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Vanguard Morningstar Total Stock Market ETF VTI

i

Market dataready · fetched 2026-10-21T17:53:01.075Z

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 · 2026-10-21T17:52:56.013900501Z

FundamentalsAlpha Vantage · ready

Share price$379.69
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$4.97$8.94$12.90$16.87$360.42$369.76$379.10$388.45$397.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTI spot · $379.69VTI PRICE$1.43$1.89$2.52$3.15$3.82$4.65$5.49$6.56$8.12$9.68$11.32$12.96$15.73$2.11$2.65$3.21$3.78$4.49$5.20$6.06$6.99$7.93$9.75$11.64$13.38$15.10
PutsExpensive1.16×
CallsExpensive1.07×
SkewBearish+1.08 pp
Implied moveBearish±$11.55
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ392.1811.6%3.7%365.9517.0%4.2%
25Δ389.9611.8%3.2%369.6916.0%3.3%
30Δ388.1912.1%2.9%372.5315.2%2.7%
35Δ386.4112.3%2.6%375.2214.4%2.2%
40Δ384.6512.5%2.3%377.2614.1%1.8%
45Δ382.9112.6%2.1%379.2913.7%1.5%
50Δ381.1712.8%1.8%381.2013.5%1.2%
55Δ379.3113.1%1.6%383.0313.3%1.0%
60Δ377.2013.9%1.5%384.8613.2%0.7%
65Δ375.0914.7%1.3%387.2413.8%0.6%
70Δ372.7614.8%1.2%389.6714.4%0.4%
75Δ370.4114.9%1.0%392.0314.3%0.3%
80Δ367.0815.6%0.8%394.3814.0%0.1%

20Δ

Calls
Pseudo strike
392.18
IV
11.6%
B/E move
3.7%
Puts
Pseudo strike
365.95
IV
17.0%
B/E move
4.2%

25Δ

Calls
Pseudo strike
389.96
IV
11.8%
B/E move
3.2%
Puts
Pseudo strike
369.69
IV
16.0%
B/E move
3.3%

30Δ

Calls
Pseudo strike
388.19
IV
12.1%
B/E move
2.9%
Puts
Pseudo strike
372.53
IV
15.2%
B/E move
2.7%

35Δ

Calls
Pseudo strike
386.41
IV
12.3%
B/E move
2.6%
Puts
Pseudo strike
375.22
IV
14.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
384.65
IV
12.5%
B/E move
2.3%
Puts
Pseudo strike
377.26
IV
14.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
382.91
IV
12.6%
B/E move
2.1%
Puts
Pseudo strike
379.29
IV
13.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
381.17
IV
12.8%
B/E move
1.8%
Puts
Pseudo strike
381.20
IV
13.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
379.31
IV
13.1%
B/E move
1.6%
Puts
Pseudo strike
383.03
IV
13.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
377.20
IV
13.9%
B/E move
1.5%
Puts
Pseudo strike
384.86
IV
13.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
375.09
IV
14.7%
B/E move
1.3%
Puts
Pseudo strike
387.24
IV
13.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
372.76
IV
14.8%
B/E move
1.2%
Puts
Pseudo strike
389.67
IV
14.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
370.41
IV
14.9%
B/E move
1.0%
Puts
Pseudo strike
392.03
IV
14.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
367.08
IV
15.6%
B/E move
0.8%
Puts
Pseudo strike
394.38
IV
14.0%
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%