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Vanguard World Funds Extended Duration ETF EDV

i

Market datapartial · fetched 2026-11-05T19:19:53.011Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T19:19:51.125031999Z

FundamentalsAlpha Vantage · unavailable

Share price$59.71
1D+0.2%
$59.26$59.42$59.58$59.74$59.905:30 AM6:30 AM9:00 AM1:00 PMEDV
Sold putSold call

Vanguard World Funds Extended Duration ETF options

Live interpolated EDV call and put midpoint premiums by absolute delta.Vanguard World Funds Extended Duration ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEDV PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.50%
Daily close
EDV10.1%24.8%39.5%2026-08-07: 12.24%2026-08-10: 13.06%2026-08-11: 13.30%2026-08-12: 12.88%2026-08-13: 12.14%2026-08-14: 12.56%2026-08-18: 13.97%2026-08-21: 13.66%2026-08-24: 13.55%2026-08-25: 14.11%2026-08-26: 14.33%2026-08-27: 14.21%2026-08-28: 14.19%2026-08-31: 14.01%2026-09-01: 14.10%2026-09-02: 14.03%2026-09-03: 13.70%2026-09-04: 13.49%2026-09-08: 14.17%2026-09-09: 14.65%2026-09-10: 16.06%2026-09-11: 14.82%2026-09-14: 17.37%2026-09-15: 17.80%2026-09-17: 37.50%2026-09-18: 15.65%2026-09-21: 15.08%2026-09-22: 14.88%2026-09-23: 16.06%2026-09-24: 17.66%2026-09-25: 18.11%2026-09-28: 18.92%2026-09-29: 20.38%2026-09-30: 21.03%2026-10-01: 20.11%2026-10-02: 19.75%2026-10-05: 19.91%2026-10-06: 18.70%2026-10-07: 18.54%2026-10-08: 18.51%2026-10-09: 17.72%2026-10-12: 18.72%2026-10-13: 17.67%2026-10-14: 20.26%2026-10-16: 18.06%2026-10-19: 17.82%2026-10-20: 17.59%2026-10-21: 17.35%2026-10-22: 18.17%2026-10-23: 17.90%2026-10-26: 17.52%2026-10-27: 17.17%2026-10-28: 17.10%2026-10-29: 16.56%2026-10-30: 17.50%Aug 7Sep 22Oct 30
55 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
12.24%
13.06%
13.30%
12.88%
12.14%
12.56%
13.97%
13.66%
13.55%
14.11%
14.33%
14.21%
14.19%
14.01%
14.10%
14.03%
13.70%
13.49%
14.17%
14.65%
16.06%
14.82%
17.37%
17.80%
37.50%
15.65%
15.08%
14.88%
16.06%
17.66%
18.11%
18.92%
20.38%
21.03%
20.11%
19.75%
19.91%
18.70%
18.54%
18.51%
17.72%
18.72%
17.67%
20.26%
18.06%
17.82%
17.59%
17.35%
18.17%
17.90%
17.52%
17.17%
17.10%
16.56%
17.50%