| 0 |
0% |
0 |
0 |
0 |
42.50 |
0.43 |
0% |
0.7 |
1.02 |
0 |
SPSC Call 42.50
Exp: May 01, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value40.82
Volume0
Vega0
Time Value-40.82
Open Interest0
Rho0
Delta / Theta0
SPSC Put 42.50
Exp: May 15, 2026
Last: 0.43
Chg.: 0%
SymbolPYPL|20260515|42.50P
Delta-0.0444
Imp Vol0.6932
Bid0.7
Gamma0.0024
Theoretical0.86
Ask1.02
Theta-0.0105
Intrinsic Value-40.82
Volume0
Vega0.053
Time Value41.25
Open Interest16
Rho-0.0194
Delta / Theta4.235
|
| 0 |
0% |
11.3 |
14.7 |
0 |
45.00 |
0 |
0% |
0 |
2.15 |
0 |
SPSC Call 45.00
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSPSC|20260515|45.00C
Delta0.8935
Imp Vol1.0859
Bid11.3
Gamma0.0151
Theoretical13
Ask14.7
Theta-0.0837
Intrinsic Value12.73
Volume0
Vega0.0206
Time Value-12.73
Open Interest0
Rho0.0146
Delta / Theta-10.6786
SPSC Put 45.00
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSPSC|20260515|45.00P
Delta-0.1346
Imp Vol1.2598
Bid0
Gamma0.0153
Theoretical1.075
Ask2.15
Theta-0.1085
Intrinsic Value-12.73
Volume0
Vega0.0243
Time Value12.73
Open Interest3
Rho-0.0031
Delta / Theta1.2405
|
| 0 |
0% |
7 |
10 |
0 |
50.00 |
0 |
0% |
0 |
2.5 |
0 |
SPSC Call 50.00
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSPSC|20260515|50.00C
Delta0.8066
Imp Vol0.8992
Bid7
Gamma0.0272
Theoretical8.5
Ask10
Theta-0.1025
Intrinsic Value7.73
Volume0
Vega0.0308
Time Value-7.73
Open Interest0
Rho0.0145
Delta / Theta-7.8656
SPSC Put 50.00
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSPSC|20260515|50.00P
Delta-0.1985
Imp Vol0.9228
Bid0
Gamma0.0269
Theoretical1.25
Ask2.5
Theta-0.1019
Intrinsic Value-7.73
Volume0
Vega0.0313
Time Value7.73
Open Interest59
Rho-0.0044
Delta / Theta1.9489
|
| 4.2 |
4.2% |
2.7 |
5.6 |
2 |
55.00 |
0 |
0% |
0 |
3.5 |
0 |
SPSC Call 55.00
Exp: May 15, 2026
Last: 4.2
Chg.: 4.2%
SymbolSPSC|20260515|55.00C
Delta0.6505
Imp Vol0.659
Bid2.7
Gamma0.0501
Theoretical4.2
Ask5.6
Theta-0.101
Intrinsic Value2.73
Volume2
Vega0.0415
Time Value1.47
Open Interest54
Rho0.0127
Delta / Theta-6.4413
SPSC Put 55.00
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSPSC|20260515|55.00P
Delta-0.3456
Imp Vol0.6297
Bid0
Gamma0.0523
Theoretical1.75
Ask3.5
Theta-0.0911
Intrinsic Value-2.73
Volume0
Vega0.0413
Time Value2.73
Open Interest5
Rho-0.0074
Delta / Theta3.796
|
|
57.73 |
Price @ May 01, 2026 14:32 GMT |
| 0 |
0% |
0.85 |
2.8 |
0 |
60.00 |
0 |
0% |
1.55 |
5 |
0 |
SPSC Call 60.00
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSPSC|20260515|60.00C
Delta0.3844
Imp Vol0.6489
Bid0.85
Gamma0.0525
Theoretical1.825
Ask2.8
Theta-0.1013
Intrinsic Value-2.27
Volume0
Vega0.0428
Time Value2.27
Open Interest4
Rho0.0077
Delta / Theta-3.7945
SPSC Put 60.00
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSPSC|20260515|60.00P
Delta-0.7409
Imp Vol0.3473
Bid1.55
Gamma0.084
Theoretical3.275
Ask5
Theta-0.0415
Intrinsic Value2.27
Volume0
Vega0.0362
Time Value-2.27
Open Interest5
Rho-0.0132
Delta / Theta17.8518
|
| 0 |
0% |
0 |
2.7 |
0 |
65.00 |
0 |
0% |
5.6 |
9.5 |
0 |
SPSC Call 65.00
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSPSC|20260515|65.00C
Delta0.2539
Imp Vol0.8584
Bid0
Gamma0.0333
Theoretical1.35
Ask2.7
Theta-0.1114
Intrinsic Value-7.27
Volume0
Vega0.0359
Time Value7.27
Open Interest0
Rho0.0051
Delta / Theta-2.2779
SPSC Put 65.00
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSPSC|20260515|65.00P
Delta0
Imp Vol0
Bid5.6
Gamma0
Theoretical0
Ask9.5
Theta0
Intrinsic Value7.27
Volume0
Vega0
Time Value-7.27
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
0 |
2.5 |
0 |
70.00 |
0 |
0% |
10.5 |
14.6 |
0 |
SPSC Call 70.00
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSPSC|20260515|70.00C
Delta0.2023
Imp Vol1.0846
Bid0
Gamma0.0232
Theoretical1.25
Ask2.5
Theta-0.1235
Intrinsic Value-12.27
Volume0
Vega0.0316
Time Value12.27
Open Interest0
Rho0.004
Delta / Theta-1.6384
SPSC Put 70.00
Exp: May 15, 2026
Last: 0
Chg.: 0%
SymbolSPSC|20260515|70.00P
Delta0
Imp Vol0
Bid10.5
Gamma0
Theoretical0
Ask14.6
Theta0
Intrinsic Value12.27
Volume0
Vega0
Time Value-12.27
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
0 |
0 |
0 |
72.50 |
15.4 |
0% |
12 |
13 |
0 |
SPSC Call 72.50
Exp: May 01, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value10.82
Volume0
Vega0
Time Value-10.82
Open Interest0
Rho0
Delta / Theta0
SPSC Put 72.50
Exp: May 15, 2026
Last: 15.4
Chg.: 0%
SymbolPYPL|20260515|72.50P
Delta-0.2899
Imp Vol0.8661
Bid12
Gamma0.007
Theoretical12.5
Ask13
Theta-0.0465
Intrinsic Value-10.82
Volume0
Vega0.1933
Time Value26.22
Open Interest316
Rho-0.1421
Delta / Theta6.2341
|
| 1.45 |
0% |
1.16 |
1.45 |
0 |
87.50 |
0 |
0% |
0 |
0 |
0 |
SPSC Call 87.50
Exp: May 15, 2026
Last: 1.45
Chg.: 0%
SymbolPYPL|20260515|87.50C
Delta0.344
Imp Vol0.1043
Bid1.16
Gamma0.0624
Theoretical1.31
Ask1.45
Theta-0.0094
Intrinsic Value-4.18
Volume0
Vega0.208
Time Value5.63
Open Interest361
Rho0.126
Delta / Theta-36.6121
SPSC Put 87.50
Exp: May 01, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value4.18
Volume0
Vega0
Time Value-4.18
Open Interest0
Rho0
Delta / Theta0
|
| 0.81 |
0% |
0.6 |
0.92 |
0 |
95.00 |
0 |
0% |
0 |
0 |
0 |
SPSC Call 95.00
Exp: May 15, 2026
Last: 0.81
Chg.: 0%
SymbolPYPL|20260515|95.00C
Delta0.1646
Imp Vol0.1618
Bid0.6
Gamma0.0271
Theoretical0.76
Ask0.92
Theta-0.0081
Intrinsic Value-11.68
Volume0
Vega0.1401
Time Value12.49
Open Interest2,718
Rho0.0596
Delta / Theta-20.2228
SPSC Put 95.00
Exp: May 01, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value11.68
Volume0
Vega0
Time Value-11.68
Open Interest0
Rho0
Delta / Theta0
|