| 2.47 |
2.47% |
2.4 |
2.61 |
3,076 |
106.00 |
0.04 |
0.04% |
0.03 |
0.04 |
12,778 |
WMT Call 106.00
Exp: Sep 04, 2026
Last: 2.47
Chg.: 2.47%
SymbolWMT|20260904|106.00C
Delta0.9102
Imp Vol0.3245
Bid2.4
Gamma0.088
Theoretical2.505
Ask2.61
Theta-0.1563
Intrinsic Value2.5
Volume3,076
Vega0.0092
Time Value-0.03
Open Interest4,645
Rho0.0026
Delta / Theta-5.8218
WMT Put 106.00
Exp: Sep 04, 2026
Last: 0.04
Chg.: 0.04%
SymbolWMT|20260904|106.00P
Delta-0.0537
Imp Vol0.2699
Bid0.03
Gamma0.0713
Theoretical0.035
Ask0.04
Theta-0.0832
Intrinsic Value-2.5
Volume12,778
Vega0.0062
Time Value2.54
Open Interest1,916
Rho-0.0001
Delta / Theta0.6455
|
| 1.53 |
1.53% |
1.49 |
1.68 |
9,910 |
107.00 |
0.11 |
0.11% |
0.09 |
0.12 |
5,830 |
WMT Call 107.00
Exp: Sep 04, 2026
Last: 1.53
Chg.: 1.53%
SymbolWMT|20260904|107.00C
Delta0.8192
Imp Vol0.2799
Bid1.49
Gamma0.1656
Theoretical1.585
Ask1.68
Theta-0.2155
Intrinsic Value1.5
Volume9,910
Vega0.0149
Time Value0.03
Open Interest6,719
Rho0.0024
Delta / Theta-3.8021
WMT Put 107.00
Exp: Sep 04, 2026
Last: 0.11
Chg.: 0.11%
SymbolWMT|20260904|107.00P
Delta-0.147
Imp Vol0.2428
Bid0.09
Gamma0.167
Theoretical0.105
Ask0.12
Theta-0.1574
Intrinsic Value-1.5
Volume5,830
Vega0.0131
Time Value1.61
Open Interest346
Rho-0.0004
Delta / Theta0.9343
|
| 0.81 |
0.81% |
0.76 |
0.86 |
16,083 |
108.00 |
0.34 |
0.34% |
0.31 |
0.36 |
5,784 |
WMT Call 108.00
Exp: Sep 04, 2026
Last: 0.81
Chg.: 0.81%
SymbolWMT|20260904|108.00C
Delta0.6201
Imp Vol0.2526
Bid0.76
Gamma0.2657
Theoretical0.81
Ask0.86
Theta-0.2777
Intrinsic Value0.5
Volume16,083
Vega0.0216
Time Value0.31
Open Interest3,322
Rho0.0018
Delta / Theta-2.2328
WMT Put 108.00
Exp: Sep 04, 2026
Last: 0.34
Chg.: 0.34%
SymbolWMT|20260904|108.00P
Delta-0.3696
Imp Vol0.2306
Bid0.31
Gamma0.2886
Theoretical0.335
Ask0.36
Theta-0.2442
Intrinsic Value-0.5
Volume5,784
Vega0.0214
Time Value0.84
Open Interest354
Rho-0.001
Delta / Theta1.5133
|
|
108.5 |
Price @ Sep 04, 2026 13:46 GMT |
| 0.34 |
0.34% |
0.31 |
0.34 |
11,689 |
109.00 |
0.83 |
0.83% |
0.8 |
0.85 |
3,577 |
WMT Call 109.00
Exp: Sep 04, 2026
Last: 0.34
Chg.: 0.34%
SymbolWMT|20260904|109.00C
Delta0.3457
Imp Vol0.2492
Bid0.31
Gamma0.2608
Theoretical0.325
Ask0.34
Theta-0.2634
Intrinsic Value-0.5
Volume11,689
Vega0.0209
Time Value0.84
Open Interest4,239
Rho0.001
Delta / Theta-1.3124
WMT Put 109.00
Exp: Sep 04, 2026
Last: 0.83
Chg.: 0.83%
SymbolWMT|20260904|109.00P
Delta-0.6796
Imp Vol0.2139
Bid0.8
Gamma0.2954
Theoretical0.825
Ask0.85
Theta-0.2125
Intrinsic Value0.5
Volume3,577
Vega0.0203
Time Value0.33
Open Interest179
Rho-0.0017
Delta / Theta3.1978
|
| 0.11 |
0.11% |
0.11 |
0.12 |
39,817 |
110.00 |
1.68 |
1.68% |
1.58 |
1.85 |
392 |
WMT Call 110.00
Exp: Sep 04, 2026
Last: 0.11
Chg.: 0.11%
SymbolWMT|20260904|110.00C
Delta0.1496
Imp Vol0.2632
Bid0.11
Gamma0.1558
Theoretical0.115
Ask0.12
Theta-0.175
Intrinsic Value-1.5
Volume39,817
Vega0.0132
Time Value1.61
Open Interest5,173
Rho0.0004
Delta / Theta-0.8549
WMT Put 110.00
Exp: Sep 04, 2026
Last: 1.68
Chg.: 1.68%
SymbolWMT|20260904|110.00P
Delta-0.8336
Imp Vol0.2827
Bid1.58
Gamma0.1561
Theoretical1.715
Ask1.85
Theta-0.1948
Intrinsic Value1.5
Volume392
Vega0.0142
Time Value0.18
Open Interest3,011
Rho-0.0019
Delta / Theta4.2798
|
| 0.05 |
0.05% |
0.03 |
0.04 |
6,908 |
111.00 |
2.54 |
2.54% |
1.87 |
2.81 |
100 |
WMT Call 111.00
Exp: Sep 04, 2026
Last: 0.05
Chg.: 0.05%
SymbolWMT|20260904|111.00C
Delta0.0532
Imp Vol0.2761
Bid0.03
Gamma0.0691
Theoretical0.035
Ask0.04
Theta-0.0853
Intrinsic Value-2.5
Volume6,908
Vega0.0061
Time Value2.55
Open Interest1,138
Rho0.0002
Delta / Theta-0.6234
WMT Put 111.00
Exp: Sep 04, 2026
Last: 2.54
Chg.: 2.54%
SymbolWMT|20260904|111.00P
Delta-0.9734
Imp Vol0.2352
Bid1.87
Gamma0.0472
Theoretical2.59
Ask2.81
Theta-0.0368
Intrinsic Value2.5
Volume100
Vega0.0035
Time Value0.04
Open Interest11
Rho-0.0014
Delta / Theta26.4302
|