Vanguard Small-Cap ETF - DNQ Option Greeks

(ETF)
VB 
$120.43
*  
1.04
0.87%
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*Delayed - data as of Jul. 29, 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
Mar 18, 2016 0.83283 0.02302 0.57523 -0.00797 0.23298 0.11556 VB 111.00 Mar 18, 2016 -0.25644 0.01882 -0.17686 -0.01401 0.35445 0.18735
Mar 18, 2016 0.80726 0.02534 0.56128 -0.00878 0.23479 0.11681 VB 112.00 Mar 18, 2016 -0.27750 0.01944 -0.19488 -0.01430 0.35639 0.18848
Mar 18, 2016 0.79101 0.02812 0.55549 -0.00893 0.23610 0.11210 VB 113.00 Mar 18, 2016 -0.30008 0.01991 -0.21445 -0.01475 0.35837 0.18685
Mar 18, 2016 0.76755 0.03073 0.54351 -0.00947 0.35664 0.11151 VB 114.00 Mar 18, 2016 -0.32161 0.02050 -0.23279 -0.01507 0.36032 0.18607
Mar 18, 2016 0.72886 0.03188 0.51776 -0.00994 0.35936 0.10937 VB 115.00 Mar 18, 2016 -0.34307 0.02114 -0.25009 -0.01535 0.36227 0.18812
Mar 18, 2016 0.69665 0.03394 0.49815 -0.01004 0.36173 0.11001 VB 116.00 Mar 18, 2016 -0.36539 0.02162 -0.26841 -0.01579 0.36424 0.18717
Mar 18, 2016 0.65853 0.03509 0.47287 -0.01050 0.36443 0.11117 VB 117.00 Mar 18, 2016 -0.38818 0.02185 -0.28756 -0.01644 0.36621 0.18926
Mar 18, 2016 0.62141 0.03624 0.44841 -0.01094 0.36706 0.11230 VB 118.00 Mar 18, 2016 -0.40992 0.02233 -0.30156 -0.01686 0.36817 0.18971
Mar 18, 2016 0.58441 0.03697 0.42364 -0.01150 0.36969 0.11312 VB 119.00 Mar 18, 2016 -0.43178 0.02249 -0.31540 -0.01758 0.37011 0.19069
Mar 18, 2016 0.54841 0.03628 0.39821 -0.01248 0.37225 0.12945 VB 120.00 Mar 18, 2016 -0.45313 0.02251 -0.31250 -0.01843 0.37203 0.19726
Mar 18, 2016 0.51438 0.03782 0.37667 -0.01215 0.37473 0.11588 VB 121.00 Mar 18, 2016 -0.47550 0.02334 -0.30616 -0.01790 0.37405 0.19243
Mar 18, 2016 0.47810 0.03828 0.35232 -0.01144 0.37732 0.11287 VB 122.00 Mar 18, 2016 -0.49759 0.02364 -0.32415 -0.01715 0.37601 0.18679
Mar 18, 2016 0.43976 0.03845 0.32614 -0.01081 0.38002 0.12673 VB 123.00 Mar 18, 2016 -0.52049 0.02384 -0.34299 -0.01648 0.37799 0.18282
Mar 18, 2016 0.39958 0.03841 0.29840 -0.01022 0.38282 0.10383 VB 124.00 Mar 18, 2016 -0.54416 0.02397 -0.36253 -0.01586 0.38000 0.17758
Mar 18, 2016 0.35021 0.03960 0.26492 -0.00923 0.38618 0.10162 VB 125.00 Mar 18, 2016 -0.56889 0.02410 -0.38084 -0.01521 0.38204 0.17581
Mar 18, 2016 0.31085 0.03833 0.23671 -0.00895 0.38894 0.09815 VB 126.00 Mar 18, 2016 -0.59440 0.02418 -0.39698 -0.01460 0.38412 0.17188
Mar 18, 2016 0.26855 0.03739 0.20662 -0.00826 0.32121 0.09774 VB 127.00 Mar 18, 2016 -0.62208 0.02439 -0.41492 -0.01390 0.38569 0.16768
Mar 18, 2016 0.24400 0.03438 0.18785 -0.00779 0.26317 0.09614 VB 128.00 Mar 18, 2016 -0.64254 0.02369 -0.42533 -0.01392 0.38753 0.17066
Mar 18, 2016 0.21858 0.03157 0.16858 -0.00723 0.26496 0.09827 VB 129.00 Mar 18, 2016 -0.66224 0.02302 -0.42854 -0.01395 0.38933 0.17448
Mar 18, 2016 0.19959 0.02876 0.15384 -0.00698 0.26636 0.10155 VB 130.00 Mar 18, 2016 -0.68917 0.02298 -0.42856 -0.01344 0.38898 0.17172
Mar 18, 2016 0.18059 0.02623 0.13922 -0.00667 0.26777 0.10561 VB 131.00 Mar 18, 2016 -0.70314 0.02196 -0.42457 -0.01380 0.38723 0.17751
Mar 18, 2016 0.17554 0.02188 0.13200 -0.00763 0.26645 0.12836 VB 132.00 Mar 18, 2016 -0.71720 0.02103 -0.40701 -0.01405 0.37858 0.18130

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