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Vanguard U.S. Multifactor ETF VFMF

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Market datapartial · fetched 2026-10-23T15:51:03.318Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-23T15:50:41.949510874Z

FundamentalsAlpha Vantage · unavailable

Share price$187.81
1D+0.3%
$186.45$186.84$187.24$187.63$188.025:30 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$2.94$5.31$7.67$10.04$12.41$-0.19$0.16$0.50$0.84$1.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVFMF PRICE$3.19$3.87$4.55$5.22$5.90$6.57$7.25$7.93$8.60$9.28$9.96$10.63$11.73$3.36$3.85$4.34$4.83$5.31$5.80
PutsExpensive1.23×
CallsCheap0.93×
SkewBearish+7.94 pp
Implied move——
TiltBullish55.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ241.1540.3%30.1%147.6948.2%23.2%
25Δ235.9238.0%27.7%154.8442.9%19.6%
30Δ230.6935.8%25.3%162.0037.6%16.1%
35Δ225.4633.6%22.8%169.1532.3%12.5%
40Δ220.2331.4%20.4%176.3126.9%9.0%
45Δ215.0029.2%18.0%183.4621.6%5.4%
50Δ209.7726.9%15.6%
55Δ204.5424.7%13.1%
60Δ199.3122.5%10.7%
65Δ194.0820.3%8.3%
70Δ188.8518.1%5.9%
75Δ183.6215.8%3.4%
80Δ179.2314.3%1.7%

20Δ

Calls
Pseudo strike
241.15
IV
40.3%
B/E move
30.1%
Puts
Pseudo strike
147.69
IV
48.2%
B/E move
23.2%

25Δ

Calls
Pseudo strike
235.92
IV
38.0%
B/E move
27.7%
Puts
Pseudo strike
154.84
IV
42.9%
B/E move
19.6%

30Δ

Calls
Pseudo strike
230.69
IV
35.8%
B/E move
25.3%
Puts
Pseudo strike
162.00
IV
37.6%
B/E move
16.1%

35Δ

Calls
Pseudo strike
225.46
IV
33.6%
B/E move
22.8%
Puts
Pseudo strike
169.15
IV
32.3%
B/E move
12.5%

40Δ

Calls
Pseudo strike
220.23
IV
31.4%
B/E move
20.4%
Puts
Pseudo strike
176.31
IV
26.9%
B/E move
9.0%

45Δ

Calls
Pseudo strike
215.00
IV
29.2%
B/E move
18.0%
Puts
Pseudo strike
183.46
IV
21.6%
B/E move
5.4%

50Δ

Calls
Pseudo strike
209.77
IV
26.9%
B/E move
15.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
204.54
IV
24.7%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
199.31
IV
22.5%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
194.08
IV
20.3%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
188.85
IV
18.1%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
183.62
IV
15.8%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
179.23
IV
14.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations