Verona Pharma (VRNA)
NASDAQ: VRNA
· Real-Time Price · USD
106.79
-0.03 (-0.03%)
At close: Oct 03, 2025, 3:59 PM
106.90
0.10%
After-hours: Oct 03, 2025, 06:10 PM EDT
Verona Pharma Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VRNA options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 55.00 | 0.9295 | 0.0035 | -0.2513 | 0.0320 |
| 60.00 | 0.9207 | 0.0044 | -0.2452 | 0.0353 |
| 65.00 | 0.9105 | 0.0054 | -0.2385 | 0.0389 |
| 70.00 | 0.9019 | 0.0067 | -0.2224 | 0.0419 |
| 75.00 | 0.8856 | 0.0088 | -0.2188 | 0.0472 |
| 80.00 | 0.8675 | 0.0116 | -0.2088 | 0.0530 |
| 85.00 | 0.8439 | 0.0159 | -0.1971 | 0.0600 |
| 90.00 | 0.8019 | 0.0230 | -0.1942 | 0.0715 |
| 95.00 | 0.6173 | 0.0356 | -0.3068 | 0.1128 |
| 100.00 | 0.6314 | 0.0664 | -0.1612 | 0.1089 |
| 105.00 | 0.5778 | 0.2826 | -0.0508 | 0.1144 |
| 110.00 | -0.7333 | 0.1193 | -0.044 | 0.0834 |
| 115.00 | -0.7038 | 0.0252 | -0.1601 | 0.0720 |
| 120.00 | -0.6835 | 0.0340 | -0.2222 | 0.0924 |
| 125.00 | -0.721 | 0.0255 | -0.2456 | 0.0852 |
| 130.00 | -0.7721 | 0.0175 | -0.2407 | 0.0702 |
| 135.00 | -0.7883 | 0.0149 | -0.2564 | 0.0670 |
| 140.00 | -0.8008 | 0.0129 | -0.2703 | 0.0646 |
| 145.00 | -0.811 | 0.0115 | -0.2828 | 0.0624 |
| 150.00 | -0.8193 | 0.0103 | -0.2942 | 0.0607 |
| 155.00 | -0.8263 | 0.0095 | -0.3047 | 0.0591 |