IntraAlpha
Create free account Start free

Vanguard Health Care ETF VHT

i

Market datapartial · fetched 2026-10-23T02:01:39.647Z

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 · 2026-10-23T00:00:00.001517131Z

FundamentalsAlpha Vantage · unavailable

Share price$336.26
1D+0.4%
AH$332$334$335$336$3385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVHT
Sold putSold callAH

Vanguard Health Care ETF options

Live interpolated VHT call and put midpoint premiums by absolute delta.Vanguard Health Care ETF$1.28$6.86$12.44$18.02$23.60$302.71$318.29$333.87$349.45$365.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VHT spot · $336.26VHT PRICE$1.89$2.38$3.03$3.78$4.67$5.56$6.61$7.65$8.98$10.42$12.03$13.79$15.77$2.42$3.12$3.88$4.69$5.66$6.70$8.01$9.38$11.14$12.99$15.08$17.96$21.99
PutsExpensive1.07×
CallsCheap0.74×
SkewBearish+3.19 pp
Implied moveBearish±$14.62
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ353.0418.4%5.6%320.6222.1%5.4%
25Δ348.9417.1%4.5%324.4221.4%4.4%
30Δ346.4317.1%3.9%327.5620.8%3.7%
35Δ344.0917.2%3.5%330.4820.3%3.1%
40Δ341.9817.5%3.1%332.9820.1%2.7%
45Δ339.8717.8%2.7%335.4720.1%2.2%
50Δ337.7417.8%2.4%337.8920.2%1.9%
55Δ335.6117.9%2.1%340.3420.4%1.6%
60Δ333.3718.0%1.8%343.0220.8%1.3%
65Δ331.0818.2%1.6%345.7621.1%1.0%
70Δ328.6818.3%1.3%348.7121.1%0.8%
75Δ326.1618.2%1.1%352.3321.7%0.6%
80Δ323.4818.0%0.9%357.0122.9%0.4%

20Δ

Calls
Pseudo strike
353.04
IV
18.4%
B/E move
5.6%
Puts
Pseudo strike
320.62
IV
22.1%
B/E move
5.4%

25Δ

Calls
Pseudo strike
348.94
IV
17.1%
B/E move
4.5%
Puts
Pseudo strike
324.42
IV
21.4%
B/E move
4.4%

30Δ

Calls
Pseudo strike
346.43
IV
17.1%
B/E move
3.9%
Puts
Pseudo strike
327.56
IV
20.8%
B/E move
3.7%

35Δ

Calls
Pseudo strike
344.09
IV
17.2%
B/E move
3.5%
Puts
Pseudo strike
330.48
IV
20.3%
B/E move
3.1%

40Δ

Calls
Pseudo strike
341.98
IV
17.5%
B/E move
3.1%
Puts
Pseudo strike
332.98
IV
20.1%
B/E move
2.7%

45Δ

Calls
Pseudo strike
339.87
IV
17.8%
B/E move
2.7%
Puts
Pseudo strike
335.47
IV
20.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
337.74
IV
17.8%
B/E move
2.4%
Puts
Pseudo strike
337.89
IV
20.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
335.61
IV
17.9%
B/E move
2.1%
Puts
Pseudo strike
340.34
IV
20.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
333.37
IV
18.0%
B/E move
1.8%
Puts
Pseudo strike
343.02
IV
20.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
331.08
IV
18.2%
B/E move
1.6%
Puts
Pseudo strike
345.76
IV
21.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
328.68
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
348.71
IV
21.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
326.16
IV
18.2%
B/E move
1.1%
Puts
Pseudo strike
352.33
IV
21.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
323.48
IV
18.0%
B/E move
0.9%
Puts
Pseudo strike
357.01
IV
22.9%
B/E move
0.4%

Options history

No recorded observations