1.38 |
5.34% |
1.32 |
1.37 |
141 |
34.50 |
0.14 |
-33.33% |
0.13 |
0.14 |
1,169 |
BAC Call 34.50
Exp: May 27, 2022
Last: 1.38
Chg.: 5.34%
SymbolBAC|20220527|34.50C
Delta0.826
Imp Vol0.5097
Bid1.32
Gamma0.1909
Theoretical1.35
Ask1.37
Theta-0.085
Intrinsic Value1.17
Volume141
Vega0.0068
Time Value0.21
Open Interest2,093
Rho0
Delta / Theta-9.7163
BAC Put 34.50
Exp: May 27, 2022
Last: 0.14
Chg.: -33.33%
SymbolBAC|20220527|34.50P
Delta-0.1817
Imp Vol0.5261
Bid0.13
Gamma0.1898
Theoretical0.14
Ask0.14
Theta-0.0922
Intrinsic Value-1.17
Volume1,169
Vega0.007
Time Value1.31
Open Interest4,827
Rho0
Delta / Theta1.9708
|
0.92 |
-3.16% |
0.93 |
0.96 |
606 |
35.00 |
0.24 |
-27.27% |
0.22 |
0.23 |
1,268 |
BAC Call 35.00
Exp: May 27, 2022
Last: 0.92
Chg.: -3.16%
SymbolBAC|20220527|35.00C
Delta0.7191
Imp Vol0.4872
Bid0.93
Gamma0.262
Theoretical0.95
Ask0.96
Theta-0.1072
Intrinsic Value0.67
Volume606
Vega0.0089
Time Value0.25
Open Interest7,394
Rho0
Delta / Theta-6.7099
BAC Put 35.00
Exp: May 27, 2022
Last: 0.24
Chg.: -27.27%
SymbolBAC|20220527|35.00P
Delta-0.2795
Imp Vol0.4828
Bid0.22
Gamma0.2635
Theoretical0.23
Ask0.23
Theta-0.108
Intrinsic Value-0.67
Volume1,268
Vega0.0089
Time Value0.91
Open Interest5,500
Rho0
Delta / Theta2.5889
|
0.57 |
-12.31% |
0.6 |
0.61 |
659 |
35.50 |
0.39 |
-23.53% |
0.38 |
0.39 |
435 |
BAC Call 35.50
Exp: May 27, 2022
Last: 0.57
Chg.: -12.31%
SymbolBAC|20220527|35.50C
Delta0.5768
Imp Vol0.4654
Bid0.6
Gamma0.3184
Theoretical0.61
Ask0.61
Theta-0.1193
Intrinsic Value0.17
Volume659
Vega0.0104
Time Value0.4
Open Interest4,636
Rho0
Delta / Theta-4.8347
BAC Put 35.50
Exp: May 27, 2022
Last: 0.39
Chg.: -23.53%
SymbolBAC|20220527|35.50P
Delta-0.4235
Imp Vol0.4663
Bid0.38
Gamma0.3176
Theoretical0.39
Ask0.39
Theta-0.1216
Intrinsic Value-0.17
Volume435
Vega0.0104
Time Value0.56
Open Interest4,085
Rho0
Delta / Theta3.482
|
|
35.67 |
Price @ May 25, 2022 04:01PM GMT |
0.34 |
-12.82% |
0.35 |
0.35 |
10,804 |
36.00 |
0.63 |
-16% |
0.62 |
0.64 |
149 |
BAC Call 36.00
Exp: May 27, 2022
Last: 0.34
Chg.: -12.82%
SymbolBAC|20220527|36.00C
Delta0.413
Imp Vol0.452
Bid0.35
Gamma0.3259
Theoretical0.35
Ask0.35
Theta-0.1155
Intrinsic Value-0.33
Volume10,804
Vega0.0103
Time Value0.67
Open Interest22,240
Rho0
Delta / Theta-3.5751
BAC Put 36.00
Exp: May 27, 2022
Last: 0.63
Chg.: -16%
SymbolBAC|20220527|36.00P
Delta-0.588
Imp Vol0.4479
Bid0.62
Gamma0.3286
Theoretical0.63
Ask0.64
Theta-0.1165
Intrinsic Value0.33
Volume149
Vega0.0103
Time Value0.3
Open Interest16,037
Rho0
Delta / Theta5.0456
|
0.17 |
-22.73% |
0.17 |
0.19 |
1,062 |
36.50 |
0.91 |
-18.02% |
0.94 |
1.01 |
4 |
BAC Call 36.50
Exp: May 27, 2022
Last: 0.17
Chg.: -22.73%
SymbolBAC|20220527|36.50C
Delta0.2531
Imp Vol0.431
Bid0.17
Gamma0.2808
Theoretical0.17
Ask0.19
Theta-0.0906
Intrinsic Value-0.83
Volume1,062
Vega0.0085
Time Value1
Open Interest6,511
Rho0
Delta / Theta-2.7939
BAC Put 36.50
Exp: May 27, 2022
Last: 0.91
Chg.: -18.02%
SymbolBAC|20220527|36.50P
Delta-0.7349
Imp Vol0.4551
Bid0.94
Gamma0.2722
Theoretical0.98
Ask1.01
Theta-0.1002
Intrinsic Value0.83
Volume4
Vega0.0087
Time Value0.08
Open Interest1,033
Rho0
Delta / Theta7.3363
|
0.09 |
-25% |
0.09 |
0.1 |
1,691 |
37.00 |
1.3 |
-9.09% |
1.33 |
1.41 |
12 |
BAC Call 37.00
Exp: May 27, 2022
Last: 0.09
Chg.: -25%
SymbolBAC|20220527|37.00C
Delta0.1485
Imp Vol0.4503
Bid0.09
Gamma0.1945
Theoretical0.09
Ask0.1
Theta-0.0686
Intrinsic Value-1.33
Volume1,691
Vega0.0061
Time Value1.42
Open Interest20,136
Rho0
Delta / Theta-2.1636
BAC Put 37.00
Exp: May 27, 2022
Last: 1.3
Chg.: -9.09%
SymbolBAC|20220527|37.00P
Delta-0.8555
Imp Vol0.4431
Bid1.33
Gamma0.1939
Theoretical1.37
Ask1.41
Theta-0.0685
Intrinsic Value1.33
Volume12
Vega0.006
Time Value-0.03
Open Interest15,822
Rho0
Delta / Theta12.491
|