3.45 |
3.45% |
3.39 |
3.42 |
2,411 |
601.00 |
1.18 |
1.18% |
1.17 |
1.18 |
17,609 |
SPY Call 601.00
Exp: Jan 29, 2025
Last: 3.45
Chg.: 3.45%
SymbolSPY|20250129|601.00C
Delta0.6717
Imp Vol0.1656
Bid3.39
Gamma0.0696
Theoretical3.405
Ask3.42
Theta-0.9867
Intrinsic Value2.92
Volume2,411
Vega0.1133
Time Value0.53
Open Interest2,835
Rho0.0108
Delta / Theta-0.6808
SPY Put 601.00
Exp: Jan 29, 2025
Last: 1.18
Chg.: 1.18%
SymbolSPY|20250129|601.00P
Delta-0.3332
Imp Vol0.1704
Bid1.17
Gamma0.0681
Theoretical1.18
Ask1.18
Theta-0.9695
Intrinsic Value-2.92
Volume17,609
Vega0.1139
Time Value4.1
Open Interest3,975
Rho-0.0049
Delta / Theta0.3437
|
2.78 |
2.78% |
2.75 |
2.76 |
11,649 |
602.00 |
1.51 |
1.51% |
1.5 |
1.52 |
26,937 |
SPY Call 602.00
Exp: Jan 29, 2025
Last: 2.78
Chg.: 2.78%
SymbolSPY|20250129|602.00C
Delta0.6001
Imp Vol0.1642
Bid2.75
Gamma0.0751
Theoretical2.755
Ask2.76
Theta-1.0398
Intrinsic Value1.92
Volume11,649
Vega0.1211
Time Value0.86
Open Interest8,452
Rho0.0097
Delta / Theta-0.5771
SPY Put 602.00
Exp: Jan 29, 2025
Last: 1.51
Chg.: 1.51%
SymbolSPY|20250129|602.00P
Delta-0.4021
Imp Vol0.167
Bid1.5
Gamma0.074
Theoretical1.51
Ask1.52
Theta-1.0086
Intrinsic Value-1.92
Volume26,937
Vega0.1212
Time Value3.43
Open Interest5,532
Rho-0.0059
Delta / Theta0.3987
|
2.21 |
2.21% |
2.2 |
2.21 |
29,641 |
603.00 |
1.94 |
1.94% |
1.93 |
1.94 |
43,410 |
SPY Call 603.00
Exp: Jan 29, 2025
Last: 2.21
Chg.: 2.21%
SymbolSPY|20250129|603.00C
Delta0.5234
Imp Vol0.1653
Bid2.2
Gamma0.0769
Theoretical2.21
Ask2.21
Theta-1.0739
Intrinsic Value0.92
Volume29,641
Vega0.1248
Time Value1.29
Open Interest8,300
Rho0.0085
Delta / Theta-0.4874
SPY Put 603.00
Exp: Jan 29, 2025
Last: 1.94
Chg.: 1.94%
SymbolSPY|20250129|603.00P
Delta-0.4774
Imp Vol0.166
Bid1.93
Gamma0.0767
Theoretical1.94
Ask1.94
Theta-1.029
Intrinsic Value-0.92
Volume43,410
Vega0.1248
Time Value2.86
Open Interest6,913
Rho-0.0069
Delta / Theta0.4639
|
|
603.92 |
Price @ Jan 29, 2025 15:17 GMT |
1.69 |
1.69% |
1.69 |
1.7 |
36,026 |
604.00 |
2.44 |
2.44% |
2.43 |
2.44 |
16,721 |
SPY Call 604.00
Exp: Jan 29, 2025
Last: 1.69
Chg.: 1.69%
SymbolSPY|20250129|604.00C
Delta0.4455
Imp Vol0.1622
Bid1.69
Gamma0.0778
Theoretical1.69
Ask1.7
Theta-1.0424
Intrinsic Value-0.08
Volume36,026
Vega0.1239
Time Value1.77
Open Interest6,371
Rho0.0072
Delta / Theta-0.4274
SPY Put 604.00
Exp: Jan 29, 2025
Last: 2.44
Chg.: 2.44%
SymbolSPY|20250129|604.00P
Delta-0.5546
Imp Vol0.1644
Bid2.43
Gamma0.0771
Theoretical2.44
Ask2.44
Theta-1.0079
Intrinsic Value0.08
Volume16,721
Vega0.1238
Time Value2.36
Open Interest7,247
Rho-0.0078
Delta / Theta0.5502
|
1.27 |
1.27% |
1.26 |
1.27 |
24,291 |
605.00 |
3.05 |
3.05% |
3.03 |
3.05 |
4,835 |
SPY Call 605.00
Exp: Jan 29, 2025
Last: 1.27
Chg.: 1.27%
SymbolSPY|20250129|605.00C
Delta0.3683
Imp Vol0.1608
Bid1.26
Gamma0.0748
Theoretical1.27
Ask1.27
Theta-0.9832
Intrinsic Value-1.08
Volume24,291
Vega0.1182
Time Value2.35
Open Interest10,179
Rho0.006
Delta / Theta-0.3746
SPY Put 605.00
Exp: Jan 29, 2025
Last: 3.05
Chg.: 3.05%
SymbolSPY|20250129|605.00P
Delta-0.629
Imp Vol0.1656
Bid3.03
Gamma0.073
Theoretical3.05
Ask3.05
Theta-0.9671
Intrinsic Value1.08
Volume4,835
Vega0.1184
Time Value1.97
Open Interest5,249
Rho-0.0087
Delta / Theta0.6504
|
0.92 |
0.92% |
0.92 |
0.93 |
21,522 |
606.00 |
3.67 |
3.67% |
3.69 |
3.71 |
1,157 |
SPY Call 606.00
Exp: Jan 29, 2025
Last: 0.92
Chg.: 0.92%
SymbolSPY|20250129|606.00C
Delta0.2944
Imp Vol0.1589
Bid0.92
Gamma0.0692
Theoretical0.92
Ask0.93
Theta-0.8861
Intrinsic Value-2.08
Volume21,522
Vega0.108
Time Value3
Open Interest5,376
Rho0.0048
Delta / Theta-0.3322
SPY Put 606.00
Exp: Jan 29, 2025
Last: 3.67
Chg.: 3.67%
SymbolSPY|20250129|606.00P
Delta-0.701
Imp Vol0.164
Bid3.69
Gamma0.0678
Theoretical3.7
Ask3.71
Theta-0.8748
Intrinsic Value2.08
Volume1,157
Vega0.1088
Time Value1.59
Open Interest2,306
Rho-0.0094
Delta / Theta0.8013
|