0 |
0% |
9.7 |
12.6 |
0 |
79.75 |
0.03 |
0% |
0 |
0.29 |
0 |
EMB Call 79.75
Exp: Feb 07, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250207|79.75C
Delta0.9026
Imp Vol0.7301
Bid9.7
Gamma0.0188
Theoretical11.15
Ask12.6
Theta-0.1163
Intrinsic Value10.8
Volume0
Vega0.0215
Time Value-10.8
Open Interest0
Rho0.0135
Delta / Theta-7.7578
EMB Put 79.75
Exp: Feb 07, 2025
Last: 0.03
Chg.: 0%
SymbolEMB|20250207|79.75P
Delta-0.0482
Imp Vol0.561
Bid0
Gamma0.0143
Theoretical0.15
Ask0.29
Theta-0.05
Intrinsic Value-10.8
Volume0
Vega0.0125
Time Value10.83
Open Interest1
Rho-0.0008
Delta / Theta0.9646
|
0 |
0% |
0 |
0 |
0 |
80.00 |
0 |
0% |
0 |
0 |
0 |
EMB Call 80.00
Exp: Feb 02, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value9.31
Volume0
Vega0
Time Value-9.31
Open Interest0
Rho0
Delta / Theta0
EMB Put 80.00
Exp: Feb 02, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-9.31
Volume0
Vega0
Time Value9.31
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
5.65 |
8.8 |
0 |
83.75 |
0.03 |
0% |
0 |
0.29 |
2 |
EMB Call 83.75
Exp: Feb 07, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250207|83.75C
Delta0.8576
Imp Vol0.5395
Bid5.65
Gamma0.0333
Theoretical7.23
Ask8.8
Theta-0.1129
Intrinsic Value6.8
Volume0
Vega0.0281
Time Value-6.8
Open Interest0
Rho0.0135
Delta / Theta-7.5974
EMB Put 83.75
Exp: Feb 07, 2025
Last: 0.03
Chg.: 0%
SymbolEMB|20250207|83.75P
Delta-0.0226
Imp Vol0.2809
Bid0
Gamma0.0152
Theoretical0.03
Ask0.29
Theta-0.0133
Intrinsic Value-6.8
Volume2
Vega0.0067
Time Value6.83
Open Interest2
Rho-0.0004
Delta / Theta1.6913
|
0 |
0% |
5.5 |
8.25 |
0 |
84.25 |
0 |
0% |
0 |
0.32 |
0 |
EMB Call 84.25
Exp: Feb 07, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250207|84.25C
Delta0.8305
Imp Vol0.5604
Bid5.5
Gamma0.0359
Theoretical6.88
Ask8.25
Theta-0.1307
Intrinsic Value6.3
Volume0
Vega0.0316
Time Value-6.3
Open Interest0
Rho0.0131
Delta / Theta-6.3526
EMB Put 84.25
Exp: Feb 07, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250207|84.25P
Delta-0.0762
Imp Vol0.3659
Bid0
Gamma0.0313
Theoretical0.16
Ask0.32
Theta-0.0464
Intrinsic Value-6.3
Volume0
Vega0.0179
Time Value6.3
Open Interest0
Rho-0.0013
Delta / Theta1.6408
|
|
90.55 |
Price @ Jan 31, 2025 09:11PM GMT |
0 |
0% |
0 |
0 |
0 |
89.50 |
0 |
0% |
0 |
0 |
0 |
EMB Call 89.50
Exp: Feb 02, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.19
Volume0
Vega0
Time Value0.19
Open Interest0
Rho0
Delta / Theta0
EMB Put 89.50
Exp: Feb 02, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.19
Volume0
Vega0
Time Value-0.19
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
0 |
0 |
90.00 |
0 |
0% |
0 |
0 |
0 |
EMB Call 90.00
Exp: Feb 02, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.69
Volume0
Vega0
Time Value0.69
Open Interest0
Rho0
Delta / Theta0
EMB Put 90.00
Exp: Feb 02, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.69
Volume0
Vega0
Time Value-0.69
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
0.79 |
0 |
90.75 |
0 |
0% |
0.17 |
2.36 |
0 |
EMB Call 90.75
Exp: Feb 07, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250207|90.75C
Delta0.4189
Imp Vol0.1043
Bid0
Gamma0.299
Theoretical0.39
Ask0.79
Theta-0.039
Intrinsic Value-0.2
Volume0
Vega0.0489
Time Value0.2
Open Interest0
Rho0.0072
Delta / Theta-10.749
EMB Put 90.75
Exp: Feb 07, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250207|90.75P
Delta-0.5345
Imp Vol0.2235
Bid0.17
Gamma0.1436
Theoretical1.27
Ask2.36
Theta-0.0765
Intrinsic Value0.2
Volume0
Vega0.0497
Time Value-0.2
Open Interest0
Rho-0.0081
Delta / Theta6.9881
|
0 |
0% |
0 |
0.88 |
0 |
91.25 |
0 |
0% |
0.55 |
1.64 |
0 |
EMB Call 91.25
Exp: Feb 07, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250207|91.25C
Delta0.3468
Imp Vol0.1528
Bid0
Gamma0.1929
Theoretical0.44
Ask0.88
Theta-0.0525
Intrinsic Value-0.7
Volume0
Vega0.0462
Time Value0.7
Open Interest0
Rho0.0059
Delta / Theta-6.6027
EMB Put 91.25
Exp: Feb 07, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250207|91.25P
Delta-0.6912
Imp Vol0.1248
Bid0.55
Gamma0.2279
Theoretical1.1
Ask1.64
Theta-0.0358
Intrinsic Value0.7
Volume0
Vega0.044
Time Value-0.7
Open Interest0
Rho-0.0094
Delta / Theta19.281
|
0.1 |
0% |
0 |
0.75 |
0 |
91.75 |
0 |
0% |
0.57 |
2.12 |
0 |
EMB Call 91.75
Exp: Feb 07, 2025
Last: 0.1
Chg.: 0%
SymbolEMB|20250207|91.75C
Delta0.2827
Imp Vol0.1726
Bid0
Gamma0.1565
Theoretical0.38
Ask0.75
Theta-0.0539
Intrinsic Value-1.2
Volume0
Vega0.0423
Time Value1.3
Open Interest1
Rho0.0048
Delta / Theta-5.2463
EMB Put 91.75
Exp: Feb 07, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250207|91.75P
Delta-0.91
Imp Vol0.0815
Bid0.57
Gamma0.1668
Theoretical1.35
Ask2.12
Theta-0.0089
Intrinsic Value1.2
Volume0
Vega0.0197
Time Value-1.2
Open Interest0
Rho-0.0073
Delta / Theta102.6631
|