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Vanguard Scottsdale Funds Vanguard Russell 1000 Value ETF VONV

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Market dataready · fetched 2026-10-22T21:13:32.841Z

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 · 2026-10-22T20:00:00.179391632Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:06:57.873106+00:00

Share price$113.59
1D+0.4%
AH$112.61$112.87$113.14$113.40$113.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVONV
Sold putSold callAH

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$0.85$2.25$3.65$5.05$6.45$106.07$109.29$112.50$115.72$118.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VONV spot · $113.59VONV PRICE$1.00$1.00$1.40$1.01$1.24$1.47$1.50$1.50$1.50$2.02$3.03$3.59$1.10$1.79$1.11$1.44$1.50$1.74$2.05$2.34$2.95$3.64$3.96$6.05
PutsExpensive1.78×
CallsFair0.99×
SkewBearish+6.92 pp
Implied moveBearish±$3.52
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.0528.8%6.7%
25Δ118.9921.6%5.6%107.0735.6%7.3%
30Δ117.1517.1%4.0%111.2217.6%3.1%
35Δ116.5119.0%3.8%111.8918.5%2.8%
40Δ114.9811.3%2.1%112.7916.1%2.0%
45Δ114.5211.5%1.9%113.4815.5%1.6%
50Δ114.0611.7%1.7%114.1015.6%1.4%
55Δ113.7310.6%1.4%114.6815.2%1.1%
60Δ113.439.2%1.2%115.4516.4%1.0%
65Δ113.127.8%0.9%116.2917.7%0.8%
70Δ112.488.8%0.8%116.9116.7%0.6%
75Δ111.4711.7%0.8%119.0021.8%0.6%
80Δ110.8212.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.05
IV
28.8%
B/E move
6.7%

25Δ

Calls
Pseudo strike
118.99
IV
21.6%
B/E move
5.6%
Puts
Pseudo strike
107.07
IV
35.6%
B/E move
7.3%

30Δ

Calls
Pseudo strike
117.15
IV
17.1%
B/E move
4.0%
Puts
Pseudo strike
111.22
IV
17.6%
B/E move
3.1%

35Δ

Calls
Pseudo strike
116.51
IV
19.0%
B/E move
3.8%
Puts
Pseudo strike
111.89
IV
18.5%
B/E move
2.8%

40Δ

Calls
Pseudo strike
114.98
IV
11.3%
B/E move
2.1%
Puts
Pseudo strike
112.79
IV
16.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
114.52
IV
11.5%
B/E move
1.9%
Puts
Pseudo strike
113.48
IV
15.5%
B/E move
1.6%

50Δ

Calls
Pseudo strike
114.06
IV
11.7%
B/E move
1.7%
Puts
Pseudo strike
114.10
IV
15.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
113.73
IV
10.6%
B/E move
1.4%
Puts
Pseudo strike
114.68
IV
15.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
113.43
IV
9.2%
B/E move
1.2%
Puts
Pseudo strike
115.45
IV
16.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
113.12
IV
7.8%
B/E move
0.9%
Puts
Pseudo strike
116.29
IV
17.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
112.48
IV
8.8%
B/E move
0.8%
Puts
Pseudo strike
116.91
IV
16.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
111.47
IV
11.7%
B/E move
0.8%
Puts
Pseudo strike
119.00
IV
21.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
110.82
IV
12.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations