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Vanguard S&P Small-Cap 600 Growth ETF VIOG

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Market datapartial · fetched 2026-10-22T22:56:15.121Z

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 · 2026-10-22T22:30:00.003807439Z

FundamentalsAlpha Vantage · unavailable

Share price$139.29
1D+0.5%
AH$138.17$138.47$138.77$139.07$139.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIOG
Sold putSold callAH

Vanguard S&P Small-Cap 600 Growth ETF options

Live interpolated VIOG call and put midpoint premiums by absolute delta.Vanguard S&P Small-Cap 600 Growth ETF$0.85$2.56$4.27$5.99$7.70$128.75$133.80$138.85$143.90$148.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIOG spot · $139.29VIOG PRICE$1.03$1.36$1.71$2.07$2.50$2.98$3.52$4.01$4.85$5.62$6.60$1.42$1.78$2.18$2.60$3.04$3.54$4.01$4.60$5.43$6.28$7.21
PutsExpensive1.36×
CallsExpensive1.13×
SkewBearish+2.24 pp
Implied moveBearish±$6.53
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ144.7718.0%4.7%133.9323.4%4.9%
30Δ143.8318.6%4.2%135.3422.9%4.1%
35Δ142.8419.0%3.8%136.5922.7%3.5%
40Δ141.8419.0%3.3%137.7822.4%2.9%
45Δ140.9019.4%2.9%138.9122.0%2.5%
50Δ139.9419.7%2.6%139.9921.8%2.0%
55Δ138.9620.0%2.3%141.0221.1%1.6%
60Δ137.9819.7%1.9%142.0720.9%1.3%
65Δ136.8520.7%1.7%143.2621.3%1.0%
70Δ135.7020.9%1.5%144.4721.3%0.8%
75Δ134.4021.4%1.2%145.7421.2%0.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
144.77
IV
18.0%
B/E move
4.7%
Puts
Pseudo strike
133.93
IV
23.4%
B/E move
4.9%

30Δ

Calls
Pseudo strike
143.83
IV
18.6%
B/E move
4.2%
Puts
Pseudo strike
135.34
IV
22.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
142.84
IV
19.0%
B/E move
3.8%
Puts
Pseudo strike
136.59
IV
22.7%
B/E move
3.5%

40Δ

Calls
Pseudo strike
141.84
IV
19.0%
B/E move
3.3%
Puts
Pseudo strike
137.78
IV
22.4%
B/E move
2.9%

45Δ

Calls
Pseudo strike
140.90
IV
19.4%
B/E move
2.9%
Puts
Pseudo strike
138.91
IV
22.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
139.94
IV
19.7%
B/E move
2.6%
Puts
Pseudo strike
139.99
IV
21.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
138.96
IV
20.0%
B/E move
2.3%
Puts
Pseudo strike
141.02
IV
21.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
137.98
IV
19.7%
B/E move
1.9%
Puts
Pseudo strike
142.07
IV
20.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
136.85
IV
20.7%
B/E move
1.7%
Puts
Pseudo strike
143.26
IV
21.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
135.70
IV
20.9%
B/E move
1.5%
Puts
Pseudo strike
144.47
IV
21.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
134.40
IV
21.4%
B/E move
1.2%
Puts
Pseudo strike
145.74
IV
21.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations