Vanguard Long-Term Corporate Bond ETF (VCLT) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Vanguard Long-Term Corpor...

NASDAQ: VCLT · Real-Time Price · USD
77.77
-0.08 (-0.10%)
At close: Oct 03, 2025, 3:59 PM
77.77
0.00%
After-hours: Oct 03, 2025, 04:28 PM EDT

Vanguard Long-Term Corporate Bond ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
66.00 0.9795 0.0076 -0.0181 0.0075
67.00 0.9779 0.0088 -0.0181 0.0080
68.00 0.9761 0.0103 -0.018 0.0086
69.00 0.9740 0.0122 -0.0178 0.0092
70.00 0.9714 0.0147 -0.0176 0.0100
71.00 0.9682 0.0180 -0.0173 0.0109
72.00 0.9524 0.0265 -0.0205 0.0151
73.00 0.9456 0.0344 -0.0199 0.0169
74.00 0.9362 0.0469 -0.0192 0.0191
75.00 0.9221 0.0689 -0.0183 0.0222
76.00 0.8483 0.1874 -0.0214 0.0414
77.00 0.4807 0.4416 -0.0384 0.0984
78.00 -0.0503 0.6661 -0.0342 0.1215
79.00 -0.6118 0.4302 -0.0201 0.0826
80.00 -0.9222 0.1011 0.0003 0.0222
81.00 -0.9395 0.0619 -0.0003 0.0183
82.00 -0.9693 0.0328 0.0031 0.0106
83.00 -0.9736 0.0242 0.0030 0.0093
84.00 -0.9767 0.0188 0.0030 0.0084
85.00 -0.9791 0.0152 0.0028 0.0077
86.00 -0.981 0.0126 0.0029 0.0071