4.13 |
4.13% |
4.1 |
4.14 |
13,475 |
584.00 |
1.32 |
1.32% |
1.31 |
1.32 |
21,350 |
SPY Call 584.00
Exp: May 14, 2025
Last: 4.13
Chg.: 4.13%
SymbolSPY|20250514|584.00C
Delta0.6842
Imp Vol0.1982
Bid4.1
Gamma0.0584
Theoretical4.13
Ask4.14
Theta-1.1164
Intrinsic Value2.96
Volume13,475
Vega0.1092
Time Value1.17
Open Interest1,767
Rho0.0109
Delta / Theta-0.6129
SPY Put 584.00
Exp: May 14, 2025
Last: 1.32
Chg.: 1.32%
SymbolSPY|20250514|584.00P
Delta-0.3213
Imp Vol0.2044
Bid1.31
Gamma0.0571
Theoretical1.32
Ask1.32
Theta-1.1098
Intrinsic Value-2.96
Volume21,350
Vega0.11
Time Value4.28
Open Interest202
Rho-0.0047
Delta / Theta0.2895
|
3.42 |
3.42% |
3.42 |
3.45 |
21,646 |
585.00 |
1.62 |
1.62% |
1.62 |
1.63 |
18,561 |
SPY Call 585.00
Exp: May 14, 2025
Last: 3.42
Chg.: 3.42%
SymbolSPY|20250514|585.00C
Delta0.6265
Imp Vol0.1931
Bid3.42
Gamma0.0639
Theoretical3.42
Ask3.45
Theta-1.154
Intrinsic Value1.96
Volume21,646
Vega0.1163
Time Value1.46
Open Interest4,680
Rho0.01
Delta / Theta-0.5429
SPY Put 585.00
Exp: May 14, 2025
Last: 1.62
Chg.: 1.62%
SymbolSPY|20250514|585.00P
Delta-0.3779
Imp Vol0.1998
Bid1.62
Gamma0.062
Theoretical1.62
Ask1.63
Theta-1.1489
Intrinsic Value-1.96
Volume18,561
Vega0.1167
Time Value3.58
Open Interest476
Rho-0.0055
Delta / Theta0.3289
|
2.81 |
2.81% |
2.8 |
2.82 |
17,842 |
586.00 |
2.01 |
2.01% |
2 |
2.02 |
16,724 |
SPY Call 586.00
Exp: May 14, 2025
Last: 2.81
Chg.: 2.81%
SymbolSPY|20250514|586.00C
Delta0.5615
Imp Vol0.1914
Bid2.8
Gamma0.0671
Theoretical2.81
Ask2.82
Theta-1.1867
Intrinsic Value0.96
Volume17,842
Vega0.1211
Time Value1.85
Open Interest3,114
Rho0.009
Delta / Theta-0.4732
SPY Put 586.00
Exp: May 14, 2025
Last: 2.01
Chg.: 2.01%
SymbolSPY|20250514|586.00P
Delta-0.4409
Imp Vol0.1978
Bid2
Gamma0.065
Theoretical2.01
Ask2.02
Theta-1.1788
Intrinsic Value-0.96
Volume16,724
Vega0.1212
Time Value2.97
Open Interest71
Rho-0.0063
Delta / Theta0.374
|
|
586.96 |
Price @ May 13, 2025 15:11 GMT |
2.28 |
2.28% |
2.28 |
2.29 |
18,080 |
587.00 |
2.43 |
2.43% |
2.43 |
2.45 |
11,275 |
SPY Call 587.00
Exp: May 14, 2025
Last: 2.28
Chg.: 2.28%
SymbolSPY|20250514|587.00C
Delta0.4939
Imp Vol0.1909
Bid2.28
Gamma0.068
Theoretical2.28
Ask2.29
Theta-1.1941
Intrinsic Value-0.04
Volume18,080
Vega0.1225
Time Value2.32
Open Interest2,135
Rho0.0079
Delta / Theta-0.4136
SPY Put 587.00
Exp: May 14, 2025
Last: 2.43
Chg.: 2.43%
SymbolSPY|20250514|587.00P
Delta-0.5067
Imp Vol0.1931
Bid2.43
Gamma0.0673
Theoretical2.43
Ask2.45
Theta-1.1604
Intrinsic Value0.04
Volume11,275
Vega0.1225
Time Value2.39
Open Interest146
Rho-0.0072
Delta / Theta0.4367
|
1.74 |
1.74% |
1.78 |
1.79 |
18,209 |
588.00 |
3 |
3% |
2.97 |
2.99 |
4,484 |
SPY Call 588.00
Exp: May 14, 2025
Last: 1.74
Chg.: 1.74%
SymbolSPY|20250514|588.00C
Delta0.425
Imp Vol0.1877
Bid1.78
Gamma0.068
Theoretical1.785
Ask1.79
Theta-1.1506
Intrinsic Value-1.04
Volume18,209
Vega0.1204
Time Value2.78
Open Interest1,547
Rho0.0068
Delta / Theta-0.3694
SPY Put 588.00
Exp: May 14, 2025
Last: 3
Chg.: 3%
SymbolSPY|20250514|588.00P
Delta-0.5734
Imp Vol0.1936
Bid2.97
Gamma0.0661
Theoretical2.98
Ask2.99
Theta-1.1408
Intrinsic Value1.04
Volume4,484
Vega0.1204
Time Value1.96
Open Interest56
Rho-0.008
Delta / Theta0.5026
|
1.34 |
1.34% |
1.37 |
1.38 |
9,497 |
589.00 |
3.75 |
3.75% |
3.56 |
3.59 |
958 |
SPY Call 589.00
Exp: May 14, 2025
Last: 1.34
Chg.: 1.34%
SymbolSPY|20250514|589.00C
Delta0.3572
Imp Vol0.1857
Bid1.37
Gamma0.0654
Theoretical1.375
Ask1.38
Theta-1.0819
Intrinsic Value-2.04
Volume9,497
Vega0.1146
Time Value3.38
Open Interest1,336
Rho0.0057
Delta / Theta-0.3301
SPY Put 589.00
Exp: May 14, 2025
Last: 3.75
Chg.: 3.75%
SymbolSPY|20250514|589.00P
Delta-0.639
Imp Vol0.1923
Bid3.56
Gamma0.0635
Theoretical3.575
Ask3.59
Theta-1.0784
Intrinsic Value2.04
Volume958
Vega0.115
Time Value1.71
Open Interest55
Rho-0.0087
Delta / Theta0.5925
|