1.29 |
1.29% |
1.26 |
1.29 |
1,081 |
4.00 |
0.01 |
0.01% |
0 |
0.01 |
111 |
NIO Call 4.00
Exp: May 17, 2024
Last: 1.29
Chg.: 1.29%
SymbolNIO|20240517|4.00C
Delta0.9454
Imp Vol2.4598
Bid1.26
Gamma0.1153
Theoretical1.29
Ask1.29
Theta-0.027
Intrinsic Value1.255
Volume1,081
Vega0.0004
Time Value0.035
Open Interest17,526
Rho0.0002
Delta / Theta-34.9517
NIO Put 4.00
Exp: May 17, 2024
Last: 0.01
Chg.: 0.01%
SymbolNIO|20240517|4.00P
Delta-0.0303
Imp Vol2.0645
Bid0
Gamma0.0853
Theoretical0.01
Ask0.01
Theta-0.0138
Intrinsic Value-1.255
Volume111
Vega0.0003
Time Value1.265
Open Interest22,282
Rho0
Delta / Theta2.1991
|
0.83 |
0.83% |
0.77 |
0.8 |
597 |
4.50 |
0.01 |
0.01% |
0.01 |
0.02 |
381 |
NIO Call 4.50
Exp: May 17, 2024
Last: 0.83
Chg.: 0.83%
SymbolNIO|20240517|4.50C
Delta0.9305
Imp Vol1.4924
Bid0.77
Gamma0.2297
Theoretical0.785
Ask0.8
Theta-0.02
Intrinsic Value0.755
Volume597
Vega0.0005
Time Value0.075
Open Interest7,865
Rho0.0002
Delta / Theta-46.457
NIO Put 4.50
Exp: May 17, 2024
Last: 0.01
Chg.: 0.01%
SymbolNIO|20240517|4.50P
Delta-0.0461
Imp Vol1.2992
Bid0.01
Gamma0.191
Theoretical0.01
Ask0.02
Theta-0.0122
Intrinsic Value-0.755
Volume381
Vega0.0004
Time Value0.765
Open Interest8,019
Rho0
Delta / Theta3.7791
|
0.33 |
0.33% |
0.33 |
0.34 |
5,288 |
5.00 |
0.06 |
0.06% |
0.06 |
0.07 |
11,975 |
NIO Call 5.00
Exp: May 17, 2024
Last: 0.33
Chg.: 0.33%
SymbolNIO|20240517|5.00C
Delta0.7551
Imp Vol1.0785
Bid0.33
Gamma0.7479
Theoretical0.33
Ask0.34
Theta-0.0336
Intrinsic Value0.255
Volume5,288
Vega0.0012
Time Value0.075
Open Interest27,985
Rho0.0002
Delta / Theta-22.5007
NIO Put 5.00
Exp: May 17, 2024
Last: 0.06
Chg.: 0.06%
SymbolNIO|20240517|5.00P
Delta-0.2397
Imp Vol1.0491
Bid0.06
Gamma0.7601
Theoretical0.06
Ask0.07
Theta-0.0316
Intrinsic Value-0.255
Volume11,975
Vega0.0012
Time Value0.315
Open Interest36,102
Rho-0.0001
Delta / Theta7.5906
|
|
5.255 |
Price @ May 15, 2024 03:23PM GMT |
0.1 |
0.1% |
0.09 |
0.1 |
18,337 |
5.50 |
0.32 |
0.32% |
0.32 |
0.33 |
11,746 |
NIO Call 5.50
Exp: May 17, 2024
Last: 0.1
Chg.: 0.1%
SymbolNIO|20240517|5.50C
Delta0.3328
Imp Vol1.2268
Bid0.09
Gamma0.7601
Theoretical0.1
Ask0.1
Theta-0.0437
Intrinsic Value-0.245
Volume18,337
Vega0.0014
Time Value0.345
Open Interest20,227
Rho0.0001
Delta / Theta-7.6196
NIO Put 5.50
Exp: May 17, 2024
Last: 0.32
Chg.: 0.32%
SymbolNIO|20240517|5.50P
Delta-0.6837
Imp Vol1.13
Bid0.32
Gamma0.8091
Theoretical0.32
Ask0.33
Theta-0.0387
Intrinsic Value0.245
Volume11,746
Vega0.0014
Time Value0.075
Open Interest18,760
Rho-0.0002
Delta / Theta17.6654
|
0.03 |
0.03% |
0.02 |
0.03 |
20,031 |
6.00 |
0.75 |
0.75% |
0.74 |
0.77 |
1,961 |
NIO Call 6.00
Exp: May 17, 2024
Last: 0.03
Chg.: 0.03%
SymbolNIO|20240517|6.00C
Delta0.1163
Imp Vol1.414
Bid0.02
Gamma0.3551
Theoretical0.03
Ask0.03
Theta-0.027
Intrinsic Value-0.745
Volume20,031
Vega0.0008
Time Value0.775
Open Interest49,354
Rho0
Delta / Theta-4.3012
NIO Put 6.00
Exp: May 17, 2024
Last: 0.75
Chg.: 0.75%
SymbolNIO|20240517|6.00P
Delta-0.9218
Imp Vol1.2098
Bid0.74
Gamma0.3118
Theoretical0.75
Ask0.77
Theta-0.0167
Intrinsic Value0.745
Volume1,961
Vega0.0006
Time Value0.005
Open Interest29,378
Rho-0.0002
Delta / Theta55.3282
|
0.01 |
0.01% |
0.01 |
0.02 |
4,419 |
6.50 |
1.2 |
1.2% |
1.22 |
1.26 |
54 |
NIO Call 6.50
Exp: May 17, 2024
Last: 0.01
Chg.: 0.01%
SymbolNIO|20240517|6.50C
Delta0.0415
Imp Vol1.5864
Bid0.01
Gamma0.1436
Theoretical0.01
Ask0.02
Theta-0.0138
Intrinsic Value-1.245
Volume4,419
Vega0.0003
Time Value1.255
Open Interest16,488
Rho0
Delta / Theta-3.0173
NIO Put 6.50
Exp: May 17, 2024
Last: 1.2
Chg.: 1.2%
SymbolNIO|20240517|6.50P
Delta-0.972
Imp Vol1.4591
Bid1.22
Gamma0.1147
Theoretical1.24
Ask1.26
Theta-0.0086
Intrinsic Value1.245
Volume54
Vega0.0002
Time Value-0.045
Open Interest303
Rho-0.0002
Delta / Theta112.7608
|