CAVA Stock — Cava Group, Inc.: Options Chain

Calls		Puts
0	—	317.4%	0.962	—	$0.01	-0.006	215.9%	12	17
Call · $45 In the money Last — Breakeven — Implied vol 317.4% Delta 0.962 ≈96% ITM Gamma 0.005 Theta -0.33 Vega 0.004 Open interest 0 Model this call Put · $45 Last $0.01 Breakeven $44.99 Implied vol 215.9% Delta -0.006 ≈1% ITM Gamma 0.002 Theta -0.042 Vega 0.001 Open interest 17 Model this put
16	100	—	—	$13.00	$0.36	-0.009	167.1%	1	3
Call · $50 In the money Last $13.00 Breakeven $63.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this call Put · $50 Last $0.36 Breakeven $49.64 Implied vol 167.1% Delta -0.009 ≈1% ITM Gamma 0.003 Theta -0.049 Vega 0.001 Open interest 3 Model this put
18	5	118.6%	0.996	$12.83	$0.41	-0.048	189.1%	1	1
Call · $53 In the money Last $12.83 Breakeven $65.83 Implied vol 118.6% Delta 0.996 ≈100% ITM Gamma 0.002 Theta -0.023 Vega 0.001 Open interest 18 Model this call Put · $53 Last $0.41 Breakeven $52.59 Implied vol 189.1% Delta -0.048 ≈5% ITM Gamma 0.011 Theta -0.235 Vega 0.004 Open interest 1 Model this put
38	23	108.9%	0.996	$11.94	$0.04	-0.016	132.7%	28	43
Call · $54 In the money Last $11.94 Breakeven $65.94 Implied vol 108.9% Delta 0.996 ≈100% ITM Gamma 0.002 Theta -0.023 Vega 0.001 Open interest 38 Model this call Put · $54 Last $0.04 Breakeven $53.96 Implied vol 132.7% Delta -0.016 ≈2% ITM Gamma 0.006 Theta -0.067 Vega 0.002 Open interest 43 Model this put
15	53	118.6%	0.985	$11.10	$0.07	-0.052	160.4%	30	734
Call · $55 In the money Last $11.10 Breakeven $66.10 Implied vol 118.6% Delta 0.985 ≈98% ITM Gamma 0.007 Theta -0.061 Vega 0.002 Open interest 15 Model this call Put · $55 Last $0.07 Breakeven $54.93 Implied vol 160.4% Delta -0.052 ≈5% ITM Gamma 0.014 Theta -0.214 Vega 0.004 Open interest 734 Model this put
3	2	163.4%	0.925	$10.20	$0.06	-0.023	115.9%	50	96
Call · $56 In the money Last $10.20 Breakeven $66.20 Implied vol 163.4% Delta 0.925 ≈92% ITM Gamma 0.018 Theta -0.293 Vega 0.008 Open interest 3 Model this call Put · $56 Last $0.06 Breakeven $55.94 Implied vol 115.9% Delta -0.023 ≈2% ITM Gamma 0.01 Theta -0.078 Vega 0.002 Open interest 96 Model this put
2	5	149.3%	0.919	$9.28	$0.07	-0.019	99%	4	246
Call · $57 In the money Last $9.28 Breakeven $66.28 Implied vol 149.3% Delta 0.919 ≈92% ITM Gamma 0.021 Theta -0.284 Vega 0.008 Open interest 2 Model this call Put · $57 Last $0.07 Breakeven $56.93 Implied vol 99% Delta -0.019 ≈2% ITM Gamma 0.01 Theta -0.057 Vega 0.002 Open interest 246 Model this put
2	7	141.7%	0.903	$8.37	$0.02	-0.045	106.7%	19	251
Call · $58 In the money Last $8.37 Breakeven $66.37 Implied vol 141.7% Delta 0.903 ≈90% ITM Gamma 0.025 Theta -0.309 Vega 0.008 Open interest 2 Model this call Put · $58 Last $0.02 Breakeven $57.98 Implied vol 106.7% Delta -0.045 ≈5% ITM Gamma 0.018 Theta -0.125 Vega 0.005 Open interest 251 Model this put
0	3	102.1%	0.94	$6.58	$0.10	-0.055	98.5%	14	120
Call · $59 In the money Last $6.58 Breakeven $65.58 Implied vol 102.1% Delta 0.94 ≈94% ITM Gamma 0.025 Theta -0.158 Vega 0.005 Open interest 0 Model this call Put · $59 Last $0.10 Breakeven $58.90 Implied vol 98.5% Delta -0.055 ≈5% ITM Gamma 0.024 Theta -0.136 Vega 0.005 Open interest 120 Model this put
19	1	99.1%	0.911	$4.90	$0.15	-0.08	95.2%	131	347
Call · $60 In the money Last $4.90 Breakeven $64.90 Implied vol 99.1% Delta 0.911 ≈91% ITM Gamma 0.034 Theta -0.204 Vega 0.008 Open interest 19 Model this call Put · $60 Last $0.15 Breakeven $59.85 Implied vol 95.2% Delta -0.08 ≈8% ITM Gamma 0.033 Theta -0.176 Vega 0.008 Open interest 347 Model this put
1	1	110.2%	0.844	$2.40	$0.28	-0.139	102.7%	84	199
Call · $61 In the money Last $2.40 Breakeven $63.40 Implied vol 110.2% Delta 0.844 ≈84% ITM Gamma 0.045 Theta -0.334 Vega 0.012 Open interest 1 Model this call Put · $61 Last $0.28 Breakeven $60.72 Implied vol 102.7% Delta -0.139 ≈14% ITM Gamma 0.045 Theta -0.284 Vega 0.012 Open interest 199 Model this put
53	20	108.9%	0.795	$2.80	$0.33	-0.202	107.2%	10	288
Call · $62 In the money Last $2.80 Breakeven $64.80 Implied vol 108.9% Delta 0.795 ≈79% ITM Gamma 0.055 Theta -0.395 Vega 0.012 Open interest 53 Model this call Put · $62 Last $0.33 Breakeven $61.67 Implied vol 107.2% Delta -0.202 ≈20% ITM Gamma 0.056 Theta -0.379 Vega 0.012 Open interest 288 Model this put
73	15	69.8%	0.822	$3.68	$0.65	-0.238	92.8%	53	167
Call · $63 In the money Last $3.68 Breakeven $66.68 Implied vol 69.8% Delta 0.822 ≈82% ITM Gamma 0.078 Theta -0.232 Vega 0.012 Open interest 73 Model this call Put · $63 Last $0.65 Breakeven $62.35 Implied vol 92.8% Delta -0.238 ≈24% ITM Gamma 0.07 Theta -0.359 Vega 0.016 Open interest 167 Model this put
392	43	62.4%	0.753	$2.07	$0.93	-0.313	90.5%	2	480
Call · $64 In the money Last $2.07 Breakeven $66.07 Implied vol 62.4% Delta 0.753 ≈75% ITM Gamma 0.107 Theta -0.252 Vega 0.016 Open interest 392 Model this call Put · $64 Last $0.93 Breakeven $63.07 Implied vol 90.5% Delta -0.313 ≈31% ITM Gamma 0.083 Theta -0.4 Vega 0.016 Open interest 480 Model this put
676	166	67.7%	0.625	$2.58	$1.00	-0.401	90.4%	10	4.5k
Call · $65 In the money Last $2.58 Breakeven $67.58 Implied vol 67.7% Delta 0.625 ≈62% ITM Gamma 0.118 Theta -0.326 Vega 0.019 Open interest 676 Model this call Put · $65 Last $1.00 Breakeven $64.00 Implied vol 90.4% Delta -0.401 ≈40% ITM Gamma 0.09 Theta -0.434 Vega 0.019 Open interest 4.5k Model this put
Underlying $65.36
219	40	75.8%	0.505	$1.33	$1.50	-0.488	109.9%	100	8
Call · $66 Last $1.33 Breakeven $67.33 Implied vol 75.8% Delta 0.505 ≈50% ITM Gamma 0.112 Theta -0.386 Vega 0.019 Open interest 219 Model this call Put · $66 In the money Last $1.50 Breakeven $64.50 Implied vol 109.9% Delta -0.488 ≈49% ITM Gamma 0.077 Theta -0.552 Vega 0.019 Open interest 8 Model this put
345	42	84%	0.409	$1.30	$3.42	-0.559	114.7%	1	28
Call · $67 Last $1.30 Breakeven $68.30 Implied vol 84% Delta 0.409 ≈41% ITM Gamma 0.097 Theta -0.411 Vega 0.019 Open interest 345 Model this call Put · $67 In the money Last $3.42 Breakeven $63.58 Implied vol 114.7% Delta -0.559 ≈56% ITM Gamma 0.072 Theta -0.562 Vega 0.019 Open interest 28 Model this put
238	47	81.1%	0.313	$0.65	$3.87	-0.613	127.8%	1	17
Call · $68 Last $0.65 Breakeven $68.65 Implied vol 81.1% Delta 0.313 ≈31% ITM Gamma 0.092 Theta -0.36 Vega 0.017 Open interest 238 Model this call Put · $68 In the money Last $3.87 Breakeven $64.13 Implied vol 127.8% Delta -0.613 ≈61% ITM Gamma 0.064 Theta -0.614 Vega 0.019 Open interest 17 Model this put
112	30	80.4%	0.227	$0.62	$3.71	-0.69	115.2%	5	29
Call · $69 Last $0.62 Breakeven $69.62 Implied vol 80.4% Delta 0.227 ≈23% ITM Gamma 0.079 Theta -0.306 Vega 0.013 Open interest 112 Model this call Put · $69 In the money Last $3.71 Breakeven $65.29 Implied vol 115.2% Delta -0.69 ≈69% ITM Gamma 0.064 Theta -0.502 Vega 0.017 Open interest 29 Model this put
428	546	77.3%	0.148	$0.33	$4.97	-0.732	124.2%	1	42
Call · $70 Last $0.33 Breakeven $70.33 Implied vol 77.3% Delta 0.148 ≈15% ITM Gamma 0.063 Theta -0.226 Vega 0.013 Open interest 428 Model this call Put · $70 In the money Last $4.97 Breakeven $65.03 Implied vol 124.2% Delta -0.732 ≈73% ITM Gamma 0.056 Theta -0.508 Vega 0.017 Open interest 42 Model this put
177	13	89.3%	0.133	$0.30	$9.28	-0.756	138.7%	3	43
Call · $71 Last $0.30 Breakeven $71.30 Implied vol 89.3% Delta 0.133 ≈13% ITM Gamma 0.051 Theta -0.242 Vega 0.009 Open interest 177 Model this call Put · $71 In the money Last $9.28 Breakeven $61.72 Implied vol 138.7% Delta -0.756 ≈76% ITM Gamma 0.048 Theta -0.547 Vega 0.013 Open interest 43 Model this put
154	13	84.8%	0.079	$0.22	$10.15	—	—	2	104
Call · $72 Last $0.22 Breakeven $72.22 Implied vol 84.8% Delta 0.079 ≈8% ITM Gamma 0.037 Theta -0.158 Vega 0.009 Open interest 154 Model this call Put · $72 In the money Last $10.15 Breakeven $61.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 104 Model this put
96	73	96.6%	0.076	$0.13	$11.35	—	—	1	16
Call · $73 Last $0.13 Breakeven $73.13 Implied vol 96.6% Delta 0.076 ≈8% ITM Gamma 0.031 Theta -0.174 Vega 0.009 Open interest 96 Model this call Put · $73 In the money Last $11.35 Breakeven $61.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this put
36	5	91.7%	0.044	$0.07	$2.85	—	—	2	4
Call · $74 Last $0.07 Breakeven $74.07 Implied vol 91.7% Delta 0.044 ≈4% ITM Gamma 0.021 Theta -0.107 Vega 0.005 Open interest 36 Model this call Put · $74 In the money Last $2.85 Breakeven $71.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this put
589	13	96.7%	0.033	$0.06	$12.50	—	—	5	42
Call · $75 Last $0.06 Breakeven $75.06 Implied vol 96.7% Delta 0.033 ≈3% ITM Gamma 0.016 Theta -0.09 Vega 0.003 Open interest 589 Model this call Put · $75 In the money Last $12.50 Breakeven $62.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 42 Model this put
195	1	190.4%	0.169	$0.18	$12.09	—	—	29	43
Call · $76 Last $0.18 Breakeven $76.18 Implied vol 190.4% Delta 0.169 ≈17% ITM Gamma 0.028 Theta -0.601 Vega 0.014 Open interest 195 Model this call Put · $76 In the money Last $12.09 Breakeven $63.91 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 Model this put
4	1	172%	0.12	$0.13	$10.62	—	—	1	21
Call · $77 Last $0.13 Breakeven $77.13 Implied vol 172% Delta 0.12 ≈12% ITM Gamma 0.024 Theta -0.429 Vega 0.009 Open interest 4 Model this call Put · $77 In the money Last $10.62 Breakeven $66.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 Model this put
32	3	197.4%	0.135	$0.07	$14.82	-0.943	142.5%	1	0
Call · $78 Last $0.07 Breakeven $78.07 Implied vol 197.4% Delta 0.135 ≈14% ITM Gamma 0.023 Theta -0.538 Vega 0.009 Open interest 32 Model this call Put · $78 In the money Last $14.82 Breakeven $63.18 Implied vol 142.5% Delta -0.943 ≈94% ITM Gamma 0.017 Theta -0.198 Vega 0.005 Open interest 0 Model this put
12	1	143.9%	0.046	$0.04	$15.50	—	—	1	0
Call · $79 Last $0.04 Breakeven $79.04 Implied vol 143.9% Delta 0.046 ≈5% ITM Gamma 0.014 Theta -0.173 Vega 0.005 Open interest 12 Model this call Put · $79 In the money Last $15.50 Breakeven $63.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
354	3	122%	0.015	$0.02	$18.85	—	—	2	23
Call · $80 Last $0.02 Breakeven $80.02 Implied vol 122% Delta 0.015 ≈1% ITM Gamma 0.006 Theta -0.056 Vega 0.003 Open interest 354 Model this call Put · $80 In the money Last $18.85 Breakeven $61.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this put
25	3	207%	0.098	$0.14	$16.84	—	—	2	0
Call · $81 Last $0.14 Breakeven $81.14 Implied vol 207% Delta 0.098 ≈10% ITM Gamma 0.017 Theta -0.445 Vega 0.009 Open interest 25 Model this call Put · $81 In the money Last $16.84 Breakeven $64.16 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
27	3	187.3%	0.062	$0.06	$15.72	-0.946	179.5%	3	0
Call · $82 Last $0.06 Breakeven $82.06 Implied vol 187.3% Delta 0.062 ≈6% ITM Gamma 0.014 Theta -0.286 Vega 0.005 Open interest 27 Model this call Put · $82 In the money Last $15.72 Breakeven $66.28 Implied vol 179.5% Delta -0.946 ≈95% ITM Gamma 0.013 Theta -0.237 Vega 0.005 Open interest 0 Model this put
23	2	220.2%	0.085	$0.19	$18.95	—	—	2	2
Call · $83 Last $0.19 Breakeven $83.19 Implied vol 220.2% Delta 0.085 ≈8% ITM Gamma 0.015 Theta -0.429 Vega 0.01 Open interest 23 Model this call Put · $83 In the money Last $18.95 Breakeven $64.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
32	3	229.8%	0.083	$0.70	—	—	—	—	0
Call · $84 Last $0.70 Breakeven $84.70 Implied vol 229.8% Delta 0.083 ≈8% ITM Gamma 0.014 Theta -0.442 Vega 0.01 Open interest 32 Model this call Put · $84 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
33	20	178%	0.028	$0.01	$24.45	-0.934	220.8%	2	0
Call · $85 Last $0.01 Breakeven $85.01 Implied vol 178% Delta 0.028 ≈3% ITM Gamma 0.008 Theta -0.142 Vega 0.003 Open interest 33 Model this call Put · $85 In the money Last $24.45 Breakeven $60.55 Implied vol 220.8% Delta -0.934 ≈93% ITM Gamma 0.012 Theta -0.345 Vega 0.006 Open interest 0 Model this put
6	3	244.6%	0.077	$0.44	$25.43	—	—	2	0
Call · $86 Last $0.44 Breakeven $86.44 Implied vol 244.6% Delta 0.077 ≈8% ITM Gamma 0.012 Theta -0.446 Vega 0.006 Open interest 6 Model this call Put · $86 In the money Last $25.43 Breakeven $60.57 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
21	1	276%	0.099	$0.40	$8.13	—	—	1	0
Call · $87 Last $0.40 Breakeven $87.40 Implied vol 276% Delta 0.099 ≈10% ITM Gamma 0.013 Theta -0.6 Vega 0.01 Open interest 21 Model this call Put · $87 In the money Last $8.13 Breakeven $78.87 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
10	4	306.6%	0.119	$0.30	$17.70	—	—	13	0
Call · $88 Last $0.30 Breakeven $88.30 Implied vol 306.6% Delta 0.119 ≈12% ITM Gamma 0.014 Theta -0.758 Vega 0.01 Open interest 10 Model this call Put · $88 In the money Last $17.70 Breakeven $70.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
22	2	265.4%	0.071	$0.01	$6.55	-0.996	161.9%	1	0
Call · $89 Last $0.01 Breakeven $89.01 Implied vol 265.4% Delta 0.071 ≈7% ITM Gamma 0.011 Theta -0.451 Vega 0.006 Open interest 22 Model this call Put · $89 In the money Last $6.55 Breakeven $82.45 Implied vol 161.9% Delta -0.996 ≈100% ITM Gamma 0.002 Theta -0.022 Vega 0.001 Open interest 0 Model this put
158	1	197.7%	0.017	$0.02	$24.55	—	—	2	0
Call · $90 Last $0.02 Breakeven $90.02 Implied vol 197.7% Delta 0.017 ≈2% ITM Gamma 0.004 Theta -0.101 Vega 0.003 Open interest 158 Model this call Put · $90 In the money Last $24.55 Breakeven $65.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
480	4	269.8%	0.061	$0.05	$25.46	-0.996	173%	2	0
Call · $91 Last $0.05 Breakeven $91.05 Implied vol 269.8% Delta 0.061 ≈6% ITM Gamma 0.009 Theta -0.404 Vega 0.006 Open interest 480 Model this call Put · $91 In the money Last $25.46 Breakeven $65.54 Implied vol 173% Delta -0.996 ≈100% ITM Gamma 0.002 Theta -0.023 Vega 0.001 Open interest 0 Model this put
7	6	266.4%	0.052	$0.25	$27.90	-0.996	178%	1	0
Call · $92 Last $0.25 Breakeven $92.25 Implied vol 266.4% Delta 0.052 ≈5% ITM Gamma 0.008 Theta -0.349 Vega 0.006 Open interest 7 Model this call Put · $92 In the money Last $27.90 Breakeven $64.10 Implied vol 178% Delta -0.996 ≈100% ITM Gamma 0.002 Theta -0.023 Vega 0 Open interest 0 Model this put
44	2	275%	0.052	$0.91	$28.80	—	—	1	1
Call · $93 Last $0.91 Breakeven $93.91 Implied vol 275% Delta 0.052 ≈5% ITM Gamma 0.008 Theta -0.362 Vega 0.006 Open interest 44 Model this call Put · $93 In the money Last $28.80 Breakeven $64.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
43	1	280.2%	0.05	$0.99	$30.25	—	—	1	0
Call · $94 Last $0.99 Breakeven $94.99 Implied vol 280.2% Delta 0.05 ≈5% ITM Gamma 0.008 Theta -0.356 Vega 0.006 Open interest 43 Model this call Put · $94 In the money Last $30.25 Breakeven $63.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
55	6	255.4%	0.03	$0.05	$31.15	—	—	1	0
Call · $95 Last $0.05 Breakeven $95.05 Implied vol 255.4% Delta 0.03 ≈3% ITM Gamma 0.005 Theta -0.213 Vega 0.003 Open interest 55 Model this call Put · $95 In the money Last $31.15 Breakeven $63.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
16	5	292%	0.046	$0.47	$17.27	—	—	4	0
Call · $96 Last $0.47 Breakeven $96.47 Implied vol 292% Delta 0.046 ≈5% ITM Gamma 0.007 Theta -0.353 Vega 0.006 Open interest 16 Model this call Put · $96 In the money Last $17.27 Breakeven $78.73 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	319.7%	0.061	$1.06	$18.52	-0.99	226.6%	2	0
Call · $97 Last $1.06 Breakeven $98.06 Implied vol 319.7% Delta 0.061 ≈6% ITM Gamma 0.008 Theta -0.478 Vega 0.006 Open interest 1 Model this call Put · $97 In the money Last $18.52 Breakeven $78.48 Implied vol 226.6% Delta -0.99 ≈99% ITM Gamma 0.003 Theta -0.073 Vega 0.001 Open interest 0 Model this put
3	1	327%	0.061	$0.41	$15.59	—	—	12	0
Call · $98 Last $0.41 Breakeven $98.41 Implied vol 327% Delta 0.061 ≈6% ITM Gamma 0.008 Theta -0.486 Vega 0.006 Open interest 3 Model this call Put · $98 In the money Last $15.59 Breakeven $82.41 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	6	320.1%	0.05	$0.30	—	—	—	—	0
Call · $99 Last $0.30 Breakeven $99.30 Implied vol 320.1% Delta 0.05 ≈5% ITM Gamma 0.007 Theta -0.412 Vega 0.006 Open interest 5 Model this call Put · $99 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
27	1	339.8%	0.059	$0.02	—	—	—	—	0
Call · $100 Last $0.02 Breakeven $100.02 Implied vol 339.8% Delta 0.059 ≈6% ITM Gamma 0.007 Theta -0.493 Vega 0.006 Open interest 27 Model this call Put · $100 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	2	347.7%	0.059	$0.94	—	—	—	—	0
Call · $101 Last $0.94 Breakeven $101.94 Implied vol 347.7% Delta 0.059 ≈6% ITM Gamma 0.007 Theta -0.506 Vega 0.006 Open interest 2 Model this call Put · $101 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	5	330.1%	0.042	$0.41	—	-0.997	224%	—	0
Call · $102 Last $0.41 Breakeven $102.41 Implied vol 330.1% Delta 0.042 ≈4% ITM Gamma 0.006 Theta -0.368 Vega 0.006 Open interest 4 Model this call Put · $102 In the money Last — Breakeven — Implied vol 224% Delta -0.997 ≈100% ITM Gamma 0.001 Theta -0.024 Vega 0 Open interest 0 Model this put
44	8	386.1%	0.064	$0.16	—	—	—	—	0
Call · $105 Last $0.16 Breakeven $105.16 Implied vol 386.1% Delta 0.064 ≈6% ITM Gamma 0.007 Theta -0.602 Vega 0.006 Open interest 44 Model this call Put · $105 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
49	11	399.3%	0.051	$0.01	—	-0.963	371.2%	—	0
Call · $110 Last $0.01 Breakeven $110.01 Implied vol 399.3% Delta 0.051 ≈5% ITM Gamma 0.005 Theta -0.521 Vega 0.006 Open interest 49 Model this call Put · $110 In the money Last — Breakeven — Implied vol 371.2% Delta -0.963 ≈96% ITM Gamma 0.005 Theta -0.365 Vega 0.003 Open interest 0 Model this put
2	1	427.5%	0.049	$0.01	—	—	—	—	0
Call · $115 Last $0.01 Breakeven $115.01 Implied vol 427.5% Delta 0.049 ≈5% ITM Gamma 0.005 Theta -0.538 Vega 0.006 Open interest 2 Model this call Put · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	2	341.2%	0.01	$0.01	—	—	—	—	0
Call · $120 Last $0.01 Breakeven $120.01 Implied vol 341.2% Delta 0.01 ≈1% ITM Gamma 0.002 Theta -0.114 Vega 0.001 Open interest 4 Model this call Put · $120 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $45 In the money

Last: —
Breakeven: —
Implied vol: 317.4%
Delta: 0.962 ≈96% ITM
Gamma: 0.005
Theta: -0.33
Vega: 0.004
Open interest: 0

Model this call

Put · $45

Last: $0.01
Breakeven: $44.99
Implied vol: 215.9%
Delta: -0.006 ≈1% ITM
Gamma: 0.002
Theta: -0.042
Vega: 0.001
Open interest: 17

Model this put

Call · $50 In the money

Last: $13.00
Breakeven: $63.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 16

Model this call

Put · $50

Last: $0.36
Breakeven: $49.64
Implied vol: 167.1%
Delta: -0.009 ≈1% ITM
Gamma: 0.003
Theta: -0.049
Vega: 0.001
Open interest: 3

Model this put

Call · $53 In the money

Last: $12.83
Breakeven: $65.83
Implied vol: 118.6%
Delta: 0.996 ≈100% ITM
Gamma: 0.002
Theta: -0.023
Vega: 0.001
Open interest: 18

Model this call

Put · $53

Last: $0.41
Breakeven: $52.59
Implied vol: 189.1%
Delta: -0.048 ≈5% ITM
Gamma: 0.011
Theta: -0.235
Vega: 0.004
Open interest: 1

Model this put

Call · $54 In the money

Last: $11.94
Breakeven: $65.94
Implied vol: 108.9%
Delta: 0.996 ≈100% ITM
Gamma: 0.002
Theta: -0.023
Vega: 0.001
Open interest: 38

Model this call

Put · $54

Last: $0.04
Breakeven: $53.96
Implied vol: 132.7%
Delta: -0.016 ≈2% ITM
Gamma: 0.006
Theta: -0.067
Vega: 0.002
Open interest: 43

Model this put

Call · $55 In the money

Last: $11.10
Breakeven: $66.10
Implied vol: 118.6%
Delta: 0.985 ≈98% ITM
Gamma: 0.007
Theta: -0.061
Vega: 0.002
Open interest: 15

Model this call

Put · $55

Last: $0.07
Breakeven: $54.93
Implied vol: 160.4%
Delta: -0.052 ≈5% ITM
Gamma: 0.014
Theta: -0.214
Vega: 0.004
Open interest: 734

Model this put

Call · $56 In the money

Last: $10.20
Breakeven: $66.20
Implied vol: 163.4%
Delta: 0.925 ≈92% ITM
Gamma: 0.018
Theta: -0.293
Vega: 0.008
Open interest: 3

Model this call

Put · $56

Last: $0.06
Breakeven: $55.94
Implied vol: 115.9%
Delta: -0.023 ≈2% ITM
Gamma: 0.01
Theta: -0.078
Vega: 0.002
Open interest: 96

Model this put

Call · $57 In the money

Last: $9.28
Breakeven: $66.28
Implied vol: 149.3%
Delta: 0.919 ≈92% ITM
Gamma: 0.021
Theta: -0.284
Vega: 0.008
Open interest: 2

Model this call

Put · $57

Last: $0.07
Breakeven: $56.93
Implied vol: 99%
Delta: -0.019 ≈2% ITM
Gamma: 0.01
Theta: -0.057
Vega: 0.002
Open interest: 246

Model this put

Call · $58 In the money

Last: $8.37
Breakeven: $66.37
Implied vol: 141.7%
Delta: 0.903 ≈90% ITM
Gamma: 0.025
Theta: -0.309
Vega: 0.008
Open interest: 2

Model this call

Put · $58

Last: $0.02
Breakeven: $57.98
Implied vol: 106.7%
Delta: -0.045 ≈5% ITM
Gamma: 0.018
Theta: -0.125
Vega: 0.005
Open interest: 251

Model this put

Call · $59 In the money

Last: $6.58
Breakeven: $65.58
Implied vol: 102.1%
Delta: 0.94 ≈94% ITM
Gamma: 0.025
Theta: -0.158
Vega: 0.005
Open interest: 0

Model this call

Put · $59

Last: $0.10
Breakeven: $58.90
Implied vol: 98.5%
Delta: -0.055 ≈5% ITM
Gamma: 0.024
Theta: -0.136
Vega: 0.005
Open interest: 120

Model this put

Call · $60 In the money

Last: $4.90
Breakeven: $64.90
Implied vol: 99.1%
Delta: 0.911 ≈91% ITM
Gamma: 0.034
Theta: -0.204
Vega: 0.008
Open interest: 19

Model this call

Put · $60

Last: $0.15
Breakeven: $59.85
Implied vol: 95.2%
Delta: -0.08 ≈8% ITM
Gamma: 0.033
Theta: -0.176
Vega: 0.008
Open interest: 347

Model this put

Call · $61 In the money

Last: $2.40
Breakeven: $63.40
Implied vol: 110.2%
Delta: 0.844 ≈84% ITM
Gamma: 0.045
Theta: -0.334
Vega: 0.012
Open interest: 1

Model this call

Put · $61

Last: $0.28
Breakeven: $60.72
Implied vol: 102.7%
Delta: -0.139 ≈14% ITM
Gamma: 0.045
Theta: -0.284
Vega: 0.012
Open interest: 199

Model this put

Call · $62 In the money

Last: $2.80
Breakeven: $64.80
Implied vol: 108.9%
Delta: 0.795 ≈79% ITM
Gamma: 0.055
Theta: -0.395
Vega: 0.012
Open interest: 53

Model this call

Put · $62

Last: $0.33
Breakeven: $61.67
Implied vol: 107.2%
Delta: -0.202 ≈20% ITM
Gamma: 0.056
Theta: -0.379
Vega: 0.012
Open interest: 288

Model this put

Call · $63 In the money

Last: $3.68
Breakeven: $66.68
Implied vol: 69.8%
Delta: 0.822 ≈82% ITM
Gamma: 0.078
Theta: -0.232
Vega: 0.012
Open interest: 73

Model this call

Put · $63

Last: $0.65
Breakeven: $62.35
Implied vol: 92.8%
Delta: -0.238 ≈24% ITM
Gamma: 0.07
Theta: -0.359
Vega: 0.016
Open interest: 167

Model this put

Call · $64 In the money

Last: $2.07
Breakeven: $66.07
Implied vol: 62.4%
Delta: 0.753 ≈75% ITM
Gamma: 0.107
Theta: -0.252
Vega: 0.016
Open interest: 392

Model this call

Put · $64

Last: $0.93
Breakeven: $63.07
Implied vol: 90.5%
Delta: -0.313 ≈31% ITM
Gamma: 0.083
Theta: -0.4
Vega: 0.016
Open interest: 480

Model this put

Call · $65 In the money

Last: $2.58
Breakeven: $67.58
Implied vol: 67.7%
Delta: 0.625 ≈62% ITM
Gamma: 0.118
Theta: -0.326
Vega: 0.019
Open interest: 676

Model this call

Put · $65

Last: $1.00
Breakeven: $64.00
Implied vol: 90.4%
Delta: -0.401 ≈40% ITM
Gamma: 0.09
Theta: -0.434
Vega: 0.019
Open interest: 4.5k

Model this put

Call · $66

Last: $1.33
Breakeven: $67.33
Implied vol: 75.8%
Delta: 0.505 ≈50% ITM
Gamma: 0.112
Theta: -0.386
Vega: 0.019
Open interest: 219

Model this call

Put · $66 In the money

Last: $1.50
Breakeven: $64.50
Implied vol: 109.9%
Delta: -0.488 ≈49% ITM
Gamma: 0.077
Theta: -0.552
Vega: 0.019
Open interest: 8

Model this put

Call · $67

Last: $1.30
Breakeven: $68.30
Implied vol: 84%
Delta: 0.409 ≈41% ITM
Gamma: 0.097
Theta: -0.411
Vega: 0.019
Open interest: 345

Model this call

Put · $67 In the money

Last: $3.42
Breakeven: $63.58
Implied vol: 114.7%
Delta: -0.559 ≈56% ITM
Gamma: 0.072
Theta: -0.562
Vega: 0.019
Open interest: 28

Model this put

Call · $68

Last: $0.65
Breakeven: $68.65
Implied vol: 81.1%
Delta: 0.313 ≈31% ITM
Gamma: 0.092
Theta: -0.36
Vega: 0.017
Open interest: 238

Model this call

Put · $68 In the money

Last: $3.87
Breakeven: $64.13
Implied vol: 127.8%
Delta: -0.613 ≈61% ITM
Gamma: 0.064
Theta: -0.614
Vega: 0.019
Open interest: 17

Model this put

Call · $69

Last: $0.62
Breakeven: $69.62
Implied vol: 80.4%
Delta: 0.227 ≈23% ITM
Gamma: 0.079
Theta: -0.306
Vega: 0.013
Open interest: 112

Model this call

Put · $69 In the money

Last: $3.71
Breakeven: $65.29
Implied vol: 115.2%
Delta: -0.69 ≈69% ITM
Gamma: 0.064
Theta: -0.502
Vega: 0.017
Open interest: 29

Model this put

Call · $70

Last: $0.33
Breakeven: $70.33
Implied vol: 77.3%
Delta: 0.148 ≈15% ITM
Gamma: 0.063
Theta: -0.226
Vega: 0.013
Open interest: 428

Model this call

Put · $70 In the money

Last: $4.97
Breakeven: $65.03
Implied vol: 124.2%
Delta: -0.732 ≈73% ITM
Gamma: 0.056
Theta: -0.508
Vega: 0.017
Open interest: 42

Model this put

Call · $71

Last: $0.30
Breakeven: $71.30
Implied vol: 89.3%
Delta: 0.133 ≈13% ITM
Gamma: 0.051
Theta: -0.242
Vega: 0.009
Open interest: 177

Model this call

Put · $71 In the money

Last: $9.28
Breakeven: $61.72
Implied vol: 138.7%
Delta: -0.756 ≈76% ITM
Gamma: 0.048
Theta: -0.547
Vega: 0.013
Open interest: 43

Model this put

Call · $72

Last: $0.22
Breakeven: $72.22
Implied vol: 84.8%
Delta: 0.079 ≈8% ITM
Gamma: 0.037
Theta: -0.158
Vega: 0.009
Open interest: 154

Model this call

Put · $72 In the money

Last: $10.15
Breakeven: $61.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 104

Model this put

Call · $73

Last: $0.13
Breakeven: $73.13
Implied vol: 96.6%
Delta: 0.076 ≈8% ITM
Gamma: 0.031
Theta: -0.174
Vega: 0.009
Open interest: 96

Model this call

Put · $73 In the money

Last: $11.35
Breakeven: $61.65
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 16

Model this put

Call · $74

Last: $0.07
Breakeven: $74.07
Implied vol: 91.7%
Delta: 0.044 ≈4% ITM
Gamma: 0.021
Theta: -0.107
Vega: 0.005
Open interest: 36

Model this call

Put · $74 In the money

Last: $2.85
Breakeven: $71.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this put

Call · $75

Last: $0.06
Breakeven: $75.06
Implied vol: 96.7%
Delta: 0.033 ≈3% ITM
Gamma: 0.016
Theta: -0.09
Vega: 0.003
Open interest: 589

Model this call

Put · $75 In the money

Last: $12.50
Breakeven: $62.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 42

Model this put

Call · $76

Last: $0.18
Breakeven: $76.18
Implied vol: 190.4%
Delta: 0.169 ≈17% ITM
Gamma: 0.028
Theta: -0.601
Vega: 0.014
Open interest: 195

Model this call

Put · $76 In the money

Last: $12.09
Breakeven: $63.91
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 43

Model this put

Call · $77

Last: $0.13
Breakeven: $77.13
Implied vol: 172%
Delta: 0.12 ≈12% ITM
Gamma: 0.024
Theta: -0.429
Vega: 0.009
Open interest: 4

Model this call

Put · $77 In the money

Last: $10.62
Breakeven: $66.38
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 21

Model this put

Call · $78

Last: $0.07
Breakeven: $78.07
Implied vol: 197.4%
Delta: 0.135 ≈14% ITM
Gamma: 0.023
Theta: -0.538
Vega: 0.009
Open interest: 32

Model this call

Put · $78 In the money

Last: $14.82
Breakeven: $63.18
Implied vol: 142.5%
Delta: -0.943 ≈94% ITM
Gamma: 0.017
Theta: -0.198
Vega: 0.005
Open interest: 0

Model this put

Call · $79

Last: $0.04
Breakeven: $79.04
Implied vol: 143.9%
Delta: 0.046 ≈5% ITM
Gamma: 0.014
Theta: -0.173
Vega: 0.005
Open interest: 12

Model this call

Put · $79 In the money

Last: $15.50
Breakeven: $63.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $80

Last: $0.02
Breakeven: $80.02
Implied vol: 122%
Delta: 0.015 ≈1% ITM
Gamma: 0.006
Theta: -0.056
Vega: 0.003
Open interest: 354

Model this call

Put · $80 In the money

Last: $18.85
Breakeven: $61.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 23

Model this put

Call · $81

Last: $0.14
Breakeven: $81.14
Implied vol: 207%
Delta: 0.098 ≈10% ITM
Gamma: 0.017
Theta: -0.445
Vega: 0.009
Open interest: 25

Model this call

Put · $81 In the money

Last: $16.84
Breakeven: $64.16
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $82

Last: $0.06
Breakeven: $82.06
Implied vol: 187.3%
Delta: 0.062 ≈6% ITM
Gamma: 0.014
Theta: -0.286
Vega: 0.005
Open interest: 27

Model this call

Put · $82 In the money

Last: $15.72
Breakeven: $66.28
Implied vol: 179.5%
Delta: -0.946 ≈95% ITM
Gamma: 0.013
Theta: -0.237
Vega: 0.005
Open interest: 0

Model this put

Call · $83

Last: $0.19
Breakeven: $83.19
Implied vol: 220.2%
Delta: 0.085 ≈8% ITM
Gamma: 0.015
Theta: -0.429
Vega: 0.01
Open interest: 23

Model this call

Put · $83 In the money

Last: $18.95
Breakeven: $64.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $84

Last: $0.70
Breakeven: $84.70
Implied vol: 229.8%
Delta: 0.083 ≈8% ITM
Gamma: 0.014
Theta: -0.442
Vega: 0.01
Open interest: 32

Model this call

Put · $84 In the money

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

Model this put

Call · $85

Last: $0.01
Breakeven: $85.01
Implied vol: 178%
Delta: 0.028 ≈3% ITM
Gamma: 0.008
Theta: -0.142
Vega: 0.003
Open interest: 33

Model this call

Put · $85 In the money

Last: $24.45
Breakeven: $60.55
Implied vol: 220.8%
Delta: -0.934 ≈93% ITM
Gamma: 0.012
Theta: -0.345
Vega: 0.006
Open interest: 0

Model this put

Call · $86

Last: $0.44
Breakeven: $86.44
Implied vol: 244.6%
Delta: 0.077 ≈8% ITM
Gamma: 0.012
Theta: -0.446
Vega: 0.006
Open interest: 6

Model this call

Put · $86 In the money

Last: $25.43
Breakeven: $60.57
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $87

Last: $0.40
Breakeven: $87.40
Implied vol: 276%
Delta: 0.099 ≈10% ITM
Gamma: 0.013
Theta: -0.6
Vega: 0.01
Open interest: 21

Model this call

Put · $87 In the money

Last: $8.13
Breakeven: $78.87
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $88

Last: $0.30
Breakeven: $88.30
Implied vol: 306.6%
Delta: 0.119 ≈12% ITM
Gamma: 0.014
Theta: -0.758
Vega: 0.01
Open interest: 10

Model this call

Put · $88 In the money

Last: $17.70
Breakeven: $70.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $89

Last: $0.01
Breakeven: $89.01
Implied vol: 265.4%
Delta: 0.071 ≈7% ITM
Gamma: 0.011
Theta: -0.451
Vega: 0.006
Open interest: 22

Model this call

Put · $89 In the money

Last: $6.55
Breakeven: $82.45
Implied vol: 161.9%
Delta: -0.996 ≈100% ITM
Gamma: 0.002
Theta: -0.022
Vega: 0.001
Open interest: 0

Model this put

Call · $90

Last: $0.02
Breakeven: $90.02
Implied vol: 197.7%
Delta: 0.017 ≈2% ITM
Gamma: 0.004
Theta: -0.101
Vega: 0.003
Open interest: 158

Model this call

Put · $90 In the money

Last: $24.55
Breakeven: $65.45
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $91

Last: $0.05
Breakeven: $91.05
Implied vol: 269.8%
Delta: 0.061 ≈6% ITM
Gamma: 0.009
Theta: -0.404
Vega: 0.006
Open interest: 480

Model this call

Put · $91 In the money

Last: $25.46
Breakeven: $65.54
Implied vol: 173%
Delta: -0.996 ≈100% ITM
Gamma: 0.002
Theta: -0.023
Vega: 0.001
Open interest: 0

Model this put

Call · $92

Last: $0.25
Breakeven: $92.25
Implied vol: 266.4%
Delta: 0.052 ≈5% ITM
Gamma: 0.008
Theta: -0.349
Vega: 0.006
Open interest: 7

Model this call

Put · $92 In the money

Last: $27.90
Breakeven: $64.10
Implied vol: 178%
Delta: -0.996 ≈100% ITM
Gamma: 0.002
Theta: -0.023
Vega: 0
Open interest: 0

Model this put

Call · $93

Last: $0.91
Breakeven: $93.91
Implied vol: 275%
Delta: 0.052 ≈5% ITM
Gamma: 0.008
Theta: -0.362
Vega: 0.006
Open interest: 44

Model this call

Put · $93 In the money

Last: $28.80
Breakeven: $64.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $94

Last: $0.99
Breakeven: $94.99
Implied vol: 280.2%
Delta: 0.05 ≈5% ITM
Gamma: 0.008
Theta: -0.356
Vega: 0.006
Open interest: 43

Model this call

Put · $94 In the money

Last: $30.25
Breakeven: $63.75
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $95

Last: $0.05
Breakeven: $95.05
Implied vol: 255.4%
Delta: 0.03 ≈3% ITM
Gamma: 0.005
Theta: -0.213
Vega: 0.003
Open interest: 55

Model this call

Put · $95 In the money

Last: $31.15
Breakeven: $63.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $96

Last: $0.47
Breakeven: $96.47
Implied vol: 292%
Delta: 0.046 ≈5% ITM
Gamma: 0.007
Theta: -0.353
Vega: 0.006
Open interest: 16

Model this call

Put · $96 In the money

Last: $17.27
Breakeven: $78.73
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $97

Last: $1.06
Breakeven: $98.06
Implied vol: 319.7%
Delta: 0.061 ≈6% ITM
Gamma: 0.008
Theta: -0.478
Vega: 0.006
Open interest: 1

Model this call

Put · $97 In the money

Last: $18.52
Breakeven: $78.48
Implied vol: 226.6%
Delta: -0.99 ≈99% ITM
Gamma: 0.003
Theta: -0.073
Vega: 0.001
Open interest: 0

Model this put

Call · $98

Last: $0.41
Breakeven: $98.41
Implied vol: 327%
Delta: 0.061 ≈6% ITM
Gamma: 0.008
Theta: -0.486
Vega: 0.006
Open interest: 3

Model this call

Put · $98 In the money

Last: $15.59
Breakeven: $82.41
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $99

Last: $0.30
Breakeven: $99.30
Implied vol: 320.1%
Delta: 0.05 ≈5% ITM
Gamma: 0.007
Theta: -0.412
Vega: 0.006
Open interest: 5

Model this call

Put · $99 In the money

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

Model this put

Call · $100

Last: $0.02
Breakeven: $100.02
Implied vol: 339.8%
Delta: 0.059 ≈6% ITM
Gamma: 0.007
Theta: -0.493
Vega: 0.006
Open interest: 27

Model this call

Put · $100 In the money

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

Model this put

Call · $101

Last: $0.94
Breakeven: $101.94
Implied vol: 347.7%
Delta: 0.059 ≈6% ITM
Gamma: 0.007
Theta: -0.506
Vega: 0.006
Open interest: 2

Model this call

Put · $101 In the money

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

Model this put

Call · $102

Last: $0.41
Breakeven: $102.41
Implied vol: 330.1%
Delta: 0.042 ≈4% ITM
Gamma: 0.006
Theta: -0.368
Vega: 0.006
Open interest: 4

Model this call

Put · $102 In the money

Last: —
Breakeven: —
Implied vol: 224%
Delta: -0.997 ≈100% ITM
Gamma: 0.001
Theta: -0.024
Vega: 0
Open interest: 0

Model this put

Call · $105

Last: $0.16
Breakeven: $105.16
Implied vol: 386.1%
Delta: 0.064 ≈6% ITM
Gamma: 0.007
Theta: -0.602
Vega: 0.006
Open interest: 44

Model this call

Put · $105 In the money

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

Model this put

Call · $110

Last: $0.01
Breakeven: $110.01
Implied vol: 399.3%
Delta: 0.051 ≈5% ITM
Gamma: 0.005
Theta: -0.521
Vega: 0.006
Open interest: 49

Model this call

Put · $110 In the money

Last: —
Breakeven: —
Implied vol: 371.2%
Delta: -0.963 ≈96% ITM
Gamma: 0.005
Theta: -0.365
Vega: 0.003
Open interest: 0

Model this put

Call · $115

Last: $0.01
Breakeven: $115.01
Implied vol: 427.5%
Delta: 0.049 ≈5% ITM
Gamma: 0.005
Theta: -0.538
Vega: 0.006
Open interest: 2

Model this call

Put · $115 In the money

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

Model this put

Call · $120

Last: $0.01
Breakeven: $120.01
Implied vol: 341.2%
Delta: 0.01 ≈1% ITM
Gamma: 0.002
Theta: -0.114
Vega: 0.001
Open interest: 4

Model this call

Put · $120 In the money

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

Model this put

CAVA · Cava Group, 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
0	—	317.4%	0.962	—		$0.01	-0.006	215.9%	12	17
Call · $45 In the money Last — Breakeven — Implied vol 317.4% Delta 0.962 ≈96% ITM Gamma 0.005 Theta -0.33 Vega 0.004 Open interest 0 Model this call Put · $45 Last $0.01 Breakeven $44.99 Implied vol 215.9% Delta -0.006 ≈1% ITM Gamma 0.002 Theta -0.042 Vega 0.001 Open interest 17 Model this put
16	100	—	—	$13.00		$0.36	-0.009	167.1%	1	3
Call · $50 In the money Last $13.00 Breakeven $63.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this call Put · $50 Last $0.36 Breakeven $49.64 Implied vol 167.1% Delta -0.009 ≈1% ITM Gamma 0.003 Theta -0.049 Vega 0.001 Open interest 3 Model this put
18	5	118.6%	0.996	$12.83		$0.41	-0.048	189.1%	1	1
Call · $53 In the money Last $12.83 Breakeven $65.83 Implied vol 118.6% Delta 0.996 ≈100% ITM Gamma 0.002 Theta -0.023 Vega 0.001 Open interest 18 Model this call Put · $53 Last $0.41 Breakeven $52.59 Implied vol 189.1% Delta -0.048 ≈5% ITM Gamma 0.011 Theta -0.235 Vega 0.004 Open interest 1 Model this put
38	23	108.9%	0.996	$11.94		$0.04	-0.016	132.7%	28	43
Call · $54 In the money Last $11.94 Breakeven $65.94 Implied vol 108.9% Delta 0.996 ≈100% ITM Gamma 0.002 Theta -0.023 Vega 0.001 Open interest 38 Model this call Put · $54 Last $0.04 Breakeven $53.96 Implied vol 132.7% Delta -0.016 ≈2% ITM Gamma 0.006 Theta -0.067 Vega 0.002 Open interest 43 Model this put
15	53	118.6%	0.985	$11.10		$0.07	-0.052	160.4%	30	734
Call · $55 In the money Last $11.10 Breakeven $66.10 Implied vol 118.6% Delta 0.985 ≈98% ITM Gamma 0.007 Theta -0.061 Vega 0.002 Open interest 15 Model this call Put · $55 Last $0.07 Breakeven $54.93 Implied vol 160.4% Delta -0.052 ≈5% ITM Gamma 0.014 Theta -0.214 Vega 0.004 Open interest 734 Model this put
3	2	163.4%	0.925	$10.20		$0.06	-0.023	115.9%	50	96
Call · $56 In the money Last $10.20 Breakeven $66.20 Implied vol 163.4% Delta 0.925 ≈92% ITM Gamma 0.018 Theta -0.293 Vega 0.008 Open interest 3 Model this call Put · $56 Last $0.06 Breakeven $55.94 Implied vol 115.9% Delta -0.023 ≈2% ITM Gamma 0.01 Theta -0.078 Vega 0.002 Open interest 96 Model this put
2	5	149.3%	0.919	$9.28		$0.07	-0.019	99%	4	246
Call · $57 In the money Last $9.28 Breakeven $66.28 Implied vol 149.3% Delta 0.919 ≈92% ITM Gamma 0.021 Theta -0.284 Vega 0.008 Open interest 2 Model this call Put · $57 Last $0.07 Breakeven $56.93 Implied vol 99% Delta -0.019 ≈2% ITM Gamma 0.01 Theta -0.057 Vega 0.002 Open interest 246 Model this put
2	7	141.7%	0.903	$8.37		$0.02	-0.045	106.7%	19	251
Call · $58 In the money Last $8.37 Breakeven $66.37 Implied vol 141.7% Delta 0.903 ≈90% ITM Gamma 0.025 Theta -0.309 Vega 0.008 Open interest 2 Model this call Put · $58 Last $0.02 Breakeven $57.98 Implied vol 106.7% Delta -0.045 ≈5% ITM Gamma 0.018 Theta -0.125 Vega 0.005 Open interest 251 Model this put
0	3	102.1%	0.94	$6.58		$0.10	-0.055	98.5%	14	120
Call · $59 In the money Last $6.58 Breakeven $65.58 Implied vol 102.1% Delta 0.94 ≈94% ITM Gamma 0.025 Theta -0.158 Vega 0.005 Open interest 0 Model this call Put · $59 Last $0.10 Breakeven $58.90 Implied vol 98.5% Delta -0.055 ≈5% ITM Gamma 0.024 Theta -0.136 Vega 0.005 Open interest 120 Model this put
19	1	99.1%	0.911	$4.90		$0.15	-0.08	95.2%	131	347
Call · $60 In the money Last $4.90 Breakeven $64.90 Implied vol 99.1% Delta 0.911 ≈91% ITM Gamma 0.034 Theta -0.204 Vega 0.008 Open interest 19 Model this call Put · $60 Last $0.15 Breakeven $59.85 Implied vol 95.2% Delta -0.08 ≈8% ITM Gamma 0.033 Theta -0.176 Vega 0.008 Open interest 347 Model this put
1	1	110.2%	0.844	$2.40		$0.28	-0.139	102.7%	84	199
Call · $61 In the money Last $2.40 Breakeven $63.40 Implied vol 110.2% Delta 0.844 ≈84% ITM Gamma 0.045 Theta -0.334 Vega 0.012 Open interest 1 Model this call Put · $61 Last $0.28 Breakeven $60.72 Implied vol 102.7% Delta -0.139 ≈14% ITM Gamma 0.045 Theta -0.284 Vega 0.012 Open interest 199 Model this put
53	20	108.9%	0.795	$2.80		$0.33	-0.202	107.2%	10	288
Call · $62 In the money Last $2.80 Breakeven $64.80 Implied vol 108.9% Delta 0.795 ≈79% ITM Gamma 0.055 Theta -0.395 Vega 0.012 Open interest 53 Model this call Put · $62 Last $0.33 Breakeven $61.67 Implied vol 107.2% Delta -0.202 ≈20% ITM Gamma 0.056 Theta -0.379 Vega 0.012 Open interest 288 Model this put
73	15	69.8%	0.822	$3.68		$0.65	-0.238	92.8%	53	167
Call · $63 In the money Last $3.68 Breakeven $66.68 Implied vol 69.8% Delta 0.822 ≈82% ITM Gamma 0.078 Theta -0.232 Vega 0.012 Open interest 73 Model this call Put · $63 Last $0.65 Breakeven $62.35 Implied vol 92.8% Delta -0.238 ≈24% ITM Gamma 0.07 Theta -0.359 Vega 0.016 Open interest 167 Model this put
392	43	62.4%	0.753	$2.07		$0.93	-0.313	90.5%	2	480
Call · $64 In the money Last $2.07 Breakeven $66.07 Implied vol 62.4% Delta 0.753 ≈75% ITM Gamma 0.107 Theta -0.252 Vega 0.016 Open interest 392 Model this call Put · $64 Last $0.93 Breakeven $63.07 Implied vol 90.5% Delta -0.313 ≈31% ITM Gamma 0.083 Theta -0.4 Vega 0.016 Open interest 480 Model this put
676	166	67.7%	0.625	$2.58		$1.00	-0.401	90.4%	10	4.5k
Call · $65 In the money Last $2.58 Breakeven $67.58 Implied vol 67.7% Delta 0.625 ≈62% ITM Gamma 0.118 Theta -0.326 Vega 0.019 Open interest 676 Model this call Put · $65 Last $1.00 Breakeven $64.00 Implied vol 90.4% Delta -0.401 ≈40% ITM Gamma 0.09 Theta -0.434 Vega 0.019 Open interest 4.5k Model this put
Underlying $65.36
219	40	75.8%	0.505	$1.33		$1.50	-0.488	109.9%	100	8
Call · $66 Last $1.33 Breakeven $67.33 Implied vol 75.8% Delta 0.505 ≈50% ITM Gamma 0.112 Theta -0.386 Vega 0.019 Open interest 219 Model this call Put · $66 In the money Last $1.50 Breakeven $64.50 Implied vol 109.9% Delta -0.488 ≈49% ITM Gamma 0.077 Theta -0.552 Vega 0.019 Open interest 8 Model this put
345	42	84%	0.409	$1.30		$3.42	-0.559	114.7%	1	28
Call · $67 Last $1.30 Breakeven $68.30 Implied vol 84% Delta 0.409 ≈41% ITM Gamma 0.097 Theta -0.411 Vega 0.019 Open interest 345 Model this call Put · $67 In the money Last $3.42 Breakeven $63.58 Implied vol 114.7% Delta -0.559 ≈56% ITM Gamma 0.072 Theta -0.562 Vega 0.019 Open interest 28 Model this put
238	47	81.1%	0.313	$0.65		$3.87	-0.613	127.8%	1	17
Call · $68 Last $0.65 Breakeven $68.65 Implied vol 81.1% Delta 0.313 ≈31% ITM Gamma 0.092 Theta -0.36 Vega 0.017 Open interest 238 Model this call Put · $68 In the money Last $3.87 Breakeven $64.13 Implied vol 127.8% Delta -0.613 ≈61% ITM Gamma 0.064 Theta -0.614 Vega 0.019 Open interest 17 Model this put
112	30	80.4%	0.227	$0.62		$3.71	-0.69	115.2%	5	29
Call · $69 Last $0.62 Breakeven $69.62 Implied vol 80.4% Delta 0.227 ≈23% ITM Gamma 0.079 Theta -0.306 Vega 0.013 Open interest 112 Model this call Put · $69 In the money Last $3.71 Breakeven $65.29 Implied vol 115.2% Delta -0.69 ≈69% ITM Gamma 0.064 Theta -0.502 Vega 0.017 Open interest 29 Model this put
428	546	77.3%	0.148	$0.33		$4.97	-0.732	124.2%	1	42
Call · $70 Last $0.33 Breakeven $70.33 Implied vol 77.3% Delta 0.148 ≈15% ITM Gamma 0.063 Theta -0.226 Vega 0.013 Open interest 428 Model this call Put · $70 In the money Last $4.97 Breakeven $65.03 Implied vol 124.2% Delta -0.732 ≈73% ITM Gamma 0.056 Theta -0.508 Vega 0.017 Open interest 42 Model this put
177	13	89.3%	0.133	$0.30		$9.28	-0.756	138.7%	3	43
Call · $71 Last $0.30 Breakeven $71.30 Implied vol 89.3% Delta 0.133 ≈13% ITM Gamma 0.051 Theta -0.242 Vega 0.009 Open interest 177 Model this call Put · $71 In the money Last $9.28 Breakeven $61.72 Implied vol 138.7% Delta -0.756 ≈76% ITM Gamma 0.048 Theta -0.547 Vega 0.013 Open interest 43 Model this put
154	13	84.8%	0.079	$0.22		$10.15	—	—	2	104
Call · $72 Last $0.22 Breakeven $72.22 Implied vol 84.8% Delta 0.079 ≈8% ITM Gamma 0.037 Theta -0.158 Vega 0.009 Open interest 154 Model this call Put · $72 In the money Last $10.15 Breakeven $61.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 104 Model this put
96	73	96.6%	0.076	$0.13		$11.35	—	—	1	16
Call · $73 Last $0.13 Breakeven $73.13 Implied vol 96.6% Delta 0.076 ≈8% ITM Gamma 0.031 Theta -0.174 Vega 0.009 Open interest 96 Model this call Put · $73 In the money Last $11.35 Breakeven $61.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this put
36	5	91.7%	0.044	$0.07		$2.85	—	—	2	4
Call · $74 Last $0.07 Breakeven $74.07 Implied vol 91.7% Delta 0.044 ≈4% ITM Gamma 0.021 Theta -0.107 Vega 0.005 Open interest 36 Model this call Put · $74 In the money Last $2.85 Breakeven $71.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this put
589	13	96.7%	0.033	$0.06		$12.50	—	—	5	42
Call · $75 Last $0.06 Breakeven $75.06 Implied vol 96.7% Delta 0.033 ≈3% ITM Gamma 0.016 Theta -0.09 Vega 0.003 Open interest 589 Model this call Put · $75 In the money Last $12.50 Breakeven $62.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 42 Model this put
195	1	190.4%	0.169	$0.18		$12.09	—	—	29	43
Call · $76 Last $0.18 Breakeven $76.18 Implied vol 190.4% Delta 0.169 ≈17% ITM Gamma 0.028 Theta -0.601 Vega 0.014 Open interest 195 Model this call Put · $76 In the money Last $12.09 Breakeven $63.91 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 Model this put
4	1	172%	0.12	$0.13		$10.62	—	—	1	21
Call · $77 Last $0.13 Breakeven $77.13 Implied vol 172% Delta 0.12 ≈12% ITM Gamma 0.024 Theta -0.429 Vega 0.009 Open interest 4 Model this call Put · $77 In the money Last $10.62 Breakeven $66.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 Model this put
32	3	197.4%	0.135	$0.07		$14.82	-0.943	142.5%	1	0
Call · $78 Last $0.07 Breakeven $78.07 Implied vol 197.4% Delta 0.135 ≈14% ITM Gamma 0.023 Theta -0.538 Vega 0.009 Open interest 32 Model this call Put · $78 In the money Last $14.82 Breakeven $63.18 Implied vol 142.5% Delta -0.943 ≈94% ITM Gamma 0.017 Theta -0.198 Vega 0.005 Open interest 0 Model this put
12	1	143.9%	0.046	$0.04		$15.50	—	—	1	0
Call · $79 Last $0.04 Breakeven $79.04 Implied vol 143.9% Delta 0.046 ≈5% ITM Gamma 0.014 Theta -0.173 Vega 0.005 Open interest 12 Model this call Put · $79 In the money Last $15.50 Breakeven $63.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
354	3	122%	0.015	$0.02		$18.85	—	—	2	23
Call · $80 Last $0.02 Breakeven $80.02 Implied vol 122% Delta 0.015 ≈1% ITM Gamma 0.006 Theta -0.056 Vega 0.003 Open interest 354 Model this call Put · $80 In the money Last $18.85 Breakeven $61.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this put
25	3	207%	0.098	$0.14		$16.84	—	—	2	0
Call · $81 Last $0.14 Breakeven $81.14 Implied vol 207% Delta 0.098 ≈10% ITM Gamma 0.017 Theta -0.445 Vega 0.009 Open interest 25 Model this call Put · $81 In the money Last $16.84 Breakeven $64.16 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
27	3	187.3%	0.062	$0.06		$15.72	-0.946	179.5%	3	0
Call · $82 Last $0.06 Breakeven $82.06 Implied vol 187.3% Delta 0.062 ≈6% ITM Gamma 0.014 Theta -0.286 Vega 0.005 Open interest 27 Model this call Put · $82 In the money Last $15.72 Breakeven $66.28 Implied vol 179.5% Delta -0.946 ≈95% ITM Gamma 0.013 Theta -0.237 Vega 0.005 Open interest 0 Model this put
23	2	220.2%	0.085	$0.19		$18.95	—	—	2	2
Call · $83 Last $0.19 Breakeven $83.19 Implied vol 220.2% Delta 0.085 ≈8% ITM Gamma 0.015 Theta -0.429 Vega 0.01 Open interest 23 Model this call Put · $83 In the money Last $18.95 Breakeven $64.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
32	3	229.8%	0.083	$0.70		—	—	—	—	0
Call · $84 Last $0.70 Breakeven $84.70 Implied vol 229.8% Delta 0.083 ≈8% ITM Gamma 0.014 Theta -0.442 Vega 0.01 Open interest 32 Model this call Put · $84 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
33	20	178%	0.028	$0.01		$24.45	-0.934	220.8%	2	0
Call · $85 Last $0.01 Breakeven $85.01 Implied vol 178% Delta 0.028 ≈3% ITM Gamma 0.008 Theta -0.142 Vega 0.003 Open interest 33 Model this call Put · $85 In the money Last $24.45 Breakeven $60.55 Implied vol 220.8% Delta -0.934 ≈93% ITM Gamma 0.012 Theta -0.345 Vega 0.006 Open interest 0 Model this put
6	3	244.6%	0.077	$0.44		$25.43	—	—	2	0
Call · $86 Last $0.44 Breakeven $86.44 Implied vol 244.6% Delta 0.077 ≈8% ITM Gamma 0.012 Theta -0.446 Vega 0.006 Open interest 6 Model this call Put · $86 In the money Last $25.43 Breakeven $60.57 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
21	1	276%	0.099	$0.40		$8.13	—	—	1	0
Call · $87 Last $0.40 Breakeven $87.40 Implied vol 276% Delta 0.099 ≈10% ITM Gamma 0.013 Theta -0.6 Vega 0.01 Open interest 21 Model this call Put · $87 In the money Last $8.13 Breakeven $78.87 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
10	4	306.6%	0.119	$0.30		$17.70	—	—	13	0
Call · $88 Last $0.30 Breakeven $88.30 Implied vol 306.6% Delta 0.119 ≈12% ITM Gamma 0.014 Theta -0.758 Vega 0.01 Open interest 10 Model this call Put · $88 In the money Last $17.70 Breakeven $70.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
22	2	265.4%	0.071	$0.01		$6.55	-0.996	161.9%	1	0
Call · $89 Last $0.01 Breakeven $89.01 Implied vol 265.4% Delta 0.071 ≈7% ITM Gamma 0.011 Theta -0.451 Vega 0.006 Open interest 22 Model this call Put · $89 In the money Last $6.55 Breakeven $82.45 Implied vol 161.9% Delta -0.996 ≈100% ITM Gamma 0.002 Theta -0.022 Vega 0.001 Open interest 0 Model this put
158	1	197.7%	0.017	$0.02		$24.55	—	—	2	0
Call · $90 Last $0.02 Breakeven $90.02 Implied vol 197.7% Delta 0.017 ≈2% ITM Gamma 0.004 Theta -0.101 Vega 0.003 Open interest 158 Model this call Put · $90 In the money Last $24.55 Breakeven $65.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
480	4	269.8%	0.061	$0.05		$25.46	-0.996	173%	2	0
Call · $91 Last $0.05 Breakeven $91.05 Implied vol 269.8% Delta 0.061 ≈6% ITM Gamma 0.009 Theta -0.404 Vega 0.006 Open interest 480 Model this call Put · $91 In the money Last $25.46 Breakeven $65.54 Implied vol 173% Delta -0.996 ≈100% ITM Gamma 0.002 Theta -0.023 Vega 0.001 Open interest 0 Model this put
7	6	266.4%	0.052	$0.25		$27.90	-0.996	178%	1	0
Call · $92 Last $0.25 Breakeven $92.25 Implied vol 266.4% Delta 0.052 ≈5% ITM Gamma 0.008 Theta -0.349 Vega 0.006 Open interest 7 Model this call Put · $92 In the money Last $27.90 Breakeven $64.10 Implied vol 178% Delta -0.996 ≈100% ITM Gamma 0.002 Theta -0.023 Vega 0 Open interest 0 Model this put
44	2	275%	0.052	$0.91		$28.80	—	—	1	1
Call · $93 Last $0.91 Breakeven $93.91 Implied vol 275% Delta 0.052 ≈5% ITM Gamma 0.008 Theta -0.362 Vega 0.006 Open interest 44 Model this call Put · $93 In the money Last $28.80 Breakeven $64.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
43	1	280.2%	0.05	$0.99		$30.25	—	—	1	0
Call · $94 Last $0.99 Breakeven $94.99 Implied vol 280.2% Delta 0.05 ≈5% ITM Gamma 0.008 Theta -0.356 Vega 0.006 Open interest 43 Model this call Put · $94 In the money Last $30.25 Breakeven $63.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
55	6	255.4%	0.03	$0.05		$31.15	—	—	1	0
Call · $95 Last $0.05 Breakeven $95.05 Implied vol 255.4% Delta 0.03 ≈3% ITM Gamma 0.005 Theta -0.213 Vega 0.003 Open interest 55 Model this call Put · $95 In the money Last $31.15 Breakeven $63.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
16	5	292%	0.046	$0.47		$17.27	—	—	4	0
Call · $96 Last $0.47 Breakeven $96.47 Implied vol 292% Delta 0.046 ≈5% ITM Gamma 0.007 Theta -0.353 Vega 0.006 Open interest 16 Model this call Put · $96 In the money Last $17.27 Breakeven $78.73 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	319.7%	0.061	$1.06		$18.52	-0.99	226.6%	2	0
Call · $97 Last $1.06 Breakeven $98.06 Implied vol 319.7% Delta 0.061 ≈6% ITM Gamma 0.008 Theta -0.478 Vega 0.006 Open interest 1 Model this call Put · $97 In the money Last $18.52 Breakeven $78.48 Implied vol 226.6% Delta -0.99 ≈99% ITM Gamma 0.003 Theta -0.073 Vega 0.001 Open interest 0 Model this put
3	1	327%	0.061	$0.41		$15.59	—	—	12	0
Call · $98 Last $0.41 Breakeven $98.41 Implied vol 327% Delta 0.061 ≈6% ITM Gamma 0.008 Theta -0.486 Vega 0.006 Open interest 3 Model this call Put · $98 In the money Last $15.59 Breakeven $82.41 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	6	320.1%	0.05	$0.30		—	—	—	—	0
Call · $99 Last $0.30 Breakeven $99.30 Implied vol 320.1% Delta 0.05 ≈5% ITM Gamma 0.007 Theta -0.412 Vega 0.006 Open interest 5 Model this call Put · $99 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
27	1	339.8%	0.059	$0.02		—	—	—	—	0
Call · $100 Last $0.02 Breakeven $100.02 Implied vol 339.8% Delta 0.059 ≈6% ITM Gamma 0.007 Theta -0.493 Vega 0.006 Open interest 27 Model this call Put · $100 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	2	347.7%	0.059	$0.94		—	—	—	—	0
Call · $101 Last $0.94 Breakeven $101.94 Implied vol 347.7% Delta 0.059 ≈6% ITM Gamma 0.007 Theta -0.506 Vega 0.006 Open interest 2 Model this call Put · $101 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	5	330.1%	0.042	$0.41		—	-0.997	224%	—	0
Call · $102 Last $0.41 Breakeven $102.41 Implied vol 330.1% Delta 0.042 ≈4% ITM Gamma 0.006 Theta -0.368 Vega 0.006 Open interest 4 Model this call Put · $102 In the money Last — Breakeven — Implied vol 224% Delta -0.997 ≈100% ITM Gamma 0.001 Theta -0.024 Vega 0 Open interest 0 Model this put
44	8	386.1%	0.064	$0.16		—	—	—	—	0
Call · $105 Last $0.16 Breakeven $105.16 Implied vol 386.1% Delta 0.064 ≈6% ITM Gamma 0.007 Theta -0.602 Vega 0.006 Open interest 44 Model this call Put · $105 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
49	11	399.3%	0.051	$0.01		—	-0.963	371.2%	—	0
Call · $110 Last $0.01 Breakeven $110.01 Implied vol 399.3% Delta 0.051 ≈5% ITM Gamma 0.005 Theta -0.521 Vega 0.006 Open interest 49 Model this call Put · $110 In the money Last — Breakeven — Implied vol 371.2% Delta -0.963 ≈96% ITM Gamma 0.005 Theta -0.365 Vega 0.003 Open interest 0 Model this put
2	1	427.5%	0.049	$0.01		—	—	—	—	0
Call · $115 Last $0.01 Breakeven $115.01 Implied vol 427.5% Delta 0.049 ≈5% ITM Gamma 0.005 Theta -0.538 Vega 0.006 Open interest 2 Model this call Put · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	2	341.2%	0.01	$0.01		—	—	—	—	0
Call · $120 Last $0.01 Breakeven $120.01 Implied vol 341.2% Delta 0.01 ≈1% ITM Gamma 0.002 Theta -0.114 Vega 0.001 Open interest 4 Model this call Put · $120 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put