18.17 |
0% |
15.6 |
17.6 |
0 |
11.43 |
0 |
0% |
0 |
0.75 |
0 |
DFEN Call 11.43
Exp: Jan 17, 2025
Last: 18.17
Chg.: 0%
SymbolDFEN|20250117|11.43C
Delta0.9456
Imp Vol2.7133
Bid15.6
Gamma0.0053
Theoretical17.6
Ask17.6
Theta-0.0438
Intrinsic Value16.9
Volume0
Vega0.0085
Time Value1.27
Open Interest8
Rho0.0068
Delta / Theta-21.5656
DFEN Put 11.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|11.43P
Delta-0.04
Imp Vol2.336
Bid0
Gamma0.0048
Theoretical0.38
Ask0.75
Theta-0.0285
Intrinsic Value-16.9
Volume0
Vega0.0066
Time Value16.9
Open Interest200
Rho-0.001
Delta / Theta1.4006
|
0 |
0% |
11.8 |
15.6 |
0 |
14.43 |
0 |
0% |
0 |
0.75 |
0 |
DFEN Call 14.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|14.43C
Delta0.8949
Imp Vol2.9065
Bid11.8
Gamma0.0081
Theoretical15.6
Ask15.6
Theta-0.0767
Intrinsic Value13.9
Volume0
Vega0.014
Time Value-13.9
Open Interest1
Rho0.0072
Delta / Theta-11.6694
DFEN Put 14.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|14.43P
Delta-0.0523
Imp Vol1.8094
Bid0
Gamma0.0077
Theoretical0.38
Ask0.75
Theta-0.0274
Intrinsic Value-13.9
Volume0
Vega0.0082
Time Value13.9
Open Interest227
Rho-0.0013
Delta / Theta1.9095
|
14.5 |
0% |
11.4 |
13.8 |
0 |
15.43 |
0 |
0% |
0 |
0.75 |
0 |
DFEN Call 15.43
Exp: Jan 17, 2025
Last: 14.5
Chg.: 0%
SymbolDFEN|20250117|15.43C
Delta0.9123
Imp Vol2.1018
Bid11.4
Gamma0.0098
Theoretical13.8
Ask13.8
Theta-0.0493
Intrinsic Value12.9
Volume0
Vega0.0123
Time Value1.6
Open Interest2
Rho0.0089
Delta / Theta-18.5023
DFEN Put 15.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|15.43P
Delta-0.0571
Imp Vol1.6583
Bid0
Gamma0.009
Theoretical0.38
Ask0.75
Theta-0.0269
Intrinsic Value-12.9
Volume0
Vega0.0088
Time Value12.9
Open Interest139
Rho-0.0014
Delta / Theta2.124
|
0 |
0% |
0 |
0 |
0 |
28.00 |
0 |
0% |
0 |
0 |
0 |
DFEN Call 28.00
Exp: Dec 22, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.98
Volume0
Vega0
Time Value-0.98
Open Interest0
Rho0
Delta / Theta0
DFEN Put 28.00
Exp: Dec 22, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.98
Volume0
Vega0
Time Value0.98
Open Interest0
Rho0
Delta / Theta0
|
|
28.33 |
Price @ Dec 21, 2024 21:01 GMT |
1.8 |
31.39% |
1.25 |
1.75 |
4 |
28.43 |
1.85 |
-29.66% |
1.55 |
2 |
10 |
DFEN Call 28.43
Exp: Jan 17, 2025
Last: 1.8
Chg.: 31.39%
SymbolDFEN|20250117|28.43C
Delta0.5261
Imp Vol0.489
Bid1.25
Gamma0.1057
Theoretical1.5
Ask1.75
Theta-0.0295
Intrinsic Value-0.1
Volume4
Vega0.0307
Time Value1.9
Open Interest45
Rho0.0099
Delta / Theta-17.8618
DFEN Put 28.43
Exp: Jan 17, 2025
Last: 1.85
Chg.: -29.66%
SymbolDFEN|20250117|28.43P
Delta-0.4699
Imp Vol0.5996
Bid1.55
Gamma0.0865
Theoretical1.85
Ask2
Theta-0.0324
Intrinsic Value0.1
Volume10
Vega0.0306
Time Value1.75
Open Interest17
Rho-0.0095
Delta / Theta14.5009
|
0 |
0% |
0 |
0 |
0 |
29.00 |
0 |
0% |
0 |
0 |
0 |
DFEN Call 29.00
Exp: Dec 22, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.02
Volume0
Vega0
Time Value0.02
Open Interest0
Rho0
Delta / Theta0
DFEN Put 29.00
Exp: Dec 22, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.02
Volume0
Vega0
Time Value-0.02
Open Interest0
Rho0
Delta / Theta0
|
0.9 |
0% |
0.95 |
2.2 |
0 |
29.43 |
2.35 |
-26.56% |
2 |
2.55 |
1 |
DFEN Call 29.43
Exp: Jan 17, 2025
Last: 0.9
Chg.: 0%
SymbolDFEN|20250117|29.43C
Delta0.4573
Imp Vol0.6519
Bid0.95
Gamma0.079
Theoretical1.58
Ask2.2
Theta-0.0383
Intrinsic Value-1.1
Volume0
Vega0.0306
Time Value2
Open Interest80
Rho0.0084
Delta / Theta-11.9342
DFEN Put 29.43
Exp: Jan 17, 2025
Last: 2.35
Chg.: -26.56%
SymbolDFEN|20250117|29.43P
Delta-0.5601
Imp Vol0.5748
Bid2
Gamma0.0896
Theoretical2.35
Ask2.55
Theta-0.0304
Intrinsic Value1.1
Volume1
Vega0.0304
Time Value1.25
Open Interest24
Rho-0.011
Delta / Theta18.3943
|
0 |
0% |
0 |
0 |
0 |
30.00 |
0 |
0% |
0 |
0 |
0 |
DFEN Call 30.00
Exp: Dec 22, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-1.02
Volume0
Vega0
Time Value1.02
Open Interest0
Rho0
Delta / Theta0
DFEN Put 30.00
Exp: Dec 22, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value1.02
Volume0
Vega0
Time Value-1.02
Open Interest0
Rho0
Delta / Theta0
|
0.96 |
35.21% |
0.7 |
1.2 |
2 |
30.43 |
3.81 |
0% |
2.6 |
3.4 |
10 |
DFEN Call 30.43
Exp: Jan 17, 2025
Last: 0.96
Chg.: 35.21%
SymbolDFEN|20250117|30.43C
Delta0.3557
Imp Vol0.5612
Bid0.7
Gamma0.0862
Theoretical0.96
Ask1.2
Theta-0.031
Intrinsic Value-2.1
Volume2
Vega0.0287
Time Value3.06
Open Interest166
Rho0.0067
Delta / Theta-11.4825
DFEN Put 30.43
Exp: Jan 17, 2025
Last: 3.81
Chg.: 0%
SymbolDFEN|20250117|30.43P
Delta-0.6444
Imp Vol0.5716
Bid2.6
Gamma0.0853
Theoretical3
Ask3.4
Theta-0.0282
Intrinsic Value2.1
Volume10
Vega0.0287
Time Value1.71
Open Interest22
Rho-0.0124
Delta / Theta22.8191
|