| 0 |
0% |
53.5 |
56.2 |
0 |
55.00 |
0 |
0% |
0 |
0.1 |
0 |
MRCY Call 55.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|55.00C
Delta0.9763
Imp Vol2.2146
Bid53.5
Gamma0.0013
Theoretical54.85
Ask56.2
Theta-0.112
Intrinsic Value53.96
Volume0
Vega0.0106
Time Value-53.96
Open Interest0
Rho0.0156
Delta / Theta-8.72
MRCY Put 55.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|55.00P
Delta-0.0048
Imp Vol1.616
Bid0
Gamma0.0004
Theoretical0.05
Ask0.1
Theta-0.0192
Intrinsic Value-53.96
Volume0
Vega0.0026
Time Value53.96
Open Interest0
Rho-0.0002
Delta / Theta0.2472
|
| 0 |
0% |
48.4 |
51.2 |
0 |
60.00 |
0 |
0% |
0 |
2.2 |
0 |
MRCY Call 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00C
Delta0.9758
Imp Vol1.9173
Bid48.4
Gamma0.0016
Theoretical49.8
Ask51.2
Theta-0.0999
Intrinsic Value48.96
Volume0
Vega0.0108
Time Value-48.96
Open Interest0
Rho0.0172
Delta / Theta-9.7697
MRCY Put 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00P
Delta-0.0491
Imp Vol2.3965
Bid0
Gamma0.0022
Theoretical1.1
Ask2.2
Theta-0.2097
Intrinsic Value-48.96
Volume0
Vega0.0193
Time Value48.96
Open Interest1
Rho-0.0018
Delta / Theta0.2342
|
| 0 |
0% |
43.7 |
45.7 |
0 |
65.00 |
0 |
0% |
0 |
2.2 |
0 |
MRCY Call 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00C
Delta0.9783
Imp Vol1.596
Bid43.7
Gamma0.0017
Theoretical44.7
Ask45.7
Theta-0.0776
Intrinsic Value43.96
Volume0
Vega0.0098
Time Value-43.96
Open Interest0
Rho0.0188
Delta / Theta-12.6032
MRCY Put 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00P
Delta-0.0552
Imp Vol2.1276
Bid0
Gamma0.0028
Theoretical1.1
Ask2.2
Theta-0.2043
Intrinsic Value-43.96
Volume0
Vega0.0212
Time Value43.96
Open Interest1
Rho-0.002
Delta / Theta0.2704
|
|
108.96 |
Price @ Aug 10, 2026 16:00 GMT |
| 0 |
0% |
8.9 |
11 |
0 |
110.00 |
0 |
0% |
8.1 |
11.3 |
0 |
MRCY Call 110.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|110.00C
Delta0.5385
Imp Vol1.3477
Bid8.9
Gamma0.0155
Theoretical9.95
Ask11
Theta-0.4666
Intrinsic Value-1.04
Volume0
Vega0.0754
Time Value1.04
Open Interest1,104
Rho0.0147
Delta / Theta-1.154
MRCY Put 110.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|110.00P
Delta-0.4661
Imp Vol1.2446
Bid8.1
Gamma0.0168
Theoretical9.7
Ask11.3
Theta-0.4216
Intrinsic Value1.04
Volume0
Vega0.0755
Time Value-1.04
Open Interest9
Rho-0.0159
Delta / Theta1.1056
|
| 7.2 |
0% |
5.7 |
9 |
0 |
115.00 |
0 |
0% |
11.1 |
14.3 |
0 |
MRCY Call 115.00
Exp: Aug 21, 2026
Last: 7.2
Chg.: 0%
SymbolMRCY|20260821|115.00C
Delta0.4554
Imp Vol1.2731
Bid5.7
Gamma0.0164
Theoretical7.35
Ask9
Theta-0.4397
Intrinsic Value-6.04
Volume0
Vega0.0753
Time Value13.24
Open Interest74
Rho0.0128
Delta / Theta-1.0355
MRCY Put 115.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|115.00P
Delta-0.5476
Imp Vol1.2498
Bid11.1
Gamma0.0167
Theoretical12.7
Ask14.3
Theta-0.421
Intrinsic Value6.04
Volume0
Vega0.0752
Time Value-6.04
Open Interest2
Rho-0.0187
Delta / Theta1.3008
|
| 0 |
0% |
4.2 |
6.7 |
0 |
120.00 |
0 |
0% |
14.4 |
17.2 |
0 |
MRCY Call 120.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|120.00C
Delta0.3751
Imp Vol1.2408
Bid4.2
Gamma0.0161
Theoretical5.45
Ask6.7
Theta-0.4096
Intrinsic Value-11.04
Volume0
Vega0.072
Time Value11.04
Open Interest46
Rho0.0107
Delta / Theta-0.9158
MRCY Put 120.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|120.00P
Delta-0.6296
Imp Vol1.2167
Bid14.4
Gamma0.0164
Theoretical15.8
Ask17.2
Theta-0.3895
Intrinsic Value11.04
Volume0
Vega0.0717
Time Value-11.04
Open Interest11
Rho-0.0212
Delta / Theta1.6162
|
| 0 |
0% |
2,320.8 |
2,336.5 |
0 |
4,650.00 |
45.4 |
0% |
43.9 |
44.9 |
1 |
MRCY Call 4,650.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4650.00C
Delta0
Imp Vol0
Bid2,320.8
Gamma0
Theoretical0
Ask2,336.5
Theta0
Intrinsic Value-4,580.11
Volume0
Vega0
Time Value4,580.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,650.00
Exp: Aug 21, 2026
Last: 45.4
Chg.: 0%
Symbol$SPX|20260821|4650.00P
Delta0
Imp Vol0
Bid43.9
Gamma0
Theoretical0
Ask44.9
Theta0
Intrinsic Value4,580.11
Volume1
Vega0
Time Value-4,534.71
Open Interest64
Rho0
Delta / Theta0
|
| 0 |
0% |
2,298.1 |
2,313 |
0 |
4,675.00 |
57.57 |
0% |
44.8 |
45.9 |
0 |
MRCY Call 4,675.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4675.00C
Delta0
Imp Vol0
Bid2,298.1
Gamma0
Theoretical0
Ask2,313
Theta0
Intrinsic Value-4,605.11
Volume0
Vega0
Time Value4,605.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,675.00
Exp: Aug 21, 2026
Last: 57.57
Chg.: 0%
Symbol$SPX|20260821|4675.00P
Delta0
Imp Vol0
Bid44.8
Gamma0
Theoretical0
Ask45.9
Theta0
Intrinsic Value4,605.11
Volume0
Vega0
Time Value-4,547.54
Open Interest37
Rho0
Delta / Theta0
|
| 0 |
0% |
2,274.1 |
2,289.8 |
0 |
4,700.00 |
51.26 |
0% |
45.7 |
46.8 |
0 |
MRCY Call 4,700.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4700.00C
Delta0
Imp Vol0
Bid2,274.1
Gamma0
Theoretical0
Ask2,289.8
Theta0
Intrinsic Value-4,630.11
Volume0
Vega0
Time Value4,630.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,700.00
Exp: Aug 21, 2026
Last: 51.26
Chg.: 0%
Symbol$SPX|20260821|4700.00P
Delta0
Imp Vol0
Bid45.7
Gamma0
Theoretical0
Ask46.8
Theta0
Intrinsic Value4,630.11
Volume0
Vega0
Time Value-4,578.85
Open Interest97
Rho0
Delta / Theta0
|