Bausch Health Companies Inc. (BHC) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Bausch Health Companies I...

NYSE: BHC · Real-Time Price · USD
6.68
0.13 (1.98%)
At close: Oct 03, 2025, 3:59 PM
6.67
-0.20%
After-hours: Oct 03, 2025, 07:31 PM EDT

Bausch Health Companies Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
1.00 0.9992 0.0006 -0.001 0.0000
2.00 0.9844 0.0081 -0.0137 0.0004
2.50 0.9330 0.0308 -0.0517 0.0014
3.00 0.9493 0.0232 -0.0338 0.0010
3.50 0.8501 0.0651 -0.0885 0.0028
4.00 0.9578 0.0356 -0.0166 0.0009
4.50 0.9127 0.0602 -0.0303 0.0015
5.00 0.9370 0.0744 -0.0151 0.0012
5.50 0.9200 0.1162 -0.0141 0.0014
6.00 0.8660 0.2081 -0.0165 0.0021
6.50 0.7550 0.3874 -0.0187 0.0030
7.00 0.0263 1.9539 -0.0357 0.0078
7.50 -0.3376 0.7186 -0.0618 0.0067
8.00 -0.4398 0.4493 -0.0763 0.0061
8.50 -0.5584 0.3589 -0.0691 0.0055
9.00 -0.3701 0.2696 -0.1333 0.0068
9.50 -0.3583 0.2273 -0.1612 0.0069
10.00 -0.2546 0.1851 -0.2214 0.0072
10.50 -0.4159 0.1937 -0.1731 0.0067
11.00 -0.4984 0.1640 -0.1651 0.0057
11.50 -0.5443 0.1505 -0.158 0.0053
12.00 -0.3967 0.1547 -0.223 0.0067
12.50 -0.4469 0.1494 -0.2123 0.0064
13.00 -0.5774 0.1372 -0.1662 0.0054
14.00 -0.5163 0.1332 -0.2077 0.0060
15.00 -0.55 0.1240 -0.206 0.0058