6.4 |
6.4% |
6.11 |
6.17 |
2 |
583.00 |
1.16 |
1.16% |
1.15 |
1.16 |
2,298 |
SPY Call 583.00
Exp: Nov 21, 2024
Last: 6.4
Chg.: 6.4%
SymbolSPY|20241121|583.00C
Delta0.747
Imp Vol0.2469
Bid6.11
Gamma0.0421
Theoretical6.14
Ask6.17
Theta-1.2601
Intrinsic Value2.36
Volume2
Vega0.0984
Time Value4.04
Open Interest174
Rho0.0119
Delta / Theta-0.5928
SPY Put 583.00
Exp: Nov 21, 2024
Last: 1.16
Chg.: 1.16%
SymbolSPY|20241121|583.00P
Delta-0.2533
Imp Vol0.2469
Bid1.15
Gamma0.0421
Theoretical1.16
Ask1.16
Theta-1.2009
Intrinsic Value-2.36
Volume2,298
Vega0.0985
Time Value3.52
Open Interest3,913
Rho-0.0037
Delta / Theta0.2109
|
5.6 |
5.6% |
5.38 |
5.43 |
55 |
584.00 |
1.41 |
1.41% |
1.4 |
1.41 |
2,958 |
SPY Call 584.00
Exp: Nov 21, 2024
Last: 5.6
Chg.: 5.6%
SymbolSPY|20241121|584.00C
Delta0.7038
Imp Vol0.2455
Bid5.38
Gamma0.0458
Theoretical5.405
Ask5.43
Theta-1.3488
Intrinsic Value1.36
Volume55
Vega0.1064
Time Value4.24
Open Interest551
Rho0.0112
Delta / Theta-0.5218
SPY Put 584.00
Exp: Nov 21, 2024
Last: 1.41
Chg.: 1.41%
SymbolSPY|20241121|584.00P
Delta-0.2955
Imp Vol0.2441
Bid1.4
Gamma0.046
Theoretical1.41
Ask1.41
Theta-1.2801
Intrinsic Value-1.36
Volume2,958
Vega0.1063
Time Value2.77
Open Interest2,449
Rho-0.0043
Delta / Theta0.2309
|
4.67 |
4.67% |
4.69 |
4.73 |
193 |
585.00 |
1.73 |
1.73% |
1.72 |
1.73 |
4,249 |
SPY Call 585.00
Exp: Nov 21, 2024
Last: 4.67
Chg.: 4.67%
SymbolSPY|20241121|585.00C
Delta0.6572
Imp Vol0.2438
Bid4.69
Gamma0.049
Theoretical4.71
Ask4.73
Theta-1.4189
Intrinsic Value0.36
Volume193
Vega0.1131
Time Value4.31
Open Interest1,008
Rho0.0105
Delta / Theta-0.4632
SPY Put 585.00
Exp: Nov 21, 2024
Last: 1.73
Chg.: 1.73%
SymbolSPY|20241121|585.00P
Delta-0.3432
Imp Vol0.2438
Bid1.72
Gamma0.0491
Theoretical1.73
Ask1.73
Theta-1.3597
Intrinsic Value-0.36
Volume4,249
Vega0.1131
Time Value2.09
Open Interest4,459
Rho-0.005
Delta / Theta0.2524
|
|
585.36 |
Price @ Nov 20, 2024 15:17 GMT |
4.13 |
4.13% |
4.05 |
4.07 |
322 |
586.00 |
2.08 |
2.08% |
2.07 |
2.08 |
2,555 |
SPY Call 586.00
Exp: Nov 21, 2024
Last: 4.13
Chg.: 4.13%
SymbolSPY|20241121|586.00C
Delta0.6076
Imp Vol0.2419
Bid4.05
Gamma0.0516
Theoretical4.06
Ask4.07
Theta-1.4675
Intrinsic Value-0.64
Volume322
Vega0.1183
Time Value4.77
Open Interest1,495
Rho0.0097
Delta / Theta-0.414
SPY Put 586.00
Exp: Nov 21, 2024
Last: 2.08
Chg.: 2.08%
SymbolSPY|20241121|586.00P
Delta-0.3929
Imp Vol0.2418
Bid2.07
Gamma0.0517
Theoretical2.08
Ask2.08
Theta-1.4084
Intrinsic Value0.64
Volume2,555
Vega0.1183
Time Value1.44
Open Interest3,653
Rho-0.0057
Delta / Theta0.2789
|
3.4 |
3.4% |
3.45 |
3.47 |
1,099 |
587.00 |
2.46 |
2.46% |
2.45 |
2.46 |
3,885 |
SPY Call 587.00
Exp: Nov 21, 2024
Last: 3.4
Chg.: 3.4%
SymbolSPY|20241121|587.00C
Delta0.5554
Imp Vol0.2399
Bid3.45
Gamma0.0535
Theoretical3.46
Ask3.47
Theta-1.4925
Intrinsic Value-1.64
Volume1,099
Vega0.1216
Time Value5.04
Open Interest1,416
Rho0.0089
Delta / Theta-0.3721
SPY Put 587.00
Exp: Nov 21, 2024
Last: 2.46
Chg.: 2.46%
SymbolSPY|20241121|587.00P
Delta-0.4448
Imp Vol0.2382
Bid2.45
Gamma0.054
Theoretical2.46
Ask2.46
Theta-1.4233
Intrinsic Value1.64
Volume3,885
Vega0.1216
Time Value0.82
Open Interest3,281
Rho-0.0064
Delta / Theta0.3125
|
2.91 |
2.91% |
2.9 |
2.91 |
3,982 |
588.00 |
2.93 |
2.93% |
2.91 |
2.93 |
6,725 |
SPY Call 588.00
Exp: Nov 21, 2024
Last: 2.91
Chg.: 2.91%
SymbolSPY|20241121|588.00C
Delta0.5015
Imp Vol0.2378
Bid2.9
Gamma0.0545
Theoretical2.91
Ask2.91
Theta-1.4902
Intrinsic Value-2.64
Volume3,982
Vega0.1228
Time Value5.55
Open Interest2,171
Rho0.008
Delta / Theta-0.3365
SPY Put 588.00
Exp: Nov 21, 2024
Last: 2.93
Chg.: 2.93%
SymbolSPY|20241121|588.00P
Delta-0.4992
Imp Vol0.2376
Bid2.91
Gamma0.0546
Theoretical2.93
Ask2.93
Theta-1.4312
Intrinsic Value2.64
Volume6,725
Vega0.1227
Time Value0.29
Open Interest1,767
Rho-0.0071
Delta / Theta0.3488
|