BMRN

BioMarin Pharmaceutical Inc. Option Greeks

$136.84
*  
0.11
0.08%
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*Delayed - data as of Jul. 2, 2015  -  Find a broker to begin trading BMRN now
Exchange: NASDAQ
Industry: Health Care
Community Rating:
 
 
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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
July 2015
Jul 17, 2015 0.84 0.02 0.04 -0.13 0.07 0.50 BMRN 125.00 Jul 17, 2015 -0.16 0.02 -0.01 -0.13 0.07 0.51
Jul 17, 2015 0.73 0.03 0.03 -0.17 0.09 0.49 BMRN 130.00 Jul 17, 2015 -0.30 0.02 -0.01 -0.21 0.09 0.58
Jul 17, 2015 0.57 0.03 0.03 -0.20 0.10 0.50 BMRN 135.00 Jul 17, 2015 -0.43 0.03 -0.02 -0.23 0.10 0.57
Jul 17, 2015 0.43 0.03 0.02 -0.21 0.10 0.51 BMRN 140.00 Jul 17, 2015 -0.48 0.01 -0.03 -0.57 0.10 1.39
Jul 17, 2015 0.29 0.03 0.01 -0.18 0.09 0.51 BMRN 145.00 Jul 17, 2015 -0.64 0.02 -0.03 -0.27 0.09 0.70
Jul 17, 2015 0.20 0.02 0.01 -0.15 0.07 0.53 BMRN 150.00 Jul 17, 2015 -0.85 0.02 -0.04 -0.11 0.07 0.45
August 2015
Aug 21, 2015 N/A N/A N/A N/A N/A N/A BMRN 125.00 Aug 21, 2015 -0.25 0.02 -0.04 -0.07 0.16 0.41
Aug 21, 2015 0.65 0.02 0.10 -0.09 0.19 0.46 BMRN 130.00 Aug 21, 2015 -0.34 0.02 -0.06 -0.08 0.19 0.41
Aug 21, 2015 0.57 0.02 0.09 -0.09 0.19 0.40 BMRN 135.00 Aug 21, 2015 -0.43 0.02 -0.08 -0.09 0.19 0.40
Aug 21, 2015 0.48 0.02 0.08 -0.10 0.20 0.45 BMRN 140.00 Aug 21, 2015 -0.52 0.02 -0.09 -0.09 0.20 0.44
Aug 21, 2015 0.40 0.02 0.06 -0.10 0.20 0.46 BMRN 145.00 Aug 21, 2015 N/A N/A N/A N/A N/A N/A
Aug 21, 2015 0.32 0.02 0.05 -0.09 0.18 0.45 BMRN 150.00 Aug 21, 2015 N/A N/A N/A N/A N/A N/A
October 2015
Oct 16, 2015 0.67 0.01 0.20 -0.08 0.27 0.57 BMRN 125.00 Oct 16, 2015 -0.32 0.01 -0.13 -0.06 0.27 0.49
Oct 16, 2015 0.63 0.01 0.18 -0.09 0.28 0.64 BMRN 130.00 Oct 16, 2015 -0.37 0.01 -0.15 -0.07 0.28 0.48
Oct 16, 2015 0.57 0.01 0.18 -0.08 0.28 0.52 BMRN 135.00 Oct 16, 2015 -0.43 0.01 -0.18 -0.07 0.28 0.50
Oct 16, 2015 0.53 0.01 0.16 -0.08 0.29 0.54 BMRN 140.00 Oct 16, 2015 -0.48 0.01 -0.20 -0.07 0.29 0.49
Oct 16, 2015 0.47 0.01 0.15 -0.07 0.29 0.51 BMRN 145.00 Oct 16, 2015 -0.46 0.01 -0.22 -0.13 0.29 0.87
Oct 16, 2015 0.42 0.01 0.14 -0.07 0.30 0.51 BMRN 150.00 Oct 16, 2015 N/A N/A N/A N/A N/A N/A
January 2016
Jan 15, 2016 0.67 0.01 0.34 -0.05 0.37 0.55 BMRN 125.00 Jan 15, 2016 -0.33 0.01 -0.29 -0.06 0.37 0.60
Jan 15, 2016 0.63 0.01 0.33 -0.06 0.38 0.56 BMRN 130.00 Jan 15, 2016 -0.36 0.01 -0.34 -0.07 0.37 0.66
Jan 15, 2016 0.59 0.01 0.31 -0.06 0.38 0.56 BMRN 135.00 Jan 15, 2016 -0.39 0.01 -0.37 -0.07 0.38 0.70
Jan 15, 2016 0.56 0.01 0.30 -0.06 0.39 0.54 BMRN 140.00 Jan 15, 2016 -0.41 0.01 -0.39 -0.08 0.39 0.72
Jan 15, 2016 0.53 0.01 0.28 -0.06 0.40 0.59 BMRN 145.00 Jan 15, 2016 -0.50 0.01 -0.41 -0.05 0.40 0.45
Jan 15, 2016 0.47 0.01 0.27 -0.05 0.41 0.50 BMRN 150.00 Jan 15, 2016 N/A N/A N/A N/A N/A N/A
January 2017
Jan 20, 2017 0.68 0.00 0.82 -0.03 0.61 0.53 BMRN 125.00 Jan 20, 2017 -0.32 0.00 -0.94 -0.03 0.61 0.50

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