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Vanguard Financials ETF VFH

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Market datapartial · fetched 2026-10-23T15:45:33.715Z

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 · 2026-10-23T15:45:03.868565894Z

FundamentalsAlpha Vantage · unavailable

Share price$136.29
1D-0.4%
$135.53$135.87$136.21$136.55$136.895:30 AM6:30 AM9:00 AM1:00 PMVFH
Sold putSold call

Vanguard Financials ETF options

Live interpolated VFH call and put midpoint premiums by absolute delta.Vanguard Financials ETF$0.42$3.47$6.51$9.56$12.60$126.00$130.76$135.51$140.27$145.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFH spot · $136.29VFH PRICE$0.75$0.90$1.11$1.53$1.96$2.38$2.80$3.23$3.65$4.59$5.56$6.52$7.49$1.12$1.35$1.59$1.83$2.11$3.31$4.51$5.71$6.92$8.12$9.32$10.52$11.72
PutsExpensive1.42×
CallsExpensive1.18×
SkewBearish+4.10 pp
Implied moveBearish±$7.32
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.4118.8%5.8%129.1025.6%6.1%
25Δ141.5216.8%4.5%130.6023.8%5.2%
30Δ139.8415.4%3.4%132.0922.1%4.2%
35Δ139.0415.9%3.1%133.5820.3%3.3%
40Δ138.2416.4%2.9%135.0718.7%2.4%
45Δ137.4417.0%2.6%136.6019.5%2.2%
50Δ136.6417.5%2.3%138.1320.4%2.0%
55Δ135.8418.0%2.0%139.6621.2%1.7%
60Δ135.0418.6%1.8%141.1922.0%1.5%
65Δ133.8219.4%1.6%142.7122.9%1.2%
70Δ132.5720.2%1.3%144.2423.7%1.0%
75Δ131.3221.0%1.1%145.7724.5%0.8%
80Δ130.0821.8%0.9%147.3025.4%0.5%

20Δ

Calls
Pseudo strike
143.41
IV
18.8%
B/E move
5.8%
Puts
Pseudo strike
129.10
IV
25.6%
B/E move
6.1%

25Δ

Calls
Pseudo strike
141.52
IV
16.8%
B/E move
4.5%
Puts
Pseudo strike
130.60
IV
23.8%
B/E move
5.2%

30Δ

Calls
Pseudo strike
139.84
IV
15.4%
B/E move
3.4%
Puts
Pseudo strike
132.09
IV
22.1%
B/E move
4.2%

35Δ

Calls
Pseudo strike
139.04
IV
15.9%
B/E move
3.1%
Puts
Pseudo strike
133.58
IV
20.3%
B/E move
3.3%

40Δ

Calls
Pseudo strike
138.24
IV
16.4%
B/E move
2.9%
Puts
Pseudo strike
135.07
IV
18.7%
B/E move
2.4%

45Δ

Calls
Pseudo strike
137.44
IV
17.0%
B/E move
2.6%
Puts
Pseudo strike
136.60
IV
19.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
136.64
IV
17.5%
B/E move
2.3%
Puts
Pseudo strike
138.13
IV
20.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
135.84
IV
18.0%
B/E move
2.0%
Puts
Pseudo strike
139.66
IV
21.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
135.04
IV
18.6%
B/E move
1.8%
Puts
Pseudo strike
141.19
IV
22.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
133.82
IV
19.4%
B/E move
1.6%
Puts
Pseudo strike
142.71
IV
22.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
132.57
IV
20.2%
B/E move
1.3%
Puts
Pseudo strike
144.24
IV
23.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
131.32
IV
21.0%
B/E move
1.1%
Puts
Pseudo strike
145.77
IV
24.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
130.08
IV
21.8%
B/E move
0.9%
Puts
Pseudo strike
147.30
IV
25.4%
B/E move
0.5%

Options history

No recorded observations