IBKR Stock — Interactive Brokers Group, Inc.: Options Chain

Calls		Puts
0	—	—	—	—	—	—	—	—	0
Call · $45 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	$0.25	—	—	1	1
Call · $50 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 Last $0.25 Breakeven $49.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	2	238%	0.974	$36.62	—	—	—	—	0
Call · $55 In the money Last $36.62 Breakeven $91.62 Implied vol 238% Delta 0.974 ≈97% ITM Gamma 0.002 Theta -0.153 Vega 0.009 Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	2	—	—	$31.62	—	—	—	—	0
Call · $60 In the money Last $31.62 Breakeven $91.62 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	-0.036	169.6%	—	0
Call · $65 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol 169.6% Delta -0.036 ≈4% ITM Gamma 0.004 Theta -0.141 Vega 0.009 Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $68 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $68 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $69 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $69 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	4	—	—	$21.54	$0.20	-0.055	151.5%	1	1
Call · $70 In the money Last $21.54 Breakeven $91.54 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $70 Last $0.20 Breakeven $69.80 Implied vol 151.5% Delta -0.055 ≈6% ITM Gamma 0.007 Theta -0.179 Vega 0.01 Open interest 1 Model this put
0	—	0.1%	1	—	—	-0.062	148.3%	—	0
Call · $71 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.006 Vega 0 Open interest 0 Model this call Put · $71 Last — Breakeven — Implied vol 148.3% Delta -0.062 ≈6% ITM Gamma 0.008 Theta -0.19 Vega 0.017 Open interest 0 Model this put
0	—	109.7%	0.974	—	—	-0.06	138.5%	—	0
Call · $72 In the money Last — Breakeven — Implied vol 109.7% Delta 0.974 ≈97% ITM Gamma 0.005 Theta -0.077 Vega 0.01 Open interest 0 Model this call Put · $72 Last — Breakeven — Implied vol 138.5% Delta -0.06 ≈6% ITM Gamma 0.008 Theta -0.174 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	—	-0.063	131.9%	—	0
Call · $73 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $73 Last — Breakeven — Implied vol 131.9% Delta -0.063 ≈6% ITM Gamma 0.009 Theta -0.171 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	$0.05	-0.068	126.7%	10	13
Call · $74 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $74 Last $0.05 Breakeven $73.95 Implied vol 126.7% Delta -0.068 ≈7% ITM Gamma 0.009 Theta -0.174 Vega 0.017 Open interest 13 Model this put
6	2	—	—	$19.01	$0.15	-0.03	92.8%	1	50
Call · $75 In the money Last $19.01 Breakeven $94.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $75 Last $0.15 Breakeven $74.85 Implied vol 92.8% Delta -0.03 ≈3% ITM Gamma 0.007 Theta -0.066 Vega 0.01 Open interest 50 Model this put
0	—	—	—	—	$0.10	-0.022	79.8%	1	15
Call · $76 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $76 Last $0.10 Breakeven $75.90 Implied vol 79.8% Delta -0.022 ≈2% ITM Gamma 0.006 Theta -0.043 Vega 0.005 Open interest 15 Model this put
0	—	—	—	—	$0.19	-0.023	75.2%	2	21
Call · $77 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $77 Last $0.19 Breakeven $76.81 Implied vol 75.2% Delta -0.023 ≈2% ITM Gamma 0.007 Theta -0.043 Vega 0.005 Open interest 21 Model this put
1	1	0.1%	1	$18.40	$0.12	-0.035	76.8%	2	11
Call · $78 In the money Last $18.40 Breakeven $96.40 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.007 Vega 0 Open interest 1 Model this call Put · $78 Last $0.12 Breakeven $77.88 Implied vol 76.8% Delta -0.035 ≈4% ITM Gamma 0.009 Theta -0.062 Vega 0.01 Open interest 11 Model this put
0	—	—	—	—	$0.15	-0.047	76.4%	1	44
Call · $79 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $79 Last $0.15 Breakeven $78.85 Implied vol 76.4% Delta -0.047 ≈5% ITM Gamma 0.012 Theta -0.079 Vega 0.01 Open interest 44 Model this put
49	234	61.4%	0.973	$10.85	$0.05	-0.045	68.9%	16	122
Call · $80 In the money Last $10.85 Breakeven $90.85 Implied vol 61.4% Delta 0.973 ≈97% ITM Gamma 0.009 Theta -0.048 Vega 0.005 Open interest 49 Model this call Put · $80 Last $0.05 Breakeven $79.95 Implied vol 68.9% Delta -0.045 ≈5% ITM Gamma 0.013 Theta -0.068 Vega 0.01 Open interest 122 Model this put
49	234	47.4%	0.988	$9.90	$0.15	-0.068	72%	1	11
Call · $81 In the money Last $9.90 Breakeven $90.90 Implied vol 47.4% Delta 0.988 ≈99% ITM Gamma 0.006 Theta -0.023 Vega 0.005 Open interest 49 Model this call Put · $81 Last $0.15 Breakeven $80.85 Implied vol 72% Delta -0.068 ≈7% ITM Gamma 0.017 Theta -0.099 Vega 0.018 Open interest 11 Model this put
11	11	—	—	$11.86	$0.21	-0.105	77.1%	1	36
Call · $82 In the money Last $11.86 Breakeven $93.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $82 Last $0.21 Breakeven $81.79 Implied vol 77.1% Delta -0.105 ≈10% ITM Gamma 0.022 Theta -0.147 Vega 0.018 Open interest 36 Model this put
3	1	—	—	$11.69	$0.44	-0.084	61.7%	7	32
Call · $83 In the money Last $11.69 Breakeven $94.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $83 Last $0.44 Breakeven $82.56 Implied vol 61.7% Delta -0.084 ≈8% ITM Gamma 0.023 Theta -0.099 Vega 0.018 Open interest 32 Model this put
0	—	—	—	—	$0.22	-0.096	57.4%	16	76
Call · $84 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $84 Last $0.22 Breakeven $83.78 Implied vol 57.4% Delta -0.096 ≈10% ITM Gamma 0.027 Theta -0.102 Vega 0.018 Open interest 76 Model this put
2	6	0.1%	1	$6.60	$0.37	-0.111	53%	75	183
Call · $85 In the money Last $6.60 Breakeven $91.60 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.007 Vega 0 Open interest 2 Model this call Put · $85 Last $0.37 Breakeven $84.63 Implied vol 53% Delta -0.111 ≈11% ITM Gamma 0.033 Theta -0.105 Vega 0.019 Open interest 183 Model this put
0	—	32.1%	0.953	—	$0.45	-0.15	53%	31	29
Call · $86 In the money Last — Breakeven — Implied vol 32.1% Delta 0.953 ≈95% ITM Gamma 0.027 Theta -0.04 Vega 0.011 Open interest 0 Model this call Put · $86 Last $0.45 Breakeven $85.55 Implied vol 53% Delta -0.15 ≈15% ITM Gamma 0.04 Theta -0.129 Vega 0.028 Open interest 29 Model this put
1	1	58.6%	0.785	$4.58	$0.60	-0.18	49%	233	22
Call · $87 In the money Last $4.58 Breakeven $91.58 Implied vol 58.6% Delta 0.785 ≈78% ITM Gamma 0.046 Theta -0.189 Vega 0.028 Open interest 1 Model this call Put · $87 Last $0.60 Breakeven $86.40 Implied vol 49% Delta -0.18 ≈18% ITM Gamma 0.049 Theta -0.134 Vega 0.028 Open interest 22 Model this put
36	1	54.6%	0.744	$4.10	$1.00	-0.249	52.7%	124	112
Call · $88 In the money Last $4.10 Breakeven $92.10 Implied vol 54.6% Delta 0.744 ≈74% ITM Gamma 0.054 Theta -0.19 Vega 0.037 Open interest 36 Model this call Put · $88 Last $1.00 Breakeven $87.00 Implied vol 52.7% Delta -0.249 ≈25% ITM Gamma 0.055 Theta -0.174 Vega 0.037 Open interest 112 Model this put
13	5	47.9%	0.706	$3.74	$1.25	-0.303	50.7%	47	63
Call · $89 In the money Last $3.74 Breakeven $92.74 Implied vol 47.9% Delta 0.706 ≈71% ITM Gamma 0.066 Theta -0.179 Vega 0.037 Open interest 13 Model this call Put · $89 Last $1.25 Breakeven $87.75 Implied vol 50.7% Delta -0.303 ≈30% ITM Gamma 0.063 Theta -0.184 Vega 0.038 Open interest 63 Model this put
77	1	52.8%	0.627	$2.90	$1.47	-0.374	52.9%	60	114
Call · $90 In the money Last $2.90 Breakeven $92.90 Implied vol 52.8% Delta 0.627 ≈63% ITM Gamma 0.066 Theta -0.216 Vega 0.043 Open interest 77 Model this call Put · $90 Last $1.47 Breakeven $88.53 Implied vol 52.9% Delta -0.374 ≈37% ITM Gamma 0.066 Theta -0.209 Vega 0.043 Open interest 114 Model this put
16	1	52%	0.56	$1.80	$2.02	-0.44	50.4%	18	35
Call · $91 In the money Last $1.80 Breakeven $92.80 Implied vol 52% Delta 0.56 ≈56% ITM Gamma 0.07 Theta -0.22 Vega 0.043 Open interest 16 Model this call Put · $91 Last $2.02 Breakeven $88.98 Implied vol 50.4% Delta -0.44 ≈44% ITM Gamma 0.072 Theta -0.206 Vega 0.043 Open interest 35 Model this put
Underlying $91.74
38	32	51.6%	0.49	$1.75	$2.20	-0.512	49.4%	71	33
Call · $92 Last $1.75 Breakeven $93.75 Implied vol 51.6% Delta 0.49 ≈49% ITM Gamma 0.071 Theta -0.222 Vega 0.044 Open interest 38 Model this call Put · $92 In the money Last $2.20 Breakeven $89.80 Implied vol 49.4% Delta -0.512 ≈51% ITM Gamma 0.074 Theta -0.205 Vega 0.044 Open interest 33 Model this put
22	411	51.5%	0.421	$1.56	$3.20	-0.584	49.3%	60	28
Call · $93 Last $1.56 Breakeven $94.56 Implied vol 51.5% Delta 0.421 ≈42% ITM Gamma 0.069 Theta -0.215 Vega 0.044 Open interest 22 Model this call Put · $93 In the money Last $3.20 Breakeven $89.80 Implied vol 49.3% Delta -0.584 ≈58% ITM Gamma 0.073 Theta -0.198 Vega 0.044 Open interest 28 Model this put
38	22	51.7%	0.355	$1.02	$3.85	-0.654	49.2%	63	60
Call · $94 Last $1.02 Breakeven $95.02 Implied vol 51.7% Delta 0.355 ≈35% ITM Gamma 0.066 Theta -0.207 Vega 0.039 Open interest 38 Model this call Put · $94 In the money Last $3.85 Breakeven $90.15 Implied vol 49.2% Delta -0.654 ≈65% ITM Gamma 0.069 Theta -0.187 Vega 0.039 Open interest 60 Model this put
278	70	51.3%	0.293	$0.82	$4.53	-0.753	42.4%	69	89
Call · $95 Last $0.82 Breakeven $95.82 Implied vol 51.3% Delta 0.293 ≈29% ITM Gamma 0.061 Theta -0.188 Vega 0.039 Open interest 278 Model this call Put · $95 In the money Last $4.53 Breakeven $90.47 Implied vol 42.4% Delta -0.753 ≈75% ITM Gamma 0.069 Theta -0.137 Vega 0.039 Open interest 89 Model this put
98	6	51.1%	0.234	$0.67	$4.60	-0.824	40.3%	15	22
Call · $96 Last $0.67 Breakeven $96.67 Implied vol 51.1% Delta 0.234 ≈23% ITM Gamma 0.055 Theta -0.168 Vega 0.03 Open interest 98 Model this call Put · $96 In the money Last $4.60 Breakeven $91.40 Implied vol 40.3% Delta -0.824 ≈82% ITM Gamma 0.059 Theta -0.104 Vega 0.03 Open interest 22 Model this put
56	22	51.1%	0.188	$0.45	$5.10	-0.765	62.8%	31	24
Call · $97 Last $0.45 Breakeven $97.45 Implied vol 51.1% Delta 0.188 ≈19% ITM Gamma 0.048 Theta -0.146 Vega 0.03 Open interest 56 Model this call Put · $97 In the money Last $5.10 Breakeven $91.90 Implied vol 62.8% Delta -0.765 ≈76% ITM Gamma 0.046 Theta -0.2 Vega 0.03 Open interest 24 Model this put
76	7	50%	0.137	$0.34	$6.00	-0.82	58.5%	4	14
Call · $98 Last $0.34 Breakeven $98.34 Implied vol 50% Delta 0.137 ≈14% ITM Gamma 0.041 Theta -0.118 Vega 0.02 Open interest 76 Model this call Put · $98 In the money Last $6.00 Breakeven $92.00 Implied vol 58.5% Delta -0.82 ≈82% ITM Gamma 0.041 Theta -0.155 Vega 0.03 Open interest 14 Model this put
52	4	60.1%	0.149	$0.20	$6.50	-0.875	54.6%	12	13
Call · $99 Last $0.20 Breakeven $99.20 Implied vol 60.1% Delta 0.149 ≈15% ITM Gamma 0.036 Theta -0.149 Vega 0.031 Open interest 52 Model this call Put · $99 In the money Last $6.50 Breakeven $92.50 Implied vol 54.6% Delta -0.875 ≈88% ITM Gamma 0.035 Theta -0.113 Vega 0.02 Open interest 13 Model this put
627	55	45.4%	0.058	$0.20	$6.50	-0.835	71.5%	1	5
Call · $100 Last $0.20 Breakeven $100.20 Implied vol 45.4% Delta 0.058 ≈6% ITM Gamma 0.023 Theta -0.056 Vega 0.012 Open interest 627 Model this call Put · $100 In the money Last $6.50 Breakeven $93.50 Implied vol 71.5% Delta -0.835 ≈84% ITM Gamma 0.032 Theta -0.18 Vega 0.031 Open interest 5 Model this put
42	5	72.5%	0.14	$0.10	—	-0.9	61.5%	—	0
Call · $101 Last $0.10 Breakeven $101.10 Implied vol 72.5% Delta 0.14 ≈14% ITM Gamma 0.028 Theta -0.172 Vega 0.021 Open interest 42 Model this call Put · $101 In the money Last — Breakeven — Implied vol 61.5% Delta -0.9 ≈90% ITM Gamma 0.026 Theta -0.107 Vega 0.02 Open interest 0 Model this put
7	5	97%	0.197	$0.17	$8.08	-0.872	75.8%	1	1
Call · $102 Last $0.17 Breakeven $102.17 Implied vol 97% Delta 0.197 ≈20% ITM Gamma 0.026 Theta -0.283 Vega 0.031 Open interest 7 Model this call Put · $102 In the money Last $8.08 Breakeven $93.92 Implied vol 75.8% Delta -0.872 ≈87% ITM Gamma 0.026 Theta -0.161 Vega 0.021 Open interest 1 Model this put
5	2	95.1%	0.167	$0.09	—	-0.893	75.5%	—	0
Call · $103 Last $0.09 Breakeven $103.09 Implied vol 95.1% Delta 0.167 ≈17% ITM Gamma 0.024 Theta -0.252 Vega 0.031 Open interest 5 Model this call Put · $103 In the money Last — Breakeven — Implied vol 75.5% Delta -0.893 ≈89% ITM Gamma 0.022 Theta -0.139 Vega 0.021 Open interest 0 Model this put
43	2	72.8%	0.078	$0.14	—	-0.898	80%	—	0
Call · $104 Last $0.14 Breakeven $104.14 Implied vol 72.8% Delta 0.078 ≈8% ITM Gamma 0.018 Theta -0.113 Vega 0.021 Open interest 43 Model this call Put · $104 In the money Last — Breakeven — Implied vol 80% Delta -0.898 ≈90% ITM Gamma 0.021 Theta -0.143 Vega 0.021 Open interest 0 Model this put
105	1	62.7%	0.037	$0.23	—	-0.902	84.4%	—	0
Call · $105 Last $0.23 Breakeven $105.23 Implied vol 62.7% Delta 0.037 ≈4% ITM Gamma 0.012 Theta -0.053 Vega 0.012 Open interest 105 Model this call Put · $105 In the money Last — Breakeven — Implied vol 84.4% Delta -0.902 ≈90% ITM Gamma 0.019 Theta -0.146 Vega 0.021 Open interest 0 Model this put
31	31	98.3%	0.121	$0.62	—	-0.978	61%	—	0
Call · $106 Last $0.62 Breakeven $106.62 Implied vol 98.3% Delta 0.121 ≈12% ITM Gamma 0.019 Theta -0.208 Vega 0.021 Open interest 31 Model this call Put · $106 In the money Last — Breakeven — Implied vol 61% Delta -0.978 ≈98% ITM Gamma 0.009 Theta -0.03 Vega 0.006 Open interest 0 Model this put
9	1	106.1%	0.125	$0.05	—	-0.953	76%	—	0
Call · $107 Last $0.05 Breakeven $107.05 Implied vol 106.1% Delta 0.125 ≈13% ITM Gamma 0.018 Theta -0.231 Vega 0.021 Open interest 9 Model this call Put · $107 In the money Last — Breakeven — Implied vol 76% Delta -0.953 ≈95% ITM Gamma 0.012 Theta -0.073 Vega 0.012 Open interest 0 Model this put
5	1	116.3%	0.134	$1.05	—	-0.966	75.4%	—	0
Call · $108 Last $1.05 Breakeven $109.05 Implied vol 116.3% Delta 0.134 ≈13% ITM Gamma 0.017 Theta -0.266 Vega 0.021 Open interest 5 Model this call Put · $108 In the money Last — Breakeven — Implied vol 75.4% Delta -0.966 ≈97% ITM Gamma 0.01 Theta -0.055 Vega 0.011 Open interest 0 Model this put
0	—	106.4%	0.098	—	—	-0.98	70.7%	—	0
Call · $109 Last — Breakeven — Implied vol 106.4% Delta 0.098 ≈10% ITM Gamma 0.015 Theta -0.193 Vega 0.021 Open interest 0 Model this call Put · $109 In the money Last — Breakeven — Implied vol 70.7% Delta -0.98 ≈98% ITM Gamma 0.007 Theta -0.031 Vega 0.006 Open interest 0 Model this put
6	1	89.3%	0.049	$0.25	—	-0.906	110.7%	—	0
Call · $110 Last $0.25 Breakeven $110.25 Implied vol 89.3% Delta 0.049 ≈5% ITM Gamma 0.01 Theta -0.095 Vega 0.012 Open interest 6 Model this call Put · $110 In the money Last — Breakeven — Implied vol 110.7% Delta -0.906 ≈91% ITM Gamma 0.014 Theta -0.188 Vega 0.021 Open interest 0 Model this put
0	—	145.9%	0.154	—	—	-0.908	114.8%	—	0
Call · $111 Last — Breakeven — Implied vol 145.9% Delta 0.154 ≈15% ITM Gamma 0.015 Theta -0.369 Vega 0.032 Open interest 0 Model this call Put · $111 In the money Last — Breakeven — Implied vol 114.8% Delta -0.908 ≈91% ITM Gamma 0.013 Theta -0.192 Vega 0.021 Open interest 0 Model this put
0	—	114.2%	0.078	—	—	-0.911	119%	—	0
Call · $112 Last — Breakeven — Implied vol 114.2% Delta 0.078 ≈8% ITM Gamma 0.012 Theta -0.178 Vega 0.022 Open interest 0 Model this call Put · $112 In the money Last — Breakeven — Implied vol 119% Delta -0.911 ≈91% ITM Gamma 0.013 Theta -0.195 Vega 0.021 Open interest 0 Model this put
0	—	117.8%	0.076	—	—	-0.961	97.6%	—	0
Call · $113 Last — Breakeven — Implied vol 117.8% Delta 0.076 ≈8% ITM Gamma 0.011 Theta -0.18 Vega 0.013 Open interest 0 Model this call Put · $113 In the money Last — Breakeven — Implied vol 97.6% Delta -0.961 ≈96% ITM Gamma 0.008 Theta -0.08 Vega 0.012 Open interest 0 Model this put
0	—	121.2%	0.074	—	—	-0.926	121.2%	—	0
Call · $114 Last — Breakeven — Implied vol 121.2% Delta 0.074 ≈7% ITM Gamma 0.011 Theta -0.181 Vega 0.013 Open interest 0 Model this call Put · $114 In the money Last — Breakeven — Implied vol 121.2% Delta -0.926 ≈93% ITM Gamma 0.011 Theta -0.172 Vega 0.013 Open interest 0 Model this put
2	1	124.6%	0.073	$1.13	—	-0.963	104.5%	—	0
Call · $115 Last $1.13 Breakeven $116.13 Implied vol 124.6% Delta 0.073 ≈7% ITM Gamma 0.01 Theta -0.182 Vega 0.013 Open interest 2 Model this call Put · $115 In the money Last — Breakeven — Implied vol 104.5% Delta -0.963 ≈96% ITM Gamma 0.007 Theta -0.082 Vega 0.012 Open interest 0 Model this put
0	—	127.9%	0.071	—	—	-0.93	128%	—	0
Call · $116 Last — Breakeven — Implied vol 127.9% Delta 0.071 ≈7% ITM Gamma 0.01 Theta -0.183 Vega 0.013 Open interest 0 Model this call Put · $116 In the money Last — Breakeven — Implied vol 128% Delta -0.93 ≈93% ITM Gamma 0.01 Theta -0.175 Vega 0.013 Open interest 0 Model this put
0	—	131.2%	0.07	—	—	-0.931	131.3%	—	0
Call · $117 Last — Breakeven — Implied vol 131.2% Delta 0.07 ≈7% ITM Gamma 0.009 Theta -0.185 Vega 0.013 Open interest 0 Model this call Put · $117 In the money Last — Breakeven — Implied vol 131.3% Delta -0.931 ≈93% ITM Gamma 0.009 Theta -0.176 Vega 0.013 Open interest 0 Model this put
0	—	134.5%	0.068	—	—	-0.922	142.5%	—	0
Call · $118 Last — Breakeven — Implied vol 134.5% Delta 0.068 ≈7% ITM Gamma 0.009 Theta -0.186 Vega 0.013 Open interest 0 Model this call Put · $118 In the money Last — Breakeven — Implied vol 142.5% Delta -0.922 ≈92% ITM Gamma 0.01 Theta -0.213 Vega 0.013 Open interest 0 Model this put
0	—	141%	0.065	—	$25.95	-0.967	120.1%	2	0
Call · $120 Last — Breakeven — Implied vol 141% Delta 0.065 ≈7% ITM Gamma 0.008 Theta -0.188 Vega 0.013 Open interest 0 Model this call Put · $120 In the money Last $25.95 Breakeven $94.05 Implied vol 120.1% Delta -0.967 ≈97% ITM Gamma 0.006 Theta -0.086 Vega 0.006 Open interest 0 Model this put
0	—	156.7%	0.06	—	—	-0.978	126.1%	—	0
Call · $125 Last — Breakeven — Implied vol 156.7% Delta 0.06 ≈6% ITM Gamma 0.007 Theta -0.195 Vega 0.013 Open interest 0 Model this call Put · $125 In the money Last — Breakeven — Implied vol 126.1% Delta -0.978 ≈98% ITM Gamma 0.004 Theta -0.063 Vega 0.006 Open interest 0 Model this put