6.98 |
10.79% |
7 |
7.3 |
804 |
197.50 |
2.05 |
-49% |
1.92 |
2.05 |
1,518 |
FB Call 197.50
Exp: May 20, 2022
Last: 6.98
Chg.: 10.79%
SymbolFB|20220520|197.50C
Delta0.7002
Imp Vol0.5654
Bid7
Gamma0.0335
Theoretical7.15
Ask7.3
Theta-0.6017
Intrinsic Value5.12
Volume804
Vega0.0638
Time Value1.86
Open Interest1,605
Rho0.0111
Delta / Theta-1.1638
FB Put 197.50
Exp: May 20, 2022
Last: 2.05
Chg.: -49%
SymbolFB|20220520|197.50P
Delta-0.3007
Imp Vol0.5685
Bid1.92
Gamma0.0333
Theoretical2.05
Ask2.05
Theta-0.6058
Intrinsic Value-5.12
Volume1,518
Vega0.0639
Time Value7.17
Open Interest5,077
Rho-0.0047
Delta / Theta0.4964
|
5.42 |
9.49% |
5.35 |
5.55 |
3,106 |
200.00 |
2.76 |
-43.67% |
2.69 |
2.83 |
5,421 |
FB Call 200.00
Exp: May 20, 2022
Last: 5.42
Chg.: 9.49%
SymbolFB|20220520|200.00C
Delta0.6133
Imp Vol0.5458
Bid5.35
Gamma0.0382
Theoretical5.42
Ask5.55
Theta-0.6396
Intrinsic Value2.62
Volume3,106
Vega0.0703
Time Value2.8
Open Interest12,055
Rho0.0098
Delta / Theta-0.9589
FB Put 200.00
Exp: May 20, 2022
Last: 2.76
Chg.: -43.67%
SymbolFB|20220520|200.00P
Delta-0.3858
Imp Vol0.5401
Bid2.69
Gamma0.0386
Theoretical2.76
Ask2.83
Theta-0.6324
Intrinsic Value-2.62
Volume5,421
Vega0.0703
Time Value5.38
Open Interest12,927
Rho-0.006
Delta / Theta0.61
|
4 |
10.19% |
3.9 |
4.05 |
5,542 |
202.50 |
3.92 |
-38.75% |
3.7 |
3.95 |
2,008 |
FB Call 202.50
Exp: May 20, 2022
Last: 4
Chg.: 10.19%
SymbolFB|20220520|202.50C
Delta0.5146
Imp Vol0.5378
Bid3.9
Gamma0.0404
Theoretical4
Ask4.05
Theta-0.6564
Intrinsic Value0.12
Volume5,542
Vega0.0732
Time Value3.88
Open Interest6,177
Rho0.0082
Delta / Theta-0.7839
FB Put 202.50
Exp: May 20, 2022
Last: 3.92
Chg.: -38.75%
SymbolFB|20220520|202.50P
Delta-0.4854
Imp Vol0.5433
Bid3.7
Gamma0.04
Theoretical3.92
Ask3.95
Theta-0.6631
Intrinsic Value-0.12
Volume2,008
Vega0.0732
Time Value4.04
Open Interest4,881
Rho-0.0075
Delta / Theta0.732
|
|
202.62 |
Price @ May 17, 2022 08:48PM GMT |
2.75 |
-2.48% |
2.71 |
2.8 |
11,077 |
205.00 |
5.32 |
-31.35% |
5 |
5.15 |
2,200 |
FB Call 205.00
Exp: May 20, 2022
Last: 2.75
Chg.: -2.48%
SymbolFB|20220520|205.00C
Delta0.411
Imp Vol0.5187
Bid2.71
Gamma0.0408
Theoretical2.75
Ask2.8
Theta-0.6176
Intrinsic Value-2.38
Volume11,077
Vega0.0714
Time Value5.13
Open Interest6,516
Rho0.0066
Delta / Theta-0.6655
FB Put 205.00
Exp: May 20, 2022
Last: 5.32
Chg.: -31.35%
SymbolFB|20220520|205.00P
Delta-0.5906
Imp Vol0.511
Bid5
Gamma0.0414
Theoretical5.08
Ask5.15
Theta-0.6079
Intrinsic Value2.38
Volume2,200
Vega0.0714
Time Value2.94
Open Interest2,883
Rho-0.009
Delta / Theta0.9715
|
1.8 |
-2.7% |
1.81 |
1.85 |
5,085 |
207.50 |
6.9 |
-30.65% |
6.45 |
6.8 |
190 |
FB Call 207.50
Exp: May 20, 2022
Last: 1.8
Chg.: -2.7%
SymbolFB|20220520|207.50C
Delta0.3113
Imp Vol0.5097
Bid1.81
Gamma0.0378
Theoretical1.83
Ask1.85
Theta-0.5515
Intrinsic Value-4.88
Volume5,085
Vega0.0649
Time Value6.68
Open Interest6,697
Rho0.005
Delta / Theta-0.5645
FB Put 207.50
Exp: May 20, 2022
Last: 6.9
Chg.: -30.65%
SymbolFB|20220520|207.50P
Delta-0.6937
Imp Vol0.4965
Bid6.45
Gamma0.0385
Theoretical6.63
Ask6.8
Theta-0.5335
Intrinsic Value4.88
Volume190
Vega0.0645
Time Value2.02
Open Interest1,602
Rho-0.0104
Delta / Theta1.3002
|
1.13 |
-16.3% |
1.07 |
1.17 |
22,491 |
210.00 |
8.72 |
-23.51% |
8.25 |
8.6 |
5,397 |
FB Call 210.00
Exp: May 20, 2022
Last: 1.13
Chg.: -16.3%
SymbolFB|20220520|210.00C
Delta0.2203
Imp Vol0.4972
Bid1.07
Gamma0.0324
Theoretical1.13
Ask1.17
Theta-0.451
Intrinsic Value-7.38
Volume22,491
Vega0.0544
Time Value8.51
Open Interest16,680
Rho0.0036
Delta / Theta-0.4884
FB Put 210.00
Exp: May 20, 2022
Last: 8.72
Chg.: -23.51%
SymbolFB|20220520|210.00P
Delta-0.7876
Imp Vol0.4814
Bid8.25
Gamma0.0328
Theoretical8.43
Ask8.6
Theta-0.4277
Intrinsic Value7.38
Volume5,397
Vega0.0533
Time Value1.34
Open Interest10,858
Rho-0.0116
Delta / Theta1.8415
|