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Vanguard Scottsdale Funds Vanguard Russell 1000 Growth ETF VONG

i

Market dataready · fetched 2026-11-13T01:31:17.945Z

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 · 2026-11-12T21:00:00.435906625Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:31:17.550907+00:00

Share price$119.64
1D+1.4%
AH$117.52$118.34$119.16$119.98$120.805:30 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$0.49$1.83$3.16$4.50$5.84$110.85$115.77$120.68$125.60$130.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VONG spot · $119.64VONG PRICE$0.63$0.74$0.87$1.06$1.29$1.60$1.90$2.20$2.50$2.79$3.09$3.39$3.69$0.80$0.95$1.11$1.28$1.44$1.60$1.77$2.07$2.45$2.81$4.37$5.24$5.46
PutsCheap0.77×
CallsCheap0.50×
SkewBearish+5.03 pp
Implied moveBullish±$3.67
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.8833.1%4.9%113.8341.2%5.5%
25Δ123.3629.0%3.7%115.4936.0%4.3%
30Δ122.3526.7%3.0%116.3433.7%3.7%
35Δ121.6326.1%2.6%117.1831.5%3.1%
40Δ121.0226.2%2.2%118.0329.2%2.6%
45Δ120.4327.0%2.0%118.8727.0%2.0%
50Δ119.8727.2%1.8%119.7124.7%1.4%
55Δ119.3425.9%1.6%120.3824.4%1.1%
60Δ118.8224.6%1.4%120.9625.0%0.9%
65Δ118.3023.3%1.2%121.5324.7%0.8%
70Δ117.7821.9%1.0%123.0333.2%0.8%
75Δ117.2620.6%0.8%124.0934.5%0.7%
80Δ116.7319.3%0.7%124.5731.1%0.4%

20Δ

Calls
Pseudo strike
124.88
IV
33.1%
B/E move
4.9%
Puts
Pseudo strike
113.83
IV
41.2%
B/E move
5.5%

25Δ

Calls
Pseudo strike
123.36
IV
29.0%
B/E move
3.7%
Puts
Pseudo strike
115.49
IV
36.0%
B/E move
4.3%

30Δ

Calls
Pseudo strike
122.35
IV
26.7%
B/E move
3.0%
Puts
Pseudo strike
116.34
IV
33.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
121.63
IV
26.1%
B/E move
2.6%
Puts
Pseudo strike
117.18
IV
31.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
121.02
IV
26.2%
B/E move
2.2%
Puts
Pseudo strike
118.03
IV
29.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
120.43
IV
27.0%
B/E move
2.0%
Puts
Pseudo strike
118.87
IV
27.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
119.87
IV
27.2%
B/E move
1.8%
Puts
Pseudo strike
119.71
IV
24.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
119.34
IV
25.9%
B/E move
1.6%
Puts
Pseudo strike
120.38
IV
24.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
118.82
IV
24.6%
B/E move
1.4%
Puts
Pseudo strike
120.96
IV
25.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
118.30
IV
23.3%
B/E move
1.2%
Puts
Pseudo strike
121.53
IV
24.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
117.78
IV
21.9%
B/E move
1.0%
Puts
Pseudo strike
123.03
IV
33.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
117.26
IV
20.6%
B/E move
0.8%
Puts
Pseudo strike
124.09
IV
34.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
116.73
IV
19.3%
B/E move
0.7%
Puts
Pseudo strike
124.57
IV
31.1%
B/E move
0.4%

Options history

IV · four-Friday blend24.49%
Daily EOD
VONG20.4%22.6%24.8%2026-10-19: 20.71%2026-10-20: 20.81%2026-10-21: 21.19%2026-10-22: 22.51%2026-10-23: 22.91%2026-10-26: 21.84%2026-10-27: 21.59%2026-10-28: 21.09%2026-10-29: 21.06%2026-10-30: 24.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.71%
20.81%
21.19%
22.51%
22.91%
21.84%
21.59%
21.09%
21.06%
24.49%