BOC 15c 8/15 Option Contract

$

9

8

7

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5

4

3

2

1

0

0

9

8

7

6

5

4

3

2

1

0

0

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9

8

7

6

5

4

3

2

1

0

0

Key Statistics

Consolidated metrics for BOC $15 strike call option expiring 8/15

Contract Typecall

Strike$15.00

Expiration8/15

Implied Volatility26.50%

Open Interest281

Open$0.40

High$0.40

Low$0.40

The Greeks

Price sensitivity (Delta), Delta change (Gamma), Time decay (Theta), Volatility impact (Vega)

Delta0.27

Gamma0.23

Theta-0.00

Vega0.02