TTE · Options
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 95.33 · 18.8 days to expiry
| Strike | Bid / Ask | IV | Model | American | Δ | Θ | Break-even | Chance | Liquidity | OI |
|---|
| 70 | 24.5 / 26.5 | 73.0% | 25.63 | 25.63 | 0.97 | -0.032 | 96.5 | 43.8% | low · 7.8% | 1 |
| 75 | 19.6 / 21.3 | 55.5% | 20.59 | 20.59 | 0.98 | -0.026 | 96.3 | 44.3% | low · 8.3% | 0 |
| 77.5 | 17.3 / 18.6 | 74.0% | 18.72 | 18.73 | 0.91 | -0.078 | 96.1 | 44.8% | medium · 7.2% | 152 |
| 80 | 14.9 / 16.2 | 67.9% | 16.32 | 16.32 | 0.89 | -0.081 | 96.2 | 44.6% | medium · 8.4% | 51 |
| 82.5 | 12.5 / 13.7 | 59.2% | 13.83 | 13.83 | 0.88 | -0.077 | 96.2 | 44.6% | low · 9.2% | 30 |
| 85 | 10.2 / 11.1 | 48.4% | 11.23 | 11.24 | 0.87 | -0.067 | 96.1 | 44.9% | medium · 8.5% | 385 |
| 87.5 | 7.8 / 8.9 | 45.2% | 9.02 | 9.02 | 0.82 | -0.076 | 96.4 | 43.6% | medium · 13.2% | 128 |
| 90 | 5.6 / 6.6 | 38.7% | 6.72 | 6.72 | 0.76 | -0.076 | 96.6 | 42.3% | low · 16.4% | 183 |
| 92.5 | 3.8 / 4.5 | 33.5% | 4.61 | 4.61 |
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