0
—
0%
0.998
—
140
$0.38
-0.045
63.5%
2
3
Call · $140
In the money
Last —
Breakeven —
Implied vol 0%
Delta 0.998 ≈100% ITM
Gamma 0
Theta 0
Vega 0
Open interest 0
Model this call
Put · $140
Last $0.38
Breakeven $139.62
Implied vol 63.5%
Delta -0.045 ≈4% ITM
Gamma 0.003
Theta -0.056
Vega 0.044
Open interest 3
Model this put
0
—
43%
0.983
—
145
$0.76
-0.028
49%
1
1
Call · $145
In the money
Last —
Breakeven —
Implied vol 43%
Delta 0.983 ≈98% ITM
Gamma 0.002
Theta -0.017
Vega 0.022
Open interest 0
Model this call
Put · $145
Last $0.76
Breakeven $144.24
Implied vol 49%
Delta -0.028 ≈3% ITM
Gamma 0.003
Theta -0.03
Vega 0.044
Open interest 1
Model this put
0
—
30.1%
0.994
—
150
$0.58
-0.039
45.1%
2
6
Call · $150
In the money
Last —
Breakeven —
Implied vol 30.1%
Delta 0.994 ≈99% ITM
Gamma 0.001
Theta -0.005
Vega 0.01
Open interest 0
Model this call
Put · $150
Last $0.58
Breakeven $149.42
Implied vol 45.1%
Delta -0.039 ≈4% ITM
Gamma 0.004
Theta -0.035
Vega 0.045
Open interest 6
Model this put
0
—
31.4%
0.98
—
155
$0.80
-0.076
47%
1
14
Call · $155
In the money
Last —
Breakeven —
Implied vol 31.4%
Delta 0.98 ≈98% ITM
Gamma 0.003
Theta -0.015
Vega 0.023
Open interest 0
Model this call
Put · $155
Last $0.80
Breakeven $154.20
Implied vol 47%
Delta -0.076 ≈8% ITM
Gamma 0.006
Theta -0.063
Vega 0.079
Open interest 14
Model this put
0
—
33.6%
0.945
—
160
$1.33
-0.1
42.9%
7
67
Call · $160
In the money
Last —
Breakeven —
Implied vol 33.6%
Delta 0.945 ≈94% ITM
Gamma 0.007
Theta -0.036
Vega 0.046
Open interest 0
Model this call
Put · $160
Last $1.33
Breakeven $158.67
Implied vol 42.9%
Delta -0.1 ≈10% ITM
Gamma 0.008
Theta -0.071
Vega 0.081
Open interest 67
Model this put
0
2
36.3%
0.881
$20.30
165
$2.43
-0.158
43.2%
17
17
Call · $165
In the money
Last $20.30
Breakeven $185.30
Implied vol 36.3%
Delta 0.881 ≈88% ITM
Gamma 0.011
Theta -0.07
Vega 0.082
Open interest 0
Model this call
Put · $165
Last $2.43
Breakeven $162.57
Implied vol 43.2%
Delta -0.158 ≈16% ITM
Gamma 0.011
Theta -0.097
Vega 0.123
Open interest 17
Model this put
0
1
23.6%
0.9
$16.30
170
$3.40
-0.218
41.6%
20
104
Call · $170
In the money
Last $16.30
Breakeven $186.30
Implied vol 23.6%
Delta 0.9 ≈90% ITM
Gamma 0.015
Theta -0.041
Vega 0.083
Open interest 0
Model this call
Put · $170
Last $3.40
Breakeven $166.60
Implied vol 41.6%
Delta -0.218 ≈22% ITM
Gamma 0.015
Theta -0.116
Vega 0.163
Open interest 104
Model this put
0
2
35.2%
0.719
$12.70
175
$4.40
-0.291
37.9%
66
161
Call · $175
In the money
Last $12.70
Breakeven $187.70
Implied vol 35.2%
Delta 0.719 ≈72% ITM
Gamma 0.019
Theta -0.114
Vega 0.166
Open interest 0
Model this call
Put · $175
Last $4.40
Breakeven $170.60
Implied vol 37.9%
Delta -0.291 ≈29% ITM
Gamma 0.018
Theta -0.121
Vega 0.166
Open interest 161
Model this put
0
—
43.3%
0.599
—
180
$7.31
-0.4
43.5%
2
148
Call · $180
In the money
Last —
Breakeven —
Implied vol 43.3%
Delta 0.599 ≈60% ITM
Gamma 0.018
Theta -0.159
Vega 0.193
Open interest 0
Model this call
Put · $180
Last $7.31
Breakeven $172.69
Implied vol 43.5%
Delta -0.4 ≈40% ITM
Gamma 0.018
Theta -0.157
Vega 0.193
Open interest 148
Model this put
Underlying $183.67
5
18
37.9%
0.501
$6.04
185
$9.40
-0.499
37.4%
3
38
Call · $185
Last $6.04
Breakeven $191.04
Implied vol 37.9%
Delta 0.501 ≈50% ITM
Gamma 0.022
Theta -0.146
Vega 0.196
Open interest 5
Model this call
Put · $185
In the money
Last $9.40
Breakeven $175.60
Implied vol 37.4%
Delta -0.499 ≈50% ITM
Gamma 0.022
Theta -0.14
Vega 0.196
Open interest 38
Model this put
20
5
43.2%
0.415
$3.73
190
$14.93
-0.567
49.6%
3
93
Call · $190
Last $3.73
Breakeven $193.73
Implied vol 43.2%
Delta 0.415 ≈41% ITM
Gamma 0.018
Theta -0.161
Vega 0.198
Open interest 20
Model this call
Put · $190
In the money
Last $14.93
Breakeven $175.07
Implied vol 49.6%
Delta -0.567 ≈57% ITM
Gamma 0.016
Theta -0.181
Vega 0.198
Open interest 93
Model this put
41
3
41.9%
0.325
$3.00
195
$18.83
-0.634
52%
1
127
Call · $195
Last $3.00
Breakeven $198.00
Implied vol 41.9%
Delta 0.325 ≈33% ITM
Gamma 0.017
Theta -0.144
Vega 0.176
Open interest 41
Model this call
Put · $195
In the money
Last $18.83
Breakeven $176.17
Implied vol 52%
Delta -0.634 ≈63% ITM
Gamma 0.015
Theta -0.182
Vega 0.176
Open interest 127
Model this put
330
6
41.9%
0.245
$1.92
200
$15.32
-0.718
48.1%
19
47
Call · $200
Last $1.92
Breakeven $201.92
Implied vol 41.9%
Delta 0.245 ≈25% ITM
Gamma 0.015
Theta -0.127
Vega 0.137
Open interest 330
Model this call
Put · $200
In the money
Last $15.32
Breakeven $184.68
Implied vol 48.1%
Delta -0.718 ≈72% ITM
Gamma 0.014
Theta -0.149
Vega 0.178
Open interest 47
Model this put
130
1
46.5%
0.158
$1.08
210
$23.26
-0.807
52.4%
3
51
Call · $210
Last $1.08
Breakeven $211.08
Implied vol 46.5%
Delta 0.158 ≈16% ITM
Gamma 0.011
Theta -0.107
Vega 0.14
Open interest 130
Model this call
Put · $210
In the money
Last $23.26
Breakeven $186.74
Implied vol 52.4%
Delta -0.807 ≈81% ITM
Gamma 0.011
Theta -0.13
Vega 0.139
Open interest 51
Model this put
104
37
64.7%
0.172
$0.55
220
$24.35
-0.864
57%
6
33
Call · $220
Last $0.55
Breakeven $220.55
Implied vol 64.7%
Delta 0.172 ≈17% ITM
Gamma 0.008
Theta -0.157
Vega 0.143
Open interest 104
Model this call
Put · $220
In the money
Last $24.35
Breakeven $195.65
Implied vol 57%
Delta -0.864 ≈86% ITM
Gamma 0.008
Theta -0.112
Vega 0.095
Open interest 33
Model this put
197
35
41.7%
0.026
$0.05
230
$26.10
-0.879
66.2%
1
7
Call · $230
Last $0.05
Breakeven $230.05
Implied vol 41.7%
Delta 0.026 ≈3% ITM
Gamma 0.003
Theta -0.024
Vega 0.028
Open interest 197
Model this call
Put · $230
In the money
Last $26.10
Breakeven $203.90
Implied vol 66.2%
Delta -0.879 ≈88% ITM
Gamma 0.006
Theta -0.119
Vega 0.097
Open interest 7
Model this put
54
8
45.7%
0.016
$0.15
240
$33.05
-0.908
70.3%
1
1
Call · $240
Last $0.15
Breakeven $240.15
Implied vol 45.7%
Delta 0.016 ≈2% ITM
Gamma 0.002
Theta -0.017
Vega 0.029
Open interest 54
Model this call
Put · $240
In the money
Last $33.05
Breakeven $206.95
Implied vol 70.3%
Delta -0.908 ≈91% ITM
Gamma 0.005
Theta -0.103
Vega 0.097
Open interest 1
Model this put
23
2
58.7%
0.03
$0.10
250
$43.00
-0.922
76.6%
1
2
Call · $250
Last $0.10
Breakeven $250.10
Implied vol 58.7%
Delta 0.03 ≈3% ITM
Gamma 0.002
Theta -0.037
Vega 0.03
Open interest 23
Model this call
Put · $250
In the money
Last $43.00
Breakeven $207.00
Implied vol 76.6%
Delta -0.922 ≈92% ITM
Gamma 0.004
Theta -0.099
Vega 0.058
Open interest 2
Model this put
7
1
81.7%
0.07
$0.35
260
$49.70
-0.925
84.4%
1
2
Call · $260
Last $0.35
Breakeven $260.35
Implied vol 81.7%
Delta 0.07 ≈7% ITM
Gamma 0.003
Theta -0.104
Vega 0.06
Open interest 7
Model this call
Put · $260
In the money
Last $49.70
Breakeven $210.30
Implied vol 84.4%
Delta -0.925 ≈92% ITM
Gamma 0.004
Theta -0.106
Vega 0.059
Open interest 2
Model this put
7
6
71.9%
0.029
$1.95
270
$68.49
-0.935
88.5%
1
2
Call · $270
Last $1.95
Breakeven $271.95
Implied vol 71.9%
Delta 0.029 ≈3% ITM
Gamma 0.002
Theta -0.044
Vega 0.031
Open interest 7
Model this call
Put · $270
In the money
Last $68.49
Breakeven $201.51
Implied vol 88.5%
Delta -0.935 ≈93% ITM
Gamma 0.003
Theta -0.097
Vega 0.06
Open interest 2
Model this put
0
—
88.3%
0.047
—
280
—
-0.932
97.3%
—
0
Call · $280
Last —
Breakeven —
Implied vol 88.3%
Delta 0.047 ≈5% ITM
Gamma 0.002
Theta -0.082
Vega 0.062
Open interest 0
Model this call
Put · $280
In the money
Last —
Breakeven —
Implied vol 97.3%
Delta -0.932 ≈93% ITM
Gamma 0.003
Theta -0.111
Vega 0.061
Open interest 0
Model this put
5
3
94%
0.044
$0.19
290
$101.84
-0.943
100.2%
2
5
Call · $290
Last $0.19
Breakeven $290.19
Implied vol 94%
Delta 0.044 ≈4% ITM
Gamma 0.002
Theta -0.083
Vega 0.063
Open interest 5
Model this call
Put · $290
In the money
Last $101.84
Breakeven $188.16
Implied vol 100.2%
Delta -0.943 ≈94% ITM
Gamma 0.002
Theta -0.099
Vega 0.061
Open interest 5
Model this put