Vanguard Small-Cap ETF - DNQ Option Greeks

(ETF)
VB 
$121.12
*  
0.46
0.38%
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*Delayed - data as of Jul. 31, 2015  -  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
Sep 18, 2015 0.94031 0.01361 0.13701 -0.01393 0.04644 0.23646 VB 110.00 Sep 18, 2015 -0.11555 0.02011 -0.01735 -0.02173 0.10852 0.27681
Sep 18, 2015 0.91963 0.01682 0.13485 -0.01858 0.08792 0.16364 VB 111.00 Sep 18, 2015 -0.13764 0.02304 -0.02108 -0.02389 0.10908 0.21838
Sep 18, 2015 0.93432 0.01714 0.13876 -0.01323 0.04679 0.14290 VB 112.00 Sep 18, 2015 -0.15783 0.02617 -0.02445 -0.02540 0.10963 0.20919
Sep 18, 2015 0.90172 0.02180 0.13458 -0.01848 0.11007 0.15091 VB 113.00 Sep 18, 2015 -0.16940 0.02981 -0.02630 -0.02464 0.11010 0.19561
Sep 18, 2015 0.86039 0.02633 0.12886 -0.02340 0.11079 0.24760 VB 114.00 Sep 18, 2015 -0.15054 0.02657 -0.02329 -0.02360 0.11089 0.17010
Sep 18, 2015 0.82662 0.03028 0.12443 -0.02726 0.11145 0.23197 VB 115.00 Sep 18, 2015 -0.16220 0.03042 -0.02516 -0.02287 0.11135 0.16751
Sep 18, 2015 0.83181 0.03523 0.12690 -0.02271 0.11173 0.13165 VB 116.00 Sep 18, 2015 -0.18326 0.03509 -0.02864 -0.02362 0.11189 0.14527
Sep 18, 2015 0.81015 0.04141 0.12470 -0.02300 0.11226 0.12495 VB 117.00 Sep 18, 2015 -0.20514 0.04074 -0.03223 -0.02402 0.11242 0.13786
Sep 18, 2015 0.76882 0.04737 0.11907 -0.02677 0.11611 0.12591 VB 118.00 Sep 18, 2015 -0.23017 0.04766 -0.03557 -0.02444 0.11463 0.14597
Sep 18, 2015 0.70595 0.04903 0.10948 -0.03075 0.17066 0.13248 VB 119.00 Sep 18, 2015 -0.27278 0.05399 -0.03808 -0.02498 0.17043 0.18911
Sep 18, 2015 0.65379 0.05244 0.10184 -0.03199 0.17165 0.13027 VB 120.00 Sep 18, 2015 -0.33349 0.05745 -0.04844 -0.02669 0.17152 0.13598
Sep 18, 2015 0.60416 0.05849 0.09482 -0.03164 0.17262 0.12873 VB 121.00 Sep 18, 2015 -0.39308 0.06130 -0.05856 -0.02815 0.17259 0.15626
Sep 18, 2015 0.54890 0.06701 0.08697 -0.03063 0.17365 0.11799 VB 122.00 Sep 18, 2015 -0.45069 0.07119 -0.06606 -0.02693 0.17365 0.11275
Sep 18, 2015 0.48285 0.07546 0.07728 -0.02755 0.17481 0.12216 VB 123.00 Sep 18, 2015 -0.51802 0.07235 -0.06746 -0.02692 0.17482 0.11342
Sep 18, 2015 0.40362 0.07769 0.06508 -0.02370 0.17615 0.11756 VB 124.00 Sep 18, 2015 -0.60255 0.08018 -0.08021 -0.02102 0.17624 0.13530
Sep 18, 2015 0.32959 0.07242 0.05336 -0.02245 0.17741 0.10178 VB 125.00 Sep 18, 2015 -0.66181 0.06920 -0.08822 -0.02208 0.17711 0.10707
Sep 18, 2015 0.14016 0.04777 0.02291 -0.01226 0.11979 0.16074 VB 126.00 Sep 18, 2015 -0.70777 0.06014 -0.09062 -0.02363 0.17726 0.11942
Sep 18, 2015 0.12978 0.04414 0.02445 -0.01043 0.12787 0.15149 VB 127.00 Sep 18, 2015 -0.74358 0.05245 -0.08412 -0.02452 0.13481 0.11954
Sep 18, 2015 0.14662 0.04364 0.02951 -0.01151 0.13253 0.16134 VB 128.00 Sep 18, 2015 -0.77909 0.04642 -0.08988 -0.02205 0.12001 0.11213
Sep 18, 2015 0.10378 0.03488 0.02100 -0.00947 0.13319 0.11025 VB 129.00 Sep 18, 2015 -0.73036 0.03571 -0.08844 -0.03898 0.17417 0.12432

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