Vanguard Small-Cap Growth ETF - DNQ Option Greeks

(ETF)
VBK 
$123.22
*  
1.20
0.96%
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*Delayed - data as of Sep. 4, 2015  -  Find a broker to begin trading VBK 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 Growth ETF - DNQ ( VBK)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 115.00 Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 116.00 Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 117.00 Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 118.00 Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 119.00 Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 120.00 Dec 18, 2015 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Dec 18, 2015 0.45743 0.04608 0.16754 -0.01769 0.26415 0.23089 VBK 121.00 Dec 18, 2015 -0.62050 0.01229 -0.22627 -0.05868 0.24515 0.21896
Dec 18, 2015 0.40767 0.04166 0.14868 -0.01811 0.26491 0.22894 VBK 122.00 Dec 18, 2015 -0.63559 0.01236 -0.23139 -0.05742 0.24628 0.22567
Dec 18, 2015 0.37810 0.03811 0.13757 -0.01889 0.26600 0.22157 VBK 123.00 Dec 18, 2015 -0.63851 0.01195 -0.23492 -0.05925 0.24710 0.22101
Dec 18, 2015 0.35385 0.03738 0.12947 -0.01853 0.26753 0.20978 VBK 124.00 Dec 18, 2015 -0.68239 0.01302 -0.23850 -0.05157 0.24886 0.25401
Dec 18, 2015 0.34135 0.02773 0.12091 -0.02450 0.26705 0.20212 VBK 125.00 Dec 18, 2015 -0.68555 0.01261 -0.23761 -0.05314 0.24972 0.24535
Dec 18, 2015 0.31210 0.02851 0.11188 -0.02275 0.26866 0.19624 VBK 126.00 Dec 18, 2015 -0.67745 0.01190 -0.24372 -0.05709 0.25033 0.23493
Dec 18, 2015 0.29671 0.02752 0.10670 -0.02300 0.27004 0.19338 VBK 127.00 Dec 18, 2015 -0.72414 0.01277 -0.21645 -0.04603 0.16807 0.22761
Dec 18, 2015 0.26037 0.02396 0.09223 -0.02365 0.17961 0.21562 VBK 128.00 Dec 18, 2015 -0.73544 0.01256 -0.22195 -0.04413 0.16875 0.21967
Dec 18, 2015 0.27357 0.02141 0.09555 -0.02832 0.22346 0.22304 VBK 129.00 Dec 18, 2015 -0.73455 0.01212 -0.22413 -0.04582 0.16929 0.20919
Dec 18, 2015 0.25591 0.02249 0.09122 -0.02452 0.18183 0.19712 VBK 130.00 Dec 18, 2015 -0.73910 0.01181 -0.22778 -0.04584 0.16989 0.20798
Dec 18, 2015 0.24174 0.01979 0.08469 -0.02553 0.18157 0.18380 VBK 131.00 Dec 18, 2015 -0.73807 0.01143 -0.22991 -0.04750 0.17042 0.21504
Dec 18, 2015 0.21994 0.01904 0.07738 -0.02319 0.18231 0.21336 VBK 132.00 Dec 18, 2015 -0.73602 0.01107 -0.23176 -0.04948 0.17093 0.20441
Dec 18, 2015 0.21305 0.01803 0.07478 -0.02339 0.18296 0.09152 VBK 133.00 Dec 18, 2015 -0.72987 0.01067 -0.23253 -0.05280 0.17137 0.21656
Dec 18, 2015 0.20031 0.01715 0.07034 -0.02257 0.18365 0.13033 VBK 134.00 Dec 18, 2015 -0.73161 0.01041 -0.23538 -0.05354 0.17192 0.20850
Dec 18, 2015 0.18153 0.01628 0.06395 -0.02081 0.18438 0.12845 VBK 135.00 Dec 18, 2015 -0.75489 0.01040 -0.24398 -0.04744 0.17279 0.22066

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