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Vanguard High Dividend Yield ETF VYM

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Market datapartial · fetched 2026-10-22T23:23:30.730Z

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 · 2026-10-22T23:01:50.989359853Z

FundamentalsAlpha Vantage · unavailable

Share price$162.56
1D+0.8%
AH$161.00$161.43$161.86$162.29$162.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVYM
Sold putSold callAH

Vanguard High Dividend Yield ETF options

Live interpolated VYM call and put midpoint premiums by absolute delta.Vanguard High Dividend Yield ETF$0.38$2.07$3.76$5.44$7.13$152.71$156.97$161.23$165.49$169.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VYM spot · $162.56VYM PRICE$0.56$0.72$0.88$1.10$1.16$1.42$1.75$2.01$2.25$2.51$2.77$3.04$3.30$0.79$1.05$1.29$1.72$1.88$2.02$2.43$2.78$3.07$4.67$6.11$5.77$6.65
PutsExpensive1.20×
CallsCheap0.78×
SkewBearish+5.02 pp
Implied moveBearish±$4.18
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ167.4710.9%3.4%157.4215.2%3.6%
25Δ166.5510.8%2.9%158.6714.9%3.0%
30Δ165.6210.2%2.4%159.7314.5%2.5%
35Δ164.9910.4%2.2%160.5615.3%2.3%
40Δ164.209.1%1.7%161.5114.2%1.8%
45Δ163.629.1%1.5%162.4612.6%1.3%
50Δ163.129.7%1.4%163.1713.0%1.1%
55Δ162.589.6%1.3%163.9112.7%0.9%
60Δ162.059.3%1.1%164.5712.1%0.7%
65Δ161.559.0%0.9%166.0815.9%0.7%
70Δ161.058.6%0.8%167.6817.9%0.6%
75Δ160.618.1%0.7%167.8614.6%0.3%
80Δ160.167.7%0.6%169.0014.7%0.1%

20Δ

Calls
Pseudo strike
167.47
IV
10.9%
B/E move
3.4%
Puts
Pseudo strike
157.42
IV
15.2%
B/E move
3.6%

25Δ

Calls
Pseudo strike
166.55
IV
10.8%
B/E move
2.9%
Puts
Pseudo strike
158.67
IV
14.9%
B/E move
3.0%

30Δ

Calls
Pseudo strike
165.62
IV
10.2%
B/E move
2.4%
Puts
Pseudo strike
159.73
IV
14.5%
B/E move
2.5%

35Δ

Calls
Pseudo strike
164.99
IV
10.4%
B/E move
2.2%
Puts
Pseudo strike
160.56
IV
15.3%
B/E move
2.3%

40Δ

Calls
Pseudo strike
164.20
IV
9.1%
B/E move
1.7%
Puts
Pseudo strike
161.51
IV
14.2%
B/E move
1.8%

45Δ

Calls
Pseudo strike
163.62
IV
9.1%
B/E move
1.5%
Puts
Pseudo strike
162.46
IV
12.6%
B/E move
1.3%

50Δ

Calls
Pseudo strike
163.12
IV
9.7%
B/E move
1.4%
Puts
Pseudo strike
163.17
IV
13.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
162.58
IV
9.6%
B/E move
1.3%
Puts
Pseudo strike
163.91
IV
12.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
162.05
IV
9.3%
B/E move
1.1%
Puts
Pseudo strike
164.57
IV
12.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
161.55
IV
9.0%
B/E move
0.9%
Puts
Pseudo strike
166.08
IV
15.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
161.05
IV
8.6%
B/E move
0.8%
Puts
Pseudo strike
167.68
IV
17.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
160.61
IV
8.1%
B/E move
0.7%
Puts
Pseudo strike
167.86
IV
14.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
160.16
IV
7.7%
B/E move
0.6%
Puts
Pseudo strike
169.00
IV
14.7%
B/E move
0.1%

Options history

No recorded observations