1.4 |
1.4% |
1.38 |
1.48 |
291 |
47.50 |
0.06 |
0.06% |
0.04 |
0.06 |
2,593 |
CSCO Call 47.50
Exp: May 17, 2024
Last: 1.4
Chg.: 1.4%
SymbolCSCO|20240517|47.50C
Delta0.9616
Imp Vol0.3123
Bid1.38
Gamma0.1042
Theoretical1.4
Ask1.48
Theta-0.0358
Intrinsic Value1.21
Volume291
Vega0.0021
Time Value0.19
Open Interest4,950
Rho0.0012
Delta / Theta-26.8654
CSCO Put 47.50
Exp: May 17, 2024
Last: 0.06
Chg.: 0.06%
SymbolCSCO|20240517|47.50P
Delta-0.1077
Imp Vol0.4483
Bid0.04
Gamma0.1614
Theoretical0.06
Ask0.06
Theta-0.1059
Intrinsic Value-1.21
Volume2,593
Vega0.0047
Time Value1.27
Open Interest9,865
Rho-0.0001
Delta / Theta1.0166
|
0.93 |
0.93% |
0.94 |
1.05 |
320 |
48.00 |
0.1 |
0.1% |
0.09 |
0.11 |
6,890 |
CSCO Call 48.00
Exp: May 17, 2024
Last: 0.93
Chg.: 0.93%
SymbolCSCO|20240517|48.00C
Delta0.8114
Imp Vol0.4011
Bid0.94
Gamma0.2631
Theoretical0.995
Ask1.05
Theta-0.1407
Intrinsic Value0.71
Volume320
Vega0.0069
Time Value0.22
Open Interest2,979
Rho0.0011
Delta / Theta-5.7666
CSCO Put 48.00
Exp: May 17, 2024
Last: 0.1
Chg.: 0.1%
SymbolCSCO|20240517|48.00P
Delta-0.1822
Imp Vol0.3904
Bid0.09
Gamma0.2647
Theoretical0.1
Ask0.11
Theta-0.1316
Intrinsic Value-0.71
Volume6,890
Vega0.0068
Time Value0.81
Open Interest7,221
Rho-0.0002
Delta / Theta1.3848
|
0.6 |
0.6% |
0.56 |
0.62 |
1,409 |
48.50 |
0.22 |
0.22% |
0.2 |
0.23 |
11,116 |
CSCO Call 48.50
Exp: May 17, 2024
Last: 0.6
Chg.: 0.6%
SymbolCSCO|20240517|48.50C
Delta0.6637
Imp Vol0.3685
Bid0.56
Gamma0.387
Theoretical0.6
Ask0.62
Theta-0.1738
Intrinsic Value0.21
Volume1,409
Vega0.0093
Time Value0.39
Open Interest4,204
Rho0.0009
Delta / Theta-3.8189
CSCO Put 48.50
Exp: May 17, 2024
Last: 0.22
Chg.: 0.22%
SymbolCSCO|20240517|48.50P
Delta-0.3396
Imp Vol0.3767
Bid0.2
Gamma0.3801
Theoretical0.22
Ask0.23
Theta-0.1756
Intrinsic Value-0.21
Volume11,116
Vega0.0094
Time Value0.43
Open Interest4,535
Rho-0.0004
Delta / Theta1.9339
|
|
48.71 |
Price @ May 16, 2024 03:03PM GMT |
0.31 |
0.31% |
0.3 |
0.31 |
6,627 |
49.00 |
0.44 |
0.44% |
0.41 |
0.44 |
5,978 |
CSCO Call 49.00
Exp: May 17, 2024
Last: 0.31
Chg.: 0.31%
SymbolCSCO|20240517|49.00C
Delta0.4546
Imp Vol0.3556
Bid0.3
Gamma0.4357
Theoretical0.31
Ask0.31
Theta-0.1815
Intrinsic Value-0.29
Volume6,627
Vega0.0101
Time Value0.6
Open Interest38,275
Rho0.0006
Delta / Theta-2.5045
CSCO Put 49.00
Exp: May 17, 2024
Last: 0.44
Chg.: 0.44%
SymbolCSCO|20240517|49.00P
Delta-0.5431
Imp Vol0.373
Bid0.41
Gamma0.4158
Theoretical0.44
Ask0.44
Theta-0.1878
Intrinsic Value0.29
Volume5,978
Vega0.0101
Time Value0.15
Open Interest4,249
Rho-0.0006
Delta / Theta2.8913
|
0.14 |
0.14% |
0.14 |
0.15 |
10,899 |
49.50 |
0.79 |
0.79% |
0.75 |
0.78 |
1,024 |
CSCO Call 49.50
Exp: May 17, 2024
Last: 0.14
Chg.: 0.14%
SymbolCSCO|20240517|49.50C
Delta0.2564
Imp Vol0.3582
Bid0.14
Gamma0.3514
Theoretical0.14
Ask0.15
Theta-0.1482
Intrinsic Value-0.79
Volume10,899
Vega0.0082
Time Value0.93
Open Interest10,758
Rho0.0003
Delta / Theta-1.7293
CSCO Put 49.50
Exp: May 17, 2024
Last: 0.79
Chg.: 0.79%
SymbolCSCO|20240517|49.50P
Delta-0.7351
Imp Vol0.3733
Bid0.75
Gamma0.3433
Theoretical0.765
Ask0.78
Theta-0.1545
Intrinsic Value0.79
Volume1,024
Vega0.0084
Time Value0
Open Interest3,165
Rho-0.0008
Delta / Theta4.7563
|
0.08 |
0.08% |
0.07 |
0.08 |
15,033 |
50.00 |
1.16 |
1.16% |
1.11 |
1.26 |
2,162 |
CSCO Call 50.00
Exp: May 17, 2024
Last: 0.08
Chg.: 0.08%
SymbolCSCO|20240517|50.00C
Delta0.1491
Imp Vol0.409
Bid0.07
Gamma0.2219
Theoretical0.08
Ask0.08
Theta-0.122
Intrinsic Value-1.29
Volume15,033
Vega0.0059
Time Value1.37
Open Interest33,048
Rho0.0002
Delta / Theta-1.2229
CSCO Put 50.00
Exp: May 17, 2024
Last: 1.16
Chg.: 1.16%
SymbolCSCO|20240517|50.00P
Delta-0.89
Imp Vol0.3487
Bid1.11
Gamma0.2114
Theoretical1.16
Ask1.26
Theta-0.0819
Intrinsic Value1.29
Volume2,162
Vega0.0048
Time Value-0.13
Open Interest11,331
Rho-0.0009
Delta / Theta10.872
|