89,18 |
0% |
88,65 |
90 |
2 |
75,00 |
0 |
0% |
0 |
0,08 |
0 |
TSM Call 75,00
Scad.: 14.06.2024
Ultimo: 89,18
Var.: 0%
SimboloTSM|20240614|75.00C
Delta0,9806
Vol. Impl.3,0512
Denaro88,65
Gamma0,0007
Teoretico90
Lettera90
Theta-0,2379
Valore Intrinseco89,39
Volume2
Vega0,0107
Valore Tempo-0,21
Open Interest0
Rho0,0136
Delta / Theta-4,1223
TSM Put 75,00
Scad.: 14.06.2024
Ultimo: 0
Var.: 0%
SimboloTSM|20240614|75.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,08
Theta0
Valore Intrinseco-89,39
Volume0
Vega0
Valore Tempo89,39
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
83,65 |
85 |
0 |
80,00 |
0 |
0% |
0 |
0,08 |
0 |
TSM Call 80,00
Scad.: 14.06.2024
Ultimo: 0
Var.: 0%
SimboloTSM|20240614|80.00C
Delta0,9792
Vol. Impl.2,8211
Denaro83,65
Gamma0,0008
Teoretico85
Lettera85
Theta-0,2345
Valore Intrinseco84,39
Volume0
Vega0,0113
Valore Tempo-84,39
Open Interest0
Rho0,0146
Delta / Theta-4,1763
TSM Put 80,00
Scad.: 14.06.2024
Ultimo: 0
Var.: 0%
SimboloTSM|20240614|80.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,08
Theta0
Valore Intrinseco-84,39
Volume0
Vega0
Valore Tempo84,39
Open Interest0
Rho0
Delta / Theta0
|
79,72 |
0% |
78,65 |
80 |
14 |
85,00 |
0 |
0% |
0 |
0,08 |
0 |
TSM Call 85,00
Scad.: 14.06.2024
Ultimo: 79,72
Var.: 0%
SimboloTSM|20240614|85.00C
Delta0,9864
Vol. Impl.2,322
Denaro78,65
Gamma0,0006
Teoretico79,72
Lettera80
Theta-0,1371
Valore Intrinseco79,39
Volume14
Vega0,0078
Valore Tempo0,33
Open Interest0
Rho0,0158
Delta / Theta-7,1944
TSM Put 85,00
Scad.: 14.06.2024
Ultimo: 0
Var.: 0%
SimboloTSM|20240614|85.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,08
Theta0
Valore Intrinseco-79,39
Volume0
Vega0
Valore Tempo79,39
Open Interest0
Rho0
Delta / Theta0
|
|
164,39 |
Prezzo @ 07.06.2024 20:58 GMT |
2,83 |
16,46% |
2,79 |
2,85 |
8.901 |
165,00 |
3,77 |
-28,87% |
3,65 |
3,75 |
1.857 |
TSM Call 165,00
Scad.: 14.06.2024
Ultimo: 2,83
Var.: 16,46%
SimboloTSM|20240614|165.00C
Delta0,4845
Vol. Impl.0,3367
Denaro2,79
Gamma0,052
Teoretico2,83
Lettera2,85
Theta-0,2271
Valore Intrinseco-0,61
Volume8.901
Vega0,0907
Valore Tempo3,44
Open Interest4.637
Rho0,0147
Delta / Theta-2,1332
TSM Put 165,00
Scad.: 14.06.2024
Ultimo: 3,77
Var.: -28,87%
SimboloTSM|20240614|165.00P
Delta-0,5128
Vol. Impl.0,3792
Denaro3,65
Gamma0,0463
Teoretico3,7
Lettera3,75
Theta-0,2369
Valore Intrinseco0,61
Volume1.857
Vega0,0907
Valore Tempo3,16
Open Interest104
Rho-0,0145
Delta / Theta2,165
|
1,88 |
10,59% |
1,84 |
1,89 |
5.760 |
167,50 |
5,3 |
-27,4% |
5,15 |
5,35 |
176 |
TSM Call 167,50
Scad.: 14.06.2024
Ultimo: 1,88
Var.: 10,59%
SimboloTSM|20240614|167.50C
Delta0,3619
Vol. Impl.0,3433
Denaro1,84
Gamma0,048
Teoretico1,88
Lettera1,89
Theta-0,2159
Valore Intrinseco-3,11
Volume5.760
Vega0,0853
Valore Tempo4,99
Open Interest3.114
Rho0,011
Delta / Theta-1,6762
TSM Put 167,50
Scad.: 14.06.2024
Ultimo: 5,3
Var.: -27,4%
SimboloTSM|20240614|167.50P
Delta-0,6204
Vol. Impl.0,3937
Denaro5,15
Gamma0,0427
Teoretico5,3
Lettera5,35
Theta-0,2331
Valore Intrinseco3,11
Volume176
Vega0,0866
Valore Tempo2,19
Open Interest43
Rho-0,0169
Delta / Theta2,6615
|
1,23 |
11,82% |
1,13 |
1,23 |
8.580 |
170,00 |
6,95 |
0% |
6,85 |
7,15 |
33 |
TSM Call 170,00
Scad.: 14.06.2024
Ultimo: 1,23
Var.: 11,82%
SimboloTSM|20240614|170.00C
Delta0,2595
Vol. Impl.0,3533
Denaro1,13
Gamma0,0403
Teoretico1,23
Lettera1,23
Theta-0,191
Valore Intrinseco-5,61
Volume8.580
Vega0,0738
Valore Tempo6,84
Open Interest3.661
Rho0,0079
Delta / Theta-1,3589
TSM Put 170,00
Scad.: 14.06.2024
Ultimo: 6,95
Var.: 0%
SimboloTSM|20240614|170.00P
Delta-0,7247
Vol. Impl.0,384
Denaro6,85
Gamma0,0416
Teoretico6,95
Lettera7,15
Theta-0,1965
Valore Intrinseco5,61
Volume33
Vega0,0759
Valore Tempo1,34
Open Interest4
Rho-0,0188
Delta / Theta3,6873
|