1.4 |
81.82% |
1.37 |
1.42 |
7,591 |
0.50 |
0.18 |
-37.93% |
0.18 |
0.19 |
38,405 |
FFIE Call 0.50
Exp: Jun 21, 2024
Last: 1.4
Chg.: 81.82%
SymbolFFIE|20240621|0.50C
Delta0.9486
Imp Vol4.4964
Bid1.37
Gamma0.044
Theoretical1.4
Ask1.42
Theta-0.004
Intrinsic Value1.3
Volume7,591
Vega0.0006
Time Value0.1
Open Interest3,624
Rho0.0003
Delta / Theta-237.5093
FFIE Put 0.50
Exp: Jun 21, 2024
Last: 0.18
Chg.: -37.93%
SymbolFFIE|20240621|0.50P
Delta-0.0538
Imp Vol5.9103
Bid0.18
Gamma0.0347
Theoretical0.18
Ask0.19
Theta-0.0053
Intrinsic Value-1.3
Volume38,405
Vega0.0006
Time Value1.48
Open Interest20,748
Rho-0.0002
Delta / Theta10.0655
|
1.19 |
85.94% |
1.16 |
1.2 |
14,590 |
1.00 |
0.5 |
-23.08% |
0.5 |
0.51 |
40,298 |
FFIE Call 1.00
Exp: Jun 21, 2024
Last: 1.19
Chg.: 85.94%
SymbolFFIE|20240621|1.00C
Delta0.871
Imp Vol4.8553
Bid1.16
Gamma0.0813
Theoretical1.19
Ask1.2
Theta-0.0086
Intrinsic Value0.8
Volume14,590
Vega0.0011
Time Value0.39
Open Interest24,809
Rho0.0003
Delta / Theta-101.6795
FFIE Put 1.00
Exp: Jun 21, 2024
Last: 0.5
Chg.: -23.08%
SymbolFFIE|20240621|1.00P
Delta-0.1124
Imp Vol5.9217
Bid0.5
Gamma0.0606
Theoretical0.5
Ask0.51
Theta-0.0093
Intrinsic Value-0.8
Volume40,298
Vega0.001
Time Value1.3
Open Interest27,037
Rho-0.0005
Delta / Theta12.0505
|
1.06 |
103.85% |
1.05 |
1.07 |
12,988 |
1.50 |
0.86 |
-18.87% |
0.86 |
0.87 |
14,792 |
FFIE Call 1.50
Exp: Jun 21, 2024
Last: 1.06
Chg.: 103.85%
SymbolFFIE|20240621|1.50C
Delta0.8093
Imp Vol5.0694
Bid1.05
Gamma0.1007
Theoretical1.06
Ask1.07
Theta-0.0115
Intrinsic Value0.3
Volume12,988
Vega0.0014
Time Value0.76
Open Interest4,099
Rho0.0003
Delta / Theta-70.1086
FFIE Put 1.50
Exp: Jun 21, 2024
Last: 0.86
Chg.: -18.87%
SymbolFFIE|20240621|1.50P
Delta-0.1658
Imp Vol5.8351
Bid0.86
Gamma0.0802
Theoretical0.86
Ask0.87
Theta-0.012
Intrinsic Value-0.3
Volume14,792
Vega0.0013
Time Value1.16
Open Interest5,011
Rho-0.0008
Delta / Theta13.8674
|
|
1.8 |
Price @ May 20, 2024 09:02PM GMT |
0.96 |
104.26% |
0.95 |
0.96 |
45,000 |
2.00 |
1.27 |
-14.77% |
1.25 |
1.28 |
9,550 |
FFIE Call 2.00
Exp: Jun 21, 2024
Last: 0.96
Chg.: 104.26%
SymbolFFIE|20240621|2.00C
Delta0.7578
Imp Vol5.1682
Bid0.95
Gamma0.1134
Theoretical0.96
Ask0.96
Theta-0.0135
Intrinsic Value-0.2
Volume45,000
Vega0.0017
Time Value1.16
Open Interest25,843
Rho0.0004
Delta / Theta-56.116
FFIE Put 2.00
Exp: Jun 21, 2024
Last: 1.27
Chg.: -14.77%
SymbolFFIE|20240621|2.00P
Delta-0.2073
Imp Vol5.9095
Bid1.25
Gamma0.091
Theoretical1.27
Ask1.28
Theta-0.0139
Intrinsic Value0.2
Volume9,550
Vega0.0015
Time Value1.07
Open Interest8,575
Rho-0.0012
Delta / Theta14.9409
|
0.8 |
122.22% |
0.77 |
0.81 |
26,193 |
3.00 |
2.13 |
-10.88% |
2.1 |
2.16 |
1,779 |
FFIE Call 3.00
Exp: Jun 21, 2024
Last: 0.8
Chg.: 122.22%
SymbolFFIE|20240621|3.00C
Delta0.6701
Imp Vol5.196
Bid0.77
Gamma0.1308
Theoretical0.8
Ask0.81
Theta-0.0157
Intrinsic Value-1.2
Volume26,193
Vega0.0019
Time Value2
Open Interest26,543
Rho0.0004
Delta / Theta-42.6075
FFIE Put 3.00
Exp: Jun 21, 2024
Last: 2.13
Chg.: -10.88%
SymbolFFIE|20240621|3.00P
Delta-0.2766
Imp Vol5.9593
Bid2.1
Gamma0.1056
Theoretical2.13
Ask2.16
Theta-0.0163
Intrinsic Value1.2
Volume1,779
Vega0.0018
Time Value0.93
Open Interest3,040
Rho-0.0018
Delta / Theta16.9719
|
0.68 |
119.35% |
0.66 |
0.7 |
23,410 |
4.00 |
3 |
-12.28% |
2.96 |
3 |
619 |
FFIE Call 4.00
Exp: Jun 21, 2024
Last: 0.68
Chg.: 119.35%
SymbolFFIE|20240621|4.00C
Delta0.5979
Imp Vol5.1746
Bid0.66
Gamma0.1403
Theoretical0.68
Ask0.7
Theta-0.0167
Intrinsic Value-2.2
Volume23,410
Vega0.0021
Time Value2.88
Open Interest34,646
Rho0.0003
Delta / Theta-35.7395
FFIE Put 4.00
Exp: Jun 21, 2024
Last: 3
Chg.: -12.28%
SymbolFFIE|20240621|4.00P
Delta-0.3432
Imp Vol5.8461
Bid2.96
Gamma0.1184
Theoretical3
Ask3
Theta-0.0175
Intrinsic Value2.2
Volume619
Vega0.002
Time Value0.8
Open Interest1,109
Rho-0.0023
Delta / Theta19.6227
|