Vanguard Long-Term Treasu... (VGLT)
NASDAQ: VGLT
· Real-Time Price · USD
56.82
-0.13 (-0.23%)
At close: Oct 03, 2025, 3:59 PM
56.50
-0.56%
Pre-market: Oct 06, 2025, 05:58 AM EDT
Vanguard Long-Term Treasury ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VGLT options.
Delta Table
Strike Price | Delta | Gamma | Theta | Vega |
---|---|---|---|---|
43.00 | 0.9831 | 0.0053 | -0.0162 | 0.0047 |
44.00 | 0.9819 | 0.0061 | -0.0161 | 0.0050 |
45.00 | 0.9806 | 0.0070 | -0.016 | 0.0053 |
46.00 | 0.9790 | 0.0081 | -0.0159 | 0.0056 |
47.00 | 0.9772 | 0.0095 | -0.0158 | 0.0060 |
48.00 | 0.9017 | 0.0309 | -0.0505 | 0.0221 |
49.00 | 0.9725 | 0.0137 | -0.0155 | 0.0071 |
50.00 | 0.9228 | 0.0380 | -0.031 | 0.0186 |
51.00 | 0.9542 | 0.0248 | -0.0184 | 0.0107 |
52.00 | 0.9476 | 0.0321 | -0.0179 | 0.0120 |
53.00 | 0.9387 | 0.0436 | -0.0173 | 0.0135 |
54.00 | 0.9254 | 0.0636 | -0.0164 | 0.0158 |
55.00 | 0.6617 | 0.2041 | -0.0486 | 0.0540 |
56.00 | 0.5941 | 0.0674 | -0.0829 | 0.0433 |
57.00 | 0.0742 | 0.9855 | -0.0243 | 0.0888 |
58.00 | -0.5447 | 0.4845 | -0.0239 | 0.0667 |
59.00 | -0.6922 | 0.2481 | -0.0278 | 0.0519 |
60.00 | -0.7605 | 0.1615 | -0.0299 | 0.0439 |
61.00 | -0.7814 | 0.1213 | -0.0358 | 0.0415 |
62.00 | -0.7786 | 0.0963 | -0.0468 | 0.0414 |
63.00 | -0.8414 | 0.0748 | -0.0357 | 0.0328 |
64.00 | -0.8629 | 0.0578 | -0.0355 | 0.0286 |
65.00 | -0.8655 | 0.0534 | -0.039 | 0.0290 |
66.00 | -0.8612 | 0.0481 | -0.046 | 0.0295 |
67.00 | -0.8876 | 0.0380 | -0.0396 | 0.0245 |