ORION 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 | |
| 0.024 | -0.014 | 0 | - | 0 | -0 | 1 | 192% | - | - | - | - | 5 | - | 2.5 | - | - | - | - | - | - | 271% | -0.005 | -0.002 | - | 0.003 | 0 | 0.012 | -0.034 | |||||
| 0.014 | -0.018 | 0.001 | 3.7 | 0.018 | -0.003 | 0.983 | 136% | - | 3.6 | 3.60 | 3.60 | 3.60 | - | 19 | 8 | 5 | - | 87 | - | - | - | - | 147% | -0.023 | -0.005 | - | 0.021 | 0.001 | -0.004 | -0.003 | |||
| -0.023 | -0.004 | 0.004 | - | 0.181 | -0.012 | 0.831 | 79% | - | - | - | - | 198 | - | 7.5 | - | 22 | - | - | - | - | 80% | -0.181 | -0.012 | - | 0.187 | 0.005 | 0.003 | -0.028 | |||||
| -0.238 | 0.316 | 0.004 | - | 0.204 | -0.008 | 0.142 | 63% | - | - | - | - | 277 | - | 10 | - | 10 | - | - | - | - | 73% | -0.821 | -0.011 | - | 0.206 | 0.005 | 0.274 | -0.233 | |||||
| -0.354 | 0.282 | 0.003 | - | 0.07 | -0.01 | 0.077 | 118% | - | - | - | - | 3 | - | 12.5 | - | - | - | - | - | - | 105% | -0.948 | -0.007 | - | 0.058 | 0.002 | 0.316 | -0.357 | |||||
| -0.43 | 0.347 | 0.001 | - | 0.018 | -0.003 | 0.014 | 118% | - | - | - | - | - | - | 15 | - | - | - | - | - | - | 105% | -0.993 | -0.001 | - | 0.01 | 0 | 0.388 | -0.43 | |||||
| -0.474 | 0.386 | 0 | - | 0.004 | -0 | 0.002 | 118% | - | - | - | - | 2 | - | 17.5 | - | - | - | - | - | - | 105% | -0.999 | -0 | - | 0.001 | 0 | 0.421 | -0.464 | |||||