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 Volatility42.05%

Open Interest703

Open$0.60

High$0.60

Low$0.60

The Greeks

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

Delta0.27

Gamma0.07

Theta-0.03

Vega0.04