PGR · 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 231.28 · 5.8 days to expiry

Strike	Bid / Ask	IV	Model	Δ	Θ	Break-even	Chance	Liquidity	OI
185	44.9 / 48.5	99.2%	46.76	0.97	-0.196	233.5	44.5%	low · 7.7%	4
195	35.6 / 38	83.0%	36.86	0.95	-0.218	233	45.1%	low · 6.5%	4
200	30 / 33.7	74.4%	31.91	0.95	-0.225	233.7	43.7%	low · 11.6%	11
205	25.2 / 28.4	62.9%	26.87	0.94	-0.204	233.4	43.8%	low · 11.9%	0
210	20.1 / 23.8	56.3%	22.02	0.92	-0.23	233.8	42.5%	low · 16.9%	2
215	15.4 / 18.5	68.4%	18.5	0.82	-0.477	233.5	43.9%	low · 18.3%	8
217.5	13.7 / 15.9	60.5%	15.91	0.8	-0.44	233.4	43.7%	low · 14.9%	1
220	11.4 / 13.5	54.8%	13.51	0.78	-0.427	233.5	43.1%	low · 16.9%	193
222.5	9.1 / 11.3	50.9%	11.3	0.74	-0.431	233.8	42.0%	low · 21.6%	11
225	6.9 / 9.2	47.1%	9.2	0.69	-0.433	234.2	40.5%	low · 28.6%	45
230	3.7 / 5.5	41.0%	5.48	0.56	-0.42	235.5	35.3%	low · 39.1%	17
232.5	2.45 / 4	38.6%	3.98	0.47	-0.398	236.5	31.4%	low · 48.1%	25
235	1.7 / 2.5	34.3%	2.48	0.37	-0.335	237.5	26.2%	low · 38.1%	81
237.5	0.4 / 3.1	47.4%	3.05	0.34	-0.446	240.6	24.4%	low · 154.3%	3
240	0.5 / 2.35	47.1%	2.3	0.28	-0.405	242.35	20.6%	low · 129.8%	22
255	— / 2.2	63.3%	1.04	0.12	-0.321	255.25	10.1%	low	1