GILT 5c 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 GILT $5 strike call option expiring 7/18

Contract Typecall

Strike$5.00

Expiration7/18

Implied Volatility60.60%

Open Interest58

Open$1.45

High$1.45

Low$1.45

The Greeks

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

Delta0.92

Gamma0.14

Theta-0.00

Vega0.00