4.22 |
4.22% |
4.16 |
4.22 |
241 |
579.00 |
0.45 |
0.45% |
0.45 |
0.46 |
4,200 |
SPY Call 579.00
Exp: Oct 22, 2024
Last: 4.22
Chg.: 4.22%
SymbolSPY|20241022|579.00C
Delta0.7946
Imp Vol0.1485
Bid4.16
Gamma0.0628
Theoretical4.22
Ask4.22
Theta-0.6954
Intrinsic Value2.13
Volume241
Vega0.0867
Time Value2.09
Open Interest337
Rho0.0126
Delta / Theta-1.1426
SPY Put 579.00
Exp: Oct 22, 2024
Last: 0.45
Chg.: 0.45%
SymbolSPY|20241022|579.00P
Delta-0.1913
Imp Vol0.1395
Bid0.45
Gamma0.0641
Theoretical0.45
Ask0.46
Theta-0.5681
Intrinsic Value-2.13
Volume4,200
Vega0.0831
Time Value2.58
Open Interest4,023
Rho-0.0028
Delta / Theta0.3366
|
3.36 |
3.36% |
3.34 |
3.39 |
609 |
580.00 |
0.64 |
0.64% |
0.63 |
0.64 |
11,677 |
SPY Call 580.00
Exp: Oct 22, 2024
Last: 3.36
Chg.: 3.36%
SymbolSPY|20241022|580.00C
Delta0.7401
Imp Vol0.1384
Bid3.34
Gamma0.0768
Theoretical3.36
Ask3.39
Theta-0.7322
Intrinsic Value1.13
Volume609
Vega0.0989
Time Value2.23
Open Interest1,088
Rho0.0117
Delta / Theta-1.0109
SPY Put 580.00
Exp: Oct 22, 2024
Last: 0.64
Chg.: 0.64%
SymbolSPY|20241022|580.00P
Delta-0.2564
Imp Vol0.1357
Bid0.63
Gamma0.0779
Theoretical0.64
Ask0.64
Theta-0.651
Intrinsic Value-1.13
Volume11,677
Vega0.0982
Time Value1.77
Open Interest4,084
Rho-0.0037
Delta / Theta0.3938
|
2.63 |
2.63% |
2.6 |
2.63 |
1,085 |
581.00 |
0.89 |
0.89% |
0.88 |
0.89 |
7,774 |
SPY Call 581.00
Exp: Oct 22, 2024
Last: 2.63
Chg.: 2.63%
SymbolSPY|20241022|581.00C
Delta0.6608
Imp Vol0.1354
Bid2.6
Gamma0.0886
Theoretical2.63
Ask2.63
Theta-0.7989
Intrinsic Value0.13
Volume1,085
Vega0.1116
Time Value2.5
Open Interest2,429
Rho0.0105
Delta / Theta-0.8271
SPY Put 581.00
Exp: Oct 22, 2024
Last: 0.89
Chg.: 0.89%
SymbolSPY|20241022|581.00P
Delta-0.3353
Imp Vol0.1312
Bid0.88
Gamma0.0912
Theoretical0.89
Ask0.89
Theta-0.7094
Intrinsic Value-0.13
Volume7,774
Vega0.1111
Time Value1.02
Open Interest2,172
Rho-0.0048
Delta / Theta0.4726
|
|
581.13 |
Price @ Oct 21, 2024 03:17PM GMT |
1.94 |
1.94% |
1.94 |
1.95 |
3,439 |
582.00 |
1.21 |
1.21% |
1.21 |
1.22 |
14,587 |
SPY Call 582.00
Exp: Oct 22, 2024
Last: 1.94
Chg.: 1.94%
SymbolSPY|20241022|582.00C
Delta0.5715
Imp Vol0.129
Bid1.94
Gamma0.0998
Theoretical1.94
Ask1.95
Theta-0.8089
Intrinsic Value-0.87
Volume3,439
Vega0.1197
Time Value2.81
Open Interest1,477
Rho0.0091
Delta / Theta-0.7066
SPY Put 582.00
Exp: Oct 22, 2024
Last: 1.21
Chg.: 1.21%
SymbolSPY|20241022|582.00P
Delta-0.4279
Imp Vol0.1258
Bid1.21
Gamma0.1028
Theoretical1.21
Ask1.22
Theta-0.7278
Intrinsic Value0.87
Volume14,587
Vega0.1196
Time Value0.34
Open Interest2,827
Rho-0.006
Delta / Theta0.588
|
1.37 |
1.37% |
1.37 |
1.38 |
17,484 |
583.00 |
1.64 |
1.64% |
1.65 |
1.66 |
25,269 |
SPY Call 583.00
Exp: Oct 22, 2024
Last: 1.37
Chg.: 1.37%
SymbolSPY|20241022|583.00C
Delta0.4694
Imp Vol0.1247
Bid1.37
Gamma0.1046
Theoretical1.37
Ask1.38
Theta-0.7868
Intrinsic Value-1.87
Volume17,484
Vega0.1213
Time Value3.24
Open Interest2,719
Rho0.0075
Delta / Theta-0.5966
SPY Put 583.00
Exp: Oct 22, 2024
Last: 1.64
Chg.: 1.64%
SymbolSPY|20241022|583.00P
Delta-0.5328
Imp Vol0.1227
Bid1.65
Gamma0.1066
Theoretical1.655
Ask1.66
Theta-0.7137
Intrinsic Value1.87
Volume25,269
Vega0.1212
Time Value-0.23
Open Interest2,254
Rho-0.0073
Delta / Theta0.7465
|
0.93 |
0.93% |
0.91 |
0.92 |
21,069 |
584.00 |
2.18 |
2.18% |
2.18 |
2.21 |
28,936 |
SPY Call 584.00
Exp: Oct 22, 2024
Last: 0.93
Chg.: 0.93%
SymbolSPY|20241022|584.00C
Delta0.3634
Imp Vol0.1212
Bid0.91
Gamma0.1015
Theoretical0.915
Ask0.92
Theta-0.7174
Intrinsic Value-2.87
Volume21,069
Vega0.1145
Time Value3.8
Open Interest4,065
Rho0.0058
Delta / Theta-0.5066
SPY Put 584.00
Exp: Oct 22, 2024
Last: 2.18
Chg.: 2.18%
SymbolSPY|20241022|584.00P
Delta-0.6436
Imp Vol0.1172
Bid2.18
Gamma0.1049
Theoretical2.18
Ask2.21
Theta-0.6311
Intrinsic Value2.87
Volume28,936
Vega0.1136
Time Value-0.69
Open Interest1,841
Rho-0.0084
Delta / Theta1.0198
|