VFVA Stock — Vanguard U.S. Multifactor ETF: Options Chain

Calls		Puts
0	—	51.1%	0.971	—	—	-0.13	91.2%	—	0
Call · $130 In the money Snapshot session Unknown Last — Breakeven — Implied vol 51.1% Delta 0.971 ≈97% ITM Gamma 0.003 Theta -0.036 Vega 0.035 Open interest 0 Model this call Put · $130 Snapshot session Unknown Last — Breakeven — Implied vol 91.2% Delta -0.13 ≈13% ITM Gamma 0.006 Theta -0.177 Vega 0.092 Open interest 0 Model this put
0	—	49.4%	0.97	—	—	-0.109	79.8%	—	0
Call · $131 In the money Snapshot session Unknown Last — Breakeven — Implied vol 49.4% Delta 0.97 ≈97% ITM Gamma 0.003 Theta -0.035 Vega 0.035 Open interest 0 Model this call Put · $131 Snapshot session Unknown Last — Breakeven — Implied vol 79.8% Delta -0.109 ≈11% ITM Gamma 0.006 Theta -0.139 Vega 0.061 Open interest 0 Model this put
0	—	56.3%	0.946	—	—	-0.11	77.1%	—	0
Call · $132 In the money Snapshot session Unknown Last — Breakeven — Implied vol 56.3% Delta 0.946 ≈95% ITM Gamma 0.005 Theta -0.062 Vega 0.036 Open interest 0 Model this call Put · $132 Snapshot session Unknown Last — Breakeven — Implied vol 77.1% Delta -0.11 ≈11% ITM Gamma 0.006 Theta -0.135 Vega 0.062 Open interest 0 Model this put
0	—	54.7%	0.945	—	—	-0.138	84.4%	—	0
Call · $133 In the money Snapshot session Unknown Last — Breakeven — Implied vol 54.7% Delta 0.945 ≈94% ITM Gamma 0.005 Theta -0.061 Vega 0.036 Open interest 0 Model this call Put · $133 Snapshot session Unknown Last — Breakeven — Implied vol 84.4% Delta -0.138 ≈14% ITM Gamma 0.007 Theta -0.171 Vega 0.093 Open interest 0 Model this put
0	—	53.1%	0.943	—	—	-0.11	71%	—	0
Call · $134 In the money Snapshot session Unknown Last — Breakeven — Implied vol 53.1% Delta 0.943 ≈94% ITM Gamma 0.005 Theta -0.061 Vega 0.036 Open interest 0 Model this call Put · $134 Snapshot session Unknown Last — Breakeven — Implied vol 71% Delta -0.11 ≈11% ITM Gamma 0.007 Theta -0.124 Vega 0.062 Open interest 0 Model this put
0	—	51.5%	0.942	—	—	-0.113	69.1%	—	0
Call · $135 In the money Snapshot session Unknown Last — Breakeven — Implied vol 51.5% Delta 0.942 ≈94% ITM Gamma 0.006 Theta -0.06 Vega 0.036 Open interest 0 Model this call Put · $135 Snapshot session Unknown Last — Breakeven — Implied vol 69.1% Delta -0.113 ≈11% ITM Gamma 0.007 Theta -0.123 Vega 0.063 Open interest 0 Model this put
0	—	37.4%	0.978	—	—	-0.149	77.8%	—	0
Call · $136 In the money Snapshot session Unknown Last — Breakeven — Implied vol 37.4% Delta 0.978 ≈98% ITM Gamma 0.003 Theta -0.023 Vega 0.018 Open interest 0 Model this call Put · $136 Snapshot session Unknown Last — Breakeven — Implied vol 77.8% Delta -0.149 ≈15% ITM Gamma 0.008 Theta -0.165 Vega 0.094 Open interest 0 Model this put
0	—	48.2%	0.939	—	—	-0.152	75.6%	—	0
Call · $137 In the money Snapshot session Unknown Last — Breakeven — Implied vol 48.2% Delta 0.939 ≈94% ITM Gamma 0.006 Theta -0.059 Vega 0.063 Open interest 0 Model this call Put · $137 Snapshot session Unknown Last — Breakeven — Implied vol 75.6% Delta -0.152 ≈15% ITM Gamma 0.008 Theta -0.163 Vega 0.094 Open interest 0 Model this put
0	—	46.5%	0.937	—	—	-0.156	73.5%	—	0
Call · $138 In the money Snapshot session Unknown Last — Breakeven — Implied vol 46.5% Delta 0.937 ≈94% ITM Gamma 0.007 Theta -0.059 Vega 0.063 Open interest 0 Model this call Put · $138 Snapshot session Unknown Last — Breakeven — Implied vol 73.5% Delta -0.156 ≈16% ITM Gamma 0.008 Theta -0.161 Vega 0.095 Open interest 0 Model this put
0	—	44.7%	0.935	—	—	-0.16	71.3%	—	0
Call · $139 In the money Snapshot session Unknown Last — Breakeven — Implied vol 44.7% Delta 0.935 ≈94% ITM Gamma 0.007 Theta -0.058 Vega 0.063 Open interest 0 Model this call Put · $139 Snapshot session Unknown Last — Breakeven — Implied vol 71.3% Delta -0.16 ≈16% ITM Gamma 0.009 Theta -0.159 Vega 0.095 Open interest 0 Model this put
0	—	31.8%	0.976	—	—	-0.131	59.3%	—	0
Call · $140 In the money Snapshot session Unknown Last — Breakeven — Implied vol 31.8% Delta 0.976 ≈98% ITM Gamma 0.004 Theta -0.022 Vega 0.018 Open interest 0 Model this call Put · $140 Snapshot session Unknown Last — Breakeven — Implied vol 59.3% Delta -0.131 ≈13% ITM Gamma 0.009 Theta -0.116 Vega 0.095 Open interest 0 Model this put
0	—	41.2%	0.931	—	—	-0.137	57.7%	—	0
Call · $141 In the money Snapshot session Unknown Last — Breakeven — Implied vol 41.2% Delta 0.931 ≈93% ITM Gamma 0.008 Theta -0.056 Vega 0.063 Open interest 0 Model this call Put · $141 Snapshot session Unknown Last — Breakeven — Implied vol 57.7% Delta -0.137 ≈14% ITM Gamma 0.01 Theta -0.116 Vega 0.096 Open interest 0 Model this put
0	—	39.5%	0.929	—	—	-0.143	56.2%	—	0
Call · $142 In the money Snapshot session Unknown Last — Breakeven — Implied vol 39.5% Delta 0.929 ≈93% ITM Gamma 0.009 Theta -0.055 Vega 0.064 Open interest 0 Model this call Put · $142 Snapshot session Unknown Last — Breakeven — Implied vol 56.2% Delta -0.143 ≈14% ITM Gamma 0.01 Theta -0.116 Vega 0.096 Open interest 0 Model this put
0	—	27.8%	0.975	—	—	-0.179	63%	—	0
Call · $143 In the money Snapshot session Unknown Last — Breakeven — Implied vol 27.8% Delta 0.975 ≈97% ITM Gamma 0.005 Theta -0.021 Vega 0.018 Open interest 0 Model this call Put · $143 Snapshot session Unknown Last — Breakeven — Implied vol 63% Delta -0.179 ≈18% ITM Gamma 0.011 Theta -0.151 Vega 0.096 Open interest 0 Model this put
0	—	36.1%	0.924	—	—	-0.184	60.9%	—	0
Call · $144 In the money Snapshot session Unknown Last — Breakeven — Implied vol 36.1% Delta 0.924 ≈92% ITM Gamma 0.01 Theta -0.053 Vega 0.064 Open interest 0 Model this call Put · $144 Snapshot session Unknown Last — Breakeven — Implied vol 60.9% Delta -0.184 ≈18% ITM Gamma 0.011 Theta -0.149 Vega 0.097 Open interest 0 Model this put
0	—	25.1%	0.973	—	—	-0.19	58.9%	—	0
Call · $145 In the money Snapshot session Unknown Last — Breakeven — Implied vol 25.1% Delta 0.973 ≈97% ITM Gamma 0.006 Theta -0.021 Vega 0.018 Open interest 0 Model this call Put · $145 Snapshot session Unknown Last — Breakeven — Implied vol 58.9% Delta -0.19 ≈19% ITM Gamma 0.012 Theta -0.147 Vega 0.097 Open interest 0 Model this put
0	—	32.8%	0.918	—	—	-0.196	56.8%	—	0
Call · $146 In the money Snapshot session Unknown Last — Breakeven — Implied vol 32.8% Delta 0.918 ≈92% ITM Gamma 0.012 Theta -0.052 Vega 0.064 Open interest 0 Model this call Put · $146 Snapshot session Unknown Last — Breakeven — Implied vol 56.8% Delta -0.196 ≈20% ITM Gamma 0.013 Theta -0.145 Vega 0.098 Open interest 0 Model this put
0	—	32.7%	0.905	—	—	-0.202	54.8%	—	0
Call · $147 In the money Snapshot session Unknown Last — Breakeven — Implied vol 32.7% Delta 0.905 ≈90% ITM Gamma 0.013 Theta -0.057 Vega 0.065 Open interest 0 Model this call Put · $147 Snapshot session Unknown Last — Breakeven — Implied vol 54.8% Delta -0.202 ≈20% ITM Gamma 0.013 Theta -0.143 Vega 0.098 Open interest 0 Model this put
0	—	23.8%	0.951	—	—	-0.176	44.2%	—	0
Call · $148 In the money Snapshot session Unknown Last — Breakeven — Implied vol 23.8% Delta 0.951 ≈95% ITM Gamma 0.011 Theta -0.029 Vega 0.037 Open interest 0 Model this call Put · $148 Snapshot session Unknown Last — Breakeven — Implied vol 44.2% Delta -0.176 ≈18% ITM Gamma 0.015 Theta -0.104 Vega 0.098 Open interest 0 Model this put
0	—	22.4%	0.949	—	—	-0.217	50.3%	—	0
Call · $149 In the money Snapshot session Unknown Last — Breakeven — Implied vol 22.4% Delta 0.949 ≈95% ITM Gamma 0.012 Theta -0.028 Vega 0.037 Open interest 0 Model this call Put · $149 Snapshot session Unknown Last — Breakeven — Implied vol 50.3% Delta -0.217 ≈22% ITM Gamma 0.015 Theta -0.137 Vega 0.129 Open interest 0 Model this put
0	—	21%	0.946	—	—	-0.2	42.3%	—	0
Call · $150 In the money Snapshot session Unknown Last — Breakeven — Implied vol 21% Delta 0.946 ≈95% ITM Gamma 0.013 Theta -0.028 Vega 0.037 Open interest 0 Model this call Put · $150 Snapshot session Unknown Last — Breakeven — Implied vol 42.3% Delta -0.2 ≈20% ITM Gamma 0.017 Theta -0.109 Vega 0.099 Open interest 0 Model this put
0	—	19.6%	0.944	—	—	-0.211	40.9%	—	0
Call · $151 In the money Snapshot session Unknown Last — Breakeven — Implied vol 19.6% Delta 0.944 ≈94% ITM Gamma 0.015 Theta -0.027 Vega 0.037 Open interest 0 Model this call Put · $151 Snapshot session Unknown Last — Breakeven — Implied vol 40.9% Delta -0.211 ≈21% ITM Gamma 0.018 Theta -0.109 Vega 0.101 Open interest 0 Model this put
0	—	25.7%	0.868	—	—	-0.243	43.2%	—	0
Call · $152 In the money Snapshot session Unknown Last — Breakeven — Implied vol 25.7% Delta 0.868 ≈87% ITM Gamma 0.021 Theta -0.057 Vega 0.098 Open interest 0 Model this call Put · $152 Snapshot session Unknown Last — Breakeven — Implied vol 43.2% Delta -0.243 ≈24% ITM Gamma 0.019 Theta -0.123 Vega 0.13 Open interest 0 Model this put
0	—	18.4%	0.916	—	—	-0.254	40.8%	—	0
Call · $153 In the money Snapshot session Unknown Last — Breakeven — Implied vol 18.4% Delta 0.916 ≈92% ITM Gamma 0.021 Theta -0.033 Vega 0.065 Open interest 0 Model this call Put · $153 Snapshot session Unknown Last — Breakeven — Implied vol 40.8% Delta -0.254 ≈25% ITM Gamma 0.02 Theta -0.119 Vega 0.131 Open interest 0 Model this put
0	—	21.9%	0.852	—	—	-0.232	32.4%	—	0
Call · $154 In the money Snapshot session Unknown Last — Breakeven — Implied vol 21.9% Delta 0.852 ≈85% ITM Gamma 0.027 Theta -0.053 Vega 0.099 Open interest 0 Model this call Put · $154 Snapshot session Unknown Last — Breakeven — Implied vol 32.4% Delta -0.232 ≈23% ITM Gamma 0.024 Theta -0.09 Vega 0.131 Open interest 0 Model this put
0	—	16.8%	0.884	—	—	-0.279	36.2%	—	0
Call · $155 In the money Snapshot session Unknown Last — Breakeven — Implied vol 16.8% Delta 0.884 ≈88% ITM Gamma 0.03 Theta -0.037 Vega 0.065 Open interest 0 Model this call Put · $155 Snapshot session Unknown Last — Breakeven — Implied vol 36.2% Delta -0.279 ≈28% ITM Gamma 0.024 Theta -0.11 Vega 0.132 Open interest 0 Model this put
0	—	20.3%	0.806	—	—	-0.295	33.9%	—	0
Call · $156 In the money Snapshot session Unknown Last — Breakeven — Implied vol 20.3% Delta 0.806 ≈81% ITM Gamma 0.035 Theta -0.058 Vega 0.1 Open interest 0 Model this call Put · $156 Snapshot session Unknown Last — Breakeven — Implied vol 33.9% Delta -0.295 ≈29% ITM Gamma 0.026 Theta -0.106 Vega 0.132 Open interest 0 Model this put
0	—	17.4%	0.801	—	—	-0.308	30.9%	—	0
Call · $157 In the money Snapshot session Unknown Last — Breakeven — Implied vol 17.4% Delta 0.801 ≈80% ITM Gamma 0.041 Theta -0.052 Vega 0.1 Open interest 0 Model this call Put · $157 Snapshot session Unknown Last — Breakeven — Implied vol 30.9% Delta -0.308 ≈31% ITM Gamma 0.03 Theta -0.099 Vega 0.132 Open interest 0 Model this put
0	—	17.1%	0.76	—	—	-0.331	29.4%	—	0
Call · $158 In the money Snapshot session Unknown Last — Breakeven — Implied vol 17.1% Delta 0.76 ≈76% ITM Gamma 0.047 Theta -0.055 Vega 0.131 Open interest 0 Model this call Put · $158 Snapshot session Unknown Last — Breakeven — Implied vol 29.4% Delta -0.331 ≈33% ITM Gamma 0.032 Theta -0.097 Vega 0.133 Open interest 0 Model this put
0	—	17.2%	0.708	—	—	-0.351	26%	—	0
Call · $159 In the money Snapshot session Unknown Last — Breakeven — Implied vol 17.2% Delta 0.708 ≈71% ITM Gamma 0.051 Theta -0.06 Vega 0.132 Open interest 0 Model this call Put · $159 Snapshot session Unknown Last — Breakeven — Implied vol 26% Delta -0.351 ≈35% ITM Gamma 0.037 Theta -0.088 Vega 0.152 Open interest 0 Model this put
0	—	14.2%	0.682	—	—	-0.382	23.8%	—	0
Call · $160 In the money Snapshot session Unknown Last — Breakeven — Implied vol 14.2% Delta 0.682 ≈68% ITM Gamma 0.065 Theta -0.053 Vega 0.133 Open interest 0 Model this call Put · $160 Snapshot session Unknown Last — Breakeven — Implied vol 23.8% Delta -0.382 ≈38% ITM Gamma 0.041 Theta -0.081 Vega 0.153 Open interest 0 Model this put
0	—	16.3%	0.602	—	—	-0.417	20.7%	—	0
Call · $161 In the money Snapshot session Unknown Last — Breakeven — Implied vol 16.3% Delta 0.602 ≈60% ITM Gamma 0.061 Theta -0.063 Vega 0.153 Open interest 0 Model this call Put · $161 Snapshot session Unknown Last — Breakeven — Implied vol 20.7% Delta -0.417 ≈42% ITM Gamma 0.049 Theta -0.072 Vega 0.154 Open interest 0 Model this put
Underlying $161.82
0	—	18.1%	0.538	—	—	-0.464	18.3%	—	0
Call · $162 Snapshot session Unknown Last — Breakeven — Implied vol 18.1% Delta 0.538 ≈54% ITM Gamma 0.057 Theta -0.072 Vega 0.155 Open interest 0 Model this call Put · $162 In the money Snapshot session Unknown Last — Breakeven — Implied vol 18.3% Delta -0.464 ≈46% ITM Gamma 0.057 Theta -0.064 Vega 0.155 Open interest 0 Model this put
0	—	17.6%	0.482	—	—	-0.526	15.5%	—	0
Call · $163 Snapshot session Unknown Last — Breakeven — Implied vol 17.6% Delta 0.482 ≈48% ITM Gamma 0.058 Theta -0.069 Vega 0.156 Open interest 0 Model this call Put · $163 In the money Snapshot session Unknown Last — Breakeven — Implied vol 15.5% Delta -0.526 ≈53% ITM Gamma 0.067 Theta -0.053 Vega 0.156 Open interest 0 Model this put
0	—	20.1%	0.436	—	—	-0.618	12.5%	—	0
Call · $164 Snapshot session Unknown Last — Breakeven — Implied vol 20.1% Delta 0.436 ≈44% ITM Gamma 0.05 Theta -0.077 Vega 0.156 Open interest 0 Model this call Put · $164 In the money Snapshot session Unknown Last — Breakeven — Implied vol 12.5% Delta -0.618 ≈62% ITM Gamma 0.081 Theta -0.04 Vega 0.155 Open interest 0 Model this put
0	—	23.4%	0.405	—	—	-0.75	9.7%	—	0
Call · $165 Snapshot session Unknown Last — Breakeven — Implied vol 23.4% Delta 0.405 ≈41% ITM Gamma 0.043 Theta -0.088 Vega 0.157 Open interest 0 Model this call Put · $165 In the money Snapshot session Unknown Last — Breakeven — Implied vol 9.7% Delta -0.75 ≈75% ITM Gamma 0.09 Theta -0.024 Vega 0.134 Open interest 0 Model this put
0	—	22.6%	0.359	—	—	-0.803	10.7%	—	0
Call · $166 Snapshot session Unknown Last — Breakeven — Implied vol 22.6% Delta 0.359 ≈36% ITM Gamma 0.043 Theta -0.082 Vega 0.138 Open interest 0 Model this call Put · $166 In the money Snapshot session Unknown Last — Breakeven — Implied vol 10.7% Delta -0.803 ≈80% ITM Gamma 0.073 Theta -0.023 Vega 0.105 Open interest 0 Model this put

Call · $130 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 51.1%
Delta: 0.971 ≈97% ITM
Gamma: 0.003
Theta: -0.036
Vega: 0.035
Open interest: 0

Model this call

Put · $130

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 91.2%
Delta: -0.13 ≈13% ITM
Gamma: 0.006
Theta: -0.177
Vega: 0.092
Open interest: 0

Model this put

Call · $131 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 49.4%
Delta: 0.97 ≈97% ITM
Gamma: 0.003
Theta: -0.035
Vega: 0.035
Open interest: 0

Model this call

Put · $131

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 79.8%
Delta: -0.109 ≈11% ITM
Gamma: 0.006
Theta: -0.139
Vega: 0.061
Open interest: 0

Model this put

Call · $132 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 56.3%
Delta: 0.946 ≈95% ITM
Gamma: 0.005
Theta: -0.062
Vega: 0.036
Open interest: 0

Model this call

Put · $132

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 77.1%
Delta: -0.11 ≈11% ITM
Gamma: 0.006
Theta: -0.135
Vega: 0.062
Open interest: 0

Model this put

Call · $133 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 54.7%
Delta: 0.945 ≈94% ITM
Gamma: 0.005
Theta: -0.061
Vega: 0.036
Open interest: 0

Model this call

Put · $133

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 84.4%
Delta: -0.138 ≈14% ITM
Gamma: 0.007
Theta: -0.171
Vega: 0.093
Open interest: 0

Model this put

Call · $134 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 53.1%
Delta: 0.943 ≈94% ITM
Gamma: 0.005
Theta: -0.061
Vega: 0.036
Open interest: 0

Model this call

Put · $134

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 71%
Delta: -0.11 ≈11% ITM
Gamma: 0.007
Theta: -0.124
Vega: 0.062
Open interest: 0

Model this put

Call · $135 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 51.5%
Delta: 0.942 ≈94% ITM
Gamma: 0.006
Theta: -0.06
Vega: 0.036
Open interest: 0

Model this call

Put · $135

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 69.1%
Delta: -0.113 ≈11% ITM
Gamma: 0.007
Theta: -0.123
Vega: 0.063
Open interest: 0

Model this put

Call · $136 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 37.4%
Delta: 0.978 ≈98% ITM
Gamma: 0.003
Theta: -0.023
Vega: 0.018
Open interest: 0

Model this call

Put · $136

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 77.8%
Delta: -0.149 ≈15% ITM
Gamma: 0.008
Theta: -0.165
Vega: 0.094
Open interest: 0

Model this put

Call · $137 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 48.2%
Delta: 0.939 ≈94% ITM
Gamma: 0.006
Theta: -0.059
Vega: 0.063
Open interest: 0

Model this call

Put · $137

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 75.6%
Delta: -0.152 ≈15% ITM
Gamma: 0.008
Theta: -0.163
Vega: 0.094
Open interest: 0

Model this put

Call · $138 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 46.5%
Delta: 0.937 ≈94% ITM
Gamma: 0.007
Theta: -0.059
Vega: 0.063
Open interest: 0

Model this call

Put · $138

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 73.5%
Delta: -0.156 ≈16% ITM
Gamma: 0.008
Theta: -0.161
Vega: 0.095
Open interest: 0

Model this put

Call · $139 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 44.7%
Delta: 0.935 ≈94% ITM
Gamma: 0.007
Theta: -0.058
Vega: 0.063
Open interest: 0

Model this call

Put · $139

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 71.3%
Delta: -0.16 ≈16% ITM
Gamma: 0.009
Theta: -0.159
Vega: 0.095
Open interest: 0

Model this put

Call · $140 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 31.8%
Delta: 0.976 ≈98% ITM
Gamma: 0.004
Theta: -0.022
Vega: 0.018
Open interest: 0

Model this call

Put · $140

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 59.3%
Delta: -0.131 ≈13% ITM
Gamma: 0.009
Theta: -0.116
Vega: 0.095
Open interest: 0

Model this put

Call · $141 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 41.2%
Delta: 0.931 ≈93% ITM
Gamma: 0.008
Theta: -0.056
Vega: 0.063
Open interest: 0

Model this call

Put · $141

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 57.7%
Delta: -0.137 ≈14% ITM
Gamma: 0.01
Theta: -0.116
Vega: 0.096
Open interest: 0

Model this put

Call · $142 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 39.5%
Delta: 0.929 ≈93% ITM
Gamma: 0.009
Theta: -0.055
Vega: 0.064
Open interest: 0

Model this call

Put · $142

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 56.2%
Delta: -0.143 ≈14% ITM
Gamma: 0.01
Theta: -0.116
Vega: 0.096
Open interest: 0

Model this put

Call · $143 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 27.8%
Delta: 0.975 ≈97% ITM
Gamma: 0.005
Theta: -0.021
Vega: 0.018
Open interest: 0

Model this call

Put · $143

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 63%
Delta: -0.179 ≈18% ITM
Gamma: 0.011
Theta: -0.151
Vega: 0.096
Open interest: 0

Model this put

Call · $144 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 36.1%
Delta: 0.924 ≈92% ITM
Gamma: 0.01
Theta: -0.053
Vega: 0.064
Open interest: 0

Model this call

Put · $144

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 60.9%
Delta: -0.184 ≈18% ITM
Gamma: 0.011
Theta: -0.149
Vega: 0.097
Open interest: 0

Model this put

Call · $145 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 25.1%
Delta: 0.973 ≈97% ITM
Gamma: 0.006
Theta: -0.021
Vega: 0.018
Open interest: 0

Model this call

Put · $145

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 58.9%
Delta: -0.19 ≈19% ITM
Gamma: 0.012
Theta: -0.147
Vega: 0.097
Open interest: 0

Model this put

Call · $146 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 32.8%
Delta: 0.918 ≈92% ITM
Gamma: 0.012
Theta: -0.052
Vega: 0.064
Open interest: 0

Model this call

Put · $146

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 56.8%
Delta: -0.196 ≈20% ITM
Gamma: 0.013
Theta: -0.145
Vega: 0.098
Open interest: 0

Model this put

Call · $147 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 32.7%
Delta: 0.905 ≈90% ITM
Gamma: 0.013
Theta: -0.057
Vega: 0.065
Open interest: 0

Model this call

Put · $147

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 54.8%
Delta: -0.202 ≈20% ITM
Gamma: 0.013
Theta: -0.143
Vega: 0.098
Open interest: 0

Model this put

Call · $148 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 23.8%
Delta: 0.951 ≈95% ITM
Gamma: 0.011
Theta: -0.029
Vega: 0.037
Open interest: 0

Model this call

Put · $148

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 44.2%
Delta: -0.176 ≈18% ITM
Gamma: 0.015
Theta: -0.104
Vega: 0.098
Open interest: 0

Model this put

Call · $149 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 22.4%
Delta: 0.949 ≈95% ITM
Gamma: 0.012
Theta: -0.028
Vega: 0.037
Open interest: 0

Model this call

Put · $149

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 50.3%
Delta: -0.217 ≈22% ITM
Gamma: 0.015
Theta: -0.137
Vega: 0.129
Open interest: 0

Model this put

Call · $150 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 21%
Delta: 0.946 ≈95% ITM
Gamma: 0.013
Theta: -0.028
Vega: 0.037
Open interest: 0

Model this call

Put · $150

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 42.3%
Delta: -0.2 ≈20% ITM
Gamma: 0.017
Theta: -0.109
Vega: 0.099
Open interest: 0

Model this put

Call · $151 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 19.6%
Delta: 0.944 ≈94% ITM
Gamma: 0.015
Theta: -0.027
Vega: 0.037
Open interest: 0

Model this call

Put · $151

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 40.9%
Delta: -0.211 ≈21% ITM
Gamma: 0.018
Theta: -0.109
Vega: 0.101
Open interest: 0

Model this put

Call · $152 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 25.7%
Delta: 0.868 ≈87% ITM
Gamma: 0.021
Theta: -0.057
Vega: 0.098
Open interest: 0

Model this call

Put · $152

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 43.2%
Delta: -0.243 ≈24% ITM
Gamma: 0.019
Theta: -0.123
Vega: 0.13
Open interest: 0

Model this put

Call · $153 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 18.4%
Delta: 0.916 ≈92% ITM
Gamma: 0.021
Theta: -0.033
Vega: 0.065
Open interest: 0

Model this call

Put · $153

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 40.8%
Delta: -0.254 ≈25% ITM
Gamma: 0.02
Theta: -0.119
Vega: 0.131
Open interest: 0

Model this put

Call · $154 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 21.9%
Delta: 0.852 ≈85% ITM
Gamma: 0.027
Theta: -0.053
Vega: 0.099
Open interest: 0

Model this call

Put · $154

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 32.4%
Delta: -0.232 ≈23% ITM
Gamma: 0.024
Theta: -0.09
Vega: 0.131
Open interest: 0

Model this put

Call · $155 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 16.8%
Delta: 0.884 ≈88% ITM
Gamma: 0.03
Theta: -0.037
Vega: 0.065
Open interest: 0

Model this call

Put · $155

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 36.2%
Delta: -0.279 ≈28% ITM
Gamma: 0.024
Theta: -0.11
Vega: 0.132
Open interest: 0

Model this put

Call · $156 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 20.3%
Delta: 0.806 ≈81% ITM
Gamma: 0.035
Theta: -0.058
Vega: 0.1
Open interest: 0

Model this call

Put · $156

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 33.9%
Delta: -0.295 ≈29% ITM
Gamma: 0.026
Theta: -0.106
Vega: 0.132
Open interest: 0

Model this put

Call · $157 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 17.4%
Delta: 0.801 ≈80% ITM
Gamma: 0.041
Theta: -0.052
Vega: 0.1
Open interest: 0

Model this call

Put · $157

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 30.9%
Delta: -0.308 ≈31% ITM
Gamma: 0.03
Theta: -0.099
Vega: 0.132
Open interest: 0

Model this put

Call · $158 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 17.1%
Delta: 0.76 ≈76% ITM
Gamma: 0.047
Theta: -0.055
Vega: 0.131
Open interest: 0

Model this call

Put · $158

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 29.4%
Delta: -0.331 ≈33% ITM
Gamma: 0.032
Theta: -0.097
Vega: 0.133
Open interest: 0

Model this put

Call · $159 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 17.2%
Delta: 0.708 ≈71% ITM
Gamma: 0.051
Theta: -0.06
Vega: 0.132
Open interest: 0

Model this call

Put · $159

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 26%
Delta: -0.351 ≈35% ITM
Gamma: 0.037
Theta: -0.088
Vega: 0.152
Open interest: 0

Model this put

Call · $160 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 14.2%
Delta: 0.682 ≈68% ITM
Gamma: 0.065
Theta: -0.053
Vega: 0.133
Open interest: 0

Model this call

Put · $160

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 23.8%
Delta: -0.382 ≈38% ITM
Gamma: 0.041
Theta: -0.081
Vega: 0.153
Open interest: 0

Model this put

Call · $161 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 16.3%
Delta: 0.602 ≈60% ITM
Gamma: 0.061
Theta: -0.063
Vega: 0.153
Open interest: 0

Model this call

Put · $161

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 20.7%
Delta: -0.417 ≈42% ITM
Gamma: 0.049
Theta: -0.072
Vega: 0.154
Open interest: 0

Model this put

Call · $162

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 18.1%
Delta: 0.538 ≈54% ITM
Gamma: 0.057
Theta: -0.072
Vega: 0.155
Open interest: 0

Model this call

Put · $162 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 18.3%
Delta: -0.464 ≈46% ITM
Gamma: 0.057
Theta: -0.064
Vega: 0.155
Open interest: 0

Model this put

Call · $163

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 17.6%
Delta: 0.482 ≈48% ITM
Gamma: 0.058
Theta: -0.069
Vega: 0.156
Open interest: 0

Model this call

Put · $163 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 15.5%
Delta: -0.526 ≈53% ITM
Gamma: 0.067
Theta: -0.053
Vega: 0.156
Open interest: 0

Model this put

Call · $164

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 20.1%
Delta: 0.436 ≈44% ITM
Gamma: 0.05
Theta: -0.077
Vega: 0.156
Open interest: 0

Model this call

Put · $164 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 12.5%
Delta: -0.618 ≈62% ITM
Gamma: 0.081
Theta: -0.04
Vega: 0.155
Open interest: 0

Model this put

Call · $165

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 23.4%
Delta: 0.405 ≈41% ITM
Gamma: 0.043
Theta: -0.088
Vega: 0.157
Open interest: 0

Model this call

Put · $165 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 9.7%
Delta: -0.75 ≈75% ITM
Gamma: 0.09
Theta: -0.024
Vega: 0.134
Open interest: 0

Model this put

Call · $166

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 22.6%
Delta: 0.359 ≈36% ITM
Gamma: 0.043
Theta: -0.082
Vega: 0.138
Open interest: 0

Model this call

Put · $166 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 10.7%
Delta: -0.803 ≈80% ITM
Gamma: 0.073
Theta: -0.023
Vega: 0.105
Open interest: 0

Model this put

VFVA · Vanguard U.S. Multifactor ETF

Options Chain

Positioning

Chain

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	51.1%	0.971	—		—	-0.13	91.2%	—	0
Call · $130 In the money Snapshot session Unknown Last — Breakeven — Implied vol 51.1% Delta 0.971 ≈97% ITM Gamma 0.003 Theta -0.036 Vega 0.035 Open interest 0 Model this call Put · $130 Snapshot session Unknown Last — Breakeven — Implied vol 91.2% Delta -0.13 ≈13% ITM Gamma 0.006 Theta -0.177 Vega 0.092 Open interest 0 Model this put
0	—	49.4%	0.97	—		—	-0.109	79.8%	—	0
Call · $131 In the money Snapshot session Unknown Last — Breakeven — Implied vol 49.4% Delta 0.97 ≈97% ITM Gamma 0.003 Theta -0.035 Vega 0.035 Open interest 0 Model this call Put · $131 Snapshot session Unknown Last — Breakeven — Implied vol 79.8% Delta -0.109 ≈11% ITM Gamma 0.006 Theta -0.139 Vega 0.061 Open interest 0 Model this put
0	—	56.3%	0.946	—		—	-0.11	77.1%	—	0
Call · $132 In the money Snapshot session Unknown Last — Breakeven — Implied vol 56.3% Delta 0.946 ≈95% ITM Gamma 0.005 Theta -0.062 Vega 0.036 Open interest 0 Model this call Put · $132 Snapshot session Unknown Last — Breakeven — Implied vol 77.1% Delta -0.11 ≈11% ITM Gamma 0.006 Theta -0.135 Vega 0.062 Open interest 0 Model this put
0	—	54.7%	0.945	—		—	-0.138	84.4%	—	0
Call · $133 In the money Snapshot session Unknown Last — Breakeven — Implied vol 54.7% Delta 0.945 ≈94% ITM Gamma 0.005 Theta -0.061 Vega 0.036 Open interest 0 Model this call Put · $133 Snapshot session Unknown Last — Breakeven — Implied vol 84.4% Delta -0.138 ≈14% ITM Gamma 0.007 Theta -0.171 Vega 0.093 Open interest 0 Model this put
0	—	53.1%	0.943	—		—	-0.11	71%	—	0
Call · $134 In the money Snapshot session Unknown Last — Breakeven — Implied vol 53.1% Delta 0.943 ≈94% ITM Gamma 0.005 Theta -0.061 Vega 0.036 Open interest 0 Model this call Put · $134 Snapshot session Unknown Last — Breakeven — Implied vol 71% Delta -0.11 ≈11% ITM Gamma 0.007 Theta -0.124 Vega 0.062 Open interest 0 Model this put
0	—	51.5%	0.942	—		—	-0.113	69.1%	—	0
Call · $135 In the money Snapshot session Unknown Last — Breakeven — Implied vol 51.5% Delta 0.942 ≈94% ITM Gamma 0.006 Theta -0.06 Vega 0.036 Open interest 0 Model this call Put · $135 Snapshot session Unknown Last — Breakeven — Implied vol 69.1% Delta -0.113 ≈11% ITM Gamma 0.007 Theta -0.123 Vega 0.063 Open interest 0 Model this put
0	—	37.4%	0.978	—		—	-0.149	77.8%	—	0
Call · $136 In the money Snapshot session Unknown Last — Breakeven — Implied vol 37.4% Delta 0.978 ≈98% ITM Gamma 0.003 Theta -0.023 Vega 0.018 Open interest 0 Model this call Put · $136 Snapshot session Unknown Last — Breakeven — Implied vol 77.8% Delta -0.149 ≈15% ITM Gamma 0.008 Theta -0.165 Vega 0.094 Open interest 0 Model this put
0	—	48.2%	0.939	—		—	-0.152	75.6%	—	0
Call · $137 In the money Snapshot session Unknown Last — Breakeven — Implied vol 48.2% Delta 0.939 ≈94% ITM Gamma 0.006 Theta -0.059 Vega 0.063 Open interest 0 Model this call Put · $137 Snapshot session Unknown Last — Breakeven — Implied vol 75.6% Delta -0.152 ≈15% ITM Gamma 0.008 Theta -0.163 Vega 0.094 Open interest 0 Model this put
0	—	46.5%	0.937	—		—	-0.156	73.5%	—	0
Call · $138 In the money Snapshot session Unknown Last — Breakeven — Implied vol 46.5% Delta 0.937 ≈94% ITM Gamma 0.007 Theta -0.059 Vega 0.063 Open interest 0 Model this call Put · $138 Snapshot session Unknown Last — Breakeven — Implied vol 73.5% Delta -0.156 ≈16% ITM Gamma 0.008 Theta -0.161 Vega 0.095 Open interest 0 Model this put
0	—	44.7%	0.935	—		—	-0.16	71.3%	—	0
Call · $139 In the money Snapshot session Unknown Last — Breakeven — Implied vol 44.7% Delta 0.935 ≈94% ITM Gamma 0.007 Theta -0.058 Vega 0.063 Open interest 0 Model this call Put · $139 Snapshot session Unknown Last — Breakeven — Implied vol 71.3% Delta -0.16 ≈16% ITM Gamma 0.009 Theta -0.159 Vega 0.095 Open interest 0 Model this put
0	—	31.8%	0.976	—		—	-0.131	59.3%	—	0
Call · $140 In the money Snapshot session Unknown Last — Breakeven — Implied vol 31.8% Delta 0.976 ≈98% ITM Gamma 0.004 Theta -0.022 Vega 0.018 Open interest 0 Model this call Put · $140 Snapshot session Unknown Last — Breakeven — Implied vol 59.3% Delta -0.131 ≈13% ITM Gamma 0.009 Theta -0.116 Vega 0.095 Open interest 0 Model this put
0	—	41.2%	0.931	—		—	-0.137	57.7%	—	0
Call · $141 In the money Snapshot session Unknown Last — Breakeven — Implied vol 41.2% Delta 0.931 ≈93% ITM Gamma 0.008 Theta -0.056 Vega 0.063 Open interest 0 Model this call Put · $141 Snapshot session Unknown Last — Breakeven — Implied vol 57.7% Delta -0.137 ≈14% ITM Gamma 0.01 Theta -0.116 Vega 0.096 Open interest 0 Model this put
0	—	39.5%	0.929	—		—	-0.143	56.2%	—	0
Call · $142 In the money Snapshot session Unknown Last — Breakeven — Implied vol 39.5% Delta 0.929 ≈93% ITM Gamma 0.009 Theta -0.055 Vega 0.064 Open interest 0 Model this call Put · $142 Snapshot session Unknown Last — Breakeven — Implied vol 56.2% Delta -0.143 ≈14% ITM Gamma 0.01 Theta -0.116 Vega 0.096 Open interest 0 Model this put
0	—	27.8%	0.975	—		—	-0.179	63%	—	0
Call · $143 In the money Snapshot session Unknown Last — Breakeven — Implied vol 27.8% Delta 0.975 ≈97% ITM Gamma 0.005 Theta -0.021 Vega 0.018 Open interest 0 Model this call Put · $143 Snapshot session Unknown Last — Breakeven — Implied vol 63% Delta -0.179 ≈18% ITM Gamma 0.011 Theta -0.151 Vega 0.096 Open interest 0 Model this put
0	—	36.1%	0.924	—		—	-0.184	60.9%	—	0
Call · $144 In the money Snapshot session Unknown Last — Breakeven — Implied vol 36.1% Delta 0.924 ≈92% ITM Gamma 0.01 Theta -0.053 Vega 0.064 Open interest 0 Model this call Put · $144 Snapshot session Unknown Last — Breakeven — Implied vol 60.9% Delta -0.184 ≈18% ITM Gamma 0.011 Theta -0.149 Vega 0.097 Open interest 0 Model this put
0	—	25.1%	0.973	—		—	-0.19	58.9%	—	0
Call · $145 In the money Snapshot session Unknown Last — Breakeven — Implied vol 25.1% Delta 0.973 ≈97% ITM Gamma 0.006 Theta -0.021 Vega 0.018 Open interest 0 Model this call Put · $145 Snapshot session Unknown Last — Breakeven — Implied vol 58.9% Delta -0.19 ≈19% ITM Gamma 0.012 Theta -0.147 Vega 0.097 Open interest 0 Model this put
0	—	32.8%	0.918	—		—	-0.196	56.8%	—	0
Call · $146 In the money Snapshot session Unknown Last — Breakeven — Implied vol 32.8% Delta 0.918 ≈92% ITM Gamma 0.012 Theta -0.052 Vega 0.064 Open interest 0 Model this call Put · $146 Snapshot session Unknown Last — Breakeven — Implied vol 56.8% Delta -0.196 ≈20% ITM Gamma 0.013 Theta -0.145 Vega 0.098 Open interest 0 Model this put
0	—	32.7%	0.905	—		—	-0.202	54.8%	—	0
Call · $147 In the money Snapshot session Unknown Last — Breakeven — Implied vol 32.7% Delta 0.905 ≈90% ITM Gamma 0.013 Theta -0.057 Vega 0.065 Open interest 0 Model this call Put · $147 Snapshot session Unknown Last — Breakeven — Implied vol 54.8% Delta -0.202 ≈20% ITM Gamma 0.013 Theta -0.143 Vega 0.098 Open interest 0 Model this put
0	—	23.8%	0.951	—		—	-0.176	44.2%	—	0
Call · $148 In the money Snapshot session Unknown Last — Breakeven — Implied vol 23.8% Delta 0.951 ≈95% ITM Gamma 0.011 Theta -0.029 Vega 0.037 Open interest 0 Model this call Put · $148 Snapshot session Unknown Last — Breakeven — Implied vol 44.2% Delta -0.176 ≈18% ITM Gamma 0.015 Theta -0.104 Vega 0.098 Open interest 0 Model this put
0	—	22.4%	0.949	—		—	-0.217	50.3%	—	0
Call · $149 In the money Snapshot session Unknown Last — Breakeven — Implied vol 22.4% Delta 0.949 ≈95% ITM Gamma 0.012 Theta -0.028 Vega 0.037 Open interest 0 Model this call Put · $149 Snapshot session Unknown Last — Breakeven — Implied vol 50.3% Delta -0.217 ≈22% ITM Gamma 0.015 Theta -0.137 Vega 0.129 Open interest 0 Model this put
0	—	21%	0.946	—		—	-0.2	42.3%	—	0
Call · $150 In the money Snapshot session Unknown Last — Breakeven — Implied vol 21% Delta 0.946 ≈95% ITM Gamma 0.013 Theta -0.028 Vega 0.037 Open interest 0 Model this call Put · $150 Snapshot session Unknown Last — Breakeven — Implied vol 42.3% Delta -0.2 ≈20% ITM Gamma 0.017 Theta -0.109 Vega 0.099 Open interest 0 Model this put
0	—	19.6%	0.944	—		—	-0.211	40.9%	—	0
Call · $151 In the money Snapshot session Unknown Last — Breakeven — Implied vol 19.6% Delta 0.944 ≈94% ITM Gamma 0.015 Theta -0.027 Vega 0.037 Open interest 0 Model this call Put · $151 Snapshot session Unknown Last — Breakeven — Implied vol 40.9% Delta -0.211 ≈21% ITM Gamma 0.018 Theta -0.109 Vega 0.101 Open interest 0 Model this put
0	—	25.7%	0.868	—		—	-0.243	43.2%	—	0
Call · $152 In the money Snapshot session Unknown Last — Breakeven — Implied vol 25.7% Delta 0.868 ≈87% ITM Gamma 0.021 Theta -0.057 Vega 0.098 Open interest 0 Model this call Put · $152 Snapshot session Unknown Last — Breakeven — Implied vol 43.2% Delta -0.243 ≈24% ITM Gamma 0.019 Theta -0.123 Vega 0.13 Open interest 0 Model this put
0	—	18.4%	0.916	—		—	-0.254	40.8%	—	0
Call · $153 In the money Snapshot session Unknown Last — Breakeven — Implied vol 18.4% Delta 0.916 ≈92% ITM Gamma 0.021 Theta -0.033 Vega 0.065 Open interest 0 Model this call Put · $153 Snapshot session Unknown Last — Breakeven — Implied vol 40.8% Delta -0.254 ≈25% ITM Gamma 0.02 Theta -0.119 Vega 0.131 Open interest 0 Model this put
0	—	21.9%	0.852	—		—	-0.232	32.4%	—	0
Call · $154 In the money Snapshot session Unknown Last — Breakeven — Implied vol 21.9% Delta 0.852 ≈85% ITM Gamma 0.027 Theta -0.053 Vega 0.099 Open interest 0 Model this call Put · $154 Snapshot session Unknown Last — Breakeven — Implied vol 32.4% Delta -0.232 ≈23% ITM Gamma 0.024 Theta -0.09 Vega 0.131 Open interest 0 Model this put
0	—	16.8%	0.884	—		—	-0.279	36.2%	—	0
Call · $155 In the money Snapshot session Unknown Last — Breakeven — Implied vol 16.8% Delta 0.884 ≈88% ITM Gamma 0.03 Theta -0.037 Vega 0.065 Open interest 0 Model this call Put · $155 Snapshot session Unknown Last — Breakeven — Implied vol 36.2% Delta -0.279 ≈28% ITM Gamma 0.024 Theta -0.11 Vega 0.132 Open interest 0 Model this put
0	—	20.3%	0.806	—		—	-0.295	33.9%	—	0
Call · $156 In the money Snapshot session Unknown Last — Breakeven — Implied vol 20.3% Delta 0.806 ≈81% ITM Gamma 0.035 Theta -0.058 Vega 0.1 Open interest 0 Model this call Put · $156 Snapshot session Unknown Last — Breakeven — Implied vol 33.9% Delta -0.295 ≈29% ITM Gamma 0.026 Theta -0.106 Vega 0.132 Open interest 0 Model this put
0	—	17.4%	0.801	—		—	-0.308	30.9%	—	0
Call · $157 In the money Snapshot session Unknown Last — Breakeven — Implied vol 17.4% Delta 0.801 ≈80% ITM Gamma 0.041 Theta -0.052 Vega 0.1 Open interest 0 Model this call Put · $157 Snapshot session Unknown Last — Breakeven — Implied vol 30.9% Delta -0.308 ≈31% ITM Gamma 0.03 Theta -0.099 Vega 0.132 Open interest 0 Model this put
0	—	17.1%	0.76	—		—	-0.331	29.4%	—	0
Call · $158 In the money Snapshot session Unknown Last — Breakeven — Implied vol 17.1% Delta 0.76 ≈76% ITM Gamma 0.047 Theta -0.055 Vega 0.131 Open interest 0 Model this call Put · $158 Snapshot session Unknown Last — Breakeven — Implied vol 29.4% Delta -0.331 ≈33% ITM Gamma 0.032 Theta -0.097 Vega 0.133 Open interest 0 Model this put
0	—	17.2%	0.708	—		—	-0.351	26%	—	0
Call · $159 In the money Snapshot session Unknown Last — Breakeven — Implied vol 17.2% Delta 0.708 ≈71% ITM Gamma 0.051 Theta -0.06 Vega 0.132 Open interest 0 Model this call Put · $159 Snapshot session Unknown Last — Breakeven — Implied vol 26% Delta -0.351 ≈35% ITM Gamma 0.037 Theta -0.088 Vega 0.152 Open interest 0 Model this put
0	—	14.2%	0.682	—		—	-0.382	23.8%	—	0
Call · $160 In the money Snapshot session Unknown Last — Breakeven — Implied vol 14.2% Delta 0.682 ≈68% ITM Gamma 0.065 Theta -0.053 Vega 0.133 Open interest 0 Model this call Put · $160 Snapshot session Unknown Last — Breakeven — Implied vol 23.8% Delta -0.382 ≈38% ITM Gamma 0.041 Theta -0.081 Vega 0.153 Open interest 0 Model this put
0	—	16.3%	0.602	—		—	-0.417	20.7%	—	0
Call · $161 In the money Snapshot session Unknown Last — Breakeven — Implied vol 16.3% Delta 0.602 ≈60% ITM Gamma 0.061 Theta -0.063 Vega 0.153 Open interest 0 Model this call Put · $161 Snapshot session Unknown Last — Breakeven — Implied vol 20.7% Delta -0.417 ≈42% ITM Gamma 0.049 Theta -0.072 Vega 0.154 Open interest 0 Model this put
Underlying $161.82
0	—	18.1%	0.538	—		—	-0.464	18.3%	—	0
Call · $162 Snapshot session Unknown Last — Breakeven — Implied vol 18.1% Delta 0.538 ≈54% ITM Gamma 0.057 Theta -0.072 Vega 0.155 Open interest 0 Model this call Put · $162 In the money Snapshot session Unknown Last — Breakeven — Implied vol 18.3% Delta -0.464 ≈46% ITM Gamma 0.057 Theta -0.064 Vega 0.155 Open interest 0 Model this put
0	—	17.6%	0.482	—		—	-0.526	15.5%	—	0
Call · $163 Snapshot session Unknown Last — Breakeven — Implied vol 17.6% Delta 0.482 ≈48% ITM Gamma 0.058 Theta -0.069 Vega 0.156 Open interest 0 Model this call Put · $163 In the money Snapshot session Unknown Last — Breakeven — Implied vol 15.5% Delta -0.526 ≈53% ITM Gamma 0.067 Theta -0.053 Vega 0.156 Open interest 0 Model this put
0	—	20.1%	0.436	—		—	-0.618	12.5%	—	0
Call · $164 Snapshot session Unknown Last — Breakeven — Implied vol 20.1% Delta 0.436 ≈44% ITM Gamma 0.05 Theta -0.077 Vega 0.156 Open interest 0 Model this call Put · $164 In the money Snapshot session Unknown Last — Breakeven — Implied vol 12.5% Delta -0.618 ≈62% ITM Gamma 0.081 Theta -0.04 Vega 0.155 Open interest 0 Model this put
0	—	23.4%	0.405	—		—	-0.75	9.7%	—	0
Call · $165 Snapshot session Unknown Last — Breakeven — Implied vol 23.4% Delta 0.405 ≈41% ITM Gamma 0.043 Theta -0.088 Vega 0.157 Open interest 0 Model this call Put · $165 In the money Snapshot session Unknown Last — Breakeven — Implied vol 9.7% Delta -0.75 ≈75% ITM Gamma 0.09 Theta -0.024 Vega 0.134 Open interest 0 Model this put
0	—	22.6%	0.359	—		—	-0.803	10.7%	—	0
Call · $166 Snapshot session Unknown Last — Breakeven — Implied vol 22.6% Delta 0.359 ≈36% ITM Gamma 0.043 Theta -0.082 Vega 0.138 Open interest 0 Model this call Put · $166 In the money Snapshot session Unknown Last — Breakeven — Implied vol 10.7% Delta -0.803 ≈80% ITM Gamma 0.073 Theta -0.023 Vega 0.105 Open interest 0 Model this put