13
2
1250.5%
0.993
$107.61
85
$0.01
-0.002
1024.4%
210
143
Call · $85
In the money
Last $107.61
Breakeven $192.61
Implied vol 1250.5%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -2.147
Vega 0.001
Open interest 13
Model this call
Put · $85
Last $0.01
Breakeven $84.99
Implied vol 1024.4%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.485
Vega 0
Open interest 143
Model this put
24
2
1340.3%
0.985
$95.16
90
$0.01
-0.008
1186.9%
5
23
Call · $90
In the money
Last $95.16
Breakeven $185.16
Implied vol 1340.3%
Delta 0.985 ≈98% ITM
Gamma 0.001
Theta -4.721
Vega 0.002
Open interest 24
Model this call
Put · $90
Last $0.01
Breakeven $89.99
Implied vol 1186.9%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -2.28
Vega 0.001
Open interest 23
Model this put
24
6
1165.2%
0.988
$90.19
95
$0.05
-0.008
1099.7%
2
17
Call · $95
In the money
Last $90.19
Breakeven $185.19
Implied vol 1165.2%
Delta 0.988 ≈99% ITM
Gamma 0
Theta -3.208
Vega 0.002
Open interest 24
Model this call
Put · $95
Last $0.05
Breakeven $94.95
Implied vol 1099.7%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -2.159
Vega 0.001
Open interest 17
Model this put
17
12
1148.8%
0.984
$85.17
100
$0.10
-0.011
1063.5%
1
262
Call · $100
In the money
Last $85.17
Breakeven $185.17
Implied vol 1148.8%
Delta 0.984 ≈98% ITM
Gamma 0.001
Theta -4.235
Vega 0.002
Open interest 17
Model this call
Put · $100
Last $0.10
Breakeven $99.90
Implied vol 1063.5%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -2.776
Vega 0.002
Open interest 262
Model this put
20
42
1048.4%
0.984
$80.80
105
$0.02
-0.016
1055%
1
20
Call · $105
In the money
Last $80.80
Breakeven $185.80
Implied vol 1048.4%
Delta 0.984 ≈98% ITM
Gamma 0.001
Theta -3.778
Vega 0.002
Open interest 20
Model this call
Put · $105
Last $0.02
Breakeven $104.98
Implied vol 1055%
Delta -0.016 ≈2% ITM
Gamma 0.001
Theta -3.887
Vega 0.002
Open interest 20
Model this put
13
36
952.9%
0.985
$75.82
110
$0.02
-0.01
893.3%
1
5
Call · $110
In the money
Last $75.82
Breakeven $185.82
Implied vol 952.9%
Delta 0.985 ≈98% ITM
Gamma 0.001
Theta -3.32
Vega 0.002
Open interest 13
Model this call
Put · $110
Last $0.02
Breakeven $109.98
Implied vol 893.3%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -2.243
Vega 0.002
Open interest 5
Model this put
3
2
907.9%
0.982
$70.23
115
$0.01
-0.006
734%
2
19
Call · $115
In the money
Last $70.23
Breakeven $185.23
Implied vol 907.9%
Delta 0.982 ≈98% ITM
Gamma 0.001
Theta -3.71
Vega 0.002
Open interest 3
Model this call
Put · $115
Last $0.01
Breakeven $114.99
Implied vol 734%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -1.056
Vega 0.001
Open interest 19
Model this put
28
8
819.8%
0.982
$65.69
120
$0.17
-0.004
651.6%
9
42
Call · $120
In the money
Last $65.69
Breakeven $185.69
Implied vol 819.8%
Delta 0.982 ≈98% ITM
Gamma 0.001
Theta -3.251
Vega 0.002
Open interest 28
Model this call
Put · $120
Last $0.17
Breakeven $119.83
Implied vol 651.6%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.766
Vega 0.001
Open interest 42
Model this put
27
12
779.5%
0.979
$60.74
125
$0.01
-0.007
629.2%
2
49
Call · $125
In the money
Last $60.74
Breakeven $185.74
Implied vol 779.5%
Delta 0.979 ≈98% ITM
Gamma 0.001
Theta -3.64
Vega 0.002
Open interest 27
Model this call
Put · $125
Last $0.01
Breakeven $124.99
Implied vol 629.2%
Delta -0.007 ≈1% ITM
Gamma 0.001
Theta -1.092
Vega 0.001
Open interest 49
Model this put
2
4
697.6%
0.979
$55.75
130
$0.11
-0.002
479.6%
1
101
Call · $130
In the money
Last $55.75
Breakeven $185.75
Implied vol 697.6%
Delta 0.979 ≈98% ITM
Gamma 0.001
Theta -3.18
Vega 0.002
Open interest 2
Model this call
Put · $130
Last $0.11
Breakeven $129.89
Implied vol 479.6%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.248
Vega 0
Open interest 101
Model this put
26
1
660.6%
0.975
$41.49
135
$0.01
-0.003
449.5%
2
70
Call · $135
In the money
Last $41.49
Breakeven $176.49
Implied vol 660.6%
Delta 0.975 ≈98% ITM
Gamma 0.002
Theta -3.56
Vega 0.005
Open interest 26
Model this call
Put · $135
Last $0.01
Breakeven $134.99
Implied vol 449.5%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.317
Vega 0
Open interest 70
Model this put
30
30
584.8%
0.975
$48.24
140
$0.01
-0.004
426.3%
10
205
Call · $140
In the money
Last $48.24
Breakeven $188.24
Implied vol 584.8%
Delta 0.975 ≈98% ITM
Gamma 0.002
Theta -3.107
Vega 0.002
Open interest 30
Model this call
Put · $140
Last $0.01
Breakeven $139.99
Implied vol 426.3%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.444
Vega 0.001
Open interest 205
Model this put
28
2
558.5%
0.965
$44.13
145
$0.01
-0.002
353.2%
3
484
Call · $145
In the money
Last $44.13
Breakeven $189.13
Implied vol 558.5%
Delta 0.965 ≈96% ITM
Gamma 0.003
Theta -3.965
Vega 0.005
Open interest 28
Model this call
Put · $145
Last $0.01
Breakeven $144.99
Implied vol 353.2%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.24
Vega 0
Open interest 484
Model this put
1
2
546.6%
0.964
$43.15
146
$0.02
-0.009
410.1%
11
4
Call · $146
In the money
Last $43.15
Breakeven $189.15
Implied vol 546.6%
Delta 0.964 ≈96% ITM
Gamma 0.003
Theta -3.943
Vega 0.005
Open interest 1
Model this call
Put · $146
Last $0.02
Breakeven $145.98
Implied vol 410.1%
Delta -0.009 ≈1% ITM
Gamma 0.001
Theta -0.881
Vega 0.001
Open interest 4
Model this put
4
2
529.8%
0.965
$38.48
147
$0.01
-0.004
358.6%
19
8
Call · $147
In the money
Last $38.48
Breakeven $185.48
Implied vol 529.8%
Delta 0.965 ≈96% ITM
Gamma 0.003
Theta -3.765
Vega 0.005
Open interest 4
Model this call
Put · $147
Last $0.01
Breakeven $146.99
Implied vol 358.6%
Delta -0.004 ≈0% ITM
Gamma 0.001
Theta -0.374
Vega 0.001
Open interest 8
Model this put
4
2
492.8%
0.971
$37.49
148
$0.01
-0.026
485.7%
6
137
Call · $148
In the money
Last $37.49
Breakeven $185.49
Implied vol 492.8%
Delta 0.971 ≈97% ITM
Gamma 0.002
Theta -2.964
Vega 0.005
Open interest 4
Model this call
Put · $148
Last $0.01
Breakeven $147.99
Implied vol 485.7%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -2.735
Vega 0.005
Open interest 137
Model this put
4
4
511.6%
0.962
$36.95
149
$0.31
-0.026
467.9%
2
186
Call · $149
In the money
Last $36.95
Breakeven $185.95
Implied vol 511.6%
Delta 0.962 ≈96% ITM
Gamma 0.003
Theta -3.877
Vega 0.005
Open interest 4
Model this call
Put · $149
Last $0.31
Breakeven $148.69
Implied vol 467.9%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -2.563
Vega 0.002
Open interest 186
Model this put
14
47
500%
0.961
$42.85
150
$0.18
-0.003
326.9%
2
810
Call · $150
In the money
Last $42.85
Breakeven $192.85
Implied vol 500%
Delta 0.961 ≈96% ITM
Gamma 0.003
Theta -3.855
Vega 0.005
Open interest 14
Model this call
Put · $150
Last $0.18
Breakeven $149.82
Implied vol 326.9%
Delta -0.003 ≈0% ITM
Gamma 0.001
Theta -0.309
Vega 0
Open interest 810
Model this put
15
42
471.6%
0.959
$40.36
152.5
$0.28
-0.019
393.2%
4
198
Call · $152.5
In the money
Last $40.36
Breakeven $192.86
Implied vol 471.6%
Delta 0.959 ≈96% ITM
Gamma 0.003
Theta -3.8
Vega 0.005
Open interest 15
Model this call
Put · $152.5
Last $0.28
Breakeven $152.22
Implied vol 393.2%
Delta -0.019 ≈2% ITM
Gamma 0.002
Theta -1.687
Vega 0.003
Open interest 198
Model this put
189
7
341.4%
0.986
$30.79
155
$0.01
-0.012
337.5%
3
662
Call · $155
In the money
Last $30.79
Breakeven $185.79
Implied vol 341.4%
Delta 0.986 ≈99% ITM
Gamma 0.002
Theta -1.084
Vega 0.003
Open interest 189
Model this call
Put · $155
Last $0.01
Breakeven $154.99
Implied vol 337.5%
Delta -0.012 ≈1% ITM
Gamma 0.002
Theta -0.988
Vega 0.003
Open interest 662
Model this put
14
2
396.4%
0.961
$28.09
157.5
$0.01
-0.003
257.6%
1
522
Call · $157.5
In the money
Last $28.09
Breakeven $185.59
Implied vol 396.4%
Delta 0.961 ≈96% ITM
Gamma 0.004
Theta -3.066
Vega 0.005
Open interest 14
Model this call
Put · $157.5
Last $0.01
Breakeven $157.49
Implied vol 257.6%
Delta -0.003 ≈0% ITM
Gamma 0.001
Theta -0.234
Vega 0
Open interest 522
Model this put
140
1
398.6%
0.947
$32.46
160
$0.01
-0.008
263.1%
2
579
Call · $160
In the money
Last $32.46
Breakeven $192.46
Implied vol 398.6%
Delta 0.947 ≈95% ITM
Gamma 0.005
Theta -3.945
Vega 0.005
Open interest 140
Model this call
Put · $160
Last $0.01
Breakeven $159.99
Implied vol 263.1%
Delta -0.008 ≈1% ITM
Gamma 0.001
Theta -0.515
Vega 0.001
Open interest 579
Model this put
85
1
362.2%
0.947
$30.84
162.5
$0.10
-0.01
252%
1
718
Call · $162.5
In the money
Last $30.84
Breakeven $193.34
Implied vol 362.2%
Delta 0.947 ≈95% ITM
Gamma 0.005
Theta -3.578
Vega 0.005
Open interest 85
Model this call
Put · $162.5
Last $0.10
Breakeven $162.40
Implied vol 252%
Delta -0.01 ≈1% ITM
Gamma 0.002
Theta -0.622
Vega 0.001
Open interest 718
Model this put
155
6
326.3%
0.947
$26.74
165
$0.01
-0.005
205.4%
11
1.3k
Call · $165
In the money
Last $26.74
Breakeven $191.74
Implied vol 326.3%
Delta 0.947 ≈95% ITM
Gamma 0.006
Theta -3.211
Vega 0.005
Open interest 155
Model this call
Put · $165
Last $0.01
Breakeven $164.99
Implied vol 205.4%
Delta -0.005 ≈1% ITM
Gamma 0.001
Theta -0.28
Vega 0.001
Open interest 1.3k
Model this put
67
3
281.6%
0.953
$18.35
167.5
$0.05
-0.01
203.8%
4
129
Call · $167.5
In the money
Last $18.35
Breakeven $185.85
Implied vol 281.6%
Delta 0.953 ≈95% ITM
Gamma 0.006
Theta -2.532
Vega 0.005
Open interest 67
Model this call
Put · $167.5
Last $0.05
Breakeven $167.45
Implied vol 203.8%
Delta -0.01 ≈1% ITM
Gamma 0.002
Theta -0.499
Vega 0.001
Open interest 129
Model this put
561
11
246.9%
0.954
$21.39
170
$0.14
-0.014
190.6%
5
1.9k
Call · $170
In the money
Last $21.39
Breakeven $191.39
Implied vol 246.9%
Delta 0.954 ≈95% ITM
Gamma 0.007
Theta -2.164
Vega 0.005
Open interest 561
Model this call
Put · $170
Last $0.14
Breakeven $169.86
Implied vol 190.6%
Delta -0.014 ≈1% ITM
Gamma 0.003
Theta -0.623
Vega 0.003
Open interest 1.9k
Model this put
156
9
174.7%
0.981
$21.53
172.5
$0.04
-0.011
161.4%
106
555
Call · $172.5
In the money
Last $21.53
Breakeven $194.03
Implied vol 174.7%
Delta 0.981 ≈98% ITM
Gamma 0.005
Theta -0.74
Vega 0.003
Open interest 156
Model this call
Put · $172.5
Last $0.04
Breakeven $172.46
Implied vol 161.4%
Delta -0.011 ≈1% ITM
Gamma 0.003
Theta -0.432
Vega 0.001
Open interest 555
Model this put
679
13
—
—
$16.40
175
$0.02
-0.01
134.2%
35
773
Call · $175
In the money
Last $16.40
Breakeven $191.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 679
Model this call
Put · $175
Last $0.02
Breakeven $174.98
Implied vol 134.2%
Delta -0.01 ≈1% ITM
Gamma 0.003
Theta -0.315
Vega 0.001
Open interest 773
Model this put
179
22
—
—
$14.00
177.5
$0.01
-0.011
115.9%
59
542
Call · $177.5
In the money
Last $14.00
Breakeven $191.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 179
Model this call
Put · $177.5
Last $0.01
Breakeven $177.49
Implied vol 115.9%
Delta -0.011 ≈1% ITM
Gamma 0.005
Theta -0.31
Vega 0.001
Open interest 542
Model this put
1.4k
24
92.9%
0.989
$10.96
180
$0.01
-0.017
99.8%
89
4.6k
Call · $180
In the money
Last $10.96
Breakeven $190.96
Implied vol 92.9%
Delta 0.989 ≈99% ITM
Gamma 0.006
Theta -0.252
Vega 0.001
Open interest 1.4k
Model this call
Put · $180
Last $0.01
Breakeven $179.99
Implied vol 99.8%
Delta -0.017 ≈2% ITM
Gamma 0.008
Theta -0.38
Vega 0.003
Open interest 4.6k
Model this put
614
24
—
—
$9.46
182.5
$0.11
-0.031
88.2%
170
2.5k
Call · $182.5
In the money
Last $9.46
Breakeven $191.96
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 614
Model this call
Put · $182.5
Last $0.11
Breakeven $182.39
Implied vol 88.2%
Delta -0.031 ≈3% ITM
Gamma 0.015
Theta -0.566
Vega 0.005
Open interest 2.5k
Model this put
985
601
—
—
$6.30
185
$0.02
-0.018
54.5%
310
1.2k
Call · $185
In the money
Last $6.30
Breakeven $191.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 985
Model this call
Put · $185
Last $0.02
Breakeven $184.98
Implied vol 54.5%
Delta -0.018 ≈2% ITM
Gamma 0.014
Theta -0.215
Vega 0.003
Open interest 1.2k
Model this put
5.2k
236
47.5%
0.922
$3.54
187.5
$0.05
-0.044
39.3%
655
898
Call · $187.5
In the money
Last $3.54
Breakeven $191.04
Implied vol 47.5%
Delta 0.922 ≈92% ITM
Gamma 0.056
Theta -0.645
Vega 0.01
Open interest 5.2k
Model this call
Put · $187.5
Last $0.05
Breakeven $187.45
Implied vol 39.3%
Delta -0.044 ≈4% ITM
Gamma 0.043
Theta -0.33
Vega 0.006
Open interest 898
Model this put
3.1k
958
38.3%
0.706
$1.53
190
$0.42
-0.28
35.5%
2.6k
998
Call · $190
In the money
Last $1.53
Breakeven $191.53
Implied vol 38.3%
Delta 0.706 ≈71% ITM
Gamma 0.164
Theta -1.217
Vega 0.019
Open interest 3.1k
Model this call
Put · $190
Last $0.42
Breakeven $189.58
Implied vol 35.5%
Delta -0.28 ≈28% ITM
Gamma 0.173
Theta -1.087
Vega 0.019
Open interest 998
Model this put
Underlying $191.44
1.3k
4.7k
37.1%
0.253
$0.28
192.5
$1.65
-0.777
32.6%
782
103
Call · $192.5
Last $0.28
Breakeven $192.78
Implied vol 37.1%
Delta 0.253 ≈25% ITM
Gamma 0.158
Theta -1.093
Vega 0.019
Open interest 1.3k
Model this call
Put · $192.5
In the money
Last $1.65
Breakeven $190.85
Implied vol 32.6%
Delta -0.777 ≈78% ITM
Gamma 0.169
Theta -0.89
Vega 0.015
Open interest 103
Model this put
3.2k
2.5k
41.5%
0.047
$0.04
195
$4.05
-0.947
43.2%
659
735
Call · $195
Last $0.04
Breakeven $195.04
Implied vol 41.5%
Delta 0.047 ≈5% ITM
Gamma 0.043
Theta -0.368
Vega 0.006
Open interest 3.2k
Model this call
Put · $195
In the money
Last $4.05
Breakeven $190.95
Implied vol 43.2%
Delta -0.947 ≈95% ITM
Gamma 0.046
Theta -0.416
Vega 0.006
Open interest 735
Model this put
717
174
52.8%
0.014
$0.02
197.5
$4.07
—
—
11
58
Call · $197.5
Last $0.02
Breakeven $197.52
Implied vol 52.8%
Delta 0.014 ≈1% ITM
Gamma 0.013
Theta -0.175
Vega 0.003
Open interest 717
Model this call
Put · $197.5
In the money
Last $4.07
Breakeven $193.43
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 58
Model this put
3k
897
74.5%
0.017
$0.01
200
$6.00
—
—
3
8
Call · $200
Last $0.01
Breakeven $200.01
Implied vol 74.5%
Delta 0.017 ≈2% ITM
Gamma 0.01
Theta -0.278
Vega 0.003
Open interest 3k
Model this call
Put · $200
In the money
Last $6.00
Breakeven $194.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this put
487
107
94.2%
0.016
$0.01
202.5
$9.25
—
—
11
4
Call · $202.5
Last $0.01
Breakeven $202.51
Implied vol 94.2%
Delta 0.016 ≈2% ITM
Gamma 0.008
Theta -0.339
Vega 0.003
Open interest 487
Model this call
Put · $202.5
In the money
Last $9.25
Breakeven $193.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
2.4k
75
105.4%
0.01
$0.01
205
$47.78
-0.953
143.9%
1
0
Call · $205
Last $0.01
Breakeven $205.01
Implied vol 105.4%
Delta 0.01 ≈1% ITM
Gamma 0.005
Theta -0.254
Vega 0.001
Open interest 2.4k
Model this call
Put · $205
In the money
Last $47.78
Breakeven $157.22
Implied vol 143.9%
Delta -0.953 ≈95% ITM
Gamma 0.012
Theta -1.263
Vega 0.006
Open interest 0
Model this put
375
22
134.5%
0.017
$0.01
207.5
—
—
—
—
0
Call · $207.5
Last $0.01
Breakeven $207.51
Implied vol 134.5%
Delta 0.017 ≈2% ITM
Gamma 0.006
Theta -0.504
Vega 0.003
Open interest 375
Model this call
Put · $207.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
718
40
155.2%
0.018
$0.02
210
$15.50
-0.967
179.7%
1
1
Call · $210
Last $0.02
Breakeven $210.02
Implied vol 155.2%
Delta 0.018 ≈2% ITM
Gamma 0.005
Theta -0.607
Vega 0.003
Open interest 718
Model this call
Put · $210
In the money
Last $15.50
Breakeven $194.50
Implied vol 179.7%
Delta -0.967 ≈97% ITM
Gamma 0.008
Theta -1.218
Vega 0.006
Open interest 1
Model this put
267
10
184%
0.023
$0.01
212.5
—
-0.953
216.2%
—
0
Call · $212.5
Last $0.01
Breakeven $212.51
Implied vol 184%
Delta 0.023 ≈2% ITM
Gamma 0.005
Theta -0.923
Vega 0.003
Open interest 267
Model this call
Put · $212.5
In the money
Last —
Breakeven —
Implied vol 216.2%
Delta -0.953 ≈95% ITM
Gamma 0.008
Theta -1.899
Vega 0.006
Open interest 0
Model this put
282
10
209.2%
0.026
$0.01
215
$51.45
—
—
1
0
Call · $215
Last $0.01
Breakeven $215.01
Implied vol 209.2%
Delta 0.026 ≈3% ITM
Gamma 0.005
Theta -1.154
Vega 0.003
Open interest 282
Model this call
Put · $215
In the money
Last $51.45
Breakeven $163.55
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
10
1
301.3%
0.071
$0.05
217.5
$28.50
—
—
24
0
Call · $217.5
Last $0.05
Breakeven $217.55
Implied vol 301.3%
Delta 0.071 ≈7% ITM
Gamma 0.008
Theta -3.77
Vega 0.006
Open interest 10
Model this call
Put · $217.5
In the money
Last $28.50
Breakeven $189.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
496
14
218.1%
0.012
$0.01
220
$30.99
—
—
24
0
Call · $220
Last $0.01
Breakeven $220.01
Implied vol 218.1%
Delta 0.012 ≈1% ITM
Gamma 0.003
Theta -0.623
Vega 0.001
Open interest 496
Model this call
Put · $220
In the money
Last $30.99
Breakeven $189.01
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
63
26
287.4%
0.026
$0.01
225
—
—
—
—
0
Call · $225
Last $0.01
Breakeven $225.01
Implied vol 287.4%
Delta 0.026 ≈3% ITM
Gamma 0.004
Theta -1.568
Vega 0.003
Open interest 63
Model this call
Put · $225
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
475
91
285.3%
0.012
$0.01
230
$37.70
—
—
2
0
Call · $230
Last $0.01
Breakeven $230.01
Implied vol 285.3%
Delta 0.012 ≈1% ITM
Gamma 0.002
Theta -0.812
Vega 0.001
Open interest 475
Model this call
Put · $230
In the money
Last $37.70
Breakeven $192.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
13
8
330.2%
0.015
$0.02
235
$43.84
—
—
4
0
Call · $235
Last $0.02
Breakeven $235.02
Implied vol 330.2%
Delta 0.015 ≈1% ITM
Gamma 0.002
Theta -1.131
Vega 0.003
Open interest 13
Model this call
Put · $235
In the money
Last $43.84
Breakeven $191.16
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
20
2
331.2%
0.009
$0.02
240
$48.68
—
—
4
0
Call · $240
Last $0.02
Breakeven $240.02
Implied vol 331.2%
Delta 0.009 ≈1% ITM
Gamma 0.001
Theta -0.721
Vega 0.001
Open interest 20
Model this call
Put · $240
In the money
Last $48.68
Breakeven $191.32
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
44
2
497.4%
0.047
$0.12
245
$53.68
—
—
12
0
Call · $245
Last $0.12
Breakeven $245.12
Implied vol 497.4%
Delta 0.047 ≈5% ITM
Gamma 0.004
Theta -4.44
Vega 0.006
Open interest 44
Model this call
Put · $245
In the money
Last $53.68
Breakeven $191.32
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
185
3
593.4%
0.068
$0.15
250
$64.83
—
—
4
0
Call · $250
Last $0.15
Breakeven $250.15
Implied vol 593.4%
Delta 0.068 ≈7% ITM
Gamma 0.004
Theta -7.073
Vega 0.006
Open interest 185
Model this call
Put · $250
In the money
Last $64.83
Breakeven $185.17
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
22
1
—
—
$0.12
255
$69.82
—
—
4
0
Call · $255
Last $0.12
Breakeven $255.12
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 22
Model this call
Put · $255
In the money
Last $69.82
Breakeven $185.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
3
—
—
$0.15
260
—
—
—
—
0
Call · $260
Last $0.15
Breakeven $260.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $260
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put