1
1
—
—
$47.89
37.5
$0.01
-0.002
254.4%
24
272
Call · $37.5
In the money
Last $47.89
Breakeven $85.39
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $37.5
Last $0.01
Breakeven $37.49
Implied vol 254.4%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.015
Vega 0.001
Open interest 272
Model this put
0
—
—
—
—
39.5
$0.03
-0.002
240.6%
24
22
Call · $39.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $39.5
Last $0.03
Breakeven $39.47
Implied vol 240.6%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.015
Vega 0.001
Open interest 22
Model this put
0
—
—
—
—
40
$0.10
-0.004
256.6%
8
271
Call · $40
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $40
Last $0.10
Breakeven $39.90
Implied vol 256.6%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.029
Vega 0.002
Open interest 271
Model this put
0
—
—
—
—
40.5
$0.08
-0.003
244.3%
4
9
Call · $40.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $40.5
Last $0.08
Breakeven $40.42
Implied vol 244.3%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.021
Vega 0.002
Open interest 9
Model this put
0
—
—
—
—
41
$0.03
-0.01
287.5%
8
6
Call · $41
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $41
Last $0.03
Breakeven $40.97
Implied vol 287.5%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.072
Vega 0.004
Open interest 6
Model this put
0
—
—
—
—
41.5
$0.10
-0.003
237.3%
2
29
Call · $41.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $41.5
Last $0.10
Breakeven $41.40
Implied vol 237.3%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.021
Vega 0.002
Open interest 29
Model this put
0
—
—
—
—
42
$0.03
-0.002
224.3%
1
22
Call · $42
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $42
Last $0.03
Breakeven $41.97
Implied vol 224.3%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.015
Vega 0.001
Open interest 22
Model this put
0
—
—
—
—
42.5
$0.14
-0.007
258.7%
1
25
Call · $42.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $42.5
Last $0.14
Breakeven $42.36
Implied vol 258.7%
Delta -0.007 ≈1% ITM
Gamma 0.001
Theta -0.048
Vega 0.002
Open interest 25
Model this put
0
—
—
—
—
43
$0.05
-0.007
255.2%
7
17
Call · $43
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $43
Last $0.05
Breakeven $42.95
Implied vol 255.2%
Delta -0.007 ≈1% ITM
Gamma 0.001
Theta -0.048
Vega 0.002
Open interest 17
Model this put
0
—
—
—
—
43.5
$0.05
-0.007
251.7%
10
16
Call · $43.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $43.5
Last $0.05
Breakeven $43.45
Implied vol 251.7%
Delta -0.007 ≈1% ITM
Gamma 0.001
Theta -0.047
Vega 0.002
Open interest 16
Model this put
0
—
—
—
—
44
$0.07
-0.004
226%
10
34
Call · $44
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $44
Last $0.07
Breakeven $43.93
Implied vol 226%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.026
Vega 0.002
Open interest 34
Model this put
0
—
—
—
—
44.5
$0.07
-0.007
244.8%
19
33
Call · $44.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $44.5
Last $0.07
Breakeven $44.43
Implied vol 244.8%
Delta -0.007 ≈1% ITM
Gamma 0.001
Theta -0.047
Vega 0.002
Open interest 33
Model this put
15
2
—
—
$38.90
45
$0.02
-0.003
211.2%
26
466
Call · $45
In the money
Last $38.90
Breakeven $83.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 15
Model this call
Put · $45
Last $0.02
Breakeven $44.98
Implied vol 211.2%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.018
Vega 0.002
Open interest 466
Model this put
0
—
—
—
—
45.5
$0.06
-0.005
219%
5
14
Call · $45.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $45.5
Last $0.06
Breakeven $45.44
Implied vol 219%
Delta -0.005 ≈0% ITM
Gamma 0.001
Theta -0.029
Vega 0.002
Open interest 14
Model this put
0
—
—
—
—
46
$0.01
-0.01
244.3%
4
13
Call · $46
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $46
Last $0.01
Breakeven $45.99
Implied vol 244.3%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.062
Vega 0.004
Open interest 13
Model this put
0
—
—
—
—
46.5
$0.02
-0.004
204.6%
7
19
Call · $46.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $46.5
Last $0.02
Breakeven $46.48
Implied vol 204.6%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.02
Vega 0.002
Open interest 19
Model this put
0
—
—
—
—
47
$0.10
-0.005
206.9%
2
16
Call · $47
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $47
Last $0.10
Breakeven $46.90
Implied vol 206.9%
Delta -0.005 ≈0% ITM
Gamma 0.001
Theta -0.026
Vega 0.002
Open interest 16
Model this put
0
—
—
—
—
47.5
$0.02
-0.006
211.8%
11
295
Call · $47.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $47.5
Last $0.02
Breakeven $47.48
Implied vol 211.8%
Delta -0.006 ≈1% ITM
Gamma 0.001
Theta -0.034
Vega 0.002
Open interest 295
Model this put
0
—
—
—
—
48
$0.01
-0.005
200.8%
5
33
Call · $48
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $48
Last $0.01
Breakeven $47.99
Implied vol 200.8%
Delta -0.005 ≈0% ITM
Gamma 0.001
Theta -0.026
Vega 0.002
Open interest 33
Model this put
0
—
—
—
—
48.5
$0.12
-0.012
231.4%
90
240
Call · $48.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $48.5
Last $0.12
Breakeven $48.38
Implied vol 231.4%
Delta -0.012 ≈1% ITM
Gamma 0.001
Theta -0.069
Vega 0.004
Open interest 240
Model this put
0
—
—
—
—
49
$0.01
-0.003
186.9%
4
41
Call · $49
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $49
Last $0.01
Breakeven $48.99
Implied vol 186.9%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.018
Vega 0.002
Open interest 41
Model this put
0
—
—
—
—
49.5
$0.07
-0.029
272.5%
1
16
Call · $49.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $49.5
Last $0.07
Breakeven $49.43
Implied vol 272.5%
Delta -0.029 ≈3% ITM
Gamma 0.002
Theta -0.171
Vega 0.009
Open interest 16
Model this put
45
1
—
—
$26.00
50
$0.01
-0.002
171.2%
51
31.5k
Call · $50
In the money
Last $26.00
Breakeven $76.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 45
Model this call
Put · $50
Last $0.01
Breakeven $49.99
Implied vol 171.2%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.011
Vega 0.001
Open interest 31.5k
Model this put
0
—
—
—
—
51
$0.11
-0.004
178.1%
4
56
Call · $51
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $51
Last $0.11
Breakeven $50.89
Implied vol 178.1%
Delta -0.004 ≈0% ITM
Gamma 0.001
Theta -0.02
Vega 0.002
Open interest 56
Model this put
0
—
—
—
—
52
$0.03
-0.004
172.5%
26
90
Call · $52
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $52
Last $0.03
Breakeven $51.97
Implied vol 172.5%
Delta -0.004 ≈0% ITM
Gamma 0.001
Theta -0.02
Vega 0.002
Open interest 90
Model this put
0
—
—
—
—
53
$0.04
-0.007
179.6%
18
168
Call · $53
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $53
Last $0.04
Breakeven $52.96
Implied vol 179.6%
Delta -0.007 ≈1% ITM
Gamma 0.001
Theta -0.033
Vega 0.002
Open interest 168
Model this put
0
—
—
—
—
54
$0.03
-0.005
164.2%
422
46
Call · $54
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $54
Last $0.03
Breakeven $53.97
Implied vol 164.2%
Delta -0.005 ≈1% ITM
Gamma 0.001
Theta -0.022
Vega 0.002
Open interest 46
Model this put
600
60
—
—
$26.24
55
$0.04
-0.005
158.9%
2.6k
1.4k
Call · $55
In the money
Last $26.24
Breakeven $81.24
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 600
Model this call
Put · $55
Last $0.04
Breakeven $54.96
Implied vol 158.9%
Delta -0.005 ≈1% ITM
Gamma 0.001
Theta -0.022
Vega 0.002
Open interest 1.4k
Model this put
0
—
—
—
—
56
$0.05
-0.008
163.5%
15
61
Call · $56
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $56
Last $0.05
Breakeven $55.95
Implied vol 163.5%
Delta -0.008 ≈1% ITM
Gamma 0.001
Theta -0.033
Vega 0.002
Open interest 61
Model this put
51
50
—
—
$27.10
57
$0.05
-0.009
163.1%
238
256
Call · $57
In the money
Last $27.10
Breakeven $84.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 51
Model this call
Put · $57
Last $0.05
Breakeven $56.95
Implied vol 163.1%
Delta -0.009 ≈1% ITM
Gamma 0.001
Theta -0.038
Vega 0.005
Open interest 256
Model this put
0
—
—
—
—
58
$0.06
-0.009
155.7%
20
56
Call · $58
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $58
Last $0.06
Breakeven $57.94
Implied vol 155.7%
Delta -0.009 ≈1% ITM
Gamma 0.001
Theta -0.035
Vega 0.002
Open interest 56
Model this put
30
30
—
—
$27.75
58.5
$0.06
-0.01
154.7%
47
60
Call · $58.5
In the money
Last $27.75
Breakeven $86.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 30
Model this call
Put · $58.5
Last $0.06
Breakeven $58.44
Implied vol 154.7%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.038
Vega 0.005
Open interest 60
Model this put
26
1
—
—
$33.73
59
$0.07
-0.01
153%
205
368
Call · $59
In the money
Last $33.73
Breakeven $92.73
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 26
Model this call
Put · $59
Last $0.07
Breakeven $58.93
Implied vol 153%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.04
Vega 0.005
Open interest 368
Model this put
413
23
—
—
$30.50
60
$0.07
-0.011
148.6%
465
1.8k
Call · $60
In the money
Last $30.50
Breakeven $90.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 413
Model this call
Put · $60
Last $0.07
Breakeven $59.93
Implied vol 148.6%
Delta -0.011 ≈1% ITM
Gamma 0.002
Theta -0.041
Vega 0.005
Open interest 1.8k
Model this put
0
—
—
—
—
61
$0.17
-0.016
151.2%
13
130
Call · $61
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $61
Last $0.17
Breakeven $60.83
Implied vol 151.2%
Delta -0.016 ≈2% ITM
Gamma 0.002
Theta -0.057
Vega 0.005
Open interest 130
Model this put
0
—
—
—
—
61.5
$0.15
-0.016
147.6%
11
351
Call · $61.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $61.5
Last $0.15
Breakeven $61.35
Implied vol 147.6%
Delta -0.016 ≈2% ITM
Gamma 0.002
Theta -0.055
Vega 0.005
Open interest 351
Model this put
4
3
164.4%
0.973
$12.54
62
$0.11
-0.019
149.9%
50
65
Call · $62
In the money
Last $12.54
Breakeven $74.54
Implied vol 164.4%
Delta 0.973 ≈97% ITM
Gamma 0.003
Theta -0.104
Vega 0.01
Open interest 4
Model this call
Put · $62
Last $0.11
Breakeven $61.89
Implied vol 149.9%
Delta -0.019 ≈2% ITM
Gamma 0.003
Theta -0.065
Vega 0.005
Open interest 65
Model this put
137
81
—
—
$28.80
63
$0.14
-0.019
144.6%
56
487
Call · $63
In the money
Last $28.80
Breakeven $91.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 137
Model this call
Put · $63
Last $0.14
Breakeven $62.86
Implied vol 144.6%
Delta -0.019 ≈2% ITM
Gamma 0.003
Theta -0.065
Vega 0.005
Open interest 487
Model this put
426
40
—
—
$23.20
64
$0.15
-0.026
148.9%
80
488
Call · $64
In the money
Last $23.20
Breakeven $87.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 426
Model this call
Put · $64
Last $0.15
Breakeven $63.85
Implied vol 148.9%
Delta -0.026 ≈3% ITM
Gamma 0.003
Theta -0.085
Vega 0.01
Open interest 488
Model this put
330
49
—
—
$24.71
65
$0.19
-0.027
143.6%
707
1.5k
Call · $65
In the money
Last $24.71
Breakeven $89.71
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 330
Model this call
Put · $65
Last $0.19
Breakeven $64.81
Implied vol 143.6%
Delta -0.027 ≈3% ITM
Gamma 0.004
Theta -0.086
Vega 0.01
Open interest 1.5k
Model this put
23
60
—
—
$23.75
66
$0.24
-0.035
144.6%
174
294
Call · $66
In the money
Last $23.75
Breakeven $89.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 23
Model this call
Put · $66
Last $0.24
Breakeven $65.76
Implied vol 144.6%
Delta -0.035 ≈3% ITM
Gamma 0.004
Theta -0.106
Vega 0.01
Open interest 294
Model this put
106
7
—
—
$23.33
67
$0.30
-0.038
140.4%
76
498
Call · $67
In the money
Last $23.33
Breakeven $90.33
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 106
Model this call
Put · $67
Last $0.30
Breakeven $66.70
Implied vol 140.4%
Delta -0.038 ≈4% ITM
Gamma 0.005
Theta -0.109
Vega 0.01
Open interest 498
Model this put
573
1
0.1%
1
$21.72
68
$0.36
-0.046
141.4%
192
646
Call · $68
In the money
Last $21.72
Breakeven $89.72
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.007
Vega 0
Open interest 573
Model this call
Put · $68
Last $0.36
Breakeven $67.64
Implied vol 141.4%
Delta -0.046 ≈5% ITM
Gamma 0.006
Theta -0.129
Vega 0.011
Open interest 646
Model this put
63
1
—
—
$19.15
69
$0.42
-0.054
143.3%
176
285
Call · $69
In the money
Last $19.15
Breakeven $88.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 63
Model this call
Put · $69
Last $0.42
Breakeven $68.58
Implied vol 143.3%
Delta -0.054 ≈5% ITM
Gamma 0.006
Theta -0.151
Vega 0.011
Open interest 285
Model this put
1.1k
19
127.5%
0.954
$21.77
70
$0.50
-0.062
142%
1.2k
1.6k
Call · $70
In the money
Last $21.77
Breakeven $91.77
Implied vol 127.5%
Delta 0.954 ≈95% ITM
Gamma 0.006
Theta -0.125
Vega 0.011
Open interest 1.1k
Model this call
Put · $70
Last $0.50
Breakeven $69.50
Implied vol 142%
Delta -0.062 ≈6% ITM
Gamma 0.007
Theta -0.167
Vega 0.018
Open interest 1.6k
Model this put
120
12
0.1%
1
$18.60
71
$0.65
-0.074
142.1%
250
143
Call · $71
In the money
Last $18.60
Breakeven $89.60
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.007
Vega 0
Open interest 120
Model this call
Put · $71
Last $0.65
Breakeven $70.35
Implied vol 142.1%
Delta -0.074 ≈7% ITM
Gamma 0.008
Theta -0.189
Vega 0.019
Open interest 143
Model this put
68
5
121.7%
0.948
$16.62
71.5
$0.65
-0.077
140.3%
114
122
Call · $71.5
In the money
Last $16.62
Breakeven $88.12
Implied vol 121.7%
Delta 0.948 ≈95% ITM
Gamma 0.007
Theta -0.131
Vega 0.011
Open interest 68
Model this call
Put · $71.5
Last $0.65
Breakeven $70.85
Implied vol 140.3%
Delta -0.077 ≈8% ITM
Gamma 0.009
Theta -0.193
Vega 0.019
Open interest 122
Model this put
118
13
105.2%
0.964
$19.00
72
$0.69
-0.084
141.2%
259
228
Call · $72
In the money
Last $19.00
Breakeven $91.00
Implied vol 105.2%
Delta 0.964 ≈96% ITM
Gamma 0.006
Theta -0.085
Vega 0.011
Open interest 118
Model this call
Put · $72
Last $0.69
Breakeven $71.31
Implied vol 141.2%
Delta -0.084 ≈8% ITM
Gamma 0.009
Theta -0.207
Vega 0.019
Open interest 228
Model this put
27
6
102.5%
0.963
$17.41
72.5
$0.76
-0.09
140.8%
154
111
Call · $72.5
In the money
Last $17.41
Breakeven $89.91
Implied vol 102.5%
Delta 0.963 ≈96% ITM
Gamma 0.006
Theta -0.085
Vega 0.011
Open interest 27
Model this call
Put · $72.5
Last $0.76
Breakeven $71.74
Implied vol 140.8%
Delta -0.09 ≈9% ITM
Gamma 0.01
Theta -0.217
Vega 0.019
Open interest 111
Model this put
62
32
120.1%
0.935
$18.35
73
$0.90
-0.089
135.8%
104
517
Call · $73
In the money
Last $18.35
Breakeven $91.35
Implied vol 120.1%
Delta 0.935 ≈94% ITM
Gamma 0.009
Theta -0.153
Vega 0.019
Open interest 62
Model this call
Put · $73
Last $0.90
Breakeven $72.10
Implied vol 135.8%
Delta -0.089 ≈9% ITM
Gamma 0.01
Theta -0.208
Vega 0.019
Open interest 517
Model this put
42
20
92.8%
0.969
$13.85
73.5
$0.93
-0.1
139.9%
105
50
Call · $73.5
In the money
Last $13.85
Breakeven $87.35
Implied vol 92.8%
Delta 0.969 ≈97% ITM
Gamma 0.006
Theta -0.069
Vega 0.011
Open interest 42
Model this call
Put · $73.5
Last $0.93
Breakeven $72.57
Implied vol 139.9%
Delta -0.1 ≈10% ITM
Gamma 0.011
Theta -0.235
Vega 0.019
Open interest 50
Model this put
73
10
145.7%
0.888
$17.86
74
$0.98
-0.11
143.7%
104
209
Call · $74
In the money
Last $17.86
Breakeven $91.86
Implied vol 145.7%
Delta 0.888 ≈89% ITM
Gamma 0.011
Theta -0.276
Vega 0.019
Open interest 73
Model this call
Put · $74
Last $0.98
Breakeven $73.02
Implied vol 143.7%
Delta -0.11 ≈11% ITM
Gamma 0.011
Theta -0.261
Vega 0.019
Open interest 209
Model this put
579
98
122.5%
0.905
$16.40
75
$1.14
-0.124
142.4%
3.4k
1.2k
Call · $75
In the money
Last $16.40
Breakeven $91.40
Implied vol 122.5%
Delta 0.905 ≈90% ITM
Gamma 0.012
Theta -0.205
Vega 0.019
Open interest 579
Model this call
Put · $75
Last $1.14
Breakeven $73.86
Implied vol 142.4%
Delta -0.124 ≈12% ITM
Gamma 0.012
Theta -0.279
Vega 0.029
Open interest 1.2k
Model this put
442
2
113.9%
0.904
$15.19
76
$1.23
-0.139
141.5%
120
466
Call · $76
In the money
Last $15.19
Breakeven $91.19
Implied vol 113.9%
Delta 0.904 ≈90% ITM
Gamma 0.012
Theta -0.191
Vega 0.019
Open interest 442
Model this call
Put · $76
Last $1.23
Breakeven $74.77
Implied vol 141.5%
Delta -0.139 ≈14% ITM
Gamma 0.013
Theta -0.298
Vega 0.029
Open interest 466
Model this put
607
170
132.1%
0.859
$15.01
77
$1.51
-0.154
139.9%
245
433
Call · $77
In the money
Last $15.01
Breakeven $92.01
Implied vol 132.1%
Delta 0.859 ≈86% ITM
Gamma 0.014
Theta -0.289
Vega 0.029
Open interest 607
Model this call
Put · $77
Last $1.51
Breakeven $75.49
Implied vol 139.9%
Delta -0.154 ≈15% ITM
Gamma 0.014
Theta -0.315
Vega 0.029
Open interest 433
Model this put
556
10
107.4%
0.886
$13.93
78
$1.80
-0.17
139.9%
268
359
Call · $78
In the money
Last $13.93
Breakeven $91.93
Implied vol 107.4%
Delta 0.886 ≈89% ITM
Gamma 0.015
Theta -0.207
Vega 0.02
Open interest 556
Model this call
Put · $78
Last $1.80
Breakeven $76.20
Implied vol 139.9%
Delta -0.17 ≈17% ITM
Gamma 0.015
Theta -0.338
Vega 0.029
Open interest 359
Model this put
185
14
124.2%
0.835
$13.14
79
$1.95
-0.19
142.1%
197
165
Call · $79
In the money
Last $13.14
Breakeven $92.14
Implied vol 124.2%
Delta 0.835 ≈83% ITM
Gamma 0.017
Theta -0.301
Vega 0.029
Open interest 185
Model this call
Put · $79
Last $1.95
Breakeven $77.05
Implied vol 142.1%
Delta -0.19 ≈19% ITM
Gamma 0.016
Theta -0.371
Vega 0.029
Open interest 165
Model this put
911
342
124.9%
0.815
$13.09
80
$2.23
-0.208
142.2%
2.8k
1.1k
Call · $80
In the money
Last $13.09
Breakeven $93.09
Implied vol 124.9%
Delta 0.815 ≈81% ITM
Gamma 0.018
Theta -0.327
Vega 0.03
Open interest 911
Model this call
Put · $80
Last $2.23
Breakeven $77.77
Implied vol 142.2%
Delta -0.208 ≈21% ITM
Gamma 0.017
Theta -0.393
Vega 0.039
Open interest 1.1k
Model this put
1.4k
31
128.7%
0.79
$12.40
81
$2.54
-0.223
137.4%
91
221
Call · $81
In the money
Last $12.40
Breakeven $93.40
Implied vol 128.7%
Delta 0.79 ≈79% ITM
Gamma 0.019
Theta -0.365
Vega 0.039
Open interest 1.4k
Model this call
Put · $81
Last $2.54
Breakeven $78.46
Implied vol 137.4%
Delta -0.223 ≈22% ITM
Gamma 0.018
Theta -0.392
Vega 0.039
Open interest 221
Model this put
266
26
126.9%
0.769
$11.30
82
$2.85
-0.25
142%
139
282
Call · $82
In the money
Last $11.30
Breakeven $93.30
Implied vol 126.9%
Delta 0.769 ≈77% ITM
Gamma 0.02
Theta -0.376
Vega 0.039
Open interest 266
Model this call
Put · $82
Last $2.85
Breakeven $79.15
Implied vol 142%
Delta -0.25 ≈25% ITM
Gamma 0.019
Theta -0.429
Vega 0.039
Open interest 282
Model this put
521
77
123.8%
0.75
$11.05
83
$3.15
-0.271
141.8%
96
243
Call · $83
In the money
Last $11.05
Breakeven $94.05
Implied vol 123.8%
Delta 0.75 ≈75% ITM
Gamma 0.021
Theta -0.382
Vega 0.04
Open interest 521
Model this call
Put · $83
Last $3.15
Breakeven $79.85
Implied vol 141.8%
Delta -0.271 ≈27% ITM
Gamma 0.02
Theta -0.447
Vega 0.04
Open interest 243
Model this put
1.1k
82
127.1%
0.722
$9.78
84
$3.60
-0.291
140.5%
414
203
Call · $84
In the money
Last $9.78
Breakeven $93.78
Implied vol 127.1%
Delta 0.722 ≈72% ITM
Gamma 0.022
Theta -0.414
Vega 0.04
Open interest 1.1k
Model this call
Put · $84
Last $3.60
Breakeven $80.40
Implied vol 140.5%
Delta -0.291 ≈29% ITM
Gamma 0.021
Theta -0.461
Vega 0.04
Open interest 203
Model this put
2.3k
895
125.3%
0.7
$9.70
85
$3.85
-0.315
143.1%
1.1k
1k
Call · $85
In the money
Last $9.70
Breakeven $94.70
Implied vol 125.3%
Delta 0.7 ≈70% ITM
Gamma 0.023
Theta -0.425
Vega 0.04
Open interest 2.3k
Model this call
Put · $85
Last $3.85
Breakeven $81.15
Implied vol 143.1%
Delta -0.315 ≈31% ITM
Gamma 0.021
Theta -0.49
Vega 0.04
Open interest 1k
Model this put
495
109
130.8%
0.671
$8.90
86
$4.28
-0.337
143%
152
186
Call · $86
In the money
Last $8.90
Breakeven $94.90
Implied vol 130.8%
Delta 0.671 ≈67% ITM
Gamma 0.023
Theta -0.464
Vega 0.046
Open interest 495
Model this call
Put · $86
Last $4.28
Breakeven $81.72
Implied vol 143%
Delta -0.337 ≈34% ITM
Gamma 0.022
Theta -0.501
Vega 0.046
Open interest 186
Model this put
675
222
130.6%
0.646
$8.65
87
$4.77
-0.361
143.3%
205
338
Call · $87
In the money
Last $8.65
Breakeven $95.65
Implied vol 130.6%
Delta 0.646 ≈65% ITM
Gamma 0.024
Theta -0.472
Vega 0.046
Open interest 675
Model this call
Put · $87
Last $4.77
Breakeven $82.23
Implied vol 143.3%
Delta -0.361 ≈36% ITM
Gamma 0.022
Theta -0.511
Vega 0.046
Open interest 338
Model this put
919
431
131.4%
0.621
$8.05
88
$5.20
-0.383
142.4%
259
416
Call · $88
In the money
Last $8.05
Breakeven $96.05
Implied vol 131.4%
Delta 0.621 ≈62% ITM
Gamma 0.024
Theta -0.483
Vega 0.047
Open interest 919
Model this call
Put · $88
Last $5.20
Breakeven $82.80
Implied vol 142.4%
Delta -0.383 ≈38% ITM
Gamma 0.022
Theta -0.516
Vega 0.047
Open interest 416
Model this put
360
417
130.6%
0.595
$7.60
89
$6.05
-0.407
144.3%
457
88
Call · $89
In the money
Last $7.60
Breakeven $96.60
Implied vol 130.6%
Delta 0.595 ≈60% ITM
Gamma 0.025
Theta -0.489
Vega 0.047
Open interest 360
Model this call
Put · $89
Last $6.05
Breakeven $82.95
Implied vol 144.3%
Delta -0.407 ≈41% ITM
Gamma 0.023
Theta -0.532
Vega 0.047
Open interest 88
Model this put
2.2k
3.2k
130.4%
0.57
$6.90
90
$6.25
-0.43
145%
1.7k
853
Call · $90
In the money
Last $6.90
Breakeven $96.90
Implied vol 130.4%
Delta 0.57 ≈57% ITM
Gamma 0.025
Theta -0.497
Vega 0.047
Open interest 2.2k
Model this call
Put · $90
Last $6.25
Breakeven $83.75
Implied vol 145%
Delta -0.43 ≈43% ITM
Gamma 0.023
Theta -0.544
Vega 0.047
Open interest 853
Model this put
Underlying $90.67
593
634
132.8%
0.545
$6.65
91
$6.80
-0.453
146.8%
92
113
Call · $91
Last $6.65
Breakeven $97.65
Implied vol 132.8%
Delta 0.545 ≈55% ITM
Gamma 0.025
Theta -0.514
Vega 0.047
Open interest 593
Model this call
Put · $91
In the money
Last $6.80
Breakeven $84.20
Implied vol 146.8%
Delta -0.453 ≈45% ITM
Gamma 0.023
Theta -0.56
Vega 0.047
Open interest 113
Model this put
975
358
133.8%
0.521
$6.13
92
$7.36
-0.475
146.1%
21
291
Call · $92
Last $6.13
Breakeven $98.13
Implied vol 133.8%
Delta 0.521 ≈52% ITM
Gamma 0.025
Theta -0.519
Vega 0.048
Open interest 975
Model this call
Put · $92
In the money
Last $7.36
Breakeven $84.64
Implied vol 146.1%
Delta -0.475 ≈47% ITM
Gamma 0.023
Theta -0.558
Vega 0.048
Open interest 291
Model this put
634
724
132.6%
0.496
$5.73
93
$7.85
-0.498
144.4%
54
166
Call · $93
Last $5.73
Breakeven $98.73
Implied vol 132.6%
Delta 0.496 ≈50% ITM
Gamma 0.025
Theta -0.512
Vega 0.048
Open interest 634
Model this call
Put · $93
In the money
Last $7.85
Breakeven $85.15
Implied vol 144.4%
Delta -0.498 ≈50% ITM
Gamma 0.023
Theta -0.548
Vega 0.048
Open interest 166
Model this put
479
1.2k
133%
0.472
$5.31
94
$10.44
-0.519
145.8%
22
341
Call · $94
Last $5.31
Breakeven $99.31
Implied vol 133%
Delta 0.472 ≈47% ITM
Gamma 0.025
Theta -0.51
Vega 0.048
Open interest 479
Model this call
Put · $94
In the money
Last $10.44
Breakeven $83.56
Implied vol 145.8%
Delta -0.519 ≈52% ITM
Gamma 0.023
Theta -0.551
Vega 0.048
Open interest 341
Model this put
1.9k
2.7k
133.4%
0.448
$4.97
95
$9.33
-0.542
145.1%
166
188
Call · $95
Last $4.97
Breakeven $99.97
Implied vol 133.4%
Delta 0.448 ≈45% ITM
Gamma 0.025
Theta -0.509
Vega 0.048
Open interest 1.9k
Model this call
Put · $95
In the money
Last $9.33
Breakeven $85.67
Implied vol 145.1%
Delta -0.542 ≈54% ITM
Gamma 0.023
Theta -0.545
Vega 0.048
Open interest 188
Model this put
451
232
133.8%
0.425
$4.72
96
$9.65
-0.562
147%
7
223
Call · $96
Last $4.72
Breakeven $100.72
Implied vol 133.8%
Delta 0.425 ≈42% ITM
Gamma 0.025
Theta -0.507
Vega 0.049
Open interest 451
Model this call
Put · $96
In the money
Last $9.65
Breakeven $86.35
Implied vol 147%
Delta -0.562 ≈56% ITM
Gamma 0.022
Theta -0.55
Vega 0.049
Open interest 223
Model this put
477
415
135.8%
0.403
$4.35
97
$13.75
-0.583
147.8%
3
96
Call · $97
Last $4.35
Breakeven $101.35
Implied vol 135.8%
Delta 0.403 ≈40% ITM
Gamma 0.024
Theta -0.511
Vega 0.049
Open interest 477
Model this call
Put · $97
In the money
Last $13.75
Breakeven $83.25
Implied vol 147.8%
Delta -0.583 ≈58% ITM
Gamma 0.022
Theta -0.55
Vega 0.049
Open interest 96
Model this put
411
379
136.5%
0.382
$4.05
98
$12.05
-0.602
149.7%
1
7
Call · $98
Last $4.05
Breakeven $102.05
Implied vol 136.5%
Delta 0.382 ≈38% ITM
Gamma 0.024
Theta -0.507
Vega 0.043
Open interest 411
Model this call
Put · $98
In the money
Last $12.05
Breakeven $85.95
Implied vol 149.7%
Delta -0.602 ≈60% ITM
Gamma 0.022
Theta -0.554
Vega 0.049
Open interest 7
Model this put
447
200
135.7%
0.361
$3.75
99
$12.52
-0.626
145.8%
1
50
Call · $99
Last $3.75
Breakeven $102.75
Implied vol 135.7%
Delta 0.361 ≈36% ITM
Gamma 0.023
Theta -0.491
Vega 0.043
Open interest 447
Model this call
Put · $99
In the money
Last $12.52
Breakeven $86.48
Implied vol 145.8%
Delta -0.626 ≈63% ITM
Gamma 0.022
Theta -0.527
Vega 0.043
Open interest 50
Model this put
5.9k
3.8k
136%
0.341
$3.45
100
$12.62
-0.639
150.1%
175
687
Call · $100
Last $3.45
Breakeven $103.45
Implied vol 136%
Delta 0.341 ≈34% ITM
Gamma 0.023
Theta -0.48
Vega 0.044
Open interest 5.9k
Model this call
Put · $100
In the money
Last $12.62
Breakeven $87.38
Implied vol 150.1%
Delta -0.639 ≈64% ITM
Gamma 0.021
Theta -0.534
Vega 0.044
Open interest 687
Model this put
196
387
136.3%
0.322
$3.18
101
$17.52
-0.663
145.8%
33
33
Call · $101
Last $3.18
Breakeven $104.18
Implied vol 136.3%
Delta 0.322 ≈32% ITM
Gamma 0.022
Theta -0.469
Vega 0.044
Open interest 196
Model this call
Put · $101
In the money
Last $17.52
Breakeven $83.48
Implied vol 145.8%
Delta -0.663 ≈66% ITM
Gamma 0.021
Theta -0.502
Vega 0.044
Open interest 33
Model this put
199
1.8k
137.5%
0.304
$2.99
102
—
-0.675
150%
—
0
Call · $102
Last $2.99
Breakeven $104.99
Implied vol 137.5%
Delta 0.304 ≈30% ITM
Gamma 0.021
Theta -0.462
Vega 0.044
Open interest 199
Model this call
Put · $102
In the money
Last —
Breakeven —
Implied vol 150%
Delta -0.675 ≈68% ITM
Gamma 0.02
Theta -0.509
Vega 0.044
Open interest 0
Model this put
122
238
138.6%
0.286
$2.72
103
—
-0.69
152%
—
0
Call · $103
Last $2.72
Breakeven $105.72
Implied vol 138.6%
Delta 0.286 ≈29% ITM
Gamma 0.021
Theta -0.455
Vega 0.044
Open interest 122
Model this call
Put · $103
In the money
Last —
Breakeven —
Implied vol 152%
Delta -0.69 ≈69% ITM
Gamma 0.019
Theta -0.506
Vega 0.044
Open interest 0
Model this put
30
254
139.7%
0.269
$2.54
104
—
-0.715
148.2%
—
0
Call · $104
Last $2.54
Breakeven $106.54
Implied vol 139.7%
Delta 0.269 ≈27% ITM
Gamma 0.02
Theta -0.448
Vega 0.044
Open interest 30
Model this call
Put · $104
In the money
Last —
Breakeven —
Implied vol 148.2%
Delta -0.715 ≈71% ITM
Gamma 0.019
Theta -0.477
Vega 0.044
Open interest 0
Model this put
2.2k
2.4k
139.3%
0.251
$2.33
105
$16.10
-0.719
155.2%
2
44
Call · $105
Last $2.33
Breakeven $107.33
Implied vol 139.3%
Delta 0.251 ≈25% ITM
Gamma 0.019
Theta -0.431
Vega 0.034
Open interest 2.2k
Model this call
Put · $105
In the money
Last $16.10
Breakeven $88.90
Implied vol 155.2%
Delta -0.719 ≈72% ITM
Gamma 0.018
Theta -0.496
Vega 0.045
Open interest 44
Model this put
25
220
138.8%
0.236
$2.14
106
—
-0.735
155.9%
—
0
Call · $106
Last $2.14
Breakeven $108.14
Implied vol 138.8%
Delta 0.236 ≈24% ITM
Gamma 0.019
Theta -0.412
Vega 0.034
Open interest 25
Model this call
Put · $106
In the money
Last —
Breakeven —
Implied vol 155.9%
Delta -0.735 ≈74% ITM
Gamma 0.018
Theta -0.488
Vega 0.045
Open interest 0
Model this put
66
114
138.3%
0.22
$2.00
107
$18.70
-0.749
155.9%
3
0
Call · $107
Last $2.00
Breakeven $109.00
Implied vol 138.3%
Delta 0.22 ≈22% ITM
Gamma 0.018
Theta -0.394
Vega 0.034
Open interest 66
Model this call
Put · $107
In the money
Last $18.70
Breakeven $88.30
Implied vol 155.9%
Delta -0.749 ≈75% ITM
Gamma 0.017
Theta -0.472
Vega 0.034
Open interest 0
Model this put
143
81
139%
0.207
$1.87
108
$22.52
-0.762
156%
4
5
Call · $108
Last $1.87
Breakeven $109.87
Implied vol 139%
Delta 0.207 ≈21% ITM
Gamma 0.017
Theta -0.381
Vega 0.035
Open interest 143
Model this call
Put · $108
In the money
Last $22.52
Breakeven $85.48
Implied vol 156%
Delta -0.762 ≈76% ITM
Gamma 0.017
Theta -0.457
Vega 0.035
Open interest 5
Model this put
38
46
139.5%
0.194
$1.68
109
$23.44
-0.754
168.5%
4
5
Call · $109
Last $1.68
Breakeven $110.68
Implied vol 139.5%
Delta 0.194 ≈19% ITM
Gamma 0.016
Theta -0.367
Vega 0.035
Open interest 38
Model this call
Put · $109
In the money
Last $23.44
Breakeven $85.56
Implied vol 168.5%
Delta -0.754 ≈75% ITM
Gamma 0.016
Theta -0.503
Vega 0.035
Open interest 5
Model this put
4.1k
1.7k
139.2%
0.179
$1.52
110
$20.88
-0.793
152.8%
4
124
Call · $110
Last $1.52
Breakeven $111.52
Implied vol 139.2%
Delta 0.179 ≈18% ITM
Gamma 0.016
Theta -0.349
Vega 0.035
Open interest 4.1k
Model this call
Put · $110
In the money
Last $20.88
Breakeven $89.12
Implied vol 152.8%
Delta -0.793 ≈79% ITM
Gamma 0.016
Theta -0.408
Vega 0.035
Open interest 124
Model this put
64
99
140%
0.166
$1.41
111
—
-0.809
151.5%
—
0
Call · $111
Last $1.41
Breakeven $112.41
Implied vol 140%
Delta 0.166 ≈17% ITM
Gamma 0.015
Theta -0.337
Vega 0.035
Open interest 64
Model this call
Put · $111
In the money
Last —
Breakeven —
Implied vol 151.5%
Delta -0.809 ≈81% ITM
Gamma 0.015
Theta -0.386
Vega 0.035
Open interest 0
Model this put
52
226
142%
0.157
$1.34
112
—
-0.848
140%
—
0
Call · $112
Last $1.34
Breakeven $113.34
Implied vol 142%
Delta 0.157 ≈16% ITM
Gamma 0.014
Theta -0.331
Vega 0.035
Open interest 52
Model this call
Put · $112
In the money
Last —
Breakeven —
Implied vol 140%
Delta -0.848 ≈85% ITM
Gamma 0.014
Theta -0.311
Vega 0.024
Open interest 0
Model this put
6
369
140.9%
0.145
$1.22
113
—
-0.828
154.7%
—
0
Call · $113
Last $1.22
Breakeven $114.22
Implied vol 140.9%
Delta 0.145 ≈14% ITM
Gamma 0.014
Theta -0.31
Vega 0.024
Open interest 6
Model this call
Put · $113
In the money
Last —
Breakeven —
Implied vol 154.7%
Delta -0.828 ≈83% ITM
Gamma 0.014
Theta -0.37
Vega 0.035
Open interest 0
Model this put
22
199
141.8%
0.137
$1.10
114
—
-0.836
157%
—
0
Call · $114
Last $1.10
Breakeven $115.10
Implied vol 141.8%
Delta 0.137 ≈14% ITM
Gamma 0.013
Theta -0.299
Vega 0.024
Open interest 22
Model this call
Put · $114
In the money
Last —
Breakeven —
Implied vol 157%
Delta -0.836 ≈84% ITM
Gamma 0.013
Theta -0.366
Vega 0.035
Open interest 0
Model this put
1.4k
415
140.1%
0.125
$1.00
115
$26.00
-0.832
164.9%
50
30
Call · $115
Last $1.00
Breakeven $116.00
Implied vol 140.1%
Delta 0.125 ≈12% ITM
Gamma 0.012
Theta -0.276
Vega 0.024
Open interest 1.4k
Model this call
Put · $115
In the money
Last $26.00
Breakeven $89.00
Implied vol 164.9%
Delta -0.832 ≈83% ITM
Gamma 0.013
Theta -0.391
Vega 0.036
Open interest 30
Model this put
9
45
140.6%
0.116
$0.90
116
—
-0.899
133.4%
—
0
Call · $116
Last $0.90
Breakeven $116.90
Implied vol 140.6%
Delta 0.116 ≈12% ITM
Gamma 0.012
Theta -0.263
Vega 0.024
Open interest 9
Model this call
Put · $116
In the money
Last —
Breakeven —
Implied vol 133.4%
Delta -0.899 ≈90% ITM
Gamma 0.011
Theta -0.216
Vega 0.024
Open interest 0
Model this put
47
55
140.8%
0.108
$0.82
117
—
-0.848
167.2%
—
0
Call · $117
Last $0.82
Breakeven $117.82
Implied vol 140.8%
Delta 0.108 ≈11% ITM
Gamma 0.011
Theta -0.249
Vega 0.024
Open interest 47
Model this call
Put · $117
In the money
Last —
Breakeven —
Implied vol 167.2%
Delta -0.848 ≈85% ITM
Gamma 0.012
Theta -0.372
Vega 0.024
Open interest 0
Model this put
51
12
136.2%
0.089
$0.68
118
—
-0.868
159.2%
—
0
Call · $118
Last $0.68
Breakeven $118.68
Implied vol 136.2%
Delta 0.089 ≈9% ITM
Gamma 0.01
Theta -0.21
Vega 0.024
Open interest 51
Model this call
Put · $118
In the money
Last —
Breakeven —
Implied vol 159.2%
Delta -0.868 ≈87% ITM
Gamma 0.011
Theta -0.317
Vega 0.024
Open interest 0
Model this put
12
90
142.2%
0.092
$0.67
119
—
-0.865
165.8%
—
0
Call · $119
Last $0.67
Breakeven $119.67
Implied vol 142.2%
Delta 0.092 ≈9% ITM
Gamma 0.01
Theta -0.226
Vega 0.024
Open interest 12
Model this call
Put · $119
In the money
Last —
Breakeven —
Implied vol 165.8%
Delta -0.865 ≈87% ITM
Gamma 0.011
Theta -0.335
Vega 0.024
Open interest 0
Model this put
2.7k
745
142.7%
0.084
$0.63
120
$30.55
-0.876
164%
19
207
Call · $120
Last $0.63
Breakeven $120.63
Implied vol 142.7%
Delta 0.084 ≈8% ITM
Gamma 0.009
Theta -0.213
Vega 0.024
Open interest 2.7k
Model this call
Put · $120
In the money
Last $30.55
Breakeven $89.45
Implied vol 164%
Delta -0.876 ≈88% ITM
Gamma 0.01
Theta -0.312
Vega 0.024
Open interest 207
Model this put
36
67
136.2%
0.069
$0.56
121
—
-0.88
166.4%
—
0
Call · $121
Last $0.56
Breakeven $121.56
Implied vol 136.2%
Delta 0.069 ≈7% ITM
Gamma 0.008
Theta -0.173
Vega 0.014
Open interest 36
Model this call
Put · $121
In the money
Last —
Breakeven —
Implied vol 166.4%
Delta -0.88 ≈88% ITM
Gamma 0.01
Theta -0.309
Vega 0.024
Open interest 0
Model this put
80
26
141.9%
0.072
$0.50
122
—
-0.852
189.2%
—
0
Call · $122
Last $0.50
Breakeven $122.50
Implied vol 141.9%
Delta 0.072 ≈7% ITM
Gamma 0.008
Theta -0.186
Vega 0.014
Open interest 80
Model this call
Put · $122
In the money
Last —
Breakeven —
Implied vol 189.2%
Delta -0.852 ≈85% ITM
Gamma 0.01
Theta -0.412
Vega 0.024
Open interest 0
Model this put
932
296
142%
0.057
$0.40
125
—
-0.881
182.8%
—
0
Call · $125
Last $0.40
Breakeven $125.40
Implied vol 142%
Delta 0.057 ≈6% ITM
Gamma 0.007
Theta -0.154
Vega 0.014
Open interest 932
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol 182.8%
Delta -0.881 ≈88% ITM
Gamma 0.009
Theta -0.336
Vega 0.025
Open interest 0
Model this put
830
297
143.7%
0.036
$0.25
130
$39.51
-0.902
190.9%
10
31
Call · $130
Last $0.25
Breakeven $130.25
Implied vol 143.7%
Delta 0.036 ≈4% ITM
Gamma 0.005
Theta -0.109
Vega 0.007
Open interest 830
Model this call
Put · $130
In the money
Last $39.51
Breakeven $90.49
Implied vol 190.9%
Delta -0.902 ≈90% ITM
Gamma 0.008
Theta -0.308
Vega 0.025
Open interest 31
Model this put