4.81 |
4.81% |
4.75 |
4.9 |
2,781 |
42.00 |
1.35 |
1.35% |
1.34 |
1.42 |
2,233 |
SMCI Call 42.00
Exp: Dec 06, 2024
Last: 4.81
Chg.: 4.81%
SymbolSMCI|20241206|42.00C
Delta0.7158
Imp Vol1.7582
Bid4.75
Gamma0.0469
Theoretical4.81
Ask4.9
Theta-0.4124
Intrinsic Value2.91
Volume2,781
Vega0.014
Time Value1.9
Open Interest11,582
Rho0.0023
Delta / Theta-1.7359
SMCI Put 42.00
Exp: Dec 06, 2024
Last: 1.35
Chg.: 1.35%
SymbolSMCI|20241206|42.00P
Delta-0.2817
Imp Vol1.7261
Bid1.34
Gamma0.0475
Theoretical1.35
Ask1.42
Theta-0.3981
Intrinsic Value-2.91
Volume2,233
Vega0.0139
Time Value4.26
Open Interest5,400
Rho-0.001
Delta / Theta0.7075
|
4.2 |
4.2% |
4.2 |
4.3 |
4,731 |
43.00 |
1.75 |
1.75% |
1.72 |
1.79 |
3,448 |
SMCI Call 43.00
Exp: Dec 06, 2024
Last: 4.2
Chg.: 4.2%
SymbolSMCI|20241206|43.00C
Delta0.663
Imp Vol1.7726
Bid4.2
Gamma0.0501
Theoretical4.2
Ask4.3
Theta-0.4472
Intrinsic Value1.91
Volume4,731
Vega0.015
Time Value2.29
Open Interest7,734
Rho0.0021
Delta / Theta-1.4824
SMCI Put 43.00
Exp: Dec 06, 2024
Last: 1.75
Chg.: 1.75%
SymbolSMCI|20241206|43.00P
Delta-0.3359
Imp Vol1.7496
Bid1.72
Gamma0.0507
Theoretical1.75
Ask1.79
Theta-0.4358
Intrinsic Value-1.91
Volume3,448
Vega0.015
Time Value3.66
Open Interest4,019
Rho-0.0013
Delta / Theta0.7707
|
3.65 |
3.65% |
3.6 |
3.75 |
9,950 |
44.00 |
2.18 |
2.18% |
2.15 |
2.23 |
2,477 |
SMCI Call 44.00
Exp: Dec 06, 2024
Last: 3.65
Chg.: 3.65%
SymbolSMCI|20241206|44.00C
Delta0.609
Imp Vol1.788
Bid3.6
Gamma0.0522
Theoretical3.65
Ask3.75
Theta-0.4739
Intrinsic Value0.91
Volume9,950
Vega0.0158
Time Value2.74
Open Interest5,461
Rho0.002
Delta / Theta-1.2849
SMCI Put 44.00
Exp: Dec 06, 2024
Last: 2.18
Chg.: 2.18%
SymbolSMCI|20241206|44.00P
Delta-0.3903
Imp Vol1.7536
Bid2.15
Gamma0.0532
Theoretical2.18
Ask2.23
Theta-0.4594
Intrinsic Value-0.91
Volume2,477
Vega0.0158
Time Value3.09
Open Interest959
Rho-0.0015
Delta / Theta0.8496
|
|
44.91 |
Price @ Dec 03, 2024 15:24 GMT |
3.16 |
3.16% |
3.15 |
3.25 |
23,848 |
45.00 |
2.7 |
2.7% |
2.66 |
2.73 |
2,157 |
SMCI Call 45.00
Exp: Dec 06, 2024
Last: 3.16
Chg.: 3.16%
SymbolSMCI|20241206|45.00C
Delta0.555
Imp Vol1.805
Bid3.15
Gamma0.0532
Theoretical3.16
Ask3.25
Theta-0.492
Intrinsic Value-0.09
Volume23,848
Vega0.0163
Time Value3.25
Open Interest21,456
Rho0.0018
Delta / Theta-1.1279
SMCI Put 45.00
Exp: Dec 06, 2024
Last: 2.7
Chg.: 2.7%
SymbolSMCI|20241206|45.00P
Delta-0.4453
Imp Vol1.7779
Bid2.66
Gamma0.054
Theoretical2.7
Ask2.73
Theta-0.4794
Intrinsic Value0.09
Volume2,157
Vega0.0163
Time Value2.61
Open Interest836
Rho-0.0017
Delta / Theta0.9289
|
2.73 |
2.73% |
2.73 |
2.78 |
6,081 |
46.00 |
3.2 |
3.2% |
3.2 |
3.35 |
290 |
SMCI Call 46.00
Exp: Dec 06, 2024
Last: 2.73
Chg.: 2.73%
SymbolSMCI|20241206|46.00C
Delta0.5022
Imp Vol1.825
Bid2.73
Gamma0.0531
Theoretical2.73
Ask2.78
Theta-0.5019
Intrinsic Value-1.09
Volume6,081
Vega0.0164
Time Value3.82
Open Interest5,205
Rho0.0016
Delta / Theta-1.0006
SMCI Put 46.00
Exp: Dec 06, 2024
Last: 3.2
Chg.: 3.2%
SymbolSMCI|20241206|46.00P
Delta-0.5004
Imp Vol1.7557
Bid3.2
Gamma0.0552
Theoretical3.2
Ask3.35
Theta-0.4776
Intrinsic Value1.09
Volume290
Vega0.0164
Time Value2.11
Open Interest171
Rho-0.0019
Delta / Theta1.0477
|
2.41 |
2.41% |
2.33 |
2.4 |
7,486 |
47.00 |
3.9 |
3.9% |
3.8 |
3.95 |
148 |
SMCI Call 47.00
Exp: Dec 06, 2024
Last: 2.41
Chg.: 2.41%
SymbolSMCI|20241206|47.00C
Delta0.4523
Imp Vol1.8532
Bid2.33
Gamma0.0519
Theoretical2.365
Ask2.4
Theta-0.5058
Intrinsic Value-2.09
Volume7,486
Vega0.0163
Time Value4.5
Open Interest4,673
Rho0.0015
Delta / Theta-0.8942
SMCI Put 47.00
Exp: Dec 06, 2024
Last: 3.9
Chg.: 3.9%
SymbolSMCI|20241206|47.00P
Delta-0.5498
Imp Vol1.8233
Bid3.8
Gamma0.0532
Theoretical3.9
Ask3.95
Theta-0.4919
Intrinsic Value2.09
Volume148
Vega0.0163
Time Value1.81
Open Interest157
Rho-0.0021
Delta / Theta1.1177
|