(ITB)
CBOE: ITB
· Real-Time Price · USD
107.41
-1.83 (-1.68%)
At close: Oct 06, 2025, 12:12 PM
Greeks
Delta, Gamma, Theta, and Vega Greek Charts for ITB options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 75.00 | 0.9720 | 0.0027 | -0.1163 | 0.0098 |
| 80.00 | 0.9676 | 0.0036 | -0.1131 | 0.0111 |
| 85.00 | 0.9752 | 0.0038 | -0.072 | 0.0089 |
| 90.00 | 0.9601 | 0.0064 | -0.0911 | 0.0131 |
| 92.00 | 0.9474 | 0.0083 | -0.1083 | 0.0164 |
| 93.00 | 0.9581 | 0.0079 | -0.0816 | 0.0137 |
| 94.00 | 0.9425 | 0.0098 | -0.1056 | 0.0176 |
| 95.00 | 0.9303 | 0.0115 | -0.1208 | 0.0205 |
| 96.00 | 0.9365 | 0.0119 | -0.1025 | 0.0190 |
| 97.00 | 0.9168 | 0.0143 | -0.1268 | 0.0234 |
| 98.00 | 0.9220 | 0.0152 | -0.1094 | 0.0223 |
| 98.50 | 0.8948 | 0.0173 | -0.1457 | 0.0278 |
| 99.00 | 0.9038 | 0.0178 | -0.1262 | 0.0261 |
| 99.50 | 0.9355 | 0.0162 | -0.0798 | 0.0193 |
| 100.00 | 0.9549 | 0.0144 | -0.0547 | 0.0145 |
| 101.00 | 0.9583 | 0.0154 | -0.047 | 0.0136 |
| 102.00 | 0.9473 | 0.0195 | -0.0525 | 0.0164 |
| 103.00 | 0.9281 | 0.0255 | -0.0626 | 0.0209 |
| 104.00 | 0.9138 | 0.0317 | -0.0657 | 0.0240 |
| 104.50 | 0.8961 | 0.0365 | -0.0736 | 0.0276 |
| 105.00 | 0.8782 | 0.0413 | -0.0803 | 0.0309 |
| 105.50 | 0.8399 | 0.0466 | -0.1001 | 0.0372 |
| 106.00 | 0.7735 | 0.0477 | -0.1441 | 0.0460 |
| 106.50 | 0.7939 | 0.0563 | -0.1117 | 0.0436 |
| 107.00 | 0.7207 | 0.0532 | -0.1597 | 0.0514 |
| 107.50 | 0.6931 | 0.0558 | -0.1656 | 0.0537 |
| 108.00 | 0.6652 | 0.0583 | -0.1698 | 0.0557 |
| 108.50 | 0.5456 | 0.1880 | -0.1632 | 0.0854 |
| 109.00 | 0.3845 | 0.2222 | -0.1903 | 0.1053 |
| 109.50 | 0.2486 | 0.2327 | -0.2079 | 0.1153 |
| 110.00 | 0.1190 | 0.2206 | -0.253 | 0.1205 |
| 110.50 | 0.0046 | 0.2327 | -0.2158 | 0.1220 |
| 111.00 | -0.1015 | 0.2154 | -0.2368 | 0.1208 |
| 111.50 | -0.2011 | 0.2030 | -0.2331 | 0.1175 |
| 112.00 | -0.2944 | 0.1894 | -0.2283 | 0.1123 |
| 112.50 | -0.3684 | 0.1701 | -0.2305 | 0.1068 |
| 113.00 | -0.4347 | 0.1516 | -0.2326 | 0.1004 |
| 114.00 | -0.5305 | 0.1169 | -0.2411 | 0.0885 |
| 115.00 | -0.6144 | 0.0882 | -0.2345 | 0.0756 |
| 116.00 | -0.6737 | 0.0767 | -0.209 | 0.0692 |
| 117.00 | -0.6655 | 0.0699 | -0.243 | 0.0723 |
| 118.00 | -0.6704 | 0.0637 | -0.2641 | 0.0730 |
| 119.00 | -0.6033 | 0.0583 | -0.3736 | 0.0837 |
| 120.00 | -0.7076 | 0.0493 | -0.2854 | 0.0665 |
| 121.00 | -0.6708 | 0.0478 | -0.3547 | 0.0738 |
| 122.00 | -0.7072 | 0.0443 | -0.3262 | 0.0689 |
| 123.00 | -0.7198 | 0.0379 | -0.3489 | 0.0644 |
| 124.00 | -0.6353 | 0.0393 | -0.4994 | 0.0800 |
| 125.00 | -0.7827 | 0.0350 | -0.2729 | 0.0569 |
| 126.00 | -0.7427 | 0.0325 | -0.368 | 0.0625 |
| 130.00 | -0.7221 | 0.0284 | -0.4819 | 0.0677 |
| 135.00 | -0.846 | 0.0192 | -0.2955 | 0.0438 |
| 140.00 | -0.7946 | 0.0171 | -0.4968 | 0.0525 |
| 145.00 | -0.7679 | 0.0169 | -0.6329 | 0.0597 |
| 150.00 | -0.8553 | 0.0120 | -0.4199 | 0.0409 |
| 155.00 | -0.8131 | 0.0128 | -0.6063 | 0.0510 |
| 160.00 | -0.8769 | 0.0096 | -0.4174 | 0.0365 |
| 165.00 | -0.8896 | 0.0083 | -0.3993 | 0.0334 |