Calls Puts Rho Vega Theta Gamma Delta Price Ask Bid IV, % Bid Ask Price Delta Gamma Theta Vega Rho 0.068 0.06 −0.06 0.009 0.88 23.05 23.80 21.50 85 85 67.1 – 2.55 1.40 −0.12 0.009 −0.06 0.06 −0.013 0.070 0.08 −0.06 0.012 0.85 18.21 19.80 16.10 90 90 57.1 – 2.80 1.56 −0.15 0.012 −0.06 0.08 −0.017 0.069 0.09 −0.06 0.018 0.80 13.51 14.60 11.30 95 95 48.0 – 2.70 1.85 −0.20 0.018 −0.06 0.09 −0.022 0.064 0.11 −0.07 0.025 0.72 9.16 10.20 7.70 100 100 40.1 0.45 2.60 2.50 −0.28 0.025 −0.06 0.11 −0.031 0.054 0.13 −0.07 0.033 0.58 5.54 7.40 4.20 105 105 35.1 2.10 4.40 3.87 −0.42 0.033 −0.06 0.13 −0.047 LEA 106.57
0.038 0.13 −0.06 0.035 0.41 3.08 3.90 2.55 110 110 34.0 4.00 6.80 6.40 −0.59 0.035 −0.06 0.13 −0.067 0.025 0.11 −0.06 0.028 0.26 1.78 3.30 0.15 115 115 35.1 7.80 11.10 10.10 −0.74 0.028 −0.05 0.11 −0.085 0.017 0.09 −0.05 0.020 0.18 1.22 3.10 – 120 120 39.1 11.80 15.70 14.54 −0.82 0.020 −0.05 0.09 −0.097 0.014 0.07 −0.05 0.015 0.14 1.03 2.70 – 125 125 45.0 16.50 20.20 19.34 −0.86 0.015 −0.05 0.07 −0.106 0.012 0.07 −0.05 0.012 0.13 1.01 2.45 – 130 130 52.0 21.40 25.30 24.31 −0.87 0.012 −0.05 0.07 −0.112
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