iShares JP Morgan USD Emerging Markets Bond ETF (EMB) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares JP Morgan USD Eme...

NASDAQ: EMB · Real-Time Price · USD
95.21
0.04 (0.04%)
At close: Oct 03, 2025, 3:59 PM
94.36
-0.89%
Pre-market: Oct 06, 2025, 04:35 AM EDT

iShares JP Morgan USD Emerging Markets Bond ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
75.00 0.9047 0.0089 -0.2372 0.0224
80.00 0.8737 0.0130 -0.2425 0.0274
82.00 0.8618 0.0154 -0.2328 0.0292
83.00 0.8549 0.0169 -0.2276 0.0301
84.00 0.8473 0.0185 -0.222 0.0312
85.00 0.8388 0.0205 -0.2159 0.0323
86.00 0.8293 0.0227 -0.2094 0.0336
87.00 0.8185 0.0255 -0.2024 0.0349
87.50 0.8473 0.0278 -0.1504 0.0312
88.00 0.6973 0.0576 -0.2798 0.0609
88.50 0.7990 0.0307 -0.1906 0.0371
89.00 0.7914 0.0329 -0.1863 0.0380
89.50 0.7832 0.0353 -0.1817 0.0388
90.00 0.8156 0.0410 -0.1313 0.0352
90.50 0.7641 0.0411 -0.1717 0.0407
91.00 0.7959 0.0495 -0.1234 0.0375
91.50 0.7404 0.0489 -0.1603 0.0428
92.00 0.7263 0.0538 -0.1539 0.0440
92.50 0.7474 0.0683 -0.1139 0.0423
93.00 0.7351 0.0798 -0.103 0.0433
93.50 0.5513 0.1917 -0.1548 0.0739
94.00 0.4618 0.2439 -0.1576 0.0834
94.50 0.2485 0.2350 -0.1845 0.1001
95.00 0.1882 0.3850 -0.1138 0.1026
95.50 -0.0115 0.4440 -0.1034 0.1054
96.00 -0.1377 0.2738 -0.1659 0.1038
96.50 -0.257 0.2492 -0.17 0.0995
97.00 -0.3928 0.2334 -0.1603 0.0906
97.50 -0.364 0.1737 -0.2087 0.0940
98.00 -0.5326 0.1743 -0.1527 0.0793
98.50 -0.5365 0.1444 -0.1854 0.0781
99.00 -0.5631 0.1274 -0.1943 0.0755
99.50 -0.7201 0.0524 -0.1466 0.0445
100.00 -0.641 0.0982 -0.1913 0.0651
101.00 -0.6448 0.0853 -0.2188 0.0662
102.00 -0.6699 0.0731 -0.2306 0.0631
103.00 -0.6561 0.0668 -0.2696 0.0662
105.00 -0.7226 0.0508 -0.2595 0.0562
110.00 -0.7733 0.0333 -0.2954 0.0489
115.00 -0.8037 0.0246 -0.3228 0.0441
120.00 -0.8827 0.0156 -0.2189 0.0292