iShares Russell 2000 Valu... (IWN)
AMEX: IWN
· Real-Time Price · USD
180.06
0.62 (0.35%)
At close: Oct 06, 2025, 2:28 PM
iShares Russell 2000 Value ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for IWN options.
Delta Table
Strike Price | Delta | Gamma | Theta | Vega |
---|---|---|---|---|
145.00 | 0.7568 | 0.0115 | -0.5099 | 0.1314 |
150.00 | 0.6439 | 0.0157 | -0.634 | 0.1777 |
151.00 | 0.7704 | 0.0116 | -0.4146 | 0.1155 |
152.00 | 0.6270 | 0.0171 | -0.6177 | 0.1830 |
153.00 | 0.6172 | 0.0178 | -0.6108 | 0.1860 |
154.00 | 0.6076 | 0.0187 | -0.602 | 0.1888 |
155.00 | 0.5984 | 0.0195 | -0.5915 | 0.1915 |
156.00 | 0.5870 | 0.0205 | -0.5846 | 0.1947 |
157.00 | 0.5740 | 0.0214 | -0.5779 | 0.1983 |
158.00 | 0.5605 | 0.0225 | -0.5715 | 0.2019 |
159.00 | 0.5486 | 0.0237 | -0.5595 | 0.2050 |
160.00 | 0.5360 | 0.0251 | -0.5471 | 0.2081 |
161.00 | 0.5208 | 0.0265 | -0.537 | 0.2120 |
162.00 | 0.5044 | 0.0281 | -0.5263 | 0.2159 |
163.00 | 0.4905 | 0.0299 | -0.5098 | 0.2190 |
164.00 | 0.4688 | 0.0318 | -0.5019 | 0.2239 |
165.00 | 0.4484 | 0.0339 | -0.4893 | 0.2283 |
166.00 | 0.6203 | 0.0353 | -0.3296 | 0.1646 |
167.00 | 0.4039 | 0.0391 | -0.4607 | 0.2368 |
168.00 | 0.3782 | 0.0422 | -0.4447 | 0.2413 |
169.00 | 0.3459 | 0.0454 | -0.4324 | 0.2467 |
170.00 | 0.4507 | 0.0642 | -0.3219 | 0.2190 |
171.00 | 0.2744 | 0.0540 | -0.3996 | 0.2566 |
172.00 | 0.2307 | 0.0595 | -0.3794 | 0.2616 |
173.00 | 0.1783 | 0.0654 | -0.3628 | 0.2664 |
174.00 | 0.1179 | 0.0735 | -0.3385 | 0.2704 |
175.00 | 0.0435 | 0.0825 | -0.3152 | 0.2731 |
176.00 | -0.0512 | 0.0948 | -0.2821 | 0.2726 |
177.00 | -0.1682 | 0.1040 | -0.2539 | 0.2655 |
178.00 | -0.3559 | 0.1156 | -0.206 | 0.2351 |
179.00 | -0.6115 | 0.0325 | -0.1495 | 0.1314 |
180.00 | -0.6429 | 0.0317 | -0.1444 | 0.1279 |
185.00 | -0.8113 | 0.0259 | -0.0844 | 0.0926 |
190.00 | -0.8998 | 0.0163 | -0.0497 | 0.0603 |
195.00 | -0.9674 | 0.0073 | -0.0061 | 0.0250 |
200.00 | -0.8098 | 0.0111 | -0.2193 | 0.0931 |
205.00 | -0.8244 | 0.0095 | -0.2325 | 0.0886 |