Calls Puts Rho Vega Theta Gamma Delta Price Ask Bid IV, % Bid Ask Price Delta Gamma Theta Vega Rho 0.17 0.14 −0.11 0.004 0.90 49.23 50.20 46.00 210 210 54.0 – 2.30 2.14 −0.10 0.004 −0.11 0.14 −0.03 0.18 0.17 −0.12 0.006 0.87 39.77 40.20 37.50 220 220 48.0 – 2.80 2.67 −0.13 0.006 −0.11 0.17 −0.03 0.17 0.21 −0.13 0.008 0.82 30.69 31.30 28.50 230 230 43.0 – 3.70 3.58 −0.18 0.008 −0.13 0.21 −0.05 0.16 0.26 −0.15 0.011 0.74 22.29 24.00 20.00 240 240 38.1 1.70 5.20 5.17 −0.26 0.011 −0.14 0.26 −0.07 0.14 0.30 −0.16 0.013 0.62 15.04 16.80 13.20 250 250 35.1 4.90 8.80 7.91 −0.38 0.013 −0.15 0.30 −0.10 JLL 256.89
0.11 0.32 −0.16 0.015 0.48 9.44 11.30 7.70 260 260 34.0 9.60 12.80 12.30 −0.52 0.015 −0.15 0.32 −0.14 0.08 0.29 −0.14 0.014 0.34 5.69 7.50 3.40 270 270 33.1 15.50 18.40 18.54 −0.66 0.014 −0.13 0.29 −0.18 0.05 0.24 −0.12 0.011 0.23 3.48 4.60 0.65 280 280 34.1 22.60 25.80 26.32 −0.77 0.011 −0.11 0.24 −0.21 0.04 0.19 −0.10 0.008 0.16 2.29 3.10 – 290 290 36.1 31.20 34.80 35.12 −0.84 0.008 −0.09 0.19 −0.24 0.03 0.15 −0.09 0.006 0.11 1.67 2.55 – 300 300 39.1 40.90 45.10 44.49 −0.89 0.006 −0.08 0.15 −0.26
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