61
13
252.6%
0.974
$26.00
50
$0.11
—
—
16
8
Call · $50
In the money
Last $26.00
Breakeven $76.00
Implied vol 252.6%
Delta 0.974 ≈97% ITM
Gamma 0.003
Theta -0.178
Vega 0.006
Open interest 61
Model this call
Put · $50
Last $0.11
Breakeven $49.89
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this put
57
8
216.9%
0.957
$21.00
55
$0.10
—
—
17
9
Call · $55
In the money
Last $21.00
Breakeven $76.00
Implied vol 216.9%
Delta 0.957 ≈96% ITM
Gamma 0.006
Theta -0.23
Vega 0.006
Open interest 57
Model this call
Put · $55
Last $0.10
Breakeven $54.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this put
68
1
168.2%
0.946
$16.00
60
$0.11
—
—
13
4
Call · $60
In the money
Last $16.00
Breakeven $76.00
Implied vol 168.2%
Delta 0.946 ≈95% ITM
Gamma 0.01
Theta -0.219
Vega 0.006
Open interest 68
Model this call
Put · $60
Last $0.11
Breakeven $59.89
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
40
19
123.8%
0.92
$10.91
65
$0.12
-0.1
136.8%
13
14
Call · $65
In the money
Last $10.91
Breakeven $75.91
Implied vol 123.8%
Delta 0.92 ≈92% ITM
Gamma 0.018
Theta -0.217
Vega 0.011
Open interest 40
Model this call
Put · $65
Last $0.12
Breakeven $64.88
Implied vol 136.8%
Delta -0.1 ≈10% ITM
Gamma 0.019
Theta -0.276
Vega 0.011
Open interest 14
Model this put
44
19
118.5%
0.906
$9.95
66
$0.13
—
—
1
9
Call · $66
In the money
Last $9.95
Breakeven $75.95
Implied vol 118.5%
Delta 0.906 ≈91% ITM
Gamma 0.021
Theta -0.234
Vega 0.011
Open interest 44
Model this call
Put · $66
Last $0.13
Breakeven $65.87
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this put
8
2
113.2%
0.891
$9.21
67
$0.09
—
—
2
4
Call · $67
In the money
Last $9.21
Breakeven $76.21
Implied vol 113.2%
Delta 0.891 ≈89% ITM
Gamma 0.024
Theta -0.25
Vega 0.011
Open interest 8
Model this call
Put · $67
Last $0.09
Breakeven $66.91
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
4
5
99.2%
0.89
$7.95
68
$0.18
-0.062
78.9%
1
2
Call · $68
In the money
Last $7.95
Breakeven $75.95
Implied vol 99.2%
Delta 0.89 ≈89% ITM
Gamma 0.028
Theta -0.222
Vega 0.011
Open interest 4
Model this call
Put · $68
Last $0.18
Breakeven $67.82
Implied vol 78.9%
Delta -0.062 ≈6% ITM
Gamma 0.023
Theta -0.111
Vega 0.007
Open interest 2
Model this put
3
5
96.1%
0.863
$7.05
69
$0.10
-0.061
67.2%
1
18
Call · $69
In the money
Last $7.05
Breakeven $76.05
Implied vol 96.1%
Delta 0.863 ≈86% ITM
Gamma 0.034
Theta -0.249
Vega 0.017
Open interest 3
Model this call
Put · $69
Last $0.10
Breakeven $68.90
Implied vol 67.2%
Delta -0.061 ≈6% ITM
Gamma 0.027
Theta -0.093
Vega 0.007
Open interest 18
Model this put
8
2
88%
0.841
$6.21
70
$0.23
-0.068
58.6%
1
3.4k
Call · $70
In the money
Last $6.21
Breakeven $76.21
Implied vol 88%
Delta 0.841 ≈84% ITM
Gamma 0.04
Theta -0.25
Vega 0.017
Open interest 8
Model this call
Put · $70
Last $0.23
Breakeven $69.77
Implied vol 58.6%
Delta -0.068 ≈7% ITM
Gamma 0.033
Theta -0.089
Vega 0.012
Open interest 3.4k
Model this put
3
3
79.9%
0.815
$5.85
71
$0.15
-0.205
88.3%
1
5
Call · $71
In the money
Last $5.85
Breakeven $76.85
Implied vol 79.9%
Delta 0.815 ≈82% ITM
Gamma 0.049
Theta -0.251
Vega 0.018
Open interest 3
Model this call
Put · $71
Last $0.15
Breakeven $70.85
Implied vol 88.3%
Delta -0.205 ≈20% ITM
Gamma 0.048
Theta -0.289
Vega 0.018
Open interest 5
Model this put
1
2
77.4%
0.797
$6.81
71.5
$0.01
-0.135
57.2%
4
5
Call · $71.5
In the money
Last $6.81
Breakeven $78.31
Implied vol 77.4%
Delta 0.797 ≈80% ITM
Gamma 0.054
Theta -0.259
Vega 0.018
Open interest 1
Model this call
Put · $71.5
Last $0.01
Breakeven $71.49
Implied vol 57.2%
Delta -0.135 ≈13% ITM
Gamma 0.056
Theta -0.143
Vega 0.018
Open interest 5
Model this put
8
2
66.3%
0.799
$4.10
72
$0.05
-0.067
36.6%
4
20
Call · $72
In the money
Last $4.10
Breakeven $76.10
Implied vol 66.3%
Delta 0.799 ≈80% ITM
Gamma 0.063
Theta -0.221
Vega 0.018
Open interest 8
Model this call
Put · $72
Last $0.05
Breakeven $71.95
Implied vol 36.6%
Delta -0.067 ≈7% ITM
Gamma 0.053
Theta -0.054
Vega 0.012
Open interest 20
Model this put
3
3
55.4%
0.803
$4.30
72.5
$0.12
-0.133
42.4%
3
4
Call · $72.5
In the money
Last $4.30
Breakeven $76.80
Implied vol 55.4%
Delta 0.803 ≈80% ITM
Gamma 0.074
Theta -0.183
Vega 0.018
Open interest 3
Model this call
Put · $72.5
Last $0.12
Breakeven $72.38
Implied vol 42.4%
Delta -0.133 ≈13% ITM
Gamma 0.075
Theta -0.105
Vega 0.018
Open interest 4
Model this put
1
1
47.3%
0.797
$5.00
73
$0.13
-0.1
30.1%
17
22
Call · $73
In the money
Last $5.00
Breakeven $78.00
Implied vol 47.3%
Delta 0.797 ≈80% ITM
Gamma 0.088
Theta -0.16
Vega 0.018
Open interest 1
Model this call
Put · $73
Last $0.13
Breakeven $72.87
Implied vol 30.1%
Delta -0.1 ≈10% ITM
Gamma 0.085
Theta -0.06
Vega 0.012
Open interest 22
Model this put
3
16
44.1%
0.764
$3.90
73.5
$0.18
-0.143
29.3%
7
10
Call · $73.5
In the money
Last $3.90
Breakeven $77.40
Implied vol 44.1%
Delta 0.764 ≈76% ITM
Gamma 0.103
Theta -0.163
Vega 0.023
Open interest 3
Model this call
Put · $73.5
Last $0.18
Breakeven $73.32
Implied vol 29.3%
Delta -0.143 ≈14% ITM
Gamma 0.114
Theta -0.075
Vega 0.018
Open interest 10
Model this put
2
1
45.3%
0.702
$2.90
74
$0.20
-0.192
27%
4
45
Call · $74
In the money
Last $2.90
Breakeven $76.90
Implied vol 45.3%
Delta 0.702 ≈70% ITM
Gamma 0.113
Theta -0.186
Vega 0.023
Open interest 2
Model this call
Put · $74
Last $0.20
Breakeven $73.80
Implied vol 27%
Delta -0.192 ≈19% ITM
Gamma 0.149
Theta -0.083
Vega 0.018
Open interest 45
Model this put
0
—
40%
0.661
—
74.5
$0.27
-0.277
27.1%
4
17
Call · $74.5
In the money
Last —
Breakeven —
Implied vol 40%
Delta 0.661 ≈66% ITM
Gamma 0.136
Theta -0.175
Vega 0.023
Open interest 0
Model this call
Put · $74.5
Last $0.27
Breakeven $74.23
Implied vol 27.1%
Delta -0.277 ≈28% ITM
Gamma 0.182
Theta -0.102
Vega 0.023
Open interest 17
Model this put
12
1
39.7%
0.591
$1.23
75
$0.42
-0.367
25.6%
25
69
Call · $75
In the money
Last $1.23
Breakeven $76.23
Implied vol 39.7%
Delta 0.591 ≈59% ITM
Gamma 0.144
Theta -0.182
Vega 0.027
Open interest 12
Model this call
Put · $75
Last $0.42
Breakeven $74.58
Implied vol 25.6%
Delta -0.367 ≈37% ITM
Gamma 0.218
Theta -0.109
Vega 0.027
Open interest 69
Model this put
5
1
35.4%
0.518
$0.90
75.5
$0.65
-0.48
25.1%
11
21
Call · $75.5
In the money
Last $0.90
Breakeven $76.40
Implied vol 35.4%
Delta 0.518 ≈52% ITM
Gamma 0.168
Theta -0.168
Vega 0.027
Open interest 5
Model this call
Put · $75.5
Last $0.65
Breakeven $74.85
Implied vol 25.1%
Delta -0.48 ≈48% ITM
Gamma 0.237
Theta -0.113
Vega 0.027
Open interest 21
Model this put
Underlying $75.69
132
50
30.6%
0.425
$0.65
76
$0.89
-0.592
25.9%
8
118
Call · $76
Last $0.65
Breakeven $76.65
Implied vol 30.6%
Delta 0.425 ≈43% ITM
Gamma 0.188
Theta -0.141
Vega 0.027
Open interest 132
Model this call
Put · $76
In the money
Last $0.89
Breakeven $75.11
Implied vol 25.9%
Delta -0.592 ≈59% ITM
Gamma 0.222
Theta -0.112
Vega 0.027
Open interest 118
Model this put
85
7
31.2%
0.338
$0.42
76.5
$1.18
-0.705
24.8%
10
38
Call · $76.5
Last $0.42
Breakeven $76.92
Implied vol 31.2%
Delta 0.338 ≈34% ITM
Gamma 0.173
Theta -0.135
Vega 0.024
Open interest 85
Model this call
Put · $76.5
In the money
Last $1.18
Breakeven $75.32
Implied vol 24.8%
Delta -0.705 ≈70% ITM
Gamma 0.207
Theta -0.094
Vega 0.024
Open interest 38
Model this put
556
9
30%
0.248
$0.26
77
$0.97
-0.828
21.9%
18
52
Call · $77
Last $0.26
Breakeven $77.26
Implied vol 30%
Delta 0.248 ≈25% ITM
Gamma 0.157
Theta -0.112
Vega 0.024
Open interest 556
Model this call
Put · $77
In the money
Last $0.97
Breakeven $76.03
Implied vol 21.9%
Delta -0.828 ≈83% ITM
Gamma 0.175
Theta -0.059
Vega 0.018
Open interest 52
Model this put
105
21
29.8%
0.18
$0.20
77.5
$1.80
—
—
1
34
Call · $77.5
Last $0.20
Breakeven $77.70
Implied vol 29.8%
Delta 0.18 ≈18% ITM
Gamma 0.129
Theta -0.091
Vega 0.019
Open interest 105
Model this call
Put · $77.5
In the money
Last $1.80
Breakeven $75.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 34
Model this put
114
50
29.9%
0.123
$0.10
78
$1.82
—
—
3
60
Call · $78
Last $0.10
Breakeven $78.10
Implied vol 29.9%
Delta 0.123 ≈12% ITM
Gamma 0.101
Theta -0.071
Vega 0.012
Open interest 114
Model this call
Put · $78
In the money
Last $1.82
Breakeven $76.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 60
Model this put
193
9
29.9%
0.08
$0.06
78.5
$1.32
—
—
2
2
Call · $78.5
Last $0.06
Breakeven $78.56
Implied vol 29.9%
Delta 0.08 ≈8% ITM
Gamma 0.073
Theta -0.052
Vega 0.013
Open interest 193
Model this call
Put · $78.5
In the money
Last $1.32
Breakeven $77.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
201
8
37.9%
0.101
$0.05
79
$3.63
—
—
1
11
Call · $79
Last $0.05
Breakeven $79.05
Implied vol 37.9%
Delta 0.101 ≈10% ITM
Gamma 0.068
Theta -0.077
Vega 0.013
Open interest 201
Model this call
Put · $79
In the money
Last $3.63
Breakeven $75.37
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 11
Model this put
26
22
39.8%
0.081
$0.11
79.5
$2.10
—
—
6
6
Call · $79.5
Last $0.11
Breakeven $79.61
Implied vol 39.8%
Delta 0.081 ≈8% ITM
Gamma 0.055
Theta -0.069
Vega 0.013
Open interest 26
Model this call
Put · $79.5
In the money
Last $2.10
Breakeven $77.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
150
21
40.7%
0.062
$0.05
80
$3.85
—
—
1
14
Call · $80
Last $0.05
Breakeven $80.05
Implied vol 40.7%
Delta 0.062 ≈6% ITM
Gamma 0.044
Theta -0.058
Vega 0.007
Open interest 150
Model this call
Put · $80
In the money
Last $3.85
Breakeven $76.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 14
Model this put
73
11
57.5%
0.117
$0.03
80.5
$2.82
—
—
1
24
Call · $80.5
Last $0.03
Breakeven $80.53
Implied vol 57.5%
Delta 0.117 ≈12% ITM
Gamma 0.05
Theta -0.131
Vega 0.013
Open interest 73
Model this call
Put · $80.5
In the money
Last $2.82
Breakeven $77.68
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 24
Model this put
123
3
59.4%
0.103
$0.05
81
$4.87
—
—
2
0
Call · $81
Last $0.05
Breakeven $81.05
Implied vol 59.4%
Delta 0.103 ≈10% ITM
Gamma 0.044
Theta -0.123
Vega 0.013
Open interest 123
Model this call
Put · $81
In the money
Last $4.87
Breakeven $76.13
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
42
1
61.2%
0.09
$0.12
81.5
$5.25
—
—
4
0
Call · $81.5
Last $0.12
Breakeven $81.62
Implied vol 61.2%
Delta 0.09 ≈9% ITM
Gamma 0.039
Theta -0.115
Vega 0.013
Open interest 42
Model this call
Put · $81.5
In the money
Last $5.25
Breakeven $76.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
424
12
57.2%
0.059
$0.10
82
$6.55
—
—
6
0
Call · $82
Last $0.10
Breakeven $82.10
Implied vol 57.2%
Delta 0.059 ≈6% ITM
Gamma 0.03
Theta -0.078
Vega 0.007
Open interest 424
Model this call
Put · $82
In the money
Last $6.55
Breakeven $75.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
259
6
80.6%
0.121
$0.09
82.5
$6.35
—
—
2
0
Call · $82.5
Last $0.09
Breakeven $82.59
Implied vol 80.6%
Delta 0.121 ≈12% ITM
Gamma 0.037
Theta -0.188
Vega 0.013
Open interest 259
Model this call
Put · $82.5
In the money
Last $6.35
Breakeven $76.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
88
6
72.5%
0.079
$0.10
83
$6.82
—
—
2
0
Call · $83
Last $0.10
Breakeven $83.10
Implied vol 72.5%
Delta 0.079 ≈8% ITM
Gamma 0.03
Theta -0.124
Vega 0.013
Open interest 88
Model this call
Put · $83
In the money
Last $6.82
Breakeven $76.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
25
12
89.7%
0.104
$0.06
84
$8.39
—
—
4
0
Call · $84
Last $0.06
Breakeven $84.06
Implied vol 89.7%
Delta 0.104 ≈10% ITM
Gamma 0.029
Theta -0.186
Vega 0.013
Open interest 25
Model this call
Put · $84
In the money
Last $8.39
Breakeven $75.61
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
117
13
72.8%
0.038
$0.06
85
$10.35
—
—
1
0
Call · $85
Last $0.06
Breakeven $85.06
Implied vol 72.8%
Delta 0.038 ≈4% ITM
Gamma 0.017
Theta -0.069
Vega 0.007
Open interest 117
Model this call
Put · $85
In the money
Last $10.35
Breakeven $74.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
30
12
106.1%
0.097
$0.17
86
$10.97
—
—
296
0
Call · $86
Last $0.17
Breakeven $86.17
Implied vol 106.1%
Delta 0.097 ≈10% ITM
Gamma 0.024
Theta -0.209
Vega 0.013
Open interest 30
Model this call
Put · $86
In the money
Last $10.97
Breakeven $75.03
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
5
12
104.9%
0.072
$0.20
87
$10.85
—
—
2
0
Call · $87
Last $0.20
Breakeven $87.20
Implied vol 104.9%
Delta 0.072 ≈7% ITM
Gamma 0.019
Theta -0.168
Vega 0.008
Open interest 5
Model this call
Put · $87
In the money
Last $10.85
Breakeven $76.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
8
12
100.9%
0.052
$0.14
88
$11.82
—
—
4
0
Call · $88
Last $0.14
Breakeven $88.14
Implied vol 100.9%
Delta 0.052 ≈5% ITM
Gamma 0.015
Theta -0.123
Vega 0.008
Open interest 8
Model this call
Put · $88
In the money
Last $11.82
Breakeven $76.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
12
136.7%
0.104
$0.11
89
$12.80
—
—
4
0
Call · $89
Last $0.11
Breakeven $89.11
Implied vol 136.7%
Delta 0.104 ≈10% ITM
Gamma 0.019
Theta -0.283
Vega 0.013
Open interest 2
Model this call
Put · $89
In the money
Last $12.80
Breakeven $76.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
13
13
125.8%
0.068
$0.13
90
$13.73
—
—
8
0
Call · $90
Last $0.13
Breakeven $90.13
Implied vol 125.8%
Delta 0.068 ≈7% ITM
Gamma 0.015
Theta -0.191
Vega 0.008
Open interest 13
Model this call
Put · $90
In the money
Last $13.73
Breakeven $76.27
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
10
13
—
—
$0.07
95
$18.69
—
—
32
0
Call · $95
Last $0.07
Breakeven $95.07
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this call
Put · $95
In the money
Last $18.69
Breakeven $76.31
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
9
10
—
—
$0.14
100
$23.67
—
—
32
0
Call · $100
Last $0.14
Breakeven $100.14
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $100
In the money
Last $23.67
Breakeven $76.33
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
8
10
—
—
$0.06
105
$28.80
—
—
10
0
Call · $105
Last $0.06
Breakeven $105.06
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $105
In the money
Last $28.80
Breakeven $76.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
8
17
—
—
$0.15
110
—
—
—
—
0
Call · $110
Last $0.15
Breakeven $110.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $110
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
27
17
—
—
$0.07
115
—
—
—
—
0
Call · $115
Last $0.07
Breakeven $115.07
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 27
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put