0
—
—
—
—
50
$0.40
-0.014
225.1%
1
14
Call · $50
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $50
Last $0.40
Breakeven $49.60
Implied vol 225.1%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.063
Vega 0.01
Open interest 14
Model this put
0
—
—
—
—
55
$0.60
-0.015
205.9%
1
25
Call · $55
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $55
Last $0.60
Breakeven $54.40
Implied vol 205.9%
Delta -0.015 ≈1% ITM
Gamma 0.001
Theta -0.063
Vega 0.01
Open interest 25
Model this put
0
—
—
—
—
60
$0.75
-0.016
188.5%
1
9
Call · $60
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $60
Last $0.75
Breakeven $59.25
Implied vol 188.5%
Delta -0.016 ≈2% ITM
Gamma 0.001
Theta -0.062
Vega 0.011
Open interest 9
Model this put
0
—
—
—
—
65
$0.95
-0.018
172.6%
1
7
Call · $65
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $65
Last $0.95
Breakeven $64.05
Implied vol 172.6%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.062
Vega 0.011
Open interest 7
Model this put
0
—
0.2%
1
—
70
$1.00
-0.02
157.9%
2
9
Call · $70
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.007
Vega 0
Open interest 0
Model this call
Put · $70
Last $1.00
Breakeven $69.00
Implied vol 157.9%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.062
Vega 0.012
Open interest 9
Model this put
0
—
0.2%
1
—
75
$1.20
-0.022
143.1%
1
3
Call · $75
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.007
Vega 0
Open interest 0
Model this call
Put · $75
Last $1.20
Breakeven $73.80
Implied vol 143.1%
Delta -0.022 ≈2% ITM
Gamma 0.001
Theta -0.06
Vega 0.024
Open interest 3
Model this put
0
—
0.2%
1
—
80
$2.20
-0.021
125.5%
2
4
Call · $80
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.008
Vega 0
Open interest 0
Model this call
Put · $80
Last $2.20
Breakeven $77.80
Implied vol 125.5%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -0.051
Vega 0.012
Open interest 4
Model this put
4
1
0.2%
1
$27.88
85
$1.20
-0.026
116.3%
2
230
Call · $85
In the money
Last $27.88
Breakeven $112.88
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.008
Vega 0
Open interest 4
Model this call
Put · $85
Last $1.20
Breakeven $83.80
Implied vol 116.3%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -0.057
Vega 0.025
Open interest 230
Model this put
0
—
0.2%
1
—
90
$1.25
-0.032
106%
1
15
Call · $90
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.009
Vega 0
Open interest 0
Model this call
Put · $90
Last $1.25
Breakeven $88.75
Implied vol 106%
Delta -0.032 ≈3% ITM
Gamma 0.002
Theta -0.06
Vega 0.026
Open interest 15
Model this put
2
4
63.5%
0.996
$20.00
95
$0.80
-0.04
98.1%
2
13
Call · $95
In the money
Last $20.00
Breakeven $115.00
Implied vol 63.5%
Delta 0.996 ≈100% ITM
Gamma 0.001
Theta -0.016
Vega 0.006
Open interest 2
Model this call
Put · $95
Last $0.80
Breakeven $94.20
Implied vol 98.1%
Delta -0.04 ≈4% ITM
Gamma 0.003
Theta -0.068
Vega 0.027
Open interest 13
Model this put
11
1
73.3%
0.977
$22.50
100
$8.36
-0.063
98.2%
12
22
Call · $100
In the money
Last $22.50
Breakeven $122.50
Implied vol 73.3%
Delta 0.977 ≈98% ITM
Gamma 0.002
Theta -0.042
Vega 0.014
Open interest 11
Model this call
Put · $100
Last $8.36
Breakeven $91.64
Implied vol 98.2%
Delta -0.063 ≈6% ITM
Gamma 0.004
Theta -0.098
Vega 0.048
Open interest 22
Model this put
4
1
68.9%
0.963
$17.30
105
$10.00
-0.07
85.4%
10
12
Call · $105
In the money
Last $17.30
Breakeven $122.30
Implied vol 68.9%
Delta 0.963 ≈96% ITM
Gamma 0.004
Theta -0.055
Vega 0.028
Open interest 4
Model this call
Put · $105
Last $10.00
Breakeven $95.00
Implied vol 85.4%
Delta -0.07 ≈7% ITM
Gamma 0.005
Theta -0.092
Vega 0.049
Open interest 12
Model this put
49
2
66.7%
0.94
$14.50
110
$1.32
-0.107
86.2%
3
25
Call · $110
In the money
Last $14.50
Breakeven $124.50
Implied vol 66.7%
Delta 0.94 ≈94% ITM
Gamma 0.006
Theta -0.075
Vega 0.05
Open interest 49
Model this call
Put · $110
Last $1.32
Breakeven $108.68
Implied vol 86.2%
Delta -0.107 ≈11% ITM
Gamma 0.007
Theta -0.129
Vega 0.05
Open interest 25
Model this put
96
1
75.5%
0.871
$23.11
115
$2.00
-0.117
71.4%
6
20
Call · $115
In the money
Last $23.11
Breakeven $138.11
Implied vol 75.5%
Delta 0.871 ≈87% ITM
Gamma 0.009
Theta -0.139
Vega 0.077
Open interest 96
Model this call
Put · $115
Last $2.00
Breakeven $113.00
Implied vol 71.4%
Delta -0.117 ≈12% ITM
Gamma 0.009
Theta -0.113
Vega 0.077
Open interest 20
Model this put
6
3
60.1%
0.858
$11.57
120
$5.05
-0.168
67.9%
2
16
Call · $120
In the money
Last $11.57
Breakeven $131.57
Implied vol 60.1%
Delta 0.858 ≈86% ITM
Gamma 0.012
Theta -0.119
Vega 0.079
Open interest 6
Model this call
Put · $120
Last $5.05
Breakeven $114.95
Implied vol 67.9%
Delta -0.168 ≈17% ITM
Gamma 0.012
Theta -0.136
Vega 0.079
Open interest 16
Model this put
102
10
60.4%
0.783
$15.87
125
$1.95
-0.22
61.2%
5
31
Call · $125
In the money
Last $15.87
Breakeven $140.87
Implied vol 60.4%
Delta 0.783 ≈78% ITM
Gamma 0.015
Theta -0.155
Vega 0.105
Open interest 102
Model this call
Put · $125
Last $1.95
Breakeven $123.05
Implied vol 61.2%
Delta -0.22 ≈22% ITM
Gamma 0.015
Theta -0.145
Vega 0.105
Open interest 31
Model this put
23
1
58%
0.697
$11.60
130
$5.30
-0.309
60.4%
1
8
Call · $130
In the money
Last $11.60
Breakeven $141.60
Implied vol 58%
Delta 0.697 ≈70% ITM
Gamma 0.019
Theta -0.174
Vega 0.108
Open interest 23
Model this call
Put · $130
Last $5.30
Breakeven $124.70
Implied vol 60.4%
Delta -0.309 ≈31% ITM
Gamma 0.018
Theta -0.17
Vega 0.108
Open interest 8
Model this put
19
2
58.5%
0.593
$7.95
135
$4.31
-0.409
60%
11
10
Call · $135
In the money
Last $7.95
Breakeven $142.95
Implied vol 58.5%
Delta 0.593 ≈59% ITM
Gamma 0.021
Theta -0.191
Vega 0.126
Open interest 19
Model this call
Put · $135
Last $4.31
Breakeven $130.69
Implied vol 60%
Delta -0.409 ≈41% ITM
Gamma 0.02
Theta -0.183
Vega 0.126
Open interest 10
Model this put
Underlying $137.90
20
1
58%
0.489
$6.13
140
$5.70
-0.513
58.3%
9
9
Call · $140
Last $6.13
Breakeven $146.13
Implied vol 58%
Delta 0.489 ≈49% ITM
Gamma 0.021
Theta -0.194
Vega 0.129
Open interest 20
Model this call
Put · $140
In the money
Last $5.70
Breakeven $134.30
Implied vol 58.3%
Delta -0.513 ≈51% ITM
Gamma 0.021
Theta -0.182
Vega 0.129
Open interest 9
Model this put
12
1
57.3%
0.383
$4.12
145
$12.99
-0.617
58%
25
22
Call · $145
Last $4.12
Breakeven $149.12
Implied vol 57.3%
Delta 0.383 ≈38% ITM
Gamma 0.021
Theta -0.185
Vega 0.115
Open interest 12
Model this call
Put · $145
In the money
Last $12.99
Breakeven $132.01
Implied vol 58%
Delta -0.617 ≈62% ITM
Gamma 0.021
Theta -0.174
Vega 0.115
Open interest 22
Model this put
21
2
56.6%
0.29
$2.55
150
$18.69
-0.712
56.9%
5
7
Call · $150
Last $2.55
Breakeven $152.55
Implied vol 56.6%
Delta 0.29 ≈29% ITM
Gamma 0.019
Theta -0.161
Vega 0.118
Open interest 21
Model this call
Put · $150
In the money
Last $18.69
Breakeven $131.31
Implied vol 56.9%
Delta -0.712 ≈71% ITM
Gamma 0.019
Theta -0.149
Vega 0.117
Open interest 7
Model this put
10
1
54.9%
0.204
$0.50
155
—
-0.783
58.5%
—
0
Call · $155
Last $0.50
Breakeven $155.50
Implied vol 54.9%
Delta 0.204 ≈20% ITM
Gamma 0.016
Theta -0.129
Vega 0.092
Open interest 10
Model this call
Put · $155
In the money
Last —
Breakeven —
Implied vol 58.5%
Delta -0.783 ≈78% ITM
Gamma 0.016
Theta -0.13
Vega 0.091
Open interest 0
Model this put
9
1
53.7%
0.134
$1.65
160
—
-0.843
59.8%
—
0
Call · $160
Last $1.65
Breakeven $161.65
Implied vol 53.7%
Delta 0.134 ≈13% ITM
Gamma 0.013
Theta -0.096
Vega 0.063
Open interest 9
Model this call
Put · $160
In the money
Last —
Breakeven —
Implied vol 59.8%
Delta -0.843 ≈84% ITM
Gamma 0.013
Theta -0.108
Vega 0.091
Open interest 0
Model this put
7
1
55.4%
0.095
$0.50
165
—
-0.879
62.3%
—
0
Call · $165
Last $0.50
Breakeven $165.50
Implied vol 55.4%
Delta 0.095 ≈10% ITM
Gamma 0.009
Theta -0.077
Vega 0.064
Open interest 7
Model this call
Put · $165
In the money
Last —
Breakeven —
Implied vol 62.3%
Delta -0.879 ≈88% ITM
Gamma 0.011
Theta -0.092
Vega 0.062
Open interest 0
Model this put
5
1
56.9%
0.067
$0.30
170
—
-0.926
61.1%
—
0
Call · $170
Last $0.30
Breakeven $170.30
Implied vol 56.9%
Delta 0.067 ≈7% ITM
Gamma 0.007
Theta -0.061
Vega 0.037
Open interest 5
Model this call
Put · $170
In the money
Last —
Breakeven —
Implied vol 61.1%
Delta -0.926 ≈93% ITM
Gamma 0.008
Theta -0.061
Vega 0.051
Open interest 0
Model this put
35
1
61.4%
0.058
$0.05
175
$62.50
-0.945
62.8%
1
0
Call · $175
Last $0.05
Breakeven $175.05
Implied vol 61.4%
Delta 0.058 ≈6% ITM
Gamma 0.006
Theta -0.058
Vega 0.038
Open interest 35
Model this call
Put · $175
In the money
Last $62.50
Breakeven $112.50
Implied vol 62.8%
Delta -0.945 ≈94% ITM
Gamma 0.006
Theta -0.048
Vega 0.034
Open interest 0
Model this put
3
1
65.8%
0.049
$0.70
180
—
-0.949
68.5%
—
0
Call · $180
Last $0.70
Breakeven $180.70
Implied vol 65.8%
Delta 0.049 ≈5% ITM
Gamma 0.005
Theta -0.055
Vega 0.039
Open interest 3
Model this call
Put · $180
In the money
Last —
Breakeven —
Implied vol 68.5%
Delta -0.949 ≈95% ITM
Gamma 0.005
Theta -0.049
Vega 0.035
Open interest 0
Model this put
1
1
71.3%
0.046
$0.55
185
—
-0.972
67.3%
—
0
Call · $185
Last $0.55
Breakeven $185.55
Implied vol 71.3%
Delta 0.046 ≈5% ITM
Gamma 0.004
Theta -0.056
Vega 0.039
Open interest 1
Model this call
Put · $185
In the money
Last —
Breakeven —
Implied vol 67.3%
Delta -0.972 ≈97% ITM
Gamma 0.004
Theta -0.028
Vega 0.016
Open interest 0
Model this put
0
—
76.6%
0.044
—
190
—
-0.98
68.9%
—
0
Call · $190
Last —
Breakeven —
Implied vol 76.6%
Delta 0.044 ≈4% ITM
Gamma 0.004
Theta -0.058
Vega 0.039
Open interest 0
Model this call
Put · $190
In the money
Last —
Breakeven —
Implied vol 68.9%
Delta -0.98 ≈98% ITM
Gamma 0.003
Theta -0.021
Vega 0.015
Open interest 0
Model this put
5
1
81.2%
0.04
$0.45
195
—
-0.965
81.8%
—
0
Call · $195
Last $0.45
Breakeven $195.45
Implied vol 81.2%
Delta 0.04 ≈4% ITM
Gamma 0.003
Theta -0.057
Vega 0.04
Open interest 5
Model this call
Put · $195
In the money
Last —
Breakeven —
Implied vol 81.8%
Delta -0.965 ≈97% ITM
Gamma 0.004
Theta -0.043
Vega 0.032
Open interest 0
Model this put
4
1
87%
0.04
$0.35
200
—
-0.982
78%
—
0
Call · $200
Last $0.35
Breakeven $200.35
Implied vol 87%
Delta 0.04 ≈4% ITM
Gamma 0.003
Theta -0.061
Vega 0.04
Open interest 4
Model this call
Put · $200
In the money
Last —
Breakeven —
Implied vol 78%
Delta -0.982 ≈98% ITM
Gamma 0.003
Theta -0.022
Vega 0.016
Open interest 0
Model this put
2
1
95.4%
0.037
$0.10
210
—
-0.983
86.7%
—
0
Call · $210
Last $0.10
Breakeven $210.10
Implied vol 95.4%
Delta 0.037 ≈4% ITM
Gamma 0.003
Theta -0.063
Vega 0.021
Open interest 2
Model this call
Put · $210
In the money
Last —
Breakeven —
Implied vol 86.7%
Delta -0.983 ≈98% ITM
Gamma 0.002
Theta -0.023
Vega 0.015
Open interest 0
Model this put
5
2
103.3%
0.034
$0.15
220
—
-0.984
94.9%
—
0
Call · $220
Last $0.15
Breakeven $220.15
Implied vol 103.3%
Delta 0.034 ≈3% ITM
Gamma 0.002
Theta -0.064
Vega 0.021
Open interest 5
Model this call
Put · $220
In the money
Last —
Breakeven —
Implied vol 94.9%
Delta -0.984 ≈98% ITM
Gamma 0.002
Theta -0.023
Vega 0.015
Open interest 0
Model this put