0
—
—
—
—
6
—
—
—
—
0
Call · $6
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $6
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
7
—
—
—
—
0
Call · $7
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $7
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
8
—
—
—
—
0
Call · $8
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $8
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
9
$0.05
—
—
2
1
Call · $9
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $9
Last $0.05
Breakeven $8.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
0
2
105.4%
0.988
$7.65
10
$0.05
-0.038
137.4%
297
5.9k
Call · $10
In the money
Last $7.65
Breakeven $17.65
Implied vol 105.4%
Delta 0.988 ≈99% ITM
Gamma 0.009
Theta -0.004
Vega 0.001
Open interest 0
Model this call
Put · $10
Last $0.05
Breakeven $9.95
Implied vol 137.4%
Delta -0.038 ≈4% ITM
Gamma 0.019
Theta -0.012
Vega 0.003
Open interest 5.9k
Model this put
3
6
94.4%
0.987
$3.85
10.5
$0.05
-0.065
146.4%
1
388
Call · $10.5
In the money
Last $3.85
Breakeven $14.35
Implied vol 94.4%
Delta 0.987 ≈99% ITM
Gamma 0.011
Theta -0.004
Vega 0.001
Open interest 3
Model this call
Put · $10.5
Last $0.05
Breakeven $10.45
Implied vol 146.4%
Delta -0.065 ≈6% ITM
Gamma 0.027
Theta -0.02
Vega 0.004
Open interest 388
Model this put
0
—
—
—
—
11
$0.05
—
—
2
10
Call · $11
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $11
Last $0.05
Breakeven $10.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this put
0
—
74%
0.985
—
11.5
$0.05
-0.051
101.9%
1
191
Call · $11.5
In the money
Last —
Breakeven —
Implied vol 74%
Delta 0.985 ≈99% ITM
Gamma 0.016
Theta -0.004
Vega 0.001
Open interest 0
Model this call
Put · $11.5
Last $0.05
Breakeven $11.45
Implied vol 101.9%
Delta -0.051 ≈5% ITM
Gamma 0.033
Theta -0.011
Vega 0.003
Open interest 191
Model this put
1
2
64.4%
0.984
$5.85
12
$0.05
-0.068
96.1%
2
884
Call · $12
In the money
Last $5.85
Breakeven $17.85
Implied vol 64.4%
Delta 0.984 ≈98% ITM
Gamma 0.019
Theta -0.004
Vega 0.001
Open interest 1
Model this call
Put · $12
Last $0.05
Breakeven $11.95
Implied vol 96.1%
Delta -0.068 ≈7% ITM
Gamma 0.044
Theta -0.013
Vega 0.005
Open interest 884
Model this put
0
—
—
—
—
12.5
$0.16
-0.077
84.2%
1
14
Call · $12.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $12.5
Last $0.16
Breakeven $12.34
Implied vol 84.2%
Delta -0.077 ≈8% ITM
Gamma 0.054
Theta -0.013
Vega 0.005
Open interest 14
Model this put
21
15
—
—
$1.85
13
$0.10
-0.11
82.8%
1
406
Call · $13
In the money
Last $1.85
Breakeven $14.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 21
Model this call
Put · $13
Last $0.10
Breakeven $12.90
Implied vol 82.8%
Delta -0.11 ≈11% ITM
Gamma 0.073
Theta -0.017
Vega 0.005
Open interest 406
Model this put
16
2
38%
0.978
$2.15
13.5
$0.07
-0.126
70.3%
2
684
Call · $13.5
In the money
Last $2.15
Breakeven $15.65
Implied vol 38%
Delta 0.978 ≈98% ITM
Gamma 0.043
Theta -0.003
Vega 0.001
Open interest 16
Model this call
Put · $13.5
Last $0.07
Breakeven $13.43
Implied vol 70.3%
Delta -0.126 ≈13% ITM
Gamma 0.095
Theta -0.016
Vega 0.008
Open interest 684
Model this put
407
1
43.4%
0.911
$1.77
14
$0.08
-0.12
51.2%
32
743
Call · $14
In the money
Last $1.77
Breakeven $15.77
Implied vol 43.4%
Delta 0.911 ≈91% ITM
Gamma 0.117
Theta -0.009
Vega 0.005
Open interest 407
Model this call
Put · $14
Last $0.08
Breakeven $13.92
Implied vol 51.2%
Delta -0.12 ≈12% ITM
Gamma 0.127
Theta -0.011
Vega 0.008
Open interest 743
Model this put
357
60
28.5%
0.921
$1.40
14.5
$0.15
-0.167
42.3%
4
266
Call · $14.5
In the money
Last $1.40
Breakeven $15.90
Implied vol 28.5%
Delta 0.921 ≈92% ITM
Gamma 0.165
Theta -0.006
Vega 0.005
Open interest 357
Model this call
Put · $14.5
Last $0.15
Breakeven $14.35
Implied vol 42.3%
Delta -0.167 ≈17% ITM
Gamma 0.188
Theta -0.011
Vega 0.008
Open interest 266
Model this put
1.1k
157
36%
0.745
$0.88
15
$0.25
-0.275
39.9%
12
763
Call · $15
In the money
Last $0.88
Breakeven $15.88
Implied vol 36%
Delta 0.745 ≈75% ITM
Gamma 0.285
Theta -0.013
Vega 0.011
Open interest 1.1k
Model this call
Put · $15
Last $0.25
Breakeven $14.75
Implied vol 39.9%
Delta -0.275 ≈28% ITM
Gamma 0.267
Theta -0.014
Vega 0.011
Open interest 763
Model this put
8.4k
115
35.4%
0.582
$0.53
15.5
$0.38
-0.424
38.8%
27
1.2k
Call · $15.5
In the money
Last $0.53
Breakeven $16.03
Implied vol 35.4%
Delta 0.582 ≈58% ITM
Gamma 0.352
Theta -0.016
Vega 0.012
Open interest 8.4k
Model this call
Put · $15.5
Last $0.38
Breakeven $15.12
Implied vol 38.8%
Delta -0.424 ≈42% ITM
Gamma 0.324
Theta -0.016
Vega 0.012
Open interest 1.2k
Model this put
Underlying $15.67
1.5k
15
38.2%
0.415
$0.35
16
$0.61
-0.584
39.5%
10
691
Call · $16
Last $0.35
Breakeven $16.35
Implied vol 38.2%
Delta 0.415 ≈42% ITM
Gamma 0.327
Theta -0.017
Vega 0.013
Open interest 1.5k
Model this call
Put · $16
In the money
Last $0.61
Breakeven $15.39
Implied vol 39.5%
Delta -0.584 ≈58% ITM
Gamma 0.319
Theta -0.016
Vega 0.013
Open interest 691
Model this put
667
12
36.7%
0.258
$0.15
16.5
$1.00
-0.722
40.3%
305
528
Call · $16.5
Last $0.15
Breakeven $16.65
Implied vol 36.7%
Delta 0.258 ≈26% ITM
Gamma 0.284
Theta -0.013
Vega 0.011
Open interest 667
Model this call
Put · $16.5
In the money
Last $1.00
Breakeven $15.50
Implied vol 40.3%
Delta -0.722 ≈72% ITM
Gamma 0.271
Theta -0.014
Vega 0.011
Open interest 528
Model this put
1.3k
1
41.5%
0.18
$0.08
17
$1.35
-0.834
40.3%
20
158
Call · $17
Last $0.08
Breakeven $17.08
Implied vol 41.5%
Delta 0.18 ≈18% ITM
Gamma 0.201
Theta -0.012
Vega 0.009
Open interest 1.3k
Model this call
Put · $17
In the money
Last $1.35
Breakeven $15.65
Implied vol 40.3%
Delta -0.834 ≈83% ITM
Gamma 0.205
Theta -0.01
Vega 0.009
Open interest 158
Model this put
737
4
56.8%
0.185
$0.05
17.5
$1.80
-0.81
58.5%
20
147
Call · $17.5
Last $0.05
Breakeven $17.55
Implied vol 56.8%
Delta 0.185 ≈19% ITM
Gamma 0.15
Theta -0.017
Vega 0.009
Open interest 737
Model this call
Put · $17.5
In the money
Last $1.80
Breakeven $15.70
Implied vol 58.5%
Delta -0.81 ≈81% ITM
Gamma 0.151
Theta -0.016
Vega 0.009
Open interest 147
Model this put
277
20
55.4%
0.12
$0.05
18
$2.46
-0.894
53.5%
50
92
Call · $18
Last $0.05
Breakeven $18.05
Implied vol 55.4%
Delta 0.12 ≈12% ITM
Gamma 0.115
Theta -0.012
Vega 0.006
Open interest 277
Model this call
Put · $18
In the money
Last $2.46
Breakeven $15.54
Implied vol 53.5%
Delta -0.894 ≈89% ITM
Gamma 0.115
Theta -0.009
Vega 0.006
Open interest 92
Model this put
24
6
61.1%
0.134
$0.20
18.1
—
—
—
—
100
Call · $18.1
Last $0.20
Breakeven $18.30
Implied vol 61.1%
Delta 0.134 ≈13% ITM
Gamma 0.113
Theta -0.014
Vega 0.006
Open interest 24
Model this call
Put · $18.1
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 100
Model this put
12
2
100.2%
0.26
$0.06
18.2
—
-0.921
52.2%
—
0
Call · $18.2
Last $0.06
Breakeven $18.26
Implied vol 100.2%
Delta 0.26 ≈26% ITM
Gamma 0.105
Theta -0.036
Vega 0.009
Open interest 12
Model this call
Put · $18.2
In the money
Last —
Breakeven —
Implied vol 52.2%
Delta -0.921 ≈92% ITM
Gamma 0.098
Theta -0.007
Vega 0.006
Open interest 0
Model this put
144
1
93.7%
0.235
$0.19
18.3
$2.25
-0.866
66.4%
1
1
Call · $18.3
Last $0.19
Breakeven $18.49
Implied vol 93.7%
Delta 0.235 ≈24% ITM
Gamma 0.105
Theta -0.031
Vega 0.009
Open interest 144
Model this call
Put · $18.3
In the money
Last $2.25
Breakeven $16.05
Implied vol 66.4%
Delta -0.866 ≈87% ITM
Gamma 0.108
Theta -0.014
Vega 0.006
Open interest 1
Model this put
1
1
92.7%
0.224
$0.35
18.4
—
-0.953
48.1%
—
10
Call · $18.4
Last $0.35
Breakeven $18.75
Implied vol 92.7%
Delta 0.224 ≈22% ITM
Gamma 0.103
Theta -0.03
Vega 0.009
Open interest 1
Model this call
Put · $18.4
In the money
Last —
Breakeven —
Implied vol 48.1%
Delta -0.953 ≈95% ITM
Gamma 0.077
Theta -0.004
Vega 0.003
Open interest 10
Model this put
140
110
94.4%
0.221
$0.05
18.5
$3.55
—
—
20
188
Call · $18.5
Last $0.05
Breakeven $18.55
Implied vol 94.4%
Delta 0.221 ≈22% ITM
Gamma 0.1
Theta -0.03
Vega 0.009
Open interest 140
Model this call
Put · $18.5
In the money
Last $3.55
Breakeven $14.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 188
Model this put
0
—
93.4%
0.21
—
18.6
—
-0.955
50.7%
—
20
Call · $18.6
Last —
Breakeven —
Implied vol 93.4%
Delta 0.21 ≈21% ITM
Gamma 0.098
Theta -0.029
Vega 0.009
Open interest 0
Model this call
Put · $18.6
In the money
Last —
Breakeven —
Implied vol 50.7%
Delta -0.955 ≈95% ITM
Gamma 0.07
Theta -0.004
Vega 0.003
Open interest 20
Model this put
0
—
95.1%
0.207
—
18.7
—
-0.908
64%
—
10
Call · $18.7
Last —
Breakeven —
Implied vol 95.1%
Delta 0.207 ≈21% ITM
Gamma 0.096
Theta -0.029
Vega 0.009
Open interest 0
Model this call
Put · $18.7
In the money
Last —
Breakeven —
Implied vol 64%
Delta -0.908 ≈91% ITM
Gamma 0.087
Theta -0.01
Vega 0.006
Open interest 10
Model this put
0
—
105.1%
0.227
—
18.8
—
—
—
—
0
Call · $18.8
Last —
Breakeven —
Implied vol 105.1%
Delta 0.227 ≈23% ITM
Gamma 0.092
Theta -0.034
Vega 0.009
Open interest 0
Model this call
Put · $18.8
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
127
1
101.3%
0.21
$0.05
18.9
—
—
—
—
0
Call · $18.9
Last $0.05
Breakeven $18.95
Implied vol 101.3%
Delta 0.21 ≈21% ITM
Gamma 0.09
Theta -0.032
Vega 0.009
Open interest 127
Model this call
Put · $18.9
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1.9k
2
66.3%
0.082
$0.05
19
$3.46
—
—
10
445
Call · $19
Last $0.05
Breakeven $19.05
Implied vol 66.3%
Delta 0.082 ≈8% ITM
Gamma 0.074
Theta -0.011
Vega 0.006
Open interest 1.9k
Model this call
Put · $19
In the money
Last $3.46
Breakeven $15.54
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 445
Model this put
40
40
67.7%
0.081
$0.05
19.1
—
—
—
—
20
Call · $19.1
Last $0.05
Breakeven $19.15
Implied vol 67.7%
Delta 0.081 ≈8% ITM
Gamma 0.071
Theta -0.011
Vega 0.006
Open interest 40
Model this call
Put · $19.1
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 20
Model this put
0
—
101%
0.186
—
19.2
—
—
—
—
0
Call · $19.2
Last —
Breakeven —
Implied vol 101%
Delta 0.186 ≈19% ITM
Gamma 0.085
Theta -0.029
Vega 0.009
Open interest 0
Model this call
Put · $19.2
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
113.4%
0.215
—
19.3
—
-0.917
72.8%
—
0
Call · $19.3
Last —
Breakeven —
Implied vol 113.4%
Delta 0.215 ≈21% ITM
Gamma 0.082
Theta -0.036
Vega 0.009
Open interest 0
Model this call
Put · $19.3
In the money
Last —
Breakeven —
Implied vol 72.8%
Delta -0.917 ≈92% ITM
Gamma 0.071
Theta -0.011
Vega 0.006
Open interest 0
Model this put
60
—
115.1%
0.213
—
19.4
—
—
—
—
0
Call · $19.4
Last —
Breakeven —
Implied vol 115.1%
Delta 0.213 ≈21% ITM
Gamma 0.08
Theta -0.036
Vega 0.009
Open interest 60
Model this call
Put · $19.4
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
200
51
116.7%
0.21
$0.50
19.5
$4.67
—
—
10
170
Call · $19.5
Last $0.50
Breakeven $20.00
Implied vol 116.7%
Delta 0.21 ≈21% ITM
Gamma 0.079
Theta -0.036
Vega 0.009
Open interest 200
Model this call
Put · $19.5
In the money
Last $4.67
Breakeven $14.83
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 170
Model this put
40
40
86.8%
0.118
$0.65
19.6
—
—
—
—
0
Call · $19.6
Last $0.65
Breakeven $20.25
Implied vol 86.8%
Delta 0.118 ≈12% ITM
Gamma 0.072
Theta -0.019
Vega 0.006
Open interest 40
Model this call
Put · $19.6
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
20
10
122.7%
0.213
$0.95
19.7
—
—
—
—
0
Call · $19.7
Last $0.95
Breakeven $20.65
Implied vol 122.7%
Delta 0.213 ≈21% ITM
Gamma 0.075
Theta -0.038
Vega 0.009
Open interest 20
Model this call
Put · $19.7
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
124.3%
0.211
—
19.8
—
—
—
—
0
Call · $19.8
Last —
Breakeven —
Implied vol 124.3%
Delta 0.211 ≈21% ITM
Gamma 0.074
Theta -0.039
Vega 0.009
Open interest 0
Model this call
Put · $19.8
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
125.9%
0.209
—
19.9
—
—
—
—
0
Call · $19.9
Last —
Breakeven —
Implied vol 125.9%
Delta 0.209 ≈21% ITM
Gamma 0.073
Theta -0.039
Vega 0.009
Open interest 0
Model this call
Put · $19.9
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
136
2
108.1%
0.154
$0.05
20
$4.30
—
—
7
144
Call · $20
Last $0.05
Breakeven $20.05
Implied vol 108.1%
Delta 0.154 ≈15% ITM
Gamma 0.071
Theta -0.028
Vega 0.006
Open interest 136
Model this call
Put · $20
In the money
Last $4.30
Breakeven $15.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 144
Model this put
52
10
95.1%
0.095
$0.09
20.5
—
—
—
—
0
Call · $20.5
Last $0.09
Breakeven $20.59
Implied vol 95.1%
Delta 0.095 ≈9% ITM
Gamma 0.056
Theta -0.017
Vega 0.006
Open interest 52
Model this call
Put · $20.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
408
1
140.5%
0.185
$0.12
21
$6.33
-0.932
93.7%
20
0
Call · $21
Last $0.12
Breakeven $21.12
Implied vol 140.5%
Delta 0.185 ≈19% ITM
Gamma 0.061
Theta -0.041
Vega 0.01
Open interest 408
Model this call
Put · $21
In the money
Last $6.33
Breakeven $14.67
Implied vol 93.7%
Delta -0.932 ≈93% ITM
Gamma 0.047
Theta -0.012
Vega 0.004
Open interest 0
Model this put
255
80
131.1%
0.143
$0.05
21.5
$7.35
-0.97
83.9%
10
30
Call · $21.5
Last $0.05
Breakeven $21.55
Implied vol 131.1%
Delta 0.143 ≈14% ITM
Gamma 0.055
Theta -0.032
Vega 0.007
Open interest 255
Model this call
Put · $21.5
In the money
Last $7.35
Breakeven $14.15
Implied vol 83.9%
Delta -0.97 ≈97% ITM
Gamma 0.031
Theta -0.005
Vega 0.002
Open interest 30
Model this put
456
10
118.2%
0.093
$0.07
22
$6.30
—
—
20
40
Call · $22
Last $0.07
Breakeven $22.07
Implied vol 118.2%
Delta 0.093 ≈9% ITM
Gamma 0.045
Theta -0.021
Vega 0.007
Open interest 456
Model this call
Put · $22
In the money
Last $6.30
Breakeven $15.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 40
Model this put
31
1
112.4%
0.068
$0.05
22.5
—
-0.972
93.3%
—
0
Call · $22.5
Last $0.05
Breakeven $22.55
Implied vol 112.4%
Delta 0.068 ≈7% ITM
Gamma 0.037
Theta -0.016
Vega 0.004
Open interest 31
Model this call
Put · $22.5
In the money
Last —
Breakeven —
Implied vol 93.3%
Delta -0.972 ≈97% ITM
Gamma 0.026
Theta -0.005
Vega 0.002
Open interest 0
Model this put
57
30
141.4%
0.114
$0.40
23
—
-0.973
97.8%
—
0
Call · $23
Last $0.40
Breakeven $23.40
Implied vol 141.4%
Delta 0.114 ≈11% ITM
Gamma 0.043
Theta -0.029
Vega 0.007
Open interest 57
Model this call
Put · $23
In the money
Last —
Breakeven —
Implied vol 97.8%
Delta -0.973 ≈97% ITM
Gamma 0.024
Theta -0.005
Vega 0.002
Open interest 0
Model this put
11
1
143.5%
0.103
$0.05
23.5
—
-0.974
102.2%
—
0
Call · $23.5
Last $0.05
Breakeven $23.55
Implied vol 143.5%
Delta 0.103 ≈10% ITM
Gamma 0.04
Theta -0.028
Vega 0.007
Open interest 11
Model this call
Put · $23.5
In the money
Last —
Breakeven —
Implied vol 102.2%
Delta -0.974 ≈97% ITM
Gamma 0.022
Theta -0.005
Vega 0.002
Open interest 0
Model this put
628
2
127.1%
0.062
$0.05
24
—
-0.975
106.5%
—
0
Call · $24
Last $0.05
Breakeven $24.05
Implied vol 127.1%
Delta 0.062 ≈6% ITM
Gamma 0.03
Theta -0.017
Vega 0.004
Open interest 628
Model this call
Put · $24
In the money
Last —
Breakeven —
Implied vol 106.5%
Delta -0.975 ≈98% ITM
Gamma 0.021
Theta -0.006
Vega 0.002
Open interest 0
Model this put
50
50
144.2%
0.08
$0.15
24.5
—
-0.925
142.3%
—
0
Call · $24.5
Last $0.15
Breakeven $24.65
Implied vol 144.2%
Delta 0.08 ≈8% ITM
Gamma 0.033
Theta -0.023
Vega 0.004
Open interest 50
Model this call
Put · $24.5
In the money
Last —
Breakeven —
Implied vol 142.3%
Delta -0.925 ≈93% ITM
Gamma 0.033
Theta -0.02
Vega 0.004
Open interest 0
Model this put
231
1
136.4%
0.059
$0.22
25
—
-0.977
114.8%
—
0
Call · $25
Last $0.22
Breakeven $25.22
Implied vol 136.4%
Delta 0.059 ≈6% ITM
Gamma 0.027
Theta -0.017
Vega 0.004
Open interest 231
Model this call
Put · $25
In the money
Last —
Breakeven —
Implied vol 114.8%
Delta -0.977 ≈98% ITM
Gamma 0.018
Theta -0.006
Vega 0.002
Open interest 0
Model this put
81
1
141%
0.057
$0.05
25.5
$8.23
-0.977
118.9%
120
0
Call · $25.5
Last $0.05
Breakeven $25.55
Implied vol 141%
Delta 0.057 ≈6% ITM
Gamma 0.026
Theta -0.017
Vega 0.004
Open interest 81
Model this call
Put · $25.5
In the money
Last $8.23
Breakeven $17.27
Implied vol 118.9%
Delta -0.977 ≈98% ITM
Gamma 0.017
Theta -0.006
Vega 0.002
Open interest 0
Model this put
0
—
—
—
—
26
—
-0.978
122.9%
—
0
Call · $26
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $26
In the money
Last —
Breakeven —
Implied vol 122.9%
Delta -0.978 ≈98% ITM
Gamma 0.016
Theta -0.006
Vega 0.002
Open interest 0
Model this put
0
—
—
—
—
26.5
—
-0.932
160.2%
—
0
Call · $26.5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $26.5
In the money
Last —
Breakeven —
Implied vol 160.2%
Delta -0.932 ≈93% ITM
Gamma 0.027
Theta -0.021
Vega 0.004
Open interest 0
Model this put
0
—
—
—
—
27
—
-0.953
152.2%
—
0
Call · $27
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $27
In the money
Last —
Breakeven —
Implied vol 152.2%
Delta -0.953 ≈95% ITM
Gamma 0.022
Theta -0.015
Vega 0.004
Open interest 0
Model this put
0
—
—
—
—
27.5
—
—
—
—
0
Call · $27.5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $27.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
28
—
—
—
—
0
Call · $28
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $28
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
28.5
—
—
—
—
0
Call · $28.5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $28.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
30
—
—
—
—
0
Call · $30
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $30
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put