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Vanguard U.S. Minimum Volatility ETF VFMV

i

Market dataready · fetched 2026-11-12T03:22:10.187Z

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 · 2026-11-12T01:00:07.994741621Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:22:09.776714+00:00

Share price$149.47
1D+0.6%
AH$148.39$148.66$148.94$149.21$149.495:30 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$0.65$0.96$1.27$1.58$1.90$144.14$146.43$148.73$151.02$153.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VFMV spot · $149.47VFMV PRICE$0.68$0.82$0.95$1.09$1.25$1.44$1.62$1.81$0.75$0.88$0.99$1.09$1.19$1.44$1.71
Puts——
Calls——
Skew——
Implied moveBearish±$1.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ148.4313.5%1.2%
40Δ148.8713.1%1.0%
45Δ149.908.6%0.7%149.2512.4%0.8%
50Δ149.648.6%0.7%149.6011.6%0.6%
55Δ149.388.6%0.6%149.9510.8%0.5%
60Δ149.128.6%0.5%150.3311.0%0.4%
65Δ148.858.5%0.4%150.7111.4%0.3%
70Δ148.588.4%0.4%
75Δ148.308.3%0.3%
80Δ148.038.1%0.2%

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
148.43
IV
13.5%
B/E move
1.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
148.87
IV
13.1%
B/E move
1.0%

45Δ

Calls
Pseudo strike
149.90
IV
8.6%
B/E move
0.7%
Puts
Pseudo strike
149.25
IV
12.4%
B/E move
0.8%

50Δ

Calls
Pseudo strike
149.64
IV
8.6%
B/E move
0.7%
Puts
Pseudo strike
149.60
IV
11.6%
B/E move
0.6%

55Δ

Calls
Pseudo strike
149.38
IV
8.6%
B/E move
0.6%
Puts
Pseudo strike
149.95
IV
10.8%
B/E move
0.5%

60Δ

Calls
Pseudo strike
149.12
IV
8.6%
B/E move
0.5%
Puts
Pseudo strike
150.33
IV
11.0%
B/E move
0.4%

65Δ

Calls
Pseudo strike
148.85
IV
8.5%
B/E move
0.4%
Puts
Pseudo strike
150.71
IV
11.4%
B/E move
0.3%

70Δ

Calls
Pseudo strike
148.58
IV
8.4%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
148.30
IV
8.3%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
148.03
IV
8.1%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend10.75%
Daily EOD
VFMV10.0%10.6%11.1%2026-10-19: 10.58%2026-10-20: 10.51%2026-10-21: 10.45%2026-10-23: 11.07%2026-10-27: 10.97%2026-10-28: 10.62%2026-10-29: 10.09%2026-10-30: 10.75%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
10.58%
10.51%
10.45%
11.07%
10.97%
10.62%
10.09%
10.75%