TFSL 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 TFSL $12.5 strike call option expiring 7/18

Contract Typecall

Strike$12.50

Expiration7/18

Implied Volatility33.32%

Open Interest38

Open$0.70

High$0.70

Low$0.70

The Greeks

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

Delta0.54

Gamma0.35

Theta-0.01

Vega0.01