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Vanguard Consumer Staples ETF VDC

i

Market dataready · fetched 2026-11-12T15:10:10.847Z

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 · 2026-11-12T15:10:09.170866478Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:10:10.521837+00:00

Share price$249.85
1D+0.3%
$248.85$249.38$249.92$250.45$250.985:30 AM6:30 AM9:00 AM1:00 PMVDC
Sold putSold call

Vanguard Consumer Staples ETF options

Live interpolated VDC call and put midpoint premiums by absolute delta.Vanguard Consumer Staples ETF$0.95$2.90$4.84$6.78$8.73$226.36$237.48$248.61$259.74$270.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VDC spot · $249.85VDC PRICE$1.16$1.32$1.55$1.93$2.31$2.70$3.08$3.73$4.44$5.15$5.87$6.71$7.96$1.22$1.38$1.66$2.00$2.34$2.67$3.08$3.76$4.44$5.12$5.80$6.77$8.17
PutsCheap0.43×
CallsCheap0.51×
SkewBullish-0.66 pp
Implied moveBalanced±$6.16
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ261.1430.5%5.0%241.1229.0%4.0%
25Δ257.4625.3%3.6%243.9024.7%2.9%
30Δ254.6321.8%2.5%245.6922.6%2.3%
35Δ253.5321.7%2.2%246.8222.0%2.0%
40Δ252.4221.5%2.0%247.9521.4%1.7%
45Δ251.3221.3%1.7%249.0820.7%1.4%
50Δ250.2121.2%1.4%250.2020.3%1.1%
55Δ249.1121.3%1.2%251.2520.4%0.9%
60Δ248.0221.6%1.0%252.2920.6%0.8%
65Δ246.9221.9%0.9%253.3420.8%0.7%
70Δ245.8222.1%0.7%254.3821.0%0.5%
75Δ244.6122.3%0.6%255.6821.2%0.4%
80Δ243.0722.2%0.5%257.3421.5%0.3%

20Δ

Calls
Pseudo strike
261.14
IV
30.5%
B/E move
5.0%
Puts
Pseudo strike
241.12
IV
29.0%
B/E move
4.0%

25Δ

Calls
Pseudo strike
257.46
IV
25.3%
B/E move
3.6%
Puts
Pseudo strike
243.90
IV
24.7%
B/E move
2.9%

30Δ

Calls
Pseudo strike
254.63
IV
21.8%
B/E move
2.5%
Puts
Pseudo strike
245.69
IV
22.6%
B/E move
2.3%

35Δ

Calls
Pseudo strike
253.53
IV
21.7%
B/E move
2.2%
Puts
Pseudo strike
246.82
IV
22.0%
B/E move
2.0%

40Δ

Calls
Pseudo strike
252.42
IV
21.5%
B/E move
2.0%
Puts
Pseudo strike
247.95
IV
21.4%
B/E move
1.7%

45Δ

Calls
Pseudo strike
251.32
IV
21.3%
B/E move
1.7%
Puts
Pseudo strike
249.08
IV
20.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
250.21
IV
21.2%
B/E move
1.4%
Puts
Pseudo strike
250.20
IV
20.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
249.11
IV
21.3%
B/E move
1.2%
Puts
Pseudo strike
251.25
IV
20.4%
B/E move
0.9%

60Δ

Calls
Pseudo strike
248.02
IV
21.6%
B/E move
1.0%
Puts
Pseudo strike
252.29
IV
20.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
246.92
IV
21.9%
B/E move
0.9%
Puts
Pseudo strike
253.34
IV
20.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
245.82
IV
22.1%
B/E move
0.7%
Puts
Pseudo strike
254.38
IV
21.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
244.61
IV
22.3%
B/E move
0.6%
Puts
Pseudo strike
255.68
IV
21.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
243.07
IV
22.2%
B/E move
0.5%
Puts
Pseudo strike
257.34
IV
21.5%
B/E move
0.3%

Options history

IV · four-Friday blend17.61%
Daily EOD
VDC16.1%16.9%17.8%2026-10-19: 16.37%2026-10-20: 16.25%2026-10-21: 16.20%2026-10-22: 17.29%2026-10-23: 17.66%2026-10-26: 17.14%2026-10-27: 17.16%2026-10-28: 16.94%2026-10-29: 16.62%2026-10-30: 17.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.37%
16.25%
16.20%
17.29%
17.66%
17.14%
17.16%
16.94%
16.62%
17.61%