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Vanguard High Dividend Yield ETF VYM

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Market datapartial · fetched 2026-10-23T19:06:51.371Z

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 · 2026-10-23T19:06:41.653362173Z

FundamentalsAlpha Vantage · unavailable

Share price$161.72
1D+0.2%
$160.87$161.19$161.52$161.84$162.165:30 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$0.41$1.79$3.18$4.57$5.96$152.83$156.79$160.75$164.70$168.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VYM spot · $161.72VYM PRICE$0.56$0.70$0.87$1.08$1.26$1.46$1.72$2.14$2.70$2.94$3.26$3.97$4.69$0.99$0.89$1.03$1.30$1.70$2.21$2.68$3.04$3.24$3.77$4.60$5.56
PutsExpensive1.15×
CallsCheap0.87×
SkewBearish+3.33 pp
Implied moveBearish±$4.41
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.6311.3%3.4%155.3118.9%4.6%
25Δ165.5810.7%2.8%158.3213.2%2.7%
30Δ164.7210.3%2.4%159.4312.0%2.1%
35Δ164.0810.3%2.1%160.2811.9%1.7%
40Δ163.4310.0%1.8%160.8613.0%1.6%
45Δ162.829.7%1.6%161.5614.1%1.5%
50Δ162.279.8%1.4%162.3414.6%1.3%
55Δ161.6610.4%1.3%163.1314.2%1.0%
60Δ160.9911.5%1.2%163.8013.1%0.7%
65Δ160.4410.8%1.0%164.6213.1%0.5%
70Δ159.8310.3%0.8%165.6713.8%0.4%
75Δ158.9610.8%0.7%166.8314.5%0.3%
80Δ158.0811.2%0.6%

20Δ

Calls
Pseudo strike
166.63
IV
11.3%
B/E move
3.4%
Puts
Pseudo strike
155.31
IV
18.9%
B/E move
4.6%

25Δ

Calls
Pseudo strike
165.58
IV
10.7%
B/E move
2.8%
Puts
Pseudo strike
158.32
IV
13.2%
B/E move
2.7%

30Δ

Calls
Pseudo strike
164.72
IV
10.3%
B/E move
2.4%
Puts
Pseudo strike
159.43
IV
12.0%
B/E move
2.1%

35Δ

Calls
Pseudo strike
164.08
IV
10.3%
B/E move
2.1%
Puts
Pseudo strike
160.28
IV
11.9%
B/E move
1.7%

40Δ

Calls
Pseudo strike
163.43
IV
10.0%
B/E move
1.8%
Puts
Pseudo strike
160.86
IV
13.0%
B/E move
1.6%

45Δ

Calls
Pseudo strike
162.82
IV
9.7%
B/E move
1.6%
Puts
Pseudo strike
161.56
IV
14.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
162.27
IV
9.8%
B/E move
1.4%
Puts
Pseudo strike
162.34
IV
14.6%
B/E move
1.3%

55Δ

Calls
Pseudo strike
161.66
IV
10.4%
B/E move
1.3%
Puts
Pseudo strike
163.13
IV
14.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
160.99
IV
11.5%
B/E move
1.2%
Puts
Pseudo strike
163.80
IV
13.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
160.44
IV
10.8%
B/E move
1.0%
Puts
Pseudo strike
164.62
IV
13.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
159.83
IV
10.3%
B/E move
0.8%
Puts
Pseudo strike
165.67
IV
13.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
158.96
IV
10.8%
B/E move
0.7%
Puts
Pseudo strike
166.83
IV
14.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
158.08
IV
11.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations