BMRN

BioMarin Pharmaceutical Inc. Option Greeks

$70.373
*  
1.003
1.45%
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*Delayed - data as of Aug. 22, 2014 13:29 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 2014
Aug 16, 2014 1.00 0.00 0.00 0.00 0.00 0.38 BMRN 65.00 Aug 16, 2014 -0.02 0.05 0.00 -0.17 0.00 0.74
Aug 16, 2014 0.00 0.01 0.00 -0.03 0.00 0.66 BMRN 70.00 Aug 16, 2014 -0.80 0.09 0.00 -2.30 0.00 2.00
Aug 16, 2014 0.00 0.00 0.00 -0.04 0.00 1.64 BMRN 75.00 Aug 16, 2014 N/A N/A N/A N/A N/A N/A
September 2014
Sep 20, 2014 0.81 0.05 0.04 -0.03 0.05 0.27 BMRN 65.00 Sep 20, 2014 -0.22 0.05 -0.01 -0.03 0.07 0.32
Sep 20, 2014 0.47 0.07 0.02 -0.04 0.08 0.30 BMRN 70.00 Sep 20, 2014 -0.52 0.06 -0.03 -0.05 0.08 0.33
Sep 20, 2014 0.18 0.05 0.01 -0.03 0.05 0.29 BMRN 75.00 Sep 20, 2014 N/A N/A N/A N/A N/A N/A
October 2014
Oct 18, 2014 0.71 0.04 0.07 -0.03 0.09 0.34 BMRN 65.00 Oct 18, 2014 -0.29 0.04 -0.03 -0.03 0.09 0.34
Oct 18, 2014 0.50 0.04 0.05 -0.04 0.11 0.35 BMRN 70.00 Oct 18, 2014 -0.51 0.05 -0.05 -0.03 0.11 0.29
Oct 18, 2014 0.32 0.04 0.03 -0.03 0.10 0.37 BMRN 75.00 Oct 18, 2014 -0.78 0.05 -0.07 -0.02 0.08 0.24
January 2015
Jan 17, 2015 0.65 0.02 0.14 -0.02 0.17 0.42 BMRN 65.00 Jan 17, 2015 -0.34 0.02 -0.10 -0.02 0.17 0.34
Jan 17, 2015 0.53 0.02 0.12 -0.02 0.17 0.39 BMRN 70.00 Jan 17, 2015 -0.46 0.02 -0.13 -0.03 0.17 0.40
Jan 17, 2015 0.42 0.02 0.10 -0.02 0.18 0.39 BMRN 75.00 Jan 17, 2015 -0.56 0.02 -0.17 -0.03 0.18 0.44
April 2015
Apr 17, 2015 N/A N/A N/A N/A N/A N/A BMRN 65.00 Apr 17, 2015 -0.36 0.02 -0.18 -0.02 0.21 0.38
Apr 17, 2015 0.56 0.02 0.19 -0.02 0.22 0.41 BMRN 70.00 Apr 17, 2015 -0.46 0.02 -0.21 -0.02 0.22 0.34
Apr 17, 2015 N/A N/A N/A N/A N/A N/A BMRN 75.00 Apr 17, 2015 N/A N/A N/A N/A N/A N/A

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