Jefferies Financial Group Inc. (JEF) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Jefferies Financial Group...

NYSE: JEF · Real-Time Price · USD
62.42
-0.65 (-1.03%)
At close: Oct 03, 2025, 3:59 PM
62.30
-0.19%
After-hours: Oct 03, 2025, 07:01 PM EDT

Jefferies Financial Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
37.50 0.9951 0.0009 -0.0116 0.0018
40.00 0.9814 0.0027 -0.0316 0.0059
42.50 0.9895 0.0021 -0.0175 0.0036
45.00 0.9882 0.0026 -0.0174 0.0040
47.50 0.9866 0.0034 -0.0174 0.0044
50.00 0.9621 0.0076 -0.037 0.0107
52.50 0.9120 0.0133 -0.0732 0.0206
55.00 0.9587 0.0123 -0.0282 0.0114
57.50 0.9116 0.0227 -0.0457 0.0207
60.00 0.8208 0.0357 -0.0735 0.0338
62.50 0.6966 0.0437 -0.1042 0.0452
65.00 0.5724 0.0420 -0.1346 0.0507
67.50 -0.2788 0.1908 -0.1798 0.0915
70.00 -0.4806 0.0879 -0.1991 0.0724
72.50 -0.5493 0.0514 -0.2354 0.0633
75.00 -0.6097 0.0409 -0.2269 0.0591
77.50 -0.5801 0.0398 -0.2813 0.0666
80.00 -0.6426 0.0278 -0.2789 0.0555
85.00 -0.6821 0.0205 -0.2987 0.0507
90.00 -0.6864 0.0202 -0.3337 0.0537