1.16 |
1.16% |
1.19 |
1.32 |
692 |
45.00 |
0.03 |
0.03% |
0.02 |
0.03 |
554 |
BAC Call 45.00
Exp: Jul 18, 2025
Last: 1.16
Chg.: 1.16%
SymbolBAC|20250718|45.00C
Delta0.9049
Imp Vol0.3908
Bid1.19
Gamma0.1788
Theoretical1.255
Ask1.32
Theta-0.0822
Intrinsic Value1.31
Volume692
Vega0.0041
Time Value-0.15
Open Interest12,617
Rho0.0011
Delta / Theta-11.0108
BAC Put 45.00
Exp: Jul 18, 2025
Last: 0.03
Chg.: 0.03%
SymbolBAC|20250718|45.00P
Delta-0.0765
Imp Vol0.3578
Bid0.02
Gamma0.166
Theoretical0.03
Ask0.03
Theta-0.062
Intrinsic Value-1.31
Volume554
Vega0.0035
Time Value1.34
Open Interest13,087
Rho-0.0001
Delta / Theta1.2339
|
0.69 |
0.69% |
0.72 |
0.78 |
623 |
45.50 |
0.06 |
0.06% |
0.05 |
0.06 |
2,472 |
BAC Call 45.50
Exp: Jul 18, 2025
Last: 0.69
Chg.: 0.69%
SymbolBAC|20250718|45.50C
Delta0.8782
Imp Vol0.256
Bid0.72
Gamma0.3262
Theoretical0.75
Ask0.78
Theta-0.0648
Intrinsic Value0.81
Volume623
Vega0.0049
Time Value-0.12
Open Interest2,363
Rho0.0011
Delta / Theta-13.5524
BAC Put 45.50
Exp: Jul 18, 2025
Last: 0.06
Chg.: 0.06%
SymbolBAC|20250718|45.50P
Delta-0.1577
Imp Vol0.2979
Bid0.05
Gamma0.3344
Theoretical0.06
Ask0.06
Theta-0.0864
Intrinsic Value-0.81
Volume2,472
Vega0.0058
Time Value0.87
Open Interest6,097
Rho-0.0002
Delta / Theta1.824
|
0.34 |
0.34% |
0.37 |
0.38 |
4,522 |
46.00 |
0.19 |
0.19% |
0.16 |
0.17 |
8,405 |
BAC Call 46.00
Exp: Jul 18, 2025
Last: 0.34
Chg.: 0.34%
SymbolBAC|20250718|46.00C
Delta0.633
Imp Vol0.2646
Bid0.37
Gamma0.5884
Theoretical0.375
Ask0.38
Theta-0.1221
Intrinsic Value0.31
Volume4,522
Vega0.0091
Time Value0.03
Open Interest28,689
Rho0.0008
Delta / Theta-5.1843
BAC Put 46.00
Exp: Jul 18, 2025
Last: 0.19
Chg.: 0.19%
SymbolBAC|20250718|46.00P
Delta-0.3684
Imp Vol0.2674
Bid0.16
Gamma0.5833
Theoretical0.165
Ask0.17
Theta-0.121
Intrinsic Value-0.31
Volume8,405
Vega0.0091
Time Value0.5
Open Interest11,444
Rho-0.0004
Delta / Theta3.0446
|
|
46.31 |
Price @ Jul 17, 2025 15:24 GMT |
0.14 |
0.14% |
0.14 |
0.15 |
5,740 |
46.50 |
0.43 |
0.43% |
0.42 |
0.44 |
515 |
BAC Call 46.50
Exp: Jul 18, 2025
Last: 0.14
Chg.: 0.14%
SymbolBAC|20250718|46.50C
Delta0.3313
Imp Vol0.2673
Bid0.14
Gamma0.5612
Theoretical0.14
Ask0.15
Theta-0.1181
Intrinsic Value-0.19
Volume5,740
Vega0.0088
Time Value0.33
Open Interest13,388
Rho0.0004
Delta / Theta-2.8056
BAC Put 46.50
Exp: Jul 18, 2025
Last: 0.43
Chg.: 0.43%
SymbolBAC|20250718|46.50P
Delta-0.6674
Imp Vol0.27
Bid0.42
Gamma0.5569
Theoretical0.43
Ask0.44
Theta-0.1171
Intrinsic Value0.19
Volume515
Vega0.0088
Time Value0.24
Open Interest3,555
Rho-0.0007
Delta / Theta5.7005
|
0.04 |
0.04% |
0.04 |
0.05 |
3,840 |
47.00 |
0.89 |
0.89% |
0.82 |
0.86 |
99 |
BAC Call 47.00
Exp: Jul 18, 2025
Last: 0.04
Chg.: 0.04%
SymbolBAC|20250718|47.00C
Delta0.1222
Imp Vol0.2756
Bid0.04
Gamma0.3039
Theoretical0.04
Ask0.05
Theta-0.0678
Intrinsic Value-0.69
Volume3,840
Vega0.0049
Time Value0.73
Open Interest26,112
Rho0.0002
Delta / Theta-1.801
BAC Put 47.00
Exp: Jul 18, 2025
Last: 0.89
Chg.: 0.89%
SymbolBAC|20250718|47.00P
Delta-0.8585
Imp Vol0.2992
Bid0.82
Gamma0.3107
Theoretical0.84
Ask0.86
Theta-0.0793
Intrinsic Value0.69
Volume99
Vega0.0054
Time Value0.2
Open Interest7,756
Rho-0.0008
Delta / Theta10.83
|
0.02 |
0.02% |
0.02 |
0.03 |
963 |
47.50 |
1.28 |
1.28% |
1.21 |
1.36 |
84 |
BAC Call 47.50
Exp: Jul 18, 2025
Last: 0.02
Chg.: 0.02%
SymbolBAC|20250718|47.50C
Delta0.0583
Imp Vol0.3327
Bid0.02
Gamma0.1447
Theoretical0.02
Ask0.03
Theta-0.047
Intrinsic Value-1.19
Volume963
Vega0.0028
Time Value1.21
Open Interest8,860
Rho0.0001
Delta / Theta-1.2399
BAC Put 47.50
Exp: Jul 18, 2025
Last: 1.28
Chg.: 1.28%
SymbolBAC|20250718|47.50P
Delta-0.87
Imp Vol0.4619
Bid1.21
Gamma0.1897
Theoretical1.36
Ask1.36
Theta-0.1162
Intrinsic Value1.19
Volume84
Vega0.0051
Time Value0.09
Open Interest3,757
Rho-0.0009
Delta / Theta7.4843
|