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calls | Puts | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Charm | Vanna | Vega | Theo | Gamma | Theta | Delta | IV | Bid/Ask Vol | Avg | High | Low | Last | +/- | OI | Volume | Strike | Volume | OI | +/- | Last | Low | High | Avg | Bid/Ask Vol | IV | Delta | Theta | Theo | Gamma | Vega | Vanna | Charm | |
0.695 | -0.273 | 0.009 | 14.91 | 0.007 | -0.084 | 0.975 | 57% | 14.97 | 15.60 | 14.41 | 14.91 | -4 | 81 | 12 | 150 | 158 | 373 | -12 | 0.07 | 0.04 | 0.14 | 0.08 | 56% | -0.024 | -0.078 | 0.07 | 0.007 | 0.008 | -0.282 | 0.707 | |||
0.692 | -0.322 | 0.01 | - | 0.009 | -0.082 | 0.97 | 49% | - | - | - | - | 38 | - | 152.5 | 46 | 252 | - | 0.11 | 0.08 | 0.19 | 0.1 | 51% | -0.035 | -0.099 | 0.11 | 0.01 | 0.012 | -0.294 | 0.659 | ||||
0.679 | -0.389 | 0.012 | 9.62 | 0.013 | -0.079 | 0.965 | 41% | 10.32 | 10.63 | 9.62 | 9.62 | -3 | 291 | 9 | 155 | 73 | 723 | 123 | 0.16 | 0.16 | 0.39 | 0.21 | 46% | -0.055 | -0.128 | 0.16 | 0.016 | 0.017 | -0.301 | 0.589 | |||
0.616 | -0.438 | 0.016 | 8 | 0.021 | -0.092 | 0.948 | 34% | 8 | 8.00 | 8.00 | 8.00 | -9 | 85 | 3 | 157.5 | 77 | 511 | 28 | 0.34 | 0.31 | 0.60 | 0.43 | 44% | -0.101 | -0.193 | 0.34 | 0.027 | 0.027 | -0.262 | 0.456 | |||
0.387 | -0.305 | 0.033 | 5.2 | 0.041 | -0.19 | 0.865 | 35% | 5.53 | 6.30 | 5.06 | 5.20 | 123 | 349 | 42 | 160 | 157 | 1,796 | 36 | 0.60 | 0.60 | 1.13 | 0.83 | 42% | -0.18 | -0.277 | 0.6 | 0.041 | 0.039 | -0.193 | 0.285 | |||
0.133 | -0.162 | 0.05 | 3.29 | 0.063 | -0.291 | 0.729 | 35% | 3.79 | 4.20 | 3.20 | 3.29 | 22 | 1,256 | 209 | 162.5 | 508 | 595 | 42 | 1.17 | 1.10 | 1.90 | 1.49 | 41% | -0.298 | -0.354 | 1.17 | 0.056 | 0.052 | -0.105 | 0.082 | |||
-0.136 | -0.011 | 0.059 | 2.46 | 0.075 | -0.349 | 0.552 | 35% | 2.31 | 2.80 | 1.86 | 2.46 | 199 | 961 | 477 | 165 | 96 | 797 | 22 | 2.24 | 2.18 | 3.00 | 2.48 | 41% | -0.453 | -0.406 | 2.24 | 0.064 | 0.059 | 0.008 | -0.15 | |||
-0.402 | 0.138 | 0.057 | 1.33 | 0.07 | -0.339 | 0.37 | 36% | 1.32 | 1.80 | 0.99 | 1.33 | 499 | 801 | 337 | 167.5 | 4 | 107 | -4 | 4.00 | 3.99 | 4.25 | 4.09 | 41% | -0.614 | -0.387 | 4 | 0.063 | 0.057 | 0.122 | -0.384 | |||
-0.656 | 0.28 | 0.044 | 0.68 | 0.054 | -0.263 | 0.216 | 36% | 0.69 | 0.84 | 0.47 | 0.68 | -331 | 1,303 | 380 | 170 | 488 | 311 | 147 | 6.40 | 5.39 | 6.60 | 6.16 | 44% | -0.737 | -0.359 | 6.4 | 0.049 | 0.049 | 0.208 | -0.584 | |||
-0.874 | 0.396 | 0.029 | 0.3 | 0.035 | -0.177 | 0.114 | 37% | 0.36 | 0.42 | 0.20 | 0.30 | 452 | 917 | 208 | 172.5 | 12 | 349 | -3 | 7.71 | 7.71 | 8.10 | 8.02 | 46% | -0.829 | -0.294 | 7.71 | 0.037 | 0.038 | 0.277 | -0.759 |