The Oxford Communiqué Review
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Call | Put | |
---|---|---|
Theoretical Price | 10.31 | 0.79 |
Delta | 0.853141 | -0.146859 |
Gamma | 0.000230 | 0.000230 |
Theta | 0.021641 | -0.003149 |
Vega | 0.229882 | 0.229882 |
Rho | 0.750059 | -0.154778 |
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