IntraAlpha
Create free account Start free

Vanguard Extended Market ETF VXF

i

Market datapartial · fetched 2026-10-23T02:59:50.342Z

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 · 2026-10-23T00:00:00.000975088Z

FundamentalsAlpha Vantage · unavailable

Share price$229.84
1D-0.2%
AH$228.40$228.99$229.59$230.18$230.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVXF
Sold putSold callAH

Vanguard Extended Market ETF options

Live interpolated VXF call and put midpoint premiums by absolute delta.Vanguard Extended Market ETF$0.94$4.64$8.34$12.05$15.75$212.64$220.93$229.22$237.50$245.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VXF spot · $229.84VXF PRICE$1.34$1.78$2.30$2.82$3.48$4.23$4.97$5.86$6.93$8.01$9.35$10.91$12.63$1.82$2.34$2.88$3.47$4.14$4.81$5.66$6.65$7.64$8.89$10.27$11.86$14.69
PutsExpensive1.36×
CallsExpensive1.25×
SkewBearish+1.93 pp
Implied moveBearish±$10.63
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ241.5918.8%5.7%218.0024.3%5.9%
25Δ239.2918.7%4.9%220.9223.3%4.9%
30Δ237.5018.8%4.3%223.3022.6%4.1%
35Δ235.7118.8%3.8%225.5321.9%3.4%
40Δ234.0519.1%3.3%227.3621.4%2.9%
45Δ232.4719.4%3.0%229.2021.0%2.4%
50Δ230.9019.7%2.6%230.9820.8%2.0%
55Δ229.2520.0%2.3%232.7120.9%1.6%
60Δ227.5220.2%2.0%234.4520.9%1.3%
65Δ225.8020.5%1.7%236.3520.9%1.0%
70Δ223.8620.8%1.5%238.3120.9%0.8%
75Δ221.7421.1%1.2%240.4721.1%0.5%
80Δ219.4921.4%1.0%243.7222.3%0.4%

20Δ

Calls
Pseudo strike
241.59
IV
18.8%
B/E move
5.7%
Puts
Pseudo strike
218.00
IV
24.3%
B/E move
5.9%

25Δ

Calls
Pseudo strike
239.29
IV
18.7%
B/E move
4.9%
Puts
Pseudo strike
220.92
IV
23.3%
B/E move
4.9%

30Δ

Calls
Pseudo strike
237.50
IV
18.8%
B/E move
4.3%
Puts
Pseudo strike
223.30
IV
22.6%
B/E move
4.1%

35Δ

Calls
Pseudo strike
235.71
IV
18.8%
B/E move
3.8%
Puts
Pseudo strike
225.53
IV
21.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
234.05
IV
19.1%
B/E move
3.3%
Puts
Pseudo strike
227.36
IV
21.4%
B/E move
2.9%

45Δ

Calls
Pseudo strike
232.47
IV
19.4%
B/E move
3.0%
Puts
Pseudo strike
229.20
IV
21.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
230.90
IV
19.7%
B/E move
2.6%
Puts
Pseudo strike
230.98
IV
20.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
229.25
IV
20.0%
B/E move
2.3%
Puts
Pseudo strike
232.71
IV
20.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
227.52
IV
20.2%
B/E move
2.0%
Puts
Pseudo strike
234.45
IV
20.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
225.80
IV
20.5%
B/E move
1.7%
Puts
Pseudo strike
236.35
IV
20.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
223.86
IV
20.8%
B/E move
1.5%
Puts
Pseudo strike
238.31
IV
20.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
221.74
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
240.47
IV
21.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
219.49
IV
21.4%
B/E move
1.0%
Puts
Pseudo strike
243.72
IV
22.3%
B/E move
0.4%

Options history

No recorded observations