Underlying Price

Exercise Price

Days Until Expiration

Interest Rates

%

Dividend Yield

%

Volatility

%

Rounding

Graph Increment

Long Call Short Call Long Put Short Put

Long Call Delta Short Call Delta Long Put Delta Short Put Delta Long Call Gamma Short Call Gamma Long Put Gamma Short Put Gamma Long Call Gamma 1% Short Call Gamma 1% Long Put Gamma 1% Short Put Gamma 1% Long Call Theta Short Call Theta Long Put Theta Short Put Theta Long Call Vega Short Call Vega Long Put Vega Short Put Vega

	Call Option	Put Option
Theoretical Price	3.019	2.691
Delta	0.533	-0.467
Gamma	0.055	0.055
Vega	0.114	0.114
Theta	-0.054	-0.041
Rho	0.041	-0.041