| 3.08 |
3.08% |
3.08 |
3.1 |
47,904 |
694.00 |
0.27 |
0.27% |
0.27 |
0.28 |
132,717 |
SPY Call 694.00
Exp: Apr 15, 2026
Last: 3.08
Chg.: 3.08%
SymbolSPY|20260415|694.00C
Delta0.874
Imp Vol0.0706
Bid3.08
Gamma0.0809
Theoretical3.08
Ask3.1
Theta-0.3123
Intrinsic Value2.48
Volume47,904
Vega0.0749
Time Value0.6
Open Interest17,146
Rho0.0164
Delta / Theta-2.7987
SPY Put 694.00
Exp: Apr 15, 2026
Last: 0.27
Chg.: 0.27%
SymbolSPY|20260415|694.00P
Delta-0.1671
Imp Vol0.0837
Bid0.27
Gamma0.0826
Theoretical0.27
Ask0.28
Theta-0.3772
Intrinsic Value-2.48
Volume132,717
Vega0.0906
Time Value2.75
Open Interest38,567
Rho-0.0029
Delta / Theta0.4431
|
| 2.29 |
2.29% |
2.26 |
2.29 |
180,748 |
695.00 |
0.4 |
0.4% |
0.4 |
0.41 |
185,345 |
SPY Call 695.00
Exp: Apr 15, 2026
Last: 2.29
Chg.: 2.29%
SymbolSPY|20260415|695.00C
Delta0.7642
Imp Vol0.0739
Bid2.26
Gamma0.115
Theoretical2.29
Ask2.29
Theta-0.4564
Intrinsic Value1.48
Volume180,748
Vega0.1115
Time Value0.81
Open Interest12,862
Rho0.0143
Delta / Theta-1.6745
SPY Put 695.00
Exp: Apr 15, 2026
Last: 0.4
Chg.: 0.4%
SymbolSPY|20260415|695.00P
Delta-0.2438
Imp Vol0.0765
Bid0.4
Gamma0.1134
Theoretical0.4
Ask0.41
Theta-0.4292
Intrinsic Value-1.48
Volume185,345
Vega0.1135
Time Value1.88
Open Interest2,794
Rho-0.0042
Delta / Theta0.568
|
| 1.51 |
1.51% |
1.51 |
1.52 |
314,713 |
696.00 |
0.65 |
0.65% |
0.64 |
0.65 |
134,551 |
SPY Call 696.00
Exp: Apr 15, 2026
Last: 1.51
Chg.: 1.51%
SymbolSPY|20260415|696.00C
Delta0.6462
Imp Vol0.0681
Bid1.51
Gamma0.1509
Theoretical1.51
Ask1.52
Theta-0.4973
Intrinsic Value0.48
Volume314,713
Vega0.1346
Time Value1.03
Open Interest6,828
Rho0.0121
Delta / Theta-1.2995
SPY Put 696.00
Exp: Apr 15, 2026
Last: 0.65
Chg.: 0.65%
SymbolSPY|20260415|696.00P
Delta-0.363
Imp Vol0.0723
Bid0.64
Gamma0.1436
Theoretical0.65
Ask0.65
Theta-0.4822
Intrinsic Value-0.48
Volume134,551
Vega0.1358
Time Value1.13
Open Interest1,783
Rho-0.0061
Delta / Theta0.7529
|
|
696.48 |
Price @ Apr 15, 2026 03:12PM GMT |
| 0.92 |
0.92% |
0.91 |
0.92 |
300,984 |
697.00 |
1.05 |
1.05% |
1.05 |
1.06 |
64,818 |
SPY Call 697.00
Exp: Apr 15, 2026
Last: 0.92
Chg.: 0.92%
SymbolSPY|20260415|697.00C
Delta0.4874
Imp Vol0.0664
Bid0.91
Gamma0.1658
Theoretical0.92
Ask0.92
Theta-0.5111
Intrinsic Value-0.52
Volume300,984
Vega0.1444
Time Value1.44
Open Interest13,644
Rho0.0091
Delta / Theta-0.9536
SPY Put 697.00
Exp: Apr 15, 2026
Last: 1.05
Chg.: 1.05%
SymbolSPY|20260415|697.00P
Delta-0.5137
Imp Vol0.0696
Bid1.05
Gamma0.1587
Theoretical1.05
Ask1.06
Theta-0.4876
Intrinsic Value0.52
Volume64,818
Vega0.1443
Time Value0.53
Open Interest1,286
Rho-0.0083
Delta / Theta1.0535
|
| 0.5 |
0.5% |
0.49 |
0.5 |
166,057 |
698.00 |
1.64 |
1.64% |
1.62 |
1.65 |
17,626 |
SPY Call 698.00
Exp: Apr 15, 2026
Last: 0.5
Chg.: 0.5%
SymbolSPY|20260415|698.00C
Delta0.3245
Imp Vol0.0653
Bid0.49
Gamma0.1522
Theoretical0.5
Ask0.5
Theta-0.4475
Intrinsic Value-1.52
Volume166,057
Vega0.1302
Time Value2.02
Open Interest12,670
Rho0.0061
Delta / Theta-0.7252
SPY Put 698.00
Exp: Apr 15, 2026
Last: 1.64
Chg.: 1.64%
SymbolSPY|20260415|698.00P
Delta-0.6684
Imp Vol0.0694
Bid1.62
Gamma0.1472
Theoretical1.64
Ask1.65
Theta-0.4349
Intrinsic Value1.52
Volume17,626
Vega0.1313
Time Value0.12
Open Interest1,172
Rho-0.0101
Delta / Theta1.5368
|
| 0.26 |
0.26% |
0.26 |
0.27 |
117,083 |
699.00 |
2.38 |
2.38% |
2.39 |
2.42 |
5,656 |
SPY Call 699.00
Exp: Apr 15, 2026
Last: 0.26
Chg.: 0.26%
SymbolSPY|20260415|699.00C
Delta0.1949
Imp Vol0.0666
Bid0.26
Gamma0.1143
Theoretical0.26
Ask0.27
Theta-0.3469
Intrinsic Value-2.52
Volume117,083
Vega0.0998
Time Value2.78
Open Interest9,510
Rho0.0037
Delta / Theta-0.5619
SPY Put 699.00
Exp: Apr 15, 2026
Last: 2.38
Chg.: 2.38%
SymbolSPY|20260415|699.00P
Delta-0.7904
Imp Vol0.0721
Bid2.39
Gamma0.1133
Theoretical2.405
Ask2.42
Theta-0.3508
Intrinsic Value2.52
Volume5,656
Vega0.104
Time Value-0.14
Open Interest603
Rho-0.0109
Delta / Theta2.2527
|