1
1
—
—
$52.91
55
—
—
—
—
0
Call · $55
In the money
Last $52.91
Breakeven $107.91
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $55
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
192.6%
0.987
—
60
—
—
—
—
0
Call · $60
In the money
Last —
Breakeven —
Implied vol 192.6%
Delta 0.987 ≈99% ITM
Gamma 0.001
Theta -0.064
Vega 0.005
Open interest 0
Model this call
Put · $60
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
219.5%
0.957
—
65
$0.01
—
—
4
4
Call · $65
In the money
Last —
Breakeven —
Implied vol 219.5%
Delta 0.957 ≈96% ITM
Gamma 0.003
Theta -0.208
Vega 0.011
Open interest 0
Model this call
Put · $65
Last $0.01
Breakeven $64.99
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
0
—
190.8%
0.951
—
70
$0.05
-0.034
168.9%
2
1
Call · $70
In the money
Last —
Breakeven —
Implied vol 190.8%
Delta 0.951 ≈95% ITM
Gamma 0.004
Theta -0.204
Vega 0.012
Open interest 0
Model this call
Put · $70
Last $0.05
Breakeven $69.95
Implied vol 168.9%
Delta -0.034 ≈3% ITM
Gamma 0.003
Theta -0.132
Vega 0.012
Open interest 1
Model this put
0
—
149.7%
0.955
—
75
$0.09
-0.071
176.5%
1
7
Call · $75
In the money
Last —
Breakeven —
Implied vol 149.7%
Delta 0.955 ≈95% ITM
Gamma 0.005
Theta -0.149
Vega 0.012
Open interest 0
Model this call
Put · $75
Last $0.09
Breakeven $74.91
Implied vol 176.5%
Delta -0.071 ≈7% ITM
Gamma 0.006
Theta -0.252
Vega 0.021
Open interest 7
Model this put
1
1
121.3%
0.951
$24.11
80
$0.49
-0.013
88.6%
2
31
Call · $80
In the money
Last $24.11
Breakeven $104.11
Implied vol 121.3%
Delta 0.951 ≈95% ITM
Gamma 0.006
Theta -0.13
Vega 0.013
Open interest 1
Model this call
Put · $80
Last $0.49
Breakeven $79.51
Implied vol 88.6%
Delta -0.013 ≈1% ITM
Gamma 0.003
Theta -0.031
Vega 0.006
Open interest 31
Model this put
1
4
103.1%
0.93
$17.25
85
$0.13
-0.026
77.4%
1
102
Call · $85
In the money
Last $17.25
Breakeven $102.25
Implied vol 103.1%
Delta 0.93 ≈93% ITM
Gamma 0.009
Theta -0.145
Vega 0.022
Open interest 1
Model this call
Put · $85
Last $0.13
Breakeven $84.87
Implied vol 77.4%
Delta -0.026 ≈3% ITM
Gamma 0.006
Theta -0.049
Vega 0.006
Open interest 102
Model this put
0
—
111.4%
0.902
—
86
$0.20
-0.03
75.4%
6
24
Call · $86
In the money
Last —
Breakeven —
Implied vol 111.4%
Delta 0.902 ≈90% ITM
Gamma 0.011
Theta -0.202
Vega 0.022
Open interest 0
Model this call
Put · $86
Last $0.20
Breakeven $85.80
Implied vol 75.4%
Delta -0.03 ≈3% ITM
Gamma 0.007
Theta -0.054
Vega 0.013
Open interest 24
Model this put
0
—
88.6%
0.935
—
87
$0.18
-0.038
74.3%
1
9
Call · $87
In the money
Last —
Breakeven —
Implied vol 88.6%
Delta 0.935 ≈93% ITM
Gamma 0.01
Theta -0.119
Vega 0.023
Open interest 0
Model this call
Put · $87
Last $0.18
Breakeven $86.82
Implied vol 74.3%
Delta -0.038 ≈4% ITM
Gamma 0.008
Theta -0.065
Vega 0.013
Open interest 9
Model this put
0
—
106.8%
0.884
—
88
$0.15
-0.054
77%
1
228
Call · $88
In the money
Last —
Breakeven —
Implied vol 106.8%
Delta 0.884 ≈88% ITM
Gamma 0.013
Theta -0.222
Vega 0.023
Open interest 0
Model this call
Put · $88
Last $0.15
Breakeven $87.85
Implied vol 77%
Delta -0.054 ≈5% ITM
Gamma 0.01
Theta -0.089
Vega 0.013
Open interest 228
Model this put
0
—
97.4%
0.886
—
89
$0.22
-0.05
69.5%
416
544
Call · $89
In the money
Last —
Breakeven —
Implied vol 97.4%
Delta 0.886 ≈89% ITM
Gamma 0.014
Theta -0.199
Vega 0.023
Open interest 0
Model this call
Put · $89
Last $0.22
Breakeven $88.78
Implied vol 69.5%
Delta -0.05 ≈5% ITM
Gamma 0.011
Theta -0.075
Vega 0.013
Open interest 544
Model this put
1
1
84.9%
0.896
$14.80
90
$0.20
-0.066
70.9%
48
363
Call · $90
In the money
Last $14.80
Breakeven $104.80
Implied vol 84.9%
Delta 0.896 ≈90% ITM
Gamma 0.015
Theta -0.161
Vega 0.023
Open interest 1
Model this call
Put · $90
Last $0.20
Breakeven $89.80
Implied vol 70.9%
Delta -0.066 ≈7% ITM
Gamma 0.013
Theta -0.096
Vega 0.023
Open interest 363
Model this put
0
—
74.7%
0.904
—
91
$0.35
-0.105
78.3%
4
26
Call · $91
In the money
Last —
Breakeven —
Implied vol 74.7%
Delta 0.904 ≈90% ITM
Gamma 0.016
Theta -0.133
Vega 0.023
Open interest 0
Model this call
Put · $91
Last $0.35
Breakeven $90.65
Implied vol 78.3%
Delta -0.105 ≈10% ITM
Gamma 0.017
Theta -0.15
Vega 0.023
Open interest 26
Model this put
2
2
74.3%
0.887
$12.66
92
$0.39
-0.08
63.3%
70
106
Call · $92
In the money
Last $12.66
Breakeven $104.66
Implied vol 74.3%
Delta 0.887 ≈89% ITM
Gamma 0.019
Theta -0.151
Vega 0.023
Open interest 2
Model this call
Put · $92
Last $0.39
Breakeven $91.61
Implied vol 63.3%
Delta -0.08 ≈8% ITM
Gamma 0.017
Theta -0.099
Vega 0.023
Open interest 106
Model this put
4
1
75%
0.863
$11.70
93
$0.39
-0.113
67.4%
16
389
Call · $93
In the money
Last $11.70
Breakeven $104.70
Implied vol 75%
Delta 0.863 ≈86% ITM
Gamma 0.021
Theta -0.174
Vega 0.035
Open interest 4
Model this call
Put · $93
Last $0.39
Breakeven $92.61
Implied vol 67.4%
Delta -0.113 ≈11% ITM
Gamma 0.021
Theta -0.137
Vega 0.023
Open interest 389
Model this put
1
2
78%
0.828
$9.53
94
$0.56
-0.13
65.4%
81
884
Call · $94
In the money
Last $9.53
Breakeven $103.53
Implied vol 78%
Delta 0.828 ≈83% ITM
Gamma 0.024
Theta -0.209
Vega 0.035
Open interest 1
Model this call
Put · $94
Last $0.56
Breakeven $93.44
Implied vol 65.4%
Delta -0.13 ≈13% ITM
Gamma 0.024
Theta -0.147
Vega 0.035
Open interest 884
Model this put
109
6
64.7%
0.842
$9.62
95
$0.67
-0.146
61.6%
257
408
Call · $95
In the money
Last $9.62
Breakeven $104.62
Implied vol 64.7%
Delta 0.842 ≈84% ITM
Gamma 0.027
Theta -0.165
Vega 0.035
Open interest 109
Model this call
Put · $95
Last $0.67
Breakeven $94.33
Implied vol 61.6%
Delta -0.146 ≈15% ITM
Gamma 0.027
Theta -0.149
Vega 0.035
Open interest 408
Model this put
4
1
69.8%
0.796
$9.26
96
$0.82
-0.181
62.4%
33
168
Call · $96
In the money
Last $9.26
Breakeven $105.26
Implied vol 69.8%
Delta 0.796 ≈80% ITM
Gamma 0.029
Theta -0.211
Vega 0.036
Open interest 4
Model this call
Put · $96
Last $0.82
Breakeven $95.18
Implied vol 62.4%
Delta -0.181 ≈18% ITM
Gamma 0.03
Theta -0.173
Vega 0.036
Open interest 168
Model this put
6
1
69.6%
0.764
$10.17
97
$1.07
-0.216
63.5%
18
243
Call · $97
In the money
Last $10.17
Breakeven $107.17
Implied vol 69.6%
Delta 0.764 ≈76% ITM
Gamma 0.032
Theta -0.227
Vega 0.047
Open interest 6
Model this call
Put · $97
Last $1.07
Breakeven $95.93
Implied vol 63.5%
Delta -0.216 ≈22% ITM
Gamma 0.034
Theta -0.198
Vega 0.036
Open interest 243
Model this put
3
1
72.6%
0.721
$8.35
98
$1.14
-0.254
63.1%
12
378
Call · $98
In the money
Last $8.35
Breakeven $106.35
Implied vol 72.6%
Delta 0.721 ≈72% ITM
Gamma 0.033
Theta -0.257
Vega 0.047
Open interest 3
Model this call
Put · $98
Last $1.14
Breakeven $96.86
Implied vol 63.1%
Delta -0.254 ≈25% ITM
Gamma 0.037
Theta -0.213
Vega 0.047
Open interest 378
Model this put
20
3
59.1%
0.716
$6.39
99
$1.38
-0.279
57.6%
8
103
Call · $99
In the money
Last $6.39
Breakeven $105.39
Implied vol 59.1%
Delta 0.716 ≈72% ITM
Gamma 0.041
Theta -0.212
Vega 0.047
Open interest 20
Model this call
Put · $99
Last $1.38
Breakeven $97.62
Implied vol 57.6%
Delta -0.279 ≈28% ITM
Gamma 0.042
Theta -0.204
Vega 0.047
Open interest 103
Model this put
70
1
64.8%
0.662
$6.00
100
$1.93
-0.334
62.8%
335
404
Call · $100
In the money
Last $6.00
Breakeven $106.00
Implied vol 64.8%
Delta 0.662 ≈66% ITM
Gamma 0.041
Theta -0.254
Vega 0.048
Open interest 70
Model this call
Put · $100
Last $1.93
Breakeven $98.07
Implied vol 62.8%
Delta -0.334 ≈33% ITM
Gamma 0.042
Theta -0.243
Vega 0.048
Open interest 404
Model this put
30
7
66.8%
0.616
$5.20
101
$2.11
-0.376
61%
10
30
Call · $101
In the money
Last $5.20
Breakeven $106.20
Implied vol 66.8%
Delta 0.616 ≈62% ITM
Gamma 0.041
Theta -0.27
Vega 0.055
Open interest 30
Model this call
Put · $101
Last $2.11
Breakeven $98.89
Implied vol 61%
Delta -0.376 ≈38% ITM
Gamma 0.045
Theta -0.244
Vega 0.055
Open interest 30
Model this put
37
11
58.3%
0.579
$4.35
102
$2.58
-0.421
59.8%
38
149
Call · $102
In the money
Last $4.35
Breakeven $106.35
Implied vol 58.3%
Delta 0.579 ≈58% ITM
Gamma 0.048
Theta -0.241
Vega 0.055
Open interest 37
Model this call
Put · $102
Last $2.58
Breakeven $99.42
Implied vol 59.8%
Delta -0.421 ≈42% ITM
Gamma 0.047
Theta -0.246
Vega 0.055
Open interest 149
Model this put
366
11
60.2%
0.531
$3.67
103
$3.25
-0.469
61.3%
58
112
Call · $103
In the money
Last $3.67
Breakeven $106.67
Implied vol 60.2%
Delta 0.531 ≈53% ITM
Gamma 0.048
Theta -0.256
Vega 0.055
Open interest 366
Model this call
Put · $103
Last $3.25
Breakeven $99.75
Implied vol 61.3%
Delta -0.469 ≈47% ITM
Gamma 0.047
Theta -0.259
Vega 0.055
Open interest 112
Model this put
Underlying $103.22
163
107
59.5%
0.483
$3.05
104
$3.52
-0.515
61.8%
69
255
Call · $104
Last $3.05
Breakeven $107.05
Implied vol 59.5%
Delta 0.483 ≈48% ITM
Gamma 0.049
Theta -0.252
Vega 0.055
Open interest 163
Model this call
Put · $104
In the money
Last $3.52
Breakeven $100.48
Implied vol 61.8%
Delta -0.515 ≈51% ITM
Gamma 0.047
Theta -0.26
Vega 0.055
Open interest 255
Model this put
319
47
62.3%
0.44
$2.83
105
$4.20
-0.56
61.6%
69
279
Call · $105
Last $2.83
Breakeven $107.83
Implied vol 62.3%
Delta 0.44 ≈44% ITM
Gamma 0.046
Theta -0.259
Vega 0.056
Open interest 319
Model this call
Put · $105
In the money
Last $4.20
Breakeven $100.80
Implied vol 61.6%
Delta -0.56 ≈56% ITM
Gamma 0.046
Theta -0.255
Vega 0.056
Open interest 279
Model this put
95
92
60.8%
0.392
$2.19
106
$4.55
-0.613
58.7%
116
282
Call · $106
Last $2.19
Breakeven $108.19
Implied vol 60.8%
Delta 0.392 ≈39% ITM
Gamma 0.046
Theta -0.249
Vega 0.056
Open interest 95
Model this call
Put · $106
In the money
Last $4.55
Breakeven $101.45
Implied vol 58.7%
Delta -0.613 ≈61% ITM
Gamma 0.048
Theta -0.238
Vega 0.056
Open interest 282
Model this put
744
204
61.3%
0.351
$2.00
107
$5.17
-0.652
60.2%
6
27
Call · $107
Last $2.00
Breakeven $109.00
Implied vol 61.3%
Delta 0.351 ≈35% ITM
Gamma 0.044
Theta -0.242
Vega 0.049
Open interest 744
Model this call
Put · $107
In the money
Last $5.17
Breakeven $101.83
Implied vol 60.2%
Delta -0.652 ≈65% ITM
Gamma 0.045
Theta -0.235
Vega 0.049
Open interest 27
Model this put
880
108
60.1%
0.307
$1.55
108
$5.85
-0.699
58.3%
3
439
Call · $108
Last $1.55
Breakeven $109.55
Implied vol 60.1%
Delta 0.307 ≈31% ITM
Gamma 0.042
Theta -0.223
Vega 0.049
Open interest 880
Model this call
Put · $108
In the money
Last $5.85
Breakeven $102.15
Implied vol 58.3%
Delta -0.699 ≈70% ITM
Gamma 0.043
Theta -0.212
Vega 0.049
Open interest 439
Model this put
549
26
58.9%
0.262
$1.43
109
$6.60
-0.778
49.7%
3
588
Call · $109
Last $1.43
Breakeven $110.43
Implied vol 58.9%
Delta 0.262 ≈26% ITM
Gamma 0.04
Theta -0.204
Vega 0.05
Open interest 549
Model this call
Put · $109
In the money
Last $6.60
Breakeven $102.40
Implied vol 49.7%
Delta -0.778 ≈78% ITM
Gamma 0.043
Theta -0.155
Vega 0.038
Open interest 588
Model this put
607
239
61.8%
0.236
$1.15
110
$7.41
-0.796
53.6%
1
262
Call · $110
Last $1.15
Breakeven $111.15
Implied vol 61.8%
Delta 0.236 ≈24% ITM
Gamma 0.036
Theta -0.204
Vega 0.038
Open interest 607
Model this call
Put · $110
In the money
Last $7.41
Breakeven $102.59
Implied vol 53.6%
Delta -0.796 ≈80% ITM
Gamma 0.038
Theta -0.158
Vega 0.038
Open interest 262
Model this put
118
82
61.8%
0.207
$1.02
111
$7.90
-0.827
54.2%
5
8
Call · $111
Last $1.02
Breakeven $112.02
Implied vol 61.8%
Delta 0.207 ≈21% ITM
Gamma 0.033
Theta -0.186
Vega 0.038
Open interest 118
Model this call
Put · $111
In the money
Last $7.90
Breakeven $103.10
Implied vol 54.2%
Delta -0.827 ≈83% ITM
Gamma 0.034
Theta -0.144
Vega 0.038
Open interest 8
Model this put
107
311
59.1%
0.165
$0.84
112
$8.35
-0.874
50.9%
5
10
Call · $112
Last $0.84
Breakeven $112.84
Implied vol 59.1%
Delta 0.165 ≈16% ITM
Gamma 0.03
Theta -0.155
Vega 0.039
Open interest 107
Model this call
Put · $112
In the money
Last $8.35
Breakeven $103.65
Implied vol 50.9%
Delta -0.874 ≈87% ITM
Gamma 0.029
Theta -0.109
Vega 0.026
Open interest 10
Model this put
69
11
61.3%
0.145
$0.65
113
$8.35
-0.909
48.8%
1
4
Call · $113
Last $0.65
Breakeven $113.65
Implied vol 61.3%
Delta 0.145 ≈15% ITM
Gamma 0.027
Theta -0.149
Vega 0.039
Open interest 69
Model this call
Put · $113
In the money
Last $8.35
Breakeven $104.65
Implied vol 48.8%
Delta -0.909 ≈91% ITM
Gamma 0.024
Theta -0.082
Vega 0.026
Open interest 4
Model this put
45
7
61.8%
0.126
$0.55
114
$7.90
-0.929
49.3%
2
5
Call · $114
Last $0.55
Breakeven $114.55
Implied vol 61.8%
Delta 0.126 ≈13% ITM
Gamma 0.024
Theta -0.136
Vega 0.026
Open interest 45
Model this call
Put · $114
In the money
Last $7.90
Breakeven $106.10
Implied vol 49.3%
Delta -0.929 ≈93% ITM
Gamma 0.02
Theta -0.069
Vega 0.015
Open interest 5
Model this put
3k
581
57.9%
0.09
$0.45
115
$9.30
—
—
2
14
Call · $115
Last $0.45
Breakeven $115.45
Implied vol 57.9%
Delta 0.09 ≈9% ITM
Gamma 0.02
Theta -0.099
Vega 0.026
Open interest 3k
Model this call
Put · $115
In the money
Last $9.30
Breakeven $105.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 14
Model this put
32
41
57.9%
0.071
$0.38
116
—
—
—
—
0
Call · $116
Last $0.38
Breakeven $116.38
Implied vol 57.9%
Delta 0.071 ≈7% ITM
Gamma 0.017
Theta -0.084
Vega 0.015
Open interest 32
Model this call
Put · $116
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
94
18
56.9%
0.056
$0.30
117
$13.30
—
—
10
10
Call · $117
Last $0.30
Breakeven $117.30
Implied vol 56.9%
Delta 0.056 ≈6% ITM
Gamma 0.014
Theta -0.068
Vega 0.015
Open interest 94
Model this call
Put · $117
In the money
Last $13.30
Breakeven $103.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this put
14
6
57.9%
0.048
$0.44
118
$15.31
-0.957
56.5%
7
7
Call · $118
Last $0.44
Breakeven $118.44
Implied vol 57.9%
Delta 0.048 ≈5% ITM
Gamma 0.012
Theta -0.06
Vega 0.015
Open interest 14
Model this call
Put · $118
In the money
Last $15.31
Breakeven $102.69
Implied vol 56.5%
Delta -0.957 ≈96% ITM
Gamma 0.012
Theta -0.051
Vega 0.015
Open interest 7
Model this put
362
80
59%
0.039
$0.20
119
—
—
—
—
0
Call · $119
Last $0.20
Breakeven $119.20
Implied vol 59%
Delta 0.039 ≈4% ITM
Gamma 0.01
Theta -0.053
Vega 0.015
Open interest 362
Model this call
Put · $119
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
245
116
60%
0.033
$0.13
120
—
—
—
—
0
Call · $120
Last $0.13
Breakeven $120.13
Implied vol 60%
Delta 0.033 ≈3% ITM
Gamma 0.009
Theta -0.046
Vega 0.008
Open interest 245
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
2
65.2%
0.038
$0.37
121
—
—
—
—
0
Call · $121
Last $0.37
Breakeven $121.37
Implied vol 65.2%
Delta 0.038 ≈4% ITM
Gamma 0.009
Theta -0.056
Vega 0.015
Open interest 3
Model this call
Put · $121
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
2
66.2%
0.032
$0.34
122
—
—
—
—
0
Call · $122
Last $0.34
Breakeven $122.34
Implied vol 66.2%
Delta 0.032 ≈3% ITM
Gamma 0.008
Theta -0.051
Vega 0.008
Open interest 2
Model this call
Put · $122
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
66.1%
0.027
—
123
—
—
—
—
0
Call · $123
Last —
Breakeven —
Implied vol 66.1%
Delta 0.027 ≈3% ITM
Gamma 0.007
Theta -0.043
Vega 0.008
Open interest 0
Model this call
Put · $123
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
66.7%
0.023
—
124
—
—
—
—
0
Call · $124
Last —
Breakeven —
Implied vol 66.7%
Delta 0.023 ≈2% ITM
Gamma 0.006
Theta -0.038
Vega 0.008
Open interest 0
Model this call
Put · $124
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
89
16
67.2%
0.019
$0.06
125
—
—
—
—
0
Call · $125
Last $0.06
Breakeven $125.06
Implied vol 67.2%
Delta 0.019 ≈2% ITM
Gamma 0.005
Theta -0.032
Vega 0.008
Open interest 89
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
69%
0.017
$0.26
126
—
—
—
—
0
Call · $126
Last $0.26
Breakeven $126.26
Implied vol 69%
Delta 0.017 ≈2% ITM
Gamma 0.004
Theta -0.031
Vega 0.008
Open interest 1
Model this call
Put · $126
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
5
5
90.1%
0.05
$0.24
127
—
—
—
—
0
Call · $127
Last $0.24
Breakeven $127.24
Implied vol 90.1%
Delta 0.05 ≈5% ITM
Gamma 0.008
Theta -0.098
Vega 0.016
Open interest 5
Model this call
Put · $127
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
128
—
—
—
—
0
Call · $128
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $128
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
129
—
—
—
—
0
Call · $129
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $129
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
10
2
106.7%
0.063
$0.05
130
$24.84
—
—
50
0
Call · $130
Last $0.05
Breakeven $130.05
Implied vol 106.7%
Delta 0.063 ≈6% ITM
Gamma 0.008
Theta -0.139
Vega 0.016
Open interest 10
Model this call
Put · $130
In the money
Last $24.84
Breakeven $105.16
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
131
—
—
—
—
0
Call · $131
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $131
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
—
—
$0.03
132
—
—
—
—
0
Call · $132
Last $0.03
Breakeven $132.03
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $132
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put