18.17 |
0% |
14.7 |
17.5 |
0 |
11.43 |
0 |
0% |
0 |
0.75 |
0 |
DFEN Call 11.43
Exp: Jan 17, 2025
Last: 18.17
Chg.: 0%
SymbolDFEN|20250117|11.43C
Delta0.9861
Imp Vol2.1896
Bid14.7
Gamma0.0029
Theoretical16.1
Ask17.5
Theta-0.0157
Intrinsic Value15.72
Volume0
Vega0.002
Time Value2.45
Open Interest0
Rho0.0045
Delta / Theta-62.6266
DFEN Put 11.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|11.43P
Delta-0.0422
Imp Vol3.0562
Bid0
Gamma0.0053
Theoretical0.38
Ask0.75
Theta-0.0508
Intrinsic Value-15.72
Volume0
Vega0.005
Time Value15.72
Open Interest200
Rho-0.0006
Delta / Theta0.83
|
0 |
0% |
11.7 |
14.5 |
0 |
14.43 |
0 |
0% |
0 |
0.75 |
0 |
DFEN Call 14.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|14.43C
Delta0.9826
Imp Vol1.6352
Bid11.7
Gamma0.0047
Theoretical13.1
Ask14.5
Theta-0.0147
Intrinsic Value12.72
Volume0
Vega0.0024
Time Value-12.72
Open Interest1
Rho0.0057
Delta / Theta-66.7774
DFEN Put 14.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|14.43P
Delta-0.0556
Imp Vol2.3456
Bid0
Gamma0.0086
Theoretical0.38
Ask0.75
Theta-0.0486
Intrinsic Value-12.72
Volume0
Vega0.0062
Time Value12.72
Open Interest227
Rho-0.0007
Delta / Theta1.1441
|
14.5 |
0% |
10.7 |
13.5 |
0 |
15.43 |
0 |
0% |
0 |
0.75 |
0 |
DFEN Call 15.43
Exp: Jan 17, 2025
Last: 14.5
Chg.: 0%
SymbolDFEN|20250117|15.43C
Delta0.9812
Imp Vol1.4764
Bid10.7
Gamma0.0056
Theoretical12.1
Ask13.5
Theta-0.0143
Intrinsic Value11.72
Volume0
Vega0.0026
Time Value2.78
Open Interest2
Rho0.0061
Delta / Theta-68.3997
DFEN Put 15.43
Exp: Jan 17, 2025
Last: 0
Chg.: 0%
SymbolDFEN|20250117|15.43P
Delta-0.0609
Imp Vol2.1413
Bid0
Gamma0.0101
Theoretical0.37
Ask0.75
Theta-0.0476
Intrinsic Value-11.72
Volume0
Vega0.0067
Time Value11.72
Open Interest139
Rho-0.0008
Delta / Theta1.2787
|
|
27.15 |
Price @ Jan 02, 2025 21:01 GMT |
1.07 |
0% |
1.2 |
1.4 |
0 |
27.43 |
1.15 |
0% |
1.2 |
1.3 |
0 |
DFEN Call 27.43
Exp: Jan 17, 2025
Last: 1.07
Chg.: 0%
SymbolDFEN|20250117|27.43C
Delta0.5305
Imp Vol0.5734
Bid1.2
Gamma0.1247
Theoretical1.3
Ask1.4
Theta-0.0439
Intrinsic Value-0.28
Volume0
Vega0.0221
Time Value1.35
Open Interest361
Rho0.0054
Delta / Theta-12.0943
DFEN Put 27.43
Exp: Jan 17, 2025
Last: 1.15
Chg.: 0%
SymbolDFEN|20250117|27.43P
Delta-0.4708
Imp Vol0.576
Bid1.2
Gamma0.1245
Theoretical1.25
Ask1.3
Theta-0.041
Intrinsic Value0.28
Volume0
Vega0.0221
Time Value0.87
Open Interest26
Rho-0.005
Delta / Theta11.4735
|
0 |
0% |
0 |
0 |
0 |
28.00 |
0 |
0% |
0 |
0 |
0 |
DFEN Call 28.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.98
Volume0
Vega0
Time Value-0.98
Open Interest0
Rho0
Delta / Theta0
DFEN Put 28.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.98
Volume0
Vega0
Time Value0.98
Open Interest0
Rho0
Delta / Theta0
|
0.7 |
-22.22% |
0.8 |
0.9 |
25 |
28.43 |
2 |
0% |
1.75 |
1.85 |
0 |
DFEN Call 28.43
Exp: Jan 17, 2025
Last: 0.7
Chg.: -22.22%
SymbolDFEN|20250117|28.43C
Delta0.4054
Imp Vol0.5606
Bid0.8
Gamma0.1243
Theoretical0.85
Ask0.9
Theta-0.0415
Intrinsic Value-1.28
Volume25
Vega0.0216
Time Value1.98
Open Interest48
Rho0.0042
Delta / Theta-9.7641
DFEN Put 28.43
Exp: Jan 17, 2025
Last: 2
Chg.: 0%
SymbolDFEN|20250117|28.43P
Delta-0.596
Imp Vol0.5632
Bid1.75
Gamma0.1242
Theoretical1.8
Ask1.85
Theta-0.0387
Intrinsic Value1.28
Volume0
Vega0.0215
Time Value0.72
Open Interest23
Rho-0.0061
Delta / Theta15.42
|
0 |
0% |
0 |
0 |
0 |
29.00 |
0 |
0% |
0 |
0 |
0 |
DFEN Call 29.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.02
Volume0
Vega0
Time Value0.02
Open Interest0
Rho0
Delta / Theta0
DFEN Put 29.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.02
Volume0
Vega0
Time Value-0.02
Open Interest0
Rho0
Delta / Theta0
|
0.48 |
6.67% |
0.45 |
0.55 |
17 |
29.43 |
2.73 |
0% |
2.4 |
3.1 |
0 |
DFEN Call 29.43
Exp: Jan 17, 2025
Last: 0.48
Chg.: 6.67%
SymbolDFEN|20250117|29.43C
Delta0.2792
Imp Vol0.5271
Bid0.45
Gamma0.1147
Theoretical0.48
Ask0.55
Theta-0.0337
Intrinsic Value-2.28
Volume17
Vega0.0187
Time Value2.76
Open Interest90
Rho0.003
Delta / Theta-8.2833
DFEN Put 29.43
Exp: Jan 17, 2025
Last: 2.73
Chg.: 0%
SymbolDFEN|20250117|29.43P
Delta-0.6631
Imp Vol0.6932
Bid2.4
Gamma0.0952
Theoretical2.75
Ask3.1
Theta-0.0449
Intrinsic Value2.28
Volume0
Vega0.0203
Time Value0.45
Open Interest29
Rho-0.0069
Delta / Theta14.7679
|
0 |
0% |
0 |
0 |
0 |
30.00 |
0 |
0% |
0 |
0 |
0 |
DFEN Call 30.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-1.02
Volume0
Vega0
Time Value1.02
Open Interest0
Rho0
Delta / Theta0
DFEN Put 30.00
Exp: Jan 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value1.02
Volume0
Vega0
Time Value-1.02
Open Interest0
Rho0
Delta / Theta0
|