Calls Puts Rho Vega Theta Gamma Delta Price Ask Bid IV, % Bid Ask Price Delta Gamma Theta Vega Rho 0.012 0.004 −0.00 0.03 0.97 4.50 5.50 4.10 13 13 54.1 – 0.75 0.04 −0.03 0.03 −0.00 0.004 −0.001 0.013 0.005 −0.00 0.04 0.96 3.51 5.00 3.10 14 14 43.1 – 0.65 0.04 −0.04 0.04 −0.00 0.005 −0.001 0.013 0.008 −0.00 0.07 0.92 2.53 3.50 2.15 15 15 36.0 – 0.50 0.07 −0.08 0.07 −0.00 0.008 −0.001 0.012 0.014 −0.01 0.15 0.82 1.65 2.20 1.15 16 16 33.0 0.10 0.20 0.18 −0.18 0.15 −0.01 0.014 −0.003 0.010 0.020 −0.01 0.22 0.63 0.92 0.80 0.65 17 17 31.0 0.35 0.45 0.46 −0.37 0.22 −0.01 0.020 −0.007 AM 17.45
0.004 0.018 −0.00 0.40 0.27 0.14 0.30 0.20 18 18 15.1 0.90 1.05 0.67 −0.73 0.40 −0.00 0.018 −0.013 0.002 0.012 −0.00 0.17 0.14 0.09 0.45 0.05 19 19 24.1 1.40 2.20 1.62 −0.86 0.17 −0.00 0.012 −0.016 0.001 0.007 −0.00 0.08 0.06 0.04 0.10 – 20 20 28.0 2.70 2.85 2.57 −0.94 0.08 −0.00 0.007 −0.018 0.001 0.004 −0.00 0.04 0.03 0.02 0.05 – 21 21 32.0 3.60 4.10 3.55 −0.97 0.04 −0.00 0.004 −0.020 0 0.003 −0.00 0.03 0.03 0.02 0.05 – 22 22 37.1 4.50 5.00 4.55 −0.97 0.03 −0.00 0.003 −0.021
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