| 0 |
0% |
34.8 |
38.6 |
0 |
60.00 |
0 |
0% |
0 |
2.55 |
0 |
MRCY Call 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00C
Delta0.9593
Imp Vol1.0019
Bid34.8
Gamma0.0031
Theoretical36.7
Ask38.6
Theta-0.0445
Intrinsic Value36.81
Volume0
Vega0.0248
Time Value-36.81
Open Interest0
Rho0.0485
Delta / Theta-21.5593
MRCY Put 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00P
Delta-0.0703
Imp Vol1.2373
Bid0
Gamma0.0038
Theoretical1.28
Ask2.55
Theta-0.0733
Intrinsic Value-36.81
Volume0
Vega0.0383
Time Value36.81
Open Interest0
Rho-0.0065
Delta / Theta0.9595
|
| 0 |
0% |
29.8 |
34.1 |
0 |
65.00 |
0 |
0% |
0 |
2.95 |
0 |
MRCY Call 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00C
Delta0.9405
Imp Vol0.9342
Bid29.8
Gamma0.0045
Theoretical31.95
Ask34.1
Theta-0.055
Intrinsic Value31.81
Volume0
Vega0.0336
Time Value-31.81
Open Interest0
Rho0.0511
Delta / Theta-17.0977
MRCY Put 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00P
Delta-0.0876
Imp Vol1.1142
Bid0
Gamma0.005
Theoretical1.48
Ask2.95
Theta-0.0779
Intrinsic Value-31.81
Volume0
Vega0.0452
Time Value31.81
Open Interest1
Rho-0.008
Delta / Theta1.1258
|
| 0 |
0% |
25.2 |
29.6 |
0 |
70.00 |
0 |
0% |
0.05 |
2.75 |
0 |
MRCY Call 70.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|70.00C
Delta0.9096
Imp Vol0.8931
Bid25.2
Gamma0.0064
Theoretical27.4
Ask29.6
Theta-0.0707
Intrinsic Value26.81
Volume0
Vega0.0463
Time Value-26.81
Open Interest0
Rho0.0525
Delta / Theta-12.8623
MRCY Put 70.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|70.00P
Delta-0.0988
Imp Vol0.9359
Bid0.05
Gamma0.0065
Theoretical1.4
Ask2.75
Theta-0.0713
Intrinsic Value-26.81
Volume0
Vega0.0494
Time Value26.81
Open Interest5
Rho-0.0088
Delta / Theta1.3862
|
|
96.81 |
Price @ Jul 20, 2026 16:29 GMT |
| 7.46 |
0% |
7.5 |
8.4 |
0 |
97.50 |
0 |
0% |
8.7 |
9.6 |
0 |
MRCY Call 97.50
Exp: Aug 21, 2026
Last: 7.46
Chg.: 0%
SymbolMRCY|20260821|97.50C
Delta0.5219
Imp Vol0.75
Bid7.5
Gamma0.0187
Theoretical7.95
Ask8.4
Theta-0.1369
Intrinsic Value-0.69
Volume0
Vega0.1132
Time Value8.15
Open Interest2
Rho0.0369
Delta / Theta-3.8112
MRCY Put 97.50
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|97.50P
Delta-0.4798
Imp Vol0.7475
Bid8.7
Gamma0.0188
Theoretical9.15
Ask9.6
Theta-0.1274
Intrinsic Value0.69
Volume0
Vega0.1132
Time Value-0.69
Open Interest17
Rho-0.0412
Delta / Theta3.765
|
| 0 |
0% |
6.4 |
7.3 |
0 |
100.00 |
0 |
0% |
10.2 |
11.1 |
0 |
MRCY Call 100.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|100.00C
Delta0.4754
Imp Vol0.7433
Bid6.4
Gamma0.0189
Theoretical6.85
Ask7.3
Theta-0.1354
Intrinsic Value-3.19
Volume0
Vega0.1132
Time Value3.19
Open Interest10
Rho0.034
Delta / Theta-3.5121
MRCY Put 100.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|100.00P
Delta-0.5252
Imp Vol0.75
Bid10.2
Gamma0.0187
Theoretical10.65
Ask11.1
Theta-0.1273
Intrinsic Value3.19
Volume0
Vega0.1131
Time Value-3.19
Open Interest20
Rho-0.045
Delta / Theta4.1246
|
| 5.6 |
-10.4% |
4.7 |
5.5 |
1 |
105.00 |
13 |
0% |
13.3 |
14.2 |
0 |
MRCY Call 105.00
Exp: Aug 21, 2026
Last: 5.6
Chg.: -10.4%
SymbolMRCY|20260821|105.00C
Delta0.388
Imp Vol0.7416
Bid4.7
Gamma0.0182
Theoretical5.1
Ask5.5
Theta-0.1294
Intrinsic Value-8.19
Volume1
Vega0.1089
Time Value13.79
Open Interest91
Rho0.0282
Delta / Theta-2.998
MRCY Put 105.00
Exp: Aug 21, 2026
Last: 13
Chg.: 0%
SymbolMRCY|20260821|105.00P
Delta-0.616
Imp Vol0.7352
Bid13.3
Gamma0.0184
Theoretical13.75
Ask14.2
Theta-0.1186
Intrinsic Value8.19
Volume0
Vega0.1085
Time Value4.81
Open Interest18
Rho-0.0512
Delta / Theta5.1924
|
| 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
|