Markets
S&P 5007,126+1.20%
Nasdaq 10026,672+1.29%
Dow Jones49,447+1.79%
Russell 20002,777+2.11%
EUR/USD1.1767-0.28%
Gold$4849.40+1.34%
WTI$84.00-11.29%
Brent$91.87-7.57%
UST10 YTM4.25%-1.48%
Markets
S&P 5007,126+1.20%
Nasdaq 10026,672+1.29%
Dow Jones49,447+1.79%
Russell 20002,777+2.11%
EUR/USD1.1767-0.28%
Gold$4849.40+1.34%
WTI$84.00-11.29%
Brent$91.87-7.57%
UST10 YTM4.25%-1.48%

Options Tools

Greeks calculator, OI analysis, and IV surface visualization

Parameters

Results

Option Price$3.6034
Delta (Δ)0.5335
Gamma (Γ)0.0462
Theta (Θ)-0.0628
Vega (ν)0.1140
Rho (ρ)0.0409
Intrinsic Value$0.00
Time Value$3.60
MoneynessATM

Option Price vs Underlying

$70$73$76$79$82$85$88$91$94$97$100$103$106$109$112$115$118$121$124$127$130$0.0$8.0$16.0$24.0$32.0

Delta

$71$76$81$87$93$99$105$111$117$123$13000.250.50.751

Gamma

$71$76$81$87$93$99$105$111$117$123$13000.0150.030.0450.06

Theta

$71$76$81$87$93$99$105$111$117$123$130-0.08-0.06-0.04-0.020

Vega

$71$76$81$87$93$99$105$111$117$123$13000.030.060.090.12
AG
ARFA Global Markets
Investment Intelligence

ARFA is an independent analytical platform focused on market intelligence, portfolio thinking, and capital allocation perspectives.

ARFA Markets

ARFA is an independent analytical platform focused on market intelligence, portfolio thinking, and capital allocation perspectives. All content on this website is provided for general informational, educational, and analytical purposes only and does not constitute investment advice, regulated investment services, or an offer, solicitation, or recommendation in relation to any financial instrument or strategy. All materials including text, analysis, research, graphics, branding, and design, are protected by applicable intellectual property laws and may not be copied, reproduced, redistributed, modified, or commercially exploited without prior written permission, except as otherwise permitted by law. Data shown on this website may be delayed, incomplete, estimated, derived, or sourced from third parties, and is provided without any warranty as to accuracy or completeness.

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