INVESCO FTSE RAFI US 1000 ETF
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 | |
0.051 | -0.504 | 0.005 | - | 0.014 | -0.004 | 0.98 | 30% | - | - | - | - | - | - | 38 | - | - | - | - | - | - | 33% | -0.029 | -0.005 | - | 0.018 | 0.007 | -0.423 | 0.045 | |||||
0.035 | -0.441 | 0.01 | - | 0.027 | -0.007 | 0.957 | 30% | - | - | - | - | - | - | 39 | - | - | - | - | - | - | 33% | -0.056 | -0.009 | - | 0.031 | 0.013 | -0.363 | 0.029 | |||||
0.017 | -0.364 | 0.017 | - | 0.046 | -0.011 | 0.916 | 30% | - | - | - | - | - | - | 40 | - | - | - | - | - | - | 33% | -0.1 | -0.014 | - | 0.048 | 0.02 | -0.293 | 0.011 | |||||
-0.004 | -0.276 | 0.025 | - | 0.068 | -0.017 | 0.855 | 30% | - | - | - | - | 7 | - | 41 | - | 15 | - | - | - | - | 33% | -0.163 | -0.02 | - | 0.067 | 0.027 | -0.214 | -0.008 | |||||
-0.025 | -0.178 | 0.034 | - | 0.09 | -0.022 | 0.771 | 30% | - | - | - | - | - | - | 42 | - | - | - | - | - | - | 33% | -0.245 | -0.025 | - | 0.086 | 0.035 | -0.128 | -0.029 | |||||
-0.048 | -0.074 | 0.04 | - | 0.108 | -0.027 | 0.667 | 30% | - | - | - | - | 1 | - | 43 | - | - | - | - | - | - | 33% | -0.343 | -0.029 | - | 0.1 | 0.041 | -0.038 | -0.05 | |||||
-0.071 | 0.035 | 0.044 | - | 0.117 | -0.029 | 0.552 | 30% | - | - | - | - | 3 | - | 44 | - | - | - | - | - | - | 33% | -0.45 | -0.031 | - | 0.108 | 0.044 | 0.055 | -0.071 | |||||
-0.093 | 0.147 | 0.044 | - | 0.113 | -0.03 | 0.438 | 31% | - | - | - | - | - | - | 45 | - | - | - | - | - | - | 26% | -0.579 | -0.025 | - | 0.133 | 0.044 | 0.137 | -0.099 | |||||
-0.115 | 0.249 | 0.04 | 0.59 | 0.104 | -0.028 | 0.332 | 31% | - | - | - | - | - | - | 46 | - | - | - | - | - | - | 26% | -0.702 | -0.022 | 2.662 | 0.118 | 0.039 | 0.281 | -0.124 | |||||
-0.135 | 0.349 | 0.035 | 0.142 | 0.089 | -0.024 | 0.24 | 31% | - | - | - | - | - | - | 47 | - | - | - | - | - | - | 26% | -0.804 | -0.018 | 3.483 | 0.094 | 0.031 | 0.421 | -0.148 |