3.05 |
3.05% |
3.01 |
3.06 |
8,684 |
525.00 |
0.62 |
0.62% |
0.61 |
0.62 |
29,530 |
SPY Call 525.00
Exp: May 16, 2024
Last: 3.05
Chg.: 3.05%
SymbolSPY|20240516|525.00C
Delta0.7148
Imp Vol0.1492
Bid3.01
Gamma0.0825
Theoretical3.05
Ask3.06
Theta-0.7454
Intrinsic Value2.98
Volume8,684
Vega0.0937
Time Value0.07
Open Interest5,535
Rho0.0102
Delta / Theta-0.9589
SPY Put 525.00
Exp: May 16, 2024
Last: 0.62
Chg.: 0.62%
SymbolSPY|20240516|525.00P
Delta-0.2686
Imp Vol0.1366
Bid0.61
Gamma0.0876
Theoretical0.62
Ask0.62
Theta-0.6055
Intrinsic Value-2.98
Volume29,530
Vega0.091
Time Value3.6
Open Interest397
Rho-0.0035
Delta / Theta0.4436
|
2.31 |
2.31% |
2.29 |
2.32 |
24,007 |
526.00 |
0.88 |
0.88% |
0.88 |
0.89 |
33,671 |
SPY Call 526.00
Exp: May 16, 2024
Last: 2.31
Chg.: 2.31%
SymbolSPY|20240516|526.00C
Delta0.6326
Imp Vol0.1424
Bid2.29
Gamma0.0959
Theoretical2.31
Ask2.32
Theta-0.7809
Intrinsic Value1.98
Volume24,007
Vega0.1039
Time Value0.33
Open Interest1,715
Rho0.0091
Delta / Theta-0.8102
SPY Put 526.00
Exp: May 16, 2024
Last: 0.88
Chg.: 0.88%
SymbolSPY|20240516|526.00P
Delta-0.3576
Imp Vol0.131
Bid0.88
Gamma0.1034
Theoretical0.88
Ask0.89
Theta-0.6539
Intrinsic Value-1.98
Volume33,671
Vega0.103
Time Value2.86
Open Interest2,572
Rho-0.0046
Delta / Theta0.5469
|
1.67 |
1.67% |
1.66 |
1.67 |
38,072 |
527.00 |
1.24 |
1.24% |
1.23 |
1.25 |
14,762 |
SPY Call 527.00
Exp: May 16, 2024
Last: 1.67
Chg.: 1.67%
SymbolSPY|20240516|527.00C
Delta0.5347
Imp Vol0.1369
Bid1.66
Gamma0.1052
Theoretical1.67
Ask1.67
Theta-0.7856
Intrinsic Value0.98
Volume38,072
Vega0.1097
Time Value0.69
Open Interest1,849
Rho0.0077
Delta / Theta-0.6806
SPY Put 527.00
Exp: May 16, 2024
Last: 1.24
Chg.: 1.24%
SymbolSPY|20240516|527.00P
Delta-0.4641
Imp Vol0.1261
Bid1.23
Gamma0.1145
Theoretical1.24
Ask1.25
Theta-0.6649
Intrinsic Value-0.98
Volume14,762
Vega0.1096
Time Value2.22
Open Interest28
Rho-0.0058
Delta / Theta0.698
|
|
527.98 |
Price @ May 15, 2024 03:24PM GMT |
1.14 |
1.14% |
1.14 |
1.15 |
19,228 |
528.00 |
1.71 |
1.71% |
1.71 |
1.73 |
5,004 |
SPY Call 528.00
Exp: May 16, 2024
Last: 1.14
Chg.: 1.14%
SymbolSPY|20240516|528.00C
Delta0.427
Imp Vol0.1322
Bid1.14
Gamma0.1075
Theoretical1.14
Ask1.15
Theta-0.7434
Intrinsic Value-0.02
Volume19,228
Vega0.1082
Time Value1.16
Open Interest2,321
Rho0.0061
Delta / Theta-0.5744
SPY Put 528.00
Exp: May 16, 2024
Last: 1.71
Chg.: 1.71%
SymbolSPY|20240516|528.00P
Delta-0.5821
Imp Vol0.1211
Bid1.71
Gamma0.1174
Theoretical1.71
Ask1.73
Theta-0.6203
Intrinsic Value0.02
Volume5,004
Vega0.1077
Time Value1.69
Open Interest42
Rho-0.007
Delta / Theta0.9384
|
0.72 |
0.72% |
0.72 |
0.73 |
12,685 |
529.00 |
2.34 |
2.34% |
2.3 |
2.34 |
759 |
SPY Call 529.00
Exp: May 16, 2024
Last: 0.72
Chg.: 0.72%
SymbolSPY|20240516|529.00C
Delta0.3173
Imp Vol0.1274
Bid0.72
Gamma0.1014
Theoretical0.72
Ask0.73
Theta-0.6469
Intrinsic Value-1.02
Volume12,685
Vega0.0983
Time Value1.74
Open Interest1,882
Rho0.0046
Delta / Theta-0.4906
SPY Put 529.00
Exp: May 16, 2024
Last: 2.34
Chg.: 2.34%
SymbolSPY|20240516|529.00P
Delta-0.6963
Imp Vol0.1199
Bid2.3
Gamma0.1073
Theoretical2.34
Ask2.34
Theta-0.5417
Intrinsic Value1.02
Volume759
Vega0.0964
Time Value1.32
Open Interest15
Rho-0.008
Delta / Theta1.2854
|
0.44 |
0.44% |
0.43 |
0.44 |
11,770 |
530.00 |
3.23 |
3.23% |
3.04 |
3.11 |
3,306 |
SPY Call 530.00
Exp: May 16, 2024
Last: 0.44
Chg.: 0.44%
SymbolSPY|20240516|530.00C
Delta0.2212
Imp Vol0.1258
Bid0.43
Gamma0.0856
Theoretical0.44
Ask0.44
Theta-0.53
Intrinsic Value-2.02
Volume11,770
Vega0.082
Time Value2.46
Open Interest4,073
Rho0.0032
Delta / Theta-0.4174
SPY Put 530.00
Exp: May 16, 2024
Last: 3.23
Chg.: 3.23%
SymbolSPY|20240516|530.00P
Delta-0.7976
Imp Vol0.1182
Bid3.04
Gamma0.0902
Theoretical3.075
Ask3.11
Theta-0.4207
Intrinsic Value2.02
Volume3,306
Vega0.0776
Time Value1.21
Open Interest23
Rho-0.0084
Delta / Theta1.896
|