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Vanguard High Dividend Yield ETF VYM

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Market datapartial · fetched 2026-10-22T16:40:12.362Z

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 · 2026-10-22T16:39:15.257006959Z

FundamentalsAlpha Vantage · unavailable

Share price$161.82
1D+0.3%
$161.04$161.33$161.62$161.91$162.205:30 AM6:30 AM9:00 AM1:00 PMVYM
Sold putSold call

Vanguard High Dividend Yield ETF options

Live interpolated VYM call and put midpoint premiums by absolute delta.Vanguard High Dividend Yield ETF$0.40$2.51$4.61$6.72$8.83$152.79$156.85$160.91$164.97$169.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VYM spot · $161.82VYM PRICE$0.63$0.85$0.86$0.99$1.31$1.64$1.57$1.59$2.21$2.68$3.02$3.49$4.44$0.74$0.93$1.22$1.45$1.91$2.29$2.58$2.86$3.30$3.94$4.90$5.92$8.22
PutsExpensive1.14×
CallsCheap0.81×
SkewBearish+4.26 pp
Implied moveBearish±$4.15
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ167.2712.3%3.8%156.8314.6%3.5%
25Δ166.3912.6%3.3%158.4113.2%2.7%
30Δ164.8310.0%2.4%159.1513.8%2.4%
35Δ164.059.4%2.0%160.1513.1%1.9%
40Δ163.5210.0%1.9%160.8314.2%1.8%
45Δ163.0210.8%1.8%161.6314.4%1.5%
50Δ162.479.0%1.4%162.4313.8%1.2%
55Δ161.917.5%1.0%163.2013.1%0.9%
60Δ161.289.0%1.0%163.9613.1%0.7%
65Δ160.699.6%1.0%164.8513.5%0.6%
70Δ160.139.4%0.8%166.0014.6%0.4%
75Δ159.489.4%0.7%167.2515.2%0.3%
80Δ158.2710.3%0.6%169.6718.1%0.2%

20Δ

Calls
Pseudo strike
167.27
IV
12.3%
B/E move
3.8%
Puts
Pseudo strike
156.83
IV
14.6%
B/E move
3.5%

25Δ

Calls
Pseudo strike
166.39
IV
12.6%
B/E move
3.3%
Puts
Pseudo strike
158.41
IV
13.2%
B/E move
2.7%

30Δ

Calls
Pseudo strike
164.83
IV
10.0%
B/E move
2.4%
Puts
Pseudo strike
159.15
IV
13.8%
B/E move
2.4%

35Δ

Calls
Pseudo strike
164.05
IV
9.4%
B/E move
2.0%
Puts
Pseudo strike
160.15
IV
13.1%
B/E move
1.9%

40Δ

Calls
Pseudo strike
163.52
IV
10.0%
B/E move
1.9%
Puts
Pseudo strike
160.83
IV
14.2%
B/E move
1.8%

45Δ

Calls
Pseudo strike
163.02
IV
10.8%
B/E move
1.8%
Puts
Pseudo strike
161.63
IV
14.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
162.47
IV
9.0%
B/E move
1.4%
Puts
Pseudo strike
162.43
IV
13.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
161.91
IV
7.5%
B/E move
1.0%
Puts
Pseudo strike
163.20
IV
13.1%
B/E move
0.9%

60Δ

Calls
Pseudo strike
161.28
IV
9.0%
B/E move
1.0%
Puts
Pseudo strike
163.96
IV
13.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
160.69
IV
9.6%
B/E move
1.0%
Puts
Pseudo strike
164.85
IV
13.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
160.13
IV
9.4%
B/E move
0.8%
Puts
Pseudo strike
166.00
IV
14.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
159.48
IV
9.4%
B/E move
0.7%
Puts
Pseudo strike
167.25
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
158.27
IV
10.3%
B/E move
0.6%
Puts
Pseudo strike
169.67
IV
18.1%
B/E move
0.2%

Options history

No recorded observations