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 Googles 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
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started