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Vanguard Scottsdale Funds Vanguard Russell 1000 ETF VONE

i

Market dataready · fetched 2026-11-11T15:54:59.303Z

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 · 2026-11-11T15:54:51.088020426Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:54:58.902304+00:00

Share price$343.29
1D+0.1%
$342.00$342.36$342.73$343.10$343.465:30 AM6:30 AM9:00 AM1:00 PMVONE
Sold putSold call

Vanguard Scottsdale Funds Vanguard Russell 1000 ETF options

Live interpolated VONE call and put midpoint premiums by absolute delta.Vanguard Scottsdale Funds Vanguard Russell 1000 ETF$0.75$3.28$5.80$8.32$10.84$327.96$335.81$343.65$351.50$359.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VONE spot · $343.29VONE PRICE$1.03$1.22$1.49$1.76$2.03$2.44$2.99$3.54$4.09$4.64$5.27$6.25$7.24$1.31$1.61$1.93$2.27$2.72$3.18$3.64$4.10$4.90$5.78$6.66$7.54$10.11
PutsCheap0.78×
CallsCheap0.59×
SkewBearish+3.46 pp
Implied moveBearish±$6.63
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ352.1917.5%2.9%334.0821.4%3.1%
25Δ349.5415.2%2.2%336.4619.6%2.5%
30Δ348.2514.6%1.9%338.3118.5%2.0%
35Δ346.9714.0%1.6%340.1117.5%1.6%
40Δ345.6813.4%1.3%341.2817.2%1.4%
45Δ344.5513.1%1.1%342.4516.8%1.2%
50Δ343.6113.2%1.0%343.6316.4%1.0%
55Δ342.6713.4%0.8%344.8016.0%0.8%
60Δ341.7313.5%0.7%346.0516.1%0.6%
65Δ340.7813.7%0.6%347.3116.3%0.5%
70Δ339.7813.8%0.5%348.5816.4%0.4%
75Δ338.5213.6%0.4%349.8516.6%0.3%
80Δ337.2513.5%0.4%352.6518.7%0.2%

20Δ

Calls
Pseudo strike
352.19
IV
17.5%
B/E move
2.9%
Puts
Pseudo strike
334.08
IV
21.4%
B/E move
3.1%

25Δ

Calls
Pseudo strike
349.54
IV
15.2%
B/E move
2.2%
Puts
Pseudo strike
336.46
IV
19.6%
B/E move
2.5%

30Δ

Calls
Pseudo strike
348.25
IV
14.6%
B/E move
1.9%
Puts
Pseudo strike
338.31
IV
18.5%
B/E move
2.0%

35Δ

Calls
Pseudo strike
346.97
IV
14.0%
B/E move
1.6%
Puts
Pseudo strike
340.11
IV
17.5%
B/E move
1.6%

40Δ

Calls
Pseudo strike
345.68
IV
13.4%
B/E move
1.3%
Puts
Pseudo strike
341.28
IV
17.2%
B/E move
1.4%

45Δ

Calls
Pseudo strike
344.55
IV
13.1%
B/E move
1.1%
Puts
Pseudo strike
342.45
IV
16.8%
B/E move
1.2%

50Δ

Calls
Pseudo strike
343.61
IV
13.2%
B/E move
1.0%
Puts
Pseudo strike
343.63
IV
16.4%
B/E move
1.0%

55Δ

Calls
Pseudo strike
342.67
IV
13.4%
B/E move
0.8%
Puts
Pseudo strike
344.80
IV
16.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
341.73
IV
13.5%
B/E move
0.7%
Puts
Pseudo strike
346.05
IV
16.1%
B/E move
0.6%

65Δ

Calls
Pseudo strike
340.78
IV
13.7%
B/E move
0.6%
Puts
Pseudo strike
347.31
IV
16.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
339.78
IV
13.8%
B/E move
0.5%
Puts
Pseudo strike
348.58
IV
16.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
338.52
IV
13.6%
B/E move
0.4%
Puts
Pseudo strike
349.85
IV
16.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
337.25
IV
13.5%
B/E move
0.4%
Puts
Pseudo strike
352.65
IV
18.7%
B/E move
0.2%

Options history

IV · four-Friday blend15.58%
Daily EOD
VONE13.2%14.5%15.8%2026-10-19: 14.21%2026-10-20: 14.03%2026-10-21: 13.35%2026-10-22: 15.05%2026-10-23: 14.64%2026-10-26: 13.90%2026-10-27: 14.74%2026-10-28: 14.12%2026-10-29: 14.00%2026-10-30: 15.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.21%
14.03%
13.35%
15.05%
14.64%
13.90%
14.74%
14.12%
14.00%
15.58%