3.01 |
3.01% |
2.98 |
3.02 |
497 |
519.00 |
0.88 |
0.88% |
0.89 |
0.9 |
10,068 |
SPY Call 519.00
Exp: May 14, 2024
Last: 3.01
Chg.: 3.01%
SymbolSPY|20240514|519.00C
Delta0.6854
Imp Vol0.1619
Bid2.98
Gamma0.0804
Theoretical3.01
Ask3.02
Theta-0.8274
Intrinsic Value2.32
Volume497
Vega0.0968
Time Value0.69
Open Interest2,169
Rho0.0097
Delta / Theta-0.8283
SPY Put 519.00
Exp: May 14, 2024
Last: 0.88
Chg.: 0.88%
SymbolSPY|20240514|519.00P
Delta-0.3144
Imp Vol0.1611
Bid0.89
Gamma0.0809
Theoretical0.895
Ask0.9
Theta-0.7613
Intrinsic Value-2.32
Volume10,068
Vega0.0968
Time Value3.2
Open Interest3,138
Rho-0.0041
Delta / Theta0.413
|
2.35 |
2.35% |
2.32 |
2.34 |
3,176 |
520.00 |
1.22 |
1.22% |
1.21 |
1.22 |
19,961 |
SPY Call 520.00
Exp: May 14, 2024
Last: 2.35
Chg.: 2.35%
SymbolSPY|20240514|520.00C
Delta0.6032
Imp Vol0.1582
Bid2.32
Gamma0.0894
Theoretical2.33
Ask2.34
Theta-0.8698
Intrinsic Value1.32
Volume3,176
Vega0.1051
Time Value1.03
Open Interest3,398
Rho0.0085
Delta / Theta-0.6934
SPY Put 520.00
Exp: May 14, 2024
Last: 1.22
Chg.: 1.22%
SymbolSPY|20240514|520.00P
Delta-0.3975
Imp Vol0.1578
Bid1.21
Gamma0.09
Theoretical1.22
Ask1.22
Theta-0.8071
Intrinsic Value-1.32
Volume19,961
Vega0.1052
Time Value2.54
Open Interest7,693
Rho-0.0051
Delta / Theta0.4926
|
1.73 |
1.73% |
1.73 |
1.74 |
11,999 |
521.00 |
1.63 |
1.63% |
1.62 |
1.63 |
24,136 |
SPY Call 521.00
Exp: May 14, 2024
Last: 1.73
Chg.: 1.73%
SymbolSPY|20240514|521.00C
Delta0.512
Imp Vol0.154
Bid1.73
Gamma0.095
Theoretical1.73
Ask1.74
Theta-0.8698
Intrinsic Value0.32
Volume11,999
Vega0.1087
Time Value1.41
Open Interest3,620
Rho0.0073
Delta / Theta-0.5886
SPY Put 521.00
Exp: May 14, 2024
Last: 1.63
Chg.: 1.63%
SymbolSPY|20240514|521.00P
Delta-0.4893
Imp Vol0.1545
Bid1.62
Gamma0.0949
Theoretical1.63
Ask1.63
Theta-0.8123
Intrinsic Value-0.32
Volume24,136
Vega0.1087
Time Value1.95
Open Interest2,130
Rho-0.0061
Delta / Theta0.6024
|
|
521.32 |
Price @ May 13, 2024 03:24PM GMT |
1.24 |
1.24% |
1.23 |
1.24 |
31,999 |
522.00 |
2.12 |
2.12% |
2.12 |
2.13 |
20,049 |
SPY Call 522.00
Exp: May 14, 2024
Last: 1.24
Chg.: 1.24%
SymbolSPY|20240514|522.00C
Delta0.4161
Imp Vol0.1513
Bid1.23
Gamma0.0946
Theoretical1.24
Ask1.24
Theta-0.8312
Intrinsic Value-0.68
Volume31,999
Vega0.1064
Time Value1.92
Open Interest8,196
Rho0.0059
Delta / Theta-0.5006
SPY Put 522.00
Exp: May 14, 2024
Last: 2.12
Chg.: 2.12%
SymbolSPY|20240514|522.00P
Delta-0.5864
Imp Vol0.1498
Bid2.12
Gamma0.0964
Theoretical2.12
Ask2.13
Theta-0.7632
Intrinsic Value0.68
Volume20,049
Vega0.1062
Time Value1.44
Open Interest1,205
Rho-0.0071
Delta / Theta0.7683
|
0.83 |
0.83% |
0.82 |
0.83 |
25,735 |
523.00 |
2.7 |
2.7% |
2.69 |
2.74 |
3,268 |
SPY Call 523.00
Exp: May 14, 2024
Last: 0.83
Chg.: 0.83%
SymbolSPY|20240514|523.00C
Delta0.3201
Imp Vol0.1469
Bid0.82
Gamma0.0893
Theoretical0.83
Ask0.83
Theta-0.7368
Intrinsic Value-1.68
Volume25,735
Vega0.0975
Time Value2.51
Open Interest4,746
Rho0.0045
Delta / Theta-0.4345
SPY Put 523.00
Exp: May 14, 2024
Last: 2.7
Chg.: 2.7%
SymbolSPY|20240514|523.00P
Delta-0.6856
Imp Vol0.144
Bid2.69
Gamma0.0909
Theoretical2.7
Ask2.74
Theta-0.6606
Intrinsic Value1.68
Volume3,268
Vega0.0967
Time Value1.02
Open Interest510
Rho-0.0079
Delta / Theta1.0378
|
0.53 |
0.53% |
0.52 |
0.53 |
10,317 |
524.00 |
3.35 |
3.35% |
3.37 |
3.45 |
3,294 |
SPY Call 524.00
Exp: May 14, 2024
Last: 0.53
Chg.: 0.53%
SymbolSPY|20240514|524.00C
Delta0.2324
Imp Vol0.1439
Bid0.52
Gamma0.0778
Theoretical0.53
Ask0.53
Theta-0.6141
Intrinsic Value-2.68
Volume10,317
Vega0.0833
Time Value3.21
Open Interest6,231
Rho0.0033
Delta / Theta-0.3785
SPY Put 524.00
Exp: May 14, 2024
Last: 3.35
Chg.: 3.35%
SymbolSPY|20240514|524.00P
Delta-0.7747
Imp Vol0.1414
Bid3.37
Gamma0.0791
Theoretical3.41
Ask3.45
Theta-0.5398
Intrinsic Value2.68
Volume3,294
Vega0.0817
Time Value0.67
Open Interest235
Rho-0.0084
Delta / Theta1.4353
|