| 2.67 |
2.67% |
2.61 |
2.63 |
7,333 |
680.00 |
0.73 |
0.73% |
0.73 |
0.74 |
34,985 |
SPY Call 680.00
Exp: Dec 02, 2025
Last: 2.67
Chg.: 2.67%
SymbolSPY|20251202|680.00C
Delta0.7059
Imp Vol0.1022
Bid2.61
Gamma0.0952
Theoretical2.62
Ask2.63
Theta-0.6701
Intrinsic Value2.97
Volume7,333
Vega0.1221
Time Value-0.3
Open Interest12,318
Rho0.0129
Delta / Theta-1.0534
SPY Put 680.00
Exp: Dec 02, 2025
Last: 0.73
Chg.: 0.73%
SymbolSPY|20251202|680.00P
Delta-0.3026
Imp Vol0.1067
Bid0.73
Gamma0.0924
Theoretical0.73
Ask0.74
Theta-0.6549
Intrinsic Value-2.97
Volume34,985
Vega0.1237
Time Value3.7
Open Interest11,161
Rho-0.005
Delta / Theta0.4621
|
| 1.95 |
1.95% |
1.94 |
1.96 |
16,785 |
681.00 |
1.03 |
1.03% |
1.03 |
1.04 |
42,262 |
SPY Call 681.00
Exp: Dec 02, 2025
Last: 1.95
Chg.: 1.95%
SymbolSPY|20251202|681.00C
Delta0.6055
Imp Vol0.101
Bid1.94
Gamma0.1076
Theoretical1.95
Ask1.96
Theta-0.7309
Intrinsic Value1.97
Volume16,785
Vega0.1364
Time Value-0.02
Open Interest12,100
Rho0.0111
Delta / Theta-0.8285
SPY Put 681.00
Exp: Dec 02, 2025
Last: 1.03
Chg.: 1.03%
SymbolSPY|20251202|681.00P
Delta-0.3972
Imp Vol0.1028
Bid1.03
Gamma0.106
Theoretical1.03
Ask1.04
Theta-0.6939
Intrinsic Value-1.97
Volume42,262
Vega0.1366
Time Value3
Open Interest8,263
Rho-0.0065
Delta / Theta0.5724
|
| 1.35 |
1.35% |
1.34 |
1.35 |
58,282 |
682.00 |
1.44 |
1.44% |
1.44 |
1.45 |
47,132 |
SPY Call 682.00
Exp: Dec 02, 2025
Last: 1.35
Chg.: 1.35%
SymbolSPY|20251202|682.00C
Delta0.4949
Imp Vol0.0973
Bid1.34
Gamma0.1157
Theoretical1.35
Ask1.35
Theta-0.7243
Intrinsic Value0.97
Volume58,282
Vega0.1413
Time Value0.38
Open Interest11,355
Rho0.0091
Delta / Theta-0.6833
SPY Put 682.00
Exp: Dec 02, 2025
Last: 1.44
Chg.: 1.44%
SymbolSPY|20251202|682.00P
Delta-0.5062
Imp Vol0.0998
Bid1.44
Gamma0.1131
Theoretical1.44
Ask1.45
Theta-0.6918
Intrinsic Value-0.97
Volume47,132
Vega0.1413
Time Value2.41
Open Interest5,235
Rho-0.0081
Delta / Theta0.7316
|
|
682.97 |
Price @ Dec 02, 2025 15:12 GMT |
| 0.87 |
0.87% |
0.87 |
0.88 |
94,235 |
683.00 |
1.97 |
1.97% |
1.97 |
1.98 |
16,889 |
SPY Call 683.00
Exp: Dec 02, 2025
Last: 0.87
Chg.: 0.87%
SymbolSPY|20251202|683.00C
Delta0.3771
Imp Vol0.0941
Bid0.87
Gamma0.114
Theoretical0.87
Ask0.88
Theta-0.6623
Intrinsic Value-0.03
Volume94,235
Vega0.1346
Time Value0.9
Open Interest10,336
Rho0.0069
Delta / Theta-0.5694
SPY Put 683.00
Exp: Dec 02, 2025
Last: 1.97
Chg.: 1.97%
SymbolSPY|20251202|683.00P
Delta-0.6208
Imp Vol0.0972
Bid1.97
Gamma0.1116
Theoretical1.97
Ask1.98
Theta-0.6371
Intrinsic Value0.03
Volume16,889
Vega0.1347
Time Value1.94
Open Interest2,618
Rho-0.0095
Delta / Theta0.9744
|
| 0.53 |
0.53% |
0.52 |
0.53 |
64,904 |
684.00 |
2.62 |
2.62% |
2.62 |
2.64 |
3,854 |
SPY Call 684.00
Exp: Dec 02, 2025
Last: 0.53
Chg.: 0.53%
SymbolSPY|20251202|684.00C
Delta0.2664
Imp Vol0.0924
Bid0.52
Gamma0.1003
Theoretical0.53
Ask0.53
Theta-0.5597
Intrinsic Value-1.03
Volume64,904
Vega0.1164
Time Value1.56
Open Interest9,075
Rho0.0049
Delta / Theta-0.4761
SPY Put 684.00
Exp: Dec 02, 2025
Last: 2.62
Chg.: 2.62%
SymbolSPY|20251202|684.00P
Delta-0.7303
Imp Vol0.095
Bid2.62
Gamma0.099
Theoretical2.62
Ask2.64
Theta-0.533
Intrinsic Value1.03
Volume3,854
Vega0.1169
Time Value1.59
Open Interest1,173
Rho-0.0106
Delta / Theta1.3703
|
| 0.29 |
0.29% |
0.29 |
0.3 |
78,847 |
685.00 |
3.42 |
3.42% |
3.4 |
3.45 |
2,672 |
SPY Call 685.00
Exp: Dec 02, 2025
Last: 0.29
Chg.: 0.29%
SymbolSPY|20251202|685.00C
Delta0.1704
Imp Vol0.09
Bid0.29
Gamma0.0795
Theoretical0.29
Ask0.3
Theta-0.4191
Intrinsic Value-2.03
Volume78,847
Vega0.0898
Time Value2.32
Open Interest13,775
Rho0.0031
Delta / Theta-0.4066
SPY Put 685.00
Exp: Dec 02, 2025
Last: 3.42
Chg.: 3.42%
SymbolSPY|20251202|685.00P
Delta-0.8139
Imp Vol0.0973
Bid3.4
Gamma0.0785
Theoretical3.42
Ask3.45
Theta-0.436
Intrinsic Value2.03
Volume2,672
Vega0.0947
Time Value1.39
Open Interest1,996
Rho-0.011
Delta / Theta1.8669
|