Vanguard Small-Cap ETF - DNQ Option Greeks

(ETF)
VB 
$114.13
*  
1.37
1.19%
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*Delayed - data as of Apr. 28, 2016  -  Find a broker to begin trading VB 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 Small-Cap ETF - DNQ ( VB)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
May 20, 2016 0.92230 0.01686 0.05604 -0.04140 0.03129 0.35808 VB 103.00 May 20, 2016 -0.05904 0.01504 -0.00399 -0.02379 0.02871 0.28612
May 20, 2016 0.90910 0.01949 0.05571 -0.04387 0.06774 0.34584 VB 104.00 May 20, 2016 -0.06333 0.01717 -0.00428 -0.02358 0.02882 0.26676
May 20, 2016 0.89093 0.02277 0.05502 -0.04643 0.06809 0.33222 VB 105.00 May 20, 2016 -0.06959 0.01994 -0.00470 -0.02401 0.02894 0.24997
May 20, 2016 0.85256 0.02703 0.05286 -0.05667 0.06862 0.27538 VB 106.00 May 20, 2016 -0.06665 0.02205 -0.00447 -0.02001 0.02895 0.24838
May 20, 2016 0.83926 0.03109 0.05255 -0.05572 0.06892 0.31753 VB 107.00 May 20, 2016 -0.08070 0.02713 -0.00519 -0.02300 0.05837 0.17896
May 20, 2016 0.86006 0.03590 0.05472 -0.04156 0.06883 0.25622 VB 108.00 May 20, 2016 -0.12276 0.03532 -0.00770 -0.02977 0.06862 0.17882
May 20, 2016 0.83941 0.04340 0.05391 -0.04157 0.06914 0.23422 VB 109.00 May 20, 2016 -0.08772 0.03880 -0.00520 -0.01785 0.06805 0.17786
May 20, 2016 0.83652 0.05375 0.05438 -0.03547 0.06915 0.19155 VB 110.00 May 20, 2016 -0.19714 0.05305 -0.01288 -0.03836 0.06965 0.16403
May 20, 2016 0.68096 0.04577 0.04352 -0.07870 0.10626 0.25491 VB 111.00 May 20, 2016 -0.23845 0.06428 -0.01382 -0.04241 0.10087 0.15562
May 20, 2016 0.69080 0.06995 0.04525 -0.05225 0.10628 0.21221 VB 112.00 May 20, 2016 -0.30385 0.07309 -0.01809 -0.04320 0.10620 0.14651
May 20, 2016 0.61648 0.07605 0.04057 -0.05542 0.10730 0.21123 VB 113.00 May 20, 2016 -0.37510 0.08426 -0.02308 -0.04315 0.10717 0.13519
May 20, 2016 0.54132 0.08168 0.03581 -0.05899 0.10833 0.15408 VB 114.00 May 20, 2016 -0.44789 0.12883 -0.02661 -0.03197 0.10813 0.13481
May 20, 2016 0.44252 0.11655 0.02979 -0.03916 0.10978 0.14325 VB 115.00 May 20, 2016 -0.55031 0.09833 -0.02979 -0.04047 0.10959 0.12052
May 20, 2016 0.38712 0.07801 0.02580 -0.05233 0.11044 0.14851 VB 116.00 May 20, 2016 -0.66998 0.10607 -0.03617 -0.03044 0.11050 0.09958
May 20, 2016 0.26431 0.08595 0.01786 -0.03795 0.09183 0.16690 VB 117.00 May 20, 2016 -0.79588 0.09815 -0.03449 -0.01948 0.07453 0.08348
May 20, 2016 0.21640 0.06906 0.01461 -0.03501 0.07549 0.12569 VB 118.00 May 20, 2016 -0.83693 0.07333 -0.03395 -0.01903 0.07489 0.07129
May 20, 2016 0.17599 0.05575 0.01187 -0.03237 0.07601 0.13717 VB 119.00 May 20, 2016 -0.91302 0.05429 -0.02677 -0.01185 0.06380 0.08281
May 20, 2016 0.08724 0.04039 0.00595 -0.01775 0.03325 0.16776 VB 120.00 May 20, 2016 -1.00000 0.00000 0.00000 0.00000 0.00000 0.13250

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See also: Options Chain data entry page.