VST Stock — Vistra Corp.: Options Chain

Calls		Puts
0	—	—	—	—	—	-0.013	310.8%	—	0
Call · $70 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $70 Last — Breakeven — Implied vol 310.8% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.172 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—	—	-0.015	289.3%	—	0
Call · $75 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $75 Last — Breakeven — Implied vol 289.3% Delta -0.015 ≈1% ITM Gamma 0.001 Theta -0.174 Vega 0.008 Open interest 0 Model this put
2	2	—	—	$75.65	—	-0.016	267.9%	—	0
Call · $80 In the money Last $75.65 Breakeven $155.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $80 Last — Breakeven — Implied vol 267.9% Delta -0.016 ≈2% ITM Gamma 0.001 Theta -0.173 Vega 0.008 Open interest 0 Model this put
1	1	—	—	$70.75	—	-0.017	246.7%	—	0
Call · $85 In the money Last $70.75 Breakeven $155.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $85 Last — Breakeven — Implied vol 246.7% Delta -0.017 ≈2% ITM Gamma 0.001 Theta -0.168 Vega 0.008 Open interest 0 Model this put
104	100	—	—	$64.00	—	-0.018	227.9%	—	0
Call · $90 In the money Last $64.00 Breakeven $154.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 104 Model this call Put · $90 Last — Breakeven — Implied vol 227.9% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.166 Vega 0.008 Open interest 0 Model this put
0	—	—	—	—	$0.12	-0.02	212.6%	1	101
Call · $95 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $95 Last $0.12 Breakeven $94.88 Implied vol 212.6% Delta -0.02 ≈2% ITM Gamma 0.001 Theta -0.172 Vega 0.009 Open interest 101 Model this put
143	5	—	—	$62.69	$0.17	-0.021	192.4%	1	7
Call · $100 In the money Last $62.69 Breakeven $162.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 143 Model this call Put · $100 Last $0.17 Breakeven $99.83 Implied vol 192.4% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.16 Vega 0.009 Open interest 7 Model this put
17	1	—	—	$50.85	$0.25	-0.01	148.6%	1	24
Call · $105 In the money Last $50.85 Breakeven $155.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 17 Model this call Put · $105 Last $0.25 Breakeven $104.75 Implied vol 148.6% Delta -0.01 ≈1% ITM Gamma 0.001 Theta -0.063 Vega 0.009 Open interest 24 Model this put
0	—	—	—	—	$0.04	-0.052	198.8%	2	4
Call · $110 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $110 Last $0.04 Breakeven $109.96 Implied vol 198.8% Delta -0.052 ≈5% ITM Gamma 0.002 Theta -0.352 Vega 0.032 Open interest 4 Model this put
1	1	—	—	$44.35	$0.09	-0.009	115.6%	2	11
Call · $115 In the money Last $44.35 Breakeven $159.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $115 Last $0.09 Breakeven $114.91 Implied vol 115.6% Delta -0.009 ≈1% ITM Gamma 0.001 Theta -0.046 Vega 0.004 Open interest 11 Model this put
0	—	—	—	—	—	-0.034	143.5%	—	0
Call · $117 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $117 Last — Breakeven — Implied vol 143.5% Delta -0.034 ≈3% ITM Gamma 0.002 Theta -0.178 Vega 0.019 Open interest 0 Model this put
0	—	—	—	—	—	-0.035	140.4%	—	0
Call · $118 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $118 Last — Breakeven — Implied vol 140.4% Delta -0.035 ≈4% ITM Gamma 0.002 Theta -0.177 Vega 0.019 Open interest 0 Model this put
0	—	—	—	—	—	-0.036	137.4%	—	0
Call · $119 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $119 Last — Breakeven — Implied vol 137.4% Delta -0.036 ≈4% ITM Gamma 0.003 Theta -0.176 Vega 0.019 Open interest 0 Model this put
2	1	—	—	$34.65	$0.01	-0.016	110.3%	6	75
Call · $120 In the money Last $34.65 Breakeven $154.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $120 Last $0.01 Breakeven $119.99 Implied vol 110.3% Delta -0.016 ≈2% ITM Gamma 0.002 Theta -0.07 Vega 0.01 Open interest 75 Model this put
0	—	—	—	—	—	-0.066	159.4%	—	0
Call · $121 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $121 Last — Breakeven — Implied vol 159.4% Delta -0.066 ≈7% ITM Gamma 0.004 Theta -0.334 Vega 0.034 Open interest 0 Model this put
0	—	—	—	—	—	-0.068	156.7%	—	0
Call · $122 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $122 Last — Breakeven — Implied vol 156.7% Delta -0.068 ≈7% ITM Gamma 0.004 Theta -0.337 Vega 0.034 Open interest 0 Model this put
0	—	—	—	—	—	-0.071	154.2%	—	0
Call · $123 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $123 Last — Breakeven — Implied vol 154.2% Delta -0.071 ≈7% ITM Gamma 0.004 Theta -0.342 Vega 0.034 Open interest 0 Model this put
0	—	—	—	—	—	-0.069	148.1%	—	0
Call · $124 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $124 Last — Breakeven — Implied vol 148.1% Delta -0.069 ≈7% ITM Gamma 0.004 Theta -0.322 Vega 0.034 Open interest 0 Model this put
3	3	—	—	$39.60	$0.01	-0.01	90%	11	1.4k
Call · $125 In the money Last $39.60 Breakeven $164.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $125 Last $0.01 Breakeven $124.99 Implied vol 90% Delta -0.01 ≈1% ITM Gamma 0.001 Theta -0.04 Vega 0.01 Open interest 1.4k Model this put
0	—	—	—	—	—	-0.074	142.4%	—	0
Call · $126 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $126 Last — Breakeven — Implied vol 142.4% Delta -0.074 ≈7% ITM Gamma 0.004 Theta -0.324 Vega 0.035 Open interest 0 Model this put
0	—	—	—	—	—	-0.072	136.4%	—	0
Call · $127 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $127 Last — Breakeven — Implied vol 136.4% Delta -0.072 ≈7% ITM Gamma 0.004 Theta -0.304 Vega 0.035 Open interest 0 Model this put
0	—	—	—	—	—	-0.037	106%	—	0
Call · $128 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $128 Last — Breakeven — Implied vol 106% Delta -0.037 ≈4% ITM Gamma 0.003 Theta -0.14 Vega 0.02 Open interest 0 Model this put
0	—	—	—	—	—	-0.039	103.7%	—	0
Call · $129 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $129 Last — Breakeven — Implied vol 103.7% Delta -0.039 ≈4% ITM Gamma 0.004 Theta -0.142 Vega 0.02 Open interest 0 Model this put
9	4	—	—	$21.96	$0.12	-0.01	77%	9	137
Call · $130 In the money Last $21.96 Breakeven $151.96 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this call Put · $130 Last $0.12 Breakeven $129.88 Implied vol 77% Delta -0.01 ≈1% ITM Gamma 0.002 Theta -0.035 Vega 0.01 Open interest 137 Model this put
0	—	—	—	—	$0.44	-0.05	104.5%	2	1
Call · $131 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $131 Last $0.44 Breakeven $130.56 Implied vol 104.5% Delta -0.05 ≈5% ITM Gamma 0.004 Theta -0.175 Vega 0.02 Open interest 1 Model this put
0	—	—	—	—	$0.21	-0.035	91%	2	2
Call · $132 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $132 Last $0.21 Breakeven $131.79 Implied vol 91% Delta -0.035 ≈3% ITM Gamma 0.004 Theta -0.114 Vega 0.021 Open interest 2 Model this put
0	—	—	—	—	$0.38	-0.038	89.3%	1	1
Call · $133 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $133 Last $0.38 Breakeven $132.62 Implied vol 89.3% Delta -0.038 ≈4% ITM Gamma 0.004 Theta -0.119 Vega 0.021 Open interest 1 Model this put
0	—	—	—	—	$0.14	-0.02	74%	3	2
Call · $134 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $134 Last $0.14 Breakeven $133.86 Implied vol 74% Delta -0.02 ≈2% ITM Gamma 0.003 Theta -0.058 Vega 0.01 Open interest 2 Model this put
0	—	—	—	—	$0.04	-0.012	65.4%	6	222
Call · $135 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $135 Last $0.04 Breakeven $134.96 Implied vol 65.4% Delta -0.012 ≈1% ITM Gamma 0.002 Theta -0.033 Vega 0.01 Open interest 222 Model this put
0	—	—	—	—	$0.23	-0.046	84.2%	10	9
Call · $136 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $136 Last $0.23 Breakeven $135.77 Implied vol 84.2% Delta -0.046 ≈5% ITM Gamma 0.005 Theta -0.132 Vega 0.021 Open interest 9 Model this put
0	—	—	—	—	$0.73	-0.047	81.3%	691	689
Call · $137 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $137 Last $0.73 Breakeven $136.27 Implied vol 81.3% Delta -0.047 ≈5% ITM Gamma 0.005 Theta -0.13 Vega 0.021 Open interest 689 Model this put
0	—	—	—	—	$0.73	-0.029	69.1%	3	3
Call · $138 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $138 Last $0.73 Breakeven $137.27 Implied vol 69.1% Delta -0.029 ≈3% ITM Gamma 0.004 Theta -0.074 Vega 0.021 Open interest 3 Model this put
0	—	—	—	—	$0.19	-0.036	69.2%	3	2
Call · $139 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $139 Last $0.19 Breakeven $138.81 Implied vol 69.2% Delta -0.036 ≈4% ITM Gamma 0.005 Theta -0.088 Vega 0.021 Open interest 2 Model this put
3	2	—	—	$18.40	$0.07	-0.022	59%	36	769
Call · $140 In the money Last $18.40 Breakeven $158.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $140 Last $0.07 Breakeven $139.93 Implied vol 59% Delta -0.022 ≈2% ITM Gamma 0.004 Theta -0.05 Vega 0.011 Open interest 769 Model this put
0	—	—	—	—	$0.36	-0.06	74.5%	12	11
Call · $141 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $141 Last $0.36 Breakeven $140.64 Implied vol 74.5% Delta -0.06 ≈6% ITM Gamma 0.007 Theta -0.146 Vega 0.021 Open interest 11 Model this put
0	—	—	—	—	$0.54	-0.069	74.1%	28	26
Call · $142 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $142 Last $0.54 Breakeven $141.46 Implied vol 74.1% Delta -0.069 ≈7% ITM Gamma 0.008 Theta -0.161 Vega 0.037 Open interest 26 Model this put
0	—	—	—	—	$0.20	-0.046	61%	4	3
Call · $143 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $143 Last $0.20 Breakeven $142.80 Implied vol 61% Delta -0.046 ≈5% ITM Gamma 0.007 Theta -0.095 Vega 0.021 Open interest 3 Model this put
1	1	—	—	$14.84	$0.10	-0.022	48.5%	43	3
Call · $144 In the money Last $14.84 Breakeven $158.84 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $144 Last $0.10 Breakeven $143.90 Implied vol 48.5% Delta -0.022 ≈2% ITM Gamma 0.005 Theta -0.042 Vega 0.011 Open interest 3 Model this put
51	41	—	—	$22.25	$0.25	-0.055	58.2%	80	229
Call · $145 In the money Last $22.25 Breakeven $167.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 51 Model this call Put · $145 Last $0.25 Breakeven $144.75 Implied vol 58.2% Delta -0.055 ≈5% ITM Gamma 0.009 Theta -0.106 Vega 0.021 Open interest 229 Model this put
26	4	—	—	$17.25	$0.25	-0.05	52.9%	16	64
Call · $146 In the money Last $17.25 Breakeven $163.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 26 Model this call Put · $146 Last $0.25 Breakeven $145.75 Implied vol 52.9% Delta -0.05 ≈5% ITM Gamma 0.009 Theta -0.088 Vega 0.021 Open interest 64 Model this put
0	3	—	—	$21.26	$0.18	-0.06	53.3%	29	30
Call · $147 In the money Last $21.26 Breakeven $168.26 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $147 Last $0.18 Breakeven $146.82 Implied vol 53.3% Delta -0.06 ≈6% ITM Gamma 0.01 Theta -0.104 Vega 0.022 Open interest 30 Model this put
0	—	—	—	—	$0.20	-0.071	52.8%	7	75
Call · $148 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $148 Last $0.20 Breakeven $147.80 Implied vol 52.8% Delta -0.071 ≈7% ITM Gamma 0.011 Theta -0.117 Vega 0.037 Open interest 75 Model this put
2	2	—	—	$19.45	$0.51	-0.099	56.2%	4	35
Call · $149 In the money Last $19.45 Breakeven $168.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $149 Last $0.51 Breakeven $148.49 Implied vol 56.2% Delta -0.099 ≈10% ITM Gamma 0.014 Theta -0.159 Vega 0.038 Open interest 35 Model this put
72	9	—	—	$13.87	$0.61	-0.102	53%	131	400
Call · $150 In the money Last $13.87 Breakeven $163.87 Implied vol — Delta — Gamma — Theta — Vega — Open interest 72 Model this call Put · $150 Last $0.61 Breakeven $149.39 Implied vol 53% Delta -0.102 ≈10% ITM Gamma 0.015 Theta -0.154 Vega 0.038 Open interest 400 Model this put
45	2	—	—	$11.25	$0.97	-0.136	50.4%	39	574
Call · $152.5 In the money Last $11.25 Breakeven $163.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 45 Model this call Put · $152.5 Last $0.97 Breakeven $151.53 Implied vol 50.4% Delta -0.136 ≈14% ITM Gamma 0.019 Theta -0.18 Vega 0.057 Open interest 574 Model this put
349	8	39.6%	0.86	$9.66	$1.33	-0.199	51.3%	399	729
Call · $155 In the money Last $9.66 Breakeven $164.66 Implied vol 39.6% Delta 0.86 ≈86% ITM Gamma 0.025 Theta -0.156 Vega 0.057 Open interest 349 Model this call Put · $155 Last $1.33 Breakeven $153.67 Implied vol 51.3% Delta -0.199 ≈20% ITM Gamma 0.024 Theta -0.234 Vega 0.058 Open interest 729 Model this put
102	3	46.7%	0.749	$8.15	$2.10	-0.27	51.4%	39	269
Call · $157.5 In the money Last $8.15 Breakeven $165.65 Implied vol 46.7% Delta 0.749 ≈75% ITM Gamma 0.03 Theta -0.255 Vega 0.076 Open interest 102 Model this call Put · $157.5 Last $2.10 Breakeven $155.40 Implied vol 51.4% Delta -0.27 ≈27% ITM Gamma 0.029 Theta -0.275 Vega 0.076 Open interest 269 Model this put
636	61	42.5%	0.678	$6.11	$2.88	-0.346	51.3%	73	445
Call · $160 In the money Last $6.11 Breakeven $166.11 Implied vol 42.5% Delta 0.678 ≈68% ITM Gamma 0.038 Theta -0.261 Vega 0.077 Open interest 636 Model this call Put · $160 Last $2.88 Breakeven $157.12 Implied vol 51.3% Delta -0.346 ≈35% ITM Gamma 0.033 Theta -0.311 Vega 0.088 Open interest 445 Model this put
586	58	43.4%	0.576	$4.85	$3.98	-0.432	51.5%	35	58
Call · $162.5 In the money Last $4.85 Breakeven $167.35 Implied vol 43.4% Delta 0.576 ≈58% ITM Gamma 0.04 Theta -0.287 Vega 0.089 Open interest 586 Model this call Put · $162.5 Last $3.98 Breakeven $158.52 Implied vol 51.5% Delta -0.432 ≈43% ITM Gamma 0.034 Theta -0.327 Vega 0.089 Open interest 58 Model this put
Underlying $163.37
404	94	49.4%	0.482	$3.50	$5.25	-0.517	52.4%	34	67
Call · $165 Last $3.50 Breakeven $168.50 Implied vol 49.4% Delta 0.482 ≈48% ITM Gamma 0.036 Theta -0.332 Vega 0.09 Open interest 404 Model this call Put · $165 In the money Last $5.25 Breakeven $159.75 Implied vol 52.4% Delta -0.517 ≈52% ITM Gamma 0.034 Theta -0.338 Vega 0.09 Open interest 67 Model this put
271	180	46%	0.383	$2.40	$7.00	-0.599	52.9%	389	134
Call · $167.5 Last $2.40 Breakeven $169.90 Implied vol 46% Delta 0.383 ≈38% ITM Gamma 0.037 Theta -0.297 Vega 0.091 Open interest 271 Model this call Put · $167.5 In the money Last $7.00 Breakeven $160.50 Implied vol 52.9% Delta -0.599 ≈60% ITM Gamma 0.033 Theta -0.33 Vega 0.09 Open interest 134 Model this put
1k	300	45.8%	0.299	$1.79	$9.20	-0.662	56.6%	24	42
Call · $170 Last $1.79 Breakeven $171.79 Implied vol 45.8% Delta 0.299 ≈30% ITM Gamma 0.034 Theta -0.265 Vega 0.08 Open interest 1k Model this call Put · $170 In the money Last $9.20 Breakeven $160.80 Implied vol 56.6% Delta -0.662 ≈66% ITM Gamma 0.029 Theta -0.333 Vega 0.08 Open interest 42 Model this put
473	66	45.8%	0.223	$1.26	$6.78	-0.713	60.4%	1	22
Call · $172.5 Last $1.26 Breakeven $173.76 Implied vol 45.8% Delta 0.223 ≈22% ITM Gamma 0.029 Theta -0.229 Vega 0.062 Open interest 473 Model this call Put · $172.5 In the money Last $6.78 Breakeven $165.72 Implied vol 60.4% Delta -0.713 ≈71% ITM Gamma 0.025 Theta -0.329 Vega 0.08 Open interest 22 Model this put
498	136	45.8%	0.16	$0.78	$10.10	-0.765	61.9%	4	11
Call · $175 Last $0.78 Breakeven $175.78 Implied vol 45.8% Delta 0.16 ≈16% ITM Gamma 0.024 Theta -0.185 Vega 0.062 Open interest 498 Model this call Put · $175 In the money Last $10.10 Breakeven $164.90 Implied vol 61.9% Delta -0.765 ≈77% ITM Gamma 0.023 Theta -0.306 Vega 0.062 Open interest 11 Model this put
60	20	45.7%	0.112	$0.63	—	-0.814	61.2%	—	0
Call · $177.5 Last $0.63 Breakeven $178.13 Implied vol 45.7% Delta 0.112 ≈11% ITM Gamma 0.018 Theta -0.144 Vega 0.042 Open interest 60 Model this call Put · $177.5 In the money Last — Breakeven — Implied vol 61.2% Delta -0.814 ≈81% ITM Gamma 0.02 Theta -0.258 Vega 0.062 Open interest 0 Model this put
619	259	50.6%	0.097	$0.36	$16.60	-0.825	68.8%	10	11
Call · $180 Last $0.36 Breakeven $180.36 Implied vol 50.6% Delta 0.097 ≈10% ITM Gamma 0.015 Theta -0.144 Vega 0.042 Open interest 619 Model this call Put · $180 In the money Last $16.60 Breakeven $163.40 Implied vol 68.8% Delta -0.825 ≈83% ITM Gamma 0.017 Theta -0.28 Vega 0.063 Open interest 11 Model this put
117	136	47.3%	0.054	$0.29	$20.65	-0.863	68.9%	2	0
Call · $182.5 Last $0.29 Breakeven $182.79 Implied vol 47.3% Delta 0.054 ≈5% ITM Gamma 0.01 Theta -0.086 Vega 0.025 Open interest 117 Model this call Put · $182.5 In the money Last $20.65 Breakeven $161.85 Implied vol 68.9% Delta -0.863 ≈86% ITM Gamma 0.015 Theta -0.24 Vega 0.042 Open interest 0 Model this put
1.1k	16	54.7%	0.059	$0.21	$34.70	-0.875	73.2%	1	1
Call · $185 Last $0.21 Breakeven $185.21 Implied vol 54.7% Delta 0.059 ≈6% ITM Gamma 0.01 Theta -0.106 Vega 0.025 Open interest 1.1k Model this call Put · $185 In the money Last $34.70 Breakeven $150.30 Implied vol 73.2% Delta -0.875 ≈88% ITM Gamma 0.013 Theta -0.237 Vega 0.042 Open interest 1 Model this put
9	3	59.9%	0.057	$0.96	—	-0.865	84.4%	—	0
Call · $187.5 Last $0.96 Breakeven $188.46 Implied vol 59.9% Delta 0.057 ≈6% ITM Gamma 0.008 Theta -0.112 Vega 0.025 Open interest 9 Model this call Put · $187.5 In the money Last — Breakeven — Implied vol 84.4% Delta -0.865 ≈87% ITM Gamma 0.012 Theta -0.292 Vega 0.043 Open interest 0 Model this put
546	8	60.5%	0.041	$0.10	—	-0.877	88%	—	0
Call · $190 Last $0.10 Breakeven $190.10 Implied vol 60.5% Delta 0.041 ≈4% ITM Gamma 0.006 Theta -0.087 Vega 0.025 Open interest 546 Model this call Put · $190 In the money Last — Breakeven — Implied vol 88% Delta -0.877 ≈88% ITM Gamma 0.01 Theta -0.284 Vega 0.043 Open interest 0 Model this put
2	10	67.8%	0.047	$0.11	—	-0.901	86.9%	—	0
Call · $192.5 Last $0.11 Breakeven $192.61 Implied vol 67.8% Delta 0.047 ≈5% ITM Gamma 0.006 Theta -0.109 Vega 0.025 Open interest 2 Model this call Put · $192.5 In the money Last — Breakeven — Implied vol 86.9% Delta -0.901 ≈90% ITM Gamma 0.009 Theta -0.237 Vega 0.043 Open interest 0 Model this put
765	5	69.9%	0.038	$0.29	—	-0.907	91.5%	—	0
Call · $195 Last $0.29 Breakeven $195.29 Implied vol 69.9% Delta 0.038 ≈4% ITM Gamma 0.005 Theta -0.095 Vega 0.025 Open interest 765 Model this call Put · $195 In the money Last — Breakeven — Implied vol 91.5% Delta -0.907 ≈91% ITM Gamma 0.008 Theta -0.238 Vega 0.043 Open interest 0 Model this put
66	20	80.2%	0.039	$0.05	—	-0.897	108%	—	0
Call · $200 Last $0.05 Breakeven $200.05 Implied vol 80.2% Delta 0.039 ≈4% ITM Gamma 0.005 Theta -0.111 Vega 0.026 Open interest 66 Model this call Put · $200 In the money Last — Breakeven — Implied vol 108% Delta -0.897 ≈90% ITM Gamma 0.007 Theta -0.305 Vega 0.044 Open interest 0 Model this put
255	1	95.3%	0.051	$0.25	—	-0.923	110.2%	—	0
Call · $205 Last $0.25 Breakeven $205.25 Implied vol 95.3% Delta 0.051 ≈5% ITM Gamma 0.005 Theta -0.162 Vega 0.026 Open interest 255 Model this call Put · $205 In the money Last — Breakeven — Implied vol 110.2% Delta -0.923 ≈92% ITM Gamma 0.006 Theta -0.252 Vega 0.026 Open interest 0 Model this put
26	1	102.1%	0.044	$0.04	$54.80	-0.925	120.3%	8	0
Call · $210 Last $0.04 Breakeven $210.04 Implied vol 102.1% Delta 0.044 ≈4% ITM Gamma 0.004 Theta -0.156 Vega 0.026 Open interest 26 Model this call Put · $210 In the money Last $54.80 Breakeven $155.20 Implied vol 120.3% Delta -0.925 ≈92% ITM Gamma 0.005 Theta -0.27 Vega 0.026 Open interest 0 Model this put
364	7	134.8%	0.082	$0.03	$59.55	-0.917	135.9%	2	0
Call · $215 Last $0.03 Breakeven $215.03 Implied vol 134.8% Delta 0.082 ≈8% ITM Gamma 0.005 Theta -0.34 Vega 0.046 Open interest 364 Model this call Put · $215 In the money Last $59.55 Breakeven $155.45 Implied vol 135.9% Delta -0.917 ≈92% ITM Gamma 0.005 Theta -0.333 Vega 0.045 Open interest 0 Model this put
3	1	117.3%	0.038	$0.31	$64.75	-0.928	138.9%	10	0
Call · $220 Last $0.31 Breakeven $220.31 Implied vol 117.3% Delta 0.038 ≈4% ITM Gamma 0.003 Theta -0.16 Vega 0.027 Open interest 3 Model this call Put · $220 In the money Last $64.75 Breakeven $155.25 Implied vol 138.9% Delta -0.928 ≈93% ITM Gamma 0.004 Theta -0.301 Vega 0.027 Open interest 0 Model this put
2	4	127.2%	0.04	$0.92	$69.50	-0.936	142.7%	2	0
Call · $225 Last $0.92 Breakeven $225.92 Implied vol 127.2% Delta 0.04 ≈4% ITM Gamma 0.003 Theta -0.181 Vega 0.027 Open interest 2 Model this call Put · $225 In the money Last $69.50 Breakeven $155.50 Implied vol 142.7% Delta -0.936 ≈94% ITM Gamma 0.004 Theta -0.278 Vega 0.027 Open interest 0 Model this put
130	12	128.6%	0.033	$0.75	$74.50	-0.927	159.4%	2	0
Call · $230 Last $0.75 Breakeven $230.75 Implied vol 128.6% Delta 0.033 ≈3% ITM Gamma 0.003 Theta -0.154 Vega 0.014 Open interest 130 Model this call Put · $230 In the money Last $74.50 Breakeven $155.50 Implied vol 159.4% Delta -0.927 ≈93% ITM Gamma 0.004 Theta -0.352 Vega 0.027 Open interest 0 Model this put
0	—	—	—	—	—	-0.93	165.6%	—	0
Call · $235 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $235 In the money Last — Breakeven — Implied vol 165.6% Delta -0.93 ≈93% ITM Gamma 0.004 Theta -0.35 Vega 0.027 Open interest 0 Model this put

Call · $70 In the money

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

Model this call

Put · $70

Last: —
Breakeven: —
Implied vol: 310.8%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.172
Vega: 0.007
Open interest: 0

Model this put

Call · $75 In the money

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

Model this call

Put · $75

Last: —
Breakeven: —
Implied vol: 289.3%
Delta: -0.015 ≈1% ITM
Gamma: 0.001
Theta: -0.174
Vega: 0.008
Open interest: 0

Model this put

Call · $80 In the money

Last: $75.65
Breakeven: $155.65
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $80

Last: —
Breakeven: —
Implied vol: 267.9%
Delta: -0.016 ≈2% ITM
Gamma: 0.001
Theta: -0.173
Vega: 0.008
Open interest: 0

Model this put

Call · $85 In the money

Last: $70.75
Breakeven: $155.75
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $85

Last: —
Breakeven: —
Implied vol: 246.7%
Delta: -0.017 ≈2% ITM
Gamma: 0.001
Theta: -0.168
Vega: 0.008
Open interest: 0

Model this put

Call · $90 In the money

Last: $64.00
Breakeven: $154.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 104

Model this call

Put · $90

Last: —
Breakeven: —
Implied vol: 227.9%
Delta: -0.018 ≈2% ITM
Gamma: 0.001
Theta: -0.166
Vega: 0.008
Open interest: 0

Model this put

Call · $95 In the money

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

Model this call

Put · $95

Last: $0.12
Breakeven: $94.88
Implied vol: 212.6%
Delta: -0.02 ≈2% ITM
Gamma: 0.001
Theta: -0.172
Vega: 0.009
Open interest: 101

Model this put

Call · $100 In the money

Last: $62.69
Breakeven: $162.69
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 143

Model this call

Put · $100

Last: $0.17
Breakeven: $99.83
Implied vol: 192.4%
Delta: -0.021 ≈2% ITM
Gamma: 0.001
Theta: -0.16
Vega: 0.009
Open interest: 7

Model this put

Call · $105 In the money

Last: $50.85
Breakeven: $155.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 17

Model this call

Put · $105

Last: $0.25
Breakeven: $104.75
Implied vol: 148.6%
Delta: -0.01 ≈1% ITM
Gamma: 0.001
Theta: -0.063
Vega: 0.009
Open interest: 24

Model this put

Call · $110 In the money

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

Model this call

Put · $110

Last: $0.04
Breakeven: $109.96
Implied vol: 198.8%
Delta: -0.052 ≈5% ITM
Gamma: 0.002
Theta: -0.352
Vega: 0.032
Open interest: 4

Model this put

Call · $115 In the money

Last: $44.35
Breakeven: $159.35
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $115

Last: $0.09
Breakeven: $114.91
Implied vol: 115.6%
Delta: -0.009 ≈1% ITM
Gamma: 0.001
Theta: -0.046
Vega: 0.004
Open interest: 11

Model this put

Call · $117 In the money

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

Model this call

Put · $117

Last: —
Breakeven: —
Implied vol: 143.5%
Delta: -0.034 ≈3% ITM
Gamma: 0.002
Theta: -0.178
Vega: 0.019
Open interest: 0

Model this put

Call · $118 In the money

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

Model this call

Put · $118

Last: —
Breakeven: —
Implied vol: 140.4%
Delta: -0.035 ≈4% ITM
Gamma: 0.002
Theta: -0.177
Vega: 0.019
Open interest: 0

Model this put

Call · $119 In the money

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

Model this call

Put · $119

Last: —
Breakeven: —
Implied vol: 137.4%
Delta: -0.036 ≈4% ITM
Gamma: 0.003
Theta: -0.176
Vega: 0.019
Open interest: 0

Model this put

Call · $120 In the money

Last: $34.65
Breakeven: $154.65
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $120

Last: $0.01
Breakeven: $119.99
Implied vol: 110.3%
Delta: -0.016 ≈2% ITM
Gamma: 0.002
Theta: -0.07
Vega: 0.01
Open interest: 75

Model this put

Call · $121 In the money

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

Model this call

Put · $121

Last: —
Breakeven: —
Implied vol: 159.4%
Delta: -0.066 ≈7% ITM
Gamma: 0.004
Theta: -0.334
Vega: 0.034
Open interest: 0

Model this put

Call · $122 In the money

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

Model this call

Put · $122

Last: —
Breakeven: —
Implied vol: 156.7%
Delta: -0.068 ≈7% ITM
Gamma: 0.004
Theta: -0.337
Vega: 0.034
Open interest: 0

Model this put

Call · $123 In the money

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

Model this call

Put · $123

Last: —
Breakeven: —
Implied vol: 154.2%
Delta: -0.071 ≈7% ITM
Gamma: 0.004
Theta: -0.342
Vega: 0.034
Open interest: 0

Model this put

Call · $124 In the money

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

Model this call

Put · $124

Last: —
Breakeven: —
Implied vol: 148.1%
Delta: -0.069 ≈7% ITM
Gamma: 0.004
Theta: -0.322
Vega: 0.034
Open interest: 0

Model this put

Call · $125 In the money

Last: $39.60
Breakeven: $164.60
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $125

Last: $0.01
Breakeven: $124.99
Implied vol: 90%
Delta: -0.01 ≈1% ITM
Gamma: 0.001
Theta: -0.04
Vega: 0.01
Open interest: 1.4k

Model this put

Call · $126 In the money

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

Model this call

Put · $126

Last: —
Breakeven: —
Implied vol: 142.4%
Delta: -0.074 ≈7% ITM
Gamma: 0.004
Theta: -0.324
Vega: 0.035
Open interest: 0

Model this put

Call · $127 In the money

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

Model this call

Put · $127

Last: —
Breakeven: —
Implied vol: 136.4%
Delta: -0.072 ≈7% ITM
Gamma: 0.004
Theta: -0.304
Vega: 0.035
Open interest: 0

Model this put

Call · $128 In the money

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

Model this call

Put · $128

Last: —
Breakeven: —
Implied vol: 106%
Delta: -0.037 ≈4% ITM
Gamma: 0.003
Theta: -0.14
Vega: 0.02
Open interest: 0

Model this put

Call · $129 In the money

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

Model this call

Put · $129

Last: —
Breakeven: —
Implied vol: 103.7%
Delta: -0.039 ≈4% ITM
Gamma: 0.004
Theta: -0.142
Vega: 0.02
Open interest: 0

Model this put

Call · $130 In the money

Last: $21.96
Breakeven: $151.96
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 9

Model this call

Put · $130

Last: $0.12
Breakeven: $129.88
Implied vol: 77%
Delta: -0.01 ≈1% ITM
Gamma: 0.002
Theta: -0.035
Vega: 0.01
Open interest: 137

Model this put

Call · $131 In the money

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

Model this call

Put · $131

Last: $0.44
Breakeven: $130.56
Implied vol: 104.5%
Delta: -0.05 ≈5% ITM
Gamma: 0.004
Theta: -0.175
Vega: 0.02
Open interest: 1

Model this put

Call · $132 In the money

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

Model this call

Put · $132

Last: $0.21
Breakeven: $131.79
Implied vol: 91%
Delta: -0.035 ≈3% ITM
Gamma: 0.004
Theta: -0.114
Vega: 0.021
Open interest: 2

Model this put

Call · $133 In the money

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

Model this call

Put · $133

Last: $0.38
Breakeven: $132.62
Implied vol: 89.3%
Delta: -0.038 ≈4% ITM
Gamma: 0.004
Theta: -0.119
Vega: 0.021
Open interest: 1

Model this put

Call · $134 In the money

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

Model this call

Put · $134

Last: $0.14
Breakeven: $133.86
Implied vol: 74%
Delta: -0.02 ≈2% ITM
Gamma: 0.003
Theta: -0.058
Vega: 0.01
Open interest: 2

Model this put

Call · $135 In the money

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

Model this call

Put · $135

Last: $0.04
Breakeven: $134.96
Implied vol: 65.4%
Delta: -0.012 ≈1% ITM
Gamma: 0.002
Theta: -0.033
Vega: 0.01
Open interest: 222

Model this put

Call · $136 In the money

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

Model this call

Put · $136

Last: $0.23
Breakeven: $135.77
Implied vol: 84.2%
Delta: -0.046 ≈5% ITM
Gamma: 0.005
Theta: -0.132
Vega: 0.021
Open interest: 9

Model this put

Call · $137 In the money

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

Model this call

Put · $137

Last: $0.73
Breakeven: $136.27
Implied vol: 81.3%
Delta: -0.047 ≈5% ITM
Gamma: 0.005
Theta: -0.13
Vega: 0.021
Open interest: 689

Model this put

Call · $138 In the money

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

Model this call

Put · $138

Last: $0.73
Breakeven: $137.27
Implied vol: 69.1%
Delta: -0.029 ≈3% ITM
Gamma: 0.004
Theta: -0.074
Vega: 0.021
Open interest: 3

Model this put

Call · $139 In the money

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

Model this call

Put · $139

Last: $0.19
Breakeven: $138.81
Implied vol: 69.2%
Delta: -0.036 ≈4% ITM
Gamma: 0.005
Theta: -0.088
Vega: 0.021
Open interest: 2

Model this put

Call · $140 In the money

Last: $18.40
Breakeven: $158.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $140

Last: $0.07
Breakeven: $139.93
Implied vol: 59%
Delta: -0.022 ≈2% ITM
Gamma: 0.004
Theta: -0.05
Vega: 0.011
Open interest: 769

Model this put

Call · $141 In the money

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

Model this call

Put · $141

Last: $0.36
Breakeven: $140.64
Implied vol: 74.5%
Delta: -0.06 ≈6% ITM
Gamma: 0.007
Theta: -0.146
Vega: 0.021
Open interest: 11

Model this put

Call · $142 In the money

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

Model this call

Put · $142

Last: $0.54
Breakeven: $141.46
Implied vol: 74.1%
Delta: -0.069 ≈7% ITM
Gamma: 0.008
Theta: -0.161
Vega: 0.037
Open interest: 26

Model this put

Call · $143 In the money

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

Model this call

Put · $143

Last: $0.20
Breakeven: $142.80
Implied vol: 61%
Delta: -0.046 ≈5% ITM
Gamma: 0.007
Theta: -0.095
Vega: 0.021
Open interest: 3

Model this put

Call · $144 In the money

Last: $14.84
Breakeven: $158.84
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $144

Last: $0.10
Breakeven: $143.90
Implied vol: 48.5%
Delta: -0.022 ≈2% ITM
Gamma: 0.005
Theta: -0.042
Vega: 0.011
Open interest: 3

Model this put

Call · $145 In the money

Last: $22.25
Breakeven: $167.25
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 51

Model this call

Put · $145

Last: $0.25
Breakeven: $144.75
Implied vol: 58.2%
Delta: -0.055 ≈5% ITM
Gamma: 0.009
Theta: -0.106
Vega: 0.021
Open interest: 229

Model this put

Call · $146 In the money

Last: $17.25
Breakeven: $163.25
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 26

Model this call

Put · $146

Last: $0.25
Breakeven: $145.75
Implied vol: 52.9%
Delta: -0.05 ≈5% ITM
Gamma: 0.009
Theta: -0.088
Vega: 0.021
Open interest: 64

Model this put

Call · $147 In the money

Last: $21.26
Breakeven: $168.26
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this call

Put · $147

Last: $0.18
Breakeven: $146.82
Implied vol: 53.3%
Delta: -0.06 ≈6% ITM
Gamma: 0.01
Theta: -0.104
Vega: 0.022
Open interest: 30

Model this put

Call · $148 In the money

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

Model this call

Put · $148

Last: $0.20
Breakeven: $147.80
Implied vol: 52.8%
Delta: -0.071 ≈7% ITM
Gamma: 0.011
Theta: -0.117
Vega: 0.037
Open interest: 75

Model this put

Call · $149 In the money

Last: $19.45
Breakeven: $168.45
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $149

Last: $0.51
Breakeven: $148.49
Implied vol: 56.2%
Delta: -0.099 ≈10% ITM
Gamma: 0.014
Theta: -0.159
Vega: 0.038
Open interest: 35

Model this put

Call · $150 In the money

Last: $13.87
Breakeven: $163.87
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 72

Model this call

Put · $150

Last: $0.61
Breakeven: $149.39
Implied vol: 53%
Delta: -0.102 ≈10% ITM
Gamma: 0.015
Theta: -0.154
Vega: 0.038
Open interest: 400

Model this put

Call · $152.5 In the money

Last: $11.25
Breakeven: $163.75
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 45

Model this call

Put · $152.5

Last: $0.97
Breakeven: $151.53
Implied vol: 50.4%
Delta: -0.136 ≈14% ITM
Gamma: 0.019
Theta: -0.18
Vega: 0.057
Open interest: 574

Model this put

Call · $155 In the money

Last: $9.66
Breakeven: $164.66
Implied vol: 39.6%
Delta: 0.86 ≈86% ITM
Gamma: 0.025
Theta: -0.156
Vega: 0.057
Open interest: 349

Model this call

Put · $155

Last: $1.33
Breakeven: $153.67
Implied vol: 51.3%
Delta: -0.199 ≈20% ITM
Gamma: 0.024
Theta: -0.234
Vega: 0.058
Open interest: 729

Model this put

Call · $157.5 In the money

Last: $8.15
Breakeven: $165.65
Implied vol: 46.7%
Delta: 0.749 ≈75% ITM
Gamma: 0.03
Theta: -0.255
Vega: 0.076
Open interest: 102

Model this call

Put · $157.5

Last: $2.10
Breakeven: $155.40
Implied vol: 51.4%
Delta: -0.27 ≈27% ITM
Gamma: 0.029
Theta: -0.275
Vega: 0.076
Open interest: 269

Model this put

Call · $160 In the money

Last: $6.11
Breakeven: $166.11
Implied vol: 42.5%
Delta: 0.678 ≈68% ITM
Gamma: 0.038
Theta: -0.261
Vega: 0.077
Open interest: 636

Model this call

Put · $160

Last: $2.88
Breakeven: $157.12
Implied vol: 51.3%
Delta: -0.346 ≈35% ITM
Gamma: 0.033
Theta: -0.311
Vega: 0.088
Open interest: 445

Model this put

Call · $162.5 In the money

Last: $4.85
Breakeven: $167.35
Implied vol: 43.4%
Delta: 0.576 ≈58% ITM
Gamma: 0.04
Theta: -0.287
Vega: 0.089
Open interest: 586

Model this call

Put · $162.5

Last: $3.98
Breakeven: $158.52
Implied vol: 51.5%
Delta: -0.432 ≈43% ITM
Gamma: 0.034
Theta: -0.327
Vega: 0.089
Open interest: 58

Model this put

Call · $165

Last: $3.50
Breakeven: $168.50
Implied vol: 49.4%
Delta: 0.482 ≈48% ITM
Gamma: 0.036
Theta: -0.332
Vega: 0.09
Open interest: 404

Model this call

Put · $165 In the money

Last: $5.25
Breakeven: $159.75
Implied vol: 52.4%
Delta: -0.517 ≈52% ITM
Gamma: 0.034
Theta: -0.338
Vega: 0.09
Open interest: 67

Model this put

Call · $167.5

Last: $2.40
Breakeven: $169.90
Implied vol: 46%
Delta: 0.383 ≈38% ITM
Gamma: 0.037
Theta: -0.297
Vega: 0.091
Open interest: 271

Model this call

Put · $167.5 In the money

Last: $7.00
Breakeven: $160.50
Implied vol: 52.9%
Delta: -0.599 ≈60% ITM
Gamma: 0.033
Theta: -0.33
Vega: 0.09
Open interest: 134

Model this put

Call · $170

Last: $1.79
Breakeven: $171.79
Implied vol: 45.8%
Delta: 0.299 ≈30% ITM
Gamma: 0.034
Theta: -0.265
Vega: 0.08
Open interest: 1k

Model this call

Put · $170 In the money

Last: $9.20
Breakeven: $160.80
Implied vol: 56.6%
Delta: -0.662 ≈66% ITM
Gamma: 0.029
Theta: -0.333
Vega: 0.08
Open interest: 42

Model this put

Call · $172.5

Last: $1.26
Breakeven: $173.76
Implied vol: 45.8%
Delta: 0.223 ≈22% ITM
Gamma: 0.029
Theta: -0.229
Vega: 0.062
Open interest: 473

Model this call

Put · $172.5 In the money

Last: $6.78
Breakeven: $165.72
Implied vol: 60.4%
Delta: -0.713 ≈71% ITM
Gamma: 0.025
Theta: -0.329
Vega: 0.08
Open interest: 22

Model this put

Call · $175

Last: $0.78
Breakeven: $175.78
Implied vol: 45.8%
Delta: 0.16 ≈16% ITM
Gamma: 0.024
Theta: -0.185
Vega: 0.062
Open interest: 498

Model this call

Put · $175 In the money

Last: $10.10
Breakeven: $164.90
Implied vol: 61.9%
Delta: -0.765 ≈77% ITM
Gamma: 0.023
Theta: -0.306
Vega: 0.062
Open interest: 11

Model this put

Call · $177.5

Last: $0.63
Breakeven: $178.13
Implied vol: 45.7%
Delta: 0.112 ≈11% ITM
Gamma: 0.018
Theta: -0.144
Vega: 0.042
Open interest: 60

Model this call

Put · $177.5 In the money

Last: —
Breakeven: —
Implied vol: 61.2%
Delta: -0.814 ≈81% ITM
Gamma: 0.02
Theta: -0.258
Vega: 0.062
Open interest: 0

Model this put

Call · $180

Last: $0.36
Breakeven: $180.36
Implied vol: 50.6%
Delta: 0.097 ≈10% ITM
Gamma: 0.015
Theta: -0.144
Vega: 0.042
Open interest: 619

Model this call

Put · $180 In the money

Last: $16.60
Breakeven: $163.40
Implied vol: 68.8%
Delta: -0.825 ≈83% ITM
Gamma: 0.017
Theta: -0.28
Vega: 0.063
Open interest: 11

Model this put

Call · $182.5

Last: $0.29
Breakeven: $182.79
Implied vol: 47.3%
Delta: 0.054 ≈5% ITM
Gamma: 0.01
Theta: -0.086
Vega: 0.025
Open interest: 117

Model this call

Put · $182.5 In the money

Last: $20.65
Breakeven: $161.85
Implied vol: 68.9%
Delta: -0.863 ≈86% ITM
Gamma: 0.015
Theta: -0.24
Vega: 0.042
Open interest: 0

Model this put

Call · $185

Last: $0.21
Breakeven: $185.21
Implied vol: 54.7%
Delta: 0.059 ≈6% ITM
Gamma: 0.01
Theta: -0.106
Vega: 0.025
Open interest: 1.1k

Model this call

Put · $185 In the money

Last: $34.70
Breakeven: $150.30
Implied vol: 73.2%
Delta: -0.875 ≈88% ITM
Gamma: 0.013
Theta: -0.237
Vega: 0.042
Open interest: 1

Model this put

Call · $187.5

Last: $0.96
Breakeven: $188.46
Implied vol: 59.9%
Delta: 0.057 ≈6% ITM
Gamma: 0.008
Theta: -0.112
Vega: 0.025
Open interest: 9

Model this call

Put · $187.5 In the money

Last: —
Breakeven: —
Implied vol: 84.4%
Delta: -0.865 ≈87% ITM
Gamma: 0.012
Theta: -0.292
Vega: 0.043
Open interest: 0

Model this put

Call · $190

Last: $0.10
Breakeven: $190.10
Implied vol: 60.5%
Delta: 0.041 ≈4% ITM
Gamma: 0.006
Theta: -0.087
Vega: 0.025
Open interest: 546

Model this call

Put · $190 In the money

Last: —
Breakeven: —
Implied vol: 88%
Delta: -0.877 ≈88% ITM
Gamma: 0.01
Theta: -0.284
Vega: 0.043
Open interest: 0

Model this put

Call · $192.5

Last: $0.11
Breakeven: $192.61
Implied vol: 67.8%
Delta: 0.047 ≈5% ITM
Gamma: 0.006
Theta: -0.109
Vega: 0.025
Open interest: 2

Model this call

Put · $192.5 In the money

Last: —
Breakeven: —
Implied vol: 86.9%
Delta: -0.901 ≈90% ITM
Gamma: 0.009
Theta: -0.237
Vega: 0.043
Open interest: 0

Model this put

Call · $195

Last: $0.29
Breakeven: $195.29
Implied vol: 69.9%
Delta: 0.038 ≈4% ITM
Gamma: 0.005
Theta: -0.095
Vega: 0.025
Open interest: 765

Model this call

Put · $195 In the money

Last: —
Breakeven: —
Implied vol: 91.5%
Delta: -0.907 ≈91% ITM
Gamma: 0.008
Theta: -0.238
Vega: 0.043
Open interest: 0

Model this put

Call · $200

Last: $0.05
Breakeven: $200.05
Implied vol: 80.2%
Delta: 0.039 ≈4% ITM
Gamma: 0.005
Theta: -0.111
Vega: 0.026
Open interest: 66

Model this call

Put · $200 In the money

Last: —
Breakeven: —
Implied vol: 108%
Delta: -0.897 ≈90% ITM
Gamma: 0.007
Theta: -0.305
Vega: 0.044
Open interest: 0

Model this put

Call · $205

Last: $0.25
Breakeven: $205.25
Implied vol: 95.3%
Delta: 0.051 ≈5% ITM
Gamma: 0.005
Theta: -0.162
Vega: 0.026
Open interest: 255

Model this call

Put · $205 In the money

Last: —
Breakeven: —
Implied vol: 110.2%
Delta: -0.923 ≈92% ITM
Gamma: 0.006
Theta: -0.252
Vega: 0.026
Open interest: 0

Model this put

Call · $210

Last: $0.04
Breakeven: $210.04
Implied vol: 102.1%
Delta: 0.044 ≈4% ITM
Gamma: 0.004
Theta: -0.156
Vega: 0.026
Open interest: 26

Model this call

Put · $210 In the money

Last: $54.80
Breakeven: $155.20
Implied vol: 120.3%
Delta: -0.925 ≈92% ITM
Gamma: 0.005
Theta: -0.27
Vega: 0.026
Open interest: 0

Model this put

Call · $215

Last: $0.03
Breakeven: $215.03
Implied vol: 134.8%
Delta: 0.082 ≈8% ITM
Gamma: 0.005
Theta: -0.34
Vega: 0.046
Open interest: 364

Model this call

Put · $215 In the money

Last: $59.55
Breakeven: $155.45
Implied vol: 135.9%
Delta: -0.917 ≈92% ITM
Gamma: 0.005
Theta: -0.333
Vega: 0.045
Open interest: 0

Model this put

Call · $220

Last: $0.31
Breakeven: $220.31
Implied vol: 117.3%
Delta: 0.038 ≈4% ITM
Gamma: 0.003
Theta: -0.16
Vega: 0.027
Open interest: 3

Model this call

Put · $220 In the money

Last: $64.75
Breakeven: $155.25
Implied vol: 138.9%
Delta: -0.928 ≈93% ITM
Gamma: 0.004
Theta: -0.301
Vega: 0.027
Open interest: 0

Model this put

Call · $225

Last: $0.92
Breakeven: $225.92
Implied vol: 127.2%
Delta: 0.04 ≈4% ITM
Gamma: 0.003
Theta: -0.181
Vega: 0.027
Open interest: 2

Model this call

Put · $225 In the money

Last: $69.50
Breakeven: $155.50
Implied vol: 142.7%
Delta: -0.936 ≈94% ITM
Gamma: 0.004
Theta: -0.278
Vega: 0.027
Open interest: 0

Model this put

Call · $230

Last: $0.75
Breakeven: $230.75
Implied vol: 128.6%
Delta: 0.033 ≈3% ITM
Gamma: 0.003
Theta: -0.154
Vega: 0.014
Open interest: 130

Model this call

Put · $230 In the money

Last: $74.50
Breakeven: $155.50
Implied vol: 159.4%
Delta: -0.927 ≈93% ITM
Gamma: 0.004
Theta: -0.352
Vega: 0.027
Open interest: 0

Model this put

Call · $235

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

Model this call

Put · $235 In the money

Last: —
Breakeven: —
Implied vol: 165.6%
Delta: -0.93 ≈93% ITM
Gamma: 0.004
Theta: -0.35
Vega: 0.027
Open interest: 0

Model this put

VST · Vistra Corp.

Options Chain

Positioning

Open interest by strike · near the money

Chain