4.05 |
4.05% |
4.07 |
4.1 |
436 |
519.00 |
1.34 |
1.34% |
1.34 |
1.35 |
11,190 |
SPY Call 519.00
Exp: May 15, 2024
Last: 4.05
Chg.: 4.05%
SymbolSPY|20240515|519.00C
Delta0.673
Imp Vol0.2278
Bid4.07
Gamma0.058
Theoretical4.085
Ask4.1
Theta-1.1648
Intrinsic Value2.71
Volume436
Vega0.0985
Time Value1.34
Open Interest2,159
Rho0.0095
Delta / Theta-0.5778
SPY Put 519.00
Exp: May 15, 2024
Last: 1.34
Chg.: 1.34%
SymbolSPY|20240515|519.00P
Delta-0.3272
Imp Vol0.2275
Bid1.34
Gamma0.0582
Theoretical1.34
Ask1.35
Theta-1.1018
Intrinsic Value-2.71
Volume11,190
Vega0.0985
Time Value4.05
Open Interest3,602
Rho-0.0042
Delta / Theta0.297
|
3.45 |
3.45% |
3.42 |
3.44 |
7,222 |
520.00 |
1.69 |
1.69% |
1.69 |
1.7 |
16,842 |
SPY Call 520.00
Exp: May 15, 2024
Last: 3.45
Chg.: 3.45%
SymbolSPY|20240515|520.00C
Delta0.6136
Imp Vol0.2262
Bid3.42
Gamma0.062
Theoretical3.43
Ask3.44
Theta-1.2209
Intrinsic Value1.71
Volume7,222
Vega0.1045
Time Value1.74
Open Interest2,682
Rho0.0087
Delta / Theta-0.5026
SPY Put 520.00
Exp: May 15, 2024
Last: 1.69
Chg.: 1.69%
SymbolSPY|20240515|520.00P
Delta-0.3871
Imp Vol0.2264
Bid1.69
Gamma0.062
Theoretical1.69
Ask1.7
Theta-1.1607
Intrinsic Value-1.71
Volume16,842
Vega0.1045
Time Value3.4
Open Interest4,354
Rho-0.005
Delta / Theta0.3335
|
2.85 |
2.85% |
2.83 |
2.84 |
11,717 |
521.00 |
2.1 |
2.1% |
2.09 |
2.1 |
18,932 |
SPY Call 521.00
Exp: May 15, 2024
Last: 2.85
Chg.: 2.85%
SymbolSPY|20240515|521.00C
Delta0.5507
Imp Vol0.2246
Bid2.83
Gamma0.0645
Theoretical2.835
Ask2.84
Theta-1.2485
Intrinsic Value0.71
Volume11,717
Vega0.108
Time Value2.14
Open Interest3,725
Rho0.0078
Delta / Theta-0.4411
SPY Put 521.00
Exp: May 15, 2024
Last: 2.1
Chg.: 2.1%
SymbolSPY|20240515|521.00P
Delta-0.4502
Imp Vol0.2252
Bid2.09
Gamma0.0645
Theoretical2.1
Ask2.1
Theta-1.1909
Intrinsic Value-0.71
Volume18,932
Vega0.1081
Time Value2.81
Open Interest1,912
Rho-0.0057
Delta / Theta0.378
|
|
521.71 |
Price @ May 14, 2024 03:24PM GMT |
2.28 |
2.28% |
2.28 |
2.29 |
19,967 |
522.00 |
2.53 |
2.53% |
2.54 |
2.55 |
13,027 |
SPY Call 522.00
Exp: May 15, 2024
Last: 2.28
Chg.: 2.28%
SymbolSPY|20240515|522.00C
Delta0.4854
Imp Vol0.2208
Bid2.28
Gamma0.0661
Theoretical2.28
Ask2.29
Theta-1.2327
Intrinsic Value-0.29
Volume19,967
Vega0.1089
Time Value2.57
Open Interest2,338
Rho0.0069
Delta / Theta-0.3938
SPY Put 522.00
Exp: May 15, 2024
Last: 2.53
Chg.: 2.53%
SymbolSPY|20240515|522.00P
Delta-0.5155
Imp Vol0.2213
Bid2.54
Gamma0.0662
Theoretical2.545
Ask2.55
Theta-1.1751
Intrinsic Value0.29
Volume13,027
Vega0.1088
Time Value2.24
Open Interest1,126
Rho-0.0064
Delta / Theta0.4387
|
1.8 |
1.8% |
1.79 |
1.8 |
11,681 |
523.00 |
3.07 |
3.07% |
3.05 |
3.07 |
3,990 |
SPY Call 523.00
Exp: May 15, 2024
Last: 1.8
Chg.: 1.8%
SymbolSPY|20240515|523.00C
Delta0.4187
Imp Vol0.2178
Bid1.79
Gamma0.0657
Theoretical1.8
Ask1.8
Theta-1.1881
Intrinsic Value-1.29
Volume11,681
Vega0.1067
Time Value3.09
Open Interest1,801
Rho0.0059
Delta / Theta-0.3524
SPY Put 523.00
Exp: May 15, 2024
Last: 3.07
Chg.: 3.07%
SymbolSPY|20240515|523.00P
Delta-0.582
Imp Vol0.2187
Bid3.05
Gamma0.0656
Theoretical3.07
Ask3.07
Theta-1.1332
Intrinsic Value1.29
Volume3,990
Vega0.1066
Time Value1.78
Open Interest938
Rho-0.0071
Delta / Theta0.5136
|
1.37 |
1.37% |
1.35 |
1.36 |
20,863 |
524.00 |
3.92 |
3.92% |
3.6 |
3.64 |
368 |
SPY Call 524.00
Exp: May 15, 2024
Last: 1.37
Chg.: 1.37%
SymbolSPY|20240515|524.00C
Delta0.3505
Imp Vol0.2116
Bid1.35
Gamma0.0642
Theoretical1.355
Ask1.36
Theta-1.0928
Intrinsic Value-2.29
Volume20,863
Vega0.1012
Time Value3.66
Open Interest2,148
Rho0.005
Delta / Theta-0.3207
SPY Put 524.00
Exp: May 15, 2024
Last: 3.92
Chg.: 3.92%
SymbolSPY|20240515|524.00P
Delta-0.6506
Imp Vol0.2119
Bid3.6
Gamma0.0642
Theoretical3.62
Ask3.64
Theta-1.0352
Intrinsic Value2.29
Volume368
Vega0.101
Time Value1.63
Open Interest223
Rho-0.0078
Delta / Theta0.6285
|