SCS 12.5c 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 SCS $12.5 strike call option expiring 6/20

Contract Typecall

Strike$12.50

Expiration6/20

Implied Volatility189.18%

Open Interest735

Open$0.07

High$0.07

Low$0.07

The Greeks

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

Delta0.11

Gamma0.12

Theta-0.06

Vega0.00