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Vanguard Utilities ETF VPU

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Market datapartial · fetched 2026-10-23T02:59:21.289Z

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 · 2026-10-23T00:00:00.00104756Z

FundamentalsAlpha Vantage · unavailable

Share price$185.12
1D+1.5%
AH$182.05$182.88$183.70$184.52$185.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVPU
Sold putSold callAH

Vanguard Utilities ETF options

Live interpolated VPU call and put midpoint premiums by absolute delta.Vanguard Utilities ETF$0.79$3.52$6.24$8.96$11.69$165.89$174.36$182.82$191.29$199.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VPU spot · $185.12VPU PRICE$1.09$1.25$1.42$1.74$2.06$2.40$2.85$3.61$3.83$4.72$5.17$5.83$7.21$1.34$1.77$2.23$2.55$3.13$3.77$4.07$4.82$5.81$6.94$8.92$10.90
PutsExpensive1.17×
CallsCheap0.68×
SkewBearish+5.98 pp
Implied moveBearish±$6.92
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ194.7919.3%5.8%176.4722.5%5.4%
25Δ192.3116.9%4.6%178.4422.0%4.6%
30Δ189.9214.6%3.4%180.1621.8%3.9%
35Δ188.8214.4%2.9%181.9820.1%3.1%
40Δ187.7414.2%2.5%183.3220.3%2.7%
45Δ186.7613.8%2.2%184.6720.5%2.3%
50Δ185.8314.0%1.9%185.9618.9%1.7%
55Δ184.8815.3%1.8%187.2419.1%1.5%
60Δ183.9914.0%1.5%188.6619.8%1.2%
65Δ182.8615.0%1.3%190.2220.4%1.0%
70Δ181.9614.3%1.1%192.5322.2%0.8%
75Δ180.9714.0%0.9%194.8324.0%0.6%
80Δ179.3615.0%0.8%

20Δ

Calls
Pseudo strike
194.79
IV
19.3%
B/E move
5.8%
Puts
Pseudo strike
176.47
IV
22.5%
B/E move
5.4%

25Δ

Calls
Pseudo strike
192.31
IV
16.9%
B/E move
4.6%
Puts
Pseudo strike
178.44
IV
22.0%
B/E move
4.6%

30Δ

Calls
Pseudo strike
189.92
IV
14.6%
B/E move
3.4%
Puts
Pseudo strike
180.16
IV
21.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
188.82
IV
14.4%
B/E move
2.9%
Puts
Pseudo strike
181.98
IV
20.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
187.74
IV
14.2%
B/E move
2.5%
Puts
Pseudo strike
183.32
IV
20.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
186.76
IV
13.8%
B/E move
2.2%
Puts
Pseudo strike
184.67
IV
20.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
185.83
IV
14.0%
B/E move
1.9%
Puts
Pseudo strike
185.96
IV
18.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
184.88
IV
15.3%
B/E move
1.8%
Puts
Pseudo strike
187.24
IV
19.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
183.99
IV
14.0%
B/E move
1.5%
Puts
Pseudo strike
188.66
IV
19.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
182.86
IV
15.0%
B/E move
1.3%
Puts
Pseudo strike
190.22
IV
20.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
181.96
IV
14.3%
B/E move
1.1%
Puts
Pseudo strike
192.53
IV
22.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
180.97
IV
14.0%
B/E move
0.9%
Puts
Pseudo strike
194.83
IV
24.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
179.36
IV
15.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations