| 37,1 |
0% |
37,15 |
41 |
0 |
47,50 |
0 |
0% |
0 |
0 |
0 |
SPMV Call 47,50
Scad.: 18.09.2026
Ultimo: 37,1
Var.: 0%
SimboloNEE|20260918|47.50C
Delta0,8897
Vol. Impl.2,6453
Denaro37,15
Gamma0,0016
Teoretico39,08
Lettera41
Theta-0,0389
Valore Intrinseco2,91
Volume0
Vega0,0852
Valore Tempo34,19
Open Interest9
Rho0,0465
Delta / Theta-22,8439
SPMV Put 47,50
Scad.: 02.09.2026
Ultimo: 0
Var.: 0%
Simbolo
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0
Theta0
Valore Intrinseco-2,91
Volume0
Vega0
Valore Tempo2,91
Open Interest0
Rho0
Delta / Theta0
|
| 31,46 |
0% |
35 |
39 |
0 |
50,00 |
0 |
0% |
0 |
0 |
0 |
SPMV Call 50,00
Scad.: 18.09.2026
Ultimo: 31,46
Var.: 0%
SimboloNEE|20260918|50.00C
Delta0,8682
Vol. Impl.2,4523
Denaro35
Gamma0,0019
Teoretico37
Lettera39
Theta-0,041
Valore Intrinseco0,41
Volume0
Vega0,0966
Valore Tempo31,05
Open Interest33
Rho0,0545
Delta / Theta-21,1785
SPMV Put 50,00
Scad.: 02.09.2026
Ultimo: 0
Var.: 0%
Simbolo
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0
Theta0
Valore Intrinseco-0,41
Volume0
Vega0
Valore Tempo0,41
Open Interest0
Rho0
Delta / Theta0
|
|
50,41 |
Prezzo @ 28.11.2025 19:57 GMT |
| 30,95 |
0% |
30,1 |
34,5 |
0 |
55,00 |
1,05 |
0% |
0,59 |
1,25 |
0 |
SPMV Call 55,00
Scad.: 18.09.2026
Ultimo: 30,95
Var.: 0%
SimboloNEE|20260918|55.00C
Delta0,8175
Vol. Impl.2,0862
Denaro30,1
Gamma0,0028
Teoretico32,3
Lettera34,5
Theta-0,0434
Valore Intrinseco-4,59
Volume0
Vega0,1198
Valore Tempo35,54
Open Interest29
Rho0,0717
Delta / Theta-18,8332
SPMV Put 55,00
Scad.: 18.09.2026
Ultimo: 1,05
Var.: 0%
SimboloNEE|20260918|55.00P
Delta0
Vol. Impl.0
Denaro0,59
Gamma0
Teoretico0
Lettera1,25
Theta0
Valore Intrinseco4,59
Volume0
Vega0
Valore Tempo-3,54
Open Interest401
Rho0
Delta / Theta0
|
| 29,1 |
0% |
28 |
32 |
0 |
57,50 |
0 |
0% |
0 |
0 |
0 |
SPMV Call 57,50
Scad.: 18.09.2026
Ultimo: 29,1
Var.: 0%
SimboloNEE|20260918|57.50C
Delta0,7911
Vol. Impl.1,9354
Denaro28
Gamma0,0033
Teoretico30
Lettera32
Theta-0,0438
Valore Intrinseco-7,09
Volume0
Vega0,13
Valore Tempo36,19
Open Interest92
Rho0,0795
Delta / Theta-18,0589
SPMV Put 57,50
Scad.: 02.09.2026
Ultimo: 0
Var.: 0%
Simbolo
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0
Theta0
Valore Intrinseco7,09
Volume0
Vega0
Valore Tempo-7,09
Open Interest0
Rho0
Delta / Theta0
|
| 20,92 |
0% |
19,5 |
23,15 |
0 |
67,50 |
0 |
0% |
0 |
0 |
0 |
SPMV Call 67,50
Scad.: 18.09.2026
Ultimo: 20,92
Var.: 0%
SimboloNEE|20260918|67.50C
Delta0,6772
Vol. Impl.1,4678
Denaro19,5
Gamma0,0054
Teoretico21,32
Lettera23,15
Theta-0,0418
Valore Intrinseco-17,09
Volume0
Vega0,1624
Valore Tempo38,01
Open Interest149
Rho0,1032
Delta / Theta-16,1827
SPMV Put 67,50
Scad.: 02.09.2026
Ultimo: 0
Var.: 0%
Simbolo
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0
Theta0
Valore Intrinseco17,09
Volume0
Vega0
Valore Tempo-17,09
Open Interest0
Rho0
Delta / Theta0
|
| 58,4 |
0% |
70 |
73,05 |
0 |
100,00 |
2,24 |
0% |
1,39 |
1,8 |
0 |
SPMV Call 100,00
Scad.: 18.09.2026
Ultimo: 58,4
Var.: 0%
SimboloMS|20260918|100.00C
Delta0
Vol. Impl.0
Denaro70
Gamma0
Teoretico0
Lettera73,05
Theta0
Valore Intrinseco-49,59
Volume0
Vega0
Valore Tempo107,99
Open Interest50
Rho0
Delta / Theta0
SPMV Put 100,00
Scad.: 18.09.2026
Ultimo: 2,24
Var.: 0%
SimboloMS|20260918|100.00P
Delta0
Vol. Impl.0
Denaro1,39
Gamma0
Teoretico0
Lettera1,8
Theta0
Valore Intrinseco49,59
Volume0
Vega0
Valore Tempo-47,35
Open Interest343
Rho0
Delta / Theta0
|
| 48,05 |
0% |
60,75 |
64,65 |
0 |
110,00 |
2,75 |
0% |
2,06 |
2,68 |
0 |
SPMV Call 110,00
Scad.: 18.09.2026
Ultimo: 48,05
Var.: 0%
SimboloMS|20260918|110.00C
Delta0
Vol. Impl.0
Denaro60,75
Gamma0
Teoretico0
Lettera64,65
Theta0
Valore Intrinseco-59,59
Volume0
Vega0
Valore Tempo107,64
Open Interest43
Rho0
Delta / Theta0
SPMV Put 110,00
Scad.: 18.09.2026
Ultimo: 2,75
Var.: 0%
SimboloMS|20260918|110.00P
Delta0
Vol. Impl.0
Denaro2,06
Gamma0
Teoretico0
Lettera2,68
Theta0
Valore Intrinseco59,59
Volume0
Vega0
Valore Tempo-56,84
Open Interest271
Rho0
Delta / Theta0
|
| 44,7 |
0% |
52 |
55,6 |
0 |
120,00 |
0 |
0% |
0 |
0 |
0 |
SPMV Call 120,00
Scad.: 18.09.2026
Ultimo: 44,7
Var.: 0%
SimboloMS|20260918|120.00C
Delta0
Vol. Impl.0
Denaro52
Gamma0
Teoretico0
Lettera55,6
Theta0
Valore Intrinseco-69,59
Volume0
Vega0
Valore Tempo114,29
Open Interest170
Rho0
Delta / Theta0
SPMV Put 120,00
Scad.: 02.09.2026
Ultimo: 0
Var.: 0%
Simbolo
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0
Theta0
Valore Intrinseco69,59
Volume0
Vega0
Valore Tempo-69,59
Open Interest0
Rho0
Delta / Theta0
|