iShares Latin America 40 ETF Option Greeks

(ETF)
ILF 
$27.13
*  
0.38
1.42%
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*Delayed - data as of Jul. 31, 2015  -  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
Aug 21, 2015 1.00000 0.00000 0.01426 -0.00043 0.00000 0.28288 ILF 25.00 Aug 21, 2015 -0.17095 0.12657 -0.00269 -0.01310 0.01652 0.39930
Aug 21, 2015 0.99896 0.00218 0.01481 -0.00058 0.00020 0.26037 ILF 26.00 Aug 21, 2015 -0.08492 0.04835 -0.00131 -0.01474 0.01720 0.40124
Aug 21, 2015 0.98673 0.02293 0.01517 -0.00181 0.00186 0.25939 ILF 27.00 Aug 21, 2015 -0.16444 0.07457 -0.00276 -0.02259 0.01754 0.33670
Aug 21, 2015 0.93995 0.08985 0.01493 -0.00478 0.00760 0.22991 ILF 28.00 Aug 21, 2015 -0.24461 0.10119 -0.00364 -0.02939 0.02683 0.23459
Aug 21, 2015 0.20224 0.22058 0.00337 -0.00945 0.01825 0.34284 ILF 29.00 Aug 21, 2015 -0.38052 0.09472 -0.00633 -0.04273 0.02730 0.28382

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See also: Options Chain data entry page.