BMRN

BioMarin Pharmaceutical Inc. Option Greeks

$128.78
*  
13.23
11.45%
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*Delayed - data as of Mar. 27, 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
April 2015
Apr 17, 2015 0.71 0.02 0.04 -0.17 0.10 0.64 BMRN 120.00 Apr 17, 2015 -0.29 0.02 -0.02 -0.16 0.10 0.61
Apr 17, 2015 0.61 0.02 0.04 -0.19 0.12 0.62 BMRN 125.00 Apr 17, 2015 -0.39 0.02 -0.03 -0.18 0.12 0.61
Apr 17, 2015 0.51 0.02 0.03 -0.21 0.12 0.66 BMRN 130.00 Apr 17, 2015 -0.63 0.11 -0.04 -0.03 0.12 0.12
Apr 17, 2015 0.41 0.02 0.03 -0.20 0.12 0.66 BMRN 135.00 Apr 17, 2015 -0.82 0.04 -0.05 -0.04 0.08 0.21
Apr 17, 2015 0.32 0.02 0.02 -0.18 0.11 0.66 BMRN 140.00 Apr 17, 2015 -0.95 0.02 -0.04 -0.02 0.03 0.21
May 2015
May 15, 2015 0.79 0.02 0.12 -0.04 0.15 0.26 BMRN 120.00 May 15, 2015 -0.33 0.01 -0.06 -0.11 0.18 0.60
May 15, 2015 0.60 0.01 0.08 -0.12 0.18 0.61 BMRN 125.00 May 15, 2015 -0.40 0.02 -0.07 -0.09 0.18 0.47
May 15, 2015 0.53 0.01 0.08 -0.13 0.18 0.62 BMRN 130.00 May 15, 2015 -0.47 0.01 -0.08 -0.12 0.18 0.60
May 15, 2015 0.47 0.01 0.07 -0.13 0.19 0.65 BMRN 135.00 May 15, 2015 N/A N/A N/A N/A N/A N/A
May 15, 2015 0.40 0.01 0.06 -0.13 0.19 0.64 BMRN 140.00 May 15, 2015 N/A N/A N/A N/A N/A N/A
July 2015
Jul 17, 2015 0.65 0.01 0.20 -0.06 0.27 0.52 BMRN 120.00 Jul 17, 2015 -0.34 0.01 -0.14 -0.06 0.27 0.47
Jul 17, 2015 0.60 0.01 0.18 -0.07 0.27 0.56 BMRN 125.00 Jul 17, 2015 -0.40 0.01 -0.17 -0.07 0.27 0.51
Jul 17, 2015 0.55 0.01 0.17 -0.08 0.28 0.58 BMRN 130.00 Jul 17, 2015 -0.50 0.02 -0.18 -0.03 0.28 0.25
Jul 17, 2015 0.49 0.01 0.16 -0.07 0.28 0.52 BMRN 135.00 Jul 17, 2015 -0.43 0.01 -0.22 -0.12 0.28 0.93
Jul 17, 2015 0.45 0.01 0.14 -0.07 0.29 0.53 BMRN 140.00 Jul 17, 2015 -0.49 0.01 -0.24 -0.10 0.29 0.78
October 2015
Oct 16, 2015 0.65 0.01 0.34 -0.04 0.36 0.48 BMRN 120.00 Oct 16, 2015 N/A N/A N/A N/A N/A N/A
Oct 16, 2015 0.61 0.01 0.32 -0.05 0.37 0.51 BMRN 125.00 Oct 16, 2015 N/A N/A N/A N/A N/A N/A
Oct 16, 2015 0.56 0.01 0.30 -0.05 0.37 0.49 BMRN 130.00 Oct 16, 2015 -0.44 0.01 -0.35 -0.05 0.37 0.48
Oct 16, 2015 0.54 0.01 0.28 -0.05 0.38 0.54 BMRN 135.00 Oct 16, 2015 -0.52 0.01 -0.39 -0.04 0.38 0.36
Oct 16, 2015 0.49 0.01 0.27 -0.05 0.39 0.51 BMRN 140.00 Oct 16, 2015 N/A N/A N/A N/A N/A N/A
January 2016
Jan 15, 2016 0.65 0.01 0.46 -0.04 0.43 0.50 BMRN 120.00 Jan 15, 2016 -0.35 0.01 -0.44 -0.04 0.43 0.50
Jan 15, 2016 0.61 0.01 0.44 -0.04 0.44 0.50 BMRN 125.00 Jan 15, 2016 -0.38 0.01 -0.49 -0.04 0.44 0.51
Jan 15, 2016 0.58 0.01 0.43 -0.04 0.45 0.49 BMRN 130.00 Jan 15, 2016 N/A N/A N/A N/A N/A N/A
Jan 15, 2016 0.54 0.01 0.41 -0.04 0.46 0.49 BMRN 135.00 Jan 15, 2016 -0.45 0.01 -0.56 -0.04 0.46 0.49
Jan 15, 2016 0.52 0.01 0.38 -0.04 0.46 0.51 BMRN 140.00 Jan 15, 2016 -0.49 0.01 -0.61 -0.04 0.46 0.49

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