Option Greeks

Underlying Price 12350 The current price of the instrument

Exercise Price 12350 Also called Strike Price
Today's Date 1/25/2020
Expiry Date 7/25/2020 The Date which the contract expires
Historical Volatility 20% The Historical Volatility of the asset's returns
Risk Free Rate 7.00% The current risk free interest rate
Dividened Yield 0.00% The Annualized Dividend Growth Rate of the Stock
DTE (Years) 0.50

Call Option Put Option

Theoretical Price #VALUE! #VALUE!
Delta #VALUE! #VALUE!
Gamma #VALUE! #VALUE!
Theta #VALUE! #VALUE!
Vega #VALUE! #VALUE!
Rho #VALUE! #VALUE!

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