In Money
Call |
Strike |
Put |
Last |
ImpVol |
Delta |
Gamma |
Theta |
Vega |
Rho |
Last |
ImpVol |
Delta |
Gamma |
Theta |
Vega |
Rho |
113.50 |
1.9007 |
0.9948 |
0.0002 |
-0.0203 |
0.0074 |
0.0389 |
37.50
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
109.85 |
0.0000 |
1.0000 |
0.0000 |
-0.0025 |
0.0000 |
0.0426 |
40.00
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
107.05 |
0.0000 |
1.0000 |
0.0000 |
-0.0027 |
0.0000 |
0.0453 |
42.50
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
105.00 |
0.0000 |
1.0000 |
0.0000 |
-0.0028 |
0.0000 |
0.0480 |
45.00
|
0.02 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
104.05 |
0.0000 |
1.0000 |
0.0000 |
-0.0030 |
0.0000 |
0.0506 |
47.50
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
101.80 |
0.0000 |
1.0000 |
0.0000 |
-0.0031 |
0.0000 |
0.0533 |
50.00
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
95.10 |
0.0000 |
1.0000 |
0.0000 |
-0.0034 |
0.0000 |
0.0586 |
55.00
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
90.50 |
0.0000 |
1.0000 |
0.0000 |
-0.0038 |
0.0000 |
0.0640 |
60.00
|
0.03 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
85.30 |
1.4616 |
0.9783 |
0.0007 |
-0.0521 |
0.0258 |
0.0650 |
65.00
|
0.02 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
81.90 |
1.3294 |
0.9816 |
0.0007 |
-0.0422 |
0.0224 |
0.0684 |
67.50
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
79.55 |
1.1873 |
0.9859 |
0.0006 |
-0.0313 |
0.0178 |
0.0720 |
70.00
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
77.75 |
0.0000 |
1.0000 |
0.0000 |
-0.0045 |
0.0000 |
0.0773 |
72.50
|
0.05 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
76.80 |
0.0000 |
1.0000 |
0.0000 |
-0.0047 |
0.0000 |
0.0799 |
75.00
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
72.30 |
0.0000 |
1.0000 |
0.0000 |
-0.0049 |
0.0000 |
0.0826 |
77.50
|
0.04 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
71.88 |
0.0000 |
1.0000 |
0.0000 |
-0.0050 |
0.0000 |
0.0853 |
80.00
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
57.85 |
1.0546 |
0.9743 |
0.0011 |
-0.0450 |
0.0297 |
0.0831 |
82.50
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
63.20 |
0.7395 |
0.9943 |
0.0004 |
-0.0129 |
0.0081 |
0.0896 |
85.00
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
62.50 |
0.8902 |
0.9797 |
0.0011 |
-0.0331 |
0.0244 |
0.0896 |
87.50
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
62.15 |
0.7474 |
0.9884 |
0.0008 |
-0.0199 |
0.0150 |
0.0939 |
90.00
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
59.70 |
0.7383 |
0.9855 |
0.0010 |
-0.0229 |
0.0183 |
0.0960 |
92.50
|
0.04 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
57.00 |
0.0000 |
1.0000 |
0.0000 |
-0.0059 |
0.0000 |
0.1013 |
95.00
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
52.80 |
0.7977 |
0.9669 |
0.0019 |
-0.0432 |
0.0366 |
0.0979 |
97.50
|
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
51.95 |
0.0000 |
1.0000 |
0.0000 |
-0.0063 |
0.0000 |
0.1066 |
100.00
|
0.01 |
0.4443 |
-0.0015 |
0.0002 |
-0.0014 |
0.0025 |
-0.0003 |
47.30 |
0.5980 |
0.9770 |
0.0018 |
-0.0271 |
0.0271 |
0.1079 |
105.00
|
0.03 |
0.4240 |
-0.0030 |
0.0004 |
-0.0025 |
0.0046 |
-0.0005 |
41.90 |
0.0000 |
1.0000 |
0.0000 |
-0.0069 |
0.0000 |
0.1172 |
110.00
|
0.04 |
0.4052 |
-0.0059 |
0.0008 |
-0.0043 |
0.0084 |
-0.0010 |
35.15 |
0.0000 |
1.0000 |
0.0000 |
-0.0072 |
0.0000 |
0.1226 |
115.00
|
0.06 |
0.3692 |
-0.0087 |
0.0013 |
-0.0054 |
0.0117 |
-0.0015 |
32.25 |
0.3824 |
0.9751 |
0.0031 |
-0.0214 |
0.0289 |
0.1237 |
120.00
|
0.09 |
0.3413 |
-0.0145 |
0.0022 |
-0.0078 |
0.0183 |
-0.0024 |
27.30 |
0.3369 |
0.9671 |
0.0044 |
-0.0232 |
0.0364 |
0.1277 |
125.00
|
0.13 |
0.3067 |
-0.0222 |
0.0035 |
-0.0101 |
0.0262 |
-0.0037 |
22.34 |
0.2865 |
0.9579 |
0.0063 |
-0.0241 |
0.0446 |
0.1315 |
130.00
|
0.21 |
0.2765 |
-0.0371 |
0.0059 |
-0.0139 |
0.0402 |
-0.0062 |
17.40 |
0.2381 |
0.9424 |
0.0098 |
-0.0254 |
0.0573 |
0.1342 |
135.00
|
0.35 |
0.2465 |
-0.0637 |
0.0102 |
-0.0189 |
0.0620 |
-0.0107 |
12.69 |
0.2133 |
0.8902 |
0.0177 |
-0.0332 |
0.0932 |
0.1308 |
140.00
|
0.64 |
0.2199 |
-0.1164 |
0.0179 |
-0.0262 |
0.0971 |
-0.0196 |
8.35 |
0.1948 |
0.7844 |
0.0303 |
-0.0432 |
0.1452 |
0.1183 |
145.00
|
1.25 |
0.1964 |
-0.2174 |
0.0302 |
-0.0346 |
0.1459 |
-0.0366 |
4.55 |
0.1717 |
0.6105 |
0.0450 |
-0.0474 |
0.1903 |
0.0941 |
150.00
|
2.53 |
0.1779 |
-0.3925 |
0.0436 |
-0.0396 |
0.1907 |
-0.0663 |
1.98 |
0.1605 |
0.3713 |
0.0475 |
-0.0420 |
0.1875 |
0.0581 |
155.00
|
4.90 |
0.1642 |
-0.6255 |
0.0465 |
-0.0333 |
0.1880 |
-0.1067 |
0.61 |
0.1505 |
0.1589 |
0.0324 |
-0.0247 |
0.1202 |
0.0251 |
160.00
|
8.59 |
0.1618 |
-0.8226 |
0.0324 |
-0.0184 |
0.1290 |
-0.1426 |
0.16 |
0.1504 |
0.0520 |
0.0143 |
-0.0107 |
0.0528 |
0.0083 |
165.00
|
13.20 |
0.1820 |
-0.9089 |
0.0181 |
-0.0095 |
0.0813 |
-0.1615 |
0.05 |
0.1595 |
0.0178 |
0.0055 |
-0.0046 |
0.0217 |
0.0028 |
170.00
|
18.40 |
0.2569 |
-0.8997 |
0.0138 |
-0.0190 |
0.0873 |
-0.1656 |
0.03 |
0.1818 |
0.0100 |
0.0030 |
-0.0032 |
0.0132 |
0.0016 |
175.00
|
23.00 |
0.3092 |
-0.9090 |
0.0107 |
-0.0221 |
0.0812 |
-0.1724 |
0.01 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
180.00
|
33.30 |
0.3307 |
-0.9334 |
0.0079 |
-0.0165 |
0.0641 |
-0.1815 |
0.02 |
0.2251 |
0.0044 |
0.0012 |
-0.0019 |
0.0064 |
0.0007 |
185.00
|
38.45 |
0.3734 |
-0.9383 |
0.0066 |
-0.0179 |
0.0604 |
-0.1877 |
0.02 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
190.00
|
43.35 |
0.4187 |
-0.9400 |
0.0057 |
-0.0204 |
0.0591 |
-0.1933 |
0.02 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
195.00
|
0.00 |
0.4538 |
-0.9451 |
0.0049 |
-0.0204 |
0.0551 |
-0.1995 |
0.02 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
200.00
|
52.85 |
0.4918 |
-0.9475 |
0.0044 |
-0.0215 |
0.0532 |
-0.2052 |
0.00 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
210.00
|
0.00 |
0.5642 |
-0.9511 |
0.0036 |
-0.0237 |
0.0503 |
-0.2165 |