0
—
—
—
—
70
—
-0.032
100.3%
—
0
Call · $70
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $70
Last —
Breakeven —
Implied vol 100.3%
Delta -0.032 ≈3% ITM
Gamma 0.002
Theta -0.04
Vega 0.024
Open interest 0
Model this put
0
—
—
—
—
75
$1.70
-0.036
87.4%
1
1
Call · $75
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $75
Last $1.70
Breakeven $73.30
Implied vol 87.4%
Delta -0.036 ≈4% ITM
Gamma 0.003
Theta -0.039
Vega 0.025
Open interest 1
Model this put
0
—
—
—
—
80
—
-0.042
75.3%
—
0
Call · $80
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $80
Last —
Breakeven —
Implied vol 75.3%
Delta -0.042 ≈4% ITM
Gamma 0.004
Theta -0.038
Vega 0.025
Open interest 0
Model this put
0
—
—
—
—
85
$0.35
-0.053
66%
4
9
Call · $85
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $85
Last $0.35
Breakeven $84.65
Implied vol 66%
Delta -0.053 ≈5% ITM
Gamma 0.006
Theta -0.04
Vega 0.026
Open interest 9
Model this put
0
—
—
—
—
90
$1.61
-0.082
59.7%
3
5
Call · $90
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $90
Last $1.61
Breakeven $88.39
Implied vol 59.7%
Delta -0.082 ≈8% ITM
Gamma 0.008
Theta -0.05
Vega 0.047
Open interest 5
Model this put
0
—
29.8%
0.978
—
95
$2.00
-0.155
62.7%
6
20
Call · $95
In the money
Last —
Breakeven —
Implied vol 29.8%
Delta 0.978 ≈98% ITM
Gamma 0.006
Theta -0.017
Vega 0.013
Open interest 0
Model this call
Put · $95
Last $2.00
Breakeven $93.00
Implied vol 62.7%
Delta -0.155 ≈16% ITM
Gamma 0.013
Theta -0.083
Vega 0.072
Open interest 20
Model this put
0
—
30.6%
0.908
—
100
$2.20
-0.213
54.9%
3
9
Call · $100
In the money
Last —
Breakeven —
Implied vol 30.6%
Delta 0.908 ≈91% ITM
Gamma 0.018
Theta -0.037
Vega 0.048
Open interest 0
Model this call
Put · $100
Last $2.20
Breakeven $97.80
Implied vol 54.9%
Delta -0.213 ≈21% ITM
Gamma 0.018
Theta -0.089
Vega 0.097
Open interest 9
Model this put
5
5
43.4%
0.709
$5.70
105
$4.46
-0.319
54.1%
1
1
Call · $105
In the money
Last $5.70
Breakeven $110.70
Implied vol 43.4%
Delta 0.709 ≈71% ITM
Gamma 0.027
Theta -0.091
Vega 0.1
Open interest 5
Model this call
Put · $105
Last $4.46
Breakeven $100.54
Implied vol 54.1%
Delta -0.319 ≈32% ITM
Gamma 0.023
Theta -0.108
Vega 0.101
Open interest 1
Model this put
9
1
42.2%
0.562
$4.10
110
—
-0.441
48.2%
—
0
Call · $110
In the money
Last $4.10
Breakeven $114.10
Implied vol 42.2%
Delta 0.562 ≈56% ITM
Gamma 0.032
Theta -0.1
Vega 0.118
Open interest 9
Model this call
Put · $110
Last —
Breakeven —
Implied vol 48.2%
Delta -0.441 ≈44% ITM
Gamma 0.028
Theta -0.104
Vega 0.118
Open interest 0
Model this put
Underlying $111.04
9
9
39.6%
0.398
$5.00
115
$5.60
-0.583
46.4%
5
5
Call · $115
Last $5.00
Breakeven $120.00
Implied vol 39.6%
Delta 0.398 ≈40% ITM
Gamma 0.033
Theta -0.091
Vega 0.122
Open interest 9
Model this call
Put · $115
In the money
Last $5.60
Breakeven $109.40
Implied vol 46.4%
Delta -0.583 ≈58% ITM
Gamma 0.029
Theta -0.097
Vega 0.121
Open interest 5
Model this put
25
1
41.8%
0.268
$1.36
120
$11.50
-0.723
44%
1
6
Call · $120
Last $1.36
Breakeven $121.36
Implied vol 41.8%
Delta 0.268 ≈27% ITM
Gamma 0.027
Theta -0.081
Vega 0.109
Open interest 25
Model this call
Put · $120
In the money
Last $11.50
Breakeven $108.50
Implied vol 44%
Delta -0.723 ≈72% ITM
Gamma 0.026
Theta -0.077
Vega 0.108
Open interest 6
Model this put
1
1
32.1%
0.096
$0.90
125
$23.07
-0.816
45.8%
4
4
Call · $125
Last $0.90
Breakeven $125.90
Implied vol 32.1%
Delta 0.096 ≈10% ITM
Gamma 0.018
Theta -0.032
Vega 0.058
Open interest 1
Model this call
Put · $125
In the money
Last $23.07
Breakeven $101.93
Implied vol 45.8%
Delta -0.816 ≈82% ITM
Gamma 0.02
Theta -0.062
Vega 0.084
Open interest 4
Model this put
1
1
41.1%
0.086
$14.88
130
—
-0.887
46.8%
—
0
Call · $130
Last $14.88
Breakeven $144.88
Implied vol 41.1%
Delta 0.086 ≈9% ITM
Gamma 0.013
Theta -0.038
Vega 0.059
Open interest 1
Model this call
Put · $130
In the money
Last —
Breakeven —
Implied vol 46.8%
Delta -0.887 ≈89% ITM
Gamma 0.015
Theta -0.044
Vega 0.056
Open interest 0
Model this put
17
14
47.7%
0.073
$0.15
135
$10.60
-0.933
48.7%
7
7
Call · $135
Last $0.15
Breakeven $135.15
Implied vol 47.7%
Delta 0.073 ≈7% ITM
Gamma 0.01
Theta -0.038
Vega 0.035
Open interest 17
Model this call
Put · $135
In the money
Last $10.60
Breakeven $124.40
Implied vol 48.7%
Delta -0.933 ≈93% ITM
Gamma 0.011
Theta -0.03
Vega 0.032
Open interest 7
Model this put
1
1
54.8%
0.068
$1.70
140
—
-0.923
59.4%
—
0
Call · $140
Last $1.70
Breakeven $141.70
Implied vol 54.8%
Delta 0.068 ≈7% ITM
Gamma 0.008
Theta -0.041
Vega 0.035
Open interest 1
Model this call
Put · $140
In the money
Last —
Breakeven —
Implied vol 59.4%
Delta -0.923 ≈92% ITM
Gamma 0.009
Theta -0.042
Vega 0.053
Open interest 0
Model this put
2
1
93.8%
0.177
$2.00
145
—
-0.925
67.3%
—
0
Call · $145
Last $2.00
Breakeven $147.00
Implied vol 93.8%
Delta 0.177 ≈18% ITM
Gamma 0.009
Theta -0.14
Vega 0.091
Open interest 2
Model this call
Put · $145
In the money
Last —
Breakeven —
Implied vol 67.3%
Delta -0.925 ≈92% ITM
Gamma 0.008
Theta -0.047
Vega 0.034
Open interest 0
Model this put
1
1
65.3%
0.053
$2.00
150
$27.50
-0.911
78.8%
1
0
Call · $150
Last $2.00
Breakeven $152.00
Implied vol 65.3%
Delta 0.053 ≈5% ITM
Gamma 0.006
Theta -0.04
Vega 0.036
Open interest 1
Model this call
Put · $150
In the money
Last $27.50
Breakeven $122.50
Implied vol 78.8%
Delta -0.911 ≈91% ITM
Gamma 0.007
Theta -0.064
Vega 0.058
Open interest 0
Model this put
1
1
71%
0.05
$0.30
155
—
-0.942
76.1%
—
0
Call · $155
Last $0.30
Breakeven $155.30
Implied vol 71%
Delta 0.05 ≈5% ITM
Gamma 0.005
Theta -0.042
Vega 0.037
Open interest 1
Model this call
Put · $155
In the money
Last —
Breakeven —
Implied vol 76.1%
Delta -0.942 ≈94% ITM
Gamma 0.006
Theta -0.042
Vega 0.034
Open interest 0
Model this put
4
2
—
—
$4.20
160
—
-0.959
77.1%
—
0
Call · $160
Last $4.20
Breakeven $164.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $160
In the money
Last —
Breakeven —
Implied vol 77.1%
Delta -0.959 ≈96% ITM
Gamma 0.005
Theta -0.032
Vega 0.032
Open interest 0
Model this put
1
1
—
—
$0.90
165
—
-0.936
91.3%
—
0
Call · $165
Last $0.90
Breakeven $165.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $165
In the money
Last —
Breakeven —
Implied vol 91.3%
Delta -0.936 ≈94% ITM
Gamma 0.005
Theta -0.056
Vega 0.036
Open interest 0
Model this put
2
2
—
—
$2.40
170
—
-0.963
87.7%
—
0
Call · $170
Last $2.40
Breakeven $172.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $170
In the money
Last —
Breakeven —
Implied vol 87.7%
Delta -0.963 ≈96% ITM
Gamma 0.004
Theta -0.034
Vega 0.031
Open interest 0
Model this put
1
1
—
—
$2.55
175
—
-0.941
101.5%
—
0
Call · $175
Last $2.55
Breakeven $177.55
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $175
In the money
Last —
Breakeven —
Implied vol 101.5%
Delta -0.941 ≈94% ITM
Gamma 0.004
Theta -0.058
Vega 0.036
Open interest 0
Model this put
0
—
—
—
—
180
—
-0.95
103.6%
—
0
Call · $180
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $180
In the money
Last —
Breakeven —
Implied vol 103.6%
Delta -0.95 ≈95% ITM
Gamma 0.004
Theta -0.052
Vega 0.036
Open interest 0
Model this put
0
—
—
—
—
185
$70.30
-0.966
101.7%
1
0
Call · $185
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $185
In the money
Last $70.30
Breakeven $114.70
Implied vol 101.7%
Delta -0.966 ≈97% ITM
Gamma 0.003
Theta -0.036
Vega 0.018
Open interest 0
Model this put
0
—
—
—
—
190
—
-0.953
113.1%
—
0
Call · $190
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $190
In the money
Last —
Breakeven —
Implied vol 113.1%
Delta -0.953 ≈95% ITM
Gamma 0.003
Theta -0.054
Vega 0.036
Open interest 0
Model this put
0
—
—
—
—
195
—
-0.951
119%
—
0
Call · $195
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $195
In the money
Last —
Breakeven —
Implied vol 119%
Delta -0.951 ≈95% ITM
Gamma 0.003
Theta -0.059
Vega 0.037
Open interest 0
Model this put