IntraAlpha
Create free account Start free

Vanguard S&P 500 Growth ETF VOOG

i

Market datapartial · fetched 2026-10-22T20:46:00.789Z

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 · 2026-10-22T20:45:21.229886882Z

FundamentalsAlpha Vantage · unavailable

Share price$82.50
1D-1.2%
AH$82.10$82.50$82.89$83.28$83.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVOOG
Sold putSold callAH

Vanguard S&P 500 Growth ETF options

Live interpolated VOOG call and put midpoint premiums by absolute delta.Vanguard S&P 500 Growth ETF$0.28$2.03$3.77$5.52$7.26$74.39$78.45$82.51$86.57$90.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOOG spot · $82.50VOOG PRICE$0.47$0.64$0.86$1.13$1.47$1.72$1.97$2.62$3.14$3.76$4.31$4.56$6.76$0.74$0.92$1.35$1.36$1.49$1.72$1.98$2.26$2.59$3.30$3.58$3.82$5.02
PutsCheap0.80×
CallsCheap0.84×
SkewBullish-1.39 pp
Implied moveBalanced±$3.95
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.5818.4%5.5%77.8327.3%6.6%
25Δ85.9018.8%4.9%79.0725.4%5.3%
30Δ85.3419.8%4.5%79.6528.5%5.1%
35Δ84.7921.0%4.1%80.7924.1%3.7%
40Δ84.2522.6%3.9%81.6221.6%2.9%
45Δ83.6222.7%3.4%82.2821.0%2.3%
50Δ82.9021.9%2.9%82.8920.5%1.9%
55Δ82.2025.1%2.8%83.4820.1%1.6%
60Δ81.4426.2%2.5%84.0819.9%1.2%
65Δ80.5627.3%2.2%84.9121.8%1.1%
70Δ79.7227.5%1.9%85.4420.6%0.8%
75Δ79.1025.2%1.4%85.9419.1%0.5%
80Δ76.8732.8%1.4%87.2421.4%0.3%

20Δ

Calls
Pseudo strike
86.58
IV
18.4%
B/E move
5.5%
Puts
Pseudo strike
77.83
IV
27.3%
B/E move
6.6%

25Δ

Calls
Pseudo strike
85.90
IV
18.8%
B/E move
4.9%
Puts
Pseudo strike
79.07
IV
25.4%
B/E move
5.3%

30Δ

Calls
Pseudo strike
85.34
IV
19.8%
B/E move
4.5%
Puts
Pseudo strike
79.65
IV
28.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
84.79
IV
21.0%
B/E move
4.1%
Puts
Pseudo strike
80.79
IV
24.1%
B/E move
3.7%

40Δ

Calls
Pseudo strike
84.25
IV
22.6%
B/E move
3.9%
Puts
Pseudo strike
81.62
IV
21.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
83.62
IV
22.7%
B/E move
3.4%
Puts
Pseudo strike
82.28
IV
21.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
82.90
IV
21.9%
B/E move
2.9%
Puts
Pseudo strike
82.89
IV
20.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
82.20
IV
25.1%
B/E move
2.8%
Puts
Pseudo strike
83.48
IV
20.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
81.44
IV
26.2%
B/E move
2.5%
Puts
Pseudo strike
84.08
IV
19.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
80.56
IV
27.3%
B/E move
2.2%
Puts
Pseudo strike
84.91
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
79.72
IV
27.5%
B/E move
1.9%
Puts
Pseudo strike
85.44
IV
20.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
79.10
IV
25.2%
B/E move
1.4%
Puts
Pseudo strike
85.94
IV
19.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
76.87
IV
32.8%
B/E move
1.4%
Puts
Pseudo strike
87.24
IV
21.4%
B/E move
0.3%

Options history

No recorded observations