0 |
0% |
25 |
28.9 |
0 |
34.23 |
0 |
0% |
0 |
2.15 |
0 |
INDL Call 34.23
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolINDL|20250117|34.23C
Delta0.9097
Imp Vol2.1411
Bid25
Gamma0.0048
Theoretical28.9
Ask28.9
Theta-0.1172
Intrinsic Value27.04
Volume0
Vega0.0256
Time Value-27.04
Open Interest15
Rho0.0176
Delta / Theta-7.7634
INDL Put 34.23
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolINDL|20250117|34.23P
Delta-0.0694
Imp Vol1.8291
Bid0
Gamma0.0046
Theoretical1.08
Ask2.15
Theta-0.0793
Intrinsic Value-27.04
Volume0
Vega0.021
Time Value27.04
Open Interest0
Rho-0.0032
Delta / Theta0.8761
|
35.06 |
0% |
0 |
0 |
0 |
35.00 |
0 |
0% |
0 |
0 |
0 |
INDL Call 35.00
Exp: Jan 17, 2025
Last: 35.06
Chg.: 0%
SymbolINDL|20250117|35.00C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value31.25
Volume0
Vega0
Time Value3.81
Open Interest15
Rho0
Delta / Theta0
INDL Put 35.00
Exp: Dec 26, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-31.25
Volume0
Vega0
Time Value31.25
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
20.4 |
23.9 |
0 |
39.23 |
0 |
0% |
0 |
1.35 |
0 |
INDL Call 39.23
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolINDL|20250117|39.23C
Delta0.9911
Imp Vol0.7696
Bid20.4
Gamma0.002
Theoretical22.15
Ask23.9
Theta-0.0106
Intrinsic Value22.04
Volume0
Vega0.0038
Time Value-22.04
Open Interest0
Rho0.0253
Delta / Theta-93.1028
INDL Put 39.23
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolINDL|20250117|39.23P
Delta-0.0658
Imp Vol1.3022
Bid0
Gamma0.0063
Theoretical0.68
Ask1.35
Theta-0.054
Intrinsic Value-22.04
Volume0
Vega0.0201
Time Value22.04
Open Interest0
Rho-0.0029
Delta / Theta1.2181
|
0 |
0% |
15.8 |
18.9 |
0 |
44.23 |
0 |
0% |
0 |
1.4 |
0 |
INDL Call 44.23
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolINDL|20250117|44.23C
Delta0.9584
Imp Vol0.7839
Bid15.8
Gamma0.0072
Theoretical17.35
Ask18.9
Theta-0.0277
Intrinsic Value17.04
Volume0
Vega0.014
Time Value-17.04
Open Interest0
Rho0.0272
Delta / Theta-34.5914
INDL Put 44.23
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolINDL|20250117|44.23P
Delta-0.0846
Imp Vol1.0288
Bid0
Gamma0.0096
Theoretical0.7
Ask1.4
Theta-0.0515
Intrinsic Value-17.04
Volume0
Vega0.0244
Time Value17.04
Open Interest1
Rho-0.0036
Delta / Theta1.6415
|
|
61.27 |
Price @ Dec 24, 2024 18:15 GMT |
4.7 |
0% |
0 |
3.1 |
0 |
62.23 |
1.9 |
0% |
0.2 |
4.3 |
0 |
INDL Call 62.23
Exp: Jan 17, 2025
Last: 4.7
Chg.: 0%
SymbolINDL|20250117|62.23C
Delta0.4481
Imp Vol0.3068
Bid0
Gamma0.0821
Theoretical1.55
Ask3.1
Theta-0.0428
Intrinsic Value-0.96
Volume0
Vega0.0621
Time Value5.66
Open Interest6
Rho0.017
Delta / Theta-10.4795
INDL Put 62.23
Exp: Jan 17, 2025
Last: 1.9
Chg.: 0%
SymbolINDL|20250117|62.23P
Delta-0.5639
Imp Vol0.2841
Bid0.2
Gamma0.0893
Theoretical2.25
Ask4.3
Theta-0.033
Intrinsic Value0.96
Volume0
Vega0.0617
Time Value0.94
Open Interest6
Rho-0.0192
Delta / Theta17.0655
|
0 |
0% |
0 |
1.45 |
0 |
63.23 |
2.65 |
0% |
0.7 |
4.6 |
0 |
INDL Call 63.23
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolINDL|20250117|63.23C
Delta0.3197
Imp Vol0.2294
Bid0
Gamma0.0993
Theoretical0.73
Ask1.45
Theta-0.0291
Intrinsic Value-1.96
Volume0
Vega0.0561
Time Value1.96
Open Interest5
Rho0.0124
Delta / Theta-11.001
INDL Put 63.23
Exp: Jan 17, 2025
Last: 2.65
Chg.: 0%
SymbolINDL|20250117|63.23P
Delta-0.6788
Imp Vol0.2432
Bid0.7
Gamma0.0957
Theoretical2.65
Ask4.6
Theta-0.0245
Intrinsic Value1.96
Volume0
Vega0.056
Time Value0.69
Open Interest9
Rho-0.0213
Delta / Theta27.692
|
0 |
0% |
0 |
2.5 |
0 |
64.23 |
0 |
0% |
2.1 |
5 |
0 |
INDL Call 64.23
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolINDL|20250117|64.23C
Delta0.3372
Imp Vol0.3748
Bid0
Gamma0.0621
Theoretical1.25
Ask2.5
Theta-0.0471
Intrinsic Value-2.96
Volume0
Vega0.0573
Time Value2.96
Open Interest33
Rho0.0128
Delta / Theta-7.1627
INDL Put 64.23
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolINDL|20250117|64.23P
Delta-0.7361
Imp Vol0.275
Bid2.1
Gamma0.0774
Theoretical3.55
Ask5
Theta-0.0252
Intrinsic Value2.96
Volume0
Vega0.051
Time Value-2.96
Open Interest11
Rho-0.0224
Delta / Theta29.2219
|
2.52 |
0% |
0 |
0 |
0 |
67.00 |
0 |
0% |
0 |
0 |
0 |
INDL Call 67.00
Exp: Jan 17, 2025
Last: 2.52
Chg.: 0%
SymbolINDL|20250117|67.00C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.75
Volume0
Vega0
Time Value3.27
Open Interest46
Rho0
Delta / Theta0
INDL Put 67.00
Exp: Dec 26, 2024
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.75
Volume0
Vega0
Time Value-0.75
Open Interest0
Rho0
Delta / Theta0
|
1.68 |
0% |
0 |
0 |
0 |
68.00 |
7.5 |
0% |
0 |
0 |
0 |
INDL Call 68.00
Exp: Jan 17, 2025
Last: 1.68
Chg.: 0%
SymbolINDL|20250117|68.00C
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-1.75
Volume0
Vega0
Time Value3.43
Open Interest21
Rho0
Delta / Theta0
INDL Put 68.00
Exp: Jan 17, 2025
Last: 7.5
Chg.: 0%
SymbolINDL|20250117|68.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value1.75
Volume0
Vega0
Time Value5.75
Open Interest1
Rho0
Delta / Theta0
|