| 0 |
0% |
41.9 |
46 |
0 |
60.00 |
0 |
0% |
0 |
2.45 |
0 |
MRCY Call 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00C
Delta0.9658
Imp Vol1.2102
Bid41.9
Gamma0.0022
Theoretical43.95
Ask46
Theta-0.0533
Intrinsic Value43.27
Volume0
Vega0.0213
Time Value-43.27
Open Interest0
Rho0.0413
Delta / Theta-18.1287
MRCY Put 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00P
Delta-0.0588
Imp Vol1.4688
Bid0
Gamma0.0028
Theoretical1.23
Ask2.45
Theta-0.0889
Intrinsic Value-43.27
Volume0
Vega0.0329
Time Value43.27
Open Interest1
Rho-0.005
Delta / Theta0.6612
|
| 0 |
0% |
37 |
41 |
0 |
65.00 |
0 |
0% |
0 |
2.65 |
0 |
MRCY Call 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00C
Delta0.9593
Imp Vol1.0726
Bid37
Gamma0.0029
Theoretical39
Ask41
Theta-0.0548
Intrinsic Value38.27
Volume0
Vega0.0246
Time Value-38.27
Open Interest0
Rho0.0444
Delta / Theta-17.5097
MRCY Put 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00P
Delta-0.0697
Imp Vol1.3179
Bid0
Gamma0.0036
Theoretical1.33
Ask2.65
Theta-0.091
Intrinsic Value-38.27
Volume0
Vega0.0376
Time Value38.27
Open Interest1
Rho-0.0058
Delta / Theta0.7664
|
| 0 |
0% |
32.2 |
36.4 |
0 |
70.00 |
0 |
0% |
0.1 |
2.95 |
0 |
MRCY Call 70.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|70.00C
Delta0.9392
Imp Vol1.0216
Bid32.2
Gamma0.0042
Theoretical34.3
Ask36.4
Theta-0.0702
Intrinsic Value33.27
Volume0
Vega0.0338
Time Value-33.27
Open Interest0
Rho0.0464
Delta / Theta-13.3804
MRCY Put 70.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|70.00P
Delta-0.086
Imp Vol1.1956
Bid0.1
Gamma0.0047
Theoretical1.53
Ask2.95
Theta-0.0967
Intrinsic Value-33.27
Volume0
Vega0.0441
Time Value33.27
Open Interest5
Rho-0.0071
Delta / Theta0.8895
|
|
103.27 |
Price @ Jul 25, 2026 20:53 GMT |
| 9 |
-11.59% |
7.7 |
10.4 |
1 |
105.00 |
8.1 |
0% |
8.9 |
11.1 |
0 |
MRCY Call 105.00
Exp: Aug 21, 2026
Last: 9
Chg.: -11.59%
SymbolMRCY|20260821|105.00C
Delta0.5234
Imp Vol0.8668
Bid7.7
Gamma0.0164
Theoretical9.05
Ask10.4
Theta-0.184
Intrinsic Value-1.73
Volume1
Vega0.1119
Time Value10.73
Open Interest96
Rho0.0333
Delta / Theta-2.8445
MRCY Put 105.00
Exp: Aug 21, 2026
Last: 8.1
Chg.: 0%
SymbolMRCY|20260821|105.00P
Delta-0.4816
Imp Vol0.8203
Bid8.9
Gamma0.0173
Theoretical10
Ask11.1
Theta-0.1649
Intrinsic Value1.73
Volume0
Vega0.1119
Time Value6.37
Open Interest44
Rho-0.0376
Delta / Theta2.9203
|
| 7.2 |
-8.75% |
5.6 |
7.7 |
1 |
110.00 |
12 |
0% |
11.9 |
14.7 |
0 |
MRCY Call 110.00
Exp: Aug 21, 2026
Last: 7.2
Chg.: -8.75%
SymbolMRCY|20260821|110.00C
Delta0.4378
Imp Vol0.8263
Bid5.6
Gamma0.017
Theoretical6.65
Ask7.7
Theta-0.1732
Intrinsic Value-6.73
Volume1
Vega0.1107
Time Value13.93
Open Interest78
Rho0.0285
Delta / Theta-2.5276
MRCY Put 110.00
Exp: Aug 21, 2026
Last: 12
Chg.: 0%
SymbolMRCY|20260821|110.00P
Delta-0.5607
Imp Vol0.8431
Bid11.9
Gamma0.0167
Theoretical13.3
Ask14.7
Theta-0.1669
Intrinsic Value6.73
Volume0
Vega0.1107
Time Value5.27
Open Interest4
Rho-0.0439
Delta / Theta3.3584
|
| 5.2 |
-11.86% |
4.1 |
6.9 |
1 |
115.00 |
0 |
0% |
14.4 |
18.1 |
0 |
MRCY Call 115.00
Exp: Aug 21, 2026
Last: 5.2
Chg.: -11.86%
SymbolMRCY|20260821|115.00C
Delta0.3717
Imp Vol0.8663
Bid4.1
Gamma0.0155
Theoretical5.5
Ask6.9
Theta-0.1736
Intrinsic Value-11.73
Volume1
Vega0.1062
Time Value16.93
Open Interest72
Rho0.0243
Delta / Theta-2.1404
MRCY Put 115.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|115.00P
Delta-0.648
Imp Vol0.7988
Bid14.4
Gamma0.0166
Theoretical16.25
Ask18.1
Theta-0.1475
Intrinsic Value11.73
Volume0
Vega0.1042
Time Value-11.73
Open Interest1
Rho-0.0489
Delta / Theta4.3925
|
| 0 |
0% |
2,320.8 |
2,336.5 |
0 |
4,650.00 |
45.4 |
0% |
43.9 |
44.9 |
1 |
MRCY Call 4,650.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4650.00C
Delta0
Imp Vol0
Bid2,320.8
Gamma0
Theoretical0
Ask2,336.5
Theta0
Intrinsic Value-4,580.11
Volume0
Vega0
Time Value4,580.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,650.00
Exp: Aug 21, 2026
Last: 45.4
Chg.: 0%
Symbol$SPX|20260821|4650.00P
Delta0
Imp Vol0
Bid43.9
Gamma0
Theoretical0
Ask44.9
Theta0
Intrinsic Value4,580.11
Volume1
Vega0
Time Value-4,534.71
Open Interest64
Rho0
Delta / Theta0
|
| 0 |
0% |
2,298.1 |
2,313 |
0 |
4,675.00 |
57.57 |
0% |
44.8 |
45.9 |
0 |
MRCY Call 4,675.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4675.00C
Delta0
Imp Vol0
Bid2,298.1
Gamma0
Theoretical0
Ask2,313
Theta0
Intrinsic Value-4,605.11
Volume0
Vega0
Time Value4,605.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,675.00
Exp: Aug 21, 2026
Last: 57.57
Chg.: 0%
Symbol$SPX|20260821|4675.00P
Delta0
Imp Vol0
Bid44.8
Gamma0
Theoretical0
Ask45.9
Theta0
Intrinsic Value4,605.11
Volume0
Vega0
Time Value-4,547.54
Open Interest37
Rho0
Delta / Theta0
|
| 0 |
0% |
2,274.1 |
2,289.8 |
0 |
4,700.00 |
51.26 |
0% |
45.7 |
46.8 |
0 |
MRCY Call 4,700.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4700.00C
Delta0
Imp Vol0
Bid2,274.1
Gamma0
Theoretical0
Ask2,289.8
Theta0
Intrinsic Value-4,630.11
Volume0
Vega0
Time Value4,630.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,700.00
Exp: Aug 21, 2026
Last: 51.26
Chg.: 0%
Symbol$SPX|20260821|4700.00P
Delta0
Imp Vol0
Bid45.7
Gamma0
Theoretical0
Ask46.8
Theta0
Intrinsic Value4,630.11
Volume0
Vega0
Time Value-4,578.85
Open Interest97
Rho0
Delta / Theta0
|