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Vanguard Morningstar Small-Cap ETF VB

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Market datapartial · fetched 2026-10-22T16:34:43.892Z

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 · 2026-10-22T16:34:29.369141739Z

FundamentalsAlpha Vantage · unavailable

Share price$287.87
1D+0.4%
$285.95$286.60$287.24$287.88$288.535:30 AM6:30 AM9:00 AM1:00 PMVB
Sold putSold call

Vanguard Morningstar Small-Cap ETF options

Live interpolated VB call and put midpoint premiums by absolute delta.Vanguard Morningstar Small-Cap ETF$0.97$5.20$9.43$13.66$17.89$267.92$277.35$286.78$296.21$305.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VB spot · $287.87VB PRICE$1.43$1.98$2.54$3.15$3.86$4.56$5.46$6.53$7.60$8.93$10.34$12.01$14.11$2.10$2.69$3.30$4.00$4.72$5.63$6.53$7.63$8.85$10.14$11.84$13.57$16.67
PutsExpensive1.22×
CallsExpensive1.15×
SkewBearish+2.66 pp
Implied moveBearish±$11.99
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ300.3216.0%4.8%274.2822.4%5.4%
25Δ298.2716.3%4.3%277.5521.5%4.5%
30Δ296.3316.6%3.8%280.5020.7%3.7%
35Δ294.4316.8%3.4%282.8420.2%3.1%
40Δ292.6416.8%3.0%285.1619.7%2.6%
45Δ290.8516.9%2.6%287.1719.6%2.2%
50Δ289.0517.1%2.3%289.1819.4%1.8%
55Δ287.2417.5%2.1%291.2119.3%1.5%
60Δ285.4317.9%1.8%293.2519.3%1.2%
65Δ283.4118.1%1.6%295.3419.3%0.9%
70Δ281.3318.3%1.3%297.7019.3%0.7%
75Δ279.0418.5%1.1%300.0819.4%0.5%
80Δ276.3818.9%0.9%303.6820.3%0.3%

20Δ

Calls
Pseudo strike
300.32
IV
16.0%
B/E move
4.8%
Puts
Pseudo strike
274.28
IV
22.4%
B/E move
5.4%

25Δ

Calls
Pseudo strike
298.27
IV
16.3%
B/E move
4.3%
Puts
Pseudo strike
277.55
IV
21.5%
B/E move
4.5%

30Δ

Calls
Pseudo strike
296.33
IV
16.6%
B/E move
3.8%
Puts
Pseudo strike
280.50
IV
20.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
294.43
IV
16.8%
B/E move
3.4%
Puts
Pseudo strike
282.84
IV
20.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
292.64
IV
16.8%
B/E move
3.0%
Puts
Pseudo strike
285.16
IV
19.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
290.85
IV
16.9%
B/E move
2.6%
Puts
Pseudo strike
287.17
IV
19.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
289.05
IV
17.1%
B/E move
2.3%
Puts
Pseudo strike
289.18
IV
19.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
287.24
IV
17.5%
B/E move
2.1%
Puts
Pseudo strike
291.21
IV
19.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
285.43
IV
17.9%
B/E move
1.8%
Puts
Pseudo strike
293.25
IV
19.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
283.41
IV
18.1%
B/E move
1.6%
Puts
Pseudo strike
295.34
IV
19.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
281.33
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
297.70
IV
19.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
279.04
IV
18.5%
B/E move
1.1%
Puts
Pseudo strike
300.08
IV
19.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
276.38
IV
18.9%
B/E move
0.9%
Puts
Pseudo strike
303.68
IV
20.3%
B/E move
0.3%

Options history

No recorded observations