4.28 |
4.28% |
4.16 |
4.19 |
787 |
622.00 |
0.86 |
0.86% |
0.85 |
0.86 |
13,197 |
SPY Call 622.00
Exp: Jul 16, 2025
Last: 4.28
Chg.: 4.28%
SymbolSPY|20250716|622.00C
Delta0.7309
Imp Vol0.1647
Bid4.16
Gamma0.0613
Theoretical4.175
Ask4.19
Theta-0.9292
Intrinsic Value2.54
Volume787
Vega0.108
Time Value1.74
Open Interest1,093
Rho0.0124
Delta / Theta-0.7865
SPY Put 622.00
Exp: Jul 16, 2025
Last: 0.86
Chg.: 0.86%
SymbolSPY|20250716|622.00P
Delta-0.2659
Imp Vol0.1617
Bid0.85
Gamma0.062
Theoretical0.86
Ask0.86
Theta-0.8549
Intrinsic Value-2.54
Volume13,197
Vega0.1074
Time Value3.4
Open Interest2,136
Rho-0.0042
Delta / Theta0.311
|
3.39 |
3.39% |
3.38 |
3.4 |
1,451 |
623.00 |
1.1 |
1.1% |
1.09 |
1.1 |
9,944 |
SPY Call 623.00
Exp: Jul 16, 2025
Last: 3.39
Chg.: 3.39%
SymbolSPY|20250716|623.00C
Delta0.6734
Imp Vol0.1572
Bid3.38
Gamma0.0701
Theoretical3.39
Ask3.4
Theta-0.9641
Intrinsic Value1.54
Volume1,451
Vega0.118
Time Value1.85
Open Interest1,635
Rho0.0114
Delta / Theta-0.6984
SPY Put 623.00
Exp: Jul 16, 2025
Last: 1.1
Chg.: 1.1%
SymbolSPY|20250716|623.00P
Delta-0.3266
Imp Vol0.1566
Bid1.09
Gamma0.0705
Theoretical1.1
Ask1.1
Theta-0.9076
Intrinsic Value-1.54
Volume9,944
Vega0.118
Time Value2.64
Open Interest3,179
Rho-0.005
Delta / Theta0.3598
|
2.7 |
2.7% |
2.7 |
2.72 |
4,717 |
624.00 |
1.41 |
1.41% |
1.41 |
1.42 |
10,689 |
SPY Call 624.00
Exp: Jul 16, 2025
Last: 2.7
Chg.: 2.7%
SymbolSPY|20250716|624.00C
Delta0.6031
Imp Vol0.1527
Bid2.7
Gamma0.0771
Theoretical2.7
Ask2.72
Theta-0.9964
Intrinsic Value0.54
Volume4,717
Vega0.1262
Time Value2.16
Open Interest2,598
Rho0.0103
Delta / Theta-0.6052
SPY Put 624.00
Exp: Jul 16, 2025
Last: 1.41
Chg.: 1.41%
SymbolSPY|20250716|624.00P
Delta-0.3972
Imp Vol0.1522
Bid1.41
Gamma0.0777
Theoretical1.41
Ask1.42
Theta-0.9404
Intrinsic Value-0.54
Volume10,689
Vega0.1262
Time Value1.95
Open Interest2,963
Rho-0.0061
Delta / Theta0.4224
|
|
624.54 |
Price @ Jul 15, 2025 15:11 GMT |
2.1 |
2.1% |
2.1 |
2.11 |
13,669 |
625.00 |
1.8 |
1.8% |
1.79 |
1.8 |
24,623 |
SPY Call 625.00
Exp: Jul 16, 2025
Last: 2.1
Chg.: 2.1%
SymbolSPY|20250716|625.00C
Delta0.5248
Imp Vol0.1497
Bid2.1
Gamma0.0813
Theoretical2.1
Ask2.11
Theta-1.0041
Intrinsic Value-0.46
Volume13,669
Vega0.1303
Time Value2.56
Open Interest2,629
Rho0.0089
Delta / Theta-0.5226
SPY Put 625.00
Exp: Jul 16, 2025
Last: 1.8
Chg.: 1.8%
SymbolSPY|20250716|625.00P
Delta-0.4759
Imp Vol0.1483
Bid1.79
Gamma0.0822
Theoretical1.8
Ask1.8
Theta-0.9433
Intrinsic Value0.46
Volume24,623
Vega0.1303
Time Value1.34
Open Interest1,763
Rho-0.0072
Delta / Theta0.5045
|
1.58 |
1.58% |
1.57 |
1.59 |
37,199 |
626.00 |
2.2 |
2.2% |
2.26 |
2.27 |
14,453 |
SPY Call 626.00
Exp: Jul 16, 2025
Last: 1.58
Chg.: 1.58%
SymbolSPY|20250716|626.00C
Delta0.4423
Imp Vol0.1467
Bid1.57
Gamma0.0822
Theoretical1.58
Ask1.59
Theta-0.9718
Intrinsic Value-1.46
Volume37,199
Vega0.1292
Time Value3.04
Open Interest2,913
Rho0.0075
Delta / Theta-0.4552
SPY Put 626.00
Exp: Jul 16, 2025
Last: 2.2
Chg.: 2.2%
SymbolSPY|20250716|626.00P
Delta-0.5599
Imp Vol0.1441
Bid2.26
Gamma0.0839
Theoretical2.265
Ask2.27
Theta-0.903
Intrinsic Value1.46
Volume14,453
Vega0.129
Time Value0.74
Open Interest988
Rho-0.0082
Delta / Theta0.62
|
1.15 |
1.15% |
1.14 |
1.15 |
34,946 |
627.00 |
2.8 |
2.8% |
2.81 |
2.84 |
13,118 |
SPY Call 627.00
Exp: Jul 16, 2025
Last: 1.15
Chg.: 1.15%
SymbolSPY|20250716|627.00C
Delta0.3597
Imp Vol0.1442
Bid1.14
Gamma0.0793
Theoretical1.15
Ask1.15
Theta-0.9019
Intrinsic Value-2.46
Volume34,946
Vega0.1224
Time Value3.61
Open Interest2,145
Rho0.0061
Delta / Theta-0.3988
SPY Put 627.00
Exp: Jul 16, 2025
Last: 2.8
Chg.: 2.8%
SymbolSPY|20250716|627.00P
Delta-0.6453
Imp Vol0.1405
Bid2.81
Gamma0.0821
Theoretical2.825
Ask2.84
Theta-0.8252
Intrinsic Value2.46
Volume13,118
Vega0.1218
Time Value0.34
Open Interest497
Rho-0.0093
Delta / Theta0.782
|