Θhesis

2026-10-12 04:32 UTC  ·  refreshes every 60s
#1
NVDA 195 PUT
exp 2026-11-20  ·  39d DTE
83.2
SCORE
Bid / Ask 19.15 / 19.5
Mid $19.32
Spread 1.81%
IV 40.3%
Volume 2,447
Open Int 5,913
Δ delta -0.440
Γ gamma 0.008
Θ theta -0.066
V vega 0.492
PUT collected 00:32 UTC
#2
NVDA 190 PUT
exp 2026-11-20  ·  39d DTE
83.0
SCORE
Bid / Ask 16.65 / 17.05
Mid $16.85
Spread 2.37%
IV 40.5%
Volume 1,013
Open Int 6,012
Δ delta -0.401
Γ gamma 0.008
Θ theta -0.065
V vega 0.482
PUT collected 00:32 UTC
#3
SPY 755 CALL
exp 2026-12-18  ·  67d DTE
82.0
SCORE
Bid / Ask 30.07 / 30.16
Mid $30.11
Spread 0.30%
IV 19.2%
Volume 2,294
Open Int 5,245
Δ delta 0.445
Γ gamma 0.004
Θ theta -0.111
V vega 2.014
CALL collected 00:32 UTC
#4
SPY 730 PUT
exp 2026-09-18  ·  -24d DTE
81.9
SCORE
Bid / Ask 18.58 / 18.65
Mid $18.61
Spread 0.38%
IV 15.0%
Volume 1,299
Open Int 17,015
Δ delta -0.448
Γ gamma 0.007
Θ theta -0.119
V vega 1.402
PUT collected 00:32 UTC
#5
SPY 725 PUT
exp 2026-07-17  ·  -87d DTE
81.9
SCORE
Bid / Ask 7.55 / 7.59
Mid $7.57
Spread 0.53%
IV 16.7%
Volume 8,999
Open Int 42,726
Δ delta -0.361
Γ gamma 0.012
Θ theta -0.247
V vega 0.674
PUT collected 00:32 UTC