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calls | Puts | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Charm | Vanna | Vega | Theo | Gamma | Theta | Delta | IV | Bid/Ask Vol | Avg | High | Low | Last | OI | OI | Volume | Strike | Volume | OI | OI | Last | Low | High | Avg | Bid/Ask Vol | IV | Delta | Theta | Gamma | Theo | Vega | Vanna | Charm | |
0.044 | -0.055 | 0 | - | 0 | -0 | 1 | 103% | - | - | - | - | 1 | - | 0.5 | - | - | - | - | - | - | 120% | -0 | -0 | - | 0 | 0 | -0.055 | 0.052 | |||||
0.059 | -0.081 | 0 | - | 0.012 | -0 | 0.998 | 103% | - | - | - | - | 18 | - | 1 | - | 1 | - | - | - | - | 120% | -0.013 | -0 | - | 0.071 | 0 | -0.031 | 0.021 | |||||
-0.032 | 0.018 | 0.001 | 0.85 | 0.46 | -0.002 | 0.88 | 103% | 0.45 | 0.85 | 0.30 | 0.85 | - | 291 | 265 | 1.5 | - | 1 | - | - | - | - | 196% | -0.225 | -0.007 | - | 0.364 | 0.001 | 0.078 | -0.134 | ||||
-0.152 | 0.153 | 0.002 | 0.1 | 0.913 | -0.005 | 0.465 | 103% | 0.1 | 0.10 | 0.10 | 0.10 | - | 387 | 957 | 2 | - | 37 | - | - | - | - | 201% | -0.452 | -0.009 | - | 0.465 | 0.002 | 0.117 | -0.204 | ||||
-0.255 | 0.234 | 0.001 | - | 0.534 | -0.004 | 0.194 | 121% | - | - | - | - | 275 | - | 2.5 | - | 89 | - | - | - | - | 205% | -0.642 | -0.009 | - | 0.43 | 0.002 | 0.15 | -0.265 | |||||
-0.441 | 0.42 | 0 | - | 0.002 | -0 | 0 | 121% | - | - | - | - | 344 | - | 5 | - | - | - | - | - | - | 205% | -0.971 | -0.002 | - | 0.077 | 0 | 0.264 | -0.461 | |||||
-0.41 | 0.394 | 0 | - | 0 | -0 | 0 | 121% | - | - | - | - | 51 | - | 7.5 | - | - | - | - | - | - | 205% | -0.997 | -0 | - | 0.01 | 0 | 0.319 | -0.555 |