1
2
—
—
$36.12
19.8
$0.05
—
—
50
51
Call · $19.8
In the money
Last $36.12
Breakeven $55.92
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $19.8
Last $0.05
Breakeven $19.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 51
Model this put
0
—
—
—
—
24.8
$0.10
-0.032
235.4%
2
52
Call · $24.8
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $24.8
Last $0.10
Breakeven $24.70
Implied vol 235.4%
Delta -0.032 ≈3% ITM
Gamma 0.003
Theta -0.061
Vega 0.007
Open interest 52
Model this put
40
2
—
—
$29.95
29.8
$0.30
-0.047
197.5%
1
10
Call · $29.8
In the money
Last $29.95
Breakeven $59.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 40
Model this call
Put · $29.8
Last $0.30
Breakeven $29.50
Implied vol 197.5%
Delta -0.047 ≈5% ITM
Gamma 0.005
Theta -0.071
Vega 0.014
Open interest 10
Model this put
1
—
—
—
—
30.8
$0.40
-0.043
178.1%
10
22
Call · $30.8
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $30.8
Last $0.40
Breakeven $30.40
Implied vol 178.1%
Delta -0.043 ≈4% ITM
Gamma 0.005
Theta -0.059
Vega 0.008
Open interest 22
Model this put
1
1
—
—
$24.46
31.8
$0.10
-0.052
178.2%
10
12
Call · $31.8
In the money
Last $24.46
Breakeven $56.26
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $31.8
Last $0.10
Breakeven $31.70
Implied vol 178.2%
Delta -0.052 ≈5% ITM
Gamma 0.006
Theta -0.069
Vega 0.015
Open interest 12
Model this put
0
—
—
—
—
32.8
$0.10
-0.048
161.7%
10
15
Call · $32.8
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $32.8
Last $0.10
Breakeven $32.70
Implied vol 161.7%
Delta -0.048 ≈5% ITM
Gamma 0.006
Theta -0.058
Vega 0.009
Open interest 15
Model this put
53
2
—
—
$23.12
33.8
$0.10
-0.058
160.2%
16
18
Call · $33.8
In the money
Last $23.12
Breakeven $56.92
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 53
Model this call
Put · $33.8
Last $0.10
Breakeven $33.70
Implied vol 160.2%
Delta -0.058 ≈6% ITM
Gamma 0.007
Theta -0.067
Vega 0.015
Open interest 18
Model this put
70
1
—
—
$16.68
34.8
$0.06
-0.053
145%
12
21
Call · $34.8
In the money
Last $16.68
Breakeven $51.48
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 70
Model this call
Put · $34.8
Last $0.06
Breakeven $34.74
Implied vol 145%
Delta -0.053 ≈5% ITM
Gamma 0.007
Theta -0.057
Vega 0.015
Open interest 21
Model this put
2
1
—
—
$18.25
35.8
$1.70
-0.056
136.7%
2
2
Call · $35.8
In the money
Last $18.25
Breakeven $54.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $35.8
Last $1.70
Breakeven $34.10
Implied vol 136.7%
Delta -0.056 ≈6% ITM
Gamma 0.008
Theta -0.056
Vega 0.016
Open interest 2
Model this put
23
12
—
—
$23.55
36.8
—
-0.059
128.7%
—
4
Call · $36.8
In the money
Last $23.55
Breakeven $60.35
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 23
Model this call
Put · $36.8
Last —
Breakeven —
Implied vol 128.7%
Delta -0.059 ≈6% ITM
Gamma 0.008
Theta -0.054
Vega 0.016
Open interest 4
Model this put
5
3
84.8%
0.981
$18.63
37.8
$0.09
-0.055
116.2%
13
25
Call · $37.8
In the money
Last $18.63
Breakeven $56.43
Implied vol 84.8%
Delta 0.981 ≈98% ITM
Gamma 0.005
Theta -0.015
Vega 0.005
Open interest 5
Model this call
Put · $37.8
Last $0.09
Breakeven $37.71
Implied vol 116.2%
Delta -0.055 ≈5% ITM
Gamma 0.009
Theta -0.047
Vega 0.016
Open interest 25
Model this put
17
15
—
—
$16.60
38.8
$0.53
-0.066
113.3%
1
4
Call · $38.8
In the money
Last $16.60
Breakeven $55.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 17
Model this call
Put · $38.8
Last $0.53
Breakeven $38.27
Implied vol 113.3%
Delta -0.066 ≈7% ITM
Gamma 0.01
Theta -0.052
Vega 0.016
Open interest 4
Model this put
146
4
—
—
$20.95
39.8
$0.42
-0.062
101.4%
1
52
Call · $39.8
In the money
Last $20.95
Breakeven $60.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 146
Model this call
Put · $39.8
Last $0.42
Breakeven $39.38
Implied vol 101.4%
Delta -0.062 ≈6% ITM
Gamma 0.011
Theta -0.044
Vega 0.016
Open interest 52
Model this put
58
50
—
—
$11.10
40.8
$0.17
-0.052
86.9%
1
31
Call · $40.8
In the money
Last $11.10
Breakeven $51.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 58
Model this call
Put · $40.8
Last $0.17
Breakeven $40.63
Implied vol 86.9%
Delta -0.052 ≈5% ITM
Gamma 0.011
Theta -0.033
Vega 0.01
Open interest 31
Model this put
3
3
—
—
$19.44
41.8
$0.10
-0.056
80.9%
90
93
Call · $41.8
In the money
Last $19.44
Breakeven $61.24
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $41.8
Last $0.10
Breakeven $41.70
Implied vol 80.9%
Delta -0.056 ≈6% ITM
Gamma 0.013
Theta -0.033
Vega 0.01
Open interest 93
Model this put
50
—
—
—
—
42.8
$0.60
-0.06
74.6%
14
22
Call · $42.8
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 50
Model this call
Put · $42.8
Last $0.60
Breakeven $42.20
Implied vol 74.6%
Delta -0.06 ≈6% ITM
Gamma 0.015
Theta -0.032
Vega 0.017
Open interest 22
Model this put
10
10
62.5%
0.948
$8.37
43.8
$0.80
-0.089
76.7%
2
56
Call · $43.8
In the money
Last $8.37
Breakeven $52.17
Implied vol 62.5%
Delta 0.948 ≈95% ITM
Gamma 0.016
Theta -0.025
Vega 0.01
Open interest 10
Model this call
Put · $43.8
Last $0.80
Breakeven $43.00
Implied vol 76.7%
Delta -0.089 ≈9% ITM
Gamma 0.019
Theta -0.044
Vega 0.017
Open interest 56
Model this put
423
102
—
—
$7.70
44.8
$0.21
-0.08
64.5%
26
58
Call · $44.8
In the money
Last $7.70
Breakeven $52.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 423
Model this call
Put · $44.8
Last $0.21
Breakeven $44.59
Implied vol 64.5%
Delta -0.08 ≈8% ITM
Gamma 0.021
Theta -0.034
Vega 0.017
Open interest 58
Model this put
31
1
28.5%
0.996
$9.30
45.8
$0.24
-0.117
68.1%
12
245
Call · $45.8
In the money
Last $9.30
Breakeven $55.10
Implied vol 28.5%
Delta 0.996 ≈100% ITM
Gamma 0.003
Theta -0.003
Vega 0.001
Open interest 31
Model this call
Put · $45.8
Last $0.24
Breakeven $45.56
Implied vol 68.1%
Delta -0.117 ≈12% ITM
Gamma 0.027
Theta -0.048
Vega 0.018
Open interest 245
Model this put
26
5
36.1%
0.967
$13.03
46.8
$1.04
-0.128
60.8%
4
54
Call · $46.8
In the money
Last $13.03
Breakeven $59.83
Implied vol 36.1%
Delta 0.967 ≈97% ITM
Gamma 0.018
Theta -0.011
Vega 0.01
Open interest 26
Model this call
Put · $46.8
Last $1.04
Breakeven $45.76
Implied vol 60.8%
Delta -0.128 ≈13% ITM
Gamma 0.032
Theta -0.046
Vega 0.027
Open interest 54
Model this put
17
8
44.6%
0.897
$11.00
47.8
$0.61
-0.153
56.3%
4
48
Call · $47.8
In the money
Last $11.00
Breakeven $58.80
Implied vol 44.6%
Delta 0.897 ≈90% ITM
Gamma 0.037
Theta -0.031
Vega 0.018
Open interest 17
Model this call
Put · $47.8
Last $0.61
Breakeven $47.19
Implied vol 56.3%
Delta -0.153 ≈15% ITM
Gamma 0.039
Theta -0.047
Vega 0.027
Open interest 48
Model this put
13
3
46.4%
0.84
$8.12
48.8
$0.40
-0.205
58.3%
14
62
Call · $48.8
In the money
Last $8.12
Breakeven $56.92
Implied vol 46.4%
Delta 0.84 ≈84% ITM
Gamma 0.048
Theta -0.042
Vega 0.027
Open interest 13
Model this call
Put · $48.8
Last $0.40
Breakeven $48.40
Implied vol 58.3%
Delta -0.205 ≈20% ITM
Gamma 0.046
Theta -0.06
Vega 0.027
Open interest 62
Model this put
1.8k
4
49.4%
0.773
$4.05
49.8
$0.95
-0.255
57%
15
385
Call · $49.8
In the money
Last $4.05
Breakeven $53.85
Implied vol 49.4%
Delta 0.773 ≈77% ITM
Gamma 0.057
Theta -0.056
Vega 0.036
Open interest 1.8k
Model this call
Put · $49.8
Last $0.95
Breakeven $48.85
Implied vol 57%
Delta -0.255 ≈26% ITM
Gamma 0.052
Theta -0.065
Vega 0.036
Open interest 385
Model this put
Underlying $53.20
2.2k
64
54.9%
0.431
$1.85
54.8
$4.00
-0.564
57.3%
14
414
Call · $54.8
Last $1.85
Breakeven $56.65
Implied vol 54.9%
Delta 0.431 ≈43% ITM
Gamma 0.066
Theta -0.079
Vega 0.044
Open interest 2.2k
Model this call
Put · $54.8
In the money
Last $4.00
Breakeven $50.80
Implied vol 57.3%
Delta -0.564 ≈56% ITM
Gamma 0.064
Theta -0.08
Vega 0.044
Open interest 414
Model this put
1.3k
61
54.2%
0.165
$0.43
59.8
$3.80
-0.769
69.2%
20
164
Call · $59.8
Last $0.43
Breakeven $60.23
Implied vol 54.2%
Delta 0.165 ≈17% ITM
Gamma 0.042
Theta -0.049
Vega 0.031
Open interest 1.3k
Model this call
Put · $59.8
In the money
Last $3.80
Breakeven $56.00
Implied vol 69.2%
Delta -0.769 ≈77% ITM
Gamma 0.041
Theta -0.074
Vega 0.031
Open interest 164
Model this put
847
24
58%
0.057
$0.20
64.8
$6.20
-0.875
77.8%
10
20
Call · $64.8
Last $0.20
Breakeven $65.00
Implied vol 58%
Delta 0.057 ≈6% ITM
Gamma 0.018
Theta -0.024
Vega 0.012
Open interest 847
Model this call
Put · $64.8
In the money
Last $6.20
Breakeven $58.60
Implied vol 77.8%
Delta -0.875 ≈87% ITM
Gamma 0.025
Theta -0.055
Vega 0.021
Open interest 20
Model this put
273
28
86.9%
0.075
$0.30
69.8
$17.10
-0.909
93.2%
10
10
Call · $69.8
Last $0.30
Breakeven $70.10
Implied vol 86.9%
Delta 0.075 ≈7% ITM
Gamma 0.015
Theta -0.045
Vega 0.013
Open interest 273
Model this call
Put · $69.8
In the money
Last $17.10
Breakeven $52.70
Implied vol 93.2%
Delta -0.909 ≈91% ITM
Gamma 0.017
Theta -0.052
Vega 0.022
Open interest 10
Model this put
56
11
108.8%
0.076
$0.05
75
—
-0.974
84.9%
—
0
Call · $75
Last $0.05
Breakeven $75.05
Implied vol 108.8%
Delta 0.076 ≈8% ITM
Gamma 0.012
Theta -0.056
Vega 0.013
Open interest 56
Model this call
Put · $75
In the money
Last —
Breakeven —
Implied vol 84.9%
Delta -0.974 ≈97% ITM
Gamma 0.008
Theta -0.016
Vega 0.006
Open interest 0
Model this put
49
1
137%
0.092
$0.30
80
—
-0.949
115%
—
0
Call · $80
Last $0.30
Breakeven $80.30
Implied vol 137%
Delta 0.092 ≈9% ITM
Gamma 0.011
Theta -0.082
Vega 0.023
Open interest 49
Model this call
Put · $80
In the money
Last —
Breakeven —
Implied vol 115%
Delta -0.949 ≈95% ITM
Gamma 0.009
Theta -0.04
Vega 0.013
Open interest 0
Model this put
0
—
147.6%
0.08
—
85
—
-0.978
110.4%
—
0
Call · $85
Last —
Breakeven —
Implied vol 147.6%
Delta 0.08 ≈8% ITM
Gamma 0.009
Theta -0.079
Vega 0.014
Open interest 0
Model this call
Put · $85
In the money
Last —
Breakeven —
Implied vol 110.4%
Delta -0.978 ≈98% ITM
Gamma 0.005
Theta -0.018
Vega 0.006
Open interest 0
Model this put