26,8 |
0% |
19,5 |
23,8 |
0 |
20,00 |
0 |
0% |
0 |
0,75 |
0 |
STM Call 20,00
Scad.: 21.06.2024
Ultimo: 26,8
Var.: 0%
SimboloSTM|20240621|20.00C
Delta0,9072
Vol. Impl.2,5664
Denaro19,5
Gamma0,005
Teoretico23,8
Lettera23,8
Theta-0,0798
Valore Intrinseco21,64
Volume0
Vega0,0213
Valore Tempo5,16
Open Interest1
Rho0,0134
Delta / Theta-11,3635
STM Put 20,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloSTM|20240621|20.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,75
Theta0
Valore Intrinseco-21,64
Volume0
Vega0
Valore Tempo21,64
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
14,5 |
18,8 |
0 |
25,00 |
0,18 |
0% |
0 |
0,75 |
0 |
STM Call 25,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloSTM|20240621|25.00C
Delta0,876
Vol. Impl.1,9424
Denaro14,5
Gamma0,0082
Teoretico18,8
Lettera18,8
Theta-0,0752
Valore Intrinseco16,64
Volume0
Vega0,0263
Valore Tempo-16,64
Open Interest0
Rho0,0169
Delta / Theta-11,6435
STM Put 25,00
Scad.: 21.06.2024
Ultimo: 0,18
Var.: 0%
SimboloSTM|20240621|25.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,75
Theta0
Valore Intrinseco-16,64
Volume0
Vega0
Valore Tempo16,82
Open Interest19
Rho0
Delta / Theta0
|
0 |
0% |
11,5 |
15,9 |
0 |
28,00 |
0,04 |
0% |
0 |
0,75 |
0 |
STM Call 28,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloSTM|20240621|28.00C
Delta0,8501
Vol. Impl.1,66
Denaro11,5
Gamma0,0109
Teoretico15,9
Lettera15,9
Theta-0,0736
Valore Intrinseco13,64
Volume0
Vega0,03
Valore Tempo-13,64
Open Interest0
Rho0,0187
Delta / Theta-11,5538
STM Put 28,00
Scad.: 21.06.2024
Ultimo: 0,04
Var.: 0%
SimboloSTM|20240621|28.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,75
Theta0
Valore Intrinseco-13,64
Volume0
Vega0
Valore Tempo13,68
Open Interest620
Rho0
Delta / Theta0
|
|
41,64 |
Prezzo @ 17.05.2024 20:43 GMT |
1,28 |
-30,81% |
1,25 |
1,35 |
7 |
42,00 |
1,55 |
14,81% |
1,45 |
2,4 |
27 |
STM Call 42,00
Scad.: 21.06.2024
Ultimo: 1,28
Var.: -30,81%
SimboloSTM|20240621|42.00C
Delta0,4975
Vol. Impl.0,2637
Denaro1,25
Gamma0,1173
Teoretico1,28
Lettera1,35
Theta-0,022
Valore Intrinseco-0,36
Volume7
Vega0,0514
Valore Tempo1,64
Open Interest1.229
Rho0,0186
Delta / Theta-22,5947
STM Put 42,00
Scad.: 21.06.2024
Ultimo: 1,55
Var.: 14,81%
SimboloSTM|20240621|42.00P
Delta-0,5069
Vol. Impl.0,2819
Denaro1,45
Gamma0,1112
Teoretico1,55
Lettera2,4
Theta-0,0181
Valore Intrinseco0,36
Volume27
Vega0,0513
Valore Tempo1,19
Open Interest522
Rho-0,0174
Delta / Theta27,9449
|
0,93 |
-19,13% |
0,85 |
0,95 |
34 |
43,00 |
2,1 |
22,81% |
2,05 |
2,15 |
5 |
STM Call 43,00
Scad.: 21.06.2024
Ultimo: 0,93
Var.: -19,13%
SimboloSTM|20240621|43.00C
Delta0,3902
Vol. Impl.0,2751
Denaro0,85
Gamma0,1082
Teoretico0,93
Lettera0,95
Theta-0,0215
Valore Intrinseco-1,36
Volume34
Vega0,0495
Valore Tempo2,29
Open Interest706
Rho0,0147
Delta / Theta-18,125
STM Put 43,00
Scad.: 21.06.2024
Ultimo: 2,1
Var.: 22,81%
SimboloSTM|20240621|43.00P
Delta-0,6215
Vol. Impl.0,2729
Denaro2,05
Gamma0,1103
Teoretico2,1
Lettera2,15
Theta-0,0161
Valore Intrinseco1,36
Volume5
Vega0,0487
Valore Tempo0,74
Open Interest649
Rho-0,0198
Delta / Theta38,4986
|
0,61 |
0% |
0,55 |
0,65 |
16 |
44,00 |
2,57 |
0% |
0,7 |
4,4 |
0 |
STM Call 44,00
Scad.: 21.06.2024
Ultimo: 0,61
Var.: 0%
SimboloSTM|20240621|44.00C
Delta0,2894
Vol. Impl.0,2723
Denaro0,55
Gamma0,0974
Teoretico0,61
Lettera0,65
Theta-0,0187
Valore Intrinseco-2,36
Volume16
Vega0,0441
Valore Tempo2,97
Open Interest129
Rho0,011
Delta / Theta-15,4666
STM Put 44,00
Scad.: 21.06.2024
Ultimo: 2,57
Var.: 0%
SimboloSTM|20240621|44.00P
Delta-0,7968
Vol. Impl.0,2092
Denaro0,7
Gamma0,11
Teoretico2,55
Lettera4,4
Theta-0,0079
Valore Intrinseco2,36
Volume0
Vega0,0356
Valore Tempo0,21
Open Interest18
Rho-0,0194
Delta / Theta101,4873
|