IV: 73.03%; Delta: .62; Gamma: .0004; Theata: -5.079
1% increase in TSLA stock amounts to 10% in option calls
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1min bar with1% increase in TSLA stock 10% upside during the same time frame for Call- TSLA 20121105C1150000
IV: 73.03%; Delta: .62; Gamma: .0004; Theata: -5.079 18% with TSLA211105C1200 with IV: 71.89% 0.37 Delta; .423 Vega; -4.972Theta; .0004Gamma
IV: 73.03%; Delta: .62; Gamma: .0004; Theata: -5.079