| 0 |
0% |
51.5 |
56 |
0 |
35.00 |
0 |
0% |
0 |
5 |
0 |
ICFI Call 35.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|35.00C
Delta0.9825
Imp Vol1.9372
Bid51.5
Gamma0.001
Theoretical53.75
Ask56
Theta-0.0406
Intrinsic Value55.22
Volume0
Vega0.0096
Time Value-55.22
Open Interest0
Rho0.0216
Delta / Theta-24.1987
ICFI Put 35.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|35.00P
Delta-0.0586
Imp Vol3.0957
Bid0
Gamma0.0017
Theoretical2.5
Ask5
Theta-0.1704
Intrinsic Value-55.22
Volume0
Vega0.0265
Time Value55.22
Open Interest0
Rho-0.0046
Delta / Theta0.3441
|
| 0 |
0% |
46.5 |
51 |
0 |
40.00 |
0 |
0% |
0 |
5 |
0 |
ICFI Call 40.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|40.00C
Delta0.9803
Imp Vol1.6715
Bid46.5
Gamma0.0012
Theoretical48.75
Ask51
Theta-0.0393
Intrinsic Value50.22
Volume0
Vega0.0106
Time Value-50.22
Open Interest0
Rho0.0249
Delta / Theta-24.9236
ICFI Put 40.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|40.00P
Delta-0.068
Imp Vol2.7115
Bid0
Gamma0.0021
Theoretical2.5
Ask5
Theta-0.1675
Intrinsic Value-50.22
Volume0
Vega0.0298
Time Value50.22
Open Interest0
Rho-0.0051
Delta / Theta0.4062
|
| 0 |
0% |
41.5 |
46 |
0 |
45.00 |
0 |
0% |
0 |
5 |
0 |
ICFI Call 45.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|45.00C
Delta0.9779
Imp Vol1.4383
Bid41.5
Gamma0.0016
Theoretical43.75
Ask46
Theta-0.038
Intrinsic Value45.22
Volume0
Vega0.0118
Time Value-45.22
Open Interest0
Rho0.0281
Delta / Theta-25.7544
ICFI Put 45.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|45.00P
Delta-0.0784
Imp Vol2.3759
Bid0
Gamma0.0027
Theoretical2.5
Ask5
Theta-0.1635
Intrinsic Value-45.22
Volume0
Vega0.0332
Time Value45.22
Open Interest0
Rho-0.0057
Delta / Theta0.4796
|
|
90.22 |
Price @ Aug 28, 2026 20:13 GMT |
| 0 |
0% |
0 |
5 |
0 |
95.00 |
0 |
0% |
4.5 |
9 |
0 |
ICFI Call 95.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|95.00C
Delta0.3317
Imp Vol0.5432
Bid0
Gamma0.0295
Theoretical2.5
Ask5
Theta-0.0952
Intrinsic Value-4.78
Volume0
Vega0.0822
Time Value4.78
Open Interest0
Rho0.0176
Delta / Theta-3.4843
ICFI Put 95.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|95.00P
Delta-0.907
Imp Vol0.2169
Bid4.5
Gamma0.0354
Theoretical6.75
Ask9
Theta-0.0132
Intrinsic Value4.78
Volume0
Vega0.0368
Time Value-4.78
Open Interest0
Rho-0.0274
Delta / Theta68.8648
|
| 0 |
0% |
0 |
5 |
0 |
100.00 |
0 |
0% |
9.1 |
13.5 |
0 |
ICFI Call 100.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|100.00C
Delta0.2785
Imp Vol0.7005
Bid0
Gamma0.0211
Theoretical2.5
Ask5
Theta-0.1128
Intrinsic Value-9.78
Volume0
Vega0.0761
Time Value9.78
Open Interest5
Rho0.0145
Delta / Theta-2.4692
ICFI Put 100.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|100.00P
Delta-0.9848
Imp Vol0.2629
Bid9.1
Gamma0.0065
Theoretical11.63
Ask13.5
Theta-0.003
Intrinsic Value9.78
Volume0
Vega0.0076
Time Value-9.78
Open Interest0
Rho-0.0091
Delta / Theta324.8067
|
| 0 |
0% |
0 |
5 |
0 |
105.00 |
0 |
0% |
14 |
18.5 |
0 |
ICFI Call 105.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|105.00C
Delta0.2461
Imp Vol0.8368
Bid0
Gamma0.0166
Theoretical2.5
Ask5
Theta-0.126
Intrinsic Value-14.78
Volume0
Vega0.0714
Time Value14.78
Open Interest1
Rho0.0127
Delta / Theta-1.9527
ICFI Put 105.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolICFI|20260918|105.00P
Delta-0.988
Imp Vol0.3461
Bid14
Gamma0.004
Theoretical16.63
Ask18.5
Theta-0.0034
Intrinsic Value14.78
Volume0
Vega0.0063
Time Value-14.78
Open Interest0
Rho-0.0091
Delta / Theta293.6045
|
| 0 |
0% |
26 |
31 |
0 |
131.00 |
0 |
0% |
0 |
0 |
0 |
ICFI Call 131.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolXLI|20260918|131.00C
Delta0.6103
Imp Vol1.4746
Bid26
Gamma0.0037
Theoretical28.5
Ask31
Theta-0.0679
Intrinsic Value-54.21
Volume0
Vega0.2667
Time Value54.21
Open Interest1
Rho0.1515
Delta / Theta-8.9837
ICFI Put 131.00
Exp: Sep 01, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value54.21
Volume0
Vega0
Time Value-54.21
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
25 |
30 |
0 |
132.00 |
0 |
0% |
0.5 |
5.5 |
0 |
ICFI Call 132.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolXLI|20260918|132.00C
Delta0.5994
Imp Vol1.4427
Bid25
Gamma0.0038
Theoretical27.5
Ask30
Theta-0.067
Intrinsic Value-55.21
Volume0
Vega0.2687
Time Value55.21
Open Interest0
Rho0.1529
Delta / Theta-8.9432
ICFI Put 132.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolXLI|20260918|132.00P
Delta0
Imp Vol0
Bid0.5
Gamma0
Theoretical0
Ask5.5
Theta0
Intrinsic Value55.21
Volume0
Vega0
Time Value-55.21
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
24 |
29 |
0 |
133.00 |
0 |
0% |
0.5 |
5.5 |
0 |
ICFI Call 133.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolXLI|20260918|133.00C
Delta0.5883
Imp Vol1.411
Bid24
Gamma0.0039
Theoretical26.5
Ask29
Theta-0.0661
Intrinsic Value-56.21
Volume0
Vega0.2706
Time Value56.21
Open Interest15
Rho0.1542
Delta / Theta-8.9053
ICFI Put 133.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolXLI|20260918|133.00P
Delta0
Imp Vol0
Bid0.5
Gamma0
Theoretical0
Ask5.5
Theta0
Intrinsic Value56.21
Volume0
Vega0
Time Value-56.21
Open Interest3
Rho0
Delta / Theta0
|