Calls Puts Rho Vega Theta Gamma Delta Price Ask Bid IV, % Bid Ask Price Delta Gamma Theta Vega Rho 0.11 0.06 −0.04 0.007 0.93 23.72 25.40 21.60 135 135 37.0 – 1.05 0.53 −0.07 0.007 −0.04 0.06 −0.01 0.11 0.08 −0.04 0.011 0.91 18.86 20.00 17.30 140 140 32.0 – 1.10 0.67 −0.09 0.011 −0.04 0.08 −0.01 0.11 0.10 −0.05 0.017 0.86 14.20 16.10 13.50 145 145 28.1 0.90 1.10 1.01 −0.14 0.017 −0.05 0.10 −0.02 0.10 0.14 −0.06 0.025 0.76 9.98 11.60 9.30 150 150 26.1 1.75 2.10 1.78 −0.24 0.025 −0.06 0.14 −0.03 0.08 0.18 −0.07 0.032 0.62 6.48 7.10 5.90 155 155 25.1 2.60 3.90 3.28 −0.38 0.032 −0.07 0.18 −0.06 WELL 158.07
0.06 0.19 −0.07 0.034 0.45 3.87 4.10 3.80 160 160 25.0 4.40 7.90 5.66 −0.55 0.034 −0.07 0.19 −0.08 0.04 0.16 −0.06 0.030 0.29 2.03 2.10 1.95 165 165 24.1 7.10 11.00 8.82 −0.71 0.030 −0.06 0.16 −0.11 0.02 0.11 −0.04 0.022 0.16 0.86 1.00 0.70 170 170 23.0 11.10 14.90 12.64 −0.84 0.022 −0.04 0.11 −0.13 0.01 0.07 −0.03 0.013 0.08 0.38 1.75 – 175 175 23.1 15.60 19.40 17.16 −0.92 0.013 −0.02 0.07 −0.14 0.01 0.05 −0.02 0.008 0.05 0.24 0.95 – 180 180 26.0 20.10 24.20 22.02 −0.95 0.008 −0.01 0.05 −0.15
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