LMND Stock — Lemonade, Inc.: Options Chain

Calls		Puts
0	—	301.3%	0.949	—	$0.04	-0.043	282.2%	1	5
Call · $35 In the money Last — Breakeven — Implied vol 301.3% Delta 0.949 ≈95% ITM Gamma 0.009 Theta -0.274 Vega 0.003 Open interest 0 Model this call Put · $35 Last $0.04 Breakeven $34.96 Implied vol 282.2% Delta -0.043 ≈4% ITM Gamma 0.008 Theta -0.219 Vega 0.003 Open interest 5 Model this put
6	1	238.8%	0.904	$22.05	$0.10	-0.028	158.4%	35	356
Call · $40 In the money Last $22.05 Breakeven $62.05 Implied vol 238.8% Delta 0.904 ≈90% ITM Gamma 0.018 Theta -0.353 Vega 0.006 Open interest 6 Model this call Put · $40 Last $0.10 Breakeven $39.90 Implied vol 158.4% Delta -0.028 ≈3% ITM Gamma 0.01 Theta -0.088 Vega 0.004 Open interest 356 Model this put
3	1	914%	0.712	$18.22	$0.25	-0.097	136.8%	7	19
Call · $44 In the money Last $18.22 Breakeven $62.22 Implied vol 914% Delta 0.712 ≈71% ITM Gamma 0.009 Theta -2.676 Vega 0.014 Open interest 3 Model this call Put · $44 Last $0.25 Breakeven $43.75 Implied vol 136.8% Delta -0.097 ≈10% ITM Gamma 0.031 Theta -0.201 Vega 0.007 Open interest 19 Model this put
1	1	893.8%	0.706	$17.62	$0.25	—	—	3	3
Call · $44.5 In the money Last $17.62 Breakeven $62.12 Implied vol 893.8% Delta 0.706 ≈71% ITM Gamma 0.009 Theta -2.645 Vega 0.014 Open interest 1 Model this call Put · $44.5 Last $0.25 Breakeven $44.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
4	3	78.3%	0.97	$17.31	$0.25	-0.103	117.1%	15	30
Call · $45 In the money Last $17.31 Breakeven $62.31 Implied vol 78.3% Delta 0.97 ≈97% ITM Gamma 0.021 Theta -0.05 Vega 0.004 Open interest 4 Model this call Put · $45 Last $0.25 Breakeven $44.75 Implied vol 117.1% Delta -0.103 ≈10% ITM Gamma 0.038 Theta -0.179 Vega 0.007 Open interest 30 Model this put
1	1	888.7%	0.694	$16.71	$0.19	-0.137	123.8%	1	5
Call · $45.5 In the money Last $16.71 Breakeven $62.21 Implied vol 888.7% Delta 0.694 ≈69% ITM Gamma 0.01 Theta -2.677 Vega 0.014 Open interest 1 Model this call Put · $45.5 Last $0.19 Breakeven $45.31 Implied vol 123.8% Delta -0.137 ≈14% ITM Gamma 0.044 Theta -0.233 Vega 0.01 Open interest 5 Model this put
2	3	886.2%	0.689	$15.34	$0.17	-0.197	145.9%	3	7
Call · $46 In the money Last $15.34 Breakeven $61.34 Implied vol 886.2% Delta 0.689 ≈69% ITM Gamma 0.01 Theta -2.692 Vega 0.015 Open interest 2 Model this call Put · $46 Last $0.17 Breakeven $45.83 Implied vol 145.9% Delta -0.197 ≈20% ITM Gamma 0.047 Theta -0.348 Vega 0.01 Open interest 7 Model this put
3	3	846.2%	0.679	$14.95	$1.03	-0.266	184.7%	5	14
Call · $46.5 In the money Last $14.95 Breakeven $61.45 Implied vol 846.2% Delta 0.679 ≈68% ITM Gamma 0.01 Theta -2.604 Vega 0.015 Open interest 3 Model this call Put · $46.5 Last $1.03 Breakeven $45.47 Implied vol 184.7% Delta -0.266 ≈27% ITM Gamma 0.044 Theta -0.517 Vega 0.014 Open interest 14 Model this put
4	1	128.4%	0.772	$2.55	$0.24	-0.121	78.8%	5	45
Call · $47 In the money Last $2.55 Breakeven $49.55 Implied vol 128.4% Delta 0.772 ≈77% ITM Gamma 0.058 Theta -0.338 Vega 0.014 Open interest 4 Model this call Put · $47 Last $0.24 Breakeven $46.76 Implied vol 78.8% Delta -0.121 ≈12% ITM Gamma 0.063 Theta -0.137 Vega 0.007 Open interest 45 Model this put
1	1	111.7%	0.766	$15.38	$0.25	-0.171	82.3%	4	2
Call · $47.5 In the money Last $15.38 Breakeven $62.88 Implied vol 111.7% Delta 0.766 ≈77% ITM Gamma 0.068 Theta -0.299 Vega 0.014 Open interest 1 Model this call Put · $47.5 Last $0.25 Breakeven $47.25 Implied vol 82.3% Delta -0.171 ≈17% ITM Gamma 0.076 Theta -0.178 Vega 0.011 Open interest 2 Model this put
1	1	113.3%	0.725	$2.05	$1.75	-0.329	170%	1	30
Call · $48 In the money Last $2.05 Breakeven $50.05 Implied vol 113.3% Delta 0.725 ≈73% ITM Gamma 0.072 Theta -0.327 Vega 0.014 Open interest 1 Model this call Put · $48 Last $1.75 Breakeven $46.25 Implied vol 170% Delta -0.329 ≈33% ITM Gamma 0.053 Theta -0.534 Vega 0.014 Open interest 30 Model this put
0	1	125.6%	0.674	$1.80	$2.00	-0.309	110.2%	4	55
Call · $48.5 In the money Last $1.80 Breakeven $50.30 Implied vol 125.6% Delta 0.674 ≈67% ITM Gamma 0.071 Theta -0.395 Vega 0.014 Open interest 0 Model this call Put · $48.5 Last $2.00 Breakeven $46.50 Implied vol 110.2% Delta -0.309 ≈31% ITM Gamma 0.079 Theta -0.333 Vega 0.014 Open interest 55 Model this put
0	5	142.5%	0.626	$3.17	$1.80	-0.239	54.6%	5	45
Call · $49 In the money Last $3.17 Breakeven $52.17 Implied vol 142.5% Delta 0.626 ≈63% ITM Gamma 0.065 Theta -0.467 Vega 0.016 Open interest 0 Model this call Put · $49 Last $1.80 Breakeven $47.20 Implied vol 54.6% Delta -0.239 ≈24% ITM Gamma 0.14 Theta -0.145 Vega 0.014 Open interest 45 Model this put
0	—	725.5%	0.629	—	$0.40	-0.264	40.4%	1	51
Call · $49.5 In the money Last — Breakeven — Implied vol 725.5% Delta 0.629 ≈63% ITM Gamma 0.013 Theta -2.379 Vega 0.015 Open interest 0 Model this call Put · $49.5 Last $0.40 Breakeven $49.10 Implied vol 40.4% Delta -0.264 ≈26% ITM Gamma 0.198 Theta -0.112 Vega 0.014 Open interest 51 Model this put
Underlying $49.73
5	1	753.1%	0.626	$12.45	$0.45	-0.44	123.2%	150	228
Call · $50 Last $12.45 Breakeven $62.45 Implied vol 753.1% Delta 0.626 ≈63% ITM Gamma 0.012 Theta -2.483 Vega 0.015 Open interest 5 Model this call Put · $50 In the money Last $0.45 Breakeven $49.55 Implied vol 123.2% Delta -0.44 ≈44% ITM Gamma 0.079 Theta -0.415 Vega 0.016 Open interest 228 Model this put
1	10	732.6%	0.611	$2.03	$2.42	-0.728	19.5%	10	99
Call · $51 Last $2.03 Breakeven $53.03 Implied vol 732.6% Delta 0.611 ≈61% ITM Gamma 0.013 Theta -2.445 Vega 0.016 Open interest 1 Model this call Put · $51 In the money Last $2.42 Breakeven $48.58 Implied vol 19.5% Delta -0.728 ≈73% ITM Gamma 0.424 Theta -0.052 Vega 0.014 Open interest 99 Model this put
0	—	144.6%	0.426	—	$1.35	-0.587	131.6%	1	1k
Call · $52 Last — Breakeven — Implied vol 144.6% Delta 0.426 ≈43% ITM Gamma 0.067 Theta -0.488 Vega 0.016 Open interest 0 Model this call Put · $52 In the money Last $1.35 Breakeven $50.65 Implied vol 131.6% Delta -0.587 ≈59% ITM Gamma 0.073 Theta -0.438 Vega 0.017 Open interest 1k Model this put
15	15	628.4%	0.565	$9.80	$3.58	—	—	20	138
Call · $53 Last $9.80 Breakeven $62.80 Implied vol 628.4% Delta 0.565 ≈57% ITM Gamma 0.015 Theta -2.131 Vega 0.016 Open interest 15 Model this call Put · $53 In the money Last $3.58 Breakeven $49.42 Implied vol — Delta — Gamma — Theta — Vega — Open interest 138 Model this put
13	1	87.1%	0.183	$0.45	$5.90	—	—	1	163
Call · $54 Last $0.45 Breakeven $54.45 Implied vol 87.1% Delta 0.183 ≈18% ITM Gamma 0.074 Theta -0.198 Vega 0.011 Open interest 13 Model this call Put · $54 In the money Last $5.90 Breakeven $48.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 163 Model this put
101	1	604.7%	0.53	$7.45	$5.01	—	—	6	1.4k
Call · $55 Last $7.45 Breakeven $62.45 Implied vol 604.7% Delta 0.53 ≈53% ITM Gamma 0.016 Theta -2.062 Vega 0.016 Open interest 101 Model this call Put · $55 In the money Last $5.01 Breakeven $49.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.4k Model this put
4	4	579.7%	0.508	$8.20	$1.85	—	—	31	201
Call · $56 Last $8.20 Breakeven $64.20 Implied vol 579.7% Delta 0.508 ≈51% ITM Gamma 0.017 Theta -1.983 Vega 0.017 Open interest 4 Model this call Put · $56 In the money Last $1.85 Breakeven $54.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 201 Model this put
10	10	558.1%	0.485	$10.02	$2.05	—	—	6	52
Call · $57 Last $10.02 Breakeven $67.02 Implied vol 558.1% Delta 0.485 ≈48% ITM Gamma 0.017 Theta -1.913 Vega 0.017 Open interest 10 Model this call Put · $57 In the money Last $2.05 Breakeven $54.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 52 Model this put
25	6	542.9%	0.463	$5.51	$2.25	—	—	101	166
Call · $58 Last $5.51 Breakeven $63.51 Implied vol 542.9% Delta 0.463 ≈46% ITM Gamma 0.018 Theta -1.863 Vega 0.017 Open interest 25 Model this call Put · $58 In the money Last $2.25 Breakeven $55.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 166 Model this put
3	1	530.8%	0.441	$20.51	$2.93	—	—	18	46
Call · $59 Last $20.51 Breakeven $79.51 Implied vol 530.8% Delta 0.441 ≈44% ITM Gamma 0.018 Theta -1.823 Vega 0.017 Open interest 3 Model this call Put · $59 In the money Last $2.93 Breakeven $56.07 Implied vol — Delta — Gamma — Theta — Vega — Open interest 46 Model this put
156	1	237.2%	0.214	$0.05	$9.19	-0.969	113.8%	20	461
Call · $60 Last $0.05 Breakeven $60.05 Implied vol 237.2% Delta 0.214 ≈21% ITM Gamma 0.03 Theta -0.591 Vega 0.012 Open interest 156 Model this call Put · $60 In the money Last $9.19 Breakeven $50.81 Implied vol 113.8% Delta -0.969 ≈97% ITM Gamma 0.016 Theta -0.066 Vega 0.002 Open interest 461 Model this put
88	29	482.6%	0.389	$4.31	$4.20	-0.903	170.6%	30	63
Call · $61 Last $4.31 Breakeven $65.31 Implied vol 482.6% Delta 0.389 ≈39% ITM Gamma 0.019 Theta -1.59 Vega 0.015 Open interest 88 Model this call Put · $61 In the money Last $4.20 Breakeven $56.80 Implied vol 170.6% Delta -0.903 ≈90% ITM Gamma 0.025 Theta -0.246 Vega 0.008 Open interest 63 Model this put
115	12	481.2%	0.373	$3.90	$13.74	-0.889	194.1%	1	58
Call · $62 Last $3.90 Breakeven $65.90 Implied vol 481.2% Delta 0.373 ≈37% ITM Gamma 0.019 Theta -1.561 Vega 0.015 Open interest 115 Model this call Put · $62 In the money Last $13.74 Breakeven $48.26 Implied vol 194.1% Delta -0.889 ≈89% ITM Gamma 0.024 Theta -0.308 Vega 0.008 Open interest 58 Model this put
290	6	446.2%	0.335	$0.80	$11.80	—	—	1	78
Call · $63 Last $0.80 Breakeven $63.80 Implied vol 446.2% Delta 0.335 ≈34% ITM Gamma 0.02 Theta -1.394 Vega 0.016 Open interest 290 Model this call Put · $63 In the money Last $11.80 Breakeven $51.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 78 Model this put
86	17	440.4%	0.314	$3.00	$5.60	—	—	25	55
Call · $64 Last $3.00 Breakeven $67.00 Implied vol 440.4% Delta 0.314 ≈31% ITM Gamma 0.02 Theta -1.345 Vega 0.016 Open interest 86 Model this call Put · $64 In the money Last $5.60 Breakeven $58.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 55 Model this put
188	1	423.5%	0.284	$0.75	$6.59	—	—	2	144
Call · $65 Last $0.75 Breakeven $65.75 Implied vol 423.5% Delta 0.284 ≈28% ITM Gamma 0.02 Theta -1.249 Vega 0.012 Open interest 188 Model this call Put · $65 In the money Last $6.59 Breakeven $58.41 Implied vol — Delta — Gamma — Theta — Vega — Open interest 144 Model this put
108	2	422.6%	0.271	$0.03	$7.06	-0.977	161.9%	10	312
Call · $66 Last $0.03 Breakeven $66.03 Implied vol 422.6% Delta 0.271 ≈27% ITM Gamma 0.019 Theta -1.209 Vega 0.012 Open interest 108 Model this call Put · $66 In the money Last $7.06 Breakeven $58.94 Implied vol 161.9% Delta -0.977 ≈98% ITM Gamma 0.008 Theta -0.071 Vega 0.002 Open interest 312 Model this put
141	3	411.6%	0.25	$1.06	$7.65	—	—	2	89
Call · $67 Last $1.06 Breakeven $68.06 Implied vol 411.6% Delta 0.25 ≈25% ITM Gamma 0.019 Theta -1.122 Vega 0.012 Open interest 141 Model this call Put · $67 In the money Last $7.65 Breakeven $59.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 89 Model this put
81	5	384.8%	0.214	$0.05	$8.79	-0.979	177%	5	22
Call · $68 Last $0.05 Breakeven $68.05 Implied vol 384.8% Delta 0.214 ≈21% ITM Gamma 0.018 Theta -0.959 Vega 0.012 Open interest 81 Model this call Put · $68 In the money Last $8.79 Breakeven $59.21 Implied vol 177% Delta -0.979 ≈98% ITM Gamma 0.007 Theta -0.073 Vega 0.002 Open interest 22 Model this put
139	3	386.1%	0.201	$1.09	$9.59	—	—	1	116
Call · $69 Last $1.09 Breakeven $70.09 Implied vol 386.1% Delta 0.201 ≈20% ITM Gamma 0.018 Theta -0.929 Vega 0.013 Open interest 139 Model this call Put · $69 In the money Last $9.59 Breakeven $59.41 Implied vol — Delta — Gamma — Theta — Vega — Open interest 116 Model this put
380	4	377.6%	0.179	$0.05	$10.33	—	—	23	128
Call · $70 Last $0.05 Breakeven $70.05 Implied vol 377.6% Delta 0.179 ≈18% ITM Gamma 0.017 Theta -0.851 Vega 0.013 Open interest 380 Model this call Put · $70 In the money Last $10.33 Breakeven $59.67 Implied vol — Delta — Gamma — Theta — Vega — Open interest 128 Model this put
216	22	383%	0.17	$1.40	$11.99	-1	0.1%	2	3
Call · $71 Last $1.40 Breakeven $72.40 Implied vol 383% Delta 0.17 ≈17% ITM Gamma 0.016 Theta -0.84 Vega 0.013 Open interest 216 Model this call Put · $71 In the money Last $11.99 Breakeven $59.01 Implied vol 0.1% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 3 Model this put
247	47	369.1%	0.15	$1.00	$6.87	—	—	2	0
Call · $72 Last $1.00 Breakeven $73.00 Implied vol 369.1% Delta 0.15 ≈15% ITM Gamma 0.015 Theta -0.74 Vega 0.009 Open interest 247 Model this call Put · $72 In the money Last $6.87 Breakeven $65.13 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
46	16	354.8%	0.129	$0.71	$8.83	—	—	1	6
Call · $73 Last $0.71 Breakeven $73.71 Implied vol 354.8% Delta 0.129 ≈13% ITM Gamma 0.014 Theta -0.637 Vega 0.009 Open interest 46 Model this call Put · $73 In the money Last $8.83 Breakeven $64.17 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this put
107	42	355%	0.119	$0.70	$14.90	—	—	1	12
Call · $74 Last $0.70 Breakeven $74.70 Implied vol 355% Delta 0.119 ≈12% ITM Gamma 0.014 Theta -0.602 Vega 0.009 Open interest 107 Model this call Put · $74 In the money Last $14.90 Breakeven $59.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this put
921	1	352.4%	0.107	$0.05	$13.50	-0.982	226.4%	2	25
Call · $75 Last $0.05 Breakeven $75.05 Implied vol 352.4% Delta 0.107 ≈11% ITM Gamma 0.013 Theta -0.554 Vega 0.009 Open interest 921 Model this call Put · $75 In the money Last $13.50 Breakeven $61.50 Implied vol 226.4% Delta -0.982 ≈98% ITM Gamma 0.005 Theta -0.079 Vega 0.002 Open interest 25 Model this put
54	1	355.5%	0.1	$0.20	$5.20	—	—	16	6
Call · $76 Last $0.20 Breakeven $76.20 Implied vol 355.5% Delta 0.1 ≈10% ITM Gamma 0.012 Theta -0.534 Vega 0.009 Open interest 54 Model this call Put · $76 In the money Last $5.20 Breakeven $70.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this put
1.1k	3	358.6%	0.093	$0.47	$7.30	—	—	10	0
Call · $77 Last $0.47 Breakeven $77.47 Implied vol 358.6% Delta 0.093 ≈9% ITM Gamma 0.011 Theta -0.514 Vega 0.009 Open interest 1.1k Model this call Put · $77 In the money Last $7.30 Breakeven $69.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
48	4	349.2%	0.08	$0.10	$6.22	—	—	2	1
Call · $78 Last $0.10 Breakeven $78.10 Implied vol 349.2% Delta 0.08 ≈8% ITM Gamma 0.01 Theta -0.447 Vega 0.005 Open interest 48 Model this call Put · $78 In the money Last $6.22 Breakeven $71.78 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
27	20	425.8%	0.132	$0.70	$6.77	—	—	2	1
Call · $79 Last $0.70 Breakeven $79.70 Implied vol 425.8% Delta 0.132 ≈13% ITM Gamma 0.012 Theta -0.775 Vega 0.009 Open interest 27 Model this call Put · $79 In the money Last $6.77 Breakeven $72.23 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
532	4	329.8%	0.056	$0.02	$18.00	—	—	1	10
Call · $80 Last $0.02 Breakeven $80.02 Implied vol 329.8% Delta 0.056 ≈6% ITM Gamma 0.008 Theta -0.316 Vega 0.005 Open interest 532 Model this call Put · $80 In the money Last $18.00 Breakeven $62.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this put
17	1	389%	0.087	$0.25	—	-1	0.1%	—	0
Call · $81 Last $0.25 Breakeven $81.25 Implied vol 389% Delta 0.087 ≈9% ITM Gamma 0.01 Theta -0.533 Vega 0.005 Open interest 17 Model this call Put · $81 In the money Last — Breakeven — Implied vol 0.1% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
19	9	348.5%	0.057	$0.75	—	—	—	—	0
Call · $82 Last $0.75 Breakeven $82.75 Implied vol 348.5% Delta 0.057 ≈6% ITM Gamma 0.008 Theta -0.341 Vega 0.005 Open interest 19 Model this call Put · $82 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	2	479.6%	0.141	$0.24	—	-0.985	276.3%	—	0
Call · $83 Last $0.24 Breakeven $83.24 Implied vol 479.6% Delta 0.141 ≈14% ITM Gamma 0.011 Theta -0.913 Vega 0.009 Open interest 5 Model this call Put · $83 In the money Last — Breakeven — Implied vol 276.3% Delta -0.985 ≈99% ITM Gamma 0.004 Theta -0.085 Vega 0.001 Open interest 0 Model this put
7	2	394.7%	0.076	$0.05	—	-0.923	397.3%	—	0
Call · $84 Last $0.05 Breakeven $84.05 Implied vol 394.7% Delta 0.076 ≈8% ITM Gamma 0.009 Theta -0.482 Vega 0.005 Open interest 7 Model this call Put · $84 In the money Last — Breakeven — Implied vol 397.3% Delta -0.923 ≈92% ITM Gamma 0.009 Theta -0.485 Vega 0.005 Open interest 0 Model this put
219	2	313.5%	0.027	$0.02	$19.34	—	—	10	21
Call · $85 Last $0.02 Breakeven $85.02 Implied vol 313.5% Delta 0.027 ≈3% ITM Gamma 0.005 Theta -0.165 Vega 0.003 Open interest 219 Model this call Put · $85 In the money Last $19.34 Breakeven $65.66 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 Model this put
21	18	328.5%	0.031	$0.14	—	—	—	—	0
Call · $86 Last $0.14 Breakeven $86.14 Implied vol 328.5% Delta 0.031 ≈3% ITM Gamma 0.005 Theta -0.192 Vega 0.003 Open interest 21 Model this call Put · $86 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
8	8	418.6%	0.076	$0.88	—	—	—	—	0
Call · $87 Last $0.88 Breakeven $87.88 Implied vol 418.6% Delta 0.076 ≈8% ITM Gamma 0.008 Theta -0.509 Vega 0.005 Open interest 8 Model this call Put · $87 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	476.9%	0.104	$0.20	—	-0.986	301.7%	—	0
Call · $88 Last $0.20 Breakeven $88.20 Implied vol 476.9% Delta 0.104 ≈10% ITM Gamma 0.009 Theta -0.742 Vega 0.009 Open interest 1 Model this call Put · $88 In the money Last — Breakeven — Implied vol 301.7% Delta -0.986 ≈99% ITM Gamma 0.003 Theta -0.087 Vega 0.001 Open interest 0 Model this put
9	1	431.1%	0.074	$0.27	—	-0.969	349.7%	—	0
Call · $89 Last $0.27 Breakeven $89.27 Implied vol 431.1% Delta 0.074 ≈7% ITM Gamma 0.008 Theta -0.515 Vega 0.005 Open interest 9 Model this call Put · $89 In the money Last — Breakeven — Implied vol 349.7% Delta -0.969 ≈97% ITM Gamma 0.005 Theta -0.2 Vega 0.003 Open interest 0 Model this put
249	21	414.6%	0.06	$0.10	$14.10	—	—	2	2
Call · $90 Last $0.10 Breakeven $90.10 Implied vol 414.6% Delta 0.06 ≈6% ITM Gamma 0.007 Theta -0.42 Vega 0.006 Open interest 249 Model this call Put · $90 In the money Last $14.10 Breakeven $75.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
0	—	504.1%	0.105	—	$29.31	—	—	2	2
Call · $91 Last — Breakeven — Implied vol 504.1% Delta 0.105 ≈11% ITM Gamma 0.009 Theta -0.79 Vega 0.01 Open interest 0 Model this call Put · $91 In the money Last $29.31 Breakeven $61.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
33	1	444.9%	0.057	$0.05	—	—	—	—	0
Call · $95 Last $0.05 Breakeven $95.05 Implied vol 444.9% Delta 0.057 ≈6% ITM Gamma 0.006 Theta -0.433 Vega 0.006 Open interest 33 Model this call Put · $95 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
18	1	593.6%	0.117	$0.07	—	—	—	—	0
Call · $100 Last $0.07 Breakeven $100.07 Implied vol 593.6% Delta 0.117 ≈12% ITM Gamma 0.008 Theta -1.001 Vega 0.01 Open interest 18 Model this call Put · $100 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
21	1	509.4%	0.057	$0.05	—	-0.968	447.7%	—	0
Call · $105 Last $0.05 Breakeven $105.05 Implied vol 509.4% Delta 0.057 ≈6% ITM Gamma 0.005 Theta -0.497 Vega 0.006 Open interest 21 Model this call Put · $105 In the money Last — Breakeven — Implied vol 447.7% Delta -0.968 ≈97% ITM Gamma 0.004 Theta -0.268 Vega 0.003 Open interest 0 Model this put
20	20	457.1%	0.027	$0.05	—	-0.989	398.9%	—	0
Call · $110 Last $0.05 Breakeven $110.05 Implied vol 457.1% Delta 0.027 ≈3% ITM Gamma 0.003 Theta -0.239 Vega 0.003 Open interest 20 Model this call Put · $110 In the money Last — Breakeven — Implied vol 398.9% Delta -0.989 ≈99% ITM Gamma 0.002 Theta -0.093 Vega 0.001 Open interest 0 Model this put
61	14	427.7%	0.013	$0.05	—	-1	0.1%	—	0
Call · $115 Last $0.05 Breakeven $115.05 Implied vol 427.7% Delta 0.013 ≈1% ITM Gamma 0.002 Theta -0.122 Vega 0.001 Open interest 61 Model this call Put · $115 In the money Last — Breakeven — Implied vol 0.1% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put