0 |
0% |
8,3 |
12,1 |
0 |
53,00 |
0 |
0% |
0 |
1,3 |
0 |
SPXN Call 53,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|53.00C
Delta0,9127
Vol. Impl.0,2865
Denaro8,3
Gamma0,0191
Teoretico10,2
Lettera12,1
Theta-0,0146
Valore Intrinseco10,33
Volume0
Vega0,046
Valore Tempo-10,33
Open Interest0
Rho0,101
Delta / Theta-62,6045
SPXN Put 53,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|53.00P
Delta-0,124
Vol. Impl.0,3414
Denaro0
Gamma0,0208
Teoretico0,65
Lettera1,3
Theta-0,0118
Valore Intrinseco-10,33
Volume0
Vega0,0593
Valore Tempo10,33
Open Interest0
Rho-0,0163
Delta / Theta10,5064
|
0 |
0% |
7,3 |
11,2 |
0 |
54,00 |
0 |
0% |
0 |
1,35 |
0 |
SPXN Call 54,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|54.00C
Delta0,8999
Vol. Impl.0,2707
Denaro7,3
Gamma0,0224
Teoretico9,25
Lettera11,2
Theta-0,015
Valore Intrinseco9,33
Volume0
Vega0,0509
Valore Tempo-9,33
Open Interest0
Rho0,1013
Delta / Theta-60,0629
SPXN Put 54,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|54.00P
Delta-0,1357
Vol. Impl.0,3188
Denaro0
Gamma0,0237
Teoretico0,68
Lettera1,35
Theta-0,0116
Valore Intrinseco-9,33
Volume0
Vega0,0631
Valore Tempo9,33
Open Interest0
Rho-0,0178
Delta / Theta11,6615
|
0 |
0% |
6,4 |
10,2 |
0 |
55,00 |
0 |
0% |
0 |
1,4 |
0 |
SPXN Call 55,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|55.00C
Delta0,8854
Vol. Impl.0,2538
Denaro6,4
Gamma0,0263
Teoretico8,3
Lettera10,2
Theta-0,0153
Valore Intrinseco8,33
Volume0
Vega0,0561
Valore Tempo-8,33
Open Interest0
Rho0,1014
Delta / Theta-57,9631
SPXN Put 55,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|55.00P
Delta-0,149
Vol. Impl.0,2957
Denaro0
Gamma0,0272
Teoretico0,7
Lettera1,4
Theta-0,0114
Valore Intrinseco-8,33
Volume0
Vega0,0672
Valore Tempo8,33
Open Interest0
Rho-0,0193
Delta / Theta13,0833
|
|
63,33 |
Prezzo @ 06.11.2024 21:06 GMT |
0 |
0% |
0 |
3 |
0 |
64,00 |
0 |
0% |
0,4 |
4,3 |
0 |
SPXN Call 64,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|64.00C
Delta0,4325
Vol. Impl.0,1695
Denaro0
Gamma0,0801
Teoretico1,5
Lettera3
Theta-0,0156
Valore Intrinseco-0,67
Volume0
Vega0,1139
Valore Tempo0,67
Open Interest0
Rho0,0551
Delta / Theta-27,6752
SPXN Put 64,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|64.00P
Delta-0,629
Vol. Impl.0,1428
Denaro0,4
Gamma0,0966
Teoretico2,35
Lettera4,3
Theta-0,0062
Valore Intrinseco0,67
Volume0
Vega0,106
Valore Tempo-0,67
Open Interest0
Rho-0,054
Delta / Theta100,7227
|
0 |
0% |
0 |
2,4 |
0 |
65,00 |
0 |
0% |
0,95 |
4,9 |
0 |
SPXN Call 65,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|65.00C
Delta0,3623
Vol. Impl.0,1751
Denaro0
Gamma0,0739
Teoretico1,2
Lettera2,4
Theta-0,0149
Valore Intrinseco-1,67
Volume0
Vega0,1086
Valore Tempo1,67
Open Interest0
Rho0,0462
Delta / Theta-24,3174
SPXN Put 65,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|65.00P
Delta-0,7746
Vol. Impl.0,1282
Denaro0,95
Gamma0,0862
Teoretico2,93
Lettera4,9
Theta-0,0037
Valore Intrinseco1,67
Volume0
Vega0,0801
Valore Tempo-1,67
Open Interest0
Rho-0,046
Delta / Theta211,7002
|
0 |
0% |
0 |
1,85 |
0 |
66,00 |
0 |
0% |
1,7 |
5,5 |
0 |
SPXN Call 66,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|66.00C
Delta0,2972
Vol. Impl.0,1772
Denaro0
Gamma0,0674
Teoretico0,92
Lettera1,85
Theta-0,0136
Valore Intrinseco-2,67
Volume0
Vega0,1003
Valore Tempo2,67
Open Interest0
Rho0,0381
Delta / Theta-21,8466
SPXN Put 66,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250117|66.00P
Delta-0,6161
Vol. Impl.0,3125
Denaro1,7
Gamma0,0434
Teoretico5,5
Lettera5,5
Theta-0,0176
Valore Intrinseco2,67
Volume0
Vega0,1096
Valore Tempo-2,67
Open Interest0
Rho-0,0665
Delta / Theta35,0954
|