iShares U.S. Industrials ETF Option Greeks

(ETF)
IYJ 
$100.45
*  
0.27
0.27%
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*Delayed - data as of Aug. 28, 2015  -  Find a broker to begin trading IYJ now


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View:    IYJ Pre-Market
 
 
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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
Sep 18, 2015 0.36704 0.03662 0.02265 -0.08848 0.10016 0.36388 IYJ 100.00 Sep 18, 2015 -0.94109 0.04489 -0.03099 -0.00651 0.02885 0.36918
Sep 18, 2015 0.31724 0.03743 0.01977 -0.08001 0.10070 0.32238 IYJ 101.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.26661
Sep 18, 2015 0.27380 0.03677 0.01718 -0.07580 0.10122 0.42145 IYJ 102.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.39477
Sep 18, 2015 0.22161 0.03563 0.01403 -0.05809 0.06785 0.30579 IYJ 103.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.37177
Sep 18, 2015 0.20498 0.03212 0.01295 -0.05758 0.06817 0.35324 IYJ 104.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.42476
Sep 18, 2015 0.16995 0.02902 0.01078 -0.04926 0.06852 0.38597 IYJ 105.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.45781
Sep 18, 2015 0.11157 0.02452 0.00715 -0.03459 0.06889 0.37189 IYJ 106.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.43096
Sep 18, 2015 0.08272 0.02058 0.00533 -0.02654 0.02968 0.30026 IYJ 107.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.47229
Sep 18, 2015 0.06001 0.01630 0.00388 -0.01907 0.02983 0.29117 IYJ 108.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.50297
Sep 18, 2015 0.06093 0.02327 0.00467 -0.01242 0.03241 0.18666 IYJ 109.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.52646
Sep 18, 2015 0.06307 0.02420 0.00492 -0.01262 0.03282 0.26088 IYJ 110.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.54700
Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 IYJ 91.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 IYJ 92.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 IYJ 93.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 IYJ 94.00 Sep 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Sep 18, 2015 0.55002 0.02844 0.03227 -0.13653 0.09743 0.55051 IYJ 95.00 Sep 18, 2015 -0.44987 0.04447 -0.02880 -0.08569 0.09760 0.32479
Sep 18, 2015 0.52358 0.02889 0.03088 -0.13859 0.09795 0.54509 IYJ 96.00 Sep 18, 2015 -0.51286 0.09298 -0.02697 -0.04191 0.09824 0.30341
Sep 18, 2015 0.49204 0.03119 0.02940 -0.12370 0.09851 0.50287 IYJ 97.00 Sep 18, 2015 -0.60075 0.08927 -0.03314 -0.03791 0.09881 0.31338
Sep 18, 2015 0.45705 0.03280 0.02758 -0.11244 0.09905 0.46741 IYJ 98.00 Sep 18, 2015 -0.72099 0.09340 -0.03863 -0.02926 0.09944 0.33327
Sep 18, 2015 0.41489 0.03489 0.02533 -0.09973 0.09961 0.44736 IYJ 99.00 Sep 18, 2015 -0.81087 0.07797 -0.03851 -0.02103 0.06671 0.31051

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See also: Options Chain data entry page.