iShares US Financials ETF (IYF) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares US Financials ETF

AMEX: IYF · Real-Time Price · USD
125.64
0.92 (0.74%)
At close: Oct 03, 2025, 3:59 PM
125.67
0.02%
After-hours: Oct 03, 2025, 05:42 PM EDT

iShares US Financials ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
105.00 0.8437 0.0171 -0.1834 0.0701
110.00 0.8073 0.0251 -0.1727 0.0816
113.00 0.8657 0.0292 -0.0921 0.0633
114.00 0.8651 0.0323 -0.0852 0.0636
115.00 0.8144 0.0400 -0.1078 0.0811
116.00 0.7422 0.0474 -0.1417 0.1021
117.00 0.7995 0.0517 -0.0949 0.0858
118.00 0.7691 0.0612 -0.0976 0.0950
119.00 0.7445 0.0734 -0.0941 0.1024
120.00 0.7570 0.0874 -0.0759 0.0988
121.00 0.6606 0.1112 -0.0903 0.1238
122.00 0.5230 0.1327 -0.1098 0.1518
123.00 0.4156 0.1647 -0.1074 0.1683
124.00 0.2665 0.2046 -0.1022 0.1845
125.00 0.0559 0.2311 -0.0992 0.1949
126.00 -0.1609 0.2121 -0.1033 0.1913
127.00 -0.6501 0.0834 -0.0499 0.0907
128.00 -0.732 0.0756 -0.0412 0.0807
129.00 -0.7736 0.0619 -0.0416 0.0737
130.00 -0.7585 0.0481 -0.0616 0.0764
131.00 -0.7485 0.0395 -0.0813 0.0781
132.00 -0.8736 0.0365 -0.0298 0.0508
133.00 -0.8732 0.0321 -0.0358 0.0509
135.00 -0.8924 0.0249 -0.0363 0.0454
140.00 -0.9148 0.0157 -0.0416 0.0382
145.00 -0.928 0.0113 -0.0452 0.0336