W. R. Berkley Corporation (WRB)
NYSE: WRB
· Real-Time Price · USD
76.84
0.66 (0.87%)
At close: Oct 03, 2025, 3:59 PM
78.77
2.51%
After-hours: Oct 03, 2025, 07:49 PM EDT
W. R. Berkley Greeks
Delta, Gamma, Theta, and Vega Greek Charts for WRB options.
Delta Table
Strike Price | Delta | Gamma | Theta | Vega |
---|---|---|---|---|
32.00 | 0.8691 | 0.0046 | -0.5121 | 0.0361 |
32.50 | 1.0000 | 0.0000 | -0.0034 | 0.0000 |
34.50 | 0.8619 | 0.0052 | -0.4919 | 0.0374 |
35.00 | 1.0000 | 0.0000 | -0.0037 | 0.0000 |
37.00 | 0.8472 | 0.0060 | -0.4998 | 0.0403 |
37.50 | 1.0000 | 0.0000 | -0.004 | 0.0000 |
39.50 | 0.8337 | 0.0070 | -0.4919 | 0.0430 |
40.00 | 1.0000 | 0.0000 | -0.0042 | 0.0000 |
42.00 | 0.8162 | 0.0082 | -0.4872 | 0.0464 |
42.50 | 1.0000 | 0.0000 | -0.0045 | 0.0000 |
44.50 | 0.8041 | 0.0094 | -0.4673 | 0.0486 |
45.00 | 1.0000 | 0.0000 | -0.0047 | 0.0000 |
47.00 | 0.7774 | 0.0110 | -0.4773 | 0.0534 |
47.50 | 1.0000 | 0.0000 | -0.005 | 0.0000 |
49.50 | 0.7673 | 0.0127 | -0.4437 | 0.0549 |
50.00 | 1.0000 | 0.0000 | -0.0053 | 0.0000 |
52.00 | 0.7435 | 0.0149 | -0.4375 | 0.0587 |
52.50 | 1.0000 | 0.0000 | -0.0055 | 0.0000 |
54.50 | 0.7848 | 0.0141 | -0.3343 | 0.0480 |
55.00 | 1.0000 | 0.0000 | -0.0058 | 0.0000 |
57.00 | 0.6873 | 0.0214 | -0.4003 | 0.0674 |
57.50 | 1.0000 | 0.0000 | -0.0061 | 0.0000 |
59.50 | 0.6571 | 0.0259 | -0.3774 | 0.0714 |
60.00 | 1.0000 | 0.0000 | -0.0063 | 0.0000 |
62.00 | 0.6602 | 0.0303 | -0.3304 | 0.0685 |
62.50 | 1.0000 | 0.0000 | -0.0066 | 0.0000 |
64.50 | 0.6151 | 0.0397 | -0.3053 | 0.0742 |
65.00 | 1.0000 | 0.0000 | -0.0069 | 0.0000 |
67.00 | 0.4885 | 0.0540 | -0.3148 | 0.0904 |
67.50 | 1.0000 | 0.0000 | -0.0071 | 0.0000 |
69.50 | 0.5444 | 0.0822 | -0.2258 | 0.0774 |
70.00 | 1.0000 | 0.0000 | -0.0074 | 0.0000 |
72.00 | 0.3270 | 0.2165 | -0.188 | 0.1011 |
72.50 | 1.0000 | 0.0000 | -0.0076 | 0.0000 |
74.50 | -0.5312 | 0.0425 | -0.1283 | 0.0570 |
75.00 | -1 | 0.0000 | 0.0079 | 0.0000 |
77.00 | -0.6605 | 0.0458 | -0.0988 | 0.0524 |
77.50 | -1 | 0.0000 | 0.0082 | 0.0000 |
79.50 | -0.8655 | 0.0407 | -0.0338 | 0.0310 |
80.00 | -1 | 0.0000 | 0.0084 | 0.0000 |
82.00 | -0.9421 | 0.0223 | -0.0133 | 0.0166 |
82.50 | -1 | 0.0000 | 0.0087 | 0.0000 |
84.50 | -0.8969 | 0.0225 | -0.0431 | 0.0257 |
85.00 | -1 | 0.0000 | 0.0089 | 0.0000 |
89.50 | -0.9399 | 0.0131 | -0.0299 | 0.0171 |
90.00 | -1 | 0.0000 | 0.0095 | 0.0000 |
94.50 | -0.9265 | 0.0114 | -0.0513 | 0.0200 |
95.00 | -1 | 0.0000 | 0.0100 | 0.0000 |