Vanguard Small-Cap Value ... (VBR)
AMEX: VBR
· Real-Time Price · USD
211.25
1.22 (0.58%)
At close: Oct 03, 2025, 3:59 PM
211.15
-0.05%
After-hours: Oct 03, 2025, 06:04 PM EDT
Vanguard Small-Cap Value ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VBR options.
Delta Table
Strike Price | Delta | Gamma | Theta | Vega |
---|---|---|---|---|
175.00 | 0.8404 | 0.0090 | -0.3374 | 0.1129 |
180.00 | 0.7495 | 0.0139 | -0.4504 | 0.1670 |
185.00 | 0.7224 | 0.0172 | -0.42 | 0.1789 |
190.00 | 0.7645 | 0.0196 | -0.2881 | 0.1520 |
191.00 | 0.6918 | 0.0236 | -0.3544 | 0.1919 |
192.00 | 0.6736 | 0.0253 | -0.3578 | 0.1998 |
193.00 | 0.6595 | 0.0269 | -0.3559 | 0.2055 |
194.00 | 0.6564 | 0.0285 | -0.3396 | 0.2060 |
195.00 | 0.6234 | 0.0303 | -0.3583 | 0.2187 |
196.00 | 0.6161 | 0.0329 | -0.3379 | 0.2221 |
197.00 | 0.6311 | 0.0351 | -0.3056 | 0.2138 |
198.00 | 0.6536 | 0.0372 | -0.2689 | 0.2013 |
199.00 | 0.6448 | 0.0404 | -0.257 | 0.2035 |
200.00 | 0.6178 | 0.0455 | -0.2527 | 0.2149 |
205.00 | 0.4134 | 0.0829 | -0.2334 | 0.2773 |
210.00 | -0.1156 | 0.1490 | -0.1806 | 0.3222 |
215.00 | -0.7469 | 0.0380 | -0.079 | 0.1309 |
220.00 | -0.8481 | 0.0234 | -0.0644 | 0.0962 |
225.00 | -0.8905 | 0.0154 | -0.0599 | 0.0767 |
230.00 | -0.9645 | 0.0072 | -0.0069 | 0.0320 |
235.00 | -0.8868 | 0.0099 | -0.1105 | 0.0786 |
240.00 | -0.897 | 0.0082 | -0.1166 | 0.0734 |
245.00 | -0.905 | 0.0070 | -0.122 | 0.0692 |
250.00 | -0.9115 | 0.0061 | -0.1266 | 0.0656 |