Oppenheimer Mid Cap Revenue ETF Option Greeks

(ETF)
RWK 
$47.9
*  
0.3687
0.76%
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*Delayed - data as of Apr. 29, 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
Oct 21, 2016 0.77670 0.04754 0.15402 -0.00861 0.11796 0.29638 RWK 44.00 Oct 21, 2016 -0.26941 0.04097 -0.05797 -0.00833 0.11962 0.16058
Oct 21, 2016 0.70773 0.04866 0.14027 -0.00975 0.12094 0.31247 RWK 45.00 Oct 21, 2016 -0.31295 0.04461 -0.06815 -0.00853 0.12166 0.15443
Oct 21, 2016 0.66409 0.05699 0.13461 -0.00936 0.12293 0.29184 RWK 46.00 Oct 21, 2016 -0.33375 0.06214 -0.07084 -0.00629 0.12281 0.15312
Oct 21, 2016 0.60328 0.05890 0.12316 -0.01020 0.12560 0.30059 RWK 47.00 Oct 21, 2016 -0.39549 0.07063 -0.08200 -0.00637 0.12552 0.14488
Oct 21, 2016 0.54609 0.07411 0.11526 -0.00912 0.12814 0.26758 RWK 48.00 Oct 21, 2016 -0.46141 0.05735 -0.08708 -0.00906 0.12818 0.13639
Oct 21, 2016 0.48372 0.06694 0.10183 -0.00926 0.13087 0.24856 RWK 49.00 Oct 21, 2016 -0.52431 0.06553 -0.09870 -0.00721 0.13089 0.13511
Oct 21, 2016 0.43769 0.05748 0.09125 -0.01002 0.13292 0.24209 RWK 50.00 Oct 21, 2016 -0.60260 0.07176 -0.10786 -0.00579 0.13343 0.14448

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See also: Options Chain data entry page.