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Vanguard Energy ETF VDE

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Market dataready · fetched 2026-10-22T23:10:56.980Z

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 · 2026-10-22T22:30:00.000803954Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:03:33.285698+00:00

Share price$187.96
1D-1.8%
AH$184$186$188$190$1925:30 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$1.21$6.12$11.03$15.94$20.85$165.93$176.44$186.96$197.47$207.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VDE spot · $187.96VDE PRICE$1.74$2.38$2.70$3.15$3.78$4.56$5.32$6.27$7.21$8.30$9.87$11.21$12.82$1.99$2.68$3.41$4.16$4.96$5.95$7.01$8.19$9.53$11.01$12.58$14.74$19.43
PutsExpensive1.08×
CallsCheap0.91×
SkewBearish+4.44 pp
Implied moveBearish±$12.33
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ203.1229.7%9.0%175.4132.2%7.7%
25Δ200.8131.0%8.1%178.0232.4%6.7%
30Δ197.2728.1%6.4%180.5132.2%5.8%
35Δ194.5426.3%5.2%182.9031.7%4.9%
40Δ192.6126.1%4.5%185.1131.2%4.2%
45Δ190.8626.5%4.0%187.2031.3%3.6%
50Δ189.0726.4%3.4%189.2831.3%3.0%
55Δ187.3126.7%3.0%191.4031.3%2.5%
60Δ185.5226.6%2.5%193.5831.4%2.1%
65Δ183.6926.6%2.1%195.8431.4%1.7%
70Δ181.5627.6%1.8%198.1530.9%1.3%
75Δ179.5527.3%1.5%200.9731.3%0.9%
80Δ177.3527.0%1.2%206.0635.0%0.7%

20Δ

Calls
Pseudo strike
203.12
IV
29.7%
B/E move
9.0%
Puts
Pseudo strike
175.41
IV
32.2%
B/E move
7.7%

25Δ

Calls
Pseudo strike
200.81
IV
31.0%
B/E move
8.1%
Puts
Pseudo strike
178.02
IV
32.4%
B/E move
6.7%

30Δ

Calls
Pseudo strike
197.27
IV
28.1%
B/E move
6.4%
Puts
Pseudo strike
180.51
IV
32.2%
B/E move
5.8%

35Δ

Calls
Pseudo strike
194.54
IV
26.3%
B/E move
5.2%
Puts
Pseudo strike
182.90
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
192.61
IV
26.1%
B/E move
4.5%
Puts
Pseudo strike
185.11
IV
31.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
190.86
IV
26.5%
B/E move
4.0%
Puts
Pseudo strike
187.20
IV
31.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
189.07
IV
26.4%
B/E move
3.4%
Puts
Pseudo strike
189.28
IV
31.3%
B/E move
3.0%

55Δ

Calls
Pseudo strike
187.31
IV
26.7%
B/E move
3.0%
Puts
Pseudo strike
191.40
IV
31.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
185.52
IV
26.6%
B/E move
2.5%
Puts
Pseudo strike
193.58
IV
31.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
183.69
IV
26.6%
B/E move
2.1%
Puts
Pseudo strike
195.84
IV
31.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
181.56
IV
27.6%
B/E move
1.8%
Puts
Pseudo strike
198.15
IV
30.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
179.55
IV
27.3%
B/E move
1.5%
Puts
Pseudo strike
200.97
IV
31.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
177.35
IV
27.0%
B/E move
1.2%
Puts
Pseudo strike
206.06
IV
35.0%
B/E move
0.7%

Options history

No recorded observations