BSX Stock — Boston Scientific Corp: Options Chain

Calls		Puts
32	1	243.4%	0.975	$22.64	$0.03	-0.038	273.4%	2	16
Call · $30 In the money Snapshot session Aug 14, 2026 Last $22.64 Breakeven $52.64 Implied vol 243.4% Delta 0.975 ≈98% ITM Gamma 0.004 Theta -0.082 Vega 0.005 Open interest 32 Model this call Put · $30 Snapshot session Aug 3, 2026 Last $0.03 Breakeven $29.97 Implied vol 273.4% Delta -0.038 ≈4% ITM Gamma 0.005 Theta -0.127 Vega 0.005 Open interest 16 Model this put
0	1	—	—	$19.54	—	—	—	—	0
Call · $33 In the money Snapshot session Aug 14, 2026 Last $19.54 Breakeven $52.54 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $33 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	166.4%	0.984	—	—	—	—	—	0
Call · $34 In the money Snapshot session Unknown Last — Breakeven — Implied vol 166.4% Delta 0.984 ≈98% ITM Gamma 0.004 Theta -0.04 Vega 0.003 Open interest 0 Model this call Put · $34 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
37	1	182.1%	0.968	$17.65	$0.03	-0.026	174%	5	1.4k
Call · $35 In the money Snapshot session Aug 14, 2026 Last $17.65 Breakeven $52.65 Implied vol 182.1% Delta 0.968 ≈97% ITM Gamma 0.006 Theta -0.076 Vega 0.006 Open interest 37 Model this call Put · $35 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $34.97 Implied vol 174% Delta -0.026 ≈3% ITM Gamma 0.005 Theta -0.059 Vega 0.006 Open interest 1.4k Model this put
1	2	146.5%	0.982	$16.60	$0.11	-0.031	167.5%	1	11
Call · $36 In the money Snapshot session Aug 14, 2026 Last $16.60 Breakeven $52.60 Implied vol 146.5% Delta 0.982 ≈98% ITM Gamma 0.004 Theta -0.039 Vega 0.003 Open interest 1 Model this call Put · $36 Snapshot session Aug 5, 2026 Last $0.11 Breakeven $35.89 Implied vol 167.5% Delta -0.031 ≈3% ITM Gamma 0.006 Theta -0.066 Vega 0.006 Open interest 11 Model this put
1	1	151.2%	0.972	$9.20	$0.05	-0.025	148%	1	122
Call · $37 In the money Snapshot session Jul 27, 2026 Last $9.20 Breakeven $46.20 Implied vol 151.2% Delta 0.972 ≈97% ITM Gamma 0.006 Theta -0.058 Vega 0.006 Open interest 1 Model this call Put · $37 Snapshot session Aug 3, 2026 Last $0.05 Breakeven $36.95 Implied vol 148% Delta -0.025 ≈2% ITM Gamma 0.006 Theta -0.049 Vega 0.006 Open interest 122 Model this put
5	5	149.4%	0.962	$5.62	$0.08	-0.039	150.7%	5	237
Call · $38 In the money Snapshot session Jul 22, 2026 Last $5.62 Breakeven $43.62 Implied vol 149.4% Delta 0.962 ≈96% ITM Gamma 0.008 Theta -0.073 Vega 0.006 Open interest 5 Model this call Put · $38 Snapshot session Aug 5, 2026 Last $0.08 Breakeven $37.92 Implied vol 150.7% Delta -0.039 ≈4% ITM Gamma 0.008 Theta -0.071 Vega 0.006 Open interest 237 Model this put
2	2	—	—	$5.36	$0.03	-0.027	132.7%	10	264
Call · $38.5 In the money Snapshot session Jul 22, 2026 Last $5.36 Breakeven $43.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $38.5 Snapshot session Aug 10, 2026 Last $0.03 Breakeven $38.47 Implied vol 132.7% Delta -0.027 ≈3% ITM Gamma 0.007 Theta -0.047 Vega 0.006 Open interest 264 Model this put
9	4	—	—	$13.60	$0.05	-0.023	121.5%	32	644
Call · $39 In the money Snapshot session Aug 14, 2026 Last $13.60 Breakeven $52.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this call Put · $39 Snapshot session Aug 4, 2026 Last $0.05 Breakeven $38.95 Implied vol 121.5% Delta -0.023 ≈2% ITM Gamma 0.007 Theta -0.037 Vega 0.003 Open interest 644 Model this put
1	1	—	—	$7.20	$0.08	-0.043	135.5%	7	294
Call · $39.5 In the money Snapshot session Jul 31, 2026 Last $7.20 Breakeven $46.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $39.5 Snapshot session Aug 3, 2026 Last $0.08 Breakeven $39.42 Implied vol 135.5% Delta -0.043 ≈4% ITM Gamma 0.01 Theta -0.07 Vega 0.006 Open interest 294 Model this put
699	4	—	—	$10.94	$0.03	-0.03	117.9%	6	25.3k
Call · $40 In the money Snapshot session Aug 11, 2026 Last $10.94 Breakeven $50.94 Implied vol — Delta — Gamma — Theta — Vega — Open interest 699 Model this call Put · $40 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $39.97 Implied vol 117.9% Delta -0.03 ≈3% ITM Gamma 0.009 Theta -0.045 Vega 0.006 Open interest 25.3k Model this put
57	2	105.7%	0.977	$4.60	$0.10	-0.042	121.5%	12	372
Call · $40.5 In the money Snapshot session Jul 31, 2026 Last $4.60 Breakeven $45.10 Implied vol 105.7% Delta 0.977 ≈98% ITM Gamma 0.008 Theta -0.037 Vega 0.003 Open interest 57 Model this call Put · $40.5 Snapshot session Aug 5, 2026 Last $0.10 Breakeven $40.40 Implied vol 121.5% Delta -0.042 ≈4% ITM Gamma 0.011 Theta -0.061 Vega 0.006 Open interest 372 Model this put
3	2	—	—	$11.70	$0.04	-0.033	108.4%	3	79
Call · $41 In the money Snapshot session Aug 14, 2026 Last $11.70 Breakeven $52.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $41 Snapshot session Aug 11, 2026 Last $0.04 Breakeven $40.96 Implied vol 108.4% Delta -0.033 ≈3% ITM Gamma 0.01 Theta -0.044 Vega 0.006 Open interest 79 Model this put
1	4	—	—	$3.62	$0.05	-0.05	116.2%	5	172
Call · $41.5 In the money Snapshot session Jul 23, 2026 Last $3.62 Breakeven $45.12 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $41.5 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $41.45 Implied vol 116.2% Delta -0.05 ≈5% ITM Gamma 0.013 Theta -0.068 Vega 0.006 Open interest 172 Model this put
49	2	—	—	$10.70	$0.03	-0.035	99.1%	1	429
Call · $42 In the money Snapshot session Aug 14, 2026 Last $10.70 Breakeven $52.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 49 Model this call Put · $42 Snapshot session Aug 13, 2026 Last $0.03 Breakeven $41.97 Implied vol 99.1% Delta -0.035 ≈4% ITM Gamma 0.012 Theta -0.043 Vega 0.006 Open interest 429 Model this put
2	1	88.8%	0.973	$6.80	$0.04	-0.064	113.2%	1	819
Call · $42.5 In the money Snapshot session Aug 6, 2026 Last $6.80 Breakeven $49.30 Implied vol 88.8% Delta 0.973 ≈97% ITM Gamma 0.011 Theta -0.036 Vega 0.006 Open interest 2 Model this call Put · $42.5 Snapshot session Aug 14, 2026 Last $0.04 Breakeven $42.46 Implied vol 113.2% Delta -0.064 ≈6% ITM Gamma 0.017 Theta -0.08 Vega 0.011 Open interest 819 Model this put
298	2	67.3%	0.991	$8.90	$0.05	-0.039	90%	7	976
Call · $43 In the money Snapshot session Aug 13, 2026 Last $8.90 Breakeven $51.90 Implied vol 67.3% Delta 0.991 ≈99% ITM Gamma 0.005 Theta -0.014 Vega 0.001 Open interest 298 Model this call Put · $43 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $42.95 Implied vol 90% Delta -0.039 ≈4% ITM Gamma 0.014 Theta -0.042 Vega 0.006 Open interest 976 Model this put
193	14	—	—	$2.60	$0.10	-0.053	93.7%	4	109
Call · $43.5 In the money Snapshot session Jul 29, 2026 Last $2.60 Breakeven $46.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 193 Model this call Put · $43.5 Snapshot session Aug 7, 2026 Last $0.10 Breakeven $43.40 Implied vol 93.7% Delta -0.053 ≈5% ITM Gamma 0.018 Theta -0.057 Vega 0.006 Open interest 109 Model this put
217	2	—	—	$8.65	$0.15	-0.043	81.2%	3	637
Call · $44 In the money Snapshot session Aug 14, 2026 Last $8.65 Breakeven $52.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 217 Model this call Put · $44 Snapshot session Aug 14, 2026 Last $0.15 Breakeven $43.85 Implied vol 81.2% Delta -0.043 ≈4% ITM Gamma 0.017 Theta -0.041 Vega 0.006 Open interest 637 Model this put
132	1	71%	0.968	$5.45	$0.20	-0.045	76.8%	25	283
Call · $44.5 In the money Snapshot session Aug 6, 2026 Last $5.45 Breakeven $49.95 Implied vol 71% Delta 0.968 ≈97% ITM Gamma 0.015 Theta -0.033 Vega 0.006 Open interest 132 Model this call Put · $44.5 Snapshot session Aug 7, 2026 Last $0.20 Breakeven $44.30 Implied vol 76.8% Delta -0.045 ≈4% ITM Gamma 0.018 Theta -0.04 Vega 0.006 Open interest 283 Model this put
4k	28	—	—	$7.24	$0.03	-0.039	68.5%	13	6.9k
Call · $45 In the money Snapshot session Aug 14, 2026 Last $7.24 Breakeven $52.24 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4k Model this call Put · $45 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $44.97 Implied vol 68.5% Delta -0.039 ≈4% ITM Gamma 0.018 Theta -0.032 Vega 0.006 Open interest 6.9k Model this put
286	1	—	—	$6.95	$0.18	-0.114	95.9%	32	157
Call · $45.5 In the money Snapshot session Aug 14, 2026 Last $6.95 Breakeven $52.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 286 Model this call Put · $45.5 Snapshot session Aug 10, 2026 Last $0.18 Breakeven $45.32 Implied vol 95.9% Delta -0.114 ≈11% ITM Gamma 0.031 Theta -0.105 Vega 0.011 Open interest 157 Model this put
1.1k	4	58.2%	0.962	$6.22	$0.16	-0.076	72.7%	5	4.9k
Call · $46 In the money Snapshot session Aug 13, 2026 Last $6.22 Breakeven $52.22 Implied vol 58.2% Delta 0.962 ≈96% ITM Gamma 0.021 Theta -0.031 Vega 0.006 Open interest 1.1k Model this call Put · $46 Snapshot session Aug 14, 2026 Last $0.16 Breakeven $45.84 Implied vol 72.7% Delta -0.076 ≈8% ITM Gamma 0.03 Theta -0.058 Vega 0.011 Open interest 4.9k Model this put
266	2	61.9%	0.939	$4.97	$0.04	-0.073	65.5%	1	2.2k
Call · $46.5 In the money Snapshot session Aug 12, 2026 Last $4.97 Breakeven $51.47 Implied vol 61.9% Delta 0.939 ≈94% ITM Gamma 0.03 Theta -0.047 Vega 0.006 Open interest 266 Model this call Put · $46.5 Snapshot session Aug 14, 2026 Last $0.04 Breakeven $46.46 Implied vol 65.5% Delta -0.073 ≈7% ITM Gamma 0.032 Theta -0.051 Vega 0.011 Open interest 2.2k Model this put
531	68	—	—	$5.15	$0.04	-0.05	51.9%	13	2.6k
Call · $47 In the money Snapshot session Aug 14, 2026 Last $5.15 Breakeven $52.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 531 Model this call Put · $47 Snapshot session Aug 14, 2026 Last $0.04 Breakeven $46.96 Implied vol 51.9% Delta -0.05 ≈5% ITM Gamma 0.03 Theta -0.03 Vega 0.006 Open interest 2.6k Model this put
294	10	—	—	$4.24	$0.05	-0.1	60.5%	40	121
Call · $47.5 In the money Snapshot session Aug 13, 2026 Last $4.24 Breakeven $51.74 Implied vol — Delta — Gamma — Theta — Vega — Open interest 294 Model this call Put · $47.5 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $47.45 Implied vol 60.5% Delta -0.1 ≈10% ITM Gamma 0.044 Theta -0.059 Vega 0.011 Open interest 121 Model this put
729	3	—	—	$4.42	$0.05	-0.07	46.8%	14	1k
Call · $48 In the money Snapshot session Aug 14, 2026 Last $4.42 Breakeven $52.42 Implied vol — Delta — Gamma — Theta — Vega — Open interest 729 Model this call Put · $48 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $47.95 Implied vol 46.8% Delta -0.07 ≈7% ITM Gamma 0.043 Theta -0.035 Vega 0.011 Open interest 1k Model this put
171	8	—	—	$3.75	$0.06	-0.063	39.9%	3.2k	4.1k
Call · $48.5 In the money Snapshot session Aug 14, 2026 Last $3.75 Breakeven $52.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 171 Model this call Put · $48.5 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $48.44 Implied vol 39.9% Delta -0.063 ≈6% ITM Gamma 0.047 Theta -0.028 Vega 0.007 Open interest 4.1k Model this put
5.6k	113	—	—	$3.44	$0.10	-0.096	39.8%	706	1.1k
Call · $49 In the money Snapshot session Aug 14, 2026 Last $3.44 Breakeven $52.44 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5.6k Model this call Put · $49 Snapshot session Aug 14, 2026 Last $0.10 Breakeven $48.90 Implied vol 39.8% Delta -0.096 ≈10% ITM Gamma 0.064 Theta -0.038 Vega 0.011 Open interest 1.1k Model this put
73	9	26.1%	0.952	$3.15	$0.15	-0.13	39.4%	5	242
Call · $49.5 In the money Snapshot session Aug 14, 2026 Last $3.15 Breakeven $52.65 Implied vol 26.1% Delta 0.952 ≈95% ITM Gamma 0.057 Theta -0.019 Vega 0.006 Open interest 73 Model this call Put · $49.5 Snapshot session Aug 14, 2026 Last $0.15 Breakeven $49.35 Implied vol 39.4% Delta -0.13 ≈13% ITM Gamma 0.082 Theta -0.047 Vega 0.017 Open interest 242 Model this put
17.8k	357	—	—	$2.17	$0.25	-0.175	38.3%	1.1k	5.3k
Call · $50 In the money Snapshot session Aug 14, 2026 Last $2.17 Breakeven $52.17 Implied vol — Delta — Gamma — Theta — Vega — Open interest 17.8k Model this call Put · $50 Snapshot session Aug 14, 2026 Last $0.25 Breakeven $49.75 Implied vol 38.3% Delta -0.175 ≈17% ITM Gamma 0.101 Theta -0.055 Vega 0.017 Open interest 5.3k Model this put
2.3k	45	22.5%	0.811	$1.46	$0.57	-0.314	42.8%	94	59
Call · $51 In the money Snapshot session Aug 14, 2026 Last $1.46 Breakeven $52.46 Implied vol 22.5% Delta 0.811 ≈81% ITM Gamma 0.181 Theta -0.038 Vega 0.017 Open interest 2.3k Model this call Put · $51 Snapshot session Aug 14, 2026 Last $0.57 Breakeven $50.43 Implied vol 42.8% Delta -0.314 ≈31% ITM Gamma 0.126 Theta -0.085 Vega 0.023 Open interest 59 Model this put
Underlying $51.83
2.7k	253	28.8%	0.567	$0.90	$1.05	-0.451	44.5%	323	102
Call · $52 Snapshot session Aug 14, 2026 Last $0.90 Breakeven $52.90 Implied vol 28.8% Delta 0.567 ≈57% ITM Gamma 0.206 Theta -0.067 Vega 0.026 Open interest 2.7k Model this call Put · $52 In the money Snapshot session Aug 14, 2026 Last $1.05 Breakeven $50.95 Implied vol 44.5% Delta -0.451 ≈45% ITM Gamma 0.135 Theta -0.098 Vega 0.026 Open interest 102 Model this put
781	1.1k	32.1%	0.378	$0.55	$1.51	-0.581	45.7%	23	7
Call · $53 Snapshot session Aug 14, 2026 Last $0.55 Breakeven $53.55 Implied vol 32.1% Delta 0.378 ≈38% ITM Gamma 0.181 Theta -0.072 Vega 0.027 Open interest 781 Model this call Put · $53 In the money Snapshot session Aug 14, 2026 Last $1.51 Breakeven $51.49 Implied vol 45.7% Delta -0.581 ≈58% ITM Gamma 0.13 Theta -0.098 Vega 0.027 Open interest 7 Model this put
198	593	33.8%	0.232	$0.35	$3.21	-0.693	47.3%	1	1
Call · $54 Snapshot session Aug 14, 2026 Last $0.35 Breakeven $54.35 Implied vol 33.8% Delta 0.232 ≈23% ITM Gamma 0.138 Theta -0.06 Vega 0.018 Open interest 198 Model this call Put · $54 In the money Snapshot session Aug 11, 2026 Last $3.21 Breakeven $50.79 Implied vol 47.3% Delta -0.693 ≈69% ITM Gamma 0.113 Theta -0.09 Vega 0.024 Open interest 1 Model this put
15.5k	321	34.8%	0.13	$0.15	$2.96	-0.809	44.1%	9	1.4k
Call · $55 Snapshot session Aug 14, 2026 Last $0.15 Breakeven $55.15 Implied vol 34.8% Delta 0.13 ≈13% ITM Gamma 0.093 Theta -0.042 Vega 0.012 Open interest 15.5k Model this call Put · $55 In the money Snapshot session Aug 14, 2026 Last $2.96 Breakeven $52.04 Implied vol 44.1% Delta -0.809 ≈81% ITM Gamma 0.094 Theta -0.064 Vega 0.018 Open interest 1.4k Model this put
173	94	38.7%	0.085	$0.10	—	-0.815	57.7%	—	0
Call · $56 Snapshot session Aug 14, 2026 Last $0.10 Breakeven $56.10 Implied vol 38.7% Delta 0.085 ≈8% ITM Gamma 0.06 Theta -0.034 Vega 0.012 Open interest 173 Model this call Put · $56 In the money Snapshot session Unknown Last — Breakeven — Implied vol 57.7% Delta -0.815 ≈82% ITM Gamma 0.07 Theta -0.083 Vega 0.018 Open interest 0 Model this put
4	14	46.5%	0.073	$0.10	—	-0.979	35.1%	—	0
Call · $57 Snapshot session Aug 14, 2026 Last $0.10 Breakeven $57.10 Implied vol 46.5% Delta 0.073 ≈7% ITM Gamma 0.046 Theta -0.037 Vega 0.012 Open interest 4 Model this call Put · $57 In the money Snapshot session Unknown Last — Breakeven — Implied vol 35.1% Delta -0.979 ≈98% ITM Gamma 0.029 Theta -0.008 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—	$6.62	-0.947	50.3%	6	0
Call · $58 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $58 In the money Snapshot session Aug 13, 2026 Last $6.62 Breakeven $51.38 Implied vol 50.3% Delta -0.947 ≈95% ITM Gamma 0.035 Theta -0.027 Vega 0.007 Open interest 0 Model this put
1	1	—	—	$0.04	$7.40	-0.794	106.4%	10	0
Call · $59 Snapshot session Aug 13, 2026 Last $0.04 Breakeven $59.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $59 In the money Snapshot session Aug 13, 2026 Last $7.40 Breakeven $51.60 Implied vol 106.4% Delta -0.794 ≈79% ITM Gamma 0.04 Theta -0.167 Vega 0.019 Open interest 0 Model this put
6.6k	130	75%	0.079	$0.04	$7.40	-0.906	79.7%	428	136
Call · $60 Snapshot session Aug 14, 2026 Last $0.04 Breakeven $60.04 Implied vol 75% Delta 0.079 ≈8% ITM Gamma 0.03 Theta -0.063 Vega 0.013 Open interest 6.6k Model this call Put · $60 In the money Snapshot session Aug 14, 2026 Last $7.40 Breakeven $52.60 Implied vol 79.7% Delta -0.906 ≈91% ITM Gamma 0.032 Theta -0.072 Vega 0.013 Open interest 136 Model this put
0	—	—	—	—	$9.62	—	—	2	0
Call · $61 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $61 In the money Snapshot session Aug 13, 2026 Last $9.62 Breakeven $51.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	$10.62	-0.905	98%	8	0
Call · $62 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $62 In the money Snapshot session Aug 13, 2026 Last $10.62 Breakeven $51.38 Implied vol 98% Delta -0.905 ≈91% ITM Gamma 0.026 Theta -0.089 Vega 0.013 Open interest 0 Model this put
0	—	—	—	—	$11.62	-0.832	140.3%	6	0
Call · $63 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $63 In the money Snapshot session Aug 13, 2026 Last $11.62 Breakeven $51.38 Implied vol 140.3% Delta -0.832 ≈83% ITM Gamma 0.027 Theta -0.195 Vega 0.019 Open interest 0 Model this put
19.6k	1	90.9%	0.032	$0.03	$13.63	-0.844	156.4%	8	0
Call · $65 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $65.03 Implied vol 90.9% Delta 0.032 ≈3% ITM Gamma 0.012 Theta -0.037 Vega 0.004 Open interest 19.6k Model this call Put · $65 In the money Snapshot session Aug 13, 2026 Last $13.63 Breakeven $51.37 Implied vol 156.4% Delta -0.844 ≈84% ITM Gamma 0.024 Theta -0.21 Vega 0.019 Open interest 0 Model this put
938	1	126.1%	0.039	$0.02	$18.52	-0.961	127.2%	2	0
Call · $70 Snapshot session Aug 13, 2026 Last $0.02 Breakeven $70.02 Implied vol 126.1% Delta 0.039 ≈4% ITM Gamma 0.01 Theta -0.06 Vega 0.008 Open interest 938 Model this call Put · $70 In the money Snapshot session Aug 13, 2026 Last $18.52 Breakeven $51.48 Implied vol 127.2% Delta -0.961 ≈96% ITM Gamma 0.01 Theta -0.057 Vega 0.008 Open interest 0 Model this put
2.8k	211	142.5%	0.028	$0.05	$23.60	-0.977	138.3%	6	0
Call · $75 Snapshot session Jul 28, 2026 Last $0.05 Breakeven $75.05 Implied vol 142.5% Delta 0.028 ≈3% ITM Gamma 0.007 Theta -0.052 Vega 0.004 Open interest 2.8k Model this call Put · $75 In the money Snapshot session Aug 13, 2026 Last $23.60 Breakeven $51.40 Implied vol 138.3% Delta -0.977 ≈98% ITM Gamma 0.006 Theta -0.038 Vega 0.004 Open interest 0 Model this put
174	10	162.9%	0.025	$0.04	$27.82	-0.945	195.1%	5	5
Call · $80 Snapshot session Aug 4, 2026 Last $0.04 Breakeven $80.04 Implied vol 162.9% Delta 0.025 ≈3% ITM Gamma 0.005 Theta -0.054 Vega 0.004 Open interest 174 Model this call Put · $80 In the money Snapshot session Aug 14, 2026 Last $27.82 Breakeven $52.18 Implied vol 195.1% Delta -0.945 ≈95% ITM Gamma 0.009 Theta -0.116 Vega 0.008 Open interest 5 Model this put
1.7k	3	199.4%	0.036	$0.01	$33.62	—	—	4	0
Call · $85 Snapshot session Aug 4, 2026 Last $0.01 Breakeven $85.01 Implied vol 199.4% Delta 0.036 ≈4% ITM Gamma 0.006 Theta -0.088 Vega 0.004 Open interest 1.7k Model this call Put · $85 In the money Snapshot session Aug 13, 2026 Last $33.62 Breakeven $51.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1.5k	21	205.8%	0.025	$0.08	$38.62	—	—	2	0
Call · $90 Snapshot session Jul 2, 2026 Last $0.08 Breakeven $90.08 Implied vol 205.8% Delta 0.025 ≈3% ITM Gamma 0.004 Theta -0.068 Vega 0.004 Open interest 1.5k Model this call Put · $90 In the money Snapshot session Aug 13, 2026 Last $38.62 Breakeven $51.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
373	7	—	—	$0.10	$43.62	—	—	6	0
Call · $95 Snapshot session Aug 13, 2026 Last $0.10 Breakeven $95.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 373 Model this call Put · $95 In the money Snapshot session Aug 13, 2026 Last $43.62 Breakeven $51.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
254	4	233.6%	0.019	$0.05	$48.50	-0.97	253.2%	2	0
Call · $100 Snapshot session Jun 16, 2026 Last $0.05 Breakeven $100.05 Implied vol 233.6% Delta 0.019 ≈2% ITM Gamma 0.003 Theta -0.061 Vega 0.005 Open interest 254 Model this call Put · $100 In the money Snapshot session Aug 12, 2026 Last $48.50 Breakeven $51.50 Implied vol 253.2% Delta -0.97 ≈97% ITM Gamma 0.004 Theta -0.092 Vega 0.005 Open interest 0 Model this put
153	3	—	—	$0.05	$53.85	-0.971	268.4%	4	0
Call · $105 Snapshot session Jul 9, 2026 Last $0.05 Breakeven $105.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 153 Model this call Put · $105 In the money Snapshot session Aug 11, 2026 Last $53.85 Breakeven $51.15 Implied vol 268.4% Delta -0.971 ≈97% ITM Gamma 0.004 Theta -0.094 Vega 0.005 Open interest 0 Model this put
4	2	—	—	$2.60	$58.88	—	—	12	0
Call · $110 Snapshot session Feb 3, 2026 Last $2.60 Breakeven $112.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $110 In the money Snapshot session Aug 11, 2026 Last $58.88 Breakeven $51.12 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
113	23	—	—	$0.05	$63.45	-0.973	297%	2	0
Call · $115 Snapshot session Jun 29, 2026 Last $0.05 Breakeven $115.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 113 Model this call Put · $115 In the money Snapshot session Aug 12, 2026 Last $63.45 Breakeven $51.55 Implied vol 297% Delta -0.973 ≈97% ITM Gamma 0.003 Theta -0.097 Vega 0.005 Open interest 0 Model this put
5	3	—	—	$0.09	$68.45	—	—	2	0
Call · $120 Snapshot session May 8, 2026 Last $0.09 Breakeven $120.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this call Put · $120 In the money Snapshot session Aug 12, 2026 Last $68.45 Breakeven $51.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$0.09	$73.55	—	—	2	0
Call · $125 Snapshot session Aug 11, 2026 Last $0.09 Breakeven $125.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $125 In the money Snapshot session Aug 12, 2026 Last $73.55 Breakeven $51.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$0.08	—	—	—	—	0
Call · $130 Snapshot session Aug 11, 2026 Last $0.08 Breakeven $130.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $130 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	4	—	—	$0.08	—	-0.976	347.4%	—	0
Call · $135 Snapshot session Mar 20, 2026 Last $0.08 Breakeven $135.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $135 In the money Snapshot session Unknown Last — Breakeven — Implied vol 347.4% Delta -0.976 ≈98% ITM Gamma 0.003 Theta -0.104 Vega 0.005 Open interest 0 Model this put
12	4	—	—	$0.01	—	-0.976	358.9%	—	0
Call · $140 Snapshot session Aug 11, 2026 Last $0.01 Breakeven $140.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $140 In the money Snapshot session Unknown Last — Breakeven — Implied vol 358.9% Delta -0.976 ≈98% ITM Gamma 0.002 Theta -0.105 Vega 0.005 Open interest 0 Model this put