VANGUARD HEALTH CARE INDEX FUND
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| calls | Puts | ||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Charm | Vanna | Vega | Theo | Gamma | Theta | Delta | IV | Bid/Ask Vol | Avg | High | Low | Last | OI | OI | Volume | Strike | Volume | OI | OI | Last | Low | High | Avg | Bid/Ask Vol | IV | Delta | Theta | Gamma | Theo | Vega | Vanna | Charm | |
| 0.037 | -0.316 | 0.089 | - | 0.01 | -0.093 | 0.902 | 33% | - | - | - | - | - | - | 225 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | |||||
| -0.042 | -0.338 | 0.176 | 7 | 0.032 | -0.115 | 0.71 | 21% | 7 | 7.00 | 7.00 | 7.00 | - | 1 | 1 | 240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | ||||
| -0.239 | 0.593 | 0.11 | - | 0.026 | -0.054 | 0.131 | 16% | - | - | - | - | 24 | - | 255 | - | 6 | - | - | - | - | 12% | -0.929 | -0.026 | - | 0.022 | 0.07 | 0.898 | -0.297 | |||||
| -0.264 | 1.089 | 0 | - | 0 | -0 | 0 | 22% | - | - | - | - | 1 | - | 315 | - | - | - | - | - | - | 25% | -1 | -0 | - | 0 | 0 | 1.084 | -0.303 | |||||
| -0.219 | 0.918 | 0 | - | 0 | -0 | 0 | 22% | - | - | - | - | - | - | 325 | - | - | - | - | - | - | 25% | -1 | -0 | - | 0 | 0 | 0.984 | -0.27 | |||||
| -0.196 | 0.829 | 0 | - | 0 | -0 | 0 | 22% | - | - | - | - | - | - | 330 | - | - | - | - | - | - | 25% | -1 | -0 | - | 0 | 0 | 0.925 | -0.252 | |||||
| -0.153 | 0.655 | 0 | - | 0 | -0 | 0 | 22% | - | - | - | - | - | - | 340 | - | - | - | - | - | - | 25% | -1 | -0 | - | 0 | 0 | 0.796 | -0.214 | |||||
| -0.133 | 0.574 | 0 | - | 0 | -0 | 0 | 22% | - | - | - | - | - | - | 345 | - | - | - | - | - | - | 25% | -1 | -0 | - | 0 | 0 | 0.731 | -0.196 | |||||