SHEL Stock — Shell plc: Options Chain

Calls		Puts
0	2	—	—	$44.80	$0.10	—	—	1	3
Call · $45 In the money Snapshot session Aug 13, 2026 Last $44.80 Breakeven $89.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 Snapshot session Aug 11, 2026 Last $0.10 Breakeven $44.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
0	—	—	—	—	$0.15	—	—	1	1
Call · $50 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 Snapshot session Aug 10, 2026 Last $0.15 Breakeven $49.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	—	—	—	$0.15	—	—	1	1
Call · $55 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 Snapshot session Aug 10, 2026 Last $0.15 Breakeven $54.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	7	—	—	$29.84	$0.15	-0.014	153.9%	1	12
Call · $60 In the money Snapshot session Aug 13, 2026 Last $29.84 Breakeven $89.84 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $60 Snapshot session Aug 10, 2026 Last $0.15 Breakeven $59.85 Implied vol 153.9% Delta -0.014 ≈1% ITM Gamma 0.002 Theta -0.054 Vega 0.005 Open interest 12 Model this put
0	345	—	—	$25.10	$0.04	-0.014	122.1%	1	172
Call · $65 In the money Snapshot session Aug 13, 2026 Last $25.10 Breakeven $90.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $65 Snapshot session Jul 16, 2026 Last $0.04 Breakeven $64.96 Implied vol 122.1% Delta -0.014 ≈1% ITM Gamma 0.002 Theta -0.041 Vega 0.005 Open interest 172 Model this put
0	1	—	—	$21.38	$0.04	-0.019	114.4%	1	15
Call · $67.5 In the money Snapshot session Aug 7, 2026 Last $21.38 Breakeven $88.88 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $67.5 Snapshot session Aug 7, 2026 Last $0.04 Breakeven $67.46 Implied vol 114.4% Delta -0.019 ≈2% ITM Gamma 0.003 Theta -0.051 Vega 0.005 Open interest 15 Model this put
0	132	124.8%	0.953	$19.80	$0.05	-0.021	102.2%	1	696
Call · $70 In the money Snapshot session Aug 13, 2026 Last $19.80 Breakeven $89.80 Implied vol 124.8% Delta 0.953 ≈95% ITM Gamma 0.007 Theta -0.115 Vega 0.01 Open interest 0 Model this call Put · $70 Snapshot session Aug 7, 2026 Last $0.05 Breakeven $69.95 Implied vol 102.2% Delta -0.021 ≈2% ITM Gamma 0.004 Theta -0.05 Vega 0.005 Open interest 696 Model this put
0	410	121.9%	0.933	$17.30	$0.05	-0.024	90.5%	1	1.3k
Call · $72.5 In the money Snapshot session Aug 13, 2026 Last $17.30 Breakeven $89.80 Implied vol 121.9% Delta 0.933 ≈93% ITM Gamma 0.009 Theta -0.151 Vega 0.018 Open interest 0 Model this call Put · $72.5 Snapshot session Aug 7, 2026 Last $0.05 Breakeven $72.45 Implied vol 90.5% Delta -0.024 ≈2% ITM Gamma 0.005 Theta -0.049 Vega 0.005 Open interest 1.3k Model this put
1	60	101.1%	0.936	$14.80	$0.01	-0.022	74.5%	1	706
Call · $75 In the money Snapshot session Aug 13, 2026 Last $14.80 Breakeven $89.80 Implied vol 101.1% Delta 0.936 ≈94% ITM Gamma 0.011 Theta -0.122 Vega 0.019 Open interest 1 Model this call Put · $75 Snapshot session Aug 13, 2026 Last $0.01 Breakeven $74.99 Implied vol 74.5% Delta -0.022 ≈2% ITM Gamma 0.006 Theta -0.038 Vega 0.005 Open interest 706 Model this put
0	2	83.4%	0.953	$12.75	$0.15	-0.034	76.5%	260	300
Call · $76 In the money Snapshot session Aug 7, 2026 Last $12.75 Breakeven $88.75 Implied vol 83.4% Delta 0.953 ≈95% ITM Gamma 0.01 Theta -0.076 Vega 0.011 Open interest 0 Model this call Put · $76 Snapshot session Jul 24, 2026 Last $0.15 Breakeven $75.85 Implied vol 76.5% Delta -0.034 ≈3% ITM Gamma 0.008 Theta -0.055 Vega 0.011 Open interest 300 Model this put
0	2	91.9%	0.922	$11.78	—	-0.03	69.3%	—	0
Call · $77 In the money Snapshot session Aug 7, 2026 Last $11.78 Breakeven $88.78 Implied vol 91.9% Delta 0.922 ≈92% ITM Gamma 0.014 Theta -0.127 Vega 0.019 Open interest 0 Model this call Put · $77 Snapshot session Unknown Last — Breakeven — Implied vol 69.3% Delta -0.03 ≈3% ITM Gamma 0.009 Theta -0.046 Vega 0.011 Open interest 0 Model this put
0	6.7k	91.6%	0.914	$12.30	$0.06	-0.037	69.1%	1	1.5k
Call · $77.5 In the money Snapshot session Aug 13, 2026 Last $12.30 Breakeven $89.80 Implied vol 91.6% Delta 0.914 ≈91% ITM Gamma 0.015 Theta -0.136 Vega 0.019 Open interest 0 Model this call Put · $77.5 Snapshot session Aug 6, 2026 Last $0.06 Breakeven $77.44 Implied vol 69.1% Delta -0.037 ≈4% ITM Gamma 0.01 Theta -0.054 Vega 0.011 Open interest 1.5k Model this put
0	2	80.8%	0.931	$10.78	$0.30	-0.032	64.4%	1	73
Call · $78 In the money Snapshot session Aug 7, 2026 Last $10.78 Breakeven $88.78 Implied vol 80.8% Delta 0.931 ≈93% ITM Gamma 0.014 Theta -0.102 Vega 0.019 Open interest 0 Model this call Put · $78 Snapshot session Jul 28, 2026 Last $0.30 Breakeven $77.70 Implied vol 64.4% Delta -0.032 ≈3% ITM Gamma 0.01 Theta -0.045 Vega 0.011 Open interest 73 Model this put
0	2	75.1%	0.927	$9.73	$0.10	-0.035	59.5%	1	666
Call · $79 In the money Snapshot session Aug 7, 2026 Last $9.73 Breakeven $88.73 Implied vol 75.1% Delta 0.927 ≈93% ITM Gamma 0.016 Theta -0.099 Vega 0.019 Open interest 0 Model this call Put · $79 Snapshot session Aug 7, 2026 Last $0.10 Breakeven $78.90 Implied vol 59.5% Delta -0.035 ≈3% ITM Gamma 0.011 Theta -0.044 Vega 0.011 Open interest 666 Model this put
0	8.4k	74.6%	0.907	$9.60	$0.05	-0.037	54.8%	5	144
Call · $80 In the money Snapshot session Aug 13, 2026 Last $9.60 Breakeven $89.60 Implied vol 74.6% Delta 0.907 ≈91% ITM Gamma 0.019 Theta -0.118 Vega 0.019 Open interest 0 Model this call Put · $80 Snapshot session Aug 10, 2026 Last $0.05 Breakeven $79.95 Implied vol 54.8% Delta -0.037 ≈4% ITM Gamma 0.013 Theta -0.043 Vega 0.011 Open interest 144 Model this put
0	—	61.2%	0.926	—	$0.85	-0.047	52.3%	12	14
Call · $81 In the money Snapshot session Unknown Last — Breakeven — Implied vol 61.2% Delta 0.926 ≈93% ITM Gamma 0.02 Theta -0.082 Vega 0.019 Open interest 0 Model this call Put · $81 Snapshot session Jul 20, 2026 Last $0.85 Breakeven $80.15 Implied vol 52.3% Delta -0.047 ≈5% ITM Gamma 0.016 Theta -0.05 Vega 0.011 Open interest 14 Model this put
2	7	65.9%	0.885	$7.21	$0.15	-0.051	47.6%	8	35
Call · $82 In the money Snapshot session Aug 13, 2026 Last $7.21 Breakeven $89.21 Implied vol 65.9% Delta 0.885 ≈89% ITM Gamma 0.026 Theta -0.123 Vega 0.02 Open interest 2 Model this call Put · $82 Snapshot session Aug 6, 2026 Last $0.15 Breakeven $81.85 Implied vol 47.6% Delta -0.051 ≈5% ITM Gamma 0.019 Theta -0.049 Vega 0.011 Open interest 35 Model this put
7	3.4k	63.2%	0.881	$7.20	$0.05	-0.054	45.3%	4	821
Call · $82.5 In the money Snapshot session Aug 13, 2026 Last $7.20 Breakeven $89.70 Implied vol 63.2% Delta 0.881 ≈88% ITM Gamma 0.028 Theta -0.121 Vega 0.02 Open interest 7 Model this call Put · $82.5 Snapshot session Aug 12, 2026 Last $0.05 Breakeven $82.45 Implied vol 45.3% Delta -0.054 ≈5% ITM Gamma 0.021 Theta -0.048 Vega 0.011 Open interest 821 Model this put
0	10	57.9%	0.884	$6.40	$0.06	-0.049	40.8%	41	38
Call · $83 In the money Snapshot session Aug 13, 2026 Last $6.40 Breakeven $89.40 Implied vol 57.9% Delta 0.884 ≈88% ITM Gamma 0.03 Theta -0.109 Vega 0.02 Open interest 0 Model this call Put · $83 Snapshot session Aug 11, 2026 Last $0.06 Breakeven $82.94 Implied vol 40.8% Delta -0.049 ≈5% ITM Gamma 0.021 Theta -0.04 Vega 0.011 Open interest 38 Model this put
0	5	54%	0.864	$5.74	$0.12	-0.054	36.3%	45	86
Call · $84 In the money Snapshot session Aug 13, 2026 Last $5.74 Breakeven $89.74 Implied vol 54% Delta 0.864 ≈86% ITM Gamma 0.035 Theta -0.113 Vega 0.03 Open interest 0 Model this call Put · $84 Snapshot session Aug 12, 2026 Last $0.12 Breakeven $83.88 Implied vol 36.3% Delta -0.054 ≈5% ITM Gamma 0.026 Theta -0.038 Vega 0.011 Open interest 86 Model this put
9	3.4k	46%	0.859	$4.95	$0.05	-0.061	31.8%	15	140
Call · $85 In the money Snapshot session Aug 13, 2026 Last $4.95 Breakeven $89.95 Implied vol 46% Delta 0.859 ≈86% ITM Gamma 0.042 Theta -0.098 Vega 0.03 Open interest 9 Model this call Put · $85 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $84.95 Implied vol 31.8% Delta -0.061 ≈6% ITM Gamma 0.033 Theta -0.037 Vega 0.012 Open interest 140 Model this put
0	365	41.4%	0.832	$4.10	$0.06	-0.07	27%	2	257
Call · $86 In the money Snapshot session Aug 13, 2026 Last $4.10 Breakeven $90.10 Implied vol 41.4% Delta 0.832 ≈83% ITM Gamma 0.052 Theta -0.099 Vega 0.03 Open interest 0 Model this call Put · $86 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $85.94 Implied vol 27% Delta -0.07 ≈7% ITM Gamma 0.043 Theta -0.035 Vega 0.02 Open interest 257 Model this put
15	96	36.8%	0.798	$2.60	$0.58	-0.107	24.3%	10	496
Call · $87 In the money Snapshot session Aug 13, 2026 Last $2.60 Breakeven $89.60 Implied vol 36.8% Delta 0.798 ≈80% ITM Gamma 0.067 Theta -0.099 Vega 0.03 Open interest 15 Model this call Put · $87 Snapshot session Aug 13, 2026 Last $0.58 Breakeven $86.42 Implied vol 24.3% Delta -0.107 ≈11% ITM Gamma 0.065 Theta -0.044 Vega 0.02 Open interest 496 Model this put
55	1.2k	35.2%	0.774	$2.64	$0.22	-0.138	23.9%	2	1.5k
Call · $87.5 In the money Snapshot session Aug 13, 2026 Last $2.64 Breakeven $90.14 Implied vol 35.2% Delta 0.774 ≈77% ITM Gamma 0.075 Theta -0.103 Vega 0.039 Open interest 55 Model this call Put · $87.5 Snapshot session Aug 14, 2026 Last $0.22 Breakeven $87.28 Implied vol 23.9% Delta -0.138 ≈14% ITM Gamma 0.081 Theta -0.052 Vega 0.03 Open interest 1.5k Model this put
341	26	32.1%	0.75	$3.12	$0.20	-0.181	23.3%	17	881
Call · $88 In the money Snapshot session Aug 14, 2026 Last $3.12 Breakeven $91.12 Implied vol 32.1% Delta 0.75 ≈75% ITM Gamma 0.086 Theta -0.098 Vega 0.04 Open interest 341 Model this call Put · $88 Snapshot session Aug 14, 2026 Last $0.20 Breakeven $87.80 Implied vol 23.3% Delta -0.181 ≈18% ITM Gamma 0.098 Theta -0.06 Vega 0.03 Open interest 881 Model this put
146	18	27.7%	0.676	$2.05	$0.37	-0.287	22.1%	25	450
Call · $89 In the money Snapshot session Aug 14, 2026 Last $2.05 Breakeven $91.05 Implied vol 27.7% Delta 0.676 ≈68% ITM Gamma 0.113 Theta -0.096 Vega 0.04 Open interest 146 Model this call Put · $89 Snapshot session Aug 14, 2026 Last $0.37 Breakeven $88.63 Implied vol 22.1% Delta -0.287 ≈29% ITM Gamma 0.133 Theta -0.073 Vega 0.04 Open interest 450 Model this put
2.3k	67	25.4%	0.56	$1.38	$0.65	-0.431	21.7%	18	508
Call · $90 In the money Snapshot session Aug 14, 2026 Last $1.38 Breakeven $91.38 Implied vol 25.4% Delta 0.56 ≈56% ITM Gamma 0.134 Theta -0.096 Vega 0.046 Open interest 2.3k Model this call Put · $90 Snapshot session Aug 14, 2026 Last $0.65 Breakeven $89.35 Implied vol 21.7% Delta -0.431 ≈43% ITM Gamma 0.157 Theta -0.083 Vega 0.046 Open interest 508 Model this put
Underlying $90.47
614	370	25%	0.425	$0.94	$1.11	-0.589	21.3%	109	159
Call · $91 Snapshot session Aug 14, 2026 Last $0.94 Breakeven $91.94 Implied vol 25% Delta 0.425 ≈43% ITM Gamma 0.136 Theta -0.094 Vega 0.046 Open interest 614 Model this call Put · $91 In the money Snapshot session Aug 14, 2026 Last $1.11 Breakeven $89.89 Implied vol 21.3% Delta -0.589 ≈59% ITM Gamma 0.158 Theta -0.081 Vega 0.046 Open interest 159 Model this put
447	435	25%	0.299	$0.53	$2.55	-0.762	18.9%	3	2
Call · $92 Snapshot session Aug 14, 2026 Last $0.53 Breakeven $92.53 Implied vol 25% Delta 0.299 ≈30% ITM Gamma 0.12 Theta -0.084 Vega 0.041 Open interest 447 Model this call Put · $92 In the money Snapshot session Jul 31, 2026 Last $2.55 Breakeven $89.45 Implied vol 18.9% Delta -0.762 ≈76% ITM Gamma 0.143 Theta -0.058 Vega 0.041 Open interest 2 Model this put
1.5k	101	25.4%	0.198	$0.35	$5.90	-0.954	13%	10	10
Call · $93 Snapshot session Aug 14, 2026 Last $0.35 Breakeven $93.35 Implied vol 25.4% Delta 0.198 ≈20% ITM Gamma 0.095 Theta -0.068 Vega 0.031 Open interest 1.5k Model this call Put · $93 In the money Snapshot session Jul 22, 2026 Last $5.90 Breakeven $87.10 Implied vol 13% Delta -0.954 ≈95% ITM Gamma 0.063 Theta -0.013 Vega 0.012 Open interest 10 Model this put
236	10.6k	25.6%	0.12	$0.19	$3.75	—	—	1	1
Call · $94 Snapshot session Aug 14, 2026 Last $0.19 Breakeven $94.19 Implied vol 25.6% Delta 0.12 ≈12% ITM Gamma 0.068 Theta -0.049 Vega 0.021 Open interest 236 Model this call Put · $94 In the money Snapshot session Aug 14, 2026 Last $3.75 Breakeven $90.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
10.9k	85	27.8%	0.084	$0.11	$5.79	—	—	60	40
Call · $95 Snapshot session Aug 14, 2026 Last $0.11 Breakeven $95.11 Implied vol 27.8% Delta 0.084 ≈8% ITM Gamma 0.048 Theta -0.041 Vega 0.021 Open interest 10.9k Model this call Put · $95 In the money Snapshot session Aug 10, 2026 Last $5.79 Breakeven $89.21 Implied vol — Delta — Gamma — Theta — Vega — Open interest 40 Model this put
256	1	30.7%	0.064	$0.13	$6.76	—	—	60	30
Call · $96 Snapshot session Aug 11, 2026 Last $0.13 Breakeven $96.13 Implied vol 30.7% Delta 0.064 ≈6% ITM Gamma 0.036 Theta -0.037 Vega 0.012 Open interest 256 Model this call Put · $96 In the money Snapshot session Aug 10, 2026 Last $6.76 Breakeven $89.24 Implied vol — Delta — Gamma — Theta — Vega — Open interest 30 Model this put
361	1	36.6%	0.067	$0.05	—	—	—	—	0
Call · $97 Snapshot session Aug 5, 2026 Last $0.05 Breakeven $97.05 Implied vol 36.6% Delta 0.067 ≈7% ITM Gamma 0.031 Theta -0.046 Vega 0.012 Open interest 361 Model this call Put · $97 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
16	4	38.3%	0.053	$0.05	—	—	—	—	0
Call · $98 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $98.05 Implied vol 38.3% Delta 0.053 ≈5% ITM Gamma 0.024 Theta -0.04 Vega 0.012 Open interest 16 Model this call Put · $98 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	44.1%	0.057	—	—	—	—	—	0
Call · $99 Snapshot session Unknown Last — Breakeven — Implied vol 44.1% Delta 0.057 ≈6% ITM Gamma 0.022 Theta -0.049 Vega 0.012 Open interest 0 Model this call Put · $99 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
107	1	45.8%	0.045	$0.04	—	—	—	—	0
Call · $100 Snapshot session Aug 13, 2026 Last $0.04 Breakeven $100.04 Implied vol 45.8% Delta 0.045 ≈5% ITM Gamma 0.018 Theta -0.042 Vega 0.012 Open interest 107 Model this call Put · $100 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	-0.993	34.8%	—	0
Call · $101 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $101 In the money Snapshot session Unknown Last — Breakeven — Implied vol 34.8% Delta -0.993 ≈99% ITM Gamma 0.004 Theta -0.006 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—	—	-0.993	37.8%	—	0
Call · $102 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $102 In the money Snapshot session Unknown Last — Breakeven — Implied vol 37.8% Delta -0.993 ≈99% ITM Gamma 0.004 Theta -0.006 Vega 0.003 Open interest 0 Model this put
8	1	63.9%	0.035	$0.10	—	—	—	—	0
Call · $105 Snapshot session Jul 31, 2026 Last $0.10 Breakeven $105.10 Implied vol 63.9% Delta 0.035 ≈3% ITM Gamma 0.01 Theta -0.048 Vega 0.013 Open interest 8 Model this call Put · $105 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	1	—	—	$0.05	—	-0.995	60%	—	0
Call · $110 Snapshot session Jul 24, 2026 Last $0.05 Breakeven $110.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $110 In the money Snapshot session Unknown Last — Breakeven — Implied vol 60% Delta -0.995 ≈99% ITM Gamma 0.002 Theta -0.008 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $115 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $120 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $120 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $45 In the money

Snapshot session: Aug 13, 2026
Last: $44.80
Breakeven: $89.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $45

Snapshot session: Aug 11, 2026
Last: $0.10
Breakeven: $44.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this put

Call · $50 In the money

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

Model this call

Put · $50

Snapshot session: Aug 10, 2026
Last: $0.15
Breakeven: $49.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $55 In the money

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

Model this call

Put · $55

Snapshot session: Aug 10, 2026
Last: $0.15
Breakeven: $54.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $60 In the money

Snapshot session: Aug 13, 2026
Last: $29.84
Breakeven: $89.84
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $60

Snapshot session: Aug 10, 2026
Last: $0.15
Breakeven: $59.85
Implied vol: 153.9%
Delta: -0.014 ≈1% ITM
Gamma: 0.002
Theta: -0.054
Vega: 0.005
Open interest: 12

Model this put

Call · $65 In the money

Snapshot session: Aug 13, 2026
Last: $25.10
Breakeven: $90.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $65

Snapshot session: Jul 16, 2026
Last: $0.04
Breakeven: $64.96
Implied vol: 122.1%
Delta: -0.014 ≈1% ITM
Gamma: 0.002
Theta: -0.041
Vega: 0.005
Open interest: 172

Model this put

Call · $67.5 In the money

Snapshot session: Aug 7, 2026
Last: $21.38
Breakeven: $88.88
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $67.5

Snapshot session: Aug 7, 2026
Last: $0.04
Breakeven: $67.46
Implied vol: 114.4%
Delta: -0.019 ≈2% ITM
Gamma: 0.003
Theta: -0.051
Vega: 0.005
Open interest: 15

Model this put

Call · $70 In the money

Snapshot session: Aug 13, 2026
Last: $19.80
Breakeven: $89.80
Implied vol: 124.8%
Delta: 0.953 ≈95% ITM
Gamma: 0.007
Theta: -0.115
Vega: 0.01
Open interest: 0

Model this call

Put · $70

Snapshot session: Aug 7, 2026
Last: $0.05
Breakeven: $69.95
Implied vol: 102.2%
Delta: -0.021 ≈2% ITM
Gamma: 0.004
Theta: -0.05
Vega: 0.005
Open interest: 696

Model this put

Call · $72.5 In the money

Snapshot session: Aug 13, 2026
Last: $17.30
Breakeven: $89.80
Implied vol: 121.9%
Delta: 0.933 ≈93% ITM
Gamma: 0.009
Theta: -0.151
Vega: 0.018
Open interest: 0

Model this call

Put · $72.5

Snapshot session: Aug 7, 2026
Last: $0.05
Breakeven: $72.45
Implied vol: 90.5%
Delta: -0.024 ≈2% ITM
Gamma: 0.005
Theta: -0.049
Vega: 0.005
Open interest: 1.3k

Model this put

Call · $75 In the money

Snapshot session: Aug 13, 2026
Last: $14.80
Breakeven: $89.80
Implied vol: 101.1%
Delta: 0.936 ≈94% ITM
Gamma: 0.011
Theta: -0.122
Vega: 0.019
Open interest: 1

Model this call

Put · $75

Snapshot session: Aug 13, 2026
Last: $0.01
Breakeven: $74.99
Implied vol: 74.5%
Delta: -0.022 ≈2% ITM
Gamma: 0.006
Theta: -0.038
Vega: 0.005
Open interest: 706

Model this put

Call · $76 In the money

Snapshot session: Aug 7, 2026
Last: $12.75
Breakeven: $88.75
Implied vol: 83.4%
Delta: 0.953 ≈95% ITM
Gamma: 0.01
Theta: -0.076
Vega: 0.011
Open interest: 0

Model this call

Put · $76

Snapshot session: Jul 24, 2026
Last: $0.15
Breakeven: $75.85
Implied vol: 76.5%
Delta: -0.034 ≈3% ITM
Gamma: 0.008
Theta: -0.055
Vega: 0.011
Open interest: 300

Model this put

Call · $77 In the money

Snapshot session: Aug 7, 2026
Last: $11.78
Breakeven: $88.78
Implied vol: 91.9%
Delta: 0.922 ≈92% ITM
Gamma: 0.014
Theta: -0.127
Vega: 0.019
Open interest: 0

Model this call

Put · $77

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 69.3%
Delta: -0.03 ≈3% ITM
Gamma: 0.009
Theta: -0.046
Vega: 0.011
Open interest: 0

Model this put

Call · $77.5 In the money

Snapshot session: Aug 13, 2026
Last: $12.30
Breakeven: $89.80
Implied vol: 91.6%
Delta: 0.914 ≈91% ITM
Gamma: 0.015
Theta: -0.136
Vega: 0.019
Open interest: 0

Model this call

Put · $77.5

Snapshot session: Aug 6, 2026
Last: $0.06
Breakeven: $77.44
Implied vol: 69.1%
Delta: -0.037 ≈4% ITM
Gamma: 0.01
Theta: -0.054
Vega: 0.011
Open interest: 1.5k

Model this put

Call · $78 In the money

Snapshot session: Aug 7, 2026
Last: $10.78
Breakeven: $88.78
Implied vol: 80.8%
Delta: 0.931 ≈93% ITM
Gamma: 0.014
Theta: -0.102
Vega: 0.019
Open interest: 0

Model this call

Put · $78

Snapshot session: Jul 28, 2026
Last: $0.30
Breakeven: $77.70
Implied vol: 64.4%
Delta: -0.032 ≈3% ITM
Gamma: 0.01
Theta: -0.045
Vega: 0.011
Open interest: 73

Model this put

Call · $79 In the money

Snapshot session: Aug 7, 2026
Last: $9.73
Breakeven: $88.73
Implied vol: 75.1%
Delta: 0.927 ≈93% ITM
Gamma: 0.016
Theta: -0.099
Vega: 0.019
Open interest: 0

Model this call

Put · $79

Snapshot session: Aug 7, 2026
Last: $0.10
Breakeven: $78.90
Implied vol: 59.5%
Delta: -0.035 ≈3% ITM
Gamma: 0.011
Theta: -0.044
Vega: 0.011
Open interest: 666

Model this put

Call · $80 In the money

Snapshot session: Aug 13, 2026
Last: $9.60
Breakeven: $89.60
Implied vol: 74.6%
Delta: 0.907 ≈91% ITM
Gamma: 0.019
Theta: -0.118
Vega: 0.019
Open interest: 0

Model this call

Put · $80

Snapshot session: Aug 10, 2026
Last: $0.05
Breakeven: $79.95
Implied vol: 54.8%
Delta: -0.037 ≈4% ITM
Gamma: 0.013
Theta: -0.043
Vega: 0.011
Open interest: 144

Model this put

Call · $81 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 61.2%
Delta: 0.926 ≈93% ITM
Gamma: 0.02
Theta: -0.082
Vega: 0.019
Open interest: 0

Model this call

Put · $81

Snapshot session: Jul 20, 2026
Last: $0.85
Breakeven: $80.15
Implied vol: 52.3%
Delta: -0.047 ≈5% ITM
Gamma: 0.016
Theta: -0.05
Vega: 0.011
Open interest: 14

Model this put

Call · $82 In the money

Snapshot session: Aug 13, 2026
Last: $7.21
Breakeven: $89.21
Implied vol: 65.9%
Delta: 0.885 ≈89% ITM
Gamma: 0.026
Theta: -0.123
Vega: 0.02
Open interest: 2

Model this call

Put · $82

Snapshot session: Aug 6, 2026
Last: $0.15
Breakeven: $81.85
Implied vol: 47.6%
Delta: -0.051 ≈5% ITM
Gamma: 0.019
Theta: -0.049
Vega: 0.011
Open interest: 35

Model this put

Call · $82.5 In the money

Snapshot session: Aug 13, 2026
Last: $7.20
Breakeven: $89.70
Implied vol: 63.2%
Delta: 0.881 ≈88% ITM
Gamma: 0.028
Theta: -0.121
Vega: 0.02
Open interest: 7

Model this call

Put · $82.5

Snapshot session: Aug 12, 2026
Last: $0.05
Breakeven: $82.45
Implied vol: 45.3%
Delta: -0.054 ≈5% ITM
Gamma: 0.021
Theta: -0.048
Vega: 0.011
Open interest: 821

Model this put

Call · $83 In the money

Snapshot session: Aug 13, 2026
Last: $6.40
Breakeven: $89.40
Implied vol: 57.9%
Delta: 0.884 ≈88% ITM
Gamma: 0.03
Theta: -0.109
Vega: 0.02
Open interest: 0

Model this call

Put · $83

Snapshot session: Aug 11, 2026
Last: $0.06
Breakeven: $82.94
Implied vol: 40.8%
Delta: -0.049 ≈5% ITM
Gamma: 0.021
Theta: -0.04
Vega: 0.011
Open interest: 38

Model this put

Call · $84 In the money

Snapshot session: Aug 13, 2026
Last: $5.74
Breakeven: $89.74
Implied vol: 54%
Delta: 0.864 ≈86% ITM
Gamma: 0.035
Theta: -0.113
Vega: 0.03
Open interest: 0

Model this call

Put · $84

Snapshot session: Aug 12, 2026
Last: $0.12
Breakeven: $83.88
Implied vol: 36.3%
Delta: -0.054 ≈5% ITM
Gamma: 0.026
Theta: -0.038
Vega: 0.011
Open interest: 86

Model this put

Call · $85 In the money

Snapshot session: Aug 13, 2026
Last: $4.95
Breakeven: $89.95
Implied vol: 46%
Delta: 0.859 ≈86% ITM
Gamma: 0.042
Theta: -0.098
Vega: 0.03
Open interest: 9

Model this call

Put · $85

Snapshot session: Aug 14, 2026
Last: $0.05
Breakeven: $84.95
Implied vol: 31.8%
Delta: -0.061 ≈6% ITM
Gamma: 0.033
Theta: -0.037
Vega: 0.012
Open interest: 140

Model this put

Call · $86 In the money

Snapshot session: Aug 13, 2026
Last: $4.10
Breakeven: $90.10
Implied vol: 41.4%
Delta: 0.832 ≈83% ITM
Gamma: 0.052
Theta: -0.099
Vega: 0.03
Open interest: 0

Model this call

Put · $86

Snapshot session: Aug 14, 2026
Last: $0.06
Breakeven: $85.94
Implied vol: 27%
Delta: -0.07 ≈7% ITM
Gamma: 0.043
Theta: -0.035
Vega: 0.02
Open interest: 257

Model this put

Call · $87 In the money

Snapshot session: Aug 13, 2026
Last: $2.60
Breakeven: $89.60
Implied vol: 36.8%
Delta: 0.798 ≈80% ITM
Gamma: 0.067
Theta: -0.099
Vega: 0.03
Open interest: 15

Model this call

Put · $87

Snapshot session: Aug 13, 2026
Last: $0.58
Breakeven: $86.42
Implied vol: 24.3%
Delta: -0.107 ≈11% ITM
Gamma: 0.065
Theta: -0.044
Vega: 0.02
Open interest: 496

Model this put

Call · $87.5 In the money

Snapshot session: Aug 13, 2026
Last: $2.64
Breakeven: $90.14
Implied vol: 35.2%
Delta: 0.774 ≈77% ITM
Gamma: 0.075
Theta: -0.103
Vega: 0.039
Open interest: 55

Model this call

Put · $87.5

Snapshot session: Aug 14, 2026
Last: $0.22
Breakeven: $87.28
Implied vol: 23.9%
Delta: -0.138 ≈14% ITM
Gamma: 0.081
Theta: -0.052
Vega: 0.03
Open interest: 1.5k

Model this put

Call · $88 In the money

Snapshot session: Aug 14, 2026
Last: $3.12
Breakeven: $91.12
Implied vol: 32.1%
Delta: 0.75 ≈75% ITM
Gamma: 0.086
Theta: -0.098
Vega: 0.04
Open interest: 341

Model this call

Put · $88

Snapshot session: Aug 14, 2026
Last: $0.20
Breakeven: $87.80
Implied vol: 23.3%
Delta: -0.181 ≈18% ITM
Gamma: 0.098
Theta: -0.06
Vega: 0.03
Open interest: 881

Model this put

Call · $89 In the money

Snapshot session: Aug 14, 2026
Last: $2.05
Breakeven: $91.05
Implied vol: 27.7%
Delta: 0.676 ≈68% ITM
Gamma: 0.113
Theta: -0.096
Vega: 0.04
Open interest: 146

Model this call

Put · $89

Snapshot session: Aug 14, 2026
Last: $0.37
Breakeven: $88.63
Implied vol: 22.1%
Delta: -0.287 ≈29% ITM
Gamma: 0.133
Theta: -0.073
Vega: 0.04
Open interest: 450

Model this put

Call · $90 In the money

Snapshot session: Aug 14, 2026
Last: $1.38
Breakeven: $91.38
Implied vol: 25.4%
Delta: 0.56 ≈56% ITM
Gamma: 0.134
Theta: -0.096
Vega: 0.046
Open interest: 2.3k

Model this call

Put · $90

Snapshot session: Aug 14, 2026
Last: $0.65
Breakeven: $89.35
Implied vol: 21.7%
Delta: -0.431 ≈43% ITM
Gamma: 0.157
Theta: -0.083
Vega: 0.046
Open interest: 508

Model this put

Call · $91

Snapshot session: Aug 14, 2026
Last: $0.94
Breakeven: $91.94
Implied vol: 25%
Delta: 0.425 ≈43% ITM
Gamma: 0.136
Theta: -0.094
Vega: 0.046
Open interest: 614

Model this call

Put · $91 In the money

Snapshot session: Aug 14, 2026
Last: $1.11
Breakeven: $89.89
Implied vol: 21.3%
Delta: -0.589 ≈59% ITM
Gamma: 0.158
Theta: -0.081
Vega: 0.046
Open interest: 159

Model this put

Call · $92

Snapshot session: Aug 14, 2026
Last: $0.53
Breakeven: $92.53
Implied vol: 25%
Delta: 0.299 ≈30% ITM
Gamma: 0.12
Theta: -0.084
Vega: 0.041
Open interest: 447

Model this call

Put · $92 In the money

Snapshot session: Jul 31, 2026
Last: $2.55
Breakeven: $89.45
Implied vol: 18.9%
Delta: -0.762 ≈76% ITM
Gamma: 0.143
Theta: -0.058
Vega: 0.041
Open interest: 2

Model this put

Call · $93

Snapshot session: Aug 14, 2026
Last: $0.35
Breakeven: $93.35
Implied vol: 25.4%
Delta: 0.198 ≈20% ITM
Gamma: 0.095
Theta: -0.068
Vega: 0.031
Open interest: 1.5k

Model this call

Put · $93 In the money

Snapshot session: Jul 22, 2026
Last: $5.90
Breakeven: $87.10
Implied vol: 13%
Delta: -0.954 ≈95% ITM
Gamma: 0.063
Theta: -0.013
Vega: 0.012
Open interest: 10

Model this put

Call · $94

Snapshot session: Aug 14, 2026
Last: $0.19
Breakeven: $94.19
Implied vol: 25.6%
Delta: 0.12 ≈12% ITM
Gamma: 0.068
Theta: -0.049
Vega: 0.021
Open interest: 236

Model this call

Put · $94 In the money

Snapshot session: Aug 14, 2026
Last: $3.75
Breakeven: $90.25
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $95

Snapshot session: Aug 14, 2026
Last: $0.11
Breakeven: $95.11
Implied vol: 27.8%
Delta: 0.084 ≈8% ITM
Gamma: 0.048
Theta: -0.041
Vega: 0.021
Open interest: 10.9k

Model this call

Put · $95 In the money

Snapshot session: Aug 10, 2026
Last: $5.79
Breakeven: $89.21
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 40

Model this put

Call · $96

Snapshot session: Aug 11, 2026
Last: $0.13
Breakeven: $96.13
Implied vol: 30.7%
Delta: 0.064 ≈6% ITM
Gamma: 0.036
Theta: -0.037
Vega: 0.012
Open interest: 256

Model this call

Put · $96 In the money

Snapshot session: Aug 10, 2026
Last: $6.76
Breakeven: $89.24
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 30

Model this put

Call · $97

Snapshot session: Aug 5, 2026
Last: $0.05
Breakeven: $97.05
Implied vol: 36.6%
Delta: 0.067 ≈7% ITM
Gamma: 0.031
Theta: -0.046
Vega: 0.012
Open interest: 361

Model this call

Put · $97 In the money

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

Model this put

Call · $98

Snapshot session: Aug 13, 2026
Last: $0.05
Breakeven: $98.05
Implied vol: 38.3%
Delta: 0.053 ≈5% ITM
Gamma: 0.024
Theta: -0.04
Vega: 0.012
Open interest: 16

Model this call

Put · $98 In the money

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

Model this put

Call · $99

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 44.1%
Delta: 0.057 ≈6% ITM
Gamma: 0.022
Theta: -0.049
Vega: 0.012
Open interest: 0

Model this call

Put · $99 In the money

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

Model this put

Call · $100

Snapshot session: Aug 13, 2026
Last: $0.04
Breakeven: $100.04
Implied vol: 45.8%
Delta: 0.045 ≈5% ITM
Gamma: 0.018
Theta: -0.042
Vega: 0.012
Open interest: 107

Model this call

Put · $100 In the money

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

Model this put

Call · $101

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

Model this call

Put · $101 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 34.8%
Delta: -0.993 ≈99% ITM
Gamma: 0.004
Theta: -0.006
Vega: 0.003
Open interest: 0

Model this put

Call · $102

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

Model this call

Put · $102 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 37.8%
Delta: -0.993 ≈99% ITM
Gamma: 0.004
Theta: -0.006
Vega: 0.003
Open interest: 0

Model this put

Call · $105

Snapshot session: Jul 31, 2026
Last: $0.10
Breakeven: $105.10
Implied vol: 63.9%
Delta: 0.035 ≈3% ITM
Gamma: 0.01
Theta: -0.048
Vega: 0.013
Open interest: 8

Model this call

Put · $105 In the money

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

Model this put

Call · $110

Snapshot session: Jul 24, 2026
Last: $0.05
Breakeven: $110.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this call

Put · $110 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 60%
Delta: -0.995 ≈99% ITM
Gamma: 0.002
Theta: -0.008
Vega: 0.003
Open interest: 0

Model this put

Call · $115

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

Model this call

Put · $115 In the money

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

Model this put

Call · $120

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

Model this call

Put · $120 In the money

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

Model this put

SHEL · Shell plc

Options Chain

Positioning

Chain

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	2	—	—	$44.80		$0.10	—	—	1	3
Call · $45 In the money Snapshot session Aug 13, 2026 Last $44.80 Breakeven $89.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 Snapshot session Aug 11, 2026 Last $0.10 Breakeven $44.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
0	—	—	—	—		$0.15	—	—	1	1
Call · $50 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 Snapshot session Aug 10, 2026 Last $0.15 Breakeven $49.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	—	—	—		$0.15	—	—	1	1
Call · $55 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 Snapshot session Aug 10, 2026 Last $0.15 Breakeven $54.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	7	—	—	$29.84		$0.15	-0.014	153.9%	1	12
Call · $60 In the money Snapshot session Aug 13, 2026 Last $29.84 Breakeven $89.84 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $60 Snapshot session Aug 10, 2026 Last $0.15 Breakeven $59.85 Implied vol 153.9% Delta -0.014 ≈1% ITM Gamma 0.002 Theta -0.054 Vega 0.005 Open interest 12 Model this put
0	345	—	—	$25.10		$0.04	-0.014	122.1%	1	172
Call · $65 In the money Snapshot session Aug 13, 2026 Last $25.10 Breakeven $90.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $65 Snapshot session Jul 16, 2026 Last $0.04 Breakeven $64.96 Implied vol 122.1% Delta -0.014 ≈1% ITM Gamma 0.002 Theta -0.041 Vega 0.005 Open interest 172 Model this put
0	1	—	—	$21.38		$0.04	-0.019	114.4%	1	15
Call · $67.5 In the money Snapshot session Aug 7, 2026 Last $21.38 Breakeven $88.88 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $67.5 Snapshot session Aug 7, 2026 Last $0.04 Breakeven $67.46 Implied vol 114.4% Delta -0.019 ≈2% ITM Gamma 0.003 Theta -0.051 Vega 0.005 Open interest 15 Model this put
0	132	124.8%	0.953	$19.80		$0.05	-0.021	102.2%	1	696
Call · $70 In the money Snapshot session Aug 13, 2026 Last $19.80 Breakeven $89.80 Implied vol 124.8% Delta 0.953 ≈95% ITM Gamma 0.007 Theta -0.115 Vega 0.01 Open interest 0 Model this call Put · $70 Snapshot session Aug 7, 2026 Last $0.05 Breakeven $69.95 Implied vol 102.2% Delta -0.021 ≈2% ITM Gamma 0.004 Theta -0.05 Vega 0.005 Open interest 696 Model this put
0	410	121.9%	0.933	$17.30		$0.05	-0.024	90.5%	1	1.3k
Call · $72.5 In the money Snapshot session Aug 13, 2026 Last $17.30 Breakeven $89.80 Implied vol 121.9% Delta 0.933 ≈93% ITM Gamma 0.009 Theta -0.151 Vega 0.018 Open interest 0 Model this call Put · $72.5 Snapshot session Aug 7, 2026 Last $0.05 Breakeven $72.45 Implied vol 90.5% Delta -0.024 ≈2% ITM Gamma 0.005 Theta -0.049 Vega 0.005 Open interest 1.3k Model this put
1	60	101.1%	0.936	$14.80		$0.01	-0.022	74.5%	1	706
Call · $75 In the money Snapshot session Aug 13, 2026 Last $14.80 Breakeven $89.80 Implied vol 101.1% Delta 0.936 ≈94% ITM Gamma 0.011 Theta -0.122 Vega 0.019 Open interest 1 Model this call Put · $75 Snapshot session Aug 13, 2026 Last $0.01 Breakeven $74.99 Implied vol 74.5% Delta -0.022 ≈2% ITM Gamma 0.006 Theta -0.038 Vega 0.005 Open interest 706 Model this put
0	2	83.4%	0.953	$12.75		$0.15	-0.034	76.5%	260	300
Call · $76 In the money Snapshot session Aug 7, 2026 Last $12.75 Breakeven $88.75 Implied vol 83.4% Delta 0.953 ≈95% ITM Gamma 0.01 Theta -0.076 Vega 0.011 Open interest 0 Model this call Put · $76 Snapshot session Jul 24, 2026 Last $0.15 Breakeven $75.85 Implied vol 76.5% Delta -0.034 ≈3% ITM Gamma 0.008 Theta -0.055 Vega 0.011 Open interest 300 Model this put
0	2	91.9%	0.922	$11.78		—	-0.03	69.3%	—	0
Call · $77 In the money Snapshot session Aug 7, 2026 Last $11.78 Breakeven $88.78 Implied vol 91.9% Delta 0.922 ≈92% ITM Gamma 0.014 Theta -0.127 Vega 0.019 Open interest 0 Model this call Put · $77 Snapshot session Unknown Last — Breakeven — Implied vol 69.3% Delta -0.03 ≈3% ITM Gamma 0.009 Theta -0.046 Vega 0.011 Open interest 0 Model this put
0	6.7k	91.6%	0.914	$12.30		$0.06	-0.037	69.1%	1	1.5k
Call · $77.5 In the money Snapshot session Aug 13, 2026 Last $12.30 Breakeven $89.80 Implied vol 91.6% Delta 0.914 ≈91% ITM Gamma 0.015 Theta -0.136 Vega 0.019 Open interest 0 Model this call Put · $77.5 Snapshot session Aug 6, 2026 Last $0.06 Breakeven $77.44 Implied vol 69.1% Delta -0.037 ≈4% ITM Gamma 0.01 Theta -0.054 Vega 0.011 Open interest 1.5k Model this put
0	2	80.8%	0.931	$10.78		$0.30	-0.032	64.4%	1	73
Call · $78 In the money Snapshot session Aug 7, 2026 Last $10.78 Breakeven $88.78 Implied vol 80.8% Delta 0.931 ≈93% ITM Gamma 0.014 Theta -0.102 Vega 0.019 Open interest 0 Model this call Put · $78 Snapshot session Jul 28, 2026 Last $0.30 Breakeven $77.70 Implied vol 64.4% Delta -0.032 ≈3% ITM Gamma 0.01 Theta -0.045 Vega 0.011 Open interest 73 Model this put
0	2	75.1%	0.927	$9.73		$0.10	-0.035	59.5%	1	666
Call · $79 In the money Snapshot session Aug 7, 2026 Last $9.73 Breakeven $88.73 Implied vol 75.1% Delta 0.927 ≈93% ITM Gamma 0.016 Theta -0.099 Vega 0.019 Open interest 0 Model this call Put · $79 Snapshot session Aug 7, 2026 Last $0.10 Breakeven $78.90 Implied vol 59.5% Delta -0.035 ≈3% ITM Gamma 0.011 Theta -0.044 Vega 0.011 Open interest 666 Model this put
0	8.4k	74.6%	0.907	$9.60		$0.05	-0.037	54.8%	5	144
Call · $80 In the money Snapshot session Aug 13, 2026 Last $9.60 Breakeven $89.60 Implied vol 74.6% Delta 0.907 ≈91% ITM Gamma 0.019 Theta -0.118 Vega 0.019 Open interest 0 Model this call Put · $80 Snapshot session Aug 10, 2026 Last $0.05 Breakeven $79.95 Implied vol 54.8% Delta -0.037 ≈4% ITM Gamma 0.013 Theta -0.043 Vega 0.011 Open interest 144 Model this put
0	—	61.2%	0.926	—		$0.85	-0.047	52.3%	12	14
Call · $81 In the money Snapshot session Unknown Last — Breakeven — Implied vol 61.2% Delta 0.926 ≈93% ITM Gamma 0.02 Theta -0.082 Vega 0.019 Open interest 0 Model this call Put · $81 Snapshot session Jul 20, 2026 Last $0.85 Breakeven $80.15 Implied vol 52.3% Delta -0.047 ≈5% ITM Gamma 0.016 Theta -0.05 Vega 0.011 Open interest 14 Model this put
2	7	65.9%	0.885	$7.21		$0.15	-0.051	47.6%	8	35
Call · $82 In the money Snapshot session Aug 13, 2026 Last $7.21 Breakeven $89.21 Implied vol 65.9% Delta 0.885 ≈89% ITM Gamma 0.026 Theta -0.123 Vega 0.02 Open interest 2 Model this call Put · $82 Snapshot session Aug 6, 2026 Last $0.15 Breakeven $81.85 Implied vol 47.6% Delta -0.051 ≈5% ITM Gamma 0.019 Theta -0.049 Vega 0.011 Open interest 35 Model this put
7	3.4k	63.2%	0.881	$7.20		$0.05	-0.054	45.3%	4	821
Call · $82.5 In the money Snapshot session Aug 13, 2026 Last $7.20 Breakeven $89.70 Implied vol 63.2% Delta 0.881 ≈88% ITM Gamma 0.028 Theta -0.121 Vega 0.02 Open interest 7 Model this call Put · $82.5 Snapshot session Aug 12, 2026 Last $0.05 Breakeven $82.45 Implied vol 45.3% Delta -0.054 ≈5% ITM Gamma 0.021 Theta -0.048 Vega 0.011 Open interest 821 Model this put
0	10	57.9%	0.884	$6.40		$0.06	-0.049	40.8%	41	38
Call · $83 In the money Snapshot session Aug 13, 2026 Last $6.40 Breakeven $89.40 Implied vol 57.9% Delta 0.884 ≈88% ITM Gamma 0.03 Theta -0.109 Vega 0.02 Open interest 0 Model this call Put · $83 Snapshot session Aug 11, 2026 Last $0.06 Breakeven $82.94 Implied vol 40.8% Delta -0.049 ≈5% ITM Gamma 0.021 Theta -0.04 Vega 0.011 Open interest 38 Model this put
0	5	54%	0.864	$5.74		$0.12	-0.054	36.3%	45	86
Call · $84 In the money Snapshot session Aug 13, 2026 Last $5.74 Breakeven $89.74 Implied vol 54% Delta 0.864 ≈86% ITM Gamma 0.035 Theta -0.113 Vega 0.03 Open interest 0 Model this call Put · $84 Snapshot session Aug 12, 2026 Last $0.12 Breakeven $83.88 Implied vol 36.3% Delta -0.054 ≈5% ITM Gamma 0.026 Theta -0.038 Vega 0.011 Open interest 86 Model this put
9	3.4k	46%	0.859	$4.95		$0.05	-0.061	31.8%	15	140
Call · $85 In the money Snapshot session Aug 13, 2026 Last $4.95 Breakeven $89.95 Implied vol 46% Delta 0.859 ≈86% ITM Gamma 0.042 Theta -0.098 Vega 0.03 Open interest 9 Model this call Put · $85 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $84.95 Implied vol 31.8% Delta -0.061 ≈6% ITM Gamma 0.033 Theta -0.037 Vega 0.012 Open interest 140 Model this put
0	365	41.4%	0.832	$4.10		$0.06	-0.07	27%	2	257
Call · $86 In the money Snapshot session Aug 13, 2026 Last $4.10 Breakeven $90.10 Implied vol 41.4% Delta 0.832 ≈83% ITM Gamma 0.052 Theta -0.099 Vega 0.03 Open interest 0 Model this call Put · $86 Snapshot session Aug 14, 2026 Last $0.06 Breakeven $85.94 Implied vol 27% Delta -0.07 ≈7% ITM Gamma 0.043 Theta -0.035 Vega 0.02 Open interest 257 Model this put
15	96	36.8%	0.798	$2.60		$0.58	-0.107	24.3%	10	496
Call · $87 In the money Snapshot session Aug 13, 2026 Last $2.60 Breakeven $89.60 Implied vol 36.8% Delta 0.798 ≈80% ITM Gamma 0.067 Theta -0.099 Vega 0.03 Open interest 15 Model this call Put · $87 Snapshot session Aug 13, 2026 Last $0.58 Breakeven $86.42 Implied vol 24.3% Delta -0.107 ≈11% ITM Gamma 0.065 Theta -0.044 Vega 0.02 Open interest 496 Model this put
55	1.2k	35.2%	0.774	$2.64		$0.22	-0.138	23.9%	2	1.5k
Call · $87.5 In the money Snapshot session Aug 13, 2026 Last $2.64 Breakeven $90.14 Implied vol 35.2% Delta 0.774 ≈77% ITM Gamma 0.075 Theta -0.103 Vega 0.039 Open interest 55 Model this call Put · $87.5 Snapshot session Aug 14, 2026 Last $0.22 Breakeven $87.28 Implied vol 23.9% Delta -0.138 ≈14% ITM Gamma 0.081 Theta -0.052 Vega 0.03 Open interest 1.5k Model this put
341	26	32.1%	0.75	$3.12		$0.20	-0.181	23.3%	17	881
Call · $88 In the money Snapshot session Aug 14, 2026 Last $3.12 Breakeven $91.12 Implied vol 32.1% Delta 0.75 ≈75% ITM Gamma 0.086 Theta -0.098 Vega 0.04 Open interest 341 Model this call Put · $88 Snapshot session Aug 14, 2026 Last $0.20 Breakeven $87.80 Implied vol 23.3% Delta -0.181 ≈18% ITM Gamma 0.098 Theta -0.06 Vega 0.03 Open interest 881 Model this put
146	18	27.7%	0.676	$2.05		$0.37	-0.287	22.1%	25	450
Call · $89 In the money Snapshot session Aug 14, 2026 Last $2.05 Breakeven $91.05 Implied vol 27.7% Delta 0.676 ≈68% ITM Gamma 0.113 Theta -0.096 Vega 0.04 Open interest 146 Model this call Put · $89 Snapshot session Aug 14, 2026 Last $0.37 Breakeven $88.63 Implied vol 22.1% Delta -0.287 ≈29% ITM Gamma 0.133 Theta -0.073 Vega 0.04 Open interest 450 Model this put
2.3k	67	25.4%	0.56	$1.38		$0.65	-0.431	21.7%	18	508
Call · $90 In the money Snapshot session Aug 14, 2026 Last $1.38 Breakeven $91.38 Implied vol 25.4% Delta 0.56 ≈56% ITM Gamma 0.134 Theta -0.096 Vega 0.046 Open interest 2.3k Model this call Put · $90 Snapshot session Aug 14, 2026 Last $0.65 Breakeven $89.35 Implied vol 21.7% Delta -0.431 ≈43% ITM Gamma 0.157 Theta -0.083 Vega 0.046 Open interest 508 Model this put
Underlying $90.47
614	370	25%	0.425	$0.94		$1.11	-0.589	21.3%	109	159
Call · $91 Snapshot session Aug 14, 2026 Last $0.94 Breakeven $91.94 Implied vol 25% Delta 0.425 ≈43% ITM Gamma 0.136 Theta -0.094 Vega 0.046 Open interest 614 Model this call Put · $91 In the money Snapshot session Aug 14, 2026 Last $1.11 Breakeven $89.89 Implied vol 21.3% Delta -0.589 ≈59% ITM Gamma 0.158 Theta -0.081 Vega 0.046 Open interest 159 Model this put
447	435	25%	0.299	$0.53		$2.55	-0.762	18.9%	3	2
Call · $92 Snapshot session Aug 14, 2026 Last $0.53 Breakeven $92.53 Implied vol 25% Delta 0.299 ≈30% ITM Gamma 0.12 Theta -0.084 Vega 0.041 Open interest 447 Model this call Put · $92 In the money Snapshot session Jul 31, 2026 Last $2.55 Breakeven $89.45 Implied vol 18.9% Delta -0.762 ≈76% ITM Gamma 0.143 Theta -0.058 Vega 0.041 Open interest 2 Model this put
1.5k	101	25.4%	0.198	$0.35		$5.90	-0.954	13%	10	10
Call · $93 Snapshot session Aug 14, 2026 Last $0.35 Breakeven $93.35 Implied vol 25.4% Delta 0.198 ≈20% ITM Gamma 0.095 Theta -0.068 Vega 0.031 Open interest 1.5k Model this call Put · $93 In the money Snapshot session Jul 22, 2026 Last $5.90 Breakeven $87.10 Implied vol 13% Delta -0.954 ≈95% ITM Gamma 0.063 Theta -0.013 Vega 0.012 Open interest 10 Model this put
236	10.6k	25.6%	0.12	$0.19		$3.75	—	—	1	1
Call · $94 Snapshot session Aug 14, 2026 Last $0.19 Breakeven $94.19 Implied vol 25.6% Delta 0.12 ≈12% ITM Gamma 0.068 Theta -0.049 Vega 0.021 Open interest 236 Model this call Put · $94 In the money Snapshot session Aug 14, 2026 Last $3.75 Breakeven $90.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
10.9k	85	27.8%	0.084	$0.11		$5.79	—	—	60	40
Call · $95 Snapshot session Aug 14, 2026 Last $0.11 Breakeven $95.11 Implied vol 27.8% Delta 0.084 ≈8% ITM Gamma 0.048 Theta -0.041 Vega 0.021 Open interest 10.9k Model this call Put · $95 In the money Snapshot session Aug 10, 2026 Last $5.79 Breakeven $89.21 Implied vol — Delta — Gamma — Theta — Vega — Open interest 40 Model this put
256	1	30.7%	0.064	$0.13		$6.76	—	—	60	30
Call · $96 Snapshot session Aug 11, 2026 Last $0.13 Breakeven $96.13 Implied vol 30.7% Delta 0.064 ≈6% ITM Gamma 0.036 Theta -0.037 Vega 0.012 Open interest 256 Model this call Put · $96 In the money Snapshot session Aug 10, 2026 Last $6.76 Breakeven $89.24 Implied vol — Delta — Gamma — Theta — Vega — Open interest 30 Model this put
361	1	36.6%	0.067	$0.05		—	—	—	—	0
Call · $97 Snapshot session Aug 5, 2026 Last $0.05 Breakeven $97.05 Implied vol 36.6% Delta 0.067 ≈7% ITM Gamma 0.031 Theta -0.046 Vega 0.012 Open interest 361 Model this call Put · $97 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
16	4	38.3%	0.053	$0.05		—	—	—	—	0
Call · $98 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $98.05 Implied vol 38.3% Delta 0.053 ≈5% ITM Gamma 0.024 Theta -0.04 Vega 0.012 Open interest 16 Model this call Put · $98 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	44.1%	0.057	—		—	—	—	—	0
Call · $99 Snapshot session Unknown Last — Breakeven — Implied vol 44.1% Delta 0.057 ≈6% ITM Gamma 0.022 Theta -0.049 Vega 0.012 Open interest 0 Model this call Put · $99 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
107	1	45.8%	0.045	$0.04		—	—	—	—	0
Call · $100 Snapshot session Aug 13, 2026 Last $0.04 Breakeven $100.04 Implied vol 45.8% Delta 0.045 ≈5% ITM Gamma 0.018 Theta -0.042 Vega 0.012 Open interest 107 Model this call Put · $100 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.993	34.8%	—	0
Call · $101 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $101 In the money Snapshot session Unknown Last — Breakeven — Implied vol 34.8% Delta -0.993 ≈99% ITM Gamma 0.004 Theta -0.006 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		—	-0.993	37.8%	—	0
Call · $102 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $102 In the money Snapshot session Unknown Last — Breakeven — Implied vol 37.8% Delta -0.993 ≈99% ITM Gamma 0.004 Theta -0.006 Vega 0.003 Open interest 0 Model this put
8	1	63.9%	0.035	$0.10		—	—	—	—	0
Call · $105 Snapshot session Jul 31, 2026 Last $0.10 Breakeven $105.10 Implied vol 63.9% Delta 0.035 ≈3% ITM Gamma 0.01 Theta -0.048 Vega 0.013 Open interest 8 Model this call Put · $105 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	1	—	—	$0.05		—	-0.995	60%	—	0
Call · $110 Snapshot session Jul 24, 2026 Last $0.05 Breakeven $110.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this call Put · $110 In the money Snapshot session Unknown Last — Breakeven — Implied vol 60% Delta -0.995 ≈99% ITM Gamma 0.002 Theta -0.008 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $115 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $120 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $120 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put