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Vanguard U.S. Value Factor ETF VFVA

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Market datapartial · fetched 2026-10-23T02:22:18.938Z

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 · 2026-10-23T00:00:07.955801728Z

FundamentalsAlpha Vantage · unavailable

Share price$161.13
1D+2.4%
AH$157$158$159$160$1615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVFVA
Sold putSold callAH

Vanguard U.S. Value Factor ETF options

Live interpolated VFVA call and put midpoint premiums by absolute delta.Vanguard U.S. Value Factor ETF$1.65$2.64$3.62$4.61$5.60$147.89$153.62$159.36$165.09$170.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFVA spot · $161.13VFVA PRICE$2.18$2.51$2.62$2.70$2.82$2.92$2.99$3.07$3.28$1.76$1.99$2.21$2.39$3.14$4.19$4.72$5.31$5.07$4.83$4.34$3.13
PutsExpensive1.66×
CallsCheap0.74×
SkewBearish+9.89 pp
Implied moveBearish±$7.34
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.1333.3%7.9%
25Δ153.7428.3%5.8%
30Δ156.2724.8%4.4%
35Δ158.2421.7%3.3%
40Δ163.9117.4%3.1%159.4623.0%3.0%
45Δ162.8516.9%2.6%160.5826.0%2.9%
50Δ161.8014.9%2.0%162.0324.9%2.4%
55Δ161.0013.1%1.6%163.2424.4%2.0%
60Δ160.4011.8%1.3%163.8820.8%1.4%
65Δ159.8910.6%1.0%164.5217.1%0.9%
70Δ159.539.5%0.9%164.8313.2%0.4%
75Δ159.178.4%0.7%164.188.4%0.1%
80Δ158.507.7%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
150.13
IV
33.3%
B/E move
7.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
153.74
IV
28.3%
B/E move
5.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
156.27
IV
24.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
158.24
IV
21.7%
B/E move
3.3%

40Δ

Calls
Pseudo strike
163.91
IV
17.4%
B/E move
3.1%
Puts
Pseudo strike
159.46
IV
23.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
162.85
IV
16.9%
B/E move
2.6%
Puts
Pseudo strike
160.58
IV
26.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
161.80
IV
14.9%
B/E move
2.0%
Puts
Pseudo strike
162.03
IV
24.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
161.00
IV
13.1%
B/E move
1.6%
Puts
Pseudo strike
163.24
IV
24.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
160.40
IV
11.8%
B/E move
1.3%
Puts
Pseudo strike
163.88
IV
20.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
159.89
IV
10.6%
B/E move
1.0%
Puts
Pseudo strike
164.52
IV
17.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
159.53
IV
9.5%
B/E move
0.9%
Puts
Pseudo strike
164.83
IV
13.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
159.17
IV
8.4%
B/E move
0.7%
Puts
Pseudo strike
164.18
IV
8.4%
B/E move
0.1%

80Δ

Calls
Pseudo strike
158.50
IV
7.7%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations