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AZN: Astrazeneca Plc - Options Greek Montage |
Enter Ticker:
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| Closing Date |
Closing Price |
One Day Return |
Ten Day Return |
One Month Historical |
Two Month Historical |
Three Month Historical |
| 11/19/2009 | $45.19 | -0.60% | 0.60% | 78.57% | 73.85% | 61.86% |
| Option Symbol (Call) |
Price (Call) |
Rho (Call) |
Vega (Call) |
Theta (Call) |
Gamma (Call) |
Delta (Call) |
Implied Volatility (Call) |
Strike |
Implied Volatility (Put) |
Delta (Put) |
Gamma (Put) |
Theta (Put) |
Vega (Put) |
Rho (Put) |
Price (Put) |
Option Symbol (Put) |
| AZN LE | $20.22 | 0.02 | 0.00 | 0.01 | 0.00 | 1.00 | 120% | 25 | 87% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | AZN XE |
| AZN LF | $15.22 | 0.03 | 0.00 | 0.01 | 0.00 | 1.00 | 88% | 30 | 62% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | AZN XF |
| AZN LG | $10.22 | 0.03 | 0.00 | 0.01 | 0.00 | 1.00 | 59% | 35 | 41% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | AZN XG |
| AZN LH | $5.30 | 0.03 | 0.00 | 0.00 | 0.02 | 0.98 | 37% | 40 | 28% | -0.02 | 0.02 | -0.00 | 0.00 | -0.00 | $0.10 | AZN XH |
| AZN LI | $1.30 | 0.02 | 0.05 | -0.01 | 0.16 | 0.51 | 25% | 45 | 20% | -0.49 | 0.16 | -0.02 | 0.05 | -0.02 | $1.05 | AZN XI |
| AZN LJ | $0.10 | 0.00 | 0.01 | -0.00 | 0.03 | 0.03 | 25% | 50 | N/A | -0.96 | 0.03 | -0.01 | 0.01 | -0.04 | $4.90 | AZN XJ |
| AZN LK | $0.03 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 32% | 55 | N/A | -1.00 | 0.00 | -0.01 | 0.00 | -0.05 | $9.90 | AZN XK |
| AZN LL | $0.03 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 44% | 60 | N/A | -1.00 | 0.00 | -0.01 | 0.00 | -0.05 | $14.84 | AZN XL |
| AZN LM | $0.03 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 54% | 65 | N/A | -1.00 | 0.00 | -0.01 | 0.00 | -0.05 | $19.83 | AZN XM |
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