0 |
0% |
21.9 |
26 |
0 |
23.00 |
0 |
0% |
0 |
4.8 |
0 |
CNA Call 23.00
Exp: Aug 15, 2025
Last: 0
Chg.: 0%
SymbolCNA|20250815|23.00C
Delta0.9617
Imp Vol2.7544
Bid21.9
Gamma0.0039
Theoretical23.95
Ask26
Theta-0.0857
Intrinsic Value23.58
Volume0
Vega0.0063
Time Value-23.58
Open Interest0
Rho0.0041
Delta / Theta-11.2208
CNA Put 23.00
Exp: Aug 15, 2025
Last: 0
Chg.: 0%
SymbolCNA|20250815|23.00P
Delta-0.0972
Imp Vol4.6948
Bid0
Gamma0.0047
Theoretical2.4
Ask4.8
Theta-0.3108
Intrinsic Value-23.58
Volume0
Vega0.0133
Time Value23.58
Open Interest0
Rho-0.0017
Delta / Theta0.3129
|
0 |
0% |
16.7 |
21 |
0 |
28.00 |
0 |
0% |
0 |
4.8 |
0 |
CNA Call 28.00
Exp: Aug 15, 2025
Last: 0
Chg.: 0%
SymbolCNA|20250815|28.00C
Delta0.9588
Imp Vol1.9459
Bid16.7
Gamma0.0058
Theoretical18.85
Ask21
Theta-0.0644
Intrinsic Value18.58
Volume0
Vega0.0067
Time Value-18.58
Open Interest0
Rho0.005
Delta / Theta-14.8982
CNA Put 28.00
Exp: Aug 15, 2025
Last: 0
Chg.: 0%
SymbolCNA|20250815|28.00P
Delta-0.1267
Imp Vol3.6728
Bid0
Gamma0.0073
Theoretical2.4
Ask4.8
Theta-0.2939
Intrinsic Value-18.58
Volume0
Vega0.016
Time Value18.58
Open Interest0
Rho-0.0021
Delta / Theta0.4312
|
0 |
0% |
12.6 |
16 |
0 |
33.00 |
0 |
0% |
0 |
4.8 |
0 |
CNA Call 33.00
Exp: Aug 15, 2025
Last: 0
Chg.: 0%
SymbolCNA|20250815|33.00C
Delta0.9024
Imp Vol1.8136
Bid12.6
Gamma0.0123
Theoretical14.3
Ask16
Theta-0.119
Intrinsic Value13.58
Volume0
Vega0.0132
Time Value-13.58
Open Interest0
Rho0.006
Delta / Theta-7.5804
CNA Put 33.00
Exp: Aug 15, 2025
Last: 0
Chg.: 0%
SymbolCNA|20250815|33.00P
Delta-0.1652
Imp Vol2.8161
Bid0
Gamma0.0114
Theoretical2.4
Ask4.8
Theta-0.2692
Intrinsic Value-13.58
Volume0
Vega0.0191
Time Value13.58
Open Interest0
Rho-0.0025
Delta / Theta0.6135
|
0 |
0% |
0 |
0 |
0 |
40.00 |
0 |
0% |
0 |
0 |
0 |
CNA Call 40.00
Exp: Aug 06, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value7.65
Volume0
Vega0
Time Value-7.65
Open Interest0
Rho0
Delta / Theta0
CNA Put 40.00
Exp: Aug 06, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-7.65
Volume0
Vega0
Time Value7.65
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
0 |
0 |
45.00 |
0 |
0% |
0 |
0 |
0 |
CNA Call 45.00
Exp: Aug 06, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value2.65
Volume0
Vega0
Time Value-2.65
Open Interest0
Rho0
Delta / Theta0
CNA Put 45.00
Exp: Aug 06, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-2.65
Volume0
Vega0
Time Value2.65
Open Interest0
Rho0
Delta / Theta0
|
|
46.58 |
Price @ Aug 05, 2025 21:00 GMT |
0.3 |
0% |
0.05 |
0.2 |
0 |
48.00 |
4 |
0% |
0 |
4.8 |
0 |
CNA Call 48.00
Exp: Aug 15, 2025
Last: 0.3
Chg.: 0%
SymbolCNA|20250815|48.00C
Delta0.1673
Imp Vol0.1845
Bid0.05
Gamma0.176
Theoretical0.13
Ask0.2
Theta-0.0179
Intrinsic Value-1.42
Volume0
Vega0.0193
Time Value1.72
Open Interest44
Rho0.0021
Delta / Theta-9.3522
CNA Put 48.00
Exp: Aug 15, 2025
Last: 4
Chg.: 0%
SymbolCNA|20250815|48.00P
Delta-0.6218
Imp Vol0.5113
Bid0
Gamma0.0964
Theoretical2.4
Ask4.8
Theta-0.0743
Intrinsic Value1.42
Volume0
Vega0.0293
Time Value2.58
Open Interest5
Rho-0.0074
Delta / Theta8.3692
|
0 |
0% |
0 |
0 |
0 |
50.00 |
0 |
0% |
0 |
0 |
0 |
CNA Call 50.00
Exp: Aug 06, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-2.35
Volume0
Vega0
Time Value2.35
Open Interest0
Rho0
Delta / Theta0
CNA Put 50.00
Exp: Aug 06, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value2.35
Volume0
Vega0
Time Value-2.35
Open Interest0
Rho0
Delta / Theta0
|
0.5 |
0% |
0 |
0.1 |
0 |
53.00 |
0 |
0% |
5 |
8.9 |
0 |
CNA Call 53.00
Exp: Aug 15, 2025
Last: 0.5
Chg.: 0%
SymbolCNA|20250815|53.00C
Delta0.0384
Imp Vol0.4317
Bid0
Gamma0.025
Theoretical0.05
Ask0.1
Theta-0.0139
Intrinsic Value-6.42
Volume0
Vega0.0064
Time Value6.92
Open Interest13
Rho0.0005
Delta / Theta-2.7645
CNA Put 53.00
Exp: Aug 15, 2025
Last: 0
Chg.: 0%
SymbolCNA|20250815|53.00P
Delta-0.8236
Imp Vol0.7832
Bid5
Gamma0.0429
Theoretical6.95
Ask8.9
Theta-0.077
Intrinsic Value6.42
Volume0
Vega0.0199
Time Value-6.42
Open Interest0
Rho-0.0096
Delta / Theta10.697
|
0 |
0% |
0 |
4.8 |
0 |
58.00 |
0 |
0% |
10.1 |
13.5 |
0 |
CNA Call 58.00
Exp: Aug 15, 2025
Last: 0
Chg.: 0%
SymbolCNA|20250815|58.00C
Delta0.2985
Imp Vol1.9265
Bid0
Gamma0.0233
Theoretical2.4
Ask4.8
Theta-0.2574
Intrinsic Value-11.42
Volume0
Vega0.0267
Time Value11.42
Open Interest0
Rho0.0029
Delta / Theta-1.1596
CNA Put 58.00
Exp: Aug 15, 2025
Last: 0
Chg.: 0%
SymbolCNA|20250815|58.00P
Delta-0.8885
Imp Vol1.0159
Bid10.1
Gamma0.0242
Theoretical11.8
Ask13.5
Theta-0.0727
Intrinsic Value11.42
Volume0
Vega0.0146
Time Value-11.42
Open Interest0
Rho-0.0105
Delta / Theta12.221
|