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Vanguard Scottsdale Funds Vanguard Russell 1000 Growth ETF VONG

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Market datapartial · fetched 2026-10-22T23:51:14.978Z

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 · 2026-10-22T23:39:27.216315968Z

FundamentalsAlpha Vantage · unavailable

Share price$123.45
1D-1.1%
AH$123.07$123.70$124.32$124.95$125.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVONG
Sold putSold callAH

Vanguard Scottsdale Funds Vanguard Russell 1000 Growth ETF options

Live interpolated VONG call and put midpoint premiums by absolute delta.Vanguard Scottsdale Funds Vanguard Russell 1000 Growth ETF$0.63$3.25$5.88$8.51$11.14$112.55$118.37$124.18$130.00$135.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VONG spot · $123.45VONG PRICE$0.91$1.17$1.49$1.77$2.26$2.83$3.51$4.09$5.06$5.88$7.22$8.76$10.38$1.31$1.58$1.84$2.16$2.50$2.89$3.39$3.85$4.87$5.47$6.19$6.68$7.40
PutsExpensive1.29×
CallsExpensive1.55×
SkewBullish-1.80 pp
Implied moveBalanced±$6.90
TiltBullish4.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.5324.3%7.3%115.1132.4%7.8%
25Δ129.7223.2%6.0%117.1529.7%6.4%
30Δ128.4723.3%5.3%119.1827.0%5.0%
35Δ127.1322.3%4.4%120.7725.3%3.9%
40Δ126.2023.5%4.1%122.0024.2%3.2%
45Δ125.2424.9%3.7%123.0823.5%2.6%
50Δ124.1726.4%3.4%124.1023.4%2.2%
55Δ123.0226.5%3.0%125.1022.8%1.8%
60Δ121.7328.5%2.7%126.3524.8%1.6%
65Δ120.4128.8%2.3%127.4124.0%1.2%
70Δ118.6830.1%2.0%128.5223.6%0.9%
75Δ116.7831.9%1.7%129.4022.2%0.6%
80Δ114.8033.7%1.4%130.4621.1%0.3%

20Δ

Calls
Pseudo strike
131.53
IV
24.3%
B/E move
7.3%
Puts
Pseudo strike
115.11
IV
32.4%
B/E move
7.8%

25Δ

Calls
Pseudo strike
129.72
IV
23.2%
B/E move
6.0%
Puts
Pseudo strike
117.15
IV
29.7%
B/E move
6.4%

30Δ

Calls
Pseudo strike
128.47
IV
23.3%
B/E move
5.3%
Puts
Pseudo strike
119.18
IV
27.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
127.13
IV
22.3%
B/E move
4.4%
Puts
Pseudo strike
120.77
IV
25.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
126.20
IV
23.5%
B/E move
4.1%
Puts
Pseudo strike
122.00
IV
24.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
125.24
IV
24.9%
B/E move
3.7%
Puts
Pseudo strike
123.08
IV
23.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
124.17
IV
26.4%
B/E move
3.4%
Puts
Pseudo strike
124.10
IV
23.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
123.02
IV
26.5%
B/E move
3.0%
Puts
Pseudo strike
125.10
IV
22.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
121.73
IV
28.5%
B/E move
2.7%
Puts
Pseudo strike
126.35
IV
24.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
120.41
IV
28.8%
B/E move
2.3%
Puts
Pseudo strike
127.41
IV
24.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
118.68
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
128.52
IV
23.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
116.78
IV
31.9%
B/E move
1.7%
Puts
Pseudo strike
129.40
IV
22.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
114.80
IV
33.7%
B/E move
1.4%
Puts
Pseudo strike
130.46
IV
21.1%
B/E move
0.3%

Options history

No recorded observations