2.55 |
2.55% |
2.51 |
2.53 |
120,032 |
523.00 |
1.7 |
1.7% |
1.69 |
1.7 |
46,523 |
SPY Call 523.00
Exp: Apr 22, 2025
Last: 2.55
Chg.: 2.55%
SymbolSPY|20250422|523.00C
Delta0.5679
Imp Vol0.1901
Bid2.51
Gamma0.076
Theoretical2.52
Ask2.53
Theta-1.056
Intrinsic Value2.15
Volume120,032
Vega0.107
Time Value0.4
Open Interest4,280
Rho0.008
Delta / Theta-0.5378
SPY Put 523.00
Exp: Apr 22, 2025
Last: 1.7
Chg.: 1.7%
SymbolSPY|20250422|523.00P
Delta-0.4337
Imp Vol0.1935
Bid1.69
Gamma0.0748
Theoretical1.7
Ask1.7
Theta-1.0346
Intrinsic Value-2.15
Volume46,523
Vega0.1071
Time Value3.85
Open Interest594
Rho-0.0055
Delta / Theta0.4192
|
1.95 |
1.95% |
1.94 |
1.95 |
106,323 |
524.00 |
2.1 |
2.1% |
2.1 |
2.12 |
22,667 |
SPY Call 524.00
Exp: Apr 22, 2025
Last: 1.95
Chg.: 1.95%
SymbolSPY|20250422|524.00C
Delta0.4908
Imp Vol0.186
Bid1.94
Gamma0.0788
Theoretical1.95
Ask1.95
Theta-1.0452
Intrinsic Value1.15
Volume106,323
Vega0.1085
Time Value0.8
Open Interest2,718
Rho0.0069
Delta / Theta-0.4696
SPY Put 524.00
Exp: Apr 22, 2025
Last: 2.1
Chg.: 2.1%
SymbolSPY|20250422|524.00P
Delta-0.5098
Imp Vol0.1866
Bid2.1
Gamma0.0786
Theoretical2.1
Ask2.12
Theta-1.0081
Intrinsic Value-1.15
Volume22,667
Vega0.1085
Time Value3.25
Open Interest1,777
Rho-0.0063
Delta / Theta0.5057
|
1.45 |
1.45% |
1.45 |
1.46 |
133,518 |
525.00 |
2.59 |
2.59% |
2.61 |
2.62 |
8,384 |
SPY Call 525.00
Exp: Apr 22, 2025
Last: 1.45
Chg.: 1.45%
SymbolSPY|20250422|525.00C
Delta0.4104
Imp Vol0.1811
Bid1.45
Gamma0.0789
Theoretical1.45
Ask1.46
Theta-0.9896
Intrinsic Value0.15
Volume133,518
Vega0.1058
Time Value1.3
Open Interest8,447
Rho0.0058
Delta / Theta-0.4147
SPY Put 525.00
Exp: Apr 22, 2025
Last: 2.59
Chg.: 2.59%
SymbolSPY|20250422|525.00P
Delta-0.5894
Imp Vol0.183
Bid2.61
Gamma0.0785
Theoretical2.615
Ask2.62
Theta-0.9608
Intrinsic Value-0.15
Volume8,384
Vega0.1058
Time Value2.74
Open Interest959
Rho-0.0072
Delta / Theta0.6135
|
|
525.15 |
Price @ Apr 22, 2025 15:11 GMT |
1.05 |
1.05% |
1.04 |
1.05 |
65,856 |
526.00 |
3.13 |
3.13% |
3.2 |
3.23 |
2,198 |
SPY Call 526.00
Exp: Apr 22, 2025
Last: 1.05
Chg.: 1.05%
SymbolSPY|20250422|526.00C
Delta0.3311
Imp Vol0.1778
Bid1.04
Gamma0.0749
Theoretical1.05
Ask1.05
Theta-0.9047
Intrinsic Value-0.85
Volume65,856
Vega0.0987
Time Value1.9
Open Interest3,511
Rho0.0047
Delta / Theta-0.366
SPY Put 526.00
Exp: Apr 22, 2025
Last: 3.13
Chg.: 3.13%
SymbolSPY|20250422|526.00P
Delta-0.6681
Imp Vol0.1799
Bid3.2
Gamma0.0743
Theoretical3.215
Ask3.23
Theta-0.8771
Intrinsic Value0.85
Volume2,198
Vega0.0988
Time Value2.28
Open Interest860
Rho-0.0079
Delta / Theta0.7617
|
0.74 |
0.74% |
0.73 |
0.74 |
53,557 |
527.00 |
3.83 |
3.83% |
3.88 |
3.93 |
857 |
SPY Call 527.00
Exp: Apr 22, 2025
Last: 0.74
Chg.: 0.74%
SymbolSPY|20250422|527.00C
Delta0.2578
Imp Vol0.1758
Bid0.73
Gamma0.0675
Theoretical0.74
Ask0.74
Theta-0.7949
Intrinsic Value-1.85
Volume53,557
Vega0.0879
Time Value2.59
Open Interest3,126
Rho0.0036
Delta / Theta-0.3244
SPY Put 527.00
Exp: Apr 22, 2025
Last: 3.83
Chg.: 3.83%
SymbolSPY|20250422|527.00P
Delta-0.7408
Imp Vol0.1779
Bid3.88
Gamma0.0673
Theoretical3.905
Ask3.93
Theta-0.7693
Intrinsic Value1.85
Volume857
Vega0.0881
Time Value1.98
Open Interest1,037
Rho-0.0085
Delta / Theta0.9629
|
0.51 |
0.51% |
0.51 |
0.52 |
41,049 |
528.00 |
4.5 |
4.5% |
4.64 |
4.72 |
721 |
SPY Call 528.00
Exp: Apr 22, 2025
Last: 0.51
Chg.: 0.51%
SymbolSPY|20250422|528.00C
Delta0.1943
Imp Vol0.1749
Bid0.51
Gamma0.0578
Theoretical0.51
Ask0.52
Theta-0.6726
Intrinsic Value-2.85
Volume41,049
Vega0.0749
Time Value3.36
Open Interest3,522
Rho0.0027
Delta / Theta-0.2889
SPY Put 528.00
Exp: Apr 22, 2025
Last: 4.5
Chg.: 4.5%
SymbolSPY|20250422|528.00P
Delta-0.8031
Imp Vol0.1779
Bid4.64
Gamma0.0576
Theoretical4.68
Ask4.72
Theta-0.6536
Intrinsic Value2.85
Volume721
Vega0.0754
Time Value1.65
Open Interest542
Rho-0.0088
Delta / Theta1.2288
|