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Vanguard Morningstar Small-Cap Growth ETF VBK

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Market datapartial · fetched 2026-10-23T02:18:57.801Z

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 · 2026-10-23T00:00:00.033023128Z

FundamentalsAlpha Vantage · unavailable

Share price$328.79
1D-0.1%
AH$326$328$329$331$3325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVBK
Sold putSold callAH

Vanguard Morningstar Small-Cap Growth ETF options

Live interpolated VBK call and put midpoint premiums by absolute delta.Vanguard Morningstar Small-Cap Growth ETF$1.43$6.62$11.80$16.99$22.17$302.48$315.80$329.12$342.44$355.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VBK spot · $328.79VBK PRICE$1.99$2.70$3.46$4.28$5.12$6.17$7.24$8.57$9.96$11.71$13.57$16.01$18.96$2.70$3.48$4.34$5.40$6.54$7.65$8.81$10.22$11.62$13.02$14.81$17.53$20.67
PutsExpensive1.09×
CallsExpensive1.06×
SkewBearish+2.33 pp
Implied moveBearish±$16.05
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ346.2619.7%5.9%311.3425.2%6.1%
25Δ343.1019.8%5.2%315.6324.3%5.1%
30Δ340.3420.1%4.6%319.1323.7%4.3%
35Δ337.7120.1%4.0%322.1423.7%3.7%
40Δ335.1020.0%3.5%324.9823.8%3.1%
45Δ332.7220.1%3.1%327.7523.3%2.6%
50Δ330.3620.2%2.7%330.5022.8%2.2%
55Δ327.9420.5%2.3%333.1522.6%1.8%
60Δ325.5120.7%2.0%335.7522.2%1.4%
65Δ322.8521.0%1.8%338.2421.6%1.1%
70Δ320.1221.4%1.5%341.0221.2%0.8%
75Δ316.8921.8%1.3%344.4621.8%0.6%
80Δ313.2122.5%1.0%348.3222.0%0.3%

20Δ

Calls
Pseudo strike
346.26
IV
19.7%
B/E move
5.9%
Puts
Pseudo strike
311.34
IV
25.2%
B/E move
6.1%

25Δ

Calls
Pseudo strike
343.10
IV
19.8%
B/E move
5.2%
Puts
Pseudo strike
315.63
IV
24.3%
B/E move
5.1%

30Δ

Calls
Pseudo strike
340.34
IV
20.1%
B/E move
4.6%
Puts
Pseudo strike
319.13
IV
23.7%
B/E move
4.3%

35Δ

Calls
Pseudo strike
337.71
IV
20.1%
B/E move
4.0%
Puts
Pseudo strike
322.14
IV
23.7%
B/E move
3.7%

40Δ

Calls
Pseudo strike
335.10
IV
20.0%
B/E move
3.5%
Puts
Pseudo strike
324.98
IV
23.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
332.72
IV
20.1%
B/E move
3.1%
Puts
Pseudo strike
327.75
IV
23.3%
B/E move
2.6%

50Δ

Calls
Pseudo strike
330.36
IV
20.2%
B/E move
2.7%
Puts
Pseudo strike
330.50
IV
22.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
327.94
IV
20.5%
B/E move
2.3%
Puts
Pseudo strike
333.15
IV
22.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
325.51
IV
20.7%
B/E move
2.0%
Puts
Pseudo strike
335.75
IV
22.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
322.85
IV
21.0%
B/E move
1.8%
Puts
Pseudo strike
338.24
IV
21.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
320.12
IV
21.4%
B/E move
1.5%
Puts
Pseudo strike
341.02
IV
21.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
316.89
IV
21.8%
B/E move
1.3%
Puts
Pseudo strike
344.46
IV
21.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
313.21
IV
22.5%
B/E move
1.0%
Puts
Pseudo strike
348.32
IV
22.0%
B/E move
0.3%

Options history

No recorded observations