Pinnacle Foods, Inc. Option Greeks

PF 
$44.34
*  
0.50
1.12%
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*Delayed - data as of Sep. 1, 2015 10:00 ET  -  Find a broker to begin trading PF now
Exchange: NYSE
Industry: Consumer Non-Durables
Community Rating:
View:    PF Real Time
 
 
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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 Pinnacle Foods, Inc. ( PF)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
Oct 16, 2015 0.57202 0.04737 0.02846 -0.03774 0.05956 0.33742 PF 40.00 Oct 16, 2015 -0.42908 0.05477 -0.02612 -0.03240 0.05965 0.62768
Oct 16, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 PF 42.50 Oct 16, 2015 -0.62051 0.07985 -0.03318 -0.01956 0.06168 0.55810
Oct 16, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.30777 PF 45.00 Oct 16, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.44191
Oct 16, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 PF 47.50 Oct 16, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.43598

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