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Vanguard Industrials ETF VIS

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Market datapartial · fetched 2026-10-22T22:54:25.136Z

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 · 2026-10-22T22:30:00.000818713Z

FundamentalsAlpha Vantage · unavailable

Share price$318.48
1D-0.2%
AH$315$316$317$318$3195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIS
Sold putSold callAH

Vanguard Industrials ETF options

Live interpolated VIS call and put midpoint premiums by absolute delta.Vanguard Industrials ETF$1.42$7.33$13.24$19.16$25.07$292.03$304.75$317.47$330.19$342.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIS spot · $318.48VIS PRICE$2.06$2.70$3.38$4.16$5.02$6.26$7.51$8.76$10.01$12.03$14.14$16.38$21.23$2.91$3.61$4.46$5.53$6.76$7.81$8.81$9.71$10.60$12.83$15.09$17.23$23.37
PutsExpensive1.17×
CallsExpensive1.19×
SkewBearish+2.25 pp
Implied moveBearish±$16.32
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ336.6221.1%6.3%299.9327.9%6.7%
25Δ332.9220.6%5.4%304.8926.0%5.4%
30Δ329.8020.4%4.6%308.5325.1%4.5%
35Δ327.1720.2%4.0%311.7024.9%3.9%
40Δ324.6120.1%3.5%314.5525.3%3.4%
45Δ322.3421.0%3.2%317.3824.5%2.8%
50Δ320.0721.8%2.9%320.1623.6%2.2%
55Δ317.6321.7%2.5%322.5222.3%1.8%
60Δ315.1721.6%2.1%324.8721.1%1.3%
65Δ312.3222.3%1.8%327.8721.8%1.1%
70Δ309.3923.0%1.6%330.8922.3%0.8%
75Δ306.2823.2%1.3%333.8722.1%0.6%
80Δ300.9126.3%1.1%340.4225.6%0.4%

20Δ

Calls
Pseudo strike
336.62
IV
21.1%
B/E move
6.3%
Puts
Pseudo strike
299.93
IV
27.9%
B/E move
6.7%

25Δ

Calls
Pseudo strike
332.92
IV
20.6%
B/E move
5.4%
Puts
Pseudo strike
304.89
IV
26.0%
B/E move
5.4%

30Δ

Calls
Pseudo strike
329.80
IV
20.4%
B/E move
4.6%
Puts
Pseudo strike
308.53
IV
25.1%
B/E move
4.5%

35Δ

Calls
Pseudo strike
327.17
IV
20.2%
B/E move
4.0%
Puts
Pseudo strike
311.70
IV
24.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
324.61
IV
20.1%
B/E move
3.5%
Puts
Pseudo strike
314.55
IV
25.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
322.34
IV
21.0%
B/E move
3.2%
Puts
Pseudo strike
317.38
IV
24.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
320.07
IV
21.8%
B/E move
2.9%
Puts
Pseudo strike
320.16
IV
23.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
317.63
IV
21.7%
B/E move
2.5%
Puts
Pseudo strike
322.52
IV
22.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
315.17
IV
21.6%
B/E move
2.1%
Puts
Pseudo strike
324.87
IV
21.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
312.32
IV
22.3%
B/E move
1.8%
Puts
Pseudo strike
327.87
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
309.39
IV
23.0%
B/E move
1.6%
Puts
Pseudo strike
330.89
IV
22.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
306.28
IV
23.2%
B/E move
1.3%
Puts
Pseudo strike
333.87
IV
22.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
300.91
IV
26.3%
B/E move
1.1%
Puts
Pseudo strike
340.42
IV
25.6%
B/E move
0.4%

Options history

No recorded observations