VIG Stock — Vanguard Dividend Appreciation ETF: Options Chain

Calls		Puts
0	—	195.6%	0.968	—	$0.05	—	—	40	40
Call · $155 In the money Snapshot session Unknown Last — Breakeven — Implied vol 195.6% Delta 0.968 ≈97% ITM Gamma 0.001 Theta -0.347 Vega 0.027 Open interest 0 Model this call Put · $155 Snapshot session Jun 3, 2026 Last $0.05 Breakeven $154.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 40 Model this put
0	4	164.8%	0.979	$70.45	$0.10	—	—	3	8
Call · $160 In the money Snapshot session May 6, 2026 Last $70.45 Breakeven $230.45 Implied vol 164.8% Delta 0.979 ≈98% ITM Gamma 0.001 Theta -0.212 Vega 0.014 Open interest 0 Model this call Put · $160 Snapshot session May 12, 2026 Last $0.10 Breakeven $159.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this put
0	—	158.1%	0.976	—	—	—	—	—	0
Call · $165 In the money Snapshot session Unknown Last — Breakeven — Implied vol 158.1% Delta 0.976 ≈98% ITM Gamma 0.001 Theta -0.228 Vega 0.028 Open interest 0 Model this call Put · $165 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	141.3%	0.978	$61.30	$1.00	—	—	1	12
Call · $170 In the money Snapshot session May 14, 2026 Last $61.30 Breakeven $231.30 Implied vol 141.3% Delta 0.978 ≈98% ITM Gamma 0.001 Theta -0.189 Vega 0.014 Open interest 1 Model this call Put · $170 Snapshot session Mar 16, 2026 Last $1.00 Breakeven $169.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this put
0	—	136.6%	0.973	—	$0.65	—	—	1	2
Call · $175 In the money Snapshot session Unknown Last — Breakeven — Implied vol 136.6% Delta 0.973 ≈97% ITM Gamma 0.001 Theta -0.218 Vega 0.029 Open interest 0 Model this call Put · $175 Snapshot session Jan 8, 2026 Last $0.65 Breakeven $174.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
0	—	138.3%	0.958	—	$0.38	-0.024	121.6%	2	7
Call · $180 In the money Snapshot session Unknown Last — Breakeven — Implied vol 138.3% Delta 0.958 ≈96% ITM Gamma 0.002 Theta -0.308 Vega 0.029 Open interest 0 Model this call Put · $180 Snapshot session May 12, 2026 Last $0.38 Breakeven $179.62 Implied vol 121.6% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -0.17 Vega 0.015 Open interest 7 Model this put
0	—	128.2%	0.955	—	$2.67	-0.03	116%	1	17
Call · $185 In the money Snapshot session Unknown Last — Breakeven — Implied vol 128.2% Delta 0.955 ≈96% ITM Gamma 0.002 Theta -0.303 Vega 0.03 Open interest 0 Model this call Put · $185 Snapshot session Mar 27, 2026 Last $2.67 Breakeven $182.33 Implied vol 116% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.196 Vega 0.03 Open interest 17 Model this put
30	32	113.3%	0.958	$38.73	$3.50	-0.029	103.9%	5	6
Call · $190 In the money Snapshot session Apr 23, 2026 Last $38.73 Breakeven $228.73 Implied vol 113.3% Delta 0.958 ≈96% ITM Gamma 0.002 Theta -0.257 Vega 0.03 Open interest 30 Model this call Put · $190 Snapshot session Mar 19, 2026 Last $3.50 Breakeven $186.50 Implied vol 103.9% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.17 Vega 0.03 Open interest 6 Model this put
0	—	111.4%	0.957	—	$2.20	-0.029	101.2%	1	1
Call · $191 In the money Snapshot session Unknown Last — Breakeven — Implied vol 111.4% Delta 0.957 ≈96% ITM Gamma 0.002 Theta -0.256 Vega 0.03 Open interest 0 Model this call Put · $191 Snapshot session Mar 11, 2026 Last $2.20 Breakeven $188.80 Implied vol 101.2% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.162 Vega 0.03 Open interest 1 Model this put
1	1	109.5%	0.957	$40.10	—	-0.029	99.4%	—	0
Call · $192 In the money Snapshot session May 14, 2026 Last $40.10 Breakeven $232.10 Implied vol 109.5% Delta 0.957 ≈96% ITM Gamma 0.002 Theta -0.254 Vega 0.03 Open interest 1 Model this call Put · $192 Snapshot session Unknown Last — Breakeven — Implied vol 99.4% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.161 Vega 0.03 Open interest 0 Model this put
0	—	93.2%	0.975	—	$1.85	-0.031	98.3%	1	1
Call · $193 In the money Snapshot session Unknown Last — Breakeven — Implied vol 93.2% Delta 0.975 ≈98% ITM Gamma 0.002 Theta -0.14 Vega 0.015 Open interest 0 Model this call Put · $193 Snapshot session Feb 24, 2026 Last $1.85 Breakeven $191.15 Implied vol 98.3% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.167 Vega 0.03 Open interest 1 Model this put
0	—	102.4%	0.96	—	$1.85	-0.03	95.7%	1	2
Call · $194 In the money Snapshot session Unknown Last — Breakeven — Implied vol 102.4% Delta 0.96 ≈96% ITM Gamma 0.002 Theta -0.225 Vega 0.03 Open interest 0 Model this call Put · $194 Snapshot session Jan 9, 2026 Last $1.85 Breakeven $192.15 Implied vol 95.7% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.159 Vega 0.03 Open interest 2 Model this put
0	—	102.2%	0.957	—	$2.68	-0.03	93.8%	3	4
Call · $195 In the money Snapshot session Unknown Last — Breakeven — Implied vol 102.2% Delta 0.957 ≈96% ITM Gamma 0.003 Theta -0.238 Vega 0.031 Open interest 0 Model this call Put · $195 Snapshot session Mar 5, 2026 Last $2.68 Breakeven $192.32 Implied vol 93.8% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.159 Vega 0.031 Open interest 4 Model this put
0	—	98.6%	0.958	—	$2.75	-0.031	92%	1	3
Call · $196 In the money Snapshot session Unknown Last — Breakeven — Implied vol 98.6% Delta 0.958 ≈96% ITM Gamma 0.003 Theta -0.223 Vega 0.031 Open interest 0 Model this call Put · $196 Snapshot session Mar 11, 2026 Last $2.75 Breakeven $193.25 Implied vol 92% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.158 Vega 0.031 Open interest 3 Model this put
0	—	100%	0.953	—	$0.28	-0.032	90.2%	1	1
Call · $197 In the money Snapshot session Unknown Last — Breakeven — Implied vol 100% Delta 0.953 ≈95% ITM Gamma 0.003 Theta -0.249 Vega 0.031 Open interest 0 Model this call Put · $197 Snapshot session Jun 26, 2026 Last $0.28 Breakeven $196.72 Implied vol 90.2% Delta -0.032 ≈3% ITM Gamma 0.002 Theta -0.157 Vega 0.031 Open interest 1 Model this put
0	—	98.2%	0.952	—	$0.30	-0.025	83.2%	5	8
Call · $198 In the money Snapshot session Unknown Last — Breakeven — Implied vol 98.2% Delta 0.952 ≈95% ITM Gamma 0.003 Theta -0.248 Vega 0.031 Open interest 0 Model this call Put · $198 Snapshot session Jun 26, 2026 Last $0.30 Breakeven $197.70 Implied vol 83.2% Delta -0.025 ≈2% ITM Gamma 0.002 Theta -0.118 Vega 0.015 Open interest 8 Model this put
0	—	96.3%	0.951	—	$0.05	-0.033	86.6%	1	2
Call · $199 In the money Snapshot session Unknown Last — Breakeven — Implied vol 96.3% Delta 0.951 ≈95% ITM Gamma 0.003 Theta -0.247 Vega 0.031 Open interest 0 Model this call Put · $199 Snapshot session Aug 3, 2026 Last $0.05 Breakeven $198.95 Implied vol 86.6% Delta -0.033 ≈3% ITM Gamma 0.003 Theta -0.155 Vega 0.031 Open interest 2 Model this put
1	1	94.5%	0.95	$42.33	$0.25	-0.02	75.2%	3	1
Call · $200 In the money Snapshot session Jul 28, 2026 Last $42.33 Breakeven $242.33 Implied vol 94.5% Delta 0.95 ≈95% ITM Gamma 0.003 Theta -0.246 Vega 0.031 Open interest 1 Model this call Put · $200 Snapshot session Jul 2, 2026 Last $0.25 Breakeven $199.75 Implied vol 75.2% Delta -0.02 ≈2% ITM Gamma 0.002 Theta -0.089 Vega 0.015 Open interest 1 Model this put
3	1	85.5%	0.946	$32.10	$0.10	-0.037	75.9%	1	18
Call · $205 In the money Snapshot session Jul 20, 2026 Last $32.10 Breakeven $237.10 Implied vol 85.5% Delta 0.946 ≈95% ITM Gamma 0.004 Theta -0.241 Vega 0.031 Open interest 3 Model this call Put · $205 Snapshot session Jul 29, 2026 Last $0.10 Breakeven $204.90 Implied vol 75.9% Delta -0.037 ≈4% ITM Gamma 0.003 Theta -0.149 Vega 0.031 Open interest 18 Model this put
2	1	76.6%	0.94	$35.06	$0.26	-0.041	67.3%	2	9
Call · $210 In the money Snapshot session Aug 5, 2026 Last $35.06 Breakeven $245.06 Implied vol 76.6% Delta 0.94 ≈94% ITM Gamma 0.005 Theta -0.235 Vega 0.032 Open interest 2 Model this call Put · $210 Snapshot session Jul 8, 2026 Last $0.26 Breakeven $209.74 Implied vol 67.3% Delta -0.041 ≈4% ITM Gamma 0.004 Theta -0.144 Vega 0.032 Open interest 9 Model this put
6	1	68%	0.93	$22.40	$0.20	-0.048	59.7%	27	35
Call · $215 In the money Snapshot session Jul 20, 2026 Last $22.40 Breakeven $237.40 Implied vol 68% Delta 0.93 ≈93% ITM Gamma 0.006 Theta -0.234 Vega 0.055 Open interest 6 Model this call Put · $215 Snapshot session Jul 20, 2026 Last $0.20 Breakeven $214.80 Implied vol 59.7% Delta -0.048 ≈5% ITM Gamma 0.005 Theta -0.146 Vega 0.032 Open interest 35 Model this put
7	1	57.4%	0.924	$20.50	$0.40	-0.046	48.4%	1	10
Call · $220 In the money Snapshot session Aug 3, 2026 Last $20.50 Breakeven $240.50 Implied vol 57.4% Delta 0.924 ≈92% ITM Gamma 0.007 Theta -0.211 Vega 0.056 Open interest 7 Model this call Put · $220 Snapshot session Jul 23, 2026 Last $0.40 Breakeven $219.60 Implied vol 48.4% Delta -0.046 ≈5% ITM Gamma 0.006 Theta -0.114 Vega 0.032 Open interest 10 Model this put
10	3	43.5%	0.934	$20.30	$0.25	-0.065	43.3%	1	9
Call · $225 In the money Snapshot session Aug 7, 2026 Last $20.30 Breakeven $245.30 Implied vol 43.5% Delta 0.934 ≈93% ITM Gamma 0.009 Theta -0.149 Vega 0.056 Open interest 10 Model this call Put · $225 Snapshot session Jul 29, 2026 Last $0.25 Breakeven $224.75 Implied vol 43.3% Delta -0.065 ≈6% ITM Gamma 0.009 Theta -0.135 Vega 0.056 Open interest 9 Model this put
50	1	36.9%	0.904	$16.90	$0.05	-0.066	32.5%	1	67
Call · $230 In the money Snapshot session Aug 13, 2026 Last $16.90 Breakeven $246.90 Implied vol 36.9% Delta 0.904 ≈90% ITM Gamma 0.014 Theta -0.165 Vega 0.057 Open interest 50 Model this call Put · $230 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $229.95 Implied vol 32.5% Delta -0.066 ≈7% ITM Gamma 0.012 Theta -0.103 Vega 0.057 Open interest 67 Model this put
159	10	32.2%	0.843	$11.10	$0.20	-0.082	23.1%	5	47
Call · $235 In the money Snapshot session Aug 12, 2026 Last $11.10 Breakeven $246.10 Implied vol 32.2% Delta 0.843 ≈84% ITM Gamma 0.022 Theta -0.201 Vega 0.087 Open interest 159 Model this call Put · $235 Snapshot session Aug 14, 2026 Last $0.20 Breakeven $234.80 Implied vol 23.1% Delta -0.082 ≈8% ITM Gamma 0.019 Theta -0.085 Vega 0.057 Open interest 47 Model this put
563	1	14.8%	0.872	$5.76	$0.20	-0.089	12.3%	61	159
Call · $240 In the money Snapshot session Aug 14, 2026 Last $5.76 Breakeven $245.76 Implied vol 14.8% Delta 0.872 ≈87% ITM Gamma 0.043 Theta -0.089 Vega 0.086 Open interest 563 Model this call Put · $240 Snapshot session Aug 7, 2026 Last $0.20 Breakeven $239.80 Implied vol 12.3% Delta -0.089 ≈9% ITM Gamma 0.039 Theta -0.047 Vega 0.057 Open interest 159 Model this put
251	23	6.2%	0.592	$1.12	$0.75	-0.409	6%	10	89
Call · $245 In the money Snapshot session Aug 14, 2026 Last $1.12 Breakeven $246.12 Implied vol 6.2% Delta 0.592 ≈59% ITM Gamma 0.188 Theta -0.068 Vega 0.132 Open interest 251 Model this call Put · $245 Snapshot session Aug 14, 2026 Last $0.75 Breakeven $244.25 Implied vol 6% Delta -0.409 ≈41% ITM Gamma 0.196 Theta -0.052 Vega 0.132 Open interest 89 Model this put
Underlying $245.36
161	1	10.4%	0.103	$0.05	—	—	—	—	0
Call · $250 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $250.05 Implied vol 10.4% Delta 0.103 ≈10% ITM Gamma 0.051 Theta -0.047 Vega 0.062 Open interest 161 Model this call Put · $250 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
14	1	17.6%	0.058	$0.06	—	—	—	—	0
Call · $255 Snapshot session Aug 10, 2026 Last $0.06 Breakeven $255.06 Implied vol 17.6% Delta 0.058 ≈6% ITM Gamma 0.02 Theta -0.051 Vega 0.036 Open interest 14 Model this call Put · $255 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	29.5%	0.078	$0.04	—	—	—	—	0
Call · $260 Snapshot session Jul 31, 2026 Last $0.04 Breakeven $260.04 Implied vol 29.5% Delta 0.078 ≈8% ITM Gamma 0.015 Theta -0.108 Vega 0.062 Open interest 2 Model this call Put · $260 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	37.3%	0.068	—	—	—	—	—	0
Call · $265 Snapshot session Unknown Last — Breakeven — Implied vol 37.3% Delta 0.068 ≈7% ITM Gamma 0.011 Theta -0.123 Vega 0.036 Open interest 0 Model this call Put · $265 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $270 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $270 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $275 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $275 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $280 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $280 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $285 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $285 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $290 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $290 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $155 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 195.6%
Delta: 0.968 ≈97% ITM
Gamma: 0.001
Theta: -0.347
Vega: 0.027
Open interest: 0

Model this call

Put · $155

Snapshot session: Jun 3, 2026
Last: $0.05
Breakeven: $154.95
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 40

Model this put

Call · $160 In the money

Snapshot session: May 6, 2026
Last: $70.45
Breakeven: $230.45
Implied vol: 164.8%
Delta: 0.979 ≈98% ITM
Gamma: 0.001
Theta: -0.212
Vega: 0.014
Open interest: 0

Model this call

Put · $160

Snapshot session: May 12, 2026
Last: $0.10
Breakeven: $159.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this put

Call · $165 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 158.1%
Delta: 0.976 ≈98% ITM
Gamma: 0.001
Theta: -0.228
Vega: 0.028
Open interest: 0

Model this call

Put · $165

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $170 In the money

Snapshot session: May 14, 2026
Last: $61.30
Breakeven: $231.30
Implied vol: 141.3%
Delta: 0.978 ≈98% ITM
Gamma: 0.001
Theta: -0.189
Vega: 0.014
Open interest: 1

Model this call

Put · $170

Snapshot session: Mar 16, 2026
Last: $1.00
Breakeven: $169.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 12

Model this put

Call · $175 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 136.6%
Delta: 0.973 ≈97% ITM
Gamma: 0.001
Theta: -0.218
Vega: 0.029
Open interest: 0

Model this call

Put · $175

Snapshot session: Jan 8, 2026
Last: $0.65
Breakeven: $174.35
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $180 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 138.3%
Delta: 0.958 ≈96% ITM
Gamma: 0.002
Theta: -0.308
Vega: 0.029
Open interest: 0

Model this call

Put · $180

Snapshot session: May 12, 2026
Last: $0.38
Breakeven: $179.62
Implied vol: 121.6%
Delta: -0.024 ≈2% ITM
Gamma: 0.001
Theta: -0.17
Vega: 0.015
Open interest: 7

Model this put

Call · $185 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 128.2%
Delta: 0.955 ≈96% ITM
Gamma: 0.002
Theta: -0.303
Vega: 0.03
Open interest: 0

Model this call

Put · $185

Snapshot session: Mar 27, 2026
Last: $2.67
Breakeven: $182.33
Implied vol: 116%
Delta: -0.03 ≈3% ITM
Gamma: 0.002
Theta: -0.196
Vega: 0.03
Open interest: 17

Model this put

Call · $190 In the money

Snapshot session: Apr 23, 2026
Last: $38.73
Breakeven: $228.73
Implied vol: 113.3%
Delta: 0.958 ≈96% ITM
Gamma: 0.002
Theta: -0.257
Vega: 0.03
Open interest: 30

Model this call

Put · $190

Snapshot session: Mar 19, 2026
Last: $3.50
Breakeven: $186.50
Implied vol: 103.9%
Delta: -0.029 ≈3% ITM
Gamma: 0.002
Theta: -0.17
Vega: 0.03
Open interest: 6

Model this put

Call · $191 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 111.4%
Delta: 0.957 ≈96% ITM
Gamma: 0.002
Theta: -0.256
Vega: 0.03
Open interest: 0

Model this call

Put · $191

Snapshot session: Mar 11, 2026
Last: $2.20
Breakeven: $188.80
Implied vol: 101.2%
Delta: -0.029 ≈3% ITM
Gamma: 0.002
Theta: -0.162
Vega: 0.03
Open interest: 1

Model this put

Call · $192 In the money

Snapshot session: May 14, 2026
Last: $40.10
Breakeven: $232.10
Implied vol: 109.5%
Delta: 0.957 ≈96% ITM
Gamma: 0.002
Theta: -0.254
Vega: 0.03
Open interest: 1

Model this call

Put · $192

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 99.4%
Delta: -0.029 ≈3% ITM
Gamma: 0.002
Theta: -0.161
Vega: 0.03
Open interest: 0

Model this put

Call · $193 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 93.2%
Delta: 0.975 ≈98% ITM
Gamma: 0.002
Theta: -0.14
Vega: 0.015
Open interest: 0

Model this call

Put · $193

Snapshot session: Feb 24, 2026
Last: $1.85
Breakeven: $191.15
Implied vol: 98.3%
Delta: -0.031 ≈3% ITM
Gamma: 0.002
Theta: -0.167
Vega: 0.03
Open interest: 1

Model this put

Call · $194 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 102.4%
Delta: 0.96 ≈96% ITM
Gamma: 0.002
Theta: -0.225
Vega: 0.03
Open interest: 0

Model this call

Put · $194

Snapshot session: Jan 9, 2026
Last: $1.85
Breakeven: $192.15
Implied vol: 95.7%
Delta: -0.03 ≈3% ITM
Gamma: 0.002
Theta: -0.159
Vega: 0.03
Open interest: 2

Model this put

Call · $195 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 102.2%
Delta: 0.957 ≈96% ITM
Gamma: 0.003
Theta: -0.238
Vega: 0.031
Open interest: 0

Model this call

Put · $195

Snapshot session: Mar 5, 2026
Last: $2.68
Breakeven: $192.32
Implied vol: 93.8%
Delta: -0.03 ≈3% ITM
Gamma: 0.002
Theta: -0.159
Vega: 0.031
Open interest: 4

Model this put

Call · $196 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 98.6%
Delta: 0.958 ≈96% ITM
Gamma: 0.003
Theta: -0.223
Vega: 0.031
Open interest: 0

Model this call

Put · $196

Snapshot session: Mar 11, 2026
Last: $2.75
Breakeven: $193.25
Implied vol: 92%
Delta: -0.031 ≈3% ITM
Gamma: 0.002
Theta: -0.158
Vega: 0.031
Open interest: 3

Model this put

Call · $197 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 100%
Delta: 0.953 ≈95% ITM
Gamma: 0.003
Theta: -0.249
Vega: 0.031
Open interest: 0

Model this call

Put · $197

Snapshot session: Jun 26, 2026
Last: $0.28
Breakeven: $196.72
Implied vol: 90.2%
Delta: -0.032 ≈3% ITM
Gamma: 0.002
Theta: -0.157
Vega: 0.031
Open interest: 1

Model this put

Call · $198 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 98.2%
Delta: 0.952 ≈95% ITM
Gamma: 0.003
Theta: -0.248
Vega: 0.031
Open interest: 0

Model this call

Put · $198

Snapshot session: Jun 26, 2026
Last: $0.30
Breakeven: $197.70
Implied vol: 83.2%
Delta: -0.025 ≈2% ITM
Gamma: 0.002
Theta: -0.118
Vega: 0.015
Open interest: 8

Model this put

Call · $199 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 96.3%
Delta: 0.951 ≈95% ITM
Gamma: 0.003
Theta: -0.247
Vega: 0.031
Open interest: 0

Model this call

Put · $199

Snapshot session: Aug 3, 2026
Last: $0.05
Breakeven: $198.95
Implied vol: 86.6%
Delta: -0.033 ≈3% ITM
Gamma: 0.003
Theta: -0.155
Vega: 0.031
Open interest: 2

Model this put

Call · $200 In the money

Snapshot session: Jul 28, 2026
Last: $42.33
Breakeven: $242.33
Implied vol: 94.5%
Delta: 0.95 ≈95% ITM
Gamma: 0.003
Theta: -0.246
Vega: 0.031
Open interest: 1

Model this call

Put · $200

Snapshot session: Jul 2, 2026
Last: $0.25
Breakeven: $199.75
Implied vol: 75.2%
Delta: -0.02 ≈2% ITM
Gamma: 0.002
Theta: -0.089
Vega: 0.015
Open interest: 1

Model this put

Call · $205 In the money

Snapshot session: Jul 20, 2026
Last: $32.10
Breakeven: $237.10
Implied vol: 85.5%
Delta: 0.946 ≈95% ITM
Gamma: 0.004
Theta: -0.241
Vega: 0.031
Open interest: 3

Model this call

Put · $205

Snapshot session: Jul 29, 2026
Last: $0.10
Breakeven: $204.90
Implied vol: 75.9%
Delta: -0.037 ≈4% ITM
Gamma: 0.003
Theta: -0.149
Vega: 0.031
Open interest: 18

Model this put

Call · $210 In the money

Snapshot session: Aug 5, 2026
Last: $35.06
Breakeven: $245.06
Implied vol: 76.6%
Delta: 0.94 ≈94% ITM
Gamma: 0.005
Theta: -0.235
Vega: 0.032
Open interest: 2

Model this call

Put · $210

Snapshot session: Jul 8, 2026
Last: $0.26
Breakeven: $209.74
Implied vol: 67.3%
Delta: -0.041 ≈4% ITM
Gamma: 0.004
Theta: -0.144
Vega: 0.032
Open interest: 9

Model this put

Call · $215 In the money

Snapshot session: Jul 20, 2026
Last: $22.40
Breakeven: $237.40
Implied vol: 68%
Delta: 0.93 ≈93% ITM
Gamma: 0.006
Theta: -0.234
Vega: 0.055
Open interest: 6

Model this call

Put · $215

Snapshot session: Jul 20, 2026
Last: $0.20
Breakeven: $214.80
Implied vol: 59.7%
Delta: -0.048 ≈5% ITM
Gamma: 0.005
Theta: -0.146
Vega: 0.032
Open interest: 35

Model this put

Call · $220 In the money

Snapshot session: Aug 3, 2026
Last: $20.50
Breakeven: $240.50
Implied vol: 57.4%
Delta: 0.924 ≈92% ITM
Gamma: 0.007
Theta: -0.211
Vega: 0.056
Open interest: 7

Model this call

Put · $220

Snapshot session: Jul 23, 2026
Last: $0.40
Breakeven: $219.60
Implied vol: 48.4%
Delta: -0.046 ≈5% ITM
Gamma: 0.006
Theta: -0.114
Vega: 0.032
Open interest: 10

Model this put

Call · $225 In the money

Snapshot session: Aug 7, 2026
Last: $20.30
Breakeven: $245.30
Implied vol: 43.5%
Delta: 0.934 ≈93% ITM
Gamma: 0.009
Theta: -0.149
Vega: 0.056
Open interest: 10

Model this call

Put · $225

Snapshot session: Jul 29, 2026
Last: $0.25
Breakeven: $224.75
Implied vol: 43.3%
Delta: -0.065 ≈6% ITM
Gamma: 0.009
Theta: -0.135
Vega: 0.056
Open interest: 9

Model this put

Call · $230 In the money

Snapshot session: Aug 13, 2026
Last: $16.90
Breakeven: $246.90
Implied vol: 36.9%
Delta: 0.904 ≈90% ITM
Gamma: 0.014
Theta: -0.165
Vega: 0.057
Open interest: 50

Model this call

Put · $230

Snapshot session: Aug 13, 2026
Last: $0.05
Breakeven: $229.95
Implied vol: 32.5%
Delta: -0.066 ≈7% ITM
Gamma: 0.012
Theta: -0.103
Vega: 0.057
Open interest: 67

Model this put

Call · $235 In the money

Snapshot session: Aug 12, 2026
Last: $11.10
Breakeven: $246.10
Implied vol: 32.2%
Delta: 0.843 ≈84% ITM
Gamma: 0.022
Theta: -0.201
Vega: 0.087
Open interest: 159

Model this call

Put · $235

Snapshot session: Aug 14, 2026
Last: $0.20
Breakeven: $234.80
Implied vol: 23.1%
Delta: -0.082 ≈8% ITM
Gamma: 0.019
Theta: -0.085
Vega: 0.057
Open interest: 47

Model this put

Call · $240 In the money

Snapshot session: Aug 14, 2026
Last: $5.76
Breakeven: $245.76
Implied vol: 14.8%
Delta: 0.872 ≈87% ITM
Gamma: 0.043
Theta: -0.089
Vega: 0.086
Open interest: 563

Model this call

Put · $240

Snapshot session: Aug 7, 2026
Last: $0.20
Breakeven: $239.80
Implied vol: 12.3%
Delta: -0.089 ≈9% ITM
Gamma: 0.039
Theta: -0.047
Vega: 0.057
Open interest: 159

Model this put

Call · $245 In the money

Snapshot session: Aug 14, 2026
Last: $1.12
Breakeven: $246.12
Implied vol: 6.2%
Delta: 0.592 ≈59% ITM
Gamma: 0.188
Theta: -0.068
Vega: 0.132
Open interest: 251

Model this call

Put · $245

Snapshot session: Aug 14, 2026
Last: $0.75
Breakeven: $244.25
Implied vol: 6%
Delta: -0.409 ≈41% ITM
Gamma: 0.196
Theta: -0.052
Vega: 0.132
Open interest: 89

Model this put

Call · $250

Snapshot session: Aug 14, 2026
Last: $0.05
Breakeven: $250.05
Implied vol: 10.4%
Delta: 0.103 ≈10% ITM
Gamma: 0.051
Theta: -0.047
Vega: 0.062
Open interest: 161

Model this call

Put · $250 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $255

Snapshot session: Aug 10, 2026
Last: $0.06
Breakeven: $255.06
Implied vol: 17.6%
Delta: 0.058 ≈6% ITM
Gamma: 0.02
Theta: -0.051
Vega: 0.036
Open interest: 14

Model this call

Put · $255 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $260

Snapshot session: Jul 31, 2026
Last: $0.04
Breakeven: $260.04
Implied vol: 29.5%
Delta: 0.078 ≈8% ITM
Gamma: 0.015
Theta: -0.108
Vega: 0.062
Open interest: 2

Model this call

Put · $260 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $265

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: 37.3%
Delta: 0.068 ≈7% ITM
Gamma: 0.011
Theta: -0.123
Vega: 0.036
Open interest: 0

Model this call

Put · $265 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $270

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $270 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $275

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $275 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $280

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $280 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $285

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $285 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $290

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $290 In the money

Snapshot session: Unknown
Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

VIG · Vanguard Dividend Appreciation ETF

Options Chain

Positioning

Chain

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	195.6%	0.968	—		$0.05	—	—	40	40
Call · $155 In the money Snapshot session Unknown Last — Breakeven — Implied vol 195.6% Delta 0.968 ≈97% ITM Gamma 0.001 Theta -0.347 Vega 0.027 Open interest 0 Model this call Put · $155 Snapshot session Jun 3, 2026 Last $0.05 Breakeven $154.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 40 Model this put
0	4	164.8%	0.979	$70.45		$0.10	—	—	3	8
Call · $160 In the money Snapshot session May 6, 2026 Last $70.45 Breakeven $230.45 Implied vol 164.8% Delta 0.979 ≈98% ITM Gamma 0.001 Theta -0.212 Vega 0.014 Open interest 0 Model this call Put · $160 Snapshot session May 12, 2026 Last $0.10 Breakeven $159.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this put
0	—	158.1%	0.976	—		—	—	—	—	0
Call · $165 In the money Snapshot session Unknown Last — Breakeven — Implied vol 158.1% Delta 0.976 ≈98% ITM Gamma 0.001 Theta -0.228 Vega 0.028 Open interest 0 Model this call Put · $165 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	141.3%	0.978	$61.30		$1.00	—	—	1	12
Call · $170 In the money Snapshot session May 14, 2026 Last $61.30 Breakeven $231.30 Implied vol 141.3% Delta 0.978 ≈98% ITM Gamma 0.001 Theta -0.189 Vega 0.014 Open interest 1 Model this call Put · $170 Snapshot session Mar 16, 2026 Last $1.00 Breakeven $169.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this put
0	—	136.6%	0.973	—		$0.65	—	—	1	2
Call · $175 In the money Snapshot session Unknown Last — Breakeven — Implied vol 136.6% Delta 0.973 ≈97% ITM Gamma 0.001 Theta -0.218 Vega 0.029 Open interest 0 Model this call Put · $175 Snapshot session Jan 8, 2026 Last $0.65 Breakeven $174.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
0	—	138.3%	0.958	—		$0.38	-0.024	121.6%	2	7
Call · $180 In the money Snapshot session Unknown Last — Breakeven — Implied vol 138.3% Delta 0.958 ≈96% ITM Gamma 0.002 Theta -0.308 Vega 0.029 Open interest 0 Model this call Put · $180 Snapshot session May 12, 2026 Last $0.38 Breakeven $179.62 Implied vol 121.6% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -0.17 Vega 0.015 Open interest 7 Model this put
0	—	128.2%	0.955	—		$2.67	-0.03	116%	1	17
Call · $185 In the money Snapshot session Unknown Last — Breakeven — Implied vol 128.2% Delta 0.955 ≈96% ITM Gamma 0.002 Theta -0.303 Vega 0.03 Open interest 0 Model this call Put · $185 Snapshot session Mar 27, 2026 Last $2.67 Breakeven $182.33 Implied vol 116% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.196 Vega 0.03 Open interest 17 Model this put
30	32	113.3%	0.958	$38.73		$3.50	-0.029	103.9%	5	6
Call · $190 In the money Snapshot session Apr 23, 2026 Last $38.73 Breakeven $228.73 Implied vol 113.3% Delta 0.958 ≈96% ITM Gamma 0.002 Theta -0.257 Vega 0.03 Open interest 30 Model this call Put · $190 Snapshot session Mar 19, 2026 Last $3.50 Breakeven $186.50 Implied vol 103.9% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.17 Vega 0.03 Open interest 6 Model this put
0	—	111.4%	0.957	—		$2.20	-0.029	101.2%	1	1
Call · $191 In the money Snapshot session Unknown Last — Breakeven — Implied vol 111.4% Delta 0.957 ≈96% ITM Gamma 0.002 Theta -0.256 Vega 0.03 Open interest 0 Model this call Put · $191 Snapshot session Mar 11, 2026 Last $2.20 Breakeven $188.80 Implied vol 101.2% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.162 Vega 0.03 Open interest 1 Model this put
1	1	109.5%	0.957	$40.10		—	-0.029	99.4%	—	0
Call · $192 In the money Snapshot session May 14, 2026 Last $40.10 Breakeven $232.10 Implied vol 109.5% Delta 0.957 ≈96% ITM Gamma 0.002 Theta -0.254 Vega 0.03 Open interest 1 Model this call Put · $192 Snapshot session Unknown Last — Breakeven — Implied vol 99.4% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.161 Vega 0.03 Open interest 0 Model this put
0	—	93.2%	0.975	—		$1.85	-0.031	98.3%	1	1
Call · $193 In the money Snapshot session Unknown Last — Breakeven — Implied vol 93.2% Delta 0.975 ≈98% ITM Gamma 0.002 Theta -0.14 Vega 0.015 Open interest 0 Model this call Put · $193 Snapshot session Feb 24, 2026 Last $1.85 Breakeven $191.15 Implied vol 98.3% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.167 Vega 0.03 Open interest 1 Model this put
0	—	102.4%	0.96	—		$1.85	-0.03	95.7%	1	2
Call · $194 In the money Snapshot session Unknown Last — Breakeven — Implied vol 102.4% Delta 0.96 ≈96% ITM Gamma 0.002 Theta -0.225 Vega 0.03 Open interest 0 Model this call Put · $194 Snapshot session Jan 9, 2026 Last $1.85 Breakeven $192.15 Implied vol 95.7% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.159 Vega 0.03 Open interest 2 Model this put
0	—	102.2%	0.957	—		$2.68	-0.03	93.8%	3	4
Call · $195 In the money Snapshot session Unknown Last — Breakeven — Implied vol 102.2% Delta 0.957 ≈96% ITM Gamma 0.003 Theta -0.238 Vega 0.031 Open interest 0 Model this call Put · $195 Snapshot session Mar 5, 2026 Last $2.68 Breakeven $192.32 Implied vol 93.8% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.159 Vega 0.031 Open interest 4 Model this put
0	—	98.6%	0.958	—		$2.75	-0.031	92%	1	3
Call · $196 In the money Snapshot session Unknown Last — Breakeven — Implied vol 98.6% Delta 0.958 ≈96% ITM Gamma 0.003 Theta -0.223 Vega 0.031 Open interest 0 Model this call Put · $196 Snapshot session Mar 11, 2026 Last $2.75 Breakeven $193.25 Implied vol 92% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.158 Vega 0.031 Open interest 3 Model this put
0	—	100%	0.953	—		$0.28	-0.032	90.2%	1	1
Call · $197 In the money Snapshot session Unknown Last — Breakeven — Implied vol 100% Delta 0.953 ≈95% ITM Gamma 0.003 Theta -0.249 Vega 0.031 Open interest 0 Model this call Put · $197 Snapshot session Jun 26, 2026 Last $0.28 Breakeven $196.72 Implied vol 90.2% Delta -0.032 ≈3% ITM Gamma 0.002 Theta -0.157 Vega 0.031 Open interest 1 Model this put
0	—	98.2%	0.952	—		$0.30	-0.025	83.2%	5	8
Call · $198 In the money Snapshot session Unknown Last — Breakeven — Implied vol 98.2% Delta 0.952 ≈95% ITM Gamma 0.003 Theta -0.248 Vega 0.031 Open interest 0 Model this call Put · $198 Snapshot session Jun 26, 2026 Last $0.30 Breakeven $197.70 Implied vol 83.2% Delta -0.025 ≈2% ITM Gamma 0.002 Theta -0.118 Vega 0.015 Open interest 8 Model this put
0	—	96.3%	0.951	—		$0.05	-0.033	86.6%	1	2
Call · $199 In the money Snapshot session Unknown Last — Breakeven — Implied vol 96.3% Delta 0.951 ≈95% ITM Gamma 0.003 Theta -0.247 Vega 0.031 Open interest 0 Model this call Put · $199 Snapshot session Aug 3, 2026 Last $0.05 Breakeven $198.95 Implied vol 86.6% Delta -0.033 ≈3% ITM Gamma 0.003 Theta -0.155 Vega 0.031 Open interest 2 Model this put
1	1	94.5%	0.95	$42.33		$0.25	-0.02	75.2%	3	1
Call · $200 In the money Snapshot session Jul 28, 2026 Last $42.33 Breakeven $242.33 Implied vol 94.5% Delta 0.95 ≈95% ITM Gamma 0.003 Theta -0.246 Vega 0.031 Open interest 1 Model this call Put · $200 Snapshot session Jul 2, 2026 Last $0.25 Breakeven $199.75 Implied vol 75.2% Delta -0.02 ≈2% ITM Gamma 0.002 Theta -0.089 Vega 0.015 Open interest 1 Model this put
3	1	85.5%	0.946	$32.10		$0.10	-0.037	75.9%	1	18
Call · $205 In the money Snapshot session Jul 20, 2026 Last $32.10 Breakeven $237.10 Implied vol 85.5% Delta 0.946 ≈95% ITM Gamma 0.004 Theta -0.241 Vega 0.031 Open interest 3 Model this call Put · $205 Snapshot session Jul 29, 2026 Last $0.10 Breakeven $204.90 Implied vol 75.9% Delta -0.037 ≈4% ITM Gamma 0.003 Theta -0.149 Vega 0.031 Open interest 18 Model this put
2	1	76.6%	0.94	$35.06		$0.26	-0.041	67.3%	2	9
Call · $210 In the money Snapshot session Aug 5, 2026 Last $35.06 Breakeven $245.06 Implied vol 76.6% Delta 0.94 ≈94% ITM Gamma 0.005 Theta -0.235 Vega 0.032 Open interest 2 Model this call Put · $210 Snapshot session Jul 8, 2026 Last $0.26 Breakeven $209.74 Implied vol 67.3% Delta -0.041 ≈4% ITM Gamma 0.004 Theta -0.144 Vega 0.032 Open interest 9 Model this put
6	1	68%	0.93	$22.40		$0.20	-0.048	59.7%	27	35
Call · $215 In the money Snapshot session Jul 20, 2026 Last $22.40 Breakeven $237.40 Implied vol 68% Delta 0.93 ≈93% ITM Gamma 0.006 Theta -0.234 Vega 0.055 Open interest 6 Model this call Put · $215 Snapshot session Jul 20, 2026 Last $0.20 Breakeven $214.80 Implied vol 59.7% Delta -0.048 ≈5% ITM Gamma 0.005 Theta -0.146 Vega 0.032 Open interest 35 Model this put
7	1	57.4%	0.924	$20.50		$0.40	-0.046	48.4%	1	10
Call · $220 In the money Snapshot session Aug 3, 2026 Last $20.50 Breakeven $240.50 Implied vol 57.4% Delta 0.924 ≈92% ITM Gamma 0.007 Theta -0.211 Vega 0.056 Open interest 7 Model this call Put · $220 Snapshot session Jul 23, 2026 Last $0.40 Breakeven $219.60 Implied vol 48.4% Delta -0.046 ≈5% ITM Gamma 0.006 Theta -0.114 Vega 0.032 Open interest 10 Model this put
10	3	43.5%	0.934	$20.30		$0.25	-0.065	43.3%	1	9
Call · $225 In the money Snapshot session Aug 7, 2026 Last $20.30 Breakeven $245.30 Implied vol 43.5% Delta 0.934 ≈93% ITM Gamma 0.009 Theta -0.149 Vega 0.056 Open interest 10 Model this call Put · $225 Snapshot session Jul 29, 2026 Last $0.25 Breakeven $224.75 Implied vol 43.3% Delta -0.065 ≈6% ITM Gamma 0.009 Theta -0.135 Vega 0.056 Open interest 9 Model this put
50	1	36.9%	0.904	$16.90		$0.05	-0.066	32.5%	1	67
Call · $230 In the money Snapshot session Aug 13, 2026 Last $16.90 Breakeven $246.90 Implied vol 36.9% Delta 0.904 ≈90% ITM Gamma 0.014 Theta -0.165 Vega 0.057 Open interest 50 Model this call Put · $230 Snapshot session Aug 13, 2026 Last $0.05 Breakeven $229.95 Implied vol 32.5% Delta -0.066 ≈7% ITM Gamma 0.012 Theta -0.103 Vega 0.057 Open interest 67 Model this put
159	10	32.2%	0.843	$11.10		$0.20	-0.082	23.1%	5	47
Call · $235 In the money Snapshot session Aug 12, 2026 Last $11.10 Breakeven $246.10 Implied vol 32.2% Delta 0.843 ≈84% ITM Gamma 0.022 Theta -0.201 Vega 0.087 Open interest 159 Model this call Put · $235 Snapshot session Aug 14, 2026 Last $0.20 Breakeven $234.80 Implied vol 23.1% Delta -0.082 ≈8% ITM Gamma 0.019 Theta -0.085 Vega 0.057 Open interest 47 Model this put
563	1	14.8%	0.872	$5.76		$0.20	-0.089	12.3%	61	159
Call · $240 In the money Snapshot session Aug 14, 2026 Last $5.76 Breakeven $245.76 Implied vol 14.8% Delta 0.872 ≈87% ITM Gamma 0.043 Theta -0.089 Vega 0.086 Open interest 563 Model this call Put · $240 Snapshot session Aug 7, 2026 Last $0.20 Breakeven $239.80 Implied vol 12.3% Delta -0.089 ≈9% ITM Gamma 0.039 Theta -0.047 Vega 0.057 Open interest 159 Model this put
251	23	6.2%	0.592	$1.12		$0.75	-0.409	6%	10	89
Call · $245 In the money Snapshot session Aug 14, 2026 Last $1.12 Breakeven $246.12 Implied vol 6.2% Delta 0.592 ≈59% ITM Gamma 0.188 Theta -0.068 Vega 0.132 Open interest 251 Model this call Put · $245 Snapshot session Aug 14, 2026 Last $0.75 Breakeven $244.25 Implied vol 6% Delta -0.409 ≈41% ITM Gamma 0.196 Theta -0.052 Vega 0.132 Open interest 89 Model this put
Underlying $245.36
161	1	10.4%	0.103	$0.05		—	—	—	—	0
Call · $250 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $250.05 Implied vol 10.4% Delta 0.103 ≈10% ITM Gamma 0.051 Theta -0.047 Vega 0.062 Open interest 161 Model this call Put · $250 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
14	1	17.6%	0.058	$0.06		—	—	—	—	0
Call · $255 Snapshot session Aug 10, 2026 Last $0.06 Breakeven $255.06 Implied vol 17.6% Delta 0.058 ≈6% ITM Gamma 0.02 Theta -0.051 Vega 0.036 Open interest 14 Model this call Put · $255 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	29.5%	0.078	$0.04		—	—	—	—	0
Call · $260 Snapshot session Jul 31, 2026 Last $0.04 Breakeven $260.04 Implied vol 29.5% Delta 0.078 ≈8% ITM Gamma 0.015 Theta -0.108 Vega 0.062 Open interest 2 Model this call Put · $260 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	37.3%	0.068	—		—	—	—	—	0
Call · $265 Snapshot session Unknown Last — Breakeven — Implied vol 37.3% Delta 0.068 ≈7% ITM Gamma 0.011 Theta -0.123 Vega 0.036 Open interest 0 Model this call Put · $265 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $270 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $270 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $275 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $275 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $280 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $280 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $285 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $285 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $290 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $290 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put