Vanguard Mortgage-Backed ... (VMBS)
NASDAQ: VMBS
· Real-Time Price · USD
46.92
-0.05 (-0.11%)
At close: Oct 06, 2025, 11:11 AM
Vanguard Mortgage-Backed Securities ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VMBS options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 41.00 | 0.8587 | 0.0328 | -0.0582 | 0.0208 |
| 42.00 | 0.8433 | 0.0397 | -0.0554 | 0.0223 |
| 43.00 | 0.8238 | 0.0493 | -0.0521 | 0.0240 |
| 44.00 | 0.7939 | 0.0629 | -0.0497 | 0.0264 |
| 45.00 | 0.7575 | 0.0846 | -0.0447 | 0.0290 |
| 46.00 | 0.9028 | 0.1584 | -0.011 | 0.0159 |
| 47.00 | 0.6017 | 0.2472 | -0.0245 | 0.0358 |
| 48.00 | -0.2592 | 0.4251 | -0.047 | 0.0700 |
| 49.00 | -0.4449 | 0.2582 | -0.06 | 0.0621 |
| 50.00 | -0.5519 | 0.1842 | -0.0666 | 0.0553 |
| 51.00 | -0.5132 | 0.1331 | -0.1026 | 0.0580 |