CAT 520c 9/19 Option Contract

$

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9

8

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0

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Key Statistics

Consolidated metrics for CAT $520 strike call option expiring 9/19

Contract Typecall

Strike$520.00

Expiration9/19

Implied Volatility31.29%

Open Interest184

Open$0.50

High$0.50

Low$0.50

The Greeks

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

Delta0.01

Gamma0.00

Theta-0.01

Vega0.05