ESSA Bancorp Inc. (ESSA)
NASDAQ: ESSA
· Real-Time Price · USD
20.61
0.00 (0.00%)
At close: Jul 23, 2025, 3:59 PM
ESSA Bancorp Greeks
Delta, Gamma, Theta, and Vega Greek Charts for ESSA options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 7.50 | 0.8985 | 0.0097 | -0.0868 | 0.0115 |
| 10.00 | 0.8540 | 0.0159 | -0.0945 | 0.0151 |
| 12.50 | 0.7830 | 0.0288 | -0.0959 | 0.0205 |
| 15.00 | 0.6666 | 0.0512 | -0.0976 | 0.0281 |
| 17.50 | 0.5605 | 0.0967 | -0.08 | 0.0331 |
| 20.00 | 0.2034 | 0.1271 | -0.085 | 0.0441 |
| 22.50 | -0.2084 | 0.1660 | -0.0739 | 0.0428 |
| 25.00 | -0.5647 | 0.0401 | -0.0671 | 0.0225 |
| 30.00 | -0.62 | 0.0302 | -0.083 | 0.0217 |
| 35.00 | -0.65 | 0.0252 | -0.0939 | 0.0211 |