0 |
0% |
3.6 |
4.7 |
0 |
20.33 |
0 |
0% |
0 |
0.85 |
0 |
FNDX Call 20.33
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|20.33C
Delta0.9877
Imp Vol0.2894
Bid3.6
Gamma0.0155
Theoretical4.15
Ask4.7
Theta-0.0036
Intrinsic Value4.32
Volume0
Vega0.0023
Time Value-4.32
Open Interest0
Rho0.0169
Delta / Theta-272.4734
FNDX Put 20.33
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|20.33P
Delta-0.1524
Imp Vol0.6879
Bid0
Gamma0.0482
Theoretical0.42
Ask0.85
Theta-0.0181
Intrinsic Value-4.32
Volume0
Vega0.0167
Time Value4.32
Open Interest0
Rho-0.0032
Delta / Theta8.4208
|
0 |
0% |
3.2 |
4.4 |
0 |
20.67 |
0 |
0% |
0 |
0.85 |
0 |
FNDX Call 20.67
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|20.67C
Delta0.8138
Imp Vol0.7422
Bid3.2
Gamma0.0508
Theoretical4.4
Ask4.4
Theta-0.0248
Intrinsic Value3.98
Volume0
Vega0.0191
Time Value-3.98
Open Interest0
Rho0.0131
Delta / Theta-32.8165
FNDX Put 20.67
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|20.67P
Delta-0.1608
Imp Vol0.6467
Bid0
Gamma0.0532
Theoretical0.43
Ask0.85
Theta-0.0176
Intrinsic Value-3.98
Volume0
Vega0.0173
Time Value3.98
Open Interest0
Rho-0.0034
Delta / Theta9.1428
|
0 |
0% |
2.85 |
4.1 |
0 |
21.00 |
0 |
0% |
0 |
0.1 |
0 |
FNDX Call 21.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|21.00C
Delta0.9969
Imp Vol0.1949
Bid2.85
Gamma0.0069
Theoretical3.47
Ask4.1
Theta-0.0029
Intrinsic Value3.65
Volume0
Vega0.0007
Time Value-3.65
Open Interest0
Rho0.0177
Delta / Theta-344.2213
FNDX Put 21.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|21.00P
Delta-0.0495
Imp Vol0.3285
Bid0
Gamma0.0439
Theoretical0.05
Ask0.1
Theta-0.0037
Intrinsic Value-3.65
Volume0
Vega0.0073
Time Value3.65
Open Interest0
Rho-0.001
Delta / Theta13.3699
|
|
24.65 |
Price @ Nov 21, 2024 21:15 GMT |
0 |
0% |
0.05 |
0.3 |
0 |
24.67 |
0 |
0% |
0 |
1.45 |
0 |
FNDX Call 24.67
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|24.67C
Delta0.3934
Imp Vol0.0898
Bid0.05
Gamma0.6025
Theoretical0.18
Ask0.3
Theta-0.0052
Intrinsic Value-0.02
Volume0
Vega0.0273
Time Value0.02
Open Interest0
Rho0.008
Delta / Theta-76.0309
FNDX Put 24.67
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|24.67P
Delta-0.5432
Imp Vol0.218
Bid0
Gamma0.2605
Theoretical0.73
Ask1.45
Theta-0.0085
Intrinsic Value0.02
Volume0
Vega0.0281
Time Value-0.02
Open Interest0
Rho-0.0093
Delta / Theta64.1512
|
0 |
0% |
0 |
0.5 |
0 |
25.00 |
0 |
0% |
0.1 |
2 |
0 |
FNDX Call 25.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|25.00C
Delta0.3379
Imp Vol0.1609
Bid0
Gamma0.3197
Theoretical0.25
Ask0.5
Theta-0.0078
Intrinsic Value-0.35
Volume0
Vega0.026
Time Value0.35
Open Interest0
Rho0.0068
Delta / Theta-43.4766
FNDX Put 25.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|25.00P
Delta-0.5999
Imp Vol0.2639
Bid0.1
Gamma0.2096
Theoretical1.05
Ask2
Theta-0.0101
Intrinsic Value0.35
Volume0
Vega0.0274
Time Value-0.35
Open Interest0
Rho-0.0102
Delta / Theta59.4338
|
0 |
0% |
0 |
0.6 |
0 |
26.00 |
0 |
0% |
0.95 |
2.4 |
0 |
FNDX Call 26.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|26.00C
Delta0.2529
Imp Vol0.2906
Bid0
Gamma0.1548
Theoretical0.3
Ask0.6
Theta-0.0114
Intrinsic Value-1.35
Volume0
Vega0.0227
Time Value1.35
Open Interest0
Rho0.005
Delta / Theta-22.1694
FNDX Put 26.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|26.00P
Delta-0.8556
Imp Vol0.2113
Bid0.95
Gamma0.1592
Theoretical1.68
Ask2.4
Theta-0.0039
Intrinsic Value1.35
Volume0
Vega0.0156
Time Value-1.35
Open Interest0
Rho-0.0092
Delta / Theta217.8643
|
0 |
0% |
9.6 |
12.4 |
0 |
61.00 |
0 |
0% |
0 |
0.8 |
0 |
FNDX Call 61.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|61.00C
Delta0.9519
Imp Vol0.2292
Bid9.6
Gamma0.0137
Theoretical11
Ask12.4
Theta-0.0128
Intrinsic Value-36.94
Volume0
Vega0.0319
Time Value36.94
Open Interest0
Rho0.1136
Delta / Theta-74.3527
FNDX Put 61.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|61.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0.8
Theta0
Intrinsic Value36.94
Volume0
Vega0
Time Value-36.94
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
8.6 |
11.4 |
0 |
62.00 |
0 |
0% |
0 |
1 |
0 |
FNDX Call 62.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|62.00C
Delta0.9505
Imp Vol0.2078
Bid8.6
Gamma0.0155
Theoretical10
Ask11.4
Theta-0.0126
Intrinsic Value-37.94
Volume0
Vega0.0326
Time Value37.94
Open Interest0
Rho0.1154
Delta / Theta-75.6427
FNDX Put 62.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|62.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask1
Theta0
Intrinsic Value37.94
Volume0
Vega0
Time Value-37.94
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
7.6 |
9.5 |
0 |
63.00 |
0 |
0% |
0 |
1.15 |
0 |
FNDX Call 63.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|63.00C
Delta0.8679
Imp Vol0.2822
Bid7.6
Gamma0.0238
Theoretical9.5
Ask9.5
Theta-0.0204
Intrinsic Value-38.94
Volume0
Vega0.0682
Time Value38.94
Open Interest0
Rho0.1047
Delta / Theta-42.6359
FNDX Put 63.00
Exp: Dec 20, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241220|63.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask1.15
Theta0
Intrinsic Value38.94
Volume0
Vega0
Time Value-38.94
Open Interest0
Rho0
Delta / Theta0
|