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Vanguard Information Technology ETF VGT

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Market datapartial · fetched 2026-10-22T20:56:49.250Z

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 · 2026-10-22T20:56:38.399081352Z

FundamentalsAlpha Vantage · unavailable

Share price$118.47
1D-1.4%
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$0.66$3.26$5.85$8.44$11.03$105.87$112.71$119.55$126.39$133.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGT spot · $118.47VGT PRICE$0.94$1.31$1.68$2.24$2.64$3.16$3.89$4.54$5.23$7.05$7.64$9.17$10.29$1.40$1.81$2.15$2.63$3.18$3.62$3.89$4.71$5.06$5.84$7.49$7.82$8.57
PutsExpensive1.19×
CallsExpensive1.37×
SkewBullish-1.20 pp
Implied moveBalanced±$7.79
TiltBalanced1.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.7826.1%7.8%109.7135.8%8.6%
25Δ125.5727.4%7.1%111.8134.6%7.1%
30Δ124.1527.5%6.2%113.7832.2%5.8%
35Δ123.1729.8%5.9%115.2731.7%4.9%
40Δ121.7429.0%5.0%116.6631.6%4.2%
45Δ120.4829.2%4.4%118.0030.3%3.5%
50Δ119.3030.8%4.0%119.1927.9%2.7%
55Δ117.9930.9%3.4%120.4528.7%2.3%
60Δ116.6930.8%2.9%121.4826.7%1.7%
65Δ114.8236.5%2.9%122.6726.7%1.4%
70Δ113.4934.4%2.2%124.5529.5%1.2%
75Δ111.5436.0%1.9%125.4026.7%0.8%
80Δ109.9035.1%1.4%126.5225.3%0.4%

20Δ

Calls
Pseudo strike
126.78
IV
26.1%
B/E move
7.8%
Puts
Pseudo strike
109.71
IV
35.8%
B/E move
8.6%

25Δ

Calls
Pseudo strike
125.57
IV
27.4%
B/E move
7.1%
Puts
Pseudo strike
111.81
IV
34.6%
B/E move
7.1%

30Δ

Calls
Pseudo strike
124.15
IV
27.5%
B/E move
6.2%
Puts
Pseudo strike
113.78
IV
32.2%
B/E move
5.8%

35Δ

Calls
Pseudo strike
123.17
IV
29.8%
B/E move
5.9%
Puts
Pseudo strike
115.27
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
121.74
IV
29.0%
B/E move
5.0%
Puts
Pseudo strike
116.66
IV
31.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
120.48
IV
29.2%
B/E move
4.4%
Puts
Pseudo strike
118.00
IV
30.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
119.30
IV
30.8%
B/E move
4.0%
Puts
Pseudo strike
119.19
IV
27.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
117.99
IV
30.9%
B/E move
3.4%
Puts
Pseudo strike
120.45
IV
28.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
116.69
IV
30.8%
B/E move
2.9%
Puts
Pseudo strike
121.48
IV
26.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
114.82
IV
36.5%
B/E move
2.9%
Puts
Pseudo strike
122.67
IV
26.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
113.49
IV
34.4%
B/E move
2.2%
Puts
Pseudo strike
124.55
IV
29.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
111.54
IV
36.0%
B/E move
1.9%
Puts
Pseudo strike
125.40
IV
26.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
109.90
IV
35.1%
B/E move
1.4%
Puts
Pseudo strike
126.52
IV
25.3%
B/E move
0.4%

Options history

No recorded observations