1
1
—
—
$9.65
11
$0.01
—
—
10
10
Call · $11
In the money
Last $9.65
Breakeven $20.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $11
Last $0.01
Breakeven $10.99
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this put
3
3
—
—
$8.45
12
—
—
—
—
0
Call · $12
In the money
Last $8.45
Breakeven $20.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $12
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
10
2
—
—
$6.88
13
—
—
—
—
0
Call · $13
In the money
Last $6.88
Breakeven $19.88
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this call
Put · $13
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
7
10
—
—
$6.00
14
$0.10
—
—
706
706
Call · $14
In the money
Last $6.00
Breakeven $20.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this call
Put · $14
Last $0.10
Breakeven $13.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 706
Model this put
6
10
290.5%
0.906
$5.22
15
$0.05
—
—
3
3
Call · $15
In the money
Last $5.22
Breakeven $20.22
Implied vol 290.5%
Delta 0.906 ≈91% ITM
Gamma 0.034
Theta -0.161
Vega 0.003
Open interest 6
Model this call
Put · $15
Last $0.05
Breakeven $14.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
11
2
256.8%
0.878
$3.50
16
$0.03
-0.065
189.7%
33
853
Call · $16
In the money
Last $3.50
Breakeven $19.50
Implied vol 256.8%
Delta 0.878 ≈88% ITM
Gamma 0.047
Theta -0.172
Vega 0.004
Open interest 11
Model this call
Put · $16
Last $0.03
Breakeven $15.97
Implied vol 189.7%
Delta -0.065 ≈7% ITM
Gamma 0.04
Theta -0.079
Vega 0.003
Open interest 853
Model this put
4
17
—
—
$4.17
16.5
$0.05
-0.06
159.3%
80
118
Call · $16.5
In the money
Last $4.17
Breakeven $20.67
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $16.5
Last $0.05
Breakeven $16.45
Implied vol 159.3%
Delta -0.06 ≈6% ITM
Gamma 0.045
Theta -0.063
Vega 0.003
Open interest 118
Model this put
8
1
—
—
$3.05
17
$0.05
-0.081
148.1%
96
569
Call · $17
In the money
Last $3.05
Breakeven $20.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $17
Last $0.05
Breakeven $16.95
Implied vol 148.1%
Delta -0.081 ≈8% ITM
Gamma 0.059
Theta -0.072
Vega 0.003
Open interest 569
Model this put
7
19
—
—
$3.35
17.5
$0.06
-0.092
128.2%
158
9
Call · $17.5
In the money
Last $3.35
Breakeven $20.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this call
Put · $17.5
Last $0.06
Breakeven $17.44
Implied vol 128.2%
Delta -0.092 ≈9% ITM
Gamma 0.076
Theta -0.069
Vega 0.003
Open interest 9
Model this put
4
3
134.4%
0.848
$2.99
18
$0.10
-0.106
108.9%
163
58
Call · $18
In the money
Last $2.99
Breakeven $20.99
Implied vol 134.4%
Delta 0.848 ≈85% ITM
Gamma 0.103
Theta -0.105
Vega 0.004
Open interest 4
Model this call
Put · $18
Last $0.10
Breakeven $17.90
Implied vol 108.9%
Delta -0.106 ≈11% ITM
Gamma 0.1
Theta -0.065
Vega 0.003
Open interest 58
Model this put
0
—
161.1%
0.751
—
18.5
$0.19
-0.169
107.1%
154
21
Call · $18.5
In the money
Last —
Breakeven —
Implied vol 161.1%
Delta 0.751 ≈75% ITM
Gamma 0.116
Theta -0.168
Vega 0.006
Open interest 0
Model this call
Put · $18.5
Last $0.19
Breakeven $18.31
Implied vol 107.1%
Delta -0.169 ≈17% ITM
Gamma 0.139
Theta -0.088
Vega 0.004
Open interest 21
Model this put
2
2
155.3%
0.69
$2.00
19
$0.27
-0.254
108.2%
201
274
Call · $19
In the money
Last $2.00
Breakeven $21.00
Implied vol 155.3%
Delta 0.69 ≈69% ITM
Gamma 0.135
Theta -0.182
Vega 0.006
Open interest 2
Model this call
Put · $19
Last $0.27
Breakeven $18.73
Implied vol 108.2%
Delta -0.254 ≈25% ITM
Gamma 0.175
Theta -0.113
Vega 0.006
Open interest 274
Model this put
4
6
128.2%
0.632
$0.86
19.5
$0.42
-0.341
98.8%
185
32
Call · $19.5
In the money
Last $0.86
Breakeven $20.36
Implied vol 128.2%
Delta 0.632 ≈63% ITM
Gamma 0.174
Theta -0.159
Vega 0.007
Open interest 4
Model this call
Put · $19.5
Last $0.42
Breakeven $19.08
Implied vol 98.8%
Delta -0.341 ≈34% ITM
Gamma 0.223
Theta -0.12
Vega 0.007
Open interest 32
Model this put
68
275
132%
0.541
$0.94
20
$0.60
-0.459
99.3%
144
262
Call · $20
In the money
Last $0.94
Breakeven $20.94
Implied vol 132%
Delta 0.541 ≈54% ITM
Gamma 0.179
Theta -0.174
Vega 0.007
Open interest 68
Model this call
Put · $20
Last $0.60
Breakeven $19.40
Implied vol 99.3%
Delta -0.459 ≈46% ITM
Gamma 0.238
Theta -0.129
Vega 0.007
Open interest 262
Model this put
Underlying $20.42
56
46
130.9%
0.453
$0.72
20.5
$0.90
-0.584
91.3%
93
141
Call · $20.5
Last $0.72
Breakeven $21.22
Implied vol 130.9%
Delta 0.453 ≈45% ITM
Gamma 0.178
Theta -0.17
Vega 0.007
Open interest 56
Model this call
Put · $20.5
In the money
Last $0.90
Breakeven $19.60
Implied vol 91.3%
Delta -0.584 ≈58% ITM
Gamma 0.253
Theta -0.115
Vega 0.007
Open interest 141
Model this put
315
93
121.7%
0.356
$0.47
21
$1.12
-0.738
77.1%
1k
1.1k
Call · $21
Last $0.47
Breakeven $21.47
Implied vol 121.7%
Delta 0.356 ≈36% ITM
Gamma 0.182
Theta -0.15
Vega 0.006
Open interest 315
Model this call
Put · $21
In the money
Last $1.12
Breakeven $19.88
Implied vol 77.1%
Delta -0.738 ≈74% ITM
Gamma 0.251
Theta -0.081
Vega 0.006
Open interest 1.1k
Model this put
114
88
119.7%
0.271
$0.33
21.5
$1.46
-0.867
70.1%
2
37
Call · $21.5
Last $0.33
Breakeven $21.83
Implied vol 119.7%
Delta 0.271 ≈27% ITM
Gamma 0.164
Theta -0.13
Vega 0.006
Open interest 114
Model this call
Put · $21.5
In the money
Last $1.46
Breakeven $20.04
Implied vol 70.1%
Delta -0.867 ≈87% ITM
Gamma 0.184
Theta -0.048
Vega 0.003
Open interest 37
Model this put
641
190
119.8%
0.203
$0.24
22
$2.71
-0.867
93.2%
16
312
Call · $22
Last $0.24
Breakeven $22.24
Implied vol 119.8%
Delta 0.203 ≈20% ITM
Gamma 0.139
Theta -0.111
Vega 0.005
Open interest 641
Model this call
Put · $22
In the money
Last $2.71
Breakeven $19.29
Implied vol 93.2%
Delta -0.867 ≈87% ITM
Gamma 0.138
Theta -0.064
Vega 0.003
Open interest 312
Model this put
227
60
114.3%
0.132
$0.15
22.5
$2.05
—
—
2
109
Call · $22.5
Last $0.15
Breakeven $22.65
Implied vol 114.3%
Delta 0.132 ≈13% ITM
Gamma 0.111
Theta -0.08
Vega 0.003
Open interest 227
Model this call
Put · $22.5
In the money
Last $2.05
Breakeven $20.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 109
Model this put
678
74
120.8%
0.104
$0.14
23
$2.75
—
—
6
87
Call · $23
Last $0.14
Breakeven $23.14
Implied vol 120.8%
Delta 0.104 ≈10% ITM
Gamma 0.088
Theta -0.071
Vega 0.003
Open interest 678
Model this call
Put · $23
In the money
Last $2.75
Breakeven $20.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 87
Model this put
410
16
127.2%
0.079
$0.05
23.5
$3.09
—
—
2
22
Call · $23.5
Last $0.05
Breakeven $23.55
Implied vol 127.2%
Delta 0.079 ≈8% ITM
Gamma 0.069
Theta -0.062
Vega 0.003
Open interest 410
Model this call
Put · $23.5
In the money
Last $3.09
Breakeven $20.41
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 22
Model this put
379
44
148.6%
0.088
$0.04
24
$3.58
—
—
524
749
Call · $24
Last $0.04
Breakeven $24.04
Implied vol 148.6%
Delta 0.088 ≈9% ITM
Gamma 0.063
Theta -0.078
Vega 0.003
Open interest 379
Model this call
Put · $24
In the money
Last $3.58
Breakeven $20.42
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 749
Model this put
123
122
162.1%
0.083
$0.05
24.5
$4.14
—
—
10
29
Call · $24.5
Last $0.05
Breakeven $24.55
Implied vol 162.1%
Delta 0.083 ≈8% ITM
Gamma 0.056
Theta -0.081
Vega 0.003
Open interest 123
Model this call
Put · $24.5
In the money
Last $4.14
Breakeven $20.36
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 29
Model this put
891
3
162.3%
0.064
$0.05
25
$4.90
—
—
22
218
Call · $25
Last $0.05
Breakeven $25.05
Implied vol 162.3%
Delta 0.064 ≈6% ITM
Gamma 0.045
Theta -0.066
Vega 0.002
Open interest 891
Model this call
Put · $25
In the money
Last $4.90
Breakeven $20.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 218
Model this put
78
10
173.2%
0.061
$0.30
25.5
$5.01
-0.882
219.2%
2
1
Call · $25.5
Last $0.30
Breakeven $25.80
Implied vol 173.2%
Delta 0.061 ≈6% ITM
Gamma 0.041
Theta -0.068
Vega 0.002
Open interest 78
Model this call
Put · $25.5
In the money
Last $5.01
Breakeven $20.49
Implied vol 219.2%
Delta -0.882 ≈88% ITM
Gamma 0.053
Theta -0.139
Vega 0.003
Open interest 1
Model this put
303
28
183.9%
0.058
$0.03
26
$5.65
-0.955
173.5%
8
54
Call · $26
Last $0.03
Breakeven $26.03
Implied vol 183.9%
Delta 0.058 ≈6% ITM
Gamma 0.037
Theta -0.069
Vega 0.002
Open interest 303
Model this call
Put · $26
In the money
Last $5.65
Breakeven $20.35
Implied vol 173.5%
Delta -0.955 ≈95% ITM
Gamma 0.033
Theta -0.052
Vega 0.002
Open interest 54
Model this put
111
58
242.3%
0.107
$0.05
26.5
$5.21
-0.91
229.3%
3
14
Call · $26.5
Last $0.05
Breakeven $26.55
Implied vol 242.3%
Delta 0.107 ≈11% ITM
Gamma 0.045
Theta -0.145
Vega 0.003
Open interest 111
Model this call
Put · $26.5
In the money
Last $5.21
Breakeven $21.29
Implied vol 229.3%
Delta -0.91 ≈91% ITM
Gamma 0.042
Theta -0.12
Vega 0.003
Open interest 14
Model this put
136
2
217%
0.065
$0.05
27
$6.70
—
—
12
131
Call · $27
Last $0.05
Breakeven $27.05
Implied vol 217%
Delta 0.065 ≈6% ITM
Gamma 0.034
Theta -0.089
Vega 0.002
Open interest 136
Model this call
Put · $27
In the money
Last $6.70
Breakeven $20.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 131
Model this put
80
3
251.5%
0.083
$0.05
27.5
$6.69
-0.899
267.6%
11
8
Call · $27.5
Last $0.05
Breakeven $27.55
Implied vol 251.5%
Delta 0.083 ≈8% ITM
Gamma 0.036
Theta -0.126
Vega 0.002
Open interest 80
Model this call
Put · $27.5
In the money
Last $6.69
Breakeven $20.81
Implied vol 267.6%
Delta -0.899 ≈90% ITM
Gamma 0.039
Theta -0.152
Vega 0.004
Open interest 8
Model this put
201
1
224.6%
0.049
$0.01
28
$8.00
—
—
8
37
Call · $28
Last $0.01
Breakeven $28.01
Implied vol 224.6%
Delta 0.049 ≈5% ITM
Gamma 0.026
Theta -0.074
Vega 0.002
Open interest 201
Model this call
Put · $28
In the money
Last $8.00
Breakeven $20.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 37
Model this put
40
5
246.4%
0.058
$0.05
28.5
$7.73
-0.904
290.5%
3
7
Call · $28.5
Last $0.05
Breakeven $28.55
Implied vol 246.4%
Delta 0.058 ≈6% ITM
Gamma 0.028
Theta -0.093
Vega 0.002
Open interest 40
Model this call
Put · $28.5
In the money
Last $7.73
Breakeven $20.77
Implied vol 290.5%
Delta -0.904 ≈90% ITM
Gamma 0.035
Theta -0.159
Vega 0.004
Open interest 7
Model this put
51
1
255.9%
0.057
$0.01
29
$9.20
-0.907
301.6%
2
25
Call · $29
Last $0.01
Breakeven $29.01
Implied vol 255.9%
Delta 0.057 ≈6% ITM
Gamma 0.026
Theta -0.094
Vega 0.002
Open interest 51
Model this call
Put · $29
In the money
Last $9.20
Breakeven $19.80
Implied vol 301.6%
Delta -0.907 ≈91% ITM
Gamma 0.033
Theta -0.162
Vega 0.004
Open interest 25
Model this put
2
1
289%
0.074
$0.05
29.5
$8.40
-0.909
312.6%
2
2
Call · $29.5
Last $0.05
Breakeven $29.55
Implied vol 289%
Delta 0.074 ≈7% ITM
Gamma 0.028
Theta -0.131
Vega 0.002
Open interest 2
Model this call
Put · $29.5
In the money
Last $8.40
Breakeven $21.10
Implied vol 312.6%
Delta -0.909 ≈91% ITM
Gamma 0.031
Theta -0.166
Vega 0.004
Open interest 2
Model this put
344
4
286.2%
0.063
$0.05
30
$10.33
-0.911
323.4%
5
13
Call · $30
Last $0.05
Breakeven $30.05
Implied vol 286.2%
Delta 0.063 ≈6% ITM
Gamma 0.025
Theta -0.115
Vega 0.002
Open interest 344
Model this call
Put · $30
In the money
Last $10.33
Breakeven $19.67
Implied vol 323.4%
Delta -0.911 ≈91% ITM
Gamma 0.03
Theta -0.169
Vega 0.004
Open interest 13
Model this put
1
2
339.3%
0.092
$0.22
30.5
$10.85
-0.913
332.8%
2
0
Call · $30.5
Last $0.22
Breakeven $30.72
Implied vol 339.3%
Delta 0.092 ≈9% ITM
Gamma 0.029
Theta -0.185
Vega 0.004
Open interest 1
Model this call
Put · $30.5
In the money
Last $10.85
Breakeven $19.65
Implied vol 332.8%
Delta -0.913 ≈91% ITM
Gamma 0.028
Theta -0.171
Vega 0.002
Open interest 0
Model this put
304
1
315.5%
0.068
$0.03
31
$11.12
-0.915
341.3%
3
13
Call · $31
Last $0.03
Breakeven $31.03
Implied vol 315.5%
Delta 0.068 ≈7% ITM
Gamma 0.024
Theta -0.135
Vega 0.002
Open interest 304
Model this call
Put · $31
In the money
Last $11.12
Breakeven $19.88
Implied vol 341.3%
Delta -0.915 ≈92% ITM
Gamma 0.027
Theta -0.172
Vega 0.002
Open interest 13
Model this put
101
16
344%
0.073
$0.01
32
$9.27
-0.933
335.1%
1
2
Call · $32
Last $0.01
Breakeven $32.01
Implied vol 344%
Delta 0.073 ≈7% ITM
Gamma 0.024
Theta -0.155
Vega 0.002
Open interest 101
Model this call
Put · $32
In the money
Last $9.27
Breakeven $22.73
Implied vol 335.1%
Delta -0.933 ≈93% ITM
Gamma 0.023
Theta -0.139
Vega 0.002
Open interest 2
Model this put
131
20
349%
0.063
$0.03
33
$13.00
-0.921
374.2%
1
5
Call · $33
Last $0.03
Breakeven $33.03
Implied vol 349%
Delta 0.063 ≈6% ITM
Gamma 0.021
Theta -0.14
Vega 0.002
Open interest 131
Model this call
Put · $33
In the money
Last $13.00
Breakeven $20.00
Implied vol 374.2%
Delta -0.921 ≈92% ITM
Gamma 0.023
Theta -0.177
Vega 0.002
Open interest 5
Model this put
139
1
353.9%
0.053
$0.05
34
$11.00
-0.924
390%
11
3
Call · $34
Last $0.05
Breakeven $34.05
Implied vol 353.9%
Delta 0.053 ≈5% ITM
Gamma 0.018
Theta -0.125
Vega 0.002
Open interest 139
Model this call
Put · $34
In the money
Last $11.00
Breakeven $23.00
Implied vol 390%
Delta -0.924 ≈92% ITM
Gamma 0.022
Theta -0.179
Vega 0.002
Open interest 3
Model this put
180
1
338.4%
0.035
$0.03
35
$15.27
-0.926
405.3%
1
14
Call · $35
Last $0.03
Breakeven $35.03
Implied vol 338.4%
Delta 0.035 ≈4% ITM
Gamma 0.013
Theta -0.086
Vega 0.001
Open interest 180
Model this call
Put · $35
In the money
Last $15.27
Breakeven $19.73
Implied vol 405.3%
Delta -0.926 ≈93% ITM
Gamma 0.02
Theta -0.182
Vega 0.002
Open interest 14
Model this put
80
1
641.1%
0.209
$0.02
36
$16.16
-0.916
441.9%
2
0
Call · $36
Last $0.02
Breakeven $36.02
Implied vol 641.1%
Delta 0.209 ≈21% ITM
Gamma 0.026
Theta -0.605
Vega 0.006
Open interest 80
Model this call
Put · $36
In the money
Last $16.16
Breakeven $19.84
Implied vol 441.9%
Delta -0.916 ≈92% ITM
Gamma 0.021
Theta -0.22
Vega 0.002
Open interest 0
Model this put
121
1
364%
0.033
$0.03
37
$14.25
-0.918
456.2%
2
0
Call · $37
Last $0.03
Breakeven $37.03
Implied vol 364%
Delta 0.033 ≈3% ITM
Gamma 0.012
Theta -0.087
Vega 0.001
Open interest 121
Model this call
Put · $37
In the money
Last $14.25
Breakeven $22.75
Implied vol 456.2%
Delta -0.918 ≈92% ITM
Gamma 0.02
Theta -0.222
Vega 0.002
Open interest 0
Model this put
2.1k
3
397.4%
0.04
$0.01
38
$11.90
-0.932
448.8%
14
0
Call · $38
Last $0.01
Breakeven $38.01
Implied vol 397.4%
Delta 0.04 ≈4% ITM
Gamma 0.013
Theta -0.112
Vega 0.001
Open interest 2.1k
Model this call
Put · $38
In the money
Last $11.90
Breakeven $26.10
Implied vol 448.8%
Delta -0.932 ≈93% ITM
Gamma 0.017
Theta -0.189
Vega 0.002
Open interest 0
Model this put
87
9
428.4%
0.046
$0.01
39
$11.75
-0.933
462.6%
20
2
Call · $39
Last $0.01
Breakeven $39.01
Implied vol 428.4%
Delta 0.046 ≈5% ITM
Gamma 0.013
Theta -0.136
Vega 0.002
Open interest 87
Model this call
Put · $39
In the money
Last $11.75
Breakeven $27.25
Implied vol 462.6%
Delta -0.933 ≈93% ITM
Gamma 0.016
Theta -0.191
Vega 0.002
Open interest 2
Model this put
571
7
441.3%
0.045
$0.01
40
$17.49
-0.934
476%
10
11
Call · $40
Last $0.01
Breakeven $40.01
Implied vol 441.3%
Delta 0.045 ≈5% ITM
Gamma 0.013
Theta -0.138
Vega 0.001
Open interest 571
Model this call
Put · $40
In the money
Last $17.49
Breakeven $22.51
Implied vol 476%
Delta -0.934 ≈93% ITM
Gamma 0.016
Theta -0.194
Vega 0.002
Open interest 11
Model this put
6
2
537.5%
0.09
$0.02
41
$21.10
-0.936
489.1%
271
2
Call · $41
Last $0.02
Breakeven $41.02
Implied vol 537.5%
Delta 0.09 ≈9% ITM
Gamma 0.018
Theta -0.283
Vega 0.002
Open interest 6
Model this call
Put · $41
In the money
Last $21.10
Breakeven $19.90
Implied vol 489.1%
Delta -0.936 ≈94% ITM
Gamma 0.015
Theta -0.196
Vega 0.002
Open interest 2
Model this put
47
1
463%
0.044
$0.04
42
$21.80
-0.937
501.9%
272
0
Call · $42
Last $0.04
Breakeven $42.04
Implied vol 463%
Delta 0.044 ≈4% ITM
Gamma 0.012
Theta -0.14
Vega 0.001
Open interest 47
Model this call
Put · $42
In the money
Last $21.80
Breakeven $20.20
Implied vol 501.9%
Delta -0.937 ≈94% ITM
Gamma 0.014
Theta -0.198
Vega 0.002
Open interest 0
Model this put
8
1
511.5%
0.061
$0.16
43
$14.10
-0.95
494.3%
5
0
Call · $43
Last $0.16
Breakeven $43.16
Implied vol 511.5%
Delta 0.061 ≈6% ITM
Gamma 0.014
Theta -0.199
Vega 0.002
Open interest 8
Model this call
Put · $43
In the money
Last $14.10
Breakeven $28.90
Implied vol 494.3%
Delta -0.95 ≈95% ITM
Gamma 0.012
Theta -0.165
Vega 0.002
Open interest 0
Model this put
42
2
593.4%
0.094
$0.25
44
—
—
—
—
0
Call · $44
Last $0.25
Breakeven $44.25
Implied vol 593.4%
Delta 0.094 ≈9% ITM
Gamma 0.017
Theta -0.325
Vega 0.003
Open interest 42
Model this call
Put · $44
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
84
2
493.7%
0.041
$0.05
45
$24.75
-0.951
518.8%
27
11
Call · $45
Last $0.05
Breakeven $45.05
Implied vol 493.7%
Delta 0.041 ≈4% ITM
Gamma 0.01
Theta -0.142
Vega 0.001
Open interest 84
Model this call
Put · $45
In the money
Last $24.75
Breakeven $20.25
Implied vol 518.8%
Delta -0.951 ≈95% ITM
Gamma 0.012
Theta -0.169
Vega 0.001
Open interest 11
Model this put
32
2
615.6%
0.092
$0.05
46
$26.22
—
—
26
0
Call · $46
Last $0.05
Breakeven $46.05
Implied vol 615.6%
Delta 0.092 ≈9% ITM
Gamma 0.016
Theta -0.33
Vega 0.003
Open interest 32
Model this call
Put · $46
In the money
Last $26.22
Breakeven $19.78
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
616.8%
0.086
$0.78
47
$14.30
—
—
1
0
Call · $47
Last $0.78
Breakeven $47.78
Implied vol 616.8%
Delta 0.086 ≈9% ITM
Gamma 0.015
Theta -0.314
Vega 0.003
Open interest 1
Model this call
Put · $47
In the money
Last $14.30
Breakeven $32.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
6
2
522.6%
0.04
$0.05
48
—
—
—
—
0
Call · $48
Last $0.05
Breakeven $48.05
Implied vol 522.6%
Delta 0.04 ≈4% ITM
Gamma 0.01
Theta -0.144
Vega 0.001
Open interest 6
Model this call
Put · $48
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
23
1
581%
0.056
$0.37
49
$28.15
—
—
1
0
Call · $49
Last $0.37
Breakeven $49.37
Implied vol 581%
Delta 0.056 ≈6% ITM
Gamma 0.011
Theta -0.213
Vega 0.003
Open interest 23
Model this call
Put · $49
In the money
Last $28.15
Breakeven $20.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
63
1
541%
0.038
$0.01
50
$27.60
—
—
1
0
Call · $50
Last $0.01
Breakeven $50.01
Implied vol 541%
Delta 0.038 ≈4% ITM
Gamma 0.009
Theta -0.146
Vega 0.001
Open interest 63
Model this call
Put · $50
In the money
Last $27.60
Breakeven $22.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put