Westinghouse Air Brake Technologies Corporation (WAB) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Westinghouse Air Brake Te...

NYSE: WAB · Real-Time Price · USD
200.09
2.22 (1.12%)
At close: Oct 03, 2025, 3:59 PM
200.00
-0.04%
After-hours: Oct 03, 2025, 06:00 PM EDT

Westinghouse Air Brake Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
95.00 0.8809 0.0015 -1.1603 0.0759
100.00 0.8640 0.0019 -1.1937 0.0871
105.00 0.8341 0.0026 -1.2924 0.1060
110.00 0.8226 0.0030 -1.2764 0.1113
115.00 0.8107 0.0033 -1.2533 0.1166
120.00 0.7976 0.0038 -1.2307 0.1223
125.00 0.7838 0.0043 -1.2035 0.1282
130.00 0.7680 0.0048 -1.1836 0.1347
135.00 0.7517 0.0055 -1.1494 0.1411
140.00 0.7310 0.0063 -1.1295 0.1493
145.00 0.7113 0.0073 -1.0916 0.1563
150.00 0.7428 0.0063 -0.9325 0.1314
155.00 0.6614 0.0102 -1.0109 0.1737
160.00 0.6302 0.0123 -0.9641 0.1838
165.00 0.5898 0.0152 -0.918 0.1966
170.00 0.5424 0.0195 -0.8622 0.2100
175.00 0.4767 0.0268 -0.7943 0.2276
180.00 0.4453 0.0440 -0.675 0.2297
185.00 0.2713 0.1272 -0.586 0.2683
190.00 -0.5063 0.0123 -0.4518 0.1456
195.00 -0.5923 0.0145 -0.3588 0.1417
200.00 -0.6975 0.0156 -0.2633 0.1274
210.00 -0.8906 0.0109 -0.0953 0.0683
220.00 -0.9357 0.0064 -0.0656 0.0459
230.00 -0.9448 0.0047 -0.0704 0.0407
240.00 -0.9172 0.0048 -0.1498 0.0557
250.00 -0.9254 0.0040 -0.1536 0.0515
260.00 -0.9319 0.0034 -0.156 0.0480
270.00 -0.9361 0.0030 -0.1607 0.0457
280.00 -0.9396 0.0027 -0.1648 0.0437
290.00 -0.9426 0.0024 -0.1685 0.0420
300.00 -0.9912 0.0007 0.0008 0.0087