BIDU Stock — Baidu, Inc.: Options Chain

Calls		Puts
0	—	168.7%	0.955	—	—	—	—	—	0
Call · $75 In the money Last — Breakeven — Implied vol 168.7% Delta 0.955 ≈95% ITM Gamma 0.004 Theta -0.189 Vega 0.012 Open interest 0 Model this call Put · $75 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	159.1%	0.928	—	$0.20	-0.02	109.2%	1	172
Call · $80 In the money Last — Breakeven — Implied vol 159.1% Delta 0.928 ≈93% ITM Gamma 0.006 Theta -0.254 Vega 0.021 Open interest 0 Model this call Put · $80 Last $0.20 Breakeven $79.80 Implied vol 109.2% Delta -0.02 ≈2% ITM Gamma 0.003 Theta -0.059 Vega 0.006 Open interest 172 Model this put
1	1	127.5%	0.92	$22.95	$0.62	-0.055	111.8%	158	173
Call · $85 In the money Last $22.95 Breakeven $107.95 Implied vol 127.5% Delta 0.92 ≈92% ITM Gamma 0.009 Theta -0.222 Vega 0.021 Open interest 1 Model this call Put · $85 Last $0.62 Breakeven $84.38 Implied vol 111.8% Delta -0.055 ≈6% ITM Gamma 0.007 Theta -0.142 Vega 0.012 Open interest 173 Model this put
0	—	111.6%	0.909	—	—	-0.064	98.1%	—	0
Call · $88 In the money Last — Breakeven — Implied vol 111.6% Delta 0.909 ≈91% ITM Gamma 0.011 Theta -0.213 Vega 0.022 Open interest 0 Model this call Put · $88 Last — Breakeven — Implied vol 98.1% Delta -0.064 ≈6% ITM Gamma 0.01 Theta -0.14 Vega 0.022 Open interest 0 Model this put
0	—	106.4%	0.905	—	—	-0.068	93.4%	—	0
Call · $89 In the money Last — Breakeven — Implied vol 106.4% Delta 0.905 ≈91% ITM Gamma 0.012 Theta -0.21 Vega 0.022 Open interest 0 Model this call Put · $89 Last — Breakeven — Implied vol 93.4% Delta -0.068 ≈7% ITM Gamma 0.011 Theta -0.139 Vega 0.022 Open interest 0 Model this put
0	—	95.5%	0.912	—	$0.32	-0.054	80.4%	6	47
Call · $90 In the money Last — Breakeven — Implied vol 95.5% Delta 0.912 ≈91% ITM Gamma 0.012 Theta -0.18 Vega 0.022 Open interest 0 Model this call Put · $90 Last $0.32 Breakeven $89.68 Implied vol 80.4% Delta -0.054 ≈5% ITM Gamma 0.01 Theta -0.1 Vega 0.013 Open interest 47 Model this put
0	—	84.8%	0.921	—	$0.30	-0.065	79.8%	39	6
Call · $91 In the money Last — Breakeven — Implied vol 84.8% Delta 0.921 ≈92% ITM Gamma 0.013 Theta -0.149 Vega 0.022 Open interest 0 Model this call Put · $91 Last $0.30 Breakeven $90.70 Implied vol 79.8% Delta -0.065 ≈7% ITM Gamma 0.012 Theta -0.115 Vega 0.022 Open interest 6 Model this put
0	—	94.5%	0.885	—	$0.43	-0.069	74.9%	36	5
Call · $92 In the money Last — Breakeven — Implied vol 94.5% Delta 0.885 ≈88% ITM Gamma 0.015 Theta -0.218 Vega 0.022 Open interest 0 Model this call Put · $92 Last $0.43 Breakeven $91.57 Implied vol 74.9% Delta -0.069 ≈7% ITM Gamma 0.013 Theta -0.112 Vega 0.022 Open interest 5 Model this put
0	—	71.6%	0.922	—	$0.10	-0.028	53.4%	9	3
Call · $93 In the money Last — Breakeven — Implied vol 71.6% Delta 0.922 ≈92% ITM Gamma 0.015 Theta -0.126 Vega 0.022 Open interest 0 Model this call Put · $93 Last $0.10 Breakeven $92.90 Implied vol 53.4% Delta -0.028 ≈3% ITM Gamma 0.009 Theta -0.039 Vega 0.009 Open interest 3 Model this put
85	222	85%	0.868	$14.76	$0.11	-0.051	56.3%	14	3
Call · $94 In the money Last $14.76 Breakeven $108.76 Implied vol 85% Delta 0.868 ≈87% ITM Gamma 0.019 Theta -0.215 Vega 0.034 Open interest 85 Model this call Put · $94 Last $0.11 Breakeven $93.89 Implied vol 56.3% Delta -0.051 ≈5% ITM Gamma 0.014 Theta -0.066 Vega 0.013 Open interest 3 Model this put
171	30	56.4%	0.933	$11.25	$0.21	-0.064	55.8%	24	91
Call · $95 In the money Last $11.25 Breakeven $106.25 Implied vol 56.4% Delta 0.933 ≈93% ITM Gamma 0.017 Theta -0.092 Vega 0.022 Open interest 171 Model this call Put · $95 Last $0.21 Breakeven $94.79 Implied vol 55.8% Delta -0.064 ≈6% ITM Gamma 0.017 Theta -0.08 Vega 0.022 Open interest 91 Model this put
51	26	67.7%	0.873	$10.36	$0.17	-0.091	56.5%	33	45
Call · $96 In the money Last $10.36 Breakeven $106.36 Implied vol 67.7% Delta 0.873 ≈87% ITM Gamma 0.023 Theta -0.17 Vega 0.034 Open interest 51 Model this call Put · $96 Last $0.17 Breakeven $95.83 Implied vol 56.5% Delta -0.091 ≈9% ITM Gamma 0.021 Theta -0.103 Vega 0.023 Open interest 45 Model this put
194	8	59.9%	0.873	$9.48	$0.28	-0.104	53.4%	5	66
Call · $97 In the money Last $9.48 Breakeven $106.48 Implied vol 59.9% Delta 0.873 ≈87% ITM Gamma 0.026 Theta -0.151 Vega 0.034 Open interest 194 Model this call Put · $97 Last $0.28 Breakeven $96.72 Implied vol 53.4% Delta -0.104 ≈10% ITM Gamma 0.025 Theta -0.108 Vega 0.023 Open interest 66 Model this put
146	9	31.8%	0.968	$8.18	$0.38	-0.175	63.8%	8	79
Call · $98 In the money Last $8.18 Breakeven $106.18 Implied vol 31.8% Delta 0.968 ≈97% ITM Gamma 0.017 Theta -0.035 Vega 0.013 Open interest 146 Model this call Put · $98 Last $0.38 Breakeven $97.62 Implied vol 63.8% Delta -0.175 ≈17% ITM Gamma 0.03 Theta -0.184 Vega 0.034 Open interest 79 Model this put
132	3	49.6%	0.848	$7.19	$0.48	-0.19	58.7%	33	27
Call · $99 In the money Last $7.19 Breakeven $106.19 Implied vol 49.6% Delta 0.848 ≈85% ITM Gamma 0.035 Theta -0.14 Vega 0.034 Open interest 132 Model this call Put · $99 Last $0.48 Breakeven $98.52 Implied vol 58.7% Delta -0.19 ≈19% ITM Gamma 0.035 Theta -0.179 Vega 0.034 Open interest 27 Model this put
203	105	51.4%	0.801	$6.15	$0.81	-0.197	50.7%	242	363
Call · $100 In the money Last $6.15 Breakeven $106.15 Implied vol 51.4% Delta 0.801 ≈80% ITM Gamma 0.041 Theta -0.172 Vega 0.035 Open interest 203 Model this call Put · $100 Last $0.81 Breakeven $99.19 Implied vol 50.7% Delta -0.197 ≈20% ITM Gamma 0.041 Theta -0.158 Vega 0.035 Open interest 363 Model this put
58	29	56.3%	0.737	$5.40	$0.82	-0.24	50.2%	224	79
Call · $101 In the money Last $5.40 Breakeven $106.40 Implied vol 56.3% Delta 0.737 ≈74% ITM Gamma 0.043 Theta -0.215 Vega 0.046 Open interest 58 Model this call Put · $101 Last $0.82 Breakeven $100.18 Implied vol 50.2% Delta -0.24 ≈24% ITM Gamma 0.046 Theta -0.175 Vega 0.046 Open interest 79 Model this put
117	7	51.4%	0.705	$5.10	$1.26	-0.292	50.5%	484	74
Call · $102 In the money Last $5.10 Breakeven $107.10 Implied vol 51.4% Delta 0.705 ≈71% ITM Gamma 0.05 Theta -0.208 Vega 0.046 Open interest 117 Model this call Put · $102 Last $1.26 Breakeven $100.74 Implied vol 50.5% Delta -0.292 ≈29% ITM Gamma 0.051 Theta -0.194 Vega 0.046 Open interest 74 Model this put
92	1	52.1%	0.652	$4.51	$1.65	-0.345	50.9%	279	113
Call · $103 In the money Last $4.51 Breakeven $107.51 Implied vol 52.1% Delta 0.652 ≈65% ITM Gamma 0.054 Theta -0.227 Vega 0.053 Open interest 92 Model this call Put · $103 Last $1.65 Breakeven $101.35 Implied vol 50.9% Delta -0.345 ≈35% ITM Gamma 0.055 Theta -0.212 Vega 0.053 Open interest 113 Model this put
55	15	49.9%	0.599	$3.38	$1.89	-0.405	52.3%	72	21
Call · $104 In the money Last $3.38 Breakeven $107.38 Implied vol 49.9% Delta 0.599 ≈60% ITM Gamma 0.058 Theta -0.225 Vega 0.053 Open interest 55 Model this call Put · $104 Last $1.89 Breakeven $102.11 Implied vol 52.3% Delta -0.405 ≈40% ITM Gamma 0.055 Theta -0.225 Vega 0.053 Open interest 21 Model this put
124	21	49.8%	0.54	$2.84	$2.45	-0.461	53.1%	55	426
Call · $105 In the money Last $2.84 Breakeven $107.84 Implied vol 49.8% Delta 0.54 ≈54% ITM Gamma 0.06 Theta -0.231 Vega 0.053 Open interest 124 Model this call Put · $105 Last $2.45 Breakeven $102.55 Implied vol 53.1% Delta -0.461 ≈46% ITM Gamma 0.056 Theta -0.236 Vega 0.053 Open interest 426 Model this put
Underlying $105.37
23	145	49.5%	0.482	$2.70	$2.68	-0.518	51.5%	97	110
Call · $106 Last $2.70 Breakeven $108.70 Implied vol 49.5% Delta 0.482 ≈48% ITM Gamma 0.06 Theta -0.229 Vega 0.054 Open interest 23 Model this call Put · $106 In the money Last $2.68 Breakeven $103.32 Implied vol 51.5% Delta -0.518 ≈52% ITM Gamma 0.058 Theta -0.229 Vega 0.054 Open interest 110 Model this put
549	95	50.2%	0.424	$2.06	$3.20	-0.559	60.2%	8	405
Call · $107 Last $2.06 Breakeven $109.06 Implied vol 50.2% Delta 0.424 ≈42% ITM Gamma 0.058 Theta -0.227 Vega 0.054 Open interest 549 Model this call Put · $107 In the money Last $3.20 Breakeven $103.80 Implied vol 60.2% Delta -0.559 ≈56% ITM Gamma 0.049 Theta -0.263 Vega 0.054 Open interest 405 Model this put
714	36	51.8%	0.372	$1.60	$3.96	-0.609	59.5%	48	86
Call · $108 Last $1.60 Breakeven $109.60 Implied vol 51.8% Delta 0.372 ≈37% ITM Gamma 0.055 Theta -0.229 Vega 0.054 Open interest 714 Model this call Put · $108 In the money Last $3.96 Breakeven $104.04 Implied vol 59.5% Delta -0.609 ≈61% ITM Gamma 0.049 Theta -0.255 Vega 0.054 Open interest 86 Model this put
60	41	50.9%	0.319	$1.29	$4.49	-0.702	46.1%	10	98
Call · $109 Last $1.29 Breakeven $110.29 Implied vol 50.9% Delta 0.319 ≈32% ITM Gamma 0.052 Theta -0.209 Vega 0.048 Open interest 60 Model this call Put · $109 In the money Last $4.49 Breakeven $104.51 Implied vol 46.1% Delta -0.702 ≈70% ITM Gamma 0.056 Theta -0.174 Vega 0.048 Open interest 98 Model this put
513	295	51.4%	0.272	$1.12	$5.40	-0.703	57.8%	26	177
Call · $110 Last $1.12 Breakeven $111.12 Implied vol 51.4% Delta 0.272 ≈27% ITM Gamma 0.048 Theta -0.196 Vega 0.048 Open interest 513 Model this call Put · $110 In the money Last $5.40 Breakeven $104.60 Implied vol 57.8% Delta -0.703 ≈70% ITM Gamma 0.045 Theta -0.22 Vega 0.048 Open interest 177 Model this put
343	24	52.1%	0.231	$0.99	$5.60	-0.763	54%	3	39
Call · $111 Last $0.99 Breakeven $111.99 Implied vol 52.1% Delta 0.231 ≈23% ITM Gamma 0.044 Theta -0.184 Vega 0.037 Open interest 343 Model this call Put · $111 In the money Last $5.60 Breakeven $105.40 Implied vol 54% Delta -0.763 ≈76% ITM Gamma 0.043 Theta -0.184 Vega 0.037 Open interest 39 Model this put
133	349	50.5%	0.186	$0.78	$6.80	-0.805	52.6%	38	67
Call · $112 Last $0.78 Breakeven $112.78 Implied vol 50.5% Delta 0.186 ≈19% ITM Gamma 0.039 Theta -0.154 Vega 0.037 Open interest 133 Model this call Put · $112 In the money Last $6.80 Breakeven $105.20 Implied vol 52.6% Delta -0.805 ≈81% ITM Gamma 0.039 Theta -0.157 Vega 0.037 Open interest 67 Model this put
153	1.1k	54.5%	0.17	$0.68	$7.10	-0.809	59.3%	9	184
Call · $113 Last $0.68 Breakeven $113.68 Implied vol 54.5% Delta 0.17 ≈17% ITM Gamma 0.035 Theta -0.158 Vega 0.037 Open interest 153 Model this call Put · $113 In the money Last $7.10 Breakeven $105.90 Implied vol 59.3% Delta -0.809 ≈81% ITM Gamma 0.035 Theta -0.175 Vega 0.037 Open interest 184 Model this put
455	360	56.4%	0.146	$0.60	$8.44	-0.814	65.2%	13	17
Call · $114 Last $0.60 Breakeven $114.60 Implied vol 56.4% Delta 0.146 ≈15% ITM Gamma 0.031 Theta -0.15 Vega 0.038 Open interest 455 Model this call Put · $114 In the money Last $8.44 Breakeven $105.56 Implied vol 65.2% Delta -0.814 ≈81% ITM Gamma 0.031 Theta -0.19 Vega 0.037 Open interest 17 Model this put
151	227	50.3%	0.095	$0.44	$8.80	-0.918	48.6%	1	27
Call · $115 Last $0.44 Breakeven $115.44 Implied vol 50.3% Delta 0.095 ≈9% ITM Gamma 0.025 Theta -0.097 Vega 0.025 Open interest 151 Model this call Put · $115 In the money Last $8.80 Breakeven $106.20 Implied vol 48.6% Delta -0.918 ≈92% ITM Gamma 0.024 Theta -0.077 Vega 0.024 Open interest 27 Model this put
227	2	51.7%	0.077	$0.25	$10.02	-0.889	59.4%	62	72
Call · $116 Last $0.25 Breakeven $116.25 Implied vol 51.7% Delta 0.077 ≈8% ITM Gamma 0.021 Theta -0.086 Vega 0.025 Open interest 227 Model this call Put · $116 In the money Last $10.02 Breakeven $105.98 Implied vol 59.4% Delta -0.889 ≈89% ITM Gamma 0.024 Theta -0.119 Vega 0.025 Open interest 72 Model this put
74	98	56.8%	0.08	$0.28	$10.08	-0.912	59.1%	62	20
Call · $117 Last $0.28 Breakeven $117.28 Implied vol 56.8% Delta 0.08 ≈8% ITM Gamma 0.02 Theta -0.097 Vega 0.025 Open interest 74 Model this call Put · $117 In the money Last $10.08 Breakeven $106.92 Implied vol 59.1% Delta -0.912 ≈91% ITM Gamma 0.021 Theta -0.1 Vega 0.025 Open interest 20 Model this put
77	13	65.1%	0.096	$0.41	$12.30	-0.925	60.8%	30	42
Call · $118 Last $0.41 Breakeven $118.41 Implied vol 65.1% Delta 0.096 ≈10% ITM Gamma 0.019 Theta -0.126 Vega 0.026 Open interest 77 Model this call Put · $118 In the money Last $12.30 Breakeven $105.70 Implied vol 60.8% Delta -0.925 ≈93% ITM Gamma 0.018 Theta -0.091 Vega 0.024 Open interest 42 Model this put
572	6	55.6%	0.048	$0.15	$11.66	-0.911	68.5%	14	70
Call · $119 Last $0.15 Breakeven $119.15 Implied vol 55.6% Delta 0.048 ≈5% ITM Gamma 0.013 Theta -0.063 Vega 0.015 Open interest 572 Model this call Put · $119 In the money Last $11.66 Breakeven $107.34 Implied vol 68.5% Delta -0.911 ≈91% ITM Gamma 0.018 Theta -0.117 Vega 0.025 Open interest 70 Model this put
448	82	57%	0.04	$0.15	$14.64	-0.931	67.5%	31	62
Call · $120 Last $0.15 Breakeven $120.15 Implied vol 57% Delta 0.04 ≈4% ITM Gamma 0.011 Theta -0.056 Vega 0.015 Open interest 448 Model this call Put · $120 In the money Last $14.64 Breakeven $105.36 Implied vol 67.5% Delta -0.931 ≈93% ITM Gamma 0.015 Theta -0.095 Vega 0.015 Open interest 62 Model this put
847	4	63.5%	0.049	$0.11	$11.55	-0.948	65.4%	2	3
Call · $121 Last $0.11 Breakeven $121.11 Implied vol 63.5% Delta 0.049 ≈5% ITM Gamma 0.012 Theta -0.073 Vega 0.015 Open interest 847 Model this call Put · $121 In the money Last $11.55 Breakeven $109.45 Implied vol 65.4% Delta -0.948 ≈95% ITM Gamma 0.013 Theta -0.072 Vega 0.014 Open interest 3 Model this put
11	34	58.8%	0.028	$0.10	$16.10	-0.925	78.4%	1	4
Call · $122 Last $0.10 Breakeven $122.10 Implied vol 58.8% Delta 0.028 ≈3% ITM Gamma 0.008 Theta -0.043 Vega 0.008 Open interest 11 Model this call Put · $122 In the money Last $16.10 Breakeven $105.90 Implied vol 78.4% Delta -0.925 ≈92% ITM Gamma 0.014 Theta -0.12 Vega 0.024 Open interest 4 Model this put
180	4	68.2%	0.042	$0.13	$15.05	-0.924	82.9%	3	3
Call · $123 Last $0.13 Breakeven $123.13 Implied vol 68.2% Delta 0.042 ≈4% ITM Gamma 0.01 Theta -0.069 Vega 0.015 Open interest 180 Model this call Put · $123 In the money Last $15.05 Breakeven $107.95 Implied vol 82.9% Delta -0.924 ≈92% ITM Gamma 0.013 Theta -0.128 Vega 0.025 Open interest 3 Model this put
322	194	86.4%	0.076	$1.00	$17.12	-0.969	69.1%	2	1
Call · $124 Last $1.00 Breakeven $125.00 Implied vol 86.4% Delta 0.076 ≈8% ITM Gamma 0.012 Theta -0.142 Vega 0.015 Open interest 322 Model this call Put · $124 In the money Last $17.12 Breakeven $106.88 Implied vol 69.1% Delta -0.969 ≈97% ITM Gamma 0.008 Theta -0.049 Vega 0.007 Open interest 1 Model this put
597	200	66%	0.024	$0.06	$13.14	-0.907	96.8%	9	17
Call · $125 Last $0.06 Breakeven $125.06 Implied vol 66% Delta 0.024 ≈2% ITM Gamma 0.006 Theta -0.042 Vega 0.008 Open interest 597 Model this call Put · $125 In the money Last $13.14 Breakeven $111.86 Implied vol 96.8% Delta -0.907 ≈91% ITM Gamma 0.013 Theta -0.174 Vega 0.026 Open interest 17 Model this put
33	4	80.5%	0.046	$0.22	$18.15	-0.952	82.2%	4	10
Call · $126 Last $0.22 Breakeven $126.22 Implied vol 80.5% Delta 0.046 ≈5% ITM Gamma 0.009 Theta -0.088 Vega 0.015 Open interest 33 Model this call Put · $126 In the money Last $18.15 Breakeven $107.85 Implied vol 82.2% Delta -0.952 ≈95% ITM Gamma 0.009 Theta -0.085 Vega 0.015 Open interest 10 Model this put
116	10	86%	0.051	$0.10	$19.78	-0.992	64.2%	4	9
Call · $127 Last $0.10 Breakeven $127.10 Implied vol 86% Delta 0.051 ≈5% ITM Gamma 0.009 Theta -0.102 Vega 0.015 Open interest 116 Model this call Put · $127 In the money Last $19.78 Breakeven $107.22 Implied vol 64.2% Delta -0.992 ≈99% ITM Gamma 0.004 Theta -0.011 Vega 0.002 Open interest 9 Model this put
78	40	83.7%	0.037	$0.04	$20.75	-0.916	106.1%	4	0
Call · $128 Last $0.04 Breakeven $128.04 Implied vol 83.7% Delta 0.037 ≈4% ITM Gamma 0.007 Theta -0.078 Vega 0.015 Open interest 78 Model this call Put · $128 In the money Last $20.75 Breakeven $107.25 Implied vol 106.1% Delta -0.916 ≈92% ITM Gamma 0.011 Theta -0.177 Vega 0.026 Open interest 0 Model this put
48	31	86.9%	0.037	$0.29	$20.85	-0.948	94.2%	1	6
Call · $129 Last $0.29 Breakeven $129.29 Implied vol 86.9% Delta 0.037 ≈4% ITM Gamma 0.007 Theta -0.08 Vega 0.015 Open interest 48 Model this call Put · $129 In the money Last $20.85 Breakeven $108.15 Implied vol 94.2% Delta -0.948 ≈95% ITM Gamma 0.009 Theta -0.105 Vega 0.015 Open interest 6 Model this put
939	126	75.3%	0.015	$0.03	$16.26	-0.965	90.3%	1	0
Call · $130 Last $0.03 Breakeven $130.03 Implied vol 75.3% Delta 0.015 ≈2% ITM Gamma 0.004 Theta -0.033 Vega 0.008 Open interest 939 Model this call Put · $130 In the money Last $16.26 Breakeven $113.74 Implied vol 90.3% Delta -0.965 ≈96% ITM Gamma 0.007 Theta -0.073 Vega 0.014 Open interest 0 Model this put
46	6	116.9%	0.082	$0.04	$18.28	-0.922	116.1%	122	0
Call · $131 Last $0.04 Breakeven $131.04 Implied vol 116.9% Delta 0.082 ≈8% ITM Gamma 0.01 Theta -0.202 Vega 0.027 Open interest 46 Model this call Put · $131 In the money Last $18.28 Breakeven $112.72 Implied vol 116.1% Delta -0.922 ≈92% ITM Gamma 0.01 Theta -0.186 Vega 0.025 Open interest 0 Model this put
32	20	85.4%	0.022	$0.13	$17.64	-0.931	114.2%	84	0
Call · $132 Last $0.13 Breakeven $132.13 Implied vol 85.4% Delta 0.022 ≈2% ITM Gamma 0.005 Theta -0.051 Vega 0.008 Open interest 32 Model this call Put · $132 In the money Last $17.64 Breakeven $114.36 Implied vol 114.2% Delta -0.931 ≈93% ITM Gamma 0.009 Theta -0.164 Vega 0.015 Open interest 0 Model this put
0	2	87.2%	0.021	$0.10	—	-0.927	120.1%	—	0
Call · $133 Last $0.10 Breakeven $133.10 Implied vol 87.2% Delta 0.021 ≈2% ITM Gamma 0.004 Theta -0.049 Vega 0.008 Open interest 0 Model this call Put · $133 In the money Last — Breakeven — Implied vol 120.1% Delta -0.927 ≈93% ITM Gamma 0.009 Theta -0.18 Vega 0.015 Open interest 0 Model this put
0	—	128%	0.08	—	—	-0.929	122.9%	—	0
Call · $134 Last — Breakeven — Implied vol 128% Delta 0.08 ≈8% ITM Gamma 0.009 Theta -0.219 Vega 0.027 Open interest 0 Model this call Put · $134 In the money Last — Breakeven — Implied vol 122.9% Delta -0.929 ≈93% ITM Gamma 0.008 Theta -0.182 Vega 0.016 Open interest 0 Model this put
118	20	90.7%	0.018	$0.01	$18.94	-0.972	99.8%	1	0
Call · $135 Last $0.01 Breakeven $135.01 Implied vol 90.7% Delta 0.018 ≈2% ITM Gamma 0.004 Theta -0.045 Vega 0.008 Open interest 118 Model this call Put · $135 In the money Last $18.94 Breakeven $116.06 Implied vol 99.8% Delta -0.972 ≈97% ITM Gamma 0.005 Theta -0.065 Vega 0.008 Open interest 0 Model this put
0	—	151.4%	0.113	—	—	-0.931	128.3%	—	0
Call · $136 Last — Breakeven — Implied vol 151.4% Delta 0.113 ≈11% ITM Gamma 0.009 Theta -0.327 Vega 0.027 Open interest 0 Model this call Put · $136 In the money Last — Breakeven — Implied vol 128.3% Delta -0.931 ≈93% ITM Gamma 0.008 Theta -0.184 Vega 0.016 Open interest 0 Model this put
0	—	159.6%	0.12	—	—	-0.932	130.9%	—	0
Call · $137 Last — Breakeven — Implied vol 159.6% Delta 0.12 ≈12% ITM Gamma 0.009 Theta -0.361 Vega 0.027 Open interest 0 Model this call Put · $137 In the money Last — Breakeven — Implied vol 130.9% Delta -0.932 ≈93% ITM Gamma 0.008 Theta -0.185 Vega 0.016 Open interest 0 Model this put
0	—	125.5%	0.055	—	—	-0.97	110.1%	—	0
Call · $138 Last — Breakeven — Implied vol 125.5% Delta 0.055 ≈6% ITM Gamma 0.007 Theta -0.158 Vega 0.016 Open interest 0 Model this call Put · $138 In the money Last — Breakeven — Implied vol 110.1% Delta -0.97 ≈97% ITM Gamma 0.005 Theta -0.077 Vega 0.008 Open interest 0 Model this put
0	—	163%	0.112	—	—	-0.935	136.2%	—	0
Call · $139 Last — Breakeven — Implied vol 163% Delta 0.112 ≈11% ITM Gamma 0.009 Theta -0.351 Vega 0.027 Open interest 0 Model this call Put · $139 In the money Last — Breakeven — Implied vol 136.2% Delta -0.935 ≈93% ITM Gamma 0.007 Theta -0.187 Vega 0.016 Open interest 0 Model this put
230	3	130.4%	0.053	$0.68	$23.60	-0.936	138.8%	1	0
Call · $140 Last $0.68 Breakeven $140.68 Implied vol 130.4% Delta 0.053 ≈5% ITM Gamma 0.006 Theta -0.159 Vega 0.016 Open interest 230 Model this call Put · $140 In the money Last $23.60 Breakeven $116.40 Implied vol 138.8% Delta -0.936 ≈94% ITM Gamma 0.007 Theta -0.188 Vega 0.016 Open interest 0 Model this put
0	—	—	—	—	—	-0.937	141.4%	—	0
Call · $141 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $141 In the money Last — Breakeven — Implied vol 141.4% Delta -0.937 ≈94% ITM Gamma 0.007 Theta -0.189 Vega 0.016 Open interest 0 Model this put
0	—	—	—	—	—	-0.937	143.9%	—	0
Call · $142 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $142 In the money Last — Breakeven — Implied vol 143.9% Delta -0.937 ≈94% ITM Gamma 0.006 Theta -0.191 Vega 0.016 Open interest 0 Model this put
0	—	—	—	—	—	-0.938	146.5%	—	0
Call · $143 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $143 In the money Last — Breakeven — Implied vol 146.5% Delta -0.938 ≈94% ITM Gamma 0.006 Theta -0.192 Vega 0.016 Open interest 0 Model this put
30	30	—	—	$0.03	—	-0.939	149%	—	0
Call · $144 Last $0.03 Breakeven $144.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 30 Model this call Put · $144 In the money Last — Breakeven — Implied vol 149% Delta -0.939 ≈94% ITM Gamma 0.006 Theta -0.193 Vega 0.016 Open interest 0 Model this put
118	2	107%	0.011	$0.03	—	-0.984	116%	—	0
Call · $145 Last $0.03 Breakeven $145.03 Implied vol 107% Delta 0.011 ≈1% ITM Gamma 0.002 Theta -0.035 Vega 0.004 Open interest 118 Model this call Put · $145 In the money Last — Breakeven — Implied vol 116% Delta -0.984 ≈98% ITM Gamma 0.003 Theta -0.045 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—	—	-0.989	113%	—	0
Call · $146 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $146 In the money Last — Breakeven — Implied vol 113% Delta -0.989 ≈99% ITM Gamma 0.002 Theta -0.031 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—	—	-0.942	156.5%	—	0
Call · $147 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $147 In the money Last — Breakeven — Implied vol 156.5% Delta -0.942 ≈94% ITM Gamma 0.006 Theta -0.196 Vega 0.016 Open interest 0 Model this put
0	—	—	—	—	—	-0.942	159%	—	0
Call · $148 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $148 In the money Last — Breakeven — Implied vol 159% Delta -0.942 ≈94% ITM Gamma 0.005 Theta -0.197 Vega 0.016 Open interest 0 Model this put
309	170	161%	0.054	$0.02	—	-0.944	163.9%	—	0
Call · $150 Last $0.02 Breakeven $150.02 Implied vol 161% Delta 0.054 ≈5% ITM Gamma 0.005 Theta -0.198 Vega 0.016 Open interest 309 Model this call Put · $150 In the money Last — Breakeven — Implied vol 163.9% Delta -0.944 ≈94% ITM Gamma 0.005 Theta -0.199 Vega 0.016 Open interest 0 Model this put
260	320	167.9%	0.044	$0.56	—	-0.947	175.8%	—	0
Call · $155 Last $0.56 Breakeven $155.56 Implied vol 167.9% Delta 0.044 ≈4% ITM Gamma 0.004 Theta -0.177 Vega 0.017 Open interest 260 Model this call Put · $155 In the money Last — Breakeven — Implied vol 175.8% Delta -0.947 ≈95% ITM Gamma 0.005 Theta -0.205 Vega 0.016 Open interest 0 Model this put
350	400	150%	0.017	$0.10	—	-0.949	187.4%	—	0
Call · $160 Last $0.10 Breakeven $160.10 Implied vol 150% Delta 0.017 ≈2% ITM Gamma 0.002 Theta -0.072 Vega 0.009 Open interest 350 Model this call Put · $160 In the money Last — Breakeven — Implied vol 187.4% Delta -0.949 ≈95% ITM Gamma 0.004 Theta -0.21 Vega 0.017 Open interest 0 Model this put
21	102	219.7%	0.073	$0.39	—	-0.951	198.6%	—	0
Call · $165 Last $0.39 Breakeven $165.39 Implied vol 219.7% Delta 0.073 ≈7% ITM Gamma 0.005 Theta -0.344 Vega 0.017 Open interest 21 Model this call Put · $165 In the money Last — Breakeven — Implied vol 198.6% Delta -0.951 ≈95% ITM Gamma 0.004 Theta -0.216 Vega 0.017 Open interest 0 Model this put
78	1	183.5%	0.027	$0.41	—	-0.953	209.4%	—	0
Call · $170 Last $0.41 Breakeven $170.41 Implied vol 183.5% Delta 0.027 ≈3% ITM Gamma 0.003 Theta -0.129 Vega 0.009 Open interest 78 Model this call Put · $170 In the money Last — Breakeven — Implied vol 209.4% Delta -0.953 ≈95% ITM Gamma 0.004 Theta -0.221 Vega 0.017 Open interest 0 Model this put
120	120	—	—	$0.12	—	-0.983	182.9%	—	0
Call · $175 Last $0.12 Breakeven $175.12 Implied vol — Delta — Gamma — Theta — Vega — Open interest 120 Model this call Put · $175 In the money Last — Breakeven — Implied vol 182.9% Delta -0.983 ≈98% ITM Gamma 0.002 Theta -0.079 Vega 0.008 Open interest 0 Model this put

Call · $75 In the money

Last: —
Breakeven: —
Implied vol: 168.7%
Delta: 0.955 ≈95% ITM
Gamma: 0.004
Theta: -0.189
Vega: 0.012
Open interest: 0

Model this call

Put · $75

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

Model this put

Call · $80 In the money

Last: —
Breakeven: —
Implied vol: 159.1%
Delta: 0.928 ≈93% ITM
Gamma: 0.006
Theta: -0.254
Vega: 0.021
Open interest: 0

Model this call

Put · $80

Last: $0.20
Breakeven: $79.80
Implied vol: 109.2%
Delta: -0.02 ≈2% ITM
Gamma: 0.003
Theta: -0.059
Vega: 0.006
Open interest: 172

Model this put

Call · $85 In the money

Last: $22.95
Breakeven: $107.95
Implied vol: 127.5%
Delta: 0.92 ≈92% ITM
Gamma: 0.009
Theta: -0.222
Vega: 0.021
Open interest: 1

Model this call

Put · $85

Last: $0.62
Breakeven: $84.38
Implied vol: 111.8%
Delta: -0.055 ≈6% ITM
Gamma: 0.007
Theta: -0.142
Vega: 0.012
Open interest: 173

Model this put

Call · $88 In the money

Last: —
Breakeven: —
Implied vol: 111.6%
Delta: 0.909 ≈91% ITM
Gamma: 0.011
Theta: -0.213
Vega: 0.022
Open interest: 0

Model this call

Put · $88

Last: —
Breakeven: —
Implied vol: 98.1%
Delta: -0.064 ≈6% ITM
Gamma: 0.01
Theta: -0.14
Vega: 0.022
Open interest: 0

Model this put

Call · $89 In the money

Last: —
Breakeven: —
Implied vol: 106.4%
Delta: 0.905 ≈91% ITM
Gamma: 0.012
Theta: -0.21
Vega: 0.022
Open interest: 0

Model this call

Put · $89

Last: —
Breakeven: —
Implied vol: 93.4%
Delta: -0.068 ≈7% ITM
Gamma: 0.011
Theta: -0.139
Vega: 0.022
Open interest: 0

Model this put

Call · $90 In the money

Last: —
Breakeven: —
Implied vol: 95.5%
Delta: 0.912 ≈91% ITM
Gamma: 0.012
Theta: -0.18
Vega: 0.022
Open interest: 0

Model this call

Put · $90

Last: $0.32
Breakeven: $89.68
Implied vol: 80.4%
Delta: -0.054 ≈5% ITM
Gamma: 0.01
Theta: -0.1
Vega: 0.013
Open interest: 47

Model this put

Call · $91 In the money

Last: —
Breakeven: —
Implied vol: 84.8%
Delta: 0.921 ≈92% ITM
Gamma: 0.013
Theta: -0.149
Vega: 0.022
Open interest: 0

Model this call

Put · $91

Last: $0.30
Breakeven: $90.70
Implied vol: 79.8%
Delta: -0.065 ≈7% ITM
Gamma: 0.012
Theta: -0.115
Vega: 0.022
Open interest: 6

Model this put

Call · $92 In the money

Last: —
Breakeven: —
Implied vol: 94.5%
Delta: 0.885 ≈88% ITM
Gamma: 0.015
Theta: -0.218
Vega: 0.022
Open interest: 0

Model this call

Put · $92

Last: $0.43
Breakeven: $91.57
Implied vol: 74.9%
Delta: -0.069 ≈7% ITM
Gamma: 0.013
Theta: -0.112
Vega: 0.022
Open interest: 5

Model this put

Call · $93 In the money

Last: —
Breakeven: —
Implied vol: 71.6%
Delta: 0.922 ≈92% ITM
Gamma: 0.015
Theta: -0.126
Vega: 0.022
Open interest: 0

Model this call

Put · $93

Last: $0.10
Breakeven: $92.90
Implied vol: 53.4%
Delta: -0.028 ≈3% ITM
Gamma: 0.009
Theta: -0.039
Vega: 0.009
Open interest: 3

Model this put

Call · $94 In the money

Last: $14.76
Breakeven: $108.76
Implied vol: 85%
Delta: 0.868 ≈87% ITM
Gamma: 0.019
Theta: -0.215
Vega: 0.034
Open interest: 85

Model this call

Put · $94

Last: $0.11
Breakeven: $93.89
Implied vol: 56.3%
Delta: -0.051 ≈5% ITM
Gamma: 0.014
Theta: -0.066
Vega: 0.013
Open interest: 3

Model this put

Call · $95 In the money

Last: $11.25
Breakeven: $106.25
Implied vol: 56.4%
Delta: 0.933 ≈93% ITM
Gamma: 0.017
Theta: -0.092
Vega: 0.022
Open interest: 171

Model this call

Put · $95

Last: $0.21
Breakeven: $94.79
Implied vol: 55.8%
Delta: -0.064 ≈6% ITM
Gamma: 0.017
Theta: -0.08
Vega: 0.022
Open interest: 91

Model this put

Call · $96 In the money

Last: $10.36
Breakeven: $106.36
Implied vol: 67.7%
Delta: 0.873 ≈87% ITM
Gamma: 0.023
Theta: -0.17
Vega: 0.034
Open interest: 51

Model this call

Put · $96

Last: $0.17
Breakeven: $95.83
Implied vol: 56.5%
Delta: -0.091 ≈9% ITM
Gamma: 0.021
Theta: -0.103
Vega: 0.023
Open interest: 45

Model this put

Call · $97 In the money

Last: $9.48
Breakeven: $106.48
Implied vol: 59.9%
Delta: 0.873 ≈87% ITM
Gamma: 0.026
Theta: -0.151
Vega: 0.034
Open interest: 194

Model this call

Put · $97

Last: $0.28
Breakeven: $96.72
Implied vol: 53.4%
Delta: -0.104 ≈10% ITM
Gamma: 0.025
Theta: -0.108
Vega: 0.023
Open interest: 66

Model this put

Call · $98 In the money

Last: $8.18
Breakeven: $106.18
Implied vol: 31.8%
Delta: 0.968 ≈97% ITM
Gamma: 0.017
Theta: -0.035
Vega: 0.013
Open interest: 146

Model this call

Put · $98

Last: $0.38
Breakeven: $97.62
Implied vol: 63.8%
Delta: -0.175 ≈17% ITM
Gamma: 0.03
Theta: -0.184
Vega: 0.034
Open interest: 79

Model this put

Call · $99 In the money

Last: $7.19
Breakeven: $106.19
Implied vol: 49.6%
Delta: 0.848 ≈85% ITM
Gamma: 0.035
Theta: -0.14
Vega: 0.034
Open interest: 132

Model this call

Put · $99

Last: $0.48
Breakeven: $98.52
Implied vol: 58.7%
Delta: -0.19 ≈19% ITM
Gamma: 0.035
Theta: -0.179
Vega: 0.034
Open interest: 27

Model this put

Call · $100 In the money

Last: $6.15
Breakeven: $106.15
Implied vol: 51.4%
Delta: 0.801 ≈80% ITM
Gamma: 0.041
Theta: -0.172
Vega: 0.035
Open interest: 203

Model this call

Put · $100

Last: $0.81
Breakeven: $99.19
Implied vol: 50.7%
Delta: -0.197 ≈20% ITM
Gamma: 0.041
Theta: -0.158
Vega: 0.035
Open interest: 363

Model this put

Call · $101 In the money

Last: $5.40
Breakeven: $106.40
Implied vol: 56.3%
Delta: 0.737 ≈74% ITM
Gamma: 0.043
Theta: -0.215
Vega: 0.046
Open interest: 58

Model this call

Put · $101

Last: $0.82
Breakeven: $100.18
Implied vol: 50.2%
Delta: -0.24 ≈24% ITM
Gamma: 0.046
Theta: -0.175
Vega: 0.046
Open interest: 79

Model this put

Call · $102 In the money

Last: $5.10
Breakeven: $107.10
Implied vol: 51.4%
Delta: 0.705 ≈71% ITM
Gamma: 0.05
Theta: -0.208
Vega: 0.046
Open interest: 117

Model this call

Put · $102

Last: $1.26
Breakeven: $100.74
Implied vol: 50.5%
Delta: -0.292 ≈29% ITM
Gamma: 0.051
Theta: -0.194
Vega: 0.046
Open interest: 74

Model this put

Call · $103 In the money

Last: $4.51
Breakeven: $107.51
Implied vol: 52.1%
Delta: 0.652 ≈65% ITM
Gamma: 0.054
Theta: -0.227
Vega: 0.053
Open interest: 92

Model this call

Put · $103

Last: $1.65
Breakeven: $101.35
Implied vol: 50.9%
Delta: -0.345 ≈35% ITM
Gamma: 0.055
Theta: -0.212
Vega: 0.053
Open interest: 113

Model this put

Call · $104 In the money

Last: $3.38
Breakeven: $107.38
Implied vol: 49.9%
Delta: 0.599 ≈60% ITM
Gamma: 0.058
Theta: -0.225
Vega: 0.053
Open interest: 55

Model this call

Put · $104

Last: $1.89
Breakeven: $102.11
Implied vol: 52.3%
Delta: -0.405 ≈40% ITM
Gamma: 0.055
Theta: -0.225
Vega: 0.053
Open interest: 21

Model this put

Call · $105 In the money

Last: $2.84
Breakeven: $107.84
Implied vol: 49.8%
Delta: 0.54 ≈54% ITM
Gamma: 0.06
Theta: -0.231
Vega: 0.053
Open interest: 124

Model this call

Put · $105

Last: $2.45
Breakeven: $102.55
Implied vol: 53.1%
Delta: -0.461 ≈46% ITM
Gamma: 0.056
Theta: -0.236
Vega: 0.053
Open interest: 426

Model this put

Call · $106

Last: $2.70
Breakeven: $108.70
Implied vol: 49.5%
Delta: 0.482 ≈48% ITM
Gamma: 0.06
Theta: -0.229
Vega: 0.054
Open interest: 23

Model this call

Put · $106 In the money

Last: $2.68
Breakeven: $103.32
Implied vol: 51.5%
Delta: -0.518 ≈52% ITM
Gamma: 0.058
Theta: -0.229
Vega: 0.054
Open interest: 110

Model this put

Call · $107

Last: $2.06
Breakeven: $109.06
Implied vol: 50.2%
Delta: 0.424 ≈42% ITM
Gamma: 0.058
Theta: -0.227
Vega: 0.054
Open interest: 549

Model this call

Put · $107 In the money

Last: $3.20
Breakeven: $103.80
Implied vol: 60.2%
Delta: -0.559 ≈56% ITM
Gamma: 0.049
Theta: -0.263
Vega: 0.054
Open interest: 405

Model this put

Call · $108

Last: $1.60
Breakeven: $109.60
Implied vol: 51.8%
Delta: 0.372 ≈37% ITM
Gamma: 0.055
Theta: -0.229
Vega: 0.054
Open interest: 714

Model this call

Put · $108 In the money

Last: $3.96
Breakeven: $104.04
Implied vol: 59.5%
Delta: -0.609 ≈61% ITM
Gamma: 0.049
Theta: -0.255
Vega: 0.054
Open interest: 86

Model this put

Call · $109

Last: $1.29
Breakeven: $110.29
Implied vol: 50.9%
Delta: 0.319 ≈32% ITM
Gamma: 0.052
Theta: -0.209
Vega: 0.048
Open interest: 60

Model this call

Put · $109 In the money

Last: $4.49
Breakeven: $104.51
Implied vol: 46.1%
Delta: -0.702 ≈70% ITM
Gamma: 0.056
Theta: -0.174
Vega: 0.048
Open interest: 98

Model this put

Call · $110

Last: $1.12
Breakeven: $111.12
Implied vol: 51.4%
Delta: 0.272 ≈27% ITM
Gamma: 0.048
Theta: -0.196
Vega: 0.048
Open interest: 513

Model this call

Put · $110 In the money

Last: $5.40
Breakeven: $104.60
Implied vol: 57.8%
Delta: -0.703 ≈70% ITM
Gamma: 0.045
Theta: -0.22
Vega: 0.048
Open interest: 177

Model this put

Call · $111

Last: $0.99
Breakeven: $111.99
Implied vol: 52.1%
Delta: 0.231 ≈23% ITM
Gamma: 0.044
Theta: -0.184
Vega: 0.037
Open interest: 343

Model this call

Put · $111 In the money

Last: $5.60
Breakeven: $105.40
Implied vol: 54%
Delta: -0.763 ≈76% ITM
Gamma: 0.043
Theta: -0.184
Vega: 0.037
Open interest: 39

Model this put

Call · $112

Last: $0.78
Breakeven: $112.78
Implied vol: 50.5%
Delta: 0.186 ≈19% ITM
Gamma: 0.039
Theta: -0.154
Vega: 0.037
Open interest: 133

Model this call

Put · $112 In the money

Last: $6.80
Breakeven: $105.20
Implied vol: 52.6%
Delta: -0.805 ≈81% ITM
Gamma: 0.039
Theta: -0.157
Vega: 0.037
Open interest: 67

Model this put

Call · $113

Last: $0.68
Breakeven: $113.68
Implied vol: 54.5%
Delta: 0.17 ≈17% ITM
Gamma: 0.035
Theta: -0.158
Vega: 0.037
Open interest: 153

Model this call

Put · $113 In the money

Last: $7.10
Breakeven: $105.90
Implied vol: 59.3%
Delta: -0.809 ≈81% ITM
Gamma: 0.035
Theta: -0.175
Vega: 0.037
Open interest: 184

Model this put

Call · $114

Last: $0.60
Breakeven: $114.60
Implied vol: 56.4%
Delta: 0.146 ≈15% ITM
Gamma: 0.031
Theta: -0.15
Vega: 0.038
Open interest: 455

Model this call

Put · $114 In the money

Last: $8.44
Breakeven: $105.56
Implied vol: 65.2%
Delta: -0.814 ≈81% ITM
Gamma: 0.031
Theta: -0.19
Vega: 0.037
Open interest: 17

Model this put

Call · $115

Last: $0.44
Breakeven: $115.44
Implied vol: 50.3%
Delta: 0.095 ≈9% ITM
Gamma: 0.025
Theta: -0.097
Vega: 0.025
Open interest: 151

Model this call

Put · $115 In the money

Last: $8.80
Breakeven: $106.20
Implied vol: 48.6%
Delta: -0.918 ≈92% ITM
Gamma: 0.024
Theta: -0.077
Vega: 0.024
Open interest: 27

Model this put

Call · $116

Last: $0.25
Breakeven: $116.25
Implied vol: 51.7%
Delta: 0.077 ≈8% ITM
Gamma: 0.021
Theta: -0.086
Vega: 0.025
Open interest: 227

Model this call

Put · $116 In the money

Last: $10.02
Breakeven: $105.98
Implied vol: 59.4%
Delta: -0.889 ≈89% ITM
Gamma: 0.024
Theta: -0.119
Vega: 0.025
Open interest: 72

Model this put

Call · $117

Last: $0.28
Breakeven: $117.28
Implied vol: 56.8%
Delta: 0.08 ≈8% ITM
Gamma: 0.02
Theta: -0.097
Vega: 0.025
Open interest: 74

Model this call

Put · $117 In the money

Last: $10.08
Breakeven: $106.92
Implied vol: 59.1%
Delta: -0.912 ≈91% ITM
Gamma: 0.021
Theta: -0.1
Vega: 0.025
Open interest: 20

Model this put

Call · $118

Last: $0.41
Breakeven: $118.41
Implied vol: 65.1%
Delta: 0.096 ≈10% ITM
Gamma: 0.019
Theta: -0.126
Vega: 0.026
Open interest: 77

Model this call

Put · $118 In the money

Last: $12.30
Breakeven: $105.70
Implied vol: 60.8%
Delta: -0.925 ≈93% ITM
Gamma: 0.018
Theta: -0.091
Vega: 0.024
Open interest: 42

Model this put

Call · $119

Last: $0.15
Breakeven: $119.15
Implied vol: 55.6%
Delta: 0.048 ≈5% ITM
Gamma: 0.013
Theta: -0.063
Vega: 0.015
Open interest: 572

Model this call

Put · $119 In the money

Last: $11.66
Breakeven: $107.34
Implied vol: 68.5%
Delta: -0.911 ≈91% ITM
Gamma: 0.018
Theta: -0.117
Vega: 0.025
Open interest: 70

Model this put

Call · $120

Last: $0.15
Breakeven: $120.15
Implied vol: 57%
Delta: 0.04 ≈4% ITM
Gamma: 0.011
Theta: -0.056
Vega: 0.015
Open interest: 448

Model this call

Put · $120 In the money

Last: $14.64
Breakeven: $105.36
Implied vol: 67.5%
Delta: -0.931 ≈93% ITM
Gamma: 0.015
Theta: -0.095
Vega: 0.015
Open interest: 62

Model this put

Call · $121

Last: $0.11
Breakeven: $121.11
Implied vol: 63.5%
Delta: 0.049 ≈5% ITM
Gamma: 0.012
Theta: -0.073
Vega: 0.015
Open interest: 847

Model this call

Put · $121 In the money

Last: $11.55
Breakeven: $109.45
Implied vol: 65.4%
Delta: -0.948 ≈95% ITM
Gamma: 0.013
Theta: -0.072
Vega: 0.014
Open interest: 3

Model this put

Call · $122

Last: $0.10
Breakeven: $122.10
Implied vol: 58.8%
Delta: 0.028 ≈3% ITM
Gamma: 0.008
Theta: -0.043
Vega: 0.008
Open interest: 11

Model this call

Put · $122 In the money

Last: $16.10
Breakeven: $105.90
Implied vol: 78.4%
Delta: -0.925 ≈92% ITM
Gamma: 0.014
Theta: -0.12
Vega: 0.024
Open interest: 4

Model this put

Call · $123

Last: $0.13
Breakeven: $123.13
Implied vol: 68.2%
Delta: 0.042 ≈4% ITM
Gamma: 0.01
Theta: -0.069
Vega: 0.015
Open interest: 180

Model this call

Put · $123 In the money

Last: $15.05
Breakeven: $107.95
Implied vol: 82.9%
Delta: -0.924 ≈92% ITM
Gamma: 0.013
Theta: -0.128
Vega: 0.025
Open interest: 3

Model this put

Call · $124

Last: $1.00
Breakeven: $125.00
Implied vol: 86.4%
Delta: 0.076 ≈8% ITM
Gamma: 0.012
Theta: -0.142
Vega: 0.015
Open interest: 322

Model this call

Put · $124 In the money

Last: $17.12
Breakeven: $106.88
Implied vol: 69.1%
Delta: -0.969 ≈97% ITM
Gamma: 0.008
Theta: -0.049
Vega: 0.007
Open interest: 1

Model this put

Call · $125

Last: $0.06
Breakeven: $125.06
Implied vol: 66%
Delta: 0.024 ≈2% ITM
Gamma: 0.006
Theta: -0.042
Vega: 0.008
Open interest: 597

Model this call

Put · $125 In the money

Last: $13.14
Breakeven: $111.86
Implied vol: 96.8%
Delta: -0.907 ≈91% ITM
Gamma: 0.013
Theta: -0.174
Vega: 0.026
Open interest: 17

Model this put

Call · $126

Last: $0.22
Breakeven: $126.22
Implied vol: 80.5%
Delta: 0.046 ≈5% ITM
Gamma: 0.009
Theta: -0.088
Vega: 0.015
Open interest: 33

Model this call

Put · $126 In the money

Last: $18.15
Breakeven: $107.85
Implied vol: 82.2%
Delta: -0.952 ≈95% ITM
Gamma: 0.009
Theta: -0.085
Vega: 0.015
Open interest: 10

Model this put

Call · $127

Last: $0.10
Breakeven: $127.10
Implied vol: 86%
Delta: 0.051 ≈5% ITM
Gamma: 0.009
Theta: -0.102
Vega: 0.015
Open interest: 116

Model this call

Put · $127 In the money

Last: $19.78
Breakeven: $107.22
Implied vol: 64.2%
Delta: -0.992 ≈99% ITM
Gamma: 0.004
Theta: -0.011
Vega: 0.002
Open interest: 9

Model this put

Call · $128

Last: $0.04
Breakeven: $128.04
Implied vol: 83.7%
Delta: 0.037 ≈4% ITM
Gamma: 0.007
Theta: -0.078
Vega: 0.015
Open interest: 78

Model this call

Put · $128 In the money

Last: $20.75
Breakeven: $107.25
Implied vol: 106.1%
Delta: -0.916 ≈92% ITM
Gamma: 0.011
Theta: -0.177
Vega: 0.026
Open interest: 0

Model this put

Call · $129

Last: $0.29
Breakeven: $129.29
Implied vol: 86.9%
Delta: 0.037 ≈4% ITM
Gamma: 0.007
Theta: -0.08
Vega: 0.015
Open interest: 48

Model this call

Put · $129 In the money

Last: $20.85
Breakeven: $108.15
Implied vol: 94.2%
Delta: -0.948 ≈95% ITM
Gamma: 0.009
Theta: -0.105
Vega: 0.015
Open interest: 6

Model this put

Call · $130

Last: $0.03
Breakeven: $130.03
Implied vol: 75.3%
Delta: 0.015 ≈2% ITM
Gamma: 0.004
Theta: -0.033
Vega: 0.008
Open interest: 939

Model this call

Put · $130 In the money

Last: $16.26
Breakeven: $113.74
Implied vol: 90.3%
Delta: -0.965 ≈96% ITM
Gamma: 0.007
Theta: -0.073
Vega: 0.014
Open interest: 0

Model this put

Call · $131

Last: $0.04
Breakeven: $131.04
Implied vol: 116.9%
Delta: 0.082 ≈8% ITM
Gamma: 0.01
Theta: -0.202
Vega: 0.027
Open interest: 46

Model this call

Put · $131 In the money

Last: $18.28
Breakeven: $112.72
Implied vol: 116.1%
Delta: -0.922 ≈92% ITM
Gamma: 0.01
Theta: -0.186
Vega: 0.025
Open interest: 0

Model this put

Call · $132

Last: $0.13
Breakeven: $132.13
Implied vol: 85.4%
Delta: 0.022 ≈2% ITM
Gamma: 0.005
Theta: -0.051
Vega: 0.008
Open interest: 32

Model this call

Put · $132 In the money

Last: $17.64
Breakeven: $114.36
Implied vol: 114.2%
Delta: -0.931 ≈93% ITM
Gamma: 0.009
Theta: -0.164
Vega: 0.015
Open interest: 0

Model this put

Call · $133

Last: $0.10
Breakeven: $133.10
Implied vol: 87.2%
Delta: 0.021 ≈2% ITM
Gamma: 0.004
Theta: -0.049
Vega: 0.008
Open interest: 0

Model this call

Put · $133 In the money

Last: —
Breakeven: —
Implied vol: 120.1%
Delta: -0.927 ≈93% ITM
Gamma: 0.009
Theta: -0.18
Vega: 0.015
Open interest: 0

Model this put

Call · $134

Last: —
Breakeven: —
Implied vol: 128%
Delta: 0.08 ≈8% ITM
Gamma: 0.009
Theta: -0.219
Vega: 0.027
Open interest: 0

Model this call

Put · $134 In the money

Last: —
Breakeven: —
Implied vol: 122.9%
Delta: -0.929 ≈93% ITM
Gamma: 0.008
Theta: -0.182
Vega: 0.016
Open interest: 0

Model this put

Call · $135

Last: $0.01
Breakeven: $135.01
Implied vol: 90.7%
Delta: 0.018 ≈2% ITM
Gamma: 0.004
Theta: -0.045
Vega: 0.008
Open interest: 118

Model this call

Put · $135 In the money

Last: $18.94
Breakeven: $116.06
Implied vol: 99.8%
Delta: -0.972 ≈97% ITM
Gamma: 0.005
Theta: -0.065
Vega: 0.008
Open interest: 0

Model this put

Call · $136

Last: —
Breakeven: —
Implied vol: 151.4%
Delta: 0.113 ≈11% ITM
Gamma: 0.009
Theta: -0.327
Vega: 0.027
Open interest: 0

Model this call

Put · $136 In the money

Last: —
Breakeven: —
Implied vol: 128.3%
Delta: -0.931 ≈93% ITM
Gamma: 0.008
Theta: -0.184
Vega: 0.016
Open interest: 0

Model this put

Call · $137

Last: —
Breakeven: —
Implied vol: 159.6%
Delta: 0.12 ≈12% ITM
Gamma: 0.009
Theta: -0.361
Vega: 0.027
Open interest: 0

Model this call

Put · $137 In the money

Last: —
Breakeven: —
Implied vol: 130.9%
Delta: -0.932 ≈93% ITM
Gamma: 0.008
Theta: -0.185
Vega: 0.016
Open interest: 0

Model this put

Call · $138

Last: —
Breakeven: —
Implied vol: 125.5%
Delta: 0.055 ≈6% ITM
Gamma: 0.007
Theta: -0.158
Vega: 0.016
Open interest: 0

Model this call

Put · $138 In the money

Last: —
Breakeven: —
Implied vol: 110.1%
Delta: -0.97 ≈97% ITM
Gamma: 0.005
Theta: -0.077
Vega: 0.008
Open interest: 0

Model this put

Call · $139

Last: —
Breakeven: —
Implied vol: 163%
Delta: 0.112 ≈11% ITM
Gamma: 0.009
Theta: -0.351
Vega: 0.027
Open interest: 0

Model this call

Put · $139 In the money

Last: —
Breakeven: —
Implied vol: 136.2%
Delta: -0.935 ≈93% ITM
Gamma: 0.007
Theta: -0.187
Vega: 0.016
Open interest: 0

Model this put

Call · $140

Last: $0.68
Breakeven: $140.68
Implied vol: 130.4%
Delta: 0.053 ≈5% ITM
Gamma: 0.006
Theta: -0.159
Vega: 0.016
Open interest: 230

Model this call

Put · $140 In the money

Last: $23.60
Breakeven: $116.40
Implied vol: 138.8%
Delta: -0.936 ≈94% ITM
Gamma: 0.007
Theta: -0.188
Vega: 0.016
Open interest: 0

Model this put

Call · $141

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

Model this call

Put · $141 In the money

Last: —
Breakeven: —
Implied vol: 141.4%
Delta: -0.937 ≈94% ITM
Gamma: 0.007
Theta: -0.189
Vega: 0.016
Open interest: 0

Model this put

Call · $142

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

Model this call

Put · $142 In the money

Last: —
Breakeven: —
Implied vol: 143.9%
Delta: -0.937 ≈94% ITM
Gamma: 0.006
Theta: -0.191
Vega: 0.016
Open interest: 0

Model this put

Call · $143

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

Model this call

Put · $143 In the money

Last: —
Breakeven: —
Implied vol: 146.5%
Delta: -0.938 ≈94% ITM
Gamma: 0.006
Theta: -0.192
Vega: 0.016
Open interest: 0

Model this put

Call · $144

Last: $0.03
Breakeven: $144.03
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 30

Model this call

Put · $144 In the money

Last: —
Breakeven: —
Implied vol: 149%
Delta: -0.939 ≈94% ITM
Gamma: 0.006
Theta: -0.193
Vega: 0.016
Open interest: 0

Model this put

Call · $145

Last: $0.03
Breakeven: $145.03
Implied vol: 107%
Delta: 0.011 ≈1% ITM
Gamma: 0.002
Theta: -0.035
Vega: 0.004
Open interest: 118

Model this call

Put · $145 In the money

Last: —
Breakeven: —
Implied vol: 116%
Delta: -0.984 ≈98% ITM
Gamma: 0.003
Theta: -0.045
Vega: 0.007
Open interest: 0

Model this put

Call · $146

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

Model this call

Put · $146 In the money

Last: —
Breakeven: —
Implied vol: 113%
Delta: -0.989 ≈99% ITM
Gamma: 0.002
Theta: -0.031
Vega: 0.003
Open interest: 0

Model this put

Call · $147

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

Model this call

Put · $147 In the money

Last: —
Breakeven: —
Implied vol: 156.5%
Delta: -0.942 ≈94% ITM
Gamma: 0.006
Theta: -0.196
Vega: 0.016
Open interest: 0

Model this put

Call · $148

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

Model this call

Put · $148 In the money

Last: —
Breakeven: —
Implied vol: 159%
Delta: -0.942 ≈94% ITM
Gamma: 0.005
Theta: -0.197
Vega: 0.016
Open interest: 0

Model this put

Call · $150

Last: $0.02
Breakeven: $150.02
Implied vol: 161%
Delta: 0.054 ≈5% ITM
Gamma: 0.005
Theta: -0.198
Vega: 0.016
Open interest: 309

Model this call

Put · $150 In the money

Last: —
Breakeven: —
Implied vol: 163.9%
Delta: -0.944 ≈94% ITM
Gamma: 0.005
Theta: -0.199
Vega: 0.016
Open interest: 0

Model this put

Call · $155

Last: $0.56
Breakeven: $155.56
Implied vol: 167.9%
Delta: 0.044 ≈4% ITM
Gamma: 0.004
Theta: -0.177
Vega: 0.017
Open interest: 260

Model this call

Put · $155 In the money

Last: —
Breakeven: —
Implied vol: 175.8%
Delta: -0.947 ≈95% ITM
Gamma: 0.005
Theta: -0.205
Vega: 0.016
Open interest: 0

Model this put

Call · $160

Last: $0.10
Breakeven: $160.10
Implied vol: 150%
Delta: 0.017 ≈2% ITM
Gamma: 0.002
Theta: -0.072
Vega: 0.009
Open interest: 350

Model this call

Put · $160 In the money

Last: —
Breakeven: —
Implied vol: 187.4%
Delta: -0.949 ≈95% ITM
Gamma: 0.004
Theta: -0.21
Vega: 0.017
Open interest: 0

Model this put

Call · $165

Last: $0.39
Breakeven: $165.39
Implied vol: 219.7%
Delta: 0.073 ≈7% ITM
Gamma: 0.005
Theta: -0.344
Vega: 0.017
Open interest: 21

Model this call

Put · $165 In the money

Last: —
Breakeven: —
Implied vol: 198.6%
Delta: -0.951 ≈95% ITM
Gamma: 0.004
Theta: -0.216
Vega: 0.017
Open interest: 0

Model this put

Call · $170

Last: $0.41
Breakeven: $170.41
Implied vol: 183.5%
Delta: 0.027 ≈3% ITM
Gamma: 0.003
Theta: -0.129
Vega: 0.009
Open interest: 78

Model this call

Put · $170 In the money

Last: —
Breakeven: —
Implied vol: 209.4%
Delta: -0.953 ≈95% ITM
Gamma: 0.004
Theta: -0.221
Vega: 0.017
Open interest: 0

Model this put

Call · $175

Last: $0.12
Breakeven: $175.12
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 120

Model this call

Put · $175 In the money

Last: —
Breakeven: —
Implied vol: 182.9%
Delta: -0.983 ≈98% ITM
Gamma: 0.002
Theta: -0.079
Vega: 0.008
Open interest: 0

Model this put

BIDU · Baidu, Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain