2.73 |
2.73% |
2.56 |
2.63 |
255 |
198.00 |
0.02 |
0.02% |
0.01 |
0.02 |
4,421 |
IWM Call 198.00
Exp: Jun 10, 2024
Last: 2.73
Chg.: 2.73%
SymbolIWM|20240610|198.00C
Delta0.9759
Imp Vol0.1265
Bid2.56
Gamma0.043
Theoretical2.595
Ask2.63
Theta-0.0595
Intrinsic Value2.69
Volume255
Vega0.0059
Time Value0.04
Open Interest64
Rho0.0052
Delta / Theta-16.4043
IWM Put 198.00
Exp: Jun 10, 2024
Last: 0.02
Chg.: 0.02%
SymbolIWM|20240610|198.00P
Delta-0.035
Imp Vol0.1379
Bid0.01
Gamma0.0538
Theoretical0.02
Ask0.02
Theta-0.0557
Intrinsic Value-2.69
Volume4,421
Vega0.0081
Time Value2.71
Open Interest3,058
Rho-0.0002
Delta / Theta0.6296
|
1.61 |
1.61% |
1.6 |
1.66 |
3,206 |
199.00 |
0.05 |
0.05% |
0.04 |
0.05 |
14,008 |
IWM Call 199.00
Exp: Jun 10, 2024
Last: 1.61
Chg.: 1.61%
SymbolIWM|20240610|199.00C
Delta0.9395
Imp Vol0.0985
Bid1.6
Gamma0.1167
Theoretical1.61
Ask1.66
Theta-0.0834
Intrinsic Value1.69
Volume3,206
Vega0.0125
Time Value-0.08
Open Interest70
Rho0.005
Delta / Theta-11.2715
IWM Put 199.00
Exp: Jun 10, 2024
Last: 0.05
Chg.: 0.05%
SymbolIWM|20240610|199.00P
Delta-0.0904
Imp Vol0.1141
Bid0.04
Gamma0.1371
Theoretical0.05
Ask0.05
Theta-0.0964
Intrinsic Value-1.69
Volume14,008
Vega0.017
Time Value1.74
Open Interest8,393
Rho-0.0005
Delta / Theta0.9379
|
0.79 |
0.79% |
0.77 |
0.81 |
13,053 |
200.00 |
0.22 |
0.22% |
0.2 |
0.22 |
5,285 |
IWM Call 200.00
Exp: Jun 10, 2024
Last: 0.79
Chg.: 0.79%
SymbolIWM|20240610|200.00C
Delta0.7034
Imp Vol0.1055
Bid0.77
Gamma0.3146
Theoretical0.79
Ask0.81
Theta-0.2087
Intrinsic Value0.69
Volume13,053
Vega0.036
Time Value0.1
Open Interest164
Rho0.0038
Delta / Theta-3.371
IWM Put 200.00
Exp: Jun 10, 2024
Last: 0.22
Chg.: 0.22%
SymbolIWM|20240610|200.00P
Delta-0.3034
Imp Vol0.109
Bid0.2
Gamma0.3082
Theoretical0.22
Ask0.22
Theta-0.1952
Intrinsic Value-0.69
Volume5,285
Vega0.0364
Time Value0.91
Open Interest5,951
Rho-0.0015
Delta / Theta1.5544
|
|
200.69 |
Price @ Jun 10, 2024 02:47PM GMT |
0.27 |
0.27% |
0.26 |
0.27 |
8,666 |
201.00 |
0.69 |
0.69% |
0.66 |
0.69 |
1,637 |
IWM Call 201.00
Exp: Jun 10, 2024
Last: 0.27
Chg.: 0.27%
SymbolIWM|20240610|201.00C
Delta0.3563
Imp Vol0.1076
Bid0.26
Gamma0.3325
Theoretical0.27
Ask0.27
Theta-0.2201
Intrinsic Value-0.31
Volume8,666
Vega0.0388
Time Value0.58
Open Interest4,958
Rho0.0019
Delta / Theta-1.6192
IWM Put 201.00
Exp: Jun 10, 2024
Last: 0.69
Chg.: 0.69%
SymbolIWM|20240610|201.00P
Delta-0.6459
Imp Vol0.1079
Bid0.66
Gamma0.3329
Theoretical0.69
Ask0.69
Theta-0.2001
Intrinsic Value0.31
Volume1,637
Vega0.0387
Time Value0.38
Open Interest10,622
Rho-0.0029
Delta / Theta3.2285
|
0.06 |
0.06% |
0.05 |
0.06 |
4,922 |
202.00 |
1.48 |
1.48% |
1.44 |
1.51 |
505 |
IWM Call 202.00
Exp: Jun 10, 2024
Last: 0.06
Chg.: 0.06%
SymbolIWM|20240610|202.00C
Delta0.1091
Imp Vol0.1097
Bid0.05
Gamma0.1634
Theoretical0.06
Ask0.06
Theta-0.1109
Intrinsic Value-1.31
Volume4,922
Vega0.0195
Time Value1.37
Open Interest1,916
Rho0.0006
Delta / Theta-0.9837
IWM Put 202.00
Exp: Jun 10, 2024
Last: 1.48
Chg.: 1.48%
SymbolIWM|20240610|202.00P
Delta-0.9002
Imp Vol0.1082
Bid1.44
Gamma0.1594
Theoretical1.48
Ask1.51
Theta-0.0872
Intrinsic Value1.31
Volume505
Vega0.0181
Time Value0.17
Open Interest1,721
Rho-0.0029
Delta / Theta10.3177
|
0.01 |
0.01% |
0.01 |
0.02 |
2,467 |
203.00 |
2.23 |
2.23% |
2.4 |
2.47 |
326 |
IWM Call 203.00
Exp: Jun 10, 2024
Last: 0.01
Chg.: 0.01%
SymbolIWM|20240610|203.00C
Delta0.0225
Imp Vol0.1148
Bid0.01
Gamma0.0446
Theoretical0.01
Ask0.02
Theta-0.0329
Intrinsic Value-2.31
Volume2,467
Vega0.0056
Time Value2.32
Open Interest2,568
Rho0.0001
Delta / Theta-0.6825
IWM Put 203.00
Exp: Jun 10, 2024
Last: 2.23
Chg.: 2.23%
SymbolIWM|20240610|203.00P
Delta-0.939
Imp Vol0.1526
Bid2.4
Gamma0.0814
Theoretical2.47
Ask2.47
Theta-0.085
Intrinsic Value2.31
Volume326
Vega0.0125
Time Value-0.08
Open Interest1,745
Rho-0.0028
Delta / Theta11.045
|