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Vanguard Morningstar Large-Cap ETF VV

i

Market dataready · fetched 2026-11-12T02:35:18.169Z

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 · 2026-11-12T01:00:00.000982485Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:35:17.751682+00:00

Share price$350.10
1D+0.4%
AH$347.82$348.77$349.73$350.68$351.635:30 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$0.67$3.50$6.33$9.15$11.98$331.59$341.20$350.82$360.43$370.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VV spot · $350.10VV PRICE$0.97$1.21$1.51$1.98$2.45$2.92$3.39$4.12$5.14$6.16$7.18$9.09$11.17$1.23$1.43$1.77$2.20$2.62$3.04$3.47$3.91$4.35$4.78$5.22
Puts——
CallsCheap0.56×
Skew——
Implied moveBalanced±$6.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ358.4816.4%2.7%341.2020.2%2.9%
25Δ356.4415.1%2.2%344.0217.6%2.1%
30Δ354.6914.3%1.7%345.7916.6%1.7%
35Δ353.6514.6%1.6%346.9916.4%1.5%
40Δ352.6114.8%1.4%348.2016.1%1.3%
45Δ351.5715.1%1.3%349.4015.9%1.1%
50Δ350.5315.4%1.1%350.4715.5%0.9%
55Δ349.3315.9%1.0%351.4014.9%0.7%
60Δ347.9616.8%0.9%352.3314.2%0.6%
65Δ346.5917.7%0.8%353.2713.6%0.5%
70Δ345.2218.5%0.7%354.2013.0%0.3%
75Δ343.0020.1%0.6%
80Δ340.6121.7%0.5%

20Δ

Calls
Pseudo strike
358.48
IV
16.4%
B/E move
2.7%
Puts
Pseudo strike
341.20
IV
20.2%
B/E move
2.9%

25Δ

Calls
Pseudo strike
356.44
IV
15.1%
B/E move
2.2%
Puts
Pseudo strike
344.02
IV
17.6%
B/E move
2.1%

30Δ

Calls
Pseudo strike
354.69
IV
14.3%
B/E move
1.7%
Puts
Pseudo strike
345.79
IV
16.6%
B/E move
1.7%

35Δ

Calls
Pseudo strike
353.65
IV
14.6%
B/E move
1.6%
Puts
Pseudo strike
346.99
IV
16.4%
B/E move
1.5%

40Δ

Calls
Pseudo strike
352.61
IV
14.8%
B/E move
1.4%
Puts
Pseudo strike
348.20
IV
16.1%
B/E move
1.3%

45Δ

Calls
Pseudo strike
351.57
IV
15.1%
B/E move
1.3%
Puts
Pseudo strike
349.40
IV
15.9%
B/E move
1.1%

50Δ

Calls
Pseudo strike
350.53
IV
15.4%
B/E move
1.1%
Puts
Pseudo strike
350.47
IV
15.5%
B/E move
0.9%

55Δ

Calls
Pseudo strike
349.33
IV
15.9%
B/E move
1.0%
Puts
Pseudo strike
351.40
IV
14.9%
B/E move
0.7%

60Δ

Calls
Pseudo strike
347.96
IV
16.8%
B/E move
0.9%
Puts
Pseudo strike
352.33
IV
14.2%
B/E move
0.6%

65Δ

Calls
Pseudo strike
346.59
IV
17.7%
B/E move
0.8%
Puts
Pseudo strike
353.27
IV
13.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
345.22
IV
18.5%
B/E move
0.7%
Puts
Pseudo strike
354.20
IV
13.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
343.00
IV
20.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
340.61
IV
21.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.01%
Daily EOD
VV13.7%15.0%16.2%2026-10-19: 14.31%2026-10-20: 14.35%2026-10-21: 13.90%2026-10-22: 14.99%2026-10-23: 15.46%2026-10-26: 14.78%2026-10-27: 14.48%2026-10-28: 14.20%2026-10-29: 13.99%2026-10-30: 16.01%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.31%
14.35%
13.90%
14.99%
15.46%
14.78%
14.48%
14.20%
13.99%
16.01%