0
—
—
—
—
35
—
—
—
—
0
Call · $35
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $35
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
40
—
—
—
—
0
Call · $40
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $40
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
45
—
—
—
—
0
Call · $45
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $45
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
50
—
-0.041
59.5%
—
0
Call · $50
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $50
Last —
Breakeven —
Implied vol 59.5%
Delta -0.041 ≈4% ITM
Gamma 0.009
Theta -0.018
Vega 0.014
Open interest 0
Model this put
0
—
—
—
—
55
—
-0.095
48.7%
—
0
Call · $55
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $55
Last —
Breakeven —
Implied vol 48.7%
Delta -0.095 ≈9% ITM
Gamma 0.022
Theta -0.028
Vega 0.026
Open interest 0
Model this put
0
—
0.2%
1
—
56
—
-0.117
48.3%
—
0
Call · $56
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.006
Vega 0
Open interest 0
Model this call
Put · $56
Last —
Breakeven —
Implied vol 48.3%
Delta -0.117 ≈12% ITM
Gamma 0.026
Theta -0.033
Vega 0.039
Open interest 0
Model this put
0
—
0.2%
1
—
57
$0.57
-0.141
45.9%
1
1
Call · $57
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.006
Vega 0
Open interest 0
Model this call
Put · $57
Last $0.57
Breakeven $56.43
Implied vol 45.9%
Delta -0.141 ≈14% ITM
Gamma 0.03
Theta -0.035
Vega 0.04
Open interest 1
Model this put
0
—
26.6%
0.94
—
58
—
-0.179
46.2%
—
0
Call · $58
In the money
Last —
Breakeven —
Implied vol 26.6%
Delta 0.94 ≈94% ITM
Gamma 0.028
Theta -0.017
Vega 0.026
Open interest 0
Model this call
Put · $58
Last —
Breakeven —
Implied vol 46.2%
Delta -0.179 ≈18% ITM
Gamma 0.035
Theta -0.041
Vega 0.04
Open interest 0
Model this put
0
—
28.4%
0.887
—
59
$0.70
-0.219
46.3%
10
10
Call · $59
In the money
Last —
Breakeven —
Implied vol 28.4%
Delta 0.887 ≈89% ITM
Gamma 0.042
Theta -0.024
Vega 0.026
Open interest 0
Model this call
Put · $59
Last $0.70
Breakeven $58.30
Implied vol 46.3%
Delta -0.219 ≈22% ITM
Gamma 0.04
Theta -0.047
Vega 0.053
Open interest 10
Model this put
2
2
30.4%
0.818
$4.39
60
—
-0.258
44.3%
—
0
Call · $60
In the money
Last $4.39
Breakeven $64.39
Implied vol 30.4%
Delta 0.818 ≈82% ITM
Gamma 0.054
Theta -0.033
Vega 0.04
Open interest 2
Model this call
Put · $60
Last —
Breakeven —
Implied vol 44.3%
Delta -0.258 ≈26% ITM
Gamma 0.045
Theta -0.048
Vega 0.054
Open interest 0
Model this put
0
—
30.5%
0.755
—
61
—
-0.306
43.8%
—
0
Call · $61
In the money
Last —
Breakeven —
Implied vol 30.5%
Delta 0.755 ≈75% ITM
Gamma 0.064
Theta -0.038
Vega 0.054
Open interest 0
Model this call
Put · $61
Last —
Breakeven —
Implied vol 43.8%
Delta -0.306 ≈31% ITM
Gamma 0.05
Theta -0.052
Vega 0.054
Open interest 0
Model this put
0
—
29.7%
0.689
—
62
$1.25
-0.359
43.7%
10
10
Call · $62
In the money
Last —
Breakeven —
Implied vol 29.7%
Delta 0.689 ≈69% ITM
Gamma 0.075
Theta -0.041
Vega 0.054
Open interest 0
Model this call
Put · $62
Last $1.25
Breakeven $60.75
Implied vol 43.7%
Delta -0.359 ≈36% ITM
Gamma 0.054
Theta -0.055
Vega 0.063
Open interest 10
Model this put
0
1
34.5%
0.599
$3.30
63
$3.60
-0.414
41.8%
1
1
Call · $63
In the money
Last $3.30
Breakeven $66.30
Implied vol 34.5%
Delta 0.599 ≈60% ITM
Gamma 0.07
Theta -0.05
Vega 0.063
Open interest 0
Model this call
Put · $63
Last $3.60
Breakeven $59.40
Implied vol 41.8%
Delta -0.414 ≈41% ITM
Gamma 0.058
Theta -0.054
Vega 0.063
Open interest 1
Model this put
Underlying $63.48
1
1
29.6%
0.527
$1.99
64
—
-0.472
43.1%
—
0
Call · $64
Last $1.99
Breakeven $65.99
Implied vol 29.6%
Delta 0.527 ≈53% ITM
Gamma 0.085
Theta -0.045
Vega 0.064
Open interest 1
Model this call
Put · $64
In the money
Last —
Breakeven —
Implied vol 43.1%
Delta -0.472 ≈47% ITM
Gamma 0.059
Theta -0.058
Vega 0.064
Open interest 0
Model this put
2
1
29.2%
0.444
$3.10
65
—
-0.531
41.8%
—
0
Call · $65
Last $3.10
Breakeven $68.10
Implied vol 29.2%
Delta 0.444 ≈44% ITM
Gamma 0.084
Theta -0.043
Vega 0.065
Open interest 2
Model this call
Put · $65
In the money
Last —
Breakeven —
Implied vol 41.8%
Delta -0.531 ≈53% ITM
Gamma 0.06
Theta -0.055
Vega 0.065
Open interest 0
Model this put
2
1
30.4%
0.369
$2.00
66
—
-0.594
40.5%
—
0
Call · $66
Last $2.00
Breakeven $68.00
Implied vol 30.4%
Delta 0.369 ≈37% ITM
Gamma 0.078
Theta -0.043
Vega 0.058
Open interest 2
Model this call
Put · $66
In the money
Last —
Breakeven —
Implied vol 40.5%
Delta -0.594 ≈59% ITM
Gamma 0.061
Theta -0.052
Vega 0.065
Open interest 0
Model this put
0
—
30.2%
0.298
—
67
—
-0.647
41.1%
—
0
Call · $67
Last —
Breakeven —
Implied vol 30.2%
Delta 0.298 ≈30% ITM
Gamma 0.071
Theta -0.038
Vega 0.058
Open interest 0
Model this call
Put · $67
In the money
Last —
Breakeven —
Implied vol 41.1%
Delta -0.647 ≈65% ITM
Gamma 0.057
Theta -0.05
Vega 0.058
Open interest 0
Model this put
2
2
30.8%
0.238
$1.92
68
—
-0.691
42.6%
—
0
Call · $68
Last $1.92
Breakeven $69.92
Implied vol 30.8%
Delta 0.238 ≈24% ITM
Gamma 0.063
Theta -0.035
Vega 0.045
Open interest 2
Model this call
Put · $68
In the money
Last —
Breakeven —
Implied vol 42.6%
Delta -0.691 ≈69% ITM
Gamma 0.052
Theta -0.048
Vega 0.058
Open interest 0
Model this put
3
2
38.6%
0.241
$1.10
69
—
-0.738
43%
—
0
Call · $69
Last $1.10
Breakeven $70.10
Implied vol 38.6%
Delta 0.241 ≈24% ITM
Gamma 0.051
Theta -0.044
Vega 0.045
Open interest 3
Model this call
Put · $69
In the money
Last —
Breakeven —
Implied vol 43%
Delta -0.738 ≈74% ITM
Gamma 0.049
Theta -0.045
Vega 0.058
Open interest 0
Model this put
0
—
39.1%
0.203
—
70
—
-0.761
46.4%
—
0
Call · $70
Last —
Breakeven —
Implied vol 39.1%
Delta 0.203 ≈20% ITM
Gamma 0.045
Theta -0.04
Vega 0.046
Open interest 0
Model this call
Put · $70
In the money
Last —
Breakeven —
Implied vol 46.4%
Delta -0.761 ≈76% ITM
Gamma 0.043
Theta -0.047
Vega 0.045
Open interest 0
Model this put
0
—
39.1%
0.162
—
71
—
-0.786
47.9%
—
0
Call · $71
Last —
Breakeven —
Implied vol 39.1%
Delta 0.162 ≈16% ITM
Gamma 0.039
Theta -0.035
Vega 0.046
Open interest 0
Model this call
Put · $71
In the money
Last —
Breakeven —
Implied vol 47.9%
Delta -0.786 ≈79% ITM
Gamma 0.039
Theta -0.044
Vega 0.045
Open interest 0
Model this put
0
—
38.2%
0.125
—
72
—
-0.817
48.3%
—
0
Call · $72
Last —
Breakeven —
Implied vol 38.2%
Delta 0.125 ≈13% ITM
Gamma 0.034
Theta -0.028
Vega 0.031
Open interest 0
Model this call
Put · $72
In the money
Last —
Breakeven —
Implied vol 48.3%
Delta -0.817 ≈82% ITM
Gamma 0.035
Theta -0.04
Vega 0.045
Open interest 0
Model this put
0
—
38.1%
0.097
—
73
—
-0.82
53%
—
0
Call · $73
Last —
Breakeven —
Implied vol 38.1%
Delta 0.097 ≈10% ITM
Gamma 0.028
Theta -0.023
Vega 0.032
Open interest 0
Model this call
Put · $73
In the money
Last —
Breakeven —
Implied vol 53%
Delta -0.82 ≈82% ITM
Gamma 0.032
Theta -0.044
Vega 0.046
Open interest 0
Model this put
0
—
37%
0.068
—
74
—
-0.829
56.6%
—
0
Call · $74
Last —
Breakeven —
Implied vol 37%
Delta 0.068 ≈7% ITM
Gamma 0.022
Theta -0.017
Vega 0.018
Open interest 0
Model this call
Put · $74
In the money
Last —
Breakeven —
Implied vol 56.6%
Delta -0.829 ≈83% ITM
Gamma 0.029
Theta -0.046
Vega 0.046
Open interest 0
Model this put
0
—
—
—
—
75
—
-0.849
58%
—
0
Call · $75
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $75
In the money
Last —
Breakeven —
Implied vol 58%
Delta -0.849 ≈85% ITM
Gamma 0.027
Theta -0.043
Vega 0.044
Open interest 0
Model this put
0
—
—
—
—
80
—
-0.879
70.8%
—
0
Call · $80
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $80
In the money
Last —
Breakeven —
Implied vol 70.8%
Delta -0.879 ≈88% ITM
Gamma 0.019
Theta -0.045
Vega 0.032
Open interest 0
Model this put
0
—
—
—
—
85
—
-0.894
84%
—
0
Call · $85
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $85
In the money
Last —
Breakeven —
Implied vol 84%
Delta -0.894 ≈89% ITM
Gamma 0.014
Theta -0.049
Vega 0.032
Open interest 0
Model this put
0
—
—
—
—
90
—
-0.904
96.4%
—
0
Call · $90
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $90
In the money
Last —
Breakeven —
Implied vol 96.4%
Delta -0.904 ≈90% ITM
Gamma 0.012
Theta -0.052
Vega 0.033
Open interest 0
Model this put