Vanguard Small-Cap ETF - DNQ Option Greeks

(ETF)
VB 
$113.44
*  
0.77
0.67%
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*Delayed - data as of Apr. 29, 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.


May 16 | Jun 16 | Sep 16 | Dec 16 | Near Term | All

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 2016
May 20, 2016 0.98550 0.00678 0.05776 -0.01138 0.00687 0.29784 VB 103.00 May 20, 2016 -0.06150 0.01634 -0.00394 -0.02467 0.02804 0.28086
May 20, 2016 0.98353 0.00817 0.05821 -0.01176 0.01885 0.25392 VB 104.00 May 20, 2016 -0.05921 0.01781 -0.00377 -0.02111 0.02809 0.28037
May 20, 2016 0.97277 0.01256 0.05807 -0.01417 0.02777 0.27751 VB 105.00 May 20, 2016 -0.07639 0.02232 -0.00491 -0.02662 0.02849 0.21872
May 20, 2016 0.98326 0.01051 0.05934 -0.01073 0.02277 0.20174 VB 106.00 May 20, 2016 -0.10347 0.02776 -0.00605 -0.03220 0.06652 0.21553
May 20, 2016 0.93190 0.02799 0.05654 -0.02330 0.02827 0.20509 VB 107.00 May 20, 2016 -0.10982 0.03261 -0.00645 -0.02944 0.06669 0.21809
May 20, 2016 0.93455 0.03250 0.05731 -0.01991 0.02820 0.19894 VB 108.00 May 20, 2016 -0.11171 0.03876 -0.00654 -0.02522 0.06676 0.21204
May 20, 2016 0.96396 0.02834 0.05982 -0.01185 0.02752 0.16347 VB 109.00 May 20, 2016 -0.17914 0.04979 -0.01103 -0.03729 0.06759 0.16808
May 20, 2016 0.84243 0.06350 0.05241 -0.03034 0.06723 0.16258 VB 110.00 May 20, 2016 -0.22198 0.06025 -0.01368 -0.04244 0.06828 0.22123
May 20, 2016 0.70846 0.06587 0.04389 -0.05529 0.10316 0.22757 VB 111.00 May 20, 2016 -0.31514 0.05988 -0.01806 -0.05727 0.10342 0.19456
May 20, 2016 0.66932 0.08785 0.04201 -0.04579 0.10363 0.17812 VB 112.00 May 20, 2016 -0.37433 0.06654 -0.02203 -0.05804 0.10418 0.19090
May 20, 2016 0.56676 0.07984 0.03549 -0.05989 0.10493 0.15907 VB 113.00 May 20, 2016 -0.42161 0.10195 -0.02453 -0.04084 0.10476 0.16962
May 20, 2016 0.48647 0.09821 0.03082 -0.05102 0.10593 0.12706 VB 114.00 May 20, 2016 -0.51674 0.09514 -0.02653 -0.04696 0.10595 0.16052
May 20, 2016 0.40516 0.08530 0.02566 -0.05150 0.10694 0.14038 VB 115.00 May 20, 2016 -0.61427 0.09647 -0.03233 -0.03918 0.10702 0.17373
May 20, 2016 0.31803 0.08105 0.02023 -0.04688 0.10803 0.13734 VB 116.00 May 20, 2016 -0.64943 0.06915 -0.03512 -0.05239 0.10744 0.17435
May 20, 2016 0.17270 0.07782 0.01116 -0.02390 0.07388 0.14018 VB 117.00 May 20, 2016 -0.84597 0.08072 -0.03135 -0.01674 0.07268 0.13690
May 20, 2016 0.13540 0.05850 0.00874 -0.02306 0.07422 0.15952 VB 118.00 May 20, 2016 -0.79377 0.05994 -0.03538 -0.03538 0.07282 0.15600
May 20, 2016 0.12565 0.04705 0.00807 -0.02600 0.07422 0.18954 VB 119.00 May 20, 2016 -0.82332 0.05002 -0.03622 -0.03422 0.07319 0.17145
May 20, 2016 0.08845 0.03644 0.00570 -0.02103 0.03207 0.19411 VB 120.00 May 20, 2016 -0.92898 0.03723 -0.02677 -0.01291 0.03060 0.13250
June 2016
Jun 17, 2016 0.99173 0.00442 0.13613 -0.00716 0.00971 0.19225 VB 103.00 Jun 17, 2016 -0.12372 0.02010 -0.01767 -0.02347 0.09943 0.21810
Jun 17, 2016 0.97547 0.01036 0.13499 -0.00947 0.04033 0.21401 VB 104.00 Jun 17, 2016 -0.11480 0.02200 -0.01612 -0.01936 0.09939 0.24787
Jun 17, 2016 0.98804 0.00727 0.13825 -0.00755 0.01095 0.16706 VB 105.00 Jun 17, 2016 -0.17499 0.02561 -0.02585 -0.02994 0.10098 0.21872
Jun 17, 2016 0.97682 0.01268 0.13791 -0.00869 0.03975 0.16719 VB 106.00 Jun 17, 2016 -0.14644 0.02920 -0.02099 -0.02014 0.10039 0.22043
Jun 17, 2016 0.92686 0.02821 0.13163 -0.01432 0.06978 0.17439 VB 107.00 Jun 17, 2016 -0.19507 0.03317 -0.02875 -0.02699 0.10178 0.23944
Jun 17, 2016 0.92633 0.03330 0.13297 -0.01319 0.07985 0.13437 VB 108.00 Jun 17, 2016 -0.21244 0.03818 -0.03097 -0.02664 0.10256 0.22223
Jun 17, 2016 0.80524 0.04745 0.11534 -0.02468 0.10166 0.13005 VB 109.00 Jun 17, 2016 -0.28125 0.03766 -0.03774 -0.03530 0.15566 0.19421

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