6.7 |
6.7% |
6.63 |
6.65 |
15,939 |
556.00 |
1.6 |
1.6% |
1.58 |
1.6 |
38,322 |
SPY Call 556.00
Exp: Apr 02, 2025
Last: 6.7
Chg.: 6.7%
SymbolSPY|20250402|556.00C
Delta0.7143
Imp Vol0.3076
Bid6.63
Gamma0.0376
Theoretical6.64
Ask6.65
Theta-1.5681
Intrinsic Value2.35
Volume15,939
Vega0.0998
Time Value4.35
Open Interest1,261
Rho0.0108
Delta / Theta-0.4555
SPY Put 556.00
Exp: Apr 02, 2025
Last: 1.6
Chg.: 1.6%
SymbolSPY|20250402|556.00P
Delta-0.2844
Imp Vol0.3052
Bid1.58
Gamma0.0379
Theoretical1.6
Ask1.6
Theta-1.5071
Intrinsic Value-2.35
Volume38,322
Vega0.0996
Time Value3.95
Open Interest2,206
Rho-0.004
Delta / Theta0.1887
|
5.95 |
5.95% |
5.9 |
5.95 |
25,730 |
557.00 |
1.86 |
1.86% |
1.85 |
1.88 |
39,400 |
SPY Call 557.00
Exp: Apr 02, 2025
Last: 5.95
Chg.: 5.95%
SymbolSPY|20250402|557.00C
Delta0.6753
Imp Vol0.3076
Bid5.9
Gamma0.0398
Theoretical5.95
Ask5.95
Theta-1.6559
Intrinsic Value1.35
Volume25,730
Vega0.1056
Time Value4.6
Open Interest1,907
Rho0.0102
Delta / Theta-0.4078
SPY Put 557.00
Exp: Apr 02, 2025
Last: 1.86
Chg.: 1.86%
SymbolSPY|20250402|557.00P
Delta-0.3213
Imp Vol0.3005
Bid1.85
Gamma0.0406
Theoretical1.86
Ask1.88
Theta-1.5662
Intrinsic Value-1.35
Volume39,400
Vega0.1052
Time Value3.21
Open Interest1,995
Rho-0.0045
Delta / Theta0.2051
|
5.24 |
5.24% |
5.21 |
5.25 |
34,236 |
558.00 |
2.18 |
2.18% |
2.16 |
2.18 |
41,796 |
SPY Call 558.00
Exp: Apr 02, 2025
Last: 5.24
Chg.: 5.24%
SymbolSPY|20250402|558.00C
Delta0.6365
Imp Vol0.302
Bid5.21
Gamma0.0423
Theoretical5.24
Ask5.25
Theta-1.6939
Intrinsic Value0.35
Volume34,236
Vega0.1102
Time Value4.89
Open Interest1,890
Rho0.0096
Delta / Theta-0.3758
SPY Put 558.00
Exp: Apr 02, 2025
Last: 2.18
Chg.: 2.18%
SymbolSPY|20250402|558.00P
Delta-0.3621
Imp Vol0.298
Bid2.16
Gamma0.0429
Theoretical2.18
Ask2.18
Theta-1.6241
Intrinsic Value-0.35
Volume41,796
Vega0.1101
Time Value2.53
Open Interest1,636
Rho-0.005
Delta / Theta0.2229
|
|
558.35 |
Price @ Apr 02, 2025 13:41 GMT |
4.59 |
4.59% |
4.56 |
4.6 |
30,160 |
559.00 |
2.55 |
2.55% |
2.51 |
2.54 |
30,408 |
SPY Call 559.00
Exp: Apr 02, 2025
Last: 4.59
Chg.: 4.59%
SymbolSPY|20250402|559.00C
Delta0.5942
Imp Vol0.2984
Bid4.56
Gamma0.0443
Theoretical4.59
Ask4.6
Theta-1.7263
Intrinsic Value-0.65
Volume30,160
Vega0.1138
Time Value5.24
Open Interest1,877
Rho0.009
Delta / Theta-0.3442
SPY Put 559.00
Exp: Apr 02, 2025
Last: 2.55
Chg.: 2.55%
SymbolSPY|20250402|559.00P
Delta-0.4048
Imp Vol0.294
Bid2.51
Gamma0.0449
Theoretical2.525
Ask2.54
Theta-1.6553
Intrinsic Value0.65
Volume30,408
Vega0.1138
Time Value1.9
Open Interest1,938
Rho-0.0056
Delta / Theta0.2445
|
3.98 |
3.98% |
3.96 |
3.99 |
68,436 |
560.00 |
2.9 |
2.9% |
2.9 |
2.93 |
64,731 |
SPY Call 560.00
Exp: Apr 02, 2025
Last: 3.98
Chg.: 3.98%
SymbolSPY|20250402|560.00C
Delta0.5499
Imp Vol0.2946
Bid3.96
Gamma0.0458
Theoretical3.98
Ask3.99
Theta-1.7374
Intrinsic Value-1.65
Volume68,436
Vega0.1162
Time Value5.63
Open Interest4,028
Rho0.0083
Delta / Theta-0.3165
SPY Put 560.00
Exp: Apr 02, 2025
Last: 2.9
Chg.: 2.9%
SymbolSPY|20250402|560.00P
Delta-0.4496
Imp Vol0.289
Bid2.9
Gamma0.0467
Theoretical2.9
Ask2.93
Theta-1.6598
Intrinsic Value1.65
Volume64,731
Vega0.1162
Time Value1.25
Open Interest2,555
Rho-0.0062
Delta / Theta0.2709
|
3.43 |
3.43% |
3.4 |
3.43 |
46,327 |
561.00 |
3.36 |
3.36% |
3.35 |
3.38 |
20,150 |
SPY Call 561.00
Exp: Apr 02, 2025
Last: 3.43
Chg.: 3.43%
SymbolSPY|20250402|561.00C
Delta0.5038
Imp Vol0.2921
Bid3.4
Gamma0.0465
Theoretical3.43
Ask3.43
Theta-1.7341
Intrinsic Value-2.65
Volume46,327
Vega0.1171
Time Value6.08
Open Interest1,609
Rho0.0076
Delta / Theta-0.2905
SPY Put 561.00
Exp: Apr 02, 2025
Last: 3.36
Chg.: 3.36%
SymbolSPY|20250402|561.00P
Delta-0.4966
Imp Vol0.2874
Bid3.35
Gamma0.0473
Theoretical3.36
Ask3.38
Theta-1.6619
Intrinsic Value2.65
Volume20,150
Vega0.1171
Time Value0.71
Open Interest703
Rho-0.0068
Delta / Theta0.2988
|