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Vanguard Real Estate ETF VNQ

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Market datapartial · fetched 2026-10-22T23:23:56.238Z

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 · 2026-10-22T23:23:00.608645827Z

FundamentalsAlpha Vantage · unavailable

Share price$93.41
1D+1.2%
AH$91.42$91.75$92.09$92.43$92.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNQ
Sold putSold callAH

Vanguard Real Estate ETF options

Live interpolated VNQ call and put midpoint premiums by absolute delta.Vanguard Real Estate ETF$0.14$2.39$4.65$6.91$9.17$85.57$89.10$92.62$96.15$99.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNQ spot · $93.41VNQ PRICE$0.38$0.48$0.59$0.71$0.91$1.11$1.20$1.21$1.22$1.32$1.67$2.02$2.36$0.57$0.86$1.20$1.47$1.74$2.10$2.59$2.73$3.65$4.90$6.48$8.52
PutsExpensive1.32×
CallsCheap0.58×
SkewBearish+13.91 pp
Implied moveBearish±$3.80
TiltBearish41.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.7613.2%4.0%89.7018.9%4.6%
25Δ95.9912.4%3.3%90.3420.4%4.2%
30Δ95.4511.9%2.8%90.8222.7%4.1%
35Δ94.9311.6%2.4%91.5822.9%3.5%
40Δ94.5512.1%2.2%92.4022.3%2.9%
45Δ94.1712.6%2.0%93.1522.5%2.5%
50Δ93.8311.9%1.7%93.9123.6%2.2%
55Δ93.5210.5%1.4%94.5521.6%1.7%
60Δ93.229.0%1.1%95.6124.4%1.6%
65Δ92.868.0%0.8%96.9328.2%1.5%
70Δ92.368.4%0.7%98.6632.1%1.3%
75Δ91.878.8%0.5%100.8936.1%1.1%
80Δ91.389.2%0.4%

20Δ

Calls
Pseudo strike
96.76
IV
13.2%
B/E move
4.0%
Puts
Pseudo strike
89.70
IV
18.9%
B/E move
4.6%

25Δ

Calls
Pseudo strike
95.99
IV
12.4%
B/E move
3.3%
Puts
Pseudo strike
90.34
IV
20.4%
B/E move
4.2%

30Δ

Calls
Pseudo strike
95.45
IV
11.9%
B/E move
2.8%
Puts
Pseudo strike
90.82
IV
22.7%
B/E move
4.1%

35Δ

Calls
Pseudo strike
94.93
IV
11.6%
B/E move
2.4%
Puts
Pseudo strike
91.58
IV
22.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
94.55
IV
12.1%
B/E move
2.2%
Puts
Pseudo strike
92.40
IV
22.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
94.17
IV
12.6%
B/E move
2.0%
Puts
Pseudo strike
93.15
IV
22.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
93.83
IV
11.9%
B/E move
1.7%
Puts
Pseudo strike
93.91
IV
23.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
93.52
IV
10.5%
B/E move
1.4%
Puts
Pseudo strike
94.55
IV
21.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
93.22
IV
9.0%
B/E move
1.1%
Puts
Pseudo strike
95.61
IV
24.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
92.86
IV
8.0%
B/E move
0.8%
Puts
Pseudo strike
96.93
IV
28.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
92.36
IV
8.4%
B/E move
0.7%
Puts
Pseudo strike
98.66
IV
32.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
91.87
IV
8.8%
B/E move
0.5%
Puts
Pseudo strike
100.89
IV
36.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
91.38
IV
9.2%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations