NEO 11c 6/20 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 NEO $11 strike call option expiring 6/20

Contract Typecall

Strike$11.00

Expiration6/20

Implied Volatility1954.74%

Open Interest21

Open$0.05

High$0.05

Low$0.05

The Greeks

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

Delta0.26

Gamma0.09

Theta-2.33

Vega0.00