Calls Puts Rho Vega Theta Gamma Delta Price Ask Bid IV, % Bid Ask Price Delta Gamma Theta Vega Rho 0.032 0.026 −0.05 0.006 0.93 25.32 26.70 23.70 45 45 114.1 – 2.00 0.79 −0.07 0.006 −0.05 0.026 −0.005 0.034 0.036 −0.06 0.009 0.90 20.68 20.60 17.00 50 50 103.0 – 2.05 1.14 −0.10 0.009 −0.06 0.036 −0.007 0.036 0.045 −0.07 0.013 0.86 15.98 16.90 12.60 55 55 87.0 – 2.60 1.44 −0.14 0.013 −0.07 0.045 −0.009 0.036 0.056 −0.07 0.020 0.80 11.31 11.90 7.60 60 60 70.1 – 2.95 1.76 −0.20 0.020 −0.07 0.056 −0.013 0.034 0.070 −0.07 0.032 0.69 6.95 7.50 4.00 65 65 56.0 0.45 4.60 2.40 −0.31 0.032 −0.06 0.070 −0.020 PLUS 69.55
0.026 0.079 −0.06 0.043 0.51 3.50 4.90 1.00 70 70 46.1 2.15 4.90 3.94 −0.49 0.043 −0.06 0.079 −0.031 0.016 0.069 −0.05 0.039 0.30 1.58 4.10 – 75 75 44.1 4.40 8.50 7.02 −0.70 0.039 −0.05 0.069 −0.046 0.009 0.052 −0.04 0.027 0.18 0.87 3.90 – 80 80 49.0 8.60 13.00 11.30 −0.82 0.027 −0.04 0.052 −0.056 0.007 0.042 −0.04 0.018 0.13 0.69 2.75 – 85 85 57.1 14.10 17.70 16.12 −0.87 0.018 −0.04 0.042 −0.063 0.006 0.039 −0.04 0.014 0.11 0.71 2.25 – 90 90 69.0 18.60 22.70 21.14 −0.89 0.014 −0.04 0.039 −0.068
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