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Price only Auto-Matching  Delayed 15 minutes  03 Mar 2021  As of  09:44:31
Trading date: 03 Mar 2021  TFEX Thailand Equity Index Market Status: Pre-Morning
OI Volume Theta Vega Gamma Delta IV Bid Ask Last Strike Price Last Ask Bid IV Delta Gamma Vega Theta Volume OI
SET50 Index Options Call           SET50 Index Options Put        
Mar21  
OI Volume Theta Vega Gamma Delta IV Bid Ask Last Strike Last Ask Bid IV Delta Gamma Vega Theta Volume OI
- - 0.0482 0.0000 0.0000 0.9983 0.0000 220.0 320.0 - 650 - 0.3 0.1 54.7588 0.0000 0.0000 0.0000 0.0000 - 5,549
5 - 0.0478 0.0000 0.0000 0.9983 0.0000 195.0 295.0 - 675 - 0.3 - 49.6656 0.0000 0.0000 0.0000 0.0000 - 2,940
36 - 0.0474 0.0001 0.0000 0.9983 0.0000 170.0 270.0 - 700 - 0.4 0.1 46.3918 0.0000 0.0000 0.0001 0.0000 - 4,886
106 - 0.0468 0.0007 0.0000 0.9982 0.0000 145.0 245.0 - 725 - 0.5 0.2 35.1816 -0.0001 0.0000 0.0007 -0.0003 - 2,276
96 - 0.0450 0.0041 0.0000 0.9979 0.0000 125.0 220.0 - 750 - 0.6 0.4 36.6032 -0.0004 0.0000 0.0041 -0.0018 - 2,190
200 - 0.0384 0.0180 0.0001 0.9961 0.0000 95.0 195.0 - 775 - 0.8 0.6 33.8197 -0.0022 0.0001 0.0180 -0.0080 - 3,863
174 - 0.0190 0.0610 0.0004 0.9897 0.0000 100.0 170.0 - 800 - 1.2 0.8 30.9527 -0.0086 0.0004 0.0610 -0.0272 - 8,101
271 - -0.0263 0.1614 0.0010 0.9715 0.0000 76.7 132.2 - 825 - 1.8 0.6 28.5570 -0.0268 0.0010 0.1614 -0.0721 - 4,282
338 - -0.1075 0.3415 0.0020 0.9303 0.0000 54.0 110.1 - 850 - 3.0 2.6 27.3092 -0.0680 0.0020 0.3415 -0.1529 - 5,596
421 - -0.2195 0.5882 0.0035 0.8550 0.0000 57.6 61.5 - 875 - 5.6 4.9 25.3513 -0.1433 0.0035 0.5882 -0.2646 - 6,360
1,256 - -0.3348 0.8387 0.0050 0.7412 8.7924 37.9 40.7 - 900 - 9.9 9.0 24.1579 -0.2570 0.0050 0.8387 -0.3795 - 5,280
2,203 - -0.4145 1.0051 0.0060 0.5972 14.1731 21.1 22.4 - 925 - 17.6 16.6 23.0237 -0.4011 0.0060 1.0051 -0.4589 - 2,266
3,650 - -0.4308 1.0262 0.0062 0.4425 15.0860 10.1 10.7 - 950 - 31.9 29.2 24.8581 -0.5558 0.0062 1.0262 -0.4748 - 1,496
3,482 - -0.3834 0.9037 0.0054 0.2996 16.5481 4.6 5.3 - 975 - 51.2 47.5 27.4175 -0.6987 0.0054 0.9037 -0.4271 - 811
7,891 - -0.2965 0.6941 0.0042 0.1849 17.7030 1.9 2.2 - 1,000 - 74.5 69.0 27.1985 -0.8134 0.0042 0.6941 -0.3399 - 245
4,430 - -0.2016 0.4697 0.0028 0.1040 18.5836 0.7 2.0 - 1,025 - 131.2 70.7 34.6705 -0.8943 0.0028 0.4697 -0.2446 - 110
5,141 - -0.1217 0.2827 0.0017 0.0534 20.4250 0.5 1.5 - 1,050 - 155.1 89.8 36.1908 -0.9449 0.0017 0.2827 -0.1644 - 11
3,133 - -0.0659 0.1526 0.0009 0.0251 23.1616 0.3 0.5 - 1,075 - - 11.0 41.0397 -0.9732 0.0009 0.1526 -0.1082 - -
Apr21  
May21  
Jun21  
OI (Open Interest): During Day Session, Open Interest (OI) is the value as of the Night Session of previous day. During Night Session, Open Interest (OI) is the value as of the Afternoon Session of current day.
Volume: Include Block Trading Transaction
Theta: Options Price Sensitivity to Time Decay
Vega: Options Price Sensitivity to underlying's volatility
Gamma: Options Price Sensitivity to Delta
Delta: Options Price Sensitivity to underlying's price
IV (Implied Volatility): The volatility of the options price as implied by the market
Bid: The latest best bid price
Ask: The latest best ask price
Last: Last traded price
Strike: Strike price of options