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Vanguard Total World Stock ETF VT

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Market dataready · fetched 2026-11-12T00:44:35.105Z

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 · 2026-11-11T23:45:33.48376284Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:44:34.731051+00:00

Share price$156.27
1D-0.1%
AH$155.81$156.16$156.52$156.87$157.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVT
Sold putSold callAH

Vanguard Total World Stock ETF options

Live interpolated VT call and put midpoint premiums by absolute delta.Vanguard Total World Stock ETF$0.26$1.50$2.73$3.97$5.21$148.71$152.50$156.28$160.07$163.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VT spot · $156.27VT PRICE$0.39$0.54$0.78$1.01$1.28$1.58$1.66$1.71$2.39$2.74$0.47$0.49$0.63$0.75$0.86$0.98$1.13$1.28$1.53$1.97$2.61$3.58$4.85
PutsCheap0.55×
Calls——
Skew——
Implied moveBullish±$2.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.4314.1%2.3%152.9817.1%2.4%
25Δ158.9214.8%2.0%154.2913.0%1.6%
30Δ158.5216.1%1.9%154.7613.1%1.4%
35Δ158.1217.4%1.8%155.2112.9%1.2%
40Δ157.6218.4%1.7%155.6612.2%0.9%
45Δ157.0819.3%1.5%156.0811.7%0.8%
50Δ156.5417.4%1.2%156.4311.3%0.6%
55Δ155.9915.2%0.9%156.7711.0%0.5%
60Δ155.3118.2%0.9%157.1711.2%0.4%
65Δ154.8018.5%0.8%157.6912.5%0.4%
70Δ158.3714.5%0.3%
75Δ159.3817.2%0.3%
80Δ160.7519.7%0.2%

20Δ

Calls
Pseudo strike
159.43
IV
14.1%
B/E move
2.3%
Puts
Pseudo strike
152.98
IV
17.1%
B/E move
2.4%

25Δ

Calls
Pseudo strike
158.92
IV
14.8%
B/E move
2.0%
Puts
Pseudo strike
154.29
IV
13.0%
B/E move
1.6%

30Δ

Calls
Pseudo strike
158.52
IV
16.1%
B/E move
1.9%
Puts
Pseudo strike
154.76
IV
13.1%
B/E move
1.4%

35Δ

Calls
Pseudo strike
158.12
IV
17.4%
B/E move
1.8%
Puts
Pseudo strike
155.21
IV
12.9%
B/E move
1.2%

40Δ

Calls
Pseudo strike
157.62
IV
18.4%
B/E move
1.7%
Puts
Pseudo strike
155.66
IV
12.2%
B/E move
0.9%

45Δ

Calls
Pseudo strike
157.08
IV
19.3%
B/E move
1.5%
Puts
Pseudo strike
156.08
IV
11.7%
B/E move
0.8%

50Δ

Calls
Pseudo strike
156.54
IV
17.4%
B/E move
1.2%
Puts
Pseudo strike
156.43
IV
11.3%
B/E move
0.6%

55Δ

Calls
Pseudo strike
155.99
IV
15.2%
B/E move
0.9%
Puts
Pseudo strike
156.77
IV
11.0%
B/E move
0.5%

60Δ

Calls
Pseudo strike
155.31
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
157.17
IV
11.2%
B/E move
0.4%

65Δ

Calls
Pseudo strike
154.80
IV
18.5%
B/E move
0.8%
Puts
Pseudo strike
157.69
IV
12.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
158.37
IV
14.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
159.38
IV
17.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
160.75
IV
19.7%
B/E move
0.2%

Options history

IV · four-Friday blend16.64%
Daily EOD
VT13.5%15.2%16.9%2026-10-19: 15.29%2026-10-20: 14.84%2026-10-21: 13.78%2026-10-22: 14.93%2026-10-23: 15.92%2026-10-26: 15.70%2026-10-27: 15.11%2026-10-28: 14.76%2026-10-29: 14.25%2026-10-30: 16.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.29%
14.84%
13.78%
14.93%
15.92%
15.70%
15.11%
14.76%
14.25%
16.64%