| 0 |
0% |
40.3 |
43.9 |
0 |
35.00 |
0 |
0% |
0 |
1.95 |
0 |
MRCY Call 35.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|35.00C
Delta0.9831
Imp Vol1.714
Bid40.3
Gamma0.0013
Theoretical42.1
Ask43.9
Theta-0.0351
Intrinsic Value42.35
Volume0
Vega0.0077
Time Value-42.35
Open Interest0
Rho0.0192
Delta / Theta-28.0077
MRCY Put 35.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|35.00P
Delta-0.0446
Imp Vol2.3097
Bid0
Gamma0.0022
Theoretical0.98
Ask1.95
Theta-0.095
Intrinsic Value-42.35
Volume0
Vega0.0173
Time Value42.35
Open Interest2
Rho-0.0023
Delta / Theta0.47
|
| 0 |
0% |
37.6 |
41.7 |
0 |
37.50 |
0 |
0% |
0 |
0.75 |
0 |
MRCY Call 37.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|37.50C
Delta0.9791
Imp Vol1.6289
Bid37.6
Gamma0.0017
Theoretical39.65
Ask41.7
Theta-0.0397
Intrinsic Value39.85
Volume0
Vega0.0093
Time Value-39.85
Open Interest0
Rho0.0205
Delta / Theta-24.6747
MRCY Put 37.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|37.50P
Delta-0.0264
Imp Vol1.7346
Bid0
Gamma0.0019
Theoretical0.38
Ask0.75
Theta-0.0464
Intrinsic Value-39.85
Volume0
Vega0.0113
Time Value39.85
Open Interest0
Rho-0.0013
Delta / Theta0.5702
|
| 0 |
0% |
35.1 |
39.1 |
0 |
40.00 |
0 |
0% |
0 |
0.75 |
0 |
MRCY Call 40.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|40.00C
Delta0.9808
Imp Vol1.4385
Bid35.1
Gamma0.0018
Theoretical37.1
Ask39.1
Theta-0.0337
Intrinsic Value37.35
Volume0
Vega0.0086
Time Value-37.35
Open Interest0
Rho0.022
Delta / Theta-29.143
MRCY Put 40.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|40.00P
Delta-0.0287
Imp Vol1.5969
Bid0
Gamma0.0022
Theoretical0.37
Ask0.75
Theta-0.0457
Intrinsic Value-37.35
Volume0
Vega0.0121
Time Value37.35
Open Interest1
Rho-0.0014
Delta / Theta0.6283
|
|
77.35 |
Price @ Oct 30, 2026 07:58PM GMT |
| 0 |
0% |
5.9 |
8.1 |
0 |
77.50 |
0 |
0% |
6.4 |
7.6 |
0 |
MRCY Call 77.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|77.50C
Delta0.5356
Imp Vol0.9869
Bid5.9
Gamma0.0219
Theoretical7
Ask8.1
Theta-0.1756
Intrinsic Value-0.15
Volume0
Vega0.0732
Time Value0.15
Open Interest44
Rho0.0196
Delta / Theta-3.0499
MRCY Put 77.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|77.50P
Delta-0.4697
Imp Vol0.9133
Bid6.4
Gamma0.0237
Theoretical7
Ask7.6
Theta-0.1554
Intrinsic Value0.15
Volume0
Vega0.0733
Time Value-0.15
Open Interest41
Rho-0.0213
Delta / Theta3.0235
|
| 8.2 |
0% |
5 |
7.1 |
0 |
80.00 |
6.6 |
0% |
7.8 |
8.9 |
0 |
MRCY Call 80.00
Exp: Nov 20, 2026
Last: 8.2
Chg.: 0%
SymbolMRCY|20261120|80.00C
Delta0.4835
Imp Vol0.9985
Bid5
Gamma0.0217
Theoretical6.05
Ask7.1
Theta-0.1779
Intrinsic Value-2.65
Volume0
Vega0.0734
Time Value10.85
Open Interest79
Rho0.0179
Delta / Theta-2.7182
MRCY Put 80.00
Exp: Nov 20, 2026
Last: 6.6
Chg.: 0%
SymbolMRCY|20261120|80.00P
Delta-0.5296
Imp Vol0.8981
Bid7.8
Gamma0.0241
Theoretical8.35
Ask8.9
Theta-0.1523
Intrinsic Value2.65
Volume0
Vega0.0733
Time Value3.95
Open Interest37
Rho-0.0238
Delta / Theta3.4784
|
| 6 |
-17.81% |
4.1 |
5.9 |
1 |
82.50 |
0 |
0% |
9.4 |
10.4 |
0 |
MRCY Call 82.50
Exp: Nov 20, 2026
Last: 6
Chg.: -17.81%
SymbolMRCY|20261120|82.50C
Delta0.4294
Imp Vol0.9792
Bid4.1
Gamma0.0218
Theoretical5
Ask5.9
Theta-0.1716
Intrinsic Value-5.15
Volume1
Vega0.0723
Time Value11.15
Open Interest165
Rho0.0161
Delta / Theta-2.5019
MRCY Put 82.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|82.50P
Delta-0.5875
Imp Vol0.8912
Bid9.4
Gamma0.0238
Theoretical9.9
Ask10.4
Theta-0.1473
Intrinsic Value5.15
Volume0
Vega0.0717
Time Value-5.15
Open Interest14
Rho-0.0263
Delta / Theta3.9896
|
| 0 |
0% |
3,709.3 |
3,737.4 |
0 |
3,200.00 |
0 |
0% |
0 |
0 |
0 |
MRCY Call 3,200.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20261120|3200.00C
Delta0
Imp Vol0
Bid3,709.3
Gamma0
Theoretical0
Ask3,737.4
Theta0
Intrinsic Value-3,130.11
Volume0
Vega0
Time Value3,130.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 3,200.00
Exp: Nov 01, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value3,130.11
Volume0
Vega0
Time Value-3,130.11
Open Interest0
Rho0
Delta / Theta0
|
| 3,521.07 |
0% |
3,523.6 |
3,548 |
0 |
3,400.00 |
0 |
0% |
0 |
0 |
0 |
MRCY Call 3,400.00
Exp: Nov 20, 2026
Last: 3,521.07
Chg.: 0%
Symbol$SPX|20261120|3400.00C
Delta0
Imp Vol0
Bid3,523.6
Gamma0
Theoretical0
Ask3,548
Theta0
Intrinsic Value-3,330.11
Volume0
Vega0
Time Value6,851.18
Open Interest0
Rho0
Delta / Theta0
MRCY Put 3,400.00
Exp: Nov 01, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value3,330.11
Volume0
Vega0
Time Value-3,330.11
Open Interest0
Rho0
Delta / Theta0
|
| 3,427.37 |
0% |
3,429.6 |
3,453.6 |
0 |
3,500.00 |
0 |
0% |
0 |
0 |
0 |
MRCY Call 3,500.00
Exp: Nov 20, 2026
Last: 3,427.37
Chg.: 0%
Symbol$SPX|20261120|3500.00C
Delta0
Imp Vol0
Bid3,429.6
Gamma0
Theoretical0
Ask3,453.6
Theta0
Intrinsic Value-3,430.11
Volume0
Vega0
Time Value6,857.48
Open Interest0
Rho0
Delta / Theta0
MRCY Put 3,500.00
Exp: Nov 01, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value3,430.11
Volume0
Vega0
Time Value-3,430.11
Open Interest0
Rho0
Delta / Theta0
|