FSLY Stock — Fastly, Inc.: Options Chain

Calls		Puts
0	—	—	—	—	—	—	—	—	0
Call · $2.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $2.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	$0.03	—	—	44	153
Call · $5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $5 Snapshot session Jun 23, 2026 Last $0.03 Breakeven $4.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 153 Model this put
0	—	603.3%	0.987	—	$0.09	-0.014	605.7%	1	1
Call · $7.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 603.3% Delta 0.987 ≈99% ITM Gamma 0.001 Theta -0.068 Vega 0.002 Open interest 0 Model this call Put · $7.5 Snapshot session Jun 24, 2026 Last $0.09 Breakeven $7.41 Implied vol 605.7% Delta -0.014 ≈1% ITM Gamma 0.002 Theta -0.069 Vega 0.002 Open interest 1 Model this put
17	2	595.1%	0.968	$19.90	$0.31	-0.015	473%	1	45
Call · $10 In the money Snapshot session Aug 14, 2026 Last $19.90 Breakeven $29.90 Implied vol 595.1% Delta 0.968 ≈97% ITM Gamma 0.003 Theta -0.142 Vega 0.004 Open interest 17 Model this call Put · $10 Snapshot session Aug 14, 2026 Last $0.31 Breakeven $9.69 Implied vol 473% Delta -0.015 ≈2% ITM Gamma 0.002 Theta -0.06 Vega 0.002 Open interest 45 Model this put
2	2	366.5%	0.992	$18.86	$0.36	—	—	1	9
Call · $11 In the money Snapshot session Aug 14, 2026 Last $18.86 Breakeven $29.86 Implied vol 366.5% Delta 0.992 ≈99% ITM Gamma 0.002 Theta -0.027 Vega 0.001 Open interest 2 Model this call Put · $11 Snapshot session Aug 14, 2026 Last $0.36 Breakeven $10.64 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this put
40	38	406%	0.98	$16.75	$0.13	-0.021	409%	1	15
Call · $12 In the money Snapshot session Aug 11, 2026 Last $16.75 Breakeven $28.75 Implied vol 406% Delta 0.98 ≈98% ITM Gamma 0.003 Theta -0.066 Vega 0.002 Open interest 40 Model this call Put · $12 Snapshot session Jul 27, 2026 Last $0.13 Breakeven $11.87 Implied vol 409% Delta -0.021 ≈2% ITM Gamma 0.003 Theta -0.067 Vega 0.002 Open interest 15 Model this put
14	21	409.6%	0.974	$16.95	$0.14	-0.022	392.1%	1	139
Call · $12.5 In the money Snapshot session Aug 12, 2026 Last $16.95 Breakeven $29.45 Implied vol 409.6% Delta 0.974 ≈97% ITM Gamma 0.004 Theta -0.081 Vega 0.002 Open interest 14 Model this call Put · $12.5 Snapshot session Jul 30, 2026 Last $0.14 Breakeven $12.36 Implied vol 392.1% Delta -0.022 ≈2% ITM Gamma 0.003 Theta -0.066 Vega 0.002 Open interest 139 Model this put
28	7	307.6%	0.991	$16.72	$0.18	-0.025	386%	2	1
Call · $13 In the money Snapshot session Aug 12, 2026 Last $16.72 Breakeven $29.72 Implied vol 307.6% Delta 0.991 ≈99% ITM Gamma 0.002 Theta -0.026 Vega 0.001 Open interest 28 Model this call Put · $13 Snapshot session Jul 28, 2026 Last $0.18 Breakeven $12.82 Implied vol 386% Delta -0.025 ≈3% ITM Gamma 0.004 Theta -0.074 Vega 0.002 Open interest 1 Model this put
0	—	—	—	—	$0.05	-0.025	345.6%	1	3
Call · $14 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $14 Snapshot session Aug 12, 2026 Last $0.05 Breakeven $13.95 Implied vol 345.6% Delta -0.025 ≈2% ITM Gamma 0.004 Theta -0.065 Vega 0.003 Open interest 3 Model this put
189	4	351.2%	0.963	$14.69	$0.02	-0.02	299%	2	973
Call · $15 In the money Snapshot session Aug 12, 2026 Last $14.69 Breakeven $29.69 Implied vol 351.2% Delta 0.963 ≈96% ITM Gamma 0.006 Theta -0.094 Vega 0.003 Open interest 189 Model this call Put · $15 Snapshot session Aug 11, 2026 Last $0.02 Breakeven $14.98 Implied vol 299% Delta -0.02 ≈2% ITM Gamma 0.004 Theta -0.048 Vega 0.003 Open interest 973 Model this put
0	—	—	—	—	$0.13	-0.036	309%	6	162
Call · $16 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $16 Snapshot session Aug 5, 2026 Last $0.13 Breakeven $15.87 Implied vol 309% Delta -0.036 ≈4% ITM Gamma 0.007 Theta -0.079 Vega 0.003 Open interest 162 Model this put
0	—	224.1%	0.988	—	$0.20	-0.04	305%	5	9
Call · $16.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 224.1% Delta 0.988 ≈99% ITM Gamma 0.004 Theta -0.024 Vega 0.001 Open interest 0 Model this call Put · $16.5 Snapshot session Aug 4, 2026 Last $0.20 Breakeven $16.30 Implied vol 305% Delta -0.04 ≈4% ITM Gamma 0.008 Theta -0.086 Vega 0.003 Open interest 9 Model this put
2	1	310.5%	0.951	$12.53	$0.25	-0.036	275.2%	1	8
Call · $17 In the money Snapshot session Aug 12, 2026 Last $12.53 Breakeven $29.53 Implied vol 310.5% Delta 0.951 ≈95% ITM Gamma 0.009 Theta -0.105 Vega 0.005 Open interest 2 Model this call Put · $17 Snapshot session Aug 5, 2026 Last $0.25 Breakeven $16.75 Implied vol 275.2% Delta -0.036 ≈4% ITM Gamma 0.007 Theta -0.07 Vega 0.003 Open interest 8 Model this put
236	3	—	—	$11.20	$0.02	-0.025	237.8%	3	402
Call · $17.5 In the money Snapshot session Aug 13, 2026 Last $11.20 Breakeven $28.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 236 Model this call Put · $17.5 Snapshot session Aug 11, 2026 Last $0.02 Breakeven $17.48 Implied vol 237.8% Delta -0.025 ≈3% ITM Gamma 0.007 Theta -0.046 Vega 0.003 Open interest 402 Model this put
5	5	256.6%	0.959	$5.24	$0.04	-0.027	226.6%	12	61
Call · $18 In the money Snapshot session Aug 7, 2026 Last $5.24 Breakeven $23.24 Implied vol 256.6% Delta 0.959 ≈96% ITM Gamma 0.009 Theta -0.075 Vega 0.003 Open interest 5 Model this call Put · $18 Snapshot session Aug 14, 2026 Last $0.04 Breakeven $17.96 Implied vol 226.6% Delta -0.027 ≈3% ITM Gamma 0.007 Theta -0.045 Vega 0.003 Open interest 61 Model this put
1	1	228.7%	0.965	$3.18	$0.23	-0.045	248.8%	4	65
Call · $18.5 In the money Snapshot session Jul 23, 2026 Last $3.18 Breakeven $21.68 Implied vol 228.7% Delta 0.965 ≈96% ITM Gamma 0.009 Theta -0.059 Vega 0.003 Open interest 1 Model this call Put · $18.5 Snapshot session Aug 6, 2026 Last $0.23 Breakeven $18.27 Implied vol 248.8% Delta -0.045 ≈4% ITM Gamma 0.01 Theta -0.076 Vega 0.003 Open interest 65 Model this put
4	3	257.5%	0.941	$9.75	$0.03	-0.039	221.5%	1	63
Call · $19 In the money Snapshot session Aug 11, 2026 Last $9.75 Breakeven $28.75 Implied vol 257.5% Delta 0.941 ≈94% ITM Gamma 0.012 Theta -0.099 Vega 0.005 Open interest 4 Model this call Put · $19 Snapshot session Aug 11, 2026 Last $0.03 Breakeven $18.97 Implied vol 221.5% Delta -0.039 ≈4% ITM Gamma 0.01 Theta -0.06 Vega 0.003 Open interest 63 Model this put
2	3	—	—	$6.55	$0.40	-0.053	233.3%	296	277
Call · $19.5 In the money Snapshot session Aug 5, 2026 Last $6.55 Breakeven $26.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $19.5 Snapshot session Aug 6, 2026 Last $0.40 Breakeven $19.10 Implied vol 233.3% Delta -0.053 ≈5% ITM Gamma 0.012 Theta -0.082 Vega 0.005 Open interest 277 Model this put
620	1	157.1%	0.984	$8.52	$0.03	-0.032	185%	150	445
Call · $20 In the money Snapshot session Aug 13, 2026 Last $8.52 Breakeven $28.52 Implied vol 157.1% Delta 0.984 ≈98% ITM Gamma 0.007 Theta -0.022 Vega 0.002 Open interest 620 Model this call Put · $20 Snapshot session Aug 13, 2026 Last $0.03 Breakeven $19.97 Implied vol 185% Delta -0.032 ≈3% ITM Gamma 0.01 Theta -0.043 Vega 0.003 Open interest 445 Model this put
6	1	0.1%	1	$9.56	$0.05	-0.04	183.1%	1	74
Call · $20.5 In the money Snapshot session Aug 14, 2026 Last $9.56 Breakeven $30.06 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.002 Vega 0 Open interest 6 Model this call Put · $20.5 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $20.45 Implied vol 183.1% Delta -0.04 ≈4% ITM Gamma 0.012 Theta -0.05 Vega 0.003 Open interest 74 Model this put
44	1	236.9%	0.91	$9.20	$0.05	-0.042	173.5%	3	8
Call · $21 In the money Snapshot session Aug 14, 2026 Last $9.20 Breakeven $30.20 Implied vol 236.9% Delta 0.91 ≈91% ITM Gamma 0.018 Theta -0.127 Vega 0.006 Open interest 44 Model this call Put · $21 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $20.95 Implied vol 173.5% Delta -0.042 ≈4% ITM Gamma 0.013 Theta -0.05 Vega 0.003 Open interest 8 Model this put
20	1	225.4%	0.905	$7.04	$0.08	-0.038	156.5%	3	144
Call · $21.5 In the money Snapshot session Aug 13, 2026 Last $7.04 Breakeven $28.54 Implied vol 225.4% Delta 0.905 ≈91% ITM Gamma 0.02 Theta -0.126 Vega 0.006 Open interest 20 Model this call Put · $21.5 Snapshot session Aug 11, 2026 Last $0.08 Breakeven $21.42 Implied vol 156.5% Delta -0.038 ≈4% ITM Gamma 0.014 Theta -0.041 Vega 0.003 Open interest 144 Model this put
1.8k	4	0.1%	1	$8.05	$0.20	-0.046	155%	27	121
Call · $22 In the money Snapshot session Aug 14, 2026 Last $8.05 Breakeven $30.05 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.002 Vega 0 Open interest 1.8k Model this call Put · $22 Snapshot session Aug 10, 2026 Last $0.20 Breakeven $21.80 Implied vol 155% Delta -0.046 ≈5% ITM Gamma 0.016 Theta -0.049 Vega 0.003 Open interest 121 Model this put
1.2k	3	—	—	$7.00	$0.10	-0.066	162.4%	1	82
Call · $22.5 In the money Snapshot session Aug 14, 2026 Last $7.00 Breakeven $29.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.2k Model this call Put · $22.5 Snapshot session Aug 11, 2026 Last $0.10 Breakeven $22.40 Implied vol 162.4% Delta -0.066 ≈7% ITM Gamma 0.021 Theta -0.068 Vega 0.006 Open interest 82 Model this put
109	3	126%	0.959	$7.15	$0.07	-0.052	137.3%	3	34
Call · $23 In the money Snapshot session Aug 14, 2026 Last $7.15 Breakeven $30.15 Implied vol 126% Delta 0.959 ≈96% ITM Gamma 0.018 Theta -0.038 Vega 0.003 Open interest 109 Model this call Put · $23 Snapshot session Aug 12, 2026 Last $0.07 Breakeven $22.93 Implied vol 137.3% Delta -0.052 ≈5% ITM Gamma 0.021 Theta -0.048 Vega 0.003 Open interest 34 Model this put
138	8	202.1%	0.86	$6.47	$0.05	-0.039	114.3%	2	58
Call · $23.5 In the money Snapshot session Aug 14, 2026 Last $6.47 Breakeven $29.97 Implied vol 202.1% Delta 0.86 ≈86% ITM Gamma 0.029 Theta -0.148 Vega 0.009 Open interest 138 Model this call Put · $23.5 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $23.45 Implied vol 114.3% Delta -0.039 ≈4% ITM Gamma 0.019 Theta -0.031 Vega 0.003 Open interest 58 Model this put
78	3	167.8%	0.877	$5.94	$0.18	-0.079	132.6%	4	46
Call · $24 In the money Snapshot session Aug 14, 2026 Last $5.94 Breakeven $29.94 Implied vol 167.8% Delta 0.877 ≈88% ITM Gamma 0.032 Theta -0.113 Vega 0.009 Open interest 78 Model this call Put · $24 Snapshot session Aug 13, 2026 Last $0.18 Breakeven $23.82 Implied vol 132.6% Delta -0.079 ≈8% ITM Gamma 0.029 Theta -0.063 Vega 0.006 Open interest 46 Model this put
95	1	86.8%	0.973	$5.10	$0.05	-0.055	105.2%	7	9
Call · $24.5 In the money Snapshot session Aug 14, 2026 Last $5.10 Breakeven $29.60 Implied vol 86.8% Delta 0.973 ≈97% ITM Gamma 0.019 Theta -0.02 Vega 0.002 Open interest 95 Model this call Put · $24.5 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $24.45 Implied vol 105.2% Delta -0.055 ≈5% ITM Gamma 0.028 Theta -0.038 Vega 0.004 Open interest 9 Model this put
2.2k	67	93.1%	0.947	$5.00	$0.10	-0.059	97.3%	108	359
Call · $25 In the money Snapshot session Aug 14, 2026 Last $5.00 Breakeven $30.00 Implied vol 93.1% Delta 0.947 ≈95% ITM Gamma 0.031 Theta -0.035 Vega 0.004 Open interest 2.2k Model this call Put · $25 Snapshot session Aug 14, 2026 Last $0.10 Breakeven $24.90 Implied vol 97.3% Delta -0.059 ≈6% ITM Gamma 0.032 Theta -0.037 Vega 0.004 Open interest 359 Model this put
41	3	71.3%	0.969	$4.50	$0.26	-0.118	116.6%	1	47
Call · $25.5 In the money Snapshot session Aug 14, 2026 Last $4.50 Breakeven $30.00 Implied vol 71.3% Delta 0.969 ≈97% ITM Gamma 0.026 Theta -0.019 Vega 0.004 Open interest 41 Model this call Put · $25.5 Snapshot session Aug 13, 2026 Last $0.26 Breakeven $25.24 Implied vol 116.6% Delta -0.118 ≈12% ITM Gamma 0.045 Theta -0.075 Vega 0.009 Open interest 47 Model this put
235	11	93.3%	0.898	$3.88	$0.10	-0.107	95.7%	140	18
Call · $26 In the money Snapshot session Aug 14, 2026 Last $3.88 Breakeven $29.88 Implied vol 93.3% Delta 0.898 ≈90% ITM Gamma 0.05 Theta -0.056 Vega 0.006 Open interest 235 Model this call Put · $26 Snapshot session Aug 14, 2026 Last $0.10 Breakeven $25.90 Implied vol 95.7% Delta -0.107 ≈11% ITM Gamma 0.051 Theta -0.057 Vega 0.006 Open interest 18 Model this put
93	2	76.6%	0.907	$3.45	$0.16	-0.099	79.1%	12	46
Call · $26.5 In the money Snapshot session Aug 14, 2026 Last $3.45 Breakeven $29.95 Implied vol 76.6% Delta 0.907 ≈91% ITM Gamma 0.057 Theta -0.043 Vega 0.006 Open interest 93 Model this call Put · $26.5 Snapshot session Aug 14, 2026 Last $0.16 Breakeven $26.34 Implied vol 79.1% Delta -0.099 ≈10% ITM Gamma 0.058 Theta -0.044 Vega 0.006 Open interest 46 Model this put
422	79	75.7%	0.877	$3.18	$0.20	-0.119	74.5%	27	159
Call · $27 In the money Snapshot session Aug 14, 2026 Last $3.18 Breakeven $30.18 Implied vol 75.7% Delta 0.877 ≈88% ITM Gamma 0.072 Theta -0.053 Vega 0.01 Open interest 422 Model this call Put · $27 Snapshot session Aug 14, 2026 Last $0.20 Breakeven $26.80 Implied vol 74.5% Delta -0.119 ≈12% ITM Gamma 0.071 Theta -0.048 Vega 0.006 Open interest 159 Model this put
480	3	76.1%	0.829	$2.78	$0.35	-0.176	77.7%	10	72
Call · $27.5 In the money Snapshot session Aug 14, 2026 Last $2.78 Breakeven $30.28 Implied vol 76.1% Delta 0.829 ≈83% ITM Gamma 0.088 Theta -0.065 Vega 0.01 Open interest 480 Model this call Put · $27.5 Snapshot session Aug 14, 2026 Last $0.35 Breakeven $27.15 Implied vol 77.7% Delta -0.176 ≈18% ITM Gamma 0.088 Theta -0.065 Vega 0.01 Open interest 72 Model this put
340	87	81.8%	0.765	$2.43	$0.39	-0.223	77.1%	26	182
Call · $28 In the money Snapshot session Aug 14, 2026 Last $2.43 Breakeven $30.43 Implied vol 81.8% Delta 0.765 ≈76% ITM Gamma 0.099 Theta -0.084 Vega 0.013 Open interest 340 Model this call Put · $28 Snapshot session Aug 14, 2026 Last $0.39 Breakeven $27.61 Implied vol 77.1% Delta -0.223 ≈22% ITM Gamma 0.103 Theta -0.075 Vega 0.013 Open interest 182 Model this put
36	7	81.4%	0.709	$2.09	$0.55	-0.269	71%	366	6
Call · $28.5 In the money Snapshot session Aug 14, 2026 Last $2.09 Breakeven $30.59 Implied vol 81.4% Delta 0.709 ≈71% ITM Gamma 0.111 Theta -0.093 Vega 0.013 Open interest 36 Model this call Put · $28.5 Snapshot session Aug 14, 2026 Last $0.55 Breakeven $27.95 Implied vol 71% Delta -0.269 ≈27% ITM Gamma 0.122 Theta -0.075 Vega 0.013 Open interest 6 Model this put
314	94	83.4%	0.648	$1.65	$0.70	-0.354	84.5%	692	4
Call · $29 In the money Snapshot session Aug 14, 2026 Last $1.65 Breakeven $30.65 Implied vol 83.4% Delta 0.648 ≈65% ITM Gamma 0.118 Theta -0.103 Vega 0.015 Open interest 314 Model this call Put · $29 Snapshot session Aug 14, 2026 Last $0.70 Breakeven $28.30 Implied vol 84.5% Delta -0.354 ≈35% ITM Gamma 0.117 Theta -0.102 Vega 0.015 Open interest 4 Model this put
Underlying $29.93
1.8k	366	75.3%	0.521	$1.20	$1.32	-0.48	73.1%	14	3
Call · $30 Snapshot session Aug 14, 2026 Last $1.20 Breakeven $31.20 Implied vol 75.3% Delta 0.521 ≈52% ITM Gamma 0.142 Theta -0.1 Vega 0.015 Open interest 1.8k Model this call Put · $30 In the money Snapshot session Aug 14, 2026 Last $1.32 Breakeven $28.68 Implied vol 73.1% Delta -0.48 ≈48% ITM Gamma 0.146 Theta -0.095 Vega 0.015 Open interest 3 Model this put
103	92	74.4%	0.384	$0.82	$1.95	-0.602	82%	20	6
Call · $31 Snapshot session Aug 14, 2026 Last $0.82 Breakeven $31.82 Implied vol 74.4% Delta 0.384 ≈38% ITM Gamma 0.137 Theta -0.094 Vega 0.015 Open interest 103 Model this call Put · $31 In the money Snapshot session Aug 14, 2026 Last $1.95 Breakeven $29.05 Implied vol 82% Delta -0.602 ≈60% ITM Gamma 0.125 Theta -0.102 Vega 0.015 Open interest 6 Model this put
128	90	73.4%	0.261	$0.53	$2.88	-0.713	81.9%	4	0
Call · $32 Snapshot session Aug 14, 2026 Last $0.53 Breakeven $32.53 Implied vol 73.4% Delta 0.261 ≈26% ITM Gamma 0.117 Theta -0.079 Vega 0.014 Open interest 128 Model this call Put · $32 In the money Snapshot session Aug 14, 2026 Last $2.88 Breakeven $29.12 Implied vol 81.9% Delta -0.713 ≈71% ITM Gamma 0.11 Theta -0.088 Vega 0.014 Open interest 0 Model this put
37	62	76.5%	0.178	$0.35	$5.04	-0.818	78%	2	2
Call · $33 Snapshot session Aug 14, 2026 Last $0.35 Breakeven $33.35 Implied vol 76.5% Delta 0.178 ≈18% ITM Gamma 0.089 Theta -0.065 Vega 0.011 Open interest 37 Model this call Put · $33 In the money Snapshot session Aug 11, 2026 Last $5.04 Breakeven $27.96 Implied vol 78% Delta -0.818 ≈82% ITM Gamma 0.09 Theta -0.065 Vega 0.011 Open interest 2 Model this put
18	34	86.6%	0.139	$0.15	—	-0.794	109.9%	—	0
Call · $34 Snapshot session Aug 14, 2026 Last $0.15 Breakeven $34.15 Implied vol 86.6% Delta 0.139 ≈14% ITM Gamma 0.068 Theta -0.063 Vega 0.007 Open interest 18 Model this call Put · $34 In the money Snapshot session Unknown Last — Breakeven — Implied vol 109.9% Delta -0.794 ≈79% ITM Gamma 0.068 Theta -0.099 Vega 0.011 Open interest 0 Model this put
782	175	95.7%	0.116	$0.05	—	-0.813	124.8%	—	0
Call · $35 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $35.05 Implied vol 95.7% Delta 0.116 ≈12% ITM Gamma 0.053 Theta -0.061 Vega 0.007 Open interest 782 Model this call Put · $35 In the money Snapshot session Unknown Last — Breakeven — Implied vol 124.8% Delta -0.813 ≈81% ITM Gamma 0.057 Theta -0.106 Vega 0.011 Open interest 0 Model this put
96	122	86.3%	0.055	$0.24	—	-1	0.1%	—	0
Call · $36 Snapshot session Aug 12, 2026 Last $0.24 Breakeven $36.24 Implied vol 86.3% Delta 0.055 ≈5% ITM Gamma 0.033 Theta -0.031 Vega 0.004 Open interest 96 Model this call Put · $36 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.1% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
1	1	96.4%	0.05	$0.10	—	-0.958	93.6%	—	0
Call · $37 Snapshot session Aug 13, 2026 Last $0.10 Breakeven $37.10 Implied vol 96.4% Delta 0.05 ≈5% ITM Gamma 0.028 Theta -0.032 Vega 0.004 Open interest 1 Model this call Put · $37 In the money Snapshot session Unknown Last — Breakeven — Implied vol 93.6% Delta -0.958 ≈96% ITM Gamma 0.026 Theta -0.025 Vega 0.004 Open interest 0 Model this put
0	—	—	—	—	—	-1	0.1%	—	0
Call · $38 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $38 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.1% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $39 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $39 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	2	125.3%	0.04	$0.04	—	-0.966	121.9%	—	0
Call · $40 Snapshot session Aug 13, 2026 Last $0.04 Breakeven $40.04 Implied vol 125.3% Delta 0.04 ≈4% ITM Gamma 0.018 Theta -0.035 Vega 0.005 Open interest 3 Model this call Put · $40 In the money Snapshot session Unknown Last — Breakeven — Implied vol 121.9% Delta -0.966 ≈97% ITM Gamma 0.017 Theta -0.028 Vega 0.002 Open interest 0 Model this put