iShares Latin America 40 ETF Option Greeks

(ETF)
ILF 
$30.44
*  
0.54
1.81%
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*Delayed - data as of Jun. 2, 2015 11:34 ET  -  Find a broker to begin trading ILF 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 Latin America 40 ETF ( ILF)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
Jun 19, 2015 1.00 0.00 0.00 0.00 0.00 0.01 ILF 28.00 Jun 19, 2015 -0.13 0.12 0.00 -0.01 0.02 0.28
Jun 19, 2015 0.64 0.13 0.01 -0.03 0.03 0.43 ILF 29.00 Jun 19, 2015 -0.25 0.23 0.00 -0.01 0.02 0.21
Jun 19, 2015 0.44 0.58 0.01 -0.01 0.03 0.11 ILF 30.00 Jun 19, 2015 -0.53 0.34 -0.01 -0.02 0.03 0.19
Jun 19, 2015 0.29 0.19 0.00 -0.02 0.02 0.28 ILF 31.00 Jun 19, 2015 -0.89 0.22 -0.01 -0.01 0.01 0.14
Jun 19, 2015 0.25 0.11 0.00 -0.03 0.02 0.43 ILF 32.00 Jun 19, 2015 -1.00 0.00 -0.01 0.00 0.00 0.01
Jun 19, 2015 0.23 0.08 0.00 -0.03 0.02 0.57 ILF 33.00 Jun 19, 2015 -1.00 0.00 -0.01 0.00 0.00 0.01

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See also: Options Chain data entry page.