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Vanguard S&P 500 ETF VOO

i

Market dataready · fetched 2026-10-21T17:48:07.153Z

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

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 · 2026-10-21T17:48:03.139263174Z

FundamentalsAlpha Vantage · ready

Share price$711.38
1D+0.4%
$706$708$709$711$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$0.50$2.53$4.55$6.58$8.61$700.08$705.36$710.64$715.92$721.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOO spot · $711.38VOO PRICE$0.72$0.97$1.23$1.59$1.95$2.32$2.85$3.38$3.99$4.78$5.58$6.56$7.49$0.96$1.19$1.42$1.70$1.97$2.49$3.06$3.63$4.23$4.83$5.86$7.23$8.02
PutsExpensive1.13×
CallsCheap0.93×
SkewBearish+1.19 pp
Implied moveBearish±$5.91
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ716.9512.0%0.9%704.3616.2%1.1%
25Δ715.9612.2%0.8%706.1115.2%0.9%
30Δ714.9812.3%0.7%707.6714.1%0.7%
35Δ714.1312.6%0.6%708.7413.6%0.6%
40Δ713.2812.8%0.5%709.8013.1%0.5%
45Δ712.4213.0%0.5%710.7413.5%0.4%
50Δ711.5213.4%0.4%711.6414.1%0.4%
55Δ710.6313.7%0.4%712.5514.7%0.3%
60Δ709.6714.1%0.3%713.5514.6%0.3%
65Δ708.5614.5%0.3%714.5514.6%0.2%
70Δ707.4514.9%0.2%715.8815.2%0.2%
75Δ706.1815.1%0.2%717.4716.5%0.2%
80Δ704.9315.0%0.1%718.6015.7%0.1%

20Δ

Calls
Pseudo strike
716.95
IV
12.0%
B/E move
0.9%
Puts
Pseudo strike
704.36
IV
16.2%
B/E move
1.1%

25Δ

Calls
Pseudo strike
715.96
IV
12.2%
B/E move
0.8%
Puts
Pseudo strike
706.11
IV
15.2%
B/E move
0.9%

30Δ

Calls
Pseudo strike
714.98
IV
12.3%
B/E move
0.7%
Puts
Pseudo strike
707.67
IV
14.1%
B/E move
0.7%

35Δ

Calls
Pseudo strike
714.13
IV
12.6%
B/E move
0.6%
Puts
Pseudo strike
708.74
IV
13.6%
B/E move
0.6%

40Δ

Calls
Pseudo strike
713.28
IV
12.8%
B/E move
0.5%
Puts
Pseudo strike
709.80
IV
13.1%
B/E move
0.5%

45Δ

Calls
Pseudo strike
712.42
IV
13.0%
B/E move
0.5%
Puts
Pseudo strike
710.74
IV
13.5%
B/E move
0.4%

50Δ

Calls
Pseudo strike
711.52
IV
13.4%
B/E move
0.4%
Puts
Pseudo strike
711.64
IV
14.1%
B/E move
0.4%

55Δ

Calls
Pseudo strike
710.63
IV
13.7%
B/E move
0.4%
Puts
Pseudo strike
712.55
IV
14.7%
B/E move
0.3%

60Δ

Calls
Pseudo strike
709.67
IV
14.1%
B/E move
0.3%
Puts
Pseudo strike
713.55
IV
14.6%
B/E move
0.3%

65Δ

Calls
Pseudo strike
708.56
IV
14.5%
B/E move
0.3%
Puts
Pseudo strike
714.55
IV
14.6%
B/E move
0.2%

70Δ

Calls
Pseudo strike
707.45
IV
14.9%
B/E move
0.2%
Puts
Pseudo strike
715.88
IV
15.2%
B/E move
0.2%

75Δ

Calls
Pseudo strike
706.18
IV
15.1%
B/E move
0.2%
Puts
Pseudo strike
717.47
IV
16.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
704.93
IV
15.0%
B/E move
0.1%
Puts
Pseudo strike
718.60
IV
15.7%
B/E move
0.1%

Options history

VOO13.9914.2314.462026-10-19: 14.43%2026-10-20: 14.02%Oct 19Oct 20
Table
DateIV
14.43%
14.02%