| 3.86 |
3.86% |
3.65 |
3.75 |
141 |
51.00 |
1.07 |
1.07% |
1.08 |
1.1 |
540 |
INTC Call 51.00
Exp: Jan 23, 2026
Last: 3.86
Chg.: 3.86%
SymbolINTC|20260123|51.00C
Delta0.6965
Imp Vol2.0153
Bid3.65
Gamma0.0619
Theoretical3.7
Ask3.75
Theta-0.9893
Intrinsic Value2.89
Volume141
Vega0.0098
Time Value0.97
Open Interest3,672
Rho0.0009
Delta / Theta-0.704
INTC Put 51.00
Exp: Jan 23, 2026
Last: 1.07
Chg.: 1.07%
SymbolINTC|20260123|51.00P
Delta-0.2986
Imp Vol1.9472
Bid1.08
Gamma0.0636
Theoretical1.09
Ask1.1
Theta-0.9454
Intrinsic Value-2.89
Volume540
Vega0.0097
Time Value3.96
Open Interest5,198
Rho-0.0004
Delta / Theta0.3158
|
| 3.1 |
3.1% |
3.1 |
3.15 |
223 |
52.00 |
1.5 |
1.5% |
1.47 |
1.5 |
1,728 |
INTC Call 52.00
Exp: Jan 23, 2026
Last: 3.1
Chg.: 3.1%
SymbolINTC|20260123|52.00C
Delta0.6284
Imp Vol2.0379
Bid3.1
Gamma0.0662
Theoretical3.1
Ask3.15
Theta-1.0817
Intrinsic Value1.89
Volume223
Vega0.0106
Time Value1.21
Open Interest11,274
Rho0.0008
Delta / Theta-0.5809
INTC Put 52.00
Exp: Jan 23, 2026
Last: 1.5
Chg.: 1.5%
SymbolINTC|20260123|52.00P
Delta-0.3694
Imp Vol1.9846
Bid1.47
Gamma0.0679
Theoretical1.5
Ask1.5
Theta-1.0479
Intrinsic Value-1.89
Volume1,728
Vega0.0106
Time Value3.39
Open Interest8,939
Rho-0.0005
Delta / Theta0.3525
|
| 2.62 |
2.62% |
2.59 |
2.62 |
998 |
53.00 |
1.98 |
1.98% |
1.96 |
1.98 |
2,553 |
INTC Call 53.00
Exp: Jan 23, 2026
Last: 2.62
Chg.: 2.62%
SymbolINTC|20260123|53.00C
Delta0.5587
Imp Vol2.1031
Bid2.59
Gamma0.067
Theoretical2.62
Ask2.62
Theta-1.1647
Intrinsic Value0.89
Volume998
Vega0.0111
Time Value1.73
Open Interest5,580
Rho0.0007
Delta / Theta-0.4797
INTC Put 53.00
Exp: Jan 23, 2026
Last: 1.98
Chg.: 1.98%
SymbolINTC|20260123|53.00P
Delta-0.4406
Imp Vol2.016
Bid1.96
Gamma0.0698
Theoretical1.98
Ask1.98
Theta-1.1126
Intrinsic Value-0.89
Volume2,553
Vega0.0111
Time Value2.87
Open Interest4,697
Rho-0.0006
Delta / Theta0.396
|
|
53.89 |
Price @ Jan 22, 2026 15:00 GMT |
| 2.16 |
2.16% |
2.16 |
2.17 |
1,613 |
54.00 |
2.48 |
2.48% |
2.51 |
2.54 |
1,049 |
INTC Call 54.00
Exp: Jan 23, 2026
Last: 2.16
Chg.: 2.16%
SymbolINTC|20260123|54.00C
Delta0.4917
Imp Vol2.122
Bid2.16
Gamma0.0671
Theoretical2.16
Ask2.17
Theta-1.1876
Intrinsic Value-0.11
Volume1,613
Vega0.0112
Time Value2.27
Open Interest7,723
Rho0.0007
Delta / Theta-0.414
INTC Put 54.00
Exp: Jan 23, 2026
Last: 2.48
Chg.: 2.48%
SymbolINTC|20260123|54.00P
Delta-0.5104
Imp Vol2.0403
Bid2.51
Gamma0.0698
Theoretical2.525
Ask2.54
Theta-1.1381
Intrinsic Value0.11
Volume1,049
Vega0.0112
Time Value2.37
Open Interest5,384
Rho-0.0007
Delta / Theta0.4485
|
| 1.78 |
1.78% |
1.75 |
1.78 |
2,281 |
55.00 |
3.12 |
3.12% |
3.1 |
3.15 |
430 |
INTC Call 55.00
Exp: Jan 23, 2026
Last: 1.78
Chg.: 1.78%
SymbolINTC|20260123|55.00C
Delta0.4279
Imp Vol2.1538
Bid1.75
Gamma0.065
Theoretical1.78
Ask1.78
Theta-1.1857
Intrinsic Value-1.11
Volume2,281
Vega0.011
Time Value2.89
Open Interest14,197
Rho0.0006
Delta / Theta-0.3609
INTC Put 55.00
Exp: Jan 23, 2026
Last: 3.12
Chg.: 3.12%
SymbolINTC|20260123|55.00P
Delta-0.578
Imp Vol2.048
Bid3.1
Gamma0.0682
Theoretical3.12
Ask3.15
Theta-1.1205
Intrinsic Value1.11
Volume430
Vega0.011
Time Value2.01
Open Interest2,709
Rho-0.0008
Delta / Theta0.5159
|
| 1.41 |
1.41% |
1.44 |
1.46 |
2,711 |
56.00 |
3.81 |
3.81% |
3.75 |
3.85 |
226 |
INTC Call 56.00
Exp: Jan 23, 2026
Last: 1.41
Chg.: 1.41%
SymbolINTC|20260123|56.00C
Delta0.3681
Imp Vol2.1767
Bid1.44
Gamma0.0618
Theoretical1.45
Ask1.46
Theta-1.1509
Intrinsic Value-2.11
Volume2,711
Vega0.0106
Time Value3.52
Open Interest11,184
Rho0.0005
Delta / Theta-0.3199
INTC Put 56.00
Exp: Jan 23, 2026
Last: 3.81
Chg.: 3.81%
SymbolINTC|20260123|56.00P
Delta-0.6393
Imp Vol2.0853
Bid3.75
Gamma0.0641
Theoretical3.81
Ask3.85
Theta-1.0913
Intrinsic Value2.11
Volume226
Vega0.0105
Time Value1.7
Open Interest145
Rho-0.0009
Delta / Theta0.5858
|