4.2 |
4.2% |
4.2 |
4.25 |
1,813 |
573.00 |
0.9 |
0.9% |
0.89 |
0.9 |
13,674 |
SPY Call 573.00
Exp: Mar 26, 2025
Last: 4.2
Chg.: 4.2%
SymbolSPY|20250326|573.00C
Delta0.7435
Imp Vol0.1735
Bid4.2
Gamma0.0616
Theoretical4.2
Ask4.25
Theta-0.8788
Intrinsic Value2.98
Volume1,813
Vega0.0972
Time Value1.22
Open Interest2,837
Rho0.0116
Delta / Theta-0.846
SPY Put 573.00
Exp: Mar 26, 2025
Last: 0.9
Chg.: 0.9%
SymbolSPY|20250326|573.00P
Delta-0.2671
Imp Vol0.1824
Bid0.89
Gamma0.0598
Theoretical0.9
Ask0.9
Theta-0.8926
Intrinsic Value-2.98
Volume13,674
Vega0.0992
Time Value3.88
Open Interest3,205
Rho-0.0038
Delta / Theta0.2992
|
3.46 |
3.46% |
3.45 |
3.49 |
9,520 |
574.00 |
1.15 |
1.15% |
1.15 |
1.16 |
21,573 |
SPY Call 574.00
Exp: Mar 26, 2025
Last: 3.46
Chg.: 3.46%
SymbolSPY|20250326|574.00C
Delta0.6808
Imp Vol0.1705
Bid3.45
Gamma0.0695
Theoretical3.46
Ask3.49
Theta-0.9518
Intrinsic Value1.98
Volume9,520
Vega0.1078
Time Value1.48
Open Interest2,913
Rho0.0107
Delta / Theta-0.7153
SPY Put 574.00
Exp: Mar 26, 2025
Last: 1.15
Chg.: 1.15%
SymbolSPY|20250326|574.00P
Delta-0.3263
Imp Vol0.1777
Bid1.15
Gamma0.0673
Theoretical1.15
Ask1.16
Theta-0.9513
Intrinsic Value-1.98
Volume21,573
Vega0.1087
Time Value3.13
Open Interest1,620
Rho-0.0047
Delta / Theta0.343
|
2.77 |
2.77% |
2.77 |
2.79 |
24,562 |
575.00 |
1.45 |
1.45% |
1.45 |
1.46 |
21,731 |
SPY Call 575.00
Exp: Mar 26, 2025
Last: 2.77
Chg.: 2.77%
SymbolSPY|20250326|575.00C
Delta0.6109
Imp Vol0.1663
Bid2.77
Gamma0.0764
Theoretical2.77
Ask2.79
Theta-0.9917
Intrinsic Value0.98
Volume24,562
Vega0.1157
Time Value1.79
Open Interest4,427
Rho0.0096
Delta / Theta-0.616
SPY Put 575.00
Exp: Mar 26, 2025
Last: 1.45
Chg.: 1.45%
SymbolSPY|20250326|575.00P
Delta-0.3932
Imp Vol0.1721
Bid1.45
Gamma0.0741
Theoretical1.45
Ask1.46
Theta-0.9808
Intrinsic Value-0.98
Volume21,731
Vega0.116
Time Value2.43
Open Interest1,437
Rho-0.0056
Delta / Theta0.4009
|
|
575.98 |
Price @ Mar 25, 2025 03:11PM GMT |
2.15 |
2.15% |
2.15 |
2.16 |
21,294 |
576.00 |
1.83 |
1.83% |
1.83 |
1.84 |
8,070 |
SPY Call 576.00
Exp: Mar 26, 2025
Last: 2.15
Chg.: 2.15%
SymbolSPY|20250326|576.00C
Delta0.5334
Imp Vol0.162
Bid2.15
Gamma0.0813
Theoretical2.15
Ask2.16
Theta-0.9976
Intrinsic Value-0.02
Volume21,294
Vega0.1199
Time Value2.17
Open Interest2,948
Rho0.0084
Delta / Theta-0.5347
SPY Put 576.00
Exp: Mar 26, 2025
Last: 1.83
Chg.: 1.83%
SymbolSPY|20250326|576.00P
Delta-0.4683
Imp Vol0.1676
Bid1.83
Gamma0.0788
Theoretical1.83
Ask1.84
Theta-0.9846
Intrinsic Value0.02
Volume8,070
Vega0.1199
Time Value1.81
Open Interest331
Rho-0.0065
Delta / Theta0.4756
|
1.62 |
1.62% |
1.61 |
1.62 |
17,428 |
577.00 |
2.3 |
2.3% |
2.28 |
2.3 |
2,463 |
SPY Call 577.00
Exp: Mar 26, 2025
Last: 1.62
Chg.: 1.62%
SymbolSPY|20250326|577.00C
Delta0.4509
Imp Vol0.1586
Bid1.61
Gamma0.0828
Theoretical1.62
Ask1.62
Theta-0.9692
Intrinsic Value-1.02
Volume17,428
Vega0.1194
Time Value2.64
Open Interest2,311
Rho0.0071
Delta / Theta-0.4652
SPY Put 577.00
Exp: Mar 26, 2025
Last: 2.3
Chg.: 2.3%
SymbolSPY|20250326|577.00P
Delta-0.5482
Imp Vol0.1641
Bid2.28
Gamma0.0801
Theoretical2.3
Ask2.3
Theta-0.9567
Intrinsic Value1.02
Volume2,463
Vega0.1194
Time Value1.28
Open Interest128
Rho-0.0075
Delta / Theta0.5731
|
1.15 |
1.15% |
1.15 |
1.16 |
13,473 |
578.00 |
2.83 |
2.83% |
2.8 |
2.83 |
717 |
SPY Call 578.00
Exp: Mar 26, 2025
Last: 1.15
Chg.: 1.15%
SymbolSPY|20250326|578.00C
Delta0.3653
Imp Vol0.1531
Bid1.15
Gamma0.0814
Theoretical1.15
Ask1.16
Theta-0.8858
Intrinsic Value-2.02
Volume13,473
Vega0.1134
Time Value3.17
Open Interest3,835
Rho0.0057
Delta / Theta-0.4124
SPY Put 578.00
Exp: Mar 26, 2025
Last: 2.83
Chg.: 2.83%
SymbolSPY|20250326|578.00P
Delta-0.6311
Imp Vol0.1588
Bid2.8
Gamma0.0794
Theoretical2.83
Ask2.83
Theta-0.8766
Intrinsic Value2.02
Volume717
Vega0.1138
Time Value0.81
Open Interest115
Rho-0.0084
Delta / Theta0.7199
|