SPYG Stock — State Street SPDR Bloomberg International Treasury Bond ETF: Options Chain

Calls		Puts
1	1	0.1%	1	$54.91	$0.02	-0.029	176%	1	1
Call · $60 In the money Snapshot session Jul 27, 2026 Last $54.91 Breakeven $114.91 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.004 Vega 0 Open interest 1 Model this call Put · $60 Snapshot session Jul 31, 2026 Last $0.02 Breakeven $59.98 Implied vol 176% Delta -0.029 ≈3% ITM Gamma 0.001 Theta -0.081 Vega 0.02 Open interest 1 Model this put
61	3	0.1%	1	$54.99	$0.74	-0.029	152.6%	1	2
Call · $65 In the money Snapshot session Aug 26, 2026 Last $54.99 Breakeven $119.99 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.005 Vega 0 Open interest 61 Model this call Put · $65 Snapshot session May 27, 2026 Last $0.74 Breakeven $64.26 Implied vol 152.6% Delta -0.029 ≈3% ITM Gamma 0.001 Theta -0.069 Vega 0.021 Open interest 2 Model this put
17	1	112.6%	0.986	$50.70	$0.70	—	—	1	0
Call · $70 In the money Snapshot session Aug 18, 2026 Last $50.70 Breakeven $120.70 Implied vol 112.6% Delta 0.986 ≈99% ITM Gamma 0.001 Theta -0.033 Vega 0.011 Open interest 17 Model this call Put · $70 Snapshot session Apr 6, 2026 Last $0.70 Breakeven $69.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
13	2	124.1%	0.962	$47.00	$0.15	-0.024	111%	2	8
Call · $75 In the money Snapshot session Aug 28, 2026 Last $47.00 Breakeven $122.00 Implied vol 124.1% Delta 0.962 ≈96% ITM Gamma 0.002 Theta -0.076 Vega 0.023 Open interest 13 Model this call Put · $75 Snapshot session Jul 16, 2026 Last $0.15 Breakeven $74.85 Implied vol 111% Delta -0.024 ≈2% ITM Gamma 0.002 Theta -0.044 Vega 0.023 Open interest 8 Model this put
13	1	109.8%	0.958	$42.00	$0.25	-0.031	100.7%	1	41
Call · $80 In the money Snapshot session Jun 3, 2026 Last $42.00 Breakeven $122.00 Implied vol 109.8% Delta 0.958 ≈96% ITM Gamma 0.003 Theta -0.074 Vega 0.024 Open interest 13 Model this call Put · $80 Snapshot session Aug 11, 2026 Last $0.25 Breakeven $79.75 Implied vol 100.7% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.049 Vega 0.024 Open interest 41 Model this put
15	3	94.3%	0.956	$35.71	$0.05	-0.06	105.5%	1	81
Call · $85 In the money Snapshot session Aug 21, 2026 Last $35.71 Breakeven $120.71 Implied vol 94.3% Delta 0.956 ≈96% ITM Gamma 0.003 Theta -0.068 Vega 0.024 Open interest 15 Model this call Put · $85 Snapshot session Aug 5, 2026 Last $0.05 Breakeven $84.95 Implied vol 105.5% Delta -0.06 ≈6% ITM Gamma 0.004 Theta -0.088 Vega 0.042 Open interest 81 Model this put
10	1	0.1%	1	$30.41	$0.30	-0.039	75.1%	2	369
Call · $90 In the money Snapshot session Jun 22, 2026 Last $30.41 Breakeven $120.41 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.007 Vega 0 Open interest 10 Model this call Put · $90 Snapshot session Aug 4, 2026 Last $0.30 Breakeven $89.70 Implied vol 75.1% Delta -0.039 ≈4% ITM Gamma 0.004 Theta -0.043 Vega 0.025 Open interest 369 Model this put
4	1	0.1%	1	$28.54	$0.70	-0.046	67.1%	1	34
Call · $94 In the money Snapshot session Aug 4, 2026 Last $28.54 Breakeven $122.54 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.008 Vega 0 Open interest 4 Model this call Put · $94 Snapshot session Jun 29, 2026 Last $0.70 Breakeven $93.30 Implied vol 67.1% Delta -0.046 ≈5% ITM Gamma 0.005 Theta -0.044 Vega 0.026 Open interest 34 Model this put
4	3	0.1%	1	$20.00	$0.12	-0.045	63.9%	1	41
Call · $95 In the money Snapshot session Apr 27, 2026 Last $20.00 Breakeven $115.00 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.008 Vega 0 Open interest 4 Model this call Put · $95 Snapshot session Aug 5, 2026 Last $0.12 Breakeven $94.88 Implied vol 63.9% Delta -0.045 ≈5% ITM Gamma 0.005 Theta -0.042 Vega 0.026 Open interest 41 Model this put
26	9	65.8%	0.945	$24.15	$0.40	-0.038	57.9%	1	25
Call · $96 In the money Snapshot session Jun 5, 2026 Last $24.15 Breakeven $120.15 Implied vol 65.8% Delta 0.945 ≈94% ITM Gamma 0.006 Theta -0.059 Vega 0.026 Open interest 26 Model this call Put · $96 Snapshot session Jul 31, 2026 Last $0.40 Breakeven $95.60 Implied vol 57.9% Delta -0.038 ≈4% ITM Gamma 0.005 Theta -0.033 Vega 0.026 Open interest 25 Model this put
21	1	61.6%	0.947	$22.10	$0.05	-0.022	48.8%	1	128
Call · $97 In the money Snapshot session May 7, 2026 Last $22.10 Breakeven $119.10 Implied vol 61.6% Delta 0.947 ≈95% ITM Gamma 0.006 Theta -0.054 Vega 0.026 Open interest 21 Model this call Put · $97 Snapshot session Aug 25, 2026 Last $0.05 Breakeven $96.95 Implied vol 48.8% Delta -0.022 ≈2% ITM Gamma 0.004 Theta -0.018 Vega 0.013 Open interest 128 Model this put
37	1	62.3%	0.937	$23.00	$0.22	-0.052	58.4%	1	19
Call · $98 In the money Snapshot session May 13, 2026 Last $23.00 Breakeven $121.00 Implied vol 62.3% Delta 0.937 ≈94% ITM Gamma 0.007 Theta -0.061 Vega 0.045 Open interest 37 Model this call Put · $98 Snapshot session Aug 20, 2026 Last $0.22 Breakeven $97.78 Implied vol 58.4% Delta -0.052 ≈5% ITM Gamma 0.006 Theta -0.043 Vega 0.026 Open interest 19 Model this put
39	1	0.1%	1	$23.61	$1.85	-0.064	59.8%	1	51
Call · $99 In the money Snapshot session Aug 4, 2026 Last $23.61 Breakeven $122.61 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.008 Vega 0 Open interest 39 Model this call Put · $99 Snapshot session May 4, 2026 Last $1.85 Breakeven $97.15 Implied vol 59.8% Delta -0.064 ≈6% ITM Gamma 0.007 Theta -0.052 Vega 0.045 Open interest 51 Model this put
42	1	60.6%	0.922	$20.34	$0.30	-0.054	53.3%	1	30
Call · $100 In the money Snapshot session Aug 26, 2026 Last $20.34 Breakeven $120.34 Implied vol 60.6% Delta 0.922 ≈92% ITM Gamma 0.008 Theta -0.069 Vega 0.046 Open interest 42 Model this call Put · $100 Snapshot session Aug 21, 2026 Last $0.30 Breakeven $99.70 Implied vol 53.3% Delta -0.054 ≈5% ITM Gamma 0.007 Theta -0.04 Vega 0.026 Open interest 30 Model this put
6	10	60.3%	0.912	$19.50	$1.65	-0.061	52.8%	1	52
Call · $101 In the money Snapshot session Jul 9, 2026 Last $19.50 Breakeven $120.50 Implied vol 60.3% Delta 0.912 ≈91% ITM Gamma 0.009 Theta -0.074 Vega 0.046 Open interest 6 Model this call Put · $101 Snapshot session May 20, 2026 Last $1.65 Breakeven $99.35 Implied vol 52.8% Delta -0.061 ≈6% ITM Gamma 0.008 Theta -0.044 Vega 0.046 Open interest 52 Model this put
2	2	0.1%	1	$18.15	$0.38	-0.058	49.2%	1	39
Call · $102 In the money Snapshot session Aug 24, 2026 Last $18.15 Breakeven $120.15 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.009 Vega 0 Open interest 2 Model this call Put · $102 Snapshot session Aug 17, 2026 Last $0.38 Breakeven $101.62 Implied vol 49.2% Delta -0.058 ≈6% ITM Gamma 0.008 Theta -0.04 Vega 0.027 Open interest 39 Model this put
15	7	51.1%	0.921	$17.50	$0.25	-0.04	40.6%	8	59
Call · $103 In the money Snapshot session Jul 9, 2026 Last $17.50 Breakeven $120.50 Implied vol 51.1% Delta 0.921 ≈92% ITM Gamma 0.01 Theta -0.06 Vega 0.046 Open interest 15 Model this call Put · $103 Snapshot session Aug 18, 2026 Last $0.25 Breakeven $102.75 Implied vol 40.6% Delta -0.04 ≈4% ITM Gamma 0.007 Theta -0.024 Vega 0.027 Open interest 59 Model this put
12	1	48.7%	0.918	$17.10	$0.15	-0.041	38.6%	5	67
Call · $104 In the money Snapshot session Jun 17, 2026 Last $17.10 Breakeven $121.10 Implied vol 48.7% Delta 0.918 ≈92% ITM Gamma 0.011 Theta -0.059 Vega 0.047 Open interest 12 Model this call Put · $104 Snapshot session Aug 24, 2026 Last $0.15 Breakeven $103.85 Implied vol 38.6% Delta -0.041 ≈4% ITM Gamma 0.008 Theta -0.023 Vega 0.027 Open interest 67 Model this put
42	9	46.4%	0.915	$15.90	$0.10	-0.066	42.4%	1	37
Call · $105 In the money Snapshot session Aug 21, 2026 Last $15.90 Breakeven $120.90 Implied vol 46.4% Delta 0.915 ≈91% ITM Gamma 0.012 Theta -0.058 Vega 0.047 Open interest 42 Model this call Put · $105 Snapshot session Aug 27, 2026 Last $0.10 Breakeven $104.90 Implied vol 42.4% Delta -0.066 ≈7% ITM Gamma 0.01 Theta -0.037 Vega 0.047 Open interest 37 Model this put
87	1	44.1%	0.911	$14.94	$0.20	-0.046	34.8%	1	34
Call · $106 In the money Snapshot session Aug 21, 2026 Last $14.94 Breakeven $120.94 Implied vol 44.1% Delta 0.911 ≈91% ITM Gamma 0.013 Theta -0.057 Vega 0.047 Open interest 87 Model this call Put · $106 Snapshot session Aug 21, 2026 Last $0.20 Breakeven $105.80 Implied vol 34.8% Delta -0.046 ≈5% ITM Gamma 0.009 Theta -0.023 Vega 0.027 Open interest 34 Model this put
18	10	46%	0.889	$17.41	$1.81	-0.072	37.9%	1	30
Call · $107 In the money Snapshot session Aug 5, 2026 Last $17.41 Breakeven $124.41 Implied vol 46% Delta 0.889 ≈89% ITM Gamma 0.014 Theta -0.069 Vega 0.047 Open interest 18 Model this call Put · $107 Snapshot session Jul 27, 2026 Last $1.81 Breakeven $105.19 Implied vol 37.9% Delta -0.072 ≈7% ITM Gamma 0.013 Theta -0.036 Vega 0.047 Open interest 30 Model this put
58	1	43.7%	0.884	$12.45	$0.88	-0.073	35.1%	1	44
Call · $108 In the money Snapshot session Aug 24, 2026 Last $12.45 Breakeven $120.45 Implied vol 43.7% Delta 0.884 ≈88% ITM Gamma 0.016 Theta -0.068 Vega 0.047 Open interest 58 Model this call Put · $108 Snapshot session Aug 3, 2026 Last $0.88 Breakeven $107.12 Implied vol 35.1% Delta -0.073 ≈7% ITM Gamma 0.014 Theta -0.033 Vega 0.047 Open interest 44 Model this put
9	1	41.2%	0.878	$11.40	$0.20	-0.058	30%	2	76
Call · $109 In the money Snapshot session Aug 24, 2026 Last $11.40 Breakeven $120.40 Implied vol 41.2% Delta 0.878 ≈88% ITM Gamma 0.017 Theta -0.067 Vega 0.072 Open interest 9 Model this call Put · $109 Snapshot session Aug 25, 2026 Last $0.20 Breakeven $108.80 Implied vol 30% Delta -0.058 ≈6% ITM Gamma 0.013 Theta -0.024 Vega 0.027 Open interest 76 Model this put
93	1	37.9%	0.877	$14.20	$0.25	-0.062	28.1%	5	73
Call · $110 In the money Snapshot session Aug 14, 2026 Last $14.20 Breakeven $124.20 Implied vol 37.9% Delta 0.877 ≈88% ITM Gamma 0.019 Theta -0.062 Vega 0.072 Open interest 93 Model this call Put · $110 Snapshot session Aug 25, 2026 Last $0.25 Breakeven $109.75 Implied vol 28.1% Delta -0.062 ≈6% ITM Gamma 0.015 Theta -0.023 Vega 0.047 Open interest 73 Model this put
945	1	29.6%	0.906	$10.80	$0.73	-0.101	30.7%	1	13
Call · $111 In the money Snapshot session Aug 18, 2026 Last $10.80 Breakeven $121.80 Implied vol 29.6% Delta 0.906 ≈91% ITM Gamma 0.02 Theta -0.043 Vega 0.048 Open interest 945 Model this call Put · $111 Snapshot session Aug 4, 2026 Last $0.73 Breakeven $110.27 Implied vol 30.7% Delta -0.101 ≈10% ITM Gamma 0.02 Theta -0.037 Vega 0.048 Open interest 13 Model this put
94	1	30.6%	0.879	$8.70	$0.19	-0.071	23.8%	2	36
Call · $112 In the money Snapshot session Aug 21, 2026 Last $8.70 Breakeven $120.70 Implied vol 30.6% Delta 0.879 ≈88% ITM Gamma 0.023 Theta -0.052 Vega 0.072 Open interest 94 Model this call Put · $112 Snapshot session Aug 28, 2026 Last $0.19 Breakeven $111.81 Implied vol 23.8% Delta -0.071 ≈7% ITM Gamma 0.02 Theta -0.022 Vega 0.047 Open interest 36 Model this put
32	2	32.1%	0.838	$7.60	$0.46	-0.091	23.3%	5	26
Call · $113 In the money Snapshot session Aug 20, 2026 Last $7.60 Breakeven $120.60 Implied vol 32.1% Delta 0.838 ≈84% ITM Gamma 0.026 Theta -0.063 Vega 0.073 Open interest 32 Model this call Put · $113 Snapshot session Aug 25, 2026 Last $0.46 Breakeven $112.54 Implied vol 23.3% Delta -0.091 ≈9% ITM Gamma 0.024 Theta -0.026 Vega 0.048 Open interest 26 Model this put
28	8	29.6%	0.826	$7.00	$0.70	-0.117	23.3%	26	143
Call · $114 In the money Snapshot session Aug 21, 2026 Last $7.00 Breakeven $121.00 Implied vol 29.6% Delta 0.826 ≈83% ITM Gamma 0.03 Theta -0.061 Vega 0.073 Open interest 28 Model this call Put · $114 Snapshot session Aug 24, 2026 Last $0.70 Breakeven $113.30 Implied vol 23.3% Delta -0.117 ≈12% ITM Gamma 0.03 Theta -0.031 Vega 0.048 Open interest 143 Model this put
36	3	22.3%	0.858	$7.37	$0.26	-0.119	20.2%	1	448
Call · $115 In the money Snapshot session Aug 28, 2026 Last $7.37 Breakeven $122.37 Implied vol 22.3% Delta 0.858 ≈86% ITM Gamma 0.035 Theta -0.043 Vega 0.072 Open interest 36 Model this call Put · $115 Snapshot session Aug 28, 2026 Last $0.26 Breakeven $114.74 Implied vol 20.2% Delta -0.119 ≈12% ITM Gamma 0.034 Theta -0.027 Vega 0.049 Open interest 448 Model this put
24	1	18.4%	0.862	$8.04	$0.45	-0.15	19.2%	1	229
Call · $116 In the money Snapshot session Aug 12, 2026 Last $8.04 Breakeven $124.04 Implied vol 18.4% Delta 0.862 ≈86% ITM Gamma 0.042 Theta -0.037 Vega 0.072 Open interest 24 Model this call Put · $116 Snapshot session Aug 28, 2026 Last $0.45 Breakeven $115.55 Implied vol 19.2% Delta -0.15 ≈15% ITM Gamma 0.042 Theta -0.03 Vega 0.072 Open interest 229 Model this put
52	11	18%	0.818	$5.35	$0.60	-0.21	20.5%	11	618
Call · $117 In the money Snapshot session Aug 28, 2026 Last $5.35 Breakeven $122.35 Implied vol 18% Delta 0.818 ≈82% ITM Gamma 0.051 Theta -0.041 Vega 0.073 Open interest 52 Model this call Put · $117 Snapshot session Aug 27, 2026 Last $0.60 Breakeven $116.40 Implied vol 20.5% Delta -0.21 ≈21% ITM Gamma 0.049 Theta -0.04 Vega 0.075 Open interest 618 Model this put
39	1	18.8%	0.753	$3.35	$0.75	-0.259	19.7%	5	34
Call · $118 In the money Snapshot session Aug 24, 2026 Last $3.35 Breakeven $121.35 Implied vol 18.8% Delta 0.753 ≈75% ITM Gamma 0.058 Theta -0.049 Vega 0.097 Open interest 39 Model this call Put · $118 Snapshot session Aug 28, 2026 Last $0.75 Breakeven $117.25 Implied vol 19.7% Delta -0.259 ≈26% ITM Gamma 0.057 Theta -0.042 Vega 0.097 Open interest 34 Model this put
44	1	17.4%	0.702	$3.60	$0.75	-0.293	16.8%	20	44
Call · $119 In the money Snapshot session Aug 28, 2026 Last $3.60 Breakeven $122.60 Implied vol 17.4% Delta 0.702 ≈70% ITM Gamma 0.069 Theta -0.049 Vega 0.098 Open interest 44 Model this call Put · $119 Snapshot session Aug 28, 2026 Last $0.75 Breakeven $118.25 Implied vol 16.8% Delta -0.293 ≈29% ITM Gamma 0.072 Theta -0.037 Vega 0.098 Open interest 44 Model this put
86	8	16.3%	0.638	$3.32	$1.15	-0.361	15.7%	78	307
Call · $120 In the money Snapshot session Aug 27, 2026 Last $3.32 Breakeven $123.32 Implied vol 16.3% Delta 0.638 ≈64% ITM Gamma 0.08 Theta -0.049 Vega 0.113 Open interest 86 Model this call Put · $120 Snapshot session Aug 28, 2026 Last $1.15 Breakeven $118.85 Implied vol 15.7% Delta -0.361 ≈36% ITM Gamma 0.084 Theta -0.038 Vega 0.113 Open interest 307 Model this put
85	2	18.1%	0.551	$3.00	$1.55	-0.448	15.8%	96	155
Call · $121 In the money Snapshot session Aug 28, 2026 Last $3.00 Breakeven $124.00 Implied vol 18.1% Delta 0.551 ≈55% ITM Gamma 0.076 Theta -0.056 Vega 0.115 Open interest 85 Model this call Put · $121 Snapshot session Aug 28, 2026 Last $1.55 Breakeven $119.45 Implied vol 15.8% Delta -0.448 ≈45% ITM Gamma 0.089 Theta -0.04 Vega 0.114 Open interest 155 Model this put
Underlying $121.21
142	37	16.9%	0.473	$2.07	$2.03	-0.535	16.1%	99	265
Call · $122 Snapshot session Aug 28, 2026 Last $2.07 Breakeven $124.07 Implied vol 16.9% Delta 0.473 ≈47% ITM Gamma 0.082 Theta -0.052 Vega 0.116 Open interest 142 Model this call Put · $122 In the money Snapshot session Aug 28, 2026 Last $2.03 Breakeven $119.97 Implied vol 16.1% Delta -0.535 ≈54% ITM Gamma 0.088 Theta -0.04 Vega 0.116 Open interest 265 Model this put
535	21	14.8%	0.222	$0.52	$4.11	-0.915	10%	2	107
Call · $125 Snapshot session Aug 28, 2026 Last $0.52 Breakeven $125.52 Implied vol 14.8% Delta 0.222 ≈22% ITM Gamma 0.07 Theta -0.033 Vega 0.082 Open interest 535 Model this call Put · $125 In the money Snapshot session Aug 28, 2026 Last $4.11 Breakeven $120.89 Implied vol 10% Delta -0.915 ≈91% ITM Gamma 0.084 Theta -0.007 Vega 0.043 Open interest 107 Model this put
162	8	16%	0.04	$0.09	—	-0.833	28.9%	—	0
Call · $130 Snapshot session Aug 28, 2026 Last $0.09 Breakeven $130.09 Implied vol 16% Delta 0.04 ≈4% ITM Gamma 0.018 Theta -0.01 Vega 0.033 Open interest 162 Model this call Put · $130 In the money Snapshot session Unknown Last — Breakeven — Implied vol 28.9% Delta -0.833 ≈83% ITM Gamma 0.032 Theta -0.044 Vega 0.079 Open interest 0 Model this put
23	1	25.9%	0.048	$0.03	—	-0.908	33.3%	—	0
Call · $135 Snapshot session Aug 27, 2026 Last $0.03 Breakeven $135.03 Implied vol 25.9% Delta 0.048 ≈5% ITM Gamma 0.013 Theta -0.018 Vega 0.033 Open interest 23 Model this call Put · $135 In the money Snapshot session Unknown Last — Breakeven — Implied vol 33.3% Delta -0.908 ≈91% ITM Gamma 0.019 Theta -0.032 Vega 0.052 Open interest 0 Model this put
11	3	32.3%	0.034	$0.10	—	—	—	—	0
Call · $140 Snapshot session Aug 13, 2026 Last $0.10 Breakeven $140.10 Implied vol 32.3% Delta 0.034 ≈3% ITM Gamma 0.008 Theta -0.018 Vega 0.017 Open interest 11 Model this call Put · $140 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	55.1%	0.102	—	—	-0.975	40.7%	—	0
Call · $145 Snapshot session Unknown Last — Breakeven — Implied vol 55.1% Delta 0.102 ≈10% ITM Gamma 0.011 Theta -0.069 Vega 0.057 Open interest 0 Model this call Put · $145 In the money Snapshot session Unknown Last — Breakeven — Implied vol 40.7% Delta -0.975 ≈98% ITM Gamma 0.008 Theta -0.012 Vega 0.02 Open interest 0 Model this put

Call · $60 In the money

Snapshot session: Jul 27, 2026
Last: $54.91
Breakeven: $114.91
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.004
Vega: 0
Open interest: 1

Model this call

Put · $60

Snapshot session: Jul 31, 2026
Last: $0.02
Breakeven: $59.98
Implied vol: 176%
Delta: -0.029 ≈3% ITM
Gamma: 0.001
Theta: -0.081
Vega: 0.02
Open interest: 1

Model this put

Call · $65 In the money

Snapshot session: Aug 26, 2026
Last: $54.99
Breakeven: $119.99
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.005
Vega: 0
Open interest: 61

Model this call

Put · $65

Snapshot session: May 27, 2026
Last: $0.74
Breakeven: $64.26
Implied vol: 152.6%
Delta: -0.029 ≈3% ITM
Gamma: 0.001
Theta: -0.069
Vega: 0.021
Open interest: 2

Model this put

Call · $70 In the money

Snapshot session: Aug 18, 2026
Last: $50.70
Breakeven: $120.70
Implied vol: 112.6%
Delta: 0.986 ≈99% ITM
Gamma: 0.001
Theta: -0.033
Vega: 0.011
Open interest: 17

Model this call

Put · $70

Snapshot session: Apr 6, 2026
Last: $0.70
Breakeven: $69.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $75 In the money

Snapshot session: Aug 28, 2026
Last: $47.00
Breakeven: $122.00
Implied vol: 124.1%
Delta: 0.962 ≈96% ITM
Gamma: 0.002
Theta: -0.076
Vega: 0.023
Open interest: 13

Model this call

Put · $75

Snapshot session: Jul 16, 2026
Last: $0.15
Breakeven: $74.85
Implied vol: 111%
Delta: -0.024 ≈2% ITM
Gamma: 0.002
Theta: -0.044
Vega: 0.023
Open interest: 8

Model this put

Call · $80 In the money

Snapshot session: Jun 3, 2026
Last: $42.00
Breakeven: $122.00
Implied vol: 109.8%
Delta: 0.958 ≈96% ITM
Gamma: 0.003
Theta: -0.074
Vega: 0.024
Open interest: 13

Model this call

Put · $80

Snapshot session: Aug 11, 2026
Last: $0.25
Breakeven: $79.75
Implied vol: 100.7%
Delta: -0.031 ≈3% ITM
Gamma: 0.002
Theta: -0.049
Vega: 0.024
Open interest: 41

Model this put

Call · $85 In the money

Snapshot session: Aug 21, 2026
Last: $35.71
Breakeven: $120.71
Implied vol: 94.3%
Delta: 0.956 ≈96% ITM
Gamma: 0.003
Theta: -0.068
Vega: 0.024
Open interest: 15

Model this call

Put · $85

Snapshot session: Aug 5, 2026
Last: $0.05
Breakeven: $84.95
Implied vol: 105.5%
Delta: -0.06 ≈6% ITM
Gamma: 0.004
Theta: -0.088
Vega: 0.042
Open interest: 81

Model this put

Call · $90 In the money

Snapshot session: Jun 22, 2026
Last: $30.41
Breakeven: $120.41
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.007
Vega: 0
Open interest: 10

Model this call

Put · $90

Snapshot session: Aug 4, 2026
Last: $0.30
Breakeven: $89.70
Implied vol: 75.1%
Delta: -0.039 ≈4% ITM
Gamma: 0.004
Theta: -0.043
Vega: 0.025
Open interest: 369

Model this put

Call · $94 In the money

Snapshot session: Aug 4, 2026
Last: $28.54
Breakeven: $122.54
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.008
Vega: 0
Open interest: 4

Model this call

Put · $94

Snapshot session: Jun 29, 2026
Last: $0.70
Breakeven: $93.30
Implied vol: 67.1%
Delta: -0.046 ≈5% ITM
Gamma: 0.005
Theta: -0.044
Vega: 0.026
Open interest: 34

Model this put

Call · $95 In the money

Snapshot session: Apr 27, 2026
Last: $20.00
Breakeven: $115.00
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.008
Vega: 0
Open interest: 4

Model this call

Put · $95

Snapshot session: Aug 5, 2026
Last: $0.12
Breakeven: $94.88
Implied vol: 63.9%
Delta: -0.045 ≈5% ITM
Gamma: 0.005
Theta: -0.042
Vega: 0.026
Open interest: 41

Model this put

Call · $96 In the money

Snapshot session: Jun 5, 2026
Last: $24.15
Breakeven: $120.15
Implied vol: 65.8%
Delta: 0.945 ≈94% ITM
Gamma: 0.006
Theta: -0.059
Vega: 0.026
Open interest: 26

Model this call

Put · $96

Snapshot session: Jul 31, 2026
Last: $0.40
Breakeven: $95.60
Implied vol: 57.9%
Delta: -0.038 ≈4% ITM
Gamma: 0.005
Theta: -0.033
Vega: 0.026
Open interest: 25

Model this put

Call · $97 In the money

Snapshot session: May 7, 2026
Last: $22.10
Breakeven: $119.10
Implied vol: 61.6%
Delta: 0.947 ≈95% ITM
Gamma: 0.006
Theta: -0.054
Vega: 0.026
Open interest: 21

Model this call

Put · $97

Snapshot session: Aug 25, 2026
Last: $0.05
Breakeven: $96.95
Implied vol: 48.8%
Delta: -0.022 ≈2% ITM
Gamma: 0.004
Theta: -0.018
Vega: 0.013
Open interest: 128

Model this put

Call · $98 In the money

Snapshot session: May 13, 2026
Last: $23.00
Breakeven: $121.00
Implied vol: 62.3%
Delta: 0.937 ≈94% ITM
Gamma: 0.007
Theta: -0.061
Vega: 0.045
Open interest: 37

Model this call

Put · $98

Snapshot session: Aug 20, 2026
Last: $0.22
Breakeven: $97.78
Implied vol: 58.4%
Delta: -0.052 ≈5% ITM
Gamma: 0.006
Theta: -0.043
Vega: 0.026
Open interest: 19

Model this put

Call · $99 In the money

Snapshot session: Aug 4, 2026
Last: $23.61
Breakeven: $122.61
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.008
Vega: 0
Open interest: 39

Model this call

Put · $99

Snapshot session: May 4, 2026
Last: $1.85
Breakeven: $97.15
Implied vol: 59.8%
Delta: -0.064 ≈6% ITM
Gamma: 0.007
Theta: -0.052
Vega: 0.045
Open interest: 51

Model this put

Call · $100 In the money

Snapshot session: Aug 26, 2026
Last: $20.34
Breakeven: $120.34
Implied vol: 60.6%
Delta: 0.922 ≈92% ITM
Gamma: 0.008
Theta: -0.069
Vega: 0.046
Open interest: 42

Model this call

Put · $100

Snapshot session: Aug 21, 2026
Last: $0.30
Breakeven: $99.70
Implied vol: 53.3%
Delta: -0.054 ≈5% ITM
Gamma: 0.007
Theta: -0.04
Vega: 0.026
Open interest: 30

Model this put

Call · $101 In the money

Snapshot session: Jul 9, 2026
Last: $19.50
Breakeven: $120.50
Implied vol: 60.3%
Delta: 0.912 ≈91% ITM
Gamma: 0.009
Theta: -0.074
Vega: 0.046
Open interest: 6

Model this call

Put · $101

Snapshot session: May 20, 2026
Last: $1.65
Breakeven: $99.35
Implied vol: 52.8%
Delta: -0.061 ≈6% ITM
Gamma: 0.008
Theta: -0.044
Vega: 0.046
Open interest: 52

Model this put

Call · $102 In the money

Snapshot session: Aug 24, 2026
Last: $18.15
Breakeven: $120.15
Implied vol: 0.1%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.009
Vega: 0
Open interest: 2

Model this call

Put · $102

Snapshot session: Aug 17, 2026
Last: $0.38
Breakeven: $101.62
Implied vol: 49.2%
Delta: -0.058 ≈6% ITM
Gamma: 0.008
Theta: -0.04
Vega: 0.027
Open interest: 39

Model this put

Call · $103 In the money

Snapshot session: Jul 9, 2026
Last: $17.50
Breakeven: $120.50
Implied vol: 51.1%
Delta: 0.921 ≈92% ITM
Gamma: 0.01
Theta: -0.06
Vega: 0.046
Open interest: 15

Model this call

Put · $103

Snapshot session: Aug 18, 2026
Last: $0.25
Breakeven: $102.75
Implied vol: 40.6%
Delta: -0.04 ≈4% ITM
Gamma: 0.007
Theta: -0.024
Vega: 0.027
Open interest: 59

Model this put

Call · $104 In the money

Snapshot session: Jun 17, 2026
Last: $17.10
Breakeven: $121.10
Implied vol: 48.7%
Delta: 0.918 ≈92% ITM
Gamma: 0.011
Theta: -0.059
Vega: 0.047
Open interest: 12

Model this call

Put · $104

Snapshot session: Aug 24, 2026
Last: $0.15
Breakeven: $103.85
Implied vol: 38.6%
Delta: -0.041 ≈4% ITM
Gamma: 0.008
Theta: -0.023
Vega: 0.027
Open interest: 67

Model this put

Call · $105 In the money

Snapshot session: Aug 21, 2026
Last: $15.90
Breakeven: $120.90
Implied vol: 46.4%
Delta: 0.915 ≈91% ITM
Gamma: 0.012
Theta: -0.058
Vega: 0.047
Open interest: 42

Model this call

Put · $105

Snapshot session: Aug 27, 2026
Last: $0.10
Breakeven: $104.90
Implied vol: 42.4%
Delta: -0.066 ≈7% ITM
Gamma: 0.01
Theta: -0.037
Vega: 0.047
Open interest: 37

Model this put

Call · $106 In the money

Snapshot session: Aug 21, 2026
Last: $14.94
Breakeven: $120.94
Implied vol: 44.1%
Delta: 0.911 ≈91% ITM
Gamma: 0.013
Theta: -0.057
Vega: 0.047
Open interest: 87

Model this call

Put · $106

Snapshot session: Aug 21, 2026
Last: $0.20
Breakeven: $105.80
Implied vol: 34.8%
Delta: -0.046 ≈5% ITM
Gamma: 0.009
Theta: -0.023
Vega: 0.027
Open interest: 34

Model this put

Call · $107 In the money

Snapshot session: Aug 5, 2026
Last: $17.41
Breakeven: $124.41
Implied vol: 46%
Delta: 0.889 ≈89% ITM
Gamma: 0.014
Theta: -0.069
Vega: 0.047
Open interest: 18

Model this call

Put · $107

Snapshot session: Jul 27, 2026
Last: $1.81
Breakeven: $105.19
Implied vol: 37.9%
Delta: -0.072 ≈7% ITM
Gamma: 0.013
Theta: -0.036
Vega: 0.047
Open interest: 30

Model this put

Call · $108 In the money

Snapshot session: Aug 24, 2026
Last: $12.45
Breakeven: $120.45
Implied vol: 43.7%
Delta: 0.884 ≈88% ITM
Gamma: 0.016
Theta: -0.068
Vega: 0.047
Open interest: 58

Model this call

Put · $108

Snapshot session: Aug 3, 2026
Last: $0.88
Breakeven: $107.12
Implied vol: 35.1%
Delta: -0.073 ≈7% ITM
Gamma: 0.014
Theta: -0.033
Vega: 0.047
Open interest: 44

Model this put

Call · $109 In the money

Snapshot session: Aug 24, 2026
Last: $11.40
Breakeven: $120.40
Implied vol: 41.2%
Delta: 0.878 ≈88% ITM
Gamma: 0.017
Theta: -0.067
Vega: 0.072
Open interest: 9

Model this call

Put · $109

Snapshot session: Aug 25, 2026
Last: $0.20
Breakeven: $108.80
Implied vol: 30%
Delta: -0.058 ≈6% ITM
Gamma: 0.013
Theta: -0.024
Vega: 0.027
Open interest: 76

Model this put

Call · $110 In the money

Snapshot session: Aug 14, 2026
Last: $14.20
Breakeven: $124.20
Implied vol: 37.9%
Delta: 0.877 ≈88% ITM
Gamma: 0.019
Theta: -0.062
Vega: 0.072
Open interest: 93

Model this call

Put · $110

Snapshot session: Aug 25, 2026
Last: $0.25
Breakeven: $109.75
Implied vol: 28.1%
Delta: -0.062 ≈6% ITM
Gamma: 0.015
Theta: -0.023
Vega: 0.047
Open interest: 73

Model this put

Call · $111 In the money

Snapshot session: Aug 18, 2026
Last: $10.80
Breakeven: $121.80
Implied vol: 29.6%
Delta: 0.906 ≈91% ITM
Gamma: 0.02
Theta: -0.043
Vega: 0.048
Open interest: 945

Model this call

Put · $111

Snapshot session: Aug 4, 2026
Last: $0.73
Breakeven: $110.27
Implied vol: 30.7%
Delta: -0.101 ≈10% ITM
Gamma: 0.02
Theta: -0.037
Vega: 0.048
Open interest: 13

Model this put

Call · $112 In the money

Snapshot session: Aug 21, 2026
Last: $8.70
Breakeven: $120.70
Implied vol: 30.6%
Delta: 0.879 ≈88% ITM
Gamma: 0.023
Theta: -0.052
Vega: 0.072
Open interest: 94

Model this call

Put · $112

Snapshot session: Aug 28, 2026
Last: $0.19
Breakeven: $111.81
Implied vol: 23.8%
Delta: -0.071 ≈7% ITM
Gamma: 0.02
Theta: -0.022
Vega: 0.047
Open interest: 36

Model this put

Call · $113 In the money

Snapshot session: Aug 20, 2026
Last: $7.60
Breakeven: $120.60
Implied vol: 32.1%
Delta: 0.838 ≈84% ITM
Gamma: 0.026
Theta: -0.063
Vega: 0.073
Open interest: 32

Model this call

Put · $113

Snapshot session: Aug 25, 2026
Last: $0.46
Breakeven: $112.54
Implied vol: 23.3%
Delta: -0.091 ≈9% ITM
Gamma: 0.024
Theta: -0.026
Vega: 0.048
Open interest: 26

Model this put

Call · $114 In the money

Snapshot session: Aug 21, 2026
Last: $7.00
Breakeven: $121.00
Implied vol: 29.6%
Delta: 0.826 ≈83% ITM
Gamma: 0.03
Theta: -0.061
Vega: 0.073
Open interest: 28

Model this call

Put · $114

Snapshot session: Aug 24, 2026
Last: $0.70
Breakeven: $113.30
Implied vol: 23.3%
Delta: -0.117 ≈12% ITM
Gamma: 0.03
Theta: -0.031
Vega: 0.048
Open interest: 143

Model this put

Call · $115 In the money

Snapshot session: Aug 28, 2026
Last: $7.37
Breakeven: $122.37
Implied vol: 22.3%
Delta: 0.858 ≈86% ITM
Gamma: 0.035
Theta: -0.043
Vega: 0.072
Open interest: 36

Model this call

Put · $115

Snapshot session: Aug 28, 2026
Last: $0.26
Breakeven: $114.74
Implied vol: 20.2%
Delta: -0.119 ≈12% ITM
Gamma: 0.034
Theta: -0.027
Vega: 0.049
Open interest: 448

Model this put

Call · $116 In the money

Snapshot session: Aug 12, 2026
Last: $8.04
Breakeven: $124.04
Implied vol: 18.4%
Delta: 0.862 ≈86% ITM
Gamma: 0.042
Theta: -0.037
Vega: 0.072
Open interest: 24

Model this call

Put · $116

Snapshot session: Aug 28, 2026
Last: $0.45
Breakeven: $115.55
Implied vol: 19.2%
Delta: -0.15 ≈15% ITM
Gamma: 0.042
Theta: -0.03
Vega: 0.072
Open interest: 229

Model this put

Call · $117 In the money

Snapshot session: Aug 28, 2026
Last: $5.35
Breakeven: $122.35
Implied vol: 18%
Delta: 0.818 ≈82% ITM
Gamma: 0.051
Theta: -0.041
Vega: 0.073
Open interest: 52

Model this call

Put · $117

Snapshot session: Aug 27, 2026
Last: $0.60
Breakeven: $116.40
Implied vol: 20.5%
Delta: -0.21 ≈21% ITM
Gamma: 0.049
Theta: -0.04
Vega: 0.075
Open interest: 618

Model this put

Call · $118 In the money

Snapshot session: Aug 24, 2026
Last: $3.35
Breakeven: $121.35
Implied vol: 18.8%
Delta: 0.753 ≈75% ITM
Gamma: 0.058
Theta: -0.049
Vega: 0.097
Open interest: 39

Model this call

Put · $118

Snapshot session: Aug 28, 2026
Last: $0.75
Breakeven: $117.25
Implied vol: 19.7%
Delta: -0.259 ≈26% ITM
Gamma: 0.057
Theta: -0.042
Vega: 0.097
Open interest: 34

Model this put

Call · $119 In the money

Snapshot session: Aug 28, 2026
Last: $3.60
Breakeven: $122.60
Implied vol: 17.4%
Delta: 0.702 ≈70% ITM
Gamma: 0.069
Theta: -0.049
Vega: 0.098
Open interest: 44

Model this call

Put · $119

Snapshot session: Aug 28, 2026
Last: $0.75
Breakeven: $118.25
Implied vol: 16.8%
Delta: -0.293 ≈29% ITM
Gamma: 0.072
Theta: -0.037
Vega: 0.098
Open interest: 44

Model this put

Call · $120 In the money

Snapshot session: Aug 27, 2026
Last: $3.32
Breakeven: $123.32
Implied vol: 16.3%
Delta: 0.638 ≈64% ITM
Gamma: 0.08
Theta: -0.049
Vega: 0.113
Open interest: 86

Model this call

Put · $120

Snapshot session: Aug 28, 2026
Last: $1.15
Breakeven: $118.85
Implied vol: 15.7%
Delta: -0.361 ≈36% ITM
Gamma: 0.084
Theta: -0.038
Vega: 0.113
Open interest: 307

Model this put

Call · $121 In the money

Snapshot session: Aug 28, 2026
Last: $3.00
Breakeven: $124.00
Implied vol: 18.1%
Delta: 0.551 ≈55% ITM
Gamma: 0.076
Theta: -0.056
Vega: 0.115
Open interest: 85

Model this call

Put · $121

Snapshot session: Aug 28, 2026
Last: $1.55
Breakeven: $119.45
Implied vol: 15.8%
Delta: -0.448 ≈45% ITM
Gamma: 0.089
Theta: -0.04
Vega: 0.114
Open interest: 155

Model this put

Call · $122

Snapshot session: Aug 28, 2026
Last: $2.07
Breakeven: $124.07
Implied vol: 16.9%
Delta: 0.473 ≈47% ITM
Gamma: 0.082
Theta: -0.052
Vega: 0.116
Open interest: 142

Model this call

Put · $122 In the money

Snapshot session: Aug 28, 2026
Last: $2.03
Breakeven: $119.97
Implied vol: 16.1%
Delta: -0.535 ≈54% ITM
Gamma: 0.088
Theta: -0.04
Vega: 0.116
Open interest: 265

Model this put

Call · $125

Snapshot session: Aug 28, 2026
Last: $0.52
Breakeven: $125.52
Implied vol: 14.8%
Delta: 0.222 ≈22% ITM
Gamma: 0.07
Theta: -0.033
Vega: 0.082
Open interest: 535

Model this call

Put · $125 In the money

Snapshot session: Aug 28, 2026
Last: $4.11
Breakeven: $120.89
Implied vol: 10%
Delta: -0.915 ≈91% ITM
Gamma: 0.084
Theta: -0.007
Vega: 0.043
Open interest: 107

Model this put

Call · $130

Snapshot session: Aug 28, 2026
Last: $0.09
Breakeven: $130.09
Implied vol: 16%
Delta: 0.04 ≈4% ITM
Gamma: 0.018
Theta: -0.01
Vega: 0.033
Open interest: 162

Model this call

Put · $130 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 28.9%
Delta: -0.833 ≈83% ITM
Gamma: 0.032
Theta: -0.044
Vega: 0.079
Open interest: 0

Model this put

Call · $135

Snapshot session: Aug 27, 2026
Last: $0.03
Breakeven: $135.03
Implied vol: 25.9%
Delta: 0.048 ≈5% ITM
Gamma: 0.013
Theta: -0.018
Vega: 0.033
Open interest: 23

Model this call

Put · $135 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 33.3%
Delta: -0.908 ≈91% ITM
Gamma: 0.019
Theta: -0.032
Vega: 0.052
Open interest: 0

Model this put

Call · $140

Snapshot session: Aug 13, 2026
Last: $0.10
Breakeven: $140.10
Implied vol: 32.3%
Delta: 0.034 ≈3% ITM
Gamma: 0.008
Theta: -0.018
Vega: 0.017
Open interest: 11

Model this call

Put · $140 In the money

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

Model this put

Call · $145

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 55.1%
Delta: 0.102 ≈10% ITM
Gamma: 0.011
Theta: -0.069
Vega: 0.057
Open interest: 0

Model this call

Put · $145 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 40.7%
Delta: -0.975 ≈98% ITM
Gamma: 0.008
Theta: -0.012
Vega: 0.02
Open interest: 0

Model this put

SPYG · State Street SPDR Bloomberg International Treasury Bond ETF

Options Chain

Positioning

Chain

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	1	0.1%	1	$54.91		$0.02	-0.029	176%	1	1
Call · $60 In the money Snapshot session Jul 27, 2026 Last $54.91 Breakeven $114.91 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.004 Vega 0 Open interest 1 Model this call Put · $60 Snapshot session Jul 31, 2026 Last $0.02 Breakeven $59.98 Implied vol 176% Delta -0.029 ≈3% ITM Gamma 0.001 Theta -0.081 Vega 0.02 Open interest 1 Model this put
61	3	0.1%	1	$54.99		$0.74	-0.029	152.6%	1	2
Call · $65 In the money Snapshot session Aug 26, 2026 Last $54.99 Breakeven $119.99 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.005 Vega 0 Open interest 61 Model this call Put · $65 Snapshot session May 27, 2026 Last $0.74 Breakeven $64.26 Implied vol 152.6% Delta -0.029 ≈3% ITM Gamma 0.001 Theta -0.069 Vega 0.021 Open interest 2 Model this put
17	1	112.6%	0.986	$50.70		$0.70	—	—	1	0
Call · $70 In the money Snapshot session Aug 18, 2026 Last $50.70 Breakeven $120.70 Implied vol 112.6% Delta 0.986 ≈99% ITM Gamma 0.001 Theta -0.033 Vega 0.011 Open interest 17 Model this call Put · $70 Snapshot session Apr 6, 2026 Last $0.70 Breakeven $69.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
13	2	124.1%	0.962	$47.00		$0.15	-0.024	111%	2	8
Call · $75 In the money Snapshot session Aug 28, 2026 Last $47.00 Breakeven $122.00 Implied vol 124.1% Delta 0.962 ≈96% ITM Gamma 0.002 Theta -0.076 Vega 0.023 Open interest 13 Model this call Put · $75 Snapshot session Jul 16, 2026 Last $0.15 Breakeven $74.85 Implied vol 111% Delta -0.024 ≈2% ITM Gamma 0.002 Theta -0.044 Vega 0.023 Open interest 8 Model this put
13	1	109.8%	0.958	$42.00		$0.25	-0.031	100.7%	1	41
Call · $80 In the money Snapshot session Jun 3, 2026 Last $42.00 Breakeven $122.00 Implied vol 109.8% Delta 0.958 ≈96% ITM Gamma 0.003 Theta -0.074 Vega 0.024 Open interest 13 Model this call Put · $80 Snapshot session Aug 11, 2026 Last $0.25 Breakeven $79.75 Implied vol 100.7% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.049 Vega 0.024 Open interest 41 Model this put
15	3	94.3%	0.956	$35.71		$0.05	-0.06	105.5%	1	81
Call · $85 In the money Snapshot session Aug 21, 2026 Last $35.71 Breakeven $120.71 Implied vol 94.3% Delta 0.956 ≈96% ITM Gamma 0.003 Theta -0.068 Vega 0.024 Open interest 15 Model this call Put · $85 Snapshot session Aug 5, 2026 Last $0.05 Breakeven $84.95 Implied vol 105.5% Delta -0.06 ≈6% ITM Gamma 0.004 Theta -0.088 Vega 0.042 Open interest 81 Model this put
10	1	0.1%	1	$30.41		$0.30	-0.039	75.1%	2	369
Call · $90 In the money Snapshot session Jun 22, 2026 Last $30.41 Breakeven $120.41 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.007 Vega 0 Open interest 10 Model this call Put · $90 Snapshot session Aug 4, 2026 Last $0.30 Breakeven $89.70 Implied vol 75.1% Delta -0.039 ≈4% ITM Gamma 0.004 Theta -0.043 Vega 0.025 Open interest 369 Model this put
4	1	0.1%	1	$28.54		$0.70	-0.046	67.1%	1	34
Call · $94 In the money Snapshot session Aug 4, 2026 Last $28.54 Breakeven $122.54 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.008 Vega 0 Open interest 4 Model this call Put · $94 Snapshot session Jun 29, 2026 Last $0.70 Breakeven $93.30 Implied vol 67.1% Delta -0.046 ≈5% ITM Gamma 0.005 Theta -0.044 Vega 0.026 Open interest 34 Model this put
4	3	0.1%	1	$20.00		$0.12	-0.045	63.9%	1	41
Call · $95 In the money Snapshot session Apr 27, 2026 Last $20.00 Breakeven $115.00 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.008 Vega 0 Open interest 4 Model this call Put · $95 Snapshot session Aug 5, 2026 Last $0.12 Breakeven $94.88 Implied vol 63.9% Delta -0.045 ≈5% ITM Gamma 0.005 Theta -0.042 Vega 0.026 Open interest 41 Model this put
26	9	65.8%	0.945	$24.15		$0.40	-0.038	57.9%	1	25
Call · $96 In the money Snapshot session Jun 5, 2026 Last $24.15 Breakeven $120.15 Implied vol 65.8% Delta 0.945 ≈94% ITM Gamma 0.006 Theta -0.059 Vega 0.026 Open interest 26 Model this call Put · $96 Snapshot session Jul 31, 2026 Last $0.40 Breakeven $95.60 Implied vol 57.9% Delta -0.038 ≈4% ITM Gamma 0.005 Theta -0.033 Vega 0.026 Open interest 25 Model this put
21	1	61.6%	0.947	$22.10		$0.05	-0.022	48.8%	1	128
Call · $97 In the money Snapshot session May 7, 2026 Last $22.10 Breakeven $119.10 Implied vol 61.6% Delta 0.947 ≈95% ITM Gamma 0.006 Theta -0.054 Vega 0.026 Open interest 21 Model this call Put · $97 Snapshot session Aug 25, 2026 Last $0.05 Breakeven $96.95 Implied vol 48.8% Delta -0.022 ≈2% ITM Gamma 0.004 Theta -0.018 Vega 0.013 Open interest 128 Model this put
37	1	62.3%	0.937	$23.00		$0.22	-0.052	58.4%	1	19
Call · $98 In the money Snapshot session May 13, 2026 Last $23.00 Breakeven $121.00 Implied vol 62.3% Delta 0.937 ≈94% ITM Gamma 0.007 Theta -0.061 Vega 0.045 Open interest 37 Model this call Put · $98 Snapshot session Aug 20, 2026 Last $0.22 Breakeven $97.78 Implied vol 58.4% Delta -0.052 ≈5% ITM Gamma 0.006 Theta -0.043 Vega 0.026 Open interest 19 Model this put
39	1	0.1%	1	$23.61		$1.85	-0.064	59.8%	1	51
Call · $99 In the money Snapshot session Aug 4, 2026 Last $23.61 Breakeven $122.61 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.008 Vega 0 Open interest 39 Model this call Put · $99 Snapshot session May 4, 2026 Last $1.85 Breakeven $97.15 Implied vol 59.8% Delta -0.064 ≈6% ITM Gamma 0.007 Theta -0.052 Vega 0.045 Open interest 51 Model this put
42	1	60.6%	0.922	$20.34		$0.30	-0.054	53.3%	1	30
Call · $100 In the money Snapshot session Aug 26, 2026 Last $20.34 Breakeven $120.34 Implied vol 60.6% Delta 0.922 ≈92% ITM Gamma 0.008 Theta -0.069 Vega 0.046 Open interest 42 Model this call Put · $100 Snapshot session Aug 21, 2026 Last $0.30 Breakeven $99.70 Implied vol 53.3% Delta -0.054 ≈5% ITM Gamma 0.007 Theta -0.04 Vega 0.026 Open interest 30 Model this put
6	10	60.3%	0.912	$19.50		$1.65	-0.061	52.8%	1	52
Call · $101 In the money Snapshot session Jul 9, 2026 Last $19.50 Breakeven $120.50 Implied vol 60.3% Delta 0.912 ≈91% ITM Gamma 0.009 Theta -0.074 Vega 0.046 Open interest 6 Model this call Put · $101 Snapshot session May 20, 2026 Last $1.65 Breakeven $99.35 Implied vol 52.8% Delta -0.061 ≈6% ITM Gamma 0.008 Theta -0.044 Vega 0.046 Open interest 52 Model this put
2	2	0.1%	1	$18.15		$0.38	-0.058	49.2%	1	39
Call · $102 In the money Snapshot session Aug 24, 2026 Last $18.15 Breakeven $120.15 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.009 Vega 0 Open interest 2 Model this call Put · $102 Snapshot session Aug 17, 2026 Last $0.38 Breakeven $101.62 Implied vol 49.2% Delta -0.058 ≈6% ITM Gamma 0.008 Theta -0.04 Vega 0.027 Open interest 39 Model this put
15	7	51.1%	0.921	$17.50		$0.25	-0.04	40.6%	8	59
Call · $103 In the money Snapshot session Jul 9, 2026 Last $17.50 Breakeven $120.50 Implied vol 51.1% Delta 0.921 ≈92% ITM Gamma 0.01 Theta -0.06 Vega 0.046 Open interest 15 Model this call Put · $103 Snapshot session Aug 18, 2026 Last $0.25 Breakeven $102.75 Implied vol 40.6% Delta -0.04 ≈4% ITM Gamma 0.007 Theta -0.024 Vega 0.027 Open interest 59 Model this put
12	1	48.7%	0.918	$17.10		$0.15	-0.041	38.6%	5	67
Call · $104 In the money Snapshot session Jun 17, 2026 Last $17.10 Breakeven $121.10 Implied vol 48.7% Delta 0.918 ≈92% ITM Gamma 0.011 Theta -0.059 Vega 0.047 Open interest 12 Model this call Put · $104 Snapshot session Aug 24, 2026 Last $0.15 Breakeven $103.85 Implied vol 38.6% Delta -0.041 ≈4% ITM Gamma 0.008 Theta -0.023 Vega 0.027 Open interest 67 Model this put
42	9	46.4%	0.915	$15.90		$0.10	-0.066	42.4%	1	37
Call · $105 In the money Snapshot session Aug 21, 2026 Last $15.90 Breakeven $120.90 Implied vol 46.4% Delta 0.915 ≈91% ITM Gamma 0.012 Theta -0.058 Vega 0.047 Open interest 42 Model this call Put · $105 Snapshot session Aug 27, 2026 Last $0.10 Breakeven $104.90 Implied vol 42.4% Delta -0.066 ≈7% ITM Gamma 0.01 Theta -0.037 Vega 0.047 Open interest 37 Model this put
87	1	44.1%	0.911	$14.94		$0.20	-0.046	34.8%	1	34
Call · $106 In the money Snapshot session Aug 21, 2026 Last $14.94 Breakeven $120.94 Implied vol 44.1% Delta 0.911 ≈91% ITM Gamma 0.013 Theta -0.057 Vega 0.047 Open interest 87 Model this call Put · $106 Snapshot session Aug 21, 2026 Last $0.20 Breakeven $105.80 Implied vol 34.8% Delta -0.046 ≈5% ITM Gamma 0.009 Theta -0.023 Vega 0.027 Open interest 34 Model this put
18	10	46%	0.889	$17.41		$1.81	-0.072	37.9%	1	30
Call · $107 In the money Snapshot session Aug 5, 2026 Last $17.41 Breakeven $124.41 Implied vol 46% Delta 0.889 ≈89% ITM Gamma 0.014 Theta -0.069 Vega 0.047 Open interest 18 Model this call Put · $107 Snapshot session Jul 27, 2026 Last $1.81 Breakeven $105.19 Implied vol 37.9% Delta -0.072 ≈7% ITM Gamma 0.013 Theta -0.036 Vega 0.047 Open interest 30 Model this put
58	1	43.7%	0.884	$12.45		$0.88	-0.073	35.1%	1	44
Call · $108 In the money Snapshot session Aug 24, 2026 Last $12.45 Breakeven $120.45 Implied vol 43.7% Delta 0.884 ≈88% ITM Gamma 0.016 Theta -0.068 Vega 0.047 Open interest 58 Model this call Put · $108 Snapshot session Aug 3, 2026 Last $0.88 Breakeven $107.12 Implied vol 35.1% Delta -0.073 ≈7% ITM Gamma 0.014 Theta -0.033 Vega 0.047 Open interest 44 Model this put
9	1	41.2%	0.878	$11.40		$0.20	-0.058	30%	2	76
Call · $109 In the money Snapshot session Aug 24, 2026 Last $11.40 Breakeven $120.40 Implied vol 41.2% Delta 0.878 ≈88% ITM Gamma 0.017 Theta -0.067 Vega 0.072 Open interest 9 Model this call Put · $109 Snapshot session Aug 25, 2026 Last $0.20 Breakeven $108.80 Implied vol 30% Delta -0.058 ≈6% ITM Gamma 0.013 Theta -0.024 Vega 0.027 Open interest 76 Model this put
93	1	37.9%	0.877	$14.20		$0.25	-0.062	28.1%	5	73
Call · $110 In the money Snapshot session Aug 14, 2026 Last $14.20 Breakeven $124.20 Implied vol 37.9% Delta 0.877 ≈88% ITM Gamma 0.019 Theta -0.062 Vega 0.072 Open interest 93 Model this call Put · $110 Snapshot session Aug 25, 2026 Last $0.25 Breakeven $109.75 Implied vol 28.1% Delta -0.062 ≈6% ITM Gamma 0.015 Theta -0.023 Vega 0.047 Open interest 73 Model this put
945	1	29.6%	0.906	$10.80		$0.73	-0.101	30.7%	1	13
Call · $111 In the money Snapshot session Aug 18, 2026 Last $10.80 Breakeven $121.80 Implied vol 29.6% Delta 0.906 ≈91% ITM Gamma 0.02 Theta -0.043 Vega 0.048 Open interest 945 Model this call Put · $111 Snapshot session Aug 4, 2026 Last $0.73 Breakeven $110.27 Implied vol 30.7% Delta -0.101 ≈10% ITM Gamma 0.02 Theta -0.037 Vega 0.048 Open interest 13 Model this put
94	1	30.6%	0.879	$8.70		$0.19	-0.071	23.8%	2	36
Call · $112 In the money Snapshot session Aug 21, 2026 Last $8.70 Breakeven $120.70 Implied vol 30.6% Delta 0.879 ≈88% ITM Gamma 0.023 Theta -0.052 Vega 0.072 Open interest 94 Model this call Put · $112 Snapshot session Aug 28, 2026 Last $0.19 Breakeven $111.81 Implied vol 23.8% Delta -0.071 ≈7% ITM Gamma 0.02 Theta -0.022 Vega 0.047 Open interest 36 Model this put
32	2	32.1%	0.838	$7.60		$0.46	-0.091	23.3%	5	26
Call · $113 In the money Snapshot session Aug 20, 2026 Last $7.60 Breakeven $120.60 Implied vol 32.1% Delta 0.838 ≈84% ITM Gamma 0.026 Theta -0.063 Vega 0.073 Open interest 32 Model this call Put · $113 Snapshot session Aug 25, 2026 Last $0.46 Breakeven $112.54 Implied vol 23.3% Delta -0.091 ≈9% ITM Gamma 0.024 Theta -0.026 Vega 0.048 Open interest 26 Model this put
28	8	29.6%	0.826	$7.00		$0.70	-0.117	23.3%	26	143
Call · $114 In the money Snapshot session Aug 21, 2026 Last $7.00 Breakeven $121.00 Implied vol 29.6% Delta 0.826 ≈83% ITM Gamma 0.03 Theta -0.061 Vega 0.073 Open interest 28 Model this call Put · $114 Snapshot session Aug 24, 2026 Last $0.70 Breakeven $113.30 Implied vol 23.3% Delta -0.117 ≈12% ITM Gamma 0.03 Theta -0.031 Vega 0.048 Open interest 143 Model this put
36	3	22.3%	0.858	$7.37		$0.26	-0.119	20.2%	1	448
Call · $115 In the money Snapshot session Aug 28, 2026 Last $7.37 Breakeven $122.37 Implied vol 22.3% Delta 0.858 ≈86% ITM Gamma 0.035 Theta -0.043 Vega 0.072 Open interest 36 Model this call Put · $115 Snapshot session Aug 28, 2026 Last $0.26 Breakeven $114.74 Implied vol 20.2% Delta -0.119 ≈12% ITM Gamma 0.034 Theta -0.027 Vega 0.049 Open interest 448 Model this put
24	1	18.4%	0.862	$8.04		$0.45	-0.15	19.2%	1	229
Call · $116 In the money Snapshot session Aug 12, 2026 Last $8.04 Breakeven $124.04 Implied vol 18.4% Delta 0.862 ≈86% ITM Gamma 0.042 Theta -0.037 Vega 0.072 Open interest 24 Model this call Put · $116 Snapshot session Aug 28, 2026 Last $0.45 Breakeven $115.55 Implied vol 19.2% Delta -0.15 ≈15% ITM Gamma 0.042 Theta -0.03 Vega 0.072 Open interest 229 Model this put
52	11	18%	0.818	$5.35		$0.60	-0.21	20.5%	11	618
Call · $117 In the money Snapshot session Aug 28, 2026 Last $5.35 Breakeven $122.35 Implied vol 18% Delta 0.818 ≈82% ITM Gamma 0.051 Theta -0.041 Vega 0.073 Open interest 52 Model this call Put · $117 Snapshot session Aug 27, 2026 Last $0.60 Breakeven $116.40 Implied vol 20.5% Delta -0.21 ≈21% ITM Gamma 0.049 Theta -0.04 Vega 0.075 Open interest 618 Model this put
39	1	18.8%	0.753	$3.35		$0.75	-0.259	19.7%	5	34
Call · $118 In the money Snapshot session Aug 24, 2026 Last $3.35 Breakeven $121.35 Implied vol 18.8% Delta 0.753 ≈75% ITM Gamma 0.058 Theta -0.049 Vega 0.097 Open interest 39 Model this call Put · $118 Snapshot session Aug 28, 2026 Last $0.75 Breakeven $117.25 Implied vol 19.7% Delta -0.259 ≈26% ITM Gamma 0.057 Theta -0.042 Vega 0.097 Open interest 34 Model this put
44	1	17.4%	0.702	$3.60		$0.75	-0.293	16.8%	20	44
Call · $119 In the money Snapshot session Aug 28, 2026 Last $3.60 Breakeven $122.60 Implied vol 17.4% Delta 0.702 ≈70% ITM Gamma 0.069 Theta -0.049 Vega 0.098 Open interest 44 Model this call Put · $119 Snapshot session Aug 28, 2026 Last $0.75 Breakeven $118.25 Implied vol 16.8% Delta -0.293 ≈29% ITM Gamma 0.072 Theta -0.037 Vega 0.098 Open interest 44 Model this put
86	8	16.3%	0.638	$3.32		$1.15	-0.361	15.7%	78	307
Call · $120 In the money Snapshot session Aug 27, 2026 Last $3.32 Breakeven $123.32 Implied vol 16.3% Delta 0.638 ≈64% ITM Gamma 0.08 Theta -0.049 Vega 0.113 Open interest 86 Model this call Put · $120 Snapshot session Aug 28, 2026 Last $1.15 Breakeven $118.85 Implied vol 15.7% Delta -0.361 ≈36% ITM Gamma 0.084 Theta -0.038 Vega 0.113 Open interest 307 Model this put
85	2	18.1%	0.551	$3.00		$1.55	-0.448	15.8%	96	155
Call · $121 In the money Snapshot session Aug 28, 2026 Last $3.00 Breakeven $124.00 Implied vol 18.1% Delta 0.551 ≈55% ITM Gamma 0.076 Theta -0.056 Vega 0.115 Open interest 85 Model this call Put · $121 Snapshot session Aug 28, 2026 Last $1.55 Breakeven $119.45 Implied vol 15.8% Delta -0.448 ≈45% ITM Gamma 0.089 Theta -0.04 Vega 0.114 Open interest 155 Model this put
Underlying $121.21
142	37	16.9%	0.473	$2.07		$2.03	-0.535	16.1%	99	265
Call · $122 Snapshot session Aug 28, 2026 Last $2.07 Breakeven $124.07 Implied vol 16.9% Delta 0.473 ≈47% ITM Gamma 0.082 Theta -0.052 Vega 0.116 Open interest 142 Model this call Put · $122 In the money Snapshot session Aug 28, 2026 Last $2.03 Breakeven $119.97 Implied vol 16.1% Delta -0.535 ≈54% ITM Gamma 0.088 Theta -0.04 Vega 0.116 Open interest 265 Model this put
535	21	14.8%	0.222	$0.52		$4.11	-0.915	10%	2	107
Call · $125 Snapshot session Aug 28, 2026 Last $0.52 Breakeven $125.52 Implied vol 14.8% Delta 0.222 ≈22% ITM Gamma 0.07 Theta -0.033 Vega 0.082 Open interest 535 Model this call Put · $125 In the money Snapshot session Aug 28, 2026 Last $4.11 Breakeven $120.89 Implied vol 10% Delta -0.915 ≈91% ITM Gamma 0.084 Theta -0.007 Vega 0.043 Open interest 107 Model this put
162	8	16%	0.04	$0.09		—	-0.833	28.9%	—	0
Call · $130 Snapshot session Aug 28, 2026 Last $0.09 Breakeven $130.09 Implied vol 16% Delta 0.04 ≈4% ITM Gamma 0.018 Theta -0.01 Vega 0.033 Open interest 162 Model this call Put · $130 In the money Snapshot session Unknown Last — Breakeven — Implied vol 28.9% Delta -0.833 ≈83% ITM Gamma 0.032 Theta -0.044 Vega 0.079 Open interest 0 Model this put
23	1	25.9%	0.048	$0.03		—	-0.908	33.3%	—	0
Call · $135 Snapshot session Aug 27, 2026 Last $0.03 Breakeven $135.03 Implied vol 25.9% Delta 0.048 ≈5% ITM Gamma 0.013 Theta -0.018 Vega 0.033 Open interest 23 Model this call Put · $135 In the money Snapshot session Unknown Last — Breakeven — Implied vol 33.3% Delta -0.908 ≈91% ITM Gamma 0.019 Theta -0.032 Vega 0.052 Open interest 0 Model this put
11	3	32.3%	0.034	$0.10		—	—	—	—	0
Call · $140 Snapshot session Aug 13, 2026 Last $0.10 Breakeven $140.10 Implied vol 32.3% Delta 0.034 ≈3% ITM Gamma 0.008 Theta -0.018 Vega 0.017 Open interest 11 Model this call Put · $140 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	55.1%	0.102	—		—	-0.975	40.7%	—	0
Call · $145 Snapshot session Unknown Last — Breakeven — Implied vol 55.1% Delta 0.102 ≈10% ITM Gamma 0.011 Theta -0.069 Vega 0.057 Open interest 0 Model this call Put · $145 In the money Snapshot session Unknown Last — Breakeven — Implied vol 40.7% Delta -0.975 ≈98% ITM Gamma 0.008 Theta -0.012 Vega 0.02 Open interest 0 Model this put