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Vanguard Extended Market ETF VXF

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Market datapartial · fetched 2026-10-22T18:27:09.289Z

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 · 2026-10-22T18:26:50.326943789Z

FundamentalsAlpha Vantage · unavailable

Share price$229.38
1D-0.4%
$228.40$228.99$229.59$230.18$230.775:30 AM6:30 AM9:00 AM1:00 PMVXF
Sold putSold call

Vanguard Extended Market ETF options

Live interpolated VXF call and put midpoint premiums by absolute delta.Vanguard Extended Market ETF$1.09$4.50$7.92$11.34$14.76$212.20$220.63$229.06$237.49$245.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VXF spot · $229.38VXF PRICE$1.46$1.93$2.40$2.87$3.57$4.33$5.08$6.07$7.14$8.21$9.76$11.37$13.46$1.95$2.63$3.32$4.01$4.69$5.38$6.06$6.75$7.44$8.40$10.19$11.98$13.77
PutsExpensive1.34×
CallsExpensive1.31×
SkewBearish+0.99 pp
Implied moveBearish±$11.15
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ242.0319.4%6.2%216.8124.3%6.3%
25Δ239.8219.4%5.4%218.8923.7%5.7%
30Δ237.6119.3%4.6%220.9723.2%5.1%
35Δ235.3919.3%3.9%223.0522.7%4.5%
40Δ233.6819.6%3.4%225.1322.2%3.9%
45Δ232.0719.9%3.1%227.2121.7%3.3%
50Δ230.4620.3%2.7%229.2921.1%2.7%
55Δ228.7420.6%2.4%231.3720.6%2.1%
60Δ226.9820.9%2.1%233.4420.1%1.5%
65Δ225.2321.3%1.8%235.5719.8%1.0%
70Δ223.1021.7%1.5%237.8519.9%0.7%
75Δ220.9222.2%1.3%240.1320.0%0.5%
80Δ218.3022.7%1.0%242.4120.2%0.3%

20Δ

Calls
Pseudo strike
242.03
IV
19.4%
B/E move
6.2%
Puts
Pseudo strike
216.81
IV
24.3%
B/E move
6.3%

25Δ

Calls
Pseudo strike
239.82
IV
19.4%
B/E move
5.4%
Puts
Pseudo strike
218.89
IV
23.7%
B/E move
5.7%

30Δ

Calls
Pseudo strike
237.61
IV
19.3%
B/E move
4.6%
Puts
Pseudo strike
220.97
IV
23.2%
B/E move
5.1%

35Δ

Calls
Pseudo strike
235.39
IV
19.3%
B/E move
3.9%
Puts
Pseudo strike
223.05
IV
22.7%
B/E move
4.5%

40Δ

Calls
Pseudo strike
233.68
IV
19.6%
B/E move
3.4%
Puts
Pseudo strike
225.13
IV
22.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
232.07
IV
19.9%
B/E move
3.1%
Puts
Pseudo strike
227.21
IV
21.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
230.46
IV
20.3%
B/E move
2.7%
Puts
Pseudo strike
229.29
IV
21.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
228.74
IV
20.6%
B/E move
2.4%
Puts
Pseudo strike
231.37
IV
20.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
226.98
IV
20.9%
B/E move
2.1%
Puts
Pseudo strike
233.44
IV
20.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
225.23
IV
21.3%
B/E move
1.8%
Puts
Pseudo strike
235.57
IV
19.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
223.10
IV
21.7%
B/E move
1.5%
Puts
Pseudo strike
237.85
IV
19.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
220.92
IV
22.2%
B/E move
1.3%
Puts
Pseudo strike
240.13
IV
20.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
218.30
IV
22.7%
B/E move
1.0%
Puts
Pseudo strike
242.41
IV
20.2%
B/E move
0.3%

Options history

No recorded observations