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Vanguard Morningstar Value ETF VTV

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Market datapartial · fetched 2026-10-23T15:54:33.966Z

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 · 2026-10-23T15:54:30.116147973Z

FundamentalsAlpha Vantage · unavailable

Share price$225.57
1D+0.1%
$224.26$224.65$225.05$225.44$225.835:30 AM6:30 AM9:00 AM1:00 PMVTV
Sold putSold call

Vanguard Morningstar Value ETF options

Live interpolated VTV call and put midpoint premiums by absolute delta.Vanguard Morningstar Value ETF$0.75$3.14$5.52$7.90$10.28$212.55$218.81$225.07$231.33$237.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTV spot · $225.57VTV PRICE$1.01$1.13$1.28$1.69$2.10$2.52$2.93$3.35$3.99$4.87$5.75$6.63$7.81$1.03$1.33$1.70$2.07$2.44$2.90$3.54$4.17$4.81$5.44$6.69$8.15$9.60
PutsCheap0.90×
CallsCheap0.80×
SkewBearish+1.56 pp
Implied moveBearish±$6.47
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ236.3416.2%5.2%218.6414.6%3.5%
25Δ233.0713.4%3.8%220.5813.7%2.8%
30Δ229.9410.8%2.5%221.7913.6%2.4%
35Δ229.0411.0%2.3%223.0013.4%2.1%
40Δ228.1411.1%2.1%224.2213.2%1.7%
45Δ227.2411.3%1.9%225.3813.2%1.4%
50Δ226.3411.4%1.6%226.4713.3%1.2%
55Δ225.4411.5%1.4%227.5613.4%1.0%
60Δ224.4011.8%1.3%228.6513.4%0.8%
65Δ223.2112.1%1.1%229.7313.5%0.6%
70Δ222.0312.5%1.0%231.3214.1%0.4%
75Δ220.8412.8%0.8%233.0714.8%0.3%
80Δ219.3613.3%0.7%234.8115.5%0.2%

20Δ

Calls
Pseudo strike
236.34
IV
16.2%
B/E move
5.2%
Puts
Pseudo strike
218.64
IV
14.6%
B/E move
3.5%

25Δ

Calls
Pseudo strike
233.07
IV
13.4%
B/E move
3.8%
Puts
Pseudo strike
220.58
IV
13.7%
B/E move
2.8%

30Δ

Calls
Pseudo strike
229.94
IV
10.8%
B/E move
2.5%
Puts
Pseudo strike
221.79
IV
13.6%
B/E move
2.4%

35Δ

Calls
Pseudo strike
229.04
IV
11.0%
B/E move
2.3%
Puts
Pseudo strike
223.00
IV
13.4%
B/E move
2.1%

40Δ

Calls
Pseudo strike
228.14
IV
11.1%
B/E move
2.1%
Puts
Pseudo strike
224.22
IV
13.2%
B/E move
1.7%

45Δ

Calls
Pseudo strike
227.24
IV
11.3%
B/E move
1.9%
Puts
Pseudo strike
225.38
IV
13.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
226.34
IV
11.4%
B/E move
1.6%
Puts
Pseudo strike
226.47
IV
13.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
225.44
IV
11.5%
B/E move
1.4%
Puts
Pseudo strike
227.56
IV
13.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
224.40
IV
11.8%
B/E move
1.3%
Puts
Pseudo strike
228.65
IV
13.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
223.21
IV
12.1%
B/E move
1.1%
Puts
Pseudo strike
229.73
IV
13.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
222.03
IV
12.5%
B/E move
1.0%
Puts
Pseudo strike
231.32
IV
14.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
220.84
IV
12.8%
B/E move
0.8%
Puts
Pseudo strike
233.07
IV
14.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
219.36
IV
13.3%
B/E move
0.7%
Puts
Pseudo strike
234.81
IV
15.5%
B/E move
0.2%

Options history

No recorded observations