0
12
157.6%
0.979
$25.62
20
$0.25
-0.039
189.7%
1
3
Call · $20
In the money
Last $25.62
Breakeven $45.62
Implied vol 157.6%
Delta 0.979 ≈98% ITM
Gamma 0.003
Theta -0.015
Vega 0.007
Open interest 0
Model this call
Put · $20
Last $0.25
Breakeven $19.75
Implied vol 189.7%
Delta -0.039 ≈4% ITM
Gamma 0.004
Theta -0.035
Vega 0.008
Open interest 3
Model this put
0
2
—
—
$23.05
22.5
$0.13
-0.017
123.1%
6
42
Call · $22.5
In the money
Last $23.05
Breakeven $45.55
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $22.5
Last $0.13
Breakeven $22.37
Implied vol 123.1%
Delta -0.017 ≈2% ITM
Gamma 0.003
Theta -0.011
Vega 0.004
Open interest 42
Model this put
0
—
95.3%
0.99
—
25
$0.09
-0.038
124%
33
41
Call · $25
In the money
Last —
Breakeven —
Implied vol 95.3%
Delta 0.99 ≈99% ITM
Gamma 0.003
Theta -0.004
Vega 0.003
Open interest 0
Model this call
Put · $25
Last $0.09
Breakeven $24.91
Implied vol 124%
Delta -0.038 ≈4% ITM
Gamma 0.006
Theta -0.022
Vega 0.009
Open interest 41
Model this put
3
3
102.3%
0.96
$14.00
27.5
$0.10
-0.023
89.6%
3
271
Call · $27.5
In the money
Last $14.00
Breakeven $41.50
Implied vol 102.3%
Delta 0.96 ≈96% ITM
Gamma 0.008
Theta -0.017
Vega 0.009
Open interest 3
Model this call
Put · $27.5
Last $0.10
Breakeven $27.40
Implied vol 89.6%
Delta -0.023 ≈2% ITM
Gamma 0.005
Theta -0.011
Vega 0.005
Open interest 271
Model this put
0
—
85.4%
0.953
—
30
$0.10
-0.033
76.1%
5
103
Call · $30
In the money
Last —
Breakeven —
Implied vol 85.4%
Delta 0.953 ≈95% ITM
Gamma 0.01
Theta -0.016
Vega 0.01
Open interest 0
Model this call
Put · $30
Last $0.10
Breakeven $29.90
Implied vol 76.1%
Delta -0.033 ≈3% ITM
Gamma 0.008
Theta -0.012
Vega 0.01
Open interest 103
Model this put
0
—
—
—
—
32.5
$0.26
-0.059
70.5%
4
832
Call · $32.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $32.5
Last $0.26
Breakeven $32.24
Implied vol 70.5%
Delta -0.059 ≈6% ITM
Gamma 0.015
Theta -0.018
Vega 0.018
Open interest 832
Model this put
3
1
59.4%
0.91
$6.30
35
$0.35
-0.096
61.2%
6
4.6k
Call · $35
In the money
Last $6.30
Breakeven $41.30
Implied vol 59.4%
Delta 0.91 ≈91% ITM
Gamma 0.024
Theta -0.019
Vega 0.018
Open interest 3
Model this call
Put · $35
Last $0.35
Breakeven $34.65
Implied vol 61.2%
Delta -0.096 ≈10% ITM
Gamma 0.024
Theta -0.023
Vega 0.019
Open interest 4.6k
Model this put
1
1
56.7%
0.826
$30.40
37.5
$0.67
-0.158
52.5%
930
1.1k
Call · $37.5
In the money
Last $30.40
Breakeven $67.90
Implied vol 56.7%
Delta 0.826 ≈83% ITM
Gamma 0.04
Theta -0.03
Vega 0.029
Open interest 1
Model this call
Put · $37.5
Last $0.67
Breakeven $36.83
Implied vol 52.5%
Delta -0.158 ≈16% ITM
Gamma 0.04
Theta -0.028
Vega 0.029
Open interest 1.1k
Model this put
25
6
48.6%
0.717
$4.60
40
$1.43
-0.293
52.7%
4
23.8k
Call · $40
In the money
Last $4.60
Breakeven $44.60
Implied vol 48.6%
Delta 0.717 ≈72% ITM
Gamma 0.061
Theta -0.034
Vega 0.039
Open interest 25
Model this call
Put · $40
Last $1.43
Breakeven $38.57
Implied vol 52.7%
Delta -0.293 ≈29% ITM
Gamma 0.057
Theta -0.04
Vega 0.039
Open interest 23.8k
Model this put
126
12
41.4%
0.545
$2.10
42.5
$2.50
-0.453
46%
2
5.1k
Call · $42.5
In the money
Last $2.10
Breakeven $44.60
Implied vol 41.4%
Delta 0.545 ≈55% ITM
Gamma 0.084
Theta -0.035
Vega 0.045
Open interest 126
Model this call
Put · $42.5
Last $2.50
Breakeven $40.00
Implied vol 46%
Delta -0.453 ≈45% ITM
Gamma 0.075
Theta -0.041
Vega 0.045
Open interest 5.1k
Model this put
Underlying $42.85
8k
7.2k
39.6%
0.337
$1.15
45
$4.67
-0.619
50.3%
1
34
Call · $45
Last $1.15
Breakeven $46.15
Implied vol 39.6%
Delta 0.337 ≈34% ITM
Gamma 0.081
Theta -0.031
Vega 0.041
Open interest 8k
Model this call
Put · $45
In the money
Last $4.67
Breakeven $40.33
Implied vol 50.3%
Delta -0.619 ≈62% ITM
Gamma 0.067
Theta -0.043
Vega 0.047
Open interest 34
Model this put
268
6
36.4%
0.153
$0.50
47.5
$6.70
-0.723
57.4%
2
91
Call · $47.5
Last $0.50
Breakeven $48.00
Implied vol 36.4%
Delta 0.153 ≈15% ITM
Gamma 0.057
Theta -0.019
Vega 0.032
Open interest 268
Model this call
Put · $47.5
In the money
Last $6.70
Breakeven $40.80
Implied vol 57.4%
Delta -0.723 ≈72% ITM
Gamma 0.051
Theta -0.043
Vega 0.042
Open interest 91
Model this put
672
12
40.6%
0.084
$0.61
50
$10.00
-0.891
44.1%
5
60
Call · $50
Last $0.61
Breakeven $50.61
Implied vol 40.6%
Delta 0.084 ≈8% ITM
Gamma 0.033
Theta -0.014
Vega 0.022
Open interest 672
Model this call
Put · $50
In the money
Last $10.00
Breakeven $40.00
Implied vol 44.1%
Delta -0.891 ≈89% ITM
Gamma 0.036
Theta -0.018
Vega 0.022
Open interest 60
Model this put
171
2
59.6%
0.117
$0.05
52.5
$6.30
-0.865
63.3%
1
26
Call · $52.5
Last $0.05
Breakeven $52.55
Implied vol 59.6%
Delta 0.117 ≈12% ITM
Gamma 0.028
Theta -0.025
Vega 0.022
Open interest 171
Model this call
Put · $52.5
In the money
Last $6.30
Breakeven $46.20
Implied vol 63.3%
Delta -0.865 ≈87% ITM
Gamma 0.029
Theta -0.03
Vega 0.022
Open interest 26
Model this put
31
1
59.9%
0.069
$0.10
55
$15.13
-0.905
66.2%
5
8
Call · $55
Last $0.10
Breakeven $55.10
Implied vol 59.9%
Delta 0.069 ≈7% ITM
Gamma 0.019
Theta -0.017
Vega 0.013
Open interest 31
Model this call
Put · $55
In the money
Last $15.13
Breakeven $39.87
Implied vol 66.2%
Delta -0.905 ≈90% ITM
Gamma 0.022
Theta -0.024
Vega 0.023
Open interest 8
Model this put
66
8
71.2%
0.072
$0.15
57.5
$6.00
-0.895
79.7%
10
10
Call · $57.5
Last $0.15
Breakeven $57.65
Implied vol 71.2%
Delta 0.072 ≈7% ITM
Gamma 0.017
Theta -0.021
Vega 0.013
Open interest 66
Model this call
Put · $57.5
In the money
Last $6.00
Breakeven $51.50
Implied vol 79.7%
Delta -0.895 ≈90% ITM
Gamma 0.019
Theta -0.031
Vega 0.023
Open interest 10
Model this put
588
8
88.7%
0.096
$0.05
60
—
-0.918
83.6%
—
0
Call · $60
Last $0.05
Breakeven $60.05
Implied vol 88.7%
Delta 0.096 ≈10% ITM
Gamma 0.017
Theta -0.033
Vega 0.024
Open interest 588
Model this call
Put · $60
In the money
Last —
Breakeven —
Implied vol 83.6%
Delta -0.918 ≈92% ITM
Gamma 0.016
Theta -0.027
Vega 0.014
Open interest 0
Model this put
12
2
96.9%
0.09
$0.65
62.5
$19.20
-0.876
107.2%
2
1
Call · $62.5
Last $0.65
Breakeven $63.15
Implied vol 96.9%
Delta 0.09 ≈9% ITM
Gamma 0.015
Theta -0.034
Vega 0.024
Open interest 12
Model this call
Put · $62.5
In the money
Last $19.20
Breakeven $43.30
Implied vol 107.2%
Delta -0.876 ≈88% ITM
Gamma 0.016
Theta -0.047
Vega 0.024
Open interest 1
Model this put
232
5
104.2%
0.085
$0.54
65
$20.04
-0.934
94%
2
1
Call · $65
Last $0.54
Breakeven $65.54
Implied vol 104.2%
Delta 0.085 ≈9% ITM
Gamma 0.013
Theta -0.036
Vega 0.014
Open interest 232
Model this call
Put · $65
In the money
Last $20.04
Breakeven $44.96
Implied vol 94%
Delta -0.934 ≈93% ITM
Gamma 0.012
Theta -0.025
Vega 0.014
Open interest 1
Model this put
139
1
110.4%
0.081
$0.35
67.5
$9.10
-0.945
97.2%
9
0
Call · $67.5
Last $0.35
Breakeven $67.85
Implied vol 110.4%
Delta 0.081 ≈8% ITM
Gamma 0.012
Theta -0.036
Vega 0.015
Open interest 139
Model this call
Put · $67.5
In the money
Last $9.10
Breakeven $58.40
Implied vol 97.2%
Delta -0.945 ≈95% ITM
Gamma 0.01
Theta -0.022
Vega 0.015
Open interest 0
Model this put
156
1
—
—
$0.10
70
$10.66
-0.94
107.1%
69
0
Call · $70
Last $0.10
Breakeven $70.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 156
Model this call
Put · $70
In the money
Last $10.66
Breakeven $59.34
Implied vol 107.1%
Delta -0.94 ≈94% ITM
Gamma 0.01
Theta -0.027
Vega 0.015
Open interest 0
Model this put
2
10
—
—
$0.34
72.5
$12.49
-0.899
135.1%
54
0
Call · $72.5
Last $0.34
Breakeven $72.84
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $72.5
In the money
Last $12.49
Breakeven $60.01
Implied vol 135.1%
Delta -0.899 ≈90% ITM
Gamma 0.011
Theta -0.051
Vega 0.026
Open interest 0
Model this put
50
1
—
—
$0.10
75
$14.27
-0.951
115.9%
48
0
Call · $75
Last $0.10
Breakeven $75.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 50
Model this call
Put · $75
In the money
Last $14.27
Breakeven $60.73
Implied vol 115.9%
Delta -0.951 ≈95% ITM
Gamma 0.008
Theta -0.024
Vega 0.015
Open interest 0
Model this put
4
1
—
—
$0.10
80
$18.40
-0.96
121.7%
133
0
Call · $80
Last $0.10
Breakeven $80.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $80
In the money
Last $18.40
Breakeven $61.60
Implied vol 121.7%
Delta -0.96 ≈96% ITM
Gamma 0.006
Theta -0.021
Vega 0.008
Open interest 0
Model this put
4
1
136.8%
0.043
$0.10
85
$21.70
-0.91
163%
10
0
Call · $85
Last $0.10
Breakeven $85.10
Implied vol 136.8%
Delta 0.043 ≈4% ITM
Gamma 0.006
Theta -0.027
Vega 0.008
Open interest 4
Model this call
Put · $85
In the money
Last $21.70
Breakeven $63.30
Implied vol 163%
Delta -0.91 ≈91% ITM
Gamma 0.009
Theta -0.055
Vega 0.016
Open interest 0
Model this put
2
1
—
—
$0.10
90
$26.79
-0.951
151.2%
3
0
Call · $90
Last $0.10
Breakeven $90.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $90
In the money
Last $26.79
Breakeven $63.21
Implied vol 151.2%
Delta -0.951 ≈95% ITM
Gamma 0.006
Theta -0.032
Vega 0.016
Open interest 0
Model this put
3
1
—
—
$0.10
95
—
-0.946
163.8%
—
0
Call · $95
Last $0.10
Breakeven $95.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $95
In the money
Last —
Breakeven —
Implied vol 163.8%
Delta -0.946 ≈95% ITM
Gamma 0.006
Theta -0.036
Vega 0.016
Open interest 0
Model this put
4
1
—
—
$0.10
100
—
-0.98
144.1%
—
0
Call · $100
Last $0.10
Breakeven $100.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $100
In the money
Last —
Breakeven —
Implied vol 144.1%
Delta -0.98 ≈98% ITM
Gamma 0.003
Theta -0.013
Vega 0.008
Open interest 0
Model this put