S Stock — SentinelOne, Inc.: Options Chain

Calls		Puts
1	6	736.3%	0.986	$18.19	—	—	—	—	0
Call · $5 In the money Snapshot session Aug 14, 2026 Last $18.19 Breakeven $23.19 Implied vol 736.3% Delta 0.986 ≈99% ITM Gamma 0.002 Theta -0.07 Vega 0.001 Open interest 1 Model this call Put · $5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	578.7%	0.982	$16.32	—	—	—	—	0
Call · $7 In the money Snapshot session Aug 14, 2026 Last $16.32 Breakeven $23.32 Implied vol 578.7% Delta 0.982 ≈98% ITM Gamma 0.003 Theta -0.069 Vega 0.001 Open interest 1 Model this call Put · $7 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	418.9%	0.992	$14.44	—	—	—	—	0
Call · $8 In the money Snapshot session Aug 10, 2026 Last $14.44 Breakeven $22.44 Implied vol 418.9% Delta 0.992 ≈99% ITM Gamma 0.002 Theta -0.025 Vega 0.001 Open interest 1 Model this call Put · $8 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	2	549.5%	0.964	$13.35	—	—	—	—	0
Call · $9 In the money Snapshot session Aug 10, 2026 Last $13.35 Breakeven $22.35 Implied vol 549.5% Delta 0.964 ≈96% ITM Gamma 0.005 Theta -0.12 Vega 0.003 Open interest 5 Model this call Put · $9 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	2	493.3%	0.959	$8.70	—	—	—	—	0
Call · $10 In the money Snapshot session Jul 9, 2026 Last $8.70 Breakeven $18.70 Implied vol 493.3% Delta 0.959 ≈96% ITM Gamma 0.006 Theta -0.117 Vega 0.003 Open interest 5 Model this call Put · $10 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	4	442.9%	0.955	$7.10	$0.12	-0.023	355.1%	4	0
Call · $11 In the money Snapshot session Jul 10, 2026 Last $7.10 Breakeven $18.10 Implied vol 442.9% Delta 0.955 ≈95% ITM Gamma 0.008 Theta -0.115 Vega 0.003 Open interest 4 Model this call Put · $11 Snapshot session Jun 23, 2026 Last $0.12 Breakeven $10.88 Implied vol 355.1% Delta -0.023 ≈2% ITM Gamma 0.006 Theta -0.052 Vega 0.002 Open interest 0 Model this put
2	2	359.7%	0.961	$11.33	$0.01	-0.026	317.4%	20	31
Call · $12 In the money Snapshot session Aug 14, 2026 Last $11.33 Breakeven $23.33 Implied vol 359.7% Delta 0.961 ≈96% ITM Gamma 0.009 Theta -0.082 Vega 0.002 Open interest 2 Model this call Put · $12 Snapshot session Aug 11, 2026 Last $0.01 Breakeven $11.99 Implied vol 317.4% Delta -0.026 ≈3% ITM Gamma 0.007 Theta -0.051 Vega 0.002 Open interest 31 Model this put
2	6	375.6%	0.947	$9.85	—	—	—	—	0
Call · $12.5 In the money Snapshot session Aug 10, 2026 Last $9.85 Breakeven $22.35 Implied vol 375.6% Delta 0.947 ≈95% ITM Gamma 0.011 Theta -0.111 Vega 0.003 Open interest 2 Model this call Put · $12.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	355.1%	0.944	—	$0.05	-0.024	270.7%	71	355
Call · $13 In the money Snapshot session Unknown Last — Breakeven — Implied vol 355.1% Delta 0.944 ≈94% ITM Gamma 0.012 Theta -0.109 Vega 0.004 Open interest 0 Model this call Put · $13 Snapshot session Jul 23, 2026 Last $0.05 Breakeven $12.95 Implied vol 270.7% Delta -0.024 ≈2% ITM Gamma 0.008 Theta -0.04 Vega 0.002 Open interest 355 Model this put
0	—	335.4%	0.941	—	—	—	—	—	0
Call · $13.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 335.4% Delta 0.941 ≈94% ITM Gamma 0.013 Theta -0.107 Vega 0.004 Open interest 0 Model this call Put · $13.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
127	2	316.5%	0.937	$4.50	$0.09	-0.042	274%	20	89
Call · $14 In the money Snapshot session Jul 28, 2026 Last $4.50 Breakeven $18.50 Implied vol 316.5% Delta 0.937 ≈94% ITM Gamma 0.014 Theta -0.106 Vega 0.004 Open interest 127 Model this call Put · $14 Snapshot session Aug 5, 2026 Last $0.09 Breakeven $13.91 Implied vol 274% Delta -0.042 ≈4% ITM Gamma 0.012 Theta -0.067 Vega 0.002 Open interest 89 Model this put
0	—	298.2%	0.934	—	$0.05	-0.034	235.7%	1	1
Call · $14.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 298.2% Delta 0.934 ≈93% ITM Gamma 0.016 Theta -0.104 Vega 0.004 Open interest 0 Model this call Put · $14.5 Snapshot session Aug 7, 2026 Last $0.05 Breakeven $14.45 Implied vol 235.7% Delta -0.034 ≈3% ITM Gamma 0.012 Theta -0.048 Vega 0.002 Open interest 1 Model this put
43	3	280.6%	0.93	$7.24	$0.02	-0.042	232.3%	5	74
Call · $15 In the money Snapshot session Aug 11, 2026 Last $7.24 Breakeven $22.24 Implied vol 280.6% Delta 0.93 ≈93% ITM Gamma 0.017 Theta -0.103 Vega 0.004 Open interest 43 Model this call Put · $15 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $14.98 Implied vol 232.3% Delta -0.042 ≈4% ITM Gamma 0.014 Theta -0.056 Vega 0.002 Open interest 74 Model this put
0	—	238.1%	0.943	—	$0.05	-0.056	236.3%	1	18
Call · $15.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 238.1% Delta 0.943 ≈94% ITM Gamma 0.018 Theta -0.075 Vega 0.004 Open interest 0 Model this call Put · $15.5 Snapshot session Aug 4, 2026 Last $0.05 Breakeven $15.45 Implied vol 236.3% Delta -0.056 ≈6% ITM Gamma 0.018 Theta -0.072 Vega 0.004 Open interest 18 Model this put
161	2	222.1%	0.939	$5.03	$0.05	-0.042	193.5%	20	783
Call · $16 In the money Snapshot session Aug 5, 2026 Last $5.03 Breakeven $21.03 Implied vol 222.1% Delta 0.939 ≈94% ITM Gamma 0.02 Theta -0.074 Vega 0.004 Open interest 161 Model this call Put · $16 Snapshot session Aug 11, 2026 Last $0.05 Breakeven $15.95 Implied vol 193.5% Delta -0.042 ≈4% ITM Gamma 0.017 Theta -0.046 Vega 0.002 Open interest 783 Model this put
316	1	231.3%	0.916	$4.78	$0.41	-0.044	180.3%	10	125
Call · $16.5 In the money Snapshot session Aug 5, 2026 Last $4.78 Breakeven $21.28 Implied vol 231.3% Delta 0.916 ≈92% ITM Gamma 0.024 Theta -0.098 Vega 0.004 Open interest 316 Model this call Put · $16.5 Snapshot session Aug 11, 2026 Last $0.41 Breakeven $16.09 Implied vol 180.3% Delta -0.044 ≈4% ITM Gamma 0.019 Theta -0.045 Vega 0.002 Open interest 125 Model this put
1.8k	5	135.1%	0.979	$6.20	$0.05	-0.048	167.5%	2	400
Call · $17 In the money Snapshot session Aug 14, 2026 Last $6.20 Breakeven $23.20 Implied vol 135.1% Delta 0.979 ≈98% ITM Gamma 0.014 Theta -0.02 Vega 0.001 Open interest 1.8k Model this call Put · $17 Snapshot session Aug 7, 2026 Last $0.05 Breakeven $16.95 Implied vol 167.5% Delta -0.048 ≈5% ITM Gamma 0.022 Theta -0.045 Vega 0.002 Open interest 400 Model this put
17	2	177.1%	0.925	$5.80	$0.05	-0.066	169.7%	2	268
Call · $17.5 In the money Snapshot session Aug 14, 2026 Last $5.80 Breakeven $23.30 Implied vol 177.1% Delta 0.925 ≈93% ITM Gamma 0.029 Theta -0.068 Vega 0.004 Open interest 17 Model this call Put · $17.5 Snapshot session Aug 11, 2026 Last $0.05 Breakeven $17.45 Implied vol 169.7% Delta -0.066 ≈7% ITM Gamma 0.028 Theta -0.059 Vega 0.004 Open interest 268 Model this put
2.4k	4	—	—	$5.10	$0.05	-0.055	143.1%	11	496
Call · $18 In the money Snapshot session Aug 14, 2026 Last $5.10 Breakeven $23.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2.4k Model this call Put · $18 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $17.95 Implied vol 143.1% Delta -0.055 ≈6% ITM Gamma 0.029 Theta -0.043 Vega 0.002 Open interest 496 Model this put
68	2	—	—	$3.62	$0.11	-0.069	136.3%	2	166
Call · $18.5 In the money Snapshot session Aug 10, 2026 Last $3.62 Breakeven $22.12 Implied vol — Delta — Gamma — Theta — Vega — Open interest 68 Model this call Put · $18.5 Snapshot session Aug 10, 2026 Last $0.11 Breakeven $18.39 Implied vol 136.3% Delta -0.069 ≈7% ITM Gamma 0.036 Theta -0.049 Vega 0.004 Open interest 166 Model this put
3.6k	12	112.3%	0.943	$4.10	$0.05	-0.066	117.5%	2	618
Call · $19 In the money Snapshot session Aug 14, 2026 Last $4.10 Breakeven $23.10 Implied vol 112.3% Delta 0.943 ≈94% ITM Gamma 0.038 Theta -0.037 Vega 0.003 Open interest 3.6k Model this call Put · $19 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $18.95 Implied vol 117.5% Delta -0.066 ≈7% ITM Gamma 0.04 Theta -0.04 Vega 0.004 Open interest 618 Model this put
49	101	—	—	$3.69	$0.05	-0.11	127.4%	1	3
Call · $19.5 In the money Snapshot session Aug 14, 2026 Last $3.69 Breakeven $23.19 Implied vol — Delta — Gamma — Theta — Vega — Open interest 49 Model this call Put · $19.5 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $19.45 Implied vol 127.4% Delta -0.11 ≈11% ITM Gamma 0.054 Theta -0.065 Vega 0.004 Open interest 3 Model this put
3.3k	41	—	—	$3.10	$0.04	-0.081	92.4%	2	570
Call · $20 In the money Snapshot session Aug 14, 2026 Last $3.10 Breakeven $23.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3.3k Model this call Put · $20 Snapshot session Aug 13, 2026 Last $0.04 Breakeven $19.96 Implied vol 92.4% Delta -0.081 ≈8% ITM Gamma 0.059 Theta -0.037 Vega 0.004 Open interest 570 Model this put
163	3	45.9%	0.99	$2.87	$0.11	-0.092	80.4%	13	40
Call · $20.5 In the money Snapshot session Aug 14, 2026 Last $2.87 Breakeven $23.37 Implied vol 45.9% Delta 0.99 ≈99% ITM Gamma 0.021 Theta -0.005 Vega 0.001 Open interest 163 Model this call Put · $20.5 Snapshot session Aug 12, 2026 Last $0.11 Breakeven $20.39 Implied vol 80.4% Delta -0.092 ≈9% ITM Gamma 0.075 Theta -0.035 Vega 0.005 Open interest 40 Model this put
874	83	—	—	$2.15	$0.07	-0.089	63.2%	106	759
Call · $21 In the money Snapshot session Aug 14, 2026 Last $2.15 Breakeven $23.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 874 Model this call Put · $21 Snapshot session Aug 14, 2026 Last $0.07 Breakeven $20.93 Implied vol 63.2% Delta -0.089 ≈9% ITM Gamma 0.093 Theta -0.027 Vega 0.005 Open interest 759 Model this put
58	2	57.7%	0.873	$1.97	$0.12	-0.14	60.7%	7	28
Call · $21.5 In the money Snapshot session Aug 14, 2026 Last $1.97 Breakeven $23.47 Implied vol 57.7% Delta 0.873 ≈87% ITM Gamma 0.133 Theta -0.035 Vega 0.007 Open interest 58 Model this call Put · $21.5 Snapshot session Aug 14, 2026 Last $0.12 Breakeven $21.38 Implied vol 60.7% Delta -0.14 ≈14% ITM Gamma 0.135 Theta -0.036 Vega 0.007 Open interest 28 Model this put
1.3k	26	47.9%	0.826	$1.22	$0.25	-0.234	63.7%	4k	46
Call · $22 In the money Snapshot session Aug 14, 2026 Last $1.22 Breakeven $23.22 Implied vol 47.9% Delta 0.826 ≈83% ITM Gamma 0.196 Theta -0.035 Vega 0.007 Open interest 1.3k Model this call Put · $22 Snapshot session Aug 14, 2026 Last $0.25 Breakeven $21.75 Implied vol 63.7% Delta -0.234 ≈23% ITM Gamma 0.177 Theta -0.052 Vega 0.009 Open interest 46 Model this put
594	13	55.9%	0.683	$1.09	$0.31	-0.316	55.5%	5	21
Call · $22.5 In the money Snapshot session Aug 14, 2026 Last $1.09 Breakeven $23.59 Implied vol 55.9% Delta 0.683 ≈68% ITM Gamma 0.235 Theta -0.055 Vega 0.009 Open interest 594 Model this call Put · $22.5 Snapshot session Aug 14, 2026 Last $0.31 Breakeven $22.19 Implied vol 55.5% Delta -0.316 ≈32% ITM Gamma 0.236 Theta -0.053 Vega 0.009 Open interest 21 Model this put
378	115	50.9%	0.561	$0.68	$0.54	-0.443	55.1%	74	14
Call · $23 In the money Snapshot session Aug 14, 2026 Last $0.68 Breakeven $23.68 Implied vol 50.9% Delta 0.561 ≈56% ITM Gamma 0.285 Theta -0.055 Vega 0.011 Open interest 378 Model this call Put · $23 Snapshot session Aug 14, 2026 Last $0.54 Breakeven $22.46 Implied vol 55.1% Delta -0.443 ≈44% ITM Gamma 0.264 Theta -0.058 Vega 0.011 Open interest 14 Model this put
Underlying $23.11
45	60	51.5%	0.421	$0.46	$0.79	-0.564	60.3%	23	3
Call · $23.5 Snapshot session Aug 14, 2026 Last $0.46 Breakeven $23.96 Implied vol 51.5% Delta 0.421 ≈42% ITM Gamma 0.278 Theta -0.055 Vega 0.011 Open interest 45 Model this call Put · $23.5 In the money Snapshot session Aug 14, 2026 Last $0.79 Breakeven $22.71 Implied vol 60.3% Delta -0.564 ≈56% ITM Gamma 0.24 Theta -0.063 Vega 0.011 Open interest 3 Model this put
2.9k	3.5k	53.3%	0.301	$0.26	—	-0.683	58%	—	0
Call · $24 Snapshot session Aug 14, 2026 Last $0.26 Breakeven $24.26 Implied vol 53.3% Delta 0.301 ≈30% ITM Gamma 0.239 Theta -0.051 Vega 0.01 Open interest 2.9k Model this call Put · $24 In the money Snapshot session Unknown Last — Breakeven — Implied vol 58% Delta -0.683 ≈68% ITM Gamma 0.226 Theta -0.054 Vega 0.01 Open interest 0 Model this put
3.7k	1.1k	55.3%	0.208	$0.20	$2.65	-0.797	54.7%	1	1
Call · $24.5 Snapshot session Aug 14, 2026 Last $0.20 Breakeven $24.70 Implied vol 55.3% Delta 0.208 ≈21% ITM Gamma 0.19 Theta -0.043 Vega 0.008 Open interest 3.7k Model this call Put · $24.5 In the money Snapshot session Aug 11, 2026 Last $2.65 Breakeven $21.85 Implied vol 54.7% Delta -0.797 ≈80% ITM Gamma 0.191 Theta -0.04 Vega 0.008 Open interest 1 Model this put
484	5.4k	60.2%	0.149	$0.15	$2.03	-0.799	72.7%	43	15
Call · $25 Snapshot session Aug 14, 2026 Last $0.15 Breakeven $25.15 Implied vol 60.2% Delta 0.149 ≈15% ITM Gamma 0.143 Theta -0.038 Vega 0.008 Open interest 484 Model this call Put · $25 In the money Snapshot session Aug 14, 2026 Last $2.03 Breakeven $22.97 Implied vol 72.7% Delta -0.799 ≈80% ITM Gamma 0.142 Theta -0.053 Vega 0.008 Open interest 15 Model this put
16	10	65.3%	0.116	$0.12	—	—	—	—	0
Call · $25.5 Snapshot session Aug 14, 2026 Last $0.12 Breakeven $25.62 Implied vol 65.3% Delta 0.116 ≈12% ITM Gamma 0.109 Theta -0.034 Vega 0.005 Open interest 16 Model this call Put · $25.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1.2k	2.7k	69.6%	0.086	$0.09	—	-0.885	78.3%	—	0
Call · $26 Snapshot session Aug 14, 2026 Last $0.09 Breakeven $26.09 Implied vol 69.6% Delta 0.086 ≈9% ITM Gamma 0.083 Theta -0.03 Vega 0.005 Open interest 1.2k Model this call Put · $26 In the money Snapshot session Unknown Last — Breakeven — Implied vol 78.3% Delta -0.885 ≈89% ITM Gamma 0.092 Theta -0.039 Vega 0.005 Open interest 0 Model this put
0	50	83.4%	0.095	$0.05	—	-0.895	87.2%	—	0
Call · $26.5 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $26.55 Implied vol 83.4% Delta 0.095 ≈9% ITM Gamma 0.074 Theta -0.038 Vega 0.005 Open interest 0 Model this call Put · $26.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 87.2% Delta -0.895 ≈89% ITM Gamma 0.077 Theta -0.041 Vega 0.005 Open interest 0 Model this put
1	1	—	—	$0.66	—	—	—	—	0
Call · $27 Snapshot session Aug 12, 2026 Last $0.66 Breakeven $27.66 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $27 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	1	—	—	$0.02	—	-0.873	131.8%	—	0
Call · $28 Snapshot session Aug 13, 2026 Last $0.02 Breakeven $28.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $28 In the money Snapshot session Unknown Last — Breakeven — Implied vol 131.8% Delta -0.873 ≈87% ITM Gamma 0.058 Theta -0.072 Vega 0.005 Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $29 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $29 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	4	128.4%	0.052	$0.09	$9.90	-0.877	172.6%	2	1
Call · $30 Snapshot session Jul 16, 2026 Last $0.09 Breakeven $30.09 Implied vol 128.4% Delta 0.052 ≈5% ITM Gamma 0.03 Theta -0.037 Vega 0.003 Open interest 4 Model this call Put · $30 In the money Snapshot session Jul 15, 2026 Last $9.90 Breakeven $20.10 Implied vol 172.6% Delta -0.877 ≈88% ITM Gamma 0.043 Theta -0.092 Vega 0.006 Open interest 1 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $31 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $31 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	$14.90	—	—	2	0
Call · $35 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $35 In the money Snapshot session Jul 15, 2026 Last $14.90 Breakeven $20.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $5 In the money

Snapshot session: Aug 14, 2026
Last: $18.19
Breakeven: $23.19
Implied vol: 736.3%
Delta: 0.986 ≈99% ITM
Gamma: 0.002
Theta: -0.07
Vega: 0.001
Open interest: 1

Model this call

Put · $5

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $7 In the money

Snapshot session: Aug 14, 2026
Last: $16.32
Breakeven: $23.32
Implied vol: 578.7%
Delta: 0.982 ≈98% ITM
Gamma: 0.003
Theta: -0.069
Vega: 0.001
Open interest: 1

Model this call

Put · $7

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $8 In the money

Snapshot session: Aug 10, 2026
Last: $14.44
Breakeven: $22.44
Implied vol: 418.9%
Delta: 0.992 ≈99% ITM
Gamma: 0.002
Theta: -0.025
Vega: 0.001
Open interest: 1

Model this call

Put · $8

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $9 In the money

Snapshot session: Aug 10, 2026
Last: $13.35
Breakeven: $22.35
Implied vol: 549.5%
Delta: 0.964 ≈96% ITM
Gamma: 0.005
Theta: -0.12
Vega: 0.003
Open interest: 5

Model this call

Put · $9

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $10 In the money

Snapshot session: Jul 9, 2026
Last: $8.70
Breakeven: $18.70
Implied vol: 493.3%
Delta: 0.959 ≈96% ITM
Gamma: 0.006
Theta: -0.117
Vega: 0.003
Open interest: 5

Model this call

Put · $10

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $11 In the money

Snapshot session: Jul 10, 2026
Last: $7.10
Breakeven: $18.10
Implied vol: 442.9%
Delta: 0.955 ≈95% ITM
Gamma: 0.008
Theta: -0.115
Vega: 0.003
Open interest: 4

Model this call

Put · $11

Snapshot session: Jun 23, 2026
Last: $0.12
Breakeven: $10.88
Implied vol: 355.1%
Delta: -0.023 ≈2% ITM
Gamma: 0.006
Theta: -0.052
Vega: 0.002
Open interest: 0

Model this put

Call · $12 In the money

Snapshot session: Aug 14, 2026
Last: $11.33
Breakeven: $23.33
Implied vol: 359.7%
Delta: 0.961 ≈96% ITM
Gamma: 0.009
Theta: -0.082
Vega: 0.002
Open interest: 2

Model this call

Put · $12

Snapshot session: Aug 11, 2026
Last: $0.01
Breakeven: $11.99
Implied vol: 317.4%
Delta: -0.026 ≈3% ITM
Gamma: 0.007
Theta: -0.051
Vega: 0.002
Open interest: 31

Model this put

Call · $12.5 In the money

Snapshot session: Aug 10, 2026
Last: $9.85
Breakeven: $22.35
Implied vol: 375.6%
Delta: 0.947 ≈95% ITM
Gamma: 0.011
Theta: -0.111
Vega: 0.003
Open interest: 2

Model this call

Put · $12.5

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $13 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 355.1%
Delta: 0.944 ≈94% ITM
Gamma: 0.012
Theta: -0.109
Vega: 0.004
Open interest: 0

Model this call

Put · $13

Snapshot session: Jul 23, 2026
Last: $0.05
Breakeven: $12.95
Implied vol: 270.7%
Delta: -0.024 ≈2% ITM
Gamma: 0.008
Theta: -0.04
Vega: 0.002
Open interest: 355

Model this put

Call · $13.5 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 335.4%
Delta: 0.941 ≈94% ITM
Gamma: 0.013
Theta: -0.107
Vega: 0.004
Open interest: 0

Model this call

Put · $13.5

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $14 In the money

Snapshot session: Jul 28, 2026
Last: $4.50
Breakeven: $18.50
Implied vol: 316.5%
Delta: 0.937 ≈94% ITM
Gamma: 0.014
Theta: -0.106
Vega: 0.004
Open interest: 127

Model this call

Put · $14

Snapshot session: Aug 5, 2026
Last: $0.09
Breakeven: $13.91
Implied vol: 274%
Delta: -0.042 ≈4% ITM
Gamma: 0.012
Theta: -0.067
Vega: 0.002
Open interest: 89

Model this put

Call · $14.5 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 298.2%
Delta: 0.934 ≈93% ITM
Gamma: 0.016
Theta: -0.104
Vega: 0.004
Open interest: 0

Model this call

Put · $14.5

Snapshot session: Aug 7, 2026
Last: $0.05
Breakeven: $14.45
Implied vol: 235.7%
Delta: -0.034 ≈3% ITM
Gamma: 0.012
Theta: -0.048
Vega: 0.002
Open interest: 1

Model this put

Call · $15 In the money

Snapshot session: Aug 11, 2026
Last: $7.24
Breakeven: $22.24
Implied vol: 280.6%
Delta: 0.93 ≈93% ITM
Gamma: 0.017
Theta: -0.103
Vega: 0.004
Open interest: 43

Model this call

Put · $15

Snapshot session: Aug 14, 2026
Last: $0.02
Breakeven: $14.98
Implied vol: 232.3%
Delta: -0.042 ≈4% ITM
Gamma: 0.014
Theta: -0.056
Vega: 0.002
Open interest: 74

Model this put

Call · $15.5 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 238.1%
Delta: 0.943 ≈94% ITM
Gamma: 0.018
Theta: -0.075
Vega: 0.004
Open interest: 0

Model this call

Put · $15.5

Snapshot session: Aug 4, 2026
Last: $0.05
Breakeven: $15.45
Implied vol: 236.3%
Delta: -0.056 ≈6% ITM
Gamma: 0.018
Theta: -0.072
Vega: 0.004
Open interest: 18

Model this put

Call · $16 In the money

Snapshot session: Aug 5, 2026
Last: $5.03
Breakeven: $21.03
Implied vol: 222.1%
Delta: 0.939 ≈94% ITM
Gamma: 0.02
Theta: -0.074
Vega: 0.004
Open interest: 161

Model this call

Put · $16

Snapshot session: Aug 11, 2026
Last: $0.05
Breakeven: $15.95
Implied vol: 193.5%
Delta: -0.042 ≈4% ITM
Gamma: 0.017
Theta: -0.046
Vega: 0.002
Open interest: 783

Model this put

Call · $16.5 In the money

Snapshot session: Aug 5, 2026
Last: $4.78
Breakeven: $21.28
Implied vol: 231.3%
Delta: 0.916 ≈92% ITM
Gamma: 0.024
Theta: -0.098
Vega: 0.004
Open interest: 316

Model this call

Put · $16.5

Snapshot session: Aug 11, 2026
Last: $0.41
Breakeven: $16.09
Implied vol: 180.3%
Delta: -0.044 ≈4% ITM
Gamma: 0.019
Theta: -0.045
Vega: 0.002
Open interest: 125

Model this put

Call · $17 In the money

Snapshot session: Aug 14, 2026
Last: $6.20
Breakeven: $23.20
Implied vol: 135.1%
Delta: 0.979 ≈98% ITM
Gamma: 0.014
Theta: -0.02
Vega: 0.001
Open interest: 1.8k

Model this call

Put · $17

Snapshot session: Aug 7, 2026
Last: $0.05
Breakeven: $16.95
Implied vol: 167.5%
Delta: -0.048 ≈5% ITM
Gamma: 0.022
Theta: -0.045
Vega: 0.002
Open interest: 400

Model this put

Call · $17.5 In the money

Snapshot session: Aug 14, 2026
Last: $5.80
Breakeven: $23.30
Implied vol: 177.1%
Delta: 0.925 ≈93% ITM
Gamma: 0.029
Theta: -0.068
Vega: 0.004
Open interest: 17

Model this call

Put · $17.5

Snapshot session: Aug 11, 2026
Last: $0.05
Breakeven: $17.45
Implied vol: 169.7%
Delta: -0.066 ≈7% ITM
Gamma: 0.028
Theta: -0.059
Vega: 0.004
Open interest: 268

Model this put

Call · $18 In the money

Snapshot session: Aug 14, 2026
Last: $5.10
Breakeven: $23.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2.4k

Model this call

Put · $18

Snapshot session: Aug 14, 2026
Last: $0.05
Breakeven: $17.95
Implied vol: 143.1%
Delta: -0.055 ≈6% ITM
Gamma: 0.029
Theta: -0.043
Vega: 0.002
Open interest: 496

Model this put

Call · $18.5 In the money

Snapshot session: Aug 10, 2026
Last: $3.62
Breakeven: $22.12
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 68

Model this call

Put · $18.5

Snapshot session: Aug 10, 2026
Last: $0.11
Breakeven: $18.39
Implied vol: 136.3%
Delta: -0.069 ≈7% ITM
Gamma: 0.036
Theta: -0.049
Vega: 0.004
Open interest: 166

Model this put

Call · $19 In the money

Snapshot session: Aug 14, 2026
Last: $4.10
Breakeven: $23.10
Implied vol: 112.3%
Delta: 0.943 ≈94% ITM
Gamma: 0.038
Theta: -0.037
Vega: 0.003
Open interest: 3.6k

Model this call

Put · $19

Snapshot session: Aug 13, 2026
Last: $0.05
Breakeven: $18.95
Implied vol: 117.5%
Delta: -0.066 ≈7% ITM
Gamma: 0.04
Theta: -0.04
Vega: 0.004
Open interest: 618

Model this put

Call · $19.5 In the money

Snapshot session: Aug 14, 2026
Last: $3.69
Breakeven: $23.19
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 49

Model this call

Put · $19.5

Snapshot session: Aug 13, 2026
Last: $0.05
Breakeven: $19.45
Implied vol: 127.4%
Delta: -0.11 ≈11% ITM
Gamma: 0.054
Theta: -0.065
Vega: 0.004
Open interest: 3

Model this put

Call · $20 In the money

Snapshot session: Aug 14, 2026
Last: $3.10
Breakeven: $23.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3.3k

Model this call

Put · $20

Snapshot session: Aug 13, 2026
Last: $0.04
Breakeven: $19.96
Implied vol: 92.4%
Delta: -0.081 ≈8% ITM
Gamma: 0.059
Theta: -0.037
Vega: 0.004
Open interest: 570

Model this put

Call · $20.5 In the money

Snapshot session: Aug 14, 2026
Last: $2.87
Breakeven: $23.37
Implied vol: 45.9%
Delta: 0.99 ≈99% ITM
Gamma: 0.021
Theta: -0.005
Vega: 0.001
Open interest: 163

Model this call

Put · $20.5

Snapshot session: Aug 12, 2026
Last: $0.11
Breakeven: $20.39
Implied vol: 80.4%
Delta: -0.092 ≈9% ITM
Gamma: 0.075
Theta: -0.035
Vega: 0.005
Open interest: 40

Model this put

Call · $21 In the money

Snapshot session: Aug 14, 2026
Last: $2.15
Breakeven: $23.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 874

Model this call

Put · $21

Snapshot session: Aug 14, 2026
Last: $0.07
Breakeven: $20.93
Implied vol: 63.2%
Delta: -0.089 ≈9% ITM
Gamma: 0.093
Theta: -0.027
Vega: 0.005
Open interest: 759

Model this put

Call · $21.5 In the money

Snapshot session: Aug 14, 2026
Last: $1.97
Breakeven: $23.47
Implied vol: 57.7%
Delta: 0.873 ≈87% ITM
Gamma: 0.133
Theta: -0.035
Vega: 0.007
Open interest: 58

Model this call

Put · $21.5

Snapshot session: Aug 14, 2026
Last: $0.12
Breakeven: $21.38
Implied vol: 60.7%
Delta: -0.14 ≈14% ITM
Gamma: 0.135
Theta: -0.036
Vega: 0.007
Open interest: 28

Model this put

Call · $22 In the money

Snapshot session: Aug 14, 2026
Last: $1.22
Breakeven: $23.22
Implied vol: 47.9%
Delta: 0.826 ≈83% ITM
Gamma: 0.196
Theta: -0.035
Vega: 0.007
Open interest: 1.3k

Model this call

Put · $22

Snapshot session: Aug 14, 2026
Last: $0.25
Breakeven: $21.75
Implied vol: 63.7%
Delta: -0.234 ≈23% ITM
Gamma: 0.177
Theta: -0.052
Vega: 0.009
Open interest: 46

Model this put

Call · $22.5 In the money

Snapshot session: Aug 14, 2026
Last: $1.09
Breakeven: $23.59
Implied vol: 55.9%
Delta: 0.683 ≈68% ITM
Gamma: 0.235
Theta: -0.055
Vega: 0.009
Open interest: 594

Model this call

Put · $22.5

Snapshot session: Aug 14, 2026
Last: $0.31
Breakeven: $22.19
Implied vol: 55.5%
Delta: -0.316 ≈32% ITM
Gamma: 0.236
Theta: -0.053
Vega: 0.009
Open interest: 21

Model this put

Call · $23 In the money

Snapshot session: Aug 14, 2026
Last: $0.68
Breakeven: $23.68
Implied vol: 50.9%
Delta: 0.561 ≈56% ITM
Gamma: 0.285
Theta: -0.055
Vega: 0.011
Open interest: 378

Model this call

Put · $23

Snapshot session: Aug 14, 2026
Last: $0.54
Breakeven: $22.46
Implied vol: 55.1%
Delta: -0.443 ≈44% ITM
Gamma: 0.264
Theta: -0.058
Vega: 0.011
Open interest: 14

Model this put

Call · $23.5

Snapshot session: Aug 14, 2026
Last: $0.46
Breakeven: $23.96
Implied vol: 51.5%
Delta: 0.421 ≈42% ITM
Gamma: 0.278
Theta: -0.055
Vega: 0.011
Open interest: 45

Model this call

Put · $23.5 In the money

Snapshot session: Aug 14, 2026
Last: $0.79
Breakeven: $22.71
Implied vol: 60.3%
Delta: -0.564 ≈56% ITM
Gamma: 0.24
Theta: -0.063
Vega: 0.011
Open interest: 3

Model this put

Call · $24

Snapshot session: Aug 14, 2026
Last: $0.26
Breakeven: $24.26
Implied vol: 53.3%
Delta: 0.301 ≈30% ITM
Gamma: 0.239
Theta: -0.051
Vega: 0.01
Open interest: 2.9k

Model this call

Put · $24 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 58%
Delta: -0.683 ≈68% ITM
Gamma: 0.226
Theta: -0.054
Vega: 0.01
Open interest: 0

Model this put

Call · $24.5

Snapshot session: Aug 14, 2026
Last: $0.20
Breakeven: $24.70
Implied vol: 55.3%
Delta: 0.208 ≈21% ITM
Gamma: 0.19
Theta: -0.043
Vega: 0.008
Open interest: 3.7k

Model this call

Put · $24.5 In the money

Snapshot session: Aug 11, 2026
Last: $2.65
Breakeven: $21.85
Implied vol: 54.7%
Delta: -0.797 ≈80% ITM
Gamma: 0.191
Theta: -0.04
Vega: 0.008
Open interest: 1

Model this put

Call · $25

Snapshot session: Aug 14, 2026
Last: $0.15
Breakeven: $25.15
Implied vol: 60.2%
Delta: 0.149 ≈15% ITM
Gamma: 0.143
Theta: -0.038
Vega: 0.008
Open interest: 484

Model this call

Put · $25 In the money

Snapshot session: Aug 14, 2026
Last: $2.03
Breakeven: $22.97
Implied vol: 72.7%
Delta: -0.799 ≈80% ITM
Gamma: 0.142
Theta: -0.053
Vega: 0.008
Open interest: 15

Model this put

Call · $25.5

Snapshot session: Aug 14, 2026
Last: $0.12
Breakeven: $25.62
Implied vol: 65.3%
Delta: 0.116 ≈12% ITM
Gamma: 0.109
Theta: -0.034
Vega: 0.005
Open interest: 16

Model this call

Put · $25.5 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $26

Snapshot session: Aug 14, 2026
Last: $0.09
Breakeven: $26.09
Implied vol: 69.6%
Delta: 0.086 ≈9% ITM
Gamma: 0.083
Theta: -0.03
Vega: 0.005
Open interest: 1.2k

Model this call

Put · $26 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 78.3%
Delta: -0.885 ≈89% ITM
Gamma: 0.092
Theta: -0.039
Vega: 0.005
Open interest: 0

Model this put

Call · $26.5

Snapshot session: Aug 14, 2026
Last: $0.05
Breakeven: $26.55
Implied vol: 83.4%
Delta: 0.095 ≈9% ITM
Gamma: 0.074
Theta: -0.038
Vega: 0.005
Open interest: 0

Model this call

Put · $26.5 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 87.2%
Delta: -0.895 ≈89% ITM
Gamma: 0.077
Theta: -0.041
Vega: 0.005
Open interest: 0

Model this put

Call · $27

Snapshot session: Aug 12, 2026
Last: $0.66
Breakeven: $27.66
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $27 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $28

Snapshot session: Aug 13, 2026
Last: $0.02
Breakeven: $28.02
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this call

Put · $28 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 131.8%
Delta: -0.873 ≈87% ITM
Gamma: 0.058
Theta: -0.072
Vega: 0.005
Open interest: 0

Model this put

Call · $29

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $29 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $30

Snapshot session: Jul 16, 2026
Last: $0.09
Breakeven: $30.09
Implied vol: 128.4%
Delta: 0.052 ≈5% ITM
Gamma: 0.03
Theta: -0.037
Vega: 0.003
Open interest: 4

Model this call

Put · $30 In the money

Snapshot session: Jul 15, 2026
Last: $9.90
Breakeven: $20.10
Implied vol: 172.6%
Delta: -0.877 ≈88% ITM
Gamma: 0.043
Theta: -0.092
Vega: 0.006
Open interest: 1

Model this put

Call · $31

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $31 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $35

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $35 In the money

Snapshot session: Jul 15, 2026
Last: $14.90
Breakeven: $20.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

S · SentinelOne, Inc.

Options Chain

Positioning

Chain

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	6	736.3%	0.986	$18.19		—	—	—	—	0
Call · $5 In the money Snapshot session Aug 14, 2026 Last $18.19 Breakeven $23.19 Implied vol 736.3% Delta 0.986 ≈99% ITM Gamma 0.002 Theta -0.07 Vega 0.001 Open interest 1 Model this call Put · $5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	578.7%	0.982	$16.32		—	—	—	—	0
Call · $7 In the money Snapshot session Aug 14, 2026 Last $16.32 Breakeven $23.32 Implied vol 578.7% Delta 0.982 ≈98% ITM Gamma 0.003 Theta -0.069 Vega 0.001 Open interest 1 Model this call Put · $7 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	418.9%	0.992	$14.44		—	—	—	—	0
Call · $8 In the money Snapshot session Aug 10, 2026 Last $14.44 Breakeven $22.44 Implied vol 418.9% Delta 0.992 ≈99% ITM Gamma 0.002 Theta -0.025 Vega 0.001 Open interest 1 Model this call Put · $8 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	2	549.5%	0.964	$13.35		—	—	—	—	0
Call · $9 In the money Snapshot session Aug 10, 2026 Last $13.35 Breakeven $22.35 Implied vol 549.5% Delta 0.964 ≈96% ITM Gamma 0.005 Theta -0.12 Vega 0.003 Open interest 5 Model this call Put · $9 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	2	493.3%	0.959	$8.70		—	—	—	—	0
Call · $10 In the money Snapshot session Jul 9, 2026 Last $8.70 Breakeven $18.70 Implied vol 493.3% Delta 0.959 ≈96% ITM Gamma 0.006 Theta -0.117 Vega 0.003 Open interest 5 Model this call Put · $10 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	4	442.9%	0.955	$7.10		$0.12	-0.023	355.1%	4	0
Call · $11 In the money Snapshot session Jul 10, 2026 Last $7.10 Breakeven $18.10 Implied vol 442.9% Delta 0.955 ≈95% ITM Gamma 0.008 Theta -0.115 Vega 0.003 Open interest 4 Model this call Put · $11 Snapshot session Jun 23, 2026 Last $0.12 Breakeven $10.88 Implied vol 355.1% Delta -0.023 ≈2% ITM Gamma 0.006 Theta -0.052 Vega 0.002 Open interest 0 Model this put
2	2	359.7%	0.961	$11.33		$0.01	-0.026	317.4%	20	31
Call · $12 In the money Snapshot session Aug 14, 2026 Last $11.33 Breakeven $23.33 Implied vol 359.7% Delta 0.961 ≈96% ITM Gamma 0.009 Theta -0.082 Vega 0.002 Open interest 2 Model this call Put · $12 Snapshot session Aug 11, 2026 Last $0.01 Breakeven $11.99 Implied vol 317.4% Delta -0.026 ≈3% ITM Gamma 0.007 Theta -0.051 Vega 0.002 Open interest 31 Model this put
2	6	375.6%	0.947	$9.85		—	—	—	—	0
Call · $12.5 In the money Snapshot session Aug 10, 2026 Last $9.85 Breakeven $22.35 Implied vol 375.6% Delta 0.947 ≈95% ITM Gamma 0.011 Theta -0.111 Vega 0.003 Open interest 2 Model this call Put · $12.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	355.1%	0.944	—		$0.05	-0.024	270.7%	71	355
Call · $13 In the money Snapshot session Unknown Last — Breakeven — Implied vol 355.1% Delta 0.944 ≈94% ITM Gamma 0.012 Theta -0.109 Vega 0.004 Open interest 0 Model this call Put · $13 Snapshot session Jul 23, 2026 Last $0.05 Breakeven $12.95 Implied vol 270.7% Delta -0.024 ≈2% ITM Gamma 0.008 Theta -0.04 Vega 0.002 Open interest 355 Model this put
0	—	335.4%	0.941	—		—	—	—	—	0
Call · $13.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 335.4% Delta 0.941 ≈94% ITM Gamma 0.013 Theta -0.107 Vega 0.004 Open interest 0 Model this call Put · $13.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
127	2	316.5%	0.937	$4.50		$0.09	-0.042	274%	20	89
Call · $14 In the money Snapshot session Jul 28, 2026 Last $4.50 Breakeven $18.50 Implied vol 316.5% Delta 0.937 ≈94% ITM Gamma 0.014 Theta -0.106 Vega 0.004 Open interest 127 Model this call Put · $14 Snapshot session Aug 5, 2026 Last $0.09 Breakeven $13.91 Implied vol 274% Delta -0.042 ≈4% ITM Gamma 0.012 Theta -0.067 Vega 0.002 Open interest 89 Model this put
0	—	298.2%	0.934	—		$0.05	-0.034	235.7%	1	1
Call · $14.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 298.2% Delta 0.934 ≈93% ITM Gamma 0.016 Theta -0.104 Vega 0.004 Open interest 0 Model this call Put · $14.5 Snapshot session Aug 7, 2026 Last $0.05 Breakeven $14.45 Implied vol 235.7% Delta -0.034 ≈3% ITM Gamma 0.012 Theta -0.048 Vega 0.002 Open interest 1 Model this put
43	3	280.6%	0.93	$7.24		$0.02	-0.042	232.3%	5	74
Call · $15 In the money Snapshot session Aug 11, 2026 Last $7.24 Breakeven $22.24 Implied vol 280.6% Delta 0.93 ≈93% ITM Gamma 0.017 Theta -0.103 Vega 0.004 Open interest 43 Model this call Put · $15 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $14.98 Implied vol 232.3% Delta -0.042 ≈4% ITM Gamma 0.014 Theta -0.056 Vega 0.002 Open interest 74 Model this put
0	—	238.1%	0.943	—		$0.05	-0.056	236.3%	1	18
Call · $15.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 238.1% Delta 0.943 ≈94% ITM Gamma 0.018 Theta -0.075 Vega 0.004 Open interest 0 Model this call Put · $15.5 Snapshot session Aug 4, 2026 Last $0.05 Breakeven $15.45 Implied vol 236.3% Delta -0.056 ≈6% ITM Gamma 0.018 Theta -0.072 Vega 0.004 Open interest 18 Model this put
161	2	222.1%	0.939	$5.03		$0.05	-0.042	193.5%	20	783
Call · $16 In the money Snapshot session Aug 5, 2026 Last $5.03 Breakeven $21.03 Implied vol 222.1% Delta 0.939 ≈94% ITM Gamma 0.02 Theta -0.074 Vega 0.004 Open interest 161 Model this call Put · $16 Snapshot session Aug 11, 2026 Last $0.05 Breakeven $15.95 Implied vol 193.5% Delta -0.042 ≈4% ITM Gamma 0.017 Theta -0.046 Vega 0.002 Open interest 783 Model this put
316	1	231.3%	0.916	$4.78		$0.41	-0.044	180.3%	10	125
Call · $16.5 In the money Snapshot session Aug 5, 2026 Last $4.78 Breakeven $21.28 Implied vol 231.3% Delta 0.916 ≈92% ITM Gamma 0.024 Theta -0.098 Vega 0.004 Open interest 316 Model this call Put · $16.5 Snapshot session Aug 11, 2026 Last $0.41 Breakeven $16.09 Implied vol 180.3% Delta -0.044 ≈4% ITM Gamma 0.019 Theta -0.045 Vega 0.002 Open interest 125 Model this put
1.8k	5	135.1%	0.979	$6.20		$0.05	-0.048	167.5%	2	400
Call · $17 In the money Snapshot session Aug 14, 2026 Last $6.20 Breakeven $23.20 Implied vol 135.1% Delta 0.979 ≈98% ITM Gamma 0.014 Theta -0.02 Vega 0.001 Open interest 1.8k Model this call Put · $17 Snapshot session Aug 7, 2026 Last $0.05 Breakeven $16.95 Implied vol 167.5% Delta -0.048 ≈5% ITM Gamma 0.022 Theta -0.045 Vega 0.002 Open interest 400 Model this put
17	2	177.1%	0.925	$5.80		$0.05	-0.066	169.7%	2	268
Call · $17.5 In the money Snapshot session Aug 14, 2026 Last $5.80 Breakeven $23.30 Implied vol 177.1% Delta 0.925 ≈93% ITM Gamma 0.029 Theta -0.068 Vega 0.004 Open interest 17 Model this call Put · $17.5 Snapshot session Aug 11, 2026 Last $0.05 Breakeven $17.45 Implied vol 169.7% Delta -0.066 ≈7% ITM Gamma 0.028 Theta -0.059 Vega 0.004 Open interest 268 Model this put
2.4k	4	—	—	$5.10		$0.05	-0.055	143.1%	11	496
Call · $18 In the money Snapshot session Aug 14, 2026 Last $5.10 Breakeven $23.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2.4k Model this call Put · $18 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $17.95 Implied vol 143.1% Delta -0.055 ≈6% ITM Gamma 0.029 Theta -0.043 Vega 0.002 Open interest 496 Model this put
68	2	—	—	$3.62		$0.11	-0.069	136.3%	2	166
Call · $18.5 In the money Snapshot session Aug 10, 2026 Last $3.62 Breakeven $22.12 Implied vol — Delta — Gamma — Theta — Vega — Open interest 68 Model this call Put · $18.5 Snapshot session Aug 10, 2026 Last $0.11 Breakeven $18.39 Implied vol 136.3% Delta -0.069 ≈7% ITM Gamma 0.036 Theta -0.049 Vega 0.004 Open interest 166 Model this put
3.6k	12	112.3%	0.943	$4.10		$0.05	-0.066	117.5%	2	618
Call · $19 In the money Snapshot session Aug 14, 2026 Last $4.10 Breakeven $23.10 Implied vol 112.3% Delta 0.943 ≈94% ITM Gamma 0.038 Theta -0.037 Vega 0.003 Open interest 3.6k Model this call Put · $19 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $18.95 Implied vol 117.5% Delta -0.066 ≈7% ITM Gamma 0.04 Theta -0.04 Vega 0.004 Open interest 618 Model this put
49	101	—	—	$3.69		$0.05	-0.11	127.4%	1	3
Call · $19.5 In the money Snapshot session Aug 14, 2026 Last $3.69 Breakeven $23.19 Implied vol — Delta — Gamma — Theta — Vega — Open interest 49 Model this call Put · $19.5 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $19.45 Implied vol 127.4% Delta -0.11 ≈11% ITM Gamma 0.054 Theta -0.065 Vega 0.004 Open interest 3 Model this put
3.3k	41	—	—	$3.10		$0.04	-0.081	92.4%	2	570
Call · $20 In the money Snapshot session Aug 14, 2026 Last $3.10 Breakeven $23.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3.3k Model this call Put · $20 Snapshot session Aug 13, 2026 Last $0.04 Breakeven $19.96 Implied vol 92.4% Delta -0.081 ≈8% ITM Gamma 0.059 Theta -0.037 Vega 0.004 Open interest 570 Model this put
163	3	45.9%	0.99	$2.87		$0.11	-0.092	80.4%	13	40
Call · $20.5 In the money Snapshot session Aug 14, 2026 Last $2.87 Breakeven $23.37 Implied vol 45.9% Delta 0.99 ≈99% ITM Gamma 0.021 Theta -0.005 Vega 0.001 Open interest 163 Model this call Put · $20.5 Snapshot session Aug 12, 2026 Last $0.11 Breakeven $20.39 Implied vol 80.4% Delta -0.092 ≈9% ITM Gamma 0.075 Theta -0.035 Vega 0.005 Open interest 40 Model this put
874	83	—	—	$2.15		$0.07	-0.089	63.2%	106	759
Call · $21 In the money Snapshot session Aug 14, 2026 Last $2.15 Breakeven $23.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 874 Model this call Put · $21 Snapshot session Aug 14, 2026 Last $0.07 Breakeven $20.93 Implied vol 63.2% Delta -0.089 ≈9% ITM Gamma 0.093 Theta -0.027 Vega 0.005 Open interest 759 Model this put
58	2	57.7%	0.873	$1.97		$0.12	-0.14	60.7%	7	28
Call · $21.5 In the money Snapshot session Aug 14, 2026 Last $1.97 Breakeven $23.47 Implied vol 57.7% Delta 0.873 ≈87% ITM Gamma 0.133 Theta -0.035 Vega 0.007 Open interest 58 Model this call Put · $21.5 Snapshot session Aug 14, 2026 Last $0.12 Breakeven $21.38 Implied vol 60.7% Delta -0.14 ≈14% ITM Gamma 0.135 Theta -0.036 Vega 0.007 Open interest 28 Model this put
1.3k	26	47.9%	0.826	$1.22		$0.25	-0.234	63.7%	4k	46
Call · $22 In the money Snapshot session Aug 14, 2026 Last $1.22 Breakeven $23.22 Implied vol 47.9% Delta 0.826 ≈83% ITM Gamma 0.196 Theta -0.035 Vega 0.007 Open interest 1.3k Model this call Put · $22 Snapshot session Aug 14, 2026 Last $0.25 Breakeven $21.75 Implied vol 63.7% Delta -0.234 ≈23% ITM Gamma 0.177 Theta -0.052 Vega 0.009 Open interest 46 Model this put
594	13	55.9%	0.683	$1.09		$0.31	-0.316	55.5%	5	21
Call · $22.5 In the money Snapshot session Aug 14, 2026 Last $1.09 Breakeven $23.59 Implied vol 55.9% Delta 0.683 ≈68% ITM Gamma 0.235 Theta -0.055 Vega 0.009 Open interest 594 Model this call Put · $22.5 Snapshot session Aug 14, 2026 Last $0.31 Breakeven $22.19 Implied vol 55.5% Delta -0.316 ≈32% ITM Gamma 0.236 Theta -0.053 Vega 0.009 Open interest 21 Model this put
378	115	50.9%	0.561	$0.68		$0.54	-0.443	55.1%	74	14
Call · $23 In the money Snapshot session Aug 14, 2026 Last $0.68 Breakeven $23.68 Implied vol 50.9% Delta 0.561 ≈56% ITM Gamma 0.285 Theta -0.055 Vega 0.011 Open interest 378 Model this call Put · $23 Snapshot session Aug 14, 2026 Last $0.54 Breakeven $22.46 Implied vol 55.1% Delta -0.443 ≈44% ITM Gamma 0.264 Theta -0.058 Vega 0.011 Open interest 14 Model this put
Underlying $23.11
45	60	51.5%	0.421	$0.46		$0.79	-0.564	60.3%	23	3
Call · $23.5 Snapshot session Aug 14, 2026 Last $0.46 Breakeven $23.96 Implied vol 51.5% Delta 0.421 ≈42% ITM Gamma 0.278 Theta -0.055 Vega 0.011 Open interest 45 Model this call Put · $23.5 In the money Snapshot session Aug 14, 2026 Last $0.79 Breakeven $22.71 Implied vol 60.3% Delta -0.564 ≈56% ITM Gamma 0.24 Theta -0.063 Vega 0.011 Open interest 3 Model this put
2.9k	3.5k	53.3%	0.301	$0.26		—	-0.683	58%	—	0
Call · $24 Snapshot session Aug 14, 2026 Last $0.26 Breakeven $24.26 Implied vol 53.3% Delta 0.301 ≈30% ITM Gamma 0.239 Theta -0.051 Vega 0.01 Open interest 2.9k Model this call Put · $24 In the money Snapshot session Unknown Last — Breakeven — Implied vol 58% Delta -0.683 ≈68% ITM Gamma 0.226 Theta -0.054 Vega 0.01 Open interest 0 Model this put
3.7k	1.1k	55.3%	0.208	$0.20		$2.65	-0.797	54.7%	1	1
Call · $24.5 Snapshot session Aug 14, 2026 Last $0.20 Breakeven $24.70 Implied vol 55.3% Delta 0.208 ≈21% ITM Gamma 0.19 Theta -0.043 Vega 0.008 Open interest 3.7k Model this call Put · $24.5 In the money Snapshot session Aug 11, 2026 Last $2.65 Breakeven $21.85 Implied vol 54.7% Delta -0.797 ≈80% ITM Gamma 0.191 Theta -0.04 Vega 0.008 Open interest 1 Model this put
484	5.4k	60.2%	0.149	$0.15		$2.03	-0.799	72.7%	43	15
Call · $25 Snapshot session Aug 14, 2026 Last $0.15 Breakeven $25.15 Implied vol 60.2% Delta 0.149 ≈15% ITM Gamma 0.143 Theta -0.038 Vega 0.008 Open interest 484 Model this call Put · $25 In the money Snapshot session Aug 14, 2026 Last $2.03 Breakeven $22.97 Implied vol 72.7% Delta -0.799 ≈80% ITM Gamma 0.142 Theta -0.053 Vega 0.008 Open interest 15 Model this put
16	10	65.3%	0.116	$0.12		—	—	—	—	0
Call · $25.5 Snapshot session Aug 14, 2026 Last $0.12 Breakeven $25.62 Implied vol 65.3% Delta 0.116 ≈12% ITM Gamma 0.109 Theta -0.034 Vega 0.005 Open interest 16 Model this call Put · $25.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1.2k	2.7k	69.6%	0.086	$0.09		—	-0.885	78.3%	—	0
Call · $26 Snapshot session Aug 14, 2026 Last $0.09 Breakeven $26.09 Implied vol 69.6% Delta 0.086 ≈9% ITM Gamma 0.083 Theta -0.03 Vega 0.005 Open interest 1.2k Model this call Put · $26 In the money Snapshot session Unknown Last — Breakeven — Implied vol 78.3% Delta -0.885 ≈89% ITM Gamma 0.092 Theta -0.039 Vega 0.005 Open interest 0 Model this put
0	50	83.4%	0.095	$0.05		—	-0.895	87.2%	—	0
Call · $26.5 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $26.55 Implied vol 83.4% Delta 0.095 ≈9% ITM Gamma 0.074 Theta -0.038 Vega 0.005 Open interest 0 Model this call Put · $26.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 87.2% Delta -0.895 ≈89% ITM Gamma 0.077 Theta -0.041 Vega 0.005 Open interest 0 Model this put
1	1	—	—	$0.66		—	—	—	—	0
Call · $27 Snapshot session Aug 12, 2026 Last $0.66 Breakeven $27.66 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $27 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	1	—	—	$0.02		—	-0.873	131.8%	—	0
Call · $28 Snapshot session Aug 13, 2026 Last $0.02 Breakeven $28.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $28 In the money Snapshot session Unknown Last — Breakeven — Implied vol 131.8% Delta -0.873 ≈87% ITM Gamma 0.058 Theta -0.072 Vega 0.005 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $29 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $29 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	4	128.4%	0.052	$0.09		$9.90	-0.877	172.6%	2	1
Call · $30 Snapshot session Jul 16, 2026 Last $0.09 Breakeven $30.09 Implied vol 128.4% Delta 0.052 ≈5% ITM Gamma 0.03 Theta -0.037 Vega 0.003 Open interest 4 Model this call Put · $30 In the money Snapshot session Jul 15, 2026 Last $9.90 Breakeven $20.10 Implied vol 172.6% Delta -0.877 ≈88% ITM Gamma 0.043 Theta -0.092 Vega 0.006 Open interest 1 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $31 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $31 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$14.90	—	—	2	0
Call · $35 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $35 In the money Snapshot session Jul 15, 2026 Last $14.90 Breakeven $20.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put