SHEL · 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 108.69 · 5.8 days to expiry

Strike	Bid / Ask	IV	Model	Δ	Θ	Break-even	Chance	Liquidity	OI
80	27.5 / 29.9	87.5%	28.75	1	-0.016	109.9	43.8%	low · 8.4%	8
85	22.6 / 24.9	88.7%	23.79	0.99	-0.041	109.9	43.8%	low · 9.7%	10
88	19.6 / 22.1	91.2%	20.89	0.97	-0.08	110.1	43.3%	low · 12.0%	1
90	17.6 / 19.9	70.5%	18.8	0.99	-0.041	109.9	43.3%	low · 12.3%	15
91	16.6 / 19.2	83.1%	17.94	0.96	-0.093	110.2	42.7%	low · 14.5%	1
92	15.6 / 17.8	50.0%	16.76	1	-0.016	109.8	42.3%	low · 13.2%	2
93	15.3 / 16.4	70.8%	15.89	0.96	-0.076	109.4	45.3%	low · 6.9%	6
95	12.6 / 14.9	52.7%	13.8	0.98	-0.039	109.9	42.1%	low · 16.7%	1
96	11.6 / 13.9	101.6%	13.89	0.85	-0.288	109.9	44.0%	low · 18.0%	14
97	10.6 / 12.9	95.9%	12.89	0.84	-0.281	109.9	44.0%	low · 19.6%	9
98	9.7 / 11.9	90.2%	11.89	0.84	-0.274	109.9	43.9%	low · 20.4%	4
99	8.9 / 10.7	78.9%	10.7	0.84	-0.236	109.7	44.3%	low · 18.4%	65
100	8.3 / 9.5	67.6%	9.51	0.85	-0.197	109.5	44.8%	low · 13.5%	30
101	6.9 / 8.4	59.3%	8.42	0.85	-0.174	109.4	45.0%	low · 19.6%	1
102	6 / 8	69.5%	7.99	0.78	-0.251	110	42.8%	low · 28.6%	2
103	5.1 / 7.1	65.7%	7.09	0.76	-0.251	110.1	42.2%	low · 32.8%	8
104	4.2 / 6.2	61.5%	6.19	0.73	-0.248	110.2	41.4%	low · 38.5%	10
105	3.8 / 4.6	42.1%	4.61	0.76	-0.165	109.6	42.7%	low · 19.0%	46
106	3.1 / 3.7	38.0%	3.71	0.71	-0.161	109.7	41.4%	low · 17.6%	25
107	2.45 / 2.85	34.2%	2.86	0.66	-0.156	109.85	39.4%	low · 15.1%	30
108	1.95 / 2.55	39.5%	2.55	0.57	-0.19	110.55	35.7%	low · 26.7%	43
109	1.4 / 1.65	32.3%	1.65	0.49	-0.158	110.65	32.3%	low · 16.4%	49
110	0.95 / 1.35	34.6%	1.34	0.41	-0.163	111.35	28.2%	low · 34.8%	69
111	0.7 / 0.85	31.5%	0.84	0.31	-0.135	111.85	22.9%	low · 19.4%	458
112	0.45 / 0.6	31.7%	0.59	0.24	-0.118	112.6	18.2%	low · 28.6%	15
113	0.25 / 0.45	32.9%	0.44	0.18	-0.105	113.45	14.5%	low · 57.1%	2
114	0.2 / 0.35	34.4%	0.34	0.14	-0.094	114.35	11.6%	low · 54.5%	50
115	0.05 / 0.3	36.9%	0.29	0.12	-0.088	115.3	9.7%	low · 142.9%	83
120	— / 1.2	66.8%	0.57	0.13	-0.168	120.05	11.0%	low	29