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Vanguard S&P 500 Value ETF VOOV

i

Market dataready · fetched 2026-11-13T18:51:36.055Z

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 · 2026-11-13T18:44:41.688438916Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:51:35.577764+00:00

Share price$233.43
1D-0.4%
$232.30$232.84$233.38$233.92$234.465:30 AM6:30 AM9:00 AM1:00 PMVOOV
Sold putSold call

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$2.06$3.49$4.91$6.34$225.69$229.78$233.88$237.98$242.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VOOV spot · $233.43VOOV PRICE$1.24$1.52$1.81$2.09$2.38$2.66$2.95$3.23$3.52$0.78$1.03$1.28$1.53$1.77$2.02$2.27$2.52$3.21$4.11$5.02$5.93
Puts——
Calls——
Skew——
Implied moveBearish±$3.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ230.2215.6%1.7%
30Δ230.8715.4%1.5%
35Δ231.5315.2%1.4%
40Δ234.7513.1%1.1%232.1815.0%1.2%
45Δ234.2312.8%1.0%232.8314.7%1.0%
50Δ233.7112.5%0.9%233.4814.5%0.8%
55Δ233.1912.2%0.8%234.1314.3%0.7%
60Δ232.6712.0%0.7%234.7814.1%0.5%
65Δ232.1611.7%0.6%235.7114.7%0.4%
70Δ231.6411.4%0.5%236.7815.7%0.3%
75Δ231.1211.1%0.4%237.8516.6%0.3%
80Δ230.6010.9%0.3%238.9217.6%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
230.22
IV
15.6%
B/E move
1.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
230.87
IV
15.4%
B/E move
1.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
231.53
IV
15.2%
B/E move
1.4%

40Δ

Calls
Pseudo strike
234.75
IV
13.1%
B/E move
1.1%
Puts
Pseudo strike
232.18
IV
15.0%
B/E move
1.2%

45Δ

Calls
Pseudo strike
234.23
IV
12.8%
B/E move
1.0%
Puts
Pseudo strike
232.83
IV
14.7%
B/E move
1.0%

50Δ

Calls
Pseudo strike
233.71
IV
12.5%
B/E move
0.9%
Puts
Pseudo strike
233.48
IV
14.5%
B/E move
0.8%

55Δ

Calls
Pseudo strike
233.19
IV
12.2%
B/E move
0.8%
Puts
Pseudo strike
234.13
IV
14.3%
B/E move
0.7%

60Δ

Calls
Pseudo strike
232.67
IV
12.0%
B/E move
0.7%
Puts
Pseudo strike
234.78
IV
14.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
232.16
IV
11.7%
B/E move
0.6%
Puts
Pseudo strike
235.71
IV
14.7%
B/E move
0.4%

70Δ

Calls
Pseudo strike
231.64
IV
11.4%
B/E move
0.5%
Puts
Pseudo strike
236.78
IV
15.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
231.12
IV
11.1%
B/E move
0.4%
Puts
Pseudo strike
237.85
IV
16.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
230.60
IV
10.9%
B/E move
0.3%
Puts
Pseudo strike
238.92
IV
17.6%
B/E move
0.2%

Options history

IV · four-Friday blend16.15%
Daily EOD
VOOV13.1%14.7%16.4%2026-10-19: 14.33%2026-10-20: 15.03%2026-10-21: 14.07%2026-10-22: 15.82%2026-10-23: 14.06%2026-10-26: 13.92%2026-10-27: 14.28%2026-10-28: 13.31%2026-10-29: 15.33%2026-10-30: 16.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.33%
15.03%
14.07%
15.82%
14.06%
13.92%
14.28%
13.31%
15.33%
16.15%