0
—
—
—
—
60
$0.30
-0.018
168.6%
1
1
Call · $60
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $60
Last $0.30
Breakeven $59.70
Implied vol 168.6%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.052
Vega 0.012
Open interest 1
Model this put
0
—
0.2%
1
—
65
—
-0.021
155.5%
—
0
Call · $65
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.006
Vega 0
Open interest 0
Model this call
Put · $65
Last —
Breakeven —
Implied vol 155.5%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -0.055
Vega 0.025
Open interest 0
Model this put
0
—
0.2%
1
—
70
$0.20
-0.02
137.6%
1
6
Call · $70
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.007
Vega 0
Open interest 0
Model this call
Put · $70
Last $0.20
Breakeven $69.80
Implied vol 137.6%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.047
Vega 0.026
Open interest 6
Model this put
0
—
95.7%
0.994
—
75
$0.15
-0.022
124.6%
1
3
Call · $75
In the money
Last —
Breakeven —
Implied vol 95.7%
Delta 0.994 ≈99% ITM
Gamma 0
Theta -0.018
Vega 0.006
Open interest 0
Model this call
Put · $75
Last $0.15
Breakeven $74.85
Implied vol 124.6%
Delta -0.022 ≈2% ITM
Gamma 0.001
Theta -0.046
Vega 0.027
Open interest 3
Model this put
0
—
70.7%
0.999
—
80
—
-0.024
112.5%
—
0
Call · $80
In the money
Last —
Breakeven —
Implied vol 70.7%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.01
Vega 0.002
Open interest 0
Model this call
Put · $80
Last —
Breakeven —
Implied vol 112.5%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.045
Vega 0.028
Open interest 0
Model this put
0
—
0.2%
1
—
85
$2.01
-0.031
104.6%
1
1
Call · $85
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.008
Vega 0
Open interest 0
Model this call
Put · $85
Last $2.01
Breakeven $82.99
Implied vol 104.6%
Delta -0.031 ≈3% ITM
Gamma 0.002
Theta -0.051
Vega 0.029
Open interest 1
Model this put
0
1
—
—
$71.40
90
$0.35
-0.026
88%
4
5
Call · $90
In the money
Last $71.40
Breakeven $161.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $90
Last $0.35
Breakeven $89.65
Implied vol 88%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -0.037
Vega 0.03
Open interest 5
Model this put
0
—
0.2%
1
—
95
$0.55
-0.038
83.7%
6
8
Call · $95
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.009
Vega 0
Open interest 0
Model this call
Put · $95
Last $0.55
Breakeven $94.45
Implied vol 83.7%
Delta -0.038 ≈4% ITM
Gamma 0.003
Theta -0.048
Vega 0.031
Open interest 8
Model this put
0
1
65.5%
0.974
$43.70
100
$0.55
-0.08
93.6%
2
4
Call · $100
In the money
Last $43.70
Breakeven $143.70
Implied vol 65.5%
Delta 0.974 ≈97% ITM
Gamma 0.003
Theta -0.038
Vega 0.031
Open interest 0
Model this call
Put · $100
Last $0.55
Breakeven $99.45
Implied vol 93.6%
Delta -0.08 ≈8% ITM
Gamma 0.004
Theta -0.097
Vega 0.054
Open interest 4
Model this put
0
—
68.7%
0.945
—
105
$1.25
-0.077
76.8%
6
14
Call · $105
In the money
Last —
Breakeven —
Implied vol 68.7%
Delta 0.945 ≈94% ITM
Gamma 0.004
Theta -0.065
Vega 0.056
Open interest 0
Model this call
Put · $105
Last $1.25
Breakeven $103.75
Implied vol 76.8%
Delta -0.077 ≈8% ITM
Gamma 0.005
Theta -0.077
Vega 0.056
Open interest 14
Model this put
28
1
59.3%
0.934
$31.15
110
$1.25
-0.117
78.1%
4
6
Call · $110
In the money
Last $31.15
Breakeven $141.15
Implied vol 59.3%
Delta 0.934 ≈93% ITM
Gamma 0.006
Theta -0.063
Vega 0.057
Open interest 28
Model this call
Put · $110
Last $1.25
Breakeven $108.75
Implied vol 78.1%
Delta -0.117 ≈12% ITM
Gamma 0.007
Theta -0.108
Vega 0.086
Open interest 6
Model this put
36
5
64%
0.874
$43.00
115
$1.95
-0.161
75.8%
18
18
Call · $115
In the money
Last $43.00
Breakeven $158.00
Implied vol 64%
Delta 0.874 ≈87% ITM
Gamma 0.009
Theta -0.104
Vega 0.088
Open interest 36
Model this call
Put · $115
Last $1.95
Breakeven $113.05
Implied vol 75.8%
Delta -0.161 ≈16% ITM
Gamma 0.009
Theta -0.128
Vega 0.088
Open interest 18
Model this put
3
3
67.8%
0.805
$45.00
120
$3.65
-0.214
74.8%
1
11
Call · $120
In the money
Last $45.00
Breakeven $165.00
Implied vol 67.8%
Delta 0.805 ≈81% ITM
Gamma 0.011
Theta -0.143
Vega 0.09
Open interest 3
Model this call
Put · $120
Last $3.65
Breakeven $116.35
Implied vol 74.8%
Delta -0.214 ≈21% ITM
Gamma 0.011
Theta -0.152
Vega 0.118
Open interest 11
Model this put
892
885
65.6%
0.739
$34.48
125
$4.75
-0.275
72.2%
1
12
Call · $125
In the money
Last $34.48
Breakeven $159.48
Implied vol 65.6%
Delta 0.739 ≈74% ITM
Gamma 0.013
Theta -0.159
Vega 0.12
Open interest 892
Model this call
Put · $125
Last $4.75
Breakeven $120.25
Implied vol 72.2%
Delta -0.275 ≈27% ITM
Gamma 0.013
Theta -0.167
Vega 0.12
Open interest 12
Model this put
9
5
65.2%
0.664
$9.75
130
$7.60
-0.345
72%
1
1
Call · $130
In the money
Last $9.75
Breakeven $139.75
Implied vol 65.2%
Delta 0.664 ≈66% ITM
Gamma 0.015
Theta -0.177
Vega 0.141
Open interest 9
Model this call
Put · $130
Last $7.60
Breakeven $122.40
Implied vol 72%
Delta -0.345 ≈35% ITM
Gamma 0.014
Theta -0.184
Vega 0.141
Open interest 1
Model this put
1
2
62.5%
0.582
$25.00
135
$9.16
-0.42
69.6%
1
3
Call · $135
In the money
Last $25.00
Breakeven $160.00
Implied vol 62.5%
Delta 0.582 ≈58% ITM
Gamma 0.017
Theta -0.18
Vega 0.144
Open interest 1
Model this call
Put · $135
Last $9.16
Breakeven $125.84
Implied vol 69.6%
Delta -0.42 ≈42% ITM
Gamma 0.015
Theta -0.187
Vega 0.144
Open interest 3
Model this put
Underlying $137.43
19
1
63.6%
0.498
$7.64
140
$11.36
-0.5
67.1%
2
3
Call · $140
Last $7.64
Breakeven $147.64
Implied vol 63.6%
Delta 0.498 ≈50% ITM
Gamma 0.017
Theta -0.186
Vega 0.147
Open interest 19
Model this call
Put · $140
In the money
Last $11.36
Breakeven $128.64
Implied vol 67.1%
Delta -0.5 ≈50% ITM
Gamma 0.016
Theta -0.183
Vega 0.147
Open interest 3
Model this put
1.1k
2
61.9%
0.411
$9.40
145
$4.95
-0.581
66%
5
15
Call · $145
Last $9.40
Breakeven $154.40
Implied vol 61.9%
Delta 0.411 ≈41% ITM
Gamma 0.017
Theta -0.177
Vega 0.15
Open interest 1.1k
Model this call
Put · $145
In the money
Last $4.95
Breakeven $140.05
Implied vol 66%
Delta -0.581 ≈58% ITM
Gamma 0.016
Theta -0.176
Vega 0.15
Open interest 15
Model this put
32
1
61.4%
0.334
$4.99
150
$8.00
-0.666
62.3%
5
6
Call · $150
Last $4.99
Breakeven $154.99
Implied vol 61.4%
Delta 0.334 ≈33% ITM
Gamma 0.016
Theta -0.162
Vega 0.134
Open interest 32
Model this call
Put · $150
In the money
Last $8.00
Breakeven $142.00
Implied vol 62.3%
Delta -0.666 ≈67% ITM
Gamma 0.016
Theta -0.151
Vega 0.134
Open interest 6
Model this put
60
20
60.5%
0.257
$3.25
155
$10.43
-0.729
64.4%
4
5
Call · $155
Last $3.25
Breakeven $158.25
Implied vol 60.5%
Delta 0.257 ≈26% ITM
Gamma 0.015
Theta -0.143
Vega 0.105
Open interest 60
Model this call
Put · $155
In the money
Last $10.43
Breakeven $144.57
Implied vol 64.4%
Delta -0.729 ≈73% ITM
Gamma 0.014
Theta -0.143
Vega 0.135
Open interest 5
Model this put
40
20
54.4%
0.17
$2.35
160
$14.80
-0.78
65.5%
1
2
Call · $160
Last $2.35
Breakeven $162.35
Implied vol 54.4%
Delta 0.17 ≈17% ITM
Gamma 0.013
Theta -0.1
Vega 0.107
Open interest 40
Model this call
Put · $160
In the money
Last $14.80
Breakeven $145.20
Implied vol 65.5%
Delta -0.78 ≈78% ITM
Gamma 0.013
Theta -0.127
Vega 0.105
Open interest 2
Model this put
709
20
57.2%
0.136
$1.57
165
$15.60
-0.834
65%
3
1
Call · $165
Last $1.57
Breakeven $166.57
Implied vol 57.2%
Delta 0.136 ≈14% ITM
Gamma 0.01
Theta -0.09
Vega 0.073
Open interest 709
Model this call
Put · $165
In the money
Last $15.60
Breakeven $149.40
Implied vol 65%
Delta -0.834 ≈83% ITM
Gamma 0.011
Theta -0.105
Vega 0.105
Open interest 1
Model this put
12
4
59.2%
0.107
$1.65
170
—
-0.89
61.3%
—
0
Call · $170
Last $1.65
Breakeven $171.65
Implied vol 59.2%
Delta 0.107 ≈11% ITM
Gamma 0.008
Theta -0.078
Vega 0.074
Open interest 12
Model this call
Put · $170
In the money
Last —
Breakeven —
Implied vol 61.3%
Delta -0.89 ≈89% ITM
Gamma 0.009
Theta -0.071
Vega 0.071
Open interest 0
Model this put
5
1
67.2%
0.108
$4.10
175
—
-0.889
69.4%
—
0
Call · $175
Last $4.10
Breakeven $179.10
Implied vol 67.2%
Delta 0.108 ≈11% ITM
Gamma 0.008
Theta -0.089
Vega 0.075
Open interest 5
Model this call
Put · $175
In the money
Last —
Breakeven —
Implied vol 69.4%
Delta -0.889 ≈89% ITM
Gamma 0.008
Theta -0.083
Vega 0.072
Open interest 0
Model this put
19
5
74%
0.106
$4.22
180
—
-0.907
72.4%
—
0
Call · $180
Last $4.22
Breakeven $184.22
Implied vol 74%
Delta 0.106 ≈11% ITM
Gamma 0.007
Theta -0.096
Vega 0.075
Open interest 19
Model this call
Put · $180
In the money
Last —
Breakeven —
Implied vol 72.4%
Delta -0.907 ≈91% ITM
Gamma 0.007
Theta -0.075
Vega 0.071
Open interest 0
Model this put
47
1
73.4%
0.079
$0.94
185
—
-0.924
74.9%
—
0
Call · $185
Last $0.94
Breakeven $185.94
Implied vol 73.4%
Delta 0.079 ≈8% ITM
Gamma 0.005
Theta -0.077
Vega 0.044
Open interest 47
Model this call
Put · $185
In the money
Last —
Breakeven —
Implied vol 74.9%
Delta -0.924 ≈92% ITM
Gamma 0.006
Theta -0.066
Vega 0.042
Open interest 0
Model this put
0
—
84.7%
0.094
—
190
$30.51
-0.925
80.7%
1
0
Call · $190
Last —
Breakeven —
Implied vol 84.7%
Delta 0.094 ≈9% ITM
Gamma 0.005
Theta -0.102
Vega 0.077
Open interest 0
Model this call
Put · $190
In the money
Last $30.51
Breakeven $159.49
Implied vol 80.7%
Delta -0.925 ≈92% ITM
Gamma 0.005
Theta -0.071
Vega 0.043
Open interest 0
Model this put
5
1
73.1%
0.045
$2.00
195
—
-0.94
80.6%
—
0
Call · $195
Last $2.00
Breakeven $197.00
Implied vol 73.1%
Delta 0.045 ≈5% ITM
Gamma 0.004
Theta -0.049
Vega 0.046
Open interest 5
Model this call
Put · $195
In the money
Last —
Breakeven —
Implied vol 80.6%
Delta -0.94 ≈94% ITM
Gamma 0.005
Theta -0.057
Vega 0.042
Open interest 0
Model this put
1
1
76.5%
0.04
$1.23
200
—
-0.957
80.2%
—
0
Call · $200
Last $1.23
Breakeven $201.23
Implied vol 76.5%
Delta 0.04 ≈4% ITM
Gamma 0.003
Theta -0.047
Vega 0.046
Open interest 1
Model this call
Put · $200
In the money
Last —
Breakeven —
Implied vol 80.2%
Delta -0.957 ≈96% ITM
Gamma 0.004
Theta -0.043
Vega 0.04
Open interest 0
Model this put
1
1
83.8%
0.037
$1.06
210
—
-0.977
80.8%
—
0
Call · $210
Last $1.06
Breakeven $211.06
Implied vol 83.8%
Delta 0.037 ≈4% ITM
Gamma 0.003
Theta -0.048
Vega 0.024
Open interest 1
Model this call
Put · $210
In the money
Last —
Breakeven —
Implied vol 80.8%
Delta -0.977 ≈98% ITM
Gamma 0.003
Theta -0.024
Vega 0.019
Open interest 0
Model this put
0
—
90.6%
0.034
—
220
—
-0.978
88.1%
—
0
Call · $220
Last —
Breakeven —
Implied vol 90.6%
Delta 0.034 ≈3% ITM
Gamma 0.002
Theta -0.049
Vega 0.024
Open interest 0
Model this call
Put · $220
In the money
Last —
Breakeven —
Implied vol 88.1%
Delta -0.978 ≈98% ITM
Gamma 0.002
Theta -0.025
Vega 0.019
Open interest 0
Model this put