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Vanguard Real Estate ETF VNQ

i

Market dataready · fetched 2026-11-13T18:11:25.735Z

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 · 2026-11-13T18:11:22.918300035Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:11:24.895267+00:00

Share price$96.31
1D-0.5%
$96.06$96.28$96.50$96.72$96.945:30 AM6:30 AM9:00 AM1:00 PMVNQ
Sold putSold call

Vanguard Real Estate ETF options

Live interpolated VNQ call and put midpoint premiums by absolute delta.Vanguard Real Estate ETF$0.24$1.24$2.23$3.23$4.22$93.52$95.03$96.55$98.06$99.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNQ spot · $96.31VNQ PRICE$0.40$0.48$0.55$0.58$0.62$0.76$0.90$1.04$1.20$1.39$1.57$1.88$3.94$0.35$0.38$0.45$0.55$0.66$0.75$0.82$0.88$0.94$1.02$1.21$1.40$1.59
PutsCheap0.94×
CallsExpensive1.29×
SkewBullish-4.52 pp
Implied moveBullish±$1.71
TiltBullish16.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.7127.5%3.9%93.8523.1%2.9%
25Δ98.8424.8%3.1%94.7018.9%2.1%
30Δ97.9922.1%2.3%95.2017.1%1.6%
35Δ97.4619.0%1.8%95.5117.0%1.4%
40Δ96.9616.4%1.3%95.8217.0%1.2%
45Δ96.6816.5%1.2%96.1016.5%1.0%
50Δ96.4016.7%1.0%96.3315.4%0.8%
55Δ96.1216.8%0.9%96.5614.2%0.7%
60Δ95.8316.8%0.8%96.7913.1%0.5%
65Δ95.5416.6%0.6%97.0212.1%0.3%
70Δ95.2416.5%0.5%97.2812.0%0.2%
75Δ94.8417.3%0.4%97.5412.0%0.2%
80Δ92.9432.1%0.6%97.7912.0%0.1%

20Δ

Calls
Pseudo strike
99.71
IV
27.5%
B/E move
3.9%
Puts
Pseudo strike
93.85
IV
23.1%
B/E move
2.9%

25Δ

Calls
Pseudo strike
98.84
IV
24.8%
B/E move
3.1%
Puts
Pseudo strike
94.70
IV
18.9%
B/E move
2.1%

30Δ

Calls
Pseudo strike
97.99
IV
22.1%
B/E move
2.3%
Puts
Pseudo strike
95.20
IV
17.1%
B/E move
1.6%

35Δ

Calls
Pseudo strike
97.46
IV
19.0%
B/E move
1.8%
Puts
Pseudo strike
95.51
IV
17.0%
B/E move
1.4%

40Δ

Calls
Pseudo strike
96.96
IV
16.4%
B/E move
1.3%
Puts
Pseudo strike
95.82
IV
17.0%
B/E move
1.2%

45Δ

Calls
Pseudo strike
96.68
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
96.10
IV
16.5%
B/E move
1.0%

50Δ

Calls
Pseudo strike
96.40
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
96.33
IV
15.4%
B/E move
0.8%

55Δ

Calls
Pseudo strike
96.12
IV
16.8%
B/E move
0.9%
Puts
Pseudo strike
96.56
IV
14.2%
B/E move
0.7%

60Δ

Calls
Pseudo strike
95.83
IV
16.8%
B/E move
0.8%
Puts
Pseudo strike
96.79
IV
13.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
95.54
IV
16.6%
B/E move
0.6%
Puts
Pseudo strike
97.02
IV
12.1%
B/E move
0.3%

70Δ

Calls
Pseudo strike
95.24
IV
16.5%
B/E move
0.5%
Puts
Pseudo strike
97.28
IV
12.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
94.84
IV
17.3%
B/E move
0.4%
Puts
Pseudo strike
97.54
IV
12.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
92.94
IV
32.1%
B/E move
0.6%
Puts
Pseudo strike
97.79
IV
12.0%
B/E move
0.1%

Options history

IV · four-Friday blend15.63%
Daily EOD
VNQ15.3%16.3%17.4%2026-10-19: 15.79%2026-10-20: 16.49%2026-10-21: 16.27%2026-10-22: 15.65%2026-10-23: 15.40%2026-10-26: 16.05%2026-10-27: 16.26%2026-10-28: 17.28%2026-10-29: 16.45%2026-10-30: 15.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.79%
16.49%
16.27%
15.65%
15.40%
16.05%
16.26%
17.28%
16.45%
15.63%