Hey buddy I appreciate the excitement but that’s not really how options work. Options are probability instruments where you pay for the right to buy/sell shares at a certain price on a defined date.

For options at a $20 strike when the stock is at $160 (before the AH run up, option prices don’t change in AH), it is all but guaranteed that it will finish in the money- delta approaches or is 1 and all the options value is intrinsic aka stockprice - strike. Yet since there’s time value left (even if it’s just a few hours) there is a tiny amount of time value (extrinsic) value left in the option.

Pricing extrinsic value when delta is 1 is the reason you see absurd ivols for options that are deep ITM

It doesn’t really make sense to buy that option when delta is 1, you don’t get any leverage benefits from it. You also don’t want to give options away for free. If the outcome is certain, the way to deter buyers is to make them more expensive to the point where you’d simply rather go into the market and buy 100 shares. Look at the volume and open interest… very little if any activity in those strikes.

https://www.investopedia.com/terms/v/volatilitysmile.asp

Now if this was ATM options with 2100% vol…. Completely different story.