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Vanguard U.S. Value Factor ETF VFVA

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Market datapartial · fetched 2026-10-23T05:59:44.632Z

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$3.63$4.61$5.60$147.89$153.62$159.36$165.09$170.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFVA spot · $161.13VFVA PRICE$2.18$2.52$2.62$2.70$2.82$2.93$3.00$3.07$3.29$1.76$1.99$2.21$2.39$3.13$4.18$4.71$5.32$5.08$4.84$4.39$3.23
PutsExpensive1.72×
CallsCheap0.75×
SkewBearish+10.00 pp
Implied moveBearish±$7.33
TiltBearish26.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.1333.3%7.9%
25Δ153.7428.4%5.8%
30Δ156.2724.9%4.4%
35Δ158.2421.7%3.3%
40Δ163.9117.4%3.1%159.4523.2%3.0%
45Δ162.8516.9%2.6%160.5726.4%2.9%
50Δ161.7915.2%2.0%162.0125.3%2.4%
55Δ160.9813.4%1.6%163.2224.9%2.0%
60Δ160.3912.1%1.3%163.8621.2%1.5%
65Δ159.8710.8%1.0%164.5017.5%0.9%
70Δ159.519.7%0.9%164.8613.5%0.4%
75Δ159.148.6%0.7%164.248.9%0.1%
80Δ158.467.8%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
28.4%
B/E move
5.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
156.27
IV
24.9%
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
159.45
IV
23.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
162.85
IV
16.9%
B/E move
2.6%
Puts
Pseudo strike
160.57
IV
26.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
161.79
IV
15.2%
B/E move
2.0%
Puts
Pseudo strike
162.01
IV
25.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
160.98
IV
13.4%
B/E move
1.6%
Puts
Pseudo strike
163.22
IV
24.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
160.39
IV
12.1%
B/E move
1.3%
Puts
Pseudo strike
163.86
IV
21.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
159.87
IV
10.8%
B/E move
1.0%
Puts
Pseudo strike
164.50
IV
17.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
159.51
IV
9.7%
B/E move
0.9%
Puts
Pseudo strike
164.86
IV
13.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
159.14
IV
8.6%
B/E move
0.7%
Puts
Pseudo strike
164.24
IV
8.9%
B/E move
0.1%

80Δ

Calls
Pseudo strike
158.46
IV
7.8%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations