0 |
0% |
2,8 |
6,3 |
0 |
59,00 |
0 |
0% |
0 |
1,75 |
0 |
SPXN Call 59,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|59.00C
Delta0,7595
Vol. Impl.0,2483
Denaro2,8
Gamma0,0538
Teoretico4,55
Lettera6,3
Theta-0,0234
Valore Intrinseco4,33
Volume0
Vega0,0725
Valore Tempo-4,33
Open Interest0
Rho0,0597
Delta / Theta-32,5143
SPXN Put 59,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|59.00P
Delta-0,2446
Vol. Impl.0,2489
Denaro0
Gamma0,0546
Teoretico0,88
Lettera1,75
Theta-0,0159
Valore Intrinseco-4,33
Volume0
Vega0,0731
Valore Tempo4,33
Open Interest0
Rho-0,0197
Delta / Theta15,3452
|
0 |
0% |
1,85 |
5,4 |
0 |
60,00 |
0 |
0% |
0 |
2,1 |
0 |
SPXN Call 60,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|60.00C
Delta0,7194
Vol. Impl.0,2193
Denaro1,85
Gamma0,066
Teoretico3,62
Lettera5,4
Theta-0,0224
Valore Intrinseco3,33
Volume0
Vega0,0785
Valore Tempo-3,33
Open Interest0
Rho0,0576
Delta / Theta-32,1497
SPXN Put 60,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|60.00P
Delta-0,2956
Vol. Impl.0,2329
Denaro0
Gamma0,0644
Teoretico1,05
Lettera2,1
Theta-0,0161
Valore Intrinseco-3,33
Volume0
Vega0,0802
Valore Tempo3,33
Open Interest0
Rho-0,0231
Delta / Theta18,3541
|
0 |
0% |
1,05 |
4,6 |
0 |
61,00 |
0 |
0% |
0 |
2,45 |
0 |
SPXN Call 61,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|61.00C
Delta0,6574
Vol. Impl.0,2019
Denaro1,05
Gamma0,0782
Teoretico2,83
Lettera4,6
Theta-0,022
Valore Intrinseco2,33
Volume0
Vega0,0856
Valore Tempo-2,33
Open Interest0
Rho0,0533
Delta / Theta-29,8395
SPXN Put 61,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|61.00P
Delta-0,3555
Vol. Impl.0,2116
Denaro0
Gamma0,0767
Teoretico1,23
Lettera2,45
Theta-0,0153
Valore Intrinseco-2,33
Volume0
Vega0,0865
Valore Tempo2,33
Open Interest0
Rho-0,0271
Delta / Theta23,173
|
|
63,33 |
Prezzo @ 06.11.2024 21:06 GMT |
0 |
0% |
0 |
2,65 |
0 |
64,00 |
0 |
0% |
0,2 |
3,9 |
0 |
SPXN Call 64,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|64.00C
Delta0,4088
Vol. Impl.0,202
Denaro0
Gamma0,0826
Teoretico1,33
Lettera2,65
Theta-0,0211
Valore Intrinseco-0,67
Volume0
Vega0,0904
Valore Tempo0,67
Open Interest0
Rho0,0337
Delta / Theta-19,34
SPXN Put 64,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|64.00P
Delta-0,6937
Vol. Impl.0,1298
Denaro0,2
Gamma0,1454
Teoretico2,05
Lettera3,9
Theta-0,0065
Valore Intrinseco0,67
Volume0
Vega0,0794
Valore Tempo-0,67
Open Interest0
Rho-0,0373
Delta / Theta106,159
|
0 |
0% |
0 |
2 |
0 |
65,00 |
0 |
0% |
0,9 |
4,4 |
0 |
SPXN Call 65,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|65.00C
Delta0,3329
Vol. Impl.0,2036
Denaro0
Gamma0,0767
Teoretico1
Lettera2
Theta-0,0195
Valore Intrinseco-1,67
Volume0
Vega0,0846
Valore Tempo1,67
Open Interest0
Rho0,0276
Delta / Theta-17,0443
SPXN Put 65,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|65.00P
Delta-0,6029
Vol. Impl.0,3256
Denaro0,9
Gamma0,0519
Teoretico4,4
Lettera4,4
Theta-0,0243
Valore Intrinseco1,67
Volume0
Vega0,0893
Valore Tempo-1,67
Open Interest0
Rho-0,0434
Delta / Theta24,7734
|
0 |
0% |
0 |
0,5 |
0 |
66,00 |
0 |
0% |
1,75 |
5,2 |
0 |
SPXN Call 66,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|66.00C
Delta0,1577
Vol. Impl.0,1327
Denaro0
Gamma0,078
Teoretico0,25
Lettera0,5
Theta-0,0086
Valore Intrinseco-2,67
Volume0
Vega0,0561
Valore Tempo2,67
Open Interest0
Rho0,0134
Delta / Theta-18,3758
SPXN Put 66,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloSPXN|20241220|66.00P
Delta-0,6434
Vol. Impl.0,3408
Denaro1,75
Gamma0,0481
Teoretico5,2
Lettera5,2
Theta-0,0245
Valore Intrinseco2,67
Volume0
Vega0,0863
Valore Tempo-2,67
Open Interest0
Rho-0,0457
Delta / Theta26,3102
|