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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 | |
0.927 | -0.225 | 0.007 | 6.87 | 0.024 | -0.113 | 0.949 | 61% | 6.87 | 6.87 | 6.87 | 6.87 | - | 55 | 2 | 90 | 31 | 492 | - | 0.01 | 0.01 | 0.03 | 0.01 | 46% | -0.015 | -0.032 | 0.01 | 0.012 | 0.003 | -0.394 | 1.236 | |||
0.913 | -0.256 | 0.008 | - | 0.03 | -0.11 | 0.943 | 53% | - | - | - | - | 54 | - | 91 | 27 | 195 | - | 0.01 | 0.01 | 0.04 | 0.02 | 41% | -0.021 | -0.038 | 0.01 | 0.017 | 0.004 | -0.424 | 1.184 | ||||
0.888 | -0.295 | 0.009 | 4.87 | 0.039 | -0.105 | 0.934 | 46% | 4.88 | 4.90 | 4.87 | 4.87 | -6 | 54 | 4 | 92 | 127 | 11,872 | -13 | 0.03 | 0.01 | 0.07 | 0.04 | 36% | -0.029 | -0.043 | 0.03 | 0.025 | 0.005 | -0.47 | 1.127 | |||
0.808 | -0.322 | 0.011 | 4 | 0.055 | -0.112 | 0.914 | 40% | 4.01 | 4.25 | 3.65 | 4.00 | 1 | 160 | 60 | 93 | 111 | 800 | 29 | 0.05 | 0.04 | 0.08 | 0.07 | 32% | -0.044 | -0.053 | 0.05 | 0.041 | 0.007 | -0.506 | 1.026 | |||
0.601 | -0.274 | 0.016 | 3 | 0.084 | -0.152 | 0.857 | 38% | 3.12 | 3.15 | 2.89 | 3.00 | -12 | 169 | 54 | 94 | 599 | 808 | 44 | 0.07 | 0.06 | 0.13 | 0.1 | 29% | -0.087 | -0.082 | 0.07 | 0.075 | 0.011 | -0.468 | 0.814 | |||
0.379 | -0.232 | 0.021 | 2.1 | 0.125 | -0.175 | 0.78 | 33% | 2.16 | 2.43 | 1.83 | 2.10 | -24 | 406 | 168 | 95 | 952 | 1,493 | 414 | 0.16 | 0.11 | 0.35 | 0.15 | 25% | -0.157 | -0.109 | 0.16 | 0.133 | 0.017 | -0.428 | 0.555 | |||
0.1 | -0.186 | 0.026 | 1.17 | 0.197 | -0.167 | 0.669 | 26% | 1.26 | 1.61 | 1.04 | 1.17 | 37 | 1,066 | 472 | 96 | 2,218 | 1,401 | 367 | 0.36 | 0.26 | 0.61 | 0.32 | 23% | -0.316 | -0.149 | 0.36 | 0.212 | 0.025 | -0.236 | 0.128 | |||
-0.379 | 0.051 | 0.028 | 0.57 | 0.235 | -0.167 | 0.453 | 23% | 0.69 | 0.97 | 0.52 | 0.57 | -21 | 1,447 | 5,386 | 97 | 1,622 | 1,615 | 68 | 0.75 | 0.56 | 1.10 | 0.72 | 22% | -0.552 | -0.153 | 0.75 | 0.256 | 0.028 | 0.051 | -0.398 | |||
-0.877 | 0.335 | 0.022 | 0.24 | 0.184 | -0.131 | 0.239 | 23% | 0.31 | 0.52 | 0.17 | 0.24 | 500 | 2,939 | 4,796 | 98 | 409 | 885 | 36 | 1.27 | 1.14 | 1.73 | 1.32 | 21% | -0.785 | -0.111 | 1.27 | 0.193 | 0.021 | 0.399 | -0.951 | |||
-1.27 | 0.54 | 0.014 | 0.1 | 0.106 | -0.084 | 0.111 | 25% | 0.13 | 0.32 | 0.08 | 0.10 | 1,014 | 5,348 | 2,057 | 99 | 131 | 689 | 53 | 2.20 | 1.94 | 2.71 | 2.2 | 22% | -0.914 | -0.062 | 2.2 | 0.098 | 0.011 | 0.655 | -1.382 |