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Vanguard S&P 500 Value ETF VOOV

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Market datapartial · fetched 2026-10-23T02:22:32.547Z

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 · 2026-10-23T00:00:00.128596223Z

FundamentalsAlpha Vantage · unavailable

Share price$231.27
1D+0.7%
AH$229.23$229.78$230.33$230.87$231.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVOOV
Sold putSold callAH

Vanguard S&P 500 Value ETF options

Live interpolated VOOV call and put midpoint premiums by absolute delta.Vanguard S&P 500 Value ETF$0.63$3.24$5.84$8.44$11.05$216.60$223.06$229.51$235.97$242.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOOV spot · $231.27VOOV PRICE$0.92$1.24$1.56$1.89$2.40$2.97$3.55$4.13$4.74$5.71$6.68$7.65$9.07$1.27$1.61$1.97$2.33$2.68$3.25$3.84$4.44$5.03$5.97$7.21$8.45$10.30
PutsExpensive1.30×
CallsFair1.01×
SkewBearish+1.44 pp
Implied moveBearish±$7.39
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ239.3212.5%3.9%222.8117.0%4.2%
25Δ238.0012.5%3.4%225.1616.2%3.3%
30Δ236.6812.5%3.0%226.7115.5%2.8%
35Δ235.3512.4%2.6%228.2614.8%2.3%
40Δ234.2112.7%2.3%229.8114.1%1.8%
45Δ233.1312.9%2.1%231.0214.0%1.5%
50Δ232.0513.2%1.9%232.1713.9%1.3%
55Δ230.9813.5%1.7%233.3213.9%1.0%
60Δ229.8713.8%1.4%234.4813.8%0.8%
65Δ228.5114.0%1.3%235.8714.0%0.6%
70Δ227.1414.2%1.1%237.4514.4%0.4%
75Δ225.7814.4%0.9%239.0314.9%0.3%
80Δ223.9914.8%0.8%241.2015.7%0.2%

20Δ

Calls
Pseudo strike
239.32
IV
12.5%
B/E move
3.9%
Puts
Pseudo strike
222.81
IV
17.0%
B/E move
4.2%

25Δ

Calls
Pseudo strike
238.00
IV
12.5%
B/E move
3.4%
Puts
Pseudo strike
225.16
IV
16.2%
B/E move
3.3%

30Δ

Calls
Pseudo strike
236.68
IV
12.5%
B/E move
3.0%
Puts
Pseudo strike
226.71
IV
15.5%
B/E move
2.8%

35Δ

Calls
Pseudo strike
235.35
IV
12.4%
B/E move
2.6%
Puts
Pseudo strike
228.26
IV
14.8%
B/E move
2.3%

40Δ

Calls
Pseudo strike
234.21
IV
12.7%
B/E move
2.3%
Puts
Pseudo strike
229.81
IV
14.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
233.13
IV
12.9%
B/E move
2.1%
Puts
Pseudo strike
231.02
IV
14.0%
B/E move
1.5%

50Δ

Calls
Pseudo strike
232.05
IV
13.2%
B/E move
1.9%
Puts
Pseudo strike
232.17
IV
13.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
230.98
IV
13.5%
B/E move
1.7%
Puts
Pseudo strike
233.32
IV
13.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
229.87
IV
13.8%
B/E move
1.4%
Puts
Pseudo strike
234.48
IV
13.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
228.51
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
235.87
IV
14.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
227.14
IV
14.2%
B/E move
1.1%
Puts
Pseudo strike
237.45
IV
14.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
225.78
IV
14.4%
B/E move
0.9%
Puts
Pseudo strike
239.03
IV
14.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
223.99
IV
14.8%
B/E move
0.8%
Puts
Pseudo strike
241.20
IV
15.7%
B/E move
0.2%

Options history

No recorded observations