BILL Stock — BILL Holdings, Inc.: Options Chain

Calls		Puts
4	3	—	—	$24.30	—	-0.034	594.3%	—	0
Call · $21 In the money Last $24.30 Breakeven $45.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $21 Last — Breakeven — Implied vol 594.3% Delta -0.034 ≈3% ITM Gamma 0.003 Theta -0.334 Vega 0.003 Open interest 0 Model this put
3	3	—	—	$23.16	$0.05	-0.036	565.2%	1	0
Call · $22 In the money Last $23.16 Breakeven $45.16 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $22 Last $0.05 Breakeven $21.95 Implied vol 565.2% Delta -0.036 ≈4% ITM Gamma 0.003 Theta -0.332 Vega 0.003 Open interest 0 Model this put
3	2	—	—	$22.80	$0.05	-0.038	537.5%	3	3
Call · $23 In the money Last $22.80 Breakeven $45.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $23 Last $0.05 Breakeven $22.95 Implied vol 537.5% Delta -0.038 ≈4% ITM Gamma 0.004 Theta -0.331 Vega 0.003 Open interest 3 Model this put
2	5	—	—	$22.68	—	-0.04	511.1%	—	0
Call · $24 In the money Last $22.68 Breakeven $46.68 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $24 Last — Breakeven — Implied vol 511.1% Delta -0.04 ≈4% ITM Gamma 0.004 Theta -0.329 Vega 0.003 Open interest 0 Model this put
2	6	—	—	$21.77	$0.06	-0.043	485.9%	2	1
Call · $25 In the money Last $21.77 Breakeven $46.77 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $25 Last $0.06 Breakeven $24.94 Implied vol 485.9% Delta -0.043 ≈4% ITM Gamma 0.004 Theta -0.327 Vega 0.003 Open interest 1 Model this put
3	17	—	—	$20.30	$0.60	-0.045	461.7%	2	2
Call · $26 In the money Last $20.30 Breakeven $46.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $26 Last $0.60 Breakeven $25.40 Implied vol 461.7% Delta -0.045 ≈4% ITM Gamma 0.005 Theta -0.325 Vega 0.003 Open interest 2 Model this put
3	15	—	—	$19.39	—	-0.047	436.5%	—	0
Call · $27 In the money Last $19.39 Breakeven $46.39 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $27 Last — Breakeven — Implied vol 436.5% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.32 Vega 0.006 Open interest 0 Model this put
3	2	—	—	$18.42	—	-0.05	411.9%	—	0
Call · $28 In the money Last $18.42 Breakeven $46.42 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $28 Last — Breakeven — Implied vol 411.9% Delta -0.05 ≈5% ITM Gamma 0.006 Theta -0.315 Vega 0.006 Open interest 0 Model this put
2	113	—	—	$17.85	$0.89	-0.053	388.1%	1	1
Call · $29 In the money Last $17.85 Breakeven $46.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $29 Last $0.89 Breakeven $28.11 Implied vol 388.1% Delta -0.053 ≈5% ITM Gamma 0.007 Theta -0.309 Vega 0.006 Open interest 1 Model this put
0	112	—	—	$16.95	$1.39	-0.056	365.2%	6	2
Call · $30 In the money Last $16.95 Breakeven $46.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $30 Last $1.39 Breakeven $28.61 Implied vol 365.2% Delta -0.056 ≈6% ITM Gamma 0.007 Theta -0.303 Vega 0.006 Open interest 2 Model this put
4	6	—	—	$13.90	—	-0.059	343.1%	—	0
Call · $31 In the money Last $13.90 Breakeven $44.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $31 Last — Breakeven — Implied vol 343.1% Delta -0.059 ≈6% ITM Gamma 0.008 Theta -0.297 Vega 0.006 Open interest 0 Model this put
4	5	—	—	$13.10	$0.05	-0.063	321.6%	10	10
Call · $32 In the money Last $13.10 Breakeven $45.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $32 Last $0.05 Breakeven $31.95 Implied vol 321.6% Delta -0.063 ≈6% ITM Gamma 0.009 Theta -0.292 Vega 0.006 Open interest 10 Model this put
1	3	—	—	$13.85	—	-0.071	309%	—	0
Call · $33 In the money Last $13.85 Breakeven $46.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $33 Last — Breakeven — Implied vol 309% Delta -0.071 ≈7% ITM Gamma 0.01 Theta -0.309 Vega 0.006 Open interest 0 Model this put
0	3	—	—	$13.30	—	—	—	—	0
Call · $33.5 In the money Last $13.30 Breakeven $46.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $33.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
6	7	—	—	$12.94	$0.10	-0.036	222.5%	10	2
Call · $34 In the money Last $12.94 Breakeven $46.94 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $34 Last $0.10 Breakeven $33.90 Implied vol 222.5% Delta -0.036 ≈4% ITM Gamma 0.008 Theta -0.129 Vega 0.004 Open interest 2 Model this put
3	3	—	—	$11.19	—	-0.053	241.6%	—	0
Call · $34.5 In the money Last $11.19 Breakeven $45.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $34.5 Last — Breakeven — Implied vol 241.6% Delta -0.053 ≈5% ITM Gamma 0.011 Theta -0.193 Vega 0.004 Open interest 0 Model this put
8	5	—	—	$10.20	—	-0.058	237.7%	—	0
Call · $35 In the money Last $10.20 Breakeven $45.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $35 Last — Breakeven — Implied vol 237.7% Delta -0.058 ≈6% ITM Gamma 0.012 Theta -0.205 Vega 0.006 Open interest 0 Model this put
3	2	—	—	$10.28	$0.05	-0.087	263.5%	5	5
Call · $35.5 In the money Last $10.28 Breakeven $45.78 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $35.5 Last $0.05 Breakeven $35.45 Implied vol 263.5% Delta -0.087 ≈9% ITM Gamma 0.014 Theta -0.305 Vega 0.006 Open interest 5 Model this put
23	3	—	—	$10.75	$0.05	-0.032	177%	2	15
Call · $36 In the money Last $10.75 Breakeven $46.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this call Put · $36 Last $0.05 Breakeven $35.95 Implied vol 177% Delta -0.032 ≈3% ITM Gamma 0.01 Theta -0.092 Vega 0.004 Open interest 15 Model this put
1	4	—	—	$10.35	—	-0.118	281.3%	—	0
Call · $36.5 In the money Last $10.35 Breakeven $46.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $36.5 Last — Breakeven — Implied vol 281.3% Delta -0.118 ≈12% ITM Gamma 0.017 Theta -0.41 Vega 0.01 Open interest 0 Model this put
8	4	—	—	$9.67	$0.35	-0.088	224%	2	5
Call · $37 In the money Last $9.67 Breakeven $46.67 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $37 Last $0.35 Breakeven $36.65 Implied vol 224% Delta -0.088 ≈9% ITM Gamma 0.017 Theta -0.262 Vega 0.007 Open interest 5 Model this put
4	8	—	—	$9.27	$0.08	-0.168	325.3%	1	1
Call · $37.5 In the money Last $9.27 Breakeven $46.77 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $37.5 Last $0.08 Breakeven $37.42 Implied vol 325.3% Delta -0.168 ≈17% ITM Gamma 0.018 Theta -0.603 Vega 0.01 Open interest 1 Model this put
16	6	—	—	$8.86	$0.60	-0.095	206.1%	15	66
Call · $38 In the money Last $8.86 Breakeven $46.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this call Put · $38 Last $0.60 Breakeven $37.40 Implied vol 206.1% Delta -0.095 ≈9% ITM Gamma 0.019 Theta -0.256 Vega 0.007 Open interest 66 Model this put
10	146	—	—	$8.35	$0.30	-0.105	204.9%	2	3
Call · $38.5 In the money Last $8.35 Breakeven $46.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $38.5 Last $0.30 Breakeven $38.20 Implied vol 204.9% Delta -0.105 ≈11% ITM Gamma 0.021 Theta -0.276 Vega 0.007 Open interest 3 Model this put
7	149	—	—	$7.95	$0.05	-0.124	210.5%	5	10
Call · $39 In the money Last $7.95 Breakeven $46.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $39 Last $0.05 Breakeven $38.95 Implied vol 210.5% Delta -0.124 ≈12% ITM Gamma 0.023 Theta -0.318 Vega 0.01 Open interest 10 Model this put
0	2	—	—	$7.08	$0.10	-0.043	125.5%	6	68
Call · $39.5 In the money Last $7.08 Breakeven $46.58 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $39.5 Last $0.10 Breakeven $39.40 Implied vol 125.5% Delta -0.043 ≈4% ITM Gamma 0.017 Theta -0.084 Vega 0.004 Open interest 68 Model this put
11	9	—	—	$6.95	$0.45	-0.077	142.5%	1	58
Call · $40 In the money Last $6.95 Breakeven $46.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $40 Last $0.45 Breakeven $39.55 Implied vol 142.5% Delta -0.077 ≈8% ITM Gamma 0.024 Theta -0.151 Vega 0.007 Open interest 58 Model this put
0	—	—	—	—	$0.30	-0.087	138%	5	6
Call · $40.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $40.5 Last $0.30 Breakeven $40.20 Implied vol 138% Delta -0.087 ≈9% ITM Gamma 0.027 Theta -0.159 Vega 0.007 Open interest 6 Model this put
25	18	—	—	$3.00	$0.39	-0.102	137.2%	4	14
Call · $41 In the money Last $3.00 Breakeven $44.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 25 Model this call Put · $41 Last $0.39 Breakeven $40.61 Implied vol 137.2% Delta -0.102 ≈10% ITM Gamma 0.031 Theta -0.179 Vega 0.007 Open interest 14 Model this put
6	6	—	—	$4.07	$0.25	-0.149	156.2%	45	31
Call · $41.5 In the money Last $4.07 Breakeven $45.57 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $41.5 Last $0.25 Breakeven $41.25 Implied vol 156.2% Delta -0.149 ≈15% ITM Gamma 0.035 Theta -0.265 Vega 0.01 Open interest 31 Model this put
305	1	—	—	$2.20	$0.85	-0.124	127.7%	1	5
Call · $42 In the money Last $2.20 Breakeven $44.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 305 Model this call Put · $42 Last $0.85 Breakeven $41.15 Implied vol 127.7% Delta -0.124 ≈12% ITM Gamma 0.039 Theta -0.194 Vega 0.01 Open interest 5 Model this put
100	1	—	—	$1.85	$0.18	-0.121	113.6%	4	3
Call · $42.5 In the money Last $1.85 Breakeven $44.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 100 Model this call Put · $42.5 Last $0.18 Breakeven $42.32 Implied vol 113.6% Delta -0.121 ≈12% ITM Gamma 0.043 Theta -0.17 Vega 0.007 Open interest 3 Model this put
59	13	—	—	$1.70	$0.20	-0.135	106.9%	150	47
Call · $43 In the money Last $1.70 Breakeven $44.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 59 Model this call Put · $43 Last $0.20 Breakeven $42.80 Implied vol 106.9% Delta -0.135 ≈13% ITM Gamma 0.049 Theta -0.171 Vega 0.011 Open interest 47 Model this put
0	—	—	—	—	$0.40	-0.145	97.9%	5	23
Call · $43.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $43.5 Last $0.40 Breakeven $43.10 Implied vol 97.9% Delta -0.145 ≈14% ITM Gamma 0.055 Theta -0.163 Vega 0.011 Open interest 23 Model this put
80	59	—	—	$1.86	$0.38	-0.193	105.2%	1	1
Call · $44 In the money Last $1.86 Breakeven $45.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 80 Model this call Put · $44 Last $0.38 Breakeven $43.62 Implied vol 105.2% Delta -0.193 ≈19% ITM Gamma 0.062 Theta -0.212 Vega 0.011 Open interest 1 Model this put
38	45	—	—	$2.35	$2.15	-0.235	109.6%	2	2
Call · $44.5 In the money Last $2.35 Breakeven $46.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 38 Model this call Put · $44.5 Last $2.15 Breakeven $42.35 Implied vol 109.6% Delta -0.235 ≈23% ITM Gamma 0.067 Theta -0.248 Vega 0.014 Open interest 2 Model this put
274	530	—	—	$1.20	$0.48	-0.27	107.5%	2	75
Call · $45 In the money Last $1.20 Breakeven $46.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 274 Model this call Put · $45 Last $0.48 Breakeven $44.52 Implied vol 107.5% Delta -0.27 ≈27% ITM Gamma 0.073 Theta -0.26 Vega 0.014 Open interest 75 Model this put
67	3	—	—	$1.30	$1.40	-0.319	116%	10	51
Call · $45.5 In the money Last $1.30 Breakeven $46.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 67 Model this call Put · $45.5 Last $1.40 Breakeven $44.10 Implied vol 116% Delta -0.319 ≈32% ITM Gamma 0.074 Theta -0.306 Vega 0.014 Open interest 51 Model this put
104	3	0.1%	1	$1.36	$2.45	-0.361	121.1%	30	76
Call · $46 In the money Last $1.36 Breakeven $47.36 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.005 Vega 0 Open interest 104 Model this call Put · $46 Last $2.45 Breakeven $43.55 Implied vol 121.1% Delta -0.361 ≈36% ITM Gamma 0.074 Theta -0.334 Vega 0.016 Open interest 76 Model this put
Underlying $46.33
13	1	43.7%	0.716	$1.37	$1.09	-0.393	107.6%	7	15
Call · $46.5 Last $1.37 Breakeven $47.87 Implied vol 43.7% Delta 0.716 ≈72% ITM Gamma 0.184 Theta -0.112 Vega 0.014 Open interest 13 Model this call Put · $46.5 In the money Last $1.09 Breakeven $45.41 Implied vol 107.6% Delta -0.393 ≈39% ITM Gamma 0.085 Theta -0.303 Vega 0.017 Open interest 15 Model this put
1.5k	302	34.9%	0.643	$0.87	$1.60	-0.437	107.7%	4	40
Call · $47 Last $0.87 Breakeven $47.87 Implied vol 34.9% Delta 0.643 ≈64% ITM Gamma 0.258 Theta -0.1 Vega 0.017 Open interest 1.5k Model this call Put · $47 In the money Last $1.60 Breakeven $45.40 Implied vol 107.7% Delta -0.437 ≈44% ITM Gamma 0.087 Theta -0.311 Vega 0.017 Open interest 40 Model this put
1	4	39.9%	0.51	$0.75	—	-0.478	119.8%	—	0
Call · $47.5 Last $0.75 Breakeven $48.25 Implied vol 39.9% Delta 0.51 ≈51% ITM Gamma 0.242 Theta -0.122 Vega 0.017 Open interest 1 Model this call Put · $47.5 In the money Last — Breakeven — Implied vol 119.8% Delta -0.478 ≈48% ITM Gamma 0.081 Theta -0.355 Vega 0.017 Open interest 0 Model this put
517	34	51%	0.42	$0.59	—	-0.513	127.4%	—	0
Call · $48 Last $0.59 Breakeven $48.59 Implied vol 51% Delta 0.42 ≈42% ITM Gamma 0.183 Theta -0.149 Vega 0.017 Open interest 517 Model this call Put · $48 In the money Last — Breakeven — Implied vol 127.4% Delta -0.513 ≈51% ITM Gamma 0.075 Theta -0.373 Vega 0.017 Open interest 0 Model this put
0	2	60%	0.359	$0.82	$2.25	-0.548	129.1%	1	0
Call · $48.5 Last $0.82 Breakeven $49.32 Implied vol 60% Delta 0.359 ≈36% ITM Gamma 0.15 Theta -0.169 Vega 0.015 Open interest 0 Model this call Put · $48.5 In the money Last $2.25 Breakeven $46.25 Implied vol 129.1% Delta -0.548 ≈55% ITM Gamma 0.073 Theta -0.374 Vega 0.017 Open interest 0 Model this put
485	101	66.2%	0.311	$0.44	—	-0.59	123.4%	—	0
Call · $49 Last $0.44 Breakeven $49.44 Implied vol 66.2% Delta 0.311 ≈31% ITM Gamma 0.127 Theta -0.173 Vega 0.015 Open interest 485 Model this call Put · $49 In the money Last — Breakeven — Implied vol 123.4% Delta -0.59 ≈59% ITM Gamma 0.075 Theta -0.352 Vega 0.017 Open interest 0 Model this put
20	1	57.6%	0.219	$0.25	$3.00	-0.627	123.1%	5	1
Call · $49.5 Last $0.25 Breakeven $49.75 Implied vol 57.6% Delta 0.219 ≈22% ITM Gamma 0.123 Theta -0.127 Vega 0.011 Open interest 20 Model this call Put · $49.5 In the money Last $3.00 Breakeven $46.50 Implied vol 123.1% Delta -0.627 ≈63% ITM Gamma 0.074 Theta -0.345 Vega 0.015 Open interest 1 Model this put
23	1	65.2%	0.198	$0.40	$7.77	-0.656	125.6%	1	1
Call · $50 Last $0.40 Breakeven $50.40 Implied vol 65.2% Delta 0.198 ≈20% ITM Gamma 0.102 Theta -0.134 Vega 0.012 Open interest 23 Model this call Put · $50 In the money Last $7.77 Breakeven $42.23 Implied vol 125.6% Delta -0.656 ≈66% ITM Gamma 0.07 Theta -0.339 Vega 0.015 Open interest 1 Model this put
85	80	73.7%	0.144	$0.21	—	-0.673	153.6%	—	0
Call · $51 Last $0.21 Breakeven $51.21 Implied vol 73.7% Delta 0.144 ≈14% ITM Gamma 0.074 Theta -0.125 Vega 0.012 Open interest 85 Model this call Put · $51 In the money Last — Breakeven — Implied vol 153.6% Delta -0.673 ≈67% ITM Gamma 0.056 Theta -0.404 Vega 0.015 Open interest 0 Model this put
2.1k	1.1k	103.3%	0.175	$0.15	—	-0.702	167.9%	—	0
Call · $52 Last $0.15 Breakeven $52.15 Implied vol 103.3% Delta 0.175 ≈17% ITM Gamma 0.059 Theta -0.196 Vega 0.012 Open interest 2.1k Model this call Put · $52 In the money Last — Breakeven — Implied vol 167.9% Delta -0.702 ≈70% ITM Gamma 0.049 Theta -0.425 Vega 0.015 Open interest 0 Model this put
5	1	81.1%	0.067	$0.10	—	-0.725	182%	—	0
Call · $53 Last $0.10 Breakeven $53.10 Implied vol 81.1% Delta 0.067 ≈7% ITM Gamma 0.038 Theta -0.078 Vega 0.005 Open interest 5 Model this call Put · $53 In the money Last — Breakeven — Implied vol 182% Delta -0.725 ≈73% ITM Gamma 0.044 Theta -0.446 Vega 0.015 Open interest 0 Model this put
64	65	106.7%	0.096	$0.11	—	-0.751	191.2%	—	0
Call · $54 Last $0.11 Breakeven $54.11 Implied vol 106.7% Delta 0.096 ≈10% ITM Gamma 0.038 Theta -0.134 Vega 0.008 Open interest 64 Model this call Put · $54 In the money Last — Breakeven — Implied vol 191.2% Delta -0.751 ≈75% ITM Gamma 0.04 Theta -0.448 Vega 0.012 Open interest 0 Model this put
3	3	149.3%	0.146	$0.30	$9.49	-0.758	208.6%	1	1
Call · $55 Last $0.30 Breakeven $55.30 Implied vol 149.3% Delta 0.146 ≈15% ITM Gamma 0.037 Theta -0.256 Vega 0.008 Open interest 3 Model this call Put · $55 In the money Last $9.49 Breakeven $45.51 Implied vol 208.6% Delta -0.758 ≈76% ITM Gamma 0.036 Theta -0.479 Vega 0.012 Open interest 1 Model this put
24	4	105.1%	0.042	$0.03	$10.40	-0.769	221.6%	1	1
Call · $56 Last $0.03 Breakeven $56.03 Implied vol 105.1% Delta 0.042 ≈4% ITM Gamma 0.02 Theta -0.069 Vega 0.005 Open interest 24 Model this call Put · $56 In the money Last $10.40 Breakeven $45.60 Implied vol 221.6% Delta -0.769 ≈77% ITM Gamma 0.033 Theta -0.494 Vega 0.012 Open interest 1 Model this put
0	—	168%	0.126	—	$11.98	-0.779	234.4%	1	1
Call · $57 Last — Breakeven — Implied vol 168% Delta 0.126 ≈13% ITM Gamma 0.029 Theta -0.256 Vega 0.008 Open interest 0 Model this call Put · $57 In the money Last $11.98 Breakeven $45.02 Implied vol 234.4% Delta -0.779 ≈78% ITM Gamma 0.03 Theta -0.508 Vega 0.012 Open interest 1 Model this put
0	—	178.7%	0.12	—	$12.88	-0.777	255.1%	1	1
Call · $58 Last — Breakeven — Implied vol 178.7% Delta 0.12 ≈12% ITM Gamma 0.027 Theta -0.263 Vega 0.008 Open interest 0 Model this call Put · $58 In the money Last $12.88 Breakeven $45.12 Implied vol 255.1% Delta -0.777 ≈78% ITM Gamma 0.028 Theta -0.555 Vega 0.012 Open interest 1 Model this put
0	—	189.2%	0.115	—	—	-0.799	255.3%	—	0
Call · $59 Last — Breakeven — Implied vol 189.2% Delta 0.115 ≈11% ITM Gamma 0.024 Theta -0.269 Vega 0.008 Open interest 0 Model this call Put · $59 In the money Last — Breakeven — Implied vol 255.3% Delta -0.799 ≈80% ITM Gamma 0.026 Theta -0.522 Vega 0.012 Open interest 0 Model this put
463	1	199.5%	0.11	$0.01	—	-0.801	271.5%	—	0
Call · $60 Last $0.01 Breakeven $60.01 Implied vol 199.5% Delta 0.11 ≈11% ITM Gamma 0.022 Theta -0.275 Vega 0.008 Open interest 463 Model this call Put · $60 In the money Last — Breakeven — Implied vol 271.5% Delta -0.801 ≈80% ITM Gamma 0.024 Theta -0.552 Vega 0.013 Open interest 0 Model this put

Call · $21 In the money

Last: $24.30
Breakeven: $45.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $21

Last: —
Breakeven: —
Implied vol: 594.3%
Delta: -0.034 ≈3% ITM
Gamma: 0.003
Theta: -0.334
Vega: 0.003
Open interest: 0

Model this put

Call · $22 In the money

Last: $23.16
Breakeven: $45.16
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $22

Last: $0.05
Breakeven: $21.95
Implied vol: 565.2%
Delta: -0.036 ≈4% ITM
Gamma: 0.003
Theta: -0.332
Vega: 0.003
Open interest: 0

Model this put

Call · $23 In the money

Last: $22.80
Breakeven: $45.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $23

Last: $0.05
Breakeven: $22.95
Implied vol: 537.5%
Delta: -0.038 ≈4% ITM
Gamma: 0.004
Theta: -0.331
Vega: 0.003
Open interest: 3

Model this put

Call · $24 In the money

Last: $22.68
Breakeven: $46.68
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $24

Last: —
Breakeven: —
Implied vol: 511.1%
Delta: -0.04 ≈4% ITM
Gamma: 0.004
Theta: -0.329
Vega: 0.003
Open interest: 0

Model this put

Call · $25 In the money

Last: $21.77
Breakeven: $46.77
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $25

Last: $0.06
Breakeven: $24.94
Implied vol: 485.9%
Delta: -0.043 ≈4% ITM
Gamma: 0.004
Theta: -0.327
Vega: 0.003
Open interest: 1

Model this put

Call · $26 In the money

Last: $20.30
Breakeven: $46.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $26

Last: $0.60
Breakeven: $25.40
Implied vol: 461.7%
Delta: -0.045 ≈4% ITM
Gamma: 0.005
Theta: -0.325
Vega: 0.003
Open interest: 2

Model this put

Call · $27 In the money

Last: $19.39
Breakeven: $46.39
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $27

Last: —
Breakeven: —
Implied vol: 436.5%
Delta: -0.047 ≈5% ITM
Gamma: 0.005
Theta: -0.32
Vega: 0.006
Open interest: 0

Model this put

Call · $28 In the money

Last: $18.42
Breakeven: $46.42
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $28

Last: —
Breakeven: —
Implied vol: 411.9%
Delta: -0.05 ≈5% ITM
Gamma: 0.006
Theta: -0.315
Vega: 0.006
Open interest: 0

Model this put

Call · $29 In the money

Last: $17.85
Breakeven: $46.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $29

Last: $0.89
Breakeven: $28.11
Implied vol: 388.1%
Delta: -0.053 ≈5% ITM
Gamma: 0.007
Theta: -0.309
Vega: 0.006
Open interest: 1

Model this put

Call · $30 In the money

Last: $16.95
Breakeven: $46.95
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $30

Last: $1.39
Breakeven: $28.61
Implied vol: 365.2%
Delta: -0.056 ≈6% ITM
Gamma: 0.007
Theta: -0.303
Vega: 0.006
Open interest: 2

Model this put

Call · $31 In the money

Last: $13.90
Breakeven: $44.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $31

Last: —
Breakeven: —
Implied vol: 343.1%
Delta: -0.059 ≈6% ITM
Gamma: 0.008
Theta: -0.297
Vega: 0.006
Open interest: 0

Model this put

Call · $32 In the money

Last: $13.10
Breakeven: $45.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $32

Last: $0.05
Breakeven: $31.95
Implied vol: 321.6%
Delta: -0.063 ≈6% ITM
Gamma: 0.009
Theta: -0.292
Vega: 0.006
Open interest: 10

Model this put

Call · $33 In the money

Last: $13.85
Breakeven: $46.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $33

Last: —
Breakeven: —
Implied vol: 309%
Delta: -0.071 ≈7% ITM
Gamma: 0.01
Theta: -0.309
Vega: 0.006
Open interest: 0

Model this put

Call · $33.5 In the money

Last: $13.30
Breakeven: $46.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $33.5

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

Model this put

Call · $34 In the money

Last: $12.94
Breakeven: $46.94
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this call

Put · $34

Last: $0.10
Breakeven: $33.90
Implied vol: 222.5%
Delta: -0.036 ≈4% ITM
Gamma: 0.008
Theta: -0.129
Vega: 0.004
Open interest: 2

Model this put

Call · $34.5 In the money

Last: $11.19
Breakeven: $45.69
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $34.5

Last: —
Breakeven: —
Implied vol: 241.6%
Delta: -0.053 ≈5% ITM
Gamma: 0.011
Theta: -0.193
Vega: 0.004
Open interest: 0

Model this put

Call · $35 In the money

Last: $10.20
Breakeven: $45.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $35

Last: —
Breakeven: —
Implied vol: 237.7%
Delta: -0.058 ≈6% ITM
Gamma: 0.012
Theta: -0.205
Vega: 0.006
Open interest: 0

Model this put

Call · $35.5 In the money

Last: $10.28
Breakeven: $45.78
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $35.5

Last: $0.05
Breakeven: $35.45
Implied vol: 263.5%
Delta: -0.087 ≈9% ITM
Gamma: 0.014
Theta: -0.305
Vega: 0.006
Open interest: 5

Model this put

Call · $36 In the money

Last: $10.75
Breakeven: $46.75
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 23

Model this call

Put · $36

Last: $0.05
Breakeven: $35.95
Implied vol: 177%
Delta: -0.032 ≈3% ITM
Gamma: 0.01
Theta: -0.092
Vega: 0.004
Open interest: 15

Model this put

Call · $36.5 In the money

Last: $10.35
Breakeven: $46.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $36.5

Last: —
Breakeven: —
Implied vol: 281.3%
Delta: -0.118 ≈12% ITM
Gamma: 0.017
Theta: -0.41
Vega: 0.01
Open interest: 0

Model this put

Call · $37 In the money

Last: $9.67
Breakeven: $46.67
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $37

Last: $0.35
Breakeven: $36.65
Implied vol: 224%
Delta: -0.088 ≈9% ITM
Gamma: 0.017
Theta: -0.262
Vega: 0.007
Open interest: 5

Model this put

Call · $37.5 In the money

Last: $9.27
Breakeven: $46.77
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $37.5

Last: $0.08
Breakeven: $37.42
Implied vol: 325.3%
Delta: -0.168 ≈17% ITM
Gamma: 0.018
Theta: -0.603
Vega: 0.01
Open interest: 1

Model this put

Call · $38 In the money

Last: $8.86
Breakeven: $46.86
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 16

Model this call

Put · $38

Last: $0.60
Breakeven: $37.40
Implied vol: 206.1%
Delta: -0.095 ≈9% ITM
Gamma: 0.019
Theta: -0.256
Vega: 0.007
Open interest: 66

Model this put

Call · $38.5 In the money

Last: $8.35
Breakeven: $46.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 10

Model this call

Put · $38.5

Last: $0.30
Breakeven: $38.20
Implied vol: 204.9%
Delta: -0.105 ≈11% ITM
Gamma: 0.021
Theta: -0.276
Vega: 0.007
Open interest: 3

Model this put

Call · $39 In the money

Last: $7.95
Breakeven: $46.95
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 7

Model this call

Put · $39

Last: $0.05
Breakeven: $38.95
Implied vol: 210.5%
Delta: -0.124 ≈12% ITM
Gamma: 0.023
Theta: -0.318
Vega: 0.01
Open interest: 10

Model this put

Call · $39.5 In the money

Last: $7.08
Breakeven: $46.58
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $39.5

Last: $0.10
Breakeven: $39.40
Implied vol: 125.5%
Delta: -0.043 ≈4% ITM
Gamma: 0.017
Theta: -0.084
Vega: 0.004
Open interest: 68

Model this put

Call · $40 In the money

Last: $6.95
Breakeven: $46.95
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this call

Put · $40

Last: $0.45
Breakeven: $39.55
Implied vol: 142.5%
Delta: -0.077 ≈8% ITM
Gamma: 0.024
Theta: -0.151
Vega: 0.007
Open interest: 58

Model this put

Call · $40.5 In the money

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

Model this call

Put · $40.5

Last: $0.30
Breakeven: $40.20
Implied vol: 138%
Delta: -0.087 ≈9% ITM
Gamma: 0.027
Theta: -0.159
Vega: 0.007
Open interest: 6

Model this put

Call · $41 In the money

Last: $3.00
Breakeven: $44.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 25

Model this call

Put · $41

Last: $0.39
Breakeven: $40.61
Implied vol: 137.2%
Delta: -0.102 ≈10% ITM
Gamma: 0.031
Theta: -0.179
Vega: 0.007
Open interest: 14

Model this put

Call · $41.5 In the money

Last: $4.07
Breakeven: $45.57
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this call

Put · $41.5

Last: $0.25
Breakeven: $41.25
Implied vol: 156.2%
Delta: -0.149 ≈15% ITM
Gamma: 0.035
Theta: -0.265
Vega: 0.01
Open interest: 31

Model this put

Call · $42 In the money

Last: $2.20
Breakeven: $44.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 305

Model this call

Put · $42

Last: $0.85
Breakeven: $41.15
Implied vol: 127.7%
Delta: -0.124 ≈12% ITM
Gamma: 0.039
Theta: -0.194
Vega: 0.01
Open interest: 5

Model this put

Call · $42.5 In the money

Last: $1.85
Breakeven: $44.35
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 100

Model this call

Put · $42.5

Last: $0.18
Breakeven: $42.32
Implied vol: 113.6%
Delta: -0.121 ≈12% ITM
Gamma: 0.043
Theta: -0.17
Vega: 0.007
Open interest: 3

Model this put

Call · $43 In the money

Last: $1.70
Breakeven: $44.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 59

Model this call

Put · $43

Last: $0.20
Breakeven: $42.80
Implied vol: 106.9%
Delta: -0.135 ≈13% ITM
Gamma: 0.049
Theta: -0.171
Vega: 0.011
Open interest: 47

Model this put

Call · $43.5 In the money

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

Model this call

Put · $43.5

Last: $0.40
Breakeven: $43.10
Implied vol: 97.9%
Delta: -0.145 ≈14% ITM
Gamma: 0.055
Theta: -0.163
Vega: 0.011
Open interest: 23

Model this put

Call · $44 In the money

Last: $1.86
Breakeven: $45.86
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 80

Model this call

Put · $44

Last: $0.38
Breakeven: $43.62
Implied vol: 105.2%
Delta: -0.193 ≈19% ITM
Gamma: 0.062
Theta: -0.212
Vega: 0.011
Open interest: 1

Model this put

Call · $44.5 In the money

Last: $2.35
Breakeven: $46.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 38

Model this call

Put · $44.5

Last: $2.15
Breakeven: $42.35
Implied vol: 109.6%
Delta: -0.235 ≈23% ITM
Gamma: 0.067
Theta: -0.248
Vega: 0.014
Open interest: 2

Model this put

Call · $45 In the money

Last: $1.20
Breakeven: $46.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 274

Model this call

Put · $45

Last: $0.48
Breakeven: $44.52
Implied vol: 107.5%
Delta: -0.27 ≈27% ITM
Gamma: 0.073
Theta: -0.26
Vega: 0.014
Open interest: 75

Model this put

Call · $45.5 In the money

Last: $1.30
Breakeven: $46.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 67

Model this call

Put · $45.5

Last: $1.40
Breakeven: $44.10
Implied vol: 116%
Delta: -0.319 ≈32% ITM
Gamma: 0.074
Theta: -0.306
Vega: 0.014
Open interest: 51

Model this put

Call · $46 In the money

Last: $1.36
Breakeven: $47.36
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.005
Vega: 0
Open interest: 104

Model this call

Put · $46

Last: $2.45
Breakeven: $43.55
Implied vol: 121.1%
Delta: -0.361 ≈36% ITM
Gamma: 0.074
Theta: -0.334
Vega: 0.016
Open interest: 76

Model this put

Call · $46.5

Last: $1.37
Breakeven: $47.87
Implied vol: 43.7%
Delta: 0.716 ≈72% ITM
Gamma: 0.184
Theta: -0.112
Vega: 0.014
Open interest: 13

Model this call

Put · $46.5 In the money

Last: $1.09
Breakeven: $45.41
Implied vol: 107.6%
Delta: -0.393 ≈39% ITM
Gamma: 0.085
Theta: -0.303
Vega: 0.017
Open interest: 15

Model this put

Call · $47

Last: $0.87
Breakeven: $47.87
Implied vol: 34.9%
Delta: 0.643 ≈64% ITM
Gamma: 0.258
Theta: -0.1
Vega: 0.017
Open interest: 1.5k

Model this call

Put · $47 In the money

Last: $1.60
Breakeven: $45.40
Implied vol: 107.7%
Delta: -0.437 ≈44% ITM
Gamma: 0.087
Theta: -0.311
Vega: 0.017
Open interest: 40

Model this put

Call · $47.5

Last: $0.75
Breakeven: $48.25
Implied vol: 39.9%
Delta: 0.51 ≈51% ITM
Gamma: 0.242
Theta: -0.122
Vega: 0.017
Open interest: 1

Model this call

Put · $47.5 In the money

Last: —
Breakeven: —
Implied vol: 119.8%
Delta: -0.478 ≈48% ITM
Gamma: 0.081
Theta: -0.355
Vega: 0.017
Open interest: 0

Model this put

Call · $48

Last: $0.59
Breakeven: $48.59
Implied vol: 51%
Delta: 0.42 ≈42% ITM
Gamma: 0.183
Theta: -0.149
Vega: 0.017
Open interest: 517

Model this call

Put · $48 In the money

Last: —
Breakeven: —
Implied vol: 127.4%
Delta: -0.513 ≈51% ITM
Gamma: 0.075
Theta: -0.373
Vega: 0.017
Open interest: 0

Model this put

Call · $48.5

Last: $0.82
Breakeven: $49.32
Implied vol: 60%
Delta: 0.359 ≈36% ITM
Gamma: 0.15
Theta: -0.169
Vega: 0.015
Open interest: 0

Model this call

Put · $48.5 In the money

Last: $2.25
Breakeven: $46.25
Implied vol: 129.1%
Delta: -0.548 ≈55% ITM
Gamma: 0.073
Theta: -0.374
Vega: 0.017
Open interest: 0

Model this put

Call · $49

Last: $0.44
Breakeven: $49.44
Implied vol: 66.2%
Delta: 0.311 ≈31% ITM
Gamma: 0.127
Theta: -0.173
Vega: 0.015
Open interest: 485

Model this call

Put · $49 In the money

Last: —
Breakeven: —
Implied vol: 123.4%
Delta: -0.59 ≈59% ITM
Gamma: 0.075
Theta: -0.352
Vega: 0.017
Open interest: 0

Model this put

Call · $49.5

Last: $0.25
Breakeven: $49.75
Implied vol: 57.6%
Delta: 0.219 ≈22% ITM
Gamma: 0.123
Theta: -0.127
Vega: 0.011
Open interest: 20

Model this call

Put · $49.5 In the money

Last: $3.00
Breakeven: $46.50
Implied vol: 123.1%
Delta: -0.627 ≈63% ITM
Gamma: 0.074
Theta: -0.345
Vega: 0.015
Open interest: 1

Model this put

Call · $50

Last: $0.40
Breakeven: $50.40
Implied vol: 65.2%
Delta: 0.198 ≈20% ITM
Gamma: 0.102
Theta: -0.134
Vega: 0.012
Open interest: 23

Model this call

Put · $50 In the money

Last: $7.77
Breakeven: $42.23
Implied vol: 125.6%
Delta: -0.656 ≈66% ITM
Gamma: 0.07
Theta: -0.339
Vega: 0.015
Open interest: 1

Model this put

Call · $51

Last: $0.21
Breakeven: $51.21
Implied vol: 73.7%
Delta: 0.144 ≈14% ITM
Gamma: 0.074
Theta: -0.125
Vega: 0.012
Open interest: 85

Model this call

Put · $51 In the money

Last: —
Breakeven: —
Implied vol: 153.6%
Delta: -0.673 ≈67% ITM
Gamma: 0.056
Theta: -0.404
Vega: 0.015
Open interest: 0

Model this put

Call · $52

Last: $0.15
Breakeven: $52.15
Implied vol: 103.3%
Delta: 0.175 ≈17% ITM
Gamma: 0.059
Theta: -0.196
Vega: 0.012
Open interest: 2.1k

Model this call

Put · $52 In the money

Last: —
Breakeven: —
Implied vol: 167.9%
Delta: -0.702 ≈70% ITM
Gamma: 0.049
Theta: -0.425
Vega: 0.015
Open interest: 0

Model this put

Call · $53

Last: $0.10
Breakeven: $53.10
Implied vol: 81.1%
Delta: 0.067 ≈7% ITM
Gamma: 0.038
Theta: -0.078
Vega: 0.005
Open interest: 5

Model this call

Put · $53 In the money

Last: —
Breakeven: —
Implied vol: 182%
Delta: -0.725 ≈73% ITM
Gamma: 0.044
Theta: -0.446
Vega: 0.015
Open interest: 0

Model this put

Call · $54

Last: $0.11
Breakeven: $54.11
Implied vol: 106.7%
Delta: 0.096 ≈10% ITM
Gamma: 0.038
Theta: -0.134
Vega: 0.008
Open interest: 64

Model this call

Put · $54 In the money

Last: —
Breakeven: —
Implied vol: 191.2%
Delta: -0.751 ≈75% ITM
Gamma: 0.04
Theta: -0.448
Vega: 0.012
Open interest: 0

Model this put

Call · $55

Last: $0.30
Breakeven: $55.30
Implied vol: 149.3%
Delta: 0.146 ≈15% ITM
Gamma: 0.037
Theta: -0.256
Vega: 0.008
Open interest: 3

Model this call

Put · $55 In the money

Last: $9.49
Breakeven: $45.51
Implied vol: 208.6%
Delta: -0.758 ≈76% ITM
Gamma: 0.036
Theta: -0.479
Vega: 0.012
Open interest: 1

Model this put

Call · $56

Last: $0.03
Breakeven: $56.03
Implied vol: 105.1%
Delta: 0.042 ≈4% ITM
Gamma: 0.02
Theta: -0.069
Vega: 0.005
Open interest: 24

Model this call

Put · $56 In the money

Last: $10.40
Breakeven: $45.60
Implied vol: 221.6%
Delta: -0.769 ≈77% ITM
Gamma: 0.033
Theta: -0.494
Vega: 0.012
Open interest: 1

Model this put

Call · $57

Last: —
Breakeven: —
Implied vol: 168%
Delta: 0.126 ≈13% ITM
Gamma: 0.029
Theta: -0.256
Vega: 0.008
Open interest: 0

Model this call

Put · $57 In the money

Last: $11.98
Breakeven: $45.02
Implied vol: 234.4%
Delta: -0.779 ≈78% ITM
Gamma: 0.03
Theta: -0.508
Vega: 0.012
Open interest: 1

Model this put

Call · $58

Last: —
Breakeven: —
Implied vol: 178.7%
Delta: 0.12 ≈12% ITM
Gamma: 0.027
Theta: -0.263
Vega: 0.008
Open interest: 0

Model this call

Put · $58 In the money

Last: $12.88
Breakeven: $45.12
Implied vol: 255.1%
Delta: -0.777 ≈78% ITM
Gamma: 0.028
Theta: -0.555
Vega: 0.012
Open interest: 1

Model this put

Call · $59

Last: —
Breakeven: —
Implied vol: 189.2%
Delta: 0.115 ≈11% ITM
Gamma: 0.024
Theta: -0.269
Vega: 0.008
Open interest: 0

Model this call

Put · $59 In the money

Last: —
Breakeven: —
Implied vol: 255.3%
Delta: -0.799 ≈80% ITM
Gamma: 0.026
Theta: -0.522
Vega: 0.012
Open interest: 0

Model this put

Call · $60

Last: $0.01
Breakeven: $60.01
Implied vol: 199.5%
Delta: 0.11 ≈11% ITM
Gamma: 0.022
Theta: -0.275
Vega: 0.008
Open interest: 463

Model this call

Put · $60 In the money

Last: —
Breakeven: —
Implied vol: 271.5%
Delta: -0.801 ≈80% ITM
Gamma: 0.024
Theta: -0.552
Vega: 0.013
Open interest: 0

Model this put

BILL · BILL Holdings, Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
4	3	—	—	$24.30		—	-0.034	594.3%	—	0
Call · $21 In the money Last $24.30 Breakeven $45.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $21 Last — Breakeven — Implied vol 594.3% Delta -0.034 ≈3% ITM Gamma 0.003 Theta -0.334 Vega 0.003 Open interest 0 Model this put
3	3	—	—	$23.16		$0.05	-0.036	565.2%	1	0
Call · $22 In the money Last $23.16 Breakeven $45.16 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $22 Last $0.05 Breakeven $21.95 Implied vol 565.2% Delta -0.036 ≈4% ITM Gamma 0.003 Theta -0.332 Vega 0.003 Open interest 0 Model this put
3	2	—	—	$22.80		$0.05	-0.038	537.5%	3	3
Call · $23 In the money Last $22.80 Breakeven $45.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $23 Last $0.05 Breakeven $22.95 Implied vol 537.5% Delta -0.038 ≈4% ITM Gamma 0.004 Theta -0.331 Vega 0.003 Open interest 3 Model this put
2	5	—	—	$22.68		—	-0.04	511.1%	—	0
Call · $24 In the money Last $22.68 Breakeven $46.68 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $24 Last — Breakeven — Implied vol 511.1% Delta -0.04 ≈4% ITM Gamma 0.004 Theta -0.329 Vega 0.003 Open interest 0 Model this put
2	6	—	—	$21.77		$0.06	-0.043	485.9%	2	1
Call · $25 In the money Last $21.77 Breakeven $46.77 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $25 Last $0.06 Breakeven $24.94 Implied vol 485.9% Delta -0.043 ≈4% ITM Gamma 0.004 Theta -0.327 Vega 0.003 Open interest 1 Model this put
3	17	—	—	$20.30		$0.60	-0.045	461.7%	2	2
Call · $26 In the money Last $20.30 Breakeven $46.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $26 Last $0.60 Breakeven $25.40 Implied vol 461.7% Delta -0.045 ≈4% ITM Gamma 0.005 Theta -0.325 Vega 0.003 Open interest 2 Model this put
3	15	—	—	$19.39		—	-0.047	436.5%	—	0
Call · $27 In the money Last $19.39 Breakeven $46.39 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $27 Last — Breakeven — Implied vol 436.5% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.32 Vega 0.006 Open interest 0 Model this put
3	2	—	—	$18.42		—	-0.05	411.9%	—	0
Call · $28 In the money Last $18.42 Breakeven $46.42 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $28 Last — Breakeven — Implied vol 411.9% Delta -0.05 ≈5% ITM Gamma 0.006 Theta -0.315 Vega 0.006 Open interest 0 Model this put
2	113	—	—	$17.85		$0.89	-0.053	388.1%	1	1
Call · $29 In the money Last $17.85 Breakeven $46.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $29 Last $0.89 Breakeven $28.11 Implied vol 388.1% Delta -0.053 ≈5% ITM Gamma 0.007 Theta -0.309 Vega 0.006 Open interest 1 Model this put
0	112	—	—	$16.95		$1.39	-0.056	365.2%	6	2
Call · $30 In the money Last $16.95 Breakeven $46.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $30 Last $1.39 Breakeven $28.61 Implied vol 365.2% Delta -0.056 ≈6% ITM Gamma 0.007 Theta -0.303 Vega 0.006 Open interest 2 Model this put
4	6	—	—	$13.90		—	-0.059	343.1%	—	0
Call · $31 In the money Last $13.90 Breakeven $44.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $31 Last — Breakeven — Implied vol 343.1% Delta -0.059 ≈6% ITM Gamma 0.008 Theta -0.297 Vega 0.006 Open interest 0 Model this put
4	5	—	—	$13.10		$0.05	-0.063	321.6%	10	10
Call · $32 In the money Last $13.10 Breakeven $45.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $32 Last $0.05 Breakeven $31.95 Implied vol 321.6% Delta -0.063 ≈6% ITM Gamma 0.009 Theta -0.292 Vega 0.006 Open interest 10 Model this put
1	3	—	—	$13.85		—	-0.071	309%	—	0
Call · $33 In the money Last $13.85 Breakeven $46.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $33 Last — Breakeven — Implied vol 309% Delta -0.071 ≈7% ITM Gamma 0.01 Theta -0.309 Vega 0.006 Open interest 0 Model this put
0	3	—	—	$13.30		—	—	—	—	0
Call · $33.5 In the money Last $13.30 Breakeven $46.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $33.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
6	7	—	—	$12.94		$0.10	-0.036	222.5%	10	2
Call · $34 In the money Last $12.94 Breakeven $46.94 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $34 Last $0.10 Breakeven $33.90 Implied vol 222.5% Delta -0.036 ≈4% ITM Gamma 0.008 Theta -0.129 Vega 0.004 Open interest 2 Model this put
3	3	—	—	$11.19		—	-0.053	241.6%	—	0
Call · $34.5 In the money Last $11.19 Breakeven $45.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $34.5 Last — Breakeven — Implied vol 241.6% Delta -0.053 ≈5% ITM Gamma 0.011 Theta -0.193 Vega 0.004 Open interest 0 Model this put
8	5	—	—	$10.20		—	-0.058	237.7%	—	0
Call · $35 In the money Last $10.20 Breakeven $45.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $35 Last — Breakeven — Implied vol 237.7% Delta -0.058 ≈6% ITM Gamma 0.012 Theta -0.205 Vega 0.006 Open interest 0 Model this put
3	2	—	—	$10.28		$0.05	-0.087	263.5%	5	5
Call · $35.5 In the money Last $10.28 Breakeven $45.78 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $35.5 Last $0.05 Breakeven $35.45 Implied vol 263.5% Delta -0.087 ≈9% ITM Gamma 0.014 Theta -0.305 Vega 0.006 Open interest 5 Model this put
23	3	—	—	$10.75		$0.05	-0.032	177%	2	15
Call · $36 In the money Last $10.75 Breakeven $46.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this call Put · $36 Last $0.05 Breakeven $35.95 Implied vol 177% Delta -0.032 ≈3% ITM Gamma 0.01 Theta -0.092 Vega 0.004 Open interest 15 Model this put
1	4	—	—	$10.35		—	-0.118	281.3%	—	0
Call · $36.5 In the money Last $10.35 Breakeven $46.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $36.5 Last — Breakeven — Implied vol 281.3% Delta -0.118 ≈12% ITM Gamma 0.017 Theta -0.41 Vega 0.01 Open interest 0 Model this put
8	4	—	—	$9.67		$0.35	-0.088	224%	2	5
Call · $37 In the money Last $9.67 Breakeven $46.67 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $37 Last $0.35 Breakeven $36.65 Implied vol 224% Delta -0.088 ≈9% ITM Gamma 0.017 Theta -0.262 Vega 0.007 Open interest 5 Model this put
4	8	—	—	$9.27		$0.08	-0.168	325.3%	1	1
Call · $37.5 In the money Last $9.27 Breakeven $46.77 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $37.5 Last $0.08 Breakeven $37.42 Implied vol 325.3% Delta -0.168 ≈17% ITM Gamma 0.018 Theta -0.603 Vega 0.01 Open interest 1 Model this put
16	6	—	—	$8.86		$0.60	-0.095	206.1%	15	66
Call · $38 In the money Last $8.86 Breakeven $46.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this call Put · $38 Last $0.60 Breakeven $37.40 Implied vol 206.1% Delta -0.095 ≈9% ITM Gamma 0.019 Theta -0.256 Vega 0.007 Open interest 66 Model this put
10	146	—	—	$8.35		$0.30	-0.105	204.9%	2	3
Call · $38.5 In the money Last $8.35 Breakeven $46.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $38.5 Last $0.30 Breakeven $38.20 Implied vol 204.9% Delta -0.105 ≈11% ITM Gamma 0.021 Theta -0.276 Vega 0.007 Open interest 3 Model this put
7	149	—	—	$7.95		$0.05	-0.124	210.5%	5	10
Call · $39 In the money Last $7.95 Breakeven $46.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $39 Last $0.05 Breakeven $38.95 Implied vol 210.5% Delta -0.124 ≈12% ITM Gamma 0.023 Theta -0.318 Vega 0.01 Open interest 10 Model this put
0	2	—	—	$7.08		$0.10	-0.043	125.5%	6	68
Call · $39.5 In the money Last $7.08 Breakeven $46.58 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $39.5 Last $0.10 Breakeven $39.40 Implied vol 125.5% Delta -0.043 ≈4% ITM Gamma 0.017 Theta -0.084 Vega 0.004 Open interest 68 Model this put
11	9	—	—	$6.95		$0.45	-0.077	142.5%	1	58
Call · $40 In the money Last $6.95 Breakeven $46.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $40 Last $0.45 Breakeven $39.55 Implied vol 142.5% Delta -0.077 ≈8% ITM Gamma 0.024 Theta -0.151 Vega 0.007 Open interest 58 Model this put
0	—	—	—	—		$0.30	-0.087	138%	5	6
Call · $40.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $40.5 Last $0.30 Breakeven $40.20 Implied vol 138% Delta -0.087 ≈9% ITM Gamma 0.027 Theta -0.159 Vega 0.007 Open interest 6 Model this put
25	18	—	—	$3.00		$0.39	-0.102	137.2%	4	14
Call · $41 In the money Last $3.00 Breakeven $44.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 25 Model this call Put · $41 Last $0.39 Breakeven $40.61 Implied vol 137.2% Delta -0.102 ≈10% ITM Gamma 0.031 Theta -0.179 Vega 0.007 Open interest 14 Model this put
6	6	—	—	$4.07		$0.25	-0.149	156.2%	45	31
Call · $41.5 In the money Last $4.07 Breakeven $45.57 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $41.5 Last $0.25 Breakeven $41.25 Implied vol 156.2% Delta -0.149 ≈15% ITM Gamma 0.035 Theta -0.265 Vega 0.01 Open interest 31 Model this put
305	1	—	—	$2.20		$0.85	-0.124	127.7%	1	5
Call · $42 In the money Last $2.20 Breakeven $44.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 305 Model this call Put · $42 Last $0.85 Breakeven $41.15 Implied vol 127.7% Delta -0.124 ≈12% ITM Gamma 0.039 Theta -0.194 Vega 0.01 Open interest 5 Model this put
100	1	—	—	$1.85		$0.18	-0.121	113.6%	4	3
Call · $42.5 In the money Last $1.85 Breakeven $44.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 100 Model this call Put · $42.5 Last $0.18 Breakeven $42.32 Implied vol 113.6% Delta -0.121 ≈12% ITM Gamma 0.043 Theta -0.17 Vega 0.007 Open interest 3 Model this put
59	13	—	—	$1.70		$0.20	-0.135	106.9%	150	47
Call · $43 In the money Last $1.70 Breakeven $44.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 59 Model this call Put · $43 Last $0.20 Breakeven $42.80 Implied vol 106.9% Delta -0.135 ≈13% ITM Gamma 0.049 Theta -0.171 Vega 0.011 Open interest 47 Model this put
0	—	—	—	—		$0.40	-0.145	97.9%	5	23
Call · $43.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $43.5 Last $0.40 Breakeven $43.10 Implied vol 97.9% Delta -0.145 ≈14% ITM Gamma 0.055 Theta -0.163 Vega 0.011 Open interest 23 Model this put
80	59	—	—	$1.86		$0.38	-0.193	105.2%	1	1
Call · $44 In the money Last $1.86 Breakeven $45.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 80 Model this call Put · $44 Last $0.38 Breakeven $43.62 Implied vol 105.2% Delta -0.193 ≈19% ITM Gamma 0.062 Theta -0.212 Vega 0.011 Open interest 1 Model this put
38	45	—	—	$2.35		$2.15	-0.235	109.6%	2	2
Call · $44.5 In the money Last $2.35 Breakeven $46.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 38 Model this call Put · $44.5 Last $2.15 Breakeven $42.35 Implied vol 109.6% Delta -0.235 ≈23% ITM Gamma 0.067 Theta -0.248 Vega 0.014 Open interest 2 Model this put
274	530	—	—	$1.20		$0.48	-0.27	107.5%	2	75
Call · $45 In the money Last $1.20 Breakeven $46.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 274 Model this call Put · $45 Last $0.48 Breakeven $44.52 Implied vol 107.5% Delta -0.27 ≈27% ITM Gamma 0.073 Theta -0.26 Vega 0.014 Open interest 75 Model this put
67	3	—	—	$1.30		$1.40	-0.319	116%	10	51
Call · $45.5 In the money Last $1.30 Breakeven $46.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 67 Model this call Put · $45.5 Last $1.40 Breakeven $44.10 Implied vol 116% Delta -0.319 ≈32% ITM Gamma 0.074 Theta -0.306 Vega 0.014 Open interest 51 Model this put
104	3	0.1%	1	$1.36		$2.45	-0.361	121.1%	30	76
Call · $46 In the money Last $1.36 Breakeven $47.36 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.005 Vega 0 Open interest 104 Model this call Put · $46 Last $2.45 Breakeven $43.55 Implied vol 121.1% Delta -0.361 ≈36% ITM Gamma 0.074 Theta -0.334 Vega 0.016 Open interest 76 Model this put
Underlying $46.33
13	1	43.7%	0.716	$1.37		$1.09	-0.393	107.6%	7	15
Call · $46.5 Last $1.37 Breakeven $47.87 Implied vol 43.7% Delta 0.716 ≈72% ITM Gamma 0.184 Theta -0.112 Vega 0.014 Open interest 13 Model this call Put · $46.5 In the money Last $1.09 Breakeven $45.41 Implied vol 107.6% Delta -0.393 ≈39% ITM Gamma 0.085 Theta -0.303 Vega 0.017 Open interest 15 Model this put
1.5k	302	34.9%	0.643	$0.87		$1.60	-0.437	107.7%	4	40
Call · $47 Last $0.87 Breakeven $47.87 Implied vol 34.9% Delta 0.643 ≈64% ITM Gamma 0.258 Theta -0.1 Vega 0.017 Open interest 1.5k Model this call Put · $47 In the money Last $1.60 Breakeven $45.40 Implied vol 107.7% Delta -0.437 ≈44% ITM Gamma 0.087 Theta -0.311 Vega 0.017 Open interest 40 Model this put
1	4	39.9%	0.51	$0.75		—	-0.478	119.8%	—	0
Call · $47.5 Last $0.75 Breakeven $48.25 Implied vol 39.9% Delta 0.51 ≈51% ITM Gamma 0.242 Theta -0.122 Vega 0.017 Open interest 1 Model this call Put · $47.5 In the money Last — Breakeven — Implied vol 119.8% Delta -0.478 ≈48% ITM Gamma 0.081 Theta -0.355 Vega 0.017 Open interest 0 Model this put
517	34	51%	0.42	$0.59		—	-0.513	127.4%	—	0
Call · $48 Last $0.59 Breakeven $48.59 Implied vol 51% Delta 0.42 ≈42% ITM Gamma 0.183 Theta -0.149 Vega 0.017 Open interest 517 Model this call Put · $48 In the money Last — Breakeven — Implied vol 127.4% Delta -0.513 ≈51% ITM Gamma 0.075 Theta -0.373 Vega 0.017 Open interest 0 Model this put
0	2	60%	0.359	$0.82		$2.25	-0.548	129.1%	1	0
Call · $48.5 Last $0.82 Breakeven $49.32 Implied vol 60% Delta 0.359 ≈36% ITM Gamma 0.15 Theta -0.169 Vega 0.015 Open interest 0 Model this call Put · $48.5 In the money Last $2.25 Breakeven $46.25 Implied vol 129.1% Delta -0.548 ≈55% ITM Gamma 0.073 Theta -0.374 Vega 0.017 Open interest 0 Model this put
485	101	66.2%	0.311	$0.44		—	-0.59	123.4%	—	0
Call · $49 Last $0.44 Breakeven $49.44 Implied vol 66.2% Delta 0.311 ≈31% ITM Gamma 0.127 Theta -0.173 Vega 0.015 Open interest 485 Model this call Put · $49 In the money Last — Breakeven — Implied vol 123.4% Delta -0.59 ≈59% ITM Gamma 0.075 Theta -0.352 Vega 0.017 Open interest 0 Model this put
20	1	57.6%	0.219	$0.25		$3.00	-0.627	123.1%	5	1
Call · $49.5 Last $0.25 Breakeven $49.75 Implied vol 57.6% Delta 0.219 ≈22% ITM Gamma 0.123 Theta -0.127 Vega 0.011 Open interest 20 Model this call Put · $49.5 In the money Last $3.00 Breakeven $46.50 Implied vol 123.1% Delta -0.627 ≈63% ITM Gamma 0.074 Theta -0.345 Vega 0.015 Open interest 1 Model this put
23	1	65.2%	0.198	$0.40		$7.77	-0.656	125.6%	1	1
Call · $50 Last $0.40 Breakeven $50.40 Implied vol 65.2% Delta 0.198 ≈20% ITM Gamma 0.102 Theta -0.134 Vega 0.012 Open interest 23 Model this call Put · $50 In the money Last $7.77 Breakeven $42.23 Implied vol 125.6% Delta -0.656 ≈66% ITM Gamma 0.07 Theta -0.339 Vega 0.015 Open interest 1 Model this put
85	80	73.7%	0.144	$0.21		—	-0.673	153.6%	—	0
Call · $51 Last $0.21 Breakeven $51.21 Implied vol 73.7% Delta 0.144 ≈14% ITM Gamma 0.074 Theta -0.125 Vega 0.012 Open interest 85 Model this call Put · $51 In the money Last — Breakeven — Implied vol 153.6% Delta -0.673 ≈67% ITM Gamma 0.056 Theta -0.404 Vega 0.015 Open interest 0 Model this put
2.1k	1.1k	103.3%	0.175	$0.15		—	-0.702	167.9%	—	0
Call · $52 Last $0.15 Breakeven $52.15 Implied vol 103.3% Delta 0.175 ≈17% ITM Gamma 0.059 Theta -0.196 Vega 0.012 Open interest 2.1k Model this call Put · $52 In the money Last — Breakeven — Implied vol 167.9% Delta -0.702 ≈70% ITM Gamma 0.049 Theta -0.425 Vega 0.015 Open interest 0 Model this put
5	1	81.1%	0.067	$0.10		—	-0.725	182%	—	0
Call · $53 Last $0.10 Breakeven $53.10 Implied vol 81.1% Delta 0.067 ≈7% ITM Gamma 0.038 Theta -0.078 Vega 0.005 Open interest 5 Model this call Put · $53 In the money Last — Breakeven — Implied vol 182% Delta -0.725 ≈73% ITM Gamma 0.044 Theta -0.446 Vega 0.015 Open interest 0 Model this put
64	65	106.7%	0.096	$0.11		—	-0.751	191.2%	—	0
Call · $54 Last $0.11 Breakeven $54.11 Implied vol 106.7% Delta 0.096 ≈10% ITM Gamma 0.038 Theta -0.134 Vega 0.008 Open interest 64 Model this call Put · $54 In the money Last — Breakeven — Implied vol 191.2% Delta -0.751 ≈75% ITM Gamma 0.04 Theta -0.448 Vega 0.012 Open interest 0 Model this put
3	3	149.3%	0.146	$0.30		$9.49	-0.758	208.6%	1	1
Call · $55 Last $0.30 Breakeven $55.30 Implied vol 149.3% Delta 0.146 ≈15% ITM Gamma 0.037 Theta -0.256 Vega 0.008 Open interest 3 Model this call Put · $55 In the money Last $9.49 Breakeven $45.51 Implied vol 208.6% Delta -0.758 ≈76% ITM Gamma 0.036 Theta -0.479 Vega 0.012 Open interest 1 Model this put
24	4	105.1%	0.042	$0.03		$10.40	-0.769	221.6%	1	1
Call · $56 Last $0.03 Breakeven $56.03 Implied vol 105.1% Delta 0.042 ≈4% ITM Gamma 0.02 Theta -0.069 Vega 0.005 Open interest 24 Model this call Put · $56 In the money Last $10.40 Breakeven $45.60 Implied vol 221.6% Delta -0.769 ≈77% ITM Gamma 0.033 Theta -0.494 Vega 0.012 Open interest 1 Model this put
0	—	168%	0.126	—		$11.98	-0.779	234.4%	1	1
Call · $57 Last — Breakeven — Implied vol 168% Delta 0.126 ≈13% ITM Gamma 0.029 Theta -0.256 Vega 0.008 Open interest 0 Model this call Put · $57 In the money Last $11.98 Breakeven $45.02 Implied vol 234.4% Delta -0.779 ≈78% ITM Gamma 0.03 Theta -0.508 Vega 0.012 Open interest 1 Model this put
0	—	178.7%	0.12	—		$12.88	-0.777	255.1%	1	1
Call · $58 Last — Breakeven — Implied vol 178.7% Delta 0.12 ≈12% ITM Gamma 0.027 Theta -0.263 Vega 0.008 Open interest 0 Model this call Put · $58 In the money Last $12.88 Breakeven $45.12 Implied vol 255.1% Delta -0.777 ≈78% ITM Gamma 0.028 Theta -0.555 Vega 0.012 Open interest 1 Model this put
0	—	189.2%	0.115	—		—	-0.799	255.3%	—	0
Call · $59 Last — Breakeven — Implied vol 189.2% Delta 0.115 ≈11% ITM Gamma 0.024 Theta -0.269 Vega 0.008 Open interest 0 Model this call Put · $59 In the money Last — Breakeven — Implied vol 255.3% Delta -0.799 ≈80% ITM Gamma 0.026 Theta -0.522 Vega 0.012 Open interest 0 Model this put
463	1	199.5%	0.11	$0.01		—	-0.801	271.5%	—	0
Call · $60 Last $0.01 Breakeven $60.01 Implied vol 199.5% Delta 0.11 ≈11% ITM Gamma 0.022 Theta -0.275 Vega 0.008 Open interest 463 Model this call Put · $60 In the money Last — Breakeven — Implied vol 271.5% Delta -0.801 ≈80% ITM Gamma 0.024 Theta -0.552 Vega 0.013 Open interest 0 Model this put