0
—
—
—
—
80
—
—
—
—
0
Call · $80
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $80
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
85
—
—
—
—
0
Call · $85
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $85
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
5
10
—
—
$60.70
90
—
-0.029
419.5%
—
0
Call · $90
In the money
Last $60.70
Breakeven $150.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $90
Last —
Breakeven —
Implied vol 419.5%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -0.689
Vega 0.013
Open interest 0
Model this put
0
—
—
—
—
95
—
-0.015
327.2%
—
0
Call · $95
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $95
Last —
Breakeven —
Implied vol 327.2%
Delta -0.015 ≈2% ITM
Gamma 0.001
Theta -0.31
Vega 0.007
Open interest 0
Model this put
0
4
—
—
$82.22
100
—
-0.027
342.8%
—
0
Call · $100
In the money
Last $82.22
Breakeven $182.22
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $100
Last —
Breakeven —
Implied vol 342.8%
Delta -0.027 ≈3% ITM
Gamma 0.001
Theta -0.519
Vega 0.014
Open interest 0
Model this put
65
6
—
—
$77.22
105
$0.02
-0.01
255.8%
4
0
Call · $105
In the money
Last $77.22
Breakeven $182.22
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 65
Model this call
Put · $105
Last $0.02
Breakeven $104.98
Implied vol 255.8%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.17
Vega 0.007
Open interest 0
Model this put
0
2
—
—
$72.02
110
$0.02
-0.002
186.7%
15
0
Call · $110
In the money
Last $72.02
Breakeven $182.02
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $110
Last $0.02
Breakeven $109.98
Implied vol 186.7%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.031
Vega 0.001
Open interest 0
Model this put
40
40
—
—
$63.31
115
$0.02
-0.009
211.3%
9
0
Call · $115
In the money
Last $63.31
Breakeven $178.31
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 40
Model this call
Put · $115
Last $0.02
Breakeven $114.98
Implied vol 211.3%
Delta -0.009 ≈1% ITM
Gamma 0.001
Theta -0.132
Vega 0.008
Open interest 0
Model this put
1
1
—
—
$65.00
120
$0.10
-0.008
184.5%
1
2
Call · $120
In the money
Last $65.00
Breakeven $185.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $120
Last $0.10
Breakeven $119.90
Implied vol 184.5%
Delta -0.008 ≈1% ITM
Gamma 0.001
Theta -0.098
Vega 0.003
Open interest 2
Model this put
1
1
—
—
$60.00
125
$0.02
-0.002
140.9%
17
12
Call · $125
In the money
Last $60.00
Breakeven $185.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $125
Last $0.02
Breakeven $124.98
Implied vol 140.9%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.025
Vega 0.001
Open interest 12
Model this put
3
2
—
—
$55.00
130
$0.26
-0.026
189.8%
7
31
Call · $130
In the money
Last $55.00
Breakeven $185.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $130
Last $0.26
Breakeven $129.74
Implied vol 189.8%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -0.285
Vega 0.016
Open interest 31
Model this put
0
—
—
—
—
135
$0.29
-0.01
140.3%
2
71
Call · $135
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $135
Last $0.29
Breakeven $134.71
Implied vol 140.3%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.094
Vega 0.008
Open interest 71
Model this put
23
38
—
—
$39.50
140
$0.14
-0.031
153.8%
10
32
Call · $140
In the money
Last $39.50
Breakeven $179.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 23
Model this call
Put · $140
Last $0.14
Breakeven $139.86
Implied vol 153.8%
Delta -0.031 ≈3% ITM
Gamma 0.002
Theta -0.264
Vega 0.017
Open interest 32
Model this put
2
2
—
—
$28.95
145
$0.27
-0.013
111%
2
6
Call · $145
In the money
Last $28.95
Breakeven $173.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $145
Last $0.27
Breakeven $144.73
Implied vol 111%
Delta -0.013 ≈1% ITM
Gamma 0.002
Theta -0.089
Vega 0.009
Open interest 6
Model this put
21
20
—
—
$18.01
150
$0.06
-0.035
118.3%
2
154
Call · $150
In the money
Last $18.01
Breakeven $168.01
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 21
Model this call
Put · $150
Last $0.06
Breakeven $149.94
Implied vol 118.3%
Delta -0.035 ≈4% ITM
Gamma 0.003
Theta -0.225
Vega 0.018
Open interest 154
Model this put
0
—
—
—
—
152.5
—
-0.051
120.9%
—
0
Call · $152.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $152.5
Last —
Breakeven —
Implied vol 120.9%
Delta -0.051 ≈5% ITM
Gamma 0.005
Theta -0.31
Vega 0.018
Open interest 0
Model this put
2
1
—
—
$17.92
155
$0.03
-0.022
88.8%
8
659
Call · $155
In the money
Last $17.92
Breakeven $172.92
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $155
Last $0.03
Breakeven $154.97
Implied vol 88.8%
Delta -0.022 ≈2% ITM
Gamma 0.003
Theta -0.113
Vega 0.009
Open interest 659
Model this put
0
—
—
—
—
157.5
$0.65
-0.012
72.7%
5
156
Call · $157.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $157.5
Last $0.65
Breakeven $156.85
Implied vol 72.7%
Delta -0.012 ≈1% ITM
Gamma 0.002
Theta -0.055
Vega 0.009
Open interest 156
Model this put
4
1
—
—
$34.19
160
$0.03
-0.016
68.5%
115
161
Call · $160
In the money
Last $34.19
Breakeven $194.19
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $160
Last $0.03
Breakeven $159.97
Implied vol 68.5%
Delta -0.016 ≈2% ITM
Gamma 0.003
Theta -0.067
Vega 0.009
Open interest 161
Model this put
0
—
—
—
—
162.5
$0.12
-0.048
79.2%
70
48
Call · $162.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $162.5
Last $0.12
Breakeven $162.38
Implied vol 79.2%
Delta -0.048 ≈5% ITM
Gamma 0.007
Theta -0.194
Vega 0.018
Open interest 48
Model this put
1
1
—
—
$8.38
165
$0.20
-0.062
77.1%
59
403
Call · $165
In the money
Last $8.38
Breakeven $173.38
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $165
Last $0.20
Breakeven $164.80
Implied vol 77.1%
Delta -0.062 ≈6% ITM
Gamma 0.008
Theta -0.235
Vega 0.02
Open interest 403
Model this put
0
—
—
—
—
167.5
$0.38
-0.09
75.7%
98
450
Call · $167.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $167.5
Last $0.38
Breakeven $167.12
Implied vol 75.7%
Delta -0.09 ≈9% ITM
Gamma 0.011
Theta -0.299
Vega 0.032
Open interest 450
Model this put
10
6
—
—
$14.60
170
$0.61
-0.137
80.7%
233
208
Call · $170
In the money
Last $14.60
Breakeven $184.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this call
Put · $170
Last $0.61
Breakeven $169.39
Implied vol 80.7%
Delta -0.137 ≈14% ITM
Gamma 0.014
Theta -0.437
Vega 0.048
Open interest 208
Model this put
7
8
35.9%
0.977
$5.40
172.5
$0.98
-0.132
65.5%
36
344
Call · $172.5
In the money
Last $5.40
Breakeven $177.90
Implied vol 35.9%
Delta 0.977 ≈98% ITM
Gamma 0.008
Theta -0.065
Vega 0.009
Open interest 7
Model this call
Put · $172.5
Last $0.98
Breakeven $171.52
Implied vol 65.5%
Delta -0.132 ≈13% ITM
Gamma 0.017
Theta -0.346
Vega 0.049
Open interest 344
Model this put
139
4
47.5%
0.888
$11.91
175
$1.40
-0.212
74.8%
142
233
Call · $175
In the money
Last $11.91
Breakeven $186.91
Implied vol 47.5%
Delta 0.888 ≈89% ITM
Gamma 0.021
Theta -0.24
Vega 0.033
Open interest 139
Model this call
Put · $175
Last $1.40
Breakeven $173.60
Implied vol 74.8%
Delta -0.212 ≈21% ITM
Gamma 0.021
Theta -0.539
Vega 0.049
Open interest 233
Model this put
17
32
52.5%
0.8
$7.00
177.5
$2.10
-0.255
68.3%
13
6
Call · $177.5
In the money
Last $7.00
Breakeven $184.50
Implied vol 52.5%
Delta 0.8 ≈80% ITM
Gamma 0.028
Theta -0.378
Vega 0.049
Open interest 17
Model this call
Put · $177.5
Last $2.10
Breakeven $175.40
Implied vol 68.3%
Delta -0.255 ≈25% ITM
Gamma 0.025
Theta -0.538
Vega 0.065
Open interest 6
Model this put
60
3
48.4%
0.735
$3.50
180
$3.34
-0.323
68.9%
40
542
Call · $180
In the money
Last $3.50
Breakeven $183.50
Implied vol 48.4%
Delta 0.735 ≈73% ITM
Gamma 0.036
Theta -0.405
Vega 0.065
Open interest 60
Model this call
Put · $180
Last $3.34
Breakeven $176.66
Implied vol 68.9%
Delta -0.323 ≈32% ITM
Gamma 0.028
Theta -0.611
Vega 0.065
Open interest 542
Model this put
87
9
59.6%
0.617
$5.30
182.5
$3.47
-0.395
68.4%
19
7
Call · $182.5
In the money
Last $5.30
Breakeven $187.80
Implied vol 59.6%
Delta 0.617 ≈62% ITM
Gamma 0.034
Theta -0.575
Vega 0.075
Open interest 87
Model this call
Put · $182.5
Last $3.47
Breakeven $179.03
Implied vol 68.4%
Delta -0.395 ≈40% ITM
Gamma 0.03
Theta -0.645
Vega 0.075
Open interest 7
Model this put
Underlying $184.37
132
20
57.4%
0.53
$4.80
185
$5.20
-0.471
65.5%
4
228
Call · $185
Last $4.80
Breakeven $189.80
Implied vol 57.4%
Delta 0.53 ≈53% ITM
Gamma 0.037
Theta -0.58
Vega 0.076
Open interest 132
Model this call
Put · $185
In the money
Last $5.20
Breakeven $179.80
Implied vol 65.5%
Delta -0.471 ≈47% ITM
Gamma 0.032
Theta -0.643
Vega 0.076
Open interest 228
Model this put
58
238
53.2%
0.435
$3.47
187.5
$18.37
-0.54
74.4%
1
34
Call · $187.5
Last $3.47
Breakeven $190.97
Implied vol 53.2%
Delta 0.435 ≈43% ITM
Gamma 0.039
Theta -0.525
Vega 0.077
Open interest 58
Model this call
Put · $187.5
In the money
Last $18.37
Breakeven $169.13
Implied vol 74.4%
Delta -0.54 ≈54% ITM
Gamma 0.028
Theta -0.721
Vega 0.076
Open interest 34
Model this put
326
105
55.6%
0.349
$2.01
190
$16.62
-0.617
70%
1
175
Call · $190
Last $2.01
Breakeven $192.01
Implied vol 55.6%
Delta 0.349 ≈35% ITM
Gamma 0.035
Theta -0.519
Vega 0.067
Open interest 326
Model this call
Put · $190
In the money
Last $16.62
Breakeven $173.38
Implied vol 70%
Delta -0.617 ≈62% ITM
Gamma 0.029
Theta -0.657
Vega 0.077
Open interest 175
Model this put
20
90
55.2%
0.268
$1.50
192.5
$9.38
-0.684
69.4%
3
72
Call · $192.5
Last $1.50
Breakeven $194.00
Implied vol 55.2%
Delta 0.268 ≈27% ITM
Gamma 0.031
Theta -0.456
Vega 0.068
Open interest 20
Model this call
Put · $192.5
In the money
Last $9.38
Breakeven $183.12
Implied vol 69.4%
Delta -0.684 ≈68% ITM
Gamma 0.027
Theta -0.598
Vega 0.068
Open interest 72
Model this put
474
79
56.9%
0.207
$1.37
195
$11.35
-0.726
75.7%
35
24
Call · $195
Last $1.37
Breakeven $196.37
Implied vol 56.9%
Delta 0.207 ≈21% ITM
Gamma 0.026
Theta -0.406
Vega 0.052
Open interest 474
Model this call
Put · $195
In the money
Last $11.35
Breakeven $183.65
Implied vol 75.7%
Delta -0.726 ≈73% ITM
Gamma 0.023
Theta -0.612
Vega 0.068
Open interest 24
Model this put
38
34
57.9%
0.153
$0.94
197.5
$16.91
-0.781
74.7%
1
1
Call · $197.5
Last $0.94
Breakeven $198.44
Implied vol 57.9%
Delta 0.153 ≈15% ITM
Gamma 0.022
Theta -0.342
Vega 0.053
Open interest 38
Model this call
Put · $197.5
In the money
Last $16.91
Breakeven $180.59
Implied vol 74.7%
Delta -0.781 ≈78% ITM
Gamma 0.021
Theta -0.535
Vega 0.053
Open interest 1
Model this put
152
466
57%
0.106
$0.62
200
$22.61
-0.815
77.7%
1
9
Call · $200
Last $0.62
Breakeven $200.62
Implied vol 57%
Delta 0.106 ≈11% ITM
Gamma 0.017
Theta -0.259
Vega 0.036
Open interest 152
Model this call
Put · $200
In the money
Last $22.61
Breakeven $177.39
Implied vol 77.7%
Delta -0.815 ≈82% ITM
Gamma 0.018
Theta -0.497
Vega 0.053
Open interest 9
Model this put
315
328
55.9%
0.067
$0.44
202.5
$31.00
-0.833
84.3%
2
0
Call · $202.5
Last $0.44
Breakeven $202.94
Implied vol 55.9%
Delta 0.067 ≈7% ITM
Gamma 0.012
Theta -0.18
Vega 0.021
Open interest 315
Model this call
Put · $202.5
In the money
Last $31.00
Breakeven $171.50
Implied vol 84.3%
Delta -0.833 ≈83% ITM
Gamma 0.016
Theta -0.507
Vega 0.053
Open interest 0
Model this put
277
25
58.7%
0.053
$0.26
205
$17.28
-0.861
87.1%
1
1
Call · $205
Last $0.26
Breakeven $205.26
Implied vol 58.7%
Delta 0.053 ≈5% ITM
Gamma 0.01
Theta -0.155
Vega 0.021
Open interest 277
Model this call
Put · $205
In the money
Last $17.28
Breakeven $187.72
Implied vol 87.1%
Delta -0.861 ≈86% ITM
Gamma 0.014
Theta -0.469
Vega 0.036
Open interest 1
Model this put
21
1
67.4%
0.057
$0.30
207.5
—
-0.867
94.3%
—
0
Call · $207.5
Last $0.30
Breakeven $207.80
Implied vol 67.4%
Delta 0.057 ≈6% ITM
Gamma 0.009
Theta -0.191
Vega 0.021
Open interest 21
Model this call
Put · $207.5
In the money
Last —
Breakeven —
Implied vol 94.3%
Delta -0.867 ≈87% ITM
Gamma 0.012
Theta -0.49
Vega 0.036
Open interest 0
Model this put
228
172
60.6%
0.025
$0.10
210
$32.00
-0.879
98.6%
2
16
Call · $210
Last $0.10
Breakeven $210.10
Implied vol 60.6%
Delta 0.025 ≈2% ITM
Gamma 0.005
Theta -0.087
Vega 0.011
Open interest 228
Model this call
Put · $210
In the money
Last $32.00
Breakeven $178.00
Implied vol 98.6%
Delta -0.879 ≈88% ITM
Gamma 0.011
Theta -0.475
Vega 0.036
Open interest 16
Model this put
4
4
72.6%
0.036
$2.07
212.5
—
-0.888
103.6%
—
0
Call · $212.5
Last $2.07
Breakeven $214.57
Implied vol 72.6%
Delta 0.036 ≈4% ITM
Gamma 0.006
Theta -0.142
Vega 0.021
Open interest 4
Model this call
Put · $212.5
In the money
Last —
Breakeven —
Implied vol 103.6%
Delta -0.888 ≈89% ITM
Gamma 0.01
Theta -0.47
Vega 0.036
Open interest 0
Model this put
47
1
87.9%
0.057
$0.32
215
$37.00
-0.894
109.8%
2
0
Call · $215
Last $0.32
Breakeven $215.32
Implied vol 87.9%
Delta 0.057 ≈6% ITM
Gamma 0.007
Theta -0.248
Vega 0.021
Open interest 47
Model this call
Put · $215
In the money
Last $37.00
Breakeven $178.00
Implied vol 109.8%
Delta -0.894 ≈89% ITM
Gamma 0.009
Theta -0.481
Vega 0.036
Open interest 0
Model this put
1
1
95.1%
0.058
$0.87
217.5
—
-0.895
117.4%
—
0
Call · $217.5
Last $0.87
Breakeven $218.37
Implied vol 95.1%
Delta 0.058 ≈6% ITM
Gamma 0.006
Theta -0.271
Vega 0.021
Open interest 1
Model this call
Put · $217.5
In the money
Last —
Breakeven —
Implied vol 117.4%
Delta -0.895 ≈90% ITM
Gamma 0.008
Theta -0.51
Vega 0.037
Open interest 0
Model this put
103
48
97.7%
0.05
$0.17
220
$27.91
-0.908
119.4%
1
0
Call · $220
Last $0.17
Breakeven $220.17
Implied vol 97.7%
Delta 0.05 ≈5% ITM
Gamma 0.006
Theta -0.249
Vega 0.021
Open interest 103
Model this call
Put · $220
In the money
Last $27.91
Breakeven $192.09
Implied vol 119.4%
Delta -0.908 ≈91% ITM
Gamma 0.007
Theta -0.47
Vega 0.037
Open interest 0
Model this put
0
—
103.2%
0.049
—
222.5
—
-0.909
126.9%
—
0
Call · $222.5
Last —
Breakeven —
Implied vol 103.2%
Delta 0.049 ≈5% ITM
Gamma 0.005
Theta -0.256
Vega 0.022
Open interest 0
Model this call
Put · $222.5
In the money
Last —
Breakeven —
Implied vol 126.9%
Delta -0.909 ≈91% ITM
Gamma 0.007
Theta -0.498
Vega 0.037
Open interest 0
Model this put
61
23
107.8%
0.046
$0.23
225
$37.00
-0.913
132.2%
1
0
Call · $225
Last $0.23
Breakeven $225.23
Implied vol 107.8%
Delta 0.046 ≈5% ITM
Gamma 0.005
Theta -0.255
Vega 0.022
Open interest 61
Model this call
Put · $225
In the money
Last $37.00
Breakeven $188.00
Implied vol 132.2%
Delta -0.913 ≈91% ITM
Gamma 0.006
Theta -0.501
Vega 0.037
Open interest 0
Model this put
0
—
109%
0.037
—
227.5
—
-0.911
140.8%
—
0
Call · $227.5
Last —
Breakeven —
Implied vol 109%
Delta 0.037 ≈4% ITM
Gamma 0.004
Theta -0.218
Vega 0.022
Open interest 0
Model this call
Put · $227.5
In the money
Last —
Breakeven —
Implied vol 140.8%
Delta -0.911 ≈91% ITM
Gamma 0.006
Theta -0.547
Vega 0.037
Open interest 0
Model this put
142
2
126.3%
0.057
$0.09
230
—
-0.913
146.6%
—
0
Call · $230
Last $0.09
Breakeven $230.09
Implied vol 126.3%
Delta 0.057 ≈6% ITM
Gamma 0.005
Theta -0.353
Vega 0.022
Open interest 142
Model this call
Put · $230
In the money
Last —
Breakeven —
Implied vol 146.6%
Delta -0.913 ≈91% ITM
Gamma 0.006
Theta -0.558
Vega 0.037
Open interest 0
Model this put
0
—
122.6%
0.041
—
232.5
$44.60
-0.921
149.7%
1
0
Call · $232.5
Last —
Breakeven —
Implied vol 122.6%
Delta 0.041 ≈4% ITM
Gamma 0.004
Theta -0.266
Vega 0.022
Open interest 0
Model this call
Put · $232.5
In the money
Last $44.60
Breakeven $187.90
Implied vol 149.7%
Delta -0.921 ≈92% ITM
Gamma 0.005
Theta -0.534
Vega 0.036
Open interest 0
Model this put
96
60
128.4%
0.041
$1.30
235
—
-0.915
159.5%
—
0
Call · $235
Last $1.30
Breakeven $236.30
Implied vol 128.4%
Delta 0.041 ≈4% ITM
Gamma 0.004
Theta -0.28
Vega 0.022
Open interest 96
Model this call
Put · $235
In the money
Last —
Breakeven —
Implied vol 159.5%
Delta -0.915 ≈92% ITM
Gamma 0.005
Theta -0.598
Vega 0.038
Open interest 0
Model this put
0
—
132.6%
0.039
—
237.5
—
-0.919
164.4%
—
0
Call · $237.5
Last —
Breakeven —
Implied vol 132.6%
Delta 0.039 ≈4% ITM
Gamma 0.003
Theta -0.277
Vega 0.022
Open interest 0
Model this call
Put · $237.5
In the money
Last —
Breakeven —
Implied vol 164.4%
Delta -0.919 ≈92% ITM
Gamma 0.005
Theta -0.6
Vega 0.037
Open interest 0
Model this put
2
2
137.4%
0.038
$0.80
240
—
-0.926
165.3%
—
0
Call · $240
Last $0.80
Breakeven $240.80
Implied vol 137.4%
Delta 0.038 ≈4% ITM
Gamma 0.003
Theta -0.281
Vega 0.022
Open interest 2
Model this call
Put · $240
In the money
Last —
Breakeven —
Implied vol 165.3%
Delta -0.926 ≈93% ITM
Gamma 0.005
Theta -0.56
Vega 0.022
Open interest 0
Model this put
0
—
146.5%
0.036
—
245
—
-0.922
181.2%
—
0
Call · $245
Last —
Breakeven —
Implied vol 146.5%
Delta 0.036 ≈4% ITM
Gamma 0.003
Theta -0.288
Vega 0.011
Open interest 0
Model this call
Put · $245
In the money
Last —
Breakeven —
Implied vol 181.2%
Delta -0.922 ≈92% ITM
Gamma 0.004
Theta -0.642
Vega 0.022
Open interest 0
Model this put
0
—
157.8%
0.037
—
250
$59.00
-0.928
186.8%
1
0
Call · $250
Last —
Breakeven —
Implied vol 157.8%
Delta 0.037 ≈4% ITM
Gamma 0.003
Theta -0.317
Vega 0.011
Open interest 0
Model this call
Put · $250
In the money
Last $59.00
Breakeven $191.00
Implied vol 186.8%
Delta -0.928 ≈93% ITM
Gamma 0.004
Theta -0.614
Vega 0.023
Open interest 0
Model this put
0
—
164.6%
0.035
—
255
$63.90
-0.93
196.8%
1
0
Call · $255
Last —
Breakeven —
Implied vol 164.6%
Delta 0.035 ≈3% ITM
Gamma 0.002
Theta -0.313
Vega 0.012
Open interest 0
Model this call
Put · $255
In the money
Last $63.90
Breakeven $191.10
Implied vol 196.8%
Delta -0.93 ≈93% ITM
Gamma 0.004
Theta -0.635
Vega 0.023
Open interest 0
Model this put
0
—
172.1%
0.033
—
260
—
-0.939
198.9%
—
0
Call · $260
Last —
Breakeven —
Implied vol 172.1%
Delta 0.033 ≈3% ITM
Gamma 0.002
Theta -0.316
Vega 0.012
Open interest 0
Model this call
Put · $260
In the money
Last —
Breakeven —
Implied vol 198.9%
Delta -0.939 ≈94% ITM
Gamma 0.003
Theta -0.57
Vega 0.023
Open interest 0
Model this put