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Vanguard S&P 500 Growth ETF VOOG

i

Market dataready · fetched 2026-10-23T01:37:59.010Z

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 · 2026-10-23T00:00:00.136168349Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T01:37:58.547459+00:00

Share price$82.47
1D-1.3%
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$2.05$3.82$5.59$7.37$74.36$78.42$82.49$86.56$90.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOOG spot · $82.47VOOG PRICE$0.47$0.65$0.87$1.14$1.48$1.73$2.00$2.64$3.16$3.80$4.33$4.58$6.86$0.73$0.92$1.34$1.38$1.48$1.71$1.97$2.25$2.54$3.24$3.56$3.79$4.96
PutsCheap0.79×
CallsCheap0.84×
SkewBullish-1.75 pp
Implied moveBalanced±$3.96
TiltBullish6.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.5718.4%5.5%77.8626.9%6.5%
25Δ85.8919.0%4.9%79.0625.3%5.2%
30Δ85.3319.9%4.5%79.6428.3%5.1%
35Δ84.7821.1%4.2%80.7424.4%3.8%
40Δ84.2422.8%3.9%81.6021.5%2.9%
45Δ83.5922.8%3.5%82.2520.8%2.3%
50Δ82.8722.2%2.9%82.8620.4%1.9%
55Δ82.1725.4%2.8%83.4419.9%1.5%
60Δ81.4026.5%2.5%84.0219.5%1.2%
65Δ80.5027.7%2.2%84.8421.4%1.1%
70Δ79.6927.6%1.9%85.3920.5%0.8%
75Δ79.0525.3%1.4%85.8819.0%0.5%
80Δ76.7633.3%1.4%87.1621.2%0.3%

20Δ

Calls
Pseudo strike
86.57
IV
18.4%
B/E move
5.5%
Puts
Pseudo strike
77.86
IV
26.9%
B/E move
6.5%

25Δ

Calls
Pseudo strike
85.89
IV
19.0%
B/E move
4.9%
Puts
Pseudo strike
79.06
IV
25.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
85.33
IV
19.9%
B/E move
4.5%
Puts
Pseudo strike
79.64
IV
28.3%
B/E move
5.1%

35Δ

Calls
Pseudo strike
84.78
IV
21.1%
B/E move
4.2%
Puts
Pseudo strike
80.74
IV
24.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
84.24
IV
22.8%
B/E move
3.9%
Puts
Pseudo strike
81.60
IV
21.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
83.59
IV
22.8%
B/E move
3.5%
Puts
Pseudo strike
82.25
IV
20.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
82.87
IV
22.2%
B/E move
2.9%
Puts
Pseudo strike
82.86
IV
20.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
82.17
IV
25.4%
B/E move
2.8%
Puts
Pseudo strike
83.44
IV
19.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
81.40
IV
26.5%
B/E move
2.5%
Puts
Pseudo strike
84.02
IV
19.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
80.50
IV
27.7%
B/E move
2.2%
Puts
Pseudo strike
84.84
IV
21.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
79.69
IV
27.6%
B/E move
1.9%
Puts
Pseudo strike
85.39
IV
20.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
79.05
IV
25.3%
B/E move
1.4%
Puts
Pseudo strike
85.88
IV
19.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
76.76
IV
33.3%
B/E move
1.4%
Puts
Pseudo strike
87.16
IV
21.2%
B/E move
0.3%

Options history

No recorded observations