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18. You have a call option with the following characteristics: STRIKE 70 Expiry May 17 Ask 3.70 Bid 3.50 Delta Theta Gamma .45 -.06

18. You have a call option with the following characteristics: STRIKE 70 Expiry May 17 Ask 3.70 Bid 3.50 Delta Theta Gamma .45 -.06 .03 Vega I Vol .09 51.21% If the underlying declines $2.35 per share the next day, answer the following: a. The new delta would be b. The new price would be C. The theta would be Op Int 845

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