0
—
0.2%
1
—
65
$0.40
-0.015
188.2%
4
4
Call · $65
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.006
Vega 0
Open interest 0
Model this call
Put · $65
Last $0.40
Breakeven $64.60
Implied vol 188.2%
Delta -0.015 ≈1% ITM
Gamma 0.001
Theta -0.063
Vega 0.012
Open interest 4
Model this put
0
—
0.2%
1
—
70
$0.80
-0.016
173.6%
4
4
Call · $70
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.007
Vega 0
Open interest 0
Model this call
Put · $70
Last $0.80
Breakeven $69.20
Implied vol 173.6%
Delta -0.016 ≈2% ITM
Gamma 0.001
Theta -0.063
Vega 0.012
Open interest 4
Model this put
0
—
120%
0.997
—
75
$1.32
-0.018
160%
4
4
Call · $75
In the money
Last —
Breakeven —
Implied vol 120%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.018
Vega 0.005
Open interest 0
Model this call
Put · $75
Last $1.32
Breakeven $73.68
Implied vol 160%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.062
Vega 0.012
Open interest 4
Model this put
0
—
0.2%
1
—
80
—
-0.022
152.4%
—
0
Call · $80
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.008
Vega 0
Open interest 0
Model this call
Put · $80
Last —
Breakeven —
Implied vol 152.4%
Delta -0.022 ≈2% ITM
Gamma 0.001
Theta -0.072
Vega 0.026
Open interest 0
Model this put
0
—
0.2%
1
—
85
$0.25
-0.014
122.4%
1
1
Call · $85
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.008
Vega 0
Open interest 0
Model this call
Put · $85
Last $0.25
Breakeven $84.75
Implied vol 122.4%
Delta -0.014 ≈1% ITM
Gamma 0.001
Theta -0.039
Vega 0.013
Open interest 1
Model this put
0
—
0.2%
1
—
90
$0.10
-0.049
154.7%
5
11
Call · $90
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.009
Vega 0
Open interest 0
Model this call
Put · $90
Last $0.10
Breakeven $89.90
Implied vol 154.7%
Delta -0.049 ≈5% ITM
Gamma 0.002
Theta -0.142
Vega 0.047
Open interest 11
Model this put
0
—
0.2%
1
—
95
$0.10
-0.05
137.8%
1
3
Call · $95
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.009
Vega 0
Open interest 0
Model this call
Put · $95
Last $0.10
Breakeven $94.90
Implied vol 137.8%
Delta -0.05 ≈5% ITM
Gamma 0.002
Theta -0.128
Vega 0.049
Open interest 3
Model this put
0
—
0.2%
1
—
100
$0.56
-0.023
97.2%
1
32
Call · $100
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.01
Vega 0
Open interest 0
Model this call
Put · $100
Last $0.56
Breakeven $99.44
Implied vol 97.2%
Delta -0.023 ≈2% ITM
Gamma 0.002
Theta -0.047
Vega 0.015
Open interest 32
Model this put
4
2
0.2%
1
$20.81
105
$0.35
-0.068
117.3%
2
15
Call · $105
In the money
Last $20.81
Breakeven $125.81
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.01
Vega 0
Open interest 4
Model this call
Put · $105
Last $0.35
Breakeven $104.65
Implied vol 117.3%
Delta -0.068 ≈7% ITM
Gamma 0.003
Theta -0.136
Vega 0.051
Open interest 15
Model this put
24
3
82.4%
0.963
$41.21
110
$0.25
-0.023
74.3%
1
22
Call · $110
In the money
Last $41.21
Breakeven $151.21
Implied vol 82.4%
Delta 0.963 ≈96% ITM
Gamma 0.003
Theta -0.07
Vega 0.03
Open interest 24
Model this call
Put · $110
Last $0.25
Breakeven $109.75
Implied vol 74.3%
Delta -0.023 ≈2% ITM
Gamma 0.002
Theta -0.037
Vega 0.015
Open interest 22
Model this put
14
1
72.6%
0.959
$30.61
115
$0.20
-0.026
65.5%
1
15
Call · $115
In the money
Last $30.61
Breakeven $145.61
Implied vol 72.6%
Delta 0.959 ≈96% ITM
Gamma 0.003
Theta -0.067
Vega 0.031
Open interest 14
Model this call
Put · $115
Last $0.20
Breakeven $114.80
Implied vol 65.5%
Delta -0.026 ≈3% ITM
Gamma 0.003
Theta -0.035
Vega 0.031
Open interest 15
Model this put
9
1
70.2%
0.939
$14.70
120
$0.80
-0.056
68.5%
6
17
Call · $120
In the money
Last $14.70
Breakeven $134.70
Implied vol 70.2%
Delta 0.939 ≈94% ITM
Gamma 0.005
Theta -0.087
Vega 0.055
Open interest 9
Model this call
Put · $120
Last $0.80
Breakeven $119.20
Implied vol 68.5%
Delta -0.056 ≈6% ITM
Gamma 0.005
Theta -0.069
Vega 0.032
Open interest 17
Model this put
13
10
63.5%
0.92
$23.20
125
$1.35
-0.095
68.4%
7
23
Call · $125
In the money
Last $23.20
Breakeven $148.20
Implied vol 63.5%
Delta 0.92 ≈92% ITM
Gamma 0.007
Theta -0.096
Vega 0.056
Open interest 13
Model this call
Put · $125
Last $1.35
Breakeven $123.65
Implied vol 68.4%
Delta -0.095 ≈9% ITM
Gamma 0.007
Theta -0.102
Vega 0.056
Open interest 23
Model this put
76
1
68.2%
0.858
$23.45
130
$1.18
-0.092
53.3%
2
18
Call · $130
In the money
Last $23.45
Breakeven $153.45
Implied vol 68.2%
Delta 0.858 ≈86% ITM
Gamma 0.009
Theta -0.148
Vega 0.086
Open interest 76
Model this call
Put · $130
Last $1.18
Breakeven $128.82
Implied vol 53.3%
Delta -0.092 ≈9% ITM
Gamma 0.009
Theta -0.077
Vega 0.057
Open interest 18
Model this put
117
4
60.2%
0.822
$20.44
135
$2.30
-0.17
57.9%
2
34
Call · $135
In the money
Last $20.44
Breakeven $155.44
Implied vol 60.2%
Delta 0.822 ≈82% ITM
Gamma 0.012
Theta -0.151
Vega 0.088
Open interest 117
Model this call
Put · $135
Last $2.30
Breakeven $132.70
Implied vol 57.9%
Delta -0.17 ≈17% ITM
Gamma 0.012
Theta -0.128
Vega 0.088
Open interest 34
Model this put
13
2
57.9%
0.754
$29.15
140
$3.50
-0.244
57.2%
9
34
Call · $140
In the money
Last $29.15
Breakeven $169.15
Implied vol 57.9%
Delta 0.754 ≈75% ITM
Gamma 0.015
Theta -0.173
Vega 0.117
Open interest 13
Model this call
Put · $140
Last $3.50
Breakeven $136.50
Implied vol 57.2%
Delta -0.244 ≈24% ITM
Gamma 0.016
Theta -0.157
Vega 0.117
Open interest 34
Model this put
107
8
58.9%
0.666
$13.00
145
$5.30
-0.333
57.6%
3
20
Call · $145
In the money
Last $13.00
Breakeven $158.00
Implied vol 58.9%
Delta 0.666 ≈67% ITM
Gamma 0.018
Theta -0.203
Vega 0.137
Open interest 107
Model this call
Put · $145
Last $5.30
Breakeven $139.70
Implied vol 57.6%
Delta -0.333 ≈33% ITM
Gamma 0.018
Theta -0.185
Vega 0.137
Open interest 20
Model this put
385
2
61%
0.57
$8.60
150
$7.10
-0.429
55.5%
15
39
Call · $150
In the money
Last $8.60
Breakeven $158.60
Implied vol 61%
Delta 0.57 ≈57% ITM
Gamma 0.018
Theta -0.223
Vega 0.14
Open interest 385
Model this call
Put · $150
Last $7.10
Breakeven $142.90
Implied vol 55.5%
Delta -0.429 ≈43% ITM
Gamma 0.02
Theta -0.189
Vega 0.14
Open interest 39
Model this put
Underlying $151.94
28
11
55.4%
0.473
$7.65
155
$9.42
-0.527
56.7%
3
6
Call · $155
Last $7.65
Breakeven $162.65
Implied vol 55.4%
Delta 0.473 ≈47% ITM
Gamma 0.02
Theta -0.204
Vega 0.142
Open interest 28
Model this call
Put · $155
In the money
Last $9.42
Breakeven $145.58
Implied vol 56.7%
Delta -0.527 ≈53% ITM
Gamma 0.02
Theta -0.194
Vega 0.142
Open interest 6
Model this put
32
2
59.4%
0.386
$5.00
160
$16.00
-0.626
55.7%
7
7
Call · $160
Last $5.00
Breakeven $165.00
Implied vol 59.4%
Delta 0.386 ≈39% ITM
Gamma 0.018
Theta -0.212
Vega 0.127
Open interest 32
Model this call
Put · $160
In the money
Last $16.00
Breakeven $144.00
Implied vol 55.7%
Delta -0.626 ≈63% ITM
Gamma 0.02
Theta -0.182
Vega 0.127
Open interest 7
Model this put
80
61
58.8%
0.305
$4.14
165
$31.50
-0.714
55.2%
1
1
Call · $165
Last $4.14
Breakeven $169.14
Implied vol 58.8%
Delta 0.305 ≈30% ITM
Gamma 0.017
Theta -0.188
Vega 0.129
Open interest 80
Model this call
Put · $165
In the money
Last $31.50
Breakeven $133.50
Implied vol 55.2%
Delta -0.714 ≈71% ITM
Gamma 0.018
Theta -0.158
Vega 0.129
Open interest 1
Model this put
312
4
56.2%
0.221
$3.10
170
—
-0.8
52.7%
—
0
Call · $170
Last $3.10
Breakeven $173.10
Implied vol 56.2%
Delta 0.221 ≈22% ITM
Gamma 0.015
Theta -0.153
Vega 0.101
Open interest 312
Model this call
Put · $170
In the money
Last —
Breakeven —
Implied vol 52.7%
Delta -0.8 ≈80% ITM
Gamma 0.015
Theta -0.121
Vega 0.1
Open interest 0
Model this put
21
12
55.1%
0.152
$1.95
175
—
-0.861
53.4%
—
0
Call · $175
Last $1.95
Breakeven $176.95
Implied vol 55.1%
Delta 0.152 ≈15% ITM
Gamma 0.012
Theta -0.12
Vega 0.103
Open interest 21
Model this call
Put · $175
In the money
Last —
Breakeven —
Implied vol 53.4%
Delta -0.861 ≈86% ITM
Gamma 0.012
Theta -0.096
Vega 0.068
Open interest 0
Model this put
157
57
53.6%
0.102
$5.20
180
—
-0.914
51.9%
—
0
Call · $180
Last $5.20
Breakeven $185.20
Implied vol 53.6%
Delta 0.102 ≈10% ITM
Gamma 0.009
Theta -0.086
Vega 0.07
Open interest 157
Model this call
Put · $180
In the money
Last —
Breakeven —
Implied vol 51.9%
Delta -0.914 ≈91% ITM
Gamma 0.009
Theta -0.063
Vega 0.065
Open interest 0
Model this put
44
1
53%
0.065
$0.77
185
—
-0.95
51.2%
—
0
Call · $185
Last $0.77
Breakeven $185.77
Implied vol 53%
Delta 0.065 ≈7% ITM
Gamma 0.007
Theta -0.061
Vega 0.041
Open interest 44
Model this call
Put · $185
In the money
Last —
Breakeven —
Implied vol 51.2%
Delta -0.95 ≈95% ITM
Gamma 0.007
Theta -0.039
Vega 0.036
Open interest 0
Model this put
27
1
57.8%
0.058
$0.97
190
—
-0.981
49.1%
—
0
Call · $190
Last $0.97
Breakeven $190.97
Implied vol 57.8%
Delta 0.058 ≈6% ITM
Gamma 0.006
Theta -0.06
Vega 0.042
Open interest 27
Model this call
Put · $190
In the money
Last —
Breakeven —
Implied vol 49.1%
Delta -0.981 ≈98% ITM
Gamma 0.004
Theta -0.014
Vega 0.015
Open interest 0
Model this put
14
1
72.9%
0.083
$1.50
195
—
—
—
—
0
Call · $195
Last $1.50
Breakeven $196.50
Implied vol 72.9%
Delta 0.083 ≈8% ITM
Gamma 0.006
Theta -0.101
Vega 0.072
Open interest 14
Model this call
Put · $195
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put