Question
See option montage below for Google stock expiring June 6 2014. Interpret the Greeks (Delta, Vega, Theta, Rho and Gamma) for Call and Put. What
See option montage below for Google stock expiring June 6 2014. Interpret the Greeks (Delta, Vega, Theta, Rho and Gamma) for Call and Put. What do you think the market is saying about Google's price movement in near future?
Call
F0614C527500
Last
10.7
Chg
1.45
Bid
9.6
Ask
10.7
Th. Val.
10.15
Imp. Vol.
18.8472
Delta
0.52231
Gam.
0.016294
CVol
8
Open Int
2
Expiration Date
6-Jun-14
Root Sym
GOOGL
Strike
527.5
Put
R0614C527500
Last
10.9
Chg
2.5
Bid
8.2
Ask
9.2
Th. Val.
8.7
Imp. Vol.
17.5921
Delta
-0.47737
Gam.
0.017456
CVol
1
Open Int
20
Expiration Date
6-Jun-14
Root
Sym
GOOGL
Strike
527.5
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