0
—
253%
0.972
—
10
$0.25
—
—
1
6
Call · $10
In the money
Last —
Breakeven —
Implied vol 253%
Delta 0.972 ≈97% ITM
Gamma 0.003
Theta -0.025
Vega 0.004
Open interest 0
Model this call
Put · $10
Last $0.25
Breakeven $9.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
0
—
232.3%
0.969
—
11
$0.30
—
—
1
2
Call · $11
In the money
Last —
Breakeven —
Implied vol 232.3%
Delta 0.969 ≈97% ITM
Gamma 0.004
Theta -0.025
Vega 0.005
Open interest 0
Model this call
Put · $11
Last $0.30
Breakeven $10.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
0
—
213.6%
0.967
—
12
$0.35
—
—
1
12
Call · $12
In the money
Last —
Breakeven —
Implied vol 213.6%
Delta 0.967 ≈97% ITM
Gamma 0.004
Theta -0.025
Vega 0.005
Open interest 0
Model this call
Put · $12
Last $0.35
Breakeven $11.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 12
Model this put
0
—
196.6%
0.964
—
13
$0.50
—
—
5
6
Call · $13
In the money
Last —
Breakeven —
Implied vol 196.6%
Delta 0.964 ≈96% ITM
Gamma 0.005
Theta -0.024
Vega 0.005
Open interest 0
Model this call
Put · $13
Last $0.50
Breakeven $12.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
0
—
187.4%
0.957
—
14
$0.64
—
—
5
6
Call · $14
In the money
Last —
Breakeven —
Implied vol 187.4%
Delta 0.957 ≈96% ITM
Gamma 0.006
Theta -0.027
Vega 0.009
Open interest 0
Model this call
Put · $14
Last $0.64
Breakeven $13.36
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
0
—
148.9%
0.968
—
15
$0.90
—
—
1
2
Call · $15
In the money
Last —
Breakeven —
Implied vol 148.9%
Delta 0.968 ≈97% ITM
Gamma 0.006
Theta -0.017
Vega 0.006
Open interest 0
Model this call
Put · $15
Last $0.90
Breakeven $14.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
1
4
100.9%
0.991
$17.18
16
$0.30
-0.031
131.6%
6
2
Call · $16
In the money
Last $17.18
Breakeven $33.18
Implied vol 100.9%
Delta 0.991 ≈99% ITM
Gamma 0.003
Theta -0.005
Vega 0.003
Open interest 1
Model this call
Put · $16
Last $0.30
Breakeven $15.70
Implied vol 131.6%
Delta -0.031 ≈3% ITM
Gamma 0.007
Theta -0.013
Vega 0.006
Open interest 2
Model this put
0
—
90.5%
0.991
—
17
$0.78
-0.06
147.9%
1
13
Call · $17
In the money
Last —
Breakeven —
Implied vol 90.5%
Delta 0.991 ≈99% ITM
Gamma 0.003
Theta -0.005
Vega 0.003
Open interest 0
Model this call
Put · $17
Last $0.78
Breakeven $16.22
Implied vol 147.9%
Delta -0.06 ≈6% ITM
Gamma 0.01
Theta -0.026
Vega 0.01
Open interest 13
Model this put
0
—
165.2%
0.906
—
18
$0.38
-0.071
139.7%
12
9
Call · $18
In the money
Last —
Breakeven —
Implied vol 165.2%
Delta 0.906 ≈91% ITM
Gamma 0.013
Theta -0.043
Vega 0.016
Open interest 0
Model this call
Put · $18
Last $0.38
Breakeven $17.62
Implied vol 139.7%
Delta -0.071 ≈7% ITM
Gamma 0.012
Theta -0.028
Vega 0.011
Open interest 9
Model this put
41
20
131.3%
0.918
$11.50
19
$0.30
-0.053
109.5%
2
4
Call · $19
In the money
Last $11.50
Breakeven $30.50
Implied vol 131.3%
Delta 0.918 ≈92% ITM
Gamma 0.014
Theta -0.031
Vega 0.011
Open interest 41
Model this call
Put · $19
Last $0.30
Breakeven $18.70
Implied vol 109.5%
Delta -0.053 ≈5% ITM
Gamma 0.012
Theta -0.017
Vega 0.011
Open interest 4
Model this put
50
20
115%
0.916
$9.19
20
$0.30
-0.116
139.8%
26
5
Call · $20
In the money
Last $9.19
Breakeven $29.19
Implied vol 115%
Delta 0.916 ≈92% ITM
Gamma 0.017
Theta -0.028
Vega 0.011
Open interest 50
Model this call
Put · $20
Last $0.30
Breakeven $19.70
Implied vol 139.8%
Delta -0.116 ≈12% ITM
Gamma 0.018
Theta -0.04
Vega 0.017
Open interest 5
Model this put
4
1
117.3%
0.886
$6.63
21
$0.85
-0.069
90%
1
68
Call · $21
In the money
Last $6.63
Breakeven $27.63
Implied vol 117.3%
Delta 0.886 ≈89% ITM
Gamma 0.021
Theta -0.035
Vega 0.018
Open interest 4
Model this call
Put · $21
Last $0.85
Breakeven $20.15
Implied vol 90%
Delta -0.069 ≈7% ITM
Gamma 0.018
Theta -0.017
Vega 0.012
Open interest 68
Model this put
6
6
59%
0.97
$4.87
22
$0.50
-0.104
94.5%
1
40
Call · $22
In the money
Last $4.87
Breakeven $26.87
Implied vol 59%
Delta 0.97 ≈97% ITM
Gamma 0.014
Theta -0.008
Vega 0.007
Open interest 6
Model this call
Put · $22
Last $0.50
Breakeven $21.50
Implied vol 94.5%
Delta -0.104 ≈10% ITM
Gamma 0.024
Theta -0.025
Vega 0.012
Open interest 40
Model this put
17
2
98.3%
0.85
$9.80
23
$0.47
-0.174
114.1%
1
128
Call · $23
In the money
Last $9.80
Breakeven $32.80
Implied vol 98.3%
Delta 0.85 ≈85% ITM
Gamma 0.03
Theta -0.035
Vega 0.019
Open interest 17
Model this call
Put · $23
Last $0.47
Breakeven $22.53
Implied vol 114.1%
Delta -0.174 ≈17% ITM
Gamma 0.028
Theta -0.043
Vega 0.019
Open interest 128
Model this put
25
1
107.8%
0.797
$5.95
24
$0.60
-0.146
77.3%
2
22
Call · $24
In the money
Last $5.95
Breakeven $29.95
Implied vol 107.8%
Delta 0.797 ≈80% ITM
Gamma 0.033
Theta -0.047
Vega 0.025
Open interest 25
Model this call
Put · $24
Last $0.60
Breakeven $23.40
Implied vol 77.3%
Delta -0.146 ≈15% ITM
Gamma 0.037
Theta -0.026
Vega 0.019
Open interest 22
Model this put
553
4
94.3%
0.774
$4.50
25
$0.60
-0.194
78.3%
1
55
Call · $25
In the money
Last $4.50
Breakeven $29.50
Implied vol 94.3%
Delta 0.774 ≈77% ITM
Gamma 0.04
Theta -0.043
Vega 0.025
Open interest 553
Model this call
Put · $25
Last $0.60
Breakeven $24.40
Implied vol 78.3%
Delta -0.194 ≈19% ITM
Gamma 0.045
Theta -0.032
Vega 0.02
Open interest 55
Model this put
20
5
65.8%
0.778
$4.40
26
$0.85
-0.244
74.5%
20
530
Call · $26
In the money
Last $4.40
Breakeven $30.40
Implied vol 65.8%
Delta 0.778 ≈78% ITM
Gamma 0.057
Theta -0.031
Vega 0.026
Open interest 20
Model this call
Put · $26
Last $0.85
Breakeven $25.15
Implied vol 74.5%
Delta -0.244 ≈24% ITM
Gamma 0.053
Theta -0.034
Vega 0.026
Open interest 530
Model this put
55
4
65%
0.712
$3.95
27
$1.11
-0.302
72.6%
1
407
Call · $27
In the money
Last $3.95
Breakeven $30.95
Implied vol 65%
Delta 0.712 ≈71% ITM
Gamma 0.066
Theta -0.035
Vega 0.026
Open interest 55
Model this call
Put · $27
Last $1.11
Breakeven $25.89
Implied vol 72.6%
Delta -0.302 ≈30% ITM
Gamma 0.061
Theta -0.037
Vega 0.026
Open interest 407
Model this put
121
12
61.8%
0.642
$2.95
28
$1.47
-0.367
70%
1
109
Call · $28
In the money
Last $2.95
Breakeven $30.95
Implied vol 61.8%
Delta 0.642 ≈64% ITM
Gamma 0.076
Theta -0.036
Vega 0.031
Open interest 121
Model this call
Put · $28
Last $1.47
Breakeven $26.53
Implied vol 70%
Delta -0.367 ≈37% ITM
Gamma 0.068
Theta -0.038
Vega 0.031
Open interest 109
Model this put
153
58
61.6%
0.562
$2.17
29
$1.90
-0.438
70.5%
11
556
Call · $29
In the money
Last $2.17
Breakeven $31.17
Implied vol 61.6%
Delta 0.562 ≈56% ITM
Gamma 0.081
Theta -0.037
Vega 0.032
Open interest 153
Model this call
Put · $29
Last $1.90
Breakeven $27.10
Implied vol 70.5%
Delta -0.438 ≈44% ITM
Gamma 0.071
Theta -0.04
Vega 0.032
Open interest 556
Model this put
Underlying $29.04
703
4
60.5%
0.482
$1.78
30
$2.09
-0.509
68.4%
6
507
Call · $30
Last $1.78
Breakeven $31.78
Implied vol 60.5%
Delta 0.482 ≈48% ITM
Gamma 0.083
Theta -0.037
Vega 0.032
Open interest 703
Model this call
Put · $30
In the money
Last $2.09
Breakeven $27.91
Implied vol 68.4%
Delta -0.509 ≈51% ITM
Gamma 0.073
Theta -0.039
Vega 0.032
Open interest 507
Model this put
238
15
62.8%
0.408
$1.45
31
$3.79
-0.582
67.6%
2
196
Call · $31
Last $1.45
Breakeven $32.45
Implied vol 62.8%
Delta 0.408 ≈41% ITM
Gamma 0.078
Theta -0.037
Vega 0.033
Open interest 238
Model this call
Put · $31
In the money
Last $3.79
Breakeven $27.21
Implied vol 67.6%
Delta -0.582 ≈58% ITM
Gamma 0.073
Theta -0.037
Vega 0.033
Open interest 196
Model this put
425
1
61.7%
0.337
$1.37
32
$4.56
-0.646
67.9%
1
112
Call · $32
Last $1.37
Breakeven $33.37
Implied vol 61.7%
Delta 0.337 ≈34% ITM
Gamma 0.074
Theta -0.034
Vega 0.029
Open interest 425
Model this call
Put · $32
In the money
Last $4.56
Breakeven $27.44
Implied vol 67.9%
Delta -0.646 ≈65% ITM
Gamma 0.069
Theta -0.035
Vega 0.029
Open interest 112
Model this put
436
8
63.1%
0.277
$1.05
33
$4.70
-0.692
71.8%
12
621
Call · $33
Last $1.05
Breakeven $34.05
Implied vol 63.1%
Delta 0.277 ≈28% ITM
Gamma 0.067
Theta -0.032
Vega 0.03
Open interest 436
Model this call
Put · $33
In the money
Last $4.70
Breakeven $28.30
Implied vol 71.8%
Delta -0.692 ≈69% ITM
Gamma 0.062
Theta -0.035
Vega 0.03
Open interest 621
Model this put
398
21
64.7%
0.231
$0.65
34
$6.31
-0.773
64.9%
1
4
Call · $34
Last $0.65
Breakeven $34.65
Implied vol 64.7%
Delta 0.231 ≈23% ITM
Gamma 0.059
Theta -0.03
Vega 0.023
Open interest 398
Model this call
Put · $34
In the money
Last $6.31
Breakeven $27.69
Implied vol 64.9%
Delta -0.773 ≈77% ITM
Gamma 0.06
Theta -0.027
Vega 0.023
Open interest 4
Model this put
884
2
62%
0.17
$0.50
35
$3.50
-0.885
52%
1
4
Call · $35
Last $0.50
Breakeven $35.50
Implied vol 62%
Delta 0.17 ≈17% ITM
Gamma 0.051
Theta -0.024
Vega 0.024
Open interest 884
Model this call
Put · $35
In the money
Last $3.50
Breakeven $31.50
Implied vol 52%
Delta -0.885 ≈88% ITM
Gamma 0.05
Theta -0.013
Vega 0.015
Open interest 4
Model this put
220
3
68.8%
0.158
$0.37
36
$4.40
—
—
2
1
Call · $36
Last $0.37
Breakeven $36.37
Implied vol 68.8%
Delta 0.158 ≈16% ITM
Gamma 0.044
Theta -0.025
Vega 0.024
Open interest 220
Model this call
Put · $36
In the money
Last $4.40
Breakeven $31.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
229
1
94.2%
0.223
$0.35
37
—
—
—
—
0
Call · $37
Last $0.35
Breakeven $37.35
Implied vol 94.2%
Delta 0.223 ≈22% ITM
Gamma 0.04
Theta -0.042
Vega 0.024
Open interest 229
Model this call
Put · $37
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
141
4
63.9%
0.08
$0.13
38
—
—
—
—
0
Call · $38
Last $0.13
Breakeven $38.13
Implied vol 63.9%
Delta 0.08 ≈8% ITM
Gamma 0.029
Theta -0.014
Vega 0.01
Open interest 141
Model this call
Put · $38
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
41
2
84.6%
0.134
$0.29
39
—
-0.912
73.9%
—
0
Call · $39
Last $0.29
Breakeven $39.29
Implied vol 84.6%
Delta 0.134 ≈13% ITM
Gamma 0.032
Theta -0.027
Vega 0.017
Open interest 41
Model this call
Put · $39
In the money
Last —
Breakeven —
Implied vol 73.9%
Delta -0.912 ≈91% ITM
Gamma 0.03
Theta -0.015
Vega 0.015
Open interest 0
Model this put
265
1
70%
0.064
$0.10
40
$6.70
—
—
10
10
Call · $40
Last $0.10
Breakeven $40.10
Implied vol 70%
Delta 0.064 ≈6% ITM
Gamma 0.022
Theta -0.013
Vega 0.01
Open interest 265
Model this call
Put · $40
In the money
Last $6.70
Breakeven $33.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this put
86
10
112.6%
0.108
$0.40
45
—
-0.942
94.6%
—
0
Call · $45
Last $0.40
Breakeven $45.40
Implied vol 112.6%
Delta 0.108 ≈11% ITM
Gamma 0.021
Theta -0.031
Vega 0.018
Open interest 86
Model this call
Put · $45
In the money
Last —
Breakeven —
Implied vol 94.6%
Delta -0.942 ≈94% ITM
Gamma 0.017
Theta -0.014
Vega 0.01
Open interest 0
Model this put
58
2
133.3%
0.097
$0.52
50
$19.64
—
—
1
0
Call · $50
Last $0.52
Breakeven $50.52
Implied vol 133.3%
Delta 0.097 ≈10% ITM
Gamma 0.016
Theta -0.034
Vega 0.018
Open interest 58
Model this call
Put · $50
In the money
Last $19.64
Breakeven $30.36
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put