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Vanguard Dividend Appreciation ETF VIG

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Market datapartial · fetched 2026-10-23T04:28:14.259Z

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 · 2026-10-23T00:00:00.137669261Z

FundamentalsAlpha Vantage · unavailable

Share price$245.12
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$0.54$3.60$6.65$9.71$12.76$230.09$236.24$242.40$248.56$254.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIG spot · $245.12VIG PRICE$0.87$1.15$1.42$1.73$2.03$2.34$2.64$2.95$3.68$4.49$5.30$6.11$7.70$1.18$1.50$1.96$2.48$3.00$3.52$4.09$4.67$5.25$5.83$7.19$9.02$11.88
PutsExpensive1.47×
CallsFair1.02×
SkewBearish+4.16 pp
Implied moveBearish±$6.73
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ252.6410.8%3.4%237.2115.3%3.7%
25Δ251.3211.0%3.0%239.3514.5%3.0%
30Δ250.0111.2%2.6%240.9114.4%2.5%
35Δ249.0410.9%2.3%242.2014.6%2.2%
40Δ248.0710.5%2.0%243.5014.7%1.9%
45Δ247.1010.2%1.8%244.8014.8%1.6%
50Δ246.139.8%1.5%246.0014.5%1.3%
55Δ245.169.5%1.2%247.1814.1%1.1%
60Δ244.109.7%1.1%248.3713.8%0.8%
65Δ243.0210.1%1.0%249.5513.4%0.6%
70Δ241.9310.4%0.9%251.3114.0%0.4%
75Δ240.8510.8%0.8%253.4115.2%0.3%
80Δ238.9511.9%0.6%256.5017.4%0.2%

20Δ

Calls
Pseudo strike
252.64
IV
10.8%
B/E move
3.4%
Puts
Pseudo strike
237.21
IV
15.3%
B/E move
3.7%

25Δ

Calls
Pseudo strike
251.32
IV
11.0%
B/E move
3.0%
Puts
Pseudo strike
239.35
IV
14.5%
B/E move
3.0%

30Δ

Calls
Pseudo strike
250.01
IV
11.2%
B/E move
2.6%
Puts
Pseudo strike
240.91
IV
14.4%
B/E move
2.5%

35Δ

Calls
Pseudo strike
249.04
IV
10.9%
B/E move
2.3%
Puts
Pseudo strike
242.20
IV
14.6%
B/E move
2.2%

40Δ

Calls
Pseudo strike
248.07
IV
10.5%
B/E move
2.0%
Puts
Pseudo strike
243.50
IV
14.7%
B/E move
1.9%

45Δ

Calls
Pseudo strike
247.10
IV
10.2%
B/E move
1.8%
Puts
Pseudo strike
244.80
IV
14.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
246.13
IV
9.8%
B/E move
1.5%
Puts
Pseudo strike
246.00
IV
14.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
245.16
IV
9.5%
B/E move
1.2%
Puts
Pseudo strike
247.18
IV
14.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
244.10
IV
9.7%
B/E move
1.1%
Puts
Pseudo strike
248.37
IV
13.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
243.02
IV
10.1%
B/E move
1.0%
Puts
Pseudo strike
249.55
IV
13.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
241.93
IV
10.4%
B/E move
0.9%
Puts
Pseudo strike
251.31
IV
14.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
240.85
IV
10.8%
B/E move
0.8%
Puts
Pseudo strike
253.41
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
238.95
IV
11.9%
B/E move
0.6%
Puts
Pseudo strike
256.50
IV
17.4%
B/E move
0.2%

Options history

No recorded observations