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Vanguard U.S. Momentum Factor ETF VFMO

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Market datapartial · fetched 2026-10-23T15:58:09.654Z

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 · 2026-10-23T15:52:15.55323093Z

FundamentalsAlpha Vantage · unavailable

Share price$217.59
1D+0.9%
$214.61$215.44$216.26$217.08$217.915:30 AM6:30 AM9:00 AM1:00 PMVFMO
Sold putSold call

Vanguard U.S. Momentum Factor ETF options

Live interpolated VFMO call and put midpoint premiums by absolute delta.Vanguard U.S. Momentum Factor ETF$2.08$6.05$10.01$13.98$17.95$196.27$206.71$217.15$227.59$238.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFMO spot · $217.59VFMO PRICE$3.26$4.08$4.91$5.95$7.12$8.37$10.30$12.24$14.28$16.80$2.51$3.17$3.82$4.48$5.13$6.03$6.98$8.11$9.43$10.75$12.07$13.39$15.16
PutsExpensive1.47×
CallsExpensive1.78×
SkewBearish+1.47 pp
Implied moveBearish±$12.94
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ201.3135.7%8.6%
25Δ204.5933.9%7.4%
30Δ207.8632.2%6.2%
35Δ224.2223.4%4.5%211.1430.4%5.0%
40Δ222.4324.1%4.1%214.4228.6%3.8%
45Δ220.6424.8%3.7%216.7427.9%3.2%
50Δ218.7325.5%3.3%218.8527.5%2.6%
55Δ216.7526.2%2.9%220.9727.1%2.2%
60Δ214.7227.0%2.5%223.0826.6%1.8%
65Δ212.1728.7%2.2%225.2026.2%1.4%
70Δ209.6030.1%2.0%227.3125.7%1.1%
75Δ206.8130.4%1.6%229.4225.3%0.7%
80Δ203.5931.2%1.3%231.8024.6%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
201.31
IV
35.7%
B/E move
8.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
204.59
IV
33.9%
B/E move
7.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
207.86
IV
32.2%
B/E move
6.2%

35Δ

Calls
Pseudo strike
224.22
IV
23.4%
B/E move
4.5%
Puts
Pseudo strike
211.14
IV
30.4%
B/E move
5.0%

40Δ

Calls
Pseudo strike
222.43
IV
24.1%
B/E move
4.1%
Puts
Pseudo strike
214.42
IV
28.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
220.64
IV
24.8%
B/E move
3.7%
Puts
Pseudo strike
216.74
IV
27.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
218.73
IV
25.5%
B/E move
3.3%
Puts
Pseudo strike
218.85
IV
27.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
216.75
IV
26.2%
B/E move
2.9%
Puts
Pseudo strike
220.97
IV
27.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
214.72
IV
27.0%
B/E move
2.5%
Puts
Pseudo strike
223.08
IV
26.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
212.17
IV
28.7%
B/E move
2.2%
Puts
Pseudo strike
225.20
IV
26.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
209.60
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
227.31
IV
25.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
206.81
IV
30.4%
B/E move
1.6%
Puts
Pseudo strike
229.42
IV
25.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
203.59
IV
31.2%
B/E move
1.3%
Puts
Pseudo strike
231.80
IV
24.6%
B/E move
0.4%

Options history

No recorded observations