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Vanguard Consumer Discretionary ETF VCR

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Market datapartial · fetched 2026-10-23T15:57:15.174Z

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 · 2026-10-23T15:55:38.534766331Z

FundamentalsAlpha Vantage · unavailable

Share price$378.68
1D-0.1%
$376.77$377.64$378.52$379.39$380.265:30 AM6:30 AM9:00 AM1:00 PMVCR
Sold putSold call

Vanguard Consumer Discretionary ETF options

Live interpolated VCR call and put midpoint premiums by absolute delta.Vanguard Consumer Discretionary ETF$1.66$7.73$13.80$19.87$25.95$349.92$364.34$378.76$393.18$407.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VCR spot · $378.68VCR PRICE$2.32$3.13$4.07$5.10$6.32$7.53$8.74$10.32$12.04$14.27$16.98$20.18$24.20$2.85$3.75$4.83$5.96$7.16$8.34$9.56$11.02$12.63$14.46$16.38$18.37$21.60
PutsExpensive1.33×
CallsExpensive1.35×
SkewNeutral-0.15 pp
Implied moveBearish±$18.30
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ398.8320.2%5.9%360.2423.6%5.6%
25Δ395.3220.5%5.2%364.4323.2%4.8%
30Δ392.2020.8%4.6%367.9323.2%4.1%
35Δ389.1821.2%4.1%371.2623.2%3.5%
40Δ386.3521.7%3.7%374.4823.0%3.0%
45Δ383.4621.9%3.3%377.5322.5%2.5%
50Δ380.5221.6%2.8%380.5222.0%2.0%
55Δ377.6021.9%2.4%383.3721.6%1.7%
60Δ374.6422.2%2.1%386.2621.4%1.3%
65Δ371.3722.8%1.8%389.2121.2%1.0%
70Δ367.6923.6%1.6%392.1620.8%0.8%
75Δ363.5724.5%1.3%395.1420.3%0.5%
80Δ358.6625.6%1.1%399.1320.5%0.3%

20Δ

Calls
Pseudo strike
398.83
IV
20.2%
B/E move
5.9%
Puts
Pseudo strike
360.24
IV
23.6%
B/E move
5.6%

25Δ

Calls
Pseudo strike
395.32
IV
20.5%
B/E move
5.2%
Puts
Pseudo strike
364.43
IV
23.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
392.20
IV
20.8%
B/E move
4.6%
Puts
Pseudo strike
367.93
IV
23.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
389.18
IV
21.2%
B/E move
4.1%
Puts
Pseudo strike
371.26
IV
23.2%
B/E move
3.5%

40Δ

Calls
Pseudo strike
386.35
IV
21.7%
B/E move
3.7%
Puts
Pseudo strike
374.48
IV
23.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
383.46
IV
21.9%
B/E move
3.3%
Puts
Pseudo strike
377.53
IV
22.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
380.52
IV
21.6%
B/E move
2.8%
Puts
Pseudo strike
380.52
IV
22.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
377.60
IV
21.9%
B/E move
2.4%
Puts
Pseudo strike
383.37
IV
21.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
374.64
IV
22.2%
B/E move
2.1%
Puts
Pseudo strike
386.26
IV
21.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
371.37
IV
22.8%
B/E move
1.8%
Puts
Pseudo strike
389.21
IV
21.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
367.69
IV
23.6%
B/E move
1.6%
Puts
Pseudo strike
392.16
IV
20.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
363.57
IV
24.5%
B/E move
1.3%
Puts
Pseudo strike
395.14
IV
20.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
358.66
IV
25.6%
B/E move
1.1%
Puts
Pseudo strike
399.13
IV
20.5%
B/E move
0.3%

Options history

No recorded observations