In Money
Call |
Strike |
Put |
Last |
ImpVol |
Delta |
Gamma |
Theta |
Vega |
Rho |
Last |
ImpVol |
Delta |
Gamma |
Theta |
Vega |
Rho |
0.00 |
0.3764 |
0.9961 |
0.0008 |
-0.0113 |
0.0042 |
0.0686 |
120.00
|
0.04 |
0.4012 |
-0.0062 |
0.0012 |
-0.0060 |
0.0064 |
-0.0006 |
0.00 |
0.0000 |
1.0000 |
0.0000 |
-0.0078 |
0.0000 |
0.0718 |
125.00
|
0.24 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.00 |
0.2999 |
0.9863 |
0.0032 |
-0.0171 |
0.0128 |
0.0735 |
130.00
|
0.11 |
0.3008 |
-0.0140 |
0.0033 |
-0.0091 |
0.0130 |
-0.0012 |
21.05 |
0.0000 |
1.0000 |
0.0000 |
-0.0082 |
0.0000 |
0.0753 |
131.00
|
0.25 |
0.2915 |
-0.0155 |
0.0037 |
-0.0097 |
0.0142 |
-0.0014 |
0.00 |
0.2490 |
0.9915 |
0.0026 |
-0.0132 |
0.0084 |
0.0751 |
132.00
|
0.00 |
0.2880 |
-0.0191 |
0.0044 |
-0.0115 |
0.0170 |
-0.0017 |
16.85 |
0.0000 |
1.0000 |
0.0000 |
-0.0083 |
0.0000 |
0.0764 |
133.00
|
0.10 |
0.2877 |
-0.0247 |
0.0055 |
-0.0142 |
0.0211 |
-0.0022 |
15.95 |
0.2450 |
0.9849 |
0.0043 |
-0.0163 |
0.0138 |
0.0757 |
134.00
|
0.26 |
0.2692 |
-0.0239 |
0.0057 |
-0.0129 |
0.0205 |
-0.0021 |
16.50 |
0.0000 |
1.0000 |
0.0000 |
-0.0085 |
0.0000 |
0.0776 |
135.00
|
0.17 |
0.2705 |
-0.0318 |
0.0072 |
-0.0164 |
0.0260 |
-0.0028 |
9.95 |
0.0000 |
1.0000 |
0.0000 |
-0.0085 |
0.0000 |
0.0781 |
136.00
|
0.51 |
0.2545 |
-0.0324 |
0.0078 |
-0.0157 |
0.0264 |
-0.0029 |
12.70 |
0.2047 |
0.9836 |
0.0055 |
-0.0157 |
0.0149 |
0.0773 |
137.00
|
0.14 |
0.2474 |
-0.0380 |
0.0092 |
-0.0173 |
0.0301 |
-0.0034 |
14.65 |
0.2259 |
0.9644 |
0.0095 |
-0.0236 |
0.0285 |
0.0761 |
138.00
|
0.31 |
0.2407 |
-0.0449 |
0.0108 |
-0.0193 |
0.0344 |
-0.0040 |
12.80 |
0.1037 |
0.9998 |
0.0002 |
-0.0088 |
0.0002 |
0.0799 |
139.00
|
0.25 |
0.2470 |
-0.0626 |
0.0137 |
-0.0258 |
0.0448 |
-0.0056 |
10.60 |
0.2581 |
0.9121 |
0.0170 |
-0.0436 |
0.0581 |
0.0725 |
140.00
|
0.21 |
0.2224 |
-0.0591 |
0.0145 |
-0.0221 |
0.0429 |
-0.0053 |
7.80 |
0.1963 |
0.9465 |
0.0152 |
-0.0268 |
0.0396 |
0.0763 |
141.00
|
0.25 |
0.2156 |
-0.0705 |
0.0172 |
-0.0245 |
0.0491 |
-0.0063 |
8.55 |
0.1869 |
0.9374 |
0.0181 |
-0.0282 |
0.0448 |
0.0760 |
142.00
|
0.27 |
0.2035 |
-0.0790 |
0.0199 |
-0.0252 |
0.0536 |
-0.0071 |
7.70 |
0.0833 |
0.9988 |
0.0013 |
-0.0092 |
0.0014 |
0.0821 |
143.00
|
0.38 |
0.2053 |
-0.1043 |
0.0242 |
-0.0312 |
0.0659 |
-0.0093 |
7.60 |
0.0897 |
0.9939 |
0.0053 |
-0.0103 |
0.0063 |
0.0822 |
144.00
|
0.40 |
0.1908 |
-0.1157 |
0.0281 |
-0.0311 |
0.0709 |
-0.0103 |
5.90 |
0.1028 |
0.9720 |
0.0172 |
-0.0145 |
0.0234 |
0.0808 |
145.00
|
0.46 |
0.1809 |
-0.1355 |
0.0331 |
-0.0328 |
0.0792 |
-0.0121 |
6.30 |
0.1497 |
0.8708 |
0.0386 |
-0.0352 |
0.0767 |
0.0724 |
146.00
|
0.62 |
0.1805 |
-0.1725 |
0.0389 |
-0.0383 |
0.0930 |
-0.0154 |
5.30 |
0.1315 |
0.8567 |
0.0472 |
-0.0336 |
0.0823 |
0.0717 |
147.00
|
0.74 |
0.1723 |
-0.2056 |
0.0454 |
-0.0405 |
0.1036 |
-0.0184 |
4.80 |
0.1613 |
0.7581 |
0.0532 |
-0.0506 |
0.1136 |
0.0634 |
148.00
|
0.95 |
0.1696 |
-0.2521 |
0.0517 |
-0.0444 |
0.1162 |
-0.0226 |
3.90 |
0.1466 |
0.7175 |
0.0634 |
-0.0495 |
0.1231 |
0.0604 |
149.00
|
1.09 |
0.1575 |
-0.2953 |
0.0602 |
-0.0442 |
0.1257 |
-0.0264 |
3.25 |
0.1481 |
0.6485 |
0.0688 |
-0.0536 |
0.1350 |
0.0548 |
150.00
|
1.35 |
0.1516 |
-0.3544 |
0.0674 |
-0.0454 |
0.1354 |
-0.0317 |
1.82 |
0.1432 |
0.4649 |
0.0762 |
-0.0536 |
0.1447 |
0.0395 |
152.50
|
2.36 |
0.1426 |
-0.5353 |
0.0766 |
-0.0439 |
0.1446 |
-0.0481 |
0.80 |
0.1335 |
0.2727 |
0.0684 |
-0.0410 |
0.1209 |
0.0233 |
155.00
|
3.90 |
0.1379 |
-0.7205 |
0.0670 |
-0.0331 |
0.1224 |
-0.0651 |
0.29 |
0.1288 |
0.1260 |
0.0441 |
-0.0243 |
0.0753 |
0.0108 |
157.50
|
6.50 |
0.1984 |
-0.7674 |
0.0423 |
-0.0448 |
0.1112 |
-0.0707 |
0.10 |
0.1303 |
0.0509 |
0.0221 |
-0.0123 |
0.0381 |
0.0044 |
160.00
|
8.10 |
0.1807 |
-0.8789 |
0.0306 |
-0.0226 |
0.0733 |
-0.0816 |
0.04 |
0.1375 |
0.0218 |
0.0104 |
-0.0064 |
0.0189 |
0.0019 |
162.50
|
0.00 |
0.2145 |
-0.8995 |
0.0226 |
-0.0235 |
0.0641 |
-0.0848 |
0.06 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
165.00
|
0.00 |
0.2411 |
-0.9186 |
0.0172 |
-0.0219 |
0.0548 |
-0.0879 |
0.04 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
167.50
|
0.00 |
0.2640 |
-0.9341 |
0.0133 |
-0.0194 |
0.0467 |
-0.0906 |
0.03 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
170.00
|
21.05 |
0.3211 |
-0.9220 |
0.0125 |
-0.0306 |
0.0531 |
-0.0911 |
0.00 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
172.50
|
0.00 |
0.3256 |
-0.9435 |
0.0096 |
-0.0218 |
0.0414 |
-0.0943 |
0.05 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
175.00
|
0.00 |
0.3938 |
-0.9262 |
0.0098 |
-0.0374 |
0.0509 |
-0.0944 |
0.00 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
177.50
|
0.00 |
0.3621 |
-0.9596 |
0.0066 |
-0.0165 |
0.0316 |
-0.0986 |
0.00 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
180.00
|
0.00 |
0.4370 |
-0.9411 |
0.0074 |
-0.0338 |
0.0428 |
-0.0985 |
0.00 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
182.50
|
0.00 |
0.4933 |
-0.9318 |
0.0073 |
-0.0454 |
0.0479 |
-0.0992 |
0.00 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
185.00
|
0.00 |
0.4228 |
-0.9706 |
0.0043 |
-0.0132 |
0.0243 |
-0.1038 |
0.00 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
187.50
|
0.00 |
0.5550 |
-0.9348 |
0.0063 |
-0.0500 |
0.0463 |
-0.1024 |