0
—
126.6%
0.982
—
60
—
—
—
—
0
Call · $60
In the money
Last —
Breakeven —
Implied vol 126.6%
Delta 0.982 ≈98% ITM
Gamma 0.001
Theta -0.035
Vega 0.011
Open interest 0
Model this call
Put · $60
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
107.1%
0.984
—
65
—
—
—
—
0
Call · $65
In the money
Last —
Breakeven —
Implied vol 107.1%
Delta 0.984 ≈98% ITM
Gamma 0.001
Theta -0.028
Vega 0.011
Open interest 0
Model this call
Put · $65
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
97.8%
0.979
—
70
—
—
—
—
0
Call · $70
In the money
Last —
Breakeven —
Implied vol 97.8%
Delta 0.979 ≈98% ITM
Gamma 0.002
Theta -0.032
Vega 0.012
Open interest 0
Model this call
Put · $70
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
72.4%
0.99
—
75
—
—
—
—
0
Call · $75
In the money
Last —
Breakeven —
Implied vol 72.4%
Delta 0.99 ≈99% ITM
Gamma 0.001
Theta -0.015
Vega 0.012
Open interest 0
Model this call
Put · $75
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
81.1%
0.961
—
80
—
-0.04
81.7%
—
0
Call · $80
In the money
Last —
Breakeven —
Implied vol 81.1%
Delta 0.961 ≈96% ITM
Gamma 0.004
Theta -0.045
Vega 0.025
Open interest 0
Model this call
Put · $80
Last —
Breakeven —
Implied vol 81.7%
Delta -0.04 ≈4% ITM
Gamma 0.004
Theta -0.041
Vega 0.025
Open interest 0
Model this put
0
—
72.8%
0.948
—
85
—
-0.046
69.9%
—
0
Call · $85
In the money
Last —
Breakeven —
Implied vol 72.8%
Delta 0.948 ≈95% ITM
Gamma 0.005
Theta -0.051
Vega 0.026
Open interest 0
Model this call
Put · $85
Last —
Breakeven —
Implied vol 69.9%
Delta -0.046 ≈5% ITM
Gamma 0.005
Theta -0.04
Vega 0.025
Open interest 0
Model this put
0
—
66.3%
0.923
—
90
$0.90
-0.069
63.8%
1
30
Call · $90
In the money
Last —
Breakeven —
Implied vol 66.3%
Delta 0.923 ≈92% ITM
Gamma 0.007
Theta -0.062
Vega 0.045
Open interest 0
Model this call
Put · $90
Last $0.90
Breakeven $89.10
Implied vol 63.8%
Delta -0.069 ≈7% ITM
Gamma 0.007
Theta -0.05
Vega 0.045
Open interest 30
Model this put
0
—
58.2%
0.894
—
95
$1.52
-0.114
61.3%
3
11
Call · $95
In the money
Last —
Breakeven —
Implied vol 58.2%
Delta 0.894 ≈89% ITM
Gamma 0.011
Theta -0.069
Vega 0.047
Open interest 0
Model this call
Put · $95
Last $1.52
Breakeven $93.48
Implied vol 61.3%
Delta -0.114 ≈11% ITM
Gamma 0.011
Theta -0.071
Vega 0.056
Open interest 11
Model this put
0
—
57.1%
0.82
—
100
$2.74
-0.179
56.9%
2
4
Call · $100
In the money
Last —
Breakeven —
Implied vol 57.1%
Delta 0.82 ≈82% ITM
Gamma 0.016
Theta -0.095
Vega 0.072
Open interest 0
Model this call
Put · $100
Last $2.74
Breakeven $97.26
Implied vol 56.9%
Delta -0.179 ≈18% ITM
Gamma 0.016
Theta -0.088
Vega 0.072
Open interest 4
Model this put
0
—
53.4%
0.731
—
105
$4.58
-0.258
50%
10
90
Call · $105
In the money
Last —
Breakeven —
Implied vol 53.4%
Delta 0.731 ≈73% ITM
Gamma 0.021
Theta -0.111
Vega 0.097
Open interest 0
Model this call
Put · $105
Last $4.58
Breakeven $100.42
Implied vol 50%
Delta -0.258 ≈26% ITM
Gamma 0.022
Theta -0.095
Vega 0.097
Open interest 90
Model this put
36
60
50.3%
0.615
$5.40
110
$7.20
-0.383
48.5%
1
75
Call · $110
In the money
Last $5.40
Breakeven $115.40
Implied vol 50.3%
Delta 0.615 ≈61% ITM
Gamma 0.026
Theta -0.12
Vega 0.114
Open interest 36
Model this call
Put · $110
Last $7.20
Breakeven $102.80
Implied vol 48.5%
Delta -0.383 ≈38% ITM
Gamma 0.027
Theta -0.108
Vega 0.114
Open interest 75
Model this put
Underlying $113.12
5
5
47.6%
0.477
$4.73
115
—
-0.527
45.5%
—
0
Call · $115
Last $4.73
Breakeven $119.73
Implied vol 47.6%
Delta 0.477 ≈48% ITM
Gamma 0.029
Theta -0.117
Vega 0.117
Open interest 5
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol 45.5%
Delta -0.527 ≈53% ITM
Gamma 0.03
Theta -0.105
Vega 0.117
Open interest 0
Model this put
204
204
46.1%
0.338
$3.50
120
—
-0.678
43%
—
0
Call · $120
Last $3.50
Breakeven $123.50
Implied vol 46.1%
Delta 0.338 ≈34% ITM
Gamma 0.027
Theta -0.104
Vega 0.105
Open interest 204
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol 43%
Delta -0.678 ≈68% ITM
Gamma 0.029
Theta -0.087
Vega 0.105
Open interest 0
Model this put
238
200
46%
0.222
$0.90
125
—
-0.799
42.9%
—
0
Call · $125
Last $0.90
Breakeven $125.90
Implied vol 46%
Delta 0.222 ≈22% ITM
Gamma 0.022
Theta -0.084
Vega 0.083
Open interest 238
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol 42.9%
Delta -0.799 ≈80% ITM
Gamma 0.023
Theta -0.066
Vega 0.082
Open interest 0
Model this put
1
1
44%
0.125
$1.65
130
—
-0.86
47.7%
—
0
Call · $130
Last $1.65
Breakeven $131.65
Implied vol 44%
Delta 0.125 ≈13% ITM
Gamma 0.016
Theta -0.055
Vega 0.056
Open interest 1
Model this call
Put · $130
In the money
Last —
Breakeven —
Implied vol 47.7%
Delta -0.86 ≈86% ITM
Gamma 0.017
Theta -0.058
Vega 0.055
Open interest 0
Model this put
0
—
46.8%
0.079
—
135
—
-0.949
41.9%
—
0
Call · $135
Last —
Breakeven —
Implied vol 46.8%
Delta 0.079 ≈8% ITM
Gamma 0.011
Theta -0.043
Vega 0.058
Open interest 0
Model this call
Put · $135
In the money
Last —
Breakeven —
Implied vol 41.9%
Delta -0.949 ≈95% ITM
Gamma 0.01
Theta -0.021
Vega 0.03
Open interest 0
Model this put
0
—
52%
0.066
—
140
—
-0.987
40.8%
—
0
Call · $140
Last —
Breakeven —
Implied vol 52%
Delta 0.066 ≈7% ITM
Gamma 0.008
Theta -0.04
Vega 0.034
Open interest 0
Model this call
Put · $140
In the money
Last —
Breakeven —
Implied vol 40.8%
Delta -0.987 ≈99% ITM
Gamma 0.005
Theta -0.006
Vega 0.01
Open interest 0
Model this put
0
—
59.8%
0.064
—
145
—
-0.953
56.7%
—
0
Call · $145
Last —
Breakeven —
Implied vol 59.8%
Delta 0.064 ≈6% ITM
Gamma 0.007
Theta -0.046
Vega 0.034
Open interest 0
Model this call
Put · $145
In the money
Last —
Breakeven —
Implied vol 56.7%
Delta -0.953 ≈95% ITM
Gamma 0.007
Theta -0.028
Vega 0.031
Open interest 0
Model this put
2
2
71.7%
0.076
$0.10
150
—
-0.951
64.6%
—
0
Call · $150
Last $0.10
Breakeven $150.10
Implied vol 71.7%
Delta 0.076 ≈8% ITM
Gamma 0.007
Theta -0.062
Vega 0.035
Open interest 2
Model this call
Put · $150
In the money
Last —
Breakeven —
Implied vol 64.6%
Delta -0.951 ≈95% ITM
Gamma 0.006
Theta -0.033
Vega 0.032
Open interest 0
Model this put
0
—
—
—
—
155
—
-0.972
64.9%
—
0
Call · $155
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $155
In the money
Last —
Breakeven —
Implied vol 64.9%
Delta -0.972 ≈97% ITM
Gamma 0.004
Theta -0.02
Vega 0.015
Open interest 0
Model this put
0
—
—
—
—
160
—
-0.973
70%
—
0
Call · $160
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $160
In the money
Last —
Breakeven —
Implied vol 70%
Delta -0.973 ≈97% ITM
Gamma 0.004
Theta -0.021
Vega 0.015
Open interest 0
Model this put
1
1
—
—
$0.30
165
—
-0.991
67.3%
—
0
Call · $165
Last $0.30
Breakeven $165.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $165
In the money
Last —
Breakeven —
Implied vol 67.3%
Delta -0.991 ≈99% ITM
Gamma 0.002
Theta -0.007
Vega 0.009
Open interest 0
Model this put