CVS Stock — CVS HEALTH Corp: Options Chain

Calls		Puts
0	28	—	—	$67.00	$0.11	-0.009	334.8%	1	41
Call · $42.5 In the money Snapshot session Jul 22, 2026 Last $67.00 Breakeven $109.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $42.5 Snapshot session Jul 24, 2026 Last $0.11 Breakeven $42.39 Implied vol 334.8% Delta -0.009 ≈1% ITM Gamma 0.001 Theta -0.093 Vega 0.004 Open interest 41 Model this put
0	1	—	—	$64.77	$0.01	—	—	20	68
Call · $45 In the money Snapshot session Jul 22, 2026 Last $64.77 Breakeven $109.77 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 Snapshot session Jul 14, 2026 Last $0.01 Breakeven $44.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 68 Model this put
0	—	—	—	—	$0.10	-0.012	302.6%	1	75
Call · $47.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $47.5 Snapshot session Aug 5, 2026 Last $0.10 Breakeven $47.40 Implied vol 302.6% Delta -0.012 ≈1% ITM Gamma 0.001 Theta -0.112 Vega 0.004 Open interest 75 Model this put
0	1	—	—	$30.00	$0.10	-0.026	331.8%	5	61
Call · $50 In the money Snapshot session Jan 16, 2026 Last $30.00 Breakeven $80.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 Snapshot session Aug 13, 2026 Last $0.10 Breakeven $49.90 Implied vol 331.8% Delta -0.026 ≈3% ITM Gamma 0.002 Theta -0.233 Vega 0.008 Open interest 61 Model this put
0	28	—	—	$52.95	$0.03	-0.005	203.3%	5	179
Call · $55 In the money Snapshot session Jul 22, 2026 Last $52.95 Breakeven $107.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 Snapshot session Jul 24, 2026 Last $0.03 Breakeven $54.97 Implied vol 203.3% Delta -0.005 ≈0% ITM Gamma 0.001 Theta -0.034 Vega 0.002 Open interest 179 Model this put
0	520	—	—	$49.35	$0.09	-0.004	166.8%	3	274
Call · $60 In the money Snapshot session Jul 22, 2026 Last $49.35 Breakeven $109.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $60 Snapshot session Aug 14, 2026 Last $0.09 Breakeven $59.91 Implied vol 166.8% Delta -0.004 ≈0% ITM Gamma 0.001 Theta -0.022 Vega 0.002 Open interest 274 Model this put
0	—	—	—	—	$0.05	-0.017	191.7%	4	111
Call · $62.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $62.5 Snapshot session Aug 4, 2026 Last $0.05 Breakeven $62.45 Implied vol 191.7% Delta -0.017 ≈2% ITM Gamma 0.002 Theta -0.093 Vega 0.005 Open interest 111 Model this put
3	600	—	—	$45.15	$0.03	-0.008	153.2%	3	756
Call · $65 In the money Snapshot session Jul 22, 2026 Last $45.15 Breakeven $110.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $65 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $64.97 Implied vol 153.2% Delta -0.008 ≈1% ITM Gamma 0.001 Theta -0.039 Vega 0.002 Open interest 756 Model this put
0	110	—	—	$42.12	$0.11	-0.008	138.3%	3	507
Call · $67.5 In the money Snapshot session Jul 22, 2026 Last $42.12 Breakeven $109.62 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $67.5 Snapshot session Aug 14, 2026 Last $0.11 Breakeven $67.39 Implied vol 138.3% Delta -0.008 ≈1% ITM Gamma 0.001 Theta -0.035 Vega 0.002 Open interest 507 Model this put
89	1	133.3%	0.987	$25.65	$0.01	-0.02	145.7%	3	3.7k
Call · $70 In the money Snapshot session Aug 14, 2026 Last $25.65 Breakeven $95.65 Implied vol 133.3% Delta 0.987 ≈99% ITM Gamma 0.002 Theta -0.05 Vega 0.005 Open interest 89 Model this call Put · $70 Snapshot session Aug 4, 2026 Last $0.01 Breakeven $69.99 Implied vol 145.7% Delta -0.02 ≈2% ITM Gamma 0.003 Theta -0.082 Vega 0.005 Open interest 3.7k Model this put
1	430	—	—	$36.70	$0.01	-0.089	207%	1	462
Call · $72.5 In the money Snapshot session Jul 22, 2026 Last $36.70 Breakeven $109.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $72.5 Snapshot session Aug 3, 2026 Last $0.01 Breakeven $72.49 Implied vol 207% Delta -0.089 ≈9% ITM Gamma 0.007 Theta -0.386 Vega 0.017 Open interest 462 Model this put
18	1	—	—	$32.29	$0.02	-0.014	106.8%	3	530
Call · $75 In the money Snapshot session Jul 23, 2026 Last $32.29 Breakeven $107.29 Implied vol — Delta — Gamma — Theta — Vega — Open interest 18 Model this call Put · $75 Snapshot session Aug 6, 2026 Last $0.02 Breakeven $74.98 Implied vol 106.8% Delta -0.014 ≈1% ITM Gamma 0.003 Theta -0.045 Vega 0.005 Open interest 530 Model this put
38	3	—	—	$27.60	$0.04	-0.016	94.7%	1	532
Call · $77.5 In the money Snapshot session Aug 3, 2026 Last $27.60 Breakeven $105.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 38 Model this call Put · $77.5 Snapshot session Aug 6, 2026 Last $0.04 Breakeven $77.46 Implied vol 94.7% Delta -0.016 ≈2% ITM Gamma 0.004 Theta -0.044 Vega 0.005 Open interest 532 Model this put
39	13	—	—	$17.35	$0.05	-0.03	93.8%	3	593
Call · $80 In the money Snapshot session Aug 14, 2026 Last $17.35 Breakeven $97.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 39 Model this call Put · $80 Snapshot session Aug 11, 2026 Last $0.05 Breakeven $79.95 Implied vol 93.8% Delta -0.03 ≈3% ITM Gamma 0.007 Theta -0.074 Vega 0.01 Open interest 593 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $82 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $82 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	3.6k	—	—	$27.25	$0.05	-0.026	76.4%	10	1.4k
Call · $82.5 In the money Snapshot session Jul 22, 2026 Last $27.25 Breakeven $109.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $82.5 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $82.45 Implied vol 76.4% Delta -0.026 ≈3% ITM Gamma 0.007 Theta -0.055 Vega 0.005 Open interest 1.4k Model this put
0	—	—	—	—	—	—	—	—	0
Call · $83 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $83 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $84 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $84 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
107	1	—	—	$9.79	$0.03	-0.031	64.3%	6	818
Call · $85 In the money Snapshot session Aug 12, 2026 Last $9.79 Breakeven $94.79 Implied vol — Delta — Gamma — Theta — Vega — Open interest 107 Model this call Put · $85 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $84.97 Implied vol 64.3% Delta -0.031 ≈3% ITM Gamma 0.01 Theta -0.052 Vega 0.011 Open interest 818 Model this put
0	—	—	—	—	$0.06	—	—	42	0
Call · $86 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $86 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $85.94 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	$0.05	-0.025	50.2%	36	7
Call · $87 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $87 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $86.95 Implied vol 50.2% Delta -0.025 ≈2% ITM Gamma 0.01 Theta -0.034 Vega 0.005 Open interest 7 Model this put
108	50	—	—	$6.32	$0.01	-0.048	55.7%	7	828
Call · $87.5 In the money Snapshot session Aug 12, 2026 Last $6.32 Breakeven $93.82 Implied vol — Delta — Gamma — Theta — Vega — Open interest 108 Model this call Put · $87.5 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $87.49 Implied vol 55.7% Delta -0.048 ≈5% ITM Gamma 0.016 Theta -0.064 Vega 0.011 Open interest 828 Model this put
4	2	37.1%	0.991	$6.29	$0.02	-0.034	48.3%	50	28
Call · $88 In the money Snapshot session Aug 11, 2026 Last $6.29 Breakeven $94.29 Implied vol 37.1% Delta 0.991 ≈99% ITM Gamma 0.006 Theta -0.012 Vega 0.002 Open interest 4 Model this call Put · $88 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $87.98 Implied vol 48.3% Delta -0.034 ≈3% ITM Gamma 0.014 Theta -0.042 Vega 0.011 Open interest 28 Model this put
4	2	—	—	$5.35	$0.06	-0.054	48.5%	57	57
Call · $89 In the money Snapshot session Aug 11, 2026 Last $5.35 Breakeven $94.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $89 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $88.94 Implied vol 48.5% Delta -0.054 ≈5% ITM Gamma 0.02 Theta -0.062 Vega 0.011 Open interest 57 Model this put
1.1k	69	—	—	$6.98	$0.06	-0.063	44.7%	124	2.1k
Call · $90 In the money Snapshot session Aug 14, 2026 Last $6.98 Breakeven $96.98 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.1k Model this call Put · $90 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $89.94 Implied vol 44.7% Delta -0.063 ≈6% ITM Gamma 0.025 Theta -0.065 Vega 0.011 Open interest 2.1k Model this put
23	20	—	—	$4.75	$0.07	-0.039	32.8%	215	81
Call · $91 In the money Snapshot session Aug 14, 2026 Last $4.75 Breakeven $95.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this call Put · $91 Snapshot session Aug 14, 2026 Last $0.07 Breakeven $90.93 Implied vol 32.8% Delta -0.039 ≈4% ITM Gamma 0.023 Theta -0.032 Vega 0.011 Open interest 81 Model this put
4	2	—	—	$3.82	$0.17	-0.063	31.8%	115	127
Call · $92 In the money Snapshot session Aug 13, 2026 Last $3.82 Breakeven $95.82 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $92 Snapshot session Aug 14, 2026 Last $0.17 Breakeven $91.83 Implied vol 31.8% Delta -0.063 ≈6% ITM Gamma 0.035 Theta -0.046 Vega 0.011 Open interest 127 Model this put
472	1	29.8%	0.927	$4.75	$0.13	-0.109	35.3%	215	2.8k
Call · $92.5 In the money Snapshot session Aug 14, 2026 Last $4.75 Breakeven $97.25 Implied vol 29.8% Delta 0.927 ≈93% ITM Gamma 0.042 Theta -0.05 Vega 0.019 Open interest 472 Model this call Put · $92.5 Snapshot session Aug 14, 2026 Last $0.13 Breakeven $92.37 Implied vol 35.3% Delta -0.109 ≈11% ITM Gamma 0.048 Theta -0.077 Vega 0.019 Open interest 2.8k Model this put
42	73	33.6%	0.876	$4.25	$0.22	-0.135	35.2%	60	169
Call · $93 In the money Snapshot session Aug 14, 2026 Last $4.25 Breakeven $97.25 Implied vol 33.6% Delta 0.876 ≈88% ITM Gamma 0.055 Theta -0.082 Vega 0.019 Open interest 42 Model this call Put · $93 Snapshot session Aug 14, 2026 Last $0.22 Breakeven $92.78 Implied vol 35.2% Delta -0.135 ≈13% ITM Gamma 0.056 Theta -0.089 Vega 0.029 Open interest 169 Model this put
81	65	30.1%	0.832	$3.35	$0.28	-0.17	30.4%	123	175
Call · $94 In the money Snapshot session Aug 14, 2026 Last $3.35 Breakeven $97.35 Implied vol 30.1% Delta 0.832 ≈83% ITM Gamma 0.075 Theta -0.089 Vega 0.029 Open interest 81 Model this call Put · $94 Snapshot session Aug 14, 2026 Last $0.28 Breakeven $93.72 Implied vol 30.4% Delta -0.17 ≈17% ITM Gamma 0.075 Theta -0.089 Vega 0.029 Open interest 175 Model this put
1.6k	53	28.2%	0.76	$2.65	$0.47	-0.251	29.6%	321	2.2k
Call · $95 In the money Snapshot session Aug 14, 2026 Last $2.65 Breakeven $97.65 Implied vol 28.2% Delta 0.76 ≈76% ITM Gamma 0.1 Theta -0.104 Vega 0.038 Open interest 1.6k Model this call Put · $95 Snapshot session Aug 14, 2026 Last $0.47 Breakeven $94.53 Implied vol 29.6% Delta -0.251 ≈25% ITM Gamma 0.097 Theta -0.109 Vega 0.038 Open interest 2.2k Model this put
344	1.1k	30.3%	0.64	$2.06	$0.75	-0.36	30.3%	404	255
Call · $96 In the money Snapshot session Aug 14, 2026 Last $2.06 Breakeven $98.06 Implied vol 30.3% Delta 0.64 ≈64% ITM Gamma 0.112 Theta -0.135 Vega 0.044 Open interest 344 Model this call Put · $96 Snapshot session Aug 14, 2026 Last $0.75 Breakeven $95.25 Implied vol 30.3% Delta -0.36 ≈36% ITM Gamma 0.112 Theta -0.133 Vega 0.044 Open interest 255 Model this put
3.3k	3.6k	29.1%	0.524	$1.35	$1.22	-0.477	30.4%	50	177
Call · $97 In the money Snapshot session Aug 14, 2026 Last $1.35 Breakeven $98.35 Implied vol 29.1% Delta 0.524 ≈52% ITM Gamma 0.124 Theta -0.137 Vega 0.044 Open interest 3.3k Model this call Put · $97 Snapshot session Aug 14, 2026 Last $1.22 Breakeven $95.78 Implied vol 30.4% Delta -0.477 ≈48% ITM Gamma 0.119 Theta -0.141 Vega 0.044 Open interest 177 Model this put
Underlying $97.16
344	362	28.8%	0.463	$1.12	$1.48	-0.532	31.9%	50	1.5k
Call · $97.5 Snapshot session Aug 14, 2026 Last $1.12 Breakeven $98.62 Implied vol 28.8% Delta 0.463 ≈46% ITM Gamma 0.124 Theta -0.134 Vega 0.044 Open interest 344 Model this call Put · $97.5 In the money Snapshot session Aug 14, 2026 Last $1.48 Breakeven $96.02 Implied vol 31.9% Delta -0.532 ≈53% ITM Gamma 0.112 Theta -0.147 Vega 0.044 Open interest 1.5k Model this put
255	91	29.4%	0.404	$0.91	$1.91	-0.591	30.8%	20	78
Call · $98 Snapshot session Aug 14, 2026 Last $0.91 Breakeven $98.91 Implied vol 29.4% Delta 0.404 ≈40% ITM Gamma 0.119 Theta -0.133 Vega 0.045 Open interest 255 Model this call Put · $98 In the money Snapshot session Aug 14, 2026 Last $1.91 Breakeven $96.09 Implied vol 30.8% Delta -0.591 ≈59% ITM Gamma 0.114 Theta -0.138 Vega 0.045 Open interest 78 Model this put
113	181	28.6%	0.288	$0.59	$3.95	-0.695	31.1%	1	167
Call · $99 Snapshot session Aug 14, 2026 Last $0.59 Breakeven $99.59 Implied vol 28.6% Delta 0.288 ≈29% ITM Gamma 0.107 Theta -0.114 Vega 0.039 Open interest 113 Model this call Put · $99 In the money Snapshot session Aug 13, 2026 Last $3.95 Breakeven $95.05 Implied vol 31.1% Delta -0.695 ≈69% ITM Gamma 0.101 Theta -0.125 Vega 0.039 Open interest 167 Model this put
4.4k	410	30.5%	0.209	$0.35	$4.50	-0.756	35.6%	5	3.1k
Call · $100 Snapshot session Aug 14, 2026 Last $0.35 Breakeven $100.35 Implied vol 30.5% Delta 0.209 ≈21% ITM Gamma 0.085 Theta -0.102 Vega 0.03 Open interest 4.4k Model this call Put · $100 In the money Snapshot session Aug 14, 2026 Last $4.50 Breakeven $95.50 Implied vol 35.6% Delta -0.756 ≈76% ITM Gamma 0.08 Theta -0.129 Vega 0.039 Open interest 3.1k Model this put
124	139	29.3%	0.126	$0.24	$7.00	-0.772	44.2%	1	45
Call · $101 Snapshot session Aug 14, 2026 Last $0.24 Breakeven $101.24 Implied vol 29.3% Delta 0.126 ≈13% ITM Gamma 0.064 Theta -0.071 Vega 0.02 Open interest 124 Model this call Put · $101 In the money Snapshot session Aug 11, 2026 Last $7.00 Breakeven $94.00 Implied vol 44.2% Delta -0.772 ≈77% ITM Gamma 0.062 Theta -0.155 Vega 0.03 Open interest 45 Model this put
324	101	30.9%	0.087	$0.14	$6.88	-0.904	32.2%	1	20
Call · $102 Snapshot session Aug 14, 2026 Last $0.14 Breakeven $102.14 Implied vol 30.9% Delta 0.087 ≈9% ITM Gamma 0.046 Theta -0.057 Vega 0.02 Open interest 324 Model this call Put · $102 In the money Snapshot session Aug 10, 2026 Last $6.88 Breakeven $95.12 Implied vol 32.2% Delta -0.904 ≈90% ITM Gamma 0.048 Theta -0.061 Vega 0.02 Open interest 20 Model this put
69	79	31.3%	0.054	$0.06	$7.34	-0.871	44.3%	5	14
Call · $103 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $103.06 Implied vol 31.3% Delta 0.054 ≈5% ITM Gamma 0.031 Theta -0.04 Vega 0.012 Open interest 69 Model this call Put · $103 In the money Snapshot session Aug 7, 2026 Last $7.34 Breakeven $95.66 Implied vol 44.3% Delta -0.871 ≈87% ITM Gamma 0.043 Theta -0.107 Vega 0.02 Open interest 14 Model this put
58	8	33.2%	0.037	$0.09	$7.00	-0.882	49%	1	6
Call · $104 Snapshot session Aug 10, 2026 Last $0.09 Breakeven $104.09 Implied vol 33.2% Delta 0.037 ≈4% ITM Gamma 0.022 Theta -0.031 Vega 0.012 Open interest 58 Model this call Put · $104 In the money Snapshot session Aug 6, 2026 Last $7.00 Breakeven $97.00 Implied vol 49% Delta -0.882 ≈88% ITM Gamma 0.036 Theta -0.11 Vega 0.02 Open interest 6 Model this put
4.2k	158	33.3%	0.021	$0.03	$8.31	—	—	376	248
Call · $105 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $105.03 Implied vol 33.3% Delta 0.021 ≈2% ITM Gamma 0.014 Theta -0.02 Vega 0.006 Open interest 4.2k Model this call Put · $105 In the money Snapshot session Aug 13, 2026 Last $8.31 Breakeven $96.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 248 Model this put
58	1	36.7%	0.02	$0.06	$6.80	-0.893	59.5%	511	1
Call · $106 Snapshot session Aug 13, 2026 Last $0.06 Breakeven $106.06 Implied vol 36.7% Delta 0.02 ≈2% ITM Gamma 0.012 Theta -0.02 Vega 0.006 Open interest 58 Model this call Put · $106 In the money Snapshot session Aug 5, 2026 Last $6.80 Breakeven $99.20 Implied vol 59.5% Delta -0.893 ≈89% ITM Gamma 0.028 Theta -0.125 Vega 0.021 Open interest 1 Model this put
34	12	42.6%	0.025	$0.01	$5.10	-0.89	66.5%	90	1
Call · $107 Snapshot session Aug 12, 2026 Last $0.01 Breakeven $107.01 Implied vol 42.6% Delta 0.025 ≈2% ITM Gamma 0.012 Theta -0.029 Vega 0.006 Open interest 34 Model this call Put · $107 In the money Snapshot session Jul 30, 2026 Last $5.10 Breakeven $101.90 Implied vol 66.5% Delta -0.89 ≈89% ITM Gamma 0.025 Theta -0.142 Vega 0.021 Open interest 1 Model this put
760	7	47.6%	0.027	$0.28	$11.67	-0.883	74.6%	376	251
Call · $108 Snapshot session Aug 11, 2026 Last $0.28 Breakeven $108.28 Implied vol 47.6% Delta 0.027 ≈3% ITM Gamma 0.012 Theta -0.034 Vega 0.006 Open interest 760 Model this call Put · $108 In the money Snapshot session Aug 13, 2026 Last $11.67 Breakeven $96.33 Implied vol 74.6% Delta -0.883 ≈88% ITM Gamma 0.024 Theta -0.167 Vega 0.021 Open interest 251 Model this put
586	3	69.6%	0.078	$0.22	$4.75	-0.893	77.8%	1	1
Call · $109 Snapshot session Aug 5, 2026 Last $0.22 Breakeven $109.22 Implied vol 69.6% Delta 0.078 ≈8% ITM Gamma 0.019 Theta -0.119 Vega 0.021 Open interest 586 Model this call Put · $109 In the money Snapshot session Jul 29, 2026 Last $4.75 Breakeven $104.25 Implied vol 77.8% Delta -0.893 ≈89% ITM Gamma 0.021 Theta -0.164 Vega 0.021 Open interest 1 Model this put
14.9k	66	79.8%	0.095	$0.02	$15.10	-0.922	75.1%	30	1
Call · $110 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $110.02 Implied vol 79.8% Delta 0.095 ≈9% ITM Gamma 0.019 Theta -0.156 Vega 0.021 Open interest 14.9k Model this call Put · $110 In the money Snapshot session Aug 13, 2026 Last $15.10 Breakeven $94.90 Implied vol 75.1% Delta -0.922 ≈92% ITM Gamma 0.018 Theta -0.126 Vega 0.021 Open interest 1 Model this put
69	1	56.6%	0.021	$0.25	$15.15	-0.898	87.8%	42	0
Call · $111 Snapshot session Aug 11, 2026 Last $0.25 Breakeven $111.25 Implied vol 56.6% Delta 0.021 ≈2% ITM Gamma 0.008 Theta -0.033 Vega 0.006 Open interest 69 Model this call Put · $111 In the money Snapshot session Aug 6, 2026 Last $15.15 Breakeven $95.85 Implied vol 87.8% Delta -0.898 ≈90% ITM Gamma 0.018 Theta -0.178 Vega 0.021 Open interest 0 Model this put
92	81	71%	0.043	$0.12	$7.30	-0.924	85.1%	2	0
Call · $112 Snapshot session Aug 5, 2026 Last $0.12 Breakeven $112.12 Implied vol 71% Delta 0.043 ≈4% ITM Gamma 0.012 Theta -0.075 Vega 0.012 Open interest 92 Model this call Put · $112 In the money Snapshot session Jul 23, 2026 Last $7.30 Breakeven $104.70 Implied vol 85.1% Delta -0.924 ≈92% ITM Gamma 0.015 Theta -0.14 Vega 0.021 Open interest 0 Model this put
36	1	60.6%	0.015	$0.22	$16.15	-0.915	92.9%	1	1
Call · $113 Snapshot session Aug 11, 2026 Last $0.22 Breakeven $113.22 Implied vol 60.6% Delta 0.015 ≈1% ITM Gamma 0.005 Theta -0.026 Vega 0.006 Open interest 36 Model this call Put · $113 In the money Snapshot session Aug 14, 2026 Last $16.15 Breakeven $96.85 Implied vol 92.9% Delta -0.915 ≈92% ITM Gamma 0.015 Theta -0.165 Vega 0.021 Open interest 1 Model this put
626	1	96.8%	0.081	$0.04	$9.27	-0.911	99.5%	2	0
Call · $114 Snapshot session Aug 6, 2026 Last $0.04 Breakeven $114.04 Implied vol 96.8% Delta 0.081 ≈8% ITM Gamma 0.014 Theta -0.169 Vega 0.021 Open interest 626 Model this call Put · $114 In the money Snapshot session Jul 29, 2026 Last $9.27 Breakeven $104.73 Implied vol 99.5% Delta -0.911 ≈91% ITM Gamma 0.015 Theta -0.182 Vega 0.021 Open interest 0 Model this put
1.2k	2	61.4%	0.009	$0.03	$19.20	-0.924	100.2%	57	0
Call · $115 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $115.03 Implied vol 61.4% Delta 0.009 ≈1% ITM Gamma 0.003 Theta -0.016 Vega 0.003 Open interest 1.2k Model this call Put · $115 In the money Snapshot session Aug 6, 2026 Last $19.20 Breakeven $95.80 Implied vol 100.2% Delta -0.924 ≈92% ITM Gamma 0.013 Theta -0.165 Vega 0.019 Open interest 0 Model this put
12	1	105.1%	0.076	$0.66	—	-0.933	99.8%	—	0
Call · $116 Snapshot session Aug 4, 2026 Last $0.66 Breakeven $116.66 Implied vol 105.1% Delta 0.076 ≈8% ITM Gamma 0.012 Theta -0.177 Vega 0.013 Open interest 12 Model this call Put · $116 In the money Snapshot session Unknown Last — Breakeven — Implied vol 99.8% Delta -0.933 ≈93% ITM Gamma 0.012 Theta -0.147 Vega 0.012 Open interest 0 Model this put
76	1	108.6%	0.074	$0.22	—	-0.919	112.1%	—	0
Call · $117 Snapshot session Aug 6, 2026 Last $0.22 Breakeven $117.22 Implied vol 108.6% Delta 0.074 ≈7% ITM Gamma 0.012 Theta -0.178 Vega 0.013 Open interest 76 Model this call Put · $117 In the money Snapshot session Unknown Last — Breakeven — Implied vol 112.1% Delta -0.919 ≈92% ITM Gamma 0.012 Theta -0.193 Vega 0.021 Open interest 0 Model this put
53	2	130.9%	0.112	$0.79	—	-0.921	116.2%	—	0
Call · $118 Snapshot session Aug 5, 2026 Last $0.79 Breakeven $118.79 Implied vol 130.9% Delta 0.112 ≈11% ITM Gamma 0.013 Theta -0.289 Vega 0.022 Open interest 53 Model this call Put · $118 In the money Snapshot session Unknown Last — Breakeven — Implied vol 116.2% Delta -0.921 ≈92% ITM Gamma 0.012 Theta -0.197 Vega 0.021 Open interest 0 Model this put
31	20	123%	0.084	$0.42	$11.11	-0.932	114.2%	3	0
Call · $119 Snapshot session Aug 4, 2026 Last $0.42 Breakeven $119.42 Implied vol 123% Delta 0.084 ≈8% ITM Gamma 0.011 Theta -0.221 Vega 0.022 Open interest 31 Model this call Put · $119 In the money Snapshot session Jul 22, 2026 Last $11.11 Breakeven $107.89 Implied vol 114.2% Delta -0.932 ≈93% ITM Gamma 0.01 Theta -0.171 Vega 0.013 Open interest 0 Model this put
9.8k	1	76.6%	0.009	$0.03	$16.36	-0.925	123.5%	10	0
Call · $120 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $120.03 Implied vol 76.6% Delta 0.009 ≈1% ITM Gamma 0.003 Theta -0.021 Vega 0.003 Open interest 9.8k Model this call Put · $120 In the money Snapshot session Jun 26, 2026 Last $16.36 Breakeven $103.64 Implied vol 123.5% Delta -0.925 ≈92% ITM Gamma 0.01 Theta -0.201 Vega 0.013 Open interest 0 Model this put
14	3	136.3%	0.091	$0.40	—	-0.924	128.8%	—	0
Call · $121 Snapshot session Jul 31, 2026 Last $0.40 Breakeven $121.40 Implied vol 136.3% Delta 0.091 ≈9% ITM Gamma 0.011 Theta -0.26 Vega 0.022 Open interest 14 Model this call Put · $121 In the money Snapshot session Unknown Last — Breakeven — Implied vol 128.8% Delta -0.924 ≈92% ITM Gamma 0.01 Theta -0.212 Vega 0.013 Open interest 0 Model this put
47	1	118.1%	0.053	$0.30	—	-0.937	124.3%	—	0
Call · $122 Snapshot session Aug 3, 2026 Last $0.30 Breakeven $122.30 Implied vol 118.1% Delta 0.053 ≈5% ITM Gamma 0.008 Theta -0.148 Vega 0.013 Open interest 47 Model this call Put · $122 In the money Snapshot session Unknown Last — Breakeven — Implied vol 124.3% Delta -0.937 ≈94% ITM Gamma 0.009 Theta -0.175 Vega 0.013 Open interest 0 Model this put
1.7k	2	111.5%	0.028	$0.27	—	-0.944	132.3%	—	0
Call · $125 Snapshot session Aug 11, 2026 Last $0.27 Breakeven $125.27 Implied vol 111.5% Delta 0.028 ≈3% ITM Gamma 0.005 Theta -0.082 Vega 0.006 Open interest 1.7k Model this call Put · $125 In the money Snapshot session Unknown Last — Breakeven — Implied vol 132.3% Delta -0.944 ≈94% ITM Gamma 0.008 Theta -0.169 Vega 0.013 Open interest 0 Model this put
646	2	119.3%	0.019	$0.02	—	-0.938	155.9%	—	0
Call · $130 Snapshot session Aug 5, 2026 Last $0.02 Breakeven $130.02 Implied vol 119.3% Delta 0.019 ≈2% ITM Gamma 0.003 Theta -0.063 Vega 0.007 Open interest 646 Model this call Put · $130 In the money Snapshot session Unknown Last — Breakeven — Implied vol 155.9% Delta -0.938 ≈94% ITM Gamma 0.007 Theta -0.215 Vega 0.013 Open interest 0 Model this put

Call · $42.5 In the money

Snapshot session: Jul 22, 2026
Last: $67.00
Breakeven: $109.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $42.5

Snapshot session: Jul 24, 2026
Last: $0.11
Breakeven: $42.39
Implied vol: 334.8%
Delta: -0.009 ≈1% ITM
Gamma: 0.001
Theta: -0.093
Vega: 0.004
Open interest: 41

Model this put

Call · $45 In the money

Snapshot session: Jul 22, 2026
Last: $64.77
Breakeven: $109.77
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $45

Snapshot session: Jul 14, 2026
Last: $0.01
Breakeven: $44.99
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 68

Model this put

Call · $47.5 In the money

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

Model this call

Put · $47.5

Snapshot session: Aug 5, 2026
Last: $0.10
Breakeven: $47.40
Implied vol: 302.6%
Delta: -0.012 ≈1% ITM
Gamma: 0.001
Theta: -0.112
Vega: 0.004
Open interest: 75

Model this put

Call · $50 In the money

Snapshot session: Jan 16, 2026
Last: $30.00
Breakeven: $80.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $50

Snapshot session: Aug 13, 2026
Last: $0.10
Breakeven: $49.90
Implied vol: 331.8%
Delta: -0.026 ≈3% ITM
Gamma: 0.002
Theta: -0.233
Vega: 0.008
Open interest: 61

Model this put

Call · $55 In the money

Snapshot session: Jul 22, 2026
Last: $52.95
Breakeven: $107.95
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $55

Snapshot session: Jul 24, 2026
Last: $0.03
Breakeven: $54.97
Implied vol: 203.3%
Delta: -0.005 ≈0% ITM
Gamma: 0.001
Theta: -0.034
Vega: 0.002
Open interest: 179

Model this put

Call · $60 In the money

Snapshot session: Jul 22, 2026
Last: $49.35
Breakeven: $109.35
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $60

Snapshot session: Aug 14, 2026
Last: $0.09
Breakeven: $59.91
Implied vol: 166.8%
Delta: -0.004 ≈0% ITM
Gamma: 0.001
Theta: -0.022
Vega: 0.002
Open interest: 274

Model this put

Call · $62.5 In the money

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

Model this call

Put · $62.5

Snapshot session: Aug 4, 2026
Last: $0.05
Breakeven: $62.45
Implied vol: 191.7%
Delta: -0.017 ≈2% ITM
Gamma: 0.002
Theta: -0.093
Vega: 0.005
Open interest: 111

Model this put

Call · $65 In the money

Snapshot session: Jul 22, 2026
Last: $45.15
Breakeven: $110.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $65

Snapshot session: Aug 14, 2026
Last: $0.03
Breakeven: $64.97
Implied vol: 153.2%
Delta: -0.008 ≈1% ITM
Gamma: 0.001
Theta: -0.039
Vega: 0.002
Open interest: 756

Model this put

Call · $67.5 In the money

Snapshot session: Jul 22, 2026
Last: $42.12
Breakeven: $109.62
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $67.5

Snapshot session: Aug 14, 2026
Last: $0.11
Breakeven: $67.39
Implied vol: 138.3%
Delta: -0.008 ≈1% ITM
Gamma: 0.001
Theta: -0.035
Vega: 0.002
Open interest: 507

Model this put

Call · $70 In the money

Snapshot session: Aug 14, 2026
Last: $25.65
Breakeven: $95.65
Implied vol: 133.3%
Delta: 0.987 ≈99% ITM
Gamma: 0.002
Theta: -0.05
Vega: 0.005
Open interest: 89

Model this call

Put · $70

Snapshot session: Aug 4, 2026
Last: $0.01
Breakeven: $69.99
Implied vol: 145.7%
Delta: -0.02 ≈2% ITM
Gamma: 0.003
Theta: -0.082
Vega: 0.005
Open interest: 3.7k

Model this put

Call · $72.5 In the money

Snapshot session: Jul 22, 2026
Last: $36.70
Breakeven: $109.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $72.5

Snapshot session: Aug 3, 2026
Last: $0.01
Breakeven: $72.49
Implied vol: 207%
Delta: -0.089 ≈9% ITM
Gamma: 0.007
Theta: -0.386
Vega: 0.017
Open interest: 462

Model this put

Call · $75 In the money

Snapshot session: Jul 23, 2026
Last: $32.29
Breakeven: $107.29
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 18

Model this call

Put · $75

Snapshot session: Aug 6, 2026
Last: $0.02
Breakeven: $74.98
Implied vol: 106.8%
Delta: -0.014 ≈1% ITM
Gamma: 0.003
Theta: -0.045
Vega: 0.005
Open interest: 530

Model this put

Call · $77.5 In the money

Snapshot session: Aug 3, 2026
Last: $27.60
Breakeven: $105.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 38

Model this call

Put · $77.5

Snapshot session: Aug 6, 2026
Last: $0.04
Breakeven: $77.46
Implied vol: 94.7%
Delta: -0.016 ≈2% ITM
Gamma: 0.004
Theta: -0.044
Vega: 0.005
Open interest: 532

Model this put

Call · $80 In the money

Snapshot session: Aug 14, 2026
Last: $17.35
Breakeven: $97.35
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 39

Model this call

Put · $80

Snapshot session: Aug 11, 2026
Last: $0.05
Breakeven: $79.95
Implied vol: 93.8%
Delta: -0.03 ≈3% ITM
Gamma: 0.007
Theta: -0.074
Vega: 0.01
Open interest: 593

Model this put

Call · $82 In the money

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

Model this call

Put · $82

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

Model this put

Call · $82.5 In the money

Snapshot session: Jul 22, 2026
Last: $27.25
Breakeven: $109.75
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $82.5

Snapshot session: Aug 13, 2026
Last: $0.05
Breakeven: $82.45
Implied vol: 76.4%
Delta: -0.026 ≈3% ITM
Gamma: 0.007
Theta: -0.055
Vega: 0.005
Open interest: 1.4k

Model this put

Call · $83 In the money

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

Model this call

Put · $83

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

Model this put

Call · $84 In the money

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

Model this call

Put · $84

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

Model this put

Call · $85 In the money

Snapshot session: Aug 12, 2026
Last: $9.79
Breakeven: $94.79
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 107

Model this call

Put · $85

Snapshot session: Aug 14, 2026
Last: $0.03
Breakeven: $84.97
Implied vol: 64.3%
Delta: -0.031 ≈3% ITM
Gamma: 0.01
Theta: -0.052
Vega: 0.011
Open interest: 818

Model this put

Call · $86 In the money

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

Model this call

Put · $86

Snapshot session: Aug 14, 2026
Last: $0.06
Breakeven: $85.94
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $87 In the money

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

Model this call

Put · $87

Snapshot session: Aug 14, 2026
Last: $0.05
Breakeven: $86.95
Implied vol: 50.2%
Delta: -0.025 ≈2% ITM
Gamma: 0.01
Theta: -0.034
Vega: 0.005
Open interest: 7

Model this put

Call · $87.5 In the money

Snapshot session: Aug 12, 2026
Last: $6.32
Breakeven: $93.82
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 108

Model this call

Put · $87.5

Snapshot session: Aug 14, 2026
Last: $0.01
Breakeven: $87.49
Implied vol: 55.7%
Delta: -0.048 ≈5% ITM
Gamma: 0.016
Theta: -0.064
Vega: 0.011
Open interest: 828

Model this put

Call · $88 In the money

Snapshot session: Aug 11, 2026
Last: $6.29
Breakeven: $94.29
Implied vol: 37.1%
Delta: 0.991 ≈99% ITM
Gamma: 0.006
Theta: -0.012
Vega: 0.002
Open interest: 4

Model this call

Put · $88

Snapshot session: Aug 14, 2026
Last: $0.02
Breakeven: $87.98
Implied vol: 48.3%
Delta: -0.034 ≈3% ITM
Gamma: 0.014
Theta: -0.042
Vega: 0.011
Open interest: 28

Model this put

Call · $89 In the money

Snapshot session: Aug 11, 2026
Last: $5.35
Breakeven: $94.35
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $89

Snapshot session: Aug 14, 2026
Last: $0.06
Breakeven: $88.94
Implied vol: 48.5%
Delta: -0.054 ≈5% ITM
Gamma: 0.02
Theta: -0.062
Vega: 0.011
Open interest: 57

Model this put

Call · $90 In the money

Snapshot session: Aug 14, 2026
Last: $6.98
Breakeven: $96.98
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1.1k

Model this call

Put · $90

Snapshot session: Aug 14, 2026
Last: $0.06
Breakeven: $89.94
Implied vol: 44.7%
Delta: -0.063 ≈6% ITM
Gamma: 0.025
Theta: -0.065
Vega: 0.011
Open interest: 2.1k

Model this put

Call · $91 In the money

Snapshot session: Aug 14, 2026
Last: $4.75
Breakeven: $95.75
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 23

Model this call

Put · $91

Snapshot session: Aug 14, 2026
Last: $0.07
Breakeven: $90.93
Implied vol: 32.8%
Delta: -0.039 ≈4% ITM
Gamma: 0.023
Theta: -0.032
Vega: 0.011
Open interest: 81

Model this put

Call · $92 In the money

Snapshot session: Aug 13, 2026
Last: $3.82
Breakeven: $95.82
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $92

Snapshot session: Aug 14, 2026
Last: $0.17
Breakeven: $91.83
Implied vol: 31.8%
Delta: -0.063 ≈6% ITM
Gamma: 0.035
Theta: -0.046
Vega: 0.011
Open interest: 127

Model this put

Call · $92.5 In the money

Snapshot session: Aug 14, 2026
Last: $4.75
Breakeven: $97.25
Implied vol: 29.8%
Delta: 0.927 ≈93% ITM
Gamma: 0.042
Theta: -0.05
Vega: 0.019
Open interest: 472

Model this call

Put · $92.5

Snapshot session: Aug 14, 2026
Last: $0.13
Breakeven: $92.37
Implied vol: 35.3%
Delta: -0.109 ≈11% ITM
Gamma: 0.048
Theta: -0.077
Vega: 0.019
Open interest: 2.8k

Model this put

Call · $93 In the money

Snapshot session: Aug 14, 2026
Last: $4.25
Breakeven: $97.25
Implied vol: 33.6%
Delta: 0.876 ≈88% ITM
Gamma: 0.055
Theta: -0.082
Vega: 0.019
Open interest: 42

Model this call

Put · $93

Snapshot session: Aug 14, 2026
Last: $0.22
Breakeven: $92.78
Implied vol: 35.2%
Delta: -0.135 ≈13% ITM
Gamma: 0.056
Theta: -0.089
Vega: 0.029
Open interest: 169

Model this put

Call · $94 In the money

Snapshot session: Aug 14, 2026
Last: $3.35
Breakeven: $97.35
Implied vol: 30.1%
Delta: 0.832 ≈83% ITM
Gamma: 0.075
Theta: -0.089
Vega: 0.029
Open interest: 81

Model this call

Put · $94

Snapshot session: Aug 14, 2026
Last: $0.28
Breakeven: $93.72
Implied vol: 30.4%
Delta: -0.17 ≈17% ITM
Gamma: 0.075
Theta: -0.089
Vega: 0.029
Open interest: 175

Model this put

Call · $95 In the money

Snapshot session: Aug 14, 2026
Last: $2.65
Breakeven: $97.65
Implied vol: 28.2%
Delta: 0.76 ≈76% ITM
Gamma: 0.1
Theta: -0.104
Vega: 0.038
Open interest: 1.6k

Model this call

Put · $95

Snapshot session: Aug 14, 2026
Last: $0.47
Breakeven: $94.53
Implied vol: 29.6%
Delta: -0.251 ≈25% ITM
Gamma: 0.097
Theta: -0.109
Vega: 0.038
Open interest: 2.2k

Model this put

Call · $96 In the money

Snapshot session: Aug 14, 2026
Last: $2.06
Breakeven: $98.06
Implied vol: 30.3%
Delta: 0.64 ≈64% ITM
Gamma: 0.112
Theta: -0.135
Vega: 0.044
Open interest: 344

Model this call

Put · $96

Snapshot session: Aug 14, 2026
Last: $0.75
Breakeven: $95.25
Implied vol: 30.3%
Delta: -0.36 ≈36% ITM
Gamma: 0.112
Theta: -0.133
Vega: 0.044
Open interest: 255

Model this put

Call · $97 In the money

Snapshot session: Aug 14, 2026
Last: $1.35
Breakeven: $98.35
Implied vol: 29.1%
Delta: 0.524 ≈52% ITM
Gamma: 0.124
Theta: -0.137
Vega: 0.044
Open interest: 3.3k

Model this call

Put · $97

Snapshot session: Aug 14, 2026
Last: $1.22
Breakeven: $95.78
Implied vol: 30.4%
Delta: -0.477 ≈48% ITM
Gamma: 0.119
Theta: -0.141
Vega: 0.044
Open interest: 177

Model this put

Call · $97.5

Snapshot session: Aug 14, 2026
Last: $1.12
Breakeven: $98.62
Implied vol: 28.8%
Delta: 0.463 ≈46% ITM
Gamma: 0.124
Theta: -0.134
Vega: 0.044
Open interest: 344

Model this call

Put · $97.5 In the money

Snapshot session: Aug 14, 2026
Last: $1.48
Breakeven: $96.02
Implied vol: 31.9%
Delta: -0.532 ≈53% ITM
Gamma: 0.112
Theta: -0.147
Vega: 0.044
Open interest: 1.5k

Model this put

Call · $98

Snapshot session: Aug 14, 2026
Last: $0.91
Breakeven: $98.91
Implied vol: 29.4%
Delta: 0.404 ≈40% ITM
Gamma: 0.119
Theta: -0.133
Vega: 0.045
Open interest: 255

Model this call

Put · $98 In the money

Snapshot session: Aug 14, 2026
Last: $1.91
Breakeven: $96.09
Implied vol: 30.8%
Delta: -0.591 ≈59% ITM
Gamma: 0.114
Theta: -0.138
Vega: 0.045
Open interest: 78

Model this put

Call · $99

Snapshot session: Aug 14, 2026
Last: $0.59
Breakeven: $99.59
Implied vol: 28.6%
Delta: 0.288 ≈29% ITM
Gamma: 0.107
Theta: -0.114
Vega: 0.039
Open interest: 113

Model this call

Put · $99 In the money

Snapshot session: Aug 13, 2026
Last: $3.95
Breakeven: $95.05
Implied vol: 31.1%
Delta: -0.695 ≈69% ITM
Gamma: 0.101
Theta: -0.125
Vega: 0.039
Open interest: 167

Model this put

Call · $100

Snapshot session: Aug 14, 2026
Last: $0.35
Breakeven: $100.35
Implied vol: 30.5%
Delta: 0.209 ≈21% ITM
Gamma: 0.085
Theta: -0.102
Vega: 0.03
Open interest: 4.4k

Model this call

Put · $100 In the money

Snapshot session: Aug 14, 2026
Last: $4.50
Breakeven: $95.50
Implied vol: 35.6%
Delta: -0.756 ≈76% ITM
Gamma: 0.08
Theta: -0.129
Vega: 0.039
Open interest: 3.1k

Model this put

Call · $101

Snapshot session: Aug 14, 2026
Last: $0.24
Breakeven: $101.24
Implied vol: 29.3%
Delta: 0.126 ≈13% ITM
Gamma: 0.064
Theta: -0.071
Vega: 0.02
Open interest: 124

Model this call

Put · $101 In the money

Snapshot session: Aug 11, 2026
Last: $7.00
Breakeven: $94.00
Implied vol: 44.2%
Delta: -0.772 ≈77% ITM
Gamma: 0.062
Theta: -0.155
Vega: 0.03
Open interest: 45

Model this put

Call · $102

Snapshot session: Aug 14, 2026
Last: $0.14
Breakeven: $102.14
Implied vol: 30.9%
Delta: 0.087 ≈9% ITM
Gamma: 0.046
Theta: -0.057
Vega: 0.02
Open interest: 324

Model this call

Put · $102 In the money

Snapshot session: Aug 10, 2026
Last: $6.88
Breakeven: $95.12
Implied vol: 32.2%
Delta: -0.904 ≈90% ITM
Gamma: 0.048
Theta: -0.061
Vega: 0.02
Open interest: 20

Model this put

Call · $103

Snapshot session: Aug 14, 2026
Last: $0.06
Breakeven: $103.06
Implied vol: 31.3%
Delta: 0.054 ≈5% ITM
Gamma: 0.031
Theta: -0.04
Vega: 0.012
Open interest: 69

Model this call

Put · $103 In the money

Snapshot session: Aug 7, 2026
Last: $7.34
Breakeven: $95.66
Implied vol: 44.3%
Delta: -0.871 ≈87% ITM
Gamma: 0.043
Theta: -0.107
Vega: 0.02
Open interest: 14

Model this put

Call · $104

Snapshot session: Aug 10, 2026
Last: $0.09
Breakeven: $104.09
Implied vol: 33.2%
Delta: 0.037 ≈4% ITM
Gamma: 0.022
Theta: -0.031
Vega: 0.012
Open interest: 58

Model this call

Put · $104 In the money

Snapshot session: Aug 6, 2026
Last: $7.00
Breakeven: $97.00
Implied vol: 49%
Delta: -0.882 ≈88% ITM
Gamma: 0.036
Theta: -0.11
Vega: 0.02
Open interest: 6

Model this put

Call · $105

Snapshot session: Aug 14, 2026
Last: $0.03
Breakeven: $105.03
Implied vol: 33.3%
Delta: 0.021 ≈2% ITM
Gamma: 0.014
Theta: -0.02
Vega: 0.006
Open interest: 4.2k

Model this call

Put · $105 In the money

Snapshot session: Aug 13, 2026
Last: $8.31
Breakeven: $96.69
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 248

Model this put

Call · $106

Snapshot session: Aug 13, 2026
Last: $0.06
Breakeven: $106.06
Implied vol: 36.7%
Delta: 0.02 ≈2% ITM
Gamma: 0.012
Theta: -0.02
Vega: 0.006
Open interest: 58

Model this call

Put · $106 In the money

Snapshot session: Aug 5, 2026
Last: $6.80
Breakeven: $99.20
Implied vol: 59.5%
Delta: -0.893 ≈89% ITM
Gamma: 0.028
Theta: -0.125
Vega: 0.021
Open interest: 1

Model this put

Call · $107

Snapshot session: Aug 12, 2026
Last: $0.01
Breakeven: $107.01
Implied vol: 42.6%
Delta: 0.025 ≈2% ITM
Gamma: 0.012
Theta: -0.029
Vega: 0.006
Open interest: 34

Model this call

Put · $107 In the money

Snapshot session: Jul 30, 2026
Last: $5.10
Breakeven: $101.90
Implied vol: 66.5%
Delta: -0.89 ≈89% ITM
Gamma: 0.025
Theta: -0.142
Vega: 0.021
Open interest: 1

Model this put

Call · $108

Snapshot session: Aug 11, 2026
Last: $0.28
Breakeven: $108.28
Implied vol: 47.6%
Delta: 0.027 ≈3% ITM
Gamma: 0.012
Theta: -0.034
Vega: 0.006
Open interest: 760

Model this call

Put · $108 In the money

Snapshot session: Aug 13, 2026
Last: $11.67
Breakeven: $96.33
Implied vol: 74.6%
Delta: -0.883 ≈88% ITM
Gamma: 0.024
Theta: -0.167
Vega: 0.021
Open interest: 251

Model this put

Call · $109

Snapshot session: Aug 5, 2026
Last: $0.22
Breakeven: $109.22
Implied vol: 69.6%
Delta: 0.078 ≈8% ITM
Gamma: 0.019
Theta: -0.119
Vega: 0.021
Open interest: 586

Model this call

Put · $109 In the money

Snapshot session: Jul 29, 2026
Last: $4.75
Breakeven: $104.25
Implied vol: 77.8%
Delta: -0.893 ≈89% ITM
Gamma: 0.021
Theta: -0.164
Vega: 0.021
Open interest: 1

Model this put

Call · $110

Snapshot session: Aug 14, 2026
Last: $0.02
Breakeven: $110.02
Implied vol: 79.8%
Delta: 0.095 ≈9% ITM
Gamma: 0.019
Theta: -0.156
Vega: 0.021
Open interest: 14.9k

Model this call

Put · $110 In the money

Snapshot session: Aug 13, 2026
Last: $15.10
Breakeven: $94.90
Implied vol: 75.1%
Delta: -0.922 ≈92% ITM
Gamma: 0.018
Theta: -0.126
Vega: 0.021
Open interest: 1

Model this put

Call · $111

Snapshot session: Aug 11, 2026
Last: $0.25
Breakeven: $111.25
Implied vol: 56.6%
Delta: 0.021 ≈2% ITM
Gamma: 0.008
Theta: -0.033
Vega: 0.006
Open interest: 69

Model this call

Put · $111 In the money

Snapshot session: Aug 6, 2026
Last: $15.15
Breakeven: $95.85
Implied vol: 87.8%
Delta: -0.898 ≈90% ITM
Gamma: 0.018
Theta: -0.178
Vega: 0.021
Open interest: 0

Model this put

Call · $112

Snapshot session: Aug 5, 2026
Last: $0.12
Breakeven: $112.12
Implied vol: 71%
Delta: 0.043 ≈4% ITM
Gamma: 0.012
Theta: -0.075
Vega: 0.012
Open interest: 92

Model this call

Put · $112 In the money

Snapshot session: Jul 23, 2026
Last: $7.30
Breakeven: $104.70
Implied vol: 85.1%
Delta: -0.924 ≈92% ITM
Gamma: 0.015
Theta: -0.14
Vega: 0.021
Open interest: 0

Model this put

Call · $113

Snapshot session: Aug 11, 2026
Last: $0.22
Breakeven: $113.22
Implied vol: 60.6%
Delta: 0.015 ≈1% ITM
Gamma: 0.005
Theta: -0.026
Vega: 0.006
Open interest: 36

Model this call

Put · $113 In the money

Snapshot session: Aug 14, 2026
Last: $16.15
Breakeven: $96.85
Implied vol: 92.9%
Delta: -0.915 ≈92% ITM
Gamma: 0.015
Theta: -0.165
Vega: 0.021
Open interest: 1

Model this put

Call · $114

Snapshot session: Aug 6, 2026
Last: $0.04
Breakeven: $114.04
Implied vol: 96.8%
Delta: 0.081 ≈8% ITM
Gamma: 0.014
Theta: -0.169
Vega: 0.021
Open interest: 626

Model this call

Put · $114 In the money

Snapshot session: Jul 29, 2026
Last: $9.27
Breakeven: $104.73
Implied vol: 99.5%
Delta: -0.911 ≈91% ITM
Gamma: 0.015
Theta: -0.182
Vega: 0.021
Open interest: 0

Model this put

Call · $115

Snapshot session: Aug 14, 2026
Last: $0.03
Breakeven: $115.03
Implied vol: 61.4%
Delta: 0.009 ≈1% ITM
Gamma: 0.003
Theta: -0.016
Vega: 0.003
Open interest: 1.2k

Model this call

Put · $115 In the money

Snapshot session: Aug 6, 2026
Last: $19.20
Breakeven: $95.80
Implied vol: 100.2%
Delta: -0.924 ≈92% ITM
Gamma: 0.013
Theta: -0.165
Vega: 0.019
Open interest: 0

Model this put

Call · $116

Snapshot session: Aug 4, 2026
Last: $0.66
Breakeven: $116.66
Implied vol: 105.1%
Delta: 0.076 ≈8% ITM
Gamma: 0.012
Theta: -0.177
Vega: 0.013
Open interest: 12

Model this call

Put · $116 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 99.8%
Delta: -0.933 ≈93% ITM
Gamma: 0.012
Theta: -0.147
Vega: 0.012
Open interest: 0

Model this put

Call · $117

Snapshot session: Aug 6, 2026
Last: $0.22
Breakeven: $117.22
Implied vol: 108.6%
Delta: 0.074 ≈7% ITM
Gamma: 0.012
Theta: -0.178
Vega: 0.013
Open interest: 76

Model this call

Put · $117 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 112.1%
Delta: -0.919 ≈92% ITM
Gamma: 0.012
Theta: -0.193
Vega: 0.021
Open interest: 0

Model this put

Call · $118

Snapshot session: Aug 5, 2026
Last: $0.79
Breakeven: $118.79
Implied vol: 130.9%
Delta: 0.112 ≈11% ITM
Gamma: 0.013
Theta: -0.289
Vega: 0.022
Open interest: 53

Model this call

Put · $118 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 116.2%
Delta: -0.921 ≈92% ITM
Gamma: 0.012
Theta: -0.197
Vega: 0.021
Open interest: 0

Model this put

Call · $119

Snapshot session: Aug 4, 2026
Last: $0.42
Breakeven: $119.42
Implied vol: 123%
Delta: 0.084 ≈8% ITM
Gamma: 0.011
Theta: -0.221
Vega: 0.022
Open interest: 31

Model this call

Put · $119 In the money

Snapshot session: Jul 22, 2026
Last: $11.11
Breakeven: $107.89
Implied vol: 114.2%
Delta: -0.932 ≈93% ITM
Gamma: 0.01
Theta: -0.171
Vega: 0.013
Open interest: 0

Model this put

Call · $120

Snapshot session: Aug 14, 2026
Last: $0.03
Breakeven: $120.03
Implied vol: 76.6%
Delta: 0.009 ≈1% ITM
Gamma: 0.003
Theta: -0.021
Vega: 0.003
Open interest: 9.8k

Model this call

Put · $120 In the money

Snapshot session: Jun 26, 2026
Last: $16.36
Breakeven: $103.64
Implied vol: 123.5%
Delta: -0.925 ≈92% ITM
Gamma: 0.01
Theta: -0.201
Vega: 0.013
Open interest: 0

Model this put

Call · $121

Snapshot session: Jul 31, 2026
Last: $0.40
Breakeven: $121.40
Implied vol: 136.3%
Delta: 0.091 ≈9% ITM
Gamma: 0.011
Theta: -0.26
Vega: 0.022
Open interest: 14

Model this call

Put · $121 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 128.8%
Delta: -0.924 ≈92% ITM
Gamma: 0.01
Theta: -0.212
Vega: 0.013
Open interest: 0

Model this put

Call · $122

Snapshot session: Aug 3, 2026
Last: $0.30
Breakeven: $122.30
Implied vol: 118.1%
Delta: 0.053 ≈5% ITM
Gamma: 0.008
Theta: -0.148
Vega: 0.013
Open interest: 47

Model this call

Put · $122 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 124.3%
Delta: -0.937 ≈94% ITM
Gamma: 0.009
Theta: -0.175
Vega: 0.013
Open interest: 0

Model this put

Call · $125

Snapshot session: Aug 11, 2026
Last: $0.27
Breakeven: $125.27
Implied vol: 111.5%
Delta: 0.028 ≈3% ITM
Gamma: 0.005
Theta: -0.082
Vega: 0.006
Open interest: 1.7k

Model this call

Put · $125 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 132.3%
Delta: -0.944 ≈94% ITM
Gamma: 0.008
Theta: -0.169
Vega: 0.013
Open interest: 0

Model this put

Call · $130

Snapshot session: Aug 5, 2026
Last: $0.02
Breakeven: $130.02
Implied vol: 119.3%
Delta: 0.019 ≈2% ITM
Gamma: 0.003
Theta: -0.063
Vega: 0.007
Open interest: 646

Model this call

Put · $130 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 155.9%
Delta: -0.938 ≈94% ITM
Gamma: 0.007
Theta: -0.215
Vega: 0.013
Open interest: 0

Model this put

CVS · CVS HEALTH Corp

Options Chain

Positioning

Chain