| 0 |
0% |
7.5 |
11.8 |
0 |
2.50 |
0 |
0% |
0 |
0.75 |
0 |
RDY Call 2.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|2.50C
Delta0.9954
Imp Vol2.585
Bid7.5
Gamma0.0015
Theoretical9.69
Ask11.8
Theta-0.0018
Intrinsic Value9.68
Volume0
Vega0.0004
Time Value-9.68
Open Interest0
Rho0.0008
Delta / Theta-565.8692
RDY Put 2.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|2.50P
Delta-0.0321
Imp Vol4.949
Bid0
Gamma0.0044
Theoretical0.38
Ask0.75
Theta-0.0218
Intrinsic Value-9.68
Volume0
Vega0.0024
Time Value9.68
Open Interest0
Rho-0.0005
Delta / Theta1.4725
|
| 0 |
0% |
5.8 |
9 |
0 |
5.00 |
0 |
0% |
0 |
0.75 |
0 |
RDY Call 5.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|5.00C
Delta0.9499
Imp Vol2.4936
Bid5.8
Gamma0.0123
Theoretical7.4
Ask9
Theta-0.0153
Intrinsic Value7.18
Volume0
Vega0.0034
Time Value-7.18
Open Interest0
Rho0.0024
Delta / Theta-61.974
RDY Put 5.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|5.00P
Delta-0.0634
Imp Vol2.8943
Bid0
Gamma0.013
Theoretical0.38
Ask0.75
Theta-0.022
Intrinsic Value-7.18
Volume0
Vega0.0041
Time Value7.18
Open Interest0
Rho-0.0008
Delta / Theta2.8799
|
| 0 |
0% |
4.1 |
5.3 |
0 |
7.50 |
0 |
0% |
0 |
0.75 |
0 |
RDY Call 7.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|7.50C
Delta0.982
Imp Vol0.8934
Bid4.1
Gamma0.0143
Theoretical4.7
Ask5.3
Theta-0.0023
Intrinsic Value4.68
Volume0
Vega0.0014
Time Value-4.68
Open Interest0
Rho0.0038
Delta / Theta-424.1991
RDY Put 7.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|7.50P
Delta-0.1063
Imp Vol1.7796
Bid0
Gamma0.0311
Theoretical0.38
Ask0.75
Theta-0.0199
Intrinsic Value-4.68
Volume0
Vega0.0061
Time Value4.68
Open Interest11
Rho-0.0011
Delta / Theta5.3291
|
|
12.18 |
Price @ Aug 23, 2026 20:45 GMT |
| 0.25 |
0% |
0 |
0.45 |
10 |
12.50 |
0.55 |
0% |
0.1 |
0.95 |
0 |
RDY Call 12.50
Exp: Sep 18, 2026
Last: 0.25
Chg.: 0%
SymbolRDY|20260918|12.50C
Delta0.3791
Imp Vol0.2679
Bid0
Gamma0.4283
Theoretical0.23
Ask0.45
Theta-0.0064
Intrinsic Value-0.32
Volume10
Vega0.0126
Time Value0.57
Open Interest28
Rho0.0032
Delta / Theta-59.3226
RDY Put 12.50
Exp: Sep 18, 2026
Last: 0.55
Chg.: 0%
SymbolRDY|20260918|12.50P
Delta-0.6252
Imp Vol0.261
Bid0.1
Gamma0.4399
Theoretical0.53
Ask0.95
Theta-0.0058
Intrinsic Value0.32
Volume0
Vega0.0125
Time Value0.23
Open Interest129
Rho-0.0049
Delta / Theta108.0012
|
| 0 |
0% |
0 |
0.6 |
0 |
15.00 |
0 |
0% |
2.3 |
3.5 |
0 |
RDY Call 15.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|15.00C
Delta0.212
Imp Vol0.8357
Bid0
Gamma0.1046
Theoretical0.3
Ask0.6
Theta-0.0149
Intrinsic Value-2.82
Volume0
Vega0.0096
Time Value2.82
Open Interest162
Rho0.0017
Delta / Theta-14.2167
RDY Put 15.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|15.00P
Delta-0.8935
Imp Vol0.5794
Bid2.3
Gamma0.0964
Theoretical2.9
Ask3.5
Theta-0.006
Intrinsic Value2.82
Volume0
Vega0.006
Time Value-2.82
Open Interest0
Rho-0.0066
Delta / Theta147.9035
|
| 0 |
0% |
0 |
0.3 |
0 |
17.50 |
0 |
0% |
4.8 |
6 |
0 |
RDY Call 17.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|17.50C
Delta0.1078
Imp Vol0.9706
Bid0
Gamma0.0576
Theoretical0.15
Ask0.3
Theta-0.0111
Intrinsic Value-5.32
Volume0
Vega0.0061
Time Value5.32
Open Interest57
Rho0.0009
Delta / Theta-9.7454
RDY Put 17.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|17.50P
Delta-0.9212
Imp Vol0.8746
Bid4.8
Gamma0.0511
Theoretical5.4
Ask6
Theta-0.0073
Intrinsic Value5.32
Volume0
Vega0.0048
Time Value-5.32
Open Interest0
Rho-0.0071
Delta / Theta126.9804
|
| 0 |
0% |
252 |
260 |
0 |
250.00 |
0 |
0% |
0 |
0 |
0 |
RDY Call 250.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSPGI|20260918|250.00C
Delta0
Imp Vol0
Bid252
Gamma0
Theoretical0
Ask260
Theta0
Intrinsic Value-235.95
Volume0
Vega0
Time Value235.95
Open Interest0
Rho0
Delta / Theta0
RDY Put 250.00
Exp: Aug 23, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value235.95
Volume0
Vega0
Time Value-235.95
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
243 |
250 |
0 |
260.00 |
0 |
0% |
0 |
0 |
0 |
RDY Call 260.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSPGI|20260918|260.00C
Delta0
Imp Vol0
Bid243
Gamma0
Theoretical0
Ask250
Theta0
Intrinsic Value-245.95
Volume0
Vega0
Time Value245.95
Open Interest0
Rho0
Delta / Theta0
RDY Put 260.00
Exp: Aug 23, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value245.95
Volume0
Vega0
Time Value-245.95
Open Interest0
Rho0
Delta / Theta0
|
| 229.5 |
0% |
233 |
241 |
0 |
270.00 |
0 |
0% |
0 |
0 |
0 |
RDY Call 270.00
Exp: Sep 18, 2026
Last: 229.5
Chg.: 0%
SymbolSPGI|20260918|270.00C
Delta0
Imp Vol0
Bid233
Gamma0
Theoretical0
Ask241
Theta0
Intrinsic Value-255.95
Volume0
Vega0
Time Value485.45
Open Interest1
Rho0
Delta / Theta0
RDY Put 270.00
Exp: Aug 23, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value255.95
Volume0
Vega0
Time Value-255.95
Open Interest0
Rho0
Delta / Theta0
|