iShares Core SP 500 ETF (IVV)
AMEX: IVV
· Real-Time Price · USD
674.89
2.47 (0.37%)
At close: Oct 06, 2025, 3:59 PM
674.80
-0.01%
Pre-market: Oct 07, 2025, 06:11 AM EDT
iShares Core SP 500 ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for IVV options.
Delta Table
Strike Price | Delta | Gamma | Theta | Vega |
---|---|---|---|---|
510.00 | 0.8585 | 0.0013 | -5.1253 | 0.1572 |
515.00 | 0.8377 | 0.0019 | -5.4585 | 0.1897 |
520.00 | 0.8298 | 0.0020 | -5.5502 | 0.1971 |
525.00 | 0.8255 | 0.0022 | -5.4344 | 0.2021 |
530.00 | 0.8428 | 0.0017 | -4.9353 | 0.1705 |
535.00 | 0.8355 | 0.0018 | -4.9356 | 0.1795 |
540.00 | 0.8251 | 0.0022 | -4.9619 | 0.1939 |
545.00 | 0.8125 | 0.0025 | -5.0983 | 0.2072 |
550.00 | 0.8074 | 0.0026 | -5.02 | 0.2112 |
555.00 | 0.7999 | 0.0029 | -4.9736 | 0.2185 |
560.00 | 0.7919 | 0.0031 | -4.9055 | 0.2265 |
565.00 | 0.7794 | 0.0034 | -4.9601 | 0.2382 |
570.00 | 0.7484 | 0.0040 | -5.2852 | 0.2711 |
575.00 | 0.7367 | 0.0043 | -5.2824 | 0.2798 |
580.00 | 0.7301 | 0.0046 | -5.0907 | 0.2849 |
585.00 | 0.7230 | 0.0049 | -4.9986 | 0.2878 |
590.00 | 0.7132 | 0.0053 | -4.8318 | 0.2957 |
595.00 | 0.7170 | 0.0054 | -4.5517 | 0.2867 |
600.00 | 0.7118 | 0.0058 | -4.3446 | 0.2880 |
605.00 | 0.6874 | 0.0067 | -4.3615 | 0.3085 |
610.00 | 0.6786 | 0.0072 | -4.1732 | 0.3121 |
615.00 | 0.6466 | 0.0083 | -4.2277 | 0.3365 |
620.00 | 0.6362 | 0.0092 | -4.0151 | 0.3396 |
623.00 | 0.5965 | 0.0103 | -4.1298 | 0.3712 |
624.00 | 0.6013 | 0.0105 | -3.9915 | 0.3666 |
625.00 | 0.5947 | 0.0108 | -3.9898 | 0.3705 |
626.00 | 0.5902 | 0.0111 | -3.9253 | 0.3734 |
627.00 | 0.5833 | 0.0114 | -3.922 | 0.3774 |
628.00 | 0.5784 | 0.0118 | -3.8956 | 0.3797 |
629.00 | 0.5687 | 0.0122 | -3.8804 | 0.3863 |
630.00 | 0.5569 | 0.0124 | -3.9543 | 0.3927 |
631.00 | 0.5641 | 0.0127 | -3.7976 | 0.3860 |
632.00 | 0.5590 | 0.0131 | -3.7383 | 0.3890 |
632.50 | 0.5573 | 0.0134 | -3.6832 | 0.3901 |
633.00 | 0.5421 | 0.0137 | -3.7063 | 0.4018 |
634.00 | 0.5324 | 0.0141 | -3.7477 | 0.4062 |
635.00 | 0.5251 | 0.0146 | -3.6993 | 0.4102 |
636.00 | 0.5236 | 0.0150 | -3.6503 | 0.4092 |
637.00 | 0.5157 | 0.0156 | -3.6006 | 0.4133 |
637.50 | 0.5122 | 0.0159 | -3.5502 | 0.4156 |
638.00 | 0.5075 | 0.0161 | -3.5944 | 0.4169 |
639.00 | 0.4995 | 0.0167 | -3.5066 | 0.4216 |
640.00 | 0.4873 | 0.0174 | -3.4939 | 0.4279 |
641.00 | 0.4790 | 0.0181 | -3.4339 | 0.4319 |
642.00 | 0.4667 | 0.0186 | -3.4981 | 0.4364 |
642.50 | 0.4650 | 0.0193 | -3.3846 | 0.4379 |
643.00 | 0.4606 | 0.0197 | -3.3184 | 0.4403 |
644.00 | 0.4446 | 0.0204 | -3.3813 | 0.4471 |
645.00 | 0.4441 | 0.0216 | -3.2529 | 0.4459 |
646.00 | 0.4191 | 0.0224 | -3.2567 | 0.4588 |
647.00 | 0.4120 | 0.0236 | -3.1895 | 0.4608 |
647.50 | 0.4040 | 0.0244 | -3.1169 | 0.4649 |
648.00 | 0.4490 | 0.0260 | -2.9109 | 0.4360 |
649.00 | 0.4665 | 0.0276 | -2.7929 | 0.4201 |
650.00 | 0.4816 | 0.0293 | -2.6475 | 0.4051 |
651.00 | 0.4468 | 0.0324 | -2.6616 | 0.4276 |
652.00 | 0.4205 | 0.0354 | -2.6234 | 0.4424 |
652.50 | 0.4516 | 0.0369 | -2.5338 | 0.4178 |
653.00 | 0.4057 | 0.0391 | -2.5465 | 0.4486 |
654.00 | 0.3919 | 0.0439 | -2.4556 | 0.4538 |
655.00 | 0.4317 | 0.0498 | -2.3892 | 0.4208 |
656.00 | 0.3892 | 0.0596 | -2.2762 | 0.4469 |
657.00 | 0.3273 | 0.0694 | -2.3448 | 0.4789 |
657.50 | 0.3015 | 0.0758 | -2.2982 | 0.4902 |
658.00 | 0.3007 | 0.0888 | -2.2318 | 0.4888 |
659.00 | 0.2416 | 0.1176 | -2.0923 | 0.5111 |
660.00 | 0.1560 | 0.1802 | -2.0576 | 0.5351 |
661.00 | -0.0736 | 0.3578 | -1.8376 | 0.5459 |
662.00 | -0.5035 | 0.0114 | -1.7069 | 0.2759 |
662.50 | -0.5072 | 0.0107 | -1.8234 | 0.2758 |
663.00 | -0.5141 | 0.0112 | -1.7447 | 0.2757 |
664.00 | -0.5288 | 0.0120 | -1.6103 | 0.2752 |
665.00 | -0.5403 | 0.0119 | -1.6171 | 0.2745 |
666.00 | -0.5544 | 0.0122 | -1.557 | 0.2733 |
667.00 | -0.5759 | 0.0135 | -1.3817 | 0.2709 |
667.50 | -0.5775 | 0.0128 | -1.4556 | 0.2707 |
668.00 | -0.5869 | 0.0131 | -1.4039 | 0.2693 |
669.00 | -0.603 | 0.0133 | -1.3498 | 0.2666 |
670.00 | -0.6225 | 0.0138 | -1.2625 | 0.2628 |
671.00 | -0.6434 | 0.0142 | -1.1749 | 0.2579 |
672.00 | -0.6637 | 0.0145 | -1.1017 | 0.2523 |
673.00 | -0.6891 | 0.0149 | -0.9969 | 0.2443 |
674.00 | -0.7139 | 0.0151 | -0.9056 | 0.2352 |
675.00 | -0.7416 | 0.0153 | -0.8031 | 0.2236 |
676.00 | -0.7947 | 0.0158 | -0.5824 | 0.1966 |
677.00 | -0.7949 | 0.0149 | -0.6219 | 0.1965 |
678.00 | -0.8221 | 0.0143 | -0.5316 | 0.1801 |
679.00 | -0.8542 | 0.0136 | -0.4201 | 0.1582 |
680.00 | -0.8715 | 0.0127 | -0.3707 | 0.1451 |
681.00 | -0.9041 | 0.0112 | -0.2567 | 0.1177 |
682.00 | -0.9229 | 0.0099 | -0.196 | 0.0999 |
682.50 | -0.9147 | 0.0101 | -0.2355 | 0.1079 |
683.00 | -0.8974 | 0.0105 | -0.3166 | 0.1236 |
684.00 | -0.9513 | 0.0074 | -0.1037 | 0.0698 |
685.00 | -0.9589 | 0.0065 | -0.0803 | 0.0609 |
686.00 | -0.9405 | 0.0075 | -0.1649 | 0.0819 |
687.00 | -0.8736 | 0.0094 | -0.511 | 0.1435 |
688.00 | -0.9683 | 0.0050 | -0.0565 | 0.0492 |
690.00 | -0.9699 | 0.0045 | -0.0581 | 0.0472 |
695.00 | -0.9858 | 0.0024 | 0.0043 | 0.0249 |
700.00 | -0.8854 | 0.0062 | -0.6859 | 0.1339 |
705.00 | -0.8929 | 0.0055 | -0.7115 | 0.1276 |
710.00 | -0.8992 | 0.0049 | -0.7347 | 0.1221 |
715.00 | -0.9046 | 0.0043 | -0.7562 | 0.1172 |
720.00 | -0.9094 | 0.0039 | -0.7759 | 0.1129 |
725.00 | -0.9135 | 0.0036 | -0.7942 | 0.1090 |
730.00 | -0.9172 | 0.0033 | -0.8112 | 0.1055 |
735.00 | -0.9462 | 0.0026 | -0.511 | 0.0756 |
740.00 | -0.9235 | 0.0028 | -0.8425 | 0.0994 |
745.00 | -0.9262 | 0.0026 | -0.8569 | 0.0967 |
750.00 | -0.9287 | 0.0024 | -0.8703 | 0.0942 |
755.00 | -0.9309 | 0.0023 | -0.8832 | 0.0919 |
760.00 | -0.9552 | 0.0018 | -0.5505 | 0.0653 |
765.00 | -0.9349 | 0.0021 | -0.9073 | 0.0878 |