Question: you need to pick two options. One Put and one call. You will need to fill out all the information on this spread sheet Option

you need to pick two options. One Put and one call. You will need to fill out all the information on this spread sheet

Option Worksheet Date Put/Call? Underlying Stock Ticker Strike Price: (X) Expiration Date: Beginning End Date Change from Beginning to end Days to Expiration ( 0 0 Current Option Price Co, P.) Current Stock Price: (S.) Volatility Interest Rate Intrinsic Value (IV) Time Value (TV) Average (Beg. Est. effect on & End) option The Greeks! Delta Vega Theta Rho OPTION PRICE CHANGE CALCULATION Estimate Based on Greeks Actual Change Analysis: Compare the estimate based on Greeks and actual Price change. What impacted the changes? Option Worksheet Date 10/21/2017 Put/Call? Underlying Stock Ticker Strike Price: (X) Expiration Date: AAL 240 Beginning End Date Change from Beginning to end Days to Expiration 4.0 24,51 Current Option Price (CO, PO) Current Stock Price: (SO) Volatility Interest Rate 1.13 Intrinsic Value (IV) Time Value (TV) The Greeks! Average (Beg. & Est. effect End) option -0.46 Delta Vega Theta Rho OPTION PRICE CHANGE CALCULATIC Estimate Based on Grocks Actual Change Analysis: Compare the estimate based on Greeks and actual Price change. What impacted the changes? Option Worksheet Date 1/21/2018 Put/Call? Underlying Stock Ticker Strike Price: (X) Expiration Date: Beginning Date Change from Beginning to end Days to Expiration hoo 6.50 Current Option Price (CO, PO) Current Stock Price: (SO) Volatility Interest Rate 1.93 Intrinsic Value (IV) Time Value (TV) The Greeks! Average (Beg. & Erd) Est effect option Delta Vega Theta -0.01 0. Rho OPTION PRICE CHANGE CALCULATION Estimate Based on Greeks Actual Change Analysis: Compare the estimate based on Grecks and actual Price change. What impacted the changes? Option Worksheet Date Put/Call? Underlying Stock Ticker Strike Price: (X) Expiration Date: Beginning End Date Change from Beginning to end Days to Expiration ( 0 0 Current Option Price Co, P.) Current Stock Price: (S.) Volatility Interest Rate Intrinsic Value (IV) Time Value (TV) Average (Beg. Est. effect on & End) option The Greeks! Delta Vega Theta Rho OPTION PRICE CHANGE CALCULATION Estimate Based on Greeks Actual Change Analysis: Compare the estimate based on Greeks and actual Price change. What impacted the changes? Option Worksheet Date 10/21/2017 Put/Call? Underlying Stock Ticker Strike Price: (X) Expiration Date: AAL 240 Beginning End Date Change from Beginning to end Days to Expiration 4.0 24,51 Current Option Price (CO, PO) Current Stock Price: (SO) Volatility Interest Rate 1.13 Intrinsic Value (IV) Time Value (TV) The Greeks! Average (Beg. & Est. effect End) option -0.46 Delta Vega Theta Rho OPTION PRICE CHANGE CALCULATIC Estimate Based on Grocks Actual Change Analysis: Compare the estimate based on Greeks and actual Price change. What impacted the changes? Option Worksheet Date 1/21/2018 Put/Call? Underlying Stock Ticker Strike Price: (X) Expiration Date: Beginning Date Change from Beginning to end Days to Expiration hoo 6.50 Current Option Price (CO, PO) Current Stock Price: (SO) Volatility Interest Rate 1.93 Intrinsic Value (IV) Time Value (TV) The Greeks! Average (Beg. & Erd) Est effect option Delta Vega Theta -0.01 0. Rho OPTION PRICE CHANGE CALCULATION Estimate Based on Greeks Actual Change Analysis: Compare the estimate based on Grecks and actual Price change. What impacted the changes

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