0 |
0% |
98 |
102,5 |
0 |
105,00 |
0 |
0% |
0 |
2,75 |
0 |
PEN Call 105,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloPEN|20240517|105.00C
Delta0,9821
Vol. Impl.1,4482
Denaro98
Gamma0,0006
Teoretico100,25
Lettera102,5
Theta-0,089
Valore Intrinseco99,41
Volume0
Vega0,0216
Valore Tempo-99,41
Open Interest0
Rho0,0578
Delta / Theta-11,0327
PEN Put 105,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloPEN|20240517|105.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera2,75
Theta0
Valore Intrinseco-99,41
Volume0
Vega0
Valore Tempo99,41
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
93,5 |
96,9 |
0 |
110,00 |
0 |
0% |
0 |
2,75 |
0 |
PEN Call 110,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloPEN|20240517|110.00C
Delta0,9827
Vol. Impl.1,3283
Denaro93,5
Gamma0,0007
Teoretico95,2
Lettera96,9
Theta-0,0817
Valore Intrinseco94,41
Volume0
Vega0,021
Valore Tempo-94,41
Open Interest0
Rho0,0608
Delta / Theta-12,0269
PEN Put 110,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloPEN|20240517|110.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera2,75
Theta0
Valore Intrinseco-94,41
Volume0
Vega0
Valore Tempo94,41
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
88,2 |
92,4 |
0 |
115,00 |
0 |
0% |
0 |
2,8 |
0 |
PEN Call 115,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloPEN|20240517|115.00C
Delta0,9792
Vol. Impl.1,28
Denaro88,2
Gamma0,0008
Teoretico90,3
Lettera92,4
Theta-0,0909
Valore Intrinseco89,41
Volume0
Vega0,0246
Valore Tempo-89,41
Open Interest0
Rho0,0632
Delta / Theta-10,7677
PEN Put 115,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloPEN|20240517|115.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera2,8
Theta0
Valore Intrinseco-89,41
Volume0
Vega0
Valore Tempo89,41
Open Interest0
Rho0
Delta / Theta0
|
|
204,41 |
Prezzo @ 26.04.2024 20:44 GMT |
8,1 |
0% |
7,7 |
8,4 |
0 |
210,00 |
11,7 |
0% |
12,5 |
13,3 |
0 |
PEN Call 210,00
Scad.: 17.05.2024
Ultimo: 8,1
Var.: 0%
SimboloPEN|20240517|210.00C
Delta0,449
Vol. Impl.0,5225
Denaro7,7
Gamma0,0154
Teoretico8,05
Lettera8,4
Theta-0,2536
Valore Intrinseco-5,59
Volume0
Vega0,194
Valore Tempo13,69
Open Interest7
Rho0,0482
Delta / Theta-1,7708
PEN Put 210,00
Scad.: 17.05.2024
Ultimo: 11,7
Var.: 0%
SimboloPEN|20240517|210.00P
Delta-0,5557
Vol. Impl.0,5144
Denaro12,5
Gamma0,0165
Teoretico12,9
Lettera13,3
Theta-0,2218
Valore Intrinseco5,59
Volume0
Vega0,1935
Valore Tempo6,11
Open Interest13
Rho-0,0598
Delta / Theta2,5052
|
5,2 |
-1,89% |
4,4 |
4,9 |
2 |
220,00 |
21,24 |
0% |
17 |
21,4 |
0 |
PEN Call 220,00
Scad.: 17.05.2024
Ultimo: 5,2
Var.: -1,89%
SimboloPEN|20240517|220.00C
Delta0,3062
Vol. Impl.0,5165
Denaro4,4
Gamma0,0139
Teoretico4,65
Lettera4,9
Theta-0,22
Valore Intrinseco-15,59
Volume2
Vega0,172
Valore Tempo20,79
Open Interest115
Rho0,0333
Delta / Theta-1,3917
PEN Put 220,00
Scad.: 17.05.2024
Ultimo: 21,24
Var.: 0%
SimboloPEN|20240517|220.00P
Delta-0,7117
Vol. Impl.0,4887
Denaro17
Gamma0,0144
Teoretico19,2
Lettera21,4
Theta-0,1764
Valore Intrinseco15,59
Volume0
Vega0,1669
Valore Tempo5,65
Open Interest61
Rho-0,0702
Delta / Theta4,0352
|
3 |
0% |
1,2 |
2,75 |
0 |
230,00 |
17,43 |
0% |
25,7 |
29,5 |
0 |
PEN Call 230,00
Scad.: 17.05.2024
Ultimo: 3
Var.: 0%
SimboloPEN|20240517|230.00C
Delta0,1686
Vol. Impl.0,4713
Denaro1,2
Gamma0,0109
Teoretico1,98
Lettera2,75
Theta-0,1432
Valore Intrinseco-25,59
Volume0
Vega0,1234
Valore Tempo28,59
Open Interest27
Rho0,0187
Delta / Theta-1,177
PEN Put 230,00
Scad.: 17.05.2024
Ultimo: 17,43
Var.: 0%
SimboloPEN|20240517|230.00P
Delta-0,814
Vol. Impl.0,516
Denaro25,7
Gamma0,0108
Teoretico27,6
Lettera29,5
Theta-0,1417
Valore Intrinseco25,59
Volume0
Vega0,1306
Valore Tempo-8,16
Open Interest9
Rho-0,074
Delta / Theta5,7459
|