2.89 |
2.89% |
2.89 |
2.96 |
1,798 |
531.00 |
0.11 |
0.11% |
0.11 |
0.12 |
42,285 |
SPY Call 531.00
Exp: Jun 10, 2024
Last: 2.89
Chg.: 2.89%
SymbolSPY|20240610|531.00C
Delta0.942
Imp Vol0.0655
Bid2.89
Gamma0.0638
Theoretical2.89
Ask2.96
Theta-0.1688
Intrinsic Value2.7
Volume1,798
Vega0.0322
Time Value0.19
Open Interest2,629
Rho0.0135
Delta / Theta-5.5795
SPY Put 531.00
Exp: Jun 10, 2024
Last: 0.11
Chg.: 0.11%
SymbolSPY|20240610|531.00P
Delta-0.1026
Imp Vol0.0811
Bid0.11
Gamma0.0796
Theoretical0.11
Ask0.12
Theta-0.1978
Intrinsic Value-2.7
Volume42,285
Vega0.0496
Time Value2.81
Open Interest9,994
Rho-0.0014
Delta / Theta0.5185
|
2.05 |
2.05% |
2.01 |
2.04 |
12,068 |
532.00 |
0.24 |
0.24% |
0.23 |
0.24 |
72,297 |
SPY Call 532.00
Exp: Jun 10, 2024
Last: 2.05
Chg.: 2.05%
SymbolSPY|20240610|532.00C
Delta0.8283
Imp Vol0.0705
Bid2.01
Gamma0.1303
Theoretical2.025
Ask2.04
Theta-0.307
Intrinsic Value1.7
Volume12,068
Vega0.0706
Time Value0.35
Open Interest2,608
Rho0.0119
Delta / Theta-2.6982
SPY Put 532.00
Exp: Jun 10, 2024
Last: 0.24
Chg.: 0.24%
SymbolSPY|20240610|532.00P
Delta-0.1981
Imp Vol0.0784
Bid0.23
Gamma0.1282
Theoretical0.24
Ask0.24
Theta-0.2952
Intrinsic Value-1.7
Volume72,297
Vega0.0772
Time Value1.94
Open Interest9,013
Rho-0.0026
Delta / Theta0.6711
|
1.22 |
1.22% |
1.22 |
1.23 |
107,062 |
533.00 |
0.45 |
0.45% |
0.45 |
0.46 |
82,212 |
SPY Call 533.00
Exp: Jun 10, 2024
Last: 1.22
Chg.: 1.22%
SymbolSPY|20240610|533.00C
Delta0.6808
Imp Vol0.0651
Bid1.22
Gamma0.1978
Theoretical1.22
Ask1.23
Theta-0.3722
Intrinsic Value0.7
Volume107,062
Vega0.0991
Time Value0.52
Open Interest4,298
Rho0.0098
Delta / Theta-1.8292
SPY Put 533.00
Exp: Jun 10, 2024
Last: 0.45
Chg.: 0.45%
SymbolSPY|20240610|533.00P
Delta-0.3379
Imp Vol0.0724
Bid0.45
Gamma0.1827
Theoretical0.45
Ask0.46
Theta-0.3524
Intrinsic Value-0.7
Volume82,212
Vega0.1014
Time Value1.15
Open Interest11,398
Rho-0.0043
Delta / Theta0.959
|
|
533.7 |
Price @ Jun 10, 2024 03:14PM GMT |
0.64 |
0.64% |
0.63 |
0.64 |
114,946 |
534.00 |
0.86 |
0.86% |
0.85 |
0.86 |
35,155 |
SPY Call 534.00
Exp: Jun 10, 2024
Last: 0.64
Chg.: 0.64%
SymbolSPY|20240610|534.00C
Delta0.4662
Imp Vol0.0646
Bid0.63
Gamma0.2219
Theoretical0.64
Ask0.64
Theta-0.392
Intrinsic Value-0.3
Volume114,946
Vega0.1102
Time Value0.94
Open Interest8,831
Rho0.0067
Delta / Theta-1.1893
SPY Put 534.00
Exp: Jun 10, 2024
Last: 0.86
Chg.: 0.86%
SymbolSPY|20240610|534.00P
Delta-0.5347
Imp Vol0.07
Bid0.85
Gamma0.208
Theoretical0.86
Ask0.86
Theta-0.3617
Intrinsic Value0.3
Volume35,155
Vega0.1101
Time Value0.56
Open Interest12,886
Rho-0.0064
Delta / Theta1.478
|
0.27 |
0.27% |
0.27 |
0.28 |
64,487 |
535.00 |
1.49 |
1.49% |
1.46 |
1.5 |
5,009 |
SPY Call 535.00
Exp: Jun 10, 2024
Last: 0.27
Chg.: 0.27%
SymbolSPY|20240610|535.00C
Delta0.2562
Imp Vol0.0633
Bid0.27
Gamma0.1833
Theoretical0.27
Ask0.28
Theta-0.3036
Intrinsic Value-1.3
Volume64,487
Vega0.0893
Time Value1.57
Open Interest16,140
Rho0.0037
Delta / Theta-0.8437
SPY Put 535.00
Exp: Jun 10, 2024
Last: 1.49
Chg.: 1.49%
SymbolSPY|20240610|535.00P
Delta-0.7318
Imp Vol0.0694
Bid1.46
Gamma0.1771
Theoretical1.49
Ask1.5
Theta-0.2848
Intrinsic Value1.3
Volume5,009
Vega0.091
Time Value0.19
Open Interest9,389
Rho-0.0077
Delta / Theta2.5699
|
0.12 |
0.12% |
0.11 |
0.12 |
31,264 |
536.00 |
2.29 |
2.29% |
2.27 |
2.34 |
1,221 |
SPY Call 536.00
Exp: Jun 10, 2024
Last: 0.12
Chg.: 0.12%
SymbolSPY|20240610|536.00C
Delta0.1277
Imp Vol0.068
Bid0.11
Gamma0.1107
Theoretical0.12
Ask0.12
Theta-0.2084
Intrinsic Value-2.3
Volume31,264
Vega0.0579
Time Value2.42
Open Interest15,487
Rho0.0018
Delta / Theta-0.6125
SPY Put 536.00
Exp: Jun 10, 2024
Last: 2.29
Chg.: 2.29%
SymbolSPY|20240610|536.00P
Delta-0.8884
Imp Vol0.0672
Bid2.27
Gamma0.1058
Theoretical2.29
Ask2.34
Theta-0.1451
Intrinsic Value2.3
Volume1,221
Vega0.0518
Time Value-0.01
Open Interest5,149
Rho-0.0068
Delta / Theta6.1203
|