0
—
124.7%
0.995
—
60
$0.60
-0.018
159.1%
1
1
Call · $60
In the money
Last —
Breakeven —
Implied vol 124.7%
Delta 0.995 ≈99% ITM
Gamma 0
Theta -0.018
Vega 0.005
Open interest 0
Model this call
Put · $60
Last $0.60
Breakeven $59.40
Implied vol 159.1%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.047
Vega 0.012
Open interest 1
Model this put
0
—
124.4%
0.99
—
65
$0.90
-0.02
144.9%
1
3
Call · $65
In the money
Last —
Breakeven —
Implied vol 124.4%
Delta 0.99 ≈99% ITM
Gamma 0.001
Theta -0.029
Vega 0.012
Open interest 0
Model this call
Put · $65
Last $0.90
Breakeven $64.10
Implied vol 144.9%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.047
Vega 0.025
Open interest 3
Model this put
0
—
145.9%
0.966
—
70
$1.35
-0.025
134.8%
1
6
Call · $70
In the money
Last —
Breakeven —
Implied vol 145.9%
Delta 0.966 ≈97% ITM
Gamma 0.001
Theta -0.08
Vega 0.026
Open interest 0
Model this call
Put · $70
Last $1.35
Breakeven $68.65
Implied vol 134.8%
Delta -0.025 ≈2% ITM
Gamma 0.001
Theta -0.053
Vega 0.026
Open interest 6
Model this put
1
1
118.6%
0.975
$52.60
75
$2.05
-0.024
117.9%
1
6
Call · $75
In the money
Last $52.60
Breakeven $127.60
Implied vol 118.6%
Delta 0.975 ≈98% ITM
Gamma 0.001
Theta -0.053
Vega 0.026
Open interest 1
Model this call
Put · $75
Last $2.05
Breakeven $72.95
Implied vol 117.9%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.045
Vega 0.026
Open interest 6
Model this put
0
—
102.3%
0.978
—
80
$1.20
-0.026
105.7%
1
8
Call · $80
In the money
Last —
Breakeven —
Implied vol 102.3%
Delta 0.978 ≈98% ITM
Gamma 0.001
Theta -0.045
Vega 0.027
Open interest 0
Model this call
Put · $80
Last $1.20
Breakeven $78.80
Implied vol 105.7%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -0.043
Vega 0.027
Open interest 8
Model this put
1
1
84.2%
0.982
$42.10
85
$1.65
-0.062
120.3%
1
6
Call · $85
In the money
Last $42.10
Breakeven $127.10
Implied vol 84.2%
Delta 0.982 ≈98% ITM
Gamma 0.002
Theta -0.034
Vega 0.014
Open interest 1
Model this call
Put · $85
Last $1.65
Breakeven $83.35
Implied vol 120.3%
Delta -0.062 ≈6% ITM
Gamma 0.003
Theta -0.099
Vega 0.049
Open interest 6
Model this put
0
—
81.3%
0.971
—
90
$1.11
-0.062
103.5%
20
25
Call · $90
In the money
Last —
Breakeven —
Implied vol 81.3%
Delta 0.971 ≈97% ITM
Gamma 0.002
Theta -0.045
Vega 0.029
Open interest 0
Model this call
Put · $90
Last $1.11
Breakeven $88.89
Implied vol 103.5%
Delta -0.062 ≈6% ITM
Gamma 0.003
Theta -0.085
Vega 0.05
Open interest 25
Model this put
0
—
75.8%
0.959
—
95
$4.80
-0.037
73.6%
1
141
Call · $95
In the money
Last —
Breakeven —
Implied vol 75.8%
Delta 0.959 ≈96% ITM
Gamma 0.003
Theta -0.054
Vega 0.03
Open interest 0
Model this call
Put · $95
Last $4.80
Breakeven $90.20
Implied vol 73.6%
Delta -0.037 ≈4% ITM
Gamma 0.003
Theta -0.04
Vega 0.03
Open interest 141
Model this put
32
40
81.1%
0.919
$47.00
100
$1.38
-0.057
71.6%
21
26
Call · $100
In the money
Last $47.00
Breakeven $147.00
Implied vol 81.1%
Delta 0.919 ≈92% ITM
Gamma 0.005
Theta -0.091
Vega 0.053
Open interest 32
Model this call
Put · $100
Last $1.38
Breakeven $98.62
Implied vol 71.6%
Delta -0.057 ≈6% ITM
Gamma 0.005
Theta -0.056
Vega 0.053
Open interest 26
Model this put
0
—
76.5%
0.893
—
105
$1.15
-0.06
59.1%
2
4
Call · $105
In the money
Last —
Breakeven —
Implied vol 76.5%
Delta 0.893 ≈89% ITM
Gamma 0.007
Theta -0.106
Vega 0.055
Open interest 0
Model this call
Put · $105
Last $1.15
Breakeven $103.85
Implied vol 59.1%
Delta -0.06 ≈6% ITM
Gamma 0.006
Theta -0.047
Vega 0.054
Open interest 4
Model this put
0
1
66.9%
0.869
$18.60
110
$1.10
-0.096
56.3%
3
10
Call · $110
In the money
Last $18.60
Breakeven $128.60
Implied vol 66.9%
Delta 0.869 ≈87% ITM
Gamma 0.009
Theta -0.106
Vega 0.084
Open interest 0
Model this call
Put · $110
Last $1.10
Breakeven $108.90
Implied vol 56.3%
Delta -0.096 ≈10% ITM
Gamma 0.009
Theta -0.064
Vega 0.056
Open interest 10
Model this put
28
25
65.5%
0.813
$33.85
115
$2.20
-0.175
61.2%
1
6
Call · $115
In the money
Last $33.85
Breakeven $148.85
Implied vol 65.5%
Delta 0.813 ≈81% ITM
Gamma 0.012
Theta -0.129
Vega 0.086
Open interest 28
Model this call
Put · $115
Last $2.20
Breakeven $112.80
Implied vol 61.2%
Delta -0.175 ≈17% ITM
Gamma 0.012
Theta -0.105
Vega 0.086
Open interest 6
Model this put
254
1
64.5%
0.742
$26.98
120
$2.12
-0.246
59.8%
33
549
Call · $120
In the money
Last $26.98
Breakeven $146.98
Implied vol 64.5%
Delta 0.742 ≈74% ITM
Gamma 0.014
Theta -0.15
Vega 0.115
Open interest 254
Model this call
Put · $120
Last $2.12
Breakeven $117.88
Implied vol 59.8%
Delta -0.246 ≈25% ITM
Gamma 0.015
Theta -0.125
Vega 0.115
Open interest 549
Model this put
1.1k
20
65.6%
0.66
$14.20
125
$4.80
-0.336
62%
50
85
Call · $125
In the money
Last $14.20
Breakeven $139.20
Implied vol 65.6%
Delta 0.66 ≈66% ITM
Gamma 0.016
Theta -0.172
Vega 0.135
Open interest 1.1k
Model this call
Put · $125
Last $4.80
Breakeven $120.20
Implied vol 62%
Delta -0.336 ≈34% ITM
Gamma 0.017
Theta -0.151
Vega 0.135
Open interest 85
Model this put
65
2
64.2%
0.574
$11.85
130
$6.70
-0.427
61.2%
34
159
Call · $130
In the money
Last $11.85
Breakeven $141.85
Implied vol 64.2%
Delta 0.574 ≈57% ITM
Gamma 0.017
Theta -0.178
Vega 0.138
Open interest 65
Model this call
Put · $130
Last $6.70
Breakeven $123.30
Implied vol 61.2%
Delta -0.427 ≈43% ITM
Gamma 0.018
Theta -0.158
Vega 0.138
Open interest 159
Model this put
Underlying $131.96
110
3
67.9%
0.493
$9.00
135
$11.00
-0.516
62.8%
1
1
Call · $135
Last $9.00
Breakeven $144.00
Implied vol 67.9%
Delta 0.493 ≈49% ITM
Gamma 0.017
Theta -0.19
Vega 0.141
Open interest 110
Model this call
Put · $135
In the money
Last $11.00
Breakeven $124.00
Implied vol 62.8%
Delta -0.516 ≈52% ITM
Gamma 0.018
Theta -0.164
Vega 0.141
Open interest 1
Model this put
41
3
60.9%
0.393
$6.80
140
$10.55
-0.614
59.2%
11
10
Call · $140
Last $6.80
Breakeven $146.80
Implied vol 60.9%
Delta 0.393 ≈39% ITM
Gamma 0.018
Theta -0.166
Vega 0.144
Open interest 41
Model this call
Put · $140
In the money
Last $10.55
Breakeven $129.45
Implied vol 59.2%
Delta -0.614 ≈61% ITM
Gamma 0.019
Theta -0.148
Vega 0.126
Open interest 10
Model this put
15
3
59.9%
0.312
$4.40
145
$15.60
-0.691
60%
2
50
Call · $145
Last $4.40
Breakeven $149.40
Implied vol 59.9%
Delta 0.312 ≈31% ITM
Gamma 0.017
Theta -0.148
Vega 0.129
Open interest 15
Model this call
Put · $145
In the money
Last $15.60
Breakeven $129.40
Implied vol 60%
Delta -0.691 ≈69% ITM
Gamma 0.017
Theta -0.135
Vega 0.128
Open interest 50
Model this put
21
29
57.2%
0.229
$3.40
150
$11.60
-0.788
54.7%
1
1
Call · $150
Last $3.40
Breakeven $153.40
Implied vol 57.2%
Delta 0.229 ≈23% ITM
Gamma 0.015
Theta -0.121
Vega 0.101
Open interest 21
Model this call
Put · $150
In the money
Last $11.60
Breakeven $138.40
Implied vol 54.7%
Delta -0.788 ≈79% ITM
Gamma 0.016
Theta -0.098
Vega 0.1
Open interest 1
Model this put
61
129
59.2%
0.178
$2.30
155
$21.70
-0.871
51%
10
30
Call · $155
Last $2.30
Breakeven $157.30
Implied vol 59.2%
Delta 0.178 ≈18% ITM
Gamma 0.013
Theta -0.107
Vega 0.103
Open interest 61
Model this call
Put · $155
In the money
Last $21.70
Breakeven $133.30
Implied vol 51%
Delta -0.871 ≈87% ITM
Gamma 0.013
Theta -0.064
Vega 0.067
Open interest 30
Model this put
86
1
64.5%
0.152
$5.10
160
—
-0.974
40.3%
—
0
Call · $160
Last $5.10
Breakeven $165.10
Implied vol 64.5%
Delta 0.152 ≈15% ITM
Gamma 0.01
Theta -0.106
Vega 0.07
Open interest 86
Model this call
Put · $160
In the money
Last —
Breakeven —
Implied vol 40.3%
Delta -0.974 ≈97% ITM
Gamma 0.007
Theta -0.012
Vega 0.025
Open interest 0
Model this put
49
4
59.8%
0.095
$1.03
165
$43.30
—
—
1
1
Call · $165
Last $1.03
Breakeven $166.03
Implied vol 59.8%
Delta 0.095 ≈10% ITM
Gamma 0.008
Theta -0.07
Vega 0.071
Open interest 49
Model this call
Put · $165
In the money
Last $43.30
Breakeven $121.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
55
1
65.6%
0.087
$2.89
170
$21.90
—
—
6
0
Call · $170
Last $2.89
Breakeven $172.89
Implied vol 65.6%
Delta 0.087 ≈9% ITM
Gamma 0.007
Theta -0.072
Vega 0.072
Open interest 55
Model this call
Put · $170
In the money
Last $21.90
Breakeven $148.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
30
3
65.4%
0.065
$0.42
175
$23.10
—
—
24
0
Call · $175
Last $0.42
Breakeven $175.42
Implied vol 65.4%
Delta 0.065 ≈6% ITM
Gamma 0.005
Theta -0.057
Vega 0.042
Open interest 30
Model this call
Put · $175
In the money
Last $23.10
Breakeven $151.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
15
7
68%
0.054
$1.74
180
—
—
—
—
0
Call · $180
Last $1.74
Breakeven $181.74
Implied vol 68%
Delta 0.054 ≈5% ITM
Gamma 0.005
Theta -0.051
Vega 0.043
Open interest 15
Model this call
Put · $180
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
11
1
69.4%
0.04
$1.15
185
$45.30
—
—
4
5
Call · $185
Last $1.15
Breakeven $186.15
Implied vol 69.4%
Delta 0.04 ≈4% ITM
Gamma 0.004
Theta -0.041
Vega 0.044
Open interest 11
Model this call
Put · $185
In the money
Last $45.30
Breakeven $139.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this put
6
1
75.2%
0.042
$1.30
190
—
—
—
—
0
Call · $190
Last $1.30
Breakeven $191.30
Implied vol 75.2%
Delta 0.042 ≈4% ITM
Gamma 0.003
Theta -0.046
Vega 0.044
Open interest 6
Model this call
Put · $190
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
1
76.5%
0.035
$0.80
195
$72.90
—
—
1
0
Call · $195
Last $0.80
Breakeven $195.80
Implied vol 76.5%
Delta 0.035 ≈3% ITM
Gamma 0.003
Theta -0.04
Vega 0.022
Open interest 2
Model this call
Put · $195
In the money
Last $72.90
Breakeven $122.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
2
88.7%
0.051
$0.15
200
—
-0.978
78.9%
—
0
Call · $200
Last $0.15
Breakeven $200.15
Implied vol 88.7%
Delta 0.051 ≈5% ITM
Gamma 0.003
Theta -0.063
Vega 0.045
Open interest 4
Model this call
Put · $200
In the money
Last —
Breakeven —
Implied vol 78.9%
Delta -0.978 ≈98% ITM
Gamma 0.003
Theta -0.022
Vega 0.018
Open interest 0
Model this put
5
1
90.8%
0.036
$0.40
210
$74.60
—
—
1
0
Call · $210
Last $0.40
Breakeven $210.40
Implied vol 90.8%
Delta 0.036 ≈4% ITM
Gamma 0.002
Theta -0.049
Vega 0.023
Open interest 5
Model this call
Put · $210
In the money
Last $74.60
Breakeven $135.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
1
104.1%
0.042
$1.00
220
—
—
—
—
0
Call · $220
Last $1.00
Breakeven $221.00
Implied vol 104.1%
Delta 0.042 ≈4% ITM
Gamma 0.002
Theta -0.064
Vega 0.023
Open interest 3
Model this call
Put · $220
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
1
—
—
$0.45
230
$67.30
—
—
1
0
Call · $230
Last $0.45
Breakeven $230.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $230
In the money
Last $67.30
Breakeven $162.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
2
—
—
$0.10
240
$108.70
—
—
1
0
Call · $240
Last $0.10
Breakeven $240.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $240
In the money
Last $108.70
Breakeven $131.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
1
—
—
$0.09
250
—
—
—
—
0
Call · $250
Last $0.09
Breakeven $250.09
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $250
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put