CF Stock — CF Industries Holdings, Inc.: Options Chain

Calls		Puts
0	—	—	—	—	—	—	—	—	0
Call · $70 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $70 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	$0.58	-0.026	226.2%	1	1
Call · $75 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $75 Last $0.58 Breakeven $74.42 Implied vol 226.2% Delta -0.026 ≈3% ITM Gamma 0.002 Theta -0.184 Vega 0.013 Open interest 1 Model this put
0	—	—	—	—	$0.08	-0.008	155.3%	2	1
Call · $80 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $80 Last $0.08 Breakeven $79.92 Implied vol 155.3% Delta -0.008 ≈1% ITM Gamma 0.001 Theta -0.046 Vega 0.003 Open interest 1 Model this put
0	—	—	—	—	—	-0.033	177.8%	—	0
Call · $85 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $85 Last — Breakeven — Implied vol 177.8% Delta -0.033 ≈3% ITM Gamma 0.003 Theta -0.174 Vega 0.014 Open interest 0 Model this put
0	—	—	—	—	$0.67	-0.048	180.5%	2	1
Call · $88 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $88 Last $0.67 Breakeven $87.33 Implied vol 180.5% Delta -0.048 ≈5% ITM Gamma 0.003 Theta -0.24 Vega 0.014 Open interest 1 Model this put
0	—	—	—	—	$0.20	-0.027	149.3%	6	4
Call · $89 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $89 Last $0.20 Breakeven $88.80 Implied vol 149.3% Delta -0.027 ≈3% ITM Gamma 0.003 Theta -0.124 Vega 0.014 Open interest 4 Model this put
0	—	—	—	—	$0.12	-0.015	126.5%	2	41
Call · $90 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $90 Last $0.12 Breakeven $89.88 Implied vol 126.5% Delta -0.015 ≈2% ITM Gamma 0.002 Theta -0.065 Vega 0.007 Open interest 41 Model this put
0	—	—	—	—	$0.39	-0.035	147.9%	40	32
Call · $91 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $91 Last $0.39 Breakeven $90.61 Implied vol 147.9% Delta -0.035 ≈4% ITM Gamma 0.003 Theta -0.153 Vega 0.014 Open interest 32 Model this put
0	—	—	—	—	$0.38	-0.021	126.2%	85	55
Call · $92 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $92 Last $0.38 Breakeven $91.62 Implied vol 126.2% Delta -0.021 ≈2% ITM Gamma 0.002 Theta -0.085 Vega 0.007 Open interest 55 Model this put
1	2	—	—	$15.12	$0.40	-0.03	132.5%	46	46
Call · $93 In the money Last $15.12 Breakeven $108.12 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $93 Last $0.40 Breakeven $92.60 Implied vol 132.5% Delta -0.03 ≈3% ITM Gamma 0.003 Theta -0.12 Vega 0.014 Open interest 46 Model this put
1	2	—	—	$14.28	$0.23	-0.031	128.5%	15	88
Call · $94 In the money Last $14.28 Breakeven $108.28 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $94 Last $0.23 Breakeven $93.77 Implied vol 128.5% Delta -0.031 ≈3% ITM Gamma 0.003 Theta -0.119 Vega 0.014 Open interest 88 Model this put
0	—	—	—	—	$0.21	-0.027	121%	10	13
Call · $95 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $95 Last $0.21 Breakeven $94.79 Implied vol 121% Delta -0.027 ≈3% ITM Gamma 0.003 Theta -0.103 Vega 0.014 Open interest 13 Model this put
0	—	—	—	—	$0.19	-0.024	112.1%	6	17
Call · $96 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $96 Last $0.19 Breakeven $95.81 Implied vol 112.1% Delta -0.024 ≈2% ITM Gamma 0.003 Theta -0.084 Vega 0.007 Open interest 17 Model this put
0	—	—	—	—	$0.26	-0.038	120%	2	2
Call · $97 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $97 Last $0.26 Breakeven $96.74 Implied vol 120% Delta -0.038 ≈4% ITM Gamma 0.004 Theta -0.131 Vega 0.015 Open interest 2 Model this put
0	—	—	—	—	$0.39	-0.039	116%	14	7
Call · $98 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $98 Last $0.39 Breakeven $97.61 Implied vol 116% Delta -0.039 ≈4% ITM Gamma 0.004 Theta -0.13 Vega 0.015 Open interest 7 Model this put
0	—	—	—	—	$0.20	-0.036	108.8%	12	9
Call · $99 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $99 Last $0.20 Breakeven $98.80 Implied vol 108.8% Delta -0.036 ≈4% ITM Gamma 0.004 Theta -0.114 Vega 0.015 Open interest 9 Model this put
1	1	—	—	$21.05	$0.16	-0.024	95.1%	8	9
Call · $100 In the money Last $21.05 Breakeven $121.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $100 Last $0.16 Breakeven $99.84 Implied vol 95.1% Delta -0.024 ≈2% ITM Gamma 0.004 Theta -0.072 Vega 0.007 Open interest 9 Model this put
1	1	—	—	$9.35	$0.24	-0.036	99.5%	32	18
Call · $101 In the money Last $9.35 Breakeven $110.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $101 Last $0.24 Breakeven $100.76 Implied vol 99.5% Delta -0.036 ≈4% ITM Gamma 0.005 Theta -0.104 Vega 0.015 Open interest 18 Model this put
6	21	—	—	$24.02	$0.36	-0.049	104.1%	21	129
Call · $102 In the money Last $24.02 Breakeven $126.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $102 Last $0.36 Breakeven $101.64 Implied vol 104.1% Delta -0.049 ≈5% ITM Gamma 0.006 Theta -0.141 Vega 0.015 Open interest 129 Model this put
2	4	—	—	$6.51	$0.29	-0.053	102%	24	21
Call · $103 In the money Last $6.51 Breakeven $109.51 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $103 Last $0.29 Breakeven $102.71 Implied vol 102% Delta -0.053 ≈5% ITM Gamma 0.006 Theta -0.147 Vega 0.015 Open interest 21 Model this put
5	8	—	—	$17.99	$0.30	-0.04	88.4%	2	12
Call · $104 In the money Last $17.99 Breakeven $121.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this call Put · $104 Last $0.30 Breakeven $103.70 Implied vol 88.4% Delta -0.04 ≈4% ITM Gamma 0.006 Theta -0.1 Vega 0.015 Open interest 12 Model this put
1	1	—	—	$20.10	$0.15	-0.108	124.1%	2	17
Call · $105 In the money Last $20.10 Breakeven $125.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $105 Last $0.15 Breakeven $104.85 Implied vol 124.1% Delta -0.108 ≈11% ITM Gamma 0.009 Theta -0.311 Vega 0.026 Open interest 17 Model this put
0	—	—	—	—	$0.37	-0.076	98.9%	12	9
Call · $106 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $106 Last $0.37 Breakeven $105.63 Implied vol 98.9% Delta -0.076 ≈8% ITM Gamma 0.009 Theta -0.189 Vega 0.026 Open interest 9 Model this put
2	1	—	—	$8.09	$0.57	-0.068	90%	2	9
Call · $107 In the money Last $8.09 Breakeven $115.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $107 Last $0.57 Breakeven $106.43 Implied vol 90% Delta -0.068 ≈7% ITM Gamma 0.009 Theta -0.159 Vega 0.027 Open interest 9 Model this put
6	4	—	—	$13.04	$0.22	-0.082	90.6%	13	11
Call · $108 In the money Last $13.04 Breakeven $121.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $108 Last $0.22 Breakeven $107.78 Implied vol 90.6% Delta -0.082 ≈8% ITM Gamma 0.01 Theta -0.183 Vega 0.027 Open interest 11 Model this put
43	1	—	—	$16.60	$0.27	-0.086	86.5%	19	11
Call · $109 In the money Last $16.60 Breakeven $125.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 Model this call Put · $109 Last $0.27 Breakeven $108.73 Implied vol 86.5% Delta -0.086 ≈9% ITM Gamma 0.011 Theta -0.18 Vega 0.027 Open interest 11 Model this put
2	1	—	—	$17.50	$0.35	-0.09	82.4%	1	6
Call · $110 In the money Last $17.50 Breakeven $127.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $110 Last $0.35 Breakeven $109.65 Implied vol 82.4% Delta -0.09 ≈9% ITM Gamma 0.012 Theta -0.177 Vega 0.027 Open interest 6 Model this put
1	1	—	—	$14.89	$2.24	-0.094	78.4%	10	3
Call · $111 In the money Last $14.89 Breakeven $125.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $111 Last $2.24 Breakeven $108.76 Implied vol 78.4% Delta -0.094 ≈9% ITM Gamma 0.013 Theta -0.174 Vega 0.027 Open interest 3 Model this put
40	40	—	—	$10.70	$0.87	-0.098	74.4%	2	55
Call · $112 In the money Last $10.70 Breakeven $122.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 40 Model this call Put · $112 Last $0.87 Breakeven $111.13 Implied vol 74.4% Delta -0.098 ≈10% ITM Gamma 0.014 Theta -0.171 Vega 0.027 Open interest 55 Model this put
35	40	—	—	$9.93	$0.70	-0.101	69.5%	2	2
Call · $113 In the money Last $9.93 Breakeven $122.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest 35 Model this call Put · $113 Last $0.70 Breakeven $112.30 Implied vol 69.5% Delta -0.101 ≈10% ITM Gamma 0.016 Theta -0.163 Vega 0.027 Open interest 2 Model this put
49	88	—	—	$9.60	$0.72	-0.121	71%	1	0
Call · $114 In the money Last $9.60 Breakeven $123.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 49 Model this call Put · $114 Last $0.72 Breakeven $113.28 Implied vol 71% Delta -0.121 ≈12% ITM Gamma 0.018 Theta -0.193 Vega 0.027 Open interest 0 Model this put
58	47	40.5%	0.966	$10.80	$0.90	-0.16	76.2%	1	22
Call · $115 In the money Last $10.80 Breakeven $125.80 Implied vol 40.5% Delta 0.966 ≈97% ITM Gamma 0.011 Theta -0.045 Vega 0.016 Open interest 58 Model this call Put · $115 Last $0.90 Breakeven $114.10 Implied vol 76.2% Delta -0.16 ≈16% ITM Gamma 0.02 Theta -0.247 Vega 0.041 Open interest 22 Model this put
92	29	45.8%	0.93	$10.10	$1.01	-0.155	67.4%	2	39
Call · $116 In the money Last $10.10 Breakeven $126.10 Implied vol 45.8% Delta 0.93 ≈93% ITM Gamma 0.018 Theta -0.087 Vega 0.028 Open interest 92 Model this call Put · $116 Last $1.01 Breakeven $114.99 Implied vol 67.4% Delta -0.155 ≈16% ITM Gamma 0.022 Theta -0.213 Vega 0.042 Open interest 39 Model this put
21	9	52.8%	0.877	$10.57	$1.17	-0.191	71.2%	2	7
Call · $117 In the money Last $10.57 Breakeven $127.57 Implied vol 52.8% Delta 0.877 ≈88% ITM Gamma 0.024 Theta -0.149 Vega 0.028 Open interest 21 Model this call Put · $117 Last $1.17 Breakeven $115.83 Implied vol 71.2% Delta -0.191 ≈19% ITM Gamma 0.024 Theta -0.259 Vega 0.042 Open interest 7 Model this put
148	3	50.9%	0.857	$9.50	$1.35	-0.23	76.3%	29	8
Call · $118 In the money Last $9.50 Breakeven $127.50 Implied vol 50.9% Delta 0.857 ≈86% ITM Gamma 0.027 Theta -0.158 Vega 0.042 Open interest 148 Model this call Put · $118 Last $1.35 Breakeven $116.65 Implied vol 76.3% Delta -0.23 ≈23% ITM Gamma 0.025 Theta -0.311 Vega 0.055 Open interest 8 Model this put
17	7	51.1%	0.823	$6.70	$1.31	-0.254	74.8%	2	11
Call · $119 In the money Last $6.70 Breakeven $125.70 Implied vol 51.1% Delta 0.823 ≈82% ITM Gamma 0.031 Theta -0.181 Vega 0.042 Open interest 17 Model this call Put · $119 Last $1.31 Breakeven $117.69 Implied vol 74.8% Delta -0.254 ≈25% ITM Gamma 0.026 Theta -0.319 Vega 0.055 Open interest 11 Model this put
72	1	56.4%	0.77	$7.88	$2.00	-0.265	67.4%	26	92
Call · $120 In the money Last $7.88 Breakeven $127.88 Implied vol 56.4% Delta 0.77 ≈77% ITM Gamma 0.033 Theta -0.234 Vega 0.055 Open interest 72 Model this call Put · $120 Last $2.00 Breakeven $118.00 Implied vol 67.4% Delta -0.265 ≈27% ITM Gamma 0.03 Theta -0.294 Vega 0.055 Open interest 92 Model this put
172	1	52.7%	0.745	$7.08	$2.17	-0.297	67.3%	50	198
Call · $121 In the money Last $7.08 Breakeven $128.08 Implied vol 52.7% Delta 0.745 ≈75% ITM Gamma 0.037 Theta -0.23 Vega 0.056 Open interest 172 Model this call Put · $121 Last $2.17 Breakeven $118.83 Implied vol 67.3% Delta -0.297 ≈30% ITM Gamma 0.032 Theta -0.311 Vega 0.056 Open interest 198 Model this put
6	2	49.1%	0.717	$4.45	$2.60	-0.343	76.1%	2	6
Call · $122 In the money Last $4.45 Breakeven $126.45 Implied vol 49.1% Delta 0.717 ≈72% ITM Gamma 0.042 Theta -0.225 Vega 0.056 Open interest 6 Model this call Put · $122 Last $2.60 Breakeven $119.40 Implied vol 76.1% Delta -0.343 ≈34% ITM Gamma 0.03 Theta -0.377 Vega 0.064 Open interest 6 Model this put
5	1	56.9%	0.655	$5.50	$2.95	-0.374	74.9%	1	53
Call · $123 In the money Last $5.50 Breakeven $128.50 Implied vol 56.9% Delta 0.655 ≈66% ITM Gamma 0.04 Theta -0.287 Vega 0.064 Open interest 5 Model this call Put · $123 Last $2.95 Breakeven $120.05 Implied vol 74.9% Delta -0.374 ≈37% ITM Gamma 0.031 Theta -0.379 Vega 0.064 Open interest 53 Model this put
60	1	53.9%	0.617	$4.81	$3.50	-0.406	75%	1	23
Call · $124 In the money Last $4.81 Breakeven $128.81 Implied vol 53.9% Delta 0.617 ≈62% ITM Gamma 0.043 Theta -0.279 Vega 0.064 Open interest 60 Model this call Put · $124 Last $3.50 Breakeven $120.50 Implied vol 75% Delta -0.406 ≈41% ITM Gamma 0.032 Theta -0.387 Vega 0.064 Open interest 23 Model this put
69	13	54.8%	0.572	$4.50	$3.90	-0.436	67.3%	22	7
Call · $125 In the money Last $4.50 Breakeven $129.50 Implied vol 54.8% Delta 0.572 ≈57% ITM Gamma 0.044 Theta -0.291 Vega 0.065 Open interest 69 Model this call Put · $125 Last $3.90 Breakeven $121.10 Implied vol 67.3% Delta -0.436 ≈44% ITM Gamma 0.036 Theta -0.353 Vega 0.065 Open interest 7 Model this put
Underlying $125.19
52	14	57.3%	0.528	$3.95	$4.42	-0.471	72.8%	15	2
Call · $126 Last $3.95 Breakeven $129.95 Implied vol 57.3% Delta 0.528 ≈53% ITM Gamma 0.043 Theta -0.311 Vega 0.065 Open interest 52 Model this call Put · $126 In the money Last $4.42 Breakeven $121.58 Implied vol 72.8% Delta -0.471 ≈47% ITM Gamma 0.034 Theta -0.39 Vega 0.065 Open interest 2 Model this put
67	7	56.9%	0.486	$3.32	$5.20	-0.504	72.1%	1	1
Call · $127 Last $3.32 Breakeven $130.32 Implied vol 56.9% Delta 0.486 ≈49% ITM Gamma 0.043 Theta -0.308 Vega 0.065 Open interest 67 Model this call Put · $127 In the money Last $5.20 Breakeven $121.80 Implied vol 72.1% Delta -0.504 ≈50% ITM Gamma 0.034 Theta -0.385 Vega 0.065 Open interest 1 Model this put
51	7	59.8%	0.448	$3.24	$5.40	-0.531	78.3%	1	3
Call · $128 Last $3.24 Breakeven $131.24 Implied vol 59.8% Delta 0.448 ≈45% ITM Gamma 0.04 Theta -0.319 Vega 0.066 Open interest 51 Model this call Put · $128 In the money Last $5.40 Breakeven $122.60 Implied vol 78.3% Delta -0.531 ≈53% ITM Gamma 0.031 Theta -0.414 Vega 0.065 Open interest 3 Model this put
200	6	58.1%	0.405	$2.88	—	-0.568	73.9%	—	0
Call · $129 Last $2.88 Breakeven $131.88 Implied vol 58.1% Delta 0.405 ≈40% ITM Gamma 0.041 Theta -0.305 Vega 0.066 Open interest 200 Model this call Put · $129 In the money Last — Breakeven — Implied vol 73.9% Delta -0.568 ≈57% ITM Gamma 0.033 Theta -0.385 Vega 0.066 Open interest 0 Model this put
73	41	57.5%	0.363	$2.40	$6.15	-0.591	78.6%	2	3
Call · $130 Last $2.40 Breakeven $132.40 Implied vol 57.5% Delta 0.363 ≈36% ITM Gamma 0.04 Theta -0.294 Vega 0.058 Open interest 73 Model this call Put · $130 In the money Last $6.15 Breakeven $123.85 Implied vol 78.6% Delta -0.591 ≈59% ITM Gamma 0.03 Theta -0.407 Vega 0.066 Open interest 3 Model this put
2	2	57.6%	0.328	$2.16	$6.60	-0.639	70.3%	5	5
Call · $131 Last $2.16 Breakeven $133.16 Implied vol 57.6% Delta 0.328 ≈33% ITM Gamma 0.038 Theta -0.28 Vega 0.058 Open interest 2 Model this call Put · $131 In the money Last $6.60 Breakeven $124.40 Implied vol 70.3% Delta -0.639 ≈64% ITM Gamma 0.033 Theta -0.353 Vega 0.058 Open interest 5 Model this put
20	10	61.2%	0.305	$2.76	—	-0.652	76.8%	—	0
Call · $132 Last $2.76 Breakeven $134.76 Implied vol 61.2% Delta 0.305 ≈30% ITM Gamma 0.035 Theta -0.288 Vega 0.058 Open interest 20 Model this call Put · $132 In the money Last — Breakeven — Implied vol 76.8% Delta -0.652 ≈65% ITM Gamma 0.03 Theta -0.378 Vega 0.058 Open interest 0 Model this put
7	1	64.2%	0.283	$2.29	—	-0.684	74.7%	—	0
Call · $133 Last $2.29 Breakeven $135.29 Implied vol 64.2% Delta 0.283 ≈28% ITM Gamma 0.032 Theta -0.292 Vega 0.059 Open interest 7 Model this call Put · $133 In the money Last — Breakeven — Implied vol 74.7% Delta -0.684 ≈68% ITM Gamma 0.029 Theta -0.351 Vega 0.058 Open interest 0 Model this put
4	4	58.2%	0.228	$1.40	—	-0.708	76%	—	0
Call · $134 Last $1.40 Breakeven $135.40 Implied vol 58.2% Delta 0.228 ≈23% ITM Gamma 0.032 Theta -0.238 Vega 0.045 Open interest 4 Model this call Put · $134 In the money Last — Breakeven — Implied vol 76% Delta -0.708 ≈71% ITM Gamma 0.028 Theta -0.345 Vega 0.059 Open interest 0 Model this put
60	402	59.8%	0.208	$1.25	—	-0.739	74.8%	—	0
Call · $135 Last $1.25 Breakeven $136.25 Implied vol 59.8% Delta 0.208 ≈21% ITM Gamma 0.029 Theta -0.23 Vega 0.045 Open interest 60 Model this call Put · $135 In the money Last — Breakeven — Implied vol 74.8% Delta -0.739 ≈74% ITM Gamma 0.027 Theta -0.323 Vega 0.059 Open interest 0 Model this put
6	1	51.2%	0.138	$1.00	—	-0.749	79.4%	—	0
Call · $136 Last $1.00 Breakeven $137.00 Implied vol 51.2% Delta 0.138 ≈14% ITM Gamma 0.027 Theta -0.153 Vega 0.03 Open interest 6 Model this call Put · $136 In the money Last — Breakeven — Implied vol 79.4% Delta -0.749 ≈75% ITM Gamma 0.025 Theta -0.338 Vega 0.059 Open interest 0 Model this put
21	22	64.6%	0.178	$1.59	—	-0.761	82.5%	—	0
Call · $137 Last $1.59 Breakeven $138.59 Implied vol 64.6% Delta 0.178 ≈18% ITM Gamma 0.025 Theta -0.225 Vega 0.045 Open interest 21 Model this call Put · $137 In the money Last — Breakeven — Implied vol 82.5% Delta -0.761 ≈76% ITM Gamma 0.023 Theta -0.341 Vega 0.045 Open interest 0 Model this put
45	98	59.1%	0.131	$0.70	—	-0.779	82.9%	—	0
Call · $138 Last $0.70 Breakeven $138.70 Implied vol 59.1% Delta 0.131 ≈13% ITM Gamma 0.022 Theta -0.17 Vega 0.03 Open interest 45 Model this call Put · $138 In the money Last — Breakeven — Implied vol 82.9% Delta -0.779 ≈78% ITM Gamma 0.022 Theta -0.326 Vega 0.046 Open interest 0 Model this put
1	1	63.8%	0.132	$0.90	—	-0.8	82.2%	—	0
Call · $139 Last $0.90 Breakeven $139.90 Implied vol 63.8% Delta 0.132 ≈13% ITM Gamma 0.021 Theta -0.184 Vega 0.031 Open interest 1 Model this call Put · $139 In the money Last — Breakeven — Implied vol 82.2% Delta -0.8 ≈80% ITM Gamma 0.021 Theta -0.303 Vega 0.046 Open interest 0 Model this put
68	27	60.4%	0.102	$0.75	—	-0.829	79.3%	—	0
Call · $140 Last $0.75 Breakeven $140.75 Implied vol 60.4% Delta 0.102 ≈10% ITM Gamma 0.018 Theta -0.143 Vega 0.031 Open interest 68 Model this call Put · $140 In the money Last — Breakeven — Implied vol 79.3% Delta -0.829 ≈83% ITM Gamma 0.02 Theta -0.265 Vega 0.046 Open interest 0 Model this put
2	2	58.5%	0.077	$0.55	—	-0.819	87.3%	—	0
Call · $141 Last $0.55 Breakeven $141.55 Implied vol 58.5% Delta 0.077 ≈8% ITM Gamma 0.015 Theta -0.114 Vega 0.031 Open interest 2 Model this call Put · $141 In the money Last — Breakeven — Implied vol 87.3% Delta -0.819 ≈82% ITM Gamma 0.018 Theta -0.302 Vega 0.046 Open interest 0 Model this put
20	20	69.7%	0.106	$0.75	—	-0.856	82.2%	—	0
Call · $142 Last $0.75 Breakeven $142.75 Implied vol 69.7% Delta 0.106 ≈11% ITM Gamma 0.016 Theta -0.171 Vega 0.031 Open interest 20 Model this call Put · $142 In the money Last — Breakeven — Implied vol 82.2% Delta -0.856 ≈86% ITM Gamma 0.017 Theta -0.248 Vega 0.043 Open interest 0 Model this put
0	—	73.5%	0.106	—	—	-0.848	89.1%	—	0
Call · $143 Last — Breakeven — Implied vol 73.5% Delta 0.106 ≈11% ITM Gamma 0.015 Theta -0.179 Vega 0.031 Open interest 0 Model this call Put · $143 In the money Last — Breakeven — Implied vol 89.1% Delta -0.848 ≈85% ITM Gamma 0.016 Theta -0.278 Vega 0.046 Open interest 0 Model this put
0	—	76.5%	0.102	—	—	-0.856	91.4%	—	0
Call · $144 Last — Breakeven — Implied vol 76.5% Delta 0.102 ≈10% ITM Gamma 0.014 Theta -0.182 Vega 0.031 Open interest 0 Model this call Put · $144 In the money Last — Breakeven — Implied vol 91.4% Delta -0.856 ≈86% ITM Gamma 0.015 Theta -0.276 Vega 0.031 Open interest 0 Model this put
37	30	78.6%	0.097	$0.65	—	-0.856	95.9%	—	0
Call · $145 Last $0.65 Breakeven $145.65 Implied vol 78.6% Delta 0.097 ≈10% ITM Gamma 0.013 Theta -0.18 Vega 0.031 Open interest 37 Model this call Put · $145 In the money Last — Breakeven — Implied vol 95.9% Delta -0.856 ≈86% ITM Gamma 0.015 Theta -0.29 Vega 0.031 Open interest 0 Model this put
0	—	79.2%	0.086	—	—	-0.871	94%	—	0
Call · $146 Last — Breakeven — Implied vol 79.2% Delta 0.086 ≈9% ITM Gamma 0.012 Theta -0.166 Vega 0.031 Open interest 0 Model this call Put · $146 In the money Last — Breakeven — Implied vol 94% Delta -0.871 ≈87% ITM Gamma 0.014 Theta -0.26 Vega 0.031 Open interest 0 Model this put
0	—	78.2%	0.072	—	—	-0.882	93.7%	—	0
Call · $147 Last — Breakeven — Implied vol 78.2% Delta 0.072 ≈7% ITM Gamma 0.011 Theta -0.145 Vega 0.018 Open interest 0 Model this call Put · $147 In the money Last — Breakeven — Implied vol 93.7% Delta -0.882 ≈88% ITM Gamma 0.013 Theta -0.241 Vega 0.031 Open interest 0 Model this put
0	—	80.7%	0.07	—	—	-0.881	98.2%	—	0
Call · $148 Last — Breakeven — Implied vol 80.7% Delta 0.07 ≈7% ITM Gamma 0.01 Theta -0.146 Vega 0.018 Open interest 0 Model this call Put · $148 In the money Last — Breakeven — Implied vol 98.2% Delta -0.881 ≈88% ITM Gamma 0.012 Theta -0.255 Vega 0.031 Open interest 0 Model this put
0	—	—	—	—	—	-0.884	101%	—	0
Call · $149 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $149 In the money Last — Breakeven — Implied vol 101% Delta -0.884 ≈88% ITM Gamma 0.012 Theta -0.258 Vega 0.032 Open interest 0 Model this put
36	43	93.1%	0.085	$0.55	—	-0.89	102.3%	—	0
Call · $150 Last $0.55 Breakeven $150.55 Implied vol 93.1% Delta 0.085 ≈8% ITM Gamma 0.01 Theta -0.194 Vega 0.032 Open interest 36 Model this call Put · $150 In the money Last — Breakeven — Implied vol 102.3% Delta -0.89 ≈89% ITM Gamma 0.011 Theta -0.25 Vega 0.032 Open interest 0 Model this put
0	—	—	—	—	—	-0.9	107.7%	—	0
Call · $152.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $152.5 In the money Last — Breakeven — Implied vol 107.7% Delta -0.9 ≈90% ITM Gamma 0.01 Theta -0.246 Vega 0.032 Open interest 0 Model this put
1	1	97.3%	0.06	$0.20	—	-0.908	113.1%	—	0
Call · $155 Last $0.20 Breakeven $155.20 Implied vol 97.3% Delta 0.06 ≈6% ITM Gamma 0.007 Theta -0.154 Vega 0.019 Open interest 1 Model this call Put · $155 In the money Last — Breakeven — Implied vol 113.1% Delta -0.908 ≈91% ITM Gamma 0.009 Theta -0.243 Vega 0.032 Open interest 0 Model this put
0	—	108.8%	0.054	—	—	-0.916	126.6%	—	0
Call · $160 Last — Breakeven — Implied vol 108.8% Delta 0.054 ≈5% ITM Gamma 0.006 Theta -0.159 Vega 0.019 Open interest 0 Model this call Put · $160 In the money Last — Breakeven — Implied vol 126.6% Delta -0.916 ≈92% ITM Gamma 0.008 Theta -0.257 Vega 0.032 Open interest 0 Model this put
0	—	—	—	—	—	-0.925	136.4%	—	0
Call · $165 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $165 In the money Last — Breakeven — Implied vol 136.4% Delta -0.925 ≈92% ITM Gamma 0.006 Theta -0.253 Vega 0.019 Open interest 0 Model this put
0	—	—	—	—	—	-0.923	152.2%	—	0
Call · $170 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $170 In the money Last — Breakeven — Implied vol 152.2% Delta -0.923 ≈92% ITM Gamma 0.006 Theta -0.289 Vega 0.019 Open interest 0 Model this put
0	—	—	—	—	—	-0.93	159.9%	—	0
Call · $175 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $175 In the money Last — Breakeven — Implied vol 159.9% Delta -0.93 ≈93% ITM Gamma 0.005 Theta -0.28 Vega 0.02 Open interest 0 Model this put

Call · $70 In the money

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

Model this call

Put · $70

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

Model this put

Call · $75 In the money

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

Model this call

Put · $75

Last: $0.58
Breakeven: $74.42
Implied vol: 226.2%
Delta: -0.026 ≈3% ITM
Gamma: 0.002
Theta: -0.184
Vega: 0.013
Open interest: 1

Model this put

Call · $80 In the money

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

Model this call

Put · $80

Last: $0.08
Breakeven: $79.92
Implied vol: 155.3%
Delta: -0.008 ≈1% ITM
Gamma: 0.001
Theta: -0.046
Vega: 0.003
Open interest: 1

Model this put

Call · $85 In the money

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

Model this call

Put · $85

Last: —
Breakeven: —
Implied vol: 177.8%
Delta: -0.033 ≈3% ITM
Gamma: 0.003
Theta: -0.174
Vega: 0.014
Open interest: 0

Model this put

Call · $88 In the money

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

Model this call

Put · $88

Last: $0.67
Breakeven: $87.33
Implied vol: 180.5%
Delta: -0.048 ≈5% ITM
Gamma: 0.003
Theta: -0.24
Vega: 0.014
Open interest: 1

Model this put

Call · $89 In the money

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

Model this call

Put · $89

Last: $0.20
Breakeven: $88.80
Implied vol: 149.3%
Delta: -0.027 ≈3% ITM
Gamma: 0.003
Theta: -0.124
Vega: 0.014
Open interest: 4

Model this put

Call · $90 In the money

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

Model this call

Put · $90

Last: $0.12
Breakeven: $89.88
Implied vol: 126.5%
Delta: -0.015 ≈2% ITM
Gamma: 0.002
Theta: -0.065
Vega: 0.007
Open interest: 41

Model this put

Call · $91 In the money

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

Model this call

Put · $91

Last: $0.39
Breakeven: $90.61
Implied vol: 147.9%
Delta: -0.035 ≈4% ITM
Gamma: 0.003
Theta: -0.153
Vega: 0.014
Open interest: 32

Model this put

Call · $92 In the money

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

Model this call

Put · $92

Last: $0.38
Breakeven: $91.62
Implied vol: 126.2%
Delta: -0.021 ≈2% ITM
Gamma: 0.002
Theta: -0.085
Vega: 0.007
Open interest: 55

Model this put

Call · $93 In the money

Last: $15.12
Breakeven: $108.12
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $93

Last: $0.40
Breakeven: $92.60
Implied vol: 132.5%
Delta: -0.03 ≈3% ITM
Gamma: 0.003
Theta: -0.12
Vega: 0.014
Open interest: 46

Model this put

Call · $94 In the money

Last: $14.28
Breakeven: $108.28
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $94

Last: $0.23
Breakeven: $93.77
Implied vol: 128.5%
Delta: -0.031 ≈3% ITM
Gamma: 0.003
Theta: -0.119
Vega: 0.014
Open interest: 88

Model this put

Call · $95 In the money

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

Model this call

Put · $95

Last: $0.21
Breakeven: $94.79
Implied vol: 121%
Delta: -0.027 ≈3% ITM
Gamma: 0.003
Theta: -0.103
Vega: 0.014
Open interest: 13

Model this put

Call · $96 In the money

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

Model this call

Put · $96

Last: $0.19
Breakeven: $95.81
Implied vol: 112.1%
Delta: -0.024 ≈2% ITM
Gamma: 0.003
Theta: -0.084
Vega: 0.007
Open interest: 17

Model this put

Call · $97 In the money

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

Model this call

Put · $97

Last: $0.26
Breakeven: $96.74
Implied vol: 120%
Delta: -0.038 ≈4% ITM
Gamma: 0.004
Theta: -0.131
Vega: 0.015
Open interest: 2

Model this put

Call · $98 In the money

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

Model this call

Put · $98

Last: $0.39
Breakeven: $97.61
Implied vol: 116%
Delta: -0.039 ≈4% ITM
Gamma: 0.004
Theta: -0.13
Vega: 0.015
Open interest: 7

Model this put

Call · $99 In the money

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

Model this call

Put · $99

Last: $0.20
Breakeven: $98.80
Implied vol: 108.8%
Delta: -0.036 ≈4% ITM
Gamma: 0.004
Theta: -0.114
Vega: 0.015
Open interest: 9

Model this put

Call · $100 In the money

Last: $21.05
Breakeven: $121.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $100

Last: $0.16
Breakeven: $99.84
Implied vol: 95.1%
Delta: -0.024 ≈2% ITM
Gamma: 0.004
Theta: -0.072
Vega: 0.007
Open interest: 9

Model this put

Call · $101 In the money

Last: $9.35
Breakeven: $110.35
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $101

Last: $0.24
Breakeven: $100.76
Implied vol: 99.5%
Delta: -0.036 ≈4% ITM
Gamma: 0.005
Theta: -0.104
Vega: 0.015
Open interest: 18

Model this put

Call · $102 In the money

Last: $24.02
Breakeven: $126.02
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this call

Put · $102

Last: $0.36
Breakeven: $101.64
Implied vol: 104.1%
Delta: -0.049 ≈5% ITM
Gamma: 0.006
Theta: -0.141
Vega: 0.015
Open interest: 129

Model this put

Call · $103 In the money

Last: $6.51
Breakeven: $109.51
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $103

Last: $0.29
Breakeven: $102.71
Implied vol: 102%
Delta: -0.053 ≈5% ITM
Gamma: 0.006
Theta: -0.147
Vega: 0.015
Open interest: 21

Model this put

Call · $104 In the money

Last: $17.99
Breakeven: $121.99
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 5

Model this call

Put · $104

Last: $0.30
Breakeven: $103.70
Implied vol: 88.4%
Delta: -0.04 ≈4% ITM
Gamma: 0.006
Theta: -0.1
Vega: 0.015
Open interest: 12

Model this put

Call · $105 In the money

Last: $20.10
Breakeven: $125.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $105

Last: $0.15
Breakeven: $104.85
Implied vol: 124.1%
Delta: -0.108 ≈11% ITM
Gamma: 0.009
Theta: -0.311
Vega: 0.026
Open interest: 17

Model this put

Call · $106 In the money

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

Model this call

Put · $106

Last: $0.37
Breakeven: $105.63
Implied vol: 98.9%
Delta: -0.076 ≈8% ITM
Gamma: 0.009
Theta: -0.189
Vega: 0.026
Open interest: 9

Model this put

Call · $107 In the money

Last: $8.09
Breakeven: $115.09
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $107

Last: $0.57
Breakeven: $106.43
Implied vol: 90%
Delta: -0.068 ≈7% ITM
Gamma: 0.009
Theta: -0.159
Vega: 0.027
Open interest: 9

Model this put

Call · $108 In the money

Last: $13.04
Breakeven: $121.04
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this call

Put · $108

Last: $0.22
Breakeven: $107.78
Implied vol: 90.6%
Delta: -0.082 ≈8% ITM
Gamma: 0.01
Theta: -0.183
Vega: 0.027
Open interest: 11

Model this put

Call · $109 In the money

Last: $16.60
Breakeven: $125.60
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 43

Model this call

Put · $109

Last: $0.27
Breakeven: $108.73
Implied vol: 86.5%
Delta: -0.086 ≈9% ITM
Gamma: 0.011
Theta: -0.18
Vega: 0.027
Open interest: 11

Model this put

Call · $110 In the money

Last: $17.50
Breakeven: $127.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $110

Last: $0.35
Breakeven: $109.65
Implied vol: 82.4%
Delta: -0.09 ≈9% ITM
Gamma: 0.012
Theta: -0.177
Vega: 0.027
Open interest: 6

Model this put

Call · $111 In the money

Last: $14.89
Breakeven: $125.89
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $111

Last: $2.24
Breakeven: $108.76
Implied vol: 78.4%
Delta: -0.094 ≈9% ITM
Gamma: 0.013
Theta: -0.174
Vega: 0.027
Open interest: 3

Model this put

Call · $112 In the money

Last: $10.70
Breakeven: $122.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 40

Model this call

Put · $112

Last: $0.87
Breakeven: $111.13
Implied vol: 74.4%
Delta: -0.098 ≈10% ITM
Gamma: 0.014
Theta: -0.171
Vega: 0.027
Open interest: 55

Model this put

Call · $113 In the money

Last: $9.93
Breakeven: $122.93
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 35

Model this call

Put · $113

Last: $0.70
Breakeven: $112.30
Implied vol: 69.5%
Delta: -0.101 ≈10% ITM
Gamma: 0.016
Theta: -0.163
Vega: 0.027
Open interest: 2

Model this put

Call · $114 In the money

Last: $9.60
Breakeven: $123.60
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 49

Model this call

Put · $114

Last: $0.72
Breakeven: $113.28
Implied vol: 71%
Delta: -0.121 ≈12% ITM
Gamma: 0.018
Theta: -0.193
Vega: 0.027
Open interest: 0

Model this put

Call · $115 In the money

Last: $10.80
Breakeven: $125.80
Implied vol: 40.5%
Delta: 0.966 ≈97% ITM
Gamma: 0.011
Theta: -0.045
Vega: 0.016
Open interest: 58

Model this call

Put · $115

Last: $0.90
Breakeven: $114.10
Implied vol: 76.2%
Delta: -0.16 ≈16% ITM
Gamma: 0.02
Theta: -0.247
Vega: 0.041
Open interest: 22

Model this put

Call · $116 In the money

Last: $10.10
Breakeven: $126.10
Implied vol: 45.8%
Delta: 0.93 ≈93% ITM
Gamma: 0.018
Theta: -0.087
Vega: 0.028
Open interest: 92

Model this call

Put · $116

Last: $1.01
Breakeven: $114.99
Implied vol: 67.4%
Delta: -0.155 ≈16% ITM
Gamma: 0.022
Theta: -0.213
Vega: 0.042
Open interest: 39

Model this put

Call · $117 In the money

Last: $10.57
Breakeven: $127.57
Implied vol: 52.8%
Delta: 0.877 ≈88% ITM
Gamma: 0.024
Theta: -0.149
Vega: 0.028
Open interest: 21

Model this call

Put · $117

Last: $1.17
Breakeven: $115.83
Implied vol: 71.2%
Delta: -0.191 ≈19% ITM
Gamma: 0.024
Theta: -0.259
Vega: 0.042
Open interest: 7

Model this put

Call · $118 In the money

Last: $9.50
Breakeven: $127.50
Implied vol: 50.9%
Delta: 0.857 ≈86% ITM
Gamma: 0.027
Theta: -0.158
Vega: 0.042
Open interest: 148

Model this call

Put · $118

Last: $1.35
Breakeven: $116.65
Implied vol: 76.3%
Delta: -0.23 ≈23% ITM
Gamma: 0.025
Theta: -0.311
Vega: 0.055
Open interest: 8

Model this put

Call · $119 In the money

Last: $6.70
Breakeven: $125.70
Implied vol: 51.1%
Delta: 0.823 ≈82% ITM
Gamma: 0.031
Theta: -0.181
Vega: 0.042
Open interest: 17

Model this call

Put · $119

Last: $1.31
Breakeven: $117.69
Implied vol: 74.8%
Delta: -0.254 ≈25% ITM
Gamma: 0.026
Theta: -0.319
Vega: 0.055
Open interest: 11

Model this put

Call · $120 In the money

Last: $7.88
Breakeven: $127.88
Implied vol: 56.4%
Delta: 0.77 ≈77% ITM
Gamma: 0.033
Theta: -0.234
Vega: 0.055
Open interest: 72

Model this call

Put · $120

Last: $2.00
Breakeven: $118.00
Implied vol: 67.4%
Delta: -0.265 ≈27% ITM
Gamma: 0.03
Theta: -0.294
Vega: 0.055
Open interest: 92

Model this put

Call · $121 In the money

Last: $7.08
Breakeven: $128.08
Implied vol: 52.7%
Delta: 0.745 ≈75% ITM
Gamma: 0.037
Theta: -0.23
Vega: 0.056
Open interest: 172

Model this call

Put · $121

Last: $2.17
Breakeven: $118.83
Implied vol: 67.3%
Delta: -0.297 ≈30% ITM
Gamma: 0.032
Theta: -0.311
Vega: 0.056
Open interest: 198

Model this put

Call · $122 In the money

Last: $4.45
Breakeven: $126.45
Implied vol: 49.1%
Delta: 0.717 ≈72% ITM
Gamma: 0.042
Theta: -0.225
Vega: 0.056
Open interest: 6

Model this call

Put · $122

Last: $2.60
Breakeven: $119.40
Implied vol: 76.1%
Delta: -0.343 ≈34% ITM
Gamma: 0.03
Theta: -0.377
Vega: 0.064
Open interest: 6

Model this put

Call · $123 In the money

Last: $5.50
Breakeven: $128.50
Implied vol: 56.9%
Delta: 0.655 ≈66% ITM
Gamma: 0.04
Theta: -0.287
Vega: 0.064
Open interest: 5

Model this call

Put · $123

Last: $2.95
Breakeven: $120.05
Implied vol: 74.9%
Delta: -0.374 ≈37% ITM
Gamma: 0.031
Theta: -0.379
Vega: 0.064
Open interest: 53

Model this put

Call · $124 In the money

Last: $4.81
Breakeven: $128.81
Implied vol: 53.9%
Delta: 0.617 ≈62% ITM
Gamma: 0.043
Theta: -0.279
Vega: 0.064
Open interest: 60

Model this call

Put · $124

Last: $3.50
Breakeven: $120.50
Implied vol: 75%
Delta: -0.406 ≈41% ITM
Gamma: 0.032
Theta: -0.387
Vega: 0.064
Open interest: 23

Model this put

Call · $125 In the money

Last: $4.50
Breakeven: $129.50
Implied vol: 54.8%
Delta: 0.572 ≈57% ITM
Gamma: 0.044
Theta: -0.291
Vega: 0.065
Open interest: 69

Model this call

Put · $125

Last: $3.90
Breakeven: $121.10
Implied vol: 67.3%
Delta: -0.436 ≈44% ITM
Gamma: 0.036
Theta: -0.353
Vega: 0.065
Open interest: 7

Model this put

Call · $126

Last: $3.95
Breakeven: $129.95
Implied vol: 57.3%
Delta: 0.528 ≈53% ITM
Gamma: 0.043
Theta: -0.311
Vega: 0.065
Open interest: 52

Model this call

Put · $126 In the money

Last: $4.42
Breakeven: $121.58
Implied vol: 72.8%
Delta: -0.471 ≈47% ITM
Gamma: 0.034
Theta: -0.39
Vega: 0.065
Open interest: 2

Model this put

Call · $127

Last: $3.32
Breakeven: $130.32
Implied vol: 56.9%
Delta: 0.486 ≈49% ITM
Gamma: 0.043
Theta: -0.308
Vega: 0.065
Open interest: 67

Model this call

Put · $127 In the money

Last: $5.20
Breakeven: $121.80
Implied vol: 72.1%
Delta: -0.504 ≈50% ITM
Gamma: 0.034
Theta: -0.385
Vega: 0.065
Open interest: 1

Model this put

Call · $128

Last: $3.24
Breakeven: $131.24
Implied vol: 59.8%
Delta: 0.448 ≈45% ITM
Gamma: 0.04
Theta: -0.319
Vega: 0.066
Open interest: 51

Model this call

Put · $128 In the money

Last: $5.40
Breakeven: $122.60
Implied vol: 78.3%
Delta: -0.531 ≈53% ITM
Gamma: 0.031
Theta: -0.414
Vega: 0.065
Open interest: 3

Model this put

Call · $129

Last: $2.88
Breakeven: $131.88
Implied vol: 58.1%
Delta: 0.405 ≈40% ITM
Gamma: 0.041
Theta: -0.305
Vega: 0.066
Open interest: 200

Model this call

Put · $129 In the money

Last: —
Breakeven: —
Implied vol: 73.9%
Delta: -0.568 ≈57% ITM
Gamma: 0.033
Theta: -0.385
Vega: 0.066
Open interest: 0

Model this put

Call · $130

Last: $2.40
Breakeven: $132.40
Implied vol: 57.5%
Delta: 0.363 ≈36% ITM
Gamma: 0.04
Theta: -0.294
Vega: 0.058
Open interest: 73

Model this call

Put · $130 In the money

Last: $6.15
Breakeven: $123.85
Implied vol: 78.6%
Delta: -0.591 ≈59% ITM
Gamma: 0.03
Theta: -0.407
Vega: 0.066
Open interest: 3

Model this put

Call · $131

Last: $2.16
Breakeven: $133.16
Implied vol: 57.6%
Delta: 0.328 ≈33% ITM
Gamma: 0.038
Theta: -0.28
Vega: 0.058
Open interest: 2

Model this call

Put · $131 In the money

Last: $6.60
Breakeven: $124.40
Implied vol: 70.3%
Delta: -0.639 ≈64% ITM
Gamma: 0.033
Theta: -0.353
Vega: 0.058
Open interest: 5

Model this put

Call · $132

Last: $2.76
Breakeven: $134.76
Implied vol: 61.2%
Delta: 0.305 ≈30% ITM
Gamma: 0.035
Theta: -0.288
Vega: 0.058
Open interest: 20

Model this call

Put · $132 In the money

Last: —
Breakeven: —
Implied vol: 76.8%
Delta: -0.652 ≈65% ITM
Gamma: 0.03
Theta: -0.378
Vega: 0.058
Open interest: 0

Model this put

Call · $133

Last: $2.29
Breakeven: $135.29
Implied vol: 64.2%
Delta: 0.283 ≈28% ITM
Gamma: 0.032
Theta: -0.292
Vega: 0.059
Open interest: 7

Model this call

Put · $133 In the money

Last: —
Breakeven: —
Implied vol: 74.7%
Delta: -0.684 ≈68% ITM
Gamma: 0.029
Theta: -0.351
Vega: 0.058
Open interest: 0

Model this put

Call · $134

Last: $1.40
Breakeven: $135.40
Implied vol: 58.2%
Delta: 0.228 ≈23% ITM
Gamma: 0.032
Theta: -0.238
Vega: 0.045
Open interest: 4

Model this call

Put · $134 In the money

Last: —
Breakeven: —
Implied vol: 76%
Delta: -0.708 ≈71% ITM
Gamma: 0.028
Theta: -0.345
Vega: 0.059
Open interest: 0

Model this put

Call · $135

Last: $1.25
Breakeven: $136.25
Implied vol: 59.8%
Delta: 0.208 ≈21% ITM
Gamma: 0.029
Theta: -0.23
Vega: 0.045
Open interest: 60

Model this call

Put · $135 In the money

Last: —
Breakeven: —
Implied vol: 74.8%
Delta: -0.739 ≈74% ITM
Gamma: 0.027
Theta: -0.323
Vega: 0.059
Open interest: 0

Model this put

Call · $136

Last: $1.00
Breakeven: $137.00
Implied vol: 51.2%
Delta: 0.138 ≈14% ITM
Gamma: 0.027
Theta: -0.153
Vega: 0.03
Open interest: 6

Model this call

Put · $136 In the money

Last: —
Breakeven: —
Implied vol: 79.4%
Delta: -0.749 ≈75% ITM
Gamma: 0.025
Theta: -0.338
Vega: 0.059
Open interest: 0

Model this put

Call · $137

Last: $1.59
Breakeven: $138.59
Implied vol: 64.6%
Delta: 0.178 ≈18% ITM
Gamma: 0.025
Theta: -0.225
Vega: 0.045
Open interest: 21

Model this call

Put · $137 In the money

Last: —
Breakeven: —
Implied vol: 82.5%
Delta: -0.761 ≈76% ITM
Gamma: 0.023
Theta: -0.341
Vega: 0.045
Open interest: 0

Model this put

Call · $138

Last: $0.70
Breakeven: $138.70
Implied vol: 59.1%
Delta: 0.131 ≈13% ITM
Gamma: 0.022
Theta: -0.17
Vega: 0.03
Open interest: 45

Model this call

Put · $138 In the money

Last: —
Breakeven: —
Implied vol: 82.9%
Delta: -0.779 ≈78% ITM
Gamma: 0.022
Theta: -0.326
Vega: 0.046
Open interest: 0

Model this put

Call · $139

Last: $0.90
Breakeven: $139.90
Implied vol: 63.8%
Delta: 0.132 ≈13% ITM
Gamma: 0.021
Theta: -0.184
Vega: 0.031
Open interest: 1

Model this call

Put · $139 In the money

Last: —
Breakeven: —
Implied vol: 82.2%
Delta: -0.8 ≈80% ITM
Gamma: 0.021
Theta: -0.303
Vega: 0.046
Open interest: 0

Model this put

Call · $140

Last: $0.75
Breakeven: $140.75
Implied vol: 60.4%
Delta: 0.102 ≈10% ITM
Gamma: 0.018
Theta: -0.143
Vega: 0.031
Open interest: 68

Model this call

Put · $140 In the money

Last: —
Breakeven: —
Implied vol: 79.3%
Delta: -0.829 ≈83% ITM
Gamma: 0.02
Theta: -0.265
Vega: 0.046
Open interest: 0

Model this put

Call · $141

Last: $0.55
Breakeven: $141.55
Implied vol: 58.5%
Delta: 0.077 ≈8% ITM
Gamma: 0.015
Theta: -0.114
Vega: 0.031
Open interest: 2

Model this call

Put · $141 In the money

Last: —
Breakeven: —
Implied vol: 87.3%
Delta: -0.819 ≈82% ITM
Gamma: 0.018
Theta: -0.302
Vega: 0.046
Open interest: 0

Model this put

Call · $142

Last: $0.75
Breakeven: $142.75
Implied vol: 69.7%
Delta: 0.106 ≈11% ITM
Gamma: 0.016
Theta: -0.171
Vega: 0.031
Open interest: 20

Model this call

Put · $142 In the money

Last: —
Breakeven: —
Implied vol: 82.2%
Delta: -0.856 ≈86% ITM
Gamma: 0.017
Theta: -0.248
Vega: 0.043
Open interest: 0

Model this put

Call · $143

Last: —
Breakeven: —
Implied vol: 73.5%
Delta: 0.106 ≈11% ITM
Gamma: 0.015
Theta: -0.179
Vega: 0.031
Open interest: 0

Model this call

Put · $143 In the money

Last: —
Breakeven: —
Implied vol: 89.1%
Delta: -0.848 ≈85% ITM
Gamma: 0.016
Theta: -0.278
Vega: 0.046
Open interest: 0

Model this put

Call · $144

Last: —
Breakeven: —
Implied vol: 76.5%
Delta: 0.102 ≈10% ITM
Gamma: 0.014
Theta: -0.182
Vega: 0.031
Open interest: 0

Model this call

Put · $144 In the money

Last: —
Breakeven: —
Implied vol: 91.4%
Delta: -0.856 ≈86% ITM
Gamma: 0.015
Theta: -0.276
Vega: 0.031
Open interest: 0

Model this put

Call · $145

Last: $0.65
Breakeven: $145.65
Implied vol: 78.6%
Delta: 0.097 ≈10% ITM
Gamma: 0.013
Theta: -0.18
Vega: 0.031
Open interest: 37

Model this call

Put · $145 In the money

Last: —
Breakeven: —
Implied vol: 95.9%
Delta: -0.856 ≈86% ITM
Gamma: 0.015
Theta: -0.29
Vega: 0.031
Open interest: 0

Model this put

Call · $146

Last: —
Breakeven: —
Implied vol: 79.2%
Delta: 0.086 ≈9% ITM
Gamma: 0.012
Theta: -0.166
Vega: 0.031
Open interest: 0

Model this call

Put · $146 In the money

Last: —
Breakeven: —
Implied vol: 94%
Delta: -0.871 ≈87% ITM
Gamma: 0.014
Theta: -0.26
Vega: 0.031
Open interest: 0

Model this put

Call · $147

Last: —
Breakeven: —
Implied vol: 78.2%
Delta: 0.072 ≈7% ITM
Gamma: 0.011
Theta: -0.145
Vega: 0.018
Open interest: 0

Model this call

Put · $147 In the money

Last: —
Breakeven: —
Implied vol: 93.7%
Delta: -0.882 ≈88% ITM
Gamma: 0.013
Theta: -0.241
Vega: 0.031
Open interest: 0

Model this put

Call · $148

Last: —
Breakeven: —
Implied vol: 80.7%
Delta: 0.07 ≈7% ITM
Gamma: 0.01
Theta: -0.146
Vega: 0.018
Open interest: 0

Model this call

Put · $148 In the money

Last: —
Breakeven: —
Implied vol: 98.2%
Delta: -0.881 ≈88% ITM
Gamma: 0.012
Theta: -0.255
Vega: 0.031
Open interest: 0

Model this put

Call · $149

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

Model this call

Put · $149 In the money

Last: —
Breakeven: —
Implied vol: 101%
Delta: -0.884 ≈88% ITM
Gamma: 0.012
Theta: -0.258
Vega: 0.032
Open interest: 0

Model this put

Call · $150

Last: $0.55
Breakeven: $150.55
Implied vol: 93.1%
Delta: 0.085 ≈8% ITM
Gamma: 0.01
Theta: -0.194
Vega: 0.032
Open interest: 36

Model this call

Put · $150 In the money

Last: —
Breakeven: —
Implied vol: 102.3%
Delta: -0.89 ≈89% ITM
Gamma: 0.011
Theta: -0.25
Vega: 0.032
Open interest: 0

Model this put

Call · $152.5

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

Model this call

Put · $152.5 In the money

Last: —
Breakeven: —
Implied vol: 107.7%
Delta: -0.9 ≈90% ITM
Gamma: 0.01
Theta: -0.246
Vega: 0.032
Open interest: 0

Model this put

Call · $155

Last: $0.20
Breakeven: $155.20
Implied vol: 97.3%
Delta: 0.06 ≈6% ITM
Gamma: 0.007
Theta: -0.154
Vega: 0.019
Open interest: 1

Model this call

Put · $155 In the money

Last: —
Breakeven: —
Implied vol: 113.1%
Delta: -0.908 ≈91% ITM
Gamma: 0.009
Theta: -0.243
Vega: 0.032
Open interest: 0

Model this put

Call · $160

Last: —
Breakeven: —
Implied vol: 108.8%
Delta: 0.054 ≈5% ITM
Gamma: 0.006
Theta: -0.159
Vega: 0.019
Open interest: 0

Model this call

Put · $160 In the money

Last: —
Breakeven: —
Implied vol: 126.6%
Delta: -0.916 ≈92% ITM
Gamma: 0.008
Theta: -0.257
Vega: 0.032
Open interest: 0

Model this put

Call · $165

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

Model this call

Put · $165 In the money

Last: —
Breakeven: —
Implied vol: 136.4%
Delta: -0.925 ≈92% ITM
Gamma: 0.006
Theta: -0.253
Vega: 0.019
Open interest: 0

Model this put

Call · $170

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

Model this call

Put · $170 In the money

Last: —
Breakeven: —
Implied vol: 152.2%
Delta: -0.923 ≈92% ITM
Gamma: 0.006
Theta: -0.289
Vega: 0.019
Open interest: 0

Model this put

Call · $175

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

Model this call

Put · $175 In the money

Last: —
Breakeven: —
Implied vol: 159.9%
Delta: -0.93 ≈93% ITM
Gamma: 0.005
Theta: -0.28
Vega: 0.02
Open interest: 0

Model this put

CF · CF Industries Holdings, Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain