| 0 |
0% |
40.4 |
44.4 |
0 |
55.00 |
0 |
0% |
0 |
2.25 |
0 |
MRCY Call 55.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|55.00C
Delta0.9829
Imp Vol1.2345
Bid40.4
Gamma0.0015
Theoretical42.4
Ask44.4
Theta-0.035
Intrinsic Value42.1
Volume0
Vega0.0096
Time Value-42.1
Open Interest0
Rho0.0291
Delta / Theta-28.1084
MRCY Put 55.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|55.00P
Delta-0.0559
Imp Vol1.7598
Bid0
Gamma0.0028
Theoretical1.13
Ask2.25
Theta-0.1121
Intrinsic Value-42.1
Volume0
Vega0.0256
Time Value42.1
Open Interest0
Rho-0.0033
Delta / Theta0.4987
|
| 0 |
0% |
35.5 |
39.5 |
0 |
60.00 |
0 |
0% |
0 |
2.35 |
0 |
MRCY Call 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00C
Delta0.9741
Imp Vol1.1402
Bid35.5
Gamma0.0023
Theoretical37.5
Ask39.5
Theta-0.0447
Intrinsic Value37.1
Volume0
Vega0.0137
Time Value-37.1
Open Interest0
Rho0.0313
Delta / Theta-21.7902
MRCY Put 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00P
Delta-0.0655
Imp Vol1.5539
Bid0
Gamma0.0036
Theoretical1.18
Ask2.35
Theta-0.1119
Intrinsic Value-37.1
Volume0
Vega0.029
Time Value37.1
Open Interest1
Rho-0.0038
Delta / Theta0.5851
|
| 0 |
0% |
30.9 |
34.7 |
0 |
65.00 |
0 |
0% |
0 |
2.55 |
0 |
MRCY Call 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00C
Delta0.9516
Imp Vol1.127
Bid30.9
Gamma0.0039
Theoretical32.8
Ask34.7
Theta-0.0703
Intrinsic Value32.1
Volume0
Vega0.0228
Time Value-32.1
Open Interest0
Rho0.0327
Delta / Theta-13.546
MRCY Put 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00P
Delta-0.0788
Imp Vol1.3753
Bid0
Gamma0.0047
Theoretical1.28
Ask2.55
Theta-0.114
Intrinsic Value-32.1
Volume0
Vega0.0334
Time Value32.1
Open Interest1
Rho-0.0045
Delta / Theta0.6909
|
|
97.1 |
Price @ Aug 02, 2026 08:54PM GMT |
| 0 |
0% |
7.4 |
9.7 |
0 |
97.50 |
0 |
0% |
6.8 |
10.5 |
0 |
MRCY Call 97.50
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|97.50C
Delta0.5407
Imp Vol0.9553
Bid7.4
Gamma0.0183
Theoretical8.55
Ask9.7
Theta-0.2198
Intrinsic Value-0.4
Volume0
Vega0.0902
Time Value0.4
Open Interest2
Rho0.0241
Delta / Theta-2.4604
MRCY Put 97.50
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|97.50P
Delta-0.4607
Imp Vol0.942
Bid6.8
Gamma0.0186
Theoretical8.65
Ask10.5
Theta-0.2079
Intrinsic Value0.4
Volume0
Vega0.0902
Time Value-0.4
Open Interest17
Rho-0.0253
Delta / Theta2.2162
|
| 0 |
0% |
5.4 |
8.9 |
0 |
100.00 |
0 |
0% |
7.7 |
11.3 |
0 |
MRCY Call 100.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|100.00C
Delta0.492
Imp Vol0.919
Bid5.4
Gamma0.0191
Theoretical7.15
Ask8.9
Theta-0.2123
Intrinsic Value-2.9
Volume0
Vega0.0907
Time Value2.9
Open Interest16
Rho0.0223
Delta / Theta-2.3173
MRCY Put 100.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|100.00P
Delta-0.5133
Imp Vol0.8785
Bid7.7
Gamma0.02
Theoretical9.5
Ask11.3
Theta-0.194
Intrinsic Value2.9
Volume0
Vega0.0906
Time Value-2.9
Open Interest19
Rho-0.0275
Delta / Theta2.646
|
| 0 |
0% |
5 |
7.3 |
0 |
105.00 |
0 |
0% |
10.9 |
14.2 |
0 |
MRCY Call 105.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|105.00C
Delta0.4193
Imp Vol1.0111
Bid5
Gamma0.017
Theoretical6.15
Ask7.3
Theta-0.2279
Intrinsic Value-7.9
Volume0
Vega0.0888
Time Value7.9
Open Interest97
Rho0.0189
Delta / Theta-1.8394
MRCY Put 105.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|105.00P
Delta-0.6104
Imp Vol0.862
Bid10.9
Gamma0.0196
Theoretical12.55
Ask14.2
Theta-0.1819
Intrinsic Value7.9
Volume0
Vega0.0872
Time Value-7.9
Open Interest55
Rho-0.0325
Delta / Theta3.3555
|
| 0 |
0% |
2,320.8 |
2,336.5 |
0 |
4,650.00 |
45.4 |
0% |
43.9 |
44.9 |
1 |
MRCY Call 4,650.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4650.00C
Delta0
Imp Vol0
Bid2,320.8
Gamma0
Theoretical0
Ask2,336.5
Theta0
Intrinsic Value-4,580.11
Volume0
Vega0
Time Value4,580.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,650.00
Exp: Aug 21, 2026
Last: 45.4
Chg.: 0%
Symbol$SPX|20260821|4650.00P
Delta0
Imp Vol0
Bid43.9
Gamma0
Theoretical0
Ask44.9
Theta0
Intrinsic Value4,580.11
Volume1
Vega0
Time Value-4,534.71
Open Interest64
Rho0
Delta / Theta0
|
| 0 |
0% |
2,298.1 |
2,313 |
0 |
4,675.00 |
57.57 |
0% |
44.8 |
45.9 |
0 |
MRCY Call 4,675.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4675.00C
Delta0
Imp Vol0
Bid2,298.1
Gamma0
Theoretical0
Ask2,313
Theta0
Intrinsic Value-4,605.11
Volume0
Vega0
Time Value4,605.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,675.00
Exp: Aug 21, 2026
Last: 57.57
Chg.: 0%
Symbol$SPX|20260821|4675.00P
Delta0
Imp Vol0
Bid44.8
Gamma0
Theoretical0
Ask45.9
Theta0
Intrinsic Value4,605.11
Volume0
Vega0
Time Value-4,547.54
Open Interest37
Rho0
Delta / Theta0
|
| 0 |
0% |
2,274.1 |
2,289.8 |
0 |
4,700.00 |
51.26 |
0% |
45.7 |
46.8 |
0 |
MRCY Call 4,700.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4700.00C
Delta0
Imp Vol0
Bid2,274.1
Gamma0
Theoretical0
Ask2,289.8
Theta0
Intrinsic Value-4,630.11
Volume0
Vega0
Time Value4,630.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,700.00
Exp: Aug 21, 2026
Last: 51.26
Chg.: 0%
Symbol$SPX|20260821|4700.00P
Delta0
Imp Vol0
Bid45.7
Gamma0
Theoretical0
Ask46.8
Theta0
Intrinsic Value4,630.11
Volume0
Vega0
Time Value-4,578.85
Open Interest97
Rho0
Delta / Theta0
|