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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 | Theo | Gamma | Vega | Vanna | Charm | |
0.051 | -0.237 | 0 | - | 0 | -0 | 1 | 52% | - | - | - | - | - | - | 15 | - | - | - | - | - | - | 53% | -0 | -0 | - | 0 | 0 | -0.231 | 0.051 | |||||
0.052 | -0.257 | 0 | - | 0 | -0 | 0.999 | 52% | - | - | - | - | - | - | 17.5 | - | 1 | - | - | - | - | 53% | -0.001 | -0 | - | 0.001 | 0 | -0.245 | 0.05 | |||||
0.038 | -0.225 | 0.002 | - | 0.006 | -0.002 | 0.991 | 52% | - | - | - | - | - | - | 20 | - | 2 | - | - | - | - | 53% | -0.01 | -0.002 | - | 0.006 | 0.002 | -0.21 | 0.036 | |||||
0.013 | -0.147 | 0.009 | - | 0.027 | -0.008 | 0.944 | 52% | - | - | - | - | - | - | 22.5 | - | 1 | - | - | - | - | 53% | -0.061 | -0.009 | - | 0.028 | 0.01 | -0.132 | 0.011 | |||||
-0.019 | -0.037 | 0.022 | - | 0.065 | -0.019 | 0.81 | 52% | - | - | - | - | 21 | - | 25 | - | 24 | - | - | - | - | 52% | -0.199 | -0.02 | - | 0.066 | 0.022 | -0.031 | -0.02 | |||||
-0.09 | 0.223 | 0.03 | - | 0.091 | -0.025 | 0.36 | 51% | - | - | - | - | 34 | - | 30 | - | 1 | - | - | - | - | 47% | -0.654 | -0.023 | - | 0.097 | 0.03 | 0.228 | -0.09 | |||||
-0.145 | 0.37 | 0.018 | - | 0.042 | -0.018 | 0.135 | 63% | - | - | - | 2 | 2 | - | 35 | - | - | 0 | - | - | - | 64% | -0.861 | -0.019 | - | 0.043 | 0.018 | 0.365 | -0.145 |