15.5 |
15.5% |
14.75 |
15.55 |
3,793 |
885.00 |
1.19 |
1.19% |
1.17 |
1.24 |
12,173 |
NVDA Call 885.00
Exp: May 10, 2024
Last: 15.5
Chg.: 15.5%
SymbolNVDA|20240510|885.00C
Delta0.8363
Imp Vol0.3158
Bid14.75
Gamma0.0167
Theoretical15.5
Ask15.55
Theta-1.9553
Intrinsic Value11.88
Volume3,793
Vega0.1154
Time Value3.62
Open Interest4,333
Rho0.0199
Delta / Theta-0.4277
NVDA Put 885.00
Exp: May 10, 2024
Last: 1.19
Chg.: 1.19%
SymbolNVDA|20240510|885.00P
Delta-0.1572
Imp Vol0.307
Bid1.17
Gamma0.0168
Theoretical1.19
Ask1.24
Theta-1.7313
Intrinsic Value-11.88
Volume12,173
Vega0.1124
Time Value13.07
Open Interest3,575
Rho-0.0035
Delta / Theta0.0908
|
11 |
11% |
10.75 |
11.35 |
10,313 |
890.00 |
2.15 |
2.15% |
2.08 |
2.16 |
22,960 |
NVDA Call 890.00
Exp: May 10, 2024
Last: 11
Chg.: 11%
SymbolNVDA|20240510|890.00C
Delta0.7654
Imp Vol0.2767
Bid10.75
Gamma0.0238
Theoretical11
Ask11.35
Theta-2.1122
Intrinsic Value6.88
Volume10,313
Vega0.1434
Time Value4.12
Open Interest7,433
Rho0.0183
Delta / Theta-0.3623
NVDA Put 890.00
Exp: May 10, 2024
Last: 2.15
Chg.: 2.15%
SymbolNVDA|20240510|890.00P
Delta-0.2531
Imp Vol0.3013
Bid2.08
Gamma0.0227
Theoretical2.15
Ask2.16
Theta-2.2537
Intrinsic Value-6.88
Volume22,960
Vega0.1494
Time Value9.03
Open Interest5,359
Rho-0.0056
Delta / Theta0.1123
|
7.65 |
7.65% |
7.5 |
7.75 |
9,080 |
895.00 |
3.7 |
3.7% |
3.6 |
3.75 |
17,550 |
NVDA Call 895.00
Exp: May 10, 2024
Last: 7.65
Chg.: 7.65%
SymbolNVDA|20240510|895.00C
Delta0.6278
Imp Vol0.2839
Bid7.5
Gamma0.0285
Theoretical7.65
Ask7.75
Theta-2.6261
Intrinsic Value1.88
Volume9,080
Vega0.1767
Time Value5.77
Open Interest5,357
Rho0.015
Delta / Theta-0.239
NVDA Put 895.00
Exp: May 10, 2024
Last: 3.7
Chg.: 3.7%
SymbolNVDA|20240510|895.00P
Delta-0.3785
Imp Vol0.2984
Bid3.6
Gamma0.0273
Theoretical3.7
Ask3.75
Theta-2.6454
Intrinsic Value-1.88
Volume17,550
Vega0.1777
Time Value5.58
Open Interest2,733
Rho-0.0083
Delta / Theta0.1431
|
|
896.88 |
Price @ May 10, 2024 03:02PM GMT |
4.95 |
4.95% |
4.9 |
5.05 |
49,744 |
900.00 |
6.05 |
6.05% |
5.95 |
6.2 |
33,482 |
NVDA Call 900.00
Exp: May 10, 2024
Last: 4.95
Chg.: 4.95%
SymbolNVDA|20240510|900.00C
Delta0.4795
Imp Vol0.2861
Bid4.9
Gamma0.0298
Theoretical4.95
Ask5.05
Theta-2.7633
Intrinsic Value-3.12
Volume49,744
Vega0.1861
Time Value8.07
Open Interest14,618
Rho0.0115
Delta / Theta-0.1735
NVDA Put 900.00
Exp: May 10, 2024
Last: 6.05
Chg.: 6.05%
SymbolNVDA|20240510|900.00P
Delta-0.5198
Imp Vol0.3025
Bid5.95
Gamma0.0282
Theoretical6.05
Ask6.2
Theta-2.7967
Intrinsic Value3.12
Volume33,482
Vega0.1861
Time Value2.93
Open Interest8,273
Rho-0.0111
Delta / Theta0.1859
|
3.25 |
3.25% |
3.05 |
3.2 |
28,634 |
905.00 |
8.75 |
8.75% |
8.95 |
9.4 |
14,873 |
NVDA Call 905.00
Exp: May 10, 2024
Last: 3.25
Chg.: 3.25%
SymbolNVDA|20240510|905.00C
Delta0.3414
Imp Vol0.2965
Bid3.05
Gamma0.0265
Theoretical3.125
Ask3.2
Theta-2.6234
Intrinsic Value-8.12
Volume28,634
Vega0.1714
Time Value11.37
Open Interest6,628
Rho0.0082
Delta / Theta-0.1301
NVDA Put 905.00
Exp: May 10, 2024
Last: 8.75
Chg.: 8.75%
SymbolNVDA|20240510|905.00P
Delta-0.6523
Imp Vol0.3112
Bid8.95
Gamma0.0255
Theoretical9.175
Ask9.4
Theta-2.6524
Intrinsic Value8.12
Volume14,873
Vega0.1726
Time Value0.63
Open Interest3,767
Rho-0.0134
Delta / Theta0.2459
|
1.86 |
1.86% |
1.84 |
1.89 |
59,865 |
910.00 |
12.75 |
12.75% |
12.55 |
13.3 |
9,632 |
NVDA Call 910.00
Exp: May 10, 2024
Last: 1.86
Chg.: 1.86%
SymbolNVDA|20240510|910.00C
Delta0.2276
Imp Vol0.3041
Bid1.84
Gamma0.0212
Theoretical1.86
Ask1.89
Theta-2.2055
Intrinsic Value-13.12
Volume59,865
Vega0.141
Time Value14.98
Open Interest10,317
Rho0.0055
Delta / Theta-0.1032
NVDA Put 910.00
Exp: May 10, 2024
Last: 12.75
Chg.: 12.75%
SymbolNVDA|20240510|910.00P
Delta-0.7693
Imp Vol0.3102
Bid12.55
Gamma0.0211
Theoretical12.75
Ask13.3
Theta-2.155
Intrinsic Value13.12
Volume9,632
Vega0.142
Time Value-0.37
Open Interest3,345
Rho-0.0148
Delta / Theta0.357
|