Warby Parker Inc. (WRBY)
NYSE: WRBY
· Real-Time Price · USD
26.22
-0.22 (-0.83%)
At close: Oct 03, 2025, 3:59 PM
27.00
2.97%
After-hours: Oct 03, 2025, 07:48 PM EDT
Warby Parker Greeks
Delta, Gamma, Theta, and Vega Greek Charts for WRBY options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 15.00 | 0.9261 | 0.0149 | -0.1172 | 0.0056 |
| 16.00 | 0.9189 | 0.0177 | -0.1145 | 0.0060 |
| 17.00 | 0.8471 | 0.0304 | -0.1946 | 0.0106 |
| 18.00 | 0.8308 | 0.0366 | -0.1888 | 0.0114 |
| 19.00 | 0.8117 | 0.0446 | -0.1823 | 0.0124 |
| 20.00 | 0.7890 | 0.0548 | -0.1749 | 0.0134 |
| 21.00 | 0.8177 | 0.0633 | -0.122 | 0.0118 |
| 22.00 | 0.8104 | 0.0780 | -0.1039 | 0.0119 |
| 22.50 | 0.7049 | 0.1016 | -0.1511 | 0.0170 |
| 23.00 | 0.6700 | 0.1173 | -0.1514 | 0.0182 |
| 23.50 | 0.8249 | 0.0693 | -0.0705 | 0.0095 |
| 24.00 | 0.6344 | 0.1679 | -0.1211 | 0.0194 |
| 25.00 | 0.6235 | 0.2761 | -0.0786 | 0.0194 |
| 26.00 | 0.2796 | 0.4521 | -0.0945 | 0.0274 |
| 26.50 | 0.0406 | 0.4805 | -0.0999 | 0.0292 |
| 27.00 | -0.2522 | 0.5639 | -0.0722 | 0.0278 |
| 27.50 | -0.3977 | 0.4031 | -0.0856 | 0.0255 |
| 28.00 | -0.4271 | 0.2893 | -0.1131 | 0.0249 |
| 29.00 | -0.6792 | 0.2061 | -0.0796 | 0.0175 |
| 30.00 | -0.5126 | 0.1477 | -0.1888 | 0.0229 |
| 31.00 | -0.5033 | 0.1182 | -0.2414 | 0.0230 |
| 32.00 | -0.5418 | 0.1019 | -0.2556 | 0.0220 |
| 33.00 | -0.6048 | 0.0905 | -0.2402 | 0.0201 |
| 34.00 | -0.6553 | 0.0816 | -0.2248 | 0.0186 |
| 35.00 | -0.6646 | 0.0734 | -0.2405 | 0.0183 |
| 36.00 | -0.579 | 0.0683 | -0.3452 | 0.0211 |
| 37.00 | -0.5933 | 0.0635 | -0.3558 | 0.0207 |
| 38.00 | -0.5851 | 0.0597 | -0.3886 | 0.0210 |
| 40.00 | -0.6271 | 0.0529 | -0.3837 | 0.0196 |