0 |
0% |
12,5 |
17,5 |
0 |
51,00 |
0 |
0% |
0 |
5 |
0 |
SPXV Call 51,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|51.00C
Delta0,9787
Vol. Impl.0,4304
Denaro12,5
Gamma0,0059
Teoretico15
Lettera17,5
Theta-0,0127
Valore Intrinseco14,75
Volume0
Vega0,0102
Valore Tempo-14,75
Open Interest0
Rho0,0459
Delta / Theta-77,3123
SPXV Put 51,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|51.00P
Delta-0,1764
Vol. Impl.1,1092
Denaro0
Gamma0,0117
Teoretico2,5
Lettera5
Theta-0,0832
Valore Intrinseco-14,75
Volume0
Vega0,052
Valore Tempo14,75
Open Interest0
Rho-0,0119
Delta / Theta2,1214
|
0 |
0% |
11,5 |
16,5 |
0 |
52,00 |
0 |
0% |
0 |
5 |
0 |
SPXV Call 52,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|52.00C
Delta0,9783
Vol. Impl.0,3984
Denaro11,5
Gamma0,0065
Teoretico14
Lettera16,5
Theta-0,0124
Valore Intrinseco13,75
Volume0
Vega0,0104
Valore Tempo-13,75
Open Interest0
Rho0,0468
Delta / Theta-78,987
SPXV Put 52,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|52.00P
Delta-0,1844
Vol. Impl.1,0563
Denaro0
Gamma0,0126
Teoretico2,5
Lettera5
Theta-0,0813
Valore Intrinseco-13,75
Volume0
Vega0,0534
Valore Tempo13,75
Open Interest0
Rho-0,0123
Delta / Theta2,2671
|
0 |
0% |
10,5 |
15,5 |
0 |
53,00 |
0 |
0% |
0 |
5 |
0 |
SPXV Call 53,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|53.00C
Delta0,9779
Vol. Impl.0,367
Denaro10,5
Gamma0,0071
Teoretico13
Lettera15,5
Theta-0,0121
Valore Intrinseco12,75
Volume0
Vega0,0105
Valore Tempo-12,75
Open Interest0
Rho0,0478
Delta / Theta-80,7422
SPXV Put 53,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|53.00P
Delta-0,1929
Vol. Impl.1,0039
Denaro0
Gamma0,0136
Teoretico2,5
Lettera5
Theta-0,0794
Valore Intrinseco-12,75
Volume0
Vega0,0549
Valore Tempo12,75
Open Interest0
Rho-0,0127
Delta / Theta2,4303
|
|
65,75 |
Prezzo @ 17.12.2024 20:56 GMT |
0 |
0% |
0 |
2,6 |
0 |
66,00 |
0 |
0% |
0 |
5 |
0 |
SPXV Call 66,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|66.00C
Delta0,509
Vol. Impl.0,163
Denaro0
Gamma0,1221
Teoretico1,3
Lettera2,6
Theta-0,0232
Valore Intrinseco-0,25
Volume0
Vega0,08
Valore Tempo0,25
Open Interest0
Rho0,0299
Delta / Theta-21,9453
SPXV Put 66,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|66.00P
Delta-0,487
Vol. Impl.0,3094
Denaro0
Gamma0,0649
Teoretico2,5
Lettera5
Theta-0,0328
Valore Intrinseco0,25
Volume0
Vega0,0798
Valore Tempo-0,25
Open Interest0
Rho-0,0262
Delta / Theta14,8539
|
0 |
0% |
0 |
1,95 |
0 |
67,00 |
0 |
0% |
0 |
5 |
0 |
SPXV Call 67,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|67.00C
Delta0,3994
Vol. Impl.0,1762
Denaro0
Gamma0,1093
Teoretico0,98
Lettera1,95
Theta-0,0232
Valore Intrinseco-1,25
Volume0
Vega0,0775
Valore Tempo1,25
Open Interest0
Rho0,0235
Delta / Theta-17,1882
SPXV Put 67,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|67.00P
Delta-0,5773
Vol. Impl.0,2389
Denaro0
Gamma0,0832
Teoretico2,5
Lettera5
Theta-0,0236
Valore Intrinseco1,25
Volume0
Vega0,0782
Valore Tempo-1,25
Open Interest0
Rho-0,0291
Delta / Theta24,5005
|
0 |
0% |
0 |
1,2 |
0 |
68,00 |
0 |
0% |
0 |
5 |
0 |
SPXV Call 68,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|68.00C
Delta0,2896
Vol. Impl.0,1692
Denaro0
Gamma0,1008
Teoretico0,6
Lettera1,2
Theta-0,0194
Valore Intrinseco-2,25
Volume0
Vega0,0686
Valore Tempo2,25
Open Interest0
Rho0,0172
Delta / Theta-14,9425
SPXV Put 68,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSPXV|20250117|68.00P
Delta-0,7798
Vol. Impl.0,1433
Denaro0
Gamma0,1583
Teoretico2,5
Lettera5
Theta-0,0084
Valore Intrinseco2,25
Volume0
Vega0,0578
Valore Tempo-2,25
Open Interest0
Rho-0,0277
Delta / Theta92,2805
|