iShares MSCI Emerging Markets ETF (EEM) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares MSCI Emerging Mar...

AMEX: EEM · Real-Time Price · USD
54.22
0.15 (0.28%)
At close: Oct 03, 2025, 3:59 PM
54.17
-0.09%
After-hours: Oct 03, 2025, 07:53 PM EDT

iShares MSCI Emerging Markets ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
30.00 0.9424 0.0055 -0.1877 0.0088
35.00 0.9098 0.0107 -0.2189 0.0130
38.00 0.9050 0.0140 -0.1827 0.0136
39.00 0.9171 0.0149 -0.1418 0.0124
40.00 0.8997 0.0145 -0.1704 0.0134
41.00 0.8729 0.0204 -0.1984 0.0169
42.00 0.8647 0.0231 -0.1937 0.0178
43.00 0.8553 0.0263 -0.1887 0.0188
44.00 0.8448 0.0302 -0.1833 0.0197
44.50 0.8390 0.0325 -0.1804 0.0202
45.00 0.8417 0.0318 -0.17 0.0194
45.50 0.8259 0.0380 -0.1742 0.0214
46.00 0.8185 0.0413 -0.1709 0.0221
46.50 0.8275 0.0373 -0.1561 0.0201
47.00 0.8197 0.0407 -0.1527 0.0207
47.50 0.8111 0.0448 -0.149 0.0213
48.00 0.8016 0.0495 -0.145 0.0221
48.50 0.7911 0.0551 -0.1408 0.0228
49.00 0.7554 0.0762 -0.1464 0.0272
49.50 0.7694 0.0757 -0.1253 0.0250
50.00 0.7412 0.0856 -0.1307 0.0267
50.50 0.7344 0.1030 -0.1146 0.0274
51.00 0.7105 0.1319 -0.1061 0.0295
51.50 0.6639 0.1592 -0.1116 0.0321
52.00 0.6084 0.2248 -0.1065 0.0362
52.50 0.5336 0.3402 -0.0983 0.0411
53.00 0.3691 0.5923 -0.0915 0.0505
53.50 0.0178 1.0918 -0.0772 0.0590
54.00 -0.5965 0.2066 -0.0484 0.0287
54.50 -0.7147 0.2013 -0.0368 0.0251
55.00 -0.8342 0.1666 -0.0217 0.0184
56.00 -0.9397 0.0769 -0.0077 0.0089
57.00 -0.9825 0.0272 0.0010 0.0032
58.00 -0.9854 0.0189 0.0008 0.0027
58.50 -0.8989 0.0485 -0.0404 0.0131
59.00 -0.894 0.0450 -0.0476 0.0136
60.00 -0.9709 0.0208 -0.009 0.0049