| 0 |
0% |
0,85 |
1,55 |
0 |
1,00 |
0 |
0% |
0 |
0,05 |
0 |
SABR Call 1,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloSABR|20260821|1.00C
Delta0,9815
Vol. Impl.4,0771
Denaro0,85
Gamma0,0472
Teoretico1,22
Lettera1,55
Theta-0,0045
Valore Intrinseco1,215
Volume0
Vega0,0001
Valore Tempo-1,215
Open Interest2
Rho0,0001
Delta / Theta-216,8943
SABR Put 1,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloSABR|20260821|1.00P
Delta-0,0413
Vol. Impl.5,178
Denaro0
Gamma0,0736
Teoretico0,025
Lettera0,05
Theta-0,0133
Valore Intrinseco-1,215
Volume0
Vega0,0002
Valore Tempo1,215
Open Interest12
Rho0
Delta / Theta3,1024
|
| 0 |
0% |
0,35 |
1,05 |
0 |
1,50 |
0 |
0% |
0 |
0,15 |
0 |
SABR Call 1,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloSABR|20260821|1.50C
Delta0,9668
Vol. Impl.2,1915
Denaro0,35
Gamma0,1467
Teoretico0,72
Lettera1,05
Theta-0,004
Valore Intrinseco0,715
Volume0
Vega0,0002
Valore Tempo-0,715
Open Interest10
Rho0,0001
Delta / Theta-242,0918
SABR Put 1,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloSABR|20260821|1.50P
Delta-0,1301
Vol. Impl.4,0616
Denaro0
Gamma0,2245
Teoretico0,075
Lettera0,15
Theta-0,025
Valore Intrinseco-0,715
Volume0
Vega0,0005
Valore Tempo0,715
Open Interest287
Rho0
Delta / Theta5,1951
|
| 0,24 |
0,24% |
0,2 |
0,3 |
40 |
2,00 |
0 |
0% |
0 |
0,1 |
0 |
SABR Call 2,00
Scad.: 21.08.2026
Ultimo: 0,24
Var.: 0,24%
SimboloSABR|20260821|2.00C
Delta0,7896
Vol. Impl.1,3064
Denaro0,2
Gamma0,9567
Teoretico0,25
Lettera0,3
Theta-0,0102
Valore Intrinseco0,215
Volume40
Vega0,0007
Valore Tempo0,025
Open Interest1.969
Rho0,0001
Delta / Theta-77,7399
SABR Put 2,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloSABR|20260821|2.00P
Delta-0,2327
Vol. Impl.1,4677
Denaro0
Gamma0,8972
Teoretico0,05
Lettera0,1
Theta-0,0133
Valore Intrinseco-0,215
Volume0
Vega0,0007
Valore Tempo0,215
Open Interest98
Rho-0,0001
Delta / Theta17,5645
|
|
2,215 |
Prezzo @ 17.08.2026 14:03 GMT |
| 0 |
0% |
0 |
0,05 |
0 |
2,50 |
0 |
0% |
0,1 |
0,45 |
0 |
SABR Call 2,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloSABR|20260821|2.50C
Delta0,1773
Vol. Impl.1,1904
Denaro0
Gamma0,9418
Teoretico0,025
Lettera0,05
Theta-0,0088
Valore Intrinseco-0,285
Volume0
Vega0,0006
Valore Tempo0,285
Open Interest775
Rho0
Delta / Theta-20,2137
SABR Put 2,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloSABR|20260821|2.50P
Delta-0,9847
Vol. Impl.0,5207
Denaro0,1
Gamma0,2734
Teoretico0,29
Lettera0,45
Theta-0,0016
Valore Intrinseco0,285
Volume0
Vega0,0001
Valore Tempo-0,285
Open Interest37
Rho-0,0003
Delta / Theta615,5565
|
| 0 |
0% |
0 |
0,05 |
0 |
3,00 |
0 |
0% |
0,45 |
1,15 |
0 |
SABR Call 3,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloSABR|20260821|3.00C
Delta0,1115
Vol. Impl.2,1898
Denaro0
Gamma0,3739
Teoretico0,025
Lettera0,05
Theta-0,0119
Valore Intrinseco-0,785
Volume0
Vega0,0004
Valore Tempo0,785
Open Interest57
Rho0
Delta / Theta-9,3522
SABR Put 3,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloSABR|20260821|3.00P
Delta-0,9342
Vol. Impl.1,801
Denaro0,45
Gamma0,2975
Teoretico0,8
Lettera1,15
Theta-0,0075
Valore Intrinseco0,785
Volume0
Vega0,0003
Valore Tempo-0,785
Open Interest10
Rho-0,0003
Delta / Theta124,8933
|
| 0 |
0% |
0 |
0,2 |
0 |
3,50 |
0 |
0% |
0,95 |
1,65 |
0 |
SABR Call 3,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloSABR|20260821|3.50C
Delta0,2143
Vol. Impl.4,3199
Denaro0
Gamma0,291
Teoretico0,1
Lettera0,2
Theta-0,0363
Valore Intrinseco-1,285
Volume0
Vega0,0007
Valore Tempo1,285
Open Interest3
Rho0
Delta / Theta-5,9124
SABR Put 3,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloSABR|20260821|3.50P
Delta-0,9476
Vol. Impl.2,4753
Denaro0,95
Gamma0,1794
Teoretico1,3
Lettera1,65
Theta-0,0084
Valore Intrinseco1,285
Volume0
Vega0,0002
Valore Tempo-1,285
Open Interest0
Rho-0,0004
Delta / Theta113,4685
|