Calls Puts Rho Vega Theta Gamma Delta Price Ask Bid IV, % Bid Ask Price Delta Gamma Theta Vega Rho 0.021 0.002 −0.00 0 0.99 12.54 13.40 11.90 22.5 22.5 58.1 – 0.10 0.01 −0.01 0 −0.00 0.002 −0.000 0.024 0 −0.00 0 1.00 10.04 10.50 10.00 25.0 25.0 37.0 – 2.17 0 −0.00 0 −0.00 0 −0.000 0.026 0.001 −0.00 0 1.00 7.54 8.75 7.50 27.5 27.5 27.0 – 0.12 0 −0.00 0 −0.00 0.001 −0.000 0.026 0.016 −0.01 0.04 0.92 5.19 6.35 4.10 30.0 30.0 37.0 0.11 0.19 0.15 −0.08 0.04 −0.01 0.016 −0.003 0.024 0.031 −0.02 0.08 0.79 2.98 3.10 3.00 32.5 32.5 32.1 0.41 0.46 0.44 −0.21 0.08 −0.01 0.031 −0.007 CMCSA 34.99
0.016 0.043 −0.02 0.13 0.52 1.28 1.39 1.34 35.0 35.0 29.0 1.21 1.26 1.24 −0.48 0.13 −0.02 0.043 −0.017 0.008 0.034 −0.01 0.10 0.24 0.45 0.47 0.42 37.5 37.5 30.0 2.27 2.86 2.90 −0.76 0.10 −0.01 0.034 −0.028 0.003 0.017 −0.01 0.05 0.09 0.13 0.13 0.12 40.0 40.0 30.1 5.00 5.10 5.08 −0.91 0.05 −0.01 0.017 −0.035 0.001 0.010 −0.01 0.02 0.04 0.07 0.11 0.02 42.5 42.5 35.1 7.10 8.55 7.51 −0.96 0.02 −0.00 0.010 −0.039 0.001 0.004 −0.00 0.01 0.02 0.02 0.11 – 45.0 45.0 37.0 9.85 10.15 9.97 −0.98 0.01 −0.00 0.004 −0.042
Show all Show all Build your own strategy