iShares Latin America 40 ETF Option Greeks

(ETF)
ILF 
$24.94
*  
0.07
0.28%
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*Delayed - data as of Aug. 28, 2015 10:52 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
Oct 16, 2015 0.46492 0.12400 0.01366 -0.01425 0.03366 0.44589 ILF 23.00 Oct 16, 2015 -0.56195 0.15922 -0.01598 -0.01070 0.03370 0.47627
Oct 16, 2015 0.41140 0.12945 0.01263 -0.01269 0.03489 0.34826 ILF 24.00 Oct 16, 2015 -0.77086 0.16289 -0.01898 -0.00630 0.02299 0.52647
Oct 16, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 ILF 25.00 Oct 16, 2015 -0.91878 0.08992 -0.01751 -0.00276 0.01007 0.50220
Oct 16, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 ILF 26.00 Oct 16, 2015 -0.82825 0.07945 -0.02269 -0.00859 0.02388 0.61478
Oct 16, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 ILF 27.00 Oct 16, 2015 -0.81777 0.06445 -0.02367 -0.01143 0.02428 0.67320

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See also: Options Chain data entry page.