0 |
0% |
0 |
0 |
0 |
102.00 |
0 |
0% |
111.5 |
113.9 |
0 |
ORLY Call 102.00
Exp: Jun 12, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value812.17
Volume0
Vega0
Time Value-812.17
Open Interest0
Rho0
Delta / Theta0
ORLY Put 102.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolORLY|20240621|102.00P
Delta0
Imp Vol0
Bid111.5
Gamma0
Theoretical0
Ask113.9
Theta0
Intrinsic Value-812.17
Volume0
Vega0
Time Value812.17
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
0 |
0 |
104.00 |
0 |
0% |
124.6 |
129.1 |
0 |
ORLY Call 104.00
Exp: Jun 12, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value810.17
Volume0
Vega0
Time Value-810.17
Open Interest0
Rho0
Delta / Theta0
ORLY Put 104.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolORLY|20240621|104.00P
Delta0
Imp Vol0
Bid124.6
Gamma0
Theoretical0
Ask129.1
Theta0
Intrinsic Value-810.17
Volume0
Vega0
Time Value810.17
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
0 |
0 |
116.00 |
0 |
0% |
232.1 |
241.4 |
0 |
ORLY Call 116.00
Exp: Jun 12, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value798.17
Volume0
Vega0
Time Value-798.17
Open Interest0
Rho0
Delta / Theta0
ORLY Put 116.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolORLY|20240621|116.00P
Delta0
Imp Vol0
Bid232.1
Gamma0
Theoretical0
Ask241.4
Theta0
Intrinsic Value-798.17
Volume0
Vega0
Time Value798.17
Open Interest0
Rho0
Delta / Theta0
|
610.92 |
0% |
582.4 |
591 |
0 |
420.00 |
0.5 |
0% |
0 |
2.1 |
0 |
ORLY Call 420.00
Exp: Jun 21, 2024
Last: 610.92
Chg.: 0%
SymbolORLY|20240621|420.00C
Delta0.9904
Imp Vol2.6036
Bid582.4
Gamma0.0001
Theoretical586.7
Ask591
Theta-0.648
Intrinsic Value587.05
Volume0
Vega0.0407
Time Value23.87
Open Interest2
Rho0.1007
Delta / Theta-1.5283
ORLY Put 420.00
Exp: Jun 21, 2024
Last: 0.5
Chg.: 0%
SymbolORLY|20240621|420.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask2.1
Theta0
Intrinsic Value-587.05
Volume0
Vega0
Time Value587.55
Open Interest17
Rho0
Delta / Theta0
|
561.5 |
0% |
572.4 |
581 |
0 |
430.00 |
0.78 |
0% |
0 |
2.1 |
0 |
ORLY Call 430.00
Exp: Jun 21, 2024
Last: 561.5
Chg.: 0%
SymbolORLY|20240621|430.00C
Delta0.9902
Imp Vol2.5356
Bid572.4
Gamma0.0001
Theoretical576.7
Ask581
Theta-0.6438
Intrinsic Value577.05
Volume0
Vega0.0414
Time Value-15.55
Open Interest2
Rho0.1031
Delta / Theta-1.538
ORLY Put 430.00
Exp: Jun 21, 2024
Last: 0.78
Chg.: 0%
SymbolORLY|20240621|430.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask2.1
Theta0
Intrinsic Value-577.05
Volume0
Vega0
Time Value577.83
Open Interest3
Rho0
Delta / Theta0
|
0 |
0% |
562.4 |
571 |
0 |
440.00 |
0.5 |
0% |
0 |
2.1 |
0 |
ORLY Call 440.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolORLY|20240621|440.00C
Delta0.99
Imp Vol2.4693
Bid562.4
Gamma0.0001
Theoretical566.7
Ask571
Theta-0.6395
Intrinsic Value567.05
Volume0
Vega0.0421
Time Value-567.05
Open Interest0
Rho0.1055
Delta / Theta-1.548
ORLY Put 440.00
Exp: Jun 21, 2024
Last: 0.5
Chg.: 0%
SymbolORLY|20240621|440.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask2.1
Theta0
Intrinsic Value-567.05
Volume0
Vega0
Time Value567.55
Open Interest8
Rho0
Delta / Theta0
|
|
914.17 |
Price @ Sep 27, 2023 09:08PM GMT |
14.6 |
84.81% |
10.1 |
11.5 |
4 |
1,010.00 |
17.2 |
0% |
12.6 |
15.1 |
0 |
ORLY Call 1,010.00
Exp: Jun 21, 2024
Last: 14.6
Chg.: 84.81%
SymbolORLY|20240621|1010.00C
Delta0.4557
Imp Vol0.2018
Bid10.1
Gamma0.0125
Theoretical10.8
Ask11.5
Theta-0.7664
Intrinsic Value-2.95
Volume4
Vega0.6254
Time Value17.55
Open Interest72
Rho0.1102
Delta / Theta-0.5946
ORLY Put 1,010.00
Exp: Jun 21, 2024
Last: 17.2
Chg.: 0%
SymbolORLY|20240621|1010.00P
Delta-0.556
Imp Vol0.1838
Bid12.6
Gamma0.0138
Theoretical13.85
Ask15.1
Theta-0.5679
Intrinsic Value2.95
Volume0
Vega0.6216
Time Value14.25
Open Interest26
Rho-0.1126
Delta / Theta0.9789
|
7.1 |
0% |
6.5 |
7.6 |
0 |
1,020.00 |
23.2 |
0% |
18.5 |
21.6 |
0 |
ORLY Call 1,020.00
Exp: Jun 21, 2024
Last: 7.1
Chg.: 0%
SymbolORLY|20240621|1020.00C
Delta0.3375
Imp Vol0.2031
Bid6.5
Gamma0.0114
Theoretical7.05
Ask7.6
Theta-0.6988
Intrinsic Value-12.95
Volume0
Vega0.5764
Time Value20.05
Open Interest122
Rho0.0819
Delta / Theta-0.483
ORLY Put 1,020.00
Exp: Jun 21, 2024
Last: 23.2
Chg.: 0%
SymbolORLY|20240621|1020.00P
Delta-0.6914
Imp Vol0.1813
Bid18.5
Gamma0.0147
Theoretical20.05
Ask21.6
Theta-0.4807
Intrinsic Value12.95
Volume0
Vega0.5524
Time Value10.25
Open Interest168
Rho-0.1279
Delta / Theta1.4381
|
4.2 |
-12.5% |
3.8 |
4.8 |
1 |
1,030.00 |
22.59 |
0% |
23.4 |
30.3 |
1 |
ORLY Call 1,030.00
Exp: Jun 21, 2024
Last: 4.2
Chg.: -12.5%
SymbolORLY|20240621|1030.00C
Delta0.2313
Imp Vol0.2007
Bid3.8
Gamma0.0096
Theoretical4.2
Ask4.8
Theta-0.569
Intrinsic Value-22.95
Volume1
Vega0.4806
Time Value27.15
Open Interest53
Rho0.0563
Delta / Theta-0.4065
ORLY Put 1,030.00
Exp: Jun 21, 2024
Last: 22.59
Chg.: 0%
SymbolORLY|20240621|1030.00P
Delta-0.8392
Imp Vol0.1618
Bid23.4
Gamma0.01
Theoretical26.85
Ask30.3
Theta-0.2688
Intrinsic Value22.95
Volume1
Vega0.3777
Time Value-0.36
Open Interest40
Rho-0.1193
Delta / Theta3.1219
|