0 |
0% |
2.4 |
3.5 |
0 |
21.00 |
0 |
0% |
0 |
0.8 |
0 |
FNDX Call 21.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|21.00C
Delta0.8013
Imp Vol0.7175
Bid2.4
Gamma0.0662
Theoretical3.5
Ask3.5
Theta-0.0288
Intrinsic Value2.62
Volume0
Vega0.0164
Time Value-2.62
Open Interest0
Rho0.0094
Delta / Theta-27.8286
FNDX Put 21.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|21.00P
Delta-0.1797
Imp Vol0.6482
Bid0
Gamma0.0689
Theoretical0.4
Ask0.8
Theta-0.0221
Intrinsic Value-2.62
Volume0
Vega0.0154
Time Value2.62
Open Interest0
Rho-0.0026
Delta / Theta8.123
|
0 |
0% |
0.9 |
1.9 |
0 |
22.67 |
0 |
0% |
0 |
0.65 |
0 |
FNDX Call 22.67
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|22.67C
Delta0.8776
Imp Vol0.204
Bid0.9
Gamma0.1692
Theoretical1.4
Ask1.9
Theta-0.0081
Intrinsic Value0.95
Volume0
Vega0.0119
Time Value-0.95
Open Interest0
Rho0.0118
Delta / Theta-108.0948
FNDX Put 22.67
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|22.67P
Delta-0.2471
Imp Vol0.3607
Bid0
Gamma0.1495
Theoretical0.33
Ask0.65
Theta-0.0145
Intrinsic Value-0.95
Volume0
Vega0.0186
Time Value0.95
Open Interest0
Rho-0.0034
Delta / Theta17.0789
|
0 |
0% |
0.55 |
1.55 |
0 |
23.00 |
0 |
0% |
0 |
0.75 |
0 |
FNDX Call 23.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|23.00C
Delta0.8796
Imp Vol0.1501
Bid0.55
Gamma0.2273
Theoretical1.05
Ask1.55
Theta-0.0067
Intrinsic Value0.62
Volume0
Vega0.0118
Time Value-0.62
Open Interest0
Rho0.0121
Delta / Theta-131.9536
FNDX Put 23.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|23.00P
Delta-0.2906
Imp Vol0.336
Bid0
Gamma0.1742
Theoretical0.38
Ask0.75
Theta-0.0145
Intrinsic Value-0.62
Volume0
Vega0.0201
Time Value0.62
Open Interest0
Rho-0.0039
Delta / Theta20.0269
|
|
23.62 |
Price @ Oct 31, 2024 20:16 GMT |
0 |
0% |
0.15 |
1 |
0 |
23.67 |
0 |
0% |
0 |
1 |
0 |
FNDX Call 23.67
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|23.67C
Delta0.6398
Imp Vol0.167
Bid0.15
Gamma0.3814
Theoretical0.58
Ask1
Theta-0.0103
Intrinsic Value-0.05
Volume0
Vega0.022
Time Value0.05
Open Interest0
Rho0.0089
Delta / Theta-62.1621
FNDX Put 23.67
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|23.67P
Delta-0.41
Imp Vol0.2782
Bid0
Gamma0.2396
Theoretical0.5
Ask1
Theta-0.0133
Intrinsic Value0.05
Volume0
Vega0.0228
Time Value-0.05
Open Interest0
Rho-0.0053
Delta / Theta30.916
|
0.5 |
0% |
0 |
0.75 |
0 |
24.00 |
0 |
0% |
0 |
1.05 |
0 |
FNDX Call 24.00
Exp: Nov 15, 2024
Last: 0.5
Chg.: 0%
SymbolFNDX|20241115|24.00C
Delta0.5077
Imp Vol0.1601
Bid0
Gamma0.4242
Theoretical0.38
Ask0.75
Theta-0.0101
Intrinsic Value-0.38
Volume0
Vega0.0234
Time Value0.88
Open Interest4
Rho0.0071
Delta / Theta-50.3609
FNDX Put 24.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|24.00P
Delta-0.4957
Imp Vol0.2216
Bid0
Gamma0.3102
Theoretical0.52
Ask1.05
Theta-0.0104
Intrinsic Value0.38
Volume0
Vega0.0234
Time Value-0.38
Open Interest0
Rho-0.006
Delta / Theta47.4377
|
0 |
0% |
0 |
0.85 |
0 |
24.33 |
0 |
0% |
0 |
1.25 |
0 |
FNDX Call 24.33
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|24.33C
Delta0.4213
Imp Vol0.2436
Bid0
Gamma0.2734
Theoretical0.43
Ask0.85
Theta-0.014
Intrinsic Value-0.71
Volume0
Vega0.023
Time Value0.71
Open Interest0
Rho0.0058
Delta / Theta-30.0942
FNDX Put 24.33
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|24.33P
Delta-0.6234
Imp Vol0.1828
Bid0
Gamma0.3618
Theoretical0.63
Ask1.25
Theta-0.0077
Intrinsic Value0.71
Volume0
Vega0.0222
Time Value-0.71
Open Interest0
Rho-0.0069
Delta / Theta80.9919
|
0 |
0% |
3 |
4.3 |
0 |
68.00 |
0 |
0% |
0 |
1 |
0 |
FNDX Call 68.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|68.00C
Delta0.9443
Imp Vol0.1019
Bid3
Gamma0.048
Theoretical3.65
Ask4.3
Theta-0.0122
Intrinsic Value-43.94
Volume0
Vega0.0258
Time Value43.94
Open Interest0
Rho0.0662
Delta / Theta-77.4233
FNDX Put 68.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|68.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask1
Theta0
Intrinsic Value43.94
Volume0
Vega0
Time Value-43.94
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
2.3 |
3.8 |
0 |
69.00 |
0 |
0% |
0 |
1.3 |
0 |
FNDX Call 69.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|69.00C
Delta0.7815
Imp Vol0.1531
Bid2.3
Gamma0.0838
Theoretical3.05
Ask3.8
Theta-0.0209
Intrinsic Value-44.94
Volume0
Vega0.0678
Time Value44.94
Open Interest0
Rho0.0548
Delta / Theta-37.4312
FNDX Put 69.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|69.00P
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask1.3
Theta0
Intrinsic Value44.94
Volume0
Vega0
Time Value-44.94
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
1.7 |
2.65 |
0 |
70.00 |
0 |
0% |
0.15 |
1.5 |
0 |
FNDX Call 70.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|70.00C
Delta0.7094
Imp Vol0.1332
Bid1.7
Gamma0.112
Theoretical2.17
Ask2.65
Theta-0.0204
Intrinsic Value-45.94
Volume0
Vega0.0788
Time Value45.94
Open Interest0
Rho0.0504
Delta / Theta-34.7119
FNDX Put 70.00
Exp: Nov 15, 2024
Last: 0
Chg.: 0%
SymbolFNDX|20241115|70.00P
Delta-0.3303
Imp Vol0.1626
Bid0.15
Gamma0.0984
Theoretical0.83
Ask1.5
Theta-0.015
Intrinsic Value45.94
Volume0
Vega0.083
Time Value-45.94
Open Interest0
Rho-0.0212
Delta / Theta22.0751
|