Shell (SHEL) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Shell

NYSE: SHEL · Real-Time Price · USD
73.22
1.45 (2.02%)
At close: Oct 03, 2025, 3:59 PM
72.67
-0.74%
After-hours: Oct 03, 2025, 08:00 PM EDT

Shell Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
40.00 0.8705 0.0075 -0.6081 0.0247
45.00 0.8456 0.0103 -0.5815 0.0283
50.00 0.8664 0.0103 -0.4089 0.0231
55.00 0.8383 0.0152 -0.3724 0.0266
60.00 0.7220 0.0329 -0.4331 0.0430
61.00 0.7191 0.0359 -0.4031 0.0429
62.00 0.6884 0.0409 -0.4088 0.0465
63.00 0.6899 0.0459 -0.3623 0.0460
64.00 0.6632 0.0521 -0.359 0.0486
65.00 0.7161 0.0502 -0.2791 0.0400
66.00 0.6928 0.0598 -0.2657 0.0422
67.00 0.5121 0.0821 -0.3553 0.0618
68.00 0.4797 0.1000 -0.3237 0.0636
69.00 0.5470 0.1336 -0.2313 0.0554
70.00 0.4327 0.2011 -0.2115 0.0645
71.00 0.2961 0.3843 -0.1748 0.0718
72.00 -0.5192 0.0900 -0.1219 0.0395
73.00 -0.6326 0.1025 -0.0938 0.0374
74.00 -0.7574 0.0974 -0.0657 0.0310
75.00 -0.8538 0.0752 -0.0431 0.0227
76.00 -0.9228 0.0495 -0.0228 0.0144
77.00 -0.9213 0.0409 -0.0301 0.0146
78.00 -0.92 0.0350 -0.0374 0.0147
79.00 -0.9543 0.0235 -0.02 0.0095
80.00 -0.9321 0.0254 -0.0405 0.0130
81.00 -0.9112 0.0255 -0.0646 0.0159
82.00 -0.9474 0.0184 -0.0364 0.0106
83.00 -0.9258 0.0199 -0.0625 0.0139
84.00 -0.8262 0.0229 -0.1977 0.0255
85.00 -0.9324 0.0165 -0.0653 0.0130
86.00 -0.9351 0.0152 -0.0665 0.0126
90.00 -0.8477 0.0163 -0.2353 0.0234