ISHARES MSCI USA SIZE FACTOR ETF
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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 | |
-0.048 | -0.6 | 0.147 | - | 0.046 | -0.042 | 0.728 | 16% | - | - | - | - | - | - | 153 | - | - | - | - | - | - | 16% | -0.272 | -0.041 | - | 0.046 | 0.147 | -0.602 | -0.048 | |||||
-0.057 | -0.519 | 0.159 | - | 0.049 | -0.045 | 0.679 | 16% | - | - | - | - | - | - | 154 | - | - | - | - | - | - | 16% | -0.32 | -0.045 | - | 0.049 | 0.159 | -0.521 | -0.057 | |||||
-0.066 | -0.434 | 0.168 | - | 0.052 | -0.047 | 0.628 | 16% | - | - | - | - | 1 | - | 155 | - | - | - | - | - | - | 16% | -0.372 | -0.047 | - | 0.052 | 0.168 | -0.436 | -0.066 | |||||
-0.078 | -0.435 | 0.173 | - | 0.058 | -0.045 | 0.578 | 15% | - | - | - | - | - | - | 156 | - | - | - | - | - | - | 15% | -0.422 | -0.046 | - | 0.058 | 0.173 | -0.427 | -0.077 | |||||
-0.092 | -0.42 | 0.177 | - | 0.064 | -0.043 | 0.519 | 14% | - | - | - | - | - | - | 157 | - | - | - | - | - | - | 14% | -0.48 | -0.042 | - | 0.065 | 0.177 | -0.43 | -0.092 | |||||
-0.105 | -0.342 | 0.176 | - | 0.067 | -0.041 | 0.453 | 13% | - | - | - | - | - | - | 158 | - | - | - | - | - | - | 12% | -0.552 | -0.038 | - | 0.072 | 0.175 | -0.424 | -0.111 | |||||
-0.123 | -0.274 | 0.168 | - | 0.069 | -0.036 | 0.378 | 12% | - | - | - | - | 3 | - | 159 | - | - | - | - | - | - | 13% | -0.613 | -0.039 | - | 0.065 | 0.17 | -0.212 | -0.117 | |||||
-0.131 | -0.093 | 0.158 | - | 0.063 | -0.035 | 0.318 | 13% | - | - | - | - | 2 | - | 160 | - | - | - | - | - | - | 14% | -0.668 | -0.038 | - | 0.059 | 0.161 | -0.052 | -0.123 | |||||
-0.131 | 0.083 | 0.149 | - | 0.054 | -0.037 | 0.281 | 14% | - | - | - | - | - | - | 161 | - | - | - | - | - | - | 14% | -0.72 | -0.036 | - | 0.054 | 0.149 | 0.083 | -0.131 | |||||
-0.168 | 0.577 | 0.087 | - | 0.031 | -0.021 | 0.116 | 14% | - | - | - | - | - | - | 165 | - | - | - | - | - | - | 14% | -0.884 | -0.021 | - | 0.031 | 0.086 | 0.579 | -0.168 |