Spirit Aerosystems Holdings, Inc. Option Greeks

SPR 
$51.74
*  
0.14
0.27%
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*Delayed - data as of Aug. 28, 2015  -  Find a broker to begin trading SPR now
Exchange: NYSE
Industry: Capital Goods
Community Rating:
 
 
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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 Spirit Aerosystems Holdings, Inc. ( SPR)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
September 2015
Sep 18, 2015 0.50437 0.07489 0.01591 -0.05291 0.05094 0.51167 SPR 50.00 Sep 18, 2015 -0.49794 0.07907 -0.01419 -0.04992 0.05095 0.41444
Sep 18, 2015 0.18542 0.05664 0.00613 -0.02847 0.03587 0.36082 SPR 55.00 Sep 18, 2015 -0.80119 0.05148 -0.02188 -0.03427 0.03564 0.34144
October 2015
Oct 16, 2015 0.51478 0.05862 0.03347 -0.03220 0.07390 0.40288 SPR 50.00 Oct 16, 2015 -0.48166 0.05383 -0.02996 -0.03496 0.07387 0.41714
Oct 16, 2015 0.23416 0.05000 0.01587 -0.02113 0.05174 0.35115 SPR 55.00 Oct 16, 2015 -0.73174 0.04704 -0.04161 -0.02714 0.05170 0.37433
January 2016
Jan 15, 2016 0.52779 0.04440 0.08992 -0.01574 0.12138 0.37506 SPR 50.00 Jan 15, 2016 -0.46020 0.03491 -0.08231 -0.01983 0.12103 0.32981
Jan 15, 2016 0.30361 0.04291 0.05424 -0.01219 0.12757 0.28423 SPR 55.00 Jan 15, 2016 -0.65545 0.03770 -0.12629 -0.01461 0.12732 0.26261
April 2016
Apr 15, 2016 0.53673 0.03741 0.14526 -0.01146 0.15465 0.33107 SPR 50.00 Apr 15, 2016 -0.45279 0.03079 -0.13489 -0.01373 0.15418 0.32459
Apr 15, 2016 0.39072 0.03176 0.10661 -0.01141 0.16207 0.28993 SPR 55.00 Apr 15, 2016 -0.62121 0.03329 -0.19876 -0.01060 0.16225 0.24081

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