Spirit Aerosystems Holdings, Inc. Option Greeks

SPR 
$47.15
*  
1.83
3.74%
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*Delayed - data as of Apr. 29, 2016  -  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
Jun 17, 2016 0.68619 0.05890 0.03653 -0.02691 0.06217 0.07528 SPR 43.00 Jun 17, 2016 -0.23800 0.08463 -0.01231 -0.01422 0.06163 0.33296
Jun 17, 2016 0.60884 0.04991 0.03171 -0.03725 0.06309 0.33601 SPR 44.00 Jun 17, 2016 -0.33787 0.09451 -0.01882 -0.01598 0.06282 0.30961
Jun 17, 2016 0.55890 0.05468 0.02963 -0.03781 0.06394 0.29971 SPR 45.00 Jun 17, 2016 -0.43255 0.11654 -0.02379 -0.01568 0.06396 0.34851
Jun 17, 2016 0.49463 0.06981 0.02722 -0.02970 0.06491 0.28044 SPR 46.00 Jun 17, 2016 -0.56524 0.15084 -0.02782 -0.01127 0.06540 0.27104
Jun 17, 2016 0.44093 0.06217 0.02416 -0.03091 0.06573 0.24705 SPR 47.00 Jun 17, 2016 -0.69730 0.13147 -0.03167 -0.01048 0.06545 0.26427
Jun 17, 2016 0.36877 0.06391 0.02051 -0.02729 0.06670 0.21872 SPR 48.00 Jun 17, 2016 -0.80070 0.10567 -0.03208 -0.00782 0.04488 0.26175
Jun 17, 2016 0.28046 0.06599 0.01594 -0.02320 0.06777 0.26779 SPR 49.00 Jun 17, 2016 -0.95912 0.06275 -0.01641 -0.00161 0.01609 0.32624
Jun 17, 2016 0.21841 0.05909 0.01251 -0.01808 0.04591 0.24367 SPR 50.00 Jun 17, 2016 -0.95329 0.04910 -0.01866 -0.00225 0.01602 0.32929

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