0 |
0% |
43 |
45,1 |
0 |
120,00 |
0 |
0% |
0 |
1,3 |
0 |
VPU Call 120,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloVPU|20250117|120.00C
Delta0,9765
Vol. Impl.0,5964
Denaro43
Gamma0,002
Teoretico44,05
Lettera45,1
Theta-0,0342
Valore Intrinseco43,59
Volume0
Vega0,0237
Valore Tempo-43,59
Open Interest0
Rho0,0856
Delta / Theta-28,5496
VPU Put 120,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloVPU|20250117|120.00P
Delta-0,0456
Vol. Impl.0,7213
Denaro0
Gamma0,003
Teoretico0,65
Lettera1,3
Theta-0,0563
Valore Intrinseco-43,59
Volume0
Vega0,0426
Valore Tempo43,59
Open Interest0
Rho-0,0056
Delta / Theta0,8105
|
0 |
0% |
38,2 |
40 |
0 |
125,00 |
0 |
0% |
0 |
1,35 |
0 |
VPU Call 125,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloVPU|20250117|125.00C
Delta0,9713
Vol. Impl.0,5411
Denaro38,2
Gamma0,0026
Teoretico39,1
Lettera40
Theta-0,0368
Valore Intrinseco38,59
Volume0
Vega0,0282
Valore Tempo-38,59
Open Interest0
Rho0,0886
Delta / Theta-26,3895
VPU Put 125,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloVPU|20250117|125.00P
Delta-0,052
Vol. Impl.0,6484
Denaro0
Gamma0,0037
Teoretico0,68
Lettera1,35
Theta-0,0561
Valore Intrinseco-38,59
Volume0
Vega0,0473
Valore Tempo38,59
Open Interest0
Rho-0,0063
Delta / Theta0,9268
|
0 |
0% |
33 |
35,2 |
0 |
130,00 |
0 |
0% |
0 |
1,35 |
0 |
VPU Call 130,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloVPU|20250117|130.00C
Delta0,9692
Vol. Impl.0,4687
Denaro33
Gamma0,0032
Teoretico34,1
Lettera35,2
Theta-0,0352
Valore Intrinseco33,59
Volume0
Vega0,03
Valore Tempo-33,59
Open Interest0
Rho0,0921
Delta / Theta-27,5365
VPU Put 130,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloVPU|20250117|130.00P
Delta-0,0582
Vol. Impl.0,5718
Denaro0
Gamma0,0046
Teoretico0,68
Lettera1,35
Theta-0,054
Valore Intrinseco-33,59
Volume0
Vega0,0518
Valore Tempo33,59
Open Interest0
Rho-0,007
Delta / Theta1,0787
|
|
163,59 |
Prezzo @ 21.12.2024 21:11 GMT |
2,5 |
0% |
2,3 |
3,6 |
0 |
165,00 |
3,5 |
0% |
2,5 |
4,3 |
1 |
VPU Call 165,00
Scad.: 17.01.2025
Ultimo: 2,5
Var.: 0%
SimboloVPU|20250117|165.00C
Delta0,4623
Vol. Impl.0,1935
Denaro2,3
Gamma0,0461
Teoretico2,95
Lettera3,6
Theta-0,0693
Valore Intrinseco-1,41
Volume0
Vega0,1765
Valore Tempo3,91
Open Interest1
Rho0,0538
Delta / Theta-6,6719
VPU Put 165,00
Scad.: 17.01.2025
Ultimo: 3,5
Var.: 0%
SimboloVPU|20250117|165.00P
Delta-0,5542
Vol. Impl.0,164
Denaro2,5
Gamma0,0549
Teoretico3,5
Lettera4,3
Theta-0,0468
Valore Intrinseco1,41
Volume1
Vega0,1752
Valore Tempo2,09
Open Interest6
Rho-0,0551
Delta / Theta11,8358
|
2 |
0% |
1,8 |
3 |
0 |
166,00 |
0 |
0% |
3,1 |
4,8 |
0 |
VPU Call 166,00
Scad.: 17.01.2025
Ultimo: 2
Var.: 0%
SimboloVPU|20250117|166.00C
Delta0,4129
Vol. Impl.0,1859
Denaro1,8
Gamma0,047
Teoretico2,4
Lettera3
Theta-0,065
Valore Intrinseco-2,41
Volume0
Vega0,1731
Valore Tempo4,41
Open Interest2
Rho0,0482
Delta / Theta-6,3522
VPU Put 166,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloVPU|20250117|166.00P
Delta-0,6156
Vol. Impl.0,1553
Denaro3,1
Gamma0,0563
Teoretico3,95
Lettera4,8
Theta-0,0418
Valore Intrinseco2,41
Volume0
Vega0,1691
Valore Tempo-2,41
Open Interest0
Rho-0,059
Delta / Theta14,7257
|
1,97 |
40,71% |
0,55 |
2,55 |
3 |
167,00 |
0 |
0% |
3,9 |
5,4 |
0 |
VPU Call 167,00
Scad.: 17.01.2025
Ultimo: 1,97
Var.: 40,71%
SimboloVPU|20250117|167.00C
Delta0,3645
Vol. Impl.0,1823
Denaro0,55
Gamma0,0463
Teoretico1,97
Lettera2,55
Theta-0,0612
Valore Intrinseco-3,41
Volume3
Vega0,167
Valore Tempo5,38
Open Interest1
Rho0,0427
Delta / Theta-5,9572
VPU Put 167,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloVPU|20250117|167.00P
Delta-0,6681
Vol. Impl.0,158
Denaro3,9
Gamma0,0528
Teoretico4,65
Lettera5,4
Theta-0,0398
Valore Intrinseco3,41
Volume0
Vega0,1603
Valore Tempo-3,41
Open Interest0
Rho-0,061
Delta / Theta16,7853
|