1.58 |
20.61% |
1.43 |
1.53 |
251 |
34.50 |
0.11 |
-47.62% |
0.08 |
0.1 |
2,511 |
BAC Call 34.50
Exp: May 27, 2022
Last: 1.58
Chg.: 20.61%
SymbolBAC|20220527|34.50C
Delta0.9148
Imp Vol0.4078
Bid1.43
Gamma0.1444
Theoretical1.48
Ask1.53
Theta-0.0408
Intrinsic Value1.34
Volume251
Vega0.0041
Time Value0.24
Open Interest2,093
Rho0
Delta / Theta-22.4437
BAC Put 34.50
Exp: May 27, 2022
Last: 0.11
Chg.: -47.62%
SymbolBAC|20220527|34.50P
Delta-0.132
Imp Vol0.5015
Bid0.08
Gamma0.1602
Theoretical0.09
Ask0.1
Theta-0.0716
Intrinsic Value-1.34
Volume2,511
Vega0.0057
Time Value1.45
Open Interest4,827
Rho0
Delta / Theta1.8436
|
1.02 |
7.37% |
1 |
1.05 |
3,631 |
35.00 |
0.18 |
-45.45% |
0.16 |
0.17 |
5,398 |
BAC Call 35.00
Exp: May 27, 2022
Last: 1.02
Chg.: 7.37%
SymbolBAC|20220527|35.00C
Delta0.8393
Imp Vol0.3654
Bid1
Gamma0.2517
Theoretical1.02
Ask1.05
Theta-0.0578
Intrinsic Value0.84
Volume3,631
Vega0.0065
Time Value0.18
Open Interest7,394
Rho0
Delta / Theta-14.5264
BAC Put 35.00
Exp: May 27, 2022
Last: 0.18
Chg.: -45.45%
SymbolBAC|20220527|35.00P
Delta-0.2221
Imp Vol0.4769
Bid0.16
Gamma0.2347
Theoretical0.17
Ask0.17
Theta-0.0949
Intrinsic Value-0.84
Volume5,398
Vega0.0079
Time Value1.02
Open Interest5,500
Rho0
Delta / Theta2.3398
|
0.66 |
1.54% |
0.62 |
0.66 |
1,719 |
35.50 |
0.32 |
-37.25% |
0.3 |
0.31 |
4,446 |
BAC Call 35.50
Exp: May 27, 2022
Last: 0.66
Chg.: 1.54%
SymbolBAC|20220527|35.50C
Delta0.6715
Imp Vol0.3841
Bid0.62
Gamma0.3541
Theoretical0.66
Ask0.66
Theta-0.091
Intrinsic Value0.34
Volume1,719
Vega0.0096
Time Value0.32
Open Interest4,636
Rho0
Delta / Theta-7.3767
BAC Put 35.50
Exp: May 27, 2022
Last: 0.32
Chg.: -37.25%
SymbolBAC|20220527|35.50P
Delta-0.3556
Imp Vol0.4669
Bid0.3
Gamma0.2999
Theoretical0.31
Ask0.31
Theta-0.1165
Intrinsic Value-0.34
Volume4,446
Vega0.0099
Time Value0.66
Open Interest4,085
Rho0
Delta / Theta3.0533
|
|
35.84 |
Price @ May 25, 2022 08:30PM GMT |
0.34 |
-12.82% |
0.37 |
0.39 |
19,631 |
36.00 |
0.55 |
-26.67% |
0.52 |
0.54 |
2,670 |
BAC Call 36.00
Exp: May 27, 2022
Last: 0.34
Chg.: -12.82%
SymbolBAC|20220527|36.00C
Delta0.481
Imp Vol0.3872
Bid0.37
Gamma0.3871
Theoretical0.38
Ask0.39
Theta-0.1016
Intrinsic Value-0.16
Volume19,631
Vega0.0106
Time Value0.5
Open Interest22,240
Rho0
Delta / Theta-4.7326
BAC Put 36.00
Exp: May 27, 2022
Last: 0.55
Chg.: -26.67%
SymbolBAC|20220527|36.00P
Delta-0.5137
Imp Vol0.468
Bid0.52
Gamma0.3202
Theoretical0.53
Ask0.54
Theta-0.1253
Intrinsic Value0.16
Volume2,670
Vega0.0106
Time Value0.39
Open Interest16,037
Rho0
Delta / Theta4.1012
|
0.19 |
-13.64% |
0.19 |
0.2 |
2,676 |
36.50 |
0.84 |
-24.32% |
0.83 |
0.88 |
190 |
BAC Call 36.50
Exp: May 27, 2022
Last: 0.19
Chg.: -13.64%
SymbolBAC|20220527|36.50C
Delta0.2974
Imp Vol0.3853
Bid0.19
Gamma0.338
Theoretical0.19
Ask0.2
Theta-0.0881
Intrinsic Value-0.66
Volume2,676
Vega0.0092
Time Value0.85
Open Interest6,511
Rho0
Delta / Theta-3.3745
BAC Put 36.50
Exp: May 27, 2022
Last: 0.84
Chg.: -24.32%
SymbolBAC|20220527|36.50P
Delta-0.6646
Imp Vol0.4756
Bid0.83
Gamma0.288
Theoretical0.84
Ask0.88
Theta-0.1168
Intrinsic Value0.66
Volume190
Vega0.0097
Time Value0.18
Open Interest1,033
Rho0
Delta / Theta5.6903
|
0.08 |
-33.33% |
0.09 |
0.1 |
4,934 |
37.00 |
1.23 |
-13.99% |
1.18 |
1.3 |
73 |
BAC Call 37.00
Exp: May 27, 2022
Last: 0.08
Chg.: -33.33%
SymbolBAC|20220527|37.00C
Delta0.1682
Imp Vol0.4038
Bid0.09
Gamma0.2339
Theoretical0.1
Ask0.1
Theta-0.0671
Intrinsic Value-1.16
Volume4,934
Vega0.0067
Time Value1.24
Open Interest20,136
Rho0
Delta / Theta-2.5046
BAC Put 37.00
Exp: May 27, 2022
Last: 1.23
Chg.: -13.99%
SymbolBAC|20220527|37.00P
Delta-0.7794
Imp Vol0.5
Bid1.18
Gamma0.2229
Theoretical1.23
Ask1.3
Theta-0.1004
Intrinsic Value1.16
Volume73
Vega0.0079
Time Value0.07
Open Interest15,822
Rho0
Delta / Theta7.7652
|