Option Calculations

Date: 13-Feb-26 12:14 PM

Interest Rate: 3.68%

Raw Data

underyling symbol underlying price underlying change underlying percentage change annual dividend anuual dividend yield option symbol option price option bid price option ask price day to exipry expiry month strike price put or call exipry date option trade date number of contracts underlying stock price at trade date option fill price company name option day change
SPY-USA 685.82 4.55 0.67 7.28 1.06 SPY#X1826C450000-USA 5.61 5.14 5.18 308.00 Dec 450.00 p 18-Dec-26 2026/02/12 6 682.00 5.300 State Street SPDR S&P 500 ETF 0.13
SPY-USA 685.82 4.55 0.67 7.28 1.06 SPY#X1826C500000-USA 8.19 7.75 7.79 308.00 Dec 500.00 p 18-Dec-26 2026/02/12 5 681.50 8.250 State Street SPDR S&P 500 ETF -0.06
MSFT-USA 403.84 2.00 0.50 3.64 0.90 MSFT#M1527C300000-USA 9.85 9.65 9.85 336.00 Jan 300.00 p 15-Jan-27 2026/02/02 10 414.00 7.000 Microsoft Corporation 0.13
AMZN-USA 200.51 0.91 0.46 0.00 0.00 AMZN#M1527C125000-USA 3.00 2.97 3.05 336.00 Jan 125.00 p 15-Jan-27 2026/02/12 20 199.00 3.200 Amazon.com, Inc. -0.11
JPM-USA 304.16 1.52 0.50 6.00 1.97 JPM#M1527C200000-USA 4.95 4.45 5.00 336.00 Jan 200.00 p 15-Jan-27 2026/02/12 4 304.00 4.250 JPMorgan Chase & Co. 0.47
JPM-USA 304.16 1.52 0.50 6.00 1.97 JPM#M1527C220000-USA 7.12 6.65 7.65 337.00 Jan 220.00 p 15-Jan-27 2026/02/12 6 304.00 6.500 JPMorgan Chase & Co. 0.00
JPM-USA 304.16 1.52 0.50 6.00 1.97 JPM#M1527C240000-USA 11.15 9.85 10.75 336.00 Jan 240.00 p 15-Jan-27 2026/02/12 6 304.00 9.750 JPMorgan Chase & Co. 0.47

Greeks using Trade Date

Option SymbolVolatilityDeltaThetaVegaGamma
SPY#X1826C450000-USA 0.3277 -0.0540 -12.1245 68.6289 0.000532
SPY#X1826C500000-USA 0.2949 -0.0863 -15.3053 98.4771 0.000849
MSFT#M1527C300000-USA 0.3189 -0.1000 -10.4469 70.6981 0.001361
AMZN#M1527C125000-USA 0.4196 -0.0750 -5.4852 27.0782 0.001765
JPM#M1527C200000-USA 0.3634 -0.0766 -7.6759 41.8198 0.001349
JPM#M1527C220000-USA 0.3432 -0.1143 -9.6036 56.1477 0.001917
JPM#M1527C240000-USA 0.3260 -0.1651 -11.5056 72.0660 0.002591

Greeks using Current Date

Option SymbolVolatilityDeltaThetaVegaGamma
SPY#X1826C450000-USA 0.3355 -0.0552 -12.7267 70.1597 0.000526
SPY#X1826C500000-USA 0.2982 -0.0845 -15.3793 97.4738 0.000822
MSFT#M1527C300000-USA 0.3458 -0.1264 -13.2721 80.2518 0.001543
AMZN#M1527C125000-USA 0.4165 -0.0713 -5.2835 26.2044 0.001698
JPM#M1527C200000-USA 0.3802 -0.0832 -8.5624 44.5029 0.001373
JPM#M1527C220000-USA 0.3547 -0.1193 -10.2485 57.8563 0.001913
JPM#M1527C240000-USA 0.3457 -0.1737 -12.6431 74.4327 0.002525

Margin / Premium Summary

Option Symbol Days to Expiry Contracts Premium If Put Value Margin Required
SPY#X1826C450000-USA 308 6 $3,180.00 $266,820.00 $80,990.46
SPY#X1826C500000-USA 308 5 $4,125.00 $245,875.00 $74,987.63
MSFT#M1527C300000-USA 336 10 $7,000.00 $293,000.00 $89,979.00
AMZN#M1527C125000-USA 336 20 $6,400.00 $243,600.00 $74,980.80
JPM#M1527C200000-USA 336 4 $1,700.00 $78,300.00 $23,994.90
JPM#M1527C220000-USA 337 6 $3,900.00 $128,100.00 $39,588.30
JPM#M1527C240000-USA 336 6 $5,850.00 $138,150.00 $43,182.45
TOTALS $32,155.00 $1,393,845.00 $427,703.54