2.33 |
2.33% |
2.31 |
2.33 |
3,584 |
626.00 |
0.74 |
0.74% |
0.74 |
0.75 |
47,772 |
SPY Call 626.00
Exp: Aug 05, 2025
Last: 2.33
Chg.: 2.33%
SymbolSPY|20250805|626.00C
Delta0.7203
Imp Vol0.0947
Bid2.31
Gamma0.1089
Theoretical2.33
Ask2.33
Theta-0.567
Intrinsic Value2.51
Volume3,584
Vega0.1097
Time Value-0.18
Open Interest2,080
Rho0.0121
Delta / Theta-1.2705
SPY Put 626.00
Exp: Aug 05, 2025
Last: 0.74
Chg.: 0.74%
SymbolSPY|20250805|626.00P
Delta-0.3121
Imp Vol0.1126
Bid0.74
Gamma0.0964
Theoretical0.74
Ask0.75
Theta-0.6439
Intrinsic Value-2.51
Volume47,772
Vega0.1154
Time Value3.25
Open Interest6,229
Rho-0.0048
Delta / Theta0.4847
|
1.66 |
1.66% |
1.65 |
1.66 |
6,108 |
627.00 |
1.06 |
1.06% |
1.06 |
1.07 |
76,248 |
SPY Call 627.00
Exp: Aug 05, 2025
Last: 1.66
Chg.: 1.66%
SymbolSPY|20250805|627.00C
Delta0.6032
Imp Vol0.094
Bid1.65
Gamma0.1258
Theoretical1.66
Ask1.66
Theta-0.6329
Intrinsic Value1.51
Volume6,108
Vega0.1257
Time Value0.15
Open Interest1,675
Rho0.0102
Delta / Theta-0.953
SPY Put 627.00
Exp: Aug 05, 2025
Last: 1.06
Chg.: 1.06%
SymbolSPY|20250805|627.00P
Delta-0.4116
Imp Vol0.1091
Bid1.06
Gamma0.1095
Theoretical1.06
Ask1.07
Theta-0.6825
Intrinsic Value-1.51
Volume76,248
Vega0.1269
Time Value2.57
Open Interest13,292
Rho-0.0062
Delta / Theta0.6031
|
1.1 |
1.1% |
1.1 |
1.11 |
17,558 |
628.00 |
1.49 |
1.49% |
1.49 |
1.5 |
118,722 |
SPY Call 628.00
Exp: Aug 05, 2025
Last: 1.1
Chg.: 1.1%
SymbolSPY|20250805|628.00C
Delta0.4736
Imp Vol0.0922
Bid1.1
Gamma0.1323
Theoretical1.1
Ask1.11
Theta-0.6336
Intrinsic Value0.51
Volume17,558
Vega0.1298
Time Value0.59
Open Interest3,686
Rho0.008
Delta / Theta-0.7475
SPY Put 628.00
Exp: Aug 05, 2025
Last: 1.49
Chg.: 1.49%
SymbolSPY|20250805|628.00P
Delta-0.5241
Imp Vol0.1061
Bid1.49
Gamma0.1154
Theoretical1.49
Ask1.5
Theta-0.6739
Intrinsic Value-0.51
Volume118,722
Vega0.1298
Time Value2
Open Interest10,475
Rho-0.0077
Delta / Theta0.7776
|
|
628.51 |
Price @ Aug 05, 2025 15:11 GMT |
0.67 |
0.67% |
0.66 |
0.67 |
44,384 |
629.00 |
2.04 |
2.04% |
2.04 |
2.07 |
181,314 |
SPY Call 629.00
Exp: Aug 05, 2025
Last: 0.67
Chg.: 0.67%
SymbolSPY|20250805|629.00C
Delta0.3421
Imp Vol0.0903
Bid0.66
Gamma0.1247
Theoretical0.67
Ask0.67
Theta-0.5676
Intrinsic Value-0.49
Volume44,384
Vega0.1198
Time Value1.16
Open Interest9,325
Rho0.0058
Delta / Theta-0.6027
SPY Put 629.00
Exp: Aug 05, 2025
Last: 2.04
Chg.: 2.04%
SymbolSPY|20250805|629.00P
Delta-0.6406
Imp Vol0.1034
Bid2.04
Gamma0.1117
Theoretical2.04
Ask2.07
Theta-0.6099
Intrinsic Value0.49
Volume181,314
Vega0.1219
Time Value1.55
Open Interest12,465
Rho-0.0089
Delta / Theta1.0504
|
0.37 |
0.37% |
0.36 |
0.37 |
86,807 |
630.00 |
2.78 |
2.78% |
2.74 |
2.78 |
183,335 |
SPY Call 630.00
Exp: Aug 05, 2025
Last: 0.37
Chg.: 0.37%
SymbolSPY|20250805|630.00C
Delta0.2232
Imp Vol0.0884
Bid0.36
Gamma0.1035
Theoretical0.37
Ask0.37
Theta-0.4491
Intrinsic Value-1.49
Volume86,807
Vega0.0974
Time Value1.86
Open Interest12,343
Rho0.0038
Delta / Theta-0.497
SPY Put 630.00
Exp: Aug 05, 2025
Last: 2.78
Chg.: 2.78%
SymbolSPY|20250805|630.00P
Delta-0.7365
Imp Vol0.1076
Bid2.74
Gamma0.0944
Theoretical2.78
Ask2.78
Theta-0.5485
Intrinsic Value1.49
Volume183,335
Vega0.1064
Time Value1.29
Open Interest7,533
Rho-0.0098
Delta / Theta1.3428
|
0.19 |
0.19% |
0.18 |
0.19 |
119,466 |
631.00 |
3.59 |
3.59% |
3.59 |
3.62 |
137,433 |
SPY Call 631.00
Exp: Aug 05, 2025
Last: 0.19
Chg.: 0.19%
SymbolSPY|20250805|631.00C
Delta0.1323
Imp Vol0.0877
Bid0.18
Gamma0.0748
Theoretical0.19
Ask0.19
Theta-0.3181
Intrinsic Value-2.49
Volume119,466
Vega0.0698
Time Value2.68
Open Interest6,913
Rho0.0022
Delta / Theta-0.416
SPY Put 631.00
Exp: Aug 05, 2025
Last: 3.59
Chg.: 3.59%
SymbolSPY|20250805|631.00P
Delta-0.8143
Imp Vol0.1108
Bid3.59
Gamma0.0748
Theoretical3.59
Ask3.62
Theta-0.4564
Intrinsic Value2.49
Volume137,433
Vega0.0871
Time Value1.1
Open Interest5,396
Rho-0.0101
Delta / Theta1.784
|