| 0 |
0% |
43.2 |
45.9 |
0 |
60.00 |
0 |
0% |
0 |
1.3 |
0 |
MRCY Call 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00C
Delta0.9462
Imp Vol1.3924
Bid43.2
Gamma0.0027
Theoretical44.55
Ask45.9
Theta-0.083
Intrinsic Value43.38
Volume0
Vega0.0313
Time Value-43.38
Open Interest0
Rho0.0408
Delta / Theta-11.3958
MRCY Put 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00P
Delta-0.0396
Imp Vol1.2458
Bid0
Gamma0.0024
Theoretical0.65
Ask1.3
Theta-0.054
Intrinsic Value-43.38
Volume0
Vega0.0245
Time Value43.38
Open Interest1
Rho-0.0034
Delta / Theta0.7336
|
| 0 |
0% |
38.3 |
41.1 |
0 |
65.00 |
0 |
0% |
0 |
2.15 |
0 |
MRCY Call 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00C
Delta0.9345
Imp Vol1.2608
Bid38.3
Gamma0.0035
Theoretical39.7
Ask41.1
Theta-0.0879
Intrinsic Value38.38
Volume0
Vega0.0365
Time Value-38.38
Open Interest0
Rho0.0436
Delta / Theta-10.6337
MRCY Put 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00P
Delta-0.0616
Imp Vol1.227
Bid0
Gamma0.0035
Theoretical1.08
Ask2.15
Theta-0.0756
Intrinsic Value-38.38
Volume0
Vega0.0348
Time Value38.38
Open Interest1
Rho-0.0053
Delta / Theta0.8152
|
| 0 |
0% |
33.5 |
36.3 |
0 |
70.00 |
0 |
0% |
0.1 |
2.25 |
0 |
MRCY Call 70.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|70.00C
Delta0.9188
Imp Vol1.1429
Bid33.5
Gamma0.0046
Theoretical34.9
Ask36.3
Theta-0.0938
Intrinsic Value33.38
Volume0
Vega0.043
Time Value-33.38
Open Interest0
Rho0.0461
Delta / Theta-9.7991
MRCY Put 70.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|70.00P
Delta-0.0741
Imp Vol1.0931
Bid0.1
Gamma0.0045
Theoretical1.17
Ask2.25
Theta-0.0775
Intrinsic Value-33.38
Volume0
Vega0.0401
Time Value33.38
Open Interest5
Rho-0.0063
Delta / Theta0.9556
|
|
103.38 |
Price @ Jul 24, 2026 19:59 GMT |
| 9 |
-11.59% |
8 |
10.4 |
1 |
105.00 |
8.1 |
0% |
9.1 |
9.9 |
0 |
MRCY Call 105.00
Exp: Aug 21, 2026
Last: 9
Chg.: -11.59%
SymbolMRCY|20260821|105.00C
Delta0.5253
Imp Vol0.8614
Bid8
Gamma0.0162
Theoretical9.2
Ask10.4
Theta-0.1797
Intrinsic Value-1.62
Volume1
Vega0.1139
Time Value10.62
Open Interest96
Rho0.0346
Delta / Theta-2.9228
MRCY Put 105.00
Exp: Aug 21, 2026
Last: 8.1
Chg.: 0%
SymbolMRCY|20260821|105.00P
Delta-0.4842
Imp Vol0.7644
Bid9.1
Gamma0.0183
Theoretical9.5
Ask9.9
Theta-0.1506
Intrinsic Value1.62
Volume0
Vega0.114
Time Value6.48
Open Interest44
Rho-0.0389
Delta / Theta3.2141
|
| 7.2 |
-8.75% |
6 |
8 |
1 |
110.00 |
12 |
0% |
12 |
12.8 |
0 |
MRCY Call 110.00
Exp: Aug 21, 2026
Last: 7.2
Chg.: -8.75%
SymbolMRCY|20260821|110.00C
Delta0.444
Imp Vol0.8399
Bid6
Gamma0.0164
Theoretical7
Ask8
Theta-0.1734
Intrinsic Value-6.62
Volume1
Vega0.113
Time Value13.82
Open Interest78
Rho0.0298
Delta / Theta-2.5605
MRCY Put 110.00
Exp: Aug 21, 2026
Last: 12
Chg.: 0%
SymbolMRCY|20260821|110.00P
Delta-0.5746
Imp Vol0.7511
Bid12
Gamma0.0183
Theoretical12.4
Ask12.8
Theta-0.1445
Intrinsic Value6.62
Volume0
Vega0.1121
Time Value5.38
Open Interest4
Rho-0.0455
Delta / Theta3.9768
|
| 5.2 |
-11.86% |
4.4 |
5.6 |
1 |
115.00 |
0 |
0% |
15.1 |
16.2 |
0 |
MRCY Call 115.00
Exp: Aug 21, 2026
Last: 5.2
Chg.: -11.86%
SymbolMRCY|20260821|115.00C
Delta0.36
Imp Vol0.8021
Bid4.4
Gamma0.0163
Theoretical5
Ask5.6
Theta-0.1565
Intrinsic Value-11.62
Volume1
Vega0.1071
Time Value16.82
Open Interest72
Rho0.0247
Delta / Theta-2.2999
MRCY Put 115.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|115.00P
Delta-0.6627
Imp Vol0.7315
Bid15.1
Gamma0.0176
Theoretical15.65
Ask16.2
Theta-0.1298
Intrinsic Value11.62
Volume0
Vega0.1045
Time Value-11.62
Open Interest1
Rho-0.0511
Delta / Theta5.1047
|
| 0 |
0% |
2,320.8 |
2,336.5 |
0 |
4,650.00 |
45.4 |
0% |
43.9 |
44.9 |
1 |
MRCY Call 4,650.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4650.00C
Delta0
Imp Vol0
Bid2,320.8
Gamma0
Theoretical0
Ask2,336.5
Theta0
Intrinsic Value-4,580.11
Volume0
Vega0
Time Value4,580.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,650.00
Exp: Aug 21, 2026
Last: 45.4
Chg.: 0%
Symbol$SPX|20260821|4650.00P
Delta0
Imp Vol0
Bid43.9
Gamma0
Theoretical0
Ask44.9
Theta0
Intrinsic Value4,580.11
Volume1
Vega0
Time Value-4,534.71
Open Interest64
Rho0
Delta / Theta0
|
| 0 |
0% |
2,298.1 |
2,313 |
0 |
4,675.00 |
57.57 |
0% |
44.8 |
45.9 |
0 |
MRCY Call 4,675.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4675.00C
Delta0
Imp Vol0
Bid2,298.1
Gamma0
Theoretical0
Ask2,313
Theta0
Intrinsic Value-4,605.11
Volume0
Vega0
Time Value4,605.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,675.00
Exp: Aug 21, 2026
Last: 57.57
Chg.: 0%
Symbol$SPX|20260821|4675.00P
Delta0
Imp Vol0
Bid44.8
Gamma0
Theoretical0
Ask45.9
Theta0
Intrinsic Value4,605.11
Volume0
Vega0
Time Value-4,547.54
Open Interest37
Rho0
Delta / Theta0
|
| 0 |
0% |
2,274.1 |
2,289.8 |
0 |
4,700.00 |
51.26 |
0% |
45.7 |
46.8 |
0 |
MRCY Call 4,700.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4700.00C
Delta0
Imp Vol0
Bid2,274.1
Gamma0
Theoretical0
Ask2,289.8
Theta0
Intrinsic Value-4,630.11
Volume0
Vega0
Time Value4,630.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,700.00
Exp: Aug 21, 2026
Last: 51.26
Chg.: 0%
Symbol$SPX|20260821|4700.00P
Delta0
Imp Vol0
Bid45.7
Gamma0
Theoretical0
Ask46.8
Theta0
Intrinsic Value4,630.11
Volume0
Vega0
Time Value-4,578.85
Open Interest97
Rho0
Delta / Theta0
|