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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 | |
0.541 | -0.25 | 0.007 | 5.6 | 0.045 | -0.058 | 0.936 | 51% | 5.6 | 5.60 | 5.60 | 5.60 | - | 15 | 1 | 56 | 81 | 900 | - | 0.05 | 0.02 | 0.08 | 0.04 | 44% | -0.041 | -0.035 | 0.05 | 0.036 | 0.005 | -0.337 | 0.64 | |||
0.502 | -0.302 | 0.008 | 3.02 | 0.067 | -0.056 | 0.919 | 41% | 3.22 | 3.65 | 3.00 | 3.02 | - | 24 | 6 | 57 | 132 | 2,578 | - | 0.09 | 0.03 | 0.11 | 0.07 | 41% | -0.082 | -0.057 | 0.09 | 0.067 | 0.008 | -0.3 | 0.501 | |||
0.435 | -0.293 | 0.01 | 2.7 | 0.088 | -0.065 | 0.893 | 39% | 2.97 | 3.75 | 2.70 | 2.70 | 1 | 6,902 | 11 | 57.5 | 348 | 10,280 | -24 | 0.13 | 0.05 | 0.17 | 0.09 | 41% | -0.119 | -0.073 | 0.13 | 0.09 | 0.011 | -0.262 | 0.405 | |||
0.297 | -0.214 | 0.014 | 2.01 | 0.116 | -0.091 | 0.832 | 40% | 2.67 | 3.10 | 1.95 | 2.01 | -12 | 78 | 68 | 58 | 1,253 | 3,617 | 173 | 0.18 | 0.06 | 0.25 | 0.13 | 39% | -0.163 | -0.087 | 0.18 | 0.116 | 0.013 | -0.228 | 0.31 | |||
0.061 | -0.108 | 0.019 | 1.45 | 0.17 | -0.12 | 0.696 | 38% | 1.56 | 2.20 | 1.25 | 1.45 | 1 | 195 | 21 | 59 | 1,513 | 1,938 | 102 | 0.39 | 0.15 | 0.47 | 0.31 | 37% | -0.299 | -0.116 | 0.39 | 0.173 | 0.019 | -0.118 | 0.07 | |||
-0.216 | 0.036 | 0.022 | 0.79 | 0.199 | -0.133 | 0.51 | 37% | 0.88 | 1.50 | 0.67 | 0.79 | -57 | 5,793 | 731 | 60 | 2,526 | 16,004 | -2,701 | 0.75 | 0.32 | 0.92 | 0.57 | 35% | -0.49 | -0.128 | 0.75 | 0.207 | 0.022 | 0.034 | -0.216 | |||
-0.51 | 0.2 | 0.019 | 0.39 | 0.184 | -0.113 | 0.312 | 35% | 0.51 | 0.92 | 0.32 | 0.39 | 16 | 2,688 | 2,085 | 61 | 1,028 | 3,211 | -23 | 1.32 | 0.50 | 1.57 | 0.91 | 33% | -0.703 | -0.103 | 1.32 | 0.194 | 0.019 | 0.222 | -0.533 | |||
-0.772 | 0.343 | 0.014 | 0.18 | 0.126 | -0.081 | 0.165 | 36% | 0.3 | 0.67 | 0.15 | 0.18 | 373 | 2,233 | 1,240 | 62 | 463 | 1,525 | -87 | 2.24 | 1.15 | 2.34 | 1.61 | 32% | -0.869 | -0.061 | 2.24 | 0.124 | 0.012 | 0.429 | -0.846 | |||
-0.892 | 0.41 | 0.01 | 0.11 | 0.096 | -0.063 | 0.112 | 36% | 0.16 | 0.52 | 0.10 | 0.11 | -177 | 13,030 | 1,006 | 62.5 | 511 | 6,799 | 8 | 2.55 | 1.58 | 2.94 | 1.9 | 34% | -0.903 | -0.053 | 2.55 | 0.093 | 0.009 | 0.456 | -0.931 | |||
-0.96 | 0.423 | 0.009 | 0.08 | 0.075 | -0.056 | 0.088 | 39% | 0.16 | 0.40 | 0.07 | 0.08 | 149 | 2,055 | 3,439 | 63 | 38 | 501 | 2 | 3.25 | 2.02 | 3.25 | 2.19 | 36% | -0.932 | -0.042 | 3.25 | 0.068 | 0.007 | 0.489 | -1.017 |