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Vanguard Consumer Staples ETF VDC

i

Market dataready · fetched 2026-10-23T04:07:28.614Z

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 2026-10-23T04:07:28.217231+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$4.96$9.10$13.24$17.38$211.98$225.51$239.04$252.57$266.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VDC spot · $243.57VDC PRICE$1.27$1.74$2.22$2.66$3.07$3.47$4.05$4.92$5.79$6.67$7.95$9.35$10.76$1.67$2.09$2.48$2.88$3.82$4.75$5.69$6.67$7.66$8.65$10.92$13.34$16.19
PutsCheap0.94×
CallsCheap0.65×
SkewBearish+3.77 pp
Implied moveBearish±$9.74
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ254.6516.8%5.1%232.6121.4%5.2%
25Δ252.8217.1%4.5%235.5220.2%4.2%
30Δ250.9817.4%4.0%237.8018.9%3.4%
35Δ249.2517.2%3.4%240.0517.6%2.6%
40Δ247.6316.4%2.9%241.6118.5%2.4%
45Δ246.0115.6%2.4%243.1719.4%2.1%
50Δ244.4815.2%2.0%244.7320.2%1.9%
55Δ243.0815.6%1.8%246.4320.2%1.6%
60Δ241.6916.0%1.6%248.1720.0%1.3%
65Δ240.3016.3%1.4%249.9119.8%0.9%
70Δ238.5516.7%1.2%252.6221.3%0.8%
75Δ236.7117.1%1.0%255.4622.7%0.6%
80Δ234.8617.4%0.8%258.8123.6%0.4%

20Δ

Calls
Pseudo strike
254.65
IV
16.8%
B/E move
5.1%
Puts
Pseudo strike
232.61
IV
21.4%
B/E move
5.2%

25Δ

Calls
Pseudo strike
252.82
IV
17.1%
B/E move
4.5%
Puts
Pseudo strike
235.52
IV
20.2%
B/E move
4.2%

30Δ

Calls
Pseudo strike
250.98
IV
17.4%
B/E move
4.0%
Puts
Pseudo strike
237.80
IV
18.9%
B/E move
3.4%

35Δ

Calls
Pseudo strike
249.25
IV
17.2%
B/E move
3.4%
Puts
Pseudo strike
240.05
IV
17.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
247.63
IV
16.4%
B/E move
2.9%
Puts
Pseudo strike
241.61
IV
18.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
246.01
IV
15.6%
B/E move
2.4%
Puts
Pseudo strike
243.17
IV
19.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
244.48
IV
15.2%
B/E move
2.0%
Puts
Pseudo strike
244.73
IV
20.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
243.08
IV
15.6%
B/E move
1.8%
Puts
Pseudo strike
246.43
IV
20.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
241.69
IV
16.0%
B/E move
1.6%
Puts
Pseudo strike
248.17
IV
20.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
240.30
IV
16.3%
B/E move
1.4%
Puts
Pseudo strike
249.91
IV
19.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
238.55
IV
16.7%
B/E move
1.2%
Puts
Pseudo strike
252.62
IV
21.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
236.71
IV
17.1%
B/E move
1.0%
Puts
Pseudo strike
255.46
IV
22.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
234.86
IV
17.4%
B/E move
0.8%
Puts
Pseudo strike
258.81
IV
23.6%
B/E move
0.4%

Options history

No recorded observations