5.85 |
-14.6% |
5.85 |
6.1 |
1,263 |
162.50 |
0.05 |
-44.44% |
0.03 |
0.05 |
8,862 |
AAPL Call 162.50
Exp: Aug 12, 2022
Last: 5.85
Chg.: -14.6%
SymbolAAPL|20220812|162.50C
Delta0.9404
Imp Vol0.4477
Bid5.85
Gamma0.03
Theoretical6.1
Ask6.1
Theta-0.2412
Intrinsic Value5.99
Volume1,263
Vega0.0104
Time Value-0.14
Open Interest8,686
Rho0.0042
Delta / Theta-3.899
AAPL Put 162.50
Exp: Aug 12, 2022
Last: 0.05
Chg.: -44.44%
SymbolAAPL|20220812|162.50P
Delta-0.0364
Imp Vol0.3882
Bid0.03
Gamma0.0233
Theoretical0.05
Ask0.05
Theta-0.1363
Intrinsic Value-5.99
Volume8,862
Vega0.007
Time Value6.04
Open Interest19,679
Rho-0.0002
Delta / Theta0.267
|
3.55 |
-20.22% |
3.55 |
3.7 |
3,866 |
165.00 |
0.13 |
-40.91% |
0.13 |
0.14 |
41,192 |
AAPL Call 165.00
Exp: Aug 12, 2022
Last: 3.55
Chg.: -20.22%
SymbolAAPL|20220812|165.00C
Delta0.9451
Imp Vol0.2516
Bid3.55
Gamma0.05
Theoretical3.55
Ask3.7
Theta-0.1308
Intrinsic Value3.49
Volume3,866
Vega0.0098
Time Value0.06
Open Interest32,552
Rho0.0043
Delta / Theta-7.2266
AAPL Put 165.00
Exp: Aug 12, 2022
Last: 0.13
Chg.: -40.91%
SymbolAAPL|20220812|165.00P
Delta-0.0989
Imp Vol0.3132
Bid0.13
Gamma0.063
Theoretical0.13
Ask0.14
Theta-0.2397
Intrinsic Value-3.49
Volume41,192
Vega0.0154
Time Value3.62
Open Interest34,095
Rho-0.0004
Delta / Theta0.4127
|
1.49 |
-35.5% |
1.49 |
1.59 |
17,082 |
167.50 |
0.53 |
-10.17% |
0.52 |
0.56 |
68,439 |
AAPL Call 167.50
Exp: Aug 12, 2022
Last: 1.49
Chg.: -35.5%
SymbolAAPL|20220812|167.50C
Delta0.6726
Imp Vol0.2579
Bid1.49
Gamma0.1587
Theoretical1.49
Ask1.59
Theta-0.416
Intrinsic Value0.99
Volume17,082
Vega0.0318
Time Value0.5
Open Interest19,663
Rho0.0031
Delta / Theta-1.6167
AAPL Put 167.50
Exp: Aug 12, 2022
Last: 0.53
Chg.: -10.17%
SymbolAAPL|20220812|167.50P
Delta-0.3345
Imp Vol0.2698
Bid0.52
Gamma0.1531
Theoretical0.53
Ask0.56
Theta-0.4306
Intrinsic Value-0.99
Volume68,439
Vega0.0321
Time Value1.52
Open Interest15,166
Rho-0.0014
Delta / Theta0.7769
|
|
168.49 |
Price @ Aug 11, 2022 20:32 GMT |
0.32 |
-60.98% |
0.31 |
0.31 |
99,384 |
170.00 |
1.85 |
12.12% |
1.75 |
1.88 |
58,751 |
AAPL Call 170.00
Exp: Aug 12, 2022
Last: 0.32
Chg.: -60.98%
SymbolAAPL|20220812|170.00C
Delta0.2451
Imp Vol0.2434
Bid0.31
Gamma0.1465
Theoretical0.31
Ask0.31
Theta-0.3395
Intrinsic Value-1.51
Volume99,384
Vega0.0277
Time Value1.83
Open Interest40,667
Rho0.0011
Delta / Theta-0.7218
AAPL Put 170.00
Exp: Aug 12, 2022
Last: 1.85
Chg.: 12.12%
SymbolAAPL|20220812|170.00P
Delta-0.7438
Imp Vol0.2567
Bid1.75
Gamma0.1434
Theoretical1.85
Ask1.88
Theta-0.3592
Intrinsic Value1.51
Volume58,751
Vega0.0284
Time Value0.34
Open Interest9,927
Rho-0.0029
Delta / Theta2.0706
|
0.04 |
-76.47% |
0.03 |
0.04 |
114,220 |
172.50 |
4.15 |
14.01% |
3.95 |
4.2 |
3,136 |
AAPL Call 172.50
Exp: Aug 12, 2022
Last: 0.04
Chg.: -76.47%
SymbolAAPL|20220812|172.50C
Delta0.0429
Imp Vol0.26
Bid0.03
Gamma0.0398
Theoretical0.04
Ask0.04
Theta-0.105
Intrinsic Value-4.01
Volume114,220
Vega0.008
Time Value4.05
Open Interest41,220
Rho0.0002
Delta / Theta-0.4088
AAPL Put 172.50
Exp: Aug 12, 2022
Last: 4.15
Chg.: 14.01%
SymbolAAPL|20220812|172.50P
Delta-0.8994
Imp Vol0.3492
Bid3.95
Gamma0.0574
Theoretical4.15
Ask4.2
Theta-0.2657
Intrinsic Value4.01
Volume3,136
Vega0.0155
Time Value0.14
Open Interest928
Rho-0.0032
Delta / Theta3.3852
|
0.02 |
-50% |
0.01 |
0.02 |
25,478 |
175.00 |
6.4 |
7.56% |
6.4 |
6.7 |
428 |
AAPL Call 175.00
Exp: Aug 12, 2022
Last: 0.02
Chg.: -50%
SymbolAAPL|20220812|175.00C
Delta0.0182
Imp Vol0.3443
Bid0.01
Gamma0.0147
Theoretical0.02
Ask0.02
Theta-0.0681
Intrinsic Value-6.51
Volume25,478
Vega0.0039
Time Value6.53
Open Interest27,791
Rho0.0001
Delta / Theta-0.2677
AAPL Put 175.00
Exp: Aug 12, 2022
Last: 6.4
Chg.: 7.56%
SymbolAAPL|20220812|175.00P
Delta-0.9096
Imp Vol0.5357
Bid6.4
Gamma0.0346
Theoretical6.7
Ask6.7
Theta-0.3788
Intrinsic Value6.51
Volume428
Vega0.0144
Time Value-0.11
Open Interest742
Rho-0.0032
Delta / Theta2.4011
|