GXO 47.5c 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 GXO $47.5 strike call option expiring 7/18

Contract Typecall

Strike$47.50

Expiration7/18

Implied Volatility35.80%

Open Interest3,752

Open$0.75

High$2.40

Low$0.65

The Greeks

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

Delta0.57

Gamma0.08

Theta-0.04

Vega0.05