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.


Greeks for Vanguard Small-Cap ETF - DNQ ( VB)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
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
Jun 17, 2016 0.80679 0.06038 0.11726 -0.02041 0.10117 0.13057 VB 110.00 Jun 17, 2016 -0.31319 0.04176 -0.04275 -0.03409 0.15665 0.20041
Jun 17, 2016 0.70897 0.06242 0.10299 -0.02713 0.15583 0.15617 VB 111.00 Jun 17, 2016 -0.33611 0.05111 -0.04600 -0.02898 0.15735 0.20275
Jun 17, 2016 0.65525 0.07427 0.09609 -0.02576 0.15734 0.13979 VB 112.00 Jun 17, 2016 -0.39284 0.05169 -0.05436 -0.03230 0.15901 0.21326
Jun 17, 2016 0.56992 0.06790 0.08339 -0.03201 0.16008 0.16759 VB 113.00 Jun 17, 2016 -0.44721 0.04743 -0.06139 -0.03972 0.16058 0.18421
Jun 17, 2016 0.50299 0.08765 0.07481 -0.02624 0.16215 0.13279 VB 114.00 Jun 17, 2016 -0.49693 0.05859 -0.05946 -0.03242 0.16201 0.20271
Jun 17, 2016 0.43555 0.07210 0.06451 -0.02843 0.16415 0.15456 VB 115.00 Jun 17, 2016 -0.54641 0.05420 -0.06704 -0.03249 0.16336 0.21204
Jun 17, 2016 0.34717 0.07596 0.05196 -0.02377 0.16705 0.13800 VB 116.00 Jun 17, 2016 -0.60217 0.05447 -0.07487 -0.02962 0.16481 0.20420
Jun 17, 2016 0.26928 0.07157 0.04060 -0.02132 0.12918 0.13555 VB 117.00 Jun 17, 2016 -0.61369 0.04199 -0.07919 -0.03833 0.16523 0.19735
Jun 17, 2016 0.25987 0.05621 0.03881 -0.02541 0.11306 0.11609 VB 118.00 Jun 17, 2016 -0.70551 0.05016 -0.07864 -0.02726 0.16343 0.20771
Jun 17, 2016 0.13847 0.04923 0.02111 -0.01254 0.11761 0.12599 VB 119.00 Jun 17, 2016 -0.70077 0.04038 -0.08249 -0.03469 0.16455 0.19354
Jun 17, 2016 0.13671 0.04138 0.02069 -0.01450 0.11704 0.14862 VB 120.00 Jun 17, 2016 -0.72105 0.03655 -0.07945 -0.03710 0.16050 0.21263
Jun 17, 2016 0.07996 0.03099 0.01223 -0.00894 0.05149 0.13506 VB 121.00 Jun 17, 2016 -0.76701 0.03571 -0.08089 -0.02964 0.11317 0.19379
Jun 17, 2016 0.10795 0.03013 0.01627 -0.01496 0.11747 0.17827 VB 122.00 Jun 17, 2016 -0.80566 0.03329 -0.08402 -0.02436 0.11298 0.24678
Jun 17, 2016 0.06974 0.02298 0.01059 -0.00942 0.05148 0.14162 VB 123.00 Jun 17, 2016 -0.83149 0.03016 -0.08351 -0.02197 0.11335 0.24977
Jun 17, 2016 0.09141 0.02338 0.01372 -0.01481 0.05066 0.17681 VB 124.00 Jun 17, 2016 -0.78758 0.02658 -0.08671 -0.03506 0.11423 0.21872

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