INVESTCORP CREDIT MANAGEMENT BDC
Strike Proximity
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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 | |
| -0.336 | 0.056 | 0.002 | - | 0.186 | -0.032 | 0.698 | 397% | - | - | - | - | - | - | 2.5 | - | 11 | - | - | - | - | 68% | -0.145 | -0.004 | - | 0.719 | 0.001 | 0.011 | -0.053 | |||||
| -0.683 | 0.216 | 0.001 | - | 0.133 | -0.006 | 0.067 | 207% | - | - | - | - | 57 | - | 5 | - | - | - | - | - | - | 355% | -0.753 | -0.026 | - | 0.191 | 0.001 | 0.115 | -0.618 | |||||
| -0.857 | 0.272 | 0 | - | 0.012 | -0.001 | 0.004 | 207% | - | - | - | - | 2 | - | 7.5 | - | - | - | - | - | - | 356% | -0.915 | -0.013 | - | 0.094 | 0.001 | 0.149 | -0.803 | |||||