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Vanguard Health Care ETF VHT

i

Market datapartial · fetched 2026-11-12T14:56:03.527Z

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 · 2026-11-12T14:55:52.159632917Z

FundamentalsAlpha Vantage · unavailable

Share price$348.63
1D-1.8%
$348$350$352$354$3555:30 AM6:30 AM9:00 AM1:00 PMVHT
Sold putSold call

Vanguard Health Care ETF options

Live interpolated VHT call and put midpoint premiums by absolute delta.Vanguard Health Care ETF$1.07$4.21$7.35$10.48$13.62$326.20$337.43$348.65$359.88$371.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VHT spot · $348.63VHT PRICE$1.41$1.86$2.31$2.81$3.33$3.85$4.65$5.63$6.62$7.76$9.13$10.51$12.72$1.49$1.88$2.28$2.68$3.19$3.70$4.22$4.78$5.45$6.11$6.78
Puts——
CallsCheap0.69×
Skew——
Implied moveBullish±$8.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ360.2224.9%3.7%338.0625.4%3.5%
25Δ357.9424.3%3.2%340.7624.0%2.8%
30Δ355.7723.9%2.7%342.7722.8%2.3%
35Δ353.9423.4%2.3%344.7821.7%1.9%
40Δ352.2922.9%2.0%346.2321.1%1.6%
45Δ350.6322.3%1.7%347.6120.5%1.4%
50Δ349.0422.6%1.5%348.9920.0%1.1%
55Δ347.4823.3%1.3%350.3219.4%0.9%
60Δ345.9324.0%1.1%351.5118.9%0.7%
65Δ344.2324.6%1.0%352.7018.3%0.6%
70Δ342.3224.9%0.8%353.8917.7%0.4%
75Δ340.4125.3%0.7%
80Δ337.7426.3%0.5%

20Δ

Calls
Pseudo strike
360.22
IV
24.9%
B/E move
3.7%
Puts
Pseudo strike
338.06
IV
25.4%
B/E move
3.5%

25Δ

Calls
Pseudo strike
357.94
IV
24.3%
B/E move
3.2%
Puts
Pseudo strike
340.76
IV
24.0%
B/E move
2.8%

30Δ

Calls
Pseudo strike
355.77
IV
23.9%
B/E move
2.7%
Puts
Pseudo strike
342.77
IV
22.8%
B/E move
2.3%

35Δ

Calls
Pseudo strike
353.94
IV
23.4%
B/E move
2.3%
Puts
Pseudo strike
344.78
IV
21.7%
B/E move
1.9%

40Δ

Calls
Pseudo strike
352.29
IV
22.9%
B/E move
2.0%
Puts
Pseudo strike
346.23
IV
21.1%
B/E move
1.6%

45Δ

Calls
Pseudo strike
350.63
IV
22.3%
B/E move
1.7%
Puts
Pseudo strike
347.61
IV
20.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
349.04
IV
22.6%
B/E move
1.5%
Puts
Pseudo strike
348.99
IV
20.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
347.48
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
350.32
IV
19.4%
B/E move
0.9%

60Δ

Calls
Pseudo strike
345.93
IV
24.0%
B/E move
1.1%
Puts
Pseudo strike
351.51
IV
18.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
344.23
IV
24.6%
B/E move
1.0%
Puts
Pseudo strike
352.70
IV
18.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
342.32
IV
24.9%
B/E move
0.8%
Puts
Pseudo strike
353.89
IV
17.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
340.41
IV
25.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
337.74
IV
26.3%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.87%
Daily EOD
VHT17.4%18.7%20.1%2026-10-19: 17.57%2026-10-20: 17.96%2026-10-21: 18.16%2026-10-22: 18.66%2026-10-23: 18.72%2026-10-26: 18.71%2026-10-27: 18.89%2026-10-28: 18.57%2026-10-29: 18.96%2026-10-30: 19.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.57%
17.96%
18.16%
18.66%
18.72%
18.71%
18.89%
18.57%
18.96%
19.87%