0
—
0.2%
1
—
20
—
—
—
—
0
Call · $20
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.002
Vega 0
Open interest 0
Model this call
Put · $20
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
22.5
—
—
—
—
0
Call · $22.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $22.5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
0.2%
1
—
25
—
—
—
—
0
Call · $25
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.002
Vega 0
Open interest 0
Model this call
Put · $25
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
—
—
$44.50
30
—
—
—
—
0
Call · $30
In the money
Last $44.50
Breakeven $74.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $30
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
35
$0.75
-0.023
194%
1
15
Call · $35
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $35
Last $0.75
Breakeven $34.25
Implied vol 194%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.048
Vega 0.013
Open interest 15
Model this put
5
10
113.1%
0.996
$32.48
40
$0.75
-0.027
166.1%
1
69
Call · $40
In the money
Last $32.48
Breakeven $72.48
Implied vol 113.1%
Delta 0.996 ≈100% ITM
Gamma 0
Theta -0.009
Vega 0.003
Open interest 5
Model this call
Put · $40
Last $0.75
Breakeven $39.25
Implied vol 166.1%
Delta -0.027 ≈3% ITM
Gamma 0.002
Theta -0.046
Vega 0.014
Open interest 69
Model this put
64
2
91.5%
0.997
$44.02
45
$0.75
-0.046
161.1%
7
136
Call · $45
In the money
Last $44.02
Breakeven $89.02
Implied vol 91.5%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.008
Vega 0.001
Open interest 64
Model this call
Put · $45
Last $0.75
Breakeven $44.25
Implied vol 161.1%
Delta -0.046 ≈5% ITM
Gamma 0.003
Theta -0.069
Vega 0.026
Open interest 136
Model this put
183
1
94%
0.986
$37.61
50
$0.45
-0.037
118.2%
1
177
Call · $50
In the money
Last $37.61
Breakeven $87.61
Implied vol 94%
Delta 0.986 ≈99% ITM
Gamma 0.002
Theta -0.02
Vega 0.008
Open interest 183
Model this call
Put · $50
Last $0.45
Breakeven $49.55
Implied vol 118.2%
Delta -0.037 ≈4% ITM
Gamma 0.003
Theta -0.042
Vega 0.016
Open interest 177
Model this put
60
1
95.4%
0.961
$34.50
55
$0.38
-0.05
104.7%
3
104
Call · $55
In the money
Last $34.50
Breakeven $89.50
Implied vol 95.4%
Delta 0.961 ≈96% ITM
Gamma 0.004
Theta -0.041
Vega 0.017
Open interest 60
Model this call
Put · $55
Last $0.38
Breakeven $54.62
Implied vol 104.7%
Delta -0.05 ≈5% ITM
Gamma 0.005
Theta -0.049
Vega 0.017
Open interest 104
Model this put
39
3
82.5%
0.944
$32.40
60
$0.49
-0.111
112.8%
3
21
Call · $60
In the money
Last $32.40
Breakeven $92.40
Implied vol 82.5%
Delta 0.944 ≈94% ITM
Gamma 0.007
Theta -0.047
Vega 0.03
Open interest 39
Model this call
Put · $60
Last $0.49
Breakeven $59.51
Implied vol 112.8%
Delta -0.111 ≈11% ITM
Gamma 0.008
Theta -0.095
Vega 0.045
Open interest 21
Model this put
11
2
94.5%
0.855
$29.34
65
$1.60
-0.109
79.5%
3
73
Call · $65
In the money
Last $29.34
Breakeven $94.34
Implied vol 94.5%
Delta 0.855 ≈86% ITM
Gamma 0.012
Theta -0.101
Vega 0.047
Open interest 11
Model this call
Put · $65
Last $1.60
Breakeven $63.40
Implied vol 79.5%
Delta -0.109 ≈11% ITM
Gamma 0.012
Theta -0.066
Vega 0.032
Open interest 73
Model this put
42
2
87.7%
0.785
$23.77
70
$1.50
-0.204
82.5%
4
44
Call · $70
In the money
Last $23.77
Breakeven $93.77
Implied vol 87.7%
Delta 0.785 ≈79% ITM
Gamma 0.017
Theta -0.12
Vega 0.064
Open interest 42
Model this call
Put · $70
Last $1.50
Breakeven $68.50
Implied vol 82.5%
Delta -0.204 ≈20% ITM
Gamma 0.017
Theta -0.104
Vega 0.064
Open interest 44
Model this put
1.1k
101
83.3%
0.688
$11.02
75
$3.30
-0.302
75.1%
100
685
Call · $75
In the money
Last $11.02
Breakeven $86.02
Implied vol 83.3%
Delta 0.688 ≈69% ITM
Gamma 0.021
Theta -0.138
Vega 0.067
Open interest 1.1k
Model this call
Put · $75
Last $3.30
Breakeven $71.70
Implied vol 75.1%
Delta -0.302 ≈30% ITM
Gamma 0.023
Theta -0.116
Vega 0.067
Open interest 685
Model this put
1k
53
76.8%
0.569
$6.90
80
$2.87
-0.432
66.7%
1
29
Call · $80
In the money
Last $6.90
Breakeven $86.90
Implied vol 76.8%
Delta 0.569 ≈57% ITM
Gamma 0.026
Theta -0.14
Vega 0.079
Open interest 1k
Model this call
Put · $80
Last $2.87
Breakeven $77.13
Implied vol 66.7%
Delta -0.432 ≈43% ITM
Gamma 0.03
Theta -0.114
Vega 0.079
Open interest 29
Model this put
Underlying $80.82
1k
180
76.4%
0.443
$4.80
85
$4.75
-0.58
65.5%
1
26
Call · $85
Last $4.80
Breakeven $89.80
Implied vol 76.4%
Delta 0.443 ≈44% ITM
Gamma 0.026
Theta -0.138
Vega 0.082
Open interest 1k
Model this call
Put · $85
In the money
Last $4.75
Breakeven $80.25
Implied vol 65.5%
Delta -0.58 ≈58% ITM
Gamma 0.03
Theta -0.11
Vega 0.082
Open interest 26
Model this put
234
1
70.2%
0.31
$7.30
90
$7.60
-0.706
66.5%
1
75
Call · $90
Last $7.30
Breakeven $97.30
Implied vol 70.2%
Delta 0.31 ≈31% ITM
Gamma 0.025
Theta -0.113
Vega 0.074
Open interest 234
Model this call
Put · $90
In the money
Last $7.60
Breakeven $82.40
Implied vol 66.5%
Delta -0.706 ≈71% ITM
Gamma 0.026
Theta -0.097
Vega 0.074
Open interest 75
Model this put
248
1
74.5%
0.228
$2.60
95
$12.96
-0.842
59.9%
4
3
Call · $95
Last $2.60
Breakeven $97.60
Implied vol 74.5%
Delta 0.228 ≈23% ITM
Gamma 0.02
Theta -0.102
Vega 0.059
Open interest 248
Model this call
Put · $95
In the money
Last $12.96
Breakeven $82.04
Implied vol 59.9%
Delta -0.842 ≈84% ITM
Gamma 0.021
Theta -0.059
Vega 0.057
Open interest 3
Model this put
342
3
82.4%
0.181
$2.75
100
$19.20
-0.872
69.5%
2
2
Call · $100
Last $2.75
Breakeven $102.75
Implied vol 82.4%
Delta 0.181 ≈18% ITM
Gamma 0.016
Theta -0.098
Vega 0.06
Open interest 342
Model this call
Put · $100
In the money
Last $19.20
Breakeven $80.80
Implied vol 69.5%
Delta -0.872 ≈87% ITM
Gamma 0.016
Theta -0.059
Vega 0.04
Open interest 2
Model this put
106
6
72.5%
0.09
$0.87
105
—
—
—
—
0
Call · $105
Last $0.87
Breakeven $105.87
Implied vol 72.5%
Delta 0.09 ≈9% ITM
Gamma 0.011
Theta -0.053
Vega 0.041
Open interest 106
Model this call
Put · $105
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
605
1
82.2%
0.081
$1.10
110
$28.80
—
—
2
31
Call · $110
Last $1.10
Breakeven $111.10
Implied vol 82.2%
Delta 0.081 ≈8% ITM
Gamma 0.009
Theta -0.056
Vega 0.024
Open interest 605
Model this call
Put · $110
In the money
Last $28.80
Breakeven $81.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 31
Model this put
14
4
84.3%
0.061
$0.60
115
—
-0.965
77.6%
—
0
Call · $115
Last $0.60
Breakeven $115.60
Implied vol 84.3%
Delta 0.061 ≈6% ITM
Gamma 0.007
Theta -0.045
Vega 0.025
Open interest 14
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol 77.6%
Delta -0.965 ≈97% ITM
Gamma 0.006
Theta -0.022
Vega 0.02
Open interest 0
Model this put
6
4
96.1%
0.066
$0.45
120
—
-0.955
90.2%
—
0
Call · $120
Last $0.45
Breakeven $120.45
Implied vol 96.1%
Delta 0.066 ≈7% ITM
Gamma 0.007
Theta -0.055
Vega 0.025
Open interest 6
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol 90.2%
Delta -0.955 ≈95% ITM
Gamma 0.006
Theta -0.033
Vega 0.023
Open interest 0
Model this put
76
1
101.7%
0.058
$1.10
125
—
-0.952
100.1%
—
0
Call · $125
Last $1.10
Breakeven $126.10
Implied vol 101.7%
Delta 0.058 ≈6% ITM
Gamma 0.006
Theta -0.052
Vega 0.026
Open interest 76
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol 100.1%
Delta -0.952 ≈95% ITM
Gamma 0.006
Theta -0.038
Vega 0.023
Open interest 0
Model this put
1
1
109%
0.055
$1.30
130
—
-0.959
105.3%
—
0
Call · $130
Last $1.30
Breakeven $131.30
Implied vol 109%
Delta 0.055 ≈5% ITM
Gamma 0.005
Theta -0.054
Vega 0.026
Open interest 1
Model this call
Put · $130
In the money
Last —
Breakeven —
Implied vol 105.3%
Delta -0.959 ≈96% ITM
Gamma 0.005
Theta -0.035
Vega 0.022
Open interest 0
Model this put
0
—
117.8%
0.056
—
135
—
-0.961
112.4%
—
0
Call · $135
Last —
Breakeven —
Implied vol 117.8%
Delta 0.056 ≈6% ITM
Gamma 0.005
Theta -0.059
Vega 0.027
Open interest 0
Model this call
Put · $135
In the money
Last —
Breakeven —
Implied vol 112.4%
Delta -0.961 ≈96% ITM
Gamma 0.004
Theta -0.036
Vega 0.022
Open interest 0
Model this put
0
—
120.8%
0.046
—
140
—
-0.963
119%
—
0
Call · $140
Last —
Breakeven —
Implied vol 120.8%
Delta 0.046 ≈5% ITM
Gamma 0.004
Theta -0.052
Vega 0.027
Open interest 0
Model this call
Put · $140
In the money
Last —
Breakeven —
Implied vol 119%
Delta -0.963 ≈96% ITM
Gamma 0.004
Theta -0.037
Vega 0.013
Open interest 0
Model this put
2
1
127.3%
0.044
$2.45
145
—
-0.959
128%
—
0
Call · $145
Last $2.45
Breakeven $147.45
Implied vol 127.3%
Delta 0.044 ≈4% ITM
Gamma 0.004
Theta -0.054
Vega 0.028
Open interest 2
Model this call
Put · $145
In the money
Last —
Breakeven —
Implied vol 128%
Delta -0.959 ≈96% ITM
Gamma 0.004
Theta -0.043
Vega 0.023
Open interest 0
Model this put
1
1
132.8%
0.043
$1.85
150
—
-0.961
134.1%
—
0
Call · $150
Last $1.85
Breakeven $151.85
Implied vol 132.8%
Delta 0.043 ≈4% ITM
Gamma 0.003
Theta -0.054
Vega 0.014
Open interest 1
Model this call
Put · $150
In the money
Last —
Breakeven —
Implied vol 134.1%
Delta -0.961 ≈96% ITM
Gamma 0.004
Theta -0.044
Vega 0.013
Open interest 0
Model this put