| 0 |
0% |
8.9 |
10.4 |
0 |
2.50 |
0 |
0% |
0 |
1 |
0 |
RDY Call 2.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|2.50C
Delta0.9804
Imp Vol4.9365
Bid8.9
Gamma0.0039
Theoretical9.65
Ask10.4
Theta-0.0184
Intrinsic Value9.52
Volume0
Vega0.0011
Time Value-9.52
Open Interest0
Rho0.0007
Delta / Theta-53.386
RDY Put 2.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|2.50P
Delta-0.0357
Imp Vol7.2842
Bid0
Gamma0.0044
Theoretical0.5
Ask1
Theta-0.0464
Intrinsic Value-9.52
Volume0
Vega0.0019
Time Value9.52
Open Interest0
Rho-0.0003
Delta / Theta0.7686
|
| 0 |
0% |
6.2 |
7.9 |
0 |
5.00 |
0 |
0% |
0 |
0.75 |
0 |
RDY Call 5.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|5.00C
Delta0.9888
Imp Vol2.0824
Bid6.2
Gamma0.0057
Theoretical7.05
Ask7.9
Theta-0.0047
Intrinsic Value7.02
Volume0
Vega0.0007
Time Value-7.02
Open Interest0
Rho0.0012
Delta / Theta-210.6461
RDY Put 5.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|5.00P
Delta-0.0647
Imp Vol3.8495
Bid0
Gamma0.0135
Theoretical0.38
Ask0.75
Theta-0.0395
Intrinsic Value-7.02
Volume0
Vega0.0031
Time Value7.02
Open Interest0
Rho-0.0004
Delta / Theta1.6391
|
| 0 |
0% |
4.1 |
5.3 |
0 |
7.50 |
0 |
0% |
0 |
0.75 |
0 |
RDY Call 7.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|7.50C
Delta0.9266
Imp Vol1.8383
Bid4.1
Gamma0.0308
Theoretical4.7
Ask5.3
Theta-0.0206
Intrinsic Value4.52
Volume0
Vega0.0034
Time Value-4.52
Open Interest0
Rho0.0022
Delta / Theta-44.9317
RDY Put 7.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|7.50P
Delta-0.109
Imp Vol2.35
Bid0
Gamma0.0326
Theoretical0.38
Ask0.75
Theta-0.0356
Intrinsic Value-4.52
Volume0
Vega0.0046
Time Value4.52
Open Interest11
Rho-0.0006
Delta / Theta3.0618
|
|
12.02 |
Price @ Sep 04, 2026 16:38 GMT |
| 0.2 |
0% |
0 |
0.25 |
0 |
12.50 |
0 |
0% |
0.1 |
0.85 |
0 |
RDY Call 12.50
Exp: Sep 18, 2026
Last: 0.2
Chg.: 0%
SymbolRDY|20260918|12.50C
Delta0.2802
Imp Vol0.3045
Bid0
Gamma0.4532
Theoretical0.13
Ask0.25
Theta-0.0084
Intrinsic Value-0.48
Volume0
Vega0.0082
Time Value0.68
Open Interest21
Rho0.0013
Delta / Theta-33.2021
RDY Put 12.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|12.50P
Delta-0.9401
Imp Vol0.1248
Bid0.1
Gamma0.4049
Theoretical0.48
Ask0.85
Theta-0.001
Intrinsic Value0.48
Volume0
Vega0.0028
Time Value-0.48
Open Interest127
Rho-0.0022
Delta / Theta962.1822
|
| 0 |
0% |
0 |
0.6 |
0 |
15.00 |
0 |
0% |
2.3 |
3.5 |
0 |
RDY Call 15.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|15.00C
Delta0.2081
Imp Vol1.1669
Bid0
Gamma0.1007
Theoretical0.3
Ask0.6
Theta-0.0272
Intrinsic Value-2.98
Volume0
Vega0.007
Time Value2.98
Open Interest162
Rho0.0009
Delta / Theta-7.6395
RDY Put 15.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|15.00P
Delta-0.9722
Imp Vol0.5629
Bid2.3
Gamma0.1743
Theoretical2.98
Ask3.5
Theta-0.0026
Intrinsic Value2.98
Volume0
Vega0.0015
Time Value-2.98
Open Interest0
Rho-0.0026
Delta / Theta379.7512
|
| 0 |
0% |
0 |
0.3 |
0 |
17.50 |
0 |
0% |
4.8 |
6 |
0 |
RDY Call 17.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|17.50C
Delta0.1067
Imp Vol1.3386
Bid0
Gamma0.0563
Theoretical0.15
Ask0.3
Theta-0.02
Intrinsic Value-5.48
Volume0
Vega0.0045
Time Value5.48
Open Interest57
Rho0.0005
Delta / Theta-5.3237
RDY Put 17.50
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolRDY|20260918|17.50P
Delta-0.9801
Imp Vol0.8809
Bid4.8
Gamma0.0228
Theoretical5.48
Ask6
Theta-0.003
Intrinsic Value5.48
Volume0
Vega0.0011
Time Value-5.48
Open Interest0
Rho-0.0027
Delta / Theta325.6103
|
| 0 |
0% |
252 |
260 |
0 |
250.00 |
0 |
0% |
0 |
0 |
0 |
RDY Call 250.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSPGI|20260918|250.00C
Delta0
Imp Vol0
Bid252
Gamma0
Theoretical0
Ask260
Theta0
Intrinsic Value-235.95
Volume0
Vega0
Time Value235.95
Open Interest0
Rho0
Delta / Theta0
RDY Put 250.00
Exp: Sep 04, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value235.95
Volume0
Vega0
Time Value-235.95
Open Interest0
Rho0
Delta / Theta0
|
| 0 |
0% |
243 |
250 |
0 |
260.00 |
0 |
0% |
0 |
0 |
0 |
RDY Call 260.00
Exp: Sep 18, 2026
Last: 0
Chg.: 0%
SymbolSPGI|20260918|260.00C
Delta0
Imp Vol0
Bid243
Gamma0
Theoretical0
Ask250
Theta0
Intrinsic Value-245.95
Volume0
Vega0
Time Value245.95
Open Interest0
Rho0
Delta / Theta0
RDY Put 260.00
Exp: Sep 04, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value245.95
Volume0
Vega0
Time Value-245.95
Open Interest0
Rho0
Delta / Theta0
|
| 229.5 |
0% |
233 |
241 |
0 |
270.00 |
0 |
0% |
0 |
0 |
0 |
RDY Call 270.00
Exp: Sep 18, 2026
Last: 229.5
Chg.: 0%
SymbolSPGI|20260918|270.00C
Delta0
Imp Vol0
Bid233
Gamma0
Theoretical0
Ask241
Theta0
Intrinsic Value-255.95
Volume0
Vega0
Time Value485.45
Open Interest1
Rho0
Delta / Theta0
RDY Put 270.00
Exp: Sep 04, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value255.95
Volume0
Vega0
Time Value-255.95
Open Interest0
Rho0
Delta / Theta0
|