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Vanguard U.S. Minimum Volatility ETF VFMV

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Market datapartial · fetched 2026-10-22T21:53:52.652Z

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 · 2026-10-22T20:10:07.670725792Z

FundamentalsAlpha Vantage · unavailable

Share price$148.24
1D+0.8%
AH$146.82$147.16$147.49$147.83$148.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVFMV
Sold putSold callAH

Vanguard U.S. Minimum Volatility ETF options

Live interpolated VFMV call and put midpoint premiums by absolute delta.Vanguard U.S. Minimum Volatility ETF$0.48$1.66$2.84$4.02$5.20$139.89$143.45$147.01$150.57$154.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFMV spot · $148.24VFMV PRICE$0.61$0.77$0.95$1.13$1.34$1.67$2.11$2.54$2.97$3.51$4.14$4.86$0.77$0.88$1.08$1.28$1.52$1.79$2.06$2.29$2.50$2.93$3.29$3.49$3.70
PutsExpensive1.56×
CallsFair1.02×
SkewBearish+1.22 pp
Implied moveBearish±$3.72
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.2916.2%3.9%
25Δ151.669.9%2.7%145.0213.8%2.8%
30Δ151.019.9%2.4%145.9113.3%2.3%
35Δ150.389.7%2.1%146.7412.8%1.9%
40Δ149.799.6%1.8%147.4612.5%1.6%
45Δ149.279.6%1.6%148.1412.3%1.3%
50Δ148.7310.0%1.5%148.7912.1%1.0%
55Δ148.1711.0%1.4%149.3711.5%0.8%
60Δ147.5611.5%1.3%149.9310.9%0.5%
65Δ146.9011.7%1.1%150.5711.0%0.4%
70Δ146.1612.0%1.0%151.1510.8%0.3%
75Δ145.3412.3%0.8%151.579.9%0.1%
80Δ144.4312.5%0.7%151.999.1%0.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
143.29
IV
16.2%
B/E move
3.9%

25Δ

Calls
Pseudo strike
151.66
IV
9.9%
B/E move
2.7%
Puts
Pseudo strike
145.02
IV
13.8%
B/E move
2.8%

30Δ

Calls
Pseudo strike
151.01
IV
9.9%
B/E move
2.4%
Puts
Pseudo strike
145.91
IV
13.3%
B/E move
2.3%

35Δ

Calls
Pseudo strike
150.38
IV
9.7%
B/E move
2.1%
Puts
Pseudo strike
146.74
IV
12.8%
B/E move
1.9%

40Δ

Calls
Pseudo strike
149.79
IV
9.6%
B/E move
1.8%
Puts
Pseudo strike
147.46
IV
12.5%
B/E move
1.6%

45Δ

Calls
Pseudo strike
149.27
IV
9.6%
B/E move
1.6%
Puts
Pseudo strike
148.14
IV
12.3%
B/E move
1.3%

50Δ

Calls
Pseudo strike
148.73
IV
10.0%
B/E move
1.5%
Puts
Pseudo strike
148.79
IV
12.1%
B/E move
1.0%

55Δ

Calls
Pseudo strike
148.17
IV
11.0%
B/E move
1.4%
Puts
Pseudo strike
149.37
IV
11.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
147.56
IV
11.5%
B/E move
1.3%
Puts
Pseudo strike
149.93
IV
10.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
146.90
IV
11.7%
B/E move
1.1%
Puts
Pseudo strike
150.57
IV
11.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
146.16
IV
12.0%
B/E move
1.0%
Puts
Pseudo strike
151.15
IV
10.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
145.34
IV
12.3%
B/E move
0.8%
Puts
Pseudo strike
151.57
IV
9.9%
B/E move
0.1%

80Δ

Calls
Pseudo strike
144.43
IV
12.5%
B/E move
0.7%
Puts
Pseudo strike
151.99
IV
9.1%
B/E move
0.0%

Options history

No recorded observations