2.52 |
2.52% |
2.49 |
2.52 |
7,664 |
642.00 |
0.19 |
0.19% |
0.18 |
0.19 |
66,866 |
SPY Call 642.00
Exp: Aug 25, 2025
Last: 2.52
Chg.: 2.52%
SymbolSPY|20250825|642.00C
Delta0.8615
Imp Vol0.0652
Bid2.49
Gamma0.1011
Theoretical2.52
Ask2.52
Theta-0.2938
Intrinsic Value2.5
Volume7,664
Vega0.0739
Time Value0.02
Open Interest2,350
Rho0.0149
Delta / Theta-2.9326
SPY Put 642.00
Exp: Aug 25, 2025
Last: 0.19
Chg.: 0.19%
SymbolSPY|20250825|642.00P
Delta-0.1554
Imp Vol0.0698
Bid0.18
Gamma0.1022
Theoretical0.19
Ask0.19
Theta-0.2749
Intrinsic Value-2.5
Volume66,866
Vega0.0799
Time Value2.69
Open Interest6,672
Rho-0.0025
Delta / Theta0.5654
|
1.64 |
1.64% |
1.64 |
1.66 |
34,859 |
643.00 |
0.34 |
0.34% |
0.33 |
0.34 |
143,307 |
SPY Call 643.00
Exp: Aug 25, 2025
Last: 1.64
Chg.: 1.64%
SymbolSPY|20250825|643.00C
Delta0.7603
Imp Vol0.0579
Bid1.64
Gamma0.1603
Theoretical1.64
Ask1.66
Theta-0.3487
Intrinsic Value1.5
Volume34,859
Vega0.104
Time Value0.14
Open Interest4,525
Rho0.0132
Delta / Theta-2.1804
SPY Put 643.00
Exp: Aug 25, 2025
Last: 0.34
Chg.: 0.34%
SymbolSPY|20250825|643.00P
Delta-0.2621
Imp Vol0.064
Bid0.33
Gamma0.1524
Theoretical0.34
Ask0.34
Theta-0.3402
Intrinsic Value-1.5
Volume143,307
Vega0.109
Time Value1.84
Open Interest10,481
Rho-0.0041
Delta / Theta0.7703
|
0.91 |
0.91% |
0.91 |
0.92 |
178,269 |
644.00 |
0.61 |
0.61% |
0.61 |
0.62 |
151,532 |
SPY Call 644.00
Exp: Aug 25, 2025
Last: 0.91
Chg.: 0.91%
SymbolSPY|20250825|644.00C
Delta0.5819
Imp Vol0.0533
Bid0.91
Gamma0.2188
Theoretical0.91
Ask0.92
Theta-0.3869
Intrinsic Value0.5
Volume178,269
Vega0.1307
Time Value0.41
Open Interest4,460
Rho0.0101
Delta / Theta-1.5039
SPY Put 644.00
Exp: Aug 25, 2025
Last: 0.61
Chg.: 0.61%
SymbolSPY|20250825|644.00P
Delta-0.427
Imp Vol0.0582
Bid0.61
Gamma0.203
Theoretical0.61
Ask0.62
Theta-0.3661
Intrinsic Value-0.5
Volume151,532
Vega0.1312
Time Value1.11
Open Interest10,098
Rho-0.0064
Delta / Theta1.1665
|
|
644.5 |
Price @ Aug 25, 2025 15:11 GMT |
0.41 |
0.41% |
0.41 |
0.42 |
235,535 |
645.00 |
1.12 |
1.12% |
1.11 |
1.12 |
37,682 |
SPY Call 645.00
Exp: Aug 25, 2025
Last: 0.41
Chg.: 0.41%
SymbolSPY|20250825|645.00C
Delta0.3556
Imp Vol0.0509
Bid0.41
Gamma0.2185
Theoretical0.41
Ask0.42
Theta-0.3425
Intrinsic Value-0.5
Volume235,535
Vega0.1247
Time Value0.91
Open Interest8,894
Rho0.0062
Delta / Theta-1.0383
SPY Put 645.00
Exp: Aug 25, 2025
Last: 1.12
Chg.: 1.12%
SymbolSPY|20250825|645.00P
Delta-0.6348
Imp Vol0.0565
Bid1.11
Gamma0.2016
Theoretical1.12
Ask1.12
Theta-0.3312
Intrinsic Value0.5
Volume37,682
Vega0.1257
Time Value0.62
Open Interest11,783
Rho-0.0088
Delta / Theta1.9166
|
0.16 |
0.16% |
0.15 |
0.16 |
107,649 |
646.00 |
1.85 |
1.85% |
1.85 |
1.86 |
8,942 |
SPY Call 646.00
Exp: Aug 25, 2025
Last: 0.16
Chg.: 0.16%
SymbolSPY|20250825|646.00C
Delta0.1728
Imp Vol0.0516
Bid0.15
Gamma0.148
Theoretical0.16
Ask0.16
Theta-0.234
Intrinsic Value-1.5
Volume107,649
Vega0.0856
Time Value1.66
Open Interest10,341
Rho0.003
Delta / Theta-0.7387
SPY Put 646.00
Exp: Aug 25, 2025
Last: 1.85
Chg.: 1.85%
SymbolSPY|20250825|646.00P
Delta-0.8122
Imp Vol0.0566
Bid1.85
Gamma0.1541
Theoretical1.85
Ask1.86
Theta-0.2259
Intrinsic Value1.5
Volume8,942
Vega0.0896
Time Value0.35
Open Interest7,219
Rho-0.0095
Delta / Theta3.5961
|
0.07 |
0.07% |
0.06 |
0.07 |
56,989 |
647.00 |
2.68 |
2.68% |
2.71 |
2.77 |
3,384 |
SPY Call 647.00
Exp: Aug 25, 2025
Last: 0.07
Chg.: 0.07%
SymbolSPY|20250825|647.00C
Delta0.0818
Imp Vol0.0563
Bid0.06
Gamma0.0802
Theoretical0.07
Ask0.07
Theta-0.1491
Intrinsic Value-2.5
Volume56,989
Vega0.0506
Time Value2.57
Open Interest11,915
Rho0.0014
Delta / Theta-0.5484
SPY Put 647.00
Exp: Aug 25, 2025
Last: 2.68
Chg.: 2.68%
SymbolSPY|20250825|647.00P
Delta-0.9171
Imp Vol0.0594
Bid2.71
Gamma0.0852
Theoretical2.74
Ask2.77
Theta-0.1248
Intrinsic Value2.5
Volume3,384
Vega0.0504
Time Value0.18
Open Interest1,851
Rho-0.0082
Delta / Theta7.3468
|