Vanguard High Dividend Yield ETF (VYM) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Vanguard High Dividend Yi...

AMEX: VYM · Real-Time Price · USD
141.54
0.63 (0.45%)
At close: Oct 03, 2025, 3:59 PM
142.09
0.39%
After-hours: Oct 03, 2025, 07:59 PM EDT

Vanguard High Dividend Yield ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
70.00 0.9978 0.0002 -0.0163 0.0019
75.00 0.9805 0.0013 -0.0846 0.0144
80.00 0.9937 0.0005 -0.03 0.0049
85.00 0.9819 0.0015 -0.065 0.0136
90.00 0.9547 0.0029 -0.1437 0.0290
95.00 0.9873 0.0012 -0.041 0.0091
100.00 0.9687 0.0033 -0.0777 0.0218
105.00 0.9864 0.0017 -0.0358 0.0097
110.00 0.9580 0.0054 -0.0772 0.0280
115.00 0.9698 0.0042 -0.0517 0.0190
116.00 0.9474 0.0080 -0.0774 0.0338
117.00 0.9458 0.0085 -0.0768 0.0347
118.00 0.9728 0.0045 -0.0432 0.0174
119.00 0.9150 0.0119 -0.1088 0.0498
120.00 0.9642 0.0058 -0.0503 0.0219
121.00 0.9091 0.0136 -0.1062 0.0526
122.00 0.9058 0.0146 -0.1049 0.0540
123.00 0.9358 0.0091 -0.0737 0.0349
124.00 0.9332 0.0098 -0.073 0.0360
125.00 0.9277 0.0155 -0.07 0.0441
126.00 0.9244 0.0170 -0.069 0.0456
127.00 0.9164 0.0192 -0.0714 0.0497
128.00 0.9581 0.0104 -0.0404 0.0248
129.00 0.9158 0.0153 -0.068 0.0429
130.00 0.9218 0.0163 -0.0594 0.0406
131.00 0.9058 0.0190 -0.0654 0.0467
132.00 0.9074 0.0209 -0.0594 0.0461
133.00 0.9244 0.0218 -0.046 0.0396
134.00 0.9023 0.0269 -0.0521 0.0479
135.00 0.8183 0.0607 -0.0744 0.0909
136.00 0.8065 0.0727 -0.0691 0.0952
137.00 0.8635 0.0472 -0.0486 0.0608
138.00 0.7349 0.1146 -0.0674 0.1171
139.00 0.6466 0.1582 -0.0702 0.1429
140.00 0.4592 0.2053 -0.0828 0.1838
141.00 0.2425 0.2444 -0.0886 0.2113
142.00 -0.0141 0.2866 -0.079 0.2216
143.00 -0.3024 0.2747 -0.0665 0.2056
144.00 -0.5264 0.2162 -0.0552 0.1709
145.00 -0.6786 0.1531 -0.0449 0.1323
146.00 -0.7152 0.1175 -0.0501 0.1231
147.00 -0.8309 0.0854 -0.027 0.0857
148.00 -0.8237 0.0728 -0.0369 0.0883
150.00 -0.8814 0.0464 -0.0283 0.0648
155.00 -0.8616 0.0313 -0.0652 0.0730
160.00 -0.8848 0.0213 -0.0724 0.0633