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Vanguard S&P 500 ETF VOO

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Market dataready · fetched 2026-10-21T17:00:00.531Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:51.257768658Z

FundamentalsAlpha Vantage · ready

Share price$710.97
1D+0.3%
$706$708$709$710$7125:30 AM6:30 AM9:00 AM1:00 PMVOO
Sold putSold call

Vanguard S&P 500 ETF options

Live interpolated VOO call and put midpoint premiums by absolute delta.Vanguard S&P 500 ETF$0.52$2.54$4.56$6.58$8.60$700.10$705.32$710.55$715.78$721.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOO spot · $710.97VOO PRICE$0.73$0.98$1.28$1.64$2.00$2.43$2.93$3.43$4.10$4.81$5.51$6.17$6.84$0.94$1.27$1.65$1.99$2.23$2.53$3.03$3.54$4.09$4.66$5.24$6.57$8.02
PutsExpensive1.14×
CallsCheap0.92×
SkewBearish+1.33 pp
Implied moveBalanced±$5.97
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ716.7012.3%0.9%704.0616.0%1.1%
25Δ715.6212.4%0.8%705.5615.8%0.9%
30Δ714.6412.6%0.7%706.7016.1%0.8%
35Δ713.7812.9%0.6%707.8716.0%0.7%
40Δ712.9213.2%0.6%709.0914.8%0.6%
45Δ712.0313.5%0.5%710.2414.0%0.5%
50Δ711.1213.8%0.4%711.1714.1%0.4%
55Δ710.2214.0%0.4%712.1114.3%0.3%
60Δ709.2014.3%0.3%713.0614.2%0.3%
65Δ708.1414.7%0.3%714.0214.0%0.2%
70Δ707.1114.7%0.2%714.9813.8%0.2%
75Δ706.1014.2%0.2%716.5414.8%0.1%
80Δ705.0913.7%0.1%718.2215.7%0.1%

20Δ

Calls
Pseudo strike
716.70
IV
12.3%
B/E move
0.9%
Puts
Pseudo strike
704.06
IV
16.0%
B/E move
1.1%

25Δ

Calls
Pseudo strike
715.62
IV
12.4%
B/E move
0.8%
Puts
Pseudo strike
705.56
IV
15.8%
B/E move
0.9%

30Δ

Calls
Pseudo strike
714.64
IV
12.6%
B/E move
0.7%
Puts
Pseudo strike
706.70
IV
16.1%
B/E move
0.8%

35Δ

Calls
Pseudo strike
713.78
IV
12.9%
B/E move
0.6%
Puts
Pseudo strike
707.87
IV
16.0%
B/E move
0.7%

40Δ

Calls
Pseudo strike
712.92
IV
13.2%
B/E move
0.6%
Puts
Pseudo strike
709.09
IV
14.8%
B/E move
0.6%

45Δ

Calls
Pseudo strike
712.03
IV
13.5%
B/E move
0.5%
Puts
Pseudo strike
710.24
IV
14.0%
B/E move
0.5%

50Δ

Calls
Pseudo strike
711.12
IV
13.8%
B/E move
0.4%
Puts
Pseudo strike
711.17
IV
14.1%
B/E move
0.4%

55Δ

Calls
Pseudo strike
710.22
IV
14.0%
B/E move
0.4%
Puts
Pseudo strike
712.11
IV
14.3%
B/E move
0.3%

60Δ

Calls
Pseudo strike
709.20
IV
14.3%
B/E move
0.3%
Puts
Pseudo strike
713.06
IV
14.2%
B/E move
0.3%

65Δ

Calls
Pseudo strike
708.14
IV
14.7%
B/E move
0.3%
Puts
Pseudo strike
714.02
IV
14.0%
B/E move
0.2%

70Δ

Calls
Pseudo strike
707.11
IV
14.7%
B/E move
0.2%
Puts
Pseudo strike
714.98
IV
13.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
706.10
IV
14.2%
B/E move
0.2%
Puts
Pseudo strike
716.54
IV
14.8%
B/E move
0.1%

80Δ

Calls
Pseudo strike
705.09
IV
13.7%
B/E move
0.1%
Puts
Pseudo strike
718.22
IV
15.7%
B/E move
0.1%

Options history

No recorded observations