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Vanguard U.S. Quality Factor ETF VFQY

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Market datapartial · fetched 2026-10-22T21:54:51.634Z

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 · 2026-10-22T20:10:07.855160613Z

FundamentalsAlpha Vantage · unavailable

Share price$177.79
1D+0.1%
AH$176.42$176.73$177.04$177.35$177.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVFQY
Sold putSold callAH

Vanguard U.S. Quality Factor ETF options

Live interpolated VFQY call and put midpoint premiums by absolute delta.Vanguard U.S. Quality Factor ETF$0.91$3.07$5.23$7.39$9.55$167.47$172.37$177.28$182.18$187.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFQY spot · $177.79VFQY PRICE$1.18$1.50$1.84$2.24$2.70$3.21$3.79$4.48$6.12$6.45$8.93$1.14$1.44$1.76$2.06$2.45$2.85$3.26$3.72$4.26$4.89
PutsExpensive1.54×
CallsExpensive1.16×
SkewBearish+2.05 pp
Implied moveBearish±$5.96
TiltBullish20.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ170.3919.9%4.8%
25Δ172.3318.8%3.9%
30Δ181.8012.5%2.9%173.9017.9%3.2%
35Δ181.0013.0%2.6%175.2717.0%2.6%
40Δ180.1513.1%2.4%176.4216.7%2.1%
45Δ179.3213.4%2.1%177.5016.3%1.8%
50Δ178.4713.8%1.9%178.5115.8%1.4%
55Δ177.5914.1%1.7%179.5015.5%1.1%
60Δ176.6514.4%1.5%180.4715.3%0.9%
65Δ175.6514.8%1.3%181.4915.2%0.7%
70Δ173.9517.7%1.3%
75Δ173.1216.2%1.0%
80Δ170.5119.5%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
170.39
IV
19.9%
B/E move
4.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
172.33
IV
18.8%
B/E move
3.9%

30Δ

Calls
Pseudo strike
181.80
IV
12.5%
B/E move
2.9%
Puts
Pseudo strike
173.90
IV
17.9%
B/E move
3.2%

35Δ

Calls
Pseudo strike
181.00
IV
13.0%
B/E move
2.6%
Puts
Pseudo strike
175.27
IV
17.0%
B/E move
2.6%

40Δ

Calls
Pseudo strike
180.15
IV
13.1%
B/E move
2.4%
Puts
Pseudo strike
176.42
IV
16.7%
B/E move
2.1%

45Δ

Calls
Pseudo strike
179.32
IV
13.4%
B/E move
2.1%
Puts
Pseudo strike
177.50
IV
16.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
178.47
IV
13.8%
B/E move
1.9%
Puts
Pseudo strike
178.51
IV
15.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
177.59
IV
14.1%
B/E move
1.7%
Puts
Pseudo strike
179.50
IV
15.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
176.65
IV
14.4%
B/E move
1.5%
Puts
Pseudo strike
180.47
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
175.65
IV
14.8%
B/E move
1.3%
Puts
Pseudo strike
181.49
IV
15.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
173.95
IV
17.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
173.12
IV
16.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
170.51
IV
19.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations