0
—
—
—
—
20
$0.20
-0.052
208.1%
10
10
Call · $20
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $20
Last $0.20
Breakeven $19.80
Implied vol 208.1%
Delta -0.052 ≈5% ITM
Gamma 0.005
Theta -0.049
Vega 0.012
Open interest 10
Model this put
5
5
—
—
$20.40
21
—
-0.079
240.4%
—
0
Call · $21
In the money
Last $20.40
Breakeven $41.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $21
Last —
Breakeven —
Implied vol 240.4%
Delta -0.079 ≈8% ITM
Gamma 0.006
Theta -0.08
Vega 0.018
Open interest 0
Model this put
0
—
—
—
—
22
$0.20
-0.084
226%
4
2
Call · $22
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $22
Last $0.20
Breakeven $21.80
Implied vol 226%
Delta -0.084 ≈8% ITM
Gamma 0.007
Theta -0.079
Vega 0.019
Open interest 2
Model this put
0
—
—
—
—
23
—
-0.09
213.7%
—
0
Call · $23
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $23
Last —
Breakeven —
Implied vol 213.7%
Delta -0.09 ≈9% ITM
Gamma 0.008
Theta -0.078
Vega 0.019
Open interest 0
Model this put
10
10
—
—
$16.50
24
$0.65
-0.045
140%
1
1
Call · $24
In the money
Last $16.50
Breakeven $40.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this call
Put · $24
Last $0.65
Breakeven $23.35
Implied vol 140%
Delta -0.045 ≈4% ITM
Gamma 0.007
Theta -0.03
Vega 0.008
Open interest 1
Model this put
3
3
—
—
$15.89
25
$0.20
-0.06
140.7%
9
105
Call · $25
In the money
Last $15.89
Breakeven $40.89
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $25
Last $0.20
Breakeven $24.80
Implied vol 140.7%
Delta -0.06 ≈6% ITM
Gamma 0.008
Theta -0.037
Vega 0.014
Open interest 105
Model this put
19
19
—
—
$15.40
26
$0.43
-0.064
131.1%
2
41
Call · $26
In the money
Last $15.40
Breakeven $41.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 19
Model this call
Put · $26
Last $0.43
Breakeven $25.57
Implied vol 131.1%
Delta -0.064 ≈6% ITM
Gamma 0.01
Theta -0.036
Vega 0.014
Open interest 41
Model this put
1
1
0.2%
1
$21.45
27
$0.60
-0.068
121.9%
1
21
Call · $27
In the money
Last $21.45
Breakeven $48.45
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.003
Vega 0
Open interest 1
Model this call
Put · $27
Last $0.60
Breakeven $26.40
Implied vol 121.9%
Delta -0.068 ≈7% ITM
Gamma 0.011
Theta -0.036
Vega 0.014
Open interest 21
Model this put
6
6
77.8%
0.979
$12.85
28
$1.00
-0.087
123.5%
10
14
Call · $28
In the money
Last $12.85
Breakeven $40.85
Implied vol 77.8%
Delta 0.979 ≈98% ITM
Gamma 0.007
Theta -0.012
Vega 0.004
Open interest 6
Model this call
Put · $28
Last $1.00
Breakeven $27.00
Implied vol 123.5%
Delta -0.087 ≈9% ITM
Gamma 0.013
Theta -0.044
Vega 0.014
Open interest 14
Model this put
2
2
97.1%
0.934
$11.95
29
$1.10
-0.094
114.7%
1
409
Call · $29
In the money
Last $11.95
Breakeven $40.95
Implied vol 97.1%
Delta 0.934 ≈93% ITM
Gamma 0.013
Theta -0.03
Vega 0.015
Open interest 2
Model this call
Put · $29
Last $1.10
Breakeven $27.90
Implied vol 114.7%
Delta -0.094 ≈9% ITM
Gamma 0.015
Theta -0.043
Vega 0.015
Open interest 409
Model this put
99
1
50.8%
0.993
$7.51
30
$1.60
-0.114
113.9%
29
263
Call · $30
In the money
Last $7.51
Breakeven $37.51
Implied vol 50.8%
Delta 0.993 ≈99% ITM
Gamma 0.004
Theta -0.005
Vega 0.002
Open interest 99
Model this call
Put · $30
Last $1.60
Breakeven $28.40
Implied vol 113.9%
Delta -0.114 ≈11% ITM
Gamma 0.017
Theta -0.049
Vega 0.022
Open interest 263
Model this put
1
1
90.7%
0.903
$10.30
31
$0.85
-0.138
113.1%
7
114
Call · $31
In the money
Last $10.30
Breakeven $41.30
Implied vol 90.7%
Delta 0.903 ≈90% ITM
Gamma 0.019
Theta -0.038
Vega 0.015
Open interest 1
Model this call
Put · $31
Last $0.85
Breakeven $30.15
Implied vol 113.1%
Delta -0.138 ≈14% ITM
Gamma 0.02
Theta -0.055
Vega 0.023
Open interest 114
Model this put
0
—
76.4%
0.909
—
32
$0.90
-0.169
116.6%
2
6
Call · $32
In the money
Last —
Breakeven —
Implied vol 76.4%
Delta 0.909 ≈91% ITM
Gamma 0.022
Theta -0.031
Vega 0.015
Open interest 0
Model this call
Put · $32
Last $0.90
Breakeven $31.10
Implied vol 116.6%
Delta -0.169 ≈17% ITM
Gamma 0.022
Theta -0.066
Vega 0.023
Open interest 6
Model this put
74
130
91.8%
0.843
$8.82
33
$2.75
-0.186
109.5%
1
2
Call · $33
In the money
Last $8.82
Breakeven $41.82
Implied vol 91.8%
Delta 0.843 ≈84% ITM
Gamma 0.026
Theta -0.052
Vega 0.024
Open interest 74
Model this call
Put · $33
Last $2.75
Breakeven $30.25
Implied vol 109.5%
Delta -0.186 ≈19% ITM
Gamma 0.025
Theta -0.066
Vega 0.024
Open interest 2
Model this put
0
—
80.9%
0.833
—
34
$1.63
-0.216
107.8%
100
4
Call · $34
In the money
Last —
Breakeven —
Implied vol 80.9%
Delta 0.833 ≈83% ITM
Gamma 0.031
Theta -0.048
Vega 0.024
Open interest 0
Model this call
Put · $34
Last $1.63
Breakeven $32.37
Implied vol 107.8%
Delta -0.216 ≈22% ITM
Gamma 0.027
Theta -0.07
Vega 0.031
Open interest 4
Model this put
56
11
97.4%
0.764
$6.75
35
$1.50
-0.225
91%
1.1k
250
Call · $35
In the money
Last $6.75
Breakeven $41.75
Implied vol 97.4%
Delta 0.764 ≈76% ITM
Gamma 0.032
Theta -0.07
Vega 0.032
Open interest 56
Model this call
Put · $35
Last $1.50
Breakeven $33.50
Implied vol 91%
Delta -0.225 ≈23% ITM
Gamma 0.033
Theta -0.06
Vega 0.032
Open interest 250
Model this put
1.6k
600
91.1%
0.565
$3.78
40
$3.66
-0.435
96.4%
19
697
Call · $40
In the money
Last $3.78
Breakeven $43.78
Implied vol 91.1%
Delta 0.565 ≈56% ITM
Gamma 0.044
Theta -0.083
Vega 0.039
Open interest 1.6k
Model this call
Put · $40
Last $3.66
Breakeven $36.34
Implied vol 96.4%
Delta -0.435 ≈43% ITM
Gamma 0.042
Theta -0.084
Vega 0.039
Open interest 697
Model this put
Underlying $40.07
1.4k
44
91.5%
0.522
$4.80
41
$5.00
-0.482
87.8%
10
15
Call · $41
Last $4.80
Breakeven $45.80
Implied vol 91.5%
Delta 0.522 ≈52% ITM
Gamma 0.044
Theta -0.084
Vega 0.04
Open interest 1.4k
Model this call
Put · $41
In the money
Last $5.00
Breakeven $36.00
Implied vol 87.8%
Delta -0.482 ≈48% ITM
Gamma 0.046
Theta -0.077
Vega 0.04
Open interest 15
Model this put
318
1k
91.8%
0.481
$3.60
42
$5.10
-0.517
94.4%
29
40
Call · $42
Last $3.60
Breakeven $45.60
Implied vol 91.8%
Delta 0.481 ≈48% ITM
Gamma 0.044
Theta -0.084
Vega 0.04
Open interest 318
Model this call
Put · $42
In the money
Last $5.10
Breakeven $36.90
Implied vol 94.4%
Delta -0.517 ≈52% ITM
Gamma 0.043
Theta -0.082
Vega 0.04
Open interest 40
Model this put
682
410
92.7%
0.44
$2.85
43
$5.91
-0.565
90.4%
100
98
Call · $43
Last $2.85
Breakeven $45.85
Implied vol 92.7%
Delta 0.44 ≈44% ITM
Gamma 0.043
Theta -0.084
Vega 0.041
Open interest 682
Model this call
Put · $43
In the money
Last $5.91
Breakeven $37.09
Implied vol 90.4%
Delta -0.565 ≈56% ITM
Gamma 0.044
Theta -0.078
Vega 0.041
Open interest 98
Model this put
25
2
96%
0.406
$2.63
44
$6.60
-0.603
92.1%
6
31
Call · $44
Last $2.63
Breakeven $46.63
Implied vol 96%
Delta 0.406 ≈41% ITM
Gamma 0.041
Theta -0.086
Vega 0.041
Open interest 25
Model this call
Put · $44
In the money
Last $6.60
Breakeven $37.40
Implied vol 92.1%
Delta -0.603 ≈60% ITM
Gamma 0.043
Theta -0.078
Vega 0.036
Open interest 31
Model this put
1.4k
82
94.2%
0.368
$2.50
45
$5.80
-0.615
103.3%
31
78
Call · $45
Last $2.50
Breakeven $47.50
Implied vol 94.2%
Delta 0.368 ≈37% ITM
Gamma 0.04
Theta -0.081
Vega 0.037
Open interest 1.4k
Model this call
Put · $45
In the money
Last $5.80
Breakeven $39.20
Implied vol 103.3%
Delta -0.615 ≈61% ITM
Gamma 0.038
Theta -0.087
Vega 0.036
Open interest 78
Model this put
212
12
93.7%
0.333
$2.07
46
$6.42
-0.655
99.3%
8
9
Call · $46
Last $2.07
Breakeven $48.07
Implied vol 93.7%
Delta 0.333 ≈33% ITM
Gamma 0.039
Theta -0.077
Vega 0.037
Open interest 212
Model this call
Put · $46
In the money
Last $6.42
Breakeven $39.58
Implied vol 99.3%
Delta -0.655 ≈65% ITM
Gamma 0.037
Theta -0.079
Vega 0.037
Open interest 9
Model this put
116
10
86.5%
0.275
$1.75
47
$8.50
-0.691
98.1%
1
1
Call · $47
Last $1.75
Breakeven $48.75
Implied vol 86.5%
Delta 0.275 ≈27% ITM
Gamma 0.039
Theta -0.066
Vega 0.038
Open interest 116
Model this call
Put · $47
In the money
Last $8.50
Breakeven $38.50
Implied vol 98.1%
Delta -0.691 ≈69% ITM
Gamma 0.036
Theta -0.075
Vega 0.037
Open interest 1
Model this put
71
1
89.3%
0.253
$1.52
48
$8.00
-0.724
98.2%
5
5
Call · $48
Last $1.52
Breakeven $49.52
Implied vol 89.3%
Delta 0.253 ≈25% ITM
Gamma 0.036
Theta -0.065
Vega 0.029
Open interest 71
Model this call
Put · $48
In the money
Last $8.00
Breakeven $40.00
Implied vol 98.2%
Delta -0.724 ≈72% ITM
Gamma 0.035
Theta -0.071
Vega 0.037
Open interest 5
Model this put
55
52
96.3%
0.247
$1.35
49
—
-0.752
97.4%
—
0
Call · $49
Last $1.35
Breakeven $50.35
Implied vol 96.3%
Delta 0.247 ≈25% ITM
Gamma 0.033
Theta -0.069
Vega 0.029
Open interest 55
Model this call
Put · $49
In the money
Last —
Breakeven —
Implied vol 97.4%
Delta -0.752 ≈75% ITM
Gamma 0.033
Theta -0.066
Vega 0.029
Open interest 0
Model this put
6.9k
596
103.1%
0.242
$1.26
50
$8.40
-0.781
95.8%
484
301
Call · $50
Last $1.26
Breakeven $51.26
Implied vol 103.1%
Delta 0.242 ≈24% ITM
Gamma 0.03
Theta -0.073
Vega 0.03
Open interest 6.9k
Model this call
Put · $50
In the money
Last $8.40
Breakeven $41.60
Implied vol 95.8%
Delta -0.781 ≈78% ITM
Gamma 0.031
Theta -0.06
Vega 0.029
Open interest 301
Model this put
78
20
94.2%
0.156
$0.85
52.5
—
-0.854
91.9%
—
0
Call · $52.5
Last $0.85
Breakeven $53.35
Implied vol 94.2%
Delta 0.156 ≈16% ITM
Gamma 0.026
Theta -0.052
Vega 0.02
Open interest 78
Model this call
Put · $52.5
In the money
Last —
Breakeven —
Implied vol 91.9%
Delta -0.854 ≈85% ITM
Gamma 0.026
Theta -0.044
Vega 0.02
Open interest 0
Model this put
1.7k
19
98.1%
0.127
$0.60
55
—
-0.934
79.9%
—
0
Call · $55
Last $0.60
Breakeven $55.60
Implied vol 98.1%
Delta 0.127 ≈13% ITM
Gamma 0.021
Theta -0.046
Vega 0.021
Open interest 1.7k
Model this call
Put · $55
In the money
Last —
Breakeven —
Implied vol 79.9%
Delta -0.934 ≈93% ITM
Gamma 0.018
Theta -0.02
Vega 0.012
Open interest 0
Model this put
12
1
92.8%
0.077
$0.44
57.5
$18.10
—
—
14
14
Call · $57.5
Last $0.44
Breakeven $57.94
Implied vol 92.8%
Delta 0.077 ≈8% ITM
Gamma 0.016
Theta -0.03
Vega 0.012
Open interest 12
Model this call
Put · $57.5
In the money
Last $18.10
Breakeven $39.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 14
Model this put
712
127
102.6%
0.076
$0.25
60
—
—
—
—
0
Call · $60
Last $0.25
Breakeven $60.25
Implied vol 102.6%
Delta 0.076 ≈8% ITM
Gamma 0.014
Theta -0.033
Vega 0.013
Open interest 712
Model this call
Put · $60
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
346
40
111.5%
0.057
$0.51
65
$19.61
—
—
6
6
Call · $65
Last $0.51
Breakeven $65.51
Implied vol 111.5%
Delta 0.057 ≈6% ITM
Gamma 0.01
Theta -0.028
Vega 0.013
Open interest 346
Model this call
Put · $65
In the money
Last $19.61
Breakeven $45.39
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
1.1k
43
145.8%
0.088
$0.05
70
—
-0.923
141.2%
—
0
Call · $70
Last $0.05
Breakeven $70.05
Implied vol 145.8%
Delta 0.088 ≈9% ITM
Gamma 0.011
Theta -0.053
Vega 0.013
Open interest 1.1k
Model this call
Put · $70
In the money
Last —
Breakeven —
Implied vol 141.2%
Delta -0.923 ≈92% ITM
Gamma 0.011
Theta -0.042
Vega 0.013
Open interest 0
Model this put