Share price$176.37
1D+0.0%
Sold putSold callAH
Vanguard U.S. Quality Factor ETF VFQY
i
Market datapartial · fetched 2026-10-23T20:45:58.255Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-23T20:10:07.917232755Z
FundamentalsAlpha Vantage · unavailable
Vanguard U.S. Quality Factor ETF options
PutsExpensive1.51×
CallsExpensive1.26×
SkewBullish-0.35 pp
Implied moveBearish±$5.99
TiltBullish13.6% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 169.14 | 19.9% | 4.7% | |||
| 25Δ | 181.61 | 13.5% | 3.5% | 171.13 | 18.4% | 3.8% |
| 30Δ | 180.53 | 13.5% | 3.1% | 172.55 | 17.9% | 3.1% |
| 35Δ | 179.65 | 13.8% | 2.7% | 173.82 | 17.5% | 2.6% |
| 40Δ | 178.78 | 14.0% | 2.5% | 175.00 | 17.0% | 2.2% |
| 45Δ | 177.94 | 14.6% | 2.2% | 176.08 | 16.3% | 1.7% |
| 50Δ | 177.05 | 15.0% | 2.0% | 177.06 | 15.7% | 1.4% |
| 55Δ | 176.08 | 16.1% | 1.9% | 177.93 | 14.5% | 1.0% |
| 60Δ | 175.04 | 16.6% | 1.6% | 178.78 | 14.0% | 0.8% |
| 65Δ | 173.76 | 17.9% | 1.5% | 179.57 | 13.4% | 0.6% |
| 70Δ | 172.40 | 18.6% | 1.3% | 180.40 | 13.0% | 0.4% |
| 75Δ | 170.81 | 19.5% | 1.1% | 181.34 | 12.9% | 0.2% |
| 80Δ | 168.47 | 21.7% | 1.0% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 169.14
- IV
- 19.9%
- B/E move
- 4.7%
25Δ
- Pseudo strike
- 181.61
- IV
- 13.5%
- B/E move
- 3.5%
- Pseudo strike
- 171.13
- IV
- 18.4%
- B/E move
- 3.8%
30Δ
- Pseudo strike
- 180.53
- IV
- 13.5%
- B/E move
- 3.1%
- Pseudo strike
- 172.55
- IV
- 17.9%
- B/E move
- 3.1%
35Δ
- Pseudo strike
- 179.65
- IV
- 13.8%
- B/E move
- 2.7%
- Pseudo strike
- 173.82
- IV
- 17.5%
- B/E move
- 2.6%
40Δ
- Pseudo strike
- 178.78
- IV
- 14.0%
- B/E move
- 2.5%
- Pseudo strike
- 175.00
- IV
- 17.0%
- B/E move
- 2.2%
45Δ
- Pseudo strike
- 177.94
- IV
- 14.6%
- B/E move
- 2.2%
- Pseudo strike
- 176.08
- IV
- 16.3%
- B/E move
- 1.7%
50Δ
- Pseudo strike
- 177.05
- IV
- 15.0%
- B/E move
- 2.0%
- Pseudo strike
- 177.06
- IV
- 15.7%
- B/E move
- 1.4%
55Δ
- Pseudo strike
- 176.08
- IV
- 16.1%
- B/E move
- 1.9%
- Pseudo strike
- 177.93
- IV
- 14.5%
- B/E move
- 1.0%
60Δ
- Pseudo strike
- 175.04
- IV
- 16.6%
- B/E move
- 1.6%
- Pseudo strike
- 178.78
- IV
- 14.0%
- B/E move
- 0.8%
65Δ
- Pseudo strike
- 173.76
- IV
- 17.9%
- B/E move
- 1.5%
- Pseudo strike
- 179.57
- IV
- 13.4%
- B/E move
- 0.6%
70Δ
- Pseudo strike
- 172.40
- IV
- 18.6%
- B/E move
- 1.3%
- Pseudo strike
- 180.40
- IV
- 13.0%
- B/E move
- 0.4%
75Δ
- Pseudo strike
- 170.81
- IV
- 19.5%
- B/E move
- 1.1%
- Pseudo strike
- 181.34
- IV
- 12.9%
- B/E move
- 0.2%
80Δ
- Pseudo strike
- 168.47
- IV
- 21.7%
- B/E move
- 1.0%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations