6.09 |
6.09% |
5.87 |
5.9 |
392 |
556.00 |
3.1 |
3.1% |
3.09 |
3.1 |
4,468 |
SPY Call 556.00
Exp: Mar 31, 2025
Last: 6.09
Chg.: 6.09%
SymbolSPY|20250331|556.00C
Delta0.6092
Imp Vol0.213
Bid5.87
Gamma0.0356
Theoretical5.885
Ask5.9
Theta-0.7182
Intrinsic Value2.14
Volume392
Vega0.1944
Time Value3.95
Open Interest410
Rho0.0275
Delta / Theta-0.8483
SPY Put 556.00
Exp: Mar 31, 2025
Last: 3.1
Chg.: 3.1%
SymbolSPY|20250331|556.00P
Delta-0.3936
Imp Vol0.2176
Bid3.09
Gamma0.035
Theoretical3.1
Ask3.1
Theta-0.6896
Intrinsic Value-2.14
Volume4,468
Vega0.1948
Time Value5.24
Open Interest2,646
Rho-0.0162
Delta / Theta0.5707
|
5.49 |
5.49% |
5.26 |
5.29 |
695 |
557.00 |
3.43 |
3.43% |
3.44 |
3.47 |
6,114 |
SPY Call 557.00
Exp: Mar 31, 2025
Last: 5.49
Chg.: 5.49%
SymbolSPY|20250331|557.00C
Delta0.5735
Imp Vol0.2116
Bid5.26
Gamma0.0366
Theoretical5.275
Ask5.29
Theta-0.727
Intrinsic Value1.14
Volume695
Vega0.1986
Time Value4.35
Open Interest220
Rho0.0259
Delta / Theta-0.7888
SPY Put 557.00
Exp: Mar 31, 2025
Last: 3.43
Chg.: 3.43%
SymbolSPY|20250331|557.00P
Delta-0.4281
Imp Vol0.2143
Bid3.44
Gamma0.0362
Theoretical3.455
Ask3.47
Theta-0.6919
Intrinsic Value-1.14
Volume6,114
Vega0.1988
Time Value4.57
Open Interest2,266
Rho-0.0176
Delta / Theta0.6188
|
4.68 |
4.68% |
4.68 |
4.7 |
1,927 |
558.00 |
3.91 |
3.91% |
3.9 |
3.91 |
8,256 |
SPY Call 558.00
Exp: Mar 31, 2025
Last: 4.68
Chg.: 4.68%
SymbolSPY|20250331|558.00C
Delta0.5369
Imp Vol0.2093
Bid4.68
Gamma0.0375
Theoretical4.68
Ask4.7
Theta-0.7265
Intrinsic Value0.14
Volume1,927
Vega0.2012
Time Value4.54
Open Interest1,793
Rho0.0243
Delta / Theta-0.739
SPY Put 558.00
Exp: Mar 31, 2025
Last: 3.91
Chg.: 3.91%
SymbolSPY|20250331|558.00P
Delta-0.4647
Imp Vol0.2144
Bid3.9
Gamma0.0367
Theoretical3.91
Ask3.91
Theta-0.6995
Intrinsic Value-0.14
Volume8,256
Vega0.2012
Time Value4.05
Open Interest2,975
Rho-0.0189
Delta / Theta0.6643
|
|
558.14 |
Price @ Mar 28, 2025 15:11 GMT |
4.1 |
4.1% |
4.1 |
4.12 |
3,720 |
559.00 |
4.36 |
4.36% |
4.34 |
4.37 |
8,715 |
SPY Call 559.00
Exp: Mar 31, 2025
Last: 4.1
Chg.: 4.1%
SymbolSPY|20250331|559.00C
Delta0.4991
Imp Vol0.2058
Bid4.1
Gamma0.0383
Theoretical4.1
Ask4.12
Theta-0.7162
Intrinsic Value-0.86
Volume3,720
Vega0.2021
Time Value4.96
Open Interest613
Rho0.0226
Delta / Theta-0.697
SPY Put 559.00
Exp: Mar 31, 2025
Last: 4.36
Chg.: 4.36%
SymbolSPY|20250331|559.00P
Delta-0.5017
Imp Vol0.2124
Bid4.34
Gamma0.0372
Theoretical4.36
Ask4.37
Theta-0.6942
Intrinsic Value0.86
Volume8,715
Vega0.202
Time Value3.5
Open Interest2,532
Rho-0.0201
Delta / Theta0.7227
|
3.61 |
3.61% |
3.61 |
3.62 |
7,646 |
560.00 |
4.88 |
4.88% |
4.87 |
4.9 |
23,436 |
SPY Call 560.00
Exp: Mar 31, 2025
Last: 3.61
Chg.: 3.61%
SymbolSPY|20250331|560.00C
Delta0.4608
Imp Vol0.2049
Bid3.61
Gamma0.0382
Theoretical3.61
Ask3.62
Theta-0.7082
Intrinsic Value-1.86
Volume7,646
Vega0.2011
Time Value5.47
Open Interest4,923
Rho0.0209
Delta / Theta-0.6507
SPY Put 560.00
Exp: Mar 31, 2025
Last: 4.88
Chg.: 4.88%
SymbolSPY|20250331|560.00P
Delta-0.5388
Imp Vol0.212
Bid4.87
Gamma0.0371
Theoretical4.88
Ask4.9
Theta-0.6881
Intrinsic Value1.86
Volume23,436
Vega0.201
Time Value3.02
Open Interest26,413
Rho-0.0215
Delta / Theta0.7831
|
3.16 |
3.16% |
3.16 |
3.18 |
6,909 |
561.00 |
5.3 |
5.3% |
5.34 |
5.37 |
8,266 |
SPY Call 561.00
Exp: Mar 31, 2025
Last: 3.16
Chg.: 3.16%
SymbolSPY|20250331|561.00C
Delta0.4226
Imp Vol0.2042
Bid3.16
Gamma0.0379
Theoretical3.16
Ask3.18
Theta-0.6941
Intrinsic Value-2.86
Volume6,909
Vega0.1982
Time Value6.02
Open Interest1,578
Rho0.0191
Delta / Theta-0.6088
SPY Put 561.00
Exp: Mar 31, 2025
Last: 5.3
Chg.: 5.3%
SymbolSPY|20250331|561.00P
Delta-0.5774
Imp Vol0.2075
Bid5.34
Gamma0.0374
Theoretical5.355
Ask5.37
Theta-0.6617
Intrinsic Value2.86
Volume8,266
Vega0.1982
Time Value2.44
Open Interest2,253
Rho-0.0228
Delta / Theta0.8727
|