In Money
Call |
Strike |
Put |
Last |
ImpVol |
Delta |
Gamma |
Theta |
Vega |
Rho |
Last |
ImpVol |
Delta |
Gamma |
Theta |
Vega |
Rho |
87.00 |
0.0000 |
1.0000 |
0.0000 |
-0.0038 |
0.0000 |
0.9537 |
65.00
|
0.50 |
0.4126 |
-0.0232 |
0.0007 |
-0.0036 |
0.1029 |
-0.0659 |
79.45 |
0.0000 |
1.0000 |
0.0000 |
-0.0041 |
0.0000 |
1.0271 |
70.00
|
0.85 |
0.3710 |
-0.0229 |
0.0008 |
-0.0031 |
0.1014 |
-0.0633 |
66.00 |
0.0000 |
1.0000 |
0.0000 |
-0.0044 |
0.0000 |
1.1005 |
75.00
|
1.14 |
0.4244 |
-0.0468 |
0.0012 |
-0.0065 |
0.1832 |
-0.1368 |
72.35 |
0.0000 |
1.0000 |
0.0000 |
-0.0047 |
0.0000 |
1.1738 |
80.00
|
1.50 |
0.3634 |
-0.0416 |
0.0013 |
-0.0050 |
0.1666 |
-0.1168 |
62.90 |
0.0000 |
1.0000 |
0.0000 |
-0.0050 |
0.0000 |
1.2472 |
85.00
|
1.50 |
0.3547 |
-0.0521 |
0.0016 |
-0.0058 |
0.1994 |
-0.1464 |
63.20 |
0.0000 |
1.0000 |
0.0000 |
-0.0053 |
0.0000 |
1.3206 |
90.00
|
1.70 |
0.3368 |
-0.0605 |
0.0019 |
-0.0061 |
0.2243 |
-0.1690 |
51.80 |
0.0000 |
1.0000 |
0.0000 |
-0.0056 |
0.0000 |
1.3939 |
95.00
|
2.24 |
0.3153 |
-0.0681 |
0.0022 |
-0.0062 |
0.2460 |
-0.1886 |
52.50 |
0.1200 |
0.9991 |
0.0001 |
-0.0060 |
0.0055 |
1.4652 |
100.00
|
2.85 |
0.3258 |
-0.0922 |
0.0027 |
-0.0081 |
0.3095 |
-0.2601 |
48.40 |
0.1733 |
0.9770 |
0.0017 |
-0.0076 |
0.1020 |
1.4831 |
105.00
|
3.40 |
0.3091 |
-0.1057 |
0.0032 |
-0.0083 |
0.3421 |
-0.2966 |
45.00 |
0.2003 |
0.9417 |
0.0031 |
-0.0098 |
0.2181 |
1.4638 |
110.00
|
5.00 |
0.3023 |
-0.1263 |
0.0037 |
-0.0092 |
0.3881 |
-0.3553 |
41.60 |
0.2123 |
0.9074 |
0.0042 |
-0.0118 |
0.3104 |
1.4448 |
115.00
|
5.45 |
0.3034 |
-0.1533 |
0.0042 |
-0.0104 |
0.4427 |
-0.4358 |
37.15 |
0.2134 |
0.8765 |
0.0051 |
-0.0131 |
0.3821 |
1.4341 |
120.00
|
6.35 |
0.2949 |
-0.1777 |
0.0047 |
-0.0109 |
0.4872 |
-0.5062 |
33.10 |
0.2207 |
0.8360 |
0.0060 |
-0.0148 |
0.4628 |
1.3939 |
125.00
|
7.80 |
0.2915 |
-0.2069 |
0.0052 |
-0.0117 |
0.5348 |
-0.5933 |
29.90 |
0.2213 |
0.7973 |
0.0068 |
-0.0160 |
0.5282 |
1.3583 |
130.00
|
9.00 |
0.2757 |
-0.2332 |
0.0059 |
-0.0116 |
0.5727 |
-0.6652 |
27.90 |
0.2264 |
0.7531 |
0.0074 |
-0.0173 |
0.5908 |
1.3022 |
135.00
|
10.60 |
0.2796 |
-0.2698 |
0.0063 |
-0.0125 |
0.6186 |
-0.7803 |
27.75 |
0.2602 |
0.6988 |
0.0072 |
-0.0201 |
0.6520 |
1.1903 |
140.00
|
13.00 |
0.2826 |
-0.3064 |
0.0066 |
-0.0131 |
0.6569 |
-0.8981 |
24.10 |
0.2463 |
0.6617 |
0.0079 |
-0.0199 |
0.6845 |
1.1601 |
145.00
|
14.00 |
0.2740 |
-0.3419 |
0.0072 |
-0.0130 |
0.6873 |
-1.0047 |
19.50 |
0.2172 |
0.6210 |
0.0094 |
-0.0185 |
0.7121 |
1.1360 |
150.00
|
16.40 |
0.2680 |
-0.3797 |
0.0076 |
-0.0127 |
0.7125 |
-1.1214 |
17.60 |
0.2237 |
0.5746 |
0.0094 |
-0.0191 |
0.7336 |
1.0578 |
155.00
|
18.80 |
0.2693 |
-0.4178 |
0.0077 |
-0.0127 |
0.7308 |
-1.2495 |
13.60 |
0.2212 |
0.5281 |
0.0096 |
-0.0188 |
0.7449 |
0.9860 |
160.00
|
22.40 |
0.2720 |
-0.4546 |
0.0078 |
-0.0127 |
0.7419 |
-1.3791 |
11.90 |
0.2215 |
0.4833 |
0.0096 |
-0.0186 |
0.7461 |
0.9114 |
165.00
|
34.67 |
0.2723 |
-0.4910 |
0.0078 |
-0.0123 |
0.7465 |
-1.5078 |
10.95 |
0.2177 |
0.4369 |
0.0097 |
-0.0178 |
0.7374 |
0.8349 |
170.00
|
36.07 |
0.2687 |
-0.5286 |
0.0079 |
-0.0115 |
0.7448 |
-1.6374 |
8.50 |
0.2107 |
0.3881 |
0.0097 |
-0.0167 |
0.7171 |
0.7529 |
175.00
|
32.00 |
0.2677 |
-0.5640 |
0.0079 |
-0.0107 |
0.7371 |
-1.7673 |
7.75 |
0.2136 |
0.3505 |
0.0093 |
-0.0161 |
0.6937 |
0.6835 |
180.00
|
36.00 |
0.2657 |
-0.5991 |
0.0078 |
-0.0097 |
0.7236 |
-1.8975 |
6.00 |
0.2098 |
0.3079 |
0.0090 |
-0.0149 |
0.6584 |
0.6069 |
185.00
|
47.38 |
0.2746 |
-0.6228 |
0.0074 |
-0.0095 |
0.7111 |
-2.0156 |
5.60 |
0.2135 |
0.2777 |
0.0084 |
-0.0143 |
0.6275 |
0.5488 |
190.00
|
52.42 |
0.2793 |
-0.6478 |
0.0071 |
-0.0089 |
0.6949 |
-2.1336 |
4.00 |
0.2133 |
0.2452 |
0.0079 |
-0.0133 |
0.5887 |
0.4877 |
195.00
|
52.00 |
0.2826 |
-0.6721 |
0.0068 |
-0.0082 |
0.6762 |
-2.2499 |
4.05 |
0.2024 |
0.1999 |
0.0074 |
-0.0112 |
0.5239 |
0.4037 |
200.00
|
57.30 |
0.2826 |
-0.6979 |
0.0066 |
-0.0071 |
0.6528 |
-2.3679 |
2.70 |
0.2038 |
0.1518 |
0.0062 |
-0.0093 |
0.4398 |
0.3090 |
210.00
|
73.99 |
0.2960 |
-0.7299 |
0.0060 |
-0.0062 |
0.6190 |
-2.5752 |
1.75 |
0.1950 |
0.1003 |
0.0048 |
-0.0066 |
0.3291 |
0.2073 |
220.00
|
0.00 |
0.3136 |
-0.7509 |
0.0054 |
-0.0057 |
0.5936 |
-2.7641 |