Date Price returns

Jan 01, 2019 26.85

Jan 02, 2019 26.72 -0.004853 S 26.25
Jan 03, 2019 26.6 -0.004501 r 0.09 0.0862
Jan 04, 2019 27 0.014926 T 6 months 0.50
Jan 07, 2019 27.1 0.003697 std 0.024331 0.4649
Jan 08, 2019 27 -0.003697 X+3 29.25
Jan 09, 2019 26.65 -0.013048 X-3 23.25
Jan 10, 2019 26.7 0.001874
Jan 11, 2019 26.5 -0.007519
Jan 14, 2019 27 0.018692
Jan 15, 2019 27.4 0.014706
Jan 16, 2019 27 -0.014706
Jan 17, 2019 27.11 0.004066
Jan 18, 2019 27.7 0.02153
Jan 21, 2019 27.85 0.005401
Jan 22, 2019 28.75 0.031805
Jan 23, 2019 28.6 -0.005231
Jan 24, 2019 28.9 0.010435
Jan 25, 2019 28.5 -0.013938
Jan 28, 2019 28.3 -0.007042
Jan 29, 2019 28.5 0.007042
Jan 30, 2019 29.4 0.031091
Jan 31, 2019 29.1 -0.010257
Feb 01, 2019 29 -0.003442
Feb 04, 2019 29.4 0.013699
Feb 06, 2019 28.9 -0.017153
Feb 07, 2019 28.75 -0.005204
Feb 08, 2019 28.45 -0.01049
Feb 11, 2019 28.2 -0.008826
Feb 12, 2019 28.3 0.00354
Feb 13, 2019 28.32 0.000706
Feb 14, 2019 28.3 -0.000706
Feb 19, 2019 27.65 -0.023236
Feb 20, 2019 27.6 -0.00181
Feb 21, 2019 27.11 -0.017913
Feb 22, 2019 26.5 -0.022758
Feb 25, 2019 26.14 -0.013678
Feb 26, 2019 25.01 -0.044191
Feb 27, 2019 24 -0.041222
Feb 28, 2019 24 0
Mar 01, 2019 24.95 0.03882
Mar 04, 2019 25.35 0.015905
Mar 05, 2019 24.8 -0.021935
Mar 06, 2019 25.65 0.0337
Mar 07, 2019 25.35 -0.011765
Mar 08, 2019 24.5 -0.034106
Mar 11, 2019 24.15 -0.014389
Mar 12, 2019 24.26 0.004545
Mar 13, 2019 24.25 -0.000412
Mar 14, 2019 24.25 0
Mar 15, 2019 24.1 -0.006205
Mar 18, 2019 24.93 0.03386
Mar 19, 2019 25.75 0.032363
Mar 20, 2019 25.79 0.001552
Mar 21, 2019 26.4 0.023377
Mar 22, 2019 26.4 0
Mar 25, 2019 26 -0.015267
Mar 26, 2019 25 -0.039221
Mar 27, 2019 25.35 0.013903
Mar 28, 2019 25.15 -0.007921
Mar 29, 2019 25.17 0.000795
Apr 01, 2019 25.49 0.012633
Apr 02, 2019 24.6 -0.03554
Apr 03, 2019 24.55 -0.002035
Apr 04, 2019 24.5 -0.002039
Apr 05, 2019 24.8 0.012171
Apr 08, 2019 24.01 -0.032373
Apr 09, 2019 24.5 0.020203
Apr 10, 2019 23.99 -0.021036
Apr 11, 2019 23.76 -0.009634
Apr 12, 2019 24.4 0.02658
Apr 15, 2019 24.35 -0.002051
Apr 16, 2019 24.3 -0.002055
Apr 17, 2019 24.4 0.004107
Apr 18, 2019 24.1 -0.012371
Apr 19, 2019 23.83 -0.011267
Apr 22, 2019 24.3 0.019531
Apr 23, 2019 23.5 -0.033476
Apr 24, 2019 23.35 -0.006403
Apr 25, 2019 23.5 0.006403
Apr 26, 2019 24 0.021053
Apr 29, 2019 23.92 -0.003339
May 02, 2019 24 0.003339
May 03, 2019 23.5 -0.021053
May 06, 2019 22.4 -0.047939
May 07, 2019 23 0.026433
May 08, 2019 22.99 -0.000435
May 09, 2019 23.1 0.004773
May 10, 2019 23 -0.004338
May 13, 2019 21.85 -0.051293
May 14, 2019 22 0.006842
May 15, 2019 22 0
May 16, 2019 22.94 0.04184
May 17, 2019 21.8 -0.050972
May 20, 2019 21.75 -0.002296
May 21, 2019 21.95 0.009153
May 22, 2019 23.04 0.048465
May 23, 2019 24.08 0.04415
May 24, 2019 23.8 -0.011696
May 27, 2019 24 0.008368
May 28, 2019 23.75 -0.010471
May 29, 2019 24.19 0.018357
May 30, 2019 23.65 -0.022576
Jun 03, 2019 24.4 0.03122
Jun 10, 2019 23.18 -0.051293
Jun 11, 2019 23.65 0.020073
Jun 12, 2019 24.5 0.03531
Jun 13, 2019 24.96 0.018601
Jun 14, 2019 24.8 -0.006431
Jun 17, 2019 24.5 -0.012171
Jun 18, 2019 24 -0.020619
Jun 19, 2019 24.39 0.016119
Jun 20, 2019 24 -0.016119
Jun 21, 2019 23.55 -0.018928
Jun 24, 2019 23.27 -0.011961
Jun 26, 2019 24.33 0.044545
Jun 27, 2019 24.99 0.026766
Jun 28, 2019 23.71 -0.052579
Jul 01, 2019 23.75 0.001686
Jul 02, 2019 23.6 -0.006336
Jul 03, 2019 24 0.016807
Jul 04, 2019 23.5 -0.021053
Jul 05, 2019 23.2 -0.012848
Jul 08, 2019 23.2 0
Jul 09, 2019 23 -0.008658
Jul 10, 2019 23.7 0.029981
Jul 11, 2019 23 -0.029981
Jul 12, 2019 23 0
Jul 15, 2019 22.5 -0.021979
Jul 16, 2019 22.5 0
Jul 17, 2019 22.6 0.004435
Jul 18, 2019 22 -0.026907
Jul 19, 2019 22.5 0.022473
Jul 22, 2019 22.5 0
Jul 23, 2019 22.9 0.017622
Jul 24, 2019 23.7 0.034338
Jul 25, 2019 22.89 -0.034775
Jul 30, 2019 21.8 -0.04879
Jul 31, 2019 22.15 0.015928
Aug 01, 2019 23 0.037657
Aug 02, 2019 23.34 0.014674
Aug 05, 2019 22.75 -0.025603
Aug 07, 2019 22.1 -0.028988
Aug 08, 2019 21.3 -0.036871
Aug 09, 2019 22.36 0.048567
Aug 16, 2019 21.85 -0.023073
Aug 19, 2019 21.98 0.005932
Aug 20, 2019 22.7 0.032232
Aug 21, 2019 22.98 0.012259
Aug 22, 2019 23.98 0.042596
Aug 23, 2019 23.5 -0.02022
Aug 26, 2019 23 -0.021506
Aug 27, 2019 23 0
Aug 28, 2019 23.51 0.021932
Aug 29, 2019 23.75 0.010157
Aug 30, 2019 23.93 0.00755
Sep 02, 2019 23.94 0.000418
Sep 03, 2019 24 0.002503
Sep 04, 2019 24 0
Sep 05, 2019 25 0.040822
Sep 06, 2019 24.99 -0.0004
Sep 11, 2019 26.23 0.048428
Sep 12, 2019 26.22 -0.000381
Sep 13, 2019 26 -0.008426
Sep 16, 2019 26.24 0.009188
Sep 17, 2019 26 -0.009188
Sep 18, 2019 26 0
Sep 19, 2019 26.25 0.009569
Sep 20, 2019 26.28 0.001142
Sep 23, 2019 25.9 -0.014565
Sep 24, 2019 26.5 0.022902
Sep 25, 2019 26.35 -0.005676
Sep 26, 2019 25.95 -0.015297
Sep 27, 2019 26 0.001925
Sep 30, 2019 26.15 0.005753
Oct 01, 2019 26.38 0.008757
Oct 02, 2019 26.2 -0.006847
Oct 03, 2019 26 -0.007663
Oct 04, 2019 26.39 0.014889
Oct 07, 2019 26.4 0.000379
Oct 08, 2019 26.32 -0.003035
Oct 09, 2019 26 -0.012233
Oct 10, 2019 26.44 0.016781
Oct 11, 2019 26.4 -0.001514
Oct 14, 2019 26.2 -0.007605
Oct 15, 2019 21.8 -0.183849
Oct 16, 2019 22.38 0.026258
Oct 17, 2019 22.48 0.004458
Oct 18, 2019 22.08 -0.017954
Oct 21, 2019 21.1 -0.045399
Oct 22, 2019 21.4 0.014118
Oct 23, 2019 21.55 0.006985
Oct 24, 2019 21.45 -0.004651
Oct 25, 2019 21.45 0
Oct 28, 2019 21.61 0.007432
Oct 29, 2019 21.75 0.006458
Oct 30, 2019 21.75 0
Oct 31, 2019 22.45 0.031677
Nov 01, 2019 22.5 0.002225
Nov 04, 2019 23.12 0.027183
Nov 05, 2019 23.84 0.030667
Nov 06, 2019 24.05 0.00877
Nov 07, 2019 24.17 0.004977
Nov 08, 2019 24.5 0.013561
Nov 11, 2019 24.5 0
Nov 12, 2019 24.16 -0.013975
Nov 13, 2019 24.4 0.009885
Nov 14, 2019 24.35 -0.002051
Nov 15, 2019 24.7 0.014271
Nov 18, 2019 25.1 0.016065
Nov 19, 2019 24.81 -0.011621
Nov 20, 2019 25.24 0.017183
Nov 21, 2019 24.5 -0.029757
Nov 22, 2019 24.98 0.019402
Nov 25, 2019 24.99 0.0004
Nov 26, 2019 24.55 -0.017764
Nov 27, 2019 24.51 -0.001631
Nov 28, 2019 25.8 0.051293
Nov 29, 2019 27.09 0.04879
Dec 02, 2019 28.44 0.048632
Dec 03, 2019 28 -0.015592
Dec 04, 2019 28.1 0.003565
Dec 05, 2019 28 -0.003565
Dec 06, 2019 29.5 0.052186
Dec 09, 2019 29.5 0
Dec 10, 2019 29.5 0
Dec 11, 2019 28.5 -0.034486
Dec 12, 2019 28.49 -0.000351
Dec 13, 2019 28 -0.017349
Dec 16, 2019 28 0
Dec 17, 2019 27.11 -0.032302
Dec 18, 2019 26.5 -0.022758
Dec 19, 2019 26.4 -0.003781
Dec 20, 2019 25.99 -0.015652
Dec 23, 2019 25.5 -0.019033
Dec 24, 2019 25.4 -0.003929
Dec 26, 2019 25.5 0.003929
Dec 27, 2019 25.9 0.015565
Dec 30, 2019 26 0.003854
Dec 31, 2019 26.25 0.009569
 Black-Scholes Option Pricing Model

Time to Expiration 0.5 Time to Expiration 0.5 Time to Expiration

Exercise Price $29.25 Exercise Price $23.25 Exercise Price
Current Stock Price $26.25 Current Stock Price $26.25 Current Stock Price
Volatility 46.49% Volatility 46.49% Volatility
Risk-Free Rate 8.62% Risk-Free Rate 8.62% Risk-Free Rate

d1 -0.033779 d1 0.664654 d1
d2 -0.362478 d2 0.335955 d2
N(d1) 0.486527 N(d1) 0.746864 N(d1)
N(d2) 0.358497 N(d2) 0.631547 N(d2)
Call Option Value $2.73 Call Option Value $5.54 Call Option Value
Intrinsic Value $0.00 Intrinsic Value $3.00 Intrinsic Value
Speculative Prem. $2.73 Speculative Prem. $2.54 Speculative Prem.
Put Option Value $4.49 Put Option Value $1.56 Put Option Value
Intrinsic Value $3.00 Intrinsic Value $0.00 Intrinsic Value
Speculative Prem. $1.49 Speculative Prem. $1.56 Speculative Prem.

Call Call Call

Delta 0.4865 Delta 0.7469 Delta
Gamma 0.0462 Gamma 0.0371 Gamma
Theta -4.3058 Theta -3.9720 Theta
Vega 7.4008 Vega 5.9374 Vega
Rho 5.021906 Rho 7.032111 Rho

Put Put Put

Delta -0.5135 Delta -0.2531 Delta
Gamma 0.0462 Gamma 0.0371 Gamma
Theta -1.8914 Theta -2.0529 Theta
Vega 7.4008 Vega 5.9374 Vega
Rho -8.986304 Rho -4.10262 Rho
g Model

0.5 Time to Expiration 0.5

$29.25 Exercise Price $23.25
$26.25 Current Stock Price $26.25
46.49% Volatility 46.49%
8.62% Risk-Free Rate 8.62%

-0.033779 d1 0.664654
-0.362478 d2 0.335955
0.486527 N(d1) 0.746864
0.358497 N(d2) 0.631547
$2.73 Call Option Value $5.54
$0.00 Intrinsic Value $3.00
$2.73 Speculative Prem. $2.54
$4.49 Put Option Value $1.56
$3.00 Intrinsic Value $0.00
$1.49 Speculative Prem. $1.56

Call
0.4865 Delta 0.7469
0.0462 Gamma 0.0371
-4.3058 Theta -3.9720
7.4008 Vega 5.9374
5.021906 Rho 7.032111

Put
-0.5135 Delta -0.2531
0.0462 Gamma 0.0371
-1.8914 Theta -2.0529
7.4008 Vega 5.9374
-8.986304 Rho -4.10262