0 |
0% |
3.3 |
3.4 |
0 |
23.00 |
0 |
0% |
0 |
0.05 |
0 |
SCHP Call 23.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|23.00C
Delta0.9632
Imp Vol0.3266
Bid3.3
Gamma0.0391
Theoretical3.4
Ask3.4
Theta-0.0069
Intrinsic Value3.29
Volume0
Vega0.0051
Time Value-3.29
Open Interest0
Rho0.0126
Delta / Theta-140.463
SCHP Put 23.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|23.00P
Delta-0.0316
Imp Vol0.3133
Bid0
Gamma0.0359
Theoretical0.03
Ask0.05
Theta-0.0032
Intrinsic Value-3.29
Volume0
Vega0.0045
Time Value3.29
Open Interest0
Rho-0.0005
Delta / Theta9.7573
|
0 |
0% |
2.8 |
2.9 |
0 |
23.50 |
0 |
0% |
0 |
0.1 |
0 |
SCHP Call 23.50
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|23.50C
Delta0.9596
Imp Vol0.2814
Bid2.8
Gamma0.049
Theoretical2.9
Ask2.9
Theta-0.0066
Intrinsic Value2.79
Volume0
Vega0.0055
Time Value-2.79
Open Interest0
Rho0.0129
Delta / Theta-144.6633
SCHP Put 23.50
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|23.50P
Delta-0.0576
Imp Vol0.3126
Bid0
Gamma0.0585
Theoretical0.05
Ask0.1
Theta-0.0052
Intrinsic Value-2.79
Volume0
Vega0.0073
Time Value2.79
Open Interest0
Rho-0.0008
Delta / Theta11.0218
|
0 |
0% |
2.3 |
2.4 |
0 |
24.00 |
0 |
0% |
0 |
0.1 |
0 |
SCHP Call 24.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|24.00C
Delta0.9548
Imp Vol0.2367
Bid2.3
Gamma0.0637
Theoretical2.4
Ask2.4
Theta-0.0064
Intrinsic Value2.29
Volume0
Vega0.006
Time Value-2.29
Open Interest0
Rho0.0131
Delta / Theta-149.391
SCHP Put 24.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|24.00P
Delta-0.0662
Imp Vol0.2668
Bid0
Gamma0.0765
Theoretical0.05
Ask0.1
Theta-0.0049
Intrinsic Value-2.29
Volume0
Vega0.0081
Time Value2.29
Open Interest0
Rho-0.001
Delta / Theta13.4137
|
|
26.29 |
Price @ Oct 25, 2024 07:35PM GMT |
0.15 |
0% |
0.1 |
0.2 |
0 |
26.50 |
0 |
0% |
0.25 |
0.35 |
0 |
SCHP Call 26.50
Exp: Nov 15, 2024
Last: 0.15
Chg.: 0%
SymbolSCHP|20241115|26.50C
Delta0.4104
Imp Vol0.0813
Bid0.1
Gamma0.7584
Theoretical0.15
Ask0.2
Theta-0.0062
Intrinsic Value-0.21
Volume0
Vega0.0245
Time Value0.36
Open Interest52
Rho0.0061
Delta / Theta-66.6605
SCHP Put 26.50
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|26.50P
Delta-0.6105
Imp Vol0.0885
Bid0.25
Gamma0.7171
Theoretical0.3
Ask0.35
Theta-0.0036
Intrinsic Value0.21
Volume0
Vega0.0238
Time Value-0.21
Open Interest8
Rho-0.0063
Delta / Theta171.4017
|
0.05 |
0% |
0 |
0.05 |
0 |
27.00 |
0 |
0% |
0.65 |
0.8 |
0 |
SCHP Call 27.00
Exp: Nov 15, 2024
Last: 0.05
Chg.: 0%
SymbolSCHP|20241115|27.00C
Delta0.1071
Imp Vol0.0776
Bid0
Gamma0.3766
Theoretical0.02
Ask0.05
Theta-0.0025
Intrinsic Value-0.71
Volume0
Vega0.0116
Time Value0.76
Open Interest14
Rho0.0016
Delta / Theta-42.4812
SCHP Put 27.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|27.00P
Delta-0.8385
Imp Vol0.1146
Bid0.65
Gamma0.3613
Theoretical0.73
Ask0.8
Theta-0.0026
Intrinsic Value0.71
Volume0
Vega0.0148
Time Value-0.71
Open Interest0
Rho-0.0061
Delta / Theta318.5798
|
0 |
0% |
0 |
0.05 |
0 |
27.50 |
0 |
0% |
1.15 |
1.25 |
0 |
SCHP Call 27.50
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|27.50C
Delta0.0749
Imp Vol0.1194
Bid0
Gamma0.1877
Theoretical0.03
Ask0.05
Theta-0.0028
Intrinsic Value-1.21
Volume0
Vega0.0089
Time Value1.21
Open Interest40
Rho0.0011
Delta / Theta-26.8061
SCHP Put 27.50
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|27.50P
Delta-0.9438
Imp Vol0.1368
Bid1.15
Gamma0.1749
Theoretical1.2
Ask1.25
Theta-0.0012
Intrinsic Value1.21
Volume0
Vega0.0064
Time Value-1.21
Open Interest0
Rho-0.0037
Delta / Theta755.6477
|
0 |
0% |
7.2 |
7.5 |
0 |
46.00 |
0 |
0% |
0 |
0.1 |
0 |
SCHP Call 46.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|46.00C
Delta0.9569
Imp Vol0.286
Bid7.2
Gamma0.0191
Theoretical7.5
Ask7.5
Theta-0.0119
Intrinsic Value-19.5
Volume0
Vega0.0153
Time Value19.5
Open Interest0
Rho0.0428
Delta / Theta-80.2004
SCHP Put 46.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|46.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.1
Theta0
Intrinsic Value19.5
Volume0
Vega0
Time Value-19.5
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
6.2 |
6.5 |
0 |
47.00 |
0 |
0% |
0 |
0.1 |
0 |
SCHP Call 47.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|47.00C
Delta0.9537
Imp Vol0.2493
Bid6.2
Gamma0.0233
Theoretical6.5
Ask6.5
Theta-0.0116
Intrinsic Value-20.5
Volume0
Vega0.0162
Time Value20.5
Open Interest0
Rho0.0436
Delta / Theta-82.3305
SCHP Put 47.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|47.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.1
Theta0
Intrinsic Value20.5
Volume0
Vega0
Time Value-20.5
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
5.2 |
5.5 |
0 |
48.00 |
0 |
0% |
0 |
0.1 |
0 |
SCHP Call 48.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|48.00C
Delta0.9495
Imp Vol0.2131
Bid5.2
Gamma0.0292
Theoretical5.5
Ask5.5
Theta-0.0112
Intrinsic Value-21.5
Volume0
Vega0.0174
Time Value21.5
Open Interest0
Rho0.0444
Delta / Theta-84.65
SCHP Put 48.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolSCHP|20241115|48.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.1
Theta0
Intrinsic Value21.5
Volume0
Vega0
Time Value-21.5
Open Interest0
Rho0
Delta / Theta0
|