CRWD Stock — CrowdStrike Holdings, Inc.: Options Chain

Calls		Puts
4	4	—	—	$95.11	$0.02	—	—	290	400
Call · $110 In the money Last $95.11 Breakeven $205.11 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $110 Last $0.02 Breakeven $109.98 Implied vol — Delta — Gamma — Theta — Vega — Open interest 400 Model this put
0	—	—	—	—	$0.01	—	—	20	20
Call · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 Last $0.01 Breakeven $114.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 20 Model this put
10	8	—	—	$93.44	$0.11	-0.003	173.8%	500	502
Call · $120 In the money Last $93.44 Breakeven $213.44 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $120 Last $0.11 Breakeven $119.89 Implied vol 173.8% Delta -0.003 ≈0% ITM Gamma 0 Theta -0.039 Vega 0.005 Open interest 502 Model this put
8	4	—	—	$88.90	$0.14	-0.004	162.2%	1	4
Call · $125 In the money Last $88.90 Breakeven $213.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $125 Last $0.14 Breakeven $124.86 Implied vol 162.2% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.038 Vega 0.005 Open interest 4 Model this put
4	1	—	—	$82.10	$0.05	-0.031	221.9%	2	42
Call · $130 In the money Last $82.10 Breakeven $212.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $130 Last $0.05 Breakeven $129.95 Implied vol 221.9% Delta -0.031 ≈3% ITM Gamma 0.001 Theta -0.345 Vega 0.022 Open interest 42 Model this put
4	4	—	—	$77.01	$0.16	-0.004	140.3%	4	42
Call · $135 In the money Last $77.01 Breakeven $212.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $135 Last $0.16 Breakeven $134.84 Implied vol 140.3% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.037 Vega 0.005 Open interest 42 Model this put
0	—	—	—	—	$0.01	-0.004	136.1%	1	4
Call · $137 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $137 Last $0.01 Breakeven $136.99 Implied vol 136.1% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.037 Vega 0.005 Open interest 4 Model this put
0	—	—	—	—	$0.01	-0.052	230.6%	3	1
Call · $138 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $138 Last $0.01 Breakeven $137.99 Implied vol 230.6% Delta -0.052 ≈5% ITM Gamma 0.002 Theta -0.556 Vega 0.039 Open interest 1 Model this put
0	—	—	—	—	$0.33	-0.011	153%	2	1
Call · $139 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $139 Last $0.33 Breakeven $138.67 Implied vol 153% Delta -0.011 ≈1% ITM Gamma 0.001 Theta -0.099 Vega 0.011 Open interest 1 Model this put
1	4	—	—	$72.00	$0.01	-0.01	147.6%	7	19
Call · $140 In the money Last $72.00 Breakeven $212.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $140 Last $0.01 Breakeven $139.99 Implied vol 147.6% Delta -0.01 ≈1% ITM Gamma 0.001 Theta -0.085 Vega 0.012 Open interest 19 Model this put
0	—	—	—	—	$0.05	-0.028	179.1%	2	2
Call · $141 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $141 Last $0.05 Breakeven $140.95 Implied vol 179.1% Delta -0.028 ≈3% ITM Gamma 0.001 Theta -0.255 Vega 0.023 Open interest 2 Model this put
0	—	—	—	—	$0.15	-0.014	150.3%	1	2
Call · $142 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $142 Last $0.15 Breakeven $141.85 Implied vol 150.3% Delta -0.014 ≈1% ITM Gamma 0.001 Theta -0.118 Vega 0.012 Open interest 2 Model this put
0	2	—	—	$59.00	$0.29	-0.015	149.7%	136	84
Call · $143 In the money Last $59.00 Breakeven $202.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $143 Last $0.29 Breakeven $142.71 Implied vol 149.7% Delta -0.015 ≈2% ITM Gamma 0.001 Theta -0.126 Vega 0.012 Open interest 84 Model this put
0	—	—	—	—	$0.46	-0.016	149.2%	104	11
Call · $144 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $144 Last $0.46 Breakeven $143.54 Implied vol 149.2% Delta -0.016 ≈2% ITM Gamma 0.001 Theta -0.134 Vega 0.012 Open interest 11 Model this put
2	2	—	—	$56.70	$0.10	-0.004	118.9%	1	91
Call · $145 In the money Last $56.70 Breakeven $201.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $145 Last $0.10 Breakeven $144.90 Implied vol 118.9% Delta -0.004 ≈0% ITM Gamma 0 Theta -0.034 Vega 0.005 Open interest 91 Model this put
0	—	—	—	—	$0.01	-0.021	152.3%	20	22
Call · $146 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $146 Last $0.01 Breakeven $145.99 Implied vol 152.3% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.17 Vega 0.012 Open interest 22 Model this put
0	—	—	—	—	$0.01	-0.031	164.6%	20	21
Call · $147 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $147 Last $0.01 Breakeven $146.99 Implied vol 164.6% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.258 Vega 0.024 Open interest 21 Model this put
0	—	—	—	—	$0.01	-0.012	131.7%	20	64
Call · $148 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $148 Last $0.01 Breakeven $147.99 Implied vol 131.7% Delta -0.012 ≈1% ITM Gamma 0.001 Theta -0.092 Vega 0.012 Open interest 64 Model this put
8	2	—	—	$64.30	$0.07	-0.013	131.2%	1	8
Call · $149 In the money Last $64.30 Breakeven $213.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $149 Last $0.07 Breakeven $148.93 Implied vol 131.2% Delta -0.013 ≈1% ITM Gamma 0.001 Theta -0.1 Vega 0.012 Open interest 8 Model this put
32	1	—	—	$62.36	$0.02	-0.028	151.7%	1	280
Call · $150 In the money Last $62.36 Breakeven $212.36 Implied vol — Delta — Gamma — Theta — Vega — Open interest 32 Model this call Put · $150 Last $0.02 Breakeven $149.98 Implied vol 151.7% Delta -0.028 ≈3% ITM Gamma 0.002 Theta -0.218 Vega 0.024 Open interest 280 Model this put
2	2	—	—	$38.55	$0.24	-0.016	125.8%	1	34
Call · $152.5 In the money Last $38.55 Breakeven $191.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $152.5 Last $0.24 Breakeven $152.26 Implied vol 125.8% Delta -0.016 ≈2% ITM Gamma 0.001 Theta -0.109 Vega 0.012 Open interest 34 Model this put
8	2	—	—	$48.86	$0.02	-0.005	100%	16	152
Call · $155 In the money Last $48.86 Breakeven $203.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $155 Last $0.02 Breakeven $154.98 Implied vol 100% Delta -0.005 ≈1% ITM Gamma 0.001 Theta -0.033 Vega 0.005 Open interest 152 Model this put
1	1	—	—	$54.67	$0.09	-0.017	115.7%	4	51
Call · $157.5 In the money Last $54.67 Breakeven $212.17 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $157.5 Last $0.09 Breakeven $157.41 Implied vol 115.7% Delta -0.017 ≈2% ITM Gamma 0.001 Theta -0.109 Vega 0.012 Open interest 51 Model this put
66	3	—	—	$52.21	$0.02	-0.003	85.7%	39	228
Call · $160 In the money Last $52.21 Breakeven $212.21 Implied vol — Delta — Gamma — Theta — Vega — Open interest 66 Model this call Put · $160 Last $0.02 Breakeven $159.98 Implied vol 85.7% Delta -0.003 ≈0% ITM Gamma 0 Theta -0.019 Vega 0.002 Open interest 228 Model this put
20	20	—	—	$24.62	$0.02	-0.012	97.4%	151	22
Call · $162.5 In the money Last $24.62 Breakeven $187.12 Implied vol — Delta — Gamma — Theta — Vega — Open interest 20 Model this call Put · $162.5 Last $0.02 Breakeven $162.48 Implied vol 97.4% Delta -0.012 ≈1% ITM Gamma 0.001 Theta -0.067 Vega 0.012 Open interest 22 Model this put
10	5	—	—	$46.37	$0.02	-0.005	79.5%	150	152
Call · $165 In the money Last $46.37 Breakeven $211.37 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $165 Last $0.02 Breakeven $164.98 Implied vol 79.5% Delta -0.005 ≈0% ITM Gamma 0.001 Theta -0.024 Vega 0.005 Open interest 152 Model this put
43	1	—	—	$35.30	$0.01	-0.005	76.2%	2	15
Call · $167.5 In the money Last $35.30 Breakeven $202.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 Model this call Put · $167.5 Last $0.01 Breakeven $167.49 Implied vol 76.2% Delta -0.005 ≈1% ITM Gamma 0.001 Theta -0.026 Vega 0.005 Open interest 15 Model this put
8	6	—	—	$42.00	$0.04	-0.021	89.6%	62	670
Call · $170 In the money Last $42.00 Breakeven $212.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $170 Last $0.04 Breakeven $169.96 Implied vol 89.6% Delta -0.021 ≈2% ITM Gamma 0.002 Theta -0.099 Vega 0.013 Open interest 670 Model this put
0	—	—	—	—	$0.05	-0.009	72.5%	86	583
Call · $172.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $172.5 Last $0.05 Breakeven $172.45 Implied vol 72.5% Delta -0.009 ≈1% ITM Gamma 0.001 Theta -0.039 Vega 0.005 Open interest 583 Model this put
26	4	—	—	$37.41	$0.08	-0.026	83.7%	131	679
Call · $175 In the money Last $37.41 Breakeven $212.41 Implied vol — Delta — Gamma — Theta — Vega — Open interest 26 Model this call Put · $175 Last $0.08 Breakeven $174.92 Implied vol 83.7% Delta -0.026 ≈3% ITM Gamma 0.003 Theta -0.115 Vega 0.013 Open interest 679 Model this put
3	1	—	—	$11.11	$0.12	-0.015	67.9%	11	51
Call · $177.5 In the money Last $11.11 Breakeven $188.61 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $177.5 Last $0.12 Breakeven $177.38 Implied vol 67.9% Delta -0.015 ≈1% ITM Gamma 0.002 Theta -0.055 Vega 0.013 Open interest 51 Model this put
65	19	—	—	$32.12	$0.14	-0.026	71.1%	168	780
Call · $180 In the money Last $32.12 Breakeven $212.12 Implied vol — Delta — Gamma — Theta — Vega — Open interest 65 Model this call Put · $180 Last $0.14 Breakeven $179.86 Implied vol 71.1% Delta -0.026 ≈3% ITM Gamma 0.003 Theta -0.095 Vega 0.013 Open interest 780 Model this put
33	2	88.6%	0.926	$29.68	$0.17	-0.02	60.9%	83	133
Call · $182.5 In the money Last $29.68 Breakeven $212.18 Implied vol 88.6% Delta 0.926 ≈93% ITM Gamma 0.006 Theta -0.294 Vega 0.046 Open interest 33 Model this call Put · $182.5 Last $0.17 Breakeven $182.33 Implied vol 60.9% Delta -0.02 ≈2% ITM Gamma 0.003 Theta -0.064 Vega 0.013 Open interest 133 Model this put
166	10	—	—	$28.16	$0.20	-0.033	62.9%	381	876
Call · $185 In the money Last $28.16 Breakeven $213.16 Implied vol — Delta — Gamma — Theta — Vega — Open interest 166 Model this call Put · $185 Last $0.20 Breakeven $184.80 Implied vol 62.9% Delta -0.033 ≈3% ITM Gamma 0.004 Theta -0.102 Vega 0.026 Open interest 876 Model this put
25	1	56.7%	0.969	$25.08	$0.28	-0.035	57.8%	45	56
Call · $187.5 In the money Last $25.08 Breakeven $212.58 Implied vol 56.7% Delta 0.969 ≈97% ITM Gamma 0.004 Theta -0.108 Vega 0.027 Open interest 25 Model this call Put · $187.5 Last $0.28 Breakeven $187.22 Implied vol 57.8% Delta -0.035 ≈3% ITM Gamma 0.005 Theta -0.098 Vega 0.027 Open interest 56 Model this put
488	32	56.4%	0.953	$23.25	$0.39	-0.053	58.5%	435	1k
Call · $190 In the money Last $23.25 Breakeven $213.25 Implied vol 56.4% Delta 0.953 ≈95% ITM Gamma 0.006 Theta -0.142 Vega 0.027 Open interest 488 Model this call Put · $190 Last $0.39 Breakeven $189.61 Implied vol 58.5% Delta -0.053 ≈5% ITM Gamma 0.007 Theta -0.14 Vega 0.027 Open interest 1k Model this put
65	32	—	—	$20.23	$0.54	-0.076	59%	148	122
Call · $192.5 In the money Last $20.23 Breakeven $212.73 Implied vol — Delta — Gamma — Theta — Vega — Open interest 65 Model this call Put · $192.5 Last $0.54 Breakeven $191.96 Implied vol 59% Delta -0.076 ≈8% ITM Gamma 0.009 Theta -0.186 Vega 0.047 Open interest 122 Model this put
459	225	—	—	$19.17	$0.81	-0.093	56%	348	4.7k
Call · $195 In the money Last $19.17 Breakeven $214.17 Implied vol — Delta — Gamma — Theta — Vega — Open interest 459 Model this call Put · $195 Last $0.81 Breakeven $194.19 Implied vol 56% Delta -0.093 ≈9% ITM Gamma 0.011 Theta -0.206 Vega 0.047 Open interest 4.7k Model this put
448	193	37.3%	0.956	$16.97	$1.12	-0.128	57.6%	94	100
Call · $197.5 In the money Last $16.97 Breakeven $214.47 Implied vol 37.3% Delta 0.956 ≈96% ITM Gamma 0.009 Theta -0.096 Vega 0.027 Open interest 448 Model this call Put · $197.5 Last $1.12 Breakeven $196.38 Implied vol 57.6% Delta -0.128 ≈13% ITM Gamma 0.013 Theta -0.271 Vega 0.071 Open interest 100 Model this put
1.8k	92	52.6%	0.851	$14.48	$1.36	-0.157	54.3%	1.4k	787
Call · $200 In the money Last $14.48 Breakeven $214.48 Implied vol 52.6% Delta 0.851 ≈85% ITM Gamma 0.016 Theta -0.29 Vega 0.072 Open interest 1.8k Model this call Put · $200 Last $1.36 Breakeven $198.64 Implied vol 54.3% Delta -0.157 ≈16% ITM Gamma 0.016 Theta -0.289 Vega 0.072 Open interest 787 Model this put
420	67	52.7%	0.806	$12.13	$1.79	-0.194	52.5%	94	109
Call · $202.5 In the money Last $12.13 Breakeven $214.63 Implied vol 52.7% Delta 0.806 ≈81% ITM Gamma 0.019 Theta -0.342 Vega 0.072 Open interest 420 Model this call Put · $202.5 Last $1.79 Breakeven $200.71 Implied vol 52.5% Delta -0.194 ≈19% ITM Gamma 0.019 Theta -0.321 Vega 0.072 Open interest 109 Model this put
907	181	52.2%	0.755	$12.00	$2.39	-0.252	53.8%	840	385
Call · $205 In the money Last $12.00 Breakeven $217.00 Implied vol 52.2% Delta 0.755 ≈75% ITM Gamma 0.022 Theta -0.384 Vega 0.095 Open interest 907 Model this call Put · $205 Last $2.39 Breakeven $202.61 Implied vol 53.8% Delta -0.252 ≈25% ITM Gamma 0.021 Theta -0.38 Vega 0.095 Open interest 385 Model this put
186	79	54.8%	0.689	$10.00	$3.50	-0.309	53.8%	36	98
Call · $207.5 In the money Last $10.00 Breakeven $217.50 Implied vol 54.8% Delta 0.689 ≈69% ITM Gamma 0.023 Theta -0.45 Vega 0.096 Open interest 186 Model this call Put · $207.5 Last $3.50 Breakeven $204.00 Implied vol 53.8% Delta -0.309 ≈31% ITM Gamma 0.024 Theta -0.42 Vega 0.096 Open interest 98 Model this put
3.8k	411	54.3%	0.629	$8.59	$4.01	-0.37	53.4%	451	449
Call · $210 In the money Last $8.59 Breakeven $218.59 Implied vol 54.3% Delta 0.629 ≈63% ITM Gamma 0.025 Theta -0.475 Vega 0.11 Open interest 3.8k Model this call Put · $210 Last $4.01 Breakeven $205.99 Implied vol 53.4% Delta -0.37 ≈37% ITM Gamma 0.025 Theta -0.447 Vega 0.11 Open interest 449 Model this put
188	338	53.6%	0.565	$7.00	$5.10	-0.436	54.3%	217	58
Call · $212.5 In the money Last $7.00 Breakeven $219.50 Implied vol 53.6% Delta 0.565 ≈56% ITM Gamma 0.026 Theta -0.486 Vega 0.111 Open interest 188 Model this call Put · $212.5 Last $5.10 Breakeven $207.40 Implied vol 54.3% Delta -0.436 ≈44% ITM Gamma 0.026 Theta -0.472 Vega 0.111 Open interest 58 Model this put
Underlying $214.42
349	293	54.3%	0.5	$5.90	$6.43	-0.502	52.3%	84	39
Call · $215 Last $5.90 Breakeven $220.90 Implied vol 54.3% Delta 0.5 ≈50% ITM Gamma 0.026 Theta -0.501 Vega 0.112 Open interest 349 Model this call Put · $215 In the money Last $6.43 Breakeven $208.57 Implied vol 52.3% Delta -0.502 ≈50% ITM Gamma 0.028 Theta -0.462 Vega 0.112 Open interest 39 Model this put
490	125	53.8%	0.435	$4.80	$8.00	-0.567	53.4%	3	1
Call · $217.5 Last $4.80 Breakeven $222.30 Implied vol 53.8% Delta 0.435 ≈43% ITM Gamma 0.026 Theta -0.484 Vega 0.113 Open interest 490 Model this call Put · $217.5 In the money Last $8.00 Breakeven $209.50 Implied vol 53.4% Delta -0.567 ≈57% ITM Gamma 0.026 Theta -0.459 Vega 0.113 Open interest 1 Model this put
3.8k	1.2k	55%	0.374	$3.88	$10.30	-0.629	54.3%	14	62
Call · $220 Last $3.88 Breakeven $223.88 Implied vol 55% Delta 0.374 ≈37% ITM Gamma 0.025 Theta -0.483 Vega 0.114 Open interest 3.8k Model this call Put · $220 In the money Last $10.30 Breakeven $209.70 Implied vol 54.3% Delta -0.629 ≈63% ITM Gamma 0.025 Theta -0.456 Vega 0.099 Open interest 62 Model this put
565	191	54.6%	0.317	$3.10	—	-0.686	54.2%	—	0
Call · $222.5 Last $3.10 Breakeven $225.60 Implied vol 54.6% Delta 0.317 ≈32% ITM Gamma 0.023 Theta -0.443 Vega 0.1 Open interest 565 Model this call Put · $222.5 In the money Last — Breakeven — Implied vol 54.2% Delta -0.686 ≈69% ITM Gamma 0.023 Theta -0.418 Vega 0.1 Open interest 0 Model this put
835	1.1k	54.7%	0.263	$2.47	$14.95	-0.74	54.5%	16	5
Call · $225 Last $2.47 Breakeven $227.47 Implied vol 54.7% Delta 0.263 ≈26% ITM Gamma 0.021 Theta -0.408 Vega 0.101 Open interest 835 Model this call Put · $225 In the money Last $14.95 Breakeven $210.05 Implied vol 54.5% Delta -0.74 ≈74% ITM Gamma 0.022 Theta -0.385 Vega 0.1 Open interest 5 Model this put
271	115	54.7%	0.216	$1.70	—	-0.779	56.4%	—	0
Call · $227.5 Last $1.70 Breakeven $229.20 Implied vol 54.7% Delta 0.216 ≈22% ITM Gamma 0.019 Theta -0.366 Vega 0.078 Open interest 271 Model this call Put · $227.5 In the money Last — Breakeven — Implied vol 56.4% Delta -0.779 ≈78% ITM Gamma 0.019 Theta -0.363 Vega 0.077 Open interest 0 Model this put
584	731	55%	0.176	$1.46	$19.30	-0.77	68.7%	103	104
Call · $230 Last $1.46 Breakeven $231.46 Implied vol 55% Delta 0.176 ≈18% ITM Gamma 0.017 Theta -0.322 Vega 0.078 Open interest 584 Model this call Put · $230 In the money Last $19.30 Breakeven $210.70 Implied vol 68.7% Delta -0.77 ≈77% ITM Gamma 0.016 Theta -0.457 Vega 0.078 Open interest 104 Model this put
139	56	56%	0.141	$1.10	—	-0.789	72.6%	—	0
Call · $232.5 Last $1.10 Breakeven $233.60 Implied vol 56% Delta 0.141 ≈14% ITM Gamma 0.014 Theta -0.287 Vega 0.052 Open interest 139 Model this call Put · $232.5 In the money Last — Breakeven — Implied vol 72.6% Delta -0.789 ≈79% ITM Gamma 0.014 Theta -0.456 Vega 0.078 Open interest 0 Model this put
238	487	53.2%	0.102	$0.86	$24.25	-0.795	79.5%	1	1
Call · $235 Last $0.86 Breakeven $235.86 Implied vol 53.2% Delta 0.102 ≈10% ITM Gamma 0.012 Theta -0.213 Vega 0.053 Open interest 238 Model this call Put · $235 In the money Last $24.25 Breakeven $210.75 Implied vol 79.5% Delta -0.795 ≈79% ITM Gamma 0.013 Theta -0.491 Vega 0.079 Open interest 1 Model this put
6	272	55.9%	0.087	$0.68	$26.31	-0.845	74.1%	3	1
Call · $237.5 Last $0.68 Breakeven $238.18 Implied vol 55.9% Delta 0.087 ≈9% ITM Gamma 0.01 Theta -0.2 Vega 0.053 Open interest 6 Model this call Put · $237.5 In the money Last $26.31 Breakeven $211.19 Implied vol 74.1% Delta -0.845 ≈84% ITM Gamma 0.012 Theta -0.383 Vega 0.078 Open interest 1 Model this put
251	479	57.2%	0.07	$0.49	$28.59	-0.825	86.7%	7	8
Call · $240 Last $0.49 Breakeven $240.49 Implied vol 57.2% Delta 0.07 ≈7% ITM Gamma 0.008 Theta -0.174 Vega 0.031 Open interest 251 Model this call Put · $240 In the money Last $28.59 Breakeven $211.41 Implied vol 86.7% Delta -0.825 ≈83% ITM Gamma 0.011 Theta -0.484 Vega 0.079 Open interest 8 Model this put
14	33	60.4%	0.065	$0.35	—	-0.885	75.3%	—	0
Call · $242.5 Last $0.35 Breakeven $242.85 Implied vol 60.4% Delta 0.065 ≈6% ITM Gamma 0.007 Theta -0.173 Vega 0.031 Open interest 14 Model this call Put · $242.5 In the money Last — Breakeven — Implied vol 75.3% Delta -0.885 ≈88% ITM Gamma 0.009 Theta -0.311 Vega 0.053 Open interest 0 Model this put
150	64	56.1%	0.036	$0.25	$39.01	-0.89	79.6%	1	0
Call · $245 Last $0.25 Breakeven $245.25 Implied vol 56.1% Delta 0.036 ≈4% ITM Gamma 0.005 Theta -0.101 Vega 0.031 Open interest 150 Model this call Put · $245 In the money Last $39.01 Breakeven $205.99 Implied vol 79.6% Delta -0.89 ≈89% ITM Gamma 0.009 Theta -0.318 Vega 0.053 Open interest 0 Model this put
268	2	62%	0.042	$0.59	—	-0.908	79.7%	—	0
Call · $247.5 Last $0.59 Breakeven $248.09 Implied vol 62% Delta 0.042 ≈4% ITM Gamma 0.005 Theta -0.124 Vega 0.031 Open interest 268 Model this call Put · $247.5 In the money Last — Breakeven — Implied vol 79.7% Delta -0.908 ≈91% ITM Gamma 0.008 Theta -0.277 Vega 0.053 Open interest 0 Model this put
367	597	58.3%	0.024	$0.15	$47.50	-0.914	83.5%	2	0
Call · $250 Last $0.15 Breakeven $250.15 Implied vol 58.3% Delta 0.024 ≈2% ITM Gamma 0.003 Theta -0.074 Vega 0.016 Open interest 367 Model this call Put · $250 In the money Last $47.50 Breakeven $202.50 Implied vol 83.5% Delta -0.914 ≈91% ITM Gamma 0.007 Theta -0.279 Vega 0.053 Open interest 0 Model this put
1	1	76.2%	0.057	$0.48	—	-0.909	90%	—	0
Call · $252.5 Last $0.48 Breakeven $252.98 Implied vol 76.2% Delta 0.057 ≈6% ITM Gamma 0.005 Theta -0.195 Vega 0.032 Open interest 1 Model this call Put · $252.5 In the money Last — Breakeven — Implied vol 90% Delta -0.909 ≈91% ITM Gamma 0.007 Theta -0.313 Vega 0.054 Open interest 0 Model this put
35	67	62.6%	0.019	$0.09	—	-0.899	98.8%	—	0
Call · $255 Last $0.09 Breakeven $255.09 Implied vol 62.6% Delta 0.019 ≈2% ITM Gamma 0.003 Theta -0.063 Vega 0.016 Open interest 35 Model this call Put · $255 In the money Last — Breakeven — Implied vol 98.8% Delta -0.899 ≈90% ITM Gamma 0.006 Theta -0.373 Vega 0.054 Open interest 0 Model this put
0	—	81.1%	0.048	—	—	-0.913	99.2%	—	0
Call · $257.5 Last — Breakeven — Implied vol 81.1% Delta 0.048 ≈5% ITM Gamma 0.004 Theta -0.179 Vega 0.032 Open interest 0 Model this call Put · $257.5 In the money Last — Breakeven — Implied vol 99.2% Delta -0.913 ≈91% ITM Gamma 0.006 Theta -0.337 Vega 0.054 Open interest 0 Model this put
122	3	81.3%	0.038	$0.12	—	-0.923	100.5%	—	0
Call · $260 Last $0.12 Breakeven $260.12 Implied vol 81.3% Delta 0.038 ≈4% ITM Gamma 0.004 Theta -0.151 Vega 0.032 Open interest 122 Model this call Put · $260 In the money Last — Breakeven — Implied vol 100.5% Delta -0.923 ≈92% ITM Gamma 0.005 Theta -0.311 Vega 0.051 Open interest 0 Model this put
0	—	—	—	—	—	-0.93	105.8%	—	0
Call · $265 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $265 In the money Last — Breakeven — Implied vol 105.8% Delta -0.93 ≈93% ITM Gamma 0.005 Theta -0.302 Vega 0.032 Open interest 0 Model this put
56	20	98.5%	0.041	$0.01	—	-0.939	109.3%	—	0
Call · $270 Last $0.01 Breakeven $270.01 Implied vol 98.5% Delta 0.041 ≈4% ITM Gamma 0.003 Theta -0.196 Vega 0.033 Open interest 56 Model this call Put · $270 In the money Last — Breakeven — Implied vol 109.3% Delta -0.939 ≈94% ITM Gamma 0.004 Theta -0.277 Vega 0.032 Open interest 0 Model this put
0	—	—	—	—	—	-0.942	115.9%	—	0
Call · $275 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $275 In the money Last — Breakeven — Implied vol 115.9% Delta -0.942 ≈94% ITM Gamma 0.004 Theta -0.283 Vega 0.032 Open interest 0 Model this put
14	1	100.7%	0.025	$0.11	—	-0.938	126.1%	—	0
Call · $280 Last $0.11 Breakeven $280.11 Implied vol 100.7% Delta 0.025 ≈3% ITM Gamma 0.002 Theta -0.131 Vega 0.017 Open interest 14 Model this call Put · $280 In the money Last — Breakeven — Implied vol 126.1% Delta -0.938 ≈94% ITM Gamma 0.004 Theta -0.326 Vega 0.033 Open interest 0 Model this put
0	—	—	—	—	—	-0.923	144.5%	—	0
Call · $285 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $285 In the money Last — Breakeven — Implied vol 144.5% Delta -0.923 ≈92% ITM Gamma 0.004 Theta -0.451 Vega 0.033 Open interest 0 Model this put
33	20	99.5%	0.012	$0.01	—	-0.95	134.1%	—	0
Call · $290 Last $0.01 Breakeven $290.01 Implied vol 99.5% Delta 0.012 ≈1% ITM Gamma 0.001 Theta -0.067 Vega 0.007 Open interest 33 Model this call Put · $290 In the money Last — Breakeven — Implied vol 134.1% Delta -0.95 ≈95% ITM Gamma 0.003 Theta -0.291 Vega 0.033 Open interest 0 Model this put
34	15	114.8%	0.014	$0.52	—	-0.926	166.2%	—	0
Call · $300 Last $0.52 Breakeven $300.52 Implied vol 114.8% Delta 0.014 ≈1% ITM Gamma 0.001 Theta -0.092 Vega 0.007 Open interest 34 Model this call Put · $300 In the money Last — Breakeven — Implied vol 166.2% Delta -0.926 ≈93% ITM Gamma 0.003 Theta -0.504 Vega 0.034 Open interest 0 Model this put
171	152	102.7%	0.003	$0.03	—	-0.952	160.8%	—	0
Call · $310 Last $0.03 Breakeven $310.03 Implied vol 102.7% Delta 0.003 ≈0% ITM Gamma 0 Theta -0.023 Vega 0.003 Open interest 171 Model this call Put · $310 In the money Last — Breakeven — Implied vol 160.8% Delta -0.952 ≈95% ITM Gamma 0.002 Theta -0.341 Vega 0.034 Open interest 0 Model this put

Call · $110 In the money

Last: $95.11
Breakeven: $205.11
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $110

Last: $0.02
Breakeven: $109.98
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 400

Model this put

Call · $115 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $115

Last: $0.01
Breakeven: $114.99
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 20

Model this put

Call · $120 In the money

Last: $93.44
Breakeven: $213.44
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 10

Model this call

Put · $120

Last: $0.11
Breakeven: $119.89
Implied vol: 173.8%
Delta: -0.003 ≈0% ITM
Gamma: 0
Theta: -0.039
Vega: 0.005
Open interest: 502

Model this put

Call · $125 In the money

Last: $88.90
Breakeven: $213.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $125

Last: $0.14
Breakeven: $124.86
Implied vol: 162.2%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.038
Vega: 0.005
Open interest: 4

Model this put

Call · $130 In the money

Last: $82.10
Breakeven: $212.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $130

Last: $0.05
Breakeven: $129.95
Implied vol: 221.9%
Delta: -0.031 ≈3% ITM
Gamma: 0.001
Theta: -0.345
Vega: 0.022
Open interest: 42

Model this put

Call · $135 In the money

Last: $77.01
Breakeven: $212.01
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $135

Last: $0.16
Breakeven: $134.84
Implied vol: 140.3%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.037
Vega: 0.005
Open interest: 42

Model this put

Call · $137 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $137

Last: $0.01
Breakeven: $136.99
Implied vol: 136.1%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.037
Vega: 0.005
Open interest: 4

Model this put

Call · $138 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $138

Last: $0.01
Breakeven: $137.99
Implied vol: 230.6%
Delta: -0.052 ≈5% ITM
Gamma: 0.002
Theta: -0.556
Vega: 0.039
Open interest: 1

Model this put

Call · $139 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $139

Last: $0.33
Breakeven: $138.67
Implied vol: 153%
Delta: -0.011 ≈1% ITM
Gamma: 0.001
Theta: -0.099
Vega: 0.011
Open interest: 1

Model this put

Call · $140 In the money

Last: $72.00
Breakeven: $212.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $140

Last: $0.01
Breakeven: $139.99
Implied vol: 147.6%
Delta: -0.01 ≈1% ITM
Gamma: 0.001
Theta: -0.085
Vega: 0.012
Open interest: 19

Model this put

Call · $141 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $141

Last: $0.05
Breakeven: $140.95
Implied vol: 179.1%
Delta: -0.028 ≈3% ITM
Gamma: 0.001
Theta: -0.255
Vega: 0.023
Open interest: 2

Model this put

Call · $142 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $142

Last: $0.15
Breakeven: $141.85
Implied vol: 150.3%
Delta: -0.014 ≈1% ITM
Gamma: 0.001
Theta: -0.118
Vega: 0.012
Open interest: 2

Model this put

Call · $143 In the money

Last: $59.00
Breakeven: $202.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $143

Last: $0.29
Breakeven: $142.71
Implied vol: 149.7%
Delta: -0.015 ≈2% ITM
Gamma: 0.001
Theta: -0.126
Vega: 0.012
Open interest: 84

Model this put

Call · $144 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $144

Last: $0.46
Breakeven: $143.54
Implied vol: 149.2%
Delta: -0.016 ≈2% ITM
Gamma: 0.001
Theta: -0.134
Vega: 0.012
Open interest: 11

Model this put

Call · $145 In the money

Last: $56.70
Breakeven: $201.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $145

Last: $0.10
Breakeven: $144.90
Implied vol: 118.9%
Delta: -0.004 ≈0% ITM
Gamma: 0
Theta: -0.034
Vega: 0.005
Open interest: 91

Model this put

Call · $146 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $146

Last: $0.01
Breakeven: $145.99
Implied vol: 152.3%
Delta: -0.021 ≈2% ITM
Gamma: 0.001
Theta: -0.17
Vega: 0.012
Open interest: 22

Model this put

Call · $147 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $147

Last: $0.01
Breakeven: $146.99
Implied vol: 164.6%
Delta: -0.031 ≈3% ITM
Gamma: 0.002
Theta: -0.258
Vega: 0.024
Open interest: 21

Model this put

Call · $148 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $148

Last: $0.01
Breakeven: $147.99
Implied vol: 131.7%
Delta: -0.012 ≈1% ITM
Gamma: 0.001
Theta: -0.092
Vega: 0.012
Open interest: 64

Model this put

Call · $149 In the money

Last: $64.30
Breakeven: $213.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $149

Last: $0.07
Breakeven: $148.93
Implied vol: 131.2%
Delta: -0.013 ≈1% ITM
Gamma: 0.001
Theta: -0.1
Vega: 0.012
Open interest: 8

Model this put

Call · $150 In the money

Last: $62.36
Breakeven: $212.36
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 32

Model this call

Put · $150

Last: $0.02
Breakeven: $149.98
Implied vol: 151.7%
Delta: -0.028 ≈3% ITM
Gamma: 0.002
Theta: -0.218
Vega: 0.024
Open interest: 280

Model this put

Call · $152.5 In the money

Last: $38.55
Breakeven: $191.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $152.5

Last: $0.24
Breakeven: $152.26
Implied vol: 125.8%
Delta: -0.016 ≈2% ITM
Gamma: 0.001
Theta: -0.109
Vega: 0.012
Open interest: 34

Model this put

Call · $155 In the money

Last: $48.86
Breakeven: $203.86
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $155

Last: $0.02
Breakeven: $154.98
Implied vol: 100%
Delta: -0.005 ≈1% ITM
Gamma: 0.001
Theta: -0.033
Vega: 0.005
Open interest: 152

Model this put

Call · $157.5 In the money

Last: $54.67
Breakeven: $212.17
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $157.5

Last: $0.09
Breakeven: $157.41
Implied vol: 115.7%
Delta: -0.017 ≈2% ITM
Gamma: 0.001
Theta: -0.109
Vega: 0.012
Open interest: 51

Model this put

Call · $160 In the money

Last: $52.21
Breakeven: $212.21
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 66

Model this call

Put · $160

Last: $0.02
Breakeven: $159.98
Implied vol: 85.7%
Delta: -0.003 ≈0% ITM
Gamma: 0
Theta: -0.019
Vega: 0.002
Open interest: 228

Model this put

Call · $162.5 In the money

Last: $24.62
Breakeven: $187.12
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 20

Model this call

Put · $162.5

Last: $0.02
Breakeven: $162.48
Implied vol: 97.4%
Delta: -0.012 ≈1% ITM
Gamma: 0.001
Theta: -0.067
Vega: 0.012
Open interest: 22

Model this put

Call · $165 In the money

Last: $46.37
Breakeven: $211.37
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 10

Model this call

Put · $165

Last: $0.02
Breakeven: $164.98
Implied vol: 79.5%
Delta: -0.005 ≈0% ITM
Gamma: 0.001
Theta: -0.024
Vega: 0.005
Open interest: 152

Model this put

Call · $167.5 In the money

Last: $35.30
Breakeven: $202.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 43

Model this call

Put · $167.5

Last: $0.01
Breakeven: $167.49
Implied vol: 76.2%
Delta: -0.005 ≈1% ITM
Gamma: 0.001
Theta: -0.026
Vega: 0.005
Open interest: 15

Model this put

Call · $170 In the money

Last: $42.00
Breakeven: $212.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this call

Put · $170

Last: $0.04
Breakeven: $169.96
Implied vol: 89.6%
Delta: -0.021 ≈2% ITM
Gamma: 0.002
Theta: -0.099
Vega: 0.013
Open interest: 670

Model this put

Call · $172.5 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $172.5

Last: $0.05
Breakeven: $172.45
Implied vol: 72.5%
Delta: -0.009 ≈1% ITM
Gamma: 0.001
Theta: -0.039
Vega: 0.005
Open interest: 583

Model this put

Call · $175 In the money

Last: $37.41
Breakeven: $212.41
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 26

Model this call

Put · $175

Last: $0.08
Breakeven: $174.92
Implied vol: 83.7%
Delta: -0.026 ≈3% ITM
Gamma: 0.003
Theta: -0.115
Vega: 0.013
Open interest: 679

Model this put

Call · $177.5 In the money

Last: $11.11
Breakeven: $188.61
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $177.5

Last: $0.12
Breakeven: $177.38
Implied vol: 67.9%
Delta: -0.015 ≈1% ITM
Gamma: 0.002
Theta: -0.055
Vega: 0.013
Open interest: 51

Model this put

Call · $180 In the money

Last: $32.12
Breakeven: $212.12
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 65

Model this call

Put · $180

Last: $0.14
Breakeven: $179.86
Implied vol: 71.1%
Delta: -0.026 ≈3% ITM
Gamma: 0.003
Theta: -0.095
Vega: 0.013
Open interest: 780

Model this put

Call · $182.5 In the money

Last: $29.68
Breakeven: $212.18
Implied vol: 88.6%
Delta: 0.926 ≈93% ITM
Gamma: 0.006
Theta: -0.294
Vega: 0.046
Open interest: 33

Model this call

Put · $182.5

Last: $0.17
Breakeven: $182.33
Implied vol: 60.9%
Delta: -0.02 ≈2% ITM
Gamma: 0.003
Theta: -0.064
Vega: 0.013
Open interest: 133

Model this put

Call · $185 In the money

Last: $28.16
Breakeven: $213.16
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 166

Model this call

Put · $185

Last: $0.20
Breakeven: $184.80
Implied vol: 62.9%
Delta: -0.033 ≈3% ITM
Gamma: 0.004
Theta: -0.102
Vega: 0.026
Open interest: 876

Model this put

Call · $187.5 In the money

Last: $25.08
Breakeven: $212.58
Implied vol: 56.7%
Delta: 0.969 ≈97% ITM
Gamma: 0.004
Theta: -0.108
Vega: 0.027
Open interest: 25

Model this call

Put · $187.5

Last: $0.28
Breakeven: $187.22
Implied vol: 57.8%
Delta: -0.035 ≈3% ITM
Gamma: 0.005
Theta: -0.098
Vega: 0.027
Open interest: 56

Model this put

Call · $190 In the money

Last: $23.25
Breakeven: $213.25
Implied vol: 56.4%
Delta: 0.953 ≈95% ITM
Gamma: 0.006
Theta: -0.142
Vega: 0.027
Open interest: 488

Model this call

Put · $190

Last: $0.39
Breakeven: $189.61
Implied vol: 58.5%
Delta: -0.053 ≈5% ITM
Gamma: 0.007
Theta: -0.14
Vega: 0.027
Open interest: 1k

Model this put

Call · $192.5 In the money

Last: $20.23
Breakeven: $212.73
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 65

Model this call

Put · $192.5

Last: $0.54
Breakeven: $191.96
Implied vol: 59%
Delta: -0.076 ≈8% ITM
Gamma: 0.009
Theta: -0.186
Vega: 0.047
Open interest: 122

Model this put

Call · $195 In the money

Last: $19.17
Breakeven: $214.17
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 459

Model this call

Put · $195

Last: $0.81
Breakeven: $194.19
Implied vol: 56%
Delta: -0.093 ≈9% ITM
Gamma: 0.011
Theta: -0.206
Vega: 0.047
Open interest: 4.7k

Model this put

Call · $197.5 In the money

Last: $16.97
Breakeven: $214.47
Implied vol: 37.3%
Delta: 0.956 ≈96% ITM
Gamma: 0.009
Theta: -0.096
Vega: 0.027
Open interest: 448

Model this call

Put · $197.5

Last: $1.12
Breakeven: $196.38
Implied vol: 57.6%
Delta: -0.128 ≈13% ITM
Gamma: 0.013
Theta: -0.271
Vega: 0.071
Open interest: 100

Model this put

Call · $200 In the money

Last: $14.48
Breakeven: $214.48
Implied vol: 52.6%
Delta: 0.851 ≈85% ITM
Gamma: 0.016
Theta: -0.29
Vega: 0.072
Open interest: 1.8k

Model this call

Put · $200

Last: $1.36
Breakeven: $198.64
Implied vol: 54.3%
Delta: -0.157 ≈16% ITM
Gamma: 0.016
Theta: -0.289
Vega: 0.072
Open interest: 787

Model this put

Call · $202.5 In the money

Last: $12.13
Breakeven: $214.63
Implied vol: 52.7%
Delta: 0.806 ≈81% ITM
Gamma: 0.019
Theta: -0.342
Vega: 0.072
Open interest: 420

Model this call

Put · $202.5

Last: $1.79
Breakeven: $200.71
Implied vol: 52.5%
Delta: -0.194 ≈19% ITM
Gamma: 0.019
Theta: -0.321
Vega: 0.072
Open interest: 109

Model this put

Call · $205 In the money

Last: $12.00
Breakeven: $217.00
Implied vol: 52.2%
Delta: 0.755 ≈75% ITM
Gamma: 0.022
Theta: -0.384
Vega: 0.095
Open interest: 907

Model this call

Put · $205

Last: $2.39
Breakeven: $202.61
Implied vol: 53.8%
Delta: -0.252 ≈25% ITM
Gamma: 0.021
Theta: -0.38
Vega: 0.095
Open interest: 385

Model this put

Call · $207.5 In the money

Last: $10.00
Breakeven: $217.50
Implied vol: 54.8%
Delta: 0.689 ≈69% ITM
Gamma: 0.023
Theta: -0.45
Vega: 0.096
Open interest: 186

Model this call

Put · $207.5

Last: $3.50
Breakeven: $204.00
Implied vol: 53.8%
Delta: -0.309 ≈31% ITM
Gamma: 0.024
Theta: -0.42
Vega: 0.096
Open interest: 98

Model this put

Call · $210 In the money

Last: $8.59
Breakeven: $218.59
Implied vol: 54.3%
Delta: 0.629 ≈63% ITM
Gamma: 0.025
Theta: -0.475
Vega: 0.11
Open interest: 3.8k

Model this call

Put · $210

Last: $4.01
Breakeven: $205.99
Implied vol: 53.4%
Delta: -0.37 ≈37% ITM
Gamma: 0.025
Theta: -0.447
Vega: 0.11
Open interest: 449

Model this put

Call · $212.5 In the money

Last: $7.00
Breakeven: $219.50
Implied vol: 53.6%
Delta: 0.565 ≈56% ITM
Gamma: 0.026
Theta: -0.486
Vega: 0.111
Open interest: 188

Model this call

Put · $212.5

Last: $5.10
Breakeven: $207.40
Implied vol: 54.3%
Delta: -0.436 ≈44% ITM
Gamma: 0.026
Theta: -0.472
Vega: 0.111
Open interest: 58

Model this put

Call · $215

Last: $5.90
Breakeven: $220.90
Implied vol: 54.3%
Delta: 0.5 ≈50% ITM
Gamma: 0.026
Theta: -0.501
Vega: 0.112
Open interest: 349

Model this call

Put · $215 In the money

Last: $6.43
Breakeven: $208.57
Implied vol: 52.3%
Delta: -0.502 ≈50% ITM
Gamma: 0.028
Theta: -0.462
Vega: 0.112
Open interest: 39

Model this put

Call · $217.5

Last: $4.80
Breakeven: $222.30
Implied vol: 53.8%
Delta: 0.435 ≈43% ITM
Gamma: 0.026
Theta: -0.484
Vega: 0.113
Open interest: 490

Model this call

Put · $217.5 In the money

Last: $8.00
Breakeven: $209.50
Implied vol: 53.4%
Delta: -0.567 ≈57% ITM
Gamma: 0.026
Theta: -0.459
Vega: 0.113
Open interest: 1

Model this put

Call · $220

Last: $3.88
Breakeven: $223.88
Implied vol: 55%
Delta: 0.374 ≈37% ITM
Gamma: 0.025
Theta: -0.483
Vega: 0.114
Open interest: 3.8k

Model this call

Put · $220 In the money

Last: $10.30
Breakeven: $209.70
Implied vol: 54.3%
Delta: -0.629 ≈63% ITM
Gamma: 0.025
Theta: -0.456
Vega: 0.099
Open interest: 62

Model this put

Call · $222.5

Last: $3.10
Breakeven: $225.60
Implied vol: 54.6%
Delta: 0.317 ≈32% ITM
Gamma: 0.023
Theta: -0.443
Vega: 0.1
Open interest: 565

Model this call

Put · $222.5 In the money

Last: —
Breakeven: —
Implied vol: 54.2%
Delta: -0.686 ≈69% ITM
Gamma: 0.023
Theta: -0.418
Vega: 0.1
Open interest: 0

Model this put

Call · $225

Last: $2.47
Breakeven: $227.47
Implied vol: 54.7%
Delta: 0.263 ≈26% ITM
Gamma: 0.021
Theta: -0.408
Vega: 0.101
Open interest: 835

Model this call

Put · $225 In the money

Last: $14.95
Breakeven: $210.05
Implied vol: 54.5%
Delta: -0.74 ≈74% ITM
Gamma: 0.022
Theta: -0.385
Vega: 0.1
Open interest: 5

Model this put

Call · $227.5

Last: $1.70
Breakeven: $229.20
Implied vol: 54.7%
Delta: 0.216 ≈22% ITM
Gamma: 0.019
Theta: -0.366
Vega: 0.078
Open interest: 271

Model this call

Put · $227.5 In the money

Last: —
Breakeven: —
Implied vol: 56.4%
Delta: -0.779 ≈78% ITM
Gamma: 0.019
Theta: -0.363
Vega: 0.077
Open interest: 0

Model this put

Call · $230

Last: $1.46
Breakeven: $231.46
Implied vol: 55%
Delta: 0.176 ≈18% ITM
Gamma: 0.017
Theta: -0.322
Vega: 0.078
Open interest: 584

Model this call

Put · $230 In the money

Last: $19.30
Breakeven: $210.70
Implied vol: 68.7%
Delta: -0.77 ≈77% ITM
Gamma: 0.016
Theta: -0.457
Vega: 0.078
Open interest: 104

Model this put

Call · $232.5

Last: $1.10
Breakeven: $233.60
Implied vol: 56%
Delta: 0.141 ≈14% ITM
Gamma: 0.014
Theta: -0.287
Vega: 0.052
Open interest: 139

Model this call

Put · $232.5 In the money

Last: —
Breakeven: —
Implied vol: 72.6%
Delta: -0.789 ≈79% ITM
Gamma: 0.014
Theta: -0.456
Vega: 0.078
Open interest: 0

Model this put

Call · $235

Last: $0.86
Breakeven: $235.86
Implied vol: 53.2%
Delta: 0.102 ≈10% ITM
Gamma: 0.012
Theta: -0.213
Vega: 0.053
Open interest: 238

Model this call

Put · $235 In the money

Last: $24.25
Breakeven: $210.75
Implied vol: 79.5%
Delta: -0.795 ≈79% ITM
Gamma: 0.013
Theta: -0.491
Vega: 0.079
Open interest: 1

Model this put

Call · $237.5

Last: $0.68
Breakeven: $238.18
Implied vol: 55.9%
Delta: 0.087 ≈9% ITM
Gamma: 0.01
Theta: -0.2
Vega: 0.053
Open interest: 6

Model this call

Put · $237.5 In the money

Last: $26.31
Breakeven: $211.19
Implied vol: 74.1%
Delta: -0.845 ≈84% ITM
Gamma: 0.012
Theta: -0.383
Vega: 0.078
Open interest: 1

Model this put

Call · $240

Last: $0.49
Breakeven: $240.49
Implied vol: 57.2%
Delta: 0.07 ≈7% ITM
Gamma: 0.008
Theta: -0.174
Vega: 0.031
Open interest: 251

Model this call

Put · $240 In the money

Last: $28.59
Breakeven: $211.41
Implied vol: 86.7%
Delta: -0.825 ≈83% ITM
Gamma: 0.011
Theta: -0.484
Vega: 0.079
Open interest: 8

Model this put

Call · $242.5

Last: $0.35
Breakeven: $242.85
Implied vol: 60.4%
Delta: 0.065 ≈6% ITM
Gamma: 0.007
Theta: -0.173
Vega: 0.031
Open interest: 14

Model this call

Put · $242.5 In the money

Last: —
Breakeven: —
Implied vol: 75.3%
Delta: -0.885 ≈88% ITM
Gamma: 0.009
Theta: -0.311
Vega: 0.053
Open interest: 0

Model this put

Call · $245

Last: $0.25
Breakeven: $245.25
Implied vol: 56.1%
Delta: 0.036 ≈4% ITM
Gamma: 0.005
Theta: -0.101
Vega: 0.031
Open interest: 150

Model this call

Put · $245 In the money

Last: $39.01
Breakeven: $205.99
Implied vol: 79.6%
Delta: -0.89 ≈89% ITM
Gamma: 0.009
Theta: -0.318
Vega: 0.053
Open interest: 0

Model this put

Call · $247.5

Last: $0.59
Breakeven: $248.09
Implied vol: 62%
Delta: 0.042 ≈4% ITM
Gamma: 0.005
Theta: -0.124
Vega: 0.031
Open interest: 268

Model this call

Put · $247.5 In the money

Last: —
Breakeven: —
Implied vol: 79.7%
Delta: -0.908 ≈91% ITM
Gamma: 0.008
Theta: -0.277
Vega: 0.053
Open interest: 0

Model this put

Call · $250

Last: $0.15
Breakeven: $250.15
Implied vol: 58.3%
Delta: 0.024 ≈2% ITM
Gamma: 0.003
Theta: -0.074
Vega: 0.016
Open interest: 367

Model this call

Put · $250 In the money

Last: $47.50
Breakeven: $202.50
Implied vol: 83.5%
Delta: -0.914 ≈91% ITM
Gamma: 0.007
Theta: -0.279
Vega: 0.053
Open interest: 0

Model this put

Call · $252.5

Last: $0.48
Breakeven: $252.98
Implied vol: 76.2%
Delta: 0.057 ≈6% ITM
Gamma: 0.005
Theta: -0.195
Vega: 0.032
Open interest: 1

Model this call

Put · $252.5 In the money

Last: —
Breakeven: —
Implied vol: 90%
Delta: -0.909 ≈91% ITM
Gamma: 0.007
Theta: -0.313
Vega: 0.054
Open interest: 0

Model this put

Call · $255

Last: $0.09
Breakeven: $255.09
Implied vol: 62.6%
Delta: 0.019 ≈2% ITM
Gamma: 0.003
Theta: -0.063
Vega: 0.016
Open interest: 35

Model this call

Put · $255 In the money

Last: —
Breakeven: —
Implied vol: 98.8%
Delta: -0.899 ≈90% ITM
Gamma: 0.006
Theta: -0.373
Vega: 0.054
Open interest: 0

Model this put

Call · $257.5

Last: —
Breakeven: —
Implied vol: 81.1%
Delta: 0.048 ≈5% ITM
Gamma: 0.004
Theta: -0.179
Vega: 0.032
Open interest: 0

Model this call

Put · $257.5 In the money

Last: —
Breakeven: —
Implied vol: 99.2%
Delta: -0.913 ≈91% ITM
Gamma: 0.006
Theta: -0.337
Vega: 0.054
Open interest: 0

Model this put

Call · $260

Last: $0.12
Breakeven: $260.12
Implied vol: 81.3%
Delta: 0.038 ≈4% ITM
Gamma: 0.004
Theta: -0.151
Vega: 0.032
Open interest: 122

Model this call

Put · $260 In the money

Last: —
Breakeven: —
Implied vol: 100.5%
Delta: -0.923 ≈92% ITM
Gamma: 0.005
Theta: -0.311
Vega: 0.051
Open interest: 0

Model this put

Call · $265

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $265 In the money

Last: —
Breakeven: —
Implied vol: 105.8%
Delta: -0.93 ≈93% ITM
Gamma: 0.005
Theta: -0.302
Vega: 0.032
Open interest: 0

Model this put

Call · $270

Last: $0.01
Breakeven: $270.01
Implied vol: 98.5%
Delta: 0.041 ≈4% ITM
Gamma: 0.003
Theta: -0.196
Vega: 0.033
Open interest: 56

Model this call

Put · $270 In the money

Last: —
Breakeven: —
Implied vol: 109.3%
Delta: -0.939 ≈94% ITM
Gamma: 0.004
Theta: -0.277
Vega: 0.032
Open interest: 0

Model this put

Call · $275

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $275 In the money

Last: —
Breakeven: —
Implied vol: 115.9%
Delta: -0.942 ≈94% ITM
Gamma: 0.004
Theta: -0.283
Vega: 0.032
Open interest: 0

Model this put

Call · $280

Last: $0.11
Breakeven: $280.11
Implied vol: 100.7%
Delta: 0.025 ≈3% ITM
Gamma: 0.002
Theta: -0.131
Vega: 0.017
Open interest: 14

Model this call

Put · $280 In the money

Last: —
Breakeven: —
Implied vol: 126.1%
Delta: -0.938 ≈94% ITM
Gamma: 0.004
Theta: -0.326
Vega: 0.033
Open interest: 0

Model this put

Call · $285

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $285 In the money

Last: —
Breakeven: —
Implied vol: 144.5%
Delta: -0.923 ≈92% ITM
Gamma: 0.004
Theta: -0.451
Vega: 0.033
Open interest: 0

Model this put

Call · $290

Last: $0.01
Breakeven: $290.01
Implied vol: 99.5%
Delta: 0.012 ≈1% ITM
Gamma: 0.001
Theta: -0.067
Vega: 0.007
Open interest: 33

Model this call

Put · $290 In the money

Last: —
Breakeven: —
Implied vol: 134.1%
Delta: -0.95 ≈95% ITM
Gamma: 0.003
Theta: -0.291
Vega: 0.033
Open interest: 0

Model this put

Call · $300

Last: $0.52
Breakeven: $300.52
Implied vol: 114.8%
Delta: 0.014 ≈1% ITM
Gamma: 0.001
Theta: -0.092
Vega: 0.007
Open interest: 34

Model this call

Put · $300 In the money

Last: —
Breakeven: —
Implied vol: 166.2%
Delta: -0.926 ≈93% ITM
Gamma: 0.003
Theta: -0.504
Vega: 0.034
Open interest: 0

Model this put

Call · $310

Last: $0.03
Breakeven: $310.03
Implied vol: 102.7%
Delta: 0.003 ≈0% ITM
Gamma: 0
Theta: -0.023
Vega: 0.003
Open interest: 171

Model this call

Put · $310 In the money

Last: —
Breakeven: —
Implied vol: 160.8%
Delta: -0.952 ≈95% ITM
Gamma: 0.002
Theta: -0.341
Vega: 0.034
Open interest: 0

Model this put

CRWD · CrowdStrike Holdings, Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain