| 2.85 |
2.85% |
2.74 |
2.79 |
3,122 |
103.00 |
0.13 |
0.13% |
0.13 |
0.14 |
9,142 |
INTC Call 103.00
Exp: Sep 09, 2026
Last: 2.85
Chg.: 2.85%
SymbolINTC|20260909|103.00C
Delta0.8642
Imp Vol0.4406
Bid2.74
Gamma0.0902
Theoretical2.765
Ask2.79
Theta-0.2749
Intrinsic Value2.6
Volume3,122
Vega0.012
Time Value0.25
Open Interest1,909
Rho0.0024
Delta / Theta-3.1434
INTC Put 103.00
Exp: Sep 09, 2026
Last: 0.13
Chg.: 0.13%
SymbolINTC|20260909|103.00P
Delta-0.1202
Imp Vol0.412
Bid0.13
Gamma0.0886
Theoretical0.135
Ask0.14
Theta-0.2287
Intrinsic Value-2.6
Volume9,142
Vega0.011
Time Value2.73
Open Interest4,760
Rho-0.0003
Delta / Theta0.5257
|
| 1.9 |
1.9% |
1.88 |
1.93 |
7,163 |
104.00 |
0.29 |
0.29% |
0.28 |
0.29 |
4,914 |
INTC Call 104.00
Exp: Sep 09, 2026
Last: 1.9
Chg.: 1.9%
SymbolINTC|20260909|104.00C
Delta0.7671
Imp Vol0.4082
Bid1.88
Gamma0.1365
Theoretical1.905
Ask1.93
Theta-0.3543
Intrinsic Value1.6
Volume7,163
Vega0.0168
Time Value0.3
Open Interest1,567
Rho0.0021
Delta / Theta-2.1653
INTC Put 104.00
Exp: Sep 09, 2026
Last: 0.29
Chg.: 0.29%
SymbolINTC|20260909|104.00P
Delta-0.2256
Imp Vol0.3945
Bid0.28
Gamma0.1388
Theoretical0.285
Ask0.29
Theta-0.3279
Intrinsic Value-1.6
Volume4,914
Vega0.0165
Time Value1.89
Open Interest2,977
Rho-0.0006
Delta / Theta0.6879
|
| 1.24 |
1.24% |
1.22 |
1.29 |
24,228 |
105.00 |
0.58 |
0.58% |
0.59 |
0.6 |
9,209 |
INTC Call 105.00
Exp: Sep 09, 2026
Last: 1.24
Chg.: 1.24%
SymbolINTC|20260909|105.00C
Delta0.6058
Imp Vol0.4242
Bid1.22
Gamma0.1654
Theoretical1.255
Ask1.29
Theta-0.4598
Intrinsic Value0.6
Volume24,228
Vega0.0211
Time Value0.64
Open Interest5,826
Rho0.0017
Delta / Theta-1.3177
INTC Put 105.00
Exp: Sep 09, 2026
Last: 0.58
Chg.: 0.58%
SymbolINTC|20260909|105.00P
Delta-0.3872
Imp Vol0.3943
Bid0.59
Gamma0.1772
Theoretical0.595
Ask0.6
Theta-0.417
Intrinsic Value-0.6
Volume9,209
Vega0.021
Time Value1.18
Open Interest1,977
Rho-0.001
Delta / Theta0.9285
|
|
105.6 |
Price @ Sep 09, 2026 15:01 GMT |
| 0.73 |
0.73% |
0.72 |
0.74 |
19,620 |
106.00 |
1.1 |
1.1% |
1.1 |
1.13 |
1,621 |
INTC Call 106.00
Exp: Sep 09, 2026
Last: 0.73
Chg.: 0.73%
SymbolINTC|20260909|106.00C
Delta0.4348
Imp Vol0.4183
Bid0.72
Gamma0.1715
Theoretical0.73
Ask0.74
Theta-0.4622
Intrinsic Value-0.4
Volume19,620
Vega0.0216
Time Value1.13
Open Interest3,757
Rho0.0012
Delta / Theta-0.9408
INTC Put 106.00
Exp: Sep 09, 2026
Last: 1.1
Chg.: 1.1%
SymbolINTC|20260909|106.00P
Delta-0.567
Imp Vol0.4099
Bid1.1
Gamma0.1753
Theoretical1.115
Ask1.13
Theta-0.4441
Intrinsic Value0.4
Volume1,621
Vega0.0216
Time Value0.7
Open Interest1,382
Rho-0.0014
Delta / Theta1.2768
|
| 0.43 |
0.43% |
0.4 |
0.43 |
6,327 |
107.00 |
1.73 |
1.73% |
1.75 |
1.78 |
273 |
INTC Call 107.00
Exp: Sep 09, 2026
Last: 0.43
Chg.: 0.43%
SymbolINTC|20260909|107.00C
Delta0.2832
Imp Vol0.4345
Bid0.4
Gamma0.142
Theoretical0.415
Ask0.43
Theta-0.4119
Intrinsic Value-1.4
Volume6,327
Vega0.0186
Time Value1.83
Open Interest7,319
Rho0.0008
Delta / Theta-0.6876
INTC Put 107.00
Exp: Sep 09, 2026
Last: 1.73
Chg.: 1.73%
SymbolINTC|20260909|107.00P
Delta-0.7316
Imp Vol0.4053
Bid1.75
Gamma0.1485
Theoretical1.765
Ask1.78
Theta-0.3662
Intrinsic Value1.4
Volume273
Vega0.0181
Time Value0.33
Open Interest353
Rho-0.0018
Delta / Theta1.9975
|
| 0.22 |
0.22% |
0.21 |
0.24 |
3,286 |
108.00 |
2.57 |
2.57% |
2.55 |
2.6 |
71 |
INTC Call 108.00
Exp: Sep 09, 2026
Last: 0.22
Chg.: 0.22%
SymbolINTC|20260909|108.00C
Delta0.1715
Imp Vol0.4511
Bid0.21
Gamma0.1028
Theoretical0.225
Ask0.24
Theta-0.3211
Intrinsic Value-2.4
Volume3,286
Vega0.014
Time Value2.62
Open Interest1,311
Rho0.0005
Delta / Theta-0.5341
INTC Put 108.00
Exp: Sep 09, 2026
Last: 2.57
Chg.: 2.57%
SymbolINTC|20260909|108.00P
Delta-0.8524
Imp Vol0.4107
Bid2.55
Gamma0.1027
Theoretical2.575
Ask2.6
Theta-0.2575
Intrinsic Value2.4
Volume71
Vega0.0127
Time Value0.17
Open Interest247
Rho-0.0019
Delta / Theta3.3105
|