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Vanguard Morningstar Value ETF VTV

i

Market dataready · fetched 2026-10-22T23:29:54.717Z

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 · 2026-10-22T23:26:40.200115859Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:22:59.497203+00:00

Share price$226.90
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$0.33$3.86$7.38$10.91$14.43$212.37$219.09$225.81$232.53$239.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTV spot · $226.90VTV PRICE$0.72$0.94$1.16$1.38$1.88$2.38$2.88$3.38$3.88$4.39$5.15$5.90$6.66$1.02$1.39$1.75$2.12$2.67$3.40$4.13$4.85$5.82$7.33$8.83$10.94$13.42
PutsExpensive1.07×
CallsCheap0.67×
SkewBearish+5.57 pp
Implied moveBearish±$7.00
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ233.389.7%3.2%220.3513.8%3.3%
25Δ232.259.5%2.8%221.6813.8%2.9%
30Δ231.129.4%2.4%223.0213.7%2.5%
35Δ229.999.3%2.0%224.3513.6%2.1%
40Δ229.159.6%1.8%225.6113.8%1.7%
45Δ228.3110.0%1.7%226.8014.4%1.5%
50Δ227.4710.3%1.5%227.9914.9%1.3%
55Δ226.6310.6%1.4%229.1815.4%1.1%
60Δ225.7911.0%1.2%230.5816.1%0.9%
65Δ224.9411.3%1.1%232.4417.2%0.8%
70Δ223.8911.0%0.9%234.3018.3%0.6%
75Δ222.8510.8%0.8%236.7719.5%0.5%
80Δ221.8010.6%0.7%239.6220.8%0.3%

20Δ

Calls
Pseudo strike
233.38
IV
9.7%
B/E move
3.2%
Puts
Pseudo strike
220.35
IV
13.8%
B/E move
3.3%

25Δ

Calls
Pseudo strike
232.25
IV
9.5%
B/E move
2.8%
Puts
Pseudo strike
221.68
IV
13.8%
B/E move
2.9%

30Δ

Calls
Pseudo strike
231.12
IV
9.4%
B/E move
2.4%
Puts
Pseudo strike
223.02
IV
13.7%
B/E move
2.5%

35Δ

Calls
Pseudo strike
229.99
IV
9.3%
B/E move
2.0%
Puts
Pseudo strike
224.35
IV
13.6%
B/E move
2.1%

40Δ

Calls
Pseudo strike
229.15
IV
9.6%
B/E move
1.8%
Puts
Pseudo strike
225.61
IV
13.8%
B/E move
1.7%

45Δ

Calls
Pseudo strike
228.31
IV
10.0%
B/E move
1.7%
Puts
Pseudo strike
226.80
IV
14.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
227.47
IV
10.3%
B/E move
1.5%
Puts
Pseudo strike
227.99
IV
14.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
226.63
IV
10.6%
B/E move
1.4%
Puts
Pseudo strike
229.18
IV
15.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
225.79
IV
11.0%
B/E move
1.2%
Puts
Pseudo strike
230.58
IV
16.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
224.94
IV
11.3%
B/E move
1.1%
Puts
Pseudo strike
232.44
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
223.89
IV
11.0%
B/E move
0.9%
Puts
Pseudo strike
234.30
IV
18.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
222.85
IV
10.8%
B/E move
0.8%
Puts
Pseudo strike
236.77
IV
19.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
221.80
IV
10.6%
B/E move
0.7%
Puts
Pseudo strike
239.62
IV
20.8%
B/E move
0.3%

Options history

No recorded observations