3.55 |
3.55% |
3.52 |
3.55 |
2,056 |
606.00 |
1.55 |
1.55% |
1.55 |
1.57 |
2,945 |
SPY Call 606.00
Exp: Feb 03, 2025
Last: 3.55
Chg.: 3.55%
SymbolSPY|20250203|606.00C
Delta0.6567
Imp Vol0.1025
Bid3.52
Gamma0.0651
Theoretical3.55
Ask3.55
Theta-0.3806
Intrinsic Value2.86
Volume2,056
Vega0.2027
Time Value0.69
Open Interest3,950
Rho0.0325
Delta / Theta-1.7251
SPY Put 606.00
Exp: Feb 03, 2025
Last: 1.55
Chg.: 1.55%
SymbolSPY|20250203|606.00P
Delta-0.36
Imp Vol0.1143
Bid1.55
Gamma0.0595
Theoretical1.55
Ask1.57
Theta-0.3758
Intrinsic Value-2.86
Volume2,945
Vega0.2062
Time Value4.41
Open Interest1,507
Rho-0.016
Delta / Theta0.9577
|
2.89 |
2.89% |
2.88 |
2.89 |
5,961 |
607.00 |
1.9 |
1.9% |
1.9 |
1.91 |
6,475 |
SPY Call 607.00
Exp: Feb 03, 2025
Last: 2.89
Chg.: 2.89%
SymbolSPY|20250203|607.00C
Delta0.5909
Imp Vol0.1006
Bid2.88
Gamma0.0701
Theoretical2.89
Ask2.89
Theta-0.3901
Intrinsic Value1.86
Volume5,961
Vega0.2142
Time Value1.03
Open Interest2,270
Rho0.0293
Delta / Theta-1.5149
SPY Put 607.00
Exp: Feb 03, 2025
Last: 1.9
Chg.: 1.9%
SymbolSPY|20250203|607.00P
Delta-0.4198
Imp Vol0.1123
Bid1.9
Gamma0.0634
Theoretical1.9
Ask1.91
Theta-0.3834
Intrinsic Value-1.86
Volume6,475
Vega0.2154
Time Value3.76
Open Interest1,882
Rho-0.0184
Delta / Theta1.0949
|
2.29 |
2.29% |
2.28 |
2.3 |
6,568 |
608.00 |
2.3 |
2.3% |
2.3 |
2.31 |
4,128 |
SPY Call 608.00
Exp: Feb 03, 2025
Last: 2.29
Chg.: 2.29%
SymbolSPY|20250203|608.00C
Delta0.5201
Imp Vol0.0984
Bid2.28
Gamma0.0735
Theoretical2.29
Ask2.3
Theta-0.3875
Intrinsic Value0.86
Volume6,568
Vega0.2196
Time Value1.43
Open Interest3,314
Rho0.0258
Delta / Theta-1.3422
SPY Put 608.00
Exp: Feb 03, 2025
Last: 2.3
Chg.: 2.3%
SymbolSPY|20250203|608.00P
Delta-0.484
Imp Vol0.1097
Bid2.3
Gamma0.0662
Theoretical2.3
Ask2.31
Theta-0.3795
Intrinsic Value-0.86
Volume4,128
Vega0.2196
Time Value3.16
Open Interest1,235
Rho-0.0207
Delta / Theta1.2753
|
|
608.86 |
Price @ Jan 31, 2025 15:17 GMT |
1.76 |
1.76% |
1.76 |
1.77 |
4,973 |
609.00 |
2.7 |
2.7% |
2.77 |
2.79 |
1,755 |
SPY Call 609.00
Exp: Feb 03, 2025
Last: 1.76
Chg.: 1.76%
SymbolSPY|20250203|609.00C
Delta0.4454
Imp Vol0.0961
Bid1.76
Gamma0.0746
Theoretical1.76
Ask1.77
Theta-0.3723
Intrinsic Value-0.14
Volume4,973
Vega0.2178
Time Value1.9
Open Interest2,978
Rho0.0221
Delta / Theta-1.1964
SPY Put 609.00
Exp: Feb 03, 2025
Last: 2.7
Chg.: 2.7%
SymbolSPY|20250203|609.00P
Delta-0.5512
Imp Vol0.1078
Bid2.77
Gamma0.067
Theoretical2.78
Ask2.79
Theta-0.3671
Intrinsic Value0.14
Volume1,755
Vega0.2179
Time Value2.56
Open Interest653
Rho-0.0231
Delta / Theta1.5017
|
1.3 |
1.3% |
1.29 |
1.3 |
5,584 |
610.00 |
3.25 |
3.25% |
3.3 |
3.33 |
609 |
SPY Call 610.00
Exp: Feb 03, 2025
Last: 1.3
Chg.: 1.3%
SymbolSPY|20250203|610.00C
Delta0.3687
Imp Vol0.0934
Bid1.29
Gamma0.0732
Theoretical1.3
Ask1.3
Theta-0.3432
Intrinsic Value-1.14
Volume5,584
Vega0.2079
Time Value2.44
Open Interest4,747
Rho0.0183
Delta / Theta-1.0745
SPY Put 610.00
Exp: Feb 03, 2025
Last: 3.25
Chg.: 3.25%
SymbolSPY|20250203|610.00P
Delta-0.6201
Imp Vol0.1053
Bid3.3
Gamma0.0661
Theoretical3.315
Ask3.33
Theta-0.341
Intrinsic Value1.14
Volume609
Vega0.2096
Time Value2.11
Open Interest1,073
Rho-0.0253
Delta / Theta1.8188
|
0.91 |
0.91% |
0.9 |
0.92 |
2,430 |
611.00 |
3.9 |
3.9% |
3.91 |
3.96 |
1,447 |
SPY Call 611.00
Exp: Feb 03, 2025
Last: 0.91
Chg.: 0.91%
SymbolSPY|20250203|611.00C
Delta0.2921
Imp Vol0.0903
Bid0.9
Gamma0.069
Theoretical0.91
Ask0.92
Theta-0.3003
Intrinsic Value-2.14
Volume2,430
Vega0.1893
Time Value3.05
Open Interest2,608
Rho0.0145
Delta / Theta-0.9727
SPY Put 611.00
Exp: Feb 03, 2025
Last: 3.9
Chg.: 3.9%
SymbolSPY|20250203|611.00P
Delta-0.6878
Imp Vol0.1035
Bid3.91
Gamma0.0627
Theoretical3.935
Ask3.96
Theta-0.3071
Intrinsic Value2.14
Volume1,447
Vega0.1946
Time Value1.76
Open Interest88
Rho-0.0267
Delta / Theta2.2394
|