| 0 |
0% |
8.2 |
10.8 |
0 |
2.50 |
0 |
0% |
0 |
2.15 |
0 |
RDY Call 2.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|2.50C
Delta0.9825
Imp Vol7.4376
Bid8.2
Gamma0.0038
Theoretical9.5
Ask10.8
Theta-0.0401
Intrinsic Value9.4
Volume0
Vega0.0007
Time Value-9.4
Open Interest0
Rho0.0003
Delta / Theta-24.5266
RDY Put 2.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|2.50P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask2.15
Theta0
Intrinsic Value-9.4
Volume0
Vega0
Time Value9.4
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
5.7 |
8.3 |
0 |
5.00 |
0 |
0% |
0 |
2.15 |
0 |
RDY Call 5.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|5.00C
Delta0.9678
Imp Vol4.2873
Bid5.7
Gamma0.011
Theoretical7
Ask8.3
Theta-0.0389
Intrinsic Value6.9
Volume0
Vega0.0011
Time Value-6.9
Open Interest0
Rho0.0006
Delta / Theta-24.8951
RDY Put 5.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|5.00P
Delta-0.0922
Imp Vol9.0681
Bid0
Gamma0.0119
Theoretical1.08
Ask2.15
Theta-0.1904
Intrinsic Value-6.9
Volume0
Vega0.0025
Time Value6.9
Open Interest0
Rho-0.0003
Delta / Theta0.484
|
| 0 |
0% |
3.1 |
5.8 |
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
Delta0.965
Imp Vol2.1477
Bid3.1
Gamma0.0235
Theoretical4.45
Ask5.8
Theta-0.021
Intrinsic Value4.4
Volume0
Vega0.0012
Time Value-4.4
Open Interest0
Rho0.0009
Delta / Theta-45.9946
RDY Put 7.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|7.50P
Delta-0.1115
Imp Vol3.6637
Bid0
Gamma0.034
Theoretical0.38
Ask0.75
Theta-0.0884
Intrinsic Value-4.4
Volume0
Vega0.0029
Time Value4.4
Open Interest11
Rho-0.0003
Delta / Theta1.262
|
|
11.9 |
Price @ Sep 12, 2026 20:45 GMT |
| 0 |
0% |
0 |
0.85 |
0 |
12.50 |
0 |
0% |
0 |
1.55 |
0 |
RDY Call 12.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|12.50C
Delta0.3901
Imp Vol1.0953
Bid0
Gamma0.2296
Theoretical0.43
Ask0.85
Theta-0.0535
Intrinsic Value-0.6
Volume0
Vega0.0059
Time Value0.6
Open Interest20
Rho0.0007
Delta / Theta-7.2867
RDY Put 12.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|12.50P
Delta-0.7059
Imp Vol0.6553
Bid0
Gamma0.3448
Theoretical0.78
Ask1.55
Theta-0.0284
Intrinsic Value0.6
Volume0
Vega0.0053
Time Value-0.6
Open Interest127
Rho-0.0013
Delta / Theta24.873
|
| 0 |
0% |
0 |
0.05 |
0 |
15.00 |
0 |
0% |
1.75 |
4.4 |
0 |
RDY Call 15.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|15.00C
Delta0.0419
Imp Vol1.0061
Bid0
Gamma0.0583
Theoretical0.03
Ask0.05
Theta-0.0115
Intrinsic Value-3.1
Volume0
Vega0.0014
Time Value3.1
Open Interest162
Rho0.0001
Delta / Theta-3.6562
RDY Put 15.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|15.00P
Delta-0.9758
Imp Vol0.895
Bid1.75
Gamma0.0615
Theoretical3.11
Ask4.4
Theta-0.0061
Intrinsic Value3.1
Volume0
Vega0.0009
Time Value-3.1
Open Interest0
Rho-0.0012
Delta / Theta160.941
|
| 0 |
0% |
0 |
0.3 |
0 |
17.50 |
0 |
0% |
4.2 |
6.8 |
0 |
RDY Call 17.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|17.50C
Delta0.1058
Imp Vol2.1666
Bid0
Gamma0.0553
Theoretical0.15
Ask0.3
Theta-0.0504
Intrinsic Value-5.6
Volume0
Vega0.0028
Time Value5.6
Open Interest57
Rho0.0002
Delta / Theta-2.0997
RDY Put 17.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|17.50P
Delta-0.9827
Imp Vol1.3771
Bid4.2
Gamma0.0205
Theoretical5.61
Ask6.8
Theta-0.007
Intrinsic Value5.6
Volume0
Vega0.0006
Time Value-5.6
Open Interest0
Rho-0.0013
Delta / Theta141.0125
|
| 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: Sep 13, 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: Sep 13, 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: Sep 13, 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
|