Valley National Bancorp (VLY) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Valley National Bancorp

NASDAQ: VLY · Real-Time Price · USD
10.64
0.07 (0.66%)
At close: Oct 03, 2025, 3:59 PM
10.79
1.41%
After-hours: Oct 03, 2025, 06:58 PM EDT

Valley National Bancorp Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
2.00 0.9869 0.0031 -0.013 0.0007
3.00 0.9648 0.0073 -0.0299 0.0017
4.00 0.9511 0.0116 -0.032 0.0022
5.00 0.9378 0.0174 -0.0312 0.0026
6.00 0.9218 0.0258 -0.03 0.0031
7.00 0.8192 0.0763 -0.0502 0.0069
8.00 0.7625 0.1192 -0.0479 0.0085
9.00 0.9294 0.0893 -0.0081 0.0029
10.00 0.8315 0.2362 -0.0104 0.0054
11.00 -0.0727 1.3811 -0.0201 0.0169
12.00 -0.5844 0.4475 -0.0255 0.0117
13.00 -0.6207 0.2754 -0.0371 0.0116
14.00 -0.6292 0.2008 -0.0497 0.0114
15.00 -0.6483 0.1610 -0.0581 0.0111
16.00 -0.6947 0.1342 -0.0578 0.0101
17.00 -0.6807 0.1187 -0.0695 0.0104
18.00 -0.7301 0.1032 -0.0636 0.0093
20.00 -0.7366 0.0867 -0.0731 0.0091