| 3.92 |
3.92% |
3.91 |
3.96 |
5,639 |
694.00 |
1.09 |
1.09% |
1.09 |
1.1 |
14,311 |
SPY Call 694.00
Exp: Apr 16, 2026
Last: 3.92
Chg.: 3.92%
SymbolSPY|20260416|694.00C
Delta0.7072
Imp Vol0.1482
Bid3.91
Gamma0.0636
Theoretical3.92
Ask3.96
Theta-0.9646
Intrinsic Value2.48
Volume5,639
Vega0.1254
Time Value1.44
Open Interest3,262
Rho0.0134
Delta / Theta-0.7332
SPY Put 694.00
Exp: Apr 16, 2026
Last: 1.09
Chg.: 1.09%
SymbolSPY|20260416|694.00P
Delta-0.3016
Imp Vol0.1552
Bid1.09
Gamma0.0616
Theoretical1.09
Ask1.1
Theta-0.9729
Intrinsic Value-2.48
Volume14,311
Vega0.1271
Time Value3.57
Open Interest1,827
Rho-0.0052
Delta / Theta0.31
|
| 3.24 |
3.24% |
3.19 |
3.23 |
23,235 |
695.00 |
1.33 |
1.33% |
1.33 |
1.34 |
26,387 |
SPY Call 695.00
Exp: Apr 16, 2026
Last: 3.24
Chg.: 3.24%
SymbolSPY|20260416|695.00C
Delta0.643
Imp Vol0.1454
Bid3.19
Gamma0.0704
Theoretical3.21
Ask3.23
Theta-1.0211
Intrinsic Value1.48
Volume23,235
Vega0.1361
Time Value1.76
Open Interest6,865
Rho0.0122
Delta / Theta-0.6297
SPY Put 695.00
Exp: Apr 16, 2026
Last: 1.33
Chg.: 1.33%
SymbolSPY|20260416|695.00P
Delta-0.3601
Imp Vol0.1482
Bid1.33
Gamma0.0693
Theoretical1.33
Ask1.34
Theta-0.9948
Intrinsic Value-1.48
Volume26,387
Vega0.1365
Time Value2.81
Open Interest517
Rho-0.0062
Delta / Theta0.3619
|
| 2.56 |
2.56% |
2.55 |
2.56 |
31,831 |
696.00 |
1.69 |
1.69% |
1.66 |
1.68 |
16,795 |
SPY Call 696.00
Exp: Apr 16, 2026
Last: 2.56
Chg.: 2.56%
SymbolSPY|20260416|696.00C
Delta0.5719
Imp Vol0.1422
Bid2.55
Gamma0.0757
Theoretical2.56
Ask2.56
Theta-1.046
Intrinsic Value0.48
Volume31,831
Vega0.1431
Time Value2.08
Open Interest1,729
Rho0.0108
Delta / Theta-0.5468
SPY Put 696.00
Exp: Apr 16, 2026
Last: 1.69
Chg.: 1.69%
SymbolSPY|20260416|696.00P
Delta-0.4296
Imp Vol0.1441
Bid1.66
Gamma0.075
Theoretical1.67
Ask1.68
Theta-1.0129
Intrinsic Value-0.48
Volume16,795
Vega0.1432
Time Value2.17
Open Interest307
Rho-0.0073
Delta / Theta0.4241
|
|
696.48 |
Price @ Apr 15, 2026 03:12PM GMT |
| 1.98 |
1.98% |
1.97 |
1.98 |
29,671 |
697.00 |
2.09 |
2.09% |
2.08 |
2.09 |
8,168 |
SPY Call 697.00
Exp: Apr 16, 2026
Last: 1.98
Chg.: 1.98%
SymbolSPY|20260416|697.00C
Delta0.4952
Imp Vol0.1388
Bid1.97
Gamma0.0788
Theoretical1.98
Ask1.98
Theta-1.0344
Intrinsic Value-0.52
Volume29,671
Vega0.1455
Time Value2.5
Open Interest1,649
Rho0.0094
Delta / Theta-0.4787
SPY Put 697.00
Exp: Apr 16, 2026
Last: 2.09
Chg.: 2.09%
SymbolSPY|20260416|697.00P
Delta-0.5055
Imp Vol0.1407
Bid2.08
Gamma0.0779
Theoretical2.09
Ask2.09
Theta-1.0008
Intrinsic Value0.52
Volume8,168
Vega0.1455
Time Value1.57
Open Interest184
Rho-0.0085
Delta / Theta0.5051
|
| 1.5 |
1.5% |
1.49 |
1.5 |
17,326 |
698.00 |
2.64 |
2.64% |
2.58 |
2.62 |
2,794 |
SPY Call 698.00
Exp: Apr 16, 2026
Last: 1.5
Chg.: 1.5%
SymbolSPY|20260416|698.00C
Delta0.4159
Imp Vol0.1369
Bid1.49
Gamma0.0781
Theoretical1.5
Ask1.5
Theta-0.9945
Intrinsic Value-1.52
Volume17,326
Vega0.1423
Time Value3.02
Open Interest1,742
Rho0.0079
Delta / Theta-0.4182
SPY Put 698.00
Exp: Apr 16, 2026
Last: 2.64
Chg.: 2.64%
SymbolSPY|20260416|698.00P
Delta-0.5844
Imp Vol0.1381
Bid2.58
Gamma0.0776
Theoretical2.6
Ask2.62
Theta-0.9564
Intrinsic Value1.52
Volume2,794
Vega0.1422
Time Value1.12
Open Interest930
Rho-0.0095
Delta / Theta0.6111
|
| 1.09 |
1.09% |
1.1 |
1.11 |
10,024 |
699.00 |
3.26 |
3.26% |
3.19 |
3.23 |
902 |
SPY Call 699.00
Exp: Apr 16, 2026
Last: 1.09
Chg.: 1.09%
SymbolSPY|20260416|699.00C
Delta0.3383
Imp Vol0.1354
Bid1.1
Gamma0.0741
Theoretical1.105
Ask1.11
Theta-0.9199
Intrinsic Value-2.52
Volume10,024
Vega0.1334
Time Value3.61
Open Interest2,111
Rho0.0064
Delta / Theta-0.3678
SPY Put 699.00
Exp: Apr 16, 2026
Last: 3.26
Chg.: 3.26%
SymbolSPY|20260416|699.00P
Delta-0.6611
Imp Vol0.1369
Bid3.19
Gamma0.0735
Theoretical3.21
Ask3.23
Theta-0.8855
Intrinsic Value2.52
Volume902
Vega0.1334
Time Value0.74
Open Interest40
Rho-0.0106
Delta / Theta0.7466
|