IntraAlpha
Create free account Start free

Vanguard World Funds Extended Duration ETF EDV

i

Market datapartial · fetched 2026-10-23T14:12:16.050Z

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 · 2026-10-23T14:11:53.554172493Z

FundamentalsAlpha Vantage · unavailable

Share price$59.12
1D-0.8%
$59.03$59.18$59.34$59.50$59.655:30 AM6:30 AM9:00 AM1:00 PMEDV
Sold putSold call

Vanguard World Funds Extended Duration ETF options

Live interpolated EDV call and put midpoint premiums by absolute delta.Vanguard World Funds Extended Duration ETF$0.23$1.05$1.87$2.69$3.51$52.22$55.34$58.46$61.58$64.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EDV spot · $59.12EDV PRICE$0.32$0.41$0.52$0.63$0.74$0.89$1.05$1.22$1.44$1.66$1.90$2.17$2.44$0.33$0.43$0.53$0.67$0.81$0.96$1.15$1.35$1.56$1.87$2.18$2.69$3.27
PutsCheap0.70×
CallsCheap0.62×
SkewBearish+0.79 pp
Implied moveBearish±$2.21
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.9017.8%5.2%57.0017.4%4.1%
25Δ61.3517.3%4.5%57.4717.1%3.5%
30Δ60.8516.9%3.8%57.9316.7%2.9%
35Δ60.4516.5%3.3%58.3016.7%2.5%
40Δ60.0416.2%2.8%58.6616.7%2.2%
45Δ59.7016.3%2.5%59.0216.8%1.8%
50Δ59.3616.3%2.2%59.3716.8%1.5%
55Δ59.0216.4%1.9%59.7216.9%1.3%
60Δ58.6616.5%1.7%60.0917.1%1.0%
65Δ58.3016.7%1.4%60.5117.5%0.8%
70Δ57.9316.7%1.2%60.9417.9%0.6%
75Δ57.5516.4%1.0%61.5418.9%0.4%
80Δ57.1616.1%0.8%62.2219.9%0.3%

20Δ

Calls
Pseudo strike
61.90
IV
17.8%
B/E move
5.2%
Puts
Pseudo strike
57.00
IV
17.4%
B/E move
4.1%

25Δ

Calls
Pseudo strike
61.35
IV
17.3%
B/E move
4.5%
Puts
Pseudo strike
57.47
IV
17.1%
B/E move
3.5%

30Δ

Calls
Pseudo strike
60.85
IV
16.9%
B/E move
3.8%
Puts
Pseudo strike
57.93
IV
16.7%
B/E move
2.9%

35Δ

Calls
Pseudo strike
60.45
IV
16.5%
B/E move
3.3%
Puts
Pseudo strike
58.30
IV
16.7%
B/E move
2.5%

40Δ

Calls
Pseudo strike
60.04
IV
16.2%
B/E move
2.8%
Puts
Pseudo strike
58.66
IV
16.7%
B/E move
2.2%

45Δ

Calls
Pseudo strike
59.70
IV
16.3%
B/E move
2.5%
Puts
Pseudo strike
59.02
IV
16.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
59.36
IV
16.3%
B/E move
2.2%
Puts
Pseudo strike
59.37
IV
16.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
59.02
IV
16.4%
B/E move
1.9%
Puts
Pseudo strike
59.72
IV
16.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
58.66
IV
16.5%
B/E move
1.7%
Puts
Pseudo strike
60.09
IV
17.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
58.30
IV
16.7%
B/E move
1.4%
Puts
Pseudo strike
60.51
IV
17.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
57.93
IV
16.7%
B/E move
1.2%
Puts
Pseudo strike
60.94
IV
17.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
57.55
IV
16.4%
B/E move
1.0%
Puts
Pseudo strike
61.54
IV
18.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
57.16
IV
16.1%
B/E move
0.8%
Puts
Pseudo strike
62.22
IV
19.9%
B/E move
0.3%

Options history

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