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Vanguard Information Technology ETF VGT

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Market datapartial · fetched 2026-10-22T18:27:33.916Z

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 · 2026-10-22T18:27:31.88920706Z

FundamentalsAlpha Vantage · unavailable

Share price$118.63
1D-1.2%
$118.15$118.78$119.41$120.05$120.685:30 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$0.61$3.93$7.25$10.58$13.90$106.29$113.01$119.73$126.46$133.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGT spot · $118.63VGT PRICE$0.97$1.31$1.70$2.12$2.61$3.44$3.78$4.54$5.40$6.31$7.65$9.93$12.94$1.39$1.77$2.10$2.61$3.12$3.57$3.80$4.45$5.15$5.72$6.75$8.22$7.68
PutsExpensive1.17×
CallsExpensive1.41×
SkewBullish-2.75 pp
Implied moveBalanced±$7.59
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.2226.9%8.1%109.9635.4%8.5%
25Δ125.6927.2%7.1%112.0833.9%7.0%
30Δ124.3827.8%6.3%114.0431.4%5.6%
35Δ123.0728.1%5.5%115.4531.5%4.9%
40Δ121.8628.7%4.9%116.8331.1%4.1%
45Δ120.8231.9%4.7%118.1729.9%3.4%
50Δ119.4229.9%3.9%119.3527.2%2.6%
55Δ118.1530.9%3.4%120.5027.2%2.2%
60Δ116.7931.8%3.0%121.6927.1%1.8%
65Δ115.3632.4%2.6%122.7526.1%1.3%
70Δ113.6434.4%2.2%124.1326.7%1.1%
75Δ111.1239.2%2.0%125.9028.0%0.8%
80Δ107.8145.0%1.8%125.8523.0%0.4%

20Δ

Calls
Pseudo strike
127.22
IV
26.9%
B/E move
8.1%
Puts
Pseudo strike
109.96
IV
35.4%
B/E move
8.5%

25Δ

Calls
Pseudo strike
125.69
IV
27.2%
B/E move
7.1%
Puts
Pseudo strike
112.08
IV
33.9%
B/E move
7.0%

30Δ

Calls
Pseudo strike
124.38
IV
27.8%
B/E move
6.3%
Puts
Pseudo strike
114.04
IV
31.4%
B/E move
5.6%

35Δ

Calls
Pseudo strike
123.07
IV
28.1%
B/E move
5.5%
Puts
Pseudo strike
115.45
IV
31.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
121.86
IV
28.7%
B/E move
4.9%
Puts
Pseudo strike
116.83
IV
31.1%
B/E move
4.1%

45Δ

Calls
Pseudo strike
120.82
IV
31.9%
B/E move
4.7%
Puts
Pseudo strike
118.17
IV
29.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
119.42
IV
29.9%
B/E move
3.9%
Puts
Pseudo strike
119.35
IV
27.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
118.15
IV
30.9%
B/E move
3.4%
Puts
Pseudo strike
120.50
IV
27.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
116.79
IV
31.8%
B/E move
3.0%
Puts
Pseudo strike
121.69
IV
27.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
115.36
IV
32.4%
B/E move
2.6%
Puts
Pseudo strike
122.75
IV
26.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
113.64
IV
34.4%
B/E move
2.2%
Puts
Pseudo strike
124.13
IV
26.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
111.12
IV
39.2%
B/E move
2.0%
Puts
Pseudo strike
125.90
IV
28.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
107.81
IV
45.0%
B/E move
1.8%
Puts
Pseudo strike
125.85
IV
23.0%
B/E move
0.4%

Options history

No recorded observations