2.47 |
2.47% |
2.46 |
2.5 |
3,006 |
528.00 |
0.1 |
0.1% |
0.09 |
0.1 |
57,827 |
SPY Call 528.00
Exp: May 21, 2024
Last: 2.47
Chg.: 2.47%
SymbolSPY|20240521|528.00C
Delta0.9694
Imp Vol0.0477
Bid2.46
Gamma0.0525
Theoretical2.47
Ask2.5
Theta-0.1094
Intrinsic Value2.51
Volume3,006
Vega0.019
Time Value-0.04
Open Interest3,386
Rho0.0138
Delta / Theta-8.8617
SPY Put 528.00
Exp: May 21, 2024
Last: 0.1
Chg.: 0.1%
SymbolSPY|20240521|528.00P
Delta-0.106
Imp Vol0.0714
Bid0.09
Gamma0.0931
Theoretical0.1
Ask0.1
Theta-0.1764
Intrinsic Value-2.51
Volume57,827
Vega0.0504
Time Value2.61
Open Interest11,830
Rho-0.0014
Delta / Theta0.6008
|
1.58 |
1.58% |
1.57 |
1.6 |
58,863 |
529.00 |
0.21 |
0.21% |
0.2 |
0.21 |
138,320 |
SPY Call 529.00
Exp: May 21, 2024
Last: 1.58
Chg.: 1.58%
SymbolSPY|20240521|529.00C
Delta0.8387
Imp Vol0.0535
Bid1.57
Gamma0.1658
Theoretical1.58
Ask1.6
Theta-0.2377
Intrinsic Value1.51
Volume58,863
Vega0.0674
Time Value0.07
Open Interest6,061
Rho0.012
Delta / Theta-3.528
SPY Put 529.00
Exp: May 21, 2024
Last: 0.21
Chg.: 0.21%
SymbolSPY|20240521|529.00P
Delta-0.2082
Imp Vol0.0648
Bid0.2
Gamma0.1609
Theoretical0.21
Ask0.21
Theta-0.2475
Intrinsic Value-1.51
Volume138,320
Vega0.079
Time Value1.72
Open Interest16,767
Rho-0.0027
Delta / Theta0.8413
|
0.84 |
0.84% |
0.83 |
0.84 |
179,735 |
530.00 |
0.45 |
0.45% |
0.44 |
0.45 |
96,274 |
SPY Call 530.00
Exp: May 21, 2024
Last: 0.84
Chg.: 0.84%
SymbolSPY|20240521|530.00C
Delta0.6223
Imp Vol0.0532
Bid0.83
Gamma0.2592
Theoretical0.84
Ask0.84
Theta-0.3235
Intrinsic Value0.51
Volume179,735
Vega0.1047
Time Value0.33
Open Interest14,824
Rho0.0089
Delta / Theta-1.9236
SPY Put 530.00
Exp: May 21, 2024
Last: 0.45
Chg.: 0.45%
SymbolSPY|20240521|530.00P
Delta-0.3923
Imp Vol0.0591
Bid0.44
Gamma0.2375
Theoretical0.45
Ask0.45
Theta-0.2949
Intrinsic Value-0.51
Volume96,274
Vega0.1058
Time Value0.96
Open Interest12,014
Rho-0.0049
Delta / Theta1.3304
|
|
530.51 |
Price @ May 21, 2024 15:24 GMT |
0.35 |
0.35% |
0.34 |
0.35 |
116,657 |
531.00 |
0.95 |
0.95% |
0.94 |
0.96 |
21,493 |
SPY Call 531.00
Exp: May 21, 2024
Last: 0.35
Chg.: 0.35%
SymbolSPY|20240521|531.00C
Delta0.3549
Imp Vol0.053
Bid0.34
Gamma0.2551
Theoretical0.35
Ask0.35
Theta-0.2989
Intrinsic Value-0.49
Volume116,657
Vega0.1026
Time Value0.84
Open Interest23,322
Rho0.0051
Delta / Theta-1.1876
SPY Put 531.00
Exp: May 21, 2024
Last: 0.95
Chg.: 0.95%
SymbolSPY|20240521|531.00P
Delta-0.6404
Imp Vol0.0575
Bid0.94
Gamma0.2418
Theoretical0.95
Ask0.96
Theta-0.2672
Intrinsic Value0.49
Volume21,493
Vega0.1028
Time Value0.46
Open Interest9,404
Rho-0.0071
Delta / Theta2.3965
|
0.12 |
0.12% |
0.11 |
0.12 |
58,462 |
532.00 |
1.77 |
1.77% |
1.69 |
1.76 |
4,945 |
SPY Call 532.00
Exp: May 21, 2024
Last: 0.12
Chg.: 0.12%
SymbolSPY|20240521|532.00C
Delta0.1532
Imp Vol0.0547
Bid0.11
Gamma0.1569
Theoretical0.12
Ask0.12
Theta-0.1907
Intrinsic Value-1.49
Volume58,462
Vega0.0652
Time Value1.61
Open Interest15,327
Rho0.0022
Delta / Theta-0.8033
SPY Put 532.00
Exp: May 21, 2024
Last: 1.77
Chg.: 1.77%
SymbolSPY|20240521|532.00P
Delta-0.8306
Imp Vol0.0611
Bid1.69
Gamma0.1563
Theoretical1.725
Ask1.76
Theta-0.179
Intrinsic Value1.49
Volume4,945
Vega0.069
Time Value0.28
Open Interest2,413
Rho-0.0076
Delta / Theta4.6393
|
0.04 |
0.04% |
0.03 |
0.04 |
59,404 |
533.00 |
2.65 |
2.65% |
2.59 |
2.7 |
817 |
SPY Call 533.00
Exp: May 21, 2024
Last: 0.04
Chg.: 0.04%
SymbolSPY|20240521|533.00C
Delta0.058
Imp Vol0.0585
Bid0.03
Gamma0.0718
Theoretical0.04
Ask0.04
Theta-0.0987
Intrinsic Value-2.49
Volume59,404
Vega0.032
Time Value2.53
Open Interest13,720
Rho0.0008
Delta / Theta-0.5875
SPY Put 533.00
Exp: May 21, 2024
Last: 2.65
Chg.: 2.65%
SymbolSPY|20240521|533.00P
Delta-0.923
Imp Vol0.069
Bid2.59
Gamma0.0916
Theoretical2.65
Ask2.7
Theta-0.1077
Intrinsic Value2.49
Volume817
Vega0.0388
Time Value0.16
Open Interest619
Rho-0.0061
Delta / Theta8.5678
|