WSR 12.5c 9/19 Option Contract

$

9

8

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1

0

0

9

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1

0

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9

8

7

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3

2

1

0

0

Key Statistics

Consolidated metrics for WSR $12.5 strike call option expiring 9/19

Contract Typecall

Strike$12.50

Expiration9/19

Implied Volatility27.18%

Open Interest60

Open$0.56

High$0.56

Low$0.56

The Greeks

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

Delta0.46

Gamma0.24

Theta-0.00

Vega0.02