3.56 |
3.56% |
3.52 |
3.59 |
2,973 |
532.00 |
0.68 |
0.68% |
0.67 |
0.68 |
26,951 |
SPY Call 532.00
Exp: Jun 10, 2024
Last: 3.56
Chg.: 3.56%
SymbolSPY|20240610|532.00C
Delta0.7676
Imp Vol0.0853
Bid3.52
Gamma0.0739
Theoretical3.56
Ask3.59
Theta-0.2608
Intrinsic Value2.39
Volume2,973
Vega0.148
Time Value1.17
Open Interest2,815
Rho0.0334
Delta / Theta-2.9435
SPY Put 532.00
Exp: Jun 10, 2024
Last: 0.68
Chg.: 0.68%
SymbolSPY|20240610|532.00P
Delta-0.2524
Imp Vol0.0927
Bid0.67
Gamma0.0713
Theoretical0.68
Ask0.68
Theta-0.2242
Intrinsic Value-2.39
Volume26,951
Vega0.1548
Time Value3.07
Open Interest4,656
Rho-0.01
Delta / Theta1.1258
|
2.8 |
2.8% |
2.8 |
2.83 |
12,881 |
533.00 |
0.92 |
0.92% |
0.92 |
0.93 |
26,640 |
SPY Call 533.00
Exp: Jun 10, 2024
Last: 2.8
Chg.: 2.8%
SymbolSPY|20240610|533.00C
Delta0.6913
Imp Vol0.0833
Bid2.8
Gamma0.0872
Theoretical2.8
Ask2.83
Theta-0.2823
Intrinsic Value1.39
Volume12,881
Vega0.1707
Time Value1.41
Open Interest2,272
Rho0.0302
Delta / Theta-2.4489
SPY Put 533.00
Exp: Jun 10, 2024
Last: 0.92
Chg.: 0.92%
SymbolSPY|20240610|533.00P
Delta-0.324
Imp Vol0.0897
Bid0.92
Gamma0.0831
Theoretical0.92
Ask0.93
Theta-0.2415
Intrinsic Value-1.39
Volume26,640
Vega0.1741
Time Value2.31
Open Interest3,690
Rho-0.0125
Delta / Theta1.3415
|
2.15 |
2.15% |
2.14 |
2.15 |
25,538 |
534.00 |
1.27 |
1.27% |
1.26 |
1.27 |
39,045 |
SPY Call 534.00
Exp: Jun 10, 2024
Last: 2.15
Chg.: 2.15%
SymbolSPY|20240610|534.00C
Delta0.5997
Imp Vol0.0829
Bid2.14
Gamma0.0962
Theoretical2.15
Ask2.15
Theta-0.2982
Intrinsic Value0.39
Volume25,538
Vega0.1873
Time Value1.76
Open Interest4,095
Rho0.0262
Delta / Theta-2.0107
SPY Put 534.00
Exp: Jun 10, 2024
Last: 1.27
Chg.: 1.27%
SymbolSPY|20240610|534.00P
Delta-0.4102
Imp Vol0.0886
Bid1.26
Gamma0.0911
Theoretical1.27
Ask1.27
Theta-0.2548
Intrinsic Value-0.39
Volume39,045
Vega0.1883
Time Value1.66
Open Interest8,587
Rho-0.0155
Delta / Theta1.6098
|
|
534.39 |
Price @ Jun 07, 2024 03:24PM GMT |
1.57 |
1.57% |
1.56 |
1.57 |
49,864 |
535.00 |
1.68 |
1.68% |
1.68 |
1.69 |
23,968 |
SPY Call 535.00
Exp: Jun 10, 2024
Last: 1.57
Chg.: 1.57%
SymbolSPY|20240610|535.00C
Delta0.5013
Imp Vol0.0812
Bid1.56
Gamma0.1013
Theoretical1.57
Ask1.57
Theta-0.2948
Intrinsic Value-0.61
Volume49,864
Vega0.1934
Time Value2.18
Open Interest10,313
Rho0.0219
Delta / Theta-1.7008
SPY Put 535.00
Exp: Jun 10, 2024
Last: 1.68
Chg.: 1.68%
SymbolSPY|20240610|535.00P
Delta-0.5039
Imp Vol0.0861
Bid1.68
Gamma0.0966
Theoretical1.68
Ask1.69
Theta-0.2493
Intrinsic Value0.61
Volume23,968
Vega0.193
Time Value1.07
Open Interest6,398
Rho-0.0182
Delta / Theta2.0211
|
1.09 |
1.09% |
1.09 |
1.1 |
29,406 |
536.00 |
2.2 |
2.2% |
2.2 |
2.22 |
10,419 |
SPY Call 536.00
Exp: Jun 10, 2024
Last: 1.09
Chg.: 1.09%
SymbolSPY|20240610|536.00C
Delta0.399
Imp Vol0.0795
Bid1.09
Gamma0.1002
Theoretical1.09
Ask1.1
Theta-0.2743
Intrinsic Value-1.61
Volume29,406
Vega0.1872
Time Value2.7
Open Interest2,578
Rho0.0175
Delta / Theta-1.4548
SPY Put 536.00
Exp: Jun 10, 2024
Last: 2.2
Chg.: 2.2%
SymbolSPY|20240610|536.00P
Delta-0.6027
Imp Vol0.0842
Bid2.2
Gamma0.0959
Theoretical2.2
Ask2.22
Theta-0.2301
Intrinsic Value1.61
Volume10,419
Vega0.1863
Time Value0.59
Open Interest1,264
Rho-0.0207
Delta / Theta2.6192
|
0.73 |
0.73% |
0.72 |
0.73 |
17,317 |
537.00 |
2.84 |
2.84% |
2.83 |
2.87 |
2,112 |
SPY Call 537.00
Exp: Jun 10, 2024
Last: 0.73
Chg.: 0.73%
SymbolSPY|20240610|537.00C
Delta0.3017
Imp Vol0.0788
Bid0.72
Gamma0.0913
Theoretical0.73
Ask0.73
Theta-0.2418
Intrinsic Value-2.61
Volume17,317
Vega0.169
Time Value3.34
Open Interest3,566
Rho0.0132
Delta / Theta-1.2482
SPY Put 537.00
Exp: Jun 10, 2024
Last: 2.84
Chg.: 2.84%
SymbolSPY|20240610|537.00P
Delta-0.698
Imp Vol0.0834
Bid2.83
Gamma0.0936
Theoretical2.84
Ask2.87
Theta-0.2001
Intrinsic Value2.61
Volume2,112
Vega0.168
Time Value0.23
Open Interest567
Rho-0.0222
Delta / Theta3.4889
|