0 |
0% |
4,8 |
8,3 |
0 |
59,00 |
0 |
0% |
0 |
1 |
0 |
SPXN Call 59,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|59.00C
Delta0,9156
Vol. Impl.0,2675
Denaro4,8
Gamma0,031
Teoretico6,55
Lettera8,3
Theta-0,0193
Valore Intrinseco6,22
Volume0
Vega0,0289
Valore Tempo-6,22
Open Interest0
Rho0,0436
Delta / Theta-47,3782
SPXN Put 59,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|59.00P
Delta-0,1429
Vol. Impl.0,3504
Denaro0
Gamma0,0346
Teoretico0,5
Lettera1
Theta-0,0235
Valore Intrinseco-6,22
Volume0
Vega0,0421
Valore Tempo6,22
Open Interest0
Rho-0,0073
Delta / Theta6,0729
|
0 |
0% |
3,7 |
7,2 |
0 |
60,00 |
0 |
0% |
0 |
1 |
0 |
SPXN Call 60,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|60.00C
Delta0,9405
Vol. Impl.0,1955
Denaro3,7
Gamma0,0324
Teoretico5,45
Lettera7,2
Theta-0,014
Valore Intrinseco5,22
Volume0
Vega0,0221
Valore Tempo-5,22
Open Interest0
Rho0,0459
Delta / Theta-67,2923
SPXN Put 60,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|60.00P
Delta-0,158
Vol. Impl.0,3108
Denaro0
Gamma0,0417
Teoretico0,5
Lettera1
Theta-0,0221
Valore Intrinseco-5,22
Volume0
Vega0,045
Valore Tempo5,22
Open Interest0
Rho-0,008
Delta / Theta7,1334
|
0 |
0% |
2,85 |
6,4 |
0 |
61,00 |
0 |
0% |
0 |
1,05 |
0 |
SPXN Call 61,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|61.00C
Delta0,8724
Vol. Impl.0,2184
Denaro2,85
Gamma0,0512
Teoretico4,63
Lettera6,4
Theta-0,0205
Valore Intrinseco4,22
Volume0
Vega0,039
Valore Tempo-4,22
Open Interest0
Rho0,0429
Delta / Theta-42,4923
SPXN Put 61,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|61.00P
Delta-0,1813
Vol. Impl.0,2756
Denaro0
Gamma0,0514
Teoretico0,53
Lettera1,05
Theta-0,0213
Valore Intrinseco-4,22
Volume0
Vega0,0492
Valore Tempo4,22
Open Interest0
Rho-0,0091
Delta / Theta8,53
|
|
65,22 |
Prezzo @ 25.01.2025 21:06 GMT |
0 |
0% |
0 |
2,3 |
0 |
66,00 |
0 |
0% |
0 |
3 |
0 |
SPXN Call 66,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|66.00C
Delta0,4423
Vol. Impl.0,1925
Denaro0
Gamma0,1099
Teoretico1,15
Lettera2,3
Theta-0,027
Valore Intrinseco-0,78
Volume0
Vega0,0737
Valore Tempo0,78
Open Interest0
Rho0,0227
Delta / Theta-16,3794
SPXN Put 66,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|66.00P
Delta-0,5943
Vol. Impl.0,1511
Denaro0
Gamma0,1881
Teoretico1,5
Lettera3
Theta-0,0145
Valore Intrinseco0,78
Volume0
Vega0,0718
Valore Tempo-0,78
Open Interest0
Rho-0,024
Delta / Theta40,9076
|
0 |
0% |
0 |
1,55 |
0 |
67,00 |
0 |
0% |
0,2 |
3,7 |
0 |
SPXN Call 67,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|67.00C
Delta0,337
Vol. Impl.0,1913
Denaro0
Gamma0,1022
Teoretico0,78
Lettera1,55
Theta-0,0243
Valore Intrinseco-1,78
Volume0
Vega0,0682
Valore Tempo1,78
Open Interest0
Rho0,0174
Delta / Theta-13,862
SPXN Put 67,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|67.00P
Delta-0,831
Vol. Impl.0,1087
Denaro0,2
Gamma0,1324
Teoretico1,95
Lettera3,7
Theta-0,0051
Valore Intrinseco1,78
Volume0
Vega0,0445
Valore Tempo-1,78
Open Interest0
Rho-0,0202
Delta / Theta163,6886
|
0 |
0% |
0 |
0,3 |
0 |
68,00 |
0 |
0% |
1,15 |
4,7 |
0 |
SPXN Call 68,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|68.00C
Delta0,1331
Vol. Impl.0,1216
Denaro0
Gamma0,0946
Teoretico0,15
Lettera0,3
Theta-0,0092
Valore Intrinseco-2,78
Volume0
Vega0,0401
Valore Tempo2,78
Open Interest0
Rho0,007
Delta / Theta-14,507
SPXN Put 68,00
Scad.: 21.02.2025
Ultimo: 0
Var.: 0%
SimboloSPXN|20250221|68.00P
Delta-0,8853
Vol. Impl.0,1365
Denaro1,15
Gamma0,0809
Teoretico2,93
Lettera4,7
Theta-0,005
Valore Intrinseco2,78
Volume0
Vega0,0338
Valore Tempo-2,78
Open Interest0
Rho-0,0185
Delta / Theta178,3877
|