| 0 |
0% |
24,7 |
27,8 |
0 |
17,50 |
0 |
0% |
0 |
2,15 |
0 |
VRNS Call 17,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|17.50C
Delta0,9594
Vol. Impl.3,649
Denaro24,7
Gamma0,0032
Teoretico26,25
Lettera27,8
Theta-0,11
Valore Intrinseco24,94
Volume0
Vega0,0065
Valore Tempo-24,94
Open Interest0
Rho0,0046
Delta / Theta-8,7218
VRNS Put 17,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|17.50P
Delta-0,0566
Vol. Impl.4,3005
Denaro0
Gamma0,0035
Teoretico1,08
Lettera2,15
Theta-0,1664
Valore Intrinseco-24,94
Volume0
Vega0,0085
Valore Tempo24,94
Open Interest0
Rho-0,001
Delta / Theta0,3404
|
| 0 |
0% |
22,3 |
25,3 |
0 |
20,00 |
0 |
0% |
0 |
2,15 |
0 |
VRNS Call 20,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|20.00C
Delta0,9507
Vol. Impl.3,237
Denaro22,3
Gamma0,0042
Teoretico23,8
Lettera25,3
Theta-0,1142
Valore Intrinseco22,44
Volume0
Vega0,0076
Valore Tempo-22,44
Open Interest0
Rho0,0052
Delta / Theta-8,3262
VRNS Put 20,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|20.00P
Delta-0,0658
Vol. Impl.3,7527
Denaro0
Gamma0,0046
Teoretico1,08
Lettera2,15
Theta-0,1633
Valore Intrinseco-22,44
Volume0
Vega0,0096
Valore Tempo22,44
Open Interest0
Rho-0,0011
Delta / Theta0,4032
|
| 0 |
0% |
19,8 |
22,8 |
0 |
22,50 |
0 |
0% |
0 |
2,15 |
0 |
VRNS Call 22,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|22.50C
Delta0,9431
Vol. Impl.2,8094
Denaro19,8
Gamma0,0054
Teoretico21,3
Lettera22,8
Theta-0,1112
Valore Intrinseco19,94
Volume0
Vega0,0086
Valore Tempo-19,94
Open Interest0
Rho0,0058
Delta / Theta-8,4777
VRNS Put 22,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|22.50P
Delta-0,0761
Vol. Impl.3,2732
Denaro0
Gamma0,0058
Teoretico1,08
Lettera2,15
Theta-0,1591
Valore Intrinseco-19,94
Volume0
Vega0,0107
Valore Tempo19,94
Open Interest0
Rho-0,0012
Delta / Theta0,4782
|
|
42,44 |
Prezzo @ 10.08.2026 20:13 GMT |
| 1,61 |
7,33% |
1,1 |
2,05 |
28 |
45,00 |
0 |
0% |
1,7 |
4,3 |
0 |
VRNS Call 45,00
Scad.: 21.08.2026
Ultimo: 1,61
Var.: 7,33%
SimboloVRNS|20260821|45.00C
Delta0,4068
Vol. Impl.0,7767
Denaro1,1
Gamma0,0667
Teoretico1,58
Lettera2,05
Theta-0,1042
Valore Intrinseco-2,56
Volume28
Vega0,0291
Valore Tempo4,17
Open Interest546
Rho0,0048
Delta / Theta-3,904
VRNS Put 45,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|45.00P
Delta-0,6228
Vol. Impl.0,6444
Denaro1,7
Gamma0,0789
Teoretico3
Lettera4,3
Theta-0,0809
Valore Intrinseco2,56
Volume0
Vega0,0284
Valore Tempo-2,56
Open Interest865
Rho-0,0075
Delta / Theta7,7014
|
| 0,35 |
-36,36% |
0 |
1 |
5 |
50,00 |
0 |
0% |
5,2 |
7,7 |
0 |
VRNS Call 50,00
Scad.: 21.08.2026
Ultimo: 0,35
Var.: -36,36%
SimboloVRNS|20260821|50.00C
Delta0,1655
Vol. Impl.0,8085
Denaro0
Gamma0,0411
Teoretico0,5
Lettera1
Theta-0,0691
Valore Intrinseco-7,56
Volume5
Vega0,0186
Valore Tempo7,91
Open Interest1.434
Rho0,002
Delta / Theta-2,3943
VRNS Put 50,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|50.00P
Delta-0,9798
Vol. Impl.0,4328
Denaro5,2
Gamma0,0159
Teoretico6,86
Lettera7,7
Theta-0,0055
Valore Intrinseco7,56
Volume0
Vega0,0035
Valore Tempo-7,56
Open Interest13
Rho-0,0044
Delta / Theta178,1067
|
| 0,28 |
0% |
0 |
0,25 |
1 |
55,00 |
0 |
0% |
9,9 |
12,3 |
0 |
VRNS Call 55,00
Scad.: 21.08.2026
Ultimo: 0,28
Var.: 0%
SimboloVRNS|20260821|55.00C
Delta0,0513
Vol. Impl.0,8168
Denaro0
Gamma0,0172
Teoretico0,13
Lettera0,25
Theta-0,0295
Valore Intrinseco-12,56
Volume1
Vega0,0079
Valore Tempo12,84
Open Interest2.428
Rho0,0006
Delta / Theta-1,7396
VRNS Put 55,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|55.00P
Delta-0,987
Vol. Impl.0,6584
Denaro9,9
Gamma0,007
Teoretico11,86
Lettera12,3
Theta-0,0059
Valore Intrinseco12,56
Volume0
Vega0,0024
Valore Tempo-12,56
Open Interest0
Rho-0,0039
Delta / Theta168,0896
|