W. R. Berkley Corporation (WRB) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

W. R. Berkley Corporation

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