iShares U.S. Industrials ETF Option Greeks

(ETF)
IYJ 
$95.76
*  
1.79
1.83%
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*Delayed - data as of Feb. 5, 2016  -  Find a broker to begin trading IYJ 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 U.S. Industrials ETF ( IYJ)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
Feb 19, 2016 0.13413 0.06351 0.00487 -0.03112 0.05129 0.18350 IYJ 100.00 Feb 19, 2016 -0.98857 0.02898 0.00000 0.00000 0.01148 0.11737
Feb 19, 2016 0.08328 0.04517 0.00303 -0.02272 0.02223 0.18921 IYJ 101.00 Feb 19, 2016 -1.00000 0.00535 0.00000 0.00000 0.00000 0.10318
Feb 19, 2016 0.06357 0.03339 0.00231 -0.01906 0.02239 0.20247 IYJ 102.00 Feb 19, 2016 -1.00000 0.00000 0.00000 0.00000 0.00000 0.13718
Feb 19, 2016 0.05199 0.02574 0.00189 -0.01749 0.02248 0.24985 IYJ 103.00 Feb 19, 2016 -1.00000 0.00000 0.00000 0.00000 0.00000 0.11892
Feb 19, 2016 1.00000 0.00000 0.04072 -0.00892 0.00000 0.01001 IYJ 104.00 Feb 19, 2016 -1.00000 0.00000 0.00000 0.00000 0.00000 0.17625
Feb 19, 2016 1.00000 0.00000 0.04111 -0.00900 0.00000 0.01697 IYJ 105.00 Feb 19, 2016 -1.00000 0.00000 0.00000 0.00000 0.00000 0.15060
Feb 19, 2016 0.87991 0.02380 0.02868 -0.07484 0.04573 0.50738 IYJ 87.00 Feb 19, 2016 -0.13647 0.02435 -0.00480 -0.07857 0.04580 0.48507
Feb 19, 2016 0.80099 0.02699 0.02588 -0.12988 0.04623 0.50973 IYJ 88.00 Feb 19, 2016 -0.14108 0.02778 -0.00494 -0.07198 0.04602 0.41626
Feb 19, 2016 0.83082 0.03216 0.02756 -0.08752 0.04633 0.44169 IYJ 89.00 Feb 19, 2016 -0.15285 0.03226 -0.00537 -0.06915 0.04626 0.38809
Feb 19, 2016 0.84357 0.03791 0.02849 -0.06795 0.04644 0.34896 IYJ 90.00 Feb 19, 2016 -0.29208 0.02676 -0.00998 -0.18301 0.07033 0.62976
Feb 19, 2016 0.80238 0.04492 0.02730 -0.07928 0.04682 0.31258 IYJ 91.00 Feb 19, 2016 -0.18398 0.04574 -0.00651 -0.06335 0.04674 0.46492
Feb 19, 2016 0.76557 0.05257 0.02628 -0.08718 0.04869 0.33716 IYJ 92.00 Feb 19, 2016 -0.20832 0.05604 -0.00740 -0.06205 0.04701 0.32289
Feb 19, 2016 0.72095 0.06079 0.02496 -0.08518 0.07124 0.32988 IYJ 93.00 Feb 19, 2016 -0.21426 0.07460 -0.00756 -0.04828 0.04710 0.25969
Feb 19, 2016 0.68653 0.07926 0.02411 -0.07131 0.07160 0.26928 IYJ 94.00 Feb 19, 2016 -0.25171 0.10292 -0.00771 -0.04277 0.07103 0.17824
Feb 19, 2016 0.60003 0.08461 0.02116 -0.07870 0.07234 0.27778 IYJ 95.00 Feb 19, 2016 -0.36559 0.11902 -0.01201 -0.04676 0.07202 0.16469
Feb 19, 2016 0.51756 0.09247 0.01837 -0.08328 0.07304 0.30575 IYJ 96.00 Feb 19, 2016 -0.48670 0.12584 -0.01386 -0.05535 0.07307 0.14884
Feb 19, 2016 0.43326 0.08809 0.01542 -0.07696 0.07376 0.33641 IYJ 97.00 Feb 19, 2016 -0.64122 0.15491 -0.01837 -0.03410 0.07442 0.12649
Feb 19, 2016 0.33650 0.08762 0.01206 -0.06624 0.07458 0.23146 IYJ 98.00 Feb 19, 2016 -0.73946 0.11557 -0.01795 -0.03834 0.06639 0.15220
Feb 19, 2016 0.25348 0.07927 0.00912 -0.05954 0.05023 0.23146 IYJ 99.00 Feb 19, 2016 -0.94716 0.07677 -0.01112 -0.00613 0.01786 0.08560

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