6.57 |
6.57% |
6.6 |
7.05 |
125 |
517.50 |
0.14 |
0.14% |
0.12 |
0.14 |
1,891 |
MSFT Call 517.50
Exp: Aug 15, 2025
Last: 6.57
Chg.: 6.57%
SymbolMSFT|20250815|517.50C
Delta0.9748
Imp Vol0.1285
Bid6.6
Gamma0.0168
Theoretical6.825
Ask7.05
Theta-0.1554
Intrinsic Value5.73
Volume125
Vega0.016
Time Value0.84
Open Interest1,160
Rho0.0136
Delta / Theta-6.2725
MSFT Put 517.50
Exp: Aug 15, 2025
Last: 0.14
Chg.: 0.14%
SymbolMSFT|20250815|517.50P
Delta-0.0686
Imp Vol0.1693
Bid0.12
Gamma0.0287
Theoretical0.14
Ask0.14
Theta-0.306
Intrinsic Value-5.73
Volume1,891
Vega0.036
Time Value5.87
Open Interest5,937
Rho-0.0009
Delta / Theta0.2243
|
4.45 |
4.45% |
4.3 |
4.65 |
1,805 |
520.00 |
0.31 |
0.31% |
0.29 |
0.3 |
8,407 |
MSFT Call 520.00
Exp: Aug 15, 2025
Last: 4.45
Chg.: 4.45%
SymbolMSFT|20250815|520.00C
Delta0.9007
Imp Vol0.1234
Bid4.3
Gamma0.0519
Theoretical4.45
Ask4.65
Theta-0.3449
Intrinsic Value3.23
Volume1,805
Vega0.0475
Time Value1.22
Open Interest5,404
Rho0.0126
Delta / Theta-2.6115
MSFT Put 520.00
Exp: Aug 15, 2025
Last: 0.31
Chg.: 0.31%
SymbolMSFT|20250815|520.00P
Delta-0.1423
Imp Vol0.1483
Bid0.29
Gamma0.0558
Theoretical0.295
Ask0.3
Theta-0.4542
Intrinsic Value-3.23
Volume8,407
Vega0.0613
Time Value3.54
Open Interest5,005
Rho-0.0019
Delta / Theta0.3134
|
2.42 |
2.42% |
2.43 |
2.52 |
3,687 |
522.50 |
0.75 |
0.75% |
0.71 |
0.76 |
1,964 |
MSFT Call 522.50
Exp: Aug 15, 2025
Last: 2.42
Chg.: 2.42%
SymbolMSFT|20250815|522.50C
Delta0.6964
Imp Vol0.1291
Bid2.43
Gamma0.0994
Theoretical2.475
Ask2.52
Theta-0.6603
Intrinsic Value0.73
Volume3,687
Vega0.0952
Time Value1.69
Open Interest3,097
Rho0.0098
Delta / Theta-1.0546
MSFT Put 522.50
Exp: Aug 15, 2025
Last: 0.75
Chg.: 0.75%
SymbolMSFT|20250815|522.50P
Delta-0.3133
Imp Vol0.1359
Bid0.71
Gamma0.0958
Theoretical0.75
Ask0.76
Theta-0.6506
Intrinsic Value-0.73
Volume1,964
Vega0.0965
Time Value1.48
Open Interest2,685
Rho-0.004
Delta / Theta0.4815
|
|
523.23 |
Price @ Aug 15, 2025 14:37 GMT |
1 |
1% |
0.99 |
1.05 |
5,111 |
525.00 |
1.8 |
1.8% |
1.73 |
1.83 |
744 |
MSFT Call 525.00
Exp: Aug 15, 2025
Last: 1
Chg.: 1%
SymbolMSFT|20250815|525.00C
Delta0.4168
Imp Vol0.1217
Bid0.99
Gamma0.1177
Theoretical1
Ask1.05
Theta-0.6786
Intrinsic Value-1.77
Volume5,111
Vega0.1063
Time Value2.77
Open Interest6,286
Rho0.0059
Delta / Theta-0.6142
MSFT Put 525.00
Exp: Aug 15, 2025
Last: 1.8
Chg.: 1.8%
SymbolMSFT|20250815|525.00P
Delta-0.5793
Imp Vol0.13
Bid1.73
Gamma0.1108
Theoretical1.8
Ask1.83
Theta-0.6762
Intrinsic Value1.77
Volume744
Vega0.1065
Time Value0.03
Open Interest2,992
Rho-0.007
Delta / Theta0.8567
|
0.31 |
0.31% |
0.32 |
0.35 |
2,315 |
527.50 |
3.6 |
3.6% |
3.45 |
3.95 |
89 |
MSFT Call 527.50
Exp: Aug 15, 2025
Last: 0.31
Chg.: 0.31%
SymbolMSFT|20250815|527.50C
Delta0.179
Imp Vol0.1272
Bid0.32
Gamma0.0754
Theoretical0.335
Ask0.35
Theta-0.4692
Intrinsic Value-4.27
Volume2,315
Vega0.0712
Time Value4.58
Open Interest4,362
Rho0.0025
Delta / Theta-0.3814
MSFT Put 527.50
Exp: Aug 15, 2025
Last: 3.6
Chg.: 3.6%
SymbolMSFT|20250815|527.50P
Delta-0.8117
Imp Vol0.1339
Bid3.45
Gamma0.0747
Theoretical3.6
Ask3.95
Theta-0.4664
Intrinsic Value4.27
Volume89
Vega0.0734
Time Value-0.67
Open Interest1,476
Rho-0.0085
Delta / Theta1.7405
|
0.11 |
0.11% |
0.1 |
0.11 |
4,344 |
530.00 |
6 |
6% |
5.65 |
6.45 |
447 |
MSFT Call 530.00
Exp: Aug 15, 2025
Last: 0.11
Chg.: 0.11%
SymbolMSFT|20250815|530.00C
Delta0.0667
Imp Vol0.1385
Bid0.1
Gamma0.0343
Theoretical0.11
Ask0.11
Theta-0.251
Intrinsic Value-6.77
Volume4,344
Vega0.0352
Time Value6.88
Open Interest19,505
Rho0.0009
Delta / Theta-0.2656
MSFT Put 530.00
Exp: Aug 15, 2025
Last: 6
Chg.: 6%
SymbolMSFT|20250815|530.00P
Delta-0.8835
Imp Vol0.1761
Bid5.65
Gamma0.0413
Theoretical6
Ask6.45
Theta-0.4435
Intrinsic Value6.77
Volume447
Vega0.0532
Time Value-0.77
Open Interest3,054
Rho-0.0085
Delta / Theta1.9919
|