ONON Stock — On Holding AG: Options Chain

Calls		Puts
0	—	—	—	—	—	—	—	—	0
Call · $16 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $16 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	343.3%	0.953	$14.32	—	—	—	—	0
Call · $17 In the money Snapshot session Aug 13, 2026 Last $14.32 Breakeven $31.32 Implied vol 343.3% Delta 0.953 ≈95% ITM Gamma 0.007 Theta -0.117 Vega 0.005 Open interest 1 Model this call Put · $17 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	320.9%	0.947	—	—	—	—	—	0
Call · $18 In the money Snapshot session Unknown Last — Breakeven — Implied vol 320.9% Delta 0.947 ≈95% ITM Gamma 0.008 Theta -0.12 Vega 0.005 Open interest 0 Model this call Put · $18 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	16	322.3%	0.93	$12.39	—	—	—	—	0
Call · $19 In the money Snapshot session Aug 12, 2026 Last $12.39 Breakeven $31.39 Implied vol 322.3% Delta 0.93 ≈93% ITM Gamma 0.01 Theta -0.15 Vega 0.006 Open interest 4 Model this call Put · $19 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	1	310.4%	0.918	$11.86	$0.06	-0.016	183.7%	1	4
Call · $20 In the money Snapshot session Aug 14, 2026 Last $11.86 Breakeven $31.86 Implied vol 310.4% Delta 0.918 ≈92% ITM Gamma 0.012 Theta -0.163 Vega 0.006 Open interest 4 Model this call Put · $20 Snapshot session Jul 10, 2026 Last $0.06 Breakeven $19.94 Implied vol 183.7% Delta -0.016 ≈2% ITM Gamma 0.005 Theta -0.025 Vega 0.002 Open interest 4 Model this put
2	2	265%	0.922	$11.08	—	—	—	—	0
Call · $21 In the money Snapshot session Aug 14, 2026 Last $11.08 Breakeven $32.08 Implied vol 265% Delta 0.922 ≈92% ITM Gamma 0.013 Theta -0.134 Vega 0.006 Open interest 2 Model this call Put · $21 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	2	217.8%	0.933	$10.15	—	—	—	—	0
Call · $22 In the money Snapshot session Aug 14, 2026 Last $10.15 Breakeven $32.15 Implied vol 217.8% Delta 0.933 ≈93% ITM Gamma 0.014 Theta -0.098 Vega 0.006 Open interest 2 Model this call Put · $22 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	185%	0.949	—	$0.01	-0.046	177.4%	1	3
Call · $22.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 185% Delta 0.949 ≈95% ITM Gamma 0.014 Theta -0.069 Vega 0.004 Open interest 0 Model this call Put · $22.5 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $22.49 Implied vol 177.4% Delta -0.046 ≈5% ITM Gamma 0.013 Theta -0.058 Vega 0.004 Open interest 3 Model this put
0	—	237.4%	0.897	—	—	—	—	—	0
Call · $23 In the money Snapshot session Unknown Last — Breakeven — Implied vol 237.4% Delta 0.897 ≈90% ITM Gamma 0.018 Theta -0.149 Vega 0.009 Open interest 0 Model this call Put · $23 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	145.4%	0.953	—	$0.01	-0.052	150.7%	12	12
Call · $24 In the money Snapshot session Unknown Last — Breakeven — Implied vol 145.4% Delta 0.953 ≈95% ITM Gamma 0.016 Theta -0.051 Vega 0.004 Open interest 0 Model this call Put · $24 Snapshot session Aug 13, 2026 Last $0.01 Breakeven $23.99 Implied vol 150.7% Delta -0.052 ≈5% ITM Gamma 0.017 Theta -0.055 Vega 0.004 Open interest 12 Model this put
947	3	78.6%	0.995	$7.50	$0.01	-0.019	98%	6	17
Call · $25 In the money Snapshot session Aug 14, 2026 Last $7.50 Breakeven $32.50 Implied vol 78.6% Delta 0.995 ≈100% ITM Gamma 0.004 Theta -0.006 Vega 0.001 Open interest 947 Model this call Put · $25 Snapshot session Aug 13, 2026 Last $0.01 Breakeven $24.99 Implied vol 98% Delta -0.019 ≈2% ITM Gamma 0.011 Theta -0.015 Vega 0.002 Open interest 17 Model this put
0	—	66.6%	0.995	—	$0.01	-0.013	77.1%	5	67
Call · $26 In the money Snapshot session Unknown Last — Breakeven — Implied vol 66.6% Delta 0.995 ≈100% ITM Gamma 0.005 Theta -0.006 Vega 0.001 Open interest 0 Model this call Put · $26 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $25.99 Implied vol 77.1% Delta -0.013 ≈1% ITM Gamma 0.01 Theta -0.009 Vega 0.002 Open interest 67 Model this put
2	1	92.7%	0.941	$4.75	$0.01	-0.015	64.8%	19	21
Call · $27 In the money Snapshot session Aug 12, 2026 Last $4.75 Breakeven $31.75 Implied vol 92.7% Delta 0.941 ≈94% ITM Gamma 0.031 Theta -0.04 Vega 0.004 Open interest 2 Model this call Put · $27 Snapshot session Aug 13, 2026 Last $0.01 Breakeven $26.99 Implied vol 64.8% Delta -0.015 ≈1% ITM Gamma 0.014 Theta -0.008 Vega 0.002 Open interest 21 Model this put
0	—	103.2%	0.896	—	$0.06	-0.097	99.7%	5	93
Call · $27.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 103.2% Delta 0.896 ≈90% ITM Gamma 0.042 Theta -0.066 Vega 0.007 Open interest 0 Model this call Put · $27.5 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $27.44 Implied vol 99.7% Delta -0.097 ≈10% ITM Gamma 0.041 Theta -0.058 Vega 0.007 Open interest 93 Model this put
24	1	—	—	$4.00	$0.05	-0.03	60%	12	160
Call · $28 In the money Snapshot session Aug 14, 2026 Last $4.00 Breakeven $32.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 Model this call Put · $28 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $27.95 Implied vol 60% Delta -0.03 ≈3% ITM Gamma 0.027 Theta -0.014 Vega 0.004 Open interest 160 Model this put
96	87	61.1%	0.917	$3.35	$0.05	-0.056	53.1%	9	296
Call · $29 In the money Snapshot session Aug 14, 2026 Last $3.35 Breakeven $32.35 Implied vol 61.1% Delta 0.917 ≈92% ITM Gamma 0.06 Theta -0.035 Vega 0.007 Open interest 96 Model this call Put · $29 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $28.95 Implied vol 53.1% Delta -0.056 ≈6% ITM Gamma 0.051 Theta -0.02 Vega 0.004 Open interest 296 Model this put
159	17	39.6%	0.926	$2.56	$0.08	-0.088	42.1%	99	2.2k
Call · $30 In the money Snapshot session Aug 14, 2026 Last $2.56 Breakeven $32.56 Implied vol 39.6% Delta 0.926 ≈93% ITM Gamma 0.085 Theta -0.022 Vega 0.007 Open interest 159 Model this call Put · $30 Snapshot session Aug 14, 2026 Last $0.08 Breakeven $29.92 Implied vol 42.1% Delta -0.088 ≈9% ITM Gamma 0.091 Theta -0.023 Vega 0.007 Open interest 2.2k Model this put
1.4k	157	42.6%	0.773	$1.48	$0.21	-0.223	41.7%	117	397
Call · $31 In the money Snapshot session Aug 14, 2026 Last $1.48 Breakeven $32.48 Implied vol 42.6% Delta 0.773 ≈77% ITM Gamma 0.172 Theta -0.047 Vega 0.014 Open interest 1.4k Model this call Put · $31 Snapshot session Aug 14, 2026 Last $0.21 Breakeven $30.79 Implied vol 41.7% Delta -0.223 ≈22% ITM Gamma 0.174 Theta -0.042 Vega 0.014 Open interest 397 Model this put
605	1.7k	38.9%	0.571	$0.81	$0.55	-0.431	39.7%	142	206
Call · $32 In the money Snapshot session Aug 14, 2026 Last $0.81 Breakeven $32.81 Implied vol 38.9% Delta 0.571 ≈57% ITM Gamma 0.243 Theta -0.054 Vega 0.016 Open interest 605 Model this call Put · $32 Snapshot session Aug 14, 2026 Last $0.55 Breakeven $31.45 Implied vol 39.7% Delta -0.431 ≈43% ITM Gamma 0.239 Theta -0.052 Vega 0.016 Open interest 206 Model this put
Underlying $32.22
635	1.4k	36.5%	0.445	$0.49	$0.77	-0.55	40%	16	208
Call · $32.5 Snapshot session Aug 14, 2026 Last $0.49 Breakeven $32.99 Implied vol 36.5% Delta 0.445 ≈44% ITM Gamma 0.261 Theta -0.051 Vega 0.017 Open interest 635 Model this call Put · $32.5 In the money Snapshot session Aug 14, 2026 Last $0.77 Breakeven $31.73 Implied vol 40% Delta -0.55 ≈55% ITM Gamma 0.239 Theta -0.053 Vega 0.017 Open interest 208 Model this put
133	313	39.5%	0.336	$0.36	$0.95	-0.638	47.1%	77	42
Call · $33 Snapshot session Aug 14, 2026 Last $0.36 Breakeven $33.36 Implied vol 39.5% Delta 0.336 ≈34% ITM Gamma 0.223 Theta -0.051 Vega 0.015 Open interest 133 Model this call Put · $33 In the money Snapshot session Aug 14, 2026 Last $0.95 Breakeven $32.05 Implied vol 47.1% Delta -0.638 ≈64% ITM Gamma 0.195 Theta -0.059 Vega 0.015 Open interest 42 Model this put
122	299	41.7%	0.247	$0.25	$1.42	-0.783	36.8%	97	11
Call · $33.5 Snapshot session Aug 14, 2026 Last $0.25 Breakeven $33.75 Implied vol 41.7% Delta 0.247 ≈25% ITM Gamma 0.184 Theta -0.046 Vega 0.015 Open interest 122 Model this call Put · $33.5 In the money Snapshot session Aug 14, 2026 Last $1.42 Breakeven $32.08 Implied vol 36.8% Delta -0.783 ≈78% ITM Gamma 0.196 Theta -0.035 Vega 0.011 Open interest 11 Model this put
24	105	47.1%	0.202	$0.17	$3.38	-0.909	30.8%	3	537
Call · $34 Snapshot session Aug 14, 2026 Last $0.17 Breakeven $34.17 Implied vol 47.1% Delta 0.202 ≈20% ITM Gamma 0.144 Theta -0.046 Vega 0.011 Open interest 24 Model this call Put · $34 In the money Snapshot session Aug 13, 2026 Last $3.38 Breakeven $30.62 Implied vol 30.8% Delta -0.909 ≈91% ITM Gamma 0.136 Theta -0.015 Vega 0.007 Open interest 537 Model this put
187	86	38%	0.088	$0.12	$2.75	-0.945	33.4%	1	110
Call · $34.5 Snapshot session Aug 14, 2026 Last $0.12 Breakeven $34.62 Implied vol 38% Delta 0.088 ≈9% ITM Gamma 0.101 Theta -0.021 Vega 0.008 Open interest 187 Model this call Put · $34.5 In the money Snapshot session Aug 14, 2026 Last $2.75 Breakeven $31.75 Implied vol 33.4% Delta -0.945 ≈94% ITM Gamma 0.09 Theta -0.011 Vega 0.004 Open interest 110 Model this put
665	1.4k	46.2%	0.09	$0.08	$2.98	—	—	3	271
Call · $35 Snapshot session Aug 14, 2026 Last $0.08 Breakeven $35.08 Implied vol 46.2% Delta 0.09 ≈9% ITM Gamma 0.084 Theta -0.026 Vega 0.008 Open interest 665 Model this call Put · $35 In the money Snapshot session Aug 14, 2026 Last $2.98 Breakeven $32.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 271 Model this put
26	12	50.1%	0.071	$0.09	$3.20	-0.872	63.9%	6	186
Call · $35.5 Snapshot session Aug 14, 2026 Last $0.09 Breakeven $35.59 Implied vol 50.1% Delta 0.071 ≈7% ITM Gamma 0.066 Theta -0.024 Vega 0.005 Open interest 26 Model this call Put · $35.5 In the money Snapshot session Aug 14, 2026 Last $3.20 Breakeven $32.30 Implied vol 63.9% Delta -0.872 ≈87% ITM Gamma 0.081 Theta -0.044 Vega 0.008 Open interest 186 Model this put
124	1	54.1%	0.062	$0.12	$4.43	—	—	1	18
Call · $36 Snapshot session Aug 14, 2026 Last $0.12 Breakeven $36.12 Implied vol 54.1% Delta 0.062 ≈6% ITM Gamma 0.054 Theta -0.023 Vega 0.005 Open interest 124 Model this call Put · $36 In the money Snapshot session Aug 14, 2026 Last $4.43 Breakeven $31.57 Implied vol — Delta — Gamma — Theta — Vega — Open interest 18 Model this put
380	3	57%	0.05	$0.03	$5.62	—	—	1	114
Call · $36.5 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $36.53 Implied vol 57% Delta 0.05 ≈5% ITM Gamma 0.043 Theta -0.02 Vega 0.005 Open interest 380 Model this call Put · $36.5 In the money Snapshot session Aug 11, 2026 Last $5.62 Breakeven $30.88 Implied vol — Delta — Gamma — Theta — Vega — Open interest 114 Model this put
54	2	61%	0.043	$0.03	$4.90	—	—	4	12
Call · $37 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $37.03 Implied vol 61% Delta 0.043 ≈4% ITM Gamma 0.036 Theta -0.019 Vega 0.005 Open interest 54 Model this call Put · $37 In the money Snapshot session Aug 14, 2026 Last $4.90 Breakeven $32.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this put
235	7	68%	0.047	$0.07	$7.59	-0.934	76.4%	1.4k	148
Call · $37.5 Snapshot session Aug 14, 2026 Last $0.07 Breakeven $37.57 Implied vol 68% Delta 0.047 ≈5% ITM Gamma 0.034 Theta -0.023 Vega 0.005 Open interest 235 Model this call Put · $37.5 In the money Snapshot session Aug 13, 2026 Last $7.59 Breakeven $29.91 Implied vol 76.4% Delta -0.934 ≈93% ITM Gamma 0.042 Theta -0.032 Vega 0.005 Open interest 148 Model this put
594	6	61.5%	0.021	$0.03	$8.80	-0.873	105.6%	166	148
Call · $38 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $38.03 Implied vol 61.5% Delta 0.021 ≈2% ITM Gamma 0.019 Theta -0.011 Vega 0.002 Open interest 594 Model this call Put · $38 In the money Snapshot session Aug 13, 2026 Last $8.80 Breakeven $29.20 Implied vol 105.6% Delta -0.873 ≈87% ITM Gamma 0.048 Theta -0.073 Vega 0.008 Open interest 148 Model this put
227	1	72%	0.03	$0.02	$7.82	-0.885	108%	295	27
Call · $38.5 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $38.52 Implied vol 72% Delta 0.03 ≈3% ITM Gamma 0.023 Theta -0.017 Vega 0.002 Open interest 227 Model this call Put · $38.5 In the money Snapshot session Aug 11, 2026 Last $7.82 Breakeven $30.68 Implied vol 108% Delta -0.885 ≈88% ITM Gamma 0.044 Theta -0.069 Vega 0.008 Open interest 27 Model this put
312	1	116.3%	0.118	$0.01	$8.00	-0.897	110.4%	6	0
Call · $39 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $39.01 Implied vol 116.3% Delta 0.118 ≈12% ITM Gamma 0.041 Theta -0.079 Vega 0.008 Open interest 312 Model this call Put · $39 In the money Snapshot session Aug 12, 2026 Last $8.00 Breakeven $31.00 Implied vol 110.4% Delta -0.897 ≈90% ITM Gamma 0.039 Theta -0.065 Vega 0.008 Open interest 0 Model this put
78	3	257.7%	0.331	$0.10	—	-0.893	118.9%	—	0
Call · $39.5 Snapshot session Aug 11, 2026 Last $0.10 Breakeven $39.60 Implied vol 257.7% Delta 0.331 ≈33% ITM Gamma 0.034 Theta -0.321 Vega 0.016 Open interest 78 Model this call Put · $39.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 118.9% Delta -0.893 ≈89% ITM Gamma 0.037 Theta -0.072 Vega 0.008 Open interest 0 Model this put
4.5k	22	82%	0.023	$0.02	$9.37	-0.959	94.6%	4	15
Call · $40 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $40.02 Implied vol 82% Delta 0.023 ≈2% ITM Gamma 0.016 Theta -0.015 Vega 0.002 Open interest 4.5k Model this call Put · $40 In the money Snapshot session Aug 13, 2026 Last $9.37 Breakeven $30.63 Implied vol 94.6% Delta -0.959 ≈96% ITM Gamma 0.024 Theta -0.026 Vega 0.005 Open interest 15 Model this put
58	10	94.2%	0.033	$0.02	$9.46	-0.922	120.3%	1	0
Call · $40.5 Snapshot session Aug 12, 2026 Last $0.02 Breakeven $40.52 Implied vol 94.2% Delta 0.033 ≈3% ITM Gamma 0.019 Theta -0.024 Vega 0.002 Open interest 58 Model this call Put · $40.5 In the money Snapshot session Aug 12, 2026 Last $9.46 Breakeven $31.04 Implied vol 120.3% Delta -0.922 ≈92% ITM Gamma 0.03 Theta -0.058 Vega 0.005 Open interest 0 Model this put
123	19	223.1%	0.247	$0.02	$3.47	-0.962	103.6%	11	0
Call · $41 Snapshot session Aug 11, 2026 Last $0.02 Breakeven $41.02 Implied vol 223.1% Delta 0.247 ≈25% ITM Gamma 0.034 Theta -0.242 Vega 0.012 Open interest 123 Model this call Put · $41 In the money Snapshot session Aug 10, 2026 Last $3.47 Breakeven $37.53 Implied vol 103.6% Delta -0.962 ≈96% ITM Gamma 0.02 Theta -0.027 Vega 0.005 Open interest 0 Model this put
105	18	215.7%	0.224	$1.10	$10.40	-0.975	98.7%	1	0
Call · $41.5 Snapshot session Aug 10, 2026 Last $1.10 Breakeven $42.60 Implied vol 215.7% Delta 0.224 ≈22% ITM Gamma 0.033 Theta -0.221 Vega 0.012 Open interest 105 Model this call Put · $41.5 In the money Snapshot session Aug 12, 2026 Last $10.40 Breakeven $31.10 Implied vol 98.7% Delta -0.975 ≈98% ITM Gamma 0.016 Theta -0.018 Vega 0.002 Open interest 0 Model this put
171	1	227.5%	0.228	$0.01	$9.55	—	—	1	1
Call · $42 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $42.01 Implied vol 227.5% Delta 0.228 ≈23% ITM Gamma 0.032 Theta -0.236 Vega 0.013 Open interest 171 Model this call Put · $42 In the money Snapshot session Aug 14, 2026 Last $9.55 Breakeven $32.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
6.6k	11	213.5%	0.195	$0.04	$7.38	-0.977	106.2%	2	0
Call · $42.5 Snapshot session Aug 13, 2026 Last $0.04 Breakeven $42.54 Implied vol 213.5% Delta 0.195 ≈20% ITM Gamma 0.031 Theta -0.202 Vega 0.013 Open interest 6.6k Model this call Put · $42.5 In the money Snapshot session Jul 23, 2026 Last $7.38 Breakeven $35.12 Implied vol 106.2% Delta -0.977 ≈98% ITM Gamma 0.014 Theta -0.018 Vega 0.002 Open interest 0 Model this put
92	1	215.3%	0.185	$0.01	—	-0.993	94.3%	—	0
Call · $43 Snapshot session Aug 11, 2026 Last $0.01 Breakeven $43.01 Implied vol 215.3% Delta 0.185 ≈19% ITM Gamma 0.03 Theta -0.198 Vega 0.013 Open interest 92 Model this call Put · $43 In the money Snapshot session Unknown Last — Breakeven — Implied vol 94.3% Delta -0.993 ≈99% ITM Gamma 0.007 Theta -0.005 Vega 0.001 Open interest 0 Model this put
21	22	208.6%	0.162	$0.01	—	-0.957	130.5%	—	0
Call · $43.5 Snapshot session Aug 11, 2026 Last $0.01 Breakeven $43.51 Implied vol 208.6% Delta 0.162 ≈16% ITM Gamma 0.029 Theta -0.178 Vega 0.009 Open interest 21 Model this call Put · $43.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 130.5% Delta -0.957 ≈96% ITM Gamma 0.017 Theta -0.038 Vega 0.005 Open interest 0 Model this put
63	1	199.2%	0.141	$0.01	—	-0.916	164.7%	—	0
Call · $44 Snapshot session Aug 12, 2026 Last $0.01 Breakeven $44.01 Implied vol 199.2% Delta 0.141 ≈14% ITM Gamma 0.027 Theta -0.153 Vega 0.009 Open interest 63 Model this call Put · $44 In the money Snapshot session Unknown Last — Breakeven — Implied vol 164.7% Delta -0.916 ≈92% ITM Gamma 0.023 Theta -0.085 Vega 0.008 Open interest 0 Model this put
1.6k	12	117.3%	0.015	$0.01	$7.70	-0.979	124.4%	1	0
Call · $45 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $45.01 Implied vol 117.3% Delta 0.015 ≈1% ITM Gamma 0.008 Theta -0.015 Vega 0.003 Open interest 1.6k Model this call Put · $45 In the money Snapshot session Jul 14, 2026 Last $7.70 Breakeven $37.30 Implied vol 124.4% Delta -0.979 ≈98% ITM Gamma 0.011 Theta -0.019 Vega 0.002 Open interest 0 Model this put
2.1k	1	185%	0.083	$0.01	—	-0.928	175.8%	—	0
Call · $46 Snapshot session Aug 11, 2026 Last $0.01 Breakeven $46.01 Implied vol 185% Delta 0.083 ≈8% ITM Gamma 0.02 Theta -0.098 Vega 0.005 Open interest 2.1k Model this call Put · $46 In the money Snapshot session Unknown Last — Breakeven — Implied vol 175.8% Delta -0.928 ≈93% ITM Gamma 0.019 Theta -0.08 Vega 0.005 Open interest 0 Model this put
303	62	129.3%	0.014	$0.01	—	-0.971	148.4%	—	0
Call · $47 Snapshot session Aug 11, 2026 Last $0.01 Breakeven $47.01 Implied vol 129.3% Delta 0.014 ≈1% ITM Gamma 0.006 Theta -0.015 Vega 0.001 Open interest 303 Model this call Put · $47 In the money Snapshot session Unknown Last — Breakeven — Implied vol 148.4% Delta -0.971 ≈97% ITM Gamma 0.011 Theta -0.031 Vega 0.003 Open interest 0 Model this put
76	11	174%	0.053	$0.02	$9.53	-0.937	182.3%	1	0
Call · $47.5 Snapshot session Aug 11, 2026 Last $0.02 Breakeven $47.52 Implied vol 174% Delta 0.053 ≈5% ITM Gamma 0.015 Theta -0.064 Vega 0.005 Open interest 76 Model this call Put · $47.5 In the money Snapshot session Jul 13, 2026 Last $9.53 Breakeven $37.97 Implied vol 182.3% Delta -0.937 ≈94% ITM Gamma 0.016 Theta -0.073 Vega 0.005 Open interest 0 Model this put
367	3	192.3%	0.049	$0.01	$11.10	-0.983	157.8%	8	0
Call · $50 Snapshot session Aug 12, 2026 Last $0.01 Breakeven $50.01 Implied vol 192.3% Delta 0.049 ≈5% ITM Gamma 0.013 Theta -0.067 Vega 0.005 Open interest 367 Model this call Put · $50 In the money Snapshot session Jul 13, 2026 Last $11.10 Breakeven $38.90 Implied vol 157.8% Delta -0.983 ≈98% ITM Gamma 0.007 Theta -0.02 Vega 0.002 Open interest 0 Model this put
263	100	172.2%	0.011	$0.02	—	-0.943	239.2%	—	0
Call · $55 Snapshot session Aug 10, 2026 Last $0.02 Breakeven $55.02 Implied vol 172.2% Delta 0.011 ≈1% ITM Gamma 0.004 Theta -0.016 Vega 0.001 Open interest 263 Model this call Put · $55 In the money Snapshot session Unknown Last — Breakeven — Implied vol 239.2% Delta -0.943 ≈94% ITM Gamma 0.012 Theta -0.089 Vega 0.005 Open interest 0 Model this put