SNN 17.5c 9/19 Option Contract

$

9

8

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1

0

0

9

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1

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9

8

7

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5

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3

2

1

0

0

Key Statistics

Consolidated metrics for SNN $17.5 strike call option expiring 9/19

Contract Typecall

Strike$17.50

Expiration9/19

Implied Volatility76.94%

Open Interest0

Open$—

High$—

Low$—

The Greeks

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

Delta0.93

Gamma0.01

Theta-0.01

Vega0.02