Vanguard S&P Mid-Cap 400 ... (IVOO)
AMEX: IVOO
· Real-Time Price · USD
111.28
0.37 (0.33%)
At close: Oct 03, 2025, 3:59 PM
111.24
-0.04%
After-hours: Oct 03, 2025, 06:22 PM EDT
Vanguard S&P Mid-Cap 400 ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for IVOO options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 84.00 | 0.8845 | 0.0110 | -0.1806 | 0.0502 |
| 85.00 | 0.8810 | 0.0116 | -0.1788 | 0.0514 |
| 86.00 | 0.8736 | 0.0126 | -0.1825 | 0.0539 |
| 87.00 | 0.8694 | 0.0134 | -0.1806 | 0.0553 |
| 88.00 | 0.8688 | 0.0141 | -0.173 | 0.0555 |
| 89.00 | 0.8564 | 0.0153 | -0.1816 | 0.0595 |
| 90.00 | 0.8513 | 0.0165 | -0.1793 | 0.0611 |
| 91.00 | 0.8499 | 0.0175 | -0.1719 | 0.0615 |
| 92.00 | 0.8399 | 0.0189 | -0.1744 | 0.0647 |
| 93.00 | 0.8379 | 0.0203 | -0.1669 | 0.0653 |
| 94.00 | 0.8223 | 0.0222 | -0.1738 | 0.0699 |
| 95.00 | 0.8124 | 0.0242 | -0.1731 | 0.0728 |
| 96.00 | 0.8040 | 0.0263 | -0.17 | 0.0752 |
| 97.00 | 0.7924 | 0.0288 | -0.1688 | 0.0784 |
| 98.00 | 0.7871 | 0.0315 | -0.1608 | 0.0799 |
| 99.00 | 0.7759 | 0.0347 | -0.1571 | 0.0828 |
| 100.00 | 0.7525 | 0.0388 | -0.1613 | 0.0889 |
| 101.00 | 0.7302 | 0.0435 | -0.1622 | 0.0944 |
| 102.00 | 0.7239 | 0.0487 | -0.15 | 0.0958 |
| 103.00 | 0.6854 | 0.0553 | -0.1566 | 0.1045 |
| 104.00 | 0.6670 | 0.0635 | -0.1471 | 0.1085 |
| 105.00 | 0.6248 | 0.0733 | -0.1478 | 0.1170 |
| 106.00 | 0.5927 | 0.0868 | -0.1382 | 0.1230 |
| 107.00 | 0.5369 | 0.1034 | -0.1341 | 0.1325 |
| 108.00 | 0.4595 | 0.1240 | -0.1309 | 0.1438 |
| 109.00 | 0.3687 | 0.1543 | -0.1212 | 0.1546 |
| 110.00 | 0.2323 | 0.1923 | -0.1117 | 0.1660 |
| 111.00 | 0.0341 | 0.2149 | -0.1063 | 0.1732 |
| 112.00 | -0.2162 | 0.2461 | -0.0872 | 0.1666 |
| 113.00 | -0.4698 | 0.2121 | -0.0715 | 0.1388 |
| 114.00 | -0.6942 | 0.0652 | -0.0589 | 0.0762 |
| 115.00 | -0.753 | 0.0583 | -0.0517 | 0.0686 |
| 116.00 | -0.7889 | 0.0500 | -0.0499 | 0.0628 |
| 117.00 | -0.8093 | 0.0428 | -0.0516 | 0.0591 |