63,1 |
0% |
82,95 |
85,5 |
0 |
75,00 |
0,01 |
0% |
0 |
0,01 |
11 |
TSM Call 75,00
Scad.: 31.05.2024
Ultimo: 63,1
Var.: 0%
SimboloTSM|20240531|75.00C
Delta0,9686
Vol. Impl.5,1019
Denaro82,95
Gamma0,001
Teoretico85,5
Lettera85,5
Theta-0,8713
Valore Intrinseco84,53
Volume0
Vega0,0102
Valore Tempo-21,43
Open Interest1
Rho0,0056
Delta / Theta-1,1116
TSM Put 75,00
Scad.: 31.05.2024
Ultimo: 0,01
Var.: 0%
SimboloTSM|20240531|75.00P
Delta-0,0009
Vol. Impl.2,7619
Denaro0
Gamma0,0001
Teoretico0,01
Lettera0,01
Theta-0,0194
Valore Intrinseco-84,53
Volume11
Vega0,0004
Valore Tempo84,54
Open Interest3
Rho0
Delta / Theta0,0441
|
79,79 |
0% |
77,95 |
80,5 |
0 |
80,00 |
0 |
0% |
0 |
0,22 |
0 |
TSM Call 80,00
Scad.: 31.05.2024
Ultimo: 79,79
Var.: 0%
SimboloTSM|20240531|80.00C
Delta0,9661
Vol. Impl.4,7159
Denaro77,95
Gamma0,0011
Teoretico80,5
Lettera80,5
Theta-0,8598
Valore Intrinseco79,53
Volume0
Vega0,0109
Valore Tempo0,26
Open Interest8
Rho0,006
Delta / Theta-1,1236
TSM Put 80,00
Scad.: 31.05.2024
Ultimo: 0
Var.: 0%
SimboloTSM|20240531|80.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,22
Theta0
Valore Intrinseco-79,53
Volume0
Vega0
Valore Tempo79,53
Open Interest0
Rho0
Delta / Theta0
|
74,8 |
0% |
72,95 |
75,5 |
0 |
85,00 |
0 |
0% |
0 |
2,06 |
0 |
TSM Call 85,00
Scad.: 31.05.2024
Ultimo: 74,8
Var.: 0%
SimboloTSM|20240531|85.00C
Delta0,9633
Vol. Impl.4,3531
Denaro72,95
Gamma0,0013
Teoretico75,5
Lettera75,5
Theta-0,8472
Valore Intrinseco74,53
Volume0
Vega0,0116
Valore Tempo0,27
Open Interest12
Rho0,0064
Delta / Theta-1,1371
TSM Put 85,00
Scad.: 31.05.2024
Ultimo: 0
Var.: 0%
SimboloTSM|20240531|85.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera2,06
Theta0
Valore Intrinseco-74,53
Volume0
Vega0
Valore Tempo74,53
Open Interest0
Rho0
Delta / Theta0
|
|
159,53 |
Prezzo @ 28.05.2024 20:58 GMT |
2 |
-22,48% |
1,89 |
2,01 |
4.079 |
160,00 |
2,48 |
2,06% |
2,24 |
2,35 |
1.576 |
TSM Call 160,00
Scad.: 31.05.2024
Ultimo: 2
Var.: -22,48%
SimboloTSM|20240531|160.00C
Delta0,4694
Vol. Impl.0,3909
Denaro1,89
Gamma0,0704
Teoretico2
Lettera2,01
Theta-0,3829
Valore Intrinseco-0,47
Volume4.079
Vega0,0575
Valore Tempo2,47
Open Interest2.325
Rho0,006
Delta / Theta-1,226
TSM Put 160,00
Scad.: 31.05.2024
Ultimo: 2,48
Var.: 2,06%
SimboloTSM|20240531|160.00P
Delta-0,5369
Vol. Impl.0,3486
Denaro2,24
Gamma0,079
Teoretico2,3
Lettera2,35
Theta-0,3246
Valore Intrinseco0,47
Volume1.576
Vega0,0574
Valore Tempo2,01
Open Interest487
Rho-0,0062
Delta / Theta1,6541
|
1,05 |
-30,46% |
1,01 |
1,08 |
2.600 |
162,50 |
4,25 |
7,87% |
3,8 |
4 |
110 |
TSM Call 162,50
Scad.: 31.05.2024
Ultimo: 1,05
Var.: -30,46%
SimboloTSM|20240531|162.50C
Delta0,3013
Vol. Impl.0,3864
Denaro1,01
Gamma0,0624
Teoretico1,05
Lettera1,08
Theta-0,3296
Valore Intrinseco-2,97
Volume2.600
Vega0,0503
Valore Tempo4,02
Open Interest2.384
Rho0,0039
Delta / Theta-0,914
TSM Put 162,50
Scad.: 31.05.2024
Ultimo: 4,25
Var.: 7,87%
SimboloTSM|20240531|162.50P
Delta-0,7214
Vol. Impl.0,348
Denaro3,8
Gamma0,0671
Teoretico3,9
Lettera4
Theta-0,2702
Valore Intrinseco2,97
Volume110
Vega0,0485
Valore Tempo1,28
Open Interest218
Rho-0,0077
Delta / Theta2,6701
|
0,52 |
-38,1% |
0,48 |
0,55 |
1.568 |
165,00 |
6,6 |
10,92% |
5,2 |
6,95 |
55 |
TSM Call 165,00
Scad.: 31.05.2024
Ultimo: 0,52
Var.: -38,1%
SimboloTSM|20240531|165.00C
Delta0,1734
Vol. Impl.0,3926
Denaro0,48
Gamma0,0452
Teoretico0,52
Lettera0,55
Theta-0,2455
Valore Intrinseco-5,47
Volume1.568
Vega0,037
Valore Tempo5,99
Open Interest2.337
Rho0,0022
Delta / Theta-0,7063
TSM Put 165,00
Scad.: 31.05.2024
Ultimo: 6,6
Var.: 10,92%
SimboloTSM|20240531|165.00P
Delta-0,7581
Vol. Impl.0,5224
Denaro5,2
Gamma0,0415
Teoretico6,6
Lettera6,95
Theta-0,3807
Valore Intrinseco5,47
Volume55
Vega0,0451
Valore Tempo1,13
Open Interest65
Rho-0,0083
Delta / Theta1,9915
|