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Vanguard Financials ETF VFH

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Market datapartial · fetched 2026-10-22T23:51:33.654Z

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 · 2026-10-22T22:30:00.000842461Z

FundamentalsAlpha Vantage · unavailable

Share price$137.66
1D+1.1%
AH$136.07$136.50$136.94$137.37$137.805:30 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$0.52$2.44$4.36$6.28$8.20$126.90$131.75$136.60$141.45$146.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFH spot · $137.66VFH PRICE$0.73$0.92$1.11$1.31$1.72$2.32$2.92$3.53$4.13$4.74$5.48$6.27$7.05$1.15$1.43$1.71$2.03$2.50$2.98$3.46$3.94$4.53$5.31$6.09$6.87$7.65
PutsExpensive1.39×
CallsExpensive1.14×
SkewBearish+3.89 pp
Implied moveBearish±$6.39
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.3317.3%5.4%130.2725.7%6.2%
25Δ143.0816.4%4.6%131.9324.1%5.2%
30Δ141.8415.6%3.8%133.6022.6%4.2%
35Δ140.5914.7%3.1%135.1621.3%3.3%
40Δ139.5514.8%2.6%136.2121.1%2.9%
45Δ138.6915.9%2.4%137.2521.0%2.5%
50Δ137.8216.9%2.2%138.2920.8%2.1%
55Δ136.9618.0%2.1%139.3320.7%1.7%
60Δ136.1019.0%1.9%140.4020.5%1.3%
65Δ135.2320.1%1.7%141.5320.3%1.0%
70Δ134.1920.0%1.5%142.6620.1%0.8%
75Δ133.0819.5%1.2%143.7919.9%0.5%
80Δ131.9618.9%1.0%144.9219.7%0.3%

20Δ

Calls
Pseudo strike
144.33
IV
17.3%
B/E move
5.4%
Puts
Pseudo strike
130.27
IV
25.7%
B/E move
6.2%

25Δ

Calls
Pseudo strike
143.08
IV
16.4%
B/E move
4.6%
Puts
Pseudo strike
131.93
IV
24.1%
B/E move
5.2%

30Δ

Calls
Pseudo strike
141.84
IV
15.6%
B/E move
3.8%
Puts
Pseudo strike
133.60
IV
22.6%
B/E move
4.2%

35Δ

Calls
Pseudo strike
140.59
IV
14.7%
B/E move
3.1%
Puts
Pseudo strike
135.16
IV
21.3%
B/E move
3.3%

40Δ

Calls
Pseudo strike
139.55
IV
14.8%
B/E move
2.6%
Puts
Pseudo strike
136.21
IV
21.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
138.69
IV
15.9%
B/E move
2.4%
Puts
Pseudo strike
137.25
IV
21.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
137.82
IV
16.9%
B/E move
2.2%
Puts
Pseudo strike
138.29
IV
20.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
136.96
IV
18.0%
B/E move
2.1%
Puts
Pseudo strike
139.33
IV
20.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
136.10
IV
19.0%
B/E move
1.9%
Puts
Pseudo strike
140.40
IV
20.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
135.23
IV
20.1%
B/E move
1.7%
Puts
Pseudo strike
141.53
IV
20.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
134.19
IV
20.0%
B/E move
1.5%
Puts
Pseudo strike
142.66
IV
20.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
133.08
IV
19.5%
B/E move
1.2%
Puts
Pseudo strike
143.79
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
131.96
IV
18.9%
B/E move
1.0%
Puts
Pseudo strike
144.92
IV
19.7%
B/E move
0.3%

Options history

No recorded observations