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Vanguard Information Technology ETF VGT

i

Market dataready · fetched 2026-11-12T16:42:15.909Z

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 · 2026-11-12T16:42:13.839835958Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:42:14.951205+00:00

Share price$113.31
1D+1.7%
$110.35$111.35$112.35$113.35$114.355:30 AM6:30 AM9:00 AM1:00 PMVGT
Sold putSold call

Vanguard Information Technology ETF options

Live interpolated VGT call and put midpoint premiums by absolute delta.Vanguard Information Technology ETF$0.43$1.91$3.38$4.86$6.34$104.19$108.79$113.39$117.99$122.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VGT spot · $113.31VGT PRICE$0.59$0.80$1.03$1.31$1.56$2.05$2.31$2.79$3.29$4.10$4.62$5.70$5.91$0.75$0.95$1.18$1.39$1.66$1.96$2.22$2.52$2.92$3.29$3.63$5.53
Puts——
CallsCheap0.83×
Skew——
Implied moveBullish±$4.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.1832.2%4.8%108.2438.8%5.1%
25Δ117.3232.7%4.2%109.4736.8%4.2%
30Δ116.5033.1%3.7%110.4435.9%3.6%
35Δ115.7834.0%3.3%111.3634.2%3.0%
40Δ114.9933.6%2.9%112.1233.7%2.5%
45Δ114.3737.3%2.7%112.8533.3%2.1%
50Δ113.5635.6%2.3%113.5332.2%1.8%
55Δ112.8037.0%2.0%114.1931.3%1.4%
60Δ111.9937.7%1.7%114.8731.3%1.2%
65Δ110.9941.1%1.6%115.5230.5%1.0%
70Δ110.1140.2%1.3%116.1229.3%0.7%
75Δ108.8243.4%1.1%
80Δ108.2538.8%0.7%118.3333.1%0.4%

20Δ

Calls
Pseudo strike
118.18
IV
32.2%
B/E move
4.8%
Puts
Pseudo strike
108.24
IV
38.8%
B/E move
5.1%

25Δ

Calls
Pseudo strike
117.32
IV
32.7%
B/E move
4.2%
Puts
Pseudo strike
109.47
IV
36.8%
B/E move
4.2%

30Δ

Calls
Pseudo strike
116.50
IV
33.1%
B/E move
3.7%
Puts
Pseudo strike
110.44
IV
35.9%
B/E move
3.6%

35Δ

Calls
Pseudo strike
115.78
IV
34.0%
B/E move
3.3%
Puts
Pseudo strike
111.36
IV
34.2%
B/E move
3.0%

40Δ

Calls
Pseudo strike
114.99
IV
33.6%
B/E move
2.9%
Puts
Pseudo strike
112.12
IV
33.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
114.37
IV
37.3%
B/E move
2.7%
Puts
Pseudo strike
112.85
IV
33.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
113.56
IV
35.6%
B/E move
2.3%
Puts
Pseudo strike
113.53
IV
32.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
112.80
IV
37.0%
B/E move
2.0%
Puts
Pseudo strike
114.19
IV
31.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
111.99
IV
37.7%
B/E move
1.7%
Puts
Pseudo strike
114.87
IV
31.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
110.99
IV
41.1%
B/E move
1.6%
Puts
Pseudo strike
115.52
IV
30.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
110.11
IV
40.2%
B/E move
1.3%
Puts
Pseudo strike
116.12
IV
29.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
108.82
IV
43.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
108.25
IV
38.8%
B/E move
0.7%
Puts
Pseudo strike
118.33
IV
33.1%
B/E move
0.4%

Options history

IV · four-Friday blend30.54%
Daily EOD
VGT24.8%27.9%31.0%2026-10-19: 25.25%2026-10-20: 25.97%2026-10-21: 26.00%2026-10-22: 27.97%2026-10-23: 27.66%2026-10-26: 27.53%2026-10-27: 27.19%2026-10-28: 25.76%2026-10-29: 26.68%2026-10-30: 30.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.25%
25.97%
26.00%
27.97%
27.66%
27.53%
27.19%
25.76%
26.68%
30.54%