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Vanguard Consumer Staples ETF VDC

i

Market dataready · fetched 2026-10-23T03:14:22.099Z

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 · 2026-10-23T00:00:00.000994303Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:07:05.243621+00:00

Share price$243.57
1D+1.9%
AH$238$240$241$243$2445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVDC
Sold putSold callAH

Vanguard Consumer Staples ETF options

Live interpolated VDC call and put midpoint premiums by absolute delta.Vanguard Consumer Staples ETF$0.82$4.98$9.15$13.32$17.49$211.98$225.51$239.04$252.57$266.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VDC spot · $243.57VDC PRICE$1.27$1.74$2.22$2.66$3.06$3.47$4.04$4.90$5.77$6.64$7.91$9.30$10.70$1.67$2.09$2.48$2.89$3.83$4.76$5.70$6.68$7.68$8.67$10.99$13.43$16.29
PutsCheap0.93×
CallsCheap0.64×
SkewBearish+3.80 pp
Implied moveBearish±$9.74
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ254.6516.8%5.1%232.6221.2%5.2%
25Δ252.8217.0%4.5%235.5319.9%4.2%
30Δ251.0017.2%4.0%237.8118.6%3.4%
35Δ249.2716.9%3.4%240.0717.3%2.6%
40Δ247.6516.1%2.9%241.6318.2%2.4%
45Δ246.0415.3%2.4%243.1919.1%2.1%
50Δ244.5014.9%2.0%244.7520.0%1.9%
55Δ243.1115.3%1.8%246.4619.9%1.6%
60Δ241.7215.6%1.6%248.2119.7%1.2%
65Δ240.3316.0%1.4%249.9519.5%0.9%
70Δ238.6116.3%1.2%252.6921.0%0.8%
75Δ236.7716.7%1.0%255.5622.5%0.6%
80Δ234.9417.0%0.8%258.9223.3%0.4%

20Δ

Calls
Pseudo strike
254.65
IV
16.8%
B/E move
5.1%
Puts
Pseudo strike
232.62
IV
21.2%
B/E move
5.2%

25Δ

Calls
Pseudo strike
252.82
IV
17.0%
B/E move
4.5%
Puts
Pseudo strike
235.53
IV
19.9%
B/E move
4.2%

30Δ

Calls
Pseudo strike
251.00
IV
17.2%
B/E move
4.0%
Puts
Pseudo strike
237.81
IV
18.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
249.27
IV
16.9%
B/E move
3.4%
Puts
Pseudo strike
240.07
IV
17.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
247.65
IV
16.1%
B/E move
2.9%
Puts
Pseudo strike
241.63
IV
18.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
246.04
IV
15.3%
B/E move
2.4%
Puts
Pseudo strike
243.19
IV
19.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
244.50
IV
14.9%
B/E move
2.0%
Puts
Pseudo strike
244.75
IV
20.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
243.11
IV
15.3%
B/E move
1.8%
Puts
Pseudo strike
246.46
IV
19.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
241.72
IV
15.6%
B/E move
1.6%
Puts
Pseudo strike
248.21
IV
19.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
240.33
IV
16.0%
B/E move
1.4%
Puts
Pseudo strike
249.95
IV
19.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
238.61
IV
16.3%
B/E move
1.2%
Puts
Pseudo strike
252.69
IV
21.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
236.77
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
255.56
IV
22.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
234.94
IV
17.0%
B/E move
0.8%
Puts
Pseudo strike
258.92
IV
23.3%
B/E move
0.4%

Options history

No recorded observations