S/N

Strike Price

Stock Price

High/Low

Price (Call/Put)

Vega (Λ)

Gamma

(Γ)

Rho

(ρ)

Volatility

01

81.732

120

82

87.161

5.10361e−04

0.0129431

0.992285

2.19259

02

76.731

125

77

82.162

5.84782e−04

0.0134769

0.991642

2.03664

03

71.734

130

72

77.173

6.73353e−04

0.014018

0.988927

1.88642

04

66.735

135

67

72.171

7.79894e−04

0.0145372

0.987126

1.74082

05

61.736

140

62

67.172

9.09641e−04

0.0150652

0.989221

1.60017

06

56.737

145

57

62.183

0.00103995

0.0155902

0.989185

1.46322

07

51.731

150

52

57.184

0.00167137

0.0161117

0.984988

1.33017

08

46.732

155

47

52.192

0.00172959

0.0166296

0.983581

1.20041

09

41.733

160

42

47.193

0.00186875

0.0171404

0.982901

1.07365

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

4742

0

265

0

0

0

0

0

0.11372