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Vanguard U.S. Multifactor ETF VFMF

i

Market dataready · fetched 2026-10-22T23:57:59.754Z

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 · 2026-10-22T22:30:07.746315766Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:57:57.608840+00:00

Share price$188.78
1D+0.8%
AH$185.98$186.73$187.49$188.24$188.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVFMF
Sold putSold callAH

Vanguard U.S. Multifactor ETF options

Live interpolated VFMF call and put midpoint premiums by absolute delta.Vanguard U.S. Multifactor ETF$1.53$2.82$4.11$5.40$6.69$175.46$181.52$187.57$193.63$199.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFMF spot · $188.78VFMF PRICE$1.84$2.05$2.28$2.62$3.06$3.55$4.06$4.69$5.38$5.97$1.67$1.88$2.12$2.39$2.76$3.27$3.84$4.47$5.23$6.32
PutsExpensive1.40×
CallsCheap0.80×
SkewBearish+6.56 pp
Implied moveBearish±$6.46
TiltBullish2.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ178.1827.1%6.5%
25Δ181.7622.9%4.7%
30Δ184.1420.4%3.6%
35Δ192.7515.0%3.1%185.9318.6%2.8%
40Δ191.5013.9%2.5%187.2217.7%2.3%
45Δ190.4112.9%2.1%188.4317.6%1.9%
50Δ189.4912.6%1.8%189.6017.5%1.6%
55Δ188.6412.6%1.5%190.7817.5%1.3%
60Δ187.7812.7%1.4%192.0117.6%1.1%
65Δ186.9112.6%1.2%193.4618.4%0.9%
70Δ185.9712.7%1.0%
75Δ185.0012.6%0.8%
80Δ184.1112.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
178.18
IV
27.1%
B/E move
6.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
181.76
IV
22.9%
B/E move
4.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
184.14
IV
20.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
192.75
IV
15.0%
B/E move
3.1%
Puts
Pseudo strike
185.93
IV
18.6%
B/E move
2.8%

40Δ

Calls
Pseudo strike
191.50
IV
13.9%
B/E move
2.5%
Puts
Pseudo strike
187.22
IV
17.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
190.41
IV
12.9%
B/E move
2.1%
Puts
Pseudo strike
188.43
IV
17.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
189.49
IV
12.6%
B/E move
1.8%
Puts
Pseudo strike
189.60
IV
17.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
188.64
IV
12.6%
B/E move
1.5%
Puts
Pseudo strike
190.78
IV
17.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
187.78
IV
12.7%
B/E move
1.4%
Puts
Pseudo strike
192.01
IV
17.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
186.91
IV
12.6%
B/E move
1.2%
Puts
Pseudo strike
193.46
IV
18.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
185.97
IV
12.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
185.00
IV
12.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
184.11
IV
12.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations