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Vanguard Health Care ETF VHT

i

Market dataready · fetched 2026-11-03T19:44:26.516Z

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 · 2026-11-03T19:44:23.948331888Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:44:24.942691+00:00

Share price$341.87
1D-0.2%
$341.59$342.06$342.53$343.01$343.485:30 AM6:30 AM9:00 AM1:00 PMVHT
Sold putSold call

Vanguard Health Care ETF options

Live interpolated VHT call and put midpoint premiums by absolute delta.Vanguard Health Care ETF$1.60$6.12$10.64$15.16$19.68$317.53$330.26$343.00$355.73$368.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VHT spot · $341.87VHT PRICE$2.09$2.62$3.15$3.81$4.76$5.70$7.00$8.32$9.74$11.20$13.21$15.51$18.37$2.15$2.89$3.53$4.24$5.02$5.89$6.92$7.94$8.94$9.94$11.12$12.59$14.08
PutsCheap0.87×
CallsCheap0.85×
SkewBullish-2.40 pp
Implied moveBalanced±$13.92
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ361.1126.4%6.2%327.7824.8%4.8%
25Δ356.9524.8%5.2%330.4425.6%4.2%
30Δ352.7823.2%4.1%333.4924.5%3.5%
35Δ349.3022.3%3.3%336.1923.6%2.9%
40Δ347.2122.9%3.0%338.5423.1%2.4%
45Δ345.1123.4%2.6%340.7922.7%2.0%
50Δ342.8824.2%2.3%342.8922.6%1.7%
55Δ340.6425.0%2.1%344.9922.4%1.4%
60Δ338.2625.2%1.8%346.9121.7%1.1%
65Δ335.8425.3%1.5%348.8320.9%0.9%
70Δ333.0225.9%1.3%350.8220.3%0.6%
75Δ329.9926.7%1.1%352.9219.8%0.5%
80Δ326.4127.2%0.9%355.0419.3%0.3%

20Δ

Calls
Pseudo strike
361.11
IV
26.4%
B/E move
6.2%
Puts
Pseudo strike
327.78
IV
24.8%
B/E move
4.8%

25Δ

Calls
Pseudo strike
356.95
IV
24.8%
B/E move
5.2%
Puts
Pseudo strike
330.44
IV
25.6%
B/E move
4.2%

30Δ

Calls
Pseudo strike
352.78
IV
23.2%
B/E move
4.1%
Puts
Pseudo strike
333.49
IV
24.5%
B/E move
3.5%

35Δ

Calls
Pseudo strike
349.30
IV
22.3%
B/E move
3.3%
Puts
Pseudo strike
336.19
IV
23.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
347.21
IV
22.9%
B/E move
3.0%
Puts
Pseudo strike
338.54
IV
23.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
345.11
IV
23.4%
B/E move
2.6%
Puts
Pseudo strike
340.79
IV
22.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
342.88
IV
24.2%
B/E move
2.3%
Puts
Pseudo strike
342.89
IV
22.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
340.64
IV
25.0%
B/E move
2.1%
Puts
Pseudo strike
344.99
IV
22.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
338.26
IV
25.2%
B/E move
1.8%
Puts
Pseudo strike
346.91
IV
21.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
335.84
IV
25.3%
B/E move
1.5%
Puts
Pseudo strike
348.83
IV
20.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
333.02
IV
25.9%
B/E move
1.3%
Puts
Pseudo strike
350.82
IV
20.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
329.99
IV
26.7%
B/E move
1.1%
Puts
Pseudo strike
352.92
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
326.41
IV
27.2%
B/E move
0.9%
Puts
Pseudo strike
355.04
IV
19.3%
B/E move
0.3%

Options history

IV · four-Friday blend19.87%
Daily EOD
VHT17.4%18.7%20.1%2026-10-19: 17.57%2026-10-20: 17.96%2026-10-21: 18.16%2026-10-22: 18.66%2026-10-23: 18.72%2026-10-26: 18.71%2026-10-27: 18.89%2026-10-28: 18.57%2026-10-29: 18.96%2026-10-30: 19.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.57%
17.96%
18.16%
18.66%
18.72%
18.71%
18.89%
18.57%
18.96%
19.87%