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Vanguard Scottsdale Funds Vanguard Russell 1000 ETF VONE

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Market dataready · fetched 2026-10-22T14:52:21.442Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T14:48:56.041157807Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:52:19.373629+00:00

Share price$344.48
1D-0.6%
$344.27$344.87$345.47$346.07$346.675:30 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$2.76$6.93$11.10$15.26$19.43$-0.34$0.08$0.50$0.92$1.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVONE PRICE$3.21$4.12$5.03$5.93$6.84$7.75$8.66$9.56$10.47$11.38$13.08$15.66$18.23
PutsExpensive1.19×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ322.9220.2%7.2%
25Δ326.2919.4%6.5%
30Δ329.6618.6%5.8%
35Δ333.0317.8%5.0%
40Δ336.4017.0%4.3%
45Δ339.7716.2%3.6%
50Δ343.1415.4%2.9%
55Δ346.5114.6%2.2%
60Δ349.8813.8%1.5%
65Δ353.2513.0%0.8%
70Δ356.5412.7%0.3%
75Δ359.7612.9%0.1%
80Δ362.9713.1%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
322.92
IV
20.2%
B/E move
7.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
326.29
IV
19.4%
B/E move
6.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
329.66
IV
18.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
333.03
IV
17.8%
B/E move
5.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
336.40
IV
17.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
339.77
IV
16.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
343.14
IV
15.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
346.51
IV
14.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
349.88
IV
13.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
353.25
IV
13.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
356.54
IV
12.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
359.76
IV
12.9%
B/E move
0.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
362.97
IV
13.1%
B/E move
0.1%

Options history

No recorded observations