0
—
—
—
—
40
$0.65
-0.03
170.5%
1
2
Call · $40
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $40
Last $0.65
Breakeven $39.35
Implied vol 170.5%
Delta -0.03 ≈3% ITM
Gamma 0.002
Theta -0.051
Vega 0.014
Open interest 2
Model this put
0
—
—
—
—
45
$0.80
-0.032
142.3%
1
2
Call · $45
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $45
Last $0.80
Breakeven $44.20
Implied vol 142.3%
Delta -0.032 ≈3% ITM
Gamma 0.003
Theta -0.046
Vega 0.015
Open interest 2
Model this put
0
—
0.2%
1
—
50
$0.15
-0.03
112.4%
1
3
Call · $50
In the money
Last —
Breakeven —
Implied vol 0.2%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.005
Vega 0
Open interest 0
Model this call
Put · $50
Last $0.15
Breakeven $49.85
Implied vol 112.4%
Delta -0.03 ≈3% ITM
Gamma 0.003
Theta -0.034
Vega 0.016
Open interest 3
Model this put
0
—
106.8%
0.947
—
55
$0.30
-0.034
91.5%
1
4
Call · $55
In the money
Last —
Breakeven —
Implied vol 106.8%
Delta 0.947 ≈95% ITM
Gamma 0.005
Theta -0.057
Vega 0.029
Open interest 0
Model this call
Put · $55
Last $0.30
Breakeven $54.70
Implied vol 91.5%
Delta -0.034 ≈3% ITM
Gamma 0.004
Theta -0.03
Vega 0.017
Open interest 4
Model this put
14
1
89.1%
0.93
$29.00
60
$0.85
-0.055
82.4%
1
8
Call · $60
In the money
Last $29.00
Breakeven $89.00
Implied vol 89.1%
Delta 0.93 ≈93% ITM
Gamma 0.008
Theta -0.059
Vega 0.03
Open interest 14
Model this call
Put · $60
Last $0.85
Breakeven $59.15
Implied vol 82.4%
Delta -0.055 ≈6% ITM
Gamma 0.007
Theta -0.041
Vega 0.03
Open interest 8
Model this put
7
2
76.1%
0.898
$7.95
65
$0.65
-0.103
76.5%
3
36
Call · $65
In the money
Last $7.95
Breakeven $72.95
Implied vol 76.1%
Delta 0.898 ≈90% ITM
Gamma 0.012
Theta -0.067
Vega 0.031
Open interest 7
Model this call
Put · $65
Last $0.65
Breakeven $64.35
Implied vol 76.5%
Delta -0.103 ≈10% ITM
Gamma 0.012
Theta -0.061
Vega 0.031
Open interest 36
Model this put
8
3
72.8%
0.817
$12.16
70
$1.64
-0.199
80.2%
1
28
Call · $70
In the money
Last $12.16
Breakeven $82.16
Implied vol 72.8%
Delta 0.817 ≈82% ITM
Gamma 0.018
Theta -0.092
Vega 0.049
Open interest 8
Model this call
Put · $70
Last $1.64
Breakeven $68.36
Implied vol 80.2%
Delta -0.199 ≈20% ITM
Gamma 0.018
Theta -0.1
Vega 0.064
Open interest 28
Model this put
10
3
70.4%
0.703
$8.86
75
$2.50
-0.301
72.8%
1
164
Call · $75
In the money
Last $8.86
Breakeven $83.86
Implied vol 70.4%
Delta 0.703 ≈70% ITM
Gamma 0.025
Theta -0.115
Vega 0.066
Open interest 10
Model this call
Put · $75
Last $2.50
Breakeven $72.50
Implied vol 72.8%
Delta -0.301 ≈30% ITM
Gamma 0.024
Theta -0.112
Vega 0.066
Open interest 164
Model this put
147
2
62.5%
0.565
$7.85
80
$5.70
-0.436
69%
25
39
Call · $80
In the money
Last $7.85
Breakeven $87.85
Implied vol 62.5%
Delta 0.565 ≈56% ITM
Gamma 0.032
Theta -0.115
Vega 0.079
Open interest 147
Model this call
Put · $80
Last $5.70
Breakeven $74.30
Implied vol 69%
Delta -0.436 ≈44% ITM
Gamma 0.029
Theta -0.119
Vega 0.079
Open interest 39
Model this put
Underlying $80.32
60
1
72.5%
0.431
$4.00
85
$7.50
-0.582
66.8%
7
15
Call · $85
Last $4.00
Breakeven $89.00
Implied vol 72.5%
Delta 0.431 ≈43% ITM
Gamma 0.027
Theta -0.131
Vega 0.082
Open interest 60
Model this call
Put · $85
In the money
Last $7.50
Breakeven $77.50
Implied vol 66.8%
Delta -0.582 ≈58% ITM
Gamma 0.03
Theta -0.113
Vega 0.082
Open interest 15
Model this put
196
10
62.8%
0.276
$2.34
90
$12.90
-0.705
68.4%
5
6
Call · $90
Last $2.34
Breakeven $92.34
Implied vol 62.8%
Delta 0.276 ≈28% ITM
Gamma 0.027
Theta -0.097
Vega 0.074
Open interest 196
Model this call
Put · $90
In the money
Last $12.90
Breakeven $77.10
Implied vol 68.4%
Delta -0.705 ≈70% ITM
Gamma 0.026
Theta -0.101
Vega 0.073
Open interest 6
Model this put
1k
5
72.6%
0.216
$1.50
95
$17.80
-0.828
63.6%
1
3
Call · $95
Last $1.50
Breakeven $96.50
Implied vol 72.6%
Delta 0.216 ≈22% ITM
Gamma 0.02
Theta -0.097
Vega 0.058
Open interest 1k
Model this call
Put · $95
In the money
Last $17.80
Breakeven $77.20
Implied vol 63.6%
Delta -0.828 ≈83% ITM
Gamma 0.021
Theta -0.067
Vega 0.057
Open interest 3
Model this put
231
5
68.8%
0.127
$1.45
100
$15.10
-0.892
65.5%
3
3
Call · $100
Last $1.45
Breakeven $101.45
Implied vol 68.8%
Delta 0.127 ≈13% ITM
Gamma 0.015
Theta -0.065
Vega 0.04
Open interest 231
Model this call
Put · $100
In the money
Last $15.10
Breakeven $84.90
Implied vol 65.5%
Delta -0.892 ≈89% ITM
Gamma 0.015
Theta -0.048
Vega 0.039
Open interest 3
Model this put
6
1
73.4%
0.089
$2.38
105
—
-0.933
68.4%
—
0
Call · $105
Last $2.38
Breakeven $107.38
Implied vol 73.4%
Delta 0.089 ≈9% ITM
Gamma 0.011
Theta -0.054
Vega 0.041
Open interest 6
Model this call
Put · $105
In the money
Last —
Breakeven —
Implied vol 68.4%
Delta -0.933 ≈93% ITM
Gamma 0.011
Theta -0.034
Vega 0.022
Open interest 0
Model this put
21
1
98.7%
0.131
$1.09
110
—
-0.953
72.8%
—
0
Call · $110
Last $1.09
Breakeven $111.09
Implied vol 98.7%
Delta 0.131 ≈13% ITM
Gamma 0.011
Theta -0.095
Vega 0.042
Open interest 21
Model this call
Put · $110
In the money
Last —
Breakeven —
Implied vol 72.8%
Delta -0.953 ≈95% ITM
Gamma 0.008
Theta -0.027
Vega 0.022
Open interest 0
Model this put
0
—
79.2%
0.044
—
115
—
-0.915
97.8%
—
0
Call · $115
Last —
Breakeven —
Implied vol 79.2%
Delta 0.044 ≈4% ITM
Gamma 0.006
Theta -0.034
Vega 0.025
Open interest 0
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol 97.8%
Delta -0.915 ≈91% ITM
Gamma 0.009
Theta -0.062
Vega 0.039
Open interest 0
Model this put
0
—
88.3%
0.044
—
120
—
-0.908
110.9%
—
0
Call · $120
Last —
Breakeven —
Implied vol 88.3%
Delta 0.044 ≈4% ITM
Gamma 0.005
Theta -0.037
Vega 0.025
Open interest 0
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol 110.9%
Delta -0.908 ≈91% ITM
Gamma 0.008
Theta -0.076
Vega 0.041
Open interest 0
Model this put
1
1
97.9%
0.046
$1.00
125
—
-0.924
113.8%
—
0
Call · $125
Last $1.00
Breakeven $126.00
Implied vol 97.9%
Delta 0.046 ≈5% ITM
Gamma 0.005
Theta -0.043
Vega 0.026
Open interest 1
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol 113.8%
Delta -0.924 ≈92% ITM
Gamma 0.007
Theta -0.066
Vega 0.025
Open interest 0
Model this put
1
1
100.5%
0.037
$0.80
130
—
-0.927
121.1%
—
0
Call · $130
Last $0.80
Breakeven $130.80
Implied vol 100.5%
Delta 0.037 ≈4% ITM
Gamma 0.004
Theta -0.036
Vega 0.013
Open interest 1
Model this call
Put · $130
In the money
Last —
Breakeven —
Implied vol 121.1%
Delta -0.927 ≈93% ITM
Gamma 0.006
Theta -0.068
Vega 0.025
Open interest 0
Model this put
3
1
115.2%
0.048
$0.35
135
—
-0.93
128.1%
—
0
Call · $135
Last $0.35
Breakeven $135.35
Implied vol 115.2%
Delta 0.048 ≈5% ITM
Gamma 0.004
Theta -0.052
Vega 0.027
Open interest 3
Model this call
Put · $135
In the money
Last —
Breakeven —
Implied vol 128.1%
Delta -0.93 ≈93% ITM
Gamma 0.006
Theta -0.069
Vega 0.026
Open interest 0
Model this put
6
1
122%
0.046
$0.35
140
—
-0.929
136.8%
—
0
Call · $140
Last $0.35
Breakeven $140.35
Implied vol 122%
Delta 0.046 ≈5% ITM
Gamma 0.004
Theta -0.053
Vega 0.027
Open interest 6
Model this call
Put · $140
In the money
Last —
Breakeven —
Implied vol 136.8%
Delta -0.929 ≈93% ITM
Gamma 0.005
Theta -0.075
Vega 0.026
Open interest 0
Model this put