0
—
—
—
—
12
$0.50
—
—
1
36
Call · $12
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $12
Last $0.50
Breakeven $11.50
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 36
Model this put
0
—
—
—
—
13
$0.05
—
—
112
353
Call · $13
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $13
Last $0.05
Breakeven $12.95
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 353
Model this put
0
—
—
—
—
14
$0.35
—
—
2
2
Call · $14
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $14
Last $0.35
Breakeven $13.65
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
0
—
—
—
—
15
$0.10
-0.011
184.4%
10
2.4k
Call · $15
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $15
Last $0.10
Breakeven $14.90
IV 184.4%
Delta -0.011 (~1% ITM)
Gamma 0.001
Theta -0.011
Vega 0.003
Open interest 2.4k
Model this put
1
1
—
—
$6.00
16
$0.10
-0.014
180.8%
10
166
Call · $16
In the money
Last $6.00
Breakeven $22.00
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $16
Last $0.10
Breakeven $15.90
IV 180.8%
Delta -0.014 (~1% ITM)
Gamma 0.002
Theta -0.013
Vega 0.004
Open interest 166
Model this put
0
—
—
—
—
17
$0.64
-0.017
177.4%
2
2
Call · $17
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $17
Last $0.64
Breakeven $16.36
IV 177.4%
Delta -0.017 (~2% ITM)
Gamma 0.002
Theta -0.016
Vega 0.004
Open interest 2
Model this put
100
100
—
—
$24.28
18
$0.15
-0.02
170.6%
5
1k
Call · $18
In the money
Last $24.28
Breakeven $42.28
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 100
Model this call
Put · $18
Last $0.15
Breakeven $17.85
IV 170.6%
Delta -0.02 (~2% ITM)
Gamma 0.002
Theta -0.017
Vega 0.007
Open interest 1k
Model this put
100
100
—
—
$23.15
19
$0.10
-0.014
145.3%
2
56
Call · $19
In the money
Last $23.15
Breakeven $42.15
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 100
Model this call
Put · $19
Last $0.10
Breakeven $18.90
IV 145.3%
Delta -0.014 (~1% ITM)
Gamma 0.002
Theta -0.011
Vega 0.004
Open interest 56
Model this put
91
12
—
—
$9.80
20
$0.20
-0.018
143.2%
1
92
Call · $20
In the money
Last $9.80
Breakeven $29.80
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 91
Model this call
Put · $20
Last $0.20
Breakeven $19.80
IV 143.2%
Delta -0.018 (~2% ITM)
Gamma 0.003
Theta -0.013
Vega 0.004
Open interest 92
Model this put
173
185
—
—
$22.70
21
$0.35
-0.019
135.1%
1
15
Call · $21
In the money
Last $22.70
Breakeven $43.70
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 173
Model this call
Put · $21
Last $0.35
Breakeven $20.65
IV 135.1%
Delta -0.019 (~2% ITM)
Gamma 0.003
Theta -0.013
Vega 0.004
Open interest 15
Model this put
177
150
—
—
$21.18
22
$0.95
-0.025
133.4%
26
16
Call · $22
In the money
Last $21.18
Breakeven $43.18
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 177
Model this call
Put · $22
Last $0.95
Breakeven $21.05
IV 133.4%
Delta -0.025 (~3% ITM)
Gamma 0.004
Theta -0.016
Vega 0.008
Open interest 16
Model this put
631
300
—
—
$16.79
23
$0.50
-0.015
108.3%
4
5
Call · $23
In the money
Last $16.79
Breakeven $39.79
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 631
Model this call
Put · $23
Last $0.50
Breakeven $22.50
IV 108.3%
Delta -0.015 (~1% ITM)
Gamma 0.003
Theta -0.008
Vega 0.004
Open interest 5
Model this put
324
20
—
—
$12.41
24
$0.70
-0.026
114.5%
10
1
Call · $24
In the money
Last $12.41
Breakeven $36.41
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 324
Model this call
Put · $24
Last $0.70
Breakeven $23.30
IV 114.5%
Delta -0.026 (~3% ITM)
Gamma 0.005
Theta -0.014
Vega 0.009
Open interest 1
Model this put
52
1
—
—
$8.67
25
$0.13
-0.028
107%
10
209
Call · $25
In the money
Last $8.67
Breakeven $33.67
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 52
Model this call
Put · $25
Last $0.13
Breakeven $24.87
IV 107%
Delta -0.028 (~3% ITM)
Gamma 0.005
Theta -0.014
Vega 0.009
Open interest 209
Model this put
121
116
—
—
$14.10
26
$0.10
-0.026
97.1%
4
286
Call · $26
In the money
Last $14.10
Breakeven $40.10
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 121
Model this call
Put · $26
Last $0.10
Breakeven $25.90
IV 97.1%
Delta -0.026 (~3% ITM)
Gamma 0.005
Theta -0.012
Vega 0.009
Open interest 286
Model this put
137
76
72.9%
0.991
$15.85
27
$0.13
-0.028
90.3%
4
170
Call · $27
In the money
Last $15.85
Breakeven $42.85
IV 72.9%
Delta 0.991 (~99% ITM)
Gamma 0.003
Theta -0.006
Vega 0.005
Open interest 137
Model this call
Put · $27
Last $0.13
Breakeven $26.87
IV 90.3%
Delta -0.028 (~3% ITM)
Gamma 0.006
Theta -0.012
Vega 0.009
Open interest 170
Model this put
75
10
77.4%
0.979
$11.65
28
$0.05
-0.025
81.1%
4
261
Call · $28
In the money
Last $11.65
Breakeven $39.65
IV 77.4%
Delta 0.979 (~98% ITM)
Gamma 0.006
Theta -0.011
Vega 0.005
Open interest 75
Model this call
Put · $28
Last $0.05
Breakeven $27.95
IV 81.1%
Delta -0.025 (~3% ITM)
Gamma 0.006
Theta -0.01
Vega 0.009
Open interest 261
Model this put
2
1
0.2%
1
$10.40
29
$0.20
-0.027
74.9%
100
117
Call · $29
In the money
Last $10.40
Breakeven $39.40
IV 0.2%
Delta 1 (~100% ITM)
Gamma 0
Theta -0.003
Vega 0
Open interest 2
Model this call
Put · $29
Last $0.20
Breakeven $28.80
IV 74.9%
Delta -0.027 (~3% ITM)
Gamma 0.007
Theta -0.01
Vega 0.01
Open interest 117
Model this put
430
1
0.2%
1
$12.40
30
$0.15
-0.039
73.9%
5
432
Call · $30
In the money
Last $12.40
Breakeven $42.40
IV 0.2%
Delta 1 (~100% ITM)
Gamma 0
Theta -0.003
Vega 0
Open interest 430
Model this call
Put · $30
Last $0.15
Breakeven $29.85
IV 73.9%
Delta -0.039 (~4% ITM)
Gamma 0.01
Theta -0.013
Vega 0.01
Open interest 432
Model this put
85
50
0.2%
1
$12.10
31
$0.15
-0.051
73%
4
80
Call · $31
In the money
Last $12.10
Breakeven $43.10
IV 0.2%
Delta 1 (~100% ITM)
Gamma 0
Theta -0.003
Vega 0
Open interest 85
Model this call
Put · $31
Last $0.15
Breakeven $30.85
IV 73%
Delta -0.051 (~5% ITM)
Gamma 0.013
Theta -0.016
Vega 0.01
Open interest 80
Model this put
47
15
0.2%
1
$3.90
32
$0.44
-0.068
71.4%
30
134
Call · $32
In the money
Last $3.90
Breakeven $35.90
IV 0.2%
Delta 1 (~100% ITM)
Gamma 0
Theta -0.003
Vega 0
Open interest 47
Model this call
Put · $32
Last $0.44
Breakeven $31.56
IV 71.4%
Delta -0.068 (~7% ITM)
Gamma 0.016
Theta -0.019
Vega 0.018
Open interest 134
Model this put
37
5
58%
0.947
$9.29
33
$0.35
-0.089
70.5%
5
36
Call · $33
In the money
Last $9.29
Breakeven $42.29
IV 58%
Delta 0.947 (~95% ITM)
Gamma 0.016
Theta -0.016
Vega 0.01
Open interest 37
Model this call
Put · $33
Last $0.35
Breakeven $32.65
IV 70.5%
Delta -0.089 (~9% ITM)
Gamma 0.02
Theta -0.023
Vega 0.018
Open interest 36
Model this put
130
3
55%
0.931
$9.30
34
$0.45
-0.111
69.5%
4
31
Call · $34
In the money
Last $9.30
Breakeven $43.30
IV 55%
Delta 0.931 (~93% ITM)
Gamma 0.021
Theta -0.018
Vega 0.018
Open interest 130
Model this call
Put · $34
Last $0.45
Breakeven $33.55
IV 69.5%
Delta -0.111 (~11% ITM)
Gamma 0.024
Theta -0.027
Vega 0.027
Open interest 31
Model this put
224
50
61.6%
0.881
$7.90
35
$0.60
-0.14
67.6%
50
362
Call · $35
In the money
Last $7.90
Breakeven $42.90
IV 61.6%
Delta 0.881 (~88% ITM)
Gamma 0.028
Theta -0.029
Vega 0.028
Open interest 224
Model this call
Put · $35
Last $0.60
Breakeven $34.40
IV 67.6%
Delta -0.14 (~14% ITM)
Gamma 0.028
Theta -0.031
Vega 0.028
Open interest 362
Model this put
305
25
57.9%
0.854
$6.70
36
$0.90
-0.174
66.7%
21
66
Call · $36
In the money
Last $6.70
Breakeven $42.70
IV 57.9%
Delta 0.854 (~85% ITM)
Gamma 0.034
Theta -0.031
Vega 0.028
Open interest 305
Model this call
Put · $36
Last $0.90
Breakeven $35.10
IV 66.7%
Delta -0.174 (~17% ITM)
Gamma 0.033
Theta -0.035
Vega 0.028
Open interest 66
Model this put
150
1
64.4%
0.794
$7.40
37
$1.00
-0.21
65.6%
1
70
Call · $37
In the money
Last $7.40
Breakeven $44.40
IV 64.4%
Delta 0.794 (~79% ITM)
Gamma 0.039
Theta -0.041
Vega 0.037
Open interest 150
Model this call
Put · $37
Last $1.00
Breakeven $36.00
IV 65.6%
Delta -0.21 (~21% ITM)
Gamma 0.038
Theta -0.039
Vega 0.037
Open interest 70
Model this put
558
7
62.5%
0.751
$4.89
38
$1.40
-0.253
63.8%
10
110
Call · $38
In the money
Last $4.89
Breakeven $42.89
IV 62.5%
Delta 0.751 (~75% ITM)
Gamma 0.044
Theta -0.044
Vega 0.038
Open interest 558
Model this call
Put · $38
Last $1.40
Breakeven $36.60
IV 63.8%
Delta -0.253 (~25% ITM)
Gamma 0.043
Theta -0.041
Vega 0.038
Open interest 110
Model this put
170
100
64.6%
0.698
$5.40
39
$1.75
-0.301
64%
5
109
Call · $39
In the money
Last $5.40
Breakeven $44.40
IV 64.6%
Delta 0.698 (~70% ITM)
Gamma 0.047
Theta -0.05
Vega 0.038
Open interest 170
Model this call
Put · $39
Last $1.75
Breakeven $37.25
IV 64%
Delta -0.301 (~30% ITM)
Gamma 0.048
Theta -0.046
Vega 0.038
Open interest 109
Model this put
1.7k
458
63.2%
0.649
$3.70
40
$2.10
-0.352
63.2%
15
516
Call · $40
In the money
Last $3.70
Breakeven $43.70
IV 63.2%
Delta 0.649 (~65% ITM)
Gamma 0.051
Theta -0.051
Vega 0.045
Open interest 1.7k
Model this call
Put · $40
Last $2.10
Breakeven $37.90
IV 63.2%
Delta -0.352 (~35% ITM)
Gamma 0.051
Theta -0.048
Vega 0.045
Open interest 516
Model this put
92
25
63%
0.595
$3.60
41
$1.75
-0.406
63.1%
2
69
Call · $41
In the money
Last $3.60
Breakeven $44.60
IV 63%
Delta 0.595 (~59% ITM)
Gamma 0.053
Theta -0.053
Vega 0.045
Open interest 92
Model this call
Put · $41
Last $1.75
Breakeven $39.25
IV 63.1%
Delta -0.406 (~41% ITM)
Gamma 0.053
Theta -0.049
Vega 0.045
Open interest 69
Model this put
411
6
63.4%
0.541
$2.90
42
$2.90
-0.461
62.9%
4
255
Call · $42
In the money
Last $2.90
Breakeven $44.90
IV 63.4%
Delta 0.541 (~54% ITM)
Gamma 0.055
Theta -0.055
Vega 0.046
Open interest 411
Model this call
Put · $42
Last $2.90
Breakeven $39.10
IV 62.9%
Delta -0.461 (~46% ITM)
Gamma 0.056
Theta -0.051
Vega 0.046
Open interest 255
Model this put
Underlying $42.82
581
122
62.8%
0.488
$2.42
43
$3.10
-0.516
61.8%
50
1k
Call · $43
Last $2.42
Breakeven $45.42
IV 62.8%
Delta 0.488 (~49% ITM)
Gamma 0.055
Theta -0.054
Vega 0.047
Open interest 581
Model this call
Put · $43
In the money
Last $3.10
Breakeven $39.90
IV 61.8%
Delta -0.516 (~52% ITM)
Gamma 0.056
Theta -0.049
Vega 0.047
Open interest 1k
Model this put
4.4k
8
62.6%
0.383
$1.50
45
$5.10
-0.621
62.1%
40
54
Call · $45
Last $1.50
Breakeven $46.50
IV 62.6%
Delta 0.383 (~38% ITM)
Gamma 0.053
Theta -0.052
Vega 0.042
Open interest 4.4k
Model this call
Put · $45
In the money
Last $5.10
Breakeven $39.90
IV 62.1%
Delta -0.621 (~62% ITM)
Gamma 0.054
Theta -0.047
Vega 0.042
Open interest 54
Model this put
341
41
63.9%
0.189
$0.75
50
$7.50
-0.779
72.1%
14
144
Call · $50
Last $0.75
Breakeven $50.75
IV 63.9%
Delta 0.189 (~19% ITM)
Gamma 0.037
Theta -0.037
Vega 0.034
Open interest 341
Model this call
Put · $50
In the money
Last $7.50
Breakeven $42.50
IV 72.1%
Delta -0.779 (~78% ITM)
Gamma 0.036
Theta -0.042
Vega 0.034
Open interest 144
Model this put
644
17
67.5%
0.088
$0.30
55
$11.70
-0.901
71.5%
30
17
Call · $55
Last $0.30
Breakeven $55.30
IV 67.5%
Delta 0.088 (~9% ITM)
Gamma 0.021
Theta -0.023
Vega 0.024
Open interest 644
Model this call
Put · $55
In the money
Last $11.70
Breakeven $43.30
IV 71.5%
Delta -0.901 (~90% ITM)
Gamma 0.023
Theta -0.023
Vega 0.023
Open interest 17
Model this put