4.08 |
4.08% |
4.09 |
4.13 |
4,169 |
541.00 |
1.55 |
1.55% |
1.55 |
1.56 |
15,805 |
SPY Call 541.00
Exp: Jul 29, 2024
Last: 4.08
Chg.: 4.08%
SymbolSPY|20240729|541.00C
Delta0.6669
Imp Vol0.1292
Bid4.09
Gamma0.0571
Theoretical4.11
Ask4.13
Theta-0.4301
Intrinsic Value2.59
Volume4,169
Vega0.1791
Time Value1.49
Open Interest1,809
Rho0.0295
Delta / Theta-1.5503
SPY Put 541.00
Exp: Jul 29, 2024
Last: 1.55
Chg.: 1.55%
SymbolSPY|20240729|541.00P
Delta-0.3432
Imp Vol0.1367
Bid1.55
Gamma0.0548
Theoretical1.55
Ask1.56
Theta-0.3919
Intrinsic Value-2.59
Volume15,805
Vega0.1811
Time Value4.14
Open Interest1,965
Rho-0.0136
Delta / Theta0.8758
|
3.43 |
3.43% |
3.45 |
3.48 |
11,113 |
542.00 |
1.9 |
1.9% |
1.89 |
1.9 |
18,818 |
SPY Call 542.00
Exp: Jul 29, 2024
Last: 3.43
Chg.: 3.43%
SymbolSPY|20240729|542.00C
Delta0.6083
Imp Vol0.1286
Bid3.45
Gamma0.0606
Theoretical3.465
Ask3.48
Theta-0.4462
Intrinsic Value1.59
Volume11,113
Vega0.1893
Time Value1.84
Open Interest2,364
Rho0.0269
Delta / Theta-1.3634
SPY Put 542.00
Exp: Jul 29, 2024
Last: 1.9
Chg.: 1.9%
SymbolSPY|20240729|542.00P
Delta-0.3989
Imp Vol0.1353
Bid1.89
Gamma0.0582
Theoretical1.9
Ask1.9
Theta-0.4051
Intrinsic Value-1.59
Volume18,818
Vega0.1901
Time Value3.49
Open Interest5,483
Rho-0.0156
Delta / Theta0.9847
|
2.83 |
2.83% |
2.86 |
2.87 |
23,150 |
543.00 |
2.29 |
2.29% |
2.29 |
2.3 |
17,094 |
SPY Call 543.00
Exp: Jul 29, 2024
Last: 2.83
Chg.: 2.83%
SymbolSPY|20240729|543.00C
Delta0.5469
Imp Vol0.1272
Bid2.86
Gamma0.0632
Theoretical2.865
Ask2.87
Theta-0.4503
Intrinsic Value0.59
Volume23,150
Vega0.1952
Time Value2.24
Open Interest2,568
Rho0.0242
Delta / Theta-1.2146
SPY Put 543.00
Exp: Jul 29, 2024
Last: 2.29
Chg.: 2.29%
SymbolSPY|20240729|543.00P
Delta-0.4576
Imp Vol0.1331
Bid2.29
Gamma0.0613
Theoretical2.29
Ask2.3
Theta-0.4066
Intrinsic Value-0.59
Volume17,094
Vega0.1953
Time Value2.88
Open Interest2,975
Rho-0.0176
Delta / Theta1.1255
|
|
543.59 |
Price @ Jul 26, 2024 15:35 GMT |
2.36 |
2.36% |
2.34 |
2.36 |
23,081 |
544.00 |
2.76 |
2.76% |
2.76 |
2.77 |
7,184 |
SPY Call 544.00
Exp: Jul 29, 2024
Last: 2.36
Chg.: 2.36%
SymbolSPY|20240729|544.00C
Delta0.4834
Imp Vol0.1275
Bid2.34
Gamma0.0635
Theoretical2.36
Ask2.36
Theta-0.4495
Intrinsic Value-0.41
Volume23,081
Vega0.1964
Time Value2.77
Open Interest3,898
Rho0.0214
Delta / Theta-1.0755
SPY Put 544.00
Exp: Jul 29, 2024
Last: 2.76
Chg.: 2.76%
SymbolSPY|20240729|544.00P
Delta-0.5191
Imp Vol0.1319
Bid2.76
Gamma0.0617
Theoretical2.76
Ask2.77
Theta-0.4016
Intrinsic Value0.41
Volume7,184
Vega0.1962
Time Value2.35
Open Interest1,471
Rho-0.0196
Delta / Theta1.2925
|
1.85 |
1.85% |
1.85 |
1.87 |
19,756 |
545.00 |
3.31 |
3.31% |
3.29 |
3.32 |
1,852 |
SPY Call 545.00
Exp: Jul 29, 2024
Last: 1.85
Chg.: 1.85%
SymbolSPY|20240729|545.00C
Delta0.4183
Imp Vol0.1242
Bid1.85
Gamma0.0638
Theoretical1.85
Ask1.87
Theta-0.4263
Intrinsic Value-1.41
Volume19,756
Vega0.1924
Time Value3.26
Open Interest4,109
Rho0.0185
Delta / Theta-0.9814
SPY Put 545.00
Exp: Jul 29, 2024
Last: 3.31
Chg.: 3.31%
SymbolSPY|20240729|545.00P
Delta-0.5807
Imp Vol0.1317
Bid3.29
Gamma0.0607
Theoretical3.31
Ask3.32
Theta-0.3896
Intrinsic Value1.41
Volume1,852
Vega0.1923
Time Value1.9
Open Interest3,308
Rho-0.0214
Delta / Theta1.4904
|
1.42 |
1.42% |
1.44 |
1.45 |
15,583 |
546.00 |
3.95 |
3.95% |
3.88 |
3.92 |
500 |
SPY Call 546.00
Exp: Jul 29, 2024
Last: 1.42
Chg.: 1.42%
SymbolSPY|20240729|546.00C
Delta0.3547
Imp Vol0.123
Bid1.44
Gamma0.0614
Theoretical1.445
Ask1.45
Theta-0.3995
Intrinsic Value-2.41
Volume15,583
Vega0.1834
Time Value3.83
Open Interest2,934
Rho0.0157
Delta / Theta-0.8877
SPY Put 546.00
Exp: Jul 29, 2024
Last: 3.95
Chg.: 3.95%
SymbolSPY|20240729|546.00P
Delta-0.6422
Imp Vol0.1303
Bid3.88
Gamma0.0588
Theoretical3.9
Ask3.92
Theta-0.3643
Intrinsic Value2.41
Volume500
Vega0.1835
Time Value1.54
Open Interest1,556
Rho-0.0227
Delta / Theta1.7628
|