1.37 |
153.7% |
1.34 |
1.42 |
5,033 |
49.00 |
0.26 |
-77.97% |
0.25 |
0.29 |
1,545 |
PFE Call 49.00
Exp: Aug 19, 2022
Last: 1.37
Chg.: 153.7%
SymbolPFE|20220819|49.00C
Delta0.7462
Imp Vol0.2491
Bid1.34
Gamma0.1855
Theoretical1.37
Ask1.42
Theta-0.0387
Intrinsic Value1.11
Volume5,033
Vega0.0222
Time Value0.26
Open Interest5,604
Rho0.0056
Delta / Theta-19.2969
PFE Put 49.00
Exp: Aug 19, 2022
Last: 0.26
Chg.: -77.97%
SymbolPFE|20220819|49.00P
Delta-0.251
Imp Vol0.2455
Bid0.25
Gamma0.1869
Theoretical0.26
Ask0.29
Theta-0.039
Intrinsic Value-1.11
Volume1,545
Vega0.0221
Time Value1.37
Open Interest2,509
Rho-0.0025
Delta / Theta6.4296
|
1.03 |
164.1% |
0.99 |
1.05 |
2,877 |
49.50 |
0.42 |
-72.55% |
0.39 |
0.43 |
1,413 |
PFE Call 49.50
Exp: Aug 19, 2022
Last: 1.03
Chg.: 164.1%
SymbolPFE|20220819|49.50C
Delta0.6431
Imp Vol0.2499
Bid0.99
Gamma0.2152
Theoretical1.03
Ask1.05
Theta-0.0454
Intrinsic Value0.61
Volume2,877
Vega0.0259
Time Value0.42
Open Interest2,636
Rho0.0051
Delta / Theta-14.1573
PFE Put 49.50
Exp: Aug 19, 2022
Last: 0.42
Chg.: -72.55%
SymbolPFE|20220819|49.50P
Delta-0.3553
Imp Vol0.2468
Bid0.39
Gamma0.2174
Theoretical0.42
Ask0.43
Theta-0.0459
Intrinsic Value-0.61
Volume1,413
Vega0.0258
Time Value1.03
Open Interest3,965
Rho-0.0035
Delta / Theta7.7326
|
0.72 |
188% |
0.69 |
0.73 |
13,042 |
50.00 |
0.6 |
-68.59% |
0.58 |
0.62 |
2,648 |
PFE Call 50.00
Exp: Aug 19, 2022
Last: 0.72
Chg.: 188%
SymbolPFE|20220819|50.00C
Delta0.5309
Imp Vol0.2416
Bid0.69
Gamma0.2374
Theoretical0.72
Ask0.73
Theta-0.047
Intrinsic Value0.11
Volume13,042
Vega0.0276
Time Value0.61
Open Interest25,657
Rho0.0043
Delta / Theta-11.3029
PFE Put 50.00
Exp: Aug 19, 2022
Last: 0.6
Chg.: -68.59%
SymbolPFE|20220819|50.00P
Delta-0.4685
Imp Vol0.2349
Bid0.58
Gamma0.2438
Theoretical0.6
Ask0.62
Theta-0.0468
Intrinsic Value-0.11
Volume2,648
Vega0.0276
Time Value0.71
Open Interest22,133
Rho-0.0046
Delta / Theta10.0018
|
|
50.11 |
Price @ Aug 12, 2022 21:00 GMT |
0.48 |
182.35% |
0.46 |
0.49 |
2,028 |
50.50 |
0.88 |
-63.64% |
0.85 |
0.9 |
745 |
PFE Call 50.50
Exp: Aug 19, 2022
Last: 0.48
Chg.: 182.35%
SymbolPFE|20220819|50.50C
Delta0.4113
Imp Vol0.2376
Bid0.46
Gamma0.2361
Theoretical0.48
Ask0.49
Theta-0.0453
Intrinsic Value-0.39
Volume2,028
Vega0.027
Time Value0.87
Open Interest896
Rho0.0034
Delta / Theta-9.078
PFE Put 50.50
Exp: Aug 19, 2022
Last: 0.88
Chg.: -63.64%
SymbolPFE|20220819|50.50P
Delta-0.5882
Imp Vol0.2382
Bid0.85
Gamma0.2352
Theoretical0.88
Ask0.9
Theta-0.0466
Intrinsic Value0.39
Volume745
Vega0.027
Time Value0.49
Open Interest1,498
Rho-0.0058
Delta / Theta12.6235
|
0.31 |
181.82% |
0.31 |
0.33 |
3,468 |
51.00 |
1.24 |
-56.49% |
1.17 |
1.24 |
770 |
PFE Call 51.00
Exp: Aug 19, 2022
Last: 0.31
Chg.: 181.82%
SymbolPFE|20220819|51.00C
Delta0.3006
Imp Vol0.2381
Bid0.31
Gamma0.2107
Theoretical0.31
Ask0.33
Theta-0.0407
Intrinsic Value-0.89
Volume3,468
Vega0.0241
Time Value1.2
Open Interest3,678
Rho0.0026
Delta / Theta-7.3863
PFE Put 51.00
Exp: Aug 19, 2022
Last: 1.24
Chg.: -56.49%
SymbolPFE|20220819|51.00P
Delta-0.6889
Imp Vol0.2512
Bid1.17
Gamma0.2025
Theoretical1.24
Ask1.24
Theta-0.0447
Intrinsic Value0.89
Volume770
Vega0.0245
Time Value0.35
Open Interest2,086
Rho-0.0069
Delta / Theta15.4007
|
0.2 |
150% |
0.19 |
0.21 |
7,033 |
51.50 |
1.58 |
-53.12% |
1.55 |
1.63 |
49 |
PFE Call 51.50
Exp: Aug 19, 2022
Last: 0.2
Chg.: 150%
SymbolPFE|20220819|51.50C
Delta0.2119
Imp Vol0.2435
Bid0.19
Gamma0.1715
Theoretical0.2
Ask0.21
Theta-0.0347
Intrinsic Value-1.39
Volume7,033
Vega0.0201
Time Value1.59
Open Interest4,231
Rho0.0018
Delta / Theta-6.1061
PFE Put 51.50
Exp: Aug 19, 2022
Last: 1.58
Chg.: -53.12%
SymbolPFE|20220819|51.50P
Delta-0.7968
Imp Vol0.2344
Bid1.55
Gamma0.1734
Theoretical1.58
Ask1.63
Theta-0.0337
Intrinsic Value1.39
Volume49
Vega0.0196
Time Value0.19
Open Interest870
Rho-0.008
Delta / Theta23.6652
|