| 4.5 |
4.5% |
4.25 |
4.55 |
1,780 |
125.00 |
0.48 |
0.48% |
0.41 |
0.44 |
1,670 |
INTC Call 125.00
Exp: Jul 02, 2026
Last: 4.5
Chg.: 4.5%
SymbolINTC|20260702|125.00C
Delta0.845
Imp Vol0.6158
Bid4.25
Gamma0.0577
Theoretical4.4
Ask4.55
Theta-0.5085
Intrinsic Value2.84
Volume1,780
Vega0.016
Time Value1.66
Open Interest6,137
Rho0.0028
Delta / Theta-1.6619
INTC Put 125.00
Exp: Jul 02, 2026
Last: 0.48
Chg.: 0.48%
SymbolINTC|20260702|125.00P
Delta-0.1738
Imp Vol0.6675
Bid0.41
Gamma0.0574
Theoretical0.425
Ask0.44
Theta-0.581
Intrinsic Value-2.84
Volume1,670
Vega0.0172
Time Value3.32
Open Interest9,177
Rho-0.0006
Delta / Theta0.2992
|
| 3.3 |
3.3% |
3.45 |
3.75 |
1,565 |
126.00 |
0.63 |
0.63% |
0.58 |
0.62 |
1,153 |
INTC Call 126.00
Exp: Jul 02, 2026
Last: 3.3
Chg.: 3.3%
SymbolINTC|20260702|126.00C
Delta0.7775
Imp Vol0.6179
Bid3.45
Gamma0.0719
Theoretical3.6
Ask3.75
Theta-0.6349
Intrinsic Value1.84
Volume1,565
Vega0.02
Time Value1.46
Open Interest906
Rho0.0026
Delta / Theta-1.2246
INTC Put 126.00
Exp: Jul 02, 2026
Last: 0.63
Chg.: 0.63%
SymbolINTC|20260702|126.00P
Delta-0.2328
Imp Vol0.6479
Bid0.58
Gamma0.0704
Theoretical0.6
Ask0.62
Theta-0.6713
Intrinsic Value-1.84
Volume1,153
Vega0.0205
Time Value2.47
Open Interest1,240
Rho-0.0008
Delta / Theta0.3468
|
| 2.82 |
2.82% |
2.84 |
2.96 |
2,956 |
127.00 |
0.87 |
0.87% |
0.82 |
0.87 |
661 |
INTC Call 127.00
Exp: Jul 02, 2026
Last: 2.82
Chg.: 2.82%
SymbolINTC|20260702|127.00C
Delta0.6944
Imp Vol0.6298
Bid2.84
Gamma0.083
Theoretical2.9
Ask2.96
Theta-0.7588
Intrinsic Value0.84
Volume2,956
Vega0.0235
Time Value1.98
Open Interest1,287
Rho0.0023
Delta / Theta-0.9152
INTC Put 127.00
Exp: Jul 02, 2026
Last: 0.87
Chg.: 0.87%
SymbolINTC|20260702|127.00P
Delta-0.3063
Imp Vol0.6322
Bid0.82
Gamma0.0828
Theoretical0.845
Ask0.87
Theta-0.7516
Intrinsic Value-0.84
Volume661
Vega0.0235
Time Value1.71
Open Interest1,858
Rho-0.001
Delta / Theta0.4076
|
|
127.84 |
Price @ Jul 02, 2026 14:30 GMT |
| 2.17 |
2.17% |
2.12 |
2.18 |
4,123 |
128.00 |
1.22 |
1.22% |
1.19 |
1.22 |
702 |
INTC Call 128.00
Exp: Jul 02, 2026
Last: 2.17
Chg.: 2.17%
SymbolINTC|20260702|128.00C
Delta0.6126
Imp Vol0.5865
Bid2.12
Gamma0.0974
Theoretical2.15
Ask2.18
Theta-0.7709
Intrinsic Value-0.16
Volume4,123
Vega0.0257
Time Value2.33
Open Interest2,942
Rho0.0021
Delta / Theta-0.7947
INTC Put 128.00
Exp: Jul 02, 2026
Last: 1.22
Chg.: 1.22%
SymbolINTC|20260702|128.00P
Delta-0.3945
Imp Vol0.6315
Bid1.19
Gamma0.0909
Theoretical1.205
Ask1.22
Theta-0.8227
Intrinsic Value0.16
Volume702
Vega0.0258
Time Value1.06
Open Interest2,346
Rho-0.0013
Delta / Theta0.4795
|
| 1.67 |
1.67% |
1.62 |
1.69 |
3,936 |
129.00 |
1.62 |
1.62% |
1.58 |
1.62 |
991 |
INTC Call 129.00
Exp: Jul 02, 2026
Last: 1.67
Chg.: 1.67%
SymbolINTC|20260702|129.00C
Delta0.5123
Imp Vol0.6073
Bid1.62
Gamma0.0979
Theoretical1.655
Ask1.69
Theta-0.8296
Intrinsic Value-1.16
Volume3,936
Vega0.0267
Time Value2.83
Open Interest4,390
Rho0.0017
Delta / Theta-0.6175
INTC Put 129.00
Exp: Jul 02, 2026
Last: 1.62
Chg.: 1.62%
SymbolINTC|20260702|129.00P
Delta-0.4879
Imp Vol0.6094
Bid1.58
Gamma0.0976
Theoretical1.6
Ask1.62
Theta-0.8217
Intrinsic Value1.16
Volume991
Vega0.0267
Time Value0.46
Open Interest2,159
Rho-0.0015
Delta / Theta0.5938
|
| 1.12 |
1.12% |
1.1 |
1.16 |
12,011 |
130.00 |
2.23 |
2.23% |
2.19 |
2.27 |
1,225 |
INTC Call 130.00
Exp: Jul 02, 2026
Last: 1.12
Chg.: 1.12%
SymbolINTC|20260702|130.00C
Delta0.4106
Imp Vol0.579
Bid1.1
Gamma0.1002
Theoretical1.13
Ask1.16
Theta-0.7706
Intrinsic Value-2.16
Volume12,011
Vega0.0261
Time Value3.28
Open Interest8,774
Rho0.0014
Delta / Theta-0.5329
INTC Put 130.00
Exp: Jul 02, 2026
Last: 2.23
Chg.: 2.23%
SymbolINTC|20260702|130.00P
Delta-0.5799
Imp Vol0.6404
Bid2.19
Gamma0.0911
Theoretical2.23
Ask2.27
Theta-0.8456
Intrinsic Value2.16
Volume1,225
Vega0.0262
Time Value0.07
Open Interest4,907
Rho-0.0018
Delta / Theta0.6858
|