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. Call:
See option montage below for Google stock expiring June 6 2014. Interpret the Greeks (Delta, Vega, Theta, Rho and Gamma) for Call and Put.
Call:
F0614C527500
LAST: 10.7, Chg:1.45, Bid:9.6, Ask: 10.7, Th.Val.10.15, Imp Vol.18.8472, Delta: .52231, Gam: 0.016294 , CVol:8, Open Int:2, Expiration Date :6 June 14, Root System : GOOGLE, Strike Price: 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: -.47737, Gam: 0.017456, CVol: 1, Open Int:20, Expiration Date :6 June 14, Root System : GOOGLE, Strike Price: 527.5
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