| 0 |
0% |
54.1 |
57.9 |
0 |
55.00 |
0 |
0% |
0 |
0.25 |
0 |
MRCY Call 55.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|55.00C
Delta0.9997
Imp Vol1.5168
Bid54.1
Gamma0
Theoretical56.16
Ask57.9
Theta-0.0072
Intrinsic Value56.12
Volume0
Vega0.0002
Time Value-56.12
Open Interest0
Rho0.0105
Delta / Theta-139.4706
MRCY Put 55.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|55.00P
Delta-0.0094
Imp Vol2.3205
Bid0
Gamma0.0007
Theoretical0.13
Ask0.25
Theta-0.0641
Intrinsic Value-56.12
Volume0
Vega0.0039
Time Value56.12
Open Interest1
Rho-0.0002
Delta / Theta0.1461
|
| 0 |
0% |
49.1 |
52.9 |
0 |
60.00 |
0 |
0% |
0 |
2.15 |
0 |
MRCY Call 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00C
Delta0.9988
Imp Vol1.518
Bid49.1
Gamma0.0002
Theoretical51.17
Ask52.9
Theta-0.0125
Intrinsic Value51.12
Volume0
Vega0.0006
Time Value-51.12
Open Interest0
Rho0.0115
Delta / Theta-79.7328
MRCY Put 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00P
Delta-0.0469
Imp Vol3.0416
Bid0
Gamma0.0021
Theoretical1.07
Ask2.15
Theta-0.3273
Intrinsic Value-51.12
Volume0
Vega0.0151
Time Value51.12
Open Interest1
Rho-0.0011
Delta / Theta0.1434
|
| 0 |
0% |
44.1 |
47.8 |
0 |
65.00 |
0 |
0% |
0 |
0.3 |
0 |
MRCY Call 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00C
Delta0.9992
Imp Vol1.2704
Bid44.1
Gamma0.0001
Theoretical46.17
Ask47.8
Theta-0.0105
Intrinsic Value46.12
Volume0
Vega0.0004
Time Value-46.12
Open Interest0
Rho0.0124
Delta / Theta-95.1844
MRCY Put 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00P
Delta-0.0137
Imp Vol1.8655
Bid0
Gamma0.0012
Theoretical0.15
Ask0.3
Theta-0.0715
Intrinsic Value-46.12
Volume0
Vega0.0054
Time Value46.12
Open Interest1
Rho-0.0003
Delta / Theta0.191
|
|
111.12 |
Price @ Aug 14, 2026 20:53 GMT |
| 6.49 |
5.53% |
6.3 |
8.7 |
24 |
115.00 |
0 |
0% |
9.2 |
12.7 |
0 |
MRCY Call 115.00
Exp: Aug 21, 2026
Last: 6.49
Chg.: 5.53%
SymbolMRCY|20260821|115.00C
Delta0.476
Imp Vol1.4885
Bid6.3
Gamma0.0174
Theoretical7.5
Ask8.7
Theta-0.656
Intrinsic Value-3.88
Volume24
Vega0.0613
Time Value10.37
Open Interest90
Rho0.0087
Delta / Theta-0.7257
MRCY Put 115.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|115.00P
Delta-0.5285
Imp Vol1.4303
Bid9.2
Gamma0.0181
Theoretical10.95
Ask12.7
Theta-0.6196
Intrinsic Value3.88
Volume0
Vega0.0612
Time Value-3.88
Open Interest2
Rho-0.0116
Delta / Theta0.8531
|
| 4.9 |
6.99% |
2.9 |
7 |
10 |
120.00 |
0 |
0% |
12.8 |
15.8 |
0 |
MRCY Call 120.00
Exp: Aug 21, 2026
Last: 4.9
Chg.: 6.99%
SymbolMRCY|20260821|120.00C
Delta0.3778
Imp Vol1.3574
Bid2.9
Gamma0.0182
Theoretical4.95
Ask7
Theta-0.5707
Intrinsic Value-8.88
Volume10
Vega0.0585
Time Value13.78
Open Interest46
Rho0.0071
Delta / Theta-0.6619
MRCY Put 120.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|120.00P
Delta-0.6103
Imp Vol1.4501
Bid12.8
Gamma0.0172
Theoretical14.3
Ask15.8
Theta-0.6045
Intrinsic Value8.88
Volume0
Vega0.059
Time Value-8.88
Open Interest11
Rho-0.0133
Delta / Theta1.0096
|
| 3.9 |
0% |
1.75 |
5.7 |
110 |
125.00 |
0 |
0% |
16.4 |
19.1 |
0 |
MRCY Call 125.00
Exp: Aug 21, 2026
Last: 3.9
Chg.: 0%
SymbolMRCY|20260821|125.00C
Delta0.303
Imp Vol1.3822
Bid1.75
Gamma0.0164
Theoretical3.72
Ask5.7
Theta-0.5336
Intrinsic Value-13.88
Volume110
Vega0.0537
Time Value17.78
Open Interest60
Rho0.0057
Delta / Theta-0.5679
MRCY Put 125.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|125.00P
Delta-0.6903
Imp Vol1.4231
Bid16.4
Gamma0.0161
Theoretical17.75
Ask19.1
Theta-0.5438
Intrinsic Value13.88
Volume0
Vega0.0543
Time Value-13.88
Open Interest3
Rho-0.015
Delta / Theta1.2693
|
| 0 |
0% |
2,320.8 |
2,336.5 |
0 |
4,650.00 |
45.4 |
0% |
43.9 |
44.9 |
1 |
MRCY Call 4,650.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4650.00C
Delta0
Imp Vol0
Bid2,320.8
Gamma0
Theoretical0
Ask2,336.5
Theta0
Intrinsic Value-4,580.11
Volume0
Vega0
Time Value4,580.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,650.00
Exp: Aug 21, 2026
Last: 45.4
Chg.: 0%
Symbol$SPX|20260821|4650.00P
Delta0
Imp Vol0
Bid43.9
Gamma0
Theoretical0
Ask44.9
Theta0
Intrinsic Value4,580.11
Volume1
Vega0
Time Value-4,534.71
Open Interest64
Rho0
Delta / Theta0
|
| 0 |
0% |
2,298.1 |
2,313 |
0 |
4,675.00 |
57.57 |
0% |
44.8 |
45.9 |
0 |
MRCY Call 4,675.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4675.00C
Delta0
Imp Vol0
Bid2,298.1
Gamma0
Theoretical0
Ask2,313
Theta0
Intrinsic Value-4,605.11
Volume0
Vega0
Time Value4,605.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,675.00
Exp: Aug 21, 2026
Last: 57.57
Chg.: 0%
Symbol$SPX|20260821|4675.00P
Delta0
Imp Vol0
Bid44.8
Gamma0
Theoretical0
Ask45.9
Theta0
Intrinsic Value4,605.11
Volume0
Vega0
Time Value-4,547.54
Open Interest37
Rho0
Delta / Theta0
|
| 0 |
0% |
2,274.1 |
2,289.8 |
0 |
4,700.00 |
51.26 |
0% |
45.7 |
46.8 |
0 |
MRCY Call 4,700.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4700.00C
Delta0
Imp Vol0
Bid2,274.1
Gamma0
Theoretical0
Ask2,289.8
Theta0
Intrinsic Value-4,630.11
Volume0
Vega0
Time Value4,630.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,700.00
Exp: Aug 21, 2026
Last: 51.26
Chg.: 0%
Symbol$SPX|20260821|4700.00P
Delta0
Imp Vol0
Bid45.7
Gamma0
Theoretical0
Ask46.8
Theta0
Intrinsic Value4,630.11
Volume0
Vega0
Time Value-4,578.85
Open Interest97
Rho0
Delta / Theta0
|