0 |
0% |
35,1 |
40 |
0 |
55,00 |
0 |
0% |
0 |
4,95 |
0 |
IYR Call 55,00
Scad.: 27.12.2024
Ultimo: 0
Var.: 0%
SimboloIYR|20241227|55.00C
Delta0,9827
Vol. Impl.2,035
Denaro35,1
Gamma0,0018
Teoretico37,55
Lettera40
Theta-0,0844
Valore Intrinseco37,39
Volume0
Vega0,005
Valore Tempo-37,39
Open Interest0
Rho0,0063
Delta / Theta-11,6391
IYR Put 55,00
Scad.: 27.12.2024
Ultimo: 0
Var.: 0%
SimboloIYR|20241227|55.00P
Delta-0,0948
Vol. Impl.3,7862
Denaro0
Gamma0,0038
Teoretico2,48
Lettera4,95
Theta-0,6299
Valore Intrinseco-37,39
Volume0
Vega0,02
Valore Tempo37,39
Open Interest0
Rho-0,0017
Delta / Theta0,1504
|
0 |
0% |
30,1 |
35 |
0 |
60,00 |
0 |
0% |
0 |
4,95 |
0 |
IYR Call 60,00
Scad.: 27.12.2024
Ultimo: 0
Var.: 0%
SimboloIYR|20241227|60.00C
Delta0,98
Vol. Impl.1,7275
Denaro30,1
Gamma0,0023
Teoretico32,55
Lettera35
Theta-0,0815
Valore Intrinseco32,39
Volume0
Vega0,0057
Valore Tempo-32,39
Open Interest0
Rho0,0072
Delta / Theta-12,0318
IYR Put 60,00
Scad.: 27.12.2024
Ultimo: 0
Var.: 0%
SimboloIYR|20241227|60.00P
Delta-0,1086
Vol. Impl.3,2954
Denaro0
Gamma0,0048
Teoretico2,48
Lettera4,95
Theta-0,6055
Valore Intrinseco-32,39
Volume0
Vega0,0221
Valore Tempo32,39
Open Interest0
Rho-0,0019
Delta / Theta0,1794
|
0 |
0% |
25,25 |
30 |
0 |
65,00 |
0 |
0% |
0 |
4,95 |
0 |
IYR Call 65,00
Scad.: 27.12.2024
Ultimo: 0
Var.: 0%
SimboloIYR|20241227|65.00C
Delta0,9693
Vol. Impl.1,5446
Denaro25,25
Gamma0,0038
Teoretico27,63
Lettera30
Theta-0,1052
Valore Intrinseco27,39
Volume0
Vega0,0081
Valore Tempo-27,39
Open Interest0
Rho0,0085
Delta / Theta-9,2101
IYR Put 65,00
Scad.: 27.12.2024
Ultimo: 0
Var.: 0%
SimboloIYR|20241227|65.00P
Delta-0,1253
Vol. Impl.2,8386
Denaro0
Gamma0,0061
Teoretico2,47
Lettera4,95
Theta-0,5768
Valore Intrinseco-27,39
Volume0
Vega0,0244
Valore Tempo27,39
Open Interest0
Rho-0,0021
Delta / Theta0,2171
|
|
92,39 |
Prezzo @ 21.12.2024 20:36 GMT |
0,9 |
0% |
0 |
4,95 |
0 |
92,50 |
1,15 |
0% |
0 |
5 |
0 |
IYR Call 92,50
Scad.: 27.12.2024
Ultimo: 0,9
Var.: 0%
SimboloIYR|20241227|92.50C
Delta0,5079
Vol. Impl.0,533
Denaro0
Gamma0,0632
Teoretico2,48
Lettera4,95
Theta-0,2114
Valore Intrinseco-0,11
Volume0
Vega0,0472
Valore Tempo1,01
Open Interest2
Rho0,0073
Delta / Theta-2,4025
IYR Put 92,50
Scad.: 27.12.2024
Ultimo: 1,15
Var.: 0%
SimboloIYR|20241227|92.50P
Delta-0,4924
Vol. Impl.0,5196
Denaro0
Gamma0,0648
Teoretico2,5
Lettera5
Theta-0,2025
Valore Intrinseco0,11
Volume0
Vega0,0472
Valore Tempo1,04
Open Interest15
Rho-0,0069
Delta / Theta2,4312
|
0,74 |
2,78% |
0,05 |
4,95 |
1.877 |
93,00 |
0,62 |
-65,75% |
0,1 |
4,5 |
25 |
IYR Call 93,00
Scad.: 27.12.2024
Ultimo: 0,74
Var.: 2,78%
SimboloIYR|20241227|93.00C
Delta0,4132
Vol. Impl.0,2123
Denaro0,05
Gamma0,1548
Teoretico0,74
Lettera4,95
Theta-0,0831
Valore Intrinseco-0,61
Volume1.877
Vega0,0461
Valore Tempo1,35
Open Interest5
Rho0,0062
Delta / Theta-4,9712
IYR Put 93,00
Scad.: 27.12.2024
Ultimo: 0,62
Var.: -65,75%
SimboloIYR|20241227|93.00P
Delta-0,9138
Vol. Impl.0,0399
Denaro0,1
Gamma0,5149
Teoretico0,62
Lettera4,5
Theta-0,0044
Valore Intrinseco0,61
Volume25
Vega0,018
Valore Tempo0,01
Open Interest53
Rho-0,006
Delta / Theta205,6784
|
0,68 |
41,67% |
0,05 |
4,95 |
7 |
93,50 |
0,93 |
0% |
0,1 |
5 |
0 |
IYR Call 93,50
Scad.: 27.12.2024
Ultimo: 0,68
Var.: 41,67%
SimboloIYR|20241227|93.50C
Delta0,3577
Vol. Impl.0,2403
Denaro0,05
Gamma0,1311
Teoretico0,68
Lettera4,95
Theta-0,0898
Valore Intrinseco-1,11
Volume7
Vega0,0442
Valore Tempo1,79
Open Interest1
Rho0,0053
Delta / Theta-3,9822
IYR Put 93,50
Scad.: 27.12.2024
Ultimo: 0,93
Var.: 0%
SimboloIYR|20241227|93.50P
Delta-0,5775
Vol. Impl.0,412
Denaro0,1
Gamma0,0803
Teoretico2,55
Lettera5
Theta-0,1569
Valore Intrinseco1,11
Volume0
Vega0,0463
Valore Tempo-0,18
Open Interest21
Rho-0,0079
Delta / Theta3,6809
|