0 |
0% |
0 |
0 |
0 |
104.00 |
0 |
0% |
300.7 |
312.5 |
0 |
REGN Call 104.00
Exp: Jun 15, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value728.66
Volume0
Vega0
Time Value-728.66
Open Interest0
Rho0
Delta / Theta0
REGN Put 104.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolREGN|20240621|104.00P
Delta0
Imp Vol0
Bid300.7
Gamma0
Theoretical0
Ask312.5
Theta0
Intrinsic Value-728.66
Volume0
Vega0
Time Value728.66
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
2.5 |
10 |
0 |
114.00 |
0 |
0% |
0 |
0 |
0 |
REGN Call 114.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolREGN|20240621|114.00C
Delta0
Imp Vol0
Bid2.5
Gamma0
Theoretical0
Ask10
Theta0
Intrinsic Value718.66
Volume0
Vega0
Time Value-718.66
Open Interest7
Rho0
Delta / Theta0
REGN Put 114.00
Exp: Jun 15, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-718.66
Volume0
Vega0
Time Value718.66
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0.1 |
6.8 |
0 |
116.00 |
0 |
0% |
0 |
0 |
0 |
REGN Call 116.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolREGN|20240621|116.00C
Delta0
Imp Vol0
Bid0.1
Gamma0
Theoretical0
Ask6.8
Theta0
Intrinsic Value716.66
Volume0
Vega0
Time Value-716.66
Open Interest20
Rho0
Delta / Theta0
REGN Put 116.00
Exp: Jun 15, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-716.66
Volume0
Vega0
Time Value716.66
Open Interest0
Rho0
Delta / Theta0
|
418.5 |
0% |
732 |
742 |
0 |
300.00 |
0.68 |
0% |
0 |
4.3 |
0 |
REGN Call 300.00
Exp: Jun 21, 2024
Last: 418.5
Chg.: 0%
SymbolREGN|20240621|300.00C
Delta0.9988
Imp Vol3.1805
Bid732
Gamma0
Theoretical737
Ask742
Theta-0.173
Intrinsic Value736.52
Volume0
Vega0.0057
Time Value-318.02
Open Interest6
Rho0.0572
Delta / Theta-5.7731
REGN Put 300.00
Exp: Jun 21, 2024
Last: 0.68
Chg.: 0%
SymbolREGN|20240621|300.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask4.3
Theta0
Intrinsic Value-736.52
Volume0
Vega0
Time Value737.2
Open Interest30
Rho0
Delta / Theta0
|
510.5 |
0% |
722.1 |
732 |
0 |
310.00 |
0.6 |
0% |
0 |
4.3 |
0 |
REGN Call 310.00
Exp: Jun 21, 2024
Last: 510.5
Chg.: 0%
SymbolREGN|20240621|310.00C
Delta0.9985
Imp Vol3.1622
Bid722.1
Gamma0
Theoretical727.05
Ask732
Theta-0.199
Intrinsic Value726.52
Volume0
Vega0.0068
Time Value-216.02
Open Interest8
Rho0.0591
Delta / Theta-5.0181
REGN Put 310.00
Exp: Jun 21, 2024
Last: 0.6
Chg.: 0%
SymbolREGN|20240621|310.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask4.3
Theta0
Intrinsic Value-726.52
Volume0
Vega0
Time Value727.12
Open Interest59
Rho0
Delta / Theta0
|
462.5 |
0% |
712.1 |
722 |
0 |
320.00 |
1.41 |
0% |
0 |
4.3 |
0 |
REGN Call 320.00
Exp: Jun 21, 2024
Last: 462.5
Chg.: 0%
SymbolREGN|20240621|320.00C
Delta0.9986
Imp Vol3.0671
Bid712.1
Gamma0
Theoretical717.05
Ask722
Theta-0.194
Intrinsic Value716.52
Volume0
Vega0.0067
Time Value-254.02
Open Interest4
Rho0.061
Delta / Theta-5.1474
REGN Put 320.00
Exp: Jun 21, 2024
Last: 1.41
Chg.: 0%
SymbolREGN|20240621|320.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask4.3
Theta0
Intrinsic Value-716.52
Volume0
Vega0
Time Value717.93
Open Interest126
Rho0
Delta / Theta0
|
|
832.66 |
Price @ Sep 27, 2023 08:11PM GMT |
8.18 |
37.71% |
7.5 |
10.2 |
81 |
1,040.00 |
11.2 |
0% |
10 |
12.1 |
4 |
REGN Call 1,040.00
Exp: Jun 21, 2024
Last: 8.18
Chg.: 37.71%
SymbolREGN|20240621|1040.00C
Delta0.4633
Imp Vol0.1629
Bid7.5
Gamma0.017
Theoretical8.18
Ask10.2
Theta-0.7324
Intrinsic Value-3.48
Volume81
Vega0.5702
Time Value11.66
Open Interest98
Rho0.0905
Delta / Theta-0.6326
REGN Put 1,040.00
Exp: Jun 21, 2024
Last: 11.2
Chg.: 0%
SymbolREGN|20240621|1040.00P
Delta-0.5397
Imp Vol0.1719
Bid10
Gamma0.0163
Theoretical11.2
Ask12.1
Theta-0.6307
Intrinsic Value3.48
Volume4
Vega0.5686
Time Value7.72
Open Interest0
Rho-0.0885
Delta / Theta0.8556
|
4.7 |
0% |
5.1 |
8 |
25 |
1,045.00 |
0 |
0% |
11.2 |
15.8 |
0 |
REGN Call 1,045.00
Exp: Jun 21, 2024
Last: 4.7
Chg.: 0%
SymbolREGN|20240621|1045.00C
Delta0.3861
Imp Vol0.1708
Bid5.1
Gamma0.0156
Theoretical6.55
Ask8
Theta-0.7273
Intrinsic Value-8.48
Volume25
Vega0.5491
Time Value13.18
Open Interest13
Rho0.0755
Delta / Theta-0.5308
REGN Put 1,045.00
Exp: Jun 21, 2024
Last: 0
Chg.: 0%
SymbolREGN|20240621|1045.00P
Delta-0.6297
Imp Vol0.16
Bid11.2
Gamma0.0167
Theoretical13.5
Ask15.8
Theta-0.543
Intrinsic Value8.48
Volume0
Vega0.5402
Time Value-8.48
Open Interest0
Rho-0.0977
Delta / Theta1.1597
|
4.2 |
0% |
2.8 |
5.8 |
12 |
1,050.00 |
84.6 |
0% |
13.7 |
21.3 |
0 |
REGN Call 1,050.00
Exp: Jun 21, 2024
Last: 4.2
Chg.: 0%
SymbolREGN|20240621|1050.00C
Delta0.2967
Imp Vol0.1578
Bid2.8
Gamma0.0153
Theoretical4.2
Ask5.8
Theta-0.6039
Intrinsic Value-13.48
Volume12
Vega0.4966
Time Value17.68
Open Interest26
Rho0.0582
Delta / Theta-0.4914
REGN Put 1,050.00
Exp: Jun 21, 2024
Last: 84.6
Chg.: 0%
SymbolREGN|20240621|1050.00P
Delta-0.6954
Imp Vol0.1724
Bid13.7
Gamma0.0144
Theoretical17.5
Ask21.3
Theta-0.5368
Intrinsic Value13.48
Volume0
Vega0.5001
Time Value71.12
Open Interest0
Rho-0.1035
Delta / Theta1.2955
|