0 |
0% |
2.85 |
4.5 |
0 |
19.00 |
0 |
0% |
0 |
0.05 |
0 |
SCHZ Call 19.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|19.00C
Delta0.8045
Imp Vol0.7961
Bid2.85
Gamma0.0486
Theoretical4.5
Ask4.5
Theta-0.0235
Intrinsic Value3.79
Volume0
Vega0.0197
Time Value-3.79
Open Interest0
Rho0.0136
Delta / Theta-34.2989
SCHZ Put 19.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|19.00P
Delta-0.0282
Imp Vol0.3131
Bid0
Gamma0.0289
Theoretical0.03
Ask0.05
Theta-0.0019
Intrinsic Value-3.79
Volume0
Vega0.0046
Time Value3.79
Open Interest0
Rho-0.0006
Delta / Theta14.6037
|
0 |
0% |
0 |
4.5 |
0 |
20.50 |
0 |
0% |
0 |
0.05 |
0 |
SCHZ Call 20.50
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|20.50C
Delta0.6819
Imp Vol1.1979
Bid0
Gamma0.0417
Theoretical4.5
Ask4.5
Theta-0.0437
Intrinsic Value2.29
Volume0
Vega0.0255
Time Value-2.29
Open Interest0
Rho0.0108
Delta / Theta-15.6133
SCHZ Put 20.50
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|20.50P
Delta-0.042
Imp Vol0.2006
Bid0
Gamma0.0628
Theoretical0.03
Ask0.05
Theta-0.0017
Intrinsic Value-2.29
Volume0
Vega0.0064
Time Value2.29
Open Interest3
Rho-0.0009
Delta / Theta25.1286
|
0 |
0% |
0 |
2.9 |
0 |
21.00 |
0 |
0% |
0 |
0.05 |
0 |
SCHZ Call 21.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|21.00C
Delta0.6899
Imp Vol0.6806
Bid0
Gamma0.0727
Theoretical2.9
Ask2.9
Theta-0.0253
Intrinsic Value1.79
Volume0
Vega0.0252
Time Value-1.79
Open Interest0
Rho0.0126
Delta / Theta-27.2247
SCHZ Put 21.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|21.00P
Delta-0.0504
Imp Vol0.1631
Bid0
Gamma0.0895
Theoretical0.03
Ask0.05
Theta-0.0015
Intrinsic Value-1.79
Volume0
Vega0.0074
Time Value1.79
Open Interest0
Rho-0.0011
Delta / Theta32.5879
|
|
22.79 |
Price @ Jan 21, 2025 09:06PM GMT |
0.37 |
0% |
0 |
0.1 |
0 |
23.00 |
0.45 |
0% |
0.1 |
2.15 |
0 |
SCHZ Call 23.00
Exp: Feb 21, 2025
Last: 0.37
Chg.: 0%
SymbolSCHZ|20250221|23.00C
Delta0.2752
Imp Vol0.0416
Bid0
Gamma1.1241
Theoretical0.05
Ask0.1
Theta-0.0021
Intrinsic Value-0.21
Volume0
Vega0.0238
Time Value0.58
Open Interest41
Rho0.0061
Delta / Theta-129.3369
SCHZ Put 23.00
Exp: Feb 21, 2025
Last: 0.45
Chg.: 0%
SymbolSCHZ|20250221|23.00P
Delta-0.5103
Imp Vol0.3585
Bid0.1
Gamma0.1574
Theoretical1.13
Ask2.15
Theta-0.0129
Intrinsic Value0.21
Volume0
Vega0.0284
Time Value0.24
Open Interest40
Rho-0.0102
Delta / Theta39.586
|
0.2 |
0% |
0 |
0.05 |
0 |
23.50 |
0 |
0% |
0 |
2 |
0 |
SCHZ Call 23.50
Exp: Feb 21, 2025
Last: 0.2
Chg.: 0%
SymbolSCHZ|20250221|23.50C
Delta0.1019
Imp Vol0.073
Bid0
Gamma0.3415
Theoretical0.03
Ask0.05
Theta-0.0016
Intrinsic Value-0.71
Volume0
Vega0.0127
Time Value0.91
Open Interest4
Rho0.0023
Delta / Theta-65.1188
SCHZ Put 23.50
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|23.50P
Delta-0.6846
Imp Vol0.2016
Bid0
Gamma0.2549
Theoretical1
Ask2
Theta-0.0057
Intrinsic Value0.71
Volume0
Vega0.0251
Time Value-0.71
Open Interest0
Rho-0.011
Delta / Theta120.7552
|
0.02 |
0% |
0 |
0.05 |
0 |
24.00 |
0 |
0% |
0 |
2.15 |
0 |
SCHZ Call 24.00
Exp: Feb 21, 2025
Last: 0.02
Chg.: 0%
SymbolSCHZ|20250221|24.00C
Delta0.073
Imp Vol0.1092
Bid0
Gamma0.1779
Theoretical0.02
Ask0.05
Theta-0.0017
Intrinsic Value-1.21
Volume0
Vega0.0099
Time Value1.23
Open Interest2
Rho0.0016
Delta / Theta-42.9888
SCHZ Put 24.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|24.00P
Delta-0.5983
Imp Vol0.5062
Bid0
Gamma0.1081
Theoretical2.15
Ask2.15
Theta-0.0179
Intrinsic Value1.21
Volume0
Vega0.0275
Time Value-1.21
Open Interest0
Rho-0.0123
Delta / Theta33.5003
|
0 |
0% |
5.2 |
6.8 |
0 |
41.00 |
0 |
0% |
0 |
0.25 |
0 |
SCHZ Call 41.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|41.00C
Delta0.8762
Imp Vol0.2232
Bid5.2
Gamma0.0324
Theoretical6.8
Ask6.8
Theta-0.0093
Intrinsic Value-17.73
Volume0
Vega0.0578
Time Value17.73
Open Interest0
Rho0.1252
Delta / Theta-94.6719
SCHZ Put 41.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|41.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.25
Theta0
Intrinsic Value17.73
Volume0
Vega0
Time Value-17.73
Open Interest2
Rho0
Delta / Theta0
|
0 |
0% |
3.2 |
5.8 |
0 |
42.00 |
0 |
0% |
0 |
0.25 |
0 |
SCHZ Call 42.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|42.00C
Delta0.8653
Imp Vol0.1943
Bid3.2
Gamma0.0394
Theoretical5.8
Ask5.8
Theta-0.0089
Intrinsic Value-18.73
Volume0
Vega0.0613
Time Value18.73
Open Interest0
Rho0.127
Delta / Theta-96.7271
SCHZ Put 42.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|42.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.25
Theta0
Intrinsic Value18.73
Volume0
Vega0
Time Value-18.73
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
3.1 |
6.5 |
0 |
43.00 |
0 |
0% |
0 |
0.25 |
0 |
SCHZ Call 43.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|43.00C
Delta0.8514
Imp Vol0.1656
Bid3.1
Gamma0.0495
Theoretical4.8
Ask6.5
Theta-0.0086
Intrinsic Value-19.73
Volume0
Vega0.0655
Time Value19.73
Open Interest0
Rho0.1283
Delta / Theta-99.0264
SCHZ Put 43.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolSCHZ|20250221|43.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.25
Theta0
Intrinsic Value19.73
Volume0
Vega0
Time Value-19.73
Open Interest0
Rho0
Delta / Theta0
|