VANGUARD VALUE INDEX FUND
Strike Proximity
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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 | |
0.001 | -0.641 | 0.072 | 4.2 | 0.055 | -0.067 | 0.826 | 17% | 4.2 | 4.20 | 4.20 | 4.20 | - | 37 | 10 | 174 | - | - | - | - | - | - | 19% | -0.206 | -0.085 | - | 0.053 | 0.08 | -0.468 | -0.007 | ||||
-0.035 | -0.707 | 0.079 | 4 | 0.07 | -0.064 | 0.796 | 15% | 4.03 | 4.05 | 4.00 | 4.00 | - | 25 | 2 | 175 | - | 3 | - | - | - | - | 17% | -0.238 | -0.081 | - | 0.065 | 0.087 | -0.503 | -0.038 | ||||
-0.087 | -0.804 | 0.088 | - | 0.093 | -0.06 | 0.754 | 12% | - | - | - | - | 14 | - | 176 | - | - | - | - | - | - | 14% | -0.28 | -0.075 | - | 0.084 | 0.094 | -0.55 | -0.082 | |||||
-0.158 | -0.746 | 0.101 | 1.72 | 0.121 | -0.06 | 0.671 | 11% | 1.77 | 1.95 | 1.72 | 1.72 | -12 | 54 | 7 | 177 | - | 2 | 0 | - | - | - | 12% | -0.34 | -0.067 | - | 0.112 | 0.103 | -0.605 | -0.147 | ||||
-0.214 | -0.348 | 0.111 | - | 0.125 | -0.07 | 0.54 | 11% | - | - | - | - | 106 | - | 178 | - | - | - | - | - | - | 9% | -0.449 | -0.058 | - | 0.15 | 0.111 | -0.554 | -0.247 | |||||
-0.279 | -0.036 | 0.109 | 0.72 | 0.124 | -0.068 | 0.414 | 11% | 0.72 | 0.72 | 0.72 | 0.72 | - | 63 | 3 | 179 | - | - | - | - | - | - | 9% | -0.599 | -0.056 | - | 0.147 | 0.108 | -0.106 | -0.324 | ||||
-0.309 | 0.252 | 0.1 | - | 0.102 | -0.069 | 0.317 | 13% | - | - | - | - | 13 | - | 180 | - | - | - | - | - | - | 9% | -0.748 | -0.044 | - | 0.129 | 0.089 | 0.385 | -0.419 | |||||
-0.361 | 0.508 | 0.084 | - | 0.085 | -0.058 | 0.224 | 13% | - | - | - | - | 2 | - | 181 | - | - | - | - | - | - | 9% | -0.867 | -0.029 | - | 0.089 | 0.06 | 0.949 | -0.504 | |||||
-0.41 | 0.756 | 0.065 | - | 0.066 | -0.045 | 0.149 | 13% | - | - | - | - | - | - | 182 | - | - | - | - | - | - | 9% | -0.936 | -0.017 | - | 0.052 | 0.035 | 1.45 | -0.567 | |||||
-0.455 | 0.99 | 0.047 | - | 0.048 | -0.033 | 0.094 | 13% | - | - | - | - | - | - | 183 | - | - | - | - | - | - | 9% | -0.973 | -0.008 | - | 0.026 | 0.017 | 1.896 | -0.617 |