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Vanguard Morningstar Value ETF VTV

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Market dataready · fetched 2026-10-23T01:37:09.905Z

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 · 2026-10-23T00:00:00.000966145Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T01:37:08.397289+00:00

Share price$226.55
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$3.73$6.80$9.88$12.95$212.41$219.02$225.63$232.23$238.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTV spot · $226.55VTV PRICE$1.20$1.26$1.33$1.51$2.04$2.56$3.09$3.61$4.13$4.85$5.71$6.56$7.42$0.99$1.34$1.69$2.05$2.50$3.20$3.89$4.59$5.29$6.68$8.13$9.70$12.07
PutsFair1.00×
CallsCheap0.84×
SkewBearish+1.91 pp
Implied moveBearish±$6.98
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ242.9921.9%7.8%220.2213.5%3.2%
25Δ238.2417.5%5.7%221.5113.3%2.8%
30Δ233.5013.1%3.7%222.7913.2%2.4%
35Δ229.779.9%2.1%224.0813.1%2.0%
40Δ228.8910.3%1.9%225.3213.2%1.6%
45Δ228.0110.8%1.8%226.4713.6%1.4%
50Δ227.1311.2%1.6%227.6114.0%1.2%
55Δ226.2411.6%1.5%228.7614.5%1.1%
60Δ225.3612.0%1.3%229.9114.9%0.9%
65Δ224.3012.2%1.1%231.6515.8%0.7%
70Δ223.1112.2%1.0%233.4416.7%0.6%
75Δ221.9312.2%0.9%235.3517.6%0.4%
80Δ220.7412.2%0.7%238.0718.6%0.2%

20Δ

Calls
Pseudo strike
242.99
IV
21.9%
B/E move
7.8%
Puts
Pseudo strike
220.22
IV
13.5%
B/E move
3.2%

25Δ

Calls
Pseudo strike
238.24
IV
17.5%
B/E move
5.7%
Puts
Pseudo strike
221.51
IV
13.3%
B/E move
2.8%

30Δ

Calls
Pseudo strike
233.50
IV
13.1%
B/E move
3.7%
Puts
Pseudo strike
222.79
IV
13.2%
B/E move
2.4%

35Δ

Calls
Pseudo strike
229.77
IV
9.9%
B/E move
2.1%
Puts
Pseudo strike
224.08
IV
13.1%
B/E move
2.0%

40Δ

Calls
Pseudo strike
228.89
IV
10.3%
B/E move
1.9%
Puts
Pseudo strike
225.32
IV
13.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
228.01
IV
10.8%
B/E move
1.8%
Puts
Pseudo strike
226.47
IV
13.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
227.13
IV
11.2%
B/E move
1.6%
Puts
Pseudo strike
227.61
IV
14.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
226.24
IV
11.6%
B/E move
1.5%
Puts
Pseudo strike
228.76
IV
14.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
225.36
IV
12.0%
B/E move
1.3%
Puts
Pseudo strike
229.91
IV
14.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
224.30
IV
12.2%
B/E move
1.1%
Puts
Pseudo strike
231.65
IV
15.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
223.11
IV
12.2%
B/E move
1.0%
Puts
Pseudo strike
233.44
IV
16.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
221.93
IV
12.2%
B/E move
0.9%
Puts
Pseudo strike
235.35
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
220.74
IV
12.2%
B/E move
0.7%
Puts
Pseudo strike
238.07
IV
18.6%
B/E move
0.2%

Options history

No recorded observations