AstraZeneca (AZN)
NASDAQ: AZN
· Real-Time Price · USD
85.87
0.38 (0.44%)
At close: Oct 07, 2025, 3:59 PM
AstraZeneca Greeks
Delta, Gamma, Theta, and Vega Greek Charts for AZN options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 45.00 | 0.8740 | 0.0070 | -1.0764 | 0.0194 |
| 50.00 | 0.8610 | 0.0062 | -1.1253 | 0.0186 |
| 55.00 | 0.8166 | 0.0076 | -1.3478 | 0.0222 |
| 60.00 | 0.6744 | 0.0177 | -1.9011 | 0.0387 |
| 64.00 | 0.6218 | 0.0225 | -1.9679 | 0.0423 |
| 65.00 | 0.6015 | 0.0244 | -1.9827 | 0.0437 |
| 66.00 | 0.5822 | 0.0265 | -1.9528 | 0.0451 |
| 67.00 | 0.5626 | 0.0290 | -1.9164 | 0.0464 |
| 68.00 | 0.5537 | 0.0319 | -1.8392 | 0.0467 |
| 69.00 | 0.5311 | 0.0355 | -1.77 | 0.0482 |
| 70.00 | 0.6635 | 0.0197 | -1.4915 | 0.0317 |
| 71.00 | 0.4848 | 0.0445 | -1.6919 | 0.0508 |
| 72.00 | 0.4665 | 0.0515 | -1.6163 | 0.0517 |
| 73.00 | 0.4181 | 0.0591 | -1.5588 | 0.0545 |
| 74.00 | 0.4462 | 0.0774 | -1.431 | 0.0519 |
| 75.00 | 0.3569 | 0.0943 | -1.3378 | 0.0570 |
| 76.00 | 0.2342 | 0.0985 | -1.2972 | 0.0617 |
| 77.00 | 0.1978 | 0.2237 | -1.1272 | 0.0626 |
| 78.00 | -0.1376 | 0.4399 | -0.9937 | 0.0613 |
| 79.00 | -0.4821 | 0.0215 | -0.9203 | 0.0324 |
| 80.00 | -0.512 | 0.0235 | -0.8408 | 0.0324 |
| 81.00 | -0.5403 | 0.0245 | -0.7979 | 0.0322 |
| 82.00 | -0.6031 | 0.0308 | -0.5975 | 0.0313 |
| 83.00 | -0.6305 | 0.0299 | -0.5886 | 0.0307 |
| 84.00 | -0.6855 | 0.0320 | -0.4855 | 0.0288 |
| 85.00 | -0.7406 | 0.0325 | -0.3966 | 0.0263 |
| 86.00 | -0.7916 | 0.0313 | -0.321 | 0.0233 |
| 87.00 | -0.8719 | 0.0279 | -0.188 | 0.0170 |
| 88.00 | -0.8999 | 0.0239 | -0.1528 | 0.0143 |
| 89.00 | -0.9508 | 0.0162 | -0.0709 | 0.0083 |
| 90.00 | -0.956 | 0.0141 | -0.0674 | 0.0076 |
| 91.00 | -0.9708 | 0.0104 | -0.0438 | 0.0054 |
| 92.00 | -0.9784 | 0.0081 | -0.0319 | 0.0042 |
| 93.00 | -0.9535 | 0.0120 | -0.0893 | 0.0079 |
| 94.00 | -0.936 | 0.0133 | -0.1378 | 0.0102 |
| 95.00 | -0.9855 | 0.0052 | -0.0225 | 0.0030 |