Calls Puts Rho Vega Theta Gamma Delta Price Ask Bid IV, % Bid Ask Price Delta Gamma Theta Vega Rho 0.0005 0.0012 −0.01 0.01 0.97 4.50 6.10 2.40 1 1 577.1 – 0.75 0.28 −0.03 0.01 −0.01 0.0012 −0.0004 0.0011 0.0023 −0.01 0.02 0.92 3.58 3.90 2.55 2 2 379.1 – 0.75 0.36 −0.08 0.02 −0.01 0.0023 −0.0007 0.0017 0.0033 −0.01 0.06 0.87 2.57 3.80 1.55 3 3 244.0 – 0.75 0.35 −0.13 0.06 −0.01 0.0033 −0.0009 0.0022 0.0045 −0.01 0.12 0.79 1.60 1.45 – 4 4 159.1 – 0.65 0.38 −0.21 0.12 −0.01 0.0045 −0.0013 0.0021 0.0059 −0.01 0.22 0.62 0.80 1.25 0.65 5 5 114.0 – 0.95 0.58 −0.38 0.22 −0.01 0.0059 −0.0023 MYGN 5.22
0.0014 0.0058 −0.01 0.25 0.37 0.33 0.65 0.10 6 6 97.0 – 1.95 1.10 −0.63 0.25 −0.01 0.0058 −0.0038 0.0008 0.0043 −0.01 0.18 0.20 0.15 0.60 – 7 7 100.1 1.15 2.50 1.93 −0.80 0.18 −0.01 0.0043 −0.0053 0.0006 0.0036 −0.01 0.13 0.15 0.12 0.70 – 8 8 118.0 2.10 4.00 2.89 −0.85 0.13 −0.01 0.0036 −0.0064 0.0005 0.0035 −0.01 0.10 0.14 0.14 2.05 – 9 9 144.0 3.20 4.50 3.91 −0.86 0.10 −0.01 0.0035 −0.0073 0.0006 0.0037 −0.01 0.09 0.15 0.17 0.35 – 10 10 172.1 4.20 5.70 4.95 −0.85 0.09 −0.01 0.0037 −0.0082
Show all Show all Build your own strategy