2.42 |
2.42% |
2.23 |
2.66 |
4,471 |
87.00 |
0.04 |
0.04% |
0.03 |
0.05 |
4,206 |
BABA Call 87.00
Exp: May 17, 2024
Last: 2.42
Chg.: 2.42%
SymbolBABA|20240517|87.00C
Delta0.837
Imp Vol0.5494
Bid2.23
Gamma0.0964
Theoretical2.66
Ask2.66
Theta-0.3206
Intrinsic Value2.92
Volume4,471
Vega0.0114
Time Value-0.5
Open Interest5,047
Rho0.0019
Delta / Theta-2.6103
BABA Put 87.00
Exp: May 17, 2024
Last: 0.04
Chg.: 0.04%
SymbolBABA|20240517|87.00P
Delta-0.0584
Imp Vol0.3411
Bid0.03
Gamma0.0736
Theoretical0.04
Ask0.05
Theta-0.0937
Intrinsic Value-2.92
Volume4,206
Vega0.0054
Time Value2.96
Open Interest2,094
Rho-0.0001
Delta / Theta0.6237
|
1.65 |
1.65% |
1.5 |
1.66 |
9,110 |
88.00 |
0.12 |
0.12% |
0.11 |
0.14 |
6,127 |
BABA Call 88.00
Exp: May 17, 2024
Last: 1.65
Chg.: 1.65%
SymbolBABA|20240517|88.00C
Delta0.7924
Imp Vol0.3873
Bid1.5
Gamma0.159
Theoretical1.65
Ask1.66
Theta-0.2631
Intrinsic Value1.92
Volume9,110
Vega0.0133
Time Value-0.27
Open Interest3,992
Rho0.0019
Delta / Theta-3.0121
BABA Put 88.00
Exp: May 17, 2024
Last: 0.12
Chg.: 0.12%
SymbolBABA|20240517|88.00P
Delta-0.1568
Imp Vol0.312
Bid0.11
Gamma0.1656
Theoretical0.12
Ask0.14
Theta-0.1763
Intrinsic Value-1.92
Volume6,127
Vega0.0112
Time Value2.04
Open Interest393
Rho-0.0004
Delta / Theta0.8897
|
0.83 |
0.83% |
0.81 |
0.88 |
17,003 |
89.00 |
0.39 |
0.39% |
0.4 |
0.43 |
2,503 |
BABA Call 89.00
Exp: May 17, 2024
Last: 0.83
Chg.: 0.83%
SymbolBABA|20240517|89.00C
Delta0.6203
Imp Vol0.3166
Bid0.81
Gamma0.2587
Theoretical0.83
Ask0.88
Theta-0.2856
Intrinsic Value0.92
Volume17,003
Vega0.0177
Time Value-0.09
Open Interest2,883
Rho0.0015
Delta / Theta-2.1719
BABA Put 89.00
Exp: May 17, 2024
Last: 0.39
Chg.: 0.39%
SymbolBABA|20240517|89.00P
Delta-0.384
Imp Vol0.3292
Bid0.4
Gamma0.2497
Theoretical0.415
Ask0.43
Theta-0.2955
Intrinsic Value-0.92
Volume2,503
Vega0.0177
Time Value1.31
Open Interest90
Rho-0.0008
Delta / Theta1.2993
|
|
89.92 |
Price @ May 17, 2024 02:52PM GMT |
0.44 |
0.44% |
0.41 |
0.46 |
28,783 |
90.00 |
0.94 |
0.94% |
0.88 |
1.05 |
1,929 |
BABA Call 90.00
Exp: May 17, 2024
Last: 0.44
Chg.: 0.44%
SymbolBABA|20240517|90.00C
Delta0.3752
Imp Vol0.3683
Bid0.41
Gamma0.2216
Theoretical0.44
Ask0.46
Theta-0.3301
Intrinsic Value-0.08
Volume28,783
Vega0.0176
Time Value0.52
Open Interest19,901
Rho0.0009
Delta / Theta-1.1363
BABA Put 90.00
Exp: May 17, 2024
Last: 0.94
Chg.: 0.94%
SymbolBABA|20240517|90.00P
Delta-0.6385
Imp Vol0.3325
Bid0.88
Gamma0.2425
Theoretical0.94
Ask1.05
Theta-0.2921
Intrinsic Value0.08
Volume1,929
Vega0.0174
Time Value0.86
Open Interest455
Rho-0.0014
Delta / Theta2.1857
|
0.23 |
0.23% |
0.21 |
0.28 |
5,053 |
91.00 |
1.8 |
1.8% |
1.77 |
1.87 |
4,352 |
BABA Call 91.00
Exp: May 17, 2024
Last: 0.23
Chg.: 0.23%
SymbolBABA|20240517|91.00C
Delta0.213
Imp Vol0.4131
Bid0.21
Gamma0.1513
Theoretical0.23
Ask0.28
Theta-0.2835
Intrinsic Value-1.08
Volume5,053
Vega0.0135
Time Value1.31
Open Interest2,882
Rho0.0005
Delta / Theta-0.7511
BABA Put 91.00
Exp: May 17, 2024
Last: 1.8
Chg.: 1.8%
SymbolBABA|20240517|91.00P
Delta-0.784
Imp Vol0.4186
Bid1.77
Gamma0.1507
Theoretical1.8
Ask1.87
Theta-0.2872
Intrinsic Value1.08
Volume4,352
Vega0.0136
Time Value0.72
Open Interest80
Rho-0.0016
Delta / Theta2.7302
|
0.15 |
0.15% |
0.13 |
0.18 |
1,863 |
92.00 |
3.2 |
3.2% |
2.49 |
2.89 |
2 |
BABA Call 92.00
Exp: May 17, 2024
Last: 0.15
Chg.: 0.15%
SymbolBABA|20240517|92.00C
Delta0.1336
Imp Vol0.4845
Bid0.13
Gamma0.0957
Theoretical0.15
Ask0.18
Theta-0.2466
Intrinsic Value-2.08
Volume1,863
Vega0.01
Time Value2.23
Open Interest10,957
Rho0.0003
Delta / Theta-0.5418
BABA Put 92.00
Exp: May 17, 2024
Last: 3.2
Chg.: 3.2%
SymbolBABA|20240517|92.00P
Delta-0.8785
Imp Vol0.4612
Bid2.49
Gamma0.0942
Theoretical2.69
Ask2.89
Theta-0.2172
Intrinsic Value2.08
Volume2
Vega0.0094
Time Value1.12
Open Interest20
Rho-0.0017
Delta / Theta4.0439
|