Markets
S&P 5007,112+0.67%
Nasdaq 10026,696+0.82%
Dow Jones49,467+0.65%
Russell 20002,7650.00%
EUR/USD1.17430.00%
Gold$4763.70+1.39%
WTI$91.73-0.43%
Brent$95.08-3.45%
UST10 YTM4.28%-0.28%
Markets
S&P 5007,112+0.67%
Nasdaq 10026,696+0.82%
Dow Jones49,467+0.65%
Russell 20002,7650.00%
EUR/USD1.17430.00%
Gold$4763.70+1.39%
WTI$91.73-0.43%
Brent$95.08-3.45%
UST10 YTM4.28%-0.28%

Options Tools

Greeks calculator, OI analysis, and IV surface visualization

Parameters

Results

Option Price$3.6034
Delta (Δ)0.5335
Gamma (Γ)0.0462
Theta (Θ)-0.0628
Vega (ν)0.1140
Rho (ρ)0.0409
Intrinsic Value$0.00
Time Value$3.60
MoneynessATM

Option Price vs Underlying

$70$73$76$79$82$85$88$91$94$97$100$103$106$109$112$115$118$121$124$127$130$0.0$8.0$16.0$24.0$32.0

Delta

$71$76$81$87$93$99$105$111$117$123$13000.250.50.751

Gamma

$71$76$81$87$93$99$105$111$117$123$13000.0150.030.0450.06

Theta

$71$76$81$87$93$99$105$111$117$123$130-0.08-0.06-0.04-0.020

Vega

$71$76$81$87$93$99$105$111$117$123$13000.030.060.090.12