iShares MSCI Netherlands Index Fund Option Greeks

(ETF)
EWN 
$24.72
*  
0.09
0.36%
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*Delayed - data as of Apr. 29, 2016  -  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
Oct 21, 2016 0.61180 0.07817 0.05782 -0.00716 0.06180 0.21842 EWN 23.00 Oct 21, 2016 -0.36173 0.13546 -0.03727 -0.00307 0.06137 0.27132
Oct 21, 2016 0.61600 0.02783 0.04334 -0.01940 0.06096 0.78723 EWN 24.00 Oct 21, 2016 -0.50719 0.17066 -0.04493 -0.00276 0.06439 0.24997
Oct 21, 2016 0.40124 0.11934 0.04181 -0.00463 0.06655 0.17096 EWN 25.00 Oct 21, 2016 -0.64923 0.15024 -0.05580 -0.00263 0.06530 0.26275
Oct 21, 2016 0.30023 0.10674 0.03169 -0.00450 0.06878 0.18240 EWN 26.00 Oct 21, 2016 -0.74421 0.12012 -0.05260 -0.00254 0.04570 0.28507

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See also: Options Chain data entry page.