3.82 |
3.82% |
3.8 |
3.86 |
2,632 |
528.00 |
0.37 |
0.37% |
0.36 |
0.37 |
18,339 |
SPY Call 528.00
Exp: May 17, 2024
Last: 3.82
Chg.: 3.82%
SymbolSPY|20240517|528.00C
Delta0.833
Imp Vol0.131
Bid3.8
Gamma0.0687
Theoretical3.82
Ask3.86
Theta-0.5099
Intrinsic Value2.66
Volume2,632
Vega0.0696
Time Value1.16
Open Interest10,187
Rho0.012
Delta / Theta-1.6335
SPY Put 528.00
Exp: May 17, 2024
Last: 0.37
Chg.: 0.37%
SymbolSPY|20240517|528.00P
Delta-0.1786
Imp Vol0.1372
Bid0.36
Gamma0.0685
Theoretical0.37
Ask0.37
Theta-0.4874
Intrinsic Value-2.66
Volume18,339
Vega0.0726
Time Value3.03
Open Interest10,747
Rho-0.0024
Delta / Theta0.3664
|
3 |
3% |
2.98 |
3.02 |
7,351 |
529.00 |
0.52 |
0.52% |
0.52 |
0.53 |
27,262 |
SPY Call 529.00
Exp: May 17, 2024
Last: 3
Chg.: 3%
SymbolSPY|20240517|529.00C
Delta0.76
Imp Vol0.1279
Bid2.98
Gamma0.0874
Theoretical3
Ask3.02
Theta-0.6025
Intrinsic Value1.66
Volume7,351
Vega0.0865
Time Value1.34
Open Interest16,396
Rho0.011
Delta / Theta-1.2614
SPY Put 529.00
Exp: May 17, 2024
Last: 0.52
Chg.: 0.52%
SymbolSPY|20240517|529.00P
Delta-0.2434
Imp Vol0.1295
Bid0.52
Gamma0.087
Theoretical0.52
Ask0.53
Theta-0.5496
Intrinsic Value-1.66
Volume27,262
Vega0.0871
Time Value2.18
Open Interest4,875
Rho-0.0032
Delta / Theta0.4428
|
2.24 |
2.24% |
2.24 |
2.26 |
43,986 |
530.00 |
0.78 |
0.78% |
0.78 |
0.79 |
45,192 |
SPY Call 530.00
Exp: May 17, 2024
Last: 2.24
Chg.: 2.24%
SymbolSPY|20240517|530.00C
Delta0.6703
Imp Vol0.1231
Bid2.24
Gamma0.1058
Theoretical2.24
Ask2.26
Theta-0.6634
Intrinsic Value0.66
Volume43,986
Vega0.1007
Time Value1.58
Open Interest30,574
Rho0.0097
Delta / Theta-1.0104
SPY Put 530.00
Exp: May 17, 2024
Last: 0.78
Chg.: 0.78%
SymbolSPY|20240517|530.00P
Delta-0.3348
Imp Vol0.1264
Bid0.78
Gamma0.1043
Theoretical0.78
Ask0.79
Theta-0.6204
Intrinsic Value-0.66
Volume45,192
Vega0.1013
Time Value1.44
Open Interest6,536
Rho-0.0044
Delta / Theta0.5397
|
|
530.66 |
Price @ May 16, 2024 03:24PM GMT |
1.6 |
1.6% |
1.6 |
1.61 |
58,705 |
531.00 |
1.13 |
1.13% |
1.12 |
1.13 |
15,543 |
SPY Call 531.00
Exp: May 17, 2024
Last: 1.6
Chg.: 1.6%
SymbolSPY|20240517|531.00C
Delta0.56
Imp Vol0.1206
Bid1.6
Gamma0.1176
Theoretical1.6
Ask1.61
Theta-0.6981
Intrinsic Value-0.34
Volume58,705
Vega0.1097
Time Value1.94
Open Interest14,302
Rho0.0081
Delta / Theta-0.8022
SPY Put 531.00
Exp: May 17, 2024
Last: 1.13
Chg.: 1.13%
SymbolSPY|20240517|531.00P
Delta-0.4424
Imp Vol0.1226
Bid1.12
Gamma0.1161
Theoretical1.13
Ask1.13
Theta-0.6476
Intrinsic Value0.34
Volume15,543
Vega0.1098
Time Value0.79
Open Interest2,170
Rho-0.0056
Delta / Theta0.6831
|
1.06 |
1.06% |
1.06 |
1.07 |
26,084 |
532.00 |
1.61 |
1.61% |
1.59 |
1.61 |
1,912 |
SPY Call 532.00
Exp: May 17, 2024
Last: 1.06
Chg.: 1.06%
SymbolSPY|20240517|532.00C
Delta0.4396
Imp Vol0.1168
Bid1.06
Gamma0.1214
Theoretical1.06
Ask1.07
Theta-0.6693
Intrinsic Value-1.34
Volume26,084
Vega0.1097
Time Value2.4
Open Interest12,840
Rho0.0064
Delta / Theta-0.6568
SPY Put 532.00
Exp: May 17, 2024
Last: 1.61
Chg.: 1.61%
SymbolSPY|20240517|532.00P
Delta-0.5607
Imp Vol0.1205
Bid1.59
Gamma0.1197
Theoretical1.61
Ask1.61
Theta-0.6293
Intrinsic Value1.34
Volume1,912
Vega0.1096
Time Value0.27
Open Interest878
Rho-0.0068
Delta / Theta0.8909
|
0.67 |
0.67% |
0.67 |
0.68 |
26,888 |
533.00 |
2.23 |
2.23% |
2.2 |
2.22 |
536 |
SPY Call 533.00
Exp: May 17, 2024
Last: 0.67
Chg.: 0.67%
SymbolSPY|20240517|533.00C
Delta0.3213
Imp Vol0.1156
Bid0.67
Gamma0.1114
Theoretical0.67
Ask0.68
Theta-0.5968
Intrinsic Value-2.34
Volume26,888
Vega0.0996
Time Value3.01
Open Interest18,827
Rho0.0047
Delta / Theta-0.5383
SPY Put 533.00
Exp: May 17, 2024
Last: 2.23
Chg.: 2.23%
SymbolSPY|20240517|533.00P
Delta-0.6777
Imp Vol0.1184
Bid2.2
Gamma0.1097
Theoretical2.21
Ask2.22
Theta-0.5542
Intrinsic Value2.34
Volume536
Vega0.0997
Time Value-0.11
Open Interest388
Rho-0.0079
Delta / Theta1.2227
|