2.8 |
2.8% |
2.8 |
2.85 |
2,605 |
532.00 |
0.22 |
0.22% |
0.21 |
0.22 |
60,730 |
SPY Call 532.00
Exp: Jun 06, 2024
Last: 2.8
Chg.: 2.8%
SymbolSPY|20240606|532.00C
Delta0.8597
Imp Vol0.088
Bid2.8
Gamma0.0912
Theoretical2.8
Ask2.85
Theta-0.3328
Intrinsic Value2.6
Volume2,605
Vega0.0619
Time Value0.2
Open Interest6,725
Rho0.0123
Delta / Theta-2.5832
SPY Put 532.00
Exp: Jun 06, 2024
Last: 0.22
Chg.: 0.22%
SymbolSPY|20240606|532.00P
Delta-0.1588
Imp Vol0.0948
Bid0.21
Gamma0.0921
Theoretical0.22
Ask0.22
Theta-0.3138
Intrinsic Value-2.6
Volume60,730
Vega0.0673
Time Value2.82
Open Interest17,240
Rho-0.0021
Delta / Theta0.5061
|
1.96 |
1.96% |
1.96 |
1.96 |
6,762 |
533.00 |
0.36 |
0.36% |
0.35 |
0.36 |
107,433 |
SPY Call 533.00
Exp: Jun 06, 2024
Last: 1.96
Chg.: 1.96%
SymbolSPY|20240606|533.00C
Delta0.7578
Imp Vol0.0841
Bid1.96
Gamma0.1338
Theoretical1.96
Ask1.96
Theta-0.4201
Intrinsic Value1.6
Volume6,762
Vega0.0868
Time Value0.36
Open Interest7,259
Rho0.0109
Delta / Theta-1.8036
SPY Put 533.00
Exp: Jun 06, 2024
Last: 0.36
Chg.: 0.36%
SymbolSPY|20240606|533.00P
Delta-0.2501
Imp Vol0.0868
Bid0.35
Gamma0.1322
Theoretical0.36
Ask0.36
Theta-0.3737
Intrinsic Value-1.6
Volume107,433
Vega0.0883
Time Value1.96
Open Interest14,658
Rho-0.0033
Delta / Theta0.6694
|
1.23 |
1.23% |
1.22 |
1.23 |
38,381 |
534.00 |
0.62 |
0.62% |
0.61 |
0.62 |
152,242 |
SPY Call 534.00
Exp: Jun 06, 2024
Last: 1.23
Chg.: 1.23%
SymbolSPY|20240606|534.00C
Delta0.6121
Imp Vol0.0797
Bid1.22
Gamma0.1731
Theoretical1.23
Ask1.23
Theta-0.4705
Intrinsic Value0.6
Volume38,381
Vega0.1064
Time Value0.63
Open Interest11,120
Rho0.0088
Delta / Theta-1.3008
SPY Put 534.00
Exp: Jun 06, 2024
Last: 0.62
Chg.: 0.62%
SymbolSPY|20240606|534.00P
Delta-0.3914
Imp Vol0.0808
Bid0.61
Gamma0.1719
Theoretical0.62
Ask0.62
Theta-0.4146
Intrinsic Value-0.6
Volume152,242
Vega0.1066
Time Value1.22
Open Interest9,330
Rho-0.005
Delta / Theta0.9442
|
|
534.6 |
Price @ Jun 06, 2024 03:24PM GMT |
0.66 |
0.66% |
0.66 |
0.67 |
127,997 |
535.00 |
1.06 |
1.06% |
1.05 |
1.06 |
117,151 |
SPY Call 535.00
Exp: Jun 06, 2024
Last: 0.66
Chg.: 0.66%
SymbolSPY|20240606|535.00C
Delta0.4296
Imp Vol0.0752
Bid0.66
Gamma0.1879
Theoretical0.66
Ask0.67
Theta-0.4448
Intrinsic Value-0.4
Volume127,997
Vega0.1091
Time Value1.06
Open Interest14,814
Rho0.0062
Delta / Theta-0.966
SPY Put 535.00
Exp: Jun 06, 2024
Last: 1.06
Chg.: 1.06%
SymbolSPY|20240606|535.00P
Delta-0.5724
Imp Vol0.077
Bid1.05
Gamma0.1873
Theoretical1.06
Ask1.06
Theta-0.3942
Intrinsic Value0.4
Volume117,151
Vega0.1088
Time Value0.66
Open Interest2,974
Rho-0.0068
Delta / Theta1.4519
|
0.3 |
0.3% |
0.29 |
0.3 |
102,847 |
536.00 |
1.68 |
1.68% |
1.67 |
1.71 |
13,376 |
SPY Call 536.00
Exp: Jun 06, 2024
Last: 0.3
Chg.: 0.3%
SymbolSPY|20240606|536.00C
Delta0.2493
Imp Vol0.0728
Bid0.29
Gamma0.1569
Theoretical0.3
Ask0.3
Theta-0.3421
Intrinsic Value-1.4
Volume102,847
Vega0.0881
Time Value1.7
Open Interest10,912
Rho0.0036
Delta / Theta-0.7287
SPY Put 536.00
Exp: Jun 06, 2024
Last: 1.68
Chg.: 1.68%
SymbolSPY|20240606|536.00P
Delta-0.7598
Imp Vol0.0722
Bid1.67
Gamma0.1599
Theoretical1.68
Ask1.71
Theta-0.2787
Intrinsic Value1.4
Volume13,376
Vega0.086
Time Value0.28
Open Interest886
Rho-0.0079
Delta / Theta2.7261
|
0.11 |
0.11% |
0.11 |
0.12 |
85,824 |
537.00 |
2.46 |
2.46% |
2.47 |
2.54 |
5,436 |
SPY Call 537.00
Exp: Jun 06, 2024
Last: 0.11
Chg.: 0.11%
SymbolSPY|20240606|537.00C
Delta0.1148
Imp Vol0.0709
Bid0.11
Gamma0.0984
Theoretical0.11
Ask0.12
Theta-0.2013
Intrinsic Value-2.4
Volume85,824
Vega0.0538
Time Value2.51
Open Interest12,234
Rho0.0017
Delta / Theta-0.5705
SPY Put 537.00
Exp: Jun 06, 2024
Last: 2.46
Chg.: 2.46%
SymbolSPY|20240606|537.00P
Delta-0.8979
Imp Vol0.0708
Bid2.47
Gamma0.0942
Theoretical2.505
Ask2.54
Theta-0.1432
Intrinsic Value2.4
Volume5,436
Vega0.0487
Time Value0.06
Open Interest496
Rho-0.0068
Delta / Theta6.2682
|