| 2.41 |
2.41% |
2.31 |
2.36 |
76 |
43.50 |
0.69 |
0.69% |
0.68 |
0.71 |
803 |
INTC Call 43.50
Exp: Mar 27, 2026
Last: 2.41
Chg.: 2.41%
SymbolINTC|20260327|43.50C
Delta0.6772
Imp Vol0.7843
Bid2.31
Gamma0.0971
Theoretical2.335
Ask2.36
Theta-0.1676
Intrinsic Value1.35
Volume76
Vega0.0169
Time Value1.06
Open Interest410
Rho0.0031
Delta / Theta-4.0395
INTC Put 43.50
Exp: Mar 27, 2026
Last: 0.69
Chg.: 0.69%
SymbolINTC|20260327|43.50P
Delta-0.3088
Imp Vol0.7106
Bid0.68
Gamma0.1052
Theoretical0.69
Ask0.71
Theta-0.1465
Intrinsic Value-1.35
Volume803
Vega0.0166
Time Value2.04
Open Interest1,554
Rho-0.0014
Delta / Theta2.1083
|
| 2.02 |
2.02% |
1.97 |
2.02 |
881 |
44.00 |
0.86 |
0.86% |
0.84 |
0.87 |
1,590 |
INTC Call 44.00
Exp: Mar 27, 2026
Last: 2.02
Chg.: 2.02%
SymbolINTC|20260327|44.00C
Delta0.6261
Imp Vol0.7817
Bid1.97
Gamma0.1029
Theoretical2.02
Ask2.02
Theta-0.1761
Intrinsic Value0.85
Volume881
Vega0.0178
Time Value1.17
Open Interest2,580
Rho0.0029
Delta / Theta-3.5543
INTC Put 44.00
Exp: Mar 27, 2026
Last: 0.86
Chg.: 0.86%
SymbolINTC|20260327|44.00P
Delta-0.3638
Imp Vol0.7038
Bid0.84
Gamma0.1133
Theoretical0.86
Ask0.87
Theta-0.1545
Intrinsic Value-0.85
Volume1,590
Vega0.0177
Time Value1.71
Open Interest7,948
Rho-0.0017
Delta / Theta2.3543
|
| 1.69 |
1.69% |
1.66 |
1.71 |
1,638 |
44.50 |
1.04 |
1.04% |
1.03 |
1.07 |
692 |
INTC Call 44.50
Exp: Mar 27, 2026
Last: 1.69
Chg.: 1.69%
SymbolINTC|20260327|44.50C
Delta0.5741
Imp Vol0.7567
Bid1.66
Gamma0.11
Theoretical1.69
Ask1.71
Theta-0.1763
Intrinsic Value0.35
Volume1,638
Vega0.0185
Time Value1.34
Open Interest1,892
Rho0.0026
Delta / Theta-3.2561
INTC Put 44.50
Exp: Mar 27, 2026
Last: 1.04
Chg.: 1.04%
SymbolINTC|20260327|44.50P
Delta-0.4216
Imp Vol0.6871
Bid1.03
Gamma0.1209
Theoretical1.04
Ask1.07
Theta-0.157
Intrinsic Value-0.35
Volume692
Vega0.0184
Time Value1.39
Open Interest1,679
Rho-0.0019
Delta / Theta2.6847
|
|
44.85 |
Price @ Mar 23, 2026 15:30 GMT |
| 1.4 |
1.4% |
1.39 |
1.41 |
12,593 |
45.00 |
1.24 |
1.24% |
1.24 |
1.3 |
3,433 |
INTC Call 45.00
Exp: Mar 27, 2026
Last: 1.4
Chg.: 1.4%
SymbolINTC|20260327|45.00C
Delta0.5179
Imp Vol0.7393
Bid1.39
Gamma0.1144
Theoretical1.4
Ask1.41
Theta-0.175
Intrinsic Value-0.15
Volume12,593
Vega0.0188
Time Value1.55
Open Interest8,586
Rho0.0024
Delta / Theta-2.96
INTC Put 45.00
Exp: Mar 27, 2026
Last: 1.24
Chg.: 1.24%
SymbolINTC|20260327|45.00P
Delta-0.4835
Imp Vol0.6656
Bid1.24
Gamma0.1272
Theoretical1.24
Ask1.3
Theta-0.1548
Intrinsic Value0.15
Volume3,433
Vega0.0188
Time Value1.09
Open Interest6,337
Rho-0.0022
Delta / Theta3.1232
|
| 1.14 |
1.14% |
1.14 |
1.18 |
3,258 |
45.50 |
1.51 |
1.51% |
1.5 |
1.55 |
275 |
INTC Call 45.50
Exp: Mar 27, 2026
Last: 1.14
Chg.: 1.14%
SymbolINTC|20260327|45.50C
Delta0.4595
Imp Vol0.7228
Bid1.14
Gamma0.1165
Theoretical1.14
Ask1.18
Theta-0.1703
Intrinsic Value-0.65
Volume3,258
Vega0.0187
Time Value1.79
Open Interest2,260
Rho0.0021
Delta / Theta-2.6986
INTC Put 45.50
Exp: Mar 27, 2026
Last: 1.51
Chg.: 1.51%
SymbolINTC|20260327|45.50P
Delta-0.5468
Imp Vol0.6649
Bid1.5
Gamma0.1266
Theoretical1.51
Ask1.55
Theta-0.1535
Intrinsic Value0.65
Volume275
Vega0.0187
Time Value0.86
Open Interest1,207
Rho-0.0025
Delta / Theta3.5618
|
| 0.94 |
0.94% |
0.92 |
0.94 |
7,227 |
46.00 |
1.8 |
1.8% |
1.77 |
1.83 |
196 |
INTC Call 46.00
Exp: Mar 27, 2026
Last: 0.94
Chg.: 0.94%
SymbolINTC|20260327|46.00C
Delta0.4028
Imp Vol0.7232
Bid0.92
Gamma0.1136
Theoretical0.94
Ask0.94
Theta-0.166
Intrinsic Value-1.15
Volume7,227
Vega0.0182
Time Value2.09
Open Interest5,040
Rho0.0019
Delta / Theta-2.4266
INTC Put 46.00
Exp: Mar 27, 2026
Last: 1.8
Chg.: 1.8%
SymbolINTC|20260327|46.00P
Delta-0.6096
Imp Vol0.6581
Bid1.77
Gamma0.1239
Theoretical1.8
Ask1.83
Theta-0.1469
Intrinsic Value1.15
Volume196
Vega0.0181
Time Value0.65
Open Interest2,437
Rho-0.0027
Delta / Theta4.1486
|