19
4
—
—
$12.18
10
—
—
—
—
0
Call · $10
In the money
Last $12.18
Breakeven $22.18
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 19
Model this call
Put · $10
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
22
27
—
—
$11.27
11
—
—
—
—
0
Call · $11
In the money
Last $11.27
Breakeven $22.27
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 22
Model this call
Put · $11
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
21
22
—
—
$10.25
12
$0.09
—
—
4
4
Call · $12
In the money
Last $10.25
Breakeven $22.25
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 21
Model this call
Put · $12
Last $0.09
Breakeven $11.91
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
103
1
—
—
$9.26
13
—
—
—
—
0
Call · $13
In the money
Last $9.26
Breakeven $22.26
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 103
Model this call
Put · $13
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
102
572
—
—
$8.85
13.5
$0.08
—
—
2
0
Call · $13.5
In the money
Last $8.85
Breakeven $22.35
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 102
Model this call
Put · $13.5
Last $0.08
Breakeven $13.42
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
196
573
—
—
$8.35
14
$0.09
—
—
4
4
Call · $14
In the money
Last $8.35
Breakeven $22.35
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 196
Model this call
Put · $14
Last $0.09
Breakeven $13.91
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
215
2
—
—
$7.76
14.5
$0.20
—
—
4
0
Call · $14.5
In the money
Last $7.76
Breakeven $22.26
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 215
Model this call
Put · $14.5
Last $0.20
Breakeven $14.30
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
217
4
—
—
$7.30
15
$0.10
—
—
2
0
Call · $15
In the money
Last $7.30
Breakeven $22.30
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 217
Model this call
Put · $15
Last $0.10
Breakeven $14.90
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
16
46
—
—
$7.02
15.5
$0.15
—
—
1
0
Call · $15.5
In the money
Last $7.02
Breakeven $22.52
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $15.5
Last $0.15
Breakeven $15.35
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
6
50
—
—
$6.35
16
$0.10
-0.107
1362.4%
1
1
Call · $16
In the money
Last $6.35
Breakeven $22.35
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $16
Last $0.10
Breakeven $15.90
IV 1362.4%
Delta -0.107 (~11% ITM)
Gamma 0.026
Theta -3.385
Vega 0.001
Open interest 1
Model this put
9
14
—
—
$5.20
16.5
$0.15
-0.111
1244.8%
1
3
Call · $16.5
In the money
Last $5.20
Breakeven $21.70
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $16.5
Last $0.15
Breakeven $16.35
IV 1244.8%
Delta -0.111 (~11% ITM)
Gamma 0.029
Theta -3.165
Vega 0.001
Open interest 3
Model this put
167
2
—
—
$5.40
17
$0.15
-0.136
1256.7%
1
6
Call · $17
In the money
Last $5.40
Breakeven $22.40
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 167
Model this call
Put · $17
Last $0.15
Breakeven $16.85
IV 1256.7%
Delta -0.136 (~14% ITM)
Gamma 0.033
Theta -3.642
Vega 0.001
Open interest 6
Model this put
165
38
—
—
$4.81
17.5
$0.20
-0.094
886.7%
1
4
Call · $17.5
In the money
Last $4.81
Breakeven $22.31
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 165
Model this call
Put · $17.5
Last $0.20
Breakeven $17.30
IV 886.7%
Delta -0.094 (~9% ITM)
Gamma 0.036
Theta -1.979
Vega 0.001
Open interest 4
Model this put
127
54
637.5%
0.944
$4.40
18
$0.15
-0.088
753.1%
1
3
Call · $18
In the money
Last $4.40
Breakeven $22.40
IV 637.5%
Delta 0.944 (~94% ITM)
Gamma 0.034
Theta -0.966
Vega 0
Open interest 127
Model this call
Put · $18
Last $0.15
Breakeven $17.85
IV 753.1%
Delta -0.088 (~9% ITM)
Gamma 0.041
Theta -1.596
Vega 0.001
Open interest 3
Model this put
123
125
—
—
$3.18
18.5
$0.20
-0.195
1163.3%
1
8
Call · $18.5
In the money
Last $3.18
Breakeven $21.68
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 123
Model this call
Put · $18.5
Last $0.20
Breakeven $18.30
IV 1163.3%
Delta -0.195 (~19% ITM)
Gamma 0.046
Theta -4.329
Vega 0.002
Open interest 8
Model this put
6
2
—
—
$3.10
19
$0.20
-0.114
644.8%
1
18
Call · $19
In the money
Last $3.10
Breakeven $22.10
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $19
Last $0.20
Breakeven $18.80
IV 644.8%
Delta -0.114 (~11% ITM)
Gamma 0.058
Theta -1.675
Vega 0.001
Open interest 18
Model this put
9
4
—
—
$2.69
19.5
$0.05
-0.097
490.9%
10
11
Call · $19.5
In the money
Last $2.69
Breakeven $22.19
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $19.5
Last $0.05
Breakeven $19.45
IV 490.9%
Delta -0.097 (~10% ITM)
Gamma 0.067
Theta -1.121
Vega 0.001
Open interest 11
Model this put
200
2
—
—
$2.15
20
$0.10
-0.081
369.8%
1
17
Call · $20
In the money
Last $2.15
Breakeven $22.15
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 200
Model this call
Put · $20
Last $0.10
Breakeven $19.90
IV 369.8%
Delta -0.081 (~8% ITM)
Gamma 0.078
Theta -0.735
Vega 0.001
Open interest 17
Model this put
17
2
—
—
$1.97
20.5
$0.25
-0.112
336.9%
1
22
Call · $20.5
In the money
Last $1.97
Breakeven $22.47
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 17
Model this call
Put · $20.5
Last $0.25
Breakeven $20.25
IV 336.9%
Delta -0.112 (~11% ITM)
Gamma 0.11
Theta -0.86
Vega 0.001
Open interest 22
Model this put
32
2
—
—
$0.66
21
$0.20
-0.19
347.4%
13
24
Call · $21
In the money
Last $0.66
Breakeven $21.66
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 32
Model this call
Put · $21
Last $0.20
Breakeven $20.80
IV 347.4%
Delta -0.19 (~19% ITM)
Gamma 0.151
Theta -1.261
Vega 0.001
Open interest 24
Model this put
1.6k
1.5k
109.7%
0.96
$0.80
21.5
$0.38
-0.336
525.4%
2
27
Call · $21.5
In the money
Last $0.80
Breakeven $22.30
IV 109.7%
Delta 0.96 (~96% ITM)
Gamma 0.151
Theta -0.128
Vega 0.001
Open interest 1.6k
Model this call
Put · $21.5
Last $0.38
Breakeven $21.12
IV 525.4%
Delta -0.336 (~34% ITM)
Gamma 0.136
Theta -2.593
Vega 0.002
Open interest 27
Model this put
Underlying $21.67
71
1
105%
0.808
$0.48
22
$0.40
-0.366
292.6%
3
30
Call · $22
Last $0.48
Breakeven $22.48
IV 105%
Delta 0.808 (~81% ITM)
Gamma 0.503
Theta -0.384
Vega 0.001
Open interest 71
Model this call
Put · $22
In the money
Last $0.40
Breakeven $21.60
IV 292.6%
Delta -0.366 (~37% ITM)
Gamma 0.25
Theta -1.477
Vega 0.002
Open interest 30
Model this put
392
19
200.3%
0.496
$0.07
22.5
$0.35
-0.497
268.1%
3
13
Call · $22.5
Last $0.07
Breakeven $22.57
IV 200.3%
Delta 0.496 (~50% ITM)
Gamma 0.388
Theta -1.079
Vega 0.002
Open interest 392
Model this call
Put · $22.5
In the money
Last $0.35
Breakeven $22.15
IV 268.1%
Delta -0.497 (~50% ITM)
Gamma 0.291
Theta -1.444
Vega 0.002
Open interest 13
Model this put
723
2
122.5%
0.208
$0.04
23
$0.40
-0.629
283.8%
71
194
Call · $23
Last $0.04
Breakeven $23.04
IV 122.5%
Delta 0.208 (~21% ITM)
Gamma 0.453
Theta -0.47
Vega 0.001
Open interest 723
Model this call
Put · $23
In the money
Last $0.40
Breakeven $22.60
IV 283.8%
Delta -0.629 (~63% ITM)
Gamma 0.261
Theta -1.451
Vega 0.002
Open interest 194
Model this put
91
3
271.4%
0.245
$0.05
23.5
$1.00
—
—
2
5
Call · $23.5
Last $0.05
Breakeven $23.55
IV 271.4%
Delta 0.245 (~24% ITM)
Gamma 0.226
Theta -1.151
Vega 0.002
Open interest 91
Model this call
Put · $23.5
In the money
Last $1.00
Breakeven $22.50
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this put
27
4
263.8%
0.144
$0.02
24
$2.00
-0.744
408.3%
3
1
Call · $24
Last $0.02
Breakeven $24.02
IV 263.8%
Delta 0.144 (~14% ITM)
Gamma 0.168
Theta -0.807
Vega 0.001
Open interest 27
Model this call
Put · $24
In the money
Last $2.00
Breakeven $22.00
IV 408.3%
Delta -0.744 (~74% ITM)
Gamma 0.153
Theta -1.767
Vega 0.002
Open interest 1
Model this put
51
1
315.3%
0.125
$0.06
24.5
$2.49
-0.74
534.4%
1
0
Call · $24.5
Last $0.06
Breakeven $24.56
IV 315.3%
Delta 0.125 (~12% ITM)
Gamma 0.126
Theta -0.866
Vega 0.001
Open interest 51
Model this call
Put · $24.5
In the money
Last $2.49
Breakeven $22.01
IV 534.4%
Delta -0.74 (~74% ITM)
Gamma 0.118
Theta -2.332
Vega 0.002
Open interest 0
Model this put
273
15
467.8%
0.176
$0.10
25
$3.28
-0.76
598.4%
1
0
Call · $25
Last $0.10
Breakeven $25.10
IV 467.8%
Delta 0.176 (~18% ITM)
Gamma 0.107
Theta -1.613
Vega 0.001
Open interest 273
Model this call
Put · $25
In the money
Last $3.28
Breakeven $21.72
IV 598.4%
Delta -0.76 (~76% ITM)
Gamma 0.101
Theta -2.505
Vega 0.001
Open interest 0
Model this put
1
1
524.4%
0.162
$0.20
25.5
$3.47
-0.776
653.8%
4
2
Call · $25.5
Last $0.20
Breakeven $25.70
IV 524.4%
Delta 0.162 (~16% ITM)
Gamma 0.091
Theta -1.722
Vega 0.001
Open interest 1
Model this call
Put · $25.5
In the money
Last $3.47
Breakeven $22.03
IV 653.8%
Delta -0.776 (~78% ITM)
Gamma 0.088
Theta -2.613
Vega 0.001
Open interest 2
Model this put
8
1
507.8%
0.119
$0.20
26
$3.98
-0.789
708.1%
2
4
Call · $26
Last $0.20
Breakeven $26.20
IV 507.8%
Delta 0.119 (~12% ITM)
Gamma 0.075
Theta -1.343
Vega 0.001
Open interest 8
Model this call
Put · $26
In the money
Last $3.98
Breakeven $22.02
IV 708.1%
Delta -0.789 (~79% ITM)
Gamma 0.079
Theta -2.722
Vega 0.001
Open interest 4
Model this put
1
1
—
—
$0.20
27
$4.94
-0.81
813.9%
3
0
Call · $27
Last $0.20
Breakeven $27.20
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $27
In the money
Last $4.94
Breakeven $22.06
IV 813.9%
Delta -0.81 (~81% ITM)
Gamma 0.064
Theta -2.938
Vega 0.002
Open interest 0
Model this put
2
2
—
—
$0.21
28
$5.85
-0.803
980.9%
1
2
Call · $28
Last $0.21
Breakeven $28.21
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $28
In the money
Last $5.85
Breakeven $22.15
IV 980.9%
Delta -0.803 (~80% ITM)
Gamma 0.054
Theta -3.621
Vega 0.002
Open interest 2
Model this put
0
—
—
—
—
29
$6.65
-0.826
1046.4%
1
0
Call · $29
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $29
In the money
Last $6.65
Breakeven $22.35
IV 1046.4%
Delta -0.826 (~83% ITM)
Gamma 0.048
Theta -3.601
Vega 0.002
Open interest 0
Model this put
0
—
—
—
—
30
$7.56
-0.825
1172.6%
1
0
Call · $30
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $30
In the money
Last $7.56
Breakeven $22.44
IV 1172.6%
Delta -0.825 (~83% ITM)
Gamma 0.043
Theta -4.047
Vega 0.002
Open interest 0
Model this put
0
—
—
—
—
31
$8.95
-0.834
1263.9%
4
0
Call · $31
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $31
In the money
Last $8.95
Breakeven $22.05
IV 1263.9%
Delta -0.834 (~83% ITM)
Gamma 0.039
Theta -4.258
Vega 0.002
Open interest 0
Model this put
1
1
—
—
$0.20
32
—
-0.85
1288.9%
—
0
Call · $32
Last $0.20
Breakeven $32.20
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $32
In the money
Last —
Breakeven —
IV 1288.9%
Delta -0.85 (~85% ITM)
Gamma 0.035
Theta -4.012
Vega 0.001
Open interest 0
Model this put
1
1
—
—
$0.05
35
—
-0.866
1490.2%
—
0
Call · $35
Last $0.05
Breakeven $35.05
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $35
In the money
Last —
Breakeven —
IV 1490.2%
Delta -0.866 (~87% ITM)
Gamma 0.028
Theta -4.272
Vega 0.001
Open interest 0
Model this put