NN Stock — Nextnav Inc.: Options Chain

Calls		Puts
0	—	—	—	—	$0.05	—	—	155	155
Call · $5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $5 Snapshot session Jul 20, 2026 Last $0.05 Breakeven $4.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 155 Model this put
8	16	—	—	$11.04	$0.05	—	—	100	100
Call · $6 In the money Snapshot session Jul 6, 2026 Last $11.04 Breakeven $17.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this call Put · $6 Snapshot session Aug 5, 2026 Last $0.05 Breakeven $5.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 100 Model this put
0	—	—	—	—	$0.15	—	—	2	2
Call · $7 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $7 Snapshot session Jul 17, 2026 Last $0.15 Breakeven $6.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
0	—	—	—	—	$0.15	-0.046	602.1%	8	4
Call · $7.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $7.5 Snapshot session Jul 20, 2026 Last $0.15 Breakeven $7.35 Implied vol 602.1% Delta -0.046 ≈5% ITM Gamma 0.006 Theta -0.128 Vega 0.003 Open interest 4 Model this put
0	—	—	—	—	$0.12	-0.044	538.5%	20	32
Call · $8 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $8 Snapshot session Jul 22, 2026 Last $0.12 Breakeven $7.88 Implied vol 538.5% Delta -0.044 ≈4% ITM Gamma 0.007 Theta -0.11 Vega 0.003 Open interest 32 Model this put
0	—	—	—	—	$0.10	-0.026	408.6%	4	3
Call · $8.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $8.5 Snapshot session Jul 31, 2026 Last $0.10 Breakeven $8.40 Implied vol 408.6% Delta -0.026 ≈3% ITM Gamma 0.006 Theta -0.054 Vega 0.002 Open interest 3 Model this put
0	—	—	—	—	$0.20	-0.031	399.2%	1	317
Call · $9 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $9 Snapshot session Aug 5, 2026 Last $0.20 Breakeven $8.80 Implied vol 399.2% Delta -0.031 ≈3% ITM Gamma 0.007 Theta -0.062 Vega 0.002 Open interest 317 Model this put
0	—	—	—	—	$0.34	-0.086	608.8%	4	5
Call · $9.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $9.5 Snapshot session Aug 5, 2026 Last $0.34 Breakeven $9.16 Implied vol 608.8% Delta -0.086 ≈9% ITM Gamma 0.01 Theta -0.212 Vega 0.004 Open interest 5 Model this put
1	1	—	—	$3.60	$0.05	-0.022	311.1%	9	102
Call · $10 In the money Snapshot session Jul 20, 2026 Last $3.60 Breakeven $13.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $10 Snapshot session Aug 10, 2026 Last $0.05 Breakeven $9.95 Implied vol 311.1% Delta -0.022 ≈2% ITM Gamma 0.007 Theta -0.036 Vega 0.002 Open interest 102 Model this put
0	—	—	—	—	$0.05	-0.045	357.7%	1	6
Call · $10.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $10.5 Snapshot session Aug 7, 2026 Last $0.05 Breakeven $10.45 Implied vol 357.7% Delta -0.045 ≈4% ITM Gamma 0.011 Theta -0.076 Vega 0.003 Open interest 6 Model this put
69	50	—	—	$2.69	$0.10	-0.04	312.5%	1	2.9k
Call · $11 In the money Snapshot session Jul 22, 2026 Last $2.69 Breakeven $13.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 69 Model this call Put · $11 Snapshot session Aug 10, 2026 Last $0.10 Breakeven $10.90 Implied vol 312.5% Delta -0.04 ≈4% ITM Gamma 0.011 Theta -0.06 Vega 0.002 Open interest 2.9k Model this put
0	—	—	—	—	$0.25	-0.038	280.4%	77	79
Call · $11.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $11.5 Snapshot session Aug 7, 2026 Last $0.25 Breakeven $11.25 Implied vol 280.4% Delta -0.038 ≈4% ITM Gamma 0.012 Theta -0.051 Vega 0.002 Open interest 79 Model this put
768	40	—	—	$4.20	$0.38	-0.062	307.6%	2	128
Call · $12 In the money Snapshot session Aug 6, 2026 Last $4.20 Breakeven $16.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 768 Model this call Put · $12 Snapshot session Aug 6, 2026 Last $0.38 Breakeven $11.62 Implied vol 307.6% Delta -0.062 ≈6% ITM Gamma 0.016 Theta -0.083 Vega 0.003 Open interest 128 Model this put
0	—	—	—	—	$0.20	-0.067	287.5%	5	12
Call · $12.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $12.5 Snapshot session Aug 11, 2026 Last $0.20 Breakeven $12.30 Implied vol 287.5% Delta -0.067 ≈7% ITM Gamma 0.018 Theta -0.082 Vega 0.003 Open interest 12 Model this put
130	2	—	—	$5.32	$0.20	-0.062	253.9%	11	377
Call · $13 In the money Snapshot session Aug 12, 2026 Last $5.32 Breakeven $18.32 Implied vol — Delta — Gamma — Theta — Vega — Open interest 130 Model this call Put · $13 Snapshot session Aug 12, 2026 Last $0.20 Breakeven $12.80 Implied vol 253.9% Delta -0.062 ≈6% ITM Gamma 0.019 Theta -0.069 Vega 0.004 Open interest 377 Model this put
13	1	—	—	$4.87	$0.21	-0.067	235.7%	1	4
Call · $13.5 In the money Snapshot session Aug 12, 2026 Last $4.87 Breakeven $18.37 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 Model this call Put · $13.5 Snapshot session Aug 12, 2026 Last $0.21 Breakeven $13.29 Implied vol 235.7% Delta -0.067 ≈7% ITM Gamma 0.022 Theta -0.067 Vega 0.004 Open interest 4 Model this put
326	1	—	—	$4.07	$0.10	-0.054	197.7%	9	173
Call · $14 In the money Snapshot session Aug 12, 2026 Last $4.07 Breakeven $18.07 Implied vol — Delta — Gamma — Theta — Vega — Open interest 326 Model this call Put · $14 Snapshot session Aug 12, 2026 Last $0.10 Breakeven $13.90 Implied vol 197.7% Delta -0.054 ≈5% ITM Gamma 0.022 Theta -0.048 Vega 0.004 Open interest 173 Model this put
149	14	—	—	$3.60	$0.25	-0.083	208%	214	220
Call · $14.5 In the money Snapshot session Aug 11, 2026 Last $3.60 Breakeven $18.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 149 Model this call Put · $14.5 Snapshot session Aug 11, 2026 Last $0.25 Breakeven $14.25 Implied vol 208% Delta -0.083 ≈8% ITM Gamma 0.029 Theta -0.07 Vega 0.004 Open interest 220 Model this put
889	5	—	—	$4.12	$0.10	-0.045	146.7%	10	2.1k
Call · $15 In the money Snapshot session Aug 14, 2026 Last $4.12 Breakeven $19.12 Implied vol — Delta — Gamma — Theta — Vega — Open interest 889 Model this call Put · $15 Snapshot session Aug 12, 2026 Last $0.10 Breakeven $14.90 Implied vol 146.7% Delta -0.045 ≈5% ITM Gamma 0.026 Theta -0.031 Vega 0.002 Open interest 2.1k Model this put
89	31	—	—	$2.35	$0.07	-0.069	149.8%	2	76
Call · $15.5 In the money Snapshot session Aug 11, 2026 Last $2.35 Breakeven $17.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 89 Model this call Put · $15.5 Snapshot session Aug 14, 2026 Last $0.07 Breakeven $15.43 Implied vol 149.8% Delta -0.069 ≈7% ITM Gamma 0.035 Theta -0.044 Vega 0.004 Open interest 76 Model this put
1.6k	260	—	—	$3.15	$0.09	-0.075	134.9%	1	578
Call · $16 In the money Snapshot session Aug 13, 2026 Last $3.15 Breakeven $19.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.6k Model this call Put · $16 Snapshot session Aug 14, 2026 Last $0.09 Breakeven $15.91 Implied vol 134.9% Delta -0.075 ≈8% ITM Gamma 0.042 Theta -0.042 Vega 0.004 Open interest 578 Model this put
243	2	—	—	$2.95	$0.12	-0.083	120.4%	51	208
Call · $16.5 In the money Snapshot session Aug 14, 2026 Last $2.95 Breakeven $19.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 243 Model this call Put · $16.5 Snapshot session Aug 14, 2026 Last $0.12 Breakeven $16.38 Implied vol 120.4% Delta -0.083 ≈8% ITM Gamma 0.051 Theta -0.041 Vega 0.004 Open interest 208 Model this put
239	11	—	—	$2.20	$0.13	-0.113	118.8%	11	967
Call · $17 In the money Snapshot session Aug 12, 2026 Last $2.20 Breakeven $19.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 239 Model this call Put · $17 Snapshot session Aug 14, 2026 Last $0.13 Breakeven $16.87 Implied vol 118.8% Delta -0.113 ≈11% ITM Gamma 0.065 Theta -0.051 Vega 0.004 Open interest 967 Model this put
315	2	54.6%	0.981	$1.80	$0.25	-0.16	119.6%	29	27
Call · $17.5 In the money Snapshot session Aug 14, 2026 Last $1.80 Breakeven $19.30 Implied vol 54.6% Delta 0.981 ≈98% ITM Gamma 0.034 Theta -0.007 Vega 0.001 Open interest 315 Model this call Put · $17.5 Snapshot session Aug 14, 2026 Last $0.25 Breakeven $17.25 Implied vol 119.6% Delta -0.16 ≈16% ITM Gamma 0.081 Theta -0.064 Vega 0.006 Open interest 27 Model this put
450	63	56.8%	0.945	$2.00	$0.23	-0.155	91.7%	106	289
Call · $18 In the money Snapshot session Aug 14, 2026 Last $2.00 Breakeven $20.00 Implied vol 56.8% Delta 0.945 ≈94% ITM Gamma 0.079 Theta -0.016 Vega 0.002 Open interest 450 Model this call Put · $18 Snapshot session Aug 14, 2026 Last $0.23 Breakeven $17.77 Implied vol 91.7% Delta -0.155 ≈16% ITM Gamma 0.104 Theta -0.048 Vega 0.006 Open interest 289 Model this put
12	4	85.7%	0.797	$1.63	$1.02	-0.276	127.6%	1	0
Call · $18.5 In the money Snapshot session Aug 14, 2026 Last $1.63 Breakeven $20.13 Implied vol 85.7% Delta 0.797 ≈80% ITM Gamma 0.134 Theta -0.056 Vega 0.006 Open interest 12 Model this call Put · $18.5 Snapshot session Aug 14, 2026 Last $1.02 Breakeven $17.48 Implied vol 127.6% Delta -0.276 ≈28% ITM Gamma 0.105 Theta -0.094 Vega 0.008 Open interest 0 Model this put
466	7	83.1%	0.722	$1.20	$0.90	-0.327	120.5%	33	251
Call · $19 In the money Snapshot session Aug 14, 2026 Last $1.20 Breakeven $20.20 Implied vol 83.1% Delta 0.722 ≈72% ITM Gamma 0.162 Theta -0.063 Vega 0.008 Open interest 466 Model this call Put · $19 Snapshot session Aug 14, 2026 Last $0.90 Breakeven $18.10 Implied vol 120.5% Delta -0.327 ≈33% ITM Gamma 0.122 Theta -0.097 Vega 0.009 Open interest 251 Model this put
2	203	95.6%	0.622	$0.95	$2.00	-0.396	130.5%	1	1
Call · $19.5 In the money Snapshot session Aug 14, 2026 Last $0.95 Breakeven $20.45 Implied vol 95.6% Delta 0.622 ≈62% ITM Gamma 0.16 Theta -0.082 Vega 0.01 Open interest 2 Model this call Put · $19.5 Snapshot session Aug 12, 2026 Last $2.00 Breakeven $17.50 Implied vol 130.5% Delta -0.396 ≈40% ITM Gamma 0.118 Theta -0.111 Vega 0.01 Open interest 1 Model this put
Underlying $19.90
6.5k	36	83%	0.538	$0.75	$1.35	-0.457	127.5%	5	346
Call · $20 Snapshot session Aug 14, 2026 Last $0.75 Breakeven $20.75 Implied vol 83% Delta 0.538 ≈54% ITM Gamma 0.194 Theta -0.075 Vega 0.01 Open interest 6.5k Model this call Put · $20 In the money Snapshot session Aug 14, 2026 Last $1.35 Breakeven $18.65 Implied vol 127.5% Delta -0.457 ≈46% ITM Gamma 0.126 Theta -0.113 Vega 0.01 Open interest 346 Model this put
0	16	72.2%	0.43	$0.65	—	-0.502	156%	—	0
Call · $20.5 Snapshot session Aug 14, 2026 Last $0.65 Breakeven $21.15 Implied vol 72.2% Delta 0.43 ≈43% ITM Gamma 0.218 Theta -0.064 Vega 0.01 Open interest 0 Model this call Put · $20.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 156% Delta -0.502 ≈50% ITM Gamma 0.103 Theta -0.137 Vega 0.01 Open interest 0 Model this put
998	50	94.4%	0.375	$0.50	$3.82	-0.556	150.6%	1	258
Call · $21 Snapshot session Aug 14, 2026 Last $0.50 Breakeven $21.50 Implied vol 94.4% Delta 0.375 ≈37% ITM Gamma 0.163 Theta -0.081 Vega 0.009 Open interest 998 Model this call Put · $21 In the money Snapshot session Jun 12, 2026 Last $3.82 Breakeven $17.18 Implied vol 150.6% Delta -0.556 ≈56% ITM Gamma 0.105 Theta -0.131 Vega 0.01 Open interest 258 Model this put
243	100	102.5%	0.257	$0.22	$3.10	-0.654	148.2%	1	226
Call · $22 Snapshot session Aug 14, 2026 Last $0.22 Breakeven $22.22 Implied vol 102.5% Delta 0.257 ≈26% ITM Gamma 0.128 Theta -0.075 Vega 0.009 Open interest 243 Model this call Put · $22 In the money Snapshot session Aug 14, 2026 Last $3.10 Breakeven $18.90 Implied vol 148.2% Delta -0.654 ≈65% ITM Gamma 0.1 Theta -0.12 Vega 0.009 Open interest 226 Model this put
2.7k	21	115.9%	0.195	$0.13	$5.68	-0.734	152.2%	2	96
Call · $23 Snapshot session Aug 14, 2026 Last $0.13 Breakeven $23.13 Implied vol 115.9% Delta 0.195 ≈20% ITM Gamma 0.095 Theta -0.071 Vega 0.007 Open interest 2.7k Model this call Put · $23 In the money Snapshot session Aug 11, 2026 Last $5.68 Breakeven $17.32 Implied vol 152.2% Delta -0.734 ≈73% ITM Gamma 0.088 Theta -0.11 Vega 0.009 Open interest 96 Model this put
766	318	116.7%	0.126	$0.35	$7.73	-0.802	150.9%	1	71
Call · $24 Snapshot session Aug 11, 2026 Last $0.35 Breakeven $24.35 Implied vol 116.7% Delta 0.126 ≈13% ITM Gamma 0.071 Theta -0.054 Vega 0.005 Open interest 766 Model this call Put · $24 In the money Snapshot session Aug 11, 2026 Last $7.73 Breakeven $16.27 Implied vol 150.9% Delta -0.802 ≈80% ITM Gamma 0.074 Theta -0.091 Vega 0.007 Open interest 71 Model this put
4.5k	50	124.5%	0.09	$0.10	$12.82	-0.833	165.4%	20	75
Call · $25 Snapshot session Aug 13, 2026 Last $0.10 Breakeven $25.10 Implied vol 124.5% Delta 0.09 ≈9% ITM Gamma 0.052 Theta -0.045 Vega 0.005 Open interest 4.5k Model this call Put · $25 In the money Snapshot session Jul 17, 2026 Last $12.82 Breakeven $12.18 Implied vol 165.4% Delta -0.833 ≈83% ITM Gamma 0.061 Theta -0.09 Vega 0.007 Open interest 75 Model this put
424	10	186.5%	0.157	$0.09	$10.29	-0.77	232.6%	2	0
Call · $26 Snapshot session Aug 13, 2026 Last $0.09 Breakeven $26.09 Implied vol 186.5% Delta 0.157 ≈16% ITM Gamma 0.052 Theta -0.101 Vega 0.005 Open interest 424 Model this call Put · $26 In the money Snapshot session Aug 10, 2026 Last $10.29 Breakeven $15.71 Implied vol 232.6% Delta -0.77 ≈77% ITM Gamma 0.052 Theta -0.154 Vega 0.008 Open interest 0 Model this put
155	20	178%	0.112	$0.40	$7.46	-0.884	181.2%	7	6
Call · $27 Snapshot session Jul 14, 2026 Last $0.40 Breakeven $27.40 Implied vol 178% Delta 0.112 ≈11% ITM Gamma 0.043 Theta -0.075 Vega 0.005 Open interest 155 Model this call Put · $27 In the money Snapshot session Aug 14, 2026 Last $7.46 Breakeven $19.54 Implied vol 181.2% Delta -0.884 ≈88% ITM Gamma 0.043 Theta -0.076 Vega 0.005 Open interest 6 Model this put
1.5k	51	208.2%	0.126	$0.35	$8.45	-0.84	235.4%	5	4
Call · $28 Snapshot session Jul 15, 2026 Last $0.35 Breakeven $28.35 Implied vol 208.2% Delta 0.126 ≈13% ITM Gamma 0.04 Theta -0.095 Vega 0.005 Open interest 1.5k Model this call Put · $28 In the money Snapshot session Aug 14, 2026 Last $8.45 Breakeven $19.55 Implied vol 235.4% Delta -0.84 ≈84% ITM Gamma 0.042 Theta -0.126 Vega 0.005 Open interest 4 Model this put
469	20	232.6%	0.132	$0.05	$9.55	-0.859	240.6%	4	1
Call · $29 Snapshot session Aug 7, 2026 Last $0.05 Breakeven $29.05 Implied vol 232.6% Delta 0.132 ≈13% ITM Gamma 0.037 Theta -0.11 Vega 0.005 Open interest 469 Model this call Put · $29 In the money Snapshot session Aug 14, 2026 Last $9.55 Breakeven $19.45 Implied vol 240.6% Delta -0.859 ≈86% ITM Gamma 0.037 Theta -0.117 Vega 0.005 Open interest 1 Model this put
28.6k	3k	186.7%	0.054	$0.05	$10.52	-0.8	311.2%	1	2
Call · $30 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $30.05 Implied vol 186.7% Delta 0.054 ≈5% ITM Gamma 0.023 Theta -0.045 Vega 0.003 Open interest 28.6k Model this call Put · $30 In the money Snapshot session Aug 14, 2026 Last $10.52 Breakeven $19.48 Implied vol 311.2% Delta -0.8 ≈80% ITM Gamma 0.036 Theta -0.191 Vega 0.008 Open interest 2 Model this put
4k	9	230.4%	0.084	$0.20	$11.40	-0.849	287.1%	3	1
Call · $31 Snapshot session Aug 11, 2026 Last $0.20 Breakeven $31.20 Implied vol 230.4% Delta 0.084 ≈8% ITM Gamma 0.027 Theta -0.079 Vega 0.003 Open interest 4k Model this call Put · $31 In the money Snapshot session Aug 14, 2026 Last $11.40 Breakeven $19.60 Implied vol 287.1% Delta -0.849 ≈85% ITM Gamma 0.033 Theta -0.146 Vega 0.005 Open interest 1 Model this put
212	18	249.5%	0.087	$0.05	$12.37	-0.854	300.3%	1	2
Call · $32 Snapshot session Aug 12, 2026 Last $0.05 Breakeven $32.05 Implied vol 249.5% Delta 0.087 ≈9% ITM Gamma 0.026 Theta -0.088 Vega 0.003 Open interest 212 Model this call Put · $32 In the money Snapshot session Aug 14, 2026 Last $12.37 Breakeven $19.63 Implied vol 300.3% Delta -0.854 ≈85% ITM Gamma 0.031 Theta -0.149 Vega 0.006 Open interest 2 Model this put
354	5	287.4%	0.113	$0.25	—	-0.81	365.4%	—	0
Call · $33 Snapshot session Jul 10, 2026 Last $0.25 Breakeven $33.25 Implied vol 287.4% Delta 0.113 ≈11% ITM Gamma 0.027 Theta -0.122 Vega 0.006 Open interest 354 Model this call Put · $33 In the money Snapshot session Unknown Last — Breakeven — Implied vol 365.4% Delta -0.81 ≈81% ITM Gamma 0.03 Theta -0.22 Vega 0.008 Open interest 0 Model this put
25	2	308.9%	0.12	$0.27	$14.40	-0.942	245.9%	3	1
Call · $34 Snapshot session Jul 13, 2026 Last $0.27 Breakeven $34.27 Implied vol 308.9% Delta 0.12 ≈12% ITM Gamma 0.026 Theta -0.137 Vega 0.006 Open interest 25 Model this call Put · $34 In the money Snapshot session Aug 13, 2026 Last $14.40 Breakeven $19.60 Implied vol 245.9% Delta -0.942 ≈94% ITM Gamma 0.019 Theta -0.06 Vega 0.003 Open interest 1 Model this put
3.3k	1	316.8%	0.112	$0.35	—	-0.818	390.1%	—	0
Call · $35 Snapshot session Aug 3, 2026 Last $0.35 Breakeven $35.35 Implied vol 316.8% Delta 0.112 ≈11% ITM Gamma 0.024 Theta -0.134 Vega 0.006 Open interest 3.3k Model this call Put · $35 In the money Snapshot session Unknown Last — Breakeven — Implied vol 390.1% Delta -0.818 ≈82% ITM Gamma 0.027 Theta -0.227 Vega 0.006 Open interest 0 Model this put
30	1	306%	0.089	$1.25	—	-0.822	401.2%	—	0
Call · $36 Snapshot session Jun 15, 2026 Last $1.25 Breakeven $37.25 Implied vol 306% Delta 0.089 ≈9% ITM Gamma 0.021 Theta -0.109 Vega 0.003 Open interest 30 Model this call Put · $36 In the money Snapshot session Unknown Last — Breakeven — Implied vol 401.2% Delta -0.822 ≈82% ITM Gamma 0.026 Theta -0.23 Vega 0.006 Open interest 0 Model this put
507	50	348.8%	0.116	$0.10	—	-0.825	412.1%	—	0
Call · $37 Snapshot session Aug 12, 2026 Last $0.10 Breakeven $37.10 Implied vol 348.8% Delta 0.116 ≈12% ITM Gamma 0.022 Theta -0.151 Vega 0.006 Open interest 507 Model this call Put · $37 In the money Snapshot session Unknown Last — Breakeven — Implied vol 412.1% Delta -0.825 ≈82% ITM Gamma 0.025 Theta -0.233 Vega 0.006 Open interest 0 Model this put
301	1	360.1%	0.114	$0.46	—	-0.828	422.6%	—	0
Call · $38 Snapshot session Jul 1, 2026 Last $0.46 Breakeven $38.46 Implied vol 360.1% Delta 0.114 ≈11% ITM Gamma 0.021 Theta -0.154 Vega 0.006 Open interest 301 Model this call Put · $38 In the money Snapshot session Unknown Last — Breakeven — Implied vol 422.6% Delta -0.828 ≈83% ITM Gamma 0.024 Theta -0.236 Vega 0.006 Open interest 0 Model this put
888	1	326.9%	0.077	$0.16	$19.64	-0.831	432.9%	1	1
Call · $39 Snapshot session Aug 14, 2026 Last $0.16 Breakeven $39.16 Implied vol 326.9% Delta 0.077 ≈8% ITM Gamma 0.018 Theta -0.104 Vega 0.004 Open interest 888 Model this call Put · $39 In the money Snapshot session Aug 13, 2026 Last $19.64 Breakeven $19.36 Implied vol 432.9% Delta -0.831 ≈83% ITM Gamma 0.023 Theta -0.239 Vega 0.006 Open interest 1 Model this put