BMRN

BioMarin Pharmaceutical Inc. Option Greeks

$144.79
*  
0.47
0.33%
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*Delayed - data as of Jul. 30, 2015 13:14 ET  -  Find a broker to begin trading BMRN now
Exchange: NASDAQ
Industry: Health Care
Community Rating:
View:    BMRN Real Time
 
 
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Call and put options are quoted in a table called a chain sheet. The chain sheet shows the price, volume and open interest for each option strike price and expiration month.


Greeks for BioMarin Pharmaceutical Inc. ( BMRN)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
August 2015
Aug 21, 2015 0.78890 0.02238 0.06227 -0.10463 0.08890 0.77586 BMRN 135.00 Aug 21, 2015 -0.22515 0.02164 -0.01971 -0.11727 0.08892 0.44213
Aug 21, 2015 0.65386 0.02714 0.05238 -0.13221 0.13597 0.69396 BMRN 140.00 Aug 21, 2015 -0.35006 0.02640 -0.02857 -0.13488 0.13597 0.43614
Aug 21, 2015 0.51404 0.02901 0.04172 -0.15931 0.13854 0.58269 BMRN 145.00 Aug 21, 2015 -0.48474 0.02722 -0.03491 -0.16768 0.13852 0.41216
Aug 21, 2015 0.37707 0.02755 0.03096 -0.13732 0.14108 0.56502 BMRN 150.00 Aug 21, 2015 -0.61192 0.02588 -0.04750 -0.14660 0.14103 0.38772
Aug 21, 2015 0.25854 0.02359 0.02143 -0.12597 0.09570 0.57428 BMRN 155.00 Aug 21, 2015 -0.72748 0.02276 -0.04903 -0.13890 0.14077 0.37352
September 2015
Sep 18, 2015 0.73768 0.01878 0.12901 -0.07012 0.20037 0.59621 BMRN 135.00 Sep 18, 2015 -0.27379 0.01791 -0.04951 -0.07331 0.20040 0.37541
Sep 18, 2015 0.62584 0.02042 0.11051 -0.08293 0.20436 0.57993 BMRN 140.00 Sep 18, 2015 -0.37762 0.01966 -0.07273 -0.08463 0.20435 0.31457
Sep 18, 2015 0.52607 0.01991 0.09338 -0.10280 0.20820 0.51509 BMRN 145.00 Sep 18, 2015 -0.47465 0.01989 -0.07967 -0.10090 0.20822 0.36858
Sep 18, 2015 0.42942 0.02004 0.07737 -0.09005 0.21206 0.48392 BMRN 150.00 Sep 18, 2015 -0.57154 0.02009 -0.10180 -0.08772 0.21209 0.26985
Sep 18, 2015 0.31555 0.02007 0.05807 -0.07621 0.21604 0.47966 BMRN 155.00 Sep 18, 2015 -0.66905 0.01900 -0.12302 -0.08041 0.21591 0.25446
October 2015
Oct 16, 2015 0.69365 0.01475 0.18249 -0.06341 0.24975 0.59585 BMRN 135.00 Oct 16, 2015 -0.31419 0.01402 -0.09434 -0.06580 0.24973 0.38152
Oct 16, 2015 0.61161 0.01597 0.16316 -0.07063 0.25469 0.54151 BMRN 140.00 Oct 16, 2015 -0.39188 0.01491 -0.12273 -0.07419 0.25461 0.38657
Oct 16, 2015 0.53438 0.01607 0.14391 -0.08176 0.25948 0.50148 BMRN 145.00 Oct 16, 2015 -0.46425 0.01514 -0.12557 -0.08462 0.25938 0.39030
Oct 16, 2015 0.45543 0.01652 0.12478 -0.07244 0.26434 0.46594 BMRN 150.00 Oct 16, 2015 -0.53821 0.01556 -0.15275 -0.07535 0.26421 0.28813
Oct 16, 2015 0.37025 0.01635 0.10306 -0.06540 0.26922 0.44269 BMRN 155.00 Oct 16, 2015 -0.61638 0.01537 -0.18144 -0.06879 0.26900 0.27904
January 2016
Jan 15, 2016 0.64900 0.00802 0.32496 -0.06039 0.36370 0.63744 BMRN 135.00 Jan 15, 2016 -0.35272 0.00749 -0.26867 -0.06300 0.36305 0.49386
Jan 15, 2016 0.60789 0.00804 0.30575 -0.06730 0.37030 0.64221 BMRN 140.00 Jan 15, 2016 -0.39119 0.00764 -0.30308 -0.06872 0.36978 0.49461
Jan 15, 2016 0.57235 0.00787 0.28847 -0.07506 0.37660 0.60609 BMRN 145.00 Jan 15, 2016 -0.42810 0.00782 -0.28559 -0.07360 0.37664 0.50374
Jan 15, 2016 0.52882 0.00854 0.27519 -0.06755 0.38417 0.54609 BMRN 150.00 Jan 15, 2016 -0.46911 0.00830 -0.32010 -0.06747 0.38394 0.47512
Jan 15, 2016 0.48430 0.00882 0.25709 -0.06314 0.39124 0.55183 BMRN 155.00 Jan 15, 2016 -0.50998 0.00845 -0.35754 -0.06405 0.39081 0.41511
January 2017
Jan 20, 2017 0.65891 0.00495 0.89736 -0.03105 0.63299 0.53124 BMRN 135.00 Jan 20, 2017 -0.34260 0.00499 -0.92271 -0.02894 0.63366 0.47379
Jan 20, 2017 0.63387 0.00505 0.87430 -0.03293 0.64506 0.50977 BMRN 140.00 Jan 20, 2017 -0.36894 0.00519 -0.97457 -0.03036 0.64650 0.40397
Jan 20, 2017 0.60946 0.00517 0.85395 -0.03456 0.65725 0.50003 BMRN 145.00 Jan 20, 2017 -0.39476 0.00531 -0.94028 -0.03191 0.65903 0.38236
Jan 20, 2017 0.58292 0.00538 0.83565 -0.03318 0.67022 0.46711 BMRN 150.00 Jan 20, 2017 -0.42171 0.00552 -1.01840 -0.03050 0.67196 0.38547
Jan 20, 2017 0.55114 0.00572 0.81571 -0.03112 0.68437 0.46435 BMRN 155.00 Jan 20, 2017 -0.44860 0.00564 -1.10164 -0.02950 0.68434 0.35601
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