AstraZeneca (AZN) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

AstraZeneca

NASDAQ: AZN · Real-Time Price · USD
73.76
0.23 (0.31%)
At close: Sep 26, 2025, 3:59 PM
73.75
-0.01%
After-hours: Sep 26, 2025, 07:45 PM EDT

AstraZeneca Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
45.00 0.9860 0.0017 -0.0568 0.0038
50.00 0.9922 0.0015 -0.0277 0.0023
55.00 0.9904 0.0022 -0.0273 0.0028
60.00 0.9866 0.0037 -0.029 0.0037
62.00 0.9851 0.0046 -0.0286 0.0040
63.00 0.9829 0.0054 -0.0303 0.0046
64.00 0.9730 0.0078 -0.042 0.0067
65.00 0.9677 0.0095 -0.0461 0.0078
66.00 0.9719 0.0096 -0.0378 0.0069
67.00 0.9655 0.0119 -0.0418 0.0082
68.00 0.9738 0.0113 -0.0304 0.0065
69.00 0.9695 0.0139 -0.0315 0.0074
70.00 0.9588 0.0188 -0.0366 0.0095
71.00 0.9304 0.0280 -0.0524 0.0143
72.00 0.9627 0.0247 -0.0265 0.0088
73.00 0.9312 0.0408 -0.0378 0.0142
74.00 0.8773 0.0628 -0.0539 0.0218
75.00 0.8098 0.0878 -0.0664 0.0292
76.00 0.6967 0.1062 -0.0876 0.0375
77.00 0.4179 0.4945 -0.1242 0.0676
78.00 -0.1664 0.4440 -0.1427 0.0831
79.00 -0.391 0.2504 -0.1654 0.0723
80.00 -0.4982 0.1815 -0.1604 0.0672
81.00 -0.4061 0.1185 -0.2879 0.0742
82.00 -0.6036 0.0902 -0.2385 0.0534
83.00 -0.6966 0.0799 -0.1801 0.0463
84.00 -0.7443 0.0635 -0.1695 0.0405
85.00 -0.6802 0.0504 -0.2831 0.0446
86.00 -0.7271 0.0468 -0.2455 0.0410
87.00 -0.6161 0.0567 -0.3698 0.0583
88.00 -0.6992 0.0480 -0.3083 0.0480
89.00 -0.6879 0.0462 -0.3423 0.0502
90.00 -0.6726 0.0414 -0.403 0.0507
91.00 -0.7263 0.0388 -0.3369 0.0456
92.00 -0.7072 0.0358 -0.3973 0.0469
93.00 -0.7049 0.0332 -0.4285 0.0468
94.00 -0.7125 0.0314 -0.4369 0.0460
95.00 -0.7163 0.0294 -0.4539 0.0453