IntraAlpha
Create free account Start free

Vanguard Dividend Appreciation ETF VIG

i

Market datapartial · fetched 2026-10-22T22:08:17.110Z

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 · 2026-10-22T21:00:11.710776816Z

FundamentalsAlpha Vantage · unavailable

Share price$245.00
1D+0.8%
AH$242.83$243.45$244.06$244.67$245.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIG
Sold putSold callAH

Vanguard Dividend Appreciation ETF options

Live interpolated VIG call and put midpoint premiums by absolute delta.Vanguard Dividend Appreciation ETF$0.58$3.36$6.14$8.91$11.69$230.10$236.22$242.35$248.47$254.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIG spot · $245.00VIG PRICE$0.88$1.16$1.44$1.75$2.06$2.37$2.68$2.99$3.80$4.63$5.45$6.28$7.34$1.17$1.49$1.94$2.46$2.97$3.48$4.04$4.61$5.18$5.75$6.91$8.73$10.89
PutsExpensive1.42×
CallsFair1.03×
SkewBearish+3.66 pp
Implied moveBearish±$6.72
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ252.6010.7%3.5%237.1614.9%3.7%
25Δ251.2810.9%3.0%239.2914.2%2.9%
30Δ249.9611.1%2.6%240.8514.0%2.5%
35Δ248.9810.8%2.3%242.1414.2%2.2%
40Δ247.9910.4%2.1%243.4214.3%1.9%
45Δ247.0110.1%1.8%244.7114.4%1.5%
50Δ246.029.8%1.5%245.9014.1%1.3%
55Δ245.049.5%1.2%247.0613.7%1.0%
60Δ243.949.8%1.1%248.2313.4%0.8%
65Δ242.8310.2%1.0%249.3913.0%0.6%
70Δ241.7310.6%0.9%250.9913.3%0.4%
75Δ240.6211.0%0.8%253.0814.4%0.3%
80Δ239.3011.1%0.7%255.5015.9%0.2%

20Δ

Calls
Pseudo strike
252.60
IV
10.7%
B/E move
3.5%
Puts
Pseudo strike
237.16
IV
14.9%
B/E move
3.7%

25Δ

Calls
Pseudo strike
251.28
IV
10.9%
B/E move
3.0%
Puts
Pseudo strike
239.29
IV
14.2%
B/E move
2.9%

30Δ

Calls
Pseudo strike
249.96
IV
11.1%
B/E move
2.6%
Puts
Pseudo strike
240.85
IV
14.0%
B/E move
2.5%

35Δ

Calls
Pseudo strike
248.98
IV
10.8%
B/E move
2.3%
Puts
Pseudo strike
242.14
IV
14.2%
B/E move
2.2%

40Δ

Calls
Pseudo strike
247.99
IV
10.4%
B/E move
2.1%
Puts
Pseudo strike
243.42
IV
14.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
247.01
IV
10.1%
B/E move
1.8%
Puts
Pseudo strike
244.71
IV
14.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
246.02
IV
9.8%
B/E move
1.5%
Puts
Pseudo strike
245.90
IV
14.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
245.04
IV
9.5%
B/E move
1.2%
Puts
Pseudo strike
247.06
IV
13.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
243.94
IV
9.8%
B/E move
1.1%
Puts
Pseudo strike
248.23
IV
13.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
242.83
IV
10.2%
B/E move
1.0%
Puts
Pseudo strike
249.39
IV
13.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
241.73
IV
10.6%
B/E move
0.9%
Puts
Pseudo strike
250.99
IV
13.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
240.62
IV
11.0%
B/E move
0.8%
Puts
Pseudo strike
253.08
IV
14.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
239.30
IV
11.1%
B/E move
0.7%
Puts
Pseudo strike
255.50
IV
15.9%
B/E move
0.2%

Options history

No recorded observations