3.53 |
3.53% |
3.48 |
3.56 |
2,666 |
538.00 |
0.16 |
0.16% |
0.16 |
0.17 |
79,269 |
SPY Call 538.00
Exp: Jun 14, 2024
Last: 3.53
Chg.: 3.53%
SymbolSPY|20240614|538.00C
Delta0.9122
Imp Vol0.0904
Bid3.48
Gamma0.0627
Theoretical3.53
Ask3.56
Theta-0.2665
Intrinsic Value2.78
Volume2,666
Vega0.0448
Time Value0.75
Open Interest6,807
Rho0.0132
Delta / Theta-3.4233
SPY Put 538.00
Exp: Jun 14, 2024
Last: 0.16
Chg.: 0.16%
SymbolSPY|20240614|538.00P
Delta-0.1146
Imp Vol0.1017
Bid0.16
Gamma0.0677
Theoretical0.16
Ask0.17
Theta-0.2739
Intrinsic Value-2.78
Volume79,269
Vega0.0545
Time Value2.94
Open Interest16,027
Rho-0.0016
Delta / Theta0.4185
|
2.64 |
2.64% |
2.61 |
2.66 |
12,675 |
539.00 |
0.27 |
0.27% |
0.26 |
0.27 |
123,454 |
SPY Call 539.00
Exp: Jun 14, 2024
Last: 2.64
Chg.: 2.64%
SymbolSPY|20240614|539.00C
Delta0.8375
Imp Vol0.0881
Bid2.61
Gamma0.0992
Theoretical2.64
Ask2.66
Theta-0.3648
Intrinsic Value1.78
Volume12,675
Vega0.0691
Time Value0.86
Open Interest5,608
Rho0.0122
Delta / Theta-2.296
SPY Put 539.00
Exp: Jun 14, 2024
Last: 0.27
Chg.: 0.27%
SymbolSPY|20240614|539.00P
Delta-0.1835
Imp Vol0.0958
Bid0.26
Gamma0.0986
Theoretical0.27
Ask0.27
Theta-0.3519
Intrinsic Value-1.78
Volume123,454
Vega0.0747
Time Value2.05
Open Interest12,410
Rho-0.0025
Delta / Theta0.5214
|
1.81 |
1.81% |
1.8 |
1.81 |
51,232 |
540.00 |
0.44 |
0.44% |
0.44 |
0.45 |
212,580 |
SPY Call 540.00
Exp: Jun 14, 2024
Last: 1.81
Chg.: 1.81%
SymbolSPY|20240614|540.00C
Delta0.7312
Imp Vol0.0827
Bid1.8
Gamma0.1418
Theoretical1.81
Ask1.81
Theta-0.4383
Intrinsic Value0.78
Volume51,232
Vega0.0928
Time Value1.03
Open Interest12,148
Rho0.0106
Delta / Theta-1.6681
SPY Put 540.00
Exp: Jun 14, 2024
Last: 0.44
Chg.: 0.44%
SymbolSPY|20240614|540.00P
Delta-0.2836
Imp Vol0.0886
Bid0.44
Gamma0.1362
Theoretical0.44
Ask0.45
Theta-0.411
Intrinsic Value-0.78
Volume212,580
Vega0.0953
Time Value1.22
Open Interest32,850
Rho-0.0037
Delta / Theta0.69
|
|
540.78 |
Price @ Jun 14, 2024 15:34 GMT |
1.13 |
1.13% |
1.12 |
1.13 |
129,789 |
541.00 |
0.75 |
0.75% |
0.75 |
0.76 |
149,145 |
SPY Call 541.00
Exp: Jun 14, 2024
Last: 1.13
Chg.: 1.13%
SymbolSPY|20240614|541.00C
Delta0.5759
Imp Vol0.0803
Bid1.12
Gamma0.1735
Theoretical1.13
Ask1.13
Theta-0.4872
Intrinsic Value-0.22
Volume129,789
Vega0.1102
Time Value1.35
Open Interest12,956
Rho0.0084
Delta / Theta-1.182
SPY Put 541.00
Exp: Jun 14, 2024
Last: 0.75
Chg.: 0.75%
SymbolSPY|20240614|541.00P
Delta-0.4297
Imp Vol0.0842
Bid0.75
Gamma0.1664
Theoretical0.75
Ask0.76
Theta-0.4468
Intrinsic Value0.22
Volume149,145
Vega0.1104
Time Value0.53
Open Interest19,767
Rho-0.0054
Delta / Theta0.9618
|
0.6 |
0.6% |
0.6 |
0.61 |
174,650 |
542.00 |
1.25 |
1.25% |
1.23 |
1.25 |
35,529 |
SPY Call 542.00
Exp: Jun 14, 2024
Last: 0.6
Chg.: 0.6%
SymbolSPY|20240614|542.00C
Delta0.3955
Imp Vol0.0762
Bid0.6
Gamma0.1796
Theoretical0.6
Ask0.61
Theta-0.4456
Intrinsic Value-1.22
Volume174,650
Vega0.1083
Time Value1.82
Open Interest17,819
Rho0.0058
Delta / Theta-0.8876
SPY Put 542.00
Exp: Jun 14, 2024
Last: 1.25
Chg.: 1.25%
SymbolSPY|20240614|542.00P
Delta-0.5999
Imp Vol0.0828
Bid1.23
Gamma0.1672
Theoretical1.25
Ask1.25
Theta-0.4229
Intrinsic Value1.22
Volume35,529
Vega0.1085
Time Value0.03
Open Interest17,010
Rho-0.0072
Delta / Theta1.4185
|
0.28 |
0.28% |
0.27 |
0.28 |
103,391 |
543.00 |
1.92 |
1.92% |
1.9 |
1.95 |
12,806 |
SPY Call 543.00
Exp: Jun 14, 2024
Last: 0.28
Chg.: 0.28%
SymbolSPY|20240614|543.00C
Delta0.229
Imp Vol0.075
Bid0.27
Gamma0.1435
Theoretical0.28
Ask0.28
Theta-0.3396
Intrinsic Value-2.22
Volume103,391
Vega0.0852
Time Value2.5
Open Interest22,327
Rho0.0033
Delta / Theta-0.6742
SPY Put 543.00
Exp: Jun 14, 2024
Last: 1.92
Chg.: 1.92%
SymbolSPY|20240614|543.00P
Delta-0.7588
Imp Vol0.0815
Bid1.9
Gamma0.1405
Theoretical1.92
Ask1.95
Theta-0.324
Intrinsic Value2.22
Volume12,806
Vega0.0873
Time Value-0.3
Open Interest10,025
Rho-0.008
Delta / Theta2.3423
|