Calls Puts Rho Vega Theta Gamma Delta Price Ask Bid IV, % Bid Ask Price Delta Gamma Theta Vega Rho 0.16 0.07 −0.05 0.004 0.95 41.70 44.20 40.10 195 195 40.0 – 0.95 0.57 −0.05 0.004 −0.04 0.07 −0.01 0.16 0.08 −0.05 0.004 0.94 36.78 39.30 36.30 200 200 37.0 0.15 1.10 0.65 −0.06 0.004 −0.05 0.08 −0.01 0.16 0.11 −0.06 0.008 0.91 27.10 29.80 26.00 210 210 31.0 0.55 1.35 0.96 −0.09 0.008 −0.05 0.11 −0.02 0.16 0.18 −0.08 0.014 0.83 17.89 20.80 17.70 220 220 26.1 1.50 1.95 1.74 −0.17 0.014 −0.07 0.18 −0.04 0.13 0.26 −0.10 0.022 0.66 10.01 11.30 10.60 230 230 23.1 3.50 4.30 3.85 −0.34 0.022 −0.09 0.26 −0.07 CBOE 235.96
0.08 0.27 −0.11 0.023 0.43 5.22 5.40 5.00 240 240 25.0 7.80 8.40 9.05 −0.57 0.023 −0.10 0.27 −0.13 0.04 0.20 −0.08 0.018 0.22 1.94 2.15 1.60 250 250 23.1 14.00 16.10 15.76 −0.78 0.018 −0.07 0.20 −0.18 0.02 0.11 −0.04 0.010 0.08 0.58 0.80 0.35 260 260 23.0 22.00 25.80 24.39 −0.92 0.010 −0.03 0.11 −0.21 0.01 0.06 −0.02 0.005 0.04 0.25 0.80 – 270 270 25.0 31.90 36.00 34.06 −0.96 0.005 −0.02 0.06 −0.23 0.01 0.04 −0.02 0.003 0.03 0.19 0.75 – 280 280 29.0 41.90 46.00 43.99 −0.97 0.003 −0.01 0.04 −0.24
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