Bank of Montreal (BMO) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Bank of Montreal

NYSE: BMO · Real-Time Price · USD
129.01
-1.27 (-0.97%)
At close: Oct 03, 2025, 3:59 PM
130.12
0.86%
After-hours: Oct 03, 2025, 05:57 PM EDT

Bank of Montreal Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
60.00 0.9796 0.0009 -0.1018 0.0125
65.00 0.9775 0.0011 -0.101 0.0136
70.00 0.9573 0.0017 -0.1779 0.0231
75.00 0.9529 0.0021 -0.1748 0.0250
80.00 0.9741 0.0017 -0.0826 0.0153
85.00 0.9710 0.0021 -0.0813 0.0168
90.00 0.9618 0.0029 -0.0937 0.0211
95.00 0.9917 0.0013 -0.024 0.0058
100.00 0.9868 0.0022 -0.0293 0.0086
105.00 0.9366 0.0066 -0.094 0.0316
110.00 0.9313 0.0088 -0.0815 0.0336
115.00 0.8601 0.0145 -0.1318 0.0565
120.00 0.9520 0.0162 -0.0339 0.0254
125.00 0.8399 0.0491 -0.0541 0.0619
130.00 -0.0353 0.1923 -0.1212 0.2025
135.00 -0.6803 0.0910 -0.0823 0.1203
140.00 -0.7783 0.0442 -0.0994 0.0922
145.00 -0.7927 0.0297 -0.1361 0.0873
150.00 -0.7614 0.0258 -0.2056 0.1004
155.00 -0.7733 0.0212 -0.2345 0.0975
160.00 -0.7906 0.0178 -0.2503 0.0921
165.00 -0.8342 0.0142 -0.217 0.0773
170.00 -0.8545 0.0122 -0.2085 0.0702