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Vanguard Scottsdale Funds Vanguard Russell 2000 Growth ETF VTWG

i

Market dataready · fetched 2026-11-13T18:52:25.683Z

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 · 2026-11-13T18:48:45.035601928Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:52:25.119760+00:00

Share price$255.07
1D-1.2%
$252$254$255$257$2595:30 AM6:30 AM9:00 AM1:00 PMVTWG
Sold putSold call

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$1.16$3.17$5.18$7.18$9.19$244.48$250.21$255.94$261.67$267.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VTWG spot · $255.07VTWG PRICE$1.38$1.67$1.95$2.24$2.53$3.05$3.75$4.45$5.15$5.85$6.81$1.82$2.09$2.36$2.63$3.03$3.62$4.21$4.80$5.39$6.34$8.61
Puts——
Calls——
Skew——
Implied moveBearish±$5.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ259.3820.6%2.2%250.4226.6%2.5%
35Δ258.3920.0%2.0%251.6925.0%2.1%
40Δ257.4019.4%1.7%252.9623.4%1.8%
45Δ256.4118.8%1.4%254.2321.8%1.4%
50Δ255.4218.1%1.1%255.3820.8%1.1%
55Δ254.4318.2%0.9%256.3520.7%0.9%
60Δ253.4518.6%0.8%257.3120.6%0.8%
65Δ252.4619.1%0.7%258.2820.5%0.6%
70Δ251.4819.6%0.6%259.2420.4%0.5%
75Δ250.4920.0%0.5%260.5220.9%0.3%
80Δ249.2720.0%0.4%262.9724.0%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
259.38
IV
20.6%
B/E move
2.2%
Puts
Pseudo strike
250.42
IV
26.6%
B/E move
2.5%

35Δ

Calls
Pseudo strike
258.39
IV
20.0%
B/E move
2.0%
Puts
Pseudo strike
251.69
IV
25.0%
B/E move
2.1%

40Δ

Calls
Pseudo strike
257.40
IV
19.4%
B/E move
1.7%
Puts
Pseudo strike
252.96
IV
23.4%
B/E move
1.8%

45Δ

Calls
Pseudo strike
256.41
IV
18.8%
B/E move
1.4%
Puts
Pseudo strike
254.23
IV
21.8%
B/E move
1.4%

50Δ

Calls
Pseudo strike
255.42
IV
18.1%
B/E move
1.1%
Puts
Pseudo strike
255.38
IV
20.8%
B/E move
1.1%

55Δ

Calls
Pseudo strike
254.43
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
256.35
IV
20.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
253.45
IV
18.6%
B/E move
0.8%
Puts
Pseudo strike
257.31
IV
20.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
252.46
IV
19.1%
B/E move
0.7%
Puts
Pseudo strike
258.28
IV
20.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
251.48
IV
19.6%
B/E move
0.6%
Puts
Pseudo strike
259.24
IV
20.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
250.49
IV
20.0%
B/E move
0.5%
Puts
Pseudo strike
260.52
IV
20.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
249.27
IV
20.0%
B/E move
0.4%
Puts
Pseudo strike
262.97
IV
24.0%
B/E move
0.3%

Options history

IV · four-Friday blend23.92%
Daily EOD
VTWG19.5%21.9%24.3%2026-10-19: 20.84%2026-10-20: 19.79%2026-10-21: 20.88%2026-10-22: 21.55%2026-10-23: 21.92%2026-10-26: 21.41%2026-10-27: 22.28%2026-10-28: 20.61%2026-10-29: 20.28%2026-10-30: 23.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.84%
19.79%
20.88%
21.55%
21.92%
21.41%
22.28%
20.61%
20.28%
23.92%