5.52 |
5.52% |
5.35 |
5.65 |
2,597 |
400.00 |
0.19 |
0.19% |
0.16 |
0.19 |
1,668 |
MSFT Call 400.00
Exp: May 03, 2024
Last: 5.52
Chg.: 5.52%
SymbolMSFT|20240503|400.00C
Delta0.857
Imp Vol0.2326
Bid5.35
Gamma0.0461
Theoretical5.52
Ask5.65
Theta-0.6037
Intrinsic Value5.16
Volume2,597
Vega0.0475
Time Value0.36
Open Interest7,530
Rho0.0092
Delta / Theta-1.4195
MSFT Put 400.00
Exp: May 03, 2024
Last: 0.19
Chg.: 0.19%
SymbolMSFT|20240503|400.00P
Delta-0.099
Imp Vol0.1922
Bid0.16
Gamma0.0431
Theoretical0.19
Ask0.19
Theta-0.3529
Intrinsic Value-5.16
Volume1,668
Vega0.0367
Time Value5.35
Open Interest3,316
Rho-0.001
Delta / Theta0.2805
|
3.44 |
3.44% |
3.25 |
3.5 |
2,060 |
402.50 |
0.54 |
0.54% |
0.52 |
0.58 |
1,333 |
MSFT Call 402.50
Exp: May 03, 2024
Last: 3.44
Chg.: 3.44%
SymbolMSFT|20240503|402.50C
Delta0.7233
Imp Vol0.2159
Bid3.25
Gamma0.0736
Theoretical3.44
Ask3.5
Theta-0.808
Intrinsic Value2.66
Volume2,060
Vega0.0704
Time Value0.78
Open Interest3,266
Rho0.0078
Delta / Theta-0.8952
MSFT Put 402.50
Exp: May 03, 2024
Last: 0.54
Chg.: 0.54%
SymbolMSFT|20240503|402.50P
Delta-0.2402
Imp Vol0.1805
Bid0.52
Gamma0.082
Theoretical0.54
Ask0.58
Theta-0.5884
Intrinsic Value-2.66
Volume1,333
Vega0.0655
Time Value3.2
Open Interest1,318
Rho-0.0024
Delta / Theta0.4083
|
1.7 |
1.7% |
1.64 |
1.79 |
4,576 |
405.00 |
1.5 |
1.5% |
1.5 |
1.55 |
1,423 |
MSFT Call 405.00
Exp: May 03, 2024
Last: 1.7
Chg.: 1.7%
SymbolMSFT|20240503|405.00C
Delta0.5177
Imp Vol0.1928
Bid1.64
Gamma0.0982
Theoretical1.7
Ask1.79
Theta-0.8467
Intrinsic Value0.16
Volume4,576
Vega0.0839
Time Value1.54
Open Interest6,796
Rho0.0056
Delta / Theta-0.6115
MSFT Put 405.00
Exp: May 03, 2024
Last: 1.5
Chg.: 1.5%
SymbolMSFT|20240503|405.00P
Delta-0.4829
Imp Vol0.1877
Bid1.5
Gamma0.1011
Theoretical1.5
Ask1.55
Theta-0.7772
Intrinsic Value-0.16
Volume1,423
Vega0.0839
Time Value1.66
Open Interest3,522
Rho-0.0046
Delta / Theta0.6213
|
|
405.16 |
Price @ May 03, 2024 02:10PM GMT |
0.71 |
0.71% |
0.7 |
0.75 |
2,186 |
407.50 |
2.8 |
2.8% |
2.84 |
3.05 |
64 |
MSFT Call 407.50
Exp: May 03, 2024
Last: 0.71
Chg.: 0.71%
SymbolMSFT|20240503|407.50C
Delta0.2837
Imp Vol0.1921
Bid0.7
Gamma0.0838
Theoretical0.71
Ask0.75
Theta-0.7093
Intrinsic Value-2.34
Volume2,186
Vega0.0713
Time Value3.05
Open Interest3,893
Rho0.0031
Delta / Theta-0.3999
MSFT Put 407.50
Exp: May 03, 2024
Last: 2.8
Chg.: 2.8%
SymbolMSFT|20240503|407.50P
Delta-0.7359
Imp Vol0.1762
Bid2.84
Gamma0.0894
Theoretical2.945
Ask3.05
Theta-0.585
Intrinsic Value2.34
Volume64
Vega0.0688
Time Value0.46
Open Interest1,020
Rho-0.0064
Delta / Theta1.258
|
0.26 |
0.26% |
0.26 |
0.28 |
4,009 |
410.00 |
4.7 |
4.7% |
4.65 |
5.1 |
25 |
MSFT Call 410.00
Exp: May 03, 2024
Last: 0.26
Chg.: 0.26%
SymbolMSFT|20240503|410.00C
Delta0.1257
Imp Vol0.1984
Bid0.26
Gamma0.0495
Theoretical0.26
Ask0.28
Theta-0.4444
Intrinsic Value-4.84
Volume4,009
Vega0.0435
Time Value5.1
Open Interest8,014
Rho0.0014
Delta / Theta-0.283
MSFT Put 410.00
Exp: May 03, 2024
Last: 4.7
Chg.: 4.7%
SymbolMSFT|20240503|410.00P
Delta-0.8807
Imp Vol0.1958
Bid4.65
Gamma0.0497
Theoretical5.1
Ask5.1
Theta-0.3849
Intrinsic Value4.84
Volume25
Vega0.0418
Time Value-0.14
Open Interest457
Rho-0.0065
Delta / Theta2.2879
|
0.09 |
0.09% |
0.09 |
0.11 |
689 |
412.50 |
7.85 |
7.85% |
6.7 |
8 |
1 |
MSFT Call 412.50
Exp: May 03, 2024
Last: 0.09
Chg.: 0.09%
SymbolMSFT|20240503|412.50C
Delta0.0493
Imp Vol0.2086
Bid0.09
Gamma0.0232
Theoretical0.09
Ask0.11
Theta-0.2298
Intrinsic Value-7.34
Volume689
Vega0.0215
Time Value7.43
Open Interest3,954
Rho0.0005
Delta / Theta-0.2147
MSFT Put 412.50
Exp: May 03, 2024
Last: 7.85
Chg.: 7.85%
SymbolMSFT|20240503|412.50P
Delta-0.8571
Imp Vol0.3233
Bid6.7
Gamma0.0334
Theoretical7.85
Ask8
Theta-0.7457
Intrinsic Value7.34
Volume1
Vega0.0474
Time Value0.51
Open Interest25
Rho-0.007
Delta / Theta1.1494
|