0
—
0.1%
1
—
1580
—
-0.019
46%
—
0
Call · $1580
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.158
Vega 0
Open interest 0
Model this call
Put · $1580
Last —
Breakeven —
Implied vol 46%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.293
Vega 0.159
Open interest 0
Model this put
0
—
0.1%
1
—
1600
—
-0.057
56.7%
—
0
Call · $1600
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.16
Vega -0.001
Open interest 0
Model this call
Put · $1600
Last —
Breakeven —
Implied vol 56.7%
Delta -0.057 ≈6% ITM
Gamma 0.001
Theta -0.889
Vega 0.324
Open interest 0
Model this put
1
1
0.1%
1
$336.05
1620
—
-0.06
53.4%
—
0
Call · $1620
In the money
Last $336.05
Breakeven $1,956.05
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.162
Vega -0.001
Open interest 1
Model this call
Put · $1620
Last —
Breakeven —
Implied vol 53.4%
Delta -0.06 ≈6% ITM
Gamma 0.001
Theta -0.878
Vega 0.335
Open interest 0
Model this put
0
—
0.1%
1
—
1640
—
-0.064
49.7%
—
0
Call · $1640
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.164
Vega -0.001
Open interest 0
Model this call
Put · $1640
Last —
Breakeven —
Implied vol 49.7%
Delta -0.064 ≈6% ITM
Gamma 0.001
Theta -0.853
Vega 0.566
Open interest 0
Model this put
0
—
0.1%
1
—
1660
$4.91
-0.068
46%
1
1
Call · $1660
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.166
Vega -0.001
Open interest 0
Model this call
Put · $1660
Last $4.91
Breakeven $1,655.09
Implied vol 46%
Delta -0.068 ≈7% ITM
Gamma 0.001
Theta -0.825
Vega 0.568
Open interest 1
Model this put
0
—
0.1%
1
—
1680
$1.20
-0.066
41.1%
1
11
Call · $1680
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.168
Vega -0.001
Open interest 0
Model this call
Put · $1680
Last $1.20
Breakeven $1,678.80
Implied vol 41.1%
Delta -0.066 ≈7% ITM
Gamma 0.001
Theta -0.722
Vega 0.57
Open interest 11
Model this put
0
—
0.1%
1
—
1700
$5.50
-0.078
38.7%
10
11
Call · $1700
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.17
Vega -0.001
Open interest 0
Model this call
Put · $1700
Last $5.50
Breakeven $1,694.50
Implied vol 38.7%
Delta -0.078 ≈8% ITM
Gamma 0.001
Theta -0.768
Vega 0.574
Open interest 11
Model this put
0
—
0.1%
1
—
1720
$2.10
-0.068
32.5%
3
15
Call · $1720
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.172
Vega -0.001
Open interest 0
Model this call
Put · $1720
Last $2.10
Breakeven $1,717.90
Implied vol 32.5%
Delta -0.068 ≈7% ITM
Gamma 0.001
Theta -0.581
Vega 0.574
Open interest 15
Model this put
0
—
22.8%
0.976
—
1730
$6.10
-0.04
25.6%
1
13
Call · $1730
In the money
Last —
Breakeven —
Implied vol 22.8%
Delta 0.976 ≈98% ITM
Gamma 0.001
Theta -0.348
Vega 0.162
Open interest 0
Model this call
Put · $1730
Last $6.10
Breakeven $1,723.90
Implied vol 25.6%
Delta -0.04 ≈4% ITM
Gamma 0.001
Theta -0.298
Vega 0.328
Open interest 13
Model this put
0
—
21.4%
0.975
—
1740
$2.50
-0.052
25.5%
1
1
Call · $1740
In the money
Last —
Breakeven —
Implied vol 21.4%
Delta 0.975 ≈97% ITM
Gamma 0.001
Theta -0.345
Vega 0.162
Open interest 0
Model this call
Put · $1740
Last $2.50
Breakeven $1,737.50
Implied vol 25.5%
Delta -0.052 ≈5% ITM
Gamma 0.001
Theta -0.364
Vega 0.33
Open interest 1
Model this put
0
2
20%
0.974
$144.00
1750
$5.00
-0.145
36.8%
1
2
Call · $1750
In the money
Last $144.00
Breakeven $1,894.00
Implied vol 20%
Delta 0.974 ≈97% ITM
Gamma 0.001
Theta -0.341
Vega 0.162
Open interest 0
Model this call
Put · $1750
Last $5.00
Breakeven $1,745.00
Implied vol 36.8%
Delta -0.145 ≈15% ITM
Gamma 0.002
Theta -1.139
Vega 0.878
Open interest 2
Model this put
0
—
18.6%
0.972
—
1760
$12.72
-0.056
22.3%
1
1
Call · $1760
In the money
Last —
Breakeven —
Implied vol 18.6%
Delta 0.972 ≈97% ITM
Gamma 0.001
Theta -0.337
Vega 0.324
Open interest 0
Model this call
Put · $1760
Last $12.72
Breakeven $1,747.28
Implied vol 22.3%
Delta -0.056 ≈6% ITM
Gamma 0.001
Theta -0.338
Vega 0.331
Open interest 1
Model this put
0
—
17.1%
0.971
—
1770
—
-0.069
21.8%
—
0
Call · $1770
In the money
Last —
Breakeven —
Implied vol 17.1%
Delta 0.971 ≈97% ITM
Gamma 0.001
Theta -0.33
Vega 0.323
Open interest 0
Model this call
Put · $1770
Last —
Breakeven —
Implied vol 21.8%
Delta -0.069 ≈7% ITM
Gamma 0.002
Theta -0.391
Vega 0.574
Open interest 0
Model this put
0
—
15.7%
0.969
—
1780
—
-0.169
30.6%
—
0
Call · $1780
In the money
Last —
Breakeven —
Implied vol 15.7%
Delta 0.969 ≈97% ITM
Gamma 0.001
Theta -0.324
Vega 0.322
Open interest 0
Model this call
Put · $1780
Last —
Breakeven —
Implied vol 30.6%
Delta -0.169 ≈17% ITM
Gamma 0.002
Theta -1.037
Vega 0.884
Open interest 0
Model this put
0
—
18.5%
0.92
—
1790
—
-0.179
28.5%
—
0
Call · $1790
In the money
Last —
Breakeven —
Implied vol 18.5%
Delta 0.92 ≈92% ITM
Gamma 0.002
Theta -0.543
Vega 0.574
Open interest 0
Model this call
Put · $1790
Last —
Breakeven —
Implied vol 28.5%
Delta -0.179 ≈18% ITM
Gamma 0.003
Theta -1.003
Vega 0.886
Open interest 0
Model this put
0
—
18.2%
0.896
—
1800
$10.00
-0.132
20.7%
2
4
Call · $1800
In the money
Last —
Breakeven —
Implied vol 18.2%
Delta 0.896 ≈90% ITM
Gamma 0.003
Theta -0.618
Vega 0.578
Open interest 0
Model this call
Put · $1800
Last $10.00
Breakeven $1,790.00
Implied vol 20.7%
Delta -0.132 ≈13% ITM
Gamma 0.003
Theta -0.592
Vega 0.876
Open interest 4
Model this put
0
—
18.4%
0.862
—
1810
—
-0.162
20.1%
—
0
Call · $1810
In the money
Last —
Breakeven —
Implied vol 18.4%
Delta 0.862 ≈86% ITM
Gamma 0.003
Theta -0.719
Vega 0.875
Open interest 0
Model this call
Put · $1810
Last —
Breakeven —
Implied vol 20.1%
Delta -0.162 ≈16% ITM
Gamma 0.004
Theta -0.653
Vega 0.881
Open interest 0
Model this put
0
—
18.7%
0.818
—
1820
—
-0.199
20.2%
—
0
Call · $1820
In the money
Last —
Breakeven —
Implied vol 18.7%
Delta 0.818 ≈82% ITM
Gamma 0.004
Theta -0.831
Vega 0.884
Open interest 0
Model this call
Put · $1820
Last —
Breakeven —
Implied vol 20.2%
Delta -0.199 ≈20% ITM
Gamma 0.004
Theta -0.752
Vega 0.891
Open interest 0
Model this put
0
—
17%
0.797
—
1830
—
-0.251
20.9%
—
0
Call · $1830
In the money
Last —
Breakeven —
Implied vol 17%
Delta 0.797 ≈80% ITM
Gamma 0.005
Theta -0.815
Vega 0.886
Open interest 0
Model this call
Put · $1830
Last —
Breakeven —
Implied vol 20.9%
Delta -0.251 ≈25% ITM
Gamma 0.004
Theta -0.878
Vega 1.172
Open interest 0
Model this put
0
—
17.5%
0.736
—
1840
$13.39
-0.276
18.4%
1
1
Call · $1840
In the money
Last —
Breakeven —
Implied vol 17.5%
Delta 0.736 ≈74% ITM
Gamma 0.005
Theta -0.926
Vega 1.172
Open interest 0
Model this call
Put · $1840
Last $13.39
Breakeven $1,826.61
Implied vol 18.4%
Delta -0.276 ≈28% ITM
Gamma 0.005
Theta -0.805
Vega 1.176
Open interest 1
Model this put
0
—
17.1%
0.684
—
1850
$16.14
-0.34
19.9%
1
6
Call · $1850
In the money
Last —
Breakeven —
Implied vol 17.1%
Delta 0.684 ≈68% ITM
Gamma 0.006
Theta -0.977
Vega 1.182
Open interest 0
Model this call
Put · $1850
Last $16.14
Breakeven $1,833.86
Implied vol 19.9%
Delta -0.34 ≈34% ITM
Gamma 0.005
Theta -0.972
Vega 1.358
Open interest 6
Model this put
1
1
17.2%
0.62
$172.10
1860
$21.36
-0.392
18.8%
1
2
Call · $1860
In the money
Last $172.10
Breakeven $2,032.10
Implied vol 17.2%
Delta 0.62 ≈62% ITM
Gamma 0.006
Theta -1.024
Vega 1.364
Open interest 1
Model this call
Put · $1860
Last $21.36
Breakeven $1,838.64
Implied vol 18.8%
Delta -0.392 ≈39% ITM
Gamma 0.006
Theta -0.936
Vega 1.367
Open interest 2
Model this put
1
1
18.3%
0.552
$82.90
1870
$21.60
-0.451
18.2%
1
1
Call · $1870
In the money
Last $82.90
Breakeven $1,952.90
Implied vol 18.3%
Delta 0.552 ≈55% ITM
Gamma 0.006
Theta -1.112
Vega 1.377
Open interest 1
Model this call
Put · $1870
Last $21.60
Breakeven $1,848.40
Implied vol 18.2%
Delta -0.451 ≈45% ITM
Gamma 0.006
Theta -0.929
Vega 1.377
Open interest 1
Model this put
Underlying $1,875.05
0
—
18.2%
0.491
—
1880
$32.00
-0.514
18.2%
1
1
Call · $1880
Last —
Breakeven —
Implied vol 18.2%
Delta 0.491 ≈49% ITM
Gamma 0.006
Theta -1.104
Vega 1.389
Open interest 0
Model this call
Put · $1880
In the money
Last $32.00
Breakeven $1,848.00
Implied vol 18.2%
Delta -0.514 ≈51% ITM
Gamma 0.006
Theta -0.927
Vega 1.387
Open interest 1
Model this put
1
1
18.6%
0.43
$65.40
1890
—
-0.576
18.4%
—
0
Call · $1890
Last $65.40
Breakeven $1,955.40
Implied vol 18.6%
Delta 0.43 ≈43% ITM
Gamma 0.006
Theta -1.095
Vega 1.4
Open interest 1
Model this call
Put · $1890
In the money
Last —
Breakeven —
Implied vol 18.4%
Delta -0.576 ≈58% ITM
Gamma 0.006
Theta -0.91
Vega 1.394
Open interest 0
Model this put
5
5
18.6%
0.37
$27.50
1900
$30.63
-0.641
18.1%
2
2
Call · $1900
Last $27.50
Breakeven $1,927.50
Implied vol 18.6%
Delta 0.37 ≈37% ITM
Gamma 0.006
Theta -1.056
Vega 1.235
Open interest 5
Model this call
Put · $1900
In the money
Last $30.63
Breakeven $1,869.37
Implied vol 18.1%
Delta -0.641 ≈64% ITM
Gamma 0.006
Theta -0.849
Vega 1.231
Open interest 2
Model this put
0
—
19%
0.32
—
1910
—
-0.699
17.9%
—
0
Call · $1910
Last —
Breakeven —
Implied vol 19%
Delta 0.32 ≈32% ITM
Gamma 0.005
Theta -1.001
Vega 1.245
Open interest 0
Model this call
Put · $1910
In the money
Last —
Breakeven —
Implied vol 17.9%
Delta -0.699 ≈70% ITM
Gamma 0.006
Theta -0.759
Vega 1.236
Open interest 0
Model this put
1
1
18%
0.255
$12.10
1920
—
-0.738
19.2%
—
0
Call · $1920
Last $12.10
Breakeven $1,932.10
Implied vol 18%
Delta 0.255 ≈25% ITM
Gamma 0.005
Theta -0.856
Vega 1.258
Open interest 1
Model this call
Put · $1920
In the money
Last —
Breakeven —
Implied vol 19.2%
Delta -0.738 ≈74% ITM
Gamma 0.005
Theta -0.767
Vega 1.223
Open interest 0
Model this put
0
1
20.7%
0.24
$10.60
1930
$14.50
-0.791
18.7%
1
1
Call · $1930
Last $10.60
Breakeven $1,940.60
Implied vol 20.7%
Delta 0.24 ≈24% ITM
Gamma 0.004
Theta -0.947
Vega 0.963
Open interest 0
Model this call
Put · $1930
In the money
Last $14.50
Breakeven $1,915.50
Implied vol 18.7%
Delta -0.791 ≈79% ITM
Gamma 0.005
Theta -0.642
Vega 0.944
Open interest 1
Model this put
4
4
18.7%
0.178
$16.00
1940
—
-0.808
20.5%
—
0
Call · $1940
Last $16.00
Breakeven $1,956.00
Implied vol 18.7%
Delta 0.178 ≈18% ITM
Gamma 0.004
Theta -0.707
Vega 0.976
Open interest 4
Model this call
Put · $1940
In the money
Last —
Breakeven —
Implied vol 20.5%
Delta -0.808 ≈81% ITM
Gamma 0.004
Theta -0.668
Vega 0.946
Open interest 0
Model this put
0
1
19%
0.143
$13.00
1950
$26.50
-0.872
18.9%
1
2
Call · $1950
Last $13.00
Breakeven $1,963.00
Implied vol 19%
Delta 0.143 ≈14% ITM
Gamma 0.003
Theta -0.628
Vega 0.655
Open interest 0
Model this call
Put · $1950
In the money
Last $26.50
Breakeven $1,923.50
Implied vol 18.9%
Delta -0.872 ≈87% ITM
Gamma 0.004
Theta -0.453
Vega 0.623
Open interest 2
Model this put
0
—
20%
0.127
—
1960
$71.80
-0.89
19.7%
1
0
Call · $1960
Last —
Breakeven —
Implied vol 20%
Delta 0.127 ≈13% ITM
Gamma 0.003
Theta -0.6
Vega 0.657
Open interest 0
Model this call
Put · $1960
In the money
Last $71.80
Breakeven $1,888.20
Implied vol 19.7%
Delta -0.89 ≈89% ITM
Gamma 0.003
Theta -0.411
Vega 0.609
Open interest 0
Model this put
10
10
18.8%
0.086
$8.80
1970
$61.00
-0.908
20.4%
2
3
Call · $1970
Last $8.80
Breakeven $1,978.80
Implied vol 18.8%
Delta 0.086 ≈9% ITM
Gamma 0.002
Theta -0.425
Vega 0.666
Open interest 10
Model this call
Put · $1970
In the money
Last $61.00
Breakeven $1,909.00
Implied vol 20.4%
Delta -0.908 ≈91% ITM
Gamma 0.003
Theta -0.365
Vega 0.594
Open interest 3
Model this put
0
—
18.9%
0.066
—
1980
$68.22
-0.903
22.7%
1
1
Call · $1980
Last —
Breakeven —
Implied vol 18.9%
Delta 0.066 ≈7% ITM
Gamma 0.002
Theta -0.346
Vega 0.388
Open interest 0
Model this call
Put · $1980
In the money
Last $68.22
Breakeven $1,911.78
Implied vol 22.7%
Delta -0.903 ≈90% ITM
Gamma 0.002
Theta -0.436
Vega 0.61
Open interest 1
Model this put
0
—
22.8%
0.087
—
1990
$62.67
-0.918
23.4%
1
0
Call · $1990
Last —
Breakeven —
Implied vol 22.8%
Delta 0.087 ≈9% ITM
Gamma 0.002
Theta -0.517
Vega 0.663
Open interest 0
Model this call
Put · $1990
In the money
Last $62.67
Breakeven $1,927.33
Implied vol 23.4%
Delta -0.918 ≈92% ITM
Gamma 0.002
Theta -0.389
Vega 0.584
Open interest 0
Model this put
3
2
22.5%
0.067
$3.78
2000
$110.00
-0.923
24.9%
1
0
Call · $2000
Last $3.78
Breakeven $2,003.78
Implied vol 22.5%
Delta 0.067 ≈7% ITM
Gamma 0.002
Theta -0.417
Vega 0.387
Open interest 3
Model this call
Put · $2000
In the money
Last $110.00
Breakeven $1,890.00
Implied vol 24.9%
Delta -0.923 ≈92% ITM
Gamma 0.002
Theta -0.402
Vega 0.577
Open interest 0
Model this put
1
1
22.3%
0.052
$17.40
2010
—
-0.948
24.1%
—
0
Call · $2010
Last $17.40
Breakeven $2,027.40
Implied vol 22.3%
Delta 0.052 ≈5% ITM
Gamma 0.001
Theta -0.333
Vega 0.389
Open interest 1
Model this call
Put · $2010
In the money
Last —
Breakeven —
Implied vol 24.1%
Delta -0.948 ≈95% ITM
Gamma 0.002
Theta -0.266
Vega 0.324
Open interest 0
Model this put
3
1
25.9%
0.066
$70.00
2020
—
-0.951
25.3%
—
0
Call · $2020
Last $70.00
Breakeven $2,090.00
Implied vol 25.9%
Delta 0.066 ≈7% ITM
Gamma 0.001
Theta -0.472
Vega 0.386
Open interest 3
Model this call
Put · $2020
In the money
Last —
Breakeven —
Implied vol 25.3%
Delta -0.951 ≈95% ITM
Gamma 0.001
Theta -0.27
Vega 0.325
Open interest 0
Model this put
4
4
40.7%
0.142
$62.00
2040
$109.74
-0.955
27.9%
2
0
Call · $2040
Last $62.00
Breakeven $2,102.00
Implied vol 40.7%
Delta 0.142 ≈14% ITM
Gamma 0.002
Theta -1.311
Vega 0.656
Open interest 4
Model this call
Put · $2040
In the money
Last $109.74
Breakeven $1,930.26
Implied vol 27.9%
Delta -0.955 ≈95% ITM
Gamma 0.001
Theta -0.278
Vega 0.323
Open interest 0
Model this put
1
2
43.7%
0.134
$16.73
2060
—
-0.958
30.4%
—
0
Call · $2060
Last $16.73
Breakeven $2,076.73
Implied vol 43.7%
Delta 0.134 ≈13% ITM
Gamma 0.001
Theta -1.339
Vega 0.658
Open interest 1
Model this call
Put · $2060
In the money
Last —
Breakeven —
Implied vol 30.4%
Delta -0.958 ≈96% ITM
Gamma 0.001
Theta -0.286
Vega 0.322
Open interest 0
Model this put
2
1
33.4%
0.053
$0.50
2080
—
-0.961
32.9%
—
0
Call · $2080
Last $0.50
Breakeven $2,080.50
Implied vol 33.4%
Delta 0.053 ≈5% ITM
Gamma 0.001
Theta -0.504
Vega 0.389
Open interest 2
Model this call
Put · $2080
In the money
Last —
Breakeven —
Implied vol 32.9%
Delta -0.961 ≈96% ITM
Gamma 0.001
Theta -0.294
Vega 0.321
Open interest 0
Model this put
9
2
34.4%
0.041
$24.50
2100
—
-0.944
38.7%
—
0
Call · $2100
Last $24.50
Breakeven $2,124.50
Implied vol 34.4%
Delta 0.041 ≈4% ITM
Gamma 0.001
Theta -0.429
Vega 0.392
Open interest 9
Model this call
Put · $2100
In the money
Last —
Breakeven —
Implied vol 38.7%
Delta -0.944 ≈94% ITM
Gamma 0.001
Theta -0.5
Vega 0.351
Open interest 0
Model this put
6
4
38.8%
0.049
$17.00
2120
$221.80
-0.957
39.3%
1
0
Call · $2120
Last $17.00
Breakeven $2,137.00
Implied vol 38.8%
Delta 0.049 ≈5% ITM
Gamma 0.001
Theta -0.555
Vega 0.391
Open interest 6
Model this call
Put · $2120
In the money
Last $221.80
Breakeven $1,898.20
Implied vol 39.3%
Delta -0.957 ≈96% ITM
Gamma 0.001
Theta -0.404
Vega 0.342
Open interest 0
Model this put
3
3
38.6%
0.034
$17.95
2140
$265.04
-0.951
43.3%
1
0
Call · $2140
Last $17.95
Breakeven $2,157.95
Implied vol 38.6%
Delta 0.034 ≈3% ITM
Gamma 0.001
Theta -0.415
Vega 0.197
Open interest 3
Model this call
Put · $2140
In the money
Last $265.04
Breakeven $1,874.96
Implied vol 43.3%
Delta -0.951 ≈95% ITM
Gamma 0.001
Theta -0.504
Vega 0.354
Open interest 0
Model this put
0
—
59.2%
0.112
—
2160
—
-0.951
46.1%
—
0
Call · $2160
Last —
Breakeven —
Implied vol 59.2%
Delta 0.112 ≈11% ITM
Gamma 0.001
Theta -1.576
Vega 0.672
Open interest 0
Model this call
Put · $2160
In the money
Last —
Breakeven —
Implied vol 46.1%
Delta -0.951 ≈95% ITM
Gamma 0.001
Theta -0.537
Vega 0.355
Open interest 0
Model this put
4
4
52.9%
0.069
$11.00
2180
—
-0.954
48.3%
—
0
Call · $2180
Last $11.00
Breakeven $2,191.00
Implied vol 52.9%
Delta 0.069 ≈7% ITM
Gamma 0.001
Theta -0.993
Vega 0.393
Open interest 4
Model this call
Put · $2180
In the money
Last —
Breakeven —
Implied vol 48.3%
Delta -0.954 ≈95% ITM
Gamma 0.001
Theta -0.539
Vega 0.356
Open interest 0
Model this put
0
—
63.3%
0.099
—
2200
—
-0.958
50.3%
—
0
Call · $2200
Last —
Breakeven —
Implied vol 63.3%
Delta 0.099 ≈10% ITM
Gamma 0.001
Theta -1.535
Vega 0.677
Open interest 0
Model this call
Put · $2200
In the money
Last —
Breakeven —
Implied vol 50.3%
Delta -0.958 ≈96% ITM
Gamma 0.001
Theta -0.525
Vega 0.349
Open interest 0
Model this put
0
—
66%
0.095
—
2220
—
-0.958
53%
—
0
Call · $2220
Last —
Breakeven —
Implied vol 66%
Delta 0.095 ≈10% ITM
Gamma 0.001
Theta -1.564
Vega 0.68
Open interest 0
Model this call
Put · $2220
In the money
Last —
Breakeven —
Implied vol 53%
Delta -0.958 ≈96% ITM
Gamma 0.001
Theta -0.558
Vega 0.355
Open interest 0
Model this put
1
1
68.6%
0.092
$0.06
2240
—
-0.967
53.4%
—
0
Call · $2240
Last $0.06
Breakeven $2,240.06
Implied vol 68.6%
Delta 0.092 ≈9% ITM
Gamma 0.001
Theta -1.589
Vega 0.683
Open interest 1
Model this call
Put · $2240
In the money
Last —
Breakeven —
Implied vol 53.4%
Delta -0.967 ≈97% ITM
Gamma 0
Theta -0.453
Vega 0.326
Open interest 0
Model this put