| 0 |
0% |
39,55 |
44 |
0 |
45,00 |
0 |
0% |
0 |
0 |
0 |
SPMV Call 45,00
Scad.: 18.12.2026
Ultimo: 0
Var.: 0%
SimboloNEE|20261218|45.00C
Delta0,9167
Vol. Impl.2,5819
Denaro39,55
Gamma0,0011
Teoretico41,77
Lettera44
Theta-0,0271
Valore Intrinseco5,41
Volume0
Vega0,0794
Valore Tempo-5,41
Open Interest0
Rho0,0467
Delta / Theta-33,8827
SPMV Put 45,00
Scad.: 25.09.2026
Ultimo: 0
Var.: 0%
Simbolo
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0
Theta0
Valore Intrinseco-5,41
Volume0
Vega0
Valore Tempo5,41
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
37,5 |
41,5 |
0 |
47,50 |
0 |
0% |
0 |
0 |
0 |
SPMV Call 47,50
Scad.: 18.12.2026
Ultimo: 0
Var.: 0%
SimboloNEE|20261218|47.50C
Delta0,8939
Vol. Impl.2,3513
Denaro37,5
Gamma0,0015
Teoretico39,5
Lettera41,5
Theta-0,0295
Valore Intrinseco2,91
Volume0
Vega0,0948
Valore Tempo-2,91
Open Interest0
Rho0,0586
Delta / Theta-30,2969
SPMV Put 47,50
Scad.: 25.09.2026
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
|
| 36,82 |
0% |
35,05 |
39 |
0 |
50,00 |
0 |
0% |
0 |
0 |
0 |
SPMV Call 50,00
Scad.: 18.12.2026
Ultimo: 36,82
Var.: 0%
SimboloNEE|20261218|50.00C
Delta0,8687
Vol. Impl.2,1405
Denaro35,05
Gamma0,0019
Teoretico37,03
Lettera39
Theta-0,0313
Valore Intrinseco0,41
Volume0
Vega0,1103
Valore Tempo36,41
Open Interest1
Rho0,0713
Delta / Theta-27,7293
SPMV Put 50,00
Scad.: 25.09.2026
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 |
| 29,1 |
0% |
30,55 |
34,5 |
0 |
55,00 |
0 |
0% |
0 |
0 |
0 |
SPMV Call 55,00
Scad.: 18.12.2026
Ultimo: 29,1
Var.: 0%
SimboloNEE|20261218|55.00C
Delta0,8201
Vol. Impl.1,8345
Denaro30,55
Gamma0,0028
Teoretico32,52
Lettera34,5
Theta-0,0332
Valore Intrinseco-4,59
Volume0
Vega0,1358
Valore Tempo33,69
Open Interest1
Rho0,093
Delta / Theta-24,689
SPMV Put 55,00
Scad.: 25.09.2026
Ultimo: 0
Var.: 0%
Simbolo
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0
Theta0
Valore Intrinseco4,59
Volume0
Vega0
Valore Tempo-4,59
Open Interest0
Rho0
Delta / Theta0
|
| 27,54 |
0% |
27,3 |
29,6 |
0 |
60,00 |
0 |
0% |
0 |
0 |
0 |
SPMV Call 60,00
Scad.: 18.12.2026
Ultimo: 27,54
Var.: 0%
SimboloNEE|20261218|60.00C
Delta0,7722
Vol. Impl.1,6128
Denaro27,3
Gamma0,0036
Teoretico28,45
Lettera29,6
Theta-0,0338
Valore Intrinseco-9,59
Volume0
Vega0,1564
Valore Tempo37,13
Open Interest6
Rho0,1105
Delta / Theta-22,8538
SPMV Put 60,00
Scad.: 25.09.2026
Ultimo: 0
Var.: 0%
Simbolo
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0
Theta0
Valore Intrinseco9,59
Volume0
Vega0
Valore Tempo-9,59
Open Interest0
Rho0
Delta / Theta0
|
| 20,25 |
2,32% |
20,3 |
20,85 |
6 |
70,00 |
3,7 |
0% |
1,62 |
4 |
0 |
SPMV Call 70,00
Scad.: 18.12.2026
Ultimo: 20,25
Var.: 2,32%
SimboloNEE|20261218|70.00C
Delta0,6643
Vol. Impl.1,2622
Denaro20,3
Gamma0,0056
Teoretico20,57
Lettera20,85
Theta-0,0322
Valore Intrinseco-19,59
Volume6
Vega0,1888
Valore Tempo39,84
Open Interest30
Rho0,1362
Delta / Theta-20,6183
SPMV Put 70,00
Scad.: 18.12.2026
Ultimo: 3,7
Var.: 0%
SimboloNEE|20261218|70.00P
Delta0
Vol. Impl.0
Denaro1,62
Gamma0
Teoretico0
Lettera4
Theta0
Valore Intrinseco19,59
Volume0
Vega0
Valore Tempo-15,89
Open Interest1.271
Rho0
Delta / Theta0
|
| 68,9 |
0% |
70,5 |
74,15 |
0 |
100,00 |
0 |
0% |
0 |
0 |
0 |
SPMV Call 100,00
Scad.: 18.12.2026
Ultimo: 68,9
Var.: 0%
SimboloMS|20261218|100.00C
Delta0
Vol. Impl.0
Denaro70,5
Gamma0
Teoretico0
Lettera74,15
Theta0
Valore Intrinseco-49,59
Volume0
Vega0
Valore Tempo118,49
Open Interest190
Rho0
Delta / Theta0
SPMV Put 100,00
Scad.: 25.09.2026
Ultimo: 0
Var.: 0%
Simbolo
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0
Theta0
Valore Intrinseco49,59
Volume0
Vega0
Valore Tempo-49,59
Open Interest0
Rho0
Delta / Theta0
|
| 64,95 |
0% |
66 |
69,65 |
0 |
105,00 |
2,83 |
0% |
2,43 |
2,78 |
0 |
SPMV Call 105,00
Scad.: 18.12.2026
Ultimo: 64,95
Var.: 0%
SimboloMS|20261218|105.00C
Delta0
Vol. Impl.0
Denaro66
Gamma0
Teoretico0
Lettera69,65
Theta0
Valore Intrinseco-54,59
Volume0
Vega0
Valore Tempo119,54
Open Interest260
Rho0
Delta / Theta0
SPMV Put 105,00
Scad.: 18.12.2026
Ultimo: 2,83
Var.: 0%
SimboloMS|20261218|105.00P
Delta0
Vol. Impl.0
Denaro2,43
Gamma0
Teoretico0
Lettera2,78
Theta0
Valore Intrinseco54,59
Volume0
Vega0
Valore Tempo-51,76
Open Interest390
Rho0
Delta / Theta0
|
| 57 |
0% |
61,5 |
65,25 |
0 |
110,00 |
3,15 |
0% |
2,8 |
3,65 |
0 |
SPMV Call 110,00
Scad.: 18.12.2026
Ultimo: 57
Var.: 0%
SimboloMS|20261218|110.00C
Delta0
Vol. Impl.0
Denaro61,5
Gamma0
Teoretico0
Lettera65,25
Theta0
Valore Intrinseco-59,59
Volume0
Vega0
Valore Tempo116,59
Open Interest251
Rho0
Delta / Theta0
SPMV Put 110,00
Scad.: 18.12.2026
Ultimo: 3,15
Var.: 0%
SimboloMS|20261218|110.00P
Delta0
Vol. Impl.0
Denaro2,8
Gamma0
Teoretico0
Lettera3,65
Theta0
Valore Intrinseco59,59
Volume0
Vega0
Valore Tempo-56,44
Open Interest1.675
Rho0
Delta / Theta0
|