| 0 |
0% |
38.2 |
41.9 |
0 |
35.00 |
0 |
0% |
0 |
0.75 |
0 |
MRCY Call 35.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|35.00C
Delta0.9996
Imp Vol0.8441
Bid38.2
Gamma0.0001
Theoretical40.43
Ask41.9
Theta-0.0042
Intrinsic Value40.5
Volume0
Vega0.0003
Time Value-40.5
Open Interest0
Rho0.0277
Delta / Theta-240.0572
MRCY Put 35.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|35.00P
Delta-0.0252
Imp Vol1.5732
Bid0
Gamma0.0018
Theoretical0.38
Ask0.75
Theta-0.0337
Intrinsic Value-40.5
Volume0
Vega0.0125
Time Value40.5
Open Interest2
Rho-0.0017
Delta / Theta0.7486
|
| 0 |
0% |
35.8 |
39.4 |
0 |
37.50 |
0 |
0% |
0 |
0.75 |
0 |
MRCY Call 37.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|37.50C
Delta0.9992
Imp Vol0.8212
Bid35.8
Gamma0.0002
Theoretical37.94
Ask39.4
Theta-0.0048
Intrinsic Value38
Volume0
Vega0.0006
Time Value-38
Open Interest0
Rho0.0296
Delta / Theta-206.3523
MRCY Put 37.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|37.50P
Delta-0.0274
Imp Vol1.4476
Bid0
Gamma0.0021
Theoretical0.38
Ask0.75
Theta-0.0332
Intrinsic Value-38
Volume0
Vega0.0134
Time Value38
Open Interest0
Rho-0.0018
Delta / Theta0.8254
|
| 0 |
0% |
33.4 |
37.1 |
0 |
40.00 |
0 |
0% |
0 |
0.75 |
0 |
MRCY Call 40.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|40.00C
Delta0.9987
Imp Vol0.7786
Bid33.4
Gamma0.0003
Theoretical35.45
Ask37.1
Theta-0.0055
Intrinsic Value35.5
Volume0
Vega0.0009
Time Value-35.5
Open Interest0
Rho0.0316
Delta / Theta-182.3405
MRCY Put 40.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|40.00P
Delta-0.0298
Imp Vol1.3301
Bid0
Gamma0.0024
Theoretical0.38
Ask0.75
Theta-0.0327
Intrinsic Value-35.5
Volume0
Vega0.0144
Time Value35.5
Open Interest1
Rho-0.0019
Delta / Theta0.9118
|
|
75.5 |
Price @ Oct 22, 2026 19:58 GMT |
| 0 |
0% |
5.4 |
6 |
0 |
77.50 |
0 |
0% |
7.5 |
9.7 |
0 |
MRCY Call 77.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|77.50C
Delta0.497
Imp Vol0.7739
Bid5.4
Gamma0.0243
Theoretical5.7
Ask6
Theta-0.1164
Intrinsic Value-2
Volume0
Vega0.0847
Time Value2
Open Interest43
Rho0.0252
Delta / Theta-4.2701
MRCY Put 77.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|77.50P
Delta-0.4923
Imp Vol0.8848
Bid7.5
Gamma0.0213
Theoretical8.6
Ask9.7
Theta-0.125
Intrinsic Value2
Volume0
Vega0.0847
Time Value-2
Open Interest40
Rho-0.0308
Delta / Theta3.9374
|
| 4.3 |
-12.6% |
4.4 |
5.1 |
3 |
80.00 |
0 |
0% |
9 |
10.9 |
0 |
MRCY Call 80.00
Exp: Nov 20, 2026
Last: 4.3
Chg.: -12.6%
SymbolMRCY|20261120|80.00C
Delta0.4392
Imp Vol0.7743
Bid4.4
Gamma0.024
Theoretical4.75
Ask5.1
Theta-0.1148
Intrinsic Value-4.5
Volume3
Vega0.0837
Time Value8.8
Open Interest79
Rho0.0225
Delta / Theta-3.8269
MRCY Put 80.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|80.00P
Delta-0.5467
Imp Vol0.8628
Bid9
Gamma0.0217
Theoretical9.95
Ask10.9
Theta-0.1205
Intrinsic Value4.5
Volume0
Vega0.0841
Time Value-4.5
Open Interest41
Rho-0.034
Delta / Theta4.536
|
| 0 |
0% |
3.6 |
5.2 |
0 |
82.50 |
0 |
0% |
10.6 |
12.4 |
0 |
MRCY Call 82.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|82.50C
Delta0.3983
Imp Vol0.8321
Bid3.6
Gamma0.0218
Theoretical4.4
Ask5.2
Theta-0.1203
Intrinsic Value-7
Volume0
Vega0.0819
Time Value7
Open Interest161
Rho0.0203
Delta / Theta-3.3118
MRCY Put 82.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|82.50P
Delta-0.5997
Imp Vol0.8498
Bid10.6
Gamma0.0215
Theoretical11.5
Ask12.4
Theta-0.1152
Intrinsic Value7
Volume0
Vega0.082
Time Value-7
Open Interest14
Rho-0.0364
Delta / Theta5.2042
|
| 0 |
0% |
3,709.3 |
3,737.4 |
0 |
3,200.00 |
0 |
0% |
0 |
0 |
0 |
MRCY Call 3,200.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20261120|3200.00C
Delta0
Imp Vol0
Bid3,709.3
Gamma0
Theoretical0
Ask3,737.4
Theta0
Intrinsic Value-3,130.11
Volume0
Vega0
Time Value3,130.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 3,200.00
Exp: Oct 23, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value3,130.11
Volume0
Vega0
Time Value-3,130.11
Open Interest0
Rho0
Delta / Theta0
|
| 3,521.07 |
0% |
3,523.6 |
3,548 |
0 |
3,400.00 |
0 |
0% |
0 |
0 |
0 |
MRCY Call 3,400.00
Exp: Nov 20, 2026
Last: 3,521.07
Chg.: 0%
Symbol$SPX|20261120|3400.00C
Delta0
Imp Vol0
Bid3,523.6
Gamma0
Theoretical0
Ask3,548
Theta0
Intrinsic Value-3,330.11
Volume0
Vega0
Time Value6,851.18
Open Interest0
Rho0
Delta / Theta0
MRCY Put 3,400.00
Exp: Oct 23, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value3,330.11
Volume0
Vega0
Time Value-3,330.11
Open Interest0
Rho0
Delta / Theta0
|
| 3,427.37 |
0% |
3,429.6 |
3,453.6 |
0 |
3,500.00 |
0 |
0% |
0 |
0 |
0 |
MRCY Call 3,500.00
Exp: Nov 20, 2026
Last: 3,427.37
Chg.: 0%
Symbol$SPX|20261120|3500.00C
Delta0
Imp Vol0
Bid3,429.6
Gamma0
Theoretical0
Ask3,453.6
Theta0
Intrinsic Value-3,430.11
Volume0
Vega0
Time Value6,857.48
Open Interest0
Rho0
Delta / Theta0
MRCY Put 3,500.00
Exp: Oct 23, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value3,430.11
Volume0
Vega0
Time Value-3,430.11
Open Interest0
Rho0
Delta / Theta0
|