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Vanguard High Dividend Yield ETF VYM

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Market datapartial · fetched 2026-10-22T23:59:07.153Z

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 · 2026-10-22T23:56:47.757506748Z

FundamentalsAlpha Vantage · unavailable

Share price$162.21
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$2.30$4.21$6.13$8.04$152.76$156.91$161.05$165.20$169.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VYM spot · $162.21VYM PRICE$0.59$0.74$0.94$1.12$1.25$1.60$1.92$2.19$2.49$2.79$3.13$3.51$4.02$0.81$1.00$1.26$1.59$2.00$1.84$2.24$2.58$2.88$3.11$5.11$5.91$7.49
PutsExpensive1.13×
CallsCheap0.85×
SkewBearish+3.27 pp
Implied moveBearish±$4.16
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ167.3611.6%3.5%156.9415.6%3.7%
25Δ166.2511.0%2.9%158.5414.1%2.9%
30Δ165.4510.9%2.6%159.4514.2%2.5%
35Δ164.7110.6%2.2%160.3814.2%2.1%
40Δ163.899.6%1.8%161.1115.0%1.9%
45Δ163.3510.3%1.7%162.1411.6%1.2%
50Δ162.7910.7%1.5%162.8212.0%1.0%
55Δ162.1910.5%1.3%163.4811.8%0.8%
60Δ161.6010.3%1.2%164.1211.4%0.6%
65Δ161.0210.0%1.0%164.6810.7%0.4%
70Δ160.459.7%0.8%166.5715.0%0.5%
75Δ159.869.5%0.7%167.6315.2%0.3%
80Δ159.179.4%0.6%169.4715.9%0.1%

20Δ

Calls
Pseudo strike
167.36
IV
11.6%
B/E move
3.5%
Puts
Pseudo strike
156.94
IV
15.6%
B/E move
3.7%

25Δ

Calls
Pseudo strike
166.25
IV
11.0%
B/E move
2.9%
Puts
Pseudo strike
158.54
IV
14.1%
B/E move
2.9%

30Δ

Calls
Pseudo strike
165.45
IV
10.9%
B/E move
2.6%
Puts
Pseudo strike
159.45
IV
14.2%
B/E move
2.5%

35Δ

Calls
Pseudo strike
164.71
IV
10.6%
B/E move
2.2%
Puts
Pseudo strike
160.38
IV
14.2%
B/E move
2.1%

40Δ

Calls
Pseudo strike
163.89
IV
9.6%
B/E move
1.8%
Puts
Pseudo strike
161.11
IV
15.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
163.35
IV
10.3%
B/E move
1.7%
Puts
Pseudo strike
162.14
IV
11.6%
B/E move
1.2%

50Δ

Calls
Pseudo strike
162.79
IV
10.7%
B/E move
1.5%
Puts
Pseudo strike
162.82
IV
12.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
162.19
IV
10.5%
B/E move
1.3%
Puts
Pseudo strike
163.48
IV
11.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
161.60
IV
10.3%
B/E move
1.2%
Puts
Pseudo strike
164.12
IV
11.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
161.02
IV
10.0%
B/E move
1.0%
Puts
Pseudo strike
164.68
IV
10.7%
B/E move
0.4%

70Δ

Calls
Pseudo strike
160.45
IV
9.7%
B/E move
0.8%
Puts
Pseudo strike
166.57
IV
15.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
159.86
IV
9.5%
B/E move
0.7%
Puts
Pseudo strike
167.63
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
159.17
IV
9.4%
B/E move
0.6%
Puts
Pseudo strike
169.47
IV
15.9%
B/E move
0.1%

Options history

No recorded observations