iShares MSCI Sweden Index Fund Option Greeks

(ETF)
EWD 
$29.67
*  
0.665
2.19%
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*Delayed - data as of Sep. 1, 2015  -  Find a broker to begin trading EWD now


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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 iShares MSCI Sweden Index Fund ( EWD)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
Sep 18, 2015 0.81003 0.08558 0.01455 -0.02019 0.01923 0.40327 EWD 27.00 Sep 18, 2015 -0.32613 0.04061 -0.00722 -0.07301 0.02854 1.16906
Sep 18, 2015 0.73223 0.10725 0.01349 -0.02437 0.02947 0.41412 EWD 28.00 Sep 18, 2015 -0.36918 0.04726 -0.00817 -0.07008 0.02914 1.05675
Sep 18, 2015 0.61811 0.13652 0.01166 -0.02458 0.03000 0.36718 EWD 29.00 Sep 18, 2015 -0.40321 0.13799 -0.00783 -0.02530 0.02993 0.38534
Sep 18, 2015 0.52538 0.05857 0.00891 -0.06678 0.03025 0.76943 EWD 30.00 Sep 18, 2015 -0.52842 0.12719 -0.00918 -0.02970 0.03043 0.43886
Sep 18, 2015 0.32812 0.13047 0.00631 -0.02337 0.03096 0.49379 EWD 31.00 Sep 18, 2015 -0.59702 0.09167 -0.01118 -0.03723 0.03090 0.57643
Sep 18, 2015 0.19241 0.11606 0.00380 -0.01463 0.02106 0.46386 EWD 32.00 Sep 18, 2015 -0.76162 0.10486 -0.01189 -0.02185 0.02097 0.41596

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See also: Options Chain data entry page.