| 0 |
0% |
22,9 |
27,1 |
0 |
22,50 |
0 |
0% |
0 |
1,15 |
0 |
VRNS Call 22,50
Scad.: 16.10.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20261016|22.50C
Delta0,9932
Vol. Impl.1,1698
Denaro22,9
Gamma0,0012
Teoretico25
Lettera27,1
Theta-0,0074
Valore Intrinseco25,06
Volume0
Vega0,0025
Valore Tempo-25,06
Open Interest0
Rho0,0169
Delta / Theta-134,659
VRNS Put 22,50
Scad.: 16.10.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20261016|22.50P
Delta-0,0456
Vol. Impl.1,8908
Denaro0
Gamma0,0039
Teoretico0,58
Lettera1,15
Theta-0,0422
Valore Intrinseco-25,06
Volume0
Vega0,0126
Valore Tempo25,06
Open Interest0
Rho-0,0019
Delta / Theta1,0799
|
| 0 |
0% |
20,5 |
24,2 |
0 |
25,00 |
0 |
0% |
0 |
0,75 |
0 |
VRNS Call 25,00
Scad.: 16.10.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20261016|25.00C
Delta0,9998
Vol. Impl.0,6745
Denaro20,5
Gamma0,0001
Teoretico22,47
Lettera24,2
Theta-0,0026
Valore Intrinseco22,56
Volume0
Vega0,0001
Valore Tempo-22,56
Open Interest0
Rho0,0191
Delta / Theta-384,2402
VRNS Put 25,00
Scad.: 16.10.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20261016|25.00P
Delta-0,04
Vol. Impl.1,5037
Denaro0
Gamma0,0044
Teoretico0,38
Lettera0,75
Theta-0,0302
Valore Intrinseco-22,56
Volume0
Vega0,0113
Valore Tempo22,56
Open Interest0
Rho-0,0016
Delta / Theta1,3258
|
| 17,6 |
0% |
17 |
18,1 |
10 |
30,00 |
0 |
0% |
0 |
1,15 |
0 |
VRNS Call 30,00
Scad.: 16.10.2026
Ultimo: 17,6
Var.: 0%
SimboloVRNS|20261016|30.00C
Delta0,984
Vol. Impl.0,8184
Denaro17
Gamma0,0037
Teoretico17,55
Lettera18,1
Theta-0,0106
Valore Intrinseco17,56
Volume10
Vega0,0053
Valore Tempo0,04
Open Interest0
Rho0,0223
Delta / Theta-92,8963
VRNS Put 30,00
Scad.: 16.10.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20261016|30.00P
Delta-0,0681
Vol. Impl.1,263
Denaro0
Gamma0,0079
Teoretico0,58
Lettera1,15
Theta-0,0386
Valore Intrinseco-17,56
Volume0
Vega0,0173
Valore Tempo17,56
Open Interest2
Rho-0,0027
Delta / Theta1,7655
|
|
47,56 |
Prezzo @ 18.09.2026 20:13 GMT |
| 1,95 |
8,33% |
1,1 |
2 |
136 |
50,00 |
0 |
0% |
3 |
6,1 |
0 |
VRNS Call 50,00
Scad.: 16.10.2026
Ultimo: 1,95
Var.: 8,33%
SimboloVRNS|20261016|50.00C
Delta0,3835
Vol. Impl.0,4716
Denaro1,1
Gamma0,0615
Teoretico1,55
Lettera2
Theta-0,044
Valore Intrinseco-2,44
Volume136
Vega0,0503
Valore Tempo4,39
Open Interest2.066
Rho0,0128
Delta / Theta-8,7117
VRNS Put 50,00
Scad.: 16.10.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20261016|50.00P
Delta-0,5933
Vol. Impl.0,5876
Denaro3
Gamma0,0506
Teoretico4,55
Lettera6,1
Theta-0,0508
Valore Intrinseco2,44
Volume0
Vega0,0509
Valore Tempo-2,44
Open Interest0
Rho-0,0203
Delta / Theta11,6865
|
| 1,1 |
0% |
0 |
1,1 |
72 |
55,00 |
0 |
0% |
6,4 |
9,5 |
0 |
VRNS Call 55,00
Scad.: 16.10.2026
Ultimo: 1,1
Var.: 0%
SimboloVRNS|20261016|55.00C
Delta0,1658
Vol. Impl.0,5062
Denaro0
Gamma0,0375
Teoretico0,55
Lettera1,1
Theta-0,0303
Valore Intrinseco-7,44
Volume72
Vega0,0327
Valore Tempo8,54
Open Interest12
Rho0,0056
Delta / Theta-5,4759
VRNS Put 55,00
Scad.: 16.10.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20261016|55.00P
Delta-0,8573
Vol. Impl.0,4783
Denaro6,4
Gamma0,0368
Teoretico7,95
Lettera9,5
Theta-0,0221
Valore Intrinseco7,44
Volume0
Vega0,0294
Valore Tempo-7,44
Open Interest0
Rho-0,0227
Delta / Theta38,7201
|
| 0 |
0% |
0 |
2,25 |
0 |
60,00 |
0 |
0% |
11,3 |
14,6 |
0 |
VRNS Call 60,00
Scad.: 16.10.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20261016|60.00C
Delta0,1979
Vol. Impl.0,8677
Denaro0
Gamma0,0244
Teoretico1,13
Lettera2,25
Theta-0,0574
Valore Intrinseco-12,44
Volume0
Vega0,0365
Valore Tempo12,44
Open Interest0
Rho0,0063
Delta / Theta-3,4472
VRNS Put 60,00
Scad.: 16.10.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20261016|60.00P
Delta-0,8879
Vol. Impl.0,6594
Denaro11,3
Gamma0,0225
Teoretico12,95
Lettera14,6
Theta-0,0261
Valore Intrinseco12,44
Volume0
Vega0,0249
Valore Tempo-12,44
Open Interest0
Rho-0,0248
Delta / Theta34,0713
|