0
—
99.1%
0.975
—
105
$0.34
-0.024
99.1%
5
5
Call · $105
In the money
Last —
Breakeven —
Implied vol 99.1%
Delta 0.975 ≈98% ITM
Gamma 0.001
Theta -0.058
Vega 0.034
Open interest 0
Model this call
Put · $105
Last $0.34
Breakeven $104.66
Implied vol 99.1%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.051
Vega 0.034
Open interest 5
Model this put
0
—
82.6%
0.981
—
110
—
-0.026
90%
—
0
Call · $110
In the money
Last —
Breakeven —
Implied vol 82.6%
Delta 0.981 ≈98% ITM
Gamma 0.001
Theta -0.042
Vega 0.017
Open interest 0
Model this call
Put · $110
Last —
Breakeven —
Implied vol 90%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -0.049
Vega 0.034
Open interest 0
Model this put
0
—
74.3%
0.98
—
115
—
-0.029
81.4%
—
0
Call · $115
In the money
Last —
Breakeven —
Implied vol 74.3%
Delta 0.98 ≈98% ITM
Gamma 0.002
Theta -0.041
Vega 0.018
Open interest 0
Model this call
Put · $115
Last —
Breakeven —
Implied vol 81.4%
Delta -0.029 ≈3% ITM
Gamma 0.002
Theta -0.048
Vega 0.035
Open interest 0
Model this put
0
—
69.2%
0.975
—
120
—
-0.032
73.1%
—
0
Call · $120
In the money
Last —
Breakeven —
Implied vol 69.2%
Delta 0.975 ≈98% ITM
Gamma 0.002
Theta -0.045
Vega 0.018
Open interest 0
Model this call
Put · $120
Last —
Breakeven —
Implied vol 73.1%
Delta -0.032 ≈3% ITM
Gamma 0.002
Theta -0.046
Vega 0.036
Open interest 0
Model this put
0
—
61.1%
0.973
—
125
—
-0.036
65.1%
—
0
Call · $125
In the money
Last —
Breakeven —
Implied vol 61.1%
Delta 0.973 ≈97% ITM
Gamma 0.002
Theta -0.043
Vega 0.037
Open interest 0
Model this call
Put · $125
Last —
Breakeven —
Implied vol 65.1%
Delta -0.036 ≈4% ITM
Gamma 0.003
Theta -0.045
Vega 0.037
Open interest 0
Model this put
0
—
57.3%
0.96
—
130
$1.25
-0.04
57.5%
1
1
Call · $130
In the money
Last —
Breakeven —
Implied vol 57.3%
Delta 0.96 ≈96% ITM
Gamma 0.004
Theta -0.053
Vega 0.037
Open interest 0
Model this call
Put · $130
Last $1.25
Breakeven $128.75
Implied vol 57.5%
Delta -0.04 ≈4% ITM
Gamma 0.004
Theta -0.044
Vega 0.037
Open interest 1
Model this put
0
—
54.9%
0.942
—
135
$1.40
-0.075
59.9%
1
5
Call · $135
In the money
Last —
Breakeven —
Implied vol 54.9%
Delta 0.942 ≈94% ITM
Gamma 0.005
Theta -0.067
Vega 0.038
Open interest 0
Model this call
Put · $135
Last $1.40
Breakeven $133.60
Implied vol 59.9%
Delta -0.075 ≈8% ITM
Gamma 0.006
Theta -0.075
Vega 0.066
Open interest 5
Model this put
0
—
49.6%
0.922
—
140
$2.10
-0.052
43.2%
1
4
Call · $140
In the money
Last —
Breakeven —
Implied vol 49.6%
Delta 0.922 ≈92% ITM
Gamma 0.007
Theta -0.075
Vega 0.067
Open interest 0
Model this call
Put · $140
Last $2.10
Breakeven $137.90
Implied vol 43.2%
Delta -0.052 ≈5% ITM
Gamma 0.006
Theta -0.041
Vega 0.039
Open interest 4
Model this put
0
—
40.7%
0.913
—
145
$2.15
-0.075
38.4%
1
4
Call · $145
In the money
Last —
Breakeven —
Implied vol 40.7%
Delta 0.913 ≈91% ITM
Gamma 0.009
Theta -0.068
Vega 0.068
Open interest 0
Model this call
Put · $145
Last $2.15
Breakeven $142.85
Implied vol 38.4%
Delta -0.075 ≈7% ITM
Gamma 0.009
Theta -0.047
Vega 0.068
Open interest 4
Model this put
0
—
38.2%
0.864
—
150
$1.60
-0.116
35.1%
1
2
Call · $150
In the money
Last —
Breakeven —
Implied vol 38.2%
Delta 0.864 ≈86% ITM
Gamma 0.014
Theta -0.085
Vega 0.104
Open interest 0
Model this call
Put · $150
Last $1.60
Breakeven $148.40
Implied vol 35.1%
Delta -0.116 ≈12% ITM
Gamma 0.013
Theta -0.061
Vega 0.07
Open interest 2
Model this put
0
—
37.3%
0.783
—
155
$5.20
-0.182
31.3%
1
2
Call · $155
In the money
Last —
Breakeven —
Implied vol 37.3%
Delta 0.783 ≈78% ITM
Gamma 0.019
Theta -0.109
Vega 0.139
Open interest 0
Model this call
Put · $155
Last $5.20
Breakeven $149.80
Implied vol 31.3%
Delta -0.182 ≈18% ITM
Gamma 0.02
Theta -0.072
Vega 0.106
Open interest 2
Model this put
3
1
35.5%
0.678
$20.80
160
$3.61
-0.312
32.6%
6
7
Call · $160
In the money
Last $20.80
Breakeven $180.80
Implied vol 35.5%
Delta 0.678 ≈68% ITM
Gamma 0.024
Theta -0.124
Vega 0.142
Open interest 3
Model this call
Put · $160
Last $3.61
Breakeven $156.39
Implied vol 32.6%
Delta -0.312 ≈31% ITM
Gamma 0.026
Theta -0.1
Vega 0.142
Open interest 7
Model this put
0
—
34.6%
0.548
—
165
$11.41
-0.453
31.6%
2
2
Call · $165
In the money
Last —
Breakeven —
Implied vol 34.6%
Delta 0.548 ≈55% ITM
Gamma 0.027
Theta -0.131
Vega 0.166
Open interest 0
Model this call
Put · $165
Last $11.41
Breakeven $153.59
Implied vol 31.6%
Delta -0.453 ≈45% ITM
Gamma 0.03
Theta -0.107
Vega 0.166
Open interest 2
Model this put
Underlying $165.79
2
3
33.1%
0.407
$2.72
170
$16.50
-0.614
29%
1
1
Call · $170
Last $2.72
Breakeven $172.72
Implied vol 33.1%
Delta 0.407 ≈41% ITM
Gamma 0.028
Theta -0.121
Vega 0.17
Open interest 2
Model this call
Put · $170
In the money
Last $16.50
Breakeven $153.50
Implied vol 29%
Delta -0.614 ≈61% ITM
Gamma 0.032
Theta -0.093
Vega 0.169
Open interest 1
Model this put
4
1
32.4%
0.277
$3.85
175
$10.79
-0.763
28.3%
1
1
Call · $175
Last $3.85
Breakeven $178.85
Implied vol 32.4%
Delta 0.277 ≈28% ITM
Gamma 0.025
Theta -0.101
Vega 0.153
Open interest 4
Model this call
Put · $175
In the money
Last $10.79
Breakeven $164.21
Implied vol 28.3%
Delta -0.763 ≈76% ITM
Gamma 0.027
Theta -0.071
Vega 0.116
Open interest 1
Model this put
37
82
30%
0.152
$7.91
180
—
—
—
—
0
Call · $180
Last $7.91
Breakeven $187.91
Implied vol 30%
Delta 0.152 ≈15% ITM
Gamma 0.019
Theta -0.066
Vega 0.12
Open interest 37
Model this call
Put · $180
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
405
4
29.5%
0.077
$7.49
185
—
—
—
—
0
Call · $185
Last $7.49
Breakeven $192.49
Implied vol 29.5%
Delta 0.077 ≈8% ITM
Gamma 0.012
Theta -0.04
Vega 0.082
Open interest 405
Model this call
Put · $185
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
160
1
34%
0.065
$0.91
190
$21.74
—
—
2
1
Call · $190
Last $0.91
Breakeven $190.91
Implied vol 34%
Delta 0.065 ≈6% ITM
Gamma 0.009
Theta -0.039
Vega 0.048
Open interest 160
Model this call
Put · $190
In the money
Last $21.74
Breakeven $168.26
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
4
4
39.4%
0.06
$4.34
195
—
—
—
—
0
Call · $195
Last $4.34
Breakeven $199.34
Implied vol 39.4%
Delta 0.06 ≈6% ITM
Gamma 0.007
Theta -0.043
Vega 0.048
Open interest 4
Model this call
Put · $195
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
61.1%
0.132
—
200
—
—
—
—
0
Call · $200
Last —
Breakeven —
Implied vol 61.1%
Delta 0.132 ≈13% ITM
Gamma 0.008
Theta -0.119
Vega 0.083
Open interest 0
Model this call
Put · $200
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
53.2%
0.047
$0.60
210
—
-0.976
49.4%
—
0
Call · $210
Last $0.60
Breakeven $210.60
Implied vol 53.2%
Delta 0.047 ≈5% ITM
Gamma 0.004
Theta -0.047
Vega 0.05
Open interest 1
Model this call
Put · $210
In the money
Last —
Breakeven —
Implied vol 49.4%
Delta -0.976 ≈98% ITM
Gamma 0.004
Theta -0.019
Vega 0.02
Open interest 0
Model this put
0
—
—
—
—
220
—
—
—
—
0
Call · $220
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $220
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put