6.54 |
13.34% |
6.45 |
6.75 |
387 |
287.50 |
1.06 |
-47% |
0.99 |
1.05 |
2,529 |
MSFT Call 287.50
Exp: Aug 19, 2022
Last: 6.54
Chg.: 13.34%
SymbolMSFT|20220819|287.50C
Delta0.8077
Imp Vol0.2227
Bid6.45
Gamma0.04
Theoretical6.54
Ask6.75
Theta-0.2428
Intrinsic Value5.97
Volume387
Vega0.0839
Time Value0.57
Open Interest6,059
Rho0.0252
Delta / Theta-3.327
MSFT Put 287.50
Exp: Aug 19, 2022
Last: 1.06
Chg.: -47%
SymbolMSFT|20220819|287.50P
Delta-0.2231
Imp Vol0.2551
Bid0.99
Gamma0.0381
Theoretical1.02
Ask1.05
Theta-0.2897
Intrinsic Value-5.97
Volume2,529
Vega0.0916
Time Value7.03
Open Interest3,333
Rho-0.0066
Delta / Theta0.7701
|
4.56 |
11.22% |
4.55 |
4.75 |
3,785 |
290.00 |
1.69 |
-39.64% |
1.57 |
1.66 |
5,047 |
MSFT Call 290.00
Exp: Aug 19, 2022
Last: 4.56
Chg.: 11.22%
SymbolMSFT|20220819|290.00C
Delta0.6996
Imp Vol0.2115
Bid4.55
Gamma0.0536
Theoretical4.56
Ask4.75
Theta-0.2905
Intrinsic Value3.47
Volume3,785
Vega0.1068
Time Value1.09
Open Interest13,353
Rho0.022
Delta / Theta-2.4085
MSFT Put 290.00
Exp: Aug 19, 2022
Last: 1.69
Chg.: -39.64%
SymbolMSFT|20220819|290.00P
Delta-0.3246
Imp Vol0.2447
Bid1.57
Gamma0.0479
Theoretical1.61
Ask1.66
Theta-0.3342
Intrinsic Value-3.47
Volume5,047
Vega0.1104
Time Value5.16
Open Interest3,896
Rho-0.0095
Delta / Theta0.9714
|
2.95 |
21.4% |
2.96 |
3.05 |
6,892 |
292.50 |
2.57 |
-35.75% |
2.35 |
2.58 |
3,236 |
MSFT Call 292.50
Exp: Aug 19, 2022
Last: 2.95
Chg.: 21.4%
SymbolMSFT|20220819|292.50C
Delta0.554
Imp Vol0.2111
Bid2.96
Gamma0.061
Theoretical3.01
Ask3.05
Theta-0.3266
Intrinsic Value0.97
Volume6,892
Vega0.1213
Time Value1.98
Open Interest5,064
Rho0.0175
Delta / Theta-1.6965
MSFT Put 292.50
Exp: Aug 19, 2022
Last: 2.57
Chg.: -35.75%
SymbolMSFT|20220819|292.50P
Delta-0.452
Imp Vol0.2416
Bid2.35
Gamma0.0535
Theoretical2.57
Ask2.58
Theta-0.3621
Intrinsic Value-0.97
Volume3,236
Vega0.1216
Time Value3.54
Open Interest767
Rho-0.0131
Delta / Theta1.2481
|
|
293.47 |
Price @ Aug 15, 2022 20:03 GMT |
1.73 |
2.37% |
1.69 |
1.75 |
13,781 |
295.00 |
3.85 |
-28.04% |
3.6 |
3.85 |
1,150 |
MSFT Call 295.00
Exp: Aug 19, 2022
Last: 1.73
Chg.: 2.37%
SymbolMSFT|20220819|295.00C
Delta0.397
Imp Vol0.2023
Bid1.69
Gamma0.0621
Theoretical1.73
Ask1.75
Theta-0.304
Intrinsic Value-1.53
Volume13,781
Vega0.1184
Time Value3.26
Open Interest10,298
Rho0.0126
Delta / Theta-1.306
MSFT Put 295.00
Exp: Aug 19, 2022
Last: 3.85
Chg.: -28.04%
SymbolMSFT|20220819|295.00P
Delta-0.587
Imp Vol0.238
Bid3.6
Gamma0.0534
Theoretical3.85
Ask3.85
Theta-0.3493
Intrinsic Value1.53
Volume1,150
Vega0.1195
Time Value2.32
Open Interest1,585
Rho-0.0166
Delta / Theta1.6806
|
0.82 |
-13.68% |
0.85 |
0.92 |
4,829 |
297.50 |
5.6 |
-21.13% |
5.25 |
5.55 |
39 |
MSFT Call 297.50
Exp: Aug 19, 2022
Last: 0.82
Chg.: -13.68%
SymbolMSFT|20220819|297.50C
Delta0.2486
Imp Vol0.1967
Bid0.85
Gamma0.0525
Theoretical0.89
Ask0.92
Theta-0.2421
Intrinsic Value-4.03
Volume4,829
Vega0.0973
Time Value4.85
Open Interest4,424
Rho0.0079
Delta / Theta-1.0269
MSFT Put 297.50
Exp: Aug 19, 2022
Last: 5.6
Chg.: -21.13%
SymbolMSFT|20220819|297.50P
Delta-0.7205
Imp Vol0.2284
Bid5.25
Gamma0.0481
Theoretical5.4
Ask5.55
Theta-0.2873
Intrinsic Value4.03
Volume39
Vega0.1032
Time Value1.57
Open Interest101
Rho-0.0194
Delta / Theta2.5082
|
0.39 |
-25% |
0.39 |
0.4 |
20,668 |
300.00 |
7.65 |
-22.73% |
6.95 |
7.65 |
169 |
MSFT Call 300.00
Exp: Aug 19, 2022
Last: 0.39
Chg.: -25%
SymbolMSFT|20220819|300.00C
Delta0.1327
Imp Vol0.1918
Bid0.39
Gamma0.0364
Theoretical0.39
Ask0.4
Theta-0.1595
Intrinsic Value-6.53
Volume20,668
Vega0.0659
Time Value6.92
Open Interest23,793
Rho0.0042
Delta / Theta-0.832
MSFT Put 300.00
Exp: Aug 19, 2022
Last: 7.65
Chg.: -22.73%
SymbolMSFT|20220819|300.00P
Delta-0.7903
Imp Vol0.2634
Bid6.95
Gamma0.0357
Theoretical7.65
Ask7.65
Theta-0.2831
Intrinsic Value6.53
Volume169
Vega0.0883
Time Value1.12
Open Interest1,551
Rho-0.0207
Delta / Theta2.7921
|