1
1
849.3%
0.977
$59.20
50
$0.10
—
—
4
6
Call · $50
In the money
Last $59.20
Breakeven $109.20
Implied vol 849.3%
Delta 0.977 ≈98% ITM
Gamma 0.001
Theta -1.32
Vega 0.004
Open interest 1
Model this call
Put · $50
Last $0.10
Breakeven $49.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
0
2
780.2%
0.971
$39.33
55
$0.10
—
—
1
5
Call · $55
In the money
Last $39.33
Breakeven $94.33
Implied vol 780.2%
Delta 0.971 ≈97% ITM
Gamma 0.001
Theta -1.475
Vega 0.004
Open interest 0
Model this call
Put · $55
Last $0.10
Breakeven $54.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this put
35
6
740.4%
0.961
$39.28
60
$0.10
-0.032
691.2%
6
6
Call · $60
In the money
Last $39.28
Breakeven $99.28
Implied vol 740.4%
Delta 0.961 ≈96% ITM
Gamma 0.002
Theta -1.81
Vega 0.004
Open interest 35
Model this call
Put · $60
Last $0.10
Breakeven $59.90
Implied vol 691.2%
Delta -0.032 ≈3% ITM
Gamma 0.002
Theta -1.416
Vega 0.004
Open interest 6
Model this put
35
6
637.8%
0.959
$34.32
65
$0.10
-0.029
574.4%
1
10
Call · $65
In the money
Last $34.32
Breakeven $99.32
Implied vol 637.8%
Delta 0.959 ≈96% ITM
Gamma 0.002
Theta -1.599
Vega 0.005
Open interest 35
Model this call
Put · $65
Last $0.10
Breakeven $64.90
Implied vol 574.4%
Delta -0.029 ≈3% ITM
Gamma 0.002
Theta -1.068
Vega 0.005
Open interest 10
Model this put
0
—
564.4%
0.954
—
70
$0.10
-0.024
471.9%
1
21
Call · $70
In the money
Last —
Breakeven —
Implied vol 564.4%
Delta 0.954 ≈95% ITM
Gamma 0.003
Theta -1.57
Vega 0.005
Open interest 0
Model this call
Put · $70
Last $0.10
Breakeven $69.90
Implied vol 471.9%
Delta -0.024 ≈2% ITM
Gamma 0.002
Theta -0.764
Vega 0.005
Open interest 21
Model this put
2
46
445.4%
0.961
$36.18
75
$0.25
-0.037
437.8%
5
23
Call · $75
In the money
Last $36.18
Breakeven $111.18
Implied vol 445.4%
Delta 0.961 ≈96% ITM
Gamma 0.003
Theta -1.082
Vega 0.005
Open interest 2
Model this call
Put · $75
Last $0.25
Breakeven $74.75
Implied vol 437.8%
Delta -0.037 ≈4% ITM
Gamma 0.003
Theta -1.007
Vega 0.005
Open interest 23
Model this put
2
46
442.8%
0.957
$35.19
76
—
-0.038
425.2%
—
0
Call · $76
In the money
Last $35.19
Breakeven $111.19
Implied vol 442.8%
Delta 0.957 ≈96% ITM
Gamma 0.004
Theta -1.167
Vega 0.005
Open interest 2
Model this call
Put · $76
Last —
Breakeven —
Implied vol 425.2%
Delta -0.038 ≈4% ITM
Gamma 0.003
Theta -1.001
Vega 0.005
Open interest 0
Model this put
0
—
473.6%
0.943
—
77
$0.10
-0.039
412.7%
2
10
Call · $77
In the money
Last —
Breakeven —
Implied vol 473.6%
Delta 0.943 ≈94% ITM
Gamma 0.004
Theta -1.574
Vega 0.009
Open interest 0
Model this call
Put · $77
Last $0.10
Breakeven $76.90
Implied vol 412.7%
Delta -0.039 ≈4% ITM
Gamma 0.003
Theta -0.994
Vega 0.005
Open interest 10
Model this put
1
1
453.4%
0.944
$32.21
78
$1.20
-0.043
410.4%
1
10
Call · $78
In the money
Last $32.21
Breakeven $110.21
Implied vol 453.4%
Delta 0.944 ≈94% ITM
Gamma 0.004
Theta -1.493
Vega 0.009
Open interest 1
Model this call
Put · $78
Last $1.20
Breakeven $76.80
Implied vol 410.4%
Delta -0.043 ≈4% ITM
Gamma 0.004
Theta -1.08
Vega 0.005
Open interest 10
Model this put
2
18
433.5%
0.945
$31.76
79
$1.28
-0.045
398.2%
2
4
Call · $79
In the money
Last $31.76
Breakeven $110.76
Implied vol 433.5%
Delta 0.945 ≈94% ITM
Gamma 0.004
Theta -1.411
Vega 0.009
Open interest 2
Model this call
Put · $79
Last $1.28
Breakeven $77.72
Implied vol 398.2%
Delta -0.045 ≈4% ITM
Gamma 0.004
Theta -1.073
Vega 0.005
Open interest 4
Model this put
1
18
425.3%
0.94
$30.85
80
$0.12
-0.049
396.1%
3
8
Call · $80
In the money
Last $30.85
Breakeven $110.85
Implied vol 425.3%
Delta 0.94 ≈94% ITM
Gamma 0.005
Theta -1.459
Vega 0.009
Open interest 1
Model this call
Put · $80
Last $0.12
Breakeven $79.88
Implied vol 396.1%
Delta -0.049 ≈5% ITM
Gamma 0.004
Theta -1.158
Vega 0.005
Open interest 8
Model this put
9
48
371.7%
0.953
$29.71
81
$0.10
-0.054
393.9%
1
14
Call · $81
In the money
Last $29.71
Breakeven $110.71
Implied vol 371.7%
Delta 0.953 ≈95% ITM
Gamma 0.004
Theta -1.044
Vega 0.005
Open interest 9
Model this call
Put · $81
Last $0.10
Breakeven $80.90
Implied vol 393.9%
Delta -0.054 ≈5% ITM
Gamma 0.005
Theta -1.243
Vega 0.005
Open interest 14
Model this put
10
48
369.7%
0.949
$28.80
82
$0.21
-0.045
352.9%
10
12
Call · $82
In the money
Last $28.80
Breakeven $110.80
Implied vol 369.7%
Delta 0.949 ≈95% ITM
Gamma 0.005
Theta -1.129
Vega 0.005
Open interest 10
Model this call
Put · $82
Last $0.21
Breakeven $81.79
Implied vol 352.9%
Delta -0.045 ≈5% ITM
Gamma 0.005
Theta -0.963
Vega 0.005
Open interest 12
Model this put
0
2
384.5%
0.935
$25.26
83
$0.05
-0.047
341.4%
3
73
Call · $83
In the money
Last $25.26
Breakeven $108.26
Implied vol 384.5%
Delta 0.935 ≈93% ITM
Gamma 0.006
Theta -1.408
Vega 0.009
Open interest 0
Model this call
Put · $83
Last $0.05
Breakeven $82.95
Implied vol 341.4%
Delta -0.047 ≈5% ITM
Gamma 0.005
Theta -0.957
Vega 0.005
Open interest 73
Model this put
6
6
354.5%
0.942
$27.03
84
$1.42
-0.052
339.6%
5
11
Call · $84
In the money
Last $27.03
Breakeven $111.03
Implied vol 354.5%
Delta 0.942 ≈94% ITM
Gamma 0.006
Theta -1.197
Vega 0.009
Open interest 6
Model this call
Put · $84
Last $1.42
Breakeven $82.58
Implied vol 339.6%
Delta -0.052 ≈5% ITM
Gamma 0.005
Theta -1.042
Vega 0.005
Open interest 11
Model this put
1
1
347.1%
0.937
$26.20
85
$0.20
-0.054
328.3%
1
4
Call · $85
In the money
Last $26.20
Breakeven $111.20
Implied vol 347.1%
Delta 0.937 ≈94% ITM
Gamma 0.006
Theta -1.245
Vega 0.009
Open interest 1
Model this call
Put · $85
Last $0.20
Breakeven $84.80
Implied vol 328.3%
Delta -0.054 ≈5% ITM
Gamma 0.006
Theta -1.035
Vega 0.005
Open interest 4
Model this put
0
—
345.1%
0.928
—
86
$0.55
-0.048
298.2%
2
11
Call · $86
In the money
Last —
Breakeven —
Implied vol 345.1%
Delta 0.928 ≈93% ITM
Gamma 0.007
Theta -1.357
Vega 0.009
Open interest 0
Model this call
Put · $86
Last $0.55
Breakeven $85.45
Implied vol 298.2%
Delta -0.048 ≈5% ITM
Gamma 0.006
Theta -0.846
Vega 0.005
Open interest 11
Model this put
7
1
337.8%
0.923
$24.25
87
$0.15
-0.026
244.3%
2
30
Call · $87
In the money
Last $24.25
Breakeven $111.25
Implied vol 337.8%
Delta 0.923 ≈92% ITM
Gamma 0.007
Theta -1.405
Vega 0.009
Open interest 7
Model this call
Put · $87
Last $0.15
Breakeven $86.85
Implied vol 244.3%
Delta -0.026 ≈3% ITM
Gamma 0.004
Theta -0.425
Vega 0.003
Open interest 30
Model this put
4
1
325.1%
0.92
$23.25
88
$0.22
-0.044
262.5%
5
204
Call · $88
In the money
Last $23.25
Breakeven $111.25
Implied vol 325.1%
Delta 0.92 ≈92% ITM
Gamma 0.008
Theta -1.387
Vega 0.009
Open interest 4
Model this call
Put · $88
Last $0.22
Breakeven $87.78
Implied vol 262.5%
Delta -0.044 ≈4% ITM
Gamma 0.006
Theta -0.696
Vega 0.005
Open interest 204
Model this put
187
552
301.8%
0.924
$16.58
89
$0.10
-0.043
247.3%
1
56
Call · $89
In the money
Last $16.58
Breakeven $105.58
Implied vol 301.8%
Delta 0.924 ≈92% ITM
Gamma 0.008
Theta -1.241
Vega 0.009
Open interest 187
Model this call
Put · $89
Last $0.10
Breakeven $88.90
Implied vol 247.3%
Delta -0.043 ≈4% ITM
Gamma 0.006
Theta -0.644
Vega 0.005
Open interest 56
Model this put
213
1
252.7%
0.946
$21.20
90
$0.05
-0.036
223%
5
30
Call · $90
In the money
Last $21.20
Breakeven $111.20
Implied vol 252.7%
Delta 0.946 ≈95% ITM
Gamma 0.007
Theta -0.803
Vega 0.005
Open interest 213
Model this call
Put · $90
Last $0.05
Breakeven $89.95
Implied vol 223%
Delta -0.036 ≈4% ITM
Gamma 0.006
Theta -0.5
Vega 0.005
Open interest 30
Model this put
34
2
261.3%
0.93
$20.20
91
$0.08
-0.044
222%
1
16
Call · $91
In the money
Last $20.20
Breakeven $111.20
Implied vol 261.3%
Delta 0.93 ≈93% ITM
Gamma 0.009
Theta -1.011
Vega 0.009
Open interest 34
Model this call
Put · $91
Last $0.08
Breakeven $90.92
Implied vol 222%
Delta -0.044 ≈4% ITM
Gamma 0.007
Theta -0.585
Vega 0.005
Open interest 16
Model this put
93
2
275.8%
0.907
$18.55
92
$0.53
-0.06
234.7%
2
10
Call · $92
In the money
Last $18.55
Breakeven $110.55
Implied vol 275.8%
Delta 0.907 ≈91% ITM
Gamma 0.01
Theta -1.318
Vega 0.009
Open interest 93
Model this call
Put · $92
Last $0.53
Breakeven $91.47
Implied vol 234.7%
Delta -0.06 ≈6% ITM
Gamma 0.009
Theta -0.807
Vega 0.005
Open interest 10
Model this put
80
1
248%
0.915
$17.55
93
$0.08
-0.077
239%
1
20
Call · $93
In the money
Last $17.55
Breakeven $110.55
Implied vol 248%
Delta 0.915 ≈92% ITM
Gamma 0.011
Theta -1.106
Vega 0.009
Open interest 80
Model this call
Put · $93
Last $0.08
Breakeven $92.92
Implied vol 239%
Delta -0.077 ≈8% ITM
Gamma 0.01
Theta -0.986
Vega 0.009
Open interest 20
Model this put
18
20
251.9%
0.899
$15.39
94
$0.28
-0.057
200.8%
2
42
Call · $94
In the money
Last $15.39
Breakeven $109.39
Implied vol 251.9%
Delta 0.899 ≈90% ITM
Gamma 0.012
Theta -1.284
Vega 0.01
Open interest 18
Model this call
Put · $94
Last $0.28
Breakeven $93.72
Implied vol 200.8%
Delta -0.057 ≈6% ITM
Gamma 0.01
Theta -0.657
Vega 0.006
Open interest 42
Model this put
10
6
245.4%
0.891
$16.36
95
$0.38
-0.14
283.9%
1
18
Call · $95
In the money
Last $16.36
Breakeven $111.36
Implied vol 245.4%
Delta 0.891 ≈89% ITM
Gamma 0.013
Theta -1.331
Vega 0.01
Open interest 10
Model this call
Put · $95
Last $0.38
Breakeven $94.62
Implied vol 283.9%
Delta -0.14 ≈14% ITM
Gamma 0.013
Theta -1.812
Vega 0.014
Open interest 18
Model this put
7
2
197.5%
0.918
$15.30
96
$0.13
-0.062
180.9%
5
81
Call · $96
In the money
Last $15.30
Breakeven $111.30
Implied vol 197.5%
Delta 0.918 ≈92% ITM
Gamma 0.013
Theta -0.86
Vega 0.01
Open interest 7
Model this call
Put · $96
Last $0.13
Breakeven $95.87
Implied vol 180.9%
Delta -0.062 ≈6% ITM
Gamma 0.012
Theta -0.642
Vega 0.01
Open interest 81
Model this put
11
2
212%
0.889
$5.15
97
$0.19
-0.093
192.9%
5
137
Call · $97
In the money
Last $5.15
Breakeven $102.15
Implied vol 212%
Delta 0.889 ≈89% ITM
Gamma 0.015
Theta -1.167
Vega 0.01
Open interest 11
Model this call
Put · $97
Last $0.19
Breakeven $96.81
Implied vol 192.9%
Delta -0.093 ≈9% ITM
Gamma 0.015
Theta -0.917
Vega 0.01
Open interest 137
Model this put
91
2
159.6%
0.929
$13.15
98
$0.34
-0.077
163.8%
28
27
Call · $98
In the money
Last $13.15
Breakeven $111.15
Implied vol 159.6%
Delta 0.929 ≈93% ITM
Gamma 0.015
Theta -0.63
Vega 0.01
Open interest 91
Model this call
Put · $98
Last $0.34
Breakeven $97.66
Implied vol 163.8%
Delta -0.077 ≈8% ITM
Gamma 0.015
Theta -0.672
Vega 0.01
Open interest 27
Model this put
134
1
169%
0.898
$12.25
99
$2.90
-0.081
152.7%
63
1
Call · $99
In the money
Last $12.25
Breakeven $111.25
Implied vol 169%
Delta 0.898 ≈90% ITM
Gamma 0.018
Theta -0.872
Vega 0.01
Open interest 134
Model this call
Put · $99
Last $2.90
Breakeven $96.10
Implied vol 152.7%
Delta -0.081 ≈8% ITM
Gamma 0.017
Theta -0.655
Vega 0.01
Open interest 1
Model this put
129
5
142.8%
0.912
$12.95
100
$0.20
-0.087
141.8%
1
36
Call · $100
In the money
Last $12.95
Breakeven $112.95
Implied vol 142.8%
Delta 0.912 ≈91% ITM
Gamma 0.019
Theta -0.66
Vega 0.01
Open interest 129
Model this call
Put · $100
Last $0.20
Breakeven $99.80
Implied vol 141.8%
Delta -0.087 ≈9% ITM
Gamma 0.019
Theta -0.637
Vega 0.01
Open interest 36
Model this put
113
3
169.6%
0.852
$10.25
101
$0.35
-0.093
131.1%
4
28
Call · $101
In the money
Last $10.25
Breakeven $111.25
Implied vol 169.6%
Delta 0.852 ≈85% ITM
Gamma 0.023
Theta -1.133
Vega 0.015
Open interest 113
Model this call
Put · $101
Last $0.35
Breakeven $100.65
Implied vol 131.1%
Delta -0.093 ≈9% ITM
Gamma 0.022
Theta -0.62
Vega 0.01
Open interest 28
Model this put
121
20
139.9%
0.87
$7.45
102
$0.55
-0.119
132.9%
4
26
Call · $102
In the money
Last $7.45
Breakeven $109.45
Implied vol 139.9%
Delta 0.87 ≈87% ITM
Gamma 0.026
Theta -0.867
Vega 0.015
Open interest 121
Model this call
Put · $102
Last $0.55
Breakeven $101.45
Implied vol 132.9%
Delta -0.119 ≈12% ITM
Gamma 0.026
Theta -0.765
Vega 0.01
Open interest 26
Model this put
23
3
137.2%
0.841
$7.77
103
$0.37
-0.108
109.8%
13
35
Call · $103
In the money
Last $7.77
Breakeven $110.77
Implied vol 137.2%
Delta 0.841 ≈84% ITM
Gamma 0.03
Theta -0.96
Vega 0.015
Open interest 23
Model this call
Put · $103
Last $0.37
Breakeven $102.63
Implied vol 109.8%
Delta -0.108 ≈11% ITM
Gamma 0.029
Theta -0.585
Vega 0.01
Open interest 35
Model this put
9
5
85.3%
0.913
$3.69
104
$0.23
-0.063
76.4%
2
109
Call · $104
In the money
Last $3.69
Breakeven $107.69
Implied vol 85.3%
Delta 0.913 ≈91% ITM
Gamma 0.032
Theta -0.395
Vega 0.01
Open interest 9
Model this call
Put · $104
Last $0.23
Breakeven $103.77
Implied vol 76.4%
Delta -0.063 ≈6% ITM
Gamma 0.028
Theta -0.271
Vega 0.006
Open interest 109
Model this put
51
4
108.8%
0.818
$4.95
105
$0.19
-0.126
86.5%
2
664
Call · $105
In the money
Last $4.95
Breakeven $109.95
Implied vol 108.8%
Delta 0.818 ≈82% ITM
Gamma 0.042
Theta -0.831
Vega 0.015
Open interest 51
Model this call
Put · $105
Last $0.19
Breakeven $104.81
Implied vol 86.5%
Delta -0.126 ≈13% ITM
Gamma 0.041
Theta -0.517
Vega 0.01
Open interest 664
Model this put
155
90
99.7%
0.792
$5.13
106
$0.25
-0.122
68.9%
4
12
Call · $106
In the money
Last $5.13
Breakeven $111.13
Implied vol 99.7%
Delta 0.792 ≈79% ITM
Gamma 0.05
Theta -0.834
Vega 0.015
Open interest 155
Model this call
Put · $106
Last $0.25
Breakeven $105.75
Implied vol 68.9%
Delta -0.122 ≈12% ITM
Gamma 0.051
Theta -0.403
Vega 0.01
Open interest 12
Model this put
66
51
108.8%
0.72
$5.35
107
$0.25
-0.175
65.6%
5
16
Call · $107
In the money
Last $5.35
Breakeven $112.35
Implied vol 108.8%
Delta 0.72 ≈72% ITM
Gamma 0.053
Theta -1.056
Vega 0.02
Open interest 66
Model this call
Put · $107
Last $0.25
Breakeven $106.75
Implied vol 65.6%
Delta -0.175 ≈17% ITM
Gamma 0.067
Theta -0.482
Vega 0.015
Open interest 16
Model this put
60
11
76.3%
0.719
$3.80
108
$1.80
-0.247
64.7%
2
9
Call · $108
In the money
Last $3.80
Breakeven $111.80
Implied vol 76.3%
Delta 0.719 ≈72% ITM
Gamma 0.076
Theta -0.744
Vega 0.02
Open interest 60
Model this call
Put · $108
Last $1.80
Breakeven $106.20
Implied vol 64.7%
Delta -0.247 ≈25% ITM
Gamma 0.084
Theta -0.586
Vega 0.02
Open interest 9
Model this put
23
3
77.7%
0.638
$3.06
109
$1.10
-0.342
66.1%
1
29
Call · $109
In the money
Last $3.06
Breakeven $112.06
Implied vol 77.7%
Delta 0.638 ≈64% ITM
Gamma 0.084
Theta -0.85
Vega 0.023
Open interest 23
Model this call
Put · $109
Last $1.10
Breakeven $107.90
Implied vol 66.1%
Delta -0.342 ≈34% ITM
Gamma 0.097
Theta -0.701
Vega 0.02
Open interest 29
Model this put
83
2
98.8%
0.544
$2.20
110
$1.20
-0.45
80.1%
12
7
Call · $110
In the money
Last $2.20
Breakeven $112.20
Implied vol 98.8%
Delta 0.544 ≈54% ITM
Gamma 0.069
Theta -1.134
Vega 0.023
Open interest 83
Model this call
Put · $110
Last $1.20
Breakeven $108.80
Implied vol 80.1%
Delta -0.45 ≈45% ITM
Gamma 0.085
Theta -0.907
Vega 0.023
Open interest 7
Model this put
Underlying $110.74
25
12
61.8%
0.451
$1.68
111
$1.74
-0.542
70%
6
10
Call · $111
Last $1.68
Breakeven $112.68
Implied vol 61.8%
Delta 0.451 ≈45% ITM
Gamma 0.11
Theta -0.707
Vega 0.023
Open interest 25
Model this call
Put · $111
In the money
Last $1.74
Breakeven $109.26
Implied vol 70%
Delta -0.542 ≈54% ITM
Gamma 0.097
Theta -0.792
Vega 0.023
Open interest 10
Model this put
96
120
83%
0.387
$1.20
112
$3.10
-0.666
57.6%
10
10
Call · $112
Last $1.20
Breakeven $113.20
Implied vol 83%
Delta 0.387 ≈39% ITM
Gamma 0.08
Theta -0.922
Vega 0.023
Open interest 96
Model this call
Put · $112
In the money
Last $3.10
Breakeven $108.90
Implied vol 57.6%
Delta -0.666 ≈67% ITM
Gamma 0.109
Theta -0.597
Vega 0.021
Open interest 10
Model this put
12
60
67.2%
0.271
$0.80
113
$5.20
-0.709
74%
2
6
Call · $113
Last $0.80
Breakeven $113.80
Implied vol 67.2%
Delta 0.271 ≈27% ITM
Gamma 0.085
Theta -0.641
Vega 0.021
Open interest 12
Model this call
Put · $113
In the money
Last $5.20
Breakeven $107.80
Implied vol 74%
Delta -0.709 ≈71% ITM
Gamma 0.079
Theta -0.719
Vega 0.021
Open interest 6
Model this put
8
2
71.7%
0.211
$0.85
114
$6.00
-0.791
71%
2
4
Call · $114
Last $0.85
Breakeven $114.85
Implied vol 71.7%
Delta 0.211 ≈21% ITM
Gamma 0.069
Theta -0.598
Vega 0.016
Open interest 8
Model this call
Put · $114
In the money
Last $6.00
Breakeven $108.00
Implied vol 71%
Delta -0.791 ≈79% ITM
Gamma 0.07
Theta -0.579
Vega 0.016
Open interest 4
Model this put
247
11
70.2%
0.143
$0.40
115
$6.80
-0.891
60.5%
23
23
Call · $115
Last $0.40
Breakeven $115.40
Implied vol 70.2%
Delta 0.143 ≈14% ITM
Gamma 0.056
Theta -0.46
Vega 0.016
Open interest 247
Model this call
Put · $115
In the money
Last $6.80
Breakeven $108.20
Implied vol 60.5%
Delta -0.891 ≈89% ITM
Gamma 0.053
Theta -0.315
Vega 0.011
Open interest 23
Model this put
2
1
84.4%
0.141
$0.55
116
$9.64
—
—
4
4
Call · $116
Last $0.55
Breakeven $116.55
Implied vol 84.4%
Delta 0.141 ≈14% ITM
Gamma 0.046
Theta -0.547
Vega 0.016
Open interest 2
Model this call
Put · $116
In the money
Last $9.64
Breakeven $106.36
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
11
73
75.1%
0.076
$0.15
117
—
—
—
—
0
Call · $117
Last $0.15
Breakeven $117.15
Implied vol 75.1%
Delta 0.076 ≈8% ITM
Gamma 0.033
Theta -0.31
Vega 0.011
Open interest 11
Model this call
Put · $117
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
1
95.8%
0.103
$0.45
118
—
—
—
—
0
Call · $118
Last $0.45
Breakeven $118.45
Implied vol 95.8%
Delta 0.103 ≈10% ITM
Gamma 0.032
Theta -0.49
Vega 0.011
Open interest 0
Model this call
Put · $118
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
123.2%
0.133
—
119
—
—
—
—
0
Call · $119
Last —
Breakeven —
Implied vol 123.2%
Delta 0.133 ≈13% ITM
Gamma 0.03
Theta -0.767
Vega 0.011
Open interest 0
Model this call
Put · $119
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
39
1
113.5%
0.089
$0.30
120
—
—
—
—
0
Call · $120
Last $0.30
Breakeven $120.30
Implied vol 113.5%
Delta 0.089 ≈9% ITM
Gamma 0.024
Theta -0.525
Vega 0.011
Open interest 39
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
9
9
135.4%
0.046
$0.06
125
—
—
—
—
0
Call · $125
Last $0.06
Breakeven $125.06
Implied vol 135.4%
Delta 0.046 ≈5% ITM
Gamma 0.012
Theta -0.37
Vega 0.006
Open interest 9
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put