NEO 21c 8/15 Option Contract

$

9

8

7

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4

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

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5

4

3

2

1

0

0

Key Statistics

Consolidated metrics for NEO $21 strike call option expiring 8/15

Contract Typecall

Strike$21.00

Expiration8/15

Implied Volatility287.57%

Open Interest0

Open$—

High$—

Low$—

The Greeks

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

Delta0.35

Gamma0.05

Theta-0.03

Vega0.01