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Vanguard S&P 500 ETF VOO

i

Market dataready · fetched 2026-10-21T17:52:58.716Z

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 · 2026-10-21T17:52:52.421976294Z

FundamentalsAlpha Vantage · ready

Share price$711.51
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$1.56$9.83$18.11$26.38$34.66$675.48$693.06$710.65$728.23$745.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOO spot · $711.51VOO PRICE$2.45$3.50$4.66$5.68$7.10$8.16$10.04$12.44$14.81$18.29$21.60$26.62$32.28$4.01$5.21$6.46$7.75$8.98$10.08$11.58$13.28$14.29$16.24$18.59$21.68$26.84
PutsExpensive1.28×
CallsExpensive1.22×
SkewBearish+0.85 pp
Implied moveBearish±$21.61
TiltBalanced0.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ733.2510.9%3.4%685.6817.1%4.2%
25Δ730.4011.6%3.1%691.9116.7%3.5%
30Δ727.4712.2%2.9%697.3316.2%2.9%
35Δ723.8012.0%2.5%702.2115.7%2.4%
40Δ720.7112.4%2.3%706.6615.1%1.9%
45Δ717.3112.0%2.0%710.7514.2%1.5%
50Δ714.2312.6%1.8%714.3313.9%1.2%
55Δ710.8513.4%1.7%717.8413.7%1.0%
60Δ707.1913.8%1.5%720.8712.7%0.7%
65Δ702.7914.9%1.3%724.1712.5%0.5%
70Δ698.2215.3%1.2%727.7012.4%0.3%
75Δ692.2216.4%1.0%731.7812.5%0.2%
80Δ685.4617.3%0.9%737.7313.3%0.1%

20Δ

Calls
Pseudo strike
733.25
IV
10.9%
B/E move
3.4%
Puts
Pseudo strike
685.68
IV
17.1%
B/E move
4.2%

25Δ

Calls
Pseudo strike
730.40
IV
11.6%
B/E move
3.1%
Puts
Pseudo strike
691.91
IV
16.7%
B/E move
3.5%

30Δ

Calls
Pseudo strike
727.47
IV
12.2%
B/E move
2.9%
Puts
Pseudo strike
697.33
IV
16.2%
B/E move
2.9%

35Δ

Calls
Pseudo strike
723.80
IV
12.0%
B/E move
2.5%
Puts
Pseudo strike
702.21
IV
15.7%
B/E move
2.4%

40Δ

Calls
Pseudo strike
720.71
IV
12.4%
B/E move
2.3%
Puts
Pseudo strike
706.66
IV
15.1%
B/E move
1.9%

45Δ

Calls
Pseudo strike
717.31
IV
12.0%
B/E move
2.0%
Puts
Pseudo strike
710.75
IV
14.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
714.23
IV
12.6%
B/E move
1.8%
Puts
Pseudo strike
714.33
IV
13.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
710.85
IV
13.4%
B/E move
1.7%
Puts
Pseudo strike
717.84
IV
13.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
707.19
IV
13.8%
B/E move
1.5%
Puts
Pseudo strike
720.87
IV
12.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
702.79
IV
14.9%
B/E move
1.3%
Puts
Pseudo strike
724.17
IV
12.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
698.22
IV
15.3%
B/E move
1.2%
Puts
Pseudo strike
727.70
IV
12.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
692.22
IV
16.4%
B/E move
1.0%
Puts
Pseudo strike
731.78
IV
12.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
685.46
IV
17.3%
B/E move
0.9%
Puts
Pseudo strike
737.73
IV
13.3%
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%