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Vanguard Energy ETF VDE

i

Market dataready · fetched 2026-11-12T03:21:42.593Z

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 · 2026-11-12T01:00:00.000867476Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:21:41.723717+00:00

Share price$176.34
1D+1.3%
AH$173.44$174.24$175.04$175.84$176.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVDE
Sold putSold callAH

Vanguard Energy ETF options

Live interpolated VDE call and put midpoint premiums by absolute delta.Vanguard Energy ETF$0.72$2.75$4.78$6.81$8.84$163.78$170.81$177.84$184.87$191.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VDE spot · $176.34VDE PRICE$0.94$1.09$1.23$1.53$1.81$2.09$2.45$2.93$3.52$5.62$6.11$6.60$1.20$1.46$1.65$2.11$2.79$3.54$3.82$4.76$5.56$6.19$6.39$8.25
Puts——
Calls——
Skew——
Implied moveBearish±$5.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ184.1831.2%5.0%167.9138.3%5.5%
25Δ181.8027.0%3.7%170.3634.6%4.2%
30Δ180.1623.9%2.9%172.2030.7%3.3%
35Δ179.2123.8%2.5%173.4731.1%2.8%
40Δ178.2923.4%2.1%
45Δ177.4322.7%1.8%175.6928.8%1.9%
50Δ176.6222.5%1.5%176.7431.0%1.8%
55Δ175.8123.2%1.4%177.6728.9%1.4%
60Δ174.9424.2%1.2%178.9130.8%1.2%
65Δ180.0931.2%1.0%
70Δ172.5329.2%1.0%181.1430.2%0.8%
75Δ171.6627.4%0.8%181.7927.1%0.5%
80Δ170.7925.6%0.6%183.8630.0%0.4%

20Δ

Calls
Pseudo strike
184.18
IV
31.2%
B/E move
5.0%
Puts
Pseudo strike
167.91
IV
38.3%
B/E move
5.5%

25Δ

Calls
Pseudo strike
181.80
IV
27.0%
B/E move
3.7%
Puts
Pseudo strike
170.36
IV
34.6%
B/E move
4.2%

30Δ

Calls
Pseudo strike
180.16
IV
23.9%
B/E move
2.9%
Puts
Pseudo strike
172.20
IV
30.7%
B/E move
3.3%

35Δ

Calls
Pseudo strike
179.21
IV
23.8%
B/E move
2.5%
Puts
Pseudo strike
173.47
IV
31.1%
B/E move
2.8%

40Δ

Calls
Pseudo strike
178.29
IV
23.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
177.43
IV
22.7%
B/E move
1.8%
Puts
Pseudo strike
175.69
IV
28.8%
B/E move
1.9%

50Δ

Calls
Pseudo strike
176.62
IV
22.5%
B/E move
1.5%
Puts
Pseudo strike
176.74
IV
31.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
175.81
IV
23.2%
B/E move
1.4%
Puts
Pseudo strike
177.67
IV
28.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
174.94
IV
24.2%
B/E move
1.2%
Puts
Pseudo strike
178.91
IV
30.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
180.09
IV
31.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
172.53
IV
29.2%
B/E move
1.0%
Puts
Pseudo strike
181.14
IV
30.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
171.66
IV
27.4%
B/E move
0.8%
Puts
Pseudo strike
181.79
IV
27.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
170.79
IV
25.6%
B/E move
0.6%
Puts
Pseudo strike
183.86
IV
30.0%
B/E move
0.4%

Options history

IV · four-Friday blend27.96%
Daily EOD
VDE26.1%27.3%28.5%2026-10-20: 26.26%2026-10-21: 27.01%2026-10-22: 27.84%2026-10-23: 28.32%2026-10-26: 28.20%2026-10-27: 27.80%2026-10-28: 27.80%2026-10-29: 27.76%2026-10-30: 27.96%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
26.26%
27.01%
27.84%
28.32%
28.20%
27.80%
27.80%
27.76%
27.96%