4
4
80%
0.848
$15.91
85
—
-0.061
50.9%
—
0
Call · $85
In the money
Last $15.91
Breakeven $100.91
Implied vol 80%
Delta 0.848 ≈85% ITM
Gamma 0.012
Theta -0.116
Vega 0.059
Open interest 4
Model this call
Put · $85
Last —
Breakeven —
Implied vol 50.9%
Delta -0.061 ≈6% ITM
Gamma 0.01
Theta -0.035
Vega 0.039
Open interest 0
Model this put
0
—
77.3%
0.84
—
86
—
-0.052
44.5%
—
0
Call · $86
In the money
Last —
Breakeven —
Implied vol 77.3%
Delta 0.84 ≈84% ITM
Gamma 0.013
Theta -0.116
Vega 0.059
Open interest 0
Model this call
Put · $86
Last —
Breakeven —
Implied vol 44.5%
Delta -0.052 ≈5% ITM
Gamma 0.01
Theta -0.027
Vega 0.022
Open interest 0
Model this put
0
—
65.4%
0.858
—
87
—
-0.064
44.7%
—
0
Call · $87
In the money
Last —
Breakeven —
Implied vol 65.4%
Delta 0.858 ≈86% ITM
Gamma 0.014
Theta -0.092
Vega 0.059
Open interest 0
Model this call
Put · $87
Last —
Breakeven —
Implied vol 44.7%
Delta -0.064 ≈6% ITM
Gamma 0.012
Theta -0.032
Vega 0.039
Open interest 0
Model this put
0
—
62%
0.852
—
88
—
-0.071
42.7%
—
0
Call · $88
In the money
Last —
Breakeven —
Implied vol 62%
Delta 0.852 ≈85% ITM
Gamma 0.015
Theta -0.09
Vega 0.059
Open interest 0
Model this call
Put · $88
Last —
Breakeven —
Implied vol 42.7%
Delta -0.071 ≈7% ITM
Gamma 0.013
Theta -0.033
Vega 0.039
Open interest 0
Model this put
0
—
59.6%
0.842
—
89
—
-0.207
77.1%
—
0
Call · $89
In the money
Last —
Breakeven —
Implied vol 59.6%
Delta 0.842 ≈84% ITM
Gamma 0.017
Theta -0.09
Vega 0.06
Open interest 0
Model this call
Put · $89
Last —
Breakeven —
Implied vol 77.1%
Delta -0.207 ≈21% ITM
Gamma 0.015
Theta -0.127
Vega 0.079
Open interest 0
Model this put
0
—
56.3%
0.834
—
90
—
-0.273
106.3%
—
0
Call · $90
In the money
Last —
Breakeven —
Implied vol 56.3%
Delta 0.834 ≈83% ITM
Gamma 0.018
Theta -0.088
Vega 0.06
Open interest 0
Model this call
Put · $90
Last —
Breakeven —
Implied vol 106.3%
Delta -0.273 ≈27% ITM
Gamma 0.013
Theta -0.202
Vega 0.079
Open interest 0
Model this put
0
—
53.8%
0.822
—
91
—
-0.282
101.7%
—
0
Call · $91
In the money
Last —
Breakeven —
Implied vol 53.8%
Delta 0.822 ≈82% ITM
Gamma 0.02
Theta -0.089
Vega 0.061
Open interest 0
Model this call
Put · $91
Last —
Breakeven —
Implied vol 101.7%
Delta -0.282 ≈28% ITM
Gamma 0.014
Theta -0.197
Vega 0.08
Open interest 0
Model this put
1
1
51.4%
0.81
$3.59
92
—
-0.087
31.5%
—
0
Call · $92
In the money
Last $3.59
Breakeven $95.59
Implied vol 51.4%
Delta 0.81 ≈81% ITM
Gamma 0.022
Theta -0.089
Vega 0.061
Open interest 1
Model this call
Put · $92
Last —
Breakeven —
Implied vol 31.5%
Delta -0.087 ≈9% ITM
Gamma 0.021
Theta -0.028
Vega 0.04
Open interest 0
Model this put
0
—
49.1%
0.796
—
93
—
-0.11
31.5%
—
0
Call · $93
In the money
Last —
Breakeven —
Implied vol 49.1%
Delta 0.796 ≈80% ITM
Gamma 0.024
Theta -0.089
Vega 0.061
Open interest 0
Model this call
Put · $93
Last —
Breakeven —
Implied vol 31.5%
Delta -0.11 ≈11% ITM
Gamma 0.025
Theta -0.033
Vega 0.04
Open interest 0
Model this put
0
—
52.2%
0.755
—
94
—
-0.14
31.4%
—
0
Call · $94
In the money
Last —
Breakeven —
Implied vol 52.2%
Delta 0.755 ≈76% ITM
Gamma 0.025
Theta -0.102
Vega 0.081
Open interest 0
Model this call
Put · $94
Last —
Breakeven —
Implied vol 31.4%
Delta -0.14 ≈14% ITM
Gamma 0.029
Theta -0.039
Vega 0.061
Open interest 0
Model this put
4
2
49%
0.738
$5.61
95
—
-0.176
31.7%
—
0
Call · $95
In the money
Last $5.61
Breakeven $100.61
Implied vol 49%
Delta 0.738 ≈74% ITM
Gamma 0.027
Theta -0.099
Vega 0.081
Open interest 4
Model this call
Put · $95
Last —
Breakeven —
Implied vol 31.7%
Delta -0.176 ≈18% ITM
Gamma 0.034
Theta -0.046
Vega 0.061
Open interest 0
Model this put
2
2
46.5%
0.717
$2.70
96
—
-0.214
32.2%
—
0
Call · $96
In the money
Last $2.70
Breakeven $98.70
Implied vol 46.5%
Delta 0.717 ≈72% ITM
Gamma 0.03
Theta -0.098
Vega 0.082
Open interest 2
Model this call
Put · $96
Last —
Breakeven —
Implied vol 32.2%
Delta -0.214 ≈21% ITM
Gamma 0.038
Theta -0.053
Vega 0.081
Open interest 0
Model this put
2
2
44%
0.693
$5.33
97
—
-0.362
74.5%
—
0
Call · $97
In the money
Last $5.33
Breakeven $102.33
Implied vol 44%
Delta 0.693 ≈69% ITM
Gamma 0.033
Theta -0.097
Vega 0.082
Open interest 2
Model this call
Put · $97
Last —
Breakeven —
Implied vol 74.5%
Delta -0.362 ≈36% ITM
Gamma 0.021
Theta -0.159
Vega 0.094
Open interest 0
Model this put
1
1
46.6%
0.653
$2.89
98
—
-0.38
69.4%
—
0
Call · $98
In the money
Last $2.89
Breakeven $100.89
Implied vol 46.6%
Delta 0.653 ≈65% ITM
Gamma 0.033
Theta -0.107
Vega 0.095
Open interest 1
Model this call
Put · $98
Last —
Breakeven —
Implied vol 69.4%
Delta -0.38 ≈38% ITM
Gamma 0.023
Theta -0.149
Vega 0.095
Open interest 0
Model this put
2
2
49%
0.614
$3.72
99
—
-0.402
66%
—
0
Call · $99
In the money
Last $3.72
Breakeven $102.72
Implied vol 49%
Delta 0.614 ≈61% ITM
Gamma 0.032
Theta -0.114
Vega 0.095
Open interest 2
Model this call
Put · $99
Last —
Breakeven —
Implied vol 66%
Delta -0.402 ≈40% ITM
Gamma 0.024
Theta -0.144
Vega 0.095
Open interest 0
Model this put
1
1
52.2%
0.579
$3.30
100
—
-0.426
62.8%
—
0
Call · $100
In the money
Last $3.30
Breakeven $103.30
Implied vol 52.2%
Delta 0.579 ≈58% ITM
Gamma 0.031
Theta -0.124
Vega 0.096
Open interest 1
Model this call
Put · $100
Last —
Breakeven —
Implied vol 62.8%
Delta -0.426 ≈43% ITM
Gamma 0.026
Theta -0.139
Vega 0.096
Open interest 0
Model this put
Underlying $100.97
2
2
55.1%
0.549
$3.02
101
—
-0.452
60.4%
—
0
Call · $101
Last $3.02
Breakeven $104.02
Implied vol 55.1%
Delta 0.549 ≈55% ITM
Gamma 0.03
Theta -0.133
Vega 0.097
Open interest 2
Model this call
Put · $101
In the money
Last —
Breakeven —
Implied vol 60.4%
Delta -0.452 ≈45% ITM
Gamma 0.027
Theta -0.136
Vega 0.097
Open interest 0
Model this put
1
1
57.8%
0.521
$2.60
102
—
-0.48
58.2%
—
0
Call · $102
Last $2.60
Breakeven $104.60
Implied vol 57.8%
Delta 0.521 ≈52% ITM
Gamma 0.029
Theta -0.14
Vega 0.097
Open interest 1
Model this call
Put · $102
In the money
Last —
Breakeven —
Implied vol 58.2%
Delta -0.48 ≈48% ITM
Gamma 0.029
Theta -0.131
Vega 0.097
Open interest 0
Model this put
1
1
60.1%
0.496
$2.51
103
—
-0.512
54.9%
—
0
Call · $103
Last $2.51
Breakeven $105.51
Implied vol 60.1%
Delta 0.496 ≈50% ITM
Gamma 0.027
Theta -0.144
Vega 0.098
Open interest 1
Model this call
Put · $103
In the money
Last —
Breakeven —
Implied vol 54.9%
Delta -0.512 ≈51% ITM
Gamma 0.03
Theta -0.122
Vega 0.098
Open interest 0
Model this put
0
—
63%
0.474
—
104
—
-0.546
52.2%
—
0
Call · $104
Last —
Breakeven —
Implied vol 63%
Delta 0.474 ≈47% ITM
Gamma 0.026
Theta -0.15
Vega 0.098
Open interest 0
Model this call
Put · $104
In the money
Last —
Breakeven —
Implied vol 52.2%
Delta -0.546 ≈55% ITM
Gamma 0.031
Theta -0.115
Vega 0.098
Open interest 0
Model this put
0
—
65.5%
0.453
—
105
—
-0.582
50%
—
0
Call · $105
Last —
Breakeven —
Implied vol 65.5%
Delta 0.453 ≈45% ITM
Gamma 0.025
Theta -0.155
Vega 0.099
Open interest 0
Model this call
Put · $105
In the money
Last —
Breakeven —
Implied vol 50%
Delta -0.582 ≈58% ITM
Gamma 0.032
Theta -0.108
Vega 0.099
Open interest 0
Model this put
0
—
70.8%
0.439
—
106
—
-0.604
53.1%
—
0
Call · $106
Last —
Breakeven —
Implied vol 70.8%
Delta 0.439 ≈44% ITM
Gamma 0.023
Theta -0.166
Vega 0.099
Open interest 0
Model this call
Put · $106
In the money
Last —
Breakeven —
Implied vol 53.1%
Delta -0.604 ≈60% ITM
Gamma 0.03
Theta -0.114
Vega 0.099
Open interest 0
Model this put
0
—
73.3%
0.422
—
107
—
-0.644
49.4%
—
0
Call · $107
Last —
Breakeven —
Implied vol 73.3%
Delta 0.422 ≈42% ITM
Gamma 0.022
Theta -0.171
Vega 0.1
Open interest 0
Model this call
Put · $107
In the money
Last —
Breakeven —
Implied vol 49.4%
Delta -0.644 ≈64% ITM
Gamma 0.032
Theta -0.101
Vega 0.088
Open interest 0
Model this put
0
—
77%
0.409
—
108
—
-0.664
51.5%
—
0
Call · $108
Last —
Breakeven —
Implied vol 77%
Delta 0.409 ≈41% ITM
Gamma 0.021
Theta -0.179
Vega 0.1
Open interest 0
Model this call
Put · $108
In the money
Last —
Breakeven —
Implied vol 51.5%
Delta -0.664 ≈66% ITM
Gamma 0.029
Theta -0.103
Vega 0.088
Open interest 0
Model this put
0
—
81.2%
0.398
—
109
—
-0.68
54%
—
0
Call · $109
Last —
Breakeven —
Implied vol 81.2%
Delta 0.398 ≈40% ITM
Gamma 0.02
Theta -0.188
Vega 0.1
Open interest 0
Model this call
Put · $109
In the money
Last —
Breakeven —
Implied vol 54%
Delta -0.68 ≈68% ITM
Gamma 0.027
Theta -0.105
Vega 0.088
Open interest 0
Model this put
0
—
84%
0.388
—
110
—
-0.695
56.6%
—
0
Call · $110
Last —
Breakeven —
Implied vol 84%
Delta 0.388 ≈39% ITM
Gamma 0.019
Theta -0.192
Vega 0.088
Open interest 0
Model this call
Put · $110
In the money
Last —
Breakeven —
Implied vol 56.6%
Delta -0.695 ≈69% ITM
Gamma 0.026
Theta -0.108
Vega 0.089
Open interest 0
Model this put
0
—
—
—
—
111
—
-0.708
59.1%
—
0
Call · $111
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $111
In the money
Last —
Breakeven —
Implied vol 59.1%
Delta -0.708 ≈71% ITM
Gamma 0.024
Theta -0.111
Vega 0.089
Open interest 0
Model this put
0
—
—
—
—
112
—
-0.715
62.7%
—
0
Call · $112
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $112
In the money
Last —
Breakeven —
Implied vol 62.7%
Delta -0.715 ≈72% ITM
Gamma 0.023
Theta -0.117
Vega 0.089
Open interest 0
Model this put
0
—
—
—
—
113
—
-0.729
64.6%
—
0
Call · $113
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $113
In the money
Last —
Breakeven —
Implied vol 64.6%
Delta -0.729 ≈73% ITM
Gamma 0.022
Theta -0.118
Vega 0.089
Open interest 0
Model this put
0
—
—
—
—
114
—
-0.739
67%
—
0
Call · $114
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $114
In the money
Last —
Breakeven —
Implied vol 67%
Delta -0.739 ≈74% ITM
Gamma 0.02
Theta -0.121
Vega 0.089
Open interest 0
Model this put
0
—
—
—
—
115
—
-0.746
69.7%
—
0
Call · $115
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol 69.7%
Delta -0.746 ≈75% ITM
Gamma 0.019
Theta -0.124
Vega 0.069
Open interest 0
Model this put
0
—
—
—
—
116
—
-0.75
72.8%
—
0
Call · $116
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $116
In the money
Last —
Breakeven —
Implied vol 72.8%
Delta -0.75 ≈75% ITM
Gamma 0.018
Theta -0.128
Vega 0.07
Open interest 0
Model this put
0
—
—
—
—
117
—
-0.761
73.6%
—
0
Call · $117
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $117
In the money
Last —
Breakeven —
Implied vol 73.6%
Delta -0.761 ≈76% ITM
Gamma 0.018
Theta -0.126
Vega 0.07
Open interest 0
Model this put
0
—
—
—
—
118
—
-0.764
76.7%
—
0
Call · $118
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $118
In the money
Last —
Breakeven —
Implied vol 76.7%
Delta -0.764 ≈76% ITM
Gamma 0.017
Theta -0.13
Vega 0.07
Open interest 0
Model this put
0
—
—
—
—
119
—
-0.769
78.9%
—
0
Call · $119
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $119
In the money
Last —
Breakeven —
Implied vol 78.9%
Delta -0.769 ≈77% ITM
Gamma 0.016
Theta -0.132
Vega 0.07
Open interest 0
Model this put
0
—
—
—
—
120
—
-0.774
81.2%
—
0
Call · $120
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol 81.2%
Delta -0.774 ≈77% ITM
Gamma 0.015
Theta -0.134
Vega 0.071
Open interest 0
Model this put