2.6 |
2.6% |
2.52 |
2.59 |
6,590 |
524.00 |
0.32 |
0.32% |
0.32 |
0.33 |
42,325 |
SPY Call 524.00
Exp: May 15, 2024
Last: 2.6
Chg.: 2.6%
SymbolSPY|20240515|524.00C
Delta0.8072
Imp Vol0.0963
Bid2.52
Gamma0.1039
Theoretical2.555
Ask2.59
Theta-0.418
Intrinsic Value2.38
Volume6,590
Vega0.0749
Time Value0.22
Open Interest10,177
Rho0.0114
Delta / Theta-1.9313
SPY Put 524.00
Exp: May 15, 2024
Last: 0.32
Chg.: 0.32%
SymbolSPY|20240515|524.00P
Delta-0.2052
Imp Vol0.1013
Bid0.32
Gamma0.1028
Theoretical0.32
Ask0.33
Theta-0.3872
Intrinsic Value-2.38
Volume42,325
Vega0.0777
Time Value2.7
Open Interest3,249
Rho-0.0027
Delta / Theta0.5301
|
1.73 |
1.73% |
1.73 |
1.75 |
18,354 |
525.00 |
0.54 |
0.54% |
0.53 |
0.54 |
81,795 |
SPY Call 525.00
Exp: May 15, 2024
Last: 1.73
Chg.: 1.73%
SymbolSPY|20240515|525.00C
Delta0.7022
Imp Vol0.0883
Bid1.73
Gamma0.1436
Theoretical1.73
Ask1.75
Theta-0.4698
Intrinsic Value1.38
Volume18,354
Vega0.0947
Time Value0.35
Open Interest6,671
Rho0.0099
Delta / Theta-1.4946
SPY Put 525.00
Exp: May 15, 2024
Last: 0.54
Chg.: 0.54%
SymbolSPY|20240515|525.00P
Delta-0.3153
Imp Vol0.0968
Bid0.53
Gamma0.1346
Theoretical0.54
Ask0.54
Theta-0.4589
Intrinsic Value-1.38
Volume81,795
Vega0.0971
Time Value1.92
Open Interest1,182
Rho-0.004
Delta / Theta0.6871
|
1.09 |
1.09% |
1.09 |
1.1 |
74,281 |
526.00 |
0.87 |
0.87% |
0.86 |
0.87 |
89,149 |
SPY Call 526.00
Exp: May 15, 2024
Last: 1.09
Chg.: 1.09%
SymbolSPY|20240515|526.00C
Delta0.5469
Imp Vol0.0868
Bid1.09
Gamma0.1669
Theoretical1.09
Ask1.1
Theta-0.5125
Intrinsic Value0.38
Volume74,281
Vega0.1083
Time Value0.71
Open Interest8,511
Rho0.0077
Delta / Theta-1.067
SPY Put 526.00
Exp: May 15, 2024
Last: 0.87
Chg.: 0.87%
SymbolSPY|20240515|526.00P
Delta-0.4575
Imp Vol0.0915
Bid0.86
Gamma0.1597
Theoretical0.87
Ask0.87
Theta-0.4774
Intrinsic Value-0.38
Volume89,149
Vega0.1084
Time Value1.25
Open Interest1,842
Rho-0.0056
Delta / Theta0.9585
|
|
526.38 |
Price @ May 15, 2024 02:24PM GMT |
0.61 |
0.61% |
0.6 |
0.61 |
86,887 |
527.00 |
1.38 |
1.38% |
1.36 |
1.38 |
17,553 |
SPY Call 527.00
Exp: May 15, 2024
Last: 0.61
Chg.: 0.61%
SymbolSPY|20240515|527.00C
Delta0.3784
Imp Vol0.085
Bid0.6
Gamma0.1636
Theoretical0.61
Ask0.61
Theta-0.473
Intrinsic Value-0.62
Volume86,887
Vega0.104
Time Value1.23
Open Interest6,178
Rho0.0054
Delta / Theta-0.7999
SPY Put 527.00
Exp: May 15, 2024
Last: 1.38
Chg.: 1.38%
SymbolSPY|20240515|527.00P
Delta-0.6203
Imp Vol0.0887
Bid1.36
Gamma0.1583
Theoretical1.38
Ask1.38
Theta-0.4348
Intrinsic Value0.62
Volume17,553
Vega0.104
Time Value0.76
Open Interest344
Rho-0.0072
Delta / Theta1.4268
|
0.3 |
0.3% |
0.29 |
0.3 |
46,027 |
528.00 |
2.02 |
2.02% |
2.04 |
2.12 |
5,422 |
SPY Call 528.00
Exp: May 15, 2024
Last: 0.3
Chg.: 0.3%
SymbolSPY|20240515|528.00C
Delta0.2267
Imp Vol0.0838
Bid0.29
Gamma0.1314
Theoretical0.3
Ask0.3
Theta-0.3648
Intrinsic Value-1.62
Volume46,027
Vega0.0823
Time Value1.92
Open Interest9,746
Rho0.0032
Delta / Theta-0.6214
SPY Put 528.00
Exp: May 15, 2024
Last: 2.02
Chg.: 2.02%
SymbolSPY|20240515|528.00P
Delta-0.7655
Imp Vol0.089
Bid2.04
Gamma0.1297
Theoretical2.08
Ask2.12
Theta-0.3413
Intrinsic Value1.62
Volume5,422
Vega0.0836
Time Value0.4
Open Interest1,312
Rho-0.0079
Delta / Theta2.2425
|
0.14 |
0.14% |
0.13 |
0.14 |
26,617 |
529.00 |
2.99 |
2.99% |
2.85 |
2.95 |
3,394 |
SPY Call 529.00
Exp: May 15, 2024
Last: 0.14
Chg.: 0.14%
SymbolSPY|20240515|529.00C
Delta0.122
Imp Vol0.0852
Bid0.13
Gamma0.0869
Theoretical0.14
Ask0.14
Theta-0.247
Intrinsic Value-2.62
Volume26,617
Vega0.0553
Time Value2.76
Open Interest15,547
Rho0.0017
Delta / Theta-0.4939
SPY Put 529.00
Exp: May 15, 2024
Last: 2.99
Chg.: 2.99%
SymbolSPY|20240515|529.00P
Delta-0.8778
Imp Vol0.0881
Bid2.85
Gamma0.0897
Theoretical2.9
Ask2.95
Theta-0.2106
Intrinsic Value2.62
Volume3,394
Vega0.0549
Time Value0.37
Open Interest474
Rho-0.0076
Delta / Theta4.1688
|