0
—
94.2%
0.945
—
100
$0.05
-0.066
100.2%
20
26
Call · $100
In the money
Last —
Breakeven —
Implied vol 94.2%
Delta 0.945 ≈95% ITM
Gamma 0.003
Theta -0.084
Vega 0.052
Open interest 0
Model this call
Put · $100
Last $0.05
Breakeven $99.95
Implied vol 100.2%
Delta -0.066 ≈7% ITM
Gamma 0.004
Theta -0.099
Vega 0.052
Open interest 26
Model this put
0
—
79%
0.946
—
105
$0.20
-0.039
70.8%
2
4
Call · $105
In the money
Last —
Breakeven —
Implied vol 79%
Delta 0.946 ≈95% ITM
Gamma 0.004
Theta -0.07
Vega 0.031
Open interest 0
Model this call
Put · $105
Last $0.20
Breakeven $104.80
Implied vol 70.8%
Delta -0.039 ≈4% ITM
Gamma 0.003
Theta -0.045
Vega 0.031
Open interest 4
Model this put
0
—
72.3%
0.929
—
110
$0.85
-0.044
61.5%
1
6
Call · $110
In the money
Last —
Breakeven —
Implied vol 72.3%
Delta 0.929 ≈93% ITM
Gamma 0.005
Theta -0.079
Vega 0.054
Open interest 0
Model this call
Put · $110
Last $0.85
Breakeven $109.15
Implied vol 61.5%
Delta -0.044 ≈4% ITM
Gamma 0.004
Theta -0.044
Vega 0.031
Open interest 6
Model this put
0
—
61.7%
0.92
—
115
—
-0.051
52.7%
—
0
Call · $115
In the money
Last —
Breakeven —
Implied vol 61.7%
Delta 0.92 ≈92% ITM
Gamma 0.007
Theta -0.075
Vega 0.055
Open interest 0
Model this call
Put · $115
Last —
Breakeven —
Implied vol 52.7%
Delta -0.051 ≈5% ITM
Gamma 0.006
Theta -0.043
Vega 0.032
Open interest 0
Model this put
0
—
55.1%
0.895
—
120
—
-0.065
45.1%
—
0
Call · $120
In the money
Last —
Breakeven —
Implied vol 55.1%
Delta 0.895 ≈89% ITM
Gamma 0.009
Theta -0.083
Vega 0.057
Open interest 0
Model this call
Put · $120
Last —
Breakeven —
Implied vol 45.1%
Delta -0.065 ≈6% ITM
Gamma 0.008
Theta -0.044
Vega 0.056
Open interest 0
Model this put
0
—
50.6%
0.846
—
125
$1.05
-0.169
54.6%
82
176
Call · $125
In the money
Last —
Breakeven —
Implied vol 50.6%
Delta 0.846 ≈85% ITM
Gamma 0.013
Theta -0.097
Vega 0.087
Open interest 0
Model this call
Put · $125
Last $1.05
Breakeven $123.95
Implied vol 54.6%
Delta -0.169 ≈17% ITM
Gamma 0.013
Theta -0.105
Vega 0.087
Open interest 176
Model this put
0
—
46.7%
0.779
—
130
$0.70
-0.208
44.1%
4
60
Call · $130
In the money
Last —
Breakeven —
Implied vol 46.7%
Delta 0.779 ≈78% ITM
Gamma 0.018
Theta -0.113
Vega 0.116
Open interest 0
Model this call
Put · $130
Last $0.70
Breakeven $129.30
Implied vol 44.1%
Delta -0.208 ≈21% ITM
Gamma 0.019
Theta -0.098
Vega 0.09
Open interest 60
Model this put
15
15
43.3%
0.68
$16.25
135
$1.00
-0.315
41.7%
1
1
Call · $135
In the money
Last $16.25
Breakeven $151.25
Implied vol 43.3%
Delta 0.68 ≈68% ITM
Gamma 0.024
Theta -0.126
Vega 0.119
Open interest 15
Model this call
Put · $135
Last $1.00
Breakeven $134.00
Implied vol 41.7%
Delta -0.315 ≈31% ITM
Gamma 0.025
Theta -0.114
Vega 0.119
Open interest 1
Model this put
2
3
40.8%
0.553
$16.84
140
$2.65
-0.446
36.4%
1
1
Call · $140
In the money
Last $16.84
Breakeven $156.84
Implied vol 40.8%
Delta 0.553 ≈55% ITM
Gamma 0.028
Theta -0.13
Vega 0.139
Open interest 2
Model this call
Put · $140
Last $2.65
Breakeven $137.35
Implied vol 36.4%
Delta -0.446 ≈45% ITM
Gamma 0.031
Theta -0.109
Vega 0.139
Open interest 1
Model this put
Underlying $141.03
15
19
42.8%
0.422
$8.85
145
$5.90
-0.587
39.7%
50
181
Call · $145
Last $8.85
Breakeven $153.85
Implied vol 42.8%
Delta 0.422 ≈42% ITM
Gamma 0.026
Theta -0.133
Vega 0.142
Open interest 15
Model this call
Put · $145
In the money
Last $5.90
Breakeven $139.10
Implied vol 39.7%
Delta -0.587 ≈59% ITM
Gamma 0.028
Theta -0.116
Vega 0.142
Open interest 181
Model this put
105
3
42.4%
0.303
$2.65
150
$6.47
-0.715
39.4%
1
2
Call · $150
Last $2.65
Breakeven $152.65
Implied vol 42.4%
Delta 0.303 ≈30% ITM
Gamma 0.023
Theta -0.117
Vega 0.127
Open interest 105
Model this call
Put · $150
In the money
Last $6.47
Breakeven $143.53
Implied vol 39.4%
Delta -0.715 ≈72% ITM
Gamma 0.025
Theta -0.099
Vega 0.126
Open interest 2
Model this put
10
12
44.3%
0.216
$5.20
155
—
-0.832
37.6%
—
0
Call · $155
Last $5.20
Breakeven $160.20
Implied vol 44.3%
Delta 0.216 ≈22% ITM
Gamma 0.019
Theta -0.102
Vega 0.099
Open interest 10
Model this call
Put · $155
In the money
Last —
Breakeven —
Implied vol 37.6%
Delta -0.832 ≈83% ITM
Gamma 0.02
Theta -0.068
Vega 0.097
Open interest 0
Model this put
12
1
50.7%
0.178
$4.50
160
—
-0.954
30.5%
—
0
Call · $160
Last $4.50
Breakeven $164.50
Implied vol 50.7%
Delta 0.178 ≈18% ITM
Gamma 0.015
Theta -0.104
Vega 0.1
Open interest 12
Model this call
Put · $160
In the money
Last —
Breakeven —
Implied vol 30.5%
Delta -0.954 ≈95% ITM
Gamma 0.011
Theta -0.018
Vega 0.035
Open interest 0
Model this put
2
2
52.7%
0.131
$1.50
165
—
—
—
—
0
Call · $165
Last $1.50
Breakeven $166.50
Implied vol 52.7%
Delta 0.131 ≈13% ITM
Gamma 0.012
Theta -0.088
Vega 0.068
Open interest 2
Model this call
Put · $165
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
49%
0.071
—
170
—
—
—
—
0
Call · $170
Last —
Breakeven —
Implied vol 49%
Delta 0.071 ≈7% ITM
Gamma 0.008
Theta -0.052
Vega 0.04
Open interest 0
Model this call
Put · $170
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
10
10
53.2%
0.06
$2.30
175
—
-0.976
45.2%
—
0
Call · $175
Last $2.30
Breakeven $177.30
Implied vol 53.2%
Delta 0.06 ≈6% ITM
Gamma 0.006
Theta -0.05
Vega 0.041
Open interest 10
Model this call
Put · $175
In the money
Last —
Breakeven —
Implied vol 45.2%
Delta -0.976 ≈98% ITM
Gamma 0.005
Theta -0.016
Vega 0.017
Open interest 0
Model this put
1
1
58.5%
0.056
$1.75
180
—
-0.978
49.9%
—
0
Call · $180
Last $1.75
Breakeven $181.75
Implied vol 58.5%
Delta 0.056 ≈6% ITM
Gamma 0.005
Theta -0.051
Vega 0.041
Open interest 1
Model this call
Put · $180
In the money
Last —
Breakeven —
Implied vol 49.9%
Delta -0.978 ≈98% ITM
Gamma 0.004
Theta -0.016
Vega 0.017
Open interest 0
Model this put
0
—
63.6%
0.052
—
185
—
-0.979
54.5%
—
0
Call · $185
Last —
Breakeven —
Implied vol 63.6%
Delta 0.052 ≈5% ITM
Gamma 0.005
Theta -0.052
Vega 0.042
Open interest 0
Model this call
Put · $185
In the money
Last —
Breakeven —
Implied vol 54.5%
Delta -0.979 ≈98% ITM
Gamma 0.004
Theta -0.017
Vega 0.017
Open interest 0
Model this put
0
—
68.7%
0.049
—
190
—
-0.981
59%
—
0
Call · $190
Last —
Breakeven —
Implied vol 68.7%
Delta 0.049 ≈5% ITM
Gamma 0.004
Theta -0.054
Vega 0.042
Open interest 0
Model this call
Put · $190
In the money
Last —
Breakeven —
Implied vol 59%
Delta -0.981 ≈98% ITM
Gamma 0.003
Theta -0.017
Vega 0.017
Open interest 0
Model this put
1
1
72.4%
0.043
$0.95
195
—
-0.982
63.4%
—
0
Call · $195
Last $0.95
Breakeven $195.95
Implied vol 72.4%
Delta 0.043 ≈4% ITM
Gamma 0.004
Theta -0.051
Vega 0.043
Open interest 1
Model this call
Put · $195
In the money
Last —
Breakeven —
Implied vol 63.4%
Delta -0.982 ≈98% ITM
Gamma 0.003
Theta -0.018
Vega 0.017
Open interest 0
Model this put
0
—
78.3%
0.044
—
200
—
-0.983
67.6%
—
0
Call · $200
Last —
Breakeven —
Implied vol 78.3%
Delta 0.044 ≈4% ITM
Gamma 0.003
Theta -0.057
Vega 0.043
Open interest 0
Model this call
Put · $200
In the money
Last —
Breakeven —
Implied vol 67.6%
Delta -0.983 ≈98% ITM
Gamma 0.003
Theta -0.018
Vega 0.017
Open interest 0
Model this put
0
—
85.6%
0.037
—
210
—
—
—
—
0
Call · $210
Last —
Breakeven —
Implied vol 85.6%
Delta 0.037 ≈4% ITM
Gamma 0.003
Theta -0.055
Vega 0.022
Open interest 0
Model this call
Put · $210
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
95.2%
0.038
$0.60
220
—
-0.985
83.6%
—
0
Call · $220
Last $0.60
Breakeven $220.60
Implied vol 95.2%
Delta 0.038 ≈4% ITM
Gamma 0.002
Theta -0.061
Vega 0.023
Open interest 1
Model this call
Put · $220
In the money
Last —
Breakeven —
Implied vol 83.6%
Delta -0.985 ≈98% ITM
Gamma 0.002
Theta -0.02
Vega 0.017
Open interest 0
Model this put