iShares U.S. Industrials ETF Option Greeks

(ETF)
IYJ 
$104.85
*  
0.48
0.46%
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*Delayed - data as of Aug. 3, 2015 12:18 ET  -  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
Aug 21, 2015 0.76203 0.04454 0.03683 -0.07674 0.06691 0.01146 IYJ 100.00 Aug 21, 2015 -0.09469 0.04502 -0.00430 -0.02089 0.05863 0.17959
Aug 21, 2015 0.84661 0.06307 0.04212 -0.02924 0.05901 0.01013 IYJ 101.00 Aug 21, 2015 -0.14892 0.06302 -0.00716 -0.02639 0.05900 0.24507
Aug 21, 2015 0.81003 0.08639 0.04073 -0.02891 0.05931 0.01146 IYJ 102.00 Aug 21, 2015 -0.19641 0.08606 -0.00964 -0.02859 0.05933 0.32832
Aug 21, 2015 0.73931 0.11827 0.03753 -0.03200 0.08956 0.01003 IYJ 103.00 Aug 21, 2015 -0.25630 0.12074 -0.01102 -0.02938 0.08954 0.44328
Aug 21, 2015 0.61188 0.14281 0.03126 -0.03402 0.09028 0.02538 IYJ 104.00 Aug 21, 2015 -0.38973 0.14233 -0.01809 -0.03250 0.09028 0.46806
Aug 21, 2015 0.47041 0.15344 0.02419 -0.03561 0.09106 0.05870 IYJ 105.00 Aug 21, 2015 -0.53149 0.15434 -0.02175 -0.03377 0.09106 0.55060
Aug 21, 2015 0.29286 0.15777 0.01523 -0.02563 0.09202 0.07630 IYJ 106.00 Aug 21, 2015 -0.70442 0.15591 -0.02892 -0.02462 0.09186 0.62599
Aug 21, 2015 0.18043 0.11169 0.00941 -0.01976 0.06190 0.10790 IYJ 107.00 Aug 21, 2015 -0.82221 0.11232 -0.02893 -0.01801 0.06191 0.63499
Aug 21, 2015 0.11700 0.07677 0.00612 -0.01635 0.06236 0.11936 IYJ 108.00 Aug 21, 2015 -0.71831 0.06532 -0.03099 -0.05862 0.09238 0.73598
Aug 21, 2015 0.07747 0.03964 0.00620 -0.01116 0.03309 0.13108 IYJ 109.00 Aug 21, 2015 -1.00000 0.00000 0.00000 0.00000 0.00000 0.76396
Aug 21, 2015 0.08942 0.04994 0.00786 -0.01071 0.06596 0.10989 IYJ 110.00 Aug 21, 2015 -1.00000 0.00000 0.00000 0.00000 0.00000 0.84551
Aug 21, 2015 0.08380 0.04729 0.00762 -0.00982 0.04749 0.11072 IYJ 111.00 Aug 21, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.92697
Aug 21, 2015 0.07604 0.03777 0.00694 -0.01023 0.03581 0.12641 IYJ 112.00 Aug 21, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.99225
Aug 21, 2015 0.05960 0.02384 0.00857 -0.00658 0.04476 0.12952 IYJ 113.00 Aug 21, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 1.00418
Aug 21, 2015 0.06730 0.02761 0.01054 -0.00658 0.04689 0.11514 IYJ 114.00 Aug 21, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 1.11055
Aug 21, 2015 0.05270 0.01719 0.00856 -0.00645 0.04819 0.14888 IYJ 115.00 Aug 21, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 1.16410
Aug 21, 2015 0.92040 0.02558 0.04398 -0.03060 0.02574 0.01586 IYJ 97.00 Aug 21, 2015 -0.05308 0.01967 -0.00330 -0.01487 0.02741 0.21531
Aug 21, 2015 0.91357 0.03035 0.04413 -0.02963 0.05817 0.02538 IYJ 98.00 Aug 21, 2015 -0.06057 0.02313 -0.00375 -0.01609 0.02745 0.19820
Aug 21, 2015 0.89838 0.03751 0.04383 -0.02898 0.05844 0.01146 IYJ 99.00 Aug 21, 2015 -0.07068 0.03347 -0.00359 -0.01768 0.02498 0.19375

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