| 2.13 |
2.13% |
2 |
2.27 |
32 |
105.00 |
0.02 |
0.02% |
0.01 |
0.02 |
256 |
WMT Call 105.00
Exp: Sep 25, 2026
Last: 2.13
Chg.: 2.13%
SymbolWMT|20260925|105.00C
Delta0.928
Imp Vol0.2606
Bid2
Gamma0.0946
Theoretical2.135
Ask2.27
Theta-0.1087
Intrinsic Value2.28
Volume32
Vega0.0076
Time Value-0.15
Open Interest1,490
Rho0.0026
Delta / Theta-8.5351
WMT Put 105.00
Exp: Sep 25, 2026
Last: 0.02
Chg.: 0.02%
SymbolWMT|20260925|105.00P
Delta-0.0331
Imp Vol0.2068
Bid0.01
Gamma0.0641
Theoretical0.015
Ask0.02
Theta-0.0428
Intrinsic Value-2.28
Volume256
Vega0.0041
Time Value2.3
Open Interest2,602
Rho-0.0001
Delta / Theta0.7728
|
| 1.2 |
1.2% |
1.03 |
1.28 |
404 |
106.00 |
0.03 |
0.03% |
0.03 |
0.05 |
2,782 |
WMT Call 106.00
Exp: Sep 25, 2026
Last: 1.2
Chg.: 1.2%
SymbolWMT|20260925|106.00C
Delta0.8669
Imp Vol0.1776
Bid1.03
Gamma0.2176
Theoretical1.155
Ask1.28
Theta-0.1152
Intrinsic Value1.28
Volume404
Vega0.012
Time Value-0.08
Open Interest1,056
Rho0.0025
Delta / Theta-7.5222
WMT Put 106.00
Exp: Sep 25, 2026
Last: 0.03
Chg.: 0.03%
SymbolWMT|20260925|106.00P
Delta-0.099
Imp Vol0.1531
Bid0.03
Gamma0.2045
Theoretical0.04
Ask0.05
Theta-0.0745
Intrinsic Value-1.28
Volume2,782
Vega0.0097
Time Value1.31
Open Interest14,628
Rho-0.0003
Delta / Theta1.3287
|
| 0.38 |
0.38% |
0.36 |
0.4 |
2,241 |
107.00 |
0.33 |
0.33% |
0.29 |
0.33 |
2,045 |
WMT Call 107.00
Exp: Sep 25, 2026
Last: 0.38
Chg.: 0.38%
SymbolWMT|20260925|107.00C
Delta0.5437
Imp Vol0.1505
Bid0.36
Gamma0.4737
Theoretical0.38
Ask0.4
Theta-0.1731
Intrinsic Value0.28
Volume2,241
Vega0.0221
Time Value0.1
Open Interest3,689
Rho0.0016
Delta / Theta-3.1404
WMT Put 107.00
Exp: Sep 25, 2026
Last: 0.33
Chg.: 0.33%
SymbolWMT|20260925|107.00P
Delta-0.4591
Imp Vol0.1587
Bid0.29
Gamma0.4501
Theoretical0.31
Ask0.33
Theta-0.1742
Intrinsic Value-0.28
Volume2,045
Vega0.0221
Time Value0.61
Open Interest2,622
Rho-0.0012
Delta / Theta2.6353
|
|
107.28 |
Price @ Sep 25, 2026 15:16 GMT |
| 0.07 |
0.07% |
0.07 |
0.09 |
6,596 |
108.00 |
1 |
1% |
0.96 |
1.05 |
699 |
WMT Call 108.00
Exp: Sep 25, 2026
Last: 0.07
Chg.: 0.07%
SymbolWMT|20260925|108.00C
Delta0.1641
Imp Vol0.1661
Bid0.07
Gamma0.2676
Theoretical0.08
Ask0.09
Theta-0.1174
Intrinsic Value-0.72
Volume6,596
Vega0.0138
Time Value0.79
Open Interest3,359
Rho0.0005
Delta / Theta-1.3979
WMT Put 108.00
Exp: Sep 25, 2026
Last: 1
Chg.: 1%
SymbolWMT|20260925|108.00P
Delta-0.8253
Imp Vol0.1747
Bid0.96
Gamma0.2704
Theoretical1.005
Ask1.05
Theta-0.1214
Intrinsic Value0.72
Volume699
Vega0.0143
Time Value0.28
Open Interest2,538
Rho-0.0018
Delta / Theta6.7997
|
| 0.03 |
0.03% |
0.02 |
0.03 |
2,231 |
109.00 |
1.98 |
1.98% |
1.75 |
2.05 |
55 |
WMT Call 109.00
Exp: Sep 25, 2026
Last: 0.03
Chg.: 0.03%
SymbolWMT|20260925|109.00C
Delta0.0516
Imp Vol0.2082
Bid0.02
Gamma0.0912
Theoretical0.025
Ask0.03
Theta-0.0626
Intrinsic Value-1.72
Volume2,231
Vega0.0059
Time Value1.75
Open Interest4,253
Rho0.0001
Delta / Theta-0.824
WMT Put 109.00
Exp: Sep 25, 2026
Last: 1.98
Chg.: 1.98%
SymbolWMT|20260925|109.00P
Delta-0.9037
Imp Vol0.2616
Bid1.75
Gamma0.1182
Theoretical1.98
Ask2.05
Theta-0.1204
Intrinsic Value1.72
Volume55
Vega0.0095
Time Value0.26
Open Interest1,925
Rho-0.0018
Delta / Theta7.5078
|
| 0.02 |
0.02% |
0.01 |
0.02 |
1,373 |
110.00 |
2.81 |
2.81% |
2.77 |
3.05 |
92 |
WMT Call 110.00
Exp: Sep 25, 2026
Last: 0.02
Chg.: 0.02%
SymbolWMT|20260925|110.00C
Delta0.0267
Imp Vol0.2662
Bid0.01
Gamma0.0416
Theoretical0.015
Ask0.02
Theta-0.0466
Intrinsic Value-2.72
Volume1,373
Vega0.0034
Time Value2.74
Open Interest32,892
Rho0.0001
Delta / Theta-0.5723
WMT Put 110.00
Exp: Sep 25, 2026
Last: 2.81
Chg.: 2.81%
SymbolWMT|20260925|110.00P
Delta-0.9755
Imp Vol0.2663
Bid2.77
Gamma0.0456
Theoretical2.93
Ask3.05
Theta-0.0388
Intrinsic Value2.72
Volume92
Vega0.0032
Time Value0.09
Open Interest1,987
Rho-0.0014
Delta / Theta25.1689
|