in the money · blue volume = volume above open interest · click a Bid to sell or an Ask to buy into the P&L calculator
Calls
Strike
Puts
Last
Chg
Bid
Ask
Vol
OI
IV
Δ
K
Δ
IV
OI
Vol
Ask
Bid
Chg
Last
—
—
—
—
—
—
—
—
17.50
-0.01
242.2%
198
198
—
0.2000
10.90
—
10
12
397.3%
0.89
20.00
-0.04
251.6%
5
1
—
0.2700
8.65
—
30
220
237.1%
0.90
22.50
-0.06
185.9%
263
20
—
0.0800
4.70
—
5
38
137.5%
0.89
25.00
-0.09
128.9%
341
76
—
0.0500
Spot 29.00
0.2400
−0.11
1
978
51.0%
0.24
30.00
-0.74
55.5%
362
6
+0.37
1.45
0.0500
+0.01
5
3K
89.8%
0.01
35.00
-0.89
159.4%
3
1
—
3.94
0.0400
−0.01
1
148
155.5%
0.01
40.00
-0.96
188.7%
—
10
—
11.80
0.1000
—
1
46
261.3%
0.04
45.00
—
—
—
—
—
—
—
—
OI
Open Interest by Strike · Oct 16, 26
±20% of spot
SKEW
Volatility Smile · Oct 16, 26
implied volatility by strike
Greeks and probabilities use Black-Scholes with Yahoo's implied volatility and a 4.06% risk-free rate (13-week T-bill). Option quotes can lag the stock quote.
TERM
IV Term Structure
6 expiries
GEX
Dealer Gamma by Strike
net $160.87K per 1% · 2 expiries ≤45d
GPRO
Gamma Profile
flip ≈ 27.21
Gamma exposure follows the bot's lgf gex: Black-Scholes gamma per 1% move on open interest within 45 days, assuming dealers are long calls and short puts. Positive gamma tends to damp moves, negative gamma to amplify them. An estimate, not dealers' actual books.