OSCR Stock — Oscar Health, Inc.: Options Chain

Calls		Puts
0	—	1180.4%	0.993	—	—	—	—	—	0
Call · $3 In the money Snapshot session Unknown Last — Breakeven — Implied vol 1180.4% Delta 0.993 ≈99% ITM Gamma 0 Theta -0.094 Vega 0.001 Open interest 0 Model this call Put · $3 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
10	1	—	—	$9.91	$0.04	—	—	40	46
Call · $5 In the money Snapshot session Mar 5, 2026 Last $9.91 Breakeven $14.91 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $5 Snapshot session Apr 21, 2026 Last $0.04 Breakeven $4.96 Implied vol — Delta — Gamma — Theta — Vega — Open interest 46 Model this put
20	20	909.5%	0.984	$5.52	—	—	—	—	0
Call · $6 In the money Snapshot session Mar 31, 2026 Last $5.52 Breakeven $11.52 Implied vol 909.5% Delta 0.984 ≈98% ITM Gamma 0.001 Theta -0.144 Vega 0.001 Open interest 20 Model this call Put · $6 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
15	2	733.6%	0.988	$16.57	$0.04	-0.005	604.7%	1	8
Call · $7 In the money Snapshot session Jun 4, 2026 Last $16.57 Breakeven $23.57 Implied vol 733.6% Delta 0.988 ≈99% ITM Gamma 0.001 Theta -0.09 Vega 0.002 Open interest 15 Model this call Put · $7 Snapshot session May 20, 2026 Last $0.04 Breakeven $6.96 Implied vol 604.7% Delta -0.005 ≈0% ITM Gamma 0.001 Theta -0.033 Vega 0.001 Open interest 8 Model this put
3	1	713.2%	0.983	$3.95	$0.01	-0.011	630.5%	10	423
Call · $8 In the money Snapshot session Mar 31, 2026 Last $3.95 Breakeven $11.95 Implied vol 713.2% Delta 0.983 ≈98% ITM Gamma 0.002 Theta -0.118 Vega 0.002 Open interest 3 Model this call Put · $8 Snapshot session Jul 31, 2026 Last $0.01 Breakeven $7.99 Implied vol 630.5% Delta -0.011 ≈1% ITM Gamma 0.001 Theta -0.069 Vega 0.001 Open interest 423 Model this put
2	1	722%	0.975	$6.92	$0.01	-0.043	966%	7	346
Call · $9 In the money Snapshot session Apr 15, 2026 Last $6.92 Breakeven $15.92 Implied vol 722% Delta 0.975 ≈98% ITM Gamma 0.002 Theta -0.163 Vega 0.002 Open interest 2 Model this call Put · $9 Snapshot session Aug 5, 2026 Last $0.01 Breakeven $8.99 Implied vol 966% Delta -0.043 ≈4% ITM Gamma 0.002 Theta -0.346 Vega 0.003 Open interest 346 Model this put
124	18	591.9%	0.981	$12.62	$0.01	-0.003	417.6%	1	105
Call · $10 In the money Snapshot session Jun 4, 2026 Last $12.62 Breakeven $22.62 Implied vol 591.9% Delta 0.981 ≈98% ITM Gamma 0.002 Theta -0.108 Vega 0.002 Open interest 124 Model this call Put · $10 Snapshot session Aug 13, 2026 Last $0.01 Breakeven $9.99 Implied vol 417.6% Delta -0.003 ≈0% ITM Gamma 0.001 Theta -0.016 Vega 0 Open interest 105 Model this put
51	1	416.4%	0.994	$11.33	$0.08	-0.011	463.1%	5	131
Call · $11 In the money Snapshot session May 22, 2026 Last $11.33 Breakeven $22.33 Implied vol 416.4% Delta 0.994 ≈99% ITM Gamma 0.001 Theta -0.027 Vega 0 Open interest 51 Model this call Put · $11 Snapshot session Aug 5, 2026 Last $0.08 Breakeven $10.92 Implied vol 463.1% Delta -0.011 ≈1% ITM Gamma 0.002 Theta -0.05 Vega 0.001 Open interest 131 Model this put
210	2	—	—	$16.20	$0.07	-0.01	415.3%	6	77
Call · $12 In the money Snapshot session Aug 10, 2026 Last $16.20 Breakeven $28.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 210 Model this call Put · $12 Snapshot session Jul 21, 2026 Last $0.07 Breakeven $11.93 Implied vol 415.3% Delta -0.01 ≈1% ITM Gamma 0.002 Theta -0.042 Vega 0.001 Open interest 77 Model this put
1k	6	399.8%	0.987	$16.10	$0.03	-0.019	441.6%	8	146
Call · $13 In the money Snapshot session Jul 27, 2026 Last $16.10 Breakeven $29.10 Implied vol 399.8% Delta 0.987 ≈99% ITM Gamma 0.002 Theta -0.053 Vega 0.001 Open interest 1k Model this call Put · $13 Snapshot session Jul 16, 2026 Last $0.03 Breakeven $12.97 Implied vol 441.6% Delta -0.019 ≈2% ITM Gamma 0.003 Theta -0.08 Vega 0.002 Open interest 146 Model this put
344	9	525.4%	0.955	$12.85	$0.04	-0.005	304.1%	1	576
Call · $14 In the money Snapshot session Aug 6, 2026 Last $12.85 Breakeven $26.85 Implied vol 525.4% Delta 0.955 ≈96% ITM Gamma 0.005 Theta -0.193 Vega 0.004 Open interest 344 Model this call Put · $14 Snapshot session Aug 5, 2026 Last $0.04 Breakeven $13.96 Implied vol 304.1% Delta -0.005 ≈0% ITM Gamma 0.001 Theta -0.016 Vega 0.001 Open interest 576 Model this put
94	1	464.5%	0.958	$15.83	$0.13	-0.011	321.1%	2	357
Call · $15 In the money Snapshot session Jul 31, 2026 Last $15.83 Breakeven $30.83 Implied vol 464.5% Delta 0.958 ≈96% ITM Gamma 0.005 Theta -0.164 Vega 0.004 Open interest 94 Model this call Put · $15 Snapshot session Jul 2, 2026 Last $0.13 Breakeven $14.87 Implied vol 321.1% Delta -0.011 ≈1% ITM Gamma 0.002 Theta -0.036 Vega 0.001 Open interest 357 Model this put
227	1	234.2%	0.998	$11.88	$0.03	-0.017	319%	10	1.2k
Call · $16 In the money Snapshot session Aug 12, 2026 Last $11.88 Breakeven $27.88 Implied vol 234.2% Delta 0.998 ≈100% ITM Gamma 0.001 Theta -0.008 Vega 0 Open interest 227 Model this call Put · $16 Snapshot session Jul 31, 2026 Last $0.03 Breakeven $15.97 Implied vol 319% Delta -0.017 ≈2% ITM Gamma 0.003 Theta -0.051 Vega 0.001 Open interest 1.2k Model this put
462	6	372.1%	0.959	$16.10	$0.10	-0.024	315%	2	340
Call · $17 In the money Snapshot session Aug 14, 2026 Last $16.10 Breakeven $33.10 Implied vol 372.1% Delta 0.959 ≈96% ITM Gamma 0.006 Theta -0.129 Vega 0.003 Open interest 462 Model this call Put · $17 Snapshot session Jul 24, 2026 Last $0.10 Breakeven $16.90 Implied vol 315% Delta -0.024 ≈2% ITM Gamma 0.005 Theta -0.068 Vega 0.003 Open interest 340 Model this put
514	1	351.8%	0.953	$12.50	$0.01	-0.007	220.3%	30	165
Call · $18 In the money Snapshot session Aug 13, 2026 Last $12.50 Breakeven $30.50 Implied vol 351.8% Delta 0.953 ≈95% ITM Gamma 0.007 Theta -0.136 Vega 0.005 Open interest 514 Model this call Put · $18 Snapshot session Aug 10, 2026 Last $0.01 Breakeven $17.99 Implied vol 220.3% Delta -0.007 ≈1% ITM Gamma 0.002 Theta -0.016 Vega 0.001 Open interest 165 Model this put
258	2	328.5%	0.947	$13.87	$0.01	-0.02	245%	1	346
Call · $19 In the money Snapshot session Aug 14, 2026 Last $13.87 Breakeven $32.87 Implied vol 328.5% Delta 0.947 ≈95% ITM Gamma 0.009 Theta -0.139 Vega 0.005 Open interest 258 Model this call Put · $19 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $18.99 Implied vol 245% Delta -0.02 ≈2% ITM Gamma 0.005 Theta -0.045 Vega 0.001 Open interest 346 Model this put
398	5	287.2%	0.951	$13.06	$0.03	-0.015	205.3%	6	7.9k
Call · $20 In the money Snapshot session Aug 14, 2026 Last $13.06 Breakeven $33.06 Implied vol 287.2% Delta 0.951 ≈95% ITM Gamma 0.009 Theta -0.116 Vega 0.005 Open interest 398 Model this call Put · $20 Snapshot session Aug 10, 2026 Last $0.03 Breakeven $19.97 Implied vol 205.3% Delta -0.015 ≈1% ITM Gamma 0.005 Theta -0.029 Vega 0.002 Open interest 7.9k Model this put
183	3	271.5%	0.941	$11.57	$0.01	-0.007	161.6%	1	1.1k
Call · $21 In the money Snapshot session Aug 14, 2026 Last $11.57 Breakeven $32.57 Implied vol 271.5% Delta 0.941 ≈94% ITM Gamma 0.012 Theta -0.126 Vega 0.005 Open interest 183 Model this call Put · $21 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $20.99 Implied vol 161.6% Delta -0.007 ≈1% ITM Gamma 0.003 Theta -0.012 Vega 0.001 Open interest 1.1k Model this put
0	—	—	—	—	—	—	—	—	0
Call · $21.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $21.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
429	1	195.9%	0.968	$6.50	$0.01	-0.013	160.2%	1	410
Call · $22 In the money Snapshot session Aug 12, 2026 Last $6.50 Breakeven $28.50 Implied vol 195.9% Delta 0.968 ≈97% ITM Gamma 0.01 Theta -0.056 Vega 0.003 Open interest 429 Model this call Put · $22 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $21.99 Implied vol 160.2% Delta -0.013 ≈1% ITM Gamma 0.005 Theta -0.02 Vega 0.002 Open interest 410 Model this put
1	1	—	—	$5.97	—	-0.027	177.1%	—	0
Call · $22.5 In the money Snapshot session Aug 10, 2026 Last $5.97 Breakeven $28.47 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $22.5 Snapshot session Unknown Last — Breakeven — Implied vol 177.1% Delta -0.027 ≈3% ITM Gamma 0.009 Theta -0.042 Vega 0.003 Open interest 0 Model this put
2.6k	2	—	—	$9.70	$0.01	-0.022	159.3%	6	727
Call · $23 In the money Snapshot session Aug 14, 2026 Last $9.70 Breakeven $32.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2.6k Model this call Put · $23 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $22.99 Implied vol 159.3% Delta -0.022 ≈2% ITM Gamma 0.009 Theta -0.033 Vega 0.002 Open interest 727 Model this put
0	—	105.6%	0.997	—	$0.02	-0.013	132.9%	4	57
Call · $23.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 105.6% Delta 0.997 ≈100% ITM Gamma 0.002 Theta -0.006 Vega 0 Open interest 0 Model this call Put · $23.5 Snapshot session Aug 13, 2026 Last $0.02 Breakeven $23.48 Implied vol 132.9% Delta -0.013 ≈1% ITM Gamma 0.007 Theta -0.017 Vega 0.002 Open interest 57 Model this put
163	8	224.3%	0.905	$8.90	$0.01	-0.009	118%	6	470
Call · $24 In the money Snapshot session Aug 14, 2026 Last $8.90 Breakeven $32.90 Implied vol 224.3% Delta 0.905 ≈91% ITM Gamma 0.02 Theta -0.149 Vega 0.006 Open interest 163 Model this call Put · $24 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $23.99 Implied vol 118% Delta -0.009 ≈1% ITM Gamma 0.006 Theta -0.011 Vega 0.001 Open interest 470 Model this put
42	2	—	—	$3.08	$0.05	-0.019	123.6%	16	182
Call · $24.5 In the money Snapshot session Aug 7, 2026 Last $3.08 Breakeven $27.58 Implied vol — Delta — Gamma — Theta — Vega — Open interest 42 Model this call Put · $24.5 Snapshot session Aug 12, 2026 Last $0.05 Breakeven $24.45 Implied vol 123.6% Delta -0.019 ≈2% ITM Gamma 0.01 Theta -0.022 Vega 0.002 Open interest 182 Model this put
1.2k	6	111.8%	0.983	$8.15	$0.01	-0.022	119.1%	25	858
Call · $25 In the money Snapshot session Aug 14, 2026 Last $8.15 Breakeven $33.15 Implied vol 111.8% Delta 0.983 ≈98% ITM Gamma 0.01 Theta -0.02 Vega 0.002 Open interest 1.2k Model this call Put · $25 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $24.99 Implied vol 119.1% Delta -0.022 ≈2% ITM Gamma 0.012 Theta -0.024 Vega 0.002 Open interest 858 Model this put
55	4	—	—	$2.67	$0.01	-0.026	114.7%	1	518
Call · $25.5 In the money Snapshot session Aug 7, 2026 Last $2.67 Breakeven $28.17 Implied vol — Delta — Gamma — Theta — Vega — Open interest 55 Model this call Put · $25.5 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $25.49 Implied vol 114.7% Delta -0.026 ≈3% ITM Gamma 0.014 Theta -0.027 Vega 0.002 Open interest 518 Model this put
515	9	140.1%	0.931	$6.78	$0.01	-0.012	90%	55	575
Call · $26 In the money Snapshot session Aug 14, 2026 Last $6.78 Breakeven $32.78 Implied vol 140.1% Delta 0.931 ≈93% ITM Gamma 0.025 Theta -0.074 Vega 0.006 Open interest 515 Model this call Put · $26 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $25.99 Implied vol 90% Delta -0.012 ≈1% ITM Gamma 0.009 Theta -0.011 Vega 0.002 Open interest 575 Model this put
21	11	134.7%	0.92	$2.98	$0.02	-0.016	86%	39	201
Call · $26.5 In the money Snapshot session Aug 12, 2026 Last $2.98 Breakeven $29.48 Implied vol 134.7% Delta 0.92 ≈92% ITM Gamma 0.029 Theta -0.079 Vega 0.006 Open interest 21 Model this call Put · $26.5 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $26.48 Implied vol 86% Delta -0.016 ≈2% ITM Gamma 0.012 Theta -0.013 Vega 0.002 Open interest 201 Model this put
195	18	100.1%	0.954	$5.72	$0.02	-0.017	79.2%	41	756
Call · $27 In the money Snapshot session Aug 14, 2026 Last $5.72 Breakeven $32.72 Implied vol 100.1% Delta 0.954 ≈95% ITM Gamma 0.025 Theta -0.039 Vega 0.004 Open interest 195 Model this call Put · $27 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $26.98 Implied vol 79.2% Delta -0.017 ≈2% ITM Gamma 0.014 Theta -0.013 Vega 0.002 Open interest 756 Model this put
145	3	146.2%	0.862	$5.68	$0.03	-0.022	75.4%	11	148
Call · $27.5 In the money Snapshot session Aug 14, 2026 Last $5.68 Breakeven $33.18 Implied vol 146.2% Delta 0.862 ≈86% ITM Gamma 0.04 Theta -0.126 Vega 0.009 Open interest 145 Model this call Put · $27.5 Snapshot session Aug 14, 2026 Last $0.03 Breakeven $27.47 Implied vol 75.4% Delta -0.022 ≈2% ITM Gamma 0.019 Theta -0.015 Vega 0.002 Open interest 148 Model this put
1.3k	87	77.5%	0.959	$4.70	$0.05	-0.034	74.4%	3.1k	6.6k
Call · $28 In the money Snapshot session Aug 14, 2026 Last $4.70 Breakeven $32.70 Implied vol 77.5% Delta 0.959 ≈96% ITM Gamma 0.03 Theta -0.028 Vega 0.004 Open interest 1.3k Model this call Put · $28 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $27.95 Implied vol 74.4% Delta -0.034 ≈3% ITM Gamma 0.027 Theta -0.021 Vega 0.004 Open interest 6.6k Model this put
158	21	70%	0.956	$4.27	$0.06	-0.05	72.5%	37	116
Call · $28.5 In the money Snapshot session Aug 14, 2026 Last $4.27 Breakeven $32.77 Implied vol 70% Delta 0.956 ≈96% ITM Gamma 0.035 Theta -0.028 Vega 0.004 Open interest 158 Model this call Put · $28.5 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $28.44 Implied vol 72.5% Delta -0.05 ≈5% ITM Gamma 0.037 Theta -0.028 Vega 0.004 Open interest 116 Model this put
504	29	105.9%	0.845	$4.32	$0.28	-0.092	78.7%	21	873
Call · $29 In the money Snapshot session Aug 14, 2026 Last $4.32 Breakeven $33.32 Implied vol 105.9% Delta 0.845 ≈85% ITM Gamma 0.059 Theta -0.1 Vega 0.009 Open interest 504 Model this call Put · $29 Snapshot session Aug 14, 2026 Last $0.28 Breakeven $28.72 Implied vol 78.7% Delta -0.092 ≈9% ITM Gamma 0.055 Theta -0.049 Vega 0.006 Open interest 873 Model this put
125	47	111.3%	0.801	$3.53	$0.12	-0.099	69.4%	48	49
Call · $29.5 In the money Snapshot session Aug 14, 2026 Last $3.53 Breakeven $33.03 Implied vol 111.3% Delta 0.801 ≈80% ITM Gamma 0.067 Theta -0.123 Vega 0.01 Open interest 125 Model this call Put · $29.5 Snapshot session Aug 14, 2026 Last $0.12 Breakeven $29.38 Implied vol 69.4% Delta -0.099 ≈10% ITM Gamma 0.066 Theta -0.046 Vega 0.006 Open interest 49 Model this put
3.2k	619	74%	0.845	$3.00	$0.18	-0.111	61.1%	132	732
Call · $30 In the money Snapshot session Aug 14, 2026 Last $3.00 Breakeven $33.00 Implied vol 74% Delta 0.845 ≈85% ITM Gamma 0.085 Theta -0.07 Vega 0.01 Open interest 3.2k Model this call Put · $30 Snapshot session Aug 14, 2026 Last $0.18 Breakeven $29.82 Implied vol 61.1% Delta -0.111 ≈11% ITM Gamma 0.083 Theta -0.044 Vega 0.006 Open interest 732 Model this put
320	23	80.1%	0.781	$2.57	$0.28	-0.186	67.7%	41	8
Call · $30.5 In the money Snapshot session Aug 14, 2026 Last $2.57 Breakeven $33.07 Implied vol 80.1% Delta 0.781 ≈78% ITM Gamma 0.099 Theta -0.095 Vega 0.013 Open interest 320 Model this call Put · $30.5 Snapshot session Aug 14, 2026 Last $0.28 Breakeven $30.22 Implied vol 67.7% Delta -0.186 ≈19% ITM Gamma 0.105 Theta -0.07 Vega 0.01 Open interest 8 Model this put
2k	226	81.8%	0.72	$2.22	$0.34	-0.258	72%	1.6k	703
Call · $31 In the money Snapshot session Aug 14, 2026 Last $2.22 Breakeven $33.22 Implied vol 81.8% Delta 0.72 ≈72% ITM Gamma 0.109 Theta -0.108 Vega 0.013 Open interest 2k Model this call Put · $31 Snapshot session Aug 14, 2026 Last $0.34 Breakeven $30.66 Implied vol 72% Delta -0.258 ≈26% ITM Gamma 0.119 Theta -0.089 Vega 0.013 Open interest 703 Model this put
262	103	75.3%	0.672	$1.72	$0.46	-0.301	61.7%	9	11
Call · $31.5 In the money Snapshot session Aug 14, 2026 Last $1.72 Breakeven $33.22 Implied vol 75.3% Delta 0.672 ≈67% ITM Gamma 0.129 Theta -0.108 Vega 0.013 Open interest 262 Model this call Put · $31.5 Snapshot session Aug 14, 2026 Last $0.46 Breakeven $31.04 Implied vol 61.7% Delta -0.301 ≈30% ITM Gamma 0.15 Theta -0.082 Vega 0.013 Open interest 11 Model this put
2.8k	719	75.6%	0.604	$1.51	$0.75	-0.384	64.5%	148	535
Call · $32 In the money Snapshot session Aug 14, 2026 Last $1.51 Breakeven $33.51 Implied vol 75.6% Delta 0.604 ≈60% ITM Gamma 0.135 Theta -0.114 Vega 0.015 Open interest 2.8k Model this call Put · $32 Snapshot session Aug 14, 2026 Last $0.75 Breakeven $31.25 Implied vol 64.5% Delta -0.384 ≈38% ITM Gamma 0.157 Theta -0.094 Vega 0.015 Open interest 535 Model this put
670	364	71.5%	0.535	$1.18	$0.85	-0.465	64.5%	245	2
Call · $32.5 In the money Snapshot session Aug 14, 2026 Last $1.18 Breakeven $33.68 Implied vol 71.5% Delta 0.535 ≈53% ITM Gamma 0.149 Theta -0.112 Vega 0.015 Open interest 670 Model this call Put · $32.5 Snapshot session Aug 14, 2026 Last $0.85 Breakeven $31.65 Implied vol 64.5% Delta -0.465 ≈47% ITM Gamma 0.165 Theta -0.099 Vega 0.015 Open interest 2 Model this put
Underlying $32.76
1k	471	72%	0.463	$0.86	$1.10	-0.545	65.4%	80	74
Call · $33 Snapshot session Aug 14, 2026 Last $0.86 Breakeven $33.86 Implied vol 72% Delta 0.463 ≈46% ITM Gamma 0.146 Theta -0.112 Vega 0.015 Open interest 1k Model this call Put · $33 In the money Snapshot session Aug 14, 2026 Last $1.10 Breakeven $31.90 Implied vol 65.4% Delta -0.545 ≈54% ITM Gamma 0.161 Theta -0.098 Vega 0.015 Open interest 74 Model this put
19	83	71.8%	0.391	$0.75	$5.88	-0.626	64.6%	1	1
Call · $33.5 Snapshot session Aug 14, 2026 Last $0.75 Breakeven $34.25 Implied vol 71.8% Delta 0.391 ≈39% ITM Gamma 0.143 Theta -0.109 Vega 0.015 Open interest 19 Model this call Put · $33.5 In the money Snapshot session Aug 11, 2026 Last $5.88 Breakeven $27.62 Implied vol 64.6% Delta -0.626 ≈63% ITM Gamma 0.158 Theta -0.094 Vega 0.015 Open interest 1 Model this put
1.1k	489	78.9%	0.344	$0.53	$1.62	-0.681	69.2%	2	15
Call · $34 Snapshot session Aug 14, 2026 Last $0.53 Breakeven $34.53 Implied vol 78.9% Delta 0.344 ≈34% ITM Gamma 0.124 Theta -0.114 Vega 0.013 Open interest 1.1k Model this call Put · $34 In the money Snapshot session Aug 14, 2026 Last $1.62 Breakeven $32.38 Implied vol 69.2% Delta -0.681 ≈68% ITM Gamma 0.137 Theta -0.093 Vega 0.013 Open interest 15 Model this put
10	192	73.7%	0.271	$0.39	$8.11	-0.766	63.9%	1	1
Call · $34.5 Snapshot session Aug 14, 2026 Last $0.39 Breakeven $34.89 Implied vol 73.7% Delta 0.271 ≈27% ITM Gamma 0.12 Theta -0.095 Vega 0.014 Open interest 10 Model this call Put · $34.5 In the money Snapshot session Aug 6, 2026 Last $8.11 Breakeven $26.39 Implied vol 63.9% Delta -0.766 ≈77% ITM Gamma 0.13 Theta -0.074 Vega 0.01 Open interest 1 Model this put
2.5k	674	71.8%	0.212	$0.34	$7.23	-0.838	59.7%	4	55
Call · $35 Snapshot session Aug 14, 2026 Last $0.34 Breakeven $35.34 Implied vol 71.8% Delta 0.212 ≈21% ITM Gamma 0.107 Theta -0.081 Vega 0.01 Open interest 2.5k Model this call Put · $35 In the money Snapshot session Aug 11, 2026 Last $7.23 Breakeven $27.77 Implied vol 59.7% Delta -0.838 ≈84% ITM Gamma 0.11 Theta -0.054 Vega 0.01 Open interest 55 Model this put
172	284	76.2%	0.14	$0.18	$6.10	-0.843	81.2%	5	8
Call · $36 Snapshot session Aug 14, 2026 Last $0.18 Breakeven $36.18 Implied vol 76.2% Delta 0.14 ≈14% ITM Gamma 0.078 Theta -0.067 Vega 0.007 Open interest 172 Model this call Put · $36 In the money Snapshot session Aug 5, 2026 Last $6.10 Breakeven $29.90 Implied vol 81.2% Delta -0.843 ≈84% ITM Gamma 0.08 Theta -0.073 Vega 0.011 Open interest 8 Model this put
681	80	76%	0.082	$0.10	$6.87	-0.825	108.6%	1	2
Call · $37 Snapshot session Aug 14, 2026 Last $0.10 Breakeven $37.10 Implied vol 76% Delta 0.082 ≈8% ITM Gamma 0.053 Theta -0.045 Vega 0.007 Open interest 681 Model this call Put · $37 In the money Snapshot session Jul 28, 2026 Last $6.87 Breakeven $30.13 Implied vol 108.6% Delta -0.825 ≈83% ITM Gamma 0.063 Theta -0.105 Vega 0.011 Open interest 2 Model this put
701	420	82.2%	0.06	$0.06	$5.30	-0.867	112%	5	0
Call · $38 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $38.06 Implied vol 82.2% Delta 0.06 ≈6% ITM Gamma 0.038 Theta -0.038 Vega 0.004 Open interest 701 Model this call Put · $38 In the money Snapshot session Aug 14, 2026 Last $5.30 Breakeven $32.70 Implied vol 112% Delta -0.867 ≈87% ITM Gamma 0.051 Theta -0.091 Vega 0.007 Open interest 0 Model this put
896	2	84.6%	0.036	$0.02	$10.84	-0.893	117.5%	1	0
Call · $39 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $39.02 Implied vol 84.6% Delta 0.036 ≈4% ITM Gamma 0.025 Theta -0.026 Vega 0.004 Open interest 896 Model this call Put · $39 In the money Snapshot session Aug 12, 2026 Last $10.84 Breakeven $28.16 Implied vol 117.5% Delta -0.893 ≈89% ITM Gamma 0.042 Theta -0.081 Vega 0.007 Open interest 0 Model this put
1.8k	31	82.5%	0.018	$0.02	$11.14	—	—	1	0
Call · $40 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $40.02 Implied vol 82.5% Delta 0.018 ≈2% ITM Gamma 0.014 Theta -0.014 Vega 0.002 Open interest 1.8k Model this call Put · $40 In the money Snapshot session Aug 12, 2026 Last $11.14 Breakeven $28.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
56	10	146.5%	0.105	$0.01	$10.97	-0.876	157.8%	3	3
Call · $41 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $41.01 Implied vol 146.5% Delta 0.105 ≈10% ITM Gamma 0.033 Theta -0.102 Vega 0.008 Open interest 56 Model this call Put · $41 In the money Snapshot session Aug 13, 2026 Last $10.97 Breakeven $30.03 Implied vol 157.8% Delta -0.876 ≈88% ITM Gamma 0.035 Theta -0.122 Vega 0.008 Open interest 3 Model this put
238	1	153.3%	0.09	$0.04	$11.96	-0.888	165.8%	1	1
Call · $42 Snapshot session Aug 13, 2026 Last $0.04 Breakeven $42.04 Implied vol 153.3% Delta 0.09 ≈9% ITM Gamma 0.028 Theta -0.097 Vega 0.008 Open interest 238 Model this call Put · $42 In the money Snapshot session Aug 13, 2026 Last $11.96 Breakeven $30.04 Implied vol 165.8% Delta -0.888 ≈89% ITM Gamma 0.031 Theta -0.118 Vega 0.008 Open interest 1 Model this put
9	2	154.7%	0.073	$0.06	$13.32	-0.873	189.9%	3	3
Call · $43 Snapshot session Aug 13, 2026 Last $0.06 Breakeven $43.06 Implied vol 154.7% Delta 0.073 ≈7% ITM Gamma 0.024 Theta -0.083 Vega 0.004 Open interest 9 Model this call Put · $43 In the money Snapshot session Aug 13, 2026 Last $13.32 Breakeven $29.68 Implied vol 189.9% Delta -0.873 ≈87% ITM Gamma 0.029 Theta -0.149 Vega 0.008 Open interest 3 Model this put
12	2	156.1%	0.059	$0.07	$11.85	-0.878	200.5%	1	0
Call · $44 Snapshot session Aug 13, 2026 Last $0.07 Breakeven $44.07 Implied vol 156.1% Delta 0.059 ≈6% ITM Gamma 0.02 Theta -0.071 Vega 0.005 Open interest 12 Model this call Put · $44 In the money Snapshot session Aug 14, 2026 Last $11.85 Breakeven $32.15 Implied vol 200.5% Delta -0.878 ≈88% ITM Gamma 0.027 Theta -0.153 Vega 0.008 Open interest 0 Model this put
178	1	158.5%	0.048	$0.01	$12.80	-0.924	182.5%	1	2
Call · $45 Snapshot session Aug 13, 2026 Last $0.01 Breakeven $45.01 Implied vol 158.5% Delta 0.048 ≈5% ITM Gamma 0.017 Theta -0.061 Vega 0.005 Open interest 178 Model this call Put · $45 In the money Snapshot session Aug 14, 2026 Last $12.80 Breakeven $32.20 Implied vol 182.5% Delta -0.924 ≈92% ITM Gamma 0.021 Theta -0.099 Vega 0.005 Open interest 2 Model this put
3	2	184.7%	0.067	$0.05	—	-0.905	208.4%	—	0
Call · $46 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $46.05 Implied vol 184.7% Delta 0.067 ≈7% ITM Gamma 0.019 Theta -0.093 Vega 0.005 Open interest 3 Model this call Put · $46 In the money Snapshot session Unknown Last — Breakeven — Implied vol 208.4% Delta -0.905 ≈91% ITM Gamma 0.022 Theta -0.133 Vega 0.008 Open interest 0 Model this put
257	1	158.9%	0.029	$0.05	$19.27	-0.909	218.5%	1	0
Call · $47 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $47.05 Implied vol 158.9% Delta 0.029 ≈3% ITM Gamma 0.011 Theta -0.04 Vega 0.002 Open interest 257 Model this call Put · $47 In the money Snapshot session Aug 11, 2026 Last $19.27 Breakeven $27.73 Implied vol 218.5% Delta -0.909 ≈91% ITM Gamma 0.02 Theta -0.136 Vega 0.008 Open interest 0 Model this put