3.27 |
3.27% |
3.26 |
3.3 |
19,636 |
577.00 |
0.73 |
0.73% |
0.72 |
0.73 |
85,437 |
SPY Call 577.00
Exp: May 12, 2025
Last: 3.27
Chg.: 3.27%
SymbolSPY|20250512|577.00C
Delta0.7317
Imp Vol0.1397
Bid3.26
Gamma0.0784
Theoretical3.27
Ask3.3
Theta-0.7392
Intrinsic Value2.06
Volume19,636
Vega0.0992
Time Value1.21
Open Interest4,657
Rho0.0114
Delta / Theta-0.9899
SPY Put 577.00
Exp: May 12, 2025
Last: 0.73
Chg.: 0.73%
SymbolSPY|20250512|577.00P
Delta-0.274
Imp Vol0.1434
Bid0.72
Gamma0.0772
Theoretical0.73
Ask0.73
Theta-0.7174
Intrinsic Value-2.06
Volume85,437
Vega0.1003
Time Value2.79
Open Interest34
Rho-0.0039
Delta / Theta0.3819
|
2.57 |
2.57% |
2.57 |
2.58 |
44,864 |
578.00 |
0.98 |
0.98% |
0.97 |
0.98 |
119,938 |
SPY Call 578.00
Exp: May 12, 2025
Last: 2.57
Chg.: 2.57%
SymbolSPY|20250512|578.00C
Delta0.6489
Imp Vol0.1386
Bid2.57
Gamma0.0889
Theoretical2.57
Ask2.58
Theta-0.8171
Intrinsic Value1.06
Volume44,864
Vega0.1117
Time Value1.51
Open Interest4,073
Rho0.0101
Delta / Theta-0.7941
SPY Put 578.00
Exp: May 12, 2025
Last: 0.98
Chg.: 0.98%
SymbolSPY|20250512|578.00P
Delta-0.3505
Imp Vol0.1374
Bid0.97
Gamma0.0897
Theoretical0.98
Ask0.98
Theta-0.7624
Intrinsic Value-1.06
Volume119,938
Vega0.1116
Time Value2.04
Open Interest18
Rho-0.0049
Delta / Theta0.4597
|
1.91 |
1.91% |
1.9 |
1.92 |
107,262 |
579.00 |
1.32 |
1.32% |
1.32 |
1.33 |
112,932 |
SPY Call 579.00
Exp: May 12, 2025
Last: 1.91
Chg.: 1.91%
SymbolSPY|20250512|579.00C
Delta0.5586
Imp Vol0.1336
Bid1.9
Gamma0.0981
Theoretical1.91
Ask1.92
Theta-0.8329
Intrinsic Value0.06
Volume107,262
Vega0.1188
Time Value1.85
Open Interest14,278
Rho0.0087
Delta / Theta-0.6707
SPY Put 579.00
Exp: May 12, 2025
Last: 1.32
Chg.: 1.32%
SymbolSPY|20250512|579.00P
Delta-0.4417
Imp Vol0.1325
Bid1.32
Gamma0.0991
Theoretical1.32
Ask1.33
Theta-0.7791
Intrinsic Value-0.06
Volume112,932
Vega0.1188
Time Value1.38
Open Interest13
Rho-0.0061
Delta / Theta0.567
|
|
579.06 |
Price @ May 12, 2025 15:11 GMT |
1.36 |
1.36% |
1.36 |
1.37 |
248,452 |
580.00 |
1.79 |
1.79% |
1.78 |
1.79 |
62,743 |
SPY Call 580.00
Exp: May 12, 2025
Last: 1.36
Chg.: 1.36%
SymbolSPY|20250512|580.00C
Delta0.4585
Imp Vol0.1299
Bid1.36
Gamma0.1014
Theoretical1.36
Ask1.37
Theta-0.8103
Intrinsic Value-0.94
Volume248,452
Vega0.1195
Time Value2.3
Open Interest57,112
Rho0.0071
Delta / Theta-0.5658
SPY Put 580.00
Exp: May 12, 2025
Last: 1.79
Chg.: 1.79%
SymbolSPY|20250512|580.00P
Delta-0.5425
Imp Vol0.1304
Bid1.78
Gamma0.1013
Theoretical1.79
Ask1.79
Theta-0.7668
Intrinsic Value0.94
Volume62,743
Vega0.1194
Time Value0.85
Open Interest119
Rho-0.0073
Delta / Theta0.7075
|
0.95 |
0.95% |
0.94 |
0.96 |
92,231 |
581.00 |
2.44 |
2.44% |
2.35 |
2.37 |
16,035 |
SPY Call 581.00
Exp: May 12, 2025
Last: 0.95
Chg.: 0.95%
SymbolSPY|20250512|581.00C
Delta0.3593
Imp Vol0.1296
Bid0.94
Gamma0.0958
Theoretical0.95
Ask0.96
Theta-0.7578
Intrinsic Value-1.94
Volume92,231
Vega0.1126
Time Value2.89
Open Interest5,430
Rho0.0056
Delta / Theta-0.4741
SPY Put 581.00
Exp: May 12, 2025
Last: 2.44
Chg.: 2.44%
SymbolSPY|20250512|581.00P
Delta-0.6437
Imp Vol0.1282
Bid2.35
Gamma0.0971
Theoretical2.36
Ask2.37
Theta-0.7029
Intrinsic Value1.94
Volume16,035
Vega0.1122
Time Value0.5
Open Interest240
Rho-0.0084
Delta / Theta0.9158
|
0.63 |
0.63% |
0.63 |
0.64 |
92,012 |
582.00 |
3.08 |
3.08% |
3.02 |
3.06 |
6,599 |
SPY Call 582.00
Exp: May 12, 2025
Last: 0.63
Chg.: 0.63%
SymbolSPY|20250512|582.00C
Delta0.2675
Imp Vol0.1286
Bid0.63
Gamma0.085
Theoretical0.63
Ask0.64
Theta-0.6601
Intrinsic Value-2.94
Volume92,012
Vega0.0991
Time Value3.57
Open Interest2,034
Rho0.0042
Delta / Theta-0.4053
SPY Put 582.00
Exp: May 12, 2025
Last: 3.08
Chg.: 3.08%
SymbolSPY|20250512|582.00P
Delta-0.7373
Imp Vol0.1269
Bid3.02
Gamma0.0858
Theoretical3.04
Ask3.06
Theta-0.6024
Intrinsic Value2.94
Volume6,599
Vega0.0981
Time Value0.14
Open Interest27
Rho-0.0092
Delta / Theta1.224
|