SHAK Stock — Shake Shack Inc.: Options Chain

Calls		Puts
0	—	—	—	—	—	-0.03	312.3%	—	0
Call · $35 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $35 Last — Breakeven — Implied vol 312.3% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.151 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—	—	-0.036	261%	—	0
Call · $40 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol 261% Delta -0.036 ≈4% ITM Gamma 0.003 Theta -0.147 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—	—	-0.037	251.5%	—	0
Call · $41 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $41 Last — Breakeven — Implied vol 251.5% Delta -0.037 ≈4% ITM Gamma 0.003 Theta -0.146 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—	$0.60	-0.042	249%	1	1
Call · $42 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $42 Last $0.60 Breakeven $41.40 Implied vol 249% Delta -0.042 ≈4% ITM Gamma 0.004 Theta -0.159 Vega 0.008 Open interest 1 Model this put
0	—	—	—	—	$0.43	-0.04	233.3%	2	1
Call · $43 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $43 Last $0.43 Breakeven $42.57 Implied vol 233.3% Delta -0.04 ≈4% ITM Gamma 0.004 Theta -0.144 Vega 0.008 Open interest 1 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $43.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $43.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	$0.05	-0.048	237.5%	20	35
Call · $44 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $44 Last $0.05 Breakeven $43.95 Implied vol 237.5% Delta -0.048 ≈5% ITM Gamma 0.004 Theta -0.171 Vega 0.008 Open interest 35 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $44.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $44.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	2	—	—	$18.51	$0.75	-0.043	216%	4	6
Call · $45 In the money Last $18.51 Breakeven $63.51 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $45 Last $0.75 Breakeven $44.25 Implied vol 216% Delta -0.043 ≈4% ITM Gamma 0.004 Theta -0.142 Vega 0.008 Open interest 6 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $45.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	$0.53	-0.045	207.6%	2	1
Call · $46 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $46 Last $0.53 Breakeven $45.47 Implied vol 207.6% Delta -0.045 ≈5% ITM Gamma 0.005 Theta -0.142 Vega 0.008 Open interest 1 Model this put
0	—	—	—	—	—	-0.046	203.5%	—	0
Call · $46.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $46.5 Last — Breakeven — Implied vol 203.5% Delta -0.046 ≈5% ITM Gamma 0.005 Theta -0.141 Vega 0.008 Open interest 0 Model this put
0	—	—	—	—	$0.33	-0.047	199.4%	2	402
Call · $47 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $47 Last $0.33 Breakeven $46.67 Implied vol 199.4% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.141 Vega 0.008 Open interest 402 Model this put
0	—	—	—	—	—	-0.048	195.4%	—	0
Call · $47.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $47.5 Last — Breakeven — Implied vol 195.4% Delta -0.048 ≈5% ITM Gamma 0.005 Theta -0.14 Vega 0.008 Open interest 0 Model this put
0	—	—	—	—	$0.40	-0.047	188.3%	2	7
Call · $48 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $48 Last $0.40 Breakeven $47.60 Implied vol 188.3% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.133 Vega 0.008 Open interest 7 Model this put
0	—	—	—	—	—	-0.05	187.5%	—	0
Call · $48.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $48.5 Last — Breakeven — Implied vol 187.5% Delta -0.05 ≈5% ITM Gamma 0.006 Theta -0.139 Vega 0.008 Open interest 0 Model this put
0	—	—	—	—	$0.28	-0.051	183.6%	2	13
Call · $49 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $49 Last $0.28 Breakeven $48.72 Implied vol 183.6% Delta -0.051 ≈5% ITM Gamma 0.006 Theta -0.139 Vega 0.008 Open interest 13 Model this put
0	—	—	—	—	$0.28	-0.052	179.8%	5	5
Call · $49.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $49.5 Last $0.28 Breakeven $49.22 Implied vol 179.8% Delta -0.052 ≈5% ITM Gamma 0.006 Theta -0.138 Vega 0.008 Open interest 5 Model this put
1.2k	88	—	—	$19.70	$0.10	-0.09	218.3%	6	25
Call · $50 In the money Last $19.70 Breakeven $69.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.2k Model this call Put · $50 Last $0.10 Breakeven $49.90 Implied vol 218.3% Delta -0.09 ≈9% ITM Gamma 0.008 Theta -0.255 Vega 0.014 Open interest 25 Model this put
0	—	—	—	—	$0.69	-0.089	202.4%	1	8
Call · $51 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $51 Last $0.69 Breakeven $50.31 Implied vol 202.4% Delta -0.089 ≈9% ITM Gamma 0.008 Theta -0.233 Vega 0.014 Open interest 8 Model this put
0	—	—	—	—	$1.66	-0.088	188.5%	1	16
Call · $52 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $52 Last $1.66 Breakeven $50.34 Implied vol 188.5% Delta -0.088 ≈9% ITM Gamma 0.009 Theta -0.216 Vega 0.015 Open interest 16 Model this put
1	1	—	—	$15.70	$1.08	-0.109	199.1%	6	10
Call · $53 In the money Last $15.70 Breakeven $68.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $53 Last $1.08 Breakeven $51.92 Implied vol 199.1% Delta -0.109 ≈11% ITM Gamma 0.01 Theta -0.268 Vega 0.022 Open interest 10 Model this put
1	1	—	—	$17.90	$1.23	-0.105	181.8%	4	13
Call · $54 In the money Last $17.90 Breakeven $71.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $54 Last $1.23 Breakeven $52.77 Implied vol 181.8% Delta -0.105 ≈11% ITM Gamma 0.01 Theta -0.24 Vega 0.015 Open interest 13 Model this put
2	1	—	—	$10.50	$0.05	-0.087	150.2%	10	14
Call · $55 In the money Last $10.50 Breakeven $65.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $55 Last $0.05 Breakeven $54.95 Implied vol 150.2% Delta -0.087 ≈9% ITM Gamma 0.011 Theta -0.169 Vega 0.015 Open interest 14 Model this put
0	—	—	—	—	$1.80	-0.104	154%	4	8
Call · $56 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $56 Last $1.80 Breakeven $54.20 Implied vol 154% Delta -0.104 ≈10% ITM Gamma 0.012 Theta -0.201 Vega 0.015 Open interest 8 Model this put
5	1	—	—	$13.10	$2.03	-0.121	154.4%	6	3
Call · $57 In the money Last $13.10 Breakeven $70.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this call Put · $57 Last $2.03 Breakeven $54.97 Implied vol 154.4% Delta -0.121 ≈12% ITM Gamma 0.014 Theta -0.224 Vega 0.023 Open interest 3 Model this put
2	2	—	—	$6.93	$2.33	-0.137	151.8%	2	4
Call · $58 In the money Last $6.93 Breakeven $64.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $58 Last $2.33 Breakeven $55.67 Implied vol 151.8% Delta -0.137 ≈14% ITM Gamma 0.015 Theta -0.238 Vega 0.023 Open interest 4 Model this put
3	5	—	—	$11.20	$0.08	-0.084	105.2%	2	4
Call · $59 In the money Last $11.20 Breakeven $70.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $59 Last $0.08 Breakeven $58.92 Implied vol 105.2% Delta -0.084 ≈8% ITM Gamma 0.015 Theta -0.115 Vega 0.016 Open interest 4 Model this put
7	1	—	—	$10.76	$0.15	-0.086	96.4%	1	10
Call · $60 In the money Last $10.76 Breakeven $70.76 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $60 Last $0.15 Breakeven $59.85 Implied vol 96.4% Delta -0.086 ≈9% ITM Gamma 0.017 Theta -0.107 Vega 0.016 Open interest 10 Model this put
14	4	—	—	$10.85	$2.35	-0.147	117%	2	7
Call · $61 In the money Last $10.85 Breakeven $71.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 14 Model this call Put · $61 Last $2.35 Breakeven $58.65 Implied vol 117% Delta -0.147 ≈15% ITM Gamma 0.02 Theta -0.192 Vega 0.024 Open interest 7 Model this put
15	1	—	—	$10.50	$0.78	-0.163	111.7%	3	55
Call · $62 In the money Last $10.50 Breakeven $72.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 15 Model this call Put · $62 Last $0.78 Breakeven $61.22 Implied vol 111.7% Delta -0.163 ≈16% ITM Gamma 0.023 Theta -0.196 Vega 0.024 Open interest 55 Model this put
58	94	—	—	$7.70	$0.43	-0.131	84.7%	4	8
Call · $63 In the money Last $7.70 Breakeven $70.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 58 Model this call Put · $63 Last $0.43 Breakeven $62.57 Implied vol 84.7% Delta -0.131 ≈13% ITM Gamma 0.026 Theta -0.129 Vega 0.024 Open interest 8 Model this put
19	6	—	—	$7.60	$0.20	-0.049	48.3%	3	2
Call · $64 In the money Last $7.60 Breakeven $71.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 19 Model this call Put · $64 Last $0.20 Breakeven $63.80 Implied vol 48.3% Delta -0.049 ≈5% ITM Gamma 0.022 Theta -0.035 Vega 0.009 Open interest 2 Model this put
19	25	—	—	$6.38	$0.28	-0.063	45.4%	21	25
Call · $65 In the money Last $6.38 Breakeven $71.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 19 Model this call Put · $65 Last $0.28 Breakeven $64.72 Implied vol 45.4% Delta -0.063 ≈6% ITM Gamma 0.029 Theta -0.04 Vega 0.016 Open interest 25 Model this put
55	11	—	—	$8.58	$0.25	-0.103	45.2%	48	173
Call · $66 In the money Last $8.58 Breakeven $74.58 Implied vol — Delta — Gamma — Theta — Vega — Open interest 55 Model this call Put · $66 Last $0.25 Breakeven $65.75 Implied vol 45.2% Delta -0.103 ≈10% ITM Gamma 0.041 Theta -0.057 Vega 0.016 Open interest 173 Model this put
35	21	39.1%	0.881	$3.50	$0.35	-0.15	44.4%	158	20
Call · $67 In the money Last $3.50 Breakeven $70.50 Implied vol 39.1% Delta 0.881 ≈88% ITM Gamma 0.053 Theta -0.062 Vega 0.016 Open interest 35 Model this call Put · $67 Last $0.35 Breakeven $66.65 Implied vol 44.4% Delta -0.15 ≈15% ITM Gamma 0.054 Theta -0.073 Vega 0.025 Open interest 20 Model this put
13	1	38.1%	0.82	$4.40	$0.50	-0.222	46.6%	47	21
Call · $68 In the money Last $4.40 Breakeven $72.40 Implied vol 38.1% Delta 0.82 ≈82% ITM Gamma 0.071 Theta -0.077 Vega 0.025 Open interest 13 Model this call Put · $68 Last $0.50 Breakeven $67.50 Implied vol 46.6% Delta -0.222 ≈22% ITM Gamma 0.067 Theta -0.099 Vega 0.033 Open interest 21 Model this put
39	1	36.1%	0.748	$3.78	$0.73	-0.294	45.1%	9	7
Call · $69 In the money Last $3.78 Breakeven $72.78 Implied vol 36.1% Delta 0.748 ≈75% ITM Gamma 0.092 Theta -0.088 Vega 0.033 Open interest 39 Model this call Put · $69 Last $0.73 Breakeven $68.27 Implied vol 45.1% Delta -0.294 ≈29% ITM Gamma 0.079 Theta -0.11 Vega 0.033 Open interest 7 Model this put
190	8	45%	0.623	$2.36	$1.20	-0.383	47.6%	37	108
Call · $70 In the money Last $2.36 Breakeven $72.36 Implied vol 45% Delta 0.623 ≈62% ITM Gamma 0.087 Theta -0.127 Vega 0.038 Open interest 190 Model this call Put · $70 Last $1.20 Breakeven $68.80 Implied vol 47.6% Delta -0.383 ≈38% ITM Gamma 0.083 Theta -0.128 Vega 0.038 Open interest 108 Model this put
14	12	49.9%	0.532	$1.75	$1.85	-0.469	46%	10	7
Call · $71 In the money Last $1.75 Breakeven $72.75 Implied vol 49.9% Delta 0.532 ≈53% ITM Gamma 0.083 Theta -0.148 Vega 0.038 Open interest 14 Model this call Put · $71 Last $1.85 Breakeven $69.15 Implied vol 46% Delta -0.469 ≈47% ITM Gamma 0.091 Theta -0.129 Vega 0.038 Open interest 7 Model this put
Underlying $71.19
67	19	42%	0.437	$1.28	$2.35	-0.552	49%	2	5
Call · $72 Last $1.28 Breakeven $73.28 Implied vol 42% Delta 0.437 ≈44% ITM Gamma 0.097 Theta -0.122 Vega 0.039 Open interest 67 Model this call Put · $72 In the money Last $2.35 Breakeven $69.65 Implied vol 49% Delta -0.552 ≈55% ITM Gamma 0.084 Theta -0.135 Vega 0.039 Open interest 5 Model this put
92	31	43.6%	0.351	$0.99	$3.31	-0.611	57.2%	1	1
Call · $73 Last $0.99 Breakeven $73.99 Implied vol 43.6% Delta 0.351 ≈35% ITM Gamma 0.089 Theta -0.119 Vega 0.034 Open interest 92 Model this call Put · $73 In the money Last $3.31 Breakeven $69.69 Implied vol 57.2% Delta -0.611 ≈61% ITM Gamma 0.07 Theta -0.155 Vega 0.039 Open interest 1 Model this put
29	48	50.4%	0.302	$0.70	$3.65	-0.645	67.7%	5	6
Call · $74 Last $0.70 Breakeven $74.70 Implied vol 50.4% Delta 0.302 ≈30% ITM Gamma 0.071 Theta -0.128 Vega 0.035 Open interest 29 Model this call Put · $74 In the money Last $3.65 Breakeven $70.35 Implied vol 67.7% Delta -0.645 ≈64% ITM Gamma 0.058 Theta -0.178 Vega 0.034 Open interest 6 Model this put
80	50	45.5%	0.212	$0.54	$3.45	-0.708	64.2%	7	7
Call · $75 Last $0.54 Breakeven $75.54 Implied vol 45.5% Delta 0.212 ≈21% ITM Gamma 0.066 Theta -0.096 Vega 0.027 Open interest 80 Model this call Put · $75 In the money Last $3.45 Breakeven $71.55 Implied vol 64.2% Delta -0.708 ≈71% ITM Gamma 0.056 Theta -0.154 Vega 0.035 Open interest 7 Model this put
54	11	58.5%	0.22	$0.30	—	-0.765	63%	—	0
Call · $76 Last $0.30 Breakeven $76.30 Implied vol 58.5% Delta 0.22 ≈22% ITM Gamma 0.053 Theta -0.126 Vega 0.027 Open interest 54 Model this call Put · $76 In the money Last — Breakeven — Implied vol 63% Delta -0.765 ≈76% ITM Gamma 0.051 Theta -0.135 Vega 0.027 Open interest 0 Model this put
10	5	50.4%	0.134	$0.32	—	-0.811	61.9%	—	0
Call · $77 Last $0.32 Breakeven $77.32 Implied vol 50.4% Delta 0.134 ≈13% ITM Gamma 0.045 Theta -0.08 Vega 0.018 Open interest 10 Model this call Put · $77 In the money Last — Breakeven — Implied vol 61.9% Delta -0.811 ≈81% ITM Gamma 0.046 Theta -0.115 Vega 0.027 Open interest 0 Model this put
0	2	46.1%	0.076	$0.22	—	-0.817	70.1%	—	0
Call · $78 Last $0.22 Breakeven $78.22 Implied vol 46.1% Delta 0.076 ≈8% ITM Gamma 0.032 Theta -0.048 Vega 0.018 Open interest 0 Model this call Put · $78 In the money Last — Breakeven — Implied vol 70.1% Delta -0.817 ≈82% ITM Gamma 0.039 Theta -0.128 Vega 0.027 Open interest 0 Model this put
12	11	58.1%	0.103	$0.14	—	-0.797	85.5%	—	0
Call · $79 Last $0.14 Breakeven $79.14 Implied vol 58.1% Delta 0.103 ≈10% ITM Gamma 0.032 Theta -0.075 Vega 0.018 Open interest 12 Model this call Put · $79 In the money Last — Breakeven — Implied vol 85.5% Delta -0.797 ≈80% ITM Gamma 0.034 Theta -0.168 Vega 0.027 Open interest 0 Model this put
35	2	61.9%	0.091	$0.06	$7.50	-0.813	89.7%	2	1
Call · $80 Last $0.06 Breakeven $80.06 Implied vol 61.9% Delta 0.091 ≈9% ITM Gamma 0.027 Theta -0.073 Vega 0.018 Open interest 35 Model this call Put · $80 In the money Last $7.50 Breakeven $72.50 Implied vol 89.7% Delta -0.813 ≈81% ITM Gamma 0.031 Theta -0.167 Vega 0.027 Open interest 1 Model this put
4	3	77.8%	0.124	$0.55	—	-0.816	97.6%	—	0
Call · $81 Last $0.55 Breakeven $81.55 Implied vol 77.8% Delta 0.124 ≈12% ITM Gamma 0.027 Theta -0.115 Vega 0.018 Open interest 4 Model this call Put · $81 In the money Last — Breakeven — Implied vol 97.6% Delta -0.816 ≈82% ITM Gamma 0.028 Theta -0.18 Vega 0.028 Open interest 0 Model this put
3	3	111.8%	0.2	$0.29	—	-0.835	99.9%	—	0
Call · $82 Last $0.29 Breakeven $82.29 Implied vol 111.8% Delta 0.2 ≈20% ITM Gamma 0.026 Theta -0.225 Vega 0.028 Open interest 3 Model this call Put · $82 In the money Last — Breakeven — Implied vol 99.9% Delta -0.835 ≈83% ITM Gamma 0.026 Theta -0.173 Vega 0.028 Open interest 0 Model this put
7	7	87.6%	0.112	$0.40	—	-0.847	104%	—	0
Call · $83 Last $0.40 Breakeven $83.40 Implied vol 87.6% Delta 0.112 ≈11% ITM Gamma 0.022 Theta -0.12 Vega 0.019 Open interest 7 Model this call Put · $83 In the money Last — Breakeven — Implied vol 104% Delta -0.847 ≈85% ITM Gamma 0.024 Theta -0.172 Vega 0.028 Open interest 0 Model this put
0	—	122.4%	0.184	—	—	-0.899	90.7%	—	0
Call · $84 Last — Breakeven — Implied vol 122.4% Delta 0.184 ≈18% ITM Gamma 0.022 Theta -0.234 Vega 0.028 Open interest 0 Model this call Put · $84 In the money Last — Breakeven — Implied vol 90.7% Delta -0.899 ≈90% ITM Gamma 0.02 Theta -0.109 Vega 0.019 Open interest 0 Model this put
3	3	99.9%	0.11	$0.25	—	-0.863	111.5%	—	0
Call · $85 Last $0.25 Breakeven $85.25 Implied vol 99.9% Delta 0.11 ≈11% ITM Gamma 0.019 Theta -0.135 Vega 0.019 Open interest 3 Model this call Put · $85 In the money Last — Breakeven — Implied vol 111.5% Delta -0.863 ≈86% ITM Gamma 0.021 Theta -0.17 Vega 0.019 Open interest 0 Model this put
3	3	89.3%	0.067	$0.25	—	-0.868	116.2%	—	0
Call · $86 Last $0.25 Breakeven $86.25 Implied vol 89.3% Delta 0.067 ≈7% ITM Gamma 0.015 Theta -0.084 Vega 0.011 Open interest 3 Model this call Put · $86 In the money Last — Breakeven — Implied vol 116.2% Delta -0.868 ≈87% ITM Gamma 0.019 Theta -0.173 Vega 0.019 Open interest 0 Model this put

Call · $35 In the money

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

Model this call

Put · $35

Last: —
Breakeven: —
Implied vol: 312.3%
Delta: -0.03 ≈3% ITM
Gamma: 0.002
Theta: -0.151
Vega: 0.007
Open interest: 0

Model this put

Call · $40 In the money

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

Model this call

Put · $40

Last: —
Breakeven: —
Implied vol: 261%
Delta: -0.036 ≈4% ITM
Gamma: 0.003
Theta: -0.147
Vega: 0.007
Open interest: 0

Model this put

Call · $41 In the money

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

Model this call

Put · $41

Last: —
Breakeven: —
Implied vol: 251.5%
Delta: -0.037 ≈4% ITM
Gamma: 0.003
Theta: -0.146
Vega: 0.007
Open interest: 0

Model this put

Call · $42 In the money

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

Model this call

Put · $42

Last: $0.60
Breakeven: $41.40
Implied vol: 249%
Delta: -0.042 ≈4% ITM
Gamma: 0.004
Theta: -0.159
Vega: 0.008
Open interest: 1

Model this put

Call · $43 In the money

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

Model this call

Put · $43

Last: $0.43
Breakeven: $42.57
Implied vol: 233.3%
Delta: -0.04 ≈4% ITM
Gamma: 0.004
Theta: -0.144
Vega: 0.008
Open interest: 1

Model this put

Call · $43.5 In the money

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

Model this call

Put · $43.5

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

Model this put

Call · $44 In the money

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

Model this call

Put · $44

Last: $0.05
Breakeven: $43.95
Implied vol: 237.5%
Delta: -0.048 ≈5% ITM
Gamma: 0.004
Theta: -0.171
Vega: 0.008
Open interest: 35

Model this put

Call · $44.5 In the money

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

Model this call

Put · $44.5

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

Model this put

Call · $45 In the money

Last: $18.51
Breakeven: $63.51
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $45

Last: $0.75
Breakeven: $44.25
Implied vol: 216%
Delta: -0.043 ≈4% ITM
Gamma: 0.004
Theta: -0.142
Vega: 0.008
Open interest: 6

Model this put

Call · $45.5 In the money

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

Model this call

Put · $45.5

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

Model this put

Call · $46 In the money

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

Model this call

Put · $46

Last: $0.53
Breakeven: $45.47
Implied vol: 207.6%
Delta: -0.045 ≈5% ITM
Gamma: 0.005
Theta: -0.142
Vega: 0.008
Open interest: 1

Model this put

Call · $46.5 In the money

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

Model this call

Put · $46.5

Last: —
Breakeven: —
Implied vol: 203.5%
Delta: -0.046 ≈5% ITM
Gamma: 0.005
Theta: -0.141
Vega: 0.008
Open interest: 0

Model this put

Call · $47 In the money

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

Model this call

Put · $47

Last: $0.33
Breakeven: $46.67
Implied vol: 199.4%
Delta: -0.047 ≈5% ITM
Gamma: 0.005
Theta: -0.141
Vega: 0.008
Open interest: 402

Model this put

Call · $47.5 In the money

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

Model this call

Put · $47.5

Last: —
Breakeven: —
Implied vol: 195.4%
Delta: -0.048 ≈5% ITM
Gamma: 0.005
Theta: -0.14
Vega: 0.008
Open interest: 0

Model this put

Call · $48 In the money

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

Model this call

Put · $48

Last: $0.40
Breakeven: $47.60
Implied vol: 188.3%
Delta: -0.047 ≈5% ITM
Gamma: 0.005
Theta: -0.133
Vega: 0.008
Open interest: 7

Model this put

Call · $48.5 In the money

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

Model this call

Put · $48.5

Last: —
Breakeven: —
Implied vol: 187.5%
Delta: -0.05 ≈5% ITM
Gamma: 0.006
Theta: -0.139
Vega: 0.008
Open interest: 0

Model this put

Call · $49 In the money

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

Model this call

Put · $49

Last: $0.28
Breakeven: $48.72
Implied vol: 183.6%
Delta: -0.051 ≈5% ITM
Gamma: 0.006
Theta: -0.139
Vega: 0.008
Open interest: 13

Model this put

Call · $49.5 In the money

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

Model this call

Put · $49.5

Last: $0.28
Breakeven: $49.22
Implied vol: 179.8%
Delta: -0.052 ≈5% ITM
Gamma: 0.006
Theta: -0.138
Vega: 0.008
Open interest: 5

Model this put

Call · $50 In the money

Last: $19.70
Breakeven: $69.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1.2k

Model this call

Put · $50

Last: $0.10
Breakeven: $49.90
Implied vol: 218.3%
Delta: -0.09 ≈9% ITM
Gamma: 0.008
Theta: -0.255
Vega: 0.014
Open interest: 25

Model this put

Call · $51 In the money

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

Model this call

Put · $51

Last: $0.69
Breakeven: $50.31
Implied vol: 202.4%
Delta: -0.089 ≈9% ITM
Gamma: 0.008
Theta: -0.233
Vega: 0.014
Open interest: 8

Model this put

Call · $52 In the money

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

Model this call

Put · $52

Last: $1.66
Breakeven: $50.34
Implied vol: 188.5%
Delta: -0.088 ≈9% ITM
Gamma: 0.009
Theta: -0.216
Vega: 0.015
Open interest: 16

Model this put

Call · $53 In the money

Last: $15.70
Breakeven: $68.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $53

Last: $1.08
Breakeven: $51.92
Implied vol: 199.1%
Delta: -0.109 ≈11% ITM
Gamma: 0.01
Theta: -0.268
Vega: 0.022
Open interest: 10

Model this put

Call · $54 In the money

Last: $17.90
Breakeven: $71.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $54

Last: $1.23
Breakeven: $52.77
Implied vol: 181.8%
Delta: -0.105 ≈11% ITM
Gamma: 0.01
Theta: -0.24
Vega: 0.015
Open interest: 13

Model this put

Call · $55 In the money

Last: $10.50
Breakeven: $65.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $55

Last: $0.05
Breakeven: $54.95
Implied vol: 150.2%
Delta: -0.087 ≈9% ITM
Gamma: 0.011
Theta: -0.169
Vega: 0.015
Open interest: 14

Model this put

Call · $56 In the money

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

Model this call

Put · $56

Last: $1.80
Breakeven: $54.20
Implied vol: 154%
Delta: -0.104 ≈10% ITM
Gamma: 0.012
Theta: -0.201
Vega: 0.015
Open interest: 8

Model this put

Call · $57 In the money

Last: $13.10
Breakeven: $70.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 5

Model this call

Put · $57

Last: $2.03
Breakeven: $54.97
Implied vol: 154.4%
Delta: -0.121 ≈12% ITM
Gamma: 0.014
Theta: -0.224
Vega: 0.023
Open interest: 3

Model this put

Call · $58 In the money

Last: $6.93
Breakeven: $64.93
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $58

Last: $2.33
Breakeven: $55.67
Implied vol: 151.8%
Delta: -0.137 ≈14% ITM
Gamma: 0.015
Theta: -0.238
Vega: 0.023
Open interest: 4

Model this put

Call · $59 In the money

Last: $11.20
Breakeven: $70.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $59

Last: $0.08
Breakeven: $58.92
Implied vol: 105.2%
Delta: -0.084 ≈8% ITM
Gamma: 0.015
Theta: -0.115
Vega: 0.016
Open interest: 4

Model this put

Call · $60 In the money

Last: $10.76
Breakeven: $70.76
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 7

Model this call

Put · $60

Last: $0.15
Breakeven: $59.85
Implied vol: 96.4%
Delta: -0.086 ≈9% ITM
Gamma: 0.017
Theta: -0.107
Vega: 0.016
Open interest: 10

Model this put

Call · $61 In the money

Last: $10.85
Breakeven: $71.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 14

Model this call

Put · $61

Last: $2.35
Breakeven: $58.65
Implied vol: 117%
Delta: -0.147 ≈15% ITM
Gamma: 0.02
Theta: -0.192
Vega: 0.024
Open interest: 7

Model this put

Call · $62 In the money

Last: $10.50
Breakeven: $72.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 15

Model this call

Put · $62

Last: $0.78
Breakeven: $61.22
Implied vol: 111.7%
Delta: -0.163 ≈16% ITM
Gamma: 0.023
Theta: -0.196
Vega: 0.024
Open interest: 55

Model this put

Call · $63 In the money

Last: $7.70
Breakeven: $70.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 58

Model this call

Put · $63

Last: $0.43
Breakeven: $62.57
Implied vol: 84.7%
Delta: -0.131 ≈13% ITM
Gamma: 0.026
Theta: -0.129
Vega: 0.024
Open interest: 8

Model this put

Call · $64 In the money

Last: $7.60
Breakeven: $71.60
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 19

Model this call

Put · $64

Last: $0.20
Breakeven: $63.80
Implied vol: 48.3%
Delta: -0.049 ≈5% ITM
Gamma: 0.022
Theta: -0.035
Vega: 0.009
Open interest: 2

Model this put

Call · $65 In the money

Last: $6.38
Breakeven: $71.38
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 19

Model this call

Put · $65

Last: $0.28
Breakeven: $64.72
Implied vol: 45.4%
Delta: -0.063 ≈6% ITM
Gamma: 0.029
Theta: -0.04
Vega: 0.016
Open interest: 25

Model this put

Call · $66 In the money

Last: $8.58
Breakeven: $74.58
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 55

Model this call

Put · $66

Last: $0.25
Breakeven: $65.75
Implied vol: 45.2%
Delta: -0.103 ≈10% ITM
Gamma: 0.041
Theta: -0.057
Vega: 0.016
Open interest: 173

Model this put

Call · $67 In the money

Last: $3.50
Breakeven: $70.50
Implied vol: 39.1%
Delta: 0.881 ≈88% ITM
Gamma: 0.053
Theta: -0.062
Vega: 0.016
Open interest: 35

Model this call

Put · $67

Last: $0.35
Breakeven: $66.65
Implied vol: 44.4%
Delta: -0.15 ≈15% ITM
Gamma: 0.054
Theta: -0.073
Vega: 0.025
Open interest: 20

Model this put

Call · $68 In the money

Last: $4.40
Breakeven: $72.40
Implied vol: 38.1%
Delta: 0.82 ≈82% ITM
Gamma: 0.071
Theta: -0.077
Vega: 0.025
Open interest: 13

Model this call

Put · $68

Last: $0.50
Breakeven: $67.50
Implied vol: 46.6%
Delta: -0.222 ≈22% ITM
Gamma: 0.067
Theta: -0.099
Vega: 0.033
Open interest: 21

Model this put

Call · $69 In the money

Last: $3.78
Breakeven: $72.78
Implied vol: 36.1%
Delta: 0.748 ≈75% ITM
Gamma: 0.092
Theta: -0.088
Vega: 0.033
Open interest: 39

Model this call

Put · $69

Last: $0.73
Breakeven: $68.27
Implied vol: 45.1%
Delta: -0.294 ≈29% ITM
Gamma: 0.079
Theta: -0.11
Vega: 0.033
Open interest: 7

Model this put

Call · $70 In the money

Last: $2.36
Breakeven: $72.36
Implied vol: 45%
Delta: 0.623 ≈62% ITM
Gamma: 0.087
Theta: -0.127
Vega: 0.038
Open interest: 190

Model this call

Put · $70

Last: $1.20
Breakeven: $68.80
Implied vol: 47.6%
Delta: -0.383 ≈38% ITM
Gamma: 0.083
Theta: -0.128
Vega: 0.038
Open interest: 108

Model this put

Call · $71 In the money

Last: $1.75
Breakeven: $72.75
Implied vol: 49.9%
Delta: 0.532 ≈53% ITM
Gamma: 0.083
Theta: -0.148
Vega: 0.038
Open interest: 14

Model this call

Put · $71

Last: $1.85
Breakeven: $69.15
Implied vol: 46%
Delta: -0.469 ≈47% ITM
Gamma: 0.091
Theta: -0.129
Vega: 0.038
Open interest: 7

Model this put

Call · $72

Last: $1.28
Breakeven: $73.28
Implied vol: 42%
Delta: 0.437 ≈44% ITM
Gamma: 0.097
Theta: -0.122
Vega: 0.039
Open interest: 67

Model this call

Put · $72 In the money

Last: $2.35
Breakeven: $69.65
Implied vol: 49%
Delta: -0.552 ≈55% ITM
Gamma: 0.084
Theta: -0.135
Vega: 0.039
Open interest: 5

Model this put

Call · $73

Last: $0.99
Breakeven: $73.99
Implied vol: 43.6%
Delta: 0.351 ≈35% ITM
Gamma: 0.089
Theta: -0.119
Vega: 0.034
Open interest: 92

Model this call

Put · $73 In the money

Last: $3.31
Breakeven: $69.69
Implied vol: 57.2%
Delta: -0.611 ≈61% ITM
Gamma: 0.07
Theta: -0.155
Vega: 0.039
Open interest: 1

Model this put

Call · $74

Last: $0.70
Breakeven: $74.70
Implied vol: 50.4%
Delta: 0.302 ≈30% ITM
Gamma: 0.071
Theta: -0.128
Vega: 0.035
Open interest: 29

Model this call

Put · $74 In the money

Last: $3.65
Breakeven: $70.35
Implied vol: 67.7%
Delta: -0.645 ≈64% ITM
Gamma: 0.058
Theta: -0.178
Vega: 0.034
Open interest: 6

Model this put

Call · $75

Last: $0.54
Breakeven: $75.54
Implied vol: 45.5%
Delta: 0.212 ≈21% ITM
Gamma: 0.066
Theta: -0.096
Vega: 0.027
Open interest: 80

Model this call

Put · $75 In the money

Last: $3.45
Breakeven: $71.55
Implied vol: 64.2%
Delta: -0.708 ≈71% ITM
Gamma: 0.056
Theta: -0.154
Vega: 0.035
Open interest: 7

Model this put

Call · $76

Last: $0.30
Breakeven: $76.30
Implied vol: 58.5%
Delta: 0.22 ≈22% ITM
Gamma: 0.053
Theta: -0.126
Vega: 0.027
Open interest: 54

Model this call

Put · $76 In the money

Last: —
Breakeven: —
Implied vol: 63%
Delta: -0.765 ≈76% ITM
Gamma: 0.051
Theta: -0.135
Vega: 0.027
Open interest: 0

Model this put

Call · $77

Last: $0.32
Breakeven: $77.32
Implied vol: 50.4%
Delta: 0.134 ≈13% ITM
Gamma: 0.045
Theta: -0.08
Vega: 0.018
Open interest: 10

Model this call

Put · $77 In the money

Last: —
Breakeven: —
Implied vol: 61.9%
Delta: -0.811 ≈81% ITM
Gamma: 0.046
Theta: -0.115
Vega: 0.027
Open interest: 0

Model this put

Call · $78

Last: $0.22
Breakeven: $78.22
Implied vol: 46.1%
Delta: 0.076 ≈8% ITM
Gamma: 0.032
Theta: -0.048
Vega: 0.018
Open interest: 0

Model this call

Put · $78 In the money

Last: —
Breakeven: —
Implied vol: 70.1%
Delta: -0.817 ≈82% ITM
Gamma: 0.039
Theta: -0.128
Vega: 0.027
Open interest: 0

Model this put

Call · $79

Last: $0.14
Breakeven: $79.14
Implied vol: 58.1%
Delta: 0.103 ≈10% ITM
Gamma: 0.032
Theta: -0.075
Vega: 0.018
Open interest: 12

Model this call

Put · $79 In the money

Last: —
Breakeven: —
Implied vol: 85.5%
Delta: -0.797 ≈80% ITM
Gamma: 0.034
Theta: -0.168
Vega: 0.027
Open interest: 0

Model this put

Call · $80

Last: $0.06
Breakeven: $80.06
Implied vol: 61.9%
Delta: 0.091 ≈9% ITM
Gamma: 0.027
Theta: -0.073
Vega: 0.018
Open interest: 35

Model this call

Put · $80 In the money

Last: $7.50
Breakeven: $72.50
Implied vol: 89.7%
Delta: -0.813 ≈81% ITM
Gamma: 0.031
Theta: -0.167
Vega: 0.027
Open interest: 1

Model this put

Call · $81

Last: $0.55
Breakeven: $81.55
Implied vol: 77.8%
Delta: 0.124 ≈12% ITM
Gamma: 0.027
Theta: -0.115
Vega: 0.018
Open interest: 4

Model this call

Put · $81 In the money

Last: —
Breakeven: —
Implied vol: 97.6%
Delta: -0.816 ≈82% ITM
Gamma: 0.028
Theta: -0.18
Vega: 0.028
Open interest: 0

Model this put

Call · $82

Last: $0.29
Breakeven: $82.29
Implied vol: 111.8%
Delta: 0.2 ≈20% ITM
Gamma: 0.026
Theta: -0.225
Vega: 0.028
Open interest: 3

Model this call

Put · $82 In the money

Last: —
Breakeven: —
Implied vol: 99.9%
Delta: -0.835 ≈83% ITM
Gamma: 0.026
Theta: -0.173
Vega: 0.028
Open interest: 0

Model this put

Call · $83

Last: $0.40
Breakeven: $83.40
Implied vol: 87.6%
Delta: 0.112 ≈11% ITM
Gamma: 0.022
Theta: -0.12
Vega: 0.019
Open interest: 7

Model this call

Put · $83 In the money

Last: —
Breakeven: —
Implied vol: 104%
Delta: -0.847 ≈85% ITM
Gamma: 0.024
Theta: -0.172
Vega: 0.028
Open interest: 0

Model this put

Call · $84

Last: —
Breakeven: —
Implied vol: 122.4%
Delta: 0.184 ≈18% ITM
Gamma: 0.022
Theta: -0.234
Vega: 0.028
Open interest: 0

Model this call

Put · $84 In the money

Last: —
Breakeven: —
Implied vol: 90.7%
Delta: -0.899 ≈90% ITM
Gamma: 0.02
Theta: -0.109
Vega: 0.019
Open interest: 0

Model this put

Call · $85

Last: $0.25
Breakeven: $85.25
Implied vol: 99.9%
Delta: 0.11 ≈11% ITM
Gamma: 0.019
Theta: -0.135
Vega: 0.019
Open interest: 3

Model this call

Put · $85 In the money

Last: —
Breakeven: —
Implied vol: 111.5%
Delta: -0.863 ≈86% ITM
Gamma: 0.021
Theta: -0.17
Vega: 0.019
Open interest: 0

Model this put

Call · $86

Last: $0.25
Breakeven: $86.25
Implied vol: 89.3%
Delta: 0.067 ≈7% ITM
Gamma: 0.015
Theta: -0.084
Vega: 0.011
Open interest: 3

Model this call

Put · $86 In the money

Last: —
Breakeven: —
Implied vol: 116.2%
Delta: -0.868 ≈87% ITM
Gamma: 0.019
Theta: -0.173
Vega: 0.019
Open interest: 0

Model this put

SHAK · Shake Shack Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	-0.03	312.3%	—	0
Call · $35 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $35 Last — Breakeven — Implied vol 312.3% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.151 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—		—	-0.036	261%	—	0
Call · $40 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol 261% Delta -0.036 ≈4% ITM Gamma 0.003 Theta -0.147 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—		—	-0.037	251.5%	—	0
Call · $41 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $41 Last — Breakeven — Implied vol 251.5% Delta -0.037 ≈4% ITM Gamma 0.003 Theta -0.146 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—		$0.60	-0.042	249%	1	1
Call · $42 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $42 Last $0.60 Breakeven $41.40 Implied vol 249% Delta -0.042 ≈4% ITM Gamma 0.004 Theta -0.159 Vega 0.008 Open interest 1 Model this put
0	—	—	—	—		$0.43	-0.04	233.3%	2	1
Call · $43 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $43 Last $0.43 Breakeven $42.57 Implied vol 233.3% Delta -0.04 ≈4% ITM Gamma 0.004 Theta -0.144 Vega 0.008 Open interest 1 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $43.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $43.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$0.05	-0.048	237.5%	20	35
Call · $44 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $44 Last $0.05 Breakeven $43.95 Implied vol 237.5% Delta -0.048 ≈5% ITM Gamma 0.004 Theta -0.171 Vega 0.008 Open interest 35 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $44.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $44.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	2	—	—	$18.51		$0.75	-0.043	216%	4	6
Call · $45 In the money Last $18.51 Breakeven $63.51 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $45 Last $0.75 Breakeven $44.25 Implied vol 216% Delta -0.043 ≈4% ITM Gamma 0.004 Theta -0.142 Vega 0.008 Open interest 6 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $45.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$0.53	-0.045	207.6%	2	1
Call · $46 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $46 Last $0.53 Breakeven $45.47 Implied vol 207.6% Delta -0.045 ≈5% ITM Gamma 0.005 Theta -0.142 Vega 0.008 Open interest 1 Model this put
0	—	—	—	—		—	-0.046	203.5%	—	0
Call · $46.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $46.5 Last — Breakeven — Implied vol 203.5% Delta -0.046 ≈5% ITM Gamma 0.005 Theta -0.141 Vega 0.008 Open interest 0 Model this put
0	—	—	—	—		$0.33	-0.047	199.4%	2	402
Call · $47 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $47 Last $0.33 Breakeven $46.67 Implied vol 199.4% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.141 Vega 0.008 Open interest 402 Model this put
0	—	—	—	—		—	-0.048	195.4%	—	0
Call · $47.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $47.5 Last — Breakeven — Implied vol 195.4% Delta -0.048 ≈5% ITM Gamma 0.005 Theta -0.14 Vega 0.008 Open interest 0 Model this put
0	—	—	—	—		$0.40	-0.047	188.3%	2	7
Call · $48 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $48 Last $0.40 Breakeven $47.60 Implied vol 188.3% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.133 Vega 0.008 Open interest 7 Model this put
0	—	—	—	—		—	-0.05	187.5%	—	0
Call · $48.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $48.5 Last — Breakeven — Implied vol 187.5% Delta -0.05 ≈5% ITM Gamma 0.006 Theta -0.139 Vega 0.008 Open interest 0 Model this put
0	—	—	—	—		$0.28	-0.051	183.6%	2	13
Call · $49 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $49 Last $0.28 Breakeven $48.72 Implied vol 183.6% Delta -0.051 ≈5% ITM Gamma 0.006 Theta -0.139 Vega 0.008 Open interest 13 Model this put
0	—	—	—	—		$0.28	-0.052	179.8%	5	5
Call · $49.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $49.5 Last $0.28 Breakeven $49.22 Implied vol 179.8% Delta -0.052 ≈5% ITM Gamma 0.006 Theta -0.138 Vega 0.008 Open interest 5 Model this put
1.2k	88	—	—	$19.70		$0.10	-0.09	218.3%	6	25
Call · $50 In the money Last $19.70 Breakeven $69.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.2k Model this call Put · $50 Last $0.10 Breakeven $49.90 Implied vol 218.3% Delta -0.09 ≈9% ITM Gamma 0.008 Theta -0.255 Vega 0.014 Open interest 25 Model this put
0	—	—	—	—		$0.69	-0.089	202.4%	1	8
Call · $51 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $51 Last $0.69 Breakeven $50.31 Implied vol 202.4% Delta -0.089 ≈9% ITM Gamma 0.008 Theta -0.233 Vega 0.014 Open interest 8 Model this put
0	—	—	—	—		$1.66	-0.088	188.5%	1	16
Call · $52 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $52 Last $1.66 Breakeven $50.34 Implied vol 188.5% Delta -0.088 ≈9% ITM Gamma 0.009 Theta -0.216 Vega 0.015 Open interest 16 Model this put
1	1	—	—	$15.70		$1.08	-0.109	199.1%	6	10
Call · $53 In the money Last $15.70 Breakeven $68.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $53 Last $1.08 Breakeven $51.92 Implied vol 199.1% Delta -0.109 ≈11% ITM Gamma 0.01 Theta -0.268 Vega 0.022 Open interest 10 Model this put
1	1	—	—	$17.90		$1.23	-0.105	181.8%	4	13
Call · $54 In the money Last $17.90 Breakeven $71.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $54 Last $1.23 Breakeven $52.77 Implied vol 181.8% Delta -0.105 ≈11% ITM Gamma 0.01 Theta -0.24 Vega 0.015 Open interest 13 Model this put
2	1	—	—	$10.50		$0.05	-0.087	150.2%	10	14
Call · $55 In the money Last $10.50 Breakeven $65.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $55 Last $0.05 Breakeven $54.95 Implied vol 150.2% Delta -0.087 ≈9% ITM Gamma 0.011 Theta -0.169 Vega 0.015 Open interest 14 Model this put
0	—	—	—	—		$1.80	-0.104	154%	4	8
Call · $56 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $56 Last $1.80 Breakeven $54.20 Implied vol 154% Delta -0.104 ≈10% ITM Gamma 0.012 Theta -0.201 Vega 0.015 Open interest 8 Model this put
5	1	—	—	$13.10		$2.03	-0.121	154.4%	6	3
Call · $57 In the money Last $13.10 Breakeven $70.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this call Put · $57 Last $2.03 Breakeven $54.97 Implied vol 154.4% Delta -0.121 ≈12% ITM Gamma 0.014 Theta -0.224 Vega 0.023 Open interest 3 Model this put
2	2	—	—	$6.93		$2.33	-0.137	151.8%	2	4
Call · $58 In the money Last $6.93 Breakeven $64.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $58 Last $2.33 Breakeven $55.67 Implied vol 151.8% Delta -0.137 ≈14% ITM Gamma 0.015 Theta -0.238 Vega 0.023 Open interest 4 Model this put
3	5	—	—	$11.20		$0.08	-0.084	105.2%	2	4
Call · $59 In the money Last $11.20 Breakeven $70.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $59 Last $0.08 Breakeven $58.92 Implied vol 105.2% Delta -0.084 ≈8% ITM Gamma 0.015 Theta -0.115 Vega 0.016 Open interest 4 Model this put
7	1	—	—	$10.76		$0.15	-0.086	96.4%	1	10
Call · $60 In the money Last $10.76 Breakeven $70.76 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $60 Last $0.15 Breakeven $59.85 Implied vol 96.4% Delta -0.086 ≈9% ITM Gamma 0.017 Theta -0.107 Vega 0.016 Open interest 10 Model this put
14	4	—	—	$10.85		$2.35	-0.147	117%	2	7
Call · $61 In the money Last $10.85 Breakeven $71.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 14 Model this call Put · $61 Last $2.35 Breakeven $58.65 Implied vol 117% Delta -0.147 ≈15% ITM Gamma 0.02 Theta -0.192 Vega 0.024 Open interest 7 Model this put
15	1	—	—	$10.50		$0.78	-0.163	111.7%	3	55
Call · $62 In the money Last $10.50 Breakeven $72.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 15 Model this call Put · $62 Last $0.78 Breakeven $61.22 Implied vol 111.7% Delta -0.163 ≈16% ITM Gamma 0.023 Theta -0.196 Vega 0.024 Open interest 55 Model this put
58	94	—	—	$7.70		$0.43	-0.131	84.7%	4	8
Call · $63 In the money Last $7.70 Breakeven $70.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 58 Model this call Put · $63 Last $0.43 Breakeven $62.57 Implied vol 84.7% Delta -0.131 ≈13% ITM Gamma 0.026 Theta -0.129 Vega 0.024 Open interest 8 Model this put
19	6	—	—	$7.60		$0.20	-0.049	48.3%	3	2
Call · $64 In the money Last $7.60 Breakeven $71.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 19 Model this call Put · $64 Last $0.20 Breakeven $63.80 Implied vol 48.3% Delta -0.049 ≈5% ITM Gamma 0.022 Theta -0.035 Vega 0.009 Open interest 2 Model this put
19	25	—	—	$6.38		$0.28	-0.063	45.4%	21	25
Call · $65 In the money Last $6.38 Breakeven $71.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 19 Model this call Put · $65 Last $0.28 Breakeven $64.72 Implied vol 45.4% Delta -0.063 ≈6% ITM Gamma 0.029 Theta -0.04 Vega 0.016 Open interest 25 Model this put
55	11	—	—	$8.58		$0.25	-0.103	45.2%	48	173
Call · $66 In the money Last $8.58 Breakeven $74.58 Implied vol — Delta — Gamma — Theta — Vega — Open interest 55 Model this call Put · $66 Last $0.25 Breakeven $65.75 Implied vol 45.2% Delta -0.103 ≈10% ITM Gamma 0.041 Theta -0.057 Vega 0.016 Open interest 173 Model this put
35	21	39.1%	0.881	$3.50		$0.35	-0.15	44.4%	158	20
Call · $67 In the money Last $3.50 Breakeven $70.50 Implied vol 39.1% Delta 0.881 ≈88% ITM Gamma 0.053 Theta -0.062 Vega 0.016 Open interest 35 Model this call Put · $67 Last $0.35 Breakeven $66.65 Implied vol 44.4% Delta -0.15 ≈15% ITM Gamma 0.054 Theta -0.073 Vega 0.025 Open interest 20 Model this put
13	1	38.1%	0.82	$4.40		$0.50	-0.222	46.6%	47	21
Call · $68 In the money Last $4.40 Breakeven $72.40 Implied vol 38.1% Delta 0.82 ≈82% ITM Gamma 0.071 Theta -0.077 Vega 0.025 Open interest 13 Model this call Put · $68 Last $0.50 Breakeven $67.50 Implied vol 46.6% Delta -0.222 ≈22% ITM Gamma 0.067 Theta -0.099 Vega 0.033 Open interest 21 Model this put
39	1	36.1%	0.748	$3.78		$0.73	-0.294	45.1%	9	7
Call · $69 In the money Last $3.78 Breakeven $72.78 Implied vol 36.1% Delta 0.748 ≈75% ITM Gamma 0.092 Theta -0.088 Vega 0.033 Open interest 39 Model this call Put · $69 Last $0.73 Breakeven $68.27 Implied vol 45.1% Delta -0.294 ≈29% ITM Gamma 0.079 Theta -0.11 Vega 0.033 Open interest 7 Model this put
190	8	45%	0.623	$2.36		$1.20	-0.383	47.6%	37	108
Call · $70 In the money Last $2.36 Breakeven $72.36 Implied vol 45% Delta 0.623 ≈62% ITM Gamma 0.087 Theta -0.127 Vega 0.038 Open interest 190 Model this call Put · $70 Last $1.20 Breakeven $68.80 Implied vol 47.6% Delta -0.383 ≈38% ITM Gamma 0.083 Theta -0.128 Vega 0.038 Open interest 108 Model this put
14	12	49.9%	0.532	$1.75		$1.85	-0.469	46%	10	7
Call · $71 In the money Last $1.75 Breakeven $72.75 Implied vol 49.9% Delta 0.532 ≈53% ITM Gamma 0.083 Theta -0.148 Vega 0.038 Open interest 14 Model this call Put · $71 Last $1.85 Breakeven $69.15 Implied vol 46% Delta -0.469 ≈47% ITM Gamma 0.091 Theta -0.129 Vega 0.038 Open interest 7 Model this put
Underlying $71.19
67	19	42%	0.437	$1.28		$2.35	-0.552	49%	2	5
Call · $72 Last $1.28 Breakeven $73.28 Implied vol 42% Delta 0.437 ≈44% ITM Gamma 0.097 Theta -0.122 Vega 0.039 Open interest 67 Model this call Put · $72 In the money Last $2.35 Breakeven $69.65 Implied vol 49% Delta -0.552 ≈55% ITM Gamma 0.084 Theta -0.135 Vega 0.039 Open interest 5 Model this put
92	31	43.6%	0.351	$0.99		$3.31	-0.611	57.2%	1	1
Call · $73 Last $0.99 Breakeven $73.99 Implied vol 43.6% Delta 0.351 ≈35% ITM Gamma 0.089 Theta -0.119 Vega 0.034 Open interest 92 Model this call Put · $73 In the money Last $3.31 Breakeven $69.69 Implied vol 57.2% Delta -0.611 ≈61% ITM Gamma 0.07 Theta -0.155 Vega 0.039 Open interest 1 Model this put
29	48	50.4%	0.302	$0.70		$3.65	-0.645	67.7%	5	6
Call · $74 Last $0.70 Breakeven $74.70 Implied vol 50.4% Delta 0.302 ≈30% ITM Gamma 0.071 Theta -0.128 Vega 0.035 Open interest 29 Model this call Put · $74 In the money Last $3.65 Breakeven $70.35 Implied vol 67.7% Delta -0.645 ≈64% ITM Gamma 0.058 Theta -0.178 Vega 0.034 Open interest 6 Model this put
80	50	45.5%	0.212	$0.54		$3.45	-0.708	64.2%	7	7
Call · $75 Last $0.54 Breakeven $75.54 Implied vol 45.5% Delta 0.212 ≈21% ITM Gamma 0.066 Theta -0.096 Vega 0.027 Open interest 80 Model this call Put · $75 In the money Last $3.45 Breakeven $71.55 Implied vol 64.2% Delta -0.708 ≈71% ITM Gamma 0.056 Theta -0.154 Vega 0.035 Open interest 7 Model this put
54	11	58.5%	0.22	$0.30		—	-0.765	63%	—	0
Call · $76 Last $0.30 Breakeven $76.30 Implied vol 58.5% Delta 0.22 ≈22% ITM Gamma 0.053 Theta -0.126 Vega 0.027 Open interest 54 Model this call Put · $76 In the money Last — Breakeven — Implied vol 63% Delta -0.765 ≈76% ITM Gamma 0.051 Theta -0.135 Vega 0.027 Open interest 0 Model this put
10	5	50.4%	0.134	$0.32		—	-0.811	61.9%	—	0
Call · $77 Last $0.32 Breakeven $77.32 Implied vol 50.4% Delta 0.134 ≈13% ITM Gamma 0.045 Theta -0.08 Vega 0.018 Open interest 10 Model this call Put · $77 In the money Last — Breakeven — Implied vol 61.9% Delta -0.811 ≈81% ITM Gamma 0.046 Theta -0.115 Vega 0.027 Open interest 0 Model this put
0	2	46.1%	0.076	$0.22		—	-0.817	70.1%	—	0
Call · $78 Last $0.22 Breakeven $78.22 Implied vol 46.1% Delta 0.076 ≈8% ITM Gamma 0.032 Theta -0.048 Vega 0.018 Open interest 0 Model this call Put · $78 In the money Last — Breakeven — Implied vol 70.1% Delta -0.817 ≈82% ITM Gamma 0.039 Theta -0.128 Vega 0.027 Open interest 0 Model this put
12	11	58.1%	0.103	$0.14		—	-0.797	85.5%	—	0
Call · $79 Last $0.14 Breakeven $79.14 Implied vol 58.1% Delta 0.103 ≈10% ITM Gamma 0.032 Theta -0.075 Vega 0.018 Open interest 12 Model this call Put · $79 In the money Last — Breakeven — Implied vol 85.5% Delta -0.797 ≈80% ITM Gamma 0.034 Theta -0.168 Vega 0.027 Open interest 0 Model this put
35	2	61.9%	0.091	$0.06		$7.50	-0.813	89.7%	2	1
Call · $80 Last $0.06 Breakeven $80.06 Implied vol 61.9% Delta 0.091 ≈9% ITM Gamma 0.027 Theta -0.073 Vega 0.018 Open interest 35 Model this call Put · $80 In the money Last $7.50 Breakeven $72.50 Implied vol 89.7% Delta -0.813 ≈81% ITM Gamma 0.031 Theta -0.167 Vega 0.027 Open interest 1 Model this put
4	3	77.8%	0.124	$0.55		—	-0.816	97.6%	—	0
Call · $81 Last $0.55 Breakeven $81.55 Implied vol 77.8% Delta 0.124 ≈12% ITM Gamma 0.027 Theta -0.115 Vega 0.018 Open interest 4 Model this call Put · $81 In the money Last — Breakeven — Implied vol 97.6% Delta -0.816 ≈82% ITM Gamma 0.028 Theta -0.18 Vega 0.028 Open interest 0 Model this put
3	3	111.8%	0.2	$0.29		—	-0.835	99.9%	—	0
Call · $82 Last $0.29 Breakeven $82.29 Implied vol 111.8% Delta 0.2 ≈20% ITM Gamma 0.026 Theta -0.225 Vega 0.028 Open interest 3 Model this call Put · $82 In the money Last — Breakeven — Implied vol 99.9% Delta -0.835 ≈83% ITM Gamma 0.026 Theta -0.173 Vega 0.028 Open interest 0 Model this put
7	7	87.6%	0.112	$0.40		—	-0.847	104%	—	0
Call · $83 Last $0.40 Breakeven $83.40 Implied vol 87.6% Delta 0.112 ≈11% ITM Gamma 0.022 Theta -0.12 Vega 0.019 Open interest 7 Model this call Put · $83 In the money Last — Breakeven — Implied vol 104% Delta -0.847 ≈85% ITM Gamma 0.024 Theta -0.172 Vega 0.028 Open interest 0 Model this put
0	—	122.4%	0.184	—		—	-0.899	90.7%	—	0
Call · $84 Last — Breakeven — Implied vol 122.4% Delta 0.184 ≈18% ITM Gamma 0.022 Theta -0.234 Vega 0.028 Open interest 0 Model this call Put · $84 In the money Last — Breakeven — Implied vol 90.7% Delta -0.899 ≈90% ITM Gamma 0.02 Theta -0.109 Vega 0.019 Open interest 0 Model this put
3	3	99.9%	0.11	$0.25		—	-0.863	111.5%	—	0
Call · $85 Last $0.25 Breakeven $85.25 Implied vol 99.9% Delta 0.11 ≈11% ITM Gamma 0.019 Theta -0.135 Vega 0.019 Open interest 3 Model this call Put · $85 In the money Last — Breakeven — Implied vol 111.5% Delta -0.863 ≈86% ITM Gamma 0.021 Theta -0.17 Vega 0.019 Open interest 0 Model this put
3	3	89.3%	0.067	$0.25		—	-0.868	116.2%	—	0
Call · $86 Last $0.25 Breakeven $86.25 Implied vol 89.3% Delta 0.067 ≈7% ITM Gamma 0.015 Theta -0.084 Vega 0.011 Open interest 3 Model this call Put · $86 In the money Last — Breakeven — Implied vol 116.2% Delta -0.868 ≈87% ITM Gamma 0.019 Theta -0.173 Vega 0.019 Open interest 0 Model this put