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Vanguard Morningstar Total Stock Market ETF VTI

i

Market dataready · fetched 2026-10-21T17:52:36.167Z

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 · 2026-10-21T17:52:33.931975353Z

FundamentalsAlpha Vantage · ready

Share price$379.68
1D+0.4%
$377.00$377.73$378.45$379.17$379.905:30 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$1.00$4.99$8.98$12.97$16.96$360.44$369.78$379.13$388.47$397.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTI spot · $379.68VTI PRICE$1.43$1.89$2.52$3.15$3.83$4.66$5.50$6.58$8.15$9.71$11.35$13.00$15.81$2.11$2.65$3.20$3.77$4.48$5.19$6.05$6.98$7.91$9.71$11.59$13.33$15.04
PutsExpensive1.15×
CallsExpensive1.07×
SkewBearish+1.01 pp
Implied moveBearish±$11.55
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ392.1811.6%3.7%365.9317.0%4.2%
25Δ389.9511.8%3.2%369.6716.0%3.3%
30Δ388.1712.1%2.9%372.5215.1%2.7%
35Δ386.4012.3%2.6%375.2014.4%2.2%
40Δ384.6312.5%2.3%377.2414.0%1.8%
45Δ382.8912.7%2.1%379.2713.7%1.5%
50Δ381.1512.8%1.8%381.1713.5%1.2%
55Δ379.2813.2%1.6%383.0013.3%1.0%
60Δ377.1714.0%1.5%384.8213.1%0.7%
65Δ375.0514.8%1.3%387.1913.7%0.6%
70Δ372.7114.9%1.2%389.6114.4%0.4%
75Δ370.3514.9%1.0%391.9614.2%0.3%
80Δ366.9915.7%0.8%394.3013.9%0.1%

20Δ

Calls
Pseudo strike
392.18
IV
11.6%
B/E move
3.7%
Puts
Pseudo strike
365.93
IV
17.0%
B/E move
4.2%

25Δ

Calls
Pseudo strike
389.95
IV
11.8%
B/E move
3.2%
Puts
Pseudo strike
369.67
IV
16.0%
B/E move
3.3%

30Δ

Calls
Pseudo strike
388.17
IV
12.1%
B/E move
2.9%
Puts
Pseudo strike
372.52
IV
15.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
386.40
IV
12.3%
B/E move
2.6%
Puts
Pseudo strike
375.20
IV
14.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
384.63
IV
12.5%
B/E move
2.3%
Puts
Pseudo strike
377.24
IV
14.0%
B/E move
1.8%

45Δ

Calls
Pseudo strike
382.89
IV
12.7%
B/E move
2.1%
Puts
Pseudo strike
379.27
IV
13.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
381.15
IV
12.8%
B/E move
1.8%
Puts
Pseudo strike
381.17
IV
13.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
379.28
IV
13.2%
B/E move
1.6%
Puts
Pseudo strike
383.00
IV
13.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
377.17
IV
14.0%
B/E move
1.5%
Puts
Pseudo strike
384.82
IV
13.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
375.05
IV
14.8%
B/E move
1.3%
Puts
Pseudo strike
387.19
IV
13.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
372.71
IV
14.9%
B/E move
1.2%
Puts
Pseudo strike
389.61
IV
14.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
370.35
IV
14.9%
B/E move
1.0%
Puts
Pseudo strike
391.96
IV
14.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
366.99
IV
15.7%
B/E move
0.8%
Puts
Pseudo strike
394.30
IV
13.9%
B/E move
0.1%

Options history

VTI14.0314.1614.292026-10-19: 14.27%2026-10-20: 14.05%Oct 19Oct 20
Table
DateIV
14.27%
14.05%