0
—
—
—
—
40
$0.05
-0.032
99.8%
25
26
Call · $40
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $40
Last $0.05
Breakeven $39.95
Implied vol 99.8%
Delta -0.032 ≈3% ITM
Gamma 0.004
Theta -0.023
Vega 0.014
Open interest 26
Model this put
0
—
—
—
—
42.5
—
-0.091
129.1%
—
0
Call · $42.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $42.5
Last —
Breakeven —
Implied vol 129.1%
Delta -0.091 ≈9% ITM
Gamma 0.007
Theta -0.068
Vega 0.025
Open interest 0
Model this put
0
—
—
—
—
45
$0.11
-0.032
73.1%
4
6
Call · $45
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $45
Last $0.11
Breakeven $44.89
Implied vol 73.1%
Delta -0.032 ≈3% ITM
Gamma 0.006
Theta -0.016
Vega 0.015
Open interest 6
Model this put
0
—
—
—
—
47.5
$0.17
-0.046
68.2%
1
7
Call · $47.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $47.5
Last $0.17
Breakeven $47.33
Implied vol 68.2%
Delta -0.046 ≈5% ITM
Gamma 0.008
Theta -0.021
Vega 0.015
Open interest 7
Model this put
0
—
—
—
—
50
$0.25
-0.104
78%
20
54
Call · $50
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $50
Last $0.25
Breakeven $49.75
Implied vol 78%
Delta -0.104 ≈10% ITM
Gamma 0.013
Theta -0.045
Vega 0.027
Open interest 54
Model this put
11
10
—
—
$7.95
55
$0.65
-0.123
50.4%
20
65
Call · $55
In the money
Last $7.95
Breakeven $62.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 11
Model this call
Put · $55
Last $0.65
Breakeven $54.35
Implied vol 50.4%
Delta -0.123 ≈12% ITM
Gamma 0.023
Theta -0.033
Vega 0.043
Open interest 65
Model this put
0
—
29.9%
0.905
—
57.5
$1.38
-0.206
51.7%
7
136
Call · $57.5
In the money
Last —
Breakeven —
Implied vol 29.9%
Delta 0.905 ≈91% ITM
Gamma 0.032
Theta -0.018
Vega 0.029
Open interest 0
Model this call
Put · $57.5
Last $1.38
Breakeven $56.12
Implied vol 51.7%
Delta -0.206 ≈21% ITM
Gamma 0.032
Theta -0.047
Vega 0.05
Open interest 136
Model this put
32
9
28.6%
0.799
$4.65
60
$1.65
-0.315
56.6%
22
382
Call · $60
In the money
Last $4.65
Breakeven $64.65
Implied vol 28.6%
Delta 0.799 ≈80% ITM
Gamma 0.057
Theta -0.028
Vega 0.044
Open interest 32
Model this call
Put · $60
Last $1.65
Breakeven $58.35
Implied vol 56.6%
Delta -0.315 ≈31% ITM
Gamma 0.036
Theta -0.064
Vega 0.059
Open interest 382
Model this put
911
1
36.6%
0.604
$3.20
62.5
$2.50
-0.407
45.7%
33
389
Call · $62.5
In the money
Last $3.20
Breakeven $65.70
Implied vol 36.6%
Delta 0.604 ≈60% ITM
Gamma 0.06
Theta -0.046
Vega 0.068
Open interest 911
Model this call
Put · $62.5
Last $2.50
Breakeven $60.00
Implied vol 45.7%
Delta -0.407 ≈41% ITM
Gamma 0.049
Theta -0.055
Vega 0.068
Open interest 389
Model this put
Underlying $62.92
83
3
32.9%
0.441
$2.20
65
$3.95
-0.527
47.9%
4
296
Call · $65
Last $2.20
Breakeven $67.20
Implied vol 32.9%
Delta 0.441 ≈44% ITM
Gamma 0.069
Theta -0.043
Vega 0.07
Open interest 83
Model this call
Put · $65
In the money
Last $3.95
Breakeven $61.05
Implied vol 47.9%
Delta -0.527 ≈53% ITM
Gamma 0.048
Theta -0.059
Vega 0.07
Open interest 296
Model this put
449
1
33.8%
0.292
$1.30
67.5
$4.20
-0.629
50.9%
32
35
Call · $67.5
Last $1.30
Breakeven $68.80
Implied vol 33.8%
Delta 0.292 ≈29% ITM
Gamma 0.058
Theta -0.038
Vega 0.063
Open interest 449
Model this call
Put · $67.5
In the money
Last $4.20
Breakeven $63.30
Implied vol 50.9%
Delta -0.629 ≈63% ITM
Gamma 0.043
Theta -0.06
Vega 0.062
Open interest 35
Model this put
116
2
41.7%
0.228
$0.87
70
$7.90
-0.701
55.3%
18
77
Call · $70
Last $0.87
Breakeven $70.87
Implied vol 41.7%
Delta 0.228 ≈23% ITM
Gamma 0.042
Theta -0.041
Vega 0.049
Open interest 116
Model this call
Put · $70
In the money
Last $7.90
Breakeven $62.10
Implied vol 55.3%
Delta -0.701 ≈70% ITM
Gamma 0.036
Theta -0.059
Vega 0.064
Open interest 77
Model this put
31
4
38.2%
0.124
$0.41
72.5
$10.40
-0.821
47.1%
3
39
Call · $72.5
Last $0.41
Breakeven $72.91
Implied vol 38.2%
Delta 0.124 ≈12% ITM
Gamma 0.031
Theta -0.025
Vega 0.033
Open interest 31
Model this call
Put · $72.5
In the money
Last $10.40
Breakeven $62.10
Implied vol 47.1%
Delta -0.821 ≈82% ITM
Gamma 0.032
Theta -0.037
Vega 0.049
Open interest 39
Model this put
68
28
39.7%
0.075
$0.30
75
$12.20
-0.808
61.4%
3
75
Call · $75
Last $0.30
Breakeven $75.30
Implied vol 39.7%
Delta 0.075 ≈7% ITM
Gamma 0.021
Theta -0.018
Vega 0.02
Open interest 68
Model this call
Put · $75
In the money
Last $12.20
Breakeven $62.80
Implied vol 61.4%
Delta -0.808 ≈81% ITM
Gamma 0.026
Theta -0.051
Vega 0.05
Open interest 75
Model this put
31
10
48.8%
0.081
$0.29
77.5
$4.40
-0.833
67.3%
6
6
Call · $77.5
Last $0.29
Breakeven $77.79
Implied vol 48.8%
Delta 0.081 ≈8% ITM
Gamma 0.018
Theta -0.024
Vega 0.034
Open interest 31
Model this call
Put · $77.5
In the money
Last $4.40
Breakeven $73.10
Implied vol 67.3%
Delta -0.833 ≈83% ITM
Gamma 0.022
Theta -0.051
Vega 0.051
Open interest 6
Model this put
58
1
62.3%
0.11
$0.10
80
$17.00
-0.819
80.8%
1
14
Call · $80
Last $0.10
Breakeven $80.10
Implied vol 62.3%
Delta 0.11 ≈11% ITM
Gamma 0.017
Theta -0.037
Vega 0.035
Open interest 58
Model this call
Put · $80
In the money
Last $17.00
Breakeven $63.00
Implied vol 80.8%
Delta -0.819 ≈82% ITM
Gamma 0.019
Theta -0.065
Vega 0.052
Open interest 14
Model this put
45
16
51.1%
0.036
$0.13
82.5
$7.20
-0.825
89.1%
1
2
Call · $82.5
Last $0.13
Breakeven $82.63
Implied vol 51.1%
Delta 0.036 ≈4% ITM
Gamma 0.009
Theta -0.013
Vega 0.01
Open interest 45
Model this call
Put · $82.5
In the money
Last $7.20
Breakeven $75.30
Implied vol 89.1%
Delta -0.825 ≈83% ITM
Gamma 0.017
Theta -0.07
Vega 0.052
Open interest 2
Model this put
10
1
69.5%
0.078
$0.40
85
$10.00
-0.862
86.8%
1
1
Call · $85
Last $0.40
Breakeven $85.40
Implied vol 69.5%
Delta 0.078 ≈8% ITM
Gamma 0.012
Theta -0.033
Vega 0.021
Open interest 10
Model this call
Put · $85
In the money
Last $10.00
Breakeven $75.00
Implied vol 86.8%
Delta -0.862 ≈86% ITM
Gamma 0.015
Theta -0.058
Vega 0.035
Open interest 1
Model this put
19
1
62.1%
0.036
$0.05
87.5
—
-0.86
95.3%
—
0
Call · $87.5
Last $0.05
Breakeven $87.55
Implied vol 62.1%
Delta 0.036 ≈4% ITM
Gamma 0.007
Theta -0.016
Vega 0.011
Open interest 19
Model this call
Put · $87.5
In the money
Last —
Breakeven —
Implied vol 95.3%
Delta -0.86 ≈86% ITM
Gamma 0.014
Theta -0.064
Vega 0.036
Open interest 0
Model this put
5
1
66.2%
0.034
$0.05
90
$7.50
-0.847
107.7%
1
2
Call · $90
Last $0.05
Breakeven $90.05
Implied vol 66.2%
Delta 0.034 ≈3% ITM
Gamma 0.007
Theta -0.016
Vega 0.011
Open interest 5
Model this call
Put · $90
In the money
Last $7.50
Breakeven $82.50
Implied vol 107.7%
Delta -0.847 ≈85% ITM
Gamma 0.013
Theta -0.078
Vega 0.036
Open interest 2
Model this put
3
1
84.7%
0.069
$0.36
92.5
—
-0.852
113%
—
0
Call · $92.5
Last $0.36
Breakeven $92.86
Implied vol 84.7%
Delta 0.069 ≈7% ITM
Gamma 0.009
Theta -0.036
Vega 0.022
Open interest 3
Model this call
Put · $92.5
In the money
Last —
Breakeven —
Implied vol 113%
Delta -0.852 ≈85% ITM
Gamma 0.012
Theta -0.08
Vega 0.037
Open interest 0
Model this put
12
1
74.1%
0.031
$0.30
95
$3.90
-0.857
118.2%
1
1
Call · $95
Last $0.30
Breakeven $95.30
Implied vol 74.1%
Delta 0.031 ≈3% ITM
Gamma 0.005
Theta -0.017
Vega 0.011
Open interest 12
Model this call
Put · $95
In the money
Last $3.90
Breakeven $91.10
Implied vol 118.2%
Delta -0.857 ≈86% ITM
Gamma 0.011
Theta -0.081
Vega 0.037
Open interest 1
Model this put
1
1
124.2%
0.143
$7.20
97.5
$7.90
-0.861
123.2%
2
0
Call · $97.5
Last $7.20
Breakeven $104.70
Implied vol 124.2%
Delta 0.143 ≈14% ITM
Gamma 0.01
Theta -0.089
Vega 0.038
Open interest 1
Model this call
Put · $97.5
In the money
Last $7.90
Breakeven $89.60
Implied vol 123.2%
Delta -0.861 ≈86% ITM
Gamma 0.01
Theta -0.083
Vega 0.038
Open interest 0
Model this put
30
30
102.2%
0.072
$0.05
100
$25.75
-0.865
128.1%
10
0
Call · $100
Last $0.05
Breakeven $100.05
Implied vol 102.2%
Delta 0.072 ≈7% ITM
Gamma 0.008
Theta -0.045
Vega 0.022
Open interest 30
Model this call
Put · $100
In the money
Last $25.75
Breakeven $74.25
Implied vol 128.1%
Delta -0.865 ≈86% ITM
Gamma 0.01
Theta -0.084
Vega 0.038
Open interest 0
Model this put
100
98
—
—
$1.85
105
—
-0.899
127.2%
—
0
Call · $105
Last $1.85
Breakeven $106.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 100
Model this call
Put · $105
In the money
Last —
Breakeven —
Implied vol 127.2%
Delta -0.899 ≈90% ITM
Gamma 0.008
Theta -0.068
Vega 0.038
Open interest 0
Model this put
5
1
—
—
$4.97
110
$11.09
-0.876
146.7%
4
0
Call · $110
Last $4.97
Breakeven $114.97
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $110
In the money
Last $11.09
Breakeven $98.91
Implied vol 146.7%
Delta -0.876 ≈88% ITM
Gamma 0.008
Theta -0.09
Vega 0.04
Open interest 0
Model this put
11
1
—
—
$3.80
115
—
-0.881
155.3%
—
0
Call · $115
Last $3.80
Breakeven $118.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 11
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol 155.3%
Delta -0.881 ≈88% ITM
Gamma 0.007
Theta -0.093
Vega 0.04
Open interest 0
Model this put
15
12
—
—
$0.30
120
$55.80
-0.884
163.6%
6
3
Call · $120
Last $0.30
Breakeven $120.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 15
Model this call
Put · $120
In the money
Last $55.80
Breakeven $64.20
Implied vol 163.6%
Delta -0.884 ≈88% ITM
Gamma 0.007
Theta -0.096
Vega 0.041
Open interest 3
Model this put
16
1
—
—
$0.02
125
—
-0.888
171.5%
—
0
Call · $125
Last $0.02
Breakeven $125.02
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol 171.5%
Delta -0.888 ≈89% ITM
Gamma 0.007
Theta -0.099
Vega 0.041
Open interest 0
Model this put
35
15
—
—
$2.06
130
—
-0.891
179.2%
—
0
Call · $130
Last $2.06
Breakeven $132.06
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 35
Model this call
Put · $130
In the money
Last —
Breakeven —
Implied vol 179.2%
Delta -0.891 ≈89% ITM
Gamma 0.006
Theta -0.102
Vega 0.041
Open interest 0
Model this put
0
—
—
—
—
135
—
-0.893
186.5%
—
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 186.5%
Delta -0.893 ≈89% ITM
Gamma 0.006
Theta -0.105
Vega 0.039
Open interest 0
Model this put
0
—
—
—
—
140
—
-0.895
192.3%
—
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 192.3%
Delta -0.895 ≈90% ITM
Gamma 0.006
Theta -0.106
Vega 0.026
Open interest 0
Model this put
16
16
—
—
$0.70
145
—
-0.897
197.9%
—
0
Call · $145
Last $0.70
Breakeven $145.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $145
In the money
Last —
Breakeven —
Implied vol 197.9%
Delta -0.897 ≈90% ITM
Gamma 0.005
Theta -0.107
Vega 0.026
Open interest 0
Model this put
0
—
—
—
—
150
—
-0.899
203.3%
—
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 203.3%
Delta -0.899 ≈90% ITM
Gamma 0.005
Theta -0.108
Vega 0.026
Open interest 0
Model this put
0
—
—
—
—
155
—
-0.9
208.5%
—
0
Call · $155
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $155
In the money
Last —
Breakeven —
Implied vol 208.5%
Delta -0.9 ≈90% ITM
Gamma 0.005
Theta -0.109
Vega 0.026
Open interest 0
Model this put
0
—
—
—
—
160
—
-0.924
198.6%
—
0
Call · $160
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $160
In the money
Last —
Breakeven —
Implied vol 198.6%
Delta -0.924 ≈92% ITM
Gamma 0.004
Theta -0.083
Vega 0.027
Open interest 0
Model this put