2.6 |
2.6% |
2.4 |
2.77 |
168 |
103.00 |
0.08 |
0.08% |
0.08 |
0.09 |
2,846 |
DIS Call 103.00
Exp: May 10, 2024
Last: 2.6
Chg.: 2.6%
SymbolDIS|20240510|103.00C
Delta0.8689
Imp Vol0.4046
Bid2.4
Gamma0.0952
Theoretical2.6
Ask2.77
Theta-0.2477
Intrinsic Value2.41
Volume168
Vega0.0117
Time Value0.19
Open Interest267
Rho0.0024
Delta / Theta-3.5086
DIS Put 103.00
Exp: May 10, 2024
Last: 0.08
Chg.: 0.08%
SymbolDIS|20240510|103.00P
Delta-0.0912
Imp Vol0.3393
Bid0.08
Gamma0.0876
Theoretical0.08
Ask0.09
Theta-0.1525
Intrinsic Value-2.41
Volume2,846
Vega0.0091
Time Value2.49
Open Interest2,639
Rho-0.0002
Delta / Theta0.598
|
1.7 |
1.7% |
1.66 |
1.79 |
814 |
104.00 |
0.19 |
0.19% |
0.19 |
0.21 |
4,354 |
DIS Call 104.00
Exp: May 10, 2024
Last: 1.7
Chg.: 1.7%
SymbolDIS|20240510|104.00C
Delta0.7784
Imp Vol0.3497
Bid1.66
Gamma0.1541
Theoretical1.7
Ask1.79
Theta-0.2961
Intrinsic Value1.41
Volume814
Vega0.0164
Time Value0.29
Open Interest643
Rho0.0022
Delta / Theta-2.6291
DIS Put 104.00
Exp: May 10, 2024
Last: 0.19
Chg.: 0.19%
SymbolDIS|20240510|104.00P
Delta-0.1965
Imp Vol0.3129
Bid0.19
Gamma0.1605
Theoretical0.19
Ask0.21
Theta-0.237
Intrinsic Value-1.41
Volume4,354
Vega0.0153
Time Value1.6
Open Interest3,757
Rho-0.0005
Delta / Theta0.8292
|
1 |
1% |
0.97 |
1.01 |
5,803 |
105.00 |
0.48 |
0.48% |
0.48 |
0.5 |
11,044 |
DIS Call 105.00
Exp: May 10, 2024
Last: 1
Chg.: 1%
SymbolDIS|20240510|105.00C
Delta0.5982
Imp Vol0.3425
Bid0.97
Gamma0.2046
Theoretical1
Ask1.01
Theta-0.3727
Intrinsic Value0.41
Volume5,803
Vega0.0213
Time Value0.59
Open Interest3,091
Rho0.0017
Delta / Theta-1.6051
DIS Put 105.00
Exp: May 10, 2024
Last: 0.48
Chg.: 0.48%
SymbolDIS|20240510|105.00P
Delta-0.393
Imp Vol0.3104
Bid0.48
Gamma0.2248
Theoretical0.48
Ask0.5
Theta-0.325
Intrinsic Value-0.41
Volume11,044
Vega0.0212
Time Value0.89
Open Interest5,848
Rho-0.001
Delta / Theta1.2093
|
|
105.41 |
Price @ May 09, 2024 01:40PM GMT |
0.53 |
0.53% |
0.51 |
0.54 |
9,818 |
106.00 |
1.77 |
1.77% |
0.99 |
1.04 |
2,143 |
DIS Call 106.00
Exp: May 10, 2024
Last: 0.53
Chg.: 0.53%
SymbolDIS|20240510|106.00C
Delta0.3922
Imp Vol0.3503
Bid0.51
Gamma0.1988
Theoretical0.53
Ask0.54
Theta-0.3761
Intrinsic Value-0.59
Volume9,818
Vega0.0212
Time Value1.12
Open Interest4,836
Rho0.0011
Delta / Theta-1.0428
DIS Put 106.00
Exp: May 10, 2024
Last: 1.77
Chg.: 1.77%
SymbolDIS|20240510|106.00P
Delta-0.619
Imp Vol0.3201
Bid0.99
Gamma0.2161
Theoretical1.015
Ask1.04
Theta-0.33
Intrinsic Value0.59
Volume2,143
Vega0.021
Time Value1.18
Open Interest4,727
Rho-0.0015
Delta / Theta1.8756
|
0.27 |
0.27% |
0.26 |
0.29 |
11,018 |
107.00 |
2.5 |
2.5% |
1.71 |
1.8 |
592 |
DIS Call 107.00
Exp: May 10, 2024
Last: 0.27
Chg.: 0.27%
SymbolDIS|20240510|107.00C
Delta0.2293
Imp Vol0.3708
Bid0.26
Gamma0.1481
Theoretical0.27
Ask0.29
Theta-0.3129
Intrinsic Value-1.59
Volume11,018
Vega0.0167
Time Value1.86
Open Interest5,962
Rho0.0007
Delta / Theta-0.7328
DIS Put 107.00
Exp: May 10, 2024
Last: 2.5
Chg.: 2.5%
SymbolDIS|20240510|107.00P
Delta-0.7986
Imp Vol0.3309
Bid1.71
Gamma0.1569
Theoretical1.755
Ask1.8
Theta-0.2488
Intrinsic Value1.59
Volume592
Vega0.0155
Time Value0.91
Open Interest3,569
Rho-0.0018
Delta / Theta3.21
|
0.16 |
0.16% |
0.13 |
0.16 |
6,282 |
108.00 |
2.62 |
2.62% |
2.57 |
2.84 |
215 |
DIS Call 108.00
Exp: May 10, 2024
Last: 0.16
Chg.: 0.16%
SymbolDIS|20240510|108.00C
Delta0.1385
Imp Vol0.4155
Bid0.13
Gamma0.0964
Theoretical0.16
Ask0.16
Theta-0.2551
Intrinsic Value-2.59
Volume6,282
Vega0.0122
Time Value2.75
Open Interest12,459
Rho0.0004
Delta / Theta-0.5432
DIS Put 108.00
Exp: May 10, 2024
Last: 2.62
Chg.: 2.62%
SymbolDIS|20240510|108.00P
Delta-0.918
Imp Vol0.3286
Bid2.57
Gamma0.0844
Theoretical2.62
Ask2.84
Theta-0.1296
Intrinsic Value2.59
Volume215
Vega0.0083
Time Value0.03
Open Interest1,444
Rho-0.0018
Delta / Theta7.0855
|