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["OPTIONS TRADING"]
["Pricing Model:","Black Scholes model for valuing stock options with continous payout dividend"]
["Deal Details",null,null,"Strategies",null,null,null,"Choose an example from the combo box or Customize your strategy by changing the variables in the strategy box below"]
["Comp","Google Inc."]
["Stock Price",790.05,null,null,"Strat1","Strat2","Strat3","Strat4","Strat5","Strat6","Strat7","Strat8","Strat9","Strat10"]
["Volatility",0.3,null,"Contracts",1]
["Risk Free rate",7.0000000000000007E-2,null,"Type","Call"]
["Deal Date","2013-04-13T17:26:42",null,"Strike",790.05]
["Deal Expiration","2013-06-19T02:37:48"]
["Dividend Yield",0,"Graph Increment",37,null,null,null,"Slide to zoom/change the graph's increment"]
[null,null,null,null,null,null,null,null,null,null,null,null,"Select a Greek Letter to Show in the Greek Graph"]
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[null,null,null,null,null,null,"Greek","Example","Interpretation"]
[null,null,null,null,null,null,"Delta",0.7,"If the stock price increases by one dollar, the option value increases by $0.70."]
["Blue line:  P&L Payoff at Expiration",null,null,null,null,null,"Gamma",7.0000000000000007E-2,"If the stock price increases by one dollar, the option delta increases by 0.07."]
["Purple line: Current Theoretical P&L Relative to Underlying Price Changes",null,null,null,null,null,"Theta",-0.15,"When one day passes, the value of the option falls by $0.15."]
[null,null,null,null,null,null,"Vega",0.2,"If the volatility of the stock increases by one percentage point, the option price increases by $0.20."]
[null,null,null,null,null,null,"Rho",0.02,"If interest rates increase by one percentage point, the option price increases by $0.02"]

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