Shell (SHEL) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Shell

NYSE: SHEL · Real-Time Price · USD
73.40
0.51 (0.70%)
At close: Sep 26, 2025, 3:59 PM
73.55
0.20%
After-hours: Sep 26, 2025, 07:55 PM EDT

Shell Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
40.00 0.8933 0.0072 -0.4082 0.0230
45.00 0.9073 0.0089 -0.2693 0.0206
50.00 0.8805 0.0131 -0.2731 0.0251
55.00 0.8218 0.0210 -0.3132 0.0341
60.00 0.7921 0.0331 -0.2503 0.0380
61.00 0.8279 0.0355 -0.1787 0.0333
62.00 0.8156 0.0405 -0.1737 0.0351
63.00 0.7937 0.0471 -0.1759 0.0381
64.00 0.7727 0.0550 -0.1732 0.0408
65.00 0.7516 0.0651 -0.1661 0.0435
66.00 0.7346 0.0784 -0.1517 0.0455
67.00 0.6626 0.0956 -0.1707 0.0531
68.00 0.6765 0.1100 -0.1416 0.0490
69.00 0.8083 0.1578 -0.0512 0.0356
70.00 0.6049 0.2772 -0.0742 0.0588
71.00 0.2660 0.3763 -0.0962 0.0798
72.00 -0.1307 0.4009 -0.0958 0.0835
73.00 -0.4928 0.3230 -0.0756 0.0678
74.00 -0.7237 0.2074 -0.0526 0.0464
75.00 -0.6356 0.1490 -0.1121 0.0558
76.00 -0.7267 0.1146 -0.0981 0.0461
77.00 -0.6942 0.0968 -0.1381 0.0501
78.00 -0.5744 0.0805 -0.257 0.0615
79.00 -0.7909 0.0651 -0.1175 0.0378
80.00 -0.7465 0.0625 -0.166 0.0441
81.00 -0.7746 0.0549 -0.1598 0.0406
82.00 -0.7607 0.0508 -0.189 0.0424
83.00 -0.7422 0.0475 -0.2254 0.0445
84.00 -0.7621 0.0430 -0.2215 0.0419
85.00 -0.7774 0.0395 -0.2191 0.0401
86.00 -0.7645 0.0378 -0.2494 0.0418
90.00 -0.8159 0.0284 -0.2315 0.0350