SGU 12.5c 7/18 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 SGU $12.5 strike call option expiring 7/18

Contract Typecall

Strike$12.50

Expiration7/18

Implied Volatility33.16%

Open Interest3

Open$0.23

High$0.23

Low$0.23

The Greeks

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

Delta0.24

Gamma0.29

Theta-0.01

Vega0.01