Vanguard Materials ETF - DNQ Option Greeks

(ETF)
VAW 
$96.76
*  
0.56
0.58%
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*Delayed - data as of Aug. 28, 2015  -  Find a broker to begin trading VAW now


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Call and put options are quoted in a table called a chain sheet. The chain sheet shows the price, volume and open interest for each option strike price and expiration month.


Greeks for Vanguard Materials ETF - DNQ ( VAW)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
Nov 20, 2015 0.28252 0.02525 0.05675 -0.03264 0.18163 0.34190 VAW 100.00 Nov 20, 2015 -0.74993 0.03032 -0.12759 -0.02300 0.12207 0.25744
Nov 20, 2015 0.22042 0.03129 0.04709 -0.01877 0.12338 0.21643 VAW 101.00 Nov 20, 2015 -0.77373 0.02841 -0.13320 -0.02121 0.12270 0.25153
Nov 20, 2015 0.18632 0.02876 0.04000 -0.01614 0.12405 0.20810 VAW 102.00 Nov 20, 2015 -0.77916 0.02609 -0.13615 -0.02227 0.12326 0.25820
Nov 20, 2015 0.16391 0.02607 0.03524 -0.01500 0.12467 0.31154 VAW 103.00 Nov 20, 2015 -0.81347 0.02440 -0.14327 -0.01881 0.12392 0.41189
Nov 20, 2015 0.15485 0.02383 0.03319 -0.01524 0.12525 0.26387 VAW 104.00 Nov 20, 2015 -0.80841 0.02263 -0.14445 -0.02102 0.12445 0.40414
Nov 20, 2015 0.15917 0.02217 0.03389 -0.01695 0.12581 0.36413 VAW 105.00 Nov 20, 2015 -0.83486 0.02096 -0.14869 -0.01860 0.12509 0.29134
Nov 20, 2015 0.11272 0.01932 0.02432 -0.01281 0.12652 0.34091 VAW 106.00 Nov 20, 2015 -0.86652 0.01901 -0.14960 -0.01569 0.12574 0.30380
Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VAW 88.00 Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VAW 89.00 Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VAW 90.00 Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VAW 91.00 Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VAW 92.00 Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VAW 93.00 Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VAW 94.00 Nov 20, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Nov 20, 2015 0.39685 0.03887 0.08206 -0.02506 0.17837 0.20628 VAW 95.00 Nov 20, 2015 -0.58283 0.03412 -0.11512 -0.02913 0.17825 0.25722
Nov 20, 2015 0.33069 0.03221 0.06674 -0.02735 0.17762 0.22078 VAW 96.00 Nov 20, 2015 -0.62411 0.03487 -0.12464 -0.02683 0.17926 0.24542
Nov 20, 2015 0.31339 0.02993 0.06307 -0.02870 0.17850 0.26793 VAW 97.00 Nov 20, 2015 -0.65576 0.03364 -0.13213 -0.02651 0.18022 0.27339
Nov 20, 2015 0.25469 0.04424 0.05523 -0.01652 0.12162 0.17204 VAW 98.00 Nov 20, 2015 -0.68782 0.03259 -0.13749 -0.02603 0.18117 0.26070
Nov 20, 2015 0.22836 0.03097 0.04748 -0.01992 0.12073 0.23572 VAW 99.00 Nov 20, 2015 -0.73207 0.03266 -0.12251 -0.02370 0.13722 0.24791

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See also: Options Chain data entry page.