| 2.67 |
2.67% |
1.38 |
3.25 |
129 |
105.00 |
0.04 |
0.04% |
0.03 |
0.05 |
690 |
WMT Call 105.00
Exp: Sep 25, 2026
Last: 2.67
Chg.: 2.67%
SymbolWMT|20260925|105.00C
Delta0.918
Imp Vol0.3377
Bid1.38
Gamma0.0796
Theoretical2.67
Ask3.25
Theta-0.1517
Intrinsic Value2.35
Volume129
Vega0.0085
Time Value0.32
Open Interest1,562
Rho0.0026
Delta / Theta-6.0496
WMT Put 105.00
Exp: Sep 25, 2026
Last: 0.04
Chg.: 0.04%
SymbolWMT|20260925|105.00P
Delta-0.0561
Imp Vol0.2954
Bid0.03
Gamma0.0679
Theoretical0.04
Ask0.05
Theta-0.0936
Intrinsic Value-2.35
Volume690
Vega0.0064
Time Value2.39
Open Interest2,226
Rho-0.0002
Delta / Theta0.5997
|
| 1.79 |
1.79% |
1.62 |
2.22 |
123 |
106.00 |
0.13 |
0.13% |
0.11 |
0.13 |
14,630 |
WMT Call 106.00
Exp: Sep 25, 2026
Last: 1.79
Chg.: 1.79%
SymbolWMT|20260925|106.00C
Delta0.7628
Imp Vol0.4058
Bid1.62
Gamma0.1352
Theoretical1.92
Ask2.22
Theta-0.3593
Intrinsic Value1.35
Volume123
Vega0.0174
Time Value0.44
Open Interest1,065
Rho0.0022
Delta / Theta-2.1229
WMT Put 106.00
Exp: Sep 25, 2026
Last: 0.13
Chg.: 0.13%
SymbolWMT|20260925|106.00P
Delta-0.1485
Imp Vol0.276
Bid0.11
Gamma0.149
Theoretical0.12
Ask0.13
Theta-0.1787
Intrinsic Value-1.35
Volume14,630
Vega0.013
Time Value1.48
Open Interest1,911
Rho-0.0004
Delta / Theta0.8306
|
| 0.99 |
0.99% |
0.86 |
1.04 |
576 |
107.00 |
0.38 |
0.38% |
0.35 |
0.4 |
4,599 |
WMT Call 107.00
Exp: Sep 25, 2026
Last: 0.99
Chg.: 0.99%
SymbolWMT|20260925|107.00C
Delta0.6563
Imp Vol0.2696
Bid0.86
Gamma0.2423
Theoretical0.95
Ask1.04
Theta-0.2849
Intrinsic Value0.35
Volume576
Vega0.0207
Time Value0.64
Open Interest3,767
Rho0.0019
Delta / Theta-2.3034
WMT Put 107.00
Exp: Sep 25, 2026
Last: 0.38
Chg.: 0.38%
SymbolWMT|20260925|107.00P
Delta-0.3497
Imp Vol0.2809
Bid0.35
Gamma0.2342
Theoretical0.375
Ask0.4
Theta-0.29
Intrinsic Value-0.35
Volume4,599
Vega0.0209
Time Value0.73
Open Interest3,056
Rho-0.0009
Delta / Theta1.2056
|
|
107.35 |
Price @ Sep 25, 2026 13:45 GMT |
| 0.48 |
0.48% |
0.47 |
0.48 |
1,745 |
108.00 |
0.86 |
0.86% |
0.82 |
0.9 |
4,111 |
WMT Call 108.00
Exp: Sep 25, 2026
Last: 0.48
Chg.: 0.48%
SymbolWMT|20260925|108.00C
Delta0.4066
Imp Vol0.2915
Bid0.47
Gamma0.2363
Theoretical0.475
Ask0.48
Theta-0.322
Intrinsic Value-0.65
Volume1,745
Vega0.0218
Time Value1.13
Open Interest3,320
Rho0.0012
Delta / Theta-1.2628
WMT Put 108.00
Exp: Sep 25, 2026
Last: 0.86
Chg.: 0.86%
SymbolWMT|20260925|108.00P
Delta-0.5966
Imp Vol0.2838
Bid0.82
Gamma0.2426
Theoretical0.86
Ask0.9
Theta-0.3048
Intrinsic Value0.65
Volume4,111
Vega0.0218
Time Value0.21
Open Interest1,857
Rho-0.0015
Delta / Theta1.9572
|
| 0.2 |
0.2% |
0.15 |
0.2 |
4,904 |
109.00 |
1.56 |
1.56% |
1.48 |
1.63 |
3,121 |
WMT Call 109.00
Exp: Sep 25, 2026
Last: 0.2
Chg.: 0.2%
SymbolWMT|20260925|109.00C
Delta0.1964
Imp Vol0.2868
Bid0.15
Gamma0.1715
Theoretical0.175
Ask0.2
Theta-0.2254
Intrinsic Value-1.65
Volume4,904
Vega0.0156
Time Value1.85
Open Interest2,808
Rho0.0006
Delta / Theta-0.8716
WMT Put 109.00
Exp: Sep 25, 2026
Last: 1.56
Chg.: 1.56%
SymbolWMT|20260925|109.00P
Delta-0.8173
Imp Vol0.2721
Bid1.48
Gamma0.1735
Theoretical1.555
Ask1.63
Theta-0.1971
Intrinsic Value1.65
Volume3,121
Vega0.0149
Time Value-0.09
Open Interest1,828
Rho-0.0019
Delta / Theta4.1462
|
| 0.08 |
0.08% |
0.07 |
0.08 |
12,708 |
110.00 |
2.48 |
2.48% |
2.23 |
2.57 |
933 |
WMT Call 110.00
Exp: Sep 25, 2026
Last: 0.08
Chg.: 0.08%
SymbolWMT|20260925|110.00C
Delta0.0915
Imp Vol0.3148
Bid0.07
Gamma0.0927
Theoretical0.075
Ask0.08
Theta-0.1466
Intrinsic Value-2.65
Volume12,708
Vega0.0093
Time Value2.73
Open Interest32,927
Rho0.0003
Delta / Theta-0.6246
WMT Put 110.00
Exp: Sep 25, 2026
Last: 2.48
Chg.: 2.48%
SymbolWMT|20260925|110.00P
Delta-0.9082
Imp Vol0.3167
Bid2.23
Gamma0.093
Theoretical2.48
Ask2.57
Theta-0.1411
Intrinsic Value2.65
Volume933
Vega0.0093
Time Value-0.17
Open Interest2,101
Rho-0.0019
Delta / Theta6.4357
|