Vanguard S&P 500 ETF (VOO)
AMEX: VOO
· Real-Time Price · USD
600.44
-16.66 (-2.70%)
At close: Oct 10, 2025, 3:59 PM
599.60
-0.14%
After-hours: Oct 10, 2025, 07:59 PM EDT
Vanguard S&P 500 ETF Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VOO options.
Delta Table
Strike Price | Delta | Gamma | Theta | Vega |
---|---|---|---|---|
225.00 | 0.9906 | 0.0001 | -0.5354 | 0.0212 |
230.00 | 0.9939 | 0.0001 | -0.3393 | 0.0145 |
235.00 | 0.9902 | 0.0001 | -0.5344 | 0.0220 |
240.00 | 0.9898 | 0.0001 | -0.5434 | 0.0228 |
245.00 | 0.9896 | 0.0001 | -0.5428 | 0.0232 |
250.00 | 0.9934 | 0.0001 | -0.3389 | 0.0156 |
255.00 | 0.9932 | 0.0001 | -0.3388 | 0.0159 |
260.00 | 0.9891 | 0.0001 | -0.5314 | 0.0242 |
265.00 | 0.9886 | 0.0001 | -0.5401 | 0.0250 |
270.00 | 0.9884 | 0.0001 | -0.5394 | 0.0255 |
275.00 | 0.9882 | 0.0001 | -0.5386 | 0.0259 |
280.00 | 0.9879 | 0.0001 | -0.5377 | 0.0264 |
285.00 | 0.9879 | 0.0001 | -0.5275 | 0.0265 |
290.00 | 0.9876 | 0.0001 | -0.5267 | 0.0270 |
295.00 | 0.9873 | 0.0001 | -0.5257 | 0.0275 |
300.00 | 0.9871 | 0.0002 | -0.5248 | 0.0280 |
305.00 | 0.9868 | 0.0002 | -0.5238 | 0.0285 |
310.00 | 0.9865 | 0.0002 | -0.5228 | 0.0290 |
315.00 | 0.9862 | 0.0002 | -0.5218 | 0.0296 |
320.00 | 0.9859 | 0.0002 | -0.5206 | 0.0301 |
325.00 | 0.9856 | 0.0002 | -0.5196 | 0.0307 |
330.00 | 0.9850 | 0.0002 | -0.5275 | 0.0318 |
335.00 | 0.9849 | 0.0002 | -0.5172 | 0.0319 |
340.00 | 0.9843 | 0.0002 | -0.5249 | 0.0330 |
345.00 | 0.9840 | 0.0002 | -0.5237 | 0.0336 |
350.00 | 0.9980 | 0.0001 | -0.0917 | 0.0054 |
355.00 | 0.9830 | 0.0003 | -0.5296 | 0.0355 |
360.00 | 0.9826 | 0.0003 | -0.5281 | 0.0362 |
365.00 | 0.9822 | 0.0003 | -0.5266 | 0.0369 |
370.00 | 0.9818 | 0.0003 | -0.5251 | 0.0376 |
375.00 | 0.9816 | 0.0003 | -0.5148 | 0.0378 |
380.00 | 0.9809 | 0.0003 | -0.5217 | 0.0391 |
385.00 | 0.9927 | 0.0002 | -0.2104 | 0.0170 |
390.00 | 0.9803 | 0.0003 | -0.5097 | 0.0402 |
395.00 | 0.9918 | 0.0002 | -0.2213 | 0.0188 |
400.00 | 0.9789 | 0.0004 | -0.5145 | 0.0425 |
405.00 | 0.9784 | 0.0004 | -0.5124 | 0.0434 |
410.00 | 0.9778 | 0.0004 | -0.5105 | 0.0443 |
415.00 | 0.9914 | 0.0002 | -0.209 | 0.0195 |
420.00 | 0.9767 | 0.0005 | -0.5062 | 0.0463 |
425.00 | 0.9749 | 0.0005 | -0.5279 | 0.0493 |
430.00 | 0.9754 | 0.0005 | -0.5015 | 0.0484 |
435.00 | 0.9747 | 0.0006 | -0.4992 | 0.0495 |
440.00 | 0.9854 | 0.0004 | -0.2891 | 0.0310 |
445.00 | 0.9833 | 0.0004 | -0.3163 | 0.0348 |
450.00 | 0.9724 | 0.0006 | -0.4913 | 0.0532 |
455.00 | 0.9716 | 0.0007 | -0.4887 | 0.0546 |
460.00 | 0.9911 | 0.0003 | -0.1729 | 0.0203 |
465.00 | 0.9811 | 0.0006 | -0.3109 | 0.0387 |
470.00 | 0.9688 | 0.0008 | -0.4796 | 0.0590 |
475.00 | 0.9948 | 0.0003 | -0.1128 | 0.0126 |
480.00 | 0.9872 | 0.0005 | -0.2032 | 0.0277 |
485.00 | 0.9885 | 0.0005 | -0.1818 | 0.0253 |
490.00 | 0.9920 | 0.0004 | -0.1373 | 0.0185 |
495.00 | 0.9814 | 0.0008 | -0.2482 | 0.0383 |
500.00 | 0.9860 | 0.0007 | -0.19 | 0.0299 |
505.00 | 0.9755 | 0.0010 | -0.2882 | 0.0482 |
510.00 | 0.9905 | 0.0006 | -0.1363 | 0.0215 |
515.00 | 0.9707 | 0.0012 | -0.3078 | 0.0560 |
520.00 | 0.9720 | 0.0013 | -0.2813 | 0.0539 |
525.00 | 0.9617 | 0.0016 | -0.353 | 0.0698 |
530.00 | 0.9701 | 0.0015 | -0.2682 | 0.0570 |
535.00 | 0.9695 | 0.0017 | -0.2577 | 0.0579 |
540.00 | 0.9764 | 0.0015 | -0.1985 | 0.0468 |
545.00 | 0.9566 | 0.0024 | -0.3079 | 0.0773 |
550.00 | 0.9674 | 0.0022 | -0.2257 | 0.0612 |
555.00 | 0.9492 | 0.0031 | -0.3042 | 0.0877 |
560.00 | 0.9260 | 0.0041 | -0.3945 | 0.1176 |
565.00 | 0.9291 | 0.0046 | -0.3421 | 0.1138 |
570.00 | 0.9007 | 0.0059 | -0.4246 | 0.1465 |
575.00 | 0.8716 | 0.0072 | -0.487 | 0.1760 |
580.00 | 0.8916 | 0.0084 | -0.3487 | 0.1561 |
585.00 | 0.8342 | 0.0109 | -0.458 | 0.2091 |
587.50 | 0.7770 | 0.0115 | -0.5998 | 0.2505 |
590.00 | 0.7661 | 0.0130 | -0.5617 | 0.2572 |
592.50 | 0.7263 | 0.0138 | -0.6192 | 0.2794 |
595.00 | 0.6993 | 0.0152 | -0.6111 | 0.2921 |
597.50 | 0.5516 | 0.0407 | -0.7492 | 0.4599 |
600.00 | 0.4191 | 0.0524 | -0.8381 | 0.5514 |
602.50 | 0.2393 | 0.0558 | -0.9073 | 0.6349 |
605.00 | 0.0905 | 0.0563 | -0.9501 | 0.6650 |
607.50 | -0.0533 | 0.0587 | -0.9527 | 0.6676 |
610.00 | -0.1876 | 0.0538 | -0.9518 | 0.6469 |
612.50 | -0.2758 | 0.0449 | -0.9684 | 0.6243 |
615.00 | -0.4314 | 0.0431 | -0.8481 | 0.5481 |
617.50 | -0.5228 | 0.0354 | -0.8216 | 0.4856 |
620.00 | -0.5718 | 0.0302 | -0.8077 | 0.4555 |
622.50 | -0.5603 | 0.0270 | -0.9269 | 0.4757 |
625.00 | -0.6592 | 0.0200 | -0.8156 | 0.3736 |
627.50 | -0.6635 | 0.0189 | -0.8702 | 0.3794 |
630.00 | -0.7082 | 0.0146 | -0.826 | 0.3277 |
632.50 | -0.6947 | 0.0149 | -0.9318 | 0.3521 |
635.00 | -0.7371 | 0.0112 | -0.8644 | 0.2988 |
637.50 | -0.6639 | 0.0151 | -1.1341 | 0.4057 |
640.00 | -0.7081 | 0.0130 | -1.0508 | 0.3570 |
642.50 | -0.7678 | 0.0080 | -0.9199 | 0.2664 |
645.00 | -0.6861 | 0.0124 | -1.2555 | 0.3901 |
650.00 | -0.7087 | 0.0109 | -1.2838 | 0.3694 |
655.00 | -0.7232 | 0.0098 | -1.336 | 0.3557 |
660.00 | -0.7371 | 0.0089 | -1.3715 | 0.3430 |
665.00 | -0.7474 | 0.0081 | -1.4166 | 0.3334 |
670.00 | -0.7583 | 0.0074 | -1.4455 | 0.3235 |
675.00 | -0.7688 | 0.0068 | -1.4648 | 0.3137 |
680.00 | -0.7758 | 0.0064 | -1.5028 | 0.3072 |
685.00 | -0.7818 | 0.0060 | -1.5486 | 0.3008 |
690.00 | -0.7861 | 0.0056 | -1.6006 | 0.2961 |
695.00 | -0.793 | 0.0052 | -1.621 | 0.2893 |
700.00 | -0.8008 | 0.0049 | -1.6237 | 0.2817 |
705.00 | -0.806 | 0.0047 | -1.6489 | 0.2763 |
710.00 | -0.8079 | 0.0045 | -1.706 | 0.2738 |