75
70
—
—
$16.72
20
$0.01
-0.005
439.4%
1
824
Call · $20
In the money
Last $16.72
Breakeven $36.72
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 75
Model this call
Put · $20
Last $0.01
Breakeven $19.99
Implied vol 439.4%
Delta -0.005 ≈0% ITM
Gamma 0.001
Theta -0.053
Vega 0
Open interest 824
Model this put
130
62
—
—
$11.72
25
$0.01
-0.007
289.6%
1
4.2k
Call · $25
In the money
Last $11.72
Breakeven $36.72
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 130
Model this call
Put · $25
Last $0.01
Breakeven $24.99
Implied vol 289.6%
Delta -0.007 ≈1% ITM
Gamma 0.003
Theta -0.05
Vega 0
Open interest 4.2k
Model this put
5
9
—
—
$10.68
26
$0.01
-0.008
263.4%
10
14.5k
Call · $26
In the money
Last $10.68
Breakeven $36.68
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $26
Last $0.01
Breakeven $25.99
Implied vol 263.4%
Delta -0.008 ≈1% ITM
Gamma 0.004
Theta -0.049
Vega 0
Open interest 14.5k
Model this put
17
5
—
—
$9.76
27
$0.01
-0.009
238.1%
1
2.2k
Call · $27
In the money
Last $9.76
Breakeven $36.76
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 17
Model this call
Put · $27
Last $0.01
Breakeven $26.99
Implied vol 238.1%
Delta -0.009 ≈1% ITM
Gamma 0.005
Theta -0.049
Vega 0
Open interest 2.2k
Model this put
704
62
—
—
$8.71
28
$0.01
-0.009
213.8%
17
14.7k
Call · $28
In the money
Last $8.71
Breakeven $36.71
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 704
Model this call
Put · $28
Last $0.01
Breakeven $27.99
Implied vol 213.8%
Delta -0.009 ≈1% ITM
Gamma 0.006
Theta -0.048
Vega 0
Open interest 14.7k
Model this put
33
2
—
—
$7.70
29
$0.01
-0.011
190.1%
3
5.1k
Call · $29
In the money
Last $7.70
Breakeven $36.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 33
Model this call
Put · $29
Last $0.01
Breakeven $28.99
Implied vol 190.1%
Delta -0.011 ≈1% ITM
Gamma 0.007
Theta -0.048
Vega 0.001
Open interest 5.1k
Model this put
184
2
—
—
$6.49
30
$0.01
-0.012
164.8%
3
9.2k
Call · $30
In the money
Last $6.49
Breakeven $36.49
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 184
Model this call
Put · $30
Last $0.01
Breakeven $29.99
Implied vol 164.8%
Delta -0.012 ≈1% ITM
Gamma 0.009
Theta -0.046
Vega 0.001
Open interest 9.2k
Model this put
3
2
—
—
$6.20
30.5
$0.01
-0.013
152.5%
3
231
Call · $30.5
In the money
Last $6.20
Breakeven $36.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $30.5
Last $0.01
Breakeven $30.49
Implied vol 152.5%
Delta -0.013 ≈1% ITM
Gamma 0.01
Theta -0.045
Vega 0.001
Open interest 231
Model this put
302
2
—
—
$5.70
31
$0.01
-0.014
140.3%
11
6.9k
Call · $31
In the money
Last $5.70
Breakeven $36.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 302
Model this call
Put · $31
Last $0.01
Breakeven $30.99
Implied vol 140.3%
Delta -0.014 ≈1% ITM
Gamma 0.012
Theta -0.044
Vega 0.001
Open interest 6.9k
Model this put
11
9
—
—
$4.63
31.5
$0.01
-0.015
128.4%
2
183
Call · $31.5
In the money
Last $4.63
Breakeven $36.13
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 11
Model this call
Put · $31.5
Last $0.01
Breakeven $31.49
Implied vol 128.4%
Delta -0.015 ≈2% ITM
Gamma 0.014
Theta -0.043
Vega 0.001
Open interest 183
Model this put
270
13
—
—
$4.67
32
$0.01
-0.016
116.7%
2
9.2k
Call · $32
In the money
Last $4.67
Breakeven $36.67
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 270
Model this call
Put · $32
Last $0.01
Breakeven $31.99
Implied vol 116.7%
Delta -0.016 ≈2% ITM
Gamma 0.017
Theta -0.042
Vega 0.001
Open interest 9.2k
Model this put
4
1
93.7%
0.991
$4.25
32.5
$0.02
-0.018
105.1%
397
654
Call · $32.5
In the money
Last $4.25
Breakeven $36.75
Implied vol 93.7%
Delta 0.991 ≈99% ITM
Gamma 0.013
Theta -0.024
Vega 0
Open interest 4
Model this call
Put · $32.5
Last $0.02
Breakeven $32.48
Implied vol 105.1%
Delta -0.018 ≈2% ITM
Gamma 0.02
Theta -0.041
Vega 0.001
Open interest 654
Model this put
1k
2
83.6%
0.99
$3.67
33
$0.02
-0.192
235%
40
6.7k
Call · $33
In the money
Last $3.67
Breakeven $36.67
Implied vol 83.6%
Delta 0.99 ≈99% ITM
Gamma 0.015
Theta -0.023
Vega 0
Open interest 1k
Model this call
Put · $33
Last $0.02
Breakeven $32.98
Implied vol 235%
Delta -0.192 ≈19% ITM
Gamma 0.057
Theta -0.576
Vega 0.005
Open interest 6.7k
Model this put
35
2
73.6%
0.989
$2.64
33.5
$0.01
-0.023
82.5%
20.6k
22.7k
Call · $33.5
In the money
Last $2.64
Breakeven $36.14
Implied vol 73.6%
Delta 0.989 ≈99% ITM
Gamma 0.019
Theta -0.023
Vega 0
Open interest 35
Model this call
Put · $33.5
Last $0.01
Breakeven $33.49
Implied vol 82.5%
Delta -0.023 ≈2% ITM
Gamma 0.031
Theta -0.039
Vega 0.001
Open interest 22.7k
Model this put
4.9k
251
62.6%
0.987
$2.73
34
$0.02
-0.026
71.5%
176
14.4k
Call · $34
In the money
Last $2.73
Breakeven $36.73
Implied vol 62.6%
Delta 0.987 ≈99% ITM
Gamma 0.025
Theta -0.022
Vega 0.001
Open interest 4.9k
Model this call
Put · $34
Last $0.02
Breakeven $33.98
Implied vol 71.5%
Delta -0.026 ≈3% ITM
Gamma 0.041
Theta -0.038
Vega 0.001
Open interest 14.4k
Model this put
95
21
—
—
$2.15
34.5
$0.01
-0.03
60.4%
240
3.7k
Call · $34.5
In the money
Last $2.15
Breakeven $36.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 95
Model this call
Put · $34.5
Last $0.01
Breakeven $34.49
Implied vol 60.4%
Delta -0.03 ≈3% ITM
Gamma 0.055
Theta -0.037
Vega 0.002
Open interest 3.7k
Model this put
6.5k
732
48.5%
0.962
$1.74
35
$0.01
-0.036
48.1%
3.4k
41k
Call · $35
In the money
Last $1.74
Breakeven $36.74
Implied vol 48.5%
Delta 0.962 ≈96% ITM
Gamma 0.082
Theta -0.039
Vega 0.002
Open interest 6.5k
Model this call
Put · $35
Last $0.01
Breakeven $34.99
Implied vol 48.1%
Delta -0.036 ≈4% ITM
Gamma 0.08
Theta -0.034
Vega 0.002
Open interest 41k
Model this put
1.2k
512
33.9%
0.963
$1.16
35.5
$0.02
-0.047
35.9%
3k
8.9k
Call · $35.5
In the money
Last $1.16
Breakeven $36.66
Implied vol 33.9%
Delta 0.963 ≈96% ITM
Gamma 0.115
Theta -0.028
Vega 0.002
Open interest 1.2k
Model this call
Put · $35.5
Last $0.02
Breakeven $35.48
Implied vol 35.9%
Delta -0.047 ≈5% ITM
Gamma 0.131
Theta -0.031
Vega 0.002
Open interest 8.9k
Model this put
9.2k
2.8k
32.2%
0.866
$0.75
36
$0.05
-0.133
32%
22.7k
28.5k
Call · $36
In the money
Last $0.75
Breakeven $36.75
Implied vol 32.2%
Delta 0.866 ≈87% ITM
Gamma 0.328
Theta -0.066
Vega 0.005
Open interest 9.2k
Model this call
Put · $36
Last $0.05
Breakeven $35.95
Implied vol 32%
Delta -0.133 ≈13% ITM
Gamma 0.328
Theta -0.062
Vega 0.005
Open interest 28.5k
Model this put
18.3k
5.7k
29.7%
0.643
$0.39
36.5
$0.16
-0.359
30.2%
10.7k
9.2k
Call · $36.5
In the money
Last $0.39
Breakeven $36.89
Implied vol 29.7%
Delta 0.643 ≈64% ITM
Gamma 0.616
Theta -0.103
Vega 0.008
Open interest 18.3k
Model this call
Put · $36.5
Last $0.16
Breakeven $36.34
Implied vol 30.2%
Delta -0.359 ≈36% ITM
Gamma 0.607
Theta -0.101
Vega 0.008
Open interest 9.2k
Model this put
Underlying $36.68
37.3k
9k
30%
0.33
$0.13
37
$0.41
-0.672
29.8%
2.8k
17.1k
Call · $37
Last $0.13
Breakeven $37.13
Implied vol 30%
Delta 0.33 ≈33% ITM
Gamma 0.588
Theta -0.099
Vega 0.007
Open interest 37.3k
Model this call
Put · $37
In the money
Last $0.41
Breakeven $36.59
Implied vol 29.8%
Delta -0.672 ≈67% ITM
Gamma 0.592
Theta -0.095
Vega 0.007
Open interest 17.1k
Model this put
26.3k
6.2k
30.5%
0.113
$0.03
37.5
$0.83
-0.915
27.3%
75
880
Call · $37.5
Last $0.03
Breakeven $37.53
Implied vol 30.5%
Delta 0.113 ≈11% ITM
Gamma 0.304
Theta -0.053
Vega 0.004
Open interest 26.3k
Model this call
Put · $37.5
In the money
Last $0.83
Breakeven $36.67
Implied vol 27.3%
Delta -0.915 ≈92% ITM
Gamma 0.283
Theta -0.036
Vega 0.004
Open interest 880
Model this put
49k
6.1k
36.2%
0.047
$0.02
38
$1.29
-0.96
35.1%
1.7k
3.5k
Call · $38
Last $0.02
Breakeven $38.02
Implied vol 36.2%
Delta 0.047 ≈5% ITM
Gamma 0.131
Theta -0.032
Vega 0.002
Open interest 49k
Model this call
Put · $38
In the money
Last $1.29
Breakeven $36.71
Implied vol 35.1%
Delta -0.96 ≈96% ITM
Gamma 0.125
Theta -0.025
Vega 0.002
Open interest 3.5k
Model this put
6.9k
457
47.3%
0.038
$0.01
38.5
$1.65
-0.968
46.2%
225
17
Call · $38.5
Last $0.01
Breakeven $38.51
Implied vol 47.3%
Delta 0.038 ≈4% ITM
Gamma 0.084
Theta -0.035
Vega 0.002
Open interest 6.9k
Model this call
Put · $38.5
In the money
Last $1.65
Breakeven $36.85
Implied vol 46.2%
Delta -0.968 ≈97% ITM
Gamma 0.079
Theta -0.027
Vega 0.002
Open interest 17
Model this put
26.5k
154
58.1%
0.032
$0.01
39
$2.28
-0.934
71%
251
66
Call · $39
Last $0.01
Breakeven $39.01
Implied vol 58.1%
Delta 0.032 ≈3% ITM
Gamma 0.06
Theta -0.037
Vega 0.001
Open interest 26.5k
Model this call
Put · $39
In the money
Last $2.28
Breakeven $36.72
Implied vol 71%
Delta -0.934 ≈93% ITM
Gamma 0.089
Theta -0.079
Vega 0.002
Open interest 66
Model this put
26.2k
28
67.5%
0.028
$0.01
39.5
$2.79
-0.952
77.2%
2
2
Call · $39.5
Last $0.01
Breakeven $39.51
Implied vol 67.5%
Delta 0.028 ≈3% ITM
Gamma 0.046
Theta -0.038
Vega 0.001
Open interest 26.2k
Model this call
Put · $39.5
In the money
Last $2.79
Breakeven $36.71
Implied vol 77.2%
Delta -0.952 ≈95% ITM
Gamma 0.063
Theta -0.066
Vega 0.002
Open interest 2
Model this put
29.9k
333
84.2%
0.036
$0.01
40
$3.28
-0.973
79.1%
2.6k
1.2k
Call · $40
Last $0.01
Breakeven $40.01
Implied vol 84.2%
Delta 0.036 ≈4% ITM
Gamma 0.045
Theta -0.06
Vega 0.002
Open interest 29.9k
Model this call
Put · $40
In the money
Last $3.28
Breakeven $36.72
Implied vol 79.1%
Delta -0.973 ≈97% ITM
Gamma 0.039
Theta -0.042
Vega 0.001
Open interest 1.2k
Model this put
12.5k
1
85.8%
0.022
$0.01
40.5
$4.15
-0.976
88.2%
47
2
Call · $40.5
Last $0.01
Breakeven $40.51
Implied vol 85.8%
Delta 0.022 ≈2% ITM
Gamma 0.03
Theta -0.04
Vega 0.001
Open interest 12.5k
Model this call
Put · $40.5
In the money
Last $4.15
Breakeven $36.35
Implied vol 88.2%
Delta -0.976 ≈98% ITM
Gamma 0.032
Theta -0.043
Vega 0.001
Open interest 2
Model this put
11.1k
6
94.8%
0.02
$0.01
41
$4.20
-0.956
113.2%
1
1
Call · $41
Last $0.01
Breakeven $41.01
Implied vol 94.8%
Delta 0.02 ≈2% ITM
Gamma 0.025
Theta -0.041
Vega 0.001
Open interest 11.1k
Model this call
Put · $41
In the money
Last $4.20
Breakeven $36.80
Implied vol 113.2%
Delta -0.956 ≈96% ITM
Gamma 0.04
Theta -0.091
Vega 0.002
Open interest 1
Model this put
593
264
103.6%
0.019
$0.01
41.5
$4.83
-0.979
106%
3
3
Call · $41.5
Last $0.01
Breakeven $41.51
Implied vol 103.6%
Delta 0.019 ≈2% ITM
Gamma 0.021
Theta -0.042
Vega 0.001
Open interest 593
Model this call
Put · $41.5
In the money
Last $4.83
Breakeven $36.67
Implied vol 106%
Delta -0.979 ≈98% ITM
Gamma 0.023
Theta -0.044
Vega 0.001
Open interest 3
Model this put
3.2k
1
116.8%
0.022
$0.01
42
$5.15
-0.981
114.8%
38
11
Call · $42
Last $0.01
Breakeven $42.01
Implied vol 116.8%
Delta 0.022 ≈2% ITM
Gamma 0.021
Theta -0.054
Vega 0.001
Open interest 3.2k
Model this call
Put · $42
In the money
Last $5.15
Breakeven $36.85
Implied vol 114.8%
Delta -0.981 ≈98% ITM
Gamma 0.02
Theta -0.045
Vega 0.001
Open interest 11
Model this put
4.1k
1
129.6%
0.016
$0.01
43
$6.25
-0.966
153.3%
25
2
Call · $43
Last $0.01
Breakeven $43.01
Implied vol 129.6%
Delta 0.016 ≈2% ITM
Gamma 0.015
Theta -0.045
Vega 0.001
Open interest 4.1k
Model this call
Put · $43
In the money
Last $6.25
Breakeven $36.75
Implied vol 153.3%
Delta -0.966 ≈97% ITM
Gamma 0.024
Theta -0.102
Vega 0.002
Open interest 2
Model this put
5.3k
35
146.5%
0.014
$0.01
44
$7.25
-0.969
170.6%
19
4
Call · $44
Last $0.01
Breakeven $44.01
Implied vol 146.5%
Delta 0.014 ≈1% ITM
Gamma 0.012
Theta -0.047
Vega 0.001
Open interest 5.3k
Model this call
Put · $44
In the money
Last $7.25
Breakeven $36.75
Implied vol 170.6%
Delta -0.969 ≈97% ITM
Gamma 0.02
Theta -0.105
Vega 0.001
Open interest 4
Model this put
11.9k
2
161.8%
0.013
$0.01
45
$8.20
-0.971
186.8%
47
12
Call · $45
Last $0.01
Breakeven $45.01
Implied vol 161.8%
Delta 0.013 ≈1% ITM
Gamma 0.01
Theta -0.048
Vega 0.001
Open interest 11.9k
Model this call
Put · $45
In the money
Last $8.20
Breakeven $36.80
Implied vol 186.8%
Delta -0.971 ≈97% ITM
Gamma 0.017
Theta -0.107
Vega 0.001
Open interest 12
Model this put
5.4k
7
175.7%
0.012
$0.01
46
$9.96
-0.987
181%
3
0
Call · $46
Last $0.01
Breakeven $46.01
Implied vol 175.7%
Delta 0.012 ≈1% ITM
Gamma 0.009
Theta -0.049
Vega 0.001
Open interest 5.4k
Model this call
Put · $46
In the money
Last $9.96
Breakeven $36.04
Implied vol 181%
Delta -0.987 ≈99% ITM
Gamma 0.009
Theta -0.052
Vega 0.001
Open interest 0
Model this put
5.8k
24
189.4%
0.011
$0.01
47
$10.15
-0.988
194.7%
14
7
Call · $47
Last $0.01
Breakeven $47.01
Implied vol 189.4%
Delta 0.011 ≈1% ITM
Gamma 0.007
Theta -0.049
Vega 0.001
Open interest 5.8k
Model this call
Put · $47
In the money
Last $10.15
Breakeven $36.85
Implied vol 194.7%
Delta -0.988 ≈99% ITM
Gamma 0.008
Theta -0.053
Vega 0.001
Open interest 7
Model this put
2.5k
10
202.8%
0.011
$0.01
48
$11.71
-0.988
208.1%
4
0
Call · $48
Last $0.01
Breakeven $48.01
Implied vol 202.8%
Delta 0.011 ≈1% ITM
Gamma 0.007
Theta -0.05
Vega 0.001
Open interest 2.5k
Model this call
Put · $48
In the money
Last $11.71
Breakeven $36.29
Implied vol 208.1%
Delta -0.988 ≈99% ITM
Gamma 0.007
Theta -0.054
Vega 0.001
Open interest 0
Model this put
1.5k
23
215.9%
0.01
$0.01
49
$12.15
-0.989
221.2%
6
3
Call · $49
Last $0.01
Breakeven $49.01
Implied vol 215.9%
Delta 0.01 ≈1% ITM
Gamma 0.006
Theta -0.05
Vega 0.001
Open interest 1.5k
Model this call
Put · $49
In the money
Last $12.15
Breakeven $36.85
Implied vol 221.2%
Delta -0.989 ≈99% ITM
Gamma 0.007
Theta -0.054
Vega 0.001
Open interest 3
Model this put
7.4k
1
228.7%
0.009
$0.01
50
$14.15
-0.99
234.1%
2
0
Call · $50
Last $0.01
Breakeven $50.01
Implied vol 228.7%
Delta 0.009 ≈1% ITM
Gamma 0.005
Theta -0.051
Vega 0.001
Open interest 7.4k
Model this call
Put · $50
In the money
Last $14.15
Breakeven $35.85
Implied vol 234.1%
Delta -0.99 ≈99% ITM
Gamma 0.006
Theta -0.055
Vega 0.001
Open interest 0
Model this put
381
1
241.3%
0.009
$0.01
51
$16.98
-0.99
246.7%
2
0
Call · $51
Last $0.01
Breakeven $51.01
Implied vol 241.3%
Delta 0.009 ≈1% ITM
Gamma 0.005
Theta -0.051
Vega 0.001
Open interest 381
Model this call
Put · $51
In the money
Last $16.98
Breakeven $34.02
Implied vol 246.7%
Delta -0.99 ≈99% ITM
Gamma 0.005
Theta -0.055
Vega 0.001
Open interest 0
Model this put
532
3
253.7%
0.009
$0.01
52
$15.97
—
—
1
0
Call · $52
Last $0.01
Breakeven $52.01
Implied vol 253.7%
Delta 0.009 ≈1% ITM
Gamma 0.004
Theta -0.052
Vega 0.001
Open interest 532
Model this call
Put · $52
In the money
Last $15.97
Breakeven $36.03
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
311
85
265.8%
0.008
$0.01
53
$16.88
-0.973
324.9%
1
1
Call · $53
Last $0.01
Breakeven $53.01
Implied vol 265.8%
Delta 0.008 ≈1% ITM
Gamma 0.004
Theta -0.053
Vega 0.001
Open interest 311
Model this call
Put · $53
In the money
Last $16.88
Breakeven $36.12
Implied vol 324.9%
Delta -0.973 ≈97% ITM
Gamma 0.009
Theta -0.177
Vega 0.001
Open interest 1
Model this put
907
56
277.7%
0.008
$0.01
54
$17.40
-0.982
318.6%
1
0
Call · $54
Last $0.01
Breakeven $54.01
Implied vol 277.7%
Delta 0.008 ≈1% ITM
Gamma 0.004
Theta -0.053
Vega 0.001
Open interest 907
Model this call
Put · $54
In the money
Last $17.40
Breakeven $36.60
Implied vol 318.6%
Delta -0.982 ≈98% ITM
Gamma 0.007
Theta -0.124
Vega 0.001
Open interest 0
Model this put
802
2
289.4%
0.008
$0.01
55
$18.30
-0.991
294.8%
1
0
Call · $55
Last $0.01
Breakeven $55.01
Implied vol 289.4%
Delta 0.008 ≈1% ITM
Gamma 0.003
Theta -0.054
Vega 0.001
Open interest 802
Model this call
Put · $55
In the money
Last $18.30
Breakeven $36.70
Implied vol 294.8%
Delta -0.991 ≈99% ITM
Gamma 0.004
Theta -0.057
Vega 0.001
Open interest 0
Model this put
639
30
300.8%
0.007
$0.01
56
$19.94
-0.992
306.3%
5
0
Call · $56
Last $0.01
Breakeven $56.01
Implied vol 300.8%
Delta 0.007 ≈1% ITM
Gamma 0.003
Theta -0.054
Vega 0.001
Open interest 639
Model this call
Put · $56
In the money
Last $19.94
Breakeven $36.06
Implied vol 306.3%
Delta -0.992 ≈99% ITM
Gamma 0.004
Theta -0.058
Vega 0.001
Open interest 0
Model this put
203
25
312.1%
0.007
$0.01
57
$13.43
-0.983
357.7%
5
0
Call · $57
Last $0.01
Breakeven $57.01
Implied vol 312.1%
Delta 0.007 ≈1% ITM
Gamma 0.003
Theta -0.055
Vega 0.001
Open interest 203
Model this call
Put · $57
In the money
Last $13.43
Breakeven $43.57
Implied vol 357.7%
Delta -0.983 ≈98% ITM
Gamma 0.006
Theta -0.129
Vega 0.001
Open interest 0
Model this put
707
132
323.2%
0.007
$0.01
58
$12.35
-0.992
328.6%
36
0
Call · $58
Last $0.01
Breakeven $58.01
Implied vol 323.2%
Delta 0.007 ≈1% ITM
Gamma 0.003
Theta -0.055
Vega 0.001
Open interest 707
Model this call
Put · $58
In the money
Last $12.35
Breakeven $45.65
Implied vol 328.6%
Delta -0.992 ≈99% ITM
Gamma 0.003
Theta -0.059
Vega 0.001
Open interest 0
Model this put
37
1
450.9%
0.039
$0.01
59
$22.90
-0.984
382.7%
2
0
Call · $59
Last $0.01
Breakeven $59.01
Implied vol 450.9%
Delta 0.039 ≈4% ITM
Gamma 0.009
Theta -0.339
Vega 0.001
Open interest 37
Model this call
Put · $59
In the money
Last $22.90
Breakeven $36.10
Implied vol 382.7%
Delta -0.984 ≈98% ITM
Gamma 0.005
Theta -0.133
Vega 0.001
Open interest 0
Model this put
581
21
344.8%
0.007
$0.01
60
$24.16
-0.993
350.3%
2
0
Call · $60
Last $0.01
Breakeven $60.01
Implied vol 344.8%
Delta 0.007 ≈1% ITM
Gamma 0.003
Theta -0.056
Vega 0.001
Open interest 581
Model this call
Put · $60
In the money
Last $24.16
Breakeven $35.84
Implied vol 350.3%
Delta -0.993 ≈99% ITM
Gamma 0.003
Theta -0.06
Vega 0.001
Open interest 0
Model this put
10
1
363.8%
0.008
$0.04
61
—
-0.993
360.8%
—
0
Call · $61
Last $0.04
Breakeven $61.04
Implied vol 363.8%
Delta 0.008 ≈1% ITM
Gamma 0.003
Theta -0.071
Vega 0.001
Open interest 10
Model this call
Put · $61
In the money
Last —
Breakeven —
Implied vol 360.8%
Delta -0.993 ≈99% ITM
Gamma 0.003
Theta -0.061
Vega 0.001
Open interest 0
Model this put
85
5
365.6%
0.006
$0.01
62
$18.45
—
—
1
0
Call · $62
Last $0.01
Breakeven $62.01
Implied vol 365.6%
Delta 0.006 ≈1% ITM
Gamma 0.002
Theta -0.057
Vega 0.001
Open interest 85
Model this call
Put · $62
In the money
Last $18.45
Breakeven $43.55
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
20
2
375.8%
0.006
$0.02
63
—
-0.993
381.4%
—
0
Call · $63
Last $0.02
Breakeven $63.02
Implied vol 375.8%
Delta 0.006 ≈1% ITM
Gamma 0.002
Theta -0.058
Vega 0.001
Open interest 20
Model this call
Put · $63
In the money
Last —
Breakeven —
Implied vol 381.4%
Delta -0.993 ≈99% ITM
Gamma 0.003
Theta -0.062
Vega 0.001
Open interest 0
Model this put
602
1
419.3%
0.012
$0.13
64
—
-0.986
434%
—
0
Call · $64
Last $0.13
Breakeven $64.13
Implied vol 419.3%
Delta 0.012 ≈1% ITM
Gamma 0.004
Theta -0.116
Vega 0.001
Open interest 602
Model this call
Put · $64
In the money
Last —
Breakeven —
Implied vol 434%
Delta -0.986 ≈99% ITM
Gamma 0.004
Theta -0.136
Vega 0.001
Open interest 0
Model this put
1
1
395.8%
0.006
$0.01
65
—
-0.993
401.3%
—
0
Call · $65
Last $0.01
Breakeven $65.01
Implied vol 395.8%
Delta 0.006 ≈1% ITM
Gamma 0.002
Theta -0.059
Vega 0.001
Open interest 1
Model this call
Put · $65
In the money
Last —
Breakeven —
Implied vol 401.3%
Delta -0.993 ≈99% ITM
Gamma 0.002
Theta -0.063
Vega 0.001
Open interest 0
Model this put
28
4
439.1%
0.005
$0.01
70
$34.15
-0.994
448.6%
10
0
Call · $70
Last $0.01
Breakeven $70.01
Implied vol 439.1%
Delta 0.005 ≈1% ITM
Gamma 0.002
Theta -0.06
Vega 0
Open interest 28
Model this call
Put · $70
In the money
Last $34.15
Breakeven $35.85
Implied vol 448.6%
Delta -0.994 ≈99% ITM
Gamma 0.002
Theta -0.065
Vega 0.001
Open interest 0
Model this put