0 |
0% |
33.5 |
37.65 |
0 |
54.75 |
0 |
0% |
0 |
0.24 |
0 |
EMB Call 54.75
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|54.75C
Delta0.9112
Imp Vol4.9116
Bid33.5
Gamma0.004
Theoretical37.65
Ask37.65
Theta-1.0784
Intrinsic Value35.71
Volume0
Vega0.0132
Time Value-35.71
Open Interest0
Rho0.0035
Delta / Theta-0.845
EMB Put 54.75
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|54.75P
Delta-0.0143
Imp Vol2.6752
Bid0
Gamma0.0017
Theoretical0.12
Ask0.24
Theta-0.1327
Intrinsic Value-35.71
Volume0
Vega0.003
Time Value35.71
Open Interest0
Rho-0.0001
Delta / Theta0.1077
|
0 |
0% |
0 |
0 |
0 |
55.00 |
0 |
0% |
0 |
0 |
0 |
EMB Call 55.00
Exp: Jan 22, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value34.31
Volume0
Vega0
Time Value-34.31
Open Interest0
Rho0
Delta / Theta0
EMB Put 55.00
Exp: Jan 22, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-34.31
Volume0
Vega0
Time Value34.31
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
28.5 |
32.65 |
0 |
59.75 |
0 |
0% |
0 |
0.04 |
0 |
EMB Call 59.75
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|59.75C
Delta0.8977
Imp Vol4.2419
Bid28.5
Gamma0.0051
Theoretical32.65
Ask32.65
Theta-1.0344
Intrinsic Value30.71
Volume0
Vega0.0146
Time Value-30.71
Open Interest0
Rho0.0039
Delta / Theta-0.8679
EMB Put 59.75
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|59.75P
Delta-0.0042
Imp Vol1.7868
Bid0
Gamma0.0008
Theoretical0.02
Ask0.04
Theta-0.0301
Intrinsic Value-30.71
Volume0
Vega0.001
Time Value30.71
Open Interest0
Rho0
Delta / Theta0.1391
|
0 |
0% |
23.4 |
27.6 |
0 |
64.75 |
0 |
0% |
0 |
0.05 |
0 |
EMB Call 64.75
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|64.75C
Delta0.8827
Imp Vol3.5867
Bid23.4
Gamma0.0067
Theoretical27.6
Ask27.6
Theta-0.9657
Intrinsic Value25.71
Volume0
Vega0.0161
Time Value-25.71
Open Interest0
Rho0.0042
Delta / Theta-0.9141
EMB Put 64.75
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|64.75P
Delta-0.006
Imp Vol1.5072
Bid0
Gamma0.0014
Theoretical0.03
Ask0.05
Theta-0.0351
Intrinsic Value-25.71
Volume0
Vega0.0014
Time Value25.71
Open Interest0
Rho0
Delta / Theta0.1717
|
|
90.46 |
Price @ Jan 21, 2025 21:11 GMT |
0 |
0% |
0 |
0 |
0 |
89.50 |
0.78 |
0% |
0 |
0 |
0 |
EMB Call 89.50
Exp: Jan 22, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.19
Volume0
Vega0
Time Value0.19
Open Interest0
Rho0
Delta / Theta0
EMB Put 89.50
Exp: Jan 24, 2025
Last: 0.78
Chg.: 0%
SymbolEMB|20250124|89.50P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.19
Volume0
Vega0
Time Value0.59
Open Interest1
Rho0
Delta / Theta0
|
0 |
0% |
0 |
0 |
0 |
90.00 |
0 |
0% |
0 |
0 |
0 |
EMB Call 90.00
Exp: Jan 22, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.69
Volume0
Vega0
Time Value0.69
Open Interest0
Rho0
Delta / Theta0
EMB Put 90.00
Exp: Jan 22, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.69
Volume0
Vega0
Time Value-0.69
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
0.33 |
0 |
90.75 |
0 |
0% |
0.32 |
0.98 |
0 |
EMB Call 90.75
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|90.75C
Delta0.3288
Imp Vol0.0937
Bid0
Gamma0.4711
Theoretical0.17
Ask0.33
Theta-0.0483
Intrinsic Value-0.29
Volume0
Vega0.0296
Time Value0.29
Open Interest0
Rho0.0024
Delta / Theta-6.8128
EMB Put 90.75
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|90.75P
Delta-0.6179
Imp Vol0.1392
Bid0.32
Gamma0.3359
Theoretical0.65
Ask0.98
Theta-0.0692
Intrinsic Value0.29
Volume0
Vega0.0312
Time Value-0.29
Open Interest0
Rho-0.0038
Delta / Theta8.9226
|
0 |
0% |
0 |
0.29 |
0 |
91.25 |
0 |
0% |
0.01 |
2.52 |
0 |
EMB Call 91.25
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|91.25C
Delta0.2267
Imp Vol0.1356
Bid0
Gamma0.271
Theoretical0.15
Ask0.29
Theta-0.0572
Intrinsic Value-0.79
Volume0
Vega0.0247
Time Value0.79
Open Interest0
Rho0.0017
Delta / Theta-3.9656
EMB Put 91.25
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|91.25P
Delta-0.6666
Imp Vol0.2341
Bid0.01
Gamma0.1902
Theoretical1.26
Ask2.52
Theta-0.1127
Intrinsic Value0.79
Volume0
Vega0.0298
Time Value-0.79
Open Interest0
Rho-0.0042
Delta / Theta5.9162
|
0 |
0% |
0 |
0.75 |
0 |
91.75 |
0 |
0% |
0.96 |
3.05 |
0 |
EMB Call 91.75
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|91.75C
Delta0.2776
Imp Vol0.2703
Bid0
Gamma0.1513
Theoretical0.38
Ask0.75
Theta-0.1254
Intrinsic Value-1.29
Volume0
Vega0.0275
Time Value1.29
Open Interest0
Rho0.002
Delta / Theta-2.2134
EMB Put 91.75
Exp: Jan 24, 2025
Last: 0
Chg.: 0%
SymbolEMB|20250124|91.75P
Delta-0.6651
Imp Vol0.369
Bid0.96
Gamma0.1226
Theoretical2.01
Ask3.05
Theta-0.1799
Intrinsic Value1.29
Volume0
Vega0.0298
Time Value-1.29
Open Interest0
Rho-0.0043
Delta / Theta3.697
|