2
2
0.1%
1
$77.00
75
—
-0.017
194.2%
—
0
Call · $75
In the money
Last $77.00
Breakeven $152.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.007
Vega 0
Open interest 2
Model this call
Put · $75
Last —
Breakeven —
Implied vol 194.2%
Delta -0.017 ≈2% ITM
Gamma 0.001
Theta -0.086
Vega 0.011
Open interest 0
Model this put
2
2
—
—
$72.00
80
—
-0.018
179.4%
—
0
Call · $80
In the money
Last $72.00
Breakeven $152.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $80
Last —
Breakeven —
Implied vol 179.4%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.086
Vega 0.011
Open interest 0
Model this put
1
1
0.1%
1
$74.00
85
—
-0.021
169.3%
—
0
Call · $85
In the money
Last $74.00
Breakeven $159.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.008
Vega 0
Open interest 1
Model this call
Put · $85
Last —
Breakeven —
Implied vol 169.3%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -0.093
Vega 0.023
Open interest 0
Model this put
0
—
101.5%
0.998
—
90
$0.05
-0.021
152.6%
10
10
Call · $90
In the money
Last —
Breakeven —
Implied vol 101.5%
Delta 0.998 ≈100% ITM
Gamma 0
Theta -0.015
Vega 0.002
Open interest 0
Model this call
Put · $90
Last $0.05
Breakeven $89.95
Implied vol 152.6%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -0.084
Vega 0.012
Open interest 10
Model this put
0
—
0.1%
1
—
95
—
-0.023
139.4%
—
0
Call · $95
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.009
Vega 0
Open interest 0
Model this call
Put · $95
Last —
Breakeven —
Implied vol 139.4%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.083
Vega 0.025
Open interest 0
Model this put
11
1
111.3%
0.985
$56.77
100
$0.04
-0.027
128.6%
4
70
Call · $100
In the money
Last $56.77
Breakeven $156.77
Implied vol 111.3%
Delta 0.985 ≈99% ITM
Gamma 0.001
Theta -0.054
Vega 0.013
Open interest 11
Model this call
Put · $100
Last $0.04
Breakeven $99.96
Implied vol 128.6%
Delta -0.027 ≈3% ITM
Gamma 0.002
Theta -0.087
Vega 0.025
Open interest 70
Model this put
2
2
—
—
$54.25
105
$0.25
-0.043
129%
3
97
Call · $105
In the money
Last $54.25
Breakeven $159.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $105
Last $0.25
Breakeven $104.75
Implied vol 129%
Delta -0.043 ≈4% ITM
Gamma 0.002
Theta -0.126
Vega 0.026
Open interest 97
Model this put
6
20
0.1%
1
$34.35
110
$0.01
-0.034
105.8%
21
518
Call · $110
In the money
Last $34.35
Breakeven $144.35
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.011
Vega 0
Open interest 6
Model this call
Put · $110
Last $0.01
Breakeven $109.99
Implied vol 105.8%
Delta -0.034 ≈3% ITM
Gamma 0.002
Theta -0.086
Vega 0.027
Open interest 518
Model this put
1
1
0.1%
1
$39.67
115
$0.96
-0.034
91.9%
1
36
Call · $115
In the money
Last $39.67
Breakeven $154.67
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.011
Vega 0
Open interest 1
Model this call
Put · $115
Last $0.96
Breakeven $114.04
Implied vol 91.9%
Delta -0.034 ≈3% ITM
Gamma 0.003
Theta -0.074
Vega 0.027
Open interest 36
Model this put
16
10
0.1%
1
$41.08
120
$2.00
-0.022
71.7%
2
49
Call · $120
In the money
Last $41.08
Breakeven $161.08
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.012
Vega 0
Open interest 16
Model this call
Put · $120
Last $2.00
Breakeven $118.00
Implied vol 71.7%
Delta -0.022 ≈2% ITM
Gamma 0.002
Theta -0.041
Vega 0.014
Open interest 49
Model this put
31
10
45.6%
0.996
$29.38
125
$0.21
-0.091
94.6%
5
215
Call · $125
In the money
Last $29.38
Breakeven $154.38
Implied vol 45.6%
Delta 0.996 ≈100% ITM
Gamma 0.001
Theta -0.018
Vega 0.006
Open interest 31
Model this call
Put · $125
Last $0.21
Breakeven $124.79
Implied vol 94.6%
Delta -0.091 ≈9% ITM
Gamma 0.006
Theta -0.167
Vega 0.049
Open interest 215
Model this put
44
10
54.1%
0.97
$31.48
130
$0.19
-0.036
56.4%
6
2.8k
Call · $130
In the money
Last $31.48
Breakeven $161.48
Implied vol 54.1%
Delta 0.97 ≈97% ITM
Gamma 0.004
Theta -0.052
Vega 0.029
Open interest 44
Model this call
Put · $130
Last $0.19
Breakeven $129.81
Implied vol 56.4%
Delta -0.036 ≈4% ITM
Gamma 0.004
Theta -0.048
Vega 0.029
Open interest 2.8k
Model this put
168
10
53.2%
0.94
$26.78
135
$0.80
-0.089
61.1%
1
317
Call · $135
In the money
Last $26.78
Breakeven $161.78
Implied vol 53.2%
Delta 0.94 ≈94% ITM
Gamma 0.007
Theta -0.082
Vega 0.029
Open interest 168
Model this call
Put · $135
Last $0.80
Breakeven $134.20
Implied vol 61.1%
Delta -0.089 ≈9% ITM
Gamma 0.008
Theta -0.105
Vega 0.051
Open interest 317
Model this put
63
11
60.2%
0.857
$23.78
140
$0.94
-0.131
57.3%
2
165
Call · $140
In the money
Last $23.78
Breakeven $163.78
Implied vol 60.2%
Delta 0.857 ≈86% ITM
Gamma 0.012
Theta -0.159
Vega 0.078
Open interest 63
Model this call
Put · $140
Last $0.94
Breakeven $139.06
Implied vol 57.3%
Delta -0.131 ≈13% ITM
Gamma 0.012
Theta -0.131
Vega 0.078
Open interest 165
Model this put
137
1
51.1%
0.815
$20.80
145
$1.83
-0.211
58.5%
18
159
Call · $145
In the money
Last $20.80
Breakeven $165.80
Implied vol 51.1%
Delta 0.815 ≈81% ITM
Gamma 0.017
Theta -0.16
Vega 0.079
Open interest 137
Model this call
Put · $145
Last $1.83
Breakeven $143.17
Implied vol 58.5%
Delta -0.211 ≈21% ITM
Gamma 0.016
Theta -0.183
Vega 0.104
Open interest 159
Model this put
160
8
54.7%
0.703
$16.00
150
$2.77
-0.261
43.5%
10
158
Call · $150
In the money
Last $16.00
Breakeven $166.00
Implied vol 54.7%
Delta 0.703 ≈70% ITM
Gamma 0.02
Theta -0.216
Vega 0.106
Open interest 160
Model this call
Put · $150
Last $2.77
Breakeven $147.23
Implied vol 43.5%
Delta -0.261 ≈26% ITM
Gamma 0.024
Theta -0.149
Vega 0.106
Open interest 158
Model this put
231
4
52.7%
0.594
$12.25
155
$4.37
-0.404
50.4%
3
451
Call · $155
In the money
Last $12.25
Breakeven $167.25
Implied vol 52.7%
Delta 0.594 ≈59% ITM
Gamma 0.023
Theta -0.23
Vega 0.124
Open interest 231
Model this call
Put · $155
Last $4.37
Breakeven $150.63
Implied vol 50.4%
Delta -0.404 ≈40% ITM
Gamma 0.025
Theta -0.206
Vega 0.124
Open interest 451
Model this put
Underlying $157.58
241
23
49.3%
0.471
$5.91
160
$6.78
-0.534
47%
10
289
Call · $160
Last $5.91
Breakeven $165.91
Implied vol 49.3%
Delta 0.471 ≈47% ITM
Gamma 0.026
Theta -0.22
Vega 0.126
Open interest 241
Model this call
Put · $160
In the money
Last $6.78
Breakeven $153.22
Implied vol 47%
Delta -0.534 ≈53% ITM
Gamma 0.027
Theta -0.195
Vega 0.126
Open interest 289
Model this put
111
5
53.2%
0.363
$3.50
165
$9.80
-0.647
50.6%
4
16
Call · $165
Last $3.50
Breakeven $168.50
Implied vol 53.2%
Delta 0.363 ≈36% ITM
Gamma 0.023
Theta -0.224
Vega 0.113
Open interest 111
Model this call
Put · $165
In the money
Last $9.80
Breakeven $155.20
Implied vol 50.6%
Delta -0.647 ≈65% ITM
Gamma 0.024
Theta -0.196
Vega 0.113
Open interest 16
Model this put
212
8
49.9%
0.246
$2.20
170
$14.40
-0.773
46.5%
5
55
Call · $170
Last $2.20
Breakeven $172.20
Implied vol 49.9%
Delta 0.246 ≈25% ITM
Gamma 0.02
Theta -0.177
Vega 0.088
Open interest 212
Model this call
Put · $170
In the money
Last $14.40
Breakeven $155.60
Implied vol 46.5%
Delta -0.773 ≈77% ITM
Gamma 0.021
Theta -0.143
Vega 0.088
Open interest 55
Model this put
72
12
56.1%
0.199
$1.67
175
$14.53
-0.85
48.2%
1
122
Call · $175
Last $1.67
Breakeven $176.67
Implied vol 56.1%
Delta 0.199 ≈20% ITM
Gamma 0.016
Theta -0.173
Vega 0.089
Open interest 72
Model this call
Put · $175
In the money
Last $14.53
Breakeven $160.47
Implied vol 48.2%
Delta -0.85 ≈85% ITM
Gamma 0.016
Theta -0.112
Vega 0.086
Open interest 122
Model this put
209
8
57.6%
0.14
$2.05
180
$21.30
-0.883
53.2%
2
10
Call · $180
Last $2.05
Breakeven $182.05
Implied vol 57.6%
Delta 0.14 ≈14% ITM
Gamma 0.012
Theta -0.143
Vega 0.06
Open interest 209
Model this call
Put · $180
In the money
Last $21.30
Breakeven $158.70
Implied vol 53.2%
Delta -0.883 ≈88% ITM
Gamma 0.012
Theta -0.103
Vega 0.059
Open interest 10
Model this put
323
1
54.5%
0.079
$0.90
185
$37.90
-0.92
55.7%
2
6
Call · $185
Last $0.90
Breakeven $185.90
Implied vol 54.5%
Delta 0.079 ≈8% ITM
Gamma 0.009
Theta -0.089
Vega 0.062
Open interest 323
Model this call
Put · $185
In the money
Last $37.90
Breakeven $147.10
Implied vol 55.7%
Delta -0.92 ≈92% ITM
Gamma 0.009
Theta -0.08
Vega 0.057
Open interest 6
Model this put
624
5
63.6%
0.08
$1.37
190
—
-0.981
47.5%
—
0
Call · $190
Last $1.37
Breakeven $191.37
Implied vol 63.6%
Delta 0.08 ≈8% ITM
Gamma 0.007
Theta -0.105
Vega 0.062
Open interest 624
Model this call
Put · $190
In the money
Last —
Breakeven —
Implied vol 47.5%
Delta -0.981 ≈98% ITM
Gamma 0.005
Theta -0.018
Vega 0.014
Open interest 0
Model this put
823
21
61%
0.048
$0.40
195
$33.32
—
—
1
1
Call · $195
Last $0.40
Breakeven $195.40
Implied vol 61%
Delta 0.048 ≈5% ITM
Gamma 0.005
Theta -0.066
Vega 0.037
Open interest 823
Model this call
Put · $195
In the money
Last $33.32
Breakeven $161.68
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
18
2
65%
0.038
$0.55
200
—
-0.964
66.3%
—
0
Call · $200
Last $0.55
Breakeven $200.55
Implied vol 65%
Delta 0.038 ≈4% ITM
Gamma 0.004
Theta -0.059
Vega 0.037
Open interest 18
Model this call
Put · $200
In the money
Last —
Breakeven —
Implied vol 66.3%
Delta -0.964 ≈96% ITM
Gamma 0.005
Theta -0.048
Vega 0.031
Open interest 0
Model this put
17
1
81.2%
0.046
$0.22
210
—
—
—
—
0
Call · $210
Last $0.22
Breakeven $210.22
Implied vol 81.2%
Delta 0.046 ≈5% ITM
Gamma 0.004
Theta -0.086
Vega 0.038
Open interest 17
Model this call
Put · $210
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
63
16
96.6%
0.053
$0.08
220
$59.70
-0.963
91.9%
2
0
Call · $220
Last $0.08
Breakeven $220.08
Implied vol 96.6%
Delta 0.053 ≈5% ITM
Gamma 0.004
Theta -0.113
Vega 0.039
Open interest 63
Model this call
Put · $220
In the money
Last $59.70
Breakeven $160.30
Implied vol 91.9%
Delta -0.963 ≈96% ITM
Gamma 0.003
Theta -0.071
Vega 0.034
Open interest 0
Model this put
4
1
99.9%
0.036
$0.20
230
$58.00
-0.966
102%
2
0
Call · $230
Last $0.20
Breakeven $230.20
Implied vol 99.9%
Delta 0.036 ≈4% ITM
Gamma 0.002
Theta -0.086
Vega 0.02
Open interest 4
Model this call
Put · $230
In the money
Last $58.00
Breakeven $172.00
Implied vol 102%
Delta -0.966 ≈97% ITM
Gamma 0.003
Theta -0.074
Vega 0.018
Open interest 0
Model this put
24
24
108.4%
0.033
$0.10
240
$68.00
-0.984
99.2%
3
0
Call · $240
Last $0.10
Breakeven $240.10
Implied vol 108.4%
Delta 0.033 ≈3% ITM
Gamma 0.002
Theta -0.087
Vega 0.02
Open interest 24
Model this call
Put · $240
In the money
Last $68.00
Breakeven $172.00
Implied vol 99.2%
Delta -0.984 ≈98% ITM
Gamma 0.002
Theta -0.035
Vega 0.015
Open interest 0
Model this put