0
—
—
—
—
35
—
-0.015
294.8%
—
0
Call · $35
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $35
Last —
Breakeven —
Implied vol 294.8%
Delta -0.015 ≈1% ITM
Gamma 0.001
Theta -0.079
Vega 0.006
Open interest 0
Model this put
0
2
—
—
$12.00
40
—
-0.017
262%
—
0
Call · $40
In the money
Last $12.00
Breakeven $52.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $40
Last —
Breakeven —
Implied vol 262%
Delta -0.017 ≈2% ITM
Gamma 0.001
Theta -0.078
Vega 0.013
Open interest 0
Model this put
0
—
—
—
—
45
$2.60
-0.023
243.1%
1
14
Call · $45
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $45
Last $2.60
Breakeven $42.40
Implied vol 243.1%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.094
Vega 0.014
Open interest 14
Model this put
0
—
—
—
—
50
—
-0.021
206.3%
—
5
Call · $50
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $50
Last —
Breakeven —
Implied vol 206.3%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -0.075
Vega 0.015
Open interest 5
Model this put
0
—
—
—
—
52.5
—
-0.059
269.5%
—
0
Call · $52.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $52.5
Last —
Breakeven —
Implied vol 269.5%
Delta -0.059 ≈6% ITM
Gamma 0.002
Theta -0.225
Vega 0.026
Open interest 0
Model this put
0
—
—
—
—
55
—
-0.028
189%
—
0
Call · $55
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $55
Last —
Breakeven —
Implied vol 189%
Delta -0.028 ≈3% ITM
Gamma 0.002
Theta -0.085
Vega 0.016
Open interest 0
Model this put
0
—
—
—
—
57.5
$7.30
-0.074
258.1%
1
1
Call · $57.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $57.5
Last $7.30
Breakeven $50.20
Implied vol 258.1%
Delta -0.074 ≈7% ITM
Gamma 0.002
Theta -0.261
Vega 0.028
Open interest 1
Model this put
0
—
—
—
—
60
—
-0.095
276.2%
—
0
Call · $60
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $60
Last —
Breakeven —
Implied vol 276.2%
Delta -0.095 ≈9% ITM
Gamma 0.003
Theta -0.335
Vega 0.042
Open interest 0
Model this put
0
—
—
—
—
62.5
—
-0.12
305.1%
—
0
Call · $62.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $62.5
Last —
Breakeven —
Implied vol 305.1%
Delta -0.12 ≈12% ITM
Gamma 0.003
Theta -0.437
Vega 0.043
Open interest 0
Model this put
0
—
—
—
—
65
—
-0.142
341.6%
—
0
Call · $65
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $65
Last —
Breakeven —
Implied vol 341.6%
Delta -0.142 ≈14% ITM
Gamma 0.003
Theta -0.557
Vega 0.056
Open interest 0
Model this put
0
—
—
—
—
70
—
-0.175
391.7%
—
0
Call · $70
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $70
Last —
Breakeven —
Implied vol 391.7%
Delta -0.175 ≈17% ITM
Gamma 0.003
Theta -0.722
Vega 0.057
Open interest 0
Model this put
1
—
—
—
—
75
$22.60
-0.197
439.2%
1
1
Call · $75
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $75
Last $22.60
Breakeven $52.40
Implied vol 439.2%
Delta -0.197 ≈20% ITM
Gamma 0.003
Theta -0.884
Vega 0.058
Open interest 1
Model this put
1
1
92.4%
0.95
$20.15
80
$0.25
-0.054
95.7%
4
22
Call · $80
In the money
Last $20.15
Breakeven $100.15
Implied vol 92.4%
Delta 0.95 ≈95% ITM
Gamma 0.005
Theta -0.07
Vega 0.019
Open interest 1
Model this call
Put · $80
Last $0.25
Breakeven $79.75
Implied vol 95.7%
Delta -0.054 ≈5% ITM
Gamma 0.005
Theta -0.075
Vega 0.019
Open interest 22
Model this put
15
30
82.9%
0.927
$8.10
85
$0.30
-0.061
78.5%
2
2
Call · $85
In the money
Last $8.10
Breakeven $93.10
Implied vol 82.9%
Delta 0.927 ≈93% ITM
Gamma 0.008
Theta -0.084
Vega 0.035
Open interest 15
Model this call
Put · $85
Last $0.30
Breakeven $84.70
Implied vol 78.5%
Delta -0.061 ≈6% ITM
Gamma 0.007
Theta -0.068
Vega 0.035
Open interest 2
Model this put
148
97
60.9%
0.93
$11.31
90
$0.20
-0.108
74.4%
11
425
Call · $90
In the money
Last $11.31
Breakeven $101.31
Implied vol 60.9%
Delta 0.93 ≈93% ITM
Gamma 0.01
Theta -0.061
Vega 0.036
Open interest 148
Model this call
Put · $90
Last $0.20
Breakeven $89.80
Implied vol 74.4%
Delta -0.108 ≈11% ITM
Gamma 0.011
Theta -0.099
Vega 0.036
Open interest 425
Model this put
76
2
52.4%
0.884
$13.00
95
$0.60
-0.098
48%
20
136
Call · $95
In the money
Last $13.00
Breakeven $108.00
Implied vol 52.4%
Delta 0.884 ≈88% ITM
Gamma 0.017
Theta -0.077
Vega 0.037
Open interest 76
Model this call
Put · $95
Last $0.60
Breakeven $94.40
Implied vol 48%
Delta -0.098 ≈10% ITM
Gamma 0.016
Theta -0.059
Vega 0.036
Open interest 136
Model this put
74
11
29.7%
0.885
$9.58
100
$5.66
-0.122
31%
2
56
Call · $100
In the money
Last $9.58
Breakeven $109.58
Implied vol 29.7%
Delta 0.885 ≈89% ITM
Gamma 0.03
Theta -0.045
Vega 0.037
Open interest 74
Model this call
Put · $100
Last $5.66
Breakeven $94.34
Implied vol 31%
Delta -0.122 ≈12% ITM
Gamma 0.03
Theta -0.045
Vega 0.038
Open interest 56
Model this put
779
26
32%
0.648
$5.70
105
—
-0.36
34.3%
—
0
Call · $105
In the money
Last $5.70
Breakeven $110.70
Implied vol 32%
Delta 0.648 ≈65% ITM
Gamma 0.053
Theta -0.089
Vega 0.086
Open interest 779
Model this call
Put · $105
Last —
Breakeven —
Implied vol 34.3%
Delta -0.36 ≈36% ITM
Gamma 0.05
Theta -0.091
Vega 0.087
Open interest 0
Model this put
Underlying $107.35
128
15
22.8%
0.317
$1.40
110
—
-0.664
25.7%
—
0
Call · $110
Last $1.40
Breakeven $111.40
Implied vol 22.8%
Delta 0.317 ≈32% ITM
Gamma 0.071
Theta -0.06
Vega 0.078
Open interest 128
Model this call
Put · $110
In the money
Last —
Breakeven —
Implied vol 25.7%
Delta -0.664 ≈66% ITM
Gamma 0.065
Theta -0.064
Vega 0.078
Open interest 0
Model this put
50
2
32.8%
0.165
$0.30
115
—
—
—
—
0
Call · $115
Last $0.30
Breakeven $115.30
Implied vol 32.8%
Delta 0.165 ≈16% ITM
Gamma 0.034
Theta -0.059
Vega 0.062
Open interest 50
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
12
4
57.8%
0.194
$0.45
120
$13.07
-0.888
42.9%
1
1
Call · $120
Last $0.45
Breakeven $120.45
Implied vol 57.8%
Delta 0.194 ≈19% ITM
Gamma 0.021
Theta -0.114
Vega 0.062
Open interest 12
Model this call
Put · $120
In the money
Last $13.07
Breakeven $106.93
Implied vol 42.9%
Delta -0.888 ≈89% ITM
Gamma 0.021
Theta -0.054
Vega 0.041
Open interest 1
Model this put
5
5
51.6%
0.083
$2.35
125
—
—
—
—
0
Call · $125
Last $2.35
Breakeven $127.35
Implied vol 51.6%
Delta 0.083 ≈8% ITM
Gamma 0.014
Theta -0.057
Vega 0.043
Open interest 5
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
—
—
$0.10
130
—
—
—
—
0
Call · $130
Last $0.10
Breakeven $130.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $130
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
135
—
—
—
—
0
Call · $135
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $135
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
140
—
-0.974
66.1%
—
0
Call · $140
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $140
In the money
Last —
Breakeven —
Implied vol 66.1%
Delta -0.974 ≈97% ITM
Gamma 0.005
Theta -0.025
Vega 0.012
Open interest 0
Model this put
0
—
—
—
—
145
—
—
—
—
0
Call · $145
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $145
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
150
—
-0.971
84.1%
—
0
Call · $150
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $150
In the money
Last —
Breakeven —
Implied vol 84.1%
Delta -0.971 ≈97% ITM
Gamma 0.004
Theta -0.035
Vega 0.013
Open interest 0
Model this put