Vanguard Extended Duration Treasury ETF (EDV) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Vanguard Extended Duratio...

AMEX: EDV · Real-Time Price · USD
67.96
-0.18 (-0.26%)
At close: Oct 03, 2025, 3:59 PM
67.41
-0.81%
Pre-market: Oct 06, 2025, 05:57 AM EDT

Vanguard Extended Duration Treasury ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
53.00 0.9910 0.0030 -0.0125 0.0033
54.00 0.9838 0.0049 -0.0176 0.0055
55.00 0.9828 0.0055 -0.0175 0.0058
56.00 0.9816 0.0062 -0.0174 0.0061
57.00 0.9803 0.0071 -0.0173 0.0065
58.00 0.9788 0.0082 -0.0172 0.0069
59.00 0.9771 0.0095 -0.0171 0.0074
60.00 0.9751 0.0112 -0.0169 0.0079
61.00 0.9726 0.0135 -0.0167 0.0086
62.00 0.9697 0.0164 -0.0165 0.0093
63.00 0.9660 0.0206 -0.0162 0.0103
64.00 0.9487 0.0308 -0.0192 0.0143
65.00 0.9403 0.0412 -0.0187 0.0161
66.00 0.8902 0.0673 -0.0248 0.0255
67.00 0.8314 0.1020 -0.028 0.0342
68.00 0.6865 0.1271 -0.0402 0.0481
69.00 0.3399 0.9314 -0.0544 0.0922
70.00 -0.3464 0.4231 -0.0667 0.0925
71.00 -0.4982 0.2104 -0.0781 0.0780
72.00 -0.568 0.1420 -0.0861 0.0714
73.00 -0.6121 0.1073 -0.0945 0.0668
74.00 -0.6681 0.0822 -0.0933 0.0592
75.00 -0.6789 0.0674 -0.1069 0.0575
76.00 -0.7023 0.0584 -0.1097 0.0550
77.00 -0.7183 0.0512 -0.1147 0.0530