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Vanguard S&P 500 Value ETF VOOV

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Market dataready · fetched 2026-10-23T05:07:51.823Z

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 · ready · fetched 2026-10-23T05:07:51.338925+00:00

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$0.64$3.20$5.76$8.33$10.89$216.58$223.09$229.59$236.10$242.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOOV spot · $231.27VOOV PRICE$0.92$1.24$1.57$1.89$2.41$2.99$3.56$4.14$4.77$5.74$6.71$7.69$9.17$1.27$1.61$1.96$2.32$2.68$3.24$3.83$4.42$5.01$5.93$7.16$8.39$10.15
PutsExpensive1.32×
CallsFair1.03×
SkewBearish+1.36 pp
Implied moveBearish±$7.39
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ239.3212.6%3.9%222.8017.3%4.2%
25Δ237.9912.6%3.4%225.1516.5%3.3%
30Δ236.6612.6%3.0%226.6915.7%2.8%
35Δ235.3312.7%2.6%228.2415.0%2.3%
40Δ234.1912.9%2.3%229.7914.3%1.8%
45Δ233.1113.2%2.1%230.9914.2%1.5%
50Δ232.0313.5%1.9%232.1414.1%1.3%
55Δ230.9513.8%1.7%233.2914.0%1.0%
60Δ229.8414.1%1.4%234.4414.0%0.8%
65Δ228.4614.3%1.3%235.8114.2%0.6%
70Δ227.0914.6%1.1%237.3814.6%0.5%
75Δ225.7214.8%0.9%238.9615.0%0.3%
80Δ223.8915.2%0.8%241.0515.8%0.2%

20Δ

Calls
Pseudo strike
239.32
IV
12.6%
B/E move
3.9%
Puts
Pseudo strike
222.80
IV
17.3%
B/E move
4.2%

25Δ

Calls
Pseudo strike
237.99
IV
12.6%
B/E move
3.4%
Puts
Pseudo strike
225.15
IV
16.5%
B/E move
3.3%

30Δ

Calls
Pseudo strike
236.66
IV
12.6%
B/E move
3.0%
Puts
Pseudo strike
226.69
IV
15.7%
B/E move
2.8%

35Δ

Calls
Pseudo strike
235.33
IV
12.7%
B/E move
2.6%
Puts
Pseudo strike
228.24
IV
15.0%
B/E move
2.3%

40Δ

Calls
Pseudo strike
234.19
IV
12.9%
B/E move
2.3%
Puts
Pseudo strike
229.79
IV
14.3%
B/E move
1.8%

45Δ

Calls
Pseudo strike
233.11
IV
13.2%
B/E move
2.1%
Puts
Pseudo strike
230.99
IV
14.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
232.03
IV
13.5%
B/E move
1.9%
Puts
Pseudo strike
232.14
IV
14.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
230.95
IV
13.8%
B/E move
1.7%
Puts
Pseudo strike
233.29
IV
14.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
229.84
IV
14.1%
B/E move
1.4%
Puts
Pseudo strike
234.44
IV
14.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
228.46
IV
14.3%
B/E move
1.3%
Puts
Pseudo strike
235.81
IV
14.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
227.09
IV
14.6%
B/E move
1.1%
Puts
Pseudo strike
237.38
IV
14.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
225.72
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
238.96
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
223.89
IV
15.2%
B/E move
0.8%
Puts
Pseudo strike
241.05
IV
15.8%
B/E move
0.2%

Options history

No recorded observations