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Vanguard Information Technology ETF VGT

i

Market dataready · fetched 2026-11-07T06:47:59.166Z

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 2026-11-07T06:47:58.547983+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$4.87$7.03$9.19$-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$2.25$2.73$3.34$3.59$4.51$5.38$8.57$1.20$1.66$1.87$2.35$2.66$3.11$4.65$5.04$5.68$6.43$6.97
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.2135.4%6.9%100.7850.2%8.2%
25Δ102.2651.4%7.3%
30Δ113.1238.0%5.6%104.2445.7%5.7%
35Δ112.1039.3%5.0%105.4646.4%5.0%
40Δ111.0940.2%4.4%106.7843.5%4.0%
45Δ110.0541.0%3.9%107.9142.7%3.4%
50Δ109.0143.0%3.5%
55Δ107.9539.5%2.8%
60Δ106.8043.3%2.6%111.0640.1%1.9%
65Δ105.5444.9%2.2%111.9637.7%1.5%
70Δ112.9636.8%1.1%
75Δ101.8555.1%1.8%114.0336.1%0.8%
80Δ114.8833.8%0.5%

20Δ

Calls
Pseudo strike
115.21
IV
35.4%
B/E move
6.9%
Puts
Pseudo strike
100.78
IV
50.2%
B/E move
8.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.26
IV
51.4%
B/E move
7.3%

30Δ

Calls
Pseudo strike
113.12
IV
38.0%
B/E move
5.6%
Puts
Pseudo strike
104.24
IV
45.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
112.10
IV
39.3%
B/E move
5.0%
Puts
Pseudo strike
105.46
IV
46.4%
B/E move
5.0%

40Δ

Calls
Pseudo strike
111.09
IV
40.2%
B/E move
4.4%
Puts
Pseudo strike
106.78
IV
43.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
110.05
IV
41.0%
B/E move
3.9%
Puts
Pseudo strike
107.91
IV
42.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
109.01
IV
43.0%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
107.95
IV
39.5%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
106.80
IV
43.3%
B/E move
2.6%
Puts
Pseudo strike
111.06
IV
40.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
105.54
IV
44.9%
B/E move
2.2%
Puts
Pseudo strike
111.96
IV
37.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.96
IV
36.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
101.85
IV
55.1%
B/E move
1.8%
Puts
Pseudo strike
114.03
IV
36.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.88
IV
33.8%
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%