Old Second Bancorp Inc. (OSBC) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Old Second Bancorp Inc.

NASDAQ: OSBC · Real-Time Price · USD
17.26
0.16 (0.94%)
At close: Oct 03, 2025, 3:59 PM
17.26
0.00%
After-hours: Oct 03, 2025, 04:10 PM EDT

Old Second Bancorp Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
2.50 0.9943 0.0009 -0.0108 0.0006
5.00 0.9657 0.0042 -0.0493 0.0027
7.50 0.9486 0.0082 -0.0493 0.0038
10.00 0.9275 0.0147 -0.0469 0.0050
12.50 0.8974 0.0272 -0.043 0.0065
15.00 0.8411 0.0564 -0.0384 0.0087
17.50 0.6877 0.1598 -0.0291 0.0128
20.00 -0.2794 0.2210 -0.0967 0.0265
22.50 -0.479 0.1324 -0.1131 0.0229
25.00 -0.5278 0.0935 -0.1418 0.0215
30.00 -0.5545 0.0620 -0.1937 0.0204
35.00 -0.6764 0.0500 -0.1643 0.0173