0
—
221.8%
0.979
—
50
$0.25
-0.039
259.1%
1
1
Call · $50
In the money
Last —
Breakeven —
Implied vol 221.8%
Delta 0.979 ≈98% ITM
Gamma 0.002
Theta -0.11
Vega 0.004
Open interest 0
Model this call
Put · $50
Last $0.25
Breakeven $49.75
Implied vol 259.1%
Delta -0.039 ≈4% ITM
Gamma 0.004
Theta -0.211
Vega 0.007
Open interest 1
Model this put
0
—
—
—
—
55
—
-0.047
216%
—
0
Call · $55
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $55
Last —
Breakeven —
Implied vol 216%
Delta -0.047 ≈5% ITM
Gamma 0.005
Theta -0.205
Vega 0.008
Open interest 0
Model this put
0
2
—
—
$21.00
60
—
-0.057
176.2%
—
0
Call · $60
In the money
Last $21.00
Breakeven $81.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $60
Last —
Breakeven —
Implied vol 176.2%
Delta -0.057 ≈6% ITM
Gamma 0.007
Theta -0.197
Vega 0.014
Open interest 0
Model this put
0
2
—
—
$17.73
63
—
—
—
—
0
Call · $63
In the money
Last $17.73
Breakeven $80.73
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $63
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
4
—
—
$16.94
64
—
-0.068
143.1%
—
0
Call · $64
In the money
Last $16.94
Breakeven $80.94
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $64
Last —
Breakeven —
Implied vol 143.1%
Delta -0.068 ≈7% ITM
Gamma 0.01
Theta -0.182
Vega 0.014
Open interest 0
Model this put
1
2
—
—
$15.11
65
—
-0.071
135.2%
—
0
Call · $65
In the money
Last $15.11
Breakeven $80.11
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $65
Last —
Breakeven —
Implied vol 135.2%
Delta -0.071 ≈7% ITM
Gamma 0.011
Theta -0.178
Vega 0.014
Open interest 0
Model this put
0
2
—
—
$14.72
66
—
-0.075
127.4%
—
0
Call · $66
In the money
Last $14.72
Breakeven $80.72
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $66
Last —
Breakeven —
Implied vol 127.4%
Delta -0.075 ≈7% ITM
Gamma 0.012
Theta -0.174
Vega 0.015
Open interest 0
Model this put
0
2
—
—
$13.79
67
—
-0.079
119.7%
—
0
Call · $67
In the money
Last $13.79
Breakeven $80.79
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $67
Last —
Breakeven —
Implied vol 119.7%
Delta -0.079 ≈8% ITM
Gamma 0.013
Theta -0.171
Vega 0.015
Open interest 0
Model this put
1
2
—
—
$11.80
68
—
-0.09
115.5%
—
0
Call · $68
In the money
Last $11.80
Breakeven $79.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $68
Last —
Breakeven —
Implied vol 115.5%
Delta -0.09 ≈9% ITM
Gamma 0.015
Theta -0.181
Vega 0.015
Open interest 0
Model this put
2
2
—
—
$11.32
69
—
-0.04
79.3%
—
0
Call · $69
In the money
Last $11.32
Breakeven $80.32
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $69
Last —
Breakeven —
Implied vol 79.3%
Delta -0.04 ≈4% ITM
Gamma 0.012
Theta -0.066
Vega 0.009
Open interest 0
Model this put
6
2
—
—
$10.90
70
$0.28
-0.095
97.3%
1
14
Call · $70
In the money
Last $10.90
Breakeven $80.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $70
Last $0.28
Breakeven $69.72
Implied vol 97.3%
Delta -0.095 ≈10% ITM
Gamma 0.019
Theta -0.159
Vega 0.015
Open interest 14
Model this put
2
2
60.1%
0.971
$9.07
71
$0.88
-0.109
93.3%
6
6
Call · $71
In the money
Last $9.07
Breakeven $80.07
Implied vol 60.1%
Delta 0.971 ≈97% ITM
Gamma 0.012
Theta -0.042
Vega 0.009
Open interest 2
Model this call
Put · $71
Last $0.88
Breakeven $70.12
Implied vol 93.3%
Delta -0.109 ≈11% ITM
Gamma 0.022
Theta -0.17
Vega 0.015
Open interest 6
Model this put
6
2
65.4%
0.939
$8.36
72
$0.30
-0.19
120.7%
2
2
Call · $72
In the money
Last $8.36
Breakeven $80.36
Implied vol 65.4%
Delta 0.939 ≈94% ITM
Gamma 0.02
Theta -0.081
Vega 0.009
Open interest 6
Model this call
Put · $72
Last $0.30
Breakeven $71.70
Implied vol 120.7%
Delta -0.19 ≈19% ITM
Gamma 0.025
Theta -0.32
Vega 0.023
Open interest 2
Model this put
3
2
48.2%
0.965
$8.70
73
$0.15
-0.097
67.7%
1
28
Call · $73
In the money
Last $8.70
Breakeven $81.70
Implied vol 48.2%
Delta 0.965 ≈96% ITM
Gamma 0.017
Theta -0.039
Vega 0.009
Open interest 3
Model this call
Put · $73
Last $0.15
Breakeven $72.85
Implied vol 67.7%
Delta -0.097 ≈10% ITM
Gamma 0.028
Theta -0.113
Vega 0.015
Open interest 28
Model this put
2
2
47.9%
0.942
$7.40
74
$0.35
-0.102
59.2%
1
25
Call · $74
In the money
Last $7.40
Breakeven $81.40
Implied vol 47.9%
Delta 0.942 ≈94% ITM
Gamma 0.027
Theta -0.058
Vega 0.009
Open interest 2
Model this call
Put · $74
Last $0.35
Breakeven $73.65
Implied vol 59.2%
Delta -0.102 ≈10% ITM
Gamma 0.033
Theta -0.102
Vega 0.015
Open interest 25
Model this put
2
2
61.6%
0.849
$6.50
75
$0.43
-0.144
60%
1
37
Call · $75
In the money
Last $6.50
Breakeven $81.50
Implied vol 61.6%
Delta 0.849 ≈85% ITM
Gamma 0.042
Theta -0.143
Vega 0.023
Open interest 2
Model this call
Put · $75
Last $0.43
Breakeven $74.57
Implied vol 60%
Delta -0.144 ≈14% ITM
Gamma 0.042
Theta -0.132
Vega 0.023
Open interest 37
Model this put
4
2
51.4%
0.841
$5.80
76
$0.69
-0.188
58.3%
1
15
Call · $76
In the money
Last $5.80
Breakeven $81.80
Implied vol 51.4%
Delta 0.841 ≈84% ITM
Gamma 0.052
Theta -0.124
Vega 0.024
Open interest 4
Model this call
Put · $76
Last $0.69
Breakeven $75.31
Implied vol 58.3%
Delta -0.188 ≈19% ITM
Gamma 0.051
Theta -0.152
Vega 0.024
Open interest 15
Model this put
15
2
53.6%
0.774
$4.70
77
$0.86
-0.24
57.2%
3
35
Call · $77
In the money
Last $4.70
Breakeven $81.70
Implied vol 53.6%
Delta 0.774 ≈77% ITM
Gamma 0.062
Theta -0.161
Vega 0.031
Open interest 15
Model this call
Put · $77
Last $0.86
Breakeven $76.14
Implied vol 57.2%
Delta -0.24 ≈24% ITM
Gamma 0.06
Theta -0.173
Vega 0.031
Open interest 35
Model this put
9
9
51.9%
0.708
$2.83
78
$0.93
-0.298
53.9%
7
49
Call · $78
In the money
Last $2.83
Breakeven $80.83
Implied vol 51.9%
Delta 0.708 ≈71% ITM
Gamma 0.073
Theta -0.176
Vega 0.031
Open interest 9
Model this call
Put · $78
Last $0.93
Breakeven $77.07
Implied vol 53.9%
Delta -0.298 ≈30% ITM
Gamma 0.071
Theta -0.181
Vega 0.031
Open interest 49
Model this put
12
3
50.7%
0.634
$2.79
79
$0.90
-0.371
53.2%
1
5
Call · $79
In the money
Last $2.79
Breakeven $81.79
Implied vol 50.7%
Delta 0.634 ≈63% ITM
Gamma 0.082
Theta -0.189
Vega 0.036
Open interest 12
Model this call
Put · $79
Last $0.90
Breakeven $78.10
Implied vol 53.2%
Delta -0.371 ≈37% ITM
Gamma 0.079
Theta -0.195
Vega 0.036
Open interest 5
Model this put
47
18
49.7%
0.549
$2.10
80
$1.75
-0.453
53.5%
19
50
Call · $80
In the money
Last $2.10
Breakeven $82.10
Implied vol 49.7%
Delta 0.549 ≈55% ITM
Gamma 0.088
Theta -0.194
Vega 0.036
Open interest 47
Model this call
Put · $80
Last $1.75
Breakeven $78.25
Implied vol 53.5%
Delta -0.453 ≈45% ITM
Gamma 0.082
Theta -0.205
Vega 0.036
Open interest 50
Model this put
Underlying $80.26
61
10
50.5%
0.464
$1.94
81
$2.05
-0.535
52.2%
29
12
Call · $81
Last $1.94
Breakeven $82.94
Implied vol 50.5%
Delta 0.464 ≈46% ITM
Gamma 0.087
Theta -0.197
Vega 0.036
Open interest 61
Model this call
Put · $81
In the money
Last $2.05
Breakeven $78.95
Implied vol 52.2%
Delta -0.535 ≈53% ITM
Gamma 0.084
Theta -0.2
Vega 0.036
Open interest 12
Model this put
9
51
50.9%
0.38
$1.37
82
$5.50
-0.61
54.7%
2
23
Call · $82
Last $1.37
Breakeven $83.37
Implied vol 50.9%
Delta 0.38 ≈38% ITM
Gamma 0.083
Theta -0.192
Vega 0.037
Open interest 9
Model this call
Put · $82
In the money
Last $5.50
Breakeven $76.50
Implied vol 54.7%
Delta -0.61 ≈61% ITM
Gamma 0.078
Theta -0.203
Vega 0.037
Open interest 23
Model this put
5
7
51.8%
0.309
$0.95
83
$2.35
-0.679
55.3%
10
13
Call · $83
Last $0.95
Breakeven $83.95
Implied vol 51.8%
Delta 0.309 ≈31% ITM
Gamma 0.075
Theta -0.179
Vega 0.032
Open interest 5
Model this call
Put · $83
In the money
Last $2.35
Breakeven $80.65
Implied vol 55.3%
Delta -0.679 ≈68% ITM
Gamma 0.071
Theta -0.19
Vega 0.032
Open interest 13
Model this put
43
14
54.4%
0.25
$0.69
84
$3.41
-0.772
49.5%
5
19
Call · $84
Last $0.69
Breakeven $84.69
Implied vol 54.4%
Delta 0.25 ≈25% ITM
Gamma 0.065
Theta -0.171
Vega 0.033
Open interest 43
Model this call
Put · $84
In the money
Last $3.41
Breakeven $80.59
Implied vol 49.5%
Delta -0.772 ≈77% ITM
Gamma 0.068
Theta -0.144
Vega 0.025
Open interest 19
Model this put
50
79
51%
0.179
$0.50
85
$3.58
-0.779
60.5%
1
3
Call · $85
Last $0.50
Breakeven $85.50
Implied vol 51%
Delta 0.179 ≈18% ITM
Gamma 0.056
Theta -0.13
Vega 0.025
Open interest 50
Model this call
Put · $85
In the money
Last $3.58
Breakeven $81.42
Implied vol 60.5%
Delta -0.779 ≈78% ITM
Gamma 0.054
Theta -0.172
Vega 0.025
Open interest 3
Model this put
18
2
55.9%
0.153
$0.48
86
—
-0.84
57.4%
—
0
Call · $86
Last $0.48
Breakeven $86.48
Implied vol 55.9%
Delta 0.153 ≈15% ITM
Gamma 0.047
Theta -0.129
Vega 0.025
Open interest 18
Model this call
Put · $86
In the money
Last —
Breakeven —
Implied vol 57.4%
Delta -0.84 ≈84% ITM
Gamma 0.047
Theta -0.133
Vega 0.025
Open interest 0
Model this put
19
4
66.7%
0.159
$0.37
87
$5.92
-0.93
47%
1
1
Call · $87
Last $0.37
Breakeven $87.37
Implied vol 66.7%
Delta 0.159 ≈16% ITM
Gamma 0.04
Theta -0.158
Vega 0.025
Open interest 19
Model this call
Put · $87
In the money
Last $5.92
Breakeven $81.08
Implied vol 47%
Delta -0.93 ≈93% ITM
Gamma 0.033
Theta -0.059
Vega 0.01
Open interest 1
Model this put
17
1
68.3%
0.131
$0.35
88
$5.53
-0.846
74.9%
38
46
Call · $88
Last $0.35
Breakeven $88.35
Implied vol 68.3%
Delta 0.131 ≈13% ITM
Gamma 0.034
Theta -0.142
Vega 0.017
Open interest 17
Model this call
Put · $88
In the money
Last $5.53
Breakeven $82.47
Implied vol 74.9%
Delta -0.846 ≈85% ITM
Gamma 0.035
Theta -0.17
Vega 0.025
Open interest 46
Model this put
24
3
75.2%
0.127
$0.55
89
$9.70
-0.926
61.3%
61
61
Call · $89
Last $0.55
Breakeven $89.55
Implied vol 75.2%
Delta 0.127 ≈13% ITM
Gamma 0.03
Theta -0.153
Vega 0.017
Open interest 24
Model this call
Put · $89
In the money
Last $9.70
Breakeven $79.30
Implied vol 61.3%
Delta -0.926 ≈93% ITM
Gamma 0.026
Theta -0.081
Vega 0.017
Open interest 61
Model this put
136
2
79.2%
0.115
$0.25
90
$10.74
-0.944
61.2%
1
1
Call · $90
Last $0.25
Breakeven $90.25
Implied vol 79.2%
Delta 0.115 ≈12% ITM
Gamma 0.027
Theta -0.15
Vega 0.017
Open interest 136
Model this call
Put · $90
In the money
Last $10.74
Breakeven $79.26
Implied vol 61.2%
Delta -0.944 ≈94% ITM
Gamma 0.021
Theta -0.063
Vega 0.01
Open interest 1
Model this put
7
1
97.6%
0.143
$1.05
91
—
-0.948
65.8%
—
0
Call · $91
Last $1.05
Breakeven $92.05
Implied vol 97.6%
Delta 0.143 ≈14% ITM
Gamma 0.026
Theta -0.217
Vega 0.017
Open interest 7
Model this call
Put · $91
In the money
Last —
Breakeven —
Implied vol 65.8%
Delta -0.948 ≈95% ITM
Gamma 0.018
Theta -0.065
Vega 0.01
Open interest 0
Model this put
108
3
98.5%
0.127
$0.25
92
—
-0.965
65.3%
—
0
Call · $92
Last $0.25
Breakeven $92.25
Implied vol 98.5%
Delta 0.127 ≈13% ITM
Gamma 0.023
Theta -0.2
Vega 0.017
Open interest 108
Model this call
Put · $92
In the money
Last —
Breakeven —
Implied vol 65.3%
Delta -0.965 ≈97% ITM
Gamma 0.013
Theta -0.046
Vega 0.01
Open interest 0
Model this put
3
1
95.2%
0.099
$0.40
93
$13.70
-0.986
59.5%
61
61
Call · $93
Last $0.40
Breakeven $93.40
Implied vol 95.2%
Delta 0.099 ≈10% ITM
Gamma 0.02
Theta -0.161
Vega 0.017
Open interest 3
Model this call
Put · $93
In the money
Last $13.70
Breakeven $79.30
Implied vol 59.5%
Delta -0.986 ≈99% ITM
Gamma 0.008
Theta -0.019
Vega 0.005
Open interest 61
Model this put
3
4
103.2%
0.103
$0.99
94
$13.67
-0.986
63.4%
61
0
Call · $94
Last $0.99
Breakeven $94.99
Implied vol 103.2%
Delta 0.103 ≈10% ITM
Gamma 0.019
Theta -0.179
Vega 0.018
Open interest 3
Model this call
Put · $94
In the money
Last $13.67
Breakeven $80.33
Implied vol 63.4%
Delta -0.986 ≈99% ITM
Gamma 0.007
Theta -0.019
Vega 0.004
Open interest 0
Model this put
14
2
106.9%
0.095
$0.45
95
$16.25
-0.957
83.8%
92
38
Call · $95
Last $0.45
Breakeven $95.45
Implied vol 106.9%
Delta 0.095 ≈10% ITM
Gamma 0.017
Theta -0.176
Vega 0.018
Open interest 14
Model this call
Put · $95
In the money
Last $16.25
Breakeven $78.75
Implied vol 83.8%
Delta -0.957 ≈96% ITM
Gamma 0.012
Theta -0.07
Vega 0.01
Open interest 38
Model this put
8
1
96.8%
0.06
$0.13
96
—
—
—
—
0
Call · $96
Last $0.13
Breakeven $96.13
Implied vol 96.8%
Delta 0.06 ≈6% ITM
Gamma 0.013
Theta -0.112
Vega 0.01
Open interest 8
Model this call
Put · $96
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
3
117.1%
0.089
$0.68
97
—
-0.94
102.3%
—
0
Call · $97
Last $0.68
Breakeven $97.68
Implied vol 117.1%
Delta 0.089 ≈9% ITM
Gamma 0.015
Theta -0.183
Vega 0.018
Open interest 3
Model this call
Put · $97
In the money
Last —
Breakeven —
Implied vol 102.3%
Delta -0.94 ≈94% ITM
Gamma 0.013
Theta -0.113
Vega 0.01
Open interest 0
Model this put
1
1
122%
0.086
$0.56
98
$15.01
-0.952
101.7%
20
0
Call · $98
Last $0.56
Breakeven $98.56
Implied vol 122%
Delta 0.086 ≈9% ITM
Gamma 0.014
Theta -0.187
Vega 0.018
Open interest 1
Model this call
Put · $98
In the money
Last $15.01
Breakeven $82.99
Implied vol 101.7%
Delta -0.952 ≈95% ITM
Gamma 0.011
Theta -0.095
Vega 0.01
Open interest 0
Model this put
0
—
—
—
—
99
$21.80
-0.915
127.8%
2
0
Call · $99
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $99
In the money
Last $21.80
Breakeven $77.20
Implied vol 127.8%
Delta -0.915 ≈91% ITM
Gamma 0.013
Theta -0.19
Vega 0.018
Open interest 0
Model this put
13
6
131.9%
0.081
$0.30
100
$22.77
-0.938
119.8%
2
6
Call · $100
Last $0.30
Breakeven $100.30
Implied vol 131.9%
Delta 0.081 ≈8% ITM
Gamma 0.013
Theta -0.195
Vega 0.018
Open interest 13
Model this call
Put · $100
In the money
Last $22.77
Breakeven $77.23
Implied vol 119.8%
Delta -0.938 ≈94% ITM
Gamma 0.011
Theta -0.138
Vega 0.01
Open interest 6
Model this put
3
1
152.5%
0.072
$0.38
105
$22.70
-0.939
144.6%
46
0
Call · $105
Last $0.38
Breakeven $105.38
Implied vol 152.5%
Delta 0.072 ≈7% ITM
Gamma 0.01
Theta -0.204
Vega 0.011
Open interest 3
Model this call
Put · $105
In the money
Last $22.70
Breakeven $82.30
Implied vol 144.6%
Delta -0.939 ≈94% ITM
Gamma 0.009
Theta -0.165
Vega 0.011
Open interest 0
Model this put
2
2
171.3%
0.065
$0.74
110
—
-0.951
159.1%
—
0
Call · $110
Last $0.74
Breakeven $110.74
Implied vol 171.3%
Delta 0.065 ≈7% ITM
Gamma 0.008
Theta -0.211
Vega 0.011
Open interest 2
Model this call
Put · $110
In the money
Last —
Breakeven —
Implied vol 159.1%
Delta -0.951 ≈95% ITM
Gamma 0.007
Theta -0.152
Vega 0.011
Open interest 0
Model this put
0
—
193.7%
0.065
—
115
$30.35
-0.961
172.8%
4
0
Call · $115
Last —
Breakeven —
Implied vol 193.7%
Delta 0.065 ≈7% ITM
Gamma 0.007
Theta -0.238
Vega 0.011
Open interest 0
Model this call
Put · $115
In the money
Last $30.35
Breakeven $84.65
Implied vol 172.8%
Delta -0.961 ≈96% ITM
Gamma 0.006
Theta -0.138
Vega 0.011
Open interest 0
Model this put
0
—
206.5%
0.056
—
120
—
-0.963
189%
—
0
Call · $120
Last —
Breakeven —
Implied vol 206.5%
Delta 0.056 ≈6% ITM
Gamma 0.006
Theta -0.225
Vega 0.011
Open interest 0
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol 189%
Delta -0.963 ≈96% ITM
Gamma 0.005
Theta -0.143
Vega 0.006
Open interest 0
Model this put
0
—
223.1%
0.053
—
125
—
-0.96
211.8%
—
0
Call · $125
Last —
Breakeven —
Implied vol 223.1%
Delta 0.053 ≈5% ITM
Gamma 0.005
Theta -0.232
Vega 0.012
Open interest 0
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol 211.8%
Delta -0.96 ≈96% ITM
Gamma 0.005
Theta -0.172
Vega 0.011
Open interest 0
Model this put