0
—
0.1%
1
—
60
—
-0.023
149.6%
—
0
Call · $60
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.005
Vega 0
Open interest 0
Model this call
Put · $60
Last —
Breakeven —
Implied vol 149.6%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.053
Vega 0.02
Open interest 0
Model this put
10
10
101.5%
0.993
$73.16
65
—
-0.026
132.9%
—
0
Call · $65
In the money
Last $73.16
Breakeven $138.16
Implied vol 101.5%
Delta 0.993 ≈99% ITM
Gamma 0.001
Theta -0.017
Vega 0.004
Open interest 10
Model this call
Put · $65
Last —
Breakeven —
Implied vol 132.9%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -0.052
Vega 0.021
Open interest 0
Model this put
0
—
—
—
—
70
$0.10
-0.032
119.8%
1
1
Call · $70
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $70
Last $0.10
Breakeven $69.90
Implied vol 119.8%
Delta -0.032 ≈3% ITM
Gamma 0.002
Theta -0.055
Vega 0.022
Open interest 1
Model this put
15
15
—
—
$50.05
75
—
-0.036
105.4%
—
0
Call · $75
In the money
Last $50.05
Breakeven $125.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 15
Model this call
Put · $75
Last —
Breakeven —
Implied vol 105.4%
Delta -0.036 ≈4% ITM
Gamma 0.003
Theta -0.053
Vega 0.023
Open interest 0
Model this put
0
—
62.1%
0.994
—
80
$0.10
-0.038
89.9%
1
2
Call · $80
In the money
Last —
Breakeven —
Implied vol 62.1%
Delta 0.994 ≈99% ITM
Gamma 0.001
Theta -0.013
Vega 0.005
Open interest 0
Model this call
Put · $80
Last $0.10
Breakeven $79.90
Implied vol 89.9%
Delta -0.038 ≈4% ITM
Gamma 0.003
Theta -0.047
Vega 0.023
Open interest 2
Model this put
0
—
—
—
—
85
$1.80
-0.044
77.4%
1
1
Call · $85
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $85
Last $1.80
Breakeven $83.20
Implied vol 77.4%
Delta -0.044 ≈4% ITM
Gamma 0.004
Theta -0.046
Vega 0.024
Open interest 1
Model this put
0
—
0.1%
1
—
90
$0.10
-0.051
65.6%
1
1
Call · $90
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.008
Vega 0
Open interest 0
Model this call
Put · $90
Last $0.10
Breakeven $89.90
Implied vol 65.6%
Delta -0.051 ≈5% ITM
Gamma 0.006
Theta -0.044
Vega 0.025
Open interest 1
Model this put
1
1
—
—
$27.90
95
—
-0.074
57.4%
—
0
Call · $95
In the money
Last $27.90
Breakeven $122.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $95
Last —
Breakeven —
Implied vol 57.4%
Delta -0.074 ≈7% ITM
Gamma 0.009
Theta -0.051
Vega 0.044
Open interest 0
Model this put
0
—
—
—
—
100
$0.45
-0.096
46.4%
1
1
Call · $100
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $100
Last $0.45
Breakeven $99.55
Implied vol 46.4%
Delta -0.096 ≈10% ITM
Gamma 0.013
Theta -0.05
Vega 0.045
Open interest 1
Model this put
3
1
30.6%
0.898
$6.70
105
$1.10
-0.168
41.3%
402
401
Call · $105
In the money
Last $6.70
Breakeven $111.70
Implied vol 30.6%
Delta 0.898 ≈90% ITM
Gamma 0.021
Theta -0.043
Vega 0.046
Open interest 3
Model this call
Put · $105
Last $1.10
Breakeven $103.90
Implied vol 41.3%
Delta -0.168 ≈17% ITM
Gamma 0.022
Theta -0.066
Vega 0.07
Open interest 401
Model this put
1
1
29.1%
0.751
$17.70
110
$2.80
-0.319
45.1%
3
28
Call · $110
In the money
Last $17.70
Breakeven $127.70
Implied vol 29.1%
Delta 0.751 ≈75% ITM
Gamma 0.039
Theta -0.067
Vega 0.093
Open interest 1
Model this call
Put · $110
Last $2.80
Breakeven $107.20
Implied vol 45.1%
Delta -0.319 ≈32% ITM
Gamma 0.029
Theta -0.103
Vega 0.094
Open interest 28
Model this put
Underlying $114.92
2
2
35.4%
0.523
$12.50
115
$4.20
-0.478
40.1%
6
2
Call · $115
Last $12.50
Breakeven $127.50
Implied vol 35.4%
Delta 0.523 ≈52% ITM
Gamma 0.041
Theta -0.098
Vega 0.111
Open interest 2
Model this call
Put · $115
In the money
Last $4.20
Breakeven $110.80
Implied vol 40.1%
Delta -0.478 ≈48% ITM
Gamma 0.036
Theta -0.101
Vega 0.111
Open interest 2
Model this put
6
5
34.9%
0.329
$2.00
120
$3.15
-0.647
40.6%
1
175
Call · $120
Last $2.00
Breakeven $122.00
Implied vol 34.9%
Delta 0.329 ≈33% ITM
Gamma 0.037
Theta -0.085
Vega 0.1
Open interest 6
Model this call
Put · $120
In the money
Last $3.15
Breakeven $116.85
Implied vol 40.6%
Delta -0.647 ≈65% ITM
Gamma 0.033
Theta -0.093
Vega 0.1
Open interest 175
Model this put
220
28
38.2%
0.202
$2.54
125
$5.50
-0.773
43.1%
1
0
Call · $125
Last $2.54
Breakeven $127.54
Implied vol 38.2%
Delta 0.202 ≈20% ITM
Gamma 0.026
Theta -0.072
Vega 0.079
Open interest 220
Model this call
Put · $125
In the money
Last $5.50
Breakeven $119.50
Implied vol 43.1%
Delta -0.773 ≈77% ITM
Gamma 0.026
Theta -0.078
Vega 0.078
Open interest 0
Model this put
27
3
47.4%
0.157
$0.10
130
$9.40
-0.831
50%
10
10
Call · $130
Last $0.10
Breakeven $130.10
Implied vol 47.4%
Delta 0.157 ≈16% ITM
Gamma 0.018
Theta -0.076
Vega 0.08
Open interest 27
Model this call
Put · $130
In the money
Last $9.40
Breakeven $120.60
Implied vol 50%
Delta -0.831 ≈83% ITM
Gamma 0.019
Theta -0.075
Vega 0.078
Open interest 10
Model this put
66
26
46.9%
0.089
$0.55
135
$23.00
-0.856
59.4%
1
2
Call · $135
Last $0.55
Breakeven $135.55
Implied vol 46.9%
Delta 0.089 ≈9% ITM
Gamma 0.012
Theta -0.05
Vega 0.055
Open interest 66
Model this call
Put · $135
In the money
Last $23.00
Breakeven $112.00
Implied vol 59.4%
Delta -0.856 ≈86% ITM
Gamma 0.014
Theta -0.081
Vega 0.054
Open interest 2
Model this put
4
1
60.6%
0.106
$0.98
140
—
-0.893
62.1%
—
0
Call · $140
Last $0.98
Breakeven $140.98
Implied vol 60.6%
Delta 0.106 ≈11% ITM
Gamma 0.011
Theta -0.073
Vega 0.055
Open interest 4
Model this call
Put · $140
In the money
Last —
Breakeven —
Implied vol 62.1%
Delta -0.893 ≈89% ITM
Gamma 0.011
Theta -0.067
Vega 0.054
Open interest 0
Model this put
6
1
61.9%
0.071
$1.02
145
$5.20
-0.934
62.2%
3
4
Call · $145
Last $1.02
Breakeven $146.02
Implied vol 61.9%
Delta 0.071 ≈7% ITM
Gamma 0.008
Theta -0.055
Vega 0.033
Open interest 6
Model this call
Put · $145
In the money
Last $5.20
Breakeven $139.80
Implied vol 62.2%
Delta -0.934 ≈93% ITM
Gamma 0.008
Theta -0.045
Vega 0.031
Open interest 4
Model this put
1
1
64.6%
0.054
$6.27
150
—
-0.917
75.9%
—
0
Call · $150
Last $6.27
Breakeven $156.27
Implied vol 64.6%
Delta 0.054 ≈5% ITM
Gamma 0.006
Theta -0.046
Vega 0.033
Open interest 1
Model this call
Put · $150
In the money
Last —
Breakeven —
Implied vol 75.9%
Delta -0.917 ≈92% ITM
Gamma 0.008
Theta -0.068
Vega 0.053
Open interest 0
Model this put
22
1
72.4%
0.054
$0.10
155
$40.25
-0.943
75.2%
1
0
Call · $155
Last $0.10
Breakeven $155.10
Implied vol 72.4%
Delta 0.054 ≈5% ITM
Gamma 0.005
Theta -0.052
Vega 0.034
Open interest 22
Model this call
Put · $155
In the money
Last $40.25
Breakeven $114.75
Implied vol 75.2%
Delta -0.943 ≈94% ITM
Gamma 0.006
Theta -0.048
Vega 0.032
Open interest 0
Model this put
4
2
92.5%
0.085
$0.15
160
$45.22
-0.938
84.5%
1
1
Call · $160
Last $0.15
Breakeven $160.15
Implied vol 92.5%
Delta 0.085 ≈8% ITM
Gamma 0.006
Theta -0.095
Vega 0.034
Open interest 4
Model this call
Put · $160
In the money
Last $45.22
Breakeven $114.78
Implied vol 84.5%
Delta -0.938 ≈94% ITM
Gamma 0.006
Theta -0.059
Vega 0.033
Open interest 1
Model this put
17
15
103.7%
0.094
$0.85
165
—
-0.934
93.4%
—
0
Call · $165
Last $0.85
Breakeven $165.85
Implied vol 103.7%
Delta 0.094 ≈9% ITM
Gamma 0.006
Theta -0.114
Vega 0.059
Open interest 17
Model this call
Put · $165
In the money
Last —
Breakeven —
Implied vol 93.4%
Delta -0.934 ≈93% ITM
Gamma 0.005
Theta -0.069
Vega 0.033
Open interest 0
Model this put
0
—
102.3%
0.074
—
170
—
-0.94
97.7%
—
0
Call · $170
Last —
Breakeven —
Implied vol 102.3%
Delta 0.074 ≈7% ITM
Gamma 0.005
Theta -0.093
Vega 0.035
Open interest 0
Model this call
Put · $170
In the money
Last —
Breakeven —
Implied vol 97.7%
Delta -0.94 ≈94% ITM
Gamma 0.005
Theta -0.066
Vega 0.034
Open interest 0
Model this put
0
—
99.3%
0.052
—
175
—
-0.946
101.8%
—
0
Call · $175
Last —
Breakeven —
Implied vol 99.3%
Delta 0.052 ≈5% ITM
Gamma 0.004
Theta -0.069
Vega 0.036
Open interest 0
Model this call
Put · $175
In the money
Last —
Breakeven —
Implied vol 101.8%
Delta -0.946 ≈95% ITM
Gamma 0.004
Theta -0.063
Vega 0.033
Open interest 0
Model this put
5
5
101.9%
0.044
$0.25
180
—
-0.945
108.7%
—
0
Call · $180
Last $0.25
Breakeven $180.25
Implied vol 101.9%
Delta 0.044 ≈4% ITM
Gamma 0.003
Theta -0.062
Vega 0.036
Open interest 5
Model this call
Put · $180
In the money
Last —
Breakeven —
Implied vol 108.7%
Delta -0.945 ≈94% ITM
Gamma 0.004
Theta -0.069
Vega 0.034
Open interest 0
Model this put
0
—
125.7%
0.08
—
185
—
-0.95
112.5%
—
0
Call · $185
Last —
Breakeven —
Implied vol 125.7%
Delta 0.08 ≈8% ITM
Gamma 0.004
Theta -0.122
Vega 0.036
Open interest 0
Model this call
Put · $185
In the money
Last —
Breakeven —
Implied vol 112.5%
Delta -0.95 ≈95% ITM
Gamma 0.004
Theta -0.066
Vega 0.034
Open interest 0
Model this put
0
—
127.2%
0.071
—
190
—
-0.952
117.7%
—
0
Call · $190
Last —
Breakeven —
Implied vol 127.2%
Delta 0.071 ≈7% ITM
Gamma 0.004
Theta -0.112
Vega 0.037
Open interest 0
Model this call
Put · $190
In the money
Last —
Breakeven —
Implied vol 117.7%
Delta -0.952 ≈95% ITM
Gamma 0.003
Theta -0.067
Vega 0.034
Open interest 0
Model this put
0
—
122.6%
0.051
—
195
—
-0.95
124.1%
—
0
Call · $195
Last —
Breakeven —
Implied vol 122.6%
Delta 0.051 ≈5% ITM
Gamma 0.003
Theta -0.084
Vega 0.037
Open interest 0
Model this call
Put · $195
In the money
Last —
Breakeven —
Implied vol 124.1%
Delta -0.95 ≈95% ITM
Gamma 0.003
Theta -0.074
Vega 0.034
Open interest 0
Model this put
0
—
—
—
—
200
—
-0.954
127.6%
—
0
Call · $200
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $200
In the money
Last —
Breakeven —
Implied vol 127.6%
Delta -0.954 ≈95% ITM
Gamma 0.003
Theta -0.07
Vega 0.034
Open interest 0
Model this put