iShares Currency Hedged MSCI EAFE ETF (HEFA) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares Currency Hedged M...

CBOE: HEFA · Real-Time Price · USD
40.28
0.25 (0.62%)
At close: Oct 03, 2025, 3:59 PM

iShares Currency Hedged MSCI EAFE ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
29.00 0.7434 0.0348 -0.1833 0.0320
30.00 0.7233 0.0397 -0.1776 0.0337
31.00 0.7004 0.0459 -0.1715 0.0356
32.00 0.6739 0.0536 -0.1646 0.0376
33.00 0.6429 0.0632 -0.1571 0.0399
34.00 0.6055 0.0757 -0.1485 0.0424
35.00 0.6929 0.0834 -0.0987 0.0332
36.00 0.4934 0.1149 -0.1309 0.0489
37.00 0.4094 0.1491 -0.1178 0.0528
38.00 0.2893 0.2075 -0.0995 0.0570
39.00 0.0728 0.2992 -0.0847 0.0609
40.00 -0.3088 0.3572 -0.0633 0.0553
41.00 -0.6842 0.1026 -0.0409 0.0272
42.00 -0.7297 0.0798 -0.0457 0.0254
43.00 -0.7579 0.0646 -0.0503 0.0239