Goldman Sachs Physical Gold ETF (AAAU) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Goldman Sachs Physical Go...

CBOE: AAAU · Real-Time Price · USD
39.09
0.73 (1.90%)
At close: Oct 06, 2025, 3:59 PM

Goldman Sachs Physical Gold ETF Greeks

Delta, Gamma, Theta, and Vega Greek Charts for AAAU options.

Delta Table

Strike Price Delta Gamma Theta Vega
30.00 0.6675 0.0546 -0.1768 0.0337
31.00 0.6345 0.0662 -0.1681 0.0359
32.00 0.5822 0.0828 -0.1621 0.0392
33.00 0.5368 0.1065 -0.1486 0.0416
34.00 0.4528 0.1438 -0.138 0.0460
35.00 0.3542 0.2215 -0.1186 0.0499
36.00 0.2001 0.7585 -0.0875 0.0542
37.00 -0.5404 0.0844 -0.0643 0.0281
38.00 -0.6754 0.1036 -0.0418 0.0255
39.00 -0.7728 0.0893 -0.0331 0.0214
40.00 -0.8883 0.0664 -0.0157 0.0135
41.00 -0.9017 0.0516 -0.0168 0.0123