iShares MSCI Netherlands Index Fund Option Greeks

(ETF)
EWN 
$24.41
*  
0.07
0.29%
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*Delayed - data as of Dec. 26, 2014  -  Find a broker to begin trading EWN 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 Netherlands Index Fund ( EWN)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
January 2015
Jan 17, 2015 N/A N/A N/A N/A N/A N/A EWN 22.00 Jan 17, 2015 -0.18 0.09 0.00 -0.02 0.01 0.50
Jan 17, 2015 1.00 0.00 0.01 0.00 0.00 0.01 EWN 23.00 Jan 17, 2015 N/A N/A N/A N/A N/A N/A
Jan 17, 2015 0.76 0.53 0.01 0.00 0.02 0.10 EWN 24.00 Jan 17, 2015 -0.37 0.28 0.00 -0.01 0.02 0.23
Jan 17, 2015 0.44 0.14 0.01 -0.03 0.02 0.47 EWN 25.00 Jan 17, 2015 N/A N/A N/A N/A N/A N/A
Jan 17, 2015 N/A N/A N/A N/A N/A N/A EWN 26.00 Jan 17, 2015 N/A N/A N/A N/A N/A N/A
February 2015
Feb 20, 2015 N/A N/A N/A N/A N/A N/A EWN 22.00 Feb 20, 2015 N/A N/A N/A N/A N/A N/A
Feb 20, 2015 N/A N/A N/A N/A N/A N/A EWN 23.00 Feb 20, 2015 N/A N/A N/A N/A N/A N/A
Feb 20, 2015 N/A N/A N/A N/A N/A N/A EWN 24.00 Feb 20, 2015 N/A N/A N/A N/A N/A N/A
Feb 20, 2015 N/A N/A N/A N/A N/A N/A EWN 25.00 Feb 20, 2015 N/A N/A N/A N/A N/A N/A
Feb 20, 2015 N/A N/A N/A N/A N/A N/A EWN 26.00 Feb 20, 2015 N/A N/A N/A N/A N/A N/A
April 2015
Apr 17, 2015 N/A N/A N/A N/A N/A N/A EWN 22.00 Apr 17, 2015 N/A N/A N/A N/A N/A N/A
Apr 17, 2015 N/A N/A N/A N/A N/A N/A EWN 23.00 Apr 17, 2015 N/A N/A N/A N/A N/A N/A
Apr 17, 2015 0.59 0.18 0.04 0.00 0.05 0.16 EWN 24.00 Apr 17, 2015 N/A N/A N/A N/A N/A N/A
Apr 17, 2015 N/A N/A N/A N/A N/A N/A EWN 25.00 Apr 17, 2015 N/A N/A N/A N/A N/A N/A
Apr 17, 2015 0.23 0.15 0.02 0.00 0.04 0.15 EWN 26.00 Apr 17, 2015 N/A N/A N/A N/A N/A N/A
July 2015
Jul 17, 2015 N/A N/A N/A N/A N/A N/A EWN 22.00 Jul 17, 2015 N/A N/A N/A N/A N/A N/A
Jul 17, 2015 N/A N/A N/A N/A N/A N/A EWN 23.00 Jul 17, 2015 N/A N/A N/A N/A N/A N/A
Jul 17, 2015 N/A N/A N/A N/A N/A N/A EWN 24.00 Jul 17, 2015 -0.43 0.11 -0.06 0.00 0.07 0.20
Jul 17, 2015 N/A N/A N/A N/A N/A N/A EWN 25.00 Jul 17, 2015 N/A N/A N/A N/A N/A N/A
Jul 17, 2015 0.30 0.13 0.04 0.00 0.06 0.15 EWN 26.00 Jul 17, 2015 N/A N/A N/A N/A N/A N/A

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See also: Options Chain data entry page.