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Vanguard Scottsdale Funds Vanguard Russell 1000 ETF VONE

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Market dataready · fetched 2026-10-24T04:29:25.486Z

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 · 2026-10-23T20:00:00.322159706Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:29:25.748473+00:00

Share price$343.44
1D-0.0%
AH$342.83$343.37$343.91$344.45$344.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVONE
Sold putSold callAH

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$0.87$5.44$10.02$14.59$19.17$325.16$334.51$343.86$353.21$362.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VONE spot · $343.44VONE PRICE$1.36$1.92$2.50$3.09$3.97$4.84$5.77$7.08$8.38$10.27$12.47$15.12$17.85$2.22$2.77$3.32$3.88$4.47$5.11$5.75$6.45$7.17$7.89$8.90$10.09$11.27
PutsFair1.00×
CallsExpensive1.08×
SkewBullish-0.89 pp
Implied moveBalanced±$11.52
TiltBullish8.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ355.4013.3%3.9%328.9020.7%4.9%
25Δ353.4313.6%3.5%332.7019.4%3.9%
30Δ351.6713.9%3.1%335.9118.2%3.2%
35Δ349.9114.3%2.8%338.5117.2%2.6%
40Δ348.2014.8%2.5%340.8316.4%2.1%
45Δ346.4915.3%2.3%342.7615.7%1.7%
50Δ344.7315.8%2.1%344.6915.0%1.3%
55Δ342.7316.4%1.9%346.3114.4%1.0%
60Δ340.7217.1%1.6%347.8713.8%0.8%
65Δ338.2318.1%1.5%349.4313.2%0.6%
70Δ335.4719.3%1.3%351.0812.8%0.4%
75Δ332.2020.3%1.1%352.7712.5%0.2%
80Δ328.8020.9%0.9%354.4612.2%0.1%

20Δ

Calls
Pseudo strike
355.40
IV
13.3%
B/E move
3.9%
Puts
Pseudo strike
328.90
IV
20.7%
B/E move
4.9%

25Δ

Calls
Pseudo strike
353.43
IV
13.6%
B/E move
3.5%
Puts
Pseudo strike
332.70
IV
19.4%
B/E move
3.9%

30Δ

Calls
Pseudo strike
351.67
IV
13.9%
B/E move
3.1%
Puts
Pseudo strike
335.91
IV
18.2%
B/E move
3.2%

35Δ

Calls
Pseudo strike
349.91
IV
14.3%
B/E move
2.8%
Puts
Pseudo strike
338.51
IV
17.2%
B/E move
2.6%

40Δ

Calls
Pseudo strike
348.20
IV
14.8%
B/E move
2.5%
Puts
Pseudo strike
340.83
IV
16.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
346.49
IV
15.3%
B/E move
2.3%
Puts
Pseudo strike
342.76
IV
15.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
344.73
IV
15.8%
B/E move
2.1%
Puts
Pseudo strike
344.69
IV
15.0%
B/E move
1.3%

55Δ

Calls
Pseudo strike
342.73
IV
16.4%
B/E move
1.9%
Puts
Pseudo strike
346.31
IV
14.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
340.72
IV
17.1%
B/E move
1.6%
Puts
Pseudo strike
347.87
IV
13.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
338.23
IV
18.1%
B/E move
1.5%
Puts
Pseudo strike
349.43
IV
13.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
335.47
IV
19.3%
B/E move
1.3%
Puts
Pseudo strike
351.08
IV
12.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
332.20
IV
20.3%
B/E move
1.1%
Puts
Pseudo strike
352.77
IV
12.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
328.80
IV
20.9%
B/E move
0.9%
Puts
Pseudo strike
354.46
IV
12.2%
B/E move
0.1%

Options history

No recorded observations