0 |
0% |
566 |
575 |
0 |
440,00 |
0 |
0% |
0 |
4,3 |
0 |
ORLY Call 440,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORLY|20240517|440.00C
Delta0,9783
Vol. Impl.6,2881
Denaro566
Gamma0,0001
Teoretico575
Lettera575
Theta-6,1677
Valore Intrinseco570,38
Volume0
Vega0,0389
Valore Tempo-570,38
Open Interest0
Rho0,0227
Delta / Theta-0,1586
ORLY Put 440,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORLY|20240517|440.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera4,3
Theta0
Valore Intrinseco-570,38
Volume0
Vega0
Valore Tempo570,38
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
556 |
565 |
0 |
450,00 |
0,8 |
0% |
0 |
0,05 |
0 |
ORLY Call 450,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORLY|20240517|450.00C
Delta0,9777
Vol. Impl.6,1344
Denaro556
Gamma0,0001
Teoretico565
Lettera565
Theta-6,1462
Valore Intrinseco560,38
Volume0
Vega0,0397
Valore Tempo-560,38
Open Interest0
Rho0,0232
Delta / Theta-0,1591
ORLY Put 450,00
Scad.: 17.05.2024
Ultimo: 0,8
Var.: 0%
SimboloORLY|20240517|450.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,05
Theta0
Valore Intrinseco-560,38
Volume0
Vega0
Valore Tempo561,18
Open Interest1
Rho0
Delta / Theta0
|
533 |
0% |
546 |
555 |
0 |
460,00 |
0 |
0% |
0 |
1,5 |
0 |
ORLY Call 460,00
Scad.: 17.05.2024
Ultimo: 533
Var.: 0%
SimboloORLY|20240517|460.00C
Delta0,9772
Vol. Impl.5,9841
Denaro546
Gamma0,0001
Teoretico555
Lettera555
Theta-6,124
Valore Intrinseco550,38
Volume0
Vega0,0405
Valore Tempo-17,38
Open Interest0
Rho0,0237
Delta / Theta-0,1596
ORLY Put 460,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORLY|20240517|460.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera1,5
Theta0
Valore Intrinseco-550,38
Volume0
Vega0
Valore Tempo550,38
Open Interest0
Rho0
Delta / Theta0
|
|
1.010,38 |
Prezzo @ 15.05.2024 21:08 GMT |
2,85 |
50% |
1,7 |
3,8 |
9 |
1.020,00 |
8,1 |
0% |
7,8 |
15,1 |
4 |
ORLY Call 1.020,00
Scad.: 17.05.2024
Ultimo: 2,85
Var.: 50%
SimboloORLY|20240517|1020.00C
Delta0,2854
Vol. Impl.0,2159
Denaro1,7
Gamma0,021
Teoretico2,85
Lettera3,8
Theta-1,413
Valore Intrinseco-9,62
Volume9
Vega0,2541
Valore Tempo12,47
Open Interest80
Rho0,0156
Delta / Theta-0,202
ORLY Put 1.020,00
Scad.: 17.05.2024
Ultimo: 8,1
Var.: 0%
SimboloORLY|20240517|1020.00P
Delta-0,6463
Vol. Impl.0,3238
Denaro7,8
Gamma0,0154
Teoretico15,1
Lettera15,1
Theta-2,1693
Valore Intrinseco9,62
Volume4
Vega0,278
Valore Tempo-1,52
Open Interest93
Rho-0,0303
Delta / Theta0,2979
|
1 |
0% |
0,7 |
1,9 |
0 |
1.030,00 |
34,74 |
0% |
16 |
23,4 |
0 |
ORLY Call 1.030,00
Scad.: 17.05.2024
Ultimo: 1
Var.: 0%
SimboloORLY|20240517|1030.00C
Delta0,1434
Vol. Impl.0,2383
Denaro0,7
Gamma0,0127
Teoretico1,3
Lettera1,9
Theta-1,029
Valore Intrinseco-19,62
Volume0
Vega0,1692
Valore Tempo20,62
Open Interest57
Rho0,0079
Delta / Theta-0,1394
ORLY Put 1.030,00
Scad.: 17.05.2024
Ultimo: 34,74
Var.: 0%
SimboloORLY|20240517|1030.00P
Delta-0,9638
Vol. Impl.0,1541
Denaro16
Gamma0,0079
Teoretico19,7
Lettera23,4
Theta-0,1707
Valore Intrinseco19,62
Volume0
Vega0,057
Valore Tempo15,12
Open Interest50
Rho-0,0184
Delta / Theta5,6451
|
0,76 |
22,58% |
0 |
2,25 |
2 |
1.040,00 |
24,04 |
0% |
25,4 |
33,1 |
2 |
ORLY Call 1.040,00
Scad.: 17.05.2024
Ultimo: 0,76
Var.: 22,58%
SimboloORLY|20240517|1040.00C
Delta0,0817
Vol. Impl.0,2753
Denaro0
Gamma0,0073
Teoretico0,76
Lettera2,25
Theta-0,7898
Valore Intrinseco-29,62
Volume2
Vega0,113
Valore Tempo30,38
Open Interest33
Rho0,0045
Delta / Theta-0,1035
ORLY Put 1.040,00
Scad.: 17.05.2024
Ultimo: 24,04
Var.: 0%
SimboloORLY|20240517|1040.00P
Delta-0,8008
Vol. Impl.0,4518
Denaro25,4
Gamma0,0083
Teoretico33,1
Lettera33,1
Theta-2,2636
Valore Intrinseco29,62
Volume2
Vega0,2087
Valore Tempo-5,58
Open Interest35
Rho-0,0352
Delta / Theta0,3538
|