IBN 36c 8/15 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 IBN $36 strike call option expiring 8/15

Contract Typecall

Strike$36.00

Expiration8/15

Implied Volatility34.99%

Open Interest128

Open$0.40

High$0.40

Low$0.40

The Greeks

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

Delta0.26

Gamma0.07

Theta-0.01

Vega0.05