Verona Pharma (VRNA)
NASDAQ: VRNA
· Real-Time Price · USD
106.69
0.00 (0.00%)
At close: Sep 26, 2025, 3:59 PM
106.64
-0.05%
After-hours: Sep 26, 2025, 07:47 PM EDT
Verona Pharma Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VRNA options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 55.00 | 0.9657 | 0.0021 | -0.0597 | 0.0247 |
| 60.00 | 0.8869 | 0.0048 | -0.1875 | 0.0666 |
| 65.00 | 0.9551 | 0.0035 | -0.0594 | 0.0309 |
| 70.00 | 0.8575 | 0.0074 | -0.1752 | 0.0794 |
| 75.00 | 0.8294 | 0.0097 | -0.1772 | 0.0916 |
| 80.00 | 0.8157 | 0.0121 | -0.1594 | 0.0960 |
| 85.00 | 0.8769 | 0.0146 | -0.0768 | 0.0726 |
| 90.00 | 0.7277 | 0.0233 | -0.148 | 0.1280 |
| 95.00 | 0.6657 | 0.0348 | -0.1324 | 0.1465 |
| 100.00 | 0.5309 | 0.0591 | -0.1191 | 0.1817 |
| 105.00 | 0.3495 | 0.1913 | -0.0516 | 0.2152 |
| 110.00 | -0.3561 | 0.1066 | -0.0789 | 0.2146 |
| 115.00 | -0.5991 | 0.0544 | -0.0922 | 0.1575 |
| 120.00 | -0.5898 | 0.0392 | -0.134 | 0.1677 |
| 125.00 | -0.6387 | 0.0300 | -0.1483 | 0.1552 |
| 130.00 | -0.6848 | 0.0241 | -0.1532 | 0.1414 |
| 135.00 | -0.7087 | 0.0204 | -0.1628 | 0.1342 |
| 140.00 | -0.8948 | 0.0107 | -0.0516 | 0.0593 |
| 145.00 | -0.9009 | 0.0092 | -0.0542 | 0.0565 |
| 150.00 | -0.9059 | 0.0081 | -0.0567 | 0.0543 |
| 155.00 | -0.9139 | 0.0067 | -0.0557 | 0.0494 |