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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 | |
0.79 | -0.178 | 0.018 | 11.5 | 0.017 | -0.296 | 0.923 | 66% | 12.62 | 15.51 | 7.20 | 11.50 | -44 | 2,403 | 137 | 157.5 | 2,533 | 2,287 | 464 | 0.07 | 0.03 | 0.33 | 0.07 | 50% | -0.031 | -0.109 | 0.07 | 0.011 | 0.009 | -0.321 | 1.095 | |||
0.71 | -0.19 | 0.022 | 8.85 | 0.025 | -0.32 | 0.897 | 57% | 7.61 | 13.25 | 4.25 | 8.85 | -242 | 4,893 | 1,331 | 160 | 10,279 | 7,529 | 692 | 0.14 | 0.06 | 0.71 | 0.15 | 45% | -0.055 | -0.158 | 0.14 | 0.02 | 0.014 | -0.32 | 0.955 | |||
0.611 | -0.21 | 0.028 | 6.45 | 0.038 | -0.326 | 0.861 | 47% | 6.58 | 10.75 | 2.61 | 6.45 | 104 | 4,117 | 2,227 | 162.5 | 11,232 | 4,914 | 1,282 | 0.27 | 0.10 | 1.50 | 0.32 | 42% | -0.105 | -0.236 | 0.27 | 0.035 | 0.023 | -0.286 | 0.743 | |||
0.353 | -0.163 | 0.038 | 4.3 | 0.059 | -0.398 | 0.767 | 42% | 4.9 | 8.40 | 1.40 | 4.30 | 1,321 | 13,593 | 18,578 | 165 | 40,853 | 6,188 | 609 | 0.61 | 0.19 | 2.63 | 0.51 | 38% | -0.215 | -0.35 | 0.61 | 0.061 | 0.036 | -0.2 | 0.408 | |||
-0.031 | -0.048 | 0.048 | 2.5 | 0.079 | -0.471 | 0.601 | 39% | 2.72 | 6.15 | 0.66 | 2.50 | 2,775 | 14,482 | 28,053 | 167.5 | 44,203 | 1,295 | 398 | 1.30 | 0.41 | 4.30 | 0.97 | 37% | -0.393 | -0.441 | 1.3 | 0.084 | 0.048 | -0.061 | -0.015 | |||
-0.475 | 0.104 | 0.048 | 1.26 | 0.081 | -0.457 | 0.396 | 38% | 1.82 | 4.12 | 0.30 | 1.26 | 8,832 | 29,963 | 120,885 | 170 | 37,675 | 534 | 127 | 2.56 | 0.91 | 6.52 | 1.68 | 36% | -0.611 | -0.425 | 2.56 | 0.086 | 0.048 | 0.112 | -0.489 | |||
-0.907 | 0.255 | 0.037 | 0.56 | 0.062 | -0.352 | 0.219 | 38% | 1.23 | 2.51 | 0.13 | 0.56 | 8,000 | 33,984 | 79,589 | 172.5 | 9,059 | 167 | -32 | 4.43 | 1.80 | 7.65 | 2.55 | 35% | -0.801 | -0.306 | 4.43 | 0.063 | 0.035 | 0.291 | -0.958 | |||
-1.259 | 0.366 | 0.023 | 0.25 | 0.038 | -0.233 | 0.109 | 40% | 0.64 | 1.40 | 0.07 | 0.25 | 2,436 | 27,233 | 68,867 | 175 | 3,401 | 194 | 44 | 6.60 | 3.20 | 7.60 | 4.35 | 34% | -0.929 | -0.141 | 6.6 | 0.032 | 0.017 | 0.488 | -1.416 | |||
-1.498 | 0.414 | 0.015 | 0.13 | 0.022 | -0.159 | 0.059 | 44% | 0.37 | 0.74 | 0.05 | 0.13 | -551 | 11,918 | 19,147 | 177.5 | 317 | 12 | 3 | 8.90 | 5.20 | 10.50 | 7.16 | 36% | -0.973 | -0.07 | 8.9 | 0.014 | 0.008 | 0.569 | -1.69 | |||
-1.649 | 0.425 | 0.01 | 0.08 | 0.013 | -0.118 | 0.036 | 48% | 0.2 | 0.42 | 0.03 | 0.08 | 16,310 | 36,043 | 27,192 | 180 | 185 | 24 | 3 | 11.02 | 7.30 | 14.00 | 9.89 | 44% | -0.977 | -0.074 | 11.02 | 0.01 | 0.007 | 0.492 | -1.747 |