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Vanguard Morningstar Value ETF VTV

i

Market dataready · fetched 2026-11-13T01:19:18.279Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.00096079Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:19:17.796740+00:00

Share price$229.04
1D-0.6%
AH$228.70$229.20$229.69$230.18$230.675:30 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$0.37$1.98$3.59$5.21$6.82$219.51$224.03$228.56$233.08$237.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VTV spot · $229.04VTV PRICE$0.54$0.71$0.87$1.03$1.20$1.51$2.07$2.63$3.18$3.74$4.30$4.85$6.35$0.77$0.99$1.21$1.42$1.64$1.86$2.08
Puts——
CallsCheap0.71×
Skew——
Implied moveBullish±$3.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ233.7013.6%2.3%
25Δ232.8913.3%2.0%226.0513.3%1.6%
30Δ232.0913.0%1.7%226.6713.2%1.5%
35Δ231.2912.7%1.4%227.3013.1%1.3%
40Δ230.4912.4%1.2%227.9313.1%1.1%
45Δ229.7112.5%1.0%228.5513.0%0.9%
50Δ228.9713.3%0.9%229.1812.9%0.8%
55Δ228.2314.1%0.8%229.8112.9%0.6%
60Δ227.4914.9%0.7%
65Δ226.7515.7%0.6%
70Δ226.0116.5%0.6%
75Δ225.2617.3%0.5%
80Δ223.6019.3%0.4%

20Δ

Calls
Pseudo strike
233.70
IV
13.6%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
232.89
IV
13.3%
B/E move
2.0%
Puts
Pseudo strike
226.05
IV
13.3%
B/E move
1.6%

30Δ

Calls
Pseudo strike
232.09
IV
13.0%
B/E move
1.7%
Puts
Pseudo strike
226.67
IV
13.2%
B/E move
1.5%

35Δ

Calls
Pseudo strike
231.29
IV
12.7%
B/E move
1.4%
Puts
Pseudo strike
227.30
IV
13.1%
B/E move
1.3%

40Δ

Calls
Pseudo strike
230.49
IV
12.4%
B/E move
1.2%
Puts
Pseudo strike
227.93
IV
13.1%
B/E move
1.1%

45Δ

Calls
Pseudo strike
229.71
IV
12.5%
B/E move
1.0%
Puts
Pseudo strike
228.55
IV
13.0%
B/E move
0.9%

50Δ

Calls
Pseudo strike
228.97
IV
13.3%
B/E move
0.9%
Puts
Pseudo strike
229.18
IV
12.9%
B/E move
0.8%

55Δ

Calls
Pseudo strike
228.23
IV
14.1%
B/E move
0.8%
Puts
Pseudo strike
229.81
IV
12.9%
B/E move
0.6%

60Δ

Calls
Pseudo strike
227.49
IV
14.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
226.75
IV
15.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
226.01
IV
16.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
225.26
IV
17.3%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
223.60
IV
19.3%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend12.62%
Daily EOD
VTV11.5%12.1%12.7%2026-10-19: 12.65%2026-10-20: 12.36%2026-10-21: 12.01%2026-10-22: 12.48%2026-10-23: 12.51%2026-10-26: 12.32%2026-10-27: 12.21%2026-10-28: 11.56%2026-10-29: 11.70%2026-10-30: 12.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.65%
12.36%
12.01%
12.48%
12.51%
12.32%
12.21%
11.56%
11.70%
12.62%