NE 37.5c 1/15/2027 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 NE $37.5 strike call option expiring 1/15/2027

Contract Typecall

Strike$37.50

Expiration1/15/2027

Implied Volatility44.00%

Open Interest95

Open$4.40

High$4.40

Low$4.39

The Greeks

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

Delta0.37

Gamma0.02

Theta-0.00

Vega0.12