iShares MSCI Japan ETF (EWJ) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares MSCI Japan ETF

AMEX: EWJ · Real-Time Price · USD
81.78
1.63 (2.03%)
At close: Oct 03, 2025, 3:59 PM
81.99
0.26%
After-hours: Oct 03, 2025, 07:54 PM EDT

iShares MSCI Japan ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
69.00 0.8060 0.0320 -0.2685 0.0386
70.00 0.8070 0.0351 -0.2434 0.0383
71.00 0.7835 0.0399 -0.2527 0.0416
72.00 0.7740 0.0452 -0.2375 0.0430
73.00 0.7629 0.0519 -0.222 0.0445
74.00 0.7365 0.0605 -0.2206 0.0479
75.00 0.7726 0.0698 -0.1575 0.0432
76.00 0.6723 0.0866 -0.2068 0.0554
76.50 0.6587 0.0959 -0.1968 0.0569
77.00 0.6066 0.1040 -0.2177 0.0618
77.50 0.6139 0.1209 -0.1825 0.0614
78.00 0.7830 0.1347 -0.0791 0.0412
78.50 0.6035 0.1615 -0.1445 0.0615
79.00 0.5849 0.1869 -0.1361 0.0617
79.50 0.5349 0.2448 -0.1175 0.0675
80.00 0.3787 0.2728 -0.1449 0.0785
80.50 0.2511 0.3265 -0.1401 0.0849
81.00 0.0897 0.3945 -0.1299 0.0891
81.50 -0.137 0.4784 -0.1098 0.0881
82.00 -0.5294 0.4195 -0.0718 0.0607
82.50 -0.6941 0.1420 -0.0557 0.0394
83.00 -0.7826 0.1312 -0.0401 0.0331
83.50 -0.8457 0.1080 -0.0298 0.0267
84.00 -0.8997 0.0826 -0.0187 0.0198
84.50 -0.8532 0.0759 -0.042 0.0258
85.00 -0.8146 0.0662 -0.0697 0.0301
85.50 -0.8251 0.0591 -0.0726 0.0290
86.00 -0.8399 0.0534 -0.0716 0.0274
86.50 -0.8476 0.0485 -0.074 0.0265
87.00 -0.8544 0.0444 -0.0761 0.0257
87.50 -0.8604 0.0408 -0.0782 0.0250
88.00 -0.8659 0.0378 -0.0801 0.0243
89.00 -0.8569 0.0336 -0.1002 0.0254
90.00 -0.8829 0.0290 -0.0867 0.0221
91.00 -0.8726 0.0268 -0.1076 0.0234
92.00 -0.8789 0.0242 -0.1108 0.0226
95.00 -0.8934 0.0188 -0.1191 0.0207
100.00 -0.9094 0.0136 -0.1299 0.0183