0
—
228.2%
0.991
—
5
$0.05
-0.013
253.1%
2
1
Call · $5
In the money
Last —
Breakeven —
IV 228.2%
Delta 0.991 (~99% ITM)
Gamma 0.002
Theta -0.005
Vega 0.001
Open interest 0
Model this call
Put · $5
Last $0.05
Breakeven $4.95
IV 253.1%
Delta -0.013 (~1% ITM)
Gamma 0.003
Theta -0.008
Vega 0.001
Open interest 1
Model this put
0
—
197.8%
0.971
—
7.5
$0.10
—
—
2
2
Call · $7.5
In the money
Last —
Breakeven —
IV 197.8%
Delta 0.971 (~97% ITM)
Gamma 0.007
Theta -0.012
Vega 0.003
Open interest 0
Model this call
Put · $7.5
Last $0.10
Breakeven $7.40
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
5
5
151%
0.951
$6.35
10
$0.05
-0.027
124.2%
2
4
Call · $10
In the money
Last $6.35
Breakeven $16.35
IV 151%
Delta 0.951 (~95% ITM)
Gamma 0.013
Theta -0.014
Vega 0.006
Open interest 5
Model this call
Put · $10
Last $0.05
Breakeven $9.95
IV 124.2%
Delta -0.027 (~3% ITM)
Gamma 0.01
Theta -0.007
Vega 0.004
Open interest 4
Model this put
0
—
141%
0.876
—
12.5
—
-0.093
118.2%
—
0
Call · $12.5
In the money
Last —
Breakeven —
IV 141%
Delta 0.876 (~88% ITM)
Gamma 0.029
Theta -0.026
Vega 0.011
Open interest 0
Model this call
Put · $12.5
Last —
Breakeven —
IV 118.2%
Delta -0.093 (~9% ITM)
Gamma 0.028
Theta -0.018
Vega 0.007
Open interest 0
Model this put
54
207
105%
0.793
$7.20
15
$0.50
-0.172
85.3%
144
87
Call · $15
In the money
Last $7.20
Breakeven $22.20
IV 105%
Delta 0.793 (~79% ITM)
Gamma 0.054
Theta -0.028
Vega 0.016
Open interest 54
Model this call
Put · $15
Last $0.50
Breakeven $14.50
IV 85.3%
Delta -0.172 (~17% ITM)
Gamma 0.06
Theta -0.02
Vega 0.012
Open interest 87
Model this put
168
14
98.8%
0.613
$2.30
17.5
$1.30
-0.385
83.8%
53
6
Call · $17.5
In the money
Last $2.30
Breakeven $19.80
IV 98.8%
Delta 0.613 (~61% ITM)
Gamma 0.077
Theta -0.035
Vega 0.019
Open interest 168
Model this call
Put · $17.5
Last $1.30
Breakeven $16.20
IV 83.8%
Delta -0.385 (~38% ITM)
Gamma 0.091
Theta -0.028
Vega 0.019
Open interest 6
Model this put
126
17
101.9%
0.425
$1.40
20
$2.84
-0.607
86.1%
81
65
Call · $20
In the money
Last $1.40
Breakeven $21.40
IV 101.9%
Delta 0.425 (~42% ITM)
Gamma 0.077
Theta -0.037
Vega 0.021
Open interest 126
Model this call
Put · $20
Last $2.84
Breakeven $17.16
IV 86.1%
Delta -0.607 (~61% ITM)
Gamma 0.09
Theta -0.03
Vega 0.018
Open interest 65
Model this put
Underlying $21.82
34
156
102.2%
0.271
$0.75
22.5
$4.66
-0.975
40.8%
1
11
Call · $22.5
Last $0.75
Breakeven $23.25
IV 102.2%
Delta 0.271 (~27% ITM)
Gamma 0.065
Theta -0.031
Vega 0.015
Open interest 34
Model this call
Put · $22.5
In the money
Last $4.66
Breakeven $17.84
IV 40.8%
Delta -0.975 (~98% ITM)
Gamma 0.041
Theta -0.002
Vega 0.002
Open interest 11
Model this put
472
8
102.9%
0.164
$0.35
25
$6.50
—
—
1
1
Call · $25
Last $0.35
Breakeven $25.35
IV 102.9%
Delta 0.164 (~16% ITM)
Gamma 0.048
Theta -0.023
Vega 0.01
Open interest 472
Model this call
Put · $25
In the money
Last $6.50
Breakeven $18.50
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
62
1
126%
0.103
$0.30
30
—
—
—
—
0
Call · $30
Last $0.30
Breakeven $30.30
IV 126%
Delta 0.103 (~10% ITM)
Gamma 0.028
Theta -0.021
Vega 0.011
Open interest 62
Model this call
Put · $30
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
4
164.2%
0.11
$0.45
35
—
—
—
—
0
Call · $35
Last $0.45
Breakeven $35.45
IV 164.2%
Delta 0.11 (~11% ITM)
Gamma 0.023
Theta -0.028
Vega 0.012
Open interest 4
Model this call
Put · $35
In the money
Last —
Breakeven —
IV —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put