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Vanguard Materials ETF VAW

i

Market dataready · fetched 2026-11-13T01:29:41.654Z

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 · 2026-11-13T01:00:00.000981199Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:29:41.253665+00:00

Share price$228.84
1D-1.4%
AH$228.58$229.52$230.45$231.38$232.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVAW
Sold putSold callAH

Vanguard Materials ETF options

Live interpolated VAW call and put midpoint premiums by absolute delta.Vanguard Materials ETF$2.20$4.08$5.97$7.86$9.75$218.67$224.49$230.32$236.14$241.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VAW spot · $228.84VAW PRICE$2.40$2.45$2.50$2.55$2.60$2.64$3.21$3.88$4.54$5.21$6.04$7.62$9.21$2.43$2.45$2.45$2.47$2.60$2.73$2.86$2.99
Puts——
CallsExpensive1.32×
Skew——
Implied moveBullish±$6.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ250.0467.2%10.3%212.8462.6%8.1%
25Δ241.7450.9%6.7%218.9547.8%5.4%
30Δ237.0340.7%4.7%222.5038.3%3.8%
35Δ234.0533.6%3.4%225.2230.9%2.7%
40Δ232.1728.7%2.6%226.3827.9%2.2%
45Δ230.2923.7%1.8%227.5424.8%1.8%
50Δ229.0923.3%1.5%228.7021.8%1.3%
55Δ228.0223.8%1.3%229.8718.7%0.9%
60Δ226.9524.2%1.2%
65Δ225.8824.7%1.0%
70Δ224.6625.4%0.8%
75Δ222.8027.1%0.7%
80Δ220.9428.9%0.6%

20Δ

Calls
Pseudo strike
250.04
IV
67.2%
B/E move
10.3%
Puts
Pseudo strike
212.84
IV
62.6%
B/E move
8.1%

25Δ

Calls
Pseudo strike
241.74
IV
50.9%
B/E move
6.7%
Puts
Pseudo strike
218.95
IV
47.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
237.03
IV
40.7%
B/E move
4.7%
Puts
Pseudo strike
222.50
IV
38.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
234.05
IV
33.6%
B/E move
3.4%
Puts
Pseudo strike
225.22
IV
30.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
232.17
IV
28.7%
B/E move
2.6%
Puts
Pseudo strike
226.38
IV
27.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
230.29
IV
23.7%
B/E move
1.8%
Puts
Pseudo strike
227.54
IV
24.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
229.09
IV
23.3%
B/E move
1.5%
Puts
Pseudo strike
228.70
IV
21.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
228.02
IV
23.8%
B/E move
1.3%
Puts
Pseudo strike
229.87
IV
18.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
226.95
IV
24.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
225.88
IV
24.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
224.66
IV
25.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
222.80
IV
27.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
220.94
IV
28.9%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.36%
Daily EOD
VAW20.5%21.0%21.6%2026-10-19: 21.10%2026-10-20: 20.81%2026-10-21: 20.59%2026-10-22: 20.94%2026-10-23: 20.93%2026-10-26: 21.49%2026-10-27: 21.17%2026-10-28: 20.96%2026-10-29: 20.55%2026-10-30: 21.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.10%
20.81%
20.59%
20.94%
20.93%
21.49%
21.17%
20.96%
20.55%
21.36%