| 0 |
0% |
40.3 |
44.4 |
0 |
35.00 |
0 |
0% |
0 |
2.15 |
0 |
MRCY Call 35.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|35.00C
Delta0.9911
Imp Vol1.4446
Bid40.3
Gamma0.0009
Theoretical42.35
Ask44.4
Theta-0.0183
Intrinsic Value43.6
Volume0
Vega0.0047
Time Value-43.6
Open Interest0
Rho0.0215
Delta / Theta-54.0502
MRCY Put 35.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|35.00P
Delta-0.0468
Imp Vol2.2704
Bid0
Gamma0.0022
Theoretical1.08
Ask2.15
Theta-0.0931
Intrinsic Value-43.6
Volume0
Vega0.019
Time Value43.6
Open Interest2
Rho-0.0027
Delta / Theta0.5029
|
| 0 |
0% |
38.1 |
41.9 |
0 |
37.50 |
0 |
0% |
0 |
2.15 |
0 |
MRCY Call 37.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|37.50C
Delta0.9809
Imp Vol1.5349
Bid38.1
Gamma0.0016
Theoretical40
Ask41.9
Theta-0.034
Intrinsic Value41.1
Volume0
Vega0.009
Time Value-41.1
Open Interest0
Rho0.0225
Delta / Theta-28.8898
MRCY Put 37.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|37.50P
Delta-0.0508
Imp Vol2.1
Bid0
Gamma0.0026
Theoretical1.07
Ask2.15
Theta-0.0919
Intrinsic Value-41.1
Volume0
Vega0.0202
Time Value41.1
Open Interest0
Rho-0.0029
Delta / Theta0.5529
|
| 0 |
0% |
35.6 |
39.4 |
0 |
40.00 |
0 |
0% |
0 |
2.15 |
0 |
MRCY Call 40.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|40.00C
Delta0.9796
Imp Vol1.406
Bid35.6
Gamma0.0018
Theoretical37.5
Ask39.4
Theta-0.0332
Intrinsic Value38.6
Volume0
Vega0.0095
Time Value-38.6
Open Interest0
Rho0.024
Delta / Theta-29.4736
MRCY Put 40.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|40.00P
Delta-0.0551
Imp Vol1.9407
Bid0
Gamma0.003
Theoretical1.08
Ask2.15
Theta-0.0906
Intrinsic Value-38.6
Volume0
Vega0.0216
Time Value38.6
Open Interest1
Rho-0.0031
Delta / Theta0.6087
|
|
78.6 |
Price @ Oct 28, 2026 19:58 GMT |
| 0 |
0% |
5 |
7.5 |
0 |
80.00 |
7.77 |
0% |
7.6 |
9.8 |
10 |
MRCY Call 80.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|80.00C
Delta0.492
Imp Vol0.9558
Bid5
Gamma0.0215
Theoretical6.25
Ask7.5
Theta-0.1639
Intrinsic Value-1.4
Volume0
Vega0.0773
Time Value1.4
Open Interest80
Rho0.02
Delta / Theta-3.0018
MRCY Put 80.00
Exp: Nov 20, 2026
Last: 7.77
Chg.: 0%
SymbolMRCY|20261120|80.00P
Delta-0.512
Imp Vol0.9298
Bid7.6
Gamma0.0222
Theoretical8.7
Ask9.8
Theta-0.1518
Intrinsic Value1.4
Volume10
Vega0.0772
Time Value6.37
Open Interest51
Rho-0.0257
Delta / Theta3.3737
|
| 0 |
0% |
4.1 |
6.5 |
0 |
82.50 |
0 |
0% |
9 |
11 |
0 |
MRCY Call 82.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|82.50C
Delta0.4407
Imp Vol0.9532
Bid4.1
Gamma0.0214
Theoretical5.3
Ask6.5
Theta-0.1614
Intrinsic Value-3.9
Volume0
Vega0.0764
Time Value3.9
Open Interest162
Rho0.0181
Delta / Theta-2.73
MRCY Put 82.50
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|82.50P
Delta-0.5706
Imp Vol0.8944
Bid9
Gamma0.0227
Theoretical10
Ask11
Theta-0.1431
Intrinsic Value3.9
Volume0
Vega0.076
Time Value-3.9
Open Interest14
Rho-0.0284
Delta / Theta3.9882
|
| 4.4 |
0% |
2.55 |
5.5 |
0 |
85.00 |
0 |
0% |
9.6 |
13 |
0 |
MRCY Call 85.00
Exp: Nov 20, 2026
Last: 4.4
Chg.: 0%
SymbolMRCY|20261120|85.00C
Delta0.3785
Imp Vol0.8908
Bid2.55
Gamma0.022
Theoretical4.03
Ask5.5
Theta-0.1453
Intrinsic Value-6.4
Volume0
Vega0.0737
Time Value10.8
Open Interest9
Rho0.0159
Delta / Theta-2.6042
MRCY Put 85.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20261120|85.00P
Delta-0.6354
Imp Vol0.84
Bid9.6
Gamma0.0232
Theoretical11.3
Ask13
Theta-0.1277
Intrinsic Value6.4
Volume0
Vega0.0727
Time Value-6.4
Open Interest16
Rho-0.0305
Delta / Theta4.9772
|
| 0 |
0% |
3,709.3 |
3,737.4 |
0 |
3,200.00 |
0 |
0% |
0 |
0 |
0 |
MRCY Call 3,200.00
Exp: Nov 20, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20261120|3200.00C
Delta0
Imp Vol0
Bid3,709.3
Gamma0
Theoretical0
Ask3,737.4
Theta0
Intrinsic Value-3,130.11
Volume0
Vega0
Time Value3,130.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 3,200.00
Exp: Oct 29, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value3,130.11
Volume0
Vega0
Time Value-3,130.11
Open Interest0
Rho0
Delta / Theta0
|
| 3,521.07 |
0% |
3,523.6 |
3,548 |
0 |
3,400.00 |
0 |
0% |
0 |
0 |
0 |
MRCY Call 3,400.00
Exp: Nov 20, 2026
Last: 3,521.07
Chg.: 0%
Symbol$SPX|20261120|3400.00C
Delta0
Imp Vol0
Bid3,523.6
Gamma0
Theoretical0
Ask3,548
Theta0
Intrinsic Value-3,330.11
Volume0
Vega0
Time Value6,851.18
Open Interest0
Rho0
Delta / Theta0
MRCY Put 3,400.00
Exp: Oct 29, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value3,330.11
Volume0
Vega0
Time Value-3,330.11
Open Interest0
Rho0
Delta / Theta0
|
| 3,427.37 |
0% |
3,429.6 |
3,453.6 |
0 |
3,500.00 |
0 |
0% |
0 |
0 |
0 |
MRCY Call 3,500.00
Exp: Nov 20, 2026
Last: 3,427.37
Chg.: 0%
Symbol$SPX|20261120|3500.00C
Delta0
Imp Vol0
Bid3,429.6
Gamma0
Theoretical0
Ask3,453.6
Theta0
Intrinsic Value-3,430.11
Volume0
Vega0
Time Value6,857.48
Open Interest0
Rho0
Delta / Theta0
MRCY Put 3,500.00
Exp: Oct 29, 2026
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value3,430.11
Volume0
Vega0
Time Value-3,430.11
Open Interest0
Rho0
Delta / Theta0
|