Elanco Animal Health (ELAN)
NYSE: ELAN
· Real-Time Price · USD
20.64
0.18 (0.86%)
At close: Oct 03, 2025, 3:59 PM
20.68
0.19%
After-hours: Oct 03, 2025, 05:52 PM EDT
Elanco Animal Health Greeks
Delta, Gamma, Theta, and Vega Greek Charts for ELAN options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 3.00 | 0.9816 | 0.0028 | -0.0327 | 0.0018 |
| 4.00 | 0.9608 | 0.0052 | -0.0623 | 0.0034 |
| 5.00 | 0.9334 | 0.0082 | -0.097 | 0.0054 |
| 6.00 | 0.9100 | 0.0110 | -0.1168 | 0.0069 |
| 7.00 | 0.9189 | 0.0108 | -0.0972 | 0.0060 |
| 8.00 | 0.8581 | 0.0176 | -0.1528 | 0.0098 |
| 9.00 | 0.8636 | 0.0182 | -0.1401 | 0.0091 |
| 10.00 | 0.8581 | 0.0172 | -0.1445 | 0.0088 |
| 11.00 | 0.7664 | 0.0319 | -0.1871 | 0.0141 |
| 12.00 | 0.7947 | 0.0330 | -0.1477 | 0.0120 |
| 13.00 | 0.7352 | 0.0472 | -0.1571 | 0.0149 |
| 14.00 | 0.7027 | 0.0599 | -0.1493 | 0.0160 |
| 15.00 | 0.6891 | 0.0744 | -0.1292 | 0.0159 |
| 16.00 | 0.5981 | 0.1158 | -0.1244 | 0.0195 |
| 17.00 | 0.5430 | 0.1808 | -0.1079 | 0.0207 |
| 18.00 | 0.4271 | 0.4135 | -0.0923 | 0.0236 |
| 19.00 | -0.4762 | 0.0824 | -0.0676 | 0.0145 |
| 20.00 | -0.5928 | 0.1013 | -0.0517 | 0.0142 |
| 21.00 | -0.7312 | 0.1049 | -0.0353 | 0.0120 |
| 22.00 | -0.8617 | 0.0833 | -0.0188 | 0.0080 |
| 23.00 | -0.9146 | 0.0578 | -0.0128 | 0.0057 |
| 24.00 | -0.8256 | 0.0579 | -0.0386 | 0.0094 |
| 25.00 | -0.8374 | 0.0503 | -0.0406 | 0.0090 |
| 26.00 | -0.8467 | 0.0446 | -0.0424 | 0.0086 |
| 27.00 | -0.8544 | 0.0401 | -0.044 | 0.0083 |
| 28.00 | -0.7425 | 0.0376 | -0.0964 | 0.0118 |