Vanguard Extended Duratio... (EDV)
AMEX: EDV
· Real-Time Price · USD
67.96
-0.18 (-0.26%)
At close: Oct 03, 2025, 3:59 PM
68.60
0.94%
After-hours: Oct 03, 2025, 07:48 PM EDT
Vanguard Extended Duration Treasury ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for EDV options.
Delta Table
Strike Price | Delta | Gamma | Theta | Vega |
---|---|---|---|---|
53.00 | 0.9910 | 0.0030 | -0.0125 | 0.0033 |
54.00 | 0.9838 | 0.0049 | -0.0176 | 0.0055 |
55.00 | 0.9828 | 0.0055 | -0.0175 | 0.0058 |
56.00 | 0.9816 | 0.0062 | -0.0174 | 0.0061 |
57.00 | 0.9803 | 0.0071 | -0.0173 | 0.0065 |
58.00 | 0.9788 | 0.0082 | -0.0172 | 0.0069 |
59.00 | 0.9771 | 0.0095 | -0.0171 | 0.0074 |
60.00 | 0.9751 | 0.0112 | -0.0169 | 0.0079 |
61.00 | 0.9726 | 0.0135 | -0.0167 | 0.0086 |
62.00 | 0.9697 | 0.0164 | -0.0165 | 0.0093 |
63.00 | 0.9660 | 0.0206 | -0.0162 | 0.0103 |
64.00 | 0.9487 | 0.0308 | -0.0192 | 0.0143 |
65.00 | 0.9403 | 0.0412 | -0.0187 | 0.0161 |
66.00 | 0.8902 | 0.0673 | -0.0248 | 0.0255 |
67.00 | 0.8314 | 0.1020 | -0.028 | 0.0342 |
68.00 | 0.6865 | 0.1271 | -0.0402 | 0.0481 |
69.00 | 0.3399 | 0.9314 | -0.0544 | 0.0922 |
70.00 | -0.3464 | 0.4231 | -0.0667 | 0.0925 |
71.00 | -0.4982 | 0.2104 | -0.0781 | 0.0780 |
72.00 | -0.568 | 0.1420 | -0.0861 | 0.0714 |
73.00 | -0.6121 | 0.1073 | -0.0945 | 0.0668 |
74.00 | -0.6681 | 0.0822 | -0.0933 | 0.0592 |
75.00 | -0.6789 | 0.0674 | -0.1069 | 0.0575 |
76.00 | -0.7023 | 0.0584 | -0.1097 | 0.0550 |
77.00 | -0.7183 | 0.0512 | -0.1147 | 0.0530 |