7.62 |
7.62% |
7.42 |
7.46 |
221 |
598.00 |
3.3 |
3.3% |
3.38 |
3.4 |
490 |
SPY Call 598.00
Exp: Feb 21, 2025
Last: 7.62
Chg.: 7.62%
SymbolSPY|20250221|598.00C
Delta0.6148
Imp Vol0.1424
Bid7.42
Gamma0.0284
Theoretical7.44
Ask7.46
Theta-0.3168
Intrinsic Value2.1
Volume221
Vega0.3608
Time Value5.52
Open Interest3,067
Rho0.0893
Delta / Theta-1.9406
SPY Put 598.00
Exp: Feb 21, 2025
Last: 3.3
Chg.: 3.3%
SymbolSPY|20250221|598.00P
Delta-0.3812
Imp Vol0.134
Bid3.38
Gamma0.0303
Theoretical3.39
Ask3.4
Theta-0.2501
Intrinsic Value-2.1
Volume490
Vega0.3595
Time Value5.4
Open Interest4,433
Rho-0.0494
Delta / Theta1.5244
|
6.74 |
6.74% |
6.74 |
6.77 |
2,687 |
599.00 |
3.58 |
3.58% |
3.69 |
3.72 |
840 |
SPY Call 599.00
Exp: Feb 21, 2025
Last: 6.74
Chg.: 6.74%
SymbolSPY|20250221|599.00C
Delta0.5876
Imp Vol0.1395
Bid6.74
Gamma0.0296
Theoretical6.74
Ask6.77
Theta-0.3146
Intrinsic Value1.1
Volume2,687
Vega0.3674
Time Value5.64
Open Interest3,939
Rho0.0855
Delta / Theta-1.8674
SPY Put 599.00
Exp: Feb 21, 2025
Last: 3.58
Chg.: 3.58%
SymbolSPY|20250221|599.00P
Delta-0.4105
Imp Vol0.1315
Bid3.69
Gamma0.0315
Theoretical3.705
Ask3.72
Theta-0.2493
Intrinsic Value-1.1
Volume840
Vega0.3668
Time Value4.68
Open Interest13,111
Rho-0.0529
Delta / Theta1.6468
|
6.09 |
6.09% |
6.09 |
6.11 |
4,224 |
600.00 |
4.01 |
4.01% |
4.04 |
4.07 |
7,323 |
SPY Call 600.00
Exp: Feb 21, 2025
Last: 6.09
Chg.: 6.09%
SymbolSPY|20250221|600.00C
Delta0.5585
Imp Vol0.1372
Bid6.09
Gamma0.0305
Theoretical6.09
Ask6.11
Theta-0.3123
Intrinsic Value0.1
Volume4,224
Vega0.3725
Time Value5.99
Open Interest17,166
Rho0.0813
Delta / Theta-1.7883
SPY Put 600.00
Exp: Feb 21, 2025
Last: 4.01
Chg.: 4.01%
SymbolSPY|20250221|600.00P
Delta-0.4415
Imp Vol0.1293
Bid4.04
Gamma0.0325
Theoretical4.055
Ask4.07
Theta-0.2473
Intrinsic Value-0.1
Volume7,323
Vega0.3723
Time Value4.11
Open Interest63,158
Rho-0.0566
Delta / Theta1.7855
|
|
600.1 |
Price @ Feb 12, 2025 03:17PM GMT |
5.45 |
5.45% |
5.44 |
5.47 |
4,617 |
601.00 |
4.39 |
4.39% |
4.41 |
4.44 |
927 |
SPY Call 601.00
Exp: Feb 21, 2025
Last: 5.45
Chg.: 5.45%
SymbolSPY|20250221|601.00C
Delta0.5283
Imp Vol0.1343
Bid5.44
Gamma0.0314
Theoretical5.45
Ask5.47
Theta-0.3073
Intrinsic Value-0.9
Volume4,617
Vega0.3756
Time Value6.35
Open Interest2,697
Rho0.077
Delta / Theta-1.719
SPY Put 601.00
Exp: Feb 21, 2025
Last: 4.39
Chg.: 4.39%
SymbolSPY|20250221|601.00P
Delta-0.474
Imp Vol0.1267
Bid4.41
Gamma0.0335
Theoretical4.425
Ask4.44
Theta-0.243
Intrinsic Value0.9
Volume927
Vega0.3754
Time Value3.49
Open Interest3,113
Rho-0.0602
Delta / Theta1.9508
|
4.86 |
4.86% |
4.84 |
4.86 |
712 |
602.00 |
4.82 |
4.82% |
4.82 |
4.84 |
728 |
SPY Call 602.00
Exp: Feb 21, 2025
Last: 4.86
Chg.: 4.86%
SymbolSPY|20250221|602.00C
Delta0.4967
Imp Vol0.1321
Bid4.84
Gamma0.032
Theoretical4.86
Ask4.86
Theta-0.3017
Intrinsic Value-1.9
Volume712
Vega0.3765
Time Value6.76
Open Interest6,169
Rho0.0724
Delta / Theta-1.6465
SPY Put 602.00
Exp: Feb 21, 2025
Last: 4.82
Chg.: 4.82%
SymbolSPY|20250221|602.00P
Delta-0.5082
Imp Vol0.124
Bid4.82
Gamma0.0344
Theoretical4.82
Ask4.84
Theta-0.2365
Intrinsic Value1.9
Volume728
Vega0.376
Time Value2.92
Open Interest7,137
Rho-0.0634
Delta / Theta2.1491
|
4.29 |
4.29% |
4.27 |
4.29 |
485 |
603.00 |
5.22 |
5.22% |
5.25 |
5.28 |
1,573 |
SPY Call 603.00
Exp: Feb 21, 2025
Last: 4.29
Chg.: 4.29%
SymbolSPY|20250221|603.00C
Delta0.4639
Imp Vol0.1294
Bid4.27
Gamma0.0325
Theoretical4.29
Ask4.29
Theta-0.2935
Intrinsic Value-2.9
Volume485
Vega0.375
Time Value7.19
Open Interest4,966
Rho0.0677
Delta / Theta-1.5809
SPY Put 603.00
Exp: Feb 21, 2025
Last: 5.22
Chg.: 5.22%
SymbolSPY|20250221|603.00P
Delta-0.5438
Imp Vol0.1216
Bid5.25
Gamma0.0355
Theoretical5.265
Ask5.28
Theta-0.2289
Intrinsic Value2.9
Volume1,573
Vega0.3735
Time Value2.32
Open Interest5,695
Rho-0.0662
Delta / Theta2.3757
|