0
—
55.7%
0.995
—
130
—
-0.025
76.3%
—
0
Call · $130
In the money
Last —
Breakeven —
IV 55.7%
Delta 0.995 (~99% ITM)
Gamma 0
Theta -0.017
Vega 0.009
Open interest 0
Model this call
Put · $130
Last —
Breakeven —
IV 76.3%
Delta -0.025 (~3% ITM)
Gamma 0.001
Theta -0.043
Vega 0.043
Open interest 0
Model this put
0
—
68.6%
0.974
—
135
—
-0.058
87.1%
—
0
Call · $135
In the money
Last —
Breakeven —
IV 68.6%
Delta 0.974 (~97% ITM)
Gamma 0.002
Theta -0.049
Vega 0.044
Open interest 0
Model this call
Put · $135
Last —
Breakeven —
IV 87.1%
Delta -0.058 (~6% ITM)
Gamma 0.003
Theta -0.095
Vega 0.077
Open interest 0
Model this put
0
—
67.4%
0.96
—
140
—
-0.067
81%
—
0
Call · $140
In the money
Last —
Breakeven —
IV 67.4%
Delta 0.96 (~96% ITM)
Gamma 0.002
Theta -0.064
Vega 0.045
Open interest 0
Model this call
Put · $140
Last —
Breakeven —
IV 81%
Delta -0.067 (~7% ITM)
Gamma 0.003
Theta -0.098
Vega 0.078
Open interest 0
Model this put
0
—
61.9%
0.955
—
145
—
-0.07
72.2%
—
0
Call · $145
In the money
Last —
Breakeven —
IV 61.9%
Delta 0.955 (~95% ITM)
Gamma 0.003
Theta -0.066
Vega 0.046
Open interest 0
Model this call
Put · $145
Last —
Breakeven —
IV 72.2%
Delta -0.07 (~7% ITM)
Gamma 0.004
Theta -0.09
Vega 0.08
Open interest 0
Model this put
0
—
58.7%
0.944
—
150
$1.70
-0.089
69.7%
1
1
Call · $150
In the money
Last —
Breakeven —
IV 58.7%
Delta 0.944 (~94% ITM)
Gamma 0.004
Theta -0.074
Vega 0.047
Open interest 0
Model this call
Put · $150
Last $1.70
Breakeven $148.30
IV 69.7%
Delta -0.089 (~9% ITM)
Gamma 0.004
Theta -0.105
Vega 0.081
Open interest 1
Model this put
0
—
57.3%
0.918
—
155
$1.25
-0.098
62.7%
1
1
Call · $155
In the money
Last —
Breakeven —
IV 57.3%
Delta 0.918 (~92% ITM)
Gamma 0.005
Theta -0.093
Vega 0.082
Open interest 0
Model this call
Put · $155
Last $1.25
Breakeven $153.75
IV 62.7%
Delta -0.098 (~10% ITM)
Gamma 0.005
Theta -0.102
Vega 0.082
Open interest 1
Model this put
0
—
59.5%
0.877
—
160
$2.25
-0.13
61.3%
1
1
Call · $160
In the money
Last —
Breakeven —
IV 59.5%
Delta 0.877 (~88% ITM)
Gamma 0.007
Theta -0.126
Vega 0.126
Open interest 0
Model this call
Put · $160
Last $2.25
Breakeven $157.75
IV 61.3%
Delta -0.13 (~13% ITM)
Gamma 0.007
Theta -0.121
Vega 0.126
Open interest 1
Model this put
0
—
58.3%
0.837
—
165
$1.57
-0.177
62.7%
1
1
Call · $165
In the money
Last —
Breakeven —
IV 58.3%
Delta 0.837 (~84% ITM)
Gamma 0.008
Theta -0.146
Vega 0.128
Open interest 0
Model this call
Put · $165
Last $1.57
Breakeven $163.43
IV 62.7%
Delta -0.177 (~18% ITM)
Gamma 0.008
Theta -0.152
Vega 0.128
Open interest 1
Model this put
0
—
57.4%
0.793
—
170
$4.60
-0.216
59.8%
3
3
Call · $170
In the money
Last —
Breakeven —
IV 57.4%
Delta 0.793 (~79% ITM)
Gamma 0.01
Theta -0.168
Vega 0.17
Open interest 0
Model this call
Put · $170
Last $4.60
Breakeven $165.40
IV 59.8%
Delta -0.216 (~22% ITM)
Gamma 0.009
Theta -0.164
Vega 0.171
Open interest 3
Model this put
0
—
56.7%
0.736
—
175
$4.00
-0.267
57.6%
1
8
Call · $175
In the money
Last —
Breakeven —
IV 56.7%
Delta 0.736 (~74% ITM)
Gamma 0.011
Theta -0.185
Vega 0.173
Open interest 0
Model this call
Put · $175
Last $4.00
Breakeven $171.00
IV 57.6%
Delta -0.267 (~27% ITM)
Gamma 0.011
Theta -0.175
Vega 0.173
Open interest 8
Model this put
0
—
56.4%
0.677
—
180
$5.60
-0.32
54.6%
1
9
Call · $180
In the money
Last —
Breakeven —
IV 56.4%
Delta 0.677 (~68% ITM)
Gamma 0.012
Theta -0.204
Vega 0.201
Open interest 0
Model this call
Put · $180
Last $5.60
Breakeven $174.40
IV 54.6%
Delta -0.32 (~32% ITM)
Gamma 0.013
Theta -0.183
Vega 0.177
Open interest 9
Model this put
0
—
55.8%
0.611
—
185
$6.80
-0.39
56%
1
11
Call · $185
In the money
Last —
Breakeven —
IV 55.8%
Delta 0.611 (~61% ITM)
Gamma 0.013
Theta -0.211
Vega 0.205
Open interest 0
Model this call
Put · $185
Last $6.80
Breakeven $178.20
IV 56%
Delta -0.39 (~39% ITM)
Gamma 0.013
Theta -0.197
Vega 0.205
Open interest 11
Model this put
2
14
57.2%
0.544
$12.65
190
$10.00
-0.458
54.7%
1
9
Call · $190
In the money
Last $12.65
Breakeven $202.65
IV 57.2%
Delta 0.544 (~54% ITM)
Gamma 0.013
Theta -0.225
Vega 0.208
Open interest 2
Model this call
Put · $190
Last $10.00
Breakeven $180.00
IV 54.7%
Delta -0.458 (~46% ITM)
Gamma 0.014
Theta -0.201
Vega 0.208
Open interest 9
Model this put
6
14
57.1%
0.479
$10.44
195
$13.50
-0.526
54.9%
1
20
Call · $195
In the money
Last $10.44
Breakeven $205.44
IV 57.1%
Delta 0.479 (~48% ITM)
Gamma 0.013
Theta -0.222
Vega 0.211
Open interest 6
Model this call
Put · $195
Last $13.50
Breakeven $181.50
IV 54.9%
Delta -0.526 (~53% ITM)
Gamma 0.014
Theta -0.199
Vega 0.211
Open interest 20
Model this put
10
1
57.1%
0.415
$10.80
200
$16.75
-0.59
55.9%
1
7
Call · $200
In the money
Last $10.80
Breakeven $210.80
IV 57.1%
Delta 0.415 (~42% ITM)
Gamma 0.013
Theta -0.218
Vega 0.214
Open interest 10
Model this call
Put · $200
Last $16.75
Breakeven $183.25
IV 55.9%
Delta -0.59 (~59% ITM)
Gamma 0.013
Theta -0.198
Vega 0.214
Open interest 7
Model this put
Underlying $200.05
116
1
58.1%
0.306
$9.60
210
$21.55
-0.7
57.3%
1
5
Call · $210
Last $9.60
Breakeven $219.60
IV 58.1%
Delta 0.306 (~31% ITM)
Gamma 0.011
Theta -0.197
Vega 0.193
Open interest 116
Model this call
Put · $210
In the money
Last $21.55
Breakeven $188.45
IV 57.3%
Delta -0.7 (~70% ITM)
Gamma 0.012
Theta -0.178
Vega 0.192
Open interest 5
Model this put
21
1
59.6%
0.22
$5.50
220
$14.55
-0.801
56%
1
1
Call · $220
Last $5.50
Breakeven $225.50
IV 59.6%
Delta 0.22 (~22% ITM)
Gamma 0.009
Theta -0.17
Vega 0.152
Open interest 21
Model this call
Put · $220
In the money
Last $14.55
Breakeven $205.45
IV 56%
Delta -0.801 (~80% ITM)
Gamma 0.01
Theta -0.136
Vega 0.15
Open interest 1
Model this put
119
69
55.8%
0.13
$3.54
230
$31.35
-0.857
60%
1
1
Call · $230
Last $3.54
Breakeven $233.54
IV 55.8%
Delta 0.13 (~13% ITM)
Gamma 0.007
Theta -0.114
Vega 0.104
Open interest 119
Model this call
Put · $230
In the money
Last $31.35
Breakeven $198.65
IV 60%
Delta -0.857 (~86% ITM)
Gamma 0.008
Theta -0.117
Vega 0.102
Open interest 1
Model this put
34
3
53.7%
0.07
$1.75
240
—
-0.903
61.2%
—
0
Call · $240
Last $1.75
Breakeven $241.75
IV 53.7%
Delta 0.07 (~7% ITM)
Gamma 0.005
Theta -0.07
Vega 0.062
Open interest 34
Model this call
Put · $240
In the money
Last —
Breakeven —
IV 61.2%
Delta -0.903 (~90% ITM)
Gamma 0.006
Theta -0.087
Vega 0.1
Open interest 0
Model this put
39
1
63.4%
0.072
$0.55
250
$29.20
-0.935
63.3%
158
158
Call · $250
Last $0.55
Breakeven $250.55
IV 63.4%
Delta 0.072 (~7% ITM)
Gamma 0.004
Theta -0.084
Vega 0.063
Open interest 39
Model this call
Put · $250
In the money
Last $29.20
Breakeven $220.80
IV 63.3%
Delta -0.935 (~93% ITM)
Gamma 0.004
Theta -0.065
Vega 0.059
Open interest 158
Model this put
4
1
71.9%
0.072
$0.69
260
—
-0.937
70.9%
—
0
Call · $260
Last $0.69
Breakeven $260.69
IV 71.9%
Delta 0.072 (~7% ITM)
Gamma 0.004
Theta -0.095
Vega 0.064
Open interest 4
Model this call
Put · $260
In the money
Last —
Breakeven —
IV 70.9%
Delta -0.937 (~94% ITM)
Gamma 0.004
Theta -0.071
Vega 0.06
Open interest 0
Model this put
23
3
60%
0.022
$0.80
270
—
-0.967
69.4%
—
0
Call · $270
Last $0.80
Breakeven $270.80
IV 60%
Delta 0.022 (~2% ITM)
Gamma 0.002
Theta -0.029
Vega 0.033
Open interest 23
Model this call
Put · $270
In the money
Last —
Breakeven —
IV 69.4%
Delta -0.967 (~97% ITM)
Gamma 0.003
Theta -0.038
Vega 0.048
Open interest 0
Model this put
2
1
80.8%
0.054
$2.00
280
—
-0.976
71.6%
—
0
Call · $280
Last $2.00
Breakeven $282.00
IV 80.8%
Delta 0.054 (~5% ITM)
Gamma 0.003
Theta -0.084
Vega 0.066
Open interest 2
Model this call
Put · $280
In the money
Last —
Breakeven —
IV 71.6%
Delta -0.976 (~98% ITM)
Gamma 0.002
Theta -0.03
Vega 0.026
Open interest 0
Model this put
3
2
75.7%
0.029
$3.70
290
—
-0.978
76.9%
—
0
Call · $290
Last $3.70
Breakeven $293.70
IV 75.7%
Delta 0.029 (~3% ITM)
Gamma 0.002
Theta -0.047
Vega 0.034
Open interest 3
Model this call
Put · $290
In the money
Last —
Breakeven —
IV 76.9%
Delta -0.978 (~98% ITM)
Gamma 0.002
Theta -0.03
Vega 0.027
Open interest 0
Model this put
4
1
80.7%
0.027
$1.90
300
—
-0.969
87.4%
—
0
Call · $300
Last $1.90
Breakeven $301.90
IV 80.7%
Delta 0.027 (~3% ITM)
Gamma 0.001
Theta -0.048
Vega 0.034
Open interest 4
Model this call
Put · $300
In the money
Last —
Breakeven —
IV 87.4%
Delta -0.969 (~97% ITM)
Gamma 0.002
Theta -0.046
Vega 0.028
Open interest 0
Model this put
3
1
85.4%
0.026
$0.02
310
—
-0.973
90.6%
—
0
Call · $310
Last $0.02
Breakeven $310.02
IV 85.4%
Delta 0.026 (~3% ITM)
Gamma 0.001
Theta -0.049
Vega 0.035
Open interest 3
Model this call
Put · $310
In the money
Last —
Breakeven —
IV 90.6%
Delta -0.973 (~97% ITM)
Gamma 0.002
Theta -0.042
Vega 0.029
Open interest 0
Model this put
0
—
92.9%
0.029
—
320
—
-0.962
103%
—
0
Call · $320
Last —
Breakeven —
IV 92.9%
Delta 0.029 (~3% ITM)
Gamma 0.001
Theta -0.059
Vega 0.035
Open interest 0
Model this call
Put · $320
In the money
Last —
Breakeven —
IV 103%
Delta -0.962 (~96% ITM)
Gamma 0.002
Theta -0.069
Vega 0.058
Open interest 0
Model this put
0
—
95.9%
0.026
—
330
—
-0.972
101.7%
—
0
Call · $330
Last —
Breakeven —
IV 95.9%
Delta 0.026 (~3% ITM)
Gamma 0.001
Theta -0.055
Vega 0.036
Open interest 0
Model this call
Put · $330
In the money
Last —
Breakeven —
IV 101.7%
Delta -0.972 (~97% ITM)
Gamma 0.002
Theta -0.049
Vega 0.03
Open interest 0
Model this put
0
—
98.9%
0.023
—
340
—
-0.979
102.7%
—
0
Call · $340
Last —
Breakeven —
IV 98.9%
Delta 0.023 (~2% ITM)
Gamma 0.001
Theta -0.051
Vega 0.036
Open interest 0
Model this call
Put · $340
In the money
Last —
Breakeven —
IV 102.7%
Delta -0.979 (~98% ITM)
Gamma 0.001
Theta -0.04
Vega 0.028
Open interest 0
Model this put
0
—
107.2%
0.028
—
350
—
-0.979
107.1%
—
0
Call · $350
Last —
Breakeven —
IV 107.2%
Delta 0.028 (~3% ITM)
Gamma 0.001
Theta -0.065
Vega 0.037
Open interest 0
Model this call
Put · $350
In the money
Last —
Breakeven —
IV 107.1%
Delta -0.979 (~98% ITM)
Gamma 0.001
Theta -0.04
Vega 0.029
Open interest 0
Model this put