| Greek | Value | Description |
|---|---|---|
| Delta | 0.5810 | Rate of change of option price w.r.t. spot price |
| Gamma | 2.7796 | Rate of change of Delta w.r.t. spot price |
| Vega | 0.5066 | Rate of change of option price w.r.t. volatility |
| Theta | -0.0377 | Rate of change of option price w.r.t. time (time decay) |
| Rho (dom) | 0.7186 | Rate of change w.r.t. domestic interest rate |
| Rho (for) | -0.7844 | Rate of change w.r.t. foreign interest rate |