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Vanguard Morningstar Total Stock Market ETF VTI

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Market dataready · fetched 2026-10-21T17:01:21.138Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:11.853194502Z

FundamentalsAlpha Vantage · ready

Share price$379.46
1D+0.3%
$377.01$377.70$378.39$379.08$379.775:30 AM6:30 AM9:00 AM1:00 PMVTI
Sold putSold call

Vanguard Morningstar Total Stock Market ETF options

Live interpolated VTI call and put midpoint premiums by absolute delta.Vanguard Morningstar Total Stock Market ETF$0.96$5.30$9.65$13.99$18.33$360.09$369.55$379.01$388.47$397.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTI spot · $379.46VTI PRICE$1.43$1.91$2.55$3.20$3.90$4.75$5.60$6.73$8.18$9.67$11.91$14.05$15.90$2.15$2.72$3.26$3.79$4.44$5.09$5.89$6.82$7.74$9.34$11.20$13.64$17.08
PutsExpensive1.16×
CallsExpensive1.09×
SkewBearish+0.81 pp
Implied moveBearish±$11.49
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ391.9311.6%3.7%365.5017.3%4.2%
25Δ389.7711.9%3.2%369.1516.4%3.4%
30Δ388.0012.2%2.9%372.1515.4%2.8%
35Δ386.2412.5%2.6%374.9614.5%2.2%
40Δ384.4812.7%2.4%377.0114.0%1.8%
45Δ382.7112.9%2.1%379.0413.5%1.5%
50Δ380.9313.1%1.9%380.9413.1%1.2%
55Δ379.0213.5%1.7%382.7213.0%0.9%
60Δ376.9614.1%1.5%384.5112.8%0.7%
65Δ374.8514.7%1.3%386.7213.2%0.5%
70Δ372.0415.6%1.2%389.1013.8%0.4%
75Δ369.3016.2%1.0%392.0514.5%0.3%
80Δ366.7315.8%0.8%395.9415.8%0.2%

20Δ

Calls
Pseudo strike
391.93
IV
11.6%
B/E move
3.7%
Puts
Pseudo strike
365.50
IV
17.3%
B/E move
4.2%

25Δ

Calls
Pseudo strike
389.77
IV
11.9%
B/E move
3.2%
Puts
Pseudo strike
369.15
IV
16.4%
B/E move
3.4%

30Δ

Calls
Pseudo strike
388.00
IV
12.2%
B/E move
2.9%
Puts
Pseudo strike
372.15
IV
15.4%
B/E move
2.8%

35Δ

Calls
Pseudo strike
386.24
IV
12.5%
B/E move
2.6%
Puts
Pseudo strike
374.96
IV
14.5%
B/E move
2.2%

40Δ

Calls
Pseudo strike
384.48
IV
12.7%
B/E move
2.4%
Puts
Pseudo strike
377.01
IV
14.0%
B/E move
1.8%

45Δ

Calls
Pseudo strike
382.71
IV
12.9%
B/E move
2.1%
Puts
Pseudo strike
379.04
IV
13.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
380.93
IV
13.1%
B/E move
1.9%
Puts
Pseudo strike
380.94
IV
13.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
379.02
IV
13.5%
B/E move
1.7%
Puts
Pseudo strike
382.72
IV
13.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
376.96
IV
14.1%
B/E move
1.5%
Puts
Pseudo strike
384.51
IV
12.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
374.85
IV
14.7%
B/E move
1.3%
Puts
Pseudo strike
386.72
IV
13.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
372.04
IV
15.6%
B/E move
1.2%
Puts
Pseudo strike
389.10
IV
13.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
369.30
IV
16.2%
B/E move
1.0%
Puts
Pseudo strike
392.05
IV
14.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
366.73
IV
15.8%
B/E move
0.8%
Puts
Pseudo strike
395.94
IV
15.8%
B/E move
0.2%

Options history

No recorded observations