iShares MSCI EAFE Small-C... (SCZ)
NASDAQ: SCZ
· Real-Time Price · USD
77.78
0.07 (0.09%)
At close: Oct 06, 2025, 3:41 PM
iShares MSCI EAFE Small-Cap ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for SCZ options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 65.00 | 0.8691 | 0.0236 | -0.0954 | 0.0359 |
| 66.00 | 0.8459 | 0.0311 | -0.0996 | 0.0427 |
| 67.00 | 0.8355 | 0.0354 | -0.0971 | 0.0448 |
| 68.00 | 0.7487 | 0.0459 | -0.1378 | 0.0625 |
| 69.00 | 0.8353 | 0.0402 | -0.0816 | 0.0428 |
| 70.00 | 0.7800 | 0.0563 | -0.0942 | 0.0557 |
| 71.00 | 0.7658 | 0.0674 | -0.0867 | 0.0584 |
| 72.00 | 0.6232 | 0.0844 | -0.1278 | 0.0816 |
| 73.00 | 0.6550 | 0.1052 | -0.0938 | 0.0763 |
| 74.00 | 0.6614 | 0.1387 | -0.071 | 0.0749 |
| 75.00 | 0.5215 | 0.1870 | -0.0792 | 0.0930 |
| 76.00 | 0.3598 | 0.2618 | -0.0754 | 0.1076 |
| 77.00 | 0.0812 | 0.3298 | -0.0714 | 0.1200 |
| 78.00 | -0.6521 | 0.1889 | -0.0204 | 0.0559 |
| 79.00 | -0.8014 | 0.1352 | -0.0138 | 0.0421 |
| 80.00 | -0.7744 | 0.0850 | -0.0313 | 0.0454 |
| 81.00 | -0.7828 | 0.0644 | -0.0411 | 0.0444 |
| 82.00 | -0.7916 | 0.0724 | -0.0463 | 0.0475 |
| 83.00 | -0.8246 | 0.0449 | -0.0457 | 0.0390 |
| 84.00 | -0.8375 | 0.0387 | -0.0481 | 0.0372 |
| 85.00 | -0.8479 | 0.0340 | -0.0504 | 0.0356 |