BABA Stock — Alibaba Group Holding Ltd: Options Chain

Calls		Puts
4	1	164.8%	0.982	$34.68	$0.01	-0.003	126.1%	1	873
Call · $80 In the money Last $34.68 Breakeven $114.68 Implied vol 164.8% Delta 0.982 ≈98% ITM Gamma 0.002 Theta -0.109 Vega 0.005 Open interest 4 Model this call Put · $80 Last $0.01 Breakeven $79.99 Implied vol 126.1% Delta -0.003 ≈0% ITM Gamma 0.001 Theta -0.017 Vega 0.001 Open interest 873 Model this put
12	2	156.3%	0.968	$29.60	$0.02	-0.004	106.9%	44	2.5k
Call · $85 In the money Last $29.60 Breakeven $114.60 Implied vol 156.3% Delta 0.968 ≈97% ITM Gamma 0.004 Theta -0.169 Vega 0.011 Open interest 12 Model this call Put · $85 Last $0.02 Breakeven $84.98 Implied vol 106.9% Delta -0.004 ≈0% ITM Gamma 0.001 Theta -0.016 Vega 0.002 Open interest 2.5k Model this put
4	4	—	—	$12.20	$0.01	-0.033	144.2%	6	56
Call · $87 In the money Last $12.20 Breakeven $99.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $87 Last $0.01 Breakeven $86.99 Implied vol 144.2% Delta -0.033 ≈3% ITM Gamma 0.004 Theta -0.153 Vega 0.011 Open interest 56 Model this put
21	2	—	—	$26.05	$0.02	-0.019	121.6%	110	69
Call · $88 In the money Last $26.05 Breakeven $114.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 Model this call Put · $88 Last $0.02 Breakeven $87.98 Implied vol 121.6% Delta -0.019 ≈2% ITM Gamma 0.003 Theta -0.083 Vega 0.006 Open interest 69 Model this put
2	2	—	—	$25.05	$0.02	-0.006	95.4%	42	106
Call · $89 In the money Last $25.05 Breakeven $114.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $89 Last $0.02 Breakeven $88.98 Implied vol 95.4% Delta -0.006 ≈1% ITM Gamma 0.001 Theta -0.024 Vega 0.002 Open interest 106 Model this put
69	4	—	—	$29.02	$0.02	-0.006	91.5%	5	1.4k
Call · $90 In the money Last $29.02 Breakeven $119.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 69 Model this call Put · $90 Last $0.02 Breakeven $89.98 Implied vol 91.5% Delta -0.006 ≈1% ITM Gamma 0.002 Theta -0.023 Vega 0.002 Open interest 1.4k Model this put
12	2	—	—	$21.79	$0.07	-0.051	135.7%	4	318
Call · $91 In the money Last $21.79 Breakeven $112.79 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $91 Last $0.07 Breakeven $90.93 Implied vol 135.7% Delta -0.051 ≈5% ITM Gamma 0.006 Theta -0.206 Vega 0.011 Open interest 318 Model this put
45	10	—	—	$20.70	$0.02	-0.024	105.8%	4	60
Call · $92 In the money Last $20.70 Breakeven $112.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 45 Model this call Put · $92 Last $0.02 Breakeven $91.98 Implied vol 105.8% Delta -0.024 ≈2% ITM Gamma 0.004 Theta -0.087 Vega 0.006 Open interest 60 Model this put
10	8	—	—	$19.67	$0.02	-0.032	107.1%	4	60
Call · $93 In the money Last $19.67 Breakeven $112.67 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $93 Last $0.02 Breakeven $92.98 Implied vol 107.1% Delta -0.032 ≈3% ITM Gamma 0.005 Theta -0.111 Vega 0.011 Open interest 60 Model this put
23	1	—	—	$19.70	$0.02	-0.006	74.5%	22	51
Call · $94 In the money Last $19.70 Breakeven $113.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this call Put · $94 Last $0.02 Breakeven $93.98 Implied vol 74.5% Delta -0.006 ≈1% ITM Gamma 0.002 Theta -0.019 Vega 0.002 Open interest 51 Model this put
130	1	—	—	$18.80	$0.05	-0.019	84.3%	228	463
Call · $95 In the money Last $18.80 Breakeven $113.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 130 Model this call Put · $95 Last $0.05 Breakeven $94.95 Implied vol 84.3% Delta -0.019 ≈2% ITM Gamma 0.004 Theta -0.055 Vega 0.006 Open interest 463 Model this put
52	15	—	—	$20.30	$0.06	-0.028	88%	6	31
Call · $96 In the money Last $20.30 Breakeven $116.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 52 Model this call Put · $96 Last $0.06 Breakeven $95.94 Implied vol 88% Delta -0.028 ≈3% ITM Gamma 0.006 Theta -0.082 Vega 0.012 Open interest 31 Model this put
66	1	82.4%	0.973	$16.48	$0.06	-0.011	69.2%	12	61
Call · $97 In the money Last $16.48 Breakeven $113.48 Implied vol 82.4% Delta 0.973 ≈97% ITM Gamma 0.006 Theta -0.082 Vega 0.006 Open interest 66 Model this call Put · $97 Last $0.06 Breakeven $96.94 Implied vol 69.2% Delta -0.011 ≈1% ITM Gamma 0.004 Theta -0.03 Vega 0.006 Open interest 61 Model this put
100	3	73.9%	0.976	$14.92	$0.03	-0.013	66.1%	49	250
Call · $98 In the money Last $14.92 Breakeven $112.92 Implied vol 73.9% Delta 0.976 ≈98% ITM Gamma 0.006 Theta -0.067 Vega 0.006 Open interest 100 Model this call Put · $98 Last $0.03 Breakeven $97.97 Implied vol 66.1% Delta -0.013 ≈1% ITM Gamma 0.004 Theta -0.032 Vega 0.006 Open interest 250 Model this put
75	1	75.4%	0.965	$13.55	$0.04	-0.017	63.9%	33	97
Call · $99 In the money Last $13.55 Breakeven $112.55 Implied vol 75.4% Delta 0.965 ≈97% ITM Gamma 0.008 Theta -0.09 Vega 0.012 Open interest 75 Model this call Put · $99 Last $0.04 Breakeven $98.96 Implied vol 63.9% Delta -0.017 ≈2% ITM Gamma 0.005 Theta -0.038 Vega 0.006 Open interest 97 Model this put
488	61	81.5%	0.942	$13.90	$0.06	-0.023	63.4%	143	1.7k
Call · $100 In the money Last $13.90 Breakeven $113.90 Implied vol 81.5% Delta 0.942 ≈94% ITM Gamma 0.012 Theta -0.144 Vega 0.012 Open interest 488 Model this call Put · $100 Last $0.06 Breakeven $99.94 Implied vol 63.4% Delta -0.023 ≈2% ITM Gamma 0.007 Theta -0.05 Vega 0.006 Open interest 1.7k Model this put
71	1	68.4%	0.956	$12.60	$0.07	-0.024	59.5%	31	105
Call · $101 In the money Last $12.60 Breakeven $113.60 Implied vol 68.4% Delta 0.956 ≈96% ITM Gamma 0.011 Theta -0.098 Vega 0.012 Open interest 71 Model this call Put · $101 Last $0.07 Breakeven $100.93 Implied vol 59.5% Delta -0.024 ≈2% ITM Gamma 0.008 Theta -0.049 Vega 0.006 Open interest 105 Model this put
182	79	—	—	$11.03	$0.08	-0.028	57.3%	32	158
Call · $102 In the money Last $11.03 Breakeven $113.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 182 Model this call Put · $102 Last $0.08 Breakeven $101.92 Implied vol 57.3% Delta -0.028 ≈3% ITM Gamma 0.009 Theta -0.054 Vega 0.012 Open interest 158 Model this put
123	9	45.6%	0.984	$9.88	$0.11	-0.038	55.4%	87	245
Call · $103 In the money Last $9.88 Breakeven $112.88 Implied vol 45.6% Delta 0.984 ≈98% ITM Gamma 0.007 Theta -0.033 Vega 0.006 Open interest 123 Model this call Put · $103 Last $0.11 Breakeven $102.89 Implied vol 55.4% Delta -0.038 ≈4% ITM Gamma 0.012 Theta -0.066 Vega 0.012 Open interest 245 Model this put
142	8	59.3%	0.937	$10.68	$0.15	-0.049	53.6%	7	311
Call · $104 In the money Last $10.68 Breakeven $114.68 Implied vol 59.3% Delta 0.937 ≈94% ITM Gamma 0.017 Theta -0.115 Vega 0.012 Open interest 142 Model this call Put · $104 Last $0.15 Breakeven $103.85 Implied vol 53.6% Delta -0.049 ≈5% ITM Gamma 0.015 Theta -0.078 Vega 0.012 Open interest 311 Model this put
1.8k	26	61.4%	0.904	$9.74	$0.19	-0.066	53.8%	276	767
Call · $105 In the money Last $9.74 Breakeven $114.74 Implied vol 61.4% Delta 0.904 ≈90% ITM Gamma 0.022 Theta -0.158 Vega 0.021 Open interest 1.8k Model this call Put · $105 Last $0.19 Breakeven $104.81 Implied vol 53.8% Delta -0.066 ≈7% ITM Gamma 0.02 Theta -0.101 Vega 0.021 Open interest 767 Model this put
199	2	58.7%	0.889	$8.85	$0.26	-0.085	51.7%	56	5.2k
Call · $106 In the money Last $8.85 Breakeven $114.85 Implied vol 58.7% Delta 0.889 ≈89% ITM Gamma 0.026 Theta -0.169 Vega 0.021 Open interest 199 Model this call Put · $106 Last $0.26 Breakeven $105.74 Implied vol 51.7% Delta -0.085 ≈8% ITM Gamma 0.024 Theta -0.116 Vega 0.021 Open interest 5.2k Model this put
218	7	55.8%	0.871	$7.82	$0.36	-0.112	51.3%	53	538
Call · $107 In the money Last $7.82 Breakeven $114.82 Implied vol 55.8% Delta 0.871 ≈87% ITM Gamma 0.031 Theta -0.179 Vega 0.032 Open interest 218 Model this call Put · $107 Last $0.36 Breakeven $106.64 Implied vol 51.3% Delta -0.112 ≈11% ITM Gamma 0.03 Theta -0.141 Vega 0.021 Open interest 538 Model this put
247	33	56.2%	0.831	$6.93	$0.48	-0.146	50.9%	102	1.1k
Call · $108 In the money Last $6.93 Breakeven $114.93 Implied vol 56.2% Delta 0.831 ≈83% ITM Gamma 0.036 Theta -0.212 Vega 0.032 Open interest 247 Model this call Put · $108 Last $0.48 Breakeven $107.52 Implied vol 50.9% Delta -0.146 ≈15% ITM Gamma 0.037 Theta -0.168 Vega 0.032 Open interest 1.1k Model this put
135	63	51.8%	0.808	$6.10	$0.63	-0.183	49.6%	54	647
Call · $109 In the money Last $6.10 Breakeven $115.10 Implied vol 51.8% Delta 0.808 ≈81% ITM Gamma 0.043 Theta -0.213 Vega 0.032 Open interest 135 Model this call Put · $109 Last $0.63 Breakeven $108.37 Implied vol 49.6% Delta -0.183 ≈18% ITM Gamma 0.044 Theta -0.19 Vega 0.032 Open interest 647 Model this put
665	60	51.8%	0.762	$5.33	$0.84	-0.229	49.7%	1k	1.9k
Call · $110 In the money Last $5.33 Breakeven $115.33 Implied vol 51.8% Delta 0.762 ≈76% ITM Gamma 0.049 Theta -0.241 Vega 0.042 Open interest 665 Model this call Put · $110 Last $0.84 Breakeven $109.16 Implied vol 49.7% Delta -0.229 ≈23% ITM Gamma 0.05 Theta -0.22 Vega 0.042 Open interest 1.9k Model this put
120	20	50.6%	0.711	$4.30	$1.13	-0.284	49%	487	2.9k
Call · $111 In the money Last $4.30 Breakeven $115.30 Implied vol 50.6% Delta 0.711 ≈71% ITM Gamma 0.055 Theta -0.257 Vega 0.042 Open interest 120 Model this call Put · $111 Last $1.13 Breakeven $109.87 Implied vol 49% Delta -0.284 ≈28% ITM Gamma 0.056 Theta -0.239 Vega 0.042 Open interest 2.9k Model this put
402	78	51.5%	0.652	$4.00	$1.44	-0.343	49.5%	412	382
Call · $112 In the money Last $4.00 Breakeven $116.00 Implied vol 51.5% Delta 0.652 ≈65% ITM Gamma 0.059 Theta -0.286 Vega 0.048 Open interest 402 Model this call Put · $112 Last $1.44 Breakeven $110.56 Implied vol 49.5% Delta -0.343 ≈34% ITM Gamma 0.062 Theta -0.266 Vega 0.043 Open interest 382 Model this put
1.3k	582	51.3%	0.59	$3.25	$1.76	-0.407	49.2%	155	560
Call · $113 In the money Last $3.25 Breakeven $116.25 Implied vol 51.3% Delta 0.59 ≈59% ITM Gamma 0.062 Theta -0.295 Vega 0.049 Open interest 1.3k Model this call Put · $113 Last $1.76 Breakeven $111.24 Implied vol 49.2% Delta -0.407 ≈41% ITM Gamma 0.064 Theta -0.275 Vega 0.049 Open interest 560 Model this put
Underlying $113.96
625	928	51.5%	0.528	$2.74	$2.34	-0.472	50.1%	310	426
Call · $114 Last $2.74 Breakeven $116.74 Implied vol 51.5% Delta 0.528 ≈53% ITM Gamma 0.064 Theta -0.306 Vega 0.049 Open interest 625 Model this call Put · $114 In the money Last $2.34 Breakeven $111.66 Implied vol 50.1% Delta -0.472 ≈47% ITM Gamma 0.065 Theta -0.29 Vega 0.049 Open interest 426 Model this put
3.4k	1.5k	51.3%	0.466	$2.22	$2.87	-0.536	49.7%	88	1.3k
Call · $115 Last $2.22 Breakeven $117.22 Implied vol 51.3% Delta 0.466 ≈47% ITM Gamma 0.063 Theta -0.301 Vega 0.049 Open interest 3.4k Model this call Put · $115 In the money Last $2.87 Breakeven $112.13 Implied vol 49.7% Delta -0.536 ≈54% ITM Gamma 0.065 Theta -0.284 Vega 0.049 Open interest 1.3k Model this put
936	1.8k	51.9%	0.405	$1.80	$3.37	-0.6	49.8%	1	564
Call · $116 Last $1.80 Breakeven $117.80 Implied vol 51.9% Delta 0.405 ≈41% ITM Gamma 0.061 Theta -0.297 Vega 0.049 Open interest 936 Model this call Put · $116 In the money Last $3.37 Breakeven $112.63 Implied vol 49.8% Delta -0.6 ≈60% ITM Gamma 0.064 Theta -0.277 Vega 0.049 Open interest 564 Model this put
1.2k	1.3k	52.8%	0.35	$1.50	$4.99	-0.662	49.3%	17	346
Call · $117 Last $1.50 Breakeven $118.50 Implied vol 52.8% Delta 0.35 ≈35% ITM Gamma 0.058 Theta -0.29 Vega 0.043 Open interest 1.2k Model this call Put · $117 In the money Last $4.99 Breakeven $112.01 Implied vol 49.3% Delta -0.662 ≈66% ITM Gamma 0.061 Theta -0.259 Vega 0.043 Open interest 346 Model this put
2.3k	1.4k	52.6%	0.297	$1.27	$4.80	-0.717	49.6%	6	273
Call · $118 Last $1.27 Breakeven $119.27 Implied vol 52.6% Delta 0.297 ≈30% ITM Gamma 0.054 Theta -0.267 Vega 0.044 Open interest 2.3k Model this call Put · $118 In the money Last $4.80 Breakeven $113.20 Implied vol 49.6% Delta -0.717 ≈72% ITM Gamma 0.056 Theta -0.238 Vega 0.044 Open interest 273 Model this put
505	882	53.7%	0.25	$0.98	$5.55	-0.775	48.4%	15	174
Call · $119 Last $0.98 Breakeven $119.98 Implied vol 53.7% Delta 0.25 ≈25% ITM Gamma 0.049 Theta -0.253 Vega 0.044 Open interest 505 Model this call Put · $119 In the money Last $5.55 Breakeven $113.45 Implied vol 48.4% Delta -0.775 ≈78% ITM Gamma 0.051 Theta -0.207 Vega 0.034 Open interest 174 Model this put
13.8k	4.6k	54.2%	0.21	$0.76	$6.66	-0.811	49.9%	7	596
Call · $120 Last $0.76 Breakeven $120.76 Implied vol 54.2% Delta 0.21 ≈21% ITM Gamma 0.043 Theta -0.23 Vega 0.034 Open interest 13.8k Model this call Put · $120 In the money Last $6.66 Breakeven $113.34 Implied vol 49.9% Delta -0.811 ≈81% ITM Gamma 0.044 Theta -0.19 Vega 0.034 Open interest 596 Model this put
3.1k	1.1k	54.2%	0.172	$0.61	$6.90	-0.858	49.2%	6	53
Call · $121 Last $0.61 Breakeven $121.61 Implied vol 54.2% Delta 0.172 ≈17% ITM Gamma 0.038 Theta -0.202 Vega 0.034 Open interest 3.1k Model this call Put · $121 In the money Last $6.90 Breakeven $114.10 Implied vol 49.2% Delta -0.858 ≈86% ITM Gamma 0.038 Theta -0.157 Vega 0.033 Open interest 53 Model this put
4.6k	1.1k	55.6%	0.141	$0.50	$9.25	-0.97	33.5%	233	86
Call · $122 Last $0.50 Breakeven $122.50 Implied vol 55.6% Delta 0.141 ≈14% ITM Gamma 0.033 Theta -0.185 Vega 0.034 Open interest 4.6k Model this call Put · $122 In the money Last $9.25 Breakeven $112.75 Implied vol 33.5% Delta -0.97 ≈97% ITM Gamma 0.019 Theta -0.029 Vega 0.011 Open interest 86 Model this put
887	852	55.5%	0.116	$0.37	$10.75	-0.916	49.1%	8	331
Call · $123 Last $0.37 Breakeven $123.37 Implied vol 55.5% Delta 0.116 ≈12% ITM Gamma 0.029 Theta -0.158 Vega 0.023 Open interest 887 Model this call Put · $123 In the money Last $10.75 Breakeven $112.25 Implied vol 49.1% Delta -0.916 ≈92% ITM Gamma 0.026 Theta -0.104 Vega 0.022 Open interest 331 Model this put
290	518	55.6%	0.091	$0.29	$11.60	-0.927	52.2%	7	59
Call · $124 Last $0.29 Breakeven $124.29 Implied vol 55.6% Delta 0.091 ≈9% ITM Gamma 0.024 Theta -0.133 Vega 0.023 Open interest 290 Model this call Put · $124 In the money Last $11.60 Breakeven $112.40 Implied vol 52.2% Delta -0.927 ≈93% ITM Gamma 0.022 Theta -0.1 Vega 0.022 Open interest 59 Model this put
3.6k	1.3k	56.9%	0.073	$0.23	$12.40	-0.989	38.6%	42	135
Call · $125 Last $0.23 Breakeven $125.23 Implied vol 56.9% Delta 0.073 ≈7% ITM Gamma 0.02 Theta -0.117 Vega 0.023 Open interest 3.6k Model this call Put · $125 In the money Last $12.40 Breakeven $112.60 Implied vol 38.6% Delta -0.989 ≈99% ITM Gamma 0.009 Theta -0.013 Vega 0.005 Open interest 135 Model this put
315	52	57.1%	0.06	$0.18	$8.87	-0.911	66%	22	23
Call · $126 Last $0.18 Breakeven $126.18 Implied vol 57.1% Delta 0.06 ≈6% ITM Gamma 0.017 Theta -0.099 Vega 0.013 Open interest 315 Model this call Put · $126 In the money Last $8.87 Breakeven $117.13 Implied vol 66% Delta -0.911 ≈91% ITM Gamma 0.02 Theta -0.148 Vega 0.023 Open interest 23 Model this put
811	7	56.5%	0.044	$0.14	$9.70	—	—	26	14
Call · $127 Last $0.14 Breakeven $127.14 Implied vol 56.5% Delta 0.044 ≈4% ITM Gamma 0.013 Theta -0.076 Vega 0.013 Open interest 811 Model this call Put · $127 In the money Last $9.70 Breakeven $117.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 14 Model this put
2.1k	112	58.5%	0.037	$0.09	$14.67	—	—	1	30
Call · $128 Last $0.09 Breakeven $128.09 Implied vol 58.5% Delta 0.037 ≈4% ITM Gamma 0.011 Theta -0.069 Vega 0.014 Open interest 2.1k Model this call Put · $128 In the money Last $14.67 Breakeven $113.33 Implied vol — Delta — Gamma — Theta — Vega — Open interest 30 Model this put
276	10	58.7%	0.029	$0.08	$11.58	—	—	14	91
Call · $129 Last $0.08 Breakeven $129.08 Implied vol 58.7% Delta 0.029 ≈3% ITM Gamma 0.009 Theta -0.056 Vega 0.007 Open interest 276 Model this call Put · $129 In the money Last $11.58 Breakeven $117.42 Implied vol — Delta — Gamma — Theta — Vega — Open interest 91 Model this put
8.1k	245	59.4%	0.023	$0.07	$16.48	—	—	24	94
Call · $130 Last $0.07 Breakeven $130.07 Implied vol 59.4% Delta 0.023 ≈2% ITM Gamma 0.007 Theta -0.048 Vega 0.007 Open interest 8.1k Model this call Put · $130 In the money Last $16.48 Breakeven $113.52 Implied vol — Delta — Gamma — Theta — Vega — Open interest 94 Model this put
96	4	60.9%	0.02	$0.05	$11.62	-0.931	84%	138	28
Call · $131 Last $0.05 Breakeven $131.05 Implied vol 60.9% Delta 0.02 ≈2% ITM Gamma 0.006 Theta -0.042 Vega 0.007 Open interest 96 Model this call Put · $131 In the money Last $11.62 Breakeven $119.38 Implied vol 84% Delta -0.931 ≈93% ITM Gamma 0.013 Theta -0.156 Vega 0.013 Open interest 28 Model this put
2.1k	15	62.4%	0.016	$0.04	$17.15	—	—	4	24
Call · $132 Last $0.04 Breakeven $132.04 Implied vol 62.4% Delta 0.016 ≈2% ITM Gamma 0.005 Theta -0.037 Vega 0.007 Open interest 2.1k Model this call Put · $132 In the money Last $17.15 Breakeven $114.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 Model this put
42	6	72.5%	0.028	$0.05	$13.45	-0.925	96.1%	124	19
Call · $133 Last $0.05 Breakeven $133.05 Implied vol 72.5% Delta 0.028 ≈3% ITM Gamma 0.007 Theta -0.067 Vega 0.007 Open interest 42 Model this call Put · $133 In the money Last $13.45 Breakeven $119.55 Implied vol 96.1% Delta -0.925 ≈93% ITM Gamma 0.012 Theta -0.193 Vega 0.021 Open interest 19 Model this put
24	10	66%	0.012	$0.03	$13.89	-0.978	73.6%	106	15
Call · $134 Last $0.03 Breakeven $134.03 Implied vol 66% Delta 0.012 ≈1% ITM Gamma 0.004 Theta -0.031 Vega 0.003 Open interest 24 Model this call Put · $134 In the money Last $13.89 Breakeven $120.11 Implied vol 73.6% Delta -0.978 ≈98% ITM Gamma 0.006 Theta -0.051 Vega 0.006 Open interest 15 Model this put
2.8k	349	61.8%	0.006	$0.02	$14.80	-0.973	80.3%	38	10
Call · $135 Last $0.02 Breakeven $135.02 Implied vol 61.8% Delta 0.006 ≈1% ITM Gamma 0.002 Theta -0.015 Vega 0.003 Open interest 2.8k Model this call Put · $135 In the money Last $14.80 Breakeven $120.20 Implied vol 80.3% Delta -0.973 ≈97% ITM Gamma 0.007 Theta -0.068 Vega 0.007 Open interest 10 Model this put
185	1	70.9%	0.012	$0.02	—	-0.923	110.9%	—	0
Call · $136 Last $0.02 Breakeven $136.02 Implied vol 70.9% Delta 0.012 ≈1% ITM Gamma 0.003 Theta -0.031 Vega 0.003 Open interest 185 Model this call Put · $136 In the money Last — Breakeven — Implied vol 110.9% Delta -0.923 ≈92% ITM Gamma 0.011 Theta -0.229 Vega 0.023 Open interest 0 Model this put
27	42	92.1%	0.035	$0.07	—	-0.922	115.7%	—	0
Call · $137 Last $0.07 Breakeven $137.07 Implied vol 92.1% Delta 0.035 ≈4% ITM Gamma 0.007 Theta -0.105 Vega 0.014 Open interest 27 Model this call Put · $137 In the money Last — Breakeven — Implied vol 115.7% Delta -0.922 ≈92% ITM Gamma 0.011 Theta -0.241 Vega 0.023 Open interest 0 Model this put
3	1	102.8%	0.05	$0.42	$16.77	-0.951	103.2%	10	0
Call · $138 Last $0.42 Breakeven $138.42 Implied vol 102.8% Delta 0.05 ≈5% ITM Gamma 0.008 Theta -0.153 Vega 0.014 Open interest 3 Model this call Put · $138 In the money Last $16.77 Breakeven $121.23 Implied vol 103.2% Delta -0.951 ≈95% ITM Gamma 0.008 Theta -0.145 Vega 0.014 Open interest 0 Model this put
100	101	102.4%	0.042	$0.20	—	-0.933	117.2%	—	0
Call · $139 Last $0.20 Breakeven $139.20 Implied vol 102.4% Delta 0.042 ≈4% ITM Gamma 0.007 Theta -0.132 Vega 0.014 Open interest 100 Model this call Put · $139 In the money Last — Breakeven — Implied vol 117.2% Delta -0.933 ≈93% ITM Gamma 0.009 Theta -0.213 Vega 0.014 Open interest 0 Model this put
3.3k	16	75.7%	0.007	$0.01	$34.31	-0.935	120.3%	4	0
Call · $140 Last $0.01 Breakeven $140.01 Implied vol 75.7% Delta 0.007 ≈1% ITM Gamma 0.002 Theta -0.02 Vega 0.003 Open interest 3.3k Model this call Put · $140 In the money Last $34.31 Breakeven $105.69 Implied vol 120.3% Delta -0.935 ≈93% ITM Gamma 0.009 Theta -0.215 Vega 0.014 Open interest 0 Model this put
10	8	79.7%	0.008	$0.08	—	—	—	—	0
Call · $141 Last $0.08 Breakeven $141.08 Implied vol 79.7% Delta 0.008 ≈1% ITM Gamma 0.002 Theta -0.024 Vega 0.003 Open interest 10 Model this call Put · $141 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	2	132.7%	0.072	$0.01	—	-0.965	110.2%	—	0
Call · $142 Last $0.01 Breakeven $142.01 Implied vol 132.7% Delta 0.072 ≈7% ITM Gamma 0.008 Theta -0.267 Vega 0.014 Open interest 3 Model this call Put · $142 In the money Last — Breakeven — Implied vol 110.2% Delta -0.965 ≈97% ITM Gamma 0.006 Theta -0.117 Vega 0.013 Open interest 0 Model this put
7	5	98.7%	0.019	$0.02	—	-0.913	146%	—	0
Call · $143 Last $0.02 Breakeven $143.02 Implied vol 98.7% Delta 0.019 ≈2% ITM Gamma 0.004 Theta -0.066 Vega 0.007 Open interest 7 Model this call Put · $143 In the money Last — Breakeven — Implied vol 146% Delta -0.913 ≈91% ITM Gamma 0.009 Theta -0.329 Vega 0.024 Open interest 0 Model this put
3.4k	6	108.1%	0.023	$0.04	$24.08	—	—	5	0
Call · $145 Last $0.04 Breakeven $145.04 Implied vol 108.1% Delta 0.023 ≈2% ITM Gamma 0.004 Theta -0.085 Vega 0.007 Open interest 3.4k Model this call Put · $145 In the money Last $24.08 Breakeven $120.92 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
816	1	136.1%	0.035	$0.01	$31.52	-0.958	141.5%	2	0
Call · $150 Last $0.01 Breakeven $150.01 Implied vol 136.1% Delta 0.035 ≈4% ITM Gamma 0.005 Theta -0.154 Vega 0.007 Open interest 816 Model this call Put · $150 In the money Last $31.52 Breakeven $118.48 Implied vol 141.5% Delta -0.958 ≈96% ITM Gamma 0.005 Theta -0.175 Vega 0.014 Open interest 0 Model this put
4	1	162.5%	0.049	$0.01	$35.53	-0.925	185%	5	0
Call · $155 Last $0.01 Breakeven $155.01 Implied vol 162.5% Delta 0.049 ≈5% ITM Gamma 0.005 Theta -0.237 Vega 0.015 Open interest 4 Model this call Put · $155 In the money Last $35.53 Breakeven $119.47 Implied vol 185% Delta -0.925 ≈93% ITM Gamma 0.006 Theta -0.371 Vega 0.015 Open interest 0 Model this put
18	9	144.1%	0.017	$0.39	—	-0.926	201.8%	—	0
Call · $160 Last $0.39 Breakeven $160.39 Implied vol 144.1% Delta 0.017 ≈2% ITM Gamma 0.002 Theta -0.087 Vega 0.007 Open interest 18 Model this call Put · $160 In the money Last — Breakeven — Implied vol 201.8% Delta -0.926 ≈93% ITM Gamma 0.006 Theta -0.401 Vega 0.015 Open interest 0 Model this put
0	—	191.2%	0.045	—	—	-0.933	211.5%	—	0
Call · $165 Last — Breakeven — Implied vol 191.2% Delta 0.045 ≈5% ITM Gamma 0.004 Theta -0.263 Vega 0.015 Open interest 0 Model this call Put · $165 In the money Last — Breakeven — Implied vol 211.5% Delta -0.933 ≈93% ITM Gamma 0.005 Theta -0.387 Vega 0.015 Open interest 0 Model this put
11	2	170.4%	0.018	$0.54	—	-0.957	204.6%	—	0
Call · $170 Last $0.54 Breakeven $170.54 Implied vol 170.4% Delta 0.018 ≈2% ITM Gamma 0.002 Theta -0.107 Vega 0.008 Open interest 11 Model this call Put · $170 In the money Last — Breakeven — Implied vol 204.6% Delta -0.957 ≈96% ITM Gamma 0.004 Theta -0.261 Vega 0.015 Open interest 0 Model this put
0	—	214%	0.039	—	—	-0.939	236.6%	—	0
Call · $175 Last — Breakeven — Implied vol 214% Delta 0.039 ≈4% ITM Gamma 0.003 Theta -0.263 Vega 0.008 Open interest 0 Model this call Put · $175 In the money Last — Breakeven — Implied vol 236.6% Delta -0.939 ≈94% ITM Gamma 0.004 Theta -0.402 Vega 0.015 Open interest 0 Model this put
2	2	182.4%	0.013	$0.40	—	-0.941	248.6%	—	0
Call · $180 Last $0.40 Breakeven $180.40 Implied vol 182.4% Delta 0.013 ≈1% ITM Gamma 0.001 Theta -0.085 Vega 0.003 Open interest 2 Model this call Put · $180 In the money Last — Breakeven — Implied vol 248.6% Delta -0.941 ≈94% ITM Gamma 0.004 Theta -0.41 Vega 0.016 Open interest 0 Model this put
2	1	263.3%	0.06	$0.16	—	-0.973	220%	—	0
Call · $185 Last $0.16 Breakeven $185.16 Implied vol 263.3% Delta 0.06 ≈6% ITM Gamma 0.004 Theta -0.452 Vega 0.016 Open interest 2 Model this call Put · $185 In the money Last — Breakeven — Implied vol 220% Delta -0.973 ≈97% ITM Gamma 0.002 Theta -0.186 Vega 0.008 Open interest 0 Model this put
23	24	—	—	$0.39	—	-0.945	271.7%	—	0
Call · $190 Last $0.39 Breakeven $190.39 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this call Put · $190 In the money Last — Breakeven — Implied vol 271.7% Delta -0.945 ≈95% ITM Gamma 0.003 Theta -0.425 Vega 0.016 Open interest 0 Model this put
25	2	—	—	$0.08	—	-0.964	258.2%	—	0
Call · $195 Last $0.08 Breakeven $195.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 25 Model this call Put · $195 In the money Last — Breakeven — Implied vol 258.2% Delta -0.964 ≈96% ITM Gamma 0.003 Theta -0.283 Vega 0.008 Open interest 0 Model this put
0	1	—	—	$0.03	$104.00	-0.965	267.5%	2	0
Call · $200 Last $0.03 Breakeven $200.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $200 In the money Last $104.00 Breakeven $96.00 Implied vol 267.5% Delta -0.965 ≈97% ITM Gamma 0.002 Theta -0.286 Vega 0.008 Open interest 0 Model this put
3	2	—	—	$0.45	—	-0.96	288.6%	—	0
Call · $205 Last $0.45 Breakeven $205.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $205 In the money Last — Breakeven — Implied vol 288.6% Delta -0.96 ≈96% ITM Gamma 0.002 Theta -0.349 Vega 0.008 Open interest 0 Model this put
4	1	—	—	$0.08	—	-0.961	297.3%	—	0
Call · $210 Last $0.08 Breakeven $210.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $210 In the money Last — Breakeven — Implied vol 297.3% Delta -0.961 ≈96% ITM Gamma 0.002 Theta -0.351 Vega 0.008 Open interest 0 Model this put
1	2	—	—	$0.42	—	-0.952	324.5%	—	0
Call · $215 Last $0.42 Breakeven $215.42 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $215 In the money Last — Breakeven — Implied vol 324.5% Delta -0.952 ≈95% ITM Gamma 0.003 Theta -0.462 Vega 0.017 Open interest 0 Model this put
3	8	—	—	$0.37	—	-0.963	314.1%	—	0
Call · $220 Last $0.37 Breakeven $220.37 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $220 In the money Last — Breakeven — Implied vol 314.1% Delta -0.963 ≈96% ITM Gamma 0.002 Theta -0.357 Vega 0.009 Open interest 0 Model this put

Call · $80 In the money

Last: $34.68
Breakeven: $114.68
Implied vol: 164.8%
Delta: 0.982 ≈98% ITM
Gamma: 0.002
Theta: -0.109
Vega: 0.005
Open interest: 4

Model this call

Put · $80

Last: $0.01
Breakeven: $79.99
Implied vol: 126.1%
Delta: -0.003 ≈0% ITM
Gamma: 0.001
Theta: -0.017
Vega: 0.001
Open interest: 873

Model this put

Call · $85 In the money

Last: $29.60
Breakeven: $114.60
Implied vol: 156.3%
Delta: 0.968 ≈97% ITM
Gamma: 0.004
Theta: -0.169
Vega: 0.011
Open interest: 12

Model this call

Put · $85

Last: $0.02
Breakeven: $84.98
Implied vol: 106.9%
Delta: -0.004 ≈0% ITM
Gamma: 0.001
Theta: -0.016
Vega: 0.002
Open interest: 2.5k

Model this put

Call · $87 In the money

Last: $12.20
Breakeven: $99.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $87

Last: $0.01
Breakeven: $86.99
Implied vol: 144.2%
Delta: -0.033 ≈3% ITM
Gamma: 0.004
Theta: -0.153
Vega: 0.011
Open interest: 56

Model this put

Call · $88 In the money

Last: $26.05
Breakeven: $114.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 21

Model this call

Put · $88

Last: $0.02
Breakeven: $87.98
Implied vol: 121.6%
Delta: -0.019 ≈2% ITM
Gamma: 0.003
Theta: -0.083
Vega: 0.006
Open interest: 69

Model this put

Call · $89 In the money

Last: $25.05
Breakeven: $114.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $89

Last: $0.02
Breakeven: $88.98
Implied vol: 95.4%
Delta: -0.006 ≈1% ITM
Gamma: 0.001
Theta: -0.024
Vega: 0.002
Open interest: 106

Model this put

Call · $90 In the money

Last: $29.02
Breakeven: $119.02
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 69

Model this call

Put · $90

Last: $0.02
Breakeven: $89.98
Implied vol: 91.5%
Delta: -0.006 ≈1% ITM
Gamma: 0.002
Theta: -0.023
Vega: 0.002
Open interest: 1.4k

Model this put

Call · $91 In the money

Last: $21.79
Breakeven: $112.79
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 12

Model this call

Put · $91

Last: $0.07
Breakeven: $90.93
Implied vol: 135.7%
Delta: -0.051 ≈5% ITM
Gamma: 0.006
Theta: -0.206
Vega: 0.011
Open interest: 318

Model this put

Call · $92 In the money

Last: $20.70
Breakeven: $112.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 45

Model this call

Put · $92

Last: $0.02
Breakeven: $91.98
Implied vol: 105.8%
Delta: -0.024 ≈2% ITM
Gamma: 0.004
Theta: -0.087
Vega: 0.006
Open interest: 60

Model this put

Call · $93 In the money

Last: $19.67
Breakeven: $112.67
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 10

Model this call

Put · $93

Last: $0.02
Breakeven: $92.98
Implied vol: 107.1%
Delta: -0.032 ≈3% ITM
Gamma: 0.005
Theta: -0.111
Vega: 0.011
Open interest: 60

Model this put

Call · $94 In the money

Last: $19.70
Breakeven: $113.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 23

Model this call

Put · $94

Last: $0.02
Breakeven: $93.98
Implied vol: 74.5%
Delta: -0.006 ≈1% ITM
Gamma: 0.002
Theta: -0.019
Vega: 0.002
Open interest: 51

Model this put

Call · $95 In the money

Last: $18.80
Breakeven: $113.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 130

Model this call

Put · $95

Last: $0.05
Breakeven: $94.95
Implied vol: 84.3%
Delta: -0.019 ≈2% ITM
Gamma: 0.004
Theta: -0.055
Vega: 0.006
Open interest: 463

Model this put

Call · $96 In the money

Last: $20.30
Breakeven: $116.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 52

Model this call

Put · $96

Last: $0.06
Breakeven: $95.94
Implied vol: 88%
Delta: -0.028 ≈3% ITM
Gamma: 0.006
Theta: -0.082
Vega: 0.012
Open interest: 31

Model this put

Call · $97 In the money

Last: $16.48
Breakeven: $113.48
Implied vol: 82.4%
Delta: 0.973 ≈97% ITM
Gamma: 0.006
Theta: -0.082
Vega: 0.006
Open interest: 66

Model this call

Put · $97

Last: $0.06
Breakeven: $96.94
Implied vol: 69.2%
Delta: -0.011 ≈1% ITM
Gamma: 0.004
Theta: -0.03
Vega: 0.006
Open interest: 61

Model this put

Call · $98 In the money

Last: $14.92
Breakeven: $112.92
Implied vol: 73.9%
Delta: 0.976 ≈98% ITM
Gamma: 0.006
Theta: -0.067
Vega: 0.006
Open interest: 100

Model this call

Put · $98

Last: $0.03
Breakeven: $97.97
Implied vol: 66.1%
Delta: -0.013 ≈1% ITM
Gamma: 0.004
Theta: -0.032
Vega: 0.006
Open interest: 250

Model this put

Call · $99 In the money

Last: $13.55
Breakeven: $112.55
Implied vol: 75.4%
Delta: 0.965 ≈97% ITM
Gamma: 0.008
Theta: -0.09
Vega: 0.012
Open interest: 75

Model this call

Put · $99

Last: $0.04
Breakeven: $98.96
Implied vol: 63.9%
Delta: -0.017 ≈2% ITM
Gamma: 0.005
Theta: -0.038
Vega: 0.006
Open interest: 97

Model this put

Call · $100 In the money

Last: $13.90
Breakeven: $113.90
Implied vol: 81.5%
Delta: 0.942 ≈94% ITM
Gamma: 0.012
Theta: -0.144
Vega: 0.012
Open interest: 488

Model this call

Put · $100

Last: $0.06
Breakeven: $99.94
Implied vol: 63.4%
Delta: -0.023 ≈2% ITM
Gamma: 0.007
Theta: -0.05
Vega: 0.006
Open interest: 1.7k

Model this put

Call · $101 In the money

Last: $12.60
Breakeven: $113.60
Implied vol: 68.4%
Delta: 0.956 ≈96% ITM
Gamma: 0.011
Theta: -0.098
Vega: 0.012
Open interest: 71

Model this call

Put · $101

Last: $0.07
Breakeven: $100.93
Implied vol: 59.5%
Delta: -0.024 ≈2% ITM
Gamma: 0.008
Theta: -0.049
Vega: 0.006
Open interest: 105

Model this put

Call · $102 In the money

Last: $11.03
Breakeven: $113.03
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 182

Model this call

Put · $102

Last: $0.08
Breakeven: $101.92
Implied vol: 57.3%
Delta: -0.028 ≈3% ITM
Gamma: 0.009
Theta: -0.054
Vega: 0.012
Open interest: 158

Model this put

Call · $103 In the money

Last: $9.88
Breakeven: $112.88
Implied vol: 45.6%
Delta: 0.984 ≈98% ITM
Gamma: 0.007
Theta: -0.033
Vega: 0.006
Open interest: 123

Model this call

Put · $103

Last: $0.11
Breakeven: $102.89
Implied vol: 55.4%
Delta: -0.038 ≈4% ITM
Gamma: 0.012
Theta: -0.066
Vega: 0.012
Open interest: 245

Model this put

Call · $104 In the money

Last: $10.68
Breakeven: $114.68
Implied vol: 59.3%
Delta: 0.937 ≈94% ITM
Gamma: 0.017
Theta: -0.115
Vega: 0.012
Open interest: 142

Model this call

Put · $104

Last: $0.15
Breakeven: $103.85
Implied vol: 53.6%
Delta: -0.049 ≈5% ITM
Gamma: 0.015
Theta: -0.078
Vega: 0.012
Open interest: 311

Model this put

Call · $105 In the money

Last: $9.74
Breakeven: $114.74
Implied vol: 61.4%
Delta: 0.904 ≈90% ITM
Gamma: 0.022
Theta: -0.158
Vega: 0.021
Open interest: 1.8k

Model this call

Put · $105

Last: $0.19
Breakeven: $104.81
Implied vol: 53.8%
Delta: -0.066 ≈7% ITM
Gamma: 0.02
Theta: -0.101
Vega: 0.021
Open interest: 767

Model this put

Call · $106 In the money

Last: $8.85
Breakeven: $114.85
Implied vol: 58.7%
Delta: 0.889 ≈89% ITM
Gamma: 0.026
Theta: -0.169
Vega: 0.021
Open interest: 199

Model this call

Put · $106

Last: $0.26
Breakeven: $105.74
Implied vol: 51.7%
Delta: -0.085 ≈8% ITM
Gamma: 0.024
Theta: -0.116
Vega: 0.021
Open interest: 5.2k

Model this put

Call · $107 In the money

Last: $7.82
Breakeven: $114.82
Implied vol: 55.8%
Delta: 0.871 ≈87% ITM
Gamma: 0.031
Theta: -0.179
Vega: 0.032
Open interest: 218

Model this call

Put · $107

Last: $0.36
Breakeven: $106.64
Implied vol: 51.3%
Delta: -0.112 ≈11% ITM
Gamma: 0.03
Theta: -0.141
Vega: 0.021
Open interest: 538

Model this put

Call · $108 In the money

Last: $6.93
Breakeven: $114.93
Implied vol: 56.2%
Delta: 0.831 ≈83% ITM
Gamma: 0.036
Theta: -0.212
Vega: 0.032
Open interest: 247

Model this call

Put · $108

Last: $0.48
Breakeven: $107.52
Implied vol: 50.9%
Delta: -0.146 ≈15% ITM
Gamma: 0.037
Theta: -0.168
Vega: 0.032
Open interest: 1.1k

Model this put

Call · $109 In the money

Last: $6.10
Breakeven: $115.10
Implied vol: 51.8%
Delta: 0.808 ≈81% ITM
Gamma: 0.043
Theta: -0.213
Vega: 0.032
Open interest: 135

Model this call

Put · $109

Last: $0.63
Breakeven: $108.37
Implied vol: 49.6%
Delta: -0.183 ≈18% ITM
Gamma: 0.044
Theta: -0.19
Vega: 0.032
Open interest: 647

Model this put

Call · $110 In the money

Last: $5.33
Breakeven: $115.33
Implied vol: 51.8%
Delta: 0.762 ≈76% ITM
Gamma: 0.049
Theta: -0.241
Vega: 0.042
Open interest: 665

Model this call

Put · $110

Last: $0.84
Breakeven: $109.16
Implied vol: 49.7%
Delta: -0.229 ≈23% ITM
Gamma: 0.05
Theta: -0.22
Vega: 0.042
Open interest: 1.9k

Model this put

Call · $111 In the money

Last: $4.30
Breakeven: $115.30
Implied vol: 50.6%
Delta: 0.711 ≈71% ITM
Gamma: 0.055
Theta: -0.257
Vega: 0.042
Open interest: 120

Model this call

Put · $111

Last: $1.13
Breakeven: $109.87
Implied vol: 49%
Delta: -0.284 ≈28% ITM
Gamma: 0.056
Theta: -0.239
Vega: 0.042
Open interest: 2.9k

Model this put

Call · $112 In the money

Last: $4.00
Breakeven: $116.00
Implied vol: 51.5%
Delta: 0.652 ≈65% ITM
Gamma: 0.059
Theta: -0.286
Vega: 0.048
Open interest: 402

Model this call

Put · $112

Last: $1.44
Breakeven: $110.56
Implied vol: 49.5%
Delta: -0.343 ≈34% ITM
Gamma: 0.062
Theta: -0.266
Vega: 0.043
Open interest: 382

Model this put

Call · $113 In the money

Last: $3.25
Breakeven: $116.25
Implied vol: 51.3%
Delta: 0.59 ≈59% ITM
Gamma: 0.062
Theta: -0.295
Vega: 0.049
Open interest: 1.3k

Model this call

Put · $113

Last: $1.76
Breakeven: $111.24
Implied vol: 49.2%
Delta: -0.407 ≈41% ITM
Gamma: 0.064
Theta: -0.275
Vega: 0.049
Open interest: 560

Model this put

Call · $114

Last: $2.74
Breakeven: $116.74
Implied vol: 51.5%
Delta: 0.528 ≈53% ITM
Gamma: 0.064
Theta: -0.306
Vega: 0.049
Open interest: 625

Model this call

Put · $114 In the money

Last: $2.34
Breakeven: $111.66
Implied vol: 50.1%
Delta: -0.472 ≈47% ITM
Gamma: 0.065
Theta: -0.29
Vega: 0.049
Open interest: 426

Model this put

Call · $115

Last: $2.22
Breakeven: $117.22
Implied vol: 51.3%
Delta: 0.466 ≈47% ITM
Gamma: 0.063
Theta: -0.301
Vega: 0.049
Open interest: 3.4k

Model this call

Put · $115 In the money

Last: $2.87
Breakeven: $112.13
Implied vol: 49.7%
Delta: -0.536 ≈54% ITM
Gamma: 0.065
Theta: -0.284
Vega: 0.049
Open interest: 1.3k

Model this put

Call · $116

Last: $1.80
Breakeven: $117.80
Implied vol: 51.9%
Delta: 0.405 ≈41% ITM
Gamma: 0.061
Theta: -0.297
Vega: 0.049
Open interest: 936

Model this call

Put · $116 In the money

Last: $3.37
Breakeven: $112.63
Implied vol: 49.8%
Delta: -0.6 ≈60% ITM
Gamma: 0.064
Theta: -0.277
Vega: 0.049
Open interest: 564

Model this put

Call · $117

Last: $1.50
Breakeven: $118.50
Implied vol: 52.8%
Delta: 0.35 ≈35% ITM
Gamma: 0.058
Theta: -0.29
Vega: 0.043
Open interest: 1.2k

Model this call

Put · $117 In the money

Last: $4.99
Breakeven: $112.01
Implied vol: 49.3%
Delta: -0.662 ≈66% ITM
Gamma: 0.061
Theta: -0.259
Vega: 0.043
Open interest: 346

Model this put

Call · $118

Last: $1.27
Breakeven: $119.27
Implied vol: 52.6%
Delta: 0.297 ≈30% ITM
Gamma: 0.054
Theta: -0.267
Vega: 0.044
Open interest: 2.3k

Model this call

Put · $118 In the money

Last: $4.80
Breakeven: $113.20
Implied vol: 49.6%
Delta: -0.717 ≈72% ITM
Gamma: 0.056
Theta: -0.238
Vega: 0.044
Open interest: 273

Model this put

Call · $119

Last: $0.98
Breakeven: $119.98
Implied vol: 53.7%
Delta: 0.25 ≈25% ITM
Gamma: 0.049
Theta: -0.253
Vega: 0.044
Open interest: 505

Model this call

Put · $119 In the money

Last: $5.55
Breakeven: $113.45
Implied vol: 48.4%
Delta: -0.775 ≈78% ITM
Gamma: 0.051
Theta: -0.207
Vega: 0.034
Open interest: 174

Model this put

Call · $120

Last: $0.76
Breakeven: $120.76
Implied vol: 54.2%
Delta: 0.21 ≈21% ITM
Gamma: 0.043
Theta: -0.23
Vega: 0.034
Open interest: 13.8k

Model this call

Put · $120 In the money

Last: $6.66
Breakeven: $113.34
Implied vol: 49.9%
Delta: -0.811 ≈81% ITM
Gamma: 0.044
Theta: -0.19
Vega: 0.034
Open interest: 596

Model this put

Call · $121

Last: $0.61
Breakeven: $121.61
Implied vol: 54.2%
Delta: 0.172 ≈17% ITM
Gamma: 0.038
Theta: -0.202
Vega: 0.034
Open interest: 3.1k

Model this call

Put · $121 In the money

Last: $6.90
Breakeven: $114.10
Implied vol: 49.2%
Delta: -0.858 ≈86% ITM
Gamma: 0.038
Theta: -0.157
Vega: 0.033
Open interest: 53

Model this put

Call · $122

Last: $0.50
Breakeven: $122.50
Implied vol: 55.6%
Delta: 0.141 ≈14% ITM
Gamma: 0.033
Theta: -0.185
Vega: 0.034
Open interest: 4.6k

Model this call

Put · $122 In the money

Last: $9.25
Breakeven: $112.75
Implied vol: 33.5%
Delta: -0.97 ≈97% ITM
Gamma: 0.019
Theta: -0.029
Vega: 0.011
Open interest: 86

Model this put

Call · $123

Last: $0.37
Breakeven: $123.37
Implied vol: 55.5%
Delta: 0.116 ≈12% ITM
Gamma: 0.029
Theta: -0.158
Vega: 0.023
Open interest: 887

Model this call

Put · $123 In the money

Last: $10.75
Breakeven: $112.25
Implied vol: 49.1%
Delta: -0.916 ≈92% ITM
Gamma: 0.026
Theta: -0.104
Vega: 0.022
Open interest: 331

Model this put

Call · $124

Last: $0.29
Breakeven: $124.29
Implied vol: 55.6%
Delta: 0.091 ≈9% ITM
Gamma: 0.024
Theta: -0.133
Vega: 0.023
Open interest: 290

Model this call

Put · $124 In the money

Last: $11.60
Breakeven: $112.40
Implied vol: 52.2%
Delta: -0.927 ≈93% ITM
Gamma: 0.022
Theta: -0.1
Vega: 0.022
Open interest: 59

Model this put

Call · $125

Last: $0.23
Breakeven: $125.23
Implied vol: 56.9%
Delta: 0.073 ≈7% ITM
Gamma: 0.02
Theta: -0.117
Vega: 0.023
Open interest: 3.6k

Model this call

Put · $125 In the money

Last: $12.40
Breakeven: $112.60
Implied vol: 38.6%
Delta: -0.989 ≈99% ITM
Gamma: 0.009
Theta: -0.013
Vega: 0.005
Open interest: 135

Model this put

Call · $126

Last: $0.18
Breakeven: $126.18
Implied vol: 57.1%
Delta: 0.06 ≈6% ITM
Gamma: 0.017
Theta: -0.099
Vega: 0.013
Open interest: 315

Model this call

Put · $126 In the money

Last: $8.87
Breakeven: $117.13
Implied vol: 66%
Delta: -0.911 ≈91% ITM
Gamma: 0.02
Theta: -0.148
Vega: 0.023
Open interest: 23

Model this put

Call · $127

Last: $0.14
Breakeven: $127.14
Implied vol: 56.5%
Delta: 0.044 ≈4% ITM
Gamma: 0.013
Theta: -0.076
Vega: 0.013
Open interest: 811

Model this call

Put · $127 In the money

Last: $9.70
Breakeven: $117.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 14

Model this put

Call · $128

Last: $0.09
Breakeven: $128.09
Implied vol: 58.5%
Delta: 0.037 ≈4% ITM
Gamma: 0.011
Theta: -0.069
Vega: 0.014
Open interest: 2.1k

Model this call

Put · $128 In the money

Last: $14.67
Breakeven: $113.33
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 30

Model this put

Call · $129

Last: $0.08
Breakeven: $129.08
Implied vol: 58.7%
Delta: 0.029 ≈3% ITM
Gamma: 0.009
Theta: -0.056
Vega: 0.007
Open interest: 276

Model this call

Put · $129 In the money

Last: $11.58
Breakeven: $117.42
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 91

Model this put

Call · $130

Last: $0.07
Breakeven: $130.07
Implied vol: 59.4%
Delta: 0.023 ≈2% ITM
Gamma: 0.007
Theta: -0.048
Vega: 0.007
Open interest: 8.1k

Model this call

Put · $130 In the money

Last: $16.48
Breakeven: $113.52
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 94

Model this put

Call · $131

Last: $0.05
Breakeven: $131.05
Implied vol: 60.9%
Delta: 0.02 ≈2% ITM
Gamma: 0.006
Theta: -0.042
Vega: 0.007
Open interest: 96

Model this call

Put · $131 In the money

Last: $11.62
Breakeven: $119.38
Implied vol: 84%
Delta: -0.931 ≈93% ITM
Gamma: 0.013
Theta: -0.156
Vega: 0.013
Open interest: 28

Model this put

Call · $132

Last: $0.04
Breakeven: $132.04
Implied vol: 62.4%
Delta: 0.016 ≈2% ITM
Gamma: 0.005
Theta: -0.037
Vega: 0.007
Open interest: 2.1k

Model this call

Put · $132 In the money

Last: $17.15
Breakeven: $114.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 24

Model this put

Call · $133

Last: $0.05
Breakeven: $133.05
Implied vol: 72.5%
Delta: 0.028 ≈3% ITM
Gamma: 0.007
Theta: -0.067
Vega: 0.007
Open interest: 42

Model this call

Put · $133 In the money

Last: $13.45
Breakeven: $119.55
Implied vol: 96.1%
Delta: -0.925 ≈93% ITM
Gamma: 0.012
Theta: -0.193
Vega: 0.021
Open interest: 19

Model this put

Call · $134

Last: $0.03
Breakeven: $134.03
Implied vol: 66%
Delta: 0.012 ≈1% ITM
Gamma: 0.004
Theta: -0.031
Vega: 0.003
Open interest: 24

Model this call

Put · $134 In the money

Last: $13.89
Breakeven: $120.11
Implied vol: 73.6%
Delta: -0.978 ≈98% ITM
Gamma: 0.006
Theta: -0.051
Vega: 0.006
Open interest: 15

Model this put

Call · $135

Last: $0.02
Breakeven: $135.02
Implied vol: 61.8%
Delta: 0.006 ≈1% ITM
Gamma: 0.002
Theta: -0.015
Vega: 0.003
Open interest: 2.8k

Model this call

Put · $135 In the money

Last: $14.80
Breakeven: $120.20
Implied vol: 80.3%
Delta: -0.973 ≈97% ITM
Gamma: 0.007
Theta: -0.068
Vega: 0.007
Open interest: 10

Model this put

Call · $136

Last: $0.02
Breakeven: $136.02
Implied vol: 70.9%
Delta: 0.012 ≈1% ITM
Gamma: 0.003
Theta: -0.031
Vega: 0.003
Open interest: 185

Model this call

Put · $136 In the money

Last: —
Breakeven: —
Implied vol: 110.9%
Delta: -0.923 ≈92% ITM
Gamma: 0.011
Theta: -0.229
Vega: 0.023
Open interest: 0

Model this put

Call · $137

Last: $0.07
Breakeven: $137.07
Implied vol: 92.1%
Delta: 0.035 ≈4% ITM
Gamma: 0.007
Theta: -0.105
Vega: 0.014
Open interest: 27

Model this call

Put · $137 In the money

Last: —
Breakeven: —
Implied vol: 115.7%
Delta: -0.922 ≈92% ITM
Gamma: 0.011
Theta: -0.241
Vega: 0.023
Open interest: 0

Model this put

Call · $138

Last: $0.42
Breakeven: $138.42
Implied vol: 102.8%
Delta: 0.05 ≈5% ITM
Gamma: 0.008
Theta: -0.153
Vega: 0.014
Open interest: 3

Model this call

Put · $138 In the money

Last: $16.77
Breakeven: $121.23
Implied vol: 103.2%
Delta: -0.951 ≈95% ITM
Gamma: 0.008
Theta: -0.145
Vega: 0.014
Open interest: 0

Model this put

Call · $139

Last: $0.20
Breakeven: $139.20
Implied vol: 102.4%
Delta: 0.042 ≈4% ITM
Gamma: 0.007
Theta: -0.132
Vega: 0.014
Open interest: 100

Model this call

Put · $139 In the money

Last: —
Breakeven: —
Implied vol: 117.2%
Delta: -0.933 ≈93% ITM
Gamma: 0.009
Theta: -0.213
Vega: 0.014
Open interest: 0

Model this put

Call · $140

Last: $0.01
Breakeven: $140.01
Implied vol: 75.7%
Delta: 0.007 ≈1% ITM
Gamma: 0.002
Theta: -0.02
Vega: 0.003
Open interest: 3.3k

Model this call

Put · $140 In the money

Last: $34.31
Breakeven: $105.69
Implied vol: 120.3%
Delta: -0.935 ≈93% ITM
Gamma: 0.009
Theta: -0.215
Vega: 0.014
Open interest: 0

Model this put

Call · $141

Last: $0.08
Breakeven: $141.08
Implied vol: 79.7%
Delta: 0.008 ≈1% ITM
Gamma: 0.002
Theta: -0.024
Vega: 0.003
Open interest: 10

Model this call

Put · $141 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $142

Last: $0.01
Breakeven: $142.01
Implied vol: 132.7%
Delta: 0.072 ≈7% ITM
Gamma: 0.008
Theta: -0.267
Vega: 0.014
Open interest: 3

Model this call

Put · $142 In the money

Last: —
Breakeven: —
Implied vol: 110.2%
Delta: -0.965 ≈97% ITM
Gamma: 0.006
Theta: -0.117
Vega: 0.013
Open interest: 0

Model this put

Call · $143

Last: $0.02
Breakeven: $143.02
Implied vol: 98.7%
Delta: 0.019 ≈2% ITM
Gamma: 0.004
Theta: -0.066
Vega: 0.007
Open interest: 7

Model this call

Put · $143 In the money

Last: —
Breakeven: —
Implied vol: 146%
Delta: -0.913 ≈91% ITM
Gamma: 0.009
Theta: -0.329
Vega: 0.024
Open interest: 0

Model this put

Call · $145

Last: $0.04
Breakeven: $145.04
Implied vol: 108.1%
Delta: 0.023 ≈2% ITM
Gamma: 0.004
Theta: -0.085
Vega: 0.007
Open interest: 3.4k

Model this call

Put · $145 In the money

Last: $24.08
Breakeven: $120.92
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $150

Last: $0.01
Breakeven: $150.01
Implied vol: 136.1%
Delta: 0.035 ≈4% ITM
Gamma: 0.005
Theta: -0.154
Vega: 0.007
Open interest: 816

Model this call

Put · $150 In the money

Last: $31.52
Breakeven: $118.48
Implied vol: 141.5%
Delta: -0.958 ≈96% ITM
Gamma: 0.005
Theta: -0.175
Vega: 0.014
Open interest: 0

Model this put

Call · $155

Last: $0.01
Breakeven: $155.01
Implied vol: 162.5%
Delta: 0.049 ≈5% ITM
Gamma: 0.005
Theta: -0.237
Vega: 0.015
Open interest: 4

Model this call

Put · $155 In the money

Last: $35.53
Breakeven: $119.47
Implied vol: 185%
Delta: -0.925 ≈93% ITM
Gamma: 0.006
Theta: -0.371
Vega: 0.015
Open interest: 0

Model this put

Call · $160

Last: $0.39
Breakeven: $160.39
Implied vol: 144.1%
Delta: 0.017 ≈2% ITM
Gamma: 0.002
Theta: -0.087
Vega: 0.007
Open interest: 18

Model this call

Put · $160 In the money

Last: —
Breakeven: —
Implied vol: 201.8%
Delta: -0.926 ≈93% ITM
Gamma: 0.006
Theta: -0.401
Vega: 0.015
Open interest: 0

Model this put

Call · $165

Last: —
Breakeven: —
Implied vol: 191.2%
Delta: 0.045 ≈5% ITM
Gamma: 0.004
Theta: -0.263
Vega: 0.015
Open interest: 0

Model this call

Put · $165 In the money

Last: —
Breakeven: —
Implied vol: 211.5%
Delta: -0.933 ≈93% ITM
Gamma: 0.005
Theta: -0.387
Vega: 0.015
Open interest: 0

Model this put

Call · $170

Last: $0.54
Breakeven: $170.54
Implied vol: 170.4%
Delta: 0.018 ≈2% ITM
Gamma: 0.002
Theta: -0.107
Vega: 0.008
Open interest: 11

Model this call

Put · $170 In the money

Last: —
Breakeven: —
Implied vol: 204.6%
Delta: -0.957 ≈96% ITM
Gamma: 0.004
Theta: -0.261
Vega: 0.015
Open interest: 0

Model this put

Call · $175

Last: —
Breakeven: —
Implied vol: 214%
Delta: 0.039 ≈4% ITM
Gamma: 0.003
Theta: -0.263
Vega: 0.008
Open interest: 0

Model this call

Put · $175 In the money

Last: —
Breakeven: —
Implied vol: 236.6%
Delta: -0.939 ≈94% ITM
Gamma: 0.004
Theta: -0.402
Vega: 0.015
Open interest: 0

Model this put

Call · $180

Last: $0.40
Breakeven: $180.40
Implied vol: 182.4%
Delta: 0.013 ≈1% ITM
Gamma: 0.001
Theta: -0.085
Vega: 0.003
Open interest: 2

Model this call

Put · $180 In the money

Last: —
Breakeven: —
Implied vol: 248.6%
Delta: -0.941 ≈94% ITM
Gamma: 0.004
Theta: -0.41
Vega: 0.016
Open interest: 0

Model this put

Call · $185

Last: $0.16
Breakeven: $185.16
Implied vol: 263.3%
Delta: 0.06 ≈6% ITM
Gamma: 0.004
Theta: -0.452
Vega: 0.016
Open interest: 2

Model this call

Put · $185 In the money

Last: —
Breakeven: —
Implied vol: 220%
Delta: -0.973 ≈97% ITM
Gamma: 0.002
Theta: -0.186
Vega: 0.008
Open interest: 0

Model this put

Call · $190

Last: $0.39
Breakeven: $190.39
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 23

Model this call

Put · $190 In the money

Last: —
Breakeven: —
Implied vol: 271.7%
Delta: -0.945 ≈95% ITM
Gamma: 0.003
Theta: -0.425
Vega: 0.016
Open interest: 0

Model this put

Call · $195

Last: $0.08
Breakeven: $195.08
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 25

Model this call

Put · $195 In the money

Last: —
Breakeven: —
Implied vol: 258.2%
Delta: -0.964 ≈96% ITM
Gamma: 0.003
Theta: -0.283
Vega: 0.008
Open interest: 0

Model this put

Call · $200

Last: $0.03
Breakeven: $200.03
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $200 In the money

Last: $104.00
Breakeven: $96.00
Implied vol: 267.5%
Delta: -0.965 ≈97% ITM
Gamma: 0.002
Theta: -0.286
Vega: 0.008
Open interest: 0

Model this put

Call · $205

Last: $0.45
Breakeven: $205.45
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $205 In the money

Last: —
Breakeven: —
Implied vol: 288.6%
Delta: -0.96 ≈96% ITM
Gamma: 0.002
Theta: -0.349
Vega: 0.008
Open interest: 0

Model this put

Call · $210

Last: $0.08
Breakeven: $210.08
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $210 In the money

Last: —
Breakeven: —
Implied vol: 297.3%
Delta: -0.961 ≈96% ITM
Gamma: 0.002
Theta: -0.351
Vega: 0.008
Open interest: 0

Model this put

Call · $215

Last: $0.42
Breakeven: $215.42
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $215 In the money

Last: —
Breakeven: —
Implied vol: 324.5%
Delta: -0.952 ≈95% ITM
Gamma: 0.003
Theta: -0.462
Vega: 0.017
Open interest: 0

Model this put

Call · $220

Last: $0.37
Breakeven: $220.37
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $220 In the money

Last: —
Breakeven: —
Implied vol: 314.1%
Delta: -0.963 ≈96% ITM
Gamma: 0.002
Theta: -0.357
Vega: 0.009
Open interest: 0

Model this put

BABA · Alibaba Group Holding Ltd

Options Chain

Positioning

Open interest by strike · near the money

Chain