XSW Stock — State Street SPDR Bloomberg International Treasury Bond ETF: Options Chain

Calls		Puts
0	—	198%	0.987	—	—	—	—	—	0
Call · $85 In the money Snapshot session Unknown Last — Breakeven — Implied vol 198% Delta 0.987 ≈99% ITM Gamma 0 Theta -0.092 Vega 0.015 Open interest 0 Model this call Put · $85 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	186%	0.986	—	—	—	—	—	0
Call · $90 In the money Snapshot session Unknown Last — Breakeven — Implied vol 186% Delta 0.986 ≈99% ITM Gamma 0 Theta -0.091 Vega 0.016 Open interest 0 Model this call Put · $90 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $95 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $95 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	0.2%	1	—	—	—	—	—	0
Call · $100 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.01 Vega 0 Open interest 0 Model this call Put · $100 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $105 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $105 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $110 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $110 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $115 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $120 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $120 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $125 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $125 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	107%	0.981	—	—	—	—	—	0
Call · $130 In the money Snapshot session Unknown Last — Breakeven — Implied vol 107% Delta 0.981 ≈98% ITM Gamma 0.001 Theta -0.074 Vega 0.019 Open interest 0 Model this call Put · $130 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	89%	0.989	—	—	—	—	—	0
Call · $135 In the money Snapshot session Unknown Last — Breakeven — Implied vol 89% Delta 0.989 ≈99% ITM Gamma 0.001 Theta -0.046 Vega 0.019 Open interest 0 Model this call Put · $135 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	84.3%	0.986	—	—	—	—	—	0
Call · $140 In the money Snapshot session Unknown Last — Breakeven — Implied vol 84.3% Delta 0.986 ≈99% ITM Gamma 0.001 Theta -0.052 Vega 0.02 Open interest 0 Model this call Put · $140 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	0.2%	1	—	—	-0.072	120.5%	—	0
Call · $145 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.014 Vega 0 Open interest 0 Model this call Put · $145 Snapshot session Unknown Last — Breakeven — Implied vol 120.5% Delta -0.072 ≈7% ITM Gamma 0.002 Theta -0.203 Vega 0.07 Open interest 0 Model this put
0	—	81.9%	0.97	—	—	-0.075	110.3%	—	0
Call · $150 In the money Snapshot session Unknown Last — Breakeven — Implied vol 81.9% Delta 0.97 ≈97% ITM Gamma 0.002 Theta -0.084 Vega 0.041 Open interest 0 Model this call Put · $150 Snapshot session Unknown Last — Breakeven — Implied vol 110.3% Delta -0.075 ≈7% ITM Gamma 0.003 Theta -0.192 Vega 0.071 Open interest 0 Model this put
0	—	—	—	—	$0.10	-0.021	67.6%	3	3
Call · $155 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $155 Snapshot session Aug 19, 2026 Last $0.10 Breakeven $154.90 Implied vol 67.6% Delta -0.021 ≈2% ITM Gamma 0.002 Theta -0.042 Vega 0.021 Open interest 3 Model this put
1	1	—	—	$39.23	—	-0.091	95.6%	—	0
Call · $160 In the money Snapshot session Aug 19, 2026 Last $39.23 Breakeven $199.23 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $160 Snapshot session Unknown Last — Breakeven — Implied vol 95.6% Delta -0.091 ≈9% ITM Gamma 0.004 Theta -0.193 Vega 0.073 Open interest 0 Model this put
0	—	0.2%	1	—	—	-0.088	86.7%	—	0
Call · $163 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.016 Vega 0 Open interest 0 Model this call Put · $163 Snapshot session Unknown Last — Breakeven — Implied vol 86.7% Delta -0.088 ≈9% ITM Gamma 0.004 Theta -0.17 Vega 0.074 Open interest 0 Model this put
0	—	0.2%	1	—	—	-0.082	81.8%	—	0
Call · $164 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.016 Vega 0 Open interest 0 Model this call Put · $164 Snapshot session Unknown Last — Breakeven — Implied vol 81.8% Delta -0.082 ≈8% ITM Gamma 0.004 Theta -0.152 Vega 0.074 Open interest 0 Model this put
0	—	—	—	—	—	-0.086	81.5%	—	0
Call · $165 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $165 Snapshot session Unknown Last — Breakeven — Implied vol 81.5% Delta -0.086 ≈9% ITM Gamma 0.004 Theta -0.158 Vega 0.074 Open interest 0 Model this put
0	—	—	—	—	—	-0.089	80.7%	—	0
Call · $166 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $166 Snapshot session Unknown Last — Breakeven — Implied vol 80.7% Delta -0.089 ≈9% ITM Gamma 0.004 Theta -0.16 Vega 0.075 Open interest 0 Model this put
0	—	—	—	—	—	-0.092	79.8%	—	0
Call · $167 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $167 Snapshot session Unknown Last — Breakeven — Implied vol 79.8% Delta -0.092 ≈9% ITM Gamma 0.004 Theta -0.163 Vega 0.075 Open interest 0 Model this put
0	—	—	—	—	—	-0.094	78.3%	—	0
Call · $168 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $168 Snapshot session Unknown Last — Breakeven — Implied vol 78.3% Delta -0.094 ≈9% ITM Gamma 0.004 Theta -0.162 Vega 0.075 Open interest 0 Model this put
0	—	36.3%	0.996	—	—	-0.097	77.4%	—	0
Call · $169 In the money Snapshot session Unknown Last — Breakeven — Implied vol 36.3% Delta 0.996 ≈100% ITM Gamma 0.001 Theta -0.022 Vega 0.009 Open interest 0 Model this call Put · $169 Snapshot session Unknown Last — Breakeven — Implied vol 77.4% Delta -0.097 ≈10% ITM Gamma 0.005 Theta -0.165 Vega 0.075 Open interest 0 Model this put
0	—	55.4%	0.956	—	$5.90	-0.102	77.2%	1	1
Call · $170 In the money Snapshot session Unknown Last — Breakeven — Implied vol 55.4% Delta 0.956 ≈96% ITM Gamma 0.003 Theta -0.08 Vega 0.043 Open interest 0 Model this call Put · $170 Snapshot session Jul 17, 2026 Last $5.90 Breakeven $164.10 Implied vol 77.2% Delta -0.102 ≈10% ITM Gamma 0.005 Theta -0.171 Vega 0.076 Open interest 1 Model this put
0	—	0.2%	1	—	—	-0.105	76.4%	—	0
Call · $171 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.017 Vega 0 Open interest 0 Model this call Put · $171 Snapshot session Unknown Last — Breakeven — Implied vol 76.4% Delta -0.105 ≈11% ITM Gamma 0.005 Theta -0.173 Vega 0.076 Open interest 0 Model this put
0	—	0.2%	1	—	—	-0.1	71.6%	—	0
Call · $172 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.017 Vega 0 Open interest 0 Model this call Put · $172 Snapshot session Unknown Last — Breakeven — Implied vol 71.6% Delta -0.1 ≈10% ITM Gamma 0.005 Theta -0.155 Vega 0.076 Open interest 0 Model this put
0	—	0.2%	1	—	—	-0.1	69.4%	—	0
Call · $173 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.017 Vega 0 Open interest 0 Model this call Put · $173 Snapshot session Unknown Last — Breakeven — Implied vol 69.4% Delta -0.1 ≈10% ITM Gamma 0.005 Theta -0.151 Vega 0.076 Open interest 0 Model this put
0	—	0.2%	1	—	—	-0.105	69.3%	—	0
Call · $174 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.017 Vega 0 Open interest 0 Model this call Put · $174 Snapshot session Unknown Last — Breakeven — Implied vol 69.3% Delta -0.105 ≈11% ITM Gamma 0.006 Theta -0.157 Vega 0.077 Open interest 0 Model this put
0	—	0.2%	1	—	$0.42	-0.039	45.9%	2	2
Call · $175 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.017 Vega 0 Open interest 0 Model this call Put · $175 Snapshot session Aug 25, 2026 Last $0.42 Breakeven $174.58 Implied vol 45.9% Delta -0.039 ≈4% ITM Gamma 0.004 Theta -0.048 Vega 0.044 Open interest 2 Model this put
0	—	45.5%	0.957	—	—	-0.118	69.1%	—	0
Call · $176 In the money Snapshot session Unknown Last — Breakeven — Implied vol 45.5% Delta 0.957 ≈96% ITM Gamma 0.004 Theta -0.068 Vega 0.044 Open interest 0 Model this call Put · $176 Snapshot session Unknown Last — Breakeven — Implied vol 69.1% Delta -0.118 ≈12% ITM Gamma 0.006 Theta -0.17 Vega 0.116 Open interest 0 Model this put
0	—	44.2%	0.956	—	—	-0.122	67.8%	—	0
Call · $177 In the money Snapshot session Unknown Last — Breakeven — Implied vol 44.2% Delta 0.956 ≈96% ITM Gamma 0.004 Theta -0.067 Vega 0.044 Open interest 0 Model this call Put · $177 Snapshot session Unknown Last — Breakeven — Implied vol 67.8% Delta -0.122 ≈12% ITM Gamma 0.006 Theta -0.17 Vega 0.116 Open interest 0 Model this put
0	—	49.6%	0.933	—	—	-0.118	64.4%	—	0
Call · $178 In the money Snapshot session Unknown Last — Breakeven — Implied vol 49.6% Delta 0.933 ≈93% ITM Gamma 0.005 Theta -0.097 Vega 0.077 Open interest 0 Model this call Put · $178 Snapshot session Unknown Last — Breakeven — Implied vol 64.4% Delta -0.118 ≈12% ITM Gamma 0.006 Theta -0.158 Vega 0.116 Open interest 0 Model this put
0	—	42.9%	0.951	—	—	-0.122	63.1%	—	0
Call · $179 In the money Snapshot session Unknown Last — Breakeven — Implied vol 42.9% Delta 0.951 ≈95% ITM Gamma 0.005 Theta -0.071 Vega 0.044 Open interest 0 Model this call Put · $179 Snapshot session Unknown Last — Breakeven — Implied vol 63.1% Delta -0.122 ≈12% ITM Gamma 0.007 Theta -0.158 Vega 0.116 Open interest 0 Model this put
1	1	—	—	$14.10	$6.75	-0.123	61%	1	1
Call · $180 In the money Snapshot session Aug 6, 2026 Last $14.10 Breakeven $194.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $180 Snapshot session Jul 29, 2026 Last $6.75 Breakeven $173.25 Implied vol 61% Delta -0.123 ≈12% ITM Gamma 0.007 Theta -0.154 Vega 0.117 Open interest 1 Model this put
0	—	0.2%	1	—	—	-0.131	60.6%	—	0
Call · $181 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.018 Vega 0 Open interest 0 Model this call Put · $181 Snapshot session Unknown Last — Breakeven — Implied vol 60.6% Delta -0.131 ≈13% ITM Gamma 0.007 Theta -0.159 Vega 0.117 Open interest 0 Model this put
0	—	0.2%	1	—	—	-0.137	59.8%	—	0
Call · $182 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.018 Vega 0 Open interest 0 Model this call Put · $182 Snapshot session Unknown Last — Breakeven — Implied vol 59.8% Delta -0.137 ≈14% ITM Gamma 0.008 Theta -0.161 Vega 0.117 Open interest 0 Model this put
12	3	0.2%	1	$15.90	—	-0.132	56%	—	0
Call · $183 In the money Snapshot session Aug 17, 2026 Last $15.90 Breakeven $198.90 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.018 Vega 0 Open interest 12 Model this call Put · $183 Snapshot session Unknown Last — Breakeven — Implied vol 56% Delta -0.132 ≈13% ITM Gamma 0.008 Theta -0.147 Vega 0.118 Open interest 0 Model this put
1	1	0.2%	1	$16.55	—	-0.128	52.9%	—	0
Call · $184 In the money Snapshot session Aug 11, 2026 Last $16.55 Breakeven $200.55 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.018 Vega 0 Open interest 1 Model this call Put · $184 Snapshot session Unknown Last — Breakeven — Implied vol 52.9% Delta -0.128 ≈13% ITM Gamma 0.008 Theta -0.137 Vega 0.118 Open interest 0 Model this put
0	—	0.2%	1	—	—	-0.148	54.8%	—	0
Call · $185 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.018 Vega 0 Open interest 0 Model this call Put · $185 Snapshot session Unknown Last — Breakeven — Implied vol 54.8% Delta -0.148 ≈15% ITM Gamma 0.009 Theta -0.155 Vega 0.118 Open interest 0 Model this put
0	—	0.2%	1	—	—	-0.144	51.5%	—	0
Call · $186 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.019 Vega 0 Open interest 0 Model this call Put · $186 Snapshot session Unknown Last — Breakeven — Implied vol 51.5% Delta -0.144 ≈14% ITM Gamma 0.009 Theta -0.143 Vega 0.119 Open interest 0 Model this put
3	3	0.2%	1	$22.10	—	-0.146	49.5%	—	0
Call · $187 In the money Snapshot session Aug 13, 2026 Last $22.10 Breakeven $209.10 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.019 Vega 0 Open interest 3 Model this call Put · $187 Snapshot session Unknown Last — Breakeven — Implied vol 49.5% Delta -0.146 ≈15% ITM Gamma 0.01 Theta -0.138 Vega 0.119 Open interest 0 Model this put
0	1	0.2%	1	$16.20	—	-0.154	48.7%	—	0
Call · $188 In the money Snapshot session Aug 24, 2026 Last $16.20 Breakeven $204.20 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.019 Vega 0 Open interest 0 Model this call Put · $188 Snapshot session Unknown Last — Breakeven — Implied vol 48.7% Delta -0.154 ≈15% ITM Gamma 0.01 Theta -0.141 Vega 0.119 Open interest 0 Model this put
0	—	18.7%	0.99	—	—	-0.167	46.4%	—	0
Call · $190 In the money Snapshot session Unknown Last — Breakeven — Implied vol 18.7% Delta 0.99 ≈99% ITM Gamma 0.003 Theta -0.025 Vega 0.009 Open interest 0 Model this call Put · $190 Snapshot session Unknown Last — Breakeven — Implied vol 46.4% Delta -0.167 ≈17% ITM Gamma 0.011 Theta -0.141 Vega 0.12 Open interest 0 Model this put
0	—	18.6%	0.956	—	$1.36	-0.15	31.1%	2	2
Call · $195 In the money Snapshot session Unknown Last — Breakeven — Implied vol 18.6% Delta 0.956 ≈96% ITM Gamma 0.01 Theta -0.04 Vega 0.044 Open interest 0 Model this call Put · $195 Snapshot session Aug 28, 2026 Last $1.36 Breakeven $193.64 Implied vol 31.1% Delta -0.15 ≈15% ITM Gamma 0.016 Theta -0.087 Vega 0.12 Open interest 2 Model this put
2	3	21.1%	0.837	$7.89	$1.50	-0.237	29.6%	1	0
Call · $200 In the money Snapshot session Aug 13, 2026 Last $7.89 Breakeven $207.89 Implied vol 21.1% Delta 0.837 ≈84% ITM Gamma 0.024 Theta -0.081 Vega 0.121 Open interest 2 Model this call Put · $200 Snapshot session Aug 28, 2026 Last $1.50 Breakeven $198.50 Implied vol 29.6% Delta -0.237 ≈24% ITM Gamma 0.022 Theta -0.11 Vega 0.161 Open interest 0 Model this put
2	1	26.1%	0.656	$4.80	—	-0.328	22.8%	—	0
Call · $205 In the money Snapshot session Aug 21, 2026 Last $4.80 Breakeven $209.80 Implied vol 26.1% Delta 0.656 ≈66% ITM Gamma 0.03 Theta -0.134 Vega 0.187 Open interest 2 Model this call Put · $205 Snapshot session Unknown Last — Breakeven — Implied vol 22.8% Delta -0.328 ≈33% ITM Gamma 0.034 Theta -0.098 Vega 0.164 Open interest 0 Model this put
Underlying $209.20
43	43	24%	0.498	$5.00	$5.50	-0.511	20.7%	1	1
Call · $210 Snapshot session Aug 27, 2026 Last $5.00 Breakeven $215.00 Implied vol 24% Delta 0.498 ≈50% ITM Gamma 0.035 Theta -0.13 Vega 0.192 Open interest 43 Model this call Put · $210 In the money Snapshot session Aug 27, 2026 Last $5.50 Breakeven $204.50 Implied vol 20.7% Delta -0.511 ≈51% ITM Gamma 0.041 Theta -0.094 Vega 0.192 Open interest 1 Model this put
0	—	22.9%	0.326	—	—	-0.702	20.8%	—	0
Call · $215 Snapshot session Unknown Last — Breakeven — Implied vol 22.9% Delta 0.326 ≈33% ITM Gamma 0.033 Theta -0.11 Vega 0.173 Open interest 0 Model this call Put · $215 In the money Snapshot session Unknown Last — Breakeven — Implied vol 20.8% Delta -0.702 ≈70% ITM Gamma 0.036 Theta -0.078 Vega 0.171 Open interest 0 Model this put
0	—	28.8%	0.241	—	—	-0.867	20%	—	0
Call · $220 Snapshot session Unknown Last — Breakeven — Implied vol 28.8% Delta 0.241 ≈24% ITM Gamma 0.023 Theta -0.118 Vega 0.134 Open interest 0 Model this call Put · $220 In the money Snapshot session Unknown Last — Breakeven — Implied vol 20% Delta -0.867 ≈87% ITM Gamma 0.026 Theta -0.043 Vega 0.117 Open interest 0 Model this put
1	4	29.3%	0.153	$1.05	—	-0.964	19.6%	—	0
Call · $225 Snapshot session Aug 28, 2026 Last $1.05 Breakeven $226.05 Implied vol 29.3% Delta 0.153 ≈15% ITM Gamma 0.017 Theta -0.09 Vega 0.137 Open interest 1 Model this call Put · $225 In the money Snapshot session Unknown Last — Breakeven — Implied vol 19.6% Delta -0.964 ≈96% ITM Gamma 0.014 Theta -0.012 Vega 0.036 Open interest 0 Model this put
0	—	—	—	—	—	-0.898	32.2%	—	0
Call · $230 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $230 In the money Snapshot session Unknown Last — Breakeven — Implied vol 32.2% Delta -0.898 ≈90% ITM Gamma 0.013 Theta -0.059 Vega 0.086 Open interest 0 Model this put
0	—	—	—	—	—	-0.948	32.2%	—	0
Call · $235 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $235 In the money Snapshot session Unknown Last — Breakeven — Implied vol 32.2% Delta -0.948 ≈95% ITM Gamma 0.009 Theta -0.033 Vega 0.046 Open interest 0 Model this put
0	—	—	—	—	—	-0.968	34.3%	—	0
Call · $240 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $240 In the money Snapshot session Unknown Last — Breakeven — Implied vol 34.3% Delta -0.968 ≈97% ITM Gamma 0.007 Theta -0.023 Vega 0.039 Open interest 0 Model this put