SPHR 42.5c 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 SPHR $42.5 strike call option expiring 7/18

Contract Typecall

Strike$42.50

Expiration7/18

Implied Volatility44.15%

Open Interest703

Open$0.50

High$0.85

Low$0.50

The Greeks

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

Delta0.24

Gamma0.07

Theta-0.03

Vega0.03