3.3 |
3.3% |
3.2 |
3.25 |
162 |
526.00 |
0.39 |
0.39% |
0.38 |
0.4 |
8,614 |
SPY Call 526.00
Exp: May 20, 2024
Last: 3.3
Chg.: 3.3%
SymbolSPY|20240520|526.00C
Delta0.8242
Imp Vol0.0659
Bid3.2
Gamma0.0818
Theoretical3.225
Ask3.25
Theta-0.1895
Intrinsic Value2.85
Volume162
Vega0.1239
Time Value0.45
Open Interest812
Rho0.0356
Delta / Theta-4.3491
SPY Put 526.00
Exp: May 20, 2024
Last: 0.39
Chg.: 0.39%
SymbolSPY|20240520|526.00P
Delta-0.2007
Imp Vol0.0726
Bid0.38
Gamma0.081
Theoretical0.39
Ask0.4
Theta-0.1508
Intrinsic Value-2.85
Volume8,614
Vega0.1344
Time Value3.24
Open Interest4,311
Rho-0.0078
Delta / Theta1.3308
|
2.44 |
2.44% |
2.42 |
2.46 |
996 |
527.00 |
0.61 |
0.61% |
0.6 |
0.61 |
17,660 |
SPY Call 527.00
Exp: May 20, 2024
Last: 2.44
Chg.: 2.44%
SymbolSPY|20240520|527.00C
Delta0.7318
Imp Vol0.0654
Bid2.42
Gamma0.1051
Theoretical2.44
Ask2.46
Theta-0.2197
Intrinsic Value1.85
Volume996
Vega0.1579
Time Value0.59
Open Interest2,078
Rho0.0316
Delta / Theta-3.3316
SPY Put 527.00
Exp: May 20, 2024
Last: 0.61
Chg.: 0.61%
SymbolSPY|20240520|527.00P
Delta-0.2873
Imp Vol0.071
Bid0.6
Gamma0.1009
Theoretical0.61
Ask0.61
Theta-0.1765
Intrinsic Value-1.85
Volume17,660
Vega0.1632
Time Value2.46
Open Interest4,158
Rho-0.011
Delta / Theta1.6278
|
1.74 |
1.74% |
1.74 |
1.75 |
9,165 |
528.00 |
0.91 |
0.91% |
0.9 |
0.91 |
32,126 |
SPY Call 528.00
Exp: May 20, 2024
Last: 1.74
Chg.: 1.74%
SymbolSPY|20240520|528.00C
Delta0.6199
Imp Vol0.0639
Bid1.74
Gamma0.1242
Theoretical1.74
Ask1.75
Theta-0.2348
Intrinsic Value0.85
Volume9,165
Vega0.1825
Time Value0.89
Open Interest3,201
Rho0.0268
Delta / Theta-2.6398
SPY Put 528.00
Exp: May 20, 2024
Last: 0.91
Chg.: 0.91%
SymbolSPY|20240520|528.00P
Delta-0.3928
Imp Vol0.0686
Bid0.9
Gamma0.118
Theoretical0.91
Ask0.91
Theta-0.1886
Intrinsic Value-0.85
Volume32,126
Vega0.184
Time Value1.76
Open Interest6,060
Rho-0.0145
Delta / Theta2.0823
|
|
528.85 |
Price @ May 17, 2024 03:24PM GMT |
1.16 |
1.16% |
1.16 |
1.17 |
36,354 |
529.00 |
1.33 |
1.33% |
1.32 |
1.33 |
20,194 |
SPY Call 529.00
Exp: May 20, 2024
Last: 1.16
Chg.: 1.16%
SymbolSPY|20240520|529.00C
Delta0.4913
Imp Vol0.0626
Bid1.16
Gamma0.133
Theoretical1.16
Ask1.17
Theta-0.2313
Intrinsic Value-0.15
Volume36,354
Vega0.1912
Time Value1.31
Open Interest3,112
Rho0.0213
Delta / Theta-2.1237
SPY Put 529.00
Exp: May 20, 2024
Last: 1.33
Chg.: 1.33%
SymbolSPY|20240520|529.00P
Delta-0.5155
Imp Vol0.0668
Bid1.32
Gamma0.1312
Theoretical1.33
Ask1.33
Theta-0.1847
Intrinsic Value0.15
Volume20,194
Vega0.1906
Time Value1.18
Open Interest3,966
Rho-0.0182
Delta / Theta2.7914
|
0.72 |
0.72% |
0.72 |
0.73 |
37,349 |
530.00 |
1.92 |
1.92% |
1.87 |
1.9 |
7,041 |
SPY Call 530.00
Exp: May 20, 2024
Last: 0.72
Chg.: 0.72%
SymbolSPY|20240520|530.00C
Delta0.3593
Imp Vol0.0616
Bid0.72
Gamma0.1266
Theoretical0.72
Ask0.73
Theta-0.2075
Intrinsic Value-1.15
Volume37,349
Vega0.1792
Time Value1.87
Open Interest5,910
Rho0.0156
Delta / Theta-1.7317
SPY Put 530.00
Exp: May 20, 2024
Last: 1.92
Chg.: 1.92%
SymbolSPY|20240520|530.00P
Delta-0.6448
Imp Vol0.0653
Bid1.87
Gamma0.122
Theoretical1.885
Ask1.9
Theta-0.1618
Intrinsic Value1.15
Volume7,041
Vega0.1773
Time Value0.77
Open Interest4,072
Rho-0.0207
Delta / Theta3.9845
|
0.41 |
0.41% |
0.41 |
0.42 |
12,224 |
531.00 |
2.5 |
2.5% |
2.55 |
2.62 |
1,758 |
SPY Call 531.00
Exp: May 20, 2024
Last: 0.41
Chg.: 0.41%
SymbolSPY|20240520|531.00C
Delta0.2397
Imp Vol0.0608
Bid0.41
Gamma0.1066
Theoretical0.41
Ask0.42
Theta-0.1665
Intrinsic Value-2.15
Volume12,224
Vega0.1489
Time Value2.56
Open Interest4,738
Rho0.0104
Delta / Theta-1.4397
SPY Put 531.00
Exp: May 20, 2024
Last: 2.5
Chg.: 2.5%
SymbolSPY|20240520|531.00P
Delta-0.7627
Imp Vol0.0648
Bid2.55
Gamma0.1107
Theoretical2.585
Ask2.62
Theta-0.1256
Intrinsic Value2.15
Volume1,758
Vega0.1465
Time Value0.35
Open Interest1,650
Rho-0.0217
Delta / Theta6.071
|