Brown & Brown, Inc. Option Greeks

BRO 
$32.35
*  
0.55
1.67%
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*Delayed - data as of Aug. 28, 2015 14:15 ET  -  Find a broker to begin trading BRO now
Exchange: NYSE
Industry: Finance
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 Brown & Brown, Inc. ( BRO)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
August 2015
Aug 21, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 1.99963 BRO 30.00 Aug 21, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.25500
Aug 21, 2015 0.99978 0.00383 0.02996 -0.00024 0.00178 0.01738 BRO 35.00 Aug 21, 2015 -0.80518 0.15540 -0.00014 -1.04155 0.00241 0.00000
September 2015
Sep 18, 2015 0.40641 0.04885 0.00606 -0.07008 0.02857 0.42677 BRO 30.00 Sep 18, 2015 -0.18038 0.06317 -0.00417 -0.02530 0.02155 0.57069
Sep 18, 2015 0.28842 0.28567 0.00811 -0.00826 0.03886 0.18188 BRO 35.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.65201
October 2015
Oct 16, 2015 0.43135 0.04403 0.01318 -0.03776 0.04134 0.34919 BRO 30.00 Oct 16, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Oct 16, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.14148 BRO 35.00 Oct 16, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.22152
December 2015
Dec 18, 2015 0.43891 0.04263 0.02905 -0.01799 0.06101 0.24911 BRO 30.00 Dec 18, 2015 -0.27869 0.02946 -0.03284 -0.01881 0.06918 0.58441
Dec 18, 2015 0.22704 0.08193 0.02235 -0.00552 0.04949 0.21082 BRO 35.00 Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.23723
March 2016
Mar 18, 2016 0.45762 0.03919 0.05266 -0.01113 0.08117 0.22645 BRO 30.00 Mar 18, 2016 -0.36420 0.04518 -0.06994 -0.00877 0.08950 0.35737
Mar 18, 2016 0.28695 0.08845 0.05008 -0.00402 0.09897 0.23889 BRO 35.00 Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.19666

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