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Vanguard Industrials ETF VIS

i

Market dataready · fetched 2026-11-12T00:46:17.859Z

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 · 2026-11-12T00:31:55.622389827Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:46:17.456535+00:00

Share price$328.80
1D+0.4%
AH$326$327$328$329$3305:30 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$0.92$3.63$6.34$9.05$11.75$295.98$312.87$329.75$346.63$363.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIS spot · $328.80VIS PRICE$1.21$1.59$1.97$2.39$2.81$3.24$4.02$5.03$6.03$7.04$8.09$9.13$10.18$1.56$1.89$2.18$2.54$3.18$3.83$4.47$5.26$6.20$7.15$8.15$9.56$10.97
PutsCheap0.42×
CallsCheap0.38×
SkewBearish+1.16 pp
Implied moveBearish±$8.49
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ338.8421.2%3.4%317.8126.8%3.8%
25Δ336.8220.8%2.9%320.8524.2%3.0%
30Δ334.8620.3%2.4%323.1322.1%2.4%
35Δ333.4219.8%2.1%325.2520.4%1.9%
40Δ331.9819.3%1.8%326.6020.6%1.6%
45Δ330.5518.7%1.5%327.9520.8%1.4%
50Δ329.1219.2%1.3%329.3021.0%1.2%
55Δ327.7120.4%1.2%330.7221.1%1.0%
60Δ326.2921.5%1.1%332.2021.2%0.9%
65Δ324.8722.5%0.9%333.6721.3%0.7%
70Δ323.3022.0%0.8%335.1921.4%0.5%
75Δ321.7421.6%0.6%337.0321.4%0.4%
80Δ320.1821.2%0.5%338.8621.3%0.3%

20Δ

Calls
Pseudo strike
338.84
IV
21.2%
B/E move
3.4%
Puts
Pseudo strike
317.81
IV
26.8%
B/E move
3.8%

25Δ

Calls
Pseudo strike
336.82
IV
20.8%
B/E move
2.9%
Puts
Pseudo strike
320.85
IV
24.2%
B/E move
3.0%

30Δ

Calls
Pseudo strike
334.86
IV
20.3%
B/E move
2.4%
Puts
Pseudo strike
323.13
IV
22.1%
B/E move
2.4%

35Δ

Calls
Pseudo strike
333.42
IV
19.8%
B/E move
2.1%
Puts
Pseudo strike
325.25
IV
20.4%
B/E move
1.9%

40Δ

Calls
Pseudo strike
331.98
IV
19.3%
B/E move
1.8%
Puts
Pseudo strike
326.60
IV
20.6%
B/E move
1.6%

45Δ

Calls
Pseudo strike
330.55
IV
18.7%
B/E move
1.5%
Puts
Pseudo strike
327.95
IV
20.8%
B/E move
1.4%

50Δ

Calls
Pseudo strike
329.12
IV
19.2%
B/E move
1.3%
Puts
Pseudo strike
329.30
IV
21.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
327.71
IV
20.4%
B/E move
1.2%
Puts
Pseudo strike
330.72
IV
21.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
326.29
IV
21.5%
B/E move
1.1%
Puts
Pseudo strike
332.20
IV
21.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
324.87
IV
22.5%
B/E move
0.9%
Puts
Pseudo strike
333.67
IV
21.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
323.30
IV
22.0%
B/E move
0.8%
Puts
Pseudo strike
335.19
IV
21.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
321.74
IV
21.6%
B/E move
0.6%
Puts
Pseudo strike
337.03
IV
21.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
320.18
IV
21.2%
B/E move
0.5%
Puts
Pseudo strike
338.86
IV
21.3%
B/E move
0.3%

Options history

IV · four-Friday blend22.09%
Daily EOD
VIS19.7%21.0%22.3%2026-10-19: 19.97%2026-10-20: 20.60%2026-10-21: 20.21%2026-10-22: 21.53%2026-10-23: 21.83%2026-10-26: 20.98%2026-10-27: 20.85%2026-10-28: 20.69%2026-10-29: 19.92%2026-10-30: 22.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.97%
20.60%
20.21%
21.53%
21.83%
20.98%
20.85%
20.69%
19.92%
22.09%