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Vanguard Total World Stock ETF VT

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Market datapartial · fetched 2026-10-22T21:03:10.250Z

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 · 2026-10-22T20:46:15.625481279Z

FundamentalsAlpha Vantage · unavailable

Share price$156.29
1D-0.4%
AH$156.04$156.37$156.70$157.03$157.365:30 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$0.36$2.92$5.48$8.04$10.59$147.41$151.90$156.39$160.89$165.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VT spot · $156.29VT PRICE$0.64$0.86$1.22$1.45$1.87$2.34$2.39$3.36$3.64$4.90$5.67$7.69$9.86$0.85$1.13$1.51$1.89$1.91$2.21$2.44$2.48$2.48$3.11$4.00$4.72$6.64
PutsCheap0.87×
CallsExpensive1.09×
SkewBullish-2.50 pp
Implied moveBalanced±$4.83
TiltBullish12.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.8913.2%4.0%150.7716.9%4.1%
25Δ160.8213.1%3.5%152.0216.8%3.5%
30Δ160.2814.5%3.3%152.9617.5%3.1%
35Δ159.3814.3%2.9%153.9817.7%2.7%
40Δ158.5515.0%2.6%155.2514.9%1.9%
45Δ157.8616.1%2.5%156.1014.4%1.5%
50Δ156.8713.9%1.9%156.8913.6%1.2%
55Δ156.0216.9%2.0%157.4612.0%0.8%
60Δ155.1815.8%1.6%157.9910.2%0.5%
65Δ153.8518.6%1.6%158.7711.1%0.4%
70Δ152.7118.7%1.3%159.7712.3%0.3%
75Δ150.5822.2%1.3%160.7012.6%0.2%
80Δ148.1524.8%1.1%162.7614.6%0.1%

20Δ

Calls
Pseudo strike
161.89
IV
13.2%
B/E move
4.0%
Puts
Pseudo strike
150.77
IV
16.9%
B/E move
4.1%

25Δ

Calls
Pseudo strike
160.82
IV
13.1%
B/E move
3.5%
Puts
Pseudo strike
152.02
IV
16.8%
B/E move
3.5%

30Δ

Calls
Pseudo strike
160.28
IV
14.5%
B/E move
3.3%
Puts
Pseudo strike
152.96
IV
17.5%
B/E move
3.1%

35Δ

Calls
Pseudo strike
159.38
IV
14.3%
B/E move
2.9%
Puts
Pseudo strike
153.98
IV
17.7%
B/E move
2.7%

40Δ

Calls
Pseudo strike
158.55
IV
15.0%
B/E move
2.6%
Puts
Pseudo strike
155.25
IV
14.9%
B/E move
1.9%

45Δ

Calls
Pseudo strike
157.86
IV
16.1%
B/E move
2.5%
Puts
Pseudo strike
156.10
IV
14.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
156.87
IV
13.9%
B/E move
1.9%
Puts
Pseudo strike
156.89
IV
13.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
156.02
IV
16.9%
B/E move
2.0%
Puts
Pseudo strike
157.46
IV
12.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
155.18
IV
15.8%
B/E move
1.6%
Puts
Pseudo strike
157.99
IV
10.2%
B/E move
0.5%

65Δ

Calls
Pseudo strike
153.85
IV
18.6%
B/E move
1.6%
Puts
Pseudo strike
158.77
IV
11.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
152.71
IV
18.7%
B/E move
1.3%
Puts
Pseudo strike
159.77
IV
12.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
150.58
IV
22.2%
B/E move
1.3%
Puts
Pseudo strike
160.70
IV
12.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
148.15
IV
24.8%
B/E move
1.1%
Puts
Pseudo strike
162.76
IV
14.6%
B/E move
0.1%

Options history

No recorded observations