In Money
Call |
Strike |
Put |
Last |
ImpVol |
Delta |
Gamma |
Theta |
Vega |
Rho |
Last |
ImpVol |
Delta |
Gamma |
Theta |
Vega |
Rho |
80.10 |
0.0000 |
1.0000 |
0.0000 |
-0.0042 |
0.0000 |
1.4140 |
70.00
|
1.15 |
0.3550 |
-0.0322 |
0.0009 |
-0.0033 |
0.1595 |
-0.1292 |
77.75 |
0.0000 |
1.0000 |
0.0000 |
-0.0045 |
0.0000 |
1.5150 |
75.00
|
1.91 |
0.3440 |
-0.0397 |
0.0011 |
-0.0037 |
0.1891 |
-0.1590 |
71.30 |
0.0000 |
1.0000 |
0.0000 |
-0.0048 |
0.0000 |
1.6160 |
80.00
|
2.05 |
0.3314 |
-0.0476 |
0.0014 |
-0.0041 |
0.2191 |
-0.1904 |
70.00 |
0.0000 |
1.0000 |
0.0000 |
-0.0051 |
0.0000 |
1.7170 |
85.00
|
2.50 |
0.3388 |
-0.0642 |
0.0017 |
-0.0053 |
0.2777 |
-0.2615 |
63.85 |
0.0000 |
1.0000 |
0.0000 |
-0.0054 |
0.0000 |
1.8180 |
90.00
|
3.45 |
0.3184 |
-0.0717 |
0.0019 |
-0.0054 |
0.3022 |
-0.2886 |
59.60 |
0.0511 |
1.0000 |
0.0000 |
-0.0057 |
0.0000 |
1.9190 |
95.00
|
4.00 |
0.3133 |
-0.0867 |
0.0023 |
-0.0060 |
0.3490 |
-0.3506 |
55.50 |
0.0980 |
0.9996 |
0.0001 |
-0.0060 |
0.0034 |
2.0186 |
100.00
|
4.25 |
0.3116 |
-0.1050 |
0.0026 |
-0.0068 |
0.4020 |
-0.4282 |
50.10 |
0.1417 |
0.9832 |
0.0013 |
-0.0069 |
0.0923 |
2.0626 |
105.00
|
5.25 |
0.3047 |
-0.1227 |
0.0030 |
-0.0074 |
0.4491 |
-0.5015 |
48.20 |
0.1817 |
0.9373 |
0.0031 |
-0.0091 |
0.2726 |
1.9944 |
110.00
|
6.30 |
0.3006 |
-0.1434 |
0.0034 |
-0.0080 |
0.5000 |
-0.5893 |
44.80 |
0.2004 |
0.8967 |
0.0041 |
-0.0109 |
0.3972 |
1.9380 |
115.00
|
7.30 |
0.2966 |
-0.1659 |
0.0038 |
-0.0085 |
0.5505 |
-0.6854 |
40.90 |
0.2021 |
0.8665 |
0.0048 |
-0.0119 |
0.4762 |
1.9214 |
120.00
|
8.20 |
0.2931 |
-0.1901 |
0.0042 |
-0.0090 |
0.6000 |
-0.7905 |
37.00 |
0.2116 |
0.8268 |
0.0055 |
-0.0132 |
0.5660 |
1.8603 |
125.00
|
10.75 |
0.2918 |
-0.2167 |
0.0046 |
-0.0095 |
0.6487 |
-0.9089 |
34.25 |
0.2049 |
0.7969 |
0.0062 |
-0.0137 |
0.6244 |
1.8455 |
130.00
|
11.65 |
0.2867 |
-0.2432 |
0.0049 |
-0.0098 |
0.6921 |
-1.0251 |
30.65 |
0.2188 |
0.7515 |
0.0065 |
-0.0151 |
0.7001 |
1.7474 |
135.00
|
12.50 |
0.2851 |
-0.2721 |
0.0053 |
-0.0101 |
0.7335 |
-1.1566 |
28.50 |
0.2161 |
0.7150 |
0.0071 |
-0.0155 |
0.7503 |
1.6968 |
140.00
|
15.20 |
0.2831 |
-0.3016 |
0.0056 |
-0.0103 |
0.7703 |
-1.2931 |
24.50 |
0.2108 |
0.6774 |
0.0077 |
-0.0157 |
0.7931 |
1.6429 |
145.00
|
16.75 |
0.2777 |
-0.3317 |
0.0059 |
-0.0102 |
0.8021 |
-1.4287 |
22.75 |
0.2107 |
0.6368 |
0.0081 |
-0.0159 |
0.8293 |
1.5670 |
150.00
|
20.00 |
0.2846 |
-0.3622 |
0.0060 |
-0.0105 |
0.8285 |
-1.5897 |
20.75 |
0.2150 |
0.5965 |
0.0082 |
-0.0163 |
0.8558 |
1.4798 |
155.00
|
21.75 |
0.2773 |
-0.3936 |
0.0063 |
-0.0101 |
0.8501 |
-1.7321 |
18.40 |
0.2147 |
0.5568 |
0.0083 |
-0.0162 |
0.8728 |
1.3980 |
160.00
|
26.50 |
0.2769 |
-0.4242 |
0.0064 |
-0.0099 |
0.8657 |
-1.8875 |
16.00 |
0.2124 |
0.5165 |
0.0085 |
-0.0160 |
0.8809 |
1.3146 |
165.00
|
27.45 |
0.2760 |
-0.4547 |
0.0065 |
-0.0096 |
0.8760 |
-2.0444 |
15.05 |
0.2174 |
0.4814 |
0.0083 |
-0.0160 |
0.8807 |
1.2302 |
170.00
|
30.50 |
0.2764 |
-0.4840 |
0.0065 |
-0.0092 |
0.8810 |
-2.2029 |
12.70 |
0.2091 |
0.4380 |
0.0085 |
-0.0151 |
0.8710 |
1.1403 |
175.00
|
0.00 |
0.2773 |
-0.5122 |
0.0065 |
-0.0088 |
0.8813 |
-2.3613 |
11.15 |
0.2065 |
0.3992 |
0.0085 |
-0.0145 |
0.8534 |
1.0511 |
180.00
|
40.50 |
0.2783 |
-0.5392 |
0.0065 |
-0.0083 |
0.8774 |
-2.5190 |
9.00 |
0.2066 |
0.3646 |
0.0082 |
-0.0139 |
0.8304 |
0.9670 |
185.00
|
47.50 |
0.2797 |
-0.5649 |
0.0064 |
-0.0078 |
0.8700 |
-2.6752 |
8.70 |
0.2083 |
0.3340 |
0.0079 |
-0.0135 |
0.8043 |
0.8906 |
190.00
|
0.00 |
0.2842 |
-0.5865 |
0.0062 |
-0.0074 |
0.8609 |
-2.8266 |
7.30 |
0.2086 |
0.3038 |
0.0076 |
-0.0128 |
0.7728 |
0.8151 |
195.00
|
0.00 |
0.2841 |
-0.6109 |
0.0061 |
-0.0067 |
0.8474 |
-2.9802 |
6.15 |
0.2069 |
0.2730 |
0.0073 |
-0.0120 |
0.7347 |
0.7380 |
200.00
|
58.60 |
0.2883 |
-0.6299 |
0.0059 |
-0.0063 |
0.8345 |
-3.1263 |
4.90 |
0.2042 |
0.2176 |
0.0065 |
-0.0103 |
0.6503 |
0.5965 |
210.00
|
62.00 |
0.2988 |
-0.6617 |
0.0055 |
-0.0055 |
0.8082 |
-3.4063 |
3.80 |
0.2056 |
0.1767 |
0.0057 |
-0.0091 |
0.5732 |
0.4880 |
220.00
|
69.00 |
0.3118 |
-0.6857 |
0.0051 |
-0.0049 |
0.7844 |
-3.6699 |