KLAC Stock — Kla Corp: Options Chain

Calls		Puts
30	2	168%	0.953	$73.05	$0.20	-0.01	113.2%	361	1.9k
Call · $102 In the money Last $73.05 Breakeven $175.05 Implied vol 168% Delta 0.953 ≈95% ITM Gamma 0.001 Theta -0.167 Vega 0.053 Open interest 30 Model this call Put · $102 Last $0.20 Breakeven $101.80 Implied vol 113.2% Delta -0.01 ≈1% ITM Gamma 0.001 Theta -0.031 Vega 0.016 Open interest 1.9k Model this put
20	2	164.8%	0.95	$71.15	$0.58	-0.024	131.8%	4	66
Call · $104 In the money Last $71.15 Breakeven $175.15 Implied vol 164.8% Delta 0.95 ≈95% ITM Gamma 0.001 Theta -0.172 Vega 0.055 Open interest 20 Model this call Put · $104 Last $0.58 Breakeven $103.42 Implied vol 131.8% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -0.079 Vega 0.033 Open interest 66 Model this put
50	—	160.8%	0.948	—	$0.69	-0.022	125.4%	1	149
Call · $106 In the money Last — Breakeven — Implied vol 160.8% Delta 0.948 ≈95% ITM Gamma 0.002 Theta -0.174 Vega 0.056 Open interest 50 Model this call Put · $106 Last $0.69 Breakeven $105.31 Implied vol 125.4% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.071 Vega 0.033 Open interest 149 Model this put
20	—	155.1%	0.947	—	$0.20	-0.065	167.4%	1	121
Call · $108 In the money Last — Breakeven — Implied vol 155.1% Delta 0.947 ≈95% ITM Gamma 0.002 Theta -0.169 Vega 0.056 Open interest 20 Model this call Put · $108 Last $0.20 Breakeven $107.80 Implied vol 167.4% Delta -0.065 ≈6% ITM Gamma 0.002 Theta -0.224 Vega 0.057 Open interest 121 Model this put
30	2	153.8%	0.942	$84.40	$0.20	-0.025	118.3%	153	368
Call · $110 In the money Last $84.40 Breakeven $194.40 Implied vol 153.8% Delta 0.942 ≈94% ITM Gamma 0.002 Theta -0.181 Vega 0.057 Open interest 30 Model this call Put · $110 Last $0.20 Breakeven $109.80 Implied vol 118.3% Delta -0.025 ≈2% ITM Gamma 0.001 Theta -0.073 Vega 0.034 Open interest 368 Model this put
0	—	148.3%	0.941	—	$0.42	-0.029	118.1%	2	32
Call · $112 In the money Last — Breakeven — Implied vol 148.3% Delta 0.941 ≈94% ITM Gamma 0.002 Theta -0.176 Vega 0.058 Open interest 0 Model this call Put · $112 Last $0.42 Breakeven $111.58 Implied vol 118.1% Delta -0.029 ≈3% ITM Gamma 0.001 Theta -0.084 Vega 0.034 Open interest 32 Model this put
0	—	146.2%	0.936	—	$0.35	-0.033	116.5%	12	401
Call · $114 In the money Last — Breakeven — Implied vol 146.2% Delta 0.936 ≈94% ITM Gamma 0.002 Theta -0.184 Vega 0.058 Open interest 0 Model this call Put · $114 Last $0.35 Breakeven $113.65 Implied vol 116.5% Delta -0.033 ≈3% ITM Gamma 0.001 Theta -0.09 Vega 0.034 Open interest 401 Model this put
10	—	157.8%	0.918	—	$0.52	-0.033	112%	1	82
Call · $116 In the money Last — Breakeven — Implied vol 157.8% Delta 0.918 ≈92% ITM Gamma 0.002 Theta -0.245 Vega 0.059 Open interest 10 Model this call Put · $116 Last $0.52 Breakeven $115.48 Implied vol 112% Delta -0.033 ≈3% ITM Gamma 0.002 Theta -0.087 Vega 0.035 Open interest 82 Model this put
0	—	142.2%	0.927	—	$0.45	-0.022	97.9%	1	49
Call · $118 In the money Last — Breakeven — Implied vol 142.2% Delta 0.927 ≈93% ITM Gamma 0.002 Theta -0.201 Vega 0.06 Open interest 0 Model this call Put · $118 Last $0.45 Breakeven $117.55 Implied vol 97.9% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.055 Vega 0.018 Open interest 49 Model this put
20	30	156.1%	0.906	$70.94	$0.50	-0.032	102.6%	14	309
Call · $120 In the money Last $70.94 Breakeven $190.94 Implied vol 156.1% Delta 0.906 ≈91% ITM Gamma 0.003 Theta -0.271 Vega 0.06 Open interest 20 Model this call Put · $120 Last $0.50 Breakeven $119.50 Implied vol 102.6% Delta -0.032 ≈3% ITM Gamma 0.002 Theta -0.079 Vega 0.035 Open interest 309 Model this put
40	35	145.8%	0.909	$135.30	$0.68	-0.032	97.6%	14	12.3k
Call · $122 In the money Last $135.30 Breakeven $257.30 Implied vol 145.8% Delta 0.909 ≈91% ITM Gamma 0.003 Theta -0.247 Vega 0.061 Open interest 40 Model this call Put · $122 Last $0.68 Breakeven $121.32 Implied vol 97.6% Delta -0.032 ≈3% ITM Gamma 0.002 Theta -0.073 Vega 0.036 Open interest 12.3k Model this put
10	—	128.3%	0.921	—	$0.82	-0.054	111.6%	4	478
Call · $124 In the money Last — Breakeven — Implied vol 128.3% Delta 0.921 ≈92% ITM Gamma 0.003 Theta -0.192 Vega 0.061 Open interest 10 Model this call Put · $124 Last $0.82 Breakeven $123.18 Implied vol 111.6% Delta -0.054 ≈5% ITM Gamma 0.002 Theta -0.132 Vega 0.062 Open interest 478 Model this put
0	—	127%	0.918	—	$0.87	-0.033	92.4%	18	335
Call · $125 In the money Last — Breakeven — Implied vol 127% Delta 0.918 ≈92% ITM Gamma 0.003 Theta -0.195 Vega 0.062 Open interest 0 Model this call Put · $125 Last $0.87 Breakeven $124.13 Implied vol 92.4% Delta -0.033 ≈3% ITM Gamma 0.002 Theta -0.073 Vega 0.036 Open interest 335 Model this put
40	—	126.6%	0.915	—	$0.80	-0.088	129.7%	20	26
Call · $126 In the money Last — Breakeven — Implied vol 126.6% Delta 0.915 ≈92% ITM Gamma 0.003 Theta -0.201 Vega 0.062 Open interest 40 Model this call Put · $126 Last $0.80 Breakeven $125.20 Implied vol 129.7% Delta -0.088 ≈9% ITM Gamma 0.003 Theta -0.221 Vega 0.062 Open interest 26 Model this put
20	—	125.6%	0.908	—	$1.30	-0.062	106%	13	106
Call · $128 In the money Last — Breakeven — Implied vol 125.6% Delta 0.908 ≈91% ITM Gamma 0.003 Theta -0.212 Vega 0.063 Open interest 20 Model this call Put · $128 Last $1.30 Breakeven $126.70 Implied vol 106% Delta -0.062 ≈6% ITM Gamma 0.003 Theta -0.138 Vega 0.063 Open interest 106 Model this put
20	2	127.8%	0.898	$57.30	$1.04	-0.058	98.6%	15	739
Call · $130 In the money Last $57.30 Breakeven $187.30 Implied vol 127.8% Delta 0.898 ≈90% ITM Gamma 0.003 Theta -0.237 Vega 0.063 Open interest 20 Model this call Put · $130 Last $1.04 Breakeven $128.96 Implied vol 98.6% Delta -0.058 ≈6% ITM Gamma 0.003 Theta -0.122 Vega 0.063 Open interest 739 Model this put
0	—	132.1%	0.881	—	$1.20	-0.06	94.7%	20	153
Call · $132 In the money Last — Breakeven — Implied vol 132.1% Delta 0.881 ≈88% ITM Gamma 0.004 Theta -0.271 Vega 0.095 Open interest 0 Model this call Put · $132 Last $1.20 Breakeven $130.80 Implied vol 94.7% Delta -0.06 ≈6% ITM Gamma 0.003 Theta -0.12 Vega 0.064 Open interest 153 Model this put
20	—	118%	0.893	—	$1.43	-0.068	93.7%	47	33
Call · $134 In the money Last — Breakeven — Implied vol 118% Delta 0.893 ≈89% ITM Gamma 0.004 Theta -0.226 Vega 0.094 Open interest 20 Model this call Put · $134 Last $1.43 Breakeven $132.57 Implied vol 93.7% Delta -0.068 ≈7% ITM Gamma 0.003 Theta -0.13 Vega 0.064 Open interest 33 Model this put
0	—	128.7%	0.87	—	$1.90	-0.072	93.3%	13	515
Call · $135 In the money Last — Breakeven — Implied vol 128.7% Delta 0.87 ≈87% ITM Gamma 0.004 Theta -0.281 Vega 0.096 Open interest 0 Model this call Put · $135 Last $1.90 Breakeven $133.10 Implied vol 93.3% Delta -0.072 ≈7% ITM Gamma 0.003 Theta -0.136 Vega 0.065 Open interest 515 Model this put
0	—	129.5%	0.863	—	$1.65	-0.072	91.1%	12	66
Call · $136 In the money Last — Breakeven — Implied vol 129.5% Delta 0.863 ≈86% ITM Gamma 0.004 Theta -0.293 Vega 0.097 Open interest 0 Model this call Put · $136 Last $1.65 Breakeven $134.35 Implied vol 91.1% Delta -0.072 ≈7% ITM Gamma 0.004 Theta -0.133 Vega 0.065 Open interest 66 Model this put
60	—	125.9%	0.857	—	$2.00	-0.074	87%	23	37
Call · $138 In the money Last — Breakeven — Implied vol 125.9% Delta 0.857 ≈86% ITM Gamma 0.004 Theta -0.293 Vega 0.097 Open interest 60 Model this call Put · $138 Last $2.00 Breakeven $136.00 Implied vol 87% Delta -0.074 ≈7% ITM Gamma 0.004 Theta -0.13 Vega 0.065 Open interest 37 Model this put
20	1	123.4%	0.85	$47.00	$1.70	-0.099	94.4%	24	1.1k
Call · $140 In the money Last $47.00 Breakeven $187.00 Implied vol 123.4% Delta 0.85 ≈85% ITM Gamma 0.004 Theta -0.298 Vega 0.098 Open interest 20 Model this call Put · $140 Last $1.70 Breakeven $138.30 Implied vol 94.4% Delta -0.099 ≈10% ITM Gamma 0.004 Theta -0.176 Vega 0.066 Open interest 1.1k Model this put
10	—	125.9%	0.835	—	$2.10	-0.095	86.6%	2	637
Call · $142 In the money Last — Breakeven — Implied vol 125.9% Delta 0.835 ≈83% ITM Gamma 0.005 Theta -0.326 Vega 0.099 Open interest 10 Model this call Put · $142 Last $2.10 Breakeven $139.90 Implied vol 86.6% Delta -0.095 ≈10% ITM Gamma 0.005 Theta -0.156 Vega 0.066 Open interest 637 Model this put
10	—	123.4%	0.827	—	$2.22	-0.109	88.3%	2	272
Call · $144 In the money Last — Breakeven — Implied vol 123.4% Delta 0.827 ≈83% ITM Gamma 0.005 Theta -0.331 Vega 0.1 Open interest 10 Model this call Put · $144 Last $2.22 Breakeven $141.78 Implied vol 88.3% Delta -0.109 ≈11% ITM Gamma 0.005 Theta -0.178 Vega 0.067 Open interest 272 Model this put
31	30	115.7%	0.831	$45.50	$2.34	-0.117	88.9%	9	106
Call · $145 In the money Last $45.50 Breakeven $190.50 Implied vol 115.7% Delta 0.831 ≈83% ITM Gamma 0.005 Theta -0.304 Vega 0.1 Open interest 31 Model this call Put · $145 Last $2.34 Breakeven $142.66 Implied vol 88.9% Delta -0.117 ≈12% ITM Gamma 0.005 Theta -0.188 Vega 0.101 Open interest 106 Model this put
0	—	120.5%	0.819	—	$3.00	-0.124	88.5%	31	244
Call · $146 In the money Last — Breakeven — Implied vol 120.5% Delta 0.819 ≈82% ITM Gamma 0.005 Theta -0.334 Vega 0.1 Open interest 0 Model this call Put · $146 Last $3.00 Breakeven $143.00 Implied vol 88.5% Delta -0.124 ≈12% ITM Gamma 0.005 Theta -0.194 Vega 0.101 Open interest 244 Model this put
5	4	102.8%	0.832	$69.76	$2.80	-0.131	85.2%	5	352
Call · $148 In the money Last $69.76 Breakeven $217.76 Implied vol 102.8% Delta 0.832 ≈83% ITM Gamma 0.006 Theta -0.268 Vega 0.101 Open interest 5 Model this call Put · $148 Last $2.80 Breakeven $145.20 Implied vol 85.2% Delta -0.131 ≈13% ITM Gamma 0.006 Theta -0.193 Vega 0.102 Open interest 352 Model this put
70	7	116.5%	0.798	$32.90	$3.00	-0.151	86.9%	18	1.3k
Call · $150 In the money Last $32.90 Breakeven $182.90 Implied vol 116.5% Delta 0.798 ≈80% ITM Gamma 0.006 Theta -0.346 Vega 0.133 Open interest 70 Model this call Put · $150 Last $3.00 Breakeven $147.00 Implied vol 86.9% Delta -0.151 ≈15% ITM Gamma 0.006 Theta -0.216 Vega 0.102 Open interest 1.3k Model this put
67	6	110.2%	0.792	$28.31	$3.30	-0.159	83.8%	8	1.2k
Call · $152 In the money Last $28.31 Breakeven $180.31 Implied vol 110.2% Delta 0.792 ≈79% ITM Gamma 0.006 Theta -0.332 Vega 0.134 Open interest 67 Model this call Put · $152 Last $3.30 Breakeven $148.70 Implied vol 83.8% Delta -0.159 ≈16% ITM Gamma 0.007 Theta -0.216 Vega 0.103 Open interest 1.2k Model this put
50	20	111.9%	0.774	$42.50	$4.30	-0.176	84.2%	3	244
Call · $154 In the money Last $42.50 Breakeven $196.50 Implied vol 111.9% Delta 0.774 ≈77% ITM Gamma 0.006 Theta -0.352 Vega 0.135 Open interest 50 Model this call Put · $154 Last $4.30 Breakeven $149.70 Implied vol 84.2% Delta -0.176 ≈18% ITM Gamma 0.007 Theta -0.233 Vega 0.104 Open interest 244 Model this put
4	2	111.2%	0.767	$44.86	$3.75	-0.18	82.2%	44	280
Call · $155 In the money Last $44.86 Breakeven $199.86 Implied vol 111.2% Delta 0.767 ≈77% ITM Gamma 0.006 Theta -0.355 Vega 0.135 Open interest 4 Model this call Put · $155 Last $3.75 Breakeven $151.25 Implied vol 82.2% Delta -0.18 ≈18% ITM Gamma 0.008 Theta -0.231 Vega 0.104 Open interest 280 Model this put
33	4	110.5%	0.761	$82.85	$4.00	-0.19	83.1%	11	419
Call · $156 In the money Last $82.85 Breakeven $238.85 Implied vol 110.5% Delta 0.761 ≈76% ITM Gamma 0.007 Theta -0.359 Vega 0.136 Open interest 33 Model this call Put · $156 Last $4.00 Breakeven $152.00 Implied vol 83.1% Delta -0.19 ≈19% ITM Gamma 0.008 Theta -0.242 Vega 0.104 Open interest 419 Model this put
70	10	99.7%	0.759	$29.15	$4.28	-0.205	82%	3	253
Call · $158 In the money Last $29.15 Breakeven $187.15 Implied vol 99.7% Delta 0.759 ≈76% ITM Gamma 0.007 Theta -0.324 Vega 0.137 Open interest 70 Model this call Put · $158 Last $4.28 Breakeven $153.72 Implied vol 82% Delta -0.205 ≈21% ITM Gamma 0.008 Theta -0.252 Vega 0.137 Open interest 253 Model this put
126	10	99.6%	0.742	$28.25	$4.99	-0.226	82%	122	694
Call · $160 In the money Last $28.25 Breakeven $188.25 Implied vol 99.6% Delta 0.742 ≈74% ITM Gamma 0.008 Theta -0.336 Vega 0.138 Open interest 126 Model this call Put · $160 Last $4.99 Breakeven $155.01 Implied vol 82% Delta -0.226 ≈23% ITM Gamma 0.009 Theta -0.263 Vega 0.138 Open interest 694 Model this put
15	15	98.7%	0.726	$38.35	$6.40	-0.24	78.7%	5	143
Call · $162 In the money Last $38.35 Breakeven $200.35 Implied vol 98.7% Delta 0.726 ≈73% ITM Gamma 0.008 Theta -0.345 Vega 0.139 Open interest 15 Model this call Put · $162 Last $6.40 Breakeven $155.60 Implied vol 78.7% Delta -0.24 ≈24% ITM Gamma 0.009 Theta -0.261 Vega 0.139 Open interest 143 Model this put
10	—	97.8%	0.71	—	$5.69	-0.263	79.4%	15	667
Call · $164 In the money Last — Breakeven — Implied vol 97.8% Delta 0.71 ≈71% ITM Gamma 0.008 Theta -0.353 Vega 0.14 Open interest 10 Model this call Put · $164 Last $5.69 Breakeven $158.31 Implied vol 79.4% Delta -0.263 ≈26% ITM Gamma 0.01 Theta -0.276 Vega 0.14 Open interest 667 Model this put
0	—	96.5%	0.702	—	$6.60	-0.278	82.1%	14	705
Call · $165 In the money Last — Breakeven — Implied vol 96.5% Delta 0.702 ≈70% ITM Gamma 0.009 Theta -0.354 Vega 0.14 Open interest 0 Model this call Put · $165 Last $6.60 Breakeven $158.40 Implied vol 82.1% Delta -0.278 ≈28% ITM Gamma 0.01 Theta -0.294 Vega 0.14 Open interest 705 Model this put
10	3	96.3%	0.694	$22.30	$6.24	-0.279	76.2%	26	216
Call · $166 In the money Last $22.30 Breakeven $188.30 Implied vol 96.3% Delta 0.694 ≈69% ITM Gamma 0.009 Theta -0.359 Vega 0.141 Open interest 10 Model this call Put · $166 Last $6.24 Breakeven $159.76 Implied vol 76.2% Delta -0.279 ≈28% ITM Gamma 0.01 Theta -0.273 Vega 0.141 Open interest 216 Model this put
30	2	95.1%	0.676	$18.85	$6.98	-0.307	80.8%	13	1k
Call · $168 In the money Last $18.85 Breakeven $186.85 Implied vol 95.1% Delta 0.676 ≈68% ITM Gamma 0.009 Theta -0.363 Vega 0.161 Open interest 30 Model this call Put · $168 Last $6.98 Breakeven $161.02 Implied vol 80.8% Delta -0.307 ≈31% ITM Gamma 0.01 Theta -0.306 Vega 0.142 Open interest 1k Model this put
118	15	93.5%	0.657	$24.30	$7.99	-0.331	82.7%	116	2.4k
Call · $170 In the money Last $24.30 Breakeven $194.30 Implied vol 93.5% Delta 0.657 ≈66% ITM Gamma 0.009 Theta -0.363 Vega 0.162 Open interest 118 Model this call Put · $170 Last $7.99 Breakeven $162.01 Implied vol 82.7% Delta -0.331 ≈33% ITM Gamma 0.01 Theta -0.323 Vega 0.163 Open interest 2.4k Model this put
64	6	93.3%	0.638	$22.00	$9.00	-0.356	85.2%	183	2.1k
Call · $172 In the money Last $22.00 Breakeven $194.00 Implied vol 93.3% Delta 0.638 ≈64% ITM Gamma 0.009 Theta -0.368 Vega 0.163 Open interest 64 Model this call Put · $172 Last $9.00 Breakeven $163.00 Implied vol 85.2% Delta -0.356 ≈36% ITM Gamma 0.01 Theta -0.339 Vega 0.164 Open interest 2.1k Model this put
130	2	91.5%	0.618	$20.46	$9.10	-0.373	76.8%	12	1.7k
Call · $174 In the money Last $20.46 Breakeven $194.46 Implied vol 91.5% Delta 0.618 ≈62% ITM Gamma 0.01 Theta -0.367 Vega 0.164 Open interest 130 Model this call Put · $174 Last $9.10 Breakeven $164.90 Implied vol 76.8% Delta -0.373 ≈37% ITM Gamma 0.012 Theta -0.31 Vega 0.165 Open interest 1.7k Model this put
444	3	91%	0.608	$21.86	$9.95	-0.384	76.1%	14	727
Call · $175 In the money Last $21.86 Breakeven $196.86 Implied vol 91% Delta 0.608 ≈61% ITM Gamma 0.01 Theta -0.368 Vega 0.165 Open interest 444 Model this call Put · $175 Last $9.95 Breakeven $165.05 Implied vol 76.1% Delta -0.384 ≈38% ITM Gamma 0.012 Theta -0.31 Vega 0.165 Open interest 727 Model this put
128	11	90.6%	0.598	$20.33	$10.00	-0.397	77.3%	410	716
Call · $176 In the money Last $20.33 Breakeven $196.33 Implied vol 90.6% Delta 0.598 ≈60% ITM Gamma 0.01 Theta -0.369 Vega 0.165 Open interest 128 Model this call Put · $176 Last $10.00 Breakeven $166.00 Implied vol 77.3% Delta -0.397 ≈40% ITM Gamma 0.012 Theta -0.317 Vega 0.166 Open interest 716 Model this put
44	1	90.9%	0.577	$19.50	$10.22	-0.421	74.4%	67	527
Call · $178 In the money Last $19.50 Breakeven $197.50 Implied vol 90.9% Delta 0.577 ≈58% ITM Gamma 0.01 Theta -0.376 Vega 0.166 Open interest 44 Model this call Put · $178 Last $10.22 Breakeven $167.78 Implied vol 74.4% Delta -0.421 ≈42% ITM Gamma 0.012 Theta -0.311 Vega 0.167 Open interest 527 Model this put
175	21	90.1%	0.556	$18.29	$12.20	-0.445	77.5%	261	1.8k
Call · $180 In the money Last $18.29 Breakeven $198.29 Implied vol 90.1% Delta 0.556 ≈56% ITM Gamma 0.01 Theta -0.379 Vega 0.167 Open interest 175 Model this call Put · $180 Last $12.20 Breakeven $167.80 Implied vol 77.5% Delta -0.445 ≈45% ITM Gamma 0.012 Theta -0.329 Vega 0.167 Open interest 1.8k Model this put
311	5	91.2%	0.536	$17.30	$12.50	-0.471	75.2%	2	696
Call · $182 In the money Last $17.30 Breakeven $199.30 Implied vol 91.2% Delta 0.536 ≈54% ITM Gamma 0.01 Theta -0.388 Vega 0.168 Open interest 311 Model this call Put · $182 Last $12.50 Breakeven $169.50 Implied vol 75.2% Delta -0.471 ≈47% ITM Gamma 0.013 Theta -0.323 Vega 0.168 Open interest 696 Model this put
Underlying $182.82
26	4	89.2%	0.515	$16.34	$13.30	-0.498	71.8%	6	2.2k
Call · $184 Last $16.34 Breakeven $200.34 Implied vol 89.2% Delta 0.515 ≈51% ITM Gamma 0.011 Theta -0.378 Vega 0.169 Open interest 26 Model this call Put · $184 In the money Last $13.30 Breakeven $170.70 Implied vol 71.8% Delta -0.498 ≈50% ITM Gamma 0.013 Theta -0.307 Vega 0.169 Open interest 2.2k Model this put
66	46	88.3%	0.504	$15.97	$15.00	-0.51	72.4%	839	796
Call · $185 Last $15.97 Breakeven $200.97 Implied vol 88.3% Delta 0.504 ≈50% ITM Gamma 0.011 Theta -0.373 Vega 0.169 Open interest 66 Model this call Put · $185 In the money Last $15.00 Breakeven $170.00 Implied vol 72.4% Delta -0.51 ≈51% ITM Gamma 0.013 Theta -0.308 Vega 0.17 Open interest 796 Model this put
55	9	90.2%	0.496	$14.90	$14.10	-0.518	75.6%	24	459
Call · $186 Last $14.90 Breakeven $200.90 Implied vol 90.2% Delta 0.496 ≈50% ITM Gamma 0.01 Theta -0.381 Vega 0.17 Open interest 55 Model this call Put · $186 In the money Last $14.10 Breakeven $171.90 Implied vol 75.6% Delta -0.518 ≈52% ITM Gamma 0.012 Theta -0.321 Vega 0.17 Open interest 459 Model this put
330	12	88.6%	0.474	$13.56	$14.81	-0.547	72.6%	4	177
Call · $188 Last $13.56 Breakeven $201.56 Implied vol 88.6% Delta 0.474 ≈47% ITM Gamma 0.011 Theta -0.372 Vega 0.171 Open interest 330 Model this call Put · $188 In the money Last $14.81 Breakeven $173.19 Implied vol 72.6% Delta -0.547 ≈55% ITM Gamma 0.013 Theta -0.306 Vega 0.171 Open interest 177 Model this put
612	207	88.1%	0.453	$11.80	$15.60	-0.57	73.7%	47	1.1k
Call · $190 Last $11.80 Breakeven $201.80 Implied vol 88.1% Delta 0.453 ≈45% ITM Gamma 0.011 Theta -0.369 Vega 0.172 Open interest 612 Model this call Put · $190 In the money Last $15.60 Breakeven $174.40 Implied vol 73.7% Delta -0.57 ≈57% ITM Gamma 0.013 Theta -0.309 Vega 0.172 Open interest 1.1k Model this put
436	28	87.4%	0.431	$12.34	$17.60	-0.591	75.3%	20	498
Call · $192 Last $12.34 Breakeven $204.34 Implied vol 87.4% Delta 0.431 ≈43% ITM Gamma 0.011 Theta -0.364 Vega 0.173 Open interest 436 Model this call Put · $192 In the money Last $17.60 Breakeven $174.40 Implied vol 75.3% Delta -0.591 ≈59% ITM Gamma 0.012 Theta -0.314 Vega 0.173 Open interest 498 Model this put
256	11	87.2%	0.41	$8.40	$17.01	-0.613	76%	2	370
Call · $194 Last $8.40 Breakeven $202.40 Implied vol 87.2% Delta 0.41 ≈41% ITM Gamma 0.011 Theta -0.362 Vega 0.174 Open interest 256 Model this call Put · $194 In the money Last $17.01 Breakeven $176.99 Implied vol 76% Delta -0.613 ≈61% ITM Gamma 0.012 Theta -0.314 Vega 0.152 Open interest 370 Model this put
125	9	88.6%	0.402	$10.90	$21.39	-0.625	75.1%	7	413
Call · $195 Last $10.90 Breakeven $205.90 Implied vol 88.6% Delta 0.402 ≈40% ITM Gamma 0.01 Theta -0.367 Vega 0.174 Open interest 125 Model this call Put · $195 In the money Last $21.39 Breakeven $173.61 Implied vol 75.1% Delta -0.625 ≈62% ITM Gamma 0.012 Theta -0.306 Vega 0.152 Open interest 413 Model this put
123	25	88.1%	0.391	$11.01	$20.85	-0.643	71.9%	2	437
Call · $196 Last $11.01 Breakeven $207.01 Implied vol 88.1% Delta 0.391 ≈39% ITM Gamma 0.01 Theta -0.363 Vega 0.153 Open interest 123 Model this call Put · $196 In the money Last $20.85 Breakeven $175.15 Implied vol 71.9% Delta -0.643 ≈64% ITM Gamma 0.012 Theta -0.286 Vega 0.153 Open interest 437 Model this put
761	7	88.5%	0.375	$10.01	$20.00	-0.664	72.1%	9	408
Call · $198 Last $10.01 Breakeven $208.01 Implied vol 88.5% Delta 0.375 ≈38% ITM Gamma 0.01 Theta -0.358 Vega 0.153 Open interest 761 Model this call Put · $198 In the money Last $20.00 Breakeven $178.00 Implied vol 72.1% Delta -0.664 ≈66% ITM Gamma 0.012 Theta -0.279 Vega 0.154 Open interest 408 Model this put
1.3k	459	84.7%	0.349	$7.70	$23.90	-0.692	70.3%	18	1.7k
Call · $200 Last $7.70 Breakeven $207.70 Implied vol 84.7% Delta 0.349 ≈35% ITM Gamma 0.01 Theta -0.332 Vega 0.154 Open interest 1.3k Model this call Put · $200 In the money Last $23.90 Breakeven $176.10 Implied vol 70.3% Delta -0.692 ≈69% ITM Gamma 0.012 Theta -0.263 Vega 0.154 Open interest 1.7k Model this put
700	8	82.5%	0.325	$8.10	$28.10	-0.71	71.1%	3	340
Call · $202 Last $8.10 Breakeven $210.10 Implied vol 82.5% Delta 0.325 ≈32% ITM Gamma 0.01 Theta -0.314 Vega 0.155 Open interest 700 Model this call Put · $202 In the money Last $28.10 Breakeven $173.90 Implied vol 71.1% Delta -0.71 ≈71% ITM Gamma 0.011 Theta -0.259 Vega 0.155 Open interest 340 Model this put
194	9	83.3%	0.309	$8.32	$25.20	-0.74	69.1%	60	195
Call · $204 Last $8.32 Breakeven $212.32 Implied vol 83.3% Delta 0.309 ≈31% ITM Gamma 0.01 Theta -0.31 Vega 0.156 Open interest 194 Model this call Put · $204 In the money Last $25.20 Breakeven $178.80 Implied vol 69.1% Delta -0.74 ≈74% ITM Gamma 0.011 Theta -0.241 Vega 0.156 Open interest 195 Model this put
436	33	87.5%	0.304	$7.35	$28.05	-0.762	68%	1	196
Call · $206 Last $7.35 Breakeven $213.35 Implied vol 87.5% Delta 0.304 ≈30% ITM Gamma 0.009 Theta -0.324 Vega 0.156 Open interest 436 Model this call Put · $206 In the money Last $28.05 Breakeven $177.95 Implied vol 68% Delta -0.762 ≈76% ITM Gamma 0.011 Theta -0.225 Vega 0.12 Open interest 196 Model this put
535	124	83.5%	0.273	$6.94	$31.24	-0.781	67.3%	3	167
Call · $208 Last $6.94 Breakeven $214.94 Implied vol 83.5% Delta 0.273 ≈27% ITM Gamma 0.009 Theta -0.296 Vega 0.157 Open interest 535 Model this call Put · $208 In the money Last $31.24 Breakeven $176.76 Implied vol 67.3% Delta -0.781 ≈78% ITM Gamma 0.01 Theta -0.21 Vega 0.12 Open interest 167 Model this put
952	14	84.9%	0.26	$6.15	$29.83	-0.791	69.1%	2	718
Call · $210 Last $6.15 Breakeven $216.15 Implied vol 84.9% Delta 0.26 ≈26% ITM Gamma 0.009 Theta -0.296 Vega 0.158 Open interest 952 Model this call Put · $210 In the money Last $29.83 Breakeven $180.17 Implied vol 69.1% Delta -0.791 ≈79% ITM Gamma 0.01 Theta -0.21 Vega 0.121 Open interest 718 Model this put
334	9	88.3%	0.256	$5.95	$33.90	-0.818	66.9%	1	337
Call · $212 Last $5.95 Breakeven $217.95 Implied vol 88.3% Delta 0.256 ≈26% ITM Gamma 0.009 Theta -0.305 Vega 0.121 Open interest 334 Model this call Put · $212 In the money Last $33.90 Breakeven $178.10 Implied vol 66.9% Delta -0.818 ≈82% ITM Gamma 0.009 Theta -0.187 Vega 0.121 Open interest 337 Model this put
367	21	85.9%	0.236	$5.20	$35.30	-0.826	68.7%	31	144
Call · $214 Last $5.20 Breakeven $219.20 Implied vol 85.9% Delta 0.236 ≈24% ITM Gamma 0.008 Theta -0.281 Vega 0.122 Open interest 367 Model this call Put · $214 In the money Last $35.30 Breakeven $178.70 Implied vol 68.7% Delta -0.826 ≈83% ITM Gamma 0.009 Theta -0.186 Vega 0.122 Open interest 144 Model this put
366	20	87.2%	0.227	$4.70	$35.00	-0.861	64.1%	1	192
Call · $216 Last $4.70 Breakeven $220.70 Implied vol 87.2% Delta 0.227 ≈23% ITM Gamma 0.008 Theta -0.279 Vega 0.122 Open interest 366 Model this call Put · $216 In the money Last $35.00 Breakeven $181.00 Implied vol 64.1% Delta -0.861 ≈86% ITM Gamma 0.008 Theta -0.151 Vega 0.082 Open interest 192 Model this put
665	15	87.3%	0.215	$4.20	$39.50	-0.883	61.4%	1	4.4k
Call · $218 Last $4.20 Breakeven $222.20 Implied vol 87.3% Delta 0.215 ≈21% ITM Gamma 0.008 Theta -0.269 Vega 0.123 Open interest 665 Model this call Put · $218 In the money Last $39.50 Breakeven $178.50 Implied vol 61.4% Delta -0.883 ≈88% ITM Gamma 0.007 Theta -0.126 Vega 0.082 Open interest 4.4k Model this put
1k	414	85.3%	0.195	$3.80	$37.03	-0.891	62.3%	3	602
Call · $220 Last $3.80 Breakeven $223.80 Implied vol 85.3% Delta 0.195 ≈19% ITM Gamma 0.008 Theta -0.248 Vega 0.123 Open interest 1k Model this call Put · $220 In the money Last $37.03 Breakeven $182.97 Implied vol 62.3% Delta -0.891 ≈89% ITM Gamma 0.007 Theta -0.121 Vega 0.082 Open interest 602 Model this put
348	83	86.6%	0.187	$3.60	$36.40	-0.943	52.1%	2	359
Call · $222 Last $3.60 Breakeven $225.60 Implied vol 86.6% Delta 0.187 ≈19% ITM Gamma 0.007 Theta -0.246 Vega 0.124 Open interest 348 Model this call Put · $222 In the money Last $36.40 Breakeven $185.60 Implied vol 52.1% Delta -0.943 ≈94% ITM Gamma 0.005 Theta -0.062 Vega 0.048 Open interest 359 Model this put
181	43	82.8%	0.159	$3.10	$37.30	—	—	2	173
Call · $224 Last $3.10 Breakeven $227.10 Implied vol 82.8% Delta 0.159 ≈16% ITM Gamma 0.007 Theta -0.214 Vega 0.125 Open interest 181 Model this call Put · $224 In the money Last $37.30 Breakeven $186.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 173 Model this put
365	21	88.7%	0.169	$3.50	$56.90	—	—	54	417
Call · $226 Last $3.50 Breakeven $229.50 Implied vol 88.7% Delta 0.169 ≈17% ITM Gamma 0.007 Theta -0.238 Vega 0.125 Open interest 365 Model this call Put · $226 In the money Last $56.90 Breakeven $169.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 417 Model this put
331	1	87.8%	0.154	$3.00	$45.50	—	—	1	158
Call · $228 Last $3.00 Breakeven $231.00 Implied vol 87.8% Delta 0.154 ≈15% ITM Gamma 0.006 Theta -0.223 Vega 0.084 Open interest 331 Model this call Put · $228 In the money Last $45.50 Breakeven $182.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 158 Model this put
769	330	82%	0.128	$2.50	$46.60	—	—	1	985
Call · $230 Last $2.50 Breakeven $232.50 Implied vol 82% Delta 0.128 ≈13% ITM Gamma 0.006 Theta -0.182 Vega 0.084 Open interest 769 Model this call Put · $230 In the money Last $46.60 Breakeven $183.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 985 Model this put
407	48	86.7%	0.134	$2.53	$50.00	—	—	3	1k
Call · $232 Last $2.53 Breakeven $234.53 Implied vol 86.7% Delta 0.134 ≈13% ITM Gamma 0.006 Theta -0.198 Vega 0.084 Open interest 407 Model this call Put · $232 In the money Last $50.00 Breakeven $182.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1k Model this put
372	11	87.5%	0.128	$2.25	$55.30	—	—	3	1.8k
Call · $234 Last $2.25 Breakeven $236.25 Implied vol 87.5% Delta 0.128 ≈13% ITM Gamma 0.006 Theta -0.194 Vega 0.085 Open interest 372 Model this call Put · $234 In the money Last $55.30 Breakeven $178.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.8k Model this put
311	7	87.9%	0.121	$2.05	$35.30	—	—	13	76
Call · $236 Last $2.05 Breakeven $238.05 Implied vol 87.9% Delta 0.121 ≈12% ITM Gamma 0.005 Theta -0.187 Vega 0.085 Open interest 311 Model this call Put · $236 In the money Last $35.30 Breakeven $200.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 76 Model this put
240	1	84.9%	0.103	$1.95	$37.00	—	—	1	149
Call · $238 Last $1.95 Breakeven $239.95 Implied vol 84.9% Delta 0.103 ≈10% ITM Gamma 0.005 Theta -0.161 Vega 0.086 Open interest 240 Model this call Put · $238 In the money Last $37.00 Breakeven $201.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 149 Model this put
4.3k	365	85.1%	0.095	$1.75	$54.42	—	—	7	603
Call · $240 Last $1.75 Breakeven $241.75 Implied vol 85.1% Delta 0.095 ≈10% ITM Gamma 0.005 Theta -0.153 Vega 0.086 Open interest 4.3k Model this call Put · $240 In the money Last $54.42 Breakeven $185.58 Implied vol — Delta — Gamma — Theta — Vega — Open interest 603 Model this put
240	1	89.9%	0.104	$1.65	$39.50	—	—	18	89
Call · $242 Last $1.65 Breakeven $243.65 Implied vol 89.9% Delta 0.104 ≈10% ITM Gamma 0.005 Theta -0.171 Vega 0.086 Open interest 240 Model this call Put · $242 In the money Last $39.50 Breakeven $202.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 89 Model this put
354	65	86.3%	0.083	$1.50	$54.50	—	—	1	155
Call · $244 Last $1.50 Breakeven $245.50 Implied vol 86.3% Delta 0.083 ≈8% ITM Gamma 0.004 Theta -0.141 Vega 0.087 Open interest 354 Model this call Put · $244 In the money Last $54.50 Breakeven $189.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 155 Model this put
659	5	88.8%	0.084	$1.25	$37.45	—	—	3	157
Call · $246 Last $1.25 Breakeven $247.25 Implied vol 88.8% Delta 0.084 ≈8% ITM Gamma 0.004 Theta -0.146 Vega 0.087 Open interest 659 Model this call Put · $246 In the money Last $37.45 Breakeven $208.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 157 Model this put
453	3	87.8%	0.076	$1.28	$65.62	—	—	1	454
Call · $248 Last $1.28 Breakeven $249.28 Implied vol 87.8% Delta 0.076 ≈8% ITM Gamma 0.004 Theta -0.134 Vega 0.051 Open interest 453 Model this call Put · $248 In the money Last $65.62 Breakeven $182.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 454 Model this put
1.4k	90	88.3%	0.073	$1.26	$69.92	—	—	3	320
Call · $250 Last $1.26 Breakeven $251.26 Implied vol 88.3% Delta 0.073 ≈7% ITM Gamma 0.004 Theta -0.13 Vega 0.051 Open interest 1.4k Model this call Put · $250 In the money Last $69.92 Breakeven $180.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 320 Model this put
1.5k	9	87.7%	0.049	$0.75	$75.40	—	—	5	1k
Call · $260 Last $0.75 Breakeven $260.75 Implied vol 87.7% Delta 0.049 ≈5% ITM Gamma 0.003 Theta -0.094 Vega 0.052 Open interest 1.5k Model this call Put · $260 In the money Last $75.40 Breakeven $184.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1k Model this put
4.1k	24	97.1%	0.05	$0.80	$83.77	—	—	2	183
Call · $270 Last $0.80 Breakeven $270.80 Implied vol 97.1% Delta 0.05 ≈5% ITM Gamma 0.002 Theta -0.106 Vega 0.053 Open interest 4.1k Model this call Put · $270 In the money Last $83.77 Breakeven $186.23 Implied vol — Delta — Gamma — Theta — Vega — Open interest 183 Model this put
1.5k	13	95.7%	0.033	$0.38	$96.10	—	—	1	242
Call · $280 Last $0.38 Breakeven $280.38 Implied vol 95.7% Delta 0.033 ≈3% ITM Gamma 0.002 Theta -0.074 Vega 0.027 Open interest 1.5k Model this call Put · $280 In the money Last $96.10 Breakeven $183.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 242 Model this put
822	10	97.9%	0.026	$0.30	$100.70	—	—	7	90
Call · $290 Last $0.30 Breakeven $290.30 Implied vol 97.9% Delta 0.026 ≈3% ITM Gamma 0.001 Theta -0.063 Vega 0.027 Open interest 822 Model this call Put · $290 In the money Last $100.70 Breakeven $189.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 90 Model this put
1.6k	16	136.5%	0.078	$0.19	$101.99	—	—	15	6
Call · $300 Last $0.19 Breakeven $300.19 Implied vol 136.5% Delta 0.078 ≈8% ITM Gamma 0.003 Theta -0.211 Vega 0.055 Open interest 1.6k Model this call Put · $300 In the money Last $101.99 Breakeven $198.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this put
502	14	109.3%	0.024	$0.20	$125.00	—	—	577	15
Call · $310 Last $0.20 Breakeven $310.20 Implied vol 109.3% Delta 0.024 ≈2% ITM Gamma 0.001 Theta -0.065 Vega 0.028 Open interest 502 Model this call Put · $310 In the money Last $125.00 Breakeven $185.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 15 Model this put
1.1k	42	121.7%	0.032	$0.10	$107.00	—	—	6	0
Call · $320 Last $0.10 Breakeven $320.10 Implied vol 121.7% Delta 0.032 ≈3% ITM Gamma 0.001 Theta -0.091 Vega 0.029 Open interest 1.1k Model this call Put · $320 In the money Last $107.00 Breakeven $213.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
471	10	111.5%	0.014	$0.10	$54.60	—	—	33	0
Call · $330 Last $0.10 Breakeven $330.10 Implied vol 111.5% Delta 0.014 ≈1% ITM Gamma 0.001 Theta -0.042 Vega 0.012 Open interest 471 Model this call Put · $330 In the money Last $54.60 Breakeven $275.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
242	33	124.3%	0.021	$0.21	$89.60	—	—	10	0
Call · $340 Last $0.21 Breakeven $340.21 Implied vol 124.3% Delta 0.021 ≈2% ITM Gamma 0.001 Theta -0.065 Vega 0.029 Open interest 242 Model this call Put · $340 In the money Last $89.60 Breakeven $250.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
380	6	134.3%	0.026	$0.05	$91.30	—	—	15	0
Call · $350 Last $0.05 Breakeven $350.05 Implied vol 134.3% Delta 0.026 ≈3% ITM Gamma 0.001 Theta -0.085 Vega 0.03 Open interest 380 Model this call Put · $350 In the money Last $91.30 Breakeven $258.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
324	78	111.2%	0.005	$0.05	$93.20	—	—	20	0
Call · $360 Last $0.05 Breakeven $360.05 Implied vol 111.2% Delta 0.005 ≈1% ITM Gamma 0 Theta -0.018 Vega 0.005 Open interest 324 Model this call Put · $360 In the money Last $93.20 Breakeven $266.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
112	2	185%	0.077	$0.94	—	—	—	—	0
Call · $370 Last $0.94 Breakeven $370.94 Implied vol 185% Delta 0.077 ≈8% ITM Gamma 0.002 Theta -0.281 Vega 0.061 Open interest 112 Model this call Put · $370 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
94	1	157.1%	0.033	$2.25	—	—	—	—	0
Call · $380 Last $2.25 Breakeven $382.25 Implied vol 157.1% Delta 0.033 ≈3% ITM Gamma 0.001 Theta -0.123 Vega 0.031 Open interest 94 Model this call Put · $380 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1.3k	1	194.1%	0.073	$0.05	$99.30	—	—	34	0
Call · $390 Last $0.05 Breakeven $390.05 Implied vol 194.1% Delta 0.073 ≈7% ITM Gamma 0.002 Theta -0.282 Vega 0.062 Open interest 1.3k Model this call Put · $390 In the money Last $99.30 Breakeven $290.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
207	12	224%	0.104	$0.04	—	—	—	—	0
Call · $400 Last $0.04 Breakeven $400.04 Implied vol 224% Delta 0.104 ≈10% ITM Gamma 0.002 Theta -0.431 Vega 0.062 Open interest 207 Model this call Put · $400 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
113	1	206.6%	0.075	$1.38	—	—	—	—	0
Call · $410 Last $1.38 Breakeven $411.38 Implied vol 206.6% Delta 0.075 ≈7% ITM Gamma 0.002 Theta -0.307 Vega 0.063 Open interest 113 Model this call Put · $410 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	10	162.9%	0.02	$0.20	—	—	—	—	0
Call · $420 Last $0.20 Breakeven $420.20 Implied vol 162.9% Delta 0.02 ≈2% ITM Gamma 0.001 Theta -0.082 Vega 0.032 Open interest 11 Model this call Put · $420 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
33	20	150.7%	0.011	$0.25	—	—	—	—	0
Call · $430 Last $0.25 Breakeven $430.25 Implied vol 150.7% Delta 0.011 ≈1% ITM Gamma 0 Theta -0.045 Vega 0.014 Open interest 33 Model this call Put · $430 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
79	8	164.7%	0.016	$0.05	—	—	—	—	0
Call · $440 Last $0.05 Breakeven $440.05 Implied vol 164.7% Delta 0.016 ≈2% ITM Gamma 0.001 Theta -0.071 Vega 0.014 Open interest 79 Model this call Put · $440 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $102 In the money

Last: $73.05
Breakeven: $175.05
Implied vol: 168%
Delta: 0.953 ≈95% ITM
Gamma: 0.001
Theta: -0.167
Vega: 0.053
Open interest: 30

Model this call

Put · $102

Last: $0.20
Breakeven: $101.80
Implied vol: 113.2%
Delta: -0.01 ≈1% ITM
Gamma: 0.001
Theta: -0.031
Vega: 0.016
Open interest: 1.9k

Model this put

Call · $104 In the money

Last: $71.15
Breakeven: $175.15
Implied vol: 164.8%
Delta: 0.95 ≈95% ITM
Gamma: 0.001
Theta: -0.172
Vega: 0.055
Open interest: 20

Model this call

Put · $104

Last: $0.58
Breakeven: $103.42
Implied vol: 131.8%
Delta: -0.024 ≈2% ITM
Gamma: 0.001
Theta: -0.079
Vega: 0.033
Open interest: 66

Model this put

Call · $106 In the money

Last: —
Breakeven: —
Implied vol: 160.8%
Delta: 0.948 ≈95% ITM
Gamma: 0.002
Theta: -0.174
Vega: 0.056
Open interest: 50

Model this call

Put · $106

Last: $0.69
Breakeven: $105.31
Implied vol: 125.4%
Delta: -0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.071
Vega: 0.033
Open interest: 149

Model this put

Call · $108 In the money

Last: —
Breakeven: —
Implied vol: 155.1%
Delta: 0.947 ≈95% ITM
Gamma: 0.002
Theta: -0.169
Vega: 0.056
Open interest: 20

Model this call

Put · $108

Last: $0.20
Breakeven: $107.80
Implied vol: 167.4%
Delta: -0.065 ≈6% ITM
Gamma: 0.002
Theta: -0.224
Vega: 0.057
Open interest: 121

Model this put

Call · $110 In the money

Last: $84.40
Breakeven: $194.40
Implied vol: 153.8%
Delta: 0.942 ≈94% ITM
Gamma: 0.002
Theta: -0.181
Vega: 0.057
Open interest: 30

Model this call

Put · $110

Last: $0.20
Breakeven: $109.80
Implied vol: 118.3%
Delta: -0.025 ≈2% ITM
Gamma: 0.001
Theta: -0.073
Vega: 0.034
Open interest: 368

Model this put

Call · $112 In the money

Last: —
Breakeven: —
Implied vol: 148.3%
Delta: 0.941 ≈94% ITM
Gamma: 0.002
Theta: -0.176
Vega: 0.058
Open interest: 0

Model this call

Put · $112

Last: $0.42
Breakeven: $111.58
Implied vol: 118.1%
Delta: -0.029 ≈3% ITM
Gamma: 0.001
Theta: -0.084
Vega: 0.034
Open interest: 32

Model this put

Call · $114 In the money

Last: —
Breakeven: —
Implied vol: 146.2%
Delta: 0.936 ≈94% ITM
Gamma: 0.002
Theta: -0.184
Vega: 0.058
Open interest: 0

Model this call

Put · $114

Last: $0.35
Breakeven: $113.65
Implied vol: 116.5%
Delta: -0.033 ≈3% ITM
Gamma: 0.001
Theta: -0.09
Vega: 0.034
Open interest: 401

Model this put

Call · $116 In the money

Last: —
Breakeven: —
Implied vol: 157.8%
Delta: 0.918 ≈92% ITM
Gamma: 0.002
Theta: -0.245
Vega: 0.059
Open interest: 10

Model this call

Put · $116

Last: $0.52
Breakeven: $115.48
Implied vol: 112%
Delta: -0.033 ≈3% ITM
Gamma: 0.002
Theta: -0.087
Vega: 0.035
Open interest: 82

Model this put

Call · $118 In the money

Last: —
Breakeven: —
Implied vol: 142.2%
Delta: 0.927 ≈93% ITM
Gamma: 0.002
Theta: -0.201
Vega: 0.06
Open interest: 0

Model this call

Put · $118

Last: $0.45
Breakeven: $117.55
Implied vol: 97.9%
Delta: -0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.055
Vega: 0.018
Open interest: 49

Model this put

Call · $120 In the money

Last: $70.94
Breakeven: $190.94
Implied vol: 156.1%
Delta: 0.906 ≈91% ITM
Gamma: 0.003
Theta: -0.271
Vega: 0.06
Open interest: 20

Model this call

Put · $120

Last: $0.50
Breakeven: $119.50
Implied vol: 102.6%
Delta: -0.032 ≈3% ITM
Gamma: 0.002
Theta: -0.079
Vega: 0.035
Open interest: 309

Model this put

Call · $122 In the money

Last: $135.30
Breakeven: $257.30
Implied vol: 145.8%
Delta: 0.909 ≈91% ITM
Gamma: 0.003
Theta: -0.247
Vega: 0.061
Open interest: 40

Model this call

Put · $122

Last: $0.68
Breakeven: $121.32
Implied vol: 97.6%
Delta: -0.032 ≈3% ITM
Gamma: 0.002
Theta: -0.073
Vega: 0.036
Open interest: 12.3k

Model this put

Call · $124 In the money

Last: —
Breakeven: —
Implied vol: 128.3%
Delta: 0.921 ≈92% ITM
Gamma: 0.003
Theta: -0.192
Vega: 0.061
Open interest: 10

Model this call

Put · $124

Last: $0.82
Breakeven: $123.18
Implied vol: 111.6%
Delta: -0.054 ≈5% ITM
Gamma: 0.002
Theta: -0.132
Vega: 0.062
Open interest: 478

Model this put

Call · $125 In the money

Last: —
Breakeven: —
Implied vol: 127%
Delta: 0.918 ≈92% ITM
Gamma: 0.003
Theta: -0.195
Vega: 0.062
Open interest: 0

Model this call

Put · $125

Last: $0.87
Breakeven: $124.13
Implied vol: 92.4%
Delta: -0.033 ≈3% ITM
Gamma: 0.002
Theta: -0.073
Vega: 0.036
Open interest: 335

Model this put

Call · $126 In the money

Last: —
Breakeven: —
Implied vol: 126.6%
Delta: 0.915 ≈92% ITM
Gamma: 0.003
Theta: -0.201
Vega: 0.062
Open interest: 40

Model this call

Put · $126

Last: $0.80
Breakeven: $125.20
Implied vol: 129.7%
Delta: -0.088 ≈9% ITM
Gamma: 0.003
Theta: -0.221
Vega: 0.062
Open interest: 26

Model this put

Call · $128 In the money

Last: —
Breakeven: —
Implied vol: 125.6%
Delta: 0.908 ≈91% ITM
Gamma: 0.003
Theta: -0.212
Vega: 0.063
Open interest: 20

Model this call

Put · $128

Last: $1.30
Breakeven: $126.70
Implied vol: 106%
Delta: -0.062 ≈6% ITM
Gamma: 0.003
Theta: -0.138
Vega: 0.063
Open interest: 106

Model this put

Call · $130 In the money

Last: $57.30
Breakeven: $187.30
Implied vol: 127.8%
Delta: 0.898 ≈90% ITM
Gamma: 0.003
Theta: -0.237
Vega: 0.063
Open interest: 20

Model this call

Put · $130

Last: $1.04
Breakeven: $128.96
Implied vol: 98.6%
Delta: -0.058 ≈6% ITM
Gamma: 0.003
Theta: -0.122
Vega: 0.063
Open interest: 739

Model this put

Call · $132 In the money

Last: —
Breakeven: —
Implied vol: 132.1%
Delta: 0.881 ≈88% ITM
Gamma: 0.004
Theta: -0.271
Vega: 0.095
Open interest: 0

Model this call

Put · $132

Last: $1.20
Breakeven: $130.80
Implied vol: 94.7%
Delta: -0.06 ≈6% ITM
Gamma: 0.003
Theta: -0.12
Vega: 0.064
Open interest: 153

Model this put

Call · $134 In the money

Last: —
Breakeven: —
Implied vol: 118%
Delta: 0.893 ≈89% ITM
Gamma: 0.004
Theta: -0.226
Vega: 0.094
Open interest: 20

Model this call

Put · $134

Last: $1.43
Breakeven: $132.57
Implied vol: 93.7%
Delta: -0.068 ≈7% ITM
Gamma: 0.003
Theta: -0.13
Vega: 0.064
Open interest: 33

Model this put

Call · $135 In the money

Last: —
Breakeven: —
Implied vol: 128.7%
Delta: 0.87 ≈87% ITM
Gamma: 0.004
Theta: -0.281
Vega: 0.096
Open interest: 0

Model this call

Put · $135

Last: $1.90
Breakeven: $133.10
Implied vol: 93.3%
Delta: -0.072 ≈7% ITM
Gamma: 0.003
Theta: -0.136
Vega: 0.065
Open interest: 515

Model this put

Call · $136 In the money

Last: —
Breakeven: —
Implied vol: 129.5%
Delta: 0.863 ≈86% ITM
Gamma: 0.004
Theta: -0.293
Vega: 0.097
Open interest: 0

Model this call

Put · $136

Last: $1.65
Breakeven: $134.35
Implied vol: 91.1%
Delta: -0.072 ≈7% ITM
Gamma: 0.004
Theta: -0.133
Vega: 0.065
Open interest: 66

Model this put

Call · $138 In the money

Last: —
Breakeven: —
Implied vol: 125.9%
Delta: 0.857 ≈86% ITM
Gamma: 0.004
Theta: -0.293
Vega: 0.097
Open interest: 60

Model this call

Put · $138

Last: $2.00
Breakeven: $136.00
Implied vol: 87%
Delta: -0.074 ≈7% ITM
Gamma: 0.004
Theta: -0.13
Vega: 0.065
Open interest: 37

Model this put

Call · $140 In the money

Last: $47.00
Breakeven: $187.00
Implied vol: 123.4%
Delta: 0.85 ≈85% ITM
Gamma: 0.004
Theta: -0.298
Vega: 0.098
Open interest: 20

Model this call

Put · $140

Last: $1.70
Breakeven: $138.30
Implied vol: 94.4%
Delta: -0.099 ≈10% ITM
Gamma: 0.004
Theta: -0.176
Vega: 0.066
Open interest: 1.1k

Model this put

Call · $142 In the money

Last: —
Breakeven: —
Implied vol: 125.9%
Delta: 0.835 ≈83% ITM
Gamma: 0.005
Theta: -0.326
Vega: 0.099
Open interest: 10

Model this call

Put · $142

Last: $2.10
Breakeven: $139.90
Implied vol: 86.6%
Delta: -0.095 ≈10% ITM
Gamma: 0.005
Theta: -0.156
Vega: 0.066
Open interest: 637

Model this put

Call · $144 In the money

Last: —
Breakeven: —
Implied vol: 123.4%
Delta: 0.827 ≈83% ITM
Gamma: 0.005
Theta: -0.331
Vega: 0.1
Open interest: 10

Model this call

Put · $144

Last: $2.22
Breakeven: $141.78
Implied vol: 88.3%
Delta: -0.109 ≈11% ITM
Gamma: 0.005
Theta: -0.178
Vega: 0.067
Open interest: 272

Model this put

Call · $145 In the money

Last: $45.50
Breakeven: $190.50
Implied vol: 115.7%
Delta: 0.831 ≈83% ITM
Gamma: 0.005
Theta: -0.304
Vega: 0.1
Open interest: 31

Model this call

Put · $145

Last: $2.34
Breakeven: $142.66
Implied vol: 88.9%
Delta: -0.117 ≈12% ITM
Gamma: 0.005
Theta: -0.188
Vega: 0.101
Open interest: 106

Model this put

Call · $146 In the money

Last: —
Breakeven: —
Implied vol: 120.5%
Delta: 0.819 ≈82% ITM
Gamma: 0.005
Theta: -0.334
Vega: 0.1
Open interest: 0

Model this call

Put · $146

Last: $3.00
Breakeven: $143.00
Implied vol: 88.5%
Delta: -0.124 ≈12% ITM
Gamma: 0.005
Theta: -0.194
Vega: 0.101
Open interest: 244

Model this put

Call · $148 In the money

Last: $69.76
Breakeven: $217.76
Implied vol: 102.8%
Delta: 0.832 ≈83% ITM
Gamma: 0.006
Theta: -0.268
Vega: 0.101
Open interest: 5

Model this call

Put · $148

Last: $2.80
Breakeven: $145.20
Implied vol: 85.2%
Delta: -0.131 ≈13% ITM
Gamma: 0.006
Theta: -0.193
Vega: 0.102
Open interest: 352

Model this put

Call · $150 In the money

Last: $32.90
Breakeven: $182.90
Implied vol: 116.5%
Delta: 0.798 ≈80% ITM
Gamma: 0.006
Theta: -0.346
Vega: 0.133
Open interest: 70

Model this call

Put · $150

Last: $3.00
Breakeven: $147.00
Implied vol: 86.9%
Delta: -0.151 ≈15% ITM
Gamma: 0.006
Theta: -0.216
Vega: 0.102
Open interest: 1.3k

Model this put

Call · $152 In the money

Last: $28.31
Breakeven: $180.31
Implied vol: 110.2%
Delta: 0.792 ≈79% ITM
Gamma: 0.006
Theta: -0.332
Vega: 0.134
Open interest: 67

Model this call

Put · $152

Last: $3.30
Breakeven: $148.70
Implied vol: 83.8%
Delta: -0.159 ≈16% ITM
Gamma: 0.007
Theta: -0.216
Vega: 0.103
Open interest: 1.2k

Model this put

Call · $154 In the money

Last: $42.50
Breakeven: $196.50
Implied vol: 111.9%
Delta: 0.774 ≈77% ITM
Gamma: 0.006
Theta: -0.352
Vega: 0.135
Open interest: 50

Model this call

Put · $154

Last: $4.30
Breakeven: $149.70
Implied vol: 84.2%
Delta: -0.176 ≈18% ITM
Gamma: 0.007
Theta: -0.233
Vega: 0.104
Open interest: 244

Model this put

Call · $155 In the money

Last: $44.86
Breakeven: $199.86
Implied vol: 111.2%
Delta: 0.767 ≈77% ITM
Gamma: 0.006
Theta: -0.355
Vega: 0.135
Open interest: 4

Model this call

Put · $155

Last: $3.75
Breakeven: $151.25
Implied vol: 82.2%
Delta: -0.18 ≈18% ITM
Gamma: 0.008
Theta: -0.231
Vega: 0.104
Open interest: 280

Model this put

Call · $156 In the money

Last: $82.85
Breakeven: $238.85
Implied vol: 110.5%
Delta: 0.761 ≈76% ITM
Gamma: 0.007
Theta: -0.359
Vega: 0.136
Open interest: 33

Model this call

Put · $156

Last: $4.00
Breakeven: $152.00
Implied vol: 83.1%
Delta: -0.19 ≈19% ITM
Gamma: 0.008
Theta: -0.242
Vega: 0.104
Open interest: 419

Model this put

Call · $158 In the money

Last: $29.15
Breakeven: $187.15
Implied vol: 99.7%
Delta: 0.759 ≈76% ITM
Gamma: 0.007
Theta: -0.324
Vega: 0.137
Open interest: 70

Model this call

Put · $158

Last: $4.28
Breakeven: $153.72
Implied vol: 82%
Delta: -0.205 ≈21% ITM
Gamma: 0.008
Theta: -0.252
Vega: 0.137
Open interest: 253

Model this put

Call · $160 In the money

Last: $28.25
Breakeven: $188.25
Implied vol: 99.6%
Delta: 0.742 ≈74% ITM
Gamma: 0.008
Theta: -0.336
Vega: 0.138
Open interest: 126

Model this call

Put · $160

Last: $4.99
Breakeven: $155.01
Implied vol: 82%
Delta: -0.226 ≈23% ITM
Gamma: 0.009
Theta: -0.263
Vega: 0.138
Open interest: 694

Model this put

Call · $162 In the money

Last: $38.35
Breakeven: $200.35
Implied vol: 98.7%
Delta: 0.726 ≈73% ITM
Gamma: 0.008
Theta: -0.345
Vega: 0.139
Open interest: 15

Model this call

Put · $162

Last: $6.40
Breakeven: $155.60
Implied vol: 78.7%
Delta: -0.24 ≈24% ITM
Gamma: 0.009
Theta: -0.261
Vega: 0.139
Open interest: 143

Model this put

Call · $164 In the money

Last: —
Breakeven: —
Implied vol: 97.8%
Delta: 0.71 ≈71% ITM
Gamma: 0.008
Theta: -0.353
Vega: 0.14
Open interest: 10

Model this call

Put · $164

Last: $5.69
Breakeven: $158.31
Implied vol: 79.4%
Delta: -0.263 ≈26% ITM
Gamma: 0.01
Theta: -0.276
Vega: 0.14
Open interest: 667

Model this put

Call · $165 In the money

Last: —
Breakeven: —
Implied vol: 96.5%
Delta: 0.702 ≈70% ITM
Gamma: 0.009
Theta: -0.354
Vega: 0.14
Open interest: 0

Model this call

Put · $165

Last: $6.60
Breakeven: $158.40
Implied vol: 82.1%
Delta: -0.278 ≈28% ITM
Gamma: 0.01
Theta: -0.294
Vega: 0.14
Open interest: 705

Model this put

Call · $166 In the money

Last: $22.30
Breakeven: $188.30
Implied vol: 96.3%
Delta: 0.694 ≈69% ITM
Gamma: 0.009
Theta: -0.359
Vega: 0.141
Open interest: 10

Model this call

Put · $166

Last: $6.24
Breakeven: $159.76
Implied vol: 76.2%
Delta: -0.279 ≈28% ITM
Gamma: 0.01
Theta: -0.273
Vega: 0.141
Open interest: 216

Model this put

Call · $168 In the money

Last: $18.85
Breakeven: $186.85
Implied vol: 95.1%
Delta: 0.676 ≈68% ITM
Gamma: 0.009
Theta: -0.363
Vega: 0.161
Open interest: 30

Model this call

Put · $168

Last: $6.98
Breakeven: $161.02
Implied vol: 80.8%
Delta: -0.307 ≈31% ITM
Gamma: 0.01
Theta: -0.306
Vega: 0.142
Open interest: 1k

Model this put

Call · $170 In the money

Last: $24.30
Breakeven: $194.30
Implied vol: 93.5%
Delta: 0.657 ≈66% ITM
Gamma: 0.009
Theta: -0.363
Vega: 0.162
Open interest: 118

Model this call

Put · $170

Last: $7.99
Breakeven: $162.01
Implied vol: 82.7%
Delta: -0.331 ≈33% ITM
Gamma: 0.01
Theta: -0.323
Vega: 0.163
Open interest: 2.4k

Model this put

Call · $172 In the money

Last: $22.00
Breakeven: $194.00
Implied vol: 93.3%
Delta: 0.638 ≈64% ITM
Gamma: 0.009
Theta: -0.368
Vega: 0.163
Open interest: 64

Model this call

Put · $172

Last: $9.00
Breakeven: $163.00
Implied vol: 85.2%
Delta: -0.356 ≈36% ITM
Gamma: 0.01
Theta: -0.339
Vega: 0.164
Open interest: 2.1k

Model this put

Call · $174 In the money

Last: $20.46
Breakeven: $194.46
Implied vol: 91.5%
Delta: 0.618 ≈62% ITM
Gamma: 0.01
Theta: -0.367
Vega: 0.164
Open interest: 130

Model this call

Put · $174

Last: $9.10
Breakeven: $164.90
Implied vol: 76.8%
Delta: -0.373 ≈37% ITM
Gamma: 0.012
Theta: -0.31
Vega: 0.165
Open interest: 1.7k

Model this put

Call · $175 In the money

Last: $21.86
Breakeven: $196.86
Implied vol: 91%
Delta: 0.608 ≈61% ITM
Gamma: 0.01
Theta: -0.368
Vega: 0.165
Open interest: 444

Model this call

Put · $175

Last: $9.95
Breakeven: $165.05
Implied vol: 76.1%
Delta: -0.384 ≈38% ITM
Gamma: 0.012
Theta: -0.31
Vega: 0.165
Open interest: 727

Model this put

Call · $176 In the money

Last: $20.33
Breakeven: $196.33
Implied vol: 90.6%
Delta: 0.598 ≈60% ITM
Gamma: 0.01
Theta: -0.369
Vega: 0.165
Open interest: 128

Model this call

Put · $176

Last: $10.00
Breakeven: $166.00
Implied vol: 77.3%
Delta: -0.397 ≈40% ITM
Gamma: 0.012
Theta: -0.317
Vega: 0.166
Open interest: 716

Model this put

Call · $178 In the money

Last: $19.50
Breakeven: $197.50
Implied vol: 90.9%
Delta: 0.577 ≈58% ITM
Gamma: 0.01
Theta: -0.376
Vega: 0.166
Open interest: 44

Model this call

Put · $178

Last: $10.22
Breakeven: $167.78
Implied vol: 74.4%
Delta: -0.421 ≈42% ITM
Gamma: 0.012
Theta: -0.311
Vega: 0.167
Open interest: 527

Model this put

Call · $180 In the money

Last: $18.29
Breakeven: $198.29
Implied vol: 90.1%
Delta: 0.556 ≈56% ITM
Gamma: 0.01
Theta: -0.379
Vega: 0.167
Open interest: 175

Model this call

Put · $180

Last: $12.20
Breakeven: $167.80
Implied vol: 77.5%
Delta: -0.445 ≈45% ITM
Gamma: 0.012
Theta: -0.329
Vega: 0.167
Open interest: 1.8k

Model this put

Call · $182 In the money

Last: $17.30
Breakeven: $199.30
Implied vol: 91.2%
Delta: 0.536 ≈54% ITM
Gamma: 0.01
Theta: -0.388
Vega: 0.168
Open interest: 311

Model this call

Put · $182

Last: $12.50
Breakeven: $169.50
Implied vol: 75.2%
Delta: -0.471 ≈47% ITM
Gamma: 0.013
Theta: -0.323
Vega: 0.168
Open interest: 696

Model this put

Call · $184

Last: $16.34
Breakeven: $200.34
Implied vol: 89.2%
Delta: 0.515 ≈51% ITM
Gamma: 0.011
Theta: -0.378
Vega: 0.169
Open interest: 26

Model this call

Put · $184 In the money

Last: $13.30
Breakeven: $170.70
Implied vol: 71.8%
Delta: -0.498 ≈50% ITM
Gamma: 0.013
Theta: -0.307
Vega: 0.169
Open interest: 2.2k

Model this put

Call · $185

Last: $15.97
Breakeven: $200.97
Implied vol: 88.3%
Delta: 0.504 ≈50% ITM
Gamma: 0.011
Theta: -0.373
Vega: 0.169
Open interest: 66

Model this call

Put · $185 In the money

Last: $15.00
Breakeven: $170.00
Implied vol: 72.4%
Delta: -0.51 ≈51% ITM
Gamma: 0.013
Theta: -0.308
Vega: 0.17
Open interest: 796

Model this put

Call · $186

Last: $14.90
Breakeven: $200.90
Implied vol: 90.2%
Delta: 0.496 ≈50% ITM
Gamma: 0.01
Theta: -0.381
Vega: 0.17
Open interest: 55

Model this call

Put · $186 In the money

Last: $14.10
Breakeven: $171.90
Implied vol: 75.6%
Delta: -0.518 ≈52% ITM
Gamma: 0.012
Theta: -0.321
Vega: 0.17
Open interest: 459

Model this put

Call · $188

Last: $13.56
Breakeven: $201.56
Implied vol: 88.6%
Delta: 0.474 ≈47% ITM
Gamma: 0.011
Theta: -0.372
Vega: 0.171
Open interest: 330

Model this call

Put · $188 In the money

Last: $14.81
Breakeven: $173.19
Implied vol: 72.6%
Delta: -0.547 ≈55% ITM
Gamma: 0.013
Theta: -0.306
Vega: 0.171
Open interest: 177

Model this put

Call · $190

Last: $11.80
Breakeven: $201.80
Implied vol: 88.1%
Delta: 0.453 ≈45% ITM
Gamma: 0.011
Theta: -0.369
Vega: 0.172
Open interest: 612

Model this call

Put · $190 In the money

Last: $15.60
Breakeven: $174.40
Implied vol: 73.7%
Delta: -0.57 ≈57% ITM
Gamma: 0.013
Theta: -0.309
Vega: 0.172
Open interest: 1.1k

Model this put

Call · $192

Last: $12.34
Breakeven: $204.34
Implied vol: 87.4%
Delta: 0.431 ≈43% ITM
Gamma: 0.011
Theta: -0.364
Vega: 0.173
Open interest: 436

Model this call

Put · $192 In the money

Last: $17.60
Breakeven: $174.40
Implied vol: 75.3%
Delta: -0.591 ≈59% ITM
Gamma: 0.012
Theta: -0.314
Vega: 0.173
Open interest: 498

Model this put

Call · $194

Last: $8.40
Breakeven: $202.40
Implied vol: 87.2%
Delta: 0.41 ≈41% ITM
Gamma: 0.011
Theta: -0.362
Vega: 0.174
Open interest: 256

Model this call

Put · $194 In the money

Last: $17.01
Breakeven: $176.99
Implied vol: 76%
Delta: -0.613 ≈61% ITM
Gamma: 0.012
Theta: -0.314
Vega: 0.152
Open interest: 370

Model this put

Call · $195

Last: $10.90
Breakeven: $205.90
Implied vol: 88.6%
Delta: 0.402 ≈40% ITM
Gamma: 0.01
Theta: -0.367
Vega: 0.174
Open interest: 125

Model this call

Put · $195 In the money

Last: $21.39
Breakeven: $173.61
Implied vol: 75.1%
Delta: -0.625 ≈62% ITM
Gamma: 0.012
Theta: -0.306
Vega: 0.152
Open interest: 413

Model this put

Call · $196

Last: $11.01
Breakeven: $207.01
Implied vol: 88.1%
Delta: 0.391 ≈39% ITM
Gamma: 0.01
Theta: -0.363
Vega: 0.153
Open interest: 123

Model this call

Put · $196 In the money

Last: $20.85
Breakeven: $175.15
Implied vol: 71.9%
Delta: -0.643 ≈64% ITM
Gamma: 0.012
Theta: -0.286
Vega: 0.153
Open interest: 437

Model this put

Call · $198

Last: $10.01
Breakeven: $208.01
Implied vol: 88.5%
Delta: 0.375 ≈38% ITM
Gamma: 0.01
Theta: -0.358
Vega: 0.153
Open interest: 761

Model this call

Put · $198 In the money

Last: $20.00
Breakeven: $178.00
Implied vol: 72.1%
Delta: -0.664 ≈66% ITM
Gamma: 0.012
Theta: -0.279
Vega: 0.154
Open interest: 408

Model this put

Call · $200

Last: $7.70
Breakeven: $207.70
Implied vol: 84.7%
Delta: 0.349 ≈35% ITM
Gamma: 0.01
Theta: -0.332
Vega: 0.154
Open interest: 1.3k

Model this call

Put · $200 In the money

Last: $23.90
Breakeven: $176.10
Implied vol: 70.3%
Delta: -0.692 ≈69% ITM
Gamma: 0.012
Theta: -0.263
Vega: 0.154
Open interest: 1.7k

Model this put

Call · $202

Last: $8.10
Breakeven: $210.10
Implied vol: 82.5%
Delta: 0.325 ≈32% ITM
Gamma: 0.01
Theta: -0.314
Vega: 0.155
Open interest: 700

Model this call

Put · $202 In the money

Last: $28.10
Breakeven: $173.90
Implied vol: 71.1%
Delta: -0.71 ≈71% ITM
Gamma: 0.011
Theta: -0.259
Vega: 0.155
Open interest: 340

Model this put

Call · $204

Last: $8.32
Breakeven: $212.32
Implied vol: 83.3%
Delta: 0.309 ≈31% ITM
Gamma: 0.01
Theta: -0.31
Vega: 0.156
Open interest: 194

Model this call

Put · $204 In the money

Last: $25.20
Breakeven: $178.80
Implied vol: 69.1%
Delta: -0.74 ≈74% ITM
Gamma: 0.011
Theta: -0.241
Vega: 0.156
Open interest: 195

Model this put

Call · $206

Last: $7.35
Breakeven: $213.35
Implied vol: 87.5%
Delta: 0.304 ≈30% ITM
Gamma: 0.009
Theta: -0.324
Vega: 0.156
Open interest: 436

Model this call

Put · $206 In the money

Last: $28.05
Breakeven: $177.95
Implied vol: 68%
Delta: -0.762 ≈76% ITM
Gamma: 0.011
Theta: -0.225
Vega: 0.12
Open interest: 196

Model this put

Call · $208

Last: $6.94
Breakeven: $214.94
Implied vol: 83.5%
Delta: 0.273 ≈27% ITM
Gamma: 0.009
Theta: -0.296
Vega: 0.157
Open interest: 535

Model this call

Put · $208 In the money

Last: $31.24
Breakeven: $176.76
Implied vol: 67.3%
Delta: -0.781 ≈78% ITM
Gamma: 0.01
Theta: -0.21
Vega: 0.12
Open interest: 167

Model this put

Call · $210

Last: $6.15
Breakeven: $216.15
Implied vol: 84.9%
Delta: 0.26 ≈26% ITM
Gamma: 0.009
Theta: -0.296
Vega: 0.158
Open interest: 952

Model this call

Put · $210 In the money

Last: $29.83
Breakeven: $180.17
Implied vol: 69.1%
Delta: -0.791 ≈79% ITM
Gamma: 0.01
Theta: -0.21
Vega: 0.121
Open interest: 718

Model this put

Call · $212

Last: $5.95
Breakeven: $217.95
Implied vol: 88.3%
Delta: 0.256 ≈26% ITM
Gamma: 0.009
Theta: -0.305
Vega: 0.121
Open interest: 334

Model this call

Put · $212 In the money

Last: $33.90
Breakeven: $178.10
Implied vol: 66.9%
Delta: -0.818 ≈82% ITM
Gamma: 0.009
Theta: -0.187
Vega: 0.121
Open interest: 337

Model this put

Call · $214

Last: $5.20
Breakeven: $219.20
Implied vol: 85.9%
Delta: 0.236 ≈24% ITM
Gamma: 0.008
Theta: -0.281
Vega: 0.122
Open interest: 367

Model this call

Put · $214 In the money

Last: $35.30
Breakeven: $178.70
Implied vol: 68.7%
Delta: -0.826 ≈83% ITM
Gamma: 0.009
Theta: -0.186
Vega: 0.122
Open interest: 144

Model this put

Call · $216

Last: $4.70
Breakeven: $220.70
Implied vol: 87.2%
Delta: 0.227 ≈23% ITM
Gamma: 0.008
Theta: -0.279
Vega: 0.122
Open interest: 366

Model this call

Put · $216 In the money

Last: $35.00
Breakeven: $181.00
Implied vol: 64.1%
Delta: -0.861 ≈86% ITM
Gamma: 0.008
Theta: -0.151
Vega: 0.082
Open interest: 192

Model this put

Call · $218

Last: $4.20
Breakeven: $222.20
Implied vol: 87.3%
Delta: 0.215 ≈21% ITM
Gamma: 0.008
Theta: -0.269
Vega: 0.123
Open interest: 665

Model this call

Put · $218 In the money

Last: $39.50
Breakeven: $178.50
Implied vol: 61.4%
Delta: -0.883 ≈88% ITM
Gamma: 0.007
Theta: -0.126
Vega: 0.082
Open interest: 4.4k

Model this put

Call · $220

Last: $3.80
Breakeven: $223.80
Implied vol: 85.3%
Delta: 0.195 ≈19% ITM
Gamma: 0.008
Theta: -0.248
Vega: 0.123
Open interest: 1k

Model this call

Put · $220 In the money

Last: $37.03
Breakeven: $182.97
Implied vol: 62.3%
Delta: -0.891 ≈89% ITM
Gamma: 0.007
Theta: -0.121
Vega: 0.082
Open interest: 602

Model this put

Call · $222

Last: $3.60
Breakeven: $225.60
Implied vol: 86.6%
Delta: 0.187 ≈19% ITM
Gamma: 0.007
Theta: -0.246
Vega: 0.124
Open interest: 348

Model this call

Put · $222 In the money

Last: $36.40
Breakeven: $185.60
Implied vol: 52.1%
Delta: -0.943 ≈94% ITM
Gamma: 0.005
Theta: -0.062
Vega: 0.048
Open interest: 359

Model this put

Call · $224

Last: $3.10
Breakeven: $227.10
Implied vol: 82.8%
Delta: 0.159 ≈16% ITM
Gamma: 0.007
Theta: -0.214
Vega: 0.125
Open interest: 181

Model this call

Put · $224 In the money

Last: $37.30
Breakeven: $186.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 173

Model this put

Call · $226

Last: $3.50
Breakeven: $229.50
Implied vol: 88.7%
Delta: 0.169 ≈17% ITM
Gamma: 0.007
Theta: -0.238
Vega: 0.125
Open interest: 365

Model this call

Put · $226 In the money

Last: $56.90
Breakeven: $169.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 417

Model this put

Call · $228

Last: $3.00
Breakeven: $231.00
Implied vol: 87.8%
Delta: 0.154 ≈15% ITM
Gamma: 0.006
Theta: -0.223
Vega: 0.084
Open interest: 331

Model this call

Put · $228 In the money

Last: $45.50
Breakeven: $182.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 158

Model this put

Call · $230

Last: $2.50
Breakeven: $232.50
Implied vol: 82%
Delta: 0.128 ≈13% ITM
Gamma: 0.006
Theta: -0.182
Vega: 0.084
Open interest: 769

Model this call

Put · $230 In the money

Last: $46.60
Breakeven: $183.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 985

Model this put

Call · $232

Last: $2.53
Breakeven: $234.53
Implied vol: 86.7%
Delta: 0.134 ≈13% ITM
Gamma: 0.006
Theta: -0.198
Vega: 0.084
Open interest: 407

Model this call

Put · $232 In the money

Last: $50.00
Breakeven: $182.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1k

Model this put

Call · $234

Last: $2.25
Breakeven: $236.25
Implied vol: 87.5%
Delta: 0.128 ≈13% ITM
Gamma: 0.006
Theta: -0.194
Vega: 0.085
Open interest: 372

Model this call

Put · $234 In the money

Last: $55.30
Breakeven: $178.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1.8k

Model this put

Call · $236

Last: $2.05
Breakeven: $238.05
Implied vol: 87.9%
Delta: 0.121 ≈12% ITM
Gamma: 0.005
Theta: -0.187
Vega: 0.085
Open interest: 311

Model this call

Put · $236 In the money

Last: $35.30
Breakeven: $200.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 76

Model this put

Call · $238

Last: $1.95
Breakeven: $239.95
Implied vol: 84.9%
Delta: 0.103 ≈10% ITM
Gamma: 0.005
Theta: -0.161
Vega: 0.086
Open interest: 240

Model this call

Put · $238 In the money

Last: $37.00
Breakeven: $201.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 149

Model this put

Call · $240

Last: $1.75
Breakeven: $241.75
Implied vol: 85.1%
Delta: 0.095 ≈10% ITM
Gamma: 0.005
Theta: -0.153
Vega: 0.086
Open interest: 4.3k

Model this call

Put · $240 In the money

Last: $54.42
Breakeven: $185.58
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 603

Model this put

Call · $242

Last: $1.65
Breakeven: $243.65
Implied vol: 89.9%
Delta: 0.104 ≈10% ITM
Gamma: 0.005
Theta: -0.171
Vega: 0.086
Open interest: 240

Model this call

Put · $242 In the money

Last: $39.50
Breakeven: $202.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 89

Model this put

Call · $244

Last: $1.50
Breakeven: $245.50
Implied vol: 86.3%
Delta: 0.083 ≈8% ITM
Gamma: 0.004
Theta: -0.141
Vega: 0.087
Open interest: 354

Model this call

Put · $244 In the money

Last: $54.50
Breakeven: $189.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 155

Model this put

Call · $246

Last: $1.25
Breakeven: $247.25
Implied vol: 88.8%
Delta: 0.084 ≈8% ITM
Gamma: 0.004
Theta: -0.146
Vega: 0.087
Open interest: 659

Model this call

Put · $246 In the money

Last: $37.45
Breakeven: $208.55
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 157

Model this put

Call · $248

Last: $1.28
Breakeven: $249.28
Implied vol: 87.8%
Delta: 0.076 ≈8% ITM
Gamma: 0.004
Theta: -0.134
Vega: 0.051
Open interest: 453

Model this call

Put · $248 In the money

Last: $65.62
Breakeven: $182.38
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 454

Model this put

Call · $250

Last: $1.26
Breakeven: $251.26
Implied vol: 88.3%
Delta: 0.073 ≈7% ITM
Gamma: 0.004
Theta: -0.13
Vega: 0.051
Open interest: 1.4k

Model this call

Put · $250 In the money

Last: $69.92
Breakeven: $180.08
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 320

Model this put

Call · $260

Last: $0.75
Breakeven: $260.75
Implied vol: 87.7%
Delta: 0.049 ≈5% ITM
Gamma: 0.003
Theta: -0.094
Vega: 0.052
Open interest: 1.5k

Model this call

Put · $260 In the money

Last: $75.40
Breakeven: $184.60
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1k

Model this put

Call · $270

Last: $0.80
Breakeven: $270.80
Implied vol: 97.1%
Delta: 0.05 ≈5% ITM
Gamma: 0.002
Theta: -0.106
Vega: 0.053
Open interest: 4.1k

Model this call

Put · $270 In the money

Last: $83.77
Breakeven: $186.23
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 183

Model this put

Call · $280

Last: $0.38
Breakeven: $280.38
Implied vol: 95.7%
Delta: 0.033 ≈3% ITM
Gamma: 0.002
Theta: -0.074
Vega: 0.027
Open interest: 1.5k

Model this call

Put · $280 In the money

Last: $96.10
Breakeven: $183.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 242

Model this put

Call · $290

Last: $0.30
Breakeven: $290.30
Implied vol: 97.9%
Delta: 0.026 ≈3% ITM
Gamma: 0.001
Theta: -0.063
Vega: 0.027
Open interest: 822

Model this call

Put · $290 In the money

Last: $100.70
Breakeven: $189.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 90

Model this put

Call · $300

Last: $0.19
Breakeven: $300.19
Implied vol: 136.5%
Delta: 0.078 ≈8% ITM
Gamma: 0.003
Theta: -0.211
Vega: 0.055
Open interest: 1.6k

Model this call

Put · $300 In the money

Last: $101.99
Breakeven: $198.01
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this put

Call · $310

Last: $0.20
Breakeven: $310.20
Implied vol: 109.3%
Delta: 0.024 ≈2% ITM
Gamma: 0.001
Theta: -0.065
Vega: 0.028
Open interest: 502

Model this call

Put · $310 In the money

Last: $125.00
Breakeven: $185.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 15

Model this put

Call · $320

Last: $0.10
Breakeven: $320.10
Implied vol: 121.7%
Delta: 0.032 ≈3% ITM
Gamma: 0.001
Theta: -0.091
Vega: 0.029
Open interest: 1.1k

Model this call

Put · $320 In the money

Last: $107.00
Breakeven: $213.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $330

Last: $0.10
Breakeven: $330.10
Implied vol: 111.5%
Delta: 0.014 ≈1% ITM
Gamma: 0.001
Theta: -0.042
Vega: 0.012
Open interest: 471

Model this call

Put · $330 In the money

Last: $54.60
Breakeven: $275.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $340

Last: $0.21
Breakeven: $340.21
Implied vol: 124.3%
Delta: 0.021 ≈2% ITM
Gamma: 0.001
Theta: -0.065
Vega: 0.029
Open interest: 242

Model this call

Put · $340 In the money

Last: $89.60
Breakeven: $250.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $350

Last: $0.05
Breakeven: $350.05
Implied vol: 134.3%
Delta: 0.026 ≈3% ITM
Gamma: 0.001
Theta: -0.085
Vega: 0.03
Open interest: 380

Model this call

Put · $350 In the money

Last: $91.30
Breakeven: $258.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $360

Last: $0.05
Breakeven: $360.05
Implied vol: 111.2%
Delta: 0.005 ≈1% ITM
Gamma: 0
Theta: -0.018
Vega: 0.005
Open interest: 324

Model this call

Put · $360 In the money

Last: $93.20
Breakeven: $266.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $370

Last: $0.94
Breakeven: $370.94
Implied vol: 185%
Delta: 0.077 ≈8% ITM
Gamma: 0.002
Theta: -0.281
Vega: 0.061
Open interest: 112

Model this call

Put · $370 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $380

Last: $2.25
Breakeven: $382.25
Implied vol: 157.1%
Delta: 0.033 ≈3% ITM
Gamma: 0.001
Theta: -0.123
Vega: 0.031
Open interest: 94

Model this call

Put · $380 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $390

Last: $0.05
Breakeven: $390.05
Implied vol: 194.1%
Delta: 0.073 ≈7% ITM
Gamma: 0.002
Theta: -0.282
Vega: 0.062
Open interest: 1.3k

Model this call

Put · $390 In the money

Last: $99.30
Breakeven: $290.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $400

Last: $0.04
Breakeven: $400.04
Implied vol: 224%
Delta: 0.104 ≈10% ITM
Gamma: 0.002
Theta: -0.431
Vega: 0.062
Open interest: 207

Model this call

Put · $400 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $410

Last: $1.38
Breakeven: $411.38
Implied vol: 206.6%
Delta: 0.075 ≈7% ITM
Gamma: 0.002
Theta: -0.307
Vega: 0.063
Open interest: 113

Model this call

Put · $410 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $420

Last: $0.20
Breakeven: $420.20
Implied vol: 162.9%
Delta: 0.02 ≈2% ITM
Gamma: 0.001
Theta: -0.082
Vega: 0.032
Open interest: 11

Model this call

Put · $420 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $430

Last: $0.25
Breakeven: $430.25
Implied vol: 150.7%
Delta: 0.011 ≈1% ITM
Gamma: 0
Theta: -0.045
Vega: 0.014
Open interest: 33

Model this call

Put · $430 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $440

Last: $0.05
Breakeven: $440.05
Implied vol: 164.7%
Delta: 0.016 ≈2% ITM
Gamma: 0.001
Theta: -0.071
Vega: 0.014
Open interest: 79

Model this call

Put · $440 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

KLAC · Kla Corp

Options Chain

Positioning

Open interest by strike · near the money

Chain