11
2
1981.2%
0.993
$19.76
1
—
—
—
—
0
Call · $1
In the money
Last $19.76
Breakeven $20.76
Implied vol 1981.2%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.085
Vega 0
Open interest 11
Model this call
Put · $1
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
12
10
1504.4%
0.985
$18.40
2
$0.02
—
—
11
16
Call · $2
In the money
Last $18.40
Breakeven $20.40
Implied vol 1504.4%
Delta 0.985 ≈98% ITM
Gamma 0.001
Theta -0.126
Vega 0.001
Open interest 12
Model this call
Put · $2
Last $0.02
Breakeven $1.98
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this put
11
1
1210.9%
0.977
$19.26
3
—
—
—
—
0
Call · $3
In the money
Last $19.26
Breakeven $22.26
Implied vol 1210.9%
Delta 0.977 ≈98% ITM
Gamma 0.002
Theta -0.141
Vega 0.001
Open interest 11
Model this call
Put · $3
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
16
10
1201.5%
0.966
$16.65
4
—
—
—
—
0
Call · $4
In the money
Last $16.65
Breakeven $20.65
Implied vol 1201.5%
Delta 0.966 ≈97% ITM
Gamma 0.002
Theta -0.198
Vega 0.002
Open interest 16
Model this call
Put · $4
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
2
809.5%
0.968
$16.38
5
—
—
—
—
0
Call · $5
In the money
Last $16.38
Breakeven $21.38
Implied vol 809.5%
Delta 0.968 ≈97% ITM
Gamma 0.003
Theta -0.125
Vega 0.002
Open interest 1
Model this call
Put · $5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
1
628.1%
0.972
$16.43
6
—
—
—
—
0
Call · $6
In the money
Last $16.43
Breakeven $22.43
Implied vol 628.1%
Delta 0.972 ≈97% ITM
Gamma 0.004
Theta -0.088
Vega 0.001
Open interest 4
Model this call
Put · $6
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
6
594%
0.961
$14.00
7
—
—
—
—
0
Call · $7
In the money
Last $14.00
Breakeven $21.00
Implied vol 594%
Delta 0.961 ≈96% ITM
Gamma 0.005
Theta -0.108
Vega 0.003
Open interest 1
Model this call
Put · $7
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
10
599.1%
0.943
$13.05
8
—
—
—
—
0
Call · $8
In the money
Last $13.05
Breakeven $21.05
Implied vol 599.1%
Delta 0.943 ≈94% ITM
Gamma 0.007
Theta -0.149
Vega 0.003
Open interest 1
Model this call
Put · $8
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
2
448.5%
0.953
$12.10
9
—
—
—
—
0
Call · $9
In the money
Last $12.10
Breakeven $21.10
Implied vol 448.5%
Delta 0.953 ≈95% ITM
Gamma 0.008
Theta -0.095
Vega 0.003
Open interest 2
Model this call
Put · $9
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
10
460.8%
0.929
$10.95
10
—
—
—
—
0
Call · $10
In the money
Last $10.95
Breakeven $20.95
Implied vol 460.8%
Delta 0.929 ≈93% ITM
Gamma 0.011
Theta -0.135
Vega 0.003
Open interest 4
Model this call
Put · $10
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
2
418.3%
0.918
$8.80
11
$0.09
—
—
1
31
Call · $11
In the money
Last $8.80
Breakeven $19.80
Implied vol 418.3%
Delta 0.918 ≈92% ITM
Gamma 0.014
Theta -0.138
Vega 0.003
Open interest 2
Model this call
Put · $11
Last $0.09
Breakeven $10.91
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 31
Model this put
0
—
368.6%
0.907
—
12
$0.01
-0.027
225.1%
26
28
Call · $12
In the money
Last —
Breakeven —
Implied vol 368.6%
Delta 0.907 ≈91% ITM
Gamma 0.018
Theta -0.133
Vega 0.005
Open interest 0
Model this call
Put · $12
Last $0.01
Breakeven $11.99
Implied vol 225.1%
Delta -0.027 ≈3% ITM
Gamma 0.011
Theta -0.03
Vega 0.002
Open interest 28
Model this put
38
2
—
—
$7.32
13
$0.01
-0.143
424.8%
37
43
Call · $13
In the money
Last $7.32
Breakeven $20.32
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 38
Model this call
Put · $13
Last $0.01
Breakeven $12.99
Implied vol 424.8%
Delta -0.143 ≈14% ITM
Gamma 0.021
Theta -0.206
Vega 0.005
Open interest 43
Model this put
0
1
304.9%
0.885
$6.90
13.5
$0.02
—
—
5
0
Call · $13.5
In the money
Last $6.90
Breakeven $20.40
Implied vol 304.9%
Delta 0.885 ≈89% ITM
Gamma 0.025
Theta -0.127
Vega 0.006
Open interest 0
Model this call
Put · $13.5
Last $0.02
Breakeven $13.48
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
16
86
246.7%
0.902
$8.35
14
$0.05
-0.02
142.9%
12
80
Call · $14
In the money
Last $8.35
Breakeven $22.35
Implied vol 246.7%
Delta 0.902 ≈90% ITM
Gamma 0.027
Theta -0.093
Vega 0.004
Open interest 16
Model this call
Put · $14
Last $0.05
Breakeven $13.95
Implied vol 142.9%
Delta -0.02 ≈2% ITM
Gamma 0.013
Theta -0.015
Vega 0.001
Open interest 80
Model this put
0
—
267.9%
0.866
—
14.5
$0.15
-0.164
329.4%
10
0
Call · $14.5
In the money
Last —
Breakeven —
Implied vol 267.9%
Delta 0.866 ≈87% ITM
Gamma 0.031
Theta -0.124
Vega 0.006
Open interest 0
Model this call
Put · $14.5
Last $0.15
Breakeven $14.35
Implied vol 329.4%
Delta -0.164 ≈16% ITM
Gamma 0.029
Theta -0.175
Vega 0.006
Open interest 0
Model this put
40
1
205.8%
0.892
$5.47
15
$0.09
-0.051
147.3%
39
200
Call · $15
In the money
Last $5.47
Breakeven $20.47
Implied vol 205.8%
Delta 0.892 ≈89% ITM
Gamma 0.035
Theta -0.084
Vega 0.006
Open interest 40
Model this call
Put · $15
Last $0.09
Breakeven $14.91
Implied vol 147.3%
Delta -0.051 ≈5% ITM
Gamma 0.028
Theta -0.033
Vega 0.002
Open interest 200
Model this put
0
4
204.3%
0.866
$5.35
15.5
$0.09
-0.065
141.1%
10
10
Call · $15.5
In the money
Last $5.35
Breakeven $20.85
Implied vol 204.3%
Delta 0.866 ≈87% ITM
Gamma 0.041
Theta -0.095
Vega 0.006
Open interest 0
Model this call
Put · $15.5
Last $0.09
Breakeven $15.41
Implied vol 141.1%
Delta -0.065 ≈7% ITM
Gamma 0.035
Theta -0.038
Vega 0.004
Open interest 10
Model this put
66
6
111.5%
0.95
$4.48
16
$0.13
-0.083
134.2%
161
299
Call · $16
In the money
Last $4.48
Breakeven $20.48
Implied vol 111.5%
Delta 0.95 ≈95% ITM
Gamma 0.036
Theta -0.026
Vega 0.002
Open interest 66
Model this call
Put · $16
Last $0.13
Breakeven $15.87
Implied vol 134.2%
Delta -0.083 ≈8% ITM
Gamma 0.044
Theta -0.043
Vega 0.004
Open interest 299
Model this put
0
4
198.2%
0.815
$4.36
16.5
$0.21
-0.105
129.8%
61
24
Call · $16.5
In the money
Last $4.36
Breakeven $20.86
Implied vol 198.2%
Delta 0.815 ≈81% ITM
Gamma 0.053
Theta -0.115
Vega 0.006
Open interest 0
Model this call
Put · $16.5
Last $0.21
Breakeven $16.29
Implied vol 129.8%
Delta -0.105 ≈11% ITM
Gamma 0.055
Theta -0.05
Vega 0.004
Open interest 24
Model this put
42
99
123.1%
0.869
$3.40
17
$0.25
-0.12
117.6%
1.5k
175
Call · $17
In the money
Last $3.40
Breakeven $20.40
Implied vol 123.1%
Delta 0.869 ≈87% ITM
Gamma 0.067
Theta -0.057
Vega 0.006
Open interest 42
Model this call
Put · $17
Last $0.25
Breakeven $16.75
Implied vol 117.6%
Delta -0.12 ≈12% ITM
Gamma 0.067
Theta -0.05
Vega 0.006
Open interest 175
Model this put
1
2
160.5%
0.777
$4.30
17.5
$0.40
-0.186
130.8%
88
119
Call · $17.5
In the money
Last $4.30
Breakeven $21.80
Implied vol 160.5%
Delta 0.777 ≈78% ITM
Gamma 0.072
Theta -0.104
Vega 0.008
Open interest 1
Model this call
Put · $17.5
Last $0.40
Breakeven $17.10
Implied vol 130.8%
Delta -0.186 ≈19% ITM
Gamma 0.08
Theta -0.075
Vega 0.006
Open interest 119
Model this put
74
6
140.6%
0.753
$2.93
18
$0.50
-0.232
128.9%
703
4.3k
Call · $18
In the money
Last $2.93
Breakeven $20.93
Implied vol 140.6%
Delta 0.753 ≈75% ITM
Gamma 0.087
Theta -0.096
Vega 0.008
Open interest 74
Model this call
Put · $18
Last $0.50
Breakeven $17.50
Implied vol 128.9%
Delta -0.232 ≈23% ITM
Gamma 0.092
Theta -0.084
Vega 0.009
Open interest 4.3k
Model this put
34
6
137.5%
0.707
$2.73
18.5
$0.58
-0.28
123.7%
906
10.7k
Call · $18.5
In the money
Last $2.73
Breakeven $21.23
Implied vol 137.5%
Delta 0.707 ≈71% ITM
Gamma 0.097
Theta -0.102
Vega 0.009
Open interest 34
Model this call
Put · $18.5
Last $0.58
Breakeven $17.92
Implied vol 123.7%
Delta -0.28 ≈28% ITM
Gamma 0.105
Theta -0.088
Vega 0.009
Open interest 10.7k
Model this put
105
7
130.8%
0.658
$2.37
19
$0.82
-0.34
127.4%
89
436
Call · $19
In the money
Last $2.37
Breakeven $21.37
Implied vol 130.8%
Delta 0.658 ≈66% ITM
Gamma 0.109
Theta -0.104
Vega 0.01
Open interest 105
Model this call
Put · $19
Last $0.82
Breakeven $18.18
Implied vol 127.4%
Delta -0.34 ≈34% ITM
Gamma 0.112
Theta -0.1
Vega 0.01
Open interest 436
Model this put
576
28
128.8%
0.6
$2.10
19.5
$1.05
-0.398
122.5%
31
10.6k
Call · $19.5
In the money
Last $2.10
Breakeven $21.60
Implied vol 128.8%
Delta 0.6 ≈60% ITM
Gamma 0.116
Theta -0.107
Vega 0.01
Open interest 576
Model this call
Put · $19.5
Last $1.05
Breakeven $18.45
Implied vol 122.5%
Delta -0.398 ≈40% ITM
Gamma 0.122
Theta -0.1
Vega 0.01
Open interest 10.6k
Model this put
382
39
131.7%
0.541
$1.41
20
$1.28
-0.46
127%
472
259
Call · $20
In the money
Last $1.41
Breakeven $21.41
Implied vol 131.7%
Delta 0.541 ≈54% ITM
Gamma 0.118
Theta -0.114
Vega 0.01
Open interest 382
Model this call
Put · $20
Last $1.28
Breakeven $18.72
Implied vol 127%
Delta -0.46 ≈46% ITM
Gamma 0.123
Theta -0.108
Vega 0.01
Open interest 259
Model this put
Underlying $20.17
80
824
135.1%
0.487
$1.28
20.5
$1.45
-0.523
121.3%
770
142
Call · $20.5
Last $1.28
Breakeven $21.78
Implied vol 135.1%
Delta 0.487 ≈49% ITM
Gamma 0.114
Theta -0.116
Vega 0.01
Open interest 80
Model this call
Put · $20.5
In the money
Last $1.45
Breakeven $19.05
Implied vol 121.3%
Delta -0.523 ≈52% ITM
Gamma 0.127
Theta -0.102
Vega 0.01
Open interest 142
Model this put
178
172
126.7%
0.422
$0.97
21
$1.80
-0.581
124.1%
108
489
Call · $21
Last $0.97
Breakeven $21.97
Implied vol 126.7%
Delta 0.422 ≈42% ITM
Gamma 0.12
Theta -0.107
Vega 0.011
Open interest 178
Model this call
Put · $21
In the money
Last $1.80
Breakeven $19.20
Implied vol 124.1%
Delta -0.581 ≈58% ITM
Gamma 0.122
Theta -0.103
Vega 0.011
Open interest 489
Model this put
207
56
138.1%
0.382
$0.83
21.5
$2.11
-0.633
127%
68
204
Call · $21.5
Last $0.83
Breakeven $22.33
Implied vol 138.1%
Delta 0.382 ≈38% ITM
Gamma 0.108
Theta -0.114
Vega 0.009
Open interest 207
Model this call
Put · $21.5
In the money
Last $2.11
Breakeven $19.39
Implied vol 127%
Delta -0.633 ≈63% ITM
Gamma 0.116
Theta -0.101
Vega 0.009
Open interest 204
Model this put
983
772
140.9%
0.341
$0.70
22
$2.33
-0.69
123.1%
195
899
Call · $22
Last $0.70
Breakeven $22.70
Implied vol 140.9%
Delta 0.341 ≈34% ITM
Gamma 0.101
Theta -0.111
Vega 0.009
Open interest 983
Model this call
Put · $22
In the money
Last $2.33
Breakeven $19.67
Implied vol 123.1%
Delta -0.69 ≈69% ITM
Gamma 0.111
Theta -0.091
Vega 0.009
Open interest 899
Model this put
374
368
136.9%
0.289
$0.56
22.5
$2.94
-0.74
124%
130
86
Call · $22.5
Last $0.56
Breakeven $23.06
Implied vol 136.9%
Delta 0.289 ≈29% ITM
Gamma 0.097
Theta -0.1
Vega 0.01
Open interest 374
Model this call
Put · $22.5
In the money
Last $2.94
Breakeven $19.56
Implied vol 124%
Delta -0.74 ≈74% ITM
Gamma 0.103
Theta -0.085
Vega 0.01
Open interest 86
Model this put
2.6k
741
141.5%
0.254
$0.42
23
$2.85
-0.786
120.7%
12
378
Call · $23
Last $0.42
Breakeven $23.42
Implied vol 141.5%
Delta 0.254 ≈25% ITM
Gamma 0.089
Theta -0.098
Vega 0.007
Open interest 2.6k
Model this call
Put · $23
In the money
Last $2.85
Breakeven $20.15
Implied vol 120.7%
Delta -0.786 ≈79% ITM
Gamma 0.094
Theta -0.073
Vega 0.007
Open interest 378
Model this put
211
182
132%
0.202
$0.36
23.5
$2.44
-0.8
131.6%
16
296
Call · $23.5
Last $0.36
Breakeven $23.86
Implied vol 132%
Delta 0.202 ≈20% ITM
Gamma 0.082
Theta -0.079
Vega 0.007
Open interest 211
Model this call
Put · $23.5
In the money
Last $2.44
Breakeven $21.06
Implied vol 131.6%
Delta -0.8 ≈80% ITM
Gamma 0.082
Theta -0.077
Vega 0.007
Open interest 296
Model this put
1k
132
133.3%
0.17
$0.26
24
$3.29
-0.826
135.6%
1
63
Call · $24
Last $0.26
Breakeven $24.26
Implied vol 133.3%
Delta 0.17 ≈17% ITM
Gamma 0.073
Theta -0.072
Vega 0.008
Open interest 1k
Model this call
Put · $24
In the money
Last $3.29
Breakeven $20.71
Implied vol 135.6%
Delta -0.826 ≈83% ITM
Gamma 0.074
Theta -0.073
Vega 0.008
Open interest 63
Model this put
2.9k
124
133.5%
0.141
$0.29
24.5
$2.93
—
—
1
25
Call · $24.5
Last $0.29
Breakeven $24.79
Implied vol 133.5%
Delta 0.141 ≈14% ITM
Gamma 0.065
Theta -0.064
Vega 0.005
Open interest 2.9k
Model this call
Put · $24.5
In the money
Last $2.93
Breakeven $21.57
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 25
Model this put
12k
929
137.1%
0.125
$0.10
25
$5.40
-0.835
159.5%
14
450
Call · $25
Last $0.10
Breakeven $25.10
Implied vol 137.1%
Delta 0.125 ≈13% ITM
Gamma 0.058
Theta -0.06
Vega 0.005
Open interest 12k
Model this call
Put · $25
In the money
Last $5.40
Breakeven $19.60
Implied vol 159.5%
Delta -0.835 ≈83% ITM
Gamma 0.061
Theta -0.083
Vega 0.008
Open interest 450
Model this put
205
52
140.5%
0.11
$0.15
25.5
$4.94
—
—
27
50
Call · $25.5
Last $0.15
Breakeven $25.65
Implied vol 140.5%
Delta 0.11 ≈11% ITM
Gamma 0.052
Theta -0.056
Vega 0.005
Open interest 205
Model this call
Put · $25.5
In the money
Last $4.94
Breakeven $20.56
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 50
Model this put
11.2k
65
140.1%
0.088
$0.13
26
$5.36
—
—
6
13
Call · $26
Last $0.13
Breakeven $26.13
Implied vol 140.1%
Delta 0.088 ≈9% ITM
Gamma 0.044
Theta -0.048
Vega 0.005
Open interest 11.2k
Model this call
Put · $26
In the money
Last $5.36
Breakeven $20.64
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 13
Model this put
705
614
149.1%
0.087
$0.10
26.5
$7.88
—
—
4
6
Call · $26.5
Last $0.10
Breakeven $26.60
Implied vol 149.1%
Delta 0.087 ≈9% ITM
Gamma 0.041
Theta -0.051
Vega 0.005
Open interest 705
Model this call
Put · $26.5
In the money
Last $7.88
Breakeven $18.62
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
262
1.3k
136.3%
0.055
$0.08
27
$5.46
-0.943
138.1%
4
5
Call · $27
Last $0.08
Breakeven $27.08
Implied vol 136.3%
Delta 0.055 ≈6% ITM
Gamma 0.031
Theta -0.032
Vega 0.003
Open interest 262
Model this call
Put · $27
In the money
Last $5.46
Breakeven $21.54
Implied vol 138.1%
Delta -0.943 ≈94% ITM
Gamma 0.032
Theta -0.032
Vega 0.003
Open interest 5
Model this put
118
11
138.1%
0.046
$0.07
27.5
$6.79
—
—
12
35
Call · $27.5
Last $0.07
Breakeven $27.57
Implied vol 138.1%
Delta 0.046 ≈5% ITM
Gamma 0.027
Theta -0.028
Vega 0.003
Open interest 118
Model this call
Put · $27.5
In the money
Last $6.79
Breakeven $20.71
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 35
Model this put
792
106
141.4%
0.039
$0.09
28
$5.91
-0.859
212.7%
7
10
Call · $28
Last $0.09
Breakeven $28.09
Implied vol 141.4%
Delta 0.039 ≈4% ITM
Gamma 0.023
Theta -0.026
Vega 0.003
Open interest 792
Model this call
Put · $28
In the money
Last $5.91
Breakeven $22.09
Implied vol 212.7%
Delta -0.859 ≈86% ITM
Gamma 0.041
Theta -0.099
Vega 0.005
Open interest 10
Model this put
27
1
162%
0.058
$0.17
28.5
—
—
—
—
0
Call · $28.5
Last $0.17
Breakeven $28.67
Implied vol 162%
Delta 0.058 ≈6% ITM
Gamma 0.028
Theta -0.04
Vega 0.003
Open interest 27
Model this call
Put · $28.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
161
45
153%
0.037
$0.04
29
$9.42
—
—
9
41
Call · $29
Last $0.04
Breakeven $29.04
Implied vol 153%
Delta 0.037 ≈4% ITM
Gamma 0.02
Theta -0.026
Vega 0.002
Open interest 161
Model this call
Put · $29
In the money
Last $9.42
Breakeven $19.58
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 41
Model this put
55
2
155.1%
0.033
$0.08
29.5
$10.42
—
—
20
20
Call · $29.5
Last $0.08
Breakeven $29.58
Implied vol 155.1%
Delta 0.033 ≈3% ITM
Gamma 0.018
Theta -0.024
Vega 0.002
Open interest 55
Model this call
Put · $29.5
In the money
Last $10.42
Breakeven $19.08
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 20
Model this put
2.5k
53
148%
0.022
$0.03
30
$9.10
—
—
31
31
Call · $30
Last $0.03
Breakeven $30.03
Implied vol 148%
Delta 0.022 ≈2% ITM
Gamma 0.013
Theta -0.016
Vega 0.002
Open interest 2.5k
Model this call
Put · $30
In the money
Last $9.10
Breakeven $20.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 31
Model this put
10
6
150.2%
0.018
$0.10
30.5
$9.01
—
—
4
3
Call · $30.5
Last $0.10
Breakeven $30.60
Implied vol 150.2%
Delta 0.018 ≈2% ITM
Gamma 0.011
Theta -0.014
Vega 0.002
Open interest 10
Model this call
Put · $30.5
In the money
Last $9.01
Breakeven $21.49
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
16
3
240.3%
0.106
$0.08
31
—
—
—
—
0
Call · $31
Last $0.08
Breakeven $31.08
Implied vol 240.3%
Delta 0.106 ≈11% ITM
Gamma 0.029
Theta -0.094
Vega 0.006
Open interest 16
Model this call
Put · $31
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
11
1
316.5%
0.181
$0.06
31.5
$10.79
—
—
1
2
Call · $31.5
Last $0.06
Breakeven $31.56
Implied vol 316.5%
Delta 0.181 ≈18% ITM
Gamma 0.032
Theta -0.18
Vega 0.006
Open interest 11
Model this call
Put · $31.5
In the money
Last $10.79
Breakeven $20.71
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this put
9
4
257.8%
0.108
$0.25
32
—
—
—
—
0
Call · $32
Last $0.25
Breakeven $32.25
Implied vol 257.8%
Delta 0.108 ≈11% ITM
Gamma 0.028
Theta -0.102
Vega 0.006
Open interest 9
Model this call
Put · $32
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
356
1
232.1%
0.066
$0.22
33
$12.40
—
—
15
18
Call · $33
Last $0.22
Breakeven $33.22
Implied vol 232.1%
Delta 0.066 ≈7% ITM
Gamma 0.021
Theta -0.063
Vega 0.003
Open interest 356
Model this call
Put · $33
In the money
Last $12.40
Breakeven $20.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 18
Model this put
11
2
228%
0.049
$0.13
34
$12.05
—
—
1
0
Call · $34
Last $0.13
Breakeven $34.13
Implied vol 228%
Delta 0.049 ≈5% ITM
Gamma 0.017
Theta -0.049
Vega 0.003
Open interest 11
Model this call
Put · $34
In the money
Last $12.05
Breakeven $21.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
54
4
241.2%
0.05
$0.01
35
$15.55
—
—
6
0
Call · $35
Last $0.01
Breakeven $35.01
Implied vol 241.2%
Delta 0.05 ≈5% ITM
Gamma 0.016
Theta -0.053
Vega 0.003
Open interest 54
Model this call
Put · $35
In the money
Last $15.55
Breakeven $19.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
94
1
239.1%
0.017
$0.06
40
$20.15
—
—
2
0
Call · $40
Last $0.06
Breakeven $40.06
Implied vol 239.1%
Delta 0.017 ≈2% ITM
Gamma 0.007
Theta -0.021
Vega 0.001
Open interest 94
Model this call
Put · $40
In the money
Last $20.15
Breakeven $19.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put