0
—
—
—
—
50
$0.35
-0.032
128.6%
2
2
Call · $50
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $50
Last $0.35
Breakeven $49.65
Implied vol 128.6%
Delta -0.032 ≈3% ITM
Gamma 0.002
Theta -0.041
Vega 0.018
Open interest 2
Model this put
0
—
0.2%
1
—
55
$0.40
-0.037
110.7%
1
16
Call · $55
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.005
Vega 0
Open interest 0
Model this call
Put · $55
Last $0.40
Breakeven $54.60
Implied vol 110.7%
Delta -0.037 ≈4% ITM
Gamma 0.003
Theta -0.04
Vega 0.019
Open interest 16
Model this put
0
2
0.2%
1
$32.90
60
$0.10
-0.057
104.3%
10
30
Call · $60
In the money
Last $32.90
Breakeven $92.90
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.006
Vega 0
Open interest 0
Model this call
Put · $60
Last $0.10
Breakeven $59.90
Implied vol 104.3%
Delta -0.057 ≈6% ITM
Gamma 0.004
Theta -0.053
Vega 0.035
Open interest 30
Model this put
0
—
55.2%
0.989
—
65
$0.41
-0.042
73.9%
2
84
Call · $65
In the money
Last —
Breakeven —
Implied vol 55.2%
Delta 0.989 ≈99% ITM
Gamma 0.002
Theta -0.014
Vega 0.01
Open interest 0
Model this call
Put · $65
Last $0.41
Breakeven $64.59
Implied vol 73.9%
Delta -0.042 ≈4% ITM
Gamma 0.005
Theta -0.029
Vega 0.021
Open interest 84
Model this put
2
2
63.9%
0.94
$20.43
70
$0.54
-0.066
66%
1
465
Call · $70
In the money
Last $20.43
Breakeven $90.43
Implied vol 63.9%
Delta 0.94 ≈94% ITM
Gamma 0.007
Theta -0.041
Vega 0.038
Open interest 2
Model this call
Put · $70
Last $0.54
Breakeven $69.46
Implied vol 66%
Delta -0.066 ≈7% ITM
Gamma 0.008
Theta -0.037
Vega 0.038
Open interest 465
Model this put
0
—
68.3%
0.862
—
75
$1.08
-0.113
61%
22
448
Call · $75
In the money
Last —
Breakeven —
Implied vol 68.3%
Delta 0.862 ≈86% ITM
Gamma 0.013
Theta -0.074
Vega 0.059
Open interest 0
Model this call
Put · $75
Last $1.08
Breakeven $73.92
Implied vol 61%
Delta -0.113 ≈11% ITM
Gamma 0.013
Theta -0.052
Vega 0.059
Open interest 448
Model this put
6
2
62.8%
0.789
$13.86
80
$2.31
-0.217
64.4%
5
889
Call · $80
In the money
Last $13.86
Breakeven $93.86
Implied vol 62.8%
Delta 0.789 ≈79% ITM
Gamma 0.019
Theta -0.088
Vega 0.08
Open interest 6
Model this call
Put · $80
Last $2.31
Breakeven $77.69
Implied vol 64.4%
Delta -0.217 ≈22% ITM
Gamma 0.019
Theta -0.084
Vega 0.08
Open interest 889
Model this put
113
3
60.8%
0.677
$8.20
85
$3.50
-0.329
63.8%
6
896
Call · $85
In the money
Last $8.20
Breakeven $93.20
Implied vol 60.8%
Delta 0.677 ≈68% ITM
Gamma 0.024
Theta -0.105
Vega 0.095
Open interest 113
Model this call
Put · $85
Last $3.50
Breakeven $81.50
Implied vol 63.8%
Delta -0.329 ≈33% ITM
Gamma 0.023
Theta -0.102
Vega 0.095
Open interest 896
Model this put
Underlying $86.82
53
4
62.5%
0.547
$6.75
90
$5.69
-0.456
59.4%
4
208
Call · $90
Last $6.75
Breakeven $96.75
Implied vol 62.5%
Delta 0.547 ≈55% ITM
Gamma 0.026
Theta -0.117
Vega 0.098
Open interest 53
Model this call
Put · $90
In the money
Last $5.69
Breakeven $84.31
Implied vol 59.4%
Delta -0.456 ≈46% ITM
Gamma 0.027
Theta -0.103
Vega 0.098
Open interest 208
Model this put
231
12
58.4%
0.413
$4.50
95
$9.60
-0.59
58.4%
1
2.1k
Call · $95
Last $4.50
Breakeven $99.50
Implied vol 58.4%
Delta 0.413 ≈41% ITM
Gamma 0.027
Theta -0.106
Vega 0.102
Open interest 231
Model this call
Put · $95
In the money
Last $9.60
Breakeven $85.40
Implied vol 58.4%
Delta -0.59 ≈59% ITM
Gamma 0.027
Theta -0.098
Vega 0.101
Open interest 2.1k
Model this put
507
8
60.3%
0.304
$2.60
100
$12.00
-0.701
60%
1
226
Call · $100
Last $2.60
Breakeven $102.60
Implied vol 60.3%
Delta 0.304 ≈30% ITM
Gamma 0.023
Theta -0.097
Vega 0.092
Open interest 507
Model this call
Put · $100
In the money
Last $12.00
Breakeven $88.00
Implied vol 60%
Delta -0.701 ≈70% ITM
Gamma 0.024
Theta -0.088
Vega 0.091
Open interest 226
Model this put
462
7
58.6%
0.203
$1.70
105
$17.89
-0.851
50.3%
6
81
Call · $105
Last $1.70
Breakeven $106.70
Implied vol 58.6%
Delta 0.203 ≈20% ITM
Gamma 0.019
Theta -0.076
Vega 0.072
Open interest 462
Model this call
Put · $105
In the money
Last $17.89
Breakeven $87.11
Implied vol 50.3%
Delta -0.851 ≈85% ITM
Gamma 0.02
Theta -0.047
Vega 0.068
Open interest 81
Model this put
667
4
53.3%
0.106
$1.00
110
$18.20
-0.896
54.6%
4
48
Call · $110
Last $1.00
Breakeven $111.00
Implied vol 53.3%
Delta 0.106 ≈11% ITM
Gamma 0.014
Theta -0.044
Vega 0.05
Open interest 667
Model this call
Put · $110
In the money
Last $18.20
Breakeven $91.80
Implied vol 54.6%
Delta -0.896 ≈90% ITM
Gamma 0.014
Theta -0.038
Vega 0.047
Open interest 48
Model this put
246
1
62.2%
0.094
$0.65
115
$24.35
-0.924
60.2%
2
41
Call · $115
Last $0.65
Breakeven $115.65
Implied vol 62.2%
Delta 0.094 ≈9% ITM
Gamma 0.011
Theta -0.048
Vega 0.051
Open interest 246
Model this call
Put · $115
In the money
Last $24.35
Breakeven $90.65
Implied vol 60.2%
Delta -0.924 ≈92% ITM
Gamma 0.011
Theta -0.033
Vega 0.044
Open interest 41
Model this put
145
2
68.5%
0.079
$0.29
120
$32.10
-0.965
58.3%
3
41
Call · $120
Last $0.29
Breakeven $120.29
Implied vol 68.5%
Delta 0.079 ≈8% ITM
Gamma 0.009
Theta -0.046
Vega 0.03
Open interest 145
Model this call
Put · $120
In the money
Last $32.10
Breakeven $87.90
Implied vol 58.3%
Delta -0.965 ≈96% ITM
Gamma 0.007
Theta -0.016
Vega 0.023
Open interest 41
Model this put
247
1
65.5%
0.043
$0.30
125
$26.55
-0.941
73%
6
12
Call · $125
Last $0.30
Breakeven $125.30
Implied vol 65.5%
Delta 0.043 ≈4% ITM
Gamma 0.006
Theta -0.027
Vega 0.031
Open interest 247
Model this call
Put · $125
In the money
Last $26.55
Breakeven $98.45
Implied vol 73%
Delta -0.941 ≈94% ITM
Gamma 0.007
Theta -0.032
Vega 0.028
Open interest 12
Model this put
315
1
67.6%
0.032
$0.25
130
$23.38
-0.951
77.9%
17
1
Call · $130
Last $0.25
Breakeven $130.25
Implied vol 67.6%
Delta 0.032 ≈3% ITM
Gamma 0.004
Theta -0.022
Vega 0.016
Open interest 315
Model this call
Put · $130
In the money
Last $23.38
Breakeven $106.62
Implied vol 77.9%
Delta -0.951 ≈95% ITM
Gamma 0.006
Theta -0.03
Vega 0.028
Open interest 1
Model this put
215
2
90.5%
0.07
$0.10
135
—
-0.948
86.1%
—
0
Call · $135
Last $0.10
Breakeven $135.10
Implied vol 90.5%
Delta 0.07 ≈7% ITM
Gamma 0.006
Theta -0.055
Vega 0.032
Open interest 215
Model this call
Put · $135
In the money
Last —
Breakeven —
Implied vol 86.1%
Delta -0.948 ≈95% ITM
Gamma 0.006
Theta -0.034
Vega 0.029
Open interest 0
Model this put
141
20
92.6%
0.057
$0.56
140
$23.73
-0.951
92.3%
1
0
Call · $140
Last $0.56
Breakeven $140.56
Implied vol 92.6%
Delta 0.057 ≈6% ITM
Gamma 0.005
Theta -0.048
Vega 0.032
Open interest 141
Model this call
Put · $140
In the money
Last $23.73
Breakeven $116.27
Implied vol 92.3%
Delta -0.951 ≈95% ITM
Gamma 0.005
Theta -0.036
Vega 0.029
Open interest 0
Model this put
10
3
97.7%
0.052
$0.30
145
$45.69
-0.949
100%
1
0
Call · $145
Last $0.30
Breakeven $145.30
Implied vol 97.7%
Delta 0.052 ≈5% ITM
Gamma 0.004
Theta -0.047
Vega 0.033
Open interest 10
Model this call
Put · $145
In the money
Last $45.69
Breakeven $99.31
Implied vol 100%
Delta -0.949 ≈95% ITM
Gamma 0.005
Theta -0.04
Vega 0.03
Open interest 0
Model this put
22
1
101.1%
0.045
$0.30
150
—
-0.951
105.8%
—
0
Call · $150
Last $0.30
Breakeven $150.30
Implied vol 101.1%
Delta 0.045 ≈4% ITM
Gamma 0.004
Theta -0.043
Vega 0.033
Open interest 22
Model this call
Put · $150
In the money
Last —
Breakeven —
Implied vol 105.8%
Delta -0.951 ≈95% ITM
Gamma 0.004
Theta -0.041
Vega 0.03
Open interest 0
Model this put
32
2
106.5%
0.043
$0.25
155
$55.00
-0.957
109.6%
2
0
Call · $155
Last $0.25
Breakeven $155.25
Implied vol 106.5%
Delta 0.043 ≈4% ITM
Gamma 0.003
Theta -0.044
Vega 0.017
Open interest 32
Model this call
Put · $155
In the money
Last $55.00
Breakeven $100.00
Implied vol 109.6%
Delta -0.957 ≈96% ITM
Gamma 0.004
Theta -0.039
Vega 0.029
Open interest 0
Model this put
16
20
111%
0.041
$0.10
160
—
-0.958
115%
—
0
Call · $160
Last $0.10
Breakeven $160.10
Implied vol 111%
Delta 0.041 ≈4% ITM
Gamma 0.003
Theta -0.045
Vega 0.017
Open interest 16
Model this call
Put · $160
In the money
Last —
Breakeven —
Implied vol 115%
Delta -0.958 ≈96% ITM
Gamma 0.004
Theta -0.039
Vega 0.029
Open interest 0
Model this put
16
3
115.3%
0.04
$0.15
165
—
-0.955
122%
—
0
Call · $165
Last $0.15
Breakeven $165.15
Implied vol 115.3%
Delta 0.04 ≈4% ITM
Gamma 0.003
Theta -0.045
Vega 0.017
Open interest 16
Model this call
Put · $165
In the money
Last —
Breakeven —
Implied vol 122%
Delta -0.955 ≈96% ITM
Gamma 0.004
Theta -0.044
Vega 0.03
Open interest 0
Model this put
110
2
125%
0.046
$0.05
170
—
-0.96
125.3%
—
0
Call · $170
Last $0.05
Breakeven $170.05
Implied vol 125%
Delta 0.046 ≈5% ITM
Gamma 0.003
Theta -0.054
Vega 0.035
Open interest 110
Model this call
Put · $170
In the money
Last —
Breakeven —
Implied vol 125.3%
Delta -0.96 ≈96% ITM
Gamma 0.003
Theta -0.041
Vega 0.028
Open interest 0
Model this put
10
3
123.5%
0.038
$0.20
175
—
-0.958
131.9%
—
0
Call · $175
Last $0.20
Breakeven $175.20
Implied vol 123.5%
Delta 0.038 ≈4% ITM
Gamma 0.003
Theta -0.046
Vega 0.018
Open interest 10
Model this call
Put · $175
In the money
Last —
Breakeven —
Implied vol 131.9%
Delta -0.958 ≈96% ITM
Gamma 0.003
Theta -0.046
Vega 0.03
Open interest 0
Model this put
0
—
127.5%
0.037
—
180
—
-0.962
133.9%
—
0
Call · $180
Last —
Breakeven —
Implied vol 127.5%
Delta 0.037 ≈4% ITM
Gamma 0.003
Theta -0.046
Vega 0.018
Open interest 0
Model this call
Put · $180
In the money
Last —
Breakeven —
Implied vol 133.9%
Delta -0.962 ≈96% ITM
Gamma 0.003
Theta -0.042
Vega 0.016
Open interest 0
Model this put
8
1
121.8%
0.024
$0.25
185
—
-0.959
141%
—
0
Call · $185
Last $0.25
Breakeven $185.25
Implied vol 121.8%
Delta 0.024 ≈2% ITM
Gamma 0.002
Theta -0.03
Vega 0.018
Open interest 8
Model this call
Put · $185
In the money
Last —
Breakeven —
Implied vol 141%
Delta -0.959 ≈96% ITM
Gamma 0.003
Theta -0.048
Vega 0.017
Open interest 0
Model this put