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Vanguard S&P 500 Growth ETF VOOG

i

Market dataready · fetched 2026-11-13T19:12:27.883Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T19:12:22.491389034Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:12:27.103475+00:00

Share price$79.61
1D-1.7%
$78.76$79.36$79.96$80.56$81.165:30 AM6:30 AM9:00 AM1:00 PMVOOG
Sold putSold call

Vanguard S&P 500 Growth ETF options

Live interpolated VOOG call and put midpoint premiums by absolute delta.Vanguard S&P 500 Growth ETF$0.33$0.99$1.65$2.31$2.98$74.75$77.25$79.75$82.26$84.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VOOG spot · $79.61VOOG PRICE$0.40$0.55$0.69$0.79$0.83$0.87$1.07$1.28$1.50$1.75$2.00$2.31$2.68$0.43$0.52$0.64$0.89$1.14$1.31$1.43$1.60$1.88$2.16$2.47$2.78
Puts——
CallsCheap0.74×
Skew——
Implied moveBearish±$2.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.9032.9%4.6%76.5934.4%4.3%
25Δ82.3533.9%4.1%77.4330.9%3.4%
30Δ81.7533.6%3.6%78.0929.0%2.7%
35Δ81.0931.1%2.8%78.4631.7%2.6%
40Δ80.5627.5%2.2%78.8334.4%2.4%
45Δ80.0623.8%1.7%79.2534.3%2.1%
50Δ79.6924.2%1.4%79.7131.7%1.7%
55Δ79.3525.0%1.3%80.1730.2%1.3%
60Δ79.0025.9%1.1%80.6130.4%1.1%
65Δ78.6125.9%0.9%81.0530.6%0.9%
70Δ78.2225.9%0.8%81.5230.1%0.7%
75Δ77.8025.9%0.6%81.9829.6%0.5%
80Δ77.3225.9%0.5%

20Δ

Calls
Pseudo strike
82.90
IV
32.9%
B/E move
4.6%
Puts
Pseudo strike
76.59
IV
34.4%
B/E move
4.3%

25Δ

Calls
Pseudo strike
82.35
IV
33.9%
B/E move
4.1%
Puts
Pseudo strike
77.43
IV
30.9%
B/E move
3.4%

30Δ

Calls
Pseudo strike
81.75
IV
33.6%
B/E move
3.6%
Puts
Pseudo strike
78.09
IV
29.0%
B/E move
2.7%

35Δ

Calls
Pseudo strike
81.09
IV
31.1%
B/E move
2.8%
Puts
Pseudo strike
78.46
IV
31.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
80.56
IV
27.5%
B/E move
2.2%
Puts
Pseudo strike
78.83
IV
34.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
80.06
IV
23.8%
B/E move
1.7%
Puts
Pseudo strike
79.25
IV
34.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
79.69
IV
24.2%
B/E move
1.4%
Puts
Pseudo strike
79.71
IV
31.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
79.35
IV
25.0%
B/E move
1.3%
Puts
Pseudo strike
80.17
IV
30.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
79.00
IV
25.9%
B/E move
1.1%
Puts
Pseudo strike
80.61
IV
30.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
78.61
IV
25.9%
B/E move
0.9%
Puts
Pseudo strike
81.05
IV
30.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
78.22
IV
25.9%
B/E move
0.8%
Puts
Pseudo strike
81.52
IV
30.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
77.80
IV
25.9%
B/E move
0.6%
Puts
Pseudo strike
81.98
IV
29.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
77.32
IV
25.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.66%
Daily EOD
VOOG18.6%20.8%23.0%2026-10-19: 18.89%2026-10-20: 19.33%2026-10-21: 19.15%2026-10-22: 20.64%2026-10-23: 21.37%2026-10-26: 20.37%2026-10-27: 19.89%2026-10-28: 19.66%2026-10-29: 19.96%2026-10-30: 22.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.89%
19.33%
19.15%
20.64%
21.37%
20.37%
19.89%
19.66%
19.96%
22.66%