1
2
0.1%
1
$41.31
30
—
—
—
—
0
Call · $30
In the money
Last $41.31
Breakeven $71.31
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.003
Vega 0
Open interest 1
Model this call
Put · $30
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
0.1%
1
—
32.5
—
—
—
—
0
Call · $32.5
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.003
Vega 0
Open interest 0
Model this call
Put · $32.5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
35
—
-0.022
244.9%
—
0
Call · $35
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $35
Last —
Breakeven —
Implied vol 244.9%
Delta -0.022 ≈2% ITM
Gamma 0.001
Theta -0.073
Vega 0.011
Open interest 0
Model this put
0
—
0.1%
1
—
37.5
—
-0.024
227.1%
—
0
Call · $37.5
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.004
Vega 0
Open interest 0
Model this call
Put · $37.5
Last —
Breakeven —
Implied vol 227.1%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.072
Vega 0.011
Open interest 0
Model this put
0
—
0.1%
1
—
40
$2.75
-0.026
210.6%
2
3
Call · $40
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.004
Vega 0
Open interest 0
Model this call
Put · $40
Last $2.75
Breakeven $37.25
Implied vol 210.6%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -0.071
Vega 0.012
Open interest 3
Model this put
0
—
99.9%
1
—
42.5
—
-0.028
195.1%
—
0
Call · $42.5
In the money
Last —
Breakeven —
Implied vol 99.9%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.005
Vega 0
Open interest 0
Model this call
Put · $42.5
Last —
Breakeven —
Implied vol 195.1%
Delta -0.028 ≈3% ITM
Gamma 0.002
Theta -0.07
Vega 0.012
Open interest 0
Model this put
10
10
0.1%
1
$34.30
45
—
-0.03
180.6%
—
0
Call · $45
In the money
Last $34.30
Breakeven $79.30
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.004
Vega 0
Open interest 10
Model this call
Put · $45
Last —
Breakeven —
Implied vol 180.6%
Delta -0.03 ≈3% ITM
Gamma 0.002
Theta -0.069
Vega 0.012
Open interest 0
Model this put
0
—
0.1%
1
—
47.5
—
-0.033
166.8%
—
0
Call · $47.5
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.005
Vega 0
Open interest 0
Model this call
Put · $47.5
Last —
Breakeven —
Implied vol 166.8%
Delta -0.033 ≈3% ITM
Gamma 0.003
Theta -0.068
Vega 0.013
Open interest 0
Model this put
0
—
0.1%
1
—
50
—
-0.041
161.4%
—
0
Call · $50
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.005
Vega 0
Open interest 0
Model this call
Put · $50
Last —
Breakeven —
Implied vol 161.4%
Delta -0.041 ≈4% ITM
Gamma 0.003
Theta -0.08
Vega 0.013
Open interest 0
Model this put
0
—
0.1%
1
—
52.5
$1.65
-0.064
170%
3
3
Call · $52.5
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.005
Vega 0
Open interest 0
Model this call
Put · $52.5
Last $1.65
Breakeven $50.85
Implied vol 170%
Delta -0.064 ≈6% ITM
Gamma 0.004
Theta -0.119
Vega 0.023
Open interest 3
Model this put
0
—
0.1%
1
—
55
$7.50
-0.045
133.4%
1
2
Call · $55
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.005
Vega 0
Open interest 0
Model this call
Put · $55
Last $7.50
Breakeven $47.50
Implied vol 133.4%
Delta -0.045 ≈5% ITM
Gamma 0.004
Theta -0.071
Vega 0.014
Open interest 2
Model this put
0
—
94.9%
0.98
—
57.5
$1.50
-0.046
118.6%
1
1
Call · $57.5
In the money
Last —
Breakeven —
Implied vol 94.9%
Delta 0.98 ≈98% ITM
Gamma 0.003
Theta -0.031
Vega 0.007
Open interest 0
Model this call
Put · $57.5
Last $1.50
Breakeven $56.00
Implied vol 118.6%
Delta -0.046 ≈5% ITM
Gamma 0.005
Theta -0.064
Vega 0.014
Open interest 1
Model this put
21
20
78.4%
0.986
$32.00
60
$0.30
-0.05
107.9%
40
40
Call · $60
In the money
Last $32.00
Breakeven $92.00
Implied vol 78.4%
Delta 0.986 ≈99% ITM
Gamma 0.003
Theta -0.022
Vega 0.007
Open interest 21
Model this call
Put · $60
Last $0.30
Breakeven $59.70
Implied vol 107.9%
Delta -0.05 ≈5% ITM
Gamma 0.006
Theta -0.063
Vega 0.015
Open interest 40
Model this put
1
1
69.3%
0.985
$13.40
62.5
$0.49
-0.055
97.6%
7
16
Call · $62.5
In the money
Last $13.40
Breakeven $75.90
Implied vol 69.3%
Delta 0.985 ≈98% ITM
Gamma 0.003
Theta -0.021
Vega 0.007
Open interest 1
Model this call
Put · $62.5
Last $0.49
Breakeven $62.01
Implied vol 97.6%
Delta -0.055 ≈6% ITM
Gamma 0.007
Theta -0.062
Vega 0.026
Open interest 16
Model this put
5
1
67.3%
0.975
$23.48
65
$1.50
-0.061
86.4%
1
5
Call · $65
In the money
Last $23.48
Breakeven $88.48
Implied vol 67.3%
Delta 0.975 ≈97% ITM
Gamma 0.005
Theta -0.029
Vega 0.008
Open interest 5
Model this call
Put · $65
Last $1.50
Breakeven $63.50
Implied vol 86.4%
Delta -0.061 ≈6% ITM
Gamma 0.008
Theta -0.059
Vega 0.026
Open interest 5
Model this put
45
10
61.4%
0.964
$14.00
67.5
—
-0.069
75.6%
—
0
Call · $67.5
In the money
Last $14.00
Breakeven $81.50
Implied vol 61.4%
Delta 0.964 ≈96% ITM
Gamma 0.008
Theta -0.034
Vega 0.015
Open interest 45
Model this call
Put · $67.5
Last —
Breakeven —
Implied vol 75.6%
Delta -0.069 ≈7% ITM
Gamma 0.01
Theta -0.056
Vega 0.027
Open interest 0
Model this put
40
10
61%
0.936
$19.47
70
$1.70
-0.089
69%
1
1
Call · $70
In the money
Last $19.47
Breakeven $89.47
Implied vol 61%
Delta 0.936 ≈94% ITM
Gamma 0.012
Theta -0.05
Vega 0.027
Open interest 40
Model this call
Put · $70
Last $1.70
Breakeven $68.30
Implied vol 69%
Delta -0.089 ≈9% ITM
Gamma 0.014
Theta -0.062
Vega 0.027
Open interest 1
Model this put
603
577
60%
0.894
$12.14
72.5
—
-0.111
61.6%
—
0
Call · $72.5
In the money
Last $12.14
Breakeven $84.64
Implied vol 60%
Delta 0.894 ≈89% ITM
Gamma 0.018
Theta -0.069
Vega 0.028
Open interest 603
Model this call
Put · $72.5
Last —
Breakeven —
Implied vol 61.6%
Delta -0.111 ≈11% ITM
Gamma 0.018
Theta -0.066
Vega 0.028
Open interest 0
Model this put
27
13
63.9%
0.819
$18.60
75
$1.10
-0.169
60.3%
50
225
Call · $75
In the money
Last $18.60
Breakeven $93.60
Implied vol 63.9%
Delta 0.819 ≈82% ITM
Gamma 0.024
Theta -0.101
Vega 0.042
Open interest 27
Model this call
Put · $75
Last $1.10
Breakeven $73.90
Implied vol 60.3%
Delta -0.169 ≈17% ITM
Gamma 0.025
Theta -0.085
Vega 0.042
Open interest 225
Model this put
18
5
60.2%
0.756
$18.03
77.5
$1.25
-0.251
62.4%
5
8
Call · $77.5
In the money
Last $18.03
Breakeven $95.53
Implied vol 60.2%
Delta 0.756 ≈76% ITM
Gamma 0.031
Theta -0.112
Vega 0.056
Open interest 18
Model this call
Put · $77.5
Last $1.25
Breakeven $76.25
Implied vol 62.4%
Delta -0.251 ≈25% ITM
Gamma 0.03
Theta -0.11
Vega 0.056
Open interest 8
Model this put
9
50
63.5%
0.664
$18.96
80
$2.70
-0.333
61.2%
280
291
Call · $80
In the money
Last $18.96
Breakeven $98.96
Implied vol 63.5%
Delta 0.664 ≈66% ITM
Gamma 0.034
Theta -0.138
Vega 0.066
Open interest 9
Model this call
Put · $80
Last $2.70
Breakeven $77.30
Implied vol 61.2%
Delta -0.333 ≈33% ITM
Gamma 0.036
Theta -0.125
Vega 0.066
Open interest 291
Model this put
4
1
62.4%
0.572
$4.00
82.5
$2.56
-0.427
57.6%
1
10
Call · $82.5
In the money
Last $4.00
Breakeven $86.50
Implied vol 62.4%
Delta 0.572 ≈57% ITM
Gamma 0.037
Theta -0.143
Vega 0.067
Open interest 4
Model this call
Put · $82.5
Last $2.56
Breakeven $79.94
Implied vol 57.6%
Delta -0.427 ≈43% ITM
Gamma 0.04
Theta -0.125
Vega 0.067
Open interest 10
Model this put
Underlying $83.09
331
300
62.8%
0.48
$4.14
85
$4.49
-0.533
53.3%
1
394
Call · $85
Last $4.14
Breakeven $89.14
Implied vol 62.8%
Delta 0.48 ≈48% ITM
Gamma 0.037
Theta -0.145
Vega 0.068
Open interest 331
Model this call
Put · $85
In the money
Last $4.49
Breakeven $80.51
Implied vol 53.3%
Delta -0.533 ≈53% ITM
Gamma 0.044
Theta -0.116
Vega 0.068
Open interest 394
Model this put
5
5
66.3%
0.398
$10.25
87.5
$6.05
-0.622
59.3%
200
200
Call · $87.5
Last $10.25
Breakeven $97.75
Implied vol 66.3%
Delta 0.398 ≈40% ITM
Gamma 0.035
Theta -0.149
Vega 0.069
Open interest 5
Model this call
Put · $87.5
In the money
Last $6.05
Breakeven $81.45
Implied vol 59.3%
Delta -0.622 ≈62% ITM
Gamma 0.039
Theta -0.125
Vega 0.061
Open interest 200
Model this put
488
1
68.5%
0.329
$8.57
90
$6.00
-0.727
54.3%
72
2.5k
Call · $90
Last $8.57
Breakeven $98.57
Implied vol 68.5%
Delta 0.329 ≈33% ITM
Gamma 0.031
Theta -0.143
Vega 0.062
Open interest 488
Model this call
Put · $90
In the money
Last $6.00
Breakeven $84.00
Implied vol 54.3%
Delta -0.727 ≈73% ITM
Gamma 0.037
Theta -0.097
Vega 0.061
Open interest 2.5k
Model this put
24
39
68.9%
0.26
$0.55
92.5
$10.30
-0.788
57.3%
25
50
Call · $92.5
Last $0.55
Breakeven $93.05
Implied vol 68.9%
Delta 0.26 ≈26% ITM
Gamma 0.028
Theta -0.13
Vega 0.062
Open interest 24
Model this call
Put · $92.5
In the money
Last $10.30
Breakeven $82.20
Implied vol 57.3%
Delta -0.788 ≈79% ITM
Gamma 0.03
Theta -0.088
Vega 0.048
Open interest 50
Model this put
69
10
65.5%
0.191
$2.52
95
$8.40
-0.879
51.6%
30
80
Call · $95
Last $2.52
Breakeven $97.52
Implied vol 65.5%
Delta 0.191 ≈19% ITM
Gamma 0.024
Theta -0.102
Vega 0.049
Open interest 69
Model this call
Put · $95
In the money
Last $8.40
Breakeven $86.60
Implied vol 51.6%
Delta -0.879 ≈88% ITM
Gamma 0.024
Theta -0.053
Vega 0.032
Open interest 80
Model this put
19
10
69.9%
0.157
$2.03
97.5
—
-0.898
57.2%
—
0
Call · $97.5
Last $2.03
Breakeven $99.53
Implied vol 69.9%
Delta 0.157 ≈16% ITM
Gamma 0.02
Theta -0.097
Vega 0.049
Open interest 19
Model this call
Put · $97.5
In the money
Last —
Breakeven —
Implied vol 57.2%
Delta -0.898 ≈90% ITM
Gamma 0.019
Theta -0.052
Vega 0.032
Open interest 0
Model this put
998
24
71.3%
0.126
$0.72
100
—
-0.914
62.5%
—
0
Call · $100
Last $0.72
Breakeven $100.72
Implied vol 71.3%
Delta 0.126 ≈13% ITM
Gamma 0.017
Theta -0.084
Vega 0.033
Open interest 998
Model this call
Put · $100
In the money
Last —
Breakeven —
Implied vol 62.5%
Delta -0.914 ≈91% ITM
Gamma 0.016
Theta -0.05
Vega 0.032
Open interest 0
Model this put
780
10
95.4%
0.142
$1.10
105
—
-0.967
61.9%
—
0
Call · $105
Last $1.10
Breakeven $106.10
Implied vol 95.4%
Delta 0.142 ≈14% ITM
Gamma 0.014
Theta -0.123
Vega 0.034
Open interest 780
Model this call
Put · $105
In the money
Last —
Breakeven —
Implied vol 61.9%
Delta -0.967 ≈97% ITM
Gamma 0.009
Theta -0.021
Vega 0.016
Open interest 0
Model this put
1.7k
557
124.7%
0.169
$0.99
110
—
-0.971
72%
—
0
Call · $110
Last $0.99
Breakeven $110.99
Implied vol 124.7%
Delta 0.169 ≈17% ITM
Gamma 0.012
Theta -0.18
Vega 0.052
Open interest 1.7k
Model this call
Put · $110
In the money
Last —
Breakeven —
Implied vol 72%
Delta -0.971 ≈97% ITM
Gamma 0.007
Theta -0.022
Vega 0.009
Open interest 0
Model this put
3
1
107.4%
0.086
$1.40
115
—
-0.974
81%
—
0
Call · $115
Last $1.40
Breakeven $116.40
Implied vol 107.4%
Delta 0.086 ≈9% ITM
Gamma 0.009
Theta -0.097
Vega 0.035
Open interest 3
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol 81%
Delta -0.974 ≈97% ITM
Gamma 0.005
Theta -0.023
Vega 0.009
Open interest 0
Model this put
2
1
117.4%
0.081
$1.00
120
—
—
—
—
0
Call · $120
Last $1.00
Breakeven $121.00
Implied vol 117.4%
Delta 0.081 ≈8% ITM
Gamma 0.008
Theta -0.1
Vega 0.021
Open interest 2
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
138.8%
0.099
$0.55
125
—
—
—
—
0
Call · $125
Last $0.55
Breakeven $125.55
Implied vol 138.8%
Delta 0.099 ≈10% ITM
Gamma 0.007
Theta -0.137
Vega 0.037
Open interest 1
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
123.7%
0.051
—
130
—
—
—
—
0
Call · $130
Last —
Breakeven —
Implied vol 123.7%
Delta 0.051 ≈5% ITM
Gamma 0.005
Theta -0.074
Vega 0.022
Open interest 0
Model this call
Put · $130
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put