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Calculate the adjusted stock price, N(d1), D(d2), N'(D1), delta, gamma, theta, omega Trade Date Option Type Strike Price Maturity Date Bid Price Offer Price Mid

Calculate the adjusted stock price, N(d1), D(d2), N'(D1), delta, gamma, theta, omega

Trade Date Option Type Strike Price Maturity Date Bid Price Offer Price Mid Price Volume Open Interest T Implied Volatility S Div Yield Adjusted Stock Price (due to continuousdividends) rf d1 d2 N(D1) (Use Norm.Dist formula for calculations) N(D2) (Use Norm.Dist formula for calculations) N'(D1) (Use Norm.Dist formula for calculations) Delta Gamma Theta Omega
2/13/13 Call 60 2/16/13 0.5 0.6 0.55 87 1896 0.01 11.87% $60.48 3.63% 0.33%
2/13/13 Call 60 3/16/13 1.25 1.35 1.3 301 3515 0.08 16.31% $60.48 3.63% 0.33%
2/13/13 Call 60 6/22/13 1.85 2 1.925 39 4693 0.35 14.35% $60.48 3.63% 0.33%
2/13/13 Call 65 6/22/13 0.3 0.4 0.35 2593 364 0.35 13.12% $60.48 3.63% 0.33%
2/13/13 Call 60 9/21/13 2.25 2.4 2.325 3 85 0.60 14.47% $60.48 3.63% 0.33%
2/13/13 Call 65 9/21/13 0.5 0.65 0.575 88 503 0.60 12.69% $60.48 3.63% 0.33%
2/13/13 Call 60 1/18/14 2.6 2.85 2.725 0 15000 0.93 14.76% $60.48 3.63% 0.33%
2/13/13 Call 65 1/18/14 0.85 1 0.925 1 7904 0.93 13.19% $60.48 3.63% 0.33%
2/13/13 Call 55 1/17/15 6.2 7.1 6.65 304 199 1.93 18.71% $60.48 3.63% 0.33%
2/13/13 Call 65 1/17/15 0.85 2 1.425 0 123 1.93 13.02% $60.48 3.63% 0.33%

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