Neustar, Inc. Option Greeks

NSR 
$23.605
*  
0.115
0.49%
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*Delayed - data as of May 2, 2016 15:50 ET  -  Find a broker to begin trading NSR now
Exchange: NYSE
Industry: Consumer Services
Community Rating:
View:    NSR After Hours
 
 
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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 Neustar, Inc. ( NSR)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
May 20, 2016 0.80321 0.14259 0.00845 -0.01882 0.01299 0.38133 NSR 22.00 May 20, 2016 -0.20280 0.14160 -0.00232 -0.01859 0.01299 0.42321
May 20, 2016 0.64986 0.20843 0.00704 -0.02190 0.02003 0.34744 NSR 23.00 May 20, 2016 -0.36658 0.20301 -0.00394 -0.02203 0.02002 0.36435
May 20, 2016 0.42663 0.21927 0.00469 -0.02325 0.02057 0.31887 NSR 24.00 May 20, 2016 -0.57646 0.22249 -0.00568 -0.02174 0.02058 0.36513
May 20, 2016 0.21895 0.17894 0.00245 -0.01623 0.01410 0.30545 NSR 25.00 May 20, 2016 -0.78884 0.18081 -0.00672 -0.01436 0.01411 0.32005

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See also: Options Chain data entry page.