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Vanguard Total World Stock ETF VT

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Market datapartial · fetched 2026-10-23T16:47:51.448Z

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 · 2026-10-23T16:47:44.99211494Z

FundamentalsAlpha Vantage · unavailable

Share price$156.23
1D+0.2%
$155.35$155.61$155.88$156.14$156.415:30 AM6:30 AM9:00 AM1:00 PMVT
Sold putSold call

Vanguard Total World Stock ETF options

Live interpolated VT call and put midpoint premiums by absolute delta.Vanguard Total World Stock ETF$0.36$2.87$5.38$7.89$10.40$147.06$151.44$155.82$160.20$164.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VT spot · $156.22VT PRICE$0.63$0.85$1.10$1.44$1.76$2.06$2.40$2.91$3.57$4.06$4.32$4.48$5.48$0.93$1.22$1.36$1.71$2.04$2.59$2.97$3.29$3.95$4.53$5.20$6.52$9.68
PutsExpensive1.07×
CallsCheap0.93×
SkewBearish+3.01 pp
Implied moveBearish±$5.37
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.7413.3%3.9%150.1918.8%4.5%
25Δ160.7913.4%3.5%151.5818.4%3.8%
30Δ159.9113.5%3.1%153.2516.0%2.8%
35Δ159.2214.3%2.8%154.1316.4%2.4%
40Δ158.4414.6%2.5%155.1016.1%2.0%
45Δ157.6214.4%2.2%155.9417.1%1.8%
50Δ156.8114.2%1.9%156.8616.7%1.5%
55Δ156.0214.9%1.7%157.7115.9%1.2%
60Δ155.1115.7%1.6%158.6916.4%1.0%
65Δ154.2615.5%1.3%159.6116.3%0.7%
70Δ153.6214.4%1.1%160.6016.2%0.5%
75Δ153.0612.9%0.8%162.1217.6%0.4%
80Δ151.8713.7%0.7%165.3622.2%0.3%

20Δ

Calls
Pseudo strike
161.74
IV
13.3%
B/E move
3.9%
Puts
Pseudo strike
150.19
IV
18.8%
B/E move
4.5%

25Δ

Calls
Pseudo strike
160.79
IV
13.4%
B/E move
3.5%
Puts
Pseudo strike
151.58
IV
18.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
159.91
IV
13.5%
B/E move
3.1%
Puts
Pseudo strike
153.25
IV
16.0%
B/E move
2.8%

35Δ

Calls
Pseudo strike
159.22
IV
14.3%
B/E move
2.8%
Puts
Pseudo strike
154.13
IV
16.4%
B/E move
2.4%

40Δ

Calls
Pseudo strike
158.44
IV
14.6%
B/E move
2.5%
Puts
Pseudo strike
155.10
IV
16.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
157.62
IV
14.4%
B/E move
2.2%
Puts
Pseudo strike
155.94
IV
17.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
156.81
IV
14.2%
B/E move
1.9%
Puts
Pseudo strike
156.86
IV
16.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
156.02
IV
14.9%
B/E move
1.7%
Puts
Pseudo strike
157.71
IV
15.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
155.11
IV
15.7%
B/E move
1.6%
Puts
Pseudo strike
158.69
IV
16.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
154.26
IV
15.5%
B/E move
1.3%
Puts
Pseudo strike
159.61
IV
16.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
153.62
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
160.60
IV
16.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
153.06
IV
12.9%
B/E move
0.8%
Puts
Pseudo strike
162.12
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
151.87
IV
13.7%
B/E move
0.7%
Puts
Pseudo strike
165.36
IV
22.2%
B/E move
0.3%

Options history

No recorded observations