| 0 |
0% |
40.5 |
44.5 |
0 |
55.00 |
0 |
0% |
0 |
2.35 |
0 |
MRCY Call 55.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|55.00C
Delta0.9772
Imp Vol1.2892
Bid40.5
Gamma0.0018
Theoretical42.5
Ask44.5
Theta-0.0439
Intrinsic Value42.46
Volume0
Vega0.0126
Time Value-42.46
Open Interest0
Rho0.0301
Delta / Theta-22.2804
MRCY Put 55.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|55.00P
Delta-0.0573
Imp Vol1.7365
Bid0
Gamma0.0028
Theoretical1.18
Ask2.35
Theta-0.1101
Intrinsic Value-42.46
Volume0
Vega0.0268
Time Value42.46
Open Interest0
Rho-0.0036
Delta / Theta0.5208
|
| 0 |
0% |
36.1 |
39.1 |
0 |
60.00 |
0 |
0% |
0 |
1.8 |
0 |
MRCY Call 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00C
Delta0.9684
Imp Vol1.1744
Bid36.1
Gamma0.0026
Theoretical37.6
Ask39.1
Theta-0.0519
Intrinsic Value37.46
Volume0
Vega0.0166
Time Value-37.46
Open Interest0
Rho0.0325
Delta / Theta-18.6492
MRCY Put 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00P
Delta-0.0558
Imp Vol1.4185
Bid0
Gamma0.0034
Theoretical0.9
Ask1.8
Theta-0.088
Intrinsic Value-37.46
Volume0
Vega0.0262
Time Value37.46
Open Interest1
Rho-0.0034
Delta / Theta0.6347
|
| 0 |
0% |
31.5 |
34.3 |
0 |
65.00 |
0 |
0% |
0 |
2.7 |
0 |
MRCY Call 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00C
Delta0.9467
Imp Vol1.1385
Bid31.5
Gamma0.0041
Theoretical32.9
Ask34.3
Theta-0.0743
Intrinsic Value32.46
Volume0
Vega0.0253
Time Value-32.46
Open Interest0
Rho0.034
Delta / Theta-12.7337
MRCY Put 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00P
Delta-0.0813
Imp Vol1.364
Bid0
Gamma0.0047
Theoretical1.35
Ask2.7
Theta-0.113
Intrinsic Value-32.46
Volume0
Vega0.0351
Time Value32.46
Open Interest1
Rho-0.0049
Delta / Theta0.7196
|
|
97.46 |
Price @ Jul 31, 2026 07:59PM GMT |
| 0 |
0% |
7.4 |
9.7 |
0 |
97.50 |
0 |
0% |
7.8 |
9.7 |
0 |
MRCY Call 97.50
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|97.50C
Delta0.5409
Imp Vol0.9318
Bid7.4
Gamma0.0183
Theoretical8.55
Ask9.7
Theta-0.2094
Intrinsic Value-0.04
Volume0
Vega0.0924
Time Value0.04
Open Interest2
Rho0.0253
Delta / Theta-2.5829
MRCY Put 97.50
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|97.50P
Delta-0.46
Imp Vol0.9306
Bid7.8
Gamma0.0183
Theoretical8.75
Ask9.7
Theta-0.2002
Intrinsic Value0.04
Volume0
Vega0.0924
Time Value-0.04
Open Interest17
Rho-0.0266
Delta / Theta2.2974
|
| 0 |
0% |
6.3 |
8.4 |
0 |
100.00 |
0 |
0% |
9.2 |
11.4 |
0 |
MRCY Call 100.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|100.00C
Delta0.4944
Imp Vol0.9179
Bid6.3
Gamma0.0187
Theoretical7.35
Ask8.4
Theta-0.2071
Intrinsic Value-2.54
Volume0
Vega0.0929
Time Value2.54
Open Interest16
Rho0.0234
Delta / Theta-2.3873
MRCY Put 100.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|100.00P
Delta-0.504
Imp Vol0.944
Bid9.2
Gamma0.0182
Theoretical10.3
Ask11.4
Theta-0.2038
Intrinsic Value2.54
Volume0
Vega0.0929
Time Value-2.54
Open Interest19
Rho-0.029
Delta / Theta2.4733
|
| 0 |
0% |
4.5 |
6.3 |
0 |
105.00 |
0 |
0% |
12.3 |
14.3 |
0 |
MRCY Call 105.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|105.00C
Delta0.404
Imp Vol0.9036
Bid4.5
Gamma0.0184
Theoretical5.4
Ask6.3
Theta-0.1975
Intrinsic Value-7.54
Volume0
Vega0.0902
Time Value7.54
Open Interest97
Rho0.0195
Delta / Theta-2.0462
MRCY Put 105.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|105.00P
Delta-0.593
Imp Vol0.9253
Bid12.3
Gamma0.0181
Theoretical13.3
Ask14.3
Theta-0.1932
Intrinsic Value7.54
Volume0
Vega0.0903
Time Value-7.54
Open Interest55
Rho-0.0338
Delta / Theta3.0691
|
| 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
|