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Vanguard Morningstar Small-Cap Growth ETF VBK

i

Market dataready · fetched 2026-11-12T14:57:24.744Z

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 · 2026-11-12T14:57:10.901361074Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:57:22.339894+00:00

Share price$329.60
1D+0.1%
$329.47$329.90$330.33$330.76$331.195:30 AM6:30 AM9:00 AM1:00 PMVBK
Sold putSold call

Vanguard Morningstar Small-Cap Growth ETF options

Live interpolated VBK call and put midpoint premiums by absolute delta.Vanguard Morningstar Small-Cap Growth ETF$0.84$4.16$7.49$10.82$14.14$306.64$317.23$327.83$338.43$349.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VBK spot · $329.60VBK PRICE$1.19$1.55$1.91$2.45$3.06$3.66$4.27$5.29$6.33$7.37$8.93$10.70$13.19$1.33$1.68$2.02$2.46$2.93$3.39$3.86$4.47$5.08$5.68$6.29
Puts——
CallsCheap0.76×
Skew——
Implied moveBullish±$8.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ339.4721.9%3.4%320.3323.7%3.2%
25Δ337.4921.3%2.9%322.4322.5%2.7%
30Δ335.5120.8%2.4%324.5321.4%2.2%
35Δ334.0221.0%2.1%326.0320.8%1.8%
40Δ332.7021.5%1.9%327.3620.4%1.6%
45Δ331.3821.9%1.7%328.7019.9%1.3%
50Δ330.0622.4%1.4%330.0219.5%1.0%
55Δ328.5223.1%1.3%331.1519.0%0.9%
60Δ326.9723.9%1.1%332.2718.5%0.7%
65Δ325.4224.7%1.0%333.4018.0%0.6%
70Δ323.4025.8%0.8%334.5217.5%0.4%
75Δ321.1927.1%0.7%
80Δ318.2929.0%0.6%

20Δ

Calls
Pseudo strike
339.47
IV
21.9%
B/E move
3.4%
Puts
Pseudo strike
320.33
IV
23.7%
B/E move
3.2%

25Δ

Calls
Pseudo strike
337.49
IV
21.3%
B/E move
2.9%
Puts
Pseudo strike
322.43
IV
22.5%
B/E move
2.7%

30Δ

Calls
Pseudo strike
335.51
IV
20.8%
B/E move
2.4%
Puts
Pseudo strike
324.53
IV
21.4%
B/E move
2.2%

35Δ

Calls
Pseudo strike
334.02
IV
21.0%
B/E move
2.1%
Puts
Pseudo strike
326.03
IV
20.8%
B/E move
1.8%

40Δ

Calls
Pseudo strike
332.70
IV
21.5%
B/E move
1.9%
Puts
Pseudo strike
327.36
IV
20.4%
B/E move
1.6%

45Δ

Calls
Pseudo strike
331.38
IV
21.9%
B/E move
1.7%
Puts
Pseudo strike
328.70
IV
19.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
330.06
IV
22.4%
B/E move
1.4%
Puts
Pseudo strike
330.02
IV
19.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
328.52
IV
23.1%
B/E move
1.3%
Puts
Pseudo strike
331.15
IV
19.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
326.97
IV
23.9%
B/E move
1.1%
Puts
Pseudo strike
332.27
IV
18.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
325.42
IV
24.7%
B/E move
1.0%
Puts
Pseudo strike
333.40
IV
18.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
323.40
IV
25.8%
B/E move
0.8%
Puts
Pseudo strike
334.52
IV
17.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
321.19
IV
27.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
318.29
IV
29.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.57%
Daily EOD
VBK19.6%20.7%21.8%2026-10-19: 20.62%2026-10-20: 20.69%2026-10-21: 20.44%2026-10-22: 21.33%2026-10-23: 21.66%2026-10-26: 21.15%2026-10-27: 20.54%2026-10-28: 20.12%2026-10-29: 19.71%2026-10-30: 21.57%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.62%
20.69%
20.44%
21.33%
21.66%
21.15%
20.54%
20.12%
19.71%
21.57%