58
58
—
—
$112.48
125
—
—
—
—
0
Call · $125
In the money
Last $112.48
Breakeven $237.48
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 58
Model this call
Put · $125
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
2
—
—
$124.65
130
$0.20
—
—
3
0
Call · $130
In the money
Last $124.65
Breakeven $254.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $130
Last $0.20
Breakeven $129.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
2
—
—
$119.67
135
—
—
—
—
0
Call · $135
In the money
Last $119.67
Breakeven $254.67
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $135
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
2
—
—
$123.50
140
$0.18
—
—
1
2
Call · $140
In the money
Last $123.50
Breakeven $263.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $140
Last $0.18
Breakeven $139.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
3
2
—
—
$118.50
145
$0.18
—
—
2
2
Call · $145
In the money
Last $118.50
Breakeven $263.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $145
Last $0.18
Breakeven $144.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
2
4
—
—
$104.65
150
$0.18
—
—
1
2
Call · $150
In the money
Last $104.65
Breakeven $254.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $150
Last $0.18
Breakeven $149.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
2
1
—
—
$113.00
155
$0.16
-0.028
324.8%
2
1
Call · $155
In the money
Last $113.00
Breakeven $268.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $155
Last $0.16
Breakeven $154.84
Implied vol 324.8%
Delta -0.028 ≈3% ITM
Gamma 0.001
Theta -0.773
Vega 0.021
Open interest 1
Model this put
2
2
—
—
$96.08
160
$0.18
-0.014
259.8%
1
4
Call · $160
In the money
Last $96.08
Breakeven $256.08
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $160
Last $0.18
Breakeven $159.82
Implied vol 259.8%
Delta -0.014 ≈1% ITM
Gamma 0.001
Theta -0.343
Vega 0.011
Open interest 4
Model this put
1
2
—
—
$91.10
165
$0.20
-0.015
246.3%
1
0
Call · $165
In the money
Last $91.10
Breakeven $256.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $165
Last $0.20
Breakeven $164.80
Implied vol 246.3%
Delta -0.015 ≈1% ITM
Gamma 0.001
Theta -0.34
Vega 0.011
Open interest 0
Model this put
1
2
—
—
$92.18
170
$0.20
-0.016
234.1%
3
0
Call · $170
In the money
Last $92.18
Breakeven $262.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $170
Last $0.20
Breakeven $169.80
Implied vol 234.1%
Delta -0.016 ≈2% ITM
Gamma 0.001
Theta -0.344
Vega 0.011
Open interest 0
Model this put
2
2
—
—
$87.20
175
$0.05
-0.034
263.4%
2
367
Call · $175
In the money
Last $87.20
Breakeven $262.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $175
Last $0.05
Breakeven $174.95
Implied vol 263.4%
Delta -0.034 ≈3% ITM
Gamma 0.001
Theta -0.746
Vega 0.022
Open interest 367
Model this put
1
2
—
—
$68.23
180
$0.20
-0.016
205.9%
4
344
Call · $180
In the money
Last $68.23
Breakeven $248.23
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $180
Last $0.20
Breakeven $179.80
Implied vol 205.9%
Delta -0.016 ≈2% ITM
Gamma 0.001
Theta -0.313
Vega 0.011
Open interest 344
Model this put
4
2
—
—
$63.25
185
$0.01
-0.019
197%
2
53
Call · $185
In the money
Last $63.25
Breakeven $248.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $185
Last $0.01
Breakeven $184.99
Implied vol 197%
Delta -0.019 ≈2% ITM
Gamma 0.001
Theta -0.335
Vega 0.011
Open interest 53
Model this put
3
1
—
—
$68.20
190
$0.31
-0.013
170.5%
22
167
Call · $190
In the money
Last $68.20
Breakeven $258.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $190
Last $0.31
Breakeven $189.69
Implied vol 170.5%
Delta -0.013 ≈1% ITM
Gamma 0.001
Theta -0.211
Vega 0.012
Open interest 167
Model this put
0
—
—
—
—
195
$0.01
-0.007
142.2%
2
308
Call · $195
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $195
Last $0.01
Breakeven $194.99
Implied vol 142.2%
Delta -0.007 ≈1% ITM
Gamma 0.001
Theta -0.103
Vega 0.005
Open interest 308
Model this put
2
1
—
—
$62.70
200
$0.15
-0.014
146.8%
3
255
Call · $200
In the money
Last $62.70
Breakeven $262.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $200
Last $0.15
Breakeven $199.85
Implied vol 146.8%
Delta -0.014 ≈1% ITM
Gamma 0.001
Theta -0.191
Vega 0.012
Open interest 255
Model this put
120
120
—
—
$36.92
205
$0.53
-0.023
150%
214
243
Call · $205
In the money
Last $36.92
Breakeven $241.92
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 120
Model this call
Put · $205
Last $0.53
Breakeven $204.47
Implied vol 150%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.305
Vega 0.012
Open interest 243
Model this put
1
1
—
—
$24.00
210
$0.12
-0.011
120%
1
314
Call · $210
In the money
Last $24.00
Breakeven $234.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $210
Last $0.12
Breakeven $209.88
Implied vol 120%
Delta -0.011 ≈1% ITM
Gamma 0.001
Theta -0.135
Vega 0.012
Open interest 314
Model this put
17
17
—
—
$23.25
215
$0.18
-0.024
125.1%
1
210
Call · $215
In the money
Last $23.25
Breakeven $238.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 17
Model this call
Put · $215
Last $0.18
Breakeven $214.82
Implied vol 125.1%
Delta -0.024 ≈2% ITM
Gamma 0.002
Theta -0.264
Vega 0.012
Open interest 210
Model this put
4
2
—
—
$19.00
220
$0.05
-0.045
131.7%
20
41
Call · $220
In the money
Last $19.00
Breakeven $239.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $220
Last $0.05
Breakeven $219.95
Implied vol 131.7%
Delta -0.045 ≈5% ITM
Gamma 0.003
Theta -0.469
Vega 0.025
Open interest 41
Model this put
4
2
—
—
$37.35
225
$0.11
-0.008
81.5%
14
92
Call · $225
In the money
Last $37.35
Breakeven $262.35
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $225
Last $0.11
Breakeven $224.89
Implied vol 81.5%
Delta -0.008 ≈1% ITM
Gamma 0.001
Theta -0.065
Vega 0.005
Open interest 92
Model this put
0
—
—
—
—
227.5
$0.01
-0.003
69.2%
28
12
Call · $227.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $227.5
Last $0.01
Breakeven $227.49
Implied vol 69.2%
Delta -0.003 ≈0% ITM
Gamma 0.001
Theta -0.026
Vega 0.002
Open interest 12
Model this put
19
7
—
—
$30.85
230
$0.01
-0.019
84.1%
28
257
Call · $230
In the money
Last $30.85
Breakeven $260.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 19
Model this call
Put · $230
Last $0.01
Breakeven $229.99
Implied vol 84.1%
Delta -0.019 ≈2% ITM
Gamma 0.002
Theta -0.147
Vega 0.013
Open interest 257
Model this put
0
—
—
—
—
232.5
$0.15
-0.019
78.3%
10
43
Call · $232.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $232.5
Last $0.15
Breakeven $232.35
Implied vol 78.3%
Delta -0.019 ≈2% ITM
Gamma 0.002
Theta -0.135
Vega 0.013
Open interest 43
Model this put
212
32
—
—
$32.43
235
$0.10
-0.015
69.8%
7
329
Call · $235
In the money
Last $32.43
Breakeven $267.43
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 212
Model this call
Put · $235
Last $0.10
Breakeven $234.90
Implied vol 69.8%
Delta -0.015 ≈1% ITM
Gamma 0.002
Theta -0.098
Vega 0.013
Open interest 329
Model this put
2
2
—
—
$17.00
237.5
$0.13
-0.027
73.9%
2
30
Call · $237.5
In the money
Last $17.00
Breakeven $254.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $237.5
Last $0.13
Breakeven $237.37
Implied vol 73.9%
Delta -0.027 ≈3% ITM
Gamma 0.003
Theta -0.175
Vega 0.013
Open interest 30
Model this put
52
1
—
—
$27.70
240
$0.02
-0.02
62.8%
28
304
Call · $240
In the money
Last $27.70
Breakeven $267.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 52
Model this call
Put · $240
Last $0.02
Breakeven $239.98
Implied vol 62.8%
Delta -0.02 ≈2% ITM
Gamma 0.003
Theta -0.113
Vega 0.013
Open interest 304
Model this put
44
23
—
—
$20.70
242.5
$0.03
-0.009
50.7%
81
975
Call · $242.5
In the money
Last $20.70
Breakeven $263.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 44
Model this call
Put · $242.5
Last $0.03
Breakeven $242.47
Implied vol 50.7%
Delta -0.009 ≈1% ITM
Gamma 0.002
Theta -0.048
Vega 0.006
Open interest 975
Model this put
34
1
—
—
$18.18
245
$0.04
-0.013
49.1%
37
369
Call · $245
In the money
Last $18.18
Breakeven $263.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 34
Model this call
Put · $245
Last $0.04
Breakeven $244.96
Implied vol 49.1%
Delta -0.013 ≈1% ITM
Gamma 0.003
Theta -0.063
Vega 0.013
Open interest 369
Model this put
79
100
—
—
$15.70
247.5
$0.10
-0.019
46.7%
42
313
Call · $247.5
In the money
Last $15.70
Breakeven $263.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 79
Model this call
Put · $247.5
Last $0.10
Breakeven $247.40
Implied vol 46.7%
Delta -0.019 ≈2% ITM
Gamma 0.004
Theta -0.079
Vega 0.013
Open interest 313
Model this put
176
14
—
—
$17.85
250
$0.09
-0.051
53.2%
106
352
Call · $250
In the money
Last $17.85
Breakeven $267.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 176
Model this call
Put · $250
Last $0.09
Breakeven $249.91
Implied vol 53.2%
Delta -0.051 ≈5% ITM
Gamma 0.007
Theta -0.209
Vega 0.026
Open interest 352
Model this put
198
2
—
—
$13.52
252.5
$0.15
-0.032
41.7%
38
191
Call · $252.5
In the money
Last $13.52
Breakeven $266.02
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 198
Model this call
Put · $252.5
Last $0.15
Breakeven $252.35
Implied vol 41.7%
Delta -0.032 ≈3% ITM
Gamma 0.006
Theta -0.112
Vega 0.027
Open interest 191
Model this put
858
70
—
—
$12.17
255
$0.30
-0.061
43.3%
174
396
Call · $255
In the money
Last $12.17
Breakeven $267.17
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 858
Model this call
Put · $255
Last $0.30
Breakeven $254.70
Implied vol 43.3%
Delta -0.061 ≈6% ITM
Gamma 0.01
Theta -0.197
Vega 0.027
Open interest 396
Model this put
283
24
—
—
$9.08
257.5
$0.55
-0.1
44.2%
48
84
Call · $257.5
In the money
Last $9.08
Breakeven $266.58
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 283
Model this call
Put · $257.5
Last $0.55
Breakeven $256.95
Implied vol 44.2%
Delta -0.1 ≈10% ITM
Gamma 0.015
Theta -0.292
Vega 0.046
Open interest 84
Model this put
844
274
—
—
$6.93
260
$0.99
-0.149
45.2%
382
325
Call · $260
In the money
Last $6.93
Breakeven $266.93
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 844
Model this call
Put · $260
Last $0.99
Breakeven $259.01
Implied vol 45.2%
Delta -0.149 ≈15% ITM
Gamma 0.019
Theta -0.396
Vega 0.07
Open interest 325
Model this put
430
118
—
—
$5.42
262.5
$1.66
-0.221
49.2%
111
125
Call · $262.5
In the money
Last $5.42
Breakeven $267.92
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 430
Model this call
Put · $262.5
Last $1.66
Breakeven $260.84
Implied vol 49.2%
Delta -0.221 ≈22% ITM
Gamma 0.023
Theta -0.557
Vega 0.071
Open interest 125
Model this put
2.3k
1.6k
—
—
$3.30
265
$2.46
-0.291
50.5%
331
90
Call · $265
In the money
Last $3.30
Breakeven $268.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2.3k
Model this call
Put · $265
Last $2.46
Breakeven $262.54
Implied vol 50.5%
Delta -0.291 ≈29% ITM
Gamma 0.025
Theta -0.651
Vega 0.092
Open interest 90
Model this put
Underlying $265.95
3k
641
—
—
$2.52
267.5
$3.79
-0.366
55%
129
2
Call · $267.5
Last $2.52
Breakeven $270.02
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3k
Model this call
Put · $267.5
In the money
Last $3.79
Breakeven $263.71
Implied vol 55%
Delta -0.366 ≈37% ITM
Gamma 0.026
Theta -0.784
Vega 0.106
Open interest 2
Model this put
3.2k
4.8k
—
—
$1.65
270
$5.31
-0.438
62.6%
247
15
Call · $270
Last $1.65
Breakeven $271.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3.2k
Model this call
Put · $270
In the money
Last $5.31
Breakeven $264.69
Implied vol 62.6%
Delta -0.438 ≈44% ITM
Gamma 0.023
Theta -0.929
Vega 0.107
Open interest 15
Model this put
62
179
11%
0.452
$0.92
272.5
—
-0.496
64.6%
—
0
Call · $272.5
Last $0.92
Breakeven $273.42
Implied vol 11%
Delta 0.452 ≈45% ITM
Gamma 0.135
Theta -0.168
Vega 0.107
Open interest 62
Model this call
Put · $272.5
In the money
Last —
Breakeven —
Implied vol 64.6%
Delta -0.496 ≈50% ITM
Gamma 0.023
Theta -0.981
Vega 0.107
Open interest 0
Model this put
537
296
14.9%
0.238
$0.60
275
$8.45
-0.542
74.3%
10
0
Call · $275
Last $0.60
Breakeven $275.60
Implied vol 14.9%
Delta 0.238 ≈24% ITM
Gamma 0.078
Theta -0.178
Vega 0.095
Open interest 537
Model this call
Put · $275
In the money
Last $8.45
Breakeven $266.55
Implied vol 74.3%
Delta -0.542 ≈54% ITM
Gamma 0.02
Theta -1.108
Vega 0.108
Open interest 0
Model this put
51
869
19.6%
0.159
$0.45
277.5
—
-0.58
81.5%
—
0
Call · $277.5
Last $0.45
Breakeven $277.95
Implied vol 19.6%
Delta 0.159 ≈16% ITM
Gamma 0.046
Theta -0.18
Vega 0.073
Open interest 51
Model this call
Put · $277.5
In the money
Last —
Breakeven —
Implied vol 81.5%
Delta -0.58 ≈58% ITM
Gamma 0.018
Theta -1.199
Vega 0.108
Open interest 0
Model this put
656
201
21.5%
0.093
$0.29
280
$40.15
-0.611
89%
2
0
Call · $280
Last $0.29
Breakeven $280.29
Implied vol 21.5%
Delta 0.093 ≈9% ITM
Gamma 0.029
Theta -0.135
Vega 0.049
Open interest 656
Model this call
Put · $280
In the money
Last $40.15
Breakeven $239.85
Implied vol 89%
Delta -0.611 ≈61% ITM
Gamma 0.016
Theta -1.293
Vega 0.109
Open interest 0
Model this put
0
38
26.4%
0.076
$0.13
282.5
—
-0.635
96.6%
—
0
Call · $282.5
Last $0.13
Breakeven $282.63
Implied vol 26.4%
Delta 0.076 ≈8% ITM
Gamma 0.02
Theta -0.144
Vega 0.049
Open interest 0
Model this call
Put · $282.5
In the money
Last —
Breakeven —
Implied vol 96.6%
Delta -0.635 ≈63% ITM
Gamma 0.015
Theta -1.381
Vega 0.095
Open interest 0
Model this put
671
17
26.9%
0.042
$0.12
285
—
-0.651
105.9%
—
0
Call · $285
Last $0.12
Breakeven $285.12
Implied vol 26.9%
Delta 0.042 ≈4% ITM
Gamma 0.012
Theta -0.09
Vega 0.029
Open interest 671
Model this call
Put · $285
In the money
Last —
Breakeven —
Implied vol 105.9%
Delta -0.651 ≈65% ITM
Gamma 0.013
Theta -1.482
Vega 0.096
Open interest 0
Model this put
0
6
30.1%
0.031
$0.07
287.5
—
-0.676
108.1%
—
0
Call · $287.5
Last $0.07
Breakeven $287.57
Implied vol 30.1%
Delta 0.031 ≈3% ITM
Gamma 0.009
Theta -0.081
Vega 0.014
Open interest 0
Model this call
Put · $287.5
In the money
Last —
Breakeven —
Implied vol 108.1%
Delta -0.676 ≈68% ITM
Gamma 0.012
Theta -1.46
Vega 0.096
Open interest 0
Model this put
158
37
29.6%
0.014
$0.04
290
—
-0.691
114.7%
—
0
Call · $290
Last $0.04
Breakeven $290.04
Implied vol 29.6%
Delta 0.014 ≈1% ITM
Gamma 0.004
Theta -0.04
Vega 0.014
Open interest 158
Model this call
Put · $290
In the money
Last —
Breakeven —
Implied vol 114.7%
Delta -0.691 ≈69% ITM
Gamma 0.011
Theta -1.515
Vega 0.097
Open interest 0
Model this put
54
3
37.4%
0.014
$0.02
295
—
-0.71
131.3%
—
0
Call · $295
Last $0.02
Breakeven $295.02
Implied vol 37.4%
Delta 0.014 ≈1% ITM
Gamma 0.004
Theta -0.05
Vega 0.015
Open interest 54
Model this call
Put · $295
In the money
Last —
Breakeven —
Implied vol 131.3%
Delta -0.71 ≈71% ITM
Gamma 0.01
Theta -1.689
Vega 0.097
Open interest 0
Model this put
26
1
62.1%
0.06
$0.02
300
—
-0.729
144.5%
—
0
Call · $300
Last $0.02
Breakeven $300.02
Implied vol 62.1%
Delta 0.06 ≈6% ITM
Gamma 0.007
Theta -0.278
Vega 0.029
Open interest 26
Model this call
Put · $300
In the money
Last —
Breakeven —
Implied vol 144.5%
Delta -0.729 ≈73% ITM
Gamma 0.009
Theta -1.808
Vega 0.098
Open interest 0
Model this put
1
1
87.2%
0.101
$0.04
305
—
-0.737
162.1%
—
0
Call · $305
Last $0.04
Breakeven $305.04
Implied vol 87.2%
Delta 0.101 ≈10% ITM
Gamma 0.008
Theta -0.581
Vega 0.051
Open interest 1
Model this call
Put · $305
In the money
Last —
Breakeven —
Implied vol 162.1%
Delta -0.737 ≈74% ITM
Gamma 0.008
Theta -2.008
Vega 0.099
Open interest 0
Model this put
78
1
78%
0.05
$0.52
310
—
-0.761
166%
—
0
Call · $310
Last $0.52
Breakeven $310.52
Implied vol 78%
Delta 0.05 ≈5% ITM
Gamma 0.005
Theta -0.299
Vega 0.03
Open interest 78
Model this call
Put · $310
In the money
Last —
Breakeven —
Implied vol 166%
Delta -0.761 ≈76% ITM
Gamma 0.007
Theta -1.945
Vega 0.076
Open interest 0
Model this put
155
7
88.1%
0.051
$0.45
315
$60.00
-0.765
181.3%
1
0
Call · $315
Last $0.45
Breakeven $315.45
Implied vol 88.1%
Delta 0.051 ≈5% ITM
Gamma 0.004
Theta -0.348
Vega 0.03
Open interest 155
Model this call
Put · $315
In the money
Last $60.00
Breakeven $255.00
Implied vol 181.3%
Delta -0.765 ≈77% ITM
Gamma 0.006
Theta -2.1
Vega 0.077
Open interest 0
Model this put
1
1
89.3%
0.034
$0.37
320
—
-0.777
190.2%
—
0
Call · $320
Last $0.37
Breakeven $320.37
Implied vol 89.3%
Delta 0.034 ≈3% ITM
Gamma 0.003
Theta -0.258
Vega 0.03
Open interest 1
Model this call
Put · $320
In the money
Last —
Breakeven —
Implied vol 190.2%
Delta -0.777 ≈78% ITM
Gamma 0.006
Theta -2.133
Vega 0.077
Open interest 0
Model this put
3
2
96.1%
0.033
$0.18
325
—
-0.786
199.6%
—
0
Call · $325
Last $0.18
Breakeven $325.18
Implied vol 96.1%
Delta 0.033 ≈3% ITM
Gamma 0.003
Theta -0.265
Vega 0.015
Open interest 3
Model this call
Put · $325
In the money
Last —
Breakeven —
Implied vol 199.6%
Delta -0.786 ≈79% ITM
Gamma 0.005
Theta -2.179
Vega 0.078
Open interest 0
Model this put
7
1
—
—
$0.18
330
—
-0.79
211.8%
—
0
Call · $330
Last $0.18
Breakeven $330.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this call
Put · $330
In the money
Last —
Breakeven —
Implied vol 211.8%
Delta -0.79 ≈79% ITM
Gamma 0.005
Theta -2.282
Vega 0.079
Open interest 0
Model this put
4
1
135.6%
0.068
$0.09
335
—
-0.801
218.7%
—
0
Call · $335
Last $0.09
Breakeven $335.09
Implied vol 135.6%
Delta 0.068 ≈7% ITM
Gamma 0.004
Theta -0.676
Vega 0.031
Open interest 4
Model this call
Put · $335
In the money
Last —
Breakeven —
Implied vol 218.7%
Delta -0.801 ≈80% ITM
Gamma 0.005
Theta -2.283
Vega 0.079
Open interest 0
Model this put