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Vanguard Financials ETF VFH

i

Market dataready · fetched 2026-11-13T01:52:52.606Z

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 · 2026-11-13T01:00:00.002012569Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:52:52.234814+00:00

Share price$140.76
1D-1.0%
AH$140.63$141.05$141.48$141.91$142.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVFH
Sold putSold callAH

Vanguard Financials ETF options

Live interpolated VFH call and put midpoint premiums by absolute delta.Vanguard Financials ETF$0.54$2.80$5.06$7.31$9.57$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEVFH PRICE$0.79$0.89$1.11$1.34$1.58$1.82$2.05$2.29$2.93$4.10$5.28$6.45$8.92$0.90$0.98$1.06$1.15$1.23
Puts——
CallsExpensive2.32×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.1039.1%6.5%134.5338.4%5.1%
25Δ145.4430.1%4.0%136.0933.2%4.0%
30Δ144.3228.3%3.3%137.3229.2%3.2%
35Δ143.5427.4%2.9%138.5525.1%2.4%
40Δ142.7726.6%2.5%139.7821.0%1.6%
45Δ141.9925.7%2.2%
50Δ141.2124.9%1.8%
55Δ140.4424.0%1.4%
60Δ139.4425.4%1.1%
65Δ138.1629.6%1.1%
70Δ136.8833.8%1.0%
75Δ135.6038.0%0.9%
80Δ133.0446.5%0.9%

20Δ

Calls
Pseudo strike
149.10
IV
39.1%
B/E move
6.5%
Puts
Pseudo strike
134.53
IV
38.4%
B/E move
5.1%

25Δ

Calls
Pseudo strike
145.44
IV
30.1%
B/E move
4.0%
Puts
Pseudo strike
136.09
IV
33.2%
B/E move
4.0%

30Δ

Calls
Pseudo strike
144.32
IV
28.3%
B/E move
3.3%
Puts
Pseudo strike
137.32
IV
29.2%
B/E move
3.2%

35Δ

Calls
Pseudo strike
143.54
IV
27.4%
B/E move
2.9%
Puts
Pseudo strike
138.55
IV
25.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
142.77
IV
26.6%
B/E move
2.5%
Puts
Pseudo strike
139.78
IV
21.0%
B/E move
1.6%

45Δ

Calls
Pseudo strike
141.99
IV
25.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
141.21
IV
24.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
140.44
IV
24.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
139.44
IV
25.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
138.16
IV
29.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
136.88
IV
33.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
135.60
IV
38.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
133.04
IV
46.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.51%
Daily EOD
VFH16.8%17.2%17.6%2026-10-19: 16.96%2026-10-20: 17.12%2026-10-21: 16.84%2026-10-22: 17.34%2026-10-23: 17.55%2026-10-26: 17.13%2026-10-27: 16.93%2026-10-28: 17.12%2026-10-29: 16.81%2026-10-30: 17.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.96%
17.12%
16.84%
17.34%
17.55%
17.13%
16.93%
17.12%
16.81%
17.51%