CORT Stock — Corcept Therapeutics Inc: Options Chain

Calls		Puts
2	3	—	—	$25.94	$0.02	—	—	62	18
Call · $17.5 In the money Snapshot session Apr 16, 2026 Last $25.94 Breakeven $43.44 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $17.5 Snapshot session Aug 5, 2026 Last $0.02 Breakeven $17.48 Implied vol — Delta — Gamma — Theta — Vega — Open interest 18 Model this put
0	1	—	—	$59.40	$0.02	—	—	40	2
Call · $20 In the money Snapshot session Jun 10, 2026 Last $59.40 Breakeven $79.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 Snapshot session Aug 5, 2026 Last $0.02 Breakeven $19.98 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
2	1	—	—	$70.70	$0.10	—	—	1	61
Call · $22.5 In the money Snapshot session Jul 7, 2026 Last $70.70 Breakeven $93.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $22.5 Snapshot session May 15, 2026 Last $0.10 Breakeven $22.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 61 Model this put
3	5	—	—	$44.17	$0.08	-0.012	705.8%	5	107
Call · $25 In the money Snapshot session May 29, 2026 Last $44.17 Breakeven $69.17 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $25 Snapshot session Jun 5, 2026 Last $0.08 Breakeven $24.92 Implied vol 705.8% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.298 Vega 0.006 Open interest 107 Model this put
1	1	—	—	$42.00	$0.40	-0.011	627.5%	1	89
Call · $27.5 In the money Snapshot session Jun 4, 2026 Last $42.00 Breakeven $69.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $27.5 Snapshot session Apr 22, 2026 Last $0.40 Breakeven $27.10 Implied vol 627.5% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.237 Vega 0.003 Open interest 89 Model this put
76	1	—	—	$79.50	$0.12	-0.006	517.5%	40	104
Call · $30 In the money Snapshot session Aug 7, 2026 Last $79.50 Breakeven $109.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 76 Model this call Put · $30 Snapshot session Jun 9, 2026 Last $0.12 Breakeven $29.88 Implied vol 517.5% Delta -0.006 ≈1% ITM Gamma 0 Theta -0.117 Vega 0.003 Open interest 104 Model this put
105	1	—	—	$42.15	$0.75	-0.013	571.7%	50	59
Call · $32.5 In the money Snapshot session Jun 9, 2026 Last $42.15 Breakeven $74.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 105 Model this call Put · $32.5 Snapshot session May 13, 2026 Last $0.75 Breakeven $31.75 Implied vol 571.7% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.26 Vega 0.004 Open interest 59 Model this put
132	2	—	—	$36.18	$0.27	-0.022	605.4%	2	328
Call · $35 In the money Snapshot session Jun 3, 2026 Last $36.18 Breakeven $71.18 Implied vol — Delta — Gamma — Theta — Vega — Open interest 132 Model this call Put · $35 Snapshot session Jun 3, 2026 Last $0.27 Breakeven $34.73 Implied vol 605.4% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.426 Vega 0.007 Open interest 328 Model this put
39	3	—	—	$28.00	$0.15	-0.014	498.6%	1	24
Call · $37.5 In the money Snapshot session May 27, 2026 Last $28.00 Breakeven $65.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 39 Model this call Put · $37.5 Snapshot session Jun 2, 2026 Last $0.15 Breakeven $37.35 Implied vol 498.6% Delta -0.014 ≈1% ITM Gamma 0.001 Theta -0.236 Vega 0.004 Open interest 24 Model this put
241	4	—	—	$79.90	$0.15	-0.021	510.7%	2	28
Call · $40 In the money Snapshot session Jul 30, 2026 Last $79.90 Breakeven $119.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 241 Model this call Put · $40 Snapshot session Jun 5, 2026 Last $0.15 Breakeven $39.85 Implied vol 510.7% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.336 Vega 0.008 Open interest 28 Model this put
18	1	—	—	$66.10	$4.00	-0.018	459.2%	1	14
Call · $42.5 In the money Snapshot session Aug 6, 2026 Last $66.10 Breakeven $108.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 18 Model this call Put · $42.5 Snapshot session Apr 20, 2026 Last $4.00 Breakeven $38.50 Implied vol 459.2% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.264 Vega 0.008 Open interest 14 Model this put
690	2	—	—	$69.36	$1.20	-0.017	424.8%	1	8
Call · $45 In the money Snapshot session Aug 14, 2026 Last $69.36 Breakeven $114.36 Implied vol — Delta — Gamma — Theta — Vega — Open interest 690 Model this call Put · $45 Snapshot session May 22, 2026 Last $1.20 Breakeven $43.80 Implied vol 424.8% Delta -0.017 ≈2% ITM Gamma 0.001 Theta -0.234 Vega 0.004 Open interest 8 Model this put
61	1	—	—	$46.72	$5.18	-0.018	402.5%	1	2
Call · $47.5 In the money Snapshot session Jul 9, 2026 Last $46.72 Breakeven $94.22 Implied vol — Delta — Gamma — Theta — Vega — Open interest 61 Model this call Put · $47.5 Snapshot session May 1, 2026 Last $5.18 Breakeven $42.32 Implied vol 402.5% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.233 Vega 0.009 Open interest 2 Model this put
1.3k	2	—	—	$37.50	$0.83	-0.019	380.6%	3	17
Call · $50 In the money Snapshot session Jul 15, 2026 Last $37.50 Breakeven $87.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.3k Model this call Put · $50 Snapshot session Jun 29, 2026 Last $0.83 Breakeven $49.17 Implied vol 380.6% Delta -0.019 ≈2% ITM Gamma 0.001 Theta -0.23 Vega 0.009 Open interest 17 Model this put
14	1	—	—	$23.39	—	-0.021	365.2%	—	0
Call · $52.5 In the money Snapshot session Jun 9, 2026 Last $23.39 Breakeven $75.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 14 Model this call Put · $52.5 Snapshot session Unknown Last — Breakeven — Implied vol 365.2% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.245 Vega 0.009 Open interest 0 Model this put
549	1	—	—	$58.90	$1.20	-0.021	340%	1	4
Call · $55 In the money Snapshot session Aug 10, 2026 Last $58.90 Breakeven $113.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 549 Model this call Put · $55 Snapshot session Jun 8, 2026 Last $1.20 Breakeven $53.80 Implied vol 340% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.225 Vega 0.01 Open interest 4 Model this put
1	1	—	—	$55.50	$1.00	-0.022	321.2%	2	2
Call · $57.5 In the money Snapshot session Jul 30, 2026 Last $55.50 Breakeven $113.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $57.5 Snapshot session Jun 5, 2026 Last $1.00 Breakeven $56.50 Implied vol 321.2% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.222 Vega 0.01 Open interest 2 Model this put
134	6	—	—	$33.30	$2.75	-0.015	270.7%	1	2
Call · $60 In the money Snapshot session Jul 28, 2026 Last $33.30 Breakeven $93.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 134 Model this call Put · $60 Snapshot session Jun 4, 2026 Last $2.75 Breakeven $57.25 Implied vol 270.7% Delta -0.015 ≈1% ITM Gamma 0.001 Theta -0.132 Vega 0.005 Open interest 2 Model this put
0	2	—	—	$15.30	$0.15	-0.048	352.4%	1	5
Call · $62.5 In the money Snapshot session Jun 4, 2026 Last $15.30 Breakeven $77.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $62.5 Snapshot session Jul 30, 2026 Last $0.15 Breakeven $62.35 Implied vol 352.4% Delta -0.048 ≈5% ITM Gamma 0.002 Theta -0.463 Vega 0.018 Open interest 5 Model this put
198	6	—	—	$25.70	$0.66	-0.026	269.3%	26	29
Call · $65 In the money Snapshot session Jul 13, 2026 Last $25.70 Breakeven $90.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 198 Model this call Put · $65 Snapshot session Jul 16, 2026 Last $0.66 Breakeven $64.34 Implied vol 269.3% Delta -0.026 ≈3% ITM Gamma 0.002 Theta -0.214 Vega 0.01 Open interest 29 Model this put
1.1k	1	—	—	$45.54	$0.52	-0.057	320.3%	3	5
Call · $67.5 In the money Snapshot session Aug 12, 2026 Last $45.54 Breakeven $113.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.1k Model this call Put · $67.5 Snapshot session Jul 10, 2026 Last $0.52 Breakeven $66.98 Implied vol 320.3% Delta -0.057 ≈6% ITM Gamma 0.003 Theta -0.48 Vega 0.018 Open interest 5 Model this put
592	6	—	—	$39.29	$0.12	-0.033	244.9%	11	389
Call · $70 In the money Snapshot session Aug 7, 2026 Last $39.29 Breakeven $109.29 Implied vol — Delta — Gamma — Theta — Vega — Open interest 592 Model this call Put · $70 Snapshot session Aug 3, 2026 Last $0.12 Breakeven $69.88 Implied vol 244.9% Delta -0.033 ≈3% ITM Gamma 0.002 Theta -0.235 Vega 0.011 Open interest 389 Model this put
7	1	—	—	$1.04	—	-0.066	289.2%	—	0
Call · $72.5 In the money Snapshot session May 6, 2026 Last $1.04 Breakeven $73.54 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $72.5 Snapshot session Unknown Last — Breakeven — Implied vol 289.2% Delta -0.066 ≈7% ITM Gamma 0.003 Theta -0.489 Vega 0.019 Open interest 0 Model this put
2k	1	—	—	$17.03	$0.99	-0.059	254%	6	153
Call · $75 In the money Snapshot session Jul 28, 2026 Last $17.03 Breakeven $92.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2k Model this call Put · $75 Snapshot session Jul 29, 2026 Last $0.99 Breakeven $74.01 Implied vol 254% Delta -0.059 ≈6% ITM Gamma 0.003 Theta -0.393 Vega 0.019 Open interest 153 Model this put
292	44	0.1%	1	$16.50	$0.09	-0.035	195.1%	1	108
Call · $77.5 In the money Snapshot session Jul 27, 2026 Last $16.50 Breakeven $94.00 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.008 Vega 0 Open interest 292 Model this call Put · $77.5 Snapshot session Jul 30, 2026 Last $0.09 Breakeven $77.41 Implied vol 195.1% Delta -0.035 ≈4% ITM Gamma 0.003 Theta -0.199 Vega 0.011 Open interest 108 Model this put
1.1k	2	—	—	$30.55	$0.15	-0.022	160.3%	30	426
Call · $80 In the money Snapshot session Aug 7, 2026 Last $30.55 Breakeven $110.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.1k Model this call Put · $80 Snapshot session Aug 3, 2026 Last $0.15 Breakeven $79.85 Implied vol 160.3% Delta -0.022 ≈2% ITM Gamma 0.002 Theta -0.112 Vega 0.006 Open interest 426 Model this put
73	17	—	—	$12.70	$0.78	-0.069	204%	1	121
Call · $82.5 In the money Snapshot session Jul 27, 2026 Last $12.70 Breakeven $95.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 73 Model this call Put · $82.5 Snapshot session Jul 30, 2026 Last $0.78 Breakeven $81.72 Implied vol 204% Delta -0.069 ≈7% ITM Gamma 0.005 Theta -0.356 Vega 0.02 Open interest 121 Model this put
996	1	—	—	$28.25	$0.05	-0.026	137.7%	4	118
Call · $85 In the money Snapshot session Aug 12, 2026 Last $28.25 Breakeven $113.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 996 Model this call Put · $85 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $84.95 Implied vol 137.7% Delta -0.026 ≈3% ITM Gamma 0.003 Theta -0.109 Vega 0.012 Open interest 118 Model this put
24	5	—	—	$22.75	$0.25	-0.047	144.2%	7	152
Call · $87.5 In the money Snapshot session Aug 3, 2026 Last $22.75 Breakeven $110.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 Model this call Put · $87.5 Snapshot session Aug 3, 2026 Last $0.25 Breakeven $87.25 Implied vol 144.2% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.187 Vega 0.012 Open interest 152 Model this put
760	1	—	—	$24.00	$0.15	-0.033	116.3%	10	42
Call · $90 In the money Snapshot session Aug 14, 2026 Last $24.00 Breakeven $114.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 760 Model this call Put · $90 Snapshot session Aug 10, 2026 Last $0.15 Breakeven $89.85 Implied vol 116.3% Delta -0.033 ≈3% ITM Gamma 0.005 Theta -0.112 Vega 0.012 Open interest 42 Model this put
21	3	—	—	$21.50	$0.46	-0.056	121%	1	26
Call · $92.5 In the money Snapshot session Aug 10, 2026 Last $21.50 Breakeven $114.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 Model this call Put · $92.5 Snapshot session Aug 6, 2026 Last $0.46 Breakeven $92.04 Implied vol 121% Delta -0.056 ≈6% ITM Gamma 0.007 Theta -0.18 Vega 0.013 Open interest 26 Model this put
94	1	—	—	$17.90	$0.62	-0.061	109.2%	1	19
Call · $95 In the money Snapshot session Aug 12, 2026 Last $17.90 Breakeven $112.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 94 Model this call Put · $95 Snapshot session Aug 4, 2026 Last $0.62 Breakeven $94.38 Implied vol 109.2% Delta -0.061 ≈6% ITM Gamma 0.008 Theta -0.175 Vega 0.022 Open interest 19 Model this put
23	1	—	—	$11.85	$0.65	-0.068	96.7%	5	8
Call · $97.5 In the money Snapshot session Aug 6, 2026 Last $11.85 Breakeven $109.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this call Put · $97.5 Snapshot session Jul 30, 2026 Last $0.65 Breakeven $96.85 Implied vol 96.7% Delta -0.068 ≈7% ITM Gamma 0.01 Theta -0.167 Vega 0.022 Open interest 8 Model this put
549	1	—	—	$9.50	$0.20	-0.076	84.6%	1	360
Call · $100 In the money Snapshot session Aug 6, 2026 Last $9.50 Breakeven $109.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 549 Model this call Put · $100 Snapshot session Aug 14, 2026 Last $0.20 Breakeven $99.80 Implied vol 84.6% Delta -0.076 ≈8% ITM Gamma 0.012 Theta -0.158 Vega 0.023 Open interest 360 Model this put
106	1	—	—	$8.70	$0.24	-0.114	65.5%	10	339
Call · $105 In the money Snapshot session Aug 14, 2026 Last $8.70 Breakeven $113.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 106 Model this call Put · $105 Snapshot session Aug 14, 2026 Last $0.24 Breakeven $104.76 Implied vol 65.5% Delta -0.114 ≈11% ITM Gamma 0.022 Theta -0.167 Vega 0.023 Open interest 339 Model this put
41	1	—	—	$4.70	$1.10	-0.25	57.8%	5	149
Call · $110 In the money Snapshot session Aug 14, 2026 Last $4.70 Breakeven $114.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 41 Model this call Put · $110 Snapshot session Aug 14, 2026 Last $1.10 Breakeven $108.90 Implied vol 57.8% Delta -0.25 ≈25% ITM Gamma 0.04 Theta -0.24 Vega 0.047 Open interest 149 Model this put
Underlying $114.47
79	21	42.3%	0.511	$2.40	$3.10	-0.489	49.2%	1	12
Call · $115 Snapshot session Aug 14, 2026 Last $2.40 Breakeven $117.40 Implied vol 42.3% Delta 0.511 ≈51% ITM Gamma 0.07 Theta -0.232 Vega 0.055 Open interest 79 Model this call Put · $115 In the money Snapshot session Aug 14, 2026 Last $3.10 Breakeven $111.90 Implied vol 49.2% Delta -0.489 ≈49% ITM Gamma 0.06 Theta -0.258 Vega 0.055 Open interest 12 Model this put
82	4	40.8%	0.2	$0.85	$7.04	-0.729	55.4%	5	5
Call · $120 Snapshot session Aug 13, 2026 Last $0.85 Breakeven $120.85 Implied vol 40.8% Delta 0.2 ≈20% ITM Gamma 0.05 Theta -0.153 Vega 0.038 Open interest 82 Model this call Put · $120 In the money Snapshot session Aug 14, 2026 Last $7.04 Breakeven $112.96 Implied vol 55.4% Delta -0.729 ≈73% ITM Gamma 0.044 Theta -0.235 Vega 0.049 Open interest 5 Model this put
150	1	48.2%	0.076	$0.20	$10.60	-0.838	68.2%	1	14
Call · $125 Snapshot session Aug 14, 2026 Last $0.20 Breakeven $125.20 Implied vol 48.2% Delta 0.076 ≈8% ITM Gamma 0.022 Theta -0.092 Vega 0.026 Open interest 150 Model this call Put · $125 In the money Snapshot session Aug 14, 2026 Last $10.60 Breakeven $114.40 Implied vol 68.2% Delta -0.838 ≈84% ITM Gamma 0.027 Theta -0.213 Vega 0.038 Open interest 14 Model this put
129	10	85.7%	0.127	$0.37	$12.00	-0.862	90.4%	1	0
Call · $130 Snapshot session Aug 13, 2026 Last $0.37 Breakeven $130.37 Implied vol 85.7% Delta 0.127 ≈13% ITM Gamma 0.018 Theta -0.236 Vega 0.026 Open interest 129 Model this call Put · $130 In the money Snapshot session Jul 30, 2026 Last $12.00 Breakeven $118.00 Implied vol 90.4% Delta -0.862 ≈86% ITM Gamma 0.018 Theta -0.256 Vega 0.026 Open interest 0 Model this put
12	15	90.4%	0.074	$0.36	—	-0.905	98.2%	—	0
Call · $135 Snapshot session Aug 13, 2026 Last $0.36 Breakeven $135.36 Implied vol 90.4% Delta 0.074 ≈7% ITM Gamma 0.011 Theta -0.169 Vega 0.015 Open interest 12 Model this call Put · $135 In the money Snapshot session Unknown Last — Breakeven — Implied vol 98.2% Delta -0.905 ≈91% ITM Gamma 0.013 Theta -0.209 Vega 0.026 Open interest 0 Model this put
0	—	106.1%	0.068	—	—	-0.937	104.1%	—	0
Call · $140 Snapshot session Unknown Last — Breakeven — Implied vol 106.1% Delta 0.068 ≈7% ITM Gamma 0.009 Theta -0.185 Vega 0.016 Open interest 0 Model this call Put · $140 In the money Snapshot session Unknown Last — Breakeven — Implied vol 104.1% Delta -0.937 ≈94% ITM Gamma 0.009 Theta -0.161 Vega 0.015 Open interest 0 Model this put
0	—	119.8%	0.061	—	—	-0.938	121%	—	0
Call · $145 Snapshot session Unknown Last — Breakeven — Implied vol 119.8% Delta 0.061 ≈6% ITM Gamma 0.007 Theta -0.191 Vega 0.016 Open interest 0 Model this call Put · $145 In the money Snapshot session Unknown Last — Breakeven — Implied vol 121% Delta -0.938 ≈94% ITM Gamma 0.008 Theta -0.185 Vega 0.016 Open interest 0 Model this put
1	1	114%	0.029	$0.20	—	-0.943	134.3%	—	0
Call · $150 Snapshot session Aug 3, 2026 Last $0.20 Breakeven $150.20 Implied vol 114% Delta 0.029 ≈3% ITM Gamma 0.004 Theta -0.1 Vega 0.008 Open interest 1 Model this call Put · $150 In the money Snapshot session Unknown Last — Breakeven — Implied vol 134.3% Delta -0.943 ≈94% ITM Gamma 0.006 Theta -0.192 Vega 0.016 Open interest 0 Model this put
0	—	145.7%	0.052	—	—	-0.913	172.8%	—	0
Call · $155 Snapshot session Unknown Last — Breakeven — Implied vol 145.7% Delta 0.052 ≈5% ITM Gamma 0.005 Theta -0.204 Vega 0.016 Open interest 0 Model this call Put · $155 In the money Snapshot session Unknown Last — Breakeven — Implied vol 172.8% Delta -0.913 ≈91% ITM Gamma 0.007 Theta -0.352 Vega 0.028 Open interest 0 Model this put
0	—	195.9%	0.097	—	—	-0.942	165.6%	—	0
Call · $160 Snapshot session Unknown Last — Breakeven — Implied vol 195.9% Delta 0.097 ≈10% ITM Gamma 0.006 Theta -0.445 Vega 0.029 Open interest 0 Model this call Put · $160 In the money Snapshot session Unknown Last — Breakeven — Implied vol 165.6% Delta -0.942 ≈94% ITM Gamma 0.005 Theta -0.24 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	—	-0.953	171.5%	—	0
Call · $165 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $165 In the money Snapshot session Unknown Last — Breakeven — Implied vol 171.5% Delta -0.953 ≈95% ITM Gamma 0.004 Theta -0.21 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	—	-0.955	183.2%	—	0
Call · $170 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $170 In the money Snapshot session Unknown Last — Breakeven — Implied vol 183.2% Delta -0.955 ≈96% ITM Gamma 0.004 Theta -0.217 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	—	-0.957	194.5%	—	0
Call · $175 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $175 In the money Snapshot session Unknown Last — Breakeven — Implied vol 194.5% Delta -0.957 ≈96% ITM Gamma 0.003 Theta -0.223 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	—	-0.959	205.5%	—	0
Call · $180 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $180 In the money Snapshot session Unknown Last — Breakeven — Implied vol 205.5% Delta -0.959 ≈96% ITM Gamma 0.003 Theta -0.228 Vega 0.017 Open interest 0 Model this put