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Vanguard Dividend Appreciation ETF VIG

i

Market dataready · fetched 2026-11-12T02:54:19.558Z

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 · 2026-11-12T01:00:00.119196207Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:54:18.963656+00:00

Share price$251.84
1D+0.5%
AH$250.06$250.56$251.07$251.57$252.075:30 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$0.35$1.81$3.27$4.73$6.18$236.54$244.63$252.72$260.82$268.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VIG spot · $251.84VIG PRICE$0.51$0.64$0.90$1.17$1.44$1.70$1.97$2.24$2.51$2.78$3.30$4.53$5.76$0.78$1.02$1.26$1.51$1.76$2.02$2.27$2.53$2.79$3.05$3.30
Puts——
CallsCheap0.32×
Skew——
Implied moveBearish±$4.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ256.5511.9%2.1%246.3016.8%2.5%
25Δ255.1111.0%1.6%247.4316.5%2.2%
30Δ254.4710.9%1.4%248.5616.2%1.8%
35Δ253.8910.9%1.3%249.6815.9%1.5%
40Δ253.3111.0%1.2%250.4715.3%1.2%
45Δ252.7311.0%1.0%251.1214.7%1.1%
50Δ252.1611.0%0.9%251.7714.0%0.9%
55Δ251.5811.0%0.8%252.4213.4%0.8%
60Δ251.0011.0%0.7%253.0712.7%0.6%
65Δ250.4211.0%0.5%253.7212.1%0.5%
70Δ249.6411.4%0.4%254.3711.4%0.3%
75Δ248.2812.9%0.4%
80Δ246.9214.3%0.3%

20Δ

Calls
Pseudo strike
256.55
IV
11.9%
B/E move
2.1%
Puts
Pseudo strike
246.30
IV
16.8%
B/E move
2.5%

25Δ

Calls
Pseudo strike
255.11
IV
11.0%
B/E move
1.6%
Puts
Pseudo strike
247.43
IV
16.5%
B/E move
2.2%

30Δ

Calls
Pseudo strike
254.47
IV
10.9%
B/E move
1.4%
Puts
Pseudo strike
248.56
IV
16.2%
B/E move
1.8%

35Δ

Calls
Pseudo strike
253.89
IV
10.9%
B/E move
1.3%
Puts
Pseudo strike
249.68
IV
15.9%
B/E move
1.5%

40Δ

Calls
Pseudo strike
253.31
IV
11.0%
B/E move
1.2%
Puts
Pseudo strike
250.47
IV
15.3%
B/E move
1.2%

45Δ

Calls
Pseudo strike
252.73
IV
11.0%
B/E move
1.0%
Puts
Pseudo strike
251.12
IV
14.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
252.16
IV
11.0%
B/E move
0.9%
Puts
Pseudo strike
251.77
IV
14.0%
B/E move
0.9%

55Δ

Calls
Pseudo strike
251.58
IV
11.0%
B/E move
0.8%
Puts
Pseudo strike
252.42
IV
13.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
251.00
IV
11.0%
B/E move
0.7%
Puts
Pseudo strike
253.07
IV
12.7%
B/E move
0.6%

65Δ

Calls
Pseudo strike
250.42
IV
11.0%
B/E move
0.5%
Puts
Pseudo strike
253.72
IV
12.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
249.64
IV
11.4%
B/E move
0.4%
Puts
Pseudo strike
254.37
IV
11.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
248.28
IV
12.9%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
246.92
IV
14.3%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend12.47%
Daily EOD
VIG11.5%12.2%12.9%2026-10-19: 11.96%2026-10-20: 12.20%2026-10-21: 11.97%2026-10-22: 12.12%2026-10-23: 12.49%2026-10-26: 12.80%2026-10-27: 12.13%2026-10-28: 12.12%2026-10-29: 11.57%2026-10-30: 12.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
11.96%
12.20%
11.97%
12.12%
12.49%
12.80%
12.13%
12.12%
11.57%
12.47%