JAMES RIVER GROUP HOLDINGS
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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 | |
| -0.069 | 0.012 | 0 | - | 0.014 | -0.006 | 0.985 | 300% | - | - | - | - | 1 | - | 2.5 | - | - | - | - | - | - | 324% | -0.021 | -0.009 | - | 0.017 | 0 | 0.016 | -0.099 | |||||
| 0.065 | -0.057 | 0.001 | - | 0.196 | -0.008 | 0.915 | 90% | - | - | - | -1 | 170 | - | 5 | - | - | 0 | - | - | - | 237% | -0.25 | -0.041 | - | 0.152 | 0.003 | 0.059 | -0.271 | |||||
| -0.532 | 0.228 | 0.002 | - | 0.179 | -0.012 | 0.108 | 118% | - | - | - | - | 9 | - | 7.5 | - | - | - | - | - | - | 146% | -0.832 | -0.02 | - | 0.195 | 0.002 | 0.184 | -0.527 | |||||
| -0.774 | 0.201 | 0.001 | - | 0.063 | -0.012 | 0.056 | 201% | - | - | - | - | - | - | 10 | - | - | - | - | - | - | 251% | -0.887 | -0.027 | - | 0.087 | 0.002 | 0.161 | -0.769 | |||||