1.05 |
50% |
1.04 |
1.11 |
1,053 |
11.00 |
0.06 |
-60% |
0.05 |
0.06 |
2,104 |
F Call 11.00
Exp: Jul 01, 2022
Last: 1.05
Chg.: 50%
SymbolF|20220701|11.00C
Delta0.8975
Imp Vol0.5148
Bid1.04
Gamma0.2095
Theoretical1.05
Ask1.11
Theta-0.0105
Intrinsic Value1.01
Volume1,053
Vega0.003
Time Value0.04
Open Interest1,315
Rho0.0013
Delta / Theta-85.6191
F Put 11.00
Exp: Jul 01, 2022
Last: 0.06
Chg.: -60%
SymbolF|20220701|11.00P
Delta-0.1241
Imp Vol0.5666
Bid0.05
Gamma0.2173
Theoretical0.06
Ask0.06
Theta-0.0139
Intrinsic Value-1.01
Volume2,104
Vega0.0034
Time Value1.07
Open Interest2,937
Rho-0.0003
Delta / Theta8.9562
|
0.64 |
72.97% |
0.62 |
0.67 |
4,662 |
11.50 |
0.13 |
-59.38% |
0.12 |
0.13 |
4,479 |
F Call 11.50
Exp: Jul 01, 2022
Last: 0.64
Chg.: 72.97%
SymbolF|20220701|11.50C
Delta0.7435
Imp Vol0.5026
Bid0.62
Gamma0.3857
Theoretical0.64
Ask0.67
Theta-0.0188
Intrinsic Value0.51
Volume4,662
Vega0.0053
Time Value0.13
Open Interest4,123
Rho0.0013
Delta / Theta-39.5078
F Put 11.50
Exp: Jul 01, 2022
Last: 0.13
Chg.: -59.38%
SymbolF|20220701|11.50P
Delta-0.2539
Imp Vol0.4956
Bid0.12
Gamma0.3887
Theoretical0.13
Ask0.13
Theta-0.019
Intrinsic Value-0.51
Volume4,479
Vega0.0053
Time Value0.64
Open Interest3,745
Rho-0.0006
Delta / Theta13.3635
|
0.3 |
100% |
0.3 |
0.31 |
11,867 |
12.00 |
0.3 |
-48.28% |
0.28 |
0.3 |
4,192 |
F Call 12.00
Exp: Jul 01, 2022
Last: 0.3
Chg.: 100%
SymbolF|20220701|12.00C
Delta0.5156
Imp Vol0.4478
Bid0.3
Gamma0.5355
Theoretical0.3
Ask0.31
Theta-0.0209
Intrinsic Value0.01
Volume11,867
Vega0.0066
Time Value0.29
Open Interest8,950
Rho0.001
Delta / Theta-24.6556
F Put 12.00
Exp: Jul 01, 2022
Last: 0.3
Chg.: -48.28%
SymbolF|20220701|12.00P
Delta-0.484
Imp Vol0.457
Bid0.28
Gamma0.5242
Theoretical0.3
Ask0.3
Theta-0.0219
Intrinsic Value-0.01
Volume4,192
Vega0.0066
Time Value0.31
Open Interest2,164
Rho-0.0012
Delta / Theta22.0966
|
|
12.01 |
Price @ Jun 24, 2022 06:13PM GMT |
0.12 |
140% |
0.11 |
0.12 |
10,699 |
12.50 |
0.62 |
-35.42% |
0.58 |
0.61 |
821 |
F Call 12.50
Exp: Jul 01, 2022
Last: 0.12
Chg.: 140%
SymbolF|20220701|12.50C
Delta0.2697
Imp Vol0.4515
Bid0.11
Gamma0.4401
Theoretical0.12
Ask0.12
Theta-0.0176
Intrinsic Value-0.49
Volume10,699
Vega0.0055
Time Value0.61
Open Interest4,903
Rho0.0005
Delta / Theta-15.3505
F Put 12.50
Exp: Jul 01, 2022
Last: 0.62
Chg.: -35.42%
SymbolF|20220701|12.50P
Delta-0.7483
Imp Vol0.4164
Bid0.58
Gamma0.4597
Theoretical0.6
Ask0.61
Theta-0.0162
Intrinsic Value0.49
Volume821
Vega0.0053
Time Value0.13
Open Interest1,667
Rho-0.0018
Delta / Theta46.2746
|
0.04 |
100% |
0.03 |
0.04 |
4,081 |
13.00 |
1.02 |
-29.66% |
0.97 |
1.06 |
77 |
F Call 13.00
Exp: Jul 01, 2022
Last: 0.04
Chg.: 100%
SymbolF|20220701|13.00C
Delta0.1112
Imp Vol0.4588
Bid0.03
Gamma0.2483
Theoretical0.04
Ask0.04
Theta-0.0103
Intrinsic Value-0.99
Volume4,081
Vega0.0032
Time Value1.03
Open Interest5,594
Rho0.0002
Delta / Theta-10.8323
F Put 13.00
Exp: Jul 01, 2022
Last: 1.02
Chg.: -29.66%
SymbolF|20220701|13.00P
Delta-0.9141
Imp Vol0.4108
Bid0.97
Gamma0.2282
Theoretical1.02
Ask1.06
Theta-0.0081
Intrinsic Value0.99
Volume77
Vega0.0026
Time Value0.03
Open Interest810
Rho-0.0023
Delta / Theta112.712
|
0.02 |
0% |
0.01 |
0.02 |
787 |
13.50 |
1.51 |
-22.16% |
1.46 |
1.53 |
210 |
F Call 13.50
Exp: Jul 01, 2022
Last: 0.02
Chg.: 0%
SymbolF|20220701|13.50C
Delta0.0558
Imp Vol0.5205
Bid0.01
Gamma0.1299
Theoretical0.02
Ask0.02
Theta-0.0069
Intrinsic Value-1.49
Volume787
Vega0.0019
Time Value1.51
Open Interest2,400
Rho0.0001
Delta / Theta-8.0563
F Put 13.50
Exp: Jul 01, 2022
Last: 1.51
Chg.: -22.16%
SymbolF|20220701|13.50P
Delta-0.951
Imp Vol0.4996
Bid1.46
Gamma0.1208
Theoretical1.51
Ask1.53
Theta-0.0065
Intrinsic Value1.49
Volume210
Vega0.0017
Time Value0.02
Open Interest625
Rho-0.0025
Delta / Theta147.238
|