VMI 400c 11/21 Option Contract

$

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Key Statistics

Consolidated metrics for VMI $400 strike call option expiring 11/21

Contract Typecall

Strike$400.00

Expiration11/21

Implied Volatility30.87%

Open Interest5

Open$4.30

High$5.97

Low$4.30

The Greeks

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

Delta0.16

Gamma0.00

Theta-0.06

Vega0.43