GILT 10c 12/19 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 $10 strike call option expiring 12/19

Contract Typecall

Strike$10.00

Expiration12/19

Implied Volatility46.81%

Open Interest423

Open$0.15

High$0.15

Low$0.13

The Greeks

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

Delta0.11

Gamma0.09

Theta-0.00

Vega0.01