10
3
137.7%
0.963
$41.92
50
$1.01
-0.061
166.1%
3
3
Call · $50
In the money
Last $41.92
Breakeven $91.92
Implied vol 137.7%
Delta 0.963 ≈96% ITM
Gamma 0.003
Theta -0.057
Vega 0.017
Open interest 10
Model this call
Put · $50
Last $1.01
Breakeven $48.99
Implied vol 166.1%
Delta -0.061 ≈6% ITM
Gamma 0.003
Theta -0.094
Vega 0.029
Open interest 3
Model this put
0
—
123.2%
0.953
—
55
$0.45
-0.037
112.4%
2
2
Call · $55
In the money
Last —
Breakeven —
Implied vol 123.2%
Delta 0.953 ≈95% ITM
Gamma 0.004
Theta -0.063
Vega 0.018
Open interest 0
Model this call
Put · $55
Last $0.45
Breakeven $54.55
Implied vol 112.4%
Delta -0.037 ≈4% ITM
Gamma 0.003
Theta -0.042
Vega 0.018
Open interest 2
Model this put
0
—
111.4%
0.933
—
60
—
-0.043
95%
—
0
Call · $60
In the money
Last —
Breakeven —
Implied vol 111.4%
Delta 0.933 ≈93% ITM
Gamma 0.005
Theta -0.074
Vega 0.032
Open interest 0
Model this call
Put · $60
Last —
Breakeven —
Implied vol 95%
Delta -0.043 ≈4% ITM
Gamma 0.004
Theta -0.041
Vega 0.019
Open interest 0
Model this put
2
2
89.3%
0.926
$26.85
65
$1.50
-0.086
96.2%
11
19
Call · $65
In the money
Last $26.85
Breakeven $91.85
Implied vol 89.3%
Delta 0.926 ≈93% ITM
Gamma 0.007
Theta -0.065
Vega 0.034
Open interest 2
Model this call
Put · $65
Last $1.50
Breakeven $63.50
Implied vol 96.2%
Delta -0.086 ≈9% ITM
Gamma 0.007
Theta -0.071
Vega 0.034
Open interest 19
Model this put
4
1
91.2%
0.866
$25.01
70
$1.55
-0.165
107.8%
10
21
Call · $70
In the money
Last $25.01
Breakeven $95.01
Implied vol 91.2%
Delta 0.866 ≈87% ITM
Gamma 0.011
Theta -0.099
Vega 0.052
Open interest 4
Model this call
Put · $70
Last $1.55
Breakeven $68.45
Implied vol 107.8%
Delta -0.165 ≈16% ITM
Gamma 0.01
Theta -0.125
Vega 0.052
Open interest 21
Model this put
10
8
89.7%
0.796
$15.20
75
$2.11
-0.222
99.1%
2
302
Call · $75
In the money
Last $15.20
Breakeven $90.20
Implied vol 89.7%
Delta 0.796 ≈80% ITM
Gamma 0.014
Theta -0.127
Vega 0.071
Open interest 10
Model this call
Put · $75
Last $2.11
Breakeven $72.89
Implied vol 99.1%
Delta -0.222 ≈22% ITM
Gamma 0.013
Theta -0.138
Vega 0.071
Open interest 302
Model this put
0
—
90.7%
0.749
—
77.5
$3.00
-0.256
94.2%
1
23
Call · $77.5
In the money
Last —
Breakeven —
Implied vol 90.7%
Delta 0.749 ≈75% ITM
Gamma 0.016
Theta -0.142
Vega 0.072
Open interest 0
Model this call
Put · $77.5
Last $3.00
Breakeven $74.50
Implied vol 94.2%
Delta -0.256 ≈26% ITM
Gamma 0.015
Theta -0.141
Vega 0.072
Open interest 23
Model this put
8
1
94.3%
0.701
$14.26
80
$4.30
-0.307
102.8%
6
23
Call · $80
In the money
Last $14.26
Breakeven $94.26
Implied vol 94.3%
Delta 0.701 ≈70% ITM
Gamma 0.017
Theta -0.162
Vega 0.074
Open interest 8
Model this call
Put · $80
Last $4.30
Breakeven $75.70
Implied vol 102.8%
Delta -0.307 ≈31% ITM
Gamma 0.016
Theta -0.171
Vega 0.084
Open interest 23
Model this put
1
1
91.3%
0.657
$18.32
82.5
$5.70
-0.346
94.1%
1
17
Call · $82.5
In the money
Last $18.32
Breakeven $100.82
Implied vol 91.3%
Delta 0.657 ≈66% ITM
Gamma 0.018
Theta -0.164
Vega 0.086
Open interest 1
Model this call
Put · $82.5
Last $5.70
Breakeven $76.80
Implied vol 94.1%
Delta -0.346 ≈35% ITM
Gamma 0.018
Theta -0.162
Vega 0.086
Open interest 17
Model this put
1
3
87.6%
0.609
$20.00
85
$7.00
-0.393
93.2%
2
32
Call · $85
In the money
Last $20.00
Breakeven $105.00
Implied vol 87.6%
Delta 0.609 ≈61% ITM
Gamma 0.02
Theta -0.164
Vega 0.087
Open interest 1
Model this call
Put · $85
Last $7.00
Breakeven $78.00
Implied vol 93.2%
Delta -0.393 ≈39% ITM
Gamma 0.018
Theta -0.166
Vega 0.087
Open interest 32
Model this put
0
2
96.9%
0.562
$8.00
87.5
$8.70
-0.438
98.6%
1
3
Call · $87.5
In the money
Last $8.00
Breakeven $95.50
Implied vol 96.9%
Delta 0.562 ≈56% ITM
Gamma 0.018
Theta -0.187
Vega 0.088
Open interest 0
Model this call
Put · $87.5
Last $8.70
Breakeven $78.80
Implied vol 98.6%
Delta -0.438 ≈44% ITM
Gamma 0.018
Theta -0.182
Vega 0.088
Open interest 3
Model this put
Underlying $88.62
19
2
91.1%
0.513
$9.40
90
$6.92
-0.484
96.6%
1
41
Call · $90
Last $9.40
Breakeven $99.40
Implied vol 91.1%
Delta 0.513 ≈51% ITM
Gamma 0.02
Theta -0.176
Vega 0.09
Open interest 19
Model this call
Put · $90
In the money
Last $6.92
Breakeven $83.08
Implied vol 96.6%
Delta -0.484 ≈48% ITM
Gamma 0.019
Theta -0.179
Vega 0.09
Open interest 41
Model this put
357
2
86.3%
0.459
$8.37
92.5
$15.50
-0.53
94.5%
26
26
Call · $92.5
Last $8.37
Breakeven $100.87
Implied vol 86.3%
Delta 0.459 ≈46% ITM
Gamma 0.021
Theta -0.166
Vega 0.091
Open interest 357
Model this call
Put · $92.5
In the money
Last $15.50
Breakeven $77.00
Implied vol 94.5%
Delta -0.53 ≈53% ITM
Gamma 0.019
Theta -0.173
Vega 0.091
Open interest 26
Model this put
15
4
83.2%
0.403
$5.00
95
$9.16
-0.574
95.2%
5
48
Call · $95
Last $5.00
Breakeven $100.00
Implied vol 83.2%
Delta 0.403 ≈40% ITM
Gamma 0.021
Theta -0.158
Vega 0.093
Open interest 15
Model this call
Put · $95
In the money
Last $9.16
Breakeven $85.84
Implied vol 95.2%
Delta -0.574 ≈57% ITM
Gamma 0.019
Theta -0.173
Vega 0.092
Open interest 48
Model this put
2
1
88%
0.371
$10.20
97.5
$14.08
-0.613
96.3%
30
10
Call · $97.5
Last $10.20
Breakeven $107.70
Implied vol 88%
Delta 0.371 ≈37% ITM
Gamma 0.019
Theta -0.161
Vega 0.082
Open interest 2
Model this call
Put · $97.5
In the money
Last $14.08
Breakeven $83.42
Implied vol 96.3%
Delta -0.613 ≈61% ITM
Gamma 0.018
Theta -0.17
Vega 0.082
Open interest 10
Model this put
58
4
84.6%
0.32
$2.85
100
$11.65
-0.66
92.5%
4
4
Call · $100
Last $2.85
Breakeven $102.85
Implied vol 84.6%
Delta 0.32 ≈32% ITM
Gamma 0.019
Theta -0.146
Vega 0.083
Open interest 58
Model this call
Put · $100
In the money
Last $11.65
Breakeven $88.35
Implied vol 92.5%
Delta -0.66 ≈66% ITM
Gamma 0.018
Theta -0.154
Vega 0.083
Open interest 4
Model this put
24
1
82.4%
0.236
$2.15
105
$18.85
-0.739
91.6%
2
5
Call · $105
Last $2.15
Breakeven $107.15
Implied vol 82.4%
Delta 0.236 ≈24% ITM
Gamma 0.017
Theta -0.122
Vega 0.066
Open interest 24
Model this call
Put · $105
In the money
Last $18.85
Breakeven $86.15
Implied vol 91.6%
Delta -0.739 ≈74% ITM
Gamma 0.016
Theta -0.136
Vega 0.065
Open interest 5
Model this put
44
5
92.2%
0.208
$1.50
110
$22.25
-0.813
87.4%
2
2
Call · $110
Last $1.50
Breakeven $111.50
Implied vol 92.2%
Delta 0.208 ≈21% ITM
Gamma 0.014
Theta -0.126
Vega 0.067
Open interest 44
Model this call
Put · $110
In the money
Last $22.25
Breakeven $87.75
Implied vol 87.4%
Delta -0.813 ≈81% ITM
Gamma 0.014
Theta -0.104
Vega 0.066
Open interest 2
Model this put
22
1
82.3%
0.125
$1.80
115
—
-0.851
91.5%
—
0
Call · $115
Last $1.80
Breakeven $116.80
Implied vol 82.3%
Delta 0.125 ≈12% ITM
Gamma 0.011
Theta -0.081
Vega 0.046
Open interest 22
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol 91.5%
Delta -0.851 ≈85% ITM
Gamma 0.012
Theta -0.094
Vega 0.045
Open interest 0
Model this put
161
5
83.9%
0.089
$1.30
120
$27.27
-0.888
91.8%
1
1
Call · $120
Last $1.30
Breakeven $121.30
Implied vol 83.9%
Delta 0.089 ≈9% ITM
Gamma 0.009
Theta -0.065
Vega 0.047
Open interest 161
Model this call
Put · $120
In the money
Last $27.27
Breakeven $92.73
Implied vol 91.8%
Delta -0.888 ≈89% ITM
Gamma 0.01
Theta -0.075
Vega 0.045
Open interest 1
Model this put
8
1
84.7%
0.067
$1.70
125
$31.53
-0.951
80.6%
2
3
Call · $125
Last $1.70
Breakeven $126.70
Implied vol 84.7%
Delta 0.067 ≈7% ITM
Gamma 0.007
Theta -0.052
Vega 0.028
Open interest 8
Model this call
Put · $125
In the money
Last $31.53
Breakeven $93.47
Implied vol 80.6%
Delta -0.951 ≈95% ITM
Gamma 0.006
Theta -0.033
Vega 0.025
Open interest 3
Model this put
12
1
91.8%
0.062
$1.20
130
$35.99
—
—
1
1
Call · $130
Last $1.20
Breakeven $131.20
Implied vol 91.8%
Delta 0.062 ≈6% ITM
Gamma 0.006
Theta -0.053
Vega 0.028
Open interest 12
Model this call
Put · $130
In the money
Last $35.99
Breakeven $94.01
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
6
1
95.1%
0.05
$2.00
135
—
—
—
—
0
Call · $135
Last $2.00
Breakeven $137.00
Implied vol 95.1%
Delta 0.05 ≈5% ITM
Gamma 0.005
Theta -0.047
Vega 0.029
Open interest 6
Model this call
Put · $135
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
105.1%
0.056
—
140
—
—
—
—
0
Call · $140
Last —
Breakeven —
Implied vol 105.1%
Delta 0.056 ≈6% ITM
Gamma 0.005
Theta -0.056
Vega 0.029
Open interest 0
Model this call
Put · $140
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
114.8%
0.061
$1.80
145
—
—
—
—
0
Call · $145
Last $1.80
Breakeven $146.80
Implied vol 114.8%
Delta 0.061 ≈6% ITM
Gamma 0.005
Theta -0.065
Vega 0.03
Open interest 1
Model this call
Put · $145
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
1
117.6%
0.051
$1.45
150
—
—
—
—
0
Call · $150
Last $1.45
Breakeven $151.45
Implied vol 117.6%
Delta 0.051 ≈5% ITM
Gamma 0.004
Theta -0.059
Vega 0.03
Open interest 2
Model this call
Put · $150
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
119.7%
0.042
$1.15
155
—
—
—
—
0
Call · $155
Last $1.15
Breakeven $156.15
Implied vol 119.7%
Delta 0.042 ≈4% ITM
Gamma 0.003
Theta -0.052
Vega 0.015
Open interest 1
Model this call
Put · $155
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put