DAL Stock — Delta Air Lines, Inc.: Options Chain

Calls		Puts
4	1	—	—	$44.80	$0.02	-0.01	265.5%	1	0
Call · $45 In the money Snapshot session Aug 14, 2026 Last $44.80 Breakeven $89.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $45 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $44.98 Implied vol 265.5% Delta -0.01 ≈1% ITM Gamma 0.001 Theta -0.072 Vega 0.004 Open interest 0 Model this put
2	4	257.6%	0.98	$39.80	—	—	—	—	0
Call · $50 In the money Snapshot session Aug 14, 2026 Last $39.80 Breakeven $89.80 Implied vol 257.6% Delta 0.98 ≈98% ITM Gamma 0.002 Theta -0.131 Vega 0.004 Open interest 2 Model this call Put · $50 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	3	165.8%	0.994	$34.48	—	—	—	—	0
Call · $55 In the money Snapshot session Aug 12, 2026 Last $34.48 Breakeven $89.48 Implied vol 165.8% Delta 0.994 ≈99% ITM Gamma 0.001 Theta -0.029 Vega 0.002 Open interest 4 Model this call Put · $55 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
41	1	189.8%	0.969	$30.60	$0.01	-0.007	138.9%	10	252
Call · $60 In the money Snapshot session Aug 14, 2026 Last $30.60 Breakeven $90.60 Implied vol 189.8% Delta 0.969 ≈97% ITM Gamma 0.003 Theta -0.138 Vega 0.009 Open interest 41 Model this call Put · $60 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $59.99 Implied vol 138.9% Delta -0.007 ≈1% ITM Gamma 0.001 Theta -0.025 Vega 0.002 Open interest 252 Model this put
0	—	156.6%	0.963	—	$0.02	-0.006	109.2%	8	614
Call · $65 In the money Snapshot session Unknown Last — Breakeven — Implied vol 156.6% Delta 0.963 ≈96% ITM Gamma 0.005 Theta -0.131 Vega 0.009 Open interest 0 Model this call Put · $65 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $64.98 Implied vol 109.2% Delta -0.006 ≈1% ITM Gamma 0.001 Theta -0.019 Vega 0.002 Open interest 614 Model this put
102	67	87.1%	0.992	$20.72	$0.01	-0.005	81.6%	2	464
Call · $70 In the money Snapshot session Aug 11, 2026 Last $20.72 Breakeven $90.72 Implied vol 87.1% Delta 0.992 ≈99% ITM Gamma 0.002 Theta -0.023 Vega 0.002 Open interest 102 Model this call Put · $70 Snapshot session Aug 13, 2026 Last $0.01 Breakeven $69.99 Implied vol 81.6% Delta -0.005 ≈0% ITM Gamma 0.002 Theta -0.012 Vega 0.002 Open interest 464 Model this put
126	1	75.7%	0.991	$21.06	$0.03	-0.007	73.3%	7	609
Call · $72.5 In the money Snapshot session Aug 4, 2026 Last $21.06 Breakeven $93.56 Implied vol 75.7% Delta 0.991 ≈99% ITM Gamma 0.003 Theta -0.022 Vega 0.002 Open interest 126 Model this call Put · $72.5 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $72.47 Implied vol 73.3% Delta -0.007 ≈1% ITM Gamma 0.002 Theta -0.015 Vega 0.002 Open interest 609 Model this put
1	1	73.5%	0.991	$14.97	$0.06	-0.014	79.3%	1	41
Call · $73 In the money Snapshot session Jul 30, 2026 Last $14.97 Breakeven $87.97 Implied vol 73.5% Delta 0.991 ≈99% ITM Gamma 0.003 Theta -0.022 Vega 0.002 Open interest 1 Model this call Put · $73 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $72.94 Implied vol 79.3% Delta -0.014 ≈1% ITM Gamma 0.004 Theta -0.028 Vega 0.005 Open interest 41 Model this put
4	4	93%	0.96	$15.52	$0.04	-0.015	74.5%	1	13
Call · $74 In the money Snapshot session Aug 11, 2026 Last $15.52 Breakeven $89.52 Implied vol 93% Delta 0.96 ≈96% ITM Gamma 0.008 Theta -0.085 Vega 0.01 Open interest 4 Model this call Put · $74 Snapshot session Aug 7, 2026 Last $0.04 Breakeven $73.96 Implied vol 74.5% Delta -0.015 ≈1% ITM Gamma 0.005 Theta -0.028 Vega 0.005 Open interest 13 Model this put
97	2	—	—	$16.90	$0.01	-0.007	60.6%	7	3.4k
Call · $75 In the money Snapshot session Aug 7, 2026 Last $16.90 Breakeven $91.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 97 Model this call Put · $75 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $74.99 Implied vol 60.6% Delta -0.007 ≈1% ITM Gamma 0.003 Theta -0.011 Vega 0.002 Open interest 3.4k Model this put
0	—	60.4%	0.99	—	$0.06	-0.026	72.2%	4	14
Call · $76 In the money Snapshot session Unknown Last — Breakeven — Implied vol 60.4% Delta 0.99 ≈99% ITM Gamma 0.004 Theta -0.021 Vega 0.002 Open interest 0 Model this call Put · $76 Snapshot session Aug 5, 2026 Last $0.06 Breakeven $75.94 Implied vol 72.2% Delta -0.026 ≈3% ITM Gamma 0.008 Theta -0.043 Vega 0.005 Open interest 14 Model this put
3	3	85.9%	0.936	$12.97	$0.04	-0.015	58.8%	3	237
Call · $77 In the money Snapshot session Aug 10, 2026 Last $12.97 Breakeven $89.97 Implied vol 85.9% Delta 0.936 ≈94% ITM Gamma 0.013 Theta -0.114 Vega 0.018 Open interest 3 Model this call Put · $77 Snapshot session Aug 11, 2026 Last $0.04 Breakeven $76.96 Implied vol 58.8% Delta -0.015 ≈1% ITM Gamma 0.006 Theta -0.022 Vega 0.005 Open interest 237 Model this put
64	2	54%	0.989	$12.06	$0.02	-0.012	54.6%	196	357
Call · $77.5 In the money Snapshot session Aug 14, 2026 Last $12.06 Breakeven $89.56 Implied vol 54% Delta 0.989 ≈99% ITM Gamma 0.005 Theta -0.021 Vega 0.002 Open interest 64 Model this call Put · $77.5 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $77.48 Implied vol 54.6% Delta -0.012 ≈1% ITM Gamma 0.005 Theta -0.017 Vega 0.005 Open interest 357 Model this put
3	1	—	—	$12.64	$0.05	-0.022	58.2%	15	32
Call · $78 In the money Snapshot session Aug 10, 2026 Last $12.64 Breakeven $90.64 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $78 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $77.95 Implied vol 58.2% Delta -0.022 ≈2% ITM Gamma 0.008 Theta -0.031 Vega 0.005 Open interest 32 Model this put
11	1	—	—	$10.79	$0.02	-0.011	47%	10	128
Call · $79 In the money Snapshot session Aug 11, 2026 Last $10.79 Breakeven $89.79 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $79 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $78.98 Implied vol 47% Delta -0.011 ≈1% ITM Gamma 0.006 Theta -0.014 Vega 0.002 Open interest 128 Model this put
194	3	—	—	$9.52	$0.06	-0.024	48.5%	33	964
Call · $80 In the money Snapshot session Aug 14, 2026 Last $9.52 Breakeven $89.52 Implied vol — Delta — Gamma — Theta — Vega — Open interest 194 Model this call Put · $80 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $79.94 Implied vol 48.5% Delta -0.024 ≈2% ITM Gamma 0.011 Theta -0.028 Vega 0.005 Open interest 964 Model this put
19	20	—	—	$8.00	$0.07	-0.022	42.3%	4	256
Call · $81 In the money Snapshot session Jul 31, 2026 Last $8.00 Breakeven $89.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 19 Model this call Put · $81 Snapshot session Aug 14, 2026 Last $0.07 Breakeven $80.93 Implied vol 42.3% Delta -0.022 ≈2% ITM Gamma 0.012 Theta -0.022 Vega 0.005 Open interest 256 Model this put
34	1	41.7%	0.963	$11.08	$0.07	-0.035	41.3%	13	178
Call · $82 In the money Snapshot session Aug 6, 2026 Last $11.08 Breakeven $93.08 Implied vol 41.7% Delta 0.963 ≈96% ITM Gamma 0.018 Theta -0.039 Vega 0.011 Open interest 34 Model this call Put · $82 Snapshot session Aug 14, 2026 Last $0.07 Breakeven $81.93 Implied vol 41.3% Delta -0.035 ≈3% ITM Gamma 0.017 Theta -0.032 Vega 0.011 Open interest 178 Model this put
124	5	—	—	$7.23	$0.09	-0.046	41.2%	35	1.7k
Call · $82.5 In the money Snapshot session Aug 14, 2026 Last $7.23 Breakeven $89.73 Implied vol — Delta — Gamma — Theta — Vega — Open interest 124 Model this call Put · $82.5 Snapshot session Aug 14, 2026 Last $0.09 Breakeven $82.41 Implied vol 41.2% Delta -0.046 ≈5% ITM Gamma 0.022 Theta -0.04 Vega 0.011 Open interest 1.7k Model this put
61	2	—	—	$7.12	$0.08	-0.047	38.3%	26	1.1k
Call · $83 In the money Snapshot session Aug 14, 2026 Last $7.12 Breakeven $90.12 Implied vol — Delta — Gamma — Theta — Vega — Open interest 61 Model this call Put · $83 Snapshot session Aug 14, 2026 Last $0.08 Breakeven $82.92 Implied vol 38.3% Delta -0.047 ≈5% ITM Gamma 0.023 Theta -0.038 Vega 0.011 Open interest 1.1k Model this put
198	3	32.1%	0.954	$6.46	$0.15	-0.065	36.3%	144	233
Call · $84 In the money Snapshot session Aug 10, 2026 Last $6.46 Breakeven $90.46 Implied vol 32.1% Delta 0.954 ≈95% ITM Gamma 0.028 Theta -0.036 Vega 0.011 Open interest 198 Model this call Put · $84 Snapshot session Aug 14, 2026 Last $0.15 Breakeven $83.85 Implied vol 36.3% Delta -0.065 ≈6% ITM Gamma 0.033 Theta -0.047 Vega 0.018 Open interest 233 Model this put
903	72	—	—	$4.64	$0.24	-0.124	39.1%	100	2.2k
Call · $85 In the money Snapshot session Aug 14, 2026 Last $4.64 Breakeven $89.64 Implied vol — Delta — Gamma — Theta — Vega — Open interest 903 Model this call Put · $85 Snapshot session Aug 14, 2026 Last $0.24 Breakeven $84.76 Implied vol 39.1% Delta -0.124 ≈12% ITM Gamma 0.049 Theta -0.082 Vega 0.019 Open interest 2.2k Model this put
193	15	—	—	$3.71	$0.40	-0.152	33.7%	38	179
Call · $86 In the money Snapshot session Aug 14, 2026 Last $3.71 Breakeven $89.71 Implied vol — Delta — Gamma — Theta — Vega — Open interest 193 Model this call Put · $86 Snapshot session Aug 14, 2026 Last $0.40 Breakeven $85.60 Implied vol 33.7% Delta -0.152 ≈15% ITM Gamma 0.064 Theta -0.079 Vega 0.028 Open interest 179 Model this put
420	6	40.6%	0.734	$3.05	$0.62	-0.249	37.3%	441	527
Call · $87 In the money Snapshot session Aug 14, 2026 Last $3.05 Breakeven $90.05 Implied vol 40.6% Delta 0.734 ≈73% ITM Gamma 0.074 Theta -0.139 Vega 0.037 Open interest 420 Model this call Put · $87 Snapshot session Aug 14, 2026 Last $0.62 Breakeven $86.38 Implied vol 37.3% Delta -0.249 ≈25% ITM Gamma 0.079 Theta -0.119 Vega 0.037 Open interest 527 Model this put
539	69	27.9%	0.768	$3.95	$0.78	-0.294	37.9%	277	3.4k
Call · $87.5 In the money Snapshot session Aug 14, 2026 Last $3.95 Breakeven $91.45 Implied vol 27.9% Delta 0.768 ≈77% ITM Gamma 0.102 Theta -0.092 Vega 0.037 Open interest 539 Model this call Put · $87.5 Snapshot session Aug 14, 2026 Last $0.78 Breakeven $86.72 Implied vol 37.9% Delta -0.294 ≈29% ITM Gamma 0.084 Theta -0.131 Vega 0.037 Open interest 3.4k Model this put
1.1k	11	29.3%	0.702	$2.21	$1.00	-0.338	38.5%	151	263
Call · $88 In the money Snapshot session Aug 14, 2026 Last $2.21 Breakeven $90.21 Implied vol 29.3% Delta 0.702 ≈70% ITM Gamma 0.109 Theta -0.107 Vega 0.037 Open interest 1.1k Model this call Put · $88 Snapshot session Aug 14, 2026 Last $1.00 Breakeven $87.00 Implied vol 38.5% Delta -0.338 ≈34% ITM Gamma 0.089 Theta -0.142 Vega 0.037 Open interest 263 Model this put
51	41	29.6%	0.585	$1.74	$1.37	-0.431	38%	66	124
Call · $89 In the money Snapshot session Aug 14, 2026 Last $1.74 Breakeven $90.74 Implied vol 29.6% Delta 0.585 ≈58% ITM Gamma 0.121 Theta -0.12 Vega 0.043 Open interest 51 Model this call Put · $89 Snapshot session Aug 14, 2026 Last $1.37 Breakeven $87.63 Implied vol 38% Delta -0.431 ≈43% ITM Gamma 0.095 Theta -0.149 Vega 0.043 Open interest 124 Model this put
Underlying $89.35
3.2k	408	30.7%	0.464	$1.24	$2.00	-0.526	38.7%	374	493
Call · $90 Snapshot session Aug 14, 2026 Last $1.24 Breakeven $91.24 Implied vol 30.7% Delta 0.464 ≈46% ITM Gamma 0.12 Theta -0.127 Vega 0.043 Open interest 3.2k Model this call Put · $90 In the money Snapshot session Aug 14, 2026 Last $2.00 Breakeven $88.00 Implied vol 38.7% Delta -0.526 ≈53% ITM Gamma 0.096 Theta -0.154 Vega 0.043 Open interest 493 Model this put
189	101	32.7%	0.358	$0.85	$2.44	-0.616	39.4%	38	401
Call · $91 Snapshot session Aug 14, 2026 Last $0.85 Breakeven $91.85 Implied vol 32.7% Delta 0.358 ≈36% ITM Gamma 0.107 Theta -0.127 Vega 0.038 Open interest 189 Model this call Put · $91 In the money Snapshot session Aug 14, 2026 Last $2.44 Breakeven $88.56 Implied vol 39.4% Delta -0.616 ≈62% ITM Gamma 0.091 Theta -0.15 Vega 0.044 Open interest 401 Model this put
617	296	32%	0.257	$0.57	$3.11	-0.66	48.5%	56	607
Call · $92 Snapshot session Aug 14, 2026 Last $0.57 Breakeven $92.57 Implied vol 32% Delta 0.257 ≈26% ITM Gamma 0.093 Theta -0.107 Vega 0.039 Open interest 617 Model this call Put · $92 In the money Snapshot session Aug 14, 2026 Last $3.11 Breakeven $88.89 Implied vol 48.5% Delta -0.66 ≈66% ITM Gamma 0.07 Theta -0.177 Vega 0.038 Open interest 607 Model this put
1.7k	127	31.5%	0.212	$0.44	$3.55	-0.754	37%	1	917
Call · $92.5 Snapshot session Aug 14, 2026 Last $0.44 Breakeven $92.94 Implied vol 31.5% Delta 0.212 ≈21% ITM Gamma 0.085 Theta -0.094 Vega 0.03 Open interest 1.7k Model this call Put · $92.5 In the money Snapshot session Aug 14, 2026 Last $3.55 Breakeven $88.95 Implied vol 37% Delta -0.754 ≈75% ITM Gamma 0.08 Theta -0.115 Vega 0.038 Open interest 917 Model this put
6.8k	107	28.6%	0.147	$0.30	$2.57	-0.726	48.4%	8	72
Call · $93 Snapshot session Aug 14, 2026 Last $0.30 Breakeven $93.30 Implied vol 28.6% Delta 0.147 ≈15% ITM Gamma 0.075 Theta -0.068 Vega 0.03 Open interest 6.8k Model this call Put · $93 In the money Snapshot session Aug 13, 2026 Last $2.57 Breakeven $90.43 Implied vol 48.4% Delta -0.726 ≈73% ITM Gamma 0.064 Theta -0.159 Vega 0.039 Open interest 72 Model this put
365	53	33.7%	0.126	$0.23	$4.62	-0.748	56.3%	11	233
Call · $94 Snapshot session Aug 14, 2026 Last $0.23 Breakeven $94.23 Implied vol 33.7% Delta 0.126 ≈13% ITM Gamma 0.057 Theta -0.072 Vega 0.02 Open interest 365 Model this call Put · $94 In the money Snapshot session Aug 14, 2026 Last $4.62 Breakeven $89.38 Implied vol 56.3% Delta -0.748 ≈75% ITM Gamma 0.053 Theta -0.18 Vega 0.039 Open interest 233 Model this put
7.9k	127	33.4%	0.077	$0.11	$5.47	-0.852	45.3%	21	484
Call · $95 Snapshot session Aug 14, 2026 Last $0.11 Breakeven $95.11 Implied vol 33.4% Delta 0.077 ≈8% ITM Gamma 0.04 Theta -0.049 Vega 0.02 Open interest 7.9k Model this call Put · $95 In the money Snapshot session Aug 14, 2026 Last $5.47 Breakeven $89.53 Implied vol 45.3% Delta -0.852 ≈85% ITM Gamma 0.048 Theta -0.102 Vega 0.03 Open interest 484 Model this put
226	111	34.5%	0.053	$0.10	$4.85	-0.934	37.8%	8	9
Call · $96 Snapshot session Aug 14, 2026 Last $0.10 Breakeven $96.10 Implied vol 34.5% Delta 0.053 ≈5% ITM Gamma 0.029 Theta -0.038 Vega 0.012 Open interest 226 Model this call Put · $96 In the money Snapshot session Aug 13, 2026 Last $4.85 Breakeven $91.15 Implied vol 37.8% Delta -0.934 ≈93% ITM Gamma 0.033 Theta -0.045 Vega 0.011 Open interest 9 Model this put
213	47	36.9%	0.04	$0.05	$7.23	-0.961	37.4%	2	1
Call · $97 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $97.05 Implied vol 36.9% Delta 0.04 ≈4% ITM Gamma 0.021 Theta -0.032 Vega 0.012 Open interest 213 Model this call Put · $97 In the money Snapshot session Aug 11, 2026 Last $7.23 Breakeven $89.77 Implied vol 37.4% Delta -0.961 ≈96% ITM Gamma 0.023 Theta -0.028 Vega 0.011 Open interest 1 Model this put
572	61	36.5%	0.029	$0.05	$6.00	-0.934	46%	4	159
Call · $97.5 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $97.55 Implied vol 36.5% Delta 0.029 ≈3% ITM Gamma 0.017 Theta -0.025 Vega 0.006 Open interest 572 Model this call Put · $97.5 In the money Snapshot session Aug 13, 2026 Last $6.00 Breakeven $91.50 Implied vol 46% Delta -0.934 ≈93% ITM Gamma 0.027 Theta -0.056 Vega 0.012 Open interest 159 Model this put
39	71	44.7%	0.053	$0.04	—	—	—	—	0
Call · $98 Snapshot session Aug 14, 2026 Last $0.04 Breakeven $98.04 Implied vol 44.7% Delta 0.053 ≈5% ITM Gamma 0.022 Theta -0.049 Vega 0.012 Open interest 39 Model this call Put · $98 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
58	18	39.2%	0.019	$0.05	—	-0.934	54.2%	—	0
Call · $99 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $99.05 Implied vol 39.2% Delta 0.019 ≈2% ITM Gamma 0.011 Theta -0.018 Vega 0.006 Open interest 58 Model this call Put · $99 In the money Snapshot session Unknown Last — Breakeven — Implied vol 54.2% Delta -0.934 ≈93% ITM Gamma 0.023 Theta -0.067 Vega 0.012 Open interest 0 Model this put
2k	124	38.9%	0.01	$0.01	$6.45	-0.932	60.2%	1	18
Call · $100 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $100.01 Implied vol 38.9% Delta 0.01 ≈1% ITM Gamma 0.006 Theta -0.011 Vega 0.003 Open interest 2k Model this call Put · $100 In the money Snapshot session Aug 5, 2026 Last $6.45 Breakeven $93.55 Implied vol 60.2% Delta -0.932 ≈93% ITM Gamma 0.021 Theta -0.077 Vega 0.012 Open interest 18 Model this put
150	10	60.7%	0.057	$0.01	—	—	—	—	0
Call · $101 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $101.01 Implied vol 60.7% Delta 0.057 ≈6% ITM Gamma 0.017 Theta -0.07 Vega 0.012 Open interest 150 Model this call Put · $101 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
99	112	62.9%	0.049	$0.05	—	—	—	—	0
Call · $102 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $102.05 Implied vol 62.9% Delta 0.049 ≈5% ITM Gamma 0.015 Theta -0.064 Vega 0.012 Open interest 99 Model this call Put · $102 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
137	31	47.8%	0.008	$0.01	—	—	—	—	0
Call · $103 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $103.01 Implied vol 47.8% Delta 0.008 ≈1% ITM Gamma 0.004 Theta -0.011 Vega 0.003 Open interest 137 Model this call Put · $103 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2.7k	5	77.9%	0.052	$0.05	$19.05	—	—	1	1
Call · $105 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $105.05 Implied vol 77.9% Delta 0.052 ≈5% ITM Gamma 0.013 Theta -0.084 Vega 0.012 Open interest 2.7k Model this call Put · $105 In the money Snapshot session Jul 10, 2026 Last $19.05 Breakeven $85.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
105	4	80.7%	0.02	$0.01	—	—	—	—	0
Call · $110 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $110.01 Implied vol 80.7% Delta 0.02 ≈2% ITM Gamma 0.005 Theta -0.039 Vega 0.006 Open interest 105 Model this call Put · $110 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
51	1	93.4%	0.014	$0.02	$23.65	-0.983	97%	2	0
Call · $115 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $115.02 Implied vol 93.4% Delta 0.014 ≈1% ITM Gamma 0.004 Theta -0.034 Vega 0.006 Open interest 51 Model this call Put · $115 In the money Snapshot session Jun 26, 2026 Last $23.65 Breakeven $91.35 Implied vol 97% Delta -0.983 ≈98% ITM Gamma 0.004 Theta -0.038 Vega 0.006 Open interest 0 Model this put
116	1	104.2%	0.012	$0.04	$28.35	-0.975	119.6%	2	0
Call · $120 Snapshot session Aug 11, 2026 Last $0.04 Breakeven $120.04 Implied vol 104.2% Delta 0.012 ≈1% ITM Gamma 0.003 Theta -0.032 Vega 0.003 Open interest 116 Model this call Put · $120 In the money Snapshot session Jun 26, 2026 Last $28.35 Breakeven $91.65 Implied vol 119.6% Delta -0.975 ≈98% ITM Gamma 0.005 Theta -0.065 Vega 0.006 Open interest 0 Model this put
38	1	152.1%	0.042	$0.03	$33.10	—	—	2	0
Call · $125 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $125.03 Implied vol 152.1% Delta 0.042 ≈4% ITM Gamma 0.005 Theta -0.138 Vega 0.013 Open interest 38 Model this call Put · $125 In the money Snapshot session Jun 26, 2026 Last $33.10 Breakeven $91.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put