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Vanguard World Funds Extended Duration ETF EDV

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Market datapartial · fetched 2026-10-22T22:59:58.096Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.004280682Z

FundamentalsAlpha Vantage · unavailable

Share price$59.43
1D+1.5%
AH$58.61$58.90$59.18$59.47$59.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEDV
Sold putSold callAH

Vanguard World Funds Extended Duration ETF options

Live interpolated EDV call and put midpoint premiums by absolute delta.Vanguard World Funds Extended Duration ETF$0.17$1.65$3.13$4.62$6.10$52.18$55.41$58.65$61.88$65.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EDV spot · $59.43EDV PRICE$0.33$0.44$0.55$0.68$0.82$0.96$1.12$1.29$1.47$1.76$2.05$2.59$3.25$0.36$0.47$0.59$0.75$0.90$1.08$1.27$1.47$1.69$1.91$3.09$4.91$5.67
PutsCheap0.84×
CallsCheap0.66×
SkewBearish+3.20 pp
Implied moveBearish±$2.39
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.2517.5%5.3%57.0718.9%4.6%
25Δ61.7617.7%4.6%57.6218.4%3.8%
30Δ61.2917.6%4.1%58.1218.0%3.2%
35Δ60.8517.5%3.5%58.5218.1%2.8%
40Δ60.4517.4%3.1%58.9218.1%2.4%
45Δ60.0617.3%2.7%59.3118.2%2.0%
50Δ59.6917.1%2.3%59.7018.2%1.7%
55Δ59.3316.9%2.0%60.0818.2%1.4%
60Δ58.9716.8%1.7%60.4617.9%1.1%
65Δ58.5517.2%1.5%60.8517.6%0.8%
70Δ58.1417.7%1.3%62.0423.2%0.8%
75Δ57.4618.5%1.0%63.7732.6%1.0%
80Δ56.6619.5%0.8%64.6933.1%0.7%

20Δ

Calls
Pseudo strike
62.25
IV
17.5%
B/E move
5.3%
Puts
Pseudo strike
57.07
IV
18.9%
B/E move
4.6%

25Δ

Calls
Pseudo strike
61.76
IV
17.7%
B/E move
4.6%
Puts
Pseudo strike
57.62
IV
18.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
61.29
IV
17.6%
B/E move
4.1%
Puts
Pseudo strike
58.12
IV
18.0%
B/E move
3.2%

35Δ

Calls
Pseudo strike
60.85
IV
17.5%
B/E move
3.5%
Puts
Pseudo strike
58.52
IV
18.1%
B/E move
2.8%

40Δ

Calls
Pseudo strike
60.45
IV
17.4%
B/E move
3.1%
Puts
Pseudo strike
58.92
IV
18.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
60.06
IV
17.3%
B/E move
2.7%
Puts
Pseudo strike
59.31
IV
18.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
59.69
IV
17.1%
B/E move
2.3%
Puts
Pseudo strike
59.70
IV
18.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
59.33
IV
16.9%
B/E move
2.0%
Puts
Pseudo strike
60.08
IV
18.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
58.97
IV
16.8%
B/E move
1.7%
Puts
Pseudo strike
60.46
IV
17.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
58.55
IV
17.2%
B/E move
1.5%
Puts
Pseudo strike
60.85
IV
17.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
58.14
IV
17.7%
B/E move
1.3%
Puts
Pseudo strike
62.04
IV
23.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
57.46
IV
18.5%
B/E move
1.0%
Puts
Pseudo strike
63.77
IV
32.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
56.66
IV
19.5%
B/E move
0.8%
Puts
Pseudo strike
64.69
IV
33.1%
B/E move
0.7%

Options history

EDV17.2417.4317.622026-10-20: 17.59%2026-10-21: 17.26%Oct 20Oct 21
Table
DateIV
17.59%
17.26%