iShares Russell Mid-Cap ETF (IWR) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

iShares Russell Mid-Cap E...

AMEX: IWR · Real-Time Price · USD
97.24
0.30 (0.31%)
At close: Oct 03, 2025, 3:59 PM
96.20
-1.07%
After-hours: Oct 03, 2025, 05:39 PM EDT

iShares Russell Mid-Cap ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
84.00 0.7342 0.0341 -0.1994 0.0800
85.00 0.7490 0.0361 -0.1737 0.0757
86.00 0.7129 0.0416 -0.1825 0.0840
87.00 0.7598 0.0405 -0.1422 0.0704
88.00 0.6719 0.0523 -0.174 0.0915
89.00 0.6302 0.0606 -0.1743 0.0997
90.00 0.5944 0.0699 -0.1693 0.1056
91.00 0.6290 0.0809 -0.1356 0.0969
92.00 0.6055 0.0981 -0.123 0.0997
93.00 0.5284 0.1264 -0.1204 0.1122
94.00 0.4713 0.1725 -0.1067 0.1186
95.00 0.2897 0.2299 -0.1061 0.1385
96.00 0.0503 0.3437 -0.0921 0.1497
97.00 -0.5309 0.2643 -0.0567 0.0905
98.00 -0.6713 0.0897 -0.045 0.0680
99.00 -0.7791 0.0821 -0.0301 0.0558
100.00 -0.8661 0.0638 -0.0169 0.0406
101.00 -0.8744 0.0506 -0.0207 0.0388
102.00 -0.8801 0.0420 -0.0245 0.0376
103.00 -0.8679 0.0369 -0.0347 0.0402
104.00 -0.8771 0.0321 -0.0364 0.0383
105.00 -0.8848 0.0283 -0.0378 0.0365
110.00 -0.9099 0.0174 -0.0435 0.0306