iShares MSCI Brazil ETF (EWZ) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares MSCI Brazil ETF

AMEX: EWZ · Real-Time Price · USD
30.33
0.09 (0.30%)
At close: Oct 03, 2025, 3:59 PM
30.36
0.10%
Pre-market: Oct 06, 2025, 05:29 AM EDT

iShares MSCI Brazil ETF Greeks

Delta, Gamma, Theta, and Vega Greek Charts for EWZ options.

Delta Table

Strike Price Delta Gamma Theta Vega
18.00 0.9280 0.0099 -0.1374 0.0059
19.00 0.9128 0.0117 -0.1556 0.0069
20.00 0.9072 0.0135 -0.1482 0.0072
21.00 0.9259 0.0147 -0.0979 0.0061
22.00 0.9369 0.0159 -0.0709 0.0053
23.00 0.9259 0.0196 -0.0738 0.0061
23.50 0.9220 0.0216 -0.0727 0.0063
24.00 0.9088 0.0245 -0.0805 0.0071
24.50 0.8877 0.0279 -0.0955 0.0083
25.00 0.9425 0.0250 -0.0404 0.0050
25.50 0.9897 0.0098 -0.0081 0.0012
26.00 0.9357 0.0321 -0.0376 0.0054
26.50 0.9833 0.0169 -0.01 0.0018
27.00 0.9817 0.0204 -0.0099 0.0019
27.50 0.9796 0.0251 -0.0097 0.0021
28.00 0.9771 0.0316 -0.0095 0.0024
28.50 0.9621 0.0508 -0.0124 0.0036
29.00 0.9299 0.0849 -0.0181 0.0058
29.50 0.8413 0.1335 -0.0339 0.0105
30.00 0.8126 0.1883 -0.0301 0.0116
30.50 0.6537 0.1865 -0.0542 0.0159
31.00 0.4168 1.3334 -0.0592 0.0267
31.50 -0.1837 0.6826 -0.0934 0.0331
32.00 -0.3696 0.4363 -0.0981 0.0297
32.50 -0.5614 0.2555 -0.0996 0.0215
33.00 -0.5845 0.1702 -0.126 0.0200
33.50 -0.6039 0.1349 -0.1411 0.0194
34.00 -0.6451 0.1186 -0.1338 0.0184
35.00 -0.5665 0.1159 -0.2101 0.0229
36.00 -0.4858 0.1052 -0.2844 0.0274