Vanguard Small-Cap Growth ETF - DNQ Option Greeks

(ETF)
VBK 
$122.22
*  
3.26
2.6%
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*Delayed - data as of Sep. 1, 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
Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 115.00 Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 116.00 Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 117.00 Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 118.00 Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 119.00 Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 VBK 120.00 Mar 18, 2016 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
Mar 18, 2016 0.45931 0.04555 0.30326 -0.01011 0.35268 0.23784 VBK 121.00 Mar 18, 2016 -0.64428 0.01332 -0.40161 -0.02944 0.32813 0.25605
Mar 18, 2016 0.42564 0.04106 0.27995 -0.01064 0.35422 0.23807 VBK 122.00 Mar 18, 2016 -0.65338 0.01308 -0.40735 -0.02969 0.32943 0.26404
Mar 18, 2016 0.39933 0.03678 0.26124 -0.01139 0.35569 0.22970 VBK 123.00 Mar 18, 2016 -0.68984 0.01387 -0.40005 -0.02672 0.33145 0.25572
Mar 18, 2016 0.36482 0.03557 0.23950 -0.01116 0.35727 0.28062 VBK 124.00 Mar 18, 2016 -0.71174 0.01402 -0.36321 -0.02511 0.22209 0.25048
Mar 18, 2016 0.34472 0.03070 0.22347 -0.01252 0.35806 0.21757 VBK 125.00 Mar 18, 2016 -0.69072 0.01280 -0.40127 -0.02912 0.33335 0.24186
Mar 18, 2016 0.32689 0.02857 0.21134 -0.01309 0.35946 0.21147 VBK 126.00 Mar 18, 2016 -0.68645 0.01219 -0.40968 -0.03082 0.33444 0.23543
Mar 18, 2016 0.30862 0.02809 0.20079 -0.01293 0.36149 0.28147 VBK 127.00 Mar 18, 2016 -0.70420 0.01228 -0.37517 -0.02943 0.22414 0.22764
Mar 18, 2016 0.29008 0.02660 0.18872 -0.01326 0.36291 0.20544 VBK 128.00 Mar 18, 2016 -0.71730 0.01219 -0.38376 -0.02781 0.22510 0.22282
Mar 18, 2016 0.27305 0.02359 0.17526 -0.01447 0.33558 0.17708 VBK 129.00 Mar 18, 2016 -0.70751 0.01156 -0.38547 -0.03060 0.22562 0.21675
Mar 18, 2016 0.26793 0.02313 0.17293 -0.01434 0.27489 0.24140 VBK 130.00 Mar 18, 2016 -0.72262 0.01153 -0.39454 -0.02851 0.22663 0.21217
Mar 18, 2016 0.26286 0.02106 0.16782 -0.01526 0.24406 0.17071 VBK 131.00 Mar 18, 2016 -0.71391 0.01101 -0.39645 -0.03102 0.22715 0.20580
Mar 18, 2016 0.26206 0.01797 0.16232 -0.01766 0.24319 0.17158 VBK 132.00 Mar 18, 2016 -0.71352 0.01070 -0.40085 -0.03192 0.22784 0.21288
Mar 18, 2016 0.24597 0.01744 0.15281 -0.01660 0.24416 0.16728 VBK 133.00 Mar 18, 2016 -0.71690 0.01047 -0.40629 -0.03204 0.22860 0.20499
Mar 18, 2016 0.22799 0.01688 0.14221 -0.01539 0.24515 0.21012 VBK 134.00 Mar 18, 2016 -0.71836 0.01022 -0.41114 -0.03252 0.22932 0.20155

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See also: Options Chain data entry page.