| 6.2 |
6.2% |
6.15 |
6.3 |
15,432 |
380.00 |
1.7 |
1.7% |
1.64 |
1.77 |
7,188 |
MSFT Call 380.00
Exp: Jul 02, 2026
Last: 6.2
Chg.: 6.2%
SymbolMSFT|20260702|380.00C
Delta0.6842
Imp Vol0.4608
Bid6.15
Gamma0.0384
Theoretical6.225
Ask6.3
Theta-1.6666
Intrinsic Value5.18
Volume15,432
Vega0.0715
Time Value1.02
Open Interest6,983
Rho0.007
Delta / Theta-0.4105
MSFT Put 380.00
Exp: Jul 02, 2026
Last: 1.7
Chg.: 1.7%
SymbolMSFT|20260702|380.00P
Delta-0.3047
Imp Vol0.4308
Bid1.64
Gamma0.0404
Theoretical1.705
Ask1.77
Theta-1.5089
Intrinsic Value-5.18
Volume7,188
Vega0.0704
Time Value6.88
Open Interest878
Rho-0.0029
Delta / Theta0.2019
|
| 4.51 |
4.51% |
4.4 |
4.7 |
7,159 |
382.50 |
2.56 |
2.56% |
2.56 |
2.68 |
3,839 |
MSFT Call 382.50
Exp: Jul 02, 2026
Last: 4.51
Chg.: 4.51%
SymbolMSFT|20260702|382.50C
Delta0.5845
Imp Vol0.4464
Bid4.4
Gamma0.0434
Theoretical4.55
Ask4.7
Theta-1.7667
Intrinsic Value2.68
Volume7,159
Vega0.0784
Time Value1.83
Open Interest1,864
Rho0.006
Delta / Theta-0.3309
MSFT Put 382.50
Exp: Jul 02, 2026
Last: 2.56
Chg.: 2.56%
SymbolMSFT|20260702|382.50P
Delta-0.4129
Imp Vol0.4307
Bid2.56
Gamma0.045
Theoretical2.62
Ask2.68
Theta-1.6759
Intrinsic Value-2.68
Volume3,839
Vega0.0783
Time Value5.24
Open Interest378
Rho-0.0039
Delta / Theta0.2464
|
| 3.3 |
3.3% |
3.3 |
3.45 |
26,787 |
385.00 |
3.9 |
3.9% |
3.75 |
3.9 |
3,456 |
MSFT Call 385.00
Exp: Jul 02, 2026
Last: 3.3
Chg.: 3.3%
SymbolMSFT|20260702|385.00C
Delta0.4752
Imp Vol0.462
Bid3.3
Gamma0.0428
Theoretical3.375
Ask3.45
Theta-1.8632
Intrinsic Value0.18
Volume26,787
Vega0.0801
Time Value3.12
Open Interest4,090
Rho0.0049
Delta / Theta-0.255
MSFT Put 385.00
Exp: Jul 02, 2026
Last: 3.9
Chg.: 3.9%
SymbolMSFT|20260702|385.00P
Delta-0.5275
Imp Vol0.4316
Bid3.75
Gamma0.046
Theoretical3.825
Ask3.9
Theta-1.7141
Intrinsic Value-0.18
Volume3,456
Vega0.08
Time Value4.08
Open Interest1,406
Rho-0.005
Delta / Theta0.3077
|
|
385.18 |
Price @ Jul 02, 2026 13:38 GMT |
| 2.44 |
2.44% |
2.35 |
2.47 |
11,679 |
387.50 |
5.59 |
5.59% |
5.3 |
5.7 |
1,806 |
MSFT Call 387.50
Exp: Jul 02, 2026
Last: 2.44
Chg.: 2.44%
SymbolMSFT|20260702|387.50C
Delta0.3732
Imp Vol0.4709
Bid2.35
Gamma0.04
Theoretical2.41
Ask2.47
Theta-1.8034
Intrinsic Value-2.32
Volume11,679
Vega0.0762
Time Value4.76
Open Interest1,730
Rho0.0039
Delta / Theta-0.207
MSFT Put 387.50
Exp: Jul 02, 2026
Last: 5.59
Chg.: 5.59%
SymbolMSFT|20260702|387.50P
Delta-0.631
Imp Vol0.4572
Bid5.3
Gamma0.0411
Theoretical5.5
Ask5.7
Theta-1.7188
Intrinsic Value2.32
Volume1,806
Vega0.0759
Time Value3.27
Open Interest312
Rho-0.0058
Delta / Theta0.3671
|
| 1.69 |
1.69% |
1.61 |
1.72 |
37,373 |
390.00 |
7.77 |
7.77% |
7.05 |
7.55 |
2,000 |
MSFT Call 390.00
Exp: Jul 02, 2026
Last: 1.69
Chg.: 1.69%
SymbolMSFT|20260702|390.00C
Delta0.2825
Imp Vol0.4778
Bid1.61
Gamma0.0352
Theoretical1.665
Ask1.72
Theta-1.6321
Intrinsic Value-4.82
Volume37,373
Vega0.068
Time Value6.51
Open Interest8,296
Rho0.0029
Delta / Theta-0.1731
MSFT Put 390.00
Exp: Jul 02, 2026
Last: 7.77
Chg.: 7.77%
SymbolMSFT|20260702|390.00P
Delta-0.7216
Imp Vol0.469
Bid7.05
Gamma0.0356
Theoretical7.3
Ask7.55
Theta-1.5654
Intrinsic Value4.82
Volume2,000
Vega0.0675
Time Value2.95
Open Interest1,312
Rho-0.0065
Delta / Theta0.461
|
| 1.2 |
1.2% |
1.16 |
1.2 |
4,734 |
392.50 |
10 |
10% |
8.85 |
9.65 |
217 |
MSFT Call 392.50
Exp: Jul 02, 2026
Last: 1.2
Chg.: 1.2%
SymbolMSFT|20260702|392.50C
Delta0.2115
Imp Vol0.495
Bid1.16
Gamma0.0291
Theoretical1.18
Ask1.2
Theta-1.4468
Intrinsic Value-7.32
Volume4,734
Vega0.0582
Time Value8.52
Open Interest2,320
Rho0.0022
Delta / Theta-0.1462
MSFT Put 392.50
Exp: Jul 02, 2026
Last: 10
Chg.: 10%
SymbolMSFT|20260702|392.50P
Delta-0.7997
Imp Vol0.4732
Bid8.85
Gamma0.0295
Theoretical9.25
Ask9.65
Theta-1.3142
Intrinsic Value7.32
Volume217
Vega0.0563
Time Value2.68
Open Interest135
Rho-0.007
Delta / Theta0.6085
|