0
—
140.5%
0.988
—
80
—
-0.014
146.4%
—
0
Call · $80
In the money
Last —
Breakeven —
Implied vol 140.5%
Delta 0.988 ≈99% ITM
Gamma 0
Theta -0.046
Vega 0.016
Open interest 0
Model this call
Put · $80
Last —
Breakeven —
Implied vol 146.4%
Delta -0.014 ≈1% ITM
Gamma 0.001
Theta -0.047
Vega 0.016
Open interest 0
Model this put
0
—
129.8%
0.988
—
85
$0.80
-0.016
136.4%
1
1
Call · $85
In the money
Last —
Breakeven —
Implied vol 129.8%
Delta 0.988 ≈99% ITM
Gamma 0.001
Theta -0.045
Vega 0.017
Open interest 0
Model this call
Put · $85
Last $0.80
Breakeven $84.20
Implied vol 136.4%
Delta -0.016 ≈2% ITM
Gamma 0.001
Theta -0.047
Vega 0.017
Open interest 1
Model this put
0
—
119.8%
0.987
—
90
$0.90
-0.017
126.9%
1
1
Call · $90
In the money
Last —
Breakeven —
Implied vol 119.8%
Delta 0.987 ≈99% ITM
Gamma 0.001
Theta -0.044
Vega 0.017
Open interest 0
Model this call
Put · $90
Last $0.90
Breakeven $89.10
Implied vol 126.9%
Delta -0.017 ≈2% ITM
Gamma 0.001
Theta -0.046
Vega 0.017
Open interest 1
Model this put
0
—
110.3%
0.987
—
95
$1.20
-0.019
120.9%
1
1
Call · $95
In the money
Last —
Breakeven —
Implied vol 110.3%
Delta 0.987 ≈99% ITM
Gamma 0.001
Theta -0.043
Vega 0.018
Open interest 0
Model this call
Put · $95
Last $1.20
Breakeven $93.80
Implied vol 120.9%
Delta -0.019 ≈2% ITM
Gamma 0.001
Theta -0.05
Vega 0.018
Open interest 1
Model this put
0
—
101.3%
0.986
—
100
$1.70
-0.021
112.4%
1
4
Call · $100
In the money
Last —
Breakeven —
Implied vol 101.3%
Delta 0.986 ≈99% ITM
Gamma 0.001
Theta -0.041
Vega 0.018
Open interest 0
Model this call
Put · $100
Last $1.70
Breakeven $98.30
Implied vol 112.4%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -0.05
Vega 0.019
Open interest 4
Model this put
0
—
90.1%
0.988
—
105
$0.95
-0.023
103.6%
1
1
Call · $105
In the money
Last —
Breakeven —
Implied vol 90.1%
Delta 0.988 ≈99% ITM
Gamma 0.001
Theta -0.036
Vega 0.019
Open interest 0
Model this call
Put · $105
Last $0.95
Breakeven $104.05
Implied vol 103.6%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.049
Vega 0.037
Open interest 1
Model this put
2
3
79.4%
0.99
$55.00
110
$0.40
-0.024
95.2%
2
31
Call · $110
In the money
Last $55.00
Breakeven $165.00
Implied vol 79.4%
Delta 0.99 ≈99% ITM
Gamma 0.001
Theta -0.03
Vega 0.019
Open interest 2
Model this call
Put · $110
Last $0.40
Breakeven $109.60
Implied vol 95.2%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.048
Vega 0.038
Open interest 31
Model this put
0
—
82.1%
0.979
—
115
$1.05
-0.027
87.1%
1
1
Call · $115
In the money
Last —
Breakeven —
Implied vol 82.1%
Delta 0.979 ≈98% ITM
Gamma 0.001
Theta -0.047
Vega 0.019
Open interest 0
Model this call
Put · $115
Last $1.05
Breakeven $113.95
Implied vol 87.1%
Delta -0.027 ≈3% ITM
Gamma 0.001
Theta -0.047
Vega 0.039
Open interest 1
Model this put
0
—
74.6%
0.978
—
120
$0.15
-0.031
80.7%
2
8
Call · $120
In the money
Last —
Breakeven —
Implied vol 74.6%
Delta 0.978 ≈98% ITM
Gamma 0.001
Theta -0.046
Vega 0.02
Open interest 0
Model this call
Put · $120
Last $0.15
Breakeven $119.85
Implied vol 80.7%
Delta -0.031 ≈3% ITM
Gamma 0.002
Theta -0.049
Vega 0.04
Open interest 8
Model this put
0
—
70.3%
0.972
—
125
$0.38
-0.026
68.9%
3
6
Call · $125
In the money
Last —
Breakeven —
Implied vol 70.3%
Delta 0.972 ≈97% ITM
Gamma 0.002
Theta -0.052
Vega 0.04
Open interest 0
Model this call
Put · $125
Last $0.38
Breakeven $124.62
Implied vol 68.9%
Delta -0.026 ≈3% ITM
Gamma 0.002
Theta -0.036
Vega 0.04
Open interest 6
Model this put
0
—
64.2%
0.967
—
130
$1.30
-0.032
63.7%
1
296
Call · $130
In the money
Last —
Breakeven —
Implied vol 64.2%
Delta 0.967 ≈97% ITM
Gamma 0.002
Theta -0.054
Vega 0.041
Open interest 0
Model this call
Put · $130
Last $1.30
Breakeven $128.70
Implied vol 63.7%
Delta -0.032 ≈3% ITM
Gamma 0.002
Theta -0.04
Vega 0.041
Open interest 296
Model this put
2
2
59.4%
0.958
$27.16
135
$0.13
-0.045
61.1%
5
128
Call · $135
In the money
Last $27.16
Breakeven $162.16
Implied vol 59.4%
Delta 0.958 ≈96% ITM
Gamma 0.003
Theta -0.059
Vega 0.042
Open interest 2
Model this call
Put · $135
Last $0.13
Breakeven $134.87
Implied vol 61.1%
Delta -0.045 ≈5% ITM
Gamma 0.003
Theta -0.051
Vega 0.042
Open interest 128
Model this put
4
1
50.2%
0.961
$26.78
140
$0.30
-0.071
61.3%
4
8
Call · $140
In the money
Last $26.78
Breakeven $166.78
Implied vol 50.2%
Delta 0.961 ≈96% ITM
Gamma 0.003
Theta -0.051
Vega 0.043
Open interest 4
Model this call
Put · $140
Last $0.30
Breakeven $139.70
Implied vol 61.3%
Delta -0.071 ≈7% ITM
Gamma 0.005
Theta -0.072
Vega 0.074
Open interest 8
Model this put
92
300
49.6%
0.937
$25.28
145
$0.33
-0.075
52.6%
3
104
Call · $145
In the money
Last $25.28
Breakeven $170.28
Implied vol 49.6%
Delta 0.937 ≈94% ITM
Gamma 0.005
Theta -0.068
Vega 0.075
Open interest 92
Model this call
Put · $145
Last $0.33
Breakeven $144.67
Implied vol 52.6%
Delta -0.075 ≈7% ITM
Gamma 0.006
Theta -0.064
Vega 0.075
Open interest 104
Model this put
20
2
46.3%
0.911
$13.45
150
$0.79
-0.08
44.1%
1
300
Call · $150
In the money
Last $13.45
Breakeven $163.45
Implied vol 46.3%
Delta 0.911 ≈91% ITM
Gamma 0.007
Theta -0.079
Vega 0.077
Open interest 20
Model this call
Put · $150
Last $0.79
Breakeven $149.21
Implied vol 44.1%
Delta -0.08 ≈8% ITM
Gamma 0.007
Theta -0.056
Vega 0.076
Open interest 300
Model this put
8
4
44.5%
0.872
$8.58
155
$1.35
-0.131
44.9%
123
167
Call · $155
In the money
Last $8.58
Breakeven $163.58
Implied vol 44.5%
Delta 0.872 ≈87% ITM
Gamma 0.01
Theta -0.096
Vega 0.117
Open interest 8
Model this call
Put · $155
Last $1.35
Breakeven $153.65
Implied vol 44.9%
Delta -0.131 ≈13% ITM
Gamma 0.01
Theta -0.082
Vega 0.117
Open interest 167
Model this put
309
2
40.6%
0.826
$18.50
160
$11.20
-0.179
41.6%
65
63
Call · $160
In the money
Last $18.50
Breakeven $178.50
Implied vol 40.6%
Delta 0.826 ≈83% ITM
Gamma 0.013
Theta -0.105
Vega 0.119
Open interest 309
Model this call
Put · $160
Last $11.20
Breakeven $148.80
Implied vol 41.6%
Delta -0.179 ≈18% ITM
Gamma 0.013
Theta -0.093
Vega 0.12
Open interest 63
Model this put
752
3
39.9%
0.75
$6.25
165
$2.72
-0.247
39.1%
1
750
Call · $165
In the money
Last $6.25
Breakeven $171.25
Implied vol 39.9%
Delta 0.75 ≈75% ITM
Gamma 0.017
Theta -0.124
Vega 0.16
Open interest 752
Model this call
Put · $165
Last $2.72
Breakeven $162.28
Implied vol 39.1%
Delta -0.247 ≈25% ITM
Gamma 0.017
Theta -0.105
Vega 0.159
Open interest 750
Model this put
19
4
38.2%
0.663
$11.90
170
$4.27
-0.334
36.5%
2
200
Call · $170
In the money
Last $11.90
Breakeven $181.90
Implied vol 38.2%
Delta 0.663 ≈66% ITM
Gamma 0.02
Theta -0.135
Vega 0.186
Open interest 19
Model this call
Put · $170
Last $4.27
Breakeven $165.73
Implied vol 36.5%
Delta -0.334 ≈33% ITM
Gamma 0.021
Theta -0.114
Vega 0.186
Open interest 200
Model this put
410
56
36.6%
0.556
$9.00
175
$6.10
-0.446
35.3%
1
198
Call · $175
In the money
Last $9.00
Breakeven $184.00
Implied vol 36.6%
Delta 0.556 ≈56% ITM
Gamma 0.023
Theta -0.138
Vega 0.19
Open interest 410
Model this call
Put · $175
Last $6.10
Breakeven $168.90
Implied vol 35.3%
Delta -0.446 ≈45% ITM
Gamma 0.024
Theta -0.117
Vega 0.19
Open interest 198
Model this put
Underlying $176.15
9
45
36.4%
0.445
$5.50
180
$8.60
-0.561
35.6%
1
0
Call · $180
Last $5.50
Breakeven $185.50
Implied vol 36.4%
Delta 0.445 ≈44% ITM
Gamma 0.023
Theta -0.134
Vega 0.194
Open interest 9
Model this call
Put · $180
In the money
Last $8.60
Breakeven $171.40
Implied vol 35.6%
Delta -0.561 ≈56% ITM
Gamma 0.023
Theta -0.115
Vega 0.194
Open interest 0
Model this put
5
5
35.7%
0.337
$3.60
185
—
-0.665
36.5%
—
0
Call · $185
Last $3.60
Breakeven $188.60
Implied vol 35.7%
Delta 0.337 ≈34% ITM
Gamma 0.021
Theta -0.121
Vega 0.174
Open interest 5
Model this call
Put · $185
In the money
Last —
Breakeven —
Implied vol 36.5%
Delta -0.665 ≈66% ITM
Gamma 0.021
Theta -0.107
Vega 0.173
Open interest 0
Model this put
2
4
34.3%
0.233
$1.63
190
—
-0.784
33.1%
—
0
Call · $190
Last $1.63
Breakeven $191.63
Implied vol 34.3%
Delta 0.233 ≈23% ITM
Gamma 0.019
Theta -0.097
Vega 0.136
Open interest 2
Model this call
Put · $190
In the money
Last —
Breakeven —
Implied vol 33.1%
Delta -0.784 ≈78% ITM
Gamma 0.019
Theta -0.075
Vega 0.134
Open interest 0
Model this put
1
1
36%
0.169
$2.00
195
—
-0.862
33.7%
—
0
Call · $195
Last $2.00
Breakeven $197.00
Implied vol 36%
Delta 0.169 ≈17% ITM
Gamma 0.015
Theta -0.083
Vega 0.139
Open interest 1
Model this call
Put · $195
In the money
Last —
Breakeven —
Implied vol 33.7%
Delta -0.862 ≈86% ITM
Gamma 0.015
Theta -0.056
Vega 0.106
Open interest 0
Model this put
14
1
34.2%
0.1
$1.30
200
—
-0.885
37.8%
—
0
Call · $200
Last $1.30
Breakeven $201.30
Implied vol 34.2%
Delta 0.1 ≈10% ITM
Gamma 0.011
Theta -0.055
Vega 0.095
Open interest 14
Model this call
Put · $200
In the money
Last —
Breakeven —
Implied vol 37.8%
Delta -0.885 ≈88% ITM
Gamma 0.012
Theta -0.054
Vega 0.089
Open interest 0
Model this put
1
1
38.3%
0.055
$1.80
210
—
-0.978
35.6%
—
0
Call · $210
Last $1.80
Breakeven $211.80
Implied vol 38.3%
Delta 0.055 ≈5% ITM
Gamma 0.006
Theta -0.038
Vega 0.056
Open interest 1
Model this call
Put · $210
In the money
Last —
Breakeven —
Implied vol 35.6%
Delta -0.978 ≈98% ITM
Gamma 0.006
Theta -0.01
Vega 0.028
Open interest 0
Model this put
5
1
46.3%
0.047
$0.40
220
—
—
—
—
0
Call · $220
Last $0.40
Breakeven $220.40
Implied vol 46.3%
Delta 0.047 ≈5% ITM
Gamma 0.004
Theta -0.041
Vega 0.057
Open interest 5
Model this call
Put · $220
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
—
—
$0.85
230
$65.00
-0.97
54.1%
1
0
Call · $230
Last $0.85
Breakeven $230.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $230
In the money
Last $65.00
Breakeven $165.00
Implied vol 54.1%
Delta -0.97 ≈97% ITM
Gamma 0.004
Theta -0.025
Vega 0.04
Open interest 0
Model this put
0
—
—
—
—
240
—
—
—
—
0
Call · $240
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $240
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
—
—
—
250
—
—
—
—
0
Call · $250
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $250
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put