0
—
—
—
—
60
—
—
—
—
0
Call · $60
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $60
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
152.6%
0.968
—
65
—
—
—
—
0
Call · $65
In the money
Last —
Breakeven —
Implied vol 152.6%
Delta 0.968 ≈97% ITM
Gamma 0.002
Theta -0.07
Vega 0.02
Open interest 0
Model this call
Put · $65
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
0%
1
—
70
—
—
—
—
0
Call · $70
In the money
Last —
Breakeven —
Implied vol 0%
Delta 1 ≈100% ITM
Gamma 0
Theta 0
Vega 0
Open interest 0
Model this call
Put · $70
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
111.5%
0.971
—
75
—
—
—
—
0
Call · $75
In the money
Last —
Breakeven —
Implied vol 111.5%
Delta 0.971 ≈97% ITM
Gamma 0.002
Theta -0.048
Vega 0.022
Open interest 0
Model this call
Put · $75
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
93.1%
0.974
—
80
—
-0.035
99.1%
—
0
Call · $80
In the money
Last —
Breakeven —
Implied vol 93.1%
Delta 0.974 ≈97% ITM
Gamma 0.002
Theta -0.037
Vega 0.022
Open interest 0
Model this call
Put · $80
Last —
Breakeven —
Implied vol 99.1%
Delta -0.035 ≈3% ITM
Gamma 0.003
Theta -0.053
Vega 0.023
Open interest 0
Model this put
0
—
94.8%
0.948
—
85
—
-0.04
86.1%
—
0
Call · $85
In the money
Last —
Breakeven —
Implied vol 94.8%
Delta 0.948 ≈95% ITM
Gamma 0.004
Theta -0.068
Vega 0.024
Open interest 0
Model this call
Put · $85
Last —
Breakeven —
Implied vol 86.1%
Delta -0.04 ≈4% ITM
Gamma 0.004
Theta -0.051
Vega 0.024
Open interest 0
Model this put
0
—
—
—
—
90
—
-0.046
73.8%
—
0
Call · $90
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $90
Last —
Breakeven —
Implied vol 73.8%
Delta -0.046 ≈5% ITM
Gamma 0.005
Theta -0.049
Vega 0.025
Open interest 0
Model this put
0
—
67.7%
0.93
—
95
$0.16
-0.035
54.4%
1
9
Call · $95
In the money
Last —
Breakeven —
Implied vol 67.7%
Delta 0.93 ≈93% ITM
Gamma 0.007
Theta -0.061
Vega 0.044
Open interest 0
Model this call
Put · $95
Last $0.16
Breakeven $94.84
Implied vol 54.4%
Delta -0.035 ≈3% ITM
Gamma 0.005
Theta -0.029
Vega 0.025
Open interest 9
Model this put
7
1
51.5%
0.93
$18.10
100
$0.28
-0.118
66.5%
12
12
Call · $100
In the money
Last $18.10
Breakeven $118.10
Implied vol 51.5%
Delta 0.93 ≈93% ITM
Gamma 0.009
Theta -0.047
Vega 0.045
Open interest 7
Model this call
Put · $100
Last $0.28
Breakeven $99.72
Implied vol 66.5%
Delta -0.118 ≈12% ITM
Gamma 0.011
Theta -0.092
Vega 0.067
Open interest 12
Model this put
68
1
38.2%
0.919
$14.10
105
$0.20
-0.055
33.4%
2
119
Call · $105
In the money
Last $14.10
Breakeven $119.10
Implied vol 38.2%
Delta 0.919 ≈92% ITM
Gamma 0.014
Theta -0.039
Vega 0.046
Open interest 68
Model this call
Put · $105
Last $0.20
Breakeven $104.80
Implied vol 33.4%
Delta -0.055 ≈5% ITM
Gamma 0.012
Theta -0.026
Vega 0.027
Open interest 119
Model this put
291
2
33.1%
0.841
$8.75
110
$0.40
-0.1
25.5%
1
277
Call · $110
In the money
Last $8.75
Breakeven $118.75
Implied vol 33.1%
Delta 0.841 ≈84% ITM
Gamma 0.026
Theta -0.055
Vega 0.071
Open interest 291
Model this call
Put · $110
Last $0.40
Breakeven $109.60
Implied vol 25.5%
Delta -0.1 ≈10% ITM
Gamma 0.025
Theta -0.031
Vega 0.047
Open interest 277
Model this put
1.1k
4
27.8%
0.69
$4.90
115
$1.00
-0.282
23.6%
3
1.2k
Call · $115
In the money
Last $4.90
Breakeven $119.90
Implied vol 27.8%
Delta 0.69 ≈69% ITM
Gamma 0.046
Theta -0.068
Vega 0.095
Open interest 1.1k
Model this call
Put · $115
Last $1.00
Breakeven $114.00
Implied vol 23.6%
Delta -0.282 ≈28% ITM
Gamma 0.052
Theta -0.055
Vega 0.095
Open interest 1.2k
Model this put
Underlying $118.55
265
2
29%
0.443
$2.15
120
$3.12
-0.599
18.7%
1
137
Call · $120
Last $2.15
Breakeven $122.15
Implied vol 29%
Delta 0.443 ≈44% ITM
Gamma 0.049
Theta -0.08
Vega 0.111
Open interest 265
Model this call
Put · $120
In the money
Last $3.12
Breakeven $116.88
Implied vol 18.7%
Delta -0.599 ≈60% ITM
Gamma 0.075
Theta -0.05
Vega 0.111
Open interest 137
Model this put
480
40
23%
0.17
$0.50
125
$7.46
-0.904
17%
1
50
Call · $125
Last $0.50
Breakeven $125.50
Implied vol 23%
Delta 0.17 ≈17% ITM
Gamma 0.04
Theta -0.04
Vega 0.076
Open interest 480
Model this call
Put · $125
In the money
Last $7.46
Breakeven $117.54
Implied vol 17%
Delta -0.904 ≈90% ITM
Gamma 0.036
Theta -0.019
Vega 0.05
Open interest 50
Model this put
42
42
31.5%
0.113
$0.45
130
$12.10
—
—
3
0
Call · $130
Last $0.45
Breakeven $130.45
Implied vol 31.5%
Delta 0.113 ≈11% ITM
Gamma 0.022
Theta -0.042
Vega 0.051
Open interest 42
Model this call
Put · $130
In the money
Last $12.10
Breakeven $117.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
53.3%
0.163
$0.05
135
—
—
—
—
0
Call · $135
Last $0.05
Breakeven $135.05
Implied vol 53.3%
Delta 0.163 ≈16% ITM
Gamma 0.017
Theta -0.092
Vega 0.078
Open interest 1
Model this call
Put · $135
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
140
$22.20
—
—
1
0
Call · $140
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $140
In the money
Last $22.20
Breakeven $117.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
145
—
—
—
—
0
Call · $145
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $145
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
150
—
—
—
—
0
Call · $150
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $150
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
155
—
—
—
—
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 —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
160
—
—
—
—
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 —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
165
—
—
—
—
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 —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
170
—
-1
0%
—
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 0%
Delta -1 ≈100% ITM
Gamma 0
Theta 0
Vega 0
Open interest 0
Model this put