ICHR · Ichor Holdings, Ltd.

Track ICHR — free Ask ALVIS about ICHR

$86.38 -7.64 (-8.13%)

Market Cap

$3.27B

34.75M

Options Chain

15-min delayed Underlying $94.02 · Jul 23, 2026 Options Calculator

Positioning

Aug 21, 2026 · 28 days to expiry · 102 contracts

Put / call OI

0.80

Balanced positioning

Open interest

4,680

contracts outstanding

Volume

448

traded today

Max pain

$72.50

$21.52 below spot

ATM implied vol

116.2%

market's expected move

Open interest by strike · near the money

Calls Puts

67.5

72.5

77.5

82.5

87.5

92.5

97.5

100

105

110

115

120

125

130

135

140

145

150

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 28d Sep 18 56d Nov 20 119d Dec 18 147d Feb 19 210d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	—	—	—	0
Call · $5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$0.60	—	—	10	45
Call · $7.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $7.5 Last $0.60 Breakeven $6.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 45 Model this put
0	—	—	—	—		$0.20	—	—	2	61
Call · $10 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $10 Last $0.20 Breakeven $9.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 61 Model this put
2	4	—	—	$90.40		$0.22	—	—	10	21
Call · $12.5 In the money Last $90.40 Breakeven $102.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $12.5 Last $0.22 Breakeven $12.28 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 Model this put
3	5	217.8%	1	$16.27		$0.68	—	—	15	29
Call · $15 In the money Last $16.27 Breakeven $31.27 Implied vol 217.8% Delta 1 ≈100% ITM Gamma 0 Theta -0.003 Vega 0.001 Open interest 3 Model this call Put · $15 Last $0.68 Breakeven $14.32 Implied vol — Delta — Gamma — Theta — Vega — Open interest 29 Model this put
1	1	170.5%	1	$16.00		$0.67	—	—	2	7
Call · $17.5 In the money Last $16.00 Breakeven $33.50 Implied vol 170.5% Delta 1 ≈100% ITM Gamma 0 Theta -0.002 Vega 0 Open interest 1 Model this call Put · $17.5 Last $0.67 Breakeven $16.83 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this put
0	—	—	—	—		$1.25	-0.013	293.8%	1	2
Call · $20 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 Last $1.25 Breakeven $18.75 Implied vol 293.8% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.042 Vega 0.011 Open interest 2 Model this put
15	1	—	—	$83.90		$0.05	-0.006	224.3%	10	21
Call · $22.5 In the money Last $83.90 Breakeven $106.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 15 Model this call Put · $22.5 Last $0.05 Breakeven $22.45 Implied vol 224.3% Delta -0.006 ≈1% ITM Gamma 0 Theta -0.016 Vega 0.006 Open interest 21 Model this put
32	1	175.9%	0.998	$47.70		$0.05	-0.015	250.3%	1	3
Call · $25 In the money Last $47.70 Breakeven $72.70 Implied vol 175.9% Delta 0.998 ≈100% ITM Gamma 0 Theta -0.007 Vega 0.003 Open interest 32 Model this call Put · $25 Last $0.05 Breakeven $24.95 Implied vol 250.3% Delta -0.015 ≈2% ITM Gamma 0.001 Theta -0.041 Vega 0.012 Open interest 3 Model this put
5	5	0.2%	1	$11.20		$2.62	-0.018	235.8%	1	1
Call · $27.5 In the money Last $11.20 Breakeven $38.70 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.003 Vega 0 Open interest 5 Model this call Put · $27.5 Last $2.62 Breakeven $24.88 Implied vol 235.8% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.044 Vega 0.013 Open interest 1 Model this put
4	1	0.2%	1	$66.20		$0.14	-0.016	211.6%	1	14
Call · $30 In the money Last $66.20 Breakeven $96.20 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.003 Vega 0 Open interest 4 Model this call Put · $30 Last $0.14 Breakeven $29.86 Implied vol 211.6% Delta -0.016 ≈2% ITM Gamma 0.001 Theta -0.037 Vega 0.014 Open interest 14 Model this put
0	1	149%	0.996	$24.80		$1.11	-0.019	200%	1	1
Call · $32.5 In the money Last $24.80 Breakeven $57.30 Implied vol 149% Delta 0.996 ≈100% ITM Gamma 0 Theta -0.012 Vega 0.003 Open interest 0 Model this call Put · $32.5 Last $1.11 Breakeven $31.39 Implied vol 200% Delta -0.019 ≈2% ITM Gamma 0.001 Theta -0.04 Vega 0.014 Open interest 1 Model this put
8	1	102%	1	$74.50		$0.43	-0.021	186%	1	10
Call · $35 In the money Last $74.50 Breakeven $109.50 Implied vol 102% Delta 1 ≈100% ITM Gamma 0 Theta -0.004 Vega 0 Open interest 8 Model this call Put · $35 Last $0.43 Breakeven $34.57 Implied vol 186% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.04 Vega 0.015 Open interest 10 Model this put
70	5	144.8%	0.99	$57.55		$1.16	-0.022	172.9%	1	4
Call · $37.5 In the money Last $57.55 Breakeven $95.05 Implied vol 144.8% Delta 0.99 ≈99% ITM Gamma 0.001 Theta -0.021 Vega 0.008 Open interest 70 Model this call Put · $37.5 Last $1.16 Breakeven $36.34 Implied vol 172.9% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.039 Vega 0.016 Open interest 4 Model this put
18	15	139.8%	0.986	$57.80		$0.30	-0.024	160.8%	6	15
Call · $40 In the money Last $57.80 Breakeven $97.80 Implied vol 139.8% Delta 0.986 ≈99% ITM Gamma 0.001 Theta -0.025 Vega 0.008 Open interest 18 Model this call Put · $40 Last $0.30 Breakeven $39.70 Implied vol 160.8% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -0.039 Vega 0.016 Open interest 15 Model this put
13	2	146.7%	0.976	$44.86		$2.70	-0.028	152.4%	1	10
Call · $42.5 In the money Last $44.86 Breakeven $87.36 Implied vol 146.7% Delta 0.976 ≈98% ITM Gamma 0.002 Theta -0.04 Vega 0.017 Open interest 13 Model this call Put · $42.5 Last $2.70 Breakeven $39.80 Implied vol 152.4% Delta -0.028 ≈3% ITM Gamma 0.002 Theta -0.042 Vega 0.017 Open interest 10 Model this put
12	1	147.4%	0.966	$38.50		$0.45	-0.056	176.2%	2	64
Call · $45 In the money Last $38.50 Breakeven $83.50 Implied vol 147.4% Delta 0.966 ≈97% ITM Gamma 0.002 Theta -0.052 Vega 0.017 Open interest 12 Model this call Put · $45 Last $0.45 Breakeven $44.55 Implied vol 176.2% Delta -0.056 ≈6% ITM Gamma 0.003 Theta -0.084 Vega 0.029 Open interest 64 Model this put
14	3	145.2%	0.957	$21.30		$0.60	-0.066	172.2%	1	447
Call · $47.5 In the money Last $21.30 Breakeven $68.80 Implied vol 145.2% Delta 0.957 ≈96% ITM Gamma 0.003 Theta -0.062 Vega 0.018 Open interest 14 Model this call Put · $47.5 Last $0.60 Breakeven $46.90 Implied vol 172.2% Delta -0.066 ≈7% ITM Gamma 0.003 Theta -0.095 Vega 0.03 Open interest 447 Model this put
13	2	134.8%	0.954	$33.50		$0.90	-0.067	154.7%	1	97
Call · $50 In the money Last $33.50 Breakeven $83.50 Implied vol 134.8% Delta 0.954 ≈95% ITM Gamma 0.003 Theta -0.061 Vega 0.018 Open interest 13 Model this call Put · $50 Last $0.90 Breakeven $49.10 Implied vol 154.7% Delta -0.067 ≈7% ITM Gamma 0.003 Theta -0.085 Vega 0.031 Open interest 97 Model this put
18	5	133.6%	0.939	$44.73		$0.95	-0.056	129.6%	4	28
Call · $52.5 In the money Last $44.73 Breakeven $97.23 Implied vol 133.6% Delta 0.939 ≈94% ITM Gamma 0.004 Theta -0.074 Vega 0.032 Open interest 18 Model this call Put · $52.5 Last $0.95 Breakeven $51.55 Implied vol 129.6% Delta -0.056 ≈6% ITM Gamma 0.004 Theta -0.063 Vega 0.032 Open interest 28 Model this put
57	1	133.8%	0.922	$40.60		$0.85	-0.063	120.9%	1	54
Call · $55 In the money Last $40.60 Breakeven $95.60 Implied vol 133.8% Delta 0.922 ≈92% ITM Gamma 0.005 Theta -0.089 Vega 0.033 Open interest 57 Model this call Put · $55 Last $0.85 Breakeven $54.15 Implied vol 120.9% Delta -0.063 ≈6% ITM Gamma 0.004 Theta -0.063 Vega 0.033 Open interest 54 Model this put
9	7	132.5%	0.906	$32.12		$1.70	-0.1	137.8%	1	3
Call · $57.5 In the money Last $32.12 Breakeven $89.62 Implied vol 132.5% Delta 0.906 ≈91% ITM Gamma 0.005 Theta -0.101 Vega 0.034 Open interest 9 Model this call Put · $57.5 Last $1.70 Breakeven $55.80 Implied vol 137.8% Delta -0.1 ≈10% ITM Gamma 0.005 Theta -0.104 Vega 0.05 Open interest 3 Model this put
150	1	131.5%	0.885	$35.60		$1.80	-0.11	127.5%	16	112
Call · $60 In the money Last $35.60 Breakeven $95.60 Implied vol 131.5% Delta 0.885 ≈88% ITM Gamma 0.006 Theta -0.115 Vega 0.052 Open interest 150 Model this call Put · $60 Last $1.80 Breakeven $58.20 Implied vol 127.5% Delta -0.11 ≈11% ITM Gamma 0.006 Theta -0.103 Vega 0.052 Open interest 112 Model this put
58	4	128.1%	0.865	$20.10		$2.35	-0.143	134.6%	1	28
Call · $62.5 In the money Last $20.10 Breakeven $82.60 Implied vol 128.1% Delta 0.865 ≈86% ITM Gamma 0.007 Theta -0.125 Vega 0.053 Open interest 58 Model this call Put · $62.5 Last $2.35 Breakeven $60.15 Implied vol 134.6% Delta -0.143 ≈14% ITM Gamma 0.007 Theta -0.13 Vega 0.053 Open interest 28 Model this put
43	2	126.6%	0.842	$22.95		$2.95	-0.157	125.7%	1	64
Call · $65 In the money Last $22.95 Breakeven $87.95 Implied vol 126.6% Delta 0.842 ≈84% ITM Gamma 0.008 Theta -0.137 Vega 0.054 Open interest 43 Model this call Put · $65 Last $2.95 Breakeven $62.05 Implied vol 125.7% Delta -0.157 ≈16% ITM Gamma 0.008 Theta -0.13 Vega 0.054 Open interest 64 Model this put
8	1	126%	0.816	$29.00		$2.87	-0.178	121.3%	5	24
Call · $67.5 In the money Last $29.00 Breakeven $96.50 Implied vol 126% Delta 0.816 ≈82% ITM Gamma 0.009 Theta -0.151 Vega 0.072 Open interest 8 Model this call Put · $67.5 Last $2.87 Breakeven $64.63 Implied vol 121.3% Delta -0.178 ≈18% ITM Gamma 0.009 Theta -0.137 Vega 0.055 Open interest 24 Model this put
72	8	124.1%	0.788	$30.05		$4.62	-0.218	129.5%	5	207
Call · $70 In the money Last $30.05 Breakeven $100.05 Implied vol 124.1% Delta 0.788 ≈79% ITM Gamma 0.01 Theta -0.16 Vega 0.073 Open interest 72 Model this call Put · $70 Last $4.62 Breakeven $65.38 Implied vol 129.5% Delta -0.218 ≈22% ITM Gamma 0.01 Theta -0.162 Vega 0.073 Open interest 207 Model this put
112	1	125.7%	0.755	$28.04		$6.10	-0.243	123%	2	13
Call · $72.5 In the money Last $28.04 Breakeven $100.54 Implied vol 125.7% Delta 0.755 ≈75% ITM Gamma 0.01 Theta -0.175 Vega 0.075 Open interest 112 Model this call Put · $72.5 Last $6.10 Breakeven $66.40 Implied vol 123% Delta -0.243 ≈24% ITM Gamma 0.011 Theta -0.164 Vega 0.075 Open interest 13 Model this put
129	1	116%	0.731	$14.94		$5.00	-0.278	128.6%	2	51
Call · $75 In the money Last $14.94 Breakeven $89.94 Implied vol 116% Delta 0.731 ≈73% ITM Gamma 0.012 Theta -0.171 Vega 0.076 Open interest 129 Model this call Put · $75 Last $5.00 Breakeven $70.00 Implied vol 128.6% Delta -0.278 ≈28% ITM Gamma 0.011 Theta -0.185 Vega 0.076 Open interest 51 Model this put
52	1	122.2%	0.694	$18.90		$6.40	-0.304	116.6%	1	15
Call · $77.5 In the money Last $18.90 Breakeven $96.40 Implied vol 122.2% Delta 0.694 ≈69% ITM Gamma 0.012 Theta -0.191 Vega 0.088 Open interest 52 Model this call Put · $77.5 Last $6.40 Breakeven $71.10 Implied vol 116.6% Delta -0.304 ≈30% ITM Gamma 0.013 Theta -0.175 Vega 0.088 Open interest 15 Model this put
91	1	115.7%	0.661	$23.00		$7.00	-0.34	118.7%	9	191
Call · $80 In the money Last $23.00 Breakeven $103.00 Implied vol 115.7% Delta 0.661 ≈66% ITM Gamma 0.013 Theta -0.187 Vega 0.09 Open interest 91 Model this call Put · $80 Last $7.00 Breakeven $73.00 Implied vol 118.7% Delta -0.34 ≈34% ITM Gamma 0.013 Theta -0.184 Vega 0.09 Open interest 191 Model this put
16	2	123.7%	0.625	$13.00		$8.65	-0.376	115.1%	1	14
Call · $82.5 In the money Last $13.00 Breakeven $95.50 Implied vol 123.7% Delta 0.625 ≈63% ITM Gamma 0.013 Theta -0.206 Vega 0.091 Open interest 16 Model this call Put · $82.5 Last $8.65 Breakeven $73.85 Implied vol 115.1% Delta -0.376 ≈38% ITM Gamma 0.014 Theta -0.185 Vega 0.091 Open interest 14 Model this put
79	2	120.1%	0.59	$19.15		$9.40	-0.41	120.3%	2	62
Call · $85 In the money Last $19.15 Breakeven $104.15 Implied vol 120.1% Delta 0.59 ≈59% ITM Gamma 0.014 Theta -0.207 Vega 0.093 Open interest 79 Model this call Put · $85 Last $9.40 Breakeven $75.60 Implied vol 120.3% Delta -0.41 ≈41% ITM Gamma 0.014 Theta -0.199 Vega 0.093 Open interest 62 Model this put
10	6	120.4%	0.557	$10.15		$8.55	-0.441	124.9%	21	56
Call · $87.5 In the money Last $10.15 Breakeven $97.65 Implied vol 120.4% Delta 0.557 ≈56% ITM Gamma 0.014 Theta -0.211 Vega 0.094 Open interest 10 Model this call Put · $87.5 Last $8.55 Breakeven $78.95 Implied vol 124.9% Delta -0.441 ≈44% ITM Gamma 0.013 Theta -0.211 Vega 0.094 Open interest 56 Model this put
119	22	123.7%	0.527	$9.60		$12.50	-0.479	118.8%	2	56
Call · $90 In the money Last $9.60 Breakeven $99.60 Implied vol 123.7% Delta 0.527 ≈53% ITM Gamma 0.014 Theta -0.216 Vega 0.095 Open interest 119 Model this call Put · $90 Last $12.50 Breakeven $77.50 Implied vol 118.8% Delta -0.479 ≈48% ITM Gamma 0.014 Theta -0.2 Vega 0.096 Open interest 56 Model this put
43	2	118.6%	0.489	$16.30		$10.50	-0.517	114.3%	16	38
Call · $92.5 In the money Last $16.30 Breakeven $108.80 Implied vol 118.6% Delta 0.489 ≈49% ITM Gamma 0.014 Theta -0.207 Vega 0.097 Open interest 43 Model this call Put · $92.5 Last $10.50 Breakeven $82.00 Implied vol 114.3% Delta -0.517 ≈52% ITM Gamma 0.015 Theta -0.191 Vega 0.097 Open interest 38 Model this put
Underlying $94.02
68	8	116.7%	0.453	$11.75		$14.20	-0.55	115.6%	1	40
Call · $95 Last $11.75 Breakeven $106.75 Implied vol 116.7% Delta 0.453 ≈45% ITM Gamma 0.014 Theta -0.203 Vega 0.098 Open interest 68 Model this call Put · $95 In the money Last $14.20 Breakeven $80.80 Implied vol 115.6% Delta -0.55 ≈55% ITM Gamma 0.014 Theta -0.193 Vega 0.098 Open interest 40 Model this put
17	1	115.1%	0.417	$8.70		$16.90	-0.574	121.3%	1	22
Call · $97.5 Last $8.70 Breakeven $106.20 Implied vol 115.1% Delta 0.417 ≈42% ITM Gamma 0.014 Theta -0.199 Vega 0.087 Open interest 17 Model this call Put · $97.5 In the money Last $16.90 Breakeven $80.60 Implied vol 121.3% Delta -0.574 ≈57% ITM Gamma 0.014 Theta -0.202 Vega 0.099 Open interest 22 Model this put
242	12	120.8%	0.399	$6.63		$19.00	-0.594	125.8%	2	89
Call · $100 Last $6.63 Breakeven $106.63 Implied vol 120.8% Delta 0.399 ≈40% ITM Gamma 0.013 Theta -0.205 Vega 0.088 Open interest 242 Model this call Put · $100 In the money Last $19.00 Breakeven $81.00 Implied vol 125.8% Delta -0.594 ≈59% ITM Gamma 0.013 Theta -0.206 Vega 0.088 Open interest 89 Model this put
110	1	124.1%	0.352	$6.00		$27.11	-0.67	115.2%	2	13
Call · $105 Last $6.00 Breakeven $111.00 Implied vol 124.1% Delta 0.352 ≈35% ITM Gamma 0.013 Theta -0.201 Vega 0.09 Open interest 110 Model this call Put · $105 In the money Last $27.11 Breakeven $77.89 Implied vol 115.2% Delta -0.67 ≈67% ITM Gamma 0.013 Theta -0.173 Vega 0.091 Open interest 13 Model this put
168	1	120.7%	0.291	$5.50		$31.00	-0.726	115.1%	5	15
Call · $110 Last $5.50 Breakeven $115.50 Implied vol 120.7% Delta 0.291 ≈29% ITM Gamma 0.012 Theta -0.183 Vega 0.093 Open interest 168 Model this call Put · $110 In the money Last $31.00 Breakeven $79.00 Implied vol 115.1% Delta -0.726 ≈73% ITM Gamma 0.012 Theta -0.16 Vega 0.071 Open interest 15 Model this put
259	5	127.7%	0.267	$6.00		$35.50	-0.753	120.2%	1	4
Call · $115 Last $6.00 Breakeven $121.00 Implied vol 127.7% Delta 0.267 ≈27% ITM Gamma 0.011 Theta -0.184 Vega 0.072 Open interest 259 Model this call Put · $115 In the money Last $35.50 Breakeven $79.50 Implied vol 120.2% Delta -0.753 ≈75% ITM Gamma 0.011 Theta -0.156 Vega 0.072 Open interest 4 Model this put
209	105	123.6%	0.22	$3.00		$37.30	-0.794	119.7%	12	27
Call · $120 Last $3.00 Breakeven $123.00 Implied vol 123.6% Delta 0.22 ≈22% ITM Gamma 0.01 Theta -0.159 Vega 0.074 Open interest 209 Model this call Put · $120 In the money Last $37.30 Breakeven $82.70 Implied vol 119.7% Delta -0.794 ≈79% ITM Gamma 0.01 Theta -0.139 Vega 0.074 Open interest 27 Model this put
77	1	118.6%	0.168	$3.80		—	-0.823	123.1%	—	0
Call · $125 Last $3.80 Breakeven $128.80 Implied vol 118.6% Delta 0.168 ≈17% ITM Gamma 0.009 Theta -0.131 Vega 0.051 Open interest 77 Model this call Put · $125 In the money Last — Breakeven — Implied vol 123.1% Delta -0.823 ≈82% ITM Gamma 0.009 Theta -0.131 Vega 0.074 Open interest 0 Model this put
30	3	125.9%	0.161	$3.40		—	-0.855	120.6%	—	0
Call · $130 Last $3.40 Breakeven $133.40 Implied vol 125.9% Delta 0.161 ≈16% ITM Gamma 0.008 Theta -0.134 Vega 0.052 Open interest 30 Model this call Put · $130 In the money Last — Breakeven — Implied vol 120.6% Delta -0.855 ≈86% ITM Gamma 0.008 Theta -0.11 Vega 0.051 Open interest 0 Model this put
36	3	128.1%	0.143	$2.08		—	-0.89	117.2%	—	0
Call · $135 Last $2.08 Breakeven $137.08 Implied vol 128.1% Delta 0.143 ≈14% ITM Gamma 0.007 Theta -0.125 Vega 0.053 Open interest 36 Model this call Put · $135 In the money Last — Breakeven — Implied vol 117.2% Delta -0.89 ≈89% ITM Gamma 0.007 Theta -0.087 Vega 0.051 Open interest 0 Model this put
65	5	131.7%	0.13	$2.40		—	-0.878	130.1%	—	0
Call · $140 Last $2.40 Breakeven $142.40 Implied vol 131.7% Delta 0.13 ≈13% ITM Gamma 0.007 Theta -0.12 Vega 0.053 Open interest 65 Model this call Put · $140 In the money Last — Breakeven — Implied vol 130.1% Delta -0.878 ≈88% ITM Gamma 0.007 Theta -0.104 Vega 0.052 Open interest 0 Model this put
21	3	137.9%	0.124	$3.05		—	-0.898	131.2%	—	0
Call · $145 Last $3.05 Breakeven $148.05 Implied vol 137.9% Delta 0.124 ≈12% ITM Gamma 0.006 Theta -0.122 Vega 0.054 Open interest 21 Model this call Put · $145 In the money Last — Breakeven — Implied vol 131.2% Delta -0.898 ≈90% ITM Gamma 0.006 Theta -0.092 Vega 0.052 Open interest 0 Model this put
20	1	140.3%	0.11	$2.00		—	-0.924	126.3%	—	0
Call · $150 Last $2.00 Breakeven $152.00 Implied vol 140.3% Delta 0.11 ≈11% ITM Gamma 0.006 Theta -0.114 Vega 0.055 Open interest 20 Model this call Put · $150 In the money Last — Breakeven — Implied vol 126.3% Delta -0.924 ≈92% ITM Gamma 0.005 Theta -0.07 Vega 0.031 Open interest 0 Model this put
1	1	145.7%	0.104	$2.10		—	-0.936	127%	—	0
Call · $155 Last $2.10 Breakeven $157.10 Implied vol 145.7% Delta 0.104 ≈10% ITM Gamma 0.005 Theta -0.115 Vega 0.056 Open interest 1 Model this call Put · $155 In the money Last — Breakeven — Implied vol 127% Delta -0.936 ≈94% ITM Gamma 0.005 Theta -0.06 Vega 0.031 Open interest 0 Model this put
2	1	150.5%	0.099	$1.35		$61.27	-0.941	130.7%	1	1
Call · $160 Last $1.35 Breakeven $161.35 Implied vol 150.5% Delta 0.099 ≈10% ITM Gamma 0.005 Theta -0.115 Vega 0.033 Open interest 2 Model this call Put · $160 In the money Last $61.27 Breakeven $98.73 Implied vol 130.7% Delta -0.941 ≈94% ITM Gamma 0.004 Theta -0.058 Vega 0.031 Open interest 1 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 25 strikes around the money are shown by default — switch to "All 51" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1652535 CUSIP G4740B105 13F (30d) 43 filings 42 filers Visit website Investor relations