol 113.5%
Delta -0.175 ≈18% ITM
Gamma 0.022
Theta -0.096
Vega 0.025
Open interest 1.1k
Model this put
5
3
77.8%
0.87
$10.10
42
$0.65
-0.118
73.8%
2
102
Call · $42
In the money
Last $10.10
Breakeven $52.10
Implied vol 77.8%
Delta 0.87 ≈87% ITM
Gamma 0.027
Theta -0.058
Vega 0.025
Open interest 5
Model this call
Put · $42
Last $0.65
Breakeven $41.35
Implied vol 73.8%
Delta -0.118 ≈12% ITM
Gamma 0.026
Theta -0.048
Vega 0.025
Open interest 102
Model this put
4
3
55.4%
0.905
$10.33
43
$0.70
-0.122
63.9%
3
3
Call · $43
In the money
Last $10.33
Breakeven $53.33
Implied vol 55.4%
Delta 0.905 ≈91% ITM
Gamma 0.03
Theta -0.035
Vega 0.017
Open interest 4
Model this call
Put · $43
Last $0.70
Breakeven $42.30
Implied vol 63.9%
Delta -0.122 ≈12% ITM
Gamma 0.031
Theta -0.042
Vega 0.025
Open interest 3
Model this put
1
1
51.9%
0.884
$10.80
44
$0.55
-0.136
56.2%
35
32
Call · $44
In the money
Last $10.80
Breakeven $54.80
Implied vol 51.9%
Delta 0.884 ≈88% ITM
Gamma 0.037
Theta -0.038
Vega 0.017
Open interest 1
Model this call
Put · $44
Last $0.55
Breakeven $43.45
Implied vol 56.2%
Delta -0.136 ≈14% ITM
Gamma 0.038
Theta -0.04
Vega 0.025
Open interest 32
Model this put
3.5k
5
42.6%
0.881
$5.42
45
$0.90
-0.152
48.7%
16
1.8k
Call · $45
In the money
Last $5.42
Breakeven $50.42
Implied vol 42.6%
Delta 0.881 ≈88% ITM
Gamma 0.046
Theta -0.032
Vega 0.017
Open interest 3.5k
Model this call
Put · $45
Last $0.90
Breakeven $44.10
Implied vol 48.7%
Delta -0.152 ≈15% ITM
Gamma 0.047
Theta -0.037
Vega 0.026
Open interest 1.8k
Model this put
1.4k
2
43.1%
0.817
$4.98
46
$1.00
-0.227
53.6%
47
229
Call · $46
In the money
Last $4.98
Breakeven $50.98
Implied vol 43.1%
Delta 0.817 ≈82% ITM
Gamma 0.06
Theta -0.041
Vega 0.026
Open interest 1.4k
Model this call
Put · $46
Last $1.00
Breakeven $45.00
Implied vol 53.6%
Delta -0.227 ≈23% ITM
Gamma 0.055
Theta -0.052
Vega 0.034
Open interest 229
Model this put
0
—
44.5%
0.741
—
47
$1.10
-0.3
57%
1
1
Call · $47
In the money
Last —
Breakeven —
Implied vol 44.5%
Delta 0.741 ≈74% ITM
Gamma 0.071
Theta -0.051
Vega 0.034
Open interest 0
Model this call
Put · $47
Last $1.10
Breakeven $45.90
Implied vol 57%
Delta -0.3 ≈30% ITM
Gamma 0.06
Theta -0.064
Vega 0.035
Open interest 1
Model this put
79
1
46.1%
0.66
$7.56
48
$2.15
-0.339
45.1%
53
51
Call · $48
In the money
Last $7.56
Breakeven $55.56
Implied vol 46.1%
Delta 0.66 ≈66% ITM
Gamma 0.078
Theta -0.059
Vega 0.04
Open interest 79
Model this call
Put · $48
Last $2.15
Breakeven $45.85
Implied vol 45.1%
Delta -0.339 ≈34% ITM
Gamma 0.081
Theta -0.053
Vega 0.04
Open interest 51
Model this put
10
10
56.9%
0.57
$2.00
49
$1.60
-0.408
33%
1
1
Call · $49
In the money
Last $2.00
Breakeven $51.00
Implied vol 56.9%
Delta 0.57 ≈57% ITM
Gamma 0.068
Theta -0.076
Vega 0.04
Open interest 10
Model this call
Put · $49
Last $1.60
Breakeven $47.40
Implied vol 33%
Delta -0.408 ≈41% ITM
Gamma 0.115
Theta -0.04
Vega 0.04
Open interest 1
Model this put
Underlying $49.61
284
3
49.5%
0.497
$1.89
50
$1.20
-0.497
59.4%
1
441
Call · $50
Last $1.89
Breakeven $51.89
Implied vol 49.5%
Delta 0.497 ≈50% ITM
Gamma 0.079
Theta -0.068
Vega 0.041
Open interest 284
Model this call
Put · $50
In the money
Last $1.20
Breakeven $48.80
Implied vol 59.4%
Delta -0.497 ≈50% ITM
Gamma 0.066
Theta -0.076
Vega 0.041
Open interest 441
Model this put
3.6k
5
48.1%
0.166
$0.65
55
$4.25
-0.783
58.6%
12
11
Call · $55
Last $0.65
Breakeven $55.65
Implied vol 48.1%
Delta 0.166 ≈17% ITM
Gamma 0.051
Theta -0.04
Vega 0.029
Open interest 3.6k
Model this call
Put · $55
In the money
Last $4.25
Breakeven $50.75
Implied vol 58.6%
Delta -0.783 ≈78% ITM
Gamma 0.05
Theta -0.053
Vega 0.029
Open interest 11
Model this put
153
1
72.6%
0.12
$0.15
60
$6.60
—
—
56
56
Call · $60
Last $0.15
Breakeven $60.15
Implied vol 72.6%
Delta 0.12 ≈12% ITM
Gamma 0.027
Theta -0.048
Vega 0.02
Open interest 153
Model this call
Put · $60
In the money
Last $6.60
Breakeven $53.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 56
Model this put
8
2
129%
0.193
$0.12
65
—
-0.967
71.5%
—
0
Call · $65
Last $0.12
Breakeven $65.12
Implied vol 129%
Delta 0.193 ≈19% ITM
Gamma 0.021
Theta -0.117
Vega 0.031
Open interest 8
Model this call
Put · $65
In the money
Last —
Breakeven —
Implied vol 71.5%
Delta -0.967 ≈97% ITM
Gamma 0.012
Theta -0.014
Vega 0.01
Open interest 0
Model this put
35
35
117.8%
0.099
$1.30
70
—
—
—
—
0
Call · $70
Last $1.30
Breakeven $71.30
Implied vol 117.8%
Delta 0.099 ≈10% ITM
Gamma 0.014
Theta -0.068
Vega 0.022
Open interest 35
Model this call
Put · $70
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
1
128.3%
0.078
$0.18
75
—
-0.992
89.6%
—
0
Call · $75
Last $0.18
Breakeven $75.18
Implied vol 128.3%
Delta 0.078 ≈8% ITM
Gamma 0.011
Theta -0.062
Vega 0.013
Open interest 3
Model this call
Put · $75
In the money
Last —
Breakeven —
Implied vol 89.6%
Delta -0.992 ≈99% ITM
Gamma 0.004
Theta -0.005
Vega 0.002
Open interest 0
Model this put
0
—
142.3%
0.071
—
80
—
—
—
—
0
Call · $80
Last —
Breakeven —
Implied vol 142.3%
Delta 0.071 ≈7% ITM
Gamma 0.009
Theta -0.064
Vega 0.013
Open interest 0
Model this call
Put · $80
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put