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Vanguard Morningstar Value ETF VTV

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Market datapartial · fetched 2026-10-22T21:07:33.869Z

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 · 2026-10-22T20:58:12.14016707Z

FundamentalsAlpha Vantage · unavailable

Share price$226.65
1D+1.0%
AH$224.33$224.95$225.58$226.20$226.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTV
Sold putSold callAH

Vanguard Morningstar Value ETF options

Live interpolated VTV call and put midpoint premiums by absolute delta.Vanguard Morningstar Value ETF$0.65$3.84$7.02$10.21$13.39$212.40$219.04$225.67$232.31$238.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTV spot · $226.65VTV PRICE$1.19$1.26$1.32$1.47$1.99$2.51$3.02$3.54$4.06$4.71$5.54$6.37$7.20$1.00$1.35$1.71$2.07$2.55$3.26$3.96$4.67$5.41$6.88$8.34$10.07$12.48
PutsFair1.02×
CallsCheap0.83×
SkewBearish+2.44 pp
Implied moveBearish±$6.99
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ243.1221.9%7.8%220.2613.6%3.3%
25Δ238.4517.5%5.8%221.5613.5%2.8%
30Δ233.7813.2%3.7%222.8613.4%2.4%
35Δ229.839.7%2.1%224.1613.3%2.0%
40Δ228.9710.1%1.9%225.4113.4%1.7%
45Δ228.1010.5%1.7%226.5713.8%1.5%
50Δ227.2310.9%1.6%227.7314.3%1.3%
55Δ226.3611.3%1.4%228.8914.7%1.1%
60Δ225.4911.7%1.3%230.0715.2%0.9%
65Δ224.5011.9%1.1%231.8816.2%0.7%
70Δ223.3411.9%1.0%233.7017.2%0.6%
75Δ222.1911.8%0.8%235.7718.2%0.4%
80Δ221.0411.7%0.7%238.5419.2%0.3%

20Δ

Calls
Pseudo strike
243.12
IV
21.9%
B/E move
7.8%
Puts
Pseudo strike
220.26
IV
13.6%
B/E move
3.3%

25Δ

Calls
Pseudo strike
238.45
IV
17.5%
B/E move
5.8%
Puts
Pseudo strike
221.56
IV
13.5%
B/E move
2.8%

30Δ

Calls
Pseudo strike
233.78
IV
13.2%
B/E move
3.7%
Puts
Pseudo strike
222.86
IV
13.4%
B/E move
2.4%

35Δ

Calls
Pseudo strike
229.83
IV
9.7%
B/E move
2.1%
Puts
Pseudo strike
224.16
IV
13.3%
B/E move
2.0%

40Δ

Calls
Pseudo strike
228.97
IV
10.1%
B/E move
1.9%
Puts
Pseudo strike
225.41
IV
13.4%
B/E move
1.7%

45Δ

Calls
Pseudo strike
228.10
IV
10.5%
B/E move
1.7%
Puts
Pseudo strike
226.57
IV
13.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
227.23
IV
10.9%
B/E move
1.6%
Puts
Pseudo strike
227.73
IV
14.3%
B/E move
1.3%

55Δ

Calls
Pseudo strike
226.36
IV
11.3%
B/E move
1.4%
Puts
Pseudo strike
228.89
IV
14.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
225.49
IV
11.7%
B/E move
1.3%
Puts
Pseudo strike
230.07
IV
15.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
224.50
IV
11.9%
B/E move
1.1%
Puts
Pseudo strike
231.88
IV
16.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
223.34
IV
11.9%
B/E move
1.0%
Puts
Pseudo strike
233.70
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
222.19
IV
11.8%
B/E move
0.8%
Puts
Pseudo strike
235.77
IV
18.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
221.04
IV
11.7%
B/E move
0.7%
Puts
Pseudo strike
238.54
IV
19.2%
B/E move
0.3%

Options history

No recorded observations