FRBA 20c 7/18 Option Contract

$

9

8

7

6

5

4

3

2

1

0

0

9

8

7

6

5

4

3

2

1

0

0

.

9

8

7

6

5

4

3

2

1

0

0

Key Statistics

Consolidated metrics for FRBA $20 strike call option expiring 7/18

Contract Typecall

Strike$20.00

Expiration7/18

Implied Volatility81.41%

Open Interest0

Open$—

High$—

Low$—

The Greeks

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

Delta0.09

Gamma0.05

Theta-0.01

Vega0.01