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Vanguard Morningstar Small-Cap Growth ETF VBK

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Market dataready · fetched 2026-10-24T05:18:08.879Z

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 · 2026-10-24T00:00:00.002095299Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T05:18:09.135923+00:00

Share price$327.49
1D+0.3%
AH$324$325$326$328$3295:30 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$1.41$6.89$12.36$17.84$23.31$301.13$314.82$328.52$342.21$355.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VBK spot · $327.49VBK PRICE$2.01$2.57$3.29$4.10$5.13$6.30$7.54$8.87$10.46$12.46$14.89$17.79$21.74$2.89$3.66$4.49$5.41$6.46$7.48$8.48$9.63$10.86$12.40$14.17$16.23$18.45
PutsExpensive1.07×
CallsExpensive1.14×
SkewBearish+1.15 pp
Implied moveBearish±$16.02
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ344.9620.7%5.9%308.8828.0%6.6%
25Δ341.2219.8%5.0%313.5626.5%5.4%
30Δ338.3619.7%4.3%317.3725.5%4.5%
35Δ335.9220.0%3.8%320.7224.8%3.7%
40Δ333.6020.5%3.4%323.6324.4%3.2%
45Δ331.3521.3%3.1%326.4023.8%2.6%
50Δ329.0121.9%2.8%329.0322.9%2.1%
55Δ326.5322.1%2.4%331.5322.2%1.7%
60Δ323.9122.6%2.1%333.9521.7%1.3%
65Δ321.0623.4%1.8%336.4921.4%1.0%
70Δ317.8124.4%1.6%339.1321.2%0.8%
75Δ314.1225.5%1.3%341.9821.0%0.5%
80Δ309.4527.2%1.1%344.9320.7%0.3%

20Δ

Calls
Pseudo strike
344.96
IV
20.7%
B/E move
5.9%
Puts
Pseudo strike
308.88
IV
28.0%
B/E move
6.6%

25Δ

Calls
Pseudo strike
341.22
IV
19.8%
B/E move
5.0%
Puts
Pseudo strike
313.56
IV
26.5%
B/E move
5.4%

30Δ

Calls
Pseudo strike
338.36
IV
19.7%
B/E move
4.3%
Puts
Pseudo strike
317.37
IV
25.5%
B/E move
4.5%

35Δ

Calls
Pseudo strike
335.92
IV
20.0%
B/E move
3.8%
Puts
Pseudo strike
320.72
IV
24.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
333.60
IV
20.5%
B/E move
3.4%
Puts
Pseudo strike
323.63
IV
24.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
331.35
IV
21.3%
B/E move
3.1%
Puts
Pseudo strike
326.40
IV
23.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
329.01
IV
21.9%
B/E move
2.8%
Puts
Pseudo strike
329.03
IV
22.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
326.53
IV
22.1%
B/E move
2.4%
Puts
Pseudo strike
331.53
IV
22.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
323.91
IV
22.6%
B/E move
2.1%
Puts
Pseudo strike
333.95
IV
21.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
321.06
IV
23.4%
B/E move
1.8%
Puts
Pseudo strike
336.49
IV
21.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
317.81
IV
24.4%
B/E move
1.6%
Puts
Pseudo strike
339.13
IV
21.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
314.12
IV
25.5%
B/E move
1.3%
Puts
Pseudo strike
341.98
IV
21.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
309.45
IV
27.2%
B/E move
1.1%
Puts
Pseudo strike
344.93
IV
20.7%
B/E move
0.3%

Options history

No recorded observations