VCRB Options Greeks

VCRB is the VANGUARD CORE BOND ETF. View VCRB max pain data across all expirations, historical max pain trends, and options greeks including Delta, Gamma, Theta, and Vega.

Name
VANGUARD CORE BOND ETF
Type
ETF
Market cap
$438.42M
Avg. daily volume (30d)
1.06M

Frequently asked questions

What is VCRB max pain?
Max pain is the strike price where the most VCRB options contracts expire worthless. View current max pain data across all expirations on Unusual Whales.
How does VCRB max pain affect price?
Max pain theory suggests that VCRB stock price tends to gravitate toward the max pain strike as expiration approaches, because market makers hedge their positions. Tracking max pain across expirations helps identify potential price magnets.
What are VCRB options greeks?
Options greeks measure the sensitivity of VCRB option prices to various factors: Delta (price direction), Gamma (delta acceleration), Theta (time decay), and Vega (volatility sensitivity). Combine these with max pain levels to time entries and exits.