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Vanguard Information Technology ETF VGT

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Market datapartial · fetched 2026-10-23T02:59:47.247Z

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 · 2026-10-23T00:00:00.000951957Z

FundamentalsAlpha Vantage · unavailable

Share price$118.60
1D-1.5%
AH$118.06$118.72$119.37$120.03$120.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVGT
Sold putSold callAH

Vanguard Information Technology ETF options

Live interpolated VGT call and put midpoint premiums by absolute delta.Vanguard Information Technology ETF$0.59$3.74$6.89$10.05$13.20$105.89$112.73$119.56$126.39$133.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGT spot · $118.60VGT PRICE$0.93$1.30$1.66$2.21$2.60$3.09$3.88$4.45$5.05$6.74$7.46$8.90$12.29$1.41$1.83$2.16$2.65$3.25$3.65$3.86$4.74$5.61$5.88$7.53$7.96$8.77
PutsExpensive1.23×
CallsExpensive1.35×
SkewBullish-0.71 pp
Implied moveBalanced±$7.74
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.8125.8%7.7%109.7836.1%8.6%
25Δ125.6227.1%7.0%111.8834.8%7.2%
30Δ124.2227.2%6.1%113.8832.3%5.8%
35Δ123.2229.2%5.8%115.3732.0%5.0%
40Δ121.8228.6%4.9%116.7532.3%4.3%
45Δ120.5728.6%4.3%118.1330.5%3.5%
50Δ119.4130.7%4.0%119.3227.6%2.6%
55Δ118.1330.2%3.4%120.5928.9%2.3%
60Δ116.8829.7%2.8%121.9129.4%1.9%
65Δ115.1134.7%2.7%122.8226.8%1.4%
70Δ113.7333.5%2.2%124.7029.6%1.2%
75Δ111.8734.8%1.8%125.6527.2%0.8%
80Δ108.3342.5%1.7%126.8325.8%0.5%

20Δ

Calls
Pseudo strike
126.81
IV
25.8%
B/E move
7.7%
Puts
Pseudo strike
109.78
IV
36.1%
B/E move
8.6%

25Δ

Calls
Pseudo strike
125.62
IV
27.1%
B/E move
7.0%
Puts
Pseudo strike
111.88
IV
34.8%
B/E move
7.2%

30Δ

Calls
Pseudo strike
124.22
IV
27.2%
B/E move
6.1%
Puts
Pseudo strike
113.88
IV
32.3%
B/E move
5.8%

35Δ

Calls
Pseudo strike
123.22
IV
29.2%
B/E move
5.8%
Puts
Pseudo strike
115.37
IV
32.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
121.82
IV
28.6%
B/E move
4.9%
Puts
Pseudo strike
116.75
IV
32.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
120.57
IV
28.6%
B/E move
4.3%
Puts
Pseudo strike
118.13
IV
30.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
119.41
IV
30.7%
B/E move
4.0%
Puts
Pseudo strike
119.32
IV
27.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
118.13
IV
30.2%
B/E move
3.4%
Puts
Pseudo strike
120.59
IV
28.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
116.88
IV
29.7%
B/E move
2.8%
Puts
Pseudo strike
121.91
IV
29.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
115.11
IV
34.7%
B/E move
2.7%
Puts
Pseudo strike
122.82
IV
26.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
113.73
IV
33.5%
B/E move
2.2%
Puts
Pseudo strike
124.70
IV
29.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
111.87
IV
34.8%
B/E move
1.8%
Puts
Pseudo strike
125.65
IV
27.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
108.33
IV
42.5%
B/E move
1.7%
Puts
Pseudo strike
126.83
IV
25.8%
B/E move
0.5%

Options history

No recorded observations