SIG Stock — Signet Jewelers Ltd: Options Chain

Calls		Puts
2	2	509.9%	0.957	$41.55	$0.10	-0.037	481.1%	1	1
Call · $55 In the money Last $41.55 Breakeven $96.55 Implied vol 509.9% Delta 0.957 ≈96% ITM Gamma 0.002 Theta -0.835 Vega 0.006 Open interest 2 Model this call Put · $55 Last $0.10 Breakeven $54.90 Implied vol 481.1% Delta -0.037 ≈4% ITM Gamma 0.002 Theta -0.69 Vega 0.006 Open interest 1 Model this put
0	—	431.5%	0.955	—	$0.23	-0.044	429.5%	1	111
Call · $60 In the money Last — Breakeven — Implied vol 431.5% Delta 0.955 ≈96% ITM Gamma 0.003 Theta -0.732 Vega 0.006 Open interest 0 Model this call Put · $60 Last $0.23 Breakeven $59.77 Implied vol 429.5% Delta -0.044 ≈4% ITM Gamma 0.003 Theta -0.72 Vega 0.006 Open interest 111 Model this put
0	1	343.6%	0.959	$25.50	$0.06	-0.037	333.7%	1	124
Call · $65 In the money Last $25.50 Breakeven $90.50 Implied vol 343.6% Delta 0.959 ≈96% ITM Gamma 0.003 Theta -0.54 Vega 0.006 Open interest 0 Model this call Put · $65 Last $0.06 Breakeven $64.94 Implied vol 333.7% Delta -0.037 ≈4% ITM Gamma 0.003 Theta -0.484 Vega 0.006 Open interest 124 Model this put
0	—	323.1%	0.956	—	—	—	—	—	0
Call · $67 In the money Last — Breakeven — Implied vol 323.1% Delta 0.956 ≈96% ITM Gamma 0.004 Theta -0.534 Vega 0.006 Open interest 0 Model this call Put · $67 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	328.8%	0.949	—	—	—	—	—	0
Call · $68 In the money Last — Breakeven — Implied vol 328.8% Delta 0.949 ≈95% ITM Gamma 0.004 Theta -0.62 Vega 0.006 Open interest 0 Model this call Put · $68 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	295.4%	0.957	—	—	—	—	—	0
Call · $69 In the money Last — Breakeven — Implied vol 295.4% Delta 0.957 ≈96% ITM Gamma 0.004 Theta -0.483 Vega 0.006 Open interest 0 Model this call Put · $69 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	2	322.7%	0.938	$28.78	$0.25	-0.044	284.3%	10	15
Call · $70 In the money Last $28.78 Breakeven $98.78 Implied vol 322.7% Delta 0.938 ≈94% ITM Gamma 0.005 Theta -0.708 Vega 0.011 Open interest 3 Model this call Put · $70 Last $0.25 Breakeven $69.75 Implied vol 284.3% Delta -0.044 ≈4% ITM Gamma 0.004 Theta -0.469 Vega 0.006 Open interest 15 Model this put
1	2	311.7%	0.936	$27.80	—	-0.045	274.8%	—	0
Call · $71 In the money Last $27.80 Breakeven $98.80 Implied vol 311.7% Delta 0.936 ≈94% ITM Gamma 0.005 Theta -0.7 Vega 0.011 Open interest 1 Model this call Put · $71 Last — Breakeven — Implied vol 274.8% Delta -0.045 ≈5% ITM Gamma 0.005 Theta -0.466 Vega 0.006 Open interest 0 Model this put
0	—	274.6%	0.949	—	—	-0.047	265.5%	—	0
Call · $72 In the money Last — Breakeven — Implied vol 274.6% Delta 0.949 ≈95% ITM Gamma 0.005 Theta -0.518 Vega 0.007 Open interest 0 Model this call Put · $72 Last — Breakeven — Implied vol 265.5% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.463 Vega 0.007 Open interest 0 Model this put
0	—	285.6%	0.935	—	—	-0.048	256.3%	—	0
Call · $73 In the money Last — Breakeven — Implied vol 285.6% Delta 0.935 ≈93% ITM Gamma 0.006 Theta -0.652 Vega 0.011 Open interest 0 Model this call Put · $73 Last — Breakeven — Implied vol 256.3% Delta -0.048 ≈5% ITM Gamma 0.005 Theta -0.46 Vega 0.007 Open interest 0 Model this put
3	1	279.4%	0.929	$23.05	$1.24	-0.05	247.2%	1	5
Call · $74 In the money Last $23.05 Breakeven $97.05 Implied vol 279.4% Delta 0.929 ≈93% ITM Gamma 0.006 Theta -0.675 Vega 0.011 Open interest 3 Model this call Put · $74 Last $1.24 Breakeven $72.76 Implied vol 247.2% Delta -0.05 ≈5% ITM Gamma 0.006 Theta -0.457 Vega 0.007 Open interest 5 Model this put
3	1	273.3%	0.924	$22.05	$0.10	-0.028	200.9%	13	19
Call · $75 In the money Last $22.05 Breakeven $97.05 Implied vol 273.3% Delta 0.924 ≈92% ITM Gamma 0.007 Theta -0.699 Vega 0.012 Open interest 3 Model this call Put · $75 Last $0.10 Breakeven $74.90 Implied vol 200.9% Delta -0.028 ≈3% ITM Gamma 0.004 Theta -0.231 Vega 0.007 Open interest 19 Model this put
0	—	254.4%	0.927	—	$2.24	-0.054	229.5%	1	2
Call · $76 In the money Last — Breakeven — Implied vol 254.4% Delta 0.927 ≈93% ITM Gamma 0.007 Theta -0.627 Vega 0.012 Open interest 0 Model this call Put · $76 Last $2.24 Breakeven $73.76 Implied vol 229.5% Delta -0.054 ≈5% ITM Gamma 0.006 Theta -0.451 Vega 0.007 Open interest 2 Model this put
0	—	222%	0.943	—	$2.25	-0.049	209.7%	1	0
Call · $77 In the money Last — Breakeven — Implied vol 222% Delta 0.943 ≈94% ITM Gamma 0.007 Theta -0.458 Vega 0.007 Open interest 0 Model this call Put · $77 Last $2.25 Breakeven $74.75 Implied vol 209.7% Delta -0.049 ≈5% ITM Gamma 0.006 Theta -0.381 Vega 0.007 Open interest 0 Model this put
16	113	234.2%	0.922	$19.22	—	-0.058	212.2%	—	0
Call · $78 In the money Last $19.22 Breakeven $97.22 Implied vol 234.2% Delta 0.922 ≈92% ITM Gamma 0.008 Theta -0.611 Vega 0.012 Open interest 16 Model this call Put · $78 Last — Breakeven — Implied vol 212.2% Delta -0.058 ≈6% ITM Gamma 0.007 Theta -0.444 Vega 0.007 Open interest 0 Model this put
16	113	228.6%	0.915	$18.32	$3.15	-0.082	225.8%	1	1
Call · $79 In the money Last $18.32 Breakeven $97.32 Implied vol 228.6% Delta 0.915 ≈92% ITM Gamma 0.009 Theta -0.634 Vega 0.012 Open interest 16 Model this call Put · $79 Last $3.15 Breakeven $75.85 Implied vol 225.8% Delta -0.082 ≈8% ITM Gamma 0.009 Theta -0.61 Vega 0.012 Open interest 1 Model this put
0	—	206.2%	0.923	—	$0.25	-0.038	162.8%	10	41
Call · $80 In the money Last — Breakeven — Implied vol 206.2% Delta 0.923 ≈92% ITM Gamma 0.009 Theta -0.531 Vega 0.012 Open interest 0 Model this call Put · $80 Last $0.25 Breakeven $79.75 Implied vol 162.8% Delta -0.038 ≈4% ITM Gamma 0.007 Theta -0.238 Vega 0.007 Open interest 41 Model this put
0	—	196.7%	0.92	—	—	-0.065	183.6%	—	0
Call · $81 In the money Last — Breakeven — Implied vol 196.7% Delta 0.92 ≈92% ITM Gamma 0.01 Theta -0.522 Vega 0.012 Open interest 0 Model this call Put · $81 Last — Breakeven — Implied vol 183.6% Delta -0.065 ≈7% ITM Gamma 0.009 Theta -0.42 Vega 0.012 Open interest 0 Model this put
1	1	207.9%	0.897	$3.75	$0.39	-0.078	182.5%	26	61
Call · $82 In the money Last $3.75 Breakeven $85.75 Implied vol 207.9% Delta 0.897 ≈90% ITM Gamma 0.012 Theta -0.672 Vega 0.012 Open interest 1 Model this call Put · $82 Last $0.39 Breakeven $81.61 Implied vol 182.5% Delta -0.078 ≈8% ITM Gamma 0.011 Theta -0.474 Vega 0.012 Open interest 61 Model this put
0	—	182%	0.908	—	$0.25	-0.089	179.4%	1	1
Call · $83 In the money Last — Breakeven — Implied vol 182% Delta 0.908 ≈91% ITM Gamma 0.012 Theta -0.537 Vega 0.012 Open interest 0 Model this call Put · $83 Last $0.25 Breakeven $82.75 Implied vol 179.4% Delta -0.089 ≈9% ITM Gamma 0.012 Theta -0.513 Vega 0.012 Open interest 1 Model this put
0	—	185%	0.891	—	$0.05	-0.038	124.2%	11	15
Call · $84 In the money Last — Breakeven — Implied vol 185% Delta 0.891 ≈89% ITM Gamma 0.014 Theta -0.623 Vega 0.012 Open interest 0 Model this call Put · $84 Last $0.05 Breakeven $83.95 Implied vol 124.2% Delta -0.038 ≈4% ITM Gamma 0.009 Theta -0.181 Vega 0.007 Open interest 15 Model this put
0	—	171.8%	0.89	—	$0.05	-0.035	113.1%	15	20
Call · $85 In the money Last — Breakeven — Implied vol 171.8% Delta 0.89 ≈89% ITM Gamma 0.015 Theta -0.583 Vega 0.012 Open interest 0 Model this call Put · $85 Last $0.05 Breakeven $84.95 Implied vol 113.1% Delta -0.035 ≈4% ITM Gamma 0.009 Theta -0.155 Vega 0.007 Open interest 20 Model this put
0	—	172.1%	0.873	—	$0.05	-0.084	138%	20	1
Call · $86 In the money Last — Breakeven — Implied vol 172.1% Delta 0.873 ≈87% ITM Gamma 0.016 Theta -0.649 Vega 0.019 Open interest 0 Model this call Put · $86 Last $0.05 Breakeven $85.95 Implied vol 138% Delta -0.084 ≈8% ITM Gamma 0.015 Theta -0.377 Vega 0.012 Open interest 1 Model this put
7	2	156.1%	0.874	$5.56	$0.05	-0.152	174.5%	13	16
Call · $87 In the money Last $5.56 Breakeven $92.56 Implied vol 156.1% Delta 0.874 ≈87% ITM Gamma 0.018 Theta -0.586 Vega 0.019 Open interest 7 Model this call Put · $87 Last $0.05 Breakeven $86.95 Implied vol 174.5% Delta -0.152 ≈15% ITM Gamma 0.018 Theta -0.732 Vega 0.019 Open interest 16 Model this put
10	1	150.9%	0.858	$4.25	$0.05	-0.036	87.4%	14	2
Call · $88 In the money Last $4.25 Breakeven $92.25 Implied vol 150.9% Delta 0.858 ≈86% ITM Gamma 0.02 Theta -0.609 Vega 0.019 Open interest 10 Model this call Put · $88 Last $0.05 Breakeven $87.95 Implied vol 87.4% Delta -0.036 ≈4% ITM Gamma 0.012 Theta -0.123 Vega 0.007 Open interest 2 Model this put
28	2	137.9%	0.854	$3.35	$0.10	-0.039	80.2%	8	42
Call · $89 In the money Last $3.35 Breakeven $92.35 Implied vol 137.9% Delta 0.854 ≈85% ITM Gamma 0.022 Theta -0.567 Vega 0.019 Open interest 28 Model this call Put · $89 Last $0.10 Breakeven $88.90 Implied vol 80.2% Delta -0.039 ≈4% ITM Gamma 0.014 Theta -0.12 Vega 0.007 Open interest 42 Model this put
5	7	127.7%	0.845	$8.33	$0.28	-0.043	73.1%	1	12
Call · $90 In the money Last $8.33 Breakeven $98.33 Implied vol 127.7% Delta 0.845 ≈84% ITM Gamma 0.025 Theta -0.547 Vega 0.019 Open interest 5 Model this call Put · $90 Last $0.28 Breakeven $89.72 Implied vol 73.1% Delta -0.043 ≈4% ITM Gamma 0.016 Theta -0.117 Vega 0.007 Open interest 12 Model this put
512	11	104.5%	0.862	$2.27	$0.20	-0.047	66%	13	16
Call · $91 In the money Last $2.27 Breakeven $93.27 Implied vol 104.5% Delta 0.862 ≈86% ITM Gamma 0.028 Theta -0.417 Vega 0.019 Open interest 512 Model this call Put · $91 Last $0.20 Breakeven $90.80 Implied vol 66% Delta -0.047 ≈5% ITM Gamma 0.02 Theta -0.114 Vega 0.007 Open interest 16 Model this put
13	10	94.5%	0.85	$2.19	$0.14	-0.067	65.2%	4	12
Call · $92 In the money Last $2.19 Breakeven $94.19 Implied vol 94.5% Delta 0.85 ≈85% ITM Gamma 0.033 Theta -0.397 Vega 0.019 Open interest 13 Model this call Put · $92 Last $0.14 Breakeven $91.86 Implied vol 65.2% Delta -0.067 ≈7% ITM Gamma 0.027 Theta -0.153 Vega 0.013 Open interest 12 Model this put
1	2	107.9%	0.786	$2.15	$1.18	-0.156	81.8%	3	1
Call · $93 In the money Last $2.15 Breakeven $95.15 Implied vol 107.9% Delta 0.786 ≈79% ITM Gamma 0.037 Theta -0.573 Vega 0.019 Open interest 1 Model this call Put · $93 Last $1.18 Breakeven $91.82 Implied vol 81.8% Delta -0.156 ≈16% ITM Gamma 0.039 Theta -0.348 Vega 0.019 Open interest 1 Model this put
3	2	87.8%	0.787	$3.30	—	-0.15	65.7%	—	0
Call · $94 In the money Last $3.30 Breakeven $97.30 Implied vol 87.8% Delta 0.787 ≈79% ITM Gamma 0.045 Theta -0.466 Vega 0.019 Open interest 3 Model this call Put · $94 Last — Breakeven — Implied vol 65.7% Delta -0.15 ≈15% ITM Gamma 0.047 Theta -0.273 Vega 0.019 Open interest 0 Model this put
12	1	92.2%	0.726	$4.59	$0.80	-0.19	61.2%	1	4
Call · $95 In the money Last $4.59 Breakeven $99.59 Implied vol 92.2% Delta 0.726 ≈73% ITM Gamma 0.048 Theta -0.551 Vega 0.026 Open interest 12 Model this call Put · $95 Last $0.80 Breakeven $94.20 Implied vol 61.2% Delta -0.19 ≈19% ITM Gamma 0.059 Theta -0.297 Vega 0.02 Open interest 4 Model this put
15	18	78.4%	0.699	$2.12	$1.63	-0.214	50.5%	2	1
Call · $96 In the money Last $2.12 Breakeven $98.12 Implied vol 78.4% Delta 0.699 ≈70% ITM Gamma 0.059 Theta -0.492 Vega 0.026 Open interest 15 Model this call Put · $96 Last $1.63 Breakeven $94.37 Implied vol 50.5% Delta -0.214 ≈21% ITM Gamma 0.078 Theta -0.265 Vega 0.02 Open interest 1 Model this put
526	3	78.7%	0.637	$1.50	$2.60	-0.311	53%	81	81
Call · $97 In the money Last $1.50 Breakeven $98.50 Implied vol 78.7% Delta 0.637 ≈64% ITM Gamma 0.064 Theta -0.536 Vega 0.03 Open interest 526 Model this call Put · $97 Last $2.60 Breakeven $94.40 Implied vol 53% Delta -0.311 ≈31% ITM Gamma 0.089 Theta -0.334 Vega 0.026 Open interest 81 Model this put
24	3	81.6%	0.568	$1.70	$1.75	-0.411	57.1%	3	3
Call · $98 In the money Last $1.70 Breakeven $99.70 Implied vol 81.6% Delta 0.568 ≈57% ITM Gamma 0.064 Theta -0.577 Vega 0.03 Open interest 24 Model this call Put · $98 Last $1.75 Breakeven $96.25 Implied vol 57.1% Delta -0.411 ≈41% ITM Gamma 0.091 Theta -0.395 Vega 0.03 Open interest 3 Model this put
Underlying $98.86
286	250	65.4%	0.5	$2.00	—	-0.506	50.2%	—	0
Call · $99 Last $2.00 Breakeven $101.00 Implied vol 65.4% Delta 0.5 ≈50% ITM Gamma 0.082 Theta -0.475 Vega 0.03 Open interest 286 Model this call Put · $99 In the money Last — Breakeven — Implied vol 50.2% Delta -0.506 ≈51% ITM Gamma 0.107 Theta -0.359 Vega 0.03 Open interest 0 Model this put
21	2	63.5%	0.417	$1.61	—	-0.613	49.2%	—	0
Call · $100 Last $1.61 Breakeven $101.61 Implied vol 63.5% Delta 0.417 ≈42% ITM Gamma 0.082 Theta -0.446 Vega 0.03 Open interest 21 Model this call Put · $100 In the money Last — Breakeven — Implied vol 49.2% Delta -0.613 ≈61% ITM Gamma 0.105 Theta -0.336 Vega 0.03 Open interest 0 Model this put
3	2	58.6%	0.325	$0.76	—	-0.645	70.7%	—	0
Call · $101 Last $0.76 Breakeven $101.76 Implied vol 58.6% Delta 0.325 ≈33% ITM Gamma 0.082 Theta -0.38 Vega 0.026 Open interest 3 Model this call Put · $101 In the money Last — Breakeven — Implied vol 70.7% Delta -0.645 ≈64% ITM Gamma 0.071 Theta -0.473 Vega 0.026 Open interest 0 Model this put
4	1	59.9%	0.253	$0.30	—	-0.72	67.3%	—	0
Call · $102 Last $0.30 Breakeven $102.30 Implied vol 59.9% Delta 0.253 ≈25% ITM Gamma 0.072 Theta -0.346 Vega 0.027 Open interest 4 Model this call Put · $102 In the money Last — Breakeven — Implied vol 67.3% Delta -0.72 ≈72% ITM Gamma 0.067 Theta -0.401 Vega 0.027 Open interest 0 Model this put
0	—	59.9%	0.192	—	—	-0.845	52.3%	—	0
Call · $103 Last — Breakeven — Implied vol 59.9% Delta 0.192 ≈19% ITM Gamma 0.061 Theta -0.293 Vega 0.02 Open interest 0 Model this call Put · $103 In the money Last — Breakeven — Implied vol 52.3% Delta -0.845 ≈84% ITM Gamma 0.061 Theta -0.22 Vega 0.02 Open interest 0 Model this put
0	—	70.8%	0.182	—	—	-0.905	50%	—	0
Call · $104 Last — Breakeven — Implied vol 70.8% Delta 0.182 ≈18% ITM Gamma 0.05 Theta -0.335 Vega 0.021 Open interest 0 Model this call Put · $104 In the money Last — Breakeven — Implied vol 50% Delta -0.905 ≈91% ITM Gamma 0.045 Theta -0.146 Vega 0.014 Open interest 0 Model this put
6	6	112%	0.252	$0.22	—	-0.843	76.6%	—	0
Call · $105 Last $0.22 Breakeven $105.22 Implied vol 112% Delta 0.252 ≈25% ITM Gamma 0.038 Theta -0.647 Vega 0.027 Open interest 6 Model this call Put · $105 In the money Last — Breakeven — Implied vol 76.6% Delta -0.843 ≈84% ITM Gamma 0.042 Theta -0.326 Vega 0.021 Open interest 0 Model this put
0	—	121.5%	0.238	—	—	-0.923	64.1%	—	0
Call · $106 Last — Breakeven — Implied vol 121.5% Delta 0.238 ≈24% ITM Gamma 0.034 Theta -0.681 Vega 0.021 Open interest 0 Model this call Put · $106 In the money Last — Breakeven — Implied vol 64.1% Delta -0.923 ≈92% ITM Gamma 0.031 Theta -0.163 Vega 0.014 Open interest 0 Model this put
0	—	93%	0.137	—	—	—	—	—	0
Call · $107 Last — Breakeven — Implied vol 93% Delta 0.137 ≈14% ITM Gamma 0.032 Theta -0.37 Vega 0.014 Open interest 0 Model this call Put · $107 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	98%	0.125	—	—	-0.933	76.8%	—	0
Call · $108 Last — Breakeven — Implied vol 98% Delta 0.125 ≈13% ITM Gamma 0.028 Theta -0.362 Vega 0.014 Open interest 0 Model this call Put · $108 In the money Last — Breakeven — Implied vol 76.8% Delta -0.933 ≈93% ITM Gamma 0.023 Theta -0.174 Vega 0.008 Open interest 0 Model this put
0	—	102.9%	0.114	—	—	-0.968	70.1%	—	0
Call · $109 Last — Breakeven — Implied vol 102.9% Delta 0.114 ≈11% ITM Gamma 0.025 Theta -0.355 Vega 0.014 Open interest 0 Model this call Put · $109 In the money Last — Breakeven — Implied vol 70.1% Delta -0.968 ≈97% ITM Gamma 0.014 Theta -0.087 Vega 0.007 Open interest 0 Model this put
0	—	109.6%	0.108	—	—	—	—	—	0
Call · $110 Last — Breakeven — Implied vol 109.6% Delta 0.108 ≈11% ITM Gamma 0.023 Theta -0.364 Vega 0.014 Open interest 0 Model this call Put · $110 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	116.2%	0.103	—	—	—	—	—	0
Call · $111 Last — Breakeven — Implied vol 116.2% Delta 0.103 ≈10% ITM Gamma 0.021 Theta -0.372 Vega 0.014 Open interest 0 Model this call Put · $111 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $112 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $112 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $113 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $113 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	142%	0.088	—	—	—	—	—	0
Call · $115 Last — Breakeven — Implied vol 142% Delta 0.088 ≈9% ITM Gamma 0.015 Theta -0.406 Vega 0.014 Open interest 0 Model this call Put · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	172.6%	0.076	—	—	—	—	—	0
Call · $120 Last — Breakeven — Implied vol 172.6% Delta 0.076 ≈8% ITM Gamma 0.011 Theta -0.446 Vega 0.008 Open interest 0 Model this call Put · $120 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $125 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $125 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $55 In the money

Last: $41.55
Breakeven: $96.55
Implied vol: 509.9%
Delta: 0.957 ≈96% ITM
Gamma: 0.002
Theta: -0.835
Vega: 0.006
Open interest: 2

Model this call

Put · $55

Last: $0.10
Breakeven: $54.90
Implied vol: 481.1%
Delta: -0.037 ≈4% ITM
Gamma: 0.002
Theta: -0.69
Vega: 0.006
Open interest: 1

Model this put

Call · $60 In the money

Last: —
Breakeven: —
Implied vol: 431.5%
Delta: 0.955 ≈96% ITM
Gamma: 0.003
Theta: -0.732
Vega: 0.006
Open interest: 0

Model this call

Put · $60

Last: $0.23
Breakeven: $59.77
Implied vol: 429.5%
Delta: -0.044 ≈4% ITM
Gamma: 0.003
Theta: -0.72
Vega: 0.006
Open interest: 111

Model this put

Call · $65 In the money

Last: $25.50
Breakeven: $90.50
Implied vol: 343.6%
Delta: 0.959 ≈96% ITM
Gamma: 0.003
Theta: -0.54
Vega: 0.006
Open interest: 0

Model this call

Put · $65

Last: $0.06
Breakeven: $64.94
Implied vol: 333.7%
Delta: -0.037 ≈4% ITM
Gamma: 0.003
Theta: -0.484
Vega: 0.006
Open interest: 124

Model this put

Call · $67 In the money

Last: —
Breakeven: —
Implied vol: 323.1%
Delta: 0.956 ≈96% ITM
Gamma: 0.004
Theta: -0.534
Vega: 0.006
Open interest: 0

Model this call

Put · $67

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

Model this put

Call · $68 In the money

Last: —
Breakeven: —
Implied vol: 328.8%
Delta: 0.949 ≈95% ITM
Gamma: 0.004
Theta: -0.62
Vega: 0.006
Open interest: 0

Model this call

Put · $68

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

Model this put

Call · $69 In the money

Last: —
Breakeven: —
Implied vol: 295.4%
Delta: 0.957 ≈96% ITM
Gamma: 0.004
Theta: -0.483
Vega: 0.006
Open interest: 0

Model this call

Put · $69

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

Model this put

Call · $70 In the money

Last: $28.78
Breakeven: $98.78
Implied vol: 322.7%
Delta: 0.938 ≈94% ITM
Gamma: 0.005
Theta: -0.708
Vega: 0.011
Open interest: 3

Model this call

Put · $70

Last: $0.25
Breakeven: $69.75
Implied vol: 284.3%
Delta: -0.044 ≈4% ITM
Gamma: 0.004
Theta: -0.469
Vega: 0.006
Open interest: 15

Model this put

Call · $71 In the money

Last: $27.80
Breakeven: $98.80
Implied vol: 311.7%
Delta: 0.936 ≈94% ITM
Gamma: 0.005
Theta: -0.7
Vega: 0.011
Open interest: 1

Model this call

Put · $71

Last: —
Breakeven: —
Implied vol: 274.8%
Delta: -0.045 ≈5% ITM
Gamma: 0.005
Theta: -0.466
Vega: 0.006
Open interest: 0

Model this put

Call · $72 In the money

Last: —
Breakeven: —
Implied vol: 274.6%
Delta: 0.949 ≈95% ITM
Gamma: 0.005
Theta: -0.518
Vega: 0.007
Open interest: 0

Model this call

Put · $72

Last: —
Breakeven: —
Implied vol: 265.5%
Delta: -0.047 ≈5% ITM
Gamma: 0.005
Theta: -0.463
Vega: 0.007
Open interest: 0

Model this put

Call · $73 In the money

Last: —
Breakeven: —
Implied vol: 285.6%
Delta: 0.935 ≈93% ITM
Gamma: 0.006
Theta: -0.652
Vega: 0.011
Open interest: 0

Model this call

Put · $73

Last: —
Breakeven: —
Implied vol: 256.3%
Delta: -0.048 ≈5% ITM
Gamma: 0.005
Theta: -0.46
Vega: 0.007
Open interest: 0

Model this put

Call · $74 In the money

Last: $23.05
Breakeven: $97.05
Implied vol: 279.4%
Delta: 0.929 ≈93% ITM
Gamma: 0.006
Theta: -0.675
Vega: 0.011
Open interest: 3

Model this call

Put · $74

Last: $1.24
Breakeven: $72.76
Implied vol: 247.2%
Delta: -0.05 ≈5% ITM
Gamma: 0.006
Theta: -0.457
Vega: 0.007
Open interest: 5

Model this put

Call · $75 In the money

Last: $22.05
Breakeven: $97.05
Implied vol: 273.3%
Delta: 0.924 ≈92% ITM
Gamma: 0.007
Theta: -0.699
Vega: 0.012
Open interest: 3

Model this call

Put · $75

Last: $0.10
Breakeven: $74.90
Implied vol: 200.9%
Delta: -0.028 ≈3% ITM
Gamma: 0.004
Theta: -0.231
Vega: 0.007
Open interest: 19

Model this put

Call · $76 In the money

Last: —
Breakeven: —
Implied vol: 254.4%
Delta: 0.927 ≈93% ITM
Gamma: 0.007
Theta: -0.627
Vega: 0.012
Open interest: 0

Model this call

Put · $76

Last: $2.24
Breakeven: $73.76
Implied vol: 229.5%
Delta: -0.054 ≈5% ITM
Gamma: 0.006
Theta: -0.451
Vega: 0.007
Open interest: 2

Model this put

Call · $77 In the money

Last: —
Breakeven: —
Implied vol: 222%
Delta: 0.943 ≈94% ITM
Gamma: 0.007
Theta: -0.458
Vega: 0.007
Open interest: 0

Model this call

Put · $77

Last: $2.25
Breakeven: $74.75
Implied vol: 209.7%
Delta: -0.049 ≈5% ITM
Gamma: 0.006
Theta: -0.381
Vega: 0.007
Open interest: 0

Model this put

Call · $78 In the money

Last: $19.22
Breakeven: $97.22
Implied vol: 234.2%
Delta: 0.922 ≈92% ITM
Gamma: 0.008
Theta: -0.611
Vega: 0.012
Open interest: 16

Model this call

Put · $78

Last: —
Breakeven: —
Implied vol: 212.2%
Delta: -0.058 ≈6% ITM
Gamma: 0.007
Theta: -0.444
Vega: 0.007
Open interest: 0

Model this put

Call · $79 In the money

Last: $18.32
Breakeven: $97.32
Implied vol: 228.6%
Delta: 0.915 ≈92% ITM
Gamma: 0.009
Theta: -0.634
Vega: 0.012
Open interest: 16

Model this call

Put · $79

Last: $3.15
Breakeven: $75.85
Implied vol: 225.8%
Delta: -0.082 ≈8% ITM
Gamma: 0.009
Theta: -0.61
Vega: 0.012
Open interest: 1

Model this put

Call · $80 In the money

Last: —
Breakeven: —
Implied vol: 206.2%
Delta: 0.923 ≈92% ITM
Gamma: 0.009
Theta: -0.531
Vega: 0.012
Open interest: 0

Model this call

Put · $80

Last: $0.25
Breakeven: $79.75
Implied vol: 162.8%
Delta: -0.038 ≈4% ITM
Gamma: 0.007
Theta: -0.238
Vega: 0.007
Open interest: 41

Model this put

Call · $81 In the money

Last: —
Breakeven: —
Implied vol: 196.7%
Delta: 0.92 ≈92% ITM
Gamma: 0.01
Theta: -0.522
Vega: 0.012
Open interest: 0

Model this call

Put · $81

Last: —
Breakeven: —
Implied vol: 183.6%
Delta: -0.065 ≈7% ITM
Gamma: 0.009
Theta: -0.42
Vega: 0.012
Open interest: 0

Model this put

Call · $82 In the money

Last: $3.75
Breakeven: $85.75
Implied vol: 207.9%
Delta: 0.897 ≈90% ITM
Gamma: 0.012
Theta: -0.672
Vega: 0.012
Open interest: 1

Model this call

Put · $82

Last: $0.39
Breakeven: $81.61
Implied vol: 182.5%
Delta: -0.078 ≈8% ITM
Gamma: 0.011
Theta: -0.474
Vega: 0.012
Open interest: 61

Model this put

Call · $83 In the money

Last: —
Breakeven: —
Implied vol: 182%
Delta: 0.908 ≈91% ITM
Gamma: 0.012
Theta: -0.537
Vega: 0.012
Open interest: 0

Model this call

Put · $83

Last: $0.25
Breakeven: $82.75
Implied vol: 179.4%
Delta: -0.089 ≈9% ITM
Gamma: 0.012
Theta: -0.513
Vega: 0.012
Open interest: 1

Model this put

Call · $84 In the money

Last: —
Breakeven: —
Implied vol: 185%
Delta: 0.891 ≈89% ITM
Gamma: 0.014
Theta: -0.623
Vega: 0.012
Open interest: 0

Model this call

Put · $84

Last: $0.05
Breakeven: $83.95
Implied vol: 124.2%
Delta: -0.038 ≈4% ITM
Gamma: 0.009
Theta: -0.181
Vega: 0.007
Open interest: 15

Model this put

Call · $85 In the money

Last: —
Breakeven: —
Implied vol: 171.8%
Delta: 0.89 ≈89% ITM
Gamma: 0.015
Theta: -0.583
Vega: 0.012
Open interest: 0

Model this call

Put · $85

Last: $0.05
Breakeven: $84.95
Implied vol: 113.1%
Delta: -0.035 ≈4% ITM
Gamma: 0.009
Theta: -0.155
Vega: 0.007
Open interest: 20

Model this put

Call · $86 In the money

Last: —
Breakeven: —
Implied vol: 172.1%
Delta: 0.873 ≈87% ITM
Gamma: 0.016
Theta: -0.649
Vega: 0.019
Open interest: 0

Model this call

Put · $86

Last: $0.05
Breakeven: $85.95
Implied vol: 138%
Delta: -0.084 ≈8% ITM
Gamma: 0.015
Theta: -0.377
Vega: 0.012
Open interest: 1

Model this put

Call · $87 In the money

Last: $5.56
Breakeven: $92.56
Implied vol: 156.1%
Delta: 0.874 ≈87% ITM
Gamma: 0.018
Theta: -0.586
Vega: 0.019
Open interest: 7

Model this call

Put · $87

Last: $0.05
Breakeven: $86.95
Implied vol: 174.5%
Delta: -0.152 ≈15% ITM
Gamma: 0.018
Theta: -0.732
Vega: 0.019
Open interest: 16

Model this put

Call · $88 In the money

Last: $4.25
Breakeven: $92.25
Implied vol: 150.9%
Delta: 0.858 ≈86% ITM
Gamma: 0.02
Theta: -0.609
Vega: 0.019
Open interest: 10

Model this call

Put · $88

Last: $0.05
Breakeven: $87.95
Implied vol: 87.4%
Delta: -0.036 ≈4% ITM
Gamma: 0.012
Theta: -0.123
Vega: 0.007
Open interest: 2

Model this put

Call · $89 In the money

Last: $3.35
Breakeven: $92.35
Implied vol: 137.9%
Delta: 0.854 ≈85% ITM
Gamma: 0.022
Theta: -0.567
Vega: 0.019
Open interest: 28

Model this call

Put · $89

Last: $0.10
Breakeven: $88.90
Implied vol: 80.2%
Delta: -0.039 ≈4% ITM
Gamma: 0.014
Theta: -0.12
Vega: 0.007
Open interest: 42

Model this put

Call · $90 In the money

Last: $8.33
Breakeven: $98.33
Implied vol: 127.7%
Delta: 0.845 ≈84% ITM
Gamma: 0.025
Theta: -0.547
Vega: 0.019
Open interest: 5

Model this call

Put · $90

Last: $0.28
Breakeven: $89.72
Implied vol: 73.1%
Delta: -0.043 ≈4% ITM
Gamma: 0.016
Theta: -0.117
Vega: 0.007
Open interest: 12

Model this put

Call · $91 In the money

Last: $2.27
Breakeven: $93.27
Implied vol: 104.5%
Delta: 0.862 ≈86% ITM
Gamma: 0.028
Theta: -0.417
Vega: 0.019
Open interest: 512

Model this call

Put · $91

Last: $0.20
Breakeven: $90.80
Implied vol: 66%
Delta: -0.047 ≈5% ITM
Gamma: 0.02
Theta: -0.114
Vega: 0.007
Open interest: 16

Model this put

Call · $92 In the money

Last: $2.19
Breakeven: $94.19
Implied vol: 94.5%
Delta: 0.85 ≈85% ITM
Gamma: 0.033
Theta: -0.397
Vega: 0.019
Open interest: 13

Model this call

Put · $92

Last: $0.14
Breakeven: $91.86
Implied vol: 65.2%
Delta: -0.067 ≈7% ITM
Gamma: 0.027
Theta: -0.153
Vega: 0.013
Open interest: 12

Model this put

Call · $93 In the money

Last: $2.15
Breakeven: $95.15
Implied vol: 107.9%
Delta: 0.786 ≈79% ITM
Gamma: 0.037
Theta: -0.573
Vega: 0.019
Open interest: 1

Model this call

Put · $93

Last: $1.18
Breakeven: $91.82
Implied vol: 81.8%
Delta: -0.156 ≈16% ITM
Gamma: 0.039
Theta: -0.348
Vega: 0.019
Open interest: 1

Model this put

Call · $94 In the money

Last: $3.30
Breakeven: $97.30
Implied vol: 87.8%
Delta: 0.787 ≈79% ITM
Gamma: 0.045
Theta: -0.466
Vega: 0.019
Open interest: 3

Model this call

Put · $94

Last: —
Breakeven: —
Implied vol: 65.7%
Delta: -0.15 ≈15% ITM
Gamma: 0.047
Theta: -0.273
Vega: 0.019
Open interest: 0

Model this put

Call · $95 In the money

Last: $4.59
Breakeven: $99.59
Implied vol: 92.2%
Delta: 0.726 ≈73% ITM
Gamma: 0.048
Theta: -0.551
Vega: 0.026
Open interest: 12

Model this call

Put · $95

Last: $0.80
Breakeven: $94.20
Implied vol: 61.2%
Delta: -0.19 ≈19% ITM
Gamma: 0.059
Theta: -0.297
Vega: 0.02
Open interest: 4

Model this put

Call · $96 In the money

Last: $2.12
Breakeven: $98.12
Implied vol: 78.4%
Delta: 0.699 ≈70% ITM
Gamma: 0.059
Theta: -0.492
Vega: 0.026
Open interest: 15

Model this call

Put · $96

Last: $1.63
Breakeven: $94.37
Implied vol: 50.5%
Delta: -0.214 ≈21% ITM
Gamma: 0.078
Theta: -0.265
Vega: 0.02
Open interest: 1

Model this put

Call · $97 In the money

Last: $1.50
Breakeven: $98.50
Implied vol: 78.7%
Delta: 0.637 ≈64% ITM
Gamma: 0.064
Theta: -0.536
Vega: 0.03
Open interest: 526

Model this call

Put · $97

Last: $2.60
Breakeven: $94.40
Implied vol: 53%
Delta: -0.311 ≈31% ITM
Gamma: 0.089
Theta: -0.334
Vega: 0.026
Open interest: 81

Model this put

Call · $98 In the money

Last: $1.70
Breakeven: $99.70
Implied vol: 81.6%
Delta: 0.568 ≈57% ITM
Gamma: 0.064
Theta: -0.577
Vega: 0.03
Open interest: 24

Model this call

Put · $98

Last: $1.75
Breakeven: $96.25
Implied vol: 57.1%
Delta: -0.411 ≈41% ITM
Gamma: 0.091
Theta: -0.395
Vega: 0.03
Open interest: 3

Model this put

Call · $99

Last: $2.00
Breakeven: $101.00
Implied vol: 65.4%
Delta: 0.5 ≈50% ITM
Gamma: 0.082
Theta: -0.475
Vega: 0.03
Open interest: 286

Model this call

Put · $99 In the money

Last: —
Breakeven: —
Implied vol: 50.2%
Delta: -0.506 ≈51% ITM
Gamma: 0.107
Theta: -0.359
Vega: 0.03
Open interest: 0

Model this put

Call · $100

Last: $1.61
Breakeven: $101.61
Implied vol: 63.5%
Delta: 0.417 ≈42% ITM
Gamma: 0.082
Theta: -0.446
Vega: 0.03
Open interest: 21

Model this call

Put · $100 In the money

Last: —
Breakeven: —
Implied vol: 49.2%
Delta: -0.613 ≈61% ITM
Gamma: 0.105
Theta: -0.336
Vega: 0.03
Open interest: 0

Model this put

Call · $101

Last: $0.76
Breakeven: $101.76
Implied vol: 58.6%
Delta: 0.325 ≈33% ITM
Gamma: 0.082
Theta: -0.38
Vega: 0.026
Open interest: 3

Model this call

Put · $101 In the money

Last: —
Breakeven: —
Implied vol: 70.7%
Delta: -0.645 ≈64% ITM
Gamma: 0.071
Theta: -0.473
Vega: 0.026
Open interest: 0

Model this put

Call · $102

Last: $0.30
Breakeven: $102.30
Implied vol: 59.9%
Delta: 0.253 ≈25% ITM
Gamma: 0.072
Theta: -0.346
Vega: 0.027
Open interest: 4

Model this call

Put · $102 In the money

Last: —
Breakeven: —
Implied vol: 67.3%
Delta: -0.72 ≈72% ITM
Gamma: 0.067
Theta: -0.401
Vega: 0.027
Open interest: 0

Model this put

Call · $103

Last: —
Breakeven: —
Implied vol: 59.9%
Delta: 0.192 ≈19% ITM
Gamma: 0.061
Theta: -0.293
Vega: 0.02
Open interest: 0

Model this call

Put · $103 In the money

Last: —
Breakeven: —
Implied vol: 52.3%
Delta: -0.845 ≈84% ITM
Gamma: 0.061
Theta: -0.22
Vega: 0.02
Open interest: 0

Model this put

Call · $104

Last: —
Breakeven: —
Implied vol: 70.8%
Delta: 0.182 ≈18% ITM
Gamma: 0.05
Theta: -0.335
Vega: 0.021
Open interest: 0

Model this call

Put · $104 In the money

Last: —
Breakeven: —
Implied vol: 50%
Delta: -0.905 ≈91% ITM
Gamma: 0.045
Theta: -0.146
Vega: 0.014
Open interest: 0

Model this put

Call · $105

Last: $0.22
Breakeven: $105.22
Implied vol: 112%
Delta: 0.252 ≈25% ITM
Gamma: 0.038
Theta: -0.647
Vega: 0.027
Open interest: 6

Model this call

Put · $105 In the money

Last: —
Breakeven: —
Implied vol: 76.6%
Delta: -0.843 ≈84% ITM
Gamma: 0.042
Theta: -0.326
Vega: 0.021
Open interest: 0

Model this put

Call · $106

Last: —
Breakeven: —
Implied vol: 121.5%
Delta: 0.238 ≈24% ITM
Gamma: 0.034
Theta: -0.681
Vega: 0.021
Open interest: 0

Model this call

Put · $106 In the money

Last: —
Breakeven: —
Implied vol: 64.1%
Delta: -0.923 ≈92% ITM
Gamma: 0.031
Theta: -0.163
Vega: 0.014
Open interest: 0

Model this put

Call · $107

Last: —
Breakeven: —
Implied vol: 93%
Delta: 0.137 ≈14% ITM
Gamma: 0.032
Theta: -0.37
Vega: 0.014
Open interest: 0

Model this call

Put · $107 In the money

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

Model this put

Call · $108

Last: —
Breakeven: —
Implied vol: 98%
Delta: 0.125 ≈13% ITM
Gamma: 0.028
Theta: -0.362
Vega: 0.014
Open interest: 0

Model this call

Put · $108 In the money

Last: —
Breakeven: —
Implied vol: 76.8%
Delta: -0.933 ≈93% ITM
Gamma: 0.023
Theta: -0.174
Vega: 0.008
Open interest: 0

Model this put

Call · $109

Last: —
Breakeven: —
Implied vol: 102.9%
Delta: 0.114 ≈11% ITM
Gamma: 0.025
Theta: -0.355
Vega: 0.014
Open interest: 0

Model this call

Put · $109 In the money

Last: —
Breakeven: —
Implied vol: 70.1%
Delta: -0.968 ≈97% ITM
Gamma: 0.014
Theta: -0.087
Vega: 0.007
Open interest: 0

Model this put

Call · $110

Last: —
Breakeven: —
Implied vol: 109.6%
Delta: 0.108 ≈11% ITM
Gamma: 0.023
Theta: -0.364
Vega: 0.014
Open interest: 0

Model this call

Put · $110 In the money

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

Model this put

Call · $111

Last: —
Breakeven: —
Implied vol: 116.2%
Delta: 0.103 ≈10% ITM
Gamma: 0.021
Theta: -0.372
Vega: 0.014
Open interest: 0

Model this call

Put · $111 In the money

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

Model this put

Call · $112

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

Model this call

Put · $112 In the money

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

Model this put

Call · $113

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

Model this call

Put · $113 In the money

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

Model this put

Call · $115

Last: —
Breakeven: —
Implied vol: 142%
Delta: 0.088 ≈9% ITM
Gamma: 0.015
Theta: -0.406
Vega: 0.014
Open interest: 0

Model this call

Put · $115 In the money

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

Model this put

Call · $120

Last: —
Breakeven: —
Implied vol: 172.6%
Delta: 0.076 ≈8% ITM
Gamma: 0.011
Theta: -0.446
Vega: 0.008
Open interest: 0

Model this call

Put · $120 In the money

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

Model this put

Call · $125

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

Model this call

Put · $125 In the money

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

Model this put

SIG · Signet Jewelers Ltd

Options Chain

Positioning

Open interest by strike · near the money

Chain

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
2	2	509.9%	0.957	$41.55		$0.10	-0.037	481.1%	1	1
Call · $55 In the money Last $41.55 Breakeven $96.55 Implied vol 509.9% Delta 0.957 ≈96% ITM Gamma 0.002 Theta -0.835 Vega 0.006 Open interest 2 Model this call Put · $55 Last $0.10 Breakeven $54.90 Implied vol 481.1% Delta -0.037 ≈4% ITM Gamma 0.002 Theta -0.69 Vega 0.006 Open interest 1 Model this put
0	—	431.5%	0.955	—		$0.23	-0.044	429.5%	1	111
Call · $60 In the money Last — Breakeven — Implied vol 431.5% Delta 0.955 ≈96% ITM Gamma 0.003 Theta -0.732 Vega 0.006 Open interest 0 Model this call Put · $60 Last $0.23 Breakeven $59.77 Implied vol 429.5% Delta -0.044 ≈4% ITM Gamma 0.003 Theta -0.72 Vega 0.006 Open interest 111 Model this put
0	1	343.6%	0.959	$25.50		$0.06	-0.037	333.7%	1	124
Call · $65 In the money Last $25.50 Breakeven $90.50 Implied vol 343.6% Delta 0.959 ≈96% ITM Gamma 0.003 Theta -0.54 Vega 0.006 Open interest 0 Model this call Put · $65 Last $0.06 Breakeven $64.94 Implied vol 333.7% Delta -0.037 ≈4% ITM Gamma 0.003 Theta -0.484 Vega 0.006 Open interest 124 Model this put
0	—	323.1%	0.956	—		—	—	—	—	0
Call · $67 In the money Last — Breakeven — Implied vol 323.1% Delta 0.956 ≈96% ITM Gamma 0.004 Theta -0.534 Vega 0.006 Open interest 0 Model this call Put · $67 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	328.8%	0.949	—		—	—	—	—	0
Call · $68 In the money Last — Breakeven — Implied vol 328.8% Delta 0.949 ≈95% ITM Gamma 0.004 Theta -0.62 Vega 0.006 Open interest 0 Model this call Put · $68 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	295.4%	0.957	—		—	—	—	—	0
Call · $69 In the money Last — Breakeven — Implied vol 295.4% Delta 0.957 ≈96% ITM Gamma 0.004 Theta -0.483 Vega 0.006 Open interest 0 Model this call Put · $69 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	2	322.7%	0.938	$28.78		$0.25	-0.044	284.3%	10	15
Call · $70 In the money Last $28.78 Breakeven $98.78 Implied vol 322.7% Delta 0.938 ≈94% ITM Gamma 0.005 Theta -0.708 Vega 0.011 Open interest 3 Model this call Put · $70 Last $0.25 Breakeven $69.75 Implied vol 284.3% Delta -0.044 ≈4% ITM Gamma 0.004 Theta -0.469 Vega 0.006 Open interest 15 Model this put
1	2	311.7%	0.936	$27.80		—	-0.045	274.8%	—	0
Call · $71 In the money Last $27.80 Breakeven $98.80 Implied vol 311.7% Delta 0.936 ≈94% ITM Gamma 0.005 Theta -0.7 Vega 0.011 Open interest 1 Model this call Put · $71 Last — Breakeven — Implied vol 274.8% Delta -0.045 ≈5% ITM Gamma 0.005 Theta -0.466 Vega 0.006 Open interest 0 Model this put
0	—	274.6%	0.949	—		—	-0.047	265.5%	—	0
Call · $72 In the money Last — Breakeven — Implied vol 274.6% Delta 0.949 ≈95% ITM Gamma 0.005 Theta -0.518 Vega 0.007 Open interest 0 Model this call Put · $72 Last — Breakeven — Implied vol 265.5% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.463 Vega 0.007 Open interest 0 Model this put
0	—	285.6%	0.935	—		—	-0.048	256.3%	—	0
Call · $73 In the money Last — Breakeven — Implied vol 285.6% Delta 0.935 ≈93% ITM Gamma 0.006 Theta -0.652 Vega 0.011 Open interest 0 Model this call Put · $73 Last — Breakeven — Implied vol 256.3% Delta -0.048 ≈5% ITM Gamma 0.005 Theta -0.46 Vega 0.007 Open interest 0 Model this put
3	1	279.4%	0.929	$23.05		$1.24	-0.05	247.2%	1	5
Call · $74 In the money Last $23.05 Breakeven $97.05 Implied vol 279.4% Delta 0.929 ≈93% ITM Gamma 0.006 Theta -0.675 Vega 0.011 Open interest 3 Model this call Put · $74 Last $1.24 Breakeven $72.76 Implied vol 247.2% Delta -0.05 ≈5% ITM Gamma 0.006 Theta -0.457 Vega 0.007 Open interest 5 Model this put
3	1	273.3%	0.924	$22.05		$0.10	-0.028	200.9%	13	19
Call · $75 In the money Last $22.05 Breakeven $97.05 Implied vol 273.3% Delta 0.924 ≈92% ITM Gamma 0.007 Theta -0.699 Vega 0.012 Open interest 3 Model this call Put · $75 Last $0.10 Breakeven $74.90 Implied vol 200.9% Delta -0.028 ≈3% ITM Gamma 0.004 Theta -0.231 Vega 0.007 Open interest 19 Model this put
0	—	254.4%	0.927	—		$2.24	-0.054	229.5%	1	2
Call · $76 In the money Last — Breakeven — Implied vol 254.4% Delta 0.927 ≈93% ITM Gamma 0.007 Theta -0.627 Vega 0.012 Open interest 0 Model this call Put · $76 Last $2.24 Breakeven $73.76 Implied vol 229.5% Delta -0.054 ≈5% ITM Gamma 0.006 Theta -0.451 Vega 0.007 Open interest 2 Model this put
0	—	222%	0.943	—		$2.25	-0.049	209.7%	1	0
Call · $77 In the money Last — Breakeven — Implied vol 222% Delta 0.943 ≈94% ITM Gamma 0.007 Theta -0.458 Vega 0.007 Open interest 0 Model this call Put · $77 Last $2.25 Breakeven $74.75 Implied vol 209.7% Delta -0.049 ≈5% ITM Gamma 0.006 Theta -0.381 Vega 0.007 Open interest 0 Model this put
16	113	234.2%	0.922	$19.22		—	-0.058	212.2%	—	0
Call · $78 In the money Last $19.22 Breakeven $97.22 Implied vol 234.2% Delta 0.922 ≈92% ITM Gamma 0.008 Theta -0.611 Vega 0.012 Open interest 16 Model this call Put · $78 Last — Breakeven — Implied vol 212.2% Delta -0.058 ≈6% ITM Gamma 0.007 Theta -0.444 Vega 0.007 Open interest 0 Model this put
16	113	228.6%	0.915	$18.32		$3.15	-0.082	225.8%	1	1
Call · $79 In the money Last $18.32 Breakeven $97.32 Implied vol 228.6% Delta 0.915 ≈92% ITM Gamma 0.009 Theta -0.634 Vega 0.012 Open interest 16 Model this call Put · $79 Last $3.15 Breakeven $75.85 Implied vol 225.8% Delta -0.082 ≈8% ITM Gamma 0.009 Theta -0.61 Vega 0.012 Open interest 1 Model this put
0	—	206.2%	0.923	—		$0.25	-0.038	162.8%	10	41
Call · $80 In the money Last — Breakeven — Implied vol 206.2% Delta 0.923 ≈92% ITM Gamma 0.009 Theta -0.531 Vega 0.012 Open interest 0 Model this call Put · $80 Last $0.25 Breakeven $79.75 Implied vol 162.8% Delta -0.038 ≈4% ITM Gamma 0.007 Theta -0.238 Vega 0.007 Open interest 41 Model this put
0	—	196.7%	0.92	—		—	-0.065	183.6%	—	0
Call · $81 In the money Last — Breakeven — Implied vol 196.7% Delta 0.92 ≈92% ITM Gamma 0.01 Theta -0.522 Vega 0.012 Open interest 0 Model this call Put · $81 Last — Breakeven — Implied vol 183.6% Delta -0.065 ≈7% ITM Gamma 0.009 Theta -0.42 Vega 0.012 Open interest 0 Model this put
1	1	207.9%	0.897	$3.75		$0.39	-0.078	182.5%	26	61
Call · $82 In the money Last $3.75 Breakeven $85.75 Implied vol 207.9% Delta 0.897 ≈90% ITM Gamma 0.012 Theta -0.672 Vega 0.012 Open interest 1 Model this call Put · $82 Last $0.39 Breakeven $81.61 Implied vol 182.5% Delta -0.078 ≈8% ITM Gamma 0.011 Theta -0.474 Vega 0.012 Open interest 61 Model this put
0	—	182%	0.908	—		$0.25	-0.089	179.4%	1	1
Call · $83 In the money Last — Breakeven — Implied vol 182% Delta 0.908 ≈91% ITM Gamma 0.012 Theta -0.537 Vega 0.012 Open interest 0 Model this call Put · $83 Last $0.25 Breakeven $82.75 Implied vol 179.4% Delta -0.089 ≈9% ITM Gamma 0.012 Theta -0.513 Vega 0.012 Open interest 1 Model this put
0	—	185%	0.891	—		$0.05	-0.038	124.2%	11	15
Call · $84 In the money Last — Breakeven — Implied vol 185% Delta 0.891 ≈89% ITM Gamma 0.014 Theta -0.623 Vega 0.012 Open interest 0 Model this call Put · $84 Last $0.05 Breakeven $83.95 Implied vol 124.2% Delta -0.038 ≈4% ITM Gamma 0.009 Theta -0.181 Vega 0.007 Open interest 15 Model this put
0	—	171.8%	0.89	—		$0.05	-0.035	113.1%	15	20
Call · $85 In the money Last — Breakeven — Implied vol 171.8% Delta 0.89 ≈89% ITM Gamma 0.015 Theta -0.583 Vega 0.012 Open interest 0 Model this call Put · $85 Last $0.05 Breakeven $84.95 Implied vol 113.1% Delta -0.035 ≈4% ITM Gamma 0.009 Theta -0.155 Vega 0.007 Open interest 20 Model this put
0	—	172.1%	0.873	—		$0.05	-0.084	138%	20	1
Call · $86 In the money Last — Breakeven — Implied vol 172.1% Delta 0.873 ≈87% ITM Gamma 0.016 Theta -0.649 Vega 0.019 Open interest 0 Model this call Put · $86 Last $0.05 Breakeven $85.95 Implied vol 138% Delta -0.084 ≈8% ITM Gamma 0.015 Theta -0.377 Vega 0.012 Open interest 1 Model this put
7	2	156.1%	0.874	$5.56		$0.05	-0.152	174.5%	13	16
Call · $87 In the money Last $5.56 Breakeven $92.56 Implied vol 156.1% Delta 0.874 ≈87% ITM Gamma 0.018 Theta -0.586 Vega 0.019 Open interest 7 Model this call Put · $87 Last $0.05 Breakeven $86.95 Implied vol 174.5% Delta -0.152 ≈15% ITM Gamma 0.018 Theta -0.732 Vega 0.019 Open interest 16 Model this put
10	1	150.9%	0.858	$4.25		$0.05	-0.036	87.4%	14	2
Call · $88 In the money Last $4.25 Breakeven $92.25 Implied vol 150.9% Delta 0.858 ≈86% ITM Gamma 0.02 Theta -0.609 Vega 0.019 Open interest 10 Model this call Put · $88 Last $0.05 Breakeven $87.95 Implied vol 87.4% Delta -0.036 ≈4% ITM Gamma 0.012 Theta -0.123 Vega 0.007 Open interest 2 Model this put
28	2	137.9%	0.854	$3.35		$0.10	-0.039	80.2%	8	42
Call · $89 In the money Last $3.35 Breakeven $92.35 Implied vol 137.9% Delta 0.854 ≈85% ITM Gamma 0.022 Theta -0.567 Vega 0.019 Open interest 28 Model this call Put · $89 Last $0.10 Breakeven $88.90 Implied vol 80.2% Delta -0.039 ≈4% ITM Gamma 0.014 Theta -0.12 Vega 0.007 Open interest 42 Model this put
5	7	127.7%	0.845	$8.33		$0.28	-0.043	73.1%	1	12
Call · $90 In the money Last $8.33 Breakeven $98.33 Implied vol 127.7% Delta 0.845 ≈84% ITM Gamma 0.025 Theta -0.547 Vega 0.019 Open interest 5 Model this call Put · $90 Last $0.28 Breakeven $89.72 Implied vol 73.1% Delta -0.043 ≈4% ITM Gamma 0.016 Theta -0.117 Vega 0.007 Open interest 12 Model this put
512	11	104.5%	0.862	$2.27		$0.20	-0.047	66%	13	16
Call · $91 In the money Last $2.27 Breakeven $93.27 Implied vol 104.5% Delta 0.862 ≈86% ITM Gamma 0.028 Theta -0.417 Vega 0.019 Open interest 512 Model this call Put · $91 Last $0.20 Breakeven $90.80 Implied vol 66% Delta -0.047 ≈5% ITM Gamma 0.02 Theta -0.114 Vega 0.007 Open interest 16 Model this put
13	10	94.5%	0.85	$2.19		$0.14	-0.067	65.2%	4	12
Call · $92 In the money Last $2.19 Breakeven $94.19 Implied vol 94.5% Delta 0.85 ≈85% ITM Gamma 0.033 Theta -0.397 Vega 0.019 Open interest 13 Model this call Put · $92 Last $0.14 Breakeven $91.86 Implied vol 65.2% Delta -0.067 ≈7% ITM Gamma 0.027 Theta -0.153 Vega 0.013 Open interest 12 Model this put
1	2	107.9%	0.786	$2.15		$1.18	-0.156	81.8%	3	1
Call · $93 In the money Last $2.15 Breakeven $95.15 Implied vol 107.9% Delta 0.786 ≈79% ITM Gamma 0.037 Theta -0.573 Vega 0.019 Open interest 1 Model this call Put · $93 Last $1.18 Breakeven $91.82 Implied vol 81.8% Delta -0.156 ≈16% ITM Gamma 0.039 Theta -0.348 Vega 0.019 Open interest 1 Model this put
3	2	87.8%	0.787	$3.30		—	-0.15	65.7%	—	0
Call · $94 In the money Last $3.30 Breakeven $97.30 Implied vol 87.8% Delta 0.787 ≈79% ITM Gamma 0.045 Theta -0.466 Vega 0.019 Open interest 3 Model this call Put · $94 Last — Breakeven — Implied vol 65.7% Delta -0.15 ≈15% ITM Gamma 0.047 Theta -0.273 Vega 0.019 Open interest 0 Model this put
12	1	92.2%	0.726	$4.59		$0.80	-0.19	61.2%	1	4
Call · $95 In the money Last $4.59 Breakeven $99.59 Implied vol 92.2% Delta 0.726 ≈73% ITM Gamma 0.048 Theta -0.551 Vega 0.026 Open interest 12 Model this call Put · $95 Last $0.80 Breakeven $94.20 Implied vol 61.2% Delta -0.19 ≈19% ITM Gamma 0.059 Theta -0.297 Vega 0.02 Open interest 4 Model this put
15	18	78.4%	0.699	$2.12		$1.63	-0.214	50.5%	2	1
Call · $96 In the money Last $2.12 Breakeven $98.12 Implied vol 78.4% Delta 0.699 ≈70% ITM Gamma 0.059 Theta -0.492 Vega 0.026 Open interest 15 Model this call Put · $96 Last $1.63 Breakeven $94.37 Implied vol 50.5% Delta -0.214 ≈21% ITM Gamma 0.078 Theta -0.265 Vega 0.02 Open interest 1 Model this put
526	3	78.7%	0.637	$1.50		$2.60	-0.311	53%	81	81
Call · $97 In the money Last $1.50 Breakeven $98.50 Implied vol 78.7% Delta 0.637 ≈64% ITM Gamma 0.064 Theta -0.536 Vega 0.03 Open interest 526 Model this call Put · $97 Last $2.60 Breakeven $94.40 Implied vol 53% Delta -0.311 ≈31% ITM Gamma 0.089 Theta -0.334 Vega 0.026 Open interest 81 Model this put
24	3	81.6%	0.568	$1.70		$1.75	-0.411	57.1%	3	3
Call · $98 In the money Last $1.70 Breakeven $99.70 Implied vol 81.6% Delta 0.568 ≈57% ITM Gamma 0.064 Theta -0.577 Vega 0.03 Open interest 24 Model this call Put · $98 Last $1.75 Breakeven $96.25 Implied vol 57.1% Delta -0.411 ≈41% ITM Gamma 0.091 Theta -0.395 Vega 0.03 Open interest 3 Model this put
Underlying $98.86
286	250	65.4%	0.5	$2.00		—	-0.506	50.2%	—	0
Call · $99 Last $2.00 Breakeven $101.00 Implied vol 65.4% Delta 0.5 ≈50% ITM Gamma 0.082 Theta -0.475 Vega 0.03 Open interest 286 Model this call Put · $99 In the money Last — Breakeven — Implied vol 50.2% Delta -0.506 ≈51% ITM Gamma 0.107 Theta -0.359 Vega 0.03 Open interest 0 Model this put
21	2	63.5%	0.417	$1.61		—	-0.613	49.2%	—	0
Call · $100 Last $1.61 Breakeven $101.61 Implied vol 63.5% Delta 0.417 ≈42% ITM Gamma 0.082 Theta -0.446 Vega 0.03 Open interest 21 Model this call Put · $100 In the money Last — Breakeven — Implied vol 49.2% Delta -0.613 ≈61% ITM Gamma 0.105 Theta -0.336 Vega 0.03 Open interest 0 Model this put
3	2	58.6%	0.325	$0.76		—	-0.645	70.7%	—	0
Call · $101 Last $0.76 Breakeven $101.76 Implied vol 58.6% Delta 0.325 ≈33% ITM Gamma 0.082 Theta -0.38 Vega 0.026 Open interest 3 Model this call Put · $101 In the money Last — Breakeven — Implied vol 70.7% Delta -0.645 ≈64% ITM Gamma 0.071 Theta -0.473 Vega 0.026 Open interest 0 Model this put
4	1	59.9%	0.253	$0.30		—	-0.72	67.3%	—	0
Call · $102 Last $0.30 Breakeven $102.30 Implied vol 59.9% Delta 0.253 ≈25% ITM Gamma 0.072 Theta -0.346 Vega 0.027 Open interest 4 Model this call Put · $102 In the money Last — Breakeven — Implied vol 67.3% Delta -0.72 ≈72% ITM Gamma 0.067 Theta -0.401 Vega 0.027 Open interest 0 Model this put
0	—	59.9%	0.192	—		—	-0.845	52.3%	—	0
Call · $103 Last — Breakeven — Implied vol 59.9% Delta 0.192 ≈19% ITM Gamma 0.061 Theta -0.293 Vega 0.02 Open interest 0 Model this call Put · $103 In the money Last — Breakeven — Implied vol 52.3% Delta -0.845 ≈84% ITM Gamma 0.061 Theta -0.22 Vega 0.02 Open interest 0 Model this put
0	—	70.8%	0.182	—		—	-0.905	50%	—	0
Call · $104 Last — Breakeven — Implied vol 70.8% Delta 0.182 ≈18% ITM Gamma 0.05 Theta -0.335 Vega 0.021 Open interest 0 Model this call Put · $104 In the money Last — Breakeven — Implied vol 50% Delta -0.905 ≈91% ITM Gamma 0.045 Theta -0.146 Vega 0.014 Open interest 0 Model this put
6	6	112%	0.252	$0.22		—	-0.843	76.6%	—	0
Call · $105 Last $0.22 Breakeven $105.22 Implied vol 112% Delta 0.252 ≈25% ITM Gamma 0.038 Theta -0.647 Vega 0.027 Open interest 6 Model this call Put · $105 In the money Last — Breakeven — Implied vol 76.6% Delta -0.843 ≈84% ITM Gamma 0.042 Theta -0.326 Vega 0.021 Open interest 0 Model this put
0	—	121.5%	0.238	—		—	-0.923	64.1%	—	0
Call · $106 Last — Breakeven — Implied vol 121.5% Delta 0.238 ≈24% ITM Gamma 0.034 Theta -0.681 Vega 0.021 Open interest 0 Model this call Put · $106 In the money Last — Breakeven — Implied vol 64.1% Delta -0.923 ≈92% ITM Gamma 0.031 Theta -0.163 Vega 0.014 Open interest 0 Model this put
0	—	93%	0.137	—		—	—	—	—	0
Call · $107 Last — Breakeven — Implied vol 93% Delta 0.137 ≈14% ITM Gamma 0.032 Theta -0.37 Vega 0.014 Open interest 0 Model this call Put · $107 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	98%	0.125	—		—	-0.933	76.8%	—	0
Call · $108 Last — Breakeven — Implied vol 98% Delta 0.125 ≈13% ITM Gamma 0.028 Theta -0.362 Vega 0.014 Open interest 0 Model this call Put · $108 In the money Last — Breakeven — Implied vol 76.8% Delta -0.933 ≈93% ITM Gamma 0.023 Theta -0.174 Vega 0.008 Open interest 0 Model this put
0	—	102.9%	0.114	—		—	-0.968	70.1%	—	0
Call · $109 Last — Breakeven — Implied vol 102.9% Delta 0.114 ≈11% ITM Gamma 0.025 Theta -0.355 Vega 0.014 Open interest 0 Model this call Put · $109 In the money Last — Breakeven — Implied vol 70.1% Delta -0.968 ≈97% ITM Gamma 0.014 Theta -0.087 Vega 0.007 Open interest 0 Model this put
0	—	109.6%	0.108	—		—	—	—	—	0
Call · $110 Last — Breakeven — Implied vol 109.6% Delta 0.108 ≈11% ITM Gamma 0.023 Theta -0.364 Vega 0.014 Open interest 0 Model this call Put · $110 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	116.2%	0.103	—		—	—	—	—	0
Call · $111 Last — Breakeven — Implied vol 116.2% Delta 0.103 ≈10% ITM Gamma 0.021 Theta -0.372 Vega 0.014 Open interest 0 Model this call Put · $111 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $112 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $112 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $113 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $113 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	142%	0.088	—		—	—	—	—	0
Call · $115 Last — Breakeven — Implied vol 142% Delta 0.088 ≈9% ITM Gamma 0.015 Theta -0.406 Vega 0.014 Open interest 0 Model this call Put · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	172.6%	0.076	—		—	—	—	—	0
Call · $120 Last — Breakeven — Implied vol 172.6% Delta 0.076 ≈8% ITM Gamma 0.011 Theta -0.446 Vega 0.008 Open interest 0 Model this call Put · $120 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $125 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $125 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put