rQuantLib returning results that seem inconsistent (European Vanilla Options)

rQuantLib returning results that seem inconsistent (European Vanilla Options)

I am pricing options on two different products, and generating their
respective greeks while using rQuantLib.
I am doing something quite typical in that I am seeing over each day until
maturity, what can I expect my greeks to be (all else equal). I do this by
iterating towards maturity and recalculating the greeks each day.
My function calls for the two separate products are the following:
VXX
EO<-EuropeanOption("put",17.740000000000002,21.0,0,0.03,0.0273972602739726,0.6003106092255815)
EO<-EuropeanOption("put",17.740000000000002,21.0,0,0.03,0.024657534246575342,0.6003106092255815)
EO<-EuropeanOption("put",17.740000000000002,21.0,0,0.03,0.021917808219178082,0.6003106092255815)
EO<-EuropeanOption("put",17.740000000000002,21.0,0,0.03,0.019178082191780823,0.6003106092255815)
EO<-EuropeanOption("put",17.740000000000002,21.0,0,0.03,0.01643835616438356,0.6003106092255815)
EO<-EuropeanOption("put",17.740000000000002,21.0,0,0.03,0.0136986301369863,0.6003106092255815)
EO<-EuropeanOption("put",17.740000000000002,21.0,0,0.03,0.010958904109589041,0.6003106092255815)
EO<-EuropeanOption("put",17.740000000000002,21.0,0,0.03,0.00821917808219178,0.6003106092255815)
EO<-EuropeanOption("put",17.740000000000002,21.0,0,0.03,0.005479452054794521,0.6003106092255815)
EO<-EuropeanOption("put",17.740000000000002,21.0,0,0.03,0.0027397260273972603,0.6003106092255815)
EO<-EuropeanOption("put",17.740000000000002,21.0,0,0.03,0.0,0.6003106092255815)
and
GLD
EO<-EuropeanOption("put",123.82499999999999,120.5,0,0.03,0.021917808219178082,0.2849419297762168)
EO<-EuropeanOption("put",123.82499999999999,120.5,0,0.03,0.019178082191780823,0.2849419297762168)
EO<-EuropeanOption("put",123.82499999999999,120.5,0,0.03,0.01643835616438356,0.2849419297762168)
EO<-EuropeanOption("put",123.82499999999999,120.5,0,0.03,0.0136986301369863,0.2849419297762168)
EO<-EuropeanOption("put",123.82499999999999,120.5,0,0.03,0.010958904109589041,0.2849419297762168)
EO<-EuropeanOption("put",123.82499999999999,120.5,0,0.03,0.00821917808219178,0.2849419297762168)
EO<-EuropeanOption("put",123.82499999999999,120.5,0,0.03,0.005479452054794521,0.2849419297762168)
EO<-EuropeanOption("put",123.82499999999999,120.5,0,0.03,0.0027397260273972603,0.2849419297762168)
EO<-EuropeanOption("put",123.82499999999999,120.5,0,0.03,0.0,0.2849419297762168)
Now strangely the shape of my results look VERY different:
(i cannot figure out how to format this table please help)
¨X¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨j¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨j¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨[
¨U Dt ¨U GLD ¨U VXX ¨U
¨d¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨p¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨p¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨g
¨U 20130710 ¨U ¨U -2.78537254 ¨U ¨U 20130711 ¨U ¨U -2.442634118 ¨U ¨U
20130712 ¨U -36.57505341 ¨U -2.043777456 ¨U ¨U 20130713 ¨U -38.06138187 ¨U
-1.586430561 ¨U ¨U 20130714 ¨U -39.63435112 ¨U -1.075717396 ¨U ¨U 20130715
¨U -41.21455042 ¨U -0.532731589 ¨U ¨U 20130716 ¨U -42.56862995 ¨U
-0.00831835 ¨U ¨U 20130717 ¨U -43.00069417 ¨U 0.404615221 ¨U ¨U 20130718
¨U -40.19249227 ¨U 0.604105594 ¨U ¨U 20130719 ¨U -25.10362413 ¨U
0.629917659 ¨U
¨^¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨m¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨m¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨T¨a
And the results look like this:
GLD more or less makes sense compared to similar bloomberg result shapes,
while VXX makes zero sense to me. Additionally the differences in the
values are concerning.