0
—
133.8%
0.963
—
25
—
—
—
—
0
Call · $25
In the money
Last —
Breakeven —
IV 133.8%
Delta 0.963 (~96% ITM)
Gamma 0.005
Theta -0.02
Vega 0.009
Open interest 0
Model this call
Put · $25
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
104.5%
0.97
—
27.5
—
—
—
—
0
Call · $27.5
In the money
Last —
Breakeven —
IV 104.5%
Delta 0.97 (~97% ITM)
Gamma 0.006
Theta -0.013
Vega 0.009
Open interest 0
Model this call
Put · $27.5
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
98.6%
0.951
—
30
—
—
—
—
0
Call · $30
In the money
Last —
Breakeven —
IV 98.6%
Delta 0.951 (~95% ITM)
Gamma 0.009
Theta -0.019
Vega 0.01
Open interest 0
Model this call
Put · $30
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
59.7%
0.989
—
32.5
—
—
—
—
0
Call · $32.5
In the money
Last —
Breakeven —
IV 59.7%
Delta 0.989 (~99% ITM)
Gamma 0.007
Theta -0.003
Vega 0.003
Open interest 0
Model this call
Put · $32.5
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
71.6%
0.914
—
35
—
—
—
—
0
Call · $35
In the money
Last —
Breakeven —
IV 71.6%
Delta 0.914 (~91% ITM)
Gamma 0.019
Theta -0.022
Vega 0.019
Open interest 0
Model this call
Put · $35
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
37.5
—
-0.092
51.6%
—
0
Call · $37.5
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $37.5
Last —
Breakeven —
IV 51.6%
Delta -0.092 (~9% ITM)
Gamma 0.026
Theta -0.019
Vega 0.02
Open interest 0
Model this put
5
2
52.6%
0.808
$4.97
40
$0.15
-0.072
29.6%
10
26
Call · $40
In the money
Last $4.97
Breakeven $44.97
IV 52.6%
Delta 0.808 (~81% ITM)
Gamma 0.043
Theta -0.029
Vega 0.031
Open interest 5
Model this call
Put · $40
Last $0.15
Breakeven $39.85
IV 29.6%
Delta -0.072 (~7% ITM)
Gamma 0.038
Theta -0.009
Vega 0.022
Open interest 26
Model this put
1
1
22.7%
0.825
$3.05
42.5
$0.30
-0.198
24.2%
2
326
Call · $42.5
In the money
Last $3.05
Breakeven $45.55
IV 22.7%
Delta 0.825 (~82% ITM)
Gamma 0.1
Theta -0.011
Vega 0.032
Open interest 1
Model this call
Put · $42.5
Last $0.30
Breakeven $42.20
IV 24.2%
Delta -0.198 (~20% ITM)
Gamma 0.093
Theta -0.016
Vega 0.033
Open interest 326
Model this put
Underlying $44.42
263
5
25.9%
0.501
$1.05
45
$1.25
-0.5
24.5%
2
210
Call · $45
Last $1.05
Breakeven $46.05
IV 25.9%
Delta 0.501 (~50% ITM)
Gamma 0.128
Theta -0.022
Vega 0.049
Open interest 263
Model this call
Put · $45
In the money
Last $1.25
Breakeven $43.75
IV 24.5%
Delta -0.5 (~50% ITM)
Gamma 0.133
Theta -0.024
Vega 0.049
Open interest 210
Model this put
835
23
22.8%
0.194
$0.30
47.5
$3.41
—
—
5
6
Call · $47.5
Last $0.30
Breakeven $47.80
IV 22.8%
Delta 0.194 (~19% ITM)
Gamma 0.097
Theta -0.013
Vega 0.033
Open interest 835
Model this call
Put · $47.5
In the money
Last $3.41
Breakeven $44.09
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
580
1
24.4%
0.058
$0.05
50
$5.60
—
—
2
1
Call · $50
Last $0.05
Breakeven $50.05
IV 24.4%
Delta 0.058 (~6% ITM)
Gamma 0.038
Theta -0.006
Vega 0.013
Open interest 580
Model this call
Put · $50
In the money
Last $5.60
Breakeven $44.40
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
0
—
71.7%
0.243
—
52.5
—
-0.995
0.2%
—
0
Call · $52.5
Last —
Breakeven —
IV 71.7%
Delta 0.243 (~24% ITM)
Gamma 0.035
Theta -0.049
Vega 0.035
Open interest 0
Model this call
Put · $52.5
In the money
Last —
Breakeven —
IV 0.2%
Delta -0.995 (~99% ITM)
Gamma 0
Theta -0.003
Vega 0
Open interest 0
Model this put
0
—
63.3%
0.14
—
55
—
—
—
—
0
Call · $55
Last —
Breakeven —
IV 63.3%
Delta 0.14 (~14% ITM)
Gamma 0.028
Theta -0.031
Vega 0.024
Open interest 0
Model this call
Put · $55
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
57.5
—
—
—
—
0
Call · $57.5
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $57.5
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
60
—
—
—
—
0
Call · $60
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $60
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
65
—
—
—
—
0
Call · $65
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $65
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put