SXI Stock — Standex International Corp: Options Chain

Calls		Puts
0	—	337%	0.992	—	$0.70	—	—	1	1
Call · $125 In the money Snapshot session Unknown Last — Breakeven — Implied vol 337% Delta 0.992 ≈99% ITM Gamma 0 Theta -0.255 Vega 0.014 Open interest 0 Model this call Put · $125 Snapshot session Feb 2, 2026 Last $0.70 Breakeven $124.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	323.8%	0.992	—	—	—	—	—	0
Call · $130 In the money Snapshot session Unknown Last — Breakeven — Implied vol 323.8% Delta 0.992 ≈99% ITM Gamma 0 Theta -0.253 Vega 0.014 Open interest 0 Model this call Put · $130 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	4	311.2%	0.991	$139.00	—	-0.028	411.3%	—	0
Call · $135 In the money Snapshot session May 28, 2026 Last $139.00 Breakeven $274.00 Implied vol 311.2% Delta 0.991 ≈99% ITM Gamma 0 Theta -0.251 Vega 0.014 Open interest 0 Model this call Put · $135 Snapshot session Unknown Last — Breakeven — Implied vol 411.3% Delta -0.028 ≈3% ITM Gamma 0 Theta -0.903 Vega 0.028 Open interest 0 Model this put
0	—	299.1%	0.991	—	$0.95	-0.01	307.1%	1	1
Call · $140 In the money Snapshot session Unknown Last — Breakeven — Implied vol 299.1% Delta 0.991 ≈99% ITM Gamma 0 Theta -0.249 Vega 0.014 Open interest 0 Model this call Put · $140 Snapshot session Mar 3, 2026 Last $0.95 Breakeven $139.05 Implied vol 307.1% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.285 Vega 0.014 Open interest 1 Model this put
0	—	287.3%	0.991	—	$1.10	-0.009	285.3%	2	2
Call · $145 In the money Snapshot session Unknown Last — Breakeven — Implied vol 287.3% Delta 0.991 ≈99% ITM Gamma 0 Theta -0.247 Vega 0.015 Open interest 0 Model this call Put · $145 Snapshot session Mar 3, 2026 Last $1.10 Breakeven $143.90 Implied vol 285.3% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.225 Vega 0.015 Open interest 2 Model this put
0	—	276%	0.991	—	$1.35	-0.009	274.2%	1	1
Call · $150 In the money Snapshot session Unknown Last — Breakeven — Implied vol 276% Delta 0.991 ≈99% ITM Gamma 0 Theta -0.244 Vega 0.015 Open interest 0 Model this call Put · $150 Snapshot session Mar 3, 2026 Last $1.35 Breakeven $148.65 Implied vol 274.2% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.224 Vega 0.015 Open interest 1 Model this put
0	1	281.5%	0.986	$75.10	—	-0.01	266.8%	—	0
Call · $155 In the money Snapshot session Dec 19, 2025 Last $75.10 Breakeven $230.10 Implied vol 281.5% Delta 0.986 ≈99% ITM Gamma 0 Theta -0.339 Vega 0.015 Open interest 0 Model this call Put · $155 Snapshot session Unknown Last — Breakeven — Implied vol 266.8% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.242 Vega 0.015 Open interest 0 Model this put
0	1	270.7%	0.986	$93.10	$1.85	-0.011	256.5%	1	1
Call · $160 In the money Snapshot session Jan 23, 2026 Last $93.10 Breakeven $253.10 Implied vol 270.7% Delta 0.986 ≈99% ITM Gamma 0 Theta -0.337 Vega 0.016 Open interest 0 Model this call Put · $160 Snapshot session Mar 3, 2026 Last $1.85 Breakeven $158.15 Implied vol 256.5% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.24 Vega 0.016 Open interest 1 Model this put
0	1	260.2%	0.985	$72.10	—	-0.036	332.4%	—	0
Call · $165 In the money Snapshot session Dec 24, 2025 Last $72.10 Breakeven $237.10 Implied vol 260.2% Delta 0.985 ≈99% ITM Gamma 0 Theta -0.335 Vega 0.016 Open interest 0 Model this call Put · $165 Snapshot session Unknown Last — Breakeven — Implied vol 332.4% Delta -0.036 ≈4% ITM Gamma 0.001 Theta -0.902 Vega 0.031 Open interest 0 Model this put
0	—	250%	0.985	—	—	-0.01	233.6%	—	0
Call · $170 In the money Snapshot session Unknown Last — Breakeven — Implied vol 250% Delta 0.985 ≈98% ITM Gamma 0 Theta -0.333 Vega 0.016 Open interest 0 Model this call Put · $170 Snapshot session Unknown Last — Breakeven — Implied vol 233.6% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.218 Vega 0.016 Open interest 0 Model this put
0	1	240.2%	0.984	$79.50	—	-0.012	227.2%	—	0
Call · $175 In the money Snapshot session Jan 23, 2026 Last $79.50 Breakeven $254.50 Implied vol 240.2% Delta 0.984 ≈98% ITM Gamma 0 Theta -0.33 Vega 0.016 Open interest 0 Model this call Put · $175 Snapshot session Unknown Last — Breakeven — Implied vol 227.2% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.236 Vega 0.016 Open interest 0 Model this put
0	—	230.6%	0.984	—	—	-0.013	221.1%	—	0
Call · $180 In the money Snapshot session Unknown Last — Breakeven — Implied vol 230.6% Delta 0.984 ≈98% ITM Gamma 0 Theta -0.328 Vega 0.017 Open interest 0 Model this call Put · $180 Snapshot session Unknown Last — Breakeven — Implied vol 221.1% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.254 Vega 0.017 Open interest 0 Model this put
0	—	221.3%	0.983	—	—	-0.016	218.1%	—	0
Call · $185 In the money Snapshot session Unknown Last — Breakeven — Implied vol 221.3% Delta 0.983 ≈98% ITM Gamma 0 Theta -0.326 Vega 0.017 Open interest 0 Model this call Put · $185 Snapshot session Unknown Last — Breakeven — Implied vol 218.1% Delta -0.016 ≈2% ITM Gamma 0 Theta -0.291 Vega 0.017 Open interest 0 Model this put
0	—	212.3%	0.982	—	—	-0.013	200.5%	—	0
Call · $190 In the money Snapshot session Unknown Last — Breakeven — Implied vol 212.3% Delta 0.982 ≈98% ITM Gamma 0 Theta -0.324 Vega 0.017 Open interest 0 Model this call Put · $190 Snapshot session Unknown Last — Breakeven — Implied vol 200.5% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.231 Vega 0.017 Open interest 0 Model this put
0	—	203.5%	0.982	—	—	-0.013	189.1%	—	0
Call · $195 In the money Snapshot session Unknown Last — Breakeven — Implied vol 203.5% Delta 0.982 ≈98% ITM Gamma 0 Theta -0.321 Vega 0.017 Open interest 0 Model this call Put · $195 Snapshot session Unknown Last — Breakeven — Implied vol 189.1% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.21 Vega 0.017 Open interest 0 Model this put
0	—	194.9%	0.981	—	$2.16	-0.013	181%	1	3
Call · $200 In the money Snapshot session Unknown Last — Breakeven — Implied vol 194.9% Delta 0.981 ≈98% ITM Gamma 0.001 Theta -0.319 Vega 0.017 Open interest 0 Model this call Put · $200 Snapshot session Jul 24, 2026 Last $2.16 Breakeven $197.84 Implied vol 181% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.209 Vega 0.017 Open interest 3 Model this put
3	3	178.4%	0.979	$41.90	$0.80	-0.013	162.4%	1	25
Call · $210 In the money Snapshot session May 19, 2026 Last $41.90 Breakeven $251.90 Implied vol 178.4% Delta 0.979 ≈98% ITM Gamma 0.001 Theta -0.314 Vega 0.018 Open interest 3 Model this call Put · $210 Snapshot session Jul 7, 2026 Last $0.80 Breakeven $209.20 Implied vol 162.4% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.186 Vega 0.018 Open interest 25 Model this put
0	—	162.8%	0.978	—	$2.60	-0.046	197.7%	1	3
Call · $220 In the money Snapshot session Unknown Last — Breakeven — Implied vol 162.8% Delta 0.978 ≈98% ITM Gamma 0.001 Theta -0.31 Vega 0.018 Open interest 0 Model this call Put · $220 Snapshot session Jul 24, 2026 Last $2.60 Breakeven $217.40 Implied vol 197.7% Delta -0.046 ≈5% ITM Gamma 0.001 Theta -0.647 Vega 0.037 Open interest 3 Model this put
0	—	149.3%	0.974	—	$9.97	-0.021	141.2%	2	2
Call · $230 In the money Snapshot session Unknown Last — Breakeven — Implied vol 149.3% Delta 0.974 ≈97% ITM Gamma 0.001 Theta -0.32 Vega 0.038 Open interest 0 Model this call Put · $230 Snapshot session May 5, 2026 Last $9.97 Breakeven $220.03 Implied vol 141.2% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.238 Vega 0.019 Open interest 2 Model this put
0	5	125.7%	0.978	$35.00	$2.20	-0.02	122.2%	1	2
Call · $240 In the money Snapshot session May 8, 2026 Last $35.00 Breakeven $275.00 Implied vol 125.7% Delta 0.978 ≈98% ITM Gamma 0.001 Theta -0.242 Vega 0.019 Open interest 0 Model this call Put · $240 Snapshot session Jul 7, 2026 Last $2.20 Breakeven $237.80 Implied vol 122.2% Delta -0.02 ≈2% ITM Gamma 0.001 Theta -0.196 Vega 0.019 Open interest 2 Model this put
1	1	107.1%	0.979	$39.90	$5.75	-0.026	114.2%	11	1
Call · $250 In the money Snapshot session Jul 30, 2026 Last $39.90 Breakeven $289.90 Implied vol 107.1% Delta 0.979 ≈98% ITM Gamma 0.001 Theta -0.198 Vega 0.02 Open interest 1 Model this call Put · $250 Snapshot session Jun 9, 2026 Last $5.75 Breakeven $244.25 Implied vol 114.2% Delta -0.026 ≈3% ITM Gamma 0.001 Theta -0.232 Vega 0.02 Open interest 1 Model this put
0	2	112.5%	0.954	$25.00	$0.05	-0.025	96.5%	4	5
Call · $260 In the money Snapshot session Mar 23, 2026 Last $25.00 Breakeven $285.00 Implied vol 112.5% Delta 0.954 ≈95% ITM Gamma 0.002 Theta -0.387 Vega 0.04 Open interest 0 Model this call Put · $260 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $259.95 Implied vol 96.5% Delta -0.025 ≈2% ITM Gamma 0.001 Theta -0.189 Vega 0.02 Open interest 5 Model this put
2	1	98.4%	0.948	$34.75	$8.20	-0.034	86.8%	1	48
Call · $270 In the money Snapshot session Jun 10, 2026 Last $34.75 Breakeven $304.75 Implied vol 98.4% Delta 0.948 ≈95% ITM Gamma 0.002 Theta -0.376 Vega 0.041 Open interest 2 Model this call Put · $270 Snapshot session Jun 9, 2026 Last $8.20 Breakeven $261.80 Implied vol 86.8% Delta -0.034 ≈3% ITM Gamma 0.002 Theta -0.219 Vega 0.041 Open interest 48 Model this put
3	8	73.9%	0.96	$15.70	$5.30	-0.035	71.7%	1	1
Call · $280 In the money Snapshot session Jul 30, 2026 Last $15.70 Breakeven $295.70 Implied vol 73.9% Delta 0.96 ≈96% ITM Gamma 0.003 Theta -0.236 Vega 0.041 Open interest 3 Model this call Put · $280 Snapshot session Jul 14, 2026 Last $5.30 Breakeven $274.70 Implied vol 71.7% Delta -0.035 ≈4% ITM Gamma 0.002 Theta -0.187 Vega 0.041 Open interest 1 Model this put
0	11	62.1%	0.95	$22.18	$8.00	-0.064	68%	1	1
Call · $290 In the money Snapshot session Jun 9, 2026 Last $22.18 Breakeven $312.18 Implied vol 62.1% Delta 0.95 ≈95% ITM Gamma 0.004 Theta -0.24 Vega 0.042 Open interest 0 Model this call Put · $290 Snapshot session Jul 15, 2026 Last $8.00 Breakeven $282.00 Implied vol 68% Delta -0.064 ≈6% ITM Gamma 0.004 Theta -0.288 Vega 0.073 Open interest 1 Model this put
1	1	53.3%	0.924	$9.20	$7.30	-0.062	50.1%	1	1
Call · $300 In the money Snapshot session May 27, 2026 Last $9.20 Breakeven $309.20 Implied vol 53.3% Delta 0.924 ≈92% ITM Gamma 0.006 Theta -0.281 Vega 0.074 Open interest 1 Model this call Put · $300 Snapshot session Jul 6, 2026 Last $7.30 Breakeven $292.70 Implied vol 50.1% Delta -0.062 ≈6% ITM Gamma 0.006 Theta -0.21 Vega 0.044 Open interest 1 Model this put
2	1	45.5%	0.871	$11.00	—	-0.178	55.9%	—	0
Call · $310 In the money Snapshot session Jul 31, 2026 Last $11.00 Breakeven $321.00 Implied vol 45.5% Delta 0.871 ≈87% ITM Gamma 0.011 Theta -0.35 Vega 0.113 Open interest 2 Model this call Put · $310 Snapshot session Unknown Last — Breakeven — Implied vol 55.9% Delta -0.178 ≈18% ITM Gamma 0.011 Theta -0.489 Vega 0.113 Open interest 0 Model this put
0	11	36.9%	0.768	$31.75	—	-0.242	38.6%	—	0
Call · $320 In the money Snapshot session Jun 25, 2026 Last $31.75 Breakeven $351.75 Implied vol 36.9% Delta 0.768 ≈77% ITM Gamma 0.019 Theta -0.406 Vega 0.151 Open interest 0 Model this call Put · $320 Snapshot session Unknown Last — Breakeven — Implied vol 38.6% Delta -0.242 ≈24% ITM Gamma 0.018 Theta -0.404 Vega 0.151 Open interest 0 Model this put
2	2	34.8%	0.544	$5.05	$58.50	-0.457	34.8%	1	1
Call · $330 In the money Snapshot session Jul 31, 2026 Last $5.05 Breakeven $335.05 Implied vol 34.8% Delta 0.544 ≈54% ITM Gamma 0.026 Theta -0.485 Vega 0.176 Open interest 2 Model this call Put · $330 Snapshot session Jun 1, 2026 Last $58.50 Breakeven $271.50 Implied vol 34.8% Delta -0.457 ≈46% ITM Gamma 0.026 Theta -0.459 Vega 0.176 Open interest 1 Model this put
Underlying $331.18
17	16	32.4%	0.285	$18.20	—	-0.696	35.9%	—	0
Call · $340 Snapshot session Jun 25, 2026 Last $18.20 Breakeven $358.20 Implied vol 32.4% Delta 0.285 ≈29% ITM Gamma 0.024 Theta -0.382 Vega 0.158 Open interest 17 Model this call Put · $340 In the money Snapshot session Unknown Last — Breakeven — Implied vol 35.9% Delta -0.696 ≈70% ITM Gamma 0.022 Theta -0.409 Vega 0.157 Open interest 0 Model this put
3	1	29%	0.081	$4.50	$94.50	-0.866	36.9%	1	0
Call · $350 Snapshot session Jun 9, 2026 Last $4.50 Breakeven $354.50 Implied vol 29% Delta 0.081 ≈8% ITM Gamma 0.012 Theta -0.15 Vega 0.083 Open interest 3 Model this call Put · $350 In the money Snapshot session Feb 23, 2026 Last $94.50 Breakeven $255.50 Implied vol 36.9% Delta -0.866 ≈87% ITM Gamma 0.014 Theta -0.255 Vega 0.081 Open interest 0 Model this put
0	—	45.6%	0.093	—	$20.00	-0.976	33%	1	0
Call · $360 Snapshot session Unknown Last — Breakeven — Implied vol 45.6% Delta 0.093 ≈9% ITM Gamma 0.008 Theta -0.258 Vega 0.083 Open interest 0 Model this call Put · $360 In the money Snapshot session Jun 30, 2026 Last $20.00 Breakeven $340.00 Implied vol 33% Delta -0.976 ≈98% ITM Gamma 0.005 Theta -0.051 Vega 0.02 Open interest 0 Model this put
2	1	57.4%	0.079	$3.80	—	-0.98	41.5%	—	0
Call · $370 Snapshot session Jul 10, 2026 Last $3.80 Breakeven $373.80 Implied vol 57.4% Delta 0.079 ≈8% ITM Gamma 0.006 Theta -0.291 Vega 0.084 Open interest 2 Model this call Put · $370 In the money Snapshot session Unknown Last — Breakeven — Implied vol 41.5% Delta -0.98 ≈98% ITM Gamma 0.003 Theta -0.054 Vega 0.02 Open interest 0 Model this put
0	—	62.9%	0.057	—	—	-0.991	47%	—	0
Call · $380 Snapshot session Unknown Last — Breakeven — Implied vol 62.9% Delta 0.057 ≈6% ITM Gamma 0.004 Theta -0.244 Vega 0.049 Open interest 0 Model this call Put · $380 In the money Snapshot session Unknown Last — Breakeven — Implied vol 47% Delta -0.991 ≈99% ITM Gamma 0.002 Theta -0.029 Vega 0.016 Open interest 0 Model this put
2	1	67.1%	0.036	$1.80	—	-0.968	66.6%	—	0
Call · $390 Snapshot session Jun 25, 2026 Last $1.80 Breakeven $391.80 Implied vol 67.1% Delta 0.036 ≈4% ITM Gamma 0.003 Theta -0.183 Vega 0.05 Open interest 2 Model this call Put · $390 In the money Snapshot session Unknown Last — Breakeven — Implied vol 66.6% Delta -0.968 ≈97% ITM Gamma 0.003 Theta -0.145 Vega 0.04 Open interest 0 Model this put
1	1	75.4%	0.033	$2.20	$94.00	-0.965	77.7%	2	0
Call · $400 Snapshot session Jul 6, 2026 Last $2.20 Breakeven $402.20 Implied vol 75.4% Delta 0.033 ≈3% ITM Gamma 0.002 Theta -0.189 Vega 0.025 Open interest 1 Model this call Put · $400 In the money Snapshot session Jul 20, 2026 Last $94.00 Breakeven $306.00 Implied vol 77.7% Delta -0.965 ≈96% ITM Gamma 0.002 Theta -0.186 Vega 0.046 Open interest 0 Model this put
0	—	117.8%	0.103	—	—	-0.973	82%	—	0
Call · $410 Snapshot session Unknown Last — Breakeven — Implied vol 117.8% Delta 0.103 ≈10% ITM Gamma 0.003 Theta -0.713 Vega 0.088 Open interest 0 Model this call Put · $410 In the money Snapshot session Unknown Last — Breakeven — Implied vol 82% Delta -0.973 ≈97% ITM Gamma 0.002 Theta -0.152 Vega 0.024 Open interest 0 Model this put
0	—	128.8%	0.099	—	$103.50	-0.975	89.4%	1	0
Call · $420 Snapshot session Unknown Last — Breakeven — Implied vol 128.8% Delta 0.099 ≈10% ITM Gamma 0.003 Theta -0.761 Vega 0.089 Open interest 0 Model this call Put · $420 In the money Snapshot session Jul 7, 2026 Last $103.50 Breakeven $316.50 Implied vol 89.4% Delta -0.975 ≈98% ITM Gamma 0.002 Theta -0.156 Vega 0.024 Open interest 0 Model this put
0	—	99.2%	0.029	—	$115.50	-0.977	96.6%	1	0
Call · $430 Snapshot session Unknown Last — Breakeven — Implied vol 99.2% Delta 0.029 ≈3% ITM Gamma 0.001 Theta -0.219 Vega 0.026 Open interest 0 Model this call Put · $430 In the money Snapshot session Jul 7, 2026 Last $115.50 Breakeven $314.50 Implied vol 96.6% Delta -0.977 ≈98% ITM Gamma 0.001 Theta -0.159 Vega 0.024 Open interest 0 Model this put
0	—	110%	0.031	—	—	-0.978	103.6%	—	0
Call · $440 Snapshot session Unknown Last — Breakeven — Implied vol 110% Delta 0.031 ≈3% ITM Gamma 0.001 Theta -0.261 Vega 0.026 Open interest 0 Model this call Put · $440 In the money Snapshot session Unknown Last — Breakeven — Implied vol 103.6% Delta -0.978 ≈98% ITM Gamma 0.001 Theta -0.162 Vega 0.025 Open interest 0 Model this put
0	—	116.7%	0.029	—	$169.00	-0.975	114.5%	2	0
Call · $450 Snapshot session Unknown Last — Breakeven — Implied vol 116.7% Delta 0.029 ≈3% ITM Gamma 0.001 Theta -0.265 Vega 0.027 Open interest 0 Model this call Put · $450 In the money Snapshot session Jul 30, 2026 Last $169.00 Breakeven $281.00 Implied vol 114.5% Delta -0.975 ≈97% ITM Gamma 0.001 Theta -0.207 Vega 0.025 Open interest 0 Model this put
0	—	123.3%	0.028	—	—	-0.976	121.2%	—	0
Call · $460 Snapshot session Unknown Last — Breakeven — Implied vol 123.3% Delta 0.028 ≈3% ITM Gamma 0.001 Theta -0.268 Vega 0.027 Open interest 0 Model this call Put · $460 In the money Snapshot session Unknown Last — Breakeven — Implied vol 121.2% Delta -0.976 ≈98% ITM Gamma 0.001 Theta -0.21 Vega 0.026 Open interest 0 Model this put
0	—	—	—	—	—	-0.977	127.8%	—	0
Call · $470 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $470 In the money Snapshot session Unknown Last — Breakeven — Implied vol 127.8% Delta -0.977 ≈98% ITM Gamma 0.001 Theta -0.213 Vega 0.026 Open interest 0 Model this put
0	—	—	—	—	$174.00	-0.978	134.2%	2	0
Call · $480 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $480 In the money Snapshot session Jul 20, 2026 Last $174.00 Breakeven $306.00 Implied vol 134.2% Delta -0.978 ≈98% ITM Gamma 0.001 Theta -0.216 Vega 0.026 Open interest 0 Model this put
0	—	—	—	—	—	-0.979	140.5%	—	0
Call · $490 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $490 In the money Snapshot session Unknown Last — Breakeven — Implied vol 140.5% Delta -0.979 ≈98% ITM Gamma 0.001 Theta -0.22 Vega 0.026 Open interest 0 Model this put
0	—	—	—	—	—	-0.979	146.7%	—	0
Call · $500 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $500 In the money Snapshot session Unknown Last — Breakeven — Implied vol 146.7% Delta -0.979 ≈98% ITM Gamma 0.001 Theta -0.223 Vega 0.026 Open interest 0 Model this put
0	—	—	—	—	—	-0.98	152.7%	—	0
Call · $510 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $510 In the money Snapshot session Unknown Last — Breakeven — Implied vol 152.7% Delta -0.98 ≈98% ITM Gamma 0.001 Theta -0.226 Vega 0.026 Open interest 0 Model this put
0	—	—	—	—	—	-0.981	158.6%	—	0
Call · $520 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $520 In the money Snapshot session Unknown Last — Breakeven — Implied vol 158.6% Delta -0.981 ≈98% ITM Gamma 0.001 Theta -0.23 Vega 0.027 Open interest 0 Model this put
0	—	—	—	—	—	-0.981	164.5%	—	0
Call · $530 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $530 In the money Snapshot session Unknown Last — Breakeven — Implied vol 164.5% Delta -0.981 ≈98% ITM Gamma 0.001 Theta -0.233 Vega 0.027 Open interest 0 Model this put
0	—	—	—	—	—	-0.982	170.2%	—	0
Call · $540 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $540 In the money Snapshot session Unknown Last — Breakeven — Implied vol 170.2% Delta -0.982 ≈98% ITM Gamma 0.001 Theta -0.236 Vega 0.027 Open interest 0 Model this put