Calls Puts Rho Vega Theta Gamma Delta Price Ask Bid IV, % Bid Ask Price Delta Gamma Theta Vega Rho 0.016 0.005 −0.00 0.03 0.96 4.49 6.50 2.70 20 20 40.0 0.05 0.20 0.04 −0.04 0.03 −0.00 0.005 −0.001 0.016 0.009 −0.01 0.05 0.94 3.52 3.70 3.50 21 21 36.0 0.05 0.10 0.07 −0.06 0.05 −0.01 0.009 −0.001 0.015 0.014 −0.01 0.09 0.88 2.59 2.70 2.60 22 22 33.0 0.05 0.15 0.14 −0.12 0.09 −0.01 0.014 −0.003 0.014 0.021 −0.01 0.14 0.77 1.75 1.85 1.75 23 23 31.0 0.25 0.35 0.30 −0.23 0.14 −0.01 0.021 −0.005 0.011 0.027 −0.01 0.19 0.60 1.06 1.15 1.05 24 24 29.1 0.50 0.65 0.61 −0.40 0.19 −0.01 0.027 −0.008 BCE 24.43
0.008 0.027 −0.01 0.19 0.41 0.57 0.60 0.55 25 25 29.0 1.00 1.15 1.12 −0.59 0.19 −0.01 0.027 −0.013 0.005 0.022 −0.01 0.15 0.24 0.28 0.35 0.25 26 26 29.0 1.70 1.85 1.83 −0.76 0.15 −0.01 0.022 −0.017 0.003 0.015 −0.01 0.10 0.13 0.13 0.20 0.05 27 27 30.0 2.55 3.50 2.68 −0.87 0.10 −0.01 0.015 −0.020 0.001 0.009 −0.00 0.06 0.07 0.07 0.40 – 28 28 31.0 2.30 4.90 3.61 −0.93 0.06 −0.00 0.009 −0.022 0.001 0.006 −0.00 0.04 0.04 0.04 2.15 – 29 29 33.1 3.20 6.60 4.58 −0.96 0.04 −0.00 0.006 −0.023
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