0
—
207.8%
0.987
—
95
$0.75
—
—
1
5
Call · $95
In the money
Last —
Breakeven —
Implied vol 207.8%
Delta 0.987 ≈99% ITM
Gamma 0
Theta -0.114
Vega 0.015
Open interest 0
Model this call
Put · $95
Last $0.75
Breakeven $94.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this put
4
30
196%
0.986
$95.55
100
$0.85
-0.011
186%
1
6
Call · $100
In the money
Last $95.55
Breakeven $195.55
Implied vol 196%
Delta 0.986 ≈99% ITM
Gamma 0
Theta -0.112
Vega 0.015
Open interest 4
Model this call
Put · $100
Last $0.85
Breakeven $99.15
Implied vol 186%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.077
Vega 0.016
Open interest 6
Model this put
1
1
151.7%
0.995
$118.10
105
$0.75
—
—
1
7
Call · $105
In the money
Last $118.10
Breakeven $223.10
Implied vol 151.7%
Delta 0.995 ≈100% ITM
Gamma 0
Theta -0.041
Vega 0.007
Open interest 1
Model this call
Put · $105
Last $0.75
Breakeven $104.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this put
1
1
174.3%
0.985
$92.00
110
$1.15
-0.029
203.8%
1
4
Call · $110
In the money
Last $92.00
Breakeven $202.00
Implied vol 174.3%
Delta 0.985 ≈98% ITM
Gamma 0
Theta -0.11
Vega 0.016
Open interest 1
Model this call
Put · $110
Last $1.15
Breakeven $108.85
Implied vol 203.8%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -0.197
Vega 0.032
Open interest 4
Model this put
1
1
139.6%
0.993
$62.20
115
$0.35
-0.014
159.2%
1
5
Call · $115
In the money
Last $62.20
Breakeven $177.20
Implied vol 139.6%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.049
Vega 0.007
Open interest 1
Model this call
Put · $115
Last $0.35
Breakeven $114.65
Implied vol 159.2%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.084
Vega 0.017
Open interest 5
Model this put
2
2
130.5%
0.993
$105.30
120
$0.62
-0.015
150.2%
1
71
Call · $120
In the money
Last $105.30
Breakeven $225.30
Implied vol 130.5%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.048
Vega 0.007
Open interest 2
Model this call
Put · $120
Last $0.62
Breakeven $119.38
Implied vol 150.2%
Delta -0.015 ≈1% ITM
Gamma 0.001
Theta -0.083
Vega 0.017
Open interest 71
Model this put
1
1
115.2%
0.995
$101.80
125
$0.51
-0.016
141.5%
1
9
Call · $125
In the money
Last $101.80
Breakeven $226.80
Implied vol 115.2%
Delta 0.995 ≈100% ITM
Gamma 0
Theta -0.036
Vega 0.007
Open interest 1
Model this call
Put · $125
Last $0.51
Breakeven $124.49
Implied vol 141.5%
Delta -0.016 ≈2% ITM
Gamma 0.001
Theta -0.082
Vega 0.017
Open interest 9
Model this put
2
1
139.2%
0.98
$95.00
130
$0.85
-0.01
120.5%
2
22
Call · $130
In the money
Last $95.00
Breakeven $225.00
Implied vol 139.2%
Delta 0.98 ≈98% ITM
Gamma 0.001
Theta -0.112
Vega 0.018
Open interest 2
Model this call
Put · $130
Last $0.85
Breakeven $129.15
Implied vol 120.5%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.045
Vega 0.018
Open interest 22
Model this put
3
1
134.6%
0.976
$92.80
135
$0.10
-0.015
119.6%
1
15
Call · $135
In the money
Last $92.80
Breakeven $227.80
Implied vol 134.6%
Delta 0.976 ≈98% ITM
Gamma 0.001
Theta -0.124
Vega 0.036
Open interest 3
Model this call
Put · $135
Last $0.10
Breakeven $134.90
Implied vol 119.6%
Delta -0.015 ≈1% ITM
Gamma 0.001
Theta -0.065
Vega 0.018
Open interest 15
Model this put
1
1
124.3%
0.977
$67.90
140
$1.70
-0.019
117.4%
1
5
Call · $140
In the money
Last $67.90
Breakeven $207.90
Implied vol 124.3%
Delta 0.977 ≈98% ITM
Gamma 0.001
Theta -0.116
Vega 0.037
Open interest 1
Model this call
Put · $140
Last $1.70
Breakeven $138.30
Implied vol 117.4%
Delta -0.019 ≈2% ITM
Gamma 0.001
Theta -0.08
Vega 0.019
Open interest 5
Model this put
2
2
114.4%
0.977
$49.95
145
$1.10
-0.02
110%
1
47
Call · $145
In the money
Last $49.95
Breakeven $194.95
Implied vol 114.4%
Delta 0.977 ≈98% ITM
Gamma 0.001
Theta -0.108
Vega 0.038
Open interest 2
Model this call
Put · $145
Last $1.10
Breakeven $143.90
Implied vol 110%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.08
Vega 0.019
Open interest 47
Model this put
10
1
91.1%
0.988
$31.50
150
$0.08
-0.02
100.2%
2
41
Call · $150
In the money
Last $31.50
Breakeven $181.50
Implied vol 91.1%
Delta 0.988 ≈99% ITM
Gamma 0.001
Theta -0.058
Vega 0.019
Open interest 10
Model this call
Put · $150
Last $0.08
Breakeven $149.92
Implied vol 100.2%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.071
Vega 0.019
Open interest 41
Model this put
0
—
99.4%
0.972
—
155
$0.05
-0.03
100.8%
9
78
Call · $155
In the money
Last —
Breakeven —
Implied vol 99.4%
Delta 0.972 ≈97% ITM
Gamma 0.001
Theta -0.109
Vega 0.039
Open interest 0
Model this call
Put · $155
Last $0.05
Breakeven $154.95
Implied vol 100.8%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.1
Vega 0.039
Open interest 78
Model this put
8
2
84.6%
0.979
$41.70
160
$0.44
-0.051
107.7%
3
148
Call · $160
In the money
Last $41.70
Breakeven $201.70
Implied vol 84.6%
Delta 0.979 ≈98% ITM
Gamma 0.001
Theta -0.079
Vega 0.02
Open interest 8
Model this call
Put · $160
Last $0.44
Breakeven $159.56
Implied vol 107.7%
Delta -0.051 ≈5% ITM
Gamma 0.002
Theta -0.166
Vega 0.04
Open interest 148
Model this put
15
3
92.8%
0.955
$38.63
165
$0.71
-0.027
81.5%
1
31
Call · $165
In the money
Last $38.63
Breakeven $203.63
Implied vol 92.8%
Delta 0.955 ≈96% ITM
Gamma 0.002
Theta -0.145
Vega 0.04
Open interest 15
Model this call
Put · $165
Last $0.71
Breakeven $164.29
Implied vol 81.5%
Delta -0.027 ≈3% ITM
Gamma 0.002
Theta -0.075
Vega 0.04
Open interest 31
Model this put
18
1
76.8%
0.966
$38.14
170
$0.14
-0.014
62.9%
5
137
Call · $170
In the money
Last $38.14
Breakeven $208.14
Implied vol 76.8%
Delta 0.966 ≈97% ITM
Gamma 0.002
Theta -0.101
Vega 0.041
Open interest 18
Model this call
Put · $170
Last $0.14
Breakeven $169.86
Implied vol 62.9%
Delta -0.014 ≈1% ITM
Gamma 0.001
Theta -0.032
Vega 0.02
Open interest 137
Model this put
26
11
78.2%
0.948
$48.90
175
$0.05
-0.02
60.7%
101
132
Call · $175
In the money
Last $48.90
Breakeven $223.90
Implied vol 78.2%
Delta 0.948 ≈95% ITM
Gamma 0.003
Theta -0.14
Vega 0.041
Open interest 26
Model this call
Put · $175
Last $0.05
Breakeven $174.95
Implied vol 60.7%
Delta -0.02 ≈2% ITM
Gamma 0.002
Theta -0.043
Vega 0.021
Open interest 132
Model this put
82
1
67.7%
0.95
$40.00
180
$0.31
-0.029
58.6%
5
260
Call · $180
In the money
Last $40.00
Breakeven $220.00
Implied vol 67.7%
Delta 0.95 ≈95% ITM
Gamma 0.003
Theta -0.12
Vega 0.042
Open interest 82
Model this call
Put · $180
Last $0.31
Breakeven $179.69
Implied vol 58.6%
Delta -0.029 ≈3% ITM
Gamma 0.002
Theta -0.057
Vega 0.042
Open interest 260
Model this put
305
3
63.1%
0.941
$30.30
185
$0.50
-0.036
53.4%
60
122
Call · $185
In the money
Last $30.30
Breakeven $215.30
Implied vol 63.1%
Delta 0.941 ≈94% ITM
Gamma 0.004
Theta -0.129
Vega 0.074
Open interest 305
Model this call
Put · $185
Last $0.50
Breakeven $184.50
Implied vol 53.4%
Delta -0.036 ≈4% ITM
Gamma 0.003
Theta -0.061
Vega 0.042
Open interest 122
Model this put
39
2
53.2%
0.943
$32.00
190
$0.72
-0.047
49.4%
3
281
Call · $190
In the money
Last $32.00
Breakeven $222.00
Implied vol 53.2%
Delta 0.943 ≈94% ITM
Gamma 0.005
Theta -0.109
Vega 0.043
Open interest 39
Model this call
Put · $190
Last $0.72
Breakeven $189.28
Implied vol 49.4%
Delta -0.047 ≈5% ITM
Gamma 0.004
Theta -0.07
Vega 0.043
Open interest 281
Model this put
60
1
51%
0.916
$26.65
195
$1.07
-0.067
47%
5
35
Call · $195
In the money
Last $26.65
Breakeven $221.65
Implied vol 51%
Delta 0.916 ≈92% ITM
Gamma 0.006
Theta -0.134
Vega 0.075
Open interest 60
Model this call
Put · $195
Last $1.07
Breakeven $193.93
Implied vol 47%
Delta -0.067 ≈7% ITM
Gamma 0.006
Theta -0.089
Vega 0.075
Open interest 35
Model this put
231
12
52.9%
0.866
$24.80
200
$1.00
-0.093
43.3%
4
98
Call · $200
In the money
Last $24.80
Breakeven $224.80
Implied vol 52.9%
Delta 0.866 ≈87% ITM
Gamma 0.009
Theta -0.186
Vega 0.115
Open interest 231
Model this call
Put · $200
Last $1.00
Breakeven $199.00
Implied vol 43.3%
Delta -0.093 ≈9% ITM
Gamma 0.008
Theta -0.104
Vega 0.076
Open interest 98
Model this put
318
6
44.2%
0.782
$15.66
210
$2.44
-0.206
41.6%
4
547
Call · $210
In the money
Last $15.66
Breakeven $225.66
Implied vol 44.2%
Delta 0.782 ≈78% ITM
Gamma 0.015
Theta -0.211
Vega 0.155
Open interest 318
Model this call
Put · $210
Last $2.44
Breakeven $207.56
Implied vol 41.6%
Delta -0.206 ≈21% ITM
Gamma 0.015
Theta -0.173
Vega 0.118
Open interest 547
Model this put
380
8
41%
0.61
$8.00
220
$7.50
-0.385
37.9%
1
199
Call · $220
In the money
Last $8.00
Breakeven $228.00
Implied vol 41%
Delta 0.61 ≈61% ITM
Gamma 0.02
Theta -0.246
Vega 0.182
Open interest 380
Model this call
Put · $220
Last $7.50
Breakeven $212.50
Implied vol 37.9%
Delta -0.385 ≈39% ITM
Gamma 0.022
Theta -0.207
Vega 0.182
Open interest 199
Model this put
Underlying $224.11
809
5
40.9%
0.404
$4.70
230
$23.50
-0.62
35.2%
10
27
Call · $230
Last $4.70
Breakeven $234.70
Implied vol 40.9%
Delta 0.404 ≈40% ITM
Gamma 0.021
Theta -0.245
Vega 0.188
Open interest 809
Model this call
Put · $230
In the money
Last $23.50
Breakeven $206.50
Implied vol 35.2%
Delta -0.62 ≈62% ITM
Gamma 0.024
Theta -0.189
Vega 0.187
Open interest 27
Model this put
126
18
37.4%
0.207
$2.10
240
$47.44
-0.809
35.9%
4
1
Call · $240
Last $2.10
Breakeven $242.10
Implied vol 37.4%
Delta 0.207 ≈21% ITM
Gamma 0.016
Theta -0.163
Vega 0.13
Open interest 126
Model this call
Put · $240
In the money
Last $47.44
Breakeven $192.56
Implied vol 35.9%
Delta -0.809 ≈81% ITM
Gamma 0.017
Theta -0.131
Vega 0.129
Open interest 1
Model this put
264
1
41%
0.112
$0.80
250
$29.00
-0.964
30.9%
8
0
Call · $250
Last $0.80
Breakeven $250.80
Implied vol 41%
Delta 0.112 ≈11% ITM
Gamma 0.01
Theta -0.118
Vega 0.089
Open interest 264
Model this call
Put · $250
In the money
Last $29.00
Breakeven $221.00
Implied vol 30.9%
Delta -0.964 ≈96% ITM
Gamma 0.008
Theta -0.027
Vega 0.04
Open interest 0
Model this put
27
1
46.5%
0.069
$1.55
260
$42.50
—
—
1
0
Call · $260
Last $1.55
Breakeven $261.55
Implied vol 46.5%
Delta 0.069 ≈7% ITM
Gamma 0.006
Theta -0.094
Vega 0.053
Open interest 27
Model this call
Put · $260
In the money
Last $42.50
Breakeven $217.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
97
42
51.8%
0.048
$0.90
270
$48.50
—
—
10
0
Call · $270
Last $0.90
Breakeven $270.90
Implied vol 51.8%
Delta 0.048 ≈5% ITM
Gamma 0.004
Theta -0.077
Vega 0.054
Open interest 97
Model this call
Put · $270
In the money
Last $48.50
Breakeven $221.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
9
3
52.7%
0.024
$0.20
280
$72.67
—
—
1
0
Call · $280
Last $0.20
Breakeven $280.20
Implied vol 52.7%
Delta 0.024 ≈2% ITM
Gamma 0.002
Theta -0.045
Vega 0.027
Open interest 9
Model this call
Put · $280
In the money
Last $72.67
Breakeven $207.33
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
23
3
66.9%
0.036
$0.05
290
—
—
—
—
0
Call · $290
Last $0.05
Breakeven $290.05
Implied vol 66.9%
Delta 0.036 ≈4% ITM
Gamma 0.003
Theta -0.079
Vega 0.028
Open interest 23
Model this call
Put · $290
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
71
1
72.5%
0.031
$3.20
300
—
—
—
—
0
Call · $300
Last $3.20
Breakeven $303.20
Implied vol 72.5%
Delta 0.031 ≈3% ITM
Gamma 0.002
Theta -0.076
Vega 0.028
Open interest 71
Model this call
Put · $300
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
64
63
86.8%
0.043
$2.75
310
—
—
—
—
0
Call · $310
Last $2.75
Breakeven $312.75
Implied vol 86.8%
Delta 0.043 ≈4% ITM
Gamma 0.002
Theta -0.118
Vega 0.057
Open interest 64
Model this call
Put · $310
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
2
87.7%
0.031
$3.29
320
$121.90
—
—
1
0
Call · $320
Last $3.29
Breakeven $323.29
Implied vol 87.7%
Delta 0.031 ≈3% ITM
Gamma 0.002
Theta -0.091
Vega 0.029
Open interest 4
Model this call
Put · $320
In the money
Last $121.90
Breakeven $198.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
1
91.9%
0.027
$2.10
330
—
—
—
—
0
Call · $330
Last $2.10
Breakeven $332.10
Implied vol 91.9%
Delta 0.027 ≈3% ITM
Gamma 0.001
Theta -0.084
Vega 0.029
Open interest 4
Model this call
Put · $330
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
1
97.7%
0.026
$2.40
340
—
—
—
—
0
Call · $340
Last $2.40
Breakeven $342.40
Implied vol 97.7%
Delta 0.026 ≈3% ITM
Gamma 0.001
Theta -0.086
Vega 0.03
Open interest 2
Model this call
Put · $340
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
103.4%
0.024
—
350
—
—
—
—
0
Call · $350
Last —
Breakeven —
Implied vol 103.4%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.087
Vega 0.03
Open interest 0
Model this call
Put · $350
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
2
108.8%
0.023
$1.69
360
—
—
—
—
0
Call · $360
Last $1.69
Breakeven $361.69
Implied vol 108.8%
Delta 0.023 ≈2% ITM
Gamma 0.001
Theta -0.088
Vega 0.031
Open interest 2
Model this call
Put · $360
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put