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Vanguard World Funds Extended Duration ETF EDV

i

Market dataready · fetched 2026-11-06T20:51:02.844Z

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: 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 · 2026-11-06T20:50:54.150239391Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:51:01.813707+00:00

Share price$59.72
1D+1.0%
$59.02$59.31$59.61$59.90$60.195:30 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$0.12$1.34$2.56$3.77$4.99$56.65$58.28$59.91$61.54$63.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EDV spot · $59.72EDV PRICE$0.29$0.34$0.39$0.49$0.59$0.69$0.82$0.97$1.13$1.28$1.52$1.78$2.03$0.25$0.31$0.37$0.46$0.58$0.70$0.82$0.97$1.17$1.36$1.55$3.73$4.64
PutsFair0.96×
CallsCheap0.76×
SkewBearish+1.52 pp
Implied moveBalanced±$1.64
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.1222.2%4.5%58.0118.9%3.3%
25Δ61.5120.0%3.6%58.4117.7%2.7%
30Δ60.9517.8%2.7%58.8016.5%2.2%
35Δ60.6717.7%2.4%59.1216.0%1.8%
40Δ60.3917.6%2.1%59.3616.3%1.6%
45Δ60.1117.5%1.8%59.6116.6%1.4%
50Δ59.8417.6%1.6%59.8516.9%1.2%
55Δ59.5717.7%1.4%60.1117.2%1.0%
60Δ59.3017.8%1.2%60.4017.5%0.8%
65Δ59.0418.0%1.0%60.6817.8%0.7%
70Δ58.7118.2%0.8%60.9718.0%0.5%
75Δ58.3618.5%0.7%62.9634.0%0.8%
80Δ58.0218.7%0.6%64.0035.6%0.6%

20Δ

Calls
Pseudo strike
62.12
IV
22.2%
B/E move
4.5%
Puts
Pseudo strike
58.01
IV
18.9%
B/E move
3.3%

25Δ

Calls
Pseudo strike
61.51
IV
20.0%
B/E move
3.6%
Puts
Pseudo strike
58.41
IV
17.7%
B/E move
2.7%

30Δ

Calls
Pseudo strike
60.95
IV
17.8%
B/E move
2.7%
Puts
Pseudo strike
58.80
IV
16.5%
B/E move
2.2%

35Δ

Calls
Pseudo strike
60.67
IV
17.7%
B/E move
2.4%
Puts
Pseudo strike
59.12
IV
16.0%
B/E move
1.8%

40Δ

Calls
Pseudo strike
60.39
IV
17.6%
B/E move
2.1%
Puts
Pseudo strike
59.36
IV
16.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
60.11
IV
17.5%
B/E move
1.8%
Puts
Pseudo strike
59.61
IV
16.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
59.84
IV
17.6%
B/E move
1.6%
Puts
Pseudo strike
59.85
IV
16.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
59.57
IV
17.7%
B/E move
1.4%
Puts
Pseudo strike
60.11
IV
17.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
59.30
IV
17.8%
B/E move
1.2%
Puts
Pseudo strike
60.40
IV
17.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
59.04
IV
18.0%
B/E move
1.0%
Puts
Pseudo strike
60.68
IV
17.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
58.71
IV
18.2%
B/E move
0.8%
Puts
Pseudo strike
60.97
IV
18.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
58.36
IV
18.5%
B/E move
0.7%
Puts
Pseudo strike
62.96
IV
34.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
58.02
IV
18.7%
B/E move
0.6%
Puts
Pseudo strike
64.00
IV
35.6%
B/E move
0.6%

Options history

IV · four-Friday blend17.50%
Daily close
EDV10.1%24.8%39.5%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 10Sep 22Oct 30
54 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%