GUGGENHEIM S&P 500(R) EQUAL WEIGHT MATERIALS ETF
Strike Proximity
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calls | Puts | ||||||||||||||||||||||||||||||||
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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 | |
-0.012 | -0.103 | 0.021 | 4.313 | 0.056 | -0.015 | 0.857 | 43% | - | - | - | - | - | - | 29 | - | - | - | - | - | - | 46% | -0.154 | -0.017 | 0.576 | 0.055 | 0.022 | -0.075 | -0.015 | |||||
-0.027 | -0.043 | 0.027 | 3.368 | 0.072 | -0.02 | 0.786 | 43% | - | - | - | - | - | - | 30 | - | 1 | - | - | - | - | 46% | -0.223 | -0.022 | 0.596 | 0.069 | 0.028 | -0.021 | -0.029 | |||||
-0.035 | -0.057 | 0.031 | 2.423 | 0.098 | -0.018 | 0.731 | 36% | - | - | - | - | - | - | 31 | - | - | - | - | - | - | 37% | -0.272 | -0.019 | 0.616 | 0.095 | 0.031 | -0.045 | -0.035 | |||||
-0.051 | -0.078 | 0.035 | 1.477 | 0.146 | -0.016 | 0.645 | 27% | - | - | - | - | - | - | 32 | - | - | - | - | - | - | 27% | -0.354 | -0.016 | 0.635 | 0.147 | 0.035 | -0.079 | -0.051 | |||||
-0.094 | -0.153 | 0.037 | 0.532 | 0.263 | -0.01 | 0.47 | 16% | - | - | - | - | 5 | - | 33 | - | 9 | - | - | - | - | 16% | -0.523 | -0.01 | 0.657 | 0.267 | 0.038 | -0.164 | -0.095 | |||||
-0.11 | 0.275 | 0.033 | 0.378 | 0.17 | -0.012 | 0.3 | 22% | - | - | - | - | - | - | 34 | - | - | - | - | - | - | 21% | -0.708 | -0.011 | 1.512 | 0.174 | 0.032 | 0.281 | -0.113 | |||||
-0.124 | 0.431 | 0.027 | 0.265 | 0.117 | -0.011 | 0.203 | 26% | - | - | - | - | - | - | 35 | - | - | - | - | - | - | 28% | -0.772 | -0.013 | 2.497 | 0.114 | 0.028 | 0.39 | -0.117 | |||||
-0.144 | 0.597 | 0.018 | 0.162 | 0.079 | -0.008 | 0.112 | 26% | - | - | - | - | - | - | 36 | - | - | - | - | - | - | 28% | -0.863 | -0.01 | 3.483 | 0.082 | 0.021 | 0.529 | -0.137 | |||||
-0.162 | 0.747 | 0.011 | 0.153 | 0.047 | -0.005 | 0.056 | 26% | - | - | - | - | - | - | 37 | - | - | - | - | - | - | 28% | -0.924 | -0.006 | 4.468 | 0.054 | 0.013 | 0.656 | -0.154 | |||||
-0.177 | 0.878 | 0.006 | 0.153 | 0.025 | -0.002 | 0.026 | 26% | - | - | - | - | - | - | 38 | - | - | - | - | - | - | 28% | -0.961 | -0.004 | 5.453 | 0.032 | 0.008 | 0.77 | -0.168 |