Vanguard Growth ETF Option Greeks

(ETF)
VUG 
$104.19
*  
1.64
1.6%
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*Delayed - data as of Dec. 18, 2014 10:08 ET  -  Find a broker to begin trading VUG 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 Growth ETF ( VUG)

Calls Delta Gamma Rho Theta Vega IV Root Strike Puts Delta Gamma Rho Theta Vega IV
December 2014
Dec 20, 2014 0.70 0.07 0.00 -0.43 0.03 0.66 VUG 100.00 Dec 20, 2014 -0.12 0.09 0.00 -0.11 0.01 0.28
Dec 20, 2014 0.85 0.16 0.00 -0.08 0.02 0.19 VUG 101.00 Dec 20, 2014 -0.01 0.05 0.00 -0.01 0.00 0.09
Dec 20, 2014 0.56 0.10 0.00 -0.38 0.03 0.51 VUG 102.00 Dec 20, 2014 -0.23 0.42 0.00 -0.06 0.03 0.09
Dec 20, 2014 0.45 0.12 0.00 -0.32 0.03 0.43 VUG 103.00 Dec 20, 2014 -0.84 0.53 -0.01 -0.03 0.02 0.06
Dec 20, 2014 0.25 0.15 0.00 -0.16 0.03 0.27 VUG 104.00 Dec 20, 2014 -1.00 0.00 -0.01 -0.01 0.00 0.01
Dec 20, 2014 0.34 0.07 0.00 -0.47 0.03 0.69 VUG 105.00 Dec 20, 2014 -1.00 0.00 -0.01 -0.01 0.00 0.01
Dec 20, 2014 0.22 0.07 0.00 -0.31 0.02 0.55 VUG 106.00 Dec 20, 2014 N/A N/A N/A N/A N/A N/A
Dec 20, 2014 N/A N/A N/A N/A N/A N/A VUG 107.00 Dec 20, 2014 N/A N/A N/A N/A N/A N/A
Dec 20, 2014 N/A N/A N/A N/A N/A N/A VUG 108.00 Dec 20, 2014 N/A N/A N/A N/A N/A N/A
Dec 20, 2014 N/A N/A N/A N/A N/A N/A VUG 109.00 Dec 20, 2014 N/A N/A N/A N/A N/A N/A
Dec 20, 2014 N/A N/A N/A N/A N/A N/A VUG 110.00 Dec 20, 2014 N/A N/A N/A N/A N/A N/A
Dec 20, 2014 N/A N/A N/A N/A N/A N/A VUG 94.00 Dec 20, 2014 N/A N/A N/A N/A N/A N/A
Dec 20, 2014 N/A N/A N/A N/A N/A N/A VUG 95.00 Dec 20, 2014 -0.06 0.02 0.00 -0.14 0.01 0.64
Dec 20, 2014 1.00 0.00 0.00 0.00 0.00 0.01 VUG 96.00 Dec 20, 2014 -0.22 0.03 0.00 -0.65 0.03 1.16
Dec 20, 2014 1.00 0.00 0.00 0.00 0.00 0.01 VUG 97.00 Dec 20, 2014 N/A N/A N/A N/A N/A N/A
Dec 20, 2014 1.00 0.00 0.00 0.00 0.00 0.01 VUG 98.00 Dec 20, 2014 -0.29 0.04 0.00 -0.72 0.03 1.12
Dec 20, 2014 1.00 0.00 0.00 0.00 0.00 0.01 VUG 99.00 Dec 20, 2014 -0.12 0.06 0.00 -0.15 0.01 0.39
January 2015
Jan 17, 2015 N/A N/A N/A N/A N/A N/A VUG 100.00 Jan 17, 2015 N/A N/A N/A N/A N/A N/A
Jan 17, 2015 N/A N/A N/A N/A N/A N/A VUG 101.00 Jan 17, 2015 N/A N/A N/A N/A N/A N/A
Jan 17, 2015 0.55 0.09 0.04 -0.03 0.12 0.15 VUG 102.00 Jan 17, 2015 N/A N/A N/A N/A N/A N/A
Jan 17, 2015 0.44 0.11 0.03 -0.02 0.12 0.12 VUG 103.00 Jan 17, 2015 N/A N/A N/A N/A N/A N/A
Jan 17, 2015 N/A N/A N/A N/A N/A N/A VUG 104.00 Jan 17, 2015 N/A N/A N/A N/A N/A N/A
Jan 17, 2015 N/A N/A N/A N/A N/A N/A VUG 105.00 Jan 17, 2015 N/A N/A N/A N/A N/A N/A
Jan 17, 2015 0.25 0.06 0.02 -0.03 0.10 0.17 VUG 106.00 Jan 17, 2015 N/A N/A N/A N/A N/A N/A
Jan 17, 2015 N/A N/A N/A N/A N/A N/A VUG 107.00 Jan 17, 2015 N/A N/A N/A N/A N/A N/A

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See also: Options Chain data entry page.