0 |
0% |
74,2 |
77,05 |
0 |
75,00 |
0 |
0% |
0 |
0,01 |
0 |
TSM Call 75,00
Scad.: 07.06.2024
Ultimo: 0
Var.: 0%
SimboloTSM|20240607|75.00C
Delta0,9674
Vol. Impl.3,1002
Denaro74,2
Gamma0,0011
Teoretico77,05
Lettera77,05
Theta-0,341
Valore Intrinseco76,06
Volume0
Vega0,0152
Valore Tempo-76,06
Open Interest0
Rho0,0132
Delta / Theta-2,8368
TSM Put 75,00
Scad.: 07.06.2024
Ultimo: 0
Var.: 0%
SimboloTSM|20240607|75.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,01
Theta0
Valore Intrinseco-76,06
Volume0
Vega0
Valore Tempo76,06
Open Interest0
Rho0
Delta / Theta0
|
69,36 |
0% |
69,2 |
72 |
15 |
80,00 |
0,03 |
0% |
0 |
0,14 |
1 |
TSM Call 80,00
Scad.: 07.06.2024
Ultimo: 69,36
Var.: 0%
SimboloTSM|20240607|80.00C
Delta0,9659
Vol. Impl.2,8162
Denaro69,2
Gamma0,0013
Teoretico72
Lettera72
Theta-0,3227
Valore Intrinseco71,06
Volume15
Vega0,0157
Valore Tempo-1,7
Open Interest0
Rho0,0142
Delta / Theta-2,993
TSM Put 80,00
Scad.: 07.06.2024
Ultimo: 0,03
Var.: 0%
SimboloTSM|20240607|80.00P
Delta-0,0026
Vol. Impl.1,7177
Denaro0
Gamma0,0002
Teoretico0,03
Lettera0,14
Theta-0,0207
Valore Intrinseco-71,06
Volume1
Vega0,0017
Valore Tempo71,09
Open Interest0
Rho-0,0001
Delta / Theta0,1263
|
64,15 |
0% |
64,1 |
67 |
5 |
85,00 |
0 |
0% |
0 |
0,14 |
0 |
TSM Call 85,00
Scad.: 07.06.2024
Ultimo: 64,15
Var.: 0%
SimboloTSM|20240607|85.00C
Delta0,963
Vol. Impl.2,5807
Denaro64,1
Gamma0,0015
Teoretico67
Lettera67
Theta-0,317
Valore Intrinseco66,06
Volume5
Vega0,0168
Valore Tempo-1,91
Open Interest0
Rho0,015
Delta / Theta-3,038
TSM Put 85,00
Scad.: 07.06.2024
Ultimo: 0
Var.: 0%
SimboloTSM|20240607|85.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,14
Theta0
Valore Intrinseco-66,06
Volume0
Vega0
Valore Tempo66,06
Open Interest0
Rho0
Delta / Theta0
|
|
151,06 |
Prezzo @ 31.05.2024 20:58 GMT |
2,22 |
-40,8% |
2,13 |
2,22 |
1.056 |
152,50 |
3,3 |
16,61% |
3,35 |
3,5 |
624 |
TSM Call 152,50
Scad.: 07.06.2024
Ultimo: 2,22
Var.: -40,8%
SimboloTSM|20240607|152.50C
Delta0,4346
Vol. Impl.0,3388
Denaro2,13
Gamma0,0555
Teoretico2,22
Lettera2,22
Theta-0,2064
Valore Intrinseco-1,44
Volume1.056
Vega0,0823
Valore Tempo3,66
Open Interest836
Rho0,0122
Delta / Theta-2,1057
TSM Put 152,50
Scad.: 07.06.2024
Ultimo: 3,3
Var.: 16,61%
SimboloTSM|20240607|152.50P
Delta-0,5719
Vol. Impl.0,3214
Denaro3,35
Gamma0,0586
Teoretico3,43
Lettera3,5
Theta-0,1797
Valore Intrinseco1,44
Volume624
Vega0,082
Valore Tempo1,86
Open Interest1.392
Rho-0,0143
Delta / Theta3,1828
|
1,36 |
-45,6% |
1,26 |
1,34 |
2.069 |
155,00 |
4,99 |
23,21% |
4,95 |
5,15 |
306 |
TSM Call 155,00
Scad.: 07.06.2024
Ultimo: 1,36
Var.: -45,6%
SimboloTSM|20240607|155.00C
Delta0,301
Vol. Impl.0,3328
Denaro1,26
Gamma0,05
Teoretico1,3
Lettera1,34
Theta-0,1781
Valore Intrinseco-3,94
Volume2.069
Vega0,0728
Valore Tempo5,3
Open Interest895
Rho0,0085
Delta / Theta-1,69
TSM Put 155,00
Scad.: 07.06.2024
Ultimo: 4,99
Var.: 23,21%
SimboloTSM|20240607|155.00P
Delta-0,7161
Vol. Impl.0,3102
Denaro4,95
Gamma0,0527
Teoretico4,99
Lettera5,15
Theta-0,1466
Valore Intrinseco3,94
Volume306
Vega0,0708
Valore Tempo1,05
Open Interest1.167
Rho-0,0169
Delta / Theta4,8842
|
0,76 |
-55,29% |
0,7 |
0,77 |
1.117 |
157,50 |
7,22 |
26,67% |
6,7 |
7,2 |
85 |
TSM Call 157,50
Scad.: 07.06.2024
Ultimo: 0,76
Var.: -55,29%
SimboloTSM|20240607|157.50C
Delta0,1971
Vol. Impl.0,3389
Denaro0,7
Gamma0,0391
Teoretico0,76
Lettera0,77
Theta-0,1438
Valore Intrinseco-6,44
Volume1.117
Vega0,058
Valore Tempo7,2
Open Interest6.718
Rho0,0056
Delta / Theta-1,3706
TSM Put 157,50
Scad.: 07.06.2024
Ultimo: 7,22
Var.: 26,67%
SimboloTSM|20240607|157.50P
Delta-0,8311
Vol. Impl.0,3084
Denaro6,7
Gamma0,0397
Teoretico6,95
Lettera7,2
Theta-0,1051
Valore Intrinseco6,44
Volume85
Vega0,0525
Valore Tempo0,78
Open Interest343
Rho-0,0175
Delta / Theta7,9078
|