| 0 |
0% |
5.2 |
6.6 |
0 |
20.00 |
0 |
0% |
0 |
0.9 |
0 |
MSFX Call 20.00
Exp: Feb 20, 2026
Last: 0
Chg.: 0%
SymbolMSFX|20260220|20.00C
Delta0.9775
Imp Vol0.5085
Bid5.2
Gamma0.0156
Theoretical5.9
Ask6.6
Theta-0.0056
Intrinsic Value5.85
Volume0
Vega0.0036
Time Value-5.85
Open Interest0
Rho0.0132
Delta / Theta-174.3662
MSFX Put 20.00
Exp: Feb 20, 2026
Last: 0
Chg.: 0%
SymbolMSFX|20260220|20.00P
Delta-0.1704
Imp Vol1.2471
Bid0
Gamma0.0301
Theoretical0.9
Ask0.9
Theta-0.0422
Intrinsic Value-5.85
Volume0
Vega0.0171
Time Value5.85
Open Interest0
Rho-0.0033
Delta / Theta4.0346
|
| 0 |
0% |
4.4 |
5.6 |
0 |
21.00 |
0 |
0% |
0 |
1 |
0 |
MSFX Call 21.00
Exp: Feb 20, 2026
Last: 0
Chg.: 0%
SymbolMSFX|20260220|21.00C
Delta0.9297
Imp Vol0.5713
Bid4.4
Gamma0.0349
Theoretical5
Ask5.6
Theta-0.0123
Intrinsic Value4.85
Volume0
Vega0.0091
Time Value-4.85
Open Interest0
Rho0.013
Delta / Theta-75.5773
MSFX Put 21.00
Exp: Feb 20, 2026
Last: 0
Chg.: 0%
SymbolMSFX|20260220|21.00P
Delta-0.199
Imp Vol1.148
Bid0
Gamma0.036
Theoretical1
Ask1
Theta-0.0427
Intrinsic Value-4.85
Volume0
Vega0.0189
Time Value4.85
Open Interest0
Rho-0.0038
Delta / Theta4.6547
|
| 4 |
0% |
3.5 |
4.8 |
1 |
22.00 |
0.8 |
0% |
0 |
1.2 |
0 |
MSFX Call 22.00
Exp: Feb 20, 2026
Last: 4
Chg.: 0%
SymbolMSFX|20260220|22.00C
Delta0.9175
Imp Vol0.4682
Bid3.5
Gamma0.0481
Theoretical4
Ask4.8
Theta-0.0116
Intrinsic Value3.85
Volume1
Vega0.0103
Time Value0.15
Open Interest1
Rho0.0135
Delta / Theta-79.1344
MSFX Put 22.00
Exp: Feb 20, 2026
Last: 0.8
Chg.: 0%
SymbolMSFX|20260220|22.00P
Delta-0.2385
Imp Vol1.0912
Bid0
Gamma0.0421
Theoretical1.2
Ask1.2
Theta-0.045
Intrinsic Value-3.85
Volume0
Vega0.0209
Time Value4.65
Open Interest15
Rho-0.0045
Delta / Theta5.2971
|
|
25.85 |
Price @ Jan 26, 2026 20:05 GMT |
| 0 |
0% |
0.75 |
1.85 |
0 |
26.54 |
1.4 |
0% |
1.6 |
2.85 |
0 |
MSFX Call 26.54
Exp: Feb 20, 2026
Last: 0
Chg.: 0%
SymbolMSFX|20260220|26.54C
Delta0.466
Imp Vol0.5889
Bid0.75
Gamma0.0999
Theoretical1.3
Ask1.85
Theta-0.0327
Intrinsic Value-0.69
Volume0
Vega0.0269
Time Value0.69
Open Interest0
Rho0.0074
Delta / Theta-14.2503
MSFX Put 26.54
Exp: Feb 20, 2026
Last: 1.4
Chg.: 0%
SymbolMSFX|20260220|26.54P
Delta-0.521
Imp Vol0.6876
Bid1.6
Gamma0.086
Theoretical2.22
Ask2.85
Theta-0.0357
Intrinsic Value0.69
Volume0
Vega0.0269
Time Value0.71
Open Interest1
Rho-0.0091
Delta / Theta14.6004
|
| 0 |
0% |
0 |
0 |
0 |
27.00 |
0 |
0% |
0 |
0 |
0 |
MSFX Call 27.00
Exp: Jan 27, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.75
Volume0
Vega0
Time Value-0.75
Open Interest0
Rho0
Delta / Theta0
MSFX Put 27.00
Exp: Jan 27, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.75
Volume0
Vega0
Time Value0.75
Open Interest0
Rho0
Delta / Theta0
|
| 1.6 |
0% |
0.45 |
1.55 |
0 |
27.54 |
0 |
0% |
2.2 |
3.6 |
0 |
MSFX Call 27.54
Exp: Feb 20, 2026
Last: 1.6
Chg.: 0%
SymbolMSFX|20260220|27.54C
Delta0.3793
Imp Vol0.6118
Bid0.45
Gamma0.0921
Theoretical1
Ask1.55
Theta-0.0323
Intrinsic Value-1.69
Volume0
Vega0.0257
Time Value3.29
Open Interest1
Rho0.006
Delta / Theta-11.7294
MSFX Put 27.54
Exp: Feb 20, 2026
Last: 0
Chg.: 0%
SymbolMSFX|20260220|27.54P
Delta-0.5983
Imp Vol0.7048
Bid2.2
Gamma0.0816
Theoretical2.9
Ask3.6
Theta-0.0353
Intrinsic Value1.69
Volume0
Vega0.0261
Time Value-1.69
Open Interest0
Rho-0.0102
Delta / Theta16.9383
|
| 0 |
0% |
0 |
0 |
0 |
28.00 |
0 |
0% |
0 |
0 |
0 |
MSFX Call 28.00
Exp: Jan 27, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.25
Volume0
Vega0
Time Value0.25
Open Interest0
Rho0
Delta / Theta0
MSFX Put 28.00
Exp: Jan 27, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.25
Volume0
Vega0
Time Value-0.25
Open Interest0
Rho0
Delta / Theta0
|
| 0.7 |
0% |
0.15 |
1.35 |
0 |
28.54 |
0 |
0% |
2.95 |
4.4 |
0 |
MSFX Call 28.54
Exp: Feb 20, 2026
Last: 0.7
Chg.: 0%
SymbolMSFX|20260220|28.54C
Delta0.3031
Imp Vol0.6249
Bid0.15
Gamma0.0827
Theoretical0.75
Ask1.35
Theta-0.0302
Intrinsic Value-2.69
Volume0
Vega0.0236
Time Value3.39
Open Interest0
Rho0.0048
Delta / Theta-10.0348
MSFX Put 28.54
Exp: Feb 20, 2026
Last: 0
Chg.: 0%
SymbolMSFX|20260220|28.54P
Delta-0.6619
Imp Vol0.735
Bid2.95
Gamma0.074
Theoretical3.68
Ask4.4
Theta-0.0346
Intrinsic Value2.69
Volume0
Vega0.0247
Time Value-2.69
Open Interest0
Rho-0.0113
Delta / Theta19.1023
|
| 0 |
0% |
0 |
0 |
0 |
29.00 |
0 |
0% |
0 |
0 |
0 |
MSFX Call 29.00
Exp: Jan 27, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-1.25
Volume0
Vega0
Time Value1.25
Open Interest0
Rho0
Delta / Theta0
MSFX Put 29.00
Exp: Jan 27, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value1.25
Volume0
Vega0
Time Value-1.25
Open Interest0
Rho0
Delta / Theta0
|