0
—
201.7%
0.99
—
32.5
—
—
—
—
0
Call · $32.5
In the money
Last —
Breakeven —
Implied vol 201.7%
Delta 0.99 ≈99% ITM
Gamma 0.001
Theta -0.026
Vega 0.007
Open interest 0
Model this call
Put · $32.5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
195.1%
0.987
—
35
—
—
—
—
0
Call · $35
In the money
Last —
Breakeven —
Implied vol 195.1%
Delta 0.987 ≈99% ITM
Gamma 0.001
Theta -0.03
Vega 0.008
Open interest 0
Model this call
Put · $35
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
182.7%
0.986
—
37.5
—
—
—
—
0
Call · $37.5
In the money
Last —
Breakeven —
Implied vol 182.7%
Delta 0.986 ≈99% ITM
Gamma 0.001
Theta -0.03
Vega 0.008
Open interest 0
Model this call
Put · $37.5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
171.1%
0.986
—
40
—
—
—
—
0
Call · $40
In the money
Last —
Breakeven —
Implied vol 171.1%
Delta 0.986 ≈99% ITM
Gamma 0.001
Theta -0.03
Vega 0.008
Open interest 0
Model this call
Put · $40
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
160.3%
0.985
—
42.5
—
—
—
—
0
Call · $42.5
In the money
Last —
Breakeven —
Implied vol 160.3%
Delta 0.985 ≈98% ITM
Gamma 0.001
Theta -0.03
Vega 0.009
Open interest 0
Model this call
Put · $42.5
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
150.2%
0.984
$37.20
45
—
—
—
—
0
Call · $45
In the money
Last $37.20
Breakeven $82.20
Implied vol 150.2%
Delta 0.984 ≈98% ITM
Gamma 0.001
Theta -0.029
Vega 0.009
Open interest 1
Model this call
Put · $45
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
2
140.6%
0.983
$20.70
47.5
$0.74
-0.021
150.5%
1
5
Call · $47.5
In the money
Last $20.70
Breakeven $68.20
Implied vol 140.6%
Delta 0.983 ≈98% ITM
Gamma 0.001
Theta -0.029
Vega 0.009
Open interest 1
Model this call
Put · $47.5
Last $0.74
Breakeven $46.76
Implied vol 150.5%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -0.039
Vega 0.018
Open interest 5
Model this put
0
—
131.5%
0.982
—
50
—
-0.025
143.4%
—
0
Call · $50
In the money
Last —
Breakeven —
Implied vol 131.5%
Delta 0.982 ≈98% ITM
Gamma 0.001
Theta -0.029
Vega 0.01
Open interest 0
Model this call
Put · $50
Last —
Breakeven —
Implied vol 143.4%
Delta -0.025 ≈2% ITM
Gamma 0.002
Theta -0.042
Vega 0.019
Open interest 0
Model this put
1
4
131.3%
0.965
$13.42
55
$0.05
-0.028
125.3%
2
62
Call · $55
In the money
Last $13.42
Breakeven $68.42
Implied vol 131.3%
Delta 0.965 ≈97% ITM
Gamma 0.002
Theta -0.05
Vega 0.02
Open interest 1
Model this call
Put · $55
Last $0.05
Breakeven $54.95
Implied vol 125.3%
Delta -0.028 ≈3% ITM
Gamma 0.002
Theta -0.041
Vega 0.02
Open interest 62
Model this put
0
—
110.3%
0.976
—
57.5
$0.75
-0.033
119.4%
1
6
Call · $57.5
In the money
Last —
Breakeven —
Implied vol 110.3%
Delta 0.976 ≈98% ITM
Gamma 0.002
Theta -0.031
Vega 0.02
Open interest 0
Model this call
Put · $57.5
Last $0.75
Breakeven $56.75
Implied vol 119.4%
Delta -0.033 ≈3% ITM
Gamma 0.002
Theta -0.043
Vega 0.02
Open interest 6
Model this put
0
—
102.1%
0.974
—
60
$0.15
-0.011
86.3%
7
99
Call · $60
In the money
Last —
Breakeven —
Implied vol 102.1%
Delta 0.974 ≈97% ITM
Gamma 0.002
Theta -0.031
Vega 0.021
Open interest 0
Model this call
Put · $60
Last $0.15
Breakeven $59.85
Implied vol 86.3%
Delta -0.011 ≈1% ITM
Gamma 0.001
Theta -0.013
Vega 0.01
Open interest 99
Model this put
0
—
96.6%
0.97
—
62.5
—
-0.035
101.2%
—
0
Call · $62.5
In the money
Last —
Breakeven —
Implied vol 96.6%
Delta 0.97 ≈97% ITM
Gamma 0.003
Theta -0.033
Vega 0.021
Open interest 0
Model this call
Put · $62.5
Last —
Breakeven —
Implied vol 101.2%
Delta -0.035 ≈3% ITM
Gamma 0.003
Theta -0.039
Vega 0.021
Open interest 0
Model this put
1
1
89.1%
0.968
$8.00
65
$0.30
-0.071
117.9%
1
3
Call · $65
In the money
Last $8.00
Breakeven $73.00
Implied vol 89.1%
Delta 0.968 ≈97% ITM
Gamma 0.003
Theta -0.032
Vega 0.022
Open interest 1
Model this call
Put · $65
Last $0.30
Breakeven $64.70
Implied vol 117.9%
Delta -0.071 ≈7% ITM
Gamma 0.004
Theta -0.079
Vega 0.038
Open interest 3
Model this put
0
—
84%
0.962
—
67.5
$0.95
-0.075
108.7%
2
28
Call · $67.5
In the money
Last —
Breakeven —
Implied vol 84%
Delta 0.962 ≈96% ITM
Gamma 0.004
Theta -0.035
Vega 0.022
Open interest 0
Model this call
Put · $67.5
Last $0.95
Breakeven $66.55
Implied vol 108.7%
Delta -0.075 ≈7% ITM
Gamma 0.005
Theta -0.077
Vega 0.038
Open interest 28
Model this put
5
1
—
—
$13.40
70
$1.35
-0.068
93.5%
1
27
Call · $70
In the money
Last $13.40
Breakeven $83.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $70
Last $1.35
Breakeven $68.65
Implied vol 93.5%
Delta -0.068 ≈7% ITM
Gamma 0.005
Theta -0.061
Vega 0.039
Open interest 27
Model this put
2
2
—
—
$10.55
72.5
$2.50
-0.044
71.1%
3
6
Call · $72.5
In the money
Last $10.55
Breakeven $83.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $72.5
Last $2.50
Breakeven $70.00
Implied vol 71.1%
Delta -0.044 ≈4% ITM
Gamma 0.005
Theta -0.033
Vega 0.023
Open interest 6
Model this put
500
3
—
—
$23.90
75
$1.40
-0.052
67%
80
72
Call · $75
In the money
Last $23.90
Breakeven $98.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 500
Model this call
Put · $75
Last $1.40
Breakeven $73.60
Implied vol 67%
Delta -0.052 ≈5% ITM
Gamma 0.006
Theta -0.036
Vega 0.023
Open interest 72
Model this put
18
6
50.9%
0.966
$13.20
77.5
$6.85
-0.057
60.8%
27
24
Call · $77.5
In the money
Last $13.20
Breakeven $90.70
Implied vol 50.9%
Delta 0.966 ≈97% ITM
Gamma 0.005
Theta -0.021
Vega 0.024
Open interest 18
Model this call
Put · $77.5
Last $6.85
Breakeven $70.65
Implied vol 60.8%
Delta -0.057 ≈6% ITM
Gamma 0.007
Theta -0.035
Vega 0.041
Open interest 24
Model this put
49
10
49%
0.95
$13.76
80
$0.60
-0.068
55.2%
17
24
Call · $80
In the money
Last $13.76
Breakeven $93.76
Implied vol 49%
Delta 0.95 ≈95% ITM
Gamma 0.008
Theta -0.027
Vega 0.024
Open interest 49
Model this call
Put · $80
Last $0.60
Breakeven $79.40
Implied vol 55.2%
Delta -0.068 ≈7% ITM
Gamma 0.009
Theta -0.036
Vega 0.042
Open interest 24
Model this put
82
34
46.3%
0.933
$17.60
82.5
$2.80
-0.09
52.1%
17
17
Call · $82.5
In the money
Last $17.60
Breakeven $100.10
Implied vol 46.3%
Delta 0.933 ≈93% ITM
Gamma 0.01
Theta -0.032
Vega 0.042
Open interest 82
Model this call
Put · $82.5
Last $2.80
Breakeven $79.70
Implied vol 52.1%
Delta -0.09 ≈9% ITM
Gamma 0.012
Theta -0.042
Vega 0.042
Open interest 17
Model this put
421
1
49.1%
0.885
$14.73
85
$0.72
-0.155
59.1%
1
19
Call · $85
In the money
Last $14.73
Breakeven $99.73
Implied vol 49.1%
Delta 0.885 ≈89% ITM
Gamma 0.015
Theta -0.051
Vega 0.043
Open interest 421
Model this call
Put · $85
Last $0.72
Breakeven $84.28
Implied vol 59.1%
Delta -0.155 ≈16% ITM
Gamma 0.015
Theta -0.07
Vega 0.065
Open interest 19
Model this put
30
1
35.7%
0.901
$10.20
87.5
$3.20
-0.205
60.8%
1
12
Call · $87.5
In the money
Last $10.20
Breakeven $97.70
Implied vol 35.7%
Delta 0.901 ≈90% ITM
Gamma 0.018
Theta -0.034
Vega 0.044
Open interest 30
Model this call
Put · $87.5
Last $3.20
Breakeven $84.30
Implied vol 60.8%
Delta -0.205 ≈20% ITM
Gamma 0.018
Theta -0.087
Vega 0.086
Open interest 12
Model this put
5.8k
164
42.7%
0.804
$9.87
90
$2.07
-0.217
48%
1
187
Call · $90
In the money
Last $9.87
Breakeven $99.87
Implied vol 42.7%
Delta 0.804 ≈80% ITM
Gamma 0.024
Theta -0.062
Vega 0.067
Open interest 5.8k
Model this call
Put · $90
Last $2.07
Breakeven $87.93
Implied vol 48%
Delta -0.217 ≈22% ITM
Gamma 0.023
Theta -0.07
Vega 0.087
Open interest 187
Model this put
69
1
37.6%
0.754
$11.35
92.5
$2.03
-0.27
43.2%
50
71
Call · $92.5
In the money
Last $11.35
Breakeven $103.85
Implied vol 37.6%
Delta 0.754 ≈75% ITM
Gamma 0.032
Theta -0.062
Vega 0.089
Open interest 69
Model this call
Put · $92.5
Last $2.03
Breakeven $90.47
Implied vol 43.2%
Delta -0.27 ≈27% ITM
Gamma 0.029
Theta -0.07
Vega 0.089
Open interest 71
Model this put
755
10
36.8%
0.669
$5.60
95
$2.45
-0.345
41.5%
75
64
Call · $95
In the money
Last $5.60
Breakeven $100.60
Implied vol 36.8%
Delta 0.669 ≈67% ITM
Gamma 0.038
Theta -0.071
Vega 0.09
Open interest 755
Model this call
Put · $95
Last $2.45
Breakeven $92.55
Implied vol 41.5%
Delta -0.345 ≈34% ITM
Gamma 0.034
Theta -0.076
Vega 0.103
Open interest 64
Model this put
67
21
40.1%
0.566
$5.00
97.5
$3.50
-0.433
38%
11
33
Call · $97.5
In the money
Last $5.00
Breakeven $102.50
Implied vol 40.1%
Delta 0.566 ≈57% ITM
Gamma 0.037
Theta -0.082
Vega 0.105
Open interest 67
Model this call
Put · $97.5
Last $3.50
Breakeven $94.00
Implied vol 38%
Delta -0.433 ≈43% ITM
Gamma 0.039
Theta -0.073
Vega 0.105
Open interest 33
Model this put
Underlying $98.59
1.1k
34
43.7%
0.48
$3.70
100
$4.90
-0.53
38.2%
13
38
Call · $100
Last $3.70
Breakeven $103.70
Implied vol 43.7%
Delta 0.48 ≈48% ITM
Gamma 0.034
Theta -0.089
Vega 0.106
Open interest 1.1k
Model this call
Put · $100
In the money
Last $4.90
Breakeven $95.10
Implied vol 38.2%
Delta -0.53 ≈53% ITM
Gamma 0.04
Theta -0.074
Vega 0.106
Open interest 38
Model this put
5.9k
7
42.1%
0.314
$1.80
105
$8.31
-0.688
41.9%
15
17
Call · $105
Last $1.80
Breakeven $106.80
Implied vol 42.1%
Delta 0.314 ≈31% ITM
Gamma 0.032
Theta -0.076
Vega 0.096
Open interest 5.9k
Model this call
Put · $105
In the money
Last $8.31
Breakeven $96.69
Implied vol 41.9%
Delta -0.688 ≈69% ITM
Gamma 0.032
Theta -0.071
Vega 0.096
Open interest 17
Model this put
55
54
51.4%
0.238
$1.95
110
—
-0.816
42.2%
—
0
Call · $110
Last $1.95
Breakeven $111.95
Implied vol 51.4%
Delta 0.238 ≈24% ITM
Gamma 0.023
Theta -0.081
Vega 0.075
Open interest 55
Model this call
Put · $110
In the money
Last —
Breakeven —
Implied vol 42.2%
Delta -0.816 ≈82% ITM
Gamma 0.024
Theta -0.052
Vega 0.075
Open interest 0
Model this put
15
3
44.3%
0.112
$1.35
115
—
-0.882
45.9%
—
0
Call · $115
Last $1.35
Breakeven $116.35
Implied vol 44.3%
Delta 0.112 ≈11% ITM
Gamma 0.016
Theta -0.043
Vega 0.051
Open interest 15
Model this call
Put · $115
In the money
Last —
Breakeven —
Implied vol 45.9%
Delta -0.882 ≈88% ITM
Gamma 0.017
Theta -0.041
Vega 0.051
Open interest 0
Model this put
0
—
50.1%
0.081
—
120
—
-0.908
52.7%
—
0
Call · $120
Last —
Breakeven —
Implied vol 50.1%
Delta 0.081 ≈8% ITM
Gamma 0.011
Theta -0.039
Vega 0.053
Open interest 0
Model this call
Put · $120
In the money
Last —
Breakeven —
Implied vol 52.7%
Delta -0.908 ≈91% ITM
Gamma 0.012
Theta -0.04
Vega 0.051
Open interest 0
Model this put
1
1
57.5%
0.073
$0.30
125
—
-0.922
60.1%
—
0
Call · $125
Last $0.30
Breakeven $125.30
Implied vol 57.5%
Delta 0.073 ≈7% ITM
Gamma 0.009
Theta -0.04
Vega 0.031
Open interest 1
Model this call
Put · $125
In the money
Last —
Breakeven —
Implied vol 60.1%
Delta -0.922 ≈92% ITM
Gamma 0.01
Theta -0.04
Vega 0.046
Open interest 0
Model this put
1
1
62.7%
0.061
$0.20
130
—
-0.951
60.4%
—
0
Call · $130
Last $0.20
Breakeven $130.20
Implied vol 62.7%
Delta 0.061 ≈6% ITM
Gamma 0.007
Theta -0.038
Vega 0.032
Open interest 1
Model this call
Put · $130
In the money
Last —
Breakeven —
Implied vol 60.4%
Delta -0.951 ≈95% ITM
Gamma 0.007
Theta -0.027
Vega 0.029
Open interest 0
Model this put