Silicon AI, Inc. (SAI) stock is priced at $100.The stock's volatility is 30% and the risk-free rate is 4%.Consider the following 6-month call and put options on SMI stock (contract size = 1 share):

CALL 1 CALL 2 CALL 3 PUT 1 PUT 2 PUT 3 STRIKE $90 $100 $110 STRIKE $90 $100 $110 PRICE $15.12 $9.3238 $5.482 PRICE $3.36 $7.3631 $13.1914 DELTA 0.7579 0.5790 0.4000 DELTA -0.2421 -0.4210 -0.6000 GAMMA 0.0148 0.0186 0.0183 GAMMA 0.0148 0.0186 0.0183 THETA -0.0250 -0.0282 -0.0264 THETA -0.0152 -0.0174 -0.0146 VEGA 0.2194 0.2746 0.2713 VEGA 0.2194 0.2746 0.2713 RHO 0.2992 0.2396 0.1709 RHO -0.1360 -0.2439 -0.3609