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Vanguard U.S. Multifactor ETF VFMF

i

Market dataready · fetched 2026-11-13T18:51:24.440Z

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 · 2026-11-13T18:49:35.548257072Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:51:23.879588+00:00

Share price$186.09
1D-0.9%
$184.76$185.55$186.34$187.13$187.925:30 AM6:30 AM9:00 AM1:00 PMVFMF
Sold putSold call

Vanguard U.S. Multifactor ETF options

Live interpolated VFMF call and put midpoint premiums by absolute delta.Vanguard U.S. Multifactor ETF$1.31$2.59$3.86$5.13$6.41$179.85$183.11$186.37$189.62$192.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VFMF spot · $186.09VFMF PRICE$1.58$1.71$1.83$1.96$2.10$2.45$3.24$3.74$4.42$1.45$1.55$1.68$1.83$1.99$2.20$2.45$3.22$4.48$6.04
Puts——
Calls——
Skew——
Implied moveBalanced±$3.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ184.0323.4%1.9%
40Δ187.8021.8%1.8%184.9820.6%1.4%
45Δ186.9719.7%1.4%185.6718.9%1.1%
50Δ186.3418.0%1.1%186.2717.5%0.9%
55Δ185.7916.6%0.9%186.7916.4%0.7%
60Δ185.3215.3%0.7%187.2915.6%0.5%
65Δ184.7315.4%0.6%187.7715.1%0.4%
70Δ183.8817.9%0.6%188.6816.5%0.3%
75Δ183.1817.9%0.4%189.9919.8%0.3%
80Δ182.3418.3%0.4%191.6123.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
184.03
IV
23.4%
B/E move
1.9%

40Δ

Calls
Pseudo strike
187.80
IV
21.8%
B/E move
1.8%
Puts
Pseudo strike
184.98
IV
20.6%
B/E move
1.4%

45Δ

Calls
Pseudo strike
186.97
IV
19.7%
B/E move
1.4%
Puts
Pseudo strike
185.67
IV
18.9%
B/E move
1.1%

50Δ

Calls
Pseudo strike
186.34
IV
18.0%
B/E move
1.1%
Puts
Pseudo strike
186.27
IV
17.5%
B/E move
0.9%

55Δ

Calls
Pseudo strike
185.79
IV
16.6%
B/E move
0.9%
Puts
Pseudo strike
186.79
IV
16.4%
B/E move
0.7%

60Δ

Calls
Pseudo strike
185.32
IV
15.3%
B/E move
0.7%
Puts
Pseudo strike
187.29
IV
15.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
184.73
IV
15.4%
B/E move
0.6%
Puts
Pseudo strike
187.77
IV
15.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
183.88
IV
17.9%
B/E move
0.6%
Puts
Pseudo strike
188.68
IV
16.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
183.18
IV
17.9%
B/E move
0.4%
Puts
Pseudo strike
189.99
IV
19.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
182.34
IV
18.3%
B/E move
0.4%
Puts
Pseudo strike
191.61
IV
23.7%
B/E move
0.3%

Options history

IV · four-Friday blend15.50%
Daily EOD
VFMF13.8%15.6%17.5%2026-10-19: 17.21%2026-10-20: 14.08%2026-10-21: 15.49%2026-10-22: 14.89%2026-10-23: 15.66%2026-10-26: 15.47%2026-10-27: 15.36%2026-10-28: 15.13%2026-10-29: 15.18%2026-10-30: 15.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.21%
14.08%
15.49%
14.89%
15.66%
15.47%
15.36%
15.13%
15.18%
15.50%