First Trust Financials AlphaDEX Option Greeks

(ETF)
FXO 
$23.06
*  
0.01
0.04%
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*Delayed - data as of Aug. 28, 2015  -  Find a broker to begin trading FXO 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 First Trust Financials AlphaDEX ( FXO)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
Sep 18, 2015 0.78847 0.08938 0.01199 -0.02076 0.01583 0.49684 FXO 21.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Sep 18, 2015 0.66709 0.06642 0.00980 -0.04061 0.02452 0.81423 FXO 22.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 1.27998
Sep 18, 2015 0.67424 0.21803 0.01155 -0.01226 0.02524 0.92247 FXO 23.00 Sep 18, 2015 -0.37621 0.03204 -0.00818 -0.11006 0.02304 1.56018
Sep 18, 2015 0.54153 0.18693 0.00940 -0.01867 0.02602 0.33648 FXO 24.00 Sep 18, 2015 -0.40742 0.03308 -0.00755 -0.11363 0.02355 1.50141
Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 FXO 25.00 Sep 18, 2015 -0.43516 0.03288 -0.00839 -0.11295 0.02400 1.26704

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See also: Options Chain data entry page.