MFA 10c 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 MFA $10 strike call option expiring 7/18

Contract Typecall

Strike$10.00

Expiration7/18

Implied Volatility26.12%

Open Interest835

Open$0.06

High$0.06

Low$0.06

The Greeks

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

Delta0.20

Gamma0.43

Theta-0.00

Vega0.01