4.03 |
4.03% |
4 |
4.04 |
2,313 |
594.00 |
1.67 |
1.67% |
1.66 |
1.67 |
2,532 |
SPY Call 594.00
Exp: Jan 21, 2025
Last: 4.03
Chg.: 4.03%
SymbolSPY|20250121|594.00C
Delta0.6387
Imp Vol0.1083
Bid4
Gamma0.0554
Theoretical4.03
Ask4.04
Theta-0.3488
Intrinsic Value2.97
Volume2,313
Vega0.2337
Time Value1.06
Open Interest2,670
Rho0.0413
Delta / Theta-1.8309
SPY Put 594.00
Exp: Jan 21, 2025
Last: 1.67
Chg.: 1.67%
SymbolSPY|20250121|594.00P
Delta-0.3625
Imp Vol0.1077
Bid1.66
Gamma0.0561
Theoretical1.67
Ask1.67
Theta-0.2983
Intrinsic Value-2.97
Volume2,532
Vega0.2339
Time Value4.64
Open Interest1,494
Rho-0.021
Delta / Theta1.215
|
3.31 |
3.31% |
3.31 |
3.34 |
4,390 |
595.00 |
2 |
2% |
1.99 |
2 |
7,248 |
SPY Call 595.00
Exp: Jan 21, 2025
Last: 3.31
Chg.: 3.31%
SymbolSPY|20250121|595.00C
Delta0.5852
Imp Vol0.1036
Bid3.31
Gamma0.0603
Theoretical3.31
Ask3.34
Theta-0.3447
Intrinsic Value1.97
Volume4,390
Vega0.2432
Time Value1.34
Open Interest6,171
Rho0.0379
Delta / Theta-1.6976
SPY Put 595.00
Exp: Jan 21, 2025
Last: 2
Chg.: 2%
SymbolSPY|20250121|595.00P
Delta-0.4182
Imp Vol0.105
Bid1.99
Gamma0.0609
Theoretical2
Ask2
Theta-0.3009
Intrinsic Value-1.97
Volume7,248
Vega0.2435
Time Value3.97
Open Interest1,613
Rho-0.0237
Delta / Theta1.3898
|
2.73 |
2.73% |
2.7 |
2.73 |
5,693 |
596.00 |
2.4 |
2.4% |
2.39 |
2.4 |
11,487 |
SPY Call 596.00
Exp: Jan 21, 2025
Last: 2.73
Chg.: 2.73%
SymbolSPY|20250121|596.00C
Delta0.5243
Imp Vol0.1024
Bid2.7
Gamma0.0623
Theoretical2.73
Ask2.73
Theta-0.3447
Intrinsic Value0.97
Volume5,693
Vega0.2485
Time Value1.76
Open Interest2,967
Rho0.034
Delta / Theta-1.5209
SPY Put 596.00
Exp: Jan 21, 2025
Last: 2.4
Chg.: 2.4%
SymbolSPY|20250121|596.00P
Delta-0.4787
Imp Vol0.1029
Bid2.39
Gamma0.0624
Theoretical2.4
Ask2.4
Theta-0.2983
Intrinsic Value-0.97
Volume11,487
Vega0.2484
Time Value3.37
Open Interest139
Rho-0.0267
Delta / Theta1.6044
|
|
596.97 |
Price @ Jan 17, 2025 15:18 GMT |
2.15 |
2.15% |
2.15 |
2.16 |
10,212 |
597.00 |
2.82 |
2.82% |
2.79 |
2.82 |
5,843 |
SPY Call 597.00
Exp: Jan 21, 2025
Last: 2.15
Chg.: 2.15%
SymbolSPY|20250121|597.00C
Delta0.4604
Imp Vol0.0987
Bid2.15
Gamma0.0645
Theoretical2.15
Ask2.16
Theta-0.3291
Intrinsic Value-0.03
Volume10,212
Vega0.2477
Time Value2.18
Open Interest4,156
Rho0.0298
Delta / Theta-1.3989
SPY Put 597.00
Exp: Jan 21, 2025
Last: 2.82
Chg.: 2.82%
SymbolSPY|20250121|597.00P
Delta-0.5431
Imp Vol0.0991
Bid2.79
Gamma0.0646
Theoretical2.82
Ask2.82
Theta-0.2828
Intrinsic Value0.03
Volume5,843
Vega0.2472
Time Value2.79
Open Interest448
Rho-0.0296
Delta / Theta1.9206
|
1.68 |
1.68% |
1.68 |
1.69 |
5,728 |
598.00 |
3.36 |
3.36% |
3.34 |
3.37 |
1,833 |
SPY Call 598.00
Exp: Jan 21, 2025
Last: 1.68
Chg.: 1.68%
SymbolSPY|20250121|598.00C
Delta0.3949
Imp Vol0.0968
Bid1.68
Gamma0.0637
Theoretical1.68
Ask1.69
Theta-0.3109
Intrinsic Value-1.03
Volume5,728
Vega0.2402
Time Value2.71
Open Interest5,242
Rho0.0256
Delta / Theta-1.2701
SPY Put 598.00
Exp: Jan 21, 2025
Last: 3.36
Chg.: 3.36%
SymbolSPY|20250121|598.00P
Delta-0.6092
Imp Vol0.0975
Bid3.34
Gamma0.0652
Theoretical3.36
Ask3.37
Theta-0.2659
Intrinsic Value1.03
Volume1,833
Vega0.2391
Time Value2.33
Open Interest54
Rho-0.032
Delta / Theta2.2906
|
1.28 |
1.28% |
1.27 |
1.29 |
4,088 |
599.00 |
3.73 |
3.73% |
3.88 |
3.93 |
361 |
SPY Call 599.00
Exp: Jan 21, 2025
Last: 1.28
Chg.: 1.28%
SymbolSPY|20250121|599.00C
Delta0.33
Imp Vol0.095
Bid1.27
Gamma0.0611
Theoretical1.28
Ask1.29
Theta-0.2853
Intrinsic Value-2.03
Volume4,088
Vega0.226
Time Value3.31
Open Interest3,455
Rho0.0214
Delta / Theta-1.1567
SPY Put 599.00
Exp: Jan 21, 2025
Last: 3.73
Chg.: 3.73%
SymbolSPY|20250121|599.00P
Delta-0.6796
Imp Vol0.093
Bid3.88
Gamma0.0681
Theoretical3.905
Ask3.93
Theta-0.2318
Intrinsic Value2.03
Volume361
Vega0.2226
Time Value1.7
Open Interest174
Rho-0.034
Delta / Theta2.9313
|