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Vanguard S&P Small-Cap 600 Growth ETF VIOG

i

Market dataready · fetched 2026-11-12T01:46:22.322Z

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 · 2026-11-12T01:00:00.125351897Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:46:21.988562+00:00

Share price$143.91
1D+0.5%
AH$142.82$143.11$143.41$143.71$144.005:30 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$0.38$1.27$2.15$3.04$3.92$135.89$139.90$143.91$147.93$151.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VIOG spot · $143.91VIOG PRICE$0.48$0.56$0.66$0.83$1.00$1.16$1.32$1.62$1.97$2.34$2.73$3.19$3.67$0.66$0.81$0.95$1.13$1.36$1.48$1.63$1.91$2.23$2.67
Puts——
CallsCheap0.57×
Skew——
Implied moveBearish±$2.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.9819.7%3.2%138.3627.7%4.3%
25Δ146.7317.0%2.4%139.8125.0%3.4%
30Δ145.9715.7%1.9%141.2622.3%2.5%
35Δ145.4815.7%1.7%142.3120.8%1.9%
40Δ145.0015.8%1.5%142.9420.6%1.6%
45Δ144.5515.3%1.2%143.5319.1%1.3%
50Δ144.0914.8%1.0%144.1017.7%1.0%
55Δ143.6215.4%0.9%144.6117.7%0.8%
60Δ143.1416.4%0.8%145.1417.9%0.7%
65Δ142.6216.9%0.7%145.7418.5%0.6%
70Δ142.0717.2%0.6%
75Δ141.4517.0%0.5%
80Δ140.8316.8%0.4%

20Δ

Calls
Pseudo strike
147.98
IV
19.7%
B/E move
3.2%
Puts
Pseudo strike
138.36
IV
27.7%
B/E move
4.3%

25Δ

Calls
Pseudo strike
146.73
IV
17.0%
B/E move
2.4%
Puts
Pseudo strike
139.81
IV
25.0%
B/E move
3.4%

30Δ

Calls
Pseudo strike
145.97
IV
15.7%
B/E move
1.9%
Puts
Pseudo strike
141.26
IV
22.3%
B/E move
2.5%

35Δ

Calls
Pseudo strike
145.48
IV
15.7%
B/E move
1.7%
Puts
Pseudo strike
142.31
IV
20.8%
B/E move
1.9%

40Δ

Calls
Pseudo strike
145.00
IV
15.8%
B/E move
1.5%
Puts
Pseudo strike
142.94
IV
20.6%
B/E move
1.6%

45Δ

Calls
Pseudo strike
144.55
IV
15.3%
B/E move
1.2%
Puts
Pseudo strike
143.53
IV
19.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
144.09
IV
14.8%
B/E move
1.0%
Puts
Pseudo strike
144.10
IV
17.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
143.62
IV
15.4%
B/E move
0.9%
Puts
Pseudo strike
144.61
IV
17.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
143.14
IV
16.4%
B/E move
0.8%
Puts
Pseudo strike
145.14
IV
17.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
142.62
IV
16.9%
B/E move
0.7%
Puts
Pseudo strike
145.74
IV
18.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
142.07
IV
17.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
141.45
IV
17.0%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
140.83
IV
16.8%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.41%
Daily EOD
VIOG18.9%19.8%20.7%2026-10-19: 19.45%2026-10-20: 19.49%2026-10-21: 19.60%2026-10-22: 20.33%2026-10-23: 20.55%2026-10-26: 20.08%2026-10-27: 19.31%2026-10-28: 19.02%2026-10-30: 20.41%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.45%
19.49%
19.60%
20.33%
20.55%
20.08%
19.31%
19.02%
20.41%