1.88 |
-19.66% |
1.87 |
1.91 |
2,399 |
116.00 |
1.25 |
25% |
1.21 |
1.24 |
2,898 |
GOOGL Call 116.00
Exp: Aug 12, 2022
Last: 1.88
Chg.: -19.66%
SymbolGOOGL|20220812|116.00C
Delta0.5739
Imp Vol0.3642
Bid1.87
Gamma0.1018
Theoretical1.88
Ask1.91
Theta-0.2558
Intrinsic Value0.63
Volume2,399
Vega0.0415
Time Value1.25
Open Interest1,364
Rho0.0053
Delta / Theta-2.2438
GOOGL Put 116.00
Exp: Aug 12, 2022
Last: 1.25
Chg.: 25%
SymbolGOOGL|20220812|116.00P
Delta-0.4263
Imp Vol0.3633
Bid1.21
Gamma0.1023
Theoretical1.23
Ask1.24
Theta-0.2481
Intrinsic Value-0.63
Volume2,898
Vega0.0415
Time Value1.88
Open Interest1,522
Rho-0.0037
Delta / Theta1.7181
|
1.76 |
-21.43% |
1.72 |
1.77 |
1,638 |
116.25 |
1.35 |
23.85% |
1.32 |
1.34 |
4,287 |
GOOGL Call 116.25
Exp: Aug 12, 2022
Last: 1.76
Chg.: -21.43%
SymbolGOOGL|20220812|116.25C
Delta0.5478
Imp Vol0.3682
Bid1.72
Gamma0.1017
Theoretical1.76
Ask1.77
Theta-0.261
Intrinsic Value0.38
Volume1,638
Vega0.0419
Time Value1.38
Open Interest636
Rho0.0051
Delta / Theta-2.099
GOOGL Put 116.25
Exp: Aug 12, 2022
Last: 1.35
Chg.: 23.85%
SymbolGOOGL|20220812|116.25P
Delta-0.4519
Imp Vol0.3614
Bid1.32
Gamma0.1037
Theoretical1.33
Ask1.34
Theta-0.2491
Intrinsic Value-0.38
Volume4,287
Vega0.0419
Time Value1.73
Open Interest885
Rho-0.0039
Delta / Theta1.8139
|
1.62 |
-20.2% |
1.59 |
1.62 |
1,356 |
116.50 |
1.45 |
22.88% |
1.42 |
1.45 |
1,999 |
GOOGL Call 116.50
Exp: Aug 12, 2022
Last: 1.62
Chg.: -20.2%
SymbolGOOGL|20220812|116.50C
Delta0.5223
Imp Vol0.366
Bid1.59
Gamma0.103
Theoretical1.62
Ask1.62
Theta-0.2607
Intrinsic Value0.13
Volume1,356
Vega0.0421
Time Value1.49
Open Interest590
Rho0.0049
Delta / Theta-2.0037
GOOGL Put 116.50
Exp: Aug 12, 2022
Last: 1.45
Chg.: 22.88%
SymbolGOOGL|20220812|116.50P
Delta-0.478
Imp Vol0.3615
Bid1.42
Gamma0.1043
Theoretical1.45
Ask1.45
Theta-0.2505
Intrinsic Value-0.13
Volume1,999
Vega0.0421
Time Value1.58
Open Interest738
Rho-0.0041
Delta / Theta1.908
|
|
116.63 |
Price @ Aug 09, 2022 21:02 GMT |
1.47 |
-22.22% |
1.45 |
1.49 |
2,816 |
116.75 |
1.57 |
20.77% |
1.54 |
1.57 |
2,053 |
GOOGL Call 116.75
Exp: Aug 12, 2022
Last: 1.47
Chg.: -22.22%
SymbolGOOGL|20220812|116.75C
Delta0.4963
Imp Vol0.3598
Bid1.45
Gamma0.1049
Theoretical1.47
Ask1.49
Theta-0.2566
Intrinsic Value-0.12
Volume2,816
Vega0.0422
Time Value1.59
Open Interest489
Rho0.0046
Delta / Theta-1.9344
GOOGL Put 116.75
Exp: Aug 12, 2022
Last: 1.57
Chg.: 20.77%
SymbolGOOGL|20220812|116.75P
Delta-0.5042
Imp Vol0.3601
Bid1.54
Gamma0.1049
Theoretical1.57
Ask1.57
Theta-0.2497
Intrinsic Value0.12
Volume2,053
Vega0.0422
Time Value1.45
Open Interest874
Rho-0.0043
Delta / Theta2.0189
|
1.34 |
-25.97% |
1.33 |
1.36 |
5,103 |
117.00 |
1.68 |
20% |
1.66 |
1.68 |
1,639 |
GOOGL Call 117.00
Exp: Aug 12, 2022
Last: 1.34
Chg.: -25.97%
SymbolGOOGL|20220812|117.00C
Delta0.4698
Imp Vol0.3568
Bid1.33
Gamma0.1054
Theoretical1.34
Ask1.36
Theta-0.2536
Intrinsic Value-0.37
Volume5,103
Vega0.0421
Time Value1.71
Open Interest1,793
Rho0.0044
Delta / Theta-1.8527
GOOGL Put 117.00
Exp: Aug 12, 2022
Last: 1.68
Chg.: 20%
SymbolGOOGL|20220812|117.00P
Delta-0.531
Imp Vol0.3547
Bid1.66
Gamma0.1066
Theoretical1.68
Ask1.68
Theta-0.245
Intrinsic Value0.37
Volume1,639
Vega0.0421
Time Value1.31
Open Interest1,694
Rho-0.0046
Delta / Theta2.1668
|
1.21 |
-26.22% |
1.2 |
1.24 |
1,671 |
117.25 |
1.84 |
20.26% |
1.79 |
1.83 |
769 |
GOOGL Call 117.25
Exp: Aug 12, 2022
Last: 1.21
Chg.: -26.22%
SymbolGOOGL|20220812|117.25C
Delta0.4427
Imp Vol0.3523
Bid1.2
Gamma0.106
Theoretical1.21
Ask1.24
Theta-0.2483
Intrinsic Value-0.62
Volume1,671
Vega0.0417
Time Value1.83
Open Interest568
Rho0.0041
Delta / Theta-1.7828
GOOGL Put 117.25
Exp: Aug 12, 2022
Last: 1.84
Chg.: 20.26%
SymbolGOOGL|20220812|117.25P
Delta-0.5578
Imp Vol0.3525
Bid1.79
Gamma0.1061
Theoretical1.81
Ask1.83
Theta-0.2415
Intrinsic Value0.62
Volume769
Vega0.0417
Time Value1.22
Open Interest551
Rho-0.0047
Delta / Theta2.3097
|
0 |
0% |
788.5 |
805.9 |
0 |
1,440.00 |
1 |
0% |
0.2 |
1.35 |
0 |
GOOGL Call 1,440.00
Exp: Aug 12, 2022
Last: 0
Chg.: 0%
SymbolGOOGL|20220812|1440.00C
Delta0.966
Imp Vol0.9396
Bid788.5
Gamma0.0001
Theoretical805.9
Ask805.9
Theta-0.8431
Intrinsic Value-1,330.97
Volume0
Vega0.4673
Time Value1,330.97
Open Interest0
Rho1.0384
Delta / Theta-1.1457
GOOGL Put 1,440.00
Exp: Aug 12, 2022
Last: 1
Chg.: 0%
SymbolGOOGL|20220812|1440.00P
Delta-0.0069
Imp Vol0.6725
Bid0.2
Gamma0
Theoretical1
Ask1.35
Theta-0.1432
Intrinsic Value1,330.97
Volume0
Vega0.1198
Time Value-1,329.97
Open Interest0
Rho-0.012
Delta / Theta0.0485
|
0 |
0% |
768.8 |
786.7 |
0 |
1,460.00 |
0.96 |
0% |
0.45 |
1.25 |
0 |
GOOGL Call 1,460.00
Exp: Aug 12, 2022
Last: 0
Chg.: 0%
SymbolGOOGL|20220812|1460.00C
Delta0.9964
Imp Vol0.5912
Bid768.8
Gamma0
Theoretical777.75
Ask786.7
Theta-0.133
Intrinsic Value-1,350.97
Volume0
Vega0.0662
Time Value1,350.97
Open Interest0
Rho1.1122
Delta / Theta-7.4897
GOOGL Put 1,460.00
Exp: Aug 12, 2022
Last: 0.96
Chg.: 0%
SymbolGOOGL|20220812|1460.00P
Delta-0.0069
Imp Vol0.6501
Bid0.45
Gamma0
Theoretical0.96
Ask1.25
Theta-0.1378
Intrinsic Value1,350.97
Volume0
Vega0.1193
Time Value-1,350.01
Open Interest0
Rho-0.0119
Delta / Theta0.0501
|
0 |
0% |
749 |
766.2 |
0 |
1,480.00 |
1.02 |
0% |
0.5 |
1.45 |
0 |
GOOGL Call 1,480.00
Exp: Aug 12, 2022
Last: 0
Chg.: 0%
SymbolGOOGL|20220812|1480.00C
Delta0.9976
Imp Vol0.543
Bid749
Gamma0
Theoretical757.6
Ask766.2
Theta-0.1085
Intrinsic Value-1,370.97
Volume0
Vega0.0457
Time Value1,370.97
Open Interest0
Rho1.1297
Delta / Theta-9.1964
GOOGL Put 1,480.00
Exp: Aug 12, 2022
Last: 1.02
Chg.: 0%
SymbolGOOGL|20220812|1480.00P
Delta-0.0075
Imp Vol0.6362
Bid0.5
Gamma0.0001
Theoretical1.02
Ask1.45
Theta-0.1441
Intrinsic Value1,370.97
Volume0
Vega0.1275
Time Value-1,369.95
Open Interest12
Rho-0.0128
Delta / Theta0.0517
|