3.3 |
3.3% |
3.43 |
3.47 |
519 |
518.00 |
0.92 |
0.92% |
0.92 |
0.93 |
19,981 |
SPY Call 518.00
Exp: Jun 03, 2024
Last: 3.3
Chg.: 3.3%
SymbolSPY|20240603|518.00C
Delta0.7219
Imp Vol0.0968
Bid3.43
Gamma0.0734
Theoretical3.45
Ask3.47
Theta-0.3013
Intrinsic Value2.19
Volume519
Vega0.1583
Time Value1.11
Open Interest123
Rho0.0306
Delta / Theta-2.3962
SPY Put 518.00
Exp: Jun 03, 2024
Last: 0.92
Chg.: 0.92%
SymbolSPY|20240603|518.00P
Delta-0.2948
Imp Vol0.1047
Bid0.92
Gamma0.0705
Theoretical0.92
Ask0.93
Theta-0.2668
Intrinsic Value-2.19
Volume19,981
Vega0.1627
Time Value3.11
Open Interest1,396
Rho-0.0113
Delta / Theta1.1047
|
2.78 |
2.78% |
2.76 |
2.78 |
779 |
519.00 |
1.22 |
1.22% |
1.22 |
1.24 |
18,771 |
SPY Call 519.00
Exp: Jun 03, 2024
Last: 2.78
Chg.: 2.78%
SymbolSPY|20240603|519.00C
Delta0.643
Imp Vol0.0974
Bid2.76
Gamma0.0812
Theoretical2.78
Ask2.78
Theta-0.3266
Intrinsic Value1.19
Volume779
Vega0.176
Time Value1.59
Open Interest101
Rho0.0273
Delta / Theta-1.9692
SPY Put 519.00
Exp: Jun 03, 2024
Last: 1.22
Chg.: 1.22%
SymbolSPY|20240603|519.00P
Delta-0.3666
Imp Vol0.1027
Bid1.22
Gamma0.0781
Theoretical1.22
Ask1.24
Theta-0.2833
Intrinsic Value-1.19
Volume18,771
Vega0.1775
Time Value2.41
Open Interest12,220
Rho-0.0136
Delta / Theta1.2942
|
2.18 |
2.18% |
2.16 |
2.18 |
5,853 |
520.00 |
1.64 |
1.64% |
1.64 |
1.65 |
25,737 |
SPY Call 520.00
Exp: Jun 03, 2024
Last: 2.18
Chg.: 2.18%
SymbolSPY|20240603|520.00C
Delta0.5591
Imp Vol0.0973
Bid2.16
Gamma0.086
Theoretical2.18
Ask2.18
Theta-0.3374
Intrinsic Value0.19
Volume5,853
Vega0.1861
Time Value1.99
Open Interest465
Rho0.0237
Delta / Theta-1.6572
SPY Put 520.00
Exp: Jun 03, 2024
Last: 1.64
Chg.: 1.64%
SymbolSPY|20240603|520.00P
Delta-0.4475
Imp Vol0.1032
Bid1.64
Gamma0.0821
Theoretical1.64
Ask1.65
Theta-0.2962
Intrinsic Value-0.19
Volume25,737
Vega0.1864
Time Value1.83
Open Interest5,770
Rho-0.0164
Delta / Theta1.511
|
|
520.19 |
Price @ May 31, 2024 15:24 GMT |
1.67 |
1.67% |
1.66 |
1.67 |
12,597 |
521.00 |
2.1 |
2.1% |
2.09 |
2.11 |
26,447 |
SPY Call 521.00
Exp: Jun 03, 2024
Last: 1.67
Chg.: 1.67%
SymbolSPY|20240603|521.00C
Delta0.4725
Imp Vol0.0974
Bid1.66
Gamma0.0866
Theoretical1.67
Ask1.67
Theta-0.3349
Intrinsic Value-0.81
Volume12,597
Vega0.1878
Time Value2.48
Open Interest266
Rho0.0201
Delta / Theta-1.4109
SPY Put 521.00
Exp: Jun 03, 2024
Last: 2.1
Chg.: 2.1%
SymbolSPY|20240603|521.00P
Delta-0.5309
Imp Vol0.1015
Bid2.09
Gamma0.0857
Theoretical2.1
Ask2.11
Theta-0.2888
Intrinsic Value0.81
Volume26,447
Vega0.1873
Time Value1.29
Open Interest2,611
Rho-0.0188
Delta / Theta1.8383
|
1.22 |
1.22% |
1.2 |
1.22 |
17,983 |
522.00 |
2.68 |
2.68% |
2.67 |
2.7 |
17,909 |
SPY Call 522.00
Exp: Jun 03, 2024
Last: 1.22
Chg.: 1.22%
SymbolSPY|20240603|522.00C
Delta0.3858
Imp Vol0.0961
Bid1.2
Gamma0.0844
Theoretical1.22
Ask1.22
Theta-0.3135
Intrinsic Value-1.81
Volume17,983
Vega0.1805
Time Value3.03
Open Interest1,357
Rho0.0164
Delta / Theta-1.2305
SPY Put 522.00
Exp: Jun 03, 2024
Last: 2.68
Chg.: 2.68%
SymbolSPY|20240603|522.00P
Delta-0.6137
Imp Vol0.1017
Bid2.67
Gamma0.0809
Theoretical2.68
Ask2.7
Theta-0.274
Intrinsic Value1.81
Volume17,909
Vega0.1801
Time Value0.87
Open Interest3,268
Rho-0.0208
Delta / Theta2.2398
|
0.86 |
0.86% |
0.85 |
0.86 |
31,250 |
523.00 |
3.31 |
3.31% |
3.27 |
3.33 |
17,956 |
SPY Call 523.00
Exp: Jun 03, 2024
Last: 0.86
Chg.: 0.86%
SymbolSPY|20240603|523.00C
Delta0.3029
Imp Vol0.0949
Bid0.85
Gamma0.078
Theoretical0.86
Ask0.86
Theta-0.28
Intrinsic Value-2.81
Volume31,250
Vega0.1647
Time Value3.67
Open Interest3,305
Rho0.0129
Delta / Theta-1.0816
SPY Put 523.00
Exp: Jun 03, 2024
Last: 3.31
Chg.: 3.31%
SymbolSPY|20240603|523.00P
Delta-0.6954
Imp Vol0.1001
Bid3.27
Gamma0.0772
Theoretical3.31
Ask3.33
Theta-0.241
Intrinsic Value2.81
Volume17,956
Vega0.1645
Time Value0.5
Open Interest3,208
Rho-0.0223
Delta / Theta2.8855
|