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Vanguard Materials ETF VAW

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Market datapartial · fetched 2026-10-23T15:50:47.045Z

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 · 2026-10-23T15:48:51.117324685Z

FundamentalsAlpha Vantage · unavailable

Share price$225.26
1D+0.0%
$222$223$224$225$2265:30 AM6:30 AM9:00 AM1:00 PMVAW
Sold putSold call

Vanguard Materials ETF options

Live interpolated VAW call and put midpoint premiums by absolute delta.Vanguard Materials ETF$2.04$5.95$9.87$13.79$17.70$205.45$214.78$224.11$233.43$242.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VAW spot · $225.26VAW PRICE$2.46$2.65$2.87$3.10$3.45$4.08$4.72$5.38$6.19$7.00$7.81$9.21$10.80$2.72$3.01$3.30$3.66$4.18$4.70$5.77$6.98$8.21$9.60$11.00$13.40$16.57
PutsExpensive1.25×
CallsExpensive1.21×
SkewBearish+3.69 pp
Implied moveBearish±$10.49
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ247.8737.1%11.1%205.1140.5%10.2%
25Δ241.6931.3%8.5%210.6434.5%7.8%
30Δ237.3427.1%6.6%216.1728.6%5.5%
35Δ232.9922.9%4.8%220.6124.0%3.7%
40Δ229.5019.9%3.4%222.6122.7%3.0%
45Δ227.9119.7%3.0%224.6021.4%2.4%
50Δ226.3319.4%2.6%226.4721.8%2.0%
55Δ224.7619.1%2.2%228.3022.6%1.7%
60Δ223.2918.8%1.9%230.1623.3%1.5%
65Δ221.8218.4%1.6%232.2123.3%1.2%
70Δ220.3518.1%1.3%234.2623.3%0.9%
75Δ218.4618.3%1.1%237.1924.4%0.7%
80Δ216.4518.6%0.9%240.8026.1%0.5%

20Δ

Calls
Pseudo strike
247.87
IV
37.1%
B/E move
11.1%
Puts
Pseudo strike
205.11
IV
40.5%
B/E move
10.2%

25Δ

Calls
Pseudo strike
241.69
IV
31.3%
B/E move
8.5%
Puts
Pseudo strike
210.64
IV
34.5%
B/E move
7.8%

30Δ

Calls
Pseudo strike
237.34
IV
27.1%
B/E move
6.6%
Puts
Pseudo strike
216.17
IV
28.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
232.99
IV
22.9%
B/E move
4.8%
Puts
Pseudo strike
220.61
IV
24.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
229.50
IV
19.9%
B/E move
3.4%
Puts
Pseudo strike
222.61
IV
22.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
227.91
IV
19.7%
B/E move
3.0%
Puts
Pseudo strike
224.60
IV
21.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
226.33
IV
19.4%
B/E move
2.6%
Puts
Pseudo strike
226.47
IV
21.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
224.76
IV
19.1%
B/E move
2.2%
Puts
Pseudo strike
228.30
IV
22.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
223.29
IV
18.8%
B/E move
1.9%
Puts
Pseudo strike
230.16
IV
23.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
221.82
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
232.21
IV
23.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
220.35
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
234.26
IV
23.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
218.46
IV
18.3%
B/E move
1.1%
Puts
Pseudo strike
237.19
IV
24.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
216.45
IV
18.6%
B/E move
0.9%
Puts
Pseudo strike
240.80
IV
26.1%
B/E move
0.5%

Options history

No recorded observations