March 2024 | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call | Strike Price | Put | ||||||||||||||||||||
Series | OI (Contract) | Vol (Contract) | Theta | Vega | Gamma | Delta | IV | Bid | Offer | Last | Strike Price | Last | Bid | Offer | IV | Delta | Gamma | Vega | Theta | Vol (Contract) | OI (Contract) | Series |
S50H24C725
| 24 | - | 0.0254 | - | - | 0.9991 | 47.0847 | 118.2 | 120.7 | - | 725 | - | - | 0.2 | 37.9384 | - | - | - | - | - | 4,917 |
S50H24P725
|
S50H24C750
| 7 | - | 0.0237 | - | - | 0.9991 | 38.0442 | 93.1 | 95.3 | - | 750 | - | - | 0.4 | 30.5265 | - | - | - | - | - | 9,485 |
S50H24P750
|
S50H24C775
| 125 | - | 0.0219 | - | - | 0.9991 | 29.1169 | 68.9 | 70.2 | - | 775 | 0.1 | - | 0.1 | 23.1951 | - | - | - | - | 29 | 8,677 |
S50H24P775
|
S50H24C800
| 394 | 13 | 0.0189 | 0.0025 | 0.0001 | 0.9986 | - | 44.0 | 44.8 | 43.7 | 800 | 0.2 | 0.1 | 0.2 | 17.5461 | -0.0005 | 0.0001 | 0.0025 | -0.0014 | 49 | 14,443 |
S50H24P800
|
S50H24C825
| 2,911 | 111 | -0.0722 | 0.1671 | 0.0079 | 0.9392 | - | 20.0 | 20.7 | 20.3 | 825 | 0.9 | 0.9 | 1.0 | 13.1622 | -0.0600 | 0.0079 | 0.1671 | -0.0907 | 433 | 9,046 |
S50H24P825
|
S50H24C850
| 8,122 | 1,159 | -0.2901 | 0.5552 | 0.0262 | 0.4499 | 7.9187 | 3.5 | 3.7 | 3.5 | 850 | 9.1 | 9.1 | 9.2 | 14.3705 | -0.5492 | 0.0262 | 0.5552 | -0.3069 | 1,552 | 6,158 |
S50H24P850
|
S50H24C875
| 13,927 | 428 | -0.0636 | 0.1198 | 0.0057 | 0.0395 | 13.0136 | 0.5 | 0.6 | 0.6 | 875 | 32.0 | 30.5 | 31.5 | 25.9090 | -0.9596 | 0.0057 | 0.1198 | -0.0787 | 48 | 2,356 |
S50H24P875
|
S50H24C900
| 14,389 | 264 | -0.0011 | 0.0021 | 0.0001 | 0.0004 | 17.7115 | 0.1 | 0.2 | 0.2 | 900 | - | 55.6 | 56.3 | 21.5665 | -0.9987 | 0.0001 | 0.0021 | -0.0145 | - | 424 |
S50H24P900
|
S50H24C925
| 7,678 | 2 | - | - | - | - | 22.2564 | - | 0.1 | 0.1 | 925 | - | 80.0 | 81.7 | - | -0.9991 | - | - | -0.0117 | - | 131 |
S50H24P925
|
S50H24C950
| 4,415 | 2 | - | - | - | - | 28.1096 | - | 0.1 | 0.1 | 950 | - | 105.1 | 107.0 | - | -0.9991 | - | - | -0.0100 | - | 68 |
S50H24P950
|
S50H24C975
| 3,242 | - | - | - | - | - | 33.6707 | - | 0.2 | - | 975 | - | 130.5 | 134.6 | - | -0.9991 | - | - | -0.0083 | - | 30 |
S50H24P975
|
S50H24C1000
| 1,234 | - | - | - | - | - | 38.9814 | - | 0.1 | - | 1,000 | - | 100.0 | 200.0 | - | -0.9991 | - | - | -0.0065 | - | 20 |
S50H24P1000
|
S50H24C1025
| 971 | - | - | - | - | - | 44.0836 | - | 0.2 | - | 1,025 | - | - | - | - | -0.9991 | - | - | -0.0048 | - | - |
S50H24P1025
|
April 2024 | ||||||||||||||||||||||
May 2024 | ||||||||||||||||||||||
June 2024 |