iShares Core SP 500 ETF (IVV) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares Core SP 500 ETF

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