GPRE

Green Plains, Inc. Option Greeks

$22.86
*  
1.06
4.43%
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*Delayed - data as of Jul. 30, 2015  -  Find a broker to begin trading GPRE now
Exchange: NASDAQ
Industry: Basic Industries
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 Green Plains, Inc. ( GPRE)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
Aug 21, 2015 0.74209 0.10316 0.00871 -0.02853 0.02072 0.86308 GPRE 21.00 Aug 21, 2015 -0.26278 0.10112 -0.00326 -0.02908 0.02071 0.82030
Aug 21, 2015 0.62836 0.12953 0.00759 -0.02958 0.02122 0.76639 GPRE 22.00 Aug 21, 2015 -0.38021 0.11568 -0.00507 -0.03340 0.02121 0.81700
Aug 21, 2015 0.49660 0.14322 0.00613 -0.03163 0.02173 0.65306 GPRE 23.00 Aug 21, 2015 -0.49140 0.11465 -0.00581 -0.03941 0.02170 0.85203
Aug 21, 2015 0.36392 0.13305 0.00455 -0.02822 0.02221 0.64270 GPRE 24.00 Aug 21, 2015 -0.57691 0.09739 -0.00737 -0.04142 0.02215 0.99648
Aug 21, 2015 0.24265 0.11590 0.00308 -0.02348 0.01513 0.59961 GPRE 25.00 Aug 21, 2015 -0.62368 0.07784 -0.00849 -0.04883 0.02256 1.14649

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