SARATOGA INVESTMENT
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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 | |
| 0.09 | -0.199 | 0 | 12.34 | 0 | -0 | 1 | 52% | 12.34 | 12.34 | 12.34 | 12.34 | - | - | 1 | 12.5 | - | - | - | - | - | - | 43% | -0 | -0 | - | 0 | 0 | -0.158 | 0.059 | ||||
| 0.126 | -0.292 | 0 | - | 0 | -0 | 1 | 52% | - | - | - | - | - | - | 15 | - | - | - | - | - | - | 43% | -0 | -0 | - | 0 | 0 | -0.329 | 0.117 | |||||
| 0.11 | -0.281 | 0 | - | 0.001 | -0 | 0.999 | 52% | - | - | - | - | 5 | - | 17.5 | - | - | - | - | - | - | 43% | -0 | -0 | - | 0 | 0 | -0.399 | 0.131 | |||||
| 0.039 | -0.155 | 0.003 | 4.8 | 0.022 | -0.005 | 0.974 | 52% | 4.79 | 4.80 | 4.79 | 4.80 | 1 | 9 | 4 | 20 | - | - | 0 | - | - | - | 43% | -0.009 | -0.002 | - | 0.011 | 0.001 | -0.277 | 0.068 | ||||
| -0.064 | 0.041 | 0.014 | 2.61 | 0.1 | -0.023 | 0.811 | 52% | 2.53 | 2.62 | 2.25 | 2.61 | 2 | 4 | 4 | 22.5 | - | 10 | 0 | - | - | - | 43% | -0.147 | -0.016 | - | 0.104 | 0.012 | -0.005 | -0.051 | ||||
| -0.252 | 0.704 | 0.02 | - | 0.33 | -0.014 | 0.386 | 23% | - | - | - | - | 31 | - | 25 | 7 | 43 | - | 0.50 | 0.50 | 0.66 | 0.61 | 40% | -0.553 | -0.026 | 0.5 | 0.191 | 0.02 | 0.328 | -0.183 | ||||
| -0.325 | 0.627 | 0.003 | - | 0.026 | -0.005 | 0.027 | 48% | - | - | - | - | 6 | - | 30 | 4 | 20 | - | 5.27 | 5.27 | 5.75 | 5.4 | 79% | -0.867 | -0.027 | 5.27 | 0.053 | 0.011 | 0.35 | -0.289 | ||||