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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 | |
0.062 | -0.074 | 0.001 | - | 0.002 | -0.002 | 0.996 | 105% | - | - | - | - | - | - | 12.5 | - | 83 | - | - | - | - | 109% | -0.007 | -0.003 | - | 0.004 | 0.001 | -0.062 | 0.051 | |||||
0.021 | -0.036 | 0.003 | - | 0.015 | -0.011 | 0.967 | 105% | - | - | - | - | - | - | 15 | - | - | - | - | - | - | 120% | -0.049 | -0.017 | - | 0.018 | 0.005 | -0.007 | -0.006 | |||||
-0.034 | 0.016 | 0.01 | - | 0.043 | -0.031 | 0.874 | 105% | - | - | - | - | - | - | 17.5 | - | - | - | - | - | - | 120% | -0.15 | -0.04 | - | 0.042 | 0.011 | 0.037 | -0.057 | |||||
-0.088 | 0.071 | 0.016 | - | 0.073 | -0.05 | 0.71 | 101% | - | - | - | - | - | - | 20 | - | 307 | - | - | - | - | 117% | -0.304 | -0.059 | - | 0.065 | 0.016 | 0.084 | -0.109 | |||||
-0.124 | 0.138 | 0.018 | - | 0.124 | -0.04 | 0.467 | 70% | - | - | - | - | 1 | - | 22.5 | - | - | - | - | - | - | 115% | -0.487 | -0.066 | - | 0.075 | 0.018 | 0.133 | -0.162 | |||||
-0.209 | 0.193 | 0.016 | - | 0.075 | -0.053 | 0.314 | 103% | - | - | - | - | 7 | - | 25 | - | - | - | - | - | - | 91% | -0.715 | -0.045 | - | 0.081 | 0.016 | 0.21 | -0.206 | |||||
-0.305 | 0.214 | 0.012 | - | 0.041 | -0.056 | 0.189 | 144% | - | - | - | - | 11 | - | 30 | - | - | - | - | - | - | 130% | -0.843 | -0.045 | - | 0.04 | 0.011 | 0.234 | -0.304 | |||||
-0.368 | 0.26 | 0.007 | - | 0.023 | -0.031 | 0.082 | 144% | - | - | - | - | - | - | 35 | - | - | - | - | - | - | 130% | -0.942 | -0.022 | - | 0.019 | 0.005 | 0.288 | -0.369 |