CME GROUP
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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 | |
0.62 | -0.249 | 0.002 | - | 0 | -0.014 | 0.998 | 71% | - | - | - | - | 22 | - | 230 | - | 180 | - | - | - | - | 51% | -0 | -0 | - | 0 | 0 | -0.381 | 0.685 | |||||
0.539 | -0.22 | 0.007 | 45.75 | 0.001 | -0.063 | 0.991 | 71% | 46.21 | 46.40 | 45.75 | 45.75 | - | 21 | 15 | 240 | 1 | 477 | - | 0.02 | 0.02 | 0.02 | 0.02 | 51% | -0.001 | -0.004 | 0.02 | 0 | 0.001 | -0.388 | 0.687 | |||
0.412 | -0.175 | 0.022 | 36.45 | 0.004 | -0.199 | 0.966 | 71% | 36.4 | 36.45 | 36.35 | 36.45 | - | 71 | 21 | 250 | 5 | 2,643 | - | 0.05 | 0.03 | 0.07 | 0.05 | 51% | -0.006 | -0.032 | 0.05 | 0.001 | 0.005 | -0.348 | 0.602 | |||
0.387 | -0.221 | 0.031 | 26.44 | 0.006 | -0.215 | 0.95 | 56% | 26.4 | 26.55 | 25.69 | 26.44 | -3 | 245 | 35 | 260 | 12 | 1,549 | 0 | 0.08 | 0.07 | 0.15 | 0.1 | 40% | -0.012 | -0.046 | 0.08 | 0.003 | 0.009 | -0.439 | 0.567 | |||
0.289 | -0.248 | 0.051 | 17.03 | 0.014 | -0.27 | 0.903 | 42% | 16.52 | 17.59 | 12.39 | 17.03 | -2 | 501 | 19 | 270 | 32 | 658 | -11 | 0.15 | 0.08 | 0.15 | 0.13 | 31% | -0.04 | -0.099 | 0.15 | 0.009 | 0.026 | -0.488 | 0.434 | |||
0.069 | -0.282 | 0.087 | 6.55 | 0.04 | -0.266 | 0.786 | 24% | 7.49 | 8.73 | 4.34 | 6.55 | -19 | 1,264 | 35 | 280 | 71 | 394 | 4 | 0.60 | 0.43 | 1.50 | 0.65 | 22% | -0.194 | -0.229 | 0.6 | 0.041 | 0.082 | -0.349 | 0.087 | |||
-0.579 | 0.45 | 0.094 | 0.94 | 0.051 | -0.245 | 0.247 | 21% | 1.23 | 1.71 | 0.34 | 0.94 | -29 | 2,603 | 186 | 290 | 6 | 525 | 1 | 4.10 | 4.10 | 5.30 | 5.1 | 19% | -0.772 | -0.216 | 4.1 | 0.053 | 0.09 | 0.515 | -0.617 | |||
-1.038 | 1.065 | 0.01 | 0.09 | 0.005 | -0.026 | 0.013 | 21% | 0.12 | 0.21 | 0.08 | 0.09 | -7 | 2,829 | 18 | 300 | - | 23 | 0 | - | - | - | 30% | -0.939 | -0.136 | - | 0.014 | 0.036 | 0.617 | -0.843 | ||||
-1.039 | 0.751 | 0.007 | - | 0.002 | -0.028 | 0.009 | 33% | - | - | - | -1 | 159 | - | 310 | - | - | 0 | - | - | - | 45% | -0.956 | -0.155 | - | 0.007 | 0.028 | 0.471 | -0.893 | |||||
-1.115 | 0.834 | 0 | - | 0 | -0.002 | 0 | 32% | - | - | - | - | 33 | - | 320 | - | - | - | - | - | - | 45% | -0.991 | -0.039 | - | 0.002 | 0.007 | 0.569 | -1.049 |