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Vanguard Morningstar Small-Cap ETF VB

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Market datapartial · fetched 2026-10-23T16:47:55.017Z

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 · 2026-10-23T16:47:35.920534495Z

FundamentalsAlpha Vantage · unavailable

Share price$287.80
1D+0.7%
$284.95$285.76$286.57$287.39$288.205:30 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$0.92$5.33$9.74$14.15$18.56$267.77$277.12$286.46$295.80$305.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VB spot · $287.80VB PRICE$1.39$1.86$2.32$3.01$3.79$4.57$5.45$6.40$7.36$8.66$10.07$11.79$14.22$2.17$2.80$3.47$4.09$4.73$5.56$6.40$7.42$8.62$9.82$11.72$13.63$17.29
PutsExpensive1.19×
CallsExpensive1.12×
SkewBearish+3.36 pp
Implied moveBearish±$11.85
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ299.9216.0%4.7%273.6323.7%5.7%
25Δ297.7615.8%4.1%277.0622.8%4.7%
30Δ295.6115.6%3.5%280.0622.1%3.9%
35Δ293.8615.9%3.2%282.5721.1%3.2%
40Δ292.2716.5%2.9%285.0620.1%2.6%
45Δ290.6817.1%2.6%287.0519.7%2.2%
50Δ288.9917.4%2.3%289.0419.4%1.8%
55Δ287.2117.5%2.0%291.0419.2%1.5%
60Δ285.4417.6%1.7%293.0319.1%1.2%
65Δ283.4717.9%1.5%295.0219.1%0.9%
70Δ281.4318.1%1.3%297.5219.5%0.7%
75Δ279.1118.5%1.1%300.0319.9%0.5%
80Δ276.1819.4%0.9%304.1421.5%0.3%

20Δ

Calls
Pseudo strike
299.92
IV
16.0%
B/E move
4.7%
Puts
Pseudo strike
273.63
IV
23.7%
B/E move
5.7%

25Δ

Calls
Pseudo strike
297.76
IV
15.8%
B/E move
4.1%
Puts
Pseudo strike
277.06
IV
22.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
295.61
IV
15.6%
B/E move
3.5%
Puts
Pseudo strike
280.06
IV
22.1%
B/E move
3.9%

35Δ

Calls
Pseudo strike
293.86
IV
15.9%
B/E move
3.2%
Puts
Pseudo strike
282.57
IV
21.1%
B/E move
3.2%

40Δ

Calls
Pseudo strike
292.27
IV
16.5%
B/E move
2.9%
Puts
Pseudo strike
285.06
IV
20.1%
B/E move
2.6%

45Δ

Calls
Pseudo strike
290.68
IV
17.1%
B/E move
2.6%
Puts
Pseudo strike
287.05
IV
19.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
288.99
IV
17.4%
B/E move
2.3%
Puts
Pseudo strike
289.04
IV
19.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
287.21
IV
17.5%
B/E move
2.0%
Puts
Pseudo strike
291.04
IV
19.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
285.44
IV
17.6%
B/E move
1.7%
Puts
Pseudo strike
293.03
IV
19.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
283.47
IV
17.9%
B/E move
1.5%
Puts
Pseudo strike
295.02
IV
19.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
281.43
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
297.52
IV
19.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
279.11
IV
18.5%
B/E move
1.1%
Puts
Pseudo strike
300.03
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
276.18
IV
19.4%
B/E move
0.9%
Puts
Pseudo strike
304.14
IV
21.5%
B/E move
0.3%

Options history

No recorded observations