0
—
—
—
—
120
—
—
—
—
0
Call · $120
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $120
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
6
—
—
$130.28
125
$0.10
—
—
4
4
Call · $125
In the money
Last $130.28
Breakeven $255.28
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $125
Last $0.10
Breakeven $124.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
6
4
—
—
$123.18
130
$0.11
—
—
6
7
Call · $130
In the money
Last $123.18
Breakeven $253.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $130
Last $0.11
Breakeven $129.89
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this put
8
8
—
—
$118.22
135
$0.08
—
—
7
8
Call · $135
In the money
Last $118.22
Breakeven $253.22
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $135
Last $0.08
Breakeven $134.92
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this put
6
17
—
—
$113.21
140
—
—
—
—
0
Call · $140
In the money
Last $113.21
Breakeven $253.21
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $140
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
8
13
—
—
$108.24
145
—
—
—
—
0
Call · $145
In the money
Last $108.24
Breakeven $253.24
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $145
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
5
18
—
—
$106.60
150
$0.13
—
—
7
7
Call · $150
In the money
Last $106.60
Breakeven $256.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $150
Last $0.13
Breakeven $149.87
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this put
5
18
—
—
$101.63
155
$0.10
—
—
6
6
Call · $155
In the money
Last $101.63
Breakeven $256.63
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $155
Last $0.10
Breakeven $154.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
0
—
—
—
—
160
$0.11
-0.018
360.7%
3
3
Call · $160
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $160
Last $0.11
Breakeven $159.89
Implied vol 360.7%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.844
Vega 0.007
Open interest 3
Model this put
0
—
—
—
—
165
$0.07
-0.02
347.3%
2
2
Call · $165
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $165
Last $0.07
Breakeven $164.93
Implied vol 347.3%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.921
Vega 0.007
Open interest 2
Model this put
0
—
—
—
—
170
—
-0.023
334.3%
—
0
Call · $170
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $170
Last —
Breakeven —
Implied vol 334.3%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.998
Vega 0.007
Open interest 0
Model this put
0
—
—
—
—
175
—
-0.021
300.2%
—
0
Call · $175
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $175
Last —
Breakeven —
Implied vol 300.2%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -0.824
Vega 0.007
Open interest 0
Model this put
0
—
—
—
—
180
—
-0.023
281.2%
—
0
Call · $180
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $180
Last —
Breakeven —
Implied vol 281.2%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.817
Vega 0.007
Open interest 0
Model this put
0
—
—
—
—
185
$0.78
-0.024
262.7%
1
1
Call · $185
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $185
Last $0.78
Breakeven $184.22
Implied vol 262.7%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.81
Vega 0.007
Open interest 1
Model this put
0
—
—
—
—
190
$0.25
-0.021
231%
2.6k
312
Call · $190
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $190
Last $0.25
Breakeven $189.75
Implied vol 231%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -0.636
Vega 0.007
Open interest 312
Model this put
0
—
—
—
—
195
$1.09
-0.048
258.5%
4
2.6k
Call · $195
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $195
Last $1.09
Breakeven $193.91
Implied vol 258.5%
Delta -0.048 ≈5% ITM
Gamma 0.002
Theta -1.391
Vega 0.015
Open interest 2.6k
Model this put
0
—
—
—
—
200
$1.17
-0.017
180.1%
4
16
Call · $200
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $200
Last $1.17
Breakeven $198.83
Implied vol 180.1%
Delta -0.017 ≈2% ITM
Gamma 0.001
Theta -0.412
Vega 0.007
Open interest 16
Model this put
1
1
—
—
$29.56
205
—
-0.024
173.8%
—
0
Call · $205
In the money
Last $29.56
Breakeven $234.56
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $205
Last —
Breakeven —
Implied vol 173.8%
Delta -0.024 ≈2% ITM
Gamma 0.002
Theta -0.531
Vega 0.008
Open interest 0
Model this put
0
—
—
—
—
210
$0.25
-0.025
154.6%
1
2
Call · $210
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $210
Last $0.25
Breakeven $209.75
Implied vol 154.6%
Delta -0.025 ≈2% ITM
Gamma 0.002
Theta -0.482
Vega 0.008
Open interest 2
Model this put
0
—
—
—
—
212.5
—
-0.024
143.5%
—
0
Call · $212.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $212.5
Last —
Breakeven —
Implied vol 143.5%
Delta -0.024 ≈2% ITM
Gamma 0.002
Theta -0.436
Vega 0.008
Open interest 0
Model this put
13
3
—
—
$26.90
215
$0.39
-0.084
194.4%
1
4
Call · $215
In the money
Last $26.90
Breakeven $241.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 13
Model this call
Put · $215
Last $0.39
Breakeven $214.61
Implied vol 194.4%
Delta -0.084 ≈8% ITM
Gamma 0.005
Theta -1.606
Vega 0.027
Open interest 4
Model this put
0
—
—
—
—
217.5
—
-0.083
179.3%
—
0
Call · $217.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $217.5
Last —
Breakeven —
Implied vol 179.3%
Delta -0.083 ≈8% ITM
Gamma 0.005
Theta -1.468
Vega 0.027
Open interest 0
Model this put
31
2
—
—
$32.03
220
$0.80
-0.041
130.1%
3
44
Call · $220
In the money
Last $32.03
Breakeven $252.03
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 31
Model this call
Put · $220
Last $0.80
Breakeven $219.20
Implied vol 130.1%
Delta -0.041 ≈4% ITM
Gamma 0.004
Theta -0.608
Vega 0.016
Open interest 44
Model this put
0
—
—
—
—
222.5
$0.57
-0.047
124.7%
3
49
Call · $222.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $222.5
Last $0.57
Breakeven $221.93
Implied vol 124.7%
Delta -0.047 ≈5% ITM
Gamma 0.005
Theta -0.658
Vega 0.016
Open interest 49
Model this put
16
2
—
—
$27.08
225
$0.45
-0.054
119.4%
2
71
Call · $225
In the money
Last $27.08
Breakeven $252.08
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $225
Last $0.45
Breakeven $224.55
Implied vol 119.4%
Delta -0.054 ≈5% ITM
Gamma 0.006
Theta -0.709
Vega 0.016
Open interest 71
Model this put
0
—
—
—
—
227.5
$1.12
-0.058
111.1%
1
1
Call · $227.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $227.5
Last $1.12
Breakeven $226.38
Implied vol 111.1%
Delta -0.058 ≈6% ITM
Gamma 0.006
Theta -0.698
Vega 0.016
Open interest 1
Model this put
12
3
—
—
$10.40
230
$0.30
-0.108
127.5%
2
16
Call · $230
In the money
Last $10.40
Breakeven $240.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 12
Model this call
Put · $230
Last $0.30
Breakeven $229.70
Implied vol 127.5%
Delta -0.108 ≈11% ITM
Gamma 0.009
Theta -1.278
Vega 0.028
Open interest 16
Model this put
0
—
—
—
—
232.5
$0.67
-0.086
101.7%
3
3
Call · $232.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $232.5
Last $0.67
Breakeven $231.83
Implied vol 101.7%
Delta -0.086 ≈9% ITM
Gamma 0.009
Theta -0.858
Vega 0.028
Open interest 3
Model this put
46
9
—
—
$17.74
235
$0.50
-0.063
80.3%
1
2
Call · $235
In the money
Last $17.74
Breakeven $252.74
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 46
Model this call
Put · $235
Last $0.50
Breakeven $234.50
Implied vol 80.3%
Delta -0.063 ≈6% ITM
Gamma 0.01
Theta -0.542
Vega 0.016
Open interest 2
Model this put
1
2
—
—
$12.70
237.5
$0.15
-0.046
61.6%
2
61
Call · $237.5
In the money
Last $12.70
Breakeven $250.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $237.5
Last $0.15
Breakeven $237.35
Implied vol 61.6%
Delta -0.046 ≈5% ITM
Gamma 0.009
Theta -0.316
Vega 0.016
Open interest 61
Model this put
184
2
—
—
$13.20
240
$0.25
-0.047
52.2%
16
39
Call · $240
In the money
Last $13.20
Breakeven $253.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 184
Model this call
Put · $240
Last $0.25
Breakeven $239.75
Implied vol 52.2%
Delta -0.047 ≈5% ITM
Gamma 0.011
Theta -0.275
Vega 0.016
Open interest 39
Model this put
1
1
—
—
$10.51
242.5
$0.20
-0.049
43%
4
102
Call · $242.5
In the money
Last $10.51
Breakeven $253.01
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $242.5
Last $0.20
Breakeven $242.30
Implied vol 43%
Delta -0.049 ≈5% ITM
Gamma 0.014
Theta -0.233
Vega 0.016
Open interest 102
Model this put
241
2
—
—
$7.94
245
$0.32
-0.101
43.1%
1
53
Call · $245
In the money
Last $7.94
Breakeven $252.94
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 241
Model this call
Put · $245
Last $0.32
Breakeven $244.68
Implied vol 43.1%
Delta -0.101 ≈10% ITM
Gamma 0.025
Theta -0.406
Vega 0.028
Open interest 53
Model this put
190
1
—
—
$6.95
247.5
$0.55
-0.172
41.5%
1
9
Call · $247.5
In the money
Last $6.95
Breakeven $254.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 190
Model this call
Put · $247.5
Last $0.55
Breakeven $246.95
Implied vol 41.5%
Delta -0.172 ≈17% ITM
Gamma 0.037
Theta -0.565
Vega 0.043
Open interest 9
Model this put
45
1
35.3%
0.75
$5.20
250
$1.30
-0.325
53.6%
74
157
Call · $250
In the money
Last $5.20
Breakeven $255.20
Implied vol 35.3%
Delta 0.75 ≈75% ITM
Gamma 0.055
Theta -0.622
Vega 0.057
Open interest 45
Model this call
Put · $250
Last $1.30
Breakeven $248.70
Implied vol 53.6%
Delta -0.325 ≈33% ITM
Gamma 0.041
Theta -1.041
Vega 0.057
Open interest 157
Model this put
19
9
39.9%
0.584
$2.31
252.5
$3.50
-0.419
41.6%
71
87
Call · $252.5
In the money
Last $2.31
Breakeven $254.81
Implied vol 39.9%
Delta 0.584 ≈58% ITM
Gamma 0.06
Theta -0.85
Vega 0.065
Open interest 19
Model this call
Put · $252.5
Last $3.50
Breakeven $249.00
Implied vol 41.6%
Delta -0.419 ≈42% ITM
Gamma 0.057
Theta -0.867
Vega 0.065
Open interest 87
Model this put
Underlying $253.22
29
2
29.5%
0.407
$2.50
255
$3.83
-0.568
39.2%
2
13
Call · $255
Last $2.50
Breakeven $257.50
Implied vol 29.5%
Delta 0.407 ≈41% ITM
Gamma 0.08
Theta -0.627
Vega 0.066
Open interest 29
Model this call
Put · $255
In the money
Last $3.83
Breakeven $251.17
Implied vol 39.2%
Delta -0.568 ≈57% ITM
Gamma 0.061
Theta -0.82
Vega 0.066
Open interest 13
Model this put
97
3
32.6%
0.25
$0.70
257.5
—
-0.675
47.5%
—
0
Call · $257.5
Last $0.70
Breakeven $258.20
Implied vol 32.6%
Delta 0.25 ≈25% ITM
Gamma 0.06
Theta -0.568
Vega 0.058
Open interest 97
Model this call
Put · $257.5
In the money
Last —
Breakeven —
Implied vol 47.5%
Delta -0.675 ≈67% ITM
Gamma 0.047
Theta -0.912
Vega 0.058
Open interest 0
Model this put
95
10
40%
0.181
$0.55
260
$10.20
-0.759
52.2%
1
1
Call · $260
Last $0.55
Breakeven $260.55
Implied vol 40%
Delta 0.181 ≈18% ITM
Gamma 0.04
Theta -0.569
Vega 0.044
Open interest 95
Model this call
Put · $260
In the money
Last $10.20
Breakeven $249.80
Implied vol 52.2%
Delta -0.759 ≈76% ITM
Gamma 0.037
Theta -0.873
Vega 0.058
Open interest 1
Model this put
4
1
53.3%
0.17
$0.25
262.5
$8.50
-0.819
55.8%
1
1
Call · $262.5
Last $0.25
Breakeven $262.75
Implied vol 53.3%
Delta 0.17 ≈17% ITM
Gamma 0.029
Theta -0.729
Vega 0.045
Open interest 4
Model this call
Put · $262.5
In the money
Last $8.50
Breakeven $254.00
Implied vol 55.8%
Delta -0.819 ≈82% ITM
Gamma 0.029
Theta -0.774
Vega 0.045
Open interest 1
Model this put
35
21
50.3%
0.096
$0.70
265
—
-0.811
73.5%
—
0
Call · $265
Last $0.70
Breakeven $265.70
Implied vol 50.3%
Delta 0.096 ≈10% ITM
Gamma 0.021
Theta -0.46
Vega 0.03
Open interest 35
Model this call
Put · $265
In the money
Last —
Breakeven —
Implied vol 73.5%
Delta -0.811 ≈81% ITM
Gamma 0.023
Theta -1.055
Vega 0.045
Open interest 0
Model this put
28
17
53.4%
0.065
$0.23
267.5
—
-0.968
44.8%
—
0
Call · $267.5
Last $0.23
Breakeven $267.73
Implied vol 53.4%
Delta 0.065 ≈7% ITM
Gamma 0.015
Theta -0.368
Vega 0.017
Open interest 28
Model this call
Put · $267.5
In the money
Last —
Breakeven —
Implied vol 44.8%
Delta -0.968 ≈97% ITM
Gamma 0.01
Theta -0.164
Vega 0.016
Open interest 0
Model this put
2
1
69%
0.086
$0.05
270
—
-0.864
85.8%
—
0
Call · $270
Last $0.05
Breakeven $270.05
Implied vol 69%
Delta 0.086 ≈9% ITM
Gamma 0.014
Theta -0.584
Vega 0.03
Open interest 2
Model this call
Put · $270
In the money
Last —
Breakeven —
Implied vol 85.8%
Delta -0.864 ≈86% ITM
Gamma 0.016
Theta -1.004
Vega 0.03
Open interest 0
Model this put
3
3
88.5%
0.114
$0.05
272.5
—
-0.91
80.5%
—
0
Call · $272.5
Last $0.05
Breakeven $272.55
Implied vol 88.5%
Delta 0.114 ≈11% ITM
Gamma 0.013
Theta -0.918
Vega 0.03
Open interest 3
Model this call
Put · $272.5
In the money
Last —
Breakeven —
Implied vol 80.5%
Delta -0.91 ≈91% ITM
Gamma 0.012
Theta -0.684
Vega 0.03
Open interest 0
Model this put
18
18
111.2%
0.138
$0.05
275
—
-0.917
88.4%
—
0
Call · $275
Last $0.05
Breakeven $275.05
Implied vol 111.2%
Delta 0.138 ≈14% ITM
Gamma 0.012
Theta -1.338
Vega 0.03
Open interest 18
Model this call
Put · $275
In the money
Last —
Breakeven —
Implied vol 88.4%
Delta -0.917 ≈92% ITM
Gamma 0.011
Theta -0.714
Vega 0.03
Open interest 0
Model this put
0
—
—
—
—
277.5
—
-0.932
92%
—
0
Call · $277.5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $277.5
In the money
Last —
Breakeven —
Implied vol 92%
Delta -0.932 ≈93% ITM
Gamma 0.009
Theta -0.641
Vega 0.018
Open interest 0
Model this put
0
—
121.7%
0.114
—
280
—
-0.936
98.6%
—
0
Call · $280
Last —
Breakeven —
Implied vol 121.7%
Delta 0.114 ≈11% ITM
Gamma 0.01
Theta -1.267
Vega 0.031
Open interest 0
Model this call
Put · $280
In the money
Last —
Breakeven —
Implied vol 98.6%
Delta -0.936 ≈94% ITM
Gamma 0.008
Theta -0.652
Vega 0.018
Open interest 0
Model this put
0
—
—
—
—
285
—
-0.938
114.3%
—
0
Call · $285
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $285
In the money
Last —
Breakeven —
Implied vol 114.3%
Delta -0.938 ≈94% ITM
Gamma 0.007
Theta -0.736
Vega 0.018
Open interest 0
Model this put
0
—
—
—
—
290
—
-0.943
127%
—
0
Call · $290
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $290
In the money
Last —
Breakeven —
Implied vol 127%
Delta -0.943 ≈94% ITM
Gamma 0.005
Theta -0.758
Vega 0.018
Open interest 0
Model this put
0
—
—
—
—
295
—
-0.937
147.8%
—
0
Call · $295
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $295
In the money
Last —
Breakeven —
Implied vol 147.8%
Delta -0.937 ≈94% ITM
Gamma 0.005
Theta -0.964
Vega 0.018
Open interest 0
Model this put
0
—
—
—
—
300
—
-0.955
149.1%
—
0
Call · $300
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $300
In the money
Last —
Breakeven —
Implied vol 149.1%
Delta -0.955 ≈95% ITM
Gamma 0.004
Theta -0.74
Vega 0.018
Open interest 0
Model this put
0
—
—
—
—
305
—
-0.958
161.2%
—
0
Call · $305
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $305
In the money
Last —
Breakeven —
Implied vol 161.2%
Delta -0.958 ≈96% ITM
Gamma 0.003
Theta -0.762
Vega 0.018
Open interest 0
Model this put
0
—
—
—
—
310
—
-0.96
173.1%
—
0
Call · $310
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $310
In the money
Last —
Breakeven —
Implied vol 173.1%
Delta -0.96 ≈96% ITM
Gamma 0.003
Theta -0.783
Vega 0.018
Open interest 0
Model this put
0
—
—
—
—
315
—
-0.962
184.8%
—
0
Call · $315
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $315
In the money
Last —
Breakeven —
Implied vol 184.8%
Delta -0.962 ≈96% ITM
Gamma 0.003
Theta -0.805
Vega 0.019
Open interest 0
Model this put
0
—
—
—
—
320
—
-0.964
196.3%
—
0
Call · $320
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $320
In the money
Last —
Breakeven —
Implied vol 196.3%
Delta -0.964 ≈96% ITM
Gamma 0.003
Theta -0.826
Vega 0.019
Open interest 0
Model this put
0
—
—
—
—
325
—
-0.965
206.9%
—
0
Call · $325
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $325
In the money
Last —
Breakeven —
Implied vol 206.9%
Delta -0.965 ≈97% ITM
Gamma 0.002
Theta -0.841
Vega 0.01
Open interest 0
Model this put