18.17 |
0% |
14.6 |
18.8 |
0 |
11.43 |
0 |
0% |
0 |
0.75 |
0 |
DFEN Call 11.43
Exp: Jan 17, 2025
Last: 18.17
Chg.: 0%
SymbolDFEN|20250117|11.43C
Delta0.9836
Imp Vol2.5087
Bid14.6
Gamma0.0031
Theoretical16.7
Ask18.8
Theta-0.0222
Intrinsic Value16.59
Volume0
Vega0.0022
Time Value1.58
Open Interest0
Rho0.0039
Delta / Theta-44.333
DFEN Put 11.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|11.43P
Delta-0.0407
Imp Vol3.3339
Bid0
Gamma0.005
Theoretical0.37
Ask0.75
Theta-0.0592
Intrinsic Value-16.59
Volume0
Vega0.0046
Time Value16.59
Open Interest200
Rho-0.0005
Delta / Theta0.6888
|
0 |
0% |
12.4 |
15.1 |
0 |
14.43 |
0 |
0% |
0 |
0.75 |
0 |
DFEN Call 14.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|14.43C
Delta0.9716
Imp Vol2.0614
Bid12.4
Gamma0.006
Theoretical13.75
Ask15.1
Theta-0.0289
Intrinsic Value13.59
Volume0
Vega0.0034
Time Value-13.59
Open Interest1
Rho0.0048
Delta / Theta-33.6251
DFEN Put 14.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|14.43P
Delta-0.0535
Imp Vol2.5735
Bid0
Gamma0.008
Theoretical0.38
Ask0.75
Theta-0.0567
Intrinsic Value-13.59
Volume0
Vega0.0058
Time Value13.59
Open Interest227
Rho-0.0006
Delta / Theta0.9423
|
14.5 |
0% |
10.4 |
14.5 |
0 |
15.43 |
0 |
0% |
0 |
0.75 |
0 |
DFEN Call 15.43
Exp: Jan 17, 2025
Last: 14.5
Chg.: 0%
SymbolDFEN|20250117|15.43C
Delta0.878
Imp Vol4.0501
Bid10.4
Gamma0.0095
Theoretical14.5
Ask14.5
Theta-0.168
Intrinsic Value12.59
Volume0
Vega0.0107
Time Value1.91
Open Interest2
Rho0.0036
Delta / Theta-5.2274
DFEN Put 15.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|15.43P
Delta-0.0585
Imp Vol2.3552
Bid0
Gamma0.0094
Theoretical0.38
Ask0.75
Theta-0.0557
Intrinsic Value-12.59
Volume0
Vega0.0062
Time Value12.59
Open Interest139
Rho-0.0007
Delta / Theta1.0497
|
0 |
0% |
0 |
0 |
0 |
28.00 |
0 |
0% |
0 |
0 |
0 |
DFEN Call 28.00
Exp: Jan 05, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.98
Volume0
Vega0
Time Value-0.98
Open Interest0
Rho0
Delta / Theta0
DFEN Put 28.00
Exp: Jan 05, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.98
Volume0
Vega0
Time Value0.98
Open Interest0
Rho0
Delta / Theta0
|
|
28.02 |
Price @ Jan 04, 2025 21:01 GMT |
1 |
42.86% |
0.9 |
1 |
7 |
28.43 |
2 |
0% |
1.3 |
1.4 |
0 |
DFEN Call 28.43
Exp: Jan 17, 2025
Last: 1
Chg.: 42.86%
SymbolDFEN|20250117|28.43C
Delta0.4712
Imp Vol0.5532
Bid0.9
Gamma0.1361
Theoretical1
Ask1
Theta-0.0462
Intrinsic Value-0.41
Volume7
Vega0.021
Time Value1.41
Open Interest60
Rho0.0043
Delta / Theta-10.1965
DFEN Put 28.43
Exp: Jan 17, 2025
Last: 2
Chg.: 0%
SymbolDFEN|20250117|28.43P
Delta-0.5315
Imp Vol0.5439
Bid1.3
Gamma0.1388
Theoretical1.35
Ask1.4
Theta-0.0423
Intrinsic Value0.41
Volume0
Vega0.021
Time Value1.59
Open Interest23
Rho-0.0049
Delta / Theta12.5541
|
0 |
0% |
0 |
0 |
0 |
29.00 |
0 |
0% |
0 |
0 |
0 |
DFEN Call 29.00
Exp: Jan 05, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.02
Volume0
Vega0
Time Value0.02
Open Interest0
Rho0
Delta / Theta0
DFEN Put 29.00
Exp: Jan 05, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.02
Volume0
Vega0
Time Value-0.02
Open Interest0
Rho0
Delta / Theta0
|
0.61 |
27.08% |
0.55 |
0.6 |
5 |
29.43 |
2.73 |
0% |
1.9 |
2.05 |
0 |
DFEN Call 29.43
Exp: Jan 17, 2025
Last: 0.61
Chg.: 27.08%
SymbolDFEN|20250117|29.43C
Delta0.3325
Imp Vol0.5225
Bid0.55
Gamma0.1315
Theoretical0.58
Ask0.6
Theta-0.0396
Intrinsic Value-1.41
Volume5
Vega0.0192
Time Value2.02
Open Interest91
Rho0.0031
Delta / Theta-8.388
DFEN Put 29.43
Exp: Jan 17, 2025
Last: 2.73
Chg.: 0%
SymbolDFEN|20250117|29.43P
Delta-0.6642
Imp Vol0.5381
Bid1.9
Gamma0.1289
Theoretical1.98
Ask2.05
Theta-0.0379
Intrinsic Value1.41
Volume0
Vega0.0193
Time Value1.32
Open Interest29
Rho-0.0059
Delta / Theta17.519
|
0 |
0% |
0 |
0 |
0 |
30.00 |
0 |
0% |
0 |
0 |
0 |
DFEN Call 30.00
Exp: Jan 05, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-1.02
Volume0
Vega0
Time Value1.02
Open Interest0
Rho0
Delta / Theta0
DFEN Put 30.00
Exp: Jan 05, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value1.02
Volume0
Vega0
Time Value-1.02
Open Interest0
Rho0
Delta / Theta0
|
0.3 |
-28.57% |
0.2 |
1.4 |
3 |
30.43 |
2.4 |
0% |
2.65 |
3.1 |
0 |
DFEN Call 30.43
Exp: Jan 17, 2025
Last: 0.3
Chg.: -28.57%
SymbolDFEN|20250117|30.43C
Delta0.2093
Imp Vol0.5012
Bid0.2
Gamma0.1085
Theoretical0.3
Ask1.4
Theta-0.03
Intrinsic Value-2.41
Volume3
Vega0.0152
Time Value2.71
Open Interest160
Rho0.002
Delta / Theta-6.9813
DFEN Put 30.43
Exp: Jan 17, 2025
Last: 2.4
Chg.: 0%
SymbolDFEN|20250117|30.43P
Delta-0.7369
Imp Vol0.6262
Bid2.65
Gamma0.0993
Theoretical2.88
Ask3.1
Theta-0.0394
Intrinsic Value2.41
Volume0
Vega0.0172
Time Value-0.01
Open Interest16
Rho-0.0064
Delta / Theta18.7147
|