IntraAlpha
Create free account Start free

Vanguard Morningstar Large-Cap ETF VV

i

Market datapartial · fetched 2026-10-22T20:00:38.981Z

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 · 2026-10-22T20:00:00.303143348Z

FundamentalsAlpha Vantage · unavailable

Share price$351.99
1D-0.4%
AH$350.73$351.53$352.34$353.14$353.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVV
Sold putSold callAH

Vanguard Morningstar Large-Cap ETF options

Live interpolated VV call and put midpoint premiums by absolute delta.Vanguard Morningstar Large-Cap ETF$0.96$5.33$9.70$14.06$18.43$332.61$342.15$351.68$361.22$370.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VV spot · $351.99VV PRICE$1.43$1.95$2.48$3.23$4.04$4.84$5.93$7.07$8.29$9.78$11.27$13.82$17.17$2.14$2.58$3.07$3.83$4.60$5.38$6.17$7.02$8.37$9.71$11.33$13.09$15.89
PutsExpensive1.22×
CallsExpensive1.50×
SkewBearish+0.62 pp
Implied moveBalanced±$12.10
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ364.6613.1%4.0%337.9318.9%4.6%
25Δ362.5313.2%3.6%341.9917.1%3.6%
30Δ360.4013.3%3.1%345.2615.8%2.8%
35Δ358.6213.7%2.8%347.3615.8%2.4%
40Δ356.9214.2%2.5%349.4515.8%2.0%
45Δ355.2214.7%2.3%351.4215.5%1.7%
50Δ353.3315.1%2.1%353.3315.1%1.4%
55Δ351.4115.5%1.8%355.2614.8%1.1%
60Δ349.4115.9%1.6%357.3015.0%0.9%
65Δ347.2016.2%1.4%359.3415.2%0.7%
70Δ344.9816.4%1.2%361.6015.3%0.5%
75Δ341.8717.4%1.1%363.9715.3%0.3%
80Δ338.0018.8%0.9%367.2916.0%0.2%

20Δ

Calls
Pseudo strike
364.66
IV
13.1%
B/E move
4.0%
Puts
Pseudo strike
337.93
IV
18.9%
B/E move
4.6%

25Δ

Calls
Pseudo strike
362.53
IV
13.2%
B/E move
3.6%
Puts
Pseudo strike
341.99
IV
17.1%
B/E move
3.6%

30Δ

Calls
Pseudo strike
360.40
IV
13.3%
B/E move
3.1%
Puts
Pseudo strike
345.26
IV
15.8%
B/E move
2.8%

35Δ

Calls
Pseudo strike
358.62
IV
13.7%
B/E move
2.8%
Puts
Pseudo strike
347.36
IV
15.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
356.92
IV
14.2%
B/E move
2.5%
Puts
Pseudo strike
349.45
IV
15.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
355.22
IV
14.7%
B/E move
2.3%
Puts
Pseudo strike
351.42
IV
15.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
353.33
IV
15.1%
B/E move
2.1%
Puts
Pseudo strike
353.33
IV
15.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
351.41
IV
15.5%
B/E move
1.8%
Puts
Pseudo strike
355.26
IV
14.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
349.41
IV
15.9%
B/E move
1.6%
Puts
Pseudo strike
357.30
IV
15.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
347.20
IV
16.2%
B/E move
1.4%
Puts
Pseudo strike
359.34
IV
15.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
344.98
IV
16.4%
B/E move
1.2%
Puts
Pseudo strike
361.60
IV
15.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
341.87
IV
17.4%
B/E move
1.1%
Puts
Pseudo strike
363.97
IV
15.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
338.00
IV
18.8%
B/E move
0.9%
Puts
Pseudo strike
367.29
IV
16.0%
B/E move
0.2%

Options history

No recorded observations