1
1
209.3%
0.991
$171.10
115
$0.75
-0.007
201.8%
2
8
Call · $115
In the money
Last $171.10
Breakeven $286.10
Implied vol 209.3%
Delta 0.991 ≈99% ITM
Gamma 0
Theta -0.108
Vega 0.022
Open interest 1
Model this call
Put · $115
Last $0.75
Breakeven $114.25
Implied vol 201.8%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.076
Vega 0.022
Open interest 8
Model this put
0
—
198.4%
0.991
—
120
$0.75
-0.008
193.7%
1
8
Call · $120
In the money
Last —
Breakeven —
Implied vol 198.4%
Delta 0.991 ≈99% ITM
Gamma 0
Theta -0.101
Vega 0.023
Open interest 0
Model this call
Put · $120
Last $0.75
Breakeven $119.25
Implied vol 193.7%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -0.075
Vega 0.023
Open interest 8
Model this put
0
—
164.7%
0.996
—
125
$0.55
-0.008
186%
1
6
Call · $125
In the money
Last —
Breakeven —
Implied vol 164.7%
Delta 0.996 ≈100% ITM
Gamma 0
Theta -0.047
Vega 0.01
Open interest 0
Model this call
Put · $125
Last $0.55
Breakeven $124.45
Implied vol 186%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -0.075
Vega 0.023
Open interest 6
Model this put
0
—
175.9%
0.993
—
130
$1.17
-0.008
178.6%
3
8
Call · $130
In the money
Last —
Breakeven —
Implied vol 175.9%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.079
Vega 0.024
Open interest 0
Model this call
Put · $130
Last $1.17
Breakeven $128.83
Implied vol 178.6%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -0.075
Vega 0.024
Open interest 8
Model this put
0
—
154.8%
0.995
—
135
$1.25
-0.009
171.5%
1
4
Call · $135
In the money
Last —
Breakeven —
Implied vol 154.8%
Delta 0.995 ≈100% ITM
Gamma 0
Theta -0.053
Vega 0.01
Open interest 0
Model this call
Put · $135
Last $1.25
Breakeven $133.75
Implied vol 171.5%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.074
Vega 0.024
Open interest 4
Model this put
0
—
161.3%
0.993
—
140
$0.85
-0.01
166.7%
1
8
Call · $140
In the money
Last —
Breakeven —
Implied vol 161.3%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.077
Vega 0.025
Open interest 0
Model this call
Put · $140
Last $0.85
Breakeven $139.15
Implied vol 166.7%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.08
Vega 0.024
Open interest 8
Model this put
0
—
164.4%
0.988
—
145
$0.90
-0.01
160.1%
1
6
Call · $145
In the money
Last —
Breakeven —
Implied vol 164.4%
Delta 0.988 ≈99% ITM
Gamma 0
Theta -0.108
Vega 0.025
Open interest 0
Model this call
Put · $145
Last $0.90
Breakeven $144.10
Implied vol 160.1%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.08
Vega 0.025
Open interest 6
Model this put
1
1
0.2%
1
$147.00
150
$0.95
-0.01
153.7%
1
7
Call · $150
In the money
Last $147.00
Breakeven $297.00
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.015
Vega 0
Open interest 1
Model this call
Put · $150
Last $0.95
Breakeven $149.05
Implied vol 153.7%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.079
Vega 0.025
Open interest 7
Model this put
1
1
145.1%
0.99
$163.50
155
$1.65
-0.011
147.5%
1
2
Call · $155
In the money
Last $163.50
Breakeven $318.50
Implied vol 145.1%
Delta 0.99 ≈99% ITM
Gamma 0
Theta -0.086
Vega 0.026
Open interest 1
Model this call
Put · $155
Last $1.65
Breakeven $153.35
Implied vol 147.5%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.079
Vega 0.026
Open interest 2
Model this put
0
—
157.8%
0.982
—
160
$1.60
-0.012
143.5%
1
4
Call · $160
In the money
Last —
Breakeven —
Implied vol 157.8%
Delta 0.982 ≈98% ITM
Gamma 0
Theta -0.149
Vega 0.026
Open interest 0
Model this call
Put · $160
Last $1.60
Breakeven $158.40
Implied vol 143.5%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.085
Vega 0.026
Open interest 4
Model this put
0
—
143.9%
0.984
—
165
$1.25
-0.011
133.9%
1
5
Call · $165
In the money
Last —
Breakeven —
Implied vol 143.9%
Delta 0.984 ≈98% ITM
Gamma 0
Theta -0.122
Vega 0.027
Open interest 0
Model this call
Put · $165
Last $1.25
Breakeven $163.75
Implied vol 133.9%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.071
Vega 0.027
Open interest 5
Model this put
2
2
128.5%
0.989
$173.40
170
$1.60
-0.02
146.8%
1
10
Call · $170
In the money
Last $173.40
Breakeven $343.40
Implied vol 128.5%
Delta 0.989 ≈99% ITM
Gamma 0
Theta -0.088
Vega 0.027
Open interest 2
Model this call
Put · $170
Last $1.60
Breakeven $168.40
Implied vol 146.8%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.135
Vega 0.027
Open interest 10
Model this put
1
1
122.8%
0.988
$144.00
175
$1.60
-0.021
140.8%
1
9
Call · $175
In the money
Last $144.00
Breakeven $319.00
Implied vol 122.8%
Delta 0.988 ≈99% ITM
Gamma 0
Theta -0.087
Vega 0.028
Open interest 1
Model this call
Put · $175
Last $1.60
Breakeven $173.40
Implied vol 140.8%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -0.134
Vega 0.055
Open interest 9
Model this put
1
1
127.9%
0.982
$149.60
180
$0.45
-0.023
135.7%
1
1
Call · $180
In the money
Last $149.60
Breakeven $329.60
Implied vol 127.9%
Delta 0.982 ≈98% ITM
Gamma 0
Theta -0.125
Vega 0.028
Open interest 1
Model this call
Put · $180
Last $0.45
Breakeven $179.55
Implied vol 135.7%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.137
Vega 0.056
Open interest 1
Model this put
0
—
117%
0.984
—
185
$0.43
-0.025
130.6%
1
7
Call · $185
In the money
Last —
Breakeven —
Implied vol 117%
Delta 0.984 ≈98% ITM
Gamma 0
Theta -0.104
Vega 0.028
Open interest 0
Model this call
Put · $185
Last $0.43
Breakeven $184.57
Implied vol 130.6%
Delta -0.025 ≈2% ITM
Gamma 0.001
Theta -0.141
Vega 0.057
Open interest 7
Model this put
5
2
122.6%
0.977
$133.20
190
$1.95
-0.023
122.7%
1
1
Call · $190
In the money
Last $133.20
Breakeven $323.20
Implied vol 122.6%
Delta 0.977 ≈98% ITM
Gamma 0.001
Theta -0.145
Vega 0.057
Open interest 5
Model this call
Put · $190
Last $1.95
Breakeven $188.05
Implied vol 122.7%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.127
Vega 0.057
Open interest 1
Model this put
27
2
109.8%
0.981
$129.60
195
$0.65
-0.025
118%
1
12
Call · $195
In the money
Last $129.60
Breakeven $324.60
Implied vol 109.8%
Delta 0.981 ≈98% ITM
Gamma 0.001
Theta -0.114
Vega 0.029
Open interest 27
Model this call
Put · $195
Last $0.65
Breakeven $194.35
Implied vol 118%
Delta -0.025 ≈3% ITM
Gamma 0.001
Theta -0.13
Vega 0.058
Open interest 12
Model this put
10
9
104.7%
0.98
$115.60
200
$0.70
-0.033
118.5%
14
171
Call · $200
In the money
Last $115.60
Breakeven $315.60
Implied vol 104.7%
Delta 0.98 ≈98% ITM
Gamma 0.001
Theta -0.113
Vega 0.029
Open interest 10
Model this call
Put · $200
Last $0.70
Breakeven $199.30
Implied vol 118.5%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -0.162
Vega 0.059
Open interest 171
Model this put
12
9
108.8%
0.963
$106.00
210
$0.72
-0.037
109.1%
2
5
Call · $210
In the money
Last $106.00
Breakeven $316.00
Implied vol 108.8%
Delta 0.963 ≈96% ITM
Gamma 0.001
Theta -0.184
Vega 0.061
Open interest 12
Model this call
Put · $210
Last $0.72
Breakeven $209.28
Implied vol 109.1%
Delta -0.037 ≈4% ITM
Gamma 0.001
Theta -0.166
Vega 0.061
Open interest 5
Model this put
37
1
105.6%
0.951
$91.78
220
$0.75
-0.043
100.6%
83
200
Call · $220
In the money
Last $91.78
Breakeven $311.78
Implied vol 105.6%
Delta 0.951 ≈95% ITM
Gamma 0.001
Theta -0.223
Vega 0.062
Open interest 37
Model this call
Put · $220
Last $0.75
Breakeven $219.25
Implied vol 100.6%
Delta -0.043 ≈4% ITM
Gamma 0.001
Theta -0.172
Vega 0.062
Open interest 200
Model this put
20
16
100.2%
0.938
$87.30
230
$1.45
-0.041
86.6%
1
25
Call · $230
In the money
Last $87.30
Breakeven $317.30
Implied vol 100.2%
Delta 0.938 ≈94% ITM
Gamma 0.002
Theta -0.253
Vega 0.11
Open interest 20
Model this call
Put · $230
Last $1.45
Breakeven $228.55
Implied vol 86.6%
Delta -0.041 ≈4% ITM
Gamma 0.001
Theta -0.143
Vega 0.063
Open interest 25
Model this put
51
2
92.8%
0.924
$80.80
240
$2.18
-0.07
90%
10
48
Call · $240
In the money
Last $80.80
Breakeven $320.80
Implied vol 92.8%
Delta 0.924 ≈92% ITM
Gamma 0.002
Theta -0.27
Vega 0.112
Open interest 51
Model this call
Put · $240
Last $2.18
Breakeven $237.82
Implied vol 90%
Delta -0.07 ≈7% ITM
Gamma 0.002
Theta -0.225
Vega 0.112
Open interest 48
Model this put
67
1
88%
0.904
$66.80
250
$2.15
-0.078
79.2%
1
78
Call · $250
In the money
Last $66.80
Breakeven $316.80
Implied vol 88%
Delta 0.904 ≈90% ITM
Gamma 0.003
Theta -0.305
Vega 0.115
Open interest 67
Model this call
Put · $250
Last $2.15
Breakeven $247.85
Implied vol 79.2%
Delta -0.078 ≈8% ITM
Gamma 0.002
Theta -0.213
Vega 0.114
Open interest 78
Model this put
46
1
85.3%
0.873
$59.16
260
$3.04
-0.1
74.5%
5
64
Call · $260
In the money
Last $59.16
Breakeven $319.16
Implied vol 85.3%
Delta 0.873 ≈87% ITM
Gamma 0.003
Theta -0.356
Vega 0.176
Open interest 46
Model this call
Put · $260
Last $3.04
Breakeven $256.96
Implied vol 74.5%
Delta -0.1 ≈10% ITM
Gamma 0.003
Theta -0.244
Vega 0.117
Open interest 64
Model this put
33
1
78.8%
0.844
$48.20
270
$4.30
-0.134
70.7%
4
186
Call · $270
In the money
Last $48.20
Breakeven $318.20
Implied vol 78.8%
Delta 0.844 ≈84% ITM
Gamma 0.004
Theta -0.377
Vega 0.179
Open interest 33
Model this call
Put · $270
Last $4.30
Breakeven $265.70
Implied vol 70.7%
Delta -0.134 ≈13% ITM
Gamma 0.004
Theta -0.284
Vega 0.179
Open interest 186
Model this put
193
3
78%
0.796
$51.50
280
$6.00
-0.189
71.3%
7
124
Call · $280
In the money
Last $51.50
Breakeven $331.50
Implied vol 78%
Delta 0.796 ≈80% ITM
Gamma 0.005
Theta -0.443
Vega 0.239
Open interest 193
Model this call
Put · $280
Last $6.00
Breakeven $274.00
Implied vol 71.3%
Delta -0.189 ≈19% ITM
Gamma 0.005
Theta -0.36
Vega 0.183
Open interest 124
Model this put
88
1
73.8%
0.742
$41.50
290
$8.05
-0.243
67.4%
7
812
Call · $290
In the money
Last $41.50
Breakeven $331.50
Implied vol 73.8%
Delta 0.742 ≈74% ITM
Gamma 0.006
Theta -0.469
Vega 0.244
Open interest 88
Model this call
Put · $290
Last $8.05
Breakeven $281.95
Implied vol 67.4%
Delta -0.243 ≈24% ITM
Gamma 0.006
Theta -0.39
Vega 0.244
Open interest 812
Model this put
19
2
73.4%
0.677
$25.00
300
$11.60
-0.314
67.2%
5
150
Call · $300
In the money
Last $25.00
Breakeven $325.00
Implied vol 73.4%
Delta 0.677 ≈68% ITM
Gamma 0.007
Theta -0.523
Vega 0.284
Open interest 19
Model this call
Put · $300
Last $11.60
Breakeven $288.40
Implied vol 67.2%
Delta -0.314 ≈31% ITM
Gamma 0.007
Theta -0.445
Vega 0.249
Open interest 150
Model this put
109
3
70.9%
0.606
$15.10
310
$15.40
-0.391
65.4%
3
191
Call · $310
In the money
Last $15.10
Breakeven $325.10
Implied vol 70.9%
Delta 0.606 ≈61% ITM
Gamma 0.007
Theta -0.531
Vega 0.289
Open interest 109
Model this call
Put · $310
Last $15.40
Breakeven $294.60
Implied vol 65.4%
Delta -0.391 ≈39% ITM
Gamma 0.008
Theta -0.461
Vega 0.289
Open interest 191
Model this put
Underlying $319.08
60
2
71.1%
0.531
$22.40
320
$19.20
-0.473
66%
109
128
Call · $320
Last $22.40
Breakeven $342.40
Implied vol 71.1%
Delta 0.531 ≈53% ITM
Gamma 0.008
Theta -0.555
Vega 0.295
Open interest 60
Model this call
Put · $320
In the money
Last $19.20
Breakeven $300.80
Implied vol 66%
Delta -0.473 ≈47% ITM
Gamma 0.008
Theta -0.487
Vega 0.295
Open interest 128
Model this put
43
8
68.4%
0.453
$17.60
330
$24.30
-0.554
65%
6
106
Call · $330
Last $17.60
Breakeven $347.60
Implied vol 68.4%
Delta 0.453 ≈45% ITM
Gamma 0.008
Theta -0.523
Vega 0.3
Open interest 43
Model this call
Put · $330
In the money
Last $24.30
Breakeven $305.70
Implied vol 65%
Delta -0.554 ≈55% ITM
Gamma 0.008
Theta -0.466
Vega 0.3
Open interest 106
Model this put
97
105
69.2%
0.381
$13.60
340
$27.30
-0.632
65%
20
68
Call · $340
Last $13.60
Breakeven $353.60
Implied vol 69.2%
Delta 0.381 ≈38% ITM
Gamma 0.008
Theta -0.514
Vega 0.267
Open interest 97
Model this call
Put · $340
In the money
Last $27.30
Breakeven $312.70
Implied vol 65%
Delta -0.632 ≈63% ITM
Gamma 0.008
Theta -0.446
Vega 0.267
Open interest 68
Model this put
360
4
66.9%
0.309
$10.20
350
$43.02
-0.704
64.3%
4
37
Call · $350
Last $10.20
Breakeven $360.20
Implied vol 66.9%
Delta 0.309 ≈31% ITM
Gamma 0.007
Theta -0.453
Vega 0.272
Open interest 360
Model this call
Put · $350
In the money
Last $43.02
Breakeven $306.98
Implied vol 64.3%
Delta -0.704 ≈70% ITM
Gamma 0.007
Theta -0.398
Vega 0.271
Open interest 37
Model this put
149
2
67.7%
0.249
$7.70
360
$54.13
-0.773
62.7%
1
36
Call · $360
Last $7.70
Breakeven $367.70
Implied vol 67.7%
Delta 0.249 ≈25% ITM
Gamma 0.006
Theta -0.416
Vega 0.211
Open interest 149
Model this call
Put · $360
In the money
Last $54.13
Breakeven $305.87
Implied vol 62.7%
Delta -0.773 ≈77% ITM
Gamma 0.007
Theta -0.335
Vega 0.211
Open interest 36
Model this put
120
4
66.5%
0.194
$5.80
370
$45.07
-0.835
61.3%
1
18
Call · $370
Last $5.80
Breakeven $375.80
Implied vol 66.5%
Delta 0.194 ≈19% ITM
Gamma 0.006
Theta -0.349
Vega 0.215
Open interest 120
Model this call
Put · $370
In the money
Last $45.07
Breakeven $324.93
Implied vol 61.3%
Delta -0.835 ≈83% ITM
Gamma 0.006
Theta -0.265
Vega 0.211
Open interest 18
Model this put
180
2
66.9%
0.149
$4.40
380
$39.30
-0.887
59%
2
7
Call · $380
Last $4.40
Breakeven $384.40
Implied vol 66.9%
Delta 0.149 ≈15% ITM
Gamma 0.005
Theta -0.299
Vega 0.145
Open interest 180
Model this call
Put · $380
In the money
Last $39.30
Breakeven $340.70
Implied vol 59%
Delta -0.887 ≈89% ITM
Gamma 0.005
Theta -0.189
Vega 0.142
Open interest 7
Model this put
26
2
71.4%
0.133
$3.00
390
$60.10
-0.925
59%
2
2
Call · $390
Last $3.00
Breakeven $393.00
Implied vol 71.4%
Delta 0.133 ≈13% ITM
Gamma 0.004
Theta -0.293
Vega 0.147
Open interest 26
Model this call
Put · $390
In the money
Last $60.10
Breakeven $329.90
Implied vol 59%
Delta -0.925 ≈93% ITM
Gamma 0.004
Theta -0.138
Vega 0.129
Open interest 2
Model this put
102
16
63.2%
0.072
$2.00
400
$100.00
-0.984
48.9%
1
1
Call · $400
Last $2.00
Breakeven $402.00
Implied vol 63.2%
Delta 0.072 ≈7% ITM
Gamma 0.003
Theta -0.166
Vega 0.087
Open interest 102
Model this call
Put · $400
In the money
Last $100.00
Breakeven $300.00
Implied vol 48.9%
Delta -0.984 ≈98% ITM
Gamma 0.002
Theta -0.024
Vega 0.025
Open interest 1
Model this put
21
2
73.2%
0.081
$1.62
410
$87.40
—
—
2
0
Call · $410
Last $1.62
Breakeven $411.62
Implied vol 73.2%
Delta 0.081 ≈8% ITM
Gamma 0.003
Theta -0.212
Vega 0.088
Open interest 21
Model this call
Put · $410
In the money
Last $87.40
Breakeven $322.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
26
5
74.6%
0.068
$0.85
420
—
—
—
—
0
Call · $420
Last $0.85
Breakeven $420.85
Implied vol 74.6%
Delta 0.068 ≈7% ITM
Gamma 0.002
Theta -0.187
Vega 0.089
Open interest 26
Model this call
Put · $420
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
17
1
72.9%
0.047
$1.29
430
—
—
—
—
0
Call · $430
Last $1.29
Breakeven $431.29
Implied vol 72.9%
Delta 0.047 ≈5% ITM
Gamma 0.002
Theta -0.136
Vega 0.09
Open interest 17
Model this call
Put · $430
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
9
1
76.4%
0.042
$0.54
440
$102.60
—
—
2
0
Call · $440
Last $0.54
Breakeven $440.54
Implied vol 76.4%
Delta 0.042 ≈4% ITM
Gamma 0.002
Theta -0.13
Vega 0.091
Open interest 9
Model this call
Put · $440
In the money
Last $102.60
Breakeven $337.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
35
10
86.7%
0.055
$1.67
450
$100.45
—
—
4
0
Call · $450
Last $1.67
Breakeven $451.67
Implied vol 86.7%
Delta 0.055 ≈6% ITM
Gamma 0.002
Theta -0.183
Vega 0.092
Open interest 35
Model this call
Put · $450
In the money
Last $100.45
Breakeven $349.55
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
17
16
90.3%
0.051
$6.80
460
$150.40
—
—
1
0
Call · $460
Last $6.80
Breakeven $466.80
Implied vol 90.3%
Delta 0.051 ≈5% ITM
Gamma 0.002
Theta -0.179
Vega 0.092
Open interest 17
Model this call
Put · $460
In the money
Last $150.40
Breakeven $309.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
8
1
93.2%
0.046
$1.50
470
$140.50
—
—
2
0
Call · $470
Last $1.50
Breakeven $471.50
Implied vol 93.2%
Delta 0.046 ≈5% ITM
Gamma 0.001
Theta -0.17
Vega 0.093
Open interest 8
Model this call
Put · $470
In the money
Last $140.50
Breakeven $329.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
32
4
97.5%
0.045
$0.18
480
$150.50
—
—
2
0
Call · $480
Last $0.18
Breakeven $480.18
Implied vol 97.5%
Delta 0.045 ≈4% ITM
Gamma 0.001
Theta -0.174
Vega 0.094
Open interest 32
Model this call
Put · $480
In the money
Last $150.50
Breakeven $329.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
15
4
87.1%
0.022
$3.39
490
$151.50
—
—
4
0
Call · $490
Last $3.39
Breakeven $493.39
Implied vol 87.1%
Delta 0.022 ≈2% ITM
Gamma 0.001
Theta -0.084
Vega 0.048
Open interest 15
Model this call
Put · $490
In the money
Last $151.50
Breakeven $338.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
13
3
105.9%
0.043
$2.55
500
$157.50
—
—
2
0
Call · $500
Last $2.55
Breakeven $502.55
Implied vol 105.9%
Delta 0.043 ≈4% ITM
Gamma 0.001
Theta -0.183
Vega 0.096
Open interest 13
Model this call
Put · $500
In the money
Last $157.50
Breakeven $342.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
110.4%
0.043
—
510
$167.50
—
—
2
0
Call · $510
Last —
Breakeven —
Implied vol 110.4%
Delta 0.043 ≈4% ITM
Gamma 0.001
Theta -0.191
Vega 0.097
Open interest 0
Model this call
Put · $510
In the money
Last $167.50
Breakeven $342.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
1
95.9%
0.017
$2.45
520
$177.70
—
—
1
0
Call · $520
Last $2.45
Breakeven $522.45
Implied vol 95.9%
Delta 0.017 ≈2% ITM
Gamma 0.001
Theta -0.078
Vega 0.049
Open interest 2
Model this call
Put · $520
In the money
Last $177.70
Breakeven $342.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
99.3%
0.017
—
530
—
—
—
—
0
Call · $530
Last —
Breakeven —
Implied vol 99.3%
Delta 0.017 ≈2% ITM
Gamma 0.001
Theta -0.079
Vega 0.05
Open interest 0
Model this call
Put · $530
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
102.4%
0.016
$1.60
540
$230.40
—
—
1
0
Call · $540
Last $1.60
Breakeven $541.60
Implied vol 102.4%
Delta 0.016 ≈2% ITM
Gamma 0.001
Theta -0.08
Vega 0.021
Open interest 1
Model this call
Put · $540
In the money
Last $230.40
Breakeven $309.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put