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Vanguard Morningstar Small-Cap ETF VB

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Market datapartial · fetched 2026-10-22T21:03:14.848Z

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 · 2026-10-22T20:10:00.000807555Z

FundamentalsAlpha Vantage · unavailable

Share price$288.67
1D+0.7%
AH$285.93$286.66$287.40$288.14$288.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVB
Sold putSold callAH

Vanguard Morningstar Small-Cap ETF options

Live interpolated VB call and put midpoint premiums by absolute delta.Vanguard Morningstar Small-Cap ETF$0.98$4.99$9.00$13.01$17.01$268.11$277.77$287.43$297.10$306.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VB spot · $288.67VB PRICE$1.42$1.98$2.65$3.31$4.08$4.90$5.73$6.79$7.86$8.99$10.22$11.46$13.69$2.16$2.77$3.44$4.21$5.03$5.98$6.93$8.02$9.12$10.58$12.28$14.04$15.86
PutsExpensive1.25×
CallsExpensive1.16×
SkewBearish+3.05 pp
Implied moveBearish±$12.66
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ301.1215.9%4.8%274.7223.0%5.6%
25Δ298.9416.2%4.2%278.0722.1%4.6%
30Δ297.2216.9%3.9%281.0021.4%3.8%
35Δ295.5017.5%3.5%283.4321.1%3.3%
40Δ293.6717.9%3.1%285.7620.9%2.8%
45Δ291.8118.0%2.8%287.9120.7%2.3%
50Δ289.9518.2%2.4%290.0620.6%1.9%
55Δ288.0518.3%2.1%292.1220.2%1.6%
60Δ286.1418.4%1.8%294.1819.9%1.2%
65Δ284.2218.3%1.6%296.4519.9%1.0%
70Δ282.2618.0%1.3%298.8420.0%0.7%
75Δ280.3117.7%1.1%301.2719.9%0.5%
80Δ277.5418.2%0.9%303.7319.4%0.3%

20Δ

Calls
Pseudo strike
301.12
IV
15.9%
B/E move
4.8%
Puts
Pseudo strike
274.72
IV
23.0%
B/E move
5.6%

25Δ

Calls
Pseudo strike
298.94
IV
16.2%
B/E move
4.2%
Puts
Pseudo strike
278.07
IV
22.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
297.22
IV
16.9%
B/E move
3.9%
Puts
Pseudo strike
281.00
IV
21.4%
B/E move
3.8%

35Δ

Calls
Pseudo strike
295.50
IV
17.5%
B/E move
3.5%
Puts
Pseudo strike
283.43
IV
21.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
293.67
IV
17.9%
B/E move
3.1%
Puts
Pseudo strike
285.76
IV
20.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
291.81
IV
18.0%
B/E move
2.8%
Puts
Pseudo strike
287.91
IV
20.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
289.95
IV
18.2%
B/E move
2.4%
Puts
Pseudo strike
290.06
IV
20.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
288.05
IV
18.3%
B/E move
2.1%
Puts
Pseudo strike
292.12
IV
20.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
286.14
IV
18.4%
B/E move
1.8%
Puts
Pseudo strike
294.18
IV
19.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
284.22
IV
18.3%
B/E move
1.6%
Puts
Pseudo strike
296.45
IV
19.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
282.26
IV
18.0%
B/E move
1.3%
Puts
Pseudo strike
298.84
IV
20.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
280.31
IV
17.7%
B/E move
1.1%
Puts
Pseudo strike
301.27
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
277.54
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
303.73
IV
19.4%
B/E move
0.3%

Options history

No recorded observations