4.41 |
4.41% |
4.47 |
4.5 |
321 |
601.00 |
2.19 |
2.19% |
2.18 |
2.19 |
1,842 |
SPY Call 601.00
Exp: Jan 30, 2025
Last: 4.41
Chg.: 4.41%
SymbolSPY|20250130|601.00C
Delta0.614
Imp Vol0.2558
Bid4.47
Gamma0.0474
Theoretical4.485
Ask4.5
Theta-1.5764
Intrinsic Value2.92
Volume321
Vega0.1208
Time Value1.49
Open Interest762
Rho0.01
Delta / Theta-0.3895
SPY Put 601.00
Exp: Jan 30, 2025
Last: 2.19
Chg.: 2.19%
SymbolSPY|20250130|601.00P
Delta-0.3858
Imp Vol0.2546
Bid2.18
Gamma0.0476
Theoretical2.19
Ask2.19
Theta-1.5188
Intrinsic Value-2.92
Volume1,842
Vega0.1208
Time Value5.11
Open Interest4,604
Rho-0.0057
Delta / Theta0.254
|
3.91 |
3.91% |
3.85 |
3.87 |
1,564 |
602.00 |
2.55 |
2.55% |
2.55 |
2.56 |
3,283 |
SPY Call 602.00
Exp: Jan 30, 2025
Last: 3.91
Chg.: 3.91%
SymbolSPY|20250130|602.00C
Delta0.5665
Imp Vol0.2526
Bid3.85
Gamma0.0493
Theoretical3.86
Ask3.87
Theta-1.5977
Intrinsic Value1.92
Volume1,564
Vega0.1242
Time Value1.99
Open Interest2,996
Rho0.0093
Delta / Theta-0.3546
SPY Put 602.00
Exp: Jan 30, 2025
Last: 2.55
Chg.: 2.55%
SymbolSPY|20250130|602.00P
Delta-0.4333
Imp Vol0.2501
Bid2.55
Gamma0.0498
Theoretical2.55
Ask2.56
Theta-1.5327
Intrinsic Value-1.92
Volume3,283
Vega0.1242
Time Value4.47
Open Interest2,601
Rho-0.0064
Delta / Theta0.2827
|
3.3 |
3.3% |
3.28 |
3.3 |
3,125 |
603.00 |
2.99 |
2.99% |
2.97 |
2.99 |
4,452 |
SPY Call 603.00
Exp: Jan 30, 2025
Last: 3.3
Chg.: 3.3%
SymbolSPY|20250130|603.00C
Delta0.5168
Imp Vol0.2507
Bid3.28
Gamma0.0504
Theoretical3.3
Ask3.3
Theta-1.6041
Intrinsic Value0.92
Volume3,125
Vega0.1258
Time Value2.38
Open Interest925
Rho0.0085
Delta / Theta-0.3222
SPY Put 603.00
Exp: Jan 30, 2025
Last: 2.99
Chg.: 2.99%
SymbolSPY|20250130|603.00P
Delta-0.4835
Imp Vol0.2483
Bid2.97
Gamma0.0509
Theoretical2.99
Ask2.99
Theta-1.5395
Intrinsic Value-0.92
Volume4,452
Vega0.1258
Time Value3.91
Open Interest2,726
Rho-0.0071
Delta / Theta0.3141
|
|
603.92 |
Price @ Jan 29, 2025 15:17 GMT |
2.78 |
2.78% |
2.77 |
2.78 |
5,784 |
604.00 |
3.44 |
3.44% |
3.46 |
3.48 |
2,010 |
SPY Call 604.00
Exp: Jan 30, 2025
Last: 2.78
Chg.: 2.78%
SymbolSPY|20250130|604.00C
Delta0.4661
Imp Vol0.248
Bid2.77
Gamma0.0508
Theoretical2.78
Ask2.78
Theta-1.5804
Intrinsic Value-0.08
Volume5,784
Vega0.1255
Time Value2.86
Open Interest1,565
Rho0.0076
Delta / Theta-0.2949
SPY Put 604.00
Exp: Jan 30, 2025
Last: 3.44
Chg.: 3.44%
SymbolSPY|20250130|604.00P
Delta-0.5349
Imp Vol0.2455
Bid3.46
Gamma0.0513
Theoretical3.47
Ask3.48
Theta-1.5156
Intrinsic Value0.08
Volume2,010
Vega0.1255
Time Value3.36
Open Interest2,385
Rho-0.0078
Delta / Theta0.3529
|
2.3 |
2.3% |
2.29 |
2.31 |
2,926 |
605.00 |
3.97 |
3.97% |
3.99 |
4.01 |
908 |
SPY Call 605.00
Exp: Jan 30, 2025
Last: 2.3
Chg.: 2.3%
SymbolSPY|20250130|605.00C
Delta0.4145
Imp Vol0.2444
Bid2.29
Gamma0.0505
Theoretical2.3
Ask2.31
Theta-1.5253
Intrinsic Value-1.08
Volume2,926
Vega0.1231
Time Value3.38
Open Interest4,064
Rho0.0068
Delta / Theta-0.2718
SPY Put 605.00
Exp: Jan 30, 2025
Last: 3.97
Chg.: 3.97%
SymbolSPY|20250130|605.00P
Delta-0.5867
Imp Vol0.2427
Bid3.99
Gamma0.0509
Theoretical4
Ask4.01
Theta-1.465
Intrinsic Value1.08
Volume908
Vega0.123
Time Value2.89
Open Interest3,004
Rho-0.0084
Delta / Theta0.4005
|
1.87 |
1.87% |
1.87 |
1.88 |
1,662 |
606.00 |
4.55 |
4.55% |
4.56 |
4.59 |
117 |
SPY Call 606.00
Exp: Jan 30, 2025
Last: 1.87
Chg.: 1.87%
SymbolSPY|20250130|606.00C
Delta0.3629
Imp Vol0.2406
Bid1.87
Gamma0.0494
Theoretical1.87
Ask1.88
Theta-1.4437
Intrinsic Value-2.08
Volume1,662
Vega0.1184
Time Value3.95
Open Interest3,725
Rho0.0059
Delta / Theta-0.2514
SPY Put 606.00
Exp: Jan 30, 2025
Last: 4.55
Chg.: 4.55%
SymbolSPY|20250130|606.00P
Delta-0.6386
Imp Vol0.2392
Bid4.56
Gamma0.0497
Theoretical4.575
Ask4.59
Theta-1.3853
Intrinsic Value2.08
Volume117
Vega0.1182
Time Value2.47
Open Interest1,509
Rho-0.009
Delta / Theta0.461
|