IntraAlpha
Create free account Start free

Vanguard ESG U.S. Stock ETF ESGV

i

Market datapartial · fetched 2026-10-22T11:11:19.112Z

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 · 2026-10-22T11:00:00.090270198Z

FundamentalsAlpha Vantage · unavailable

Share price$135.50
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$0.46$2.98$5.49$8.00$10.52$128.56$132.48$136.40$140.33$144.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESGV spot · $135.50ESGV PRICE$0.73$0.86$1.13$1.42$1.70$2.03$2.50$3.05$3.73$4.60$5.53$7.50$9.79$0.85$0.95$1.08$1.29$1.46$1.64$1.82$2.08
PutsExpensive1.08×
CallsExpensive1.50×
SkewBullish-4.71 pp
Implied moveBullish±$4.33
TiltBullish59.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ142.5918.2%5.8%130.0419.4%4.7%
25Δ140.2715.4%4.2%131.9816.2%3.3%
30Δ139.2815.3%3.6%133.1314.6%2.5%
35Δ138.4615.5%3.2%133.9714.0%2.1%
40Δ137.6415.7%2.8%134.7213.2%1.7%
45Δ136.8316.0%2.5%135.3912.4%1.3%
50Δ136.0716.9%2.3%136.0011.7%1.0%
55Δ135.2317.7%2.1%136.5411.4%0.8%
60Δ134.2918.8%1.9%
65Δ133.1820.2%1.7%
70Δ131.9721.2%1.5%
75Δ129.8925.2%1.4%
80Δ127.3828.7%1.2%

20Δ

Calls
Pseudo strike
142.59
IV
18.2%
B/E move
5.8%
Puts
Pseudo strike
130.04
IV
19.4%
B/E move
4.7%

25Δ

Calls
Pseudo strike
140.27
IV
15.4%
B/E move
4.2%
Puts
Pseudo strike
131.98
IV
16.2%
B/E move
3.3%

30Δ

Calls
Pseudo strike
139.28
IV
15.3%
B/E move
3.6%
Puts
Pseudo strike
133.13
IV
14.6%
B/E move
2.5%

35Δ

Calls
Pseudo strike
138.46
IV
15.5%
B/E move
3.2%
Puts
Pseudo strike
133.97
IV
14.0%
B/E move
2.1%

40Δ

Calls
Pseudo strike
137.64
IV
15.7%
B/E move
2.8%
Puts
Pseudo strike
134.72
IV
13.2%
B/E move
1.7%

45Δ

Calls
Pseudo strike
136.83
IV
16.0%
B/E move
2.5%
Puts
Pseudo strike
135.39
IV
12.4%
B/E move
1.3%

50Δ

Calls
Pseudo strike
136.07
IV
16.9%
B/E move
2.3%
Puts
Pseudo strike
136.00
IV
11.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
135.23
IV
17.7%
B/E move
2.1%
Puts
Pseudo strike
136.54
IV
11.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
134.29
IV
18.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
133.18
IV
20.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
131.97
IV
21.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
129.89
IV
25.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
127.38
IV
28.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations