4
4
—
—
$12.75
2.5
—
—
—
—
0
Call · $2.5
In the money
Last $12.75
Breakeven $15.25
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $2.5
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
8
2
—
—
$10.25
5
$0.20
—
—
1
4
Call · $5
In the money
Last $10.25
Breakeven $15.25
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $5
Last $0.20
Breakeven $4.80
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
8
2
1786.4%
0.968
$7.60
7.5
$0.05
—
—
5
75
Call · $7.5
In the money
Last $7.60
Breakeven $15.10
IV 1786.4%
Delta 0.968 (~97% ITM)
Gamma 0.011
Theta -1.111
Vega 0
Open interest 8
Model this call
Put · $7.5
Last $0.05
Breakeven $7.45
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 75
Model this put
4
256
1260.2%
0.936
$5.34
10
$0.05
—
—
4
5
Call · $10
In the money
Last $5.34
Breakeven $15.34
IV 1260.2%
Delta 0.936 (~94% ITM)
Gamma 0.027
Theta -1.365
Vega 0.001
Open interest 4
Model this call
Put · $10
Last $0.05
Breakeven $9.95
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this put
1
256
1114%
0.908
$4.35
11
$0.05
-0.098
1159.9%
4
3
Call · $11
In the money
Last $4.35
Breakeven $15.35
IV 1114%
Delta 0.908 (~91% ITM)
Gamma 0.041
Theta -1.597
Vega 0.001
Open interest 1
Model this call
Put · $11
Last $0.05
Breakeven $10.95
IV 1159.9%
Delta -0.098 (~10% ITM)
Gamma 0.041
Theta -1.752
Vega 0.001
Open interest 3
Model this put
8
1
806.6%
0.902
$4.05
12
$0.03
-0.114
888.5%
1
3
Call · $12
In the money
Last $4.05
Breakeven $16.05
IV 806.6%
Delta 0.902 (~90% ITM)
Gamma 0.059
Theta -1.203
Vega 0.001
Open interest 8
Model this call
Put · $12
Last $0.03
Breakeven $11.97
IV 888.5%
Delta -0.114 (~11% ITM)
Gamma 0.06
Theta -1.497
Vega 0.001
Open interest 3
Model this put
22
174
662.9%
0.9
$2.85
12.5
$0.10
-0.1
663.2%
7
32
Call · $12.5
In the money
Last $2.85
Breakeven $15.35
IV 662.9%
Delta 0.9 (~90% ITM)
Gamma 0.073
Theta -1.006
Vega 0.001
Open interest 22
Model this call
Put · $12.5
Last $0.10
Breakeven $12.40
IV 663.2%
Delta -0.1 (~10% ITM)
Gamma 0.073
Theta -1.006
Vega 0.001
Open interest 32
Model this put
8
169
625.6%
0.862
$2.35
13
$0.05
-0.086
483.6%
2
74
Call · $13
In the money
Last $2.35
Breakeven $15.35
IV 625.6%
Delta 0.862 (~86% ITM)
Gamma 0.097
Theta -1.191
Vega 0.001
Open interest 8
Model this call
Put · $13
Last $0.05
Breakeven $12.95
IV 483.6%
Delta -0.086 (~9% ITM)
Gamma 0.089
Theta -0.651
Vega 0.001
Open interest 74
Model this put
128
65
570.1%
0.817
$2.40
13.5
$0.03
-0.103
392.8%
2
319
Call · $13.5
In the money
Last $2.40
Breakeven $15.90
IV 570.1%
Delta 0.817 (~82% ITM)
Gamma 0.128
Theta -1.308
Vega 0.001
Open interest 128
Model this call
Put · $13.5
Last $0.03
Breakeven $13.47
IV 392.8%
Delta -0.103 (~10% ITM)
Gamma 0.126
Theta -0.609
Vega 0.001
Open interest 319
Model this put
334
79
329.2%
0.849
$1.30
14
$0.01
-0.13
302.6%
15
264
Call · $14
In the money
Last $1.30
Breakeven $15.30
IV 329.2%
Delta 0.849 (~85% ITM)
Gamma 0.195
Theta -0.666
Vega 0.001
Open interest 334
Model this call
Put · $14
Last $0.01
Breakeven $13.99
IV 302.6%
Delta -0.13 (~13% ITM)
Gamma 0.194
Theta -0.557
Vega 0.001
Open interest 264
Model this put
391
97
202.2%
0.821
$0.72
14.5
$0.07
-0.205
228.7%
4
409
Call · $14.5
In the money
Last $0.72
Breakeven $15.22
IV 202.2%
Delta 0.821 (~82% ITM)
Gamma 0.355
Theta -0.457
Vega 0.001
Open interest 391
Model this call
Put · $14.5
Last $0.07
Breakeven $14.43
IV 228.7%
Delta -0.205 (~21% ITM)
Gamma 0.344
Theta -0.565
Vega 0.001
Open interest 409
Model this put
997
223
53.7%
0.782
$0.23
15
$0.02
-0.37
130.9%
117
889
Call · $15
In the money
Last $0.23
Breakeven $15.23
IV 53.7%
Delta 0.782 (~78% ITM)
Gamma 1.522
Theta -0.139
Vega 0.001
Open interest 997
Model this call
Put · $15
Last $0.02
Breakeven $14.98
IV 130.9%
Delta -0.37 (~37% ITM)
Gamma 0.799
Theta -0.429
Vega 0.001
Open interest 889
Model this put
Underlying $15.24
1.6k
376
137.8%
0.251
$0.03
15.5
$0.25
—
—
51
211
Call · $15.5
Last $0.03
Breakeven $15.53
IV 137.8%
Delta 0.251 (~25% ITM)
Gamma 0.639
Theta -0.382
Vega 0.001
Open interest 1.6k
Model this call
Put · $15.5
In the money
Last $0.25
Breakeven $15.25
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 211
Model this put
1.1k
27
228.8%
0.169
$0.03
16
$0.85
—
—
35
1.4k
Call · $16
Last $0.03
Breakeven $16.03
IV 228.8%
Delta 0.169 (~17% ITM)
Gamma 0.302
Theta -0.497
Vega 0.001
Open interest 1.1k
Model this call
Put · $16
In the money
Last $0.85
Breakeven $15.15
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 1.4k
Model this put
1.2k
10
1258.8%
0.449
$0.02
16.5
$1.24
—
—
128
218
Call · $16.5
Last $0.02
Breakeven $16.52
IV 1258.8%
Delta 0.449 (~45% ITM)
Gamma 0.087
Theta -4.318
Vega 0.001
Open interest 1.2k
Model this call
Put · $16.5
In the money
Last $1.24
Breakeven $15.26
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 218
Model this put
363
4
379.1%
0.113
$0.03
17
$1.87
—
—
10
90
Call · $17
Last $0.03
Breakeven $17.03
IV 379.1%
Delta 0.113 (~11% ITM)
Gamma 0.138
Theta -0.626
Vega 0.001
Open interest 363
Model this call
Put · $17
In the money
Last $1.87
Breakeven $15.13
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 90
Model this put
429
12
445.5%
0.099
$0.05
17.5
$2.27
—
—
2
40
Call · $17.5
Last $0.05
Breakeven $17.55
IV 445.5%
Delta 0.099 (~10% ITM)
Gamma 0.107
Theta -0.668
Vega 0.001
Open interest 429
Model this call
Put · $17.5
In the money
Last $2.27
Breakeven $15.23
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 40
Model this put
598
8
580.9%
0.124
$0.03
18
$3.30
—
—
46
0
Call · $18
Last $0.03
Breakeven $18.03
IV 580.9%
Delta 0.124 (~12% ITM)
Gamma 0.096
Theta -1.023
Vega 0.001
Open interest 598
Model this call
Put · $18
In the money
Last $3.30
Breakeven $14.70
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
530
2
572.8%
0.082
$0.03
18.5
$3.80
—
—
312
163
Call · $18.5
Last $0.03
Breakeven $18.53
IV 572.8%
Delta 0.082 (~8% ITM)
Gamma 0.073
Theta -0.752
Vega 0.001
Open interest 530
Model this call
Put · $18.5
In the money
Last $3.80
Breakeven $14.70
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 163
Model this put
360
2
630%
0.076
$0.05
19
$3.91
—
—
13
14
Call · $19
Last $0.05
Breakeven $19.05
IV 630%
Delta 0.076 (~8% ITM)
Gamma 0.063
Theta -0.784
Vega 0
Open interest 360
Model this call
Put · $19
In the money
Last $3.91
Breakeven $15.09
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 14
Model this put
124
4
679.5%
0.071
$0.05
19.5
$4.32
—
—
1
1
Call · $19.5
Last $0.05
Breakeven $19.55
IV 679.5%
Delta 0.071 (~7% ITM)
Gamma 0.055
Theta -0.799
Vega 0
Open interest 124
Model this call
Put · $19.5
In the money
Last $4.32
Breakeven $15.18
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
1.7k
1
727.8%
0.067
$0.02
20
$5.10
—
—
38
18
Call · $20
Last $0.02
Breakeven $20.02
IV 727.8%
Delta 0.067 (~7% ITM)
Gamma 0.049
Theta -0.815
Vega 0
Open interest 1.7k
Model this call
Put · $20
In the money
Last $5.10
Breakeven $14.90
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 18
Model this put
190
5
775%
0.064
$0.03
20.5
$4.80
—
—
2
0
Call · $20.5
Last $0.03
Breakeven $20.53
IV 775%
Delta 0.064 (~6% ITM)
Gamma 0.044
Theta -0.83
Vega 0
Open interest 190
Model this call
Put · $20.5
In the money
Last $4.80
Breakeven $15.70
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
176
2
995.3%
0.108
$0.04
21
$5.30
—
—
2
0
Call · $21
Last $0.04
Breakeven $21.04
IV 995.3%
Delta 0.108 (~11% ITM)
Gamma 0.051
Theta -1.584
Vega 0.001
Open interest 176
Model this call
Put · $21
In the money
Last $5.30
Breakeven $15.70
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
43
3
922.2%
0.071
$0.03
21.5
$5.85
—
—
2
0
Call · $21.5
Last $0.03
Breakeven $21.53
IV 922.2%
Delta 0.071 (~7% ITM)
Gamma 0.04
Theta -1.081
Vega 0
Open interest 43
Model this call
Put · $21.5
In the money
Last $5.85
Breakeven $15.65
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
19
1
965.6%
0.069
$0.10
22
$6.84
—
—
5
2
Call · $22
Last $0.10
Breakeven $22.10
IV 965.6%
Delta 0.069 (~7% ITM)
Gamma 0.037
Theta -1.097
Vega 0
Open interest 19
Model this call
Put · $22
In the money
Last $6.84
Breakeven $15.16
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
52
3
1181.5%
0.106
$0.03
22.5
$6.85
—
—
2
0
Call · $22.5
Last $0.03
Breakeven $22.53
IV 1181.5%
Delta 0.106 (~11% ITM)
Gamma 0.042
Theta -1.861
Vega 0.001
Open interest 52
Model this call
Put · $22.5
In the money
Last $6.85
Breakeven $15.65
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
467
21
995%
0.052
$0.01
23
$7.54
—
—
1
0
Call · $23
Last $0.01
Breakeven $23.01
IV 995%
Delta 0.052 (~5% ITM)
Gamma 0.029
Theta -0.907
Vega 0
Open interest 467
Model this call
Put · $23
In the money
Last $7.54
Breakeven $15.46
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
3
1090.1%
0.062
$0.02
23.5
$7.80
—
—
4
0
Call · $23.5
Last $0.02
Breakeven $23.52
IV 1090.1%
Delta 0.062 (~6% ITM)
Gamma 0.031
Theta -1.142
Vega 0
Open interest 4
Model this call
Put · $23.5
In the money
Last $7.80
Breakeven $15.70
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
51
50
1325.1%
0.098
$0.36
24
$8.75
—
—
1
0
Call · $24
Last $0.36
Breakeven $24.36
IV 1325.1%
Delta 0.098 (~10% ITM)
Gamma 0.036
Theta -1.982
Vega 0.001
Open interest 51
Model this call
Put · $24
In the money
Last $8.75
Breakeven $15.25
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
16
2
1312.1%
0.077
$0.05
25
$9.10
—
—
2
0
Call · $25
Last $0.05
Breakeven $25.05
IV 1312.1%
Delta 0.077 (~8% ITM)
Gamma 0.03
Theta -1.627
Vega 0
Open interest 16
Model this call
Put · $25
In the money
Last $9.10
Breakeven $15.90
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
2
1487.8%
0.09
$0.25
26
$10.90
—
—
1
0
Call · $26
Last $0.25
Breakeven $26.25
IV 1487.8%
Delta 0.09 (~9% ITM)
Gamma 0.03
Theta -2.095
Vega 0
Open interest 2
Model this call
Put · $26
In the money
Last $10.90
Breakeven $15.10
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
1555.9%
0.087
—
27
$11.83
—
—
4
0
Call · $27
Last —
Breakeven —
IV 1555.9%
Delta 0.087 (~9% ITM)
Gamma 0.028
Theta -2.124
Vega 0
Open interest 0
Model this call
Put · $27
In the money
Last $11.83
Breakeven $15.17
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
23
2
—
—
$0.01
30
$13.90
—
—
2
0
Call · $30
Last $0.01
Breakeven $30.01
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 23
Model this call
Put · $30
In the money
Last $13.90
Breakeven $16.10
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
35
$18.95
—
—
1
0
Call · $35
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $35
In the money
Last $18.95
Breakeven $16.05
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put