Oppenheimer Mid Cap Revenue ETF Option Greeks

(ETF)
RWK 
$41.0876
*  
0.9024
2.15%
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*Delayed - data as of Feb. 5, 2016  -  Find a broker to begin trading RWK 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 Oppenheimer Mid Cap Revenue ETF ( RWK)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
Mar 18, 2016 0.83366 0.05267 0.03403 -0.01881 0.03337 0.35334 RWK 37.00 Mar 18, 2016 -0.15932 0.05310 -0.00737 -0.01470 0.03332 0.31609
Mar 18, 2016 0.81916 0.07060 0.03458 -0.01630 0.03370 0.30316 RWK 38.00 Mar 18, 2016 -0.18090 0.07113 -0.00834 -0.01311 0.03370 0.24167
Mar 18, 2016 0.77259 0.09753 0.03350 -0.01666 0.04544 0.23519 RWK 39.00 Mar 18, 2016 -0.25587 0.09071 -0.01054 -0.01595 0.05166 0.27543
Mar 18, 2016 0.66914 0.12201 0.02949 -0.01697 0.05252 0.26443 RWK 40.00 Mar 18, 2016 -0.34408 0.11560 -0.01488 -0.01515 0.05266 0.23592
Mar 18, 2016 0.54179 0.13813 0.02419 -0.01901 0.05391 0.22164 RWK 41.00 Mar 18, 2016 -0.46426 0.10426 -0.01854 -0.02191 0.05396 0.29848
Mar 18, 2016 0.40635 0.13942 0.01837 -0.01616 0.05539 0.20453 RWK 42.00 Mar 18, 2016 -0.59437 0.13517 -0.02316 -0.01394 0.05528 0.21661
Mar 18, 2016 0.27744 0.12342 0.01266 -0.01474 0.05187 0.20986 RWK 43.00 Mar 18, 2016 -0.73218 0.12602 -0.02295 -0.01183 0.04953 0.21306

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See also: Options Chain data entry page.