2.31 |
0% |
2.8 |
3 |
0 |
11.50 |
0.1 |
0% |
0.05 |
0.1 |
0 |
CMRE Call 11.50
Exp: Jun 17, 2022
Last: 2.31
Chg.: 0%
SymbolCMRE|20220617|11.50C
Delta0.9621
Imp Vol0.5583
Bid2.8
Gamma0.0438
Theoretical2.9
Ask3
Theta-0.0031
Intrinsic Value2.85
Volume0
Vega0.0028
Time Value-0.54
Open Interest190
Rho0
Delta / Theta-306.8855
CMRE Put 11.50
Exp: Jun 17, 2022
Last: 0.1
Chg.: 0%
SymbolCMRE|20220617|11.50P
Delta0
Imp Vol0
Bid0.05
Gamma0
Theoretical0
Ask0.1
Theta0
Intrinsic Value-2.85
Volume0
Vega0
Time Value2.95
Open Interest426
Rho0
Delta / Theta0
|
1.96 |
-2% |
1.9 |
2.05 |
12 |
12.50 |
0.17 |
13.33% |
0.05 |
0.15 |
10 |
CMRE Call 12.50
Exp: Jun 17, 2022
Last: 1.96
Chg.: -2%
SymbolCMRE|20220617|12.50C
Delta0.8901
Imp Vol0.5005
Bid1.9
Gamma0.11
Theoretical1.96
Ask2.05
Theta-0.0069
Intrinsic Value1.85
Volume12
Vega0.0064
Time Value0.11
Open Interest729
Rho0
Delta / Theta-128.6696
CMRE Put 12.50
Exp: Jun 17, 2022
Last: 0.17
Chg.: 13.33%
SymbolCMRE|20220617|12.50P
Delta-0.1129
Imp Vol0.5014
Bid0.05
Gamma0.1107
Theoretical0.1
Ask0.15
Theta-0.008
Intrinsic Value-1.85
Volume10
Vega0.0066
Time Value2.02
Open Interest501
Rho0
Delta / Theta14.0684
|
3 |
0.47% |
3 |
3.2 |
300 |
13.00 |
0.3 |
0.05% |
0.2 |
0.3 |
18 |
CMRE Call 13.00
Exp: Jun 17, 2022
Last: 3
Chg.: 0.47%
SymbolCMRE|20220617|13.00C
Delta0.9034
Imp Vol0.4025
Bid3
Gamma0.0651
Theoretical3
Ask3.2
Theta-0.0029
Intrinsic Value2.33
Volume300
Vega0.011
Time Value0.67
Open Interest639
Rho0.0108
Delta / Theta-314.945
CMRE Put 13.00
Exp: Jun 17, 2022
Last: 0.3
Chg.: 0.05%
SymbolCMRE|20220617|13.00P
Delta-0.1523
Imp Vol0.5136
Bid0.2
Gamma0.0687
Theoretical0.3
Ask0.3
Theta-0.0065
Intrinsic Value-2.33
Volume18
Vega0.0157
Time Value2.63
Open Interest208
Rho-0.0048
Delta / Theta23.5108
|
1.16 |
0% |
1.1 |
1.25 |
0 |
13.50 |
0.3 |
-23.08% |
0.2 |
0.35 |
7 |
CMRE Call 13.50
Exp: Jun 17, 2022
Last: 1.16
Chg.: 0%
SymbolCMRE|20220617|13.50C
Delta0.7191
Imp Vol0.4946
Bid1.1
Gamma0.1983
Theoretical1.18
Ask1.25
Theta-0.0129
Intrinsic Value0.85
Volume0
Vega0.0116
Time Value0.31
Open Interest1,197
Rho0
Delta / Theta-55.6086
CMRE Put 13.50
Exp: Jun 17, 2022
Last: 0.3
Chg.: -23.08%
SymbolCMRE|20220617|13.50P
Delta-0.2863
Imp Vol0.461
Bid0.2
Gamma0.2149
Theoretical0.3
Ask0.35
Theta-0.0132
Intrinsic Value-0.85
Volume7
Vega0.0117
Time Value1.15
Open Interest1,170
Rho0
Delta / Theta21.7589
|
2.12 |
0.54% |
2.2 |
2.4 |
2 |
14.00 |
0.52 |
0.13% |
0.4 |
0.55 |
30 |
CMRE Call 14.00
Exp: Jun 17, 2022
Last: 2.12
Chg.: 0.54%
SymbolCMRE|20220617|14.00C
Delta0.7705
Imp Vol0.4616
Bid2.2
Gamma0.0992
Theoretical2.3
Ask2.4
Theta-0.0065
Intrinsic Value1.33
Volume2
Vega0.0199
Time Value0.79
Open Interest546
Rho0.0129
Delta / Theta-118.7213
CMRE Put 14.00
Exp: Jun 17, 2022
Last: 0.52
Chg.: 0.13%
SymbolCMRE|20220617|14.00P
Delta-0.2411
Imp Vol0.4924
Bid0.4
Gamma0.0948
Theoretical0.52
Ask0.55
Theta-0.0083
Intrinsic Value-1.33
Volume30
Vega0.0207
Time Value1.85
Open Interest332
Rho-0.0076
Delta / Theta29.1411
|
|
14.35 |
Price @ May 27, 2022 08:01PM GMT |
0.57 |
3.64% |
0.5 |
0.6 |
6 |
14.50 |
0.75 |
0% |
0.6 |
0.75 |
0 |
CMRE Call 14.50
Exp: Jun 17, 2022
Last: 0.57
Chg.: 3.64%
SymbolCMRE|20220617|14.50C
Delta0.4863
Imp Vol0.4631
Bid0.5
Gamma0.25
Theoretical0.57
Ask0.6
Theta-0.0146
Intrinsic Value-0.15
Volume6
Vega0.0137
Time Value0.72
Open Interest2,162
Rho0
Delta / Theta-33.2875
CMRE Put 14.50
Exp: Jun 17, 2022
Last: 0.75
Chg.: 0%
SymbolCMRE|20220617|14.50P
Delta-0.5171
Imp Vol0.4341
Bid0.6
Gamma0.2657
Theoretical0.68
Ask0.75
Theta-0.0148
Intrinsic Value0.15
Volume0
Vega0.0137
Time Value0.6
Open Interest299
Rho0
Delta / Theta34.8705
|
1.65 |
0.25% |
1.5 |
1.7 |
308 |
15.00 |
0.8 |
-0.1% |
0.75 |
0.85 |
3 |
CMRE Call 15.00
Exp: Jun 17, 2022
Last: 1.65
Chg.: 0.25%
SymbolCMRE|20220617|15.00C
Delta0.6475
Imp Vol0.4593
Bid1.5
Gamma0.1217
Theoretical1.65
Ask1.7
Theta-0.0082
Intrinsic Value0.33
Volume308
Vega0.0246
Time Value1.32
Open Interest1,190
Rho0.0124
Delta / Theta-79.4104
CMRE Put 15.00
Exp: Jun 17, 2022
Last: 0.8
Chg.: -0.1%
SymbolCMRE|20220617|15.00P
Delta-0.3509
Imp Vol0.4544
Bid0.75
Gamma0.1221
Theoretical0.8
Ask0.85
Theta-0.0092
Intrinsic Value-0.33
Volume3
Vega0.0246
Time Value1.13
Open Interest125
Rho-0.0112
Delta / Theta38.2097
|
0.2 |
-39.39% |
0.15 |
0.25 |
10 |
15.50 |
1.38 |
-32.68% |
1.3 |
1.45 |
2 |
CMRE Call 15.50
Exp: Jun 17, 2022
Last: 0.2
Chg.: -39.39%
SymbolCMRE|20220617|15.50C
Delta0.2421
Imp Vol0.4263
Bid0.15
Gamma0.2126
Theoretical0.2
Ask0.25
Theta-0.0107
Intrinsic Value-1.15
Volume10
Vega0.0108
Time Value1.35
Open Interest1,310
Rho0
Delta / Theta-22.7298
CMRE Put 15.50
Exp: Jun 17, 2022
Last: 1.38
Chg.: -32.68%
SymbolCMRE|20220617|15.50P
Delta-0.7392
Imp Vol0.4576
Bid1.3
Gamma0.2049
Theoretical1.38
Ask1.45
Theta-0.0131
Intrinsic Value1.15
Volume2
Vega0.0112
Time Value0.23
Open Interest236
Rho0
Delta / Theta56.5216
|
1.05 |
0.15% |
1.05 |
1.15 |
19 |
16.00 |
1.25 |
-0.35% |
1.2 |
1.35 |
2 |
CMRE Call 16.00
Exp: Jun 17, 2022
Last: 1.05
Chg.: 0.15%
SymbolCMRE|20220617|16.00C
Delta0.512
Imp Vol0.4248
Bid1.05
Gamma0.1412
Theoretical1.05
Ask1.15
Theta-0.0082
Intrinsic Value-0.67
Volume19
Vega0.0264
Time Value1.72
Open Interest309
Rho0.0106
Delta / Theta-62.2342
CMRE Put 16.00
Exp: Jun 17, 2022
Last: 1.25
Chg.: -0.35%
SymbolCMRE|20220617|16.00P
Delta-0.4843
Imp Vol0.4379
Bid1.2
Gamma0.136
Theoretical1.25
Ask1.35
Theta-0.0097
Intrinsic Value0.67
Volume2
Vega0.0264
Time Value0.58
Open Interest183
Rho-0.0157
Delta / Theta50.1612
|
0.06 |
-14.29% |
0.05 |
0.1 |
23 |
16.50 |
2.75 |
0% |
2.15 |
2.3 |
0 |
CMRE Call 16.50
Exp: Jun 17, 2022
Last: 0.06
Chg.: -14.29%
SymbolCMRE|20220617|16.50C
Delta0.0922
Imp Vol0.4216
Bid0.05
Gamma0.1137
Theoretical0.06
Ask0.1
Theta-0.0056
Intrinsic Value-2.15
Volume23
Vega0.0057
Time Value2.21
Open Interest4,969
Rho0
Delta / Theta-16.4247
CMRE Put 16.50
Exp: Jun 17, 2022
Last: 2.75
Chg.: 0%
SymbolCMRE|20220617|16.50P
Delta-0.8889
Imp Vol0.4527
Bid2.15
Gamma0.1198
Theoretical2.22
Ask2.3
Theta-0.0081
Intrinsic Value2.15
Volume0
Vega0.0065
Time Value0.6
Open Interest481
Rho0
Delta / Theta110.1879
|
0.7 |
0.15% |
0.6 |
0.75 |
9 |
17.00 |
2.38 |
0.08% |
1.75 |
1.95 |
10 |
CMRE Call 17.00
Exp: Jun 17, 2022
Last: 0.7
Chg.: 0.15%
SymbolCMRE|20220617|17.00C
Delta0.382
Imp Vol0.4354
Bid0.6
Gamma0.1316
Theoretical0.7
Ask0.75
Theta-0.0082
Intrinsic Value-1.67
Volume9
Vega0.0253
Time Value2.37
Open Interest562
Rho0.0084
Delta / Theta-46.6528
CMRE Put 17.00
Exp: Jun 17, 2022
Last: 2.38
Chg.: 0.08%
SymbolCMRE|20220617|17.00P
Delta-0.6179
Imp Vol0.4285
Bid1.75
Gamma0.1326
Theoretical1.85
Ask1.95
Theta-0.0092
Intrinsic Value1.67
Volume10
Vega0.0252
Time Value0.71
Open Interest99
Rho-0.0205
Delta / Theta66.9876
|
0.4 |
0.1% |
0.4 |
0.45 |
13 |
18.00 |
1.8 |
1.8% |
2.5 |
2.75 |
1 |
CMRE Call 18.00
Exp: Jun 17, 2022
Last: 0.4
Chg.: 0.1%
SymbolCMRE|20220617|18.00C
Delta0.2591
Imp Vol0.4183
Bid0.4
Gamma0.1162
Theoretical0.4
Ask0.45
Theta-0.0067
Intrinsic Value-2.67
Volume13
Vega0.0215
Time Value3.07
Open Interest798
Rho0.0059
Delta / Theta-38.4467
CMRE Put 18.00
Exp: Jun 17, 2022
Last: 1.8
Chg.: 1.8%
SymbolCMRE|20220617|18.00P
Delta-0.7215
Imp Vol0.4441
Bid2.5
Gamma0.1122
Theoretical2.625
Ask2.75
Theta-0.0086
Intrinsic Value2.67
Volume1
Vega0.0221
Time Value-0.87
Open Interest1
Rho-0.0247
Delta / Theta84.043
|