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Vanguard Communication Services ETF VOX

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Market datapartial · fetched 2026-10-22T20:45:05.175Z

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 · 2026-10-22T20:10:00.00083678Z

FundamentalsAlpha Vantage · unavailable

Share price$183.69
1D-0.4%
AH$182.33$183.09$183.85$184.60$185.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVOX
Sold putSold callAH

Vanguard Communication Services ETF options

Live interpolated VOX call and put midpoint premiums by absolute delta.Vanguard Communication Services ETF$1.21$4.56$7.92$11.27$14.62$167.05$175.27$183.49$191.71$199.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOX spot · $183.69VOX PRICE$1.57$1.87$2.22$2.71$3.20$3.88$4.89$5.93$6.96$8.14$9.78$11.42$2.23$2.83$3.43$4.27$5.20$6.12$6.17$7.26$8.10$9.46$10.95$13.66
PutsExpensive1.09×
CallsExpensive1.29×
SkewBearish+0.77 pp
Implied moveBearish±$11.02
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ197.7628.3%8.5%
25Δ193.8325.0%6.5%175.3427.6%5.8%
30Δ191.1423.3%5.3%177.3927.2%5.0%
35Δ189.3523.1%4.6%179.4326.9%4.2%
40Δ187.6122.4%3.9%181.2927.1%3.6%
45Δ186.1522.9%3.5%183.0727.6%3.2%
50Δ184.6824.6%3.2%184.8528.1%2.7%
55Δ182.9925.2%2.8%186.3124.5%1.9%
60Δ181.2925.8%2.5%188.0124.8%1.6%
65Δ179.4826.5%2.1%189.5624.0%1.2%
70Δ177.2927.5%1.8%191.4424.2%0.9%
75Δ175.1028.5%1.5%193.4224.3%0.7%
80Δ196.5126.0%0.5%

20Δ

Calls
Pseudo strike
197.76
IV
28.3%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
193.83
IV
25.0%
B/E move
6.5%
Puts
Pseudo strike
175.34
IV
27.6%
B/E move
5.8%

30Δ

Calls
Pseudo strike
191.14
IV
23.3%
B/E move
5.3%
Puts
Pseudo strike
177.39
IV
27.2%
B/E move
5.0%

35Δ

Calls
Pseudo strike
189.35
IV
23.1%
B/E move
4.6%
Puts
Pseudo strike
179.43
IV
26.9%
B/E move
4.2%

40Δ

Calls
Pseudo strike
187.61
IV
22.4%
B/E move
3.9%
Puts
Pseudo strike
181.29
IV
27.1%
B/E move
3.6%

45Δ

Calls
Pseudo strike
186.15
IV
22.9%
B/E move
3.5%
Puts
Pseudo strike
183.07
IV
27.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
184.68
IV
24.6%
B/E move
3.2%
Puts
Pseudo strike
184.85
IV
28.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
182.99
IV
25.2%
B/E move
2.8%
Puts
Pseudo strike
186.31
IV
24.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
181.29
IV
25.8%
B/E move
2.5%
Puts
Pseudo strike
188.01
IV
24.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
179.48
IV
26.5%
B/E move
2.1%
Puts
Pseudo strike
189.56
IV
24.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
177.29
IV
27.5%
B/E move
1.8%
Puts
Pseudo strike
191.44
IV
24.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
175.10
IV
28.5%
B/E move
1.5%
Puts
Pseudo strike
193.42
IV
24.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
196.51
IV
26.0%
B/E move
0.5%

Options history

No recorded observations