4,25 |
0% |
6 |
6,35 |
0 |
1,00 |
0 |
0% |
0 |
0,02 |
0 |
SPXS Call 1,00
Scad.: 21.03.2025
Ultimo: 4,25
Var.: 0%
SimboloSPXS|20250321|1.00C
Delta0,995
Vol. Impl.6,7427
Denaro6
Gamma0,0022
Teoretico6,18
Lettera6,35
Theta-0,007
Valore Intrinseco6,14
Volume0
Vega0,0001
Valore Tempo-1,89
Open Interest3
Rho0,0002
Delta / Theta-141,7176
SPXS Put 1,00
Scad.: 21.03.2025
Ultimo: 0
Var.: 0%
SimboloSPXS|20250321|1.00P
Delta-0,0038
Vol. Impl.6,3935
Denaro0
Gamma0,0018
Teoretico0,01
Lettera0,02
Theta-0,0052
Valore Intrinseco-6,14
Volume0
Vega0,0001
Valore Tempo6,14
Open Interest0
Rho0
Delta / Theta0,7427
|
0 |
0% |
5 |
5,35 |
0 |
2,00 |
0 |
0% |
0 |
0,02 |
0 |
SPXS Call 2,00
Scad.: 21.03.2025
Ultimo: 0
Var.: 0%
SimboloSPXS|20250321|2.00C
Delta0,9922
Vol. Impl.4,3552
Denaro5
Gamma0,005
Teoretico5,18
Lettera5,35
Theta-0,0069
Valore Intrinseco5,14
Volume0
Vega0,0002
Valore Tempo-5,14
Open Interest0
Rho0,0004
Delta / Theta-144,7173
SPXS Put 2,00
Scad.: 21.03.2025
Ultimo: 0
Var.: 0%
SimboloSPXS|20250321|2.00P
Delta-0,0062
Vol. Impl.4,1667
Denaro0
Gamma0,0042
Teoretico0,01
Lettera0,02
Theta-0,0052
Valore Intrinseco-5,14
Volume0
Vega0,0002
Valore Tempo5,14
Open Interest0
Rho0
Delta / Theta1,2015
|
0 |
0% |
4,5 |
4,85 |
0 |
2,50 |
0 |
0% |
0 |
0,02 |
0 |
SPXS Call 2,50
Scad.: 21.03.2025
Ultimo: 0
Var.: 0%
SimboloSPXS|20250321|2.50C
Delta0,9907
Vol. Impl.3,6139
Denaro4,5
Gamma0,007
Teoretico4,68
Lettera4,85
Theta-0,0067
Valore Intrinseco4,64
Volume0
Vega0,0002
Valore Tempo-4,64
Open Interest0
Rho0,0005
Delta / Theta-148,2887
SPXS Put 2,50
Scad.: 21.03.2025
Ultimo: 0
Var.: 0%
SimboloSPXS|20250321|2.50P
Delta-0,0075
Vol. Impl.3,4716
Denaro0
Gamma0,006
Teoretico0,01
Lettera0,02
Theta-0,0051
Valore Intrinseco-4,64
Volume0
Vega0,0002
Valore Tempo4,64
Open Interest0
Rho0
Delta / Theta1,4756
|
|
7,14 |
Prezzo @ 14.03.2025 19:56 GMT |
0,15 |
-62,5% |
0,14 |
0,15 |
4.779 |
7,50 |
0,48 |
54,84% |
0,46 |
0,49 |
307 |
SPXS Call 7,50
Scad.: 21.03.2025
Ultimo: 0,15
Var.: -62,5%
SimboloSPXS|20250321|7.50C
Delta0,3416
Vol. Impl.0,6988
Denaro0,14
Gamma0,5291
Teoretico0,15
Lettera0,15
Theta-0,0185
Valore Intrinseco-0,36
Volume4.779
Vega0,0036
Valore Tempo0,51
Open Interest2.438
Rho0,0004
Delta / Theta-18,5004
SPXS Put 7,50
Scad.: 21.03.2025
Ultimo: 0,48
Var.: 54,84%
SimboloSPXS|20250321|7.50P
Delta-0,6555
Vol. Impl.0,714
Denaro0,46
Gamma0,5209
Teoretico0,48
Lettera0,49
Theta-0,0181
Valore Intrinseco0,36
Volume307
Vega0,0037
Valore Tempo0,12
Open Interest776
Rho-0,0008
Delta / Theta36,1491
|
0,07 |
-66,67% |
0,06 |
0,07 |
1.357 |
8,00 |
0,88 |
44,26% |
0,88 |
0,9 |
52 |
SPXS Call 8,00
Scad.: 21.03.2025
Ultimo: 0,07
Var.: -66,67%
SimboloSPXS|20250321|8.00C
Delta0,1741
Vol. Impl.0,7909
Denaro0,06
Gamma0,3272
Teoretico0,07
Lettera0,07
Theta-0,0146
Valore Intrinseco-0,86
Volume1.357
Vega0,0026
Valore Tempo0,93
Open Interest6.151
Rho0,0002
Delta / Theta-11,9655
SPXS Put 8,00
Scad.: 21.03.2025
Ultimo: 0,88
Var.: 44,26%
SimboloSPXS|20250321|8.00P
Delta-0,8491
Vol. Impl.0,7306
Denaro0,88
Gamma0,3254
Teoretico0,88
Lettera0,9
Theta-0,0115
Valore Intrinseco0,86
Volume52
Vega0,0023
Valore Tempo0,02
Open Interest156
Rho-0,001
Delta / Theta73,6711
|
0,04 |
-66,67% |
0,03 |
0,04 |
902 |
8,50 |
1,34 |
35,35% |
1,2 |
1,47 |
3 |
SPXS Call 8,50
Scad.: 21.03.2025
Ultimo: 0,04
Var.: -66,67%
SimboloSPXS|20250321|8.50C
Delta0,099
Vol. Impl.0,9058
Denaro0,03
Gamma0,1937
Teoretico0,04
Lettera0,04
Theta-0,0113
Valore Intrinseco-1,36
Volume902
Vega0,0017
Valore Tempo1,4
Open Interest1.061
Rho0,0001
Delta / Theta-8,7827
SPXS Put 8,50
Scad.: 21.03.2025
Ultimo: 1,34
Var.: 35,35%
SimboloSPXS|20250321|8.50P
Delta-0,8001
Vol. Impl.1,3252
Denaro1,2
Gamma0,2137
Teoretico1,47
Lettera1,47
Theta-0,0256
Valore Intrinseco1,36
Volume3
Vega0,0028
Valore Tempo-0,02
Open Interest151
Rho-0,0011
Delta / Theta31,2562
|