4.08 |
4.08% |
4.05 |
4.09 |
929 |
667.00 |
0.1 |
0.1% |
0.09 |
0.1 |
15,282 |
SPY Call 667.00
Exp: Oct 07, 2025
Last: 4.08
Chg.: 4.08%
SymbolSPY|20251007|667.00C
Delta0
Imp Vol0
Bid4.05
Gamma0
Theoretical0
Ask4.09
Theta0
Intrinsic Value2.66
Volume929
Vega0
Time Value1.42
Open Interest1,476
Rho0
Delta / Theta0
SPY Put 667.00
Exp: Oct 07, 2025
Last: 0.1
Chg.: 0.1%
SymbolSPY|20251007|667.00P
Delta-0.0771
Imp Vol0.0825
Bid0.09
Gamma0.0503
Theoretical0.1
Ask0.1
Theta-0.207
Intrinsic Value-2.66
Volume15,282
Vega0.0504
Time Value2.76
Open Interest8,942
Rho-0.0013
Delta / Theta0.3726
|
3.14 |
3.14% |
3.11 |
3.15 |
1,992 |
668.00 |
0.17 |
0.17% |
0.16 |
0.17 |
33,312 |
SPY Call 668.00
Exp: Oct 07, 2025
Last: 3.14
Chg.: 3.14%
SymbolSPY|20251007|668.00C
Delta0.9373
Imp Vol0.0579
Bid3.11
Gamma0.061
Theoretical3.14
Ask3.15
Theta-0.1786
Intrinsic Value1.66
Volume1,992
Vega0.043
Time Value1.48
Open Interest3,092
Rho0.0169
Delta / Theta-5.2489
SPY Put 668.00
Exp: Oct 07, 2025
Last: 0.17
Chg.: 0.17%
SymbolSPY|20251007|668.00P
Delta-0.1263
Imp Vol0.0775
Bid0.16
Gamma0.0768
Theoretical0.17
Ask0.17
Theta-0.2777
Intrinsic Value-1.66
Volume33,312
Vega0.0723
Time Value1.83
Open Interest9,362
Rho-0.0021
Delta / Theta0.4547
|
2.25 |
2.25% |
2.23 |
2.25 |
3,466 |
669.00 |
0.28 |
0.28% |
0.28 |
0.29 |
50,684 |
SPY Call 669.00
Exp: Oct 07, 2025
Last: 2.25
Chg.: 2.25%
SymbolSPY|20251007|669.00C
Delta0.846
Imp Vol0.0588
Bid2.23
Gamma0.1156
Theoretical2.25
Ask2.25
Theta-0.2942
Intrinsic Value0.66
Volume3,466
Vega0.0827
Time Value1.59
Open Interest2,777
Rho0.0153
Delta / Theta-2.8759
SPY Put 669.00
Exp: Oct 07, 2025
Last: 0.28
Chg.: 0.28%
SymbolSPY|20251007|669.00P
Delta-0.201
Imp Vol0.0714
Bid0.28
Gamma0.1129
Theoretical0.28
Ask0.29
Theta-0.3444
Intrinsic Value-0.66
Volume50,684
Vega0.0979
Time Value0.94
Open Interest11,479
Rho-0.0033
Delta / Theta0.5836
|
|
669.66 |
Price @ Oct 07, 2025 15:11 GMT |
1.46 |
1.46% |
1.45 |
1.47 |
10,790 |
670.00 |
0.49 |
0.49% |
0.49 |
0.5 |
165,693 |
SPY Call 670.00
Exp: Oct 07, 2025
Last: 1.46
Chg.: 1.46%
SymbolSPY|20251007|670.00C
Delta0.7055
Imp Vol0.0578
Bid1.45
Gamma0.171
Theoretical1.46
Ask1.47
Theta-0.392
Intrinsic Value-0.34
Volume10,790
Vega0.1202
Time Value1.8
Open Interest15,642
Rho0.0127
Delta / Theta-1.7996
SPY Put 670.00
Exp: Oct 07, 2025
Last: 0.49
Chg.: 0.49%
SymbolSPY|20251007|670.00P
Delta-0.3217
Imp Vol0.0671
Bid0.49
Gamma0.1536
Theoretical0.49
Ask0.5
Theta-0.409
Intrinsic Value0.34
Volume165,693
Vega0.1249
Time Value0.15
Open Interest12,307
Rho-0.0052
Delta / Theta0.7867
|
0.82 |
0.82% |
0.81 |
0.82 |
50,048 |
671.00 |
0.86 |
0.86% |
0.85 |
0.86 |
245,024 |
SPY Call 671.00
Exp: Oct 07, 2025
Last: 0.82
Chg.: 0.82%
SymbolSPY|20251007|671.00C
Delta0.518
Imp Vol0.0558
Bid0.81
Gamma0.2047
Theoretical0.82
Ask0.82
Theta-0.4226
Intrinsic Value-1.34
Volume50,048
Vega0.1389
Time Value2.16
Open Interest15,479
Rho0.0094
Delta / Theta-1.2258
SPY Put 671.00
Exp: Oct 07, 2025
Last: 0.86
Chg.: 0.86%
SymbolSPY|20251007|671.00P
Delta-0.4865
Imp Vol0.0646
Bid0.85
Gamma0.1781
Theoretical0.86
Ask0.86
Theta-0.432
Intrinsic Value1.34
Volume245,024
Vega0.1389
Time Value-0.48
Open Interest8,469
Rho-0.0075
Delta / Theta1.1259
|
0.39 |
0.39% |
0.38 |
0.39 |
150,917 |
672.00 |
1.41 |
1.41% |
1.4 |
1.42 |
251,823 |
SPY Call 672.00
Exp: Oct 07, 2025
Last: 0.39
Chg.: 0.39%
SymbolSPY|20251007|672.00C
Delta0.3164
Imp Vol0.0547
Bid0.38
Gamma0.1866
Theoretical0.39
Ask0.39
Theta-0.3622
Intrinsic Value-2.34
Volume150,917
Vega0.1241
Time Value2.73
Open Interest14,137
Rho0.0057
Delta / Theta-0.8737
SPY Put 672.00
Exp: Oct 07, 2025
Last: 1.41
Chg.: 1.41%
SymbolSPY|20251007|672.00P
Delta-0.6655
Imp Vol0.0626
Bid1.4
Gamma0.1696
Theoretical1.41
Ask1.42
Theta-0.3726
Intrinsic Value2.34
Volume251,823
Vega0.1268
Time Value-0.93
Open Interest9,154
Rho-0.0096
Delta / Theta1.7861
|