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Vanguard Scottsdale Funds Vanguard Russell 2000 Growth ETF VTWG

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Market dataready · fetched 2026-10-24T15:15:46.217Z

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 · 2026-10-23T20:00:00.552577243Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:15:46.632077+00:00

Share price$252.25
1D+0.5%
AH$249.98$250.73$251.48$252.22$252.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTWG
Sold putSold callAH

Vanguard Scottsdale Funds Vanguard Russell 2000 Growth ETF options

Live interpolated VTWG call and put midpoint premiums by absolute delta.Vanguard Scottsdale Funds Vanguard Russell 2000 Growth ETF$1.10$5.23$9.36$13.49$17.62$231.15$241.29$251.42$261.55$271.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTWG spot · $252.25VTWG PRICE$1.55$2.10$2.68$3.35$4.09$4.84$5.82$6.84$8.02$9.81$11.63$13.83$16.43$2.32$2.99$3.70$4.48$5.29$6.09$6.87$7.81$9.24$10.66$11.98$13.29$15.60
PutsExpensive1.22×
CallsExpensive1.06×
SkewBearish+2.41 pp
Implied moveBearish±$12.69
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ265.8320.7%6.0%237.3029.1%6.8%
25Δ263.2920.7%5.2%240.9128.1%5.7%
30Δ261.1520.9%4.6%243.9427.2%4.8%
35Δ259.1121.1%4.0%246.6026.5%4.0%
40Δ257.2021.3%3.6%249.0725.9%3.4%
45Δ255.2921.5%3.1%251.3125.0%2.8%
50Δ253.3921.7%2.8%253.4224.0%2.3%
55Δ251.5022.0%2.4%255.5623.3%1.8%
60Δ249.5122.5%2.1%257.7523.6%1.5%
65Δ247.1323.7%1.9%259.9423.9%1.2%
70Δ244.7024.9%1.6%262.0023.1%0.9%
75Δ241.8425.6%1.4%264.0522.3%0.6%
80Δ238.6126.5%1.1%266.9622.4%0.4%

20Δ

Calls
Pseudo strike
265.83
IV
20.7%
B/E move
6.0%
Puts
Pseudo strike
237.30
IV
29.1%
B/E move
6.8%

25Δ

Calls
Pseudo strike
263.29
IV
20.7%
B/E move
5.2%
Puts
Pseudo strike
240.91
IV
28.1%
B/E move
5.7%

30Δ

Calls
Pseudo strike
261.15
IV
20.9%
B/E move
4.6%
Puts
Pseudo strike
243.94
IV
27.2%
B/E move
4.8%

35Δ

Calls
Pseudo strike
259.11
IV
21.1%
B/E move
4.0%
Puts
Pseudo strike
246.60
IV
26.5%
B/E move
4.0%

40Δ

Calls
Pseudo strike
257.20
IV
21.3%
B/E move
3.6%
Puts
Pseudo strike
249.07
IV
25.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
255.29
IV
21.5%
B/E move
3.1%
Puts
Pseudo strike
251.31
IV
25.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
253.39
IV
21.7%
B/E move
2.8%
Puts
Pseudo strike
253.42
IV
24.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
251.50
IV
22.0%
B/E move
2.4%
Puts
Pseudo strike
255.56
IV
23.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
249.51
IV
22.5%
B/E move
2.1%
Puts
Pseudo strike
257.75
IV
23.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
247.13
IV
23.7%
B/E move
1.9%
Puts
Pseudo strike
259.94
IV
23.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
244.70
IV
24.9%
B/E move
1.6%
Puts
Pseudo strike
262.00
IV
23.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
241.84
IV
25.6%
B/E move
1.4%
Puts
Pseudo strike
264.05
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
238.61
IV
26.5%
B/E move
1.1%
Puts
Pseudo strike
266.96
IV
22.4%
B/E move
0.4%

Options history

No recorded observations