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Vanguard Real Estate ETF VNQ

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Market datapartial · fetched 2026-10-23T02:27:01.587Z

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 · 2026-10-23T00:00:00.001081156Z

FundamentalsAlpha Vantage · unavailable

Share price$92.65
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$0.24$1.98$3.73$5.48$7.22$86.27$89.38$92.49$95.61$98.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNQ spot · $92.65VNQ PRICE$0.43$0.55$0.69$0.92$1.16$1.21$1.23$1.45$1.67$2.04$2.54$3.12$3.54$0.51$0.69$1.01$1.33$1.52$1.76$2.05$2.48$3.06$3.73$3.14$5.48$6.72
PutsExpensive1.06×
CallsCheap0.74×
SkewBearish+6.02 pp
Implied moveBearish±$3.28
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.3914.9%4.5%89.3417.0%4.1%
25Δ95.6214.4%3.8%90.1017.0%3.5%
30Δ94.9714.1%3.3%90.5519.0%3.4%
35Δ94.5315.0%3.0%91.0120.9%3.2%
40Δ94.0815.8%2.8%91.7619.7%2.6%
45Δ93.5514.2%2.3%92.4419.2%2.1%
50Δ92.9912.0%1.7%93.0819.0%1.8%
55Δ92.5912.1%1.5%93.7419.6%1.5%
60Δ92.1912.1%1.3%94.5320.5%1.3%
65Δ91.6912.7%1.2%95.3921.6%1.1%
70Δ91.1014.0%1.1%95.3216.1%0.5%
75Δ90.4114.8%0.9%97.5324.0%0.6%
80Δ89.7814.7%0.7%98.9625.4%0.4%

20Δ

Calls
Pseudo strike
96.39
IV
14.9%
B/E move
4.5%
Puts
Pseudo strike
89.34
IV
17.0%
B/E move
4.1%

25Δ

Calls
Pseudo strike
95.62
IV
14.4%
B/E move
3.8%
Puts
Pseudo strike
90.10
IV
17.0%
B/E move
3.5%

30Δ

Calls
Pseudo strike
94.97
IV
14.1%
B/E move
3.3%
Puts
Pseudo strike
90.55
IV
19.0%
B/E move
3.4%

35Δ

Calls
Pseudo strike
94.53
IV
15.0%
B/E move
3.0%
Puts
Pseudo strike
91.01
IV
20.9%
B/E move
3.2%

40Δ

Calls
Pseudo strike
94.08
IV
15.8%
B/E move
2.8%
Puts
Pseudo strike
91.76
IV
19.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
93.55
IV
14.2%
B/E move
2.3%
Puts
Pseudo strike
92.44
IV
19.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
92.99
IV
12.0%
B/E move
1.7%
Puts
Pseudo strike
93.08
IV
19.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
92.59
IV
12.1%
B/E move
1.5%
Puts
Pseudo strike
93.74
IV
19.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
92.19
IV
12.1%
B/E move
1.3%
Puts
Pseudo strike
94.53
IV
20.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
91.69
IV
12.7%
B/E move
1.2%
Puts
Pseudo strike
95.39
IV
21.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
91.10
IV
14.0%
B/E move
1.1%
Puts
Pseudo strike
95.32
IV
16.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
90.41
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
97.53
IV
24.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
89.78
IV
14.7%
B/E move
0.7%
Puts
Pseudo strike
98.96
IV
25.4%
B/E move
0.4%

Options history

No recorded observations