CALLS
| Vol | OI | Bid | Ask | Last | Chg | IV | Δ | Γ | Θ | ν |
|---|---|---|---|---|---|---|---|---|---|---|
| 1.2K | 15.2K | 6.70 | 6.80 | 6.75 | +0.15 | 24.5% | 0.67 | 0.08 | -0.12 | 0.25 |
| 2.9K | 22.8K | 3.20 | 3.30 | 3.25 | -0.05 | 28.2% | 0.52 | 0.12 | -0.18 | 0.31 |
| 756 | 8.9K | 1.40 | 1.50 | 1.45 | -0.08 | 31.8% | 0.31 | 0.09 | -0.14 | 0.22 |
Strike
145
150
155
PUTS
| Δ | Γ | Θ | ν | IV | Chg | Last | Ask | Bid | OI | Vol |
|---|---|---|---|---|---|---|---|---|---|---|
| -0.69 | 0.08 | -0.11 | 0.24 | 32.1% | +0.12 | 6.95 | 7.00 | 6.90 | 12.1K | 678 |
| -0.48 | 0.12 | -0.17 | 0.30 | 28.7% | +0.18 | 3.65 | 3.70 | 3.60 | 19.4K | 1.5K |
| -0.33 | 0.09 | -0.13 | 0.21 | 25.3% | -0.02 | 1.85 | 1.90 | 1.80 | 7.8K | 934 |
Greeks Explanation
Delta (Δ)
Price sensitivity to $1 stock move
Gamma (Γ)
Rate of Delta change
Theta (Θ)
Time decay per day
Vega (ν)
IV sensitivity (per 1%)
IV
Implied Volatility