Share price$216.82
1D+0.6%
Sold putSold call
Vanguard U.S. Momentum Factor ETF VFMO
i
Market datapartial · fetched 2026-10-23T19:44:26.405Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T19:27:48.098416469Z
FundamentalsAlpha Vantage · unavailable
Vanguard U.S. Momentum Factor ETF options
PutsExpensive1.53×
CallsExpensive1.50×
SkewNeutral+0.17 pp
Implied moveBearish±$21.86
TiltBearish8.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 224.12 | 23.8% | 6.0% | |||
| 45Δ | 220.93 | 24.9% | 5.5% | 217.01 | 27.0% | 4.1% |
| 50Δ | 217.74 | 25.9% | 5.0% | 220.96 | 27.3% | 3.6% |
| 55Δ | 214.56 | 26.9% | 4.5% | 224.90 | 27.6% | 3.1% |
| 60Δ | 211.37 | 27.9% | 4.0% | 228.84 | 27.9% | 2.6% |
| 65Δ | 208.18 | 28.9% | 3.5% | 232.79 | 28.2% | 2.1% |
| 70Δ | 204.99 | 29.9% | 3.0% | 236.73 | 28.6% | 1.7% |
| 75Δ | 201.80 | 30.9% | 2.5% | 240.68 | 28.9% | 1.2% |
| 80Δ | 197.64 | 32.3% | 2.1% | 244.62 | 29.2% | 0.7% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 224.12
- IV
- 23.8%
- B/E move
- 6.0%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 220.93
- IV
- 24.9%
- B/E move
- 5.5%
- Pseudo strike
- 217.01
- IV
- 27.0%
- B/E move
- 4.1%
50Δ
- Pseudo strike
- 217.74
- IV
- 25.9%
- B/E move
- 5.0%
- Pseudo strike
- 220.96
- IV
- 27.3%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- 214.56
- IV
- 26.9%
- B/E move
- 4.5%
- Pseudo strike
- 224.90
- IV
- 27.6%
- B/E move
- 3.1%
60Δ
- Pseudo strike
- 211.37
- IV
- 27.9%
- B/E move
- 4.0%
- Pseudo strike
- 228.84
- IV
- 27.9%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- 208.18
- IV
- 28.9%
- B/E move
- 3.5%
- Pseudo strike
- 232.79
- IV
- 28.2%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 204.99
- IV
- 29.9%
- B/E move
- 3.0%
- Pseudo strike
- 236.73
- IV
- 28.6%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 201.80
- IV
- 30.9%
- B/E move
- 2.5%
- Pseudo strike
- 240.68
- IV
- 28.9%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 197.64
- IV
- 32.3%
- B/E move
- 2.1%
- Pseudo strike
- 244.62
- IV
- 29.2%
- B/E move
- 0.7%
Options history
No recorded observations