0 |
0% |
70,15 |
73,9 |
0 |
85,00 |
0 |
0% |
0 |
0,01 |
0 |
VLO Call 85,00
Scad.: 10.05.2024
Ultimo: 0
Var.: 0%
SimboloVLO|20240510|85.00C
Delta0,989
Vol. Impl.2,0472
Denaro70,15
Gamma0,0006
Teoretico72,02
Lettera73,9
Theta-0,0904
Valore Intrinseco71,86
Volume0
Vega0,0061
Valore Tempo-71,86
Open Interest0
Rho0,0129
Delta / Theta-10,9396
VLO Put 85,00
Scad.: 10.05.2024
Ultimo: 0
Var.: 0%
SimboloVLO|20240510|85.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,01
Theta0
Valore Intrinseco-71,86
Volume0
Vega0
Valore Tempo71,86
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
65,05 |
68,9 |
0 |
90,00 |
0 |
0% |
0 |
2,13 |
0 |
VLO Call 90,00
Scad.: 10.05.2024
Ultimo: 0
Var.: 0%
SimboloVLO|20240510|90.00C
Delta0,9908
Vol. Impl.1,7823
Denaro65,05
Gamma0,0006
Teoretico66,98
Lettera68,9
Theta-0,0675
Valore Intrinseco66,86
Volume0
Vega0,0052
Valore Tempo-66,86
Open Interest0
Rho0,0149
Delta / Theta-14,6801
VLO Put 90,00
Scad.: 10.05.2024
Ultimo: 0
Var.: 0%
SimboloVLO|20240510|90.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera2,13
Theta0
Valore Intrinseco-66,86
Volume0
Vega0
Valore Tempo66,86
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
60,15 |
63,85 |
0 |
95,00 |
0 |
0% |
0 |
2,13 |
0 |
VLO Call 95,00
Scad.: 10.05.2024
Ultimo: 0
Var.: 0%
SimboloVLO|20240510|95.00C
Delta0,9887
Vol. Impl.1,6601
Denaro60,15
Gamma0,0008
Teoretico62
Lettera63,85
Theta-0,0757
Valore Intrinseco61,86
Volume0
Vega0,0062
Valore Tempo-61,86
Open Interest0
Rho0,0166
Delta / Theta-13,0582
VLO Put 95,00
Scad.: 10.05.2024
Ultimo: 0
Var.: 0%
SimboloVLO|20240510|95.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera2,13
Theta0
Valore Intrinseco-61,86
Volume0
Vega0
Valore Tempo61,86
Open Interest0
Rho0
Delta / Theta0
|
|
156,86 |
Prezzo @ 03.05.2024 21:01 GMT |
2,28 |
-15,56% |
2,02 |
2,22 |
111 |
157,50 |
2,74 |
-1,44% |
2,52 |
2,75 |
24 |
VLO Call 157,50
Scad.: 10.05.2024
Ultimo: 2,28
Var.: -15,56%
SimboloVLO|20240510|157.50C
Delta0,4689
Vol. Impl.0,2765
Denaro2,02
Gamma0,0662
Teoretico2,12
Lettera2,22
Theta-0,1755
Valore Intrinseco-0,64
Volume111
Vega0,0863
Valore Tempo2,92
Open Interest131
Rho0,0137
Delta / Theta-2,6715
VLO Put 157,50
Scad.: 10.05.2024
Ultimo: 2,74
Var.: -1,44%
SimboloVLO|20240510|157.50P
Delta-0,5312
Vol. Impl.0,2804
Denaro2,52
Gamma0,0655
Teoretico2,74
Lettera2,75
Theta-0,1674
Valore Intrinseco0,64
Volume24
Vega0,0863
Valore Tempo2,1
Open Interest104
Rho-0,0141
Delta / Theta3,1726
|
1,2 |
-27,27% |
1,1 |
1,26 |
147 |
160,00 |
4,21 |
0,24% |
4,1 |
4,85 |
57 |
VLO Call 160,00
Scad.: 10.05.2024
Ultimo: 1,2
Var.: -27,27%
SimboloVLO|20240510|160.00C
Delta0,3137
Vol. Impl.0,2785
Denaro1,1
Gamma0,0586
Teoretico1,2
Lettera1,26
Theta-0,1566
Valore Intrinseco-3,14
Volume147
Vega0,077
Valore Tempo4,34
Open Interest111
Rho0,0092
Delta / Theta-2,0037
VLO Put 160,00
Scad.: 10.05.2024
Ultimo: 4,21
Var.: 0,24%
SimboloVLO|20240510|160.00P
Delta-0,6949
Vol. Impl.0,2684
Denaro4,1
Gamma0,0604
Teoretico4,21
Lettera4,85
Theta-0,1389
Valore Intrinseco3,14
Volume57
Vega0,076
Valore Tempo1,07
Open Interest255
Rho-0,0173
Delta / Theta5,0042
|
0,64 |
-36,63% |
0,59 |
0,63 |
166 |
162,50 |
6,18 |
13,39% |
5,45 |
7 |
16 |
VLO Call 162,50
Scad.: 10.05.2024
Ultimo: 0,64
Var.: -36,63%
SimboloVLO|20240510|162.50C
Delta0,1873
Vol. Impl.0,2783
Denaro0,59
Gamma0,0445
Teoretico0,61
Lettera0,63
Theta-0,1182
Valore Intrinseco-5,64
Volume166
Vega0,0584
Valore Tempo6,28
Open Interest98
Rho0,0055
Delta / Theta-1,5852
VLO Put 162,50
Scad.: 10.05.2024
Ultimo: 6,18
Var.: 13,39%
SimboloVLO|20240510|162.50P
Delta-0,8187
Vol. Impl.0,2746
Denaro5,45
Gamma0,0446
Teoretico6,18
Lettera7
Theta-0,1046
Valore Intrinseco5,64
Volume16
Vega0,0571
Valore Tempo0,54
Open Interest97
Rho-0,0186
Delta / Theta7,8268
|