iShares Russell 2000 Value ETF (IWN) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares Russell 2000 Valu...

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