SHYF 15c 12/19 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 SHYF $15 strike call option expiring 12/19

Contract Typecall

Strike$15.00

Expiration12/19

Implied Volatility78.10%

Open Interest4

Open$1.05

High$1.05

Low$1.05

The Greeks

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

Delta0.46

Gamma0.06

Theta-0.01

Vega0.03