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Vanguard Scottsdale Funds Vanguard Russell 1000 Value ETF VONV

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Market datapartial · fetched 2026-10-22T18:11:07.852Z

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 · 2026-10-22T18:11:02.521764078Z

FundamentalsAlpha Vantage · unavailable

Share price$113.21
1D+0.1%
$112.62$112.84$113.07$113.29$113.515:30 AM6:30 AM9:00 AM1:00 PMVONV
Sold putSold call

Vanguard Scottsdale Funds Vanguard Russell 1000 Value ETF options

Live interpolated VONV call and put midpoint premiums by absolute delta.Vanguard Scottsdale Funds Vanguard Russell 1000 Value ETF$1.66$2.83$4.00$5.18$6.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVONV PRICE$1.93$2.75$3.57$4.38$5.20$1.78$2.15$2.53$2.92$3.31$3.69$4.08$4.47$4.85$5.24$5.63$6.01
PutsExpensive2.45×
CallsFair1.05×
SkewBearish+13.61 pp
Implied move——
TiltBearish44.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ106.7035.6%7.3%
30Δ107.9833.6%6.5%
35Δ109.0732.1%5.9%
40Δ110.1630.6%5.3%
45Δ111.2529.2%4.7%
50Δ112.3427.7%4.0%
55Δ113.4426.2%3.4%
60Δ112.5710.5%1.1%114.5324.8%2.8%
65Δ111.6511.9%1.1%115.6223.3%2.2%
70Δ110.7413.4%1.0%116.7121.8%1.5%
75Δ109.8214.8%0.9%117.8020.3%0.9%
80Δ108.9016.3%0.8%118.9018.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.70
IV
35.6%
B/E move
7.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.98
IV
33.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.07
IV
32.1%
B/E move
5.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.16
IV
30.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.25
IV
29.2%
B/E move
4.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.34
IV
27.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.44
IV
26.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
112.57
IV
10.5%
B/E move
1.1%
Puts
Pseudo strike
114.53
IV
24.8%
B/E move
2.8%

65Δ

Calls
Pseudo strike
111.65
IV
11.9%
B/E move
1.1%
Puts
Pseudo strike
115.62
IV
23.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
110.74
IV
13.4%
B/E move
1.0%
Puts
Pseudo strike
116.71
IV
21.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
109.82
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
117.80
IV
20.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
108.90
IV
16.3%
B/E move
0.8%
Puts
Pseudo strike
118.90
IV
18.9%
B/E move
0.3%

Options history

No recorded observations