Vanguard Small-Cap Value ETF (VBR) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Vanguard Small-Cap Value ...

AMEX: VBR · Real-Time Price · USD
211.25
1.22 (0.58%)
At close: Oct 03, 2025, 3:59 PM
211.15
-0.05%
After-hours: Oct 03, 2025, 06:04 PM EDT

Vanguard Small-Cap Value ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
175.00 0.8404 0.0090 -0.3374 0.1129
180.00 0.7495 0.0139 -0.4504 0.1670
185.00 0.7224 0.0172 -0.42 0.1789
190.00 0.7645 0.0196 -0.2881 0.1520
191.00 0.6918 0.0236 -0.3544 0.1919
192.00 0.6736 0.0253 -0.3578 0.1998
193.00 0.6595 0.0269 -0.3559 0.2055
194.00 0.6564 0.0285 -0.3396 0.2060
195.00 0.6234 0.0303 -0.3583 0.2187
196.00 0.6161 0.0329 -0.3379 0.2221
197.00 0.6311 0.0351 -0.3056 0.2138
198.00 0.6536 0.0372 -0.2689 0.2013
199.00 0.6448 0.0404 -0.257 0.2035
200.00 0.6178 0.0455 -0.2527 0.2149
205.00 0.4134 0.0829 -0.2334 0.2773
210.00 -0.1156 0.1490 -0.1806 0.3222
215.00 -0.7469 0.0380 -0.079 0.1309
220.00 -0.8481 0.0234 -0.0644 0.0962
225.00 -0.8905 0.0154 -0.0599 0.0767
230.00 -0.9645 0.0072 -0.0069 0.0320
235.00 -0.8868 0.0099 -0.1105 0.0786
240.00 -0.897 0.0082 -0.1166 0.0734
245.00 -0.905 0.0070 -0.122 0.0692
250.00 -0.9115 0.0061 -0.1266 0.0656