WOLF Stock — Wolfspeed, Inc.: Options Chain

Calls		Puts
0	—	424.2%	0.918	—	—	—	—	—	0
Call · $13 In the money Last — Breakeven — Implied vol 424.2% Delta 0.918 ≈92% ITM Gamma 0.013 Theta -0.174 Vega 0.004 Open interest 0 Model this call Put · $13 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	386.4%	0.907	—	—	—	—	—	0
Call · $14 In the money Last — Breakeven — Implied vol 386.4% Delta 0.907 ≈91% ITM Gamma 0.016 Theta -0.175 Vega 0.005 Open interest 0 Model this call Put · $14 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	338.6%	0.899	—	$0.04	-0.025	198.1%	4	0
Call · $15 In the money Last — Breakeven — Implied vol 338.6% Delta 0.899 ≈90% ITM Gamma 0.019 Theta -0.163 Vega 0.006 Open interest 0 Model this call Put · $15 Last $0.04 Breakeven $14.96 Implied vol 198.1% Delta -0.025 ≈2% ITM Gamma 0.011 Theta -0.03 Vega 0.002 Open interest 0 Model this put
0	—	315.1%	0.876	—	$0.06	-0.03	173.2%	5	0
Call · $16 In the money Last — Breakeven — Implied vol 315.1% Delta 0.876 ≈88% ITM Gamma 0.024 Theta -0.173 Vega 0.006 Open interest 0 Model this call Put · $16 Last $0.06 Breakeven $15.94 Implied vol 173.2% Delta -0.03 ≈3% ITM Gamma 0.014 Theta -0.031 Vega 0.002 Open interest 0 Model this put
0	—	264.4%	0.868	—	$0.10	-0.049	164.6%	156	0
Call · $17 In the money Last — Breakeven — Implied vol 264.4% Delta 0.868 ≈87% ITM Gamma 0.03 Theta -0.152 Vega 0.006 Open interest 0 Model this call Put · $17 Last $0.10 Breakeven $16.90 Implied vol 164.6% Delta -0.049 ≈5% ITM Gamma 0.023 Theta -0.044 Vega 0.002 Open interest 0 Model this put
0	—	205.1%	0.871	—	$0.18	-0.078	155.7%	9	1
Call · $18 In the money Last — Breakeven — Implied vol 205.1% Delta 0.871 ≈87% ITM Gamma 0.038 Theta -0.117 Vega 0.006 Open interest 0 Model this call Put · $18 Last $0.18 Breakeven $17.82 Implied vol 155.7% Delta -0.078 ≈8% ITM Gamma 0.034 Theta -0.06 Vega 0.004 Open interest 1 Model this put
0	—	195.2%	0.827	—	$0.28	-0.126	153.7%	213	1
Call · $19 In the money Last — Breakeven — Implied vol 195.2% Delta 0.827 ≈83% ITM Gamma 0.049 Theta -0.136 Vega 0.007 Open interest 0 Model this call Put · $19 Last $0.28 Breakeven $18.72 Implied vol 153.7% Delta -0.126 ≈13% ITM Gamma 0.05 Theta -0.085 Vega 0.007 Open interest 1 Model this put
2	2	172.3%	0.785	$6.39	$0.63	-0.2	158.9%	43	81
Call · $20 In the money Last $6.39 Breakeven $26.39 Implied vol 172.3% Delta 0.785 ≈78% ITM Gamma 0.063 Theta -0.137 Vega 0.009 Open interest 2 Model this call Put · $20 Last $0.63 Breakeven $19.37 Implied vol 158.9% Delta -0.2 ≈20% ITM Gamma 0.066 Theta -0.12 Vega 0.007 Open interest 81 Model this put
0	—	166.8%	0.751	—	$0.52	-0.238	155.5%	50	1
Call · $20.5 In the money Last — Breakeven — Implied vol 166.8% Delta 0.751 ≈75% ITM Gamma 0.07 Theta -0.143 Vega 0.009 Open interest 0 Model this call Put · $20.5 Last $0.52 Breakeven $19.98 Implied vol 155.5% Delta -0.238 ≈24% ITM Gamma 0.073 Theta -0.128 Vega 0.009 Open interest 1 Model this put
0	—	147.5%	0.727	—	$0.70	-0.277	151.4%	1	0
Call · $21 In the money Last — Breakeven — Implied vol 147.5% Delta 0.727 ≈73% ITM Gamma 0.083 Theta -0.132 Vega 0.009 Open interest 0 Model this call Put · $21 Last $0.70 Breakeven $20.30 Implied vol 151.4% Delta -0.277 ≈28% ITM Gamma 0.082 Theta -0.135 Vega 0.009 Open interest 0 Model this put
0	1	157.2%	0.676	$2.30	$0.95	-0.319	148.5%	9	1
Call · $21.5 In the money Last $2.30 Breakeven $23.80 Implied vol 157.2% Delta 0.676 ≈68% ITM Gamma 0.086 Theta -0.155 Vega 0.01 Open interest 0 Model this call Put · $21.5 Last $0.95 Breakeven $20.55 Implied vol 148.5% Delta -0.319 ≈32% ITM Gamma 0.09 Theta -0.143 Vega 0.009 Open interest 1 Model this put
0	23	154.6%	0.63	$2.19	$1.20	-0.366	144.7%	43	16
Call · $22 In the money Last $2.19 Breakeven $24.19 Implied vol 154.6% Delta 0.63 ≈63% ITM Gamma 0.09 Theta -0.157 Vega 0.011 Open interest 0 Model this call Put · $22 Last $1.20 Breakeven $20.80 Implied vol 144.7% Delta -0.366 ≈37% ITM Gamma 0.096 Theta -0.145 Vega 0.011 Open interest 16 Model this put
0	5	149.8%	0.583	$1.78	$1.24	-0.416	144.7%	2	2
Call · $22.5 In the money Last $1.78 Breakeven $24.28 Implied vol 149.8% Delta 0.583 ≈58% ITM Gamma 0.096 Theta -0.158 Vega 0.011 Open interest 0 Model this call Put · $22.5 Last $1.24 Breakeven $21.26 Implied vol 144.7% Delta -0.416 ≈42% ITM Gamma 0.1 Theta -0.15 Vega 0.011 Open interest 2 Model this put
0	91	154.5%	0.536	$1.72	$1.57	-0.467	145.8%	151	61
Call · $23 In the money Last $1.72 Breakeven $24.72 Implied vol 154.5% Delta 0.536 ≈54% ITM Gamma 0.096 Theta -0.168 Vega 0.011 Open interest 0 Model this call Put · $23 Last $1.57 Breakeven $21.43 Implied vol 145.8% Delta -0.467 ≈47% ITM Gamma 0.102 Theta -0.156 Vega 0.011 Open interest 61 Model this put
Underlying $23.09
0	59	151.4%	0.488	$1.45	$1.93	-0.52	139.1%	12	19
Call · $23.5 Last $1.45 Breakeven $24.95 Implied vol 151.4% Delta 0.488 ≈49% ITM Gamma 0.097 Theta -0.163 Vega 0.011 Open interest 0 Model this call Put · $23.5 In the money Last $1.93 Breakeven $21.57 Implied vol 139.1% Delta -0.52 ≈52% ITM Gamma 0.106 Theta -0.147 Vega 0.011 Open interest 19 Model this put
0	75	151.6%	0.441	$1.22	$2.20	-0.57	139.9%	32	28
Call · $24 Last $1.22 Breakeven $25.22 Implied vol 151.6% Delta 0.441 ≈44% ITM Gamma 0.096 Theta -0.161 Vega 0.011 Open interest 0 Model this call Put · $24 In the money Last $2.20 Breakeven $21.80 Implied vol 139.9% Delta -0.57 ≈57% ITM Gamma 0.104 Theta -0.146 Vega 0.011 Open interest 28 Model this put
4	79	153.1%	0.396	$1.05	$1.86	-0.621	138.6%	5	5
Call · $24.5 Last $1.05 Breakeven $25.55 Implied vol 153.1% Delta 0.396 ≈40% ITM Gamma 0.094 Theta -0.161 Vega 0.011 Open interest 4 Model this call Put · $24.5 In the money Last $1.86 Breakeven $22.64 Implied vol 138.6% Delta -0.621 ≈62% ITM Gamma 0.103 Theta -0.141 Vega 0.01 Open interest 5 Model this put
0	220	151.9%	0.355	$0.89	$2.77	-0.646	151.6%	9	84
Call · $25 Last $0.89 Breakeven $25.89 Implied vol 151.9% Delta 0.355 ≈35% ITM Gamma 0.091 Theta -0.152 Vega 0.01 Open interest 0 Model this call Put · $25 In the money Last $2.77 Breakeven $22.23 Implied vol 151.6% Delta -0.646 ≈65% ITM Gamma 0.091 Theta -0.149 Vega 0.01 Open interest 84 Model this put
13	5	155.6%	0.321	$0.77	$3.35	-0.714	135.6%	5	17
Call · $25.5 Last $0.77 Breakeven $26.27 Implied vol 155.6% Delta 0.321 ≈32% ITM Gamma 0.085 Theta -0.149 Vega 0.01 Open interest 13 Model this call Put · $25.5 In the money Last $3.35 Breakeven $22.15 Implied vol 135.6% Delta -0.714 ≈71% ITM Gamma 0.093 Theta -0.122 Vega 0.01 Open interest 17 Model this put
11	27	150.7%	0.273	$0.60	$3.75	-0.722	153.9%	3	157
Call · $26 Last $0.60 Breakeven $26.60 Implied vol 150.7% Delta 0.273 ≈27% ITM Gamma 0.082 Theta -0.135 Vega 0.01 Open interest 11 Model this call Put · $26 In the money Last $3.75 Breakeven $22.25 Implied vol 153.9% Delta -0.722 ≈72% ITM Gamma 0.081 Theta -0.137 Vega 0.01 Open interest 157 Model this put
10	201	153.8%	0.245	$0.45	$3.13	-0.818	122.4%	5	5
Call · $26.5 Last $0.45 Breakeven $26.95 Implied vol 153.8% Delta 0.245 ≈24% ITM Gamma 0.076 Theta -0.131 Vega 0.008 Open interest 10 Model this call Put · $26.5 In the money Last $3.13 Breakeven $23.37 Implied vol 122.4% Delta -0.818 ≈82% ITM Gamma 0.08 Theta -0.084 Vega 0.008 Open interest 5 Model this put
178	38	149.3%	0.207	$0.41	$3.50	-0.862	118%	20	195
Call · $27 Last $0.41 Breakeven $27.41 Implied vol 149.3% Delta 0.207 ≈21% ITM Gamma 0.071 Theta -0.114 Vega 0.008 Open interest 178 Model this call Put · $27 In the money Last $3.50 Breakeven $23.50 Implied vol 118% Delta -0.862 ≈86% ITM Gamma 0.07 Theta -0.068 Vega 0.005 Open interest 195 Model this put
3	7	150.5%	0.18	$0.36	$4.95	-0.81	155.7%	1	16
Call · $27.5 Last $0.36 Breakeven $27.86 Implied vol 150.5% Delta 0.18 ≈18% ITM Gamma 0.064 Theta -0.106 Vega 0.008 Open interest 3 Model this call Put · $27.5 In the money Last $4.95 Breakeven $22.55 Implied vol 155.7% Delta -0.81 ≈81% ITM Gamma 0.064 Theta -0.111 Vega 0.008 Open interest 16 Model this put
16	7	153.5%	0.157	$0.39	$5.10	-0.825	162.5%	3	14
Call · $28 Last $0.39 Breakeven $28.39 Implied vol 153.5% Delta 0.157 ≈16% ITM Gamma 0.058 Theta -0.1 Vega 0.008 Open interest 16 Model this call Put · $28 In the money Last $5.10 Breakeven $22.90 Implied vol 162.5% Delta -0.825 ≈82% ITM Gamma 0.059 Theta -0.11 Vega 0.008 Open interest 14 Model this put
8	10	143.7%	0.12	$0.32	$1.10	-0.911	128.9%	2	124
Call · $28.5 Last $0.32 Breakeven $28.82 Implied vol 143.7% Delta 0.12 ≈12% ITM Gamma 0.051 Theta -0.077 Vega 0.005 Open interest 8 Model this call Put · $28.5 In the money Last $1.10 Breakeven $27.40 Implied vol 128.9% Delta -0.911 ≈91% ITM Gamma 0.047 Theta -0.054 Vega 0.005 Open interest 124 Model this put
17	21	144.3%	0.101	$0.23	$5.61	—	—	20	42
Call · $29 Last $0.23 Breakeven $29.23 Implied vol 144.3% Delta 0.101 ≈10% ITM Gamma 0.045 Theta -0.068 Vega 0.005 Open interest 17 Model this call Put · $29 In the money Last $5.61 Breakeven $23.39 Implied vol — Delta — Gamma — Theta — Vega — Open interest 42 Model this put
8	6	148.5%	0.09	$0.22	$5.82	—	—	1	3
Call · $29.5 Last $0.22 Breakeven $29.72 Implied vol 148.5% Delta 0.09 ≈9% ITM Gamma 0.04 Theta -0.065 Vega 0.005 Open interest 8 Model this call Put · $29.5 In the money Last $5.82 Breakeven $23.68 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
45	8	163.6%	0.1	$0.10	$6.22	-0.955	128.4%	15	1.2k
Call · $30 Last $0.10 Breakeven $30.10 Implied vol 163.6% Delta 0.1 ≈10% ITM Gamma 0.04 Theta -0.077 Vega 0.005 Open interest 45 Model this call Put · $30 In the money Last $6.22 Breakeven $23.78 Implied vol 128.4% Delta -0.955 ≈96% ITM Gamma 0.028 Theta -0.03 Vega 0.003 Open interest 1.2k Model this put
1.3k	2	155.4%	0.073	$0.21	$2.85	—	—	3	3
Call · $30.5 Last $0.21 Breakeven $30.71 Implied vol 155.4% Delta 0.073 ≈7% ITM Gamma 0.033 Theta -0.058 Vega 0.003 Open interest 1.3k Model this call Put · $30.5 In the money Last $2.85 Breakeven $27.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
37	4	172.5%	0.083	$0.22	$6.99	—	—	2	78
Call · $31 Last $0.22 Breakeven $31.22 Implied vol 172.5% Delta 0.083 ≈8% ITM Gamma 0.033 Theta -0.071 Vega 0.006 Open interest 37 Model this call Put · $31 In the money Last $6.99 Breakeven $24.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 78 Model this put
2	6	178.6%	0.08	$0.51	$2.45	—	—	1	1
Call · $31.5 Last $0.51 Breakeven $32.01 Implied vol 178.6% Delta 0.08 ≈8% ITM Gamma 0.031 Theta -0.072 Vega 0.003 Open interest 2 Model this call Put · $31.5 In the money Last $2.45 Breakeven $29.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
56	7	174%	0.066	$0.07	$4.70	-0.992	118.1%	1	1
Call · $32 Last $0.07 Breakeven $32.07 Implied vol 174% Delta 0.066 ≈7% ITM Gamma 0.027 Theta -0.06 Vega 0.003 Open interest 56 Model this call Put · $32 In the money Last $4.70 Breakeven $27.30 Implied vol 118.1% Delta -0.992 ≈99% ITM Gamma 0.009 Theta -0.006 Vega 0.001 Open interest 1 Model this put
5	3	200.5%	0.087	$0.40	$8.79	—	—	2	3
Call · $32.5 Last $0.40 Breakeven $32.90 Implied vol 200.5% Delta 0.087 ≈9% ITM Gamma 0.029 Theta -0.085 Vega 0.006 Open interest 5 Model this call Put · $32.5 In the money Last $8.79 Breakeven $23.71 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
1.1k	3	184.5%	0.061	$0.14	$3.11	—	—	4	3
Call · $33 Last $0.14 Breakeven $33.14 Implied vol 184.5% Delta 0.061 ≈6% ITM Gamma 0.024 Theta -0.059 Vega 0.003 Open interest 1.1k Model this call Put · $33 In the money Last $3.11 Breakeven $29.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
13	2	228.4%	0.103	$0.10	—	—	—	—	0
Call · $33.5 Last $0.10 Breakeven $33.60 Implied vol 228.4% Delta 0.103 ≈10% ITM Gamma 0.029 Theta -0.11 Vega 0.006 Open interest 13 Model this call Put · $33.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
14	10	238.5%	0.106	$0.96	$5.15	—	—	2	8
Call · $34 Last $0.96 Breakeven $34.96 Implied vol 238.5% Delta 0.106 ≈11% ITM Gamma 0.028 Theta -0.116 Vega 0.006 Open interest 14 Model this call Put · $34 In the money Last $5.15 Breakeven $28.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this put
418	5	235.8%	0.091	$0.28	$9.57	—	—	2	4
Call · $34.5 Last $0.28 Breakeven $34.78 Implied vol 235.8% Delta 0.091 ≈9% ITM Gamma 0.026 Theta -0.104 Vega 0.006 Open interest 418 Model this call Put · $34.5 In the money Last $9.57 Breakeven $24.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this put
226	14	180.1%	0.03	$0.07	$12.42	—	—	8	77
Call · $35 Last $0.07 Breakeven $35.07 Implied vol 180.1% Delta 0.03 ≈3% ITM Gamma 0.014 Theta -0.033 Vega 0.002 Open interest 226 Model this call Put · $35 In the money Last $12.42 Breakeven $22.58 Implied vol — Delta — Gamma — Theta — Vega — Open interest 77 Model this put
8	4	215.8%	0.058	$0.79	$7.53	—	—	8	8
Call · $35.5 Last $0.79 Breakeven $36.29 Implied vol 215.8% Delta 0.058 ≈6% ITM Gamma 0.019 Theta -0.066 Vega 0.003 Open interest 8 Model this call Put · $35.5 In the money Last $7.53 Breakeven $27.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this put
29	6	267%	0.102	$0.07	$12.48	—	—	1	3
Call · $36 Last $0.07 Breakeven $36.07 Implied vol 267% Delta 0.102 ≈10% ITM Gamma 0.025 Theta -0.127 Vega 0.006 Open interest 29 Model this call Put · $36 In the money Last $12.48 Breakeven $23.52 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
6	4	294.9%	0.126	$0.60	—	—	—	—	0
Call · $36.5 Last $0.60 Breakeven $37.10 Implied vol 294.9% Delta 0.126 ≈13% ITM Gamma 0.026 Theta -0.162 Vega 0.006 Open interest 6 Model this call Put · $36.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
706	1	277%	0.095	$0.05	—	—	—	—	0
Call · $37 Last $0.05 Breakeven $37.05 Implied vol 277% Delta 0.095 ≈10% ITM Gamma 0.023 Theta -0.126 Vega 0.006 Open interest 706 Model this call Put · $37 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
31	27	283.9%	0.095	$0.45	$11.87	—	—	1	0
Call · $37.5 Last $0.45 Breakeven $37.95 Implied vol 283.9% Delta 0.095 ≈10% ITM Gamma 0.022 Theta -0.129 Vega 0.006 Open interest 31 Model this call Put · $37.5 In the money Last $11.87 Breakeven $25.63 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
85	1	289.9%	0.094	$0.17	$7.64	—	—	1	5
Call · $38 Last $0.17 Breakeven $38.17 Implied vol 289.9% Delta 0.094 ≈9% ITM Gamma 0.021 Theta -0.131 Vega 0.006 Open interest 85 Model this call Put · $38 In the money Last $7.64 Breakeven $30.36 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this put
31	28	299.1%	0.097	$0.48	$12.00	—	—	10	4
Call · $38.5 Last $0.48 Breakeven $38.98 Implied vol 299.1% Delta 0.097 ≈10% ITM Gamma 0.021 Theta -0.138 Vega 0.006 Open interest 31 Model this call Put · $38.5 In the money Last $12.00 Breakeven $26.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this put
90	33	305%	0.095	$0.34	$5.95	—	—	3	13
Call · $39 Last $0.34 Breakeven $39.34 Implied vol 305% Delta 0.095 ≈10% ITM Gamma 0.021 Theta -0.139 Vega 0.006 Open interest 90 Model this call Put · $39 In the money Last $5.95 Breakeven $33.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 Model this put
63	2	315.6%	0.1	$0.54	$7.25	—	—	25	18
Call · $39.5 Last $0.54 Breakeven $40.04 Implied vol 315.6% Delta 0.1 ≈10% ITM Gamma 0.021 Theta -0.149 Vega 0.006 Open interest 63 Model this call Put · $39.5 In the money Last $7.25 Breakeven $32.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 18 Model this put
161	20	260.8%	0.048	$0.04	$16.65	—	—	2	62
Call · $40 Last $0.04 Breakeven $40.04 Implied vol 260.8% Delta 0.048 ≈5% ITM Gamma 0.014 Theta -0.07 Vega 0.004 Open interest 161 Model this call Put · $40 In the money Last $16.65 Breakeven $23.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 62 Model this put
29	7	319%	0.092	$0.02	$7.47	—	—	1	14
Call · $40.5 Last $0.02 Breakeven $40.52 Implied vol 319% Delta 0.092 ≈9% ITM Gamma 0.019 Theta -0.141 Vega 0.004 Open interest 29 Model this call Put · $40.5 In the money Last $7.47 Breakeven $33.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 14 Model this put
16	11	324.8%	0.092	$0.30	$8.17	—	—	5	7
Call · $41 Last $0.30 Breakeven $41.30 Implied vol 324.8% Delta 0.092 ≈9% ITM Gamma 0.019 Theta -0.144 Vega 0.004 Open interest 16 Model this call Put · $41 In the money Last $8.17 Breakeven $32.83 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this put
9	1	344.2%	0.103	$1.59	$8.68	—	—	1	1
Call · $41.5 Last $1.59 Breakeven $43.09 Implied vol 344.2% Delta 0.103 ≈10% ITM Gamma 0.019 Theta -0.166 Vega 0.006 Open interest 9 Model this call Put · $41.5 In the money Last $8.68 Breakeven $32.82 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
53	3	352.7%	0.105	$0.58	$11.20	—	—	1	6
Call · $42 Last $0.58 Breakeven $42.58 Implied vol 352.7% Delta 0.105 ≈11% ITM Gamma 0.019 Theta -0.172 Vega 0.006 Open interest 53 Model this call Put · $42 In the money Last $11.20 Breakeven $30.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this put
43	1	361.9%	0.108	$1.42	$9.29	—	—	1	2
Call · $42.5 Last $1.42 Breakeven $43.92 Implied vol 361.9% Delta 0.108 ≈11% ITM Gamma 0.019 Theta -0.18 Vega 0.006 Open interest 43 Model this call Put · $42.5 In the money Last $9.29 Breakeven $33.21 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
16	1	369.5%	0.11	$0.12	$19.14	—	—	1	6
Call · $43 Last $0.12 Breakeven $43.12 Implied vol 369.5% Delta 0.11 ≈11% ITM Gamma 0.019 Theta -0.186 Vega 0.006 Open interest 16 Model this call Put · $43 In the money Last $19.14 Breakeven $23.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this put
7	1	376.9%	0.111	$2.24	—	—	—	—	0
Call · $43.5 Last $2.24 Breakeven $45.74 Implied vol 376.9% Delta 0.111 ≈11% ITM Gamma 0.019 Theta -0.191 Vega 0.006 Open interest 7 Model this call Put · $43.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
37	1	375.1%	0.103	$0.54	$10.51	—	—	1	1
Call · $44 Last $0.54 Breakeven $44.54 Implied vol 375.1% Delta 0.103 ≈10% ITM Gamma 0.018 Theta -0.181 Vega 0.007 Open interest 37 Model this call Put · $44 In the money Last $10.51 Breakeven $33.49 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
40	4	387.8%	0.11	$0.95	$8.80	—	—	1	1
Call · $44.5 Last $0.95 Breakeven $45.45 Implied vol 387.8% Delta 0.11 ≈11% ITM Gamma 0.018 Theta -0.196 Vega 0.007 Open interest 40 Model this call Put · $44.5 In the money Last $8.80 Breakeven $35.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
120	29	389.8%	0.106	$0.10	$14.28	—	—	7	17
Call · $45 Last $0.10 Breakeven $45.10 Implied vol 389.8% Delta 0.106 ≈11% ITM Gamma 0.017 Theta -0.192 Vega 0.007 Open interest 120 Model this call Put · $45 In the money Last $14.28 Breakeven $30.72 Implied vol — Delta — Gamma — Theta — Vega — Open interest 17 Model this put
30	3	399.2%	0.11	$0.82	$11.20	—	—	1	2
Call · $45.5 Last $0.82 Breakeven $46.32 Implied vol 399.2% Delta 0.11 ≈11% ITM Gamma 0.017 Theta -0.201 Vega 0.007 Open interest 30 Model this call Put · $45.5 In the money Last $11.20 Breakeven $34.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
34	7	328.2%	0.054	$1.51	$16.75	—	—	1	2
Call · $46 Last $1.51 Breakeven $47.51 Implied vol 328.2% Delta 0.054 ≈5% ITM Gamma 0.012 Theta -0.095 Vega 0.004 Open interest 34 Model this call Put · $46 In the money Last $16.75 Breakeven $29.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
22	1	404.6%	0.104	$0.58	—	—	—	—	0
Call · $46.5 Last $0.58 Breakeven $47.08 Implied vol 404.6% Delta 0.104 ≈10% ITM Gamma 0.017 Theta -0.198 Vega 0.004 Open interest 22 Model this call Put · $46.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
38	5	320.4%	0.043	$0.46	$15.89	—	—	1	10
Call · $47 Last $0.46 Breakeven $47.46 Implied vol 320.4% Delta 0.043 ≈4% ITM Gamma 0.01 Theta -0.078 Vega 0.002 Open interest 38 Model this call Put · $47 In the money Last $15.89 Breakeven $31.11 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this put
38	1	413.4%	0.104	$0.80	—	—	—	—	0
Call · $47.5 Last $0.80 Breakeven $48.30 Implied vol 413.4% Delta 0.104 ≈10% ITM Gamma 0.016 Theta -0.201 Vega 0.004 Open interest 38 Model this call Put · $47.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
25	2	317.1%	0.037	$0.05	$17.81	—	—	1	4
Call · $48 Last $0.05 Breakeven $48.05 Implied vol 317.1% Delta 0.037 ≈4% ITM Gamma 0.009 Theta -0.068 Vega 0.002 Open interest 25 Model this call Put · $48 In the money Last $17.81 Breakeven $30.19 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this put
11	79	473.5%	0.147	$8.05	$14.40	—	—	1	1
Call · $48.5 Last $8.05 Breakeven $56.55 Implied vol 473.5% Delta 0.147 ≈15% ITM Gamma 0.018 Theta -0.29 Vega 0.007 Open interest 11 Model this call Put · $48.5 In the money Last $14.40 Breakeven $34.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
24	2	466.1%	0.136	$5.68	$13.84	—	—	1	3
Call · $49 Last $5.68 Breakeven $54.68 Implied vol 466.1% Delta 0.136 ≈14% ITM Gamma 0.017 Theta -0.271 Vega 0.007 Open interest 24 Model this call Put · $49 In the money Last $13.84 Breakeven $35.16 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
599	2	337.8%	0.039	$0.18	$7.60	—	—	2	2
Call · $50 Last $0.18 Breakeven $50.18 Implied vol 337.8% Delta 0.039 ≈4% ITM Gamma 0.009 Theta -0.076 Vega 0.002 Open interest 599 Model this call Put · $50 In the money Last $7.60 Breakeven $42.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
3	1	417.4%	0.086	$1.04	$8.80	—	—	2	2
Call · $51 Last $1.04 Breakeven $52.04 Implied vol 417.4% Delta 0.086 ≈9% ITM Gamma 0.014 Theta -0.174 Vega 0.004 Open interest 3 Model this call Put · $51 In the money Last $8.80 Breakeven $42.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
7	8	421%	0.085	$1.95	—	—	—	—	0
Call · $51.5 Last $1.95 Breakeven $53.45 Implied vol 421% Delta 0.085 ≈9% ITM Gamma 0.014 Theta -0.174 Vega 0.004 Open interest 7 Model this call Put · $51.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
17	10	424.5%	0.085	$2.09	$12.61	—	—	3	1
Call · $52 Last $2.09 Breakeven $54.09 Implied vol 424.5% Delta 0.085 ≈8% ITM Gamma 0.013 Theta -0.175 Vega 0.004 Open interest 17 Model this call Put · $52 In the money Last $12.61 Breakeven $39.39 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
6	1	430.2%	0.083	$0.75	$11.33	—	—	1	0
Call · $53 Last $0.75 Breakeven $53.75 Implied vol 430.2% Delta 0.083 ≈8% ITM Gamma 0.013 Theta -0.174 Vega 0.004 Open interest 6 Model this call Put · $53 In the money Last $11.33 Breakeven $41.67 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	50	438.3%	0.083	$0.81	$13.92	—	—	2	1
Call · $54 Last $0.81 Breakeven $54.81 Implied vol 438.3% Delta 0.083 ≈8% ITM Gamma 0.013 Theta -0.177 Vega 0.004 Open interest 2 Model this call Put · $54 In the money Last $13.92 Breakeven $40.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
54	4	378.1%	0.041	$0.01	$10.00	—	—	3	1
Call · $55 Last $0.01 Breakeven $55.01 Implied vol 378.1% Delta 0.041 ≈4% ITM Gamma 0.008 Theta -0.088 Vega 0.002 Open interest 54 Model this call Put · $55 In the money Last $10.00 Breakeven $45.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
2	2	454%	0.083	$5.40	$18.40	—	—	4	0
Call · $56 Last $5.40 Breakeven $61.40 Implied vol 454% Delta 0.083 ≈8% ITM Gamma 0.012 Theta -0.183 Vega 0.004 Open interest 2 Model this call Put · $56 In the money Last $18.40 Breakeven $37.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	48	454.8%	0.081	$1.55	—	—	—	—	0
Call · $56.5 Last $1.55 Breakeven $58.05 Implied vol 454.8% Delta 0.081 ≈8% ITM Gamma 0.012 Theta -0.18 Vega 0.004 Open interest 3 Model this call Put · $56.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	3	458.1%	0.08	$1.70	$27.43	—	—	1	1
Call · $57 Last $1.70 Breakeven $58.70 Implied vol 458.1% Delta 0.08 ≈8% ITM Gamma 0.012 Theta -0.18 Vega 0.004 Open interest 3 Model this call Put · $57 In the money Last $27.43 Breakeven $29.57 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
305	2	323.5%	0.009	$0.01	$13.30	—	—	1	0
Call · $60 Last $0.01 Breakeven $60.01 Implied vol 323.5% Delta 0.009 ≈1% ITM Gamma 0.003 Theta -0.021 Vega 0.001 Open interest 305 Model this call Put · $60 In the money Last $13.30 Breakeven $46.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
120	1	411.9%	0.028	$0.90	$30.90	—	—	9	1
Call · $65 Last $0.90 Breakeven $65.90 Implied vol 411.9% Delta 0.028 ≈3% ITM Gamma 0.006 Theta -0.069 Vega 0.002 Open interest 120 Model this call Put · $65 In the money Last $30.90 Breakeven $34.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
30	20	533.8%	0.072	$0.28	—	—	—	—	0
Call · $70 Last $0.28 Breakeven $70.28 Implied vol 533.8% Delta 0.072 ≈7% ITM Gamma 0.009 Theta -0.194 Vega 0.005 Open interest 30 Model this call Put · $70 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
28	1	668.7%	0.131	$0.05	—	—	—	—	0
Call · $75 Last $0.05 Breakeven $75.05 Implied vol 668.7% Delta 0.131 ≈13% ITM Gamma 0.012 Theta -0.383 Vega 0.005 Open interest 28 Model this call Put · $75 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	6	643%	0.104	$0.15	—	—	—	—	0
Call · $80 Last $0.15 Breakeven $80.15 Implied vol 643% Delta 0.104 ≈10% ITM Gamma 0.01 Theta -0.308 Vega 0.005 Open interest 4 Model this call Put · $80 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $13 In the money

Last: —
Breakeven: —
Implied vol: 424.2%
Delta: 0.918 ≈92% ITM
Gamma: 0.013
Theta: -0.174
Vega: 0.004
Open interest: 0

Model this call

Put · $13

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

Model this put

Call · $14 In the money

Last: —
Breakeven: —
Implied vol: 386.4%
Delta: 0.907 ≈91% ITM
Gamma: 0.016
Theta: -0.175
Vega: 0.005
Open interest: 0

Model this call

Put · $14

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

Model this put

Call · $15 In the money

Last: —
Breakeven: —
Implied vol: 338.6%
Delta: 0.899 ≈90% ITM
Gamma: 0.019
Theta: -0.163
Vega: 0.006
Open interest: 0

Model this call

Put · $15

Last: $0.04
Breakeven: $14.96
Implied vol: 198.1%
Delta: -0.025 ≈2% ITM
Gamma: 0.011
Theta: -0.03
Vega: 0.002
Open interest: 0

Model this put

Call · $16 In the money

Last: —
Breakeven: —
Implied vol: 315.1%
Delta: 0.876 ≈88% ITM
Gamma: 0.024
Theta: -0.173
Vega: 0.006
Open interest: 0

Model this call

Put · $16

Last: $0.06
Breakeven: $15.94
Implied vol: 173.2%
Delta: -0.03 ≈3% ITM
Gamma: 0.014
Theta: -0.031
Vega: 0.002
Open interest: 0

Model this put

Call · $17 In the money

Last: —
Breakeven: —
Implied vol: 264.4%
Delta: 0.868 ≈87% ITM
Gamma: 0.03
Theta: -0.152
Vega: 0.006
Open interest: 0

Model this call

Put · $17

Last: $0.10
Breakeven: $16.90
Implied vol: 164.6%
Delta: -0.049 ≈5% ITM
Gamma: 0.023
Theta: -0.044
Vega: 0.002
Open interest: 0

Model this put

Call · $18 In the money

Last: —
Breakeven: —
Implied vol: 205.1%
Delta: 0.871 ≈87% ITM
Gamma: 0.038
Theta: -0.117
Vega: 0.006
Open interest: 0

Model this call

Put · $18

Last: $0.18
Breakeven: $17.82
Implied vol: 155.7%
Delta: -0.078 ≈8% ITM
Gamma: 0.034
Theta: -0.06
Vega: 0.004
Open interest: 1

Model this put

Call · $19 In the money

Last: —
Breakeven: —
Implied vol: 195.2%
Delta: 0.827 ≈83% ITM
Gamma: 0.049
Theta: -0.136
Vega: 0.007
Open interest: 0

Model this call

Put · $19

Last: $0.28
Breakeven: $18.72
Implied vol: 153.7%
Delta: -0.126 ≈13% ITM
Gamma: 0.05
Theta: -0.085
Vega: 0.007
Open interest: 1

Model this put

Call · $20 In the money

Last: $6.39
Breakeven: $26.39
Implied vol: 172.3%
Delta: 0.785 ≈78% ITM
Gamma: 0.063
Theta: -0.137
Vega: 0.009
Open interest: 2

Model this call

Put · $20

Last: $0.63
Breakeven: $19.37
Implied vol: 158.9%
Delta: -0.2 ≈20% ITM
Gamma: 0.066
Theta: -0.12
Vega: 0.007
Open interest: 81

Model this put

Call · $20.5 In the money

Last: —
Breakeven: —
Implied vol: 166.8%
Delta: 0.751 ≈75% ITM
Gamma: 0.07
Theta: -0.143
Vega: 0.009
Open interest: 0

Model this call

Put · $20.5

Last: $0.52
Breakeven: $19.98
Implied vol: 155.5%
Delta: -0.238 ≈24% ITM
Gamma: 0.073
Theta: -0.128
Vega: 0.009
Open interest: 1

Model this put

Call · $21 In the money

Last: —
Breakeven: —
Implied vol: 147.5%
Delta: 0.727 ≈73% ITM
Gamma: 0.083
Theta: -0.132
Vega: 0.009
Open interest: 0

Model this call

Put · $21

Last: $0.70
Breakeven: $20.30
Implied vol: 151.4%
Delta: -0.277 ≈28% ITM
Gamma: 0.082
Theta: -0.135
Vega: 0.009
Open interest: 0

Model this put

Call · $21.5 In the money

Last: $2.30
Breakeven: $23.80
Implied vol: 157.2%
Delta: 0.676 ≈68% ITM
Gamma: 0.086
Theta: -0.155
Vega: 0.01
Open interest: 0

Model this call

Put · $21.5

Last: $0.95
Breakeven: $20.55
Implied vol: 148.5%
Delta: -0.319 ≈32% ITM
Gamma: 0.09
Theta: -0.143
Vega: 0.009
Open interest: 1

Model this put

Call · $22 In the money

Last: $2.19
Breakeven: $24.19
Implied vol: 154.6%
Delta: 0.63 ≈63% ITM
Gamma: 0.09
Theta: -0.157
Vega: 0.011
Open interest: 0

Model this call

Put · $22

Last: $1.20
Breakeven: $20.80
Implied vol: 144.7%
Delta: -0.366 ≈37% ITM
Gamma: 0.096
Theta: -0.145
Vega: 0.011
Open interest: 16

Model this put

Call · $22.5 In the money

Last: $1.78
Breakeven: $24.28
Implied vol: 149.8%
Delta: 0.583 ≈58% ITM
Gamma: 0.096
Theta: -0.158
Vega: 0.011
Open interest: 0

Model this call

Put · $22.5

Last: $1.24
Breakeven: $21.26
Implied vol: 144.7%
Delta: -0.416 ≈42% ITM
Gamma: 0.1
Theta: -0.15
Vega: 0.011
Open interest: 2

Model this put

Call · $23 In the money

Last: $1.72
Breakeven: $24.72
Implied vol: 154.5%
Delta: 0.536 ≈54% ITM
Gamma: 0.096
Theta: -0.168
Vega: 0.011
Open interest: 0

Model this call

Put · $23

Last: $1.57
Breakeven: $21.43
Implied vol: 145.8%
Delta: -0.467 ≈47% ITM
Gamma: 0.102
Theta: -0.156
Vega: 0.011
Open interest: 61

Model this put

Call · $23.5

Last: $1.45
Breakeven: $24.95
Implied vol: 151.4%
Delta: 0.488 ≈49% ITM
Gamma: 0.097
Theta: -0.163
Vega: 0.011
Open interest: 0

Model this call

Put · $23.5 In the money

Last: $1.93
Breakeven: $21.57
Implied vol: 139.1%
Delta: -0.52 ≈52% ITM
Gamma: 0.106
Theta: -0.147
Vega: 0.011
Open interest: 19

Model this put

Call · $24

Last: $1.22
Breakeven: $25.22
Implied vol: 151.6%
Delta: 0.441 ≈44% ITM
Gamma: 0.096
Theta: -0.161
Vega: 0.011
Open interest: 0

Model this call

Put · $24 In the money

Last: $2.20
Breakeven: $21.80
Implied vol: 139.9%
Delta: -0.57 ≈57% ITM
Gamma: 0.104
Theta: -0.146
Vega: 0.011
Open interest: 28

Model this put

Call · $24.5

Last: $1.05
Breakeven: $25.55
Implied vol: 153.1%
Delta: 0.396 ≈40% ITM
Gamma: 0.094
Theta: -0.161
Vega: 0.011
Open interest: 4

Model this call

Put · $24.5 In the money

Last: $1.86
Breakeven: $22.64
Implied vol: 138.6%
Delta: -0.621 ≈62% ITM
Gamma: 0.103
Theta: -0.141
Vega: 0.01
Open interest: 5

Model this put

Call · $25

Last: $0.89
Breakeven: $25.89
Implied vol: 151.9%
Delta: 0.355 ≈35% ITM
Gamma: 0.091
Theta: -0.152
Vega: 0.01
Open interest: 0

Model this call

Put · $25 In the money

Last: $2.77
Breakeven: $22.23
Implied vol: 151.6%
Delta: -0.646 ≈65% ITM
Gamma: 0.091
Theta: -0.149
Vega: 0.01
Open interest: 84

Model this put

Call · $25.5

Last: $0.77
Breakeven: $26.27
Implied vol: 155.6%
Delta: 0.321 ≈32% ITM
Gamma: 0.085
Theta: -0.149
Vega: 0.01
Open interest: 13

Model this call

Put · $25.5 In the money

Last: $3.35
Breakeven: $22.15
Implied vol: 135.6%
Delta: -0.714 ≈71% ITM
Gamma: 0.093
Theta: -0.122
Vega: 0.01
Open interest: 17

Model this put

Call · $26

Last: $0.60
Breakeven: $26.60
Implied vol: 150.7%
Delta: 0.273 ≈27% ITM
Gamma: 0.082
Theta: -0.135
Vega: 0.01
Open interest: 11

Model this call

Put · $26 In the money

Last: $3.75
Breakeven: $22.25
Implied vol: 153.9%
Delta: -0.722 ≈72% ITM
Gamma: 0.081
Theta: -0.137
Vega: 0.01
Open interest: 157

Model this put

Call · $26.5

Last: $0.45
Breakeven: $26.95
Implied vol: 153.8%
Delta: 0.245 ≈24% ITM
Gamma: 0.076
Theta: -0.131
Vega: 0.008
Open interest: 10

Model this call

Put · $26.5 In the money

Last: $3.13
Breakeven: $23.37
Implied vol: 122.4%
Delta: -0.818 ≈82% ITM
Gamma: 0.08
Theta: -0.084
Vega: 0.008
Open interest: 5

Model this put

Call · $27

Last: $0.41
Breakeven: $27.41
Implied vol: 149.3%
Delta: 0.207 ≈21% ITM
Gamma: 0.071
Theta: -0.114
Vega: 0.008
Open interest: 178

Model this call

Put · $27 In the money

Last: $3.50
Breakeven: $23.50
Implied vol: 118%
Delta: -0.862 ≈86% ITM
Gamma: 0.07
Theta: -0.068
Vega: 0.005
Open interest: 195

Model this put

Call · $27.5

Last: $0.36
Breakeven: $27.86
Implied vol: 150.5%
Delta: 0.18 ≈18% ITM
Gamma: 0.064
Theta: -0.106
Vega: 0.008
Open interest: 3

Model this call

Put · $27.5 In the money

Last: $4.95
Breakeven: $22.55
Implied vol: 155.7%
Delta: -0.81 ≈81% ITM
Gamma: 0.064
Theta: -0.111
Vega: 0.008
Open interest: 16

Model this put

Call · $28

Last: $0.39
Breakeven: $28.39
Implied vol: 153.5%
Delta: 0.157 ≈16% ITM
Gamma: 0.058
Theta: -0.1
Vega: 0.008
Open interest: 16

Model this call

Put · $28 In the money

Last: $5.10
Breakeven: $22.90
Implied vol: 162.5%
Delta: -0.825 ≈82% ITM
Gamma: 0.059
Theta: -0.11
Vega: 0.008
Open interest: 14

Model this put

Call · $28.5

Last: $0.32
Breakeven: $28.82
Implied vol: 143.7%
Delta: 0.12 ≈12% ITM
Gamma: 0.051
Theta: -0.077
Vega: 0.005
Open interest: 8

Model this call

Put · $28.5 In the money

Last: $1.10
Breakeven: $27.40
Implied vol: 128.9%
Delta: -0.911 ≈91% ITM
Gamma: 0.047
Theta: -0.054
Vega: 0.005
Open interest: 124

Model this put

Call · $29

Last: $0.23
Breakeven: $29.23
Implied vol: 144.3%
Delta: 0.101 ≈10% ITM
Gamma: 0.045
Theta: -0.068
Vega: 0.005
Open interest: 17

Model this call

Put · $29 In the money

Last: $5.61
Breakeven: $23.39
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 42

Model this put

Call · $29.5

Last: $0.22
Breakeven: $29.72
Implied vol: 148.5%
Delta: 0.09 ≈9% ITM
Gamma: 0.04
Theta: -0.065
Vega: 0.005
Open interest: 8

Model this call

Put · $29.5 In the money

Last: $5.82
Breakeven: $23.68
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this put

Call · $30

Last: $0.10
Breakeven: $30.10
Implied vol: 163.6%
Delta: 0.1 ≈10% ITM
Gamma: 0.04
Theta: -0.077
Vega: 0.005
Open interest: 45

Model this call

Put · $30 In the money

Last: $6.22
Breakeven: $23.78
Implied vol: 128.4%
Delta: -0.955 ≈96% ITM
Gamma: 0.028
Theta: -0.03
Vega: 0.003
Open interest: 1.2k

Model this put

Call · $30.5

Last: $0.21
Breakeven: $30.71
Implied vol: 155.4%
Delta: 0.073 ≈7% ITM
Gamma: 0.033
Theta: -0.058
Vega: 0.003
Open interest: 1.3k

Model this call

Put · $30.5 In the money

Last: $2.85
Breakeven: $27.65
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this put

Call · $31

Last: $0.22
Breakeven: $31.22
Implied vol: 172.5%
Delta: 0.083 ≈8% ITM
Gamma: 0.033
Theta: -0.071
Vega: 0.006
Open interest: 37

Model this call

Put · $31 In the money

Last: $6.99
Breakeven: $24.01
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 78

Model this put

Call · $31.5

Last: $0.51
Breakeven: $32.01
Implied vol: 178.6%
Delta: 0.08 ≈8% ITM
Gamma: 0.031
Theta: -0.072
Vega: 0.003
Open interest: 2

Model this call

Put · $31.5 In the money

Last: $2.45
Breakeven: $29.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $32

Last: $0.07
Breakeven: $32.07
Implied vol: 174%
Delta: 0.066 ≈7% ITM
Gamma: 0.027
Theta: -0.06
Vega: 0.003
Open interest: 56

Model this call

Put · $32 In the money

Last: $4.70
Breakeven: $27.30
Implied vol: 118.1%
Delta: -0.992 ≈99% ITM
Gamma: 0.009
Theta: -0.006
Vega: 0.001
Open interest: 1

Model this put

Call · $32.5

Last: $0.40
Breakeven: $32.90
Implied vol: 200.5%
Delta: 0.087 ≈9% ITM
Gamma: 0.029
Theta: -0.085
Vega: 0.006
Open interest: 5

Model this call

Put · $32.5 In the money

Last: $8.79
Breakeven: $23.71
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this put

Call · $33

Last: $0.14
Breakeven: $33.14
Implied vol: 184.5%
Delta: 0.061 ≈6% ITM
Gamma: 0.024
Theta: -0.059
Vega: 0.003
Open interest: 1.1k

Model this call

Put · $33 In the money

Last: $3.11
Breakeven: $29.89
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this put

Call · $33.5

Last: $0.10
Breakeven: $33.60
Implied vol: 228.4%
Delta: 0.103 ≈10% ITM
Gamma: 0.029
Theta: -0.11
Vega: 0.006
Open interest: 13

Model this call

Put · $33.5 In the money

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

Model this put

Call · $34

Last: $0.96
Breakeven: $34.96
Implied vol: 238.5%
Delta: 0.106 ≈11% ITM
Gamma: 0.028
Theta: -0.116
Vega: 0.006
Open interest: 14

Model this call

Put · $34 In the money

Last: $5.15
Breakeven: $28.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this put

Call · $34.5

Last: $0.28
Breakeven: $34.78
Implied vol: 235.8%
Delta: 0.091 ≈9% ITM
Gamma: 0.026
Theta: -0.104
Vega: 0.006
Open interest: 418

Model this call

Put · $34.5 In the money

Last: $9.57
Breakeven: $24.93
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this put

Call · $35

Last: $0.07
Breakeven: $35.07
Implied vol: 180.1%
Delta: 0.03 ≈3% ITM
Gamma: 0.014
Theta: -0.033
Vega: 0.002
Open interest: 226

Model this call

Put · $35 In the money

Last: $12.42
Breakeven: $22.58
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 77

Model this put

Call · $35.5

Last: $0.79
Breakeven: $36.29
Implied vol: 215.8%
Delta: 0.058 ≈6% ITM
Gamma: 0.019
Theta: -0.066
Vega: 0.003
Open interest: 8

Model this call

Put · $35.5 In the money

Last: $7.53
Breakeven: $27.97
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this put

Call · $36

Last: $0.07
Breakeven: $36.07
Implied vol: 267%
Delta: 0.102 ≈10% ITM
Gamma: 0.025
Theta: -0.127
Vega: 0.006
Open interest: 29

Model this call

Put · $36 In the money

Last: $12.48
Breakeven: $23.52
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this put

Call · $36.5

Last: $0.60
Breakeven: $37.10
Implied vol: 294.9%
Delta: 0.126 ≈13% ITM
Gamma: 0.026
Theta: -0.162
Vega: 0.006
Open interest: 6

Model this call

Put · $36.5 In the money

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

Model this put

Call · $37

Last: $0.05
Breakeven: $37.05
Implied vol: 277%
Delta: 0.095 ≈10% ITM
Gamma: 0.023
Theta: -0.126
Vega: 0.006
Open interest: 706

Model this call

Put · $37 In the money

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

Model this put

Call · $37.5

Last: $0.45
Breakeven: $37.95
Implied vol: 283.9%
Delta: 0.095 ≈10% ITM
Gamma: 0.022
Theta: -0.129
Vega: 0.006
Open interest: 31

Model this call

Put · $37.5 In the money

Last: $11.87
Breakeven: $25.63
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $38

Last: $0.17
Breakeven: $38.17
Implied vol: 289.9%
Delta: 0.094 ≈9% ITM
Gamma: 0.021
Theta: -0.131
Vega: 0.006
Open interest: 85

Model this call

Put · $38 In the money

Last: $7.64
Breakeven: $30.36
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 5

Model this put

Call · $38.5

Last: $0.48
Breakeven: $38.98
Implied vol: 299.1%
Delta: 0.097 ≈10% ITM
Gamma: 0.021
Theta: -0.138
Vega: 0.006
Open interest: 31

Model this call

Put · $38.5 In the money

Last: $12.00
Breakeven: $26.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this put

Call · $39

Last: $0.34
Breakeven: $39.34
Implied vol: 305%
Delta: 0.095 ≈10% ITM
Gamma: 0.021
Theta: -0.139
Vega: 0.006
Open interest: 90

Model this call

Put · $39 In the money

Last: $5.95
Breakeven: $33.05
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 13

Model this put

Call · $39.5

Last: $0.54
Breakeven: $40.04
Implied vol: 315.6%
Delta: 0.1 ≈10% ITM
Gamma: 0.021
Theta: -0.149
Vega: 0.006
Open interest: 63

Model this call

Put · $39.5 In the money

Last: $7.25
Breakeven: $32.25
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 18

Model this put

Call · $40

Last: $0.04
Breakeven: $40.04
Implied vol: 260.8%
Delta: 0.048 ≈5% ITM
Gamma: 0.014
Theta: -0.07
Vega: 0.004
Open interest: 161

Model this call

Put · $40 In the money

Last: $16.65
Breakeven: $23.35
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 62

Model this put

Call · $40.5

Last: $0.02
Breakeven: $40.52
Implied vol: 319%
Delta: 0.092 ≈9% ITM
Gamma: 0.019
Theta: -0.141
Vega: 0.004
Open interest: 29

Model this call

Put · $40.5 In the money

Last: $7.47
Breakeven: $33.03
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 14

Model this put

Call · $41

Last: $0.30
Breakeven: $41.30
Implied vol: 324.8%
Delta: 0.092 ≈9% ITM
Gamma: 0.019
Theta: -0.144
Vega: 0.004
Open interest: 16

Model this call

Put · $41 In the money

Last: $8.17
Breakeven: $32.83
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 7

Model this put

Call · $41.5

Last: $1.59
Breakeven: $43.09
Implied vol: 344.2%
Delta: 0.103 ≈10% ITM
Gamma: 0.019
Theta: -0.166
Vega: 0.006
Open interest: 9

Model this call

Put · $41.5 In the money

Last: $8.68
Breakeven: $32.82
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $42

Last: $0.58
Breakeven: $42.58
Implied vol: 352.7%
Delta: 0.105 ≈11% ITM
Gamma: 0.019
Theta: -0.172
Vega: 0.006
Open interest: 53

Model this call

Put · $42 In the money

Last: $11.20
Breakeven: $30.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this put

Call · $42.5

Last: $1.42
Breakeven: $43.92
Implied vol: 361.9%
Delta: 0.108 ≈11% ITM
Gamma: 0.019
Theta: -0.18
Vega: 0.006
Open interest: 43

Model this call

Put · $42.5 In the money

Last: $9.29
Breakeven: $33.21
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $43

Last: $0.12
Breakeven: $43.12
Implied vol: 369.5%
Delta: 0.11 ≈11% ITM
Gamma: 0.019
Theta: -0.186
Vega: 0.006
Open interest: 16

Model this call

Put · $43 In the money

Last: $19.14
Breakeven: $23.86
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this put

Call · $43.5

Last: $2.24
Breakeven: $45.74
Implied vol: 376.9%
Delta: 0.111 ≈11% ITM
Gamma: 0.019
Theta: -0.191
Vega: 0.006
Open interest: 7

Model this call

Put · $43.5 In the money

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

Model this put

Call · $44

Last: $0.54
Breakeven: $44.54
Implied vol: 375.1%
Delta: 0.103 ≈10% ITM
Gamma: 0.018
Theta: -0.181
Vega: 0.007
Open interest: 37

Model this call

Put · $44 In the money

Last: $10.51
Breakeven: $33.49
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $44.5

Last: $0.95
Breakeven: $45.45
Implied vol: 387.8%
Delta: 0.11 ≈11% ITM
Gamma: 0.018
Theta: -0.196
Vega: 0.007
Open interest: 40

Model this call

Put · $44.5 In the money

Last: $8.80
Breakeven: $35.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $45

Last: $0.10
Breakeven: $45.10
Implied vol: 389.8%
Delta: 0.106 ≈11% ITM
Gamma: 0.017
Theta: -0.192
Vega: 0.007
Open interest: 120

Model this call

Put · $45 In the money

Last: $14.28
Breakeven: $30.72
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 17

Model this put

Call · $45.5

Last: $0.82
Breakeven: $46.32
Implied vol: 399.2%
Delta: 0.11 ≈11% ITM
Gamma: 0.017
Theta: -0.201
Vega: 0.007
Open interest: 30

Model this call

Put · $45.5 In the money

Last: $11.20
Breakeven: $34.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $46

Last: $1.51
Breakeven: $47.51
Implied vol: 328.2%
Delta: 0.054 ≈5% ITM
Gamma: 0.012
Theta: -0.095
Vega: 0.004
Open interest: 34

Model this call

Put · $46 In the money

Last: $16.75
Breakeven: $29.25
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $46.5

Last: $0.58
Breakeven: $47.08
Implied vol: 404.6%
Delta: 0.104 ≈10% ITM
Gamma: 0.017
Theta: -0.198
Vega: 0.004
Open interest: 22

Model this call

Put · $46.5 In the money

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

Model this put

Call · $47

Last: $0.46
Breakeven: $47.46
Implied vol: 320.4%
Delta: 0.043 ≈4% ITM
Gamma: 0.01
Theta: -0.078
Vega: 0.002
Open interest: 38

Model this call

Put · $47 In the money

Last: $15.89
Breakeven: $31.11
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 10

Model this put

Call · $47.5

Last: $0.80
Breakeven: $48.30
Implied vol: 413.4%
Delta: 0.104 ≈10% ITM
Gamma: 0.016
Theta: -0.201
Vega: 0.004
Open interest: 38

Model this call

Put · $47.5 In the money

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

Model this put

Call · $48

Last: $0.05
Breakeven: $48.05
Implied vol: 317.1%
Delta: 0.037 ≈4% ITM
Gamma: 0.009
Theta: -0.068
Vega: 0.002
Open interest: 25

Model this call

Put · $48 In the money

Last: $17.81
Breakeven: $30.19
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this put

Call · $48.5

Last: $8.05
Breakeven: $56.55
Implied vol: 473.5%
Delta: 0.147 ≈15% ITM
Gamma: 0.018
Theta: -0.29
Vega: 0.007
Open interest: 11

Model this call

Put · $48.5 In the money

Last: $14.40
Breakeven: $34.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $49

Last: $5.68
Breakeven: $54.68
Implied vol: 466.1%
Delta: 0.136 ≈14% ITM
Gamma: 0.017
Theta: -0.271
Vega: 0.007
Open interest: 24

Model this call

Put · $49 In the money

Last: $13.84
Breakeven: $35.16
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this put

Call · $50

Last: $0.18
Breakeven: $50.18
Implied vol: 337.8%
Delta: 0.039 ≈4% ITM
Gamma: 0.009
Theta: -0.076
Vega: 0.002
Open interest: 599

Model this call

Put · $50 In the money

Last: $7.60
Breakeven: $42.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $51

Last: $1.04
Breakeven: $52.04
Implied vol: 417.4%
Delta: 0.086 ≈9% ITM
Gamma: 0.014
Theta: -0.174
Vega: 0.004
Open interest: 3

Model this call

Put · $51 In the money

Last: $8.80
Breakeven: $42.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $51.5

Last: $1.95
Breakeven: $53.45
Implied vol: 421%
Delta: 0.085 ≈9% ITM
Gamma: 0.014
Theta: -0.174
Vega: 0.004
Open interest: 7

Model this call

Put · $51.5 In the money

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

Model this put

Call · $52

Last: $2.09
Breakeven: $54.09
Implied vol: 424.5%
Delta: 0.085 ≈8% ITM
Gamma: 0.013
Theta: -0.175
Vega: 0.004
Open interest: 17

Model this call

Put · $52 In the money

Last: $12.61
Breakeven: $39.39
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $53

Last: $0.75
Breakeven: $53.75
Implied vol: 430.2%
Delta: 0.083 ≈8% ITM
Gamma: 0.013
Theta: -0.174
Vega: 0.004
Open interest: 6

Model this call

Put · $53 In the money

Last: $11.33
Breakeven: $41.67
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $54

Last: $0.81
Breakeven: $54.81
Implied vol: 438.3%
Delta: 0.083 ≈8% ITM
Gamma: 0.013
Theta: -0.177
Vega: 0.004
Open interest: 2

Model this call

Put · $54 In the money

Last: $13.92
Breakeven: $40.08
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $55

Last: $0.01
Breakeven: $55.01
Implied vol: 378.1%
Delta: 0.041 ≈4% ITM
Gamma: 0.008
Theta: -0.088
Vega: 0.002
Open interest: 54

Model this call

Put · $55 In the money

Last: $10.00
Breakeven: $45.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $56

Last: $5.40
Breakeven: $61.40
Implied vol: 454%
Delta: 0.083 ≈8% ITM
Gamma: 0.012
Theta: -0.183
Vega: 0.004
Open interest: 2

Model this call

Put · $56 In the money

Last: $18.40
Breakeven: $37.60
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $56.5

Last: $1.55
Breakeven: $58.05
Implied vol: 454.8%
Delta: 0.081 ≈8% ITM
Gamma: 0.012
Theta: -0.18
Vega: 0.004
Open interest: 3

Model this call

Put · $56.5 In the money

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

Model this put

Call · $57

Last: $1.70
Breakeven: $58.70
Implied vol: 458.1%
Delta: 0.08 ≈8% ITM
Gamma: 0.012
Theta: -0.18
Vega: 0.004
Open interest: 3

Model this call

Put · $57 In the money

Last: $27.43
Breakeven: $29.57
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $60

Last: $0.01
Breakeven: $60.01
Implied vol: 323.5%
Delta: 0.009 ≈1% ITM
Gamma: 0.003
Theta: -0.021
Vega: 0.001
Open interest: 305

Model this call

Put · $60 In the money

Last: $13.30
Breakeven: $46.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $65

Last: $0.90
Breakeven: $65.90
Implied vol: 411.9%
Delta: 0.028 ≈3% ITM
Gamma: 0.006
Theta: -0.069
Vega: 0.002
Open interest: 120

Model this call

Put · $65 In the money

Last: $30.90
Breakeven: $34.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $70

Last: $0.28
Breakeven: $70.28
Implied vol: 533.8%
Delta: 0.072 ≈7% ITM
Gamma: 0.009
Theta: -0.194
Vega: 0.005
Open interest: 30

Model this call

Put · $70 In the money

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

Model this put

Call · $75

Last: $0.05
Breakeven: $75.05
Implied vol: 668.7%
Delta: 0.131 ≈13% ITM
Gamma: 0.012
Theta: -0.383
Vega: 0.005
Open interest: 28

Model this call

Put · $75 In the money

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

Model this put

Call · $80

Last: $0.15
Breakeven: $80.15
Implied vol: 643%
Delta: 0.104 ≈10% ITM
Gamma: 0.01
Theta: -0.308
Vega: 0.005
Open interest: 4

Model this call

Put · $80 In the money

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

Model this put

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Options Chain

Positioning

Open interest by strike · near the money

Chain