9
1
770.5%
0.985
$26.20
5
$0.02
-0.029
1176.2%
1
4
Call · $5
In the money
Last $26.20
Breakeven $31.20
Implied vol 770.5%
Delta 0.985 ≈99% ITM
Gamma 0.001
Theta -0.082
Vega 0.001
Open interest 9
Model this call
Put · $5
Last $0.02
Breakeven $4.98
Implied vol 1176.2%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -0.23
Vega 0.003
Open interest 4
Model this put
79
8
584.1%
0.956
$21.19
10
$0.07
-0.059
714.8%
1
1
Call · $10
In the money
Last $21.19
Breakeven $31.19
Implied vol 584.1%
Delta 0.956 ≈96% ITM
Gamma 0.004
Theta -0.157
Vega 0.004
Open interest 79
Model this call
Put · $10
Last $0.07
Breakeven $9.93
Implied vol 714.8%
Delta -0.059 ≈6% ITM
Gamma 0.004
Theta -0.244
Vega 0.005
Open interest 1
Model this put
5
2
313.3%
0.957
$13.13
15
$0.01
-0.006
195.1%
18
6.1k
Call · $15
In the money
Last $13.13
Breakeven $28.13
Implied vol 313.3%
Delta 0.957 ≈96% ITM
Gamma 0.008
Theta -0.084
Vega 0.003
Open interest 5
Model this call
Put · $15
Last $0.01
Breakeven $14.99
Implied vol 195.1%
Delta -0.006 ≈1% ITM
Gamma 0.002
Theta -0.009
Vega 0.001
Open interest 6.1k
Model this put
2
2
285.8%
0.953
$15.30
16
$0.03
-0.009
190.9%
1.2k
7
Call · $16
In the money
Last $15.30
Breakeven $31.30
Implied vol 285.8%
Delta 0.953 ≈95% ITM
Gamma 0.009
Theta -0.083
Vega 0.005
Open interest 2
Model this call
Put · $16
Last $0.03
Breakeven $15.97
Implied vol 190.9%
Delta -0.009 ≈1% ITM
Gamma 0.003
Theta -0.013
Vega 0.001
Open interest 7
Model this put
61
60
312.3%
0.92
$7.60
17
$0.02
-0.016
185%
7.5k
7.5k
Call · $17
In the money
Last $7.60
Breakeven $24.60
Implied vol 312.3%
Delta 0.92 ≈92% ITM
Gamma 0.012
Theta -0.134
Vega 0.005
Open interest 61
Model this call
Put · $17
Last $0.02
Breakeven $16.98
Implied vol 185%
Delta -0.016 ≈2% ITM
Gamma 0.006
Theta -0.021
Vega 0.002
Open interest 7.5k
Model this put
13
7
183%
0.975
$8.14
18
$0.01
-0.009
150.5%
70
701
Call · $18
In the money
Last $8.14
Breakeven $26.14
Implied vol 183%
Delta 0.975 ≈97% ITM
Gamma 0.008
Theta -0.033
Vega 0.003
Open interest 13
Model this call
Put · $18
Last $0.01
Breakeven $17.99
Implied vol 150.5%
Delta -0.009 ≈1% ITM
Gamma 0.004
Theta -0.011
Vega 0.002
Open interest 701
Model this put
27
2
0.1%
1
$12.40
19
$0.02
-0.011
133.5%
64
134
Call · $19
In the money
Last $12.40
Breakeven $31.40
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.002
Vega 0
Open interest 27
Model this call
Put · $19
Last $0.02
Breakeven $18.98
Implied vol 133.5%
Delta -0.011 ≈1% ITM
Gamma 0.005
Theta -0.011
Vega 0.002
Open interest 134
Model this put
0
—
—
—
—
19.5
—
—
—
—
0
Call · $19.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $19.5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
119
1
226.7%
0.9
$7.87
20
$0.04
-0.02
129.7%
262
1.2k
Call · $20
In the money
Last $7.87
Breakeven $27.87
Implied vol 226.7%
Delta 0.9 ≈90% ITM
Gamma 0.021
Theta -0.117
Vega 0.006
Open interest 119
Model this call
Put · $20
Last $0.04
Breakeven $19.96
Implied vol 129.7%
Delta -0.02 ≈2% ITM
Gamma 0.01
Theta -0.018
Vega 0.002
Open interest 1.2k
Model this put
5
2
180.2%
0.922
$5.45
20.5
$0.06
-0.025
127.8%
10
310
Call · $20.5
In the money
Last $5.45
Breakeven $25.95
Implied vol 180.2%
Delta 0.922 ≈92% ITM
Gamma 0.021
Theta -0.076
Vega 0.006
Open interest 5
Model this call
Put · $20.5
Last $0.06
Breakeven $20.44
Implied vol 127.8%
Delta -0.025 ≈3% ITM
Gamma 0.012
Theta -0.022
Vega 0.003
Open interest 310
Model this put
15
1
173.9%
0.914
$7.69
21
$0.08
-0.03
122%
32
466
Call · $21
In the money
Last $7.69
Breakeven $28.69
Implied vol 173.9%
Delta 0.914 ≈91% ITM
Gamma 0.024
Theta -0.08
Vega 0.006
Open interest 15
Model this call
Put · $21
Last $0.08
Breakeven $20.92
Implied vol 122%
Delta -0.03 ≈3% ITM
Gamma 0.015
Theta -0.024
Vega 0.003
Open interest 466
Model this put
6
2
117.2%
0.963
$6.05
21.5
$0.06
-0.034
114.9%
2.2k
38
Call · $21.5
In the money
Last $6.05
Breakeven $27.55
Implied vol 117.2%
Delta 0.963 ≈96% ITM
Gamma 0.018
Theta -0.029
Vega 0.003
Open interest 6
Model this call
Put · $21.5
Last $0.06
Breakeven $21.44
Implied vol 114.9%
Delta -0.034 ≈3% ITM
Gamma 0.017
Theta -0.025
Vega 0.003
Open interest 38
Model this put
115
12
202.3%
0.85
$6.25
22
$0.07
-0.041
109.5%
307
1k
Call · $22
In the money
Last $6.25
Breakeven $28.25
Implied vol 202.3%
Delta 0.85 ≈85% ITM
Gamma 0.03
Theta -0.136
Vega 0.009
Open interest 115
Model this call
Put · $22
Last $0.07
Breakeven $21.93
Implied vol 109.5%
Delta -0.041 ≈4% ITM
Gamma 0.021
Theta -0.027
Vega 0.003
Open interest 1k
Model this put
69
3
178.9%
0.852
$5.47
22.5
$0.10
-0.042
99.8%
411
323
Call · $22.5
In the money
Last $5.47
Breakeven $27.97
Implied vol 178.9%
Delta 0.852 ≈85% ITM
Gamma 0.034
Theta -0.12
Vega 0.009
Open interest 69
Model this call
Put · $22.5
Last $0.10
Breakeven $22.40
Implied vol 99.8%
Delta -0.042 ≈4% ITM
Gamma 0.023
Theta -0.025
Vega 0.003
Open interest 323
Model this put
81
246
125.1%
0.9
$5.70
23
$0.10
-0.053
97.6%
269
948
Call · $23
In the money
Last $5.70
Breakeven $28.70
Implied vol 125.1%
Delta 0.9 ≈90% ITM
Gamma 0.037
Theta -0.065
Vega 0.006
Open interest 81
Model this call
Put · $23
Last $0.10
Breakeven $22.90
Implied vol 97.6%
Delta -0.053 ≈5% ITM
Gamma 0.029
Theta -0.03
Vega 0.004
Open interest 948
Model this put
134
75
125.7%
0.876
$4.91
23.5
$0.15
-0.07
95.1%
160
460
Call · $23.5
In the money
Last $4.91
Breakeven $28.41
Implied vol 125.7%
Delta 0.876 ≈88% ITM
Gamma 0.043
Theta -0.076
Vega 0.009
Open interest 134
Model this call
Put · $23.5
Last $0.15
Breakeven $23.35
Implied vol 95.1%
Delta -0.07 ≈7% ITM
Gamma 0.037
Theta -0.036
Vega 0.006
Open interest 460
Model this put
314
173
94.4%
0.906
$4.60
24
$0.16
-0.092
93.4%
639
820
Call · $24
In the money
Last $4.60
Breakeven $28.60
Implied vol 94.4%
Delta 0.906 ≈91% ITM
Gamma 0.047
Theta -0.047
Vega 0.006
Open interest 314
Model this call
Put · $24
Last $0.16
Breakeven $23.84
Implied vol 93.4%
Delta -0.092 ≈9% ITM
Gamma 0.046
Theta -0.044
Vega 0.006
Open interest 820
Model this put
153
36
104%
0.856
$4.10
24.5
$0.22
-0.109
88.5%
195
411
Call · $24.5
In the money
Last $4.10
Breakeven $28.60
Implied vol 104%
Delta 0.856 ≈86% ITM
Gamma 0.057
Theta -0.069
Vega 0.009
Open interest 153
Model this call
Put · $24.5
Last $0.22
Breakeven $24.28
Implied vol 88.5%
Delta -0.109 ≈11% ITM
Gamma 0.056
Theta -0.047
Vega 0.006
Open interest 411
Model this put
623
219
114.6%
0.803
$3.70
25
$0.26
-0.142
87.2%
1.4k
3.8k
Call · $25
In the money
Last $3.70
Breakeven $28.70
Implied vol 114.6%
Delta 0.803 ≈80% ITM
Gamma 0.064
Theta -0.094
Vega 0.01
Open interest 623
Model this call
Put · $25
Last $0.26
Breakeven $24.74
Implied vol 87.2%
Delta -0.142 ≈14% ITM
Gamma 0.068
Theta -0.056
Vega 0.009
Open interest 3.8k
Model this put
125
93
117%
0.761
$3.26
25.5
$0.35
-0.182
86.4%
1k
1.3k
Call · $25.5
In the money
Last $3.26
Breakeven $28.76
Implied vol 117%
Delta 0.761 ≈76% ITM
Gamma 0.07
Theta -0.106
Vega 0.013
Open interest 125
Model this call
Put · $25.5
Last $0.35
Breakeven $25.15
Implied vol 86.4%
Delta -0.182 ≈18% ITM
Gamma 0.08
Theta -0.065
Vega 0.01
Open interest 1.3k
Model this put
460
336
108%
0.733
$3.00
26
$0.46
-0.225
85.5%
764
717
Call · $26
In the money
Last $3.00
Breakeven $29.00
Implied vol 108%
Delta 0.733 ≈73% ITM
Gamma 0.08
Theta -0.103
Vega 0.013
Open interest 460
Model this call
Put · $26
Last $0.46
Breakeven $25.54
Implied vol 85.5%
Delta -0.225 ≈23% ITM
Gamma 0.093
Theta -0.073
Vega 0.013
Open interest 717
Model this put
166
65
105.4%
0.692
$2.52
26.5
$0.59
-0.276
83.6%
356
218
Call · $26.5
In the money
Last $2.52
Breakeven $29.02
Implied vol 105.4%
Delta 0.692 ≈69% ITM
Gamma 0.088
Theta -0.108
Vega 0.013
Open interest 166
Model this call
Put · $26.5
Last $0.59
Breakeven $25.91
Implied vol 83.6%
Delta -0.276 ≈28% ITM
Gamma 0.105
Theta -0.079
Vega 0.013
Open interest 218
Model this put
837
462
100.9%
0.649
$2.20
27
$0.75
-0.33
82.8%
744
1.2k
Call · $27
In the money
Last $2.20
Breakeven $29.20
Implied vol 100.9%
Delta 0.649 ≈65% ITM
Gamma 0.097
Theta -0.109
Vega 0.015
Open interest 837
Model this call
Put · $27
Last $0.75
Breakeven $26.25
Implied vol 82.8%
Delta -0.33 ≈33% ITM
Gamma 0.117
Theta -0.086
Vega 0.013
Open interest 1.2k
Model this put
680
876
100.8%
0.598
$1.87
27.5
$0.93
-0.392
82.4%
449
914
Call · $27.5
In the money
Last $1.87
Breakeven $29.37
Implied vol 100.8%
Delta 0.598 ≈60% ITM
Gamma 0.101
Theta -0.113
Vega 0.015
Open interest 680
Model this call
Put · $27.5
Last $0.93
Breakeven $26.57
Implied vol 82.4%
Delta -0.392 ≈39% ITM
Gamma 0.123
Theta -0.089
Vega 0.015
Open interest 914
Model this put
12.2k
3.5k
98%
0.546
$1.58
28
$1.20
-0.455
82.2%
1k
988
Call · $28
In the money
Last $1.58
Breakeven $29.58
Implied vol 98%
Delta 0.546 ≈55% ITM
Gamma 0.107
Theta -0.113
Vega 0.015
Open interest 12.2k
Model this call
Put · $28
Last $1.20
Breakeven $26.80
Implied vol 82.2%
Delta -0.455 ≈46% ITM
Gamma 0.128
Theta -0.093
Vega 0.015
Open interest 988
Model this put
Underlying $28.40
15.8k
1.9k
97%
0.493
$1.33
28.5
$1.41
-0.519
80.3%
444
683
Call · $28.5
Last $1.33
Breakeven $29.83
Implied vol 97%
Delta 0.493 ≈49% ITM
Gamma 0.109
Theta -0.112
Vega 0.015
Open interest 15.8k
Model this call
Put · $28.5
In the money
Last $1.41
Breakeven $27.09
Implied vol 80.3%
Delta -0.519 ≈52% ITM
Gamma 0.131
Theta -0.09
Vega 0.015
Open interest 683
Model this put
3.5k
3.7k
95.8%
0.439
$1.13
29
$1.71
-0.583
80%
215
1.1k
Call · $29
Last $1.13
Breakeven $30.13
Implied vol 95.8%
Delta 0.439 ≈44% ITM
Gamma 0.108
Theta -0.109
Vega 0.015
Open interest 3.5k
Model this call
Put · $29
In the money
Last $1.71
Breakeven $27.29
Implied vol 80%
Delta -0.583 ≈58% ITM
Gamma 0.129
Theta -0.088
Vega 0.015
Open interest 1.1k
Model this put
5.9k
434
96.9%
0.388
$0.97
29.5
$2.17
-0.65
77.3%
56
361
Call · $29.5
Last $0.97
Breakeven $30.47
Implied vol 96.9%
Delta 0.388 ≈39% ITM
Gamma 0.105
Theta -0.109
Vega 0.016
Open interest 5.9k
Model this call
Put · $29.5
In the money
Last $2.17
Breakeven $27.33
Implied vol 77.3%
Delta -0.65 ≈65% ITM
Gamma 0.127
Theta -0.08
Vega 0.014
Open interest 361
Model this put
16.7k
3.7k
97.1%
0.343
$0.78
30
$2.36
-0.711
76.1%
219
648
Call · $30
Last $0.78
Breakeven $30.78
Implied vol 97.1%
Delta 0.343 ≈34% ITM
Gamma 0.1
Theta -0.103
Vega 0.014
Open interest 16.7k
Model this call
Put · $30
In the money
Last $2.36
Breakeven $27.64
Implied vol 76.1%
Delta -0.711 ≈71% ITM
Gamma 0.119
Theta -0.072
Vega 0.014
Open interest 648
Model this put
13k
683
95.4%
0.293
$0.66
30.5
$2.88
-0.768
75%
31
170
Call · $30.5
Last $0.66
Breakeven $31.16
Implied vol 95.4%
Delta 0.293 ≈29% ITM
Gamma 0.095
Theta -0.095
Vega 0.014
Open interest 13k
Model this call
Put · $30.5
In the money
Last $2.88
Breakeven $27.62
Implied vol 75%
Delta -0.768 ≈77% ITM
Gamma 0.108
Theta -0.064
Vega 0.011
Open interest 170
Model this put
3.9k
1.8k
97.2%
0.253
$0.54
31
$3.08
-0.816
74.1%
18
289
Call · $31
Last $0.54
Breakeven $31.54
Implied vol 97.2%
Delta 0.253 ≈25% ITM
Gamma 0.088
Theta -0.091
Vega 0.014
Open interest 3.9k
Model this call
Put · $31
In the money
Last $3.08
Breakeven $27.92
Implied vol 74.1%
Delta -0.816 ≈82% ITM
Gamma 0.095
Theta -0.054
Vega 0.011
Open interest 289
Model this put
5.3k
224
95.9%
0.216
$0.44
31.5
$3.59
-0.857
74.8%
13
335
Call · $31.5
Last $0.44
Breakeven $31.94
Implied vol 95.9%
Delta 0.216 ≈22% ITM
Gamma 0.08
Theta -0.081
Vega 0.011
Open interest 5.3k
Model this call
Put · $31.5
In the money
Last $3.59
Breakeven $27.91
Implied vol 74.8%
Delta -0.857 ≈86% ITM
Gamma 0.081
Theta -0.047
Vega 0.007
Open interest 335
Model this put
3.7k
1.4k
96.6%
0.184
$0.35
32
$3.85
—
—
245
210
Call · $32
Last $0.35
Breakeven $32.35
Implied vol 96.6%
Delta 0.184 ≈18% ITM
Gamma 0.072
Theta -0.074
Vega 0.011
Open interest 3.7k
Model this call
Put · $32
In the money
Last $3.85
Breakeven $28.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 210
Model this put
917
420
98.2%
0.155
$0.30
32.5
$5.35
-0.896
80.6%
4
112
Call · $32.5
Last $0.30
Breakeven $32.80
Implied vol 98.2%
Delta 0.155 ≈16% ITM
Gamma 0.064
Theta -0.068
Vega 0.011
Open interest 917
Model this call
Put · $32.5
In the money
Last $5.35
Breakeven $27.15
Implied vol 80.6%
Delta -0.896 ≈90% ITM
Gamma 0.06
Theta -0.039
Vega 0.007
Open interest 112
Model this put
1.3k
2.8k
97.9%
0.131
$0.24
33
$5.50
-0.977
59.5%
6
245
Call · $33
Last $0.24
Breakeven $33.24
Implied vol 97.9%
Delta 0.131 ≈13% ITM
Gamma 0.057
Theta -0.06
Vega 0.007
Open interest 1.3k
Model this call
Put · $33
In the money
Last $5.50
Breakeven $27.50
Implied vol 59.5%
Delta -0.977 ≈98% ITM
Gamma 0.029
Theta -0.008
Vega 0.002
Open interest 245
Model this put
479
165
96.5%
0.105
$0.19
33.5
$6.14
—
—
10
127
Call · $33.5
Last $0.19
Breakeven $33.69
Implied vol 96.5%
Delta 0.105 ≈11% ITM
Gamma 0.049
Theta -0.05
Vega 0.007
Open interest 479
Model this call
Put · $33.5
In the money
Last $6.14
Breakeven $27.36
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 127
Model this put
722
209
98.5%
0.089
$0.16
34
$6.60
—
—
1
29
Call · $34
Last $0.16
Breakeven $34.16
Implied vol 98.5%
Delta 0.089 ≈9% ITM
Gamma 0.043
Theta -0.046
Vega 0.007
Open interest 722
Model this call
Put · $34
In the money
Last $6.60
Breakeven $27.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 29
Model this put
579
209
99.4%
0.074
$0.12
34.5
$7.07
-0.889
115.1%
1
5
Call · $34.5
Last $0.12
Breakeven $34.62
Implied vol 99.4%
Delta 0.074 ≈7% ITM
Gamma 0.037
Theta -0.04
Vega 0.004
Open interest 579
Model this call
Put · $34.5
In the money
Last $7.07
Breakeven $27.43
Implied vol 115.1%
Delta -0.889 ≈89% ITM
Gamma 0.044
Theta -0.06
Vega 0.007
Open interest 5
Model this put
5.6k
1k
103.2%
0.069
$0.15
35
$6.84
—
—
3
453
Call · $35
Last $0.15
Breakeven $35.15
Implied vol 103.2%
Delta 0.069 ≈7% ITM
Gamma 0.034
Theta -0.039
Vega 0.004
Open interest 5.6k
Model this call
Put · $35
In the money
Last $6.84
Breakeven $28.16
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 453
Model this put
1.5k
44
104.6%
0.06
$0.07
35.5
$8.20
-0.983
81.8%
1
1
Call · $35.5
Last $0.07
Breakeven $35.57
Implied vol 104.6%
Delta 0.06 ≈6% ITM
Gamma 0.03
Theta -0.035
Vega 0.004
Open interest 1.5k
Model this call
Put · $35.5
In the money
Last $8.20
Breakeven $27.30
Implied vol 81.8%
Delta -0.983 ≈98% ITM
Gamma 0.016
Theta -0.008
Vega 0.002
Open interest 1
Model this put
1.8k
565
101.6%
0.042
$0.07
36
$8.30
—
—
13
92
Call · $36
Last $0.07
Breakeven $36.07
Implied vol 101.6%
Delta 0.042 ≈4% ITM
Gamma 0.023
Theta -0.026
Vega 0.004
Open interest 1.8k
Model this call
Put · $36
In the money
Last $8.30
Breakeven $27.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 92
Model this put
153
49
107.5%
0.043
$0.05
36.5
$9.90
—
—
1
6
Call · $36.5
Last $0.05
Breakeven $36.55
Implied vol 107.5%
Delta 0.043 ≈4% ITM
Gamma 0.022
Theta -0.028
Vega 0.004
Open interest 153
Model this call
Put · $36.5
In the money
Last $9.90
Breakeven $26.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this put
604
108
105.9%
0.032
$0.04
37
$9.26
—
—
2
97
Call · $37
Last $0.04
Breakeven $37.04
Implied vol 105.9%
Delta 0.032 ≈3% ITM
Gamma 0.018
Theta -0.022
Vega 0.002
Open interest 604
Model this call
Put · $37
In the money
Last $9.26
Breakeven $27.74
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 97
Model this put
15
24
109.9%
0.031
$0.06
37.5
$9.30
—
—
1
1
Call · $37.5
Last $0.06
Breakeven $37.56
Implied vol 109.9%
Delta 0.031 ≈3% ITM
Gamma 0.017
Theta -0.022
Vega 0.002
Open interest 15
Model this call
Put · $37.5
In the money
Last $9.30
Breakeven $28.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
424
46
111.6%
0.028
$0.03
38
$10.18
-0.941
134.5%
2
13
Call · $38
Last $0.03
Breakeven $38.03
Implied vol 111.6%
Delta 0.028 ≈3% ITM
Gamma 0.015
Theta -0.02
Vega 0.002
Open interest 424
Model this call
Put · $38
In the money
Last $10.18
Breakeven $27.82
Implied vol 134.5%
Delta -0.941 ≈94% ITM
Gamma 0.024
Theta -0.043
Vega 0.004
Open interest 13
Model this put
3
3
109%
0.02
$0.04
38.5
—
—
—
—
0
Call · $38.5
Last $0.04
Breakeven $38.54
Implied vol 109%
Delta 0.02 ≈2% ITM
Gamma 0.011
Theta -0.015
Vega 0.002
Open interest 3
Model this call
Put · $38.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
311
1
117.2%
0.024
$0.04
39
$10.52
—
—
3
3
Call · $39
Last $0.04
Breakeven $39.04
Implied vol 117.2%
Delta 0.024 ≈2% ITM
Gamma 0.013
Theta -0.019
Vega 0.002
Open interest 311
Model this call
Put · $39
In the money
Last $10.52
Breakeven $28.48
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
0
—
125.3%
0.028
—
39.5
—
—
—
—
0
Call · $39.5
Last —
Breakeven —
Implied vol 125.3%
Delta 0.028 ≈3% ITM
Gamma 0.013
Theta -0.023
Vega 0.002
Open interest 0
Model this call
Put · $39.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3.9k
953
114.6%
0.013
$0.03
40
$12.00
—
—
1
7
Call · $40
Last $0.03
Breakeven $40.03
Implied vol 114.6%
Delta 0.013 ≈1% ITM
Gamma 0.008
Theta -0.011
Vega 0.001
Open interest 3.9k
Model this call
Put · $40
In the money
Last $12.00
Breakeven $28.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this put
226
114
121.1%
0.013
$0.03
41
$9.22
—
—
8
0
Call · $41
Last $0.03
Breakeven $41.03
Implied vol 121.1%
Delta 0.013 ≈1% ITM
Gamma 0.007
Theta -0.011
Vega 0.001
Open interest 226
Model this call
Put · $41
In the money
Last $9.22
Breakeven $31.78
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
651
3
160.3%
0.039
$0.03
42
$15.30
—
—
1
0
Call · $42
Last $0.03
Breakeven $42.03
Implied vol 160.3%
Delta 0.039 ≈4% ITM
Gamma 0.014
Theta -0.039
Vega 0.002
Open interest 651
Model this call
Put · $42
In the money
Last $15.30
Breakeven $26.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
156
8
128.7%
0.009
$0.01
43
$15.16
—
—
1
1
Call · $43
Last $0.01
Breakeven $43.01
Implied vol 128.7%
Delta 0.009 ≈1% ITM
Gamma 0.005
Theta -0.009
Vega 0.001
Open interest 156
Model this call
Put · $43
In the money
Last $15.16
Breakeven $27.84
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
226
20
134.8%
0.009
$0.02
44
—
—
—
—
0
Call · $44
Last $0.02
Breakeven $44.02
Implied vol 134.8%
Delta 0.009 ≈1% ITM
Gamma 0.005
Theta -0.009
Vega 0.001
Open interest 226
Model this call
Put · $44
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1.3k
251
154.8%
0.015
$0.02
45
$14.36
—
—
28
0
Call · $45
Last $0.02
Breakeven $45.02
Implied vol 154.8%
Delta 0.015 ≈1% ITM
Gamma 0.006
Theta -0.017
Vega 0.001
Open interest 1.3k
Model this call
Put · $45
In the money
Last $14.36
Breakeven $30.64
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
5
8
172.7%
0.023
$0.12
46
—
—
—
—
0
Call · $46
Last $0.12
Breakeven $46.12
Implied vol 172.7%
Delta 0.023 ≈2% ITM
Gamma 0.008
Theta -0.027
Vega 0.003
Open interest 5
Model this call
Put · $46
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
10
1
179%
0.023
$0.04
47
$19.23
—
—
1
0
Call · $47
Last $0.04
Breakeven $47.04
Implied vol 179%
Delta 0.023 ≈2% ITM
Gamma 0.008
Theta -0.027
Vega 0.003
Open interest 10
Model this call
Put · $47
In the money
Last $19.23
Breakeven $27.77
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
1
189.2%
0.025
$0.07
48
—
—
—
—
0
Call · $48
Last $0.07
Breakeven $48.07
Implied vol 189.2%
Delta 0.025 ≈3% ITM
Gamma 0.008
Theta -0.031
Vega 0.003
Open interest 2
Model this call
Put · $48
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
2
193.4%
0.023
$0.07
49
$20.91
—
—
1
0
Call · $49
Last $0.07
Breakeven $49.07
Implied vol 193.4%
Delta 0.023 ≈2% ITM
Gamma 0.007
Theta -0.03
Vega 0.003
Open interest 4
Model this call
Put · $49
In the money
Last $20.91
Breakeven $28.09
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1.1k
19
177.4%
0.011
$0.01
50
$22.09
—
—
1
0
Call · $50
Last $0.01
Breakeven $50.01
Implied vol 177.4%
Delta 0.011 ≈1% ITM
Gamma 0.004
Theta -0.015
Vega 0.001
Open interest 1.1k
Model this call
Put · $50
In the money
Last $22.09
Breakeven $27.91
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
160
1
225.8%
0.019
$0.07
55
$27.08
—
—
1
0
Call · $55
Last $0.07
Breakeven $55.07
Implied vol 225.8%
Delta 0.019 ≈2% ITM
Gamma 0.005
Theta -0.03
Vega 0.003
Open interest 160
Model this call
Put · $55
In the money
Last $27.08
Breakeven $27.92
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
44
40
253.5%
0.019
$0.02
60
$32.05
—
—
1
0
Call · $60
Last $0.02
Breakeven $60.02
Implied vol 253.5%
Delta 0.019 ≈2% ITM
Gamma 0.005
Theta -0.033
Vega 0.003
Open interest 44
Model this call
Put · $60
In the money
Last $32.05
Breakeven $27.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
102
102
245.7%
0.009
$0.04
65
$37.10
—
—
6
0
Call · $65
Last $0.04
Breakeven $65.04
Implied vol 245.7%
Delta 0.009 ≈1% ITM
Gamma 0.002
Theta -0.016
Vega 0.001
Open interest 102
Model this call
Put · $65
In the money
Last $37.10
Breakeven $27.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put