35,68 |
0% |
48 |
49,1 |
0 |
40,00 |
0,01 |
0% |
0 |
0,15 |
0 |
BABA Call 40,00
Scad.: 24.05.2024
Ultimo: 35,68
Var.: 0%
SimboloBABA|20240524|40.00C
Delta0,9978
Vol. Impl.2,1489
Denaro48
Gamma0,0002
Teoretico48,55
Lettera49,1
Theta-0,0107
Valore Intrinseco48,54
Volume0
Vega0,0008
Valore Tempo-12,86
Open Interest1
Rho0,0023
Delta / Theta-93,3135
BABA Put 40,00
Scad.: 24.05.2024
Ultimo: 0,01
Var.: 0%
SimboloBABA|20240524|40.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,15
Theta0
Valore Intrinseco-48,54
Volume0
Vega0
Valore Tempo48,55
Open Interest1.200
Rho0
Delta / Theta0
|
0 |
0% |
43,2 |
44,15 |
0 |
45,00 |
0,02 |
0% |
0 |
0,21 |
0 |
BABA Call 45,00
Scad.: 24.05.2024
Ultimo: 0
Var.: 0%
SimboloBABA|20240524|45.00C
Delta0,9867
Vol. Impl.2,3757
Denaro43,2
Gamma0,0012
Teoretico43,67
Lettera44,15
Theta-0,0674
Valore Intrinseco43,54
Volume0
Vega0,0041
Valore Tempo-43,54
Open Interest0
Rho0,0049
Delta / Theta-14,6412
BABA Put 45,00
Scad.: 24.05.2024
Ultimo: 0,02
Var.: 0%
SimboloBABA|20240524|45.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,21
Theta0
Valore Intrinseco-43,54
Volume0
Vega0
Valore Tempo43,56
Open Interest303
Rho0
Delta / Theta0
|
26 |
0% |
38 |
39,15 |
0 |
50,00 |
0,02 |
0% |
0 |
0,06 |
0 |
BABA Call 50,00
Scad.: 24.05.2024
Ultimo: 26
Var.: 0%
SimboloBABA|20240524|50.00C
Delta0,9939
Vol. Impl.1,7277
Denaro38
Gamma0,0008
Teoretico38,57
Lettera39,15
Theta-0,0236
Valore Intrinseco38,54
Volume0
Vega0,002
Valore Tempo-12,54
Open Interest1
Rho0,0043
Delta / Theta-42,1443
BABA Put 50,00
Scad.: 24.05.2024
Ultimo: 0,02
Var.: 0%
SimboloBABA|20240524|50.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,06
Theta0
Valore Intrinseco-38,54
Volume0
Vega0
Valore Tempo38,56
Open Interest4
Rho0
Delta / Theta0
|
|
88,54 |
Prezzo @ 17.05.2024 21:09 GMT |
1,85 |
44,53% |
1,82 |
1,94 |
3.987 |
89,00 |
2,2 |
-35,29% |
2,18 |
2,48 |
2.670 |
BABA Call 89,00
Scad.: 24.05.2024
Ultimo: 1,85
Var.: 44,53%
SimboloBABA|20240524|89.00C
Delta0,4771
Vol. Impl.0,4213
Denaro1,82
Gamma0,0771
Teoretico1,85
Lettera1,94
Theta-0,1477
Valore Intrinseco-0,46
Volume3.987
Vega0,0488
Valore Tempo2,31
Open Interest632
Rho0,0077
Delta / Theta-3,23
BABA Put 89,00
Scad.: 24.05.2024
Ultimo: 2,2
Var.: -35,29%
SimboloBABA|20240524|89.00P
Delta-0,5246
Vol. Impl.0,402
Denaro2,18
Gamma0,0808
Teoretico2,2
Lettera2,48
Theta-0,1387
Valore Intrinseco0,46
Volume2.670
Vega0,0488
Valore Tempo1,74
Open Interest101
Rho-0,0082
Delta / Theta3,7822
|
1,47 |
48,48% |
1,45 |
1,5 |
28.177 |
90,00 |
2,8 |
-28,21% |
2,78 |
2,95 |
1.628 |
BABA Call 90,00
Scad.: 24.05.2024
Ultimo: 1,47
Var.: 48,48%
SimboloBABA|20240524|90.00C
Delta0,4039
Vol. Impl.0,4289
Denaro1,45
Gamma0,0736
Teoretico1,47
Lettera1,5
Theta-0,1462
Valore Intrinseco-1,46
Volume28.177
Vega0,0475
Valore Tempo2,93
Open Interest6.960
Rho0,0066
Delta / Theta-2,7632
BABA Put 90,00
Scad.: 24.05.2024
Ultimo: 2,8
Var.: -28,21%
SimboloBABA|20240524|90.00P
Delta-0,6026
Vol. Impl.0,405
Denaro2,78
Gamma0,0777
Teoretico2,8
Lettera2,95
Theta-0,1351
Valore Intrinseco1,46
Volume1.628
Vega0,0472
Valore Tempo1,34
Open Interest70
Rho-0,0092
Delta / Theta4,4618
|
1,18 |
55,26% |
1,04 |
1,24 |
4.247 |
91,00 |
3,5 |
-30% |
3,45 |
3,6 |
240 |
BABA Call 91,00
Scad.: 24.05.2024
Ultimo: 1,18
Var.: 55,26%
SimboloBABA|20240524|91.00C
Delta0,3389
Vol. Impl.0,4415
Denaro1,04
Gamma0,0676
Teoretico1,18
Lettera1,24
Theta-0,1421
Valore Intrinseco-2,46
Volume4.247
Vega0,0448
Valore Tempo3,64
Open Interest1.216
Rho0,0055
Delta / Theta-2,3855
BABA Put 91,00
Scad.: 24.05.2024
Ultimo: 3,5
Var.: -30%
SimboloBABA|20240524|91.00P
Delta-0,6723
Vol. Impl.0,4139
Denaro3,45
Gamma0,0712
Teoretico3,5
Lettera3,6
Theta-0,129
Valore Intrinseco2,46
Volume240
Vega0,0442
Valore Tempo1,04
Open Interest48
Rho-0,0102
Delta / Theta5,2124
|