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Vanguard Information Technology ETF VGT

i

Market dataready · fetched 2026-11-07T01:44:20.923Z

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 · 2026-11-07T01:00:00.001056639Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:44:20.005672+00:00

Share price$108.51
1D-0.8%
AH$107.84$108.47$109.09$109.72$110.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVGT
Sold putSold callAH

Vanguard Information Technology ETF options

Live interpolated VGT call and put midpoint premiums by absolute delta.Vanguard Information Technology ETF$0.55$2.71$4.86$7.02$9.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEVGT PRICE$0.78$1.43$1.83$2.24$2.72$3.34$3.58$4.51$5.36$8.55$1.21$1.66$1.87$2.35$2.66$3.12$4.65$5.06$5.70$6.44$6.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.2134.1%6.9%100.7848.5%8.2%
25Δ102.2749.6%7.3%
30Δ113.1236.6%5.6%104.2544.1%5.7%
35Δ112.1137.8%5.0%105.4744.7%5.0%
40Δ111.0938.6%4.4%106.7941.9%4.0%
45Δ110.0639.5%3.9%107.9241.2%3.4%
50Δ109.0241.3%3.5%
55Δ107.9638.0%2.8%
60Δ106.8141.7%2.6%111.0738.6%1.9%
65Δ105.5743.1%2.2%111.9836.4%1.5%
70Δ112.9935.6%1.1%
75Δ101.8852.9%1.8%114.0534.8%0.8%
80Δ114.9232.7%0.5%

20Δ

Calls
Pseudo strike
115.21
IV
34.1%
B/E move
6.9%
Puts
Pseudo strike
100.78
IV
48.5%
B/E move
8.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.27
IV
49.6%
B/E move
7.3%

30Δ

Calls
Pseudo strike
113.12
IV
36.6%
B/E move
5.6%
Puts
Pseudo strike
104.25
IV
44.1%
B/E move
5.7%

35Δ

Calls
Pseudo strike
112.11
IV
37.8%
B/E move
5.0%
Puts
Pseudo strike
105.47
IV
44.7%
B/E move
5.0%

40Δ

Calls
Pseudo strike
111.09
IV
38.6%
B/E move
4.4%
Puts
Pseudo strike
106.79
IV
41.9%
B/E move
4.0%

45Δ

Calls
Pseudo strike
110.06
IV
39.5%
B/E move
3.9%
Puts
Pseudo strike
107.92
IV
41.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
109.02
IV
41.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
107.96
IV
38.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
106.81
IV
41.7%
B/E move
2.6%
Puts
Pseudo strike
111.07
IV
38.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
105.57
IV
43.1%
B/E move
2.2%
Puts
Pseudo strike
111.98
IV
36.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.99
IV
35.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
101.88
IV
52.9%
B/E move
1.8%
Puts
Pseudo strike
114.05
IV
34.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.92
IV
32.7%
B/E move
0.5%

Options history

IV · four-Friday blend30.54%
Daily EOD
VGT24.8%27.9%31.0%2026-10-19: 25.25%2026-10-20: 25.97%2026-10-21: 26.00%2026-10-22: 27.97%2026-10-23: 27.66%2026-10-26: 27.53%2026-10-27: 27.19%2026-10-28: 25.76%2026-10-29: 26.68%2026-10-30: 30.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.25%
25.97%
26.00%
27.97%
27.66%
27.53%
27.19%
25.76%
26.68%
30.54%