Markets
S&P 5007,165+0.80%
Nasdaq 10027,304+1.95%
Dow Jones49,231-0.16%
Russell 20002,787+0.43%
EUR/USD1.1726+0.22%
Gold$4725.40+0.43%
WTI$94.88-1.01%
Brent$99.78-5.03%
UST10 YTM4.31%-0.23%
Markets
S&P 5007,165+0.80%
Nasdaq 10027,304+1.95%
Dow Jones49,231-0.16%
Russell 20002,787+0.43%
EUR/USD1.1726+0.22%
Gold$4725.40+0.43%
WTI$94.88-1.01%
Brent$99.78-5.03%
UST10 YTM4.31%-0.23%

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

$72$75$78$81$84$87$90$93$96$99$102$106$110$114$118$122$126$130$0.0$8.0$16.0$24.0$32.0

Delta

$72$78$84$90$96$102$109$116$123$13000.250.50.751

Gamma

$72$78$84$90$96$102$109$116$123$13000.0150.030.0450.06

Theta

$72$78$84$90$96$102$109$116$123$130-0.08-0.06-0.04-0.020

Vega

$72$78$84$90$96$102$109$116$123$13000.030.060.090.12