Loading…
Loading…
Prices are delayed. Buyer’s break-even and chance of profit use the realistic price (ask); the chance is estimated from implied volatility, not a forecast. The bold row is at the money.
Stock price 88.05 · 4.8 days to expiry
| Strike | Bid / Ask | IV | Model | American | Δ | Θ | Break-even | Chance | Liquidity | OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 80 | 7 / 9.35 | 52.0% | 8.2 | 8.2 | 0.95 | -0.064 | 89.35 | 39.1% | low · 28.7% | 3 |
| 81 | 6.2 / 8.25 | 50.3% | 7.25 | 7.25 | 0.93 | -0.078 | 89.25 | 39.6% | low · 28.4% | 1 |
| 82 | 4.85 / 7.3 | 87.4% | 7.27 | 7.27 | 0.78 | -0.281 | 89.3 | 42.4% | low · 40.3% | 25 |
| 83 | 4.2 / 6.3 | 79.0% | 6.27 | 6.27 | 0.76 | -0.266 | 89.3 | 42.0% | low · 40.0% | 21 |
| 84 | 3.15 / 5.45 | 74.7% | 5.42 | 5.43 | 0.73 | -0.269 | 89.45 | 41.0% | low · 53.5% | 1 |
| 85 | 3.2 / 3.8 | 47.0% | 3.8 | 3.8 | 0.76 | -0.162 | 88.8 | 42.7% | low · 17.1% | 104 |
| 86 | 2.03 / 3 | 44.1% | 2.99 | 2.99 | 0.69 | -0.17 | 89 | 40.6% | low · 38.6% | 18 |
| 87 | 1.76 / 2.22 | 40.2% | 2.21 |
| 2.21 |
| 0.62 |
| -0.168 |
| 89.22 |
| 37.8% |
| low · 23.1% |
| 9 |
| 88 | 1.29 / 1.5 | 35.9% | 1.49 | 1.49 | 0.52 | -0.156 | 89.5 | 33.8% | low · 15.1% | 69 |
| 89 | 0.84 / 0.96 | 33.4% | 0.95 | 0.95 | 0.4 | -0.14 | 89.96 | 28.1% | medium · 13.3% | 202 |
| 90 | 0.52 / 0.62 | 33.3% | 0.61 | 0.61 | 0.29 | -0.123 | 90.62 | 21.9% | low · 17.5% | 583 |
| 91 | 0.28 / 0.35 | 32.0% | 0.34 | 0.34 | 0.19 | -0.094 | 91.35 | 15.3% | low · 22.2% | 96 |
| 92 | 0.16 / 0.22 | 32.9% | 0.21 | 0.21 | 0.13 | -0.074 | 92.22 | 10.6% | low · 31.6% | 179 |
| 93 | 0.07 / 0.12 | 32.8% | 0.11 | 0.11 | 0.08 | -0.051 | 93.12 | 6.6% | low · 52.6% | 198 |
| 94 | 0.02 / 0.07 | 33.4% | 0.06 | 0.06 | 0.05 | -0.035 | 94.07 | 4.0% | low · 111.1% | 157 |
| 95 | 0.01 / 0.05 | 35.5% | 0.05 | 0.05 | 0.03 | -0.028 | 95.05 | 2.9% | low · 133.3% | 175 |
| 96 | — / 0.25 | 55.3% | 0.23 | 0.23 | 0.09 | -0.097 | 96.1 | 7.9% | unknown | 111 |
| 97 | — / 0.97 | 72.0% | 0.46 | 0.45 | 0.13 | -0.162 | 97.02 | 11.2% | unknown | 454 |
| 98 | — / 1.01 | 78.1% | 0.47 | 0.47 | 0.13 | -0.171 | 98.01 | 10.7% | unknown | 161 |
| 99 | — / 1.86 | 100.9% | 0.88 | 0.88 | 0.17 | -0.271 | 99.02 | 14.1% | unknown | 121 |
| 100 | — / 2.04 | 109.7% | 0.96 | 0.96 | 0.17 | -0.296 | 100.02 | 14.0% | unknown | 155 |
| 101 | — / 0.05 | 52.3% | 0.02 | 0.02 | 0.01 | -0.018 | 101.05 | 1.0% | low | 42 |
| 102 | — / 1.83 | 116.2% | 0.86 | 0.86 | 0.15 | -0.287 | 102.34 | 11.5% | low | 21 |
| 103 | — / 1.94 | 123.4% | 0.91 | 0.91 | 0.15 | -0.305 | 103.18 | 11.6% | low | 14 |
| 104 | — / 2.13 | 132.3% | 1 | 1 | 0.15 | -0.332 | 104.01 | 12.0% | unknown | 161 |
| 105 | — / 1.86 | 131.5% | 0.87 | 0.87 | 0.14 | -0.306 | 105.02 | 10.6% | unknown | 501 |
| 106 | — / 2.02 | 139.7% | 0.94 | 0.94 | 0.14 | -0.33 | 106.05 | 10.7% | unknown | 70 |
| 107 | — / 0.05 | 70.7% | 0.02 | 0.02 | 0.01 | -0.018 | 107.06 | 0.7% | unknown | 89 |
| 108 | — / 2.13 | 151.4% | 0.99 | 0.99 | 0.14 | -0.353 | 108.23 | 10.1% | unknown | 136 |
| 109 | — / 2.05 | 154.2% | 0.95 | 0.96 | 0.13 | -0.348 | 109.24 | 9.5% | low | 1 |
| 110 | — / 2.13 | 160.4% | 0.99 | 0.99 | 0.13 | -0.362 | 110.63 | 9.1% | low | 21 |
| 111 | — / 2.13 | 164.8% | 0.99 | 0.99 | 0.13 | -0.367 | 111.29 | 9.1% | low | 20 |
| 112 | — / 2.12 | 168.9% | 0.98 | 0.99 | 0.13 | -0.37 | 112.29 | 8.8% | low | 7 |
| 113 | — / 1.96 | 169.4% | 0.91 | 0.9 | 0.12 | -0.353 | 113.1 | 8.3% | low | 4 |