0 |
0% |
185 |
189,9 |
0 |
130,00 |
0 |
0% |
0 |
4,8 |
0 |
ICLR Call 130,00
Scad.: 19.07.2024
Ultimo: 0
Var.: 0%
SimboloICLR|20240719|130.00C
Delta0,9967
Vol. Impl.1,3472
Denaro185
Gamma0,0001
Teoretico187,45
Lettera189,9
Theta-0,0412
Valore Intrinseco186,85
Volume0
Vega0,0083
Valore Tempo-186,85
Open Interest0
Rho0,0879
Delta / Theta-24,1698
ICLR Put 130,00
Scad.: 19.07.2024
Ultimo: 0
Var.: 0%
SimboloICLR|20240719|130.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera4,8
Theta0
Valore Intrinseco-186,85
Volume0
Vega0
Valore Tempo186,85
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
180 |
184,9 |
0 |
135,00 |
0 |
0% |
0 |
3,9 |
0 |
ICLR Call 135,00
Scad.: 19.07.2024
Ultimo: 0
Var.: 0%
SimboloICLR|20240719|135.00C
Delta0,9969
Vol. Impl.1,2715
Denaro180
Gamma0,0001
Teoretico182,45
Lettera184,9
Theta-0,0392
Valore Intrinseco181,85
Volume0
Vega0,0077
Valore Tempo-181,85
Open Interest0
Rho0,0914
Delta / Theta-25,4508
ICLR Put 135,00
Scad.: 19.07.2024
Ultimo: 0
Var.: 0%
SimboloICLR|20240719|135.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera3,9
Theta0
Valore Intrinseco-181,85
Volume0
Vega0
Valore Tempo181,85
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
175 |
179,9 |
0 |
140,00 |
0 |
0% |
0 |
2,7 |
0 |
ICLR Call 140,00
Scad.: 19.07.2024
Ultimo: 0
Var.: 0%
SimboloICLR|20240719|140.00C
Delta0,9972
Vol. Impl.1,1966
Denaro175
Gamma0,0001
Teoretico177,45
Lettera179,9
Theta-0,037
Valore Intrinseco176,85
Volume0
Vega0,007
Valore Tempo-176,85
Open Interest0
Rho0,0949
Delta / Theta-26,925
ICLR Put 140,00
Scad.: 19.07.2024
Ultimo: 0
Var.: 0%
SimboloICLR|20240719|140.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera2,7
Theta0
Valore Intrinseco-176,85
Volume0
Vega0
Valore Tempo176,85
Open Interest0
Rho0
Delta / Theta0
|
|
316,85 |
Prezzo @ 24.06.2024 20:44 GMT |
8,48 |
0% |
6,7 |
8,5 |
1 |
320,00 |
11,3 |
0% |
8,5 |
10,7 |
0 |
ICLR Call 320,00
Scad.: 19.07.2024
Ultimo: 8,48
Var.: 0%
SimboloICLR|20240719|320.00C
Delta0,4814
Vol. Impl.0,2845
Denaro6,7
Gamma0,0169
Teoretico8,48
Lettera8,5
Theta-0,2091
Valore Intrinseco-3,15
Volume1
Vega0,3304
Valore Tempo11,63
Open Interest40
Rho0,0987
Delta / Theta-2,3027
ICLR Put 320,00
Scad.: 19.07.2024
Ultimo: 11,3
Var.: 0%
SimboloICLR|20240719|320.00P
Delta-0,5315
Vol. Impl.0,2551
Denaro8,5
Gamma0,0191
Teoretico9,6
Lettera10,7
Theta-0,1471
Valore Intrinseco3,15
Volume0
Vega0,3288
Valore Tempo8,15
Open Interest68
Rho-0,0968
Delta / Theta3,6128
|
4,5 |
-8,16% |
2,65 |
5,9 |
3 |
330,00 |
17,4 |
0% |
14 |
18,4 |
0 |
ICLR Call 330,00
Scad.: 19.07.2024
Ultimo: 4,5
Var.: -8,16%
SimboloICLR|20240719|330.00C
Delta0,3164
Vol. Impl.0,2753
Denaro2,65
Gamma0,0156
Teoretico4,5
Lettera5,9
Theta-0,1765
Valore Intrinseco-13,15
Volume3
Vega0,2951
Valore Tempo17,65
Open Interest192
Rho0,0656
Delta / Theta-1,7929
ICLR Put 330,00
Scad.: 19.07.2024
Ultimo: 17,4
Var.: 0%
SimboloICLR|20240719|330.00P
Delta-0,7078
Vol. Impl.0,2598
Denaro14
Gamma0,0164
Teoretico16,2
Lettera18,4
Theta-0,1224
Valore Intrinseco13,15
Volume0
Vega0,2826
Valore Tempo4,25
Open Interest23
Rho-0,1144
Delta / Theta5,7809
|
3,45 |
0% |
0,45 |
2,95 |
0 |
340,00 |
26,65 |
0% |
22,6 |
26 |
0 |
ICLR Call 340,00
Scad.: 19.07.2024
Ultimo: 3,45
Var.: 0%
SimboloICLR|20240719|340.00C
Delta0,1606
Vol. Impl.0,2494
Denaro0,45
Gamma0,0118
Teoretico1,7
Lettera2,95
Theta-0,1081
Valore Intrinseco-23,15
Volume0
Vega0,2023
Valore Tempo26,6
Open Interest37
Rho0,0337
Delta / Theta-1,4861
ICLR Put 340,00
Scad.: 19.07.2024
Ultimo: 26,65
Var.: 0%
SimboloICLR|20240719|340.00P
Delta-0,8429
Vol. Impl.0,265
Denaro22,6
Gamma0,0114
Teoretico24,3
Lettera26
Theta-0,0802
Valore Intrinseco23,15
Volume0
Vega0,1956
Valore Tempo3,5
Open Interest0
Rho-0,1098
Delta / Theta10,5035
|