0
3
182%
0.991
$50.50
42.5
—
-0.025
226%
—
0
Call · $42.5
In the money
Last $50.50
Breakeven $93.00
Implied vol 182%
Delta 0.991 ≈99% ITM
Gamma 0.001
Theta -0.033
Vega 0.006
Open interest 0
Model this call
Put · $42.5
Last —
Breakeven —
Implied vol 226%
Delta -0.025 ≈2% ITM
Gamma 0.002
Theta -0.084
Vega 0.012
Open interest 0
Model this put
0
3
176.7%
0.987
$48.00
45
$0.10
-0.022
201.9%
21
21
Call · $45
In the money
Last $48.00
Breakeven $93.00
Implied vol 176.7%
Delta 0.987 ≈99% ITM
Gamma 0.001
Theta -0.042
Vega 0.006
Open interest 0
Model this call
Put · $45
Last $0.10
Breakeven $44.90
Implied vol 201.9%
Delta -0.022 ≈2% ITM
Gamma 0.002
Theta -0.069
Vega 0.012
Open interest 21
Model this put
0
—
171.6%
0.983
—
47.5
$0.20
-0.025
189.3%
64
67
Call · $47.5
In the money
Last —
Breakeven —
Implied vol 171.6%
Delta 0.983 ≈98% ITM
Gamma 0.001
Theta -0.051
Vega 0.006
Open interest 0
Model this call
Put · $47.5
Last $0.20
Breakeven $47.30
Implied vol 189.3%
Delta -0.025 ≈2% ITM
Gamma 0.002
Theta -0.071
Vega 0.012
Open interest 67
Model this put
10
10
158.9%
0.982
$30.63
50
$0.05
-0.009
139.9%
13
95
Call · $50
In the money
Last $30.63
Breakeven $80.63
Implied vol 158.9%
Delta 0.982 ≈98% ITM
Gamma 0.002
Theta -0.05
Vega 0.006
Open interest 10
Model this call
Put · $50
Last $0.05
Breakeven $49.95
Implied vol 139.9%
Delta -0.009 ≈1% ITM
Gamma 0.001
Theta -0.021
Vega 0.006
Open interest 95
Model this put
0
—
135.3%
0.98
—
55
$0.05
-0.041
163%
807
33
Call · $55
In the money
Last —
Breakeven —
Implied vol 135.3%
Delta 0.98 ≈98% ITM
Gamma 0.002
Theta -0.048
Vega 0.007
Open interest 0
Model this call
Put · $55
Last $0.05
Breakeven $54.95
Implied vol 163%
Delta -0.041 ≈4% ITM
Gamma 0.003
Theta -0.093
Vega 0.013
Open interest 33
Model this put
6
1
117.9%
0.972
$29.14
60
$0.22
-0.025
115.6%
52
82
Call · $60
In the money
Last $29.14
Breakeven $89.14
Implied vol 117.9%
Delta 0.972 ≈97% ITM
Gamma 0.003
Theta -0.054
Vega 0.014
Open interest 6
Model this call
Put · $60
Last $0.22
Breakeven $59.78
Implied vol 115.6%
Delta -0.025 ≈2% ITM
Gamma 0.003
Theta -0.044
Vega 0.014
Open interest 82
Model this put
9
1
103.3%
0.958
$33.48
65
$0.65
-0.044
105%
7
279
Call · $65
In the money
Last $33.48
Breakeven $98.48
Implied vol 103.3%
Delta 0.958 ≈96% ITM
Gamma 0.005
Theta -0.066
Vega 0.014
Open interest 9
Model this call
Put · $65
Last $0.65
Breakeven $64.35
Implied vol 105%
Delta -0.044 ≈4% ITM
Gamma 0.005
Theta -0.063
Vega 0.014
Open interest 279
Model this put
1
1
99.8%
0.945
$17.60
67.5
$0.30
-0.055
100%
11
41
Call · $67.5
In the money
Last $17.60
Breakeven $85.10
Implied vol 99.8%
Delta 0.945 ≈95% ITM
Gamma 0.007
Theta -0.079
Vega 0.015
Open interest 1
Model this call
Put · $67.5
Last $0.30
Breakeven $67.20
Implied vol 100%
Delta -0.055 ≈5% ITM
Gamma 0.007
Theta -0.073
Vega 0.015
Open interest 41
Model this put
11
2
92.7%
0.931
$19.44
70
$0.60
-0.091
104.4%
16
284
Call · $70
In the money
Last $19.44
Breakeven $89.44
Implied vol 92.7%
Delta 0.931 ≈93% ITM
Gamma 0.009
Theta -0.086
Vega 0.026
Open interest 11
Model this call
Put · $70
Last $0.60
Breakeven $69.40
Implied vol 104.4%
Delta -0.091 ≈9% ITM
Gamma 0.009
Theta -0.111
Vega 0.026
Open interest 284
Model this put
16
6
87.4%
0.911
$16.20
72.5
$0.95
-0.09
87.7%
11
156
Call · $72.5
In the money
Last $16.20
Breakeven $88.70
Implied vol 87.4%
Delta 0.911 ≈91% ITM
Gamma 0.011
Theta -0.098
Vega 0.026
Open interest 16
Model this call
Put · $72.5
Last $0.95
Breakeven $71.55
Implied vol 87.7%
Delta -0.09 ≈9% ITM
Gamma 0.011
Theta -0.092
Vega 0.026
Open interest 156
Model this put
75
28
91.3%
0.864
$15.15
75
$0.80
-0.099
76.2%
64
1.3k
Call · $75
In the money
Last $15.15
Breakeven $90.15
Implied vol 91.3%
Delta 0.864 ≈86% ITM
Gamma 0.014
Theta -0.136
Vega 0.04
Open interest 75
Model this call
Put · $75
Last $0.80
Breakeven $74.20
Implied vol 76.2%
Delta -0.099 ≈10% ITM
Gamma 0.014
Theta -0.086
Vega 0.027
Open interest 1.3k
Model this put
51
65
86.2%
0.829
$12.40
77.5
$1.20
-0.125
69.5%
9
1.1k
Call · $77.5
In the money
Last $12.40
Breakeven $89.90
Implied vol 86.2%
Delta 0.829 ≈83% ITM
Gamma 0.018
Theta -0.149
Vega 0.041
Open interest 51
Model this call
Put · $77.5
Last $1.20
Breakeven $76.30
Implied vol 69.5%
Delta -0.125 ≈12% ITM
Gamma 0.018
Theta -0.093
Vega 0.041
Open interest 1.1k
Model this put
8k
53
79.7%
0.791
$10.56
80
$1.60
-0.191
72.2%
498
1.7k
Call · $80
In the money
Last $10.56
Breakeven $90.56
Implied vol 79.7%
Delta 0.791 ≈79% ITM
Gamma 0.022
Theta -0.157
Vega 0.055
Open interest 8k
Model this call
Put · $80
Last $1.60
Breakeven $78.40
Implied vol 72.2%
Delta -0.191 ≈19% ITM
Gamma 0.023
Theta -0.127
Vega 0.042
Open interest 1.7k
Model this put
462
16
69.1%
0.748
$8.88
82.5
$2.51
-0.271
77.1%
22
307
Call · $82.5
In the money
Last $8.88
Breakeven $91.38
Implied vol 69.1%
Delta 0.748 ≈75% ITM
Gamma 0.028
Theta -0.149
Vega 0.056
Open interest 462
Model this call
Put · $82.5
Last $2.51
Breakeven $79.99
Implied vol 77.1%
Delta -0.271 ≈27% ITM
Gamma 0.026
Theta -0.164
Vega 0.056
Open interest 307
Model this put
261
84
74%
0.664
$6.80
85
$2.95
-0.335
72.4%
142
128
Call · $85
In the money
Last $6.80
Breakeven $91.80
Implied vol 74%
Delta 0.664 ≈66% ITM
Gamma 0.03
Theta -0.183
Vega 0.065
Open interest 261
Model this call
Put · $85
Last $2.95
Breakeven $82.05
Implied vol 72.4%
Delta -0.335 ≈33% ITM
Gamma 0.031
Theta -0.171
Vega 0.065
Open interest 128
Model this put
210
207
75.8%
0.583
$5.89
87.5
$5.30
-0.417
75%
1
59
Call · $87.5
In the money
Last $5.89
Breakeven $93.39
Implied vol 75.8%
Delta 0.583 ≈58% ITM
Gamma 0.031
Theta -0.198
Vega 0.066
Open interest 210
Model this call
Put · $87.5
Last $5.30
Breakeven $82.20
Implied vol 75%
Delta -0.417 ≈42% ITM
Gamma 0.031
Theta -0.187
Vega 0.066
Open interest 59
Model this put
Underlying $89.52
1.2k
463
69.7%
0.501
$4.40
90
$5.40
-0.496
74.1%
49
72
Call · $90
Last $4.40
Breakeven $94.40
Implied vol 69.7%
Delta 0.501 ≈50% ITM
Gamma 0.034
Theta -0.186
Vega 0.067
Open interest 1.2k
Model this call
Put · $90
In the money
Last $5.40
Breakeven $84.60
Implied vol 74.1%
Delta -0.496 ≈50% ITM
Gamma 0.032
Theta -0.19
Vega 0.067
Open interest 72
Model this put
112
8
73.6%
0.425
$3.40
92.5
$8.76
-0.576
73.6%
2
204
Call · $92.5
Last $3.40
Breakeven $95.90
Implied vol 73.6%
Delta 0.425 ≈43% ITM
Gamma 0.032
Theta -0.192
Vega 0.068
Open interest 112
Model this call
Put · $92.5
In the money
Last $8.76
Breakeven $83.74
Implied vol 73.6%
Delta -0.576 ≈58% ITM
Gamma 0.032
Theta -0.183
Vega 0.068
Open interest 204
Model this put
487
67
70.6%
0.345
$2.70
95
$8.83
-0.649
73.5%
2
35
Call · $95
Last $2.70
Breakeven $97.70
Implied vol 70.6%
Delta 0.345 ≈34% ITM
Gamma 0.031
Theta -0.173
Vega 0.06
Open interest 487
Model this call
Put · $95
In the money
Last $8.83
Breakeven $86.17
Implied vol 73.5%
Delta -0.649 ≈65% ITM
Gamma 0.03
Theta -0.173
Vega 0.06
Open interest 35
Model this put
48
4
73.2%
0.284
$2.20
97.5
—
-0.721
72.3%
—
0
Call · $97.5
Last $2.20
Breakeven $99.70
Implied vol 73.2%
Delta 0.284 ≈28% ITM
Gamma 0.028
Theta -0.164
Vega 0.061
Open interest 48
Model this call
Put · $97.5
In the money
Last —
Breakeven —
Implied vol 72.3%
Delta -0.721 ≈72% ITM
Gamma 0.028
Theta -0.153
Vega 0.061
Open interest 0
Model this put
1.4k
439
71.2%
0.219
$1.60
100
$9.80
-0.771
74.8%
1
24
Call · $100
Last $1.60
Breakeven $101.60
Implied vol 71.2%
Delta 0.219 ≈22% ITM
Gamma 0.025
Theta -0.139
Vega 0.048
Open interest 1.4k
Model this call
Put · $100
In the money
Last $9.80
Breakeven $90.20
Implied vol 74.8%
Delta -0.771 ≈77% ITM
Gamma 0.025
Theta -0.142
Vega 0.047
Open interest 24
Model this put
121
15
75.9%
0.142
$0.88
105
—
-0.855
77.9%
—
0
Call · $105
Last $0.88
Breakeven $105.88
Implied vol 75.9%
Delta 0.142 ≈14% ITM
Gamma 0.018
Theta -0.113
Vega 0.033
Open interest 121
Model this call
Put · $105
In the money
Last —
Breakeven —
Implied vol 77.9%
Delta -0.855 ≈86% ITM
Gamma 0.018
Theta -0.11
Vega 0.032
Open interest 0
Model this put
480
290
86.3%
0.115
$0.45
110
—
-0.913
79.1%
—
0
Call · $110
Last $0.45
Breakeven $110.45
Implied vol 86.3%
Delta 0.115 ≈11% ITM
Gamma 0.013
Theta -0.109
Vega 0.033
Open interest 480
Model this call
Put · $110
In the money
Last —
Breakeven —
Implied vol 79.1%
Delta -0.913 ≈91% ITM
Gamma 0.013
Theta -0.075
Vega 0.032
Open interest 0
Model this put
48
3
82.7%
0.06
$0.30
115
—
-0.94
84.2%
—
0
Call · $115
Last $0.30
Breakeven $115.30
Implied vol 82.7%
Delta 0.06 ≈6% ITM
Gamma 0.009
Theta -0.065
Vega 0.02
Open interest 48
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol 84.2%
Delta -0.94 ≈94% ITM
Gamma 0.009
Theta -0.059
Vega 0.019
Open interest 0
Model this put
63
5
98.2%
0.065
$0.31
120
—
—
—
—
0
Call · $120
Last $0.31
Breakeven $120.31
Implied vol 98.2%
Delta 0.065 ≈7% ITM
Gamma 0.008
Theta -0.082
Vega 0.02
Open interest 63
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
28
15
115.6%
0.074
$0.75
125
—
-0.976
90.8%
—
0
Call · $125
Last $0.75
Breakeven $125.75
Implied vol 115.6%
Delta 0.074 ≈7% ITM
Gamma 0.007
Theta -0.106
Vega 0.02
Open interest 28
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol 90.8%
Delta -0.976 ≈98% ITM
Gamma 0.005
Theta -0.028
Vega 0.009
Open interest 0
Model this put
14
1
122.7%
0.065
$0.30
130
—
-0.986
93.5%
—
0
Call · $130
Last $0.30
Breakeven $130.30
Implied vol 122.7%
Delta 0.065 ≈7% ITM
Gamma 0.006
Theta -0.101
Vega 0.021
Open interest 14
Model this call
Put · $130
In the money
Last —
Breakeven —
Implied vol 93.5%
Delta -0.986 ≈99% ITM
Gamma 0.003
Theta -0.017
Vega 0.008
Open interest 0
Model this put
184
1
140.1%
0.075
$0.20
135
—
-0.987
101.8%
—
0
Call · $135
Last $0.20
Breakeven $135.20
Implied vol 140.1%
Delta 0.075 ≈7% ITM
Gamma 0.006
Theta -0.129
Vega 0.021
Open interest 184
Model this call
Put · $135
In the money
Last —
Breakeven —
Implied vol 101.8%
Delta -0.987 ≈99% ITM
Gamma 0.003
Theta -0.018
Vega 0.008
Open interest 0
Model this put
32
30
135%
0.048
$0.17
140
—
—
—
—
0
Call · $140
Last $0.17
Breakeven $140.17
Implied vol 135%
Delta 0.048 ≈5% ITM
Gamma 0.004
Theta -0.088
Vega 0.022
Open interest 32
Model this call
Put · $140
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put