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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 | |
-0.001 | -0.027 | 0.011 | - | 0.017 | -0.023 | 0.935 | 87% | - | - | - | - | 7 | - | 27.5 | - | 43 | - | - | - | - | 68% | -0.03 | -0.01 | - | 0.011 | 0.006 | -0.116 | 0.035 | |||||
0.006 | -0.063 | 0.014 | - | 0.027 | -0.023 | 0.912 | 68% | - | - | - | - | 85 | - | 30 | 3 | 105 | - | 0.10 | 0.10 | 0.10 | 0.1 | 55% | -0.052 | -0.012 | 0.1 | 0.022 | 0.009 | -0.156 | 0.033 | ||||
-0.009 | -0.053 | 0.022 | 5 | 0.048 | -0.03 | 0.839 | 57% | 4.22 | 5.00 | 4.00 | 5.00 | 1 | 1,068 | 17 | 32.5 | 15 | 413 | 1 | 0.30 | 0.30 | 0.40 | 0.36 | 48% | -0.124 | -0.021 | 0.3 | 0.048 | 0.018 | -0.133 | 0.009 | |||
-0.04 | 0.005 | 0.031 | 2.83 | 0.08 | -0.037 | 0.692 | 50% | 2.53 | 2.94 | 2.35 | 2.83 | 12 | 1,297 | 245 | 35 | 40 | 301 | 5 | 0.75 | 0.75 | 1.10 | 0.93 | 46% | -0.299 | -0.034 | 0.75 | 0.085 | 0.031 | -0.018 | -0.036 | |||
-0.086 | 0.127 | 0.035 | 1.4 | 0.095 | -0.04 | 0.472 | 47% | 1.29 | 1.54 | 1.05 | 1.40 | -6 | 1,833 | 692 | 37.5 | 3 | 187 | 8 | 2.00 | 2.00 | 2.16 | 2.05 | 44% | -0.542 | -0.036 | 2 | 0.103 | 0.035 | 0.126 | -0.086 | |||
-0.136 | 0.273 | 0.029 | 0.56 | 0.079 | -0.031 | 0.257 | 46% | 0.43 | 0.65 | 0.35 | 0.56 | -344 | 2,193 | 403 | 40 | 16 | 37 | -5 | 3.93 | 3.93 | 4.40 | 3.96 | 43% | -0.768 | -0.028 | 3.93 | 0.08 | 0.027 | 0.294 | -0.139 | |||
-0.179 | 0.405 | 0.017 | 0.24 | 0.048 | -0.019 | 0.117 | 47% | 0.24 | 0.30 | 0.20 | 0.24 | -21 | 355 | 31 | 42.5 | - | 1 | 0 | - | - | - | 40% | -0.923 | -0.012 | - | 0.041 | 0.013 | 0.487 | -0.191 | ||||
-0.205 | 0.435 | 0.012 | - | 0.029 | -0.015 | 0.072 | 53% | - | - | - | - | 454 | - | 45 | - | - | - | - | - | - | 49% | -0.948 | -0.011 | - | 0.025 | 0.009 | 0.485 | -0.213 | |||||
-0.222 | 0.413 | 0.011 | - | 0.021 | -0.017 | 0.062 | 64% | - | - | - | - | 210 | - | 47.5 | - | - | - | - | - | - | 59% | -0.956 | -0.012 | - | 0.018 | 0.008 | 0.458 | -0.229 | |||||
-0.238 | 0.395 | 0.01 | - | 0.017 | -0.017 | 0.055 | 74% | - | - | - | - | 19 | - | 50 | - | - | - | - | - | - | 68% | -0.962 | -0.012 | - | 0.014 | 0.007 | 0.436 | -0.243 |