NRG Stock — Nrg Energy, Inc.: Options Chain

Calls		Puts
0	—	—	—	—	$0.20	-0.028	248.8%	1	1
Call · $80 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $80 Last $0.20 Breakeven $79.80 Implied vol 248.8% Delta -0.028 ≈3% ITM Gamma 0.001 Theta -0.235 Vega 0.014 Open interest 1 Model this put
0	—	—	—	—	$0.20	-0.031	225.3%	1	1
Call · $85 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $85 Last $0.20 Breakeven $84.80 Implied vol 225.3% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.23 Vega 0.015 Open interest 1 Model this put
6	6	—	—	$53.90	$0.25	-0.028	193.1%	1	1
Call · $90 In the money Last $53.90 Breakeven $143.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $90 Last $0.25 Breakeven $89.75 Implied vol 193.1% Delta -0.028 ≈3% ITM Gamma 0.002 Theta -0.181 Vega 0.015 Open interest 1 Model this put
11	11	—	—	$48.80	$0.01	-0.031	172.5%	1	1
Call · $95 In the money Last $48.80 Breakeven $143.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $95 Last $0.01 Breakeven $94.99 Implied vol 172.5% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.176 Vega 0.015 Open interest 1 Model this put
2	2	—	—	$44.00	$0.20	-0.034	153%	4	4
Call · $100 In the money Last $44.00 Breakeven $144.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $100 Last $0.20 Breakeven $99.80 Implied vol 153% Delta -0.034 ≈3% ITM Gamma 0.003 Theta -0.171 Vega 0.016 Open interest 4 Model this put
0	—	—	—	—	$0.22	-0.039	134.4%	1	1
Call · $105 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $105 Last $0.22 Breakeven $104.78 Implied vol 134.4% Delta -0.039 ≈4% ITM Gamma 0.003 Theta -0.165 Vega 0.016 Open interest 1 Model this put
0	—	—	—	—	$0.35	-0.038	120.7%	5	6
Call · $108 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $108 Last $0.35 Breakeven $107.65 Implied vol 120.7% Delta -0.038 ≈4% ITM Gamma 0.004 Theta -0.147 Vega 0.016 Open interest 6 Model this put
0	—	—	—	—	—	-0.046	123.2%	—	0
Call · $109 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $109 Last — Breakeven — Implied vol 123.2% Delta -0.046 ≈5% ITM Gamma 0.004 Theta -0.176 Vega 0.017 Open interest 0 Model this put
4	3	—	—	$20.60	—	-0.051	122.7%	—	0
Call · $110 In the money Last $20.60 Breakeven $130.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $110 Last — Breakeven — Implied vol 122.7% Delta -0.051 ≈5% ITM Gamma 0.005 Theta -0.19 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	—	-0.045	113.3%	—	0
Call · $111 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $111 Last — Breakeven — Implied vol 113.3% Delta -0.045 ≈5% ITM Gamma 0.005 Theta -0.159 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	$0.25	-0.047	109.9%	1	23
Call · $112 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $112 Last $0.25 Breakeven $111.75 Implied vol 109.9% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.158 Vega 0.017 Open interest 23 Model this put
0	—	—	—	—	—	-0.048	106.5%	—	0
Call · $113 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $113 Last — Breakeven — Implied vol 106.5% Delta -0.048 ≈5% ITM Gamma 0.005 Theta -0.157 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—	—	-0.053	106.1%	—	0
Call · $114 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $114 Last — Breakeven — Implied vol 106.1% Delta -0.053 ≈5% ITM Gamma 0.006 Theta -0.171 Vega 0.017 Open interest 0 Model this put
0	—	0%	1	—	$0.41	-0.064	108.4%	5	25
Call · $115 In the money Last — Breakeven — Implied vol 0% Delta 1 ≈100% ITM Gamma 0 Theta -0.005 Vega 0 Open interest 0 Model this call Put · $115 Last $0.41 Breakeven $114.59 Implied vol 108.4% Delta -0.064 ≈6% ITM Gamma 0.006 Theta -0.201 Vega 0.029 Open interest 25 Model this put
0	—	—	—	—	$1.08	-0.064	103.8%	4	4
Call · $116 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $116 Last $1.08 Breakeven $114.92 Implied vol 103.8% Delta -0.064 ≈6% ITM Gamma 0.007 Theta -0.193 Vega 0.03 Open interest 4 Model this put
0	—	—	—	—	$6.22	-0.055	93.3%	1	1
Call · $117 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $117 Last $6.22 Breakeven $110.78 Implied vol 93.3% Delta -0.055 ≈5% ITM Gamma 0.006 Theta -0.153 Vega 0.017 Open interest 1 Model this put
0	—	—	—	—	$1.84	-0.056	90.1%	3	3
Call · $118 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $118 Last $1.84 Breakeven $116.16 Implied vol 90.1% Delta -0.056 ≈6% ITM Gamma 0.007 Theta -0.152 Vega 0.017 Open interest 3 Model this put
0	—	—	—	—	$0.14	-0.044	78.2%	1	3
Call · $119 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $119 Last $0.14 Breakeven $118.86 Implied vol 78.2% Delta -0.044 ≈4% ITM Gamma 0.006 Theta -0.106 Vega 0.017 Open interest 3 Model this put
0	—	—	—	—	$0.13	-0.042	73.7%	6	99
Call · $120 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $120 Last $0.13 Breakeven $119.87 Implied vol 73.7% Delta -0.042 ≈4% ITM Gamma 0.007 Theta -0.097 Vega 0.017 Open interest 99 Model this put
0	—	63.9%	0.972	—	$2.00	-0.05	73.4%	3	3
Call · $121 In the money Last — Breakeven — Implied vol 63.9% Delta 0.972 ≈97% ITM Gamma 0.006 Theta -0.067 Vega 0.017 Open interest 0 Model this call Put · $121 Last $2.00 Breakeven $119.00 Implied vol 73.4% Delta -0.05 ≈5% ITM Gamma 0.008 Theta -0.111 Vega 0.017 Open interest 3 Model this put
0	—	49.4%	0.99	—	$0.82	-0.103	92.3%	2	0
Call · $122 In the money Last — Breakeven — Implied vol 49.4% Delta 0.99 ≈99% ITM Gamma 0.003 Theta -0.026 Vega 0.004 Open interest 0 Model this call Put · $122 Last $0.82 Breakeven $121.18 Implied vol 92.3% Delta -0.103 ≈10% ITM Gamma 0.011 Theta -0.245 Vega 0.03 Open interest 0 Model this put
0	—	60.6%	0.961	—	$0.93	-0.084	78.8%	1	3
Call · $123 In the money Last — Breakeven — Implied vol 60.6% Delta 0.961 ≈96% ITM Gamma 0.007 Theta -0.08 Vega 0.018 Open interest 0 Model this call Put · $123 Last $0.93 Breakeven $122.07 Implied vol 78.8% Delta -0.084 ≈8% ITM Gamma 0.011 Theta -0.178 Vega 0.03 Open interest 3 Model this put
0	—	54.7%	0.968	—	$1.60	-0.132	93.5%	1	4
Call · $124 In the money Last — Breakeven — Implied vol 54.7% Delta 0.968 ≈97% ITM Gamma 0.007 Theta -0.063 Vega 0.018 Open interest 0 Model this call Put · $124 Last $1.60 Breakeven $122.40 Implied vol 93.5% Delta -0.132 ≈13% ITM Gamma 0.012 Theta -0.295 Vega 0.046 Open interest 4 Model this put
0	—	62.9%	0.937	—	$0.45	-0.087	70%	20	41
Call · $125 In the money Last — Breakeven — Implied vol 62.9% Delta 0.937 ≈94% ITM Gamma 0.011 Theta -0.122 Vega 0.031 Open interest 0 Model this call Put · $125 Last $0.45 Breakeven $124.55 Implied vol 70% Delta -0.087 ≈9% ITM Gamma 0.012 Theta -0.162 Vega 0.031 Open interest 41 Model this put
14	14	51.5%	0.956	$17.77	$0.33	-0.058	56.9%	1	5
Call · $126 In the money Last $17.77 Breakeven $143.77 Implied vol 51.5% Delta 0.956 ≈96% ITM Gamma 0.01 Theta -0.076 Vega 0.018 Open interest 14 Model this call Put · $126 Last $0.33 Breakeven $125.67 Implied vol 56.9% Delta -0.058 ≈6% ITM Gamma 0.011 Theta -0.098 Vega 0.018 Open interest 5 Model this put
3	3	51.4%	0.945	$9.20	$1.90	-0.087	60.6%	3	3
Call · $127 In the money Last $9.20 Breakeven $136.20 Implied vol 51.4% Delta 0.945 ≈95% ITM Gamma 0.012 Theta -0.09 Vega 0.018 Open interest 3 Model this call Put · $127 Last $1.90 Breakeven $125.10 Implied vol 60.6% Delta -0.087 ≈9% ITM Gamma 0.014 Theta -0.141 Vega 0.031 Open interest 3 Model this put
14	14	52.5%	0.927	$12.72	$0.63	-0.152	75.5%	5	41
Call · $128 In the money Last $12.72 Breakeven $140.72 Implied vol 52.5% Delta 0.927 ≈93% ITM Gamma 0.014 Theta -0.113 Vega 0.031 Open interest 14 Model this call Put · $128 Last $0.63 Breakeven $127.37 Implied vol 75.5% Delta -0.152 ≈15% ITM Gamma 0.017 Theta -0.261 Vega 0.047 Open interest 41 Model this put
2	2	53.9%	0.903	$10.03	$1.10	-0.175	76.8%	1	10
Call · $129 In the money Last $10.03 Breakeven $139.03 Implied vol 53.9% Delta 0.903 ≈90% ITM Gamma 0.017 Theta -0.142 Vega 0.031 Open interest 2 Model this call Put · $129 Last $1.10 Breakeven $127.90 Implied vol 76.8% Delta -0.175 ≈17% ITM Gamma 0.018 Theta -0.291 Vega 0.047 Open interest 10 Model this put
3	14	47.3%	0.911	$14.02	$2.00	-0.188	74.2%	500	518
Call · $130 In the money Last $14.02 Breakeven $144.02 Implied vol 47.3% Delta 0.911 ≈91% ITM Gamma 0.018 Theta -0.118 Vega 0.031 Open interest 3 Model this call Put · $130 Last $2.00 Breakeven $128.00 Implied vol 74.2% Delta -0.188 ≈19% ITM Gamma 0.02 Theta -0.295 Vega 0.047 Open interest 518 Model this put
0	1	51.6%	0.873	$8.55	$1.00	-0.152	56.9%	1	11
Call · $131 In the money Last $8.55 Breakeven $139.55 Implied vol 51.6% Delta 0.873 ≈87% ITM Gamma 0.022 Theta -0.167 Vega 0.047 Open interest 0 Model this call Put · $131 Last $1.00 Breakeven $130.00 Implied vol 56.9% Delta -0.152 ≈15% ITM Gamma 0.022 Theta -0.196 Vega 0.047 Open interest 11 Model this put
1	1	56.1%	0.825	$3.87	$1.10	-0.172	55.5%	3	1
Call · $132 In the money Last $3.87 Breakeven $135.87 Implied vol 56.1% Delta 0.825 ≈83% ITM Gamma 0.025 Theta -0.219 Vega 0.047 Open interest 1 Model this call Put · $132 Last $1.10 Breakeven $130.90 Implied vol 55.5% Delta -0.172 ≈17% ITM Gamma 0.025 Theta -0.208 Vega 0.047 Open interest 1 Model this put
0	1	47.9%	0.833	$7.32	$1.44	-0.198	55.2%	103	38
Call · $133 In the money Last $7.32 Breakeven $140.32 Implied vol 47.9% Delta 0.833 ≈83% ITM Gamma 0.028 Theta -0.182 Vega 0.047 Open interest 0 Model this call Put · $133 Last $1.44 Breakeven $131.56 Implied vol 55.2% Delta -0.198 ≈20% ITM Gamma 0.027 Theta -0.227 Vega 0.048 Open interest 38 Model this put
3	3	52.3%	0.785	$3.50	$2.47	-0.236	57.7%	4	8
Call · $134 In the money Last $3.50 Breakeven $137.50 Implied vol 52.3% Delta 0.785 ≈79% ITM Gamma 0.031 Theta -0.234 Vega 0.048 Open interest 3 Model this call Put · $134 Last $2.47 Breakeven $131.53 Implied vol 57.7% Delta -0.236 ≈24% ITM Gamma 0.029 Theta -0.263 Vega 0.062 Open interest 8 Model this put
26	1	54.9%	0.741	$3.60	$1.75	-0.301	70.4%	11	9
Call · $135 In the money Last $3.60 Breakeven $138.60 Implied vol 54.9% Delta 0.741 ≈74% ITM Gamma 0.032 Theta -0.268 Vega 0.063 Open interest 26 Model this call Put · $135 Last $1.75 Breakeven $133.25 Implied vol 70.4% Delta -0.301 ≈30% ITM Gamma 0.027 Theta -0.362 Vega 0.063 Open interest 9 Model this put
18	1	54%	0.709	$6.95	$2.28	-0.278	50%	9	11
Call · $136 In the money Last $6.95 Breakeven $142.95 Implied vol 54% Delta 0.709 ≈71% ITM Gamma 0.034 Theta -0.279 Vega 0.063 Open interest 18 Model this call Put · $136 Last $2.28 Breakeven $133.72 Implied vol 50% Delta -0.278 ≈28% ITM Gamma 0.036 Theta -0.246 Vega 0.063 Open interest 11 Model this put
19	3	53.2%	0.676	$7.65	$1.67	-0.33	55.6%	17	18
Call · $137 In the money Last $7.65 Breakeven $144.65 Implied vol 53.2% Delta 0.676 ≈68% ITM Gamma 0.037 Theta -0.29 Vega 0.063 Open interest 19 Model this call Put · $137 Last $1.67 Breakeven $135.33 Implied vol 55.6% Delta -0.33 ≈33% ITM Gamma 0.036 Theta -0.299 Vega 0.063 Open interest 18 Model this put
22	12	54.9%	0.634	$5.84	$3.00	-0.362	52.8%	20	17
Call · $138 In the money Last $5.84 Breakeven $143.84 Implied vol 54.9% Delta 0.634 ≈63% ITM Gamma 0.037 Theta -0.312 Vega 0.072 Open interest 22 Model this call Put · $138 Last $3.00 Breakeven $135.00 Implied vol 52.8% Delta -0.362 ≈36% ITM Gamma 0.039 Theta -0.292 Vega 0.072 Open interest 17 Model this put
30	17	50.9%	0.6	$6.73	$3.10	-0.4	51.2%	3	1
Call · $139 In the money Last $6.73 Breakeven $145.73 Implied vol 50.9% Delta 0.6 ≈60% ITM Gamma 0.041 Theta -0.295 Vega 0.073 Open interest 30 Model this call Put · $139 Last $3.10 Breakeven $135.90 Implied vol 51.2% Delta -0.4 ≈40% ITM Gamma 0.041 Theta -0.29 Vega 0.073 Open interest 1 Model this put
70	17	52.4%	0.558	$6.10	$2.90	-0.444	54.8%	6	6
Call · $140 In the money Last $6.10 Breakeven $146.10 Implied vol 52.4% Delta 0.558 ≈56% ITM Gamma 0.041 Theta -0.311 Vega 0.073 Open interest 70 Model this call Put · $140 Last $2.90 Breakeven $137.10 Implied vol 54.8% Delta -0.444 ≈44% ITM Gamma 0.039 Theta -0.318 Vega 0.073 Open interest 6 Model this put
13	2	56.6%	0.518	$3.90	$3.18	-0.484	50.2%	1	3
Call · $141 In the money Last $3.90 Breakeven $144.90 Implied vol 56.6% Delta 0.518 ≈52% ITM Gamma 0.039 Theta -0.343 Vega 0.073 Open interest 13 Model this call Put · $141 Last $3.18 Breakeven $137.82 Implied vol 50.2% Delta -0.484 ≈48% ITM Gamma 0.044 Theta -0.297 Vega 0.073 Open interest 3 Model this put
Underlying $141.04
7	1	51.1%	0.475	$3.89	$3.68	-0.523	53.8%	4	13
Call · $142 Last $3.89 Breakeven $145.89 Implied vol 51.1% Delta 0.475 ≈48% ITM Gamma 0.042 Theta -0.306 Vega 0.074 Open interest 7 Model this call Put · $142 In the money Last $3.68 Breakeven $138.32 Implied vol 53.8% Delta -0.523 ≈52% ITM Gamma 0.04 Theta -0.314 Vega 0.074 Open interest 13 Model this put
19	332	52.7%	0.436	$2.94	$4.10	-0.563	53.4%	56	0
Call · $143 Last $2.94 Breakeven $145.94 Implied vol 52.7% Delta 0.436 ≈44% ITM Gamma 0.041 Theta -0.31 Vega 0.074 Open interest 19 Model this call Put · $143 In the money Last $4.10 Breakeven $138.90 Implied vol 53.4% Delta -0.563 ≈56% ITM Gamma 0.04 Theta -0.307 Vega 0.074 Open interest 0 Model this put
25	3	60.3%	0.413	$2.98	—	-0.607	51.6%	—	0
Call · $144 Last $2.98 Breakeven $146.98 Implied vol 60.3% Delta 0.413 ≈41% ITM Gamma 0.035 Theta -0.351 Vega 0.074 Open interest 25 Model this call Put · $144 In the money Last — Breakeven — Implied vol 51.6% Delta -0.607 ≈61% ITM Gamma 0.041 Theta -0.291 Vega 0.074 Open interest 0 Model this put
146	84	54.4%	0.363	$3.44	$13.53	-0.658	47.9%	1	3
Call · $145 Last $3.44 Breakeven $148.44 Implied vol 54.4% Delta 0.363 ≈36% ITM Gamma 0.038 Theta -0.308 Vega 0.065 Open interest 146 Model this call Put · $145 In the money Last $13.53 Breakeven $131.47 Implied vol 47.9% Delta -0.658 ≈66% ITM Gamma 0.042 Theta -0.257 Vega 0.065 Open interest 3 Model this put
2	1	53.7%	0.327	$1.55	$6.22	-0.676	53%	2	0
Call · $146 Last $1.55 Breakeven $147.55 Implied vol 53.7% Delta 0.327 ≈33% ITM Gamma 0.037 Theta -0.289 Vega 0.065 Open interest 2 Model this call Put · $146 In the money Last $6.22 Breakeven $139.78 Implied vol 53% Delta -0.676 ≈68% ITM Gamma 0.037 Theta -0.277 Vega 0.065 Open interest 0 Model this put
4	19	56.9%	0.305	$1.50	—	-0.715	51.9%	—	0
Call · $147 Last $1.50 Breakeven $148.50 Implied vol 56.9% Delta 0.305 ≈30% ITM Gamma 0.033 Theta -0.296 Vega 0.066 Open interest 4 Model this call Put · $147 In the money Last — Breakeven — Implied vol 51.9% Delta -0.715 ≈72% ITM Gamma 0.036 Theta -0.255 Vega 0.066 Open interest 0 Model this put
37	3	53.2%	0.256	$1.15	—	-0.731	56.2%	—	0
Call · $148 Last $1.15 Breakeven $149.15 Implied vol 53.2% Delta 0.256 ≈26% ITM Gamma 0.033 Theta -0.257 Vega 0.066 Open interest 37 Model this call Put · $148 In the money Last — Breakeven — Implied vol 56.2% Delta -0.731 ≈73% ITM Gamma 0.032 Theta -0.27 Vega 0.066 Open interest 0 Model this put
8	4	65%	0.275	$0.90	—	-0.744	60.5%	—	0
Call · $149 Last $0.90 Breakeven $149.90 Implied vol 65% Delta 0.275 ≈27% ITM Gamma 0.028 Theta -0.323 Vega 0.066 Open interest 8 Model this call Put · $149 In the money Last — Breakeven — Implied vol 60.5% Delta -0.744 ≈74% ITM Gamma 0.029 Theta -0.285 Vega 0.066 Open interest 0 Model this put
305	9	52%	0.195	$1.10	$10.82	-0.797	54%	1	3
Call · $150 Last $1.10 Breakeven $151.10 Implied vol 52% Delta 0.195 ≈19% ITM Gamma 0.029 Theta -0.213 Vega 0.051 Open interest 305 Model this call Put · $150 In the money Last $10.82 Breakeven $139.18 Implied vol 54% Delta -0.797 ≈80% ITM Gamma 0.029 Theta -0.22 Vega 0.051 Open interest 3 Model this put
21	17	55.6%	0.149	$0.80	—	-0.832	59.5%	—	0
Call · $152.5 Last $0.80 Breakeven $153.30 Implied vol 55.6% Delta 0.149 ≈15% ITM Gamma 0.023 Theta -0.193 Vega 0.051 Open interest 21 Model this call Put · $152.5 In the money Last — Breakeven — Implied vol 59.5% Delta -0.832 ≈83% ITM Gamma 0.023 Theta -0.215 Vega 0.051 Open interest 0 Model this put
75	15	54.4%	0.1	$0.33	$26.50	-0.895	55.8%	1	1
Call · $155 Last $0.33 Breakeven $155.33 Implied vol 54.4% Delta 0.1 ≈10% ITM Gamma 0.017 Theta -0.141 Vega 0.035 Open interest 75 Model this call Put · $155 In the money Last $26.50 Breakeven $128.50 Implied vol 55.8% Delta -0.895 ≈89% ITM Gamma 0.018 Theta -0.143 Vega 0.034 Open interest 1 Model this put
175	1	79.8%	0.157	$0.35	$20.30	-0.898	64.1%	1	1
Call · $157.5 Last $0.35 Breakeven $157.85 Implied vol 79.8% Delta 0.157 ≈16% ITM Gamma 0.016 Theta -0.286 Vega 0.052 Open interest 175 Model this call Put · $157.5 In the money Last $20.30 Breakeven $137.20 Implied vol 64.1% Delta -0.898 ≈90% ITM Gamma 0.015 Theta -0.161 Vega 0.035 Open interest 1 Model this put
19	10	57.3%	0.051	$0.25	—	-0.924	66.4%	—	0
Call · $160 Last $0.25 Breakeven $160.25 Implied vol 57.3% Delta 0.051 ≈5% ITM Gamma 0.01 Theta -0.088 Vega 0.02 Open interest 19 Model this call Put · $160 In the money Last — Breakeven — Implied vol 66.4% Delta -0.924 ≈92% ITM Gamma 0.012 Theta -0.136 Vega 0.034 Open interest 0 Model this put
6	5	66.6%	0.057	$1.40	—	-0.941	67.6%	—	0
Call · $162.5 Last $1.40 Breakeven $163.90 Implied vol 66.6% Delta 0.057 ≈6% ITM Gamma 0.009 Theta -0.113 Vega 0.02 Open interest 6 Model this call Put · $162.5 In the money Last — Breakeven — Implied vol 67.6% Delta -0.941 ≈94% ITM Gamma 0.01 Theta -0.11 Vega 0.02 Open interest 0 Model this put
4	1	78.2%	0.068	$1.08	—	-0.945	73.1%	—	0
Call · $165 Last $1.08 Breakeven $166.08 Implied vol 78.2% Delta 0.068 ≈7% ITM Gamma 0.009 Theta -0.153 Vega 0.021 Open interest 4 Model this call Put · $165 In the money Last — Breakeven — Implied vol 73.1% Delta -0.945 ≈95% ITM Gamma 0.008 Theta -0.113 Vega 0.02 Open interest 0 Model this put
0	—	97.2%	0.077	—	—	-0.97	75.2%	—	0
Call · $170 Last — Breakeven — Implied vol 97.2% Delta 0.077 ≈8% ITM Gamma 0.008 Theta -0.211 Vega 0.036 Open interest 0 Model this call Put · $170 In the money Last — Breakeven — Implied vol 75.2% Delta -0.97 ≈97% ITM Gamma 0.005 Theta -0.069 Vega 0.01 Open interest 0 Model this put
13	3	99.2%	0.056	$0.90	—	-0.961	92%	—	0
Call · $175 Last $0.90 Breakeven $175.90 Implied vol 99.2% Delta 0.056 ≈6% ITM Gamma 0.006 Theta -0.164 Vega 0.021 Open interest 13 Model this call Put · $175 In the money Last — Breakeven — Implied vol 92% Delta -0.961 ≈96% ITM Gamma 0.005 Theta -0.108 Vega 0.02 Open interest 0 Model this put
1	1	109.3%	0.051	$0.70	$36.50	-0.959	104.6%	1	0
Call · $180 Last $0.70 Breakeven $180.70 Implied vol 109.3% Delta 0.051 ≈5% ITM Gamma 0.005 Theta -0.169 Vega 0.021 Open interest 1 Model this call Put · $180 In the money Last $36.50 Breakeven $143.50 Implied vol 104.6% Delta -0.959 ≈96% ITM Gamma 0.005 Theta -0.129 Vega 0.021 Open interest 0 Model this put
1	1	119.1%	0.048	$0.65	$41.40	-0.957	116.8%	2	0
Call · $185 Last $0.65 Breakeven $185.65 Implied vol 119.1% Delta 0.048 ≈5% ITM Gamma 0.005 Theta -0.174 Vega 0.022 Open interest 1 Model this call Put · $185 In the money Last $41.40 Breakeven $143.60 Implied vol 116.8% Delta -0.957 ≈96% ITM Gamma 0.004 Theta -0.149 Vega 0.021 Open interest 0 Model this put
0	—	128.6%	0.045	—	$46.50	-0.979	110.2%	4	0
Call · $190 Last — Breakeven — Implied vol 128.6% Delta 0.045 ≈5% ITM Gamma 0.004 Theta -0.18 Vega 0.022 Open interest 0 Model this call Put · $190 In the money Last $46.50 Breakeven $143.50 Implied vol 110.2% Delta -0.979 ≈98% ITM Gamma 0.003 Theta -0.076 Vega 0.011 Open interest 0 Model this put
0	—	—	—	—	—	-0.975	123%	—	0
Call · $195 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $195 In the money Last — Breakeven — Implied vol 123% Delta -0.975 ≈97% ITM Gamma 0.003 Theta -0.099 Vega 0.011 Open interest 0 Model this put
0	—	—	—	—	—	-0.972	135.4%	—	0
Call · $200 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $200 In the money Last — Breakeven — Implied vol 135.4% Delta -0.972 ≈97% ITM Gamma 0.003 Theta -0.122 Vega 0.011 Open interest 0 Model this put
0	—	—	—	—	—	-0.969	147.6%	—	0
Call · $205 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $205 In the money Last — Breakeven — Implied vol 147.6% Delta -0.969 ≈97% ITM Gamma 0.003 Theta -0.144 Vega 0.011 Open interest 0 Model this put

Call · $80 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $80

Last: $0.20
Breakeven: $79.80
Implied vol: 248.8%
Delta: -0.028 ≈3% ITM
Gamma: 0.001
Theta: -0.235
Vega: 0.014
Open interest: 1

Model this put

Call · $85 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $85

Last: $0.20
Breakeven: $84.80
Implied vol: 225.3%
Delta: -0.031 ≈3% ITM
Gamma: 0.002
Theta: -0.23
Vega: 0.015
Open interest: 1

Model this put

Call · $90 In the money

Last: $53.90
Breakeven: $143.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this call

Put · $90

Last: $0.25
Breakeven: $89.75
Implied vol: 193.1%
Delta: -0.028 ≈3% ITM
Gamma: 0.002
Theta: -0.181
Vega: 0.015
Open interest: 1

Model this put

Call · $95 In the money

Last: $48.80
Breakeven: $143.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this call

Put · $95

Last: $0.01
Breakeven: $94.99
Implied vol: 172.5%
Delta: -0.031 ≈3% ITM
Gamma: 0.002
Theta: -0.176
Vega: 0.015
Open interest: 1

Model this put

Call · $100 In the money

Last: $44.00
Breakeven: $144.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $100

Last: $0.20
Breakeven: $99.80
Implied vol: 153%
Delta: -0.034 ≈3% ITM
Gamma: 0.003
Theta: -0.171
Vega: 0.016
Open interest: 4

Model this put

Call · $105 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $105

Last: $0.22
Breakeven: $104.78
Implied vol: 134.4%
Delta: -0.039 ≈4% ITM
Gamma: 0.003
Theta: -0.165
Vega: 0.016
Open interest: 1

Model this put

Call · $108 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $108

Last: $0.35
Breakeven: $107.65
Implied vol: 120.7%
Delta: -0.038 ≈4% ITM
Gamma: 0.004
Theta: -0.147
Vega: 0.016
Open interest: 6

Model this put

Call · $109 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $109

Last: —
Breakeven: —
Implied vol: 123.2%
Delta: -0.046 ≈5% ITM
Gamma: 0.004
Theta: -0.176
Vega: 0.017
Open interest: 0

Model this put

Call · $110 In the money

Last: $20.60
Breakeven: $130.60
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $110

Last: —
Breakeven: —
Implied vol: 122.7%
Delta: -0.051 ≈5% ITM
Gamma: 0.005
Theta: -0.19
Vega: 0.017
Open interest: 0

Model this put

Call · $111 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $111

Last: —
Breakeven: —
Implied vol: 113.3%
Delta: -0.045 ≈5% ITM
Gamma: 0.005
Theta: -0.159
Vega: 0.017
Open interest: 0

Model this put

Call · $112 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $112

Last: $0.25
Breakeven: $111.75
Implied vol: 109.9%
Delta: -0.047 ≈5% ITM
Gamma: 0.005
Theta: -0.158
Vega: 0.017
Open interest: 23

Model this put

Call · $113 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $113

Last: —
Breakeven: —
Implied vol: 106.5%
Delta: -0.048 ≈5% ITM
Gamma: 0.005
Theta: -0.157
Vega: 0.017
Open interest: 0

Model this put

Call · $114 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $114

Last: —
Breakeven: —
Implied vol: 106.1%
Delta: -0.053 ≈5% ITM
Gamma: 0.006
Theta: -0.171
Vega: 0.017
Open interest: 0

Model this put

Call · $115 In the money

Last: —
Breakeven: —
Implied vol: 0%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.005
Vega: 0
Open interest: 0

Model this call

Put · $115

Last: $0.41
Breakeven: $114.59
Implied vol: 108.4%
Delta: -0.064 ≈6% ITM
Gamma: 0.006
Theta: -0.201
Vega: 0.029
Open interest: 25

Model this put

Call · $116 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $116

Last: $1.08
Breakeven: $114.92
Implied vol: 103.8%
Delta: -0.064 ≈6% ITM
Gamma: 0.007
Theta: -0.193
Vega: 0.03
Open interest: 4

Model this put

Call · $117 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $117

Last: $6.22
Breakeven: $110.78
Implied vol: 93.3%
Delta: -0.055 ≈5% ITM
Gamma: 0.006
Theta: -0.153
Vega: 0.017
Open interest: 1

Model this put

Call · $118 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $118

Last: $1.84
Breakeven: $116.16
Implied vol: 90.1%
Delta: -0.056 ≈6% ITM
Gamma: 0.007
Theta: -0.152
Vega: 0.017
Open interest: 3

Model this put

Call · $119 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $119

Last: $0.14
Breakeven: $118.86
Implied vol: 78.2%
Delta: -0.044 ≈4% ITM
Gamma: 0.006
Theta: -0.106
Vega: 0.017
Open interest: 3

Model this put

Call · $120 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $120

Last: $0.13
Breakeven: $119.87
Implied vol: 73.7%
Delta: -0.042 ≈4% ITM
Gamma: 0.007
Theta: -0.097
Vega: 0.017
Open interest: 99

Model this put

Call · $121 In the money

Last: —
Breakeven: —
Implied vol: 63.9%
Delta: 0.972 ≈97% ITM
Gamma: 0.006
Theta: -0.067
Vega: 0.017
Open interest: 0

Model this call

Put · $121

Last: $2.00
Breakeven: $119.00
Implied vol: 73.4%
Delta: -0.05 ≈5% ITM
Gamma: 0.008
Theta: -0.111
Vega: 0.017
Open interest: 3

Model this put

Call · $122 In the money

Last: —
Breakeven: —
Implied vol: 49.4%
Delta: 0.99 ≈99% ITM
Gamma: 0.003
Theta: -0.026
Vega: 0.004
Open interest: 0

Model this call

Put · $122

Last: $0.82
Breakeven: $121.18
Implied vol: 92.3%
Delta: -0.103 ≈10% ITM
Gamma: 0.011
Theta: -0.245
Vega: 0.03
Open interest: 0

Model this put

Call · $123 In the money

Last: —
Breakeven: —
Implied vol: 60.6%
Delta: 0.961 ≈96% ITM
Gamma: 0.007
Theta: -0.08
Vega: 0.018
Open interest: 0

Model this call

Put · $123

Last: $0.93
Breakeven: $122.07
Implied vol: 78.8%
Delta: -0.084 ≈8% ITM
Gamma: 0.011
Theta: -0.178
Vega: 0.03
Open interest: 3

Model this put

Call · $124 In the money

Last: —
Breakeven: —
Implied vol: 54.7%
Delta: 0.968 ≈97% ITM
Gamma: 0.007
Theta: -0.063
Vega: 0.018
Open interest: 0

Model this call

Put · $124

Last: $1.60
Breakeven: $122.40
Implied vol: 93.5%
Delta: -0.132 ≈13% ITM
Gamma: 0.012
Theta: -0.295
Vega: 0.046
Open interest: 4

Model this put

Call · $125 In the money

Last: —
Breakeven: —
Implied vol: 62.9%
Delta: 0.937 ≈94% ITM
Gamma: 0.011
Theta: -0.122
Vega: 0.031
Open interest: 0

Model this call

Put · $125

Last: $0.45
Breakeven: $124.55
Implied vol: 70%
Delta: -0.087 ≈9% ITM
Gamma: 0.012
Theta: -0.162
Vega: 0.031
Open interest: 41

Model this put

Call · $126 In the money

Last: $17.77
Breakeven: $143.77
Implied vol: 51.5%
Delta: 0.956 ≈96% ITM
Gamma: 0.01
Theta: -0.076
Vega: 0.018
Open interest: 14

Model this call

Put · $126

Last: $0.33
Breakeven: $125.67
Implied vol: 56.9%
Delta: -0.058 ≈6% ITM
Gamma: 0.011
Theta: -0.098
Vega: 0.018
Open interest: 5

Model this put

Call · $127 In the money

Last: $9.20
Breakeven: $136.20
Implied vol: 51.4%
Delta: 0.945 ≈95% ITM
Gamma: 0.012
Theta: -0.09
Vega: 0.018
Open interest: 3

Model this call

Put · $127

Last: $1.90
Breakeven: $125.10
Implied vol: 60.6%
Delta: -0.087 ≈9% ITM
Gamma: 0.014
Theta: -0.141
Vega: 0.031
Open interest: 3

Model this put

Call · $128 In the money

Last: $12.72
Breakeven: $140.72
Implied vol: 52.5%
Delta: 0.927 ≈93% ITM
Gamma: 0.014
Theta: -0.113
Vega: 0.031
Open interest: 14

Model this call

Put · $128

Last: $0.63
Breakeven: $127.37
Implied vol: 75.5%
Delta: -0.152 ≈15% ITM
Gamma: 0.017
Theta: -0.261
Vega: 0.047
Open interest: 41

Model this put

Call · $129 In the money

Last: $10.03
Breakeven: $139.03
Implied vol: 53.9%
Delta: 0.903 ≈90% ITM
Gamma: 0.017
Theta: -0.142
Vega: 0.031
Open interest: 2

Model this call

Put · $129

Last: $1.10
Breakeven: $127.90
Implied vol: 76.8%
Delta: -0.175 ≈17% ITM
Gamma: 0.018
Theta: -0.291
Vega: 0.047
Open interest: 10

Model this put

Call · $130 In the money

Last: $14.02
Breakeven: $144.02
Implied vol: 47.3%
Delta: 0.911 ≈91% ITM
Gamma: 0.018
Theta: -0.118
Vega: 0.031
Open interest: 3

Model this call

Put · $130

Last: $2.00
Breakeven: $128.00
Implied vol: 74.2%
Delta: -0.188 ≈19% ITM
Gamma: 0.02
Theta: -0.295
Vega: 0.047
Open interest: 518

Model this put

Call · $131 In the money

Last: $8.55
Breakeven: $139.55
Implied vol: 51.6%
Delta: 0.873 ≈87% ITM
Gamma: 0.022
Theta: -0.167
Vega: 0.047
Open interest: 0

Model this call

Put · $131

Last: $1.00
Breakeven: $130.00
Implied vol: 56.9%
Delta: -0.152 ≈15% ITM
Gamma: 0.022
Theta: -0.196
Vega: 0.047
Open interest: 11

Model this put

Call · $132 In the money

Last: $3.87
Breakeven: $135.87
Implied vol: 56.1%
Delta: 0.825 ≈83% ITM
Gamma: 0.025
Theta: -0.219
Vega: 0.047
Open interest: 1

Model this call

Put · $132

Last: $1.10
Breakeven: $130.90
Implied vol: 55.5%
Delta: -0.172 ≈17% ITM
Gamma: 0.025
Theta: -0.208
Vega: 0.047
Open interest: 1

Model this put

Call · $133 In the money

Last: $7.32
Breakeven: $140.32
Implied vol: 47.9%
Delta: 0.833 ≈83% ITM
Gamma: 0.028
Theta: -0.182
Vega: 0.047
Open interest: 0

Model this call

Put · $133

Last: $1.44
Breakeven: $131.56
Implied vol: 55.2%
Delta: -0.198 ≈20% ITM
Gamma: 0.027
Theta: -0.227
Vega: 0.048
Open interest: 38

Model this put

Call · $134 In the money

Last: $3.50
Breakeven: $137.50
Implied vol: 52.3%
Delta: 0.785 ≈79% ITM
Gamma: 0.031
Theta: -0.234
Vega: 0.048
Open interest: 3

Model this call

Put · $134

Last: $2.47
Breakeven: $131.53
Implied vol: 57.7%
Delta: -0.236 ≈24% ITM
Gamma: 0.029
Theta: -0.263
Vega: 0.062
Open interest: 8

Model this put

Call · $135 In the money

Last: $3.60
Breakeven: $138.60
Implied vol: 54.9%
Delta: 0.741 ≈74% ITM
Gamma: 0.032
Theta: -0.268
Vega: 0.063
Open interest: 26

Model this call

Put · $135

Last: $1.75
Breakeven: $133.25
Implied vol: 70.4%
Delta: -0.301 ≈30% ITM
Gamma: 0.027
Theta: -0.362
Vega: 0.063
Open interest: 9

Model this put

Call · $136 In the money

Last: $6.95
Breakeven: $142.95
Implied vol: 54%
Delta: 0.709 ≈71% ITM
Gamma: 0.034
Theta: -0.279
Vega: 0.063
Open interest: 18

Model this call

Put · $136

Last: $2.28
Breakeven: $133.72
Implied vol: 50%
Delta: -0.278 ≈28% ITM
Gamma: 0.036
Theta: -0.246
Vega: 0.063
Open interest: 11

Model this put

Call · $137 In the money

Last: $7.65
Breakeven: $144.65
Implied vol: 53.2%
Delta: 0.676 ≈68% ITM
Gamma: 0.037
Theta: -0.29
Vega: 0.063
Open interest: 19

Model this call

Put · $137

Last: $1.67
Breakeven: $135.33
Implied vol: 55.6%
Delta: -0.33 ≈33% ITM
Gamma: 0.036
Theta: -0.299
Vega: 0.063
Open interest: 18

Model this put

Call · $138 In the money

Last: $5.84
Breakeven: $143.84
Implied vol: 54.9%
Delta: 0.634 ≈63% ITM
Gamma: 0.037
Theta: -0.312
Vega: 0.072
Open interest: 22

Model this call

Put · $138

Last: $3.00
Breakeven: $135.00
Implied vol: 52.8%
Delta: -0.362 ≈36% ITM
Gamma: 0.039
Theta: -0.292
Vega: 0.072
Open interest: 17

Model this put

Call · $139 In the money

Last: $6.73
Breakeven: $145.73
Implied vol: 50.9%
Delta: 0.6 ≈60% ITM
Gamma: 0.041
Theta: -0.295
Vega: 0.073
Open interest: 30

Model this call

Put · $139

Last: $3.10
Breakeven: $135.90
Implied vol: 51.2%
Delta: -0.4 ≈40% ITM
Gamma: 0.041
Theta: -0.29
Vega: 0.073
Open interest: 1

Model this put

Call · $140 In the money

Last: $6.10
Breakeven: $146.10
Implied vol: 52.4%
Delta: 0.558 ≈56% ITM
Gamma: 0.041
Theta: -0.311
Vega: 0.073
Open interest: 70

Model this call

Put · $140

Last: $2.90
Breakeven: $137.10
Implied vol: 54.8%
Delta: -0.444 ≈44% ITM
Gamma: 0.039
Theta: -0.318
Vega: 0.073
Open interest: 6

Model this put

Call · $141 In the money

Last: $3.90
Breakeven: $144.90
Implied vol: 56.6%
Delta: 0.518 ≈52% ITM
Gamma: 0.039
Theta: -0.343
Vega: 0.073
Open interest: 13

Model this call

Put · $141

Last: $3.18
Breakeven: $137.82
Implied vol: 50.2%
Delta: -0.484 ≈48% ITM
Gamma: 0.044
Theta: -0.297
Vega: 0.073
Open interest: 3

Model this put

Call · $142

Last: $3.89
Breakeven: $145.89
Implied vol: 51.1%
Delta: 0.475 ≈48% ITM
Gamma: 0.042
Theta: -0.306
Vega: 0.074
Open interest: 7

Model this call

Put · $142 In the money

Last: $3.68
Breakeven: $138.32
Implied vol: 53.8%
Delta: -0.523 ≈52% ITM
Gamma: 0.04
Theta: -0.314
Vega: 0.074
Open interest: 13

Model this put

Call · $143

Last: $2.94
Breakeven: $145.94
Implied vol: 52.7%
Delta: 0.436 ≈44% ITM
Gamma: 0.041
Theta: -0.31
Vega: 0.074
Open interest: 19

Model this call

Put · $143 In the money

Last: $4.10
Breakeven: $138.90
Implied vol: 53.4%
Delta: -0.563 ≈56% ITM
Gamma: 0.04
Theta: -0.307
Vega: 0.074
Open interest: 0

Model this put

Call · $144

Last: $2.98
Breakeven: $146.98
Implied vol: 60.3%
Delta: 0.413 ≈41% ITM
Gamma: 0.035
Theta: -0.351
Vega: 0.074
Open interest: 25

Model this call

Put · $144 In the money

Last: —
Breakeven: —
Implied vol: 51.6%
Delta: -0.607 ≈61% ITM
Gamma: 0.041
Theta: -0.291
Vega: 0.074
Open interest: 0

Model this put

Call · $145

Last: $3.44
Breakeven: $148.44
Implied vol: 54.4%
Delta: 0.363 ≈36% ITM
Gamma: 0.038
Theta: -0.308
Vega: 0.065
Open interest: 146

Model this call

Put · $145 In the money

Last: $13.53
Breakeven: $131.47
Implied vol: 47.9%
Delta: -0.658 ≈66% ITM
Gamma: 0.042
Theta: -0.257
Vega: 0.065
Open interest: 3

Model this put

Call · $146

Last: $1.55
Breakeven: $147.55
Implied vol: 53.7%
Delta: 0.327 ≈33% ITM
Gamma: 0.037
Theta: -0.289
Vega: 0.065
Open interest: 2

Model this call

Put · $146 In the money

Last: $6.22
Breakeven: $139.78
Implied vol: 53%
Delta: -0.676 ≈68% ITM
Gamma: 0.037
Theta: -0.277
Vega: 0.065
Open interest: 0

Model this put

Call · $147

Last: $1.50
Breakeven: $148.50
Implied vol: 56.9%
Delta: 0.305 ≈30% ITM
Gamma: 0.033
Theta: -0.296
Vega: 0.066
Open interest: 4

Model this call

Put · $147 In the money

Last: —
Breakeven: —
Implied vol: 51.9%
Delta: -0.715 ≈72% ITM
Gamma: 0.036
Theta: -0.255
Vega: 0.066
Open interest: 0

Model this put

Call · $148

Last: $1.15
Breakeven: $149.15
Implied vol: 53.2%
Delta: 0.256 ≈26% ITM
Gamma: 0.033
Theta: -0.257
Vega: 0.066
Open interest: 37

Model this call

Put · $148 In the money

Last: —
Breakeven: —
Implied vol: 56.2%
Delta: -0.731 ≈73% ITM
Gamma: 0.032
Theta: -0.27
Vega: 0.066
Open interest: 0

Model this put

Call · $149

Last: $0.90
Breakeven: $149.90
Implied vol: 65%
Delta: 0.275 ≈27% ITM
Gamma: 0.028
Theta: -0.323
Vega: 0.066
Open interest: 8

Model this call

Put · $149 In the money

Last: —
Breakeven: —
Implied vol: 60.5%
Delta: -0.744 ≈74% ITM
Gamma: 0.029
Theta: -0.285
Vega: 0.066
Open interest: 0

Model this put

Call · $150

Last: $1.10
Breakeven: $151.10
Implied vol: 52%
Delta: 0.195 ≈19% ITM
Gamma: 0.029
Theta: -0.213
Vega: 0.051
Open interest: 305

Model this call

Put · $150 In the money

Last: $10.82
Breakeven: $139.18
Implied vol: 54%
Delta: -0.797 ≈80% ITM
Gamma: 0.029
Theta: -0.22
Vega: 0.051
Open interest: 3

Model this put

Call · $152.5

Last: $0.80
Breakeven: $153.30
Implied vol: 55.6%
Delta: 0.149 ≈15% ITM
Gamma: 0.023
Theta: -0.193
Vega: 0.051
Open interest: 21

Model this call

Put · $152.5 In the money

Last: —
Breakeven: —
Implied vol: 59.5%
Delta: -0.832 ≈83% ITM
Gamma: 0.023
Theta: -0.215
Vega: 0.051
Open interest: 0

Model this put

Call · $155

Last: $0.33
Breakeven: $155.33
Implied vol: 54.4%
Delta: 0.1 ≈10% ITM
Gamma: 0.017
Theta: -0.141
Vega: 0.035
Open interest: 75

Model this call

Put · $155 In the money

Last: $26.50
Breakeven: $128.50
Implied vol: 55.8%
Delta: -0.895 ≈89% ITM
Gamma: 0.018
Theta: -0.143
Vega: 0.034
Open interest: 1

Model this put

Call · $157.5

Last: $0.35
Breakeven: $157.85
Implied vol: 79.8%
Delta: 0.157 ≈16% ITM
Gamma: 0.016
Theta: -0.286
Vega: 0.052
Open interest: 175

Model this call

Put · $157.5 In the money

Last: $20.30
Breakeven: $137.20
Implied vol: 64.1%
Delta: -0.898 ≈90% ITM
Gamma: 0.015
Theta: -0.161
Vega: 0.035
Open interest: 1

Model this put

Call · $160

Last: $0.25
Breakeven: $160.25
Implied vol: 57.3%
Delta: 0.051 ≈5% ITM
Gamma: 0.01
Theta: -0.088
Vega: 0.02
Open interest: 19

Model this call

Put · $160 In the money

Last: —
Breakeven: —
Implied vol: 66.4%
Delta: -0.924 ≈92% ITM
Gamma: 0.012
Theta: -0.136
Vega: 0.034
Open interest: 0

Model this put

Call · $162.5

Last: $1.40
Breakeven: $163.90
Implied vol: 66.6%
Delta: 0.057 ≈6% ITM
Gamma: 0.009
Theta: -0.113
Vega: 0.02
Open interest: 6

Model this call

Put · $162.5 In the money

Last: —
Breakeven: —
Implied vol: 67.6%
Delta: -0.941 ≈94% ITM
Gamma: 0.01
Theta: -0.11
Vega: 0.02
Open interest: 0

Model this put

Call · $165

Last: $1.08
Breakeven: $166.08
Implied vol: 78.2%
Delta: 0.068 ≈7% ITM
Gamma: 0.009
Theta: -0.153
Vega: 0.021
Open interest: 4

Model this call

Put · $165 In the money

Last: —
Breakeven: —
Implied vol: 73.1%
Delta: -0.945 ≈95% ITM
Gamma: 0.008
Theta: -0.113
Vega: 0.02
Open interest: 0

Model this put

Call · $170

Last: —
Breakeven: —
Implied vol: 97.2%
Delta: 0.077 ≈8% ITM
Gamma: 0.008
Theta: -0.211
Vega: 0.036
Open interest: 0

Model this call

Put · $170 In the money

Last: —
Breakeven: —
Implied vol: 75.2%
Delta: -0.97 ≈97% ITM
Gamma: 0.005
Theta: -0.069
Vega: 0.01
Open interest: 0

Model this put

Call · $175

Last: $0.90
Breakeven: $175.90
Implied vol: 99.2%
Delta: 0.056 ≈6% ITM
Gamma: 0.006
Theta: -0.164
Vega: 0.021
Open interest: 13

Model this call

Put · $175 In the money

Last: —
Breakeven: —
Implied vol: 92%
Delta: -0.961 ≈96% ITM
Gamma: 0.005
Theta: -0.108
Vega: 0.02
Open interest: 0

Model this put

Call · $180

Last: $0.70
Breakeven: $180.70
Implied vol: 109.3%
Delta: 0.051 ≈5% ITM
Gamma: 0.005
Theta: -0.169
Vega: 0.021
Open interest: 1

Model this call

Put · $180 In the money

Last: $36.50
Breakeven: $143.50
Implied vol: 104.6%
Delta: -0.959 ≈96% ITM
Gamma: 0.005
Theta: -0.129
Vega: 0.021
Open interest: 0

Model this put

Call · $185

Last: $0.65
Breakeven: $185.65
Implied vol: 119.1%
Delta: 0.048 ≈5% ITM
Gamma: 0.005
Theta: -0.174
Vega: 0.022
Open interest: 1

Model this call

Put · $185 In the money

Last: $41.40
Breakeven: $143.60
Implied vol: 116.8%
Delta: -0.957 ≈96% ITM
Gamma: 0.004
Theta: -0.149
Vega: 0.021
Open interest: 0

Model this put

Call · $190

Last: —
Breakeven: —
Implied vol: 128.6%
Delta: 0.045 ≈5% ITM
Gamma: 0.004
Theta: -0.18
Vega: 0.022
Open interest: 0

Model this call

Put · $190 In the money

Last: $46.50
Breakeven: $143.50
Implied vol: 110.2%
Delta: -0.979 ≈98% ITM
Gamma: 0.003
Theta: -0.076
Vega: 0.011
Open interest: 0

Model this put

Call · $195

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $195 In the money

Last: —
Breakeven: —
Implied vol: 123%
Delta: -0.975 ≈97% ITM
Gamma: 0.003
Theta: -0.099
Vega: 0.011
Open interest: 0

Model this put

Call · $200

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $200 In the money

Last: —
Breakeven: —
Implied vol: 135.4%
Delta: -0.972 ≈97% ITM
Gamma: 0.003
Theta: -0.122
Vega: 0.011
Open interest: 0

Model this put

Call · $205

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $205 In the money

Last: —
Breakeven: —
Implied vol: 147.6%
Delta: -0.969 ≈97% ITM
Gamma: 0.003
Theta: -0.144
Vega: 0.011
Open interest: 0

Model this put

NRG · Nrg Energy, Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain