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 |