IBN 37c 9/19 Option Contract

$

9

8

7

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3

2

1

0

0

9

8

7

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5

4

3

2

1

0

0

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9

8

7

6

5

4

3

2

1

0

0

Key Statistics

Consolidated metrics for IBN $37 strike call option expiring 9/19

Contract Typecall

Strike$37.00

Expiration9/19

Implied Volatility24.52%

Open Interest342

Open$0.20

High$0.25

Low$0.20

The Greeks

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

Delta0.21

Gamma0.07

Theta-0.01

Vega0.05