| 0 |
0% |
22,9 |
27 |
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
Delta0,9776
Vol. Impl.3,034
Denaro22,9
Gamma0,0025
Teoretico24,95
Lettera27
Theta-0,0581
Valore Intrinseco24,76
Volume0
Vega0,0037
Valore Tempo-24,76
Open Interest0
Rho0,0045
Delta / Theta-16,827
VRNS Put 17,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|17.50P
Delta-0,0586
Vol. Impl.4,4442
Denaro0
Gamma0,0038
Teoretico1,08
Lettera2,15
Theta-0,1814
Valore Intrinseco-24,76
Volume0
Vega0,0082
Valore Tempo24,76
Open Interest0
Rho-0,0009
Delta / Theta0,3233
|
| 0 |
0% |
20,4 |
24,4 |
0 |
20,00 |
0 |
0% |
0 |
1,95 |
0 |
VRNS Call 20,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|20.00C
Delta0,9785
Vol. Impl.2,485
Denaro20,4
Gamma0,003
Teoretico22,4
Lettera24,4
Theta-0,0465
Valore Intrinseco22,26
Volume0
Vega0,0036
Valore Tempo-22,26
Open Interest0
Rho0,0052
Delta / Theta-21,039
VRNS Put 20,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|20.00P
Delta-0,065
Vol. Impl.3,7569
Denaro0
Gamma0,0048
Teoretico0,98
Lettera1,95
Theta-0,1661
Valore Intrinseco-22,26
Volume0
Vega0,0089
Valore Tempo22,26
Open Interest0
Rho-0,0009
Delta / Theta0,3913
|
| 0 |
0% |
17,9 |
22 |
0 |
22,50 |
0 |
0% |
0 |
1,95 |
0 |
VRNS Call 22,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|22.50C
Delta0,9702
Vol. Impl.2,2429
Denaro17,9
Gamma0,0043
Teoretico19,95
Lettera22
Theta-0,0551
Valore Intrinseco19,76
Volume0
Vega0,0047
Valore Tempo-19,76
Open Interest0
Rho0,0058
Delta / Theta-17,5941
VRNS Put 22,50
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|22.50P
Delta-0,0754
Vol. Impl.3,2634
Denaro0
Gamma0,0062
Teoretico0,98
Lettera1,95
Theta-0,1616
Valore Intrinseco-19,76
Volume0
Vega0,0099
Valore Tempo19,76
Open Interest0
Rho-0,001
Delta / Theta0,4662
|
|
42,26 |
Prezzo @ 11.08.2026 16:14 GMT |
| 1,61 |
0% |
0 |
2,55 |
0 |
45,00 |
0 |
0% |
1,45 |
5,7 |
0 |
VRNS Call 45,00
Scad.: 21.08.2026
Ultimo: 1,61
Var.: 0%
SimboloVRNS|20260821|45.00C
Delta0,3499
Vol. Impl.0,8343
Denaro0
Gamma0,0635
Teoretico1,28
Lettera2,55
Theta-0,1093
Valore Intrinseco-2,74
Volume0
Vega0,0259
Valore Tempo4,35
Open Interest566
Rho0,0037
Delta / Theta-3,2011
VRNS Put 45,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|45.00P
Delta-0,7001
Vol. Impl.0,6593
Denaro1,45
Gamma0,0757
Teoretico3,58
Lettera5,7
Theta-0,0774
Valore Intrinseco2,74
Volume0
Vega0,0243
Valore Tempo-2,74
Open Interest865
Rho-0,0073
Delta / Theta9,0458
|
| 0,35 |
0% |
0 |
1 |
0 |
50,00 |
0 |
0% |
5,9 |
10 |
0 |
VRNS Call 50,00
Scad.: 21.08.2026
Ultimo: 0,35
Var.: 0%
SimboloVRNS|20260821|50.00C
Delta0,1565
Vol. Impl.0,935
Denaro0
Gamma0,0367
Teoretico0,5
Lettera1
Theta-0,0789
Valore Intrinseco-7,74
Volume0
Vega0,0168
Valore Tempo8,09
Open Interest1.439
Rho0,0017
Delta / Theta-1,982
VRNS Put 50,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|50.00P
Delta-0,9116
Vol. Impl.0,7282
Denaro5,9
Gamma0,032
Teoretico7,95
Lettera10
Theta-0,0378
Valore Intrinseco7,74
Volume0
Vega0,0112
Valore Tempo-7,74
Open Interest13
Rho-0,008
Delta / Theta24,1434
|
| 0,28 |
0% |
0 |
0,3 |
0 |
55,00 |
0 |
0% |
10,7 |
14,8 |
0 |
VRNS Call 55,00
Scad.: 21.08.2026
Ultimo: 0,28
Var.: 0%
SimboloVRNS|20260821|55.00C
Delta0,056
Vol. Impl.0,9541
Denaro0
Gamma0,0169
Teoretico0,15
Lettera0,3
Theta-0,0378
Valore Intrinseco-12,74
Volume0
Vega0,0079
Valore Tempo13,02
Open Interest2.427
Rho0,0006
Delta / Theta-1,4799
VRNS Put 55,00
Scad.: 21.08.2026
Ultimo: 0
Var.: 0%
SimboloVRNS|20260821|55.00P
Delta-0,9869
Vol. Impl.0,7378
Denaro10,7
Gamma0,0068
Teoretico12,79
Lettera14,8
Theta-0,0069
Valore Intrinseco12,74
Volume0
Vega0,0023
Valore Tempo-12,74
Open Interest0
Rho-0,0041
Delta / Theta142,7394
|