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Vanguard Communication Services ETF VOX

i

Market dataready · fetched 2026-11-12T16:03:32.519Z

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 · 2026-11-12T16:03:14.500887872Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:03:31.769014+00:00

Share price$183.35
1D+0.1%
$182.25$182.55$182.85$183.15$183.455:30 AM6:30 AM9:00 AM1:00 PMVOX
Sold putSold call

Vanguard Communication Services ETF options

Live interpolated VOX call and put midpoint premiums by absolute delta.Vanguard Communication Services ETF$0.94$3.09$5.24$7.38$9.53$170.53$176.73$182.92$189.12$195.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOX spot · $183.35VOX PRICE$1.18$1.32$1.48$1.68$1.90$2.32$2.85$3.39$3.93$4.47$5.02$5.61$6.21$1.37$1.61$1.82$2.07$2.48$2.88$3.29$3.69$4.32$4.73$5.08$6.95$8.91
PutsFair1.01×
CallsCheap0.79×
SkewBearish+4.00 pp
Implied moveBearish±$6.14
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ193.2939.5%6.1%174.1643.2%5.8%
25Δ190.0233.1%4.4%176.8538.6%4.4%
30Δ187.9529.0%3.3%178.8334.5%3.5%
35Δ186.5326.7%2.7%180.3931.4%2.7%
40Δ185.3925.1%2.1%181.4430.6%2.4%
45Δ184.4324.7%1.9%182.4929.8%2.0%
50Δ183.5225.1%1.7%183.5429.1%1.7%
55Δ182.6225.5%1.5%184.6028.3%1.3%
60Δ181.7125.9%1.3%185.6728.6%1.1%
65Δ180.8026.3%1.1%186.5227.3%0.9%
70Δ179.9026.6%0.9%187.2925.4%0.6%
75Δ178.9825.7%0.7%189.2830.0%0.6%
80Δ178.0624.7%0.5%191.4433.0%0.4%

20Δ

Calls
Pseudo strike
193.29
IV
39.5%
B/E move
6.1%
Puts
Pseudo strike
174.16
IV
43.2%
B/E move
5.8%

25Δ

Calls
Pseudo strike
190.02
IV
33.1%
B/E move
4.4%
Puts
Pseudo strike
176.85
IV
38.6%
B/E move
4.4%

30Δ

Calls
Pseudo strike
187.95
IV
29.0%
B/E move
3.3%
Puts
Pseudo strike
178.83
IV
34.5%
B/E move
3.5%

35Δ

Calls
Pseudo strike
186.53
IV
26.7%
B/E move
2.7%
Puts
Pseudo strike
180.39
IV
31.4%
B/E move
2.7%

40Δ

Calls
Pseudo strike
185.39
IV
25.1%
B/E move
2.1%
Puts
Pseudo strike
181.44
IV
30.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
184.43
IV
24.7%
B/E move
1.9%
Puts
Pseudo strike
182.49
IV
29.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
183.52
IV
25.1%
B/E move
1.7%
Puts
Pseudo strike
183.54
IV
29.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
182.62
IV
25.5%
B/E move
1.5%
Puts
Pseudo strike
184.60
IV
28.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
181.71
IV
25.9%
B/E move
1.3%
Puts
Pseudo strike
185.67
IV
28.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
180.80
IV
26.3%
B/E move
1.1%
Puts
Pseudo strike
186.52
IV
27.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
179.90
IV
26.6%
B/E move
0.9%
Puts
Pseudo strike
187.29
IV
25.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
178.98
IV
25.7%
B/E move
0.7%
Puts
Pseudo strike
189.28
IV
30.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
178.06
IV
24.7%
B/E move
0.5%
Puts
Pseudo strike
191.44
IV
33.0%
B/E move
0.4%

Options history

IV · four-Friday blend23.21%
Daily EOD
VOX19.1%21.3%23.5%2026-10-19: 19.38%2026-10-20: 19.50%2026-10-21: 19.73%2026-10-22: 22.10%2026-10-23: 21.96%2026-10-26: 21.91%2026-10-27: 20.95%2026-10-28: 20.28%2026-10-29: 20.26%2026-10-30: 23.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.38%
19.50%
19.73%
22.10%
21.96%
21.91%
20.95%
20.28%
20.26%
23.21%