| 0 |
0% |
50 |
52.4 |
0 |
35.00 |
0 |
0% |
0 |
2.15 |
0 |
MRCY Call 35.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|35.00C
Delta1
Imp Vol1.5789
Bid50
Gamma0
Theoretical51.21
Ask52.4
Theta-0.0039
Intrinsic Value51.07
Volume0
Vega0
Time Value-51.07
Open Interest0
Rho0.0077
Delta / Theta-255.4186
MRCY Put 35.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|35.00P
Delta-0.0389
Imp Vol4.1941
Bid0
Gamma0.0016
Theoretical1.08
Ask2.15
Theta-0.2816
Intrinsic Value-51.07
Volume0
Vega0.0108
Time Value51.07
Open Interest2
Rho-0.0009
Delta / Theta0.1383
|
| 0 |
0% |
47.5 |
49.9 |
0 |
37.50 |
0 |
0% |
0 |
2.15 |
0 |
MRCY Call 37.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|37.50C
Delta0.9989
Imp Vol1.9241
Bid47.5
Gamma0.0001
Theoretical48.72
Ask49.9
Theta-0.0096
Intrinsic Value48.57
Volume0
Vega0.0005
Time Value-48.57
Open Interest0
Rho0.0082
Delta / Theta-104.4889
MRCY Put 37.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|37.50P
Delta-0.042
Imp Vol3.9105
Bid0
Gamma0.0018
Theoretical1.08
Ask2.15
Theta-0.279
Intrinsic Value-48.57
Volume0
Vega0.0114
Time Value48.57
Open Interest0
Rho-0.001
Delta / Theta0.1504
|
| 0 |
0% |
44.9 |
47.6 |
0 |
40.00 |
0 |
0% |
0 |
2.15 |
0 |
MRCY Call 40.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|40.00C
Delta0.996
Imp Vol2.0762
Bid44.9
Gamma0.0004
Theoretical46.25
Ask47.6
Theta-0.0238
Intrinsic Value46.07
Volume0
Vega0.0015
Time Value-46.07
Open Interest0
Rho0.0087
Delta / Theta-41.8774
MRCY Put 40.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|40.00P
Delta-0.0452
Imp Vol3.6459
Bid0
Gamma0.002
Theoretical1.08
Ask2.15
Theta-0.276
Intrinsic Value-46.07
Volume0
Vega0.0121
Time Value46.07
Open Interest1
Rho-0.001
Delta / Theta0.1637
|
|
86.07 |
Price @ Nov 12, 2026 19:28 GMT |
| 2 |
-37.5% |
2.05 |
2.95 |
20 |
87.50 |
3.12 |
0% |
3 |
4.1 |
0 |
MRCY Call 87.50
Exp: Nov 20, 2026
Last: 2
Chg.: -37.5%
SymbolMRCY|20261120|87.50C
Delta0.4536
Imp Vol0.6015
Bid2.05
Gamma0.0516
Theoretical2.5
Ask2.95
Theta-0.194
Intrinsic Value-1.43
Volume20
Vega0.0506
Time Value3.43
Open Interest48
Rho0.008
Delta / Theta-2.3385
MRCY Put 87.50
Exp: Nov 20, 2026
Last: 3.12
Chg.: 0%
SymbolMRCY|20261120|87.50P
Delta-0.5532
Imp Vol0.5617
Bid3
Gamma0.0553
Theoretical3.55
Ask4.1
Theta-0.1724
Intrinsic Value1.43
Volume0
Vega0.0504
Time Value1.69
Open Interest67
Rho-0.0095
Delta / Theta3.2085
|
| 1.4 |
-40.43% |
1.15 |
2.5 |
6 |
90.00 |
0 |
0% |
4.1 |
6.5 |
0 |
MRCY Call 90.00
Exp: Nov 20, 2026
Last: 1.4
Chg.: -40.43%
SymbolMRCY|20261120|90.00C
Delta0.3465
Imp Vol0.6486
Bid1.15
Gamma0.0446
Theoretical1.82
Ask2.5
Theta-0.1938
Intrinsic Value-3.93
Volume6
Vega0.0471
Time Value5.33
Open Interest253
Rho0.0061
Delta / Theta-1.7874
MRCY Put 90.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|90.00P
Delta-0.6728
Imp Vol0.5892
Bid4.1
Gamma0.0482
Theoretical5.3
Ask6.5
Theta-0.164
Intrinsic Value3.93
Volume0
Vega0.046
Time Value-3.93
Open Interest11
Rho-0.0113
Delta / Theta4.1031
|
| 1.52 |
0% |
0.7 |
2.2 |
0 |
92.50 |
0 |
0% |
6 |
8.5 |
0 |
MRCY Call 92.50
Exp: Nov 20, 2026
Last: 1.52
Chg.: 0%
SymbolMRCY|20261120|92.50C
Delta0.2724
Imp Vol0.7171
Bid0.7
Gamma0.0363
Theoretical1.45
Ask2.2
Theta-0.1922
Intrinsic Value-6.43
Volume0
Vega0.0424
Time Value7.95
Open Interest85
Rho0.0048
Delta / Theta-1.4169
MRCY Put 92.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|92.50P
Delta-0.7706
Imp Vol0.6057
Bid6
Gamma0.0395
Theoretical7.25
Ask8.5
Theta-0.1403
Intrinsic Value6.43
Volume0
Vega0.0386
Time Value-6.43
Open Interest3
Rho-0.0124
Delta / Theta5.4932
|
| 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$SPX|20261120|3200.00C
Delta0
Imp Vol0
Bid3,709.3
Gamma0
Theoretical0
Ask3,737.4
Theta0
Intrinsic Value-3,130.11
Volume0
Vega0
Time Value3,130.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 3,200.00
Exp: Nov 12, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value3,130.11
Volume0
Vega0
Time Value-3,130.11
Open Interest0
Rho0
Delta / Theta0
|
| 3,521.07 |
0% |
3,523.6 |
3,548 |
0 |
3,400.00 |
0 |
0% |
0 |
0 |
0 |
MRCY Call 3,400.00
Exp: Nov 20, 2026
Last: 3,521.07
Chg.: 0%
Symbol$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: Nov 12, 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: Nov 12, 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
|