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USD
$0.01$1,000,000.00
USD
$0.01$1,000,000.00
days
1 day3,650 days
%
1%300%
%
0%20%

Delta (Call)

0.3152

Sensitivity of the option price to a $1 change in the stock price

Theta (Call, per day)

-0.0546

Estimated daily time decay of the option price

Vega (per 1% IV change)

0.1019

Estimated change in option price for a 1 percentage point change in implied volatility

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