5
1
458.1%
0.874
$4.56
8.5
$0.02
-0.07
327.5%
20
18
Call · $8.5
In the money
Last $4.56
Breakeven $13.06
Implied vol 458.1%
Delta 0.874 ≈87% ITM
Gamma 0.042
Theta -0.188
Vega 0.002
Open interest 5
Model this call
Put · $8.5
Last $0.02
Breakeven $8.48
Implied vol 327.5%
Delta -0.07 ≈7% ITM
Gamma 0.039
Theta -0.087
Vega 0.002
Open interest 18
Model this put
3
1
326.9%
0.9
$3.25
9
$0.05
-0.028
204.9%
13
5
Call · $9
In the money
Last $3.25
Breakeven $12.25
Implied vol 326.9%
Delta 0.9 ≈90% ITM
Gamma 0.051
Theta -0.116
Vega 0.002
Open interest 3
Model this call
Put · $9
Last $0.05
Breakeven $8.95
Implied vol 204.9%
Delta -0.028 ≈3% ITM
Gamma 0.029
Theta -0.026
Vega 0.001
Open interest 5
Model this put
3
4
200.5%
0.906
$2.74
10
$0.03
-0.06
169.3%
12
2.2k
Call · $10
In the money
Last $2.74
Breakeven $12.74
Implied vol 200.5%
Delta 0.906 ≈91% ITM
Gamma 0.079
Theta -0.067
Vega 0.002
Open interest 3
Model this call
Put · $10
Last $0.03
Breakeven $9.97
Implied vol 169.3%
Delta -0.06 ≈6% ITM
Gamma 0.067
Theta -0.04
Vega 0.002
Open interest 2.2k
Model this put
3
2
113.7%
0.958
$2.23
10.5
$0.07
-0.068
133.5%
6
75
Call · $10.5
In the money
Last $2.23
Breakeven $12.73
Implied vol 113.7%
Delta 0.958 ≈96% ITM
Gamma 0.075
Theta -0.021
Vega 0.001
Open interest 3
Model this call
Put · $10.5
Last $0.07
Breakeven $10.43
Implied vol 133.5%
Delta -0.068 ≈7% ITM
Gamma 0.093
Theta -0.035
Vega 0.002
Open interest 75
Model this put
4
5
166.8%
0.813
$1.55
11
$0.12
-0.141
133.9%
699
1.4k
Call · $11
In the money
Last $1.55
Breakeven $12.55
Implied vol 166.8%
Delta 0.813 ≈81% ITM
Gamma 0.153
Theta -0.09
Vega 0.003
Open interest 4
Model this call
Put · $11
Last $0.12
Breakeven $10.88
Implied vol 133.9%
Delta -0.141 ≈14% ITM
Gamma 0.158
Theta -0.059
Vega 0.003
Open interest 1.4k
Model this put
5
4
138.9%
0.747
$1.22
11.5
$0.20
-0.241
129.9%
245
635
Call · $11.5
In the money
Last $1.22
Breakeven $12.72
Implied vol 138.9%
Delta 0.747 ≈75% ITM
Gamma 0.218
Theta -0.089
Vega 0.004
Open interest 5
Model this call
Put · $11.5
Last $0.20
Breakeven $11.30
Implied vol 129.9%
Delta -0.241 ≈24% ITM
Gamma 0.227
Theta -0.08
Vega 0.004
Open interest 635
Model this put
104
97
128.2%
0.628
$0.75
12
$0.36
-0.371
126.5%
342
2k
Call · $12
In the money
Last $0.75
Breakeven $12.75
Implied vol 128.2%
Delta 0.628 ≈63% ITM
Gamma 0.28
Theta -0.097
Vega 0.004
Open interest 104
Model this call
Put · $12
Last $0.36
Breakeven $11.64
Implied vol 126.5%
Delta -0.371 ≈37% ITM
Gamma 0.284
Theta -0.095
Vega 0.004
Open interest 2k
Model this put
Underlying $12.37
86
444
125.9%
0.482
$0.44
12.5
$0.65
-0.519
124.2%
211
675
Call · $12.5
Last $0.44
Breakeven $12.94
Implied vol 125.9%
Delta 0.482 ≈48% ITM
Gamma 0.301
Theta -0.1
Vega 0.004
Open interest 86
Model this call
Put · $12.5
In the money
Last $0.65
Breakeven $11.85
Implied vol 124.2%
Delta -0.519 ≈52% ITM
Gamma 0.305
Theta -0.098
Vega 0.004
Open interest 675
Model this put
849
416
123.2%
0.338
$0.30
13
$0.89
-0.676
114.8%
48
639
Call · $13
Last $0.30
Breakeven $13.30
Implied vol 123.2%
Delta 0.338 ≈34% ITM
Gamma 0.281
Theta -0.09
Vega 0.004
Open interest 849
Model this call
Put · $13
In the money
Last $0.89
Breakeven $12.11
Implied vol 114.8%
Delta -0.676 ≈68% ITM
Gamma 0.297
Theta -0.081
Vega 0.004
Open interest 639
Model this put
533
316
122.3%
0.217
$0.15
13.5
$1.30
-0.792
118.2%
13
156
Call · $13.5
Last $0.15
Breakeven $13.65
Implied vol 122.3%
Delta 0.217 ≈22% ITM
Gamma 0.228
Theta -0.071
Vega 0.003
Open interest 533
Model this call
Put · $13.5
In the money
Last $1.30
Breakeven $12.20
Implied vol 118.2%
Delta -0.792 ≈79% ITM
Gamma 0.23
Theta -0.066
Vega 0.003
Open interest 156
Model this put
1.2k
587
121.9%
0.128
$0.08
14
$1.77
—
—
76
785
Call · $14
Last $0.08
Breakeven $14.08
Implied vol 121.9%
Delta 0.128 ≈13% ITM
Gamma 0.162
Theta -0.051
Vega 0.002
Open interest 1.2k
Model this call
Put · $14
In the money
Last $1.77
Breakeven $12.23
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 785
Model this put
1.1k
299
123.2%
0.071
$0.04
14.5
$2.10
-0.905
135.9%
4
80
Call · $14.5
Last $0.04
Breakeven $14.54
Implied vol 123.2%
Delta 0.071 ≈7% ITM
Gamma 0.105
Theta -0.033
Vega 0.001
Open interest 1.1k
Model this call
Put · $14.5
In the money
Last $2.10
Breakeven $12.40
Implied vol 135.9%
Delta -0.905 ≈91% ITM
Gamma 0.118
Theta -0.044
Vega 0.002
Open interest 80
Model this put
1.2k
367
129.2%
0.045
$0.02
15
$2.74
—
—
31
413
Call · $15
Last $0.02
Breakeven $15.02
Implied vol 129.2%
Delta 0.045 ≈4% ITM
Gamma 0.069
Theta -0.024
Vega 0.001
Open interest 1.2k
Model this call
Put · $15
In the money
Last $2.74
Breakeven $12.26
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 413
Model this put
1.1k
88
142.6%
0.034
$0.01
15.5
$2.99
—
—
3
8
Call · $15.5
Last $0.01
Breakeven $15.51
Implied vol 142.6%
Delta 0.034 ≈3% ITM
Gamma 0.051
Theta -0.022
Vega 0.001
Open interest 1.1k
Model this call
Put · $15.5
In the money
Last $2.99
Breakeven $12.51
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this put
687
55
149.5%
0.025
$0.02
16
$3.56
—
—
7
109
Call · $16
Last $0.02
Breakeven $16.02
Implied vol 149.5%
Delta 0.025 ≈3% ITM
Gamma 0.037
Theta -0.017
Vega 0.001
Open interest 687
Model this call
Put · $16
In the money
Last $3.56
Breakeven $12.44
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 109
Model this put
283
13
231.8%
0.085
$0.01
16.5
$4.22
—
—
5
13
Call · $16.5
Last $0.01
Breakeven $16.51
Implied vol 231.8%
Delta 0.085 ≈9% ITM
Gamma 0.064
Theta -0.072
Vega 0.002
Open interest 283
Model this call
Put · $16.5
In the money
Last $4.22
Breakeven $12.28
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 13
Model this put
733
156
178.2%
0.022
$0.02
17
$4.50
—
—
21
453
Call · $17
Last $0.02
Breakeven $17.02
Implied vol 178.2%
Delta 0.022 ≈2% ITM
Gamma 0.027
Theta -0.018
Vega 0.001
Open interest 733
Model this call
Put · $17
In the money
Last $4.50
Breakeven $12.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 453
Model this put
606
10
199.7%
0.026
$0.01
17.5
$4.39
—
—
14
9
Call · $17.5
Last $0.01
Breakeven $17.51
Implied vol 199.7%
Delta 0.026 ≈3% ITM
Gamma 0.028
Theta -0.023
Vega 0.001
Open interest 606
Model this call
Put · $17.5
In the money
Last $4.39
Breakeven $13.11
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this put
343
5
212.9%
0.024
$0.04
18
$5.50
—
—
4
99
Call · $18
Last $0.04
Breakeven $18.04
Implied vol 212.9%
Delta 0.024 ≈2% ITM
Gamma 0.025
Theta -0.024
Vega 0.001
Open interest 343
Model this call
Put · $18
In the money
Last $5.50
Breakeven $12.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 99
Model this put
39
1
248.4%
0.035
$0.02
18.5
$4.39
—
—
1
1
Call · $18.5
Last $0.02
Breakeven $18.52
Implied vol 248.4%
Delta 0.035 ≈4% ITM
Gamma 0.03
Theta -0.038
Vega 0.001
Open interest 39
Model this call
Put · $18.5
In the money
Last $4.39
Breakeven $14.11
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
336
267
245.9%
0.026
$0.02
19
$6.68
-0.889
364.8%
4
67
Call · $19
Last $0.02
Breakeven $19.02
Implied vol 245.9%
Delta 0.026 ≈3% ITM
Gamma 0.023
Theta -0.029
Vega 0.001
Open interest 336
Model this call
Put · $19
In the money
Last $6.68
Breakeven $12.32
Implied vol 364.8%
Delta -0.889 ≈89% ITM
Gamma 0.049
Theta -0.135
Vega 0.002
Open interest 67
Model this put
61
1
258%
0.025
$0.14
19.5
$6.23
—
—
1
0
Call · $19.5
Last $0.14
Breakeven $19.64
Implied vol 258%
Delta 0.025 ≈3% ITM
Gamma 0.021
Theta -0.03
Vega 0.001
Open interest 61
Model this call
Put · $19.5
In the money
Last $6.23
Breakeven $13.27
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
784
3
269.9%
0.024
$0.01
20
$7.44
—
—
4
53
Call · $20
Last $0.01
Breakeven $20.01
Implied vol 269.9%
Delta 0.024 ≈2% ITM
Gamma 0.02
Theta -0.03
Vega 0.001
Open interest 784
Model this call
Put · $20
In the money
Last $7.44
Breakeven $12.56
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 53
Model this put
1
1
326.6%
0.046
$0.24
20.5
$7.92
—
—
4
3
Call · $20.5
Last $0.24
Breakeven $20.74
Implied vol 326.6%
Delta 0.046 ≈5% ITM
Gamma 0.028
Theta -0.062
Vega 0.001
Open interest 1
Model this call
Put · $20.5
In the money
Last $7.92
Breakeven $12.58
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
153
1
360.9%
0.06
$0.01
21
$7.88
—
—
12
57
Call · $21
Last $0.01
Breakeven $21.01
Implied vol 360.9%
Delta 0.06 ≈6% ITM
Gamma 0.031
Theta -0.084
Vega 0.001
Open interest 153
Model this call
Put · $21
In the money
Last $7.88
Breakeven $13.12
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 57
Model this put
4
2
369.9%
0.056
$0.02
21.5
$8.42
—
—
2
1
Call · $21.5
Last $0.02
Breakeven $21.52
Implied vol 369.9%
Delta 0.056 ≈6% ITM
Gamma 0.028
Theta -0.082
Vega 0.001
Open interest 4
Model this call
Put · $21.5
In the money
Last $8.42
Breakeven $13.08
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
532
2
368.2%
0.045
$0.07
22
$8.15
—
—
1
37
Call · $22
Last $0.07
Breakeven $22.07
Implied vol 368.2%
Delta 0.045 ≈4% ITM
Gamma 0.024
Theta -0.069
Vega 0.001
Open interest 532
Model this call
Put · $22
In the money
Last $8.15
Breakeven $13.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 37
Model this put
81
1
383.8%
0.046
$0.03
22.5
$9.27
—
—
1
1
Call · $22.5
Last $0.03
Breakeven $22.53
Implied vol 383.8%
Delta 0.046 ≈5% ITM
Gamma 0.024
Theta -0.074
Vega 0.001
Open interest 81
Model this call
Put · $22.5
In the money
Last $9.27
Breakeven $13.23
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
148
1
369.4%
0.035
$0.01
23
$9.75
—
—
2
19
Call · $23
Last $0.01
Breakeven $23.01
Implied vol 369.4%
Delta 0.035 ≈4% ITM
Gamma 0.02
Theta -0.056
Vega 0.001
Open interest 148
Model this call
Put · $23
In the money
Last $9.75
Breakeven $13.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 19
Model this put
6
2
454.6%
0.073
$0.12
23.5
$11.18
—
—
2
0
Call · $23.5
Last $0.12
Breakeven $23.62
Implied vol 454.6%
Delta 0.073 ≈7% ITM
Gamma 0.029
Theta -0.124
Vega 0.001
Open interest 6
Model this call
Put · $23.5
In the money
Last $11.18
Breakeven $12.32
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
137
2
532.3%
0.107
$0.03
24
$11.59
—
—
1
1
Call · $24
Last $0.03
Breakeven $24.03
Implied vol 532.3%
Delta 0.107 ≈11% ITM
Gamma 0.033
Theta -0.195
Vega 0.003
Open interest 137
Model this call
Put · $24
In the money
Last $11.59
Breakeven $12.41
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
15
1
404.7%
0.035
$0.05
24.5
$11.54
-0.904
525.7%
2
24
Call · $24.5
Last $0.05
Breakeven $24.55
Implied vol 404.7%
Delta 0.035 ≈4% ITM
Gamma 0.018
Theta -0.062
Vega 0.001
Open interest 15
Model this call
Put · $24.5
In the money
Last $11.54
Breakeven $12.96
Implied vol 525.7%
Delta -0.904 ≈90% ITM
Gamma 0.031
Theta -0.176
Vega 0.001
Open interest 24
Model this put
386
1
407.3%
0.032
$0.01
25
$12.60
-0.931
486.1%
2
14
Call · $25
Last $0.01
Breakeven $25.01
Implied vol 407.3%
Delta 0.032 ≈3% ITM
Gamma 0.017
Theta -0.058
Vega 0.001
Open interest 386
Model this call
Put · $25
In the money
Last $12.60
Breakeven $12.40
Implied vol 486.1%
Delta -0.931 ≈93% ITM
Gamma 0.026
Theta -0.125
Vega 0.002
Open interest 14
Model this put
19
1
621.3%
0.138
$0.30
25.5
$12.38
—
—
1
2
Call · $25.5
Last $0.30
Breakeven $25.80
Implied vol 621.3%
Delta 0.138 ≈14% ITM
Gamma 0.033
Theta -0.27
Vega 0.003
Open interest 19
Model this call
Put · $25.5
In the money
Last $12.38
Breakeven $13.12
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
192
1
568.7%
0.098
$0.10
26
$13.10
-0.85
655.7%
3
4
Call · $26
Last $0.10
Breakeven $26.10
Implied vol 568.7%
Delta 0.098 ≈10% ITM
Gamma 0.029
Theta -0.196
Vega 0.002
Open interest 192
Model this call
Put · $26
In the money
Last $13.10
Breakeven $12.90
Implied vol 655.7%
Delta -0.85 ≈85% ITM
Gamma 0.033
Theta -0.299
Vega 0.003
Open interest 4
Model this put
113
2
459.4%
0.04
$0.08
26.5
$13.50
—
—
3
10
Call · $26.5
Last $0.08
Breakeven $26.58
Implied vol 459.4%
Delta 0.04 ≈4% ITM
Gamma 0.018
Theta -0.078
Vega 0.001
Open interest 113
Model this call
Put · $26.5
In the money
Last $13.50
Breakeven $13.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this put
65
1
455%
0.035
$0.01
27
$14.70
-0.918
558.3%
2
5
Call · $27
Last $0.01
Breakeven $27.01
Implied vol 455%
Delta 0.035 ≈3% ITM
Gamma 0.016
Theta -0.069
Vega 0.001
Open interest 65
Model this call
Put · $27
In the money
Last $14.70
Breakeven $12.30
Implied vol 558.3%
Delta -0.918 ≈92% ITM
Gamma 0.025
Theta -0.164
Vega 0.002
Open interest 5
Model this put
16
5
523.4%
0.058
$0.09
27.5
$14.27
-0.911
583.5%
7
6
Call · $27.5
Last $0.09
Breakeven $27.59
Implied vol 523.4%
Delta 0.058 ≈6% ITM
Gamma 0.021
Theta -0.119
Vega 0.002
Open interest 16
Model this call
Put · $27.5
In the money
Last $14.27
Breakeven $13.23
Implied vol 583.5%
Delta -0.911 ≈91% ITM
Gamma 0.026
Theta -0.182
Vega 0.002
Open interest 6
Model this put
32
1
529.8%
0.055
$0.09
28
$14.80
-0.965
476.6%
3
10
Call · $28
Last $0.09
Breakeven $28.09
Implied vol 529.8%
Delta 0.055 ≈6% ITM
Gamma 0.02
Theta -0.117
Vega 0.002
Open interest 32
Model this call
Put · $28
In the money
Last $14.80
Breakeven $13.20
Implied vol 476.6%
Delta -0.965 ≈96% ITM
Gamma 0.015
Theta -0.071
Vega 0.001
Open interest 10
Model this put
13
1
639.1%
0.104
$0.19
28.5
$15.27
—
—
4
2
Call · $28.5
Last $0.19
Breakeven $28.69
Implied vol 639.1%
Delta 0.104 ≈10% ITM
Gamma 0.027
Theta -0.228
Vega 0.002
Open interest 13
Model this call
Put · $28.5
In the money
Last $15.27
Breakeven $13.23
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
201
1
647.5%
0.102
$0.08
29
$16.64
—
—
2
2
Call · $29
Last $0.08
Breakeven $29.08
Implied vol 647.5%
Delta 0.102 ≈10% ITM
Gamma 0.026
Theta -0.229
Vega 0.002
Open interest 201
Model this call
Put · $29
In the money
Last $16.64
Breakeven $12.36
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
18
1
594.1%
0.073
$0.08
29.5
$17.05
-0.966
500.3%
3
5
Call · $29.5
Last $0.08
Breakeven $29.58
Implied vol 594.1%
Delta 0.073 ≈7% ITM
Gamma 0.022
Theta -0.162
Vega 0.002
Open interest 18
Model this call
Put · $29.5
In the money
Last $17.05
Breakeven $12.45
Implied vol 500.3%
Delta -0.966 ≈97% ITM
Gamma 0.014
Theta -0.072
Vega 0.001
Open interest 5
Model this put
532
6
434.4%
0.013
$0.01
30
$17.49
-0.947
566.1%
4
13
Call · $30
Last $0.01
Breakeven $30.01
Implied vol 434.4%
Delta 0.013 ≈1% ITM
Gamma 0.007
Theta -0.029
Vega 0
Open interest 532
Model this call
Put · $30
In the money
Last $17.49
Breakeven $12.51
Implied vol 566.1%
Delta -0.947 ≈95% ITM
Gamma 0.018
Theta -0.119
Vega 0.002
Open interest 13
Model this put
19
4
480.1%
0.021
$0.01
30.5
$17.88
—
—
2
5
Call · $30.5
Last $0.01
Breakeven $30.51
Implied vol 480.1%
Delta 0.021 ≈2% ITM
Gamma 0.01
Theta -0.047
Vega 0.001
Open interest 19
Model this call
Put · $30.5
In the money
Last $17.88
Breakeven $12.62
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this put
51
2
604.5%
0.063
$0.07
31
$18.28
—
—
1
2
Call · $31
Last $0.07
Breakeven $31.07
Implied vol 604.5%
Delta 0.063 ≈6% ITM
Gamma 0.019
Theta -0.148
Vega 0.002
Open interest 51
Model this call
Put · $31
In the money
Last $18.28
Breakeven $12.72
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
4
1
678.6%
0.094
$0.26
31.5
$19.13
—
—
1
4
Call · $31.5
Last $0.26
Breakeven $31.76
Implied vol 678.6%
Delta 0.094 ≈9% ITM
Gamma 0.023
Theta -0.224
Vega 0.002
Open interest 4
Model this call
Put · $31.5
In the money
Last $19.13
Breakeven $12.37
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
277
1
487.5%
0.018
$0.15
32
$18.78
—
—
1
12
Call · $32
Last $0.15
Breakeven $32.15
Implied vol 487.5%
Delta 0.018 ≈2% ITM
Gamma 0.008
Theta -0.042
Vega 0
Open interest 277
Model this call
Put · $32
In the money
Last $18.78
Breakeven $13.22
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 12
Model this put
15
2
629.1%
0.062
$0.01
32.5
$20.04
—
—
1
2
Call · $32.5
Last $0.01
Breakeven $32.51
Implied vol 629.1%
Delta 0.062 ≈6% ITM
Gamma 0.018
Theta -0.151
Vega 0.002
Open interest 15
Model this call
Put · $32.5
In the money
Last $20.04
Breakeven $12.46
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
27
1
663.3%
0.074
$0.21
33
$18.90
-0.935
646.1%
1
0
Call · $33
Last $0.21
Breakeven $33.21
Implied vol 663.3%
Delta 0.074 ≈7% ITM
Gamma 0.02
Theta -0.183
Vega 0.002
Open interest 27
Model this call
Put · $33
In the money
Last $18.90
Breakeven $14.10
Implied vol 646.1%
Delta -0.935 ≈93% ITM
Gamma 0.019
Theta -0.16
Vega 0.002
Open interest 0
Model this put
36
1
644.9%
0.061
$0.09
33.5
$19.22
-0.908
712.4%
3
0
Call · $33.5
Last $0.09
Breakeven $33.59
Implied vol 644.9%
Delta 0.061 ≈6% ITM
Gamma 0.017
Theta -0.153
Vega 0.002
Open interest 36
Model this call
Put · $33.5
In the money
Last $19.22
Breakeven $14.28
Implied vol 712.4%
Delta -0.908 ≈91% ITM
Gamma 0.022
Theta -0.229
Vega 0.002
Open interest 0
Model this put
101
14
576.4%
0.035
$0.01
34
$19.44
-0.921
690.6%
2
0
Call · $34
Last $0.01
Breakeven $34.01
Implied vol 576.4%
Delta 0.035 ≈4% ITM
Gamma 0.013
Theta -0.088
Vega 0.001
Open interest 101
Model this call
Put · $34
In the money
Last $19.44
Breakeven $14.56
Implied vol 690.6%
Delta -0.921 ≈92% ITM
Gamma 0.02
Theta -0.196
Vega 0.002
Open interest 0
Model this put
4
2
668.8%
0.064
$0.16
34.5
$22.30
-0.885
785%
5
0
Call · $34.5
Last $0.16
Breakeven $34.66
Implied vol 668.8%
Delta 0.064 ≈6% ITM
Gamma 0.018
Theta -0.165
Vega 0.002
Open interest 4
Model this call
Put · $34.5
In the money
Last $22.30
Breakeven $12.20
Implied vol 785%
Delta -0.885 ≈89% ITM
Gamma 0.023
Theta -0.3
Vega 0.002
Open interest 0
Model this put
229
2
673.4%
0.062
$0.06
35
$22.71
—
—
3
2
Call · $35
Last $0.06
Breakeven $35.06
Implied vol 673.4%
Delta 0.062 ≈6% ITM
Gamma 0.017
Theta -0.163
Vega 0.002
Open interest 229
Model this call
Put · $35
In the money
Last $22.71
Breakeven $12.29
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
16
1
740.5%
0.09
$0.37
35.5
$23.29
-0.923
712.6%
3
0
Call · $35.5
Last $0.37
Breakeven $35.87
Implied vol 740.5%
Delta 0.09 ≈9% ITM
Gamma 0.02
Theta -0.236
Vega 0.002
Open interest 16
Model this call
Put · $35.5
In the money
Last $23.29
Breakeven $12.21
Implied vol 712.6%
Delta -0.923 ≈92% ITM
Gamma 0.019
Theta -0.199
Vega 0.002
Open interest 0
Model this put
4
1
682.5%
0.058
$0.27
36
$23.69
-0.97
591%
3
15
Call · $36
Last $0.27
Breakeven $36.27
Implied vol 682.5%
Delta 0.058 ≈6% ITM
Gamma 0.016
Theta -0.158
Vega 0.002
Open interest 4
Model this call
Put · $36
In the money
Last $23.69
Breakeven $12.31
Implied vol 591%
Delta -0.97 ≈97% ITM
Gamma 0.011
Theta -0.077
Vega 0.001
Open interest 15
Model this put
25
5
879.2%
0.136
$0.12
37
$24.05
-0.992
503%
1
0
Call · $37
Last $0.12
Breakeven $37.12
Implied vol 879.2%
Delta 0.136 ≈14% ITM
Gamma 0.023
Theta -0.383
Vega 0.003
Open interest 25
Model this call
Put · $37
In the money
Last $24.05
Breakeven $12.95
Implied vol 503%
Delta -0.992 ≈99% ITM
Gamma 0.004
Theta -0.02
Vega 0
Open interest 0
Model this put
13
2
804.7%
0.1
$0.11
38
$25.75
-0.939
719.6%
2
0
Call · $38
Last $0.11
Breakeven $38.11
Implied vol 804.7%
Delta 0.1 ≈10% ITM
Gamma 0.02
Theta -0.278
Vega 0.002
Open interest 13
Model this call
Put · $38
In the money
Last $25.75
Breakeven $12.25
Implied vol 719.6%
Delta -0.939 ≈94% ITM
Gamma 0.016
Theta -0.17
Vega 0.002
Open interest 0
Model this put
16
5
1118.3%
0.237
$0.18
39
$26.50
-0.954
681.9%
3
0
Call · $39
Last $0.18
Breakeven $39.18
Implied vol 1118.3%
Delta 0.237 ≈24% ITM
Gamma 0.026
Theta -0.685
Vega 0.003
Open interest 16
Model this call
Put · $39
In the money
Last $26.50
Breakeven $12.50
Implied vol 681.9%
Delta -0.954 ≈95% ITM
Gamma 0.013
Theta -0.126
Vega 0.001
Open interest 0
Model this put
204
11
734.6%
0.057
$0.01
40
$27.45
-0.955
692.9%
5
0
Call · $40
Last $0.01
Breakeven $40.01
Implied vol 734.6%
Delta 0.057 ≈6% ITM
Gamma 0.015
Theta -0.167
Vega 0.001
Open interest 204
Model this call
Put · $40
In the money
Last $27.45
Breakeven $12.55
Implied vol 692.9%
Delta -0.955 ≈95% ITM
Gamma 0.013
Theta -0.127
Vega 0.001
Open interest 0
Model this put
32
10
621%
0.021
$0.05
41
$28.41
-0.993
545.7%
2
0
Call · $41
Last $0.05
Breakeven $41.05
Implied vol 621%
Delta 0.021 ≈2% ITM
Gamma 0.008
Theta -0.063
Vega 0
Open interest 32
Model this call
Put · $41
In the money
Last $28.41
Breakeven $12.59
Implied vol 545.7%
Delta -0.993 ≈99% ITM
Gamma 0.004
Theta -0.02
Vega 0
Open interest 0
Model this put
0
—
1161.3%
0.234
—
42
$29.36
-0.964
687.9%
2
0
Call · $42
Last —
Breakeven —
Implied vol 1161.3%
Delta 0.234 ≈23% ITM
Gamma 0.024
Theta -0.705
Vega 0.003
Open interest 0
Model this call
Put · $42
In the money
Last $29.36
Breakeven $12.64
Implied vol 687.9%
Delta -0.964 ≈96% ITM
Gamma 0.011
Theta -0.105
Vega 0.001
Open interest 0
Model this put
5
2
1170.1%
0.231
$0.20
43
$30.75
—
—
16
0
Call · $43
Last $0.20
Breakeven $43.20
Implied vol 1170.1%
Delta 0.231 ≈23% ITM
Gamma 0.024
Theta -0.705
Vega 0.003
Open interest 5
Model this call
Put · $43
In the money
Last $30.75
Breakeven $12.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
2
1178.8%
0.229
$0.09
44
$31.70
—
—
16
0
Call · $44
Last $0.09
Breakeven $44.09
Implied vol 1178.8%
Delta 0.229 ≈23% ITM
Gamma 0.024
Theta -0.705
Vega 0.003
Open interest 0
Model this call
Put · $44
In the money
Last $31.70
Breakeven $12.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
6
5
910.4%
0.104
$0.01
45
$31.80
-0.918
859.9%
1
0
Call · $45
Last $0.01
Breakeven $45.01
Implied vol 910.4%
Delta 0.104 ≈10% ITM
Gamma 0.018
Theta -0.322
Vega 0.002
Open interest 6
Model this call
Put · $45
In the money
Last $31.80
Breakeven $13.20
Implied vol 859.9%
Delta -0.918 ≈92% ITM
Gamma 0.016
Theta -0.252
Vega 0.002
Open interest 0
Model this put