Banco Santander S.A. (SAN)
NYSE: SAN
· Real-Time Price · USD
10.29
0.13 (1.28%)
At close: Oct 03, 2025, 3:59 PM
10.20
-0.87%
After-hours: Oct 03, 2025, 07:31 PM EDT
Banco Santander S.A. Greeks
Delta, Gamma, Theta, and Vega Greek Charts for SAN options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 6.00 | 0.8855 | 0.0547 | -0.0334 | 0.0042 |
| 7.00 | 0.7500 | 0.1097 | -0.0559 | 0.0080 |
| 8.00 | 0.7150 | 0.1896 | -0.0388 | 0.0088 |
| 9.00 | 0.6339 | 0.4194 | -0.0245 | 0.0104 |
| 10.00 | 0.0413 | 1.9250 | -0.0178 | 0.0156 |
| 11.00 | -0.8713 | 0.2607 | -0.005 | 0.0041 |
| 12.00 | -0.8723 | 0.2168 | -0.0091 | 0.0049 |
| 13.00 | -0.7587 | 0.1895 | -0.0287 | 0.0077 |