SPDR Portfolio S&P 600 Small Cap ETF (SPSM) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

SPDR Portfolio S&P 600 Sm...

AMEX: SPSM · Real-Time Price · USD
46.69
-0.15 (-0.32%)
At close: Oct 06, 2025, 3:59 PM
46.68
-0.01%
After-hours: Oct 06, 2025, 07:11 PM EDT

SPDR Portfolio S&P 600 Small Cap ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
25.00 0.8918 0.0105 -0.1645 0.0195
30.00 0.8569 0.0174 -0.1533 0.0241
34.00 0.8078 0.0276 -0.1518 0.0300
35.00 0.8181 0.0282 -0.1335 0.0278
36.00 0.8112 0.0325 -0.1234 0.0288
37.00 0.7658 0.0412 -0.1362 0.0346
38.00 0.7428 0.0479 -0.1344 0.0369
39.00 0.7436 0.0552 -0.116 0.0365
40.00 0.7796 0.0494 -0.0923 0.0296
41.00 0.6939 0.0810 -0.1021 0.0409
42.00 0.6593 0.1013 -0.0954 0.0436
43.00 0.5850 0.1341 -0.0959 0.0493
44.00 0.5160 0.1991 -0.0797 0.0543
45.00 0.3283 0.3102 -0.0747 0.0646
46.00 -0.0402 0.5436 -0.0628 0.0714
47.00 -0.6548 0.1435 -0.0304 0.0331
48.00 -0.8033 0.1182 -0.019 0.0249
49.00 -0.8772 0.0804 -0.0138 0.0183
50.00 -0.8843 0.0611 -0.0175 0.0175
51.00 -0.8653 0.0515 -0.0278 0.0195
52.00 -0.8771 0.0430 -0.0294 0.0183
53.00 -0.8864 0.0369 -0.0308 0.0173
54.00 -0.8939 0.0322 -0.032 0.0164