1
3
408.3%
0.946
$42.40
40
$0.02
-0.05
395.9%
56
0
Call · $40
In the money
Last $42.40
Breakeven $82.40
Implied vol 408.3%
Delta 0.946 ≈95% ITM
Gamma 0.003
Theta -0.39
Vega 0.013
Open interest 1
Model this call
Put · $40
Last $0.02
Breakeven $39.98
Implied vol 395.9%
Delta -0.05 ≈5% ITM
Gamma 0.002
Theta -0.353
Vega 0.013
Open interest 0
Model this put
17
6
342.8%
0.94
$37.84
45
$0.02
-0.003
179.1%
18
23
Call · $45
In the money
Last $37.84
Breakeven $82.84
Implied vol 342.8%
Delta 0.94 ≈94% ITM
Gamma 0.003
Theta -0.356
Vega 0.013
Open interest 17
Model this call
Put · $45
Last $0.02
Breakeven $44.98
Implied vol 179.1%
Delta -0.003 ≈0% ITM
Gamma 0.001
Theta -0.015
Vega 0.002
Open interest 23
Model this put
0
—
316.3%
0.918
—
50
$0.03
-0.017
189.8%
10
47
Call · $50
In the money
Last —
Breakeven —
Implied vol 316.3%
Delta 0.918 ≈92% ITM
Gamma 0.005
Theta -0.419
Vega 0.014
Open interest 0
Model this call
Put · $50
Last $0.03
Breakeven $49.97
Implied vol 189.8%
Delta -0.017 ≈2% ITM
Gamma 0.002
Theta -0.07
Vega 0.004
Open interest 47
Model this put
54
1
269.1%
0.904
$30.91
55
$0.12
-0.033
175%
7
22
Call · $55
In the money
Last $30.91
Breakeven $85.91
Implied vol 269.1%
Delta 0.904 ≈90% ITM
Gamma 0.006
Theta -0.406
Vega 0.015
Open interest 54
Model this call
Put · $55
Last $0.12
Breakeven $54.88
Implied vol 175%
Delta -0.033 ≈3% ITM
Gamma 0.004
Theta -0.11
Vega 0.009
Open interest 22
Model this put
0
10
234.8%
0.898
$24.60
58
—
—
—
—
0
Call · $58
In the money
Last $24.60
Breakeven $82.60
Implied vol 234.8%
Delta 0.898 ≈90% ITM
Gamma 0.007
Theta -0.37
Vega 0.015
Open interest 0
Model this call
Put · $58
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
216.9%
0.901
—
59
—
-0.096
212.8%
—
0
Call · $59
In the money
Last —
Breakeven —
Implied vol 216.9%
Delta 0.901 ≈90% ITM
Gamma 0.008
Theta -0.335
Vega 0.016
Open interest 0
Model this call
Put · $59
Last —
Breakeven —
Implied vol 212.8%
Delta -0.096 ≈10% ITM
Gamma 0.008
Theta -0.315
Vega 0.016
Open interest 0
Model this put
30
10
215.2%
0.892
$22.80
60
$0.28
-0.039
139.6%
10
26
Call · $60
In the money
Last $22.80
Breakeven $82.80
Implied vol 215.2%
Delta 0.892 ≈89% ITM
Gamma 0.008
Theta -0.354
Vega 0.024
Open interest 30
Model this call
Put · $60
Last $0.28
Breakeven $59.72
Implied vol 139.6%
Delta -0.039 ≈4% ITM
Gamma 0.006
Theta -0.1
Vega 0.009
Open interest 26
Model this put
0
—
203.9%
0.89
—
61
$0.33
-0.057
151.4%
27
0
Call · $61
In the money
Last —
Breakeven —
Implied vol 203.9%
Delta 0.89 ≈89% ITM
Gamma 0.009
Theta -0.34
Vega 0.024
Open interest 0
Model this call
Put · $61
Last $0.33
Breakeven $60.67
Implied vol 151.4%
Delta -0.057 ≈6% ITM
Gamma 0.007
Theta -0.151
Vega 0.016
Open interest 0
Model this put
0
1
189.7%
0.892
$21.05
62
$0.45
-0.062
145.7%
1
22
Call · $62
In the money
Last $21.05
Breakeven $83.05
Implied vol 189.7%
Delta 0.892 ≈89% ITM
Gamma 0.01
Theta -0.315
Vega 0.024
Open interest 0
Model this call
Put · $62
Last $0.45
Breakeven $61.55
Implied vol 145.7%
Delta -0.062 ≈6% ITM
Gamma 0.008
Theta -0.154
Vega 0.016
Open interest 22
Model this put
10
10
208.6%
0.858
$19.47
63
$0.40
-0.068
140.9%
12
6
Call · $63
In the money
Last $19.47
Breakeven $82.47
Implied vol 208.6%
Delta 0.858 ≈86% ITM
Gamma 0.01
Theta -0.409
Vega 0.024
Open interest 10
Model this call
Put · $63
Last $0.40
Breakeven $62.60
Implied vol 140.9%
Delta -0.068 ≈7% ITM
Gamma 0.009
Theta -0.16
Vega 0.016
Open interest 6
Model this put
0
—
194.6%
0.857
—
64
$0.43
-0.078
138.3%
54
99
Call · $64
In the money
Last —
Breakeven —
Implied vol 194.6%
Delta 0.857 ≈86% ITM
Gamma 0.011
Theta -0.384
Vega 0.024
Open interest 0
Model this call
Put · $64
Last $0.43
Breakeven $63.57
Implied vol 138.3%
Delta -0.078 ≈8% ITM
Gamma 0.01
Theta -0.173
Vega 0.016
Open interest 99
Model this put
0
—
189.9%
0.847
—
65
$0.51
-0.078
128.3%
1
22
Call · $65
In the money
Last —
Breakeven —
Implied vol 189.9%
Delta 0.847 ≈85% ITM
Gamma 0.012
Theta -0.392
Vega 0.025
Open interest 0
Model this call
Put · $65
Last $0.51
Breakeven $64.49
Implied vol 128.3%
Delta -0.078 ≈8% ITM
Gamma 0.011
Theta -0.16
Vega 0.016
Open interest 22
Model this put
2
2
174.2%
0.848
$20.70
66
$0.56
-0.096
131.3%
15
50
Call · $66
In the money
Last $20.70
Breakeven $86.70
Implied vol 174.2%
Delta 0.848 ≈85% ITM
Gamma 0.013
Theta -0.359
Vega 0.025
Open interest 2
Model this call
Put · $66
Last $0.56
Breakeven $65.44
Implied vol 131.3%
Delta -0.096 ≈10% ITM
Gamma 0.012
Theta -0.193
Vega 0.017
Open interest 50
Model this put
2
1
181.7%
0.825
$16.32
67
$0.68
-0.113
133.6%
6
23
Call · $67
In the money
Last $16.32
Breakeven $83.32
Implied vol 181.7%
Delta 0.825 ≈82% ITM
Gamma 0.014
Theta -0.412
Vega 0.025
Open interest 2
Model this call
Put · $67
Last $0.68
Breakeven $66.32
Implied vol 133.6%
Delta -0.113 ≈11% ITM
Gamma 0.014
Theta -0.224
Vega 0.017
Open interest 23
Model this put
2
1
165.4%
0.825
$15.40
68
$0.88
-0.119
126%
1
3
Call · $68
In the money
Last $15.40
Breakeven $83.40
Implied vol 165.4%
Delta 0.825 ≈82% ITM
Gamma 0.015
Theta -0.375
Vega 0.025
Open interest 2
Model this call
Put · $68
Last $0.88
Breakeven $67.12
Implied vol 126%
Delta -0.119 ≈12% ITM
Gamma 0.015
Theta -0.218
Vega 0.025
Open interest 3
Model this put
0
—
175.3%
0.798
—
69
$1.05
-0.163
140.5%
3
33
Call · $69
In the money
Last —
Breakeven —
Implied vol 175.3%
Delta 0.798 ≈80% ITM
Gamma 0.016
Theta -0.437
Vega 0.033
Open interest 0
Model this call
Put · $69
Last $1.05
Breakeven $67.95
Implied vol 140.5%
Delta -0.163 ≈16% ITM
Gamma 0.017
Theta -0.298
Vega 0.025
Open interest 33
Model this put
15
1
155.7%
0.8
$14.88
70
$1.12
-0.163
126.3%
10
38
Call · $70
In the money
Last $14.88
Breakeven $84.88
Implied vol 155.7%
Delta 0.8 ≈80% ITM
Gamma 0.017
Theta -0.387
Vega 0.034
Open interest 15
Model this call
Put · $70
Last $1.12
Breakeven $68.88
Implied vol 126.3%
Delta -0.163 ≈16% ITM
Gamma 0.019
Theta -0.266
Vega 0.026
Open interest 38
Model this put
3
1
149%
0.786
$8.84
71
$1.29
-0.183
125.6%
12
4
Call · $71
In the money
Last $8.84
Breakeven $79.84
Implied vol 149%
Delta 0.786 ≈79% ITM
Gamma 0.019
Theta -0.383
Vega 0.034
Open interest 3
Model this call
Put · $71
Last $1.29
Breakeven $69.71
Implied vol 125.6%
Delta -0.183 ≈18% ITM
Gamma 0.02
Theta -0.287
Vega 0.026
Open interest 4
Model this put
1
2
160%
0.752
$8.40
72
$1.11
-0.186
113.1%
1
48
Call · $72
In the money
Last $8.40
Breakeven $80.40
Implied vol 160%
Delta 0.752 ≈75% ITM
Gamma 0.019
Theta -0.442
Vega 0.034
Open interest 1
Model this call
Put · $72
Last $1.11
Breakeven $70.89
Implied vol 113.1%
Delta -0.186 ≈19% ITM
Gamma 0.023
Theta -0.262
Vega 0.026
Open interest 48
Model this put
2
2
147.5%
0.742
$11.73
73
$1.79
-0.225
121.3%
65
35
Call · $73
In the money
Last $11.73
Breakeven $84.73
Implied vol 147.5%
Delta 0.742 ≈74% ITM
Gamma 0.021
Theta -0.417
Vega 0.034
Open interest 2
Model this call
Put · $73
Last $1.79
Breakeven $71.21
Implied vol 121.3%
Delta -0.225 ≈23% ITM
Gamma 0.024
Theta -0.314
Vega 0.034
Open interest 35
Model this put
2
1
139.5%
0.726
$8.44
74
$3.05
-0.244
115.3%
10
74
Call · $74
In the money
Last $8.44
Breakeven $82.44
Implied vol 139.5%
Delta 0.726 ≈73% ITM
Gamma 0.023
Theta -0.407
Vega 0.035
Open interest 2
Model this call
Put · $74
Last $3.05
Breakeven $70.95
Implied vol 115.3%
Delta -0.244 ≈24% ITM
Gamma 0.026
Theta -0.311
Vega 0.035
Open interest 74
Model this put
12
1
141.7%
0.699
$7.71
75
$2.21
-0.282
121.4%
87
105
Call · $75
In the money
Last $7.71
Breakeven $82.71
Implied vol 141.7%
Delta 0.699 ≈70% ITM
Gamma 0.024
Theta -0.434
Vega 0.035
Open interest 12
Model this call
Put · $75
Last $2.21
Breakeven $72.79
Implied vol 121.4%
Delta -0.282 ≈28% ITM
Gamma 0.027
Theta -0.352
Vega 0.035
Open interest 105
Model this put
6
3
146.8%
0.671
$9.24
76
$2.26
-0.305
116.6%
16
105
Call · $76
In the money
Last $9.24
Breakeven $85.24
Implied vol 146.8%
Delta 0.671 ≈67% ITM
Gamma 0.024
Theta -0.469
Vega 0.04
Open interest 6
Model this call
Put · $76
Last $2.26
Breakeven $73.74
Implied vol 116.6%
Delta -0.305 ≈31% ITM
Gamma 0.029
Theta -0.353
Vega 0.035
Open interest 105
Model this put
3
2
136.5%
0.651
$11.66
77
$2.85
-0.33
111.3%
129
15
Call · $77
In the money
Last $11.66
Breakeven $88.66
Implied vol 136.5%
Delta 0.651 ≈65% ITM
Gamma 0.026
Theta -0.444
Vega 0.04
Open interest 3
Model this call
Put · $77
Last $2.85
Breakeven $74.15
Implied vol 111.3%
Delta -0.33 ≈33% ITM
Gamma 0.032
Theta -0.351
Vega 0.04
Open interest 15
Model this put
7
1
130.6%
0.625
$8.50
78
$3.29
-0.367
115.1%
3
40
Call · $78
In the money
Last $8.50
Breakeven $86.50
Implied vol 130.6%
Delta 0.625 ≈63% ITM
Gamma 0.028
Theta -0.433
Vega 0.041
Open interest 7
Model this call
Put · $78
Last $3.29
Breakeven $74.71
Implied vol 115.1%
Delta -0.367 ≈37% ITM
Gamma 0.031
Theta -0.373
Vega 0.041
Open interest 40
Model this put
35
20
126.7%
0.597
$9.48
79
$3.33
-0.395
104.4%
1
23
Call · $79
In the money
Last $9.48
Breakeven $88.48
Implied vol 126.7%
Delta 0.597 ≈60% ITM
Gamma 0.029
Theta -0.428
Vega 0.041
Open interest 35
Model this call
Put · $79
Last $3.33
Breakeven $75.67
Implied vol 104.4%
Delta -0.395 ≈40% ITM
Gamma 0.035
Theta -0.344
Vega 0.041
Open interest 23
Model this put
17
1
133.2%
0.567
$6.19
80
$3.81
-0.433
113.1%
108
64
Call · $80
In the money
Last $6.19
Breakeven $86.19
Implied vol 133.2%
Delta 0.567 ≈57% ITM
Gamma 0.028
Theta -0.459
Vega 0.041
Open interest 17
Model this call
Put · $80
Last $3.81
Breakeven $76.19
Implied vol 113.1%
Delta -0.433 ≈43% ITM
Gamma 0.034
Theta -0.382
Vega 0.041
Open interest 64
Model this put
110
1
130.5%
0.538
$5.75
81
$4.00
-0.469
102.7%
4
8
Call · $81
In the money
Last $5.75
Breakeven $86.75
Implied vol 130.5%
Delta 0.538 ≈54% ITM
Gamma 0.03
Theta -0.459
Vega 0.041
Open interest 110
Model this call
Put · $81
Last $4.00
Breakeven $77.00
Implied vol 102.7%
Delta -0.469 ≈47% ITM
Gamma 0.038
Theta -0.355
Vega 0.041
Open interest 8
Model this put
Underlying $81.68
22
4
118.1%
0.504
$5.54
82
$5.10
-0.496
118.7%
146
47
Call · $82
Last $5.54
Breakeven $87.54
Implied vol 118.1%
Delta 0.504 ≈50% ITM
Gamma 0.033
Theta -0.414
Vega 0.042
Open interest 22
Model this call
Put · $82
In the money
Last $5.10
Breakeven $76.90
Implied vol 118.7%
Delta -0.496 ≈50% ITM
Gamma 0.032
Theta -0.408
Vega 0.042
Open interest 47
Model this put
197
9
135.4%
0.484
$5.20
83
$5.65
-0.537
107.3%
18
31
Call · $83
Last $5.20
Breakeven $88.20
Implied vol 135.4%
Delta 0.484 ≈48% ITM
Gamma 0.028
Theta -0.471
Vega 0.042
Open interest 197
Model this call
Put · $83
In the money
Last $5.65
Breakeven $77.35
Implied vol 107.3%
Delta -0.537 ≈54% ITM
Gamma 0.036
Theta -0.364
Vega 0.042
Open interest 31
Model this put
87
1
127.6%
0.45
$4.43
84
$6.00
-0.565
113.3%
10
69
Call · $84
Last $4.43
Breakeven $88.43
Implied vol 127.6%
Delta 0.45 ≈45% ITM
Gamma 0.03
Theta -0.44
Vega 0.042
Open interest 87
Model this call
Put · $84
In the money
Last $6.00
Breakeven $78.00
Implied vol 113.3%
Delta -0.565 ≈56% ITM
Gamma 0.033
Theta -0.381
Vega 0.042
Open interest 69
Model this put
274
19
124.9%
0.418
$4.22
85
$4.80
-0.601
111%
250
206
Call · $85
Last $4.22
Breakeven $89.22
Implied vol 124.9%
Delta 0.418 ≈42% ITM
Gamma 0.03
Theta -0.427
Vega 0.042
Open interest 274
Model this call
Put · $85
In the money
Last $4.80
Breakeven $80.20
Implied vol 111%
Delta -0.601 ≈60% ITM
Gamma 0.034
Theta -0.369
Vega 0.042
Open interest 206
Model this put
155
151
129.9%
0.395
$4.25
86
$7.75
-0.627
113.8%
3
120
Call · $86
Last $4.25
Breakeven $90.25
Implied vol 129.9%
Delta 0.395 ≈40% ITM
Gamma 0.029
Theta -0.441
Vega 0.043
Open interest 155
Model this call
Put · $86
In the money
Last $7.75
Breakeven $78.25
Implied vol 113.8%
Delta -0.627 ≈63% ITM
Gamma 0.032
Theta -0.371
Vega 0.037
Open interest 120
Model this put
2.2k
2
131.8%
0.373
$3.40
87
$7.60
-0.684
99%
1
44
Call · $87
Last $3.40
Breakeven $90.40
Implied vol 131.8%
Delta 0.373 ≈37% ITM
Gamma 0.028
Theta -0.438
Vega 0.038
Open interest 2.2k
Model this call
Put · $87
In the money
Last $7.60
Breakeven $79.40
Implied vol 99%
Delta -0.684 ≈68% ITM
Gamma 0.035
Theta -0.299
Vega 0.038
Open interest 44
Model this put
112
8
129.9%
0.346
$3.75
88
$6.50
-0.673
118.7%
1
1
Call · $88
Last $3.75
Breakeven $91.75
Implied vol 129.9%
Delta 0.346 ≈35% ITM
Gamma 0.027
Theta -0.417
Vega 0.038
Open interest 112
Model this call
Put · $88
In the money
Last $6.50
Breakeven $81.50
Implied vol 118.7%
Delta -0.673 ≈67% ITM
Gamma 0.029
Theta -0.364
Vega 0.038
Open interest 1
Model this put
25
21
130.7%
0.323
$4.44
89
$11.26
-0.774
88.7%
1
1
Call · $89
Last $4.44
Breakeven $93.44
Implied vol 130.7%
Delta 0.323 ≈32% ITM
Gamma 0.026
Theta -0.407
Vega 0.038
Open interest 25
Model this call
Put · $89
In the money
Last $11.26
Breakeven $77.74
Implied vol 88.7%
Delta -0.774 ≈77% ITM
Gamma 0.033
Theta -0.226
Vega 0.029
Open interest 1
Model this put
92
37
130.2%
0.298
$2.78
90
—
-0.778
97%
—
0
Call · $90
Last $2.78
Breakeven $92.78
Implied vol 130.2%
Delta 0.298 ≈30% ITM
Gamma 0.026
Theta -0.392
Vega 0.038
Open interest 92
Model this call
Put · $90
In the money
Last —
Breakeven —
Implied vol 97%
Delta -0.778 ≈78% ITM
Gamma 0.03
Theta -0.244
Vega 0.029
Open interest 0
Model this put
21
752
134.2%
0.283
$2.42
91
—
-0.753
117.9%
—
0
Call · $91
Last $2.42
Breakeven $93.42
Implied vol 134.2%
Delta 0.283 ≈28% ITM
Gamma 0.024
Theta -0.396
Vega 0.038
Open interest 21
Model this call
Put · $91
In the money
Last —
Breakeven —
Implied vol 117.9%
Delta -0.753 ≈75% ITM
Gamma 0.026
Theta -0.319
Vega 0.029
Open interest 0
Model this put
5
1
134%
0.259
$2.36
92
—
-0.84
93%
—
0
Call · $92
Last $2.36
Breakeven $94.36
Implied vol 134%
Delta 0.259 ≈26% ITM
Gamma 0.023
Theta -0.382
Vega 0.039
Open interest 5
Model this call
Put · $92
In the money
Last —
Breakeven —
Implied vol 93%
Delta -0.84 ≈84% ITM
Gamma 0.025
Theta -0.19
Vega 0.03
Open interest 0
Model this put
20
31
130.8%
0.235
$1.82
93
—
-0.824
106.1%
—
0
Call · $93
Last $1.82
Breakeven $94.82
Implied vol 130.8%
Delta 0.235 ≈23% ITM
Gamma 0.023
Theta -0.351
Vega 0.03
Open interest 20
Model this call
Put · $93
In the money
Last —
Breakeven —
Implied vol 106.1%
Delta -0.824 ≈82% ITM
Gamma 0.024
Theta -0.231
Vega 0.03
Open interest 0
Model this put
31
10
135.9%
0.227
$1.75
94
$13.00
-0.876
94.1%
10
10
Call · $94
Last $1.75
Breakeven $95.75
Implied vol 135.9%
Delta 0.227 ≈23% ITM
Gamma 0.021
Theta -0.357
Vega 0.03
Open interest 31
Model this call
Put · $94
In the money
Last $13.00
Breakeven $81.00
Implied vol 94.1%
Delta -0.876 ≈88% ITM
Gamma 0.021
Theta -0.16
Vega 0.02
Open interest 10
Model this put
44
310
132.6%
0.203
$1.55
95
$11.55
-0.875
101.1%
2
6
Call · $95
Last $1.55
Breakeven $96.55
Implied vol 132.6%
Delta 0.203 ≈20% ITM
Gamma 0.02
Theta -0.324
Vega 0.03
Open interest 44
Model this call
Put · $95
In the money
Last $11.55
Breakeven $83.45
Implied vol 101.1%
Delta -0.875 ≈87% ITM
Gamma 0.02
Theta -0.174
Vega 0.02
Open interest 6
Model this put
9
1
132.9%
0.187
$1.32
96
—
-0.912
93.1%
—
0
Call · $96
Last $1.32
Breakeven $97.32
Implied vol 132.9%
Delta 0.187 ≈19% ITM
Gamma 0.019
Theta -0.309
Vega 0.03
Open interest 9
Model this call
Put · $96
In the money
Last —
Breakeven —
Implied vol 93.1%
Delta -0.912 ≈91% ITM
Gamma 0.017
Theta -0.122
Vega 0.02
Open interest 0
Model this put
110
66
130.8%
0.164
$1.36
97
—
-0.95
82.4%
—
0
Call · $97
Last $1.36
Breakeven $98.36
Implied vol 130.8%
Delta 0.164 ≈16% ITM
Gamma 0.018
Theta -0.282
Vega 0.03
Open interest 110
Model this call
Put · $97
In the money
Last —
Breakeven —
Implied vol 82.4%
Delta -0.95 ≈95% ITM
Gamma 0.012
Theta -0.067
Vega 0.011
Open interest 0
Model this put
25
20
139.8%
0.168
$1.20
98
—
-0.976
74.4%
—
0
Call · $98
Last $1.20
Breakeven $99.20
Implied vol 139.8%
Delta 0.168 ≈17% ITM
Gamma 0.017
Theta -0.306
Vega 0.031
Open interest 25
Model this call
Put · $98
In the money
Last —
Breakeven —
Implied vol 74.4%
Delta -0.976 ≈98% ITM
Gamma 0.008
Theta -0.031
Vega 0.005
Open interest 0
Model this put
0
—
141.3%
0.156
—
99
—
—
—
—
0
Call · $99
Last —
Breakeven —
Implied vol 141.3%
Delta 0.156 ≈16% ITM
Gamma 0.016
Theta -0.296
Vega 0.031
Open interest 0
Model this call
Put · $99
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
205
6
143%
0.147
$1.02
100
—
—
—
—
0
Call · $100
Last $1.02
Breakeven $101.02
Implied vol 143%
Delta 0.147 ≈15% ITM
Gamma 0.016
Theta -0.288
Vega 0.021
Open interest 205
Model this call
Put · $100
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
145.7%
0.141
—
101
—
—
—
—
0
Call · $101
Last —
Breakeven —
Implied vol 145.7%
Delta 0.141 ≈14% ITM
Gamma 0.015
Theta -0.285
Vega 0.021
Open interest 0
Model this call
Put · $101
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
142.1%
0.125
$0.90
102
—
—
—
—
0
Call · $102
Last $0.90
Breakeven $102.90
Implied vol 142.1%
Delta 0.125 ≈12% ITM
Gamma 0.014
Theta -0.252
Vega 0.021
Open interest 1
Model this call
Put · $102
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
2
141.4%
0.113
$0.77
103
—
—
—
—
0
Call · $103
Last $0.77
Breakeven $103.77
Implied vol 141.4%
Delta 0.113 ≈11% ITM
Gamma 0.013
Theta -0.234
Vega 0.021
Open interest 2
Model this call
Put · $103
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
143.6%
0.107
—
104
—
—
—
—
0
Call · $104
Last —
Breakeven —
Implied vol 143.6%
Delta 0.107 ≈11% ITM
Gamma 0.012
Theta -0.228
Vega 0.021
Open interest 0
Model this call
Put · $104
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
21
24
145.7%
0.101
$0.72
105
—
—
—
—
0
Call · $105
Last $0.72
Breakeven $105.72
Implied vol 145.7%
Delta 0.101 ≈10% ITM
Gamma 0.012
Theta -0.222
Vega 0.021
Open interest 21
Model this call
Put · $105
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
2
148.5%
0.096
$0.62
106
—
—
—
—
0
Call · $106
Last $0.62
Breakeven $106.62
Implied vol 148.5%
Delta 0.096 ≈10% ITM
Gamma 0.011
Theta -0.219
Vega 0.021
Open interest 4
Model this call
Put · $106
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
35
2
150.6%
0.091
$0.58
107
—
—
—
—
0
Call · $107
Last $0.58
Breakeven $107.58
Implied vol 150.6%
Delta 0.091 ≈9% ITM
Gamma 0.01
Theta -0.213
Vega 0.021
Open interest 35
Model this call
Put · $107
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
8
2
150.1%
0.081
$0.51
108
—
—
—
—
0
Call · $108
Last $0.51
Breakeven $108.51
Implied vol 150.1%
Delta 0.081 ≈8% ITM
Gamma 0.01
Theta -0.197
Vega 0.012
Open interest 8
Model this call
Put · $108
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
4
149.8%
0.075
$0.46
109
—
—
—
—
0
Call · $109
Last $0.46
Breakeven $109.46
Implied vol 149.8%
Delta 0.075 ≈7% ITM
Gamma 0.009
Theta -0.184
Vega 0.012
Open interest 4
Model this call
Put · $109
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
51
40
154.6%
0.075
$0.42
110
—
—
—
—
0
Call · $110
Last $0.42
Breakeven $110.42
Implied vol 154.6%
Delta 0.075 ≈8% ITM
Gamma 0.009
Theta -0.191
Vega 0.013
Open interest 51
Model this call
Put · $110
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
26
4
153%
0.068
$0.42
111
—
—
—
—
0
Call · $111
Last $0.42
Breakeven $111.42
Implied vol 153%
Delta 0.068 ≈7% ITM
Gamma 0.008
Theta -0.174
Vega 0.013
Open interest 26
Model this call
Put · $111
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
6
4
161%
0.073
$0.36
112
—
—
—
—
0
Call · $112
Last $0.36
Breakeven $112.36
Implied vol 161%
Delta 0.073 ≈7% ITM
Gamma 0.008
Theta -0.193
Vega 0.013
Open interest 6
Model this call
Put · $112
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
14
14
162.5%
0.07
$0.39
113
—
—
—
—
0
Call · $113
Last $0.39
Breakeven $113.39
Implied vol 162.5%
Delta 0.07 ≈7% ITM
Gamma 0.008
Theta -0.188
Vega 0.013
Open interest 14
Model this call
Put · $113
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
157.4%
0.058
—
114
—
—
—
—
0
Call · $114
Last —
Breakeven —
Implied vol 157.4%
Delta 0.058 ≈6% ITM
Gamma 0.007
Theta -0.157
Vega 0.013
Open interest 0
Model this call
Put · $114
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
7
108
155.9%
0.051
$0.31
115
—
—
—
—
0
Call · $115
Last $0.31
Breakeven $115.31
Implied vol 155.9%
Delta 0.051 ≈5% ITM
Gamma 0.006
Theta -0.139
Vega 0.013
Open interest 7
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put