iShares Russell 2000 ETF (IWM) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares Russell 2000 ETF

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