5
5
82.6%
0.996
$80.66
110
$0.13
-0.022
114.4%
1
1
Call · $110
In the money
Last $80.66
Breakeven $190.66
IV 82.6%
Delta 0.996 (~100% ITM)
Gamma 0
Theta -0.019
Vega 0.009
Open interest 5
Model this call
Put · $110
Last $0.13
Breakeven $109.87
IV 114.4%
Delta -0.022 (~2% ITM)
Gamma 0.001
Theta -0.058
Vega 0.04
Open interest 1
Model this put
0
—
91.7%
0.988
—
115
—
-0.025
107.6%
—
0
Call · $115
In the money
Last —
Breakeven —
IV 91.7%
Delta 0.988 (~99% ITM)
Gamma 0.001
Theta -0.039
Vega 0.021
Open interest 0
Model this call
Put · $115
Last —
Breakeven —
IV 107.6%
Delta -0.025 (~2% ITM)
Gamma 0.001
Theta -0.06
Vega 0.041
Open interest 0
Model this put
3
3
91.5%
0.981
$43.63
120
$0.73
-0.027
99.8%
2
0
Call · $120
In the money
Last $43.63
Breakeven $163.63
IV 91.5%
Delta 0.981 (~98% ITM)
Gamma 0.001
Theta -0.052
Vega 0.021
Open interest 3
Model this call
Put · $120
Last $0.73
Breakeven $119.27
IV 99.8%
Delta -0.027 (~3% ITM)
Gamma 0.001
Theta -0.059
Vega 0.042
Open interest 0
Model this put
0
—
77.4%
0.987
—
125
$0.63
-0.024
89%
15
15
Call · $125
In the money
Last —
Breakeven —
IV 77.4%
Delta 0.987 (~99% ITM)
Gamma 0.001
Theta -0.037
Vega 0.021
Open interest 0
Model this call
Put · $125
Last $0.63
Breakeven $124.37
IV 89%
Delta -0.024 (~2% ITM)
Gamma 0.001
Theta -0.048
Vega 0.043
Open interest 15
Model this put
0
—
77.6%
0.98
—
130
$1.22
-0.024
80.8%
2
2
Call · $130
In the money
Last —
Breakeven —
IV 77.6%
Delta 0.98 (~98% ITM)
Gamma 0.001
Theta -0.05
Vega 0.022
Open interest 0
Model this call
Put · $130
Last $1.22
Breakeven $128.78
IV 80.8%
Delta -0.024 (~2% ITM)
Gamma 0.001
Theta -0.044
Vega 0.044
Open interest 2
Model this put
11
5
0.2%
1
$53.30
135
$0.16
-0.028
75.2%
1
16
Call · $135
In the money
Last $53.30
Breakeven $188.30
IV 0.2%
Delta 1 (~100% ITM)
Gamma 0
Theta -0.013
Vega 0
Open interest 11
Model this call
Put · $135
Last $0.16
Breakeven $134.84
IV 75.2%
Delta -0.028 (~3% ITM)
Gamma 0.002
Theta -0.046
Vega 0.045
Open interest 16
Model this put
14
5
64.6%
0.977
$51.42
140
$1.00
-0.036
72%
1
6
Call · $140
In the money
Last $51.42
Breakeven $191.42
IV 64.6%
Delta 0.977 (~98% ITM)
Gamma 0.002
Theta -0.047
Vega 0.023
Open interest 14
Model this call
Put · $140
Last $1.00
Breakeven $139.00
IV 72%
Delta -0.036 (~4% ITM)
Gamma 0.002
Theta -0.055
Vega 0.046
Open interest 6
Model this put
5
2
49.8%
0.989
$43.90
145
$1.00
-0.069
79.7%
1
14
Call · $145
In the money
Last $43.90
Breakeven $188.90
IV 49.8%
Delta 0.989 (~99% ITM)
Gamma 0.001
Theta -0.028
Vega 0.023
Open interest 5
Model this call
Put · $145
Last $1.00
Breakeven $144.00
IV 79.7%
Delta -0.069 (~7% ITM)
Gamma 0.003
Theta -0.101
Vega 0.081
Open interest 14
Model this put
39
1
56.8%
0.963
$48.17
150
$1.32
-0.055
65.4%
1
67
Call · $150
In the money
Last $48.17
Breakeven $198.17
IV 56.8%
Delta 0.963 (~96% ITM)
Gamma 0.003
Theta -0.058
Vega 0.047
Open interest 39
Model this call
Put · $150
Last $1.32
Breakeven $148.68
IV 65.4%
Delta -0.055 (~6% ITM)
Gamma 0.003
Theta -0.071
Vega 0.052
Open interest 67
Model this put
2
1
54.9%
0.95
$33.65
155
$1.26
-0.075
62.8%
2
139
Call · $155
In the money
Last $33.65
Breakeven $188.65
IV 54.9%
Delta 0.95 (~95% ITM)
Gamma 0.004
Theta -0.07
Vega 0.048
Open interest 2
Model this call
Put · $155
Last $1.26
Breakeven $153.74
IV 62.8%
Delta -0.075 (~7% ITM)
Gamma 0.004
Theta -0.084
Vega 0.083
Open interest 139
Model this put
15
8
54.6%
0.923
$29.37
160
$2.22
-0.098
61.2%
1
69
Call · $160
In the money
Last $29.37
Breakeven $189.37
IV 54.6%
Delta 0.923 (~92% ITM)
Gamma 0.005
Theta -0.09
Vega 0.084
Open interest 15
Model this call
Put · $160
Last $2.22
Breakeven $157.78
IV 61.2%
Delta -0.098 (~10% ITM)
Gamma 0.005
Theta -0.101
Vega 0.085
Open interest 69
Model this put
17
2
58.8%
0.875
$33.00
165
$2.50
-0.106
53.8%
1
21
Call · $165
In the money
Last $33.00
Breakeven $198.00
IV 58.8%
Delta 0.875 (~88% ITM)
Gamma 0.006
Theta -0.132
Vega 0.129
Open interest 17
Model this call
Put · $165
Last $2.50
Breakeven $162.50
IV 53.8%
Delta -0.106 (~11% ITM)
Gamma 0.006
Theta -0.095
Vega 0.086
Open interest 21
Model this put
23
2
53.1%
0.853
$26.53
170
$2.81
-0.166
58.1%
1
36
Call · $170
In the money
Last $26.53
Breakeven $196.53
IV 53.1%
Delta 0.853 (~85% ITM)
Gamma 0.008
Theta -0.132
Vega 0.131
Open interest 23
Model this call
Put · $170
Last $2.81
Breakeven $167.19
IV 58.1%
Delta -0.166 (~17% ITM)
Gamma 0.008
Theta -0.138
Vega 0.132
Open interest 36
Model this put
19
4
53.5%
0.803
$25.20
175
$4.84
-0.214
58.3%
16
116
Call · $175
In the money
Last $25.20
Breakeven $200.20
IV 53.5%
Delta 0.803 (~80% ITM)
Gamma 0.01
Theta -0.159
Vega 0.134
Open interest 19
Model this call
Put · $175
Last $4.84
Breakeven $170.16
IV 58.3%
Delta -0.214 (~21% ITM)
Gamma 0.009
Theta -0.162
Vega 0.175
Open interest 116
Model this put
46
8
53.2%
0.745
$20.40
180
$5.95
-0.268
57.3%
12
125
Call · $180
In the money
Last $20.40
Breakeven $200.40
IV 53.2%
Delta 0.745 (~74% ITM)
Gamma 0.011
Theta -0.179
Vega 0.178
Open interest 46
Model this call
Put · $180
Last $5.95
Breakeven $174.05
IV 57.3%
Delta -0.268 (~27% ITM)
Gamma 0.011
Theta -0.178
Vega 0.178
Open interest 125
Model this put
65
2
54%
0.682
$16.00
185
$7.30
-0.326
57.2%
1
29
Call · $185
In the money
Last $16.00
Breakeven $201.00
IV 54%
Delta 0.682 (~68% ITM)
Gamma 0.012
Theta -0.202
Vega 0.181
Open interest 65
Model this call
Put · $185
Last $7.30
Breakeven $177.70
IV 57.2%
Delta -0.326 (~33% ITM)
Gamma 0.012
Theta -0.197
Vega 0.207
Open interest 29
Model this put
73
1
52%
0.617
$14.90
190
$9.15
-0.389
56.5%
2
14
Call · $190
In the money
Last $14.90
Breakeven $204.90
IV 52%
Delta 0.617 (~62% ITM)
Gamma 0.014
Theta -0.204
Vega 0.21
Open interest 73
Model this call
Put · $190
Last $9.15
Breakeven $180.85
IV 56.5%
Delta -0.389 (~39% ITM)
Gamma 0.013
Theta -0.203
Vega 0.21
Open interest 14
Model this put
51
2
53.2%
0.547
$12.00
195
$13.50
-0.454
57.1%
2
7
Call · $195
In the money
Last $12.00
Breakeven $207.00
IV 53.2%
Delta 0.547 (~55% ITM)
Gamma 0.014
Theta -0.217
Vega 0.214
Open interest 51
Model this call
Put · $195
Last $13.50
Breakeven $181.50
IV 57.1%
Delta -0.454 (~45% ITM)
Gamma 0.013
Theta -0.214
Vega 0.214
Open interest 7
Model this put
Underlying $196.86
118
13
53.8%
0.48
$10.05
200
$14.56
-0.52
55.4%
2
12
Call · $200
Last $10.05
Breakeven $210.05
IV 53.8%
Delta 0.48 (~48% ITM)
Gamma 0.014
Theta -0.217
Vega 0.217
Open interest 118
Model this call
Put · $200
In the money
Last $14.56
Breakeven $185.44
IV 55.4%
Delta -0.52 (~52% ITM)
Gamma 0.013
Theta -0.205
Vega 0.217
Open interest 12
Model this put
125
2
51.8%
0.346
$5.39
210
—
-0.64
56.9%
—
0
Call · $210
Last $5.39
Breakeven $215.39
IV 51.8%
Delta 0.346 (~35% ITM)
Gamma 0.013
Theta -0.192
Vega 0.196
Open interest 125
Model this call
Put · $210
In the money
Last —
Breakeven —
IV 56.9%
Delta -0.64 (~64% ITM)
Gamma 0.012
Theta -0.196
Vega 0.195
Open interest 0
Model this put
141
6
52.5%
0.238
$3.91
220
—
-0.742
58.1%
—
0
Call · $220
Last $3.91
Breakeven $223.91
IV 52.5%
Delta 0.238 (~24% ITM)
Gamma 0.011
Theta -0.163
Vega 0.154
Open interest 141
Model this call
Put · $220
In the money
Last —
Breakeven —
IV 58.1%
Delta -0.742 (~74% ITM)
Gamma 0.011
Theta -0.172
Vega 0.192
Open interest 0
Model this put
268
9
55%
0.165
$2.80
230
—
-0.823
58.1%
—
0
Call · $230
Last $2.80
Breakeven $232.80
IV 55%
Delta 0.165 (~17% ITM)
Gamma 0.008
Theta -0.137
Vega 0.159
Open interest 268
Model this call
Put · $230
In the money
Last —
Breakeven —
IV 58.1%
Delta -0.823 (~82% ITM)
Gamma 0.009
Theta -0.133
Vega 0.155
Open interest 0
Model this put
11
3
54.8%
0.106
$1.70
240
$64.70
-0.886
57.9%
6
6
Call · $240
Last $1.70
Breakeven $241.70
IV 54.8%
Delta 0.106 (~11% ITM)
Gamma 0.006
Theta -0.099
Vega 0.109
Open interest 11
Model this call
Put · $240
In the money
Last $64.70
Breakeven $175.30
IV 57.9%
Delta -0.886 (~89% ITM)
Gamma 0.007
Theta -0.095
Vega 0.104
Open interest 6
Model this put
13
4
61.4%
0.088
$0.92
250
—
-0.909
63.7%
—
0
Call · $250
Last $0.92
Breakeven $250.92
IV 61.4%
Delta 0.088 (~9% ITM)
Gamma 0.005
Theta -0.097
Vega 0.111
Open interest 13
Model this call
Put · $250
In the money
Last —
Breakeven —
IV 63.7%
Delta -0.909 (~91% ITM)
Gamma 0.005
Theta -0.088
Vega 0.104
Open interest 0
Model this put
16
4
71.6%
0.091
$0.50
260
—
-0.941
64.3%
—
0
Call · $260
Last $0.50
Breakeven $260.50
IV 71.6%
Delta 0.091 (~9% ITM)
Gamma 0.004
Theta -0.116
Vega 0.112
Open interest 16
Model this call
Put · $260
In the money
Last —
Breakeven —
IV 64.3%
Delta -0.941 (~94% ITM)
Gamma 0.004
Theta -0.061
Vega 0.059
Open interest 0
Model this put