iShares Russell 2000 ETF (IWM)
AMEX: IWM
· Real-Time Price · USD
245.84
1.82 (0.75%)
At close: Oct 03, 2025, 3:59 PM
245.99
0.06%
After-hours: Oct 03, 2025, 07:57 PM EDT
iShares Russell 2000 ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for IWM options.
Delta Table
Strike Price | Delta | Gamma | Theta | Vega |
---|---|---|---|---|
180.00 | 0.8648 | 0.0032 | -2.6317 | 0.0479 |
190.00 | 0.8461 | 0.0041 | -2.4947 | 0.0523 |
200.00 | 0.8224 | 0.0053 | -2.3286 | 0.0576 |
205.00 | 0.8081 | 0.0062 | -2.2335 | 0.0604 |
206.00 | 0.8049 | 0.0063 | -2.2134 | 0.0611 |
207.00 | 0.8016 | 0.0065 | -2.1929 | 0.0617 |
208.00 | 0.7982 | 0.0068 | -2.1705 | 0.0624 |
209.00 | 0.7948 | 0.0070 | -2.1491 | 0.0630 |
210.00 | 0.7912 | 0.0072 | -2.1258 | 0.0638 |
211.00 | 0.7875 | 0.0075 | -2.1034 | 0.0644 |
212.00 | 0.7835 | 0.0077 | -2.0817 | 0.0652 |
213.00 | 0.7795 | 0.0081 | -2.0569 | 0.0659 |
214.00 | 0.7752 | 0.0084 | -2.034 | 0.0667 |
215.00 | 0.7708 | 0.0086 | -2.0092 | 0.0675 |
216.00 | 0.7663 | 0.0090 | -1.9839 | 0.0682 |
217.00 | 0.7614 | 0.0094 | -1.9578 | 0.0690 |
218.00 | 0.7565 | 0.0098 | -1.9311 | 0.0699 |
219.00 | 0.7511 | 0.0102 | -1.9045 | 0.0708 |
220.00 | 0.7458 | 0.0107 | -1.875 | 0.0716 |
221.00 | 0.7398 | 0.0111 | -1.8491 | 0.0726 |
222.00 | 0.7336 | 0.0117 | -1.8199 | 0.0735 |
223.00 | 0.7272 | 0.0123 | -1.7897 | 0.0745 |
224.00 | 0.7204 | 0.0130 | -1.7574 | 0.0755 |
225.00 | 0.7132 | 0.0138 | -1.7238 | 0.0765 |
226.00 | 0.7035 | 0.0153 | -1.6949 | 0.0787 |
227.00 | 0.6952 | 0.0163 | -1.6587 | 0.0799 |
228.00 | 0.6865 | 0.0174 | -1.621 | 0.0812 |
229.00 | 0.6769 | 0.0188 | -1.5815 | 0.0824 |
230.00 | 0.6666 | 0.0204 | -1.5424 | 0.0838 |
231.00 | 0.6555 | 0.0223 | -1.4991 | 0.0852 |
232.00 | 0.6434 | 0.0246 | -1.4537 | 0.0868 |
233.00 | 0.6267 | 0.0293 | -1.4105 | 0.0900 |
234.00 | 0.6080 | 0.0355 | -1.3636 | 0.0935 |
235.00 | 0.5903 | 0.0422 | -1.311 | 0.0959 |
236.00 | 0.5695 | 0.0524 | -1.2535 | 0.0987 |
237.00 | 0.5346 | 0.0770 | -1.1977 | 0.1062 |
238.00 | 0.4879 | 0.1255 | -1.1333 | 0.1159 |
239.00 | 0.4101 | 0.2685 | -1.061 | 0.1316 |
240.00 | -0.0605 | 3.0086 | -0.9507 | 0.1718 |
241.00 | -0.5209 | 0.0309 | -0.8448 | 0.0865 |
242.00 | -0.5595 | 0.0340 | -0.7499 | 0.0857 |
243.00 | -0.6075 | 0.0376 | -0.6407 | 0.0835 |
244.00 | -0.6662 | 0.0408 | -0.5245 | 0.0790 |
245.00 | -0.7357 | 0.0425 | -0.4016 | 0.0710 |
246.00 | -0.8105 | 0.0407 | -0.2805 | 0.0588 |
247.00 | -0.8791 | 0.0344 | -0.1737 | 0.0437 |
248.00 | -0.9308 | 0.0252 | -0.0932 | 0.0289 |
249.00 | -0.9657 | 0.0157 | -0.036 | 0.0165 |
250.00 | -0.9799 | 0.0102 | -0.0129 | 0.0106 |
251.00 | -0.9903 | 0.0057 | 0.0063 | 0.0056 |
252.00 | -0.9934 | 0.0039 | 0.0119 | 0.0040 |
253.00 | -0.9938 | 0.0035 | 0.0118 | 0.0038 |
254.00 | -0.9942 | 0.0031 | 0.0117 | 0.0036 |
255.00 | -0.9945 | 0.0028 | 0.0117 | 0.0034 |
256.00 | -0.9947 | 0.0025 | 0.0116 | 0.0033 |
257.00 | -0.995 | 0.0023 | 0.0116 | 0.0032 |
258.00 | -0.9952 | 0.0021 | 0.0115 | 0.0030 |
259.00 | -0.9954 | 0.0019 | 0.0115 | 0.0029 |
260.00 | -0.9956 | 0.0018 | 0.0115 | 0.0028 |
261.00 | -0.9957 | 0.0016 | 0.0114 | 0.0027 |
262.00 | -0.9959 | 0.0015 | 0.0114 | 0.0026 |
263.00 | -0.996 | 0.0014 | 0.0114 | 0.0026 |
264.00 | -0.9962 | 0.0013 | 0.0114 | 0.0025 |
265.00 | -0.9963 | 0.0013 | 0.0114 | 0.0024 |
266.00 | -0.9964 | 0.0012 | 0.0114 | 0.0023 |
267.00 | -0.9965 | 0.0011 | 0.0115 | 0.0023 |
268.00 | -0.9966 | 0.0011 | 0.0115 | 0.0022 |
269.00 | -0.9967 | 0.0010 | 0.0115 | 0.0022 |
270.00 | -0.9968 | 0.0009 | 0.0116 | 0.0021 |
271.00 | -0.9968 | 0.0009 | 0.0116 | 0.0021 |
272.00 | -0.9969 | 0.0009 | 0.0116 | 0.0020 |
273.00 | -0.997 | 0.0008 | 0.0116 | 0.0020 |
274.00 | -0.9971 | 0.0008 | 0.0116 | 0.0019 |
275.00 | -0.9971 | 0.0008 | 0.0117 | 0.0019 |
276.00 | -0.9972 | 0.0007 | 0.0117 | 0.0019 |
277.00 | -0.9985 | 0.0004 | 0.0195 | 0.0011 |
278.00 | -0.9985 | 0.0004 | 0.0196 | 0.0011 |
279.00 | -0.9985 | 0.0004 | 0.0197 | 0.0010 |
280.00 | -0.9974 | 0.0006 | 0.0118 | 0.0017 |
281.00 | -0.9986 | 0.0004 | 0.0198 | 0.0010 |
282.00 | -0.9986 | 0.0004 | 0.0199 | 0.0010 |
290.00 | -0.9978 | 0.0004 | 0.0124 | 0.0015 |