0
—
64.2%
0.924
—
60
$0.05
-0.071
62.1%
1
4
Call · $60
In the money
Last —
Breakeven —
Implied vol 64.2%
Delta 0.924 ≈92% ITM
Gamma 0.012
Theta -0.032
Vega 0.031
Open interest 0
Model this call
Put · $60
Last $0.05
Breakeven $59.95
Implied vol 62.1%
Delta -0.071 ≈7% ITM
Gamma 0.011
Theta -0.033
Vega 0.032
Open interest 4
Model this put
0
—
50.9%
0.881
—
65
$0.30
-0.081
41.4%
18
80
Call · $65
In the money
Last —
Breakeven —
Implied vol 50.9%
Delta 0.881 ≈88% ITM
Gamma 0.02
Theta -0.036
Vega 0.033
Open interest 0
Model this call
Put · $65
Last $0.30
Breakeven $64.70
Implied vol 41.4%
Delta -0.081 ≈8% ITM
Gamma 0.018
Theta -0.024
Vega 0.033
Open interest 80
Model this put
0
—
44%
0.842
—
67.5
$0.29
-0.114
36.1%
6
125
Call · $67.5
In the money
Last —
Breakeven —
Implied vol 44%
Delta 0.842 ≈84% ITM
Gamma 0.028
Theta -0.038
Vega 0.05
Open interest 0
Model this call
Put · $67.5
Last $0.29
Breakeven $67.21
Implied vol 36.1%
Delta -0.114 ≈11% ITM
Gamma 0.027
Theta -0.028
Vega 0.034
Open interest 125
Model this put
13
6
22.3%
0.906
$6.50
70
$0.82
-0.194
34%
29
212
Call · $70
In the money
Last $6.50
Breakeven $76.50
Implied vol 22.3%
Delta 0.906 ≈91% ITM
Gamma 0.042
Theta -0.012
Vega 0.033
Open interest 13
Model this call
Put · $70
Last $0.82
Breakeven $69.18
Implied vol 34%
Delta -0.194 ≈19% ITM
Gamma 0.041
Theta -0.037
Vega 0.052
Open interest 212
Model this put
505
1.7k
33.4%
0.684
$3.90
72.5
$1.48
-0.317
33.8%
71
251
Call · $72.5
In the money
Last $3.90
Breakeven $76.40
Implied vol 33.4%
Delta 0.684 ≈68% ITM
Gamma 0.054
Theta -0.044
Vega 0.068
Open interest 505
Model this call
Put · $72.5
Last $1.48
Breakeven $71.02
Implied vol 33.8%
Delta -0.317 ≈32% ITM
Gamma 0.053
Theta -0.048
Vega 0.068
Open interest 251
Model this put
Underlying $74.89
33
17
32.4%
0.539
$2.40
75
$2.61
-0.46
34%
17
440
Call · $75
Last $2.40
Breakeven $77.40
Implied vol 32.4%
Delta 0.539 ≈54% ITM
Gamma 0.062
Theta -0.048
Vega 0.079
Open interest 33
Model this call
Put · $75
In the money
Last $2.61
Breakeven $72.39
Implied vol 34%
Delta -0.46 ≈46% ITM
Gamma 0.059
Theta -0.055
Vega 0.079
Open interest 440
Model this put
928
10
33.1%
0.391
$2.45
77.5
$4.02
-0.604
33.8%
12
166
Call · $77.5
Last $2.45
Breakeven $79.95
Implied vol 33.1%
Delta 0.391 ≈39% ITM
Gamma 0.059
Theta -0.048
Vega 0.08
Open interest 928
Model this call
Put · $77.5
In the money
Last $4.02
Breakeven $73.48
Implied vol 33.8%
Delta -0.604 ≈60% ITM
Gamma 0.057
Theta -0.053
Vega 0.08
Open interest 166
Model this put
701
21
33.2%
0.262
$0.97
80
$5.10
-0.731
33.7%
7
116
Call · $80
Last $0.97
Breakeven $80.97
Implied vol 33.2%
Delta 0.262 ≈26% ITM
Gamma 0.049
Theta -0.041
Vega 0.071
Open interest 701
Model this call
Put · $80
In the money
Last $5.10
Breakeven $74.90
Implied vol 33.7%
Delta -0.731 ≈73% ITM
Gamma 0.049
Theta -0.046
Vega 0.071
Open interest 116
Model this put
336
50
32.2%
0.153
$0.50
82.5
$7.85
-0.996
0.1%
1
171
Call · $82.5
Last $0.50
Breakeven $83.00
Implied vol 32.2%
Delta 0.153 ≈15% ITM
Gamma 0.037
Theta -0.029
Vega 0.055
Open interest 336
Model this call
Put · $82.5
In the money
Last $7.85
Breakeven $74.65
Implied vol 0.1%
Delta -0.996 ≈100% ITM
Gamma 0
Theta -0.003
Vega 0
Open interest 171
Model this put
1.3k
27
37%
0.119
$0.28
85
$9.05
-0.945
27.3%
5
18
Call · $85
Last $0.28
Breakeven $85.28
Implied vol 37%
Delta 0.119 ≈12% ITM
Gamma 0.027
Theta -0.028
Vega 0.037
Open interest 1.3k
Model this call
Put · $85
In the money
Last $9.05
Breakeven $75.95
Implied vol 27.3%
Delta -0.945 ≈94% ITM
Gamma 0.019
Theta -0.014
Vega 0.021
Open interest 18
Model this put
219
9
32.7%
0.046
$0.15
87.5
$11.40
—
—
1
2
Call · $87.5
Last $0.15
Breakeven $87.65
Implied vol 32.7%
Delta 0.046 ≈5% ITM
Gamma 0.015
Theta -0.012
Vega 0.021
Open interest 219
Model this call
Put · $87.5
In the money
Last $11.40
Breakeven $76.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
2.7k
42
36.6%
0.035
$0.10
90
$14.77
-0.923
44.9%
1
0
Call · $90
Last $0.10
Breakeven $90.10
Implied vol 36.6%
Delta 0.035 ≈4% ITM
Gamma 0.011
Theta -0.011
Vega 0.022
Open interest 2.7k
Model this call
Put · $90
In the money
Last $14.77
Breakeven $75.23
Implied vol 44.9%
Delta -0.923 ≈92% ITM
Gamma 0.016
Theta -0.027
Vega 0.022
Open interest 0
Model this put
2.8k
1
42.6%
0.037
$0.06
92.5
—
-0.888
58.7%
—
0
Call · $92.5
Last $0.06
Breakeven $92.56
Implied vol 42.6%
Delta 0.037 ≈4% ITM
Gamma 0.01
Theta -0.013
Vega 0.022
Open interest 2.8k
Model this call
Put · $92.5
In the money
Last —
Breakeven —
Implied vol 58.7%
Delta -0.888 ≈89% ITM
Gamma 0.016
Theta -0.044
Vega 0.039
Open interest 0
Model this put
84
1
45.1%
0.029
$0.15
95
—
-0.895
64.3%
—
0
Call · $95
Last $0.15
Breakeven $95.15
Implied vol 45.1%
Delta 0.029 ≈3% ITM
Gamma 0.007
Theta -0.012
Vega 0.011
Open interest 84
Model this call
Put · $95
In the money
Last —
Breakeven —
Implied vol 64.3%
Delta -0.895 ≈89% ITM
Gamma 0.014
Theta -0.046
Vega 0.039
Open interest 0
Model this put
77
82
110.6%
0.233
$0.55
97.5
—
-0.917
66%
—
0
Call · $97.5
Last $0.55
Breakeven $98.05
Implied vol 110.6%
Delta 0.233 ≈23% ITM
Gamma 0.014
Theta -0.131
Vega 0.059
Open interest 77
Model this call
Put · $97.5
In the money
Last —
Breakeven —
Implied vol 66%
Delta -0.917 ≈92% ITM
Gamma 0.011
Theta -0.04
Vega 0.04
Open interest 0
Model this put
40
1
59.7%
0.042
$0.05
100
—
-0.91
73.9%
—
0
Call · $100
Last $0.05
Breakeven $100.05
Implied vol 59.7%
Delta 0.042 ≈4% ITM
Gamma 0.008
Theta -0.021
Vega 0.023
Open interest 40
Model this call
Put · $100
In the money
Last —
Breakeven —
Implied vol 73.9%
Delta -0.91 ≈91% ITM
Gamma 0.011
Theta -0.047
Vega 0.04
Open interest 0
Model this put
6
6
81%
0.074
$0.17
105
—
-0.917
83.7%
—
0
Call · $105
Last $0.17
Breakeven $105.17
Implied vol 81%
Delta 0.074 ≈7% ITM
Gamma 0.009
Theta -0.044
Vega 0.024
Open interest 6
Model this call
Put · $105
In the money
Last —
Breakeven —
Implied vol 83.7%
Delta -0.917 ≈92% ITM
Gamma 0.009
Theta -0.05
Vega 0.024
Open interest 0
Model this put
5
5
—
—
$0.05
110
—
-0.926
89.9%
—
0
Call · $110
Last $0.05
Breakeven $110.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $110
In the money
Last —
Breakeven —
Implied vol 89.9%
Delta -0.926 ≈93% ITM
Gamma 0.008
Theta -0.048
Vega 0.024
Open interest 0
Model this put
0
—
—
—
—
115
—
-0.93
97.8%
—
0
Call · $115
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol 97.8%
Delta -0.93 ≈93% ITM
Gamma 0.007
Theta -0.05
Vega 0.025
Open interest 0
Model this put
0
—
—
—
—
120
—
-0.934
105.4%
—
0
Call · $120
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol 105.4%
Delta -0.934 ≈93% ITM
Gamma 0.006
Theta -0.051
Vega 0.025
Open interest 0
Model this put
0
—
—
—
—
125
—
-0.937
112.7%
—
0
Call · $125
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol 112.7%
Delta -0.937 ≈94% ITM
Gamma 0.005
Theta -0.052
Vega 0.026
Open interest 0
Model this put
2
1
—
—
$0.10
130
$55.00
-0.935
121.6%
25
0
Call · $130
Last $0.10
Breakeven $130.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $130
In the money
Last $55.00
Breakeven $75.00
Implied vol 121.6%
Delta -0.935 ≈93% ITM
Gamma 0.005
Theta -0.057
Vega 0.026
Open interest 0
Model this put