Vanguard Russell 2000 ETF (VTWO)
NASDAQ: VTWO
· Real-Time Price · USD
99.36
0.74 (0.75%)
At close: Oct 03, 2025, 3:59 PM
98.82
-0.54%
After-hours: Oct 03, 2025, 07:16 PM EDT
Vanguard Russell 2000 ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VTWO options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 80.00 | 0.7612 | 0.0203 | -0.2839 | 0.0729 |
| 81.00 | 0.7839 | 0.0178 | -0.2575 | 0.0634 |
| 82.00 | 0.7166 | 0.0242 | -0.3049 | 0.0830 |
| 83.00 | 0.7137 | 0.0266 | -0.2825 | 0.0839 |
| 84.00 | 0.6988 | 0.0289 | -0.2785 | 0.0869 |
| 85.00 | 0.6825 | 0.0317 | -0.2742 | 0.0901 |
| 86.00 | 0.7710 | 0.0291 | -0.1778 | 0.0672 |
| 87.00 | 0.6992 | 0.0388 | -0.2082 | 0.0869 |
| 88.00 | 0.6744 | 0.0424 | -0.2128 | 0.0908 |
| 89.00 | 0.6468 | 0.0475 | -0.2127 | 0.0958 |
| 90.00 | 0.5993 | 0.0544 | -0.2178 | 0.1049 |
| 91.00 | 0.6557 | 0.0582 | -0.1697 | 0.0905 |
| 92.00 | 0.6081 | 0.0697 | -0.1726 | 0.0993 |
| 93.00 | 0.5533 | 0.0855 | -0.1687 | 0.1090 |
| 94.00 | 0.5267 | 0.1047 | -0.1556 | 0.1112 |
| 95.00 | 0.4516 | 0.1384 | -0.1455 | 0.1220 |
| 96.00 | 0.3250 | 0.1876 | -0.1297 | 0.1372 |
| 97.00 | 0.1345 | 0.2403 | -0.1294 | 0.1497 |
| 98.00 | -0.1548 | 0.3153 | -0.1056 | 0.1478 |
| 99.00 | -0.5864 | 0.0642 | -0.078 | 0.0743 |
| 100.00 | -0.661 | 0.0652 | -0.0662 | 0.0698 |
| 101.00 | -0.7322 | 0.0616 | -0.055 | 0.0628 |
| 102.00 | -0.825 | 0.0559 | -0.0335 | 0.0492 |
| 105.00 | -0.9213 | 0.0292 | -0.0161 | 0.0280 |
| 110.00 | -0.886 | 0.0205 | -0.0542 | 0.0368 |