NE 35c 12/19 Option Contract

$

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1

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9

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9

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1

0

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Key Statistics

Consolidated metrics for NE $35 strike call option expiring 12/19

Contract Typecall

Strike$35.00

Expiration12/19

Implied Volatility42.60%

Open Interest1,305

Open$1.50

High$1.55

Low$1.50

The Greeks

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

Delta0.31

Gamma0.04

Theta-0.01

Vega0.07