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Vanguard Extended Market ETF VXF

i

Market dataready · fetched 2026-11-12T16:42:18.719Z

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 · 2026-11-12T16:42:13.767978908Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:42:17.843283+00:00

Share price$232.66
1D+0.2%
$231.12$231.78$232.43$233.09$233.755:30 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$0.57$2.82$5.07$7.33$9.58$219.56$226.04$232.52$239.00$245.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VXF spot · $232.66VXF PRICE$0.81$0.99$1.18$1.36$1.83$2.37$2.91$3.45$3.99$4.54$5.93$7.43$8.93$0.97$1.19$1.40$1.64$1.93$2.22$2.51$2.79$3.08$3.37
Puts——
CallsCheap0.70×
Skew——
Implied moveBullish±$5.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ239.5321.4%3.3%225.6924.8%3.4%
25Δ238.1220.0%2.8%227.3023.0%2.8%
30Δ236.7118.5%2.2%228.9121.3%2.2%
35Δ235.3017.1%1.7%230.2619.9%1.7%
40Δ234.3317.4%1.5%231.0419.1%1.5%
45Δ233.4918.2%1.4%231.8318.4%1.3%
50Δ232.6419.1%1.2%232.6217.7%1.1%
55Δ231.7919.9%1.1%233.4116.9%0.9%
60Δ230.9520.7%1.0%234.1916.2%0.7%
65Δ230.1021.6%0.9%234.9815.5%0.4%
70Δ228.4723.6%0.8%
75Δ226.7525.9%0.7%
80Δ225.0228.1%0.6%

20Δ

Calls
Pseudo strike
239.53
IV
21.4%
B/E move
3.3%
Puts
Pseudo strike
225.69
IV
24.8%
B/E move
3.4%

25Δ

Calls
Pseudo strike
238.12
IV
20.0%
B/E move
2.8%
Puts
Pseudo strike
227.30
IV
23.0%
B/E move
2.8%

30Δ

Calls
Pseudo strike
236.71
IV
18.5%
B/E move
2.2%
Puts
Pseudo strike
228.91
IV
21.3%
B/E move
2.2%

35Δ

Calls
Pseudo strike
235.30
IV
17.1%
B/E move
1.7%
Puts
Pseudo strike
230.26
IV
19.9%
B/E move
1.7%

40Δ

Calls
Pseudo strike
234.33
IV
17.4%
B/E move
1.5%
Puts
Pseudo strike
231.04
IV
19.1%
B/E move
1.5%

45Δ

Calls
Pseudo strike
233.49
IV
18.2%
B/E move
1.4%
Puts
Pseudo strike
231.83
IV
18.4%
B/E move
1.3%

50Δ

Calls
Pseudo strike
232.64
IV
19.1%
B/E move
1.2%
Puts
Pseudo strike
232.62
IV
17.7%
B/E move
1.1%

55Δ

Calls
Pseudo strike
231.79
IV
19.9%
B/E move
1.1%
Puts
Pseudo strike
233.41
IV
16.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
230.95
IV
20.7%
B/E move
1.0%
Puts
Pseudo strike
234.19
IV
16.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
230.10
IV
21.6%
B/E move
0.9%
Puts
Pseudo strike
234.98
IV
15.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
228.47
IV
23.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
226.75
IV
25.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
225.02
IV
28.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.25%
Daily EOD
VXF18.8%19.6%20.4%2026-10-19: 19.42%2026-10-20: 19.45%2026-10-21: 19.47%2026-10-22: 20.03%2026-10-23: 20.10%2026-10-26: 19.98%2026-10-27: 19.43%2026-10-28: 18.94%2026-10-29: 18.87%2026-10-30: 20.25%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.42%
19.45%
19.47%
20.03%
20.10%
19.98%
19.43%
18.94%
18.87%
20.25%