| 0 |
0% |
53.5 |
55.6 |
0 |
55.00 |
0 |
0% |
0 |
1.15 |
0 |
MRCY Call 55.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|55.00C
Delta0.9995
Imp Vol1.1113
Bid53.5
Gamma0.0001
Theoretical54.62
Ask55.6
Theta-0.007
Intrinsic Value53.91
Volume0
Vega0.0004
Time Value-53.91
Open Interest0
Rho0.021
Delta / Theta-142.2545
MRCY Put 55.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|55.00P
Delta-0.0288
Imp Vol2.0785
Bid0
Gamma0.0015
Theoretical0.58
Ask1.15
Theta-0.1043
Intrinsic Value-53.91
Volume0
Vega0.0141
Time Value53.91
Open Interest0
Rho-0.0013
Delta / Theta0.2758
|
| 0 |
0% |
48 |
50.5 |
0 |
60.00 |
0 |
0% |
0 |
1.15 |
0 |
MRCY Call 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00C
Delta0.999
Imp Vol1.0308
Bid48
Gamma0.0002
Theoretical49.63
Ask50.5
Theta-0.0086
Intrinsic Value48.91
Volume0
Vega0.0007
Time Value-48.91
Open Interest0
Rho0.0229
Delta / Theta-115.8388
MRCY Put 60.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|60.00P
Delta-0.0323
Imp Vol1.8483
Bid0
Gamma0.0018
Theoretical0.58
Ask1.15
Theta-0.1022
Intrinsic Value-48.91
Volume0
Vega0.0155
Time Value48.91
Open Interest1
Rho-0.0015
Delta / Theta0.3165
|
| 0 |
0% |
42.9 |
45.8 |
0 |
65.00 |
0 |
0% |
0 |
1.2 |
0 |
MRCY Call 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00C
Delta0.9984
Imp Vol0.9339
Bid42.9
Gamma0.0003
Theoretical44.64
Ask45.8
Theta-0.0101
Intrinsic Value43.91
Volume0
Vega0.0011
Time Value-43.91
Open Interest0
Rho0.0248
Delta / Theta-98.8338
MRCY Put 65.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|65.00P
Delta-0.0375
Imp Vol1.65
Bid0
Gamma0.0023
Theoretical0.6
Ask1.2
Theta-0.1029
Intrinsic Value-43.91
Volume0
Vega0.0175
Time Value43.91
Open Interest1
Rho-0.0017
Delta / Theta0.3643
|
|
108.91 |
Price @ Aug 07, 2026 19:59 GMT |
| 0 |
0% |
8.1 |
9.7 |
0 |
110.00 |
0 |
0% |
9.3 |
10.4 |
0 |
MRCY Call 110.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|110.00C
Delta0.5359
Imp Vol1.0582
Bid8.1
Gamma0.0175
Theoretical8.9
Ask9.7
Theta-0.3271
Intrinsic Value-1.09
Volume0
Vega0.0852
Time Value1.09
Open Interest1,104
Rho0.0191
Delta / Theta-1.6385
MRCY Put 110.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|110.00P
Delta-0.4614
Imp Vol1.1324
Bid9.3
Gamma0.0164
Theoretical9.85
Ask10.4
Theta-0.3393
Intrinsic Value1.09
Volume0
Vega0.0852
Time Value-1.09
Open Interest9
Rho-0.0201
Delta / Theta1.36
|
| 7.2 |
-17.53% |
7 |
7.7 |
1 |
115.00 |
12.5 |
0% |
12.3 |
13.4 |
0 |
MRCY Call 115.00
Exp: Aug 21, 2026
Last: 7.2
Chg.: -17.53%
SymbolMRCY|20260821|115.00C
Delta0.4576
Imp Vol1.1173
Bid7
Gamma0.0166
Theoretical7.35
Ask7.7
Theta-0.3438
Intrinsic Value-6.09
Volume1
Vega0.0851
Time Value13.29
Open Interest74
Rho0.0164
Delta / Theta-1.3308
MRCY Put 115.00
Exp: Aug 21, 2026
Last: 12.5
Chg.: 0%
SymbolMRCY|20260821|115.00P
Delta-0.5406
Imp Vol1.1392
Bid12.3
Gamma0.0163
Theoretical12.85
Ask13.4
Theta-0.3402
Intrinsic Value6.09
Volume0
Vega0.0851
Time Value6.41
Open Interest2
Rho-0.0236
Delta / Theta1.5888
|
| 0 |
0% |
4.5 |
6.1 |
0 |
120.00 |
0 |
0% |
15.7 |
17 |
0 |
MRCY Call 120.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|120.00C
Delta0.3734
Imp Vol1.0718
Bid4.5
Gamma0.0165
Theoretical5.3
Ask6.1
Theta-0.3145
Intrinsic Value-11.09
Volume0
Vega0.0812
Time Value11.09
Open Interest46
Rho0.0137
Delta / Theta-1.1872
MRCY Put 120.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
SymbolMRCY|20260821|120.00P
Delta-0.6114
Imp Vol1.1622
Bid15.7
Gamma0.0154
Theoretical16.35
Ask17
Theta-0.3343
Intrinsic Value11.09
Volume0
Vega0.0822
Time Value-11.09
Open Interest11
Rho-0.0264
Delta / Theta1.8287
|
| 0 |
0% |
2,320.8 |
2,336.5 |
0 |
4,650.00 |
45.4 |
0% |
43.9 |
44.9 |
1 |
MRCY Call 4,650.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4650.00C
Delta0
Imp Vol0
Bid2,320.8
Gamma0
Theoretical0
Ask2,336.5
Theta0
Intrinsic Value-4,580.11
Volume0
Vega0
Time Value4,580.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,650.00
Exp: Aug 21, 2026
Last: 45.4
Chg.: 0%
Symbol$SPX|20260821|4650.00P
Delta0
Imp Vol0
Bid43.9
Gamma0
Theoretical0
Ask44.9
Theta0
Intrinsic Value4,580.11
Volume1
Vega0
Time Value-4,534.71
Open Interest64
Rho0
Delta / Theta0
|
| 0 |
0% |
2,298.1 |
2,313 |
0 |
4,675.00 |
57.57 |
0% |
44.8 |
45.9 |
0 |
MRCY Call 4,675.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4675.00C
Delta0
Imp Vol0
Bid2,298.1
Gamma0
Theoretical0
Ask2,313
Theta0
Intrinsic Value-4,605.11
Volume0
Vega0
Time Value4,605.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,675.00
Exp: Aug 21, 2026
Last: 57.57
Chg.: 0%
Symbol$SPX|20260821|4675.00P
Delta0
Imp Vol0
Bid44.8
Gamma0
Theoretical0
Ask45.9
Theta0
Intrinsic Value4,605.11
Volume0
Vega0
Time Value-4,547.54
Open Interest37
Rho0
Delta / Theta0
|
| 0 |
0% |
2,274.1 |
2,289.8 |
0 |
4,700.00 |
51.26 |
0% |
45.7 |
46.8 |
0 |
MRCY Call 4,700.00
Exp: Aug 21, 2026
Last: 0
Chg.: 0%
Symbol$SPX|20260821|4700.00C
Delta0
Imp Vol0
Bid2,274.1
Gamma0
Theoretical0
Ask2,289.8
Theta0
Intrinsic Value-4,630.11
Volume0
Vega0
Time Value4,630.11
Open Interest0
Rho0
Delta / Theta0
MRCY Put 4,700.00
Exp: Aug 21, 2026
Last: 51.26
Chg.: 0%
Symbol$SPX|20260821|4700.00P
Delta0
Imp Vol0
Bid45.7
Gamma0
Theoretical0
Ask46.8
Theta0
Intrinsic Value4,630.11
Volume0
Vega0
Time Value-4,578.85
Open Interest97
Rho0
Delta / Theta0
|