BMRN

BioMarin Pharmaceutical Inc. Option Greeks

$91.83
*  
4.62
5.3%
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*Delayed - data as of Dec. 18, 2014  -  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
December 2014
Dec 20, 2014 0.09 0.03 0.00 -0.41 0.01 1.09 BMRN 100.00 Dec 20, 2014 N/A N/A N/A N/A N/A N/A
Dec 20, 2014 1.00 0.00 0.00 0.00 0.00 0.35 BMRN 85.00 Dec 20, 2014 -0.05 0.02 0.00 -0.21 0.01 0.85
Dec 20, 2014 0.90 0.12 0.00 -0.11 0.01 0.27 BMRN 90.00 Dec 20, 2014 -0.19 0.13 0.00 -0.26 0.01 0.41
Dec 20, 2014 0.09 0.07 0.00 -0.17 0.01 0.44 BMRN 95.00 Dec 20, 2014 -1.00 0.00 0.00 0.00 0.00 0.05
January 2015
Jan 17, 2015 0.27 0.03 0.02 -0.07 0.09 0.45 BMRN 100.00 Jan 17, 2015 -1.00 0.00 0.00 0.00 0.00 0.11
Jan 17, 2015 0.92 0.03 0.06 -0.01 0.04 0.20 BMRN 85.00 Jan 17, 2015 -0.30 0.02 -0.02 -0.11 0.09 0.65
Jan 17, 2015 0.59 0.04 0.04 -0.08 0.10 0.42 BMRN 90.00 Jan 17, 2015 -0.42 0.03 -0.03 -0.11 0.10 0.60
Jan 17, 2015 0.40 0.04 0.03 -0.07 0.10 0.38 BMRN 95.00 Jan 17, 2015 -0.54 0.02 -0.04 -0.12 0.10 0.64
April 2015
Apr 17, 2015 0.41 0.02 0.10 -0.04 0.21 0.43 BMRN 100.00 Apr 17, 2015 -0.78 0.03 -0.19 -0.01 0.14 0.18
Apr 17, 2015 0.67 0.02 0.16 -0.04 0.20 0.43 BMRN 85.00 Apr 17, 2015 -0.33 0.02 -0.10 -0.04 0.20 0.46
Apr 17, 2015 0.58 0.02 0.14 -0.04 0.20 0.43 BMRN 90.00 Apr 17, 2015 -0.42 0.02 -0.13 -0.04 0.20 0.40
Apr 17, 2015 0.48 0.02 0.12 -0.03 0.21 0.38 BMRN 95.00 Apr 17, 2015 -0.56 0.03 -0.16 -0.02 0.21 0.27
July 2015
Jul 17, 2015 0.44 0.01 0.19 -0.03 0.28 0.39 BMRN 100.00 Jul 17, 2015 N/A N/A N/A N/A N/A N/A
Jul 17, 2015 0.67 0.02 0.28 -0.02 0.26 0.33 BMRN 85.00 Jul 17, 2015 -0.34 0.01 -0.20 -0.03 0.26 0.44
Jul 17, 2015 0.59 0.01 0.24 -0.03 0.27 0.46 BMRN 90.00 Jul 17, 2015 -0.41 0.01 -0.24 -0.03 0.27 0.40
Jul 17, 2015 0.53 0.01 0.22 -0.03 0.28 0.44 BMRN 95.00 Jul 17, 2015 -0.48 0.01 -0.28 -0.03 0.28 0.42
January 2016
Jan 15, 2016 0.50 0.01 0.37 -0.02 0.38 0.39 BMRN 100.00 Jan 15, 2016 N/A N/A N/A N/A N/A N/A
Jan 15, 2016 0.65 0.01 0.44 -0.02 0.35 0.43 BMRN 85.00 Jan 15, 2016 -0.35 0.01 -0.40 -0.02 0.35 0.42
Jan 15, 2016 0.61 0.01 0.41 -0.02 0.36 0.47 BMRN 90.00 Jan 15, 2016 -0.39 0.01 -0.48 -0.02 0.36 0.49
Jan 15, 2016 0.55 0.01 0.40 -0.02 0.37 0.40 BMRN 95.00 Jan 15, 2016 -0.45 0.01 -0.51 -0.02 0.37 0.39
January 2017
Jan 20, 2017 0.52 0.01 0.72 -0.01 0.53 0.31 BMRN 100.00 Jan 20, 2017 N/A N/A N/A N/A N/A N/A
Jan 20, 2017 0.65 0.01 0.89 -0.01 0.49 0.27 BMRN 85.00 Jan 20, 2017 N/A N/A N/A N/A N/A N/A
Jan 20, 2017 0.64 0.01 0.72 -0.02 0.49 0.46 BMRN 90.00 Jan 20, 2017 N/A N/A N/A N/A N/A N/A
Jan 20, 2017 0.60 0.01 0.72 -0.01 0.51 0.42 BMRN 95.00 Jan 20, 2017 N/A N/A N/A N/A N/A N/A

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