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FX OTC Option Table

Spot: 1.1384
Rate: 1.35%
Sigma: 4.20%

CALL OPTIONS

Strike Ξ” ΠΏΠΏ Moneyness % Delta Gamma Theta Vega Prob ITM Premium Premium (ΠΏΠΏ) Breakeven
1.1284 -100.0 -0.88% 0.941 17.7013 -0.00009 0.01847 94.1% 0.01045 104.5 1.1388
1.1309 -75.0 -0.66% 0.881 29.8752 -0.00013 0.03117 88.1% 0.00817 81.7 1.1390
1.1334 -50.0 -0.44% 0.789 43.5896 -0.00017 0.04548 78.8% 0.00608 60.8 1.1394
1.1359 -25.0 -0.22% 0.664 55.0346 -0.00020 0.05742 66.3% 0.00426 42.6 1.1401
1.1384 0.0 0.00% 0.519 60.1845 -0.00021 0.06279 51.7% 0.00279 27.9 1.1411
1.1409 25.0 0.22% 0.371 57.0610 -0.00019 0.05953 36.9% 0.00168 16.8 1.1425
1.1434 50.0 0.44% 0.240 46.9467 -0.00016 0.04898 23.8% 0.00093 9.3 1.1443
1.1459 75.0 0.66% 0.140 33.5496 -0.00011 0.03500 13.8% 0.00047 4.7 1.1463
1.1484 100.0 0.88% 0.073 20.8442 -0.00007 0.02175 7.2% 0.00021 2.1 1.1486

PUT OPTIONS

Strike Ξ” ΠΏΠΏ Moneyness % Delta Gamma Theta Vega Prob ITM Premium Premium (ΠΏΠΏ) Breakeven
1.1284 -100.0 -0.88% -0.059 17.7013 -0.00005 0.01847 5.9% 0.00017 1.7 1.1282
1.1309 -75.0 -0.66% -0.118 29.8752 -0.00009 0.03117 11.9% 0.00038 3.8 1.1305
1.1334 -50.0 -0.44% -0.210 43.5896 -0.00013 0.04548 21.2% 0.00079 7.9 1.1326
1.1359 -25.0 -0.22% -0.335 55.0346 -0.00016 0.05742 33.7% 0.00147 14.7 1.1344
1.1384 0.0 0.00% -0.481 60.1845 -0.00017 0.06279 48.3% 0.00249 24.9 1.1359
1.1409 25.0 0.22% -0.629 57.0610 -0.00015 0.05953 63.1% 0.00389 38.9 1.1370
1.1434 50.0 0.44% -0.760 46.9467 -0.00011 0.04898 76.2% 0.00563 56.3 1.1377
1.1459 75.0 0.66% -0.860 33.5496 -0.00007 0.03500 86.2% 0.00767 76.7 1.1382
1.1484 100.0 0.88% -0.927 20.8442 -0.00003 0.02175 92.8% 0.00991 99.1 1.1384
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