Ingram Micro Inc. Option Greeks

IM 
$34.95
*  
0.15
0.43%
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*Delayed - data as of Apr. 29, 2016  -  Find a broker to begin trading IM now
Exchange: NYSE
Industry: Technology
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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 Ingram Micro Inc. ( IM)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
May 20, 2016 0.97027 0.03494 0.01777 -0.00518 0.00864 0.32104 IM 32.00 May 20, 2016 -0.12369 0.06639 -0.00236 -0.01681 0.02059 0.32937
May 20, 2016 0.95245 0.06835 0.01799 -0.00560 0.00872 0.26663 IM 33.00 May 20, 2016 -0.12235 0.09795 -0.00229 -0.01118 0.02078 0.21844
May 20, 2016 0.89015 0.17356 0.01730 -0.00734 0.02072 0.20993 IM 34.00 May 20, 2016 -0.24416 0.16511 -0.00416 -0.01768 0.03191 0.21130
May 20, 2016 0.58766 0.28262 0.01154 -0.01631 0.03259 0.19336 IM 35.00 May 20, 2016 -0.42751 0.23212 -0.00790 -0.01826 0.03265 0.17871
May 20, 2016 0.28656 0.28909 0.00574 -0.01242 0.03379 0.16905 IM 36.00 May 20, 2016 -0.57988 0.13939 -0.01004 -0.02945 0.03331 0.30494
May 20, 2016 0.22820 0.14538 0.00449 -0.01833 0.02275 0.25619 IM 37.00 May 20, 2016 -0.87769 0.15035 -0.01038 -0.00687 0.02222 0.08281
May 20, 2016 0.10515 0.08954 0.00209 -0.01091 0.02325 0.28382 IM 38.00 May 20, 2016 -0.92441 0.08729 -0.00913 -0.00631 0.00985 0.13250

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