Spirit Aerosystems Holdings, Inc. Option Greeks

SPR 
$43.24
*  
0.09
0.21%
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*Delayed - data as of Nov. 26, 2014  -  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
November 2014
Nov 22, 2014 1.00 0.00 0.00 0.00 0.00 0.20 SPR 40.00 Nov 22, 2014 -0.01 0.02 0.00 -0.08 0.00 1.12
Nov 22, 2014 0.01 0.03 0.00 -0.09 0.00 1.11 SPR 45.00 Nov 22, 2014 N/A N/A N/A N/A N/A N/A
December 2014
Dec 20, 2014 1.00 0.00 0.02 0.00 0.00 0.05 SPR 40.00 Dec 20, 2014 -0.11 0.07 0.00 -0.01 0.02 0.26
Dec 20, 2014 0.25 0.13 0.01 -0.02 0.04 0.23 SPR 45.00 Dec 20, 2014 -0.76 0.13 -0.02 -0.02 0.04 0.23
January 2015
Jan 17, 2015 0.81 0.07 0.04 -0.01 0.04 0.26 SPR 40.00 Jan 17, 2015 -0.20 0.07 -0.01 -0.01 0.04 0.26
Jan 17, 2015 0.35 0.09 0.02 -0.02 0.06 0.25 SPR 45.00 Jan 17, 2015 -0.65 0.10 -0.03 -0.02 0.06 0.24
April 2015
Apr 17, 2015 0.71 0.05 0.10 -0.01 0.09 0.28 SPR 40.00 Apr 17, 2015 -0.33 0.03 -0.06 -0.01 0.10 0.41
Apr 17, 2015 0.44 0.06 0.07 -0.01 0.11 0.27 SPR 45.00 Apr 17, 2015 -0.55 0.05 -0.09 -0.01 0.11 0.30
July 2015
Jul 17, 2015 N/A N/A N/A N/A N/A N/A SPR 40.00 Jul 17, 2015 N/A N/A N/A N/A N/A N/A
Jul 17, 2015 N/A N/A N/A N/A N/A N/A SPR 45.00 Jul 17, 2015 N/A N/A N/A N/A N/A N/A

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