Embraer S.A. (ERJ)
NYSE: ERJ
· Real-Time Price · USD
57.34
0.56 (0.99%)
At close: Oct 03, 2025, 3:59 PM
58.63
2.25%
After-hours: Oct 03, 2025, 07:29 PM EDT
Embraer S.A. Greeks
Delta, Gamma, Theta, and Vega Greek Charts for ERJ options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 22.50 | 0.9197 | 0.0046 | -0.2308 | 0.0191 |
| 25.00 | 0.9155 | 0.0056 | -0.2102 | 0.0200 |
| 30.00 | 0.9345 | 0.0057 | -0.1262 | 0.0153 |
| 35.00 | 0.8795 | 0.0118 | -0.1749 | 0.0264 |
| 40.00 | 0.9808 | 0.0047 | -0.0209 | 0.0052 |
| 45.00 | 0.8709 | 0.0233 | -0.0935 | 0.0261 |
| 50.00 | 0.7736 | 0.0558 | -0.0961 | 0.0409 |
| 55.00 | 0.3327 | 0.1542 | -0.1278 | 0.0806 |
| 60.00 | -0.6053 | 0.1449 | -0.0727 | 0.0592 |
| 65.00 | -0.9302 | 0.0266 | -0.0176 | 0.0149 |
| 70.00 | -0.968 | 0.0115 | -0.0087 | 0.0080 |
| 75.00 | -0.9737 | 0.0078 | -0.0094 | 0.0068 |
| 80.00 | -0.9233 | 0.0114 | -0.057 | 0.0160 |
| 85.00 | -0.9272 | 0.0096 | -0.0628 | 0.0154 |