IntraAlpha
Create free account Start free

Vanguard ESG U.S. Stock ETF ESGV

i

Market dataready · fetched 2026-11-11T14:05:49.004Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T12:50:20.308623915Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:05:48.589341+00:00

Share price$133.30
1D
Price history unavailable.

Vanguard ESG U.S. Stock ETF options

Live interpolated ESGV call and put midpoint premiums by absolute delta.Vanguard ESG U.S. Stock ETF$0.27$4.21$8.15$12.09$16.02$124.46$128.70$132.93$137.16$141.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ESGV spot · $133.30ESGV PRICE$0.70$0.71$0.76$0.82$0.90$0.99$1.10$1.21$1.31$1.40$1.49$1.58$0.87$0.97$1.11$1.29$1.55$1.88$2.25$2.69$3.30$4.38$6.35$9.37$14.89
PutsExpensive1.42×
Calls——
Skew——
Implied moveBearish±$3.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ140.4733.4%5.9%127.4035.7%5.1%
25Δ136.8622.7%3.2%129.3530.0%3.7%
30Δ135.7219.3%2.4%130.5827.0%2.9%
35Δ134.8916.6%1.8%131.4825.4%2.3%
40Δ134.3515.1%1.5%132.2025.3%2.0%
45Δ133.8713.9%1.2%132.8625.8%1.7%
50Δ133.5113.2%1.0%133.5426.1%1.5%
55Δ133.1512.5%0.8%134.2726.8%1.3%
60Δ132.8611.8%0.7%135.0828.3%1.1%
65Δ132.6310.9%0.5%136.2632.4%1.1%
70Δ132.4010.1%0.4%138.2739.7%1.0%
75Δ132.179.3%0.3%141.3250.2%1.0%
80Δ146.8467.5%1.0%

20Δ

Calls
Pseudo strike
140.47
IV
33.4%
B/E move
5.9%
Puts
Pseudo strike
127.40
IV
35.7%
B/E move
5.1%

25Δ

Calls
Pseudo strike
136.86
IV
22.7%
B/E move
3.2%
Puts
Pseudo strike
129.35
IV
30.0%
B/E move
3.7%

30Δ

Calls
Pseudo strike
135.72
IV
19.3%
B/E move
2.4%
Puts
Pseudo strike
130.58
IV
27.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
134.89
IV
16.6%
B/E move
1.8%
Puts
Pseudo strike
131.48
IV
25.4%
B/E move
2.3%

40Δ

Calls
Pseudo strike
134.35
IV
15.1%
B/E move
1.5%
Puts
Pseudo strike
132.20
IV
25.3%
B/E move
2.0%

45Δ

Calls
Pseudo strike
133.87
IV
13.9%
B/E move
1.2%
Puts
Pseudo strike
132.86
IV
25.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
133.51
IV
13.2%
B/E move
1.0%
Puts
Pseudo strike
133.54
IV
26.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
133.15
IV
12.5%
B/E move
0.8%
Puts
Pseudo strike
134.27
IV
26.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
132.86
IV
11.8%
B/E move
0.7%
Puts
Pseudo strike
135.08
IV
28.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
132.63
IV
10.9%
B/E move
0.5%
Puts
Pseudo strike
136.26
IV
32.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
132.40
IV
10.1%
B/E move
0.4%
Puts
Pseudo strike
138.27
IV
39.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
132.17
IV
9.3%
B/E move
0.3%
Puts
Pseudo strike
141.32
IV
50.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
146.84
IV
67.5%
B/E move
1.0%

Options history

IV · four-Friday blend16.98%
Daily close
ESGV12.4%15.0%17.6%2026-08-21: 13.98%2026-08-24: 14.20%2026-08-25: 13.81%2026-08-26: 14.02%2026-08-27: 13.51%2026-08-28: 13.29%2026-08-31: 13.41%2026-09-01: 13.76%2026-09-02: 13.48%2026-09-03: 12.80%2026-09-04: 12.78%2026-09-08: 13.73%2026-09-09: 14.14%2026-09-10: 14.93%2026-09-11: 14.03%2026-09-14: 14.81%2026-09-15: 16.46%2026-09-16: 17.26%2026-09-17: 16.92%2026-09-23: 13.82%2026-09-24: 14.13%2026-09-25: 13.88%2026-09-28: 13.99%2026-09-29: 13.87%2026-09-30: 14.24%2026-10-01: 14.23%2026-10-02: 13.65%2026-10-08: 14.03%2026-10-14: 16.49%2026-10-15: 17.20%2026-10-16: 15.06%2026-10-19: 14.53%2026-10-20: 14.56%2026-10-21: 14.15%2026-10-22: 15.23%2026-10-23: 15.02%2026-10-26: 15.06%2026-10-27: 14.45%2026-10-28: 14.09%2026-10-29: 14.11%2026-10-30: 16.98%Aug 21Sep 24Oct 30
41 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
13.98%
14.20%
13.81%
14.02%
13.51%
13.29%
13.41%
13.76%
13.48%
12.80%
12.78%
13.73%
14.14%
14.93%
14.03%
14.81%
16.46%
17.26%
16.92%
13.82%
14.13%
13.88%
13.99%
13.87%
14.24%
14.23%
13.65%
14.03%
16.49%
17.20%
15.06%
14.53%
14.56%
14.15%
15.23%
15.02%
15.06%
14.45%
14.09%
14.11%
16.98%